Libro 02 en Ingles Ejerci Proble Mativ

GIFT
F
F.
the estate of
Professor William
Mever
A SHORT COURSE ON
DIFFERENTIAL EQUATIONS
A SHORT COURSE ON
BY
DONALD FRANCIS CAMPBELL,
PH.D.
PROFESSOR OF MATHEMATICS, ARMOUR INSTITUTE OF TECHNOLOGY
THE MACMILLAN COMPANY

LONDON: MACM1LLAN &
1907
All rights reserved
CO., LTD.
ASTRONOMY LIBRARY
COPYRIGHT, 1906
BY THE MACMILLAN COMPANY

Set
up and electrotyped.
Published September, 1906

1907.
Enlarged October,
PRESS OF
THE NEW ERA PRINTING COMPANY

LANCASTER, PA.
PREFACE
In
moi
LIBRARY
is felt
many
Colleges of Engineering, the need
for
a text
book on Differential Equations, limited

sive
in scope yet
comprehen
to furnish the student of engineering with sufficient information to enable him to deal intelligently with any differen
enough
tial
is
equation which he
is
likely to encounter.
To meet
this
need
the object of this book.
strictly to those principles
Throughout the book, I have endeavored to confine myself which are of interest to the student of
In the selection of problems, the aim was con
engineering.
stantly before
me
to choose only those that illustrate differential
equations or mathematical principles which the engineer meet in the practice of his profession.
may
I have consulted freely the Treatises on Differential Equations
of Boole, Forsyth, Johnson, and Murray. I am indebted to two of my colleagues, Professors N. C. Riggs and C. W. Leigh, for
reading parts of the manuscript and verifying answers to problems.

D. F.
many
of the
CAMPBELL.
CHICAGO, ILL.,
September, 1906.
PREFACE TO ENLARGED EDITION

This book as
it
first
appeared consisted of the
first
eight
The kindly criticism by a number of chapters as here given. :hose teachers for whose use it was intended on the need of a
liscussion of equations, that occur in investigations in Mathe matical Physics, other than those given in these chapters has nduced me to add Chapter to the book.
IX
M577086
vi
PREFACE
,
In the preparation of Chapter IX. I have drawn freely from Professor Byerly s Treatise on Fourier s Series and Spherical Harmonics, from Professor Bocher s pamphlet entitled Regular
Points of Linear Differential Equations of the Second Order and from notes kindly loaned me by Professor Snyder of Cornell
University.
I
have
also consulted Heffter s Treatise
on Linear
Differential Equations with one
To
book
those teachers
who
Independent Variable. have sent me their criticism of the
in its original form, as well as to others

it,
who have
cordially
received
am
under the deepest obligations.

D. F.
CAMPBELL.
CHICAGO, ILL.,
June, 1907.
CONTENTS
CHAPTEE
INTRODUCTION
PAGES
I
1-15
CHAPTEK
CHANGE OF VARIABLE
II
16-21
CHAPTEK
III
ORDINARY DIFFERENTIAL EQUATIONS OF THE FIRST ORDER AND FIRST DEGREE
22-40
CHAPTEK IV
ORDINARY LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT
COEFFICIENTS
.
41-64
CHAPTER V
HOMOGENEOUS LINEAR DIFFERENTIAL LINEAR DIFFERENTIAL EQUATIONS
EQUATIONS.
EXACT
65-70
CHAPTER VI
CERTAIN PARTICULAR FORMS OF EQUATIONS
....
71-76
CHAPTER
VARIABLES
VII
77-88
ORDINARY DIFFERENTIAL EQUATIONS IN Two DEPENDENT
CHAPTER
PARTIAL DIFFERENTIAL EQUATIONS
VIII
89-96
CHAPTER IX
APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS. GRATION IN SERIES
INTE
.
97-123
Tii
A SHORT COURSE
ON
CHAPTER
1.
INTRODUCTION
There are various definitions given for a function of one
variable.
shall here adopt the following If to every value of x there corresponds one or more values of /(#), then f(x) is said to be a function of x.
:
We
This definition includes a constant as a function of

is
x, for if
constant, then for every value of x, /(#) has a value, /(#) namely, this constant.
of a function of two variables is the following If to every pair of values of two variables x and y there cor responds one or more values of /(a, y), then /(a?, y) is said to be a function of x and y.
:
A definition
This includes a constant or a function of one variable as a

function of x and
y.
function /(#) of one variable x is single valued every value of x there is one and only one
when
for
corresponding value
A
x
function f(x) of one variable x
is
continuous for a value
if /(a) is finite,
and
h)}
[/(
1"
[/(a
A)]
= /(a).
;
...
single valued
function /(#, y) of two independent variables x and y when for every set of values for x and y there
I
is is
one and only one corresponding value off(x, y).
SHORT COURSE ON DIFFERENTIAL EQUATIONS
function f(x, y) of two independent variables x and y is continuous for a set of values x = a, y = 6 if /(a, 6) is finite,
and
limit
|~
~|
no matter how h and & approach
zero.
The following
calculus
:
definitions are given in almost
any work
in
If /(#) is a single valued and continuous function of x, given by the equation y = /(#), then Az and Ay denote the increments of x and y respectively,
dy^
A~
_ =
limit
Ax
=
d#.
dy
-=
cfo
is
If /(#) is single valued and continuous, and dyjdx uous, then
contin
ft
2
<fo
l/4\
dx\dx/
and continuous, and the
In general,
if
/()
is
single valued
then preceding derivatives are all continuous,
dxn
If f(x, y)
._ ~
dx\dx
is a single valued and continuous function of two x and y, given by the equation z =/(>, y), variables independent then dz/dz is the derivative of 2 with respect to x when y is held
constant
dz/dy
is
the derivative of z with respect to y
when a
is
held constant.
In a single valued and continuous function f(x) of one vari able x, given by the equation y =/(#), whether x is the inde other variable or variables, pendent variable or a function of some
2.
we have
INTRODUCTION
d(dx)
d*x
Definitions.
The
-
differentials
dx,
first,
d\
d*x,
dnx, or
,
dy
d*y,
d3y,
d ny are called the
second, third,
nth,
differentials respectively.
3. Derivation of d*y and cfy when no assumption is made re garding x being independent or a function of some variable or
variables.
taking differentials in succession any differential mately be found.

4.
By
may
ulti
In the
differentials of the
it
pendent variable,
that A#, or
is, it
preceding article, if x is an inde can be assumed without loss of generality,

is
what
is
the same in this case, dx,
constant.
That
can be assumed that x changes by equal increments.
Under
this supposition, therefore, d*x
and
all
higher differentials of x
can be taken
zero.
Therefore, under this supposition,
The place which a derivative or differential occupies in the succession of derivatives or differentials indicates the order of the
derivative or differential.
ential
is
Thus, a second derivative or
differ
and
said to be of the second order, a third of the third order, so on.
4
5.

The only
functions usually considered in elementary works Such functions with
in calculus are functions of a real variable.
one exception are the only ones considered in the following pages.
The exception is e* where The student is already

x
is real.
z is a complex quantity. x familiar with the definition of e where
He
is,
tion of
e?
function
when z is a complex will now be given.
however, probably not familiar with the defini definition of this quantity.
The
infinite series
where
z is
nate, finite
a complex quantity, can be shown to have a determi It also reduces to the value for every value of z.
infinite series
when
becomes real and equal

is
to x,
and
this series, it will
be re
membered,
of e
z
.
equal to e
for all values of x.

z
It therefore appears
that the infinite series in
would be
satisfactory as a definition
it is
We
shall define e
by saying that
equal to the infinite
series
for all values of
z.
From
then
this definition, the following
theorem can be established

real,
Theorem.
If
= x-\-yj
e*
where x and y are

e*(cosy -f jsiny).
and j
=V
1>
Proof.
2
e*
gS
l-fz
+ ur + r^ +
f
---,ky definition.
O+
J0 )
O + ^7
INTRODUCTION
Consider
all
the terms containing x
r
.
These are found from the
terms
O + wY
ll
(^wY^
lifl
4
.
They
are
af
Fi \^
7[i
or
,,,, + + M!
-.(>
y>
(s/) .()*. (JL)!^1_

,
(Y.
-[5-
-g--
-JT II
..1 J-
and there results, Separate the real terms from the imaginary
or
Let r take
In
this
all
positive integral values in succession

all
from
0.
way we
e*
get
1
the terms of the development
z
.
Then
=
1
+ +
re
+
j|-
r|
+
-J
[cosy +./siny]
The theorem
is
therefore proved.
e~
x+
"^
EXAMPLES.
e~ (cos
Bx
+ j sin 3a;)
3
:
EXERCISES
1.
Given y %, rf ^, c? ?/ x is the independent variable that the on assumption (a), with no regard to x. assumption (6), making x = cos and show that the substitute of results In the (6),
logo;, find
;
results are the
same
e
x
as those obtained
by
first
substituting the
value of x in log x and then taking the differentials.

2.
of
cos 0, express dy, d?y, d?y in terms where x without substituting the value of x in the equation y = e?.
Given y
3. Given y = log x where x = sin 6, express dy, d*y, d*y in terms of 6 without substituting the value of x in the equation
=
4.
5.
log x.
Prove that Prove that
&
**
e (cos
j sin
y~).
eê"***
ex+z+(y+w)J,
where
x, y, z
and
are
real.
ANSWERS
i /
j
<fy
l(a).
dx
;
,. 2
</=
= -^-; ^ ^3-.
efce*
,,
2cta
3xdxd*x -\-2dx*
2.
= smO ecos *dO ^ y = _ sin0 ecos ^ ^ smB ecose d + d?y =

dy
2
;
-|-
(sin ^
3(sin ^
3.
rfy
<P
= =
cot0 d0
cot0
3
ePy
+ sin0(l _ cosec = cot0

<f0
rf0
2
c?
3 cosec
c?0cZ
2 cosec
cot0 d0*.
6.
is
Definition of differential equation.
A differential equation
an equation involving derivatives or differentials with or with out the variables from which these derivatives or differentials are
derived.
The
following are examples of differential equations
(3)
INTRODUCTION
7.
it
In examples (1) to (4) inclusive of the preceding

It
is
article
will be noticed that differentials enter the equation only in
de
conceivable, however, that there might be an equation containing differentials other than those in the deriva tives, as for example,
rivatives.
but there
tions,
is no need of entering into a discussion of such equa and we shall not do so. In what follows, we shall assume
that if the equation

tials
can
all
is written in differential form, the differen be converted into derivatives by the process of
division.
8.
Classes of differential equations.

:
Differential equations
are divided into two classes
ordinary and partial.

is
An
ordinary differential equation

involved
one in which
all
the
derivatives
variable.
have reference
to
a single independent
partial differential equation
derivatives
is one which contains partial and therefore indicates the existence of two or more
independent variables with respect to which these derivatives have been formed.
Thus, in Art.
6,
nary
differential equations,
equations (1), (2), (3) and (4) are ordi and equations (5) and (6) are par
inclusive are devoted to a discussion of ordi
tial differential
equations.
Chapters I to
VII
nary differential equations. Chapter VIII contains a short treatment of some partial differential equations.
9. Order and degree of a differential equation. The order of a differential equation is that of the highest derivative or differ
ential in the equation.

Thus, in Art.
6,
equations (1) and (4) are of the third order,

order.
differential equation is the degree of the deriv
and (2) and (3) of the second
The degree of a
ative or differential of highest order in the equation after the equation is freed from radicals and fractions in its derivatives.
Thus, in Art.
tions (2), (3)
6,
equation (1)
is
of the second degree, equa
and (4) of the
first
degree.
10. Solutions of
differential equation in
see
if,
Let us consider the a differential equation. each of the two following examples, and from the equation, we can get a relation connecting x and
in y and not involving derivatives, such that, if the value of y terms of x be substituted in the equation, the equation is satisfied.
EXAMPLE
1.
-/dx
x*.
By
integration,
we
get
a?
EXAMPLE
2.
-f y
0.
Multiply the equation by 2dy/dx and integrate.
A/^sin (x -f c x ),
1, if
3
or
cos (x -f c2 ).
In example
there results x*
J#
be substituted for y in the equation,

c2 )
x*.
In example
2, if
The equation is therefore satisfied. Vc sin (x + c,), or =h Vc cos (x -f
be
substituted for y in the equation, there results, in the
first case,
INTRODUCTION
zp
q=
Vc sin (x Ve cos (#
Definition.
-f Cj) -f c2 )
Vc
sin
(# -f
cx )
A/C cos (z -f c2 )
= 0, and in the second case, = 0. In either case the
equation
is satisfied.
A solution of
differential equation is a relation
tives,
between the variables of the equation and not involving deriva such that if the value of the dependent variable be substi
tuted in the equation, the equation is satisfied. 3 Thus, y = J# -f- c of example 1, and y
Vc sin (x
-f
cj
are solutions of the equations. In this book we shall not concern ourselves with the question of whether every differential equation has a solution but shall be
of example
2,
content with finding solutions in the few special cases discussed

here.
11.
solution of an ordinary differential equation

:
may be
one of three kinds
general, particular
is
and singular.
general solution
one which contains arbitrary constants
equal in
exponent of the order of the equation. Thus, in example 1, Art. 10, the number of arbitrary con stants is one and the exponent of the order of the equation is 1,
to the
number
and
example 2 of the same article the number of arbitrary constants is two, and the exponent of the order of the equation In either case the solution is the general solution of the is 2.
in
equation.
particular solution of a differential equation is a solution obtained from the general solution by giving one or more of the constants particular values.
Thus
3?
2/= 3
2/
X*
"3
3?
of example 1, Art. 10, or y sin x, y 2 sin x, or y= 3 cos x, of example 2 of the same article, are particular solutions of the
equations.
singular solution of a differential equation is a solution with out arbitrary constants which cannot be derived from the general solution by giving the constants particular values.
2
10

Singular solutions will not be considered in this book.
12.
A solution
of a differential equation
is
tion unless the constants are in
number equal
not a general solu to the exponent of
the order of the equation, and cannot be reduced to a fewer number of equivalent constants.
constants, although it con not the general solution of a dif ferential equation of the second order, as can readily be shown. The equation y = cex+a is the same as y = c a ex Now c a is equiv
Thus, y
cex+a , c
and a arbitrary
is
tains
two arbitrary constants,
alent to only one arbitrary constant because an arbitrary con stant can have any value and thus all the particular solutions
got by giving c and a

fore y
all possible
values can be obtained.
There
= ea ex is
equivalent to a solution y
Aex
arbitrary,
and
cannot therefore be the general solution of a differential equation of the second order.
13.
Let y
=/ (^),
1
=/ O),
2
= /()
be solutions of a
differential equation.
Definition.
ci/i(^)
If the c
cannot be chosen, not
all zero,
such that
^/aOO identically zero, then the n/n(^) solutions are said to be linearly independent.
C
i
d= Ve sin (x 4. c,) and y= =t Vc cos (x -)- c2 ) of ex Art. 10, are such that no values cs and c4 not both ample 2, c4 Vc cos (#-[-c2 ) cs Vc sin (re-f-Cj) be chosen such that can zero,
Thus, y
is
identically zero.
The
solutions are therefore linearly inde
pendent.
14. Derivation of
an ordinary
*(x,
Let
(1)
y, Cl )
be an equation containing x and
y,
and the arbitrary constant cr
By
differentiation of (1) there results
j>
dx
T
cty
*
dx
(2)
If between (1) and
Equation (2)
will in general contain cr
INTRODUCTION
(2), cl be eliminated, the result order of which y, Cj)
<j>(x,
11
is
first
a differential equation of the is the general solution.
EXAMPLE.
Find the
differential equation of
which
m
is
_za
the general solution.
dx
Eliminate
ct
between the equations.

dy 7 dx
_
-f-
Therefore
2xy
= mx
is
the differential equation of which
y
is
=- +
Cl
<T"
the general solution. Sometimes the arbitrary constant
is
so involved that it disap

differentiation.
pears in the equation
which
is
results
from the
In
such a case this equation
the desired equation.
EXAMPLE.
is
Find the
which y2
the general solution. Divide both sides of the equation
by
x.
:.
2cr
By
differentiation there results
which Let
is
the desired differential equation.

cv c2 )
y,
<f>(x,
y,
(1)
cv
be an equation between x and
and two arbitrary constants
and
c2 .
12

By
differentiation of (1) there results
dx
dy dx
=.
Equation (2) contains dy/dx and will in general contain cx and c2 also. Eliminate one of the constants between the two equa
The resulting Suppose the constant c l to be eliminated. x c in and and Call it contains general y equation dy/dx 2
tions.
}
.
By
differentiation there results
dij,
dx
d^dy + dydx=
Equation (3) contains d*y/dx* and will in general contain c2 The result is a differential Eliminate c2 between (2) and (3).
.
equation of which
<j>(x,
y, c,, ca )
is
EXAMPLE.
Find the
which
is

Differentiate
Eliminate cv
.
*.
dy - dx
2c.
-.
Differentiate.
Eliminate
between
cPw
y^ 2 dx*
2c, * x*
and
y y
^y x-~
dx
2c2
?
INTRODUCTION
13
which
is
the desired differential equation.
15. It is seen from the preceding article that one constant can From this it would be be removed after each differentiation.
expected that, starting with the differential equation, an arbi trary constant might be introduced every time the order of the
was lowered by unity. Then, since lower a the order of differential ing equation of the nth order by unity n times would result in a solution of the differential equation, it
differential equation
would be expected that a solution would contain not more than
arbitrary constants. It is a theorem that a differential equation cannot contain a solution having more arbitrary constants than the exponent of the order of the equation unless the constants are such that they can be reduced to a fewer number of equivalent constants. This
will
be assumed without further discussion.
It is also a
theorem that a
cannot have
more than one general

without discussion.
16.
solution.
This theorem will be assumed
A genera]
solution
may have
various forms but there
is
always a relation between the constants of one form and those of
Thus, the general solution of example 2, Art. 10, may be written y = A sin x -{cos x instead of y= Vc sin (z-f-Cj). This latter form of solution is y = Vc cos c l sin x V^sin CL cos x,
another.
so that
A=
Vc
cos c
and
B=
V^sin
j
1.
EXERCISES
Determine the order and degree of the following equations.
ft
Pv
14

In each of the seven following exercises determine the differ which the given equation is the general solu
given that
2/
ential equation of
tion,
2.
c lt c2
and
2
are arbitrary constants.
=
=
c i si*1
e l cos
2
mx
+C
-j-
cos
mx
5-
ex -f c
3
.
3.
(mt
c2 ).
2 2
.
y^
6.
#?/
= e^
2c.r
-f-
c2 e~
2
z
.
4.
OShow
cx )
4. (y
_c) =m
2
7.
^-
_c =
0.
9.
that
is
a solution of
^
v
x dx*
10.
Show
that
4y
is
3^
+ c/ -f
^
a solution of
T 5 *^_ 54^ ^ dx +
2
11.
Show
that
y
is
TV"
4
W-*
-f
a solution of
3+ 2+^=
12;
Show
that
v
is
c,
+C
<iv
a solution of
<fv
ANSWERS
o
^2y
INTRODUCTION
4
i
,
15
CHAPTER
II
CHANGE OF VARIABLE
17.
Interchange of Variables.
It
is
sometimes desirable to
transform an expression involving derivatives of the function y, in y = /(#) where x is the independent variable, into an equiva lent expression involving derivatives of the function x, given by
the same equation, where y is the independent variable. The formulas for such a transformation can be readily estab
lished as follows:
limit
limit
(i)
d?y dx*
,(*y\
dx\dx)
d
/
dy\
dy dx
dz
since
-=-
ax
dz
-y-
ay
dy j-. ax
by
substitution from (1).
tfx
dy*
/dxV
(dy)
d
dx3
W
dx
dy
dy
(2)
dxdxD-
_dtf_
l_
dx
(dy)
16
dy
CHANGE OF VARIABLE
dx\ 3 d?x
itfx\
2
/<M
17
efo
2
<f
) (dy)
-dtfdy
+6
/d!Vv
(dy*)
The method of procedure for higher derivatives is evident. The transformations to which these formulas apply are called
change of the independent variable or interchange of variables.
EXAMPLE.
the equation
Change the independent variable from x
to y in
/*yV ~
\dx*)
Substitute from (1), (2)
<*y*y
dx dx*
~ ^W^/Y_o
~~
dx*
\dx)
and (3).
.-.
18.
Change of the dependent variable.

is
2.
function of x and at the same time

variable
Suppose that y is a a function of some other
The
derivatives of y with respect to
x can then be
expressed in terms of derivatives of 2 with respect to x.
As
a function of
2,
let
<(z).
Denote
differentiation with
respect to 2
by primes.
Then
dx
= ~
dz dx
=
dz
dx
dx
18
Similarly for higher derivatives. The above transformation is called change of the dependent variable.
EXAMPLE.
In the equation
change the dependent variable from y to
where y
tan
z.
dy fax
=
=
dz
sec z-y-.
ax
2
~
<fo
2 sec2
tan
-7-
+ sec
2 -7-,. 2
Substitute in the equation.

4
tan i
+sec
-(2 tanz_l)
Bec**
3a;
sec 2
-7-
0.
19.
Change of the independent

is
a function of x where a
variable. Suppose that y a function of some other variable
is
z.
The derivatives of y with respect to x can then be expressed in terms of derivatives of y with respect to z.
As
a function of
z let
=
\
<#>
<(z).
Denote
differentiation with
respect to z
by primes.
dy
1
Then
dy
dz
dy dx
dydz
dzdx~ dzdx
d (dy\
(z)*
d*y
d f dy
\ 1
d*y
<"(z)
dy
~dz
CHANGE OF VARIABLE
19
~
^_{^y\
A\ __L_
d*y
{*
(*) }
<fe-
Similarly for higher derivatives. The above transformation is called change of the independent
variable.
EXAMPLE.
In the equation
d*y
"cfo
-r^^+l-*
-
dy
_ -
from x to change the independent variable

dy -/dx
2,
where x
cos
z.
dy dz -f dz ax
cosec z -f
dy
.
ciz
dy
= d(dy\ = d( dz
cosec
dy 2 cosec 3 -j4. 2 zQQtz~j-+ dz ds

L
d*y
cosec z -r|
- cosec
z cot
z^ + cosec
^*y -TT 8 d2
2 cot 2
^+cosec
2/=0.
*
. .
+ =
?/
0.
changing either the dependent or independent variable to a third variable, it is better to work out each derivative in the case considered rather than use the derivatives ex
particular case as formulas. pressed in the general
When
20

EXERCISES
In each of the four following variable from x to y.
exercises,
change the independent
d*y
dy
d2y
dy\
dy\
da?
d>yd
y - 3 8
., +8
~r
In each of the two following exercises change the dependent

variable from y to
z.
^.a+^
where
tan
2.
where
?/
z
.
In each of the four following exercises, change the independent variable from x to z.
~ x* -j-? 2 4c?^
7.
c?a;
/~ +w=
x
~j-
0,
where
a;
c*.
8.
(1
a;
j^
2
=
1;
0,
where x
=
=
.
sin
2.
d
9.
x*
~ + 2* |^ +
y
0,
where
v
a;
e".
d
10.
2/
dx*
4. T
- 2
c?v
-
4.
o,
where x
tan
z.
CHANGE OF VARIABLE
11.
21
Transform the formula
for radius of curvature,
p=
into polar coordinates, r sin 6. r cos 6, y
N!)T
w
dx*
the equations of transformation being
ANSWERS
1.
d*x
dx
dx
--
df
z
5.
T-O dx*
2 jdx
= sm *
o 2
<?
2.2
t
6.
-7
dx*
z - 2^-^ n +
dx2
3^2
,- ^ dx +a;
, 3
0.
j-i 3
j-2 2
+ T
0.
10.
,a
+ T
A 0.
CHAPTER
III
ORDINARY DIFFERENTIAL EQUATIONS OF THE FIRST ORDER AND FIRST DEGREE

20.
An
able, of the first order
ordinary differential equation in one dependent vari and first degree, may be represented by
the equation
Mdx
where
+ Ndy =
of x and y and do not contain
M and N are functions

+ Ndy =
derivatives.
cannot be integrated in the general form. There are certain particular forms of it, however, which can be integrated. Some of these will now be investigated.
The equation Mdx
21.
LINEAR DIFFERENTIAL EQUATIONS OF THE FIRST ORDER
Definition.
first
An
ordinary linear differential equation of the
order
is
an equation in the form
where
atives.
P and Q are functions
of x
and do not contain y or deriv
The general
solution of the equation
can be found as follows
Multiply both sides of the equation by
ef
22
EQUATIONS OF FIEST OEDER AND FIRST DEGREE

If the substitution
23
pdx
yeJ
be made, the
left
hand member of
the equation reduces to du/dx.
..
dx
.-.y
= e-fpdxfQefpdxdx +
or/",
(1)
which is the general solution of the equation. In the original equation, if P is zero, the equation reduces the familiar form dy/dx = Q, and the general solution is
y
If
to
= c + fQdx.
is zero,
the equation becomes
and the general solution
is
ce~J Pdx
When
Q, in the equation
is
zero, the equation is called the ordinary linear differential equation of the first order with the right hand member zero.
EXAMPLE.
Find the general solution of the equation

dy
-T- + dx^
1 y x
x
dx
.
Multiply both sides of the equation by eJ
dy ..~ dx
-
r . dx
l
y 9
24

Let u
=
.
ye*/
* *.
du
.
-jefo
#Wf-dx
*
are-
f-dxj a#
-f
c.
a?
\4
4-
*"
It is usual to solve
the
first
an ordinary linear differential equation of order by substituting directly in formula (1). Thus,
in the
above example, formula (1) becomes

y
- fl d*
22. EQUATIONS REDUCIBLE TO
THE LINEAR FORM

form
is
A form
easily reducible to the linear
where
atives.
P and
Q
.
are functions of #
and do not contain y or deriv
Divide by yn
Let y
w+1
u.
du^
^
&*&&****** C4
"
-*.&.
1
"St**"
ft
ec^tferry*^! ,***-
which
is
linear
and can therefore be solved by the methods of
Art. 21.
EQUATIONS OF FIRST ORDER AND FIRST DEGREE

EXAMPLE.
Find the general
25
Divide by
y*.
Let
y~*
u.
d
. .
-2y-* *
dx
^=dx
.-.?.--*-. dx x
Therefore
equation.
23.
2x*y*
2
2/
ca;
is
the general
solution of the
VARIABLES SEPARABLE
Sometimes the equation Mdx -f the form Xdx -f Fdy = where
Ndy =
is
can be brought to a function of x alone and
Y
is
is
a function of y alone.
In such a case the general solution
evidently
being an arbitrary constant.
EXAMPLE.
Find the general

x Vl
y dx
2
-f-
y Vl
x*dy
0.
Divide by Vl
y Vl
3*
#2
?/
Vi-*
=
2
0.
Vi-t/
/ifc& vrr?
Therefore Vl
equation.
3
x* -f
Vl
2
2/
c is the
general solution of the
26

The
form
24.
Xdx
to the process of reducing the equation Mdx -f Ndy is called separation of the variables. -f Ydy
EXACT DIFFERENTIAL EQUATIONS OF THE FIRST ORDER AND FIRST DEGREE The ordinary differential equation Mdx + Ndy = Q Definition. are functions of x and y, is said to be exact when and where
(there is
= Mdx Ndy. is said to be EXAMPLE. The equation 2xydx + x dy = exact because u = x y is such that du = 2xydx -f x*dy. When there is a function u(x, y) such that du = Mdx + Ndy,
a function u(x,
y~)
such that du
-+-
then u
c,
where
c is
an arbitrary constant,
-f
is
the general solu
tion of the equation
Mdx
Ndy =
0.
Condition that the equation

the equation Mdx -f Ndy a function u(x, y) such that
7 du
Mdx
du
4-
Ndy
Ndy.
be exact.
If
be exact, then, by definition, there
is
= Mdx +
du
dy
,
Now
du
dx
j -=- dx
+ -^- dy,
from the definition of the differential of two independent variables.

,,
.-.M=^-, dx
du
,
y
and
,
N= du ^
,
dy
dM
d*u
and
-T=
dN =
dx
d*u
^
dxdy
dM ~~ dN
dy
That the equation
necessary that
dx
Mdx
+ Ndy =
be exact,
it is
therefore
dM
"
dN
dx
9
dy
Conversely, the condition
is sufficient.
That
is if
dM
dy
then
dN
==
dx
Mdx
-f
Ndy
is
an exact
EQUATIONS OF FIRST ORDER AND FIRST DEGREE 27

Proof: Let
C Mdx
**
P,
ox
f- = M-
j^P dM ~~ _dN dx dy dx~ dy
where Q(y)
is
such that dQ(y)
F(y}dy.
Therefore, if
dx
_ dy
the left hand member of the is an equation Mdx -f- Ndy = exact differential and therefore the is an exact differential equation
equation.
To when
a-
find the general solution of the equation the equation is exact.
Mdx
-j-
Ndy
Since
Let u(z, y} be a function whose &u nr
differential is
Mdx
Ndy.
dx
M,
V-%r^*.
F(y}
\(N~ dy \
is
The general
where
c is
arbitrary constant.
^H
28

EXAMPLE.
Find the general
s
O
This
is
~.
-f
2xy
4-
y}dx
(y*
+ a? + x)dy =
0.
an exact
Therefore the general
solution can be obtained
by the above method.
Since ^dx
.u
M,
2xy
4-
=
"
f /
(af 4-
w)<&;
F(y)
= T + tfy 4- ay 4
-,
K
<tl
AV
W
ry
TT =jr
dy
Therefore
-f
^+
^y
+\
c ls
ê
.,
re(lu i re(l
general solution
of the equation.
25. INTEGRATING
It sometimes
FACTORS
happens that the
Mdx
is
+ Ndy =
it is
not exact but becomes so
when
multiplied by some quan
tity.
Thus,
of Art. 21,
is
not exact but becomes so after multiplication by

Definition.
29
factor
which changes a
differential
equation
into
an exact
differential equation is called
an integrating factor
of the equation.
Sometimes an integrating factor can be found by inspection.
EXAMPLE.
Find the general

(<eV
- y*)dx 4as
it
2xydy
0.
The equation is not exact 2 plication by l/# Multiply by 1/x*.

.
stands but becomes so on multi
*
.
zV - f dx
7
x2
i-^-
4-
2v , dy x
0.
~
X
...*+*().*
4-
V -
=
-|-
c.
y*
xe*
+ ex.
Therefore y
tion.
#e
ca; is
the general solution of the equa
many
Rules have been devised for finding integrating factors in cases where they cannot be found by inspection. For a
is
discussion of them, the student
referred to Boole
s,
Murray
s,
or Johnson s Differential Equations.

26.
EQUATIONS HOMOGENEOUS IN X AND y

If and same degree
Definition.
N of
in x
the equation
Mdx
-f
Ndy =
are both of the
and y and are homogeneous, the
equation
is
said to be homogeneous.
To when
find the general solution of the equation
Mdx
4-
Ndy
the equation
is
homogeneous.
dy
30

Divide both numerator and denominator of x -^ by
raised to
or N. the power indicated by the degree of of a and is constant or in the Then every term in forn^
coefficient multiplied
by some power of
Then
Let y
dy_ J dx~ f (y\ \x)

vx.
dv
x
Therefore
fo
+ v =fWdv
dx x
an equation in which the variables are separated, and can there / fore usually be integrated without difficulty.
t
EXAMPLE.
2
Find
the
0.
general
solution
of
the equa equation
(x
+ f)dx - xydy =
=
.
dx
Let y
.
xy
vx.
v 4- x
dv -ydx
1 4- v v
2
.
dv
-j-
dx
vdv
I =-
-{-
2
1>
= -. v
dx x
v*
2 log
ca?.
Therefore y
27.
2x* log ex
is
the general solution of the equation.

dii
EQUATIONS OF THE FORM -/
a.x 4- b.y iy -i b
-4- c.
V+ #+C
a/
The general
Let x
variables,
solution of an equation in the above form can be

:
found as follows
+ XQ and y = y + y where and XQ and y are constants.

x
,
and y
are
new

Change the
variables to x
31
and y
r
.
dx
Case
I.
a/ +
?/
bjf
If XQ and
can be determined such that
a i x9
then,
+ %o + c =
i
and
>
%+
-f b,y
tyo
C2
0,
on determining them such, equation (1) becomes

dy
dx>
~ a^
a,x
+ &/
which
is
homogeneous and can be solved by the method of

If x and y cannot be determined such that
Art. 26.
Case
II.
ai x
<>
b iy
+c =
i
and
>
aô
b
*y<>
+c =
a
then, as was seen in algebra,
5_ ~
2
*i
_ ~~
1
m*
becomes
62
By
substitution, the original equation
dx
Let
aj
-}-
~
m(a^x
.
b^y
v.
rfv
dv
Therefore
C?V
j-
a,
V
o.
J
-4- C.
-
-,
an equation in which the variables are separable.
EXAMPLE
Find the general
dy
dx
__ =
6x 2x
2y
7
6*
3y
32 Let x
+x y=y +y 6z - 2y - 7 = 0,
XQ
f ,
where
and
2z
+ 3y - 6 =
- 4v _
3v
0.
~~2v ~ _ = 5_+
6 ~~
(2 3v)c?v 6"TTSnTsl?
. .
=
2
dx
^"
- log cX =
log (3v
+ 4v -
6)*.
Therefore 3y -f- 4xy tion of the equation.
6x*
I2y
-f-
14#
c is the general solu
EXAMPLE
2.
Find the general
solution
of
the equation
This comes under case II.

*
2 dy
=
4
dv
.
-f
aa;
~
rfa;
76
v -f 8
- 30 log (v +
38)
2x
+
38)
,.
4x
- 2y -30 log (6* - 2y +
c,.

Therefore 2x
33
15 log (3#
y -f 19)
c is the
general so
lution of the equation.
EXERCISES
Find the general
equations.
solution of each of the thirty-six following
dy dx
x
jT
=
x(\
z2 )
6.
<l_^)+(^-l)2/
f/?y
^.
7.
-7- -f-
cos
a;
sin
2a;.
8.
*(l-aog + (2*-l)f.*
s in
^/
2
/
sina:.
10.
-^
-^
3
a;
=
1.
11.
-j-
+cosxy =
tan x y
n
2/
sin2a;.
2
"12.
3?/
+y = -
13.
y* sec #.
14. y
15.
16.
y
sf~^ldx
+ ^f^ldy =
a;
0.
_
0.
(e
1 ) cos
2
?/
eta
-|-
^ sin x dy
-\-
V2cw/
cosec
xdx
2
y tan
.T
c?y
0.
17-
2/(3
+
_
2/)
<
+ 3). \
18.
34
19.

(V
sin
2
.
4:xy 4-
y )dx
4
re
(2# 4- 2xy
sin y dy
4 ty*)dy
0.
20.
,s
x cos y dx
cos
0.
21.
fz
22.
a;(aj
23.
24.
25. 26.
27.
28.
+ 2y*)da; = 0. + Sxydy - (a? + if)dx = 0. - 3^daj = 0. O + 3a^ (x 4. 2iry)dy - (3^ - 2sy 4. y*)da; = 0. 5xydy - (x* + y )^ = 0. - 3y + W)dx = 0. - 2xy)dy + 2x _ 3*(te = 0. &td
2
2y)dy
(>
2/
)c?2/
(ic
(a;
29.
(3z \
4
I
2w
*/
7) /
/ = 2z _ 3y 4 6
>y/>
30.
(6a;
5y
U
31.
4) ^|
2x
-y4
1.
r5^_2v47)^=a:-3v42.
^2/
fr
^\
33.
(x
dll
y /By y - 4- 4) rfa;
2o;
6y
+ 7.
/*
c?v
34.
(5a;
2y 4- 7)
g=
lOo:
-4^ + 6.
35.
(2*_22,45)2- =
(6a?
*-</
+ 3.
36.
- 4^ 4- 1)
= 3a?:
formulas, derived in almost any work in cal of reference culus, are inserted here for convenience
The following

The subtangent and subnormal
whose
equation
is
35
at a point (#, y)
on a curve
are
expressed
in
rectangular
coordinates
y T- and y
-j- respectively.
The polar subtangent and

2
polar sub
normal at a point
(r,
6} on a curve are r -y-
and
-^
respectively.
The angle between the radius vector to a point tangent line to the curve at the point is
(r,
0)
and the
ST
de
The equation of the tangent line to the curve y point (x v y^) on the curve is
dy
=/(#)
at the
The area enclosed between the curve y =/(#), the
a>axis,
and
the ordinates whose abscissas are x and xl respectively
is
Jyd*
provided the curve does not cut the #-axis between x and xr The length of the arc of the curve y = f(x) between the points
(ô>
2/o)
an(^ (îJ y\)
on ^ ne curve
is
37. Determine the curve whose subtangent at a point on it is n-times the abscissa of the point. Find the particular curve that Plot the curve (a), for n 1, goes through the point (3, 4).
(6), for 38.

is
7i
2.
?i-times the
Determine the curve whose subtangent at a point on it subnormal at the point. Find the particular curve
(
that goes through the point
V^, 2).
Plot the curve
when
36

39.
equal to
Determine the curve whose subtangent is constant and a. Plot the curve, (a), when a = 1, (6), when a = 2. 40. Determine the curve whose subnormal is constant and Find the particular curve that goes through the equal to a.
41.
point (1, 2).
Determine the curve which
is
such that the length of the
perpendicular from the foot of the ordinate of any point on the curve to the tangent line at that point is constant and equal to a.
Determine the particular curve does this curve cut the ^/-axis ?
42.
when
is
a.
At what
angle

re-axis,
such that the area between

is
the curve, the

43.
and two ordinates,

is
equal to the arc
between the ordinates.
such that the perpendicular
from the origin upon any tangent
line is equal to the abscissa of
the point of contact. 44. Determine the curve in which the angle between the radius Plot vector and the tangent line is î-times the vectorial angle. the curve
when n
-J.
45. Determine the curve in which the polar subnormal portional to the sine of the vectorial angle.
46.
is
pro
Determine the curve in which the polar subtangent

circuit containing induction
is
pro
is
portional to the length of the radius vector.
The equation for a
and
resistance
di
where
e is
the electromotive force
[E.M.F.] impressed upon the
the coefficient the resistance offered by the circuit, of induction, i the current, and t the time during which the cir
circuit, JR
cuit
is
in operation.
In each of the four following

t
exercises,
determine the current in the circuit after a time

the resistance and induction are constant.
47.
i
supposing that
The E.M.F.
t
is zero.
Solve subject to the condition that
= Jwhen =
48.
0.
is
The E.M.F.
constant and equal to E.

49.
37
The E.M.F.
<ot
is
= E sin
n
where
<o
is
the
a simple sine function of the time, maximum value of the impressed
E.M.F., and
denotes the
second.
50.
is
number of complete
is
the angular velocity, equivalent to 2-n-n where periods or alternations per

the
The E.M.F.
sum
of two components each follow
sin ut -\sin (but -f- 0). l 2 ing the sine law, that is, e The equation for a circuit containing resistance and capacity
=E
i
is
di
1 de
where
current, and
the resistance, C the capacity, i the E.M.F., the time during which the circuit is in operation. In each of the two following exercises determine the current
e is the
t
t,
in the circuit after a time
supposing that the resistance and
capacity are constant. 51. The E.M.F. is constant

52.
and equal
to
E.
The E.M.F.
is
a simple sine function of the time,
= E sin at.
The equation
for a circuit containing resistance
and capacity
is
R dq +
ll
q ~c
di
the resistance, C the capacity, q the the E.M.F., in and t the time during which of the conductor, quantity charge the circuit is in operation. In each of the three following exer
where
e is
cises
determine the charge in the circuit after a time
t,
suppos
ing that the resistance and capacity are constant. 53. The E.M.F. is zero. Solve subject to the condition that
q
=Q
54.
55.
when t = 0. The E.M.F. is constant and equal to E. The E.M.F. is a simple sine function of
the time,
= E sin wt.
ANSWERS
/Y
1.
4xy
2#
x*
-f-
c.
2.
y sin x
log tan
-f. c.
38
3.

y
x
2
-j-
ce~
z
.
4.
5.
2/(l
+ a )* =
log (1
2i
log
-rp-
6.
2/=
a2 ) -fez. #2
7.
y
"
=
=
sin
a;
-j-
8.
ax 4. cz Vl
9.
1 -f ce~
cosa!
.
10.
i= _ a + c Vl y
1
"
x\
- n)
11.
71
y
3
7/
=
a;
2 sin
a;
j-^
ce~
x
.
+ ce~
3
(1
8ln
z
.
12. 13.
14.
15.
=
s
y~
=
2
2 3 sin # cos x
sin
2
a;
4- c cos x.
1
sec"
V#
(e* -f
1) sin x
-|-
16.
cosec#
2y
A 2ay
_
sec"
.r
-f
V^
?/
c.
c.
nt
1
y*
avers"
c.
17.
+
_
Qy
- 9 log (2y +
3)
=
5
4^2
c.
is.
19.
*-r
2rc
2
2/
+ xy + y =
1
c.
20.
cos
# cos y
=
-|-
c.
21.
-^ -f
a;
log
2/
c.
22.
#V =
/=
c
c(
y)
23.
(4^
x>?
24.
(^~ )
25.
etf
+ 3^ 1
3,
26.
cz.

28.
ex
39
[6w= \^ }6y
(3 (3
+ - AX? c(4y
29.
30.
(y
3<>
if
3).
c-
(5y
- 2* f
3)
- 4a? _
{2(y
- A) -
(4
_c
32. 33. 34. 35. 36.
+ 10) = c(y - + 1)- 15y + 17). 15y - 30^ + c = 3 log (5s 4x - 2y + c = 16 log (5a? - 2y + 23).
(By
5x
a;
2#
+ c = log (a y + 2). + c = J log (12a; - 8y + 2y a; a;
1).
37.
39. 40.
M
2/
cz;
ce
x
.
3/"
38.
y=
Vn
y
2
=
=
2cw;
+
4-
2
;
?/
2a#
_|_
2a.
41. y
=
{e
Ce
"
* )
;
zero
44. r
=
= =
c sin ?i0.
45.
= =
k cos
0.
46.
ce"*.
47.
Je~^*.
48. i
| + c^
E
7-^
. ;
49.
/E sm ^ Y
.
to
cos
\
o>H
4- ce
-?-t *
SHORT COURSE ON DIFFERENTIAL EOUATIONS

50.
i
~~~
]?
7?
~
s^
n ^
cos
i+W
r^
---j-
\~
T>
~]
tT-.ffli(fcrf+t)
1-
fciwiCWHrf)
52.
ce
^
-j.
J.
_/x
wi ^r^r-i w (cos
_|_
JtCw
si
53.
5= Qe~^
g
54.
5=
4-
55.
= --,
-]-
.it
^ O
-(o
(sin tt
RCu cos orf)
CHAPTER IV
ORDINARY LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS
An ordinary linear differential equation is 28. Definition. a differential equation in one dependent variable which is linear
in the dependent variable and its derivatives. saw in Art. 21 that the type of an ordinary linear differ
We
ential equation of the first order is
where
and
are functions of x,
and do not contain y or de

differential
rivatives.
In genera], the type of an ordinary linear

tion
is
equa
dn
_ d
n~
_ dn~*
where
Pv P
2,
Pn
and X, are functions of
x,
and do not
contain y or derivatives. In this chapter the only cases considered are those where Two forms of this equa P,, 2 n are constants and real.
tion present themselves, namely,

zero,
when
and when the right hand member

RIGHT HAND
the right hand is not zero.
member
is
MEMBER ZERO
:
29.
We
shall first
prove a theorem used in the investigation

It is
of equations in this form.
Theorem.
equation
If y
yv y ~
yt
yn are solutions of the

,
dn y
dn l y
41
42
then
arbitrary constants,
Proof.
tion.
is
also a solution of the equation.
Substitute y
c l yl -f cai/3 -f
4. cjjn in the
equa
Now
each expression in brackets

y
is
zero, since
yv y
y
Therefore
are solutions of the equation.
is
a solution of the equation.

Cor.
tion,
If y = c l y 4. c2 t/2 4. then y = c^, y = c2 y2

l
,
-f cn yn is a solution of the
,
equa
of the
en yn , are solutions
equation. If y y yn are linearly independent solu yz y lt y c 1 y l -f cay2 tions of the equation, then y -f cn yn is the general solution of the equation (see Art. 13).
30.
To
find a solution of the equation
in the form y
5
e""
Let y
mx
and
substitute in the equation.
If y
is
solution of the equation, then
+ P mn +
2
a
+ PJ =
0.
LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS

Since
e
43
mx
cannot be zero for any value of m, then must
P = 0.
Therefore, if y that
mx
is
a solution of the equation,

1
it is
necessary
mn +
Conversely,
if
Pjm"-
+ P mn +
2
~2
4-
Pn =
0.
has a value
1
such that
2
7V + ^x*- +
then
t/
J>r~
+ P* =
This
o,
is
emia; is
a solution of the equation.
obvious be
cause on substitution of y
<pi*(mf
=
1
emix , the
equation reduces to
-
PjWij"-
+ Pjn^ +
m
+ PJ =
0.
Therefore the necessary and sufficient condition that equation (1) be such that has a solution in the form y = e* is that
Definition.
The equation
1
Pjm""
mn +
is
+ P wn
2
~~ 2
H----
+ Pn =
called the auxiliary equation of
31.
To
find the general solution of the equation

n
n~l
~*
When
roots
the auxiliary equation has distinct roots.
Denote the
by
mv
?7i
2,
ran .
Then n
,
linearly independent solu

*
,
,
tions of the equation are y
the general
solution
is
= emix y em x = c^ * 4- cê** -f
1
"
x
,
and
(see
mnX -f cne
Art 29).
44

EXAMPLE
1.
Find the general
= g-3^-4y dx* dx
Let y
0.
= e.
2
_ 3m cv e
ix
4)
0.
(m
4)(m
1)
0.
Therefore y
-f ct e~* is the general solution of the equation.
EXAMPLE
2.
Find the general
Let y
mx
.
.
^(m + m + 4) =
2
0.
^
cê
Therefore y = ê the equation.
*
is
the general solution of
This solution
may
be written as
=
e^""*"
Vl5
cos
a;
-|-
e~ 4z
sm
^-
(see Art. 5).
When the auxiliary equation has multiple roots. Suppose ~1 n~ 2 n that the auxiliary equation -f-P1 -|-P2 -jn has the roots v , n y 2 At first suppose that two roots are equal. Suppose for defi-
rl
+P =
m w m
,
niteness that
tion
is
w =
2
m,.
Then a
solution of the differential equa

c3 e-3x
y Since c x
(c,
+ c,)^* +
+ Gne^.
c2 is
Ti
tains only
equivalent to only one constant, this solution con 1 arbitrary constants and is not therefore the gen
eral solution of the equation.
To
find the general solution in this case
LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 45

Suppose that the
differential equation is
such that
,
its
auxiliary
equation has the roots solution of this equation

y
mv m
is
4- h,
my
**
mn
The general
m = c^x 44- c e = c^* 4- 0,6^*6** 4- c em^

z s
c+*
s
4.
----
_j_
----^_
TI
Expand
mainder.
e**
by Maclaurin
Theorem
to
terms and the re
<
xl
<
x.
Substitute in the above equation.
Since c2
stant
is
arbitrary, ^
all
may
h.
B for
values of
c x 4. c2
be chosen such that cji is any con Since c, is arbitrary, cx 4. c2 may be
chosen such that
A.
Then
4-
where
J.
and
i>
Let h approach zero. As h approaches zero, the assumed and differential equations approach identity with the given ones, and (1) approaches the general solution of the given
auxiliary
Now
Therefore the general solution of the differential equation
is
= (A
4-
Bxê*** 4-
cs e
TO
^
_|_
_j_
cn
m e
x
,
46

we
shall write
it,
or, as
(i
+ W)em * 4it
cs e m
&
cn em*x .
In a similar manner
tial
can be shown that
if three roots
of the
auxiliary equation are equal, the general solution of the differen
equation
is
and, in general, if r roots are equal, the general solution of the
equation
is
y =. (c, 4J \ 1 4- c,x 2
l
4- c x
t
~l
êmix 4- cr+1 emr+lX 4. /

,
j_ c emnX n
I
If a pair of imaginary roots occur twice, the part of the general solution derived from these roots is
px+j sin fix) 4- ( c3 -\-c x)eaX (cos (3xj sin fix)

4
Lj
4- -#!#) cos /3^ 4- (

1.
4- -B2 a:) sin fix]
EXAMPLE
Find the general

2
c?
v y
_l_
^ dy 2 -^ 4.
i/
=
x
0.
The auxiliary equation is m 2 4- 2m The general solution is therefore y
4- 1
0, or
(m
4- I)
0.
e~ (cl 4- c2 #).
EXAMPLE
2.
Find the general
The
auxiliary equation
solution
4-
is
m*
4m
4-
8m
8m 4-4 =
0,
or
The general
x
is
therefore
J52 #) sin x}.
y
32.
sider
= e {(A
Bfl) cos x 4- (J. 2 4-
As a physical application of the above principles, con the following discussion (see Emptage, Electricity and
:
Magnetism, page 180)

In a galvanometer in which resistance
is
47
offered to the
motion
of the needle, the equation of motion of the needle for small oscillations may be written as
g + 2*| + ^-.)=0,
where
k
is
(1)
is the angle through which the needle turns in the time a constant depending on the resistance offered to the mo t, 2 tion of the needle, w is a constant depending on the moments of
the restoring forces on the needle, and a ws the angle which the needle at rest makes with the line from which angles are meas
ured.
Let 6
and substitute in (1).

)7
..y + ii-j+rfr.a
This
is a linear differential equation of the second order with constant coefficients and right hand member zero. The auxiliary 2 2km -f to 2 0. The roots of the auxiliary -fequation is
d*6
dff
equation are
m m=
k
o>.
Case In
I.
If k
case,
>
this
-a =
=
w
a
.
1 e^-*^** ^)
+ Cj>(-k-vi^w
is
tlie
general solution of (1).
Case
II.
If k
In this case
(1).
=
<o.
ltt
(cx
-f-
c.)e~
is
the general solution of
Case In
is
III.
If k
<
this case
e~ [c 1 cos
V^
tf
c2 sin
V^
k2
1]
the general solution of (1). In cases I and II the motion
is
not oscillatory.
The needle
can go through the position of equilibrium for one value of t, after which it reaches a position of maximum deflection and then
continually approaches but never reaches the position of equi In case III there are oscillations in equal times, the librium.
periodic time being
48

EXERCISES
Find the general solution of each of the following equations.
.a
e.
V
1.
ANSWERS
3. 5. 6.
7. 8.
9.
+ cf. y = c^ + c,e + c y = e (X + c 4. c z ).
y
2*
c^-
2. 4.
2a:
= y =
y
e~ (el
a;
y y
ê*
P
-f-
e~ (c1 cos ^
2a!
-j-
c3 sin
).
a;).
= y = y =
33.
"*"
CI
z
<5
(c2 cos
35
-\- c,
a;
sin
Cje* 4-
c.,!?"
4. c3 cos
c4 sin x.
a;.
(Cj
4 CjZ)
cos
a;
4- (c 8 4. c4x~) sin
RIGHT-HAND MEMBER NOT ZERO

Symbolic form of equation.
is
The
equation,
when
the right
hand member
not zero,
is
where
not of
P,,
y.
2,
Pn
are constants,
and Xis a function of x but
Let
d
dx
-"

and the equation may be
n
written,
n
2
2/ 2
D y -f PJ) ~^y -f P D ~
n
-f
+ Pn y =
supposition,
X.
Suppose that y
is
treated as an algebraic factor of the left
hand
member
becomes
of the equation.
On
this
the equation
H l Suppose also that l as an algebraic expression in D, is

V"
+ PD
+P
W~ 2
Z>
+ Pn
factored
and that the equation
is
written
.
. -
(D
symbolic sense.
- m^(D - mj
is
(D
_ m^y =
(2)
Equation (2)
not equivalent to equation (1) except in a
Let us see what conventions must be made in

is
order that equation (2) be equivalent to equation (1). Let us make the convention that (D m)u where u
tion of
a func
is
equal to
du dx
Also, let us agree that
_ mu.
we
shall begin at the right of the left

left,
hand member of (2) and work towards the
evaluating
according to the preceding convention at each step.
Then
(D
- m^XD - mjy = (D _ m^)
_ m.
50

finally,
1
and
(D_m
dn y
Now
as
-(X + m +
2
since the factors of
an
+ wi B )=P ( Dn + P^" -f P Dn~* 4. mv algebraic expression in D are D

1,
...
.,
Dm + Dm
-
n,
,
treated
n.
This expression
equation (1).
is
is
therefore the
same
as the left
hand member of
Therefore, with these conventions, equations (2) equivalent to equation (1).
EXAMPLE.
With
the above conventions, the equation
may
be written in the equivalent form
where
D
PJ}
m, and
-f-
4-
(D X, 1 )(Z)_m 2 )y are the factors of the expression treated as an algebraic expression in D. For,
^^ ^V m (D - mjy =
3 7/,
(D
- m^D - mjy = (D - m
Now
Therefore the second (Wj -|- m2 ) = p and m^m^ = r form of the equation is equivalent to the first.
Definitions.
When
in the
form (2), they are said

a symbolic factor
equations in the form (1) are expressed to be expressed symbolically, or
to be expressed
When
by means of symbolic factors. D m and a function u are applied
to each other so as to give
(D
m)w
or -=do&
mu, the function
is
said to be operated
upon by
m, or the factor
to
be multiplied symbolically by u.

The
briefly,
51
factor
is
called the symbolic operator, or
more
the operator.
34. Theorem.
The order
in
which the symbolic factors in the
equation of the last article are taken is immaterial. Consider in illustration the equation of the second order.
Let the equation be taken in the form
(D
Then
- ro ) (D - mjy =
f
X.
(D
and
dy ")
(D-m,)(D-m )^=(D_m
1
= *2 2
dx
Therefore
(mi ~f 4^
is
m*J
^
dx
4"*"
(D
2 )(Z>
m^)y
equivalent to
Also,
(J>
m )(D
1
m.2 )y
is
equivalent to
S+ P
The proof
student.
35. First
+ P^ =
(See Art. 33.)
Therefore, in the case of the equation of the second order, the order in which the factors are taken is immaterial.
in the general case
is
left as
an exercise to the
method of
(D-mJCD-m,)? =
Let
X.
(D
m^y =
(D
u.
The equation then becomes

l
)u
or
mû
X.
52

The general
du dx
is
^ _ m.u = JC
l
(see Art. 21)
u
.
.(D-
This
is
the general solution of the given equation.
EXAMPLE.
Find the general

dy
2 -=-5
ciic
2

_
3 -/ rfa;
dy
+ 2y =
1)(Z>
cos
a;.
Write the equation as (D 2)y = cos a?. = then becomes w. The Let (D 2)y equation
..p.
(
l>
1 )u
cos
a?
or
-=c?a;
cos
a;.
e*
J*
e~* cos
x dx
+ c^*
-|- Cje*.
J(sin x
.
.
(Z>
cos x)
a;
2)y
2a!
J(sin
cos
a;)
-f ê*.
x
te
a
= Je J*e~ = TV cos
1*
a:
(sm - cos x)dx + c^* f e~ dx + c e T\ sin + c^ + c/

a;
a;
This
36.
is
the general solution of the given equation.

solve the equation
To
(D
First, let
- m,}(D - m,)
as follows
:
(D _ mjy =
X,
we may proceed
(D
becomes
(D
m) mû =
2
(D
mjy =
u.
The equation then
X.

From
this equation,
u can be determined
Let
as in the case of the
equation of the second order.
Then
(D
_ m^v =
u.
From this equation v can be determined in the same manner as u was determined before. After n 1 such steps there results m = 2 2 is a where known function of x. (Z) n )y The general solution of the equation mn )?/ = 2 is the
(Z>
general solution of the original equation.

37.
will
The following theorems concerning now be established

:
the symbolic operator
Theorem
I.
A
m
constant factor in a function
may
be written
in front of the operator.
tor.
Proof: Let au be a function containing a constant a as a fac Let be the operator. Then
(D
m)au
mau,
by
definition
du
Theorem II. The result when the operator is applied to the sum of a number of functions is equal to the sum of the results found when the operator is applied to each of the functions
separately.
Proof
functions.
Let u Let
-\-
+w m be
w
-f-
-}-
-{-2
be the
the operator.
-f z)
sum of a number of Then
(D
_ m) (u -f v -f w -f
d(u
-f v -f
dx
m(u
dw mv-f-y--yr dx
m)v
-f
-f v
+ w -f
~ -j-f -j
d
d dx
-j-
2)
du
dx
dv
--ydx
mw -f
w)w -f
_ mz
tri)z.
(D
(Z)
54

38.
The equation (D
- mj (D - m )
a
(D
- mjy = X
may
be written in the
form
- ro.)
In the
first
(D _
mj
mn
form the symbolic operators
m D
1?
2,
Moreover, by the theorem of applied in succession give X. Art. 34, the order in which the operators are applied is imma If the second form, therefore, is to be the same as the terial.
first,
the symbolic expression 7-=

that,
(D-mJCD-mJ
m
2,
,
--^7^-- -- -- X (D-mJ
-r
7-^
must be such
when operated upon by
D
in succession in
mv D
D
X.
mn
any
order, the result
Definition.
The symbol
7-=
(D
is
r-^ _ m _ m^(D )
r
2
---7^
-
(D
- mj
r-
is
called the inverse symbolic operator, or,
more
briefly, the in
verse operator.
39.
Let
be a linear differential equation where the symbolic factors viewed

as algebraic factors are distinct.
Break up r
-^
into partial fractions as if
it
were an algebraic expression in D.
Then
(D
Let
mJCD
-
m) ^
f
wij
-m
\ I)
-m
^_
~
l
D-m
^_
X= w
result
is
and
m D
on
X=v>
Theorem.
The
m.)
of
operating
with
X.

Proof: Operate on
55
-j-
v with
(D
m^^D
).
(D
m>
)(Z>
ra2
>,
by theorem
II, Art. 37.
Now
(D-m ) = -^--X
1
lit/
and
(D -
m>
= _ _J
tit,
- X,
"t/rt
ô
by
definition
and theorem
I,
Art. 37.
= (D _ m )
N
2 S A^J A
*,*
(D ^X+ IX
m.) f lX\
/v
40.
When
the symbolic factors
and
2,
viewed
as algebraic factors, are distinct, the result of operating on
with
(D
m )(D
l
w)
2
is JT,
by the preceding
article,
and the
result of operating
on
x
with the same factors
symbolic factors
tors,
is
X, by and
definition.
Therefore
when
the
viewed as algebraic fac
are distinct, the inverse operator of
may be broken up
into partial fractions the
same
as if
it
were an
algebraic expression in 7), and the result of operating with on the expression formed by multiplying (D 2) each of the fractions symbolically by X, and taking the algebraic
_ m^^D
sum
of the results,
is
X.
56

In general, when the symbolic factors
viewed as algebraic factors are

y
distinct, the inverse operator of
(D - mJCD - ro )
f
(1>
- m.)
X
if it
can be broken up into partial fractions the same as
were an
in Z), and the result of operating with algebraic expression m (D - mn ), on the expression formed by a) (D m )(D and taking the fraction symbolically by each multiplying results is X. the of sum algebraic of this theorem is left as an exercise to the student. The
l
proof
41. Second
method
of solution of the equation
Break up r
if it
__
(D
-mJ(D
mr )
2
into partial fractions the
same
as

.
Let
w ~
-- - X
mi
i _/__!_ ~ mJL_ - m \D - m _ (D wJGD - m )

2
t
D-mJ
w^ m m JJ
3
J_Y
X.
a
-=:
/)
and
Operate on u with
.
D
.
mr
du -rdx
Operate on v with
.
.
= _
_ m
x
e**
Ce~m xXdx 4.
*
c,d".

y
57
_ __ m m
l
e i*
CtrwXdx -
-&* m J
l
Ce~ m x Xdx
-
+
ivhich
is
Cje"!*
0,6""*,
the general solution of the equation.
EXAMPLE.
Find the general

d?y
^ dz3
r.dy 3
do;
-4T
2y
cos #.
Write the expression in the form
Break up
it
=r
-YTn-
9^
nto P art ^ a ^ fractions the same as
if
2)
- ~ ÎTT
an
"
D-2
cos
Let
-F^
jt>
T cos x
1
v>
Operate on u with
D
. .
.
1.
eft*
-,-
dx
=
\
cos x.
^ cos x
2.
sin
-f- cê*.
Operate on v with
D
.
.
ey
2v
dx
.
.
=
4-
cos
re.
|
a?
cos
sin
a;
a;
-f36
c2 e
2z
.
= TV cos
T\
sin
c^
-f
which
is the general solution of the equation. This method does not apply when the symbolic factors viewed as algebraic factors are not distinct.
58

42. It will be noticed in the
is
that the result
example of the preceding article the same as that found by applying the method This will be the case in any of Art. 35 to the same equation.
linear differential equation with constant coefficients to
which
both methods apply.
The first method of solution will apply in all cases where the hand member of the equation can be factored into linear fac The second method will also apply if the linear fac tors in D. If two or more factors are equal, and tors in D are all distinct.
left
the inverse operator be broken up into partial fractions, the term or terms corresponding to these factors may be evaluated by the
first
method.
is
Usually the second method

first.
easier of application than the
43.
An
examination of either method by which the general
solution of a linear differential equation of the nth order with constant coefficients and second member not zero is derived shows
of the sum of two immediately that the general solution consists not terms one involving arbitrary constants, containing parts, Moreover the other containing terms involving such constants.
the arbitrary constants are involved so that the term in which it appears vanishes.
Definition.
when any one
is zero,
The part of the general
solution of a linear dif
ferential equation with constant coefficients
and second member
not zero which contains the arbitrary constants is called the plementary function of the general solution of the equation.
com
EXERCISES
Find the general
equations.
solution of each of the fourteen following
LINEAE EQUATIONS WITH CONSTANT COEFFICIENTS

d3y
_
59
d 2y
dy
dx
9.
^,
^ 2 2/
^
=
12.
j4 3
j^ -f ^
2
T^
cos a. V= *
In each of the six following exercises, find the equation of the elastic curve of the beam from the given differential equation,
determining the constants of integration. In these equations, tion of the beam.
ticity,
is
Find also the deflec the modulus of elas
is
the
moment
of inertia of a cross section of the
beam
about a gravity axis in the section perpendicular to the applied

forces,
and
I is
the length of the beam.

rests
15.
The beam
weightless with a weight
on supports at its ends. at its middle point.
It is
supposed
P/l
60

16.
The beam
rests
on supports at
its
ends.
be of uniform cross section and of weight
w
Y
It is supposed to per unit of length.
The beam rests on supports at its ends. It is supposed to cross section and of weight w per unit of length, uniform be of at its middle point. and to have a weight
17.
18.
The beam
It is supposed
a cantilever fixed horizontally in the wall, at its extremity. weightless with a weight
is
19.
is
The beam
to
is
a cantilever fixed horizontally in the wall.
be of uniform cross section and of weight It supposed to have a weight P at its extremity. and of unit length,
Y
per
dot

20.
61
The beam
It
is
is
vertical.
It has rounded
ends.
It is de supposed weightless. flected a small amount a and a load is
applied at
it
its
upper end just sufficient to hold
in position.
The equation
the current
i is
for a circuit containing re
sistance, induction
and capacity in terms ol
dt
in terms of the quantity of charge q is
*g
dt*
Edq
~Ldt
where
the capacity, and
denotes the E.M.F., the resistance, L the induction, t the time during which the circuit is in
In each of the three following exercises, determine operation. the current and quantity of charge in the circuit after a time t, supposing that the resistance, induction and capacity are constant. 21. The E.M.F. is equal to/0). Solve when R*C? 4L.
The E.M.F. is constant and equal to E. The E.M.F. is a simple sine function of the = .Esin tat. Solve when R*C ^ 4L.
22.
23.
time,
ANSWERS
.
y y
y
2.
= = =
^^t2
(3
3.
T/13 )a!
62
5.

y
= TV* - $p +
2
Cj
+
i
ct e~
zx
+ c e3
8a6
.
6.
/=y
7.
= =
(|z
sin
<r
+
4-
ci
<yc).
8.
a?
+2+
6*0,
a;
a?
9.
Cj
cos
a;
+
z
c2 sin
a?.
10.
= -
\x
+J
a;
4-
Cl
e-
+
a;
c 2 e~
2j:
+ cf.
a;.
11. y
12.
13.
=
=
x cos
^
-f c x cos
-j-
c2 sin
?/
J(cos x
e
x
x sin x
caa;
z
x cos #)
-f- Cj
sin
a;
-f-
c2 cos
a;
-j-
c3 e
z
.
y y
= =
(%x*
4
.^
+ eX +
24-|-
+ c ).
3
14.
2
-fCje"
Cj6
-f c3 sin
re
4. c4 cos x.
15.
4E
SJSTy
= =
"
^**
^8
Deflection
=
=
16.
*<.
Deflection
wl
17.
+P
(wl
IP?
3
18.
2^Jy
= _
Pfo1
3
a:
.
Deflection
Deflection
pl3
wl> -
20.
a
Deflecti ion
\~P anc* a vers \\^rni xi/7 .2
**D =
^/T
~72~ t

21
where
2LC
The value
for q differs
of/ (022.
i
RC-Jl&C*-4LC
_
LG
from that for
only in having /() instead
*
c""
ce
cos
sin
~2LC-
-<>
when J?C=4JD.
when
cos
v
when
R*C<4L.
2LG
q=
when
R*C=4L.
23.
i=
64
where T^ and
have the values given in exercise 21.
CHAPTER V
HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS. LINEAR DIFFERENTIAL EQUATIONS
HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
EXACT
A homogeneous linear 44. Definition. an equation of the form
differential equation is
fdy
-
dn y
are constants,
~l
dy
~ x
where
pv pv
y.
p n_ v pn
and
is
a function of
x but not of
This equation can be transformed into an ordinary linear dif ferential equation with constant coefficients by changing the inde
pendent variable from x to z, the equation of transformation be The equation that results from the transformation ing x = e*. be solved by the methods of the last chapter. If a solu may
tion tion
is is
=/(),
the corresponding solution of the original equa
y =/(logz).
The transformation and general solution of a homogene ous linear differential equation in the general case will not be shall merely consider them in a particular considered here.
45.
We
example.
EXAMPLE.
Find the general

i
x-7/^s
c\ y^
(\
Let x
dy
e?.
log
x,
dx~
d*y
1 dy dy dz dz dx~ x dz
d (
dy \
dy
65
1 d*y dz
( d*y
dy
66

2 2
^x \dz
X dy
2
dz /
~
I
x3 \ dz 3
dz
dz /
dx
= _ ~
dy
dz
ffy 2 dz
dy dx 2
xs
dy
dz
A=A_
d*y
dz*
""
<?y
,

d*y
dz
dy
dz"
y ~
The general
solution of
this
equation
It is
ci e
can be found by the
methods of the
y
last chapter.
tz
+ +
+
c
ca e
C3 e
The general
solution of the original equation
is
therefore
v J
1
*k.
log 4: O #-1-1-4I I
c3 4-~4a a; ~2 T^
I
2
.
EXACT LINEAR DIFFERENTIAL EQUATIONS

46.
Definition.
A linear differential
equation
is
said to be exact, when, if the left

V, the expression
by
tion
Vdx
is
is
hand member be represented the exact differential of some func

y.
U which
does not contain an integral of
evidently an expression actually contain 1. ing a derivative of order n

47. To find the necessary and sufficient condition that the equation of the preceding article be exact, and a method of solu tion of such an equation.
The expression
67
Multiply each term by dx and take the integral of each term.
Cp r J
Now
d y dx d*
"
d*"
p d^ d + JCp^dx
+J
dy CP p - &* dz
jP ydy = JP ydy
n
n
identically.
And, by integration by
parts,
J*P_,
g dx = - fP ^ydx + P^,
where the primes denote

. .
differentiation with respect to x.

P"
fxdx +
= /(P. _ P n_, +
(Pn_
n_2
3+
P"U
-}ydx.
-P
n_
Write the expression

tively.
e
in brackets as
Qa
_,,
respec
=Q ydx+Q
n
n_,y+
./ +
+ ft.
(1)
Now
y.
in order that the equation be integrable there
must be no
term in the right hand member of (1) containing an integral of
The necessary and
sufficient condition for this is that
Qn = 0.
68
Therefore the necessary and sufficient condition that the equation or be exact is that Q n =
P.
-f".-.
?"~.
P"
*-*
0.
(2)
When
this condition is satisfied the equation reduces to
c.
(3)
in P, equation (3)
If the coefficients in (3) satisfy a relation in Q similar to (2) is exact and the above process may be re
peated.
EXAMPLE.
Solve the equation
=A P9
ft
p/ *
*
B _!
O =A
p" -r n _2
in
*
lu,
P r
n-3
"
n _3
_ =
fi o.
P n-l ~T j^ * P n-2 J
r/
"
_ ^
be exact
The necessary and

is
sufficient condition that the equation
therefore satisfied.
The equation
therefore reduces to
In
this equation,
Pn =
*
2x,
-P
*
n _!
-L_
= 4,
*
P"
P"
n _3
= -
6z.
P ^n
n-l ~T
n-2
U be exact
The necessary and

is
sufficient condition that this equation
therefore satisfied.
_,
= - 2** +
3x*
1,
.,
x(l
).
The equation
therefore reduces to

This equation
is
69
not exact.
It
is
ferential equation of the first order,
however an ordinary linear dif and can therefore be solved

solution
is
by the method of Art. 21.
The general
which
is
therefore the general solution of the original equation.
EXERCISES
Find the general
solution of each of the following equations.
cot
cosec2
cos
70
SHOET COURSE ON DIFFERENTIAL EQUATIONS
12.
O + 8*
3
fJ^/ll
^+
(Xl]
2(1
te)
J + 6y =
sin a.
13.
(*
+ *_ 3* +
1)+ (9* + 6z -
9)
, 14. x* --
ANSWERS
|f log *
A
2.
y y
= _
c^
+ ^-. +
a?
x
3.
\y? log x
%x*
c^
+
2
c2 o;
4. c3a;
4.
= Jlogz + = =
2
+c +c
3
a;.
o;
+ ^.
y
5.
+ ~ log* + c
+
3
a;
6.
7.
log x
Cjic
log
a;
c2 a;. c
c.a;
10.
==
xsm x
-\-
sin
# log (cosec #
cot ^)
-j-
c 2 sin
11.
=
(a;
3
12. 13.
+
4.
3a; )2/
=
3^
sin
x 4-
c t a; 4- ca
(a;
4- 1 )y
= yh^
4-
+ C2^ +
CHAPTER VI
48.
An
equation in the form
dxn
= Jf(x} ^ J
equation in this form is exact and can therefore be inte grated by the methods of the preceding chapter. It can also be
integrated by direct integration.
An
The
first
integration gives
where a t
is
an arbitrary constant.
gives
The second
=
where a 3
is
/
-
JJ
an arbitrary constant.
After n integrations there results
where cv
49.
ca ,
cn
An
equation in the form
dxn
J~
f(y J ) J
An
when n
equation in this form can in general be integrated only
and n
2.
When n =
1 the equation is
71
72
SHOET COURSE ON DIFFERENTIAL EQUATIONS

integrate, separate the variables.
To
When n =
2 the equation
is
in the form
3
To integrate, multiply by 2
=/<*>
Now
dx dx*
dx
dx
Suppose that
dy
.
.
V^(y)
Ci
dy
50.
An
Such an equation
equation that does not contain x directly. is of the form

Let
73
Then
d?y dx*
~~~
dp dx
~ dpdy ~ P dp dx
dy
dy
d*y ~~ da?
d I d 2y \ dx \ dx* /
d /
dx\
dp\
dy
)
dy \
dp \ dy dy ) dx
and
so on.
The equation then becomes a differential equation in p and y of order n 1. Suppose that it can be solved and that the solu tion is p =/(y). Then a solution of the original equation is
51.
An
Such an equation
equation which does not contain y directly. is of the form
Let
dy
The equation then becomes a differential equation in p and x of order n If the equation can be solved for 1. p and the
solution
is^>
=/(#), a
solution of the original equation
is
y
52.
+c=
first
An
equation of the
case,
order solvable for

y,
y.
In such a
when
solved for
F(x,p}.
(1)
74
Differentiate with respect to x.
This equation does not contain y explicitly. It is an equation of the first order in p and x. If it can be integrated as an equation
in
p and x, there results on integration an equation between x, p and an arbitrary constant. From the resulting equation and there results an equation between (1), if p can be eliminated,
x,
which will be the general solution y and an arbitrary constant, of the equation.
53.
An
equation of the
case,
first
order solvable for

x,
x.
In such a
y
when
solved for

y.
F(y, p).
Differentiate with respect to
The method of procedure from

preceding
article.
this point is similar to that in the
EXERCISES
Find the general
equations.
solution of each of the twelve following
!.g = ,
.g-COB,
-3
7
ql
y da?
ffy ?.
/dy\* -2~
I
\dx)
75
dx
~~
=
I
8*.
10.
*=
U
7~"^
dx
-L J. *
SO
ty
T-
~^j
-1.
-*-
^J
*V
dx
is
13.
to/c.
Find the curve whose curvature
constant and equal
is surrounded If a sphere of radius l by a concentric jR the and potential function, V, at a point 3 2 either in the space between the conductors or outside the outer,
14.
shell of radii
satisfies
the equation
J2 rr
o J ~rr
r dr
dr*
o,
is the distance of the point from the center of the sphere. Solve the equation given that Fx is the potential on the sphere and 2 on the spherical shell.
where r
If a circular cylinder of radius is surrounded l by a cir cular cylindrical shell of radii Jf?2 and J? 3 both of very great length, the potential function, F, in the space between the con
15.
,
ductors,
is
such that
dr*
r dr
is the distance from the point to the axis of the cylinder. Solve the equation given that is the potential on the cylin l der and on the spherical shell. 2
where r
ANSWERS
2.
3.
+ CjX + c y = - log x - |(log x}

y
cos
4. CJR 4- ca .
4.
Cj
sin (aa; 4- ca ).
76

d=
5.
+c =
2
ci
Ve#
+c
.log
i
- 2).
6.
=
a;
c2 eci*.
7.
cx
-log (cy
+ VcV .
1).
8.
1 = - ~x -
C,
4- 1
..
-^-n
log (1
10. y
9.
11.
\x
+c ^
x
=p
c
2
.
Vz
- y - log (1
=F
+ c = %x* V^ - y).
x
12. y
ex
13.
-. A circle of radius K
= JZ,^
F.-7
J.F.
15.
F=
CHAPTER
VII
ORDINARY DIFFERENTIAL EQUATIONS IN TWO DEPENDENT VARIABLES

54. So far, the differential equations considered consisted of two variables, one independent and one dependent. We shall now consider equations in three variables. These may be divided
into two classes
variable,
able.
those in which there is only one independent and those in which there is only one dependent vari The first comes under the class called ordinary or total
: :
differential equations
the second, partial differential equations.
This chapter
taken up with a discussion of a few forms of ordi The next chapter is devoted to nary differential equations.
is
partial differential equations.
55. If /(#, 2/) is a single valued and continuous function of the two independent variables x and y, given by the equation
z ==
/(#, y),
and
ox
and ^-are continuous, then, by oy

,
definition,
dz or
dz
dx
dx
dz
dy
dy,
"
If f(x, y, z) is a single valued and continuous function of the three independent variables x, y and z, given by the equation
= f(x,
y, z),
and
ox uy
and
uz
are continuous, then,
by
defi-
nition,
y,
dx
d
dy
77
dz
&
78

56. Equation (1) of the preceding article has, as a special when 2 0, the equation
case
That
is,
the equation
is
true for the equation f(x,
?/)
where
is a x and y are independent variables. If y in f(x, y) = function of the holds continuous and valued x, equation single true for all values of x for which y is a single valued and con
tinuous function, for in this case y is merely restricted to values which it could assume, as well as others, in the more general
it is independent. This can be seen more clearly perhaps by a consideration of the geometrical representations of the equations.
case where
The equation
= f(x,
y)
when x and y
If
z
ables represents a surface.
0,
the surface
are independent vari is the zt/-plane,
and the equation
dx
dy
If y is a single valued holds true for every point in the plane. and continuous function of x, the equation f(x,y)=Q repre sents a curve in the zy-plane in which the equation expressed in
the form y = of x, and since
<j>(x)
gives a single valued
and continuous function
dx
holds true for
true for all
all sets
dy
of values of x and y in the plane, it holds sets of values which together determine a point on
the curve in the plane.

57.
Equation (2) of Art. 55 has as a special case when
= 0,
the equation
K*JL1>
dx
dx
d J^>^
dy
dy
J^^
d
dz
dz
o.
EQUATIONS IN TWO DEPENDENT VARIABLES

By
79
in the case of
reasoning similar to that employed in the preceding article two dependent variables, it may be seen that
this equation holds true function of x and y.
when
z is
a single valued and continuous
58.
An
c,
integral relation in x, y
constant
say
<(#,
y, 2)
c,
and z, equated to an arbitrary can always be expressed in the
form
Pdx
where P,
4-
Qdy
Rdz
0,
Q and
are functions of x, y
c.
and
z,
and do not con
tain the arbitrary constant
the equation
For, the result of taking the differential of each member of y, 2) = c is, by the preceding article,
<(#,
dt(x
dx
and
y,
z)
S<j,(x
y, z)
dy
dz
this equation is in the specified form.
EXAMPLE.
The
result of taking the differential of each
mem
ber of the equation x*y
xz 4- y z
(3? 4-
where
2
c is arbitrary, is
(2xy
- z^dx 4is
2yz)dy
(y
2xz)dz
0.
This equation
in the
form Pdx
The
resulting equation
Pdx
-f
4. Qdy + Rdz Qdy -\- Rdz =
0.
is
such that P,
Q and
are proportional to
d dx
respectively.
<*>
<l>
and
<W
dy
dz>
Conversely, however, an equation of the form
Pdx
where P,
4-
Qdy
Rdz
=
z,
Q and
sarily give
rise to
are functions of x, y and a solution of the form
does not neces

2)
<f>(x,
y,
c.
This
can be seen immediately because an equation of the form
Pdx
-f
Qdy
4. .Kdz
80

<f>(x,
P,
which gives rise to a relation Q and R are proportional to

d<t>
y,
z)
must be such that
~, dx
respectively,
dtb
and
d<t>
dy
~, dz
}
and these
relations cannot hold for all values of P,
and R.
59.
To determine when an equation of the form
Pdx
If
<(#,
4-
Qdy
Rdz
2)
=
c.
has a solution of the form

it
<(#,
y,
be assumed that
2)
y,
c,
has a solution Qdy -f Rdz = then P, Q and R must be proportional to
Pdx
-f
^ô;
respectively, or
-5-
and
dz
^/
where
/A is
a certain
unknown
function.
From
the
first
two of
these equations there results
or
Similarly,
by using the
first
and third equations we get
dR
dP
third,
and by using the second and
SQ
dB

Multiply equations (1), (2) and (3) by R,
tively,
81
Q and
P
=
respec
and add.
_
dz/
Therefore, if the equation
<(#,
+ T
\dy
__ dx
(4)
y,
2)
c,
-j- Qdy -|- Rdz = must be satisfied. equation (4)
Pdx
has a solution
Conversely, if equation (4)
is satisfied,
the equation
Pdx
has a solution
<f>(x,
+
=
Qdy
c.
Rdz
y,
2)
what long and will not be given in this book.* however will be assumed in the subsequent work.
Definition.
The proof of this theorem is some The theorem

called the condition of integra-
Equation (4)
is
bility of the equation
Pdx
Qdy
solve the equation when the condition of integrability is satisfied. Suppose at first that z is constant so that the equation becomes Pdx 4- Qdy 0. Solve this equation. Suppose that the solu
60.
To
+ Rdz = 0. Pdx + Qdy -f Rdz =
tion
is
f(x,
/A
y,
2)
a constant.
Let u
= f(x,
y, z).
Find a
quantity
such that
du
Multiply the equation

.
+ Qdy -f Rdz = ii.(Pdx + Qdy + Rdz) =

Pdx
by
0.
/*.
This equation may be written in the form du -f Sdz = where u and S are in general functions of x, y and z. In the equation du -\- Sdz, change the variables from x, y and z to x, u and z by means of the relation u = f(x, y, z). The equation then be* For a / proof of this theorem and also that S of Art. 60 does not con Treatise on Differential Equa x, the student is referred to Forsyth,
tain
tions,
Art. 152.
82

-j-
comes du
x.
S dz =
0.
it
It can be
Assuming that
does not, the equation
integrated as an equation in the equation is the general solution of the original equation.
shown that S does not contain du -\- S dz can be u and z. The general solution of
EXAMPLE.
Solve the equation

yz
XZ
dx
1
2
dy
tan"
- dz =
0.
Suppose that
,
z is constant.
The
2
equation then becomes

or
xz
+y
dx
a;
-3^ dy =
2
ydx
xdy
0.
The
solution of this equation
is
-=
y
a constant.
Let w
dx
Let
uP =
-.
Multiply the original equation by
Now
7
ef
1 j
-<iaj-
Substitute

in this equation, y being derived from the equation
83
=
.
x
y
du
u? 4- 1
-
-2
tan
1 dz
0.
Separate the variables.
du
dz
1
O
v
l
-f man"
Let tan
v.
vz
=
1
c.
.z
tan"
y -
=
c
c.
Therefore
z
1
tan"
a;
is
the general solution of the original equation. 61. Suppose that in the equation
Pdx
Qdy
is
+ Rdz =
not
satisfied.
the condition of integrability

relation
<f>(x,
Then
there
y,
z)
which
satisfies
the equation.
is no In such a
case a relation
is
assumed arbitrarily and a relation y, z) = c is sought which, together with \j/(x, y, z) = 0, will satisfy the equation. By differentiation of \j/(x, y, z) = there results
<(#,
"
Ox
dy
dz
From
Then
this equation and (1) suppose that z and dz be eliminated. there will result an equation of the form dx -f- Q dy
84
and Q are functions of x and y the values of which depend upon $(x, y, z). Suppose that a solution of this equation y, z) = c. containing an arbitrary constant is found and is a Then this solution and ^(#, y, 2) = solution together give
where
<(#,
of the equation.
As an
illustration consider the following
example
The equation
di
.
considered in exercises 47 to 50 inclusive, Chapter III, for special cases of e, does not satisfy the condition of integrability if e, i
and
tion
are variables independent of each other. may be written as
For, the equa
Ldi
4.
(Ri
e)dt
de
0.
By
application of the condition of integrability there results
dL d(Ri \a*- ~di

or
e)
j-
-L =
L is
0.
not zero, the equation does not satisfy the condition Assume e =/(0> however, and the equation becomes an ordinary linear differential equation of the first order. Since of integrability.
The
solution
is
--ft
From
62.
this solution the results of exercises
47
to
50
inclusive,
Chapter III,
may
be found by substitution.
The
cases considered thus far consisted of one equation in
two dependent variables. is the case of two total
Another important
class of equations
differential equations in
two dependent
85
variables where each equation is of the first degree with constant The method of solution of this class of equations is coefficients.
as follows
:
By
differentiation
unknown.
discussed.
and elimination, obtain one equation in one This equation may be solved by methods previously The solution found must be a solution of the original
Another solution is found by substituting the one The complete solution consists of in found the equations. just two linearly independent relations between the variables.
equations.
EXAMPLE.
Solve the equations
Differentiate (2) with respect to x.

.
d*y
CM
Multiply (1) by
^ +5 ^ = U
to (2)
dy
dz
5,
and add
and (3).
T 4y = 0. .-.gZ-sf da? dx +
This
is
a linear differential equation of the second order with con
stant coefficients
and right hand member
zero.
It can therefore
be solved by the methods of Art. 31.

y
<Vf
c^.
for
z.
(4)
Substitute this value of y in (2)
and solve
--^-h
the given equations.
(5)
jfV"-
Equations (4) and (5) together constitute a
set of solutions of
86

EXERCISES
In each of the seven following equations, show that the condi
tion of integrability is satisfied.

1.
Solve the equation.
(y
2.
4 z)dx 4 (z 4 x)dy + (2aty 4 2^ 4 2xyz

2
(x
+ y)dz =
0.
3.
4.
(2a?y
+ 2 )^ 4.
(^
-f-
(a -f 2)yc?^ -f (a
6.
(y
2a?)d
2
?/
7.
(2#2/z -f
+ 2y)rfy + (xy + 2)cfo = 2 -f yf)dx 4(^ 4 2^3 4 ^ )d?/ 4- (^ 4 xf 4

+
(xz
2
0.
Solve the following sets of equations.

8.
?
7y
- 3z =
0,
63^
36.
0.
11.
87
+ +
*_<!
*l
+ 3y + 4, = e
>:
.*-* + *.,, * + *-._*

17.
ANSWERS
1.
xy 4- yz 4- zx
c.
2. 3.
y?y 4- y*z 4- log(#

2
-|-
y 4. z)
c.
nfy -f
?/
2 4. z*x
= =
c.
4.
xy
c(a
+ z}.
7.
xyz(x -f
v
i/
-f z)
-
c.
8.
= =
=
Txi
17
fr .
c^-
32
9.
Cl
10.
11.
Cje
4. e2 e
12. y
= e^x cos
a;
c2 e** sin
-^-
a?,
88
13. y
z
= = =
cêT* cos
c
V&E
-j-
c 2 e~ sin c2
V5#,
Z
V5<T
V5e~* sin V5# 4.

x
cos V&c.
14.
\xe 4-
Cje"
4- c2 e~
x
,
15.
16.
2/
= iV^
y
2
= =
3*
2-V"
+ ê -f e-- y ** 4- c e-^ 2+ ^^, + i 6 + e V3 e- y} - c V3 e

x Cl
2
"
(2
17.
= -
yjg
4-
A
+
+ c^
1 -"^
4- e
_
18. y
c2 (3
T el
~k
**
C i e5z cos
^5x
4. c2 e
5a:
sin
19. y
=
r
3*
iê
\e^
4 cf cos
e
4a:
VlO^
e
2x
4- c 2 e
2x
sin
VI Oa?.
-
-{-
cos
VlO^
2x
sin
CHAPTER
VIII
PARTIAL DIFFERENTIAL EQUATIONS.

63.
So
is
far
we have considered
differential equations in
which
We shall now consider only one independent variable. two variables. Such equations equations involving independent
there
belong to the class called partial differential equations, In this book, the independent variables will be denoted by x and y, and the dependent variable by z. The partial derivative
of
z
with respect to x and with respect to y will be denoted by

q,
and
respectively.
Definition.
linear partial differential equation of the
first
order
is
an equation of the form
Pp+Qq =
where P,
tain
B,
Q
q.
and
It are functions of x, y
and
z,
and do not con
or
64.
which can be solved
If there are two equations containing x, y and z, p and q, for p and q, the result may be substituted in dz
= pdx -f
qdy
thus giving an ordinary differential equation.

there
is
Usually, however, only a single differential equation given.
65. Derivation of a partial differential equation.
Let (a) By the elimination of constants. y, z, cv c2 ) =0 be a relation between x, y, z and two arbitrary constants ct and c2 with respect to x By differentiation of y, z, c v c2 ) =
<j>(x,
<(.#,
holding y constant there results
90

differentiation with respect to y holding
By
x constant there
results
By means
and
c3
of these two equations and
<j>(x,
y, z, c v c2 )
0, c v
can be eliminated.
F(x,
The
y, z,
result
is
an equation
p, q)
=
first
which
is
a partial differential equation of the

2
order.
EXAMPLE.
between
#,
Let x* + f -f z -f c^x -f cty = be an equation and and two constants c and c2 z, y arbitrary By
x
.
differentiation with respect to
x holding y constant there results
2x
+
+
c2
GI
+ +
2zp
0.
By
differentiation with respect to y holding

c2
x constant there
results
2y
2z?
0.
By
elimination of
Cj
and
between the three equations there

-}-
results
x* -f tf
z*
2#zp -f
2^5
0.
This
is
(6)
that
<(w,
By
a partial differential equation of the first order. the elimination of an arbitrary function.
v are functions of the variables x, y
Suppose
u and
-y)
and
z,
and that
v.
where
<j>(u,
v)
is
an arbitrary function of u and
The
differential of
<(>>
v)
is
d<,
C7M
-^(fo S^dtt-L CV
<,
0.
Now
aw
= =
dw
5t*
^- aa; dx
4-
dz
^- dz
when y
is
constant,
and
du
when x
du
dy
ay
-)-
^- ay2 r ^2
v.
du
is
constant,
and similarly
for

Therefore the partial derivatives of the equation
<#>(i*,
91
v~)
with respect to x and

dd>
y,
respectively, are
du
du
d<b
dv
dv
and
d<
["
dv
dv
ft
Eliminate
du
and
dv
^ from
dv
these equations. ^
du
du
dv
dv
du
Su
When
arranged in powers of
p and
and the
coefficients
ex
pressed as determinants, the equation becomes
du
dy
dv
du
dz
dv
dz
dy
92

By
differentiation of
v)
with respect to x and with
respect to y there result
and
respectively.
By
1
elimination of
^-
and -~ from these equations

1
there results
1 1 C 1 %
or
This
is
a partial linear differential equation of the
first
order
which does not contain the arbitrary function
66. We have seen that a differential equation with two inde pendent variables can be derived from an expression containing two arbitrary constants or from an expression containing an arbi
trary function of two independent functions of the variables. see therefore that a differential equation with two independent variables may involve in its solutions, arbitrary constants or an
arbitrary function of the variables.
Definitions.
We
A relation between the variables of a differential
equation with two independent variables which includes two arbi trary constants is called a complete integral of the equation.
A relation between the variables of a differential equation with two independent variables which involves an arbitrary function of two independent functions of these variables is called a general
integral of the equation.
There
is
another class of solutions called singular integrals but
these will not be considered here.

67. Consider the two equations
93
cl
and v
=
,
c2
where u and
v are functions of
stants.
By
y and z, and c t and c, are arbitrary con differentiation of u = c x and v = c2 there result
x,
, du , du - dx ~ -f -5- dy d# dy
+
+
,
du
xdz
a)
~
0,
and
dv
respectively.
dv
-f-
eta
rty
dv , ^- dz
and
(2)
Multiply (1) by ^-
(2) by ^-
subtract.
du
du
94

v) = = H if u = c
<(,
Therefore
is
l
a general integral of the equation
Pp
-f-
Qq
and v
c2
are solutions of the equations
68. From the investigations of Arts. 65 and 67 the following rule for finding a general integral of the linear partial differential
equation Pp -f- Qq Solve the equations
is
determined.
dz
dx
dy
Suppose that u
=^
and v
v
=
is
c2
these equations. trary function of
Then u and
<(>,
are two independent integrals of where <O, v) is an arbi v)
a general integral of the equation
R.
Definition.
The equations
dx
dy
dz
are called the subsidiary equations of
Pp
-f
Qq
E.
They
are
also sometimes called Lagrange s equations.
69.
As
illustrations of the
method of
first
solution of a linear par
tial differential
equation of the
order, consider the following
examples.
Solve the equation x*p 1. the Write subsidiary equations
EXAMPLE
-}-
xyq
-f-
y*
0.
dx
~tf
=
dy
xy
dy = xy
dz
Solve the equation
dx
x*
x
y
dz
Solve the equation
dy

From
x
95
-,-,
substitute the value of x,
and the equation becomes
A general integral of
the original equation
is
therefore
EXAMPLE
2.
Solve the equation (y
z}p-\-(z
Write the subsidiary equations

dx
dy
dz
y-z~z-x~x-y
From
a familiar theorem of algebra,
if
then
la -f
me
-f
ne
Ib -f
md
-f-
n/ where
and w are any
multipliers whatsoever.
sidiary equations gives
Application of this theorem to the sub
dx
-f
dy -f dz
0,
(1)
when
=m= =
n,
and
-f
ydy
+ zdz =
0,
(2)
when
xz
x,
m=
=
c2
y,
z.
Solve equations (1) and (2).

-\-
Therefore x
+ y -f z =
2
y* 4- 2
are solutions of equations (1)

therefore
<j>(x
c and and (2), and

l
therefore of the subsidiary equations.

original equation
is
A general integral of
z,
the
-f y -f
x2
-{- i/
-f 2 )
=0.
96

EXERCISES
Determine the partial differential equations of which the four following equations are complete solutions, c x and c 2 being arbi
trary constants.
1.
CjX
c$.
Cl )(y
2.
c^
V*
2
c2
2
2
.
</
3.
O+
c2 ).
4.
Z = -i+ jr+ C
Cl
X*
Eliminate the arbitrary function from each of the four follow ing equations.
5. 7.
<j>(x+y-z,
z +*/
y).
-z )=0.
2
6. 8-
= 6*K* +
xzp
a?yp
+y+ *=/(* +
<fr(x
z,
2
2/
z)
).
0.
Find a general
9.
integral of each of the following equations.

10.
yzq
-f-
11.
yq
2
= xy. = x*z.
2
x*p
+ y*q
yq
0.
z
a?
=
?/.
0.
12.
xp
2
13.
14.
(^ - z )^ + (z _ x^q + (^ - * ) = - 2x. (2z _ 3t/)j9 + (3a? - 4z)q = 4y
ANSWERS
1.
xp
-|-
yq
z.
z.
2.
xp -\-yq
xzp
-}-
=
Q.
z.
2
3. jo^ 5.
4.
2/z#
-f
a2
0.
7.
(yz)p+(zx}q=yx. p q=
z.
<f>
6.
S.
p
yp
=
xq
=
-,
0.
9.
#v, log
-{-
)=0.
10.
<
=0.
12.
13.
<A(^,
14.
<i>(4x
+ y - z) = 0. + f + z ) = 0. +y+ + 2y + 3z, ^ -f + ^ ) =
a:
z,
a;
2/
0.
CHAPTER IX
APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS. INTEGRATION IN SERIES
APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS
70.
It is
shown
in the Analytical
Theory of Heat that the

(#, y, z)
change of temperature in any

the solid
is
solid at a point
within
given by the equation
where u represents the temperature at the point and

time.
denotes
In polar or spherical coordinates the equation becomes

^ du dt
r
~
r
__
sin
^^
00
and
in cylindrical coordinates,
du
=
c5^
A d*u
L
5r 2
+r
5w
dr
d*u T
a>
a*Ml
d2
If the solid
is
a rectangular plate so thin that the thickness
need not be taken into account, equation (1) becomes
du
= If the solid
or
c
ran,
"
ann
is
a wire of infinite extent so thin that the breadth not be
thickness need
taken into account,
equation
(1)
becomes
du
~dt=
W
d*u
In the case of a sphere when the temperature u depends merely on the distance of the point from the center, equation (1), as
8
97
98
can be seen from (2), reduces to
d(ru)
a (ru)
~df~
In the problem of permanent and the equation becomes
states of temperature,
du/dt = Q,
an equation known as Laplace

ten
Vu=
2
0.
s Equation, and sometimes writ This equation also figures in the Theory of
Potential.
right-hand
In polar or spherical coordinates, equation (7) becomes the member of equation (2) set equal to zero, and in
it becomes the right-hand member of (3) set equal to zero. In the Theory of Acoustics, in considering for instance the transverse vibrations of a stretched elastic string, there occurs
cylindrical coordinates,
the equation
&y_^y Bf
and
if
m
the
dx"
the resistance of the air be taken into account,
equation
In the problem of the vibrations of a stretched

brane, there occurs the equation
elastic
mem
which in cylindrical coordinates becomes

2
^J
71.
As an
illustration of transformation of coordinates, con
sider the transformation of Laplace s

sions,
Equation in two dimen
APPLICATIONS OF EQUATIONS
=
99
dx*
cty
from rectangular to polar coordinates.
The equations of transformation are x Now u is a function of x and y and

Therefore, as seen in calculus,
.
r cos
6,
r sin
6.
therefore of r
and
0.
du
If y
is
du
dr
dr -fr
du dd. dO
held constant, this equation becomes,
du
du
Divide by A#, or what

equation
is
the same, dx, and there results th&
du
~~
du dr
dr dx
dx
Similarly,
du dO dO dx
du dO
.p
*
du
du dr
,~,
Since x
r cos
and y
r sin
0,
therefore r
V#
+ y*
and
1
tan"
y/x.
dr
-
fl~
==
cos
0,
dO
and
sin &
dO
cos
Now
du
da;
a~
du dr
c?r do;
5~
du dO aHZ 50 ^*
du
a~ dr
du
COS ^
J^fi
sin
du
>
and
100
d*u
^~a dx*

d\du COS0 = 5~l
a"
dr\dr
dusinOl -=-dO r \
COS 6
d [du
^7.
=- COS0
du sin
dO
*
-0"]
sin b
cos
-^^ drdO
.
d*u
sin0
r
-+
~
dO\_dr
~ -^ DO
dusinO ]
r
T2
,
cos B
[du
s~r
- ducosOlsinO
ae
du
~r \
Similarly
a 2 i*
^2
a~i
^ drdO ^^ Sm ^ + a 3d |_ar
2
[ d\i
cos
du
^7
cos 6 r
s2
"I
r
.,,
dO
sm
J
d 2^
..
ait
Lara0
a
2
aV
it
2
a 2 it a0 2
i ait
T*
cos
ait sin 0~| cos
r
i
a0
2
aw
2
it
2
a^c
a^/
a/*
a?*
a 2 i* a0 2
Therefore the equation
a it ox
in polar
a u uy
becomes
_
^2
i_
\
_
y,2
u
^Qt
1^
y.
^^
o.
method of determining particular solutions of those of 72. the above equations with constant coefficients is illustrated in the
following example.
EXAMPLE.
Find particular
solutions of the equation

z
d zz
Assume
z
that there
is
ft
e^+fly+Y*
where
a,
and
a particular solution y, are constants.
in
the
form

.
.
2 y e*+0y+Y
(a -f
pê^+M+y
Now
e^+^y+v cannot be zero
for
any values of x, y and
t.
APPLICATIONS OF EQUATIONS
Therefore z
101
equation where a and
The
is a particular solution of the are arbitrary constants. above solution can be put into another form as follows:
ft
= e^+Pv^^+P
=
z
Let a
aj
and
(3
/3j
where j
=V
1.
Then
=
(ax -f
(3y+:
fty
2
Therefore
z
sin
ct
Va
2
-f ff),
(1)
5. )
and
3
cos (ax
ct
Va
-f
),
(See Art.
(2)
are particular solutions of the equation. From these can be found particular solutions in the forms
z
= =
sin sin
ax sin
fiy sin ct
Va
-f-
ax sin
these six
is
and
six others.
The determination of
left as
an
exercise to the student. 73. Consider the equation
dr
which is Laplace independent of
<.
: -.
Equation in spherical coordinates where u
is
Let u
m r P, where
is
a function of
alone,
and
is
positive integer.
On
substitution there results the equation
m(m
sin
dO
to
Change
the independent variable from
x where x
=
0.
cos
0.
(2)
The
solutions of equation (1) are
known when
P is determined
m
is
from equation (2).
Equation (2), not only when
a posi-
102

Legendre s Equa 85 and 86.
tive integer but for all values of m, is called Its solutions are discussed in Arts. 76, tion.
74.
To
find particular solutions of the equation
which
let z
is
=R T
-
equation (11), Art. 70, when z is independent of is a function of r alone and T is a func where
</>,
tion of
alone.
^d^T
or
^TW = R \W~t~r
involve
r.
w
drj"
The right-hand member of (2) does not involve t. Therefore The left-hand member does not the left-hand member does not.
Therefore the right-hand
member
does not.
2
/u, .
There
fore each
member
is
constant.
Call the constant
and
1
dR
is
particular solution of (1) termined by equation (3) and
therefore
R T where T
are
is
de
R by
r
(4).
Particular solutions
of equation
let
(3)
T=
cos pet
and
the
T=
To
siufjict.
(See Art. 31.)

(4),
solve equation
x/p and substitute
in
equation.
~ ...g+lg+JÔ. x dx ^ dx*
Equation (5)
is
(5)
a special case of the more general equation
INTEGRATION IN SEEIES
known
as Bessel s Equation.
Its
103
solutions are considered in
Arts. 79 to
84
inclusive.
INTEGRATION IN SERIES
book no equations with variable coefficients, of higher order than the first, have been considered except a few very special cases discussed in Chaps.
75.
It will be noted that as yet in this
and VI.
The remainder of
this chapter is
devoted to a discus
sion of linear differential equations of the second order with coef

ficients rational integral functions
of
x,
and second member

s
zero.
To such a
Not
set
belong Legendre
and Bessel
all in
Equations men
tioned above.
all differential equations,
not even
the comparatively
simple form of linear
differential equations of the first order, are
When solutions cannot be capable of solution in finite form. In finite form, recourse is had to integration in series. the set about to be considered, some equations have solutions in
found in
finite
form and some have

shall
not.
We
attempt here to find solutions only in the form of
infinite,
is
convergent, power series. If an equation be capable of solution in finite form, this form found when a solution is attempted in the form of a power series.
instance, in exercise 11,
For
page 120, the solution found as
if it
series that make up the solution of an equation be In such cases, may recognized as those of familiar functions. the solution can be written in terms of those functions. For
were made up of Sometimes the
infinite series is in reality in finite form.
instance, in the
answer given on page 122 for exercise 12, page
to 1, and the two particular 120, if J. be taken equal to 2 and solutions be added, there results the series
which
first,
is
x~ y e* x
If the second solution be subtracted from the

is
there results the series which

is
x~ 2 e~ 2x
The general
solu
tion
therefore
104

y
CjOTV*
-|-
3T 2 e~ 2z
76.
Let us attempt
to find a solution of
Legendre
Equation
in the
At
first,
form of a power series in x. assume that there is a power

==
K
ff(fi
series
V=00
~\~
o \%
~f~
~i~
*
-i-
O V XK
where g g v K are constants, which will formally, i. e., without regard to whether the series converges or not, satisfy the
-
equation.
It
is
no
restriction to assume, as
we
shall, that
=j=0,
all, any g s is not zero, and we assume that the series begins with the term con taining the first g which does not vanish.
because, if there is
solution at
one at
least of the
Since
I/--0
and
^=
.
.
(/<
+ v)(/c
S>
V 2^ 1Y1
lA 1
r Vir _i_ i/V* x ) K H- V )(, K

\.
+v
_i_
!
or
j/=a
!/=(
- m(m +
l)}flr^+"]
0.
If
is
105
to satisfy the equation, the coefficients of each
power of x
in
(1) must be zero. of equations

:
Therefore there results the following series
(K
2)(K
2)</
3)(K
+ 1)0, - {(K +
{K(K
+
+
1)
- m(m + _ m(m +
1)}^ =
1)}^ =
0,
1)(*
2)
0,
(2)
2r
2)(/c
2r
1)
- m(m
since
From
the
first
0,
or K
1.
At
of these equations, first, take K = 1.
=j=
0,
therefore,
Substitute in equation (2) and calculate the #
in succession.
ffi
where ^
satisfies
is
arbitrary,
and g zr has the value given above, formally

is
Since this series the equation. the solution of equation. particular Next, take K = 0.
Substitute in equations (2).
convergent, (3)
is
gl
is
arbitrary.
Call
it
zero.
106
"
m(m+l)
m(m-2)(m + l)( ~
^
[2
~U~
(4)
where
<7
is
arbitrary,
and g 2r has the value given above, formally

is
the equation. Since the series solution of the particular equation.

satisfies
convergent, (4)
is
If solution (3) be denoted by y and solution l (4) by yv the solution of the is where and general equation y Ayl -f By^ are arbitrary constants. Art. (See 11.)
77. The general form of a linear differential equation of the second order with right hand member zero is
It will be assumed here that q Q (x), ?,(), g () are rational 2 integral functions of x. If a solution is to be found in the form of a power series in
a, it will
be convenient to write the equation in the form
(*
)>(*)
g+
jt>
(X
A 00 g + A
( Z)
0,
(2)
x.
where
.p (a;),
^(a;),
()
are rational integral functions of
The equation can be written in this form in an unlimited number of ways by multiplying it through by a suitable power of x a and a rational fraction neither the numerator nor denominator of
which contains x
a.
Definition.
107
if
The point a
is
a regular point of equation (2)
p.W *
point
a,
o.
Without
at first
making any assumption with regard
to the
substitute
in equation (2)
and attempt
satisfied.
to determine the g s so that the
equation
is
formally
0.
(3)
Call the expression in square brackets f(x, K -f- v). a by Taylor Develop f(x, K -j- v) into a power series in x
Theorem.
.-./*,
V)
=/(a,
V)
+/
(,
V)
~~ +
Substitute this development in (3), equate each power of a to zero and there results the following series of equations:
<7j(a,
l) +flr
(a, K
(o, K)
0,
2)
+ ^/
1)
Now
And
g 4=
0.
Therefore /(a, K)
0.
/(a, K)
= K(K -
108

.-.K(ic-.l)^ (a) H-icpâ)
+ ^(a)
=0.
From
is
this equation
can be determined the value or values of K
which are
If p (a} not zero, the equation is of the second degree. If p (a) is zero, the equation is of lower degree than the second. The necessary and sufficient condition that the equation
to be used in the subsequent equations (4).
of the second degree is therefore that the point a be a regular point of the differential equation.
is
Definition.
is
The equation K(K
l)j
(a)-f ^(a)
+p
(a)
called the indicial equation of the differential equation (2).
is regular, the indicial equation gives two values and from equations (4), for either value of say K and K, the values of g v g 3 may be computed, in general, in terms of g
If the point a
/c,
of
K",
Therefore in general there are two series in ascending powers

of x
a,
namely,
V
2/
v=0
+v
U,(z-a>y
,
and
y-Y*
v=0
(*-)*"*,
where g
is
arbitrary in either series, which will formally satisfy
equation (2).
78.
The following theorems with regard
to the solutions of the
The proofs a have been established. power series in x For a discussion of these are too long to be given in this book. theorems the student is referred to a pamphlet entitled Regu lar Points of Linear Differential Equations of the Second Order
in a
"
by Professor Maxime Bocher, published by Harvard University.
109
tion,
Theorem I. If a is a regular point of the differential equa and the difference of the roots of the indicial equation is not
power
x
a, viz.,
zero or a positive integer, two solutions in the form of a

series in
and
y
v=0
</
v (x-a>y
+v
,
where K and
these
series
K"
are
are the roots of the indicial equation, exist, and In each of these series g is convergent.
arbitrary.
In this case, if y l denotes one of the series and y2 the other, the general solution of the equation is y Ay^ -j- Ey% where are arbitrary constants. and
to which this theorem applies is Bessel s equation when not zero nor an integer, discussed in Art. 80. Note. By the difference of the roots of the indicial equation a being positive integer is meant that the greater minus the less
A case
is
is
a positive integer.
Theorem
II.
If a
is
difference of the roots of the indicial equation
a regular point of the equation and the is a positive inte
ger n, the necessary and sufficient condition that two solutions of the form under Theorem I exist is that
?-,/ (,
(see equations
roots,
""
+ Art.
1)
+ 9. f
K"
(a
~^ =
0,
IV
(4),
77), where
is
the smaller of the
and when
this condition is fulfilled, the series are
conver
gent,
In
say K
K",
this case the series corresponding to the larger value of

,
K,
can be found as before.

</,
In the
series
corresponding to
are arbitrary, but if g l be chosen zero a particular g and solution in terms of g is found. Then if y l denotes the first
series,
= Ay
and y 3 the second, the general solution of the equation where A and B are arbitrary constants. -j- By t
r
is
110

is
A case to which this theorem applies

discussed in Art. 76.
,
Legendre
Equation
Theorem
III.
If a
is
a regular point of the equation, and the is either zero, or a
positive integer
n where
two solutions are found, one being

y
the other being
T,9 v (x-aY +v
v<d
=
K
log
is
O _ a) v=0 fr(* - a Y +v
+"if0r(*
a)""*",
K"
v=0
where
series
smaller,
and these
the larger root of the indicial equation and the series are convergent. In the first of these
is
In the second, gQ g Q is arbitrary. determined in terms of g

.
arbitrary
and g v
is
If y l denotes the first series and y 3 the the general solution of the equation is
last;
term of the second,
where
and
y= 1A + B log O - 01 B are arbitrary constants.
2/1
+ By
case to
when n
which this theorem applies is BessePs Equation or an integer, discussed in Arts. 82 and 83. 0,
If the point a is not a regular point of the there are not two solutions of the equation in any of equation the forms under Theorems I and III, and if any series in one of
these forms
is found it is usually not convergent. Cases to which this theorem would apply will not be considered in this book.
Theorem IV.
BESSEL
79.
EQUATION
We
shall
now
consider the solutions of the equation
in the form of a
power
series in x.
The equation
as
it
111
stands
is
in the
!
form (2) of Art. 77, where
PoW =
Since
jp
PM =
and
âW =
x*
-n
*-
this equation are regular.
(#) cannot be zero for any value of x, all points of Therefore the solutions of the equa
in particular
tion for all values of x,
when x
0, will
first
come
three
under one or other of the forms mentioned in the

theorems of Art. 78.
Substitute
"
y
in the equation.
=
i>=0
gv
"If
[(*
v=0
V)(K
+ v - 1) + +
2
-f v)
(V
_ 7i)]^^+" = 0,
=
0.
or
If
x=0
[(K
v)
]^^^"
The equations
for the determination of the g s are therefore

2
(K
_
2
n^g.
0,
[(x
[(*+!)* -0^ = 0, + 2) -n ]^ + = 0, [(K + 3) _71 ]^ =:0,

2 2
!7o
(1)
[(K
2r
I)
<]0
M=
0,
Since
gr
=j=
0,
from the
first
equation there results K

is
n.
The
therefore
2n.
is
If
0, this
difference
is zero.
If
~,
where
is
j9
an odd
integer, or if
is
an
integer, this difference
a posidif-
tive integer.
If
is
neither zero nor
^
Zi
nor an integer, the
ference
80.
is
neither zero nor a positive integer.

nr\
At
first
assume n neither zero nor
nor an integer.
112

is
This
the case covered by
Theorem
I.
There are therefore
two solutions
and
To determine the g v
substitute K
in equations (1).
4(2
~
4)
<7o
4(2ra
2) (2m
4)
_ f_ y -^ 2
1
>
9
-
2r(2
2)(2n
4)
(2w
2r)
4(2
+ 2)(2n + 4)
=
~
g
is
where g
is
arbitrary and ^ 2r has the value given above
a par
ticular solution of the equation.
Similarly,
results
on substituting K
in
equations
(1) there
= gf~
[l
f
where ^
is
2.4(2n_2)(2n_4)"
arbitrary
_ __
+ 2(2n _
g
2)
~
is
_____
2 4
-
and
9,
2r(2î
2)(2w
_
I
^
1
^Zf^r g
/Q\
Lj
J
- 4)
(2
- 2r)
a particular solution of the equation.
If y l denotes the
trary constants.
81. Next, assume
is
113
first series
is
tion of the equation
= Ay
79
and y t the second, the general solu where A and B are arbi -f- By 2
1
=^^-
Assume,
for definiteness, that
positive.
is
In
this case the difference of the roots of the indicial

viz. p.
equation
a positive integer,
it is
From an examination
T)
of
equations (1)
arbitrary.
seen
when n
0,
^
2i
that both g and gp are
Choose gp
and there
results the
nr\
same equation
as (3) of the preceding article
when
is
substituted for n.
-j-^
Therefore in this case there are two particular solutions of the equation which are the same as the solutions in the case of the
preceding article
when ^
Zi
f)
is
substituted for n.
82. Next, assume n an integer. Since n appears only in the form of a square in the differential equation, it is sufficient to
suppose
it
a positive integer.
In
is
this case the difference of the roots of the indicial equation
the positive integer 2n. For the root K n, the series
For the
root
K"
= =
is
the same as (2) of Art. 80.
n, the equation
is
such that the coefficient of g yn

0>
is
zero.
Therefore,
since
III,
#2n-2 =H
tms case comes under that mentioned in Theorem

let
Art. 78.
To
get a solution corresponding to
K",
= qga i/=0
v=0
coefficients
~g v ,
For the purpose of determining the

series in the
write the
form
y
= if (v-2n log X + v=0 = =

g_,
gv
where g_tn
9
g_,n+l
0.
114
-"if
[(*"
2
")
+ *? ,+
<l#v-2
log x
2
v
x*"+
"V{2(K"+v)^_ 2
[(K--f v) +^-^]^}^+"
-
= 0.
, ,
(1)
Now
in the coefficients of log x
K "+ V
,
<7_
2n ,
g_2n+l
g_ v
and the remaining ones are the same as the left hand In substituted for members of equations (1), Art. 79, with -{2n = K and equations (1), Art. 79, hold for Now K. -{are zero,
K" K"
Therefore
From
the coefficients of log x X K +V vanish. the second set of terms in (1) are found the equations
"
all
from which to determine
</.
These equations are:

2
<V
_ n^g. =
0,
"
+ 2n) 9o = 0, + 2ny - n*]g^ + g + + 2n + 1)^ = 0, + 2n H- I) - n^g, n+l + + 2w + 2)(/ = 0, + 2n + 2) _ n^g + +

[(K2(>"
[(K"
2("
9*>
W
_
= n, therefore g Since in these equations, first the Also, equation. constant, satisfies
K"
an arbitrary
2)
4)
2.4. .-2r(2n-2)(2n_4)<?
-(2/i-r
Since the coefficient of 2n is zero, this equation introduces no new g. The equation, however, gives a means of determining the hitherto undetermined constant g
,
Also
115
~2
2 "- 2
Q-l)
~fi
<Ji
>
7,
U*
ff
2(2n
77 J * n ~*
2)
-{2.4.6-.
__
o
-~(2n
2) }
where
Choose
</
2n
0.
Therefore
-v
-|
4 ...
2r2^
z4
rn+2r
2)
2n
is ^r arbitrary and 2n+2r has the value given above, is a particular solution of the equation If the first solution be denoted by y^ and all terms not involv
where
<7
ing log x in the second by

is
?/ 2 ,
= (A
-\-
B log x)y
-\-
JBy z
the general solution of the equation and are arbitrary where
constants.
116
83.

Next, assume n
0.
In
is
this case the difference of the

zero.
roots of the indicial equation
This case
is
covered by
Theorem III. The two infinite

by
series
when n
tions derived as in the preceding case.

letting
can be found from equa They can also be found
n be
z
zero in the results in that case.
Two
x zr
particular
solutions are
x
~ 2
"
~~
"
~^~
(2r)
and
As will appear in applications to physical problems, when a positive integer it is convenient to take, not y^ and yv but n These special the quotients of these by 2 n where g is unity.
84.
is
\
solutions are written
Jn (x)
and
W (x)
n
so that
and
<
=J
log x
- 2-
- 1 x- + \n
~ 2n 3 n
2 x~
2n
~l
\n-l
LEGENDRE
85.
EQUATION
Returning now
(1
to the equation
*)
g - 2*g +
we
see that
it
(w+l)y =
0,
considered in Art. 76,
can be transformed into the
2 form (2) of Art. 77 by multiplying through by x formed equation is
.
117
The
trans
* 2(i
- *2)
1
2p
v
2x*
(x)
fx
+ m(m + ixy =
2x*,
(x) m(m -f- 1)# 1 and I and x = 1, the points Since _p (#) All the other of 1 are not regular points points are equation.
where
pQ (x) =
x\ when x
regular.
The
indicial equation
when x
=
1)
is
K(K_
This equation has the roots
tion in this case
0.
and 1. The differential equa comes under the case mentioned in Theorem II.
This case was already discussed in Art. 76.

86.
It
is
convenient
when
to
m is
a positive integer as
it
was
in
the illustration
tion as a series
have a solution of Legendre s Equa of Art. 73 In this case we shall in descending powers of x.
take the equation, as in Art. 73, in the form

(1
_*
2x
+ m(m + 1)P=
0.
Let
i/=0
and substitute
in the equation.
"Z
v=0
O-
")
(n
\_(
-vn
I)?,**-
-2
1)
v)(n
.
.
v -f
m(m
1)
-f
\y\g v x
n~ v
[n(n+
\_(n
n(n
- IX -
[(^
- 2;(w _
1>
1)
_m(m + _ m(m + - m(m +
l)]0r
1)]^
1)]^
= = = =
0. 0,
0, 0,
[(n
2r)<>
2r
1)
- m(m + 1)]^ =
0.
118

the
first
From
equation, since g 4= 0,
.
n(n
.
-f-
1)
or
m(m +
n
1)
=0.
1.
=m
m
=
"it
first
take n
m.
9l
0,
g%
= - (m
l)m -
gv
<7
0,
-,
(~ IV J
~
2r
. . .
4
-
2(2m
- 2r - 2) - 2r + 1)
A
is
series in
descending powers of x which
satisfies
the equation
therefore
P~
\l
O-
1)
2C2^TT)
(m-3)(m-2)(m-l)m
4.2(2m_3)(2m_l)
^nere
(/
g
h
~g~
is
arbitrary and # 2r has the value given above.
By
taking n
= _m
1,
there results the solution
I
(
f
J
where ^
is
arbitrary
and
(m
2r
2r)(m-f 2r
1)
(m
2r
is
2(2m
4. 3)
(2m
2r
+T)
When m
76
is
a finite series according as
a positive integer, solutions (3) and (4) of Art. m is even or odd, and in either
equation (1) above is finite differing from (3) or (4) of Art. 76 only by a constant factor.
case,
87.
If
series
(2m- l)(2m_3) --^ m

,
(1)
of
or
Art.
86
,
be
multiplied
.
by
is
2m
2 m (m) 2
the resulting integral
called the
119
is
Legendrian Coefficient of the wth order, and
de
noted by
Pm (x).
The
successive values of jPTO (#) are readily found to be
EXERCISES
1.
Find the remaining Find two particular

.
six particular solutions of the equation
considered in Art. 72.

2.
du
=
2 ^d u
dt
3.
dx*
Find two particular
d(ru) ~
,d\ru)
~~
d 2u \
2
4.
Find four particular

2 J
du
~
d 2u
2
dt
5.
\ dx
dy /
dt
6.
_ ~
dtf

dy
at*
dy + +U
.
d*y
c>
af."
dx*
7.
Show
that equation (1) of Art. 70, in rectangular coor are
dinates, becomes equation (2) when transformed to polar or
The equations of transformation spherical coordinates. z r cos r sin x r cos sin sin y
<,
<,
<.
du
Suggestion.
for y
dx
=-
du dr =- dr dx
du ~ + d$ ^,
dx +
-_-
dO
du
d<$>
^ ^-, dx
d<j>
and similarly
and
z.
120

solutions of the following equations
:
Find the general

8.
2*-g _*!+(!
9af
+).
1
0.
"
&+&*-*)&- (* + V9 =
0-
10.
4z4*
14.
x_
17.
Show
that,
ANSWERS
1.
2.
= sin ax cos % sin at Va + /8 z = sin CUE cos fiy cos cf V + z = cos a# sin fiy sin c^ Va + z = cos ax sin cos c^ a + ft z = cos ax cos /&/ sin ct Va -f y8 2 = COS cue COS y8y COS ct Va -f y8 u =e ~ = e- sin cos a^,
2
2 2
,
ft*,
ft*,
2
/??/
c2a2t
it
c2
2<
3.
121
u u
- e~ c2a2 cos
r
2
ar,
- e~ c2a2 sin
r
ar.
4.
5.
6.
= e -e +0 cos ax cos fiy, u = eM _ e_ w = e -c (a2+02)f g n aa g n y = s n a:c s n Ca^f y = cos ax cos Ca = cos ax s n Ca y = sin cue cos ca^, = cV ^ y = e~ sin aa; cos k cos cue cos Vc a y = e y = e
2
(<*
)*
c2 (
+0 2
cos ax sin $/,

gj n
^
^ 2
C 2( a 2+02)f
ax CO6
^>
2/
^-
kt
?/
kt
cos
cue
sin
VcV
2
.
8.
274^3^7
where
2.4.6.3.
1 7-11
xe
f g **
and
9.
x-+^+^ +
-
2-5
2-5-8
where
~
10.
r)
_
r
2r
(2r
3r
3 2r
(3r
2r)
122
where
^=8
11.
_
r
1
2
(2r
+ r)
^ 2r
V-
(2r
_7)
= = 4s1
12. y
+
[l
f*
+ g^g* +
- + ^- +
H-
-..
+ 1^ + 2^2^ +
where
r
g^ +
],
6-20---2(2r +r)
^ 2r
13.
.
l
+ K + gT 30 ^ +
+ r)
where
3r
=
12.42--.3(3r
^=6
^- [l
2
30
3(3r
- r)
14. y
= ^[1 -
%x
4.
^
2
] 4.
4a;].
15.
y=[A + Blogx]
[2
1
2 2 ^~ FT2 T p + pTI
2
+ B p* -
j-Ai + i) + irrra-^P + 4 +
where
Or
and
..
16.
123
=
*)
Al + 4
where
FISHER
Series of
Rudiments
of
AND SCHWATPS
Text-Books on Mathematics
$ .60
J.08
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School Algebra
$1.00
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Complete Secondary Algebra.. J.35 90 Quadratics and Beyond
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Text Book
of Algebra, Part L. J.40
|HE Fisher and Schwatt algebras have achieved a marked success

in the short time that they have been before the public. The Higher Algebra" is used as a regular text-book at Harvard
"
University, and the elementary books are established in sec ondary schools of corresponding rank.
These text-books may be resolved into two series, the more popular of which consists of the "Rudiments" (for grammar schools) and the "Sec
ondary"
(for
high schools).
"Secondary"
The
and
"Complete Secondary"
includes the
on Continued Fractions, Summation of Series, the Exponential and Logarithmic Series, Determin Thus, while the "Secondary" covers ants, and Theory of Equations. the requirements for admission to colleges, the "Complete Secondary"
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also chapters
covers the requirements for admission to any scientific school, and sufficiently full for the ordinary work of the first year in college.
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is
"
also
Quad
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"
Complete Secondary." Higher Algebra is a book for college courses. The Textbook of Algebra" is a high school book containing an unusually large number of graded exercises it is a valuable mine of problems bearing on the regular high school work.
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"
<

64-66 FIFTH AVE..
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NEW YORK
ATLANTA
CHICAGO
SAN FRANCISCO
The Elements of the Differential

and Integral Calculus
By
DONALD FRANCIS CAMPBELL

Armour
Institute of Technology
Professor of Mathematics in
i2mo.
Cloth,
-)-
364 pages.
$1.90 net
[HIS book
is designed especially to introduce the student of engineering to the mathematics upon which his future
will be based, but in spite of the emphasis on the practical side of the subject the needs of classes in clas sical colleges and universities have been neglected in no way.
work
To meet the needs of colleges where the study of the calculus taken up in the first year of the course, Professor Campbell has presented a more detailed discussion in the opening of both the differential and integral parts of his work than is usually given in text-books. Thereafter, the subject is developed by the use of practical problems which are sure to arise in engineering work.
is
Thus all subjects only remotely connected with engineering have been omitted, while in addition, a few elementary chapters in mechanics have been supplemented. This presentation of mate rial, without encumbering the book, affords a short introduction to Mechanics and Differential Equations as well as a view of the principles of Attraction, Centers of Gravity, and, to a certain ex tent, the Moments of Inertia, from the mechanical rather than from the purely mathematical side. The part of the book which differs most widely from other text-books is that dealing with the integral calculus. A full ex planation is given of each step in the formation of each summation and integral. In addition, in order to enable the student to grasp more fully the details of the subject, the author has introduced a large number of practical questions which are found in actual ex perience to produce the desired result better than the theoretical
propositions introduced into the older treatises.

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14 DAY USE RETURN TO DESK FROM WHICH BORROWED

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TO, book b ftAliSUtik U&Wthd below, or

oh the date
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GIFT

DONALD FRANCIS CAMPBELL,

PROFESSOR OF MATHEMATICS, ARMOUR INSTITUTE OF TECHNOLOGY

THE MACMILLAN COMPANY

BY THE MACMILLAN COMPANY

Published September, 1906

THE NEW ERA PRINTING COMPANY

Colleges of Engineering, the need

book on Differential Equations, limited

the object of this book.

strictly to those principles

to choose only those that illustrate differential

I have consulted freely the Treatises on Differential Equations

reading parts of the manuscript and verifying answers to problems.

PREFACE TO ENLARGED EDITION

appeared consisted of the

also consulted Heffter s Treatise

Differential Equations with one

Independent Variable. have sent me their criticism of the

in its original form, as well as to others

under the deepest obligations.

ORDINARY DIFFERENTIAL EQUATIONS OF THE FIRST ORDER AND FIRST DEGREE

ORDINARY DIFFERENTIAL EQUATIONS IN Two DEPENDENT

This definition includes a constant as a function of

This includes a constant or a function of one variable as a

function f(x) of one variable x

continuous for a value

one and only one corresponding value off(x, y).

SHORT COURSE ON DIFFERENTIAL EQUATIONS

no matter how h and & approach

definitions are given in almost

If /(#) is single valued and continuous, and dyjdx uous, then

then preceding derivatives are all continuous,

the derivative of z with respect to y

d ny are called the

taking differentials in succession any differential mately be found.

preceding article, if x is an inde can be assumed without loss of generality,

the same in this case, dx,

can be assumed that x changes by equal increments.

this supposition, therefore, d*x

Therefore, under this supposition,

Thus, a second derivative or

said to be of the second order, a third of the third order, so on.

SHORT COURSE ON DIFFERENTIAL EQUATIONS

in calculus are functions of a real variable.

The exception is e* where The student is already

z is a complex quantity. x familiar with the definition of e where

when z is a complex will now be given.

becomes real and equal

this series, it will

for all values of x.

that the infinite series in

equal to the infinite

for all values of

this definition, the following

theorem can be established

where x and y are

the terms containing x

These are found from the

(s/) .()*. (JL)!^1_

positive integral values in succession

the terms of the development

results are the

value of x in log x and then taking the differentials.