Elementary

Differential
Equations
EIGHTH EDITION

Earl D. Rainville
Late Professor of Mathematics
University of Michigan

Phillip E. Bedient
Professor Emeritus of Mathematics
Franklin and Marshall College

Richard E. Bedient
Professor of Mathematics
Hamilton College

PRENTICE HALL, UPPER SADDLE RIVER, NJ 07458

Contents

Preface / xiii

1 Definitions,- Families of Curves / 1

1.1 Examples of Differential Equations / 1
1.2 Definitions / 2 / '
1.3 Families of Solutions / 5
1.4 Geometric Interpretation / 10
1.5 The Isoclines of an Equation / 12
1.6 An Existence Theorem / 14
1.7 Computer Supplement / 15

2 Equations of Order One / 18

2.1 Separation of Variables / 18
2.2 Homogeneous Functions / 24
2.3 Equations with Homogeneous Coefficients / 25
2.4 Exact Equations / 29
2.5 The Linear Equation of Order One / 35
2.6 The General Solution of a Linear Equation / 38
2.7 Computer Supplement / 43

3 Numerical Methods 45
3.1 General Remarks / 45
3.2 Euler's Method / 45
3.3 . A Modification of Euler's Method / 48
Contents

3.4 A Method of Successive Approximation / 49

3.5 An Improvement on the Method
- o f Successive Approximation / 51
3.6 The Use of Taylor's Theorem / 52
3.7 The Runge-Kutta Method / ^ 54
3.8 A Continuing Method / 58
3.9 Computer Supplement / 60

Elementary Applications / 62
4.1 Velocity of Escape from the Earth / 62
4.2 Newton's Law of Cooling / 64
4.3 Simple Chemical Conversion / 65
4.4 Logistic Growth and the Price of Commodities / 69
4.5 Computer Supplement / 73

Additional Topics on Equations of Order One / 75

5.1 Integrating Factors Found by Inspection / 75
5.2 The Determination of Integrating Factors / 79
5.3 Substitution Suggested by the Equation / 83
5.4 Bernoulli's Equation / 86
5.5 Coefficients Linear in the Two Variables / 89
5.6 Solutions Involving Nonelementary Integrals / 94
5.7 Computer Supplement / 97

Linear Differential Equations / 99

6.1 The General Linear Equation / 99
6.2 An Existence and Uniqueness Theorem / 100
6.3 Linear Independence / 102
6.4 The Wronskian / 103
6.5 General Solution of a Homogeneous Equation / 106
6.6 General Solution of a Nonhomogeneous Equation / 107
6.7 Differential Operators / 109
6.8 The Fundamental Laws of Operation / 111
6.9 Some Properties of Differential Operators / 113
6.10 Computer Supplement / 115
Contents

7 Linear Equations with Constant Coefficients / 117

7.1 Introduction / 117
""7.2- The Auxiliary Equation: Distinct Roots / 117
7.3 The Auxiliary Equation: Repeated Roots / 120
7.4 A Definition of exp z for Imaginary z I 123
7.5 The Auxiliary Equation: Imaginary Roots / 125
7.6 A Note on Hyperbolic Functions / 127
7.7 Computer Supplement / 132

8 Nonhomogeneous Equations:
Undetermined Coefficients / 134
8.1 Construction of a Homogeneous Equation
from a Specific Solution / 134 '
8.2 Solution of a Nonhomogeneous Equation / 137
8.3 The Method of Undetermined Coefficients / 139
8.4 Solution by Inspection / 144
8.5 Computer Supplement / 150

9 Variation of Parameters / 152

9.1 Introduction / 152
9.2 Reduction of Order / 152
9.3 Variation of Parameters / 156
9.4 Solution of y"+y=f(x) I 161
9.5 Computer Supplement / 164

10 Applications / 165
10.1 Vibration of a Spring / 165
10.2 Undamped Vibrations / 167
10.3 Resonance / 169
10.4 Damped Vibrations / 172
10.5 The Simple Pendulum / 177
10.6 Newton's Laws and Planetary Motion / 178
10.7 Central Force and Kepler's Second Law / 179
10.8 Kepler's First Law / 180
Vlll Contents

10.9 Kepler's Third Law / 182

10.10 Computer Supplement / 184
~~" \
11 Linear Systems of Equations / 186
11.1 Introduction / 186
11.2 First-Order Systems with Constant Coefficients / 186
11.3 Solution of a First-Order System / 187
11.4 Some Matrix Algebra / 189
11.5 First-Order Systems Revisited / 195
11.6 Complex Eigenvalues / 204
11.7 Repeated Eigenvalues / 208
11.8 The Phase Plane / 216
11.9 Computer Supplement / 222

12 Nonhomogeneous Systems of Equations / 224

12.1 Nonhomogeneous Systems / 224
12.2 Arms Races / 228
12.3 Electric Circuits / 232
12.4 Simple Networks / 235

13 The Existence and Uniqueness of Solutions / 243

13.1 Preliminary Remarks / 243
___ -13.2 An Existence and Uniqueness Theorem / 243
13.3 A Lipschitz Condition / 246
13.4 A Proof of the Existence Theorem / 246
13.5 A Proof of the Uniqueness Theorem / 250
13.6 Other Existence Theorems / 251

14 The Laplace Transform / 252

14.1 The Transform Concept / 252
14.2 Definition of the Laplace Transform / 253
14.3 Transforms of Elementary Functions / 253
14.4 Sectionally Continuous Functions / 257
14.5^ Functions of Exponential Order / 258
14.6 Functions of Class A / 261
Contents IX

14.7 Transforms of Derivatives / 263

14.8 Derivatives of Transforms / 266
14.9 The Gamma Function / 267
14.10 Periodic Functions / 269

15 Inverse Transforms / 274

15.1 Definition of an Inverse Transform / 274
15.2 Partial Fractions / 277
15.3 Initial Value Problems / 280
15.4 A Step Function / 286
15.5 A Convolution Theorem / 294
15.6 Special Integral Equations / 298
15.7 Transform Methods and the Vibration offsprings / 303
15.8 The Deflection of Beams / 307 ""
15.9 Systems of Equations / 310
15.10 Computer Supplement / 316

16 Nonlinear Equations / 320

16.1 Preliminary Remarks / 320
16.2 Factoring the Left Member / 320
16.3 Singular Solutions / 323
16.4 The c-Discriminant Equation / 325
16.5 The p-Discriminant Equation / 326
16.6 Eliminating the Dependent Variable / 328
16.7 Clairaut's Equation / 330
16.8 Dependent Variable Missing / 334
16.9 Independent Variable Missing / 335
16.10 The Catenary / 338

47 Power Series Solutions / 342

17.1 Linear Equations and Power Series / 342
17.2 Convergence of Power Series / 343
17.3 Ordinary Points and Singular Points / 345
17.4 Validity of the Solutions Near an Ordinary Point / 347
17.5 Solutions Near an Ordinary Point / 347
17.6 Computer Supplement / 356
Contents
\
18 Solutions Near Regular Singular Points / 358
18.1 Regular Singular Points / 358
18:2 The Indicial Equation / 360
18.3 Form and Validity of the Solutions
Near a Regular Singular Point / 362
18.4 Indicial Equation with Difference
of Roots Nonintegral / 363
18.5 Differentiation of a Product of Functions / 367
18.6 Indicial Equation with Equal Roots / 368
18.7 Indicial Equation with Equal Roots:
An Alternative / 374
18.8 Indicial Equation with Difference of Roots
a Positive Integer: Nonlogarithmic Case^- / 377
18.9 Indicial Equation with Difference of Roots
a Positive Integer: Logarithmic Case / 381
18.10 Solution for Large x I 385
18.11 Many-Term Recurrence Relations / 388
18.12 Summary / 392

19 Equations of Hypergeometric Type / 396

19.1 Equations to Be Treated in This Chapter / 396
19.2 The Factorial Function / 396
19.3 The Hypergeometric Function / 397
19.4 Laguerre Polynomials / 399
~" 19.5 Bessel's Equation with Index Not an Integer / 400
19.6 Bessel's Equation with Index an Integer / 401
19.7 Hermite Polynomials / 402
19.8 Legendre Polynomials / 403

20 Partial Differential Equations / 404

20.1 Remarks on Partial Differential Equations / 404
20.2 Some Partial Differential Equations
of Applied Mathematics / 404
20.3 Method of Separation of Variables / 406
\
Contents xi

20.4 A Problem on the Conduction of Heat in a Slab / 411

20.5 Computer Supplement / 416

21 Orthogonal Sets of Functions / 418

21.1 Orthogonality / 418
21.2 Simple Sets of Polynomials / 419
21.3 Orthogonal Polynomials / 419
21.4 Zeros of Orthogonal Polynomials / 421
21.5 Orthogonality of Legendre Polynomials / 422
21.6 Other Orthogonal Sets / 424

22 Fourier Series / 425

22.1 Orthogonality of a Set of Sines and Cosines-'/ 425
22.2 Fourier Series: An Expansion Theorem / 427
22.3 Numerical Examples of Fourier Series / 431
22.4 Fourier Sine Series / 438
22.5 Fourier Cosine Series / 441
22.6 Numerical Fourier Analysis / 443
22.7 Improvement in Rapidity of Convergence / 444
22.8 Computer Supplement / 445

23 Boundary Value Problems / 447

23.1 The One-Dimensional Heat Equation / 447
23.2 Experimental Verification of the Validity
of the Heat Equation / 453
23.3 Surface Temperature Varying with Time / 455
23.4 Heat Conduction in a Sphere / 457
23.5 The Simple Wave Equation / 458
23.6 Laplace's Equation in Two Dimensions / 461
23.7 Computer Supplement / 464

24 Additional Properties of the Laplace Transform / 467

24.1 Power Series and Inverse Transforms / 467
24.2 The Error Function / 471
Contents

24.3 Bessel Functions / 478

24.4 Differential Equations with Variable Coefficients / 480

25 Partial Differential Equations Transform Methods / 481

25.1 Boundary Value Problems / 481
25.2 The Wave Equation / 485
25.3 Diffusion in a Semi-Infinite Solid / 488
25.4 Canonical Variables / 491
25.5 Diffusion in a Slab of Finite Width / 493
25.6 Diffusion in a Quarter-Infinite Solid / 496

Answers to Odd-numbered Exercises / 500

Index / 527