DIFFERENTIAL EQUATIONS

1

Contents
Review and Introduction
Integration ..................................................................................................................................................... 3
Techniques of Indefinite Integration ...............................................................................................................
!artia" Integration .......................................................................................................................................... #
Introduction to Differentia" Equations .......................................................................................................... $$
Differentiation .............................................................................................................................................. %&
!artia" Differentiation ................................................................................................................................... %'
First-Order Equations
First(Order )o*ogeneous Equations ............................................................................................................ %+
First(Order Linear Equations ,Non()o*ogeneous- ........................................................................................ 33
.ernou""i/s Equation...................................................................................................................................... 0$
E1act Equations ............................................................................................................................................ 03
Integrating Factors ....................................................................................................................................... 0+
Se2ara3"e Equations ..................................................................................................................................... 0
Second-Order Equations
Second(Order )o*ogeneous Equations ....................................................................................................... '&
The 4ethod of Undeter*ined 5oefficients ................................................................................................... '0
6ariation of !ara*eters................................................................................................................................ 7
5auch8(Eu"er Equidi*ensiona" Equation ....................................................................................................... +%
Reduction of Order ....................................................................................................................................... +
5onstant 5oefficients ................................................................................................................................... #
Linear 5o*3inations9 Linear Inde2endence ................................................................................................ $&&
Second(Order Linear Equations .................................................................................................................. $&3
Applying Differential Equations
A22"ications of First(Order Equations ......................................................................................................... $&0
A22"ications of Second(Order Equations ..................................................................................................... $$
Power Series
So"utions of Differentia" Equations .............................................................................................................. $3$
Introduction to !o:er Series ...................................................................................................................... $0%

2

Ta8"or Series ............................................................................................................................................... $0'
!e "aplace ransfor#
So";ing Differentia" Equations ..................................................................................................................... $$
Linear Transfor*ations ............................................................................................................................... $#
The La2"ace Transfor* O2erator ................................................................................................................ $'$
















3

Integration
Indefinite integration *eans anti-differentiation< that is9 gi;en a function (x), deter*ine the
*ost genera" function F(x) :hose deri;ati;e is (x). The s8*3o" for this o2eration is the
integra" sign9 =9 fo""o:ed 38 the integrand ,the function to 3e integrated- and differentia"9 such
as dx9 :hich s2ecifies the ;aria3"e of integration.
On the other hand9 the funda*enta" geo*etric inter2retation of Definite integration is to
compute an area. That is9 gi;en a function >,x- and an inter;a" a ? x ? b in its do*ain9 the
definite integra" of > fro* a to b gi;es the area 3ounded 38 the cur;e8 y @ > ,x-9 the x a1is9 and
the ;ertica" "ines x @ a and x @ b. The s8*3o" for this o2eration is the integra" sign :ith limits of
integration ,a and b-9 ]
b
u
9 fo""o:ed 38 the function and the differentia" :hich s2ecifies the
;aria3"e of integration.

Figure 1
Fro* their definitions9 8ou can see that the 2rocesses of indefinite integration and definite
integration are rea""8 ;er8 different. The indefinite integra" of a function is the co""ection of
functions :hich are its anti(deri;ati;es9 :hereas the definite integra" of a function requires t:o
"i*its of integration and gi;es a nu*erica" resu"t equa" to an area in the xy 2"ane. )o:e;er9 the
fact that 3oth o2erations are ca""ed AintegrationB and are denoted 38 such si*i"ar s8*3o"s
suggests that there is a "inC 3et:een the*.
The Funda#ental !eore# of Calculus sa8s that differentiation ,finding the s"o2e of a cur;e- is
the in;erse o2eration of definite integration ,finding the area under a cur;e-. 4ore e12"icit"89
!art I of the Funda*enta" Theore* sa8s that if a function is integrated ,to for* a definite
integra" :ith a ;aria3"e u22er "i*it of integration-9 and the resu"t is then differentiated9 the
origina" function is reco;ered< that is9 differentiation AundoesB integration. !art II gi;es the
connection 3et:een definite and indefinite integra"s. It sa8s that a definite integra" can 3e

4

co*2uted 38 first deter*ining an indefinite integra" ,so co*2uting the area under a cur;e is
done 38 antidifferentiating-.

The Fundamental Theorem of Calculus (Part I-D
IfiE > is continuous9 then d dx =
x
a >, t- dt @ >, x-.
The Fundamental Theorem of Calculus (Part II)D
If > is continuous :ith antideri;ati;e F9 then =
b
a >, x- dx @ F, b- F F, a-.
Example 1D E;a"uate the integra"

Using the first integration for*u"a in Ta3"e $9 e;er8 function :hose deri;ati;e equa"s >, x- @ x
0
F
3 x
%
G x F $ is gi;en 38

:here c is an ar3itrar8 constant.
TABLE 1 Differentiation and Integration Formulas


5

ec!niques of Indefinite Integration
Integration by substitution. This section opens with integration by substitution, the most
widely used integration technique, illustrated by several examples. The idea is simple: Simplify
an integral by letting a single symbol (say the letter u) stand for some complicated expression in
the integrand. If the differential of u is left over in the integrand, the process will be a success.
Example 1: Determine

Let u = x
2
+ 1 (this is the substitution); then du = 2 x dx, and the given integral is transformed
into

which transforms back to ( x 2 + 1) S2; + c.
Example 2: Integrate

Let u = sin x; then du = cos x dx, and the given integral becomes

Example 3: Evalute

First, rewrite tan x as sin x/cos x; then let u = cos x, du = sin x dx:




6



Example 4: Evaluate

Let u = x
2
; then du = 2 x dx, and the integral is transformed into

Example 5: Determine

Let u = sec x; then du = sec x dx, and the integral is transformed into

Integration by parts. The product rule for differentiation says d( uv) = u dv + v du. Integrating
both sides of this equation gives uv = u dv + v du, or equivalently

This is the formula for integration by parts. It is used to evaluate integrals whose integrand is
the product of one function (u) and the differential of another (dv). Several examples follow.
Example 6: Integrate

Compare this problem with Example 4. A simple substitution made that integral trivial;
unfortunately, such a simple substitution would be useless here. This is a prime candidate for
integration by parts, since the integrand is the product of a function ( x) and the differential ( e
x
dx) of another, and when the formula for integration by parts is used, the integral that is left is
easier to evaluate (or, in general, at least not more difficult to integrate) than the original.

Let u = x and dv = e
x
dx; then



and the formula for integration by parts yields

Example 7: Integrate

Let u = x and dv = cos x dx; then

The formula for integration by parts gives





!

Example 8: Evaluate

Let u = In x and dv = dx; then

and the formula for integration by parts yields














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Partial Integration
Su22ose it is Cno:n that a gi;en function ( x) is the deri;ati;e of so*e function ( x); ho: is
( x) foundH The ans:er9 of course9 is to integrate ( x). No: consider a re"ated questionD
Su22ose it is Cno:n that a gi;en function ( x, y) is the partial deri;ati;e :ith res2ect to x of
so*e function F, x, y-< ho: is F, x, y- foundH The ans:er is to integrate ( x, y) :ith res2ect to x9
a 2rocess I refer to as partial integration. Si*i"ar"89 su22ose it is Cno:n that a gi;en function
( x, y) is the 2artia" deri;ati;e :ith res2ect to y of so*e function ( x, y)< ho: is ( x, y) foundH
Integrate ( x, y) :ith res2ect to y.
Example 1D Let H( x, y) = 2 xy 2 + x 2 y. It is Cno:n that M equa"s x for so*e function
( x, y). Deter*ine the *ost genera" such function ( x, y).
Since H( x, y) is the 2artia" deri;ati;e :ith res2ect to x of so*e function ( x, y), M *ust 3e
2artia""8 integrated :ith res2ect to x to reco;er >. This situation can 3e s8*3o"iIed as fo""o:sD

Therefore9

Note carefu""8 that the AconstantB of integration here is an8 ,differentia3"e- function of yJ
denoted 38 ( y)Jsince an8 such function :ou"d ;anish u2on 2artia" differentiation :ith
res2ect to x ,Kust as an8 2ure constant c :ou"d ;anish u2on ordinar8 differentiation-. If the
question had asCed *ere"8 for a function ( x, y) for :hich x = H9 8ou cou"d Kust
taCe ( y) u.
Example 2D Let N( x, y) = sin x cos y xy + 1. It is Cno:n that N equa"s y for so*e
function ( x, y). Deter*ine the *ost genera" such function ( x, y).
Since N( x, y) is the 2artia" deri;ati;e :ith res2ect to y of so*e function ( x, y), N *ust 3e
2artia""8 integrated :ith res2ect to y to reco;er >. This situation can 3e s8*3o"iIed as fo""o:sD


1
#


Therefore9

Note carefu""8 that the AconstantB of integration here is an8 ,differentia3"e- function of xJ
denoted 38 ( x)since an8 such function :ou"d ;anish u2on 2artia" differentiation :ith
res2ect to y. If the question had asCed *ere"8 for a function ( x, y) for :hich y = N9 8ou
cou"d Kust taCe ( x) u.














1
1

Introduction to Differential Equations
In high schoo"9 8ou studied a"ge3raic equations "iCe

The goa" here :as to sol$e t%e e&uation9 :hich *eant to find the ;a"ue ,or ;a"ues- of the
;aria3"e that *aCes the equation true. For e1a*2"e9 x @ % is the so"ution to the first equation
3ecause on"8 :hen % is su3stituted for the ;aria3"e x does the equation 3eco*e an identit8
,3oth sides of the equation are identica" :hen and on"8 :hen x @ %-.
In genera"9 each t82e of a"ge3raic equation had its o:n 2articu"ar *ethod of so"ution< quadratic
equations :ere so";ed 38 one *ethod9 equations in;o";ing a3so"ute ;a"ues 38 another9 and so
on. In each case9 an equation :as 2resented ,or arose fro* a :ord 2ro3"e*-9 and a certain
*ethod :as e*2"o8ed to arri;e at a so"ution9 a *ethod a22ro2riate for the 2articu"ar equation
at hand.
These sa*e genera" ideas carr8 o;er to differential e&uations9 :hich are equations in;o";ing
deri;ati;es. There are different t82es of differentia" equations9 and each t82e requires its o:n
2articu"ar so"ution *ethod. The si*2"est differentia" equations are those of the for* yL @ >, x-.
For e1a*2"e9 consider the differentia" equation

It sa8s that the deri;ati;e of so*e function y is equa" to % x. To sol$e t%e e&uation *eans to
deter*ine the unCno:n ,the function y- :hich :i"" turn the equation into an identit8 u2on
su3stitution. In this case a"" that is needed to so";e the equation is an integrationD

Thus9 the general solution of the differentia" equation y' = 2 x is y = x 2 + c9 :here c is
an8 ar3itrar8 constant. Note that there are actua""8 infinite"8 *an8 parti'ular so"utions9 such as
y = x 2 + 1, y = x 2 7, or y = x 2 + n9 since an8 constant c *a8 3e chosen.

1
2

Meo*etrica""89 the differentia" equation y' = 2 x sa8s that at each 2oint ( x, y) on so*e cur;e
y = y( x)9 the s"o2e is equa" to 2 x. The so"ution o3tained for the differentia" equation sho:s
that this 2ro2ert8 is satisfied 38 an8 *e*3er of the famil( of cur;es y = x 2 + c ,an8 on"8 38
such cur;es-< see Figure $.



Figure 1
Since these cur;es :ere o3tained 38 so";ing a differentia" equationJ:hich either e12"icit"8 or
i*2"icit"8 in;o";es taCing an integra"Jthe8 are so*eti*es referred to as integral 'ur$es of the
differentia" equation ,2articu"ar"8 :hen these so"utions are gra2hed-. If one 2articu"ar so"ution
or integra" cur;e is desired9 the differentia" equation is a22ended :ith one or *ore
su22"e*entar8 conditions. These additiona" conditions unique"8 s2ecif8 the ;a"ue of the
ar3itrar8 constant or constants in the genera" so"ution. For e1a*2"e9 consider the 2ro3"e*

The initial 'ondition A y @ % :hen x @ &B is usua""8 a33re;iated A y,&- @ %9B :hich is read A y at &
equa"s %.B The co*3ination of a differentia" equation and an initia" condition ,a"so Cno:n as a
'onstraint- is ca""ed an initial $alue pro)lem ,a33re;iated I*+-.
For differentia" equations in;o";ing higher deri;ati;es9 t:o or *ore constraints *a8 3e 2resent.
If a"" constraints are gi;en at the sa*e ;a"ue of the inde2endent ;aria3"e9 then the ter* I6! sti""
a22"ies. If9 ho:e;er9 the constraints are gi;en at different ;a"ues of the inde2endent ;aria3"e9
the ter* )oundar( $alue pro)lem ,B*+- is used instead. For e1a*2"e9

1
3


3ut


To so";e an I6! or .6!9 first find the genera" so"ution of the differentia" equation and then
deter*ine the ;a"ue,s- of the ar3itrar8 constant,s- fro* the constraints.
Example 1D So";e the I6!

As 2re;ious"8 noted9 the genera" so"ution of this differentia" equation is the fa*i"8 y @ x
%
G c.
Since the constraint sa8s that y *ust equa" % :hen x is &9

so the so"ution of this I6! is y @ x
%
G %.
Example 2D 5onsider the differentia" equation y = 2 y' S y = u. 6erif8 that y =
c
1
c
x
+ c
2
c
-3x
,:here c $ and c % are ar3itrar8 constants- is a so"ution. Mi;en the eery
so"ution of this differentia" equation can 3e :ritten in the for* y = c
1
c
x
+ c
2
c
-3x
9 so";e
the I6!

To ;erif8 that y @ c $ e
x
G c % e
F3 x
is a so"ution of the differentia" equation9 su3stitute. Since

once c $ e
x
G c % e
F3 x
is su3stituted for y9 the "eft(hand side of the differentia" equation 3eco*es

1
4



No:9 to satisf8 the conditions y,&- @ $ and yL,&- @ 9 the constants c $ and c % *ust 3e chosen so
that

and

So";ing these t:o equations 8ie"ds c $ @ % and c % @ F $. Thus9 the 2arNcu"ar so"uNon s2eciOed 38
the gi;en I6! is y @ % e
x
F e
F3 x
.
The order of a differentia" equation is the order of the highest deri;ati;e that a22ears in the
equation. For e1a*2"e9 yL @ % x is a first(order equation9 yP G % yL F 3 y @ & is a second(order
equation9 and yQ F 7 yL G ' y @ $% is a third(order equation. Note that the genera" so"ution of the
first(order equation fro* E1a*2"e $ contained one ar3itrar8 constant9 and the genera" so"ution
of the second(order equation in E1a*2"e % contained t:o ar3itrar8 constants. This
2heno*enon is not coincidenta". In most cases9 the number of arbitrary constants in the
!eneral solution of a differential e"uation is the same as the order of the e"uation.
Example 3D So";e the second(order differentia" equation yP @ x G cos x.
Integrating 3oth sides of the equation :i"" 8ie"d a differentia" equation for yLD


1
5

Integrating once *ore :i"" gi;e yD

:here c $ and c % and ar3itrar8 constants. Note that there are t:o ar3itrar8 constants in the
genera" so"ution9 :hich 8ou shou"d t82ica""8 e12ect for a second(order equation.
Example 4D For the fo""o:ing I6!9 find the so"ution ;a"id for x E &D

The genera" so"ution of a third(order differentia" equation t82ica""8 contains three ar3itrar8
constants9 so an I6! in;o";ing a third(order differentia" equation :i"" necessari"8 ha;e three
constraint equations ,as is the case here-. As in E1a*2"es $ and 39 the gi;en differentia"
equation is of the for*

:here y
, n-
denotes the nth deri;ati;e of the function y. These differentia" equations are the
easiest to so";e9 since a"" the8 require are n successi;e integrations. Note ho: the first(order
differentia" equation in E1a*2"e $ :as so";ed :ith one integration9 and the second(order
equation in E1a*2"e 3 :as so";ed :ith t:o integrations. The third(order differentia" equation
gi;en here :i"" 3e so";ed :ith three successi;e integrations. )ere/s the firstD

The ;a"ue of this first ar3itrar8 constant , c $- can 3e found 38 a22"8ing the condition yP,$- @ 73D

1
6


Thus9 yP @ 7& x
3R%
G x
F%
G ' x F 0.
No:9 2erfor* the second integration9 :hich :i"" 8ie"d yLD

The ;a"ue of this ar3itrar8 constant , c %- can 3e found 38 a22"8ing the constraint yL,$- @ 37D

Therefore9 yL @ %+ x
R%
F x
F$
G 3 x
%
F 0 x G $$. Integrating once *ore :i"" gi;e the so"ution yD

The ;a"ue of this ar3itrar8 constant , c 3- can 3e found 38 a22"8ing the condition y,$- @ 7D

Thus9 the so"ution is y @ + x
7R%
F In x G x
3
F % x
%
G $$ x F $$.
A fe: technica" notes a3out this e1a*2"eD
The gi;en differentia" equation *aCes sense on"8 for x E & ,note the and %R x
3
ter*s-.
To res2ect this restriction9 the 2ro3"e* states the domain of the equation and its
so"ution Sthat is9 the set of ;a"ues of the ;aria3"e,s- :here the equation and so"ution are
;a"idT as x E &. A":a8s 3e a:are of the do*ain of the so"ution.
A"though the integra" of x
F$
is usua""8 :ritten In U xU9 the a3so"ute ;a"ue sign is not
needed here9 since the do*ain of the so"ution is x E &9 and U xU @ x for an8 x E &.

1

5onstrast the *ethods used to e;a"uate the ar3itrar8 constants in E1a*2"es % and 0. In
E1a*2"e %9 the constraints :ere a22"ied a"" at once at the end. In E1a*2"e 09 ho:e;er9
the constants :ere e;a"uated one at a ti*e as the so"ution 2rogressed. .oth *ethods
are ;a"id9 and each 2articu"ar 2ro3"e* ,and 8our 2reference- :i"" suggest :hich to use.
Example 5D Find the differentia" equation for the fa*i"8 of cur;es x
%
G y
%
@ c
%
,in the xy 2"ane-9
:here c is an ar3itrar8 constant.
This 2ro3"e* is a re;ersa" of sorts. T82ica""89 8ou/re gi;en a differentia" equation and asCed to
find its fa*i"8 of so"utions. )ere9 on the other hand9 the genera" so"ution is gi;en9 and an
e12ression for its defining differentia" equation is desired. Differentiating 3oth sides of the
equation ,:ith res2ect to x- gi;es

This differentia" equation can a"so 3e e12ressed in another for*9 one that :i"" arise quite often.
.8 Across *u"ti2"8ing9B the differentia" equation direct"8 a3o;e 3eco*es

:hich is then nor*a""8 :ritten :ith 3oth differentia"s ,the dx and the dy- together on one sideD

Either yL @ F xR y or x dx G y dy @ & :ou"d 3e an acce2ta3"e :a8 of :riting the differentia"
equation that defines the gi;en fa*i"8 ,of circ"es- x
%
G y
%
@ c
%
.
Example 6D 6erif8 that the equation y @ In , x#y- is an i*2"icit so"ution of the I6!


1
!

First note that it is not a":a8s 2ossi3"e to e12ress a so"ution in the for* A y @ so*e function of
x.B So*eti*es :hen a differentia" equation is so";ed9 the so"ution is *ost natura""8 e12ressed
:ith y/s ,the de2endent ;aria3"e- on both sides of the equation9 as in y @ In, x#y-. Such a
so"ution is ca""ed an impli'it so"ution9 as o22osed to an expli'it so"ution9 :hich has y a"" 38 itse"f
on one side of the equation and a function of x on"8 on the right ,as in y @ x
%
G %9 for e1a*2"e-.
I*2"icit so"utions are 2erfect"8 acce2ta3"e ,in so*e cases9 necessar8- as "ong as the equation
actua""8 defines y as a function of x ,e;en if an e12"icit for*u"a for this function is not or cannot
3e found-. )o:e;er9 e12"icit so"utions are 2refera3"e :hen a;ai"a3"e.
!erha2s the si*2"est :a8 to ;erif8 this i*2"icit so"ution is to fo""o: the 2rocedure of E1a*2"e D
Find the differentia" equation for the so"ution y @ In, x#y-. To si*2"if8 the :orC9 first re:rite In,
x#y- as In x F In yD

Therefore9 the differentia" equation gi;en in the state*ent of the 2ro3"e* is indeed correct.
The initia" condition is a"so satisfied9 since $ @ In, eR$- i*2"ies y, e- @ $ satisfies y @ In, x#y-.





1
"

Example D Discuss the so"ution to each of the differentia" equations

The first differentia" equation has no so"ution9 since non rea";a"ued function y @ y, x- can satisf8
, yL-
%
@ F x
%
,3ecause squares of rea"(;a"ued functions can/t 3e negati;e-.
The second differentia" equation states that the su* of t:o squares is equa" to &9 so 3oth yL and
y *ust 3e identica""8 &. This equation does ha;e a so"ution9 3ut it is on"8 the constant function y
V &. Note that this diWerenNa" equaNon i""ustrates an e1ce2Non to the genera" ru"e staNng that
the nu*3er of ar3itrar8 constants in the genera" so"ution of a differentia" equation is the sa*e
as the order of the equation. A"though , yL-
%
G y
%
is a first(order equation9 its genera" so"ution y
V & contains no ar3itrar8 constants at a"".
One fina" noteD Since there are t:o *aKor categories of deri;ati;es9 ordinar( deri;ati;es "iCe

and partial deri;ati;es such as

there are t:o *aKor categories of differentia" equations. .rdinar( differential e&uations
,.DEs- in;o";e ordinar8 deri;ati;es9 :hi"e partial differential e&uations ,+DEs-9 such as

in;o";e 2artia" deri;ati;es.





2
#

Differentiation
Mi;en a function y @ >, x-9 its deri$ati$e9 denoted 38 yL or dyR dx9 gi;es the instantaneous rate of
change of > :ith re2ect to x. Meo*etrica""89 this gi;es the s"o2e of the cur;e ,that is9 the s"o2e of
the tangent "ine to the cur;e- y @ >, x-.

Figure 1
The second deri;ati;e identifies the 'on'a$it( of the cur;e y @ >, x-. A 2ortion of a differentia3"e
cur;e y @ >, x- fro* x @ a to x @ b is said to 3e 'on'a$e up if the cur;e "ies a3o;e its tangent "ines
3et:een a and b9 and 'on'a$e do/n if it "ies 3e"o: its tangent "ines.
A cur;e y @ > , x- is conca;e u2 at those 2oints x :here the second deri;ati;e is 2ositi;e9 and
conca;e do:n :here the second deri;ati;e is negati;e. !oints :here the conca;it8 changes are
ca""ed infle'tion points and are "ocated at those 2oints x & :here >
n
, x &- @ & 3ut >
m
, x &- X &.

Figure 2

2
1

Ta3"e $ "ists the *ost frequent"8 used 2ro2erties of deri;ati;es and9 for "ater reference9 the
corres2onding 2ro2erties of integra"s.
TABLE 1 0omputational +roperties of Differentiation and Integration






In addition to 3eing fa*i"iar :ith the definitions and funda*enta" 2ro2erties9 8ou shou"d9 of
course9 3e a3"e to actua""8 differentiate a function. A"though Ta3"e 3e"o: does not contain
e;er8 differentiation for*u"a9 it :i"" 2ro3a3"8 suffice to differentiate a"*ost e;er8 function 8ou
are "iCe"8 to encounter in 2ractice. Again9 for "ater reference9 integration for*u"as are "isted
a"ongside the corres2onding differentiation for*u"as. ,NoteD To a;oid the re2etition of :riting
AGcB after e;er8 resu"t in the right(hand co"u*n9 the ar3itrar8 additi;e constant c has 3een
o*itted fro* each of the integration for*u"as9 as in Ta3"e $.-

2
2

TABLE 2 Differentiation and Integration Formulas




Example 1D Differentiate each of the fo""o:ingD
a$ y @ 3 x
%
F x G +
3$ y @ x
%
e
x


2
3

c$ y @ In xR x
d$ y @ , x
3
G x F $-
0

e.
f$ y @ sin, x
%
-
g$ y @ sin
%
x
h. y @ e
tan x

i.
The so"utions are as fo""o:sD
a$ yL @ ' x F
3. Using the 2roduct ru"e9 yL @ x
%
Y e
x
Y e
x
Y % x @ xe
x
, x G %-
c. .8 the quotient ru"e9
A"" of the re*aining 2arts use the chain ru"e ,as e*3odied in the for*u"as in -.
d$ yL @ 0, x
3
G x F $-
3
Y ,3 x
%
G $-
e.
f$ yL @ % x cos, x
%
-
g$ y @ ,sin x-
%
= yL @ % sin x cos x @ sin % x
h$ yL @ e
tan x
sec
%
x
i.

2
4

Example 2D Zhat is the equation of the tangent "ine to the cur;e y @ e
x
In x at the 2oint ,$9 &-H
The first ste2 is to find the s"o2e of the tangent "ine at x @ $9 :hich is the ;a"ue of the deri;ati;e
of y at this 2ointD
s"o2e at 2oint
Since the point1slope formula sa8s that the straight "ine :ith s"o2e m :hich 2asses through the
2oint , x &9 y &- has the equation

the equation of the desired tangent "ine is y @ e, x F$-.
Example 32 Is the cur;e y @ arcsin conca;e u2 or is it conca;e do:n at the 2oint , H
5onca;it8 is deter*ined 38 the sign of the second deri;ati;e.
Since

the first deri;ati;e of y @ arcsin is

Its second deri;ati;e is therefore

For x G [9 the deno*inator in the e12ression a3o;e for yP is 2ositi;e ,as it is for an8 x in the
inter;a" & \ x \ $-9 3ut the nu*erator is negati;e. Therefore9 yP,[- \ &-9 and the cur;e is conca;e
do:n at the 2oint .


2
5

Example 42 consider the cur;e gi;en i*2"icit"8 38 the equation

Zhat is the s"o2e of this cur;e at the 2oint :here it crosses the x a1isH
To find the s"o2e of a cur;e defined i*2"icit"8 ,as is the case here-9 the technique of impli'it
differentiation is usedD Differentiate 3oth sides of the equation :ith res2ect to x< then so";e the
resu"ting equation for yL.

The cur;e crosses the x a1is :hen y @ &9 and the gi;en equation c"ear"8 i*2"ies that x @ F $ at y @
&. Fro* the e12ression direct"8 a3o;e9 the s"o2e of the cur;e at the 2oint ,F$9 &- is












2
6

Partial Differentiation
Mi;en a function of t:o ;aria3"es9 > , x, y-9 the deri;ati;e :ith res2ect to x on"8 ,treating y as a
constant- is ca""ed the partial deri$ati$e of 3 /it% respe't to x and is denoted 38 either ]> R ] x
or > 1. Si*i"ar"89 the deri;ati;e of > :ith res2ect to y on"8 ,treating x as a constant- is ca""ed the
partial deri$ati$e of 3 /it% respe't to y and is denoted 38 either ]> R ] y or > 8.
The second 2artia" der;ati;es of f co*e in four t82esD
4otations

Differentiate > :ith res2ect to x t:ice. ,That is9 differentiate > :ith res2ect to x< then
differentiate the resu"t :ith res2ect to x again.-

Differentiate > :ith res2ect to y t:ice. ,That is9 differentiate > :ith res2ect to y< then
differentiate the resu"t :ith res2ect to y again.-

5ixed partials2
First differentiate > :ith res2ect to x< then differentiate the resu"t :ith res2ect to y.

First differentiate > :ith res2ect to y< then differentiate the resu"t :ith res2ect to x.


For ;irtua""8 a"" functions > , x9 y- co**on"8 encountered in 2ractice9 > x < that is9 the order in
:hich the deri;ati;es are taCen in the *i1ed 2artia"s is i**ateria".

2

Example 12 If > , x9 y- @ 3 x
%
y G x F % y
%
G $9 find > x 9 > y 9 > xx 9 > yy 9 > xy $9 and > yx .
First9 differentiating > :ith res2ect to x ,:hi"e treating y as a constant- 8ie"ds

Ne1t9 differentiating > :ith res2ect to y ,:hi"e treating x as a constant- 8ie"ds

The second 2artia" deri;ati;e > xx *eans the 2artia" deri;ati;e of > x :ith res2ect to x< therefore9

The second 2artia" deri;ati;e > yy *eans the 2artia" deri;ati;e of > y :ith res2ect to y< therefore9

The *i1ed 2artia" > xy *eans the 2artia" deri;ati;e of > x :ith res2ect to y< therefore9

The *i1ed 2artia" > yx *eans the 2artia" deri;ati;e of > y :ith res2ect to x< therefore9

Note that > yx @ > xy 9 as e12ected.







2
!

First-Order $o#ogeneous Equations
A function f, x,y- is said to 3e %omogeneous of degree n if the equation

ho"ds for a"" x,y9 and % ,for :hich 3oth sides are defined-.
Example 1D The function f, x,y- @ x
%
G y
%
is ho*ogeneous of degree %9 since

Example 2D The function is ho*ogeneous of degree 09 since

Example 3D The function f, x,y- @ % x G y is ho*ogeneous of degree $9 since

Example 4D The function f, x,y- @ x
3
^ y
%
is not ho*ogeneous9 since

:hich does not equa" %
n
f, x,y- for an8 n.
Example 5D The function f, x,y- @ x
3
sin , y#x- is ho*ogeneous of degree 39 since

A first(order differentia" equation is said to 3e %omogeneous if
H( x, y) and N( x, y) are 3oth ho*ogeneous functions of the sa*e degree.
Example 6D The differentia" equation


2
"

is ho*ogeneous 3ecause 3oth H( x, y) = x
2
- y
2
onJ N( x, y) = xy are ho*ogeneous
functions of the sa*e degree ,na*e"89 %-.
The *ethod for so";ing ho*ogeneous equations fo""o:s fro* this factD
The su3stitution y @ xu ,and therefore dy @ xdu G udx- transfor*s a ho*ogeneous equation into
a se2ara3"e one.
Example D So";e the equation , x
%
^ y
%
- dx G xy dy @ &.
This equation is ho*ogeneous9 as o3ser;ed in E1a*2"e '. Thus to so";e it9 *aCe the
su3stitutions y = xu onJ Jy = x Jy +u Jx:

This fina" equation is no: se2ara3"e ,:hich :as the intention-. !roceeding :ith the so"ution9

Therefore9 the so"ution of the se2ara3"e equation in;o";ing x and can 3e :ritten

To gi;e the so"ution of the origina" differentia" equation ,:hich in;o";ed the ;aria3"es x and y-9
si*2"8 note that



3
#

Re2"acing 38 yR x in the 2receding so"ution gi;es the fina" resu"tD

This is the genera" so"ution of the origina" differentia" equation.
Example !2 So";e the I6!

Since the functions

are 3oth ho*ogeneous of degree $9 the differentia" equation is ho*ogeneous. The
su3stitutions y @ x and dy @ x d G dx transfor* the equation into

:hich si*2"ifies as fo""o:sD

The equation is no: se2ara3"e. Se2arating the ;aria3"es and integrating gi;es




3
1

The integra" of the "eft(hand side is e;a"uated after 2erfor*ing a 2artia" fraction
deco*2ositionD

Therefore9

The right(hand side of ,_- i**ediate"8 integrates to

Therefore9 the so"ution to the se2ara3"e diWerenNa" equaNon ,_- is

No:9 re2"acing 38 yR x gi;es

as the genera" so"ution of the gi;en differentia" equation. A22"8ing the initia" condition y,$- @ &
deter*ines the ;a"ue of the constant cD

Thus9 the 2articu"ar so"ution of the I6! is



3
2

:hich can 3e si*2"ified to

as 8ou can checC.
Technica" noteD In the se2araNon ste2 ,_-9 3oth sides :ere di;ided 38 , G $-, G %-9 and @ ^$
and @ ^% :ere "ost as so"utions. These need not 3e considered9 ho:e;er9 3ecause e;en
though the equi;a"ent functions y @ ^ x and y @ ^% x do indeed satisf8 the gi;en differentia"
equation9 the8 are inconsistent :ith the initia" condition.
















3
3

First-Order "inear Equations %&on-$o#ogeneous'
A first-order differential equation is said to be linear if it can be expressed in the form

where P and Q are functions of x. The method for solving such equations is similar to the one
used to solve nonexact equations. There, the nonexact equation was multiplied by an integrating
factor, which then made it easy to solve (because the equation became exact).
To solve a first-order linear equation, first rewrite it (if necessary) in the standard form above;
then multiply both sides by the integrating factor

The resulting equation,

is then easy to solve, not because it's exact, but because the left-hand side collapses:

Therefore, equation (*) becomes

making it susceptible to an integration, which gives the solution:


3
4

Do not memorize this equation for the solution; memorize the steps needed to get there.
Example 1: Solve the differential equation

The equation is already expressed in standard form, with P(x) = 2 x and Q(x) = x. Multiplying
both sides by

transforms the given differential equation into

Notice how the left-hand side collapses into ( y); as shown above, this will always happen.
Integrating both sides gives the solution:

Example 2: Solve the IVP

Note that the differential equation is already in standard form. Since P(x) = 1/ x, the integrating
factor is




3
5

Multiplying both sides of the standard-form differential equation by = x gives

Note how the left-hand side automatically collapses into ( y). Integrating both sides yields the
general solution:

Applying the initial condition y() = 1 determines the constant c:

Thus the desired particular solution is

or, since x cannot equal zero (note the coefficient P(x) = 1/ x in the given differential equation),

Example 3: Solve the linear differential equation

First, rewrite the equation in standard form:

Since the integrating factor here is



3
6

multiply both sides of the standard-form equation (*) by = e
2/ x
,

collapse the left-hand side,

and integrate:

Thus the general solution of the differential equation can be expressed explicitly as
Example 4: Find the general solution of each of the following equations:
a.
b.
Both equations are linear equations in standard form, with P(x) = 4/ x. Since

the integrating factor will be

for both equations. Multiplying through by = x
4
yields



3

Integrating each of these resulting equations gives the general solutions:

Example 5: Sketch the integral curve of

which passes through the origin.
The first step is to rewrite the differential equation in standard form:

Since

the integrating factor is

Multiplying both sides of the standard-form equation (*) by = (1 + x
2
)
1/2
gives

As usual, the left-hand side collapses into ( y)





3
!

and an integration gives the general solution:

To find the particular curve of this family that passes through the origin, substitute ( x,y) = (0,0)
and evaluate the constant c:

Therefore, the desired integral curve is

which is sketched in Figure 1.


Figure 1
Example 6: An object moves along the x axis in such a way that its position at time t > 0 is
governed by the linear differential equation





3
"

If the object was at position x = 2 at time t = 1, where will it be at time t = 3?
Rather than having x as the independent variable and y as the dependent one, in this problem t is
the independent variable and x is the dependent one. Thus, the solution will not be of the form
y = some function of x but will instead be x = some function of t.
The equation is in the standard form for a first-order linear equation, with P = t t
1
and Q = t
2
.
Since

the integrating factor is

Multiplying both sides of the differential equation by this integrating factor transforms it into

As usual, the left-hand side automatically collapses,

and an integration yields the general solution:

Now, since the condition x = 2 at t = 1 is given, this is actually an IVP, and the constant c can
be evaluated:

Thus, the position x of the object as a function of time t is given by the equation


4
#

and therefore, the position at time t = 3 is

which is approximately 3.055.




















4
1

(ernoulli)s Equation
The differentia" equation

is Cno:n as Bernoulli6s e&uation7 If n @ &9 .ernou""i/s equation reduces i**ediate"8 to the
standard for* first(order "inear equationD

If n @ $9 the equation can a"so 3e :ritten as a "inear equationD

)o:e;er9 if n is not & or $9 then .ernou""i/s equation is not "inear. Ne;erthe"ess9 it can 3e
transformed into a "inear equation 38 first *u"ti2"8ing through 38 y
F n
9

and then introducing the su3stitutions

The equation a3o;e then 3eco*es

:hich is "inear in & ,since n X $-.
Example 12 So";e the equation

Note that this fits the for* of the .ernou""i equation :ith n @ 3. Therefore9 the first ste2 in
so";ing it is to *u"ti2"8 through 38 y
F n
@ y
F3
D


4
2

No: for the su3stitutions< the equations

transfor* ,`- into

or9 in standard for*9

Notice that the su3stitutions :ere successfu" in transfor*ing the .ernou""i equation into a
"inear equation ,Kust as the8 :ere designed to 3e-. To so";e the resu"ting "inear equation9 first
deter*ine the integrating factorD

4u"ti2"8ing ,``- through the 8ie"ds

And an integration gi;es

The fina" ste2 is si*2"8 to undo the su3stitution & @ y
F%
. The so"ution to the origina" differentia"
equation is therefore



4
3

E*act Equations
A first(order differentia" equation is one containing a firstJ3ut no higherJderi;ati;e of the
unCno:n function. For ;irtua""8 e;er8 such equation encountered in 2ractice9 the genera"
so"ution :i"" contain one ar3itrar8 constant9 that is9 one 2ara*eter9 so a first(order I6! :i""
contain one initia" condition. There is no genera" *ethod that so";es e;er8 first(order equation9
3ut there are *ethods to so";e 2articu"ar t82es.
Mi;en a function f, x, y- of t:o ;aria3"es9 its total differential df is defined 38 the equation

Example 1D If f, x, y- @ x
%
y G ' x ^ y
3
9 then

The equation f, x, y- @ c gi;es the fa*i"8 of integra" cur;es ,that is9 the so"utions- of the
differentia" equation

Therefore9 if a differentia" equation has the for*

for so*e function f, x, y-9 then it is auto*atica""8 of the for* df @ &9 so the genera" so"ution is
i**ediate"8 gi;en 38 f, x, y- @ c. In this case9

is ca""ed an exa't differential9 and the differentia" equation ,`- is ca""ed an exa't e&uation. To
deter*ine :hether a gi;en differentia" equation

is e1act9 use the Test for 'xactnessD A differentia" equation M dx G N dy @ & is e1act if and on"8 if

4
4


Example 2D Is the fo""o:ing differentia" equation e1actH

The function that *u"ti2"ies the differentia" dx is denoted M, x, y-9 so M, x, y- @ y
%
^ % x< the
function that *u"ti2"ies the differentia" dy is denoted N, x, y-9 so N, x, y- @ % xy G $. Since

the Test for E1actness sa8s that the gi;en differentia" equation is indeed e1act ,since M y @ N x -.
This *eans that there e1ists a function f, x, y- such that

and once this function f is found9 the genera" so"ution of the differentia" equation is si*2"8

,:here c is an ar3itrar8 constant-.
Once a differentia" equation M dx G N dy @ & is deter*ined to 3e e1act9 the on"8 tasC re*aining
is to find the function f , x, y- such that f x @ M and f y @ N. The *ethod is si*2"eD Integrate M
:ith res2ect to x9 integrate N :ith res2ect to y9 and then A*ergeB the t:o resu"ting e12ressions
to construct the desired function f.
Example 32 So";e the e1act differentia" equation of E1a*2"e %D

First9 integrate M, x,y- @ y
%
^ % x :ith res2ect to x ,and ignore the ar3itrar8 AconstantB of
integration-D


4
5

Ne1t9 integrate N, x,y- @ % xy G $ :ith res2ect to y ,and again ignore the ar3itrar8 AconstantB of
integration-D

No:9 to A*ergeB these t:o e12ressions9 :rite do:n each ter* e1act"8 once9 e;en if a 2articu"ar
ter* a22ears in 3oth resu"ts. )ere the t:o e12ressions contain the ter*s xy
%
9 ^ x
%
9 and y9 so

,Note that the co**on ter* xy
%
is not :ritten t:ice.- The genera" so"ution of the differentia"
equation is f, x,y- @ c9 :hich in this case 3eco*es

Example 42 Test the fo""o:ing equation for e1actness and so";e it if it is e1actD

First9 3ring the dx ter* o;er to the "eft(hand side to :rite the equation in standard for*D

Therefore9 M, x,y- @ y G cos y ^ cos x9 and N , x, y- @ x ^ x sin y.
No:9 since

the Test for E1actness sa8s that the differentia" equation is indeed e1act ,since M y @ N x -. To
construct the function f , x,y- such that f x @ M and f y N9 first integrate M :ith res2ect to x(

Then integrate N :ith res2ect to yD


4
6

Zriting a"" ter*s that a22ear in 3oth these resu"ting e12ressions( :ithout re2eating an8
co**on ter*s^gi;es the desired functionD

The genera" so"ution of the gi;en differentia" equation is therefore

Example 52 Is the fo""o:ing equation e1actH

Since

.ut

it is c"ear that M y X N x 9 so the Test for E1actness sa8s that this equation is not e1act. That is9
there is no function f , x,y- :hose deri;ati;e :ith res2ect to x is M , x,y- @ 3 xy ^ f
%
and :hich at
the sa*e ti*e has N , x,y- @ x , x ) y- as its deri;ati;e :ith res2ect to y.
Example 62 So";e the I6!

The differentia" equation is e1act 3ecause




4

Integrating M :ith res2ect to x gi;es

and integrating N :ith res2ect to y 8ie"ds

Therefore9 the function f, x,y- :hose tota" differentia" is the "eft(hand side of the gi;en
differentia" equation is

and the genera" so"ution is

The 2articu"ar so"ution s2ecified 38 the I6! *ust ha;e y @ 3 :hen x @ &< this condition
deter*ines the ;a"ue of the constant cD

Thus9 the so"ution of the I6! is








4
!

Integrating Factors
If a differentia" equation of the for*

is not e1act as :ritten9 then there e1ists a function a, x,y- such that the equi;a"ent equation
o3tained 38 *u"ti2"8ing 3oth sides of ,`- 38 a9

is e1act. Such a function a is ca""ed an integrating fa'tor of the origina" equation and is
guaranteed to e1ist if the gi;en differentia" equation actua""8 has a so"ution. Inte!ratin! factors
turn nonexact e"uations into exact ones. The question is9 ho: do 8ou find an integrating factorH
T:o s2ecia" cases :i"" 3e considered.
Case *(
5onsider the differentia" equation M dx G N dy @ &. If this equation is not e1act9 then M y :i"" not
equa" N x < that is9 M y ^ N 1 X &. )o:e;er9 if

is a function of x on"89 "et it 3e denoted 38 b, x-. Then

:i"" 3e an integrating factor of the gi;en differentia" equation.
Case +(
5onsider the differentia" equation M dx G N dy @ &. If this equation is not e1act9 then M 8 :i"" not
equa" N x < that is9 M 8 ^ N x X &. @ &. )o:e;er9 if

is a function of y on"89 "et it 3e denoted 38 c, y-. Then

4
"


:i"" 3e an integrating factor of the gi;en differentia" equation.
Example 12 The equation

is not e1act9 since

)o:e;er9 note that

is a function of x a"one. Therefore9 38 5ase $9



:i"" 3e an integrating factor of the differentia" equation. 4u"ti2"8ing 3oth sides of the gi;en
equation 38 a @ x 8ie"ds

:hich is e1act 3ecause

So";ing this equi;a"ent e1act equation 38 the *ethod descri3ed in the 2re;ious section9 M is
integrated :ith res2ect to x9


5
#

and N integrated :ith res2ect to yD

,:ith each AconstantB of integration ignored9 as usua"-. These ca"cu"ations c"ear"8 gi;e

as the genera" so"ution of the differentia" equation.
Example 22 The equation

is not e1act9 since

)o:e;er9 note that

is a function of y a"one ,5ase %-. Denote this function 38 c, y-< since

the gi;en differentia" equation :i"" ha;e

as an integrating factor. 4u"ti2"8ing the differentia" equation through 38 a @ ,sin y-
F$
8ie"ds



5
1

:hich is e1act 3ecause

To so";e this e1act equation9 integrate M :ith res2ect to x and integrate N :ith res2ect to y9
ignoring the AconstantB of integration in each caseD

These integrations i*2"8 that

is the genera" so"ution of the differentia" equation.
Example 32 So";e the I6!

The gi;en differentia" equation is not e1act9 since

)o:e;er9 note that

:hich can 3e inter2reted to 3e9 sa89 a function of x on"8< that is9 this "ast equation can 3e
:ritten as b, x- V %. 5ase $ then sa8s that

:i"" 3e an integrating factor. 4u"ti2"8ing 3oth sides of the differentia" equation 38 a, x- @ e
% x
8ie"ds

5
2


:hich is e1act 3ecause

No:9 since

and

,:ith the AconstantB of integration su22ressed in each ca"cu"ation-9 the genera" so"ution of the
differentia" equation is

The ;a"ue of the constant c is no: deter*ined 38 a22"8ing the initia" condition y,&- @ $D

Thus9 the 2articu"ar so"ution is

:hich can 3e e12ressed e12"icit"8 as

Example 42 Mi;en that the none1act differentia" equation


5
3

has an integrating factor of the for* a, x,y- @ x
a
y
b
for so*e 2ositi;e integers a and b9 find the
genera" so"ution of the equation.
Since there e1ist 2ositi;e integers a and b such that x
a
y
b
is an integrating factor9 *u"ti2"8ing
the differentia" equation through 38 this e12ression *ust 8ie"d an e1act equation. That is9


is e1act for so*e a and b. E1actness of this equation *eans

.8 equating "iCe ter*s in this "ast equation9 it *ust 3e the case that

The si*u"taneous so"ution of these equations is a @ 3 and b @ $.
Thus the integrating factor x
a
y
b
is x
3
y9 and the e1act equation 4 dx G N dy @ & reads

No:9 since

And

,ignoring the AconstantB of integration in each case-9 the genera" so"ution of the differentia"
equation ,`-Jand hence the origina" differentia" equationJis c"ear"8


5
4

Separa+le Equations
Si*2"8 2ut9 a differentia" equation is said to 3e separa)le if the ;aria3"es can 3e se2arated. That
is9 a se2ara3"e equation is one that can 3e :ritten in the for*

Once this is done9 a"" that is needed to so";e the equation is to integrate 3oth sides. The *ethod
for so";ing se2ara3"e equations can therefore 3e su**ariIed as fo""o:sD ,eparate the ariables
and inte!rate.
Example 1D So";e the equation % y dy @ , x
%
G $- dx.
Since this equation is a"read8 e12ressed in Ase2aratedB for*9 Kust integrateD

Example 2D So";e the equation

This equation is se2ara3"e9 since the ;aria3"es can 3e se2aratedD

The integra" of the "eft(hand side of this "ast equation is si*2"8

and the integra" of the right(hand side is e;a"uated using integration 38 2artsD

5
5


The so"ution of the differentia" equation is therefore

Example 3D So";e the I6!

The equation can 3e re:ritten as fo""o:sD

Integrating 3oth sides 8ie"ds

Since the initia" condition states that y @ $ at x @ &9 the 2ara*eter c can 3e e;a"uatedD

The so"ution of the I6! is therefore

Example 4D Find a"" so"utions of the differentia" equation , x
%
^ $- y
3
dx G x
%
dy @ &.
Se2arating the ;aria3"es and then integrating 3oth sides gi;es

5
6


A"though the 2ro3"e* see*s finished9 there is another so"ution of the gi;en differentia"
equation that is not descri3ed 38 the fa*i"8 d y
F%
@ x
F$
G x G c. In the se2aration ste2 *arCed
,_-9 3oth sides :ere di;ided 38 y
3
. This o2eration 2re;ented y @ & fro* 3eing deri;ed as a
so"ution ,since di;ision 38 Iero is for3idden-. It Kust so ha22ens9 ho:e;er9 that y @ & is a so"ution
of the gi;en differentia" equation9 as 8ou can easi"8 checC ,noteD y @ & = dy @ &-.
Thus9 the co*2"ete so"ution of this equation *ust inc"ude

The "esson is c"earD
If 3oth sides of a se2ara3"e differentia" equation are di;ided 38 so*e function f, y- ,that is9 a
function of the de2endent ;aria3"e- during the se2aration 2rocess9 then a ;a"id so"ution *a8 3e
"ost. As a fina" ste29 8ou *ust checC :hether the constant function y @ y & S:here f, y &- @ &T is
indeed a so"ution of the gi;en differentia" equation. If it is9 and if the fa*i"8 of so"utions found
38 integrating 3oth sides of the se2arated equation does not inc"ude this constant function9
then this additiona" so"ution *ust 3e se2arate"8 stated to co*2"ete the 2ro3"e*.
Example 5D So";e the equation

Se2arating the ;aria3"es gi;es

5

,To achie;e this se2arated for*9 note that 3oth sides of the origina" equation :ere di;ided 38 y
%
^ $. Thus9 the constant functions y @ $ and y @ ($ *a8 3e "ost as 2ossi3"e so"utions< this :i""
ha;e to 3e checCed "ater.- Integrating 3oth sides of the se2arated equation 8ie"ds

No:9 3oth constant functions y @ $ and y @ ^$ are so"utions of the origina" differentia" equation
,as 8ou can checC 38 si*2"8 noting that y @ e$ = dyR dx @ &-9 and neither is descri3ed 38 the
fa*i"8 a3o;e. Thus the co*2"ete set of so"utions of the gi;en differentia" equation inc"udes

Example 6D So";e the differentia" equation xydx ^ , x
%
G $- dy @ &.
Se2arate the ;aria3"es9

and integrate 3oth sidesD

5
!


Note that in the se2araNon ste2 ,_-9 3oth sides :ere di;ided 38 y< thus9 the so"ution y @ & *a8
ha;e 3een "ost. Direct su3stitution of the constant function y @ & into the origina" differentia"
equation sho:s that it is indeed a so"ution. )o:e;er9 the fa*i"8 y
%
@ c, x
%
G $- a"read8 inc"udes
the function y @ & ,taCe c @ &-9 so it need not 3e se2arate"8 *entioned.
Example D Find the cur;e r @ r,f- in 2o"ar coordinates that so";es the I6!

The gi;en equation is se2ara3"e9 since it can 3e e12ressed in the se2arated for*

No: integrate 3oth sidesD

Since the so"ution cur;e is to 2ass through the 2oint :ith 2o"ar coordinates , r9 f- @ ,%9 g-9


5
"

The so"ution of the I6! is therefore

This is a circ"e of dia*eter %9 tangent to the y a1is at the origin< see Figure . NoteD In the
se2araNon ste2 ,_-9 3oth sides :ere di;ided 38 r ,:hich is the de2endent ;aria3"e here-.
)o:e;er9 e;en though r @ & for*a""8 satisfies the differentia" equation9 it c"ear"8 does not
satisf8 the initia" condition r,g- @ %.
Figure 1












6
#

Second-Order $o#ogeneous Equations
There are t:o definitions of the ter* Aho*ogeneous differentia" equation.B One definition ca""s
a first(order equation of the for*

ho*ogeneous if M and N are 3oth ho*ogeneous functions of the sa*e degree. The second
definition J and the one :hich 8ou/"" see *uch *ore oftenJstates that a differentia" equation
,of any order- is %omogeneous if once a"" the ter*s in;o";ing the unCno:n function are
co""ected together on one side of the equation9 the other side is identica""8 Iero. For e1a*2"e9
3ut
The nonho*ogeneous equation

can 3e turned into a ho*ogeneous one si*2"8 38 re2"acing the right(hand side 38 &D

Equation ,``- is ca""ed the %omogeneous e&uation 'orresponding to t%e non%omogeneous
e&uation9 ,`-. There is an i*2ortant connection 3et:een the so"ution of a nonho*ogeneous
"inear equation and the so"ution of its corres2onding ho*ogeneous equation. The t:o 2rinci2a"
resu"ts of this re"ationshi2 are as fo""o:sD
T%eorem A7 If y $, x- and y %, x- are "inear"8 inde2endent so"utions of the "inear ho*ogeneous
equation ,``-9 then eery so"ution is a "inear co*3ination of y $ and y %. That is9 the genera"
so"ution of the "inear ho*ogeneous equation is

T%eorem B7 If 8, x- is an8 2articu"ar so"ution of the "inear nonho*ogeneous equation ,`-9 and if
y h , x- is the genera" so"ution of the corres2onding ho*ogeneous equation9 then the genera"
so"ution of the "inear nonho*ogeneous equation is

That is9

6
1


SNoteD The genera" so"ution of the corres2onding ho*ogeneous equation9 :hich has 3een
denoted here 38 y h 9 is so*eti*es ca""ed the 'omplementar( fun'tion of the nonho*ogeneous
equation ,`-.T Theore* A can 3e genera"iIed to ho*ogeneous "inear equations of an8 order9
:hi"e Theore* B as :ritten ho"ds true for "inear equations of an8 order. Theore*s A and . are
2erha2s the *ost i*2ortant theoretica" facts a3out "inear differentia" equationsJdefinite"8
:orth *e*oriIing.
Example 1D The differentia" equation

is satisfied 38 the functions

6erif8 that an8 "inear co*3ination of y $ and y % is a"so a so"ution of this equation. Zhat is its
genera" so"utionH
E;er8 "inear co*3ination of y $ @ e
x
and y % @ xe
x
"ooCs "iCe thisD

for so*e constants c $ and c %. To ;erif8 that this satisfies the differentia" equation9 Kust
su3stitute. If y @ c $ e
x
G c % xe
x
9 then

Su3stituting these e12ressions into the "eft(hand side of the gi;en differentia" equation gi;es

6
2



Thus9 an8 "inear co*3ination of y $ @ e
x
and y % @ xe
x
does indeed satisf8 the differentia"
equation. No:9 since y $ @ e
x
and y % @ xe
x
are "inear"8 inde2endent9 Theore* A sa8s that the
genera" so"ution of the equation is

Example 2D 6erif8 that y @ 0 x ^ satisfies the equation

Then9 gi;en that y $ @ e
F x
and y % @ e
F -x
are so"utions of the corres2onding ho*ogeneous
equation9 :rite the genera" so"ution of the gi;en nonho*ogeneous equation.
First9 to ;erif8 that y @ 0 x ^ is a 2articu"ar so"ution of the nonho*ogeneous equation9 Kust
su3stitute. If y @ 0 x ^ 9 then yL @ 0 and yP @ &9 so the "eft(hand side of the equation 3eco*es


No:9 since the functions y $ @ e
F x
and y % @ e
F -x
are "inear"8 inde2endent ,3ecause neither is a
constant *u"ti2"e of the other-9 Theore* A sa8s that the genera" so"ution of the corres2onding
ho*ogeneous equation is

Theore* . then sa8s


6
3

is the genera" so"ution of the gi;en nonho*ogeneous equation.
Example 3D 6erif8 that 3oth y $ @ sin x and y % @ cos x satisf8 the ho*ogeneous differentia"
equation yP G y @ &. Zhat then is the genera" so"ution of the nonho*ogeneous equation yP G y @
xH
If y $ @ sin x9 then yP $ G y $ does indeed equa" Iero. Si*i"ar"89 if y % @ cos x9 then yP % @ 8 is a"so
Iero9 as desired. Since y $ @ sin x and y % @ cos x are "inear"8 inde2endent9 Theore* A sa8s that
the genera" so"ution of the ho*ogeneous equation yP G y @ & is

No:9 to so";e the gi;en nonho*ogeneous equation9 a"" that is needed is an8 2articu"ar so"ution.
.8 ins2ection9 8ou can see that 8 @ x satisfies yP G y @ x. Therefore9 according to Theore* .9 the
genera" so"ution of this nonho*ogeneous equation is















6
4

!e ,et!od of -ndeter#ined Coefficients
In order to gi;e the co*2"ete so"ution of a nonho*ogeneous "inear differentia" equation9
Theore* . sa8s that a 2articu"ar so"ution *ust 3e added to the genera" so"ution of the
corres2onding ho*ogeneous equation.
If the nonho*ogeneous ter* d, x- in the genera" second(order nonho*ogeneous differentia"
equation

is of a certain s2ecia" t82e9 then the met%od of undetermined 'oeffi'ients can 3e used to
o3tain a 2articu"ar so"ution. The s2ecia" functions that can 3e hand"ed 38 this *ethod are those
that ha;e a finite fa*i"8 of deri;ati;es9 that is9 functions :ith the 2ro2ert8 that a"" their
deri;ati;es can 3e :ritten in ter*s of Kust a finite nu*3er of other functions.
For e1a*2"e9 consider the function d @ sin x. Its deri;ati;es are

and the c8c"e re2eats. Notice that a"" deri;ati;es of d can 3e :ritten in ter*s of a finite nu*3er
of functions. SIn this case9 the8 are sin x and cos x9 and the set hsin x9 cos xi is ca""ed
the famil( ,of deri;ati;es- of d @ sin x.T This is the criterion that descri3es those
nonho*ogeneous ter*s d, x- that *aCe equation ,`- susce2ti3"e to the *ethod of
undeter*ined coefficientsD d *ust ha;e a finite fa*i"8.
)ere/s an e1a*2"e of a function that does not ha;e a finite fa*i"8 of deri;ati;esD d @ tan x. Its
first four deri;ati;es are

Notice that the nth deri;ati;e , n j $- contains a ter* in;o";ing tan
n($
x9 so as higher and higher
deri;ati;es are taCen9 each one :i"" contain a higher and higher 2o:er of tan x9 so there is no
:a8 that a"" deri;ati;es can 3e :ritten in ter*s of a finite nu*3er of functions. The *ethod of
undeter*ined coefficients cou"d not 3e a22"ied if the nonho*ogeneous ter* in ,`- :ere d @
tan x. So Kust :hat are the functions d, x- :hose deri;ati;e fa*i"ies are finiteH See Ta3"e $

6
5



Example 12 If d, x- @ x
%
9 then its fa*i"8 is h x
%
9 x9 $i. Note that an8 nu*erica" coefficients ,such
as the in this case- are ignored :hen deter*ining a function/s fa*i"8.
Example 2D Since the function d, x- @ x sin % x is the 2roduct of x and sin % x9 the fa*i"8 of d, x-
:ou"d consist of a"" 2roducts of the fa*i"8 *e*3ers of the functions x and sin % x. That is9

Linear 'om)inations of n fun'tions . A "inear co*3ination of t:o functions y $ and y % :as
defined to 3e an8 e12ression of the for*


6
6

:here c $ and c % are constants. In genera"9 a "inera"9 a "inear co*3ination
of n functions y $ y %9k9 y n is an8 e12ression of the for*

:here c $9k9 c n are contants. Using this ter*ino"og89 the nonho*ogeneous ter*s d, x- :hich
the *ethod of undeter*ined coefficients is designed to hand"e are those for :hich e;er8
deri;ati;e can 3e :ritten as a "inear co*3ination of the *e*3ers of a gi;en finite fa*i"8 of
functions.
The centra" idea of the *ethod of undeter*ined coefficients is thisD For* the *ost genera"
"inear co*3ination of the functions in the fa*i"8 of the nonho*ogeneous ter* d, x-9 su3stitute
this e12ression into the gi;en nonho*ogeneous differentia" equation9 and so";e for the
coefficients of the "inear co*3ination.
Example 3D Find a 2articu"ar so"ution of the differentia" equation

As noted in E1a*2"e $9 the fa*i"8 of d @ x
%
is h x
%
9 x9 $i< therefore9 the *ost genera" "inear
co*3ination of the functions in the fa*i"8 is 8 @ .x
%
G /x G C ,:here .9 /9 and C are the
undeter*ined coefficients-. Su3stituting this into the gi;en differentia" equation gi;es

No:9 co*3in3ing "iCe ter*s 8ie"ds

In order for this "ast equation to 3e an identit89 the coefficients of "iCe 2o:ers of x on 3oth sides
of the equation *ust 3e equated. That is9 .9 /9 and C *ust 3e chosen so that


6

The first equation i**ediate"8 gi;es . Su3stituting this into the second equation
gi;es 9 and fina""89 su3stituting 3oth of these ;a"ues into the "ast equation
8ie"ds . Therefore9 a 2articu"ar so"ution of the gi;en differentia" equation is

Example 4D Find a 2articu"ar so"ution ,and the co*2"ete so"ution- of the differentia" equation

Since the fa*i"8 of d @ sin x is hsin x9 cos xi9 the *ost genera" "inear co*3ination of the functions
in the fa*i"8 is 8 @ . sin x G / cos x ,:here . and / are the undeter*ined coefficients-.
Su3stituting this into the gi;en differentia" equation gi;es

No:9 co*3ining "iCe ter*s and si*2"if8ing 8ie"ds

In order for this "ast equation to 3e an identit89 the coefficients . and / *ust 3e chosen so that

These equations i**ediate"8 i*2"8 . @ & and / @ d. A 2articu"ar so"ution of the gi;en
differentia" equation is therefore

According to Theore* .9 co*3ining this 8 :ith the resu"t of E1a*2"e $% 8ie"ds the co*2"ete
so"ution of the gi;en nonho*ogeneous differentia" equationD y @ c $ e
x
G c % xe
x
G d cos x.
Example 5D Find a 2articu"ar so"ution ,and the co*2"ete so"ution- of the differentia" equation


6
!

Since the fa*i"8 of d @ + e
F7 x
is Kust h e
F7 x
i9 the *ost genera" "inear co*3ination of the
functions in the fa*i"8 is si*2"8 8 @ .e
F7 x
,:here . is the undeter*ined coefficient-.
Su3stituting this into the gi;en differentia" equation gi;es

Si*2"if8ing 8ie"ds

In order for this "ast equation to 3e an identit89 the coefficient . *ust 3e chosen so
that :hich i**ediate"8 gi;es . @ [. A 2articu"ar so"ution of the gi;en differentia"
equation is therefore and then9 according to Theore* .9 co*3ining 8 :ith the resu"t
of E1a*2"e $3 gi;es the co*2"ete so"ution of the nonho*ogeneous differentia"
equationD y @ e
F3 x
, c $ cos 0 x G c % sin 0 x- G [ e
F7 x
.
Example 6D Find the so"ution of the I6!

The first ste2 is to o3tain the genera" so"ution of the corres2onding ho*ogeneous equation

Since the au1i"iar8 2o"8no*ia" equation has distinct rea" roots9

the genera" so"ution of the corres2onding ho*ogeneous equation is y h @ c $ e
F x
G c % e
3 x

No:9 since the nonho*ogeneous ter* d, x- is a ,finite- su* of functions fro* Ta3"e $9 the
fa*i"8 of d, x- is the union of the fa*i"ies of the indi;idua" functions. That is9 since the fa*i"8 of
F e
x
is h e
x
i9 and the fa*i"8 of $%x is h x9 $i9

6
"


The *ost genera" "inear co*3ination of the functions in the fa*i"8 of d @ F e
x
G $% x is
therefore 8 @ .e
x
G /x G C ,:here .9 /9 and C are the undeter*ined coefficients-. Su3stituting
this into the gi;en differentia" equation gi;es

5o*3ining "iCe ter*s and si*2"if8ing 8ie"ds

In order for this "ast equation to 3e an identit89 the coefficients .9 /9 and C *ust 3e chosen so
that

The first t:o equations i**ediate"8 gi;e . @ l and / @ F%9 :hereu2on the third i*2"ies C @ m. A
2articu"ar so"ution of the gi;en differentia" equation is therefore

According to Theore* .9 then9 co*3ining this 8 :ith y h gi;es the co*2"ete so"ution of the
nonho*ogeneous differentia" equationD y @ c $ e
F% x
G c % e
3 x
G l e
x
^% x G m. No:9 to a22"8 the
initia" conditions and e;a"uate the 2ara*eters c $ and c %D

So";ing these "ast t:o equations 8ie"ds c $ @ m and c % @ l. Therefore9 the desired so"ution of the
I6! is

#

No: that the 3asic 2rocess of the *ethod of undeter*ined coefficients has 3een i""ustrated9 it
is ti*e to *ention that is isn/t a":a8s this straightfor:ard. . problem arises if a member of a
family of the nonhomo!eneous term happens to be a solution of the correspondin!
homo!eneous e"uation$ In this case9 that fa*i"8 *ust 3e *odified 3efore the genera" "inear
co*3ination can 3e su3stituted into the origina" nonho*ogeneous differentia" equation to
so";e for the undeter*ined coefficients. The s2ecific *odification 2rocedure :i"" 3e introduced
through the fo""o:ing a"teration of E1a*2"e '.
Example D Find the co*2"ete so"ution of the differentia" equation

The genera" so"ution of the corres2onding ho*ogeneous equation :as o3tained in E1a*2"e 'D

Note carefu""8 that the fa*i"8 h e
3 x
i of the nonho*ogeneous ter* d @ $& e
3 x
contains a
so"ution of the corres2onding ho*ogeneous equation ,taCe c $ @ & and c % @ $ in the e12ression
for y h -. The AoffendingB fa*i"8 is *odified as fo""o:sD Multiply each member of the family by x
and try a!ain$

Since the *odified fa*i"8 no "onger contains a so"ution of the corres2onding ho*ogeneous
equation9 the *ethod of undeter*ined coefficients can no: 2roceed. ,If xe
3 x
had 3een again a
so"ution of the corres2onding ho*ogeneous equation9 8ou :ou"d 2erfor* the *odification
2rocedure once *oreD Multiply each member of the family by x and try a!ain$- Therefore9
su3stituting 8 @ .xe
3 x
into the gi;en nonho*ogeneous differentia" equation 8ie"ds

This ca"cu"ation i*2"ies that 8 @ % xe
3 x
is a 2articu"ar so"ution of the nonho*ogeneous
equation9 so co*3ining this :ith y h gi;es the co*2"ete so"utionD

1

Example !D Find the co*2"ete so"ution of the differentia" equation

First9 o3tain the genera" so"ution of the corres2onding ho*ogeneous equation

Since the au1i"iar8 2o"8no*ia" equation has distinct rea" roots9

the genera" so"ution of the corres2onding ho*ogeneous equation is

The fa*i"8 for the ' x
%
ter* is h x
%
9 x9 $i9 and the fa*i"8 for the F3 e
xR%
ter* is si*2"8 h e
xR%
i.
This "atter fa*i"8 does not contain a so"ution of the corres2onding ho*ogeneous equation9 3ut
the fa*i"8 h x
%
9 x9 $i does,it contains the constant function $9 :hich *atches y h :hen c $ @ $
and c % @ &-. This entire fa*i"8 ,not Kust the AoffendingB *e*3er- *ust therefore 3e *odifiedD

The fa*i"8 that :i"" 3e used to construct the "inear co*3ination 8 is no: the union

This i*2"ies that 8 @ .x
3
G /x
%
G Cx G 0e
xR%
,:here .9 /9 C9 and 0 are the undeter*ined
coefficients- shou"d 3e su3stituted into the gi;en nonho*ogeneous differentia" equation. Doing
so 8ie"ds

:hich after co*3ining "iCe ter*s reads

2


In order for this "ast equation to 3e an identit89 the coefficients .9 /9 C9 and 0 *ust 3e chosen
so that

These equations deter*ine the ;a"ues of the coefficientsD . @ F$9 / @ C @ 9 and 0 @ 0.
Therefore9 a 2articu"ar so"ution of the gi;en differentia" equation is

According to Theore* .9 then9 co*3ining this 8 :ith y h gi;es the co*2"ete so"ution of the
nonho*ogeneous differentia" equationD 8 @ c $ G c % e
% x
^ x
3
x
%
x G 0 e
xR%

Example "D Find the co*2"ete so"ution of the equation

First9 o3tain the genera" so"ution of the corres2onding ho*ogeneous equation

Since the au1i"iar8 2o"8no*ia" equation has distinct conKugate co*2"e1 roots9

the genera" so"ution of the corres2onding ho*ogeneous equation is

E1a*2"e % sho:ed that the

3


Note that this fa*i"8 contains sin % x and cos % x9 :hich are so"utions of the corres2onding
ho*ogeneous equation. Therefore9 this entire fa*i"8 *ust 3e *odifiedD

None of the *e*3ers of this fa*i"8 are so"utions of the corres2onding ho*ogeneous equation9
so the so"ution can no: 2roceed as usua". Since the fa*i"8 of the constant ter* is si*2"8 h$i9
the fa*i"8 used to construct 8 is the union

This i*2"ies that 8 @ .x
%
sin % x G /x
%
cos % x G Cx sin % x G 0x cos % x G ' ,:here .9 /9 C9 09
and ' are the under*ined coefficients- shou"d 3e su3stitueted into the gi;en nonho*ogeneous
differentia" equation yP G 0 y @ x sin % x G +. Doing so 8ie"ds

In order for this "ast equation to 3e an identit89 .9 /9 C9 09 and ' *ust 3e chosen so that

These equations deter*ine the coefficientsD . @ &9 / @ Fn9 C @ 9 0 @ &9 and ' @ %. Therefore9 a
2articu"ar so"ution of the gi;en differentia" equation is

4

According to Theore* .9 then9 co*3ining this 8 :ith y h gi;es the co*2"ete so"ution of the
nonho*ogeneous differentia" equation

5

.ariation of Para#eters
For the differentia" equation

the *ethod of undeter*ined coefficients :orCs on"8 :hen the coefficients a9 b9 and c are
constants and the right(hand ter* d, x- is of a s2ecia" for*. If these restrictions do not a22"8 to
a gi;en nonho*ogeneous "inear differentia" equation9 then a *ore 2o:erfu" *ethod of
deter*ining a 2articu"ar so"ution is neededD the *ethod Cno:n as $ariation of parameters.
The first ste2 is to o3tain the genera" so"ution of the corres2onding ho*ogeneous equation9
:hich :i"" ha;e the for*

:here y $ and y % are Cno:n functions. The ne1t ste2 is to ary the parameters< that is9 to
re2"ace the constants c $ and c % 38 ,as 8et unCno:n- functions $, x- and %, x- to o3tain the
for* of a 2articu"ar so"ution 8 of the gi;en nonho*ogeneous equationD

The goa" is to deter*ine these functions $ and %. Then9 since the functions y $ and y % are
a"read8 Cno:n9 the e12ression a3o;e for 8 8ie"ds a 2articu"ar so"ution of the nonho*ogeneous
equation. 5o*3ining 8 :ith y hthen gi;es the genera" so"ution of the non(ho*ogeneous
differentia" equation9 as guaranteed 38 Theore* ..
Since there are t:o unCno:ns to 3e deter*ined9 $ and %9 t:o equations or conditions are
required to o3tain a so"ution. One of these conditions :i"" natura""8 3e satisf8ing the gi;en
differentia" equation. .ut another condition :i"" 3e i*2osed first. Since 8 :i"" 3e su3stituted
into equation ,`-9 its deri;ati;es *ust 3e e;a"uated. The first deri;ati;e of 8 is

No:9 to si*2"if8 the rest of the 2rocessJand to 2roduce the first condition on $ and %Jset

6

This &ill al&ays be the first condition in determinin! $ and %< the second condition &ill be the
satisfaction of the !ien differential e"uation ,`-.
Example 1D Mi;e the genera" so"ution of the differentia" equation yP G y @ tan x.
Since the nonho*ogeneous right(hand ter*9 d @ tan x9 is not of the s2ecia" for* the *ethod of
undeter*ined coefficients can hand"e9 ;ariation of 2ara*eters is required. The first ste2 is to
o3tain the genera" so"ution of the corres2onding ho*ogeneous equation9 yP G y @ &. The
au1i"iar8 2o"8no*ia" equation is :hose roots are the distinct conKugate co*2"e1
nu*3ers m @ e i @ & e $ i. The genera" so"ution of the ho*ogeneous equation is therefore

No:9 ;ar8 the 2ara*eters c $ and c % to o3tain

Differentia"tion 8ie"ds

Ne1t9 re*e*3er the first condition to 3e i*2osed on $ and %D

that is9

This reduces the e12ression for 8L to

so9 then9

Su3stitution into the gi;en nonho*ogeneous equation yP G y @ tan x 8ie"ds

Therefore9 the t:o conditions on $ and % are

To so";e these t:o equations for $L and %L9 first *u"ti2"8 the first equation 38 sin x< then
*u"ti2"8 the second equation 38 cos xD

Adding these equations 8ie"ds

Su3stituting $L @ sin x 3acC into equation ,$- Sor equation ,%-T then gi;es

No:9 integrate to find $ and % ,and ignore the constant of integration in each case-D

And

!


Therefore9 a 2articu"ar so"ution of the gi;en nonho*ogeneous differentia" equation is

5o*3ining this :ith the genera" so"ution of the corres2onding ho*ogeneous equation gi;es the
genera" so"ution of the nonho*ogeneous equationD

In genera"9 :hen the *ethod of ;ariation of 2ara*eters is a22"ied to the second(order
nonho*ogeneous "inear differentia" equation

:ith 8 @ $, x- y $ G %, x- y % ,:here y h @ c $ y $ Gc % y % is the genera" so"ution of the
corres2onding ho*ogeneous equation-9 the t:o conditions on $ and % :i"" a":a8s 3e

So after o3taining the genera" so"ution of the corres2onding ho*ogeneous equation
, y h @ c $ y $ G c % y %- and ;ar8ing the 2ara*eters 38 :riting 8 @ $ y $ G % y %9 go direct"8 to
equations ,$- and ,%- a3o;e and so";e for $L and %L.

"

Example 2D Mi;e the genera" so"ution of the differentia" equation

.ecause of the In x ter*9 the right(hand side is not one of the s2ecia" for*s that the *ethod of
undeter*ined coefficients can hand"e< ;ariation of 2ara*eters is required. The first ste2
requires o3taining the genera" so"ution of the corres2onding ho*ogeneous equation9 yP ^ % yL
G y @ &D

6ar8ing the 2ara*eters gi;es the 2articu"ar so"ution

and the s8ste* of equations ,$- and ,%- 3eco*es

5ance" out the co**on factor of e
x
in 3oth equations< then su3tract the resu"ting equations to
o3tain

Su3stituting this 3acC into either equation ,$- or ,%- deter*ines

No:9 integrate ,38 2arts9 in 3oth these cases- to o3tain $ and % fro* %L and %LD

Therefore9 a 2articu"ar so"ution is

!
#


5onsequent"89 the genera" so"ution of the gi;en nonho*ogeneous equation is

Example 3D Mi;e the genera" so"ution of the fo""o:ing differentia" equation9 gi;en
that y $ @ x and y % @ x
3
are so"utions of its corres2onding ho*ogeneous equationD

Since the functions y $ @ x and y % @ x
3
are "inear"8 inde2endent9 Theore* A sa8s that the
genera" so"ution of the corres2onding ho*ogeneous equation is

6ar8ing the 2ara*eters c $ and c % gi;es the for* of a 2articu"ar so"ution of the gi;en
nonho*ogeneous equationD

:here the functions $ and % are as 8et undeter*ined. The t:o conditions
on $ and % :hich fo""o: fro* the *ethod of ;ariation of 2ara*eters are

:hich in this case , y $ @ x, y % @ x
3
9 a @ x
%
9 d @ $% x
0
- 3eco*e

So";ing this s8ste* for $L and %L 8ie"ds

!
1


fro* :hich fo""o:

Therefore9 the 2articu"ar so"ution o3tained is

and the genera" so"ution of the gi;en nonho*ogeneous equation is












!
2

Cauc!y-Euler Equidi#ensional Equation
The second(order ho*ogeneous 0au'%(1Euler equidi*ensiona" e&uation has the for*

:here a, b, and c are constants ,and a X &-. The quicCest :a8 to so";e this "inear equation is to
is to su3stitute y @ x
m
and so";e for m. If y @ x
m
9 then

so su3stitution into the differentia" equation 8ie"ds

oust as in the case of so";ing second(order "inear ho*ogeneous equations :ith constant
coefficients ,38 first setting y @ e
mx
and then so";ing the resu"ting au1i"iar8 quadratic equation
for m-9 this 2rocess of so";ing the equidi*ensiona" equation a"so 8ie"ds an au1i"iar8 quadratic
2o"8no*ia" equation. The question here is9 ho: is y @ x
m
to 3e inter2reted to gi;e t:o "inear"8
inde2endent so"utions ,and thus the genera" so"ution- in each of the three cases for the roots of
the resu"ting quadratic equationH
Case *( The roots of ,`- are real and distinct$
If the t:o roots are denoted m $ and m %9 then the genera" so"ution of the second(order
ho*ogeneous equidi*ensiona" differ(entia" equation in this case is

Case +( The roots of ,`- are real and identical$
If the dou3"e ,re2eated- root is denoted si*2"8 38 m, then the genera" so"ution ,for x E &- of the
ho*ogeneous equidi*ensiona" differentia" equation in this case is


!
3

Case 1( The roots of ,`- are distinct con2u!ate complex numbers$
If the roots are denoted r e si9 then the genera" so"ution of the ho*ogeneous equidi*ensiona"
differentia" equation in this case is

Example 1D Mi;e the genera" so"ution of the equidi*ensiona" equation

Su3stitution of y @ x
m
resu"ts in

Since the roots of the resu"ting quadratic equation are rea" and distinct ,5ase $-9 3oth y @ x
$
@ x
and y @ x
3
are so"utions and "inear"8 inde2endent9 and the genera" so"ution of this
ho*ogeneous equation is

Example 2D For the fo""o:ing equidi*ensiona" equation9 gi;e the genera" so"ution :hich is ;a"id
in the do*ain x E &D

Su3stitution of y @ x
m


!
4


Since the roots of the resu"ting quadratic equation are rea" and identica" ,5ase %-9 3oth y @ x
%

and y @ x
%
In x are ,"inear"8 inde2endent- so"utions9 so the genera" so"ution ,;a"id for x E &- of
this ho*ogeneous equation is

If the genera" so"ution of a nonho*ogeneous equidi*ensiona" equation is desired9 first use the
*ethod a3o;e to o3tain the genera" so"ution of the corres2onding ho*ogeneous equation<
then a22"8 ;ariation of 2ara*eters.












!
5

Reduction of Order
So*e second(order equations can 3e reduced to first(order equations9 rendering the*
susce2ti3"e to the si*2"e *ethods of so";ing equations of the first order. The fo""o:ing are
three 2articu"ar t82es of such second(order equationsD
T82e $D Second(order equations :ith the de2endent ;aria3"e *issing
T82e %D Second(order non"inear equations :ith the inde2endent ;aria3"e *issing
T82e 3D Second(order ho*ogeneous "inear equations :here one ,nonIero- so"ution is Cno:n
T(pe 12 8e'ond1order e&uations /it% t%e dependent $aria)le missing7 E1a*2"es of such
equations inc"ude

The defining characteristic is thisD The de2endent ;aria3"e9 y9 does not e12"icit"8 a22ear in the
equation. This t82e of second(order equation is easi"8 reduced to a first(order equation 38 the
transfor*ation

This su3stitution o3;ious"8 i*2"ies yP @ &L9 and the origina" equation 3eco*es a first(order
equation for &. So";e for the function &< then integrate it to reco;er y.
Example 1D So";e the differentia" equation yL G yP @ &.
Since the de2endent ;aria3"e y is *issing9 "et yL @ & and yP @ &L. These su3stitutions transfor*
the gi;en second(order equation into the first(order equation

:hich is in standard for*. A22"8ing the *ethod for so";ing such equations9 the integrating
factor is first deter*ined9

and then used to *u"ti2"8 3oth sides of the equation9 8ie"ding

!
6


Therefore9

No:9 to gi;e the so"ution y of the origina" second(order equation9 integrateD

This gi;es

Referring to Theore* .9 note that this so"ution i*2"ies that y @ c $ e
F x
G c % is the genera"
so"ution of the corres2onding ho*ogeneous equation and that 8 @ d x
%
^ x is a 2articu"ar
so"ution of the nonho*ogeneous equation. ,This 2articu"ar differentia" equation cou"d a"so
ha;e 3een so";ed 38 a22"8ing the *ethod for so";ing second(order "inear equations :ith
constant coefficientes.-
Example 2D So";e the differentia" equation

Again9 the de2endent ;aria3"e y is *issing fro* this second(order equation9 so its order :i"" 3e
reduced 38 *aCing the su3stitutions yL @ & and yP @ &LD

:hich can 3e :ritten in standard for*

!

The integrating factor here is

:hich is used to *u"ti2"8 3oth sides of the equation9 8ie"ding

Integrating & gi;es yD

Letting c $ @ m c $9 the genera" so"ution can 3e :ritten

Example 3D SCetch the so"ution of the I6!

A"though this equation is non"inear S3ecause of the ter* , yL-
%
< neither y nor an8 of its
deri;ati;es are a""o:ed to 3e raised to an8 2o:er ,other than $- in a "inear equationT9 the

!
!

su3stitutions yL @ & and yP @ &L :i"" sti"" reduce this to a first(order equation9 since the
;aria3"e y does not e12"icit"8 a22ear. The differentia" equation is transfor*ed into

:hich is se2ara3"eD

Since yL @ &9 integrating gi;es

No: a22"8 the initia" conditions to deter*ine the constants c $ and c %.

.ecause c $ @ $9 the first condition then i*2"ies c % @ $ a"so. Thus the so"ution of this I6! ,at "east
for x E F$- is

:hose gra2h is sho:n in Figure .

!
"



Figure 1
T82e %D Second(order non"inear equations :ith the inde2endent ;aria3"e *issing. )ere/s an
e1a*2"e of such an equationD

The defining characteristic is thisD The inde2endent ;aria3"e9 x9 does not e12"icit"8 a22ear in the
equation.
The *ethod for reducing the order of these second(order equations 3egins :ith the sa*e
su3stitution as for T82e $ equations9 na*e"89 re2"acing yL 38 &. .ut instead of si*2"8 :riting yP
as &L9 the tricC here is to e12ress yP in ter*s of a first deri;ati;e &ith respect to y. This is
acco*2"ished using the chain ru"eD

Therefore9

This su3stitution9 a"ong :ith yL @ &9 :i"" reduce a T82e % equation to a first(order equation
for &. Once & is deter*ined9 integrate to find y.
Example 4D So";e the differentia" equation


"
#

The su3stitutions yL @ & and yP @ &, d&#dy- tranfor* this second(order equation for y into the
fo""o:ing first(order equation for &D

Therefore9

The state*ent & @ & *eans yL @ &9 and thus y @ c is a so"ution for an8 constant c. The second
state*ent is a se2ara3"e equation9 and its so"ution 2roceeds as fo""o:sD

No:9 since & @ dy#dx9 this "ast resu"t 3eco*es

:hich gi;es the genera" so"ution9 e12ressed i*2"icit"8 as fo""o:sD

"
1


Therefore9 the co*2"ete so"ution of the gi;en differentia" equation is

T(pe 32 8e'ond1order %omogeneous linear e&uations /%ere one ,non9er- solution is
:no/n7 So*eti*es it is 2ossi3"e to deter*ine a so"ution of a second(order differentia" equation
38 ins2ection9 :hich usua""8 a*ounts to successfu" tria" and error :ith a fe: 2articu"ar"8 si*2"e
functions. For e1*2"e9 8ou *ight discoer that the si*2"e function y @ x is a so"ution of the
equation

or that y @ e
x
satisfies the equation

Of course9 tria" and error is not the 3est :a8 to so";e an equation9 3ut if 8ou are "ucC8 ,or
2racticed- enough to actua""8 disco;er a so"ution 38 ins2ection9 8ou shou"d 3e re:arded.
If one ,nonIero- so"ution of a ho*ogeneous second(order equation is Cno:n9 there is a
straightfor:ard 2rocess for deter*ining a second9 "inear"8 inde2endent so"ution9 :hich can
then 3e co*3ined :it the first one to gi;e the genera" so"ution. Let y $ denote the function 8ou
Cno: is a so"ution. Then "et y @ y $ , x-9 :here is a function ,as 8et unCno:n-.
Su3stitute y @ y $ into the differentia" equation and deri;e a second(order equation for. This
:i"" turn out to 3e T82e $ equation for ,3ecause the de2endent ;aria3"e9 9 :i"" not e12"icit"8
a22ear-. Use the technique descri3ed ear"ier to so";e for the function < then su3stitute into the
e12ression y @ y $ to gi;e the desired second so"ution.
Example 5D Mi;e the genera" so"ution of the differentia" equation

As *entioned a3o;e9 it is eas8 to disco;er the si*2"e so"ution y @ x. Denoting this Cno:n
so"ution 38 y $9 su3stitute y @ y $ @ x into the gi;en differentia" equation and so";e for .
If y @ x9 then the deri;ati;es are



"
2


Su3stitution into the differentia" equation 8ie"ds

Note that this resu"ting equation is a T82e $ equation for ,3ecause the de2endent ;aria3"e9 9
does not e12"icit"8 a22ear-. So9 "etting L @ & and B @ &L9 this second(order equation
for 3eco*es the fo""o:ing first(order eqution for &D

The integrating factor for this standard first(order "inear equation is

and *u"ti2"8ing 3oth sides of ,`- 38 a @ x gi;es

Ignore the constant c and integrate to reco;er D

4u"ti2"8 this 38 y $ to o3tain the desired second so"ution9


"
3

The genera" so"ution of the origina" equation is an8 "inear co*3ination of y $ @ x and y % @ x In
U xUD

This agrees :ith the genera" so"ution that :ou"d 3e found if this 2ro3"e* :ere attacCed using
the *ethod for so";ing an equidi*ensiona" equation.
Example 6D Deter*ine the genera" so"ution of the fo""o:ing differentia" equation9 gi;en that it is
satisfied 38 the function y @ e
x
D

Denoting the Cno:n so"ution 38 y $ su3stitute y @ y $ L @ e
x
into the differentia" equation.
Zith y @ e
x
u 9 the deri;ati;es are

Su3stitution into the gi;en differentia" equation 8ie"ds

:hich si*2"ifies to the fo""o:ing T82e $ second(order equation for D

Letting L @ &9 then re:riting the equation in standard for*9 8ie"ds

The integrating factor in this case is

4u"ti2"8ing 3oth sides of ,`- 38 a a @ e
x
R x 8ie"ds

"
4


Ignore the constant c and integrate to reco;er D

4u"ti2"8 this 38 y $ to o3tain the desired second so"ution9

The genera" so"ution of the origina" equation is an8 "inear co*3ination of y $ and y %









"
5

Constant Coefficients
The genera" second(order ho*ogeneous "inear differentia" equation has the for*

If a, x-9 b, x-9 and c, x- are actua""8 constants9 a, x- V a X &9 b, x- V b9 c, x- V c9 then the equation
3eco*es si*2"8

This is the genera" second(order ho*ogeneous "inear equation /it% 'onstant 'oeffi'ients.
Theore* A a3o;e sa8s that the genera" so"ution of this equation is the genera" "inear
co*3ination of an8 t:o "inear"8 inde2endent so"utions. So ho: are these t:o "inear"8
inde2endent so"utions foundH The fo""o:ing e1a*2"e :i"" i""ustrate the funda*enta" idea.
Example 1D So";e the differentia" equation yP ^ yL ^ % y @ &.
The tricC is to su3stitute y @ e
mx
, m a constant- into the equation< 8ou :i"" see short"8 :h8 this
a22roach :orCs. If y @ e
mx
9 then yL @ me
mx
and yP @ m
%
e
mx
9 so the differentia" equation
3eco*es

The ter* e
mx
can 3e factored out and i**ediate"8 cance"ed ,since e
mx
ne;er equa"s Iero-D

This quadratic 2o"8no*ia" equation can 3e so";ed 38 factoringD

No:9 reca"" that the so"ution 3egan 38 :riting y @ e
mx
. Since the ;a"ues of m ha;e no: 3een
found m @ F$9 m @ %-9 3oth are so"utions. Since these functions are

"
6

"inear"8 inde2endent ,neither is a constant *u"ti2"e of the other-9 Theore* A sa8s that the
genera" "inear co*3ination

is the genera" so"ution of the differentia" equation.
Note carefu""8 that the so"ution of the ho*ogeneous differentia" equation

de2ends entire"8 on the roots of the auxiliar( pol(nomial equation that resu"ts fro*
su3stituting y @ e
mx
and then cance"ing out the e
mx
ter*. Once the roots of this au1i"iar8
2o"8no*ia" equation are found9 8ou can i**ediate"8 :rite do:n the genera" so"ution of the
gi;en differentia" equation. A"so note that a second(order "inear ho*ogeneous differentia"
equation :ith constant coefficients :i"" a":a8s gi;e rise to a second(degree au1i"iar8 2o"8no*ia"
equation9 that is9 to a "uadratic 2o"8no*ia" equation.
The roots of an8 quadratic equation

are gi;en 38 the fa*ous &uadrati' formula

The quantit8 under the square root sign9 b
%
^ 0 ac9 is ca""ed the dis'riminant of the equation9
and its sign deter*ines the nature of the roots. There are e1act"8 three cases to consider.
Case *( The discriminant is positie$
In this case9 the roots are rea" and distinct. If the t:o roots are denoted m $ and m %9 then the
genera" so"ution of the differentia" equation is

Case +( The discriminant is %ero$

"

In this case9 the roots are rea" and identica"< that is9 the 2o"8no*ia" equation has a dou3"e
,re2eated- root. If this dou3"e root is denoted si*2"8 38 m9 then the genera" so"ution of the
differentia" equation is

Case 1( The discriminant is ne!atie$
In this case9 the roots are distinct conKugate co*2"e1 nu*3ers9 r e si. The genera" so"ution of
the differentia" equation is then

So here/s the 2rocessD Mi;en a second(order ho*ogeneous "inear differentia" equation :ith
constant coefficients , a X &-9

i**ediate"8 :rite do:n the corres2onding au1i"iar8 quadratic 2o"8no*ia" equation

,found 38 si*2"8 re2"acing yP 38 m
%
9 yL 38 m9 and y 38 $-. Deter*ine the roots of this quadratic
equation9 and then9 de2ending on :hether the roots fa"" into 5ase $9 5ase %9 or 5ase 39 :rite
the genera" so"ution of the differentia" equation according to the for* gi;en for that 5ase.
Example 2D So";e the differentia" equation yP G 3 yL ^ $& y @ &.
The au1i"iar8 2o"8no*ia" equation is

:hose roots are rea" and distinctD

This 2ro3"e* fa""s into 5ase $9 so the genera" so"ution of the differentia" equation is

"
!


Example 3D Mi;e the genera" so"ution of the differentia" equation yP ^ % yL G y @ &.
The au1i"iar8 2o"8no*ia" equation is

:hich has a dou3"e rootD

This 2ro3"e* fa""s into 5ase %9 so the genera" so"ution of the differentia" equation is

Example 4D So";e the differentia" equation yP ^ ' yL G % y @ &.
The au1i"iar8 quadratic equation is

:hich has distinct conKugate co*2"e1 rootsD

This 2ro3"e* fa""s into 5ase 39 so the genera" so"ution of the differentia" equation is

Example 5D So";e the I6!


"
"

First9 re:rite the differentia" equation in standard for*D

Ne1t9 for* the au1i"iar8 2o"8no*ia" equation

and deter*ine its rootsD

Since the roots are rea" and distinct9 this 2ro3"e* fa""s into 5ase $9 and the genera" so"ution of
the differentia" equation is therefore

A"" that re*ains is to use the t:o gi;en initia" conditions to deter*ine the ;a"ues of the
constants c $ and c %D

These t:o equations for c $ and c % can 3e so";ed 38 first adding the* to 8ie"d

then su3stituting c $ @ % 3acC into either equation to find c % @ F$.
Fro* ,`-9 the so"ution of the gi;en I6! is therefore




1
#
#

"inear Co#+inations/ "inear Independence
Second(order differentia" equations in;o";e the second deri;ati;e of the unCno:n function
,and9 quite 2ossi3"89 the first deri;ati;e as :e""- 3ut no deri;ati;es of higher order. For near"8
e;er8 second(order equation encountered in 2ractice9 the genera" so"ution :i"" contain t:o
ar3itrar8 constants9 so a second(order I6! *ust inc"ude t:o initia" conditions.
Mi;en t:o functions y $, x- and y %, x-9 an8 e12ression of the for*

:here c $ and c % are constants9 is ca""ed a linear combination of y $ and y %. For e1a*2"e9 if y $ @
e
x
and y % @ x
%
9 then

are a"" 2articu"ar "inear co*3inations of y $ and y %. So the idea of a "inear co*3ination of t:o
functions is thisD 4u"ti2"8 the functions 38 :hate;er constants 8ou :ish< then add the 2roducts.
Example 1D Is y @ % x a "inear co*3ination of the functions y $ @ x and y % @ x
%
H
An8 e12ression that can 3e :ritten in the for*

is a "inear co*3ination of x and x
%
. Since y @ % x fits this for* 38 taCing c $ @ % and c % @o9 y @ % x
is indeed a "inear co*3ination of x and x
%
.
Example 2D 5onsider the three functions y $ @ sin x, y % @ cos x9 and y 3 @ sin, x G $-. Sho: that y 3
is a "inear co*3ination of y $ and y %.
The addition for*u"a for the since function sa8s

Note that this fits the for* of a "inear co*3ination of sin x and cos x9

38 taCing c $ @ cos $ and c % @ sin $.

1
#
1

Example 3D 5an the function y @ x
3
3e :ritten as a "inear co*3ination of the functions y $ @ x
and y % @ x
%
H
If the ans:er :ere 8es9 then there :ou"d 3e constants c $ and c % such that the equation

ho"ds true for all ;a"ues of x. Letting x @ $ in this equation gi;es

and "etting x @ F$ gi;es

Adding these "ast t:o equations gi;es & @ % c %9 so c % @ &. And since c % @ &9 c $ *ust equa" $.
Thus9 the genera" "inear co*3ination ,`- reduces to

:hich c"ear"8 does not ho"d for a"" ;a"ues of x. Therefore9 it is not 2ossi3"e to :rite y @ x
3
as a
"inear co*3ination of y $ @ x and y % @ x
%
.
One *ore definitionD T:o functions y $ and y % are said to 3e linearl( independent if neither
function is a constant *u"ti2"e of the other. For e1a*2"e9 the functions y $ @ x
3
and y % @ x
3

are not "inear"8 inde2endent ,the8/re linearl( dependent-9 since y % is c"ear"8 a constant *u"ti2"e
of y $. 5hecCing that t:o functions are de2endent is eas8< checCing that the8/re inde2endent
taCes a "itt"e *ore :orC.
Example 4D Are the functions y $, x- @ sin x and y %, x- @ cos x "inear"8 inde2endentH
If the8 :eren/t9 then y $ :ou"d 3e a constant *u"ti2"e of y %< that is9 the equation

:ou"d ho"d for so*e constant c and for a"" x. .ut su3stituting x @ gR%9 for e1a*2"e9 8ie"ds the
a3surd state*ent $ @ &. Therefore9 the a3o;e equation cannot 3e trueD y $ @ sin x is not a
constant *u"ti2"e of y % @ cos x< thus9 these functions are indeed "inear"8 inde2endent.


1
#
2

Example 5D Are the functions y $ @ e
x
and y % @ x "inear"8 inde2endentH
If the8 :eren/t9 then y $ :ou"d 3e a constant *u"ti2"e of y %< that is9 the equation

:ou"d ho"d for so*e constant c and for a"" x. .ut this cannot ha22en9 since su3stituting x @ &9
for e1a*2"e9 8ie"ds the a3surd state*ent $ @ &. Therefore9 y $ @ e
x
is not a constant *u"ti2"e of y
% @ x< these t:o functions are "inear"8 inde2endent.
Example 6D Are the functions y $ @ xe
x
and y % @ e
x
"inear"8 inde2endentH
A hast8 conc"usion *ight 3e to sa8 no 3ecause y $ is a *u"ti2"e of y %. .ut y $ is not a constant
*u"ti2"e of y %9 so these functions tru"8 are inde2endent. ,pou *a8 find it instructi;e to 2ro;e
the8/re inde2endent 38 the sa*e Cind of argu*ent used in the 2re;ious t:o e1a*2"es.-














1
#
3

Second-Order "inear Equations
The order of a differentia" equation is the order of the highest deri;ati;e a22earing in the
equation. Thus9 a second(order differentia" equation is one that in;o";es the second deri;ati;e
of the unCno:n function 3ut no higher deri;ati;es.
A second(order linear differentia" equation is one that can 3e :ritten in the for*

:here a, x- is not identica""8 Iero. SFor if a, x- :ere identica""8 Iero9 then the equation rea""8
:ou"dn/t contain a second(deri;ati;e ter*9 so it :ou"dn/t 3e a second(order equation.T If a, x- X
&9 then 3oth sides of the equation can 3e di;ided through 38 a, x- and the resu"ting equation
:ritten in the for*

It is a fact that as "ong as the functions p9 "9 and r are continuous on so*e inter;a"9 then the
equation :i"" indeed ha;e a so"ution ,on that inter;a"-9 :hich :i"" in genera" contain t&o
ar3itrar8 constants ,as 8ou shou"d e12ect for the genera" so"ution of a second(order differentia"
equation-. Zhat :i"" this so"ution "ooC "iCeH There is non e12"icit for*u"a that :i"" gi;e the
so"ution in a"" cases9 on"8 ;arious *ethods that :orC de2ending on the 2ro2erties of the
coefficient functions p9 "9 and r. .ut there is so*ething definiti;e J and ;er8 i*2ortant J that
can 3e said a3out second(order "inear equations.










1
#
4

Applications of First-Order Equations
.rt%ogonal tra;e'tories7 The ter* ort%ogonal *eans perpendicular9 and tra;e'tor( *eans path
or crue. .rt%ogonal tra;e'tories< therefore9 are t:o fa*i"ies of cur;es that a":a8s intersect
2er2endicu"ar"8. A 2air of intersecting cur;es :i"" 3e 2er2endicu"ar if the 2roduct of their s"o2es
is F$9 that is9 if the s"o2e of one is the negaN;e reci2roca" of the s"o2e of the other. Since the
s"o2e of a cur;e is gi;en 38 the deri;ati;e9 t:o fa*i"es of cur;es > $, x9 y9 c- @ & and > %, x9 y9 c- @ &
,:here c is a 2ara*eter- :i"" 3e orthogona" :here;er the8 intersect if

Example 1D The e"ectrostatic fie"d created 38 a 2ositi;e 2oint charge is 2ictured as a co""ection
of straight "ines :hich radiate a:a8 fro* the charge ,Figure -. Using the fact that the
e"uipotentials ,surfaces of constant e"ectric 2otentia"- are orthogona" the e"ectric fie"d "ines9
deter*ine the geo*etr8 of the equi2otenitia"s of a 2oint charge.



Figure 1
If the origin of an xy coordinate s8ste* is 2"aced at the charge9 then the e"ectric fie"d "ines can
3e descri3ed 38 the fa*i"8

The first ste2 in deter*ining the orthogona" traKectories is to o3tain an e12ression for the s"o2e
of the cur;es in this fa*i"8 that does not in;o";e the 2ara*eter c. In the 2resent case9

1
#
5


The differentia" equation descri3ing the orthogona" traKectories is therefore

since the right(hand side of ,``- is the negati;e reci2roca" of the right(hand side of ,`-. .ecause
this equation is se2ara3"e9 the so"ution can 2roceed as fo""o:sD

:here c
%
@ % cL.
The equi2otentia" "ines ,that is9 the intersection of the equi2otentia" surfaces :ith an8 2"ane
containing the charge- are therefore the fa*i"8 of circ"es x
%
G y
%
@ c
%
centered at the origin.
The equi2otentia" and e"ectric fie"d "ines for a 2oint charge are sho:n in Figure %.




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6

Figure 2
Example 22 Deter*ine the orthogona" traKectories of the fa*i"8 of circ"es x
%
G , y F c-
%
@ c
%

tangent to the x a1is at the origin.
The first ste2 is to deter*ine an e12ression for the s"o2e of the cur;es in this fa*i"8 that does
not in;o";e the 2ara*eter c. .8 i*2"icit differentiation9

To e"i*inate c9 note that

The e12ression for dy#dx *a8 no: 3e :ritten in the for*

Therefore9 the differentia" equation descri3ing the orthogona" traKectories is

since the right(hand side of ,``- is the negati;e reci2roca" of the right(hand side of ,`-.
If equation ,``- is :ritten in the for*

note that it is not e1act ,since M y @ % y 3ut N x @ F% y-. )o:e;er9 3ecause

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#

is a function of x a"one9 the differentia" equation has

as an integrating factor. After *u"ti2"8ing through 38 a @ x
F%
9 the differentia" equation
descri3ing the desired fa*i"8 of orthogona" traKectories 3eco*es

:hich is no: e1act ,3ecause M y @ % x
F%
y @ N x -. Since

And

the so"ution of the differentia" equation is

,The reason the constant :as :ritten as F% c rather than as c :i"" 3e a22arent in the fo""o:ing
ca"cu"ation.- Zith a "itt"e a"ge3ra9 the equation for this fa*i"8 *a8 3e re:rittenD

This sho:s that the orthogona" traKectories of the circ"es tangent to the x a1is at the origin are
the circ"es tangent to the y a1is at the originq See Figure 3.

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Figure 3
=adioa'ti$e de'a(7 So*e nuc"ei are energetica""8 unsta3"e and can s2ontaneous"8 transfor*
into *ore sta3"e for*s 38 ;arious 2rocesses Cno:n co""ecti;e"8 as radioa'ti$e de'a(7 The rate
at :hich a 2articu"ar radioacti;e sa*2"e :i"" deca8 de2ends on the identit8 of the sa*2"e.
Ta3"es ha;e 3een co*2i"ed :hich "ist the ha"f("i;es of ;arious radioisoto2es. The %alf1life is the
a*ount of ti*e required for one(ha"f the nuc"ei in a sa*2"e of the isoto2e to deca8< therefore9
the shorter the ha"f("ife9 the *ore ra2id the deca8 rate.
The rate at :hich a sa*2"e deca8s is 2ro2ortiona" to the a*ount of the sa*2"e 2resent.
Therefore9 if x(t) denotes the a*ount of a radioacti;e su3stance 2resent at ti*e t9 then

,The rate dxR dt is negati;e9 since x is decreasing.- The 2ositi;e constant 3 is ca""ed the rate
'onstant for the 2articu"ar radioisoto2e. The so"ution of this se2ara3"e first(order equation is
:here x o denotes the a*ount of su3stance 2resent at ti*e t @ &. The gra2h
of this equation ,Figure 0- is Cno:n as the exponential de'a( 'ur$e2

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"


Figure 4
The re"ationshi2 3et:een the ha"f("ife ,denoted T $R%- and the rate constant 3 can easi"8 3e
found. Since9 38 definition9 x @ d x ' at t @ T $R%9 ,`- 3eco*es

.ecause the ha"f("ife and rate constant are in;erse"8 2ro2ortiona"9 the shorter the ha"f("ife9 the
greater the rate constant9 and9 consequent"89 the *ore ra2id the deca8.
=adio'ar)on dating is a 2rocess used 38 anthro2o"ogists and archaeo"ogists to esti*ate the age
of organic *atter ,such as :ood or 3one-. The ;ast *aKorit8 of car3on on earth is
nonradioacti;e car3on($% ,
$%
5-. )o:e;er9 cos*ic ra8s cause the for*ation of 'ar)on114 ,
$0
5-9
a radioacti;e isoto2e of car3on :hich 3eco*es incor2orated into "i;ing 2"ants ,and therefore
into ani*a"s- through the intaCe of radioacti;e car3on dio1ide ,
$0
5O %-. Zhen the 2"ant or
ani*a" dies9 it ceases its intaCe of car3on($09 and the a*ount 2resent at the ti*e of death
3egins to decrease ,since the
$0
5 deca8s and is not re2"enished-. Since the ha"f("ife of
$0
5 is
Cno:n to 3e 73& 8ears9 38 *easuring the concentration of
$0
5 in a sa*2"e9 its age can 3e
deter*ined.
Example 32 A frag*ent of 3one is disco;ered to contain %&r of the usua"
$0
5 concentration.
Esti*ate the age of the 3one.
The re"ati;e a*ount of
$0
5 in the 3one has decreased to %&r of its origina" ;a"ue ,that is9 the
;a"ue :hen the ani*a" :as a"i;e-. Thus9 the 2ro3"e* is to ca"cu"ate the ;a"ue of t at :hich x, t-
@ &.%& x o ,:here x @ the a*ount of
$0
5 2resent-. Since

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the e12onentia" deca8 equation ,`- sa8s


4e/ton6s La/ of 0ooling7 Zhen a hot o3Kect is 2"aced in a coo" roo*9 the o3Kect dissi2ates heat
to the surroundings9 and its te*2erature decreases. 4e/ton6s La/ of 0ooling states that the
rate at :hich the o3Kect/s te*2erature decreases is 2ro2ortiona" to the difference 3et:een the
te*2erature of the o3Kect and the a*3ient te*2erature. At the 3eginning of the co""ing
2rocess9 the difference 3et:een these te*2eratures is greatest9 so this is :hen the rate of
te*2erature decrease is greatest. )o:e;er9 as the o3Kect coo"s9 the te*2erature difference
gets s*a""er9 and the coo"ing rate decreases< thus9 the o3Kect coo"s *ore and *ore s"o:"8 as
ti*e 2asses. To for*u"ate this 2rocess *athe*atica""89 "et T, t- denote the te*2erature of the
o3Kect at ti*e t and "et T s denote the ,essentia""8 constant- te*2erature of the surroundings.
Ne:ton/s La: of 5oo"ing then sa8s

Since T s \ T ,that is9 since the roo* is coo"er than the o3Kect-9 T decreases9 so the rate of
change of its te*2erature9 dT#dt9 is necessari"8 negati;e. The so"ution of this se2ara3"e
differentia" equation 2roceeds as fo""o:sD


1
1
1

Example 42 A cu2 of coffee ,te*2erature @ $#&sF- is 2"aced in a roo* :hose te*2erature is
7&sF. After fi;e *inutes9 the te*2erature of the coffee has dro22ed to $'&sF. )o: *an8 *ore
*inutes *ust e"a2se 3efore the te*2erature of the coffee is $3&sFH
Assu*ing that the coffee o3e8s Ne:ton/s La: of 5oo"ing9 its te*2erature T as a function of
ti*e is gi;en 38 equation ,`- :ith T s @ 7&D

.ecause T,&- @ $#&9 the ;a"ue of the constant of integration , c- can 3e e;a"uatedD

Further*ore9 since infor*ation a3out the coo"ing rate is 2ro;ided , T @ $'& at ti*e t @
*inutes-9 the coo"ing constant 3 can 3e deter*inedD

Therefore9 the te*2erature of the coffee t *inutes after it is 2"aced in the roo* is

No:9 setting T @ $3& and so";ing for t 8ie"ds


1
1
2

This is the total a*ount of ti*e after the coffee is initia""8 2"aced in the roo* for its
te*2erature to dro2 to $3&sF. Therefore9 after :aiting fi;e *inutes for the coffee to coo" fro*
$#&sF to $'&sF9 it is necessar8 to then :ait an additiona" se;en *inutes for it to coo" do:n to
$3&sF.
8:(di$ing7 Once a sC8 di;er Ku*2s fro* an air2"ane9 there are t:o forces that deter*ine her
*otionD the 2u"" of the earth/s gra;it8 and the o22osing force of air resistance. At high s2eeds9
the strength of the air resistance force ,the dra! force- can 3e e12ressed as 3
%
9 :here is the
s2eed :ith :hich the sC8 di;er descends and 3 is a 2ro2ortiona"it8 constant deter*ined 38 such
factors as the di;er/s cross(sectiona" area and the ;iscosit8 of the air. Once the 2arachute
o2ens9 the descent s2eed decreases great"89 and the strength of the air resistance force is gi;en
38 4.
Ne&ton5s ,econd 6a& states that if a net force F net acts on an o3Kect of *ass m9 the o3Kect :i""
e12erience an acce"aration a gi;en 38 the si*2"e equation

Since the acce"eration is the ti*e deri;ati;e of the ;e"ocit89 this "a: can 3e e12ressed in the
for*

In the case of a sC8 di;er initia""8 fa""ing :ithout a 2arachute9 the drag force is F drag @ 3
%
9 and
the equation of *otion ,`- 3eco*es

or *ore si*2"89

:here b @ 3#m. SThe "etter ! denotes the ;a"ue of the !raitational acceleration9 and m! is the
force due to gra;it8 acting on the *ass m ,that is9 m! is its :eight-. Near the surface of the
earth9 ! is a22ro1i*ate"8 #.+ *eters 2er second
%
.T Once the sC8 di;er/s descent s2eed reaches
@

1
1
3

the 2receding equation sa8s dR dt @ &< that is9 sta8s constant. This occurs :hen the s2eed is
great enough for the force of air resistance to 3a"ance the :eight of the sC8 di;er< the net force
and ,consequet"8- the acce"eration dro2 to Iero. This constant descent ;e"ocit8 is Cno:n as the
terminal $elo'it(7 For a sC8 di;er fa""ing in the s2read(eag"e 2osition :ithout a 2arachute9 the
;a"ue of the 2ro2ortiona"it8 constant 3 in the drag equation F drag @ 3
%
is a22ro1i*ate"8 [
CgR*. Therefore9 if the sC8 di;er has a tota" *ass of 7&Cg ,:hich corres2onds to a :eight of
a3out $& 2ounds-9 her ter*ina" ;e"ocit8 is

or a22ro1i*ate"8 $%& *i"es 2er hour.
Once the 2arachute o2ens9 the air resistance force 3eco*es F air resist @ 49 and the equation of
*otion ,`- 3eco*es

or *ore si*2"89

:here / @ 4#m. Once the 2arachutist/s descent s2eed s"o:s to @ !#/ @ m!#49 the 2receding
equation sa8s d#dt @ &< that is9 sta8s constant. This occurs :hen the s2eed is "o: enough for
the :eight of the sC8 di;er to 3a"ance the force of air resistance< the net force and
,consequent"8- the acce"eration reach Iero. Again9 this constant descent ;e"ocit8 is Cno:n as
the terminal elocity. For a sC8 di;er fa""ing &ith a 2arachute9 the ;a"ue of the 2ro2ortiona"it8
constant 4 in the equation F air resist @ 4 is a22ro1i*ate"8 $$& CgRs. Therefore9 if the sC8 di;er
has a tota" *ass of 7& Cg9 the ter*ina" ;e"ocit8 ,:ith the 2arachute o2en- is on"8

:hich is a3out $0 *i"es 2er hour. Since it is safer to hit the ground :hi"e fa""ing at a rate of $0
*i"es 2er hour rather than at $%& *i"es 2er hour9 sC8 di;ers use 2arachutes.

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1
4

Example 52 After a free(fa""ing sC8 di;er of *ass m reaches a constant ;e"ocit8 of $9 her
2arachute o2ens9 and the resu"ting air resistance force has strength 4. Deri;e an equation for
the s2eed of the sC8 di;er t seconds after the 2arachute o2ens.
Once the 2arachute o2ens9 the equation of *otion is

:here / @ 4#m. The 2ara*eter that :i"" arise fro* the so"ution of this first(order differentia"
equation :i"" 3e deter*ined 38 the initia" condition ,&- @ $ ,since the sC8 di;er/s ;e"ocit8 is $
at the *o*ent the 2arachute o2ens9 and the Ac"ocCB is reset to t @ & at this instant-. This
se2ara3"e equation is so";ed as fo""o:sD


No:9 since ,&- @ $ = ! ^ / $ @ c9 the desired equation for the sC8 di;er/s s2eed t seconds
after the 2arachute o2ens is

Note that as ti*e 2asses ,that is9 as t increases-9 the ter* e
F, 4#m)t
goes to Iero9 so ,as e12ected-
the 2arachutist/s s2eed s"o:s to m!#49 :hich is the ter*ina" s2eed :ith the 2arachute o2en.


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5

Applications of Second-Order Equations
8:(di$ing7 The 2rinci2a" quantities used to descri3e the *otion of an o3Kect are 2osition , s-9
;e"ocit8 , -9 and acce"eration , a-. Since ;e"ocit8 is the ti*e deri;ati;e of the 2osition9 and
acce"eration is the ti*e deri;ati;e of the ;e"ocit89 acce"eration is the second ti*e deri;ati;e of
the 2osition. Therefore9 the 2osition function s, t- for a *o;ing o3Kect can 3e deter*ined 38
:riting Ne:ton/s Second La:9 F net @ ma9 in the for*

and so";ing this second(order differentia" equation for s.
Spou *a8 see the deri;ati;e :ith res2ect to ti*e re2resented 38 a dot. For e1a*2"e9 ,A s dotB-
denotes the first deri;ati;e of s :ith res2ect to t9 and ,A s dou3"e dotB- denotes the second
deri;ati;e of s :ith res2ect tot. The dot notation is used on"8 for deri;ati;es :ith res2ect
to time.T
Example 12 A sC8 di;er ,*ass m- fa""s "ong enough :ithout a 2arachute ,so the drag force has
strength 3
%
- to reach her first ter*ina" ;e"ocit8 ,denoted $-. Zhen her 2arachute o2ens9the
air resistance force has strength4. At :hat *ini*u* a"titude *ust her 2arachute o2en so that
she s"o:s to :ithin $r of her ne: ,*uch "o:er- ter*ina" ;e"ocit8 , %- 38 the ti*e she hits the
groundH
Let y denote the ;ertica" distance *easured do:n:ard for* the 2oint at :hich her 2arachute
o2ens ,:hich :i"" 3e designated ti*e t @ &-. Then Ne:ton/s Second La: , F net @ ma-
3eco*es m! ^ 4 @ ma9 or9 since @ and a @ 9

This situation is therefore descri3ed 38 the I6!


1
1
6

The differentia" equation is second(order "inear :ith constant coefficients9 and its
corres2onding ho*ogeneous equation is

:here / @ 4#m. The au1i"iar8 2o"8no*ia" equation9 r
%
@ /r @ &9 has r @ & and r @ F/ as roots.
Since these are rea" and distinct9 the genera" so"ution of the corres2onding ho*ogeneous
equation is

The gi;en nonho*ogeneous equation has 8 @ , m!#4- t as a 2articu"ar so"ution9 so its genera"
so"ution is

No:9 to a22"8 the initia" conditions and e;a"uate the 2ara*eters c $ and c %D

These t:o equations i*2"8

Once these ;a"ues are su3stituted into ,`-9 the co*2"ete so"ution to the I6! can 3e :ritten as

The deri;ati;e of this e12ression gi;es the ;e"ocit8 of the sC8 di;er t seconds after the
2arachute o2ensD

1
1

The question asCs for the *ini*u* a"titude at :hich the sC8 di;er/s 2arachute *ust 3e o2en in
order to "and at a ;e"ocit8 of ,$.&$- %. Therefore9 set equa" to ,$.&$- % in equation ,```- and
so";e for t7 then su3stitute the resu"t into ,``- to find the desired a"titude. O*itting the *ess8
detai"s9 once the e12ression in ,```- is set equa" to ,$.&$- %9 the ;a"ue of t is found to 3e

and su3stituting this resu"t into ,``- 8ie"ds



To e;a"uate the nu*erica" ans:er9 the fo""o:ing ;a"ues are usedD
*ass of sC8 di;erD m @ 7& Cg

gra;itationa" acce"erationD ! @ #.+ *Rs
%


air resistance 2ro2ortiona"it8 constantD 4 @ $$& CgRs
ter*ina" ;e"ocit8 :ithout 2arachuteD

1
1
!

ter*ina" ;e"ocit8 :ith 2arachuteD


These su3stitutions gi;e a descent ti*e t Sthe ti*e inter;a" 3et:een the 2arachute o2ening to
the 2oint :here a s2eed of ,$.&$- % is attainedT of a22ro1i*ate"8 0.% seconds9 and a *ini*u*
a"titude at :hich the 2arachute *ust 3e o2ened of y t *eters ,a "itt"e higher than $+& feet-.
8imple %armoni' motion7 5onsider a s2ring fastened to a :a""9 :ith a 3"ocC attached to its free
end at rest on an essentia""8 friction"ess horiIonta" ta3"e. The 3"ocC can 3e set into *otion 38
2u""ing or 2ushing it fro* its origina" 2osition and then "etting go9 or 38 striCing it ,that is9 38
gi;ing the 3"ocC a nonIero initia" ;e"ocit8-. The force e1erted 38 the s2ring Cee2s the 3"ocC
osci""ating on the ta3"eto2. This is the 2rotot82ica" e1a*2"e ofsimple %armoni' motion.
The force e1erted 38 a s2ring is gi;en 38 8oo3e5s 6a&< this states that if a s2ring is stretched or
co*2ressed a distance x fro* its natura" "ength9 then it e1erts a force gi;en 38 the equation

The 2ositi;e constant 3 is Cno:n as the sprin! constant and is direct"8 rea"ted to the s2ring/s
stiffnessD The stiffer the s2ring9 the "arger the ;a"ue of 3. The *inus sign i*2"ies that :hen the
s2ring is stretched ,so that x is 2ositi;e-9 the s2ring 2u""s 3acC ,3ecause F is negati;e-9 and
con;erse"89 :hen the s2ring is co*2ressed ,so that x is negati;e-9 the s2ring 2ushes out:ard
,3ecause F is 2ositi;e-. Therefore9 the s2ring is said to e1ert arestorin! force9 since it a":a8s
tries to restore the 3"ocC to its e"uilibrium 2osition ,the 2osition :here the s2ring is neither
stretched nor co*2ressed-. The restoring force here is 2ro2ortiona" to the dis2"ace*ent , F @
F3x u x-9 and it is for this reason that the resu"ting periodi' ,regu"ar"8 re2eating- *otion is
ca""ed simple harmonic.
Ne:ton/s Second La: can 3e a22"ied to this s2ring(3"ocC s8ste*. Once the 3"ocC is set into
*otion9 the on"8 horiIonta" force that acts on it is the restoring force of the s2ring. Therefore9
the equation

or

1
1
"


This is a ho*ogeneous second(order "inear equation :ith constant coefficients. The au1i"iar8
2o"8no*ia" equation is 9 :hich has distinct conKugate co*2"e1
roots Therefore9 the genera" so"ution of this differentia" equation is

This e12ression gi;es the dis2"ace*ent of the 3"ocC fro* its equi"i3riu* 2osition ,:hich is
designated x @ &-.
Example 2D A 3"ocC of *ass $ Cg is attached to a s2ring :ith force constant NR*. It is
2u""ed
3
R $& * fro* its equi"i3riu* 2osition and re"eased fro* rest. O3tain an equation for its
2osition at an8 ti*e t< then deter*ine ho: "ong it taCes the 3"ocC to co*2"ete one c8c"e ,one
round tri2-.
A"" that is required is to ada2t equation ,`- to the 2resent situation. First9 since the 3"ocC is
re"eased fro* rest9 its intia" ;e"ocit8 is &D


Since c % @ &9 equation ,`- reduces to No:9 since x,&- @ G
3
R $&*9 the
re*aining 2ara*eter can 3e e;a"uatedD

Fina""89 since and Therefore9 the equation for the
2osition of the 3"ocC as a function of ti*e is gi;en 38


1
2
#

:here x is *easured in *eters fro* the equi"i3riu* 2osition of the 3"ocC. This function
is periodic9 :hich *eans it re2eats itse"f at regu"ar inter;a"s. The cosine and sine functions each
ha;e a 2eriod of %g9 :hich *eans e;er8 ti*e the argu*ent increases 38 %g9 the function
returns to its 2re;ious ;a"ue. ,Reca"" that if9 sa89 x @ cosf9 then f is ca""ed the argument of the
cosine function.- The argu*ent here is

R % t9 and

R % t :i"" increase 38 %g e;er8 ti*e t increases

38
0
R g. Therefore9 this 3"ocC :i"" co*2"ete one c8c"e9 that is9 return to its origina" 2osition
, x @
3
R $& *-9 e;er8 0Rg t %. seconds.
The "ength of ti*e required to co*2"ete one c8c"e ,one round tri2- is ca""ed the period of the
*otion ,and denoted 38 T.- It can 3e sho:n in genera" that for the s2ring(3"ocC osci""ator9

Note that the 2eriod does not de2end on :here the 3"ocC started9 on"8 on its *ass and the
stiffness of the s2ring. The *a1i*u* distance ,greatest dis2"ace*ent- fro* equi"i3riu* is
ca""ed the amplitude of the *otion. Therefore9 it *aCes no difference :hether the 3"ocC
osci""ates :ith an a*2"itude of % c* or $& c*< the 2eriod :i"" 3e the sa*e in either case. This is
one of the defining characteristics of si*2"e har*onic *otionD the 2eriod is inde2endent of the
a*2"itude.
Another i*2ortant characteristic of an osci""ator is the nu*3er of c8c"es that can 3e co*2"eted
2er unit ti*e< this is ca""ed the fre&uen'( of the *otion Sdenoted traditiona""8 38 ,the MreeC
"etter nu- 3ut "ess confusing"8 38 the "etter fT. Since the 2eriod s2ecifies the "ength of ti*e 2er
c8c"e9 the nu*3er of c8c"es 2er unit ti*e ,the frequenc8- is si*2"8 the reci2roca" of the
2eriodD f @ $R T. Therefore9 for the s2ring(3"ocC si*2"e har*onic osci""ator9

Frequenc8 is usua""8 e12ressed in hert% ,a33re;iated )I-< $ )I equa"s $ c8c"e 2er second.
The quantit8 v 3R m ,the coefficient of t in the argu*ent of the sine and cosine in the genera"
so"ution of the differentia" equation descri3ing si*2"e har*onic *otion- a22ears so often in
2ro3"e*s of this t82e that it is gi;en its o:n na*e and s8*3o". It is ca""ed the an!ular
fre"uency of the *otion and denoted 38 w ,the MreeC "etter o*ega-. Note that w @ %g f.
Damped os'illations. The s2ring(3"ocC osci""ator is an idea"iIed e1a*2"e of a friction"ess s8ste*.
In rea" "ife9 ho:e;er9 frictiona" ,or dissipatie- forces *ust 3e taCen into account9 2articu"ar"8 if

1
2
1

8ou :ant to *ode" the 3eha;ior of the s8ste* o;er a "ong 2eriod of ti*e. Un"ess the 3"ocC
s"ides 3acC and forth on a friction"ess ta3"e in a roo* e;acuated of air9 there :i"" 3e resistance
to the 3"ocC/s *otion due to the air ,Kust as there is for a fa""ing sC8 di;er-. This resistance :ou"d
3e rather s*a""9 ho:e;er9 so 8ou *a8 :ant to 2icture the s2ring(3"ocC a22aratus su3*erged in
a "arge container of c"ear oi". The ;iscosit8 of the oi" :i"" ha;e a 2rofound effect u2on the 3"ocC/s
osci""ations. The air ,or oi"- 2ro;ides a damping for'e9 :hich is 2ro2ortiona" to the ;e"ocit8 of
the o3Kect. ,Again9 reca"" the sC8 di;er fa""ing :ith a 2arachute. At the re"ati;e"8 "o: s2eeds
attained :ith an o2en 2arachute9 the force due to air resistance :as gi;en as 49 :hich is
2ro2ortiona" to the ;e"ocit8.-
Zith a restoring force gi;en 38 F 3x and a da*2ing force gi;en 38 F 4 ,the *inus sign *eans
that the da*2ing force o22oses the ;e"ocit8-9 Ne:ton/s Second La: , F net @ ma- 3eco*es
F 3x F 4 @ ma9 or9 since @ and a @ 9

This second(order "inear differentia" equation :ith constant coefficients can 3e e12ressed in the
*ore standard for*

The au1i"iar8 2o"8no*ia" equation is mr
%
G 4r G 3 @ &9 :hose roots are

The s8ste* :i"" e1hi3it 2eriodic *otion on"8 if these roots are distinct conKugate co*2"e1
nu*3ers9 3ecause on"8 then :i"" the genera" so"ution of the differentia" equation in;o";e the
2eriodic functions sine and cosine. In order for this to 3e the case9 the discri*inant 4
%
^
0 m3 *ust 3e negati;e< that is9 the da*2ing constant 4 *ust 3e s*a""< s2ecifica""89 it *ust 3e
"ess than % v m3 . Zhen this ha22ens9 the *otion is said to 3eunderdamped9 3ecause the
da*2ing is not so great as to 2re;ent the s8ste* fro* osci""ating< it Kust causes the a*2"itude
of the osci""ations to gradua""8 die out. SIf the da*2ing constant 4 is too great9 then the
discri*inant is nonnegati;e9 the roots of the au1i"iar8 2o"8no*ia" equation are rea" ,and
negati;e-9 and the genera" so"ution of the differentia" equation in;o";es on"8 deca8ing
e12onentia"s. This i*2"ies there :ou"d 3e no sustained osci""ations.T
In the underda*2ed case 9 the roots of the au1i"iar8 2o"8no*ia" equation can 3e
:ritten as

1
2
2



and consequent"89 the genera" so"ution of the defining differentia" equation is



Example 3D ,5o*2are to E1a*2"e %.- A 3"ocC of *ass $ Cg is attached to a s2ring :ith force
constant NR*. It is 2u""ed
3
R $&* fro* its equi"i3riu* 2osition and re"eased fro* rest. If
this s2ring(3"ocC a22aratus is su3*erged in a ;iscous f"uid *ediu* :hich e1erts a da*2ing
force of ^ 0 ,:here is the instantaneous ;e"ocit8 of the 3"ocC-9 sCetch the cur;e that
descri3es the 2osition of the 3"ocC as a function of ti*e.
The net force on the 3"ocC is 9 so Ne:ton/s Second La: 3eco*es

3ecause m @ $. Since the roots of the au1i"iar8 2o"8no*ia" equation9 9 are

the genera" so"ution of the differentia" equation is


.ecause the 3"ocC is re"eased fro* rest9 ,&- @ ,&- @ &D


1
2
3

This i*2"ies And9 since 9

Therefore9 and the equation that gi;es the 2osition of the 3"ocC as a
function of ti*e is

:here x is *easured in *eters fro* the equi"i3riu* 2osition of the 3"ocC.
This e12ression for the 2osition function can 3e re:ritten using the trigono*etric identit8 cos,u
^ x- @ cos u cos x G sin u sin x9 as fo""o:sD

The phase an!le9 y9 is defined here 38 the equations cos y @
3
R and sin y @
0
R 9 or9 *ore
3rief"89 as the first(quadrant ang"e :hose tangent is
0
R 3 ,it/s the "arger acute ang"e in a 3^0^
right triang"e-. The 2resence of the deca8ing e12onentia" factor e
F% t
in the equation for x, t-
*eans that as ti*e 2asses ,that is9 as t increases-9 the a*2"itude of the osci""ations gradua""8
dies out. See Figure .
Figure 1

1
2
4

The angu"ar frequenc8 of this 2eriodic *otion is the coefficient of t in the cosine9
9 :hich i*2"ies a 2eriod of

5o*2are this to E1a*2"e %9 :hich descri3ed the sa*e s2ring9 3"ocC9 and initia" conditions 3ut
:ith no da*2ing. The 2osition function there :as x @
3
R $& cos

R % t< it had constant a*2"itude9

an angu"ar frequenc8 of w @

R% radRs9 and a 2eriod of Kust

0
R g t %. seconds. Therefore9 not
on"8 does ,under- da*2ing cause the a*2"itude to gradua""8 die out9 3ut it a"so increases the
2eriod of the *otion. .ut this see*s reasona3"eD Da*2ing reduces the s2eed of the 3"ocC9 so it
taCes "onger to co*2"ete a round tri2 ,hence the increase in the 2eriod-. This :i"" a":a8s
ha22en in the case of underda*2ing9 since :i"" a":a8s 3e "o:er than
.
Ele'tri' 'ir'uits and resonan'e. Zhen an e"ectric circuit containing an ac ;o"tage source9 an
inductor9 a ca2acitor9 and a resistor in series is ana"8Ied *athe*atica""89 the equation that
resu"ts is a second(order "inear differentica""8 equation :ith constant coefficients. The
;o"tage , t- 2roduced 38 the ac source :i"" 3e e12ressed 38 the equation @ 9 sin w t9
:here 9 is the *a1i*u* ;o"tage generated. An inductor is a circuit e"e*ent that o22oses
changes in current9 causing a ;o"tage dro2 of 6, diR dt-9 :here i is the instantaneous current
and 6 is a 2ro2ortiona"it8 constant Cno:n as the inductance. A capacitor stores charge9 and
:hen each 2"ate carries a *agnitude of charge "9 the ;o"tage dro2 across the ca2acitor is "#C9
:here C is a constant ca""ed the capacitance. Fina""89 a resistor o22oses the f"o: of current9
creating a ;o"tage dro2 equa" to i:9 :here the constant : is the resistance$ 4irchhoff5s 6oop
:ule states that the a"ge3raic su* of the ;o"tage differences as one goes around an8 c"osed
"oo2 in a circuit is equa" to Iero. Therefore9 if the ;o"tage source9 inductor9 ca2acitor9 and
resistor are a"" in series9 then

:hich can 3e re:ritten as


1
2
5

No:9 if an e12ression for i, t-Jthe current in the circuit as a function of ti*eJis desired9 then
the equation to 3e so";ed *ust 3e :ritten in ter*s of i. To this end9 differentiate the 2re;ious
equation direct"89 and use the definition i @ d"R dtD

This differentia" equation go;erns the 3eha;ior of an L=0 series 'ir'uit :ith a source of
sinusoida""8 ;ar8ing ;o"tage.
The first ste2 in so";ing this equation is to o3tain the genera" so"ution of the corres2onding
ho*ogeneous equation

.ut notice that this differentia" equation has e1act"8 the sa*e *athe*atica" for* as the
equation for the da*2ed osci""ator9

.8 co*2aring the t:o equations9 it is eas8 to see that the current , i- is ana"ogous to the
2osition ,x-9 the inductance , 6- is ana"ogous to the *ass , m-9 the resistance , :- is ana"ogous to
the da*2ing constant , 4-9 and the reci2roca" ca2acitance ,$R C- is ana"ogous to the s2ring
constant , 3-. Since the genera" so"ution of ,```- :as found to 3e

the genera" so"ution of ,``- *ust 3e9 38 ana"og89


1
2
6

.ut the so"ution does not end here. The origina" differentia" equation ,`- for the LR5 circuit :as
nonho*ogeneous9 so a 2articu"ar so"ution *ust sti"" 3e o3tained. The fa*i"8 of the
nonho*ogeneous right(hand ter*9 w 9 cos w t9 is hsin w t9 cos w ti9 so a 2articu"ar so"ution :i""
ha;e the for* :here . and / are the undetere*ined coefficinets.
Mi;en this e12ression for i 9 it is eas8 to ca"cu"ate

Su3stituting these "ast three e12ressions into the gi;en nonho*ogeneous differentia" equation
,`- 8ie"ds

Therefore9 in order for this to 3e an identit89 . and / *ust satisf8 the si*u"taneous equations

The so"ution of this s8ste* is

These e12ressions can 3e si*2"ified 38 in;oCing the fo""o:ing standard definitionsD
w 6 is ca""ed the inductie reactance and denoted ; 6
is ca""ed the capacitie reactance and denoted ; c

1
2

; 6 ^ ; c is si*2"8 ca""ed the reactance and denoted ;
is ca""ed the impedance and denoted <

Therefore9

and the e12ressions for the 2receding coefficients . and / can 3e :ritten as

These si*2"ifications 8ie"d the fo""o:ing 2articu"ar so"ution of the gi;en nonho*ogeneous
differentia" equationD




1
2
!

5o*3ining this :ith the genera" so"ution of the corres2onding ho*ogeneous equation gi;es the
co*2"ete so"ution of the nonho*o(geneous equationD i @ i h G i or


Des2ite its rather for*ida3"e a22earance9 it "ends itse"f easi"8 to ana"8sis. The first ter* Sthe
one :ith the e12onentia"(deca8 factor e
F, :R% 6- t
T goes to Iero as t increases9 :hi"e the second
ter* re*ains indefinite"8. For these reasons9 the first ter* is Cno:n as the transient current9
and the second is ca""ed the steady-state currentD

Example 4D 5onsider the 2re;ious"8 co;ered underda*2ed LR5 series circuit. Once the transient
current 3eco*es so s*a"" that it *a8 3e neg"ected9 under :hat conditions :i"" the a*2"itude of
the osci""ating stead8(state current 3e *a1i*iIedH In 2articu"ar9 assu*ing that the inductance 69
ca2acitance C9 resistance :9 and ;o"tage a*2"itude 9 are fi1ed9 ho: shou"d the angu"ar
frequenc8 w of the ;o"tage source 3e adKusted to *a1i*iIed the stead8(state current in the
circuitH
The stead8(state curent is gi;en 38 the equation

.8 ana"og8 :ith the 2hase(ang"e ca"cu"ation in E1a*2"e 39 this equation is re:ritten as fo""o:sD

1
2
"


,:here and Therefore9 the a*2"itude of the
stead8(state current is 9R <9 and9 since 9 is fi1ed9 the :a8 to *a1i*iIe 9R < is to *ini*iIe <.
.ecause 9 < :i"" 3e *ini*iIed if ; @ &. And 3ecause w is necessari"8 2ositi;e9

This ;a"ue of w is ca""ed the resonant an!ular fre"uency. Zhen the underda*2ed circuit is
AtunedB to this ;a"ue9 the stead8(state current is *a1i*iIed9 and the circuit is said to 3e in
resonance. This is the 2rinci2"e 3ehind tuning a radio9 the 2rocess of o3taining the strongest
res2onse to a 2articu"ar trans*ission. In this case9 the frequenc8 ,and therefore angu"ar
frequenc8- of the trans*ission is fi1ed ,an F4 station *a8 3e 3roadcasting at a frequenc8 of9
sa89 #. 4)I9 :hich actua""8 *eans that it/s 3roadcasting in a narro: band around #. 4)I-9
and the ;a"ue of the ca2acitance C or inductance 6 can 3e ;aried 38 turning a dia" or 2ushing a
3utton. According to the 2receding ca"cu"ation9 resonance is achie;ed :hen

Therefore9 in ter*s of a ,re"ati;e"8- fi1ed w and a ;aria3"e ca2acitance9 resonance :i"" occur
:hen




1
3
#

,:here f is the frequenc8 of the 3roadcast-. Or in ter*s of a ;aria3"e inductance9 the circuitr8
:i"" resonate to a 2articu"ar station :hen 6 is adKusted to the ;a"ue




















1
3
1

Solutions of Differential Equations
First1order e&uations. The ;a"idit8 of ter*(38(ter* differentiation of a 2o:er series :ithin its
inter;a" of con;ergence i*2"ies that first(order differentia" equations *a8 3e so";ed 38
assu*ing a so"ution of the for*

su3stituting this into the equation9 and then deter*ining the coefficients c n .

for the differentia" equation

Su3stituting

into the differentia" equation 8ie"ds

No:9 :rite out the first fe: ter*s of each series9

and co*3ine "iCe ter*sD

Since the 2attern is c"ear9 this "ast equation *a8 3e :ritten as


1
3
2

In order for this e"uation to hold true for all x, eery coefficient on the left-hand side must be
%ero. This *eans c $ @ &9 and for a"" n j %9

This "ast equation defines the re'urren'e relation that ho"ds for the coefficients of the 2o:er
series so"utionD

Since there is no constraint on c &9 c & is an ar3itrar8 constant9 and it is a"read8 Cno:n that c $ @
&. The recurrence re"ation a3o;e sa8s c % @ d c & and c 3 @ m c $9 :hich equa"s & ,3ecause c $
does-. In fact9 it is eas8 to see that e;er8 coefficient c n :ith n odd :i"" 3e Iero. As for c 09 the
recurrence re"ation sa8s

and so on. Since a"" c n :ith n odd equa" &9 the desire 2o:er series so"ution is therefore

Note that the genera" so"ution contains one 2ara*eter , c &-9 as e12ected for a first(order
differentia" equation. This 2o:er series is unusua" in that it is 2ossi3"e to e12ress it in ter*s of
an e"e*entar8 function. O3ser;eD

It is eas8 to checC that y @ c & e
x%
R
%
is indeed the so"ution of the gi;en differentia" equation9 yL @
xy. Re*e*3erD 4ost 2o:er series cannot 3e e12ressed in ter*s of fa*i"iar9 e"e*entar8
functions9 so the fina" ans:er :ou"d 3e "eft in the for* of a 2o:er series.

1
3
3

Example 2D Find a 2o:er series e12ansion for the so"ution of the I6!

Su3stituting

into the differentia" equation 8ie"ds

or9 co""ecting a"" the ter*s on one side9

Zriting out the first fe: ter*s of the series 8ie"ds

or9 u2on co*3ining "iCe ter*s9

No: that the 2attern is c"ear9 this "ast equation can 3e :ritten

In order for this e"uation to hold true for all x, eery coefficient on the left-hand side must be
%ero. This *eans


1
3
4


The "ast equation defines the recurrence re"ation that deter*ines the coefficients of the 2o:er
series so"utionD

The first equation in ,`- sa8s c $ @ c &9 and the second equation sa8s c % @ d,$ G c $- @ d,$ G c &-.
Ne1t9 the recurrence re"ation sa8s


and so on. 5o""ecting a"" these resu"ts9 the desired 2o:er series so"ution is therefore

No:9 the initia" condition is a22"ied to e;a"uate the 2ara*eter c &D

Therefore9 the 2o:er series e12ansion for the so"ution of the gi;en I6! is

If desired9 it is 2ossi3"e to e12ress this in ter*s of e"e*entar8 functions. Since

1
3
5


equation ,``- *a8 3e :ritten

:hich does indeed satisf8 the gi;en I6!9 as 8ou can readi"8 ;erif8.
8e'ond1order e&uations. The 2rocess of finding 2o:er series so"utions of ho*ogeneous
second(order "inear differentia" equations is *ore su3t"e than for first(order equations. An8
ho*ogeneous second(order "inear differentia" equation *a8 3e :ritten in the for*

If 3oth coefficient functions p and " are ana"8tic at x &9 then x & is ca""ed an ordinar( point of the
differentia" equation. On the other hand9 if e;en one of these functions fai"s to 3e ana"8tic at x &9
then x & is ca""ed a singular point. Since the *ethod for finding a so"ution that is a 2o:er series
in x & is considera3"8 *ore co*2"icated if x & is a singu"ar 2oint9 attention here :i"" 3e restricted
to 2o:er series so"utions at ordinar8 2oints.
Example 3D Find a 2o:er series so"ution in x for the I6!

Su3stituting

into the differentia" equation 8ie"ds

1
3
6


The so"ution *a8 no: 2roceed as in the e1a*2"es a3o;e9 :riting out the first fe: ter*s of the
series9 co""ecting "iCe ter*s9 and then deter*ining the constraints on the coefficients fro* the
e*erging 2attern. )ere/s another *ethod.
The first ste2 is to re(inde1 the series so that each one in;o";es x
n
. In the 2resent case9 on"8 the
first series *ust 3e su3Kected to this 2rocedure. Re2"acing n 38 n G % in this series 8ie"ds

Therefore9 equation ,`- 3eco*es

The ne1t ste2 is to re:rite the "eft(hand side in ter*s of a sin!le su**ation. The inde1 n ranges
fro* & to z in the Orst and third series9 3ut on"8 fro* $ to z in the second. Since the co**on
range of a"" the series is therefore $ to z9 the sing"e su**aNon :hich :i"" he"2 re2"ace the "eft(
hand side :i"" range fro* $ to z. 5onsequent"89 it is necessar8 to Orst :rite ,``- as

and then co*3ine the series into a sing"e su**ationD


In order for this e"uation to hold true for all x, eery coefficient on the left-hand side must be
%ero. This *eans % c % G c & @ &9 and for n j $9 the fo""o:ing recurrence re"ation ho"dsD

1
3

Since there is no restriction on c & or c $9 these :i"" 3e ar3itrar89 and the equation % c % G c & @ &
i*2"ies c % @ Fd c &. For the coefficients fro* c 3 on9 the recurrence re"ation is neededD

The 2attern here isn/t too difficu"t to discernD c n @ & for a"" odd n j 39 and for a"" e;en n j 09

This recurrence re"ation can 3e restated as fo""o:sD for a"" n j %9

The desired 2o:er series so"ution is therefore


1
3
!


As e12ected for a second(order differentia" equation9 the genera" so"ution contains t:o
2ara*eters , c & and c $-9 :hich :i"" 3e deter*ined 38 the initia" conditions. Since y,&- @ %9 it is
c"ear that c & @ %9 and then9 since yL,&- @ 39 the ;a"ue of c $ *ust 3e 3. The so"ution of the gi;en
I6! is therefore

Example 4D Find a 2o:er series so"ution in x for the differentia" equation

Su3stituting

into the gi;en equation 8ie"ds

Or

No:9 a"" series 3ut the first *ust 3e re(inde1ed so that each in;o";es x
n
D

1
3
"


Therefore9 equation ,`- 3eco*es

The ne1t ste2 is to re:rite the "eft(hand side in ter*s of a sin!le su**ation. The inde1 n ranges
fro* & to z in the second and third series9 3ut on"8 fro* % to z in the Orst and fourth. Since
the co**on range of a"" the series is therefore % to z9 the sing"e su**aNon :hich :i"" he"2
re2"ace the "eft(hand side :i"" range fro* % to z. It is therefore necessar8 to Orst :rite ,``- as

and then co*3ine the series into a sing"e su**ationD

Again9 in order for this equation to ho"d true for a"" x9 e;er8 coefficient on the "eft(hand side
*ust 3e Iero. This *eans c $ G % c % @ &9 % c % G ' c 3 @ &9 and for n j %9 the fo""o:ing recurrence
re"ation ho"dsD

1
4
#



Since there is no restriction on c & or c $9 these :i"" 3e ar3itrar8< the equation c $ G % c % @ &
i*2"ies c % @ Fd c $9 and the equation % c % G ' c 3 @ & i*2"ies c 3 @ Fm c % @ Fm,(d c $- @ l c $. For
the coefficients fro* c 0 on9 the recurrence re"ation is neededD





The desired 2o:er series so"ution is therefore


1
4
1


Deter*ining a s2ecific 2attern to these coefficients :ou"d 3e a tedious e1ercise ,note ho:
co*2"icated the recurrence re"ation is-9 so the fina" ans:er is si*2"8 "eft in this for*.
















1
4
2

Introduction to Power Series
It often ha22ens that a differentia" equation cannot 3e so";ed in ter*s of elementar( functions
,that is9 in c"osed for* in ter*s of 2o"8no*ia"s9 rationa" functions9 e
x
9 sin x9 cos x9 In x9 etc.-. A
2o:er series so"ution is a"" that is a;ai"a3"e. Such an e12ression is ne;erthe"ess an entire"8 ;a"id
so"ution9 and in fact9 *an8 s2ecific 2o:er series that arise fro* so";ing 2articu"ar differentia"
equations ha;e 3een e1tensi;e"8 studied and ho"d 2ro*inent 2"aces in *athe*atics and
2h8sics.
A po/er series in x a)out t%e point x # is an e12ression of the for*

:here the coefficients c n are constants. This is concise"8 :ritten using su**ation notation as
fo""o:sD

Attention :i"" 3e restricted to x & @ &< such series are si*2"8 ca""ed po/er series in x2

A series is usefu" on"8 if it 'on$erges ,that is9 if it a22roaches a finite "i*iting su*-9 so the
natura" question is9 for :hat ;a"ues of x :i"" a gi;en 2o:er series con;ergeH E;er8 2o:er series
in x fa""s into one of three categoriesD
5ategor8 $D
The 2o:er series con;erges on"8 for x @ &.
5ategor8 %D
The 2o:er series con;erges for U xU \ : and di$erges ,that is9 fai"s to con;erge- for U xU E :
,:here : is so*e 2ositi;e nu*3er-.
5ategor8 3D
The 2o:er series con;erges for a"" x.

1
4
3

Since 2o:er series that con;erge on"8 for x @ & are essentia""8 use"ess9 on"8 those 2o:er series
that fa"" into 5ategor8 % or 5ategor8 3 :i"" 3e discussed here.
The ratio test sa8s that the 2o:er serie

:i"" con;erge if

and di;erge if this "i*it is greater than $. .ut ,`- is equi;a"ent to

so the 2ositi;e nu*3er : *entioned in the definition of a 5ategor8 % 2o:er series is this "i*itD

If this "i*it is z9 than the 2o:er series con;erges for U xU \ zJ:hich *eans for a"" xJand the
2o:er series 3e"ongs to 5ategor8 3. : is ca""ed the radius of 'on$ergen'e of the 2o:er series9
and the set of a"" x for :hich a rea" 2o:er series con;erges is a":a8s an inter;a"9 ca""ed its
inter$al of 'on$ergen'e7
Example 1D Find the radius and inter;a" of con;ergence for each of these 2o:er seriesD

SReca"" that nq ,A n factoria"B- denotes the 2roduct of the 2ositi;e integers fro* $ to n. For
e1a*2"e9 0q @ $ Y % Y 3 Y 0 @ % .8 definition9 &q is set equa" to $.T
a. In this 2o:er series9 c n @ %
n
R nq9 so the ratio test sa8s

1
4
4


Therefore9 this series con;erges for a"" x.
3. The radius of con;ergence of the 2o:er series in ,3- is

Since : @ 39 the 2o:er series con;erges for U xU \ 3 and di;erges for U xU E 3. For a 2o:er series
:ith a finite inter;a" of con;ergence9 the question of con;ergence at the end2oints of the
inter;a" *ust 3e e1a*ined se2arate"8. It *a8 ha22en that the 2o:er series con;erges at
neither end2oint9 at on"8 one9 or at 3oth. The 2o:er series

con;erges at neither the end2oint x @ 3 nor x @ F3 3ecause the indi;idua" ter*s of 3oth
resu"ting series

c"ear"8 do not a22roach & as n { z. ,For an8 series to con;erge9 it is necessar8 that the
indi;idua" ter*s go to &.- Therefore9 the inter;a" of con;ergence of the 2o:er series in ,3- is the
o2en inter;a" F3 \ x \ 3.
c. The radius of con;ergence of this 2o:er series is

Since : @ $9 the series

1
4
5


con;erges for U xU \ $ and di;erges for U xU E $. Since this 2o:er series has a finite inter;a" of
con;ergence9 the quetion of con;ergence at the end2oints of the inter;a" *ust 3e e1a*ined
se2arate"8. At the end2oint x @ F$9 the 2o:er series 3eco*es

:hich con;erges9 since it is an alternating series :hose ter*s go to &. )o:e;er9 at the
end2oint x @ $9 the 2o:er series 3eco*es

:hich is Cno:n to di;erge ,it is the %armoni' series-. Therefore9 the inter;a" of con;ergence of
the 2o:er series

is the ha"f(o2en inter;a" F$ ? x \ $.








1
4
6

aylor Series
A 5ategor8 % or 5ategor8 3 2o:er series in x defines a function f 38 setting

for an8 x in the series/ inter;a" of con;ergence.
The 2o:er series e12ansion for f, x- can 3e differentiated ter* 38 ter*9 and the resu"ting series
is a ;a"id re2resentation of fL, x- in the sa*e inter;a"D

Differentiating again gi;es

and so on. Su3stituting

and in genera"9 su3stituting x @ & in the 2o:er series e12ansion for the nth deri;ati;e of f 8ie"ds


These are ca""ed the Ta(lor 'oeffi'ients of f9 and the resu"ting 2o:er series

is ca""ed the Ta(lor series of the function f.

1
4

Mi;en a function f9 its Ta8"or coefficients can 3e co*2uted 38 the si*2"e for*u"a a3o;e9 and the
question arises9 does the Ta8"or series of f actua""8 con;erge to f, x-H If it does9 that is9 if

for a"" x in so*e neig%)or%ood of ,inter;a" around- &9 then the function f is said to 3e anal(ti'
,at &-. S4ore genera""89 if 8ou for* the Ta8"or series of f a3out a 2oint x @ x &9

and if this series actua""8 con;erges to f, x- for a"" x in so*e neigh3orhood of x &9 then f is said to
3e ana"8tic at x &.T !o"8no*ia"s are ana"8tic e;er8:here9 and rationa" functions ,quotients of
2o"8no*ia"s- are ana"8tic at a"" 2oints :here the deno*inator is not Iero. Further*ore9 the
fa*i"iar trans'endental ,that is9 nona"ge3raic- functions e
x
9 sin x9 and cos x are a"so ana"8tic
e;er8:here. The Ta8"or series in Ta3"e $ are encountered so frequent"8 that the8 are :orth
*e*oriIing.
For a genera" 2o:er series9 it is usua""8 not 2ossi3"e to e12ress it in c"osed for* in ter*s of
fa*i"iar functions.


1
4
!

Example 1D Use Ta3"e $ to find the Ta8"or series e12ansion of each of the fo""o:ing functionsD
a.
3.
c. In,$ G x-
d. e
F x %

e$ x cos x
f. sin x cos x
g. arctan x
a. Re2"acing x 38 x
%
in the Ta8"or series e12ansion of $R,$ ^ x- gi;es

since U xU \ $ is equi;a"ent to U x
%
U \ $.
3. Differentiating $R,$ ^ x- gi;es $R,$ ^ x-
%
9 so differentiating the Ta8"or series e12ansion of $R,$
^ x- ter* 38 ter* :i"" gi;e the series e12ansion of $R,$ ^ x-
%
D

c. First9 re2"acing x 38 F x in the Ta8"or series e12ansion of $R,$ ^ x- gi;es the e12ansion of $R,$ G
x-D

1
4
"


No:9 since integrating $R,$ G x- 8ie"ds In,$ G x-9 integrating the Ta8"or series for $R,$ G x- ter*
38 ter* gi;es the e12ansion for In,$ G x-9 ;a"id for U xU \ $D

Technica" noteD Integrating $R,$ G x- 8ie"ds In ,$ G x- G c ,:here c is so*e ar3itrar8 constant-9 so
strict"8 s2eaCing9 the equation a3o;e shou"d ha;e 3een :ritten

)o:e;er9 su3stituting x @ & into this equation sho:s that c @ &9 so the e12ansion gi;en a3o;e
for In ,$ G x- is indeed correct.
d. Re2"acing x 38 ^ x
%
in the Ta8"or series e12ansion of e
x
8ie"ds the desired resu"tD

e. 4u"ti2"8ing each ter* of the Ta8"or series for cos x 38 x gi;es

f. One :a8 to find the series e12ansion for sin x cos x is to *u"ti2"8 the e12ansions of sin x and
cos x$ A faster :a89 ho:e;er9 in;o";es reca""ing the trigono*etric identit8 sin % x @ % sin x cos x
and then re2"acing x 38 % x in the series e12ansion of sin xD

1
5
#



g. Since arctan x is the integra" of $R,$ G x
%
-9 integrate the series e12ansion of $R,$ G x
%
- ter* 38
ter*D

Reca"" the technica" note acco*2an8ing 2art c :hich a"so in;o";ed the ter*(38(ter* integration
of a 2o:er series-. The integra" of $R,$ G x
%
- is actua""8 arctan x G c9 and the equation a3o;e
shou"d read

)o:e;er9 su3stituting x @ & into this equation sho:s that c @ &9 so the e12ansion gi;en a3o;e
for arctan x is indeed correct.



1
5
1

Solving Differential Equations
You can use the Laplace transform operator to solve (first- and second-order) differential
equations with constant coefficients. The differential equations must be IVP's with the initial
condition (s) specified at x = 0.
The method is simple to describe. Given an IVP, apply the Laplace transform operator
to both sides of the differential equation. This will transform the differential equation
into an algebraic equation whose unknown, F(p), is the Laplace transform of the
desired solution. Once you solve this algebraic equation for F( p), take the inverse
Laplace transform of both sides; the result is the solution to the original IVP.
Before this process is undertaken, it is necessary to see what the Laplace transform
operator does to y and y. Integration by parts yields

so

Replacing y by y in this result gives the Laplace transform of y:

Table 1 assembles the Laplace transforms of a few of the most frequently encountered
functions, as well as some of the important properties of the Laplace transform
operator L.


1
5
2



Example 1: Use the Laplace transform operator to solve the IVP

Apply the operator L to both sides of the differential equation; then use linearity, the
initial condition, and Table 1 to solve for L[ y]:

1
5
3


Therefore,

By partial fraction decomposition,

so

is the solution of the IVP.
Usually when faced with an IVP, you first find the general solution of the differential
equation and then use the initial condition (s) to evaluate the constant(s) By contrast,
the Laplace transform method uses the initial conditions at the beginning of the
solution so that the result obtained in the final step by taking the inverse Laplace
transform automatically has the constants evaluated.
Example 2: Use Laplace transforms to solve


1
5
4

Apply the operator L to both sides of the differential equation; then use linearity, the
initial conditions, and Table 1 to solve for L[ y]:

But the partial fraction decompotion of this expression for L[ y] is

Therefore,

which yields

Example 3: Use Laplace transforms to determine the solution of the IVP


1
5
5

Apply the operator L to both sides of the differential equation; then use linearity, the
initial conditions, and Table 1 to solve for L[ y]

Now,

so

or more simply,

Example 4: Use the fact that if f( x) =
1
[ F ( p)], then for any positive constant k,


1
5
6

to solve and sketch the solution of the IVP

where is the step function

shown in Figure 1.

Figure 1
The Laplace transform method is particularly well-suited to solving IVP's that involve
discontinuous functions such as the previously shown step function .
As usual, begin by taking the Laplce of both sides of the differential equation:

Since y (0) = 0, the left-hand side of (*) reduces to

Using the definition of L, the right-hand side of (*) is now evaluated:

Therefore, the transformed equation (*) reads

1
5

so

But

so

Now, Since L
1
[1/( p 1)] = e
x
, the formula given in the statement of the problem
says

and since L
1
[1/( p] = 1), applying the formula given in the statement of the problem
again yields

Alternatively, simply notice that

Substituting these results into (**) gives the solution of the IVP:


1
5
!

which becomes

This function is sketched in Figure 2:



Figure 2



























1
5
"

"inear ransfor#ations
If 8ou are faced :ith an I6! that in;o";es a "inear differentia" equation :ith constant
coefficients9 8ou can 2roceed 38 the *ethod of undeter*ined coefficients or ;ariation of
2ara*eters and then a22"8 the initia" conditions to e;a"uate the constants. )o:e;er9 :hat if
the nonho*ogeneous right(hand ter* is discontinuousH There e1ists a *ethod for so";ing such
2ro3"e*s that can a"so 3e used to so";e "ess frightening I6!/s ,that is9 ones that do not in;o";e
discontinuous ter*s- and e;en so*e equations :hose coefficients are not constants. One of
the features of this a"ternati;e *ethod for so";ing I6!/s is that the ;a"ues of the 2ara*eters are
not found after the genera" so"ution has 3een o3tained. Instead9 the initia" conditions are
incor2orated right into the initia" stages of the so"ution9 so :hen the fina" ste2 is co*2"eted9 the
ar3itrar8 constants ha;e a"read8 3een e;a"uated.
A function is usua""8 introduced as a ru"e :hich acts on a nu*3er to 2roduce a unique
nu*erica" resu"t. That is9 a function acce2ts a nu*3er as in2ut and 2roduces a nu*3er as
out2ut. For instance9 consider the function defined 38 the equation f, x- @ x
%
< it s2ecifies a
2articu"ar o2eration to 3e 2erfor*ed on an8 gi;en ;a"ue of x. Zhen this function acts on the
nu*3er 39 for e1a*2"e9 it gi;es the resu"t #9 a fact :hich can 3e s8*3o"iIed as fo""o:sD

)o:e;er9 functions are not restricted to acting on"8 on nu*3ers to 2roduce other nu*3ers. A
function can a"so act on a function to 2roduce another function. These Asu2erfunctionsB are
often referred to as operators or transformations. Therefore9 an o2erator acce2ts a function as
in2ut and 2roduces a function as out2ut.
A fa*i"iar e1a*2"e is the differentiation operator9 0D

This o2erator acts on a ,differentia3"e- function to 2roduce another functionD na*e"89 the
deri;ati;e of the in2ut function. For e1a*2"e9

Another :e""(Cno:n e1a*2"e is the integration operator9 :hich acts on an ,integra3"e- function
to 2roduce another functionD its integra". Since an o2erator is a function9 it *ust 2roduce one

1
6
#

and on"8 one out2ut for each in2ut< therefore9 it *aCes sense here to consider an integration
o2erator I of the for*

SThe "etter t9 a du**8 ;aria3"e9 is chosen si*2"8 to distinguish it fro* x9 the u22er "i*it of
integration. It/s usua""8 considered 3ad for* to :rite9 for e1a*2"e9 = &
x
f, x- dx.T
To i""ustrate9 if f, x- @ x
%
9 then

that is9

.oth of these o2erators9 differentiation 0 and integration I9 enKo8 an i*2ortant 2ro2ert8 Cno:n
as linearit(. An8 o2erator or transfor*ation T is said to 3e linear if 3oth of the fo""o:ing
conditions9

a":a8s ho"d for a"" constants c and a"" ad*issi3"e functions f and !.
Since
the deri;ati;e of a constant *u"ti2"e of a function is equa" to the constant ti*es the
deri;ati;e of the function9
and since
the deri;ati;e of the su* of t:o functions is the su* of the deri;ati;es9
differentiation is indeed "inear. Further*ore9 since 3oth of the 2re;ious state*ents re*ain true
:hen Aderi;ati;eB is re2"aced 38 Aintegra"9B integration is a"so a "inear transfor*ation.

1
6
1

!e "aplace ransfor# Operator
A 2articu"ar Cind of integra" transfor*ation is Cno:n as the Lapla'e transformation9 denoted 38
6. The definition of this o2erator is

The resu"tJca""ed the Lapla'e transform of fJ:i"" 3e a function of p9 so in genera"9

Example 1D Find the La2"ace transfor* of the function f, x- @ x.
.8 definition9

Integrating 38 2arts 8ie"ds

Therefore9 the function F, p- @ $R p
%
is the La2"ace transfor* of the function f, x- @ x. STechnica"
noteD The con;ergence of the i*2ro2er integra" here de2ends on p 3eing 2ositi;e9 since on"8
then :i"" , x#p- e
F px
and e
F px
a22roach a finite "i*it ,na*e"8 &- as x { z. Therefore9 the La2"ace
transfor* of f, x- @ x is defined on"8 for p E &.T


1
6
2

In genera"9 it can 3e sho:n that for an8 nonnegati;e integer n9

LiCe the o2erators 0 and IJindeed9 "iCe a"" o2eratorsJthe La2"ace transfor* o2erator 6 acts on
a function to 2roduce another function. Further*ore9 since

and

the La2"ace transfor* o2erator 6 is a"so "inear.
STechnica" noteD oust as not a"" functions ha;e deri;ati;es or integra"s9 not a"" functions ha;e
La2"ace transfor*s. For a function f to ha;e a La2"ace transfor*9 it is sufficient that f, x- 3e
continuous ,or at "east 2iece:ise continuous- for x j & and of exponential order ,:hich *eans
that for so*e constants c and |9 the inequa"it8 ho"ds for a"" x-. An8 )ounded
function ,that is9 an8 function f that a":a8s satisfies U f, x-U ? M for so*e M j &- is auto*atica""8
of e12onentia" order ,Kust taCe c @ M and | @ & in the defining inequa"it8-. Therefore9 sin 3x and
cos 3x each ha;e a La2"ace transfor*9 since the8 are continuous and 3ounded functions.
Further*ore9 an8 function of the for* e
3x
9 as :e"" as an8 2o"8no*ia"9 is continuous and9
a"though un3ounded9 is of e12onentia" order and therefore has a La2"ace transfor*. In short9
*ost of the functions 8ou are "iCe"8 to encounter in 2ractice :i"" ha;e La2"ace transfor*s.T




1
6
3

Example 2D Find the La2"ace transfor* of the function f, x- @ x
3
^ 0 x G %.
Reca"" for* the first state*ent fo""o:ing E1a*2"e $ that the La2"ace transfor* of f, x- @ x
n
is F,
p- @ nqR p
n G $
. Therefore9 since the La2"ace transfor* o2erator 6 is "inear9

Example 3D Deter*ine the La2"ace transfor* of f, x- @ e
3x
.
A22"8 the definition and 2erfor* the integrationD

In order for this i*2ro2er integra" to con;erge9 the coefficient , p ^ 3- in the e12onentia" *ust
3e 2ositi;e ,reca"" the technica" note in E1a*2"e $-. Thus9 for p E 39 the ca"cu"ation 8ie"ds

Example 4D Find the La2"ace transfor* of f, x- @ sin 3x.
.8 definition9

This integra" is e;a"uated 38 2erfor*ing integration 38 2arts t:ice9 as fo""o:sD

1
6
4


so

Therefore9

for p E &. .8 a si*i"ar ca"cu"ation9 it can 3e sho:n that



1
6
5

Example 5D Deter*ine the La2"ace transfor* of the function

2ictured in Figure $D


Figure 1
This is an e1a*2"e of a step fun'tion. It is not continuous9 3ut it is piece&ise continuous9 and
since it is 3ounded9 it is certain"8 of e12onentia" order. Therefore9 it has a La2"ace transfor*.

Ta3"e $ asse*3"es the La2"ace transfor*s of a fe: of the *ost frequent"8 encountered
functions9 as :e"" as so*e of the i*2ortant 2ro2erties of the La2"ace transfor* o2erator L.

166


1
6

Example 6: Use Table 1 to find the Laplace transform of f( x) = sin
2
x.
Invoking the trigonometric identity

linearity of L implies


Example 7: Use Table 1 to find the Laplace transform of g( x) x
3
e
5x
.
The presence of the factor e
5x
suggests using the shifting formula with k = 5. Since

the shifting formula says that the Laplace transform of f( x) e
5x
= x
3
e
5x
is equal to F( P 5). In
other words, the Laplace transform of x
3
e
5x
is equal to the Laplace transform of x
3
with the
argument p shifted to p 5:

Example 8: Use Table 1 to find Laplace transform of f( x) = e
2x
sin x 3.
First, since L [sin x] = 1/( p
2
+ 1), the shifting formula (with k = 2) says

Now, because L[3] = 3 L[1] = 3/ p, linearity implies



1
6
!

Example 9: Use Table 1 to find a continuous function whose Laplace transform is F( p) = 12/ p
5
.
This example introduces the idea of the inverse Laplace transform operator,, L
1
. The
operator L
1
will un-do the action of L. Symbolically,

If you think of the operator L as changing f( x) into F( p), then the operator L
1
just changes F(
P) back into f( x). Like L, the inverse operator L
1
is linear.
More formally, the result of applying L
1
a function F( p) is to recover the continuous function f(
x) whose Laplace transform is the given F( p). [This situation should remind remind you of the
operators D and I (which are, basically, inverses of one another). Each will un-do the action of
the other in the sense that if, say, I changes f( x) into F( x), then D will change F( x) back into f(
x). In other words, D = I
1
, so if you apply I and then D, you're back where you started.]
Using Table 1 (reading it from to left),

Example 10: Find the continuous function whose Laplace transform is F( p) = 1/( p
2
1).
By partial fraction decomposition,

Therefore, by linearity of L
1
,

Example 11: Determine


1
6
"

First, note that p has been shifted to p + 2 = p (-2). Therefore, since

the shifting formula (with k = 2) implies

Example 12: Evaluate

Although p
2
6 p + 25 cannot be factored over the integers, it can be expressed as the sum of
two squares:

Therefore,