Differential Equations: A Concise Course

DIFFERENTIAL EQUATIONS

DIFFERENTIAL EQUATIONS

A Concise Course

H. S. BEAR

University of Hawaii

DOVER PUBLICATIONS, INC.

Mineola, New York

Copyright

Copyright © 1962, 1990 by H. S. Bear

All rights reserved.

Bibliographical Note

This Dover edition, first published in 1999, is an unabridged and slightly corrected republication of the work originally published in the Addison-Wesley Series in Mathematics by Addison-Wesley Publishing Company, Inc., Reading, Mass., in 1962.

Library of Congress Cataloging-in-Publication Data

Bear, H. S. (Herbert Stanley)

Differential equations : a concise course / H. S. Bear.

p.    cm.

Originally published: Reading, Mass. : Addison-Wesley Pub.

Co., 1962, in series: Addison-Wesley series in mathematics.

Includes index.

eISBN 13: 978-0-486-14364-4

1. Differential equations. I. Title.

QA372.B384    1999

515’35—dc21  

99-13371

CIP

Manufactured in the United States by Courier Corporation

40678403

www.doverpublications.com

PREFACE

This book is intended to serve as a text for a standard one-semester or two-term course in differential equations following the calculus. The author has given more than the usual emphasis to the mathematical explanations, in the conviction that there is little value in learning techniques by rote.

There is more material presented here than can be covered in two terms, and the material ranges from routine calculations to moderately sophisticated theorems. This variety allows the instructor a fair degree of latitude in both the content and the level of the course to be taught.

The author would like to acknowledge his indebtedness to the University of Washington for the privilege of teaching from this text in a preliminary form, and to the many colleagues and students who have made helpful suggestions.

January, 1962 H. S. B.

CONTENTS

CHAPTER 1.  FIRST ORDER EQUATIONS

1-1  Introduction

1-2  Variables separate

1-3  Geometric interpretation of first order equations

1-4  Existence and uniqueness theorem

1-5  Families of curves and envelopes

1-6  Clairaut equations

CHAPTER 2.  SPECIAL METHODS FOR FIRST ORDER EQUATIONS

2-1  Homogeneous equations—substitutions

2-2  Exact equations

2-3  Line integrals

2-4  First order linear equations—integrating factors

2-5  Orthogonal families

2-6  Review of power series

2-7  Series solutions

CHAPTER 3.  LINEAR EQUATIONS

3-1  Introduction

3-2  Two theorems on linear algebraic equations

3-3  General theory of linear equations

3-4  Second order equations with constant coefficients

3-5  Applications

CHAPTER 4.  SPECIAL METHODS FOR LINEAR EQUATIONS

4-1  Complex-valued solutions

4-2  Linear differential operators

4-3  Homogeneous equations with constant coefficients

4-4  Method of undetermined coefficients

4-5  Inverse operators

4-6  Variation of parameters method

CHAPTER 5.  THE LAPLACE TRANSFORM

5-1  Review of improper integrals

5-2  The Laplace transform

5-3  Properties of the transform

5-4  Solution of equations by transforms

CHAPTER 6.  PICARD’S EXISTENCE THEOREM

6-1  Review

6-2  Outline of the Picard method

6-3  Proof of existence and uniqueness

6-4  Approximations to solutions

CHAPTER 7.  SYSTEMS OF EQUATIONS

7-1  Geometric interpretation of a system

7-2  Other interpretations of a system

7-3  A system equivalent to M(x, y) dx + N(x, y) dy = 0

7-4  Existence and uniqueness theorems

7-5  Existence theorem for nth order equations

7-6  Polygonal approximations for systems

7-7  Linear systems

7-8  Operator methods

7-9  Laplace transform methods

INDEX

DIFFERENTIAL EQUATIONS

CHAPTER 1

FIRST ORDER EQUATIONS

1-1 Introduction. A differential equation is an equation containing an unknown function and its derivatives. If the unknown is a function of one variable, the equation is called an ordinary differential equation, and if the unknown is a function of several variables so that the derivatives are partial derivatives, then the equation is a partial differential equation. We will be concerned exclusively with ordinary differential equations in this book. We will study equations such as

and ask what functions f satisfy the equation identically.

As an example of how a differential equation arises naturally in a physical problem, consider an object of mass m falling through the air. Suppose that the object is only slightly more dense than air (e.g., a balloon) and that the air flows smoothly around the object as it falls. In this case the force due to air resistance is proportional to the speed. If we let s(t) be the distance the object falls in time t, then the speed is s′(t) and the acceleration is s"(t). The forces acting on the object are the force of gravity, mg, and the force of air resistance, ks′(t). According to Newton’s law, force equals mass times acceleration, and the motion is described by the differential equation

The highest order of the derivatives occurring in a differential equation is called the order of the equation. Thus a first order equation is any equation of the form

We customarily use the symbol y for the unknown function, and for simplicity in writing we omit the independent variable from the expressions y(x), y′(x), etc. Hence a first order equation will appear as

and the second order equations (1) and (2) would ordinarily be written

A function is a solution of a differential equation on an interval I if the function satisfies the equation identically on I. Thus a solution of (3) is any function y such that

where ≡ is used to indicate that the equality holds for all values of x in some interval. The function f defined by f(x) = x² is a solution of (1) on the whole line, since

Similarly, the function s(t) = (mg/k)t is a solution of (2), since

Notice that for any number c, the function s(t) = (mg/k)t + c is also a solution of (2). This illustrates the fact that generally speaking a differential equation does not have just one solution, but an infinite family of solutions. This fact is familiar from the study of indefinite integration— i.e., the study of differential equations of the form

y′ = f(x).

We will say that two equations are equivalent if any function which satisfies either equation also satisfies the other. That is, two equations are equivalent if they have the same sets of solutions. The following equations are easily seen to be equivalent:

The equations

are not equivalent to the equations (6), since each has a solution which is not a solution of (6) (Problem 4).

PROBLEMS

1.  Show that for any numbers c1 and c2 the function s(t) = (mg/k)t + c1 + c2e−(k/m)t is a soultion of (5).

2.  For what values of c is x² + c a solution of (4) ?

3.  Solve the following equations.

(a)  y″ = 0

(b)  y′ = sec² x

4.  Show that neither (7) nor (8) is equivalent to the equations (6). Are (7) and (8) equivalent?

5.  Show that the functions given below are solutions of the corresponding differential equations. Find one more solution of each equation.

(a)  x²y′ = xy − x, y = 2x + 1

(b)  y″ + y′ = 0, y = 3 − 2e−x

(c)  (x + 1)y′ = − y , y = 1/(x + 1)

(d)  y =(x + 1)y′ y = x + 1

(e)  y″ + y = 0, y = cos x

ANSWERS

2.  c = 0

3.    (a)  y = c1x + c2

(b)  y = tan x + c

(c)  y = sin−1 x + c

(d)

4. (7) has the solution y = 0, (8) has the solution y = −1; no.

5.    (a)  y = cx + 1

(b)  y=c1 + c2e−x

(c)  y = c/ x + 1

(d)  y = c(x + 1)

(e)  y = c1 cos x + c2 sin x

1-2 Variables separate. For any equation of the simple form

the solutions are obtained by integrating both sides. Thus

That is, to solve (1) we are required to find each function y whose derivative equals f. If F is any function such that F′(x) = f(x), then any function y satisfying (1) differs from F by a constant. Therefore, all solutions of (1) must have the form

Conversely, any function y of the form (3) obviously satisfies (1), and hence (3) characterizes the family of solutions of (1).

Aside from the familiar equations of the form (1), the simplest differential equations are those of the form

We will say that the variables separate in a differential equation if it is equivalent to an equation of the form (4). We agree that the equation

is equivalent to (4); i.e., we define y to be a solution of (5) if and only if y is a solution of (4).

As an example of an equation in which the variables separate, consider

This is equivalent to

and hence by definition to

If we integrate both sides of (7), we obtain

Two questions arise concerning this process. First, in what sense is (8) a solution of (6), since (8) is not a family of functions but a family of equations? The answer is that the solutions are the functions y which satisfy an equation of the form (8); i.e., the functions y which are defined implicitly by one of the equations (8). In many cases it is not possible to write explicit formulas for the solutions, and we regard the differential equation as solved if we can characterize the solutions in a manner not dependent on their derivatives. The second question is whether the family of equations (8) actually does characterize the solutions of (6) ; does every solution of (6) satisfy one of the equations (8), and is every function satisfying one of the equations (8) a solution of (6)? It is by no means obvious that the formal process of integrating both sides of (7) solves the differential equation; this process is justified by the following theorem.

THEOREM 1. If f and g are continuous, and F′ = f, G′ = g, and y is any solution of g(y) dy = f(x) dx, then there is a constant c such that C(y(x)) = F(x) + c. Conversely, any differentiable function y which satisfies G(y) = F(x) + c, for some c, is a solution of the equation g(y) dy = f(x) dx.

Proof. The second assertion, that any function satisfying an equation G(y) − F(x) + c is a solution of the equation g(y)y′ = f(x), is immediate from the chain rule for differentiation. Hence, we need only prove that there are no other solutions.

Let y be any solution of

so that

for all x. Let H(x) = G(y(x)), where G is any antiderivative of g. Then by the chain rule and the identity (10) we get

That is, H and F have the same derivative. It follows that there is a constant c such that H(x) = F(x) + c, and hence that G(y(x)) = F(x) + c.

EXAMPLE 1.   (A) 2yy′ = ex

By the theorem, the solutions are just those functions y which satisfy y² = ex + c, for some number c.

Except for the possibility y − 0, this equation has the same solutions as y−2y′ = x². We check that y = 0 is a solution, and integrate to solve y−2y′ = xc, or

Since c is arbitrary, this family of functions can be written

The solutions of y′ = x²y² are therefore the function y = 0 and the functions (12).

(C)   x dx + y dy = 0.

which is the same family of equations as x² + y² = c. Note that no real-valued function y satisfies this last equation unless c > 0, so the solutions of (C) are also characterized by the equations x² + y² = c².

Multiplying both sides by y, and dividing by x² + 1, we obtain

Integrating the left side above, we get

The right side can be integrated by parts to give

The solutions of (D) are therefore the functions y defined implicitly by the equations

A type of equation more general than that in which the variables separate is the exact equation

or

We agree that the following equation is equivalent to (13) or (14).

As an example of an exact equation we consider

This equation can be written

A function y is a solution of (16)—that is, by (17), a function such that

if and only if there is a constant c such that

In conventional form, therefore, the solutions of (15) are given by the equations

An analysis similar to the foregoing, and to the proof of Theorem 1, shows that the solutions of (13) or (14) or (15) are those functions y which satisfy an equation of the form F(x, y) = c (Problem 12).

EXAMPLE 2. (A) xy′ + 2yy′ = x − y.

This equation can be written

or

The solutions are therefore given by

This is equivalent to

or

The solutions are determined by the equations

xy² + x³ = c.

Exact equations are studied in more detail in Section 2-2 and Section 2-3.

PROBLEMS

Solve the following equations.

  1.  y′ = x/y

  2.  xy dy + (x² + 1) dx = 0

  3.  (1 − y²) dx − xy dy = 0

  5.  (y + 1) dx + (y − 1) (1 + x²) dy = 0

  6.  (2x + 1)y′ + y = 0

  7.  y′ − x² = x²y

  8.  y dx + x dy = 0

  9.  x² dy + 2xy dx = x² dx

10.  (y² + 2x) dx + 2xy dy = 0

11.  Show that any equation of the form f(x) dx + g(y) dy = 0 is exact.

12.  Show that the solutions of (14) are the functions y defined implicitly by an equation of the form F(x, y) = c.

13.  Show that the equation y′ + y = 0 becomes exact if multiplied by ex, and solve it.

14.  Show that the equation y − xy′ = 2y³y′ becomes exact if multiplied by l/y², and solve it.

15.  Find each positive function whose derivative is the reciprocal of the function.

16.  Find all functions such that the square of the function plus the square of the derivative is a given constant A².

17.  Find all functions such that the derivative is the square of the function.

18.  Find all functions with derivative one more than the square of the function.

ANSWERS

  1.  y² − x² = c

  3.  x²(1 − y²) = c

  4.

  5.

  6.  (2x + 1)y² = c

  7.

  8.  xy = c

  9.  3x²y = x³ + c

10.  xy² + x² = c

13.  y = ce−x

14.  x/y = y² + c, y = 0

16.  y = A sin (x + c)

17.  y = − 1/(x + c), y = 0

18.  y tan (x + c)

1-3 Geometric interpretation of first order equations. In Section 1-1 we saw how a differential equation arises in the attempt to solve the physical problem of a falling body. Consider now a geometrical problem. What functions, with graphs in the first quadrant, have the property that for every tangent line the point of tangency bisects the segment cut off by the coordinate axes (Fig. 1-1)? For such a curve, the tangent at the point (x, y) must have slope −2y/2x = −y/x. Hence any such function must satisfy the differential equation

and conversely, a function satisfying (1) satisfies the conditions of the problem. The solutions of (1) (Problem 8, Section 1-2) are the functions y = c/x, c > 0.

Any first order differential equation y′ = F(x, y) admits a geometric interpretation similar to that illustrated in the problem above. The equation y′ = F(x, y) prescribes a tangent line at each point of the plane:

FIGURE 1-1

FIG. 1-2. Tangent field for y′ = y − x.

the line through (x, y) whose slope is F(x, y). The question posed by the differential equation y′ = F(x, y) is: What functions y have the tangents prescribed by the function F at each point of their graphs? We can visualize the