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The Theory
of Ordinary
Differential
Equations
J. C . BURKILL
UNIVER S I T Y
S e D FR S
M A TH E MATICAL
TEXTS
General Editors
A lexander C. A itken DSc FRS
D. E. Rutherford DSc DrMath
:;,.
OLIVER
AND
BOYD
LTD
J. C. BURKILL
Sc.D., F.R.S.
FELLOW OF P&TERDOUSE, AND READER IN MATIIEUATICAL ANALYSIS IN
TilE UNIVERSITY OF CAllDRIDCE
1962
FmST PunLJSIJED
1956
SECOND EDITION
1962
Copyright 1962 J. C.
BvnKILL
PREFACE
Most students of mathematics, science and engineering
realise that the list of standard forms of differential
equations which is presented to them as admitting of
explicit integration is giving them little insight into the
general topic of differential equations and their solutions.
Equations as simple as
y' = 1 + X1J2
and
y" = xy
cannot be solved by finite combinations of algebraic, exponential and trigonometric functions, and many of the
equations which occur in the mathematical expression of
natural phenomena cannot be reduced to any of the soluble
forms.
The object of this text is to outline the theory of which
the standard types arc special cases. We shall see, among
other things, that many properties of solutions of differential equations can be deduced directly from the
equations. We shall also develop methods of finding solutions expressed as infinite series or as integrals. This
material has so far been available to the student only in
more substantial books on Differential Equations or in
chapters of treatises on the Theory of Functions.
The theory of differential equations has a high educational value for the second or third year undergraduate.
Here he will find straightforward and natural applications
of the ideas and theorems of mathematical analysis.
Solutions of equations in infinite series require the investigation of convergence. Again, some parts of the theory
are seen in a clearer light if the variables arc supposed to
PREFACE
J. C. B.
September 1955.
May 1961.
.T. C. B.
CONTENTS
CIIAl'TER J
EXISTENCE OF SOLUTIONS
1.
2.
8.
4.
PAGE
1
2
4
8
CRAFl'ER lJ
Existence theorem
The linear equation
Independent solutions
Solution of non-homogeneous equations
Second-order linear equations
Adjoint equations
12
18
13
17
18
20
CHAPTER JJl
OSCILLATION THEOREl\IS
11.
12.
18.
14.
Convexity of solutions
Zeros of solutions
Eigenvalues
Eigenfunctions and expansions
25
?:'/
20
81
CHAPTER JV
SOLUTION IN SERIES
15. Differential equations in complex variables
16. Ordinary and singular points
vii
83
84
CONTENTS
SINGULARITIES OF EQUATIONS
28.
2-1.
25.
26.
27.
28.
20.
80.
47
49
61
52
liB
64
65
57
CIIAPl'ER VI
59
59
C- z
62
68
05
CHAPTER VII
LEGENDRE FUNCTIONS
86.
87.
88.
89.
40.
70
71
72
78
74
CONTENTS
ix
CILU'TER VIII
BESSEL FUNCTIONS
77
78
79
81
82
83
CllAI'TER IX
ASYMPTOTIC SERIES
47.
48.
49.
50.
51.
Asymptotic series
Definition and properties of nsymptotic series
Asymptotic expansion of Bessel function
Asymptotic solutions or differential equations
Calculation of zeros of J 0 {x)
APPENDIX
1.
87
88
90
94
95
97
lOS
SoLUTIONS OF EXAMPLES
109
BIBLIOGRAPHY
113
INDEX
114
CHAPTER I
EXISTENCE OF SOLUTIONS
1. Some problems for investigation. In a first course
on Differential Equations the student )earns to recognize
certain types which can be solved by finite combinations
of functions known to him (algebraic, trigonometric etc.).
An account of methods of solving these standard forms of
differential equations can be found in Incc's book, Integration of Ordinary Di!Jerential Equations, in this series of
mathematical texts. This book will be referred to as Incc's
Text and the comprehensive work by the same writer,
Ordinary Dijjerential Equations (Longmans, Green, 1927)
as !nee's Treatise.
There arc many differential equations, simple in appearance, which arc not reducible to any of the standard
forms. For example, neither of the equations
y' = 1
+ ccys,
y" = tcy
can be solved by a finite combination of elementary functions.
This suggests the first problem which calls for investigation. Under what conditions can we assert that a given
differential equation possesses solutions, apart from our
ability to express the solutions in a particular form? This
problem will be taken up in 8.
A typical problem at a later stage will be to discover
properties of solutions of an equation even when it is impossible or inconvenient to obtain explicit expressions for
them. Chapter III contains investigations of this kind.
It is always open to us to extend the list of functions
1
EXISTENCE OF SOLUTIONS
= e--r
J:
e11 dt,
y= 2zl- - -I
Sketch this as a further guide.
It is now easy, starting at any point and following the value of
y', to draw the solution through that point. It will be found that all
solutions are nsymptotie to the z-axis, from above us :e -+ + co
and from below as :e -+ - co.
E:wmple 2.
y' = J(z), where J(z) = 0 Cor :e < 0
nnd f(z) = 1 for :t ~ o.
Tbe equation has no solution valid for :t = o. The function y defined
y'
= 3y111,
Ezample 4.
y' = 1 + a:y1 with y = 0 for m = 0.
This is a Riccati equation (lnce, Text, p. 22) and we should need
to know a particular solution to reduce It according to the standard
method to an integrable form.
We shaD instead use this example to Illustrate the construction of
a solution as an Infinite series by a method or successive approximations. It is just this method which lViU be used to establish the
general existence theorem.
Let us denote by y0, y1 , y1 , successive approximations to y,
where
1/'a+l = 1 + 4:1Ja1
Then, if we cboose Yo = 0, we obtain
lh' = 1,
1Ja' = 1
+ z:l,
z'
Ya
= z +4
Ya
= m + 4 + 14 + 160'
a:'
m'
mto
EXISTENCE OF SOLUTIONS
J: f{t, y (t)}clt,
Yll(m) = b + J: f(t, y (t)}dt,
yfl(m) = b + J: f{t, Yt~- 1 (t)}dt.
Y1(m)
= b+
bl
IJ: f{t,
M jt.ll- al
Yn-1(t)}dtl
~
Mh < k.
ltJ.An-1
----n1 1111 -
al"
J: U(t, Yn-1) -
f(t, Yn-ll)}dt.
M.An-l
ly,(m)-Yn-l(m}l ~ (n-l)l
I1
11
ltJ.An-1
1t-aln-ltL7J = ----;;r-lm-al"
b + {yl(a:) - b}
+ + {yn(t.ll) -
Yn-l(x)}
b + Mh
+ ... +
ltJ.An-1hn
nl
+ ...
EXISTENCE OF SOLUTIONS
we deduce that
y(x}
+ J: f{t, Yn-l(t)}dt,
+ J: f{t, y(t)}dt.
But
1/{t, Y(t}} - f{t, y(t)} I ~ A I Y(t) - y(t} I ~ AB.
Therefore
I Y(x} - y(x} I ~ AB I x - a I
ABB
21' Ill
t
111,
A"B
,
nr'
Ill -
1", ...
Y0 (x) = b + 15,
Y1 (m) = b + 15
EXISTENCE OF SOLUTIONS
c5eAI4>-ol
c5eAr.
z' = g(a:, y, z)
= b}
Z=C
for a:
= a'
where I and g are continuous and satisfy Lipschitz conditions in y and z. At the nth step we define the pair of
functions
y,.(a:) = b
z,.(x)
=c+
+ I , the equation
y' + y = az"'
I. Show that, 1f m_ = - 2k
4k
=-
4k
by
1
putting m"'+1 =X, (m + l)y = aJY; and show that the new equation
can be reduced to one of the old form with k - I in place of k by
I
2k _
f1
putting X = T' Y = X - XS
Solve the equation
y' + Y'
= r".
(I)
+ q(m)y + T(z),
+ y1 sec1 :11 -
(a)
y'
+ y = m'
(b) y'- y
= -;;
y' =
1
111
+y
1,
1
(b)
y' = 1 - m1
y1 '
11
EXISTENCE OF SOLUTIONS
y'
(y
~
= 0, :: =
1, when :z:
0).
0, of the equation
y(O) = 0.
= zs + siny,
y(O)
0;
y(O) = 0,
::(0)
1.
='=:r+y,
+ 4am >
=0
0,
<
or
0.
10. Define J(:r, y) so that the equation y' = J(:t, y) shall have
solutions
it
I y I ;:;;; :~: ,
1
if y
it y
> z',
< - :z:s.
y' = F(:r, y)
respectively wiUt y 1 (0) ~ y1 (0), prove tlmt y 1
Show that the equation
y' = 1
+ y 1 + :r1
(:r ~ 0),
+ R 1(:z:)
> y 1 in 0 <
:t
~a.
y(O) = 0
~ ~.
CHAPTER II
18
13
Y = '11 y'
at
= '111
= ~. where (~, 7J 7J 1,
y<n-1l
= 1/n-1
'lln-t) is a point of D.
+ Pt(x)yln-11 + . , . + Pn(x}y =
r(x).
+ ... + Pn(x)y =
(11}
is homogeneous. Otherwise the equation is non-homogeneous and will be referred to ~ (N}. The methods of
solution of these equations depend on two principles. t
(i) H u 1 , , Um are solutions of (H), then, for any
constants c1, c1u1 + ... + c,1Um is a solution of (H).
(ii) If u is a solution of (II) and v is a solution of (N),
then u + v is a solution of (N).
We discuss first the equation (H).
7. Independent solutions. A set of functions
tt1 (x),
... ,
t Ince, Text,
87.
u8
u.!n-1) .,(n-1)
.,(n-1)
-1
"'I
"'n
+ ... + CmUm(~) = 0
clufn-1)(~) + ... + Cmu!:-ll(E) =
c1u&~)
0,
vln-ll(~) = 0.
Aitken, p. 68.
15
+ . , . + CnUn =
0.
+ + CnUn(E) = 0,
ctufn-1)(~) + ... + c,.u~n-ll(E) =
CtUt(~)
0,
+ ... + CnUn
a fundamental set.
THEOREM 7. The equation (H) possesses a fundamental
set of solutions, Ut u11 , , un, say, and its general solution
uthen
y = C1u1 + C2u 11 + ... + CnUno
where C1 , C2, Cn are arbitrary constants.
PROOF. Choose numbers a 11 (i = 1, ... , n; i = 1, . , n)
with the sole restriction that their determinant does not
vanish. For each j, there exists a solution u1(w) such that
the values of u1 and its first n - 1 derivatives at the
point a: = E are respectively a11 , ~ , ans A simple
choice of ail would be a 11 = 1, ail = 0 (i =I= j).
By theorem 5 the functions u 1 are linearly independent,
and by theorem 4, every solution is of the form
y = C1u 1 + , .. + CnUn
THEoREM 8. (Liouville's formula).
If W(a:) = W(Ut, U 2, , Un) is the Wronskian of n
solutions of the equation (H),
Po(.v)ylnl + + Pn(w)y = O,
then
J" Pt(t)
dt}.
p (t)
W' =
uCn-111
,Jn-111
1
.....l:
ufnl
t4n),,,
17
In the last row, substitute for each ulnl from the equation
Poulnl = -p.uln-11 - - PnU
and again omit vanishing determinants. This gives
p 0 (x)W'(x) = - p 1 (x)W(x).
Integrating this equation, we have the theorem.
8. Solution of non-homogeneous equation. If a
fundamental set of solutions of the homogeneous equation
has been found, the equation
L~)=~x)
(N)
v;
Y = U.
Ji dz + + J~ dz,
Un
0.
19
u = exp{-! Pld.x}.
Then the equation for v becomes
v" + Iv = 0,
where
1 = Pa - !P~ - iJJJ.
This equation, containing no term in v', is said to be in
normal form. A second-order equation in normal form
usually gives the best chance of finding a solution by
inspection.
Factorization of operator. This method is rather
artificial, but it is elegant when applicable. Writing D
for dfdx, we try to express
(D 3 + P1D + Pa)Y = 0
as
(D+u)(D+v)y=O,
where u and v are functions of a: (different of course from
those of the last section). Observe that the operators
D + u and D + v do not commute. If the factorization is
effected, the second-order equation is reduced to two
linear first-order equations
(D + u)z = 0, (D + v)y = z,
which can be solved.
Since (D+u)(D+v)y =Dig+ (u+v)Dy+ (uv+v')y, we
have by comparison with the original equation
u + v = Pl
uv + v' = p 3
The equation for v is then
v' + vpl - v~ = Pt~
which, being of Riccati's type, is not in general soluble in
L(y)
PoY" + PtY' + P'JJ/t
can we find a function z of a: such that
d
zL(y) = da: L 1(y),
fzL(y)d.v
= pozy'- (poZ)'y
+ f (PoZ)"yda:
+ PtZV - f (ptz)'yda:
+ f p<f4yd.v.
{p 0(y'z- yz')
+ (Pt -
Po)yz}.
10
21
this case is
d (
dy)
d:e Po d:e
+ P'l!l =
o,
8. (tl.ll
4. (1 - te)y''
5.
6.
7.
o.
1
8.
0. Find the solution or U1e simultaneous differential equations
tb:
- dt
dy
tb:
dy
dt - dt
tb:
dt
d::
111
+ 2l: = e-
+ dt + :tr
= 2e-
+ dl + tit
d::
dy
+ dt
d:
tit
+ Ill + 2y = se-
if
iii + Q.1l + hy = 0
ii + 11.1: + by = o,
o,
ab
>
oi + iJ
+ v = c,
iJ in tcnns
L(y) := y"
hns solutions y
the equation
+ p,(a:)y' + Pa(a:)y =
= cos m Md
L(y)
= 1 + sin'm'
18. It
cl'y
dz'
dy
+ Q(m) dz
+ R(m)y = (dd.1l -
)(ddz -
u(m)
o(a:) 11
11,
satisried
ot the equation
my"' - y"
+ IZ1I -
:11
y = /(m)
= y' =
11
=0
when
23
10
I:
f(t)g(:r, t)dt,
d;e
dy
L(z) d;e
+ M(x)y }
is that
P"(x) - Q'(z)
+ R(x) = o.
z(1
+ x) dJ:I
{n
+ (n -
dy
2).r} dJ: - ny
zn+l.
+ 2ny' + k;ry = 0,
(2. ~)nu
X d;e
'
+ ku = o.
:ry"
+ 4y' + :ry = 0
2:r,
CHAPTER III
OSCILLATION THEOREMS
11. Convexity of solutions. The theorems of this
chapter show that, although we cannot in general obtain
explicit solutions of second-order equations, a good deal
can be said about their behaviour. Theorems like 12 and
18, which deal with zeros of solutions, their distance apart
etc., are typical and give the title to the chapter.
Consider the homogeneous equation in normal form
y"
+ g(x)y = 0,
y"
z"
+ g(x)y =
0,
(Y)
+ h(x)z = o.
(Z)
116
y'z - yz' =
r= (h -
g)yzdx.
Jzo
(Y)
elo+.,l=
-!17)11 < -
g(x)
<
x0
12
OSCILLATION THEOREMS
27
U c ; - l1
m
.,,. ... (
u{.rn) - tt{~) _ 0
Xn- ~
Hence
Since tX, pare consecutive zeros of u 1 (x), ~(tX) and ul(p)
have opposite signs. Therefore u 2 (tX) and u 2 (p) have opposite signs, and so u 2(x) vanishes at least once between
tX and p. Interchanging the roles of u 1 and u 11 , we see that
their zeros interlace.
THEOREM
18.
v'M < x1
Xo
<
n
vm.
z=
>
;M,
we have
vM'
CoROLLARY.
X- Xo
ym < n
<X-
X0
yJI,J.
29
OSCILLATION THEOREMS
13
= 0. The
+ B cos -ylh
J: sin
m.r sinn.rcl.r
0,
and a function /{.r), for which /{0) = j(1r) = 0, if sufficiently well-behaved, can be expanded as a Fourier series
of multiples of sin nx in the form
00
(0
~X:;;;;
1r).
y"
>
+ lg(x)y =
nl!nll
(b- a)SM
!{
p(.x) ~}
+ {q(.x) + Ag(.x)}y =
0,
OSCILLATION THEOREMS
14
~-
., - dt
31
p(t)
+ {ql<n + J.gl<eny = o,
[p(u:nun -
r
a
gumund.x = 0.
J:
!{
p(x):}
where p(x)
> 0,
+ {q(x) + Ag(x)}y = o,
>
g(x)
0, are real.
r
a
which gives
gu,u,ck = 0,
J"g(vS + wS)cJx = o.
a
g(x)f(x)un(X}dx.
CHAPTER IV
SOLUTION IN SERIES
15. Differential equations in complex variables.
It was remarked in 1 that few types of differential
equations can be solved by a finite number of processes
applied to elementary functions, and the work of Chapters
II and III will have further impressed this fact on the
reader. 'Ve are thus led to investigate solutions which arc
expressible by infinite processes, for example, as the sum
of an infinite series of elementary functions. A type of
infinite series which suggests itself is a power series in x,
00
Y=
~ Cnllln.
n-o
sin~ular
+ p(z)w' + q(z)w =
0,
(16.1)
Philli~,
SOLUTIONS IN SERIES
16
DEFINITION.
A value z
= z0
35
o,
n(n - 1 )a.. = a .. _3 ,
So
3.
tv= llo { 1+ 2~33 + 2.3~5. 6 + ... )+at{::+ 3~4 + 3..,~76 .7+ ...).
where a0 and a 1 are arbitnny eonstnnts (in fnct they nrc the values
of rv and w' for :: = 0).
Example 2.
l.w
tv'=-
:1;
w'=-
:~:
Solutions are rv
at :: = o.
=A
+ z = 0.
to1 + zl =A,
wm'
Solutions arc
and, if w
= w0
Cor z
= .zo,
w
this gives
= (wX + Z: -
:)%.
The singularities (branch-points) of w depend on w0 , : 0 , and indeed
any value or z is a bmneh point Cor suitable w0 , Zo
w"
+-
::
w'
+-
='
= 0.
(p 1
=ft.
p1 ),
(p1
p1 },
SOLUTION IN SERIES
17
37
I)
+ ap + b = o.
w = Az"l + B:.P
or
w = (A + B log :.)z"l
in the respective cases of unequal and equal roots.
Thus the solutions in geneml are many-valued functions having
bmneh-points at ::: = 0, and in the equal-root case, if w1 (z) is the
solution zP1 immediately given by the root p 1, a second solution is
w 1 (z) log:..
+ PtZ + . . + p,.zn + .. .
+ q1z + ... + q,.zn + .. .
n-1
CnF(p
(17.1)
s-0
o.
18.
Conver~ence
n-1
+ S)Pn-s + qn-al
(18.1)
I Pn I ;;i
~ I qn I ;;i ~
(n = 0, I, 2,. .).
Kn:Ell c II PI+ s
-o
r"
+ 1.
SOLUTION IN SERIES
39
{18.8)
+ n) C,._
T
from which
v' =
~ exp{- f'p(C)dC}
- ZliP(Co
ZV
g(z),
This is
co
D 11_ 1 w 0(z)
log z
+ zP' :E bnZ"
(19.1)
A-D
Cn(p
0.
20
SOLUTION IN SERIES
41
{ ~: + p(z)! + q(z)} lV =
P:~)
dlV
+ p(z) dzd + q(z) } dp
=
d
dp {zP-S(p - Pl)(p - P2)}.
(d~V}
arc solutions.
p P1
p p\
which 1s of the form found in 19.
Note that the /n(P) are rational functions, and so
is best calculated by logarithmic differentiation.
/~(p 1 )
{:::s + p(z) !
+ q(z)} lVl =
zP-S(p - Pt)(p -
P2)2,
-wca.
..
w+
{2
1 )} .
1)
C - CS1 P (C
w + C'1 q (C
w = o.
~ p { ~)
are regular at
C=
and
~8 q { ~)
SOLUTION IN SERIES
22
43
o.
=v
or p
=-
v.
lV = zP { I - (p + 2 )ll + ...
+ (p +
( - I )"2'"
}
2 )2 ... (p + 2n )S + . .. .
(aaw}
'P
zll
p~o
z2
z2n
wl
Wa
= wllog z + n~l
oo ( _
I )n-lzDn
21l"(nl)11
I+ 2
+ ... +
I)
+ Bw2
(ii) v =I. The exponents are p = I and p = -I, differing by an integer. In the notation of 20 (ii),
lVl = zP { (p
+ I) -
~ 8 + (p + 8 )~p + 5) -
= log z
{- ;
+ 2z~ 4. -
z-l{I+ ;: -2:4. (: +
211
~~~ 6 + ...) +
!) + 2a.~11.6(: +: + ~) + .. .).
=~ + ~ - ...}
p =-!gives
w = CoZ-ll
+ c z + ... ) or
1
otherwise, solve
+ 2(1 - 2:)w' + w = o.
+ 4:8)w" - w' - 24::w = o.
3. z'w" + :w' + (z - k11)w = 0 for k = ! and Cor k = 2.
4. :(1 - :)w" - (1 + :)w' + w = 0.
5. :(I + :)w" - :(1 + 2:)w' + (1 + 2z)w = 0.
1. 4::(1 - :)w"
2. (2:
6. :w"
w' - 4:w = 0.
7. ro"' = :ttt.
8.
:w"
o. : 1 (1
= w.
- :)lw"
+ :(1 -
:)(1 - 2:)w' - w
0.
SOLUTION IN SERIES
22
+ (3 -
::)w =
45
o.
= 0.
Ok:)w = 0.
:ry"+ky'-y=O
by the method of solution in series (i) when the constant k is not
an integer, (ii) when k = 1.
Express the general solution in finite form when k = !
14. Find a solution as a power series in z of the equntion
z(z- l)y" + 8xy' + y = 0,
and state where the series converges. Identify the ratlonnl function
of z represented by the series and derive a second independent
solution of the differential cquntion.
+ (I
- u)Y.}P
+ B{1
- (1 - .J.r)Y.}P.
+ (1 + : + 2zl)w = o
(The indicial equation has complex roots. In all preceding exnmples
the roots have been real, and this is the important ease In pmctlce.
For a complex exponent the solution will contain cosines and sines
of multiples or log :, and Ute behaviour or these functions ncar z = 0
does not correspond to natuml phenomena).
z1(1
+ :)lm" + :(1 -
: 1)10'
= Ja:l(l + ~ a~n);
n-1
find a recurrence relation for the coefficient a0 , and deduce that the
series converges for~< 12.
Compare your solution with the solution or the differential equation
:' = : 1
+ 1,
:(1)
= y(1)
+ J\n.
CIIAPTER V
SINGULARITIES OF EQUATIONS
23. Solutions near a sln~ularlty. In Chapter IV
solutions in the form of infinite series were obtained near a
regular singularity of a differential equation. The following
discussion throws further light on the distinction between
regular and irregular singularities.
In the equation
w"
+ p(z)w' + q(z)w =
0,
+ p(z)w' + q(z)w =
0,
+ bw11(z)
+ dw (z)
2
where ad- be=#= o. (If ad= be, then cW1 (z)-aW11 (z) = 0,
and so, carrying out the analytic continuation in the
67
+ Pwa
cx(a - ).) + pc = O,
cxb + p(d- .t) = 0;
and
Ia-).
b
d _c). I= 0.
(28.1)
CAsE
%=0
co
w1 (z) =
CASE
(ii)
%1'1
l: a,.n, w2(z)
co
zPl: b,_n,
-co
{28.2)
-co
I;. -).
0
d-).
= 0
24
SINGULARITIES OF EQUATIONS
49
= A1 and
H'2 =toll+.!:...,
wl
wl
A.l
w 1 2niA 1
is single-valued in S and can be expanded in a Laurent
series. This gives for the canonical fundamental set in the
equal-root case
00
w1 (z) =
zPt ~
anzn,
-oo
00
+ kw1(z) log z.
(28.8)
~ anzn,
-co
natural is to assume w = zP
substitute in the
;S;
0.
-co
w"
+ p(z)w' + q(z)w =
z11q(z)
+ kw1(z) log z,
(z) =
51
SINGULARITIES OF EQUATIONS
25
Now 2
= k log z
()()
+ zPa-Pa+m .t CnZ",
Wt
where m is an
.!!_(tea)
= k + zPa-Pa+m-t ~ dnz",
dz
Z
o
Wt
~ {Wu)
dz2
tOt
= -
.!:_ + zPa-Pa+m-2 ~ e
zll
o n
z".
w1'
~
q(z} = - - - p ( z } -
tOt
tOt
Since w;jw 1, w!' fw; and p(:::} are regular or have poles of
order one, therefore q(z} is regular or has a pole of order
one or two. This proves the theorem.
25. Equations with assigned singularities. In this
section we admit only second-order differential equations
whose singularities for finite z or for z = co arc regular. t
There is at least one finite value of z for which such an
equation has a singularity, unless the equation is w" = 0.
For an equation with no singularity for a finite z is of
the form
w" + p(z)w' + q(z)w = 0,
where p(z} and q(z} are regular for all finite z. But unless
p(z} = q(z} = 0, the singularity for z = co is irregular.
An equation whose only finite singularity is at z = a is
of the form
b w, + ( c }:tw = O, (b , c constants.
)
w"+ z-a
-z-a
This equation has a singularity at z =co. unless b = 2, c = 0.
w"
p(.z) w'
2- a
q(.z) w = 0,
(2- a)2
W=--+B.
z-a
53
SINGULARITIES OF EQUATIONS
27
If, then,
W
= c0
+ c1z + , , ,,
(Co =/= 0)
0.
+ ql =
+b = -
p1
0.
I.
0, {26.1)
+,, .).
{p
c,.+l = (p
+ n + a )(p + n + b)
+ n + 1){p + n + c)c,..
F(a, b; c; z) =
F(b:;;~-b)( f!-1(1 -
t)c-ll-1(1- zt)-dt,
(28.1)
lzl < 1,
28 .2 )
55
SINGULARITIES OF EQUATIONS
29
J
1
=-:-----:-:-
F(c- b)
oo J1
.E
tll+n-1(1- t)c-li-1F(a
naO
zntn
+ n) """"1i!
~
1 Jl
.Efdt= dt.E,
00
zn
+ n)-dt.
nl
converges
1. So
00
n-o o
0
n-o
and the right-hand side of (28.2) becomes
J1
F(c- b)
00
t&-1(1 - t)e-b-1 .E F(a
n-o
+ n) -~p
dt
nl
29. Formulae connecting hypergeometric functions. There are vast numbers of relations connecting
hypergeometric functions with different parameters, and
we give only a few, choosing those which rest on interesting
work in convergence or manipulation of gamma-functions.
We prove first
THEOREM 19. If R(c- a - b) > 0, the series for
F(a, b; c; 1) converges and
F(c)r(c- a- b)
F(a, b; c; 1) = F(c- a)r(c- b)
t Gillespie, lntegratUm,
88.
=(1+n)(c+n)= 1 +c-a-b+1
(a
+ n)(b + n)
o(~)
nil
=...1-0
I (1
a:t)-<~
I ~ I {1
t)-<~
t For the 0-notation, Gauss's test. and Abel's theorem, sec Hyslop,
Infinite Series, pp. 14, 40, 80.
SINGULARITIES OF EQUATIONS
30
57
(iii)
(iv)
The functions (i )-(iv) are solutions of the hypergcometric
equation in the domain common to the circles I z I < 1,
li-z I < 1. There must be two linear identities connecting
them. One of these is
(i) = A(iii) + B(iv).
We shall obtain the constants A, B. Let z -+ 1 along the
real axis. We have
F(c)F(c- a- b)_ A
F(c- a)F(c- b)- '
Similarly z -+ 0 gives
=AF(a+b-c+I)F(1-c) + BF(c-a-b+I)F(l-c).
1
F(a-c+1)F(b-c+1)
F(1-b)F(1-a)
Mter some manipulation we can deduce that
B = F(c)F(a+b-c).
F(a)F(b)
z 1-
a+
1 z) w, - aw = o.
bz) w, + (c- z - b-
::w" - (1 + z)w' + w = 0
in powers or z are regular at :: = 0.
A value such as :: = 0 in tllis equation which, according to the
definition, is a singularity or the equation but at which t11e solutions
are regular may be called an apparent singularity.
2. For the equation
:'w" (1 + :)w' - aw = o,
which bas an irregular singularity at z = o, prove tllat, in general
t11cre is no solution or t11e Corm zl'r(z), where r(::) is regular at :: = 0;
if, however, a is the square or an integer there is one such solution.
Obtain this solution when a = 4.
B. Prove that the equation
z'w" + z'w' + w = 0
has no solution zl'r(::), where r(:) is regular at z = 0.
Prove that z = oo Is a regular singularity of the equation.
4. Prove that there Is a solution of the equation
:a(1 + z)w" + :(1 + 2:)w' - (1 + 2:)w = 0
regular at : = 0.
Find also a solution regular at::= oo, and write down the general
solution of the equation.
5. Prove that, if I z I < 1,
n/9
d(J
= (1 -
z)-F(a, c- b; c;:: ~ )
1
CHAPTER VI
f(x, t)dt
In this chapter we shall set out to find solutions of differential equations in this form.
The solution will be most manageable if it is the integral of a real function with respect to a real variable,
but there are advantages in discussing the problem on
the wider basis of complex function-theory and seeking
solutions
= c /(z, C)dC,
fc eCP(C)~
Q(C) = anCn
R(C) = bnCn
+ ... + OtC + ao
+ + b1C + bo
:!._ {eCS(C)}
dC
if
S(C) = P(C)Q(C)
and
S'(C) = P(C)R(C).
k1
kn
= ko + C- 1 +' .. + C- n'
32
61
fc~ {e='S(C)}d(." =
=[el+kolt(C -
ot1)t1 (C - otn)t lc = 0,
:ml'
Take w
+ (p + q + z)w' +pro =
= Jce''P(C)tJC.
0.
fc~CH(C + I)HtJC
is a solution if
It is convenient to
[etcp<C + I)'lc = o.
replace C by - C, and then
Jce-'cP-l(I - C)HtJC
is a solution it
[e-CCP(l - C)']c
= o.
Fig. 1.
34
63
Fig. 2.
bAwiAI
We lind that
0.
Jc ~tP(C)t is a solution if
fc ~tP(C)R(C)~ = o,
where
R(C)
/1)'
fc ~
P(C)R(C)dC
Ar
=o
A1
iC
P(C)
<C -
where p(C) is
no other zero or R(C).
From Cauchy's Integral formula,
and
lllfD"
A solution is
(v =constant).
where
This condition is satisfied if C is a figure-of-eight contour, one
loop containing C= i and the other C = - i, since the factors
exp ( 2ni (v + !)} acquired respectively by (C -i)'*! and (C + if+l
cancel. (We are supposing that v has not one or the values 1. f, &, ,
which would give ro
0}.
34
65
possible choices or c.
(i) if v > - !. the strnight line from - 1 to + 1,
and, if v has not one of the values !. f, & ,
(ii) a figure-of-eight round - 1 and + 1,
(iii) if:: is real and positive, a contour coming from and returning
to infinity along the positive imaginary axis and going round - 1
and + 1.
=%t.V.
JceCP(C)~
satisfy
[p(C)]c
gives
P(C)
e-lC",
where C has to
= [e=C-!C"Jc = o.
Now (whatever the value of::), tp(C)-+- 0 as Ctends to infinity \\ith its
5
amplitude lying within any of three sectors, namely (- ~).
;).
[(-i -~"f)J
i {i
(85.1)
Jc
+(i.+1)((;-z) 1 {r(z)+(C-z)r'(z)}
that is to say, if
dC
if
and
S(C) = P(C)q(C)
S'(C) = P((;)r((;).
o.
'
35
67
+ ~.
C-
tx11
o.
..t
S'(C)
S(C)
r(C)
a - c
= q(C) =
+1
c- b
1 -
= Jcco-(1
{35.4)
[C"-<+'(1 -
C>-~<c
- z)-"-'lc = o.
E:ramples.
1. Find a solution of the differential equation
w" - 2zw'
of the form
+ 2/aD = o
(k ;;;:; 0)
y" - 'J.ry'
+ 2Ay =
0.
J
o
<
-eo
+ 2aw' -
zw = o,
= Jc<P- 1)-tedl,
35
69
R:>
o.
Show that, when the stated conditions arc satisfied, the solution
given by (ii) is a constant multiple of that given by (iv). Verity
that, when a = 0, the contours (i) and (ii) give two linearly independent solutions.
5, Show Uiat Ute equation
Dny- :zy = 0
is satisfied by
11 = r~o A,wr 0
00
1} dt,
r-o
::w"+cw'-w=O
has solutions of the form
zl-c
e=C+l/t
c-c cJC,
zw"'
+ w = 0.
CHAPTER VII
LEGENDRE FUNCTIONS
36. Genesis of Le11endre's equation. Many problems
of mathematical physics involve the finding of a function V
which satisfies Laplace's equation
(;l:z:S
oz'l.
asv
811 V _
0
or + r or+ r9 80
80
orp" -
We are then interested in solutions which are independent
of rp. Putting V = rne, where f?J is a function of 0 only,
so that V is homogeneous and of degree n, we find
dlf?J
de
dOS + cotO dO + n(n + 1)@ = o,
9
r2
r 11
sin11 0
tiSe
de
70
+ n(n + 1}9 =
0,
LEGENDRE FUNCTIONS
37
71
z'
giving p = n + 1 or p = - n.
We obtain the recurrence relation
c,(p + r + n)(p
+ r - n -1) =
=Azn{I-
.. '
so that
P (z)
"
= -1
" (-l)r(2n-2r)l
I:
2",...0 rl(n-r)l(n-2r)!
zn-llr
'
(87.1)
d" " {- 1 )r n I
- - I:
dz" r-o rl(n- r)l
dn
2"n1 dz"
= - - (zll- 1)"
z2n-2r
(87.2)
d"
nI
/(C)dC
dz" /(z) = 2ni c (C - z)"+1
LEGENDRE FUNCTIONS
39
73
Ct-
(-:n<p::s;;::n),
I = (zS- I)(I
e21'1')
2z(zt- I)V.ei'l'
= 2(z' - I )Y. et'~'{z
(z' - I )Y. cos qy }.
P ..(z)
= 2~(.. {z + (zll-
I)% cosp}"dp,
:n
(38.2)
(l _ 2zh + hll)Y =I+ hP1 (z) + ... + h"P.. (z) +... (39.I)
PaooF. Laplace's integral (38.2) for P .. (z) gives
00
I I:
CXI
I:
h"Pn(z)=:n n-o
If now
n-o
J" hn{(z+(zli-I)Yocosrp}"dqy.
o
I hI {I z I + I z3
I: h"(z
n-o
n-o
00
00
+ h2) :E nhn-lPn(z) =
(z- h) :E hnPn(z).
n-o
n-o
Equate coefficients of hn-t and we have
{1 - 2zh
+ (n- 1)Pn-a(z) =
(89.2)
00
nP,.(z).
w = 2ni
f 2"(C
(C
1)"c1C
- z)P+
11
1'
LEGENDRE FUNCTIONS
40
75
+ v(v + 1 )w
+ J
)V+l}
v
1
d { (t;a - 1
= 2ni. 2v C dl; (?; - z)V+D
V
+ 1 [(Cll -
= 2:ni. 2V
cJC
)V+l]
P.,(z)P,.(z)d.r
-1
(m :;z!: n).
Prove also (i) from Rodrigues' formula, (ii) from the genemting
function, U1at
J P~(z)d.r =
l
_2_.
-1
2n
+1
2.%1/'
+ ).y = 0
+ 1,
l - !z).
- n; 1;
Az-n-lF(!n
+ Ji, !n +
1;
n + D; z- 1 ).
1-
Qn(Z) = (2z)+l
Jl (1 - 1
1)"
-1
nltn ) ,
2"+1F n
+i
(1 - ..!.)-n-ldt.
z
CIIAPTER VIII
BESSEL FUNCTIONS
41. Genesis of Bessel's equation. In 22 we used
Bessel's equation
zlw" + zw' + (zll- v11 )w = 0
(41.1)
to illustrate solution in series. The equation hns a regular
singularity at z = 0 and an irregular sin~:,rularity at z = oo.
We show how Bessel's equation emerges from physical
problems. The wave-equation, with x, y, z us Cartesian
coordinates and t as time, is
(.JilV
(.)llV
()IV
1 o9 V
-+-+-=--
o.x9 oy9 oz11 c ata
2
r cos 0, y
oV 1 oV 1 oV oV
or + r Or + ,a o0 + oz =
2
=r
sin 0,
oV
ot
2
1
2
2
c9 2
Seek solutions of the form t
V = R(r)&(O)Z(z)T(t),
where, by the method of separation of variables, R,
Z, T satisfy the equations
d'l.R
_.!._ dR - ml R
dr 9
r dr
r2
d2f)
-=-mae
d0 2
'
d2Z
dz2 = -qsz,
d2 T
dt2
=-
n2
c'lpaT,
+ nBJl =
ps - q2.
0,
e,
( _ 1 )r (lz)llr
r
1)
r~o rlF(v
+ +
(42 1 )
as the Bessel function of order v. If v is not an integer,
the branch of the many-valued function (!z)" needs to be
specified and is taken to be cxp (v log !z), the logarithm
having its principal value.
The series for J11 (z)/(!z)~' converges for all values of z
and is a regular function.
The value of c0 chosen gives a meaning to J"(z) when
v is a negative integer - n, and we have
oo
(- 1)r(lz)llr
fJ-n(z)]n= (lz)-n :E
~
r-nriF(- n
r
1)
Now 1/F(t) vanishes when t is a negative integer or zero,
and so
Jv(z) = (!z)"
+ +
BESSEL FUNCTIONS
43
79
+ BJ_ (z}.
11
J!(z) =
~ztsin z,
J4(z) =
{:f~ cos z.
(u- :} ; } = i
unJn(z).
(48.1)
<
u 0 ~ u ~ u 1
Jn<z>,
m, the coefficient of
(48.8)
{J0 (z)} 1
+2L
{Ja(z)}'
1.
2. Prove that
= JJJ,(z) - l:Jp.t1(:),
zJ~ 1 (z) = zJ,(z)- (JJ + 1)Jo+1(.:).
z.1;(z)
Deduce that
J-+1(::)
- -,11
d {J,(z)}
= - ib ---;_;-
and ~lJ,(z)
= d: {zP-tlJ.-t1(::)}.
BESSEL FUNCTIONS
44
81
(44.I)
n o
PnooF. 'fake the Laurent expansion of the generating
function, divide each side by u"+l, and integrate round
the unit circle in the u plane, putting tt = e1o, Thus
'fnEOREM
J n (z} = 2nt
~Jexp {{u - u2 u-n-ldu
!..) :}
= _!_
J"
2n _,
2n o
!..J"
J.(z)
z2 cos2 0
zllr cosllr 0
"{
f
o I-
2 ! + ... +( -I)r
(2r)l
+ ...
(44.2)
} .
sm2PO d(}
is uniformly convergent for lzl :::; K where K is arbitrarily large, and so integration term-by-term is valid for
all finite values of z. Now (by putting sin11 0 = s)
cos 2 rO sins.Od(}
Jo (I -
s)'-!s-ld.Y
F(v + !)F(r + t)
l'(v + r +I)
Therefore
F(v
+\)F(i)
= F(i)
=
{z)
2
(;r
:o (-
00
F(r
)' F(v +
+ l)
z
2
'
+I) (2r)l
2'F(v
+r
+I)
zllr = J.(z).
(2r)l
+I !)F(!) {z)Jl
2 _1 (1 -til)-! cos zt dt.
(44.8)
zW"
+ (2v + 1}W' + zW =
0,
fc
e1:C(1 - ~)-!~,
BESSEL FUNCTIONS
46
83
v"
+ (1 -
4v:a4x:a
1) v =
0.
-.!!.. {J.(;z;)}
rk
QJP
u"
+ (,ta - 4v:~ 1) u =
o.
" + (12
Un
An -
4v24x9
- 1) Un = 0,
(l; - A~n)
fo UmUntk.
(46.2)
and therefore
JxJ,(An,x)J,().,.x)tk =
1
(m =I= n).
as
BESSEL FUNCTIONS
46
J u,.unlk
1
(.A.; - .A.!)
= -u,(l )u~(l)
= -
J.(A,.)AnJ~(An)
- J.(A,)
An - Ap
J'(1 )
-+
lin
And so
E:Mmples.
+ elm =
k(k
+ 1)
z1
forms
+v+
1} {.!!..th - :r:!:.} y + y
{~
dz
:r:
0
t!- v ~ 1} ~~ + ;} y + y = 0.
=
(~ -
J._,(-1:) =
(~ + ;) J.(-1:),
;) J.(-1:),
d)n
= (- 1)":1:" {1
\; ;& J 0 (m),
co
0 e-J,(bt)IP-'dt
b'T(p + v)
= 2"(a'+b')IIP+t>lT(v
6. Ifv
+ v > o,
J;
+ 1) F
(p+v
1-p+v
b' )
2' -2-;v+ 1 ; a'+b'
e-J0 (bt)dt.
that
co
21.-IT(lp + !v)
o J.(t)IP-'dt = T(!v- il' + 1).
I < Kt-!,
CHAPTER IX
ASYMPTOTIC SERIES
47. Asymptotic series. An asymptotic series is a
series which, though divergent, is such that the sum of a
suitable number of terms yields a good approximation to
the function which it represents. The idea is most readily
grasped from an example.
Example.
Find an approximation for large positive values or x to the solution
or the equation
y'-y=
-~
X
+ z2
_21 _
+ (_ 1 )n-1 (n-1)1
+ .,
Z"
= /(z)
'
1
1
2!
=--+ - - ... +
z z1 z2
(n-1)1
Joo eo-
z"
m P~
(-1)n-1-- +(-1)"nl
Now
nl
J eo-
oo
m l"~
nl Joo
dt < z>+l
87
Ill
eo-dt
nl
= zn+l
-.
-dt.
(1886).
= Ao + Al
+ ... +A:+
... ,
z
z
Let R,.(z) = f(z)- S11 (z). Then, for a given range of tug z,
say ot :::;;; arg z :::;;; {J, the series S(z) is said to be an asymptotic
expansion of f(z) if, for each fia:ed n,
lim z"R,(z) = 0.
11-+00
We shall write f(z) "'S(z).
This definition applies to a power series in 1/z which
converges for sufficiently large I z 1. say for I z I > R.
For then there is a constant M, depending on R only,
such that for all values of arg z
I Rn(z) I<
MR
(lzl- R) lzl"'
and
B
B,
+z + .. + n
z + ..
1
48
89
ASYMPTOTIC SERIES
Iz I
f(z) - S,.(z)
co,
= 0 I z 1-n
nnd
If now
we have
+ o ::I- "
c
c
Co + ___! + . .. + n + ol z 1-"
f(z)g(z) = Sn(z)Tn(z)
=
::"
11,
L cL f (x)"" S(x)
A~
=--;;-
tV'"
A3
+--:;+ ... + An
-X + ...,
tV"'
11
I f(x)
oo
- Sn(.~:)
Then
IJ., f(t)dt -
Bu t
J.,
oo
oo
I<
E.-v-n
for x
A'.!
S,.(t)dt = a;
A'!
., t
.A3
+ ---.
+ ... + (
2:v
A3
e)
n - 1 x"- 1
.A"
~~
x0
An
1 xn-
)x"-1 nnd
l + ...
1~.
so
p,
CIO
n- o
n O
49.
C.(z} = 1 ('hi~ _
2 !{Sz):!
+
amlS.(z ) =
t !(8::)'1
41'2 - 1 2
Bz
(h 2
12 )( 112 - 3 2 )(.Iv2 - 52 )
:J l (8z)3
::t.
+ ...,
49
ASYMPTOTIC SERIES
91
= 0;
1'
1r.l 0 (x) =
- 1
and
AD
BC
C= l + i u.
C2 )- l = {2 + iu,)-i(e-i" 1u)-i,
'!'liltS, (
= cfntJ
On AD put
00
AD
et"'-=w-1(2
and d{
idu.
+ iu )- ldu.
AD
, ! (2.v} o
iv ) -! dv.
2x
( 4!>.1)
' -!
+ 2a:
w)
is
2m
8x
nl
and t he contribut ion of the remainder term is less thnn
Kfm"+ 1, where again 1( depends only on nand is independent
of m.
H ence the integral on the r ight-hand s ide of (<19.1) takes
the form
nncl we have shown thnt the series C0 (x) nod S 0 (a:) have the
asymptotic property.
iu, and then 1.L = vfx,
Similarly, on BC put C= - 1
giving
BC
ei" 1
e-l<+tnl
= --v(2x}
e-l<t+inl
49
ASYMPTOTIC SERIES
93
= -
!.J + .!.J
1'l
AD
1'l
DC
Fig. 8.
+ (1 -a:3v')
- y =
0.
11
2z
VS) u = o.
+ ;1) u + a,i - ,xll
1
ASYMPTOTIC SERIES
51
95
v"
+ 2iv' + -4 -xll- v =
0.
v = a0
an
+ al-X + ... + a:n
- + ... ,
I+~+
(JII-4v2)(Sll-4vll)
2!(8iz)2
(J2-4J.2)(8ll-4v2)(52-.J.J:l)
8!(8iz)3
+. .
cot
(m _ .!..n) = S
0 (m)
C0 (m)
- .l + _____!!___ 8z
1024.1:3
'
9
1 -128m2+
88
8z - 512m3
+ .,
oe = tan oe - itan3 oe
+ ...
tan oe
and so
1
25
= 8z - 884m3 + "
81
m= ( n - !) n+8(n-!}n-884(n-l)Sn3+
and, by retaining higher powers in the asymptotic expansion for J 0 (m) originally quoted, we can approximate
as closely as we like to the zeros.
APPENDIX I
s;
e-"'f(t}dt.
.!'R(/1
s;
.P
{f:
ft(u)fa(t - u)du}
e-91 / 2
u)du
u)dt
fr9(u-+11lf 2 (v)dv
= 9't (p )tpa(P ).
The property (5), which is essential in justifying the usc
. of Laplace transforms, needs a more substantial investigation. This will be given after we have explained the manipulative detail.
The following table is a short list of transforms of common
functions.
f(t)
tp(p)
-p
eo'
p-a
tn-l
(n- 1)1
P"
tn-leol
1
(p- a)"
(n- 1)1
sin at
cos at
t sin at
2a
a
pll+a:
p
p2 +as
p
+ all)ll
1
(pll + all)ll
(pll
99
s:
e-PI yhldt
J: e-Piydt.
+ 2y =
y"' -By'
8e 1,
8p
8
+ 2).2'(y) = p + 2 + p--.
-1
giving
9'( ) -
y - (p- 1)1
1
9(p
+ (p- 1)1 (p + 2)
1
1
- 1)1
J: m"tp(a:)cl.v =
then tp(a:) =
for n = O, I, 2, ,
0 for 0 ~ a: ::::: l.
PROOF. If the conclusion is false, there is an interval
(a, b) with 0 <a< b < 1 such that tp(x) ~ k > 0 (or
tp(x) :::;;:: - k < 0) for a~ x:::;;:: b.
We proceed to define a polynomial p(.11) for which
0
+-1c (b -
a:)(a: -a)
Then q(a:) > 1 for a< a:< b, and 0 < q(x) < 1 for
0 < a: < a and b < a: < 1.
If we choose a sufficiently large integer m, the polynomial
p(a:) = {q(m)}m will take arbitrarily large values in a<a:<b
and arbitrarily small values in 0 < a: < a and b < a: < 1.
So we can make
J: p(a:}tp(m)tk > o
for
all p ~ k.
J: e_,'f(t)dt
101
and so
J:
e-n'g(t)dt
=0
for n
= 0, 1, 2, ...,
where
g(t) =
J~ e-l:uj(u}du.
J; m"tp(m}lk = 0
By the lemma, tp(m)
g(t} =
s;
for n
= 0,
= 0, 1, 2, ....
that is to say
e-hj(u)du
=0
for t
~ o.
'= 0 or y, y',
1.
2.
8.
4,
+ y' = 2. Yo= 2, y1 = 1, Ya = - 1.
y" - y' - 2y = 60e1 sin 21.
Yo = y 1 = o.
y"" - y = 0,
Yo = 1, y, = Ya = Ya = o.
y'"' - 2y'' + y ""' 12k1
Yo = Ya = !, y 1 = 0, y 1
y'"- 2y''
=-
8.
+ (a + b)y' -
u" - (a
+ b)ll' -
6. trf' = ay',
u" =
b- oz'.
alnl = 0,
aby = o.
= Uo = 0,
= 1,
= Uo = m1 = U1 = O.
m,
y, = o.
APPENDIX
n.
= pP, u 11 = pQ,
where p is a function of x and y which we can call an integrating factor of the original equation.
We now inquire into the possible extension from two
variables to three. \Vhen does the equation
Pch + Qdy + Rdz = 0
(where P, Q, Rare functions of x, y, z) possess a solution
u(x, y, z) =A?
We keep in mind the geometrical meaning. The differential equation states that the line-element (ch, dy, dz) is
perpendicular to the direction (P, Q, R), and the equation
u(x, y, :s) =A represents a family of surfaces.
103
+ Qdy + Rlk =
Pfk
(I)
has a solution
u(:r:,y,z) =A
is that
Uz
So
p.~Q
= p.P,
+ p.Q, =
U 11
Un
= p.Q,
=
Uw
U~
= p.R.
= p.11 R
+ pR
11
= p.P,
u 11
= pQ.
This gives
105
axa (u~ -
p.R)
=o.
Now it is easy to verify that, if the equation (1) is multiplied through by p., the relation (2) holds for the new
coefficients,
p.P{(pQ), - (p.R)u}
p.Q{(pR)111
(pP):}
+ pR{(p.P)
11
-(p.Q).,}
= O.
Since p.P = u 111 and p.Q = uti, this identity is the same as
the preceding one.
IUustralion.
o.
+ j(z)dz =
0.
Hence /(m)
solution is
y+z=Azz.
The interpretation of tile equation (I), if tile condition or Integrability (2) is not satisfied, is beyond U1e scope or this book.
Ezamplu.
m)dy
+ (z -
y)d:
= o.
2. (y
8. (1
4.
+ (: -
1 )dy
p=Q= R'
u
dy
d::
--=--=--
bz-cy M-a: ay-IKD
= _a_u___;+_b__.:dY::._:.+_c_d::_
0
These give
and
vel
+ ya + sa =
B,
107
II
-=-=a
b
c
lying in planes perpendicular to this line).
d:t
Each mtio
d:
dy
-==--
::+a: z+y
(2)
y+z
d(.z
2(.z
+ y + z)
+ y + ::)
d:t - dy
d: - d:t
and e a c h = - - - - = - - - - .
m-y
::-m
(a:
+ y + ::)(.z -
II)' = A
by the planes
(.z - y)f(: - :)
(8)
= B.
d:t
dy
d:
-=-;:::::z
1
c
.zain(y-cz)
where c is constant.
An ob\ioua integml is 11 - cz
= A.
This gives
d:
d:t=-.z sin A
and so
z = !zl sin A + B.
Ir we now put back A = y - cz, we find by differentiating Umt
: =
+B
Ezamples.
Solve dz/P = dyfQ = d:fR, with the values of P, Q, R given in
each of 5-7.
5 .z(y - :), y(: - .z), z(m - y).
y=
o, :
= c and :z: =
o, .:: =
- c;
SOLUTIONS OF EXAMPLES
CHAPTER I.
= 1 + !:JJ1 + tr + -/o:tf'.
1. A 1e" + A 1e_.,
2. Ae-too + Bt!'
+ Cxe" + !a:te".
8. A cos
6. At!'+ B..:1
+ B) -
ye 1 =
:JJI,
:JJ +A)+ (:JJ1 + l)(!z' +B).
.r0 + \t- y 0 t - 11 + iZol1 + lt1 ,
Yo + 21 - Zof - ft1 ,
::e'
=o + ft.
7. tr(Ae"
8. .r(-i:JJ1
9. :re 1
=
=
+ B sin :.:1
A cos :JJ + B tan a: + ! see .r.
12.
18. {A log (1 - sin :JJ) + !A sin a: + B}/(1 + sin a:).
14. {:JJ +sin (t- z)- t cos (f- .r)}/P.
15. (n + 2)(1 + :r)y = :a:A+I + (n + 2)(.40f:>+ 1 + B).
100
16. zly = n(:r: cos :r:- sin a:) - n 1 (:r: sin m +cos a:).
17. (Sufficiency). There are constants c1, ,
not all O, such that
c,.,
+ ... + Caa1,. =
c1a 11
(1 ~ i ~ n).
J:
+ ... + c,.u,.)1~ = o.
18. (Au 1 + Bt~a)/(u 1u;- u;u1 ).
19. A:re" + Be...,f:r:.
20. 2p.p, + p; = 0.
(c1u1
CIIAPTEB IV,
zt,
(1 - :)l.
48
64.
2. 1 + 12::'
5:4 - Ill ::'
~(
:T l
8. Cf 22
4.. 1
5. :, ::1 + z log ::.
co
6. wl
+ z,
+ ....
8
1.8
1.8.5
+ 2 :: - U z' + 2 , 4o 6 z'
:'(I -
z)-1,
="'
= ~ (nl)'
m1 = w1 log z - {:
+ (2~ )' {1 + ~) +
:4
(~ )' {1 + i + ~ + }
zS
z'
=+8.4..5+ =+4..5.6+
8,
101
co
:"
:E
I
t
1 1.2 ... (n -l)'n
w.=w.log:
9. :(1 - :)-1, r
co
:"
(2 2
2 1)
+I-ft.2 ... (n-l)'n i+2+ ... +,._l+n.
1 (1
- :).
SOLUTIONS OF EXAMPLES
11.
e-',
e-1 log z.
ro1
oo
2.8
)
+ 5 6 1 2 klzl +
5.1 k:
111
Z"
= l:o n lk(k + 1) (k + n
OCI
- 1)
Z"
= : 1-l:
o nl(2
- k)(8 - k) ... (n + 1 - k)
For k = 1, ro1
For k
14. u
= z(1
~~:)- 1 ,
00
16
(1 -
(-
~~:)-1
+ u log z.
2:J:I)"
'A~(2n-8)(2n-1)(2n+1)+B
.O<J~~:J<.y2'
It p
+ 211:1 ) 1
p(p + 1) (p + n - 1)
+ q) (p + q + n- 1) z",
17. ro, =
(1
+q =
(1 - q) ... (n - q)
: 1 --~'-. ~
o nl(p
+ q- 2) ... (p + q- n - 1) z.
1, second solution is
~{
p(p
ro 1 log:+f (-1)"
+ 1) ... (p + n (nl)'
1)
X
2
2)
1
1
1
2
( p+p+1+ .. + p + n - 1 - l - 2 " ' - n
+ be,._,
}
Z"'
+ a(n - 1 )c,_ 1
= 0.
Put c,. = d.,/nl
Solution of equation is ePJz, where pis n root or p 1 +ap+b = 0.
+ 8)a,. =
:E
a,a By induction
r+~n-1
7. Put
'= 1 -
u in (28.1).
a,.~
12-.
1. :i{AJ&+l(c:)
+ BJ4
2. :l{AJt(f::f)
+ BJ_l(f::l)}.
_l(c:)}.
1. y = 8
21 2. y = Sell - 5e-1 - e'(8 cos 21
e1
+ D sin 21).
8. y = ! cosh I + l cos 1.
4. y = e-
le'(t- 1)1
_sinal-sinbl
_cosbl-cosal(b..J..)
5. : l l a-b
'Ya-b
.,-a.
6.
:ll
APPENDIX II
1. y - : = A(: - a:).
2. a:
y = A(zy - : 1 ).
8. : - z = A(l + zy).
4.
5.
6.
7.
m+ y
m+ y
+ :: = A(y:: + ~ + a:y).
+ :: = A,
a:1
y = All;
a:
+y
a:y: = B.
1
+ + : = A,
y1
8. (I) No,
(li) Yes.
= (z
+ B)
zy - .:::
= B.
BIBLIOGRAPHY
Reference bas already been made in the preface to the books
in the series of University 1\lathematienl Texts which are most
closely related to tills one.
Among the more comprehensive works which the reader may
consult with profit are
L. BmnERDACB, Theorie der DiJlerentialglelchungen, 1980.
E. T. CoPSON, An introduction to the theory or functions of a complex variable, 1085.
R. CouRANT and D. liiLDEnT, Methods of mathematical physics
(translated) 1958.
E. L. INCE, Ordinary differential equations, 1027.
H. and B. S. JEFFREYS, Methods of mathematical physics, 8rd ed.,
1950.
C. J. DE LA VALI.EE PoussrN, Cours d'annlyse infinitesimale, vol. II,
1028.
G. VALIRON, Cours d'analyse II - Equations ronctionnelles, 1045.
118
INDEX
References are to pages
Adjoint equation, 20
Airy's equation, 2, 85, 65
Analytic continuation, 47, 55
Approximations, 4
Asymptotic series, 87
Bessel's equation and functions,
42,77
Branch point, 85
Comparison of solutions, 26
Confluence of singularities, 57
Contour, double-loop, 62
,
, figure-of-eight, M
Convergence of series solution, 88
Convexity of solutions, 25
Definite integral, solution by, 22,
54, 50
Integrating factor, 20
Interlacing of zeros, 27
Lagrange's Identity, 20
Laplace's linear equation, 60
,
equation, 70
,
transform, 07
Legendre's equation, 70
,
polynomial, 71
Linear Independence, 18
Lines of force, 108
Lipschitz condition, 4
Normal form, 19
Orthogonal functions, 20
Oscillation theorems, 25, 88
Reduction ot order,
Regular singularity,
Riccati equation, 4,
Rodrigues' formula,
18, 24.
86
10, 10
72
Schllifii's integral, 72
Self-adjoint equation, 20
Simultaneous equations, 9
Singularity, regular, 86
,
, movable, 86
Sturm-Liouville equation, 80
Uniqueness of solution, 7
Variation of parameters, 17
\Vave equation, 77
Wronskian determinant, 14
Zeros of solutions, 27
,
, Bessel functions, 88, 95
UNIVERSITY
MATHEMATICAL
The Theory
of Ordinary
Differential
Equations
The aim of this text is to guide
students in their ques t f or a more
satisfying understanding of differential
equ ations and their solutions . In the first
chapter the existence of soluti on s of the
simplest form of equation is establ ished .
Chapter II conta ins a systematic treatment of
the linear equation. Chapter Ill (Oscillation
Theorems) shows the reader that many
properties of solutions of differential equations
can be deduced directly from the equations.
Chapters IV to VI deal with solutions in the
form of series or i ntegrals. A discussion o f
Legendre and Bessel fu nctions (Chapters
VII and VIII) ill ustrates the methods which have
been developed and Chapter IX introduces
the reader to asymptotic s eries. There is
an appendix on the Laplace transform.
TE X TS