elementary differential equations with boundary value problems william f. trench

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elementary differential equations with boundary value problems william f. trench

Contents

Chapter 1 Introduction 1
1.1 Applications Leading to Differential Equations
1.2 First Order Equations 5
1.3 Direction Fields for First Order Equations 16
Chapter 2 First Order Equations 30
2.1 Linear First Order Equations 30
2.2 Separable Equations 45
2.3 Existence and Uniqueness of Solutions of Nonlinear Equations 55
2.4 Transformation of Nonlinear Equations into Separable Equations 62
2.5 Exact Equations 73
2.6 Integrating Factors 82
Chapter 3 Numerical Methods
3.1 Euler’s Method 96
3.2 The Improved Euler Method and Related Methods 109
3.3 The Runge-Kutta Method 119
Chapter 4 Applications of First Order Equations1em 130
4.1 Growth and Decay 130
4.2 Cooling and Mixing 140
4.3 Elementary Mechanics 151
4.4 Autonomous Second Order Equations 162
4.5 Applications to Curves 179
Chapter 5 Linear Second Order Equations
5.1 Homogeneous Linear Equations 194
5.2 Constant Coefficient Homogeneous Equations 210
5.3 Nonhomgeneous Linear Equations 221
5.4 The Method of Undetermined Coefficients I 229
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5.5 The Method of Undetermined Coefficients II 238
5.6 Reduction of Order 248
5.7 Variation of Parameters 255
Chapter 6 Applcations of Linear Second Order Equations 268
6.1 Spring Problems I 268
6.2 Spring Problems II 279
6.3 The RLC Circuit 290
6.4 Motion Under a Central Force 296
Chapter 7 Series Solutions of Linear Second Order Equations
7.1 Review of Power Series 306
7.2 Series Solutions Near an Ordinary Point I 319
7.3 Series Solutions Near an Ordinary Point II 334
7.4 Regular Singular Points Euler Equations 342
7.5 The Method of Frobenius I 347
7.6 The Method of Frobenius II 364
7.7 The Method of Frobenius III 378
Chapter 8 Laplace Transforms
8.1 Introduction to the Laplace Transform 393
8.2 The Inverse Laplace Transform 405
8.3 Solution of Initial Value Problems 413
8.4 The Unit Step Function 419
8.5 Constant Coefficient Equations with Piecewise Continuous Forcing
Functions 430
8.6 Convolution 440
8.7 Constant Cofficient Equations with Impulses 452
8.8 A Brief Table of Laplace Transforms
Chapter 9 Linear Higher Order Equations
9.1 Introduction to Linear Higher Order Equations 465
9.2 Higher Order Constant Coefficient Homogeneous Equations 475
9.3 Undetermined Coefficients for Higher Order Equations 487
9.4 Variation of Parameters for Higher Order Equations 497
Chapter 10 Linear Systems of Differential Equations
10.1 Introduction to Systems of Differential Equations 507
10.2 Linear Systems of Differential Equations 515
10.3 Basic Theory of Homogeneous Linear Systems 521
10.4 Constant Coefficient Homogeneous Systems I 529
vi Contents
10.5 Constant Coefficient Homogeneous Systems II 542
10.6 Constant Coefficient Homogeneous Systems II 556
10.7 Variation of Parameters for Nonhomogeneous Linear Systems 568
Chapter 11 Boundary Value Problems and Fourier Expansions 580
11.1 Eigenvalue Problems for y00 + y = 0 580
11.2 Fourier Series I 586
11.3 Fourier Series II 603
Chapter 12 Fourier Solutions of Partial Differential Equations
12.1 The Heat Equation 618
12.2 The Wave Equation 630
12.3 Laplace’s Equation in Rectangular Coordinates 649
12.4 Laplace’s Equation in Polar Coordinates 666
Chapter 13 Boundary Value Problems for Second Order Linear Equations
13.1 Boundary Value Problems 676
13.2 Sturm–Liouville Problems 687

Preface

Elementary Differential Equations with Boundary Value Problems is written for students in science, engineering,
and mathematics who have completed calculus through partial differentiation. If your syllabus
includes Chapter 10 (Linear Systems of Differential Equations), your students should have some preparation
in linear algebra.
In writing this book I have been guided by the these principles:
• An elementary text should be written so the student can read it with comprehension without too
much pain. I have tried to put myself in the student’s place, and have chosen to err on the side of
too much detail rather than not enough.
• An elementary text can’t be better than its exercises. This text includes 2041 numbered exercises,
many with several parts. They range in difficulty from routine to very challenging.
• An elementary text should be written in an informal but mathematically accurate way, illustrated
by appropriate graphics. I have tried to formulate mathematical concepts succinctly in language
that students can understand. I have minimized the number of explicitly stated theorems and definitions,
preferring to deal with concepts in a more conversational way, copiously illustrated by
299 completely worked out examples. Where appropriate, concepts and results are depicted in 188
figures.
Although I believe that the computer is an immensely valuable tool for learning, doing, and writing
mathematics, the selection and treatment of topics in this text reflects my pedagogical orientation along
traditional lines. However, I have incorporated what I believe to be the best use of modern technology,
so you can select the level of technology that you want to include in your course. The text includes 414
exercises – identified by the symbols C and C/G – that call for graphics or computation and graphics.
There are also 79 laboratory exercises – identified by L – that require extensive use of technology. In
addition, several sections include informal advice on the use of technology. If you prefer not to emphasize
technology, simply ignore these exercises and the advice.
There are two schools of thought on whether techniques and applications should be treated together or
separately. I have chosen to separate them; thus, Chapter 2 deals with techniques for solving first order
equations, and Chapter 4 deals with applications. Similarly, Chapter 5 deals with techniques for solving
second order equations, and Chapter 6 deals with applications. However, the exercise sets of the sections
dealing with techniques include some applied problems.
Traditionally oriented elementary differential equations texts are occasionally criticized as being collections
of unrelated methods for solving miscellaneous problems. To some extent this is true; after all,
no single method applies to all situations. Nevertheless, I believe that one idea can go a long way toward
unifying some of the techniques for solving diverse problems: variation of parameters. I use variation of
parameters at the earliest opportunity in Section 2.1, to solve the nonhomogeneous linear equation, given
a nontrivial solution of the complementary equation. You may find this annoying, since most of us learned
that one should use integrating factors for this task, while perhaps mentioning the variation of parameters
option in an exercise. However, there’s little difference between the two approaches, since an integrating
factor is nothing more than the reciprocal of a nontrivial solution of the complementary equation. The
advantage of using variation of parameters here is that it introduces the concept in its simplest form and
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viii Preface
focuses the student’s attention on the idea of seeking a solution y of a differential equation by writing it
as y = uy1, where y1 is a known solution of related equation and u is a function to be determined. I use
this idea in nonstandard ways, as follows:
• In Section 2.4 to solve nonlinear first order equations, such as Bernoulli equations and nonlinear
homogeneous equations.
• In Chapter 3 for numerical solution of semilinear first order equations.
• In Section 5.2 to avoid the necessity of introducing complex exponentials in solving a second order
constant coefficient homogeneous equation with characteristic polynomials that have complex
zeros.
• In Sections 5.4, 5.5, and 9.3 for the method of undetermined coefficients. (If the method of annihilators
is your preferred approach to this problem, compare the labor involved in solving, for
example, y00 + y0 + y = x4ex by the method of annihilators and the method used in Section 5.4.)
Introducing variation of parameters as early as possible (Section 2.1) prepares the student for the concept
when it appears again in more complex forms in Section 5.6, where reduction of order is used not
merely to find a second solution of the complementary equation, but also to find the general solution of the
nonhomogeneous equation, and in Sections 5.7, 9.4, and 10.7, that treat the usual variation of parameters
problem for second and higher order linear equations and for linear systems.
Chapter 11 develops the theory of Fourier series. Section 11.1 discusses the five main eigenvalue problems
that arise in connection with the method of separation of variables for the heat and wave equations
and for Laplace’s equation over a rectangular domain:
Problem 1: y00 + y = 0, y(0) = 0, y(L) = 0
Problem 2: y00 + y = 0, y0(0) = 0, y0(L) = 0
Problem 3: y00 + y = 0, y(0) = 0, y0(L) = 0
Problem 4: y00 + y = 0, y0(0) = 0, y(L) = 0
Problem 5: y00 + y = 0, y(−L) = y(L), y0(−L) = y0(L)
These problems are handled in a unified way for example, a single theorem shows that the eigenvalues
of all five problems are nonnegative.
Section 11.2 presents the Fourier series expansion of functions defined on on [−L, L], interpreting it
as an expansion in terms of the eigenfunctions of Problem 5.
Section 11.3 presents the Fourier sine and cosine expansions of functions defined on [0, L], interpreting
them as expansions in terms of the eigenfunctions of Problems 1 and 2, respectively. In addition, Section
11.2 includes what I call themixed Fourier sine and cosine expansions, in terms of the eigenfunctions
of Problems 4 and 5, respectively. In all cases, the convergence properties of these series are deduced
from the convergence properties of the Fourier series discussed in Section 11.1.
Chapter 12 consists of four sections devoted to the heat equation, the wave equation, and Laplace’s
equation in rectangular and polar coordinates. For all three, I consider homogeneous boundary conditions
of the four types occurring in Problems 1-4. I present the method of separation of variables as a way of
choosing the appropriate form for the series expansion of the solution of the given problem, stating—
without belaboring the point—that the expansion may fall short of being an actual solution, and giving
an indication of conditions under which the formal solution is an actual solution. In particular, I found it
necessary to devote some detail to this question in connection with the wave equation in Section 12.2.
In Sections 12.1 (The Heat Equation) and 12.2 (The Wave Equation) I devote considerable effort to
devising examples and numerous exercises where the functions defining the initial conditions satisfy
Preface ix
the homogeneous boundary conditions. Similarly, in most of the examples and exercises Section 12.3
(Laplace’s Equation), the functions defining the boundary conditions on a given side of the rectangular
domain satisfy homogeneous boundary conditions at the endpoints of the same type (Dirichlet or Neumann)
as the boundary conditions imposed on adjacent sides of the region. Therefore the formal solutions
obtained in many of the examples and exercises are actual solutions.
Section 13.1 deals with two-point value problems for a second order ordinary differential equation.
Conditions for existence and uniqueness of solutions are given, and the construction of Green’s functions
is included.
Section 13.2 presents the elementary aspects of Sturm-Liouville theory.
You may also find the following to be of interest:
• Section 2.6 deals with integrating factors of the form μ = p(x)q(y), in addition to those of the
form μ = p(x) and μ = q(y) discussed in most texts.
• Section 4.4 makes phase plane analysis of nonlinear second order autonomous equations accessible
to students who have not taken linear algebra, since eigenvalues and eigenvectors do not enter
into the treatment. Phase plane analysis of constant coefficient linear systems is included in Sections
10.4-6.
• Section 4.5 presents an extensive discussion of applications of differential equations to curves.
• Section 6.4 studies motion under a central force, which may be useful to students interested in the
mathematics of satellite orbits.
• Sections 7.5-7 present the method of Frobenius in more detail than in most texts. The approach
is to systematize the computations in a way that avoids the necessity of substituting the unknown
Frobenius series into each equation. This leads to efficiency in the computation of the coefficients
of the Frobenius solution. It also clarifies the case where the roots of the indicial equation differ by
an integer (Section 7.7).
• The free Student SolutionsManual contains solutions of most of the even-numbered exercises.
• The free Instructor’s Solutions Manual is available by email to wtrench@trinity.edu, subject to
verification of the requestor’s faculty status.
The following observations may be helpful as you choose your syllabus:
• Section 2.3 is the only specific prerequisite for Chapter 3. To accomodate institutions that offer a
separate course in numerical analysis, Chapter 3 is not a prerequisite for any other section in the
text.
• The sections in Chapter 4 are independent of each other, and are not prerequisites for any of the
later chapters. This is also true of the sections in Chapter 6, except that Section 6.1 is a prerequisite
for Section 6.2.
• Chapters 7, 8, and 9 can be covered in any order after the topics selected from Chapter 5. For
example, you can proceed directly from Chapter 5 to Chapter 9.
• The second order Euler equation is discussed in Section 7.4, where it sets the stage for the method
of Frobenius. As noted at the beginning of Section 7.4, if you want to include Euler equations in
your syllabus while omitting the method of Frobenius, you can skip the introductory paragraphs
in Section 7.4 and begin with Definition 7.4.2. You can then cover Section 7.4 immediately after
Section 5.2.