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Completely Solved in D ar SCHAUM’S OUTLINE SERIES ~MoGRAW-HILL BOOK COMPANY. SCHAUM’S OUTLINE OF THEORY AND PROBLEMS oF DIFFERENTIAL EQUATIONS FRANK AYRES, JR.. Ph.D. Professor and Head, Department of Mathematics Dickinson College IM’S OUTLINE SE RAW-HILL BOOK COMPANY Louis, Sun Francisco, Toronto, Sydney Copyright @ 1952 by McGraw-Hill, The All Righty Reserved, Printed in the United States of America No part of this publication may be reproduced, stored in a retrieval system, or trans ted, in any form or by any means, anteal, photocopying. revording. or ofterwise, withont the prior written permission of the publisher mm electronic, med 1567890 SHSH T21069 Preface This book is designed pri arily to supplement standard texts in elementary differential equations, All types of ordinary and partial differential equations found in current texts. together with the various procedures for solving © the beg the methods of solving « vari them, are included. ng student must be concerned largely ty of different type equations, it is felt that there is need for a comprehensive problem book such as this with maste It should prove also of equal service to practicing engineers and scientists who feel the need for a review of the theory and problem work in this increasingly important field. Each chapter, exeept for the third which is entirely expository. begins with a brief statement of definitions. principles and theorems, followed hy a set of solved and supplementary problems, ‘These solved problems have been selected to make a careful study of each heen given to the chapters on applications. whieh include a wide variety of rewarding as possible, Equal attention has call sei problems from geometry and the phy Mud ken up in most first courses. ‘T y make, but also to stimulate further interest in the subje a handy book of reference. However. this hook is definitely not ince there is always a tendency to “get on” with the problems, those ed against using it as more material is presented here than ean be et any choice of topics which the instructor d to provide formal text- + is done not only tom book and. being introduced to the subject for the frst time are wae a thorough study of the regular text. a means of avoid The author is pleased to acknowledge his indebtedness to Mr. Louis Sand- and critical ler, associate edi nr of the publishers. for invaluable suggest review of the entire manuscript. Fran Aynes, Jn, Carlisle, Pa. September, 1952 Contents CHAPTER 1. Omcin oF DirreneNTIAL EQUATIONS SoLuTions oF DIFFERENTIAL EQuations 3. Equations or First Onpex anv Fins Decree 12 1. Equartons or Finst Oxper anp First Decree — Vanianies SEPA- RABLE AND REDUCTION To VARIABLES SEPARABLE 15 5. Equations oF Finsr Oxper anp First Decrer — Exacr Equations anp Repuction ro Exact Equations: 24 6. Equations oF First Orper ANp First Decrer — Lisean Equations ann THose Repucisie To THAT ForM Gromernic APPLICATIONS sn 7 41 8. Puysicar, APPLIcations 49 9. ONS OF Finst ORDER AND Hicher DEGREE 61 10, Lak SoLurions — ExtRangous Loct oT 11. ApPLications oF Fist ORDER AND HIGHER DEGREE EQUATIONS woo 75 12. Linea EQUATIONS OF ORDER I ccsssinnnsnnnnnn 18 13. Homocenvous Lincar Equations win ConsTaNt COEFFICIENTS: 82 87 14. Langan Equations wrrt Constant Corrricrents 15. Linear Equations wir Constant Cozrrictents — VARIATION OF Parameters, UNDeTreRMINED COEFFICIENTS 16. Linear Equations with Constant Corrricients — Suont Mernops . aa 99 17, Langan Equations, wir Variance Corrricients — Tae Cavcny anp Lecenpre Linear Equations .. 108 18 Linea Equations wirn VARIABLE COEFFICIENTS — Equations oF ww THE SECOND ORDER CHAPTER PAGE 19, 20. 21. 28. 29, 30, 31. INDEX Linear Equations wrrn Vaniaute Corrricie nts — Misckntannous ‘Tyres 122 APPLICATIONS oF LineaR Eguations 133 Systems of SIMULTANEOUS LINEAR EQUATIONS Toran Direerentiat, EQUATIONS AppLICATIONS OF TorAL AND SIMULTANEOUS EQUATIONS NUMERICAL APPROXIMATIONS TO SOLUTIONS uu secnnnnnnnnanene 186 INTEGRATION IN SEI 107 INTEGRATION IN SERIES 7 206 Te Lecenpre. Besser. ap Gavss Equations 20 Parviat DirrEREN IAL EQuations .. LiNBAR PARTIAL DIFFERENTIAL Equations OF ORDER ONE Non-LiNEAR PARTIAT, DIFFERENTIAL EQUATIONS OF ORDER ONE cscs 244 HomoceNncous PartiaL DIFFERENTIAL Equations or Hiciter Orpen with Constant LOEFFICIENTS emo a Nox-HomoceNnots Linnar Equations wire Constant Corrrr caeNTS Partiat DiPrereNtiAL Equations ov Orver Two wir Vaniasnr CoErricients CHAPTER 1 Origin of Differential Equations A DIFFERENTIAL EQUATION is an equation which involves derivatives, For example, v g x+ 5) Gm? + Oty + By = d’y dy ey oz ¥ 43% say =0 ee 2) or = 7 9 2 xylty = 2 3) xyt+y oy ee Ly. 4) y" + 2")? + yt = cos x If there is a single independent variable, as in 1)-5), the derivatives are ordinary derivatives and the equation is called an ordinary differential equa- tion. If there are two or more independent variabl tive tial equation. as in 6)-7), the deriva- are partial derivatives and the equation is called a partial differen- The order of a differential equation is the order of the highest derivative which occurs. Equations 1), 3), and 6) are of the first order; 2), 5), and 7) are of the second order; and 4) is of the third order ‘The degree of a differential equation which can be written as a polynomial in the derivatives is the degree of the highest ordered derivative which then occurs. All of the above examples are of the first degree except 5) which is of the second degree, A discussion of partial differential equations will begiven in Chapter 28. For the present, only ordinary differential equations with a single dependent variable will be considered. ORIGIN OF DIFFERENTIAL EQUATIONS. a) Geometric Problems. See Problems 1 and 2 below, b) Physical Problems. See Problens 2 and 4 below. c) Primitives. A relation between the variables which involves n e arbitrary constants, as y = x*+Cx or y = Ax?+Bx, is called a primitive ential The n constants, always indicated by capital letters here, are called essen- tial if they cannot be replaced by a smaller number of cons lem 5. In general, a primitive involving n essential arbitrary rise to a diffe: tants. See Prob- nstants will give ential equation, of order n, free of arbitrary constants. This equation is obtained by eliminating the n constants between the (n +1) equa- tions consisting of the primitive and the n equations obtained by differen- tiating the primitive n times with respect to the independent variable, See Problems 6-14 below. ORIGIN OF DIFFERENTIAL EQUATIO SOLVED PROBLEMS A curve is defined by the condition that at each of its points (x.y), y its slope dy/de is equal to twice the sum of the coordinates of the point, Express the condition by means of a differential equation, Pixs y) dy The differential equation representing the condition is & a P ie ee x+y A curve is defined by the condition that the sum of the x- and y-intercepts of its tangents is always equal to 2. Express the condition by means of a differential equation, Th e equation of the tangent at (x,y) on the curve is Y-y ¥ %, me aifterential equation represent a * » dy Siy—x) and the x- and y- Zax tl ” Intercepts are respectively X= x-y SE and Y= y vyex® en or xh? dy we 2 Be ew ry-adey ing the condition is X + ¥ One hundred grams of cane sugar in water are being converted into dextrose at a rate which is proportional to the amount unconverted, Find the differential equation expressing the rate of conversion after t minutes, Let q denote the number of grams converted in t minutes, Then (100~q) is the number of grams unconverted and the rate of conversion is given by “f= 4100-9), & being the constant of proportionality. 4. A particle of mss m moves along a straight line (the x-axis) while subject to 1) a force pro- portional to its displacesent x fron a fixed point O in its path and directed toward O and 2) a resisting force proportional to its velocity, Express the total forceas a differential equa~ tion, : factors of proportional ity. 2 The total force (mass x acceleration) is given by m 2% = —kyx— by H. a a J. In cach of the equations a) y= s%+ A+B, 6) y= Ae", c) y= A+ InBe show that only one of the two arbitrary constants is essential. a) Since A+B is no more than a single arbitrary constant, only one essential arbitrary con- stant is involved. xB ge P 5 b) y= AeX*? = Ae*e", and Ae® is no more than a single arbitrary constant, c) y=A+ In Br = A+ inB+ Inz, and (A + In B) is no more than @ single constant, 6. Obtain the differential equation associated with the primitive y = Ax?+Br+C. Since there are three arbitrary constants, we consider the four equations yrAtsBeec, Y= odes, ae at ay The last of these £%, being free of arbitrary constants and of the proper order, is the a

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