# schaum's easy outline: differential equations (schaum's outline series)

Post on 22-Dec-2016

244 views

Embed Size (px)

TRANSCRIPT

SCHAUMS Easy OUTLINES

DIFFERENTIALEQUATIONS

Other Books in SchaumsEasy Outlines Series Include:

Schaums Easy Outline: CalculusSchaums Easy Outline: College AlgebraSchaums Easy Outline: College MathematicsSchaums Easy Outline: Discrete MathematicsSchaums Easy Outline: Elementary AlgebraSchaums Easy Outline: GeometrySchaums Easy Outline: Linear AlgebraSchaums Easy Outline: Mathematical Handbook

of Formulas and TablesSchaums Easy Outline: PrecalculusSchaums Easy Outline: Probability and StatisticsSchaums Easy Outline: StatisticsSchaums Easy Outline: TrigonometrySchaums Easy Outline: Business StatisticsSchaums Easy Outline: Principles of AccountingSchaums Easy Outline: Principles of EconomicsSchaums Easy Outline: BiologySchaums Easy Outline: BiochemistrySchaums Easy Outline: Molecular and Cell BiologySchaums Easy Outline: College ChemistrySchaums Easy Outline: GeneticsSchaums Easy Outline: Human Anatomy

and PhysiologySchaums Easy Outline: Organic ChemistrySchaums Easy Outline: PhysicsSchaums Easy Outline: Applied PhysicsSchaums Easy Outline: Programming with C++Schaums Easy Outline: Programming with JavaSchaums Easy Outline: Basic ElectricitySchaums Easy Outline: ElectromagneticsSchaums Easy Outline: Introduction to PsychologySchaums Easy Outline: FrenchSchaums Easy Outline: German Schaums Easy Outline: SpanishSchaums Easy Outline: Writing and Grammar

SCHAUMS Easy OUTLINES

DIFFERENTIALEQUATIONS

B a s e d o n S c h a u m s

Out l ine o f Theory and Problems o f

Di f ferent ia l Equat ions , Second Edi t ion

b y R i c h a r d B r o n s o n , Ph.D.

A b r i d g e m e n t E d i t o r

E r i n J . B r e d e n s t e i n e r , Ph.D.

S C H A U M S O U T L I N E S E R I E SM c G R AW - H I L L

New York Chicago San Francisco Lisbon London Madrid

Mexico City Milan New Delhi San Juan

Seoul Singapore Sydney Toronto

Copyright 2003 by The McGraw-Hill Companies, Inc. All rights reserved. Manufactured in the United States of

America. Except as permitted under the United States Copyright Act of 1976, no part of this publication may be repro-

duced or distributed in any form or by any means, or stored in a database or retrieval system, without the prior writ-

ten permission of the publisher.

0-07-142846-1

The material in this eBook also appears in the print version of this title: 0-07-140967-X

All trademarks are trademarks of their respective owners. Rather than put a trademark symbol after every occur-

rence of a trademarked name, we use names in an editorial fashion only, and to the benefit of the trademark owner,

with no intention of infringement of the trademark. Where such designations appear in this book, they have been

printed with initial caps.

McGraw-Hill eBooks are available at special quantity discounts to use as premiums and sales promotions, or for

use in corporate training programs. For more information, please contact George Hoare, Special Sales, at

george_hoare@mcgraw-hill.com or (212) 904-4069.

TERMS OF USEThis is a copyrighted work and The McGraw-Hill Companies, Inc. (McGraw-Hill) and its licensors reserve all

rights in and to the work. Use of this work is subject to these terms. Except as permitted under the Copyright Act

of 1976 and the right to store and retrieve one copy of the work, you may not decompile, disassemble, reverse engi-

neer, reproduce, modify, create derivative works based upon, transmit, distribute, disseminate, sell, publish or sub-

license the work or any part of it without McGraw-Hills prior consent. You may use the work for your own non-

commercial and personal use; any other use of the work is strictly prohibited. Your right to use the work may be

terminated if you fail to comply with these terms.

THE WORK IS PROVIDED AS IS. McGRAW-HILL AND ITS LICENSORS MAKE NO GUARANTEES OR

WARRANTIES AS TO THE ACCURACY, ADEQUACY OR COMPLETENESS OF OR RESULTS TO BE

OBTAINED FROM USING THE WORK, INCLUDING ANY INFORMATION THAT CAN BE ACCESSED

THROUGH THE WORK VIA HYPERLINK OR OTHERWISE, AND EXPRESSLY DISCLAIM ANY WAR-

RANTY, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO IMPLIED WARRANTIES OF MER-

CHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE. McGraw-Hill and its licensors do not warrant

or guarantee that the functions contained in the work will meet your requirements or that its operation will be unin-

terrupted or error free. Neither McGraw-Hill nor its licensors shall be liable to you or anyone else for any inaccu-

racy, error or omission, regardless of cause, in the work or for any damages resulting therefrom. McGraw-Hill has

no responsibility for the content of any information accessed through the work. Under no circumstances shall

McGraw-Hill and/or its licensors be liable for any indirect, incidental, special, punitive, consequential or similar

damages that result from the use of or inability to use the work, even if any of them has been advised of the possi-

bility of such damages. This limitation of liability shall apply to any claim or cause whatsoever whether such claim

or cause arises in contract, tort or otherwise.

DOI: 10.1036/0071428461

Want to learn more?

We hope you enjoy this McGraw-Hill eBook!If you d like more information about thisbook, its author, or related books and websites,please click here.

8,

Contents

v

Chapter 1 Basic Concepts and ClassifyingDifferential Equations 1

Chapter 2 Solutions of First-Order Differential Equations 8

Chapter 3 Applications of First-Order Differential Equations 20

Chapter 4 Linear Differential Equations: Theory of Solutions 29

Chapter 5 Solutions of Linear HomogeneousDifferential Equations with Constant Coefficients 33

Chapter 6 Solutions of Linear Nonhomogeneous Equations and Initial-Value Problems 39

Chapter 7 Applications of Second-Order Linear Differential Equations 47

Chapter 8 Laplace Transforms and InverseLaplace Transforms 55

Chapter 9 Solutions by Laplace Transforms 65Chapter 10 Matrices and the Matrix

Exponential 69Chapter 11 Solutions of Linear Differential

Equations with Constant Coefficients by Matrix Methods 78

For more information about this title, click here.

Copyright 2003 by The McGraw-Hill Companies, Inc. Click Here for Terms of Use.

Chapter 12 Power Series Solutions 85Chapter 13 Gamma and Bessel Functions 98Chapter 14 Numerical Methods 104Chapter 15 Boundary-Value Problems

and Fourier Series 115Appendix Laplace Transforms 124Index 133

vi DIFFERENTIAL EQUATIONS

Chapter 1

Basic Conceptsand Classifying

DifferentialEquations

In This Chapter:

Differential Equations Notation Solutions Initial-Value and Boundary-Value

Problems Standard and Differential Forms Linear Equations Bernoulli Equations Homogeneous Equations Separable Equations Exact Equations

1Copyright 2003 by The McGraw-Hill Companies, Inc. Click Here for Terms of Use.

Differential Equations

A differential equation is an equation involving an unknown function andits derivatives.

Example 1.1: The following are differential equations involving the un-known function y.

(1.1)

(1.2)

(1.3)

(1.4)

(1.5)

Adifferential equation is an ordinary differential equation if the unknownfunction depends on only one independent variable. If the unknown func-tion depends on two or more independent variables, the differential equa-tion is a partial differential equation. In this book we will be concernedsolely with ordinary differential equations.

Example 1.2: Equations 1.1 through 1.4 are examples of ordinary differ-ential equations, since the unknown function y depends solely on the vari-able x. Equation 1.5 is a partial differential equation, since y depends onboth the independent variables t and x.

=2

2

2

24 0y

t

y

x

d y

dxy

dy

dxy

dy

dxx

2

2

3 73

2

3 5

+ +

=

4 5 03

3

2

2d y

dxx

d y

dxxy+ + =(sin )

ed y

dx

dy

dxy

2

2

2

2 1+ =

dy

dxx= +5 3

2 DIFFERENTIAL EQUATIONS

Note!

The order of a differential equation is the order ofthe highest derivative appearing in the equation.

Example 1.3: Equation 1.1 is a first-order differential equation; 1.2, 1.4,and 1.5 are second-order differential equations. (Note in 1.4 that the or-der of the highest derivative appearing in the equation is two.) Equation1.3 is a third-order differential equation.

Notation

The expressions are often used to represent, re-spectively, the first, second, third, fourth, . . ., nth derivatives of y with re-spect to the independent variable under consideration. Thus, repre-

sents if the independent variable is x, but represents

if the independent variable is p. Observe that parenthesis are used in y(n)

to distinguish it from the nth power, yn. If the independent variable istime, usually denoted by t, primes are often replaced by dots. Thus,

represent, respectively.

Solutions

A solution of a differential equation in the unknown function y and theindependent variable x on the interval is a function y(x) that satisfiesthe differential equation identically for all x in .

Example 1.4: Is , where c1 and c2 are arbi-trary constants, a solution of ?

Differentiating y, we find y = 2c1cos2x 2c2 sin2x and y =. Hence, c x c x4 2 4 21 2sin cos

+ =y y4 0y x c x c x( ) sin cos= +1 22 2