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Differential and Integral Equations


through Practical Problems and Exercises

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Kluwer Texts in the Mathematical Sciences


VOLUME 7

A Graduate-Level Book Series

The titles published in this series are listed at thi' end of this volume.

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Differential and
Integral Equations
through Practical ProbleIlls
and Exercises
by

Gheorghe Micula and Paraschiva Pavel


Faculty of Mathematics,
University ofCluj-Napoca,
Cluj-Napoca, Romania

SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.


Library of Congress Cataloging-in-Publication Data

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

Printed on acid-free paper

AII Rights Reserved


© 1992 Spnnger SClence+Busmess Media Dordrecht
Ongmally pubhshed by Kluwer Academic Pubhshers m 1992
Softcover repnnt of the hardcover 1st edlUon 1992

No part of the material protected by this copyright notice may be reproduced or


utilized in any form or by any means, electronic or mechanical,
including photocopying, recording or by any information storage and
retrieval system, without written permission from the copyright owner.
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Table of Contents

Introduction vii

Part I. Problems 1

1. Differential Equations Solvable by Quadrature 3

2. Existence and Uniqueness Theorems 30

3. Linear Differential Equations 58

4. The Method of Laplace Transforms 90

5. Integral Equations 99
6. Numerical and Approximate Methods of Solv-
ing Differential and Integral Equation 109

7. First Order Partial Differential Equations 138

8. Miscellaneous Problems 158

Part II. Solutions 169

1. Differential Equations Solvable by Quadrature 171

2. Existence and Uniqueness Theorems 197

3. Linear Differential Equations 243

4. The Method of Laplace Transforms 271

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vi

5. Integral Equations 279


6. Numerical and Approximate Methods of Solv-
ing Differential and Integral Equation 297

7. First Order Partial Differential Equations 324

Bibliography 393
Introduction

Many important phenomena are described and modeled by means of


differential and integral equations. To understand these phenomena
necessarily implies being able to solve the differential and integral
equations that model them.
Such equations, and the development of techniques for solving them, have
always held a privileged place in the mathematical sciences. Today,
theoretical advances have led to more abstract and comprehensive theories
which are increasingly more complex in their mathematical concepts.
Theoretical investigations along these lines have led to even more abstract
and comprehensive theories, and to increasingly complex mathematical
concepts. Long-standing teaching practice has, however, shown that the
theory of differential and integral equations cannot be studied thoroughly
and understood by mere contemplation. This can only be achieved by
acquiring the necessary techniques; and the best way to achieve this is by
working through as many different exercises as possible.
The eight chapters of this book contain a large number of problems
and exercises, selected on the basis of long experience in teaching
students, which together with the author's original problems cover the
whole range of current methods employed in solving the integral,
differential equations, and the partial differential equations of order one,
without, however, renouncing the classical problems.
Every chapter of this book begins with the succinct theoretical exposition
of the minimum of knowledge required to solve the problems and
exercises therein.
Almost all the problems are solved, or there are guidelines as to how they
can be solved, or answers are presented. Problems are given in the first
part of the book, while solutions, hints and answers make up the core of
the second part.
Since chapter 8 contains some very special miscellaneous problems, with
different possible approaches, there are no solutions for this chapter.
The problems are numbered within each chapter: the fIrst figure is the
number of the chapter and follows in a natural sequence.
vii
viii

Chapter 1 covers the classical type of differential equations of fIrst


and higher orders, which can be effectively resolved by standard methods.
In the author's opinion, the reader can discover these methods himself
from the knowledge of the basic concepts in the theory of differential
equations. This chapter includes also some methods of solving differential
equations, using modified arguments.
Chapter 2 deals with problems related to the theory of existence
and uniqueness of solutions of differential equations with given conditions
and of Fredholm- and Volterra-type integral equations.
Chapter 3 contains various problems of linear equations, containing
a large number of equations and systems of equations with initial and
polylocal conditions.
Chapter 4 is devoted to solving linear problems by means of
Laplace transforms.
Chapter 5 covers problems related to Volterra- and Fredholm-type
integral equations of fIrst and second kind; the case of degenerate nucleus
was particularly stressed. The methods of solving Hammerstein-type
integral equations and integro-differential equations are also studied in this
chapter.
Chapter 6 provides a more detailed account of the numerical and
approximation methods of solving differential and integral equations,
starting from the classical methods and leading to the present day ones.
Taking into account both the ever increasing importance of the numerical
methods for computers and the shortage of textbooks that treat the problem
of approximating the solutions of equations in detail, we decided to
include in this chapter all the important methods of approximations. The
algorithms presented in the theoretical preamble have been used in
numerous concrete problems, which approximate solutions were effectively
determined.
Chapter 7 contains partial differential equations of order one:
linear, quasilinear, nonlinear and also Pfaff equations, systems of
differential equations in symmetrical form, systems of order one partial
differential equations.
Chapter 8 contains miscellaneous problems and exercises covering
the deepest regions of differential, integral, and partial differential
equations. The reader is stimulated to try his own originality, cleverness,
ingenuity, and also his mathematical knowledge to solve these problems.
This book is expected - by its contents and the variety of problems
presented - to be useful for a large circle of people, both specialists wh('
ix

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.

Cluj-Napoca and Lexington, April, 1992

The authors
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Part I

Problems

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CHAPTER 1

Differential Equations Solvable by


Quadrature

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)

which represents a family of curves depending on the arbitrary constant


Cj this family is called the general solution of eq. (1.1). Similarly,

3
4 Problems

integrating eq. (1.2) term by term in the domain Xl(z)Y(y) =/: 0, we

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

where P, Q : R2 ---+ R are given functions is called the Euler homo-


geneous equation, if P and Q are homogeneous functions of the same
degree. Any homogeneous equation can be rewritten in the form,

By the substitution ~ = u, where u is the new unknown function, the


homogeneous equation can be reduced to the following equation with
separable variables
zu' = feu) - u.

Remark The differential equation y' = f( a1a:tt:':+c


q ), a, b, c, al, b17 Cl
E R can be always turned into the homogeneous equation by the ap-
propriate change of variables.
c)The first order linear differential equation. The equation of the
form
y' + p(z)y = q(z), p,q E G(l), 1 C R

=
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

We turn to the inhomogeneous linear differential equation q(:c) =I O.


If a solution Yl of this equation is known, then the substitution y =
u + Yl leads to the homogeneous linear equation u' + p(:c)u = O. To find
the general solution of the inhomogeneous linear differential equation,
one uses the method of variation of constant. This method consists
of the following. We look for a solution of the inhomogeneous linear
differential equation of the form

where O(:c) is the unknown function. Substituting the above expres-


sion into the original equation, we obtain the equation with separable
variables for O(:c) which can be solved, to wit

Thus, the general solution of the inhomogeneous linear equation is

Remark To solve an inhomogeneous linear equation one can use the


following method. The substitution y(:c) = u(:c )v(:c ) leads to the equa-
tion
[u' + p(:c )u]v + v'u = q(:c).

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,

y' + p(:c)y = q(:c)ya,


where a: E R \ {O,l} and p,q E 0(1) are given functions is called
Bernoulli differential equation.
6 Problems

U sing the substitution z = yl-a, the Bernouolli equation can be


turned into the following linear differential equation

z' + (1- a)p(z)z = (1 - a)q(z)

with the unknown function z.


e) Riccati differential equation. A first order differential equation
of the form
y' + p( Z)y2 + q( z )y + r( z) = 0
where p, q, r E 0(1) are given functions and y is the unknown func-
tion, is called Riccati differential equation. This equation cannot be, in
general, solved by quadrature.
If some solution Yl = 0 1 (1) of this equation is known, then, by the
substitution y = Yl + ~, where 11. is the new unknown function, Riccati
equation is turned into the inhomogeneous linear equation for 11., to wit

11.' - [2p(Z)Yl(Z) + q(z)]u = p(z).

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

z' + P(Z)(YI - Y2)Z = o.


f) Total differential equation. Integrating factor. A first order dif-
ferential equation
P(z,y)dz + Q(z,y)dy = 0
is called the total differential equation, if there exist a function U E
OeD), D E R2, such that

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

is called the complete integrability condition.


If the complete integrability condition holds, then the function U is
given by

U(x, y) = {:r: pes, y)ds


l:r:o
+ l Y
w
Q(xo, t)dt (Xo, Yo) E D, fixed

and the general solution of the equation is

{:r: pes, y)ds


l:r:o
+ l
w
Y
Q(xo, t)dt =C C E R.

If for the equation P(x, y)dx + Q(x, y)dy = 0 the equality ~~ = ~


does not hold (which means that the equation is not a total one) one
may still try to find a non vanishing function JL = JL( x, y) such that

JL(x, y)[P(x, y)dx + Q(x, y)dy] = dU(x, y).

Such a function, if it exists, is called the integrating factor for the total
equation. The consistency condition for the above equation is

and is called the equation of integrating factor. This equation becomes


particularly simple, if the parameters of the total equation satisfy some
special conditions. For example, if the function t(~ ~) depends -
on the variable x only, then JL also depends on x only and satisfies

, 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

Let us consider a first order differential equation of the general (or


implicit) form,
F(z, y, y') = 0
where F : n c R3 ~ R is such that the equation can not be solved
for y'. To solve such equation we use the Sophus Lie method, which
consists of the following.
we attach to the given equation the surface of equation,
F(z,y,z) = 0
obtained by substituting z in the place of y'.
To any solution y = 4>( z) of the differential equation F( z, y, y') = 0,
we attach a curve r, lying on the surface F( z, y, z) = 0, with parametric
equation
r:z=z, y=4>(z), z=4>'(z).
Along the curve r the differential equality
dy = zdz
holds. Conversely, if a curve given by z = z, y = 4>(z), z = 4>'(z), with
the property that along this curve the equality dy = zdz holds belongs
to the surface F(z, y, z) = 0, then the projection of this curve on the
plane zOy gives us a solution of the equation F(z,y,y') = O.
Therefore, the problem of finding solutions of the differential equa-
tion F(z,y,y') = 0 is equivalent to the problem of finding the curves r
on the surface F(z, y, z) = 0, with the property that along these curves
the equality dy = zdz holds.
Let us assume that the parametric representation of the surface
F(z, y, z)= 0 is known, namely
z = f(u,v), y = g(u,v), z = h(u,v), (u,v) E D C R2.
The equation dy = zdz gives us the following equality

~ 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

If v = w( u) is a solution of this equation, then the corresponding solu-


tion of the differential equation F( z, y, y') = 0 is

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

y = A(p)<fo(p, G) + B(p), GER.


If the equation A(p) - p = 0 has a real solution p = Pl then the function
y = PlZ + B(Pl), which represents a straight line, is a singular solution
of Lagrange equation.
If A(y') = y', Lagrange equation becomes
y = zy' + B(y').
This equation is called Glairaut differential equation. The condition,
dy = pdz, applied to Clairaut equation gives us
dz
(z + B'(p» dp = O.
This last equation possesses the family of solutions
y=Gz+B(G), GERnD B
called the general solution of Glairaut equation; the function defined in
the parametric form
z = B'(p), y = -pB'(p) + B(p)
is also a solution of Clairaut equation, called the singular solution of
Glairaut equation. It can be shown that this solution is an envelope of
the family of straight lines from above.

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. (1 + etll)yy' - etll = 0 y(O) = 1


2. (~y2 + ~)d~ + (~2y - y)dy = 0 y(O) = 1
?r
3. y' sin ~ - y log y =0 y( '2) =1
4. (J~2 + 1 + ny)d~ + (Jy2 + 1 + n~)d~ = 0 y(O) =n
nEN
5. (a 2 + y2)d~ + 2~Ja~ - ~2dy =0 y(a) =0 aER

1.3 Solve the following equations by the suitable change of variables.

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. z3y'siny = 2 lim y( z) = 1['


2
z--+oo

2. Z2y' cos Y + 1 = 0 limyz () = 161['


-
z--+oo 3
3. Z2y' + cos2y = 1 limyz () = 101['
-
z--+oo 3
4. z3y' - siny = 1 lim y(z) = 51['
z--+oo
1 71['
5. (1 + Z2)y' - 2" cos 2 2y = 0 lim - -2
z--+-oo

6. Z2y' + sin2y = 1 lim (:c) = 111['


z--+oo y 4

1.11 Find bounded solutions of the following equations.

1. (z + 1)y' = y - 1
2. e411 y' - e1l + 1 = 0
3. y' = 2z(1[' + y)

1.12 Solve the differential equation.

1.13 Solve the following equations.

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

1.14 Solve the following equations.


,x - 2y + 5
1. y =-2x+y-4
----
, x + 2y + 1
2. y = ---.,;;,--
2x +4y+3
1- 3x - 3y
3. y'= ---~
l+x+y
, -7x + 3y + 7
4. y =-----
3x -7y - 3
5. (x - y + 3)dx + (3x + y + l)dy = 0
6. (x - 2y - l)dx + (3x - 6y + 2)dy = 0
7. (x - y + 2 )dx + (x - y + 3 )dy = 0
8. (x - 2y + 5)dx + (2x - y + 4)dy = 0
9. (2x + y + l)dx + (-4x - 2y + 3)dy = 0
10. (2x - 4y + 6)dx + (x + y - 3)dy =0
14 Problems

, 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

8. (1 + Z2)y' - 2zy = (1 + Z2)2


9. (1 - z2)y' + zy - a = 0, a E R
10. (Z2 - l)~dy + (Z3 + 3zYVz 2 - l)dz = 0
11. Va 2 + z 2dy + (z + y - Va 2 + z2)dz = 0 aE R
12. (Z2 + 2z - 1)y' - (z + l)y = z - 1
13. zlogzy' - y = z3(3logz -1)
14. (a 2 - Z2)y' + zy = a 2 a E R
z3 - 2
15. Z(z3 + l)y' + (2Z3 - l)y = - -
z
16. y' - ~ = eZ ( z + 1
z+l
t
n EN
1- 4z
17. (2z - l)y' - 2y = 2
Z
2
18. (3z 2 - 2z)y' - (6z - 2)y + -(9z - 4) = 0
z
1.21 Find solutions of the following Cauchy problem.

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

3. y'{z cos y + sin2y) -1 = 0 y{-2) = 1r

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

3. (I + z2) log{l + z2)y' - 2xy = log{l + z2) -


- 2x arctan z lim y{ z)
z-+-oo
=- ~
2
, z 1. 1 z 1
4. y - e y = - sIn - - e cos- lim y{z) = 2
z-+-oo
Z2 Z Z
5. y' - ylogz = -(I + 2logz)z-Z lim y(x) = 0
z-+oo

1.26 Find bounded solutions of the following differential equations.

1. y' - 2xy = cos z - 2x sin x


2. 2)zy' - y = - sin';; - cos';;
3. y' - ylog2 = 2sinz{cos x-I) log 2
1.27 It is known that the equation,

y' + p(x)y + q(x) = 0

has the particular solutions


1. Differential Equations Solvable by Quadrature 17

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

y' + ay = f(z) a E R+, If(z)1 < M, f(z) E C(R).

a) Find the bounded solution of this equation.


b) Prove that the solution found in a) is periodic if f( z) is periodic.
1.29 Find solutions of the following equations.

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

1.30 Find solutions of the following Cauchy problems.

1. zy' + y = y2logz y(l) = 1


18 Problems

2. y' - 9z 2y = Z2(Z3 + l)yl y(O) =0


3. 2zyy' + Z2 - y2 = 0
a) y(O) =0 b) y(O) = 1 c) y(l) = 0
1.31 Interchanging dependent and independent variables find solutions
of the following equations.

1. y'(Z2 y 3 + zy) = 1
2. zy'( Z2 + 2y 3) - 2y4 = 0
3. y' = frac(1 + y)2 Z (Y + 1) - Z2

4. y'z3 sin y = zy' - 2y


5. (2z2ylogy - z)y' - y = 0
6. z2 y n y, = 2zy' - y (n f:. 2)

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

12. 3z 2(1 + logy)dz + (:3 _ 2Y) 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.

1. ( 2zy + Z2 y + ~3) dz + (Z2 + y2)dy = 0 I" = 1"( z )

2. (1- z2y)dz + z2(y - z)dy = 0 I" = I"(z)


3. (z + y2)dz - 2zydy = 0 I" = I"(z)
4. 2zylogydz + (Z2 + y2J1 + y2)dy = 0 I" = I"(y)
5. (z + sin z + sin y)dz + cos ydy = 0 I" = 1"( z )
6. (2zy2 - 3y3)dz + (7 - 3zy2)dy = 0 I" = I"(y)
7. (2z2y - 2y + 5)dz + (2z 3 + 2z)dy = 0 I" = I"(z)
8. (z2 + y)dz - zdy = 0 I" = I"(z)
9. y(l + zy)dz - zdy = 0 I" = I"(z)
10. 2zydz + (3y2 - z2 + 3)dy = 0 I" = I"(y)
11. (1 + 3z 2 sin y)dz - z cot ydy = 0 I" = I"(y)
12. (z3 y2 + y)dz - (z2 y3 + z)dy = 0 I" = I"(zy)
13. (2 X 3 + 3x 2y + y2 - y3)dz + (2 y3 + 3zy2 + x 2 - z3)dy =0
I" = I"(z + y)
14. xy 2dx + (z2 y - z)dy = 0 I" = I"(xy)
15. (3z + 2y + y2)dz + (z + 4xy + 5y2)dy =0 I" = I"(z + y2)
1. Differential Equations Solvable by Quadrature 21

16. (3y2 - z)dz + (2y2 - 6zy)dy = 0 J.L = J.L(z + y2)


17. (x - zy)dz + (y + z2)dy = 0 J.L = J.L(Z2 + y2)
18. (x 2 + y2 + l)dz - 2zydy = 0 J.L = J.L(y2 - Z2)

2. Differential equations of the form F(z, y, y') = o.


1.42 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')

1.43 Solve the following differential equations.

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

1.44 Find the solution of the equation

yl2 + 2xy' + 2y = 0
which crosses the y axis at the angle ~.
1.45 Find the integral curve of the equation

2yy' - x(yl2 + 1) - y'4 + 3y12 = 0


passing through the point (0, -1) and having in this point the straight
line y + 1 = 0 as its tangent line.
1.46 Derive the equation of the plane curves with the property that the
area of the trapezium formed by the coordinate axes, the tangent line
and the ordinate of the point of contact is a 2 • Find the curve, which
passes through the point (a, a), a E R.
1.47 Derive the equation of the plane curves with the property that
the segment of the tangent line bounded by the coordinates axes is
constant and equal to a.
1.48 Derive the equation of the plane curves with the property that
their tangent lines determine, together with the coordinate axes, a tri-
angle with the area equal to 2a 2 •
1. Differential Equations Solvable by Quadrature 23

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

y'(z) = J(z,y(z),y(z - T))

with constant delay T > 0 and the additional condition


y( z) = <1>( z ) for Zo - T ~ Z ~ Zo.

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.

1. y'z=6y(z-1)+y(z) ZE[1,3], y(z)=z+1


for 0 ~ z ~ 1
2. y'(Z)=2y2(Z-2)+y(z) zE[0,4], y(z)=z
24 Problems

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

y'(z) = J(z,y(z),y(z - T),y'(Z - T»

with constant delay T > 0 and the additional condition

y(z) = 4>(z) forzo - T ~ Z < ZOo

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.

1. y'(z) = 2y(z) - 2y(z - 3)y'(z - 3)y2(z) Z E [0,6], y(z) = z +3


for -3 ~ z < 0
1, 1 1 1
2. y'(z) = y(z) + y(z - 2")Y (z - 2")Y(z) z E [-2"' 2"]' y(z) = 1
1
for -1 -< z <--
- 2

3. N -th order differential equations solvable by reduction of


order.
1.56 Find a solution of the differential equation,

y(n) = J(z) J E C([a,b])

and solve the Cauchy problem,

y(i)(Zo)=yg j=0,1, ... ,n-1, zE[a,b]

h
were Zo, Yo,
OI
Yo, ... , Yon-l are gtven

real numb ers.
1. Differential Equations Solvable by Quadrature 25

1.57 Solve the following differential equations.


" 4 sin z 8 sin 2z
1. y =--:--
cos 3 Z cos 3 2z
2. ylll = logz
3. ylll = Z + cos z + sin z
4. y" = 1 + tan 2 z
5. y" = arcsin z + z
v'1- z2
" 2Z2
6. Y = (Z2 + 1)2
1.58 Find solutions of the following Cauchy problems.

1. y" = z + sinz yeO) = 1, y'(O) =0


2. ylll = IO:2z y(l) = 0, y'(1) = 1, y"(l) =2
3. y" = --e·
Z3
0 = 1, y '( 0) = 0
4 _ a. y ()

4. ylll = ze yeO) = y'(O) = y"(O) = 0


lll

5. y'" = zlogz y(l) = y'(l) = y"(l) = 0


6. ylll = z y(l) = y'(l) == y"(l) = 0
(z + 2)5
1.59 Show that the order of the differential equation

F(z, y(1c), y(1c+ 1 ), ••• , yen»~ =0 k<n

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.

1. 4y' + y,t2 = 4zy" yeO) = 0, y'(O) = -1


2. (1 + Z2)yll - 2zy' = 0 yeO) = 0, y'(O) = 3
3. zy" = VI + yt2 y(l) = 0, y'(e 2) =3
y' 1
4. y"(l + logz) +;- = 2 + logz y(l) = 2' y'(l) =1
, , 1
5. y" = ~(1 + log~) y(l) = -, y'(l) = 1
z z 2
6. 2y' + (yt2 - 6z )y" = 0 y(2) = 0, y'(2) = 2
y' Z2
7. y" = - + - y(2) = 0, y'(2) = 4
z y'
8. y" = y'logy' yeO) = 0, y'(O) = 1
9. 2y" log y' = y' y(l) = -6e- 2, y'(l) = e- 2
1.62 Consider the equation

F(y, y', ... , yen»~ = o.


Show that by the change of variables y' = p(y) the order of equation
decreases by one.
1.63 Solve the following equations.
yt2
1. y" - - - yy' =0
y
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1. Differential Equations Solvable by Quadrature 27

2. 2yy" - 3y12 = 4y2


3. yy" - yl2 - 2yy'log y =0
4. yy" - yl2 + y,3 = 0
5. y,l2 - 2y'ylll + 1 = 0
6. y" = y'(l + yl2)
7. y" = 1 + yl2
8. 1 + yl2 - 2yy" = 0

1.64 Solve the following Cauchy problems.

1. 2y12 - y"(y - 1) = 0 y(2) = 2, y'(2) = 1


2. 1 + yl2 = 2yy" y(l) = 1, y'(l) = 1
3. yy" + yl2 _ y'3 = 0 y(O) = 1, y'(O) = 1
4. y" - yl2 y'(Y _ 1) = 0 y(O) = 2, y'(O) = 2
5. 3y'y" = y + yl2 + 1 y(O) = -2, y'(O) = 0
6. yy" + yl2 + 1 = 0 y(O) = 1, y'(O) = 1
1 1
7. y" - yl2 + y = 0 y( 1) = - 4"' y' ( 1) = 2"
eY 1
8. y" + - 2y' - 2yy12 y( - -2 ) = 1, y'(-~) = e
=0
y e 2e
9. 1 + yy' + yl2 = 0 y(l) = 0, y'(l) = 1
10. (1 + yy')y" - (1 + yl2)y' = 0 y(O) = 1, y'(O) = 1
1.65 Consider the differential equation
y' y(n)
F( z, -, ... , - ) = O.
Y Y
Show that by the change of variables, JL '11
= u, the order of equation
decreases by one.
1.66 Solve the following differential equations.

1. zyy" + zyl2 - yy' = 0


2. z2 yy" - (y - zy')2 = 0
3. yy" - yl2 _ 15y2 JZ = 0
, 12
4. y" + !. + J!.... - 'L = 0
Z Z2 Y

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28 Problems

5. zyy" + zyl2 - 2yy' = 0


6. (z2 + l)(yl2 - yy") - zyy' =0
7. zyy' - zyl2 - yy' = 0
8. y'ylll - 3y'12 = 0
9. yy" = yl2 + y'Vy2 + yl2
10. yy' = Vy2 + yl2y" - y'y"
11. z2 yy" - 2z2y12 + zyy' + y2 = 0
12. yy" _ yl2 _ y2y' = 0
13. y2 + yl2 _ 2yy" = 0 y(o) = 1, y'(O) = 1
14. 2yy" - 3y12 - 4y2 = 0 y(O) = 1, y'(O) = 0
15. 2yy" + y2 _ yl2 = 0 y(O) = 1, y'(O) =1

1.67 Consider the differential equation

F(y, zy', Z2 y", ... , zny(n» = o.


Show that by the substitution Izl = e t , one obtains an equation which
order can be reduced by one.
1.68 Solve the following differential equations.
1. z2 yy" + Z2 y12 - zyy' = 0
2. z2 yy" + Z2 y12 - 5zyy' + 4y2 = 0
3. z2 yylll - 3z 3yy'y" + 2z 3y'3 + z2 y 2y' _ z2 y 12 _ y3 = 0
4. z3yylll + 3z 2y'y" = 0 -
5. Z2(yy" - yl2) + zyy' = yvZ2 y12 + y2
6. z2 yy" - Z2 y12 - zyy' = 0
7. z2 yy" + Z2 y12 - 2zyy' = 0
8. z2(2yy" - yl2) = 1 - 2zyy'
9. z2 yy" - (y - zy')2 = 0
10. z2 yy" - 2z2y12 + zyy' + y2 = 0

1.69 Consider the differential equation


y y,, ,
F( -, zy,, ... , z n-l y (n» -
- 0
.
z
1. Differential Equations Solvable by Quadrature 29

Show that by the change of variables y = ux, one obtains an equation


which order can be reduced by one.
1. 70 Solve the following differential equations.

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

5. yy" - 2xyt2 = 0 y(2) = 2, y'(2) = ~


6. - 2yy") = 4x 3yy' + 1
X 4 (y'2

7. x 2yy" + x 2yt2 - 5xyy' + 4y2 = 0

1. 71 Solve the following differential equations.

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

Existence and Uniqueness Theorems

Preliminaries
Definition 2.1 A set X equipped with a metric

which satisfies the conditions (the axioms of the metric)

1. d(z,y) = 0 {:} z = y, Vz,y EX

2. d(z,y) = d(y,z) Vz,y EX


3. d(z, z) S; d(z, y) + dey, z), Vz, y, z E X (the triangle inequality)

is called the metric space.


Definition 2.2 A sequence {Zn}neN of elements of the metric space
(X, d) is called fundamental, if Vf. > 0, 3N such that Vn, m > N,
d( Zm, zn) < f..
Definition 2.3 A sequence {Zn}neN C X is convergent if it has a limit
z E X such that Vf. > 0, 3N such that Vn > N, d(zn, z) < f..
Definition 2.4 metric space (X, d) is called complete, if every funda-
mental sequence is convergent.
Definition 2.5 We say that the set M is equipped with a linear vector
space structure (is a linear space) over the field K if the following two

30
2. Ezistence and Uniqueness Theorems 31

operations are defined in M:

+:M xM --+ Mj (z, y) 1-+ Z + y


.:K x M --+ Mj (A, y) 1-+ A . y

with the properties:

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

4. For any element z E M there exists the opposite element -z


satisfying z + (-z) = 8

5. 1· z = z \:Iz E M

6. A(/LZ) = (A/L)Z \:Iz E M, \:lA, /L E K

7. (A + /L)z = AZ + /LZ \:Iz E M, \:lA, /L E K

8. A(Z + y) = AZ + AY \:Iz, y E M, \:IA E K


Definition 2.6 In the linear space X, the mapping

satisfying,

1. II Z 11= 0 ¢} Z = 8

2. II AZ 11= IAIII Z II \:Iz E M \:IA E K

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

is the metric induced by the norm.


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32 Problems

Definition 2.8 A complete, normed linear space is called the Banach


space.
Definition 2.9 Let (z, d) and (Y,8) be metric spaces, with the metrics
d and 8, respectively. We say that the mapping
I: (X, d) +- (Y,8)
satisfies the Lipschitz condition, if there exists L > 0 such that
.
8(f(z),I(Y)) ~ Ld(z,Y)j Vz,y EX

L is called the Lipschitz constant.


Theorem 2.1 (Banach) Let (X, d) be a complete metric space and 1 :
(X, d) +- (X, d) a contraction, i.e. the mapping for which 3a E R,
o < a < 1 such that
d(f(z),I(Y)) ~ ad(z,Y)j Vz,y EX

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)

where Zn = I(zn-I}; Zo is an arbitrary element of (X, d), and z is the


unique fixed point of I.
Theorem 2.2 (Picard) Let
1. 1 E 0(0), n = [zo - a, Zo + a] x [Yo - b, Yo + b), a, b > 0,
2. 1 satisfies the Lipschitz condition in Y variable, with the Lipschitz
constant L,

3. h = min(a, t),M = maxll(z,Y)I.


n
Then, the Cauchy problem,

= 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

1. IE C(O, Rm), I = (It, ... , 1m) 0 = {(x, y) E Rm+l: Iz - Zol ::;


aj IYl - y~1 ::; rl, ... , IYm - y!1 ::; rm}

2. Ii, i = 1, ... , m satisfy the Lipschitz condition in the y variables

3. h = min( a, II/~II' ... , 11/:11)


Under these conditions, the Cauchy problem (2.1), (2.2) has a unique
solution in

y = {y E C([zo - h], [xo + h],Rm):1I Yi - Y? II::; ri,i = 1, ... ,m}.


This solution can be found by the iteration method, starting with any
element Y E Y.
Theorem 2.4 Let
1. I E C(O, R), 0 = {(z, y) E Rn+1: Iz - zol ::; aj Iy - yol ::;
rl, Iy' - y~1 ::; r2, ... , Iy(n-l) - y~n-l)1 ::; rn}.

2. I satisfies the Lipschitz condition with respect to y, y', ... , y(n-l).


3. h = IDl· n(a '1'2+lyol'···'
---..!L- ..!7l...)
11/11 •
Then, the Cauchy problem
yen) = I(z, y, y', ... , y(n-l») (3)
y(zo) = Yo, y'(zo) = y~, ... , y(n-l)(zo) = y~n-l) (4)
has a unique solution in
y = {y E C([zo - h], [zo + h]) : Iy(i)(z) - y~i)1 ::; ri, i = 0, ... , n - I}.
This solution can be found by the iteration method.
Theorem 2.5 Consider two Cauchy problems

y' I(z,y), y(zo) = Yo (5)


z' g(z, z), z(xo) = Zo (6)
I,g E C(O, R n), 0 ~ R x Rn, (zo, Yo), (xo,zo) E O.
If 1
E C(O, Rn) and satisfies the Lipschitz condition in the variable
y (with the Lipschitz constant L), then the solution of the Cauchy
problem depends continuously on Zo, Yo and
34 Problems

where Xo < xo, M = maxl/(x, Y)I, I/(x, y) - g(x, Y)I < € in O.


o
Theorem 2.6 If 1 E om(o), then the solution of the Cauchy problem
(2.5), (2.6) belongs to the class om(o) with respect to Xo and Yo.

Problems and Exercises


2.1 Let Rn be a set of all elements of the form x = (Xl, X2, ... , x n);
Xi E R, i = 1, ... , n. Show that the following mappings represent
metrics in R n.
n
a) 6(x,y) = L:IXi - Yil
i=l
n

b) d(x, y) = L:(Xi - Yi)2


i=l

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

d(f,g) = max I/(x) - g(x)1


zE[a,b]
+ zE[a,b]
max If'(x) - g'(x)1 +
... + zE[a,b]
max It<lc)( x) - g(lc) ( x) I

is a complete metric space.


2.8 Let n ::) Rn be a bounded domain. Show that the spaces 0(11, R),
0(11, C) are Banach spaces with the uniform norm.
2. Existence and Uniqueness Theorems 35

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

a) 5(z, y) = L:IZi - Yil


i=l
n
b) d(z, y) = L:(Zi - Yi)2
i=l

Show that the following mappings satisfy the Lipschitz condition, with
respect to the indicated variables. Find the Lipschitz constant.

a) I: 0 c (R3,5) -+ (R2,p), (z,y,z)..-+ (y2 - z2,y2 + Z2)


n = {(z,y,z) E R3: Izi < 5, lyl < 3, Izl:::; 2}
with respect to(y, z)
b) I: 0 C (R3,5) -+ (R2,5), (z,y,z)..-+ (y2 - z2,y 2 + Z2)
o is the same as in a)
with respect to (y, z)
c) I: 0 C (R3,5) -+ (R2,d), (z,y,z)..-+ (y2 - z2,y2 + Z2)
o is the same as in a)
with respect to (y, z)
d) I: 0 c (R3,5) -+ R, (z,y,z)..-+ Z2 + 2siny + 3z 2
0= [0,1] X [-2,3] X [6,8]
with respect to (z,y,z)
e) l:nC(R3,p)-+(R2,5), (z,y,z)..-+(-2zYZ+y2,-2zy2)
36 Problems

11={(z,y,z)ER3 :1<z<3, O<y<5 -3<z<1}


with respect to (y,z)
f) I: 11 C (R3 ,8) -+- (R2 ,p), (Z,y,Z) r-+
r-+ ((COS Z + 1)y + x 2Z - 7, (1 - x)y + z sin x + e Z
)

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

2.15 Show that the mapping 1 : 11 C (R2, d) -+- R, where 11 is bounded


and closed, 1 E 0(11), and U
is continuous in 11 satisfies the Lipschitz
condition with respect to y. What happens if 11 C (R2,8), or 11 C
(R2, p)?
2.16 Let 1 E 0(11), U
E 0(11), 11 C R2 and bounded. Can 1 be a
Lipschitz mapping? Explain the answer.
2.17 Let 1 E 0(11), U
E 0(11),11 is not bounded. Can 1 be a Lipschitz
mapping?
2.18 Show that the mapping

1. satisfies the Lipschitz condition if

11 = {(x,y) E R2 : a::; z::; b, ex::; y::;,B},

2. satisfies the Lipschitz condition in any bounded domain,

3. does not satisfy the Lipschitz condition if 11 = R2.


2.19 Show that I(x, y) = y~ does not satisfy the Lipschitz condition
with respect to y if 11 = {(x,y) E R2 : Ixl < 1,0::; y::; 1}.
2.20 Let Lip(n) be the set of all Lipschitz functions

I: 11 C (Rn, d) -+- (Rm, 8).


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2. Existence and Uniqueness Theorems 37

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

I(x) = Vi; 0<x <1


I(x) = Vi; 1<x <2

2.23 Show that if the function I : n c Rn -+ R, where n is an


open domain, has continuous first partial derivatives, then it is local
Lipschitz.
2.24 Does the function I: n c (R2,p) -+ R, n = [a,b] x R, (x,y) 1---+
I(x,y) = p(x)y + q(x), p,q : [a,b] -+ R, p,q E C([a,b]) satisfy the
Lipschitz condition?
2.25 Using the formula of finite increments (Lagrange formula), find
the sufficient condition for the mapping

I: n c (Rn, <5) -+ (Rn, <5)

to be a contraction.
2.26 Find a real parameter A such that the following mappings are
contractions

a) f(x) = A [ 0.7 -0.3] [ Xl ] +[ a ]


-0.1 0.9 X2 b
x E R2, a,b E R
b) I(x) = sinh(x) + A(3 - x), x E R.

2.27 Is the mapping

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

equation I( z) = 0 has a unique solution. Present a method of finding


this solution.
2.30 Study solvability of the equation I( z) = 0, z E R.
2.31 Using Banach theorem, show that the Kepler equation

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

Zi = AL ai"ZIe + bi, i = 1,2, ... ,n


1e=1

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

</>(Z) = A In K(z,y,</>(y»dy+ I(z)


where n c Rn is a bounded domain, A E R, 1 E C(O). Consider the
following cases

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

2.37 a) Discuss solvability of the integral equation

b) What can be said about the case A = 3?


2. Existence and Uniqueness Theorems 39

c) In the case A = 110, compute the first two successive approxima-


tions (except </>0) and estimate the error made if the second approxima-
tion is taken as a solution.
2.38 Discuss solvability of the integral equations

r1 1
a) </>(x) = 2 10 [1 + xy + 2"cos(x</>(y»]dy + sin x

b) </>(x) = A fo2[x 2 + </>2 (y)]dy + 5x


c) </>( x) = A fo1r [1 + x</>(y) sin y + el/l{Y»)dy + e:e

2.39 Consider the integral equation

a) Using Banach fixed point theorem, study the solvability of this


equation.
b) The equation possesses two solutions </> = and </> = t. Explain°
why this does not contradict the results of a).
2.40 Study solvability of the integral equations.

a) </>(Xl,X2) = 3 101101[1 + X1Y2 + </>2(YbY2)]dY1dY2 + x~ + X2


b) </>(x) = In K(x,y,</>(y»dy-1
where n = [0,2] x [0,2] x [0,2]; K E C(n x n x [-r, r]
and K(x,y,</>(y» = 1 + sinx1Y3</>(Y1,Y2,Y3)
c) </>( Xl, X2, X3) =

= 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

n= [0,1] x [0,1] x ... [0,1] ERn.


40 Problems

2.42 Compute the first three successive approximation of the solution


of the integral equation

4>( Zt, Z2, ... ,Zn) = 0.2 fa1 fa1 •.. fa1 4>2(yt, Y2, ... ,Yn)dY1 ... dYn + 1.
2.43 Consider the integral equation

4>(z) = A In K(z,y)4>(y)dy+ J(z)


where K E 0(0 x 0), n eRn, J E 0(0), A E R.
a) Derive the existence and uniqueness theorem for solutions of this
equation.
b) Using the iteration method, find a solution of this equation.
2.44 Study existence and uniqueness of solutions of the following in-
tegral equations. Find the first three successive approximations and
estimate the error.

a) 4>( z) - 0.2 fa1 zY4>(y)dy = Z2,

b) 4>(z) - A foA K(z,Y)4>(y)dy = 1

h K( z y) - { lz(a - y)j 0 ~ z < y


were
~y( a - z)j y < z ~ a
A
, -

c) 4>(z) - 0.1 fo1 K(z,y)4>(y)dy =1


Zj 0 <z ~ y
whereK(z,y) ={ Yj Y
<1
< z_
2.45 Compute resolvent kernels and using them find solutions of the
following integral equations.

a) 4>( z) - 0.2 fa1 zy4>(y)dy = Z2


r 1 1
b) 4>(z) = A10 [zy - 2"(z + y) + 3"l4>(y)dy + J(z)

c) 4>(z) = A faw cos(z + y)4>(y)dy + J(z)


2.46 Find resolvent kernels and solutions of the following equations.

a) 4>(zt, Z2) = A fa1 fa1 ZlY24>(yt, Y2)dy1 dY2 +1


2. Existence and Uniqueness Theorems 41

b) 4>(Z1,Z2) = /(Zl,Z2) + A10110\1 + Z2 + Y1)4>(Y1,Y2)dY1dY2


c) 4>(Zl,Z2,Z3) = ZlZ2Z3 +

+0.01 102102102 Z2Y1Y34>(y1, Y2, Y3)dY1 dY2 dY3

2.47 Using Banach theorem, formulate the existence and uniqueness


theorem for solutions of the following system of Fredholm integral equa-

In
tions
4>(Z) = A K(z,y,4>(y))dy+ /(Z)
where
1. nCRn is bounded and measurable,

2. /: 0 --+ Rmj / = (/1,/2, ... ,/m),


3. K : 0 x 0 X 1"1 X ••• X 1,,_ --+ Rm, K = (K1,K2, ... ,Km ),
I", := [-ri, ri], i = 1,2, ... , m,
4. A E R
are given and 4> belongs to 0(0, Rm), 4> = (4)1, 4>2' ... ' 4>m).
2.48 Using the results of the previous problem, investigate solvability
of the following systems of Fredholm integral equations.

a) { 4>l(Z) = A J~[z + 4>l(Y) + 4>~(y)]dy + 7z


4>2(Z) = AJ~[Z2 + 4>~(Y) + 4>2(y)]dy - 3z +2
b) { 4>l(Z) = 0.5J;"[Z2 + 4>l(y)sin(y) + cos(4)2(y))]dy - 5
4>2(Z) = 0.5J;[1 + 4>~(y)]dy
c) { 4>l(Z) = AJ~[4>2(Y) + cos(z4>l(y))]dy
4>2(Z) = A J~[z + 4>1 (y)4>2(y)]dy + 1
4>l(Z) = J;[1 + z24>Hy)]dy - 1
d) { 4>2 ( z) = J; 4>~(y )dy
4>3(Z) = J;[ysin4>3(y) + 4>2(y)¢1(y)]dy + Z

2.49 Find the first two successive approximations and estimate the
error for the system.
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42 Problems

2.50 Discuss solvability of the following systems of integral equations


and compute the first three successive approximations.

) { 4>l(Z) = AJ~ J~[4>~(Y) + 4>2(y)]dy


a 4>2(Z) = AJ~ J~[l + 4>Hy)4>2(y)]dy, Z,Y E R2
b) { 4>l(Zh Z2) = J; J; 4>~(Yl' Y2)dy1dY2 + Zl + Z2
4>2(Zl, Z2) = J; J; 4>HYh Y2)dy1dY2 - 1
4>l(Z) = J~ .. . J~[4>~(Yl' ... ,Yn) + l]dYl ... dYn + 5
c) { 4>2(Z) = J~ ... J~ 4>l(Yb··., Yn)4>2(Yh ... , Yn)dYl ... dYn - 7
Z E Rn

2.51 Consider the following system of integral equations.

a) Discuss solvability of this system.


b) Observing that the system possesses two solutions, namely, (0,0)
and (~, ~) explain why it does not contradict the results of a).
2.52 Investigate solvability of the following system.

4>l(Z) = J~ J~ J~[Z2 + 4>2(YhY2,Y3)]dy1dY2 dY3 + ZlZ2


{ 4>2(Z) = J~ J~ J~{Z~Y34>~(Yl' Y2, Y3)-
- sin[4>l(Yh Y2, Y3)4>2(Yl, Y2, Y3)]}dy1dY2dY3 + 2

Z = (Zb Z2, Z3)


2.53 Consider Volterra integral equation of the second kind

4>(Z) = Ala: K(z,y,4>(y»dy+ f(x), Z E [a,b]

where

1. K E C([,b] X [a,b] X [-r,r],R), IK(z,y,z)1 ~ M

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

4>(x) = A itll K(x,y)4>(y)dy + f(x), x E [a,b]

be Volterra integral equation, where K E C([a, b] x [a, b]), f E C([a, b]).


Show that this equation has a unique solution for any A E R.
2.55 Using the iteration method, find the solution of the linear integral
equation,
4>(x) = Aitll K(x, y)4>(y)dy + f(x)

2.56 Find the conditions under which the following integral equations
possess unique solutions,

a) 4>( x) = Inotll 1 1++y


4>2(y)
2 dy x E [0, b]

b) 4>(x) = 1 + fotll[y2 + 4>2(y)]dy x E [0,1]


1 r y
c) 4>(x) = 1 + x 2 - Jo 1 + x 24>(y)dy x E R
d) 4>( x) = (1 - xe 2t11 ) cos 1 - e2t11 sin 1 + fotll [1 - (x - y )e 2t11 ]4>(y )dy

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]

2.58 Consider the integral equation (called the Uryson equation)

4>(x) = Iotll K(x,y)4>(y)dy, x E [0,1]


44 Problems

where
1 1
ye~- j
K(z,y) ={
Zj

a) Show that for every c E R the function 4>(z) = ;, z f:. 0 is a


solution of this equation.
b) Apply Banach theorem to this equation.
c) Explain why the results of a) and b) do not contradict each other.
2.59 Let

a) Show that this equation possesses a unique solution in 0([0,1])


and find this solution.
b) Verify that the function

4>(z) = Ozz-l VO E R

is also a solution of this equation.


c) Explain the results of a) and b).
2.60 Show that if 4> is a solution of the integral equation

4>( z) =~ (z zy2 4>(y)dy _ ~ arctan Z2


7r Jo Z6+ y2 7r z2

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

faa: K(z,y)cp(y)dy= I(z) I(a) = 0, z E [a,b]

can be transformed into Volterra integral equation of second kind.


2.63 Solve the integral equations.

2.64 Let

cp(z) = A loa: K(z,y)cp(y)dy+ I(z), z E [O,a]

be a linear Volterra integral equation.


a) Show that the resolvent kernel K:(Z,yjA) satisfies the integral
equations

K:(z, Yj A) = K(z, y) + A ~a: K:(z, Sj A)K(s, y)ds

and
K:(z, Yj A) = K(z, y) + A ~a: K:(s, Yj A)K(z, s)ds

b) Using one of these integral equations, prove uniqueness of the


solutions of the given systems.
c) On the basis of the results of b), show that the homogeneous
equation
cp(z) = Aloa: K(z,y)cp(y)dy
possesses only the trivial solution cp = O.
46 Problems

2.65 Find the conditions of existence and uniqueness of solutions of the


following integral equation,

4>(z, y) = Aloa: A(z, y, e)4>(e, y)de + Aloa: B(z, y, ",)4>(z, ",)d", +

+A loa: loY K(z,y,e,,,,)4>(e,,,,)ded,,, + f(z,y)

where y E [0, b], A, B, K E C(O x 0), f E C(O) are known and 0 =


°: ;
{(z, y) : z ::; a, °: ;
y ::; b}.
Hint. Apply Banach theorem.
2.66 Under which conditions the Volterra integral equation of first kind

can be reduced to the integral equation considered in the previous prob-


lem.
2.67 Investigate solvability of the following integral equations and sys-
tems of integral equations.

1. 4>( z, y) = 1 + A loa: loY (", - ze)4>(e,,,, )ded""


z E [0, a), y E [0, b)
2. 4>(z, y) = z + Aloa: loY (2ey - z2",)4>(e, ",)ded""
z E [0,2], y E [0,3]
3 {4>l(Z) = 1 + AI;[z",4>~(",) - 4>l(",)]d"" z E [0,1]
· 4>2 (z) = z - AI; {z sin[",4>2 (",)] + ",z3}d",
4 { 4>l(Z) = I;[z4>t(e) - ",24>~(e)]de, z E [0,2]
• 4>2(Z) = 3 + I;{z4>He) + 1}de
5 { 4>l(Z) = 1 + A I; [z4>H",) + ",24>2(",)]d"" z E [O,a]
· 4>2(Z) = Z + AI;{",4>l("') + 4>2(",)2}d",

2.68 Show that the Volterra integral equation with the integral re-

i:
stricted from above and from below as follows

4>(z) = K(z,y)4>(y)dy+ f(z), z E [0, a)

K E C([-a, a) X [-a, aD f E C([-a, aD


2. Ezistence and Uniqueness Theorems 47

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

4>(z) = /~z K(z,y)4>(y)dy+ /(z) z E [O,a], 0:,/3 E R


2.70 Show that the unique solution 4> E C([a, b]) of the integral in-
equality
14>(z)1 < K lZI4>(s)lds K E R+ given

is 4> = O. Generalize this result.


2.71 Using Theorem 2.2 (Picard), study the solvability of the following
Cauchy problems.
a) y' = y2 - Z2 y(O) = 1
b) y' = sinzy + 2y y(O) = 0
c) y' = VY y(3) = 0
d) y'- 1
-zL,r y(1) = 2

2.72 Compute the first three successive a.pproxima.tions of the solutions


of the following Cauchy problems.
a) y'=Z2+ y2 y(O) = 1
b) y' = zy+ y3 y(1) = 0
c) y' = z - ~ y(1) = 0
d) y' = 3zy - 2e 211- 1 y(O) = ~
2.73 Find out if the assumption of Picard theorem are satisfied in the
following Cauchy problems.

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,

b) y' = y - ell-I, y(O) = 1

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.

a) y' = z + y2, y( 0) = 0 0::; z ::; t


b) y' = ~t~, y(O) = 0, 0::; z ::; t
2.78 Let I: 0 -+ R, 0 C R2 be a function with the property l(z,O) =
O,V(z,O) EO.
a) What are the conditions for 1 in order that the following impli-
cation holds,

!n~ a solution of the differential equation y' = I( z, y) } => y = 0


3z o such that y( zo) = 0
2. Existence and Uniqueness Theorems 49

b) For which of the following differential equations one may show


that j!xo such that y( xo) = 0 and such Xo exists only for y = O?

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.

a) y'= x 2 + 2y2 y(1) = 2


b) Y, = ycos x + --, 1 y (7r)
- =0
cscx 4
c) y' = xy + eY- 3 , y(O) = 3

2.81 Investigate the existence and uniqueness of solutions of the fol-


lowing Cauchy problems and if the solution exists - find it.

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

y' = Vy2 - 1, y(O) = 1


z' = v'Z2 + 1, z(O) =0
Assuming that the existence and uniqueness theorem holds, show that
y' = z, z' = y.
b) Find the solution of the problem using the result of a) and the
iteration method.
2.83 Investigate solvability of the Ca.uchy problem
y' = I(z, y), y(a:o) = Yo
if
1 E O([a, b] x [c, d); R)
How a, b, c, d should be chosen to make the solution is well defined?
2.84 Study the solvability of the following Ca.uchy 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

2.85 Under which conditions the Cauchy problem

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

xy' = (cos x + 1)y - x 2 Z - 7


{ xz' = (1- x)y + zsinx + eIB
y(1) = 1, z(1) = 0
has a unique solution for x E (0,00).
2.87 Consider the following Cauchy problem

a) Show that this problem possesses a unique solution in any interval


containing the origin.
b) Using the iteration method, find the first three successive ap-
proximation of the solution.
2.88 Consider the system of differential equation,

y' = z
{
z' = 2y3

with the initial condition

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

y(O) =A z(O) = A2, A E R given.


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52 Problems

2.89 Consider the system of differential equations

{ ~-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.

a) y" + zyt2 = 0 y(1) = 0, y'(1) = 2


b) y" - y' sin z + e vy = z Z
y(O) = 0 y'(O) = -1
c) d2y _ (dY )2 ( ) y'(O) = -1
dz 2 - - dz ' y 0 = 1,

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2. Existence and Uniqueness Theorems 53

2.93 Show that the Cauchy problem


2
y" - - - y ' + x 2y = x3 + 1 yeO) = 0, y'(O) =7
x+1
has a unique solution in the interval (-1, +00).
2.94 The differential equation y" = (1- y2) ~ is satisfied by the function
y( x) = 1. Is this function the only solution for which y( xo) = 1?
Does this fact come in conflict with the existence and uniqueness the-
orem?
2.95 Find the first three successive approximations of the solutions of
the following Cauchy problems.

a) y" + xyt2 =0 yeO)= 0, y'(O) = -2


1
b) y'" - 2xy = 0 yeO) = 2' y'(O) = 1, y"(O) = 1
c) y" + y'2 _ 2y = 0 yeO) = 1, y'(O) = 0

2.96 Using the iteration method find the solution of the following
Cauchy problems.

a) y" + xyt2 = 0 yeO) = 1 y'(O) = 0


b) y" + y = 0 yeO) = 0 y'(O) = 1
c) 2yy" = yt2 + 1 yeO) = 1 y'(O) = -1

2.97 Find the initial conditions such that the equations

a) (x - Y)Y"yIV = log xy'


b) y'y'" + VY" - 2x = tan y
c) y" + sin xy + ~2x - 1 = 0

possess unique solutions.


2.98 Find the intervals on which the solutions of the following Cauchy
problems are well defined.

a) yy" + yt2 = 0 yeO) = 1, y'(O) = -1


b) y" = xy y(1) = 0 y'(1) = 2
c) xy'" + y" + (x 2 - cos x)y = xell: + 1
y(1) = 0, y'(1) = 1 y"(1) = 2
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54 Problems

2.99 Solve the following two-point boundary 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])

2.100 Study solvability of the problem

y" = f(x,y) y(a) = 0 y(b) =0 f E C([a,b] x [-r,r]).

2.101 Using Banach fixed point theorem, study solvability of the fol-
lowing two-point boundary value problem

y" = f (x, y, y') y( a) = y( b) = 0


where

2.102 Using Banach fixed point theorem, study solvability of the prob-
lem

y" = f(x,y,z) y(a) = z(a) = 0


z" = g(x, y, z) y(b) = z(b) = o.
2.103 Using Banach theorem investigate solvability of the following
two-point boundary value problems.

a) y" + xy' - x 2y2= V1 + x 2 y(O) = 0, y(8) = 0


b) y" - x 2# + xy = sin x y(O) = 0, y(~) = 0
y" = ;Xy3 + x 2 y(O)
7r
c) = Y(2") = 0
2.104 Consider the boundary value problem

y" = e + y y(o) = z(O) = 0


Z

z" = siny - z y(b) = z(b) = O.

a) Study solvability of the problem.

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2. Existence and Uniqueness Theorems 55

b) Find b such that the problem possesses a unique solution.


c) For b = 110 , what can be said about solvability of the problem in
the set
1
Y = {(y, z) E C([O, 10])' R2) :11 y II~ 1, II z II~ I}.

d) The same question for b = 1.


2.105 Consider the boundary value problem

y" = sin(xy') yeO) = 0, y(~) = O.

Does this problem have solutions in the set

Using Banach fixed point theorem, investigate solvability of the fol-


lowing problems.
2.106
y'=/(x,y(y(x))) VXEIh=[-h,h],
{ IE C(Ih x I h) given
yeO) = Yo
2.107
{ y' = I(x, y(x), y( 4>(y(x)))) x E Ih
yeO) = Yo
where I E C(Il; R) and 4> E C(Ih x I h) are given.
2.108
{ y' = I(x,y(x),y(x - h)) "Ix E [a,b]
y(x) = 4>(x) "Ix E [a - h,a]
where f E (C([a, b] x R2), 4> E C([a - h, a]) are given and h E R+.
2.109
4>( x) = ..\ 10 1
K( x, y, 4>(y2))dy + 4>( x)
where K E C([O, 1] x [0,1] x R), f E C([O, 1]) are given.
2.110
y"=f(x,y(y(x))), y(a)=O y(b)=O
f E C([a, b] x [a, b])
56 Problems

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

where A, B are positive constants, then

This result is known as Gronwall lemma.


2.114 Prove the following version of Gronwall lemma.
If Xo < X17 U, v E O([xo, Xl], R+), 4> > 0, and if

4>(x) :::; A + i:(4)(s)u(s) + v(s))ds

where A > 0, then


4>(x) :::; AeI:o (u(.)+~)d..
2.115 Consider the pendulum equation

y" + sin y = 0.

For small oscillations this equation can be written as

y" + y = 0.

Estimate the difference between solutions of both these equations, if


the amplitude of oscillations is smaller than 20° during a period of
time equal to i.
2.116 Find the upper bound of the difference between two solutions of
the equation
y' = x + siny, x E [0,1]
2. Existence and Uniqueness Theorems 57

which satisfy the conditions y(O) = 1 and y(O) = 1.1, respectively.


2.117 Estimate the difference y(x, a) - y(x, 0) if y is the solution of the
problem
y' = a + cos y y(O) = 0, a E R
2.118 Estimate the difference Iz(x) - y(x)1 for Ixl < 1, if y and z are
the solutions of the problems

y' = (1 + '\)y - (2 + JL)x y(O) = 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.

Explain the fact that the solution y = - ~ is not continuous in m = 0,


even though the right hand side of the equation is regular.
2.120 Estimate the difference between the exact solution y and the
approximate one ii
, 1
a) y = -+
y
x, y(O) = 1
1
ii = 1 + x, O<x<-
- -4
b) y(O) = 1 y'(O) = 0
ii = ".
e IT , Ixl ~ 0.5
c) { y' =y- Z { y(O) =1
z, = xy z(O) = 0
{~ ~ + x + ;2 IXI ~ 0.1
CHAPTER 3

Linear Differential Equations

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

Otherwise, the system is called linearly independent.


Theorem 3.1 If Yt, Y2, •.• , Yn E Cn-l([a, b]) are linearly dependent, then
the Wronski's determinant (also called the Wronskian of the functions
Yt, Y2, •.. , Yn) is equal to zero identically, i.e.

Yl(Z) Y2(Z) Yn(z)


yf(z) y~(z) y~(z)
W[z; Yt, Y2, .. ·, Yn] = =0
(n-l)( ) (n-l)( ) y~n-l)(z)
Yl Z Y2 z

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 = C1Y1 + C2Y2 + ... + CnYn, Ch···, Cn E R

Theorem 3.3 H Y = Y is a solution of the inhomogeneous linear dif-


ferential equation L[y] = I, then the general solution of this equation
is n

Y = Y + LCiYi
1=1

where Yi, i = 1, ... , n is a fundamental system of solutions of the ho-


mogeneous linear differential equation L[y] = O.
To construct a solution Yof the equation L[y] = I, one uses the
method 01 variation 01 constants (Lagrange method), if a fundamental
system of solutions of homogeneous equation is known.
n
According to this method, if Y = LCiYi is the general solution of
,=1
the homogeneous equation L[y] = 0 one looks for Y of the form
n
Y(z) = L4>,(z)y,(z)
,=1
where the functions 4>1, 4>2, ... ,4>n are determined from the system
n
L4>az)y,(z) =0
,=1
n
L4>Hz)y;(z) = 0
,=1
n
L4>Hz)y~n-2)(z) =0
i=l
n
L4>~(z)y~n-l)(z) = I(z)
i=l
60 Problems

whose determinant is W[z; yt, Y2, • .• ,Yn] =I o.


Definition 3.3 If at, a2, . .. , an E R, the equation L[y] = f is called the
linear differential equation with constant coefficients.
Definition 3.4 The polynomial

g(r) = rn + alrn - l + ... + an-lr + an


is called the characteristic polynomial and the equation g( r) = 0 is
called the characteristic equation of the linear differential equation with
constant coefficients L[y] = O.
Theorem 3.4
1. If the characteristic equation g(r) = 0 has real and different
roots, then a fundamental system of solutions of the linear differential
equation with constant coefficients L[y] = 0 is

Yl (Z) = e"lZ ,Y2 (z) = e"2Z , ... ,Yn(z) = e""Z .


2. If the equation g( r) = 0, has also complex roots, r = a + ib
and r = a - ib, say, then to each pair of the conjugate complex roots
correspond two linearly independent solutions,

Yl(Z) = eozcoshz and Y2(Z) = eozsinhz.


3. If the characteristic equation g( r) = 0 has some multiple roots,
e.g. r = rl is a root of multiplicity p, then to rl correspond p linearly
independent solutions of the equation L[y] = 0

Yl = e"lZ ,Y2 -_ ze"lZ ... , YP = z p-l e"1'" .


4. If the characteristic equation g(r) = 0 has the multiple complex
roots, rl = a + ib and r2 = a - ib of multiplicity p, then the system has
2p linearly independent solutions

Yl = eoz cos bz, Y2 = ze oz cos bz ... , YP -- z p-l eoz cos bz,


Yp+l = eozsinbz, YP+2 = ze OZ sin bz ... , Y2p = zp-leozsinbz,
Theorem 3.5 Let Yo be a general solution of the linear homogeneous dif-
ferential equation with constant coefficients and Y a particular solution
of the inhomogeneous equation L[y] = f. Then the general solution of
the inhomogeneous equation is

y = Yo+ Y
3. Linear Differential Equations 61

and Y can be found by the method of variation of constants.


In some cases one can guess the form of the particular solution Y.
This often happens if the right hand side of the equation L[y] = f
has some particular form and in such cases Y can be found using the
method of undetermined coefficients.
Theorem 3.6 If the right hand side of the equation L[y] = f has the
form:
1. f( x) = eGZ Pm( x), where Pm is a m-th order polynomial in the
variable x, then

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

y~ + ailYl + ai2Y2 + ... + ainYn; i = 1,2, ... , n

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

W[X; Yi, 1'2, ... , Yn ] i= o.


Definition 3.8 A basis in K er L is called the fundamental system of
solutions.
Theorem 3.9 If Yi, 1'2, ... , Yn is a fundamental system of solutions, then
the general solution of the homogeneous system is

Theorem 3.10 If Yp is a solution of the system

Y' +AY= B, B =( b: ·n~ 1


where bi E C([a, bD, then the general solution of this system is
n

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

variation of constants. In a case of the system with constant coeffi-


cients
L[Y] = Y' + AY = 0, A = (ailc)~ aile E R
a fundamental system of solutions can be found by making use of the
ansatz

(1)

where at, a2, ... , an, r are constants.


The condition which guarantees that the system of linear differential
equations possesses solutions of the form (31) is that r is the solution
of the characteristic equation

an - r a12 aln
a21 a22 - r a2n
Ll(r) = =0

anI an2 ann-r

Theorem 3.11 If,


1. the characteristic equation has n real and distinct roots rl, r2, ... , rn,
then the fundamental system of solutions is given by (3.1) for r =
rl,r2,···,r n ;
2. the characteristic equation has the multiple root r = rl of mul-
tiplicity p, then to rl corresponds a part of the general solution of the
following form

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

One can use the method of variation of constant to determine a


particular solution Yp of the inhomogeneous system with constant co-
efficients.
If the matrix B has some special form (b i = eaz Pi(x), bi = eaz Pi(X) cos
or bi = eaZPi(x)sinbx, for example), one may try to find particular so-
lutions using the method of undetermined coefficients.

Pro blems and exercises


3.1 Check whether the following sets of functions are linearly indepen-
dent in G(l) (1 C R is indicated in each problem)

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

3. Generalize the above results.


3.4 Find relation between solutions of the equations

J(z) = 0
J(z) = Y

where J : X -+ Y, X, Yare linear spaces, and J is a linear mapping.


3.5 Consider the system of functions Yb Y2, . .. , Yn, Yi E C([a, bD which
does not contain the zero function. Assume that Yl, Y2, ... , Yn are or-
thogonal on [a, b], i.e.

Show that this system is linearly independent.


3.6 Are the following statements true? Explain why.
1. If the Wronskian of the system of functions Yl, Y2, ..• , Yn, Yi E
C(n-1)([a, bD is identically zero, then the functions are linearly depen-
dent.
2. If the system of functions Yl, Y2, ... , Yn, Yi E C(n-1)([a, bD is
linearly dependent, then the Wronskian is identically zero.
3. If the Wronskian of the system of functions Y1, Y2, ... , Yn, Yi E
C(n-1)[a, b]) vanishes in some points, then the functions are linearly
dependent.
3.7 Consider the differential equation

L[Y1= Y(n) + a1 Y(n-1) + . . . + anY = 0, ale E C([a, b]).

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

3. If Yb Y2, . .. , Yn is a fundamental system of solutions of the differ-


n
ential equation L[y] = 0, then Y = LCiYi, Ci E R is the general solution
i=1
of this equation.

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66 Problems

3.8 Consider the differential equation

L[y] = aoy" + alY' + a2Y = O.


ao, at, a2 E C([a, bD, ao =I 0, Z E [a, b]
1. Show that if yt, Y2 E K erL and form a fundamental system of
solutions, then W[Zj Yh Y2] is a solution of the differential equation

aoW' +a1W = 0

and the Abel-Ostrogradski-Liouville formula

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

W[Zj Yt, Y2, y] = O.


2. Form the second order differential equations which have as the
solutions

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

linear equation, whose fundamental system of solutions consists of these


functions.
3.11 Consider the linear differential equation

L[y] = yen) + aty(n-t) + ... + anY = f


where at, a2, ... , an, f E C([a, b]).
1. Show that after the change of independent variable

z = 4>( t), 4> E C([a, b]), 4>'( t) =I- 0, t E [0:,,8]

the equation is still linear.


2. For L[y] = 0, perform the transformation

y = Au+ B A,B E C(n)([a,b]), A(z) =I- 0, z E [a,b].

3. Perform the above change of variables with B = 0, i.e y = Au


and find A such that the new equation does not contain the n - I-th
derivative term.
3.12 Consider the second order differential equation

y" + py' + qy = 0 p, q E C([a, b]).

1. Make the substitution y = YtZ, L[Yt] = O.


2. Solve the equation.
3.13 Show that if p linearly independent solutions of the following
differential equations.

L[y] = yen) + aty(n-t) + ... + anY = 0 ale E C([a, b])

are known, then the order of this equation can be reduced by p.


3.14 Integrate the following differential equations if they possess the
indicated solutions.

1. Z2y'" - 3z 2y"+ 6zy' - 6y = 0 Yt = z, Y2 = Z2


2. zy'" - y" - zy' + y = 0 Yt = z, Y2 = e- z
1
3. z2(2z - l)y'" + (4z - 3)zy" - 2zy' + 2y = 0 Yt = z, Y2 = -
z
4. (z2 - 2z + 3)y'" - (Z2 + l)y" + 2zy' - 2y = 0 Yt = z, Y2 = Z2 - 1
68 Problems

3.15 Solve the following differential equations if they possess the indi-
cated solutions.

1. zy" - (2z + l)y' + 2y = 0 y = e Z


2. y" - 2(1 + tan2 z)y = 0 y = tanz
3. y" - y' tan z + 2y = 0 y = smz
eZ
4. zy" + 2y' - zy = 0
y = -
z
5. (Z2 - 1 )y" + 2zy' - 2y = 0 y = Z
6. Z2(z + l)y" - 2zy' + 2y =0 y =z
3.16 Integrate the following differential equations

1. zy" - (z + 3)y' + 2y =0,


if it has a second order polynomial as a solution
2. y" + y' - ! =0 y =z
z
3. zy" - zy' + ny = 0
if it has an n-th order polynomial as a solution
4. (e Z + 1)y" - 2y' - eZy = 0 y = e Z - 1
5. y" + 4zy' + (4z 2 + 2)y = 0 a ER y = eaz2 ,
6. Find a, bE R such that the differential equation
zy" + (z - 1 )y' + (az + b)y = 0
has a third order polynomial as a solution

3.17 Derive the conditions under which the differential equation

L[y] = aoy(n) + a1y(n-1) + ... + anY = 0


ale E C([a, b]), has solutions of the form

1. y = eZ
2. y =z
3.18 Consider the equation

L[ y ] = aoy(n) + a1Y(n-1) + . . . + anY = f

ale, f E C([a, b]). Show that


3. Linear Differential Equations 69

1. If a solution Y1 is known, then the equation can be reduced to


L[y] = O.
p p

2. If I = Lh, then Y = LYi, L[Yi] = Ii is a solution of the


i=l i=l
equation L[y] = I.
3. Assuming that a fundamental system of solutions of the equation
L[y] = 0 is known, integrate the equation L[y] = I.
3.19 Integrate the following differential equations, knowing that the
homogeneous equations possess the indicated solutions.

1. (2z + 1)y" + 4zy' - 4y = (2z + 1? Y1 = Z, Y2 = e- 2z


2. zy" - (2z + 1)y' + (z + 1)y = 2z 2e z Y1 = z 2ez , Y2 = eZ
3. zy'" - y" - zy' + y = _Z2 Y1 = Z, Y2 = eZ Y3 = e- z
4. (1 + Z3)y" - 3z 2y' + 3zy = 8(1 + Z3)2 Y1 = Z, Y2 = z3 - 2
eZ
5. zy" + 2y' - zy = e Z Y1 = -
Z
6. (Z2 + 1)y" - 2zy' + 2y = 2(Z2 + 1)2ez Y1 = Z, Y2 = Z2 - 1
e Z
7. zy"+2(1-z)y'+{z-2)y=2e z Y1=e z , Y2=-
z
3.20 1. Integrate the differential equation

L[y] == y" + (tanz - 2 cot z)y' + 2ycot 2 Z = 0

x E (O, i), knowing that y = sinz is a solution.


2. Find the solution of the initial value problem

3. Integrate the equation

L[y] = sin 2z.

3.21 Consider the differential equation

(Z2 - 1)y" + 2z(x 2 - 1)y' - 4y = O.

1. Find the solution of this equation of the form

ax+b
y= l' a,b E R.
z+
70 Problems

2. Integrate the equation.


3. Integrate the equation

(z2 - l)y" + 2Z(Z2 - l)y' - 4y = Z4 - 2Z2

3.22 Consider the differential equation

L[y] = (1 + Z2)2 ~~ + 2z(1 + Z2) ~: + 4y = O.


1. Change variables z = tan !.
2. Integrate the resulting equation.
3. Integrate the equation L[y] = 4 1 ;1112 •
3.23 Consider the n-th order differential equation

L[y] = aoy(n) + a1y(n-1) + ... + anY = 0


and its adjoint equation

1. Compute

<p(y, z) = I (zL[y] - yL*[z])dz.


2. Find the function z such that
d
zL[y] = dz <p(y, z), Vy E Cn([a, b]).
3. When the left hand side of the differential equation L[y] = 0 is a
total differential?
4. Find the necessary and sufficient conditions for the equation
L[y] = 0 to be identical with its adjoint L*[z] = 0 (i.e. the conditions
for the equation L[y] = 0 to be self-adjoint).
5. Show that if p particular solutions of the adjoint equation are
known, i.e. L*[zlc] = 0, k = 1, ... ,p, then the integration ofthe equation
L[y] = 0 can be reduced to the integration of an n-p-th order equation.
6. Show that solutions of the adjoint equation L*[z] = 0 are equiv-
alent to solutions of the equation L[y] = O.
3.24 Consider the second order linear differential equation
9. Linear Differential Equations 71

1. Write down the adjoint equation.


2. Write the condition for the equation to coincide with the adjoint
equation.
3. Transform the equation L[y] = 0 into the self-adjoint form.
4. Integrate the equation L[y] = 0 if two distinct solution of the
equation L*[z] = 0 are known.
5. Show that if a~ + a~ + a2 = 0, then the equation L[y] = 0 is
solvable.
3.25 Consider the equation

L[y] = (1 + :c)y" - :cy' - y = O.


1. Using the results of the problem 3.23,3., show that the left hand
side of this equation is a total differential.
2. Write down the adjoint equation.
3. Integrate the equation L[y] = 2:c.
3.26 Using the method of adjoint equation, integrate the differential
equations.

1. :c(:c + l)y" - 2(:c - l)y' - 2:cy = 0


2. (1 - :c 2 )y" - 3:cy' + 3y = 0

3.27 Transform the equation

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

15. yIII _ 7y" + 14y' - 8y = 0


16. y(6) _ y(5) _ 4y(IV) + 2yIII + 5y" - y' - 2y = 0
17. yIII _ 6y" + lly' - 6y = 0
18. yIII _ 3y" + 9y' + 13y = 0
19. y(7) _ y(6) + y(5) _ y(4) = 0
20. yIII _ 5y" + 17y' - 13y =0
21. y(IV) _ 5y" + 4y = 0
22. yIII _ 6y" + 12y' - 8y = 0
23. y(IV) + 2yIII + 3y" + 2y' + y = 0
24. y(IV) + 4yIII + 6y" + 4y' + y = 0
25. y(7) + 3y(6) + 3y(5) + y(4) = 0

3.29 Solve the following linear inhomogeneous equations.

1. y(IV) _ 2yIII + y" = z + e Z


2. y(IV) _ 2yIII + y" = Z3
3. yIII _ Y = Z3 - 1
4. y(IV)+ yIII = cos 4z
5. yIII + y" = z2 + 1 + 3ze z
6. yIII + y" + y' + y = zez
111 , sinz
7. y + y = COS2 Z
8. y" + y = sin z - cos z
9. y" + a 2 y = 2cosmz + 3sinmz, m,a E R
1
10. y(IV) _ 2yIII + 2y" - 2y' + y = ze z + - cos z
2
11. y(V) + 4yIII = e + 3 sin2z + 1
Z

12. yIII _ 2y' + 4y = e cosz + Z2 + sin2z


Z

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3. Linear Differential Equations 73

13. y(V) _ y(IV) = ze z - 1


14. y{IV) _ 2y" + y = cosz + ze z + 2
15. y(7) + 3y(6) + 3y(V) + y{IV) = 3z 3 - 2z + 5
16. y(6) _ y(IV) _ y' + y = z 2ez + 3z sinz + 5e 2z
17. y(IV) + 2yIII + 5y" + 8y' + 4y = cos z + 40e z
18. yIII _ 4y' = ze 2z + sin z + Z2
19. y" - a 2 y = ebz a, b E R
20. y" + a2 y = sinbz a,b E R
1
21. y"+4y= - -
cos2z
22. y" + y = tanz

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

3.30 Solve the following Cauchy problems.

1. y" - 5y' + 4y = 0 y(O) = 5 y'(O) = 8


2. y" + 3y' + 2y = OJ y(O) = 1 y'(O) = -1
3. y" - 4y' + 5y = 2z 2ez j y(O) = 2 y'(O) = 3
4. y" + 4y = 4(sin2z + cos2z)j y(7I') = y'(7I') = 271'
5. yIII + 2y" + 2y + y = Zj y(O) = y'(O) = y"(O) = 0
6. y" - 2y' + 2e = 4e z cos Zj y( 71') = 71'e1l" y'( 71') = e1l"
7. yIII - y' = -2zj y(O) = 0 y'(O) = 1 y"(O) = 2
8. y{IV) - y = 8e Z j y(O) = -1 y'(O) = 0 y"(O) = -1 yIII(O) = 0
9. yIII - Y = 2zj y(O) = y'(O) = 0 y"(O) = 2
10. y{IV) - y = 8e Z j y(O) = 0 y'(O) = 2 y"(O) = 4 yIII(O) = 6
11. yIII - y" = OJ y(O) = 3 y'(O) = -1 y"(O) = 1
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74 Problems

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) =

3.31 Solve the following two-points linear boundary problems.

1. y" + 3y' = 0 y(O) = 0 y(3) = 0


2. y" + 1r2y = 0 y(O) = 0 y(l) = 0
1r
3. y"+y=O y(O) = 0 y( -) = 1
2
4. y"+y=O y(O) = 0 y(1r) = 0
5. y"+y=O y(O) = 1 y(1r) = 1
6. y"-y=O y(O) = 0 y(21r) = 1
e2+ 1
7. y" - y = 0 y(O) = 1 y(l) =
2e
1r 1r
8. y" + y = Z y(O) = 1 y( -) = -
2 2
9. y" + y' = 1 y'(O) = 0 y(l) = 1
10. y" - y' = 0 y(O) = -1 y'(l) - y(l) = 2
11. y" + y' = 2z - 1r y(O) = 0 y( 1r) = 0
12. y" - y' - 2y = 0 y'(O) = 2 limy(z) = 0 z~oo

13. y" - y =1 y(O) = 0 limy(z) < +00


z~oo

14. y" + y = 1 y( 0) = y( 1r) = 0

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

8. y" + 4y' + 4y = 2e lll


(sinz + 7 cos z) lim y(z)
111-+-00
=0
9. y"- 5y' + 6y = 2e- (9sin2z + 4cos2z)
2111 lim y(z)
111-++00
=0
10. y" - 4y' + 4y = (9z 2 + 5z - 12)e- lim 1II y(z) =0
111-++00

3.34 We consider the differential equation

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

y" + 2y' + ay = 0 y E 02(R) a E R

yeO) = 0, y'(1) =1
Investigate, how the solvability of this problem depends on A.
3.36 Consider the differential equation

y"+y=f(z), f:R-+R, fEO(R)

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.

ao(az + bty(n) + al(az + b)n-ly(n-l) + ... +


+an_l(az + b)y' + anY = fez), ai,a,b E R, f E 0(1)
3. Linear Differential Equations 77

Propose a direct method to solve the homogeneous Euler equation.


3.38 Solve the following homogeneous Euler equation.

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

3.39 Solve the following linear inhomogeneous Euler equations.

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.

1. Z2 yll - zy' + y = 2z y(l) = 0 y'(l) = 1


2. Z3 e z - z2 yll + 2zy' - 2y = Z3 y(l) = 1 y'(l) =0 yll(l) =0
3.41 Find the function 1: R --+ R which satisfies the differential
equation

I(z)i:. [/(Z)
dz z - y
1+ I(Y)~ [/(Y) 1= 0
dy z - y
z =I- y.

3.42 Solve the following systems of linear homogeneous equations.

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 - 10Yl + 3Y2 + 9ys = 0


9. { y~ + 18Yl - 7Y2 - 18ys = 0
y~ - 18Yl + 6Y2 + 17ys = 0

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

y~ + 3Yl - 4Y2 + 2ys =0


14. { Y2 - Yl - Ys - 0
y~ - 6Yl + 6Y2 - 5ys =0
yf - 2Yl - Y2 = 0
15. y~ - Yl - 3Y2 + Ys = 0
{
y~ + Yl - 2Y2 - 3ys = 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

3.43 Solve the following inhomogeneous systems of linear differential


equations.

{ yf + 2Yl + 4Y2 = 1 + 4:z:


Y2'+ Yl - Y2 -_ 2":Z:
1. a 2

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

8. { yf - 2Yl - 4Y2 = cos:z:


y~+ Yl + 2Y2 = sin:z:

9. { yf + 4Yl - 2Y2 = e"~l


Y2' -6 Yl - 3Y2 -- e"-l
a

10. { yf - 3Yl + 2Y2 = 0


y~ - 2Yl + Y2 = 15ezVZ
11.
{ yf + 5Yl - 2Y2 = e Z
y~ - Yl + 6Y2 = e- 2z

3.44 Find solutions of the following Cauchy problems.

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

3.45 Consider the linear differential equation

yll + py' + qy = 0, p, q E C([a, b]).


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82 Problems

1. Make the change of variables

z = 4>(t).

2. Derive the conditions which the coefficient functions p, q and the


function 4> should satisfy, so that the transformation z = 4>( t) turns the
equation to the one with constant coefficients.
3. Find such transformations for the following differential equations.

a) " -JZ+1, ~-O


y + 2z Y + 4z Y -
" 2z, y
b) y + 1 + Z2 y + (1 + z2)2 = 0
c) (1 + z2)y" + zy' - k 2y = 0

3.46 Consider the differential equation

1. Perform the change of variables

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

1. Perform the change of variables

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.

b) y" + (kz + 4>(y»yt3 = 0 4> E O(R), k E R given


1. Derive the equation obtained by interchanging dependent and
independent variables.
2. Integrate these equations.
3. Find the solutions which satisfy

y(O) = 0, y'(O) = ~.
3.50 In the differential equation

y" + 2 tan y(y'? + y'(h 2 e lll - 1) + k 2 e 2111 sin y cos y =0


where h, k E R+ are given, make the change of variables

y = arctanz t = e"
and integrate the equation.
3.51 Consider the differential equation

L[y] = y" + py' + qy = 0 p,q E 0(1).


1. Derive the conditions for p and q such that the equation possesses
two solutions Yl, Y2 with
Y2 = ZYl·
2. Integrate the equation for p, q satisfying the conditions derived
in 1. and show that its general solution can be obtained by a single
quadrature.
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84 Problems

3. Taking p( z) = 6 - ~ and q such that the condition derived in 1.


holds, write down the general solution of the equation L[y] = O.
4. For p, q as in 3., integrate the equation L[y] = Z3.
5. Find p, q and </> such that the equation L[y] = 0 possesses solu-
tions satisfying Y2 = </>( Z)Yl.
3.52 Consider the differential equation

yll + py' + qy = 0, p, q E C([a, b]).

1. Show that if the equation possesses two linearly independent


solutions of the form Yl, Y2 = ZYb then the equation is solvable by
quadratures. Express p, q, Yb Y2 in terms of the ratio w = !!l..
Y1
2. Integrate the Riccati equation equivalent to the equation from 1.
3. Consider the cases w(z) = 1, w(z) = ~, w(z) = z.
3.53 1. Derive the conditions for p and q, p, q E C([a, b]) such that the
differential equation
yll + py' + qy = 0
possesses two distinct solutions Yl, Y2 with

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.

the equation becomes a Riccati differential equations. Find the rela-


tion between solutions of this Riccati equation corresponding to the
solutions Yl, Y2 of the initial equation, for which YIY2 = 1.
4. Solve the Riccati equation derived in 3. Take p( z) = -~.
3.54 Solve the differential equations

1. (Z2 - 1)2 y lI + 2Z(Z2 - l)y' - Y =0


2. zylltanz - y' - xylog3 x =0
noticing that they possess two solutions Yb Y2 such that YIY2 = 1.
3.55 Solve the differential equation

Y" + py' + qy =0

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3. Linear Differential Equations 85

knowing that it possesses two solutions Yl and Y2 for which

YIY2 = J J E C 2 ([a, b]).


3.56 Consider the third order differential equation

yIII + py' + qy =0 p, q E C1([a, b])

and let Yl, Y2 be two linearly independent solutions of it.


1. Show that this equation is equivalent to the set of second order
differential equations
Y y' y"
Yl yf yf' = C
Y2 y~ y~
VC E R and find the general solution of this equation.
2. Find the conditions for p and q such that the differential equation
of 1. with C = 0 possesses two solutions Yl and Y2 with

YIY2I - Y2YlI = 1.
Verify the result in the case p( z) = ;2.
3.57 Consider the differential equation

L[y] = Y" + 2y' + J(z)y = O.


1. Find the function J such that the equation possesses two solu-
tions Yl, Y2 with
Y2 = e z Yl·2
2. Solve the differential equation for J( z) found in 1.
3. Perform the change of variables u = JL y
and show that the result-
ing equation has two solutions which are rational functions.
3.58 Consider the differential equation

Y" + py' + qy =0 p,q E C([a,b])

and let Yl, Y2 be two independent solutions of it.


1. Show that
86 Problems

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

with p and q determined in 2.


3.59 Consider the differential equation

(1). z(1- z)Y" - (1 - 2z)y' - 2y = 0

and the system of differential equations

(2). z(1 - z )y' + ~y =%


%' + p.y = 0

1. Eliminate from the system (2).


%
2. Show that if by elimination of % from the system (2) we obtain
the equation (1), then ~ is a solution of the Riccati equation

~' _ 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

3.60 Let us denote


Y Y' . yen)
y' y" y(n+1)
6. n [y] =
yen) y(n+1) y(2n)

1. Show that any solution of the Cauchy problem

6. n [y] =0
y(lc)(:co=y~lc), k=O,1, ... ,2n-l

for which 6. n - 1 y =I °is a solution of the following n-th order linear


differential equation

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

2. Show that any solution of the equation with constant coefficients


yen) + A 1y(n-1) + ... + AnY = 0

for which 6. n - 1 [y] =I °is a solution of the differential equation 6. [y] = n


o.
3. Prove that

4. Show that the solutions of the differential equatio

6. n [y] = Ae az A, a E R, A =I °
are also solutions of the equation

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88 Problems

5. Integrate the Necklace equation

6. Integrate the Darboux differential equation

3.61 Consider the differential equation

Let y be a non-trivial solution of this equation and

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

contains one element.


3.62 Consider the Bessel differential equation

1. Make the change of variables

2. Find the distance between two consecutive roots of the solution


of the equation
w" + w = O.
3. Using Sturm comparison theorem, estimate the distance between
two consecutive roots of Bessel equation for various n.
4. Find the solution of the given equation for n = 0 in the form of
an infinite series.
3.63 Consider the differential equation

y" + (A + 4>( z»y = 0 z ERA E R


3. Linear Differential Equations 89

where </> is periodic with the period 27r.


1. Assuming that for A = A1 the equation has a solution y which
vanishes at least in two points :e1, :e2, show that any solution of this
equation for A > A1 vanishes at least once in (:e1' :e2)'
2. Let A be such that A + </>(:e) < 0, V:e E R. Show that
a) Every solution has at least one root.
b) The equation does not have periodic solutions.
3.64 Consider the problem

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

The Method of Laplace Transforms

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

• I has a finite number of extrema

is called the original function or the Laplace transformable function.


For function f which satisfies the above conditions, the integral

is convergent and the function F(p) is called the Laplace transform or


the Laplace image of the function Ii p is called the index of growth.
Below, we will use the following notation to denote a Laplace trans-
form
LI = Fi (Lf)(p) = F(p), or I(z) . F(p).

90
4. The Method of Laplace Transforms 91

Also, we define the value of a function at the point of discontinuity Zo


to be
1
f(zo) = 2'[f(zo + 0) + f(zo - 0)].
The inverse formula of Laplace transform is

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

from the inverse transform formula can be replaced by the integral

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

(f * g)(z) = fa- f(t)g(z - t)dt

is called the convolution product of the functions f and g. The following


theorem holds:
Theorem 4.1
L(f * g) = L(J). L(g)
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92 Problems

Exercises and Problems


4.1 Using definitions given above, derive the following properties of
Laplace transforms.

1. L(>.J)(p) = >'(LJ)(p), >. E R


2. L(f + g)(p) = (L/)(p) + (Lg)(p)
3. (L(f(az))(p) = !"(L/)(P)
a a
4. L!,(p) = p(LJ)(p) - /(0)
5. Lj<n)(p) = pn(LJ)(p) - /(O)pn-l - ... - /(n-l)(o)
6. L[-z/(z )](p) = [L/(p)]'
7. L[( -ltzn/(z )](p) = [L/(p)]n
8. L[ t" /(z )dz] = ~(L/)(p)
Jo p
9. L[/(z - a)](p) = e-aP(LJ)(p), a> 0
10. L[e>':lJ(z)](p) = (LJ)(p - >.)

4.2 Calculate the Laplace transforms of the functions.

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

4.3 Calculate the Laplace transforms of the functions.

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

6. J(z) = 2sinz - cos z


7. J(z) = ze 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.

1. fez) = y'(z) + y(z) + 10'" y(t)dt,


if yeO) = 1
2. f(z) = y(z)-2y'(z),
if yeO) = 0
3. fez) = yIII(z) - y"(z) + 2y'(z) - 2y(z),
if yeO) = 0, y'(O) = y"(O) = 2
4. fez) = y'(z) - 10'" y(t)dt
if yeO) = 0

4.9 Using Laplace transforms, solve the following initial value problems.

1. y' + 2y = sinz, yeO) = 0


2. y" + y = 0 y( 0) = 1 y' (0) = 0
3. y" + 3y' = e'" yeO) = 0, y'(O) = -1
4. yIII + 2y" + 5y' = 0
yeO) = -1. y'(O) = 2, y"(O) = 2
5. yIII + y" = cos z
yeO) = -1. y'(O) = 2, y"(O) = 2
6. yIV - 5y" - lOy' - 8y = 0
yeO) = 1. y'(O) = y"(O) = 6, yIII(O) = -14
7. y" - y' = z2

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.

1. ¢(x) = sin x + 2 foz cos(x - t)¢(t)dt

2. ¢(x) = e Z - foz ez-t¢(t)dt

3. ¢(x) =x - laz(x - t)¢(t)dt


4. The Method of Laplace Transforms 97

4. ¢( z) = cos z - foil: (z - t) cos( z - t )¢( t )dt


5. ¢(z) = z foil: sin(z - t)¢(t)dt
6. foil: sin(z - t)¢(t)dt = 1 - cos Z

7. 1 ¢(t)(z - t)2dt
o
11:

3
= _Z3
1

8. foil: cos(z - t)¢(t) = sinz


4.12 Solve the following systems of Volterra integral equations.

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.

1. ¢"( z) = foil: e2(II:-t)¢,( t)dt + e2 11:

¢(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 +

+ foil: sin( z - t)¢'( t)dt = cos z </>(0) = ¢'(O) = 0


4. ¢"(z) + 2¢'(z) + ¢(z) + 2 foil: sin(z - t)¢'(t)dt = cos z
98 Problems

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

4.14 Solve the following delay equations.

1. y(z) + 2y(z - 1) - 3y(z - 2) = fez)


y'(z) + y(z - 2) = 0, = cos(z) 2::::; z < 2
~ ~ ~
2. y(z) for -

4.15 Find the solutions of the following linear differential equations.

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"

4.16 Find original functions of the following functions.

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

x = {4> E C(O,R),O c R": (z,4>(z), In K(z,S,lI(S»ds) E D 1 }

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)

4>(z) - In K(z,s)4>(s)ds = fez). (1)


The first equation is called the Fredholm integral equations of first kind;
the second one is called Fredholm integral equations of second kind.

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

In aj( s )bi(s )ds = Kij


In ai(s )/(s )ds = Ii
for i = 1, ... , n, we obtain the algebraic system
n
Oi = 'L Kijcj + Ii, i = 1, ... , n. (3)
i=l
Therefore, to each solution of the integral equation (5.1) with degener-
ate kernel corresponds the solution (01 , ••• , On) of the algebraic system
(5.3). Conversely, given the solution (01, .. . , On) of the algebraic sys-
tem (5.3) and substituting it into (5.2), we obtain a solution of the
5. Integral Equations 101

integral equation (5.1).

Volterra integral equation.


Consider the mappings

F:O~R, OER3 , (z,y,z)I---tF(z,y,z)

and
K: D ~ R, DE R 3 , (z,y,z) I---t K(z,y,z)
and the spaces of functions

x = {4> E C(I,R),I c R: (z,4>(z), fall: K(z,s,4>(s))ds) E O}


Y = C(I,R)
we take the mapping f: X ~ Y, 4> I---t F(z,4>(z),J: K(z,s,4>(s))ds).
The functional equation f( 4» = 0, i.e.

F(z,4>(z), fall: K(z,s,4>(s))ds) = 0

is called the Volterra integral equation.


Some important particular cases of this equation are

fall: K(z,s)4>(s)ds = fez)

4>(z) + fall: K(z,s)4>(s)ds = fez)

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

Exercises and Problems


5.1 Study solvability of the following integral equations with degenerate
kernels.

1. 4>(z) = Io\z + y)4>(y)dy + 1

2. 4>(z) = (4v'3 - 6) 101 (Z + y)4>(y) + 1

3. 4>(z) = (4v'3 - 6) 101 (Z - y)4>(y) + 6z 2 - 6z + 1

4. 4>(z, y) = 2101 101 (Ze + Y1])4>(e, 1])ded1] + 1

5. 4>(z, y) = 101 101 (Ze + y21])4>(e, 1])ded1] + z - Y

6. 4>(z,y,z) = 101 101 101 4>(e,1],()ded1]d(

7. 4>(z, y, z) = 101 101 Io\Ze + y1] + Z()4>(e, 1], ()ded1]d(


+Z +y+Z
5.2 Solve the following systems of integral equations.

1. { 4>l(Z) = Jg[Z4>l(S) + Z2S4>2(S)]ds + z


4>2(Z) = Jg[S4>l(S) + (1 + Z)4>2(s)]ds + 1- z
2. { 4>l(Z, y) = J~ J~[z4>l(e, 1]) + y4>2(e, 1])]ded1] + 2
4>2(Z, y) = J~ J~[ye4>l(e, 1])Z1]4>2(e, v)]ded1]
5.3 Discuss A dependence of solutions of the following integral equa-
tions.

1. 4>( z) = A Ion cos( Z + y)4>(y )dy + cos Z


2. 4>(z) = Afo\5z 2 - 3)y24>(y)dy + efl:

3. 4>( z) = A101 sin(log Z)4>(y )dy + 2z

4. 4>(z) = Afa2 zefl:-lI4>(y)dy + 5

5. 4>(z) = Afo\z + y - 2zy)4>(y)dy + Z + Z2


5. Integral Equations 103

6. 4>(z) = A [11 (zy + Z2 y2)4>(y)dy + Z2 + Z4

7. 4>(z, y) = A fo1 fo1 (zye71 + Z2 y2e71 2)4>(e, 71)ded71 + 1

8. 10
4>( z) + A 7r cos 2 z4>(y)dy + 1

9. 4>(z}A [11 ze 4>(y)dy + z


tl

10. 4>(z) = A fob Iz - 4>(y)dy + z


11" I

11. 4>(z) = A 101(2zy - 4Z2)4>(y)dy + 1 - 2z

12. 4>(z) = A [11 (Z2 - 2zy)4>(y)dy + Z3 - z

13. 4>(z) = A r7r(!.coszcosy+


Jo 11"

+ !. sin 2z sin 2y )4>( y)dy + sin z


11"

5.4 Solve the following integral equations.

1. 4>(z) - 4 Io f sin2 z4>(t)dt = 2z - 11"

2. 4>(z) - [11 earcsin a:4>(t)dt = tanz

3. 4>(z) - 2 fo\l + 3zt)4>(t)dt = z2

4. 4>(z) - fo\z + t)4>(t)dt = 18z 2 - 9z - 4

5. 4>(z) = 2"111 -1 [z
1 1
- 2"(3t2 - 1) + 2"t(3z 2 - l)]4>(t)dt + 1

5.5 Solve the following integral equations for A E R.

1. 4>( z) = A[ : « z cos t + t 2sin z + cos z sin t )4>( t )dt + z

2. 4>(x) = A [~tant4>(t)dt+cotz
4

3. 4>(z) = A 101 cos(logt)4>(t)dt+ 1


104 Problems

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

9. 4>(x) = A Jo r [sin x cos t - sin 2x cos 2t + sin 3x cos 3t]4>(t)dt + cos x


7r

5.6 Consider the following integral equation

4>(x) = lb K(x, t)f(t, 4>(t»dt


called the Hammerstein equation, where the function K and f are given
and 4> is the unknown function. Show that if the kernel K is degenerate,
then this equation can be reduced to an algebraic system.
5.7 Solve the following Hammerstein equations.

1. 4>(x) = A 101 xt4>2(t)dt AinR

2. 4>(x) = -2111 0
e .ti!
2 (1 + 4>2(t»dt
3. 4>( x) = 2 101 xt4>3( t)dt

4. 4>(x) = fo\xt+ x 2t 2)4>2(t)dt

5. 4>(x) = 101 x 2t 24>3(t)dt

6. 4>(x) = 10\1 + 4>2(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

9. 4>(x) 1014>2 (t)dt A E R


= -A
1
2 0

10. 4>(x) = 1 + A10 4>2(t)dt A E R \ {O}


1

11. 4>(x) = A10 xt[4>(t) + 4>2(t)]dt A E R \ {O}


1

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.

1. 4>( x) - Afo7r « cos 2X cos 2t + cos 3x cos 3t)4>( t)dt =0


2. 4>(x) - A fo\3x - 2)t4>(t)dt = 0

3. 4>(x) - A fo\t vx - xvt)4>(t)dt = 0


4. 4>(x) - Afof sin2 x4>(t)dt = 0

5. 4>( x) - Afo27r sin x cos t4>( t)dt = 0

6. 4>( x) - A 1027r sin x sin t4>( t)dt = 0


7. 4>(x) - A 10\45x log t - 9t log x )4>(t)dt
2 2 = 0

8. 4>(x) - A fo\2xt - 4x 2)4>(t)dt = 0

9. 4>(x) - A fo\5xt 3 + 4x 2t)4>(t)dt = 0

ill (5xt3+ 4x 2t + 3xt)4>(t)dt =


i:
10. 4>(x) - A 0

i:
11. 4>(x) - A (x cosht - t sinh x)4>(t)dt = 0

12. 4>(x) - A (x cosh t - t 2sinh x )4>(t)dt = 0

13. 10
4>(x) - A 7r cos(x + t)4>(t)dt = 0

14. 4>(x) - A [11 (1 + xt + x 2t 2)4>(t)dt = 0


106 Problems

15. 4>( x) - A ill arccos x 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. 4>(x) = A (ysinx + cos y)4>(y)dy + ax + b


2. 4>( x) = A fo'lr cos( X + y )4>(y )dy + a sin x + b
3. 4>(x) =A ill (1 + xy)4>(y)dy+ ax2 + bx + c

4. 4>( x) = A i~ ~(Xy + x 2y2)4>(y)dy + ax + b


5. 4>(x) =A 1 -1
1 1 + xy
1
+y
24>(y)dy+a+x+bx 2

5.10 Solve the following linear homogeneous integral equations.


l!. 1
4>(x) - 2 (2 1
Jo + cos 2t 4>(t)dt = 0
1.
1 r
2. 4>(x) - 4J_2Ixl4>(t)dt = 0
3. 4>( x) + 6 101 (x 2 - 2xt)4>( t)dt = 0
5.11 Find solutions of the following Fredholm equation of the first kind.

1. 10 2
4>( x )dx =1
2. fob 4>( x )dx = a, a, b > 0

3. fo2'1r sine x + s )4>( s )ds = sin x


4. fob cos( X + s )4>( s )ds = cos x
5. r s4>(s )ds = ~3
Jo
5.12 Find solutions of the following integral equations by differentiating
them first.
1. x fore y(t)dt = (x + 1) fore ty(t)dt
5. Integral Equations 107

2. y(z) = 10 111
y(t)dt + z + 1
3. folll(z - t)my(t)dt = 4>(z)

4. 4>(z) - >. 10 111 e lll - t 4>(t)dt = J(z)


5. 4>( z) - 10 111
[4>2 (t) - t4>( t) + l]dt = 1
6. 4>(z) = folll[t4>2(t) - t]dt

7. 101 4>( az )da = n4>( z)


5.13 Find solutions of the following Volterra equations of first kind.

1.

2.

3.

4.

5.

6.

5.14 Solve the following integro-differential equations.

1. 10 VI + y 12 dz = 2Vi + y
111

2. 2 10 YV1 + y12 dz = 2z + y2
111

5.15 Derive Volterra equations equivalent to the following initial value


problems.

1. y" + y = 0 y(O) = 0, y'(O) = 1


2. y" + y = sinz y(O) = 0, y'(O) = 0
3. y" - 3y' + 2y = 0 y(O) = 0, y'(O) = 1
4. y" + zy = 2z y(O) = 0, y'(O) = 0
108 Problems

5.16 Find solutions of the following Volterra equations of second kind.

1. ¢(z) = folll zs¢(s)ds + z

2. ¢(z) = - folll elll--¢(s)ds + z

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

7. ¢(z) = A folll(Z - s)¢(s)ds + z2 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

Numerical and Approximate Methods of


Solving Differential and Integral
Equation

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

y' = f(z, y) (1)

with the initial condition


y(zo) = Yo
where the function f : D --+ R, R2 :::> D = {(z, Y) : Iz - Zo ::;
a, /y - Yol < b} is continuous on D and satisfies Lipschitz condition

109
110 Problems

with respect to y:

where (Z,Yl),(Z,Y2) E D, L = const. Under these conditions, there


exists a unique solution Y: [zo, Zo + h]-+ R of the problem (6.1), (6.2)
which can be found as a limit of the sequence of functions {Yn}neN
satisfying the formula

(2)

The sequence {Yn} uniformly converges to the exact solution Y of the


problem (6.1), (6.2) on the interval [zo, Zo + h] and the error of the
approximate solution Yn(z) on the interval [zo,zo + h] is estimated by
the formula
(z - ZO)n+1
En := IY(Z) - Yn(z)1 ~ ML n (n + I)! (3)

where M:= max I/(z,y)1 and h is determined from


(a:.II)eD

h = min(a, ~). (4)

Any function sufficiently close to the exact solution may be taken as


the starting approximation Yo( z). Sometimes, it is useful to take as Yo
the approximate solution of eq. (6.1), being a partial sum of the power
series constructed with from (6.1).
Remark The method of successive approximations can be used for solv-
ing both systems of differential equations and differential equations of
order n, if the latter can be expressed in the form of a system.
2. Euler method (Euler polygon line method).
The Euler method is a discrete method. Consider the problem

Y' = I(z, y) y(zo) = Yo (5)


where the right hand side of equation 1 : D -+ R, R2 :::> D =
{(z,y) :Iz - Zo ~ a, IY - Yol ~ b} satisfies the conditions

(6)
6. Numerical and Approximate Methods 111

L = const, (X,Yl),(X,Y2 E D,
18f~~Y) + f(x,y)8f~:'YI ~ M (7)

M = const, (x,y) E D. Having chosen a system of evenly distributed


points Xi = Xo + ih (i = 0,1, ... ) in the interval in which the solution
Y of the problem (6.6) exists, one obtains from the Euler method the
approximate values Y(Xi) ~ Yi by means of the formula
Yi+l = Yi + hf(Xi, Yi) i = 0,1, ... (8)
Here, the required integral curve Y = y( x) passing through the point
Mo(xo, Yo) is replaced by the polygonal line MoM1M2 ... , with the ver-
tices M i ( Xi, Yi). Each segment MiMiH of this line, called the Euler
polygon is described by the equation Y = Yi + (x - xi/( Xi, Yi» and the
direction coinciding with that of the integral curve of eq.(6.6) which
passes through the point Mi. If y(xn) is the exact value of the solution
of (6.6) at the point Xn and Yn is the approximate solution given by
(6.9), then we have the following estimate

(9)

The Euler method can be readily applied to systems of differential


equations as well as to differential equations of higher orders reduced
to the systems of differential equations of order one.
For example, let us consider the system of first order two equations
of order one
Y' = h(x,y,z)
z' = h(x, y, z), y(xo) = Yo, z(xo) = zoo (10)
The approximate values Y(Xi) ~ Yi, Z(Xi) ~ Zi can be computed from
the equations
Yi+l= Yi + hfl(Xi, Yi, Zi)
ZiH = Zi + hh(xi,Yi,zi). (11)
Remark For the numerical approximation of the solution of (6.6) the so
called improved Euler method is proved to be very useful. This method
consists of the following.
(12)
112 Problems

where
1 1
fi+~:= f(zi+~'Yi+~) zi+~:= Zi + 2h Yi+~:= Yi + 2hfi. (13)
3. The Runge-Kutta method.
Consider the Cauchy problem

y' = f(z, V), y(zo) = Yo (14)


under the same conditions as in the previous section. Let Yi be the
approximate value of the solution we are looking for at the point Zi.
According to the Runge-Kutta method, the approximate value Yi+l at
the next point Zi+1 = Zi + h is given by the formulas

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.

2. Write the numerical values of Zo + lh, Yo + lKfO) in the second


row.

3. Compute f( Zo + !h, Yo + !KfO», multiply it by h, and enter the


result to the table as K~O).

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

xo+ !h yo + !K~O) K~O) 2K~O)


yo + !K~O) K(O) 2K~O)
xo +!h 3
XO+ h yo + K~O) K~O) 2K~O)
ll.yo
1 Xl Yl
Table 6.1: The Runge-Kutta method.

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

which should not exceed several hundreds, otherwise h should be re-


duced.
The order of accuracy of the Runge-Kutta method is O(h4) on the
whole interval [xo, b].
Remark The Runge-Kutta method can be also used to solve systems
of differential equations.
The Adams method.
Let us assume that for the equation

y'=f(x,y), y(xo)=yo (18)


114 Problems

k Z1c Y1c l:!J..y1c = Y'1c-


- q1c = hy~ l:!J..q1c = l:!J..2 q1c l:!J.. aq1c
Y1c+1 - Y1c I( Z1c, Y1c) q1c+1 - q1c
0 Zo Yo l:!J..Yo I(zo, Yo) qo l:!J..qo l:!J..2 qO l:!J..a qo
1 Zl Y1 l:!J..Y1 l(zt,Y1) q1 l:!J..q1 l:!J..2 q1 l:!J.. ;Sq1
2 Z2 Y2 l:!J..Y2 l(z2, Y2) q2 l:!J..q2 l:!J..Zq2 l:!J.. aq2
3 Za Ya l:!J..Ya I(za, Ya) qa l:!J..qa l:!J..2 qa l:!J..a qa
4 Z4 Y4 l:!J..Y4 l(z4, Y4) q4 l:!J..q4
5 Zs Ys l:!J..Ys I(zs, Ys) qs
6 Z6 Y6
Table 6.2: The Adams method.

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:

Y1c+1 = Y1c + l:!J..Y1c, k = 3,4, ... (19)


where the quantity l:!J..y1c = Y1c+1 - Y1c is approximated by

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

qo = hy~ = hl(zo, Yo)


q1 = hy~ = hl(zl, Y1)
q2 = hy~ = hl(z2, Y2)
qa = hy~ = hl(za, Ys)

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

the "predicted" value computed by this formula by 1it+l' The value of


!:l.YIe, obtained from the formula has to be further specified. To this
end, we have to enter the values X/e+l, 1//e+1, 1/~+1' q/e+l into the table,
supplement the difference table and then check the computation by the
"correction" formula

(21)

which is called the Adams interpolation formula. We denote the value


specified by the formula (6.22) by Yk+!. The formulas (6.21), (6.22)
have anaccuracy of order O(h4), but the formulas estimating the errors
are rather complicated.
For practical purposes, the values YIe+! from (6.21) and (6.22) must
be close, otherwise the distance h should be decreased.
The Adams method works effectively according to the following
scheme:

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.

3. Compute X4 = Xa + h, Y4 = 1/a + !:l.Ya, enter the values of X4, Y4,


y~ := f(X4, Y4), q4 := h1/~ and compute the differences !:l.qs, !:l.2q2'
!:l.Sql.

4. Using the values obtained above, compute the quantity !:l.ya by


(6.22) for k = 3:

5. If the values Y: and Y4 do not differ very much, the computation


can be continued with the chosen hj otherwise one should choose
smaller h.
116 Problems

The computations for k = 4,5, ... are accomplished in the similar


way.
In practice, it is more convenient to use transformed Adams formu-
las, which express YTc+l not in terms of the difference ll.q, but directly
in terms of the quantity q. Thus, we obtain the Adams eztrapolation
formula in the form

YIc+1 = Ylc + ~ (55y~ - 59yLl + 37yL2 - 9yLs) (22)

and the Adams interpolation formula in the form

YTc+l = Ylc + :4 (9Y~+1 + 19y~ - 5Y~_1 - Y~-2)· (23)

The Adams method is readily applicable to systems of differential equa-


tions and also to differential equations of higher order.
Suppose, for instance, that we have the system

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

Pic hy~ = hit (Zlc, YIc, Zlc)


qlc - hz~ = h!2(Zlc,Ylc,Zlc).

Adams interpolation formulas for the considered system can be writ-


ten analogously.
The Milne-Simpson method.
Let the following initial value problem

y' = f(z, y), y(zo) = Yo (26)


be given. Suppose that apart from the initial condition Yo, the values of
the function Y(Zi) = Yi at the points Zi = Zo + ih, i = 1,2,3 are known
6. Numerical and Approximate Methods 117

(they can be found by one of the another method). The subsequent


values of Yi for i = 4,5, ... are determined by the following formula
called the Milne-Simpson first prediction formula:

Yip = Yi-4 + 3"


44("
2Yi-3 - Yi-2 + 2Yi-1
' )• (27)

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):

y'(xo) Y"(XO) 2 y(n)(Xo)


= y(a:o)+--,
n
yea:) -(a:-a:o)+ 2' (a:-a:o) + ... + , (a:-a:o) + ...
1. . n.
(30)
The initial conditions give us the values yW( xo) for j = 0,1, ... ,
n - 1 directly. The value of y(n)(xo) can be found from eq. (29) by by
substituting x = Xo and using of initial values. The values y(n+1)(xo),
y(n+2)(xo) etc. are successively determined by differentiating eq. (29)
and substituting the known values of lower derivatives into it.
It can be proved that if the function on the right hand side of (29) is
analytic in the neighborhood of the point (xo, yg, . .. , y~n-1»), then for
x sufficiently close to Xo there exists a unique solution of the Cauchy
problem (29) which is also analytic. Then the partial sum of the series
(30) can be taken as an approximate solution of the problem.
Analogously, this method may be used to solve systems of ordinary
differential equations.
118 Problems

Remark In the case of linear differential equations (for simplicity,


say, second order)

y" + p(z)y' + q(z)y = r(z), yeO) = YO,y'(O) = y~ (31)


it is recommended to use the method of indefinite coefficients. We look
for a solution of the problem (31) in a form of the series

(32)

where Cn are the coefficients to be determined. Let us assume that each


coefficient function can be expanded in series in powers of z,
00 00 00

p(z) = L: Pn zn q(z) = L: qn zn r(z) = L: rnzn.


n=0 n=0 n=0

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

L: qnzn L: Cnzn = L: rnzn. (33)


n=0 n=0 n=0

Multiplying the series and comparing coefficients with the same powers
of z in (33) we obtain

2C2 + CIPO + eoqo = ro


{ 2· 3ca + 2C2PO + +Clqo + COql = rl (34)

(~'+ 2)(n + 1)Cn+2 + L(Cn+!,cn , ••• ,co) = rn


where L( Cn+!, Cn, •.. ,co) denotes a linear function of the arguments co,
Cl, ... , Cn, Cn+!. The coefficients co, Cl are being determined from the
initial conditions, all the others can be deduced from (34). The series
(32) has the same domain of convergence as the power series of the
functions p, q, and r.
If the initial conditions are given at the point Zo, it is advisable to
make the substitution t = z - Zo and reduce the problem to the one
considered above.
6. Numerical and Approzimate Methods 119

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

We have therefore a nonlinear system of n + 1 equations for n + 1


unknowns Yk (k = 0,1,2, ... , n).
For large n, the direct solution of the system (38) furnishes the
approximate values of the unknown solution. If the equation (35) is
linear, then the system (38) is linear as well. In general, solutions of
the system (38) can be found by the iteration method.
Galerkin Method.
The method of finite differences considered above enables us to find
an approximate solution of a boundary value problem in the tabular
form. Let us now discuss two analytical methods which make it possible
to find the approximate solution of a linear boundary value problem in
a form of the analytical expression, namely, the Galerkin method and
the collocation method.
Suppose that eq. (6.35) is linear and let us introduce the following
notation
L[y] .- y"+p(a:)y'+q(a:)y=f(a:)
ra[Y] .- aoy(a) + aly'(a) = A (39)
rb[Y] .- f3oy(b) + f3ly'(b) = B
Let on the interval [a, b] a system of basis functions in the space L 2 [a, b]
be given
po ( a: ), Pl ( a: ), ... , Pn ( a: ), ... (40)
satisfying the following conditions:
1. The system{pi} is orthogonal in L 2 [a, b] i.e.

lab Pi( a: )Pj( a: )da: = 0 lab p~( a:) =1= 0 (41)

2. The system {Pi} is complete i.e. there is no non-zero function


which is orthogonal to Pi(a:), i = 1,2, ....
3. The finite system of basis functions {Pi}i=l is chosen so that the
function po(a:) satisfies the non-homogeneous boundary condi-
tions
(42)
and the functions Pi(a:), i = 1,2, ... , n satisfy the homogeneous
boundary conditions
6. Numerical and Approzimate Methods 121

The Galerkin method consists of finding the approximate solution


of the problem (6.39) in the form
n
y(z) = po(z) + LCiPi(Z). (44)
i=l

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

fa" R2( Z, Cl, C2, ... , en)dz (46)

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

fa" R(Z,Cl,C2, ••• ,en)Pkdz =0 k = 1,2, ... ,n

or in full

(47)

for k = 1,2, ... , n. Thus, we obtained a system of linear algebraic


equations for Ck.
Note. In chosing the basis functions {pd, the orthogonality condition
( 41) is not obligatory. It is only sufficient that these functions are
linearly independent on the interval [a, b].
Collocation method.
In this method, we look for the approximate solution of the bound-
ary value problem (6.39) in the form
n

y(z) = I'o(z) + L CiPi(Z) (48)


i=l

where Pi( z), i = 0,1,2, ... , n are linearly independent function satisfy-
ing the conditions (42-43).
122 Problems

In collocation method, we require that the function


n
R(Z,Cl,C2, ••• ,en):= L[y] - /(z) = L[po] - J(z) + ~CiL[pi]
i=l

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

j(b J(z,s)y(s)ds =/(z) (51)


and of second kind

y(z) - -\ j(" J(z,s)y(s)ds = J(z) (52)


The problem is to find approximate solutions of these equations.
The method oj finite sums Jor Fredholm integral equation. The
method of finite sums consists of replacing a definite integral by a finite
sum with help of the suitable quadrature formula

(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

L: AjKijYj = Ii, i = 1,2, ... , n (54)


j=1
n

Yi - ,\ L: AjKijYj = Ii, i = 1,2, ... , n (55)


j=1
where Yi := Y(Xi), Kij := K(Xi, Xj), Ii := I(xi).
Hence, we have obtained the systems of linear algebraic equations
for Yi. Solving them, we get the table of approximate values Yi at the
points Xi. This enables us to write the approximate solution of eq.
(51) in the form of an interpolation polynomial and the approximate
solution of eq. (52) as
n

y(x) = I(x) +,\ L: AjK(Xi,Xj)Yj· (56)


j=1
The accuracy of the approximation depends on the choice of the quadra-
ture formula (53).
The method 01 replacing the kernel by the degenerate one. In eq.
(52), the kernel K(x,s) can be approximated in the following way
n
K(x, s) ~ L: ai(x )bi( s) (57)
j=1

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

y(Z) - ~ foz K(z,s)y(s)ds = I(z) z E [O,b] (62)

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

where Yi := Y(Zi), Kii := K(Zi' zi), fi = f(Zi).


Thus, we have obtained the linear system with the triangular ma-
trix for Yi The performance of the method depends on the choice of the
quadrature formula (53).

Problems and exercises

6.1 Using the method of successive approximations, find the approxi-


mate solution of the problem.

Y' = Z2 + y2 y(O) = 1, Izi < 1, IYI < 2"1


6. Numerical and Approximate Methods 125

6.2 For the problem


1
y' = _y2 +X y( 0) =1
10
find, with accuracy 10- 5 , the approximate solution on the interval [0, ~].
6.3 Consider the system

y' = x + yz
z' = x 2 _ y2

with the initial conditions y(O) = 1, z(O) = ~. Using the method


of successive approximations, find the solution of this system on the
interval [0,0.3] with accuracy 5 . 10- 3 •
6.4 Find three successive approximations of solutions of the following
differential equations, taking Yo( x) = Yo.

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

6.5 Compute three successive approximations of solutions of the fol-


lowing systems of differential equations, taking Yo( z) = Yo, zo( x) = Zo,

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

2. y' = 1 + Xy2 yeO) = 0 x E [0,1]


3. y' = -y- - y2 yeO) = 1 x E [0,1]
x+1
1
4. y' = 2"x y yeO) =1 x E [0,1]
1
5. y' = _y2 + 20x 2 y(l) =1 x E [1,2]

6. y' = ~2 - ! - y2 y(l) =2 x E [1,2]


x x
7. Y'=1+~ysinx-y2 y(O)=O xE[O,l]
1 1 1
8. y' = 2" - '3 xy2 yeO) =0 x E [0, 2"]
6.11 Using Euler method with h = 0.1 solve numerically the following
systems.
y' = (z - y)x
1. { z' = (z + y)x
yeO) = 1 z(O) =1 x E [0,1]

2. {;;O) !:z z(O) 1 "E [0, I] =

y' = -yz + s~,.,


3• { Z, -- -z 2 + 2(1+,.,2)
7,.,

yeO) = 0 z(O) = -~ x E [0,1]


y' = z - (2y + z)y
4. { z' = eY - (y + 2z)y
yeO) = 1 z(O) = 0 x E [0,1]
6.12 Consider the problem

y' =y- 2x y( 0) = 1, x E [0, 1].


y

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.

1. y' =1+x - y2 yeO) = 1, h = 0.02, y(O.l) =?


128 Problems

2. yl = Z + y2 y(O) = 0, h = 0.03, y(0.3) =?


3. yl = Z2 - y2 y(O) = 0, h = 0.1, y(l) =?
4. yl = zy - 110 y2 y(O) = 0, h = 0.02, y(0.2) =?
5. yl = Z3 + y2 y(O) = 0.5, h = 0.1, y(0.5) =?
6. yl = z + vy y(0.5) = 0.724, h = 0.1, y(1.5) =?
7. yl = 2z + cos y y(O) = 1, h = 0.02, y(O.l) =?
8. yl = e:rl - y2 y(O) = 0, h = 0.04, y(O.4) =?
9. yl = zlogy - ylogz y(O) = 1, h = 0.1, y(1.6) =?

6.14 Using the Runge-Kutta method, find a solution of the problem


1
yl = Z2 + _y2, y(O) = -1
4
on the interval [0, l], with h = 0.1.
6.15Using the Runge-Kutta method, find with error less than 5 . 10- 6
an approximate solution of the following problem

yl = ~ sinh(z + ~y) + ~y, y(O) =0


on the interval [0,0.2].
6.16 Using the Runge-Kutta method for the system

: = -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.

1. yl=!_y2, y(l)=l ZE[1,2] h=0.2


z
2. yl = Y - z y(O) = 1.5 a: E [0,1] h = 0.2
cos a:
y = 1 + z2 y(O) = 0 z E [0,0.3] h = 0.1
I
3.

4. yl = 2 12 1 y(O) =0 a: E [0,0.3] h = 0.1


z +y +
6. Numerical and Approximate Methods 129

5. y' = e- z (y2 + 1) yeO) = °


z E [0,0.3] h = 0.1
6. y'=cos(z+y)+z-y y(O)=O x E [0,0.3] h=O.l
7. y' = 1 - sin(z + y) + - y2 yeO) =
+z
° x E [0,0.3] h = 0.1

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

6.18 Solve numerically, using the Runge-Kutta method, the following


systems of differential equations.

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.

y' = ~sinh(z + ~y) + ~y yeO) = 0


taking h = 0.05.
6.20 Using the Adams method, find on the interval [0, t] the solution
of the equation
1
y' = Z2 + _y2 yeO) = -1
4
with accuracy 10- •
5

6.21 Consider the following system of equations


y' = 1 + cos(y + l.lz)
{ z' = 1 + z + z+i.ly2
yeO) = 7r z(O) = 0 z E [0,0.6].

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.

1. y' = z2 + Y yeO) = 1, y(1) =?


2. y' = z + y yeO) = 1, y(0.5) =?
3. y' = 2y - 3 yeO) = 1, y(0.5) =?
y' = -z + 2y + z
4. { z, = z + 2y + 3z
yeO) = 2 z(O) = -2 y(O.5) =? z(O.5) =?
y' = -3y - z
5. { z' =y- z
yeO) = 2 z(O) = -1 y(O.5) =? z(O.5) =?
6. Numerical and Approzimate Methods 131

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

2. y' = z 2 +y\ + 1 y(O) = z E [0,0.3] °


3. y' = e-tt:(y2 + 1) y(O) = z E [0,0.3] °
4. y' = cos(z + y) + z - y y(O) = ° z E [0,0.3]
5. y' = 1- sin(z + y) + -y2 y(O) =
+z
z E [0,0.3] °
6. y' = 1COS Y + y2 y(O) = z E [0,0.3] °
7.
+z
y' = 1 + ysinz - y2 y(O) = z E [0,0.3] °
6.25 Using the Adams method with starting values taken from the
procedure of Problem 6.18, find solve numerically on the interval [0,0.3]
with h = 0.1 the following equations.
y' = cos(y + z) + 1
1. { z' = 1 + z + 1
Z+ir
y(O) = 1 z(O) = 210
y' = sin(2y2) + z + z
2. { z' = z + y - 2Z2 + 1
y(O) = 1 z(O) = !
y' = J z2 + 2y2 + z
3. { z, = cos(2z) + y
y(O) = 1 z(O) = !
y' = e-(y2+~2) + 2z
4. { z, = 2y2 + z
y(O) =!
z(O) = 1
132 Problems

y' = log(2z + .J4z2 + Z2)


5. { Z' = V4Z2 + y2
yeO) = 1 z(O) = !
y' = zy+ z
6. { z' = y- z
yeO) = 0 z(O) = 1
y' = Z2 + z
7. { z, = zy
yeO) = 1 z(O) = 1
6.26 Using the Milne-Simpson method, find with accuracy 3 . 10- 4 a
solution of the equation.
zy" + y' + zy = 0 yeO) = 1 y'(O) = 0
on the interval [0,1].
6.27 Using the Milne-Simpson method with initial values calculated
with the help of one of the methods discussed above, find (with accuracy
10- 4 ) the solutions of the following equations.
y 3y2
1. Y'=-;-T' y(I)=1 ZE[0,2]
5
2. y'=2 -ytanz y(O)=1 zE[O,I]
cosz
1 1
3. y' = 2z + y yeO) = 10 z E [0, 2"]
, z +y ( ) [ 3]
4. y = z + y + 1 y 0 = 0 z E 0, 4"
y'=y+z
5. { z' = -y+ z
yeO) = 1 z(O) = 1 z E [0, !]
6.28 Find the first seven terms of the power series expansion of a so-
lution of the following equations.
1 1
y" + lO yt2 + (1 + 10z)y = 0 yeO) = 1, y'(O) = 2
6.29 Find the first four terms of the power series expansion of a solution
of the system
y' = ycosz - zsinz
{ z, = y sin z + z cos z
yeO) = 1 z(O) = 0
6. Numerical and Approximate Methods 133

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.

y" - xy' + y =1- cos x y(O) =0 y'(O) =1


6.33 Using the method of series, find a general solution of the following
differential equation.
y" - xy = 0
6.34 Using the method of indefinite coefficients, find an approximate
solutions of the following problems

y" + y' + x 2 y = - - y(O) = 0 y'(O) = 1


X
1.
I-x
2 1
2. y" - xy' - 2y = e-:D y(O) = 1 y'(O) = -
2
1
3. 4xy" + 2y' + y = 0 y(O) = 0 y'(O) = -2
4. xy" + y' + xy = 0 y(O) = 1 y'(O) = 0
5. xy" + 2y' + xy =0 y(O) = 1 y'(O) =0
134 Problems

6.35 Find a solution of the problem

y" + 4y = 1rZ - Z2 0 < Z < 1r

as a series of the form E:'o an sin nz.


6.36 Find a general solution in the form of a series of the following
differential equations.

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

6.37 Using the method of finite differences find an approximate solution


of the following boundary value problem.

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.

y" - 2zy' - 2y = -4z


y(O) - y'(O) = 0; 2y(1) - y'(l) =1
6.39 Using the method of finite differences, find with accuracy 10- 2
approximate solutions of the following boundary value problems.

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

6.46 Using the collocation method, find approximate solutions of the


following boundary value problems

1. y" + Z2 y' - zy = eZ y(O) = y(1) = 0


2. y" + Z2 y' - zy = sinz y(O) = y(1) = 0
3. y " + y, - ;-
Y 3 + 8"
= z2 - 4"z 1 y ()
0 =0 y '( 1) =1
4. y" + y' - -
y
z
= 4Z2 - Z + -34 y(O) =0 y'(1) =1
6.47 Using Simpson quadrature formula, find approximate solutions of
the following Fredholm integral equations.

6.48 Using the trapezoidal quadrature formula, find approximate solu-


tions of the following Fredholm integral equations.
1 (1 eZ 1
"2 Jo
-
1. y(z) - eZ·y(s)ds = 1- 2z

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

6.49 Find approximate solutions of the following Fredholm integral


equations, replacing the kernels by the first three terms of their Taylor
. .
senes expansion.

1. y(z) - 101 sinh(zs)y(s)ds = 1 - Z2

2. y(z) - 10o1 sin(zs)


s
y(s)ds = z

3. y(z) - 101 (1 + s)e(z.-I)y(s)ds = 1 - Z

4. y(z) - 101 J ZS
y(s)ds = e- z
o 1 + zs
6. Numerical and Approzimate Methods 137

6.50 Using the trapezoidal quadrature formula with h = 0.02, find in


the inerval [0, 1] approximate solutions of the following Volterra integral
equations.

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

First Order Partial Differential Equations

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

f( Zl, ... , Zn; U(Zl,···, Zn ); 8U(Zl"'"


8
zn)
' .. .
8U(Zh"" Zn»
8 = 0
Zl Zn
for (Zh ... , Zn) E O.
A function U E C1(O) which satisfies these conditions is called the
solution of the partial differential equation (1).
If f : 0 1 --+ Rand U E C1(O, Ric), eq. (1) represents a system of
first order partial differential equations.

138
7. Partial Differential Equations 139

The Cauchy problem can be formulated as follows: H eq. (1) is


given, find a solution of this equation which satisfies the condition

(2)

where z~ E Rand 4>: O2 -+ R, (0 2 C Rn-l) are given.


1. Systems of differential equations in symmetric form.
Let us consider the system of differential equations

Y' = f(z,y), f: n -+ R n, 0 C R n +1 (3)

Definition 7.2 A first integral of the system (3) is the relation

4>(z, Yl, ... , Yn) = O.

which is non-trivial, and which is satisfied identically if Yh ... , Yn are


solutions of the system; the constant 0 depends on the solution.
H n first integrals of the system (3) are known, and if they are
functionally independent, i.e.

D( <PI, •.• ,4>n) ~ 0


D(Yh ... ,Yn)
then, by solving this system for Yl, ... ,Yn we get a general solution of
the system (3):

Yl - 1/Jl(Z,Cl,. .. ,On)
Y2 - 1/J2( Z, Ch ... , On)

Yn = 1/Jn(Z,Cl,. . . ,On)

Definition 7.3 If a system of differential equations is written as


dZ 1 dZ 2 dZ n
X1(Zh ... ,Zn) = X 2 (Zh ... ,Zn) = ... = Xn(Zl, ... ,Zn) (4)

we say that the system is in the symmetrical form.


140 Problems

Of course, any system of differential equations (3) can be written in


symmetrical form (4).
A process of solving the system (4) can be reduced to finding n - 1
functionally independent first integrals. A method to find first integrals
is, usually, the method of integrable combinations.
2. Linear and homogeneous partial differential equations of
order one.
Definition 7.4 The first order partial differential equation
au au
Xl(xt, ... , xn)-a + ... + Xn(Xl, ... , xn)-a =0 (5)
Xl Xn
where Xi : f2 ---+ R, f2 eRn, Xi E Cl(f2), and L:~l Xl(xl, ... , Xn) =f:. 0,
( Xl, ... , Xn) E f2 is called the linear and homogeneous partial differential
equation of order one.
Definition 7.5 The following system of differential equations
dXl dX2 dXn
(6)
Xl(Xl, ... ,X n) - X 2(xt, ... ,xn) - ... - Xn(Xl, ... ,X n)
is called the characteristic system of eq. (5).
Theorem 7.1 If (/>i(xt, ... , xn) = Ci, i = 1, ... , n - 1, 4>i E Cl(f2) are
n - 1 functionally independent first integrals of the system (6), then

u= ~(4)l, ... ,4>n-l)


where ~ E Cl(f2), f2l C Rn-l is the general solution of eq. (5), the
function ~ being an arbitrary differentiable function.
In conclusion, the method of solving a linear homogeneous first order
partial differential equation (5) consists of the following steps:

1. Write down the characteristic system (6).

2. Determine n - 1 functionally independent first integrals of the


characteristic system (6).

3. Take, as the general solution of eq. (5), an arbitrary function of


these first integrals.

To solve the Cauchy problem


au au
Xl(xt, ... ,xn)a- + ... + Xn(xt, ... ,xn)-a = 0
Xl Xn
7. Partial Differential Equations 141

u(ZI, ... ,Zn-I,Z~) = <p(ZI, ... ,Zn) (<p given)


one needs to find the following n - 1 functionally independent first
integrals of the characteristic system (6)

Let 0 be a domain containing the point (zI, ... , Zn-I, z~) so that the
algebraic system

can be uniquely solved for ZI, ... , Zn-I, i.e.

Then, the solution of the given Cauchy problem is

u = <1>( WI (<Pl(Z), ... , <Pn-l(Z )), ... , Wn-l( <Pl(Z), ... , <Pn-l(Z )))

3. The first order quasilinear partial differential equation.


Definition 7.6 A partial differential equation of the form
au au
Xl(z,u)-a + ... +Xn(z,u)-a =Xn+l(z,u) Z=(ZI, Z2, ... ,Zn)
Zl Zn
(7)
where Xi E Cl(Ol)' 0 1 C Rn+l, i = 1,2, ... , n + 1, L~tl Xl =j:. 0 is
called the quasilinear partial differential equation of order one.
Definition 7.7 The following system of differential equations
dZ l dZ 2
Xl(zI, ... , Zn, u) - X 2 (zI, ... , Zn, u) - ... -
dZ n du
(8)

is called the characteristic system of eq. (7).


If <Pi(Zl, ... ,Zn,u) = Oi, i = 1,2, ... ,n are n functionally indepen-
dent first integrals of the characteristic system (8), then the general
solution of the quasilinear equation (7) is
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142 Problems

where ~ : 0 - t R, 0 C Rn, ~ E 0 1 (0) is an arbitrary differentiable


function. In this way, the general solution of the quasilinear equation
(7) is implicitly defined.
Remark The Cauchy problem for the quasilinear equation (7) can
be formulated and solve as for the linear equation.
4. Systems of first order partial differential equations.
Let us consider the following system of partial differential equations
of order one,
8u
8x = f(x, y, u)
8u
8y = g(x, y, u) (10)

where the unknown function u depends on the variables x and y. The


given functions f and 9 satisfy all the conditions of existence of solu-
tions, and u E 0 2 (0), 0 C R2. Then, for any solution u of the system
(10) the identity ::8'11 = :;8zholds and implies

(11)

This relation is a necessary condition for existence of solutions of the


system (10) and is called the integrability condition.
If the integrability condition (11) is satisfied, the system (10) can
be solved as follows: Taking y as a parameter in the first equation, we
solve it with respect to x. One obtains the function u as a function
of the variable x and of an arbitrary function of the variable y. This
latter function can be found from the second equation.
5. The Pfaff differential equation.
Let us consider the following differential form

w:= Pdx + Qdy+ Rdz


where P, Q, R : 0 - t R, 0 C R3 are smooth enough given functions.
Concerning w, the following two problems can be formulated:
1. Find the surfaces z = </>(x, y) in 0, for which w = 0 in all points,
i.e. the surfaces for which the following equality holds

P( x, y, </>( x, y »dx+Q( x, y, </>( x, y »dy+ R( x, y, </>( x, y »d</>( x, y) = o.

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7. Partial Differential Equations 143

2. Find in n all curves of equations x = x, y = 4>( x), z = t/J( x) i.e.


P( x, 4>( x), t/J( x ))dx + Q( x, 4>( x), t/J( x ))d4>( z) +
+R(x,4>(x),t/J(z))dt/J(x) = o.

The problems 1. and 2. constitute the Pfaff differential equation, which


can be symbolically written as

Pdx + Qdy + Rdz = O. (12)

Assuming R(z,y,z) =1= 0, (x,y,z) E n the Pfaff equation (12) is equiv-


alent to the following system of partial differential equations

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

p(8 Q _ 8R) + Q(8R _ 8P) + R(8P _ 8Q ) =0 (14)


8z 8y 8y 8z 8y 8x
which is called the complete integrability condition of the Pfaff equation.
The complete integrability condition of Pfaff equation assures the
existence of an integrating factor.
If the following conditions hold,

8P 8Q 8Q 8R 8R 8P
(15)
8y = 8x' 8z = 8y' 8x 8z

then w is a total differential and the Pfaff equation becomes du( x, y, z) =


O. In this case, the function u becomes

u(x,y,z) = r P(x,y,z)dx+1~ Q(x,y,z)dy+ ~r R(x,y,z)dz


~
Y
(16)

where (x,y,z) E n, (xo, Yo, zo) E n are fixed, and


u(x,y,z) =0 (0 E R) (17)
is a general solution of the Pfaff equation.
144 Problems

The problem 2. can be written as,

dy dz
P(z, y, z) + Q(z, y, z) dz + R(z, y, z) dz = 0

which is an ordinary differential equation with two unknown functions


y and z. Choosing one of this function to be arbitrary and solving this
differential equation for the second one, the problem 2. has as a general
solution the family of solutions depending on the arbitrary function.
6. Nonlinear partial differential equations of order one.
Consider the nonlinear equation

8u 8u
f(z,y,u, 8z' 8y) = 0 (18)

For simplicity, we denote

8u 8u
-=p, -=q
8z 8y

Definition 7.8 A family of solutions on two real parameters of the form

u(z,y) = 4>(z,y,a,b)

will be called a complete integral of (18).


The following symmetric system of differential equations

dz dy du dp dq
P= Q= Pp+Qq- (19)
X+pU Y+qP

is called the characteristic system of the equation (18). Here P := U,


Q .- Bq' X·-
. - '!L B:1:' Y·-
. - '!L By' U·-
. - '!L . - '!L
Bu·
Let g(z,y,u,p,q) = a be a first integral of the system (19). If the
algebraic system
{ f(z,y,u,p,q) = 0 (20)
g(z,y,u,p,q) = a
is solvable for p and q:

p F(z,y,u,a)
q G(z, y, u, a)
7. Partial Differential Equations 145

then the Pfaff equation

F(z, y, u, a)dz + G(z, y, u, a)dy - du =0 (21)

is a completely integrable Pfaff equation; the family of solutions of this


equation can be written as

V(z,y,u,a,b) =0 a,b E R (22)

and is called the complete integral of eq. (18). If it is possible to extract


the differentiable function u = 4>(z, y, a, b) from (22), and the functions
a, b from the system

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

z = e(t), y = .,p(t) 11. = lI:(t) t E [a,,B] (23)


find the integral surface of (18) containing this curve.
If the general integral of equation (18) is 11. = 4>(z,y,a,w(a)), then
the solution of Cauchy problem reduces to finding the function w such
146 Problems

that the surface u = 4>(x,y,a,w(a)) contains the curve (23). Substitut-


ing x, y, u from (23) one gets

~(t,a,w(a)):= -~(t) + 4>(e(t),'ljJ(t),a,w(a)) = O. (24)


The solution of Cauchy problem is obtained by eliminating the param-
eter a from 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

7.3 Find first integrals of the following symmetric differential equations.

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

7.4 Find first integrals of the following systems of symmetric differential


equation.

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

7.5 Find general solutions of the following linear homogeneous partial


differential equations.

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.

7.6 Solve the following linear homogeneous partial differential equations


of order one.

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

81.£ 81.£ 81.£


5. z-+y-+z-
8z 8y 8z
= Z2 +21.£
81.£ 81.£ 81.£
6. (y+z+1.£)a;+(z+z+1.£)8y +(z+Y+1.£)8z =z+y+z
81.£ .1
z - + V 1 + y2_ = zy
81.£
7.
8z 8y
81.£ 81.£
8. (cy - b1.£)-8 + (au - cZ)-8 = bz - ay a,b,c E R
z y

7.12 Find general solutions of the equations.

81.£ 81.£ 81.£ ZtZ2 ... Zn


1. Zt -8 + Z2- 8 + ... + Zn -8 = 1.£ +
Zt Z2 Zn 1.£
,...-_ _ _ _ _ _ _ 81.£ 81.£ 81.£
2. (1+"/1.£-atZt- ... -anzn-8 +-8 +···+-8 =
Zt Z2 Zn
= at + a2 + ... + an at, a2, ... , an E R
81.£ 81.£
3. (Z2 + Z3 + ... + Zn + 1.£) -8(Zt + Z3 + ... + Zn + 1.£) -8 +
Zt Z2
81.£
+( Zt + Z2 + ... + Zn-t + 1.£) -8 = Zt + Z2 + ... + Zn
Zn
7.13 Find integral surfaces containing the given curves for the following
partial differential equations.

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

7.14 Find solutions of the following Cauchy problems.


az az y- z 2
1. - - - = - - z=1 Z=y
az By z
az az
2. az(a 2 + zy) az - ay(a 2 + zy) ay = _(Z2 + y2)Z2
Z= a Z2 + y2 =
r2, a, r E R
az az
Z( Z - a ) - + yz- = az - z - y z=o
2 2
3.
az ay
y=o
az az
2zz- + 2yz- = z - z - y
2 2 2
4.
az ay
i) z = a Z2 - y2 = a2 a E R
ii) z + y + z = 0 Z2 + y2 + Z2 = a2 aER
az . az .
5. 2coshz az + 2ysmhz ay = zsmhz
i) z = y = z
154 Problems

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

a) Show that w is a total differential.


b) Solve the Pfaff equation w = o.
7.20 Solve the following Pfaff differential equations.

I. yzdx + xzdy + xydz = 0


2. (1- 4x)dx + (1 + 4y)dy - 4zdz = 0
3. (y + z )dx + (x + z )dy + (x + y)dz = 0
4. x(y - l)(z - l)dx + y(z - l)(x - l)dy + z(x - 1)(y - l)dz = 0
5. (2X2 + 2xy + 2XZ2 + 1)dx + dy + 2zdz = 0
6. y 2dx - zdy + ydz = 0
7. x 2dx - z 2dy - xydz = 0
8. (x - y)dx + zdy - xdz = 0
9. (2yz + 3x )dx + xzdy + xydz =0
10. 2xdx + dy + (2x 2z + 2yz + 2Z2 + l)dz = 0
II. y(z - y)dx + x(z - x)dy - xydz = 0
12. (1 + yz)dx + x(z - x)dy - (1 + xy)dz = 0
13. (2x + yz)dx + (2y + xz)dy + (2z + xy -l)dz = 0
x+y
14. (yz -logz)dx + (xz -logz)dy + (xy - --)dz = 0
z
15. y(yz + a )dx + x(xz + a )dy - zy(z + y)dz = 0 a E R
2 2

7.21 Show that the function

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

7.23 Find families of integral surfaces of the following nonlinear partial


differential equations of order one.
1. p2 - zp - q = 0
2. ppq - 1.£ = 0
3. pz + qy+ 1.£pq = 0
4. p2 - q2 + 1.£ = 0
5. zp2q2 + y3pq - 1.£ - qy=0
6. (pz + qy)2 - u(pz + qy) + p2 + q2 = 0
7. p2 + q2 = f(J Z2 + y2)
8. pm + qm - un = 0 m, n E N
9. pz + qy - 1.£ = 0
10. (p - Z)2 - (q - y)2 - 1 = 0
11. 21.£ - pz + qy + q2 = 0
12. (pz + qy)2 _ p2 - q2 - 1 =0
7.24 Find solutions of the following Cauchy problems for the nonlinear
partial differential equations.
1. 1.£ - pz - qy - 3p2 + q2 = 0 Z = 0, 1.£ = y2
2. p2 + q2 _ U = 0 z = cos t, Y = sin t u = 1
3. Z(p2 + q2) _ (z2 + y2)p + 1.£Z = 0 Z = cos t, Y = sin t 1.£ =0
2
4. 2
P - 2pq + q2 - 41.£ =0 Z = 0, y =t 1.£ = -t2
5. 1.£ ( P2 + q2) - 3a2 =0 z = 0, y = t 2 In 1.£ = t a E R
2av2
6. p2 _ q2 _ 21.£ =0 Z = 0, y =t 1.£ = (1 + t?
t2
7. 21.£ - 2pz - 2py + q2= 0 Z = 0, y = t 1.£ = -
2
8. pq - zy = 0 z = 1, y = t 1.£ = VI + t2
9. 1.£2 - p2 _ q2 - 1 = 0 z = t, y = 1 - t 1.£ = 1
10. q2 z - py = 0
a) z = 0 y = t 1.£ = t 3
b) z = t y = 0 1.£ = t 2
11. p2 + q2 _ 1.£2 + 1 = 0 Z2 + y2 = A, 1.£ = 1
7. Partial Differential Equations 157

12.

L3.

7.25 Find singular integrals of the equations.

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

8.1 Prove the result: If the differential equation

y' = !(x, y), y(xo) = Yo

with! continuous possesses a unique solution, then the Euler polygons


converge to this solution.
8.2 Define! : R2 -+ R by

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

1. Show that! is continuous but not Lipschitz.


2. Show that for the problem y' = !(x, y), y(O) = 0, the iteration
method does not converge.
3. Show that there is a unique solution and that the Euler polygons
converge.
8.3 Show that the differential equation

y' + p(x)y =0
where
1 for x irrational
p( x) = { 0 for x rational

158
8. Miscellaneous Problems 159

possesses only one solution: y = O.


8.4 Solve the equation

where

0 for z ~ 0 0 for z < 0


a) p( z) = { sm z for z > 0 b) p( z) = { cos z for z > 0

Explain the difference between a) and b).


8.5 Consider the following linear differential equation

y' + pCz)y = o.
a) Show that if

pC z) = { ~ for Iz 1 > 0
o forz=O

the equation possesses only one solution: y = O.


b) If

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.

Study the continuity of the solution in parameter a.


8.7 Study the behavior for € -+ 0 of solutions of the following Cauchy
problems.

1. €y' +y = 1 +z y( 0) = 0,0 <z ~ 00

2. €y' + (1 + Z2)y = 1 yeO) = 0, 0 ~ z ~ 00

8.8 Consider the following inhomogeneous linear differential equation

€y" - Y = 1, -1 < z < 1.


160 Problems

Show that a unique solution ofthis equation, satisfying y( -1) = y(l) =


o exists and investigate the behavior of this solution for€ ~ O.

8.9 Show that the following problem

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

where A( x) is a n X n matrix of functions, which is periodic, to wit


A(x + T) = A(x).
a) Show that if y is a solution of this system, then the vector function
x I--t y( X + T) is also a solution.
b) If y( Xj Xo, Yo) is a solution of the given Cauchy problem, then the
following relation holds

y(x + Tj Xo + T, Yo) = Y(Xj Xo, Yo).


8.12 Suppose that solutions of the linear system

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

have the property lim y = O.


:1:--+00
8.13 Find periodic solutions of the equation

y' + y = cos a: y E C 1 (R)

8.14 Consider the following mapping

L : C 2([0, 1]) -+ C([O, 1])

L(y)( a:) := y"( a:) + eCOS:l:y( a:).


Investigate, if L is one-to-one.
8.15 Let S). denote a set of solutions y E C1(R) of the equation

yl5 + y' + ,\ = o.
Determine the set of functions S := U).ER S)..
8.16 Find solutions of the boundary problem

y" + p(a:)y = 0 yeO) = y(1r) = 0 a: E [0,1r]

wherep= C([O,1r]),p(a:) < 1, Va: E [0,1r].


8.17 Show that the following boundary value 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].

8.20 Consider the following linear homogeneous differential equation


of order one
y' sin3 a: - 2y cos a: = O.
162 Problems

a) Show that the functions Yn : R --+ R defined by

_ { e- ai.) .. for z E (mr, (n + 1}7r)


Yn ( z ) -
o for z E R \ (mr, ( n + 1)-11")

are solutions of this equation for any n E N.


b) Show that the functions Yn are linearly independent.
c) What is the dimension of the space of solutions Yn?
8.21 For any A E R, denote by y(., A) the unique solution of the fol-
lowing Cauchy problem,

Y" + Ae-Zy = 0 yeO) =0 y'(O) = 1.


Show that the function y(., A) : R2 --+ R, (z, A) 1--+ y(z, A) is continuous.
8.22 Consider the following system of linear differential equations

zy' + 4y - 2z = z + 1
zz' - 3y - z = 2z, z > 0 (1)

a) Make the substitution z = et.


b) Solve the resulting system.
c) Solve the system (8.1).
d) Find the solution of (8.1) satisfying the Cauchy conditions

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

y( z) = 0 1 cos Z + O2 sin z + foz I( s) sine z - s )ds

where Oll O2 E R.
b) Show that for any solution y

y(1r) + yeO) = fo1r f( s) sin sds


c) If f is a polynomial, show that the equation possesses a unique
polynomial solution PJ.
8. Miscellaneous Problems 163

d) Show that the polynomial PI from c) has the following properties


1. If 1 has integer coefficients, then PI has also integer coefficients.
2. If 1 is divisible by x n , then PI(O) is divisible by nL
3. If 1(7r - x) = I(x), \/x E R, then PI (7r - x) = PI(x) \/x E Rand
IPI(O)I < imax{l/(x)1 : 0::; x::; i}.
4. If I( x) = [x( 7r - X )]n, then PI(O)
=I O.
8.24 Consider the following differential equation

ylll = yy"

a) Show that if y E 0 3 (/) is a solution of this equation, then y E


0 00 ( / ) .
b) Show that if y is a solution, then the function x 1-+ ay( ax + b) is
also a solution for any a, bE R.
c) Show that if y E 0 3 (/) is a solution of this equation, then y" has
a constant sign on the interval I.
8.25 Consider the following mapping

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

4>(x) = folll K(x, y)4>(y)dy, x E [0,1]

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

b) Apply Banach fixed point theorem to this equation.


c) Explain why the results of a) and b) do not contradict each other.
8.27 Use the Banach fixed point theorem to establish the existence and
uniqueness theorem for the solution of the following problem

y' + >.y = I(z, y), y(o) = 0, y'(O) = 0.

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).

Generalize the result.


8.29 Consider the mapping L : c([O, 1]) ~ 0([0,1]),4> I-t L4>

(L4»(z) = 1 + >. fa1 4>(s - z)4>(s)ds

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

4>(z) = 1 + >. i1 4>(s - z)4>(s)ds z E [0,1].

8.30 Consider the function I :R ~ R,

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

c) Solving the problem b), find explicitly the function f.


8.31 Consider the following partial differential equation

ou ou OU 2 OU 2
U = Z oz + y oy + (oz) + (Oy) .

a) Find a complete integral of this equation.


b) Find a singular integral.
c) Find a general solution of this equation.
8.32 Study the initial value dependence of the solutions of the problem

y' = y2 y(O) =1 z E [0,0.999].

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' = f(z,y) y(O) =0


where
!y + g(z) if z > 0
f(z, y) := { (1 - A)-lg(O) if z = 0
A < 0 and 9 is sufficiently smooth.
8.35 Solve the following inhomogeneous linear differential equation

looking for a solution of the form

8.36 Show that the following differential equation

y' = (1 + cos z)y - cos 2 Z


166 Problems

possesses a unique solution y E Ol(R) which is periodic.


8.38 Suppose that y, z E 02(R+) satisfy the conditions
y" + p(z)y' - q(z)y > 0, z > 0
{ Z"+p(Z)Z'-q(z)z=O, z~O
z(O) = y(O), z'(O) = y'(O)
where p,q E 0([0,00)) and q(z) ~ 0 for t ~ O. Show that y(t) > z(t),
Vt> O.
8.39 Show that the following Cauchy problem

y' = Z2 ~ y2' y(O) = Yo


with Yo E R \ {OJ has a unique solution y defined on R. Show that the
limits lim y( z) exist and are finite.
z-+±oo
8.40 Show that the following Cauchy problem
y' = ell + (1 + y2)Z z ~ 0 y(O) = Yo
has a unique solution defined on the bounded interval.
8.41 Prove that for any a, b E R, the following boundary value problem
y" = y+ 0::::; z ::::; 1 y(O) = a y(l) = b)
where y+ := max{y,O} possesses a unique solution y E 0 2 ([0,1]).
8.42 Consider the differential equation
1
y" + (a - 1 + Z2 )y = 0, a > 0, z E R.
Show that solutions of this equations and their first derivatives are
bounded on R.
8.43 Consider the following two differential equations
y" + a( z )y = 0
y" + b( z )y = 0
z E [z!, Z2], a, b E C([z!, Z2l)
If </> is a solution of the first equation and "p a solution of the second
one, prove the following equality

</>'(Z2)"p(Z2) - </>'(Zl)"p(Zl) + l~2[a(z) - b(z)]</>(z)1f1(z)dz =


= </>(Z2)"p'(Z2) - </>(Z2)"p'(Z2).
8. Miscellaneous Problems 167

8.44 Find the general solution of the system.

y~ + Y2 - 0
Y~ + Y3 - 0
Part II
Solutions
CHAPTER 1

Differential Equations Solvable by


Quadrature

1. Differential equations of the form y' = f(x, y).l


1.1 Using the method described in 1.a., we get.

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

1 Below, if not stated otherwise, C is a real constant.

171
172 Solutions

1.2

1. 2e tyl = Ve"(1 + eZ )
2. l+y2= _2_
1 -Z2
3. y=1

4. ':'Vl + Z2 + !. /1 + 2 + 10 (z + vI + Z2)(y + VI + y2) +


2 2V Y g n + VI + n 2
+nzy = ; VI + n 2
5. y=z-a

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

with a, b, c, at, bl,CI E R can be transformed into a homogeneous equa-


tion by the change of variables z = u + Zo, y = v + Yo, where Zo and Yo
are the solutions of the linear system

if the determinant

differs from zero. If this determinant is zero, then, by transformation


Z = az + by, the equation is transformed into the one with separable
variables.
1.13 Using the method described in 1.b., we have.

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

1.14 One may apply the method proposed in 1.12 to get.

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

1.20 One may apply the method described in l.c. to get.


1 0
1. y= _X4+_
6 x2
176 Solutions

:z: sin 2:z: C


2.
y = 2 cos z + 4 cos z + cos z
3. Y = -z
122
2
+
Ce z
be Pz
4. y = - - + C e- az if p #- -a
a+p
y = bze- az + Ce- az if p = -a
5. y = z2 + Oz2e~
Oe z
6. y=z+l+--
z+l
7. y = 0 sin z - a
8. y = z(l + Z2) + 0(1 + Z2)
9. Y = az + 0 V1 + Z2
0- Z4
10. Y = 4(Z2 - 1)2"
3

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

1.24 yi + p( z )Yi + q( z) = 0, i = 1,2,3 implies that (:;=:)' = 0, which


means (tl!=.n.)
1/3-111
= const.
1.25

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

1.27 From y~ + p(Z)Yl + q(z) = 0, y~ + P(X)Y2 + q(x) = 0 we have


yf - y~ = -P(YI - Y2)' Therefore, the function Yl - Y2 is a solution
of the associate homogeneous equation. Then, the general solution of
the inhomogeneous equation is Y = C(YI - Y2) + Y2. For the problem
Yl = Z, Y2 = z sin x we have, consequently, Y = C( z - z sin x) + x sin x.
The condition y( u) = 2u lead us to 2u = C ( u - u sin u) + u sin u, which
means C = l-smu
2-8~U
1.28 a) The homogeneous equation has a solution of the form y(z) =
C e- az • The only bounded solution is the trivial one. Thus, the bounded
solution is unique. The existence of bounded solution can be proved by
noticing that the function

Yo = [Zoo e-a(x - t)f(t)dt = [~ e-azf(z + x)dz


is bounded on R and is a solution of the equation.
b) Yo defined above is periodic, if f is periodic and has the same
period.
1.29 One uses the substitution described in l.d.
x2
l. Y = C(cx 2 + 2" log Izl)2
2. x(x 2 + Cz) - 1 = 0
3. y2 = x log IfracCxl
4. y2(3 + Ce COSZ ) - x = 0
5. y( e + C e2z) - 1 = 0
Z

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

14. y- C~l - ~(1 -


Z2) = OJ y = 0
Z2 +
3
15. y(Ce- z2 +1-z 2)-1=Oj y=O
16. y3 _ Ce- z + z -1 = 0

17. (1 + Cz + log Izl)y - 1 = 0


18. Z3 + ye Z + 3z 2ye z - C = 0

19. yl-n = 2sinz + _2_ + Ce(n-l)sinz


n-1
1.30
1
1. y = --:-----:--:-
1 + log Izl
2. y = (~eZ3 _ ~Z3 _ ~ )3 j Y =0
3. a) (z - C)2 + y2 = C 2
b) There are no solutions
c) Z2 + y2 = Z
1.31
dz
- - zy = y3Z 2 j z(2 - y2 + Ce-"i-) = 1
2
1.
dy

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 -

1.38 The complete integrability condition ~ = ~ holds for any of


these equations and therefore the general solutions are

r P(s,y)ds + l~ttl Q(zo,t)dt = O.


lzo
Z3
1. _+zy2+Z2 = 0
3
2. z4 + 2z2y2 + y4 = 0
Z2
3. 2Z2 + log Iyl = 0
4. z3 + 3z 2y2 + y4 = 0
Z4 3 y3
5. - - _z2y2 + 2z + - = 0
423
6. Z3 + 3z 2y2 + y3 = 0
Z2 5
7. z+-+-=O
y2 y
8. JZ2 + y2 + log IzYI + ~Y = 0
9. Z3y + Z2 - y2 = 0 zy
sin2 z Z2 + y2
10. --+y 2
=0
II. (z2 + y2)2 + 2a 2(y2 _ z2) = C
12. z3 + z 3 l og Iyl - y2 =C
Z2 -1
13. 2. +4z=0
SIllY
182 Solutions

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

1.40 The functions P and Q homogeneous of degree m, therefore z ~~ +


y: = mP and z~ + y~ = mQ. These equations directly implies
that
8 p 8 Q
-
8y zp + yQ 8z zp + yQ
--:::----::::-

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

14. { z = Hlog lui + 1)2 + 0


y = ulog lui
{ z = log lui + sin u + u cos u + 0
15.
y = u+ u 2 cosu
1.43 Using the method discussed in 2. we get

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

A curve, which orthogonally intersects all curves of the family is called


the orthogonal trajectory of this family. To derive the differential equa-
tion of the orthogonal trajectories of the family of curves I( z, y, a) = 0,
one eliminates this parameter from the equations

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

The differential equation of the orthogonal trajectories is


1
z2 _ y2 + 2zy( - -) = 0
y'
or
, 2zy
y = Z2 _ y2 .
This is a homogeneous equation with the general solution z2+y2-Cy =
0, which describes the family of orthogonal trajectories.
The problems which follow can be solved similarly.

, 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

y'(z) = f(z,y(z),4>(z - 'T)), y(zo) = 4>(zo)


because, if z belongs to [zo, Zo + 'T], then the argument z - 'T belongs to
[zo - 'T, zo] and consequently, for z E [zo - 'T, zo], y(z - 'T) = 4>(z - 'T).
We assume the existence of solution y = 4>l(Z) of the problem on
the interval [zo, Zo + 'T].
Continuing in the same fashion on the following intervals of the
length 'T, we have

y'(z) = f(z,Y(Z),4>l(Z - 'T)), Zo + 'T ~ Z ~ Zo + 2'T,


y(zo + 'T) = <P1(ZO + 'T)
y'(z) = f(z,Y(Z),<P2(Z - 'T)), Zo + 2'T < z < Zo + 3'T,
y(xo + 2'T) = <P2(ZO + 2'T)
188 Solutions

y'(z) = J(z,y(z),tPn(z - n'T», Zo + n'T < z ~ Zo + (n + 1)'T,


Y(Zo + n'T) = tPn(ZO + n'T)
This method, called the step method, gives us the solution y of the
differential equation with delayed arguments on every bounded interval
of the real axis, if the Cauchy problem has a unique solution.
1.53 One uses the step method described above.

1. zE[I,2], y'(z)= y(z)+6z, y(l) =2,


:::} y(z) = elD- 1 - 6(z - 1)
z E [2,3], y'(z) = y(z) + 6[2e lD- 2 - 6(z - 2)], y(2) = 2e - 6,
:::} y( z) = 2e lD- 1 - 5ez - 2 - 24e lD- s + 12zelD- s - z + 1
2. zE[0,2], y'(z)=y(z)+2(z-2)2, y(O)=O,
:::} y(z) = 8eID - 4z2 - 8
z E [2,4], y'(z) = y(z) + 2[8e lD- 2 - 4(z - 2)2 - 8]2,
y(2) = 8e 2 - 24
3. z E [0,1], y'(z) = y(z), y(O) = I,:::} y(z) = elD
z E [1,2], y'(z) = y(z)elD-t, y(l) = e,:::} y(z) = ee-- 1
4. ZE[0,3], y'(z)+2y(z)=2z, y(O) =3,
7 1
:::} y(z) = 2"e- 21D + z - 2"
7 7
z E [3,6], y'( z) + 2y( z) = 2"e- 2(ID-S) + 2z - 2"'
7 5
y(3) = 2"e- s + 2"'
7 45 ) 2(1D S) 7 21D 1 ( ) 1
z = ( 2"z - "4 e- - + 2"e- + 4 4z - 7 - 2"
:::} y()

1.54 Similarly to Problem 1.52.


1.55 One applies the step method described in 1.52.

1. z E [0,3], y'(z) = 2y(z) - 2zy2(z), y(O) = 3,


This is a Bernoulli equation with the solution
1
y(z) = (z - 2e- 21D - 2"tl
4e- 2(ID-S) + 1
z E [3,6], y'(z) = 2y(z) - y2(z)(z _ 2e- 2(ID-S) _ t)2'
1. Differential Equations Solvable by Quadrature 189

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.

Differential equation of n-th order solvable by reduction of or-


der.

1.56 The equation can be written in the following form

[y(n-1)(Z)]' = fez), =} y(n-1)(Z) = 1= f(s)ds + C


=0
1, z E [a,b].

Similarly, we get

y(n-2)(Z) = l=[l t f(s)ds +


~ ~
C1]dt = 1= dt1t f(s)ds +
~ ~
C1(z - zo)

+C2 = l=(z - s)f(s)ds + C1(z - zo) +


=0
c2.
By induction, it directly results in

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

Thus, the solution of the Cauchy problem is


0 z - Zo ,
y
()
z = Yo + 1! Yo + ... +
(Z - Zo ) n-l (n-l) lZ( Z - S )n-l f()d
+ (n - 1)! Yo + Zo (n _ 1)! S s.

1.57 One uses the method described in 1.56 (Ci E R).

1. y(z) = 2tanz - tan2z + C1 z + C2


1 3 1 1 11 3 1 2 1 1
2. y( z ) = 6"z log z - -3 z + i Z - 4"z + -18 +
(z - 1)2 Z- 1
+C1 2 +C2~+C3
z4 z2
3. y(z) = 24 + cos z - sinz + C12 + C2z + C3
4. y(z) = -log 1 coszl + C1 z + C2
2Z2 - 1 . z~--=-
5. y(z) = 4 arcsmz + 4"V1- Z2 + C1 z + C2
6. y(z) = -log(1 + z2) + Z arctanz + C1 z + C2

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

F( z,z,z,, .•• ,z(n-le» =0


1. Differential Equations Solvable by Quadrature 191

If the general solution of this equation is z = f(x,01, ... , On-Ie), then


the initial equation becomes y(1e) = f(x, 01, ... , On-Ie) and can be solved
as in problem 1.56.
1.60 One uses the method described in the previous problem (Oi E R).

1. y(x) = 0 1log Ixl- x 2 + O2


0IX 6 x2 x5
2. y(x) = --+02-+03X+04--
120 2 5
x6 x2
3. y(x) = 0 16 - 0: 2 + 02X + 0 3
4. y(x) = (OlX - One c71 + O2
5. y(x) = log le2~ + 0 11- x + O2
y-02
6. X - 0 1 = a log Isin I
a
7. y(x) = (Ole~ + l)x + O2
8. y(x) = 01X(X - Ot) + O2
x3 x2
9. y(x) = 12 + 2 + 01 xlog Ixl + 02 X + 0 3
10. y(x) = ± sin(Ol ± x) + 02X + 0 3
11. y(x) = (1 + On log Ix + 0 11- 01 X + O2
x2
12. y(x) = 0:( 2 + x) + O2
x2
13. y(x) = 01( 2
+ x) - o:x + O2
14. y(x) = sinh(x + Ot) + 02X + 0 3
15. y(x) = 01X5 + 02X3 + 03X2 + 04X + 0 5
1
16. y(x) = 2"x log Ixl + 0 1log Ix - 11 + 02X + 0 3
1.61

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.

1.62 Using the change of variable y' = p(y), we get


d
J!.. (Ie) _
dP1e-1
-=-dd':-y-=-le--1 + ....
/I _ 1e-1
y - Pdy' ... , y - P

The given equation becomes


dp dpn-1
F1(y,p, dy"'" dyn-1) = 0

which is a (n - 1)-th order differential equation with the unknown


function p.
If p = f(y, Ct, ... , Cn - 1 ) is a general solution of this equation, then
the set of solutions of initial equation can be found by solving the
following equation with separable variables
dy
dz = f(y, C1, ... , Cn - 1 )

The initial equation has also solutions of the form y = a, where a


is a real constant, which satisfies the equation F( a, 0, ... ,0) = O.
1.63 One uses the method described above.

1. y - C1(y + C2)e02 :1l = 0 C2 i= 0


2. ycos 2 (z + C1 ) C2 = 0
-

3. log Iyl = C1 tan(C1 z + C2), y = C


4. y + C1 log Iyl = z + C2 , y = C
5. C:y - 1 - sin( C1 z + C2) = 0, y = 0
6. y = ± arcsinE:Il+o1 + C 2
7. y=-loglcos(z+C1 )I+C2
8. (z - Ct)2 - 4C2(y - C2) = 0
1. Differential Equations Solvable by Quadrature 193

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

1.65 The change of variables ~ = 'U leds us to

(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

Remark The change of variables ~ = 'U may be also written as y =


ef tuk.
1.66 One uses the method described in 1.65.

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

6. y = 02(Z + VZ2 + 1)C1


7. Y = O2 eC1 z2 , y = 0
8. 0 1y2 - 02Y - Os = 0
Z -
y-02
9. log I
y+ 2
c
I+ 0 1 - Z = 0
1 + 02ez
10. y = 01 , Y =0
1- 02ez
11. y(02+ Z2 )-01Z =0
12. 01 Z + O2 - log y0 = 0
y+ 1
13. y= e Z
1
14. y = -2 -
sin z
15. y = 1 + sinz

1.67 By the change of variables z = et , one obtains


dy dy dz dy. d d
dt = dz dt = z dt I.e. z dz(Y) = dt(y)·
Replacing y' by z!, one gets z!(zy') = !(i) or Z2£J = Si- i =
T(T -l)y, where T:= !.
In general, one finds
d1c y
z1c d
z 1c = T(T - 1) ... (T - k + l)y.
Substituting this into the initial equation, one obtains
dy dRy
F1 (y, -dt , .•• , -d
tR ) = O.
In this equation, the independent variable t does not appear explic-
itly and therefore, using the result of Problem 1.62, by the change of
variablesi = p{y) one obtains a (n - 1)-th order equation.
1.68 One uses the method described in 1.67.

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

10. y( 0 1 - Z2) - 02Z = 0

1.69 The differential equation is homogeneous with respect to the vari-


ables z, y, dz, d2 y, ... , dny. Making the change of variables y( z) =
u( z )z, we get y' = zu' + u, y" = zu" + 2u', ... , y(1c) = zu(1c) + ku(1c-1) ,
k = 1,2, ... , n. It follows that zlc-1 y {Ic) = zlc u {Ic) + k z lc-1U{Ic-1). Substi-
tuting this to the given equation, we get an equation of the form

F 1 ( U, ZU,, ••• ,z nu en») =0


whose order can be reduced, as in 1.67.
1.70 One uses the method described in 1.69.
z
1. y = z log I0
1Z +
c2 I, y =0Z
2. y=z
(02 ZC1 - 1)2
3. y = 2C1C2 z c1 + 1 Oi E R+, y =0
4. y = arcsin(02z) - 01 Z
5. (3 - Z)y5 - 8(z + 2) = 0
6. 202z 2y - (02Z - 0 1 )2 + 1 = 0
7. y" - Z2( 01Z2 + O2 ) = 0

1. 71 We introduce an auxiliary parameter.


1. The equation may be solved with respect to z as follows

z = e1l' - y"

Taking y" = t, we have z = et - t.


Demanding that dy' = y"dz, we get dy' = t(e t - l)dt and therefore
y' = te t - et - ; + 0 1 , But dy = y'dz, which means that dy =
196 Solutions

(te t - et - ; + Ct}(e t - 1)dt and, as a result, we obtain

{ 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

Since ll(y')lO + 1 =1= 0, we see that y" = 0, which means that y =


Clx + O2 •
1. 72 Given a family of plane curves, depending on n parameters at, a2,

f (x, y, al, a2, ... , an) = 0


one can get the related differential equations as follows: Differentiating
this equation n times with respect to x and using the fact that y is a
function of x, one obtains n differential equations of order 1,2, ... n,
which can be used to eliminate all the parameters. As a result, one
obtains a relation of the form
,,,, ... ,y(n»)
9 ( x,y,y,y =0
which is the differential equation of given family.

1. x(x - 2)y" - (x 2 - 2)y' + 2(x - 1)y =0


2. (yy" + yl2? + y3y" = 0
3. y"y2(log Iyl - 1) + y'2(y - xy') = 0
4. yIV = 0
5. y"y' - 3y,12 = 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

Existence and Uniqueness Theorems

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

which means that X = Y and vice versa.


2) 8(x,y) = 8(y, x) is obvious.

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

d2(x, z) = L:(Xi - Zi? = L:[(Xi - Yi) + (Yi - Zi)]2 =


i=l i=l
n n n

= L:(Xi - Yi? + 2 L:(Xi - Yi)(Yi - Zi) + L:(Yi - Zi)2.


i=l i=l i=l
Using Cauchy inequality

(L: aibi)2 ~ (L: an L: bn


n n n

i=l i=l i=l

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

5(x, y) ~ d(x, y) ~ p(x, y) ~ .!..5(x, y), Vx, y ERn.


n
2.3 Let (x(k»),.eN be a fundamental sequence of elements of Rn, x(k) =
(x~k), ... ,x~k»).
Since (x(k»),.eN is fundamental, we have
n
d( x(k), x(l») = (L:( x~k) - X~l))2) t < € Vk,l > Nt;.
i=l
This implies

IX~k) - x~')1 < €, i = 1,2, ... , n, Vk, I> Nt!.

and therefore, the sequence (X~Ic»),.eN' i = 1,2, ... , n is fundamental


in R. Since R is a complete metric space, we have Xi = lim x~k),
Ic-+oo
i = 1,2, ... ,n. Let x = (zt,z2, ... ,xn)E Rn, d(x,x(lc) < €, Vk > Nt;,
which means that the fundamental sequence (x(k»)lceN is convergent in
Rn.
2 ..4 One sees that d(f,g) satisfies the first two axioms of the metric.
We will check the triangle identity.

If(x) - g(x)1 :-s; If(x) - h(x)1 + Ih(x) - g(x)1 :-s;


:-s; maxlf(x) - h(x)1 + maxlh(x) - g(x)1
ze[a,b] ze[a,b]
Vf,g,h E C([a,b])
2. Existence and Uniqueness Theorems 199

G([a, b]) is a complete metric space: Let {In}nEN be a fundamental


sequence in G([a, b]), d(/n,/m) < €, n, m > Nt! or, taking into account
a definition of d, we have

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:

5(/, g) = °¢> I = g, V/,g E B([a,b])

and
5(/,g) = 5(g,1)
The third axiom:

I/(x) - h(x)le-Tlz-zol ~ I/(x) - g(x)le-Tlz-zol +


+Ig(x) - h(x)le-Tlz-zol ~ maxl/(x) - g(x)le-Tlz-zol +
zE[a,b]
max Ig( x) - h( x ) Ie-Tlz-zol
zE[a,b]

and therefore 5(1,h) ~ 5(1, g) + 5(g,h).


The completeness: Let {In}nEN C G([a, b]) be a fundamental se-
quence in B([a, b]) i.e.

m[axbll/m(x) - In(x)le-Tlz-zol < €, Vm,n> Nt!


zE a, 1
or
I/m(x) - In(x)le-Tlz-zol < €, Vm,n> Nt! Vx E [a,b].
We denote A = maxeTlz-zol and we have
zE[a,b]

I/m(x) - In(x)1 < A€, Vm, n > Nt! Vx E [a, b].

That means that the sequence {In} is uniformly convergent and its
limit I E G([a, bD, and therefore we have

V€ > 0, 3Ne; 5(1n) I) < €, Vn > Nt!.


200 Solutions

2.6 Let {Yn}neN be a Cauchy sequence in Y. The sequence {Yn}neN is


a Cauchy sequence in X, hence it is convergent in X and has a limit
x E X. The space Y is closed, therefore, it follows that x E Y, which
means that {Yn}neN is convergent in Y.
2.7 The proof is similar to the one presented in 2.4.
2.8 One readily verifies that the spaces in question are complete, normed,
linear spaces with the norm

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

Y(Z,Yi, ... ,Yn ) (Z,Yl, ... ,Yn) Ene Rn+!.


2.14 Let (X, Y, Z) and (z, Y, z) be two arbitrary points in R3.
a) We have

and
5(f(z, Y, Z), fez, Y, z» = IY - YI + IZ - zl
but

p(f(z, Y, Z), fez, Y, z» = max{ly2 _Z 2 _(y 2 _z 2 )1, ly2+Z2_(y2+z2)1} =

= max{IY +yIIY -YI-IZ +zllZ -zl, IY +yIIY -YI-IZ +zllZ -zl} :5


< 61Y - YI + 41Z - zl :5 6{IY - YI + IZ - zl} = 65«z, Y,Z),(z,y,z».
Therefore, L = 6.
b)
II (y2 - Z2, y2 + Z2) _ (y2 _ z2, y2 + Z2) II(R2,6)=

ly2 _ Z2 _ (y2 _ z2)1 + ly2 + Z2 _ (y2 + z2)1 :5


121Y - YI + 81Z - zl :5 125«z, Y, Z), (z, Y, z».
Therefore, L = 12.
c)
II (y2 - Z2, y2 + Z2) _ (y2 _ Z2, y2 + Z2) II(R2,d)=

[(y2 _ Z2 _ (y2 _ Z2»2 + (y2 + Z2 _ (y2 + z2»2]t :5


:5 [2(6IY - yl + 41Z - zl?]t <
< 6v'211 (0, Y - y, Z - z) II(R2,6)

Therefore, L = 6v'2.
d)
IX 2 + 2 sin Y + 3Z 2 - Z2 - 2siny - 3z2 1 <
202 Solutions

~ IX+zIIX-zl+2IY-yl+3IZ+zIlZ-zl < 2IX-z l+2IY-yl+48IZ-zl ~

48[1X - zl + IY - yl + IZ - zl] = 48 II (X - z, Y - y, Z - z) II(Rs,6) .


Therefore, L = 48.
Remark The following estimate was used

. 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)=

= 12zllYZ - yzl + ly2 _ y21 + 12zlly2 _ y21 <


< 12zllYZ - yZ + yZ - yzl + (1 + 12zl)IY + yilY - yl <
::; 12zllZIIY - yl + 12zllyliZ - zl + (1 + 21zl)IY + yilY - yl ::; 881Y - YI+
30lZ - zl ::; 88(IY - yl + IZ - zl) < 176max[lY - yl, IZ - zll =
= 17611 (O,Y - y,Z - z) II(RS,p).
Therefore, L = 176.
f)

II (cos z + l)(Y - y) + Z2(Z - z), (1- z)(Y - y) + sinz(Z - z) II(R2,p)::;


~2 ~2
< max[2lY -yl + TIZ -zl, IY -yl + IZ -zl] < T[lY -yl + IZ -zll =
~2
= T II (0, Y - y, Z - z) II(Rs,6) .
r
L --T·
g)
I sinY _ siny 1< 1 IY _ I-
I + Z2 I + Z2 - I + Z2 y -
=11 (0, Y - y) II(R2,d) .
L=1.
2. Existence and Uniqueness Theorems 203

2.15 We write the formula of finite increments

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

I/(x, Y) - I(x, y)1 ::; LI(Y - y)1 = L II (0, Y - y) II(R2,d)=


= L II (0, Y - y) II(R2,c5)= L II (0, Y - y) II(R2,p)
2.16 No. If, for example, I(x, y) = xy'y, 0 = (0, a) X (0, b), then
U = 2~' which is not continuous for y = 0, but is continuous at every
inner point of O.
2.17 Sometimes I is Lipschitz, like, for example, I(x, y) = Ax+By+O,
U
o = R2, A, B, 0 E R and the derivative = B is bounded, which
means that I is Lipschitz. There are also functions which are not
Lipschitz as, for example, I( x, y) = V;and the derivative U
= y is not
bounded (0 = R2).
2.18 a), b), c): one may apply results of Problem 2.15.
2.19
01 2 1 2 . -
lay I = 3"ly- s I ~ 3" In 0
2.20 If I E Lip(O), then II I(x) - I(y) II::; L II x - y II. Therefore, if
II x - y II < E --+ and lEO (0)
°
If IE 0(0) then 3M > such that II f' II::; M. But II I(x) - I(y) 11::;11
I' 1111 x - y II::; M II x - y II. Thus, E Lip(O). In conclusion, we have
0 1 (0) C Lip(O) C 0(0).
2.21 No it is not. Suppose it is. Then
1 1
1-x - -I
y
::; Llx - yl
Let us replace in the inequality above (x, y) by (i, ~). Then
1 1 L
1;- - yl ::; "4lx - YI
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204 Solutions

Comparing these two equations, we find l > 1. QED.


2.22
a) The function is local Lipschitz on any interval which does not
contain o.
b) The function is Lipschitz.
2.24

I/(x,Y)-/(x,y)1 = Ip(x)IIY-yl::; l(maxp(x)IIY-YI·


zE[a.b]

Therefore,

p(l(x, Y), I(x, y)) ::; M d(x, y), M = zE[a.b]


max p(x).

2.25 The sufficient condition for the mapping I :0 C (Rn,6) -+ (Rn6),


where 0 is bounded and closed, is that

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 -

Indeed, from the formula of finite increments

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

= L MTc(X + 6(x - Y))IXTc - YTcI


Tc=l
where we defined MTc(X + 6(x - y)) = Ei=llU;(x + 6(x - y))l.
If a = max(Ml, M2, . .. , Mn) and if 0 < a < 1, then I is a contrac-
o
tion, since 6(/(x),/(Y))::; a6(x,y).

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2. Existence and Uniqueness Theorems 205

2.26 a) One uses the results of the previous problem. We have

Ml = 0.7~ + 0.1~ = 0.8~


M2 = 0.3~ + 0.9~ = 1.2~
0: = max(0.8~, 1.2~) = 1.2~
5
::::} If 0 < ~ < 6" the mapping is a contraction.

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

If FE C1(R) and if 3A E R such that

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

Ij'(z)1 ~ q, Vz E R, if Iql < 1

the equation has a unique solution, which can be found by iteration

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

8(f(z),/(Y)) = L I/i(z) - li(Y)1 ~ L IAI L lailellzle - Ylel =


i=l i=l le=l

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

c) The metric space (Rn , d) is complete.


n n
d(f(x),f(y)) = ~)A L: aik(xk - Yk))2 :::;
i=l k=l
n n n n n
< L:(A 2 L: afk)(L:(Xk - Yk)2) :::; IAI L: L: afkd(x, y).
~1 k~ ~1 ~lk~

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¢>

A¢>(x) = A In K(x,y,¢>(y))dy+ f(x).


Observe that B(f, R) is a complete metric space. We want to apply
Banach theorem and to do that we first impose the condition
A(B(f, R)) c BU, R)
208 Solutions

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

IA4>I(z) - A4>2(Z) I ~ 1..\1 In IK(z,y,4>I(Y» - K(z,y,4>2(y»ldy ~


~ I..\IL In 14>I(Y) - 4>2(y)ldy ~ 1..\ILm(O) II 4>1 - 4>2 II
for all 4>1, 4>2 E B(f, R). This means that the mapping A is a con-
traction, if 1..\1 < ~(OP and therefore we have proven the following
theorem
Theorem If
1. K E O( n x 0 x I r), II K II ~ M, 1 E 0 (0), ..\ E R,
2. the function K satisfies Lipschitz condition with the Lipschitz
constant L,
3. the real numbers R, M, ..\, L satisfy the relations
R 1
1..\1 ~ Mm(O) 1..\1 < Lm(O)
then the integral equation has a unique solution in B(/, R) c 0(0).
This solution can be found by the iteration method, starting at any
element 4>0 E B(f, R).
Denoting by 4> the solution of the equation and by 4>n its n-th suc-
cessive approximation, the following estimation holds
an
II 4>n - 4> II~ 1_ a II 4>0 - 4>1 II, a = 1..\ILm(O).
b) In this case, we can look for a solution in 0(0) and the first
condition of Banach theorem is fulfilled,

A: 0(0) --. 0(0), 4> ~ A4>


2. Existence and Uniqueness Theorems 209

where
A4>(z) = A In K(z,y,4>(y))dy+ I(z).
Assuming that A is a contraction, we have

Observing that if K is Lipschitz on R, i.e. if 3L > 0 such that

the mapping A is a contraction only if 1..\1 < ~, we see that the


following theorem holds
Theorem Let
1. K E C (0 X 0 X R), I E C( 0), A E R,
2. the function K satisfies Lipschitz condition with the Lipschitz
constant L,
3. the real numbers men), A, L satisfy the relations
1
1..\1 < Lm(n)

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

(4) E B(f, R)) =? (4)in.7)

and proceeds as in a).


2.37 The kernel of the integral equation is

K: [0,1] X [0,1] X [-r,r] --t R, K(z,y,z) = zy+sinxz


Noticing that L = 1, M = mazolzy + sinzzl = 2, men) = 1, and
applying the result of the previous problem we have:
a) If
R
1..\1 ~"2 and 1..\1 < 1
the equation has a unique solution in the ball B(f, R).
210 Solutions

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

4>n(z) = /(Z)+A In [Kl(Z, y)+AK2(z, y)+ ... + An - 2K n - 1 (z, y)]/(y)dy.

The sequence {<Pn}neN has a limit <P in the sense of uniform convergence.
Hence,
212 Solutions

The series Ei!o AnK n+1(z, y) is uniformly convergent in n x fi because

IK1 (z,y)1 ~II K II


IAK2 (z,y)1 ~ IAIII K II m(O)

which means that it is bounded from above by the convergent number


series (geometric series with q = IAIII K II m(O) < 1).
Therefore we may write

Denoting
00

r(z, Yi A) = ~ AnKn+1(z, y)
i=O
the solution of the equation may be written

4>(z) = J(z) + A In r(Z,YiA)J(y)dy.


Remark The function Kn(z, y), n = 1,2, ... is called the iterated kernel
of n-th order and r(z, Yi A) is called the resolvent kernel of Fredholm
integral equation.
2.44 a) The solution is unique.

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

b) The solution is unique for IAI < ;2.


4>o(z) = 0
4>1(Z) = 1
2. Existence and Uniqueness Theorems 213

A
4>2(X) = 1 + 2"x(a - x)

4>3(X) = 1 + 2A4x(a - X)[AX2 - aAx - a2,\ -12]


(IAla2)3
€=~~-
1 -IAla 2
c)
4>o(x) =0
4>l(X) =1
x2
+ - +1
X
4>2(X) = --
20 10
62 1 1 1
4>3 (X) = 1 + - x - -x - - x + - - x
2 3 4

600 20 600 2400


€ < 0.001
2.45 a)
3xy
rex, Yi A) = 2.8
3
4>(x) = x 2 + 56 x
b)
12 x +Y 1
r(X,Yi A) = 12_,\(x y - -2-+ 3)
12 (l x +Y 1
4>(x) = f(x) + 12 _ A 10 (xy - -2- + 3)f(y)dy

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

2.46 a) The solution exists and is unique for IAI < 1.


4
r(Xt, X2,Yt,Y2i A) = - - , XlY2
1-/\
2A
4>( Xt, X2) = 1 + --, Xl
1-/\
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214 Solutions

b) The solution exists and is unique for IAI < l.


K 1 (zt, Z 2,Yt,Y2) = 1 + Z2 + Yl
1
K 2(zt, Z2, Yt, Y2) = 22 (3 + 2z2)(3 + 2yt)

The resolvent kernel is

r(Zt, Z2, Yt, Y2; A) = 1 + Z2 + Yl +


A A2
+ 22 (3 + 2z2)(3 + 2Yl) + "2(3 + 2z2)(3 + 2yt} +
+A 3 (3 + 2z 2)(3 + 2Yl)[1 + 2A + (2A)2 + ... + (2A)" + ...].
Therefore
A
r(zt, Z2, Yl, Y2; A) = 1 + Z2 + Yl + 4(1 _ 2A) (3 + 2z2)(3 + 2yt).

The solution of the integral equation is

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).

2. 3L > 0 such that


n
IKi(z,y,u) - Ki(z,y,v)1 s L~:::IUi - vii
i=1
\I(z, Y, u), (Z, Y, u) E 0 x 0 x Irl X ••• X Irm.

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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)'

Under these conditions, the system of integral equations has in

Y = {4> E C{f2, R m ), l14>i - Ji Ib~, i = 1,2, ... ,m}


a unique solution which may be obtained by the iteration method,
starting with any element of Y.
2.48 a) II Kl 11= 1 + rl + r~, II K2 11= 1 + r~ + r2, L = max{1, 2rl, 2r2)'
If the numbers A, Rt, R 2, rt, r2 are such that

IAI < 1
2 max{1, 2rl, 2r2)
then the system has a unique solution in

b) The system does not have any solutions in Y.


c) If the numbers A, R 2, rI, r2 are such that

IAI < 1
2 max{ 1, rI, r2)
then the system has a unique solution in

d)1f the numbers Rh R 3, rt, r2, r3 are such that

RI ~ 4(1 + 4rDj r2 ~ 4r:, R3 ~ 4(2 + rIr2)


max(1, rt, 4r2, 3rn < ~
216 Solutions

then the system has a unique solution in

2.49 The system of integral equations has a unique solution in

if 0.4(1 + r2) ::; r1, 0.4r1 ::; r2, max(1,2rt} < ~.


The successive approximations give

{ (M = 0.4 { 4>~ = 0.4 cos ~x


4>~ = 0 4>~ = (0.4)3

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

For P1 = !, P2 = h € ::; 1.28.


2.50 a) If there exists A, rt, r2 such that

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

The successive approximations are

{ 4>~( Xl) X2) = 0 {4>H Xl) X2) = 0


4>~( Xl) X2) = 0 4>~( Xl) X2) = A

{ 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

The successive approximations are

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

The successive approximations are

{ <pl = 31
<p~ = -42

{ <p~ = 967 { <pf = 967 + 6


2

<p~ = -1309 <p~ = -1309·967 - 7


2.51 a) The solution exists and is unique in

where T1, T2 are chosen such that the following inequalities hold

The solution obtained by the iteration method is <P1(X) = <P2(X) = O.


b) The solution <P1(X) = t, tP2(:Z:) = t does not belong to Y, because
II <P1 II = ~ > 116 , II <P2 II = ~ > 116 (the elements of Y satisfy II <Pi II < 116 ,
i = 1,2). Therefore, the solution is (0,0).
2.52 See problem 2.47.
2.53 We consider the ball iJ(f, R) C G([a, b]) and the mapping A :
iJ(f, R) -+ G([a, b])j <P 1-+ A<p, where

(A<p)(x) = A i Z
K(x,y,<p(y))dy+ f(x).

The condition A(iJ(j, R)) c iJ(j, R) is satisfied if


la<p(x) - f(x)1 ~ IAlliz K(x,y,<p(y))dyl ~ IAIM(b- a)
218 Solutions

We endow the set iJ(f, R) with the Bielecki metric, which is

d(f, g) =11 f - 9 IIB([Clb])= max If(z) - g(z)le-Tlz-ClI, T E R+.


, CI~z~b

The mapping A is a contraction if

and assuming that K satisfies Lipschitz condition with respect to 4>, we


get

IA4>l(Z) - A4>2(Z)1 ~ IAIL lZ l4>l(Y) - 4>2(y)ldy ~


~ IAIL lZ l4>l(Y) - 4>2(y)!e-TI1I- Ci leTI1I- Ci ldy ~
~ IAIL II 4>1 - 4>2 IIB([CI,b]) lZ eTllI-Cildy =

= IAIL II 4>1 - 4>2 IIB([CI,b]) !..[eTIZ-ClI - 1]


T
~
~ IAIL!..eTlz-ClI II 4>1 - 4>2 IIB([CI,b]) •
T

We see that

which means 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

2.54 This equation is a particular case of the ones considered in the


previous problem.
Here, the mapping A : C([a, b]) -+ C([a, b]).
If in C([a, b]) one introduces the Bielecki metric, with T chose such
that l>.tM < 1, \K(x,y)\ < M, the mapping A is a contraction. Hence,
the linear Volterra integral equation possesses a unique solution for
VA E R, the solution which can be obtained by iteration.
2.55 The equation is a particular case of the linear Fredholm integral
equation with

K(z ) = {K(Z,y), a <y < z


,y 0 z<y<b

We proceed like in Problem 2.43. We have

4>0 = 0, 4>t(z) = fez)


4>2(Z) = Ai" K(z,y)f(y)dy + fez) = Ailll K(z,y)f(y)dy + fez)

4>2(Z) = Ai" K(z, y)cf>2(y)dy + fez) =


= Ai" K(z, Z)[A 1" K(z, y)f(y)dy + f(z)]dz + fez) =
= f(x) + Ai"[K(z, y) + Ai" K(z, z)K(z, y)dz]f(y)dy.
But

Jo.(" K(z,z)K(z,y)dz
- -
= Jo.(11 Odz + 1 K(z,z)K(z,y)dz + Jill Odz =
11
18
("

= illl K(z, z)K(z, y)dz = K 2 (z, y)

sInce
K(z,z) = { :(z,z),

K(z, y) = { :(z, y),


220 Solutions

and we have

By induction we obtain

Denoting
00

K(Z,YiA) = L An K n +1 (z,y)

we have the final solution

</>(z) = f(z) +A lb K(z, Yi A)f(y)dy.

2.56 a) The equation possesses a unique solution in the ball B(O, r) C


B([O, b]) , where r is chosen such that (1 + r 2)b ::; r, the solution which
can be found by iteration.
b) K ( z, y, z) = y2 + Z2, Z E [- r, r] i II K II::; 1 + r2.
The solution of the equation exists and is unique in the ball B(1, R) C
B([O, 1]), where rand R are chosen such that 1 + r2 ::; R.
c, d) One applies the results of Problem 2.53.
2.57 a) The equation has a unique solution VA E R

</>2(Z) = A{[;~(5 - 2sin2z - cos2z) - ~](2sinz - cosz) +

+~elD cos z sin2 z} + elD sin z.

b) The equation has a unique solution V)' E R


2. Existence and Uniqu.eness Theorems 221

3x + 2x 3 1 III

t/>2(X) = 3(1 + X2)2 - A6(1 + x2)2 [2xe - 3x +


+3 arctan x + (6x + 4x3)log(1 + x 2 )].
2.58 a) It follows immediately, by replacing in the integral equation
c
t/>(x) = -.
x

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

210 xy2 ""()d 210


'I" Y y+ -
111
zdy _ ""() + -2 arctan Z2 +
+ y6 -
111

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

d) Differentiating, one gets the equation

The solution is t/>( z) = 1 - e- Ill •


222 Solutions

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).

Therefore, if 1) f E Cl([a, bD, 2) ~! (z, y) exists, 3) K(z, z) =1= 0, 4)


f(a) = 0 the equation reduces to the integral equation of second order.
2.63 a) 4>(z) = 1- z, b) 4>(z) = 3, c) 4>(z) = 1- e- Z •
2.64 The resolvent kernel is
K(z, Yj A) = K(z, y) + AK2(z, y) + ... + An - 1 Kn(z, y) + ...
where

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 =

= K(z,y) + iZ[K(z,z) + AK2(z,z) + .. .]K(z,y)dz


2. Existence and Uniqu.eness Theorems 223

or

X:(z, yj~) = K(z, y) + irl: K(z, z)X:(z, Yj ~)dz =


= K(z, y) + irl: X:(z, Zj ~)K(z, y)dz.

b) Assume that the equation

4>(z) = ~ Iorl: K(z,y)4>(y)dy+ I(z)


possesses the solution

.,p(z) = ~ Iorl: K(z,y).,p(y)dy+ I(z).

This solution can be also obtained by the resolvent kernel

.,p(z) = I(z) + ~ Iorl: X:(z,yj~)/(y)dy.

Substituting I( z) = .,p( z) - ~ J: K( z, y ).,p(y )dy, we find


4>(z) = .,p(z) - ~ Iorl: K(z,y).,p(y)dy+
+~ Iorl:X:(z,yj~)[.,p(y)-~ 1011 K(y,s).,p(s)ds]dy=
= .,p(z) - ~ forl:[K(z, y) - X:(z, Yj ~)].,p(y)dy­

_~2 fori: X:(z,yj~)dy 1011 K(y,s).,p(s)ds


or, changing the order of integration in the last integral

4>(z) = .,p(z) - ~ Iorl:[K(z,y) - X:(z,yj~) +


+~ irl: X:( Z, Yj ~)K(y, s )ds ].,p(y )dy.

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

From the equations

4>(z) = ~ 10 K(z,y)4>(y)dy+ I(z)


111

.,p(z) = ~ 10 K(z,y).,p(y)dy
111

we find

4>(z) - .,p(z) = ~ 10 K(z,y)[4>(y) - .,p(y)]dy+ I(z)


111

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

IA4> - A.,pl < 1~IM(a + b + ab) mtF 14> -.,pI


I.e.
+ b + ab )d( 4>,.,p)
d(A4>, A.,p) ::; I~IM( a
The operator A is a contraction if 1~IM(a + b + ab) < 1 and it follows
from Banach theorem that if the functions a,B,K E O(n x n), 1 E
O(n) and if 1~IM(a+b+ab) < 1, M being the upper bound of IAI, IBI,
IKI in n x n, then the integral equation has a unique solution which
can be found by the method of successive approximations.
2.66 Differentiating the equation first with respect to z and then with
respect to y we get

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2. Existence and Uniqueness Theorems 225

If 1) 1 E 0 2 (0), 2) K E 0 2 (0 X 0), 3) K(z, y, z, y) =J 0, 4) 1(0,0) = 0


the first kind integral Volterra equation reduces to the integral equation
considered in Problem 2.65.
2.67
1. The equation has a unique solution for IAlab2 < 1.
2. The equation has a unique solution for lA' < ;2.
3. If A, Rl, R 2 , Tl, T2 satisfy

the equation possesses a unique solution in

4. If ~ > 1, 4(2~\1) > 1 the system of equations possesses a unique


solution in the set

)
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

2.68 The equation is equivalent to the system of Volterra-type integral


equations

4>(x) = fotll[K(x, y)4>(y) + K(x, -y)4>( -y)]dy + I(x)


4>( -x) =- fotll[K( -x, -y)4>( -y) + K( -Z, y)4>(y)]dy + I( -Z)

2.70 Assuming that 3.,p, ,.,p, < M; .,p =J 0 being a solution of the given
equation. We have

,.,p, ::5 KM(z - a); ,.,p, < K2M(z ;!a)2;


,.,p, < KnM(z -,a)n -+ 0
n.
2.71 a) The Cauchy problem has a unique solution in each balIB(1,b) C
C([-h,h]), h = min(a, (~1)2).
226 Solutions

b) The Cauchy problem has a unique solution in each ball B(O, b) c


O([-h,h]), h = min(a, 1;2").
c) The problem does not have a unique solution (the Lipschitz con-
dition is not satisfied).
d) The problem has no solutions Vz,y E R2. The continuity condi-
tion for is not fulfilled.
Let us consider D = {(z,y) E R2,Z -I y, Iz - 11 < a, Iy - 21 < b}.
The problem has, however, a unique solution in the ball B(2, b) c
0([1- h,1 + h]), h = min(a, ;,), M = maxD Iz I. 2:y2
If we choose a = b = i, M = 1, h = i, the solution exists and is
unique Vz E [~, i).
2.72
a)

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)

Yo = -z, Y1 = Z, Y2 = Z, ••• Yn = Z => y( Z) =Z


b)

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

Yn = z + Az2n+1[(A + BZ2) + ...]


and because Izl < 1 => Yn -+ z.
2.75 a) 1.

and liII1n-+oo Yn = 1 + z + 2(e Z - 1- z) = 2ez - 1 - z.


2.
Z2
Yo = erJ/J, Y1 = 2 + erJ/J
Z2 Z3
Y2 = 2! +"6+ erJ/J
Z2 Z3 zn+1
Yn = 2! + 3! + ... + (n + I)! + e Z
-+ 2erJ/J -1- z

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

a) x =I- 0, IYI > x


b) x =I- -3y, y>-2
c) x =I- 2y, x =I- k7r
1
d) x =I- -1, y E (k7r,(k + 2")7r)
e) The whole plane

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

2.81a) 1. Does not have a unique solution.


2. Does not have any solutions.
3. Y = z.
4. Y = l~:I:·
b) 1. Does not have a unique solution.
2. Y = z.
3. Y = 1.
4. Y = !.
c) 1. Does not have a unique solution.
2. It possesses a unique solution.
d) 1. Does not have any solutions.
2. Y = VI - Z2, Izl < 1.
3. Y = -VI - Z2, Izl < 1.
4. There are no solutions because y'(I) does not exist, but Y =
±Vl - Z2 satisfies the equation for Izl < 1 and y --+ 0 when z --+ 1.
2.82 a) We show that y' satisfies the same Cauchy problem as z. We
proceed with z in the same way.
b) y = coshz, z = sinhz.
2.84 a) The problem has a unique solution in the set (y = (Y17 Y2»

Y = {y E 0([-h,h],R2), IYl - 21 ~ b17 IY2 + 11 < b2}


• b1 b2
= mm(a, 1 + a 2' ell(~+2) + a 3b4)·
h 2

b) The problem has a unique solution in the set (y = (Yl,Y2»


Y = {y E 0([1- h, 1+ h],R2), IYI ~ b17lz -11 < b2 }

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

Obviously, h < 1. Taking, for example, a = b1 = b2 = 1 => h = 116' and


therefore, for x E [-i6' 116 ], the solution does exist and is unique.
b)
{ Yo = 1
Zo =1
{
= 1 + x + x2
Y2
Z2 = 1 + 2x + 3x 2 + 2x 3 + ~X4

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).

Obviously, h < 1. Taking the zero order approximation Yo = Zo = 0 =}


Y = 0, Z = o.
d)
A
y=---
I-Ax
2.89
a)
xn
Yn = Zn = -1 - x +- =} Y = -1 - x, Z = -1 - x
n!
b)

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

D = ((z,y,z) E R 3 ) : y f:. 0, Izl < a, Iy -11 ~ Th Iy' + 11 ~ T2}

2.93 We apply Piccard theorem for linear differential equation.


2.95
a)
2 3
Yo = 0, Yl = 1- 2z, Y2 = 1- 3"z

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

y(z) =- lab G(z, s)j(s, y(s»ds


where G is the Green function of Problem 2.99 b). Using Banach
theorem, if

1. j E C([a, b] X I,,)

2. j satisfies the Lipschitz condition with respect to y, with the


Lipschitz constant L.

3. II j II (b - a)2 < T, L(b - a) < 1.


then the two-point boundary problem has in iJ c C([a, b]) a unique
solution which may be obtained by the iteration method.
2.101 This problem is equivalent to

y(z) = - lab G(z,s)j(s,y(s),y'(s»ds


where G is the Green function of Problem 2.99 b).
We consider the equation obtained from the above by differentiating:

y'(z) =- lab G;e(z,s)j(s,y(s),y'(s»ds


Therefore, we have a system of two Fredholm integral equations

y(z) = - lab G(z,s)j(s,y(s),z(s»ds


z(z) = - lab G;e(z,S)j(s,y(s),z(s»ds
Now we apply theorem proved in Problem 2.43: if,

1. j E C([a,b] x n), n = 1"1 X 1"2, fh en


2. Existence and Uniqueness Theorems 235

2. 3L such that

I/(x, Ylzd - I(x, Y2 Z2) 1 ~ L(IYl - Y21 + IZl - Z21)


Yx E [a, b]; Yi E I,.u Zi E 1"2' i = 1,2

3. (b - a)2 II I II~ Tl; (b - a) II j II~ T2; 2L(b - a) < 1

Then the two-point boundary problem has in

a unique solution which can be obtained by the iteration method start-


ing with any point in Y.
2.102 This problem can be reduced to solving the following system of
Fredholm integral equations

y(x) = - lab G(x, s)/(s, y(s),z(s»ds


z(x) = - lab G(x,s)g(s,y(s),z(s))ds

where G is the Green function of Problem 2.99 b).


From Banach theorem we get: if,

1. j, 9 E C([a, b] X 1"1 X 1"2), Irs = [-Ti, Ti] C Rj i = 1,2.


2. j, 9 satisfy the Lipschitz condition with respect to y and z, with
the Lipschitz constant L.

3. II I II (b - a)2 ~ Tl, II 9 II (b - a)2 ~ T2, 2L(b - a) < 1.

Then the two-point boundary problem has in

a unique solution which can be obtained by the iteration method start-


ing with any point in Y.
2.103 a) We look for solution in the set
236 Solutions

If

64( J65 + 8r2 + 64r~) ::; rl


8( J65 + 8r2 + 64rl) ::; r2
16L < 1
where L = max(, 128rd, the problem has a unique solution in Y.
b) The problem does not have a unique solution.
c) If (I Ap3 + ~)~ < rand 3';IAlr2 < 1, the problem has a unique
solution in the ball ..8(0, r) C C([O, fD.
2.104 a) We look for solutions in the set

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

y(z) = Yo+ folt f(s,y(y(s)))ds, Z E Ih

Consider the spaces of functions


C(Ih,Ih) = {y : Ih --t h, y continuous}
CL(Ih,Ih) = {y E C(h,Ih) : IY(Zl) - y(z2)1 ::; Llzl - x21, VXI, X2 E I h}
The space C( I h , I h ) is a Banach space with the norm II y II = maxzEI,. Iy( x)
We look for solution of the problem and, respectively, the equivalent
integral equation in the set CL(Ih,Ih) n Cl(Ih, h).
For the mapping A : CL(h,Ih) --t CL(Ih, I h), where

(Ay)(x) = Yo+ foz f(s,y(y(s)))ds


to be a contraction, it is sufficient that the following inequalities hold

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

If(s, u) - f(s, v)1 ::; Tlu - vi, vu, v E Ih


we get

IAY1(X) - AY1(X)1 ::; T faz IY1(Yl(S)) - Y2(Y2(s))lds ::;


::; T faz {IY1(Yl(S)) - Yl(Y2(S))1 + IY1(Y2(S)) - Y2(Y2(S))llds S
::; T(L + 1)h II Yl - Y2111
Therefore, according to Banach theorem, if

1. Iyol + Mh ::; h
2. M::; L

3. Th(L + 1) < 1
the Cauchy problem has a unique solution in

2.107 The problem is equivalent to the Volterra integral equation

Y(X) = Yo + faz f(s,y(s),Y(<f>(y(s))))ds

Assuming that

1. If(s,Ul,vd - f(S,U2,V2)1 ::; T(lul - u21 + IV1- V21), VUi,Vi E I h ,


i = 1,2.

2. If(s,u,v)1 s M, \/x,u,v E I h•
238 Solutions

3. I¢(u) - ¢(v)1 < S(u - v), \;fu, v E I h •


Using Banach theorem we find that if

4. Iyol + Mh S h

5. MSL

6. Th(L + 2) < 1
the Cauchy problem has a unique solution in

the solution, which may be found using the successive approximation


method.
2.108 The problem is equivalent to the Volterra integral equation

{ ¢(x) (if) xE[a-h,a]


y(x) = ¢(a) + J: f(s,y(s),y(s - h))ds (if) x E [a,b]

Consider the space B([a - h, bD (Bielecki space) and the mapping

A: B([a - h, bD -+ B([a - h, bD

where

( A )(X)-{ ¢(x) (if) xE[a-h,a]


y - ¢(a) + J: f(s,y(s),y(s - h))ds (if) x E [a,b]

Using Banach theorem we find that if:

1. f E C([a, b] x R2),
2. f satisfies the Lipschitz condition with respect to the last two
arguments,

3. 4> E C([a - h, aD,


then the Cauchy problem for the equation with delayed argument has
a unique solution in C([a - h, aD.
2.109 We look for solutions in the ball iJ(j, R) c C([O, ID, observing
that if y E [0,1], also y2 E [0,1]. Using Banach theorem we find that if
2. Existence and Uniqueness Theorems 239

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

y(x) = -lb G(x,s)/(s,y(y(s»)ds


where
_ {
(.-a)(b-z)·f
b-a 1
<x
S _
G(x,s) - (z-a)(b-.).f >
b-a 1 S _ x
We look for solutions of this problem in the ball iJ(O, r) C CL([a, bD c
C([a, b]), where
CL([a, bD = {y E C([a, bD : IY(Xl)-y(X2)1 :::; Ll xl-X21, VXl, X2 E [a, b]}.
The conditions for the mapping

(Ay)(x) = -lb G(x,s)/(s,y(y(s»)ds


to leave the ball iJ(O, r) invariant are
IA(y)(x)l:::; M(b - a?:::; r
and

IAY(Xl) - AY(X21 :::; M lab IG(xI,s) - G(x2,s)lds :::; (b - a)Mlxl - x21


i.e. M(b - a) :::; L.
If we assume that

I/(s, u) - I(s, v)1 :::; Tlu - vi, Vu, v E iJ(O, r)


we get

IAYl(X) - AYl(X)1 :::; T lb G(X,S)IYl(Yl(S» - Y2(Y2(S»lds :::;


:::; (b - a)2T(L + 1) II Yl - Y2111
i.e. (b - a)2T(L + 1) < 1.
Using Banach theorem we find that if
240 Solutions

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

1. K E 0([0,1] X [0,1] X [-r, r]),


2. K satisfies the Lipschitz condition with respect to the last vari-
able:

3. IAI ~ IIi-II i IAI < 1;,


then the integral equation has in B(O, r) C 0([0,1]) a unique solution,
which can be found using the successive approximation method.
2.112 See Problem 2.108.

i:
2.113 We multiply the inequality

4>(x) < A + B 4>(s)"p(s)ds

by "p( x) and denoting

x( x) = t" 4>( s)'l/J( s)ds


Jg:o
we obtain X'(x) < 'l/J(x)(A + BX(x)).
We divide by A + BX( x) and integrate

~l A + BX(x) rg: nl.( )d


B og A < Jg:o 'f' S s.
Therefore,
4>(x) < A + BX(x) < Ae BJ:o 1/1(.)0...
2.114 From the assumptions of the lemma

u(x)4>(x) s Au(x) + u(x) i~[4>(s)u(s) + v(s)]ds.


2. Existence and Uniqueness Theorems 241

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 •

2.115 These two differential equations are equivalent to two systems


of first order differential equations

{ Y~=Y2
I
Y2 = -SIllYI

We apply theorem 2.5 and we have for IYII <i (~ 20°) It I < rj

IY2 - Y21 + IYl - sinYII ::; I; - 0.3421 ~ 0.007 = e


L = 1, and therefore the difference between solutions of these two
equations will be at most rO.007ei' ~ 0.062.
2.116 At most 0.3.
2.117 Assuming that Ixl ::; a, IYI ::; b, and lal ::; c, the solution of this
problem does exist and is unique for x E [-h,h], h = min(a, c!l)'
We have IY(x, a) - y(x, 0)1 ::; che c , where L = 1, e = c.
2.118 From the first Cauchy problem we have

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)

IYI < (2 + p)elI+~Hzl, IYI ~ 2.01e I .OI ~ 5.459.


242 Solutions

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

where the initial condition is not continuous in m.


2.120 a) E = 116 , L = 1, Iy(z) - y(z)1 ~ 0.02.
b)

and
IYl - Yll + IY2 - Y21 ~ 2!gel~2et ~ O.OO!.
c) E = 0.0105, L = 1 ~ Iy - yl + Iz - zl ~ 0.00116.
CHAPTER 3

Linear Differential Equations

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

C1Yl - C2Y2 + ... + CnYn = 0


holds for Cl = C2 = ... = Cn-l = 0, \:fCn =/: O.
2. It is the zero function.
3.3
1. as - f3'1 = 0
2. a = '1, f3 = S

243
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244 Solutions

3.4 If z is a solution of the equation f(z) = y, then any other solution


of this equation has the form z = z + z, z = Kerf.
3.5 Suppose that the system is linearly dependent, i.e. ClYl - C2Y2 +
... + CnYn = 0, with condition that not all of the constants Cl, ... , Cn
are equal to zero. Multiplying by Yb Y2, ... , Yn and integrating between
a and b we find Cl = C2 = ... = Cn = 0.
3.6 1. It is not truej e.g. taking

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

and differentiating we get y~ = Ei=l ciyi, ... , y~n-l) "n (n-l)


LJi=l CiYi
and the statement is obvious.
3. Yes, we use the previous statement.
3.8 1. Since Yl, Y2 are solutions of the equation L[y] = 0, W[z, Yl, Y2]
is a differentiable function on [a, b] we have

dW[x, Yl, Y2] = I Yl Y21


dx yf' y~

and taking into account that L[Yl] = 0, L[Y2] = °we see


, al(x)
W [Z,Yt,Y2] = - - (-)W[X,Yt,Y2].
ao x

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.

Y' = Au' + A'u + B'


Y" = Au" + 2A'u' + A"u + B" etc.

the equation takes the form

Au(n) + (nA' + a1A)u(n-1) + ... = f.


3.
A = exp{-- liZ
n Zo
a1(s)ds}.

3.12

1. Y1Z" + (2y~ + pyt}z' = 0

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

U (n-1) + b1U(n-2) + ••• + bn-1U = 0 .


246 Solutions

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

1. Y = CI(X 2 + 4x + 6) + C2(X - 3)e Z

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) =

3.18 1.See Problem 3.4.


2. Using linearity of the operator L we have
p p p
L[Y] = L(~ Yi) = ~ L[Yi] = ~ Ii = I.
i=l i=l
3. We apply the Lagrange method of variation of constants and look
for solution of the form

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

f zL[y]dz = aozy(n-1) - (aoz)'y(n-2) + ... + (_I)(n-1)(aoz)(n - l)y


a1 z y(n-2) - (a1z)'y(n-3) + ... + (_I)(n-2)(a1z)(n - 2)y
+ ...
+an-1 Z Y + f L*[z]ydz
1.e.
n-1
4>(y, z) = L: y(n-Ic-1) (alc z )_y(n-Ic-2)( alc z )' +... +( _1)(n-Ic-1)y( alc z )(n-Ic-1)
1c=1

Therefore, zL[y] - yL*[z] = tz4>(y,z).


2. z is a solution of the adjoint equation L*[z] = O.
3. It follows from 1. that if L*[I] = 0, then L[y] = tz4>(y,I). The
condition is, therefore

ao(n) - a1(n-1) + . . • + (l)n


- an = 0.

4. Identifying the coefficients,

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,

p,( ao + alY') = (aop,y')'

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

aoz" + (2a~ - adz' = O.

3.25 1. The condition established in 3.23, 3. holds and we have

L[y] = [(1 + z)(y' - y)]'.

2. L*[z] = (1 + z)z" + (2 + z)z'.


3.
250 Solutions

3.26 1. The adjoint equation is zz" - 4z' = 0, C = ClZ- S + C2 and


(1 + Z2)y = ClZ + C2ZS.
2. The adjoint equation is (1 - Z2)Z" - ZZ' + 4z = 0, therefore

z = Cl cos(2 arcsin z) + C2 sin(2 arcsin z)


3.27 From,.,. = z-~, the equation becomes y'Z(2y'Zy')' - y = 0 and
taking y'Z = t we have ~ - 2y = 0, etc.
3.28

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

8. y( z) = Cl e + C2e-z + e Cs cos 2z + C4 sin 2z)


Z Z(

9. y(z) = cle z + C2e-2. + e-"'(cs + C4COSZ + c5sinz)


10. y(z) = Cl + C2Z + ... + CgZ g
11. y(z) = Cl + C2es. + cse tc
12. y(z) = Cl + C2Z + cse~· + C4e-v'2z
13. y(z) = eC(cl cos Z + C2 sinz) + e-C(cs cos z + c4sinz)
14. y(z) = e-C(cl + C2Z + ... + Cnzn - l )
15. y(z) = cle c + C2 e2c + cse 4c
16. y( z) = (Cl + C2Z )e + (cs + C4Z + csz 2)e- z + eee 2z
Z

17. y(z) = cle'" + C2e2c + cses",


18. y(z) = cle-· + e 2"'(c2cOs3z + cssin3z)
19. y(z) = Cl + C2Z + csz 2 + C4ZS + cse z + Cscosz + C1 sin z
20. y( z) = Cl e + e 2z( C2 cos 3z + Cs sin 3z )
Z

21. y(z) = cle z + C2 e- c + cse 2z + C4e-2z


22. y( z) = Cl e 2z + C2ze2z + csz 2e 2z
9. Linear Differential Equations 251

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

4. y( z) = Cl + C2Z + C3Z2 + C4e-1II + 10188 (4 cos 4z - sin 4z)


III 3 2 1 3 1 4
5. Y( Z) = Cl e- + C2 + C3Z + 2"Z - 3'Z + 12 Z +

+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)

9. y( z) = Cl cos az + C2 sin az + 2 1 2 (2 cos mz + 3 sin mz)


a -m
if a i' m
y( z) = Cl cos az + C2 sin az + :'( sin az - ~ cos az ))
a 2
ifa =m
Z3
10. y( z) = Cl cos Z + C2 sin z + (cs + C4 Z )elll + 12 -
Z2 z
-"2+ gCOSZ
11. y( z) = Cl + C2Z + csz 2 + C4 cos 2z + Cs sin 2z +
252 Solutions

12.

13.

14.

15.

16. y(z) = (Cl + C2Z)e Z + C3e-z + C4COSZ + c5 sinz + ~e2Z +


+z 2eZ( -z 1 + -1 ) + (3
1 2 - -z 9) cos z +
- z 2 + -z
48 8 2 16 8
3).
+( -3z 2 - -z Slnz
10 4
17. y(z) = (Cl + c2z)e- Z + C3 cos 2z + +c4sin2z + .!:.sinz + .!:.e z
6 2
18. ( ) =Cl+C2 e2z +C3 e-2z +ze 2z( 16z-32-
yz 1 3)

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

10. y(z) = 2ze z


11. y(z) = 2 + e- z
1 ( 2z
12. y ()
z = 4' e + e- 2z) - 1 1
2" - 4'z

13. y(z) = ~ez + e- Z( -~ cos z + ~ sinz)


1 1 .
14. y ()
z = - 4'z cos 2z + 8" sm 2z
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254 Solutions

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 -

11. y( z) = 2z - ?r + ?r cos Z + C sin z


12. y(z) = -2e- 1D
13. y(z) = e- ID - 1
14. The problem has no solutions
3.32 1. alA = 0, y(z) = 0, A = k 2 , kEN, y(z) = C sink?rz
b) A = k 2 , kEN, y( z) = C cos kz
c) A = k 2 , kEN, y( z) = Cl sin 2kz + C2 cos 2kz
2. a) A = - lc~:" kEN, y( z) = C sin lc71D
b) A = _lc~:" kEN, y(z) = C cos lc71D
c) A = -(k - ~)2~, kEN, y(z) = C sin(k - ~)lc71D
3. a) y(z) = :~~ID
b) y(z) = c08h~1D
c) y(z) = ~2~fnt~
0i~
d)y(z) = ;::L~
4. a) A E N, y(z) = C sinAz
b) A is a solution of the equation tanh A?r = tan A?r
y(z) = C[e~1D - e-~(211'-1D) - (1 - e2~1I') cos AZ - (1 + e2~1I') sin AZ]

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3. Linear Differential Equations 255

c) A is a solution of the equation cosh A7r cos A-7r =1


y(z)
C[( cos A7r - sin A7r - e-.\1r)e.\z - (cos A7r - sin A7r - e-'\1r)e-'\Z]
= 2(coshA7r - cos A7r)
+
C[(sinA7r - sinhA7r) cos AZ - (cos A7r - cosh A7r) sinAz
+~~----------~co-s-h-A-7r---C~O-S-A-7r--------~----

5. A =1= 0, y( z) = z~l e-.\z


6. y(z) = ;5 sinz + 7~ sin2z + 215 cos2z
3.33

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

Substituting these into Euler equation, we obtain the equation with


constant coefficients.
For the homogeneous Euler equation, this las equation can be always
brought into the form

zny{n) + A1zn-1y{n-l) + ... + An-1zy' + AnY = 0

and we can look for solutions of the form y = zle.


Substituting this monomial into the homogeneous equation, we get
the equation for k called the characteristic equation of the homogeneous
Euler equation, to wit

k(k-l) ... (k- n+ 1)+A1k(k-l) ... (k-n+2)+ ... +An-1k+An = o.


If k is a real root of order m of the characteristic equation, then the
Euler equation has the following m linerly independent solutions

Yl = Z Ie , Y2 -_ Z
Ie Iog Z, Y3 -_ Z
1e(1)2
og z ,... Ym -_ z Ie(log z )m-l .

If a ± if3 is a pair of complex roots of order m, then to this pair corre-


spond 2m linearly independent solutions

Yl = za cos(f3log z), Y2 = za sin(f3log z ),


Y3 = za log z cos(f3log z ), Y2 = za log z sin(f3log z),

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

3.38 Using the general method described in 3.37, we get.


C2
1. y(x) = ClX +-
x
1
2. y( x) = -( Cl + C2 log x)
x
3. y(x) = Cl + c2logx
4. y(x) = ClX + C2X2 + C3X3
5. y(x) = ClX + C2X2 + C3X4
6. y(x) = cl(2x + 1) + c2(2x + 1)log(2x + 1)
C2
7. y(x) = Cl(X - 2) + (x _ 2)2
log(2x + 1) . log(2x + 1)
8. y( x) = Cl + (2x + 1 )C2 cos 2 + C3 sm 2

9. y(x) = Cl + (x ~ 1)2 + C3(X + 1)6


y(x) = cl(2x + 3) + c2(2x + 3)i + c3(2x + 3)i
3 1
10.
11. y(x) = Cl(X + 1) + C2(X + 1)2

3.39 Using the general method described in 3.37, we get.

1. y( X) = 2x 3 + X( Cl + c2log z)
1
2. y(x) = ClX 3 + C22'" + z 3log z -
X
2z 3

3. y(x) = ClX 2 + -C2z + -1


1
0
cos log z
3.
- -smlogz
10
4. y(x) = Cl cos log z + C2 sinlogz + ~x(7 -log x)
1
5. y(x) = -(Cl
X
+ C2Z4 + log x + 2log2 x)
6. y( x) = Cl X + C2Z2 + 1 + (x 2 + 2x) log x
xm C
7. y(x) =
m
2
-
1 + ClX + 2-x
Cl C2 2
8. Y()
X = -x + 2"
x
+ log x - + 2x + 7
3 log x
9. y( x) = x( Cl cos log x + C2 sin log x) + x log x
10. y(x) = Cl(X - 2)2 + C2(Z - 2)2 log Ix - 21 +x - ~
2
258 Solutions

11. y(x) = Cl(X + 1)2 + C2(X + I? log Ix + 11 + (x + 1)3


1
12. y( x) = Cl X + C2X log x + x log x log I log x I + 4x (1 + log x)
1
13. y(x) = X(Cl + c2logx) + C3x2 + '4X3
x log x x m log2 x
14. m::f. 1 y(x) = C1X(C2 + C3 log x)xm- E m 2 + (m _ 1)2 + 2(m -1)
X log3 X
m =1 y( x) = (Cl + c2log x + c3 log2 x)3: + 3 - 1

3.40

1. y(x) == xlogx + x log2 X


3 3 1
2. y(x) = -x - -x log x + _x 3
4 2 4
3.41 Differentiating, we obtain

f(x) J'(x) _ j2(x) + f(y) J'(y) _ f2(y) = 0


X - Y (x - y)2 X- Y (x - y)2
or

xf(x)f'(x) - yf(x)f'(x) + xf(y)f'(y) - yf(y)f'(y) + P(y) - f2(X) = o.


Differentiating with respect to x twice and putting y = 0 we find
[xf(x)f'(x) - P(x)]" = 0
xf(x)f'(x) - P(x) = C1X + C2
or
1
2"x[P(x)]' - P(x) = C1X + C2·
Making the substitution j2( x) = z( x), we obtain the Euler equation
xz' - 2z = C1X + C2
with general solution

= Ax 2 + Bx + a.
z(x)
Therefore, f(x) = v' Ax 2 + Bx + a, A > 0, B2 - 4Aa < o.
9. Linear Differential Equations 259

3.42 1. The characteristic equation of the system is

r3 - llr2 + 36r - 36 = 0

with roots rl = 2, r2 = 3, r3 = 6.
The fundamental system of solutions is

The solution of the system is

z(t) = cle2t + C2 e3t + C3e6t


y(t) = cle2t - 2c3e6t
z(t) = -cle2t + C2 e3t + C3e6t

2. The characteristic equation r2 +9 = 0 has two complex roots


rl = 3i, r2 = -3i.
The fundamental system of solutions is

x_( 5cos3t ) y _ ( 5sin3t )


- cos 3t + 3 sin 3t - sin 3t - 3 cos 3t

The general solution is, therefore

z( t) = 5Cl cos 3t + 5C2 sin 3t


y(t) = Cl( cos 3t + 3 sin3t) + c2(sin3t - 3 cos 3t)

3. The characteristic equation: r2 -6r+9 = 0 has roots rl = r2 = 3.


We look for solutions of the form

z = (al + btt)e 3t
y = (a2 + ~t)e3t

The general solution is

z( t) = (Cl + c2t)e 3t
y( t) = (Cl + C2 + c2t)e 3t
260 Solutions

4. The characteristic equation has roots: Tl = 2, T2 = T3 = 1


Z(t) = + (C2t + C2 + c3)e t
cle 2t
yet) = -2cle 2t + 3c2et
z(t) = 2cle2t + (C2t + C3)e t

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.

Yl(Z) = 2Cl + C2ez + C3e2z


Y2(Z) = 3Cl - 2c3e2z
Y3( z) = Cl + C2ez + 2c3e2z
9.

= 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.

Yl(X) = cle 2z + (C2 + c3)e 3z


Y2(X) = cle 2z + C2 e3z
Y3( x) = Cl e2z + C3e3z
262 Solutions

17. rl = 3, r2 = -1 r3 = -1.

Yl ( Z) = Cle 3", + C2 e-'"


Y2(Z) = -cle 3", + (C2 + 2c3)e-'"
Y3(Z) = -3cle3", + C3 e-'"

18. rl = 1, r2 = 1 r3 = 2.

Yl(Z) = (Cl + c2z)e'" + C3 e2",


Y2(Z) = (Cl - 2C2 + c2 z )e'"
Y3( z) = (Cl - C2 + C2Z )e'" + C3 e2",

19. rl = r2 = r3 = 1.

Yl ( z) = (Cl + C3Z) e'"


Y2(Z) = (Cl + 2c2z)e'"
Y3(Z) = (Cl - C2 - C3 - c3z )e'"

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

Y2(Z) = 2Cl - 3c2e-z - 3e- z log le z - 11


10.

Yl(Z) = (Cl + 2C2Z - Sz~)eZ


Y2(Z) = (Cl + 2C2Z - C2 - Sz! + 10zl)ez

11.
264 Solutions

3.44
1. The general solution

Yl(Z) = 2Cle2z + C2 e3z


Y2(Z) = Cle2z + 2C2e3z
The solution of the Cauchy problem

Yl(Z) = e 2z _ e 3z
Y2(Z) = e 2z - 2e 3z

2. The general solution

Yl(Z) = Cle2z + C2e- 2z


Y2(Z) = 2Cle2z + 5C2e-2z
The solution of the Cauchy problem

Yl(Z) = e- 2z
Y2(Z) = 5e- 2z

3. The general solution

Yl(Z) = (C2 + C3) cosz + (-C2 + C3) sinz


Y2 ( z) = Cl e + C2 cos Z + C3 sin Z
Z
Y3(Z) = cle z - C2 sinz + C3 cos Z

The solution of the Cauchy problem

Yl(Z) = cosz
Y2(Z) = ~(cos Z + sinz)
Y3( z) = ~(cos Z - sin z)

4.

Yl(Z) = e- 2Z (1_ 2z)


Y2(Z) = e- 2Z (1 + 2z)
3. Linear Differential Equations 265

5. The general solution

Yl(Z) = Cle2111 + C2e3111 + Z2


Y2(Z) = Cle 2111 + 2C2e3111 + z +2
The solution of the Cauchy problem

Yl(Z) = Z2
Y2(Z) = Z +2
6. The general solution

Yl(Z) = ClCOSZ + c2sinz - zcosz


Y2(Z) = (C2 - Cl) cos Z - (Cl + c2)sinz + z(cosz + sinz)
The solution of the Cauchy problem

Yl(Z) = (1- z)cosz - sinz


Y2(Z) = (z - 2) cos z + zsinz
7.
() 4 III 1 2111
Yl Z = 25 e - 36 e
1 7 2111
Y2 () = 25 e + 36 e
III
Z

8.

Yl(Z) = 2(2e lll + e- III )


Y2(Z) = -e-III - elll
9.

Yl ( z) = -5e lll sin z


Y2(Z) = e2111 (cosz - 2 sin z)
10.

Yl(Z) = (sinz - 2cosz)e- 1II


Y2(Z) = e-lilcosz
266 Solutions

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

1. a) z" - 4z - 4e- 211 = 0, b) z" - kz - 4>(Y) =0


2. a) z = cle21/ + C2e- 211 - ye- 21/
3. a) z = e21/ - e- 211 - ye- 21/

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.

-Y' = z, z' + z2 - 2wz + w2 - W' = 0


Y
1
(z - w)' + (z - W)2 =0 ::::} z(z) = w(z) + - -
z+c
etc.
268 Solutions

3.

3.53

1. q' + 2pq = 0, q < 0, = J -qY1


y~
1 ~ ~
2. p(z) = --, q(z) = _Z2, Y = C1e-T + C2eT
z
3. Zl + Z2 = 0

Zl, Z2 are the solution of Riccati equation corresponding to Y1 and Y2,


respectively.
4. Z = ..;=b + ~ etc. (Riccati equation possesses the solution
Z = ..;=b, b < 0). For p(z) = -~, z(z) = ~:;~1.
3.54

1.

2.

3.55 We proceed as in 3.53, observing that

L[Y1] =0 and L[ 1..]


Y1
=0
3.56 Differentiating eq. (2) we get

Y Y' y lII Y y' ylll + py' + qy


Y1 yf yf" -0- Y1 yf yf' + pyf + qY1
Y2 y~ y~' Y2 y~ y~' + py~ + qY2

Since W[z; Y17 Y2] #- 0, ylll + py' + qy = o.


To obtain the general solution of eq. (2), we observe that the general
solution of the homogeneous equation is y = C1Y1 + C2Y2, W[z; Y17 Y2] #-
0, and we apply the method of variation of constants.
2. pi = q
If p( z) = ~, q( z) = ~:, the equation (Euler) Z3 y" + ZY' - 2y = 0
possesses the solutions Y1 = lzl cos log ~z and Y2 = lzt sin log ~z,
for which W[z; Y1, Y2] = 1.
3. Linear Differential Equations 269

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

1. x(1- X)y" + [1- 2x + A + JLx(1- x)]y' + (A' + AJL)Y = 0


cx 3 + (1- X)3
3. Al = 2x, A2 = 2(x - 1); A = 2 2 ( )
cx + 1- X 2

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

3.64 1. Yn = Cnsin(2n + 1)fz, if An = [(2n + 1)f]2; otherwise Y = o.


2. 1# (2k + 1)f
3. y= O.
4. The unique solution.
CHAPTER 4

The Method of Laplace Transforms

4.2
1
1.
p
n!
2.
pn+1

3. r(a + 1) where r(a + 1)


pn+l
= 100 00
uQe-Udu

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

using the result of 4.2, 8 we get


20p
[(p - 2)2 + 25][(p + 2)2 + 25]
12p
10.

4.4 1. Let F(p) be the Laplace transform of f(z). We have Lf'(p) =


pF(p) - f(O). But f(O) = 0, f'(z) = 2sinzcosz = sin2z, Lsin2z =
p2~4' Therefore, p2~4 = pF(p) =? F(p) = P(P;+4) = L sin2 z.
6
2. (p2 + 1)(p2 + 9)
p4 + 16p2 + 24
3. p(p2 + 4)(p2 + 16)
4p
4.
(p2 + 4)2
p2 - 49
5. (p2 + 49)2
4. The Method of Laplace Transforms 273

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.

Using linearity of Laplace transform, we get

fez) = -1 + !ell: + ~cos2z - ~sin2z


5 5 10

p-l+l p-l 1
2. F(p) = (p-l)2+4 = (p-l)2+4 + (p-l)2+4 =?

fez) = e:!:[cos2z + ~sin2z]


3. fez) = 112e2:!: - 112e-:!:[coszV3 + V3sinzV3]

4. fez) = --1 + e:!: - 3 2


_e 2:!: + _e 3:!:
6 2 3
1 1 1
5. fez) = 4" - 3"coshz + 12 cosh2z

4.7 1. F(p) = p!::rr~l. We observe that L(coshz) = p!::r, L(sinz) =


1
r+ 1 •
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274 Solutions

Therefore Il--1 = L( cosh z * sin z) = LU: cosh( z - t) sin t dt).


Thus, J(z) = f:cosh(z - t)sintdt = Hcoshz - cosz).
2. J(z) = f:cos(z - t) cos tdt = Hsinz + :ccos:c).
4.8 We denote Y(p) = (Ly(z»(p). We have F(p) = r+;+ly(p) -1.

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

5. y(z) = -1- ~(sinz + cosz + e=·)


6. 1/(z) = e:l!(cosz + sinz - ~) + ~e-3:1!
3
7. y( z) = 3e· - 3 - 2z - Z2 - ~
m 1
8. y(z) = "2Z2 + (1- m):c + (m -1) + (2" - m)e-· +

+~( cos:c - sin:c)


83 1 1
9. y(z) = 80 cosh2z - 10 cosz + 16 cos2z

10. y(z) = ~sin2:c + 112 (cos2:c - cos4:c)

4.10 We denote Y(p) = (Ly(:c»(p) and Z(p) = (Lz(:c»(p). Applying


the Laplace transform to the system and taking the conditions into
account, we obtain

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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)

4.14 1. Applying Laplace transform, we obtain

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

y(z) = f(z) n).


n=1

2.
y(z) = cos z.
4. The Method of Laplace Transforms 277

4.15 1. Let L(y(a:))(p) = Y(p). Then


L(y'(a:))(p) = pY(p) - y(O)
L(y"(a:))(p) = p2y(p) - pY(O) - y'(O)
d
L(a:y"(a:))(p) = - dp {p2y(p) - py(O) - y'(O)} =
dY
= _p2 dp - 2pY(p) + y(O)

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:

We look for the residuum of the function FI(p) = (p:;)3

Therefore, /(a:) = z~r


2.
peflZ
FI(P) = (p + 1)(p + 2)(p + 3)(p + 4)
278 Solutions

rl lim (p+ 1)Fl(p) = _~e-Z


= ~-l 6
r2 = lim (p + 2)Fl(P) = e- 2z
~-2

r3 lim (p + 3)Fl(P) = _~e-3Z


= ~-3 2
r4 = lim
~-4
(p+ 4)Fl(P) = ~3e-4Z

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

Substituting this to the equation, we obtain the system

which has the solution C1 = -12, C2 = -7. Therefore, the unique


solution of the equation is cf>(x) = -12x - 6.
2. We look for cf> of the form

and obtain the algebraic system

[1 - (4V;-6) ]C1 + (4V3 - 6)C2 =0


(4V3 - 6)C1 + [1 - (4V;-6)]C2 =!
which does not have solutions. Therefore, the equation has no solutions.
3. We look for 4> of the form

279
280 Solutions

and obtain the algebraic system

(4V3 - 6)C1 - (4V3 - 6)C2 = 0


{
_(4V;-6)C1 + (4V3 - 6)C2 = 0

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

Substituting this to the equation, we obtain the system

!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>l(X) = C1x + C2X2 + X


4>2(X) = C3 + (1 + x)C4 + 1- x.
Substituting into equation, we obtain
122 32 2
4>l(X) = -189 x - 63x +x
1 2
4>2(X) = - - + -(1 + x) + 1- x
7 21
2. As in 1.
5.3 We write the equation in 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 ,

{ C1 = J:( C1A cos:z: - C 2 A sin:z: + cos 3:z:) cos y dy


C2 = J:( C1A cos :z: - C 2 A sin:z: + cos 3:z:) sin y dy
which becomes
{ C1{1- Ai) = 0
C 2 (1 + Ai) = 0
The determinant of this system is

L\(A) = 11 -oAi 1 + Ai
0 I= 1_ A2
7["2

If A f:. ±~, (r(A) f:. 0) the algebraic system has the unique solution
C 1 = C 2 = 0, and therefore

4>(:z:) = cos 3:z:.


If A = ~, the defining system has the solution C2 = 0 C1 arbitrary and
thus
2
4>(:z:) = -C cos :z:
7["
+ cos 3:z:.
If A = -~, the defining system has the solution C1 = 0 C2 arbitrary
and thus
4>( :z:) = !C sin:z: + cos 3:z:.
7["

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 = ~, the equation does not have solutions.


5. If A =I 2 and A =I -6

4>( ) = A(12Az - 24z - A + 42


z 6(2 - A)(A + 6)

if A = 2 or A = -6, the equation does not have solutions.


6. If A =I ~ and A =I i
() 5(7 + 2A) 2 4
4> z = 7(5 _ 2A) z + z

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

if A = lOB or A = 124, the equation does not have solutions.


B. If A =I ~
2A'If'
4>(z) = 1 + A cos 2 Z
2 - 'If'
if A = ~, the equation does not have solutions.
9. If A =I i
e
4>(z) =e- 2A
if A = i, the equation does not have solutions.
10. If A =I ;2
2'1f'2A
4>{z) = z + 1- 'If'2A Iz - 'If'1
if A = i, the equation does not have solutions.
11. If A =1-3

4>{ ) = 3z{2A2 Z - 2A2 - 5A - 6) + {A + 3)2


Z {3 + A)2
if A = -3, the equation does not have solutions.
Integral Equations 283

12. IL\ =1= -~ and A =1= ~

,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

Substituting to the equation, we find the following system of equations

{ 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·

4. We look for solutions of the form

Substituting to the equation, we find the following system of equations

{ !01 - O2 =-i
-l01 + 0 2 t =-t
284 Solutions

which has the solution G1 = 21, G2 = 13. Therefore, the solution of


the integral equation is
cf>(x) = 18x 2 + 12x + 9
5.
15 5
cf>(x) = 32(x + 1)2 + 16
5.5 1. We look for solutions of the form

i: i: i:
where the constants G17 G2, and G3 are defined by

G1 = cf>(t) cos t dt G2 = t 2cf>(t)dt G3 = cf>(t) sin t dt

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

Gs = (G1 At + G2 Asin t + G3 A cos t + t) sintdt

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

and the solution is

cf>(x) = 2A;2 2 (A1\'"X - 4A1\'"sinx + cos x) + x


1+2 1\'"
Integral Equations 285

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

K(x, t) =L ai(x )bi(t).


i=l

The integral equation takes the form

</>(x) = fai(X)
i=l
lb bi(t)f(t,</>(t»dt.
a

We denote Oi = J: bi(t)f( t, </>( t»dt, i = 1, ... , m, where Oi are unknown


constants.
286 Solutions

Therefore, we have
m
¢>(x) = 'Lai(X)Gi .
•==1

Substituting this back to the G. equation above, we obtain the system


of m equations, to wit

If the solution of this system do exist, say Gf, G~, ... , G!, the solution
of integral equation is
m
¢>(x) = 'La.(x)G?
.==1

It is clear that the number of independent solutions of the integral


equations will be equal to the number of independent solutions Gf.
5.7 1. Let us denote
G= lab t¢>2(t)dt.
Then, the solution will have the form

4>(x) = )"Gx.

Substituting this to the initial equation we find the algebraic equation

with solutions G1 = 0 and G2 = >,.'\.


Assuming that)., #- 0 we have two solutions of the integral equation
4
4>(x) = 0, 4>(x) = IX.
2. We look for solutions of the form

¢>(x) = Get
Inserting into the initial equation, we find

(e2" -1)G - 3G + 3(e2" - 1) = 0


3 2 3
Integral Equations 287

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

If A ~ ~, the equation has the solution

11. Denoting 01 = J~ t4>(t)dt, O2 = J~ t4>2(t)dt, we find

and 01 and O2 are solutions of the system

This system has as solutions 01 = 0, O2 = 0, in which case 4>( z) = 0


and 01 = 9i(3 - A), O2 = 912(3 - A)2 leading to 4>(z) = 3i(3 - A)Z.
5.8 1. Denoting 01 = J; 4>(t) cos 2t dt, O2 = J; 4>(t) cos 3 t dt we look for
4> of the form
4>(z) = 01ACOS2Z + 02Acos3z.
Substituting into the equation, we find

(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 = ~, C2 = 0, C1 is arbitrary and

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

4>(z) = OA(3z - 2).

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

For 0 1 and O2 we get the equation

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

12. Solutions do not exist


13. A1 = -!,
7r
4>1 (z) = 0 sin z
2
A1 = -,
7r
4>1(Z) =0 cos Z
3
14. A1 = -,
2
4>1(Z) = Oz
A2 = 27 + 3V61, 4>2(Z) = 0(Z2 + 6- V61)
8 5
, _ 27 -
"'3 - 8
3V61 ,'fJ3 Z "I,. ( ) _
-
O(
Z
2
+ 6 +5V61)
15. A = 1, 4>( z) = 0 arccos z
16. A1 = 1, 4>1(Z, y) = 0[4(z + y) + 1]
A2 = 1, 4>2(Z,y) = 0[4(z + y) - 1]
5.9 1.
Aa7r3 • 2Ab
4>(z)= 12(1-2A) smz+ 1-2A +az+b
for A -I- ~, Va, b E R. For A = ~, the equation has the solution iff
a = b = 0, which is

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

For A = ~, the equation has a solution if b = OJ then

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

For A = ~, the equation has no solutions.


5.10 1.
4>(x) = a
2.
4>(x) = Ox
3.
4>(Z) = 2 e IB - 2 + (2 - e)z
5.11
1
1. 4>(x) = 2"
a
2. 4>(z) = b
1 1
4> ( x) -x - -x + a
2
3.
411" 2
Integral Equations 291

4.

5.

5.12 1. Differentiating twice, we obtain

which is a linear homogeneous equation, therefore

2. We differentiate and obtain the differential equation y' = y + 1.


Thus, y = Cea: - 1.
3. We assume that 1 E cm+1. Differentiating with respect to z
m + 1 times, we get

4. Assume that 1 E Cl. We see from the equation that 4>(0) = 1(0).
Differentiating, we obtain

Taking the initial equation into account, we find

4>' - (A + 1)4> = !'(z) - I(z), 4>(0) = 1(0)


This is a linear differential equation.
5. Differentiating with respect to z, we obtain the equation

4>' - 4>2 + z4> - 1 = 0, 4>(0) =1


This is Riccati equation with the particular solution 4>( z) = z.
6. Differentiating, we obtain the equation

This is an equation with separable variables.


292 Solutions

7. Changing variables az = t, we find


fori: </>( t) dt = nz</>( z)

which, by differentiation, leads to the linear differential equation

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

</>(z) = - fori: sin(z - s)</>(s)ds = z, </>(0) =0


Differentiating once again, we find

</>'(z) - fori: cos(z - s)</>(s) ds = 1

Taking the initial equation into account, we find

Z2
</>'(z) = -
2
+1
Z3
</>(z) = "6 + z + 0 1
From </>(0) = 0, 0 1 = O. Thus

2. Differentiating successively, we obtain

</>" - 4</>' + 3</> =0


which is a linear equation with constant coefficients. Taking z = 0, we
see that
</>(0) = </>'(0) = 0
Integral Equations 293

Thus, the solution of this problem is

3. Differentiating with respect to z, we obtain Volterra equation of


second kind

whose solution is 4>(z) = 1- e=-.


4. Differentiating successively, we obtain

r
9z 24>(z) - Jo (5s + 4z)4>(s)ds = 16
"3Z3

18z4>(z) + 9z 2 4>'(z) - 9z4>(z) - fa=- 44>(s)ds = 16z2


9z 2 4>" + 27 z4>' + 54> = 32z
This is a Euler-type equation, whose general solution is

The solution, continuous on R is 4>( z) = z.


5.
4>(z) = (1- z)e- 2 =-
6.
4>(z)=I-z
5.14 1. Differentiating with respect to z, we obtain

This can be turn into the differential equation

y' = ~y'i __1_


2 2Vi
whose general solution is
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294 Solutions

2. Differentiating, we obtain

From this we find 2yy' = y2 - 1, whose general solution is

5.15 1. we denote y"(Z) = </>(z). It follows that

y' = foz </>(8)d8 + 0 1 =>

y(z) = foZ(foZ </>(u)du]dt+ 01Z + O2 =


= foZ(z - 8)</>(8) + 01Z + O2
Since y(O) = 0, y'(O) = 1, we have 0 1 = 1, O2 = o. The integral
equation is

2. As in 1.

y" = </>( z) => y = foz (z - 8)</>( 8) d8

=> </>( z) + foZ (z - 8)</>( 8) d8 = sin z

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

y(z) = foZ(z - S)(28 - sy(s))d8 + 01X + O2

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Integral Equations 295

The initial condition give C1 = C2 = O. The integral equation is

4>(x) = foz s(x - s)(2 - 4>(s))ds


or
¢>( x) + (Z s( x _ s )¢>( s ) ds = x3
Jo 6
5.16 1. The equation may be written as

¢>(x) = x(1 + foz s¢>(s)ds


Denoting y = 1 + f; s¢>( s) ds
and differentiating this equation, we find
y'(x) = x¢>(x). Taking the initial equation ¢>(x) = xy(x) into account,
3
= x 2y(x), with the solution y(x) = CeT.
we get y'(x) From y(O) = 1,
.,3
C = 1 and ¢>(x) = xe T •
2. Differentiating the equation, we get ¢>'(x) = 1- x, ¢>(O) = 0,
thus, ¢>(x) = x - :;.

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)

5.17 Area OAMC = 2 Area CBM


Area OAMC = f;ydx
Area CMB = xy - f;ydx
We obtain the equation foz y dx = 2( xy - foz y dx)

3 foz ydx = 2xy ::} 3y = 3y + 2xy'


::} 2xy' = y,

y2 = Cx, y(2) = 4 and therefore C = 8, y2 = 8x.


296 Solutions

5.18

LIII ydz = a LIII J1 + yt2 dz


y = aJ1 + yt2
y' = ±!"J
a
y 2 - a2
dy = ± dz
J y2 - a2 a
log(y + y 2J - a2 ) = ±:.a + C
y( a) =0 '* C = log a
y + Jy 2 - a2 = ae::l::fo, y=a
e± a
- + eTa-
2
z
y = a cosh -a
5.19 ZG = ~z
fOIll zydz 3
~--=-z
f;ydz 4

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

Numerical and Approximate Methods of


Solving Differential and Integral
Equation

6.1 Taking the initial condition into account, the equation is equivalent
to the following equation

The sequence of successive approximations is

Taking yo{x) = 0, we obtain

297
298 Solutions

M := max{l/(x, y)l, (x, y) ED}


1
max{lx 2 + y21, Ixl ~ 1, Iyl ~ 2"} = 1.25
L := max{I/;(x, y)l, (x, y) ED}
1
max{12yl, Iyl ~ 2"} = 1

According to condition (6.4), we choose h = ~, thus for x E [O,~] we


get from (6.3)

and
2 5· (0.4)4
max{ly(x) - Y3(x)1 : x E [0, 5]} ~ 96 ~ 0.00133

6.2 The sequence of successive approximations is

we choose the initial approximation in the form


yeO) y"(O)
Yo(x) = Yo + l!x + 2'!X2
Yo = 1, y~ = 0.ly5 = 0.1, y"(O) = 1 + 0.2yoY'(0) = 1.02
Thus
yo(x) = 1 + O.lx + 0.51x2
I(x, Yo(x)) = x + 0.ly5 =
0.1 + 1.02x + 0.103x2 + 0.0102x 3 + 0.0260x4

Hence

Yl(X) = 1 + foX [x + 0.ly5(x)] dx =


= 1 + O.lx + 0.51x2 + 0.034x 3 + 0.0025x4 + 0.0052x 5
6. Numerical and Approximate Methods 299

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

Y2(X) = 1 + fox [x + O.ly~(x)] dx =


= 1 + O.lx + 0.51x2 + 0.034x3 + 0.0042x4 + 0.0053x 5

\Y2(X) - Yl(X)\ = 0.0042x4 + 0.0053x5 ~ 0.000008 < 10-5


Therefore

y(x) ~ 1 + O.lx + 0.51x2 + 0.034x 3 + 0.0042x4 + 0.0053x 5

6.3 The system is equivalent to

The successive approximations are therefore

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

1Y2 (x) - Yl(X )1 ~ x 31 48


7 5
+ 96 1 4
+ 168 x 1 ~ 0.0043 < 5·10-
3

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

/:).Yi= Exact solutions


z X·, Y. hf(Xi, Yi) Y = J2x+ 1
0 0 1.0000 0.2000 1.0000
1 0.2 1.2000 0.1733 1.1832
2 0.4 1.3733 0.1561 1.3416
3 0.6 1.5294 0.1492 1.4832
4 0.8 1.6786 0.1451 1.6124
5 1.0 1.8237 1.7320

6.8 This second order differential equation is equivalent to the system


of first order differential equations

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

According to (6.10) we have h(x, y, z) = z, h(x, y, z) = -; - y. The


results of computations using the formula (6.11) are given in the table.
6.9 The results of computations using the formula (6.11) are given in
the table.

XI h = 0.2 h = 0.1 h = 0.05 Exact solution


0 1 1 1 1
0.1 0.95 0.95060 0.95123
0.2 0.9 0.90232 0.90355 0.90484
0.3 0.85682 0.85872 0.86071
0.4 0.80855 0.81340 0.81600 0.81873
1 0.57569 0.59011 0.59804 0.60653
2 0.27243 0.31532 0.34020 0.36788
3 -0.02572 0.08077 0.14655 0.22313

6.10 Similarly to 6.7.


6.11 Similarly to 6.8.
6.12 Using the formulas (6.12)-(6.13) we find

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

6.13 Similarly to 6.12.


302 Solutions

6.14 Using the formulas (6.15)-(6.16) as indicated in the table, we get

f(xo, Yo) = 0.25, Kf O) = 0.1 ·0.25 = 0.025


We compute
h K(O)
f(xo + 2' Yo + --}) = f(0.05, -0.98750) = 0.24629

and then K~O) = 0.024629. We then compute


h K(O)
f(xo + 2' Yo + --}) = 0.25· (0.98750? + (0.05)2 = 0.24638
and K~O) = 0.024638.
f(xo + h, Yo + K~O») = 0.25· (0.97536)2 + (0.1)2 = 0.24783

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.

z X Y 0.25y K = hf(x,y) y () = llil=.&


K-K., I
0 0 -1 -0.25 0.025 0.025
0.05 -0.98750 -0.24688 0.024629 0.049258 0.024
0.05 -0.98769 -0.24692 0.024638 0.049276
0.1 -0.97536 -0.24384 0.024783
0.02472
6. Numerical and Approximate Methods 303

z x y 0.25y K = hf(x,y) y (}=I~I


1 0.1 -0.97528 -0.24882 0.024779 0.024779
0.15 -0.96289 -0.24072 0.025429 0.050858
0.15 -0.96257 -0.24064 0.025413 0.050826 0.025
0.2 -0.94987 -0.23747 0.026557 0.026557
0.02550
2 0.2 -0.94978 -0.23745 0.026553 0.026553
0.25 -0.93650 -0.23413 0.028176 0.056352 0.023
0.25 -0.93569 -0.23392 0.028138 0.056274
0.2 -0.92164 -0.23041 0.030236 0.030236
0.02824
3 0.3 -0.92154 -0.23039 0.030231 0.030231
0.35 -0.90642 -0.22661 0.032790 0.065580 0.023
0.35 -0.90614 -0.22629 0.032732 0.065464
0.4 -0.88881 -0.22220 0.035743 0.035749
0.03284
4 0.4 -0.88870 -0.22218 0.035745 0.035745
0.45 -0.87083 -0.21771 0.039209 0.078418 0.022
0.45 -0.86910 -0.21728 0.039134 0.078268
0.5 -0.84957 -0.21239 0.04307 0.043044
0.03925
5 0.5 -8.4945

6.15 Using the formulas (6.15)-(6.16), exactly as in the problem 6.14,


for h = 0.2, h = 0.1, and h = 0.05 we obtain the results, which are
presented in the tables.
a) h = 0.2

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

with I:!.y = 0.01416.


304 Solutions

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

with !::J.y = 0.0173.


c) h = 0.05
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
0.025 0 0 0.025 0.02500 0.01667 0.00083
0.025 0.00042 0.00021 0.02521 0.02521 0.01702 0.00085
0.05 0.00085 0.00043 0.05043 0.05045 0.03406 0.00170

with !::J.y = 0.00083.


sinh K=
x y 0.5y 0.5y + x (0.5y + x) f(x,y) hf(x, y)
0.05 0.00085 0.00042 0.05012 0.05044 0.03405 0.00170
0.075 0.00170 0.00085 0.07585 0.07592 0.05146 0.00257
0.075 0.00123 0.00107 0.07607 0.07614 0.05183 0.00259
0.1 0.00344 0.00172 0.10172 0.10190 0.06965 0.00318
0.1 0.00343

with !::J.y = 0.00257.


6.16 We use the notation h = -2x + 5z, h = -(1 - sin t)x - y + 3z,
!J = -x + 2z. For z = 0, we take t = 0 and enter Xo = 2, Yo = 1, Zo = 1
into the first column of X. We compute
h(to, xo, Yo, zo) = -4 + 5 = 1
h(to,xo,yo,zo) = -2 -1 + 3 = 0
!J(to, Xo, Yo, zo) = -2 + 2 = 0
Multiplying these values by h, we get the values of K 1x , K 1y , K 1z and
write them down in the column K.
6. Numerical and Approximate Methods 305

For t = 0.05, we again compute the column vector X, to wit

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

Summing the values of Ki O), 2K~0), 2K~0), K~O), we obtain

D.xo = ~(KiO) + 2K~0) + 2K~0) + K~O») = 0.08984


6yo = 0.00497
D.zo = -0.005
Thus,

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

Thus, Y4 = 0.007838 + 0.006318 = 0.014156 and 14 = f(X4, Y4) =


0.14612, q4 = z14 = 0.007306. Calculating the differences ~q3, ~2q2'
~3ql we find from the formula (6.21)

~Y3 = 0.005347+ 21 .0.001959- 121 ·0.000094- 241 ·0.000009 = 0.006381

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

and so on. The results are collected in the following table.


308 Solutions

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

6.20 In the problem 6.14, the values Yo = -1, Yl = y(O.l), Y2 = y(0.2),


Y3 = y(0.3) have been found by Runge-Kutta method with h = 0.1. In
order to use the formulas (6.22) and (6.23) we use the notation
Ok := 55y~ - 59~_1 + 37Y~_2 - 9~_3
fA := 9Y~+1 + 19y~ - 5~_1 + 9~_2
having the values Xo = 0, Xl = 0.1, X2 = 0.3, we compute the corre-
sponding values of Yk, k = 0,1,2,3 and, using them, Yk = f(Xk, Yk)'
Thus,
03
24 = 241 ( '
55Y3 -
,
59Y2 + 37Yl
n!
-
,)
9yo = 0.32834
From the formulas (6.19), (6.22) we get

~ = Y3 + h 03
24 = -0.92154 + 0.1 . 0.32834 = -0.88871

y~ = f(X4'~) = 0.35745
We now compute the quantity

~: = ;4 (9y~ + 19y; - 5y~ + 9?iI) = 0.32840


and from (6.23) we have

y~ = Y3 + h~: = -0.92154 + 0.1·0.32840 = -0.88870

Since the obtained values of Y4 and ~ differ only by 10-5 , we introduce


a correction in the value Y4, namely, Y4 = -0.88870
6. Numerical and Approximate Methods 309

The computations of Y5 are performed analogously. We obtain the


results presented in the following table

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

k xk Yk D..Yk Pk D..Pk D.. 2Pk D.. 3Pk


0 0 3.14159 0 73 176 53
1 0.1 3.14184 0.00073 249 229 63
2 0.2 3.14364 0.00322 478 292 66
3 0.3 3.14903 0.01154 0.00800 770 358
4 0.4 3.16057 0.02101 0.01570 1128
5 0.5 3.18158 0.03446 0.02708
6 0.6 3.21604
k Zk D..Zk qk D..qk D.. 2 qk D.. 3qk
0 0 0.10482 998 -1 0
1 0.10981 0.11480 997 -1 0
2 0.22960 0.12477 996 -1 2
3 0.35934 0.13971 0.13473 995 -3
4 0.49905 0.14965 0.14468 992
5 0.64870 0.15955 0.15460
6 0.80825

The computations go as follows:


310 Solutions

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)

Pk = h~, qk = hzk, k = 0,1,2,3. The formula (6,25) gives us, for k = 3

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

6.26 We first transform the equation into a system of equations. In


this case, it is useful to make the substitution xy' = z. Then we get
the system

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

'(0) '1'(0) '1"(0) (4)(0)


y(x) ~ yeO) + -y-x + __ x 2 + __ x 3 + Y X4
I! 2! 3! 4!
z'(O) z"(O) z"'(O) Z(4)(0)
z(x) ~ z(O) +- - x + __ x 2 + __ x 3 + X4 +
I! 2! 3! 4!
z(5)(0) Z(6)(0)
+ 5! x 5 + 6!
x6

Using the system, we get

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

and therefore y~ = ;;, z: = -X4!:It,


zP .P •
312 Solutions

Applying the formula (6.28), we get

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

ifs = 0.7652, Ys = 0.7652


z~ = -0.4400, Zs = -0.4400

6.27 Similarly to 6.26.

6.28 We look for a solution in the form of power series (6.30)

y'(0) y"(O) 2 y(n)(o) n


y(x) ~y(O)+l!x+~x ... + n! x + ...

Directly from the initial conditions we have yeO) = 1, y'(0) = 2.


6. Numerical and Approximate Methods 313

From the equation we find y" = -O.I(y')2 - (1 + O.lx)y, and then


y"(O) = -0.1· 4 - 1.1 = -1.4
Now, successively differentiating both sides of the equation and putting
x = 0 we get y"'(O) = -1.54, y(4)(0) = 1.224, y(5)(0) = 0.1768, y(6)(0) =
-0.7308 and thus
y(x) ~ 1 + 2x - 0.7x 2 - 0.2567x 3 + 0.051x4 + 0.00147x 5 - 0.00101x 6
6.29 We look for a solution in the form of power series
_ y'(O) y"(0) 2 y(n)(o) n
y(x) -y(O)+l!x+2!x + ... + n! x + ...
Z'(O) Z"(O) 2 z(n)(o) n
= z(O) + -,-x
z(x)
1..
+ -2-'-x + ... + n., x + ...
From the initial condition we get y(O) = 1, z(O) = O. Taking these
values into account and using the system, we get y'(0) = 1, z'(O) = O.
Differentiating the system twice, we find
y"(O) = 1, z"(O) = 1
y"'(O) = 0, z"'(O) = 3
Therefore
1 1 1
y(x) ~ 1 + x + 2x2, z(x) = 2x2 + 2x3
6.30 Similarly to 6.28-6.29.
6.31 We look for a solution in the form of power series

y( x) = Co + CI X + C2x2 + C3x3 + ... + cnx n + ...


Substituting this series into the equation and comparing coefficients
with the same power of x, we obtain the system

2C2 + 2co = 12
3 . 2C3 + 3CI = 0

4 . 3C4 + 4C2 = 0
5 . 4C5 + 5C3 = 0

(n + l)(n + 2)Cn+2 + (n + 2)cn = 0


From the initial condition we find Co = 5, Cl = 2.
314 Solutions

Solving the system, we get

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

6.32 We expand the coefficients of the equation in the power series


p(x) = -x, q(x) = 1, r(x) = l-cosx = ~~ - ~~ + ~~ + ...
6. Numerical and Approximate Methods 315

We look for a solution in the form


y(x) = Co + CIX + C2X2 + C3x3 + ... + cnxn + ...
Substituting these series into the equation and comparing coefficients
with the same power of x, we obtain the system
Co + 2C2 = 0
62c3 =0
-C2 + 12c4 = -21
-2C3 + 20C5 = 0
1
-3C4 + 30C6 = - 24
-4C5 + 42c7 = 0
1
- 5C6 + 56cs = 720

From initial conditions Co = 0, Cl = 1. It is easy to see that C2n+1 = 0,


n=I,2, ...

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

( ) _ 1 ~ 2·5·8 ... (3k - 1) 3k+1


Y2 x - + ti (3k)! x

These two solutions form a fundamental system of solutions of the


equation, corresponding to the following Cauchy conditions y(O) = 1,
y'(O) = 0 and y(O) = 0, y'(O) = 1, respectively. Thus, the general
solution of the equation is

6.34 Similarly to 6.32.

6.35 We expand the function 7rX - x 2 in the sinus-trigonometric se-


ries on the interval [0,7r]. We look for a solution of the form y(x) =
E~=o Q n sin nx and compare the coefficients of sin nx.

6.36 Similarly to 6.32.


6. Numerical and Approximate Methods 317

6.37 Using the difference formula (6.38), we get

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

2.31yo - 4.84Yl + 2.53Y2 = 0.02


2.76Yl - 5.76Y2 + 3Y3 = 0.02
3.25Y2 - 6.76Y3 + 3.51Y4 = 0.02

At the boundary points we have

Yo = 0, Y4 = 0.0566

Making use of these values and solving the above system, we have

Yl = 0.0046, Y2 = 0.0167, Y3 = 0.0345


Since the exact solution of the problem is y(x) = ~ log2 X, we can make
a comparison with the exact values

6.38 Writing the system of finite-difference equation (6.38), we have

Y'+1 - 2Yl + Yt-l _ 2x. Y1 +1 - y, _ 2y. = -4x.


h2 I 2h ' ,
i=1,2, ... ,9
YI - Yo 0
Yo -
h
=
2YlO - Yl1 - Yo -- 1
h
Solving this system for h = 0.1 we obtain the values Yo = 1.03, Yl =
1.13, Y2 = 1.26, Y3 = 1.41, Y4 = 1.60, Y5 = 1.81, Y6 = 2.06, Y7 = 2.36,
Ys = 2.72, Y9 = 3.17, YlO = 3.73. The exact solution is y(x) = X + ex2 •
6.39 Similarly to 6.37.
318 Solutions

6.40 Similarly to 6.37.

6.41 writing the corresponding system (6.38), we get an algebraic non-


linear system of equations, which can be solved by iteration.

6.42 As a system of the basic functions u;(x), (i = 0,1,2,3,4) we choose


the following trigonometric functions: Uo = 2, U1 = sinx, U2 = cosx+l,
U3 = sin2x, U4 = cos2x-1. which satisfy the conditions (6.41)-(6.43).

We look for a solution of the form

4
y(x) = Uo +L c1u;(x)
;=1

The algebraic system (6.47) is

Cl - C2 + O.5C4 = 1
C2 + 0.5C3 = 0
C2 - =0
4C3

C1 + C4 = 0

with the solution Cl = ~, C2 = C3 = 0, C4 = -~. Therefore

-() 2 8. 4 . 2
Y X = + 7sm x +7 sm x

which can be compared with the exact solution y(x) = 1 + esiu .


6. Numerical and Approximate Methods 319

6.43 We choose the following functions as the system of basis functions


Uo = 0, Ul = x(1 - x), U2 = x 2(1 - x). We look for an approximate
solution of the problem of the form

y(x) = clx(1 - x) + c2x2(1 - x) = x(1 - X)(C2X + cd


Thus, (6.45) becomes

R(x, Cl, C2) = -2Cl + c2(2 - 6x) + x(1 - X)(ClX + C2) + x


Taking into account the fact that R is orthogonal to the functions Ul
and U2, we get the following system

or
3 3 1
lOCI + 20 C2 = 12
3 13 1
20 Cl + C2
20 = 20

which has the solution Cl = ;619' C2 = 11.


:1
Thus
y(x) = x(1 - x)(:619 + x)
which can be compared with the exact solution y(x) = :::~ - x.
6.44 Similarly to 6.42-6.43.
6.45 1. We choose the following functions U,: uo(x) = 1, 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) = 1 + clx(l - x) + c2x2(1 - x)


taking the collocation points Xl = 0.25, X2 = 0.75. The collocation
system is

-2.1875cl + 0.453125c2 = 1.5


-2.1875cl - 2.640625c105 = 2.5

which has the solution Cl = -0.7526695, C2 = -0.3232323.


320 Solutions

Thus

fj(X) = 1 - 0.7526695x(1- x) - 0.3232323x2(1 - x)

2. We choose the following functions Ui: uo(x) = 0.1 COS1rX, UI(X) =


sin 1rX, U2( x) = sin 21rx. We look for an approximate solution of the
problem of the form

fj(X) = 0.1 cos 1rX + CI sin 1rX + C2 sin 21rX

taking the collocation points Xl = ~, X2 = 1. The collocation system is


-3CI + 4v'2C2 = 0
-3CI - 4v'2c2 = 0

which has the solution CI = C2 = o.


Thus

fj(X) = 0.1 COS1rX

3. We choose the following functions U,: uo(x) = 0, UI(X) = 1 - x2,


U2(X) = x2(1-x2). We look for an approximate solution of the problem
of the form

taking the collocation points Xl = 0, X2 = ~. The collocation system is

1- CI + 2C2 = 0
7 40
1- -CI - -C2 = 0
16 64

which has the solution CI = 0.957, C2 = -0.022.


6. Numerical and Approximate Methods 321

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

-2CI + 0.5C2 = 0.5 + 0.0352c~ + 0.0176cIC2


+ 0.0022c~
-2CI - 2.5c2 = 1.5 + 0.0352c~ + 0.0528cIC2 + 0.0198~
and written in the form

Cl = -31 - 65 ( 21 + 0.0141cIC2 + 0.0031c22)


0.0211c

C2 = -31 - 31(0.0352cIC2 + 0.0176£:2)2


can be solved by iterations with the initial values cy = -1, 4 = -1.
we obtain CI ::::::: -0.3369, CI ::::::: -0.3353.
Thus
y(x) = -x2(1 - x)(0.3369 + 0.3353x)
6.46 Similarly to 6.45.
6.471. For the Simpson formula we have h = ~,Ao = A2 = 1, Al = ~,
Xo = 0, Xl = i, X2 = 1.
The equation is replaced by
1
y(x) + -[xeOXyo + 4xeO.5xYI + xe x Y2] = eX
6
Inserting into this equality x = x" i = 0,1,2 we obtain the algebraic
system

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.

We look for a solution of the form

Putting f(x) = 1 - x 2, al(x) = x, a2(x) = x 3, a3(x) = x 5, b1(s) = S,


b2(s) = ;~, b3 (s) = ~~, we obtain from the system(6.60)

The solution of this system is Cl = 0.3833, C2 = 0.0273, C3 = 0.0008.


The approximate solution is

fj = 1 - x 2 + 0.3833x + 0.0273x 3 + 0.0008x5

2.-4. Similarly to 1.
6. Numerical and Approximate Methods 323

6.50 1. For the trapezoidal formula with n = 5 (h = 0.2) we have


Ao = A5 = ~ = 0.1, Aj = h = 0.2, (j = 1,2,3,4), Xo = 0, Xl = 0.2,
X2 = 0.4, Xa = 0.6, X4 = 0.8, X5 = 1. Writing the system (6.63) for this
equation, we find

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

First Order Partial Differential Equations

7.1 To determine the partial differential equation of a family of surfaces


F(x, y, z, a, b) depending on two real parameters a, b, one eliminates a
and b from the system of equations

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

7.3 We form the following integrable combinations. l.

xdx + ydy + zdz = 0 =} x 2 + y2 + z2 = C t


zdy + ydz dx =} d(yz) = dx =} yz = C2
yz(y2 - Z2) x(y2 - Z2) yz X X

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.

dy (dZ) => ydy + zdz = 0 => y2 + z2 = C1


z(z - y) y y- z
dx dy - dz dz d((y - z)
- - - - - => - = - --'-'-----'-
x(y + z) (z - y)(z + y) x y- z
=> x(y - z) = C2

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.

-dxZ = - -dzx => xdx + zdz = 0 => x 2 + z 2 = C1


zdx + xdz - dy = 0 => d(xz) - dy = 0 => xz - y = C2
7. Partial Differential Equations 329

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

This is a homogeneous differential equation.


x2
---:--:-------:- = C2
y(x2 + y2
12
dx + dy + dz =0 ~ x + y + z = C1
yzdx + xzdy + xydz = 0 ~ d(xyz) = 0 ~ xyz = C2
7.4 We form the following integrable combinations.
1.
dx = _ dz ~ d(2a - x) = dz ~ 2a - x = C1
2y(2a-x) 2yz 2a-x z z
xdx + ydy + zdz dz d(x 2 + y2 + z2) dz
- =--~ =-
y(x 2 +y2+ Z2) 2yz x 2 +y2+z2 Z
x 2 + y2 + Z2
~ =C2
z
2.
dx dy dx dy
-xy = - y";l- y2 ~ -x = --y"F.1=_=y=;;r:2
~ loglxl = -arcsiny+logC1 ~ xe-arcsiny = C 1
~ ~ z
---;;::::===;;r:
y";l - y2
= y";l - y2 - axy
~ -~
dy
+ -
y
-
~
";1 _ y2
=0
330 Solutions

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.

This is a homogeneous equation. Making the substitution ~ = u, we


obtain the equation with separable variables

u3 - 2 du = dx
u( u + 1)(u2 - U + 1) x

After integration we get log IC1xl = -2 log lul+log lu+II+log lu2-u+I


u3 +1 x 3 + y3
=> C1x = u2 ~ 2 2
xy = C1

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

(2x + 2y + z)dx + (2x + 2y + z)dy + (x + y)dz = 0


=> 2xdx + 2ydy + 2ydx + 2xdy + z(dx + dy) + (x + y)dz = 0
=> d(x 2 + y2) + 2d(xy) + d(z(x + y)) = 0
=> x 2 + y2 + 2xy + z( x + y) = C2
6.
xdx + ydy + zdz = 0 => x 2 + y2 + Z2 = C1
dx dy dy x- y
--=--=>-=--
x+y x- y dx x+y
This is a homogeneous equation. Substituting ; = u, we obtain y2 +
2xy - x 2 = C2.
7.

xdx + ydy + dz = 0 => x 2 + y2 + 2z = C 1


ydx + xdy = dz => d(1 - xy) = -dz
(y2- x 2)(I-xy) y2_x 2 l-xy
=> log 11 - xYI + z = C 2
8.
dX2
- - - => Xl - x2 = C1
Xl - x2 Xl - X2
dX3 - dX4 dX2 d(X3 - X4) d
---=> = X2
(X3 - X4)(XI - X2) Xl - x2 X3 - x4
=> (X3 - X4)e-:r: = C2
2

X4d(Xl - x2 + 1) + (Xl - x2 + l)dx4 dX3


(X3 - X4)(X1 - X2 + 1)
=> X4(XI - X2 + 1) - X3 = C3
332 Solutions

9.

dz - dX n dX2 - dXI Z - Xn
---= =} =Gn
Z - Xn X2 - Xl X2 - Xl

7.5 Using the method described in sect. 2, we take the characteristic


system (7.6) and determine the first integrals. The general solution is
then an arbitrary function of these first integrals.
1. The characteristic system (7.6) is

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

The general solution is


u = f(xz, x..[y)
where f is an arbitrary differentiable function.
3.
dx dy dz
xy = -yJ1 - y2 - zJ1 - y2 - axy
The characteristic system coincides with the one of problem 7.4, 2. The
first integrals are

xe-arcsiny = GI , 2yz + ax(y + V1 - y2) = G2


7. Partial Differential Equations 333

The general solution is

u = f(xe- arcsin y , 2yz + ax(y + J1 - y2))

where f is an arbitrary differentiable function.


4.
dx = dy => dy = _ y
x + 2y -y dx x + 2y
This is a homogeneous differential equation. Using the substitution
~ = u, we find the first integral xy + y2 = C The general solution is

u=f(xy+y2)

where f is an arbitrary differentiable function.


5.
dx dy dz
x- z y- z 2z
From the first and the last term we get ddzz = ..k...
z-z This is a homogeneous
differential equation, whose first integral is (z:z)2 = C 1 . Similarly, from
the last two terms we obtain

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

The general solution is

u = fey - 2z, J3z - x - y +~)


334 Solutions

where f is an arbitrary differentiable function.


7.
dx dy dz
x(l - 2y2) -y(l + x2)
The first integrals are
xdx - ydy
(2
dz
2) :::} X
2
-
2
Y - log
Izl = C I
X2 +y2 2z x +y
ydx +xdy dz
-2xy(x2 + y2) 2Z (x 2 +y2) :::} xyz = C2
The general solution is
u = f(x2 - y2 -log Izl, xyz)
where f is an arbitrary differentiable function.
8. The characteristic system
dXI dX2 dX3 - dX4 dX4
XI-X2 XI-X2 (X3- X4)(XI-X2+ 1) X3- X4

was solved in 7.4, 8. The first integrals are


Xl - X2 = CI
(X3 - x4)e X2 = C2
X4(Xl - X2 + 1) - X3 = C3
The general solution is
u = f(XI - X2, (X3 - x4)e X2 , X4(XI - X2 + 1) - X3)

where f is an arbitrary differentiable function.


9. The characteristic system is
dXI dX2 dX3
X2 + X3 + X4 Xl + X3 + X4 Xl + X2 + X4 Xl + X2 + X3
The first integrals are
dXI - dX2
----:::}
dX2 - dX3 Xl - X2
= CI
Xl - X2 X3 - X2 X2 - X3
dXI - dX2
----:::}
dX3 - dX4 Xl - X2
= C2
Xl - X2 X4 - X3 X3 - X4
dXI - dX3 dX2 -
~=----:::}
dX4 Xl - X3
= C3
X3 - Xl X4 - X2 X2 - X4
7. Partial Differential Equations 335

The general solution is

where I is an arbitrary differentiable function.


10. The characteristic system is

dXl dX2 dX n
- = - = ...

The first integrals are

- = 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

The first integrals are

dy = dz => ¥.. = C l
Y z z
xdx + ydy + zdz = ~ => x2 + y2 + z2 = C2
-x(x2 + y2 + z2) -2xz z

The general solution is

Y x2 + y2 + Z2
U = 1(-,
z z
)
where I is an arbitrary differentiable function.
336 Solutions

2. The characteristic system is


dx dy dz
- - -=----=
8xz 2yz 4x2 + y2
The first integrals are
dx dy x
- = - => -=C1
4x y y4
xdx + ydy - 2zdz = 0 => x 2 + y2 - 2z2 = C2
The general solution is

where f is an arbitrary differentiable function.


3. The characteristic system is
dx dy dz
1
-
1+x-y-z
- - ---
y-x+z
The first integrals are

-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

The general solution is

u = f(x - y - z, (1 +x - y - z)x - y)

where f is an arbitrary differentiable function.


4. The characteristic system is
dx dy dz
yrn _ zP zP - xn m,n,p E N

The first integrals are

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

The general solution is

where f is an arbitrary differentiable function.


7.7
1.
dx = dy => ~ = Cl
X Y Y
The general solution is u = f(~). The system

x
- = Cl
Y
y=1
u=x

results in y = 1, x = Cll U = Cl. Replacing C l by ~, we obtain the


solution of the Cauchy problem u = ~.
y
2.
dx dy dz
..;x v'Y Vz
The first integrals are

VI - Vi = Gl
.jY- Vz = G2
The system

yx- Vz = Gl
.jY- Vi = C2
z =1
u=x-y

gives x = (Gl + 1)2, y = (G2 + 1)2, z = 1, u = (Gl + 1)2 - (G2 + 1)2.


Inserting the expressions for GI , C2 , we find the solution of the Cauchy
problem
u = (yx - VZ + 1? - (.jY - Vi + 1?
338 Solutions

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.

From the system

xy=C
y=l
u = 2x

we have y = I, x = C, u = 2C. The solution of the Cauchy problem is


u = 2xy.
5.
dx dy dy
I
- 2e:l: - y
::} -dx + y = 2e:l:
This is a linear inhomogeneous equation and e:l:(y - e:l:) = C. From the
system

e:l:(y - e:l:) = C
x=O
u=y

we have y = I + c, u = I + C. The solution of the Cauchy problem is


u = I + e:l:(y - e:l:).
7. Partial Differential Equations 339

6.
dx dy
t;; = -::} y'X + loglYI = C
2 yx -y
From the system

y'X + log Iyl = C


x=1
u = y2

we have y = eC - 1 , u = e2C - 2 , u = }2e2v'i+2Ioglyl,

7.
dx dy dz
-=-=-
1 1 2
From the system

x - y = C1
2x - z = C2
x=1
u =yz

we have y = 1 - Ct, z = 2 - C2 , X = 1 u = (1 - C1)(2 - C2 ). The


solution of the Cauchy problem is u = (1 - x + y)(2 - 2x + z).
8.
dx dy dz
-=-=-
x y xy
The first integrals are ~ = Ct, ~ - z = C 2 From the system
x
- = Cl
Y
xy _ z = C2
2
z=O
u = x 2 + y2

we have logx = J2Cl C 2 , Y = V'J§;, z = 0 u = 2C1 C 2 + 'J§;. The


solution of the Cauchy problem is u = (xy - 2z)(~ + ;).
340 Solutions

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

The general solution is

F( XI , ... ,
Xn-l ~) -
'k-
0
Xn Xn Xn

where F is an arbitrary differentiable function. From this u = x:!I (~,


:r:"
... , :r:"-1), where !I is an arbitrary differentiable function. Thus, the
:r:"
general solution is formed by the homogeneous functions of degree k.
2. The characteristic system is
dx dy du
-=-=--
X y x-y

The first integrals are

x2 - y2 = Cl, X - Y + u = C2
The general solution is

where F is an arbitrary differentiable function.


3. The characteristic system is
dx dy du
e:r: y2 ye:r:

The first integrals are

e-:r: _ ! = Cl, u + X- log Iyl = C2


y e-:r: _ y-l
7. Partial Differential Equations 341

The general solution is

F(e- Z _ !,u + x -loglyl) =0


y e-Z _ y-l

where F is an arbitrary differentiable function.


4. The characteristic system is
dx dy du
2x Y- X x2
The first integrals are

The general solution is


2 Y - 2x
F(x - 4u, 2) = 0
x
where F is an arbitrary differentiable function.
5. The characteristic system is
dx dy du
xy -x 2 yu
The first integrals are

The general solution is

where F is an arbitrary differentiable function.


6. The characteristic system is
dx dy du
x 2 + y2 2xy -u 2
The first integrals are
1 1 1 1
--+-=CI, --+-=C2
x+y u x-y u
342 Solutions

The general solution is


1 1 1 1
F(-+-,-+-)=O
x+y u x-y u
where F is an arbitrary differentiable function.
7. The characteristic system is
dx dy du
x
-
2y
- x 2y + u
The first integrals are

The general solution is


x2 3u
F(-,xy - - ) = 0
y x
where F is an arbitrary differentiable function.
8. The characteristic system is
dx dy du
- = -- = --,::===;<,
2y4 -xy xvI + u 2
The first integrals are

x 2 + y4 = GI , (u + VI + u2)y = G2
The general solution is

F(x 2 + y4, (u + VI + u2 )y) = 0


where F is an arbitrary differentiable function.
9. The characteristic system is
du
x+y
The first integrals are
1 1
- - - = Gt, x 2 + y2 - u2 = G2
X Y
7. Partial Differential Equations 343

The general solution is


1 1
F( - - -, x 2 + y2 - u2 ) =0
X Y
where F is an arbitrary differentiable function.
10. The characteristic system is
dx dy du
--=-
yu -xu eU
The first integrals are

The general solution is

F(x 2 + y2, arct an ( -) + (u + l)e- = 0


X
U)

where F is an arbitrary differentiable function.


11. The characteristic system is
dx dy du
(u - y)2 xu xy
The first integrals are

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

where F is an arbitrary differentiable function.


12. The characteristic system is
dx dy du
xy x - 2u uy
The first integrals are

:.. = 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

log Ixl- u = Gt, y2 - 2x(u -1) = G2


The general solution is

F(log Ixl- u, y2 - 2x(u - 1)) = 0

where F is an arbitrary differentiable function.


14. The characteristic system is
dx dy xdu

The first integrals are


1
tanu+cotx = GI , y- = G2
2 cos2 U
The general solution is
1
F(tan u + cot x, y - 2 2) = 0
cos u
where F is an arbitrary differentiable function.
15. The characteristic system is
dx dy xdu
xu + y x + uy 1 - u2
The first integrals are

(x - y)(u + 1) = GI , (x + y)(u - 1) = G2
1. Partial Differential Equations 345

The general solution is

F((x - y)(u + 1), (x + y)(u - 1)) = 0

where F is an arbitrary differentiable function.


16. The characteristic system is
dx dy du
x+u
- y+u x+y
The first integrals are
dx + dy + du dx - dy x +y +u C
---=} = 1
2(x + y + u) x- y (x - y)2
dx + dy - 2du dx - dy ( 2 )( ) C
_ (x + Y _ 2u) = x _ y =} x +y- u x- y = 2

The general solution is


x+y+u
F( ( )2 ,(x + y - 2u)(x - y)) = 0
x-y

where F is an arbitrary differentiable function.


17. The characteristic system is
dx dy dz du
y+z z+x x+y u
The first integrals are
dx - dy du
--~ = - =} (x - y)u = Cl
y-x u
dy - dz du
--=---- = - =} (y - z)u = C2
z-y u
dx + dy + dz = du =} x + y + z = C3
2( x + y + z) U u2

The general solution is

(x + y + z
F((x - y)u, (y - z)u,
u
2 ) =0
where F is an arbitrary differentiable function.
346 Solutions

18. The characteristic system is


dx dy dz du
-=-=--=-
x y u+z xy
The first integrals are
x
- =C1
Y
xy - 2u = C2
-ydx - xdy + dz + du d( u + z - xy)
- --------
-xy - xy + u + z + xy
= -dx
x
=>
u + z - xy
= -dx
x
=>
u +z - xy = C3
X

The general solution is

F( ~ ,xy _ 2u, u + z - xy) -- 0


y x
where F is an arbitrary differentiable function.
19. The characteristic system is
dx dy dz du
--=--=-=--
u-x u-y -z x+y
The first integrals are

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

The general solution is


x-y x+y-u
F(--,z(x+y+2u), 2 )=0
z z
where F is an arbitrary differentiable function.
7. Partial Differential Equations 347

7.9
1. The characteristic system is

dx dy du
xy _y2 -x(l + X 2)

The first integrals are

The general solution is

x2 X4
F(xy, "2 +"4 +xyu) = 0

where F is an arbitrary differentiable function.


2. The characteristic system is

dx dy du
1+ vu - x - y 1 2

The first integrals are

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

The first integrals are

dx + udy + ydu = 0 => x + uy = C1


dx dy
C => y2 - X 2 - 2xyu = C2
Y l-y
The general solution is

F(x + uy,y2 - x 2 - 2xyu) = 0

where F is an arbitrary differentiable function.


4. The characteristic system is
dx dy du
x + u - y2 - 4ax
~--~~~----=----
2y(2a - x) 2 2 -2yu
The first integrals are

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

The general solution is


2+ 2 + 2
F( u ,x y u) = 0
2a-x u
where F is an arbitrary differentiable function.
5. The characteristic system is
dx dy du
xy2 x2y u( x 2 + y2)

The first integrals are


x 2 _ y2 = C1
ydx +xdy
xy(x2 + y2)

The general solution is


7. Partial Differential Equations 349

where F is an arbitrary differentiable function.


6. The characteristic system is
dx dy du
-;- = y - J R2 - u2 = 0
The first integrals are

u = C1
Y _ yr=R=2-_-u"""2
-=------
X
= C2
The general solution is

where F is an arbitrary differentiable function.


7. The characteristic system is
dx dy du
-=-=
x y xy+ u
The first integrals are
x
- = C1
Y
ydx + xdy - du dx d(xy - u) dx
=-:::} =-:::}
xy+xy-xy-u x xy-u x
xy - u
--=--- = C2
X

The general solution is

where F is an arbitrary differentiable function.


8. The characteristic system is

dx dy du
x y u + aJx 2 + y2 + u 2
350 Solutions

The first integrals are


x
- =C1
Y
dx du
-
x u+aJx2(1+Cl}+u2
du u U2
-dx = -x + a 1 + Cl + -2
x
This is the Euler homogeneous equation and thus
U+JX2+y2+U 2
x a+1 = C2

The general solution is

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)]

we obtain the following differential equation for the integrating factor


J.L
(2X4 _ y3 X)OJ.L + (x 3y _ 2y4)OJ.L = 9J.L(y3 _ x 3)
ox oy
The characteristic system is
dx dy dJ.L
2x4 - xy3
- 3
x y - 2x4 9J.L(y3 - x 3)
The first integrals:
Equating the first two ratios, we obtain
dy x 3y - 2x4
dx 2X4 - xy3
Using the substitution ~ = u, we obtain
x3 +y3
xy3 3 = C1
7. Partial Differential Equations 351

We now form the following integrable combination


x 2dx + y 2dy 2( 3
2(x6 _ y6)
dp,
9P, (Y3 - x 3) ~ P, x + y3)3 = C2
The general solution is
x3 + y3
F(
X3 3y
,p,2(X3 + y3)3) =0
F is an arbitrary differentiable function, and therefore
2 1 x 3 + y3
P, (x,y) = (x3 + y3)3 f ( x 3y3 )

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

dy =y- x ~ Jx2 + y2earctan~ = C1


dx y+x
352 Solutions

xdx + ydy + udu = du => X 2 + y2 + U 2 = C2


X + xy + y2 - xy + U 2
2 U u2
The general solution is

F( VX
2 arctan ~
+y2 e ', X
2 + Y2 + u 2 ) -
U2
- 0

where F is an arbitrary differentiable function.


3. The characteristic system is
dx dy du
u+y-x u+x-y x+y+u
The first integrals are

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

F((x + y + 2u)(x - y), (x + y + 2u)(x + y + u)2) = 0

where F is an arbitrary differentiable function.


4. The characteristic system 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

The general solution is


y+z+u
F( 2 ,x(y - z),x(u - z)) = 0
x
7. Partial Differential Equations 353

where F is an arbitrary differentiable function.


5. The characteristic system is
dx dy dz du
x y z x2 +2u
The first integrals are
x
- =C1
Y
¥.. = C2
Z

-du
dx
= -uX + x=>-
u
x2
-logx = C3

The general solution is

F(:', ¥.., ~ -logx) =0


y Z x2
where F is an arbitrary differentiable function.
6. The characteristic system is
dx dy dz du
--------~----
y+z+u x+z+u
------
x+y+u
- ------
x+y+z
The first integrals are
dx - dy dx - du x- y
- => - - = C1
y-x u-z z-u
dx -dz dy - du x- z
--'---- => ---- = C2
z-x u-y y-u
dx-du dy - dz x- u
--'---- => --- = C3
u-x z-y y-z
The general solution is

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

The first integrals are

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

We denote XIX2 ... Xn = t, U 2 = v and we get

_dt = dv ~ dv _ 2v _ ~ = 0
nt 2v + t) dt nt n

This is a linear equation and

2 2 t l -!
v = tn(Cn + ---2)
nl- - n

2 2 t l -!
vC-; - ---2 = Cn
n l - -n

The general solution is

where F is an arbitrary differentiable function. This can be rewritten


as

where F is an arbitrary differentiable function.


2. The characteristic system is
dXI dX2
1 + ";u - alXI - ... anXn 1
dXn du
1 al + a2 + ... + an
The first integrals are
356 Solutions

dX2
-=
aldxl + a2dx2 + ... + andxn - du
=?
1 alVu - alxl - ... - anXn

alx2 + 2vu - alxl - ..• - anXn = Cn


The general solution
U
F(X2 - X3, ... ,X2 - X n ,X2 - ,
al +
a2 + ... + an
alX2 + 2Y'-iL---a-I-x-I---.-.-.--a-n-x-
n)

where F is an arbitrary differentiable function.


Remark This equation has also the solution

Indeed, if we write

we see that V = 0 is a solution of the equation


av av av 8V
(1 + v'v)-a
Xl
+ -8
X2
+ ... + -8
Xn
+ (al + ... + a n )-8
U
=0
Therefore, u = alXI + ... + anxn is a particular solution of the equation,
which is not contained in the general solution. We observe that the
derivatives of the coefficients of the equation are not bounded at the
points of the solution u = alxl + ... + anx n .
2. The characteristic system is
dX2
----~-----
X2 + X3 + ... + Xn + U Xl X3+ Xn U + ... + +
dXn du

Xl + X2 + ... + Xn-l + U Xl + X2 + ... + Xn


The first integrals are
du - dXI dX2 -
----=?
dXI U - Xl
= CI
X2 - Xl X2 - Xl
dX2 -
-.;~-~
dXI
=?
U - X2
= C2
X2 - Xl X2 - Xl

du - dXn dX2 - dXI U - Xn


----= =? =Cn
U - Xn X2 - Xl X2 - Xl
7. Partial Differential Equations 357

The general solution is

where F is an arbitrary differentiable function.


7.13
1. The characteristic system is
dx dy dz
-=-=--
z -z y- x

The first integrals are

From the system

It follows that

y = C1 -1
z = ±Vr-"2(-C-1 ---C-2---1-)
Replacing z by y2, we find

±J2(C1 - C2 - 1) = (C1 - 1)2 =>


z2 - (y + x-l)4 + 2(y + x + 1) - 2xy = 0

2. The characteristic system is

dx dy dz
-=-=-
x -y z
The first integrals are
358 Solutions

Eliminating x, y, z from the system

we get

3. The characteristic system is


dx dy dz
xz yz -xy
The first integrals are
X 2
- = GI , xy + z = G2
y
Eliminating x, y, z from the system

we get

and
7. Partial Differential Equations 359

4. The characteristic system is


dx dy dz
-;- = - 2y = X 2 + y2
The first integrals are
x 2 y = Cl
1 x2
-xdx + 2ydy + dz = 0 => y2 - "2 + z = C2

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

The first integrals are

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

8. The characteristic system is


dx dy dz
-=--=-
z -xy 2xz

The first integrals are

we get

C2 (C2 -2? - C1 C2 = 1 =>


(y2 z - 2)2 + z - x 2]y2z = 1

9. The characteristic system is

dx dy dz
x xz+y z

The first integrals are


x
- =C1
Z

dy y y
-dz = -z + C1z => -z - x = C2
362 Solutions

we get

CI = (2 - CI - C2)2 =>
xz=(2z-x-y+xz?

10. The characteristic system is

dx dy dz
-=-=-
y2 yz -Z2

The first integrals are

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

(CI + 1? - 3CI (CI + 1) = 3C2 =>


(yz + 1)3 - 3yz(yz + 1 - X) = y3

11. The characteristic system is

dx dy dz
--=--=-
x - z y- z 2z

The first integrals are


7. Partial Differential Equations 363

1 vz - C1
y+z -

7f=C2
x-y=2
Z + 2x = 1

we get

3C2 + Cl = 0 =>
3x +2z - y = 0

12. The characteristic system is


dx dy dz
- = -2-2
xy3 X Z y3 z

The first integrals are


x
- = Cl
Z

y4 _ X 2 z 4 = C2

we get

ct+cl = C2 =>
XZ - y2 = 0

13. The characteristic system is


dx dy dz
-=-=-
x y 2xy
The first integrals are
x
- = Cl
Y
z - xy = C2
364 Solutions

The general solution is F(z - xy, ~), where F is an arbitrary differen-


tiable function. z = xy + I(~), where 1 is an arbitrary differentiable
function satisfying 1(1) = O.
14. The characteristic system is
dx dy dz
--;--~ - -
z(x+z) -y(y+z) 0
The first integrals are
z = Cl
y(x + z) = C2
y+z

= 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

The first integrals are


x+y = Cl
xdx + ydy + zdz = 0 :::} x 2 + y2 + Z2 = C2

we get

C2 - 1 + (Cl - I? = (Cl - 1)4 :::}


z2 = (x +y - 1)4 + 2xy - 2( x + y - 1)
7. Partial Differential Equations 365

2. The characteristic system is

dx - _
_ dy - a(a 2 + xy)~
z
-x Y X2 + y2

The first integrals are


xy= Cl

xdx =!fLdx -ydy


-X2 = ~ = _y2 =
_ =.!lxdy
z _ a(a2 + xy)~
z _
~ - X2 +y2 -
z

_ xdx - ydy + a(a 2 + xy)d;


z - !!(xdy
z + ydx)
-X2 - y2 + X2 + y2 + ;(xy - xy)
2a
d(x 2 - y2 _ _ (a 2 + xy)) = 0
Z
2a 2
x - Y - -(a + xy) = C2
2 2
Z

Thus we have

3. The characteristic system is

dx dy dz
- ---
z(x-a) yz
-
ax-x2 _ y2

The first integrals are


Y =C
-- l
x-a
366 Solutions

we get

4. The characteristic system is

dx dy dz
2xz 2yz Z2 - X2 _ y2

The first integrals are


J!..
x
= Cl
xdx + ydy + zdz = dx =} X 2 + y2 + Z2 = C2
Z(X 2 + y2 + Z2) 2xz x
i)

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

5. The characteristic system is


dx dy dz
cosh x 2y sinh x z sinh x
The first integrals are

The general solution is


2
F( y =-) - 0
cosh x , y -

where F is an arbitrary differentiable function. Solutions of the Cauchy


problems are
i)
*=Cl
{ L=C2
Y
x=y=z
C2 z2
he = C 1 => y2 cosh - = z2 cosh x
cos 2 y
ii)

1
--1L-
c~shz -
C1
L=C
Y
2
x=O
z2 = 2m(y - a)

2m(Cl - a) = C1 C2 => z2 = 2m(y - a cosh x)


iii)

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

7.15 1. If F(x, y, z) = a and G(x, y, z) = j3 are the families of surfaces,


the necessary and sufficient condition for them to be orthogonal is

8F8G + 8F8G + 8F8G = 0


8x 8x 8y 8y 8z 8z
This equation is derived from the assumption that along the intersection
curve the tangent planes are orthogonal.
In our case
xy
F(x,y,z) = 2"
z
The condition above becomes
JL 8G + !.... 8G _ 2xy 8G = 0 =>
z2 8x z2 8y z3 8z
8G 8G 8G
yz- +xz- - 2xy- = 0
8x 8y 8z
The characteristic system is
dx dy dz
yz xz -2xy
The first integrals are
x 2 _ y2 = GI , 2y2 + Z2 = G2
The family of orthogonal surfaces is
F(x 2 _ y2, 2y2 + Z2) = j3

where F is an arbitrary differentiable function.


The Cauchy problem

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

The characteristic system is


dx dy dz
---=--=--
y2 + Z2 -2xy -2xz

The first integrals are

'#.. = GIl 2x2 + y2 + z2 = G2


Z

from which

7.16 The characteristic system is


dx dy dz
x( x + 3y2)
2 y3 2zy2

The first integrals are

'#.. = 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

The characteristic system is

The first integrals are (for n i= ± 1)


-dx
xn
= -dy
zn
1 1
- - = C1
=} - - -
x n- 1 zn-l
dx dy 1 1
- - + - - = C2
_yn = -zn =} -
yn-l zn-l

The general solution is


1 1 1 1
F (--
xn-1 - -
zn-l' + -zn-l-
yn-l )-0

where F is an arbitrary differentiable function.


The solution of the Cauchy problem

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) = _y2


Y
which a linear equation. We find ¢(y) = Cy2 - y3 =? u(x, y) = Cy2 +
y2(X _ y).
3. The integrability condition is satisfied. From the first equation
we have u(x, y) = xy2 + ¢(y), ¢ E C 1 (R) is arbitrary. From 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

We find <J>(y) = Cy2 :::} u(x, y) = Cxy2.


5. The system has no solutions. The integrability condition is not
satisfied.
6. The integrability condition is u(l - 3xu) = o. The only solution
of the system is u = O.
7.19 a) We directly verify that the conditions (7.15) are fulfilled:

ap = aQ = 6x 2y
ay ax
aQ aR
-az = -ay =cosz
aR ap x
- = -=-e
ax az
b) From (7.16) we see

u(x,y,z) = lo x(3x2y2-e X z)dx+ loy sinzdy+ loz -dz = x 3 y2-e xz+ysinz


The family of integral curves of the equation w = 0 is

7.20 We check whether the condition of complete integrability (7.14)


are satisfied.
1. The complete integrability condition is satisfied. We see that the
function p(x, y, z) = xtz
is an integrating factor. Multiplying by p, we
obtain
dx dy
- + - + dz = 0 :::} xye Z = C
x y
2.
7. Partial Differential Equations 373

The family of integral curves of the equation w = 0 is

x - 2x2 + y + 2y2 - 2z2 = C

3.

u(x, y, z) = Ioz (y + z)dx + loy zdy = xy + xz + zy


The family of integral curves of the equation w = 0 is
xy+xz + zy = c
4. The complete integrability condition is satisfied. We see that the
function
1
p,(x, y, z) = (x _ l)(y _ l)(z - 1)
is an integrating factor. Multiplying by p" we obtain

_x_dx + -y-dy + _z_dz = 0


x-1 y-1 z-l
x + y + z + log[(x - l)(y - l)(z - 1)] = c
5. The complete integrability condition is satisfied and the equation
is equivalent to the system

az 2x2 + 2xy + 2xz2 + 1


ax 2z
az 1
ay 2z

From the second equation we have y+z2 = u(x), where u is an arbitrary


differentiable function. Inserting this into the first equation, we obtain
u' + 2xu + 2x2 + 1 = 0, from which u(x) = Ce- z2 - x.
374 Solutions

Thus, the family of integral surfaces is


ex2 (x + y + z2) = C
6. The complete integrability condition is satisfied and the equation
is equivalent to the system
az
-=-y
ax
az z
ay = y
From the second equation we have z = yu(x), where u is an arbitrary
differentiable function. Inserting this into the first equation, we obtain
u(x)=C-x.
Thus, the family of integral surfaces is
z = y(C - x)
7. The equation is not integrable.
8. The equation is not integrable.
9. The complete integrability condition is satisfied and the equation
is equivalent to the system
az 2yz + 3x
ax xy
az z
-
ay y
From the second equation we have z = u~), where u is an arbitrary
differentiable function. Inserting this into the first equation, we obtain
u' + : = -3 => u(x) = ~.
Thus, the family of integral surfaces is
C x
z=---
x2y y
In addition, the equation has the solution x = O.
10. The complete integrability condition is satisfied and the equa-
tion is equivalent to the system

ay = -2x
ax
~~ = -(2x2z + 2yz + 2z2 + 1)
7. Partial Differential Equations 375

From the first equation we have y = -x2 + u(z), where u is an arbi-


trary differentiable function. Inserting this into the second equation,
we obtain
du(z)
--a:;- + 2zu = -(2z
2
+ 1) ::} u(z) = -z + Ce- z
2

Thus, the family of integral surfaces is

y(x, z) = Ce- z2
- x2 - z

11. The complete integrability condition is satisfied and the equa-


tion is equivalent to the system
az z-y
---
ax x
az z-x
ay
- -y-
From the first equation we have z - y = xu(y), where u is an arbitrary
differentiable function. Inserting this into the first equation, we obtain
f}f}u = u-l ::} u(y) = 1 + Cy.
y y
Thus, the family of integral surfaces is

z(x,y) =x+y+Cxy

12. This is an exact total differential equation, and

u(x, y, z) = fox (1 + yz)dx - foz dz = x + xyz - z

The family of integral curves is

x +xyz - z = C

13. This is an exact total differential equation, and

u(x, y, z) = 1x(yz-Iogx)dx+ 1x (xoz-Iogz)dy+1x(XOYO- Xo + Yo )dz =


Xo Yo Zo Z

= xyz - (x + y)logz + C 1
The family of integral curves is

xyz - (x + y) log z = C
376 Solutions

15. The complete integrability condition is satisfied and the equa-


tion is equivalent to the system
az yz + a 2
ax x(x + y)
az xz + a 2
ay y(x + y)

From the first equation we have yz + a 2 = xxul~), where u is an arbitrary


differentiable function. Inserting this into the first equation, we obtain
~~ _ 2yU + 2~2 ::} u(y) = Cy2 + a 2.
Thus, the family of integral surfaces is
z(x + y) + a2 - Cxy = 0
7.21 We write the characteristic system (7.19)
dx dy du -dp -dq
x + I; y + I~ px + +qy + pi; o o
We get p = a, q = b and inserting this into the equation, we find that
the complete integral is u = ax + by + 1(a, b)
Remark. The singular solution of the Clairaut equation is obtained by
eliminating a and b from the system
u = ax + by + I(a, b)
{ x = -I;
y = -/~
7.22 1. The characteristic system (7.19) has the first integral p = a.
From 1(a, q) = 0 we have q = g( a). from the Pfaff equation du =
adx + g( a )dy we obtain the complete integral u = ax + g( a)y + b,
a,bE R.
2. Since X = ~ = 0, U = ¥u
= 0, the characteristic system has the
first integral p = a, and from I(a, y, q) = 0 we have q = g(a, y). The
Pfaff equation du = adx + g( a, y)dy leads to the complete integral

u = ax+ J g(a,y)dy, a,b E R

3. X = ~ = 0, Y = ~ = O. The characteristic system has a form


of the integrable combination !!E.
p
= !!!I,
q
which leads to the first integral
q = ap.
7. Partial Differential Equations 377

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

4. Since U = ~ = 0, the characteristic system is


dx dy dp dy
P Q -X -y
If the first integral G(x, y,P, q) = a is known and satisfies ~«/,G»p,q
# 0,
then we have the equation with total differentials du = g(x, y, a)dx +
gl(X, y, a)dy, where p = g(x, y, a), q = gl(X, y, a) is a solution for p and
q of the system
f(x, y,p, q) = 0
{
G(x, y,p, q) = a
Performing two quadratures, we obtain the complete integral of the
equation.
7.23
1. The characteristic system is
dx dy dq dz
----::----
-2p+x 1 o -2p2 +xp+ q

From" = ~ we have p = ae- Y. From this result q = -axe- Y+ a 2e- 2y .


The completely integrable Pfaff equation is

ae-ydx + (-axe-Y + a2e- 2Y )dy - du =0


leads to
1
u = axe- Y - _a 2e- 2y
2
+b
'
a,b E R

2. The characteristic system is


dx dy du dp dq
-
q p 2pq p q
378 Solutions

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

The complete integral is


1
y'aU - 2(x + ay + b) = 0, a, bE R

3. The characteristic system is

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

The Pfaff equation is

(ax + y)(adx + dy) + audu = 0

The complete integral is

au 2 + (ax + y? - b2 = 0, a, bE R

4. The characteristic system is

dx dy dq
2p -2q -q

From the last equation we have q = ap. Then

{
p2 _ q2 +u = 0 p = Va2~1
q -- ap :::}
q -- a y~
aLl
7. Partial Differential Equations 379

The Pfaff equation is

dx+ady- r;du=O
V~
The complete integral is

2ju(a2 -1)-x-ay+b=O, a,bER


5. The characteristic system is
dx dy du
y2(2px + qy) y(y2p _ 1) 2p2xy2 + 2y3pq - y
dp dq

From dy
y(y2p_l) = dp
p(1_y2p) we h ave py = a. Then

xy2p2 + y3pq - U - pq =0 =} P=~


{
py - a = 0 q=
u-xa 2
y(ay-l)

The Pfaff equation is


a u - xa 2
du = -dx + ( )dy
y yay - 1
The complete integral is
uy - ax - b( ay - 1) = 0

6. The characteristic system is


dx dy
2x(px + qy) - ux + 2p 2y(px + qy) - ux +q
du
p2x(px + qy) - ux + 2p + 2y(px + qy) - uy + 2q
-dp -dq
p(px + qy) - up q(px + qy) - uq
From the last equation we have p = aq. Then
_ au(ax+y)
{ p - aq =0 P- (ax+JI)2+ a2+1
( px + qy)2 _ u(px + qy) + p2 + q2 = 0 =} _
q-
u~x+y)
(ax+y)2+ a2+1
380 Solutions

The Pfaff equation is

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)

The complete integral is

7. We will use the polar coordinates

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

where p = ~~, q = ~~ ~q = a. From the equation we have

p=± ~
2
f(r)--
r2

The Pfaff equation is

du = ±y~
f(r) - ?i dr + adO

The complete integral is

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

From the last equation we have p = a!; q. Then

The Pfaff equation is


n 1 n
Um a-;Um
du = 1 dx + 1 dy
(1 + a)m (1 + a)m
The complete integral is

+ a)mu- (m - n)(xa m + y) + b = 0,
1 m-n 1
m(1 n- - a, bE R

9. The characteristic system is


dx dy du -dp -dq
p q (p2 + q2) 2p 2q
From the last equation we have p = aq. Then

{ px + qy + u =0 ~ p = - a:~y
p - aq = 0 q = - ax~y
382 Solutions

The Pfaff equation is


au au
du = - dx - dy
ax+y ax+y
The complete integral is

u = (ax + y)b, a, b E R

10. The characteristic system is

dx dy du dp dq
--~--~--~--~-~~~
2(p-x) -2(p - y) 2p(p - x) - 2q(q - y) 2(p - x) -2(q - y)

From the equation 2(;~X) = 2(;:'X) we have p = x + a. Then

{ (p - x)2 - (q - y)2 - 1 = 0 => p = x + a,....."....-...,..


p = x +a q = y + va 2 - 1

The Pfaff equation is

du = (x + a)dx + (y + va2 - l)dy

The complete integral is


x2 y2
U = -2 + ax + -2 + va2 - 1 y + b a, b E R

11. The characteristic system is


dx _ dy du dp dq
------=-=-
-x y+ 2q 2q2 + qy - px -p -3q

From the equation ~ = d: we have q = ax3. Then

The Pfaff equation is


7. Partial Differential Equations 383

The complete integral is

4u = x 2(4axy + a2x 4 + 4b) a, bE R

12. The characteristic system is


dp dq
p q
From this we have p = aq. Then

{
p - aq =0 =>
(px + qy)2 _ p2 _ q2 - 1 = 0

The Pfaff equation is


±a ±1
~= ~+ ~
J(ax + y)2 - (a 2 + 1) J(ax + y)2 - (a 2 + 1)
The complete integral is
ax+y
cosh(u - b) - vi a,b E R
a2 + 1
7.24 1. The equation is a generalized Clairaut-type equation, whose
complete integral is

u = ax + by + 3a2 - b2

The parametric representation of this curve is x = 0, y = t, u = t2 •


Eliminating t from the system

t2 = bt + 3a2 - b2
{
2t = b

we find b = 2a.
The general integral of this equation is

u = ax + 2ay - a2

The envelope of this family of surfaces is


384 Solutions

2. The characteristic system is


dx dy du dp dq
-=-+----
2p 2q 2(p2 + q2) P q

From the last equation we have p = aq. Then

The Pfaff equation is

V~
-;;;-du = adx + dy

The complete integral is

2Ju(I + a2) - ax - y - b = 0 a,b E R

The system

{ 2Ju(I + a ) - acost - sint - b = 0


2
asin t = cost

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

3. The complete integral of this equation is

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

gives a = 0, b = -1. the solution of the Cauchy problem is

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

From the last equation we have p = aq. Then

p - aq = 0 => p = ±2a aL~a+2


{
p2 _ 2pq + 2q2 - 4u = 0 q - ±2 2 u
- a -2a+2

The Pfaff equation is

The complete integral is


a 1
±JU = va 2 - 2a + 2
x +
va 2 - 2a + 2
+b a, b E R

The solution of the Cauchy problem is

5. The characteristic system is


dx dy du -dp -dq
2pu 2 2qu 2 2u2(p2 + q2)

The first integral is p = qtan Q, Q E R.

The Pfaff equation is

d u= a v'3 sin Q d x+ a v'3 cos Q d y


u u
386 Solutions

The complete integral is

u2 - 2V3(x cos a + y sin a) - {3 = 0 a,{3 E R

The solution of the Cauchy problem is

u 2 = 2a(x + ..f2y)

6. The characteristic system is

dx dy du dp dq
2p -2q 4p 4q

From the last equation we have p = aq. Then

p - aq =
0
{ p2 _ q2 _ 2u = 0
:::}

The Pfaff equation is

du = ±ay~ ~
~dx + ±y ~dy

The complete integral is

The solution of the Cauchy problem is

7. This is a generalized Clairaut equation, whose complete integral


IS
b2
u=ax+by--
2
The solution of the Cauchy problem is

2u = x + y2
7. Partial Differential Equations 387

8. The characteristic system is


dx dy du dp dq
- - -
q p 2pq y x
From d:c
q
= !!:!L
:c
we have x 2 - q2 = a2 • Then

x2 _ q2 = a2
{
pq - xy = 0

The Pfaff equation is

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

9. The characteristic system is


dx dy du dp dq
-=-=
p q p2 + q2 up uq

From;; = ~ we have q = ptana, a E R.

U2 - p2 - q2 -1 = 0 p = ±vu 2 -lcosa
{
q-ptana=O :::} q=±Vu 2 -1sina

The Pfaff equation is

du = ±Vu 2 - 1 cos adx ± Vu 2 - 1 sin ady

The complete integral is

log lu + Vu 2 -11 + {3 = ±(xcosa + ysina) a,{3 E R

Introducing x = t, Y = 1 - t, u = 1, we obtain
{3 = t cos a + (1 - t) sin a
388 Solutions

We differentiate with respect to t and we get

. 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

10. From the characteristic system we have p = ax. Then q = y'iiY.


The Pfaff equation is

du = axdx + ...jiiYdy

The complete integral is


x2 3
u - a2" + "2 Y..,foY - b a, b E R

The solution of the Cauchy problem is


a)

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

The first integral is p = aq and it follows from the equation that

_ ~2-1
P - a a2 - 1

q= ~2-1
a -1
2

The Pfaff equation is

du = ay~~
~dx + y~dy
7. Partial Differential Equations 389

The complete integral is


a 1
log lu + "';u 2 11- =0
-
va 2 +1
x-
va 2 +1
y- b

To solve the Cauchy problem, we use the following parametric repre-


sentation of the curve x = A cos t, Y = A sin t, u = 1. We find

12. The characteristic system is


dx dy du -dp dq
--
2pu 2
= --
2qu2
= 2u2(p2 + q2)
~::-:--::----::7"
2pu(p2 + q2
--~~~~~- --~~~~~
+ 4) 2qu(p2 + q2 + 4)
From the last equation p = aq. We take p = Vp2 + q2 cos 0 and q =
Vp2 + q2 sin o. From

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

4(x cos 0 + ysino - b? + u 2 - 4= 0

The solutions of the Cauchy problems are


1.

2.
390 Solutions

13. The characteristic system is


dx dy -du -dp -dq
x+~
q
= y- ~ q3
= u + It
q2
= 2p = 2q

The first integral is p = aq. The complete integral is


b
y+ax+ 2=0
u+a
The Cauchy problem can be solved as in the previous problems.
7.25 1. This is a generalized Clairaut equation, whose complete integral
is
u = ax + by + 3a2 - b2
The singular integral is obtained by eliminating a and b from the system

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

This system has the following two first integrals

p + x = a, qxy = b

The Pfaff equation is

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

Inserting this value into the equation above, we find


1 1
U = ax - 2"(X
2
+ y2 ) + 2"(1 -
2 2
a - b - a - b)

We obtain the singular integral by eliminating a and b from the system


ax -l(x 2 + y2) - U + l(1- a2 - b2 - a - b) =0
{ x-a-~=O
y-b- 2 =0
We find
4u + 2x + 2y - 3 = 0
3. The complete integral of this equation is

(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

4. The characteristic system is


dx dy du
x 3q + x x 3 p + 2x2yq px + 2x3pq + 2x2yq2
-dp -dq
3x pq + 2xyq2 + 2p
2 x q2 + q
2

From z3!~z = Z2~~~q we find xq = a. We further find

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

from which the complete integral is

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 obtain the singular solution by eliminating a and b from the system

We find
27xyz -1 =0
393

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