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Differential and
Integral Equations
through Practical ProbleIlls
and Exercises
by
Micul •• Gheorghe.
Dlfferentlal and Integral equatlons through practlcal proble.s and
exerclses I by Gheorghe Mlcula and Paraschlva Pavel.
p. CI. -- (Kluwer texts In the .atheaatlcal sclences ; v. 7>
Includes blbllographlcal references.
ISBN 978-90-481-4184-5 ISBN 978-94-015-8024-3 (eBook)
DOI 10.1007/978-94-015-8024-3
1. Dlfferentlal equatlons--Proble.s. exerclses. etc. 2. Integral
equatlons--Proble.s. exerclses. etc. 1. Pavel. Paraschlva. 1935-
II. Tltle. III. Ser Ies.
QA371.M473 1992
515'.35'076--dc20 92-22561
ISBN 978-90-481-4184-5
Table of Contents
Introduction vii
Part I. Problems 1
5. Integral Equations 99
6. Numerical and Approximate Methods of Solv-
ing Differential and Integral Equation 109
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vi
Bibliography 393
Introduction
already use this part of mathematics and those who wish to gain expertise.
Chapters 1, 5, 6, 7, and 8 were written by Gheorghe Micula, chapters 2
and 4 by Paraschiva Pavel and chapter 3 by both authors together.
The authors express their gratitude to Kluwer Academic Publishers for the
excellent publishing environment they have provided.
We are particularly grateful to Dr. J. Kowalski-Glikman for his careful
editing and word-processing of the text. Many errors would have
remained undetected had it not been for his insight and erudition.
Thanks are also due to Margaret Deignan and Anneke Pot of Kluwer for
their friendly and professional help throughout the publication process.
We would also like to record a debt of gratitude to Professor Michael
Hazewinkel - the Managing Editor of the Mathematics and its Applications
book series - for his encouragement, without which this book would not
be published.
The final version of this book was prepared while the fIrst author was a
visiting professor at the University of Kentucky at Lexington (USA) in the
academic year of 1991/92, and he expresses his thanks to Professor
Graeme Fairweather for support and encouragement.
The authors
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Part I
Problems
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CHAPTER 1
Preliminaries
1. Differential equations of the form y' = J(z, y)
a) Differential equations with separable variables. By a differential
equation with separable variables we understand the equation of the
form
y' = J(z)g(y) (1)
or
X(z)Y(y)dy + X 1 (:c)Yi(y) = 0 (2)
where the functions J, g, X, Y, Xt, Yi are given and the unknown
function is y E C1.
For those y, for which g(y) =1= 0 the equation with separable variables
can be written as
dy
g(y) = J(z)dz.
Integrating both sides of this equation, we obtain
/ g~:) = / J(z)d:c + C (C E R)
3
4 Problems
I
obtain
I X(z) + ¥iCy) = G (G E R)
Xl(z) Y(y)
which represents the general solution of eq. (1.2).
If for y = yo we have g(yo) = 0, then one can easily verify that
the constant function y = Yo is a solution of eq. (1.1). Also, if a is a
solution of the equation Xl(Z) = 0 and b a solution of Y(y) = 0, then
the straight lines, z = a, y = b are the integral curves of (1.2). These
solutions are called singular solutions of the equations with separable
variables.
Remark The differential equation of the form y' = f(az + by + c),
a, b, c E R, b =f 0, can be transformed into equation with separable
variables, by using the substitution u = az + by + c.
b) Euler homogeneous differential equation. The differential equa-
tion
P(z,y)dz + Q(z,y)dy = 0
=
is called the linear differential equation of first order. If q( z) 0, then
the equation y' + p( z)y = 0 is called the homogeneous linear differential
1. Differential Equations Solvable by Quadrature 5
equation of first order. In this case, the variables can be separated and
the general solution of the homogeneous linear differential equation is
If u is chosen such that u' +p(:c)u = 0 and v satisfy v'u = q(:c), then
the solution of the inhomogeneous linear equation is y(:c) = u(:c)v(:c).
d) Bernoulli differential equation. A first order differential equation,
If two solutions of the Riccati equation are known, then the change of
the dependent variable z = ::: leads to the following homogeneous
linear differential equation
dU = P(z,y)dz + Q(z,y)dy.
In this case, the equation may be written as dU = 0 and its general
solution is U( z, y) = 0, where 0 is an arbitrary real constant.
The necessary and sufficient condition for the equation P( z, y)dz +
Q(z, y)dy = 0, to be a total differential equation
8P(z,y) 8Q(z,y)
- (z, y) E D
8y 8z
1. Differential Equations Solvable by Quadrature 7
Such a function, if it exists, is called the integrating factor for the total
equation. The consistency condition for the above equation is
, 1 8P 8Q
JL (x) = - ( - - -)JL(x)
Q 8y 8x
which is an equation with separable variables. Similarly, if the function
fr(~~ - ~) depends only on y, then JL depends only on y and can be
determined from the separable equation
, 1 8P 8Q
JL (y) = --(-
P 8y
- -)JL(Y)·
8x
Sometimes, one can try to find JL of the form JL = JL(t), with t = 4>(x, y)
suitably chosen.
2. Differential equations of the form F(x, y, y') = o.
8 Problems
~ du + 8v
8u (M M)
~ dv = h( u, v) 8u du + 8v dv .
We can solve this equation for either ::' or ~:. For any of these choices
we obtain an equation of the form
dv
du = G(u,v) (u,v) ED.
1. Differential Equations Solvable by Quadrature 9
z = J(u,w(u)), y = g(u,w(u)).
In this way, one can obtain all solutions of the differential equation
F(z,y,y') = 0 if the equation ~: = G(u,v) is solvable.
Lagrange and Clairaut differential equations
Let us consider a first order differential equation of the form
y = J(z,y'), J: DC R2 -+ R.
The Sophus Lie method, described above, can be also applied to this
equation. The surface attached to this differential equation has the
following parametric representation,
z = z, y = J(z,p), z = p, (z,p) E D C R2
The condition dy = zdz becomes in this case pdz = ~dz + Udp and
leads us to the explicit differential equation
dz
dp = G(z,p),
~
G(z,p) := 8p ~.
p- 8:11
As an example of this class of equations, one can consider the equation
y = zA(y') + B(y')
where A and B are functions depending only on y'. This equation is
called Lagrange differential equation. If A(y') # y', then the condition
dy = pdz takes the form
dz + A'(p) z + B'(p) =0
dp A(p) - p A(p) - p
which is a linear differential equation for z as a function of p. If
:z: = 4>(p, C), C E R, is the general solution of this equation, then
the parametric solution of Lagrange equation is
z = 4>(p, C)
10 Problems
Problems
1. Differential equations of the form y' = f(z, y).
1.1 Find solutions of the following equations.
1. zy' = y3 + y
2. 3e'" tan ydz + (1 - e"') sec2 ydy = 0
3. y - zy' = a(1 + Z2 y'), a ER
4. y' tan z - y = 0
5. tanz sin2 ydz + cos 2 z cot ydy = 0
6. z2(y + 1)dz + (Z3 - 1)(y - 1)dy = 0
7. (1 + y2)( e2"'dz - e1l dy) - (1 + y)dy = 0
8. (Z2 y - Z2 +y - 1)dz + (zy + 2z - 3y - 6)dy = 0
9. a(zy' + 2y) - zyy' = 0, a ER
10. zdy - ydz = y 2dz
1. Differential Equations Solvable by Quadrature 11
1.2 Find solutions of the following equations satisfying the given initial
conditions (solve the Cauchy problems).
1. y' = (~ + y)2
2. y' = (8~ + 2y + 1)2
3. (~ + y)2 y' - a2 = 0 a E R
4. y' = sin(~ - y)
5. y' = tan2(a~ + by + c) a =f:. b, a,b> 0, a,b E R
6. [3( ~ + y) + a2]y' = 4( ~ + y) + b2 a, b E R
7. y' - 1 = etll+2v
8. Y'+l= ( (~+y)m N
~+yn+ )
) (~+yP ~,n,pE
J~2 + y2 - ~
9. y'=..;.....-~--
Y
10. (~2 + y2)d~ - ~ydy = 0
1.4 Find the plane curves having their subtangent constant and equal
to a.
1.5 Find the plane curves having their subtangent two times longer
than the abscissa of the point of contact.
1.6 Find the plane curves with the property that the length of the
segment of the tangent line bounded by the point of contact and the ~
axis is equal to the distance between the origin and the point of contact.
1. 7 Find the equation of the plane curves with the following property.
The part of the line normal to this curve in any point and bounded by
the coordinate axes is divided by this point into two equal parts.
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12 Problems
1.8 Find the equation of the curve passing through the point (3,1) with
the following property. The segment of the tangent line bounded by
the point ofcontact and the z axis is divided into two equal parts by
the point of intersection of the tangent line and the y axis.
1.9 Find the equation of the curve passing through the point (2,0), if
the segment of the tangent line bounded by the point of contact and
the y axis has a constant length equal to 2.
1.10 Find solutions of the following equations satisfying the given con-
ditions.
1. (z + 1)y' = y - 1
2. e411 y' - e1l + 1 = 0
3. y' = 2z(1[' + y)
1. y + (2y'iY - z)y' = 0
, z+y
2. y=--
y
3. y
,
= e- +-Yz
l.
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1. Differential Equations Solvable by Quadrature 13
4. xy' = JX 2 - y2 +y
5. y' = ! + tan!
x x
6. (J X 2 + y2 + y)dx - xdy = 0
7. (X 2 + xy + y2)dx - x 2dy = 0
8. (x - y cos! )dx + x cos !dy = 0
x x
x
9. x log -dy - ydx =0
y
10. (4x 2 + 3xy + y2)dx + (4y2 + 3xy + x 2)dy = 0
11. (3x 2 + 2xy - y2)dx + (x 2 - 2xy - 3y2)dy = 0
12. (x 2 + 2xy - y2)dx + (y2 + 2xy - x 2)dy = 0
'" .. x
13. (1 + e'i)dx + e'i(l - -) = 0, y(l) = 1
y
14. (x 2 - 3y2)dx + 2xydy = 0, y(2) = 1
15. (y2 _ 3x 2)dx + (y2 - 2xy - x 2)dy = 0, y(O) = 1
16. (x 2 + 2xy - y2)dx + (y2 - 2xy - x 2)dy, y(l) = -1
17. ax 2 + 2bxy + cy2 + y'(bx 2 + 2cxy + fy2) = 0
a, b, c, fER
, 2(y + 2)2
11. y=
(z + Y _1)2
12. y' = (1 + Y- 1)2
2z
1.15 Find the equation of the plain curves having the subtangent equal
to the arithmetic mean of the coordinates of the point of contact.
1.16 Find the equation of the curve passing through the point (1,0),
with the property that the segment of the y axis bounded by the origin
and the point of intersection of the tangent line with this axis is equal
to the polar radius of the point of contact.
1.17 Find the plane curve with the property that the segment of the y
axis, bounded by the origin and the point of intersection of the normal
line in any point of the curve with this axis has a length equal to the
distance between this point and the origin.
1.18 Find the plane curve, for which the segment of the y axis bounded
by the origin and the point of intersection of this axis with the tangent
line in any point, has the length equal to the abscissa of the point of
contact.
1.19 Using the change of variables z = u G , Y = v~, (v = v(u», with
suitably chosen a and {3 (a,{3 E R). solve the equations:
1. (y4 - 3~2)dy + ~yd~ = 0
2. y 3 dz + 2( z2 - zy2)dy = 0
3. (Z2y2 - 1)y' + 2zy3 = 0
4. (z6 - y4)dy - 3z 6 dz = 0
1.20 Find solutions of the following equations.
1. y' + 2y = Z3
Z
2. y' - ytanz = cos z
3. y' - 2zy = z - Z3
4. y' + ay = beJ'e a,b,p E R
, 2z -1 1
5. y - Z2 =
Y -
6. zy' - - - - z + 1 = 0
z+1
, y a
7. y---=-- aER
tanz tanz
1. Differential Equations Solvable by Quadrature 15
1. zy' + y = e Z y( a) = b, a, b E R
2. y' - y
1- Z2
= 1 +z y(O) =0
3. y' _ ytanz = _1_ y(O) =0
cosz
4. xy' - ny = zn+llogz n EN, y(l) =0
5. xy' - ny = xn+le z n E N, y(l) = 1
6. y' + y cos z
= sin z cos z y( 0) = 1
7. y' + 2y = 2z + 2 y(O) = -3
Z2 -1
1
8. zy' + (2z2 - l)y = 2Z2 - 1 y(l) = 1- -
e
1
9. y' - 2y = _z2 y(O) = 4"
1.22 Taking x as dependent and y as independent variable, find solu-
tions of the following equations.
1. (y2 - 6z )y' + 2y = 0
2. (z - 2zy - y2)y' + y2 = 0
16 Problems
4. (2z - y2)y' = 1
5. y'{y2 _ z) - y = 0
6. yYdx + {ze Y - 2y)dy = 0
7. y{l + y)2)dz - (x + xy2 + y2)dy = 0
1.23 By the suitable change of variables find solutions of the following
equations.
1. xyy' + y2 + x 2 = 0
2. yy' + y2 - cos X = 0
3. 3xy2y' + yS - 2z =0
1.24 Prove that if Y17 Y2, Ys are three particular distinct solutions of a
n=n is constant.
linear differential equation, then Y3-1Il
1.25 Find solutions of the following problems.
1. lim y(x) = 0
z-+oo
2. y , sm sin2 -z
. x - y cos z = - --2 l'1m y ()
x = 0
z z-+oo
Find the general solution of this equation, the functions p( z) and q( z),
and the solution satisfying, y( u) = 2uj u E R is fixed.
1.28 Consider the equation
1. y ' - -4y= Z VY
Y
z
2. y' +! = _zy2
z
3. 2zyy' - y2 + z = 0
4. 3zy' - y( 1 + z sin z - 3y3 sin z) = 0
5. y' + 2y = y2 e fJe
z
6. y' - zy =-
2(Z2 - 1) 2y
7. y' - y tan z = y4 cos z
8. zydy = (y2 + z )dz
9. zy2y' = z2 + y3
10. yn-l(ay' + y) = z aER nEN
11. zm y , + azm-1y + byn = 0 a,b E R m,nE N
12. z2 y' + 2z 3y = y2(1 + 2Z2)
13. (1 + Z2)y' - zy = z2 y2
14. ' zy
Y+1 -z 2=Z Y
vy
15. y' - 2zy = 2z 3y2
16. 3y2 y' + y3 + z = 0
17. zy' + y = zy 2logz
18. (Z2 + 2zy3)dz + (y2 + 3z 2y2)dy = 0
19. y' - y cos z = yn-l sin 2z, n#l nEN
1. y'(Z2 y 3 + zy) = 1
2. zy'( Z2 + 2y 3) - 2y4 = 0
3. y' = frac(1 + y)2 Z (Y + 1) - Z2
1.32 Find the equation of the plane curves, for which the area of a
triangle built from the z axis, the tangent line, and the line passing
through the point of contact and the origin is constant.
1.33 Find the equation of the plane curves having the property that the
segment of the z axis bounded by the origin and the point of intersection
of the tangent line with this axis has the length equal to the square of
the ordinate of the point of contact.
1.34 Find the equation of the plane curves having the property that
the segment of the axis of ordinates bounded by the origin and the
point of contact is equal to the subnormal length.
1.35 Find the equation of the plane curves having the property that
the length of the segment of the tangent line bounded by the point of
contact and the z axis is equal to the distance between the point of
intersection of this line with the z axis and the point M(O, a), a E R.
1.36 Solve the following differential equations if they have the indicated
particular solutions.
1. y' - y2 _ ! + 9z 2 = 0 Yl = 3z
z
2. y' - y2 + Y cot z + sin2 z = 0 Yl = sin z
2
3. z2y' + Z2 y2 + zy - 4 = 0 y= -
z
, y2 (4z + l)y
4.
y + z(2z - 1) - z(2z - 1) +
1. Differential Equations Solvable by Quadrature 19
4
+ =0 Y1=1 Y2=2z
2z-1
5. (z2 + 1)y' - 4zy2 - 2z(4z2 + 3)y-
_4z 3 (Z2 + 1) = 0
Y1 = -1 - Z2 Y2 = -!. - Z2
2
1.37 Solve the following differential equations knowing that they have
solutions of indicated form.
1. Y' = y2 _ zy - Z Y1 = az + b a, b E R
a
2. Z2(y' + y2) - 2(zy - 1) = 0 Y1 = - aER
z
3. zy' = y2 - (2z + 1)y + Z2 + 2z Y1 = az + b a, bE R
4. y' = _y2 + 1 + Z2 Y1 = az a E R
a
5. Z2y' + (zy - 2)2 = 0 Y1 = - a E R
z
a
6. Z2y' - Z2y2 - zy - 1 = 0 Y1 = - a E R
z
7. , 2 1 a R
y+y - - = 0 Y1=- aE
2Z2 z
8. z(2z -1)y' + y2 - (4z + 1)y + 4z = 0 Y1 = az m a,m E R
2zy2 Z4y 3z2
9. y' + = 0 Y1 = az m a, mER
Z5 - 1 Z5 - 1 Z5 - 1
1.38 Check, whether the following equations are total; if they are -
solve them.
1. (Z2 + y2 + 2z)dz + 2zydy = 0
2. (Z3 + zy2)dz + (Z2y + y3)dy = 0
Z Z2 _ y2
3. -dz+ dy= 0
y2 y3
4. (3z 2 + 6zy2)dz + (6z 2y + 4y3)dy = 0
5. (Z3 - 3zy2 + 2)dz - (3z 2 y - y2)dy = 0
6. (Z2 + 2zy3)dz + (y2 + 3z 2y2)dy = 0
3z 2 + y2 2z 3 + 5y
7. --2~dz- 3 =0
Y Y
8. ( J 2z+ y2 +!.+!.)dZ+(
z Z Y J z2Y+ y2 +!.Y __
Z)dY=O
y2
20 Problems
Z2 + y2) Z2 + y2
9. ( 2z + 2
zy
dz + 2
zy
dy =0
sin-2z 2 z) d - 0
10. (- + z ) d z+ ( y -sin-- y-
y y2
11. Z(Z2 + y2 _ a 2)dz + Y(Z2 + y2 + a 2)dy = 0
13. z
( -.-+ 2) dz+ (z2 + 1 cos Yd y= 0
smy cos2y - 1
zdy - ydz
14. zdz + ydy = 2
Z
2
+y
1.40 Show that zp!yQ is the integrating factor of the homogeneous
differential equation P(z, y)dz + Q(z, y)dy = O.
1.41 Find integrating factor having the indicated form and then solve
the following differential equations.
3 2
Y - Y - 3zy - -z = 0
12 ,
I.
2
2. z - sin y' + log y' = 0
3. yyl2 _ 2zy' + y = 0
4. y = y 12 eyl
2
12 , Z
5. Y - zy -y+ - = 0
2
6. y - yl2 _ 2 log y' = 0
7. zy'2 + 2zy' + y =0
8. zyl2 - 2yy' + z =0
9. y'3+(z+2)eY =0
10. ell + y' = z
II. ay' + byl2 = z a,bE R
12. z = y' + siny'
13. y = aYI2 + by,3 a,bE R
14. Y = y'logy'
15. y = y'(l + y' cos y')
I. y = 2zy' + 1 + yl2 J
2. y = (1 + y')z + yl2
3. Y = -zy' + yl2
zy' 2
4. y=-+-
2 y'
5. y = 2zy' _ yl2
22 Problems
6. y = 2xy' - 4y'S
7. y'S = 3(xy' _ y)
8. xy'(y' + 2) - y = 0
9. 2xy' - y = log y'
3
10. y = -xy' + eV
2
11. yy' = 2xy12 + 1
12. -jr-
y = xy' + a-2 -+-a-2-y l2- aER
13. y = xy' -
log y'
a
14. y = xy' + 12 a E R
Y
15. 2yl2(y - xy') = 1
, ay'
16. y = xy + \1'1 + yl2 a E R
17. xyl2 - yy' - 1 = 0
yl2 + 2xy' + 2y = 0
which crosses the y axis at the angle ~.
1.45 Find the integral curve of the equation
1.49 Derive the equation of the plane curves, for which the distance
from the origin to the tangent line is constant and equal a.
1.50 Derive the equation of the plane curves, for which the tangent
line determines two line segments on the coordinate axes with the total
length equal 2a.
1.51 Derive the differential equations of the following families of curves
and find the orthogonal trajectories of these curves.
1. Z2 + y2 - 2az = 0 a E R
2. y = az 2 a E R
3. z2 + y2 = a 2 a E R
4. y2 = az a E R
5. zy = a a E R
6. (z - a)2 + y2 = a 2 aER
7. y = az P a ER
8. zP + yP = aP , (p =f: 2) a E R
9. (2a - z )y2 - z3 = 0 a E R
10. (Z2 + y2)2 - a 2( Z2 - y2) = 0 aER
11. y = aeF aER
1.52 Let us consider the following differential equation called the equa-
tion with delayed (retarded) argument
Using the step method show that the solution of this problem can be
obtained as a solution of the appropriate initial value problem.
1.53 Find solutions of the following differential equations with delayed
arguments satisfying the given conditions on the indicated intervals.
for - 2 ~ z ~ 0
3. y'(z) = y(z)y(z -1) z E [0,2], y(z) = 1
for -1~z~0
4. y'(z) =z - 2y(z) + y(z - 3) z E [0,6], y(z) = z +3
for -3~z~0
1.54 Let us consider the following differential equation called the neu-
tral delay differential equation
Using the step method show that the solution of this problem reduces
to the solution of the appropriate initial value problem.
1.55 Find solutions of the following neutral delay differential equations
satisfying the given conditions on the indicated intervals.
h
were Zo, Yo,
OI
Yo, ... , Yon-l are gtven
•
real numb ers.
1. Differential Equations Solvable by Quadrature 25
can be reduced to n - k.
1.60 Solve the following equations.
1. zy" + y' + z = 0
2. zyIV - 3y'" - 4Z2 = 0
3. y" - zy'" + ylll3 = 0
y'
4. zy" = y'log -
z
5. y" = 1 _ yl2
6. y'(l + yl2) = ay" a E R
7. (z + l)y" - (z + 2)y' + (z + 2) =0
26 Problems
1
8. y' + _y,t2 = zy"
4
9. zylll + y" = 1 + z
10. y"t2 + y,t2 = 1
11. (1 + Z2)yll + yt2 + 1 = 0
12. y' = zy,t2 + y,t2
13. y' = zy" + y" _ y,t2
14. ylll = VI + y,t2
15. zyV _ yIV =0
z+l
16. (z -l)ylll + 2y" =- -
2z2
1.61 Solve the following Cauchy problems.
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28 Problems
1. xy" - ( ! - y')2 = 0
x
2. x 4 y" - (y - xy')3 y«l) = y'(l) = 1
3. x 4 yy" + 3x 2yy' - (xy + x 2y')2 + x 2y2 + xy = 0
4. x 4 y" - x 3y'3 + 3x 2yyt2 - (3xy2 + 2x 3)y' + 2x 2y + y3 = 0
1. x - eV' + y" = 0
2. x = y"3 + y"
3. x = siny" + y"
4. «y')l1 + y'Y = 0
1. 72 Derive differential equations of the following families of curves.
1. y = ax 2 + be z a, b E R
2. (x - a? + by2 = 1 a,b E R
3. logy=ax+bya,bER
4. y = ax 3 + bx 2 + ex a, b, e E R
5. x = ay2 + by + e
a, b, e E R
6. (x - a? + (y - b)2 = e2 a,b,e E R
7. x 2 + y2 + ax + by + e = 0 a, b, e E R
8. y = a sin( x + b) a, b E R
9. y=eZ(ax+b) a,bER
CHAPTER 2
Preliminaries
Definition 2.1 A set X equipped with a metric
30
2. Ezistence and Uniqueness Theorems 31
1. z + y = y + z \:Iz, y E M
2. (z + y) + z = z + (y + z) \:Iz, y, z E M
3. There exist the zero element 8 in M such that z + 8 = z \:Iz E M
5. 1· z = z \:Iz E M
satisfying,
1. II Z 11= 0 ¢} Z = 8
3. II Z + y II~II Z II + II y II \:Iz, y E M
is called the norm.
Definition 2.7 A linear space equipped with a norm is called the normed
linear space.
Remark 2.1 In the normed vector space M, the function
d(Z,y)=lIz-yli
Then, the mapping 1 has a unique fixed point which can be found by
the iteration method, starting with any element of X. The following
estimate holds:
an
d(z,zn) ~ 1- a d(ZO,Zl)
= I(z, y)
Y' (1)
y(zo) = Yo (2)
h, Zo + h]; this solution
has a unique solution in the sphere B C O[zo -
can be found by the iteration method, starting with any element of
B(yo, b).
Theorem 2.3 Let
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2. Existence and Uniqueness Theorems 33
2.2 Show that the metrics 6, d, p, defined in Problem 2.1, are equivalent.
2.3 Show that the metric space (Rn, d) is complete.
2.4 Show that O[a, b] (the set of all continuous functions on [a, bD with
d(/, g) = max I/( x) - g( x) 1 is a complete metric space.
zE[a,b]
2.5 Show that B[a, b] i.e. the set of all continuous functions on [a, b],
with the metric 6(/, g) = maxe'Tlz-zol, where T E R+, Xo E [a,b] is a
zE[a,b]
complete metric space.
Remark The metric 6 is called the Bielecki metric.
2.6 If (X, d) is a complete metric space and Y c X is closed, then the
space (Y, d) is complete.
2.7 Show that the set Olc[a, b] (functions on [a, b] with all derivatives
up to the order k continuous) with the metric
2.9 Let n :::> Rn be a bounded domain. Show that the spaces 0(1c)(0, R),
0(1c)(0, e) are Banach spaces with the uniform norm.
2.10 Let n :) Rn be a bounded domain. Show that the spaces 0(0, Rn),
0(0, em) are Banach spaces with the uniform norm.
2.11 Formulate the Lipschitz condition for the mapping I: n c Rn-+
Rm.
2.12 Let 1 : n c R2 -+ Rj (z, y) ..-+ I(z, y). Formulate the Lipschitz
condition for I, with respect to the variable y.
2.13 Formulate the Lipschitz condition for the mapping 1 : n c
Rn+1 -+ Rnj (x,Yt, ... ,Yn) ..-+ I(Z,Yl, ... ,Yn), with respect to the
variables Yi.
2.14 Let Rn be equipped with one of the metrics,
n
Show that the following mappings satisfy the Lipschitz condition, with
respect to the indicated variables. Find the Lipschitz constant.
1
3
11 = {(z,y,z) E R : 0::; z ::; 2'
7r
0 < y < 1 Izl < 2}
with respect to (y,z)
smy
g) I: 11 C (R2 ,d) -+- R, (x,y) r-+ 2
1+x
11 = {(x,y) E R2 : -1 < z < 1, -00 < y < oo}
with respect to y
Show that
C 1 (n) c Lip(n) c C(n).
2.21 Does the function I = ~,x E (0,1) satisfy the Lipschitz condition?
2.22 Investigate if the following functions are Lipschitz or local Lips-
chitz
to be a contraction.
2.26 Find a real parameter A such that the following mappings are
contractions
I :R -+ R, x 1---+ loge eZ + 1)
a contraction?
2.28 Is the following statement true: If (X, d) is a metric space and
I : (X, d) -+ (X, d) is a contraction, then the equation I( x) = x has a
unique solution?
2.29 Let I : [a, b] -+ R be a differentiable function such that I( a) < 0,
I(b) > 0, and 0 < k1 ~ J'(x) < k2 for all x E [a,b]. Show that the
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38 Problems
z = q sin z + m, z ER
where q, m are given real constants has a unique solution if Iql < 1.
Compute the first three successive approximations for q = i, m = t.
2.32 Taking different metrics in Rn and using Banach theorem, formu-
late different existence and uniqueness theorem for the solutions of the
system of algebraic equations
n
where A, ai", bi E R.
2.33 Is the following statement true: Any convex and bounded set from
R has the fixed point property?
2.34 Has a linear topological space the fixed point property?
2.35 Give examples of topological spaces which do not have the fixed
point property.
2.36 Using Banach theorem, establish the existence and uniqueness
theorem for the solutions of the Fredholm integral equation
a) K E C(O x 0 X [-r,r))
b) K E C(O x 0 x R)
c) K E C(O x 0 x:1) :1 = [c, d) c R
r1 1
a) </>(x) = 2 10 [1 + xy + 2"cos(x</>(y»]dy + sin x
= 0.1 fo~ fo~ fo~ [COS 2(X3 + Y2) + </>3(yl, Y2, Y3) - l]dY1 dY2 dY3 +
+5X1 -1
2.41 Using the iteration method, find the solution of the integral equa-
In
tion
</>( x) =A </>2 (y)dy
4>( Zt, Z2, ... ,Zn) = 0.2 fa1 fa1 •.. fa1 4>2(yt, Y2, ... ,Yn)dY1 ... dYn + 1.
2.43 Consider the integral equation
In
tions
4>(Z) = A K(z,y,4>(y))dy+ /(Z)
where
1. nCRn is bounded and measurable,
2.49 Find the first two successive approximations and estimate the
error for the system.
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42 Problems
where
2. f E C([a, b])
3. A E R.
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2. Existence and Uniqueness Theorems 43
Using Banach theorem find the conditions under which this equation
possesses a unique solution.
Hint. One looks for solutions in the space B([a, b]); d. problem 2.5.
2.54 Let
2.56 Find the conditions under which the following integral equations
possess unique solutions,
2.57 Establish the conditions under which the following integral equa-
tions possess unique solutions and find the first approximations of them.
Io
a)4>(x) = etllsinx + A tll cos(x - y)4>(y)dy, x E R
b)4>(x) = 3x + 2x 3 _ A {til 3x + 2x 3 - y 4>( )d
3(1 + x2)2 Jo 1 + x2 y y, x E R
(til y4>(y)
c)4>(x) = Jo 1+y+4>(y)dy , xE[0,2]
where
1 1
ye~- j
K(z,y) ={
Zj
4>(z) = Ozz-l VO E R
then
"p()
z =
{O,4>( z) + ;2' z =
z>0
0
is a solution of the homogeneous equation.
2.61 Using resolvent kernelsw, find solutions of the following Volterra
integral equations.
2. Ezistence and Uniqueness Theorems 45
2.62 Derive the conditions for the functions K and 1 under which the
Volterra equation of first kind
2.64 Let
and
K:(z, Yj A) = K(z, y) + A ~a: K:(s, Yj A)K(z, s)ds
2.68 Show that the Volterra integral equation with the integral re-
i:
stricted from above and from below as follows
can be reduced to the system of two Volterra equations with the integral
restricted only from above (as the ones considered above) and with the
unknown functions 4>( z) and 4>( -z).
2.69 Consider the same problem for the following Volterra integral
equation
a)
b)
y' = 3yl(y~ + 1)
y' = .i!!!!i
°
y(O) =
y(i) = 3
co.z
c) zy' = y-1 y(O) = 0
d) zy' = y - 1 y(1) = 1
e) y'=(y+2)t y(-1) =-2
2.74 Using the iteration method, find the solutions of the initial value
problem,
48 Problems
starting at
a) Yo = -z
b) Yo = 0
2.75 Consider the same problem for
a) y' = z + y, y( 0) =1
in the cases 1. yo = 1, 2. Yo = e Z , 3. Yo = 2e Z - 1 - z,
in the cases 1. yo = 1, 2. Yo = z + 1,
2.76 Find domains in R2 having the property that any point of them
belong to the unique integral trajectory of the following equations.
a) 4zy' = z3 y + Jy2 - z2
b) (z + 3y )y' = Jy + 2 - sin z
, ~z - 2y
c) y = Slnz
.
d) (z + l)y' = log tan y
e) y'= zy3+ _1_
y2 + 1
2.77 Compute the first three successive approximations for the fol-
lowing Cauchy problems and estimate the errors, if z belongs to the
indicated intervals.
1. y' = e 3z sin 5y
2. y' = e cos 2y
Z
3. y' = 5xy4
2.79 Consider the Cauchy problem
Find all values of a for which this problem does not have unique solu-
tion. Explain the result.
2.80 Find intervals on which the solutions of the following Cauchy
problems are well defined.
1. y(O) = 0
2. y(O) = 1
3. y(1) = 1
1
4. y(1) = 2"
b) (1 - x 2)y' = 1 _ y2
1. y(1) =1
2.y(a)=a, (a~±1)
3. y(O) = 1
4. limy = 0
z-+oo
50 Problems
c) y' = 3y i'
2
+1
1. y(l) =0
2. y(2) = 3
d)yy'+a:=O
1. y(O) =0
2. y(O) = 1
3. y(O) = -1
4. y(1) = 0
2.82 a) Let y and z be the solutions of the Cauchy problems
~ = COS(Y1Y2 + a:) - a: 2
a) { i = e flllll + a: 3 y:
Yl(O) = 2, Y2(0) = -1
$l. = -2a:yz + Z2
b) { ;, = -2a:z2
;(1) = 0, z(1) = 1
c) {f = a:y'Z + siny
~ = cosa:y + Z2
y(2) = 1, z(2) = 3
2. Existence and Uniqueness Theorems 51
dYi
-d ~ aijYj + b
= L..J i 'Z = 1, 2 ... , n
x j=l
Yi(XO) = YOi
where aij E C([a, bD possesses a unique solution.
2.86 Justify the statement that the Cauchy problem
y' = z
{
z' = 2y3
y(O) = 1, z(O) =1
a) Find the interval on which the system has a unique solution.
b) Find this solution using the iteration method.
c) Find the solution of the system which satisfies
y(O) =0 z(O) = O.
Find the solution of the system which satisfies
{ ~-z _ Z
d:Je-y-z
Using the iteration method, find the solution of this system if
a) y(O) = -1 z(O) = -1
b) y(O) = 1 z(O) = -1
c) y( 0:) = f3 z( 0:) = f3
2.90 Investigate solvability of the following Cauchy problems and if
they have solutions, compute the first three successive approximations.
y' = zy - z2
a) { Z' = yz - 2
y(O) = -2, z(O) = -1
yf = 2ZYI + e- z Y2 - sin z
b) { y~ = Yl cos Z + Z3 Y2 + (Z2 + 1)-1
Yl(2) = 5, Y2(2) = -4
y' = y2 _ Z2
c) { Z' = y2 + z2
y(1) = 0, z(1) = 1
{
y' = 4: 2
d)
;~1) -~, z(1) = 0
2.91 For which initial conditions the following systems of differential
equation have unique solutions?
a) { ~=Z2+~
:=~
b) {
~~ = v 2 + log( t + 1)
u~~ = ~v-t
2.92 Study solvability of the following Cauchy problems.
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2. Existence and Uniqueness Theorems 53
2.96 Using the iteration method find the solution of the following
Cauchy problems.
a) y" = 0 y( a) = a y( b) = {3 a, (3 E R
b) y" = f y(a) = 0 y(b) = 0 f E C([a,b];R)
c) y" = f y(a) = a y(b) = (3 f E C([a, b]; R) a,{3 E R
d) yIV = f y(O) = y'(O) = 0, y(l) = y'(l) = 0, f E C([O, 1])
2.101 Using Banach fixed point theorem, study solvability of the fol-
lowing two-point boundary value problem
2.102 Using Banach fixed point theorem, study solvability of the prob-
lem
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2. Existence and Uniqueness Theorems 55
2.111
4>(x) = A101 K(x,s,y(sins))ds
where K E 0([0,1] X [0,1] X [-r, r]).
2.112
y' = f(x, y(x), y(x - cos 2 x» x E [0,1]
y( x) = 4>( x) x E [-1,0]
where f E 0([0,1] X R2), 4> E 0([-1,0]) are given.
2.113 Show that if Xo < Xl, 4>,.,p E O([xo, Xl], R+) and if
y" + sin y = 0.
y" + y = 0.
where '\, JL are real parameters, ,\ < 0.01, JL < 0.01 and
z' = z - 2x z(O) = O.
2.119 Consider the differential equation
y' = my + n m, n E R.
Preliminaries
Let us consider the n-th order linear differential equation
L[]
Y = Y(n) + alY(n-l) + . . . + an-lY'+ anY = f
where at, a2, .•. , an, f E C([a, b]) are given.
If f = 0 the equation is called homogeneous, otherwise the equation
is called inhomogeneous.
Definition 3.1 The system of functions Yl, Y2, ... , Yn E C([a, b]) is called
linearly dependent on the interval [a, b] ifthere exist constants Ct, C2, ••• ,
Cn not all equal to zero, such that
58
3. Linear Differential Equations 59
VZE[a,b]
Theorem 3.2 H Y1, Y2, ..• , Yn E K erL, i.e. if they are solutions of the
homogeneous linear differential equation L[y] = 0, and they are linearly
independent, then W[z; Y1, Y2, ... , Yn] i 0, Vz E [a, b].
Definition 3.2 A basis in Ker L is called the fundamental system 01
solutions. H Yh Y2, •.. , Yn is a fundamental system of solutions for the
differential equation L[y] = 0, then its general solution is
Y = Y + LCiYi
1=1
y = Yo+ Y
3. Linear Differential Equations 61
if g(a) =I- 0, or
Y(x) = eGZxPQm(x)
if g(a) = g'(a) = ... = g<p-l)(a) = 0, g<p)(a) =I- 0. Here, Qm(x) is a m-
th order polynomial, whose coefficient can be found by the substitution
L[Y] = f.
2. f(x) = eGZPm(x)cosbx or f(x) = eGZPm(x)sinbx, Pm as above,
then
Y(x) = eGZ(Qm(x) cos bx + Rm(x)sinbx)
if g(a + ib) of- 0, or
Y(x) = xPeGZ(Qm(x)cosbx + Rm(x)sinbx)
if g(a+ib)= g'(a+ib) = ... = g(p-l)(a+ib) = 0, g<p)(a+ib) of- 0. Here,
Qm(x), Rm(x) are again m-th order polynomials, whose coefficient can
be found by the substitution L[Y] = f.
Let us consider the following system of linear differential equations
where ail E C([a, b]). This equation can be written in the matrix form
L[Y] = Y' + AY = °
where
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62 Problems
and A = (ailc)i.
Theorem 3.7 If Yi, 1'2, ... , Yn E C([a.b)) are linearly dependent, then
their Wronskian vanishes, i.e.
Yll(X) Y12(X)
def Y21(X) Y22(X)
W [x;Yi,1'2, ... ,Yn ] = =0
1
where
Y1i
Y; = ( ~2'
Ym
Theorem 3.8 If Yi, 1'2, ... , Yn E K er L are linearly independent, then
Y = Yp + L Cil'i
i=l
where Yi, 1'2, ... , Yn is the fundamental system of solutions of the equa-
tion Y' + AY = o. The solution Yp can be found by the method of
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3. Linear Differential Equations 63
(1)
an - r a12 aln
a21 a22 - r a2n
Ll(r) = =0
YI = QIe1'l:t:
Y2 = Q2e1'1:t:
where QI, Q2, ... , Qn are polynomials of degree not higher than p, with
coefficients being linear and homogeneous functions of p.
3. The case of complex roots of the characteristic equations can be
studied similarly.
64 Problems
1. x2 - ,
X 2X2 , 3x', x ER
1
2. x E R+
:)j
X2, - j
x
27r
3. sin3x,cos3x,cos(3x - X E [0'"3
4. e- 2z xe- 2z (3x _ 2)e- 2z • x E [0,1]
" ,
5. x2 - 2x , x 2 - 7x , 6x 2 - 5x', xER
6. x,lxl; x ER
7. efjZj 0: =I {3, 0:, (3 E R
e az , x ER
8. 1, x, x 2, x3 x E R
9. e 3z + e- Sz , e 3z - e- 3z x E [-1,2]
10. xm,lxlm, mEN x ER
3.2 1. Show that the system of functions Yll Y2, .•. , Yn, Yi E G([a, b])
which contains the zero function is linearly dependent.
2. If the system of functions contains only one function and is
linearly dependent, what can be said about this function?
3.3 Consider the linearly independent system (Yll Y2)' Let
Zl = O:Yl + {3Y2
Z2 = "'/Yl + 0Y2, 0:, {3, 0, "'/ E R.
1. Derive the conditions under which the system (Zl' Z2) is linearly
independent.
2. For which 0:, {3,0,,,,/ Zl = Z2?
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3. Linear Differential Equations 65
J(z) = 0
J(z) = Y
Show that
1. If L[Y1] = 0, then also L[CY1] = 0, Vc E R.
2. If L[Yle] = 0, k = 1,2, ... ,p then also L[y] = 0, where
p
Y = L CiYi, Ci E R.
i=1
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66 Problems
aoW' +a1W = 0
holds.
2. Generalize this result to the case of a n-th order homogeneous
linear differential equation.
3.9 If Yt, Y2, ... , Yn form a fundamental system of solutions of the dif-
ferential equation
ale E G([a, bD, k = 1,2, ... ,n,then W[Zj Yl, ••• , Yn] does not vanish in
the interval [a, b] ( the interval, where ale, k = 1,2, ... , n are continu-
ous). This is the theorem of Abel-Ostrogradski-Liouville.
3.10 Consider the system of linearly independent functions Yl, Y2 E
C2([a, b]).
1. Find the solution of the differential equation
a) Yl-e,
- 3:11 Y2= 2z- 1
b) Yl = COSZ Y2 = smz
c) Yl = cos 2 Z Y2 = sin2 Z
3. Consider the functions Yt, Y2, ... , Yn, Yi E C(1), I c R, i =
1,2, ... , n are linearly independent. Find the n-th order homogeneous
3. Linear Differential Equations 67
3.15 Solve the following differential equations if they possess the indi-
cated solutions.
1. y = eZ
2. y =z
3.18 Consider the equation
ax+b
y= l' a,b E R.
z+
70 Problems
1. Compute
2:cy" + y' - y =0
to the self-adjoint form and then integrate it.
3.28 Find all solutions of the following equations.
1. y111 + y = 0
2. yII1 - Y = 0
3. yIII - 3y" + 3y' - y =0
4. yIV + 8y" + 16y = 0
5. yIV - 6y" + 9y = 0
6. y(IV) + a 2 y" = 0 a E R
7. y(IV) - a4 y = 0 a E R
8. y(IV) + 2yI11 + 4y" + -2y' - 5y = 0
9. yV + 4y(IV) + 5yI11 - 6y' - 4y = 0
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72 Problems
10. y(lO) =0
11. 2yIII - 3y" + y' =0
12. y(IV) _ 2y" = 0
13. y(IV) + 4y = 0
14. y(n) + ; y(n-l) + n\nX-21) y(n-2) + ... + ; y' + y = 0
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3. Linear Differential Equations 73
23. " 2e z
y -y= e Z - 1
1
24. y"-y'= - -
eZ + 1
III " , 2 2Z3 + Z2 - 4z - 6
25. y - 2y - y + y = - - - Z - 4- - -
eZ
26. y" - 2y' + y = - -
Z2 + 1
1
27. y" + 3y' + 2y = --
e +1
Z
1
12. yIII - 4y' = 1; y(O) =0 y'(O) = -4" y"(O) =0
13. yIII + y" - 2y = 5z; y(O) = 0 y'(O) = 1 y"(O) = 2
14. y" + 4y = sin2z; y(O) = 0 y'(O) = 0
15. y" + y' = 1; y(O) = 0 y'(O) = 1
16. y" - 4y' + 5y = 2e 2Z (sinz + cosz); y(O) = 0 y'(O) = 2
17. yIII - 3y' - 2y = ge2z ; y(O) = 0 y'(O) = 3 y"(O) = 3
18. y(IV) + y" = 2 cos Zj y(O) = -2 y'(O) = 1 y"(O) = 0 yIII(O) =
3.32 Find the real parameter A such that the following problems possess
nontrivial solutions and then solve these problems.
1. y" + Ay = 0
a)y(O) = y(l) = 0
b)y'(O) = y'( 1r) = 0
c)y(O) = y(1r), y'(O) = y'(1r)
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3. Linear Differential Equations 75
2. y" -)..y = 0
a)y(O) = y(l) = 0
b)y'(O) = y'(l) = 0
a)y(O) = y'(l) = 0, IE R
3. y" -)..y = 0 ().. =I- 0)
1
a)y(O) = 0, y(1) = I
1
b)y'(O) = 0, y(1) = I
c)y(O) = 0, y'(1) =~
d)y'(O) = 0, y'(1) =~
4. y(IV) _ )..4 y = 0
a )y(O) = y"(O) = 0 y(1r) = Y"(1r) = 0
b)y(O) = y'(O) = 0 y( 1r) = y"( 1r) = 0
a)y(O) = y'(O) = 0 y( 1r) = y'(1r) = 0
5. yIII + y" _ )..2y' _ )..3 y = 0 (>.. =I- 0)
1
y(O) = --,)..
y'(O) = 1 + ~, y(1) = 0
6. y(IV) _ 2yIII + 2y" - 2y' + y = cos 2:r::
1
y(O) = y(1r) = 25' y'(O) = 225 , y'( 1r) = 225
3.33 Find the solutions of the following equations satisfying the given
conditions.
1. yll - Y = 1, Y E M(R),
M(R) = set of bounded functions on R
2. y" - y = -2cos:r:: y E M(R)
3. y" - 4y' + 5y = sin:r:: y E M(R+)
4. y" + 2y' + 5y = 4 cos 2:r:: + sin2:r:: y E M(R_)
5. y" - 2y' + y = 4e- al
lim y(:r::) = 0
aI--++OO
6. y" + 4y' + 3y = Be + 9
al
lim y(:r::)
aI--+-OO
=3
7. y" - y' - 5y =1 lim y(:r::) =
aI--++OO
-!.5
76 Problems
y" + ay' + by =0
where a,b E R, y E 02(R).
Find a and b such that
1) All solutions of the equation are bounded on R.
2) All solutions of the equation are bounded on R+.
3) All solutions of the equation are bounded on R_.
4) All solutions of the equation are periodic.
5) At least one nontrivial solution of the equation converges to zero
if z -+ +00.
6) A modulus of any nontrivial solution of the equation, starting
from certain z, is an increasing function.
7) Any solution of the equation has an infinite number of zeros.
3.35 We consider the following equation
yeO) = 0, y'(1) =1
Investigate, how the solvability of this problem depends on A.
3.36 Consider the differential equation
Derive conditions for f under which all solutions of this equation are
bounded as z -+ +00.
3.37 Show that for the following differential equation, called the Euler
equation, one can find a suitable change of variables which turns it into
equation with constant coefficients.
1. X2y" + xy' - y = 0
2. X2y" + 3xy' + y = 0
3. X2y" + xy' = 0
4. x 3yIII - 3X 2y" + 6xy' - 6y =0
5. x 2yIII - 3xy" + 3y' = 0
6. (2x + l?y" - 2(2x + l)y' + 4y = 0
7. (x + 2)2 yll + 3(x + 2)y' - 3y = 0
8. (2x + 1)2yIII + 2(2x + l)y" + y' = 0
9. (x + 1)2y" - 12y' = 0
10. (2x + 3)2 y" + 3(2x + 3)y' - 6y = 0
11. (x + l?y" - 2(x + l)y' + 2y = 0
1. X2y" - xy' + y = 8x 3
2. X2y" - 6y = 5x 3 + 8x 2
3. X2 y" - 2y = sin log x
4. X2 y" + xy' + y = x(6 -log x)
16 log x
5. X2y" - xy' - 3y = -
x
6. X2y" - 2xy' + 2y = x 2 - 2x + 2
7. X2 y" + xy' - y = x m, m=ll
8. X2y" + 4xy' + 2y = 2log2 X + 12x
9. X2 y" - xy' + 2y = x log x
10. (x - 2?yll - 3(x - 2)y' + 4y = x
11. (x + 1)2 yll - 3(x + l)y + 4y = (1 + X)3
log x x
12. X2 y " - xy' + y = -x- + - -
log x
13. x 3e z - X2y" + 2xy' - 2y = x 3
14. x 3e z - 2(m - 1)x 2 y" + m 2xy' - m 2y = xm + X + 1 mER
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78 Problems
3.40 Find solutions of the following Euler equations with given condi-
tions.
I(z)i:. [/(Z)
dz z - y
1+ I(Y)~ [/(Y) 1= 0
dy z - y
z =I- y.
1. {
1
cl:c _
2.
3z + y - z - 0
+ z - 5y + z - 0
- z + y - 3z = 0
dt
: - z + 5y =0
1t -2z + y =0
2z - y = 0
i+
cl:c _
z - 4y = 0
z' + 4z - 2y - 5z = 0
4. y' - 6z + y + 6z = 0
{
z' + 8z - 3y - 9z = 0
y~ - Y2 - Y3 = 0
5. { y~ - Yl - Y3 = 0
y~ - Yl - Y2 = 0
y~ - Y2 - Y3 = 0
{
6. y~ - 3Yl - Y3 0 =
y~ - 3Yl - Y2 = 0
+ 4Y3 = 0
y~ - 3Yl - 12Y2
7. { y~ + Yl + 3Y2 - Y3 = 0
y~ + Yl + 12Y2 - 6Y3 = 0
y~ - 2Yl + Y2 + Y3 = 0
8. { y~ - 12Yl + 4Y2 + 12Y3 = 0
y~ + 4Yl - Y2 - 5Y3 = 0
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3. Linear Differential Equations 79
yf - 5Yl + Y2 + 4ys = 0
10. { y~ + 12Yl - 5Y2 - 12ys = 0
y~ - 10Yl + 3Y2 + 9ys = 0
yf - 3Yl + Y2 + 3ys = 0
y~ + 6Yl - 2Y2 - 6ys = 0
y~ - 6Yl + 2Y2 + 6ys = 0
yf - Yl + Ys = 0
y~ + 6Yl - 2Y2 - 6ys = 0
y~ - 4Yl + Y2 + 4ys = 0
yf - Yl + 2Y2 + Ys = 0
13. y~ + Yl - Y2 - Ys = 0
{
y~ - Yl + Ys = 0
yf - 4Yl + Y2 + Ys = 0
16. y~ - Yl - 2Y2 + Ys = 0
{
y~ - Yl + Y2 - 2ys = 0
yf + 2Yl - Y2 + 2ys = 0
17. { y~ - Yl + 2Y2 - 2ys = 0
y~ - 3Yl + 3Y2 - 5ys = 0
yf - Yl + Y2 - Ys = 0
18. { y~ - Yl - Y2 + Ys = 0
y~ + Y2 - 2ys = 0
yf - 2Yl + Y2 + Ys = 0
19. { y~ - 2Yl + Y2 + 2ys = 0
y~ + Yl - Y2 - 2ys = 0
80 Problems
2.
{ yf + 2Yl + Y2 = sin:z:
y~ - 4Yl - 2Y2 = cos :z:
3.
{ yf - 5Yl + 3Y2 =
2e at
Y2 - Yl - Y2 = e -t
, 5
4.
{ yf - 2Yl - Y2 = et
y~ + 2Yl = 2t
yf -
{+
2Yl - Y2 + 2Ya = 2 - :z:
5. y~ Yl = 1
y~ - Yl - Y2 Ya+ =1 - :z:
+
{
yf Yl - Y2 - Ya = e Z
6. +
y~ - Yl Y2 - Ya = e 2z
y~ - Yl - Y2 - Ya = 4
7. { yf - 2Yl - Y2 = 2e z
y~ - Yl - 2Y2 = 3e 4z
y~ - Yl - Y2 = 0
1. { y~+ 2Yl - 4Y2 = 0
Yl(O) = 0 Y2(0) = -1
+
{
yf - 3Yl Y2 = 0
2.- y~ - 10Yl +
4Y2 = 0
Yl(O) = 1 Y2(O) = 5
3. Linear Differential Equations 81
{ Y:+Y,-Y3=O
y~ - Y3 = 0
3.
y~ + Yl - Y3 = 0
Yl(O) = 1 Y2(0) = ~ Y3(0) = ~
{ yl + 3y, + y, = 0
4. y~ - Yl + Y2 = 0
Yl(O) = 1 Y2(0) = 1
{ yl - y, - y, = z - z, - 2
5. y~ + 2Yl - 4Y2 = 2Z2 - 4z - 7
Yl(O) = 0 Y2(0) = 2
{ y: - y, - y, = -co. .
6. y~ + 2Yl + Y2 = sin z + cos z
Yl(O) = 1 Y2(0) = -2
{ !il+5y,+y,=e"
7. y~ - Yl + 3Y2 = e2z
Yl(O) = ;~~ Y2(0) = !~~
{ y: - 3y, - By, = 0
8. y~ + 3Yl + Y2 = 0
Yl(O) = 6 Y2(0) = 2
{ yl - 4111 + 5y, = 0
9. y~ - Yl = 0
Yl(O) = 0 Y2(0) = 1
{ yl - y, - 5y, = 0
10. y~ + 3Yl + Y2 = 0
Yl(O) = -2 Y2(0) = 1
{ Y:-1I1-y,=z
11. y~ - Yl + 2Y2 = 2z
Yl(O) = -~ Y2(0) = -~
{ 2y: - 6y, + y, = 3 - z - 6z'
12. y~ - 2Yl = - 2z - 1
Yl(O) = 2 Y2(0) = 3
z = 4>(t).
z = f(t)
and find the function f such that the resulting equation does not con-
tain y'.
2. Integrate the equation and then find the general solution of the
equation
zy" - y' - 4z 3 y = Z2 + e m a: 2
where m is a real parameter. Discuss the result.
3.47 Consider the differential equation
1. Find the function f such that the equation obtained after the
transformation z = f(t) does not contain y'.
2. Integrate the equation taking z = tan t.
3.48 Consider the following equation
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9. Linear Differential Equations 83
z = cost.
2. Integrate the differential equation for -1 < z < 1.
3. For A = n, n E N, show that the equation has polynomial
solution.
4. For A = 2 compute coefficients of this polynomial.
3.49 Consider the differential equations.
y(O) = 0, y'(O) = ~.
3.50 In the differential equation
y = arctanz t = e"
and integrate the equation.
3.51 Consider the differential equation
YIY2 = 1.
2. Solve the equation for p = -!.
3. If in the given equation we make the change of variables
Y = e f:o z(.)d.
Y" + py' + qy =0
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3. Linear Differential Equations 85
YIY2I - Y2YlI = 1.
Verify the result in the case p( z) = ;2.
3.57 Consider the differential equation
2. Using this result, find p and q such that Yl(Z) = z+1, Y2(Z) = ell:.
3. For p, q found in 2., perform the change of variables
Y'
- = p..
Y
Noticing that one obtains a Riccati differential equation in this way, de-
rive, without integrating, its general solution and show that it depends
on a single integration constant only.
4. Solve the equation
Y" + py' + qy = z
~' _ A2 + 2(2z - 1) ~ + 2 = o.
z(1-z) z(1-z)
3. Solve this Riccati equation, noticing that it has a solution of the
form Az + B.
4. Find a pair of functions ~ and p. such that elimination of % from
(2) gives eq. (1).
5. Solve the system (2) and derive the general solution of the equa-
tion (1).
6. Find the general solution of the equation
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3. Linear Differential Equations 87
6. n [y] =0
y(lc)(:co=y~lc), k=O,1, ... ,2n-l
where the coefficients A1' ... ' An are determined by the system of linear
equations
'
A nYO+ A n-1Yo+···+ A (n-1) (n) 0
1YO +Yo =
A nYo' + A n-1YoII + ... + A 1YO(n) + Yo(n+1) = 0
A nYo(n-1) + A n-1Yo···
(n) + + A 1Yo(2n-2) + Yo(2n-1) -- 0
6. n [y] = Ae az A, a E R, A =I °
are also solutions of the equation
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88 Problems
ZY = {z E R : y( z) = O}.
1. Show that Va, bE R, the set [a, b] n Zy is finite.
2. If Yl and Y2 are two linearly independent solution of the given
equation and Z1, Z2 are consecutive roots of the solution yt, then the
set
y" + AY = 0 AE R
y(O) = y'(l) = 0 IE R+.
1. For I = 1, find a solution of this problem. Discuss the A depen-
dence of this solution.
2. For A = 1, find the values of I for which the problem has only
the trivial solution.
3. Solve the problem for A = 2 and I = 4.
4. Study the solvability of the problem
y" - y =f
y(O) = y'(7r) = 0
for f E C([O,7r]).
CHAPTER 4
Preliminaries
A function I : R -+ R satisfying the conditions,
1. I( z) = 0 for z = 0
2. I/(z)1 < Me PoIII for z > 0, M,po E R+
3. I satisfies the Dirichlet condition for any finite interval of the
positive real axis, i.e.
• I is bounded
• I is continuous or it has a finite number of discontinuities of first
kind
90
4. The Method of Laplace Transforms 91
1 r+ ioo
f(z) = 211"i Ja-ioo (Lf)(p)epllJdp, a E R, a> po.
If IF(p)1 < OR-le, p = Rei', -11" < (J < 11", R > R o, where Ro,O,k > 0
are constants, then the integral
1 r+ ioo
211"i J a- ioo F(p)epllJdp
i epIIJ F(p)dp
where'Y is a circle with the center in the origin, containing all poles of
the function
FI(p) = epIIJ F(p).
Using the residuum theorem, one obtains
where TI, T2, ••• , Tm are residuas of the function FI(p) calculated in its
poles.
The function
1. 1
2. zn
3. zO< , a> -1
4. e>':!:
5. cos f3z
6. sinf3z
7. eO<:!: cos f3z
8. ea :!: sinf3z
9. z cosf3z
10. z sinf3z
1. /(z)=l+z
2. /(z) = sin4z
3. /(z) = sin2 z
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4. The Method oj Laplace TransJorms 93
4. J(z) = sinhbz
5. J(z) = a tll
8. J(z)=cos 3 z
9. J(z) = sinh2zsin5z
10. J(z)=zsinh6z
4.4 Using the property 4.1, point 5., find the Laplace transforms of the
functions.
1. J(z) = sin2 z
2. J(z) = sin3 z
3. J(z) = cos4 z
4. J(z) =z sin 2z
5. J(z)=zcos7z
4.5 Find the Laplace transforms of the functions given by their graphs.
1.
2.
94 Problems
3.
A ..
for 0 < z
4. f( z) = { ~-b(e-G) for z>a
~ a
5. /(z) = \sinz\
4.6 Find the original function of the following functions.
1
1. F(p) = p(p _ l)(y + 4)
p
2. F(p) = y-2p+5
1
3. F(p) = p3 _ 8
1
4 F(p) - ~~-:-:-:-----:-:-
. - p(p-1)(p-2)(p-3)
1
5. F(p) = p(p4 _ 5y + 4)
4.7 Using definition of the convolution product and theorem 4.1, find
the originals of the functions.
1
1. F(p) = p4 _ 1
4. The Method of Laplace Transforms 95
1
2. F(p) = (r + 1)2
4.8 Find images of the following functions.
4.9 Using Laplace transforms, solve the following initial value problems.
yeO) = o. y'(O) = 1,
8. yIV + ylll = cos Z
yeO) = y'(O) = y"(O) = 0, yIII(O) =m
3 . 1
9. y" - 4y=. sm 2"z sm 2"z,
yeO) = 1. y'(O) = 0
10. y" + 4y = 2 cos z cos 3z yeO) = y'(O) = 0
96 Problems
4.10 Using Laplace transforms, solve the following linear Cauchy prob-
lems.
S!. = Y + 2x
1. { : = 2y+ z+ 1
yeO) = 0 z(O) = 5
2. { x(O)
i=~;
dt
= 2 yeO) = 3
x" = 3(y - x + z)
y" =x - y
z" = -z
3.
x(O) = XI(O) = 0
yeO) = 0 yl(O) = 1
z(O) = 1 ZI(O) = 0
2y" - yl + 9y - z" - Zl - 3z = 0
4. { 2y" + yl + 7y - z" + Zl - 5z = 0
yeO) = yl(O) = 1 z(O) = ZI(O) = 0
Xi = -x + y + z + e t
{ yl = X - Y + z + eat
5.
Zl = X + y+ z + 4
x(O) = yeO) = z(O) = 5
Xi +y +z = 0
{ yl + X + z = 0
6.
Zl + X + y = 0
x(O) = -1 yeO) =0 z(O) =1
Xi = 2x - y +Z
{ yl = X + Z
7. Zl = -3x + y - 2z
x(O) = 1 yeO) = 1 z(O) =0
4.11 Solve the following integral equation of the convolution type.
7. 1 ¢(t)(z - t)2dt
o
11:
3
= _Z3
1
1. {
¢1(Z) = 1- 2I;e 2(II:-t)¢1(t)dt+ I;¢2(t)dt
¢2(Z) = 4z - f; ¢1(t)dt + 4f;(z - t)¢2(t)dt
¢1(Z) = sinz + I; ¢2(t)dt
2. {
¢2(Z) = 1 - cos z - f; ¢1(t)dt
¢1(Z) = e211: + f; ¢2(t)dt
3. {
¢2(Z) = 1 - I; e2(II:-t)¢1(t)dt
¢1(Z) = Z + loll: ¢2(t)dt
4. { ¢2(Z) = 1 - I; ¢1(t)dt
¢3(Z) = sinz + !foll:(z - t)¢1(t)dt
¢1(Z) = 1- f; ¢2(t)dt
5. { ¢2(Z) = cos z - 1 + f; ¢3(t)dt
¢3( z) = cos z + loll: </>1 (t)dt
4.13 Using Laplace transforms, solve the following integro-differential
equations.
¢(O) = ¢'(O) = 0
2. ¢'(z) - ¢(z) + foll:(z - t)¢'(t)dt - foil: ¢(t)dt = z
¢(O) = -1
3. ¢"(z) + 2¢'(z) + ¢(z) + 2 foil: cos(z - t)¢"(t)dt +
4>(0) = 4>'(0) = 0
5. 4>"(Z) + 4>(z) fa· sinh(z - t)4>(t)dt + fa· cosh(z - t)4>'(t)dt = coshz
4>(0) = -1
1. zy" - 2y' =0
2. zy" + 2y' = 0
3. zy" + (2z - 1)y' + (z - 1)y = 0
1
4. zy" + 2y' = z - 1 yeO) = 0 y'(O) = -2"
1
1. F(p) = (p _ 1)3
2. F( ) - P
P - (p+ 1)(p+2)(p+3)(p+4)
3. F( ) = 4- p- Y
p pS-#
1
4. F(p) = p6 _ 6pS + 11# - 6p
1
5. F(p) = (p _ 1)3(pS + 1)
CHAPTER 5
Integral Equations
Preliminaries.
Fredholm integral equation.
Consider the mappings F : Dl -+ R, Dl ::> Rn+2, K : D2 -+ R,
D2 ::> R 2n+l and the spaces of functions
Y = C(O,R)
Take the mappings f: X -+ Y, 4> ~ F(z,4>(z),io K(z,s,4>(s»ds).
The functional equation f( 4» = 0, i.e.
F(z,4>(z), In K(z,s,4>(s»ds) = 0
is called the Fredholm integral equation.
U sing different forms of F and K, we obtain the following important
classes of this integral equation
In K(z,s)4>(s)ds = fez)
99
100 Problems
If, in the equation of the second kind, the kernel K is of the form
n
K(z,s) = 'Lai(z)bi(s)
i=l
the corresponding equation is called the equation with degenerate ker-
nel. We assume that the functions ai, bi , I and ¢ are continuous on
the bounded domain n and that the systems of functions (ai)i=l and
(b i )i=l are linearly independent. We will prove that the integral equa-
tion with degenerate kernel can be reduced to some system of algebraic
equations.
Assume that the integral equation of second kind with degenerate
kernel has a solution. Then, for this solution, we have
(2)
denoting
In bi(s)¢(s)ds = Oi
we find that the solution of the integral equation has the form
n
¢(z) = L: Giai(Z) + J(z).
i=l
Substituting this into the initial equation and denoting
and
K: D ~ R, DE R 3 , (z,y,z) I---t K(z,y,z)
and the spaces of functions
where the functions f and K are given and 4> is an unknown function.
these two equations are called the Volterra integral equations of first
and second kind, respectively.
An integral equation in which the derivatives of unknown function
also appears is called the integro-differential equation.
102 Problems
8. 10
4>( z) + A 7r cos 2 z4>(y)dy + 1
5. 4>(z) = 2"111 -1 [z
1 1
- 2"(3t2 - 1) + 2"t(3z 2 - l)]4>(t)dt + 1
2. 4>(x) = A [~tant4>(t)dt+cotz
4
4. 4>( x) =A 1o
1
arccos t4>( t )dt +
1
1- X
2
5. 4>( x) 1
= A (x log t - t log x )4>( t)dt + -(1 - 4x)
o
1 6
5
6. 4>(x) = A lot sinx cos t4>(t)dt + sin x
7. 4>(x) = A Jo r 7r
171" - tl sinx4>(t)dt + x
8. 4>( x) = A 10 sin( x - t)4>( t)dt + cos x
7r
2. 4>(x) = -2111 0
e .ti!
2 (1 + 4>2(t»dt
3. 4>( x) = 2 101 xt4>3( t)dt
7. 4>(x)
r xt
= J- 1 1 + 4>2(t) dt
1 (1
8. 4>(x) = 2. Jo a(x)a(t)(l + 4>2(t»dt
a(x) >0, xE[O,l], 101a2(x)dx>1
5. Integral Equations 105
5.8 Find the values of the parameter A E R, for which the following
homogeneous integral equations have non-trivial solutions. For such A,
solve these equations.
i:
11. 4>(x) - A (x cosht - t sinh x)4>(t)dt = 0
13. 10
4>(x) - A 7r cos(x + t)4>(t)dt = 0
i:
5.9 Find solutions of the following integral equations for all values of
the real parameter A and for all values of the parameters a, b, c.
1. 10 2
4>( x )dx =1
2. fob 4>( x )dx = a, a, b > 0
2. y(z) = 10 111
y(t)dt + z + 1
3. folll(z - t)my(t)dt = 4>(z)
1.
2.
3.
4.
5.
6.
1. 10 VI + y 12 dz = 2Vi + y
111
2. 2 10 YV1 + y12 dz = 2z + y2
111
3. ¢( z) = 2 1 2s + 1
111
(
o 2z + 1
)2 ¢( s )ds +1
4. ¢(z) = folll ¢(s)ds + elll
5. ¢( z) = folll (z - s )¢( s )ds + z
6. ¢(z) = A folll(Z - s)¢(s)ds + 1 A > 0
5.17 Find the plane curve passing through the point Mo(2,4) having
the following property: We draw two straight lines through any point
of the curve, parallel to the coordinate axes. Then, the area of one of
two plane surfaces, determined by this rectangle and the curve is two
times bigger than the other one.
5.18 Derive the equation of the plane curve passing through the point
N(O, a), (a > 0) such that the area of the curvilinear trapezium formed
by the curve, the x-axis, the y-axis and an arbitrary vertical straight
line is proportional to the length of the arc of the curve, with propor-
tionality constant a. Solve this equation.
5.19 Derive the equation of the curve passing through the point A(l, 1)
such that the abscissa of the center of gravity of surface determined by
the coordinate axes, the curve and the ordinate of an arbitrary point of
the curve is equal ~ of the abscissa of this point. Solve this equation.
CHAPTER 6
Preliminaries
The approximation methods of solving differential and integral equa-
tions can be divided into two groups with respect to the forms in which
the approximate solution is given:
a) Analytic (global) methods yielding the approximate solutions in
the form of analytic expression.
b) Numerical (discrete) methods presenting the approximate solu-
tion of the equation in discrete points of the interval, very often in the
form of a table.
In this chapter, it is assumed that for all equations considered the
existence and uniqueness theorems hold.
1. The method of successive approximations.
Consider the Cauchy problem for the first order differential equation
109
110 Problems
with respect to y:
(2)
(6)
6. Numerical and Approximate Methods 111
L = const, (X,Yl),(X,Y2 E D,
18f~~Y) + f(x,y)8f~:'YI ~ M (7)
(9)
where
1 1
fi+~:= f(zi+~'Yi+~) zi+~:= Zi + 2h Yi+~:= Yi + 2hfi. (13)
3. The Runge-Kutta method.
Consider the Cauchy problem
Yi+l Yi + !l.Yi
!l.Yi - ~(Kfi) + 2K~i) + 2K~i) + Kii» (15)
where
Kfi) - hf(Zi, Vi)
11(")
K~i) hf(Zi + 2 h ,Yi + 2 K1')
K(i) 1 1 (i)
3 hf(Zi + '2 h ,Vi + '2K2 )
Kii) - hf(Zi + h, Yi + K~i» (16)
It is advisable to arrange all the computations according to the
following computation scheme shown in Table 6.1.
This table is filled in the following order:
1. Write the numerical values of Zo, Yo in the first row of the table.
4. Write the numerical values of zo+ !h, Yo+ !K~O) in the third row,
compute f(zo + !h, Yo + lK~O», multiply it by h, and enter the
result to the table as K~O).
6. Numerical and Approximate Methods 113
't X Y K = h!(x,y) y
K~O) K~O)
0 Xo yo 1 1
5. Write the numerical values of xo+h, Yo+ !K~O) in the fourth row,
compute !(xo + h, Yo + !K~O»), multiply it by h, and enter the
result to the table as K~O).
6. Add the numbers K~O), 2K~O) , 2K~O) , and KiO), multiply the result
by ~ and enter the result as ll.yo.
7. Compute Yl = Yo + ll.yo.
8. Continue the computation in the same order, taking (Xl, Yl) as
the initial point.
Note that the distance h may be changed while going from one point
into another. To check, if h is chosen properly, it is recommended to
compute the number
K(i) K(i)
E> = II K~i) - K~i) II (17)
1 - 2
the three consecutive values of the required solution have been found
by any of the above described methods, i.e., Y1 := Y(Zl) := y(zo + h),
Y2 := Y(Z2) := y(zo + 2h), Ya := y(za) := y(zo + 3h). The Adams
method makes it possible to compute the solution in one point, using
the values given above. The algorithm goes as follows:
1
l:!J..y1c = q1c + 2"l:!J..q1c-1
52
+ 12l:!J.. 3 s
q1c-2 + al:!J.. q1c-3
()
20
for k = 3,4, ... , where the difference operators l:!J.. are recursively defined
by
A;
L.1 'U1c -_ A
L.1
;-1 'U1c - A
L.1
;-1 'U1c-1, 3. -- 2, 3, .•.
Using the values Yt, Y2, Ya we compute the quantities
One writes the numbers Z1c, Y1c, yr., q1c, (k = 0,1,2, ... ) in the table
below and calculates the finite difference of the quantity q as follows
(see Table 6.2)
The formula (6.21) is called the Adams extrapolation form'Ula and
is used to "predict" the values of Y1c+1 = Y1c + l:!J..Y1c. Let us denote
6. Numerical and Approximate Methods 115
(21)
1. Write down the numbers XIe, YIe, y~, q1c (k = 0,1,2,3) and compute
the differences !:l.qle, (k = 0,1,2), !:l.2qle, (k = 0,1) and !:l.Sqo.
2. Using the numbers qs, !:l.q2, !:l.2ql, !:l.Sqo placed diagonally in the
table, determine, using eq. (6.21) for k = 3,
1 5 2 3 S
!:l.ys := qa + 2"!:l.q2 + 12!:l. ql + g!:l. qo.
y' - It(z, y, z)
z' - !2(z,y,z) y(zo) = Yo, z(zo) = zoo (24)
Adams extrapolation formulas for this system can be written as follows,
-
1 5 2
Pic + 2"ll.PIc-l + 12ll. PIc-2 + sll.
3 s
PIc-S
-
1 5 2
qlc + 2"ll.qlc-l + 12ll. qlc-2 +
3
sll. qlc-s
S
(25)
where
Using Yf, one can find Y! = f(xi'yf) and compute corrections by the
formula:
(28)
which is called the corrector Milne-Simpson second formula.
Practically, it is very often useful to take the approximation Yi ~ yf.
The formulas (6.28) and (6.29) have the accuracy O(h5) for each points
distance and O(h4) over the entire interval [xo, Xl].
The Milne-Simpson method is used to find approximate solutions
of differential equations of the first order, as well as equations of higher
orders which first should be transformed to such systems.
Integrating differential equations by series.
Consider the following initial value problem,
yen) = f( x, y, y', ... , y(n-1»), yW( xo) = yg, j = 0, ... , n - 1 (29)
Suppose that the solution y of the problem (29)can be expanded in the
Taylor series in powers of (x - xo):
(32)
Differentiating (32) twice and substituting the result into (31) we get
00 00 00
L: n( n - 1)Cnz n- 2 + L: Pn zn L: nCnz n- 1 +
n=0 n=0 n=0
00 00 00
Multiplying the series and comparing coefficients with the same powers
of z in (33) we obtain
Remark If the functions p, q, and r of eq. (31) are periodic with the pe-
riod 211", then one should look for the solution in a form of trigonometric
senes co
y( z) = :E ale cos kz + ble sin kz)
1e=0
where the coefficients ale and ble can be found by identification.
7. Approximate solutions of boundary value problems for sec-
ond order differential equations.
Consider the second order differential equation
yl/ - f( z, y, y') z E[a, b] (35)
The two-point boundary problem for eq. (35) is defined as follows:
Find the function y E C2([a, b]) which satisfies eq. (35) inside the
interval [a, b] and the bou.ndary conditions on its ends,
aoY( a) + a1 y'( a) = A
f3oy(b) + f31y'(b) = B (36)
where ao, ah f30, f3h A, B are given constants with laol + la11 f:. 0,
1f301 + 1f311 f:. O. The conditions (36) are called the boundary value
conditions and, if A = B = 0, the boundary value conditions are coIled
homogeneous.
Three methods of approximate solution of a boundary value problem
are discussed below: difference method, Gilerkin method, and colloca-
tion method.
The method of finite differences.
Let us take in the interval [a, b] a system of evenly distributed points
Zo = a, Zn = b, Zi = Zo + ih, i = 1,2, ... , n - 1 with a certain spacing
h = b-;"a.. We denote by Yi, y!, y!' the approximate values of the exact
solution y( z), y'( z), yl/( z), respectively taken at the point z = Zj. The
method of finite differences consists in replacing the derivatives y'( Zi),
yl/( Zi) by the following finite differences
, Yi+1 - Yi-1 1/ Yi+1 - 2Yi + Yi-1 (37)
Yi := 2h ' Yi:= h2
and replace the equation (35) and the boundary conditions (36) by the
approximate system
1I.H -211.+11.-1
hZ
= f(z.. ,y.. , 1I.tl2h-11.-1 ) i -- 1, 2, ••• , n - 1 (38)
{
aoyo + a1 ll!.::.l!2.
h = A , ,..,OYn
R + ,R. ,1 t/n-1Ih ..-1 = B .
120 Problems
It follows from the conditions (42-43) that this function satisfies the
boundary condition (6.39),
Let us denote
(45)
The coefficients {Ci} in (44) are chosen such that a value of the integral
is minimal. This integral takes the least value only if the function
R( z, Ct, C2, •.. , cn ) is orthogonal to all the functions {pd. Let us write
the orthogonality condition
or in full
(47)
where Pi( z), i = 0,1,2, ... , n are linearly independent function satisfy-
ing the conditions (42-43).
122 Problems
vanishes on a certain set of points Z17 Z2, ••• , Zn of the interval [a, b],
called the collocation points ( the number of collocation points must be
equal to the number of coefficients Ci in eq. (48)
To determine the coefficients Cl ••• , en, we take the following system
of equations
R(Zl, C17 C2, ••• , en) = 0
R( Z2, C17 C2, ••• , en) = 0
(49)
Remark. The collocation method can also be used to find approximate
solution of nonlinear equation (35-36). In such case, the residual func-
tion R has the form
(50)
and the system( 49) turns into a system of nonlinear algebraic equations
for Ch C2,· •• , Cn.
S. Numerical solution of integral equations.
a) Fredholm integral equations.
Let us consider Fredholm integral equations of first kind
(53)
6. Numerical and Approximate Methods 123
where {xd belong to the interval [a,b], Ai, (i = 1,2, ... ,n) are the
coefficients of the quadrature formula and are independent of F.
Using this approximation in the formulas (51), (52) and taking x =
Xi we have respectively
by the so called degenerate kernel, where the functions {ai} and {bd
are linearly independent. This method is based on the observation that
eq. (52) with degenerate kernel can be solved exactly: We replace
the kernel K(x, s) by a approximate degenerate one and look for an
approximate solution of the form
n
y(x) = I(x) +,\ L: Ciai(X) (58)
j=1
where
(59)
124 Problems
Substituting the expressions (58) and (59) we get the following system
of linear algebraic equations for Ci
n
Ci - ~ L ciAii = Ii, i = 1,2, ... ,n (60)
i=1
where
Ii := Lb bi(s)/(s)ds; A ii := Lb ai(s)bi(s)ds. (61)
Remark. One can take a part of Taylor or Fourier series of K as
the degenerate kernel.
b) Volterra integral equation.
Consider Volterra integral equation of second kind
where K and I are the given continuous functions. Suppose that (62)
has a unique solution for any ~ E R.
The method of finite sums described for the Fredholm integral equa-
tion can be applied, with small modifications, also here, using a suitable
quadrature formula (53). taking z = zi in (62) and approximating the
integral by a finite sum, we have
i
Yi - ~ L A~i) KiiYi = fi i = 0, 1,2, ... ,n (63)
i=O
y' = x + yz
z' = x 2 _ y2
1. y' = x + y2 y( 0) =0
2. y' = x + y y( 0) = 1
3. y' = 2y - 2x2 - 3 y(O) = 2
4. y' = x 2 - y2 y(O) = 0
5. y' = e- z - y2 y(O) = 1
6. y' = 2x - 1 + y2 y(O) = 1
7. y' = Vi + y2 y(O) = 0
8. y' = xy + Vi y(O) = 0
9. y' = x + y sin x y(O) = 0
10. y' = x + ycosx y(O) = 0
11. xy' = 2x - y y(l) = 2
y' = xy + z
1. { z' = zz + y
y(O) = 0 z(O) = 1
y' = x + y + z
2. { z' = y - z
y(O) = 1 z(O) = -2
126 Problems
y' = z - Z2
3. { Z, = Z y +
yeO) =0 z(O) =1
y'=y-z
4. { z' = yz
yeO) = 0 z(O) = !
6.6 Using the method of successive approximations, find approximate
solutions of the following differential equations on the interval [0,1]
with the error 10- 3 , taking Yo( z) = Yo
1. y' = z + yVZ y( 0) = 0
, 9 J::" 1 2 ()
2. Y = 2"v z + 10 Y Y 0 = 0
1
3. y' = 2z - __ y2 y( 0) =1
1000
6.7 Using Euler method, form on the interval [0,1] the table of values
of the solution of the equation
y , = y -2z () =1
- yO
y
for h = 0.2.
6.8 Using Euler method, find on the interval [1,~] and h = 0.1 an
approximate solution of the problem
y'
y" + - + y = 0 y(l) = 0.77, y'(l) = -0.44.
z
6.9 Consider the following linear problem
y' = y - ~e - f y( 0) = 1
2
On the interval [0,3], use Euler method to solve this problem numer-
ically for h = 0.2, h = 0.1, h = 0.05 and compare the result with the
exact solution.
6.tO Using Euler method, solve numerically the following differential
equations with given initial conditions for the step h = 0.1.
6. Numerical and Approximate Methods 127
Using the improved Euler method with h = 0.2, solve this problem.
Compare the result with the one of 6.7.
6.13 Using the improved Euler method, find approximate solutions of
the following problems.
: = -2z + 5z
{ jt = -(1- sint)a: - y+ 3z
d~ = -z + 2z
z(O) =2 y(O) =1 z(O) =1
find on the interval [0,0.3] an approximate solution for h = 0.1.
6.17 Using the Runge-Kutta method, find numerical solutions of the
following differential equations.
8. , cos Y
y = -1- + y2 (
y 0) = °x E
[ ] h = 0.1
0,0.3
9.
+z
y' = 1 + ysinz - y2 yeO) = °
z E [0,0.3] h = 0.1
10. y' = y3 + z yeO) = 1 z E [0,1] h = 0.2
y' = cos(y + z) + 1
1. { z'= _l_+Z+ 1
21+112
yeO) = 1 z(O) = 210 X E [0,0.3] h = 0.1
y' =z +1
2. {
;~O) y ~ z z(O) = 1 z E [0,1] h = 0.2
y' = sin(2y2) + z + z
3. { z' = x + y - 2z2 + 1
yeO) = 1 z(O) = t
z E [0,0.3] h = 0.1
y' = Z2 + 2y2 + z
4. { z' = cos(2z) + y
yeO) = t z(O) = 1 z E [0,0.3] h = 0.1
y' = e-(y2+.z:2) + 2z
5. { z, = 2y2 + z
yeO) = ~ z(O) = 1 z E [0,0.4] h = 0.2
y' = log(2z + v'4X2 + Z2)
6. { Z' = v'4Z2 + y2
yeO) = 1 z(O) = ~ z E [0,0.3] h = 0.1
y"_y=O
7. {
yeO) = e y'(O) = -e z E [0,2] h = 0.1
8. { y" + ~y' + = ty °
yeO) = 1 y'(O) = 1 x E [O,~] h = 0.5
130 Problems
y' = Z2 +Z
6. { Z' = y2 +1
yeO) = 0 z(O) = 1 z E [0,2] h = 0.2
6.19 Using the Adams method, find on the interval [0, t] the solution
of the differential equation.
Using the Adams method with h = 0.1, solve numerically this system
if the following values are known:
y(O.l)= 3.14184, y(0.2) = 3.14364. y(0.3) = 3.14903
z(O.l) = 0.10981, z(0.2) = 0.2296. z(0.3) = 0.35934
6.22 Using the Adams method with the starting values calculated by
the Runge-Kuttal method, find, with the error not exceeding 10- 2 ,
numerical solutions of the following differential equations.
6.23 Using the Adams method, solve numerically with accuracy 10- 4
the following differential equations, calculating the starting values by
Runge-Kutta method
1. y' = y2ett: - 2y y(O) = 1 z E [0,1]
2. y' = zy3 - y y(O) = 1 z E [0,1]
3. y'
1
= y 2 -z y(l) = ° E [1,2]
z
6.24 Using the Adams method with starting values taken from the
problem 6.17, solve numerically with h = 0.1 the following equations.
1. y
,
= 1cos z
+ Z2 y °= °
() []
z E 0,0.3
6.30 Using the method of series expansion, find the first five terms of
a solutions of the initial value problems
1. y" + xy' + y = 0 y(O) = 0 y'(O) = 1
2. y' = x 2 + eY y( 1) = 0
3. y' = cos(x + y) y(O) = 0
4. y' = x log y y( 1) = 1
5. y" + ycosx = 0 y(O) = 2 y'(O) = 0
y" + xy' - e- z = 0 y(O) = 1 y'(O) = 0
:I
6.
y' = z + xy
7. { z' = y - x
y(O) = 0 z(O) =1
y' = x + Z2
8.
{ Z, = xy
y(O) = 0 z(O) = -1
6.31 Using the method of indefinite coefficients, find in the form of a
power series a solution of the following equation.
y" + xy' + 2y = 12 y(O) = 5 y'(O) = 2
6.32 Using the method of indefinite coefficients, find an approximate
solution of the following problem.
1. y"+y=O
2. y" + zy' - y = 0
3. (1 + z )y' - zy = 0, z =I- 0
4. y' - zy = 0
5. (2z + l)y" + (4z - 2)y' - 8y = 0
1
z2y" + zy@ = 1 y(l) = 0 y(1.4) = 0.0566 (= 2"log21.4)
6.38 Using the method of finite differences with step h = 0.1, find an
approximate solution of the following boundary value problem.
1
1. y" + 2zy' + 2y = 4z y(O) = 1, Y(2") = 1.279
1
2. y" + 2"zy' + (1 + 2z 2)y = 4z y(O) = 1 y(l) = 1.367
3. y" + (z - l)y' + 3.125y = 4z y(O) = 1 y(l) = 1.367
2(5-2z)
4. y" + 2zy' + 2y = (2 _ z)2 y(O) = 1 y(l) = 1.367
5. y " + y, - -y
1 = 8z 2 - 8z + -3 y ()
1 = y ()
2 = 1
z 2
6. Numerical and Approximate Methods 135
6.40 Using the method of finite differences with the step h - 0.1,
find approximate solutions of the following two-point boundary value
problems.
1. y" + (1 + Z3)y' + (1 - Z2)y = el - 3z2 y(O) = y(l) = 0
z
2. y"+z2y'+(1-z)y= 2 4 y(O)=y(l)=O
z +
3. y" + y' sin z +y = 1. y(O) = y(l) = 0
4+ sm2 z
y'
4. y" - +y = z y( 0) = y(l) = 0
v'Z2 + 4
5. y" + Z2 y' - zy = ez2 y(O) = y(l) = 0
6.41 Consider the following nonlinear boundary value problem
y" = 2 + y2 y(O) = y(l) = O.
Using the method of finite differences with the step h = 0.2, find an
approximate solution of this problem.
6.42 Using Galerkin method, find an approximate solution of the fol-
lowing boundary problem.
y"- y'cosz + ysinz = sinz y(-1r) = y(1r) = 2
6.43 Using Galerkin method, find an approximate solution of the prob-
lem
y" + y = -z y(O) = y(l) = O.
6.44 Find approximate solutions of the following problems, by making
use of the Galerkin method.
1. y" - y' cos z + ysinz = sinz y( -1r) = y(1r) = 2
2. y" - 2zy' + 2y = z y(O) = 0, y(l) = 1
3. y" - 2zy' + 2y = 3z 2 + z + 1 y(O) = 0, y'(O) = 1
6.45 Using the collocation method, find approximate solutions of the
following boundary value problems
1. y" = 2z + y y( 0) = y( 1) = 1
2. y" + 1r2y = 0 y(O) = 0.1, y(l) = -0.1
3. y' + (1 + Z2)y + 1 = 0 y( -1) = y(1) = 0
4. y" = 2z + y2 y( 0) = y( 1) = 0
136 Problems
2.
r y(s) 3
y(z) + Jo 1 + Z2 + S2 = 2' - Z
2
1 1+z +s
3. y(z) -
o
102
+zs
y(s)ds = 1 - Z2
4. y(z) - 101 J ZS
y(s)ds = e- z
o 1 + zs
6. Numerical and Approzimate Methods 137
1. y(z) - lo
z
e-z-·y(s)ds
1
= _(e-
2
+ e- 3z )
Z
2. y( z) - r 1 y( s ) ds = 1 + z
10 +z +s
3. y(z) - r 1 +y(s)e-
10
ds = coshz
liz
Z•
y(s) .
4. y( z) - -2 2 . ( ) ds = 2 - sm 1rZ
o +sm1rz+s
CHAPTER 7
Preliminaries
Definition 7.1 A relation, in which the independent variables Zl Z2,
... , Zn, and the unknown function u of these variables together with its
first partial derivatives appear is called the first order partial differential
equation.
A partial differential equation of order one may be written in the
form
8u 8v
f(Zl,Z2, ... ,Zn,U'-8""'-8 ) = O. (1)
Zl Zn
This relation represents a symbolic description of the following problem:
Given the function f : 0 1 --+ R, 0 1 C R2n+1, find a function u E C1(O),
o C Rn such that
138
7. Partial Differential Equations 139
(2)
Yl - 1/Jl(Z,Cl,. .. ,On)
Y2 - 1/J2( Z, Ch ... , On)
Yn = 1/Jn(Z,Cl,. . . ,On)
Let 0 be a domain containing the point (zI, ... , Zn-I, z~) so that the
algebraic system
u = <1>( WI (<Pl(Z), ... , <Pn-l(Z )), ... , Wn-l( <Pl(Z), ... , <Pn-l(Z )))
(11)
www.Ebook777.com
7. Partial Differential Equations 143
8z P(x,y,z) 8z Q(x,y,z)
(13)
8x = - R( x, y, z )' 8y =- R(x, y, z)"
The integrability condition (11), written down for this system gives the
following equation
8P 8Q 8Q 8R 8R 8P
(15)
8y = 8x' 8z = 8y' 8x 8z
dy dz
P(z, y, z) + Q(z, y, z) dz + R(z, y, z) dz = 0
8u 8u
f(z,y,u, 8z' 8y) = 0 (18)
8u 8u
-=p, -=q
8z 8y
u(z,y) = 4>(z,y,a,b)
dz dy du dp dq
P= Q= Pp+Qq- (19)
X+pU Y+qP
p F(z,y,u,a)
q G(z, y, u, a)
7. Partial Differential Equations 145
84>(z, y, a, b) =0 84>(z, y, a, b) =0
8a 8b
then the function u = 4>( z, y, a( z, y), b( z, y)) is called the singular inte-
gralof eq. (18).
If the functions ~=, ~ do not vanish identically, then vanishing of
the Jacobi determinant DDfa,bj
Z,Y
furnishes the functional relation b = w( a).
The set of solutions u = 4>( z, y, a, w( a)), (a E R is called the general
integral of eq. (18)).
The singular integral of eq. (18) can be obtained with the aid of
the complete integral (22), by eliminating the constants a and b from
the system
V(z,y,u,a,b) - 0
8V(z, y, u, a, b)
8a
o
8V(z,y,u,a,b)
- 0
8b
The Cauchy problem for a nonlinear partial differential equation
(18) can be formulated as follows.
Given a curve defined by the equations
{
8~
Ii
+ 8~w'(a)
8w
=0
at = 0
Problems
7.1 Determine partial differential equations ofthe following two-paramete
families of surfaces (a, b E R).
1. u = ax + by + ab
2. u = axy+ b
3. u = (x - a)2 + (y - b?
4. u = ax 2 + by2 + ab
5. (x - a)2 + (y - b? + u 2 - r2 =0 r ERr fixed
6. u = ay + V2ax + b
7. u2 - 2(y - a)(bx - 1) = 0
8. u = 2 ~ + ay + b
V; x
9. u = [-!.(ax2
a
+ y + b)t 1
7.2 Find first integrals of the following symmetric systems of differential
equations.
dx dy dz
1. --=--=--
y+z x+z x+y
dx dy dz
2.
y-x x+y+z x-y
dz dy dz du
3. --=--=--=--
y-u z-x u-y x-z
dz dy dz
4.
z zz y
7. Partial Differential Equations 147
d~ dy dz
5. z2 _ y2 = - = -
Z -y
d~ dy dz
6. -=-=
~ y ~y+z
d~ dy dz
7. -=-=
~z yz ~yJz2 + 1
d~ dy dz
8. =-=-
~ + y2 + z2 Y z
d~ dy dz
1.
~(y2 _ z2) _y(~2+ Z2) Z(~2 + y2)
d~ dy dz
2.
~(z-y)
-- y(y-~) -- y2_~z
d~ dy dz
3. - -= =-
_~2 ~y - 2Z2 ~z
d~ dy dz
4.
~(y+ z)
- z(z - y)
- y(y - z)
d~ dy dz
5.
cy- bz
- az-cz
- b~-ay
a,b,c E R
d~ dy dz
6. ~(y2 _ Z2)
-
Y(Z2 _ ~2) - z(~2 _ y2)
d~ dy dz
7. -=-=
~y2 ~2y Z(~2 + y2)
d~ dy dz
8. =-= aER
z(~-a) yz ~2 + y2 + a~
d~ dy dz
9. - = z2 _ ~2 -
Z -~
d~ dy dz
10. - = - = z2 _ ~2 _ y2
2~z 2yz
d~ dy dz
11. =-=--
~3 + 3~y2 2 y 3 2 y 2z
d~ dy dz
12. - -
~(y - z) y(z -~) z(~-y)
148 Problems
dz dy dz
1. - = - - aER
2y(2a - z) Z2 + Z2 - y2 - 4az -2yz
dz dy dz
2.
zy = -yJ1 - y2 = zJ1 - y2 - azy
dz dy dz
3. 3 - -
Z(y3 - 2z ) y(2y3 - Z3) 9z( Z3 _ y3)
dz dy dz
4.
-;- = 11 = z - J z 2 + y2 + z2
dz dy dz
5. - -..,..--~----~
y(z + y) -z(z + y) (z - y)(2z + 2y + z)
dz dy dz
6. --=--=-----
z+y z-y y2 _ 2zy - z2
dz dy dz
7. - - -
z +y- zy2
- - z2y - Z - Y y2 _ Z2
dZ 1 dZ 2 dZ 3 dZ 4
8. - - -
Zl- Z2 Zl - Z2 (Z3 - Z4)(Zl - Z2 + 1) Z3- Z4
dZ 1 dZ 2
9. - -- ... --
Zl + Z3 + ... + Zn + Z Zl + Z3 + ... + Zn + Z
dZ n dz
-
Zl + Z2 + ... + Zn-1 + Z Zl + Z3 + ... + Zn
8u 8u
1. y--z-=O
8z 8y
8u 8u 8u
2. z--2y--z-=O
8z 8y 8z
3. 8u
zy--y V 8u
1-y2-+(Z V 8u
1- y2_ azy )-=O aER
8z 8y 8z
8u 8u
4. (z + 2y)- - y - = 0
8z 8y
8u 8u 8u
5. (z - z)- + (y - z)- + 2z- = 0
8z 8y 8z
7. Partial Differential Equations 149
6.
7.
8.
9.
10.
1. (y 2 + z 2 - z 2) -8u - 2zy-
8u - 2zz-
8u = 0
8z 8y 8z
8u 8u 8u
2. 8zz 8z + 2yz 8y + (4z 2 + y2) 8z = 0
8u 8u 8u
3. - + (1 + z - y - z)- + (y - z + z)- = 0
& ~ fu
4. (y -z p)8u
fn
-+ z -z n)8u
(P -+ z -y fn)8u
(n -=0
8z 8y 8z
7.7 Find solutions of the following Cauchy problems.
8u
1. z-
8z
+ y8u- = 0 u( z, 1) = z
8y
8u 8u 8u
2. VZ-8z + vIY- 8 y + v'Z-
8z
= 0 u(z,y,l) =z - y
8u 8u
3. (1 + Z2) 8z + zy 8y = 0 u(O, y) = y2
8u 8u
4. z--y-=O u(z,1)=2z
8z 8y
5.
8u 8u
°
8z + (2e - y) 8y = u(O,y)
:I:
=y
150 Problems
ou OU
6. 2~ OZ - y oy =0 u(l,y) = y2
OU OU ou
7. oz + oy + 2 0 Z = 0 u( 1, y, z) = y Z
ou ou ou
8. z - + y-+ zy- =0 u(z,y,O) = Z2 + y2
OZ oy oz
7.8 Find general solutions of the following quasilinear partial differen-
tial equations of order one.
ou ou ou
1. Zl ~
UZ1
+ Z2~ + ... + Zn ~ = ku kEN
UZ2 UZ n
ou ou
2. y-+z-=z-y
oz oy
ou ou
3. eZ_ + y2_ = yeZ
oz oy
ou ou
4. 2z- + (y- z)- = z2
oz oy
oU 20U
5. zy--z -=yu
oz oy
ou OU
6. (z2 + y2)_ + 2zy- = _u 2
OZ oy
ou ou
7. Z oz + 2y oy = Z2 y + u
OU ou ~--
8. 2y4_ - zy- = zvu2 + 1
OZ oy
ou OU
9. Z2 UOZ + y 2u oy = z + y
ou OU t.I
10. yu--zu-= e
OZ oy
20U OU
11. (u- y) -+ zu- = zu
oz oy
ou ou
12. zy- + (z - 2u)- = uy
oz oy
ou ou Y
13. y-+u-= -
OZ oy z
. ou OU
14. sm2 z OZ + tan u oy = cos 2 U
7. Partial Differential Equations 151
811. 811.
15. (zu + y) 8z + (z + uy) 8y = 1 - 11.2
811. 811.
16. (z + 11.) 8z + (y + 11.) 8y =z+ y
811. 811. 811.
17. (z+z)8z +(z+z)8y +(z+Y)8z =11.
811. 811. 811.
18.z-+y-+(u+z)- = zy
8z 8y 8z
811. 811. 811.
19. (11.- z)-+(u- y)-- z - = z +y
8z 8y 8z
7.9 Find general solutions of the following quasilinear partial differen-
tial equations.
811. - 8 11.
1. zy- y 2- = -z ( 1 + z 2)
8z 8y
811. 811.
2. (1 + v'~u-z----y) 8z + 8y = 2
811. 811.
3. y-+ yu- = -(1 + 11.2)
8z 8y
811. 811.
4. 2y(2a - z)- + (Z2 + 11.2 - y2 - 4az)-
8z 8y
= -2yu aER
811. 811.
5. zy2 8z + z2 y 8y = U(Z2 + y2)
811. 811.
6. z - + (y - v'R2 - 11.2-
8z 8y
=0 R ER
811. 811.
7. z 8z + y 8y = zy + 11.
811. 811. .1
8. z-+y-=u+aVz2+y2+a2 aER
8z 8y
7.10 Determine a set of integrating factors of the following ordinary
differential equation.
(Z3y - 2y4)dz + (y3z - 2Z4)dy =0
7.11 Solve the following quasilinear partial differential equations of
order one.
811. 811. 2 2
1. z 8z + y 8y = 11. - Z - Y
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152 Problems
81.£ 81.£
2. (z+Y)8z +(y-z)8y =1.£
81.£ 81.£
3. ( 1.£ + y - z) 8z + (1.£ + Z - y) 8y = Z + y + 1.£
81.£ 81.£ 81.£
4. Z 8z + (z + 1.£) 8y + (y + 1.£) 8z = y + Z
8z 8z
1. z- - z-
8z 8y
=y- Z Z=1 z = y2
8z 8z
2. z- - y-
8z 8y
=Z Y= Z z = Z3
8z 8z
3. zz- + yz- = -zy y = Z2 Z = Z3
8z 8y
8z 8z
4. z - - 2y-
8z 8y
= Z2 + y2 Y= 1 z = Z2
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7. Partial Differential Equations 153
az az
5. z az + y ay = z - zy z = 2 z = y2 +1
az aZ
z - - y - = Z (z - 3y) z = 1 yz + 1 = 0
2
6.
az ay
az aZ
z - + y - = z - z - y y = -2 z = z - z
2 2 2
7.
az ay
az az
8. z - - zy- = 2zz z + y = 2 yz = 1
az ay
az az
9. z-+(zz+y)-=-z z+y=2z zz=1
az ay
az az
10. y2_ + yz- = _Z2 Z - Y = 0 z - yz = 1
az ay
az az
11. (z - z)- + (y - z)- = 2z z - y = 2 z + 2z = 1
az ay
az az
12. zy3_ + z2y2_ = y3 z Z = _z3 Y = Z2
az ay
az az
13. z - + y - = 2zy z = y z = Z3
az ay
az az
14. z( z + z) az - y(y + z) ay = 0 z =.JY z = 1
ii) z = 0 z = 2m(y - a) m, a E R
iii) z = 0 y = a cosh z a E R
7.15 1. Determine an orthogonal surface for the family of cones zy =
+ Z2 = 1, y = 2.
az 2 , a E R which contains the circle Z2
2. The same problem for the family of surfaces Z2 + y2 + Z2 = az,
aER.
7.16 Solve the following Cauchy problem.
8z 8z
z(z2 + 3y2)_ + 2y 3 _ = 2y2z
8z 8y
z = h, Z2 + y2 = a2
7.17 Solve the following partial differential equation
8z 8z
z n - = yn -+zn
8z 8y
for n E Z. Find the surface which satisfies this equation and which
contains the straight line z = 1, z = y-/2. Investigate the cases n = 1
and n =-1.
7.18 Investigate integrability of the following systems of partial differ-
ential equations and, if the condition is satisfied, solve them.
~='U+y'U
1. {
~ = 'U2 + 2z'U
au = y2
2. {
~ = 2: _ y2
au = y2
3. { t!_ 1 +2u y2
BtI-2;2 y--
4. {
5. {
6. {
7.19 Consider the following differential form
w = (3z 2y2 - elll z )dz + (2z 3y + sin z )dy + (y cos z - elll)dz.
1. Partial Differential Equations 155
u = az + by + J( a, b) a, b E R
is a complete integral of the generalized Clairaut equation
u = pz + qy + J(p,q).
7.22 Find complete integrals of the following special partial differential
equations of order one.
1. J(p,q) =0
2. J(y,p, q) = 0
3. J(u,p,q) = 0
4. J(z,y,p,q) = 0
156 Problems
12.
L3.
1. u-pz-qy-p2 -pq-q2 = 0
2. p2 + q2 + p + q + z + y + 2u - 1 = 0
1-p-a
3. p2+q2+1_(
z+y+u
?=O
4. u + pz + Z3 pq + z2 yq2 = 0
5. u-pz-qy-~=O
CHAPTER 8
Miscellaneous Problems
0 for x ~ 0
{ 2x for x> 0, Y < 0
!(x,y) = 2x _ ~ for x > 0, 0 ~ y ~ x2
-2x for x > 0, x 2 < y
y' + p(x)y =0
where
1 for x irrational
p( x) = { 0 for x rational
158
8. Miscellaneous Problems 159
where
y' + pCz)y = o.
a) Show that if
pC z) = { ~ for Iz 1 > 0
o forz=O
p
( z) =
0
{1':Z2
for Izi < 1 Izi > 1
for Izi = 1
study the solutions of this equation on the real axis, for Iz 1 < 1, z < -1,
z>1.
8.6 Find a solution of the problem
y' + ay eZ 0~ z < 00
yeO) o aE R.
y" + 2y' + ay = 0 a E R
y(O) = 0, y'(I) = 1
has a unique solution if a =1= 1 and if a = 1 there is no solution.
8.10 Investigate existence and uniqueness of the solution of the follow-
ing Cauchy problem
,
Y = sgn y, y(xo) = Yo
P
where
for y>O
sgny= for y=O
-1 for y<O
8.11 Consider the system of linear differential equation
dy
dx = A(x)y
dy = A(x)y
dx
possess the following property: ly(x)1 ~ ke-a(:z:-:z:o)ly(xol. Show that if
lim f( x) = 0, then all solutions y of the system
:z:--+oo
dy
dx = A(x)y + f(x)
8. Miscellaneous Problems 161
yl5 + y' + ,\ = o.
Determine the set of functions S := U).ER S)..
8.16 Find solutions of the boundary problem
yeO) = a, y(l) = [3
possesses at most one solution for any f E C([O, 1]) and a, [3 E R.
8.18 Let y E C2([0, 1]) be a solution of the equation
y" + eY = -a:.
Show that the smallest value of y is not taken in the interval (0,1).
8.19 Find all solutions y E C([O,I]) of the integral equation
101
y(a:s)ds = 2y(a:) a: E [0,1].
zy' + 4y - 2z = z + 1
zz' - 3y - z = 2z, z > 0 (1)
y(l) =0 z(l) = O.
8.23 Consider the following linear differential equation
y" + y = I, IE OCR).
a) Show that the general solution of this equation is
where Oll O2 E R.
b) Show that for any solution y
ylll = yy"
L : 02(R) ~ O(R)
y 1-+ y" + y
a) Solve the differential equation
L(L(y» = sinx.
b) Let SA be a set of solutions of the equation
sinL(y) + L(y) = A AE R
Determine the set S = USA.
AER
8.26 Consider the following Volterra integral equation
where
K( x, y ) -_ ye..~-1 0 <
_ y<_ xe 1-~
..
{ 1 1
X xe -~ < y::; x
a) Show that for any c E R the function 4>(x) = Ill'
£. x....lOisa
r
solution of this equation.
164 Problems
8.28 Use the Banach fixed point theorem to establish the existence and
uniqueness theorem for the solution of the following equation
4>(z) = >. i b
K(z,y,4>(y))dy+ JL i Z
H(z,y,4>(y))dy+ I(z).
where>. E R, >. > -1. For 4> E 0([0,1 D, denote 1(4)) := f~ 4>( s )ds.
a) Show that the set
1
X := {4> E 0([0,1]) : 4>( z) ~ 1, Vz E [0,1]; I( 4» = X[1 - v'1 - 2>.]
is an invariant set of L.
b) Using Banach fixed point theorem, show that if>. E (0, ~), then
the mapping L has a unique fixed point in X.
c) Establish the theorem of existence and uniqueness of solutions of
the following integral equation of statistical mechanics
a) Investigate differentiability of I.
b) Show that I is a solution of the following Cauchy problem
I' - ~I = 1 1(0) = 0.
8. Miscellaneous Problems 165
ou ou OU 2 OU 2
U = Z oz + y oy + (oz) + (Oy) .
Solve this problem numerically, using 999 steps of Euler method with
Zi+1 = Zi + 0.001. Estimate the influence of errors in the first steep
(which is 10- 6 ) on the final result and explain why the precision is low.
8.33 Show that the boundary value problem
y" = y3 y( 0) = 0 y( a) = b
possesses infinitely many solutions for any pair (a, b), with a =F O.
8.34 Apply the explicit Runge-Kutta method to the problem
y~ + Y2 - 0
Y~ + Y3 - 0
Part II
Solutions
CHAPTER 1
1. xVI + y2 - Oy = OJ Y= 0
2. tany = 0 x=O
(l-e z )3 '
Ox
3. y-a=
1 +ax
4. y = Osinx
5. cot 2 y - tan 2 x = 0
6. 3y+ log
Ix2 11 = 0
(y + 1)6
1 1
7. _e2z _ ell - arctan y - -log(1 + y2) = 0
2 2
1
8. iX2 + 3x + y + log I(x - 3)10(y _1)31 =0
9. x2ye-~ = 0
x
10. x+-=O
y
171
172 Solutions
1.2
1. 2e tyl = Ve"(1 + eZ )
2. l+y2= _2_
1 -Z2
3. y=1
1.3
1. z + y = u, z + y = tan( z + C)
2. 8a: + 2y + 1 = u, 8z + 2y + 1 = tan( 4z + C)
y
3. z+ y = u, z+ y = a tan( -a + C)
y - z 1("
4. z- y = u, z - cot( -2- + 4") =C
5. az + by+ c = u
z+ C = a:z:+by+c
b + 1 ~
--b - arctan[ ~- tan( az + by + c)]
a- a- a a
6. z + y = u,
3y - 4z 4a2 - 3b2
7 + 49 10gI7z+7y+a2 +b21=C
7. z + 2y = u, 3e- 2y + 2e z = Ce- 2z
(z - y)n-m+l (z _ y)p-m+1
8. z + y = u, z - C = + ..:....---=.....:...---
n-m+l p-m+l
C
9. Using polar coordinates p = or y2 = 2Cz + C 2
1 - cos <I>
1
10. Using polar coordinates log p = 2 cos 2,/,. -
0/
log Icos <1>1 + C
y2
or loglzl- - = C
2Z2
1.4
y = Ce!
1. Differential Equations Solvable by Quadrature 173
1.5
y2 = 2pz, pER
1.6
y = Oz and y = -
o
z
1.7
1.8
1.9
2 - v'4 -
+ 2 log
z2
Y = v'4 - Z2 2
1.10
1
1. y = arccos-
z2
2. . (v'3
y = arcsin - - -1) + 57r
2 z
2 1
3. y = arctan( -
z
+ v3M) + 37r
1 9
4. y = 2 arctan(l - 2z 2 ) + 2"7r
1 7r 7
5. y = 2" arctan( '2 + arctan z) + 2"7r
1 9
6. y = arccot -
2z
+ -7r
2
1.11
1. y=o
2. y=l
3. y =-7r
1.12 Differential equation of the form
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174 Solutions
if the determinant
1. ~ + log Iyl - C = 0
1 C
2. -z+y- - = 0
2 z
C
3. y = -zlogllog-I
z
4. y = z sin log ICzl y=z y= -z
5. . z = Cz
Sln-
y
6. Z2 = C(y+ Z2 + y2)J
7. y = z tan Cz
8. z = Ce- 8in !-
9. z = yeC'II+ 1
10. (Z2 + y2)3(Z + y)2 = C
11. Z3 + z2 y _ y2 z _ y3 = C
12. z2 + y2 - C(z + y) = 0
•
13. z + ye'i = 1 + e
14. y = ZJ1- ~z
15. y2 _ z2 = 1
16. z+y=o
17. f y3 + 3czy2 + 3bz 2y + az 3 = C
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1. Differential Equations Solvable by Quadrature 175
1. (x +y - 1)3 = O(x - y + 3)
2. log 14x + By + 51 + By - 4x = 0
3. 3x + y + 2 log Ix + y - 11 = 0
4. (x + y - 1)5(x - Y - I? = 0
5. x + y -1 = Oee+1I- ~
1
6. x + 3y - log Ix - 2yl = 0
7. log 12x - 2y + 51- 2(x - y + 3) = 0
8. (x + y + 1)8 = O(x - y + 3)
9. 2x + y - 1 = 0 e2Y-~
10. (y - 2X)3 = O(y - x - 1)2
y+2
11. log Iy + 21 + 2 arctan --3 =0
y-
y-1
12. 2 arctan - - = log 10xi
2x
1.15
(x - y)2 - 0 Y = 0
1.16
x 2 + 2y -1 = 0
1.17
x 2 = 0(2y + 0)
1.18
y = Ox - x log Ix I
1.19
1. yvy = O(y - x 2)
2. y2 = x loge Oy2)
3. x 2y2 + 1 = Oy
4. x6 + y4 = Oy2
11.
a 2 log(z + va 2 + :z:2) + 0
Y = -~..:...z-+-vra=:2:=+=z===2-'----
12. y = 0 VZ2 + 2z - 1+ z
13. y= o log Izl + Z3
14. y = CVa 2 - Z2 + z
1 Cz
15. y = -; Z3 + 1+
16. y = C(z + 1t + eZ(z + 1t
1
17. y = 0(2z - 1) + -
z
2
18. y = 0(3z 2 - 2z) + -
z
1.21
eZ ab - ea
1. y= -+
z z
2. y 1 zv1 -
= -(
2
Z2 + arCSIn
. z) ifg+z
--
1-z
z
3. y=--
cos Z
zn _ zn+2 zn+2
4. y= 4 + --2--1oglzl
1. Differential Equations Solvable by Quadrature 177
5. y = zn( eZ - e + 1)
6. y = 2e-.mz + sinz-l
z-1
7. y= 2--+z2-1
z+1
8. y = 1- ze- z2
1
9. y = 4(2z 2 + 2z + 1)
1.22
1. y2 _ 2z - Oy3 = 0
+ Oei) = 0
1
2. Z - y2(1
3. The general solution is
z + 2 sin y + 2 - 0 e.my = 0
and the solution of the Cauchy problem is z + 2 sin y + 2 = 0
4. 2z - y2 - Oy3 = 0
y3 0
5. z----=o
3 y
6. ze Y - y2 =0
7. Z - y(O + arctany) = 0
1.23
1 1
1. y2 = z leads to the linear equation zz' + -z + _z2 = 0
2 2
,1 1
2. y2 = z leads to the linear equation z + -z - - cos z = 0
2 2
3. y3 = z leads to the linear equation zz' + z - 2z = 0
slnz
1. y=-
z
Slnz
2. y=--
z
178 Solutions
3. Y = arctan x
1
4. Y = eZ + cos-x
5. Y = x- z
1.26
l. Y = SInx
2. Y = cosVZ
3. Y = 2sinz
6. y2 = z2 _ 1 + C ..;,-x2".------..,.-1
7. y-3 _ C cos 3 Z + 3sinz cos 2 x = 0
1. Differential Equations Solvable by Quadrature 179
8. y2 - Cz 2 + 2z = 0
9. y3 - Cz 3 + 3z 2 = 0
10. nyn = Ce- ...... + nz -
a
1-m
11. y = -:---"'7"7"--:-:--:-----::::---:----:-
(1 - n)(a - b)zl-m + CZCl(n - 1)
12. ~y - Ce z2 - ~z = OJ Y =0
lIz 1 ~-"7
13. Y = VI + Z2(C - 2"V1 + z2 + 2" log IV1 + z2 + zl), z=O
2. -dz
dy
- Z
-
Y
= z3
-j
2y4
y - z (1 + Cy) = 0
3 2
dz Z Z2
3. dy - 1 + y = - (1 + y)2j 1 + Y - zlog 11 + yl + Cz = 0
4. 2 ydz
- - z = -z 3 SIll
•
Yj z 2(C - COS Y) - Y = 0 Y= 0
dy
180 Solutions
dz
5. y dy + z = -2z2ylog Iylj zy(C -log2lyl) -1 =0
dz 1 C yn
6. y - - 2x = _x2ynj - = -2 + --
dy X x n +2
1.32
1.33
1.34
x = ylog I!.I
C
1.35
x2 + y2 _ Cy + a 2 =0
1.36 One may use the substitutions described in 1.e.
x
1. y = 3z + 6C e- 3z2 - 1
1 3cos 2 Z
2. Y = -co-s-z + -3C""""""'-co-s-sx-
2 4
3. y = -; + Cx 5 - x
1- 2Cx 2
4. y=
1-Cx
(x 2 + 1)2 - C(X2 + 1)
5. y=
C - (X2 + 1)
2
1.37
.. 2
e T +2z
1. Yl = X + 1, y( x) = x +1 + .. 2
C- J eT+2 z dx
() 1 - 2Cx 2
2. a=2, yx =- --
l-Cx
1
3. Yl = x, y( x) = x + 1 + C x
e- z2
4. Yl = X + 1, y(x) = x + C + J e- Z
2dx
1. Differential Equations Solvable by Quadrature 181
1 1 3z 2
5. Yl = -,
Z
y( z) = -
Z
+ z3 + 0
111
Yl = --, z + z (0 -ogz
y(z) = -- I 1 I)
6.
z
2Z 3 - 0
7. y(z) - --:-:,---.
- z(0+Z3)
40z 3 -1
8. Yl = 2z, y( z) = -0-4 - -
Z -Z
Oz3-1
9. Yl = _Z3, Y(Z) = 2 0
Z -
14. Z2 + y2 - 2 arctan ! = 0
z
1.39
1. loglz+yl- - y - = 0
z+y
zm+1 - 1 yn+1 - 1
2. ---1- + 1 + Z2y2 + log IzYI = 1
m+ n+
3. e:tJI - 2z2y = e2 - 4
Z2 •
4. -2 + yei' = 2
which means that the function zp!yq is the integrating factor of the
homogeneous equation.
1.41 See 1.f.
1.
2.
3.
4.
5.
6.
7.
y
8. z--=o
z
Z Z2
9. -+-=0
y 2
Z2 3
10. -+3y- -= 0
y y
1. Differential Equations Solvable by Quadrature 183
1 z
11. p,(y) = -.-j
smy
- .-
smy
+ Z3 = G
1 Z2 1 y2
12. p,(xY)=-j ---+-=G
Z2 y 2 2 zy 2
1 Z3 + zy+ y3
13. JL(x + y) = (z + y)2 j Z + y =G
1
14. p,(zy) =- j zy -log IzYI =G
zy
15. p,(x + y2) = Z + y2; (z + y)(z + y2)2 = G
2 1 z - y2
16. p,(z + y ) = (z + y2)2 j (z + y2)2 =G
( +y 2 2) 1 Y- 1
17. JLx = 3; 3=G
(z2 + y2)2" (z2 + y2)2"
1 1 + y2 - Z2
18. p,(y2 - Z2) = (1 + y2 _ z2)2; Z =G
2. Differential equations of the form F(z, y, y') = o.
1.42 1. One may use the method of Sophus Lie described in 2.1. One
constructs the surface y - z2 - 3zz - ~Z2 = 0, which has the parametric
equation z = u, y = v 2 + 3uv + ~U2, Z = v. The condition dy = zdz
leads us to the equation ~: = -1, with the solution v = -u+ G. The set
of solutions of initial equation is, therefore, z = u, y = _~u2 +Gu+ G2,
or y = - ~x2 + G z + G2.
2. {
X= sin u + log lui
+ cos u + u + G
y = u sin u
3. y2 _ 2G x + G 2 = 0
4.
5.
6.
7.
8.
184 Solutions
9. 4e- f = (z + 2). + 0
10. { z =e +u U
y = eU(u - 1) + ~2 + 0
11. { z = au + bu2
y = iu2 + 2;u3 + 0
12. { z = u + sinu
y = !u 2 + u sin u + cos u + 0
{ z = 2au + ~bU2 + 0
13.
y = au 2 + bu3
z = S-
2~ VI + r + 2~2 log Ip + VI + r I,
1. { Y= 2zp+V1 +r
y=1
a
{ z = e- - 2p + 2
r +2
P
2.
y = 0(1 + p)e- P -
3. { z = tJP- P
Y = -zp+ p2
1
4. y = Z2 + a y a = ±2z
Z = P2
C
+ '2P
3
5. {
Y = 2C
P
+ ~3'
y=o
Z = 3p2 + ap-2
6. { y = 2p3 - 2Cp-l,
y=o
7. 3(Oz - y) = 0 3 , 9y2 = 4z 3
8. Y = ±2VOz + a, y = -z
Z= ~+!
9. {
2
Y = + 2~ - log Ipl
1. Differential Equations Solvable by Quadrature 185
{ z =~- 2eP ( i-
~ + ~)
10.
y = :S - 2eP (1 - ~ + P\-)
Z=S+lo~pl
{
11.
Y = 2zy + i
12. y = Oz + av~I-+----=0:-::"2, Z2 + y2 = a2
13. y= 0 log 0, 0 E R+,
Z - y = log Iz I + 1
a
14. y = Oz + 0 2' 0 =f:. 0, 4y 3 - 27az 2 = 0
15. 202(y - Oz) = 1, 8y 3 = 27z 2
aO
Y= Oz + vI + 0 2 ' z3" + y3" = a3"
2 2 2
16.
17. z = Oy + 0 2 , y2 + 4z = 0
1.44
1.45
27y - 9z + 2(3z + I)V3z + 1 + 25 = 0
1.46
1.47
zs
2
+ ys =
2 2
as
1.48
1.49
1.50
(y - z - 2a)2 - 8az =0
1.51 To derive the differential equation of a family of curves, which
depends on the parameter a, one eliminates this parameter from the
equations
f(z,y,a)
az + af
= 0 af ay y' = O.
186 Solutions
I(z,y,a)
81 -(--)
= 0 -+ 81 1 = o.
8z 8y y'
Consequently, if the differential equation of a family of curves is F( z, y, y')
= 0, then the differential equation of the orthogonal trajectories of this
family is
1
F(z, y, --) = 0
y'
1. Differentiating with respect to z, we get z + yy' = a. Eliminating
the parameter a from the equations
Z2 + y2 - 2az = 0
z + yy'- a = 0
we obtain the differential equation of the family of curves
, 2y , z 1 2 2 C
2. Y = -;-' y = - 2y' 2"z + y =
3. z + yy' = 0, z- J!.. =
0, y = Cz
y'
2z 1
4. y - 2zy' = 0, y + - = 0, Z2 + _y2 = C
y' 2
1. Differential Equations Solvable by Quadrature 187
5.
6.
7.
8.
9.
10.
2
+/(Z2 _ y2) = 0,
Y
(z2 + y2)2 - Czy = 0
11. y' - py = 0, pyy' + 1 = 0, 2z + py2 =C
1.52 We will look for a solution of the equation with delayed (retarded)
argument on the interval [zo, Zo + (n + 1)'T], so the step has the length
'T.
For z E [zo, Zo + 'T], the unknown function is a solution of the
following problem
2
y(3) =5_ 4e-6
1 1
2. Z E [-i'O], y'(z) = y(z), y(-i) = I,=} y(z) = e=+J" 1
1 2 1
Z E [O'i]' y'(z) =
e =y(z)+y(z), yeO) e i , =
=} y(z ) = e=+ Je
1 2.
Similarly, we get
y(n-p)(z) 1
= =(z -
=0
S)p-1
(p - I)!
f(s)ds + 0 1 (z - S)P-1
(p - I)!
+
(z- S)p-2
C2 (p _ 2)! + ... + Cp
for p = 1,2, ... , n, where C1, ' •• ,Cp are arbitrary real constants. In
particular, for p = n the general solution of the equation is
y(z) = 1=
=0
(z-s)n-1
(n _ I)! f(s)ds +01
(z-s)n-1
(n -I)! +
(z - s)n-2
C2 (n _ 2)! + ... + Cn.
The Cauchy problem y(i) ( zo) = y~i), i = 1,2, ... ,n -1 provides us with
the values of the constants Oi, C1 = y~n-1), C2 = y~n-2), ... , Cn = yg.
190 Solutions
1.58
Z3
1. y( z) = "6 - sin z + z + 1
2. y ()
z z
= - -log 21 z 1+ -z
3 2- 2z + -1
2 2 2
2
3. y(z) = 1- ze- iD
Z2
4. y(z) = (z - 3)e Z + 2 + 2z + 3
Z4 13 ze Z z 1
5. y(z) = -loglzl- _Z4+ - - - + -
24 288 8 9 32
z2 - 6z + 20 2z + 3
6. y(z) = 324 - 12(z + 2)2
1.59 Making the substitution y(le) = z, we have y(lc+ 1 ) = z', ••. , yen) =
z(n-le) and the equation becomes the one of order (n - k), to wit
1. y(x) = x 2 - X
2. y(x) = x 3 + 3x
x2 - 1 e2 - 1
3. y(x) = 2(e 2 -1) - 4 log Ixl
1
4. y(x) = 2"X2
192 Solutions
1
5. y(z) = 2"Z2
2V2 ~ 8
6. y(z) = -3-Z2 - 3"
2 2 ~ 16
7. y( z) = 3"z v 2z - 5
8. y(z) = z
z
y( z) = log I tan( 2" + 4) I
1("
9.
1.64
1. y = 2e z
2. z2 - 2y + 1 = 0
3. y=z+1
4. y = 2e Z
3 :I
5. z+-(y+2)'i'=0
2
6. There are no solutions
Z2 1
7. y=---
4 2
8. 2z + e-,r = 0
9. There are no solutions
10. y= eZ
(Te)
-
II
Y -_'U, + 'U,
2
••• ,
Y
-
_
- 'U
(Te-1) + P.Te ( '
'U, 'U , ••• , 'U
(Te-2»
Y Y
for k = 1,2, ... , n, where PTe is a polynomial. Substituting this re-
sult to the equation, we get a (n - 1)-th order equation of the form
F1 (z,'U,'U', ••• ,'U(n-1» = O. If the general solution of this equation is
'U = f(y, G1, ... , Gn - 1 ), then our problem reduces to the equation
1. y2 _ G2 ( Z2 + G1 ) = 0
£l.
2. Y = G2 ze- •
II
3. log IG2yl- 4zi - G1 z = 0, Y= 0
4. y = G2zCl-~loglzl
5. y= G1 Z 3 +G2
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194 Solutions
1. y= 01-/Z2 +02
2. y2 _ Z2( 0 1 + O2 ) = 0
1
3. y = Osexp[z(2"log2 Izl + 0 1 log Izl + O2 )]
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1. Differential Equations Solvable by Quadrature 195
4.
5.
6. y = 02eC1Z2
7. y2 _ 01 Z3 - O2 =0
8. 4( 01Y - 1) - Of log2102z1 =0
£1-
9. Y = 02ze- OJ
z = e1l' - y"
{ yet) = e
2t(t - ~) + e (1 - t; + C
t 1) + t; CIt + C 2
x(t) = e t - t
2.,3. can be solved similarly.
4. Differentiating, we get
lly"(y')10 + y" = 0
6. [(1 + y'02)3], = 0
y"2
7. 3y'y'12 _ (1 + y'2)y'" = 0
8. y" + y = 0
9. y" - 2y' + y = 0
CHAPTER 2
2.1 We will prove that the functions 8, d, p satisfy the axioms of the
metric.
a)
n
1) 8(x,y) = 0, L: IXi - Yil = 0 => Xi = Yi,i = 1,2, ..• ,n
i=l
n n n
3) 8(x, z) = L: IXi - zil ~ L: IXi - Yil + L: IYi - zil = 8(x, y) + 8(y, z).
i=l i=l i=l
b) It can be easily proved that the first two axioms are satisfied. We
will therefore prove only the triangle inequality.
n n
197
198 Solutions
we get
n n n
2
d (x, y) :-s; L:(Xi - Zi)2 = (L:(Xi - Yi)2)t(L:(Yi - Zi?)t
i=l i=l i=l
n
Zi)2 = (d(x,y) + d(y,z)?
+ L:(Yi -
i=l
and taking the first axiom of the metric into account, we obtain
d( x, z) :-s; d( x, y) + d( y, z).
c) One can easily verify that p satisfies the axioms of the metric.
2.2 One shows that
Vn, m > Nt!, Vx E [a, b]. It follows from definition of uniform conver-
gence that the sequence {In}nEN is uniformly convergent in G([a, b]),
which means that there exists I E G([a, b]) such that V€ > 0, 3Nt!,
d(ln, I) < €, n > Nt!.
2.5 We verify that 5(/, g) satisfies the axioms of the metric:
and
5(/,g) = 5(g,1)
The third axiom:
That means that the sequence {In} is uniformly convergent and its
limit I E G([a, bD, and therefore we have
2.9 One easily shows that Clc(n, R) is a linear space. If one defines in
this space the norm
lal = a1 + a2 + ... + an
then Clc(n, R) is complete and hence a Banach space. The space
Clc(n, e) can be studied similarly.
2.10 The set Clc(n, Rm) can be equipped with a structure of linear
space over R. We define the norm
m
II f IIcJo(n,R"')= 2: II Ii IIcJo(n,R)=
i=l
m n olall
=2:L: L: maxi
i=l j=O lal~lc zen OX 1
a
1
••• ax~"
I
in which Clc(n, Rm) is a Banach space. The space Clc(n, em) can be
studied similarly.
2.11 On the basis of definition 2.9, the mapping 1 : c Rn ~ Rm n
satisfies the Lipschitz condition if 3L > 0 such that
where
x = (xt, ... ,x n) ERn, y= (Yt, ... ,Yn) ERn.
2.12 The mapping 1 : n
c R2 ~ R, (x, y) ~ I(x, y) satisfies the
Lipschitz condition with respect to y if 3L > 0 such that
2. Ezistence and Uniqueness Theorems 201
2.13 Themappingf : n CRn+!-+ Rn,(Z,Yl, ... ,Yn) 1-+ f(z,Yh ... ,Yn)
satisfies the Lipschitz condition with respect to the variables Yh ... , Yn
if 3L > 0 such that
and
5(f(z, Y, Z), fez, Y, z» = IY - YI + IZ - zl
but
Therefore, L = 6v'2.
d)
IX 2 + 2 sin Y + 3Z 2 - Z2 - 2siny - 3z2 1 <
202 Solutions
. Y
I~ .
-~y=
I 21·
~
Y 2- y ~ Y 2+ y I < 21·
~
Y 2- y I
e)
II (-2zYZ + y2, _2zy2) - (-2zyz + y2, _2zy2) II(R2,6)=
I(x, Y) - I(x, y) = 81
8y (x, B(Y - y)) . (Y - y),
The continuity of U(x, y) on the bounded and closed set 0 implies the
existence of the constant L such that \/x, yEO we have
which means
Therefore,
IE C 1 (o,Rn)
af-
0< a < 1, where a = max
n
(L: -a
n
·-1 XTc
I(x + 6(x - y))).
Tc=l •...• n 1 -
Here, x = (Xl, X2,···, xn), y = (Y1, Y2,···, Yn)j I = (It, 12,···, In),
6 = (61, 62 , ••• , 6n). We have
n n n af-
6(1(x),/(Y)) = L I/i(X)- li(Y) I ::; L L 1~(x+6(x-Y))llxTc-YTcI =
i=l i=lTc=l XTc
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2. Existence and Uniqueness Theorems 205
b)
af
laz l = Icoshz - ~I.
We must have I coshz - ~I < 1 or I~I > Icoshzl-l.
2.27 Yes, since 0: = I~I = e::l
< 1, Vz E R.
2.28 No, it is not. The space (X,d) must be complete. For example,
(0,1) C R is a metric space, but is not complete. The mapping f :
(0, 1) ~ (0,1), z 1-+ iz satisfies conditions of the problem, but it has
rt
no fixed points (0 (0,1)).
2.29 We will look for a fixed point of the mapping F : z 1-+ z - ~f(z),
where ~ > 0 is a parameter. Since F(a) = a - ~f(a) > a (f(a) < 0)
and F(b) = b- ~f(b) < b (f(b) > 0), we have F: [a, b) ~ [a, b), (if ~ is
small enough)
From
df
F(z)-F(y) = z-~f(z)-y+~f(y) = (z-y)[l-~dz(z+O(z-y))]
we have
IF(z) - F(y)1 < o:lz - yl
where
df
0: = 11 - ~ dz (z + O( z - y)) I·
If ~ < ~1' the equation F( z) = z has a unique solution, which means
that the equation ~f(z) = 0, and therefore f(z) = 0 has a unique
solution. This solution can be found by iteration, being the limit of the
sequence
1
Zn = Zn-l - ~f( Zn-l), for ~ ~ kl •
2.30 One proceeds as in the previous problem, looking for a fixed point
of the mapping F( z) = z - ~f( z).
206 Solutions
11 + Aj'(z)1 ~< 1, Vz E R
then the equation has a unique solution, which may be found by the
iteration method, and is the limit of the sequence Zn = Zn-1 - AI( Zn-1).
2.31 For F : R --+ R; Z 1--+ qsinz + m.
The set of solutions of Kepler equation coincides with the set of
fixed points of the mapping I, and since
Zn = sinz n_1 + m.
Taking Zo = 0, we have Zl = j-, Z2 = 3:, Z3 = iC.J2 + 4).
2.32 We have the mapping I : Rn --+ Rn, Z 1--+ (h(z), /2(z), ... , In(z)),
defined by Ii( z) = AE k=l ailezle + bi, i = 1, ... , n.
a) If one choses the metric 8 in Rn, then the space (Rn,8) is a
complete metric space (cf. problems 2.1-2.3).
n n n
Theorem a If IAI Ei=l lailel < 1, i = 1,2, ... , n, then the system of
equations I( z) = Z has a unique solution in B( Zo, r) C (Rn, 8).
b) The metric space (Rn , p) is complete.
Theorem b. If IAI Ei=l Iaile I < 1, i = 1,2, ... ,n, then the system of
equations I(z) = z has a unique solution in B(zo,r) C (Rn,p).
2. Existence and Uniqueness Theorems 207
Theorem c. If IAIVE i=l E k=l afk < 1, i = 1,2, ... , n, then the sys-
tem of equations f( x) = x has a unique solution in B( Xo, r) C (Rn, d).
2.33 No, it is not. For example, the set (0,1) C R is bounded and
convex and the mapping f : (0,1] --+ (0,1], 1--+ x !x
is continuous, but
the set of fixed points of this mapping is empty.
2.34 A topological space X has the fixed point property if any contin-
uous mapping from X to X has at least one fixed point.
Let X be a linear topological space and Xo E X be different from
the zero element of this space. The mapping f : X --+ X X 1--+ X + Xo is
continuous and has no fixed points. Hence, a linear topological space
does not have the fixed point property.
2.35 a) R endowed with the usual topology does not have the fixed
point property, because the mapping f : R --+ R, x 1--+ X + 1 does not
have fixed points.
b) [0, 1] U [3,4] C R does not have the fixed point property, because
the mapping x 1--+ f(x)
f( x) = { x - 3 x E [3,4]
x +3 x E [0,1]
has no fixed points.
2.36 We look for solutions in the ball with the center f and radius R,
BU, R) c C(11), where R is chosen such that that ¢> E B(f, R) ::}
II ¢> II:::; r. Consider the mapping
A : B(f, R) --+ C(11); ¢> 1--+ A¢>
I.e.
IA4>(z) - l(z)1 ~ 1..\1 In IK(z,y,4>(y»ldy ~ 1..\IMm(O)
if IK(z, y, z)1 ~ M, \I(z, y, z) E 0 x 0 x Ir, m(O) is the measure of O.
It follows that 1..\1 < M!tO).
Let us establish the conditions for A to be a contraction. We assume
that the kernel K satisfies the Lipschitz condition with respect to the
third variable, i.e. there exists L > 0 such that
Therefore, we have
where
A4>(z) = A In K(z,y,4>(y))dy+ I(z).
Assuming that A is a contraction, we have
then the integral equation has a unique solution in C(O). This solution
can be found by the iteration method.
c) In this case, one looks for a solution in B(/, R), where R is
determined from the condition
One notices that if IAI < 1 (d. problem 2.36 b), then the equation
possesses a unique solution in 0(0).
b) If A = 3, the theorem presented above does not assure existence
and uniqueness of solutions.
.J.. (z) = 0, 0/1
c) 0/0 .J.._(z) = 212 Z + ...!....
.J.. (z) = 212 Z ,'Y2 l1z
- _1
l1z
cos 21
2 Z and
II 4>2 - 4> 11< 1:~'
2.38 a) K: [0,1] X [0,1] X [-r.r] --+ R, M = i, L = 1.
If IAI < ~R; IAI < 1 the equation has a unique solution in B( sin z, R).
One notices that R < 5. In the case in hand A = 2 and therefore the
equation does not have a unique solution in B( sin z, R).
b) L = 2r, M = 4 + r2. If the numbers A, R, r are such that
i",
IAI ~ 2(4!,,2); IAI < the equation has a unique solution in B(5z,R).
c) L = 1r + e", M = 1 + 1rr + e". The equation possesses a unique
solution in B(eZ,R) if the numbers A, r, and R are such that
1A'1 < R
- 1 + 1rr + et"1r and 1'A1 < ( 1 ).
1r + e" 1r
2.39 a) We look for a solution of this equation in the ball B(O, R).
Here, M = r2, L = 2r and applying Banach theorem we see that the
integral equation possesses a unique solution in B(O, R) if IAI ~ ~ and
IAI < it"' i.e. for IAI < 21". The solution obtained with the help of the
iteration with 4>0 = 0 is 4> = O.
b) The equation possesses the solutions 4> = 0 and 4> = The t.
solution 4> = t does not belong to the sphere B(O, R), because, if it
does, it must satisfy It I < r, i.e. IAI > ~, which comes in con:Oict with
the results from a).
2.40
a) L = 2r, M = 2 + r2, A = 3.
The equation possesses a unique solution in the ball B( zf + Z2, R)
if r < land 3(2 + r2) < R.
b) The equation does not possess a unique solution in the ball
B(-I,R), R > 16, even in 0(0).
c) If 0.1(f)3(1 + r 3 ) ~ Rand 0.3(J)2 r 2 < 1, then the equation
possesses a unique solution in the ball B(5z 1 - 1, R).
2.41 For IAI < 21 , the equation possesses a unique solution on the
- " -
sphere B(O,r) c 0(0). Taking 4>0 = 0, 4>n = 0, n = 1,2, ... , we find
that the solution is 4>( z) = o.
2. Existence and Uniqueness Theorems 211
2.42
4>0 = 1
4>1 = 0.2 + 1
4>2 = 0.2(0.2 + 1)2 + 1
4>3 = 0.2[0.2(0.2 + 1)2 + 1]2 = 0.2· (1.248? + 1
and
II "I,. ,,1,.11< OAr 3 5
0/3 - 0/ - 1 _ OAr < 21
2.43 a) This problem is a particular case of Problem 2.36 b).
Theorem If IAI < invll K II m(O), then the equation has a unique solu-
tion in 0(0).
b) We compute a sequence of successive approximations
4>o(z) = 0
4>1(Z) = /(z)
4>2(Z) = A In K(z,y)4>t(y)dy + /(z)
4>3(Z) = Aln K(z,Y)4>2(y)dy+ /(z) =
A In K(Z,Z)[A In K(z,y)4>t(y)dy + /(z)]dz + /(z) =
/(z) + A In[K(z,y) + A In K(z,z)K(z,y)dz]/(y)dy
Denoting
K(z, y) = Kl(Z, y)
In K(z, z)K(z, y)dz = K2(Z, y)
In K(z, Z)Kp_l(Z, y)dz = Kp(z, y)
we obtain by induction
The sequence {<Pn}neN has a limit <P in the sense of uniform convergence.
Hence,
212 Solutions
Denoting
00
r(z, Yi A) = ~ AnKn+1(z, y)
i=O
the solution of the equation may be written
4>O(z) = 0
4>1(Z) = Z2
1
4>2(Z) = z2 + 20z
4
4>3(Z) = Z2 + 75z
(0.2)2
f = 0.98 < 0.008
A
4>2(X) = 1 + 2"x(a - x)
c)
4 A7r
r(X,YiA) = 4 _ A2 7r 2[cos(x + y) + TCos(x - y)]
4 ('Ir A7r
4>(x) = f(x) + 4 _ A2 7r 2 10 [cos(x + y) + TCos(x - y)]f(y)dy
4>(ZI,Z2) = !(Zt,Z2) + A 10 10 [1 + Z2 + Yl +
1 1
A
+ 4(1 _ 2A) (3 + 2z2)(3 + 2Yt}]f(yt, Y2)dYl dY2
c)
1
r(Zt, Z2,Za,Yt,Y2,Ya;A) = 0.92z2YIYa
32
4>(Zt, Z2,Z3) = ZI Z2Za+ 207 z2
2.47 We proceed as in Problem 2.36.
Theorem Let
1. K E C(O x 0 x Irl x ... x Irm, Rm).
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2. Existence and Uniqueness Theorems 215
3. The numbers Rt, R 2 , ••• j Rmj II Ki II, L, and m{O) satisfy the
relations
R· 1
IAI ::; II Ki II :n{O) , i = 1,2, ... , mj IAI < mLm{O)'
IAI < 1
2 max{1, 2rl, 2r2)
then the system has a unique solution in
IAI < 1
2 max{ 1, rI, r2)
then the system has a unique solution in
2
€ =11 4>2 - 4> IIR2::; 1: a: 114>1 - 4>0 IIR2::;
[0.8 max(l, 2r1)]2
-< 1 - 0.8 max( ) ·0.4.
1,2r1
IAI < r1
- r2 + rf
IA I < r2
- 1 + r2rf
1
IAI < 2 max(l, 2rt, 2r1 r2, ri)
then the system has a unique solution in
{ 4>HXl) X2) = A
3 {4>~(Xt, X2) = A2(1 + AS)
4>HXl)X2) = A 4>~(XbX2) = 1 + A7
b) If r1, r2, Rt, R2 are such that R1 ~ 4r~, R2 ~ 4ri, 8 max(2r1' 2r2) <
1, the system of integral equations has a unique solution in
2. Existence and Uniqueness Theorems 217
c) If T1, T2, Rl, R2 are such that R1 ~ (1+TD, R2 ~ T1T2, 2 max(2Tl, T2) <
1, the system of integral equations has a unique solution in
{ <pl = 31
<p~ = -42
where T1, T2 are chosen such that the following inequalities hold
(A<p)(x) = A i Z
K(x,y,<p(y))dy+ f(x).
We see that
Choosing T such that I~JL < 1, we see that the mapping A is a contrac-
tion.
Hence, If A, M, R are such that IAI < M(f-Cl) and the function
K satisfies Lipschitz condition with respect to 4>, then the Volterra
equation has in iJ(f, R) c C([a, b]) a unique solution which can be
obtained by the iteration method, starting with any 4>0 E iJ(f, R) and
we have
IAIL
a=-.
T
2. Existence and Uniqueness Theorems 219
Jo.(" K(z,z)K(z,y)dz
- -
= Jo.(11 Odz + 1 K(z,z)K(z,y)dz + Jill Odz =
11
18
("
sInce
K(z,z) = { :(z,z),
and we have
By induction we obtain
Denoting
00
K(Z,YiA) = L An K n +1 (z,y)
3x + 2x 3 1 III
b) It follows from Banach theorem that the single solution from C([O, 1])
is t/>(x) = O.
c) The solution t/>(x) = ; fj. C([O, 1]), as it isn't continuous in x = O.
2.59 One solves this problem similarly to the previous one.
2.60 For x > 0, taking the given integral equation into account, we
have
Z6 + y6
- 'I" Z
11" 0 11" 0 Z6 11" x2
2 1 y 2 arctan z2 2 1
2"arccot-s) 1=0 = t/>(z) + - =
III
+-(
11" X Z 11" Z
2 + -1I"Z2 arctan 2"
Z
1
= t/>(x) + -Z2 = .,p(z).
Therefore,
b) t/>(x) =1
c) t/>( x) = e lll
e) Kl ( Z,y ) _- 1, K2 ( ) _
Z,y - Z - y, ... , Kn ( Z,y ) -_ (Z-tl) ..-l
(n-l)!
Therefore,
4>(Z) = f(z) + Afoz e).(z-tl)f(y)dy.
f) K 1( Z, Y) -- e z2_'; ,K ( ) - ( z-y ) e z2_'; , ... , K n (Z, Y) -_
2 Z, Y -
(z-tl) ..-l z2_
(n-l)! e
4>( Z) = ez +z2
g ) K 1( Z, Y) -- z-y, K 2 (Z, Y) -- - (z-tl)'
3! , ••. ,
K n (Z, Y) -- ( - 1)n-l (z-tl)2,,-l
(2n-l)!
and 1
K(Z,y,A) = vrsinv1"z.
Therefore,
4>( z) = cos v1"z
2.62 By differentiating we get
K(z,z)4>(z) + j4
Z 8K
a;(z,y)4>(y)dy = J'(z).
Kn(z, y) = i Z
K(z, z)Kn_1(z, y)dz n = 2,3, ....
Therefore
K(z, Yj A) = K(z, y) + i Z
K(z, z)[K(z, y) + AK2(Z, y) + .. .]dz =
or
On the basis of results obtained in point a), the expression in the bracket
vanishes and 4>( z) = .,p( z).
c) Assume that the homogeneous equation possesses the solution
~(z) =0 .,p(z) # O.
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224 Solutions
.,p(z) = ~ 10 K(z,y).,p(y)dy
111
we find
and it follows that the equation possesses two solutions 4>(z) - .,p(z)
and 4>( z). But the solution of the equation is unique and therefore
.,p(z)=O.
2.65 Consider n = [0, a] x [0, b) C R2 and the mapping A : O(n) ~
O(n)
(A4»(z,y) = ~ 10 A(z,Yie)4>(e,y)de + ~
111
loy B(z,Yi.,,)4>(z,.,,)d.,,+
+~ 10 111
loy K(z,Yie,.")4>(e,.,,)ded.,, + I(z,y).
Let M be the upper bound of IAI, IBI, IKI. We have
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2. Existence and Uniqueness Theorems 225
)
5. If a 2(1"1r~ a1"2 >
-
1, a (Hi 2) >
a1"l 1"2 -
1 the system of equations possesses
a unique solution in the set
2.70 Assuming that 3.,p, ,.,p, < M; .,p =J 0 being a solution of the given
equation. We have
Z3 2 Z3 z4 2 5 1 1
Yo = 1, Y1 = 1 + z + 3' Y2 = 1 + z + z +"3 +"6 + 15 z + 63 z
°...
b)
Yo = 0, Y1 = 0, ... Yn =
c)
d)
1
Yo = 2"' Y1 = 2"1 - 2
Z, Y2
3 2
= 4'z -
2 3 1 -4z
z + 2"e
2.73 a) The Lipschitz condition is not fulfilled.
b) No, the RHS of the equation has discontinuity in z = i + k7r.
c) No.
d) Yes, the equation has a unique solution in the ball B(I, b) c
0([1 - h, 1 + h])
h = min(a, 1-4$z$;1+4
min Izl), a < 1.
e) No.
2.74 The problem has a unique solution in B(O, b) C O([-h,h])
h = min( a,
a
2+ :2 +1 )< 1.
2. Existence and Uniqueness Theorems 227
a)
Z3 2 5 Z1
Yo = 0, Y1 = Z + 3' Y2 =Z- 15 z 63
4 1 2 9 4 11 Z13 Z15
Y3 = Z + 105 z + 567 z - 2475 z - 12285 - 59535
3.
Yo = 2erJ/J - 1 - Z, Y1 = Yo, ••• Yn = Yo
b) 1.
Yo = 1, ... Yn = 1, Y= 1
228 Solutions
2.
x2
Yo = x + 1, Yl = 1 + x + -" ... Yn --+ 1
2.
2.76
2.77 a)
b)
(arctanx)3
Yo = 0, Yl = arctan x, Y2 = arctan x + 3
1 2 1
Y3 = arctan x, + 3( arctan x )3 + 15 ( arctan X)5 + 63 ( arctan x) 7
d(y, Y3 = max Iarctan xe- 4z l ~ 0.089792
o~z~t
2.78 a) If 1 E C(n), *
E C(n) the Cauchy problem y' = I(x,y),
y(xo) = yo has a unique solution V(xo, Yo) E !l. It follows that the
solution of the problem y' = I(x,y), y(xo) = 0 is unique. the solution
is y = 0 (since l(x,O) = 0, all successive approximations are zero).
b) 1. Yes,2. No, 3. Yes.
2.79 0 < a < 1 - Lipschitz condition is not fulfilled.
2.80 a) -0.955 :::; x :::; 1.045.
b) - i :::; x :::; 3:,
oreach interval of the real axis.
c) - _2_
2+e
<
-
X <
-
_2_
2+e
2. Ezistence and Uniqueness Theorems 229
h . ( b1 b2 )
= mm a, (b 2 + 1)(2ab1 + b2 + 1)' 2a(b2 + 1)2 .
c) The problem does not have a unique solution.
2.85 We apply Theorem 3. The solution of the Cauchy problem for the
system of linear, first order differential equations does exist, is unique,
and is defined on the whole interval of continuity of coefficients aij,
i, j = 1,2, ... , n.
2.86 We apply the result of the previous problem.
2.87 a) We apply Piccard theorem. The Cauchy problem has a unique
solution in the set
230 Solutions
b)
{ ytyi == 5(1
1- t
+ t)
{ y~=1-t+t2+t:
Y22 2
-- 5 + 5t - 5 t3
{ yf -+ l~t
y-; -+ 5(1 + t)
2.88 a) The Cauchy problem has a unique solution in the set
Y3 = 1 + x + x 2 + x 3 + ~x4 + ~~
Z3 = 1 + 2x + 3x 2 + 4x 3 + !.x 4 + 12 X 5 + X6 + !x 7
{
2 5 7
Yn = L:i=o xi + O( Xn+1)
Zn = L:i=o(i + l)Xi + O(Xn)
and
1
y=--
I-x
1
Z = ...,..--....,...-
(1 - X)2
c) In the set
2. Existence and Uniqueness Theorems 231
• b1 b2
h = mm(a, b2 ' 2bf).
Yn ~ eZ + e -z - x-I
Zn ~ eZ - e- z - x-I
c)
2.90
a)
{
Yo =-2
{
Yl = -2 - x - x2
Zo = 1 ZI = 1- 4x
b)
yi = 5 + cos 2 cos x
{ y~ = -4arccot2 + arctan x etc
c)
YO =
{ Zo 0 {Yl = 0 {Y2 = -x + 1
= 1 ZI = 1 Z2 = x-I
{ Y3 =0 { Y4 = - ';1 (x - 1)4
zl = ~(x - 1)3 Z4 = ';1 (x - 1)4
d)
Yn = 0, Zn = 0, n = 1,2, ...
232 Solutions
2.91
a) Zo and Zo arbitrary, Yo f:. 0.
b)
to> -1, 'lLo f:. 0, vo f:. to
2.92
a) The equation possesses a unique solution in the set
• Tl T2
h = mm(a, T2 + 2' a(Tl + 2)2)'
b) The problem does not have a unique solution.
c) The equation possesses a unique solution in the set
2 7
Y3 = 1- 21 z
b)
1 1 1 1 2
Yo = 2' Yl = 2 + Z, Y2 = 2 + z + 2! z
1 Z2 Z4
Y3 = 2 + z + 2! + 4!
c)
Yo = 1, Yl = 1, Y2 = 1 + Z2
1
Y3 = 1 + Z2 - _Z4
3
2.96
2. Existence and Uniqueness Theorems 233
2.96 a)
Yn =1 ~ Y =1
b)
Z3
Yo = 0, Y1 = Z, Y2 = Z, Y3 =Z - - , ' •••
3.
Yn -+ Slnx
c)
Z2
Yo = 1, YI =1- x, Y2 = Y3 = ... = Yn = 1 - Z + -2
2.97
a) Zo =I Yo, Zo, y~ > 0, yg =I 0, yg' arbitrary.
b) yg =I 2xo, y~ =I 0, Yo =I t + k7r, k = 0, ±1, ±2, ....
c) Zo, Yo, y~ arbitrary.
2.98
a) - !5 -< x -< !5
b) !3<-
<3!
x -
c) Any interval from R which does not contain Z = 0.
2.99 a)
z-a b-x
y(z) = --f3+ - - 0 :
b-a b-a
b)
y(z) = - lab G(z,s)j(s)ds
where
_
(a-a)(b-z)
b-a
·f
1 S _
<z
{
G(Z,S) - (z-a)(b-a)'f
b-a 1 S
>
_ Z
c)
y(z)
z- a
= b_af3+ b_aO:- la
b- z r G(z,s)j(s)ds
b
d)
y(z) =- 10 1
G(Z,s)j(s)ds
234 Solutions
where
if s ~ z
if s ~ z
2.100 This problem is equivalent to
1. j E C([a, b] X I,,)
2. 3L such that
If
where rl and r2 are chosen such that (e,"2 + rl)b 2 ::; rl; (1 + r2)b2 ::; r2,
2Lb < 1, where L = max(l, e,"2) = e,"2, (r2 ~ 0). The unique solution
of this problem exists.
b) b < 2;"2.
c) The solution exists and is unique.
d) The solution does not exist.
2.105 Yes.
2.106 The problem is equivalent to the integral equation
IAy(z)l::; Iyol + Mh
IAY(Xl) - AY(X2)1 ::; Mlxl - x21
2. Existence and Uniqueness Theorems 237
which means that Iyol + Mh ::; h, M ::; L, M = maxz •lIEl,. If(x, y)l.
Let us compute:
Assuming that
1. Iyol + Mh ::; h
2. M::; L
3. Th(L + 1) < 1
the Cauchy problem has a unique solution in
Assuming that
2. If(s,u,v)1 s M, \/x,u,v E I h•
238 Solutions
4. Iyol + Mh S h
5. MSL
6. Th(L + 2) < 1
the Cauchy problem has a unique solution in
A: B([a - h, bD -+ B([a - h, bD
where
1. f E C([a, b] x R2),
2. f satisfies the Lipschitz condition with respect to the last two
arguments,
1. IAI :::; ~,
2. IAI < h
then the equation has a unique solution in iJ(f, R), the solution which
can be found by the successive approximation method.
2.110 The given two-point boundary problem is equivalent to the Fred-
holm integral equation
1. M(b - a)2 ~ r,
2. M(b- a) ~ L,
3. (b - a)2T(L + 1) < 1,
then the two-point boundary problem has a unique solution in B(O, r).
2.111 If
i:
2.113 We multiply the inequality
Denoting
X(x) = i:[<I>(s)u(s) + v(s)]ds
we have
X' - v ::; (A + X)u
I.e.
X'-v
~-<u
a+x -
X' v
--<u+_Cl_<u+-
!.
a+x- 1+~- a
a+
log - - :X: ;
a
1(u + -)ds
Zo
zv
a
<I> ::; a + X ::; ae1.0'" (U +")d.
G •
{ Y~=Y2
I
Y2 = -SIllYI
•
We apply theorem 2.5 and we have for IYII <i (~ 20°) It I < rj
Y= Io z
[(1 + A)Y - (2 + p)s]ds =>
{Izl
lyl ~ 10 (1 + A)IYlds + (2 + p)lxl·
Using Gronwall lemma (problem 2.113)
On the basis of theorem 2.5, since I/(z, y) - g(z, y)1 = IAY-I'zl < 0.06,
L = 1.01 we have Iy - zl < 0.06e1.01 ~ 0.08.
2.119 We observe that y = - : is a solution of the Cauchy problem
y' = mz + n, y(O) =- ~
m
and
IYl - Yll + IY2 - Y21 ~ 2!gel~2et ~ O.OO!.
c) E = 0.0105, L = 1 ~ Iy - yl + Iz - zl ~ 0.00116.
CHAPTER 3
3.1
1 1
1. Yes; Yl = -Y2
2
- -Y3
3
2. No
V2
3. Y3 = T(Yl + Y2)
4. Y3 = 3Y2 - 2Yl
5. Yes
6. No
7. No
8. No
9. No
10. If m is even - yes, otherwise no
3.2 1. If Yn is the zero function, the relation
243
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244 Solutions
Yl ( x) =
{
° x E [-1,0]
x2 Z
[0,E 1]
Y2(X) = {~2
....
X E [-1,0]
x E [0,1]
=
we have W[Xj Yl, Y2] 0, but the functions are linearly independent.
2. Yes, because if the system of functions Yb Y2, ... , Yn is linearly de-
pendent, we have
n
Yn = LCiYi
i=l
Since W[z, Yt, Y2] =f 0, z E [a, b], 3zo such that W[zo, Yl, Y2] f:. 0. Since
W is a continuous function on [a, b], W[z, Yl, Y2] ¥- 0, x E (ct, f3) C [a, b]
(xo E (ct, f3)), and integrating the equation we find
3.9 We assume that 3X1 E [a, b] such that WI:!:=:!:! = O. Using the
result of the Problem 3.8 and the uniqueness theorem for solutions of
the Cauchy problem we find that W = 0, \Ix E [a, b]. But W ,EO and
this contradiction proves the theorem.
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3. Linear Differential Equations 245
3.10 1.
2.
a) (5 - 6x)y" + (18x - 9)y' - 18y = 0
b) y" + y = 0
c) y" sin 2x - 2y' cos 2x = 0
3.
W[x, y, Y1, .•• ,Yn] = 0
3 •11 1. W e comput e ~
observe that ftf
- _1_~ !fJL - _1_!fJL - 413(ij
tk - <pI(t) dt' tk2 - t/>'2(t) dt2
is a linear function of ~, *, . .,
1!!J.fl..~
dt' ••••
~ with the coef-
ficients being the continuous functions of T. Therefore, the equation
We
becomes
boY (n) + b1Y(n-1) + ••• + f3 nYn = F ,
bo = [<PItt)]" =I- 0, t E [a,b].
2.
3.12
2. Y = Y1 (J C1 exp{ -
Y1
J p( x )dx} d
2 X + C2 )
3.13 Let Y1, ••. , Yn be linearly independent solutions of the equation
L[y] = 0 and let us assume Y1 f:. 0, x E [a, b]. We make a substitution
Y = Y1Z and z' = u and obtain
This equation has the solutions Ul = (~)" U2 = (:-)" ... Up-l = (~)'
which are linearly independent. Continuing in the same way, we get an
equation of order n - p.
3.14
1. Y = ClX + C2X2 + ca xa
2. Y= ClX + C2e-z + ca ez
1
3. Y= ClX + C2- + ca(xlog Ixi + 1)
x
4. Y = ClX + C2(X 2 - 1) + ca ez
3.15
1. a: = 2, Y = cle 2z + c2(2x + 1)
2. Y= CI tan x + C2 (1 + x tan x)
3. Y . x + C2 ( 2
= Cl sm · I 11 + sin
- sm x og . x I)
1-smx
4. Y = -x1 (Z
CI e + C2 e-
Z)
1+x
5. Y= Cl X + C2 (x log 11 _ x I - 2)
X
6. Y=CIX+C2--
x+l
3.16
2. Y = CIX + C2 Je: z
2 dx
3. Yl = X n+ aIX n-I + ••• + an-IX
1
ale = -"k(n - k + 1)(n - k)ale_t, al = -n(n - 1)
Y2 = J e: dy
Yl
and Y = ClYl + C2Y2
4. Y= Cl ( e Z 1) + C2
+1
_
eZ
5. Y= (CI + c2 x)e- Z3
6. a = 0, b = -3, Y = x3 - 3x 2 + 6x - 2
!I. Linear Differential Equations 247
3.17
ao + al + ••• + an = °
°
1.
2. an-l(z) + zan(z) =
y(z)
n
= ~ 4>i(Z)Yi(Z);
i=l
L[Yi] = 0, i = 1,2, ... , n; W[z; Yl,· .. , Yn] :I °
4>i, i = 1,2, ... , n are functions to ber determined from the conditions
Ei=l4>i(z)Yi(Z) = 0, Ei:l 4>i(z)y~(z) = 0, ..., Ei=l 4>i(z)y~n-2)(z) = 0,
Ei=l 4>i(z)y~n-l)(z) = I(z).
3.19
1
1. Y= CIZ + C2e-2. + Z2 + -
4
2. Y= ( Cl Z 2 2 3)e.
+ C2 + aZ
3. Y= CIZ + C2e· + C3e-· + Z2 + 2
4. Y= CIZ + C2(Z3 - 2) + Z5 + 4Z2
e Z e- Z e Z 1
5. Y= Cl-+C2- + -(2 --)
Z Z 4 Z
6. Y= CIZ + C2(z2 - 1) + (z - 1)2e·
= (-Z + +
Cl
7. Y C2 Z )e Z
3.20
1. Y = Cl sinz + C2 sin2 z
2. Y = v'2( v'2 sin2 z - sin z)
3. Y = Cl sin z + C2 sin2 z + 2z sin2 z + sin 2z
248 Solutions
3.21
1.
2.
3.
3.22
1. y"+y=O
2. y = C1 cos t + C2 sin t
1- Z2 Z 1- Z2
3. Y = C1 1 + Z2 + 2c21 + Z2 1 2 arctanz
+z
3.23 1. Integrating by parts we get
k = 0,1, ... , n.
3. Linear Differential Equations 249
5. If L*[zTc] = 0, k = 1,2, ... ,p, then zTcL[y] = !4>(y, ZTc) and the
equation L[y] = 0 is equivalent to the equation of order n - 1
Eliminating y(n-l) .•• , y(n-p -t-1) from these equations, we obtain the
equation of order n - p.
6. L*[ZTc] = 0, k = 1,2, ... ,p, (p = n), and eliminating y' •.. , y(n-l)
from 4>(y, ZTc) = CTc as in 5. we get the general solution of the equation
L[y] = O.
3.24 1. L*[z] = (aoz)" - (alz)' + a2Z
2. 2a~ - al = al, a" - a~ + a2 = a2 ::::} al = a~.
The equation becomes (aoy')' + a2Y = O.
3. We multiply L[y] by the function p,
I.e.
1
p, = -exp{
ao
f -dz}.
al
ao
For p, chosen in this way, the equation becomes (aop,y')' + a2P,y = O.
4. We proceed in the same way as in 3.23, 6.. We eliminate y' from the
equations
and obtain
CIZ2 - CIZI
Y = ao( ' - Z2Z1')
Zlz2
5. The condition (3.23, 4.) allows us to writhe the adjoint equation
1. y ( Z) = Cle
_
Z +e !I. (
2
V3 + Cs sm. TZ
C2 cos TZ
V3 )
2. y( z) = Cl e Z
• V3 . V3
+ e- 1'(C2 cos T Z + Cs sm TZ)
3. y( z) = (Cl + C2Z + csz2)ez
4. y( z) = (Cl + C2Z) cos 2z + (cs + C4Z) sin 2z
5. y( z) = (Cl + c2z)e v'3z + (cs + C4Z )e -v'3z
6. y(z) = Cl + C2Z + cscosaz + c4sinaz
7. y( z) = Cl e + C2 e - - + Cs cos az + C4 sin az
GZ
23. y( z)
• Cl cos 2
= e-1"( Viz + C2 sm
. 2
Viz +
Viz . Vi
+C3Z cos 2 + C4 Z sm 2z)
24. y(z)
• + C2Z) cos 2-../7z + (C3 + C4z )sm
= e-1"«Cl . 2z)
-../7
25. y( z) = Cl + C2Z + C3z2 + C4Z3 + e- III ( Cs + C6Z + C7Z2)
3.29
3 2
1. y(z)
/
= Cl + C2Z + e lll (C3 + C4Z) + ~ + Z2 + ~elll
6 2
ZS z4
2. y(z) = Cl + C2 Z + e lll (c3 + C4Z) + 20 + 2 + 3z 3 + 12z2
3. • cos 2Z
y(z) = Clelll + e-1"(C2 Vi + C3sm
.Vi
2Z) - Z3 - 5
+e111(3
- z -15)
-
2 4
6. y (Z) = Cl e- III + C2 cos Z + C3 sm
•
Z + e 4'
III(Z
- 8'3)
7. y( z) = Cl + C2 cos Z + C3 sin Z + secz + cos Z log cos z -
- tan Z sin z + z sin z
8. y( z) = Cl cos Z + C2 sin z - ~z( cos z + sin z)
12.
13.
14.
15.
113 1
--cosz - -z --z
5 12 8
19.
ifa=Jb
z
y(z) = Cle az + C2 e- az + _e bz
2a
if a = b
20. y( z) = Cl cos az + C2 sin az + 2 1 b2 sin bz
a -
ifa=Jb
y( z) = Cl cos az + C2 sin az - ~ cos az
2a
9. Linear Differential Equations 253
if a = m
21. y( z) = Cl cos 2z + C2 sin 2z + i sin 2z +
1
+ 4' cos 2z log cos 2z
22. y( z)= Cl cos Z + C2 sin z - cos z log tan( ~ + :)
23. y(z) = cle z + C2e-z - ze z - 1- (eZ + e- Z) log le z -11
24. y(z) = cle z + C2 + (eZ + l)log(l + e- Z)
25. Y()
z 1 Z + C2e -z + C3e2z
= -Cle
z
1
26. y(z) = eZ[cl + C2Z + zarctanz - 2"log(z2 + 1)]
27. y(z) = cle- z + C2 e- 2Z + (e- Z + e- 2Z )log(1 + e Z)
3.30
1. y(z) = e 4z + 4ez
2. y(z) = e- z
3. y( z) = e 2z ( cos z - 2 sin z) + eZ( Z2 + 2z + 1)
4. y( z) = 31r cos 2z + ~ sin 2z + z(sin 2z - cos 2z)
5.
•
y(z) = e- z + e-~(cos 2 z
va 1.va
+ vasm 2z) + z - 2
6. y(z) = -eZ[1rCOSZ + (1r + 1- 2z)sinz]
1
7. y(z) = Z2 + 2"(e Z - e- Z)
8. y(z) = cos z + 2sinz + e- z - 3ez + 2ze z
4 •• va
9. y(z) = 2z - vae-~ sm 2 z
15. y(z) = Z
16. y(z) = e21D [(1_ z)cosz + (1 + z)sinz]
17. y(z) = (z - 1)(e21D - e- ID )
18. y( z) = Z - z sin z - 2 cos z
3.31
1. y(z) = 0
2. y( z) = C sin ?rZ
3. y( z) = sin z
4. y( z) = C sin z
5. The problem has no solutions
sinhz
6. y(z) =
sinh2?r
7. y( z) = cosh z
8. y( z) = z + cos z
9. y(z) = z + e- ID - e- 1
10. y( z) = e 2
lD -
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3. Linear Differential Equations 255
1. y(z) = -1
2. y(z) = cos Z
1
3. y(z) = 4cOSZ
4. y(z) = sin2z
5. y(z)=e- z
6. y(z) = eZ + 3
1
7. y(z) = --5
8. y( z) = e sin Z + cos z)
Z (
9. y(z) = e- 2zcos2z
10. y(z) = (z2 + z)e- Z
3.34
1. a= 0, b>O
2. a> 0, b>O
3. a < 0, b<O
4. a 2 < 4b
5. b < 0 or a> 0, b2:0
6. a ~ -2v'b, b>O
7. a 2 < 4b
3.35 For a =1= 1 the problem has a unique solution and for a = 1 the
problem has no solutions.
256 Solutions
3.36 The integrals f~ J(t) cos t dt and foa! J(t) sin t dt should be bounded
when z ---+ 00.
3.37 We introduce a new independent variable t defined by az + b = et •
Thus, we get
Yl = Z Ie , Y2 -_ Z
Ie Iog Z, Y3 -_ Z
1e(1)2
og z ,... Ym -_ z Ie(log z )m-l .
Y2m-l = za(1og Z )m-l cos(f3log z), Y2m = za(log z )m-l sinCS log z)
The general solution is a linear combination of the solutions described
above.
3. Linear Differential Equations 257
1. y( X) = 2x 3 + X( Cl + c2log z)
1
2. y(x) = ClX 3 + C22'" + z 3log z -
X
2z 3
3.40
= Ax 2 + Bx + a.
z(x)
Therefore, f(x) = v' Ax 2 + Bx + a, A > 0, B2 - 4Aa < o.
9. Linear Differential Equations 259
r3 - llr2 + 36r - 36 = 0
with roots rl = 2, r2 = 3, r3 = 6.
The fundamental system of solutions is
z = (al + btt)e 3t
y = (a2 + ~t)e3t
z( t) = (Cl + c2t)e 3t
y( t) = (Cl + C2 + c2t)e 3t
260 Solutions
5.
6.
Yl(Z) = cle 3z + C2 e- 2z
3 -2z
Y2(Z) = 2"c1e 3z
- C2 e + C3 e -z
Y3(Z) = 2"c1e
3 3z
- C2 e
-2z
- C3 e
-z
7.
Yl(Z) = -2clez - SC2e2z - 3c3e3z
Y2(Z) = cle z + 3c2e2z + C3 e3z
Y3( z) = 2Cl e + 7C2 e 2z + 3c3e3:a.
Z
S.
= cle -2z + C2 e z
Yl ( Z )
Y2(Z) = -2cle-2z + 3c2ez - 3c3ez
Y3(Z) = 2cle-2z + C3 ez
3. Linear Differential Equations 261
10.
Yl(X) = Cle- z + (C2X + C2 + C3)e Z
Y2(X) = -2Cle-z + 3c2ez
Y3(X) = 2Cle-z + (C2X + C3)e Z
11.
Yl(X) = Cl + C3 e- z
Y2(X) = 3Cl - 3C2 - 2c3e-z
Y3( X) = C2 + 2c3e-z
12.
Yl(X) = Cl + 8C2(X + 1) + C3e-z
Y2(X) = 3C2 - 2c3e-z
Y3(X) = Cl + C2X + 2C3e-z
13. The characteristic system has roots Tl = 0, T2 = 2, T3 = -1.
Yl(X) = Cl + 3c2e2z
Y2(X) = 2c2e2z + C3e- z
Y3(X) = Cl + C2e2z - 2c3e-z
14. Tl = 1, T2 = 2 T3 = -1.
Yl(X) = cle z + C3 e- z
Y2(X) = cle z + C2 e2z
Y3(X) = 2C1 e 2z - C 3e- z
15. Tl = 2, T2,3 = 3 ± i
Yl (x) = Cl e 2z + e 3z ( C2 cos x + C3 sin x)
Y2(X) = e3z [(c2 + C3)COSX - (C2 - c3)sinx]
Y3(X) = cle 2z + e3Z [(2c2 - C3)COSX + (C2 + 2C3) sin x]
16. Tl = 2, T2 = 3 T3 = 3.
17. rl = 3, r2 = -1 r3 = -1.
18. rl = 1, r2 = 1 r3 = 2.
19. rl = r2 = r3 = 1.
3.43
1.
2.
Yl ( z) = Cl + C2Z + 2 sin Z
Y2(Z) = -2Cl - c2(2z + 1) - 3sinz - 2cosz
3.
Yl(Z) = cle 2", + 3c2e4", - e-'" - 4e 3'"
Y2(Z) = cle 2", + C2e4", - 2e-'" - 2e 3'"
4.
Yl ( z) = Cl e'" cos Z + C2 e'" sin z + e'" + z + 1
Y2(Z) = -cle"'(cosz + sinz) + C2e"'(COS z - sinz) - 2e'" - 2z-1
3. Linear Differential Equations 263
5.
Yl ( Z) = Cl eZ + C2 sin Z + C3 cos Z
Y2 ( z) = - Cl eZ + C2 cos Z - C3 sin Z + Z
Y3( z) = C2 sin Z - C3 cos Z + 1
6.
1 -z 1 2z 1 -2z 1 Z 3 3z
Yl ()
Z = -Cle
3
+ -C2e
6
+ -C3e
2
+ -e
6
+ -20e - 2
Y ()
Z
1 -z 1 2z
= -Cle + -C2e -
1 -2z 1 Z
-C3e
7 3z
- -e + - e - 2
3 6 2 6 20
1 -z 1 2z 1 Z 1 3z
Y3 ()
Z = - -Cl e
3
+ -C2e
3
- -e +-e
6 4
7.
Yl(Z) = cle z + C2e3z + ze z - e 4z
Y2(Z) = cle z + C2e3z - (z + l)e + 2e 4z
Z
s.
Yl ( z) = Cl Z + C2 + 2 sin Z
Y2( z) = 2Cl Z - Cl - 2C2 - 3 sin Z - 2 cos Z
9.
Yl(Z) = Cl + 2c2e-z + 2e- log lez - 11
Z
11.
264 Solutions
3.44
1. The general solution
Yl(Z) = e 2z _ e 3z
Y2(Z) = e 2z - 2e 3z
Yl(Z) = e- 2z
Y2(Z) = 5e- 2z
Yl(Z) = cosz
Y2(Z) = ~(cos Z + sinz)
Y3( z) = ~(cos Z - sin z)
4.
Yl(Z) = Z2
Y2(Z) = Z +2
6. The general solution
8.
11.
4 7
Yl(Z) = --z - -
3 9
1 5
Y2(Z) = -z +-
3 9
12.
Yl ( z) = e 2z + e 3z z2 + +z
Y2( z) = 2e 2z + z + 1
3.45
-1.."
1. Y" + (p4>' - Fly' + q4>l2y = 0
2. 4>"
p4>' - ¢' = Aj q4>12 = B, A, B E R
3.
a) 4>(t) = t 2 , Y = e-
vI3X + C2 sm
~ [Cl cos -2- . -2-
vI3X 1
1 Z2
b) 4>(t) = tant, Y = Cl Vl + z2 + C2 Vl + Z2
3.46 1. z = Vi
2.
Y = C1 e Z
2
+ C2 e- z 2 + __
Z
2 1
-e mz m2-1
2
if m =I- ±l
Y = Cle Z
2
+ C2 e- + 2z e
Z
2
2 1
Z
2
if m = 1
Y = Cle Z
2
+ C2 e- 2Z e
Z
2
2
-
1
Z
2
if m =-1
3.4 7 We proceed in Problem 3.46.
3.48 1. Y" + )..2y = 0
2. Y = Cl cos().. arccos z) + C2 sin().. arccos z)
3. We use the formula
4. Y = z2-l
9. Linear Differential Equations 267
3.49
3.50
3.51
1.
2.
3.
4.
5.
3.52 1.
W[Zj Y, Yh ZY1] = 0
::::} Y" - 2wy' + (w 2 - w')y = 0
equivalent to (y exp( - r w( s )ds»" = 0
Jzo
Yl = cexp( rz w(s)ds)j Y2 = cz exp( - r w(s)ds)
~ J~
p(z) = -2w(z)j q(z) = w (z) - w'(z)
2
2.
3.
3.53
1.
2.
3.57
2
1. !(x)=1+(3x+A)2' AER
Y = e-:!:[A(3x + A)3 + B(3x + A)3];
1 2
2. A,B E R
3. u' + U 2 + 2u + ! = 0;
y~ 1 _ 1 y~ 2
Ul = Yl = 3x + A ' U2 = Y2 = 3x + A - 1
3.58
1 1
2. p(x)=-(1+-); q(x)=-
x x
x
3. u( x) = 1 - x + 1 + AX
4. Y = Cl (x + 1) + C2e:!: - x 2 - 2x - 2
3.59
2
4. A = 2x JL =--
x
5. Y = Cl x 2 + C2( x - .!:.)
2
6. Y = ClX 2 + C2(X - ~) - e-:!:(x 2 + x - 1)
3.61 1. We assume that the set [a, b] n Z'II is infinite; being bounded it
has an accumulation point.
Let us consider x!, X2, ... ,x n , ••• , Xn E Ztn liIDn-+oo Xn = Xo·
By continuity of y we have y(xo) = O.
For n E N, ::len E [xn, Xn+l], y'(en) = 0 (Rolle theorem). Since
en ---7 Xo, y'( en) ---7 y'( xo) = O. But, from the uniqueness of solutions of
the Cauchy problem y = O. We got contradiction.
2. If Y2( x) has no zeros in (Xl, X2, then 4> = ~ satisfies Rolle theorem
on [Xl, X2], therefore, ::Ixo E (x!, X2) such that 4>'(zo) = W[:!:!Ir''II2) = 0,
contrary to the assumption that Yl and Y2 are linearly independent.
270 Solutions
If Y2 has two zero Zo and 2:0 between Z1 and Z2, interchanging the
roles of Y1 and Y2, on the basis of the first part of the proof we see that
Y1 must have a zero between Zo and 2:0, which is in contradiction with
the assumption that Z1 and Z2 are consecutive zeros of Y1.
3.62 1. Zll + (1 - nz2 I )Z = 0
2 1
2. d=7r.
3. For 0 < n < l, d < 7r; for n > h d > 7r; for n =h d = 7r. 4.
,,00 (-:;t3
Y = L.t1e=0 4 Ie!
2i
2
4.2
1
1.
p
n!
2.
pn+1
1
4.
p-)..
5. P
p2 + f32
f3
6.
p2 + f32
p-a
7.
8.
(p - a)2 + f32
p2 _ f32
9.
(p2 + (32)2
2pf3
10.
271
272 Solutions
4.3
p+1
1.
p2
4
2.
p2 + 16
2
3.
p(p2 + 4)
b
4. p2 _ b2
5. f(z) = ea:log a =? Lf = 1
p -loga
2-p
6.
p2+1
1
7.
(p- 1)2
eia: + e-ia: -"- L __ p(p2 + 7)
8. cos 3 Z = ( 2 )3 - r f (p2 + 1 )(p2 + 9)
e 2a: - e- 2 a: 1 1
9. sinh 2z = 2 ,f(z) = 2"e 2a: sin 5z - 2"e- 2a: sin 5z
4.5
1- e-P
1.
p
1- 2e-P +.e-2p
2.
r
1- e-P
3.
r
e- ap
4.
p+b
11 + e-p7r
5.
r + 1 1 - e-p'Ir
4.6 We decompose F(p) into simple fractions
1 A B Cp+D
p(p-l)(r+4) = -p- p-l + r+4·
We have A = -1, B = h C = t, D = -h i.e.
p-l+l p-l 1
2. F(p) = (p-l)2+4 = (p-l)2+4 + (p-l)2+4 =?
2. F(p) = (1 - 2p)Y(p)
3. F(p) = (p3 - p2 + 2p - 2)Y(p) - p - 1
F(p) =
y-1 Y(p)
4.
p
4.9
1. y(z) = ~(e-2. - cosz + 2 sin z)
2. y(z) = cosz
1 5 3. 2
z = i e + 12 e- - 3
y ()
III
3.
4 .2 1
4. z = Se-
y () '2z - Se-
3 111 sm cos :c - S
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4. The Method of Laplace Transforms 275
2.
5 2t _ _1 e- 2t • y(t) = _e
x(t) = _e 5 2t _ _1 e- 2t
2 2' 2 2
3.
3(p - 1)
X(p) = y(y + 4)
3(p - 1) 1
Y(p) = y(y + 1)(y + 4) Y +1
Z(p) =Y ~ 1
x(t) = ~(1- t) - ~cos2t + ~sin2t
{ y(t) = ~(1- t) + ~cos2t - ~sin2t - cost
z(t) = cos t
4.
{ y(x) = HelD + 2 cos 2x + sin2x)
z(t) = HelD - cos2x - tsin2x)
5.
6.
x(t) = _etj y(t) = OJ z(t) = e t
7.
x(t) =2- e-tj y(t) =2- e-tj z(t) = 2e- t - 2
4.11 1. We denote ~(p) = L(4)(x))(p) and find ~(p) -
4>(x) = xe ID •
2. 4>(x) = 1
3. 4>(x) = sinx
1
4. 4>(x) = 3"[2 cos J3x + 1]
x3
5. 4>(x) = x+ 6"
1
6. ~(p) = -,
p
4>(x) =1
7. 4>(x) = 1
8. 4>(x) = 1
276 Solutions
4.12
8 2Z 1 8
1. 4>l(Z) = e- Z - ze- z , 4>2(Z) = ge + 3"ze- z - ge- Z
2. 4>1 ( Z) = sin z, 4>2 ( Z) = 0
3. 4>l(Z) = 3e z - 2, 4>2(Z) = 3e z - 2e 2z
4. 4>l(Z) = 2sinz, 4>2(Z) = 2cosz -1, 4>3(Z) = z
5. 4>l(Z) = COSZ, 4>2(Z) = sinz, 4>3(Z) = sinz + cosz
4.13
1. 4>( z) = ze z - e Z + 1
2. 4>(z) = _e z
3. 4>(z) = ~z sinz
4. 4>(z) = 1- e- z - ze- z
5. 4>(z) = 1- z + 2(sinz - cosz)
I.e.
y _ F(p) 1 + 3 _
(p)- 4 [1-e-p 1-3e-pJ -
= F(p) [1 + e-P + e- 2p + ... + e- np + ... J + 3F(p) [1 _ e- 3p + ... J =
4 4
= F(p) + F(p)
4
f:
n=1
e-np[l + (-3t+ 1 ].
Therefore
1
+ 4" 2: e-np[l + (-3t+1]f(z -
00
2.
y(z) = cos z.
4. The Method of Laplace Transforms 277
dY
_p2 dp - 2pY(p) + y(O) - 2pY(p) + 2y(O) = 0
and
Y(p) = y(O) + ci •
P p4
Thus, the solution is
a:e Z
y(a:) = y(O) + cIT
2.
3.
4.
4.16 1.
f(t) = -1.
2'7n
l G+ioo
G-ioo
eflZ
(p - 1)3
da:
Therefore
3. f( z) = 2e z -4z - 3
4. f()
Z =- -61 + -e
1 Z 1 2z 1 3z
2
- -e +-e
2 6
5. f() 1(2z 2 - 6z + 3) e - -e-
Z = -
1 2. (zV3"
+ -sm
Z
- 11")
+- Z
8 24 3 6 6
CHAPTER 5
Integral Equations
5.1 1. It follows from the equation that the solution has the form
279
280 Solutions
which has the solution (Cb V:Ct) and therefore, the equation has the
solution
V3
4>(x) = 6x 2 - 6x + 1 + (4V3 - 6)(x + "3)C1
VC1 E R.
4. We look for solutions of the form
!C1 - !C2 = !2
{ 3 2
-~C1+ ~C2 = ~
which has the solution C1 = -3, C2 = -3.
Therefore, the unique
solution of the equation is 4>(x, y) = 1 - 6x - 6y.
5.-7. As above.
5.2 1. We look for solutions of the form
4>( x) = AloW (cos x cos y - sin x sin y )4>(y )dy + cos 3x.
Therefore
Integral Equations 281
where
C1 = fo'7r 4>(y) cos y dy, C2 = fo'7r 4>(y)sinydy.
Substituting here the expression for 4>(y), we obtain the system for C1
and C 2 ,
L\(A) = 11 -oAi 1 + Ai
0 I= 1_ A2
7["2
4·
If A f:. ±~, (r(A) f:. 0) the algebraic system has the unique solution
C 1 = C 2 = 0, and therefore
2.
4>(:z:) = A(e - 2)(5:z: 2 - 3) + ell!, VA E R
3. If A f:. -2
4>( :z:) = 2 ~ A sin log:z: + 2:z:
if A = -2, the equation does not have solutions.
4. If A f:. ~
2B2 Solutions
if A = ~
25
4>(z) = Z4 + 7"Z2 + Cz
i,
if A = the equation does not have solutions.
7. If A =I lOB and A =1124
,1,.( ) _ 3 4A + 5 3
'f' Z - - 5 4A + 3 z +Z
ifA-!
- 2
11
4>(z) = Z3 - 15 z + Oz2
if A = -~, the equation does not have solutions.
13. If A =1= 1
4>(z) = sinz
if A = 1
4>(z) = 0 1 cos Z + O2 sin2z + sinz.
5.4 1.
7r 2
4>(z) = --sin2 z
7r-1
+ 2z - 7r
2.
4>(z) = tanz
3. We look for solutions of the form
{ 01 + 302 =-l
01 + O2 =-~
which has the solution 0 1 = -;4' O2 = -;4. Therefore, the solution of
the integral equation is
2 Z 5
()
4> z = z - 4" - 12·
{ !01 - O2 =-i
-l01 + 0 2 t =-t
284 Solutions
i: i: i:
where the constants G17 G2, and G3 are defined by
i:
Substituting cf>, we find
i:
G1 = (G1 At + G2 Asin t + GsA cos t + t) cos tdt
i:
G2 = (G1 At + G2A sin t + GsA cos t + t)t 2dt
and
G1 - ),:rrGs = 0
{ G2 + 41\'"Gs = 0
-2A1\'"G1 - A1\'"G2 + Gs =2
The determinant of this system is Ll(A) = 1 + 2A21\'"2 i- 0, VA E R.
Therefore
2A1\'"2
G1 = 1 + 2A21\'"2
SA1\'"2
G = -1 + 2A21\'"2
2
21\'"
G3 = 1 + 2A21\'"2
2.
3. A =J 2
2
</>(x) = 2-A
A = 2 - there are no solutions.
4. A =J 1
7r 2 A 1
</>( x) = - 8( A - 1) + ,/1 - x2
A = 1 - there are no solutions.
5.
A.. ()
~
X =
2A2x + e:
1+
+ x)logx
29 A2
6(
+-1-4x
5
)
48
6. A =J 2
</>(x) = ~sinx
2-A
A = 2 - there are no solutions.
7.
8.
</>(x) = 2(2 cos x + 7rAsinx)
4+7r2A2
9.
</>( x) = A7r sin x + cos x
5.6 Suppose that the function K can be written in the following form
m
</>(x) = fai(X)
i=l
lb bi(t)f(t,</>(t»dt.
a
Therefore, we have
m
¢>(x) = 'Lai(X)Gi .
•==1
If the solution of this system do exist, say Gf, G~, ... , G!, the solution
of integral equation is
m
¢>(x) = 'La.(x)G?
.==1
4>(x) = )"Gx.
¢>(x) = Get
Inserting into the initial equation, we find
which does not have real solutions. Therefore, the integral equation
has no real solutions.
3. - 8. Similarly to 1., 2.
9. Denoting 0 = J~ t(j>2( t)dt, we look for solutions of the form
4>( z) = 0 Az2. As before, we derive equation for 0, to wit, 0 = C26>.2
which has two solutions 01 = 0 and O2 = ~. Thus, 4>( z) = 0 is a
solution for every Aj if A f:. 0, the equation possesses additional solution
4>(z) = ~Z2.
10. Denoting 0 = J~ 4>2(t)dt, we look for solutions of the form
4>( z) = 1 + AO. The constant 0 satisfies
(I - >'41r)01 = 0
{
(1 - >'S1r)02 = 0
1 - >'1r 0 4 8
~(A) = o4 1 _ >'1r
S
= 0 => Al = -,
11'"
A2 = -.
11'"
288 Solutions
For A = ~,
11"
C1 = 0, C2 is arbitrary and
4>(z) = C2 A cos 3z.
2. Denoting 0 = J~ t4>( t)dt, we look for 4> of the form
Inserting this into the equation, we find 0 = 0 and therefore the equa-
tion has no nonzero solution.
3. We look for 4> of the form
A2
~(A) = 1 + 150 #0
We see that 0 1 = 0, O2 = 0, 4>( z) = O. The equation has no nonzero
solution.
8
4. A=--, 4>( z) = C sin2 z
7r-2
5. Solutions do not exist
1
6. A= -, 4>( z) = 0 sin z
7r
7. Solutions do not exist
8. A = 3, 4>(z) = O(z - 2Z2)
1 5 10
9. A =-, 4>(z) = O(2"z + 3 Z2 )
2
1 3
10. A =-, 4>(z) = O(2"z + Z2)
4
e
11. A = --, 4>(z) = 0 sinhz
2
Integral Equations 289
2.
,,1,.( ) _ 2( a - 2Ab). b
'fJ z - 2 + A7r smz +
if A -I- ±~. For A = ~,
a7r - 4b .
4>( z) = 27r sm z + b + 0 1 cos z
Va, b E R. For A = -~, the equation has a solution if a7r +4b = OJ then
3.
2Aa + 3c 3b 2
4>( z) = 3( 1 _ 2A) + 3 _ 2A + az
if A -I- ~ and A -I- ~ Va, b, c E R. For A = ~, the equation has a solution
if a + 3c = OJ
290 Solutions
4.
2a 5Ab 2
4>(x) = 3 _ A + 3(5 _ A) Z +b
if A =I- 3 and A =I- 5 Va, b E R. For A = 3, the equation has a solution if
a = OJ
5
4>(x) = b(2"x 2 + 1) + 0 1
For A = 5, the equation has a solution if b = OJ then
5.
""() 2a + Ab( 4 - 11") 2 b 2
'l"x= +2- z+x
* *'
2 - 2A1I" (4 -1I")A
if A =I- and A =I- 4~11' Va, b E R. For A = the solution exists if
a1l" + 4(b - 11") = OJ
4.
5.
4. Assume that 1 E Cl. We see from the equation that 4>(0) = 1(0).
Differentiating, we obtain
nz</>'(z) + (n - 1)</>(z) =0
whose general solution is </>( z) = z - "'-;,1 a
5.13 1. Since the functions which appear in the equation are differen-
tiable and </> E at, we can differentiate the equation to get
Z2
</>'(z) = -
2
+1
Z3
</>(z) = "6 + z + 0 1
From </>(0) = 0, 0 1 = O. Thus
r
9z 24>(z) - Jo (5s + 4z)4>(s)ds = 16
"3Z3
2. Differentiating, we obtain
2. As in 1.
3.
y" = </>(z) => y' = foZ </>(8) d8 + 1
=> y = foz (z - 8)</>( 8) d8 + z
=> </>( z) - 3 foz </>(8) d8 + 2 foz (z - s )</>( s ) ds + 2z + 3 = 0
</>(z) + foz (2z - 28 - 3)</>(8) d8 = -2x - 3
4. It follows from the equation that y" = 2z - zy. Then
y'(z) = fo [2S -
z
8y(s)]d8 + 0 1
www.Ebook777.com
Integral Equations 295
3. ¢>(x) = 4x + 1
2x +1
4. ¢>(x) = (1 + x)e
Z
5. ¢>(x) = sinx
6. ¢>( x) = cosh VIx
2
7. ¢>(x) = I(cosh VIx - 1)
5.18
Differentiating
r y dz + zy = ~410r y dz + ~zy
10 4
!..
(III ydz = _!..zy
410 4
2y = -zy'
y = Cz- 2
1
y(1) = 1 ,*C=1,*y=-
Z2
CHAPTER 6
6.1 Taking the initial condition into account, the equation is equivalent
to the following equation
297
298 Solutions
and
2 5· (0.4)4
max{ly(x) - Y3(x)1 : x E [0, 5]} ~ 96 ~ 0.00133
Hence
1
max{\Yl(X) - yo(x)\ : x E [0, 5]} = 0.00028 > 10-5
Since in the expression for Yl the sum of the last two terms does not
exceed 10-5 , we may put
Using the initial values from the given system, we find y'(0) = ~, z'(O) =
-1 and therefore we choose
1 1
Yo(x) = 1 + '2 x , zo(x) = '2 - x
Thus,
Yl(X) = 1 + lo0
x 1
(x + - - -x -
3 1
_x 2) dx =
24 2
1 1 2 1 3
1 + -x+ -x --x
2 8 6
Zl(X) = -1 + lox (x 2 -
1 2) dx =
1 - x - _x
204
1 1 2 1 3
- - x - -x +-x
2 2 4
300 Solutions
Analogously
Y2 ()
X =1+ 1
2
12535411511617
-x + -x - - x - - x + - x + - x - - x
8 16 96 240 576 168
1 1 2 1 3 5 4 29 5 1 6 1 7
Z2 (x) = - - x - -x + -x + - x + - x + - x - - x
2 2 6 96 960 144 252
For x E [0,0.3], we have
1 1
I Z2(X) - zl(x)1 ~ x3112 + 252x41 ~ 0.0024 < 5.10- 3
These differences are found within limits of the specified accuracy (the
terms x4, x 5 , x 6 are small in the interval [0,0.3] and they are neglected),
thus
y(x) ~ 1 + 0.5x + 0.125x2 - 0.312x 3
z(x) ~ 0.5 - x - 0.5x 2 + 0.167x 3
6.4 Similarly to 6.1.
6.5 Similarly to 6.3.
6.6 Similarly to 6.2.
6.7 Using the formula (6.8), we get the following results
Y' = z
,
z = --x7 - Y
y(l) = 0.77, z(l) = -0.44
6. Numerical and Approximate Methods 301
b.y, b.z,
Z Xl Yi hh(x" y" Z,) z, hh(x" y" Z,)
0 1.0 0.77 -0.044 -0.44 -0.33
1 1.1 0.726 -0.047 -0.473 -0.296
2 1.2 0.672 -0.050 -0.503 -0.260
3 1.3 0.629 -0.053 -0.529 -0.222
4 1.4 0.576 -0.055 -0.551
5 1.5 0.521
Z XI YI !!f
2 I xi+t YI+t D..Yi = hfi+~
0 0 1 0.1 0.1 1.1 0.1836
1 0.2 1.1836 0.0846 0.3 1.2682 0.1590
2 0.4 1.3426 0.0747 0.5 1.4173 0.1424
3 0.6 1.4850 0.0677 0.7 1.5527 0.1302
4 0.8 1.6152 0.0625 0.9 1.6777 0.1210
and KiO) = 0.024783. Summing the values K~O), 2K~O), 2K~O), and
KiO), we obtain
1
Yo = "6.0.148317 = 0.02472
Thus, YI = Yo + t:1yo = -0.97528.
We enter the values Xl = 0.1, YI = -0.07528 into the row i = 1
and carry out the computations using the formulas (6.15)-(6.16). The
results for i = 0,1,2,3,4,5 are presented in the following table. The
lust column of the table provides the values of errors.
sinh K=
x y 0.5y 0.5y+ x (0.5y + x) f(x, y) hf(x,y)
0.0 0 0 0 0 0 0
0.1 0 0 0.1 0.10017 0.06678 0.01336
0.1 0.00668 0.00334 0.10334 0.10352 0.07235 0.01447
0.2 0.01447 0.00724 0.20724 0.20872 0.14638 0.02928
0.2 0.01416
b) h = 0.1
sinh K=
x y 0.5y 0.5y+ x (0.5y + x) f(x,y) hf(x, y)
0.1 0.00343 0.00172 0.10172 0.10190 0.06965 0.00697
0.15 0.00691 0.00346 0.15346 0.15406 0.10617 0.01062
0.15 0.00874 0.00437 0.15437 0.15499 0.10770 0.01070
0.2 0.01420 0.00701 0.20719 0.20858 0.14615 0.01462
0.2 0.01416
K(O)
xo + ~x = 2.05
K(O)
Yo + ~y = 1
Ki~) 1
zO+-2- =
Then we get
(0) _ (0) _
K2x - 0.09, K 2y - 0.00525, K~~) = -0.005
K(O)
Xo + ~x = 2.045
K(O)
Yo + ~y = 1.00262
K(O)
Zo + ~z = 0.9975
Xl + 6xo = 2.08984
= Xo
YI = Yo + D.yo = 1.00497
Zl = Zo + D.zo = 0.99500
Now, we enter the values of Xl, YI, Zl into the table for i 1 and
continue the computations along the same lines.
The results are presented in the following table.
6.17 Similarly to 6.14.
6.18 Similarly to 6.16.
306 Solutions
~ t X K=hf qk ~X + ~Eqk
0 0 2 0.1 0.1 0.08984
1 0 0 0.00497
1 0 0 -0.00500
2.05 0.09 0.18
0.05 1 0.00525 0.01050
1 -0.005 -0.010
2.045 0.08975 0.17950
0.05 1.00262 0.00471 0.00942
0.99750 -0.00500 -0.01000
2.08975 0.07955 0.07955
0.1 1.00471 0.00992 0.00992
0.99500 -0.00998 -0.00998
1 0.1 2.08975 0.07953 0.07953 0.06896
1.00497 0.00988 0.00988 0.01456
0.99500 0.00988 0.00988 -0.01494
2.12960 0.06908 0.13816
0.15 1.00991 0.01480 0.02960
0.99001 0.01496 -0.02992
2.12438 0.06888 0.13777
0.15 1.01237 0.01433 0.02866
0.98752 -0.01493 -0.02986
2.15872 0.05829 0.05829
0.2 1.01930 0.01911 0.01911
0.98007 -0.01986 -0.01986
2 0.2 2.15880 0.05827 0.05827 0.04739
1.01953 0.01907 0.01907 0.02313
0.98006 -0.01987 -0.01987 -0.02473
2.18794 0.04747 0.09494
0.25 1.02907 0.02346 0.04692
0.97012 -0.02477 -0.04954
2.18254 0.04733 0.09466
0.25 1.03126 0.02292 0.04584
0.96758 -0.02472 -0.04944
2.20613 0.03644 0.03644
0.3 1.04245 0.02694 0.02694
0.95534 0.02954 0.02954
6. Numerical and Approximate Methods 307
6.19 In the problem 6.15 the values of the function were computed by
Runge-Kutta method for Xl = 0.05, X2 = 0.10, and X3 = 0.15. Using
these results, we continue the computations making use of the formula
(6.20). Thus, Yo = 0, YI = y(0.05) = 0.000846, Y2 = y(0.10) = 0.00783.
One finds the values of f(Xk, Yk), qk for k = 0,1,2,3 and from (6,20)
for k = 3 we get
1 5 3
~Y3 = 0.005347 + 2 ·0.001865 + 12 ·0.000085 + 8.0.000007 = 0.006318
Since the corrected value of ~Y3 coincides with its predicted value, we
continue the computations with the chosen step. From (6.20), for k = 4
we find
1 5 3
~Y4 = 0.007306 + 2.0.001959 + 12 ·0.000094 + 8 . 0.000009 = 0.008329
qk =
k Xk Yk flYk hf(Xk, Yk) flqk fl2qk fl3 qk
0 0 0 0 1702 78 7
1 0.05 0.000846 0.001702 1780 85 9
2 0.10 0.003432 0.003482 1865 94 11
3 0.15 0.007838 0.6318 0.005347 1959 105 11
4 0.20 0.014156 0.8329 0.007306 2064 116 13
5 0.25 0.022485 1.0451 0.009370 2180 129 13
6 0.30 0.032936 1.2692 0.011550 2309 142 17
7 0.35 0.045628 1.5070 0.013859 2451 159
8 0.40 0.060698 1.7603 0.016310 2610
9 0.45 0.078301 2.0295 0.018920
10 0.50 0.098596
~ = Y3 + h 03
24 = -0.92154 + 0.1 . 0.32834 = -0.88871
y~ = f(X4'~) = 0.35745
We now compute the quantity
k Xk Yk y~ ~
u ~ h~
u h~
0 0.0 -1 0.25
1 0.1 -0.97528 0.24779
2 0.2 -0.94987 0.26552
3 0.3 -0.92154 0.30232 0.32834 0.32840 0.03283 0.03284
4 0.4 -0.88871 0.35745 0.39237 0.39216 0.03921 0.03925
-0.88870
5 0.5 -0.84946 0.43040
-0.84946
6.21 One determines the values of the functions Y and z for X4 = 0.4,
X5 = 0.5, and X6 = 0.6 using the formulas (6.25), denoting
= 1 + cos(y + l.lz)
h(x, y, z)
1
h(x,y,z) = 1 +x+ 21 2
x+ . y
The obtained results are given in the table
For Xk = kh, one computes Yk and Zk for k = 0,1,2,3 and then the
corresponding values of
~ = fl(Xk,Yk,Zk)
z~ = /2(Xk, Yk, Zk)
1 5 3
D.Y3 = 0.00800 + 2.0.00478 + 12 ·0.00229 + 8.0.00053 = 0.01154
1 5
D.z3 = 0.13473 + 2 . 0.00996 + 12 . (-0.00001) = 0.13971
Thus
Y4 = Y3 + D.Y3 = 3.16057
Z4 = Z3 + D.z3 = 0.49905
The procedure can be analogously applied to Ys, Zs, Y6, and Z6.
6.22
1.-3. Similarly to 6.20.
4.-5. Similarly to 6.21.
6.23 Similarly to 6.20, with the step h chosen such that the required
accuracy is obtained.
6.24 Similarly to 6.20.
6.25 Similarly to 6.21.
6. Numerical and Approximate Methods 311
y'=~
x
z' = -xy
yeO) = 1, z(O) =0
we take h = 0.2. To get the initial values at the points Xl = 0.2,
X2 = 0.4, X3 = 0.6 with the accuracy smaller than 10-4, we look for y
and z in the form
x2 X4
y(x) ~ 1- -
4
+-
64
x4 x6
z(x) ~ - /racx 22 + - --
16 384
and using these functions we compute the initial values Yi, Zi, i = 1,2,3
and then y~ = ~,
x.
z: = -x,y" i = 0,1,2,3. Using the formula (6.27),
we get
42YI
Y4p = Yo + "3 h- (Y2"
+,2Y3) = 1 - 0.1537 = 0.8463
p
Z4 = Zo
4h (2Z1
+ "3 ' - Z2
, + 2z3') = 0 - 0.2950 = -0.2950
h
Y4 = Y2 + 2(Y~ + 4y~ + 14) = 0.9604 - 0.01141 = 0.8463
Z4p = Z2 + '3h( z2, + 4z3, + z4') = -0.0784 - 0.2167 = -0.2951
Since the difference between the predicted and corrected values does
not exceed 10- 5 , we put Y4 = 0.8463, Z4 = -0.2951. Analogously, we
compute the values of y and z for i = 5 and obtain
2C2 + 2co = 12
3 . 2C3 + 3CI = 0
4 . 3C4 + 4C2 = 0
5 . 4C5 + 5C3 = 0
C -_£1. C -_£2.
3 - 2 4- 3
C -_fa. =-~
5- 4 C4
C
2k+2 -..£2L
- -2k+1
Therefore, we have
2( -1)k
C2k+1 = (2k)!!
( _1)k-l
C2k = (2k - 1)!! k = 1,2,3, ...
·
Smce b h . ,",00 2(-1)" 2k+1 d ,",00 2(_1)"-1 2k h
ot senes L..tk=1 (2k)!! X an L..tk=1 (2k-l)!! X converge on t e
whole real axis, we have
00 2(-1)k 00 2(_1)k-l
( ) - 5 2"
YX - + x+ (2k)!! xt1 + (2k _ 1)!!x2k
2k+l"
t1
Thus.
x6
X4 llxs
y(x) ~ x + 24 + 360 + 40320
6.33 We look for a solution of the form y(x) = Lk:l CkXk and, as before,
we obtain the algebraic system
2C2 = 0
3· 2C3 - Co =0
4· 3C4 - Cl =0
5· 4C5 - C2 =0
(k + 1)(k + 2)Cn +2 - Ck-l =0
Taking Co = 1, Cl = 0, we have
( ) _ ~ 1 . 4 . 7 ... (3k - 2) 3k
Yl x - I + ti (3k)! x
and Co = 0, Cl = 1, we have
316 Solutions
or
Y,_1(2x; - hx,) - 4x;y, + Y,+1(2x; + hx,) = 2h2
Chosing the step h equal to 0.1, we obtain three interval points Xi =
1 + O.li, i = 1,2,3. Writing the equation for each of these points, we
get the system
Yo = 0, Y4 = 0.0566
Making use of these values and solving the above system, we have
4
y(x) = Uo +L c1u;(x)
;=1
Cl - C2 + O.5C4 = 1
C2 + 0.5C3 = 0
C2 - =0
4C3
C1 + C4 = 0
-() 2 8. 4 . 2
Y X = + 7sm x +7 sm x
or
3 3 1
lOCI + 20 C2 = 12
3 13 1
20 Cl + C2
20 = 20
Thus
1- CI + 2C2 = 0
7 40
1- -CI - -C2 = 0
16 64
Thus
y(x) = 0.957(1 - X 2) - 0.022x2(1 - x 2)
4. We choose the following functions U,: uo(x) = 0, Ul(X) = x(1-x),
U2(X) = x 2 (1- x). We look for an approximate solution of the problem
of the form
y(x) = clx(1 - x) + C2x2(1 - x)
taking the collocation points Xl = 0.25, X2 = 0.75. The collocation
system is now nonlinear
Yo = 1
YI + 0.5 (Yo + 4eO•25 YI + eO.5Y2) = eO•5
6
Y2 + 61 (Yo + 4e05. YI + eY2 ) = e
whose solution is Yo = 1, YI = 1.0002, Y3 = 0.0995.
322 Solutions
For comparison, let us note that the exact solution of the equation is
y(x) = 1.
2.-3. Similarly to 1.
6.48 Similarly to 6.47.
6.49
(xs)2 (xs)5
K(x,s) = sinh(xs) ~ xs + -3'- + -,-
. 5.
2.-4. Similarly to 1.
6. Numerical and Approximate Methods 323
Yo = fo = 1
YI = (it + ~KlOYO)(l - ~Klltl = 0.8206
h h
Y2 = ( h
I
+ 2K20YO + hK21 YI)(1 - 2K22)- = 0.6731
h
Ya = (fa + 2KaoYo + h(Ka1Yl + K a2Y2)] .
h 1
(1 - 2Kaa)- = 0.5518
h
Y4 = [14 + 2K40YO + h(K41 Yl + K 42Y2 + K 4aYa)] .
(1 - ~K(4)-1 = 0.4522
h
Y5 = [f5 + 2K50YO + h(K51Yl + K 52Y2 + K 5aYa + K 54Y4)] .
(1 - ~K55)-1 = 0.3705
2.-4. Similarly to 1.
CHAPTER 7
F(x,y,z,a,b) =0
aF = 0 aF =0
ax ay
1.
au au
-=a ay =b u=ax+by+ab
ax
Eliminating a and b from these three equations, we get the partial
differential equation
au au au au
x - + y - + - - -u =0
ax ay axay
2.
au
-=ay
ax
-au
ay
= ax u = axy + b =>
au au
x - - y - =0
ax ay
324
7. Partial Differential Equations 325
3.
au au
-ax = 2(x - a) ay = 2(y - b) u = (x - a? + (y - b? ::::}
(aU)2 + (aU)2 _ 4u = 0
ax ay
4.
au = 2ax au = 2by u = ax 2 + by2 + ab ::::}
ax ay
au au 1 auau
2x-+2y-+ - - - = 0
ax ay xyaxay
5.
au au
2( x - a) + 2u ax = 0 2(y - b) + 2u ay =0
(x - a)2 + (y - b)2 + u 2 - r2 = 0 ::::}
au au
u 2(_)2 + u2(_? + u2 - r2 =0
ax ay
6.
au a au ~----
ay = a u = v2ax + b + ay ::::}
ax V2ax + b
2ax + b = (.!!:....? ::::} b = (.!!:.... )2 _ 2x au ::::}
au au ax
ax ax
au au au au
u--y--+-=o
ax axay ay
7.
au au
u-
ax
= (y - a)b u - = bx-1
ay
u 2 = 2(y - a)(bx - 1) ::::}
2au- - 2u
xu (aU)2
- 2 au - 0
+--
ax ay ay
8.
au = _ Va _ ay _ ~ au = ~ u = 2 ~ + ay + b ::::}
ax x y'x x2 x2 ay y V-; x
au 2 au
(u + x ax) - ax = 0
326 Solutions
9.
au a au 1 1
ax - (ax + ~ + ~)2 ay - ~ (ax + ~ + ~)2
1 2
u = [--(a x + y + b)]-l ::::}
a
u4 _ au au = 0
axay
7.2 We use the following integrable combinations.
1.
dx - dy dy - dz x - y
x-y
- -
z-y
- ::::} -
y-z
- = C1
dx + dy + dz _ dy - dz ( )()2 _ C
2( x+y+z ) - z-y ::::} x + y + z y - z - 2
2.
dx + dz = 0 ::::} x + z = C 1
dx + dy + dz
--"'-----=- dy - 3dx - dz ::::} ( x+y+z )( y- 3x-z ) = C2
X + y + z y - 3x - z
3.
dx + dz =
0 ::::} x + z = C1
dy + du = 0 ::::} Y + u = C2
dx - dz dy - du 2 2
2(y _ u) = 2(z _ x) ::::} (x - z) + (y - u) = C3
4.
xdx + dy = 0 ::::} x 2 + 2y = C 1
6(y - x 2)dx + 6xdy - 6zdz = 0 ::::} 6d(xy) - 2d(x 2) - 3d(z2) = 0
::::} 6xy - 2x2 - 3z 2 = C2
5.
dy dz 2
- = - - ::::} y2 + z = C1
Z Y
dx zdy + ydz
"""2 = 2 2::::} dx - d(zy) = 0 ::::} x - yz = C2
Z Z - Y
7. Partial Differential Equations 327
6.
dx = dy =} .:. = C t
x y y
ydx+xdy dz d(xy) dz
--=}--=--
2xy xy + z 2xy xy + z
We denote
dt dz dz z 1
xy = t =} 2t = t +z =} dt = 2t + '2
xy- z
=} = C2
X
7.
dx = dy =} ~ = Ct
X y Y
ydx + xdy dz d(xy) dz
"'--2-x-y-z--'- - xYV 1 + z2 =} -2-z- = -:Y;:::l=+=Z~2
2zdz r----=-
=} d(xy) = . / 2 =} xy - 2y1 + Z2 = C2
V1 +z
8.
dy = dz =} ¥- = C t
y z z
dx - 2ydy - 2zdz dz
-
x + y2 + Z2 - 2y2 - 2Z2 z
dx - 2ydy - 2zdz dz x - y2 - Z2
=} = - =} = C2
X - y2 - Z2 Z Z
2.
dx - dy + dz = 0 =} x - Y + z = Ct
dx _
-..,---,- - -
ydz - zdy =} -
dx -_ -
d( -z ) =}
1og Ix I + -z -- C2
x(z - y) y2(z - y) X Y Y
328 Solutions
3.
dx dz dx dz
-- =-
X2 XZ
=
=> -
X
--Z
=> xz = C1
_ ydx + xdy = dz => _ d(xy) = dz => d(xy) + 2zdz = 0
2z 2x XZ 2z 1
=> xy + Z2 = C2
4.
5.
adx + bdy + cdz = 0 => ax + by + cz = C1
xdx + ydy + zdz = 0 => x 2 + y2 + Z2 = C2
6.
yzdx + xzdy + yxdz = 0 => d(xyz) = 0 => xyz = C1
xdx + ydy + zdz = 0 => x 2 + y2 + Z2 = C2
7.
dx
-xy2 = -xdy2y => -dx
Y
= dy
-x
2
=> xdx - ydy = 0 => x - y
2
= C1
ydx + xdy dz => d(xy) = dz => xy = C2
xy(x 2 + y2) z(x + y2)
2 xy Z Z
8.
dx = dy => dx) = dy => x - a = C1
z(x - a) yz x- a y y
xdx + ydy - zdz = 0 => x 2 + y2 - z2 = C2
9.
10.
dx = dy ~ dy = dx ~ ~ = C 1
2xz 2yz y x Y
xdx + ydy + zdz dx d(x 2 + y2 + Z2)
---:--:---=---7--..,.,....- =
Z(X 2 +y2+ Z2)
-2xz ~
X2+y2+Z2
= -dx
X
X2 + y2 + Z2
~ =C2
X
11.
dx = ~ ~ dy = dz ~ ~ = C1
2y 3 2y2z Y z z
dx dy dx 1 x 2 3x
X3 + 3 xy 2 = 2 y 3 ~ dy = 2"(-i/) + 2y
From the first integral we have x = Clearcsiny. Then, the last equation
becomes
dz z aC1earcsin y
dy + Y= JI- y2
This is a linear differential equation for z as a function of y. The
solution is
aC e-arcsiny C
z = 1 + 2 =? 2yz + ax(y + JI - y2) = C2
Y y
3.
u3 - 2 du = dx
u( u + 1)(u2 - U + 1) x
4.
dx dy x
- = - =? - = C1
X Y y
xdx ydy (z + Jx 2 + y2 + z2)dz
x 2 = y2 = (Z+JX2+y2+Z2)(Z-JX2+y2+Z2)
xdx ydy (z + JX2 + y2 + z2)dz
x2 = y2 = -x2 _ y2
=? xdx + ydy + zdz + Jr- x2-+-y-2-+-z-2dz = 0
d(x 2 + y2 + z2)
-;:-'-;::::::n:==;;::=:===ii + dz = 0 =?
2JX2 +y2 + Z2
V
,....----
x 2 + y2 + z2 = C2
7. Partial Differential Equations 331
5.
dx dy
- = - - => xdx + ydy = 0 => X2 + y2 = C1
Y x
We now multiply all the ratios by the factor (x + y)(2x + 2y + z). We
obtain
(2x + 2y + z)dx (2x + 2y + z)dy (x + y)dz
-
y -x x-y
We now observe that
9.
dz - dX n dX2 - dXI Z - Xn
---= =} =Gn
Z - Xn X2 - Xl X2 - Xl
dx = dy =} x2 + y2 = G
y -x
The general solution is
u = f(x2 + y2)
where f is an arbitrary differentiable function.
2. The characteristic system is
dx dy dz
X -2y -z
The first integrals are
u=f(xy+y2)
dz =~=> z =C2
dy y- z (z + y)2
The general solution is
z z
u = f((z + x)2' (z + y)2)
where f is an arbitrary differentiable function.
6.
dx dy dz
:-1-:-+-vn3~z=-=x=-=y = -2 +-1
From the last two terms y - 2z = C 1
We form the integrable combination
3dz-dx-dy dz ./3 z C
_ J3z - x - y = T => V z - x - y + 2 = 2
dXl dX2 dX n
- = - = ...
- = Cn-l
Xn-l
... -
Xn
The general solution is
_ I(Xl X2 Xn-l)
u- " ... ,
Xn Xn Xn
where I is an arbitrary differentiable function. We observe that the
general solution is formed by the set of all homogeneous functions of
XI, ..• , X n •
7.6
1. The characteristic system is
dx dy dz
y2 + z2 - x2 -2xy -2xz
dy = dz => ¥.. = C l
Y z z
xdx + ydy + zdz = ~ => x2 + y2 + z2 = C2
-x(x2 + y2 + z2) -2xz z
Y x2 + y2 + Z2
U = 1(-,
z z
)
where I is an arbitrary differentiable function.
336 Solutions
-dx + dy + dz = 0 => x - y - z = C 1
dx dy
T = 1 + C1 => (1 + C1)x - y = C2 => (1 +x - Y - z)x - y = C2
u = f(x - y - z, (1 +x - y - z)x - y)
dx + dy + dz = 0 => x + y + z = C1
x rn +1 yn+1 zP+1
xrn dx + yn dy + zP dz = 0 => 1 + --1 + --1 = C2
m+ n+ p+
7. Partial Differential Equations 337
x
- = Cl
Y
y=1
u=x
VI - Vi = Gl
.jY- Vz = G2
The system
yx- Vz = Gl
.jY- Vi = C2
z =1
u=x-y
3.
dx = dy ::} VI + x 2 = C1
I + x2 xy Y
From the system
VI +x2 = C1
Y
x=O
*: }
u = y2
we have x = 0, y = A, u =
4.
xy=C
y=l
u = 2x
e:l:(y - e:l:) = C
x=O
u=y
6.
dx dy
t;; = -::} y'X + loglYI = C
2 yx -y
From the system
7.
dx dy dz
-=-=-
1 1 2
From the system
x - y = C1
2x - z = C2
x=1
u =yz
7.8 We write the characteristic system (7.8) and determine the func-
tionally independent first integrals. The general solution is obtained
implicitly.
1. The characteristic system is
dXI dX2 du
- -
- -- - ... -
ku
The first integrals are
- = Cn-l,
Xl X2 Xn-l
-=Cl, -=C2 , ... -
Xn Xn Xn
F( XI , ... ,
Xn-l ~) -
'k-
0
Xn Xn Xn
x2 - y2 = Cl, X - Y + u = C2
The general solution is
x 2 + y4 = GI , (u + VI + u2)y = G2
The general solution is
y2 _ u 2 = GI , x 2 + (y - u? = G2
To get the second first integral, we multiply the first ratio by x, the
second by y - u, and the third by u - y. The general solution is
:.. = Cl, 2x - y2 - 4u = C2
1],
344 Solutions
To get the second first integral, we multiply the first ratio by 2, the
second by -2y, and the third by 4. The general solution is
X 2
F( -, 2x - y - 4u) = 0
u
where F is an arbitrary differentiable function.
13. The characteristic system is
dx dy xdu
y u y
The first integrals are
(x - y)(u + 1) = GI , (x + y)(u - 1) = G2
1. Partial Differential Equations 345
(x + y + z
F((x - y)u, (y - z)u,
u
2 ) =0
where F is an arbitrary differentiable function.
346 Solutions
dx - dy = dz => x - y = C1
-(x - y) -z z
dx + dy + 2du dz ( 2) C
2 =-=>zx+y+ u = 2
x+y+ u -z
du - dx + dy _ dz x +y - u _ C
~----"- - - => - 3
2(x + y - u) -z Z2
7.9
1. The characteristic system is
dx dy du
xy _y2 -x(l + X 2)
x2 X4
F(xy, "2 +"4 +xyu) = 0
dx dy du
1+ vu - x - y 1 2
2y - u = C 1
du - dx - dy dy
-vu -
-r====
X - Y
= -1 => y+2Vu - x- y = C2
To derive this last equation, we multiply the first and the second ratio
by -1 and the third by 1, sum all the ratios, and equate with the second
one. The general solution is
F(2y - u, y + 2Vu - x - y) =0
where F is an arbitrary differentiable function.
3. The characteristic system is
dx dy du
y uy -(1 + u 2)
348 Solutions
dx _~=> u --C1
-
2(2a - x) -2yu 2a - x
xdx + ydy + udu = ~ => x 2 + y2 + u 2 = C2
-y(x2 + y2 + u 2) -2yu u
u = C1
Y _ yr=R=2-_-u"""2
-=------
X
= C2
The general solution is
dx dy du
x y u + aJx 2 + y2 + u 2
350 Solutions
F(:', u + Jx 2 + y2 + U2 ) = 0
y x a+1
where F is an arbitrary differentiable function.
7.10 Writing the condition
o 0
ox [J.L(x, y)(xy3 - 2x4)] = oy [J.L(x, y)(x 3y - 2y4)]
where f is differentiable.
7.11
1. The characteristic system is
dx = dy = du
x y u - x 2 _ y2
The first integrals are
x
- = C1
Y
2xdx + 2ydy + du dx d(x 2 + y2 + u)
2x2 + 2y2 + u - x 2 - y2
= -
--::-----:---:..--=--::----::
X
~
x 2 + y2 + u
= -dx
X
x 2 + y2 + u
-----'-- = C2
X
The general solution is
2 2
F(::", x + y + u) = 0
y x
where F is an arbitrary differentiable function.
2. The characteristic system is
dx dy du
x+y y-x u
The first integrals are
F( VX
2 arctan ~
+y2 e ', X
2 + Y2 + u 2 ) -
U2
- 0
dx + dy + 2du _ dx - dy ( 2 )( )_ C
2( x+y+ 2u ) - y-x => X + y + u x - y - 1
dx + dy + 2du dx + dy + du
2 =- => (x+y+ 2u )( x+y+u )2 = C2
x+y+ u x+y+u
The general solution is
dx=~=~=~
x z+u y+u y+z
The first integrals are
dy + dz + du = dx => y + z + u = C1
2(y + z + u) X x2
dy - dz dx
- -
y-z
- = -x
=> x(y - z) = C2
dz - du dx
- -
u-z
- = -X
=> x( u - z) = C3
-du
dx
= -uX + x=>-
u
x2
-logx = C3
F(x - y, x - z, x - u) = 0
z-u y-u y-z
where F is an arbitrary differentiable function.
7. The characteristic system is
dx dy du
x J1 + y2 - xy
354 Solutions
dx = ..J!
d
y Thus , y = ::....=:::.J..
2XCI
X 2 C2
X2 - C 2 1 x log x
2x C 1
1 dx = du ::} X(y + V. / 1 + y2) - - V
2 y + 1 + y2
- u = C2
The general solution is
F(
x
x(y +
V1 + y2) - 1
-
xlogx
- u) - a
y + vI + y2' 2 y + vI + y2 -
where F is an arbitrary differentiable function.
8. The characteristic system is
dx dy du
ey - bu au - ex bx - au
The first integrals are
adx + bdy + cdu = a ::} ax + by + eu = Cl
xdx + ydy + udu = a ::} x 2 + y2 + u 2 = C2
The general solution is
F( ax + by + eu, x 2 + y2 + u 2) = a
where F is an arbitrary differentiable function.
7.12
1. The characteristic system is
dXl dX2 dXn udu
Xl x2
The first integrals are
-
X2 _ C1, -x3 -- C2,
xl
-
Xl
... -Xn
Xl
= Cn-I,
X2x3 ... XndXl XlX3 ... XndX2
XlX2··· Xn XlX2·· . Xn XlX2· .. Xn
udu d(XlX2 . .. Xn) udu
--::------ ::} = ::}
U2 + XlX2' .. Xn nXlX2 ... Xn U2 + XlX2 ... Xn
d(XlX2 ... Xn) d( U2)
7. Partial Differential Equations 355
_dt = dv ~ dv _ 2v _ ~ = 0
nt 2v + t) dt nt n
2 2 t l -!
v = tn(Cn + ---2)
nl- - n
2 2 t l -!
vC-; - ---2 = Cn
n l - -n
dX2
-=
aldxl + a2dx2 + ... + andxn - du
=?
1 alVu - alxl - ... - anXn
Indeed, if we write
It follows that
y = C1 -1
z = ±Vr-"2(-C-1 ---C-2---1-)
Replacing z by y2, we find
dx dy dz
-=-=-
x -y z
The first integrals are
358 Solutions
we get
we get
and
7. Partial Differential Equations 359
we get
and
1 + C l = C2 => 2z + 2y2 - x 2 - x 2y - 2 = 0
2
5. The characteristic system is
dx dy dz
x y z - xy
dz
dy
360 Solutions
we get
2 C1 y2 X
- + - + 2 - C2 = 0 => z = 2y + 2- + - - xy
C1 2 x 2
6. The characteristic system is
dx dy dz
-=-=~--....,..
x -y z2(x - 3y)
The first integrals are
xy= C1
dx - 3dy dz 1
X - 3y
- 2(
z x- y 3) => x - 3y + -
z = C2
xy = C1
{ 3y+ ~ = C2
X -
x=l
yz + 1 = 0
we get
1
C2 + 4C1 - 1 = 0 => z = 1 + 3y- 4xy-x
7. The characteristic system is
dx dy dz
-=-=----:::----::-
x y z-x2_y2
The first integrals are
7. Partial Differential Equations 361
we get
C2 + 4C~ - C2 + 2 = 0 =>
xy + 4x 2 + 2y2 - zy + x 2y + y3 = 0
we get
dx dy dz
x xz+y z
dy y y
-dz = -z + C1z => -z - x = C2
362 Solutions
we get
CI = (2 - CI - C2)2 =>
xz=(2z-x-y+xz?
dx dy dz
-=-=-
y2 yz -Z2
dy dz
-Y = --z => yz = CI
dx dy y3
-y2 = -CI => -3 - xyz = C2
1
yz = CI
V; - xyz = C2
X + y = 2z
xz = 1
we get
dx dy dz
--=--=-
x - z y- z 2z
1 vz - C1
y+z -
7f=C2
x-y=2
Z + 2x = 1
we get
3C2 + Cl = 0 =>
3x +2z - y = 0
y4 _ X 2 z 4 = C2
we get
ct+cl = C2 =>
XZ - y2 = 0
= Cl
1
z
y(z+z) = C
y+z 2
x=l
z=zJY
we get
7.14
1. The characteristic system is
dx dy dz
=-=--
1 -1 y- x
we get
dx - _
_ dy - a(a 2 + xy)~
z
-x Y X2 + y2
Thus we have
dx dy dz
- ---
z(x-a) yz
-
ax-x2 _ y2
we get
dx dy dz
2xz 2yz Z2 - X2 _ y2
I
ii)
~2:~~;2 = C 2
X+Y+Z=O
X2 + y2 + Z2 = a2
a4 Cr 4 a4
Ci + Ci a + Ci (Cl + 1
2) 2
- a =0
(x 2 + y2 + z2? _ 2a2(x 2 + y2 + xy) = 0
7. Partial Differential Equations 367
1
--1L-
c~shz -
C1
L=C
Y
2
x=O
z2 = 2m(y - a)
1
*=Cl
L
y
=C2
z=O
Y = Qcoshx
C2 = 0, C1 = Q - infinitely many surfaces with equation y = cosh x f( Z2),
where f is an arbitrary differentiable function passes through the giv~n
curve, f(O) = Q.
368 Solutions
results in
GI + G2 = 5 => x 2 + y2 + Z2 = 5
2. The partial differential equation is
(y
2
+ z 2 )8C
--
8C 8C
2xy- - 2xz- = 0
8x 8y 8z
7. Partial Differential Equations 369
from which
'#.. = GI
Z
dy 2y3 y3 Y
dx x(2
x +3y2)
=} -4 + -2
x x
= G2
! 11.
z
.t.
= GI
.JL-C2
x4+x2-
x + y2 = a2
2
z=h
from which
7.17
370 Solutions
1
1
xn-1 -
1
zn-l -
- C1
yn1_1 + z}-l = C2
x=yV2
z=l
IS
z I-n + 21+ n-l YI-n -
2
2x I-n = 1
For n =1
dx dy dz
x -y z
xy = Cl
{ yz = C2
X = yV2
z=l
7. Partial Differential Equations 371
For n =-1
xdx = -ydy = zdz
Z2 = 1- x 2 + 2y2
7.18 We verify if the integrability condition (7.11) is satisfied.
1. The integrability condition is
u[l + u(l + y)] = 0
The only functions that solve this equation are u = 0 and u = -l~y;
U = 0 is the unique solution.
2. The integrability condition is identically satisfied. From the first
equation we have u(x, y) = xy2+¢(y), ¢ E Cl(R) is arbitrary. Inserting
this into the second equation, we obtain the equation for ¢
¢'(y) _ 3.¢(y) = _1 _ y2
Y 2y2
We find ¢(y) = Cy2 - y3 -i
y =? u(x, y) = xy2 -i
y - y3 + Cy2.
4. The integrability condition is satisfied. From the first equation
we have u(x, y) = x¢(y), ¢ E C 1 (R) is arbitrary. From the second
equation, we obtain the equation for ¢
¢'(y) = 3.¢(y)
y
372 Solutions
ap = aQ = 6x 2y
ay ax
aQ aR
-az = -ay =cosz
aR ap x
- = -=-e
ax az
b) From (7.16) we see
3.
ay = -2x
ax
~~ = -(2x2z + 2yz + 2z2 + 1)
7. Partial Differential Equations 375
y(x, z) = Ce- z2
- x2 - z
z(x,y) =x+y+Cxy
x +xyz - z = C
= xyz - (x + y)logz + C 1
The family of integral curves is
xyz - (x + y) log z = C
376 Solutions
The system
f(u,p,q) = 0
{
q= ap
gives p = g(u, a), q = ag(u, a).The Pfaff equation du = g(u, a)dx +
ag( u, a )dy leads to the complete integral
J (
9 u,a
du
) = x + ay + b, a, b E R
From !!E.
p
= !!!1.
q
we have q = ap. Then
{ pq - u =0 :::} P = /¥
q = ap q =..;au
The Pfaff equation is
~dx + y'aUdy - du = 0
dx dy du dp dq
x+uq y + up px + qy + 2pu p(l + pq) q(l + pq)
From the last equation we have p = aq. Then
p=a p= ax+u
{ :::} q = ax"-!t-u
xp+ yq - upq = 0 au
au 2 + (ax + y? - b2 = 0, a, bE R
dx dy dq
2p -2q -q
{
p2 _ q2 +u = 0 p = Va2~1
q -- ap :::}
q -- a y~
aLl
7. Partial Differential Equations 379
dx+ady- r;du=O
V~
The complete integral is
From dy
y(y2p_l) = dp
p(1_y2p) we h ave py = a. Then
du= au( ax + y) d u( ax + y) d
x+ y
(ax + y)2 + a2 + 1 (ax + y)2 + a2 + 1
may be written as
2_du = _ _ d-,-(a_x_+_y,-)2_ _
u (ax + y)2 + (a 2 + 1)
x = r cos 0, y = r sin 0
ou ou ou .
-or = -ox cosO + -oy smO
ou ou. ou
- = --rsmO + -rcosO
ao ax ay
From these equations
ou = cosOou _ sinO OU
ax or r 00
OU = sinOou + cosO ou
oy or r 00
Using these equations, we find that the given equation can be rewritten
as
(OU)2 + ~(OU? = f(r)
or r2 oq
The characteristic system is
dr dO du
2pr2 2q 2p2r2 + 2q2
-dp -dq
2rp2 - 2r f - r2 ff 0
7. Partial Differential Equations 381
p=± ~
2
f(r)--
r2
du = ±y~
f(r) - ?i dr + adO
u=± l ~
v'X 2+ y2 ~2 Y
f(r)-"2+aarctan-+b, a,bER
r x
8. The characteristic system is
dx dy du dp dq
mpm-l mqm-l m(pm + qm) npu n - 1 nqu n - 1
+ a)mu- (m - n)(xa m + y) + b = 0,
1 m-n 1
m(1 n- - a, bE R
{ px + qy + u =0 ~ p = - a:~y
p - aq = 0 q = - ax~y
382 Solutions
u = (ax + y)b, a, b E R
dx dy du dp dq
--~--~--~--~-~~~
2(p-x) -2(p - y) 2p(p - x) - 2q(q - y) 2(p - x) -2(q - y)
{
p - aq =0 =>
(px + qy)2 _ p2 _ q2 - 1 = 0
u = ax + by + 3a2 - b2
t2 = bt + 3a2 - b2
{
2t = b
we find b = 2a.
The general integral of this equation is
u = ax + 2ay - a2
V~
-;;;-du = adx + dy
The system
gives
a = cot t, b= VI + a2
The complete integral is
2Ju(I + a 2) - ax - y - VI + a 2 = 0
We differentiate with respect to a and then eliminate a to get
u = J x 2 + y2 + ax + b, a, b E R
The system
I + a cos t + b = 0
{
asint = 0
7. Partial Differential Equations 385
u = VX2 + y2-1
4. The characteristic system is
dx dy du -dp -dq
--:---'-----:- + = -- = --
2(p - q) -2(p - 2q) 2p2 - 4pq + 4q2) 4p 4q
u 2 = 2a(x + ..f2y)
dx dy du dp dq
2p -2q 4p 4q
p - aq =
0
{ p2 _ q2 _ 2u = 0
:::}
du = ±ay~ ~
~dx + ±y ~dy
2u = x + y2
7. Partial Differential Equations 387
x2 _ q2 = a2
{
pq - xy = 0
du = xy dx + V'-x-=-2---a-='2dy
vx 2 - a2
The complete integral is
u = yVx 2 - a2 + b a, b E R
The solution of the Cauchy problem is
U2 - p2 - q2 -1 = 0 p = ±vu 2 -lcosa
{
q-ptana=O :::} q=±Vu 2 -1sina
Introducing x = t, Y = 1 - t, u = 1, we obtain
{3 = t cos a + (1 - t) sin a
388 Solutions
. V2
tan a = 1 => sma = cos a = -
2
Thus, f3 = sin a = Y,}. Inserting this result into the complete integral,
we obtain the solution of the Cauchy problem
2loglu + Vu 2 -11- x- y + 1 = 0
du = axdx + ...jiiYdy
b)
9( u - x 2? - 8 y 3 = 0
11. The characteristic system is
dx dy du dp dq
-=-=
p q u 2 -1 pu qu
_ ~2-1
P - a a2 - 1
q= ~2-1
a -1
2
du = ay~~
~dx + y~dy
7. Partial Differential Equations 389
we have
2Vu - u 2
P= ± coso
u
2Vu - u 2
q= ± sino
u
The Pfaff equation is
±udu .
Vu- u2 + 2cosodx + 2S1110dy = 0
The complete integral is
2.
390 Solutions
ax + by + 3a2 - b2 - U = 0
{ x + 6a = 0
y - 2b = 0
from which
12u + x 2 - 3y2 =0
2. The characteristic system is
dx dy -du -dp -dq
2p + 1
-
2q + 1 2(p2 + q2) + P + q
-~~-~---
1 + 2p
- 1 + 2q
p + x = a, qxy = b
du = (a - x)dx + (b - y)dy
from which
x2 y2
u=ax-2"+bY-"2+ C
Taking the initial condition into account, we find
122
C=-(l-a -b -a-b)
2
7. Partial Differential Equations 391
(x - a? + (y - b? + (u + a + b)2 -1 = 0, a,b E R
Eliminating a and b from the system
(x-a)2+(y-b)2+(u+a+b)2-1=0
{ x-a+u+a+b=O
y-b+u+a+b=O
we obtain the singular integral in a form of the following two planes
ay2 + u a
p-- q=-
- x(1+ax)' x
The Pfaff equation is
ay2 + u a
du = - dx+ -dy
x(1 + ax) x
392 Solutions
b(1 + ax)
u = -ay
x
+ ---'---~
x
We obtain the singular integral by eliminating a and b from the system
ay + abx + b - xu = 0
{ y + bx = 0
ax+1=O
to wit
y+ zx 2 =0
5. This is a generalized Clairaut equation, whose complete integral
is is
u = ax + (3y + ~a(3
Denoting a = a3 , (3 = b3 , we obtain
We find
27xyz -1 =0
393
Bibliography
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