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Cornell University Library

371.M98

Introductory course

In differential

3 1924 004 628 388

equa

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INTRODUCTORY COURSE

DIFFERENTIAL EQUATIONS

INTRODUCTORY COURSE

DIFFERENTIAL EQUATIONS
FOR STUDENTS IN CLASSICAL AND
ENGINEERING COLLEGES

BY

DANIEL

A.

MURRAY,

B.A., Ph.D.

FORMERLY SCHOLAR AND FELLOW OF JOHNS HOPKINS DNIVERSITT


INSTRDCTOR IN MATHEMATICS IN CORNELL UNIVERSITY

SECOND EDITION

NEW YORK
LONGMANS, GREEN, AND
LONDON AND BOMBAY
1902

CO.

COPTEIGHT, 189T,

By LONGMANS, GEEEN,

AND

CO.

ALL RIGHTS BBBESTED,


First Edition, ipril, 1897.

Keprinted July, 1898.

Eevised.

Eepritited Sept., 1898.

July, 1900.

September, 1902.

T^pogr^pbj bv J

8.

Oushing

&

Co.,

Norwood, Mass., U.

S.

A.

PEEFACE.

The aim
of the

of this

work

is

devices employed

to give a brief exposition of

in

solving

differential

The book presupposes only a knowledge


formulae of integration, and

supplementary to

the

may

some

equations.

of the fundamental

be described as a chapter

elementary

on the integral

works

calculus.

The needs

of two classes of students, with

whom

the author

has been brought into contact in the course of his experience


as a teacher,

have determined the character of the work.

the sake of students of physics and engineering

use the subject as a

tool,

and have

little

who wish

examples have been worked in

to

time to devote to

general theory, the theoretical explanations have been


brief as is consistent with clearness

For

made

as

and sound reasoning, and

full detail in

almost every case.

Practical applications have also been constantly kept in mind,

and two
cal

special chapters dealing with geometrical

and physi-

problems have been introduced.

The

other class for which the book

is

intended

students in the general courses in Arts and Science,

more time

to gratify

and some of

any interest they may

whom may

is

that of

who have

feel in this subject,

be intending to proceed to the study

of the higher mathematics.

For these students, notes have

PREFACE.

vi

Some

been inserted in the latter part of the book.


contain

notes

referred

to,

the

demonstrations

of the

-which

are

or partially proved, in the first part of the work.

If these discussions

were given in

would probably tend


it

theorems

of

full in

to discourage

the latter place, they

a beginner.

Accordingly,

has been thought better to delay the rigorous proof of

several theorems until the student has acquired

of familiarity with the

some degree

working of examples.

Throughout the book are many historical and biographical


which it is hoped will prove interesting. In order that

notes,

may have

beginners

a larger

and

better conception of the sub-

seemed right to point out to them some of the most


important lines of development of the study of differential
ject, it

equations, and notes have been given

For

in view.

which have

this object

purpose, also, a few articles have been

this

placed in the body of

the text.

These

Riccati's, Bessel's, Legendre's, Laplace's,

articles

refer to

and Poisson's equa-

and the equation of the hypergeometric

tions,

are forms that properly

lie

series, which
beyond the scope of an introductory"

work.

In

many

cases in

manner necessary

which points are discussed in the

in a

work

of

this

kind,

references

brief

are

given where fuller explanations and further


developments
may be found. These references are made, whenever possible, to

sources easily accessible to an ordinary student, and

especially

to

the standard treatises, in English,

of Boole,

Forsyth, and Johnson.

For students who can afford but a minimum


of time for
this study, the essential articles of
a short course are indicated
after the table of contents.

PREFACE.
Of the examples not a few are

vii

original,

from examination papers of leading


also a large

number

and many are taken

universities.

of examples, which, either

There

is

by reason of

their frequent use in mechanical problems or their excellence


as

examples per

are

se,

common to

all

elementary text-books on

differential equations.

There remains the pleasant duty of making confession of

my

indebtedness.

In preparing this book, I have consulted many works and

memoirs

and, in particular, have derived especial help for

the principal part of the work from the treatises of Boole,

Forsyth, and Johnson, and from the chapters on Differen-

Equations in the works of

tial

De Morgan, Moigno,

Laurent, Boussinesq, and Mansion.

Hoiiel,

I have in addition to

acknowledge suggestions received from Byerly's

"

Key

to the

Solution of Differential Equations " published in his Integral


Calculus, Osborne's
tises of

Use has

Examples and Rules, and from the

also been

made

of notes of a course of lectures deliv-

ered by Professor David Hilbert at Gottingen.

and material for


also

trea-

Williamson, Edwards, and Stegemann on the Calculus.

many

of the historical

Suggestions

and other notes have

been received from the works of Craig, Jordan, Picard,

Goursat, Koenigsberger, and Schlesinger on Differential Equations

from Byerly's Fourier's Series and

Cajori's

Sp)lierical

Harmonics,

History of Mathematics, and from the chapters on

Hyperbolic Functions, Harmonic Functions, and the History


of Modern Mathematics in Merriman and Woodward's Higher
Mathematics.

The mechanical and

physical examples have

been obtained from Tait and Steele's Dynamics of a Particle,


Ziwet's Mechanics,

Thomson and

Tait's Natural Philosophy,

PBEFACE.

yiii

Emtage's Mathematical Theory of Electricity and Magnetism,


Bedell and Crehore's Alternating Currents, and Bedell's Prin-

of the Transformer^

ciples

ments

will be

To the

These and many other acknowledg-

found in various parts of the book.

friends

who have encouraged and aided me

undertaking, I take this opportunity of expressing

And

tude.

first

in this

my

grati-

and especially to Professor James McMahon

of Cornell University,

whose opinions, advice, and

criticisms,

kindly and freely given, have been of the greatest service to

me.

have also to thank Professors E. Merritt and E. Bedell

of the departpient of physics,


Saurel,

and Professor Tanner, Mr.

and Mr. Allen of the department of mathematics

Cornell for valuable aid and suggestions.

and Mr. Allen have also assisted

me

Professor

in revising the proof-sheets

while the work was going through the press.

To Miss H.

Poole and Mr. M. Macneill, graduate students at Cornell, I


indebted for the verification of

COKNELL UnIVEKSITY.

at

McMahon

many

S.

am

of the examples.
D. A.

MURRAY.

April, 1897.

PREFACE TO THE SECOND EDITION.


TAKE this opportunity of expressing my thanks

I
to my
fellow-teachers of mathematics for the kind reception which

they have given to this book.


My gratitude is especially
due to those who. have pointed out errors, made criticisms,
or offered suggestions for improving the work.
Several of
these suggestions have been adopted in preparing this edition.
It is hoped that the answers to the examples are now free

from mistakes.
COBNBLL University,
June, 1898.

^ ^ MURRAY.

CONTENTS.

EQUATIONS INVOLVING TWO VARIABLES.

CHAPTER L
Definitions.

Formation op a Differential Equation.


Page

Art.

l.'tordinary and partial differential equations.

Order and degree

2.NSolutions and constants of integration

S.^The derivation of a

differential equation

4.SSolutions, general, particular, singular


5.

Geometrical meaning of a differential equation of the

6.

Geometrical meaning of a differential equation of a degree or

first

order and degree

an order higher than the


Examples on Chapter 1

......

first

9
11

CHAPTER

II.

Equations op the First Order and of the First Degree.


8.')liEquations of the form/i(x)da;+/2(j/)Zj^

(Equations homogeneous in x and y


^on-homogeneous equations of the

=0

.14
15

9.'

10.

first

degree in % and y

12. Condition that an equation of the first order be exact


IS.SRule for finding the solution of an exact differential equation
.

Integrating factors
15. The number of integrating factors

....

14.

16. tintegrating factors

16
17

ll.'^Exact differential equations

is infinite

for finding integrating factors.


f Rules
18.- Rules III. and IV.
ix

19

21
21

22

found by inspection

17.

18

Rules

I.

and

II.

23
24

CONTENTS.
Page
26

Akt.
19.^
20.

21.

Rule

26
28
29

^inear equations
^Equations reducible to the linear form
J^xamples on Chapter II

CHAPTER

III.

EgnATiONS of the Fikst Okder but not op the First' Degree.


22.

Equations that can be resolved into component equations of the


first degree

23.

Equations that cannot be resolved into component equations


Equations solvable for y

24.

Equations solvable for x


26. Equations that do not contain x that do not contain y
27. Equations homogeneous in x and y

28.

Equations of the

29.

Summary

first

degree in x and

y.

32
33

34

25.

31

.34
35

Clairaut's equation

36
38

Examples on Chapter

III

38

CHAPTER

IV.

SiNGCLAK Solutions.
30.

References to algebra and geometry

40

31.

41

33.

The discriminant
The envelope
The singular solution

34.

Clairaut's equation

85.

Relations, not solutions, that

criminant relations
Equation of the tac-locus

44

36.

45

38.

Equation of the nodal locus


Equation of the cuspidal locus

39.

Summary

48

Examples on Chapter IV

49

32.

37.

40
42
44

may

appear in the

CHAPTER

p and

c dis-

45
47

V.

Applications to Geometry, Mechanics, and Physics.


41.

Geometrical problems

51

42.

Geometrical data

51

CONTENTS.

XI
Page
53

Art.

44.

Examples
Problems relating

45.

Trajectories, rectangular co-ordinates

55

46.

Orthogonal trajectories, polar co-ordinates

56

47.

Examples

57

48.

Mechanical and physical problems


Examples on Chapter V

60

43.

55

to trajtectories

CHAPTER

58

VI.

Linear Equations with Constant Coefficients.


49.

Linear equations defined.

The complementary

particular integral, the complete integral


50.

The

linear equation with constant coefBoients

function, the
.

.63

and second mem-

ber zero
Case of the auxiliary equation having equal roots
52. Case of the auxiliary equation having imaginary roots
53. The symbol Z)
54. Theorem concerning D

...

51.

66
68

Another way of finding the solution when the auxiliary equa-

56.

The

57.

The symbolic function

69

tion has repeated roots


linear equation with constant coefficients

and second mem70

a;

70
72

of finding the particular integral

59.

Methods
Short methods

60.

cases
Integral corresponding to a term of form e'" in the second

61.

Integral corresponding to a term of form

62.

Integral corresponding to a term of form sin ax or cos ax in the

63.

Integral corresponding to a term of form

64.

Integral corresponding to a term of

58.

65

-67

55.

ber a function of

64

of finding the particular integrals in certain

74

member
k

in the second

75

member

76

second member

e" V

in the

second
'"

member
member
Examples on Chapter VI

73

form

xF

in the second

79

80

CONTENTS.

xii

CHAPTER

VII.

Linear Equations with Vakiable Coefficients.


Abt.

66.

The homogeneous Ihiear equation. First method of solution


Second method of solution: (^) To find the complementary

67.

Second method of solution

68.

The symbolic functions /(9) and

69.

Methods

70.

Integral corresponding to a

65.

Paoe
82

84

function
:

{B) To find the particular integral

85
86

of finding the particular integral

term of form

a;

.87

in the second

member
71.

89

Equations reducible to the homogeneous linear form

90

Examples on Chapter VII.

CHAPTER

91

VIII.

Exact Differential Equations and Equations of Particular


Forms.

Integration in Series.

73.

Exact

74.

Criterion of an exact differential equation

75.

The

76.

Equations of the form

^=/(x)

96

77.

Equations of the form -T^ =/(?/)

96

78.

Equations that do not contain y directly


Equations that do not contain x directly
Equations in which y appears in only two derivatives whose

97

79.

80.

differential equations defined

integration of an exact equation

orders differ

92

first integrals

92
.

by two

94

98
99

81.

Equations in which y appears in only two derivatives whose


orders differ by unity

100

82.

Integration of linear equations in series

101

83.

Equations of Legendre, Bessel, Riccati, and the hypergeometrio


series

Examples on Chapter VIII

105
107

CONTENTS.

CHAPTER

xiii

IX.

Equations of the Second Okdek.


^^'^

The complete

85.

solution in terms of a

86.

E elation between

87.

known

integral

the integrals

IIX

89.

To find the solution by inspection


The solution found by means of operational factors
The solution found by means of two first integrals

90.

Transformation of the equation by changing the dependent

91.

Removal

92.

Tran.sformation of the equation by changing the independent


variable

93.

Synopsis of methods of solving equations of the second order


Examples on Chapter IX

88.

Page
109
Ill

.112
.114

variable

114

of the first derivative

CHAPTER

115

'.

117

118

120

X.

Geometrical, Mechanicai,, and Physical Applications.


Geometrical problems
Mechanical and physical problems
Examples on Chapter X

95.
96.

121

122
124

EQUATIONS INVOLVING MORE THAN TWO VARIABLES.

CHAPTER

XI.

Okdinary Differential Equations with siore than Two Variables.


98.
99.

....

Simultaneous differential equations which are linear


Simultaneous equations of the first order

100.

General expression for the integrals of simultaneous equations

101.

Geometrical meaning of simultaneous differential equations of

102.

Single differential equations that are integiable.

103.

Method

of the first order

the

first

order and the

128
130
133

first

degree involving three variables

134

Condition of

integrability
of finding the solution of the single integrable equation

136
137

CONTENTS.

XIV

Page

Art.
104.

Geometrical meaning of the single differential equation which

105.

The

106.

The single differential equation which


Examples on Chapter XI.

is

integrable

'

Pdx + Qdy + Bdz =

locus of

is

140

orthogonal to the locus

CHAPTER

is

non-integrable

142
143

XII.

Partial Diffekential Equations.


107.

Definitions

146

108.

Derivation of a partial differential equation by the elimination


of constants

146

109.

Derivation of a partial differential equation by the elimination


of arbitrary functions

148

Partial Differential Equations of the First Order.


110.

The

integrals of the non-linear equation

the complete

and

particular integrals
111.
112.
113.

149

The singular integral


The general integral
The integral of the linear equation
.

Equation equivalent to the linear equation


115. Lagrange's solution of the linear equation
114.

116.

Verification of Lagrange's solution

117.

The

linear equation

150

involving

150

153

.154

....
.

154

I55

more than two independent

variables

j5g

118.

Geometrical meaning of the linear partial differential equation

158

119.

Special

methods of solution applicable to certain standard


Standard I. equations of the form F(p, q)=0

159

forms.
120.

Standard

II.

equations of the form z =px + qy


+f(p, q)
equations of the form F(z, p, q) =

Standard III.
122. Standard IV.
equations of the form fi{x,p) =fi{y,
q)
123. General method of solution
121.

Partial Differential Equations of the


Higher Orders.
124.

Partial equations of the second order

125.

Examples readily solvable

161

162

164
166

Second and

Igg
yjn

CONTENTS.

XV
Page

Art.
126.

General method of solving

127.

The general

Iir+Ss+Tt = V.

.171

linear partial equation of an order higher than the

173

first

128.

The homogeneous equation with constant

129.

Solution

130.
181.

The particular integral


The non-homogeneous equation with constant

132.

The

133.

Transformation of equations

182

134.

Laplace's equation,

V2F=0

182

135.

Special cases

1.36.

Poisson's equation,

coeflBcients:

the

complementary function
.

when

174

the auxiliary equation has repeated or imagi-

nary roots

175
176
coefficients

the complementary function

179
180

particular integral

185

V''F=
Examples on Chapter XII

186

Trp

187

MISCELLANEOUS NOTES.
A.

Reduction of equations to a system of simultaneous equations

B.
C.

The existence theorem


The number of constants

T).

Criterion for the independence of constants

E.

Criterion for an exact differential equation

P.

Criterion for the linear independence of the integrals of a linear

G.

equation
Relations between the integrals and the coefficients of a linear

H.

Criterion of integrability of

189

of the first order

....

of integration

197
199

I.

Modern

J.

Short

K.

The symbol

L.

Integration in series

Pdx

Qdy

+ Bdz =

theories of differential equations.

Answers

195

.197

equation

list of

190

194

works on

.200

....

Invariants

differential equations

to the

202
205
208

209

.........

examples

Index of names
Index of subjects

211

233
235

CONTENTS.

XVI

SHORT COURSE.
(The
I.

Roman

numerals refer to chapters, the Arabic to

7-16, 20, 21

II.

66, 71

III.

IV. 30-34

VIII. 72-81

articles.)

V. VI. 49-53, 56-62 VII. 65,


IX. 84, 85, 87, 90-93
X.
XI. 97-99, 101;

103, 106; XII. 107-116, llS-122, 124, 125, 127, 128, 131, 133.

DIFFEEENTIAL EQUATIONS.

CHAPTER

I.

DEFINITIONS. FORMATION OF

A DIFFERENTIAL

EQUATION.
1.

Ordinary and partial differential equations.

degree.

A_diffi:e ntial equation is

differentials or difFerentia l

Ordinary

Order and

tha.t

involvfts

p.np.ffipip.nts. _

differential equations are those in

di ffere ntial coe fficients

variable.

an equation

have reference

vb ^pli

pjl

^^q

to a single inde pftnflP"*^

Thus,

dy =cosxdx,

(1)

(2)

DIFFERENTIAL EQUATIONS.

[Ch.

I.

Paiftial differential eqiuations are those in which the.rp, axe


^o or more independent variables and partial differential coeffi cients

wit h^ reference to any of them


,dz

dx

The order

nf a

The

aSp

ay

difpp.rentia.l

highest derivative appea.iin^ ip


a tive,

dz

eqiiatinn

is

nrdp.r

t.hp.

nf

t.TiB

it.

degree of an equation is the degree of .that highest derjj-

when

the differe ntial co efficients are free from radicals


Of the examples above/ (1) is of the first order

andjEaciions.

and

first

degree, (2)

is

of the first order

(4) is

of the second order

and second degree,

and

first

(6) is of

degree,

the second

order and second degree, (6) is of the first order and" second
In the integral calculus a very simple class of differential equations of which (1) is an example have been treated.
degree.

Equatio ns having one dependent va,ria.l)1fi ?/ and one irtd ep ej^dent vSlkti x will first be considered. The typical form
of -such equations is

2.

Solutions and constants of integration.

e ntial equation has a solut i on,

have

Whether a differwhat are the conditions under

s olution of a, particular character, and.


arising in the general theory of the subject are
hardl.Y mat ters for an introductory course.*
T
student wil l

ffilUiJl-it-jiU

other

i\,

qii estions

remembCT that he

s o lved

algebrai c equations, before he coald

prove_that _such equations must have roots, or


before he had
vpry l im ited knowledp-e o their p;eneral proper

iB ttte lilian a

--

This book will be_ concerned merely with an e


xposition
ofjhe metho ds of solving" some particuk^dasseToFliHgrMitial
ec|uationsj_and their^joluti ons will be expressed
by the ordi-

tifis.

."
Ba,ry algebraic, trigonome^trJc^^aiidexp oliential
functions

* For a proof that a differential equation has


an integral,
references relating to this fundamental
theorem, see Note
B,

and

p. 190.

for

CONSTANTS OF INTEGRATION.

2.]

solution or integral of a differential equation is a relation

between the variables, by means of which and the derivatives


obtain ed therefrom, the equation is sa.tisfied-

Thus y

= sin
x^

is

a;

a solution of

+ y^ = r^

and y

(1)

= mx + r Vl + m^

are solut io ns of (4) Art. 1* In


expressea explicitly' in terms of

two of these
-t.

hut

\-n

solutions, v is

tVit. ar.1i-|tions

ferential equati ons in general the relg^nn hofwoon

of dif-

QT^r|

y \f^
ottentimes not so simply expressed. T his will be seen bv,
glancing^at the solutions of the examples on Chapter II.

A soluti on o f

(1) Art. 1 is

y
c

being any constant.

solut ions are obtained,


zero, the solution

= sin

By
and

is

(1)

ch anging the value of

c,

differgiiJi.

in particular, by giving c the value

= smx is

obtained.

s olution of

= sin x, and

d^'^^^
another solution

is
is

one of them, as
Similarlv y
i ons of (2).

is

seen by giving

The

= cos x. A solution more


y = JL sina;; and it includes
y

A the particular value unity.

The

('Z\ a.re

two

first

given solu-

relation

= A cos x + Bsinx

a yet more general solution, from which

tions of

(^)

A/

ficosa; includes one of the

y
is

another solution

= smx + c,-

eeneral than either o f the former

d'y

A
is

a;

all

obtainable by giving particular values to

arbitrary constants A, B,

c,

(3)

the preceding solu-

A and B.

appearing in these solutions

are called arbitrary constants of integration.^

Solution_il) has one arbitrary constant, and solution (3) has


the question arises How many arbitrary constants must

two

the most general solution of a diiferential equation contain ?


-

* See page

12.

DIFFERENTIAL EQUATIONS.

mj

art be infer red from


T]i&_ answer can
the formationof3jlifferentiaijegjiaUiai.

3* The

p.lvi

ninate two constants,

A and

-B.

IjiJiLe-JffScess

three equations.

Of these three equation -, n n n ii


aTe_rRf]iiired
/^vJ^^niTlhr'two others needed are_jjl)tfliinprl

diffeiientiation of-(3)

1.

the consi deratioiLof

derivation of a differential equation.

Tn

oppppir

ICh.

rriYeTl,

hy

TiFimply ,

Ruccejjsive

Thus,-v

= A sin + -B cos x, y

a;

= ^ cos
^
dx

a;

S sin x, ^
^

^= ^sma;

jBcosa;^

dar

-4 + =

whence,

2/

<3<^

d!a;2

Now

consider the general process.


/(a;, y, c

c ontains,

b ^girlpR "

T>i ffpvBnt.ia.t.i(7r| p,

fla;

d3?^

""^l

i^,

Cj,

c)

The equation

arViH.rg.PY

(1)

pnTigt.a|^|.g

^^^^- ...,r.^

times in succession with respect to x gives

da;

5a; a?/ da;

dy'\dxj

'

'^dydx"

aa!""^
T<r\jfprr\ thoi nrfcinal

dy dx\

and the n equations thus__pball, the


making w + 1 equations

fign ation

tained by differentiation,

* See B. Williamson, Differential Calculus, Art. 311;


Differential Calculus, Arts. 606, 507.

J.

Edwards,

FORMATION OF A BIFFEBENTIAL EQUATION.

3.]

n -constants c^ Cj, ^^^Cj,_can be eliminated, and


formed the equation
^
,

tViii"

irill

5
Vin

Therefo re, when there

is a rel ation between x and y involving


n arbitrary constants, the corresponding differential relation
which does not contain the constants is obtained by elimi 4- 1 equations, made up of
nating these n constants from the
j;he gi^cen relation and n new equations arising from w succe sjSive differentiation s. There being n differentiations, the resul ting equation must contain a derivative of the nth order, and
therefore a relation between x and y, invol ving m ar bitrary
,

constants, will give rise to a differential equation of the nth.


OTder' f ree., -from those constants.

in dependenti

o'*'

the

ftyrior-

in

The

vy]^ich.

equati on

obtained

is

and Of the inanner in

which, the eliminations are effected.*


On the other hand, it is evident that a differential equation
,

of tlie wta o raer cannot have

more than n

arbitrar^y constants

+ 1,

on eliminating them
there wo uld appear, not an equation of the nth order, but one
ol Ihe Vn + i)th order.f
Its

Ex.

solution

1.

tor, if it

From

x^

had, say w

+ y^ + 2 ax + 2hy + e = Q,

derive a differential equation not containing

a, b,

or

c.

Differentiation three times in succession gives

* See Joseph Edwards, Differential Calculus, Art. 507, after reading


Arts.
t

5, 6,

following.

For a proof that the general solution

contains exactly

of

an equation

of the nth order

arbitrary constants, see Note C, p. 194.

DIFFERENTIAL EQUATIONS.
The

elimination of 6 from

tlie

last

[Ch.

I.

tlie differential

two equations gives

equation required,

Ex.

2.

Form

the differential equation corresponding to

y^-2 ay +
by eliminating
Ex.

3.

Eliminate a and ^ from {x

Ex.

4.

Eliminate

4.

a-,

a)^

x"

a.

m and

o from

y'^

{y

- /S)^ =

= m (a'' - x^).
ffhe solution which

Solutions, general, particular, singular,

contains a

number

the equation,

r^.

of arbitrary constants equal to the order of

called the general solution or the complete

is

inte-

particular values

graU Solutions obtained therefrom, by giving

to the constants, are called particular solutions.) Looking on


the differential equation as derived froDx-tbe-.neral sqlutioPN

the latter
It

is

called the comvlete primitive pf the iatm&t?-^

may be noted

*'.

that from the relation (1) Art. 3 several

differential equations can be derived, which are different when


the constants chosen to be eliminated are different. Thus, the

elimination of all the constants gives but one differential equanamely (2), for the order of elimination does not affect the

tion,

The elimination of

equation formed.
of the (n

l)th

equation of the

from

(?i

Therefore
?ith order,

all

elimination of

l)th order

but
all

Cj

gives an equation

but

and similarly

l)th

gives another

Cj

for

Cg,

-,

c.

So

order can be derived.

the complete primitive of one equation of the


and the complete primitive of n different equations

(1) is

l)th order.

equations of the

from

n equations of the {n

(1),

of the (m

order

first,

The student may determine how many

second, , (n

2)th order can be

derived

(1).

The general

solution

may

not include

all

possible soluti ons.

"

For inst q.Ticp,


,

(4-)^Art.

y^ nix + rVl + m.l

1 has for

The

l atte r

is

solutions, a?

+ rf=ii^

and

the general solution, c ,on-

taining the arbitrary constant ~m, but the f ornier

is

not derivar

4-]

SOLUTIONS.

ble from

by giving particular values

it

to m.
It is called a, xin Singular solutions are discussed in Chapter IV.
T he n arbitrary constants in the general solution must be
ind!ependent an d not equivalent t o less th an w coiistan
TFe

gular solution.

S okition

and

a,

= ce^'K^ appears

to contain tw6~arbitrary co nstants "c

b ut they are really equi valent~to only one.jJji^

= ce'+ = ce^e" = Ae", y

and by giving
all possible values, all the particular solutions,
that can be obtained by giving c and a all possible values, will
also be obtained.*

The general

solution can have various forms, but there will


a relation between the arbitrary constants of one form and
those of another. For example, it has been seen that the gen-

.be

eral solution of 4,
dx-

+ "y=Q

is

y=A sin a + 5 cos


But y

= c sin

(a:

+ a)

is

a;.

also a solution, as

stitution in the given equ ation;

and

may be keen by

it is

It contains two ind e'pendent con stants


form expanded is

since
ter

On comparing
it is

evident

genera.1

snb-

sobitinn.

and ja.

The

lat-

= c cos a sin x + c sin cos x.

this

form with the first form of solution given,


between th e constants^, B, of

tJHat tliel-elations

fEB-SfSfiorm and

c,

a,

of the second,

Ac cos ,
that

and

are~

= c sin ,

is,

Tj

= VA" + B^,

and a

tan-i -

If the solution has to satisfy other conditions besides that

made by

the given diffe rential equation, some or

all

of the,

constants will have determinate values, according to the number of conditions imposed.
* See Note

for a criterion of the independence of the constants.

'

DIFFERENTIAL EQUAT

8
5.

\^''\

[Ch.

Geometrical meaning of a differential equation of the

I.

first

order and degree.

Take

(1)

anequationof the
t hat

when

first

degree in -^.

the equation of a curve

It will be

given in rectangu lar

is

co-ordinates, the tangent of its direction at

For any particular point

(Xj, y,),

remembered

any point

is

there will be a corresp nndiT^

particular val ueof -J, say m,, determined by equation


(1)

poin t that

^
A

mov es,

subject to the restriction impose d_bv this


ec^^ion ^oiTpassmg thrg ug]i.(^;^_^fj:)_mnst go in theji^ctioii

Suppose it moves from (a;,, y,) in the direction wii for an


nhnitesimal distance, to a point fa, y,) then, that it mo vfis
ir om (x;i, y^)
the directigiLiS ,. the particular dir ection a^socTafed with (a;;, j/g) by the equation, for an infinite simal distance"
i-

^^^^^J^SiM^ ^hence;_under_aie_sam e condiHwis to {Xj, y^,


andv SO_birthraughKsuccessive"poin^ /inproceadiag. thusfthe
pojnt will describe a curve, th e co-ordmates of every point of
w^ncOmrTfiFairectioiTortiiZianSent th^;eat. wjlTj^^^^Tthp.
differentiaJ^e^uatioiryTfJhoQo^
any"o tEer
point^ji ot on the cu r ve already described, and proceeds as

b^ore^_it_w0^jescribean^
t he_

the co-ordi nates of who se


tangpn"hs~tiweal sat isfy tjis

P'^HL^gZasCi^^^^i^^^^^^'jl
ejjjiatioa.
Through every point on the plane, there will pass

a particular

CMve,

isfy the equation.

for

ev^rypoinToFwiich,

x, y,

The ^qaiatlotupf each curve

ticular solution_of^ the differential equation

is

willjat

thus a p ar-

the equation

of

thB.sygtem_of_such ]curves is the general solution"; a"nd all the


curve s_ represeiiteOiy the ge n eral solution, taken togethe r,
ia ak fi the

ocus of the differential equation.

There being

arbitrary

.con stf^nt, in thi;t.g eneral

trst order, the locus of the


of curves.

oiue

solution of an equation of the

la.tter is

made up

of a single infinity
'

"

"~

GEOMETRICAL MEANING.

5, 6.]

Ex.

1.

^
= _^
dx
y

The equation

indicates tliat a point

moving

so as to satisfy

pendicularly to the line joining


circle

tliis

to the origin

it

equation,

that

is,

it

moves perdescribes a

about the origin as centre.

Putting the equation in the form

xdx + ydy
it is

seen that the general solution

The

circle

= 0,

is

a;2

3/2

c.

passing through a particular point, as


a;2

+ 2/2 =

(3, 4), is

25,

which is a particular solution. The general solution thiis represents the


system of circles having the origin for centre, and the equation of each
one of these circles is a particular solution. That is, the locus of the
differential equation is made up of all the circles, infinite in number, that
have the origin for centre.
Ex.

+ ydx =
=
c,
xy
xdy

2.

has for

its

solution,

the equation of the system of hyperbolas, infinite in number, that have

the X and y axes for asymptotes.

=
^
dz

Ex.3.
having for

its

solution,

?,

= mx +

c,

Jias for its locus all straight lines, infinite in

6.

number, of slope m.

Geometrical meaning of a differential equation of a degree

or an order higher than the first.

^Jhe ve will be two YaJiies of -1


jj"=3^^
Ux
belonging to e achpai- ticular point (xi, y])^__Ther ef ore t he movingpdnt^n pass through each p oint of the plane in either of

is
-*^

of

the second

rlpgrgft

niFFEBENTIAL EQUATIONS.

10

twojikections,;_aDd hence;
locus

tire

.of.

twg

[Ch.

I.

curyes-of-tlie-sjcsteift-wbich

is

the general solution pass through each point.

Tlie^general solution,

= 0,

<^(a!, y, c)

must therefore have two different values of c for each point


and hence, c must appear in that solution in the second degree.
In general,

which

is

it

may

be said:

differential equation,

of the mth degree in -^,

and which has

dx
4>{x,y,c)

for its general solution, has for its locus a single infinity of

curves, there being but one arbitrary constant in

(/> ;

curves pass through each point of the plane, since

values at any point

and hence the constant

n of these
-1.

has n

dx
must appear

in

the mth degree in the general solution.

The general

solution of a differential equation of the second

order,

contains two arbitrary constants, and will therefore have for


its

locus a double infinity of curves

has for

and

that

is,

a set of curves

^-0

Ex.1.

number.

oo^ in

its solution,

= mx +

c,

being arbitrary.

A line through

any point

(0, c),

drawn

of a particular integral of the equation.

in

On

any direction m,

is

the locus

taking a particular value of

there will be an infinity of lines corresponding to the infinity of


can have, and all these lines are loci of integrals. Since to
each of the infinity of values that c can have there corresponds an infinc,

say

ci,

values that

ity of lines, the complete integral will represent a

doubly

infinite

system

EXAMPLES.

6.]

of straight lines

11

in other words, the locus of that differential equation

consists of a doubly infinite system of lines.

The condition

deduced from other considerations.

This can be
cPv

-^ =

requires,

and requires only, that the curve described by the

moving point
line

shall have zero curvature, that is, it can be any straight


and there can be oo^ straight lines drawn on a plane.

Ex.

2.

All circles of radius

a^^ in

r,

number, are represented by the

equation
{X

where a and
nating a and

- ay +

{y

by.

r-',

6,

the co-ordinates of the centre, are arbitrary.

6,

there appears

{+(8)"}'= '

On

elimi-

(JX2'

Thus, the locus of the latter equation of the second order consists of the
doubly infinite system of circles of radius r.

3. The locus of the differential equation of the third order, derived


Example 1, Art. 3, includes all circles, co' in number; for it is
derived from a complete primitive which has a, 6, o arbitrary and thus
represents circles whose centres and radii are arbitrary.

Ex.

in

It will

and

lines

have been observed from the above examples on


circles, that as

the order of the

tion rises, its locus assumes a

more general

EXAMPLES ON CHAPTER
1.

Eliminate the constant a from

2.

Form

Vl

x^

the differential

equa-

I.

y/l

equation of which y

difi^erential

character.

y^

= a{x y).

ce*'"~

"^

is

the com-

plete integral.

Eind the

3.

differential equation corresponding to

where
4.

ae^

be-^

Form

ce',

the differential equation of which c(y

plete integral.
6.

a, 6, c are arbitrary constants.

Eliminate

from y

ex

+c

c^.

+ cy = x^

is

the

com

DIFFERENTIAL EQUATIONS.

12
6.

Eliminate c from

7.

Form

ay'^

(x

[Ch.

I.

c)*.

the differential equation of which

+ 2 cae" +

e^

c^

is

the complete integral.


8.

its

ae*

be~'.

9. Form the differential equation which has y a cos (mx


complete integral, a and 6 being the arbitrary constants.

10.

of

Eliminate o and h from xy

Form

the differential equation that represents

which has a latus rectum 4

all

and whose axes are

a,

6) for

parabolas each

parallel to the x

axis.
11.

origin
12.

Find the differential equation of all


and whose centres are on the x axis.

Form

the differential equation of

parallel to the axis of


13.

Form

circles

which pass through the

parabolas "whose axes are

all

y.

the differential equation of

all

whose axes

conies

coincide

with the axes of co-ordinates.


14.

Eliminate the constants from y

Note.
Ex.

1.

[The following

Show

that x^

is

Differentiation gives x

y^

= ax

-\-

bx^.

intended to follow line

r^ is

= 0,
+ y -^
ux

Ex.

2.

Show

y^

\-

j-v/l

+^

y^

r'^.

~mx -^ rVl + ir?

that y

x^

x^

1.

cix

dx

to

3.]

whence' -^

du
Substitution of this value of -^ in 4 gives y

which reduces

page

6,

a solution of equation (4) Art.

is

a solution of (4) Art.

1.

Differentiation gives
<3.x~

Substitution of this value of

Ex.

3.

Show

that x^

Ex.

4.

Show

that y
"

Ex.

5.

Show

that

dy
-=^

+ iy =

in (4) gives y
is

= mx + rvT+m^.

a solution of

[^] + x-^ -y =

=
of^--^
+^
x^
X dx
a solution of + - =
v = +B
dr^
r dr

ax''

hx

is

a solution

dx;'

0.

is

Ex.

6.

Show

that y

= ae'" +

be-'^

is

a solution of

y| -

k''y

= 0.

0.

0.

FIBST ORDER

7.]

AND

FIRST DEGREE.

CHAPTER

13

II.

EQUATIONS OF THE FIRST ORDER AND OF THE


FIRST DEGREE.
how to deduce from a
and constants, a relation between
There has
X, y, and the derivatives of y with respect to x.
problem
viz.,
from
a given
inverse
now to be considered the
derivatives
to
find
a reof
and
the
relation between x, y,
y,
In Chapter

7.

has been shown

I. it

given relation between

x, y,

As, for instance,


between the variables themselves.
equation is
algebraic
of
an
the
roots
finding
of
problem
the
more difficult than that of forming the equation when the
roots are given; or as, again, integration is a more difficult
lation

process than differentiation-, so here, as in other inverse processes, the process of solving a differential equation is much
more complicated and laborious than the direct operation of

forming the equation when the general solution

An

equation

is

said to be solved,

when

its

reduced to expressions of the forms if{x)dx,


if

it

is

given.

solution has been


<t>{y)dy,

even

be impossible to evaluate these integrals in terms of

known

functions.

^ ^'^^^^^

P-^ -f- Q = 0, where

The equation f(^>y>%-->-^nj


every case.

In

fact,

functions of x and

y,

even

cannot be solved completely.

^"^^^"^

and

^"^

are

It will be

remembered how few in number are the solvable cases in


equaalgebraic equations and it is the same with differential
a
with
up
taken
The remainder of this book will be
tions.
;

DIFFERENTIAL EQUATIONS.

14

[Ch.

II.

consideration of a few fecial forms of equations and the


methods devised for their solution.*
This chapter will be devoted to certain kinds of equations
of the
1.

2.

order and degree, viz.

first

Those that are either of the form f{x) dx +fi{y) dy = 0,


or are easily reducible to this form
Those that are reducible to this form by the use of
special devices
(a)

Equations homogeneous in x and

3.

4.

y.

Non-homogeneous equations of the first degree in x


and y;
Exact differential equations, and those that can be made
exact by the use of integrating factors
Linear equations and equations that are reducible to the
(b)

linear form.
8.

Equations of the form fi(x)dx+f2(y)dy


is in the form

0. When

an

equation

fix)dx+f,(y)dy =
its solution,

0,

obtainable at once by integration,

jf (x) dx + J/j (y) dy =

is

c.

If the equation is not in the above form, sometimes one can

see at a glance

how

monly expressed,
Ex.

(!)

1.

to put

(1

x)d!/

can evidently be written


(2)

-^
1-i-y

* Tiie student

it

in that form, or, as

it is

com-

to separate the variables.

who

- (1 +

^=

1-x

y)dx

0,
'

proceeding to find

tlie methods of solving difno more knowledge of the subject than that
imparted In the preceding pages, is reminded that he does this, assuming
(1) that every differential equation with one independent variable has a
solution, and (2) that this solution contains a number of arbitrary conis

ferential equations with

stants equal to the

number

indicating

its

order.

HOMOGENEOUS EQUATIONS.

8,9.]

15

whence, on integrating,
(3)

log(l

(4)

(l

?/)+log(l-a;)=c,

and hence

2,)(l-a;)=e<=

ci.

In equations (3) and (4) appear two ways of expressing a general


Both are equally correct and equally
general, but the one has the advantage over the other in neatness and
simplicity, and this would make it more serviceable in applications.
In
some of the examples set, the reduction of the solutions to forms neater
and simpler than those which at first present themselves, may require as
solution of the same' equation.

much

labour as the solving of the equations. The solution (4) could have
been obtained without separating the variables, if one had noticed that
Here, as in
(1 x)dy (14- y)dx is the diiierential of (1 x)(l + y).
the calculus and other subjects, the experience that comes from practice,
Equais the best teacher for showing how to work in the easiest way.
tion (1) can also be put in the form

dy

dx

{xdy +

y dx) =

0,

of the solution obtained, namely,

and another form

y-x-xy = C2.
Solution (4) reduces to this form on putting

d for ci 1.

(,_.!) = a(,^ + 1).

Ex.3, solve

Ex.4. Solve Se'^ta,nydx+{1 e')sec^ydy


Equations homogeneous
put
in the form
be
9.

dx

where

/i, /a,

in

x and

y-

= 0.

<

These equations can

fs,(x,y)'

are expressions homogeneous and of the same

degree in x and

y.

On

putting

y=vx,
this equation

becomes
ax

DIFFERENTIAL EQUATIONS.

16

since each term in/i,

of the

/a, is

common

x" is thus a factor

[Ch.

II.

same degree, say n, in a;; and


numerator and denominator

to both

member.

of its right-hand

Separation of the variables gives

_dx

dv
F{v)

v~x'

the solution of which gives the relation between x and


is,

between y and
Ex.

1.

Solve

(^x''

^,

which

satisfies

y'^)dx-2xydy

2v

Integrating,

On
for V,

that

= 0.

Putting y = vx gives (1 + v^)dx -2v(^xdv


ration of the variables, reduces to

dx
X

v,

the original equation.

+ vdx)=0,

which, on sepa-

1-v^

log a;(l

- v^) =

log

c.

changing the logarithmic form to the exponential, and putting ^


*
the .solution becomes
a;2

+ (xy +
x^ydx - (a;'

Ex.

2.

Solve

Ex.

3.

Solve

Ex.

4.

Solve (iy

j/2

dx

-|-

2/2 = ex.

x^)dy
y^)dy

= 0.
=

0.

+ 3x)^+y-2x = 0.
dx

10. Non-homogeneous equations of the

first

degree in

x and

y.

These equations are of the form


dy ^ ax+by + G
dx a'x + h'y + c'"

m\

For X put
constants

x'

+ h, and for y put y' + k, where h and


= dx' and dy = dy', and (1) becomes
dy' _ ax' + by' + ah + bk + c
dx' " a'x' + b'y'
a'h + b'k +

then dx

-\-

If h

'

c''

and k are determined, so that


a/i

6fc -f- c

= 0,

k are

10,

EXACT DIFFERENTIAL EQUATIONS.

n.]

and
then

a*h

(1)

which

is

homogeneous

the method of Art.

+ b'k + c' = 0,

^ = 7' + ^f

becomes

17

in x'

(2)

and y\ and therefore solvable by

9.

If (2) has for its solution

2/0=0.

/(=',

the solution of (1)

This method

is

fails

fix

h),

(y

when a:

infinite or indeterminate.

k)= 0.
= a'
b',

h and k then being

Suppose

a _b__l^

a'

then

(1)

dy
dx

On

can be written

putting v for ax

ax

+ by + c
by) +

m(ax +

+ by,

c'

the latter equation becomes

dv

= a + b V +
mv +
dx
,

where the variables can be separated.


Ex.1. Solve

(3y-Tx + 1)dx+(,7y-Zx+3)dy = 0.

Ex.2. Solve (y.-Sx

+ 3)^ = 2y-x-i.

differential equation which


11. Exact differential equations.
has been formed from its primitive by differentiation, and with-

said to
out any further operation of elimination or reduction, is
is
equation
differential
exdct
an
be exact; or, in other words,
has
There
zero.
to
differential
equating an exact

formed by
now to be found the condition which the coefficients of an equar
and also the
tion must satisfy, in order that it may be exact,
condition is
that
when
employed
be
method of solution to

fClH.-II

DIFFERENTIAL EQUATIONS.

18
satisfied.

The question

of

how

when

to proceed

is

not satisfied will be considered next in order.

is

12. Condition that an equation of the


the condition that

first

the | condition

order be exkj;

What

Mdx + Ndy =

(1)

Ndy be
be an exact differential equation, that is, that Mdx
Mdx
In
order
that
Ndy
be
an
?
exact
differential
an exact

differential, it

function m of

That

must have been derived by differentiating some


performing no other operation.
a; and y, and

is,

But

du

= Mdx + Ndy.

du

= ^dx+^dy.
ax

dy

Hence, the conditions necessary, that


ential of a function m, are that

Mdx + Ndy

be the

differ-

ilf=^\ and J\r=^.


The

elimination of m imposes on

(2)'
^

dy

dx

M, N, a

single condition,

^=m
dy

(3)

dx

since each of these derivatives is equal to

This condition

is also sufficient for

du

is

dx dy

the existence of a func-

If there is a function u,

tion that satisfies (1).*


ential

- d'u

such that

whose

differ-

-J

du

= Mdx

-f-

Ndy,

then on integrating relatively to x, since the partial differential


Mdx can have been derived only from the terms containing x,

u= Mdx + terms not containing x,


I

that

is,

= CMdx + F{y).

* For another proof see Note E.

(4)

EXACT DIFFERENTIAL EQUATIONS.

12, 13.]

Differentiating both sides of (4) with respect to

dyj

dy

But by

y,

dy

- must equal N, hence

(2),

dy

i^M^N-CMdx.
dy

The
second

member

first
:

(5)

dy-J

of (5)

is

independent of x

for differentiating it with respect to

which, by condition
(5)

19

(3), is zero.

a;

so, also, is

gives

the
,

dx
dy
Integration of both sides of

with respect to y gives


F(y)

where a

=f{N- ^JMdx ^dy +

a,

Substitution

the arbitrary constant of integration.

is

in (4) gives

= C Mdx+ C \ N-j- C Mdx Xdy + a.

Therefore the primitive of

(1),

when

condition (3)

is

satis-

fied, is

CMdx +
Similarly,
is also

C Ndy

C\n- ^C Mdx \dy =

+J^\^-yS ^'^^ [

'^^^

c.

(6)

="

a solution.

13. Rule for finding the solution of an exact differential equation.


all the terms of the solutiou that contain x must appear in

Since

CMdx, the

differential of this integral

with respect to y must

have all the terms of Ndy that contain x; and therefore (6)
can be expressed by the following rule
To find the solution of an exact differential equation,
Mdx + Ndy = 0, integrate Mdx as if y were constant, integrate
the terms in Ndy that do not give terms already obtained, and
equate the sum of these integrals to a constant.

DIFFERENTIAL EQUATIONS.

20
Ex.

Solve

1.

Here,

(^x'^-ixy -2y'^)dx

= _4a;_4j/ = SL

hence

S.

-2x,^)dy

II.

= 0.

an exact equation.

it is

dx

dy

2 x^ 2 xy^
o
Therefore the solution is

JMdx

+ (y' -ixy

[Ch.

is

only term in

y'^dy is the

Ndy

free

from

x.

^-2x^y-2xy^ + '^=ci,
o

or

x^

The

By

6 x^y

application o the test

6 xy^ +

and

of the rule can

Mdx + Ndy

picking out the terms of

= c.

j/S

sometimes be

simplified.

that obviously form an exact

by observing whether any of the terms can take the form


an expression less cumbersome than the original remains to be
tested and integrated.
For instance, the terms of the equation in this example can be rearranged thus
differential, or

f{v.)dn,

x'^dx

The

first

+ y'^dy -{ixy + 2y^)dx-{ixy +

two terms are exact


two only.

differentials,

2x'^)dy

and the

test

= 0.

has to be applied

to the last

,Ex.2.

xdx +

=^
ydy-,^-^:^
y'
x^
+

becomes, on dividing the numerator and denominator of the last term


bya;2,

xdx

+ ydy +

^=

0,

'+
each term of which

is

an exact

differential.

Integrating,

5-^ + tan-i^X =
2

-2xy- y^)dx -(x +

Ex.

3.

Solve

((12

Ex.

4.

Solve

(2

Ex.

5.

Solve

(2 x'^y

c.

yydy

= 0.

+ (2 cy + 6x + e)dy = 0.
+ ix^ - I2xy''' + 3y^ - X& + e'^)dy
+ (12a;2y+ 2a;!/2 + \3? - 4y + 2ye^ -

ax-\-hy+ g)dx

e)da;

0.

INTEGRATING FACTORS.

14, 15.]

The

14. Integrating factors.

21

differential equation

ydx xdy =
is

not exact, but

when

multiplied by

it

becomes

ydx
which

is exact,

and has

xdy _(^

for its solution

X_

y~
When

xy

multiplied by

the above equation becomes

dx
X
which

is

exact,

dy
^=
y

and has for


log

its

0,

solution

x-\ogy = c,

transformable into the solution first found. Another


factor that can be used with like effect on the same equation

which

is

Any

factor a, such as ,
y'

an

eqj-iation into

xy

used above, which changes

or

differential equation, is called

an exact

an

integr^H/Kmctor.
15. The number of integrating factors is infinite.
ber of integrating factors for an equation Mdx

infinite.

For suppose

/a

/x

and thus

?<

=c

is

is

The num-

Ndy

= 0,

is

an integrating factor, then

(Mdx + Ndy) = du,

a solution.

Multiplication of both sides by any function of


giyes
fjif(ti){Mdx

+ Ndy) =f(u)du

?t,

say/(M),

DIFFERENTIAL EQUATIONS.

22

member

but the second


ential

therefore the

of the last equaltion

is

and hence

first is also,

[Ch.

II.

an exact differan inte-

ju./(m) is

grating factor of the equation

Mdx + Ndy =
and as /(m)

an arbitrary function of n, the number of inThis fact' is, however, of no


is infinite.

is

tegrating factors

special assistance in solving the equation.

16. Integrating factors found

by

inspection.

Sometimes

inte-

grating factors can be seen at a glance, as in the example of


Art. 14.
Ex.

Solve

1.

Here log xdx

ydx

xdy.

ydx
is

xdy +

log

an exact

Obviously"

is

xdx

= 0.

differential;

and a factor

the factor to be employed, as

it

is

needed

the third term injuriously, from the point of view of integration.


exact equation is then

ydx

-xdy
^2

for

will not affect

The

loga^^

_
+-^ ;-".
,

the solution of which reduces to

Ex.

2.

Solve (1

-I-

+ \ogx + 1 =0.

CX

xy)ydx

{I

0.

+ xdy + xy^dx - xh/ dy = 0,


+ xy'^dx - xhj dy = 0.

Rearranging the terms,

ydx

that

d{xy}

is,

- xy)xdy =

-\

J'

For

this,

the factor

becomes

Integrating,

-^
X

immediately suggests

itself,

and the equation

t^C^?/)

dx

dy

^'y'^

-'-

=
+ logy

xy

'

ci.

and transforming,
It will be well to try to iind an integrating factor by
inspection, before
having recourse to the rules given in Arts. 17, 18, 19.

BVLES FOR INTEGRATING FACTORS.

16, 17.]

+ 21/ dx) = xy dy.


- 2 mxy'^) dx + 2 mx^y dy = Q.
y(2xy + e') dx - e'dy = 0.

Ex.

3.

a(xdy

Ex.

4.

(x*e

Ex.

5.

23

17. Rules for finding integrating factors.

Rules

I.

and

II.

Kules for finding integrating factors in a few cases will now


be given.*

Rule
tion

is

When Mx + Ny

I.

is

homogeneous,
MX

Rule

not equal to zero, and the equa-

is

an integrating
factor of

+ Ny
Mdx + Ndy = 0.
When Mx Ny is not equal

II.

to zero,

and the

equation has the form


fi (xy)

Mx Ny
Proof

is

ydx+fs (xy) xdy

an integrating

= 0,

factor.

Mdx + Ndy = l[(,Mx+Ny)(^ + ^\ + (Mx-Ny)(^-^\j


is

an

identity.

(a)

Tliis

may

Mdx + Ndy =

Division of (a)

by

be written,

(Mx + Ny)d-

Mx + Ny

log xy

+ (Mx - Ny)d-los^\-

gives

Mdx + Ndy"
Mx - Ny
x
,
jT
= id-logxy
^d-log+ l^Tf
"
^
^ Mx + Ny
Mx + Ny
^y
,

_,

,,.

''

Now

if

Mdx + Ndy

is

a homogeneous expression,
-^
"
'

geneous and equal to a function of

Mdx + Ndy

-,

Mx + Ny

is

homo-

and

x
^fx\
-^^=id.losxy + if[-)d.los-,

or,

smce

= e'os;-,
'

* For a discussion on and determination of integrating


George Boole, Differential Equations, pp. 55-90.

factors, see

DIFFERENTIAL EQUATIONS.

24

[Ch.

II.

Mdx + Ndy

^=ia.losxy + iF[log^)d.log'^,

which

On

an exact

Is

differential.

dividing (a) by

Mx

Ny,

becomes,

it

Mdx + Ndy ,Mx+Ny,.


-nr
JF-^ = i TTr i7^ (i log
^
Mx Ny
Mx Ny

and

if

Mdx +

iVS^

a;!/

'

-,
d log
&
.

^^

of the ioxm. fi(xy)y dx +f2(_xy)xdy, this will be

is

Mdx + Ndy

fi{xy)xy

+ fi{xy)xy

,,

M^-Ny =^ Mxy)xy-Mxy)xy ^-"'^^y+'^^-''^'


.

= Fi(xy)d -logxy +ld- log-,


=
which

is

an exact

"When

Fi{\ogxy)d

logxy

Ji

log-,

differential.

Mx+ Ny = 0, = - ^.

Substitution for

N in

Mdx + Ndy =
and integration

When

gives the solution x

Mx- Ny = 0,

Substitution for

1^.

= ey.

equation and integration gives the solution xy

Ex.

1.

Solve {niy

Ex.

2.

Solve Ex.

Ex.

3.

Solve y(xy

3,

2 xy^)dx
Art. 9,

- ( -

by

this

Zx^y)dy

in the differential

c.

= 0.

method.

+ 2 x^)dx + x{xy -

xhp')dy

- 0.

18. Rules III. and IV.

EuLB
gj/(i)&

ig

III.

When

an integrating

factor.

is

a function of x alone, say

/(),

RULES FOB INTEGRATING FACTORS.

18, 19.]

For, multiplication of
say,

Midx + Njdy =

Mdx + Ndy =

and

^ dNi

dy
Ex.

1.

(a;2

2.

(x2

by that factor gives,


show that

differentiation will

dM,

Ex.

25

dx

+ y^ + 2x)dx + 2 ydy = 0.
+ y^)dx -2xydy = 0.

"

dN dM
EuLE

When

a function of y alone, say

F(j)),

This can be shown in the same way as in the preceding

rule.

IV.

gSKy)ds is

an integrating

3.

Solve (3 a;V

Ex.

4.

Solve (y*

Rule V.

factor.

+ 2 xy)dx + (2 a^j/S + 2y)dx+ (xy^ + 2 -

Ex.

19.*

is

j/*

a;'"""'""?/''""'"^,

where

x'^}dy

= 0.
= 0.

4 x)dy

k has

any value,

is

an

integrating factor of
x^y^ {my dx

for

on using the

+ nxdy) = 0,

factor, the equation

becomes

-d(a;''"2/"")=0.
K

Moreover,

when an equation can be put

in the

form

+ nxdy) + x'^y^^{mjydx + nixdy)=0,


an integrating factor can be easily obtained. A factor that will
make xfy^{viydx + nxdy) an exact differential is a;'"'-'-?/''-'-P,
x'^^(mydx

where

k has

any vahie

and a factor that

af^y^i (wii?/

an exact

t.

differential is

dx

will

make

+ n^x dy)

a!''i"i-i-i2/''i"i-'-Pi,

where

kj

has any value.

* See L'Abb6 Moigno, Calciil Differentiel et Integral (published 1844),


Nb. 147, p. 355; Johnson, Differential Equations, Art. 32.

II.,

DIFFERENTIAL EQUATIONS.

26

These two factors are identical

[Ch.

II.

if

Km 1 = KiWii 1 i,
= KiUi 1
KW 1

and

/?

Values of and
Ex.

Solve

1.

k^

(!/8

/8i.

can be found to satisfy these conditions.

2 yx^)dx

+ (2 xy'^ -

x^)dy

= 0.

Rearranging in the form above,


2/2(2/

For the
its

term

first

+ 2x dy) x^(2ydx + x dy) = 0.


= 2, m = 1, = 2, and hence x-'2/^''~^~^ is
a = 0,
For the second term a = 2,
= 0, m = 2, = 1,

dx

re

/8

integrating factor.

;3

and hence x^i^'-'^'-h/"'-^ is its integrating


These factors are the same if

k-1=2k'-1-2,
2k-1-2 = k'-1.
and k', k = 2 = k', and therefore

and

On

solving for

re

factor.

xy

is

+ 2xdy)- x'^{2ydx + x dy")} ^

0.

the

common

integrating factor for both terms.

The equation when made exact


xy {y^(y dx

^-^=

- x^) = o.

or a;V(2/2

- 3y*)dx + (3x> + 2 xy'') dy = 0.


+ 2x^y')dx + (2x^-xy)dy = 0.

Ex.2. Solve

(2 x^y

Ex.

3.

iy^

20.

Linear equations.

Solve

c,

is

linear

when

only in the
the

first

where

differential equation is said to be

the dependent variable and


first

order

The form

degree.

is,

solution of

of

its

derivatives appear

of the linear equation of

is

P and Q are functions

The
that

of x or constants.

^ + p =

o,

^ = ~Pdx,
y

LINEAR EQUATIONS.

"20.]

is

On

= ce'!'"'^,

or

differentiation the latter

c.

form gives

+ Pydx) = Q

ei^^(dy

which shows that

yei'"'^

27

an integrating factor of (1).


by that factor changes it into the exact

eJ^'^ is

Multiplication of (1)
equation,

ei^'^{dy

+ Pydx) = eS''^Qdx,

which on integration gives


2/eJ^*==

or

The

CeS^'^Qdx

= e-!''^ j

c,

CeS'''^Qdx

+cI

(2)

can be used as a formula for obtaining the value


form (1).* The student fs
2/
advised to make himself familiar with the linear equation and
its solution, since it appears very frequently.
latter

in a linear equation of the

of

Ex.

1.

This

is

Solve

ay = x+
x^
dx

linear since

the regular form,

it

it is

of the

P = -,

first

degree in y and

_x +

Putting

it

in

and the integrating factor

e'

Using that

^-

becomes
dy
dx

Here

1.

is

x'

factor, the equation changes to

Lcly-^dx=^dx.
x'

whence

X''+^

= -^
I a

1-

cx".

* Gottfried Wilhelm Leibniz (1646-1716), who, it is generally admitted,


invented 'the differential calculus independently of Newton, appears to
have been the first who obtained the solution (2).

DIFFERENTIAL EQUATIONS.

28
The values

of

P and Q might have been

[Ch.

IF.

substituted in the value of y

as expressed in (2).

?^+y =

Ex.

2.

Solve

Ex.

3.

Solve oos2

a;

e-'.

^ + = tan

dz
Ex.

+ 1)^ - nw =

Solve (x

4.

a:.

"

e(x

da

Ex.

+ l)^ +

Solve {x^

5.

2xij

l)+i.

x"^.

21. Equations reducible to the linear form.

Sometimes eqiia^In particu-

tions not linear can be reduced to the linear form.


lar, this is

the case with those of the form*

%+Py=Qy'',
where

P and Q are

multiplying by

functions of

( w

+ 1),

(1)

For, on dividing by tf and

x.

this equation

becomes

{-n + 1)2/-" ^ + (- + 1) Py-""*' = (- n + 1) Q;


on putting v for

y"""^', it

reduces to

^ + {l-n)Pv = (l-n)q,
which
Ex.

is

linear in

1.

Solve $^

dx

Division

On

by

j/"

+ i w = x'^y^.
"
x"

gives

y-^

^
+X =
dx

putting v for y-^, this reduces to

Its solution is

* This
1705),

v.

is

who

y-^

x^

-;;

dx

cx^

= 5xK

also called Bernoulli's equation, after

studied

it

in 1695.

the linear form.

James Bernoulli (1654-

EXAMPLES.

21.]

Note

29

In general, an equation of the form

where

Pand Q

which

is linear.

on the substitution

are funotiofis of x,

of v for/(y)

becomes

ax
Ex.

2.

Solve (1

= {tB,n~^ y -

y^)dx

x)dy.

This can be put in the form

dx
dy

tan-' y

1
1

+ 2/2-1 + ^2'

is a linear equation, y being taken as the independent variable.


Integration as in the last article gives the solution

which

x
Ex.

3.

Solve '^

dx
Ex.

4.

Solve

5.

2/

l-f ce-'^^'^y.

-y = 3xV+ x"
"

=
^+_^

dx

a:j/^.

x^

Ex.

tan-i

Solve3a;(l -x2)j/2^

+ (2x2

-1)2/3

0x3.

EXAMPLES ON CHAPTER
Equations can sometimes he reduced
l.(a;+2/)2^=a2.

3. 'a; I'

'^

+ xy^ =

J,2.

ty

4.

standard forms by substitutions.

5.{3? -yx'^)'^+y'^

\\xtx+y=v.-\

-y = xVx^ +

to

II.

sec2xtan2/dx+sec2j/tana;(^2/=0.
8.

(2x-2/

t^y

l)(^x

+ (2

2/

-X-

_ X + VI -

_|

lix

'

l)(?2/

y''

= 0.

x2

^-

*i+x=^-

11.

(X2

2/2

a2)X dx

+ (X2 -

2/2

62)y ^j,

^ 0.

<i.

BIFFEBENTIAL EQUATIONS.

30

-(i--^)|+(2x-i)2/=.3

15.

{x^

%^^iy=wh?-

13.

x^ydx

16.

xdx

17.

Integrate Ex. 16, after changing the variables

- (a;3 + f)dy = 0.
ydy = m{xdy ydx).

XX..
r cos

e,

r sin

(l

19.

y + 2/cosa: = !/sin2a;.

20.

(x+

25.

= 0.

1)^+1=
2e-.
ax
24.

(x2y3

j/(x2

X2/)(J2/

^2

y^

+ 1)^ - 2 xydy = 0.
by the transformation

9.

c'')<2x+e'fl --j(it/

18.

+ a2)^ +

'^

22.

ydx

23.

(1

+ Cax^y -2x)dy =

+ 6^2 -

3a:2?/)^

"X

0.

= Sxj^a-a;^.

o2)

29.

y dy

30.

2xydx+(,y^-x^)dy =

31.

(xy^

32.

,-x| = .(n-x2|).

x(x2

dx.

= xhf>-xy.

31.

j/2

= 0.
by'^dx

a cos x dx.

dy
V.
S'^=^-

-dy

27.

V^M^__^2, = Va2 + x2-x.

28.

(x

35.

+ ,)| + (x-,) = 0.

+ 2x + 4)dx-(4x+62^ +

33.

(3j/

34.

(x'y

x^y^

II.

"

'^-

[Ch.

xy

l}y

(2x'^y''+y)dx-(xy-3x)dy=0.

e'^)dx

5)rf!/

+ (x^yS _
37.

x'^y^

+
^
ax
X

!?

=
~

0.

~ x"-y dy = 0.

0.

xy

= .
X"

+ l)x^ =

0.

EQUATIONS NOT OF THE FIRST DEGREE.

22.]

CHAPTER

31

III.

EQUATIONS OF THE FIRST ORDER, BUT NOT OF

THE FIRST DEGREE.


22. Equations that can be resolved into component equations
of the first degree.

The type
p"

where

(a)

dy
~
will be denoted by p.

and nth degree

of the equation of the first order

+ P.p"-'- + P^p"-^ +

P^, Pj,

Two

In what follows,

+ Pn-lP + i^n = 0,

P, are functions of

x and

is

(1)

y.

cases appear for consideration, viz.

where the

first

member

of (1) can be

resolved into

rational factors of the first degree


(b)

where that member cannot be thus

In the

first

factored.

case (1) can take the form

{p-R,){p-R,)-ip-R:) =
Equation

(1) is satisfied

factor of the first

member

by

(2)

(i.

a value of y that will

of (2) equal to zero.

make any

Therefore, to

obtain the solutions of (1), equate each of the factors in (2) to


zero, and obtain the solutions of the n equations thus formed.
solutions can be left distinct or combined into one.
Suppose the solutions derived for (2) are

The n

/i {x, y, Ci)

= 0, /2 (x,

y,c,)

= 0,--, / (x,

y, c)

= 0,

where Cj, c^, -, c, are the arbitrary constants of integration.


These solutions are evidently just as general, if Ci = Cj =
= c, since all the c's can have any one of an infinite number
of values and the solutions will then be
;

DIFFERENTIAL EQUATIONS.

32

= 0,

/i (, y, c)

f^{x, y, c)

0, -,/ (x, y, c)

These can be combined into one equation


/i

Ex.

p^

1.

(a^)

y, c)/2 (x,

2xp^

y,c).--f

2 xy^p =

y^p''

0,

= 0.

= 0.

(3)

can be written
0.

component equations are

p
of

III.

namely,

(x, y, c)

p(p + 2x)(^p-y^) =
Its

[Ch.

= 0,

+ 2x =

0,

p~y^ = 0,

which the solutions are


y

respectively.

= e,

+ x^ =

The combined
(2/

When

c)(j/

the equation in

is

cy

+ l=0,

is

+ a;2 - e)(xy +

readily presents itself in the

Ex.2. Solve (^^J-ax'^

and xy

c,

solution

cy

1)

of the second degree,

form

= 0.
sometimes the solution

(3) as in the next example.

= 0.
dx

Integrating,

c = f a%i
+ c)^ = 4 ax^,
25(y + c)^-iax^ = 0.
p\x^2y)\ Zp\x + j^) + (j/ +
j, -I-

Rationalizing,

or
>

Ex.

3.

Solve

25(y

2 a;)p

= 0.

Ex.4. Solve f^y=aa;*.


Ex.

5.

Solve

42/2p2

Ex.

6.

Solve

i>2

23.

+ 2jjxy(3 +
12 = 0.
a;

1)

Ssc^

= 0.

_ 7^ +

Equations that cannot be resolved into component equations.


tried for solving equation (1) of the

Methods which may be


last

article,

when

its

first

member cannot be resolved into


now be shown.

rational linear factors, (case (6) Art. 22), will

That equation, which may be expressed


/(ar,2/,p)

may have

in the

form

= 0,

one or more of the following properties.

EQUATIONS SOLVABLE FOR

23,24.]
(a) It
(b) It

The

may
may

be solvable for

y.

be solvable for

x.

case where

it

is

p has been

solvable for

33

y.

considered in

the preceding section.

may

It either

(c)

(d) It

It

(e)

may
may

not contain

be of the

y,

p)

=0

may

or it

When

y.

not contain

y.

y.

degree in x and

first

24. Equations solvable for

f{x,

x,

be homogeneous in x and

y.

the condition (a) holds,

can be put in the form

= F(x,p).

Differentiation with respect to x gives

dp\

is an equation in two variables x and


be possible to deduce a relation

which

may

"/-

The

elimination of

(a;,

P, c)

from

this it

= 0.
the latter and the original

p between

equation gives a relation involving

x, y,

and

c,

which

is

the

solution required.

When

the elimination of

p between

easily practicable, the values of x

these equations

and y

in terms of

is
j3

not
as a

parameter can be found, and these together will constitute the


solution.

Ex.

1.

Solve X

yp

a^.

Here

Differentiating

and clearing

This can be put

= X-

ap^

of fractions,

in tlie linear

form

<Ix

ap

dp

p(l-p^)

1-p^'

DIFFERENTIAL EQUATIONS.

34

Solving,

Substituting in

tlie

= -rJLz=(c +
Vl p'^

= x+

2.

Solve y

Ex.

3.

Solve

4y =

Ex.

4.

Solve

a;p2

ap

=Q

a sin-'p).

(fi

Vl p2

osin-^p).

a tan-ip.

+ p^
2yp + ax =
x^

0.

25. Equations solvable for x.


f{x, y,p)

III.

value for y above,

y=
Ex.

[Ch.

When

condition

(6) holds,

can be put in the form

= F(y, p).

Differentiation with respect to y gives

from, which a relation between

p and

may

possibly be

obtained, say,
f(y, P, c)

= 0.

Between this and the given equation p may be eliminated,


and y expressed in terms of p as in the last article.

=y+
= + a log p.
p^y + 2px = y.

Ex.

1.

Solve X

Ex.

8.

Solve X

Ex.

3.

Solve

26.

When

p''.

if

Equations that do not contain x; that do not contain


the equation has the form

/(2/,P)=0,

and

this is solvable for p, it will give

which

or x

is

integrable.

y.

EQUATIONS HOMOGENEOUS IN

25-27.]

AND

y.

35

If it is solvable for y, it will give

which

the case of Art. 24.

is

When

= F{v\

the equation

is

of the
/(-,

and

this is solvable for

which
If

is

it is

which

is

form
P)

= 0,

will give

p, it

immediately integrable.
solvable for

x, it will

give

the case of Art. 25.

having either of the

It is to be noticed that in equations

properties (c) Art. 23 and not solvable for p, on solving for


X OY y the differentiation is made with respect to the absent
variable.

By

differentiating in cases (a), (&),

(c),

there

is

a chance of

obtaining a differential equation, by means of which another


relation may be found between p and a; or y in addition to the
original relation.

These two relations will then serve either


and y in

for the elimination of p, or for the expression of x

terms of p.
Ex.

1.

Solve y

= 'ip-V

Ex.

?>f:

Ex.2. Solve a;(l+i>2)=l.


27.

Solve

x"^

Ex.4. Solve

j/2

Equations homogeneous in x and

homogeneous

in x

and

y, it

3.

y.

When

= a\\ +JP^)= a2(l +J32).


the equation

can be put in the form

\dx xj

is

DIFFERENTIAL EQUATIONS.

86

[Ch.

III.

dtv

be possible to solve this for -A and then to proceed


y
as in Art. 9 or to solve it for -, and obtain
X
It

may

= xf{p),

which comes under case

(a) Art. 23.

Proceeding as in Art. 24, differentiate

yf\th.

respect to

x,

P=f(p)+xf'{p)%i

^ =
dx

whence

f'(p)dp

/ ^
P -f{p)
/

>

where the variables are separated.


Ex.

1.

Solve

Ex.

2.

Solve y

2/2 _|_

xyp

28. Equations of the

When

the condition

solvable for

x,

x^p^

0.

= yp^ + 2px.

and

first

(e)

degree in x and y.

equation, being

comes under cases (a) and (b)


However, there is one particular

for y as well,

considered in Arts. 24, 25.


form of these equations of the
is

Clairaut's equation.

Art. 23, holds, the

first

degree in x and y that

of special importance, namely,

y=px+f{p),
which

is

known

as Clairaut's equation*

Differentiation with respect to x gives

whence

P=P + l^+f'ip)\%
+ /' (p) = 0,
= 0.
^
da;
a;

* Alexis Claude Clairaut (1713-1765), celebrated for his researches on


the figure of the earth and on the motions of the moon, was the first
who had the idea of aiding the integration of differential equations by
differentiating them.

He

applied

name, and published the method

it

to the equation that

in 1734.

now

bears his

EQUATIONS OF FIRST BEGBFE IN x AND

28.]

Prom

the latter equation,

y
is

follows that

it

i?

c,

37

y.

and hence

= cx+f{c)

the solution.

The equation

Any

a;

is

considered in Art. 34.

If /,(p)

Art. 24

=p,

(e)

can be put in the form

= ^fi{p) + Mp)-

dx_

f,'{p)

and from

proceeding as in

to x there is obtained

+ Wi'i.p)+f^'{p)\%
f,'(p)

p-Mp)

dp
is linear in

By

in Clairaut's form.

it is

and differentiating with respect

P=f.{p)

which

+/' (p)

equation satisfying condition

may be deduced.
The student should be

p-Mp)'

this a relation

between x and

familiar enough with Clairaut's form

to recognize it readily.

Some equations

reducible to this form; Ex. 2

are

illustration.

Ex.1. Solve

ij

= (l +p)x+p^.
P

Differentiating,

= 1 + i) + ( +

^ + x=-2p,

.-.

which

is linear.

2p) ^

Solving,

and hence

= 1-p^^^(\^-p) ce-J"

from the given equation.


Ex.

On

Solve i?{y

2.

putting x^

u,

px) = yp^.
and y- = v, the
~

which

is

Clairaut's form,
.

and hence

equation becomes

dv

/dvy

du

\du/

cu

V^

cx^

c^,
c^.

'

is

an

DIFFERENTIAL EQUATIONS.

38
3.

Solve y

Ex.

4.

Solve

Ex.

5.

Solve xy(y

Solving

foi'
;

III.

of service in the case of equations of the

first

= xp + sin -^p.
e*'(p - 1) + e^ip" = 0.

Ex.

degree inp

[Ch.

px) = x +py.

may be

X ov y

this is illustrated in

-^
ax

+ 2 xw =

Ex.

6.

Ex.

6.

The

solution for y gives the equation

which

The

is

Solve

of the

solution

a;-^

form discussed
v

is

j/

=x+

Vp,

in Art. 24.

=x+

'^

'^ "
.

29. Summary.
What has been said in this chapter concerning the equation /(x, y, p) = 0, of degree higher than the
first in p, may be thus summed up

Either solve f{x, y, p) =


for p, and obtain a solution corresponding to each value of p or,
Solve for y or x, and, by differentiating with respect to x or
y, obtain an equation, whence another relation between p and
X or y can be found. This new relation, taken in connection
with the original equation, will serve either for the elimina;

tion of p, or for the evaluation of x

and y in terms of
eliminant or the values of x and y will be the solution.

EXAMPLES ON CHAPTER

v2.
3.

J5.

6.

y=^(x-6)+.
xy^p^ +

2)

p=_9p +

= 2P2/3 +

i8

^s.

= o.

9-

3pY -2xyp + iy^-x'^ = 0.

11.

(a;2

2,2)

(1

+ p)2 _

2 (X

ayp''+{2x-b)p-y =

i^p-yy=p'-^lp +

+ 2/)(l + p) (x +

the

III.

T y-px=^/l+ p^,p(x^ +

10.

yp)

+ (x

-|-

2,p)2

0.

y^).

-i-

= 0.

EXAMPLES.

29.]

'

13.
14.

15.

2,Hi-p^)=6{px-y)(,py
jfl

20.

21.
./22.

23.

cot X

2py
19.

eS'Cp
^

h^p^

y^.

IT.

18.

?/

<^'-^y\

^~^l

+ -^y== =
2px

+ p{Sx^ - 2y^)- 6xy = 0.


= 0.
p8 _ 4 a;jip + 8
p3 _ (a;2 + K!/ + 2/2)p2 + (a;3y + a;2i/2 +

=f{xp^).

a;yp2

2/2

mp''

+ x)=

39

1)^

aiy +
+ p^e^ =

mx).

^5.

0.
^

26.

2,

xj/S)^

_(i +p2)-J

y=px +

- ay = 0.

6.

DIFFERENTIAL EQUATIONS.

40

CHAPTER

[Ch. IV.

IV.

SINGULAR SOLUTIONS.
In this explanation
References to algebra and geometry.
made
of
will
be
a few definitions
use
solutions,*
of singular
30.

and principles of algebra and geometry; particularly of the


discriminant in the one, and of envelopes in the other. ArtiThe student
cles 31 and 32 will serve to recall some of them.
is advised to consult a work on the theory of equations and a
differential calculus concerning these points.

31. The discriminant.


volving a single variable
cients

The discriminant
is

of an equation in-

the simplest function of the

in a rational integral form,

condition that the equation have two equal roots.


pie, the

value of x in ax'

+ 6a;

-f-

Ty _|_

-\/h^

=^--

is

6-

4ac =
*

The discriminant

4-

etc
;

and

so

is &^

is

4ac;

that

&^

4 ac

the equation

Leibniz in 1694 (see footnote, p. 27), Brook Taylor (1085-1731), the

footnote, p. 36)

were the

first to

by

his

name, in 1715, and Clairaut

Memoirs of

the Paris

significance

was

first

Academy of Sciences in 1734. Their geometrical


pointed out by Lagrange (see footnote, p. 155) in
Memoirs nf the Berlin Academy of Sciences
showed a way of obtaining them. The theoiy
that expounded by Arthur Cayley (1821-1895) in

article published in the

in 1774, in

(see

detect singular solutions of differential_

Clairaut refers to these solutions in a paper published in the

equations.

which he

at present accepted

an

the

For exam-

will be called the discriminant relation.

discoverer of the theorem called

an

is

^ CL

the condition that the equation have equal roots

be equal to zero.

coeffi-

whose vanishing

article in the

also
is

Messenger of Mathematics, Vol.

II.,

1872.

THE ENVELOPE.

30-32.]

When

the equation

written immediately

quadratic, the discriminant can be

is

but when

41

such that the condition

it is

for equal roots is not easily perceived, the discriminant is found

another equation by

F=Q,

The given equation being

in the following way.

F with respect

diif erentiating

form

to the vari-

and eliminate the variable between the two equations.


For example,

able,

^{x,y,

may be looked on

as an equation in

functions of x and
y,

c)

its coefficients

c,

The simplest

y.

then being

rational function of x

whose vanishing expresses that the equation

<^ (x, y, c)

discriminant of

has equal roots for c, is called the c


obtained by eliminating c between the equations.

Thus the

<^,

and

and

is

discriminant relation represents the locus, for each


has equal values of c.
<^ (x, y, c) =

point of which

Similarly, the

discriminant oif{x, y,p)

equation corresponding to

<fi

(x, y, c)

= 0,

is

= 0, the differential
obtained by elimi-

nating p between the equations,

fi^,y,P)

= o, 1=0.

Thus the p discriminant

relation represents the locus, for each

point of which f(x,

=0 has

y,

p)

may

equal values of p.

and a p discriminant, the above


equations must be of the second degree at least in c and p. In
Art. 6 it was pointed out that these equations are of the same
In order that there

degree in

must be a

be a

and p, and hence,

if

there

is

discriminant, there

c discriminant.

0, c be given all possible


32. The envelope. If in <t> (x, y, c)
values, there is obtained a set of curves, infinite in number, of

the same kind.

Suppose that the

magnitude, the successive

amounts, and that

all

c's

c's

are arranged in order of

thus differing

by

these curves are drawn.

infinitesimal

Curves corre-

DIFFERENTIAL EQUATIONS.

42

[Ch. IV.

spending to two consecutive values of c are called consecutive


curves, and their intersection is called an ultimate point oj

The

intersection.

limiting position of these points of intersec-

tion includes the envelope of the system of curves.


in

works on the

It is

of the locus of the equation obtained by eliminating


'^{x,y, c)

is,

the envelope

relation.

is

between

= 0,

^-

and
that

shown

differential calculus, that the envelope is part

part of the locus of the

discriminant

This might have been anticipated, because in the

c's for two consecutive curves become equal, and the


discriminant relation represents the locus of points for which
will have equal values of c.
<^(^) 2/j ")

limit the
c

It is also

shown in the

differential calculus, that at

any
touched by some curve of
the system; that is, that the euvelope and some one of the
curves have the same value of p at the point.
point on the envelope, the latter

33. The singular solution.

Suppose that

f(^,y,p)
is

is

=o

(1)

the differential equation, which has


<l>{x,y,c)

(2)

It has

been seen, in Arts. 4-6, that the system


the locus of f(x, y, p)
Q is the set of
curves obtained by giving c all possible values in (2). The
X, y, p, at each point on the envelope of .the system of curves
for its solution.

of

curves which

is

which is the locus of (2), being identical with the x,


y, p, of
some point on one of these curves, satisfy (1). Therefore the
equation of the envelope
equation.

This

is

is

called

also a solution of that differential


the singular solution.

guished from a particular solution, in that

it is

It is distin-

not contained

THE SINGULAR SOLUTION.

33.]

in the general solution; that

not derived by giving

it is

is,

43

the constant in the general solution a particular value.

The

singular solution

may

be obtained from the differential

equation directly, without any knowledge of the general soluFor, at the points of ultimate intersection of consecutive

tion.

curves, the ^'s for the intersecting curves

become equal, and

thus the locus of the points where the p's have equal roots
will include the envelope

that

is,

the

discriminant relation

of (1) contains the equation of the envelope of the system of


curves represented by (2). In the next article, it will be shown

that the

p and

discriminant relations

sent other loci besides the envelope

may sometimes repreis, they may contain

that

other equations besides the singular solution.

The part

these relations that satisfies the differential equation

is

of

the

singular solution.

E..1. ,
which

is

= ,* +

'<^^'.

in Clairaut's form, has for its solution

y
This,

on

rationalization,

- a;2)

_|_

satisfies

czij

a2

_ j2 =

.^v^

0,

for equal roots is


a;2

This relation

ti'.

becomes

c2 (flt

and hence the condition

= cx-\- aVi +

5,2

= a^.

the given equation, and hence

is

the singular

solution.

In this example, the general integral represents the system of lines


c% all of which touch the circle x^ + y"^ = a'.

= cx + aVl +

+ xp y = 0.

Ex.

2.

Find the general and the singular solutions

oi

p'^

Ex.

3.

Find the general and the singular solutions

of

dyVx = dxVy.

Ex.

4.

Find the singular solution of

5.

Find the general and the singular solutions

Ex.

xV 3 xyp + 2y^ + x^ = 0.

('-iy=s<-'>('-s)"

of

DIFFERENTIAL EQUATIONS.

44
34.

[Ch. IV.

In finding tKe solution of Clairaut's


appeared the equation

Clairaut's equation.

form in Art.

28, there

x+f'{p)
which

is

= 0,

(3)

as important as the equation -~-

= 0,

that appeared

with it. The foregoing shows what part equation (3) plays in
On differentiating y=px-j-f(p)
solving Clairaut's equation.

with respect to p, (3) is obtained. The elimination of p


between these two equations gives the p discriminant relation,
which here represents the envelope of the system of lines

y=cx+f{c)
represented by the general solution.

may

35. Relations, not solutions, that


'

criminant relations.

appear in the

and

It has been pointed out that the

c dis-

dis-

criminant relation of f(x, ?/, p) =i=


represents the locus, for
each point of which f(x, y, p) =
will have equal values of p
and that the c discriminant relation of ^ (x, y, c) = 0, the gen;

eral solution of the former equation, represents the locus for

each point of which


It is

known

^ (x,

y, c)

also that each point

will have equal values of c.


on the envelope of the system

a point of ultimate intersection of a pair of


and, moreover, that at each
point on the envelope there will be two equal values of p, one
<j>

{x,

2/,

c)

is

consecutive curves of that system

for each of the consecutive curves intersecting at the point

and

that, therefore,

the singular solution, representing the

must appear in both the p and the c discriminant


relations.
But the question then arises, may there not be
other loci besides the envelope, whose points will make
envelope,

f{x,

y, p')

give equal values of p, or make cj) (x, y,c)


Q
c ?
In other words, while the p and the

give equal values of


c

discriminant relations must both contain the singular solu-

which represents the envelope


not each contain something else ?
tion,

if

there be one,

may

they

TAC-LOCUS AND NODAL LOCUS.

34-37.]

At a point

36. Equation of the tac-locus.

45

satisfying the

discriminant relation there are two equal values of p; these


equal p's, however, may belong to two curves of the system
that are not consecutive, but which happen to touch at 'the

Such a point

point in question.

of contact of

on a locus called

tive curves is

The equations representing the

curves.

appearing in the

two non-consecusystem of

the tac4ocus of the

tac-locus,

while thus

discriminant relation, will not be contained

in that of the c discriminant

since the touching curves, being

non-consecutive, will have different

c's.

Ex. Examine

y\l+p^)=r'K

Solving for p,

Vr2
p=

w2

Integrating and rationalizing,

2/2+(x-t-c)2=

The general

and

radius equal to r

The

and that

of the

on the x

their centres

discriminant relation

Thus the
y

r^.

solution, therefore, represents a system of circles having a

discriminant

y'-

is

is

locus of the latter

i/^(!/'^

is

axis.
r'-

)'^)

=
=

made up

0,
0.

of the loci y

= r

and

of

counted twice.

The equations

r,

that appear in both the p and the c discriminant

relations, satisfy the differential equation,

and hence form the singular

solution; they represent the envelope.

= 0,

as is apparent on substitution, does not satisfy the


Through every point on the locus y-= 0, two circles
the system can be drawn touching each other that equation, there-

The equation

differential equation.

of

fore, represents the tac-locus.

The student
their envelope,

and the preceding


37.

advised to

is

and the

make a

figure,

articles.

Equation of the nodal locus.

like that of the'p discriminant,

a locus, the

x, y,

ential equation.

showing the set of circles,


him to understand this

tac-locus, as it will help

p, of

The

discriminant relation,

may contain an equation having

whose points

will not satisfy the differ-

DIFFERENTIAL EQUATIONS.

46

The general

solution

<^ (x, y, c)

may

curves each of which has a double point.

changes the position of the curve, but not

Fig.

[Ch. IV.

represent a set of

Changing the c
These

its character.

1.

curves being supposed drawn, the double points will

lie on a
In the limit two consecutive curves of the system will have their nodes in coincidence upon the nodal locus. The node is thus one of the

curve which

is

called the nodal locus.

ultimate points of intersection of consecutive curves

and,

must appear in the c discriminant relation. But in Pig. 1, where A, B, , are the
curves and L is the nodal locus, at any point the p for the
nodal locus L is different from the p's of the particular curve
that passes through the point and hence the x, y, p, belongtherefore, the equation of this locus

ing to

L at the

point, will not satisfy the differential equation.

Fia. 2.

And, in general, the x, y, p, at points on the nodal locus will


not satisfy the differential equation; for the case would be
exceptional where the p at any point on the nodal locus would

CUSPIDAL LOCUS.

38.]

coincide with a

47

for a curve of the general solution passing

through that point; where, in other words, the nodal locus


also be an envelope, as in Fig. 2, in which A, B,
have the same signification as in Fig. 1.

would

Ex. Kp2

(a;

a)^

has for

its

L,

general solution

+ c = 2 x' - 2 ax^
+ c)2 = x(x-3a)2.
Thep discriminant relation is x(x a)^ = 0,
x(x 3 a)^ = 0.
and that of the c discriminant,
y

that

is,

The

|(j/

relation

singular solution

satisfies the differential

equation

hence

it is

the

and represents the enve-

lope locus.

The relation x a = 0, which appears


only in the p discriminant, does not satisfy
the differential equation

And

tac-lociis.

it

3a=

represents the

0,

which

in

is

the c discriminant, does not satisfy the


it represents the nodal
original equation
;

locus.

Figure 3 shows some of the curves of


the system, the envelope, the tac, and the

nodal

38.

loci.

Equation of the cuspidal locus.

The general

solution

<^ {x, y, c)

may represent a set of curves each


These curves
of which has a cusp.
being supposed drawn, the cusps
will lie on a curve called the cuspidal
locus.

It is

evident

that

in

Fig.

3.

the

two consecutive curves of the system will have their


cusps coincident upon the cuspidal locus, the cusps thus being
among the ultimate points of intersection and hence the cuspilimit

dal locus will appear in the locus of the c discriminant relation.

Moreover, the p's "at the cusps of consecutive curves will evideutly be equal and therefore the cuspidal locus will appear
;

DIFFERENTIAL EQUATIONS.

48

in the locus of the

1.

The

be the envelope.

differential equation

p^

has for

its

+ 2xp-y =

(1)

general solution
(2

x^

3 X!/

relation

is

a;8

The p discriminant

and

Like the nodal

discriminant relation.

locus, it will not, in general,

Ex.

[Ch. IV.

+y=

c)2

- 4(a;2 + yy = 0.

(2)

0,

(3)

the c discriminant relation is

+ y) = 0.

(a;2

Equation (1)
solution

Ex.
has for

a;^

j^

not satisfied by (3), and hence there


o is a cusp locus.

is

2.

The equation

its

general solution

the p discriminant relation

and the

is

c)';

.^

.^

^^

^^

2/

satisfies the differential

It is also the

the singular solution.

no singular

8 ap"

c discriminant relation

The equation y

= 2'7y
ay^ = (x
= 0,
is y* = 0.

is

"'

equation, and therefore

equation of the cusp locu^.

is

Figure

This is one of the very exceptional cases


4 illustrates this example.
where the cusp locus coincides with the envelope.

When

Summary.

39.
in the

the loci discussed above exist, then

discriminant relation will appear the equations of the

envelope locus, of the cuspidal locus, and of the tac-locus

and

in the c discriminant equation will appear the equations of the

envelope locus, of the cuspidal locus, and of the nodal locus.*


* See Edwards, Differential Calculus, Arts. 364-366
ential Equations, Arts. 45-54

Johnson, Differ-

Forsyth, Differential Equations, Arts.

by Cayley, " On the theory of the singular solutions of


order" (Messenger of MathematicSiVol.
II. [1872], pp. 6-12)
an article by J. W. L. Glaisher, "Examples illustrative of Cayley's theory of singular solutions" (Messenger of Mathe23-30

an

article

differential equations of the first


;

matics, Vol. XII. [1882], pp. 1-14).

EXAMPLES.

39.]

The p discrimmant
cuspidal and tao

loci,

49

relation contains tlie equations of the envelope,

once, once,

and twice respectively

and the

c dis-

criminant relation contains the equations of the envelopfe, cuspidal and


nodal loci, once, three times, and twice respectively.*

EXAMPLES ON CHAPTER

IV.

Solve and find the singular solutions of the following equations


1.

xp'^ 2yp +

2.

x3p2

8.

6.

Examine Exs.

x^yp

-I-

ax

a'

= 0.
= 0.

2, 4, 20, 26,

= 9x,

Chap.

Investigate for singular solution

11.

y^

i.

Solve
p^{a;^

III., for

m^.

singular solutions.

and examine for singular

Solve 4p2

8.

9.

2px^j + p^(x'' 1)=


= xp+ VW+~^^.

3.

= xpp^.

7.

10.

solution.

4x(x- l)(x-2)p-^-(3x2-6x-|-2)2 = 0.
and examine for singular solution (8p' 27)x =

a2)

12^^^,

- 2pxy + y^-b^ = 0.

(px-y)(ix-py)=2p.

* This is proved in an article by M. J. M. Hill, " On the


criminant of ordinary iiitegrable differential equations of the

and p disorder"

first

This article
(Pj-oc. Lond. Math. Soc, Vol. XIX. [1888], pp. 561-589).
supplemenis Cayley's, mentioned above.
Professor Chrystal has shown that the p discriminant locus is in general a cuspidal locus for the family of integral curves.

1896, p. 191.)

(^Nature, Vol. I.IV.,

DIFFERENTIAL EQUATIONS.

50

CHAPTER

[Cb.

V.

APPLICATIONS TO GEOMETRY, MECHANICS,

AND

PHYSICS.

40. The student will remember that, after deducing the


methods of solving various kinds of algebraic equations and
virorking through lists of these equations, he made practical
applications of the knowledge and skill thus acquired, in the
solution of problems.
In the process of finding the solution
of one of these problems, there were three steps first, forming
the equations that expressed the relations existing between the
quantities considered in the problem
second, solving these
equations and third, interpreting the algebraic solution.
In the case of differential equations, the same procedure
will be followed.
The three preceding chapters have shown
methods of solving differential equations of the first order.
:

This chapter will be concerned with practical problems, the


solution of which will require the use of these methods.
The

problems will be chosen for the most part from geometry and
mechanics; and it is presupposed that the student possesses
as much knowledge of these subjects as can be acquired from
elementary text-books on the differential calculus and me-

chanics.

As

in the case of algebraic problems, there are three steps

in obtaining the solution of the problems


First,

now

to be considered

forming the differential equations that express the


between the variables involved.

relations existing

Second, finding the solution of these equations.


Third, interpreting this solution.

APPLICATIONS.

40-42.]

There

will be only

51

two variables involved in each of these

problems, and hence but a single equation will be required.

The

choice of examples for this chapter

is

restricted, because

differential equations of the first order only

have so far been

treated.

41. Geometrical problems.

The student should review the

articles in the differential calculus that deal

with curves in
and normal,
;

particular, those articles that treat of the tangent

and projections, and the articles that


and the radius of curvature. This review

their directions, lengths,

discuss curvature

will be of great service in helping

him

to express the data of

the problem in the form of an equation, and to interpret the


The character of the geometrical
solution of this equation.

problems and the method of their solution will in general be


A curve will be described by some property beas follows.
longing to it, and from this its equation will have to be deduced.
This is like what is done in analytic geometry, but here the
statement of the property will take the form of a differential
equation the solution of this differential equation will be the
;

required equation of the curve.


42. Geometrical data. The following list of some of the
principal geometrical deductions of the differential calculus is

given for reference. It will be of service in forming the differential equations which express the conditions stated in the
problems, or, in other words, give the properties belonging to
the curves whose equations are required.
Suppose that the equation of a curve, rectangular co-ordinates

being chosen,

and that

{x,

is

y) is

^^^^^^ ^^

j.^^^ ^^

any point on

slope of the tangent at the point

angle that the tangent line


is

^ 0,

this curve.
(x, y), i.e.

Then -^

is

the

the tangent of the

there makes with the

a;-axis

the slope of the normal; the equation of the tangent at

(a;,

y),

DIFFERENTIAL EQUATIONS.

.'52

[Ch. V..

Y y = ^ (^ ^) and
the equation of the normal is Yy =
(X x) the inter%
cept of the tangent on the axis of x is x y the intercept
of the tangent on the axis of
is y x -^, the length of the
X, Y, being the current co-ordinates,

is

flrg

2/

tangent, that

and the

is,

a;-axis,

is

2/^l+/'^Y;

the length of the normal

^dy\^

2/\l+(-)

is

the part of the tangent between the point

\dxj

;
'

tlie

length

"'^'" of
""""""
'"" subtangent
"" the

length of the subnormal

is

-^

dx
is

the
2/^,;
^
(2/'

the differential of the length

dx
of the arc
of the area

Again,

^1 +f^ydy,

is

(r,

6)

the differential

y dx or x dy.

is

the equation of the curve in polar co-ordinates be

let

/(r, 6l)=0,

and

+(^dx;

or -^1

orr

= F(e),
Then the tangent

be any point on the curve.

of the

angle between the radius vector and the part of the tangent
to the curve at (r, 6) drawn back towards the initial line, is
r

if ^ is

the vectorial angle,

\li

the angle between the radius

dr
vector and the tangent at

tangent makes with the


the polar subtangent

normal
yjl

is

dr

d6

is

(r,

6),

and

initial line,
r'

dB

tj>

<j>

the angle that this

= + 6;
\f;

the length of

the length of the polar sub-

'^^
;

the differential of the length of the arc

+ r'f'^ydr,

or

yjf^y+r''d6;

if

p denote the length

is

of

the perpendicular from the pole upon the tangent,* then


* WiWiamson,

Diffe7-e7itial

Calculus, Ait. 183; Edwards, Differential

Calculus for Beginners, Art. 95.

GEOMETRICAL EXAMPLES.

43.]

that

~ M^ +
"2 =

is,

''^

p'

f
(

53

'''^'isre u
where
m=
^

'

:7Z
\dOj'
)

43. Examples.
Ex.

1.

Determine the curve whose subtangent is n times the abscissa


and find the particular curve which passes

of the point of contact

through the point

Let

(x, y)

(2, 3).

be any

pomt upon

the curve.

The subtangent

is

There-

dy
fore, the condition that

must be

satisfied at

any point

curve, in other words, the given property of the curve,

of the required
is

expressed by

the equation

yf=nx.
dy

Integration gives n log y

log ex, whence,


J/"

ex.

This represents a family of curves, each of which passes through the

For the particular curve that passes through

origin.

and the equation

must be

3"

is

2y"

When n =

(2, 3), c

1, tlie

required curve

pass through the origin

= 3''x.
is

any one

of the straight lines

which

the equation of the particular line through

(2, 3) is

2y

= 3x.

When n 2, the curves having the given property are the parabolas
whose vertices are at the origin, and whose axes coincide with the x-axis
;

the particular parabola through (2, 3) has the equation


2y^

When

ra

the required curve

9x.
is

any one

of the

cubical parabolas that have their vertices at the origin

coinciding with the axis of

What

system of semiand their axes

y.

curves have the given property

when w

| ?

When

|?

Find' the curve in which the perpendicular upon the tangent


Ex.
from the foot of the ordinate of the point of contact is constant and equal
to a
and determine the constant of integration in such a manner that
2.

the curve shall cut the axis of y at right angles.

64
Let

(x, y)

DIFFERENTIAL EQUATIONS.

[Ch. V.

The equation

of the tangent at

be any point on the curve.

(x, y) is

r-. = |(X-x);
the length of the perpendicular from (x, 0), the foot of the ordinate,

-y

upon the tangent

is

dy\^

Therefore, the given property of the curve

rn

- =a;

integration gives *

whence

cosh-'-

this,

"

(2)

z=dx;

= - + c;

= cosh

(3)

It is also

from

expressed by the equation

is

required that there be found the particular one of these


This means that for this

curves that cuts the t/-axis at right angles.


curve,

=
^
dx

vfhen x

= 0. Now
\dy
-

differentiation of (3) gives

- + c
/ = -a snih /x
\a
1

aax
therefore c

\
;

and hence
-

= cosh -,

the equation of the catenary.

Ex.

3.

Determine the curve

in

which the subtangent

is

n times the

subnormal.

Ex. 4. Determine the curve in which tiie length of the arc measured
from a fixed point A to any point P is proportional to the square root of
the abscissa of P.

Ex.

5.

Find the curve

in

which the polar subnormal

is

proportional to

is

proportional to

the sine of the vectorial angle.

Ex.

6.

Find the curve

in

which the polar subtangent

the length of the radius vector.

* See McMahon, Hyperbolic Functions (Merriman and Woodward,


Higher Mathematics, Chap. IV.), Arts. 14, 15, 26, 39 Edwards, Integral
;

Calculus for Beginners, Arts 28-44.

44,

TRAJECTORIES.

45.]

55

An important group
trajectories.
is
that
which
deals
with trajectories.
problems
of geometrical
family
of
curves
is
line
that
cuts all the
of
a
a
A trajectory
family
according
to
given
law
for
the
a
example,
of
members
the line which cuts all the curves of the family at points equidistant from the a;-axis, the distance being measured along the
Problems relating to

44.

Another example of a trajectory

curves of the family.

When

the angle

is

the

curves of the family at a constant angle.

line that cuts the

a right angle, the trajectories are called

is

orthogonal trajectories

when

it is

other than a right angle,

the trajectories are said to be oblique.

Only these two

classes

of trajectories will here be discussed.


45.

Suppose that

Trajectories, rectangular co-ordinates.

f{x,y,a)^0
Is

arbitrary parameter

and that a

is

the angle at which the tra-

jectories are to cut the given curves.

from

(1) gives

(1)

the given system of curves, a being the

the equation of

The

elimination of a

an equation of the form


<^(',2/,|)

= 0,

(2)

the differential equation of the family of curves.

Now through any point (x, y) there pass a curve of the given
system and one of the trajectories, cutting each other at an
angle . If m is the slope of the tangent to the trajectory at
this point, then

m=

-^ tan a
ax
1

By
ential

definition

is

/OS

\^)

-j

a
+ T^tan
dx

for the trajectory

hence the

equation of the system of trajectories

substituting this value of

is

obtained by

civ

for -^ in (2)

differ-

this gives

DIFFERENTIAL EQUATIONS.

56

dy
-^
ax
<!>

tan a

= 0,

^,y,
1

is

(4)

T^ tan a

ax

for the differential equation of the

the solution of this

[Ch. V.

system of trajectories

and

the integral equation.

If a is a right angle,

dx
dy

and hence the

differential equation of the

trajectories is obtained

system of orthogonal

by substituting
dy
^

gives

for -^ in (2)

this
this

dx

(5)

Integration will give the equation in the ordi:nary form.

46. Orthogonal trajectories, polar co-ordinates.


f{r, e,c)
is

Suppose that

(1)

the polar equation of the given curve, and that


(2)

is

the corresponding differential equation, obtained by eliminat-

ing the arbitrary constant

The tangent

c.

of the angle between

the radius vector and the tangent to a curve of the given sysdB
tern at any point (r, 6) is r
If
is the tangent of the angle

between this radius vector and the tangent to the trajectory


through that point,

m=
since the tangents of the curve

angles to each other.

Idr
rde

and

Hence the

its

trajectory are at right

differential equation of the

TBAJECTOEIES.

46,47.]

required trajectory

what comes

or,

57

obtained by substituting

is

same

to the

thing,

?-

for

'''

gives
<^('->^.

for

in (2)

this

^^
(3)

-'"f)=0

as the differential equation of the required system of trajectories.

47. Examples.
Ex.

1.

Find the equation

whose tangent

is

all

"

given point.

Take the given point


the perpendicular to
circles

it

of the curve

and
The given system of
which pass through the origin and have

for the origin, the given line for the y-a,xis,

at the point for the cc-axis.

then consists of the circles

their centres

which cuts at a constant angle

the circles touching a given straight line at a

on the x-axis

equation

its

j/2

x-2

is

ax

0,

(1)

a heing the variable parameter. The elimination of a gives the differential equation of the system of circles
namely,
;

dy

y^

The

z^
(2)

2xy

dx
differential equation of the

system of trajectories

is

obtained by

substituting for -^ in equation (2) the expression

dy
dx

n dx
and

this gives

on reduction

(nx^

The

ny^

+ 2 mxy)dx + (my'' mx^ +

integration of this

= 0.

2/^

= 2 c{my +

being the constant of integration

nx),

this represents

(4)

another system of

circles.

The

(3)

homogeneous equation gives

x^
c

2 nxy)dy

trajectory is orthogonal

if

x2

j/2

equation (4) then becomes

c^y,

'

[Ch. V.

DIFFERENTIAL EQUATIONS.

58

which represents the orthogonal system of circles; these


through the origin and have their centres on the j/-axis.
Ex.

Find the orthogonal

2.

trajectories of the

r" sin

n6

circles pass

system of curves

a".

Differentiation eliminates the parameter a,

+ r cot ne =

and gives

0,

dB
the differential equation of the system.

The

differential equation of the

r^

substituting

for

dr

system of trajectories

is

obtained by

this gives

d9

-r- +rcotnB =

0;

dr
separating the variables, integrating, and simplifying,
r" cos

being an arbitrary constant

nB

this

is

c,

the equation of the system of

orthogonal curves.

Ex.

Ex.
2

x^

Find the orthogonal trajectories of a

3.

equation

is

4.
2

y^

series of parabolas

series of hypocycloids

Find the orthogonal trajectories of the


2

+ y^ =

af

Ex.

Find the equation of the system of orthogonal

5.

series of confocal

and coaxial parabolas r

6.

Ex.

7.

+ cos e

Find the orthogonal trajectories of the


r

Given the set of

lines

trajectories of a

2a

=
1

Ex.

whose

i ax.

+ sin 5 9.
y = ex, c being

series of curves.

curves that cut these lines at a constant angle

arbitrary, find all the


8.

The student should


48. Mechanical and physical problems.
read in some text-book on mechanics the articles in which the
elementary principles and formulae relating to force and motion
and deduced. The truth of the following deiiand formulae will be apparent to one who understands
the first principles of the calculus and the principles of meare enunciated

nitions

MECHANICAL AND PHYSICAL EXAMPLES.

48.]

69

chanics as set forth in elementary works that do not employ

the calculus.
If s denotes the length of the path described

moving

by a particle

in a straight line for any period of time

t,

the time of motion, usually estimated in seconds

V,

the velocity of the moving particle at any


point or instant

ds

=
dt

and

particular

then will

and

= the acceleration of the moving particle at any point


of its path.
Ex.

1.

body

falls

air is proportional to the

(a) its velocity at

from

rest

assuming that the resistance of the

square of the velocity, find

any instant
which

(6) the distance through

it

has fallen.

In this case the equation for the acceleration

= ?-

Kt)2,

or,

putting

dt

is

for

k,

dt

vphence

g^

Integrating,

But

^'^^^

= dt.

vrvr

tanh-i =nt

c; whence,

= tanh(K +

c).

DIFFERENTIAL EQUATIONS.

60
Ex.

2.

Pind the distance passed oyer

acceleration
at the time

is

in time

by a

[Ch. V.

particle wliose

constant, determining the constants of integration so that


0, vo is

the velocity and so the distance of the particle from

the point from which distance

is

measured.

Ex. 3. The velocity possessed by a body after falling vertically from


Find the height through
rest through a distance s is found to be V'2gs.
which it has fallen in terms of the time.

EXAMPLES ON CHAPTER
1.

V.

Determine the curve in which the length of the subnormal

is

pro-

portional to the square of the ordinate.

Determine the curve in which the part of the tangent intercepted


2.
by the axes is a constant a. [Hint Find the singular solution.]
:

3.

Determine the curve in which the length of the subnormal

pro-

is

portional to the square of the abscissa.

Find the equation of the curve for which a differential of the arc is
made by its tangent with the a:-axis,
multiplied by the cosine of this angle; and determine the constant of integration so that the curve touches the K-axis at the point from which the
4.

K times the differential of the angle

arc

is

5.

lar

measured.

Find the equation of the curve where the length of the perpendicu-

from the pole upon the tangent


6.

Find the equation

tangent

is

of the

with the series of

is

constant and equal to

system of curves that make an angle whose


parallel lines

x cos a

y sin a

= p, p being

the variable parameter.

system of parabolas y =

7.

Find the orthogonal

trajectories of the

8.

Find the'orthogonal

trajectories of the

system of

ax^.

circles touching

a given straight line at a given point.


9.

Find the orthogonal

trajectories of

-2

r"

10.

Find the orthogonal

11.

Determine the orthogonal

+ -^\~'^'

'^^^^^ ^

'^

'

arbitrary.

trajectories of the series of

trajectories of

hyperbolas xy

k".

the system of curves

a" cos nfff therefrom find the orthogonal trajectories of the series

of lemniscata r'
12.

a' cos 2

$.

Find the orthogonal

parameter.

trajectories of

Ir-]

cos 8

a,

a being the

EXAMPLES.

48.]

13.

= a^,
14.

Find the orthogonal


where a varies.

sum

16.

17.

18.

the tangent

the origin upon the tangents


Find the equation of the curve.

of

a curve

equal to the abscissa of the point of contact.

is

Find the equation of a curve such that the projection of


is

of the curve in which,

let fall

vector shall cut the

its

ordi-

equal to the abscissa.

Find the equation

the perpendicular

/-axis

curve at P.
19.

from the co-ordinate

Find the equation of the curve in which the perpendicular from the

upon

nate upon the normal


*

offl

constant.

is

The perpendiculars from

are of constant length a.

origin

trajectories of the series of logarithmic spirals

Determine the curve whose tangent outs

axes intercepts whose


15.

61

from the foot of


where the latter

its
is

if

any point

P be

ordinate upon

its

taken,

radius

cut by the tangent to the

Find the curve in which the angle between the radius vector and
What is the curve when
is n times the vectorial angle.
When n = i?
?

the tangent

20.

Determine the curve

in

which the normal makes equal angles with

the radius vector and the initial line.


21.

point
22.

Find the curve the length of whose arc measured from a given
a mean proportional between the ordinate and twice the abscissa.

is

Find the equation


upon the tangent

the pole

which the perpendicular from


k times the radius vector of the

of the curve in
at

any point

is

point.
23.

If -s

= -=^^

ST

find the equation of the curve, r being

p^
0^(1 e^)\ r
I
the radius vector of any point of the curve,
the pole upon the tangent at that point.

is

>

andp

the perpendicular from

a(l

24.

Find the orthogonal

25.

Show that the system of confocal and coaxial parabolas y2=4a(a; + a)

trajectories of the cardioids r

cos 9).

self-orthogonal.
26.

Show

that a system of confocal conies

is

self-orthogonal.

27. Find the curve such that the rectangle under the perpendiculars
from two fixed points on the normals be constant.
28. Find the curve in which the product of the perpendiculars drawn
from two fixed points to any tangent is constant.

DIFFERENTIAL EQUATIONS.

62

[Ch. V.
f

The product

29.

of

two ordinates drawn from two fixed points on the


is constant and equal to k"^.
Find the

X-axis to the tangent of a curve

equation of the curve.

Determine the curve in which the area enclosed between the tan-

30.

gent and the co-ordinate axes

is

equal to

a^.

Find a curve such that the area included between a tangent, the
a;-axis, aud two perpendiculars upon the tangent from two fixed points on
the a;-axis is constant and equal to ifi.
31.

The parabola

32.

= 4 ax

y'^.

upon a

rolls

Determine the

straight line.

curve traced by the focus.

Determine the curve in which

33.

The equation of electromotive


ing resistance and self-induction is
34.

ax^.

forces for an electric circuit contain-

E = Ei + L^,
dt

where E is the electromotive force given to the circuit, S the resistance,


and L the coefficient of induction. Find the current i (a) when .E = f{t)
:

E=

when

(6)

(c)

when

E=

constant

a,

when

(d)

Em sin at, where

harmonic function of the time,

jE?

is

a simple

is

maximum

the

value of the impressed electromotive force, and u is 2 ir times the


= Ei sin ut + E^ sin {hut + e).
quency of alternation (e) when

The equation

35.

an

electric circuit

of electromotive forces in terras of the current

having a resistance

resistance a condenser of capacity G,


differentiation to the

is

iJ,

di

E = Bi +

_i_ _!

dE

BG~ M

dt'

E being the electromotive force.


(6) when E=0; (c) when E =

Find the current


a,

constant

((?)

g'

(a)

when

when

i,

for

in series with that

which reduces on

(d)

(a)

when

when E =f(t)

E =f(t)

E= Em sin

E = E sin at.

Given that the equation of electromotive forces in the

the last example, in terms of the charge

find

and having

form
dt

36.

fre-

circuit of

q, is

^-^dt+0'
(6) when E = 0;

(c)

when

E=

a,

constant

at.

37. The acceleration of a moving particle being proportional to the


cube of the velocity and negative, find the distance passed over in time t,
the initial velocity being vo, and the distance being measured from the

position of the particle at the time

= 0.

LINEAR EQUATIONS.

49.]

CHAPTER

63

VI.

LINEAR EQUATIONS WITH CONSTANT


COEFFICIENTS.
49. Linear equations defined.

The complementary function, the


Equations of an order

particular integral, the complete integral.

first have now to be considered.


This chapter
and the next will deal with a single class of these equations
namely, linear differential equations. In these, the dependent
variable and its derivatives appear only in the first degree and

higher than the

are not multiplied together, their coelScients all being constants or functions of x.

The

general form of the equation

d^'-^^'d^' + ^'d^'+
where

and the

coefficients Pj, Pj,

+^'-^-'^'
,

is

P, are constants or
d'^v

functions of

If the derivative of highest order,

x.

-^, has a

than unity, the members of the equation can


and then the equation will be in
be divided by
equation
of the first order has been
linear
The
form
the
(1).
coefficient other

this coefficient,

treated in Art. 20.


It will first be

shown that the complete

tains, as part of itself, the

solution of (1) con-

complete solution of

on
If y
yi be an integral of (2), then, as will be seen
substitution in (2), y == c^yi, Cj being an arbitrary constant, is
also an integral similarly if 2/
.%, y
yzy---,y
Vn, be intec^2,-;y= c^^ where Cj, , c are arbigrals of (2), then y

DIFFERENTIAL EQUATION S.

64

[Ch. VI.

Moreover, substitution

trary constants, are all integrals.

will

show that
2/

+ C22/2+--- +c^

Ci2/i

(3)

an integral. If y^, y^, , ?/, are linearly independent,* (3) is


the complete integral of (2), since it contains n arbitrary constants and (2) is of order n.
If 2/ = M be a solution of (1), then
is

y=Y+u,
T= + +

where
is

C22/2

Ci?/i

also a solution of (1)

member of (1)
gives X.
As the
first

+ c,^,

Yioi y in the
u for y, by hypothesis,

for the substitution of

gives zero,

and that

of

solution (4) contains

the complete solution of equation

it is

(4)

n arbitrary constants,
The part Y is
(1).

called the complementary function ; aiTd the part

The

pai'ticalar integral.'f

sum

is

?t

called the

general or complete solution

is

the

of the complementary function and the particular integral.

50. The linear equation with constant


member zero. The equation

where the

coefficients Pj, Pj;

>

coefficients

and second

P> are constants, will first be

treated, t

On

equal to zero

* See Note
t

2/1,

1/2,

the

first

P)e"";

member

of this

and

this will be

+ Pim"-'H

f-P

= 0.

(2)

for the criterion of the linear independence of the inte-

Vn-

This use of the term particular integral

that indicated in Art.


J

y,

e""'

if

m"

grals

for

+ Pim"^^ +

the substitution of

equation becomes (m"

is

to

be distinguished from

4.

The method of solving the linear differential equation with constant


shown in this article, is due to Leonhard Euler (1707-1783),

coefficients,

one of the most distinguished mathematicians of the eighteenth century.

LINEAR EQUATIONS.

50,51.]

65

may be called the auxiliary equation. Therefore, if m


have a value, say wi,, that satisfies (2), y = e"""' is an integral
of (1)
and if the n roots of (2) be jWi, m.^,
m, the complete
This

solution of (1)

is

y
Ex.

1.

= cie""* +

Hence the general


If

^y

solution of the equation

mhi

cie""

= 0,
+

show

c.e"'^^

(3)

Cae-""

is

cie^"

026"^''.

that

=A

cosh

Ex.3. Solve

2^ + 5^-12x =

Ex.4. Solve

18^- 16a; =0.


9^+
dz
dz^

51.

f-

+ 3 m 54 =
m = 6, 9.

m^

is'

(2)

solving for m,

2.

-\

+ 3^-54!/ = 0.
|^
dx
dx'

Solve

Here equation

Ex.

Cse"'^'

mx + B sinh ma;.*

0.

Case of the auxiliary equation having equal roots.

two roots
becomes

of (2) Art. 60 are equal, say

2/

But, since

Cj

+ C2

(cj

is

+ C2)

e"'"'

m, and

+ Cae"*" +

When

m^, solution (3)

[-ce'""''.

equivalent to only a single constant, this

1)

and hence is
In order to obtain the complete
solution in this case, suppose that
solution will have (n

arbitrary constants

not the general solution.

wis

= mj

-f-

the terms of the solution corresponding to mj, m^, will then be

=
be written y =
y

which can
* See

+ C2e<'"'+*'%
(ci + c^^).

de'"!"'

e"^-"

McMahnn, Hyperbolic Functions (Merriman and Woodward,

Higher Mathematics, Chap. IV.),

Arts. 14 (Prob. 80), 17, 39.

DIFFERENTIAL FQUATIONS.

66

On

expanding

e'"

by the exponential

g-"!!

(^A

+ Bx + -'1

series, this

A= +

C2,

approach

0,

O1

Now let h

h terms proceeding in

A and B will

zero,

be

and solution

and,

have r equal

have three roots equal to

roots, that the

y = e"i'

The form

can be taken in such a way

by

(C]

Cjas

corresponding solution
\-

is

cX~^)*

of the solution in the case of repeated roots of the

auxiliary equation

deduced in another way in Art.

is

Ex.1. Solve

f|-3f| + 42, = 0.

Ex.2. Solve

=
1^-^-9^-11^-4,
"
dx*
dx^
dx^
dx

52.

m,,

= e-^''(c, + c^ + c,x^;

if it

ce""^

can be shown that the corresponding solu-

it

*i^i

C2

50 takes the form


\-

finite.

If the auxiliary equation

similar reasoning

(3) Art.

+ Cse"^ H

and

Ci

h),

B = cji.

{A + Bx)

6'"'=^

As h approaches
that

and

becomes

ascending powers of

where

VL

[Ch.

55.

0.

Case of the auxiliary equation having imaginary

root's.

When

equation (2) Art. 50 has a pair of imaginary roots,


say mi = a + I'yS, mj
a i/J (i being used to' denote
1),
the corresponding part of the solution can be put in a real
form simpler, and hence more useful, than the exponential form

of Art. 50.
~

* See George Boole, Differential Equations, Chap. IX., Art.


separate integrals,
of

e'^",

xe^",

ai^e"'!'',

7.

The

are analogous to the equal roots

an algebraic equation.

THE SYMBOL

52,53.]

For,

Cie'+'^'"'

67

D.

+ Cje'"-'^"" = e*(c,e*^' + Cje-'^"')


= e* Ci (cos px + sin /?*) + Cj (cos sin j3x)
= {A cos px + B sin
= (cosh ax + sinh ax) {A cos + B sin
/8a;

e"''

/3a;)

/3a;

/8a;).

If a pair of imaginary roots occurs twice, the corresponding

solution

is

which reduces

2.

('

It
2/

and

tlie

ci

Ex.3. Solve

cos

mx +

show

25

0,

e-^{ci cos

Cg

dx

(D-

By

The symbolic
first

the roots of -which are

3x

cosh

roa;

-i-

C4

(;2Sin

3 a:).

sinh ma;.

0.

using the symbol

for the differ-

equation (1) Art. 50 can be written *

+ PiZf-' +
f{I))y

+ p^) = 0,
= 0.
.

coefficient of y in (1) is the

member

(1)

2/

(2)

same function of

of equation (2) Art. 60

is

of in

therefore, the roots of the latter equation being m,, m^,

equation (1)

may

and,

, m,

be written

(D-m,){D-m2)-{D-m)y = 0.
Hence the

|8a;j.

"

da;2

or, briefly,

that the

sin

that

vix

Ci sin

da;8

The symbol D.

ential operator

is

=
^-4^ + 8^_8^+4j/
dx
dx*

53.

m+

m^ + 8

is

solution

j^- m*y = 0,

e'-'^-'^^',

/3a;

auxiliary equation

m=4
Ex.

//

e<''+'^'''

^+8^+25j^ = 0.

Ex.1. Solve

The

to

= (cj + c^)
+ (cj + CiX)
= e*5 (^ + AiX) cos + (5 + Bjo;)

(3)

integral of (1) can be found by putting its sym-

and solving for


as if it were
an ordinary algebraic quantity, without any regard to its use
as an operator; and then proceeding as in Art. 50 after the
roots of equation (2) of that article had been found.
Moreover, it is thus apparent that the complete solution of (1) or
(3) is made up of the solutions of
bolic coefficient equal to zero,

* See note K, page 208, for remarks on the symbol D.

DIFFERENTIAL EQUATIONS.

68
(Z>

- m,) = 0, {D-m,)y = 0,.:,{D- m) y = 0.


2/

This symbol
54.

is,

if

will be of great service.

Theorem concerning D.
that

[Ch. VI.

One

of the theorems relating to

when

the coefficient of y in (i) Art. 53 is factored as


were an ordinary algebraic quantity, then the original dif-

ferential equation will be obtained


tive character,

when

is

given

its

opera-

no matter in what order the factors are taken.

Thus, an equation of the second order

g-( + ^)| + ^. =
when expressed

o,

in the symbolic form, is

+ /3)D + al3ly = 0;
(D a) (D ^)y = 0.

\D'-{a
this on factoring

Eeplacing

Z)

becomes

by

ax

the latter equation becomes

dx
Operating on y with

J\dx

^J"

B, this

becomes

dx

and, operating on the second factor with the

first.

had been written in the reverse order,


a)y = 0, and expanded as above, the same result
would have been obtained. It is easily shown that the theorem holds for an equation of the third and any higher order.
It will be noted that the symbolic factors, when used as operators, are taken in order from right to left.
Other theorems
If the

{D

factors

/3)(D

EEPEATED ROOTS.

54, 55.]

relating to

69

D will be proven when a reference to them happens

to be required.*

55. Another

way

of finding the solution

The form

equation has repeated roots.

when

the auxiliary

of the solution

when

the auxiliary equation (2) Art. 50 has repeated roots can be


found in another way; namely, by employing the symbol D.

According to Art. 53, the solutions corresponding to the two


equal roots mi of this equation are the solutions of

On

writing this in the form (i>

putting V for

{D

m^y,

(Z)-m,)'y
the solution of which

is

mj) |(i) m,)2/j =

and

the above equation becomes

= 0,

= Cje"".

Eeplacing v by

its

value

(D-mi)^,
(D
which

is

Art. 20

mi)y = Cie""',

the linear equation of the


its

solution

is

e"''=

(Cj

first

order considered in

+ CjX).

Similarly the solutions corresponding to three equal roots mj


are the solutions of

(D-m^fy = 0,

which may be written

(Z)-mi)(I>-mjy2/

= 0.

On putting v for {D - mify, solving for


value of V as before there is obtained
(B
Putting

(D

for

(D

v,

and replacing the

mify = Cje"'".

m^y

and proceeding

(Z>-mi)2/

as before,

= e""'(ciX + C2),

* See Forsyth, Differential Equations, Arts. 31-35, for fuller information concerning the properties of D.

DIFFERENTIAL EQUATIONS.

70

the solution of which

[Ch. VI.

is

y __ gmw (cj;2

^ g^

It is obvious that if wii

_|.

Cg)j

where

repeated r times, the correspond-

is

iug integrals are

= e""''(Ci +

Cjcc

c^a;'"').

56. The linear equation with constant coefficients, and second

member a

function of

x.

In this

article will

be considered the

equation

the

first

Art. 50,

member

of which is the same as that of equation (1)


and the second member a function of x. It was

pointed out in Art. 49 that the complete integral of


sists of

two

parts,

(1) con-

a complementary function and a particular

complementary function being the complete soluformed by putting the first member of (1)
zero.
The problem now is to devise a method for

integral, the

tion of the equation

equal to

obtaining the particular integral.

In the symbolic notation,

(1)

f{n)y
and the particular integral

is

57. The symbolic function

X,

which, as yet,

For this purpose

it

may

is

becomes

=X

be said

when operated upon by

according to this definition,

Art. 54, that

be taken

It

X.

It is necessary to define

a mere symbol without meaning.

^--

written y

which,

y(-D)
operator f(D).

(2)

is

/(-D), gives
is

that function of x

X.

The

the inverse

operator
of

the

can be shown from this definition and

can be broken up into factors which

m any order,

or into partial fractions.

may

TBE PAUTICULAR INTEGRAL.

56, 57.]

For example, the particular integral

of the equation

V".

jg

and

this

can be put in the form


1

Now

apply

(Z>

a)(D

/3)

-X.

to this, arranging the factors of

the latter operator conveniently, as

is

this gives

'

71

and since

allowable by Art. 54

11

D a, acting upon
^

tion give

X by the

definition of

-X,

this

X, must by
^

D-a D-

becomes
.

defini-

j3

D^

X, which

is

This reduction shows that the

particular integral might equally well have been written

{D-IS){D-a)
Also,

X may be written in the form

a-l3\D-a
which

is

fractions.

The

B - /Sj

by resolving the

obtained

result

D'-(a + P)D + a^

of

operator into partial

operating

upon

is

_J_J(i)_^)X-(Z)-)Xj;

or

and

X.

finally,

X.

this

with

DIFFERENTIAL EQUATIONS.

72

[Ch. VI.

The statement immediately preceding this example can easily


be verified for the general case by a method similar to that
used in this particular instance.
58. Methods of finding the particular integral.
apparent that the particular integral of equation

X,

namely,
(a)

may be

The operator

integral will be

obtained in the two following ways

1 may

11
J^

be factored

then the particular

>

D mi D m^
On

It is thus
(2) Art. 56,

operating with the

first

-X.

D m

symbolic factor, beginning at the

right, there is obtained

1^
mi

D m_,

D -m^

them from

Ce--"'n'Xdx;*

and remaining

factors in

right to left, there

is finally

then, on operating with the second


succession, taking

e""'

obtained the value of the particular integral, namely,


g("i2-i)

e^ix

(&)

The operator

""^

fractions

...

may

e~"' X(da;)".

be decomposed into

its partial

'

D thx D-m^

D -m^

and then the particular integral will have the form

Of these two methods, the latter is generally to be preferred.


Since the methods (a) and (6) consist altogether of operations
of the kind effected

by

upon X, the

operation should be remembered.

Now,

result of the latter

is

the par-

ticular integral of the linear equation of the first order,


* This

is

made

clear in the last paragraph of this article.

58,

SHORT METHODS.

59J

which has been discussed in Art. 20

The term Cie'^ in the solution of


mentary function.
1.

Solve

^-5^
+
dx

62/

its

value

73

is

Xdx.

"f'

Ex.

'

this equation is the comple-

= eK

fZx^

This equation written in symbolic form

is

(2>-3)(Z)-2)?/

or
lience the

complementary function isy

e^;

Cie^

+ c^e^

and the particulai

integral is

"

and lience the

Z-3

D-2

genei'al solution is

= ae^ + c^e^ + I e*".

Ex.

2.

Solve

-^^-y =

Ex.

3.

Solve

p, + 2^ +

Ex.4. Solve
59.

\D-3 D-2J

+
y

bx.

= 2e^.

_^--

=X
^-f|-8^+12,
dx
dx^
dx^

Short methods of finding the particular integrals in certain

The terms of the particular integral which correspond


terms of certain special forms that may appear in the second member of the equation, can be obtained by methods that
are much shorter than the general methods shown in the last
The special forms occurring in the second member
article.
cases.

to

which

will be discussed here are

DIFFERENTIAL EQUATIONS.

74
(a)

(6)

\ (c)

(d)
(e)

[Ch.

VL

where a is any constant


where m is a positive integer
sin ax, cos ax
e" V, where V is any function of x
xV, where V is any function of x.
e"",

x'",

60.

Integral corresponding to a term of form e" in the second

The

member.

member
shown

integral

corresponding to

of the equation /(>)?/= X,

to be equal to

e"'

is

in

e"";

the

second

this will be

e^.

Successive differentiation gives D"e'" = a"e"'; the terms


appearing in f{D) are terms of the form D", n being an integer
therefore

/(Z))e-=/(a)e-.

Operating on both members with


^

and
is

this, since

-/(D)e'

= -i-/(a)e'";

and /(Z>) are

and /()

in.verse operators

only an algebraic multiplier, reduces to

e""=/(a)

whence

e""

The method

fails if

is

-i- e""^;

= ^

a root of /(Z))

e"' = 00
In this

case, the

Since a

is

procedure

a root of

is

iD-a)<j> {D)

= 0,

for then

e"".

as follows.

f{D)=

0,

Suppose that f{D) = {p-a)<^ (D)

/(D)

e"'.

{D
;

- a)

is

a factor of /(/))

then

(D-a)<l> (a)

,/,

(a)

TERM OF FORM

?60, 61.]
If a

is

Suppose that
1

g,^

The method

Ex.

then

e-

^.

a;V'

when a

obvious for the case

is

\p

is

times.

0, r

yl +

Solve

1.

of procedure

a root of /(D) =

D a enters twice as
=
/(i>)
{D af {D) then

= 0,

a double root of f(D)

a factor into f{D).

75

a;".

=3+

J/

e-'

e2.

Written in symbolic form, this equation becomes

=3+

(Z)3+l)2/

Here the roots


function

of /(Z))

particular integral

and 2

substitution of

are

5e2=.

1,

hence the complementary

is

ce-"

The

e-^

But 1

f e^.

is

e2( ci

^^ + d sin 5^"]

cos

is

^^

-D

for

D, on account

a root of

D'^

1,

Z)3

on substituting

equal to

Z>2
tlie

third terms, gives

hence, fact 'ring the denominator,

D+1
for D in

and

of the first

Z)

.e-.

second factor

hence the complete solution

e-

D+i

tlie last

'

expression

is

is

ce-"

e\ci

cos"2

Ex. 3. Find the particular


method.

ca sin2")

integi'als of

Ex.

3.

Solve

^-y=(e' + 1)^.

Ex.

4.

Solve

^dx''

61.

^+

dx

2/

Exs.

+ 5.& + ^1, 3,

Art. 58,

= 3 eh

Integral corresponding to a term of form

member,

by the short

being a positive integer.

When

a;

in the second

x"

is

to

be

DIFFERENTIAL EQUATIONS.

76
evaluated,

raise /(-D) to the

[Ch. VI.

l)th power, arranging the

terms in ascending powers of D; with the several terms of


the expression thus obtained, operate on a;" the result will be
the particular integral corresponding to a;".
It is obvious that
terms of the expansion beyond the mth power of
need not
;

be written, since the result of their operation on

a;"*

would be

zero.

Ex.

1.

The

roots of

function

The

Solve (I3

is Ci

D2

+ 2 D)y = x\
1 and

f{D) are 0,-2,


de-^"

hence the complementary

Cje"*.

particular integral

= ^(l-|iJ +

fZ)2+...)a;^.

= ^(:=-3 +

l)

z being merely
The complete

xdx.

solution

The operator on

= ^(2^=-9 + 21),

is

= ei + de^ +

7? could equally well have

cae""^

+ -^ (%v?-^x\ 21).

been put in the form

and this gives the result already obtained. One might think that it would
be necessary to add another term, IP, in this form of Che operator but
the result for this term would be a numerical constant; and this is already
;

included in the complementary function.

Ex.

2.

Solve Ex.

2,

Art. 58,

Ex.3. Solve 1^+8?/


62.

by

this

= a;4 + 2x +

method.
1.

Integral corresponding to a term of form sin ax or cos ax

in the second

member.

Successive differentiation of sin ax gives

D sin ax =a cos ax,


D^ sin ax

= a^ sin ax,

TEEM OF FORM SIN ax OB COS ax.

62.]

77

= a^ cos ax,
D* sin oa; = + a* sin ax = (a^^ sin ax,
>" sill

ax

and, in general, (D^)" sin ax

Therefore,

if

(ft

(Z>-)

<f}

From

= ( a*)" sin ax.

be a rational integral function of D^,

(D^) sin

ace

= ( a^ sin ax.
</)

the latter equation and the definition in Art. 57,

it

follows, since <^( a^) is merely an algebraic multiplier, that

Similarly,

it

more

that

sin ax.

cos ax

cos ax

generally, that
-

sin (ax

- cos

and

can be shown that


1

and,

sin ax

(aa;

(D^

is,

The conlplemantary

integral
^

D^

+ a) =

+ a) =

+ D^- D-\)y =

function

= ^~^
_

cos (ax +

is Cie''

+ D^- D-1

(2>2

sin (ax + a).

cos2a;

cos

cos 2 x.

e-'(C2

2x =

= ^^~^^

a).

+ csx); and the particular

D + 1 n^-1

cos 2 x

cos2a:

25

1)2

= _lsin2a;-52il^;
25
hence the complete solution
y

The number,
the work.

cxe-

4,

25
is

+'e-' (c^

ca ck)

- 1:

25

sin 2

- 5^25

might have been substituted for D^ ^t any step in

DIFFERENTIAL EQUATIONS.

78
Ex.

Solve

2.

-3-|

a''y

cos ax.

The complementary function


cos ax =

integral
is
6

2,2

cos(a

principle above

becomes

a^

ax

the particular

fails.

h; this gives for the value of the particular

ft)x; this expression,

Ccos
^

c^ sin

and thus the method

a^

and the expansion


A)2

ax

cos ax

-a^ +

- (a +

ti cos

is
=

a-2

In this case, change a to a


integral,

[Ch. VI.

ax

on the application

operand by Taylor's

of the

sin ax- hx

cos ax

h^x^

of the
series,
).

term is already contained in the complementary function,


and hence need not be regarded here the particular integral will accordingly be written

The

first

2a + h

(x sin ax

1-2.

:!^ cos

-\

on mailing h approach zero,

ax

this reduces to

= 0\ cos ax +

The complete

integral

Ex.3. Solve

^-4?/ = 2 sin iK.

is

terms with higher powers of k)

ci sin

ax

-)

2a

da?

Ex.

4.

Solve

^+

"

dx^

= sin 3 - cos'' ^* x.
a;

a term of form e'"F in the

63. Integral corresponding to

V being any function of x.


Since
De!" V = e^D V + ae"" V=e'"{D-i-a) V;
and D'e'"V= ae''%D + a)V+ e'^D (D + a)V= e-(Z> + ayV;

second member,

and, in general, as

is

apparent from successive differentiation,

+ afV;
f{D)e'^V= e'^f(D + a) V.
jye'"'V=

therefore,

Now

put

f(D + a)V=

e^{D

V, ; then

F=

J(,I' -r

will be

any function of

x,

stitution of this value of

'^

since

F in

F is

a)

Vy.

Also, Fi

<^)

any function of

(1) gives

fiD +

(1)

x.

Sub-

TERM OF FORM

0a, 64.]

79

xV.

whence, operating on both members of this equation with

where

and transposing,

has been observed,

Vi, as

Ex.1. Solve -j4 +


The complete

solution
2/

By

2/

Ci

is

= a;e^^

any function of

/v'^ ^

x.

is

cos a;

C2 sin

a;

+
-

D^

-xe^.
1

the formula just obtained,


^
JD2

-xe'^

5_

e^

(i)

this, by the method of Art.


The complete solution is

and

2)2

a;

2.

Solve

+
^+3^
dx
dx^

Ex.

3.

Solve

-j\+2y =

--^

e^
5

+ 4 jD +

61, gives the integral

= ci cos +

Ex.

C2 sin

2j^

x^e^

a;

(5

-x

Z)2

(5

a;

4).

4).

25

e2sina;.

e"

cos

x.

64. Integral corresponding to a term of the form a;F in the

V being any function of x.


F occurs in f(D)y = X.

second member,
of the

form

a;

Suppose that a term

Differentiation shows that

DxV = xDV+ V,
D^xV=xDW+2DV,
D''xV=
or, as it

may

Therefore,

be written,

xD"V+ niy-W\

= xD^V+ (jf^^A V.

f{D)xV=xf{D:)V + fiD)V.

(1)

DIFFERENTIAL EQUATIONS.

80

The formula

[Ch. VI.

in the case of the inverse operator


''^

derived in the following way.

In formula

V is

(1)

V= Vi-

put f{D)

any function

of x, Vi

tion of this value of

V in

is

any function of

'^

f{D)

The

The

x.

Since

Fj.

substitu-

this equation with

-AD)'

f{D)

f{D)

'

(1) gives

On operating on both members of


and transposing,
f{D)

V=

Then

'

f{D)

'\ /(D)

'

particular integral corresponding to expressions of the

form K'F, where

r is a positive integer, can be obtained

by
Constants of integra-

successive applications of this method.

tion should not be introduced in the process of finding particular integrals.

Ex.

1.

Find the particular integral

The ^
particular

integral
^

Ex.

of

xe^ =
D'+l

Z)2

_x^_
5

D^+l

by

this

2 Z>

method.

D^ +
-

e^

4e^

Z)2

Art. 63,

1,

= |3(5.-4).
Ex.

2.

Solve

-~
dx^

-I-

4M

a;

Ex.

sin x.

3.

Solve

EXAMPLES ON CHAPTER
1.

g+4, =

2.

(i35

0.

13 1)8

-I-

-rrA
dx:^

VI.

V
26 2)2

-I-

82 Z

104)?/

= 0.

"

x" cos

x-

EXAMPLES.

64.]

4.

^+

4!/

da?

sin3a;

e^

xV

13.

15
'

{Tfi

'

d^^-^d^^-^dx^^^-''- ^

-^^

a:^)y

e""

+ ^3 + ^. =

e"''.

^^(

y = x^e^.
f^-2^+
dx^
dx
''

6.

t/'

+ &-)-^

a^M

K*.

d^*~^dx3 + dX^-''-

1^-

^.-y = e^'^sx.

4/)

(Z)'-2Z)3 -3i3-^

24.

-^,-y = xsinx+(l +

+ 4)j/=a;V.

x'^)e'^.

dot!'

30

Show

27.

4Z) + 3)2/ = e*cos2a; + cos3K.


+ 4I-2)j/ = e' + cosx.
(D2_9X + 20)!/ = 20x. '^

29.

(Py
^

25.

(i)2

26.

(D3_3x)2

that

^+
I

HI
w

%. Din
e^sinx
_L
=
+
/i2k

ND + M
(2)

/*

-^

- a)2 + (32

^^

1 cm
a^
fi^sin-^

.^j^gj.g

\^

doti^

^-

22.

81

'

jyaud

ikf

are constants,

is

equal

^
-^
operated on by ND + M;
\/>- a- 1/3/
^^^iaiEje-c^cos^x Xdx _ff^^je-a==sin^x Xdx.

to twice the real part of

2i/3

that

is,

to

(Johnson, Diff. Eq., Art. 106.)

DIFFERENTIAL EQUATIONS.

82

CHAPTER

[Ch.

VH.

VII.

LINEAR EQUATIONS "WITH VARIABLECOEFFICIENTS.


65. The homogeneous linear equation. First method of solution.
This chapter will treat of linear equations in which the
coefficients are functions of x.

For the most

part, however,

will discuss only a very special class of these equations,

it

namely, the homogeneous linear equation.


A homogeneous linear equation is an equation of the form

^"d+p^''

F^ + - +p-^^+p^ = X,
X

where

(1)

is a function of x.
p^, p^, , p, are constants, and
This equation can be transformed into an equation with
constant coefficients by changing the independent variable x
to z, the relation between x and z being

= log X,

that

is,

If this change be made, then

dy __dy dz _1 dy
dx
dzdx~ X dz'

da?

x^ydz""

dz/

d^_

1/d'y

da?-

0!=^^"'*^+"'

d"y
dx"

1^

fd^y

d^2/

_ n-n 1 d^'hj

x = e^

HOMOGENEOUS LINEAR EQUATIONS.

65.]

On
,.

tions

putting

D for

and clearing of

83

fractions, these equa-

dz

become

(2)

:D(D-l)(D-2)y,
da?

x-^^=D{D-V){D-2)

{D-n + l)y;

and, in general, the operators only and not the operand being
indicated,

of = D(D-1)'

(i)-r + l).

daf

Hence, the substitution of

e'

for x in (1) changes

(3)

it

into the

form
Ji)(Z>-l)...(Z>-w+l) + i>i-D(i>-l)"-(i>-w + 2)+...+i9|2/

= Z,

(4)

is changed.
where Z is the function of z into which
Equation (4), having constant coef&cients, can be solved by
the methods of the last chapter. If its solution hey f{z),
then the solution of (1) is y^f(\ogx).
Therefore equation (1) can be solved by putting x equal to
e", thus changing the independent variable from x to z, which
reduces the given equation to one with constant coefficients
and then solving the newly formed equation by the methods

of the preceding chapter.


Ex.

1.

Solve

On changing

x^-.

x^ + = 21oga;.
2/

the independent variable by putting x equal to

equation becomes

e',

this

DIFFERENTIAL EQUATIONS.

84

On

solving this equation

integral is

x, is

= x{ci +

K^i^ +

Solve

2.

2/

C2log5i;)+

The

21ogx

+ 4.

3x2.

Second method of solution

66.

function.

of Arts. 51, 61, the complete

found to be

which, in terms of

Ex.

by the methods

[Ch. VII.

(A)

To

find the

complementary

solution of

can be found directly, without explicitly making the transformation shown in Art. 65.
The first member of (1) becomes, when a;" is substituted
for y,

fm(m l)(m 2)
Therefore,

(m

n + T) + pim{m 1) (m n + 2)
+ -+Pn=0,

the substitution of

and then

m.2,

,m,

flj

a;"*

of the solution of
mi,

n + 1) + pi'm(m 1) (m w + 2)
+ +p]x''.

if

m(m 1)

vanish

(m

is

(1).

for y

makes

the. first

member

(2)

of (1)

a part of the complementary function


Therefore, if the n roots of (2) are

the complementary function of the solution of

(l)is

the

c's

being arbitrary constants.

It will be noticed that the first

function of
of D.
there

member

of (2)

Therefore, corresponding to an integral y


is

is

the same

as the coefficient of y in equation (4) Art. 66

an integral y

= e"^' of

(4)

Art. 65

= x"^ of

and hence,

is

(1),

as has

SECOND METHOD OF SOLUTION.

66,67.]

'

85

already been seen, an integral of (1) can be obtained by substituting log X for 2 in the integral of (4) Art. 65.
Therefore, if
(2) has a root wii repeated r times, the corresponding integral
of equation (4) Art. 65 being

e"*>'(ci

the integral of (1)

+ C2Z + c^z^-\

h c^-^),

is

= x'^lci+C2\ogx-{

\-

c,Q.ogxy-^\.

Similarly, if (2) have a pair of imaginary roots a

corresponding integral of

Ex.1.

i^,

the

by

this

66 being

= e'^(c, cos /82 + Ca sin j8),

the integral of (1)


2/

(4) Art.

is

= a^JciCOs(j81oga5)+ C2sin(|81oga;)|.

SoUex^^,+ 3x^^+x^+y =

0.

dx

dx^

dz^

Substitution of k for y gives

{m"
the roots of this equation are

and hence the solution


V

+
1,

l)x'

-=

Is

= -1 + K^l C2 cos^^logx^ +

C3 sin

^^loga;H

Ex. 2. Find the complementary functions of Exs.


method.
Ex.

67.
gral.

3.

Solve

integral of

will be found.

Art. 65,

9x2|^+ 3a;^ + = 0.
K*^
+ 6x3^1+
dx*
dx^
da?
dx
2/

(B) To find the particular inteand the two following, the particular

Second method of solution

In this

1, 2,

article

DIFFERENTIAL EQUATIONS.

86

Since the symbol


for X

dx

this equation
.
a;'

=
d'

dx^

therefore

(1),

when

[Ch. VII.

in (3) Art. 65 stands for

may

that

is,

be written

d f d

X
dx\ dx

^\
1

(f X d

,-,'

dx

6 is substituted for x

+1

therein,! takes the


^^

form

The coefficient of y here i^' the same function


member of (2) Art. 66 is of m.

of 6 as the

first

Let this equation be written in the symbolic form

my = x.

(3)

The method deduced in Art. 66 for finding the complementary function of (3) may on making use of the symbol 6 be
are 6i, O^,
thus indicated If the n roots of f(6) =
, d, the
complementary function of (3) is

CyX^'

the

c's

The

+ c^^^ +

+ C!B*,

being arbitrary constants.


particular integral of (3), after the manner used in the
f(D)y X, in the last chapter, may be expressed in

case of

-~X.

the form

method

^ X

for evaluating

must now

be devised.
68. The symbolic functions f{B) and

symbol f(ff), it is to be observed that


For example,

its

As

-.

to the direct

factors are commuta-

tive.

* See Forsyth, Differential Equations, Arts. 36, 37.


t

Thus

but as

required.

stands for the

D had

of
dz

Art. 65, which

already been used to indicate

was there symbolized by


,

this

new symbol

is

THE SYMBOL C FUNCTION f(6).

68,69.]

and

(6

87

- a){6 - P){6 - y)y = a^^+ (3 - a- ^ - y)^^g

+ (/3 + ^y + y- - ^ - y + l)x^- ajSyy = 0;


and

this shows,

by the symmetry of the constant

the order of the operative factors

that

coefficients,

indifferent.

is

The

student can complete the proof of this theorem concerning f(6)


for himself.

If ----

be defined as that function of x which when

operated upon by f(6) will give X, then

method followed
tion

can be decomposed
into factors which are
^

that

f{0)\
commutative

can be shown, by the

it

in Art. 57 in the case of the symbolic func-

fie)
;

and

also that

it

can be broken up into partial

fractions.

69.

Methods

of finding the particular

integral.

apjjarent that the particular integral of

(3) Art.

It is thus

67 can be

found in the following ways


(a)

and

The

mX

operator

may

be expressed in factorial form,

will then

become

tti

a2

..

_ 1
a

^.

_^

a.

here the operations indicated by the factors are to be taken


in succession, beginning with the first on the right the final
;

result will be the particular integral.


(6)

tions,

The

operator

and consequently

tti

may

be broken up into partial

X be thus expressed,
Ui

a,

frac-

DIFFERENTIAL EQUATIONS.

88
the

sum

[Ch. VII.

of the results of the operations indicated will be the

particular integral.

Since the methods (a) and


the kind effected by

made up

(6) are

upon X, the

of operations of

result of the latter

a
operation should be impressed upon the memory.
6

a X

Now,

the particular integral of the linear equar

is

tion of the first order

x^-ay = X.
dx

The

particular integral of this equation,

by Art.

20, is found

to be x^ ( x''^-^Xdx; therefore

=X=x'^JCx-'^-^Xdx.
6

Hence the method


xh

(a) will give

a!'^-i-i
j

...
I

a;""-""

'~^X(da;)"

as the value of the particular integral of (3) Art. 67

method

and the

give

(6) will

N^x^ Cx-'i-^Xdx+ ^^2 Cx-'i-^Xdx

+Nxf^

x-''-^Xdx

as its value.

When

a term
(e

- a)"*

is

the operator must


-

(&),

cession

and

Ex.1. Solve

arM

be applied to X,

a;-M

m times

in suc-

6(9

1)

a;--'X(da;)"

a;2^_2a;^-4 =
d-j?

is

'

this will give the result


r"

Here /(9)

one of the partial fractions of

a;*.

dx

- 2 9 - 4, which

reduces to (9

- 4)(e +

1).

TERM OF FORM

70.]

Hence the complementary function


integral

On

x".

cix*+~, and

is

the particular

1
is

(e-4)(+l)

cc'.

using partial fractions, the latter will be written


-

X*

e+1

b\e-4:
\x*\x-* ^+Hx

I a;-M

x'

the term

is

therefore,

is,

j,

which on integration

x^
25'

5
integral

this reduces to

^+^dx,

X* log a:

The complete

c,x*

-+-^;

included in the term Cix* of the complementary functio*

^ is

Ex.2. Solve

= x*.
x2^+5x^+4u
dx^
dx

Ex.3. Solve

x2^+2x^-20!/=(x
+
n
^
dx^
dx

l)2.
^

70. Integral corresponding to a term of form

a;"

in the second

In the case of the homogeneous linear equation, as

member.

in that of the equation discussed in the last chapter,

methods

shorter than the general one can be deduced for finding the

which correspond
member. For instance,

particular integrals
in the second

Proof:
integer
6,

r,

x Jx" = mx,

x-y-

x"

x-=-

x"

= m'x"'. Now/(9)

and therefore
Applying

to terms of special

form

m%"*, and for any

is

a rational integral function of

positive

/(S)x =/(m)x>.
to both

members

of this equation,

fim) being merely an algebraic

multiplier,

fW

fim)

and transposing,

DIFFERENTIAL EQUATIONS.

90
If

a root of

is

/(fl)

= 0,

then f(m)

In this case /(d) can be factored into (9

then becomes
equal to

x",

- m <p{e)

[Ch. VII.

=
and hence the method fails.
m)0(d); the particular integral
;

which reduces

to

<p{m)

-m

":

this is

^"'"g^.

0(m)
If

is

repeated as a root r times,

integral
responding
*^

Ex.1. Solve

is

F{m)

{e

my

Here/()is

6^

1
is
ff'

a;,

+ 60 +

complete solution

is

F{0) {6

and the

cor-

which has the value ?_L2i_*l.


!

F^m)

a;5.

66
is

5;

CiX"^

c^x'^

which, on substituting 5 for

x^,

m)',

a;2^+ 7x^+5!/ =

hence the complementary function


integral

f{ff)

and the
6,

particular
x^

becomes

The

60

thus
y

zz ciK-s

ax-^

~
bO

Ex. 2. Find the particular integrals of Exs.


method.

1,

2, 3, Art.

69 by this

71. Equations reducible to the homogeneous linear form.


There are some equations that are easily reducible to the
homogeneous linear form and hence also to the form of the
linear equation with constant coefScients for, as has been seen
in Art. 65, these two forms are transformable into each other.
Any equation of the form *
;

+ P_i (a + bx)^^ + P^ = F (x),


where the coefficients Pi, ..., P, are constants,
into the homogeneous linear equation,

dz"

dz"-''

b'

is

known

transformed

dz"-^
6-i

* This

is

(1)

dz

as Legendre's equation.

b""

&"

See footnote,

p. 106,

'

EXAMPLES.

71.]

wlien the independent variable


substitution of z for a

changed from x

to

z,

by the

+ bx.

If the solution of (2) be

is

91

?/

= F{z),

the solution of (1)

is

= F(a + bx).
If

e'

had been substituted

for a

+ bx,

able thus being changed from x to

t,

the independent vari-

there would have been

derived a linear equation with constant coefficients.


Ex.1. Solve (6
^

+ 2x)^+Sy = 0.
+ 2xy^,-6(6
'
dx
dx^

Ex.2. Solve (2a;-l)3|?|

+ (2a;-l)^-2)/ = 0.

EXAMPLES ON CHAPTER
dx?

xdx'''

x'^dx

VII.

x^

'^''i-^'^x^'y^^i
dx^
4.

(x

dx^

dx

+ a)^g-4(x + a)|+62, = x.

10.

+ l)^g + 96(x + l)3g+104(. + l)^g+8(. + l)| +


= x- + 4x + 3.
(x^Z)- + xZ) - 1)2/ = x"*.
(x2i>2 - 3 xZ) + 4)2/ = x".
(x*D* + 6 x3Z)3 + 9 x2Z>2 + xZ + 1)2/ = (1 + log x)^.

12.

(x-^Z>2

7.

8.

9.

16(.

.3

3xZ

l)|/=

- xy
x''/)2 -(2m- \)xD + (to2 + re^)?/ =
(1

13.

Ji^^ logx.

--

''S-''-i^-" '"-"r""

DIFFERENTIAL EQUATIONS.

92

CHAPTER

[Ch. VIII.

VIII.

EXACT DIFFERENTIAL EQUATIONS, AND EQUATIONS OF PARTICULAR FORMS. INTEGRATION


IN SERIES.
72. In this chapter linear differential equations that are

exact will be

first

discussed,

and then equations

Some

ticular forms will be considered.

of certain par-

of the latter come

under some one of the types already treated

but in obtaining

their solutions, special modifications of the general methods

can be employed. It often happens that an equation at the


same time belongs to several forms instances of this will be
found among the examples in Arts. 76, 77, 78, 79, 80.
;

73.

Exact

differential

equations

defined.

differential

equation,

\d!lf'

'

dx'

y)

'

said to be exact when it can be derived by differentiation


merely, and without any further process, from an equation of
is

the next lower order

/(* |.)=/^^+'
Exact

differential equations of

the

first

order have been

treated in Art. 11.


74.
will

Criterion of an exact differential equation.

now be found which

equation,

^5/

the

coefficients

The

condition

of a differential

_,^

+ ^^d.^ + - + ^"^ = 0'

(^)

EXACT DIFFERENTIAL EQUATIONS.

72-74.]

must

satisfy in order that

Pi,---, P,

it

derivatives will be indicated

The

first

tiation

term of

from P^

by

what

coeflB.cients Pqj

follows, their successive

P', P",---,P'">.

evidently derivable by direct differen-

(1) is

ce""^?/

The

be exact.

are functions of x; in

93

which

is

therefore the first term of the

integral of (1) ; on differentiating this and subtracting the


result from the first member of (1), there remains

The
from

first

term of

(P, Pa')

(2) is

-,

which

On

the integral of

(1).

from

remains

(2) there

The

first

term of

evidently derivable by differentiation


is

therefore the second term of

subtracting the derivative of this term

this expression is derivable

from

(P,-A' + P")|^,
which

By

will therefore be the third term, of the integral of (1).

continuing this process, the expression


1

P.-1

- Pn-.' + - + (- l)-'Po'-

will be reached, the first term of

from
{P-l

Both terms

which

is, if

i + ^n^

of (3) will be derived

(3)

evidently derivable

- PnJ + - +(- l)"-^Po"'-"|y-

the derivative of the coefficient of


that

is

(4)

from the expression (4), if


(y) in (4) be equal to P,

P-P-i'+-+(-l)"n<"> =

0.

(5)

But if both terms of (3) are derivable from the expression


obtained in the form
(4), an integral of (1) has now been

DIFFERENTIAL EQUATIONS.

94

[Ch. VIII,

+ - + l^n-i - P.-.' +(- l)Po'"-"|2/ =


Therefore

has an integral

(1)

(6),

that

is,

is

(1)

(6)

Ci.

exact if

its

coefficients satisfy condition (5).

75. The integration of an exact equation;

the second

member

be

the second

satisfied,

member

If equation (6) Art. 74


in the

first integrals.

is

If

and condition

of (1) Art. 74 be f(x),

of (6) will be if(x)dx

(6)

c.

also exact- its integral can be found

same way; and the process can be repeated

equation of the second or higher order that

is

until an

not exact

is

reached; in some cases, this process can be carried on until


a value of

-ii,

Equation

or of y is obtained.

(6) is called

a.

first

integral of (1) Art. 74.

It is easily proven

by means of Arts.

3, 4,

and Note

C, p. 194,

that any equation of the nth order has exactly n independent

[See note, page 108.]

first integrals.*

Sometimes equations that are not linear can be solved by


the 'trial method' employed in the case of (1) Art. 74, for
instance, Exs. 6, 7, below.

Ex.1. Solve
This

is

a;^ + (a:2- 3)^+4x^^+2 = 0.


!/

neither a

In

coefficients.

dition that

it

it,

homogeneous linear equation, nor one having constant


3, P2 = 4 x, P3 = 2 and the conP^ = a;. Pi =

be exact

a;''

is satisfied

by these values.

Integration gives

The condition under which

this

equation

is

exact

is

also satisfied

grating again,

a;J + (2;2-5)?/

cia:

C2.

* See Forsyth, Differential Equations, Arts.

7, 8.

inte-

EXAMPLES

75.]

95

This is not exact, but it is a linear equation of tlie first order, and
hence solvable by the method of Art. 20. The solution is
XS

Ex.

2.

z2

x3

*^ + 3 x"^ + (3 - 6 x)x^y = x* + 2x-5.

Solve

The coefficients of this equation do not satisfy condition (5) Art. 74


and hence it is not exact.
However, an integrating factor k" can be
deduced, which will render it an exact differential equation.
Multiplication by x" gives

a^+^l^ +

3 a;3+>|^

+ (3 - 6 x)x''+'y

=(x*

Application of condition (5) Art. 74 to the


for that condition to hold,

(m
that

+ 2) (m +

7)a;'+3

_ 3 (m +

first

using the factor

2)x'+2

the original equation becomes

x^

which

exact.

is

Integration gives the

first

integral

x^^+5xil-x}y='^ + 2\ogx+l,
y linear

equation of the

first

order.

Ex.3. Solvea:^+2a;^+22/
dx^

Ex.

4.

Solve
.

Ex.5. Solve

dx

+ 2e'^^
+
^,
dx^
dx

= 0.

2e'y
"

+
VS^
^ dx^ + 2*^
dx

= x\

32/

a;.

"dx'

dxdx^

Ex.

7.

Solve

x22,g + (a;g - 2,)'-

2,^

= 0.

5)x'".

member, shows

equation

m must be equal to 2.

is,

On

m must satisfy the

+ 2x-

that

DIFFERENTIAL EQUATIONS.

96

[Ch. VIII

76. Equations of the form -T~=f(x).

This

^ =

is

an exact

differential equation.

+ Ci;

f(x) dx

Integration gives

a second integration gives

^2 = fffi^Xdxf +

c,x

c,

by proceding in this way, the complete integral


y
is

ff- ffi'^)id^y +

obtained.

Ex.

1.

!'""'

+ 2" '++ -! + a

Solve -y^

Integrating,

= xe'.

-=-|

= xe'

e'

dv
-2.
dx

= a;e

2 e*

cix

ca,

y = se*

3 e*

cx^

CaX

+ Ci,

Cj.

This equation could also have been solved by the method of Chap.

"VI.

-^ x".

Ex.

2.

Solve

Ex.

3.

Solve

x2^+l=0.
dx*

Ex.

4.

Solve

dx"

-|

a;2

sin s.

77. Equations of the form

^/(v)-

-^^ equation of the

form

which in general

is

not linear and

is

not an exact differential

equation, can be solved in the following


cZw

way

Multiplication of both sides by 2 -^ gives

EQUATIONS NOT CONTAINING

76-78.J

From

= 2j/(y) cly +

{^

ir^tegrating,

this,

=x+

'ffiy)dy
Ex.

d^'y
1.

Solve T^+a''-y

Multiplying by

2^,

a'c'^

c,.

Ci

0-

= - a^j/^ ^

-^
for C\

^ ^, = -2 a^2/^;

integrating,

on putting

c,.

= dx,

-^

whence

97

y.

ci

a''{c^ -'ip')

dv
separating the variables,

Vd'
and integrating,

y%

sin

hence,

!/

V
-

'

a dx,

= ax +

c sin

(ax

Cj,

ci)

The given differential equation is linear, and y can be obtained directly


The roots of tlie auxiliary equation being
by the method of Art. 52.

ia,

that

the solution

is

Is,

2/

This equation

Ex.2. Solve

Ex.3. Solve
Ex.

78.

4.

is

^ ^^ ^.^ ^^ ^ ^^ ^^^ ^^
= cisin (ax + Ca).

an important one

in physical applications.

^ = ^^+^ =
dx^

Vo!/

dx^

y^

0.

Solve -T^,-a^y
dx^

= 0.

Equations that do not contain y directly.

form of these equations

is

The

typical

DlFFEIiMNTIAL EQUATIONS.

98

Equations of this kind of the


Art. 26

If

and

and those of

first

order were considered in

76 also belong to this

A.rt.

be substituted for

[Ch. VIII.

class.

^ = ^,.., f^ = f^;

then

(1) takes the form

l)th

an equation of the (n

may

order between x and

possibly be solved for p.

theii

p and this
Suppose that the solution is

F(3:)

dx

c.

If the derivative of lowest order appearing in the equation


d'^v

be -^, put

d^v

^=p,

E..1. solve
Putting

find p,

..g-4.g.6| =

for -^, this

p=

whence

Ex.

2.

Solve

Ex.

4.

Solve 2

a:

-t4

find y

by

Art. 76.

4.

becomes

integrating,

79.

and therefrom

t4

CiX^

ax^

+ dx^ + |,
6a;*

a;

c.

(sr--

Equations that do not contain x directly.

form of these equations

is

The

typical

EQUATIONS NOT CONTAINING

79, 80.]

Equations of this kind of the

and those of Art. 77

in Art. 26;

If p be substituted for

and

(1) will

~,

dx

first

99

X.

order were considered

also belong to this class.

then

take the form

an equation of the (n

l)th

order between y and p which may


Suppose that the solution is

possibly be solved for p.

p=
then the solution of (1)

f{y)

is

m
Ex.

1.

Solve

--->-^s-(ir-Ex.3, solve

Ex

Solve

and by that

,g-(|y= ,nog,.

^ + 2- +

dx^

dx

ii'^-]

\dx/

by the method

of this article,

of Art. 78.

Equations in which y appears in only two derivatives


whose orders differ by two. The typical form of these equa80.

tions is
fd'^y

^VdF"'

dr^

^\

d^" 7

(1)^

BIFFEBENTIAL EQUATIONS.

100

If q be substituted for

from which
solution

q,

that

is,

then -r^

j^ ,

-^-s^,

may be

found.

and

[Ch. VIII.

(1)

becomes

Suppose that the

is

dx-

<^ (X),

then y can be found by the method of successive integration

shown

in Art. 76.

Ex.

1.

Solve

^ + a2^ =

Ex.

2.

Solve

-j^^

~ m' -t\=

both by this method and that of Chap. VI.

both by this method and that of

e'"

Chap. VI.

Ex.3. Solve a:2f^


81.

+ a2^ = 0.

Equations in which y appears in only two derivatives

whose orders

differ

tions is

The

by unity.

dr;^

typical form of these equa-

\_Q

d^~~^v

If q be substituted for

an equation of the

iirst

-:=

-.

dx"-"

then

d^v

do

dx"

dx'

-^ = -^ and ^(1)' becomes


;

order between q and x; its solution


Suppose that the solu-

will give the value of q in terms of x.

tion is

.J.

INTEGRATION IN SERIES.

81, 82.]

then,

from

101

by successive integration, the value of

this relation,

y can be deduced.
Ex.

On

1.

Solve

a''f^^ =

putting q for

^,

this

x.

becomes

dx
integrating,

aq

integrating again,

Ex.

3.

Ex.4.

ay

'

= a^ = Vx" +

[iVa^

ax

c^

c^

c^

log

(a;

+ Vx^ + c^) +

C2].

-"S=['+(2r]*

Solve

a;^ + f^=0.

= 2.
Solve^.f|
dx^ dx^

When an equaform which cannot be solved by any of the


methods hitherto discussed, recourse may be had to finding
a convergent series arranged according to powers of the independent variable, which will approximately express the value
of the dependent variable.
For the purposes of this article
it is assumed that such a series can be obtained.*
Suppose that the linear equation
82. Integration of linear equations in series.

tion belongs to a

can have a solution of the form

= A^ + ^iJB"" + A^

-\

h A.oT'

-\

(2)

where the second member is a finite sum or a convergent series


for some value or values of x.
Concerning this series three
things must be known namely, the initial term, the relation
:

* See Note B.

Also Forsyth, Differential Equations, Arts.

83, 84.

DIFFERENTIAL EQUATIONS.

102

between the exponents of

x,

[Ch. VIII.

relation between

and the

the

coefEcients.

The following examples show how

these things can be

determined:*

- a;2) f^ +

1.

The

substitution of x for y in

Solve (x

m(TO

^+2

J,

= 0.
member

tlie first

3)x'-i-(m

(1)

-2)(m+

gives

l)x'.

(2)

This shows that, in the case of a series in ascending powers of x which


a solution of (1), tlie difference between the successive exponents of

is

Ex.

is

by

(The difference between successive exponents


Hence, the required series has the form

unity.

s. )

^ox"

The

^ix^+i

3)x"'-'+ [Ai(m

+ r)(m + r+

[Arim

When

^r-ix^H-'-'

substitution of (8) for y in the

Aomdm +

first

A^'^+''

member

may be

+.

(3)

of (1) gives

+ l)(m + i)-Ao{m - 2) (m + 1)] x'"+ - A-i(m + ? - 3)(m + ?-)]x'+'-i+

3)

.-.

,^,

<

(3) is a solution of (I), the expression (4) is identically equal


to zero.

and the coefficient of each power of x therein is equal


Therefore, on equating the coefficients of x"-' and x^+'-i to
to zero,

denoted

follows that

m = 0,

OT

=-

3,

A-

"^

''

m + + 3^

zero,

Ar-i.

it

(6)

The

results (5) give the initial exponents of

x and the relation between


Hence, the required

successive coefficients in the series which satisfy (1).


series are completely determined.

For

Hence the corresponding

series

is

Aoil-ix + ^x^).
For

TO

= -3, 4/=?l^^,_i.
r

Then

Ai=-6 Ao,
^3
.46

=
=

Ai --= 10 Ao,
- 10 ^0, ^4 = 5 -40,
-^0, Ae=Aj=-- = 0.

Hence the corresponding

.4ox-3(l-5x

Note

series

+ 10x2-10x8
+ 5x*-x5).

contains a general discussion to be read after Exs.

1, 2.

is

INTEGRATION IN SERIES.

82.]

In each of these series,

Ao

103

an arbitrary constant, hence a solution

is

of (1) is

= A{1 ~ ix + -^x^) +

Bx-^{1

- bx +

lOx'^

lOx^

5x>

- x^).

(6)

a general solution, since it contains two arbitrary constants.


The expression (2) also shows that, in the case of a series in descend-

This

is

ing powers of x which

is

successive exponents

Aax'"

is

a solution of (1), the difference between the


Such a series has the form

1.

+ Aix"-^ +

Substitution of this in the

[^'-'(m

On

-r

+ l)(m

h Ar-ix'''-+''

member

first

-(to- 2)(m+ l)AoX'"+

r+

A,x'"-'-

of (1) gives

+ 3) -Aim(m - 3)'}x''-'
Ar(m r 2){m r + l)]a;'-'-+

[Aom.(m.
4)

-\

equating the coeiBoients of x, x"-'' to zero,

m = 2, TO=-1,
On deducing

follows that

it

= " ~ + A'--',
mr2
^

''

.4,

the series corresponding to these values of

manner shown above,

will be

it

....

in the

found that a general solution of (1)

is

y=Ax\\-bx-'^ + \Ox-^-Wx-^+bx-^-x-^) + Bx-\l-\x-'^ + ^x-^).


The

first

of these series

is

the same as the second in (6) above.

The procedure when the second member of


be made clear in the first example below.

(1) is

not zero

vfill

Ex.

x*^ + a;^ + = x-i.

Integrate (1)

2.

j/

dx

dx'^

member

s= 2,

substitution of x" for y

gives

m(m -

(2)

whence

The

complementary function.

First find the


in the first

and

to

l)x'+2

+ (to +

l)*

or 1.

r=xei

The

2 AyX'^-*'

substitution of

for y gives

r=0

'2[(to

The

-2

?)

(m -

J-

l)^,x"'-2r+2

coefficient of x'^-^'+^

+ (m _ 2 r +

must vanish

l)^l,.x"-2'-]

therefore

(m-2-)(m-2r-l)^+ (m-

2J--I-

3)^,-1

0,

= 0.

DIFFERENTIAL EQUATIONS.

104
hence

which

(3)

is

A.

[Ch. VIII.

^L:=2r^3^^_^_

=^

the relation between the coefficients.

^^'"

^ = 27^)^-''

= "'

Ai=

hence

it

- J-a;-2-lx-i

hence

6t-

-l-lx-6 -Lllilai-s

6!

Ar=

l,

- Yr^'

is

31

rorro

-Ao,
o

= g^^z =

^3
the corresponding series

.4i

....

^;-^ A-x;

2r(2r
2

1)

2(2-1)

Ai=

91

7!

^~^
4(3-1)

and Ai, At, are each equal

Ao

= .4o,

Ax^

= 0,

'

to zero; the series in this case

is finite,

being

Hence the complementary function

31

5!

is

In order to find the particular integral, substitute

x)
Aitx'^ for

m{m l)Aox'"+' = x~^ comparison of the exponents shows


m = 3 and hence Ao = tVFor m = 3 the relation (3) between the coefficients becomes
must

then
that

'"(2r +
hence

Ai=~^Ao,
5.6

^2

3)(2)-

^^
5.7-6.8

^0,

4)

^3

'"''

llAll
Ao,
5.7.9.6.8.10

EQUATIONS OF LEGEND RE, BESSEL,

83.]

and

the particular integral

is

+5.7.6.8*

12V'+5.6'^
that

Show by

3.

solution of y-|

Ex.4. (2.^

+
+

2/

8!

6!

Ex.

2x-^(l+x-^ + ^-^x-* +

is,

the

method

is

j'

\
)

of integration in series, that the general

^ cos + B sin
a;

a;.

l)g + x|+2, = 0.

(I_cc2)g_2a;g + n( +

Ex.6.

105

ETC.

= 0.

l)2,

83. Equations of Legendre, Bessel, Riccati; and the hjrpergeometric


A fuller discussion of integration in series than is here attempted
is beyond the limits of an introductory course in differential equations.
The purpose of Art. 82 has merely been to give the student a little idea
of a method -which is of wide application and which is used in solving
four very important equations that often occur in investigations in applied
mathematics,
the equations of Riccati, Bessel, Legendre, and the hyperseries.*

geometric series.

Johnson's Differential Equations, Arts. 171-180, discusses the methods


to be followed

when two

roots of (6) Art. 82,

become

equal, the corre-

sponding series then being identical and when two of the roots differ by
a multiple of s, one series then being included in the other and when a
;

coefficient

A,

is infinite.

The equations

referred to above,

and references to be consulted con-

cerning them, are as follows


t

Legendre''s equation

is

* In connection with this article, the student is advised to read W. E.


Byerly, Fourier's Series and Spherical Harmonics, Arts. 14-18.
t Adrien Marie Legendre (1752-1833) was the author of Elements of
Geometry, published in 1794, the modern rival of Euclid.
for his researches in Elliptic Functions

was the

and Theory

creator, with Laplace, of Spherical

of

Harmonics.

He

is

noted

Numbers.

He

DIFFERENTIAL EQUATIONS.

106

d_
clx

where n

is

{i^~^')%} + n{n +

l)y

[Ch. VIII.

= 0,
See Ex.

a constant, generally a positive integer.

Art. 82.

5,

(Forsyth, Diff. Eq., Arts. 89-99; Johnson, Diff. Eq., Arts. 222-226;
Byerly, Fourier's Series and Spherical Harmonics, Arts. 9, 10, 13 (c),
18 (c), and Chap. V., pp. 144-194
Byerly, Harmonic Functions
(Merriman and Woodward, Higher Mathematics, Chap. V.), Arts. 4,

Id,

li>-17.)

* BesseVs equation

is

^^S + ^l + (^^-"^)^ = '


in

which n

is

usually an integer.

(Forsyth, Diff. Eq., Arts. 100-107

Byerly, Fourier's Series,

Johnson,

Arts.

etc.,

Diff. Eq., Arts.

11, 17, 18 (d),

215-221

and Chap. VII.

pp.

Harmonic Functions, Arts. 5, 19-23 of Chap. V. in


Higher Mathematics; Gray and Mathews, Bessel Functions and their

219-233

Byerly,

Applications

Physics;

to

Todhunter, Laplace's, Lame's, and BesseVs

Functions.)
\

Biccati's equation is

-^

dx
to

which form

latter equation

is
is

bu^

cx^,

reducible the equation k -^

integrable in finite terms

ai/

when n = 2a,

6;/'

or

The

ck".

when

^-^
2

is

a positive integer.

11

Riccati's equation can be reduced to a linear form,

but of the second order,

a'^x'"u

0.

d-ji^

(Forsyth, Diff. Eq., Arts. 108-111


Glaisher,

Memoir

Johnson,

Diff. Eq., Arts.

204-214;

in Phil. Trans., 1881, pp. 759-828.)

* Frederick Wilhelm Bessel (1784-1846) may be regarded as the


founder of modern practical astronomy.
In 1824, in connection with
a problem in orbital motion, he introduced the functions called by
name which appear in the integrals of this equation.
t

Jacopo Francesco, Count Riccati (1676-1754)

nection with this equation, which


it

for

some

special cases.

was published

is

best

in 1724.

known

He

his

in con-

integrated

EXAMPLES.

83.]

107

* The differential equation of the hypergeometric series


(Py

+ +
- x)

7-(tt

j3

''"

l)x dy

a/3

dx

a;(l

da;2

is

x{\

-xy~

This equation has the hypergeometric series

o^
1

usually denoted by

a(a+lM^ + l)^,
1-2. 7-7

-7

^''(a, j3,

one of

7, x), for

..

particular integrals

its

and

has a set of 24 particular integrals, each of which contains a hypergeometric series.


(Forsyth, Diff. JSq., Arts. 113-134

Johnson,

Diff. Eq., Arts. 181-203.)

EXAMPLES ON CHAPTER
1.

Show

that the following equation

is

VIII.

exact and find a

first integral.

[y'-^^'%)%-^^y^^Af:)-4x-y=(Py

dy

a?-

2.

dx2

x{(fi

!c2)

dx

x^
a^a"^

x")

x^g + 4 x^g + x{x^ + 2) ^ + 3 x^j/ = 2 x.

4.

Find a

(iy-'S-{(g)^-(gy}'

first

integral of

Gaussian equation, and the series, the Gaussian


Karl Friedrich Gauss (1777-1855), who is regarded as one of
He is especially
the greatest mathematicians of the nineteenth century.
* This

is

also called the

series, after

new method for calculating orbits, and for


Theory of Numbers. It was Euler (see footnote,
equation
p. 64) who discovered the series and set forth its differential
but Gauss made important investigations concerning the series, and
showed that the ordinary algebraic, trigonometrical, and exponential
noted for his invention of a
his researches in the

series

can be represented by

it.

(For illustrations of the last remark,

see Johnson, Differential Equations, Ex.

1, p.

220.)

DIFFEBENTIAL EQUATIONS.

108

n-x^)^-x^ = 2

9.

dx:'

dx,

^=1

12.

ax^

'

,(l-log,)g + (l + log,)(|)^0.

13.

f^ = sin2..

14.

16.

-f4

2sin x-^
da;

da;2

Mcosa
=
"

sin2a;.

lS.g = |.

n.sin.xg = 2.
20.

f^ + ^^=e^.

15.

+ cosx^

da;'

=
x^-x'^-^
dx?
dx^
dx

11
'

[Ch. VIIl.

Find three independent

integrals of

first

-=-|

19.,3g..
=/().

Note for Art. 75. A first integral of a differential equation is an


equation deduced from it of an order lower by unity than that of the
original equation and containing an arbitrary constant.

-^ + y =

First integrals of

(r^l
\dxj

y^

are

= A, -^C08x + ysinx =
dx

B,

^ = ycot(x +

^smx
+ ycosx=C,
dx

a).

These are not all independent, for the four conetants A, B, C,


connected by the equations

a,

are

B = Acosa, C= A sin o.
The

elimination of

gives the solution

-^ from the second and

%=

and the elimination from the


solution, namely,

In general,

if

independent

js sin
first

third of these integrals

+ C cos ^

and fourth gives another form

^^ si (a;

equal in number to the order


the differential coefBcients can be

first integrals

of the equation have been obtained,

all

of the

a).

eliminated from them so as to leave the primitive.

EQUATIONS OF THE SECOND ORDER.

84, 85.]

CHAPTER

109

IX.

EQUATIONS OF THE SECOND ORDER.


84. There are other

shown

methods of

solution, different from those


which are applicable to some
Arts. 85-89 will be taken up

in the last three chapters,

equations of the second order

with an exposition of three of these methods.


If a differential equation is not in a form to which any of
the methods already described apply, it may be possible to put
The very important transformations of an
it in such a form.
equation that can be effected by changing the dependent or the

independent variable will be discussed in Arts. 90-92. Art. 93


methods considered up to

will contain a synopsis of all the

that point which

may

be employed in solving equations of the

second order.

A
85. The complete solution in terms of a known integral.
theorem of great importance relating to the linear differential
equation of the second order, is the following
If an integral included in the complementary function of
such an equation be known, the complete solution can be
known integral.
known integral in the complementary

expressed in terms of the

Suppose that

?/

2/1

is

function of

g+p|+, = X;
then the complete solution of
of

(1)

can be determined in terms

2/1.

Let

(1)

= yiv

DIFFERENTIAL EQUATIONS.

110

be another solution of

(1)

dar
since,

On

now be

v will

substituting y^u for y in (1),

yi

On

determined.

become

will

it

[Ch. IX.

ax Jdx

y^

by hypothesis,

putting p for -^, (2) becomes

dx

d^+\^ + y,l^)P-J,'
and this equation, being linear and of the
solved for p.
is

On

(^)

first order,

can be

using the method of Art. 20, the solution

found to be

dx

y^

yi'

whence, integrating,
v

= c, +

f^

c,

dx

yi

Therefore another solution of

= y,v = c^, + c,y,

r^

ju,

dx

r^J

fy,eS''^X{dxy.

yx

(1) is

f^J

+ J
2/1

fyiel'-^XCda;)'.

(4)

y,

This includes the given solution y

yi-,

and, since

con-

it

two arbitrary constants, it is the complete solution.


From the form of the solution (4), it is evident that the
tains

second part of the complementary function

/g-jPdx
5'''''
T-

is

2/1

j- dx,

.1p
ieJ''*'X(da;)
,

SOLUTION FOUND

86,87.]

BY

INSPECTION.

86. Relation between the integrals.

a y = y^, y = y^ be two

Ill

It is easily shown, that

independent integrals of

2/1^-2/2^=06-^^"^
^'
^^

then

dx

dx

(See Forsyth's Diff. Eq., Art. 65; Johnson's Diff. Eq., Art. 147.)

may

also be remarked in passing, that the deduction of


85 from (1), when an integral of the latter is known,
an example of the theorem that, if one or several indepen-

It

(3) Art.
is

dent integrals of a linear equation be known, the order of the


equation can be lowered by a number equal to the number
of the

known

integrals.

(See Forsyth's Diff. Eq., Arts. 41, 76, 77.)

by

Since the complete


found if one integral in its
complementary function be known, it is generally worth while
to try whether an integral in the latter can be determined by
87.

To

find the solution

inspection.

integral of (1) Art. 85 can be

inspection.

Ex.1. Solvea;^
Here, the

sum

+ (l-a;)^-3/ =

e^

of the coefBcients being zero, e'

is

obviously a solution of

Substitution of ve' for y in the original equation gives

this,

on substituting p for

becomes

_-

.| + (l+.)p =
a linear equation of the

first

order.

d,x

l,

Its solution is

XX

DIFFERENTIAL EQUATIONS.

112
hence

= log +
a;

cj I x-'^e-'dx 4- c^

and therefore the complete solution


y

e" log

[Ch. IX.

is

x-^e-'dx

Cig' \

c^e".

Equation (4) Art. 85 might have been used as a substitution formula,


it is better to work out each example by the same general method
by which (4) was itself derived.
but

Ex.

2.

Solve

^^ - x^^ +
dx

dx'

[Here, y

xis

xy

= x.

obviously a solution

when

member

the second

is zero.

solution can often be found by an inspection of the terms of lower

order in the equation.]

Ex.3. Solve
Ex.

4.

Solve

(3-a;)g-(9-4a:)g+(6-3a;)2/ =
x^-^ +

x^ y = 0, given

that x

+-

is

0.

one

integral.

88. The solution found by means of operational factors.


pose that the linear equation of the second order

is

expressed in the form

f{D)y

Sup-

= X.

Sometimes f(D) can be resolved into a product of two facand Fi{B), such that, when Fi{D) operates upon y,
and then F2,{D) operates upon the result of this operation, the
same result is obtained as when F{D) operates upon y. This

tors Fi{D)

may

be expressed symbolically,

= F,{D)\F,{D)y\;
f{D)y = F,{D)F,{D)y,
f{D)y

or simply,
it

being understood that the operations indicated in the second

of the last equation are made in order from right to


Factors of this kind have already been employed in dealing with linear equations with constant coefficients, and with

member
left.

SOLUTION FOUND

88.]

BY

FACTORING.

113

the homogeneous linear equations, Arts. 63, 56, 67, etc.


With
the exception of the classes of equations just mentioned, the

commutative

factors are generally not

this can be verified, in

the case of the examples belovf.


If one of the integrals be known, its corresponding factor is
known, and the second factor can be determined by means of
the equation and the known factor.
For instance, if ?/ = e" be

an integral of the given equation, then (Z) l)y is the corresponding factor
it y = x he a.n integral, (xD l)y is the
corresponding factor. The following example will make the
;

method of procedure

clear.

^g + (-^)|This equation, whicli


form,

Ex.

is

Art. 87,

1,

when

[_xD^

on using symbolic

factors,

+ (l~x)D-l]y =

it

[These factors are not commutative, for


sion gives {xD"' +(_2

-x)D-

becomes (xD

1)

e-.

(2)

{D l)(xD +

l)y on expan-

1}!/].

(D -

Let
(2)

(1)

e'';

becomes

(xD + l)(D--\)y

and

written in the symbolic

is

e'

l)y

= v,

(3)

whence, v

cx-i

e'x-'^.

Substitution of this value of v in (3) gives

(D
whence, on integrating, y

l)y

cie'^

cx-^

ce'

e^x-'

e-^x-^dx

+ e' log a,

the solution found in the last article.

Ex.

2.

Solve Ex.

3,

Art. 87,

by

Ex.3. Solve 3 x2g+ (2 -6*2)

Ex.4. Solve 3a;2^-|-(2


dal^

this

method.

J-

42/

= 0.

= 0.
+ 6a;-6x2)^-4!/
dx

DIFFERENTIAL EQUATIONS.

114

[Ch. IX.

Solution found by means of two first integrals.


It folfrom a statement made in Art. 75, that a linear equation
of the second order has' two first integrals of the first order.
89.

lows,

If these integrals be

tween them

known, then -^ can be eliminated

be-

the relation thus found between x and y will be


a solution of the original equation.
;

Another method of solution that can be used


the linear equation of

the second order

variation of parameters."*

by

As most

'!

method

of

of the equations solvable

are solvable in other ways, and as

it

in the case of

the

is

is

it

rather long,

it

will not be given here.

(See Johnson's Diff. Eq., Arts. 90, 91


Forsyth's Diff. Eq., Arts. 65-67.)
Ex. Solve a^f

On

putting

=H-f^j

-^1

^=p, y^=

by means

^^^

j^i

of the first integrals.

integrating, there appears a

first

mtegral

On

substituting for

its

equivalent expression

ctx

another

first

integral

is

-~,

and

integrating,

ay

obtained,

a2p2=(2/-|-C2)2-a2.

The

elimination of

p between
!/

90.

C2

these

first integrals

gives the solution

= a cosh

Transformation of the equation by changing the dependent


Sometimes an equation can be transformed into an

variable.

integrable type by changing the dependent variable.


linear equation of the second order,

* This method

is

due to Lagrange.

If any

>

89-91.]

CHANGE OF THE DEPENDENT VARIABLE.

be taken, and y^v be substituted for y therein,


function of x, (1) will be transformed into

y^

115

being some

do?'

which has v for

its

This equation

dependent variable.

may

dx

daf

where

Pi

be written

yi

= P + -^,
2/i

(4)

dx

^-^@+^S+e4

-^
Any value

(5)

desired can be assigned to Pi or Qi by means of a


Thus, Qi will be zero if 2/1 be chosen so
2/i-

proper choice of

this is

what was done

Again,

P the

in Art. 85.

coefficient of the first derivative in (3),

have any arbitrary value assigned to


chosen so as to satisfy (4) that is,

it

but then

yi

can

must be

2/1

91.

from
if

Removal

e*J'(^i--P''^-

is

(6)

In particular,

of the first derivative.

(4) or (6) Art. 90 that Pj


2/1

On

it

follows

zero

e-iJ"^*^.

substituting this value of yi in the coefficient of v in (2)

Art. 90, this coefficient becomes

'^^

P2

DIFFERENTIAL EQUATIONS.

116

[Ch. IX.

Therefore the differential equation (1) Art. 90 of the second


is transformed into a differential equation not containing

order

the first derivative, by substituting

and the transformed equation

is

g+e..=x,
where

Qi=Q-i^-ip2,

^nd

dx

(1)

X^

= Xe^l''^.

may happen to be easily integrable.


90 into the form (1) is called " removing
the first derivative." The student should memorise the above
values of the new Qi and X,, in terms of P, Q, X, for then he
can immediately write down the new equation in v, without
The new equation

Transforming

(1)

(1) Art.

the labour of making the substitution in the original equation

and reducing.
It may be remarked in passing that this removal of the
term next to the second derivative is merely an example of the

general theorem, that the coefiicient of the tejfm of (n

l)th

order in a linear equation

can be removed by substituting yiV for

y,

where

= e--IPldx
"J

2/1

The reader can

easily verify this

by making the

substitution.

(See Forsyth's Diff. Eq., Art. 42.)

Ex.1.

Solve^ + i-^+fJ
^.juj;

Here

P = a;"i, Q =
4 XJ

L_6^j,^0.

\^^j

gjjj

6 x^

and hence

yi

e-J/'

= e"'^'.

CHANGE OF THE INDEPENDENT VARIABLE.

92.]

If

117

the second term be removed,

and hence the transformed equation

is

-0,
the solution of which

is

Hence the general solution

Ex.

2.

Solve 4

Ex.

3.

Solve

= eix' + ^-

of the given equation is

x^^ + 4 a;^^ +

(a;8

+ 6 * +

4)?/

= 0.

= 0.
^-2tanx^+52/
ax
dz^

Ex.4. Solve a;2^-2(a;2

a;)^ + (K2

+ 2x +

2)2/

= 0.

92. Transformation of the equation by changing the independent


An equation can sometimes be transformed into an
variable.

integrable form

by changing the independent

variable.

g+p|+Qy=X

Suppose that

(1)

any linear equation of the second order, and that the independent variable is to be changed from x to 2, there being
some given relation, z =f(x), connecting x and z.
is

d^y/dzV dy cPz
,
d^y
dydz
dy
+"
= :fi(:r]
= :f:r-> and :A
dz daf
dz' \dxj
da?
dx dz dx
(

Since

-f-

(1)

g + P,|+Q^ =

becomes
d'z
,

where

X>,

(2)

pdz

Q.= jy,
P,=^^,
-7^^''^'fdzY
\dx)

^r.,

X,=j-,
'-fdzY
Wa^y

(3)

DIFFEBENTIAL EQUATIONS.

118

[Ch. IX.

P], Qi, Xi, as just expressed, are functions of x;

but can be

by means

of the relar

immediately expressed as functions of

and

tion connecting z

Any

x.

arbitrary value can be given to P^; but then z must

be so chosen that

it

satisfies the first of

equations

(3).

In

particular, Pj will be zero if

^+ P^=
ax

that

0,

is, if

= C e-i'-'^'dx.

ax'

Again, the new coefficient Q, will be a constant,


of the second of equations (3), if
a^i

Ex.1. Solve^'

z,

such that

Q, that

X dx
f

is, if

+ ?^ + ^2, =

dx'^

Find

VQ dx.

0.

^V = ^

= --

solving, z

X*

Change of the independent variable from x to a will

has for

this

its

solution of the given equation

= C1COS-+

2.

Solve

-4 +

cot X

dx^

Ex.3. Solve X

Ex.

4.

^dx^

Solve x6

$^
dx

-f^

dx

?/

dx

a^y

is

C2 sill-'

ooseo- x

+ 4 x3(/ =

'^ + 3 x^^ +
fte^

93.

give

= A cos 2 + B sin z.
a

Ex.

now

solution

Hence the

by virtue

X*

\dxj

and

a^,

= 0.

x5.

= AX-'

Synopsis of methods of solving equations of the second order.


is merely a synopsis of all the methods discussed

This article

thus far in the book that are employed in the solution of equay

SYNOPSIS OF METHODS OF SOLUTION.

93.]

119

Several of these methods may be


same equation. The references are to
the chapters and articles where the methods are described.
The student is advised to select a few equations of the second
order from the articles referred to, and' to solve each one in
two or more different ways.
tions of the second order.

suitable for solving the

An equation
(a) linear
(6)

of the second order

may

be

with constant coefBcients,

[Chap. VI.]

a homogeneous linear equation,

[Chap. VII.]

(d)

an exact differential equation,


[Arts. 73-75, 76]
an equation that does not directly contain the dependent

(e)

an equation that does not directly contain the independent

(c)

[Arts. 76, 78]

variable,

variable,

(/) in the

form

[Arts. 77, 79]

[Art. 77]

=/(.y),

known

(g)

an equation, one of whose integrals

(h)
(i)

found by inspection,
[Arts. 85, 87]
factorable into symbolic operators,
[Art. 88]
an equation of which two first integrals can be easily

(j)

an equation that can be integrated in

is

or

is

easily
;

found,

If the equation
such a form by
(a) so

[Art. 89]

is

series.

not in an integrable form,

it

[Art. 82].

may be put

in

changing the dependent variable, that (1) the coefficient


of the first derivative will have an assigned value
[Art. 90]

or that (2) (in particular), this coefficient will be zero


[Art. 91]
(6)

so changing the independent variable, that (1) the equation


will be transformed into the linear form with constant
coefficients, or into

the homogeneous linear form


[Art. 71]

piFFEBENTIAL EQUATIONS.

120

[Ch. IX.

or that (2) the coefficient of the first derivative will have


an assigned value, and, in particular, the value zero

[Art. 92]
of
the
variable
will
coefficient
have
the
an asor that (3)
signed value, aM, in particular, be a constant
[Art. 92].

EXAMPLES ON CHAPTER
1

^ + ?^-2,

5.

(a;

8.

a;

3) -=-|

(2

9.

10.

= S^IS-(--S)'=-

- (4 - 9) -^ +
a;

da;''

-^ + (a:
^dx ^

1)

(l-a;2)g + a:|-2, =

3(a;

)w
/

- 2)^ =

= 0,
>

" dx^

given
that w
o

^^)-^ x-

a^y

=0,

of

which y

14.

_ 2x(l + x) f^ + 2(1 + x)y = x'.


x2^
dx^
dx
^

dx^

e' is

a solution.

of

which 3/= a; is a solution.

dx

(1

a;(l-a;^)l.

12.

being a solution.

0, e"

ra;sina;+cosa;)^-xcosa;3^+2/cosa;=0,
^
'
dx
dx^

difi^

IX.

X dx

ce"""''* is

an

integral.

94,

GEOMETRICAL APPLICATIONS.

95.]

CHAPTER

121

X.

GEOMETRICAL AND PHYSICAL APPLICATIONS.


was devoted to geometrical and physical
but the choice of problems for that chapter was
restricted by the condition that a differential equation of an
order higher than the first should not be needed in determin94. Chapter V.

applications

ing their solution.


are of the

The

practical problems

now

to be givep

same general character as those already

set

but

order to obtain their solution, equations of orders higher than

the

first

may

be required.

95. Geometrical Problems.

The following can be added

to

the geometrical principles and formulae given in Art. 42.

The

radius of curvature in rectangular co-ordinates

is

da?
If the normal be always drawn towards the B-axis, both it
and the radius of curvature at any point on the curve are

drawn

in the

same

direction

d''v

when y and 4

at the

point are

dur

opposite in sign, and they are

when y and ^ agree

drawn

in opposite directions

in sign.

This will be apparent on draw-

ing four curves, one concave

upward and one concave down-

ward, above the a^axis, and two similar ones below this axis.

DIFFERENTIAL EQUATIONS.

122

[Ch. X.

Ex. Find the equation of the curve for any point of which the second
derivative of the ordinate

is

power

sum and difference

of the product of the

Inversely proportional to the semi-cubical

The

first

condition
cPy

Integrating the

is

Ifi

and

<Pg/

k^

equation,

dx
but,

?/-axis at right

expressed by either of the equations

first

and a con-

of the abscissa

determine the curve so that it will cut the


angles, and the K-axis at a distance a from the origin.

stant length a

a?-

by the second condition, ^^

y/^1.

ci;

(,2

when a = 0, and hence

ci

this

gives

Integrating,

dv

k^

dx

a2 Vk-*

a2

Vx^

a'^

c;

a,

and hence

by the third condition, y = when x


the equation of the curve reduces to
but,

the equation of an hyperbola with transverse axis equal to 2

a,

therefore

and

conju-

gate axis equal to

Had
k^x^

the second equation been taken, the equation of an

a*y^

a'^k*,

96. Mechanical and physical problems.

added
48

to the

s, V, X,

= the
cPs

ellipse,

would have been obtained.

The following can

mechanical principles and formulae given in

y, r, 0,

t,

have the same

acceleration of the

be

Art.

signification as before.

moving

particle, at

any point

in its

path,

-y = the
Cvt

component of the acceleration

parallel to the

a;-axis.

MECHANICAL AND PHYSICAL APPLICATIONS.

96.]

cPv
-j^

= the component of the


del

=
df

123

acceleration parallel to the y-axis.

[dt

the angular acceleration about a fixed point.

The

force acting

upon a

particle is equal to the product of

the mass of the particle by the acceleration of the motion


of the particle

An

due to the force.*

attracting force causes negative acceleration,

pelling force causes positive acceleration,

and a

re-

the centre of force

if

be taken as origin.
Find the distance passed over by a moving point wlien its
is directly proportional to its distance from a fixed point,
the acceleration being directed towards the point from which distance
Ex.

1.

acceleration

is

measured.

^ = -k^s.

Here
Using the method of Art.

78,

dt

dt

dfi

f^y= K'{a'^ - s^),

whence

where K^a^ conveniently represents the constant


^^

Hence

integrating,

hence

kdt

sin-' -=lct

of integration.

b;

= asva.{kt+V).

Also, s can he found directly, without finding

Chap. VI.

The equation may be


(X>2

i2)

--,

by the method

written

ds

A particular choice of units is presupposed in

this statement.

in

DIFFERENTIAL EQUATIONS.

124
hence

that

is,

[Ch. X.

= ci sin Ai + ca cos kt
= a sin (kt + 6),

as above.

Ex. 2. In the case of the simple pendulum of length I, the equation


connecting the acceleration due to gravity and the angle 6 through which
the pendulum swings

when

Determine the time of an

small.

is

Is

^ + 29 =

Since

= cx cos -v/^J +
Let
C2

= 0,

= 0a and
and hence

=
I

which

is

when

J
t

= 0;
;

oscillation.

0,

C2 sin -v/^<.

applying these
the
conditions,

Ci

= 00,

=
cos \
yi^-t; that is, t =-V- cos-i
=:0ts fins
fln

the time of swing from 0o to

It 9

0.

the time of a complfete oscillation from do to

0o

= 0o,

= ir-v/i;

and back again

is

Jience
ir

-v
' fi

EXAMPLES ON CHAPTER
Determine the curve in which the curvature

1.

X.
is

constant and equal

to k.

Determine the curve whose radius of curvature


2.
normal and in the opposite direction.

is

equal to the

3. Determine the curve whose radius of curvature


normal and in the same direction.

is

equal to the

4. Determine the curve whose radius of curvature


normal and in the opposite direction.
5.

and
6.

Find the curve whose radius


in the

same

is

equal to twice the

of curvature is double the normal

direction.

Determine the curve whose radius of curvature varies as the cube

of the normal.

EXAMPLES.

96.]

Find the curve whose radius

7.

125

of curvature varies inversely as the

abscissa.

by a moving particle when its


from a fixed point,
the acceleration being directed away from the point from which distance
rind

8.

tlie

acceleration

is

is

distance passed over

directly proportional to its distance

measured.

Find the distance passed over by a

9.

particle

whose acceleration

is

constant and equal to a, vo being the initial velocity, and so the initial
distance of the particle from the point whence distance is measured.

Find the distance passed over by a

10.
is

particle

when

inversely proportional to the square of the distance

Find the distance passed over by a body

11.

ing that the resistance of the air

is

the acceleration

from a fixed

falling

from

point.

assum-

rest,

proportional to the square of the

velocity.
12. The acceleration of a moving particle being proportional to the
cube of the velocity and negative, find the distance passed over in time t,
the initial velocity being vq, and the distance being measured from the

position of the particle at the time

The

0.

between the small horizontal defl.ection


magnet under the action of the earth's magnetic field is
13.

relation

A
where

+MIe =

the moment of inertia of


moment of the magnet, and

is

magnetic

intensity of the field

due to the

9 of

a bar

0,

the magnet about the axis, M the


H the horizontal component of the

earth.

Find the time

of a complete

vibration.
14.

and a

In the case of a stretched elastic string, which has one end fixed
particle of mass
attached to the other end, the equation of

motion

where

is

is

the natural length of the string,

a weight mg. Find


the time { = 0.
15.

particle

and

moves

v,

in a straight line

tion varying inversely as the (f)th

velocity acquired

the centre

from

is

rest at

by

falling

and

e its

elongation due to

determining the constants so that

power

from an

so at

under the action of an attracof the distance.

infinite distance to

Show

that the

a distance a from

equal to the velocity which would be acquired in moving

a distance a to a distance

DIFFERENTIAL EQUATIONS.

126

[Ch. X.

'

16. A particle moves in a straight line from rest at a distance a


towards a centre of attraction, the attraction varying inversely as the
cube of the distance. Find the whole time of motion.
17.

The

induction,

differential equation for a circuit containing resistance, self-

and capacity,

in terms of the current

Ldt

dp

/(J) being the electromotive force.


18.

The

LG~ L^

differential equation for the

Ldt

dt^

19.

above

i.

terms of the

circuit in

is

LC

U^''

q.

^ + ^^+-^=0
when iJ20=
Ldt LC

Solve

is

^'^'

Find the current

charge of electricity in the condenser

Find the charge

and the time,

4 i.

d2

20.

Solve

"^*

di

I
1-

dt

= 0,

the differential equation


which means that
^

the self-induction and capacity in a circuit neutralize each other.

mine the constants


i

when

in such' a

way

that

is

the

maximum

0.

(The given equation, on

differentiation, reduces to

When

the galvanometer

is

= 0.)

--\

dt"

21.

Deter-

current, and

damped, the equation

juO
of

motion may

be written

dP

dt

'

being the deflection of the needle from the position from which angles
are measured, when in its position of equilibrium, the factor k depending
a.

on the damping, and w^ on the restoring couple.

Find the position

of the

needle at any instant.

(Emtage, Electricity and Magnetism, pp. 179,

180.)

* 22. Find the equation of the elastic curve for a cantilever beam of
at the free end, the
uniform cross-section and length I, with a load

differential equation

being

where / is the moment of

inertia of the cross-section with respect to the

* Merriman, Mechanics of Materials, pp. 72,

73.

EXAMPLES.

96.]

neutral axis, and

being along

=
S
dx

is

the coefficient of elasticity of the material of the

(The origin being taken

beam.

its

when x

127

at the free

end of the beam, the

a;-axis

horizontal projection, and the t/-axis being the vertical,

l,

and w

when

a;

= 0.

These conditions are

suffi-

oient to determine the constants.)

* 23. Find the elastic curve


over the

beam described

in

when

equation being

^^d^^
t 24.

Find the

is

is

uniformly distributed

per linear unit, the differential

T-

elastic curve for the

horizontal tensile force

the load

Ex. 22, say

beam

considered in Ex. 23,

when a

applied at the free end, the differential equa-

tion being

* Merriman, Mechanics of Materials, pp. 72, 73.


t Merriman and Woodward, Higher Mathematics, Prob. 106,

p. 153.

128

DIFFERENTIAL EQUATIONS.

CHAPTER

[Ch. XI.

XI.

ORDINARY DIFFERENTIAL EQUATIONS "WITH

MORE THAN TWO VARIABLES.


So far equations containing two variables have been conIt is now necessary to treat a few forms containing
more than two variables. Such equations are either ordinary
OT partial, the former having only one independent variable,
and the latter more than one. In this chapter ordinary differential equations will be discussed.
97.

sidered.

Simultaneous differential equations which are linear. First


be considered the case in which there is a set of relations
consisting of as many simultaneous equations as there are
dependent variables; moreover, all the equations are to be
98.

will

linear.

By following a method somewhat analogous to that

employed

in solving sets of simultaneous algebraic equations that involve

several unknowns, the dependent variables corresponding to the


unknowns, there is obtained, by a process of elimination, an

equation that involves only one dependent variable with the


independent variable and from this newly formed equation an
;

between these two variables may be derived.


Then a relation between a second dependent variable and the
independent variable can be deduced, either (1) by the method
of elimination and integration employed in the case of the first
variable; or (2) by substituting the value already found for
the first variable, in one of the equations involving only the
first and second dependent variables and the independent
integral relation

variable.

The complete

solution consists of as

many

indepen-

SIMULTANEOUS LINEAR EQUATIONS.

97,98.]

129

dent relations between the variables as there are dependent


variables.

The following example


Ex.

1.

make

will

the process clear

Solve the simultaneous equations,

^ ^

"

dt

clt

^ + 5x +

(2)

32/

= 0.

Diflerentiation of (2) gives

^+5^+3^
=
^ dt
dt

(3)
^ ^

0.

a{2

These three equations suf&oe for the elimination of x and


elimination

by

2,

is

by multiplying the first equation by


and adding the result is

effected

the third by

1,

5,

this

the second

Solving (4),

and substituting

= A cos t

-\-

Bsint;

this value of y in (2),

^=_M^cos+A^l^sin.
5

By

using the symbol D, which was employed in Chap. VI., the elimina-

tion can be effected

more

easily.

On

substituting

for

the given

equations become
(i)

Eliminating x as

if

+ 2)x + (I> + l)2/ = 0,


5x+(i> + 3)^ = 0.

D were an algebraic multiplier,


(i)2

which

is

If y

i)y

= 0,

equation (4); the remainder of the work

had been eliminated instead

whence

as above.

of x, the resulting equation

have been
(Z)2

is

l)x

= A' co&t+

B' sin

would

diffebBjsttial equations.

130
substitution of

tliis

[Ch. XI.

value in
(5)

dx
= 0,
^-Sx-2y
at

which

is

(1)

minus

(2), gives

SB'

A'

sin

^'

cos t.

is made in (5), because it is easier to derive the value of y


than from (1) or (2).
The second form of solution comes from the first on substituting A'

Substitution

from
for

it

the coefficients in the first value of


B' for ^^ ~ ^
5
5
In general the constants are arbitrary in the value of only one of the

- h^L+Ji and
'

X.

dependent variables.

Ex.

2.

Solve

dx

7a;+

2/

dt

^-2a;-52/ =
dt

Ex.3. Solve

-\-2x~Sy =

dt

dy

+ 2y =

3x

e^

dt

Ex.4. Solve4^
dt

+ 9^+44x +

49j/

dt

3^ + T^+3ix + 3Sy" =
dt

Ex.6. Solve

e'

dt

^-3x-4j/ =
dt''

11+ x+

99. Simultaneous equations of the

equations of the

first

derivatives can sometimes be solved

which

is

first order.

order and of the

first

Simultaneous
degree in the

by the following method,


shown in the last article.

generally shorter than that

Equations involving only three variables will be considered;


the method, however, is general, and can be applied to equations having any number of variables.

EQUATIONS OF FIRST ORDER AND DEGREE.

99.]

The general type


first

131

of a set of simultaneous equations of the

order between three variables

is

'-

ci-i

<?

-'^

5-,.

where the coefficients are functions of x, y, z.


These equations can be expressed in the form

dx _dy _ dz
'p~'q~E'

(2)

where P, Q, R, are functions of x,y,z;

for,

independent variable and solving equations

on taking

z as the

and
dz
dz

(1) for

dx_Q iB,-QiBi dy_ B,P^-P,R,


~P,Q,-P,Q,' dz

dz

dx

whence
Q,B,

which

is

dy

=
Q,Bi

AQ2-AQ1'

B1P2

- B,P,

dz

- P,Q,'

P,Q,

the form (2) above.

In what follows, equations

(2) will

a set of simultaneous equations of the

be taken as the type of


first order.

from two members of (2),


obvious.
For example, suppose

If one of the variables be absent

the method of procedure


that z

absent from

is

is

P and

then the solution of

dx _ dy

P~~Q
gives a relation between x

complete solution.

and

y,

which

This equation

is

may

one equation of the

enable us to eliminate

X 01 y from one of the other equations in (2), and then another


integral relation may be found; this will be the second equation of the solution.

by a well-known principle of

Since,

tions

-K
Q

-^,

are also equal to

algebra, the equal frac-

DIFFERENTIAL EQUATIONS.

132

+ mdy +ndz
IP+mQ + nM

ldx

[Ch. XI.

+ m'dy + n'dz

I'dx

VP + m'Q + n'R'

'

''

the system of equations

dx_dy_dz_ Idx + mdy + ndz _ I'dx + m'dy + n'dz


P~ Q~ B~ IP + mQ + nB ~ I'P+m'Q + n'B'
are all satisfied by the same relations between

x,

,,

^^
that

y, z,

satisfy (2).
It
I',

may be

m',

possible

n', etc.,

by a proper choice of multipliers, I, m, n,


which are easily solved, and

to obtain equations

whose solutions are the solutions


may be found such that

In particular,

of (2).

I,

m,

n,

lP+mQ + nE = 0,

(4)

+ ndz = 0.

(5)

and consequently

ldx-\-mdy
If Idx

is

+ mdy + ndz

be an exact differential, say du, then

one equation of the complete solution.


If V, m',

I'dx

-\-

m'dy

n',

can be chosen so that VP-\- m'Q


the same time an exact

+ n'dz is at

+ n'B = 0,

and

differential, dv,

then, since do is also equal to zero,

=h

the second equation of the complete solution.


ponent solutions must be independent.

is

Ex.

The equation formed by

the last

two

fractions reduces to

^ = ^,
z

which has
Using

= X- = -

Solve the simultaneous equations

1.

The two com-

^^. ^^.^-

for its solution

X, y, z,

as multipliers like

I,

dx
x^

y^

az.

m,

n, above,

_ xdx + ydy + zdz


_
- z^~ 2xy~ 2xz'~ x(x:' + y^ + z^)
dy

dz

INTEGRALS OF SIMULTANEOUS EQUATIONS.

lOO.]

The equation formed by the


x^

The complete

Ex.2. Solve

By

dx

mz

The

s^

^-^=-,

nx
I,

ldx

m,

ly

Iz

n,

its

solution

bz.

two independent

solutions.

dz

dy

=
ny

mx

one gets the equal fraction

+ mdy + ndz

Idx

whence

y''

solution consists of these

using the multipliers

therefore

two fractions has for

last

133

=
Ix + my + nz =

jndy

ndz

Ci.

multipliers x, y, z, used in a similar manner, give

xdx + ydy
whence

x^

+
j/2

zdz

z^

= 0,
= k^.

These two integrals form the complete integral of the set of equations.
Ex.

DIFFERENTIAL EQUATIONS.

134

[Ch. XI.

p|^+Qjf + ij|f = 0.
dy

9a;

Hence,

(1)

dz

=a

be one of the integral equations of the systhen u = a also satisfies (1).


Conversely, if m = a be an integral of (1), it is also an- inte-

tem

if

(2) Art. 99,

gral of the system (2) Art. 99.

dx

For, since the denominator of

dx-\

dz

dy-\

By

dz

P^-i_ O^-i- Tf'

is

formed by means of -^

dx dy dz
,

is

thus

0,

dz

dz
= (in^ =

di*

which
,

dy

5a;

and the multipliers

the numerator also must equal zero.

But the numerator

is the total differential of u, and hence


an integral of the system (2).
Therefore, in order that u = a may be an integral of (1), it
is necessary and sufficient that m = a be an integral of the
system (2) Art. 99, and conversely.
Moreover, any function whatever of the u and the v of Art.
ii

=a

99

is

is

also a solution of (1)

^ (u,
which

is

v)

(l>

for example,

(a, b)

or

c,

<^ {u,

v)

= 0,

c can fee involved in the


This can be verified directly. Hence, if

equally general, since

trary function.

= a,

arbi-

= b,

be independent integrals of the system (2) Art. 99,


fj>(u,v)
is

the general expression for the integrals of these equations.

The

arbitrary functional relation

in the

form u =f(v).

101. Geometrical meaning


of the first order

may

just as well be written

This d eduction will be used in Art.

and the

of

first

115.

simultaneous differential equations


degree involving three variables.

GEOMETRICAL MEANING.

101.]

Equations

135

Art. 99 will determine, for each point

(1) or (2)

d%

and ~
d\i

definite values of

(x, y, z),

that

is,

these differential

equations determine a particular direction at each point in


space.

Therefore,

if

a point moves, so that at any

co-ordinates of its position

moment

and the direction cosines of

the

its line

of motion (these cosines being proportional to dx, dy, dz,

and

hence to P, Q, R, by (2) Art. 99) satisfy the differential equations, then this point must pass through each position in a

Suppose that a moving point P starts at


any point and moves in the direction determined for this point
by the differential equations to a second point at an infinitesimal distance thence, under the same conditions to a third point
will describe a
thence to a fourth point, and so on; then
curve in space, whose direction at any one of its points and the
particular direction.

co-ordinates of this point will satisfy the given differential

from another point, not on the last


through every point of
space there will thus pass a definite curve, whose equation
These curves are
satisfies the given differential equations.
the intersections of the two surfaces which are represented by
the two equation's forming the solutions for, these two equations together determine the points and the ratios of dx, dy, dz,
Moreover,
thereat which satisfy the differential equations.
the curves are doubly infinite in number; for they are the
intersections of the surfaces represented by the independent
integrals u = a, v = b, and each of these equations contains an
arbitrary constant which can take an infinite number of values.
equations.
curve,

it

If

start

will describe another curve

Thus, the locus of the points that satisfy the differential


equations of Ex.

1,

Art. 99,

is

the curves, doubly infinite in

number, which are the intersections of the system of planes


whose equation is
y

= az,

with the system of spheres whose equation


.

a;^

2/'

+ 2^ = bz;

is

BIFFEBENTIAL EQUATIONS.

136

and the locus

[Ch. XI.

of the points that satisfy the equations of Ex.

which are the intersections of

Art. 99, is the curves

all

2,

the

planes represented by

+ my + n =

Ix
c

having an

infinite

number
?

k having an

infinite

102. Single

has an integral
there

of values.
that

equations

are

integrable.

Con-

The equation

Qdy
u

+ Edz =

(1)

= a,

(2)

a function u whose total differential du

is

equal

member

of (1), or to that member multiplied by a


If (1) have an integral (2), then, since

to the first
factor.

is

+y^ + z' = k%

differential

Pdx

when

of values, with all the spheres

number

dition of integrability.

c,

du =

dx + dy + --dz,
ax
ay
dz

P, Q, B, must be proportional to
^ ^
dx dy dz
,

that

is,'

du

These three conditions can be reduced to one involving the


R, and their derivatives. On differentiating
the first of these three equations with respect to y and z, the
second with respect to z and x, and the third with respect to
X and y, there results,
coefficients P, Q,

102, 103.]

8IN0LE INTEGSABLE EQUATION.

137

8\
dxdy

dy

6y

dx

ax

dydz

dy

^ 8y

dzdx

dz

dz

d^u

dx

5a;

whence, on rearranging, comes

fdP

3Q
oa;

fla;

dy

dy

- i?K>^_0^
=
Q
dy

dz

dP = p^f^_ii,dfi
fdR
:ifl_:ii_]
dx

dz

On

multiplying the

first of

the last three equations by E, the

second by P, the third by Q, and adding, there

is

obtained,

<f-i^)-(f-f)-Kf-f)-'
the relation that

when

it

must

has an integral

Conversely,

an integral;*

when

exist

between the

(3)

coefficients of (1)

(2).

relation (3) is satisfied, equation (1) has

and hence

(3) is

the necessary and sufficient

It is called the condition or


condition that (1) be integrable.
the
single
differential equation (1)
criterion of integrability of
;

and

is

easily

remembered, for P, Q, B,

x, y, z,

appear in

it

in a

regular cyclical order.

103. Method of finding the solution of the single integrable


Suppose that the condition for the integrability of

equation.

Pdx + Qdy + Rdz


*

For proof

of this, see

=
Note H.

(1)

DIFFERENTIAL EQUATIONS.

138
is

[Ch. XI.

a method has now to be devised for finding its


Pdx can only come from the terms of the integral

satisfied;

solution.

x, Qdy from the terms that contain y, and Bdz


from the terms that contain z. Hence the integral of (1) is
found in the following way
Consider any one of the variables, say z, as constant, that is,
take dz = 0, and integrate the equation

that contain

Pdx + Qdy =
Put the arbitrary constant
in the integral of (2) equal to
is

0.

(2)

must appear
an arbitrary function of z. This

of integration that

allowable because the arbitrary constant in the integral of

a constant only with respect to x and

(2) is

y.

On

tiating the integral just found, with respect to x, y,

comparing the result with

(1), it will

differen-

and

z,

and

be possible to determine

the constant appearing in the integral of (2) as a particular


function of z.

Equations which are homogeneoi


Art. 9 in

x, y,

are always integrable.

ing these equations


for

is

the substituti

in

x, y, z, like

The
i

those in

initial step in solv-

of zu for

x,

and of

zv

y*

Note. That an equation of the

fori

+ Bdz +

Tdti

Pdx + Qdy

involving more than three variables,

= 0,

may have an

integral,

condition (3) Art. 102 must hold for the coefficients of all the
terms taken by threes. All the conditions thus formed are,

however, not independent, f


Ex.

1.

Solve {y

z)dx

+ {z + x)dy + (jc-\- y)dz =

Here, the condition of integrability

is

0.

satisfied.

* See Johnson, Differential Equations, Art. 250.


See Johnson, Differential Equations, Arts. 252-254 Forsyth, DifferFor a complete proof of these proposiential Equations^ Arts. 163, 104.
t

tions, see Forsyth,

Theory of Differential Equations, Part

I.,

pp. 4-12.

EXAMPLES.

103.]

Suppose that 2

(2/

and

this

= 0,

a constant, then dz

is

139
and the equation becomes

+ z)dx+{z+ x)dy =

on integration yields
(2/

2)(gH-X)

= ^=0(2).

Differentiation with respect to x, y, z, gives

(2/

+ (2 +

z)dz

x)dy

+ (x +

+ 2zdz -^dz = 0.

y)dz

dz

Comparison with the given equation shows that

2zdz-d(t>
whence

<p(z)

Therefore,
or,

{y

reducing, xy

+ yz +

zx

= 2^ +

+ zXz +
=

c^ is

= 0;

x)

c^.

= z^ +

c^

a solution of the given equation.

This example can be solved more easily by rearranging the terms in


the following way
:

xdy
where the integral

+ ydx + ydz +

+ zdx + xdz = 0,

seen at a glance to be

is

xy
It is

zdy

yz

zx

well to try to obtain the integral

c^.

by rearranging the terms, before

having recourse to the regular method.

Ex.2. Solve =^^^tty^yl^ + E^!!l=^l^


(afi+y^+z^)i
x'^ + z'^
Here there

is

+ 3ax^dx + '2bydy+cdz=0.

no need to apply the condition

several parts are obviously exact differentials

of integrability, for the

the integral

is

seen to be
Va;2

w'^

Ex.

3.

Solve (y

Ex.

4.

Solve zydx

Ex.

5.

Solve (2x'^

Ex.

6.

Solve

+ 2^ +

z)dx

tan-i -

dy

ax'

hy^

oz

h.

= 0.

dz

= zxdy + y^dz.
+ 2xy + 2 xz^ +

(f + yz)dx + {xz +

l)dx

z^)dy

dy

+ (y^

+ 2zdz = 0.
- xy)dz - 0.

immediately

DIFFERENTIAL EQUATIONS.

140

104. Geometrical meaning

which

the single differential

of

equation

Suppose that the equation

is integrable.

Pdx + Qdy
satisfies

[Ch. XI.

+ Rdz =

(1)

the condition of integrability, and that

F{x,

y, z)

solution

its

=a

is

(2)

Equation (2) represents a single infinity of surfaces, there


being one arbitrary constant. This constant can be determined
so that (2) will represent the surface which passes through any
given point of space. If a point is moving upon this surface in
any direction, the co-ordinates of its position and the direction
cosines of its path at any moment, which are proportional to
dx, dy, dz, satisfy (1), since (2) is the integral of (1).

Also for

number

of values

each point
of

dz

(x, y, z)

there will be an infinite

and -^ which

moving

will satisfy (1)

therefore, a point that

is

dz
in such a

way

that

its

co-ordinates and the direction

cosines of its path always satisfy (1) can pass through any
point in an infinity of directions.
But, when passing through

any point, it must remain on the particular surface represented


by the integral (2) which passes through the point hence all
the possible curves, infinite in number, which it can describe
throtigh that point must lie on that surface.
It has been shown in Art. 101 that a point which is moving
subject to the restrictions imposed by the two equations (1)
Art. 99 can describe only one curve through any one point;
on the other hand, a point that is moving subject to the restric;

tion of a single integrable equation can describe an infinity of

curves through that point;

all

the latter curves, however,

upon the same surface.


For example, a point passing through the point (1, 2, 3)
a direction as to satisfy the equations of Ex.

move along the

1,

lie

in such

Art. 99, must

intersection of the plane having the equation

3y

= 2z

and the sphere whose equation

is

QEOMETBICAL MEANING.

104, 105.]

3(a^

A point

moving so

141

+ 2') = 142.

2/'

as to satisfy the equation of Ex. 1, Art.

103, can pass through (1, 2, 3) in an infinity of directions,

but

all

these possible paths

upon the surface having the

lie

equation

xy

+ Rdz =

Pdx + Qdy

105. The locus of


locus of

+ yz + zx= 11.

p = -J -
B

is

orthogonal to the

The equation
^

Pdx

Qdy

Bdz

(1)

means, geometrically, that a straight line whose direction cosines are proportional to dx, dy, dz, is perpendicular to a line
whose direction cosines are proportional to P, Q, R* There-^
fore,

by

a point that

(1)

must go

is

moving subject

to the condition expressed

in a direction at right angles to a line

whose

direction cosines are proportional to P, Q, B.

On

the other hand, the equations

dx _ dy

_ dz

,,

T-'Q-B

^^^

mean, geometrically, that a straight line whose direction cosines are proportional to dx, dy, dz, is parallel to a line

whose

direction cosines are proportional to P, Q, R.


Therefore, a
point that is moving subject to the conditions expressed by
(2)

must go

in a direction parallel to a line

cosines are proportional to P,

traced out
(1) are

are

Q, R.

whose direction

Therefore, the curves

by points that are moving subject

to the condition

orthogonal to the curves traced out by points that

moving subject

to the conditions (2).

The former curves

are any of the curves

upon the surfaces represented by (1)


therefore the curves represented by (2) are normal to the
surfaces represented by (1).
If (1) be not integrable, there
* C. Smith, Solid Geometry, Art. 24.

DIFFEBENTIAL EQUATIONS.

142

no family of surfaces which

is

is

that form the locus of equations

The

[Ch. XI.

orthogonal to

all

the lines

(2).

principle deduced in this article will be employed in

Art. 118 of the next chapter.

106. The single differential equation which

When

Pdx + Qdy
there
f(x,

is

y, z)

If,

is

non-integrable.

the condition of integrability is'not satisfied for

+ Bdz = 0,

no single relation between

c,

that will satisfy

x,

(1)

y, z,

as, for

example,

(1).

however, there be assumed some integral relation,

^{x,y,z)

which on differentiation gives the

= a,

(2)

differential relation

^dx + ^dy + ^dz = Q,


dy

dx

(3)

dz

two integral relations can be found which together


and (3), this being the case discussed in Art. 99. Of

satisfy (1)

course, (2)

one of these relations.

is

F(x, y,z)

Suppose that

=h

(4)

a relation which with (2) forms the complete solution of

is

equations (1) and (3). In Art. 101 it was shown that the
locus of the complete solution of (1) and (3) consists of the
curves of intersection of (2) and (4) hence, geometrically, this
;

solution of (1) amounts to finding the curves satisfying (1) that


lie

on the surfaces represented by

(2).

Ex. The equation


(1)
is

xdx

+ ydy+ey\l~'^-fdz = Q

one for which the condition of integrability

that the relation


(2)

^ ^

be assumed.

^%^ + ?! =
a"^

V^

d^

is

not

satisfied.

Suppose

EXAMPLES.

106.]

In virtue of (2), (1)

whence

may be

143

wrilten in the form

(3)

xdx

ydij-\-zdz

(4)

x^

y''

z^

Q;

= c^.

Had a relation other than


(2) with (4) gives a solution of (1).
been assumed, a co-relation other than (4) would have been obtained.

Thus
(2)

The geometric interpretation is, that the lines upon tlie ellipsoid represented by (2) which satisfy (1), have been determined; and have been
found to be the intersections of the family of spheres whose equation is
(4) with that ellipsoid.

EXAMPLES ON CHAPTER
1.

^ + 2^-2x + 2y = Se'

2^-^dx^
dx

3.

dt

dt

2.

dx

dt

4^-|-9^-|-2x +
dt

3l2/

^+2x + 5y =

7.

8.

9.

e'.

dt

dt

tdx=(t-2x)dt
tdy={ix

6.

dx

dt

S^+T^y + x + 24:y = 3.
5.

= 2a;

^+ix + Sy =

4.

e'

dt

dt

4?/

2^ + 4^-Sz = 0.

3^ + ^^V-+2x + y = 4:e^.
dt

XI.

+ 2x- t)dt.
- z-dz^ + 2xydxdy = 0.

-{-ty

+ yHy^
y^ y''z)dx

x\lx^

xH x^)dy + (xy'' + xh))dz 0.


(2^2 + j/z + z'')dx + {x? + XZ + z^)dy + (a;^ + xy + y^)dz = 0.
(yz + xyz)dx + {zx -f xyz)dy + (xy + xyz)dz = 0.
(x^y

z)dx

-f-

{xy''-

+ z(u x)dy + y(x

u)dz

10.

z{y

11.

(2x

12.

zdz

+ (x-a)dx = {K' -z^-(x-

13.

+ ix +
^f
dt^

y''

2xz)dx

y(y

z)du

+ 2xydy + xHz = du.

te^

= cos^t.
^+y~2x
^
dt^

a)^}^ dy.

14.

^ + m^ =

{)

dt'

^-m^x = 0.
dt"

= 0.

DIFFERENTIAL EQUATIONS.

144

'

dt

dt

Y = a'x + b'y + c'z + d'


2 = a"x + hi'y + c"z + rf".

~ = mx-ly.
Show

that the integrals of the system

^-

= ax+'hy +

c,

dt

^=a'x +

b'y

c',

dl

(a

mia') (x

mij/)

+c+

rUiC'

^ieC<'+">i')<,

(a

mza') (x

miy)

m^c'

A2e'-'+'^'"i'

b')m

are

where mi,

X=ax + by + cz + d

^=lz-nx

17.

[Ch. XI.

toj,

are the roots of

a'm^

and obtain a similar solution

(a

-6=0;

for the system

+ by,
^=ax
dt^

'^ = a'x +

b-y.

at'

(Johnson, Dig. Eq., Ex.


18.

Find the equation

of the path described

by a

16, p. 269.)

particle subject only

to the action of gravity, after being projected with an initial velocity in

a direction inclined at an angle


19.

air

Determine the path of a

when

velocity
20.

is

the retardation
v^ in

is c

to the horizon.
projectile in a resisting

medium such

times the velocity, given that the

a direction inclined at an angle

F'nd the path described by a

4>

particle acted

as

initial

to the horizon.

upon by a central

force,

the force being directly proportional to the distance of the particle.


21.

The two fundamental equations

of the simple analytical theory

of the transformer are

iJiii

where

ii,

I'a,

+ ii^+ilff =
dt

dt

dt

dt

i,

denote the currents, Mi, R2, the resistances, Li, Li, the
primary and secondary currents re-

coefficients of self-induction of the

spectively, ei

the impressed primary electromotive force,

mutual induction.

and

the

EXAMPLES.

106.]

Show

e, ii, i^, and t being variable, the differential equations


and secondary currents respectively are,

that,

the primary

(iii2

-M-^)^ + (L1B2 +

L2B1)

dfi

dt

The Principles of

The general equations

of a transformer

cit

dt

(Bedell,

the Transformer, Chap. VI.)

for electromotive forces

with capacities

Ci

and

ca

iii

the two circuits

being

dt

ci

at

'

oJ

i2dt

Ca

where e, ii, h, t, are variable, show that the


primary and secondary currents are
(iii2

for

^ + BiB^h = B,e, + ij^,


ox

at''

22.

145

dt

dt

differential equations for the

-M-')^ + (BrL, + B,LO ^+(1^+^+ B,B,)^


dt*

dt^

\ C2

ci

/ dt^

"it).

\C2

(Lii2

M-^)

ci j at

C1C2

^ + iB,U +

B,L,)

C2

^+
dt^

dt*

(Ll

+ ^+

\ C2

ci

^i-R^VIi
/ dt^

+ (^ + ^]^ + J-ir, = -Mf'"{t-).


\ Cj

Ci / df

(Bedell,

C1C2

The Principles of

the Transformer, Chap. XI.)

DIFFERENTIAL EQUATIONS.

146

CHAPTER

[Ca. XII,

XII.

PARTIAL DIFFERENTIAL EQUATIONS.


Partial

107. Definitions.

which contain one


fore,

or

more

differential

equations are those

partial derivatives,

and must,

there-

be concerned -with at least two independent variables.*

The

derivation of partial differential equations will be

cussed in Arts. 108, 109

equations of the

first

dis-

order will be

considered in Arts. 110-123; and those of the second and


higher orders in the remaining part of the chapter. These
equations, excepting the ones treated in Arts. 117, 134-136,

In what follows, x and y


will usually be taken as the independent variables, and z as
will involve only three variables.

dependent; the partial differential

p and

denoted by

108. Derivation of a partial


nation

of

will be

differential equation

Partial

constants.

differential

by the

elimi-

equations can be

(a) by the elimination of arbitrary confrom a relation between x, y, z, and (6) by the elimination

derived in two ways


stants

coefficients

q respectively.

of arbitrary functions of these variables.

{x, y, z, a, 6)

To

illustrate (a) take


(1)

a relation between x, y, z, the latter variable being dependent


upon x and y. In order to eliminate the two constants a, 6,
* Equations with partial derivatives were at first studied by D' Alembert
and Euler (see p. 64), in connection witli problems of

(sea p. 173),

physics.

DURIVATION.

107,108.]

147

two more eqiiations are required. These equations can be


obtained from (1) by differentiation with respect to x and y
they will be

By means

dy

dz

6a;

of these three equations,

dz

a and b can be eliminated,


form

and there will appear a relation of the

F(x,yhP,q)=0,

(2)

a partial diiferential equation of the first order.

In
the

(1)

number

the

number

of constants eliminated is just equal to

of independent variables,

and an equation

of the

number of constants to be eliminated


is greater than the number of independent variables, equations
of the second and higher orders will, in general, be derived.
The following examples will illustrate this. In these exam-

first

order arises.

ples, z is to

Ex.

1.

If the

be taken as the dependent variable.

rorm a

partial differential equation

by the elimination of the

constants h and k from

(x

- hy +{y- ky + z^ =

Differentiating with respect to x

o\

y,

+ zp = 0,
y -k + zq = 0.
h, y k from the
x

Substituting the values ol x

and

'

last

two equations

the

given equation,

a2(p2

g2 4. 1) :=

Ex.

2.

Form

Ex.

3.

Eliminate a and 6 from z

Ex.

4.

Eliminate a and h from

c2.

the partial differential equation corresponding to


z

az

Ex.

Eliminate a and b from

Ex.

6.

Form

+ hy + ab.
= a{x + 2/) + 6z = ax \- a'^y^ + b.
z =(x + a)(y + b).

a partial differential equation by eliminating


T.2

5_

yi

g2

+ lL + , =

l.

a, b, c

from

DIFFERENTIAL EQUATIONS.

148

109. Derivation

of

[Ch. XII,

a partial differential equation by the elimina-

tion of an arbitrary function.

To

illustrate (b) of Art. 108, sup-

pose that u and v are functions of

x, y, z,

and that there

is

between u and v of the form

relation

<i,{u,v)=(i,

(1)

where
is arbitrary.
The relation may also be expressed in
the form u =f(v), where / is arbitrary. It is now to be shown,
that, on the elimination of the arbitrary function <^ from
(1),
a partial differential equation will be formed and, moreover,
<f>

that this equation will be linear, that

degree in

p and

is, it

will be of the

first

q.

Differentiation of (1) with respect to each of the independent

variables x and y gives

f:(l;+-l)+s*(l+-lf)-'''

l*(g+'l)+l*(|+'l;)=Elimination of -5, -^, from these two equations results in


au av

and

this

can be rearranged in the form

Pp+Q.q = E,
p^dudv_dudv

where

dy dz

Q_

flw

dz By

_ 9m

dz dx
j^

Thus, from

(1),

contain

<j}

and

dv

dx dz'

_dudv^_Su
dx dy

tial differential

(2)

dv

dy dx

which involves an arbitrary function <^, a parequation (2) has been obtained, which does not

is

linear in

p and

q.

109,110.]

INTEGRALS OF NON-LINEAE EQUATIONS. 149

AVhen the given relation between

x, y, z

contains two arbi-

trary functions, the partial differential equation derived there-

from will, except in particular cases, involve partial derivatives


of an order higher than the second.*
Ex.

1.

= e"l'0(a; y}.

p = e"i(t>'{x y).
q = ne'^y<t>{x y)e''y<p'(x
q =inz p,

Eliminate the arbitrary function from z

Differentiating with respect to a,


Differentiating with respect to y,

and, therefore,

that

is,

Ex.

2.

Form

trary function

-f

2"=

y);

nz.

a partial differential equation by eliminating the arbi-

from z

FQifi

y^).

+ my +

Ex.

3.

Eliminate the function

Ex.

4.

Eliminate the function / from z

Ex.

5.

Eliminate the arbitrary functions / and


z

=f(x +

from

Ix

ay)+<j>{x

y'^

nz

2/( -

<l>{x'^ -\-

-)-

log j/

y^

+ z"^).

from

ay).

Partial Diffekential Equations of the First Order.


110. The integrals of the non-linear equation: the complete

In Art. 108

and particular integrals.

it

was shown how the

partial differential equation

F(x,y,z,p,q)

(1)

= 0.

(2)

may be derived from


^ (,

y, 2, a, b)

Suppose, now, that (2) has been derived from (1), by one of
the methods hereafter shown then the solution (2), which has
;

as
is

many

arbitrary constants as there are independent variables,

called the complete integral of (1).

A particular integral
values to a and b in
* See Edwards,

of (1)

Differential

Calculus,

Differential Calculus, Arts. 315-319

Arts. 299-301.

obtained by giving particular

is

(2).

Arts.

509-514

Williamson,

Johnson, Differential Equations,

DIFFERENTIAL EQUATIONS.

150

[Ch. XII.

The locus of all the points


111. The singular integral.
whose co-ordinates with the corresponding values of p and q
satisfy (1) Art. 110,

represented by

is

the doubly infinite system of surfaces

The system

(2).

there are two constants, a and

number

infinite

of values.

by

faces represented
its

doubly

is

infinite,

because

each of which can take an


Since the envelope of all the surb,

<^ (x, y, z, a,

6)

is

touched at each of

points by some one of these surfaces, the co-ordinates of

any point on the envelope with the p and the q belonging to


the envelope at that point must satisfy (1) and, therefore,
the equation of the envelope is an integral of (1). The equation of the envelope of the surfaces represented by (2) is
;

obtained in the following

Eliminate a and

way

*
:

between the three equations,

^ (,

y, z, a, h)

= 0,

da
db

and the

relation thus found between x,

This relation

the envelope.
differs

'

is

from a particular integral in that

the complete integral


plete integral

(Compare Arts.

that

is, it is

it is

it

not contained in

not obtained from the com-

by giving particular values

to the constants.

32, 33.)

112. The general integral.


of the constants
this equation

the equation of

y, z is

called the singular integral

is

Suppose that in

(2) Art. 110, one

a function of the other, say b =/(a), then

becomes
<t>{x,y,z,a,f(a))

= 0,

(1)

which represents one of the families of surfaces included


the system represented by

(2).

The equation

*T"or proof see C. Smith, Solid Geometry, Arts. 211-215;


Aldis, Solid Geometry, Chap. X.

in

of the envelope

W.

S.

TBE GENERAL INTEGRAL.

111, 112.]

of the family of surfaces represented


(1) Art. 110, for

by

161

(1) will also satisfy

reasons similar to those given in the case of

the singular integral.

Moreover, this equation will be different from that of the


all the surfaces, and it is not a particular integral.

envelope of

It is called the general integral

and

it is

found by eliminating

a between

^ (,

y, z, a,

f{a))

= 0,

^=0.

and

da
These two equations together represent a curve, namely, the
curve of intersection of two consecutive surfaces of the system

The envelope of the family of surfaces,


(x, y, e, a, f(a))
0.
being the locus of the ultimate intersections of the surfaces
belonging to the family, that

is,

of the intersections of consecu-

tive surfaces, contains this curve to


teristic

which the name characHence the general

of the envelope has been given.

integral

may

be defined as the locus of the characteristics.

Other relations

may

appear in the process of deriving the

and the general integrals from the complete integral,


but it is beyond the scope of this work to discuss such relations.
When one has performed the operations necessary to find the
singular and the general integrals, he should test his result by
trying whether it satisfies the differential equation.
(Compare
singular

Arts. 33-38.)

In the case of every equation, the general integral and the


singular integral, as well as the complete integral,

indicated or the equation

is

must be

not considered to be fully solved.

The complete integral is to be found first, and from it the other


two are to be derived.* It is evident that the locus of the
singular integral will be the envelope of the loci of all the

other integrals, of the general as well as of the complete.


* The distinction between the three kinds of integrals of partial dif-

was made by Lagrange


Academy, 1772, 1774.
ferential equations

in

Memoirs of

the Berlin

DIFFERENTIAL EQUATIONS.

152
Ex. In Ex.

1,

[Ch. XII.

Art. 108, the differential equation

2=(p2

9^

+ l)=c2

(1)

was derived from


{X

The

- ny + (2/ -ky +

= c^.

z^

(2)

which contains two arbitrary constants, is the


complete integral of the former it represents the doubly infinite system
of splieres of radius c, whose centres are in the xy plane.
latter equation,

particular integral of (1)

values in (2)

obtained by giving

is

ft

and h

particular

thug,

(a;

- 2)2 +(2/- 3)2 + s2 = c2

a particular integral.

is

The

singular integral of (1)

of these spheres

\t is

is the equation that represents the envelope


obtained by eliminating ft and k from (2) by means

of the relations derived

The

by

differentiating (2) with respect to

ft

and

k.

differentiation gives

= 0,
y-k = Q;

on substituting these values

in

ft

(2),

ft

and k are eliminated, and

there

results the equation

This

satisfies

= c.

equation (1), and, therefore,

is

represents the two planes that are touched by

by

the singular integral.

It

all

the spheres represented

is

made a

(2).

Suppose, now, that one of the constants

function of the

other, say, that

Then

h.

the centres, since their co-ordinates have that relation, are

stricted to the straight line

t/

=x

in the xy plane

and

re-

of the system of

spheres representing (2) there will be chosen a particular family, namely,


{X

The envelope
der,

it

is

ft)2

of this family

+ {yis

ft)2 -f ^2

c2.

(3)

the tubular surface, in this case a cylin-

c, when its centre moves


The equation of this envelope is a general integral
found by eliminating ft from (3) by means of the relation obtained

which

is

generated by a sphere of radius

along the line y

by

= x.

differentiating (3) with respect to

The
whence

differentiation gives

ft-l-j/

ft..

ft = J(x -f

ft

= 0,

y).

INTEGRAL OF THE LINEAR EQUATION.

113.]

153

Substituting this value of h in (3),


x2

which

is

2/^

2xs/

2 22

=2

0*2,

a general integral.

If the relation

between the constants were assumed to be


fc2

z=

4 ah,

the corresponding general integral would be the equation of the tubular


surface generated by a sphere of radius c, whose centre moves along the

parabola y^

= iax

in the xy plane.

113. The integral of the linear equation.* In Art. 109


shown that from an arbitrary functional relation
<i>{u,v)

there

is

derived,

it

=Q

by the elimination

was

(1)

of the function ^, a linear

partial differential equation

Pp+Qq = R.
Suppose that
is

(1)

(2)

has been derived from

called the general solution of (2).

(2)

Since

<^

then
is

(j>(u,

an arbitrary

more general than another solution


merely contains arbitrary constants. For instance,
Art. 109, shows that the general solution of

function, the solution (1) is


of (2) that

Ex.

2,

xq =
z = F{a? +
yp

is

2/2),

F denotes an arbitrary function. The


F may take various forms, as,
z = a{o? + yy+b{3? + y^,
z = a sin (a^ + 2/^ + h,

where
tion

arbitrary func-

etc.,

which are

all

solutions of

the differential equation, and are

included in the general solution above.

*The student

will find

Geometry, Arts. 216-226

it

W.

of great advantage to read C. Smith, Solid


S. Aldis,

Solid Geometry, Arts. 142-151, in

connection with this and following articles.

DIFFEBENTIAL EQUATIONS.

154

[Ch. XII.

114. Equation equivalent to the linear equation.


a partial differential equation which

is

linear in

Pp+Qq = B,
JP,

Q,

being functions, of

to

any relation that


X and y gives

of

is

(1)

x, y, z.

u=a

Suppose that
is

The type

p and q

satisfies (1); differentiation

fin

with respect

LAGRANGE'S SOLUTION.

114-n6.]

Hence the following

To

rule

may

155

be given

obtain an integral of the linear equation of the form

Pp+Qq=B,
find two independent integrals of

dx_dy _dz_
(3)

'p~'q~b'
let

them be m

= a and v = b;

then

<^(m, v)

where

<^ is

= 0,

an arbitrary function,

an integral of the partial

is

differential equation.

Instead of

= 0,

v)

<j)(u,

there can with equal generality be

written u =f(y), where / denotes an arbitrary function.


This is known as Lagrange's solution of the linear equa-

the

tion;*

equations

auxiliary equations

(3)

are

and the curves of intersection

Lagrange's

called

of the surfaces rep-

resented by the integrals of (3) are called Lagrangean lines.

116. Verification

Lagrange's solution

Form
y

Lagrange's

of

may

the differential equations

The

solution.

shown

also be

truth

of

in the following way.

corresponding to m

= 6, by eliminating the arbitrary constants a and b

dx + dy + dz =
ax
ay

=a

and

this gives

0,

az

T-dx + -dy-\
ax

ay

dz

= 0,

dz

* Joseph Louis Lagrange (1736-1813) was one of the greatest mathematicians that the world has ever seen.
equations,

him.

He

memoir

and the theory

He

wrote much on

of the linear partial equation

was

differential

first

given by

discussed the case of three variables and gave the solution in a

in the Berlin

Academy

of Sciences in 1772

he treated singular

memoir of 1774 and in memoirs of 1779 and 1785 he gave


a generalised method applicable to equations having any number of variasolutions in a

bles.

See footnote, page

40.

DIFFERENTIAL EQUATIONS.

156

dx

whence q^ dv

du dv

dy dz

dz dy

[Ch. XII.

dz
dy
_
~ du dv die dv _
~ du dv du dv
dz dx

dx dy

dx dz

dy dx

it was found that the equation derived from


hj eliminating
is

But, in Art. 109,


<^

{u, V)

<f>

dudv_du dv\
dy dz

/'
,

du

dv_du dv\ _dudv _ du dv

\dz dx

dz dy)

dx dz J

dx dy

dy dx

Comparison shows that these equations have the forms


dx _dy _ dz

and

Pp-\-

Ex.

1.

Solve xzp

Qq =

B,,

respectively.

= xy.

yzq

"
y

Dividing by xyz,

+ ? = -;
X

forming the auxiliary equations,

= xdy =

ydx

zdz.

Integrating the equation formed by the

first

two terms,

X
I

Also y(lx

xdy

= 2zdz

Therefore, the solution

p+

Ex.

2.

Solve

Ex.

3.

Solve (mz

Ex.

4.

Solve x^p

Ex.

5.

Solve

is z^

z^

xy =

xy = c.
<l>

l-\

oi

f I z^

xy,

= 0.

-.

ny)p + (_nx

whence

y^q

lz)q

ly

mx.

= z^.

+ xzq =

y"^.

117. The linear equation involving more than two independent


If there be n functions u-^, u^,
u, of m + 1 varia-

variables.

bles

z, ojj, Xi, , x,

being dependent and the other variables

117.]

MORE THAN TWO INDEPENDENT VARIABLES.

independent, then the arbitrary function

<^

157

can be eliminated

from
<^(Mi, Mj,

M)=0

...,

(1)

by an extension of the method used in Art. 109.


will be a linear partial differential equation of the

The

result

form

P.^ + P.^+-+PP- = B.

(2)

Moreover, on forming the differential equations corresponding to Ml


c

C2, , c,

Ci,

Mj

Cj,

by eliminating the constants

c,

and proceeding as in Art. 116, there

TrT,

will be obtained

TrR

^^^

Hence the following rule may be given


In order to deduce the general integral of the partial differential equation (2), write

down

the auxiliary equations

Mj

then

where

Ci,

M2

C2,

^(mj, u^, , m)

<j>

and

(3),

n independent integrals of this system of equations


these integrals be

find

let

= c

= 0,

denotes an arbitrary function

is

the integral of the

given equation.

Suppose that m

= c is

an integral of

(2)

then

du

equation (2) can take the equivalent form

P,|^
ox^

+ i2^ = 0.
+ A|^+-+P|^
ox^
OZ
0x2
.

(4)

DIFFERENTIAL EQUATIONS.

158
Ex.1. Solve

+ y+z)Si + (_t+x+z)^ + {t+x+y)^=x+y+z.

(t

dx

The

dx

dt

+z

dt

whence,

3(^t

+t+x

+ dy+dz _ dt dx
+ X + y + z) ~ X- t
dx

log ({

this,

+ + s)^ = log 5J

1/

t)(t

z)^

similarly,

(.y

t)(t

-}-

(z

solution

where

t)u,

{y

ci

z)'s

ca,

z)^

cs.

(z

)}

t)u,

= (i + x +

it

Solve

is

<j>{(x

2.

+x+

t)(t

a;

(x

Hence the

dz

+x+

hence,-

and

dy

+z+

Ex.

02

dy

auxiliary equations are

x-\-y

from

[Ch. XII.

j/

= 0,

+ 2)1.

x^
+ y^+z^ = xyz.
dz
dx
dy

118. Geometrical meaning of the linear partial differential


In Art. 105 it was shown that the curves whose

equation.

equations are integrals of

dx _dy._dz

/-in

^^

'p~'q~b
are at right angles to the system of surfaces

whose equation

satisfies

Pdx
Suppose that

+ Rdz = 0.
u = a, v = b

Qdy

are any pair of independent integrals of


ticular value,

a^.

The

(1).

Let a take a parby m = aj is

surface represented

by the system of surfaces whose equation is = 6,


number of curves, a curve for each one of the
number of values that b can have. Thus u = ai repre-

intersected

in an infinite
infinite

say

(2)

SPECIAL METHODS OF SOLUTION.

118,119.]

159

which passes through, or upon which lie, curves


number, that are orthogonal to the surfaces repre-

sents a locus
infinite in

sented by (2).t Therefore, since the general integral of

Pp+Qq=B

(3)

an arbitrary function of integrals of equations (1), any


of (3) passes through a system of lines that are
orthogonal to the surfaces forming the locus of (2) and hence

is

integral

by

the surfaces represented

represented by
* 119.

orthogonal to the surfaces

(3) are

(2).

Special methods of solution applicable to certain standard

There are a few standard forms to which many equations are reducible, and which can be integrated by methods
that are sometimes shorter than the general method which will
be shown in Art. 123.
These forms will now be discussed.
Standard I.
To this standard belong equations that involve
p and q only they have the form

forms.

F{p,q)=0.

A solution

of this

is

evidently
z

if

b, if

The general

c,

that

The complete

=f(a).
z

<l>

= ax + by +

a and 6 be such that F{a, 6)

equation for

(1)

ax

+ yf(a) +

integral is obtained

is,

solving the last

integral then is

c.

by putting

(2)
c

</>

(a),

where

denotes an arbitrary function, and eliminating a between


z

and

= ax + yf(a) + ^ (a),
= a;-|-2//'(a)-h^'()-

* Arts. 119-122 closely follow Forsyth, Differential Equations, Arts.


191-196.
t

When

such surfaces

exist.

See Arts. 104-106.

DIFFERENTIAL EQUATIONS.

160

[Ch. XII.
.<

The

singular integral

obtained by eliminating a and

is

c be-

tween the complete integral (2) and the equations formed


differentiating (2) with respect to a and c that is, between

by-

= ax + yf{a) +
= x + yf{a),
= 1;

the last equation shows that there


Ex.

1.

The

solution is z

Solve

(1)

p^^

ax

-\-

q'^

hy

= mK
+ c, if

Therefore, the complete solution


(2)

To

ax

ax

differentiate with respect to

developable surface

6^

a^

Vm^

Vm'^

integral.

rrfl.

a:^y

c.

=f(a);

a^ y

"

V ?)i^

of these

is

no singular

+ /(a)

a,

= x-

and eliminate a by means

is

is

find the general integral, put c

then

\-

c,

+ /();

y
a^

two equations.

the envelope of a plane whose equation con-

tains only one variable parameter.*

Therefore, the general integral

this case represents a developable surface.

In particular,

if

chosen equal to zero, then the result obtained by eliminating a


^2

(3)

The complete

= m\x^

-t-

in

c or /(a) be
is

2/2).

integral (2) represents a doubly infinite system of planes

the particular integral obtained by putting

equal to zero represents a

singly infinite system of planes passing through the origin


eral integral (3) represents the cone

which

is

and the

gen-

the envelope of the latter

system of planes.
Ex.

3.

This

xV

Solve (1)

may be

written

= dZ
z

whence

y'^q'^

z"^.

f^V-^ [yMV =
\zQxl

dz

-l-

X = log

x,

l.

Put

\zdyl

T= log y, Z = \ogz;

^X = dX, ^=

d)',

the equation then

* See C. Smith, Solid Geometry, Art. 221.

STANDARD

120.]

'^

(If)"-

which comes under Standard

From

161

II.

(!!)=

I.

the preceding example the complete integral

aX+ Vl - ^ Y + log c

Z=
hence, z = cx^"^^
integral is z =

4.

Solve 5

Ex.

5.

Solve

the complete integral of (1). The singular


the general integral is to be found in the usual way.

which

"-,

is

Ex.3. Solve3p2_2g2 =
Ex.

is

4pg'.

= 6".

pq =

Tc.

To this standard belong


120. Standard II.
analogous to Clairaut's; they have the form

equations

z=px + qy+f{p,q).
That the solution

is

ax

contains

+ hy + f{a,

This

can easily be verified.


it

(1)

is

h)

the complete

two arbitrary constants.

(2)

integral, since

It represents a doubly

infinite system of planes.

In order to obtain the general integral, put b


^ denotes an arbitrary function then

= <^(a),

differentiate this

= ax + y4>{a) +f\a,

with respect to

4>{a)\;

a,

= + 2/<^'(a) +/'(),
a;

and eliminate a between these equations.


,

In order to obtain the singular integral, differentiate


z

with respect to a and

ax + by+f{a,
b,

b)

thereby getting the equations

da

db

and eliminate a and b between these three equations.

where

DIFFERENTIAL EQUATIONS.

162
Ex.. 1.

The

Solve z

[Ch. XII.

=px + qy + pq.

complete integral

is

ax

by

ab.

In order to find the singular integral, differentiate with respect to a

and

this gives

=X+
=y
-i-

by means

elimination of a and b

The general

integral

is

6,

a;

of these equations gives s

= xy.

the a eliminant of

= ax + yf{a) + af{a),
= X + J//' (a) + /'(a) +/(a),

where / denotes an arbitrary function.


Ex.

2.

Solve B

=px +

121. Standard

iy/pq.

To

III.

do not contain x ov y

qy

this standard belong equations that

they have the form

F{z,p,q)=Q.
Put
assume

for

aj

+ ay,

where a

is

(1)

an arbitrary constant, and

z=f{x + ay)=f{X)
for a trial solution

dz

then

dX _

dz

dz

dX __

dX'dy~

^~dX'dx~dX'

dz

dX'

Substitution in (1) gives

F(z,-^,a^) = 0,
V

which

The

is

dX'

dXj

(2)'
^

'

an ordinary differential equation of the

first order.

solution of (2) gives an expression of the form

whence,

<^ (z,

integrating,

= dX

a)

/(, a)

= X + 6,

STANDARD

121.]

and hence,
is

163

III.

+ ay + b=f(z, a)

the complete integral.


integrals are to be found as

The general and the singular


before.

This method of solving equations of Standard III. can be


formulated in the following rule:
dz
being equal to
Substitute ap for q, and change p to

dX

x+ ay;

then solve the resulting ordinary differential equation

between

Ex.

and X.

Solve

1.

(1)

^2(^2

X)

g,2 _,.

On putting ap for q, changingp

to

= cK

dz
,

and separating the

variables, (1)

becomes

Va2 +

- Va^ +

Integrating,

(2)

This

is

Vc^

dX.

z^

its

and

value x

the complete integral of (1), since

arbitrary constants a

X+ 6

+ ay,
(a2 + i)(c2-z2)^(x + ay +

and substituting for

squaring,

zdz

it

6)2.

contains two independent

6.

Differentiate (2) with respect to

a and

b,

and eliminate a and

there

results
z2

which

satisfies (1),

and

is

c2,

thus the singular solution.

In order to find a general integral, substitute for 6 some function of a,

and eliminate a from the equation.


In particular, on putting
b
(2)

= ak h,

becomes
(3)

(a^

l)(G''-zi)

= {x-h + a(y~k)f.

(3)

Differentiation with respect to a gives the equation

2 a(c2

- 22) =

2(2/

- k){x -

a(y

k)},

which in virtue of (3) can be put in the form


(4)

ix-h + a(y-k)}{a{x-h:)-iy-k)] = 0.

(4)

DIFFERENTIAL EQUATIONS.

164

On

eliminating a from (3) by

means

of the first

[Ch. XII.

component equation

of (4), tliere appears the equation


g2

and on eliminating a by means


comes
(a;

_ c2

component equation,

of the second

- hy + (,y- ky +

The general integral is thus made up of


represent two parallel planes and a sphere.

e^

c\

tlie last

there

(5)

two

equatioiis,

which

The planes and sphere form

the envelope of the cylinders represented by (3). Equation (5) may also
be regarded as a complete integral, if h and k be taken as arbitrary con-

(See Ex.

stants.

Art. 108

1,

Ex.2. Solve
This

may

and Art.

q^y^

112.)

= z{zpx).

be written

and putting dYtov ^, t^Xfor

(whence

F=

log?/

and

X= log*),

X,

the latter equation becomes

which belongs to Standard

9(p% +

Ex.

3.

Solve

Ex.

4.

Solve p(_l

Ex.

5.

III.

^a-j

_ 4,

+ g-2) = g(s Solve pz=l + q^.

122. Standard IV.

To

a).

this standard belong eqiiations that

have the form


f^{x,

p) =f^{y,

q).

(1)

In some partial differential equations in which the variable


it happens that the terms containing p and
X can be separated from those containing q and y the equation
z

does not appear,

then has the form (1).


Put each of these equal expressions equal to an arbitrary
constant

a, thus,

fiix,

p)

= a,

/^{y, q)

= a;

STANDARD

122.]

and solve these equations for

= F^(x,

and

Fi(ps,

'''

-^iiyt '*)^2/

a)dx

These are included


z

where

6 is

This

is

constants

1.

= F,{y,

a).

x,

y.

in,

^ quantity independent of

or are equivalent to

+jF2(y, a)dy

+ b,

an arbitrary constant.

the complete integral, since


;

thus obtaining

+ a quantity independent of

CFi(x, a) dx

it

contains two arbitrary

the general integral and the singular integral,

existing, are to

Ex.

a),

q,

two equations gives

Integration of the last

2=1

p and

165

IV.

Solve q

if

be found as before.

p +

Separating q and y from

= 0.

p and

x,

q-y=p-x.

q~y=p x = a;

Write
hence p

=z+

a and q

=y+

2z=(x +
There

and therefore the complete


a)2

+ (?/ +

a)2

6.

no singular integral; the general integral


elimination of a between

is

22=(x + a)2+ (y + ay + f(a)


= 2(a; + a)+2(y + )+/'(),

and

being an arbitrary function.

Ex.

2.

Integral is

is

given by the

DIFFERENTIAL EQUATIONS.

166

123. General method


that, in order to solve

tions of

the

[Ch. XII.

It will be

of solution.*

some of the ordinary

remembered

differential equar

order in Arts. 24-29, another differential

first

was deduced; and by means of the two differential


relations, that were thus at command, the derivative was
eliminated and a solution obtained. The general method of
relation

solving partial equations of the

first

order will be found to

present some points of analogy to the method employed in the


articles referred to.

Take the

partial differential equation

F(x,y,z,p,q)
Since z depends upon x and
dz

Now

y, it

= 0.

(1)

follows that

=pdx + q dy.

(2)

if another relation can be found between x,

y, z, p, q,

such as

fix,y,z,p,q)=0,

(3)

then p and q can be eliminated; for the values of p and q


The
deduced from (1) and (3) can be substituted in (2).
integral of the ordinary differential equation thus formed involving

x,

values of

y,

will satisfy the given equation (1);

z,

p and

q that will be derived

from

it

for the

are the same

p and q in (1).
method of finding the needed relation (3) must now be
Assume (3) for the unknown relation between x, y, z,
devised.

as the values of

p, q, which, in connection

with

(1), will

determine values

of

and q that will render (2) integrable. On differentiating (1) and


(3) with respect to x and y, the following equations appear
* This method, commonly

known

as Charpit's method, in which the

connected with a system of linear ordinary


equations, is due partly to Lagrange, but was perfected by Charpit. It
was first fully set forth in a memoir presented by Charpit to the Paris
Academy of Sciences, June 30, 1784. The author died young, and the
non-linear partial equation

memoir vas never

is

published.

GENERAL METHOD OF SOLUTION.

123.]

dF

dF

dF
p

dF

dp

-\

dq

-\

dp dx

dq dx

dz

dp dx

dq dx

dF

dF

,^3p

dy

dz

dy

dz

dx

dz

dx

The elimination

of

=^

''>

'

aj'a^_
dq dy

dp dy

dp dy

-J-

167

'

dq dy

between the

first

pair of these equa-

tions gives

dFdf

dFdf\

dx dp

dp dx)

f^V_^^\,^f^^_^
dp dq
9p dzj dx\dq dp

^\dz dp

and the elimination of

f^^_^V\,^{^V_^\_Q

dFdf_dFdf\

^\dz dq

dq dy)

dy dq

On adding

between the second pair gives


dy

the

first

dy\dp dq

dq dz )

members

of these

dq dp)

two equations, the

last

bracketed terms cancel each other, since

hence, adding

dF\df

dx

^ dz)dp

9p_

dxdy

dy

fdF[

dp)dx

of equation (3)

been considered in Art. 117, and


of

^ dp

first order,

must
its

dq)dz

^qj^y

a linear equation of the

iary function

f_ dl^_ dF\df

dFl\df

\dy'^^ dzjdq

V
is

dh

dx

and re-arranging,

d_F

This

dq

satisfy.

which the auxilThis form has

integrals are the integrals

DIFFERENTIAL EQUATIONS.

168

dp

dq

[Ch. XII.

EQUATIONS OF THE SECOND ORDER.

124.]

169

Substitution of these values in

gives

vfliere

dz

=pdx+

dz

= i-\-dy\ y/a{z- 6)-l,

the variables are separable

2^/a{z
There

is

qdy

this

6)

no singular solution

on integration gives

ay

b.

the general solution

is

obtained in the

usual way.

This equation comes under Standard III.

and the ratios chosen from


q = ap, which is used in the special method. Had
there been chosen the equation formed by another pair of ratios from
,

(2) give the relation

(2),

say from

dq

q-i

"52+1'

dx

another complete integral would have been obtained

namely,

=pqhy the general method.


+ qi-^y-q^^

Ex.

2.

Solve z

Ex.

3.

Solve (p2

Ex.

4.

Solve the linear equation and the standard forms by the general

m 3thod.
Partial Differential Equations op the Second
AND Higher Orders.
la this and the
few of the simplest forms of partial dif-

124. Partial equations of the second order.


following articles,* a

ferential equations of the

second order will be briefly consid-

hardly more will be done, however, than to indicate the


methods of obtaining their solutions. Some of these equations
ered

are of the highest

importance in physical investigations.

In what follows, z being the dependent variable, and x and y


the independent, r, s, t will denote the second derivatives
:

* In connection with these articles read the introductory chapter of

W.

E. Byerly, Fourier's Series

and Spherical Harmonics.

DIFFERENTIAL EQUATIONS.

170

dx dy

dx''

There

dy^

will be discussed linear equations only

tions of the first degree in

Br
where R, S,

T,

V are

r, s,

t,

that

is,

equar

which are thus of the form

+ Ss+Tt=

functions of

r,

x, y, z,

The complete
q.
two arbitrary funC'

p,

solutions of these equations will contain


tions.*

[Ch. XII.

In Art. 126 will be given some examples of equations

method of solution
and in Art. 126 will be given

that are readily integrable, the special

necessary being easily seen

a general method of solution.


125. Examples readily solvable. It is to be remembered that
y, being independent, are constant with regard to each

X and

other in integration and differentiation.


Ex.

1.

Solve

-^ = ^+a.
dxdy

Writing

^ = ?+a,

it

(ly

integration with regard to y gives

p = x\ogy + ay +

(pi(x),

the constant witli regard to y being possibly a function of


Integrating

tlie last

=j

{x log y

= '^\ogy +

ay

axy

+
+

<t>i{x)]dx,

<t>(x) +>/'(/),

the constant with regard to x being possibly a function of

Ex.

2.

Solve

-^:f-^/(x)=
'

dxdy
Rewrite

it,

x.

equation with regard to x gives

F(y).

dx-'^

^+

^"

^/(a;)

* See Art.

F{y)

109, Ex. 5.

y.

Iir

125, 126.]

This equation

is

+ SS + Tt=
and x

linear in p,

is

171

r.

constant with regard to y

hence

integration gives

p = e-vA^)|
and integration of
a

Ex.

3.

ar

Ex.

4.

xr

this

+ 0(a;)l

with regard to x gives

je-i'/wr

= xy.
= (n

\ey/(='^F(y)dy

J e')J'(2/)d!/ + (^(a:)! |dx+ ^^C?/).

l)p.

Br + Ss + Tt=
p and q,

126. General method of solving


ing the total differentials of

V.

On

writ-

= rdx + s dy,
dq = sdx+ dy,
dp

the elimination of r

and

by means of these from the given

equation,

Br + Ss+Tt=
gives

V,

(1)

(Rdpdy+Tdqdx-Vdxdy) s{Rdy^~Sdxdy+Tdaf)=0.

If any relation between x, y, z, p, q will make each of the


bracketed expressions vanish, this relation will satisfy (1).

Rdy''-Sdxdy+Tdx' = 0\
Rdpdy + Tdq dx Vdx dy = Oj

From

dz= pdx +

and

may be

(2)

q dy,

two relations between


and therefrom to
deduce the general solution of (1). For an investigation of
the conditions under which this equation admits an intermediary integral, and for the deduction of the way of finding the
it

X, y,

z,

possible to derive either one or

p, q called intermediary integrals,

* These are called Monge's equations, after Gaspard


the inventor of descriptive geometry,
the

form

Ilr+Ss+

The method

Tt

= 0,

in 1784,

who

Monge

(1746-1818),

tried to integrate equations of

and succeeded in some simple


by his name.

of this article is also called

cases.

DIFFERENTIAL EQUATIONS.

172

[Ch. XII.

general integral see Forsyth, Differential Equations, Arts. 228239.

The statement

method

of the

of solution derived from

this investigation is contained in the following rule

Form

the equation

first

Sdxdy +

Mdy^
and resolve

supposing the

it,

Tda?

first

= 0,

member

(3)

not a complete

square, into the two equations

dy

From

the

combined
grals Ml

where

= a,

dy

Bdpdy + Tdqdx Vdxdy,


necessary with dz=pdx + qdy,
Vi

= b;

(4)

(5)

obtain two inte-

then

an arbitrary function,

is

an intermediary

the second of the equations

(4),

= a,

obtain another pair of integrals, mj

is

m^dx = 0.

and from the equation

first of these,

if

fi is

From

mjdx = 0,

in the

integral.

same way,

v.2=b; then

another intermediary integral, /j being arbitrary

To deduce the

may

final integral, either of these intermediary

and this must be done when


mi and m^ are unequal, the two intermediate
integrals are solved for p and q, and their values substituted in
integrals

mi

be integrated

= wij. When

=2ydx

dz

when

which,
Ex.

1.

+ q dy,

integrated, gives the complete integral.

Solve r

aH

(This equation

=: 0.

is

solved by another method

in Art. 128.)

Here the subsidiary equations

Hence

(1)

dy

(2)

dp dy
y +

a dx

ax

(4)

and

= 0,

dy

ci,

a dx

= 0.
ax d.

ahlx dq

(5) are

= 0,

GENERAL LINEAR PARTIAL EQUATION.

127.]

Combining the
dp

first

adq

173

of equations (1) with (2),

= 0,

whence p

ag

= c'l =

aq

Fi,{y

ax);

combining the second of (1) with (2),


dp

From

adq

= 0,

whence j)

c'a

= F^^y ax).

two integrals

the last

and

= K^i(y +

= r- l^iiv +
2

;)

+ F^iy -

*)

Substitution of these values of p

ax)},

- ^^Cv - *)]

and q

=pdx +

in dz

q dy, gives,

on

re-

arranging terms,

dz

a [Fi(y + ax){dy + adx) Fi^y ax)(dy adx)},


2

which

is

Integration gives

exact.

= <P(j/ + ax)+y/(y -

in this example,

The equation

a^

ax).

0, is

a veiy important one

It is called the equation of vibrating cords,


mathematical physics.
sometimes D'Alembert's equation, from the name of the geometer who
in

first

integrated

it

in 1747.*

It

appears in considering

tlie

vibrations of a

being the time, y being measured along the


string, and u being the small transversal displacement of any point.
This equation also gives the law of small oscillations in a thin tube of air,
stretched elastic string,

for instance, in

and ^p that appear in the


an organ-pipe. The functions
be determined from the given initial conditions.

general solution are to

Ex.

ps-qr =

2.

Ex.

0.

3.

xV +

2 xys

+ yH = 0.

127. The general linear partial equation of an order higher


than the

first.

A partial

differential equation,

with respect to the dependent variable and


of the

d''z

d''z

S'z

j^

d"~'z

who first announced in 1743


dynamics that bears his name, was one of the pioneers

Jean-le-Kond D'Aleihbert (1717-1783),

the principle in
in the

is linear

form
.

which

its derivatives, is

study of differential equations.

DIFFERENTIAL EQUATIONS.

174
where the

On

coefficients are constants or functions of

putting

D for

dx

(AD" + AiD''-W

and B'

++

By

for

A^D""

=f{^,

F{D,

or briefly,

As

[Ch. XII.

this

may

x and v

be written

+ - + MD + ND' + P)z

y),

(2)

D') z =f{x,

y).

(3)

in the case of linear equations

between two variables


(see Art. 49), the complete solution consists of two parts, the
complementary function and the particular integral, the complementary function being the solution of

F{D,D^z = Q.
Also,

if

2i,

22,

z.=

=Ci2i
is

(4)

be solutions of

C222H

(4),

f-CZ

also a solution.

Other analogies between linear partial and linear ordinary


equations, especially in methods of solving, will be observed
in the following articles.

128. The homogeneous eqilation with constant coefficients


complementary function. All the derivatives appearing in
equation are of the same order, and it is of the form

+ A,D"-'D' + :+ ^Z)') z =/(a;, y).


assumed that z = tj)(y + mx), differentiation

{A,DIf

it

be

the
this

(1)

will

show that

Dz =

m(l>'(y

+ mx),

D"z

= m"<^'"' {y + mx),

Z>'"2

<^("'

(y

+ mx),

and, in general, that

iny'z

= m''^<''+'' {y + mx).

Therefore, the substitution of

(^

(y

+ moo) for z
A^

ber of (1) gives {A^m"


A^m"-'^ -\
is zero, and consequently, 4>{y
mx)

mentary function

if

m is

a root of

1-

is

in the first

mem-

{y + mx).

This

<^'"'

a part of the comple-

THE HOMOGENEOUS EQUATION.

129.]

128,

Am" + Aim'-' +
which

may be

+ A= 0,

(2)

called the auxiliary equation.

Suppose that the n roots of

complementary function of
2

175

(2) are mj, m^, , m,

= My + "*i*) + 'l>2(y + 1^^)

where the functions

\-4>niy

-I

The

are arbitrary.

<^

+ i),

factors of the co-

mj)',
of z in (1) corresponding to these roots are
~mD'; and these are easily shown to be
rriiD', ,

efficient

then the

(1) is

(Compare Arts.

commutative.
Since

e-^c^C?/)

50, 54.)

= (1 + mxD' + '^D" +

-)<l>{y),

= ^(y) + mxcl>'(y) + 'ffr(y) +

-,

==<l>(y+mx),
the part of the C.F. corresponding to a root

of (2)

may

be

written e'^"'<^{y).
Ex.

1.

J^-a2^=0.

Here (2)

is

m?

the solution

is

cl^^

0(2/

(See Ex.

whence

0,

ax)

Ex.2. Eind the C.F. of


Ex.

3.

Find the C.E. of

129. Solution

when
As

Art. 126.)

has the values -fa,

a.

Hence

+ ^(2^ ax).

^-|-3-^+2^ =

^ ^ - ^ =
6

Qxdy

5x2

imaginary roots.

1,

the

a;

xm.

dy^

auxiliary equation

has repeated or

in the case of equations

between two

variables (see Arts. 51, 52), further investigation is required

when the roots of (2) Art. 128 are multiple or imaginary.


The equation corresponding to two repeated roots m is

{D
On putting v

for

(D

- mD^D - mD') z = 0.

mD')

z,

this

becomes (D

mD') v = 0,oi

DIFFERENTIAL EQUATIONS.

176

tCn. XII.

= <t){y + mx). Hence


(D mD') z = <i>{y + mx).

which the solution

is

The Lagrangean equations


order are

of this linear equation of the

^^^_dy^
m ^

and hence,

By

is

dz

+ mx)
axe y + mx = a, z =
+il/(y + mx).

Tlie integrals of these equations

= x^(y + mx)

first

(2/

X(t>

(a)

+&

proceeding in this way it can be shown that when a root


repeated r times, the corresponding part of the comple-

mentary function

is

x'-'^<l)i(3/+mx)+x'-^<l>2(i/+mx)

\-X(l>,_i(y+mx)

-\

+ 4>Xy+'mx).

When the roots of (2) Art. 128 are imaginary, the corresponding part of the solution can be made to take a real form.*
Ex.

3!_3-3!^ + 3-5^-3! = o.
Equation

130. The particular integral.


expressed by F(D, D')z = <^ (aj,

be denoted by j, J"^

.^ (x,

that function which gives

F{D,

By
^

F{D,

(Compare Art.

D').

of

y),

(1) Art. 128 being

the particular integral will

^^^^
when it

being defined as

operated upon by

is

67.)

Art. 128,

=
ny ^'"' D- m,D' D - m,D' D - m,D'^^
<h(x, v)

It is easily

P{D,

y),

shown that

it

A{x,y).(V)'
'"^ ^

follows from the definition of

that these factors are commutative.

The

value

D')

D mD'

<l>(x,

y) will

now be

For

indicated.

* See Johnson, Differential Equations, Art. 319


ward, Higher Mathematics, Chap. "VII., Art, 25.

this purpose,

Merriman and Wood-

THE PARTICULAR INTEGRAL.

130.]

it is first

necessary to evaluate

latter part of Art.

128

{D

mD')

From

(x, y).

<j}

the

follows that

it

= ^{x,y mx)
y) = D<i> {x, y mx).

e-""^'<^ {x, y)

De-""^> (a;,

therefore,

177

Direct differentiation shows that

De-""^.^ {x, y)

= e-^(Z) _ mD')^ {x, y).

From equating the second members of the


and operating upon these members with

tions,

that

(D

mD')4>

(x,

y)

y)

= e-^i

e"-Z)^ {x,

two equa-

last
e""-',

mx).

- mx)

it

follows

That a similar formula

-^-i-^ ^ (x,

<^

(x,

(2)

holds true for the inverse operator is easily verified.

D mD'

the application at
d> (x,

y)

= (D mD')e-^'''~^{x, y mx),
= {D mD')e""'>'\l/ (x,

on putting

\p(x,

Art. 128,
<^ (x,

For,

to both sides of (2) gives

y)

for <t>(x,
-^

y)z= (D

y),

mx);

and, therefore, by

mD')\l/ (x, y + mx).

But the second member of the last equation is also the result
would be obtained by putting y + mx for y in Dtp (x, y)
after the differentiation had been performed
and this would
be (j>(x, y) from the definition of
given above. Hence
that

xj/

D-mD
is

-<l>(x,

y)

can be evaluated by the following

the verbal expression of (2)

integrate this

with respect to

change y into y -f mx.

rule,

which

form the function <^{x,y mx),


and in the integral obtained,

x,

DlFPMBENrlAL EQUATIONS.

178

[Ch. XII.

The value of the second member of (1) is obtained by


applying the operations indicated by the factors, in succession,
beginning at the right.
Methods shorter than this general
method can be employed in certain cases, which are referred
to

and exemplified

Find the particular

Ex.

1.

The

particular integral

"d^ + 3DD' +
=

Ex.

2.

2 2>'^

""

Evaluate

can be used

= Z> +

dTd^

Z)'

(x''+x

<t>(.ax

^'^

hy).

'

^"^ "^

y-x) =

^^

xy

In this case a short method

in finding the integral.

F{D, D')=

Fi^\'P{ax +

hy)

D^fI],

= Fi-\

it

and 0(aa;

is

+ 6;/) = -, and consequently

follows that

When^isarootofF(^] = 0,
the integral

^^

32

F{D, D')

Since

"^^

'

case.

integral of Ex. 2, Art. 128.

e-""' (2 x+y)

Ex. 2 also shows such a

in Art. 132.

^-

then

("

J^(^] =

f... ^rj,{ax

f^- *)^(^],
6)(dx)-i

expression can be evaluated by the general rule.

^' - a^

Ex.

3.

Find the particular integral of

Ex.

4.

Find the particular integral of Ex.

3,

^=

x^.

Art. 128.

and

the latter

THE NON-HOMOGENEOUS EQUATION.

131.]

179

131. The non-homogeneous equation with constant coefficients:


In order to find the complementcomplementary function.

tie

ary function of (3) Art. 127, that

F{D, D')z
first

50.)

assume

The

= ce'"'^"'.

(1)

(This procedure

This

is

zero

is

z = ce'"^'^

The solution of

is

(2) for

like that of Art.

F{D,D')z

= 0;

(2)

a part of the complementary function.

k will give values /i(/i), /2(/i),

and h

possible arbitrary values

all

hence the general solution corresponding to

all

the values of k

This solution can be put in a simpler form


of the

may

when k = ah

(2)

Exs.

2,

is,

k,

is

f(li) is
is

true

of course, a special

3 illustrate these remarks.

be solved for h in terms of

when

In particular this

b.

homogeneous equation, which

case of (1).

D'

part of the solution of (1) corre2cie'"+A('''!', 2 indicating the infinite

sponding to k =fi(Ji) is
series obtained by giving

is,

,/,(/i), if

The

of degree r in (1).

linear in h, that

gives

if

F(h,k)

is

= 0,

substitution of this value of z in

cF(h,.lc)e'"+'^.

and then

the solution of

is,

Equally well

and another form

of the

solution will be obtained, as in Exs. 1, 2.

3!5_a%^o.

Ex.l.

Ifi

= 'Sce'"+^*'i, where

Here (2)
z

obtained
for

h^

is

= 0,

whence h

by giving h particular values

and thus the solution

J^,

for example, the values

= +!',

1, 5,

6^"^+?^".

equation (2) be solved for A, the particular integral

is

2ce*!'+".

Ex.2.

2^'^-552_a%
bx^

Here (2)

-ihjh +

is

dx dy

dy^

IK^ -hlc-h^

Z; hence

is

Particular integrals are

e^'^+^^y, z

h give the particular solutions z

If

and h are arbitrary.

6^+3& =
dx

+ Qh +

dy
?,

= 0,

where the values of k are

DIFFERENTIAL EQUATIOIS S.

180

[Ch. XII.

Since each of these series consists of terms liaviug arbitrary coefBcieiits


and exponents, it can be represented by an arbitrary function. Conse-

quently the solution can be represented by


z

0(x

2 y)

-^,k- 3.

Scie'v~i)

+ se'(i+s)-3j:=0/'j^ _2\

another

way

Ex.

3.

Solve Ex.

ak,

and hence

Ex.

4.

Find the complementary function

Ex.

5.

Find the complementary function

ak,

in

1,

Art. 128 by this method.

Scie'(!'+'"^)

Scae'C-""^)

dx

32/2

y)

^(y

Here the values


ax)

^{y

of h are

ax).

of

dy

+ ^-^ =
fi-T^
dx'
dx dy
dy
6.

e-^\jj{x

-|-

which the solution may be written.

dx^

Ex.

y).

solved for h, the values bein"

Hence,
z

is

e^y'pix

The equation above might have been

of

<^os(x

Find the complementary function

2y)+ey.

of

5^_5!+55+3 3_20 = c--a:22,.


dx"

dx

dy"

dy

132. The particular integral.

The

particular integral can be

obtained in certain cases by methods analogous to those shown


in Arts. 60-64.

shown, by the method adopted

It is easily

in Arts. 60-62, that

e'"+'"

F{D, D')

F{D\

sin (ax+hif)
"=

DD', D'f

and similarly for the cosine


^

F{-a\

6''"^+'"':

that

F{a,

h)

-ab,

sin (ax+hy),
^"
^
-V)

and that -

afy'

can be

F{D, D')

evaluated by operating upon


in ascending powers of
* For a
334.

full discussion, see

x'y' with \_F{D, D'yy^ expanded


and D'.*

Johnson, Differential Equations., Arts. 328-

132.]

EXAMPLES.

dxdy

dx^

dx

dy^

181

dy

The complementary functiun, found by Art. 131,

<p(y-x)+e-^(2x +
The particular integral

.,^^3,

2Z>

= e^+^''.
-10

2i'

i)2

_ 2 i)'2 + 2 D +

j)j)i

2(i)

^
+

sin(23i

D')

cos(2 x

y).

is

!_i>_D'_2Z)'2

is

sin(2a;

2 i>

y)
"'

=l

^ - ^'

2 i>2

j/)

sin(2u:

i)'2

y)

y)

6
1

BH

- DD' _1.

D'-'

Z)

2x^

0(2/

- K) +

e-^<l/{2

'

12).

+ y)- ~e^+^ - icos(2 x +

2.

Solve Exs.

Ex.

3.

Find the particular integrals of Exs.

1.30,

y)

12),

Ex.

Art.

j^

is

+ ~(6xy - Sy -2x<' + 9x 1, 3, 4,

B + S' D ~ 2 D' + 2

(D-2i?02\

+ 9x-

Therefore, the general solution

D' ^^

2>'i

= ^(6a;?/ -6y~

-2

i)-2i)'

/^

+ 2B+

by the shorter methods.


4, 5, 6,

Art. 131.

'

''^

DIFFERENTIAL EQUATIONS.

182

133. Transformation

two

tion between

equations.

of

with variable

ential equation

variables,

The

which the

linear partial differ-

coefficients, like the linear equar

may sometimes

be transformable

In particular, an equa-

into one having constant coefficients.


tion in

[Ch. XII.

any derivative

coefficient of

is

of a degree

independent variables equal to the number indicating


the order of the derivative, is thus reducible. This is illustrated by Ex. 1.
(Compare Arts. 66, 71.)
in the

Ex.1.

x'^S^-y^^-y^
+ x^=0.
"
ax2

On

= log x,

dx

dy

5i/2

assuming u

log?/,

the equation takes the form

a!?._a!?=o,
of which the solution

The

is

0(tt

+ v)+^{u

substitution of the values of

it,

v,

v).

gives

:0(log(xj/))+^(log^) =f(xy)

Ex.

2.

x2

+ P(f)-

dL^-yxA-^+if- f^ + 6y^? = xV.


oy
dxdy
dy^

ex'

Ex.

3.

1 Sfz _ 1 95 = i 5^2 _ 1
x^dx^

x^'dx

y^dy^

134.* Laplace's equation:

5^
usually written

_9z.

y^dy

= 0a^ a^_
v'^

The equation
(1)

V^'"

= 0,

and commonly known as Laplace's f equation, is one of the


equations most frequently met in investigations in applied
mathematics, appearing, as it does, in discussions on mechanics, sound, electricity, heat, etc., especially where the theory of
potential

is

involved.

* Arts. 134, 135, 136, are merely notes.


t

Because

it

was

first

by Pierre Simeon Laplace


French mathematicians.

given, in 1782,

1827), one of the greatest of

(1749-

LAPLACE'S EQUATION.

133,134]

For instance,

be the Newtonian potential due to an


any point P(x, y, z) not forming a part of

if

attracting mass, at

mass

tlie

itself,

satisfies

any point

potential at

V satisfies (1)

183

(1)

* again,

if

V be

tlie electric

wliere the electrical density

y, z)

(a;,

is

t and, to give one more instance, if a body


be in a state of equilibrium as to temperature, v being the
zero,

temperature-at any point,

=
civ

0,

and v

denote any value of v that satisfies (l),f(x, y,z)

two instances

= c in

called an equipotential surface,

is

If /(, y, z)

satisfies (1).

the

first

and in the

third an isothermal surface.

On changing

= r sin 6 cos
y = r sin 6 cos
z = r cos Q,

(1)

becomes

which

4>,

a^

5^

2 aw

cote

5;y

^__ a^

br"

r" ee'

r dr

r"

60

r' sip,^

may be

if ;a

<^,

:j:

I'^Xdry

and

by the transformation

to spherical co-ordinates

6 d^'

wi'itten

drj

= cos 9,

it

sined6\

86J

will take the

dHvr)

8,^

^8^]^

(.^

sin'O 84,' j

^dv)

d'v

_Q

'^^8^ri-l^'S<l>'
is

,^.

^^

in part concerned with

* B. 0. Peirce, Neiotonian Potential Function, Art. 28

^^

form

The subject of Spherical Harmojiics

Tait,

'

Thomson and

Natural Philosophy, Art. 491.


W. T. A. Emtage, Mathematical Theory of Electricity and Magnet-

ism, p. 14.
t

Todhunter, Differential Calculus, Art. 207

tion

Williamson, Differential
The equa-

Edwards, Differential Calculus, Art. 532.


as given by Laplace was in the form (2).

Calculus, Art. 323

DIFFEBENTIAL EQUATIONS.

184

[Ch. XII.

the development of functions that will satisfy this equation.*

homogeneous

rational integral algebraic function of

of the )^th degree, that

spherical co-ordinates,

is,

a function of the form

which

is

a value of v satisfying

called a solid spherical harmonic of the nth degree

ical

harmonics are also

known

If V be independent of

<^,

(3)

<^)

in

(1), is

and f{0,

called a surface spherical harmonic of the nth degree.

is

x, y, %

f'f{B,

<f>)

Spher-

as Laplace's coefficients.!

reduces to

On putting v = fP, where P is a function of $ only, and


changing the independent variable 6 by means of the relation
= cos 6, (6) becomes

ju,

^^(l-,^')^ + n(n
which

is

+ l)P=0,

Legendre's equation. Art. 83.

fies (6) or (5) is

(6)

function that

called a surface zonal harmonic.

satis-

particular

harmonics is also known as Legendrean coeffiFor a treatment of spherical harmonics, see Byerly,
Fourier's Series and Spherical Harmonics, Chap. VI., pp. 195218; and of zonal harmonics, see the same work, Chap. V.,
class of zonal
cients.!:

pp. 144-194.

In special cases (1) and its solution assume simple forms;


two of these will now be shown.
* See Williamson, Differential Calculus, Chap. XXIII., Arts. 332Edwards, Differential Calculus, Art. 189 Lamb, Hydrodynamics,
Ed. 1895, Arts. 82-85
Byerly, Fourier's Series and Spherical Har-

337

monics.
t So called after Laplace, who employed them in determining F in a
paper bearing the date 1782.
t After Legendre, who first introduced them in a paper published in
Legendre's work in this subject, however, was done before that of
1785.
Laplace (Byerly, Fourier''s Series and Spherical Harmonics, Chap. IX.,

p. 267).

See Ex.

5,

Art. 82.

SPECIAL CASES.

135.]

185

In the first instance given in Art. 134,


mass is a sphere composed of conHere v obviously
centric shells, each of uniform density.
depends only upon the distance of the point P from the centre
of the sphere, and hence (2) Art. 134 reduces to
135. Special cases.

suppose that the attracting

r dr

dr'

'

which on integration gives

= A + --

(2)

Equation

(1),

obtained directly
r'

= x^ +

y''

+ z\

which v depends upon r alone, can be


from (1) Art. 134 by means of the relation

in

For,

dr

_x dv

dr dx

r dr

_dv

dv

dx
d^v

_1

dv_oi^dv,3^ ^v

r dr

da?

r^

and on finding similar values for

r'

dr"

- v^j ^^^

adding, there

>

^y

results (1).

_
'

dr

^^

For the discussion and integration of (1) from the point of


Thomson and Tait, Natural Philosophy,

view of mechanics, see

Part

Vol. I,

II., p.

If the point
of a

35.

P in the second instance of

the centre, obviously

=
d<l)

and

Art. 134 be outside

uniformly electrified sphere and at a distance r from

(2)

follow as before.

and equations (1)


36
For the interpretation and applicaand

from the point of view of electricity, see


Theory of Electricity and Magnetism,

tion of this result,

Emtage, Mathematical
pp. 14, 35, 37.

Again, suppose that the attracting


in Art.
shells,

134

is

made up

body in the

first

each of uniform density, the -axis being the

axis of the cylinder

or,

instance

of infinitely long co-axial cylindrical

that in the second instance

common

P is a point

DIFFERENTIAL EQUATIONS.

186
an

outside

conducting

long

infinitely

charged with,

cylinder

the z-axis being

electricity,

[Ch. XII.

uniformly

the axis of the

Since in these cases v depends only upon the

cylinder.

tance from the axis of the cylinder, that


Art. 134 reduces to

is,

upon

oi?

dis-

y'^,

(I)

^^^dx^^
dr

dr^

which on integration gives


V

= A log

or V

= C A log r,

For discussion of these and other special cases, see the


works referred to in the former part of this article, and also
B. 0. Peirce, Newtonian Potential Function.

= ~i:wp.

136. Poisson's equation: \;H


the second

member be

Airp,

If in (1) Art. 134

p being a function of

x, y, z,

then

there appears the equation

e^ + df^d^^'
which

is

known

^^

''

as Poisson's equation.*

An

example

of its

the following f If p be the density of matter


at the point (a;, y, z) in the first instance in Art. 134, equation

occurrence
(1) Art.

is

134 takes the above form.

In the case of the sphere

described in Art. 135, the equation becomes


d'v

dr
and the

first

integral

2 dv

is

Jo

dr

where

r dr

'^

denotes the whole amount of matter within the

spherical surface of radius


cylinders, the equation

r.

In the case of the

* So called from Simfion Denis Poisson (1781-1840),

who thus

Laplace's equation.
t

See

Thomson and

Tait,

co-axial

becomes

Natural Philosophy, Art. 491.

extended

EXAMPLES.

136.]

d'v

r dr

dr^

and the

1 dv

187

integral is

first

=
dr

prdr.

IT I

Jo

EXAMPLES ON CHAPTER
4.

{a

{7/+z^-x'')p-2xyq + 2xz = 0.

5.

{y

x^ + y^ + t^ = az + f.

6.

a{p + q)=z.

1.

xp

2.

3.

yq

dx

nz.

dy

at

7.

xp

9.

(x-^-!/2>

2/2

z)P

11.

cos(x

12.

p2

13.

9=( + px)2.

(x2

1/2)

sin(x

2/^

+ (2

2/

z''.

y)q

z.

+p =

14.

x-j3'^

15.

(f)

=1.

~{n -\)yp +

30.

yr

32.

xr-p =

j)2

9)r

j-^j-j

!/g2.

52

a.

(6

cg)2r-2(6

aj/3.

npg.

17.

Vp + V? =

18.

19.

p(l

pg

-V

p+

35.

38.

1.

=px +

qy.

= x"'!/"2'.
- qy = 1.

ZZ.

?)=ga.

9)(px

28.

+ 2 V1>

C3)(a

= xp + p2.

+ ?^ = ^.

- (p +

y^).

/T

22.

x2/.

36.

27.

x2i/2.

g(l

y)q

(X

y.

= 9z{x^-

x^y);;

+ 2/)(jB + g)2 + (a; - j/) (p


(i/-x)(gy-px) = (i5-g)2.
25. (p +
X)'

s.

+{z + x)q = x +

z)p

Find three complete integrals of pg

(pi

29.

S'!'-

2 x*)p

_ 22(-i _ p^)

23.

26.

a Vx'''

y}p

20.

24.

+ (2/2-za;)5 = 22_xj/.
X
(2 x)o

(y

=c

x)p +{b

(j/'x

in

21.

XII.

q''r

??/)=

+ P)t =
= xy.

cp)s

b)s

+ (a +
s

1.

-2pqs

vO-

+ (a +

0.

aht

cp)2f

15 xy^.

+pH=^

= zy.

= 0.

MISCELLANEOUS NOTES.

NOTE
A
of

A.

system of ordinary differential equations, of which a part or all is


first, can be reduced to a system of equations

an order higher than the

of the first order.

Take the single differential equation of order n

dx"-^'

Vdx"'

and put 1^
ax

2,1,

pL
dx^

the following system of

'

(1)

dx

'

y,,...,iL!M
dx" '

= y_,

n equations

of the first order,

Then (1) can be replaced by

dx

""

dx

dy
Vn-l,

dx
fl (iy-\

^XOx"'

2/-ll2/n-2, ,2/i,,2/,xj=0.

Again, suppose that there are

h[x,y,^,
dx

h (x
\

On

putting fM

dx

V
'

^
dx'

= 2,,, ^^
dx^

two simultaneous equations,

^
(Jx'^'

dx''

-^

dx^'

C&3'

dz

^'

= zi,

dx
189

'

dz
dx

d%^
dx:''}

dxy
\ =
cfe'

these

two equations can be

190

DIFFEMENTIAL EQUATIONS.

replaced by the following equivalent system of equations of the

order

ay
dx

first

MISCELLANEOUS NOTES.
It is

to be

shown

there

tl]at

which identically
y'

+ aiX+a2x'^+

(2)

satisfies

+
X

a convergent series

is

ixo

=/(, y)= ao+ aix

and which also

191

a given

satisfies

aiy

aiX'HI^

a^x^

atxy

a^y'^

...

...

(3)

initial condition, say, that

y = yo when

= Xa*
That

2/

when x =

any

loss of generality.

ym

(1), It

and

it is

may

be taken for the

For, on substituting xi

initial

condition without

xo for x

and

j/i

ya for

becomes

2/i'

0(xi,

(4)

2/i);

evident that for


2/1

ao'

ai'x

0.2'

x'^

...

and the initial condition that 2/1 = when xi = 0,


same thing as for (2) to satisfy (3) and the initial condition that
Hence the initial condition may he taken in this
y = yii when x = xo.
form at the beginning and for this it is both necessary and sufficient
to identically satisfy (4)
is

the

that

tto

in (2)

It will

be zero.

now be shown

(a) that there is one

and only one

series,

2/=OiX+ 02X2+
which

satisfies (3) identically;

...,

(5)

and

(J) that within certain limits for

this series is convergent.

On transforming

the series in (3), which has been supposed convergent for lx|^)s |!/|^{, by putting x = j-Xi, y = tyi, equation (3) takes the

form
y'

=f{rxu tyi)=ao' +

The second member

when

=1

ai'xi

a2'2/i

of this equation

is

as'xy'

ai'xiyi

....

a convergent series, and con-

+ ai' + a^' + ... converges.


This shows that the absolute value of each a' is not larger than a certain
finite quantity A, say.
The substitution just made for x and y does not
verges

xi

j/i

and, therefore,

oo'

make any essential change in the problem, and hence it might have been
assumed at first that the 's of (3) were each not greater than A. In
what follows the a's are accordingly regarded as not greater than A.
*

If

an

initial

condition be not made, then an infinite

can be found which will satisfy (3).

number

of series

DIFFERENTIAL EQUATIONS.

192

If (5) satisfies (3),

stitated in (3),
ai

the value of y and

must make the

latter

an

derived from (5), when sub-

y'

identity; and, therefore,

+ 2 a^x + 3 aaa:^ +
= ao + aix + a2(aix + 02x2 + ) +
...
+ asCaiX + 02X2 +

asx^

y+

is

an identical equation.

ai

00

whence

ai

as

+ ^(ai +

03

evident that
of the a's

ajx^

...)

a^au whence 02

0200)

= ' +

a4ao

"g""
;

and

Sas

as

similarly for 04,

(2202

05,

....

aiai,

It is

the a's can be determined as rational integral functions

all

and

aix(aix

Hence

2 02

it is

also to he noticed that all the numerical coefficients

in the expressions for the a's are positive

and, therefore, the a's will

not be diminished if each of the a's is replaced by A.


From the method of derivation it is evident that (5) with the a's determined as above identically satisfies (3). It has still to be determined
whether this series is convergent.

On

replacing each of the a's in (3)


a'S, there results

by A, a quantity not

less than

any

one of the

y'

The

A{l

+ x+y + x^ +xy +

integral of this equation

occur in

tlie

is

+ x^ + x^y+ ).

y^

found by replacing each

(6)

of the o's that

expressions for the a's of (5) by A. None of these latter


by changing each of the o's to A, as pointed

coefficients are diminished

out above

hence,

if

the integral of (6)

convergent, the integral of (3)

is

is also.

Now solve (6)

directly.

On

factoring the second member, the equation

becomes
y'

= A(l +

= A1

Therefore,

x^

X
(1

+ -)(i +

+ y^+-),

y)dy

!/

=A

dx

1-x'

^y^ = A log(l x) + ci.


y = l[2A log(l - x) + c + 1]1

whence, on integration, y
Therefore,

Here

must be determined, so that the


= when x =
therefore

namely, that y

initial

condition be.

satisfied,

= 1 Vc +

1.

Hence the square root must have the minus

sign,

and

must be

zero.

MISCELLANEOUS NOTES.

193

Therefore,

j,=

l-[l+2^1og(l-x)]* =

The

series

a;

++

l-[l-2^(x+^ + |+...)]l

converges for |a:|< 1

ofl-2^(x + + H

(7)

hence the square root

converges for |x|<l; and hence the value


J

y in (7) is finite and, therefore, the vahie of y in (5)


within certain limits.
of

is finite

for x

Note A sliowed that an equation of order n can he replaced by a system of n simultaneous equations of the first order, each containing an
unknown function to be found. In the case of the equation of order n,
the proof of the existence of integrals is

made

for this equivalent sys-

tem instead of for the single equation of the nth order


be carried through in much the same way.*

The method

of proof

given above

is

known

as

the proof can

"the Power-Series

method."

Historical Note.t
Augustin Louis Cauchy (1789-1857) of Paris, who
was one of the leaders in insisting on rigorous demonstrations in mathematical analysis, gave the two first proofs of the existence theorem for

ordinary differential equations.

The

first

proof was given for real vari-

ables in 1823 in his lectures at the Polytechnic School in

Paris the
second was given in 1835 for complex variables in a lithographed memoir.

He was

also the first

differential

equation.

who proved
The first

Moigno's Calculus in 1844

the existence of integrals of a partial


of the two proofs was published in
this may be called " the method of difference

has been developed and simplified by Gilbert in France


and Lipschitz in Germany.
In his second method Cauchy employed
what he called " the Calculus of limits." This method has been developed
equations";

it

by Briot and Bouquet, and M^ray in Prance, and Weierstrass (1815-1897)


Germany. (The proof given above follows Aeierstrass' exposition of

in

Cauchy 's second proof.)


sive

new

proof, that

approximations," was given by

ifcmile

by "the method

of succes-

Pioard of Paris in 1890.|

*Leo Koenigsberger, Theorie der Differentialgleichungen

(Leipzig,

1889), p. 27.
t

For many historical notes and references relating to the existence

theorem see Mansion,

Theorie der partiellen Diferentialgleichungen,

pp. 26-29.
}

For an English translation of this proof made by Professor T.


N. Y. Math. Soc, Vol. L (1891-1892), pp. 12-16.

Fiske, see Bulletin

S.

DIFFERENTIAL EQUATIONS.

194

In the Traite d' Analyse of i.. Pioard, t. II., pp. 291-318, will be found,
besides the author's own proof just mentioned, Cauchy's first and second
and Madame
proofs, the latter as modified by Briot and Bouquet
Kowalevsky's proof* of the existence of integrals of a system of partial
;

(A knowledge

differential equations.

complex variable

of the theory of functions of a

necessary for the reading of some of these proofs.)

Is

tNOTE
[This Note

The complete
tains

C.

supplementary

is

to Art. 3.]

solution of a differential equation of the nth order conconstants.

n arbitrary independent

Let y',
and

to X,

)/",

denote the

first,

j/(0), y'{0), j/"(0),

...

x = 0. First, let an equation


suppose that the solution of

of

F(y',

when expanded

in

But

B shows

j/(x)

y,

X)

-\-

cix

y, y', y",

...

order be considered

first

= 0,

CiX'^

when
;

and
(1)

is

(2)

that the solution can be thus expressed.

= y(0)+y'(0)x + -y"{0)x'^ +

and therefore

Now

the

ascending powers of x
y

Note

second, derivatives of y with respect

denote the values of

y(0), ci

= y'(0),

ci

...

(Maclaurin's Theorem);(3)

= y"{0),

= y(0)

cannot be expressed in terms of anything known or


However, ci = y'(0) can be determined, for F(y', y, x)
tlierefore
holds true for all values of x, and hence for x =
c

determinable.

Ply'(fi)^ 2/(0), 0}

of

0,

that

is

F{ci,

c,

0)=

0.

This determines

ci in

terms

''

'

-'*

c.

Equation (1) may be solved for


y'

/',

thus,

=/(/, X);

(4)

then, on differentiation,

* Crelle, Vol. 80. (Memoir dated 1874.) "Madame Sophie de Kowar


levsky (18.i3-1891) was professor of higher mathematics at Stockliolm
(1884-1891), and received the Bordin prize of the French Academy
in 1888.

For

Note,
Hilbert at Gottingen.
t

this

am

indebted to notes of lectures by Professor

MISCELLANEOUS NOTES.

195

in terms of c

and ci, and from this 02 can be found


Another differentiation and the substitution of
in the result will give an equation by means of which y"'(0), and
a; =
thus cs also, can be expressed in terms of c and similarly for the conThis determines

terms of

in

c^

alone.

stants

that

C4, C5,

is,

Therefore

all

the constants except c are determined;

the differential equation of the

first

order has one arbitrary con-

stant in its general solution.

an equation

In the next place, let

Put the equation <p{y",

y', y,

x)=0

of the second order

into the

y" =f(y',

and suppose that the solution


y

2/'(0), C2

= 2/"(0),

= +

..

y, x}-,

ciz

CiX^

determines

this

putting X

= 0,

and hence

there

Cj is

C2 in
is

c, ci, C2, ,

as before, gives c

J/(0),

But, from the given equation,

y"(0)=/{!/'(0),

and

(5)

is

Determination of the values of


Ci

be considered.

form

2/(0), 0};

terms of c and

c\.

On

differentiating (5)

found in terms of

and

Cj.

By

proceeding in this way,

the values of all the other coefficients can be obtained in terms of c


ci;

but

it

will

and

obtained

not be possible to obtain any information about

and
and

The solution of (5) will therefore contain two arbitrary constants.


The proof of the theorem for equations of higher orders is made in
exactly the same way as has just been used in the case of equations of the
Ci.

first

and second orders.

NOTE
[This Note

is

D.

supplementary

to Art. 4.]

Criterion for the Independence of Constants of Integration.

In Art. 4 an example has been given of an integral in which there are


apparently two constants of integration, but in reality these two are
equivalent to only one.
The question thus arises, how is it to be deter-

mined whether the constants of integration are really independent?

DIFFERENTIAL EQUATIONS.

196

In the case of a solution of an equation of the second order having the


C2), the criterion that the constants ci, C2 be indepen-

form y = 0(x, Ci,


dent, by which it
?/

i/'{x,

is

meant that

this solution

which there
that the determinant

/(ci, C2)}, in

/(ci, C2), is

d<p

is

be not reducible to the form


one arbitrary constant

really only

MISCELLANEOUS NOTES.

197

More generally, the


f{x, Cp Ca, , c^)

criterion that the parameters ci,


be independent is that the determinant

M.

3L

ay

c^,

-,

c in

...M.

ay

ay

.,

dcidxdC2dx

dCndx

d"f
be not equal to zero.

This follows from the theorem proved in Note F.

NOTE
[This Note

* Proof that

Pdx + Qdy

E.

supplementary to Art. 12.]

is

an exact

is

differential

when

^=
dy

( Pdx
'

Let

= V,

then

SZ= p.
dx

= dP^dR.
J^
dx
dx
dy

dy

dR=(dV\.

tlierefore

dx\dy

dx

Hence

rlV
5i
dy

<p'(y),

where ^'{y)

is

some function

Pdx+Qdy = ^dx + ^dy+


dx

[This Note
criterion that

is

of

y.

Therefore

<t><{y)dy

dy

F+

NOTE
On the

i2.
dx

<()(!/)],

differential.

P.

supplementary

n integrals

an exact

yi, yi,

to Art. 49.]

,yn

of the linear differential

equation

be linearly independent.

* I

am

indebted for this proof to Professor

McMahon,

of Cornell.

DIFFERENTIAL EQUATIONS.

198

Before proceeding to establish the criterion,


if

there be a linear relation


"1^1

where

Vh

2/2,

(2),

ai, aj,

022/2+

may

=0,

(2)

then the integral y

= cij/i + 022/2 +

= lc2 - Cl]y2 + Us -

and therefore

Form

c"j/,

in virtue of

written

ci'^\ys

+lcn-

This expression d.oes not really contain more than n


stants,

be remarked that

are constants, existing between all or any of the integrals

Vn,

may be

it

ci^\y.

arbitrary con-

not the general integral.

is

the determinant
2/2

Vn
(.1-1)

Jn-l)

2/i'

of each row below the first are the derivatives of the


corresponding elements in the row above them.
This determinant is

where the elements

known
by

iJ.

as the functional determinant of

The necessary and

dence of

yi,

j/2,

Suppose that
it

",

2/(1

is

j/i, 2/2, , 2/n,

and

will

be denoted

sufficient condition for the linear indepen-

that

be not equal to zero.

this condition holds in the case of

re

1 functions,

holds for n functions.


If there

be a relation such as (2) between the functions

j/i,

y^,

then

j/,

then the elements of one of the columns of R are formed from several
other columns by adding the same multiples of the corresponding elements
of these other

columns

and, consequently,

will

be identically equal

to

zero.

Conversely, if R = 0, there will be a linear relation of the form (2)


between the functions y, t/i, , !/. Since R = 0, the determinant must
be reducible to a form wherein all the elements of one column are zero
that is, there must be certain multipliers Xi, X2, , A, such that
^i2/i
Xi2/i'

+ ^22/2H
+ X22/2' +

Xi2/i<-"

hX2/
---

X2/'

+ X22/i<"-" +

(3)

+ Xn2/<'- =

Differentiation of each of these equations and subtraction of the one

next following gives

MISCELLANEOUS NOTES.

Xj/j,j(n-2)

If

A2'j,2("-2)

one of the determinants

2/1

...

X'2/("-

199

DIFFERENTIAL EQUATIONS.

200

The difierential equation is fonned by elimifrom tlie given integral by the method shown in Art. 3.
n times there is obtained the set of n + 1 equations,

for its general solution.

nating

By

ci, C2, , c

difEerentiatiug

Krom

tlie

= ClJ/l

yi

ayi'

+
+

J/lC)

Ci2/i()

ciJ/i'

+ + c2/
+ + cyj

C2j/2<''

C22/2

this the eliminant of the c's is

yi

Vi

y'

yi'

yJ

CnVn^"').

found to be

:0,

(2)

differential equation required.

Now
2/2i

suppo.se that the differential equation having the integrals yi,

""i yn is in the

form

|:i+P,|r^+P,^+... +
On

denoting the minors of

tively, (2)

y, y',

2/()

in (2)

P(,)

by

= o.

T, Ti,

(3)

T, respec-

on expansion becomes

rf:i^-r_/U... +(-!) r2/ = o.


dx"

Comparison of

(3)

and

(4)

Pi=-^,

shows that

P2=-%=^,P=(-1)"|^
Jn

J-

It will

(4)

da;-i

be observed that y

is

JLn

the determinant

ular, since differentiation will

show

that r-i

of

*In

Note F.

= ^^,

Pi

dx

and hence 7

[This Note

On

T dx

e~J^i<'-".

NOTE

It

pg,rtlc-

Ll^;

is

H.

supplementary to Art. 102.]

the criterion of integrability of

Pdx + Qdy + Bdz =

0.

has been shown in Art. 102 that the necessary condition for the

existence of an integral of

Pdx + Qdy + Bdz =


* This deduction

is

the College de France.

(1)

due to Joseph Liouville (1809-1882), professor

at

MISCELLANEOUS NOTES.
is

201

that the coefficients P, Q, M, satisfy the relation

pm_dB\+g(dB_dPWM(dP-d^) =
\dz

^\dx

dy)

d^r

dxl

\dy

0.

(2)
^^

now be proved that this condition is also sufficient, by showing


an integral of (1) can be found when relation (2) holds.

It will

that

Substitution sliows that,


(1),

if

relation (2) holds for the coefficients of

a similar relation holds for the coefficients of


lj,Pdx

fj.Qdy

+ ixnde =

(3)

0,

any function of x, y, z. If Pdx + Q,dy is not an exact differcan be found for it,
ential with respect to x and y, an integrating factor
and (3) can then be taken as the equation to be considered. Hence there
is no loss of generality in regarding Pdx + (^dy as an exact differential.
where

/x

is

]i.

On assuming then

that

5^ = 55,
by
and that

it

follows that

dx

F = j*(P(ix+

Qdy),

DIFFERENTIAL EQUATIONS.

202
sX.

Therefore,

dz

can be expressed as a function of z and

^F - iJ =

Suppose that

(3,

V alone.

T).

(4)

ds

Pdx

Since

equation (1)

Qdy

+ Bdz = ^dx +^dy + ^dz + ( B - ^]dz,


dx

may

tie

dz

dy

dz

written, on taking account of (4),

dV-<j>(z,

V)dz = 0.

This is an equation in two variables. Its integration will lead to an


equation of the form
1 =

F(V

Hence (2)*
an

is

both the necessary and sufficient condition that (1) have

integral.

tNOTE
Modern Theories

I.

of Differential Equations.

Invariants of Differential

Equations.

The two modern


(a)

variable
(6)

theories of diiierential equations are

The theory based upon the theory

complex

The theory based upon

The study

Lie's theory of transformation groups.

of differential equations, until about forty years ago,

restricted to the derivation of rules


tions of the equation

Even

functions.

and methods

was

for obtaining solu-

and expressing these solutions

in terms of

known

at the beginning of the present century,} however,

* Of course this criterion


case of

of functions of a

is

included in the criterion for the general

variables, the deduction

and proof of which

is

to

be found

in

Forsyth, Theory of Differential Equations, Part I., pp. 4-12. (See footSee Serret, Calcul Integral (edition 1886), Arts. 785-786.
note, p. 138.)
t

Two

historical articles that the student

T. Craig, "

Some

would do well

to consult are

of the developments in the theory of ordinary differ-

between 1878 and 1893," Bulletin of N. Y. Math. Soc,


D. E. Smith, "History of Modem
Mathematics " (Merriman and Woodward, Higher Mathematics, Chap.
XI.), Art. 11. Also see E. Cajori, History of Mathematics, pp. 341-347.
} " Gauss in 1799 showed that the differential equation meets its
limitations very soon, unless complex numbers are introduced."
ential equations

Vol. 11. (1892-1893), pp. 119-134;

MISCELLANEOUS NOTES.

203

mathematicians saw tliat any marked advance in tbis direction was imBut it
possible witbout the aid of new conceptions and new methods.

was not until a comparatively recent date, that wider regions were discovered and began to be explored.
" A new era began with the foundation of what is now called functionThe study and classificatheory by Cauchy, Riemann, and Weierstrass.
tion of functions

according to their essential properties, as distinguished

from the accidents of their analytical forms, soon led to a complete


It became evident
revolution in the theory of diHerential equations.

by a differential equation is not whether a


can be expressed by means of known functions, or integrals of known functions, but in the first place whether a
given differential equation does really suffice for the definition of a function of the independent variable (or variables), and, if so, what are the
Few things in the
characteristic properties of the function thus defined.
history of mathematics are more remarkable than the developments to
which this change of view has given rise." *

that the real question raised

assumed to

solution,

exist,

The leading events

in the early history of this

memoir on the properties


equations, by Briot and Bouquet

new theory

are

publication of the

of functions defined

ferential

in

Polytechnique (Cahier 36) in 1856; the paper

which

satisfies

and, perhaps,

the Gaussian series, by

most important

of

all,

by

the
dif-

the Journal de VlScole

on the

Riemann

differential equation

at Gottingen in 1857

the appearance of the memoirs of

Fuchs on the theory of linear differential equations with variable

coeffi-

CrelWs Journal (Vols. 66, 68) in 1866 and 1868. t


The only work in English which employs the function-theory method

cients, in

in discussing differential

equations

is

that of Professor Craig. J

knowledge of the theory of substitutions, as well as of functiontheory, is required for reading some of the modern articles on differential
equations.

* See G. B. Mathews, a review in Nature, Vol. LII. (1895), p. 313.


t

Albert Briot (1817-1882); Jean Claude Bouquet (1819-1885); Georg

Bernhard Riemann (1826-1866), the founder of a general


and the inventor of the surknown as " Riemann's surfaces"; Lazarus Fuchs (born 1835),

Friedrich

theory of functions of a complex variable,


faces,

professor at Berlin.
X

on Linear Differential Equations (Vol. I., published


See Note J for the names of other works on the modern

T. Craig, Treatise

in 1889).
theories.

DIFFERENTIAL EQUATIONS.

204

Professor Lie * of Leipzig has discovered, and since 1873 has developed,
the theory of transformation groups.
to Galois' theory of substitution groups

This theory bears a close analogy

which play

so large a part in the

treatment of algebraic equations. By means of Lie's theory it can be


at once discovered whether or not a differential equation can be solved by
quadratures.! An elementary work by Professor J. M. Page on differential equations treated

published,

from the standpoint

of Lie's theory has been

The theory

of invariants of linear differential equations is one of the


developments in the study of differential equations. While it plays
a very important part in both of the modern theories referred to above,
yet, to some extent, it can be studied without a knowledge of these
theories.
It has been found tliat differential equations, like algebraic
equations, have invariants. An invariant of a linear differential equation
later

is

a function of

its coefficients

and

their derivatives, such that,

when

the

dependent variable undergoes any linear transformation, and the independent variable any transformation whatsoever, this function is equal
to the

same function

new equation multipled by


new independent variable with

of the coefficients of the

a certain power of the derivative of th^


respect to the old.

The
is

introduction of invariants into the study of differential equations

due to E. Laguerre of

Paris.

Those who have made the most im-

||

* Sophus Lie was born in Norway and educated in Christiania. He has


been Professor of Geometry at Leipzig since 1886. He has expounded
his theory in the following works
Theorie der Transformationgruppen,
Vols. I., II., III. (1888-1893)
Vorlesungen uber continuierliche Gruppen
See p. 207 for his work on Differential Equations.
(189.j).
t For an elementary introduction to Lie's theory of transformation
groups, and its application to differential equations, see articles by
J. M. Page?: "Transformation Groups," Annals of Mathematics, Vol.
\'I1[., No. 4 (1894), pp. 117-133; "Transformation groups applied to
ordinary differential equations," Annals of Mathematics, Vol. IX., No. 3
(1895), pp. 69-69. Also see J. M. Brooks, "Lie's Continuous Groups,"
a review In Bull. Amer. Math. Soc, 2d Series, Vol. I., p. 241.
t By The Macmillan Co.
and
See Craig, Linear Differential Equations, pp. 19-22, 463-471
:

the

memoir

of Forsyth referred to below.

In his memoirs: "On linear differential equations of the third


order," Oomptes Bendus, Vol. 88 (1879), pp. 116-119 " On some invariants of linear differential equations," Ibid., pp. 224-227.
II

MISCELLANEOUS NOTES.
portant investigations

on these invariants are Halplien and Professor

Their memoirs* are

Forsyth.

205

among

the principal sources of infor-

mation on the subject.

NOTE
Works on

brief list of

books on

who intend

useful to those

J.

Differential Equations.

differential equations

may

be interesting and

to continue the study of the subject.

The

convenience these books are divided into three groups.

first

For
two

groups consist of works which have been written from the older point of
view

the third contains

works

in

which any

substitutions, transformations,

functions,

mentary works

modern
etc.,

theories of

are

more or

group is made up of the smaller and more


the second includes the larger and more advanced.

The

less discussed.

of the

invariants,

first

ele-

I.

OsBOitNE

Examples

tions, vii

Byerly

Key

of Differential Equations with Rules for their Solu-

50 pp.

Boston, 1886.

to the Solution of Differential Equations,

339 of his Integral Calculus, edition of 1889.

Edwards

being pp. 296-

Boston.

Elementary Differential Equations, being Ohaps. XIII.-XVII.,


London, 1894.

pp. 211-277 of his Integral Calculus for Beginners.

Johnson

Differential Equations, being

Merriman

and Woodward,

Higher

Chap. VII., pp. 303-373, of


New York,
Mathematics.

1896.

Stegemann

Integralrechnung (edited by Kiepert), Chaps. XIII.-XV.,

pp. 407-563, 6th Aufl.

Airy

Hannover, 1896.

Partial Differential Equations,

viii

1st Aufl., 1863.

58 pp.

London, 1866.

II.

De Morgan

and Integral Calculus, Chap. XI., pp. 183-215


Chap. XXI., pp. 681-736. London, 1842.
:

Differential

* G. H. Halphen (1844-1889) of the Polytechnic School in Paris.


"M^moire sur la reduction des Equations diff^rentielles lineaires aux
formes intdgrables," Memoires des Savants Strangers, Vol. 28 (1884),
Chap. III., pp. 114-176, in this memoir treats of invariants.
pp. 1-301.
A. R. Eorsyth, " Invariants, Covariants, and Quotient-Derivatives associated with linear differential equations," Phil. Trans. Boy. Soc, Vol. 179
(1888),

A, pp. 377-489.

DIFFERENTIAL EQUATIONS.

206
Price

Infinitesimal Calculus, Vol.

Hymees

II.,

pp. 51-3-707.

Treatise on Differential Equations,

viii

London, 1865.
180 pp. 2d

edi-

London, 1858.
Boole A Treatise on Differential Equations, xv + 496 pp. London,
1859. The same, new edition with supplementary volume, xi +
235 pp., by I. Todhunter, 1865.
FoKSYTii A Treatise on Differential Equations, xvi + 424 pp. London,
tion.
:

1885.

Johnson
xii

MoiGNo

Treatise on Ordinary and Partial Differential

368 pp.

New

Calcul Integral, pp. 333-783.

DuHAMEL

Equations,

York, 1889.

Calcul Infinit&imal,

II.,

t.

Paris, 1844.

2d

pp. 122-490.

Paris,

edition.

1861.

Serket

Calcul Integral, pp. 343-676.

Houel:

Calcul Infinit&imal,

pp. 1-237.

Laurent:

t.

Paris, 1868.

1st edition.

(1879), pp. 287-472;

II.

t.

IIL (1880),

Paris.

Traits d'Analyse,

t.

V., pp. 1-320;

t.

VI., pp. 1-223.

Paris,

1890.

BoussiNESQ: Cours d'Analyse Infinitesimal,


2, pp. 1-7,

Dn

229-535.

Bois-Rkymond

pp. 177-229;

physikalische

325 pp.).

t.

II.,

Heft

I.

Die Tlieorie der

255 pp. Leipzig, 1864.


Partielle Differentialgleichungen und deren

Characteristiken, xviii
:

II., 1,

Beitrage zur Interpretation der partiellen Differ-

entialgleiohungen mit drei Variabeln.

RiEMANN

t.

Paris, 1890.

Fragen (edited

Anwendung

by Hattendorff, 3d

edition,

aut

xiv

Braunschweig, 1882.

III.

Forsyth Theory of Differential Equations, Part I. Exact Equations


and Pfaff's Problem, xiii + 340 pp. Cambridge, 1890.
Demartees Cours d'Analyse, t. III., pp. 1-134 (in 4 lith.). Equations differentielles et aux differences partielles.
Paris, 1896.
KoENiGSEERGEH Lehrbuch der Theorie der Differentialgleichungen mit
einer unabhangigen Variabeln, xv -|- 485 pp.
Leipzig, 1889.
Jordan: Cours d'Analyse, t. VIL, pp. 1-458. 1st edition 1887, 2d edi:

tion 1896.

Paris.

Picard: Traite d'Analyse,


xiv

t.

II.

(1893), pp.

291-.347

t.

III.

(1896),

568 pp. Paris.


PjlInleve: Le^;.ons sur la Theorie Analytique des liquations Differentielles, 19 -I- 6 -f 589 pp.
(Lith.).
Paris, 1897.

MISCELLANEOUS NOTES.
LiE-ScHEPFEKs

VorlesungeH

207

fiber Differentialgleichungen

infinitesmalen Transformationen, xiv

568 pp.

mit bekannten

Leipzig, 1891.

Page Ordinary Differential Equations, an elementary text-book with


an introduction to Lie's Theory of the Group of one Parameter,
London and New York, 1897.
xviii + 226 pp.
GooRSAT Lefons sur I'integration des Equations aux d^riv^es partielles
du premier ordre, 354 pp. Paris, 1891.
GouRSAT LeQons sur I'integration des Equations aux d^riv^es partielles
du second ordre, t. I., viii + 226 pp.
Paris, 1896; t. IL (en cours
:

d'impression), 1897.

PocKELS

Ueber die

partielle

+ k^u =
+ 339 pp.

Am

Differentialgleichung

deren auftreten in der mathematischen Physik, xii

und
Leip-

zig, 1891.

Mansion-Masbr
PoiNCARE

Sur

Theorie der partiellen Differentialgleichungen erster

Ordnung, xxi

+ 489

les

Berlin, 1892.

pp.

Equations de la physique math^matique, 100 pp.

Paris, 1894.

Painleve Lemons sur I'integration des Equations difl^rentielles de la


mfcanique et applications, 4to. (Lith.) 295 pp. Paris, 1895.
Craig: Treatise on Linear Differential Equations, Vol. I., ix -)- 516 pp.
:

New
*

York, 1889.

Hepftek

Einleitung in die Theorie der linearen Differentialgleichungen

mit einer unabhangigen Variabeln, xiv

Klein:

Vorlesungen

(Lith.)

die

tiber

258 pp.

hypergeometrische

Leipzig, 1894.

Function,

571

pp.

Gbttiugen, 1894.

Klein
Vorlesungen tiber lineare Differentialgleichungen der zweiten
Ordnung, 524 pp. (Lith.) Gottingen, 1894.
Haudbuch der Theorie der linearen Differentialgleichunt ScHLEsiNGKF
:

gen, Bd.

532 pp.

I.,

XX

+ 486

pp.

Leipzig,

1895.

Bd.

II.,

Th.

1, xviii -f

1897.

* See review

by M. B6oher, Bull. Amer. Math.

Soc, 2d

series.

Vol. IIL, p. 86.


t See review of Vol. I. by G. B. Mathews, Nature, Vol. LIL, p. 313
and review by Bocher, Bull. Amer. Math. Soc, 2d series. Vol. III.,
p. 146.

DIFFERENTIAL EQUATIONS.

208

NOTE
[This Note

is

K.

supplementary to Art.

The Symbol

53.]

D.

Let Z) be a symbol which represents differentiation, with respect to


X say, on the function immediately following it. In other words, let

Du = (tt),

It

is

or

Du = -

(1)

evident from definition (1) and the results (2), (3), that the result
by
taken n times in succession will be

of the operation symbolized


d''u

dx"
Also,
three,

be noted

/d\"
\dx/

is

operations which consist of the operation D repeated two,


n times in succession be denoted by D^, D', , V". It should

let the

that, according to this definition.


'

D"u

and not

''*"

From this

definition of

D"

follows that the operational symbol

it

subject to the fundamental laws of algebra.

dx''

dx'\dx
'x"!

jy
D'"(u

+ ?))= (u +

v)

dx"'

Since

exponents.

It is

Negative exponents will

u be indicated by

it

j,^

D<u

D-^v.

'

+ D'"v.

can only appear with

now be

Du = v,

J,,

dx"

dx"'

represents an operation,

Suppose that
let

D"+<-u
'^^

/d'u\

dx^\dvi

dx"-^'

D^n -

For,

dx'

dx''

dx''

D'.D''u=^l^'"uX ^ d^+'u ^d"

and

represents

integral

considered.
(4)

(5)

necessary to give a meaning to Z)-', and this meaning must not

MISCELLANEOUS NOTES.
be inconsistent with
of (6)

On

definition of D.

tlie

209

operating on each

member

with D,

Du = D-

whence by

D-^v,

D D-H = v.

(4),

Therefore JD-i represents such an operation on any function that,

is

left

unaltered.

an integration. It follows that the operation indicated by Z)-"


The proof that the symbol
equivalent to n successive integrations.
to

with negative exponents


that
It

used for

is

subject to the laws of algebra,

has been seen that

D'h)

is

+ c,

an arbitrary constant of integration.

that

Dm D-^v = D-"
.

it is

Therefore, in order

D'^v,

necessary to omit the arbitrary constant that arises

tion indicated

similar to

= v.

Dv =

D-i

which c

is

is

with positive exponents.

But
in

if

by

be subsequently performed, the function


Hence the operation represented by D~^ is equivalent

the operation represented

by D~^

is

when

the opera-

performed.

NOTE
[This Note

L.

supplementary to Art. 82.]

is

Integration in series.

The law
in the first

by

obtained

on substituting k" for y


Suppose that the expression-

for the exponents will be apparent

member

of the given equation.

this substitution is

./i(m)a;"''+/2(m)a;"'".

(3)

In general (3) will contain more than two terms in the case of the
equations in Art! 66 it contains only one term.
Under the supposition
;.

just

made, the successive differences of the exponents of x in the series


must evidently be m" m'. This common difference will be

sought

denoted by

s.

Solution (2)

= A((e^ +

^ia;(+'

may now be

^,_ia;'+('-i''

r=Qo

or simply

2/

written

= 2 ArX?^+".
r=0

A,x''+'"

(4)

DIFFEBENTIAL EQUATIONS.

210

Substitution of this series for y in (1) will give, in virtue of (3),

+ Aafi (m) a;"''+


+ Aifi{m + s) ''+ + Aif2{m + s)x''+2'
+
+ Ar-ifi [m + - 1) s] a?'+('-i)'
+ ^-i/a [m + (r - 1) s] a;''+"
+ Arfii^m + rs)x'+"
+ ^r/2( + -s) a;"''+ ('+!)
+
-4o/i (m)

'

:0.

(6)

of

Since equation (5) must be an identity, the


X therein must be equal to zero hence

coefficients of

each power

and

/i^m)=0

(6)

ArMm + rs) + A^-if^ [m + (r - l)s] = 0.

(7)

The

roots of (6) give the initial exponents of series that will satisfy
(1); and equation (7) shows that

fx{m

rs)

which is the relation between successive coefficients.


The difference
between the exponents in (3) might have been taken, m' m" or s
in this case, the resulting series would have had their powers in reverse
order to those of (4) and the initial terms would have been found by
;

solving

/2(m)=

0.

In determining the

initial

that coefficient in (3) which


to zero, since there must be
If

power

x for an equation of the nth order,


m must be put equal
n independent series in the general solution.
is

of

of the wth degree in

both /i(m) and /aCm) are of the

reth degree, two sets of series can be


and the other in descending powers of x.
have another term /3(m)x'"', the terms of the

derived, one in ascending powers


If

the expression (3)

be successively deduced, but the process will be much more


This method can also be employed in the case of non-linear
equations, but more than a very few terms can be calculated only with
difficulty.
The equations previously considered can of course be integrated in series ; Ex. 3, Art. 82, illustrates this.
series can

tedious.

ANSWERS TO THE EXAMPLES.


CHAPTER
(p stands for

I.

^.
dx

Art. 3.
2.

(pfi-2y^)p^-ipxy-x^
4.

= Q.

3.

xyp^ + xm'-y^=0.
dx'

\dxj

Page
1.

(1 +i>2)'

11.

dx

J-2^|^\

ANSWERS.

212

Art. 9.
xy^

2.

= c^(x + 2y).

Art. 10.
1.

A^
^

(y-x + l)\y + x-iy = c. ---^


^9

,^

9,-,i

y^ce'"'.

3.

j_

f22/-(5+-v/-2T)x + 2f2+-\/2l)1

i,N

l22/-(5-v'21)x+2(2-\/2l)

v^JT

Art. 13.
yZ

3.

a'^x

^ x!/^ x^y = c.

xV

5.

-I-

x'!/

+ cy^ +
4 XJ/' + 'f x0i + e^^ + x* =
4.

ax''

hxy

gix

e^

= A.

c.

Art. 16.
3.

2 a log X

a log 2/

= c.

xV + my"^ =

4.

2/

5.

cx'^.

x^

+ - = c.

Art. 17.

1.

+ log?^ = c.

21ogx-log2/=

3.

X-

+c.

xy

Art. 18.
1.

e(x''

2/'^)

= c.

x^

2.

4.

XJ/

y^

3.

ex.

+ 2/2+^ =

x^y^

x''

= cy.

c,

2/^

Art. 19.
2.

5 x~Jt2/H

12 x'iiy'ii

=c

3.

^yi

= c.

+ c) (x +

1)".

6Vx!/

Art. 20.

2/=(x

c)e-''.

3.

= tanx-l + ce"""*.
5. 3(x2 + l)y = 4x3 +

4.

2^

j^

(e"^

c.

Art. 21.
3.

y~i

cxt

- 3 x'.

4.

5.

yS

aj

-I-

cxVl -

2/^

x^.

= c(l - x2)i - i-^-

A])fSWEItS.

Page
a;

_
~

a
2.

x2

^^^ y

213

29.

'

= *.

4.

tan

6.

log^-?^=c.

6.

a;

tan y

2c2/

c2.

2 V

cey
7.

60 2/3(a;

8.

x^

~xy +

l)2=10a;'i

y^

= x2(l + ce').
+ 15x4 + c.

24a;6

y=

c.

9.

>/i^^

ce

^
-{

= e*.
11.
y* + 2 a;V - 2 aV - 2 6V = c.
+ l)2 = tan-ix + c.
16. logVai^ + ys
3
logcy = ^^.
^
17. r = ce'9.
y = ox + cxVl
l=
= ex.
x^
18. x + yey = c.
2
i"
"+1 = ce*"-')
+ 2 sin x +
19.
10.

ca;

a;*

12.

IS.

14.
15.

j/(a;2

TO

tan-i- =

c.

a;2.

ca;.

t/^

2/

l)ev

(.+
21.

l=

a:2

/2

= 2. + c.

+l+
^

i2.?^ = t +
n

+2

Vx^

c.

+
(a; + Va^ + x^)y =

2/2

ax^

+ f_3,.,. = c.
3

24.

2/4+2aV+a;*-2a2a;2+2xy=c.

S85.

1-

= 2-2,^
o + ce-K
.

30.

c''.

a!'

log(x

1) 2,2

y2

34.

+ c.

2 a(sin

a;

32.
'

ca;2.

9 log(3

a;V

2/

+26

cos

a;)

ce-^.

c!/.

33.

x")

=^

a;2

3 2/2-2a;2e>^

+ .Va^ +

+ tan-i = c
(4 6=

29.

31.

22,B

ce".

y^

27.

log

a;

26.

28.

23^

a;y

a;

+ -2f

log C2/

= 1.

c(y-6):
^

14(3

2/

a;

6a;

c).

ANSWERS.

214
35.

^x^y

= o + cxwr:

S'-

36.

cj/

38.

^=

e".

CHAPTER

ax

c.

log '^-y +

=
y ~a +y
''

c.

III.

Art. 22.

3.

c,

4.

343(1/

c)3

= c, xy + x^ +
= 27 aa;'.

y'^

= c.

5.

x^

6.

?/

+ 2 y^ = c, x* + y^ =
= 4a; + c, = 3x + c.

c.

?/

Art. 24.
2.

a;+c= -{log (1 + ^2)- J^ (i) 1) tan-ip}, with the given

8.

log (

4.

2y

;)=

h c,

px

relation.

with the given relation.

= cx^ + -c

Art. 25.
1.

2.
3.

+ 2p +
= c a log (p 1),
y^ = 2cx+ d^.
y

2\og(p-l)-\,

c-{_p''

2/

=c+

a;

o log

= c-[2p + 21og(i)-l)].

Art. 26.

+ 6p +
c= Vx X- tan-ii./L
-v

1.

2.

3.

2!/

4.

a;

logjB^

+c=

c.

[pVl +i)2_iog(p + Vl+i)2)],

alog(p

+ Vl

+p2^,

2/

= aVl

a;

= avT+^.

+^''..

Art. 27.
2

Art. 28.
3.

ca;

+ sin-i c.

4.

e^"

= ce^* +

6.

c'^.

^^

Page 38.
1.

sin-i

log ex.

2.

2/

c(a;

6)

+ -

g-ga

i ^.

c,

ANSWERS.
3.

4.

-y^ + c) (x2 -y^ +

Qx?

=c+

xy
7.

8.

tan-i -

9.

sin"i"

rVj'2

where

1/2

11.

x2

2,2

2/2

(2/

- 4 ex +

(y

18.

and

r^

x'

2 c(x

= 0.

3 c2
2/)

= x^ +

u^.

sin-1

c]

(Put x2

= .b2.)

14.

2/2

15.

2/(1

+ -^^ = 0.
c + 1
COS x) = c.

cj

2/^

19.

(y

20.

[2/

2/2

= 0.

c2

+ c)2 + (x - a)2 =
= 2 c-^/x +/(c2).

17.

= tan-i ^,

j/^

= vers-12 a Vx* +2.

+ V2/2 + rax2 _ c^
& = (x + c)2.

16.

c(2 x

02(,^)

i-i/
n

13.

ac'^

- 3x + c) = 0.
= o.
6) -

c)iy

x2

24.

6.

'^^'^^ ^

- 6x +

(y

+ sin-i-X = c.

10.

12.

23.

5.

cH.

+c= f
J

fl

= 0.

ex*)

cos"^

1.

cx2

X2

= 0.

c
J

- cx^) (2/2 +
= c(x - c)2.

3 x2

- c) = 0.

C2/ + !) = &.

=
p2
log
mp + m'^
+e f
(p + m), with the given relation.
- 6)2 = 1.
ee = ce" + c^.
25. (x + c)2 +

21.

(xS-32/+c)(e2 +C2/)(X!/+

22.

ax

()/

logX

I____=cj/.'

+ \/x2

26.

2/

= c; +
"

2/2

27.

2/2

= cx+|c3.

CHAPTER

IV.

Art. 33.
2.
3.

2/

= ex + c2, x2 + 4 = 0.
+ X c)2 = 4 X2/, X2/ = 0.
2/

(2/

4 x^)

0.

4.

x2(2/2

5.

(x + c)3 = a(x+2/)2, x+2/=0.


2/

Page 49.

= cx2 + "

1.

2.

a'x

2/

is
8.

(j/

CX2/

2/2

0,

c2

ax2.

singular

solution

= m^

also a tac-locus.

- cxY =

m2

c2,

2/2

w2a;2

is

x(x2/2

- 4 a') =

0.

ANSWERS.

216

= cx + -v/62 + aic\ bV + qPy'^ - a%''.


= cx
x^ = 4Ly.
= iaix b); l.+ iz'^y = 0, x = is a tac-locus; 27y = ix^;
y^ =
mx.
= is a cusp locus tliere is no singular solution.
(j/ + c)2 = a;'
=
c)2
a;(x
singular solutions are
= 0, x = 1,
+
1) (a; - 2)
(y
I
x = 2; x = l are tac-loci.
The curve when c = consists
V3
of an oval cutting the axis of x at the origin and at
= 1, and a

4.

5.

6.

y'^

c'^,

4:

7.
8.

a;

a;

a;

curve resembling a parabola in shape, having

x{x'

c(y

c)2}

singular solution

a part of the general solution, and


of the general solution
10.
11.

vertex at the

= 2.

point for which x


9.

its

is

J/S

27 x'

the cusp locus for one

is

and the envelope locus

is

pan

for the other part.

= a^"^.
+ V^^~+, bV +
x2 + 2/2-c(x2-2,2)_ 1 + c2 = 0; that is,
+ -^=1.
Singu1 + c
1 c
4x2_4i,2^.4_o. ^^^ jg^
lar solution is x* 2 xV +
(x + 2/+V^)(x + 2/-V2)(x-2/+V2)(x- 2/--v/2)=0.
Tlie
=

cx

aP-y'^

-^

!/*

general solution

is

the system of conies touching these four lines.

CHAPTER

V.

Art. 43.

= Vox - x^ + - vers-i
2
= k(1 cos S).

6.

= x + c.
K cos
=
c
r

6.

cr

3.

The

6.

The confocal and coaxal parabolas r

8.

y/ny

ff;

4.

when

c =

k,

2/

the cardioid r

e".

Art. 47.
ellipses

2si!'

+ y^ =

yi

4.

c^.

x^

= cl

2r

cos 9

25

+ tan59 = ce'.

6.

sec5fl

2.

1.

y = ce<"'.

7.

= ce-*">'9,

= Vx" +

i/^,

4>

= tan-i--

Art. 48.

= JaJ2 + o + so.

3.

^jr{2.

Page 60.
2.

xt

+ j/t = oi

3.

Zy'^

= 2K(x^-\-c).

ANSWERS.
i.

K siu 0, the intrinsic

217

equation of a cycloid referred to

the radius of the generating circle being ^

= -,

5.

The

lines

6.

The

parallel lines (rasino

8.

The system

sin (e

a)

and

its

vertex,

k.

their envelope the circle r

ncoso)* (mcosa + ?isina)2/ =

c.

and having

of circles passing through the given point

their oeatres in the given line.


9.

x^

11.

r"

+ = 2 a' log x + c.
= c" sin nS; r^ = c^ sin 2 8,

an angle of 45 to that of the given system.

k'^

r^

14.

Parahola

15.

a;2

17.

log -^
x

cr cosec
(/

2 a(^y

x)

+ t = a^((/

xV' = c.

19.

20.

)-

16.

+ Vi/-^ - x2) = 4 (2^ +

c sin

c^.

having their axis

= ^^-v-

= 0.
x^

= 2 ex.

2/2

- x2).

V2/2

= c sin 9

n9; r

c(l

cos &)

-cos9).

"{^^i

v^ 4- ^^
Vj/ - v^

= c(l + cos).

)-

27.

The conies that have the

28.

Tlie conies that

23.'

have the fixed points for

31.

ellipse kV + ah)"- = O^k^.


The parabola aV^ = k^{2 ay +

32.

The catenary y

33.

34.

(a)

a cosh^a

+ c = 2 axV4 a^x^ -

+-e

'''

re

^'

(b) i

ce ^

(c) i

ce~^'

+ -

If i

(1

")

esin(e

+ c)

30.

foci.

The hyperbola 2xy

(See Johnson,

Diff.

Eq., Art. 70.)

- log (2 ax + ^40%'^ -

1).

e''' fCt)dt.

a"^.

k^).

= /when =
If

= c.

fixed points for foci.

The

i=:ce

22.

24.

at/

a^^

j/2

x^

18.

= c(l

13.

0.

- x)^ -

series of lemniscates

a,

at
12.

29.

x^

10.

y''

0, i

when

= 0,

le '
f

= f (l - e~^' ).

ANSWERS.

218

((J)

ce ^

R
^

= ce

(e) i

{B

sin ut

Lw cos at).

^ (B

sin wt

La cos ut)

-\

-\

J-g sin (6o)J + e) - i6u cos (6(o + )}.

"^^,

n,

t_

35.

(a)

= ^rj'e^/'(0c? +

cij1.

(_

(6) i

= ce

1^

"B.

(c)

ce "".

t_

(d)

i=ce *"+,
1

~5o

36.

^".
Jc^

(cosat

(?

(6)

q=

_L

=?- e^7(0* + ce

(a)

+ BCasinut).

07^(1)2

*".

Qe

'"',

wliere

is

the charge at time

= 0.

37.

(c) g

= C +

(d) g

ce~^.

^' +

ce

-_^^__ (sin at-RCa cos

,).

s^ '^^^^o'^+l-^

>
CHAPTER

VI.

Art. SO.
3.

a;

= cie^' +

cac-^.

= e2^(ci +

cax)

i.

x= Ciel" + C2e~t'.

Art. 51.
1.

3^

+ Cse-"^.

?/= e-'^Cd

2.

C2a;

+ C8a;2)+ c^e^.

Art. 52.
3.

= e''(ci +

C2x)sin x

e'(cs

+ C4a;)cos .

Art. 58.
2.

2/

cie

4.

+ Cae-"^ - 2 - 5

e^'Cci

e^)

a;.

cse-*"

3.

+ e'*

e-'{cx

f f e-5

c^x)

+ - e^.

fe^'^'XCdx)'.

ANSWERS.

219

Art. 60.
3.

3/

= e~2"'(cicos +
a;

4.

C2sin--a;j

e"^(cs

+ |a;)+

^e^'-

1.

= e'{ax+ 6)+|e?^
Art. 61.

Cie-^

3.

j;

3.

^ = C\e^

4.

1/

e' (C2

cos

V3 +

Cs sin

a;

VSa;) + J(k*

-+

1).

Art. 62.

-\-

ce~"

r}^ sin J

CiB-'^

e^fcicos
sin 3

a;

ai

a;.

27 cos 3

a:

730

r
2.

= cxe-" +

3.

j/

= ccos(V2a; +

Cje-^

'^

sin

4'

cos x

Art. 63.

+ -^^ (11 sin


a;

o)

x\

Casin

7 cos

a;).

+ -^(lla;2-12a;+|5'\+|!(4sin2a;-cos2x)
Art. 64.

2.

3.

= ciCos(2a; + o)+ ^aisina; f cosa;.


^ = CieC + 026-* + sin + I cosx(l a;^).

j;

a;

a;

Page 80.
\..

(fiiff

Z.

cie-"'

cos

3.

2/

ci

4.

2/

= ciCOs2x+

Cje"^) cos

(a;

o)

(cse"^

046""^)

c^e^" cos (2

a;

sin x.

0)

cse"^*.

+ C3a;) + |--5^ + 4a;+^.

e-(c2

C2sin2a;

+ ^(e=-sin3a;)+i(2x2pfnx

5.

2/

6.

7.

2/

Cie2

ci

+ c2e- + ^,-^+2

C2e3

+ yV(6a; + 5) + 2 5 TO + 6
a;e"'

= Cie-2'^ +

Cae^

Cge"

+ ^x +

i).

1).

220

AJSrSWERS.

8-

ci

9.

cie'

10.

= c sin

(na;

11.

2/

= (a +

6x)sin x

2,

CiX

c^e^

^fcs siu-^a;

cge-^"^

a) (aa:

+ d cos

a;^

13.

cicos(ax

- J ax'

+ I'l (a; + U).


6)

/"^'"^^

9x^-xi
^^^ ^
+ (c + dx)cos x + ^1^ +
48

12

12.

fex^

a)

+ ^liM^ +

^25if^M^2^a?!.

a^

y=(c + C2X)e+^(2x2_4K +

_ 96(2a: + 3)

3).

__3i

J-

11.

= cie + 026-""^ + c^ sin (aa; + a) -* 24 o-*.


= ci + cax + e^(c3 + c^x) + x^ + ^x^.
y = cxe" + Cid-" + Cs sin (x + a) J e* cos x.

18.

19.

2/

= Cie- +

20.

2/

15.

2/

16.

J/

,V3_
Vcicos
x+
,

cie-^

V^

, :
czsin
ia;]-,Jj(2cos2a;

22.
23.

24.
25.

3sin2a;).

p2i

+ cae*"

12 V

21.

12 j

= ce*sin(V3a; + a)+ ^e'^cosx.


y = e-''(ci + 62X + cgx^) + ^x'e-'.
y = e2='(ci + cax) + e-(c3 + Ctx) + J e"^(x2 + 2 x + J).
= e'(ci + C2X + csx^ + J xs + x4)
= cie" + cze-'^ J(xsinx + oosx)+ -^xe''(2z^ 8x'+
jfij

2/

!/

2^

26.

27.

^8.

2/

=
=
=

29.

2/

Cie*"

Cze"^

^{2 sin 3 x +

cos 3 x)

+ C2 cos x + Cs sin x) + xe' +


Cie5 + cje** + x + t^.
e2(ci + cjx) + cae'''' + J e*. J
X

ca

+ .^
(3 sinx 130^

cos

11 cos x)
^

cos 2 x).

e'(ci

cie-"'

(sin 2 x +

9).

+ Ca sin

t^(cos x

3 sin x)

).

- xeYsin^^ + VS cos^Y
I

ANSWERS.

CHAPTER

221

VII.

Alt. 65.

= cx^ cos ['a/3,log +

2.

a;

x''.

Art. 66.
3.

!/

= (c, +

C2 log a;)sin log

a;

+ (ca +

c^ log a;)cos log x.

Art. 69.
2.

= x-Hci + c^\ogx-) + ^-

3.

!/=cia;-Hc2x*-

g+

+ iy

Art. 71.

= i5 +

2 x)2 [ci(5

1.

2.

!/=(29;-l)[ci

2 a;)^2+ C2(5

C2(2a;-l)2

Page

1.

= Cia;2 + a;2(c2a;

%.

= X\Cx +

4.

2/

= ci(x +

i.

6.

2/

a)2

8.

logx

C2(x

CsX

2 x)-'^^].

C3(2a;-l)

].

91.

)- ^-

2-

2/

= V-i +

CiX-"

+ x-H\

5
C3(l0gx)2].

a)3

+ 3jl.
o

= x-\c\ + C2 logx) + C3X.


= x(ci cos log X + C2 sin log x +

+ x-i(C8 + 2 log x)
x" + 52x +
4log(x
C3 + C *
,^-, /^-T
/
^ +1)^ +
y = r[ci + C2log(x + l)]Vx+l+-^5
^jxs
'^^''
Vx + 1
x
y = CiX + C2X-i +
^^_^
1

7.

C2

>=

9.

I/

10.

2/

= x2(Ci +

C2l0gX)

5)

+ ^^J^3^-

11.

= C.F. of Ex. 3, Art. 66, + (log x)^ + 2 log x - 3.


y = x(ci + C2 log X) + csx-i + J x-i log X.

12.

WzziflOg-^ +Cil0gX +
X\

X 1

C2).
/

51

ANSWERS.

222
13.

= x'"{cism log k" +

14.

= a;2(cia;*^ +

C2

Ci/c-^^)

cos log x"

+ X + 4fOJ.

log x)

+ 6 cos log x)

(5 sin log a;

uC

(27 sin logs;

CHAPTER

191 cos logx).

VIII.

Art. 75.

4.

e^^'y

6.

dy

= i(e^xdx +

CiCe'^dx

+ cj.

= V^y^T^dx.

7.

aj/^

+ CiK^ = cj.

Art. 76.
2.

3/

3.

= Ci + CaK + Csx^ H

4.

= ci +
y = Ci +

2.

3.

Vci2/2

4.

OK

[-

CbK"-'

+ 1=|m +

+ CaX^ + CiX^ + ^x^ log x.


4 k cos x.
C2X + (6 a;2) sin
C2X

a;

Art. 77.
a;

= 2 a*(!/* +y

+ Cj.
log( Vc^/ + Vl + 61^) = aciv^ + C2.

2 ci) (y*

ci)*

a;

= log(^ + V^'^ +

Ci)

C2,

or y

ci'e""'

Cs'e-"*.

Art. 78.
2.

2(2/-6) = e'-
4.

e-('-).

16 cx^y

3.

j/

= 4 (cia; +

+ (ci^ + 1) log (a; + CiX + cj.

cja;

a^)i

ci)

Art. 79.

+ C2.
= x^ + CiX + Ci.

1.

e-""

2.

y''

c-iX

3.

log y

4.

sin (ci

+ c^e ".
2 V2 ^) = c^e'^.
Cifi"'

Art. 80.
1.

Z.

= ci sin ax + Cj cos ax + c^x + Cj.


=
Cie"" + Cae-"" + cs + 040; + cex^ +
y
y

a?(jofi

- m")

Cj.

ANSWERS.

3.

J^

ci

+ C2S + a;^(c8a;

= Ci + C2X +

+ C4a;
_

nZ
Csx^ cosi -i^!i
5

/ ^ /4

223

^
1

when a<i,

X\
log - when
1

> ^.

Ca.

Art. 81.
2ci^

2.

15

4.

2/

= ci2e+e

+ C2.

3.

ciloga;

= 8(a; + Cj)^ + C2X + cs.


Art. 82.

^-H^+A + 2tAt7 + 2.4.6'3.7.11 + -)


1.3.3.7

1.3

1.3. 6-3.

-11

r.2

6.

2/

= ^l[l-Ji.M + l.^+n-n-2.re +

l.ji

+ 3.^

+ B(x-n-l-n + 2^+n-l-n-S-n + 2.n + 4~


V
*

[3

2.2n-l

ii

2.4.2re-1.2re-3

+^a;--i('l+"+^-^+^x-H''+'""+^-"+^-"+*a:-^+-V
2.2n+3
2.4.2i + 3.2n+5
>/

\,

Page 107.
.'

^fx^^ay+^y-'^-

^-

^'S.+ ^fx+-'y

=''+'=

S.
= ci + Cja; + cae'" + Cie""".
= cW^^ + C2.
(1 +
+ a;2)2/ = cia;2 + C2X + Ca. 6. Cit^ = C2e=' - nVT+o^c?.
7. xyy/x'^ 1 = sec-i
+ CiVa;^ - 1 + c^ log + Vx^ - 1) + cj.
9. y = ci sin-i
= C2 - sln-i Cie-.
+ (sin-i xy + c^
8.

2.

2ay +

3.

a;

2/

x^

a;

2/

(a:

a;

224

AN8WMBS.
10.

ci sin2

a;

11.

C2e"^(x

axlogx

C2

1)

12.

2/

13.

log,-l=L_.

cix

cos x

cix

C2 sin^x

j/

ci fxe"' i x-^e-'^(^dx)^

c.

ca.

^4_

y=;xHc.x+cs+^+5Hl2x.

15.

2/

1^

C1X+C2

16.

log tan -

e-="=^ re""^(cix

C2)(?x

= Cie-' +

smx-

"""^

cae

C2

16

ie^-

2
17.

21.

!/

= ci(l -xcotx) + C2Cotx.


19. (CiX + 62)2 +

= logsecaK(x

alog(j/

18.

6)

= x + c.

Cl!/2.

c).

CHAPTER

IX.

Art. 87.

y=:Ax + Bx(x-^ei^dx +

2.

3.

2/

= ^e +

JSe3'(4a;8-

42x2+

150

X- 183).

l.

4.

2/

=X

cifx

+ -V
x/

Art. 88.
2

3.

= ae^ + Cze^'J

e*

2
"'(j,.

i.

= ae^ +

cae^ fx-^e^'^'^dx.

Art. 91.

-
2.

3.

2/

(cisin -\/6x

2/

ce

C2COS

^x^sin

V6x)

/~

( logx + o).

secx.

4.

= e'(ciX^ + cix)

Art. 92.
2.

2/

= csmY21ogtan|+ay
4.

2/
"

Ci

3.

?/

cisin (x2

aV

cos-^+ Casin-^ H
2x2

2x2^

0)

x''
-

AN S WEBS.

225

Page 120.
1.

5.

a).

6.

y = ce^'"' sin {xVb + a).

4.

2.

xy

S.

!/

= c sin (nx +

ex sin ()ix

8.

2/

9,

2/

a;^

a;

11.

2y

Vl +

= e-'^iciS''^ + Cie-''^).
= e(Ciloga; + C2).
= cix + C2(x sin-i x + Vl - x^) x(l - x^)^.
^ = cix + C2 cos X.
= cix^ + C2X + Ca x^ I x-'e-^dx x x'h'^dxy

1.

10.

14.

a).

= Ci log (k + VI + x^) + Cj.


y = cje* + C2e'"^(4 x^ 42x^ + 150 183)

= l(cie"'+C2e-^).

2/

12.

2/

= Cie"

13.

2/

= x(cxe2=

='"""'*

+ C2X
+ C2 x).

Cix

15.

!/

= cism

16.

= ci sin (m Vx^

C2e-=~-'*.

x-^e

^dx

17.

19.

j/^

ho.

-vl

x-^e

<

'

cx^

+ cix.
J

c cos

o).

CHAPTER

xe ^f{x) (dxy.

X.

Page 124.
1.

The

circle of radius

2.

Acatenary,

3.

y^ -\-{x

4.

(x

2/

= -(e

ay =

cr',

ay = 4 o{y

'

+e

circles
c),

\.

'

whose centres are on the

x-axis.

a system of parabolas whose axes are parallel

to the axis of y.
5.

+ Ci = c vers-i- V2 c^ circle

6.

The

ellipses

k2 times

the cycloid obtained

aV + t^( - c)^ = *>

if

rolling

any

the cube of the normal

a'^y^

- k^(x -

cy

a*,

if

is

the cube of the normal

+ times the radius of curvature.


set of parabolas if no constant is introduced at the

is

by

the radius of curvature.

The hyperbolas

y'^,

along the x-axis from any point.

K^

first

integration.

ANSWERS.

226
7.

The

elastic

curve represented by the equation

- (a;2 -

{4 k2
8.

9.

lo.

a2)2jj

dy

= (a;^ -

a^)dx.

s = ciB"' + cae-K', when accel = k^ distance from the fixed point.


s = ci sin (Kt + Ci), when accel = k^ distance from the fixed point.
s

The
i

iat^

relation

o<

So-

between time of motion and the distance passed over

-^^^{-Vs^ cs +

ci

c log

(Vs

+ Vi^^)},

is

according as the

^2

acceleration

is

s2

11.

= log cosh

nt, if

the resistance of the air

is

n^
the velocity.

12.

"

times the square of


g

if

the acceleration

k times the

is

cube of the

velocity.

13.

T = 2Tr-\}-^^

MH

Magnetism,
14.

s=l + (so
Hint

p. 85.)

V)

Put

(Emtage, Mathematical Theory of Electricity and

cos

Kt,

sl

equal to a

16.

-^,

17.

if

acceleration

t_

+ Cie
where

Same

19.

21.

+ Cae
Ti =

^1

where

Kt,

variable.

-^
^jfeV'CO*}

_t_
'i,

^^ ^

and T^

^^-

as in 17 with /() substituted tovf'(t).

2i(ci+C2)-

20.

Cie-' sin (v'iu^-k^i+cj) for

= cie-(-^'<''-<"2)< +
6 /(/ = P(3 IH - a;3)
9-0.

2.

is

new

sin

je ''ij"eV'(0*-e

18.

= k(so

u>k

i=:7sin

!:

Vie

C2e-(''+^^ "=)' for


23.

w< k.
= )(4 i^x - a;*).

24 .B/j/

ANSWERS.
24.

The general solution


.

On

227

is

= ^coshV|.+ ^sinh^^. + || + ^^.

applying the conditions

and therefore,

^^
2

(Jf

Ex. 22 to determine the constants,

WMI-,

(1

-B

= 0;

cosh -y/^- x^

^m

CHAPTER

2Q

XI.

Art. 98.
2.

a;

3.

a;

= Cie-5'

i.

5.

x=

= e^[{A- B)cost + (A + B)smt'\.


+ C2e' + fe2'-|-i|, y = -cie-^ c^e' + ^e^ - it- ^l

e'(^cos

Bsint), y

-\-

cie-'+C2e-'+-V- -'' 2/=-Cie-+4c2e-6'y-++'-

(ci+C20e' + (C3 + C40e"'i 2j/=(C2-Ci-C20e'-(c8 + C4+C40e-'.

Art. 99.
3.

x^

= g^ + ci,

x3

4.

2,3 _|_ C2.

= ;^^
log ^ +

5.

X^

6.

ax2

J/'

x'

Ci',

6j/2

c2

+-=

= ci,

ci,

- X = cxy.

C2.

a2x2

h'^y'^

i.

6.

y(x

c^z^

= cj.

Art. 103.
3.
5,

(y + z)e' = e.
e^(jf + z2 + x) =

c.

cy -y log 2 = 0.
+ z)=c(y + z).

Page 143.

1.

2.

= (ci sin + C2 cos )

3.

4.

cie"?'

^ e2'

e',

+1=

+ -^

Cae"'

+ ie^-

e'.

7^-

y=Ke2- ci) sin - (C2 + ci) cos J]e-* - ^f- + Jy"


= (ci + C2X) 6=^+3 Cse-^'' - J x, = 2 (3 C2 - Ci - C2x)
X = cie-2' + cae-^' - ,^-5 + A - i-e'.
!/

e^

Cse"!"'

-f

ANSWERS.

228

+ y + z = c.
10. (M + z) ( + c) + z(k - m) = 0.
- M + a;% = c.
11- x^ +
=
6)2
+ (!/
log xyz

9.

6.

'

x^+y^+e^=cu x^+y'z^=Ci.

~^'^~jr~

a;2,2

(X _

z2 ^.

12.

ft2.

a)2

= ci cos V3 8 + C2 sin V3 + cs cos V2 + ci sin V2


- tII^ e3' + ^V ies* - tV - i cos 2
= -3 ci cos V3 - 3 C2 sin V3 { - 2 C3 cos V2 - 2 C4 sin V2
{

f,

13.
2/

14.

M
+
V2
^1-1/2

e^^fci cos

c, sin

2/

= e^fci sin
X
y

15.

=
=
=

c.

cos

MU
V2/

MU

e" ^2(03 cos


V

+ 02 cos /ci+ 03,


61 sin Kf + 62 cos Kt + 63,
ci sin Ki + C2 cos xt + cs,
where k^ = P + m' + n'' and

sin :^')

v^/

V'2

e" ^2f c, cos

v'2/

^+ a

M
_
V2

C3 sin

^y
v'2/

Oi sin kJ

the arbitrary constants are con-

nected by the following relations

mci

n5i

_ nai

02
Zai

le.

See Forsyth,

17.

miy

Ici

Diff. Eq.,

6i

Ex.

= cie(<'+'^''''*' +

3,

Art. 174

Johnson,

Diff. Eq., Art. 242.

c2e-(''+'"i''''*',

where mi and m^ are the roots

When

j^

C2

+ ci = 0,^ = ^ = ^.

Ex. 16, p. 269, Johnson, Diff. Eq.


18.

_ Ibi mai _

t>2

of a'm^

Ex.

+(a b)m

4, p.

= 0.

270, Forsyth, Diff. Eq.

and vertical lines through the starting point


motion are taken for the x and y axes, the equation

the horizontal

in the plane of
of the path

is

= vot cos

and the elimination

of

4>,

= vdt sin

^ gfi

gives the parabola y=xta-n(p ig-

va' cos-*

19.

Axes being chosen


;

as in Ex. 18,

= Hocos 0(1 - e-"},

= -^-t + ^"""/ +

^ (1

").

ANSWERS.
20.

For upper sign


For lower sign

the hyperbola

(ai!/

229

6ia;)(M 02y) = (ai62a2&i)''-

the ellipse (aiybix)^ +(^a-iybixy=(aib2aibi)\

CHAPTER

XII.

Art. 108.
2.

z=px +

qy

3.

pq.

4.

q.

dx

Vax^

ax

= pq.

= (w +

nq)x.

+ 2^)-

= 2yp^.

5.

dy

\dyl

dy^

Art. 109.
2.

yp^xq = 0.

3.

(?

ip)^

dx^^dy

(g

P)

dx'

dy'

Art. 116.

mt/

0(a;''

2.

=e0(a;-J/).

3.

ix

4.

i_l=//'i_lV

5.

/(a;2-22, a;S-!/')=0.

\x

rez

2/'*

z)
Art. 117.

a:2,.-3

2.

^(|.^).

Art. 119.
3

z=a{x +
V

^^zz^Vc.

2+VlO

4-

= ma; + 2/e" + c

5.

= ax+^+h.
a
Art. 120.

2.

aa;

by

-iVab.

Art. 121.
2.

gVteJ+l-i

= (x +

ay

+ cy + B)2 + 4.
[2Vz2-4o2 - 4 a^ log ( + Vi^^^Io^)] = 4(x +

ay

j^2^a_

4.

4c(3

5.

^2

_[.

3.

a)

(2

a2)3

c)".

(x

6).

ANSWERS.

230

Art. 122.
2.

at

= (x +

a)t

3.

=ax +

aPy^

g^

6.

gVa''

(!/ -I-

g^

a)t

6.

b.

y Vj/i'

- a' +

4.

S.

g^ log

a:
2/

= ^(2 a;

= (a; +

a) (^

Another form
3.

C.I. is s2

6), S.I. is 3

a''

= 0.

of the C.I. is

= aV + (aa; +

2Va = - +

6)*.

Art.

= f(a;+ a)t + f
+ Va?" + ^ ^_
+ V2/2 _ o2

Art. 123.
2.

a)^

ay

1).

+ 6.
- a)t +

a^^
(j(

6.

ANSWERS.

231

Art. 133.
2.

<l>(.x^y)

3.

+ xi^(,x'h/) + ^-

0(a;2

+i/(x^-

2,2)

(Put x for i x^, y for ^

y^).

^2.)

Page 187.

2-2

2^1 _ j.

2.

a;2^.2,-2 4.

y-^ = ^l^^^Z^\.
s-c
Vs-cy

9.

J^^^::^,

?^l^\

+ 2/) +

8.

Vx2

10.

fi.

+ 2/)}e!'- =

{ z^tan

12.

VTT^ - logi+^^S^ = X + ay +

13.

a;2

17.

ax

ax

6j/

^g^

(1)

+ cVl +

+ (1 - Va)'h/ +

2z=(-+a2/y +
(3) z

21.

a log (x2

^2

+ 2/2) +

b.

= a;i-0('^V
\x/

0(a;2/z).

(^ - il) }

6.

ax

'

c.

nVn2_4
a2

az

&;

(2)

S.I. is x2

62.

18.

6.

19.
20.

.#.

= as^ + 2V^ + 6.
(g-6-alogx)2 = 4a22/.
z

2/2

2/

{cos(a;

16.

+ +=

11.

14.

+(1 - ac)y +

aex

sin(x

alogg

6.

1=
z = X2/

axes

2/2

ai2

z'^

a^e^y

c2

b.

06"+"".

+2/ Vx2

= xy + xVf+ a^ +

Vn^ *"'| +

61

62.

(C'hange to polar co-ordi-

nates.)

22

AL/-l'=^!!iL+ riL.
m+1 +l
2-i

23.

= av^Ti+ vT:^^-/^^ +

24.

axy

a2(x

2/)

6-

&.

(P"t xy

Vx + = M, Vx-2/ = )
x + = w.)

(Put

= v,

i/

?/

ANSWEBS.

232
25.

Vl + as =2y/x +

26.

iifly^

ay

^(y)losx

= xy + F(_x)+'p(y).
= x<t>{z)+^j/(z).

b.

27.

zy^

^(y).

28.

30.

= 0Cz)+i/'(a; + y + z).
(n - l)s2/ + OK = e(''-i)*i|J'(j;) +f(y).

31.

39.

a;

= j'e-J>(='>*'reJ>W'^i;'(y)da; +

0(2;)l(ia;

+ ^(v).

34.

= iyx!^logx + x^(y-)+^(>(y).
= I a^,, ^xy + <j>(y)+ e-^(y).
iz = xV + Hy)+^{x).

35.

= - ^^** +

^+

-F(y

36.

2^

+ x<l>{ax +

= iZ-Caa; +hy + cz).

37.

30=aa;(^2-l)(2/2

38.

^z

32.
33.

hy

cz)

6a;)

+ /(J' -

ax)-

+ 2)+0(a;)vT=r^^

(>xV+{<t>i-'Y'Ji

+ yl'{y).

(K2/).

INDEX OP NAMES.
(The numbers refer to pages.)

Airy, 205.

Gauss, 107, 202.

Aldis, 150, 153.

Gilbert, 193.
Glaisher, 48, 106.

Bedell, 145.

Goursat, 207.
Gray, 106.

Bernoulli, 28.
Bessell, 105, 106.

Bocher, 207.
Boole, 23, fi(i, 206.
Boussinesq, 206.
Briot and Bouquet, 193, 194, 203.

Halphen, 204, 205.


Heffter, 207.
Hilhert, 190, 194.
Hill, 49.

Brooks, 204.
Byerly, 105, 106, 169, 184, 205.

Hoiiel, 206.

Cajori, 202.

Johnson,

Hymers,

Cauchy, 193, 194, 203.

206.
25, 48, 80, 105, 106, 107, 111,

138, 149, 168, 176, 180, 205, 206.

.Cayley, 40, 48.


Charpit, 166.
Chrystal, 49.

Jordan, 206.
Klein, 207.

Clairaut, 36, 40, 44.


Craig, 202, 203, 204, 207.

Koenigsberger, 193, 206.

D'Alembert, 146, 173.

Lagrange, 40, 114, 151, 154, 155, 166.


Lagnerre, 204.

De Martres, 200.
De Morgan, 205.
DuBois-Eeymond,

Kowalevsky,

Lamb,

184.

Laplace, 105, 182, 184.


Laurent, 206.

206.

Duhamel,

206.

Edwards,

4, 5, 48, 52, 54, 149, 183, 184,

Legendre,

90, 105, 184.

Leibniz, 27, 40.


Lie, 202, 204, 207.
Liouville, 200.

205.

Emtage,

194.

126, 183, 185.

Euler, 64, 107, 146.

Lipschitz, 193.

Fiske, 193.

Mansion,

Forsyth, 48, 69, 80, 86, 94, 101, 106, 107,

Mathews,

193, 207.
106, 203, 207.
54, 65, 196, 197.

111, 116, 138, 159, 168, 172, 202,

McMahon,

205, 206.

Meray, 193.
Merriman, 126, 127.
Merriman and Woodward, 54,

Puchs, 203.

202.

Galois, 204.

233

127, 176,

INDEX OF NAMES.

234
Moigno,

Monge,

25, 193, 206.

171.

Newton,

27.

Riccati, 105, 106.

Biemann,

203, 206.

Schlesinger, 207.
Serret, 206.

Osborne, 205.

Smith, C, 150, 153, 160.


Smith, D. E., 202.

Page, 204, 207.

Stegemann, 205.

Painlevg, 206, 207.


Peirce, 183, 186.

Taylor, 40.

Picard, 193, 19i, 206.


Pockels, 207.
Poinear^, 207.
Poisson, 186.

Thomson and

Price, 206.

Todhunter,

Tait, 183, 185, 186.

106, 183.

Weierstrass, 193, 203.


Williamson, 4, 52, 149, 183, 184.

INDEX OF SUBJECTS.
(The numbers refer to pages.)

Applications to geometry, 50-58, 121,


134,140,141,158.

mechanics,

Equation, Equations.
Invariants of, 204.

58, 122, 144.

Laplace's, 182.
Legendre's, 90, 105.
Linear, ordinary, 26, 28, 63, 64, 70,
82-84, 90, 101, 128.
Linear, partial, 153-158, 173.
Linear, simultaneous, 128-133.

physics, 62, 122, 126, 144, 145.


Auxiliary equation, 65-67, 175.
Bessel's equation, 105, 106.

Characteristic, 151.

Monge's, 171.

Charpit, method of, 166.


Clairaut's equation, 36, 44.
Complementary function, 63, 174, 179.
Condition that equation he exact, 18,
92, 197.

Constants of integration,

2, 149, 194,

195.

Criterion

for independence

of,

con-

Non-homogeneous,

of tac-locus, 45, 48, 49.

stants, 195.

Partial.

integrals, 197.

Partial,

definition,

derivation,

2,

146, 148.

of integrahility, 136, 138, 200.


Cuspidal locus, 47.

Derivation, of ordinary equations,


of partial equations, 146, 148.
Discriminant, 40.

16, 179.

not decomposahle, 32.


of cuspidal locus, 47-49.
of envelope, 42.
of hypergeometric series, 105, 107.
of nodal locus, 45, 48, 49.
of second order, 109-119.

Partial, linear, 153-158, 169-187.


Partial, linear homogeneous, 174178.

4.

Partial, linear
179-181.

non-homogeneous,

Partial non-linear, integrals of, 149,

Envelope, 41-44, 150.


Equation, Equations.
Auxiliary, 65-67, 175.

153.

Partial, of first order, 149-169.


Partial, of second and higher orders,

169-187.
Poisson's, 186.
Reduction to equiyalentsystem,189.

Bessel's, 105, 106.

Clairaut's, 36, 44.

Decomposahle,
Definitions,

31.

Eiccati's, 105, 106.


Simultaneous, 128-134.

1, 17, 92, 146.

Derivation of, 4, 146, 148.


Exact, 17-19, 92-94, 197.
Geometrical meaning, 8-10,

134,

Transformation

140, 142, 158.

Homogeneous,

Single integrable, 136, 138, 200.


Single non-integrable, 142.

15, 35, 82-84, 90, 138,

Works

174.

235

of, 28, 90, 114, 115,

117, 182.

on, 205-207.

INDEX OF SUBJECTS.

236

Existence Theorem, 190.

Monge's equations, method,

Factors, integrating, 21-26.

Nodal

Geometrical meaning, 8-10,

134, 140,

142, 158.

Geometry.

See applications.

171.

locus, 45, 48, 49.

Particular integrals. See integral.


Physics, applications to. See applications.

Poisson's equation, 186.

Homogeneous. See equation.


Hypergeometric series, equation

of,

105, 107.

Integrability, criterioti of,

136,

138,

cients, 199.

200.

Integral, integrals

and

Reduction of equations to equivalent


system, 189.
Relation between integrals. 111.
Relation between integrals and coeffi-

also see solution.

Removal

of second term, 115.

Riccati's equation, 105, 106.

coefficients, 199.

complete, 64, 149.


Series, equation

first, 94.

general, 150.
of linear partial equations, 153.
of simultaneous equations, 133.
particular, G, 64, 73-80, 87-90, 149,
176, 180.

singular, 150.

See con-

constants of.

Integration,

38, 48.
67, 68.

Symbolic function

stants.

Integrating factors, 21-26.


Invariants, 204.

hypergeometric,

integration in, 101.


also see integrals.
Spherical harmonics, 183, 184.
Standard forms, 159-165.

Solutions, 2, 6

Summary,
Symbol J),

relation between. 111.

of

105, 107.

70.

Symbolic functions/(fl),-i^,

Symbolic functions /(D, D'),


Lagrange's solution, 154, 155.

Lagrangean

f{.D,m

174, 176.

lines, 155.

Laplace's equation, 182.


Legendre's equation, 105.
Locus, 8, 42, 45, 47-49, 141, 151.

Mechanics, applications

86.

to.

Tac-locus, 45, 48, 49.


Theories, modern, 202.
Trajectories, 55-57.

See appli- Transformations.

See equations.

cations.

Modem

theories, 202.

Works on

differential equations, 205.

1^^

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