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PUBLISHER Laurie Rosatone


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COVER ART Norm Christiansen

This book was set in Times Ten by MPS Limited, Chennai, India and printed and bound by R.R.
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Copyright © 2012 John Wiley & Sons, Inc. All rights reserved.

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To Elsa and in loving memory of Maureen


To Siobhan, James, Richard, Jr., Carolyn, and Ann
And to the next generation:
Charles, Aidan, Stephanie, Veronica, and Deirdre
July 24, 2012 17:50 ffirs Sheet number 8 Page number viii cyan black

The Authors
William E. Boyce received his B.A. degree in Mathematics from Rhodes College,
and his M.S. and Ph.D. degrees in Mathematics from Carnegie-Mellon University.
He is a member of the American Mathematical Society, the Mathematical Associ-
ation of America, and the Society for Industrial and Applied Mathematics. He is
currently the Edward P. Hamilton Distinguished Professor Emeritus of Science Ed-
ucation (Department of Mathematical Sciences) at Rensselaer. He is the author
of numerous technical papers in boundary value problems and random differential
equations and their applications. He is the author of several textbooks including
two differential equations texts, and is the coauthor (with M.H. Holmes, J.G. Ecker,
and W.L. Siegmann) of a text on using Maple to explore Calculus. He is also coau-
thor (with R.L. Borrelli and C.S. Coleman) of Differential Equations Laboratory
Workbook (Wiley 1992), which received the EDUCOM Best Mathematics Curricu-
lar Innovation Award in 1993. Professor Boyce was a member of the NSF-sponsored
CODEE (Consortium for Ordinary Differential Equations Experiments) that led to
the widely-acclaimed ODE Architect. He has also been active in curriculum inno-
vation and reform. Among other things, he was the initiator of the “Computers in
Calculus” project at Rensselaer, partially supported by the NSF. In 1991 he received
the William H. Wiley Distinguished Faculty Award given by Rensselaer.

Richard C. DiPrima (deceased) received his B.S., M.S., and Ph.D. degrees in
Mathematics from Carnegie-Mellon University. He joined the faculty of Rensselaer
Polytechnic Institute after holding research positions at MIT, Harvard, and Hughes
Aircraft. He held the Eliza Ricketts Foundation Professorship of Mathematics at
Rensselaer, was a fellow of the American Society of Mechanical Engineers, the
American Academy of Mechanics, and the American Physical Society. He was also
a member of the American Mathematical Society, the Mathematical Association of
America, and the Society for Industrial and Applied Mathematics. He served as the
Chairman of the Department of Mathematical Sciences at Rensselaer, as President
of the Society for Industrial and Applied Mathematics, and as Chairman of the Ex-
ecutive Committee of the Applied Mechanics Division of ASME. In 1980, he was the
recipient of the William H. Wiley Distinguished Faculty Award given by Rensselaer.
He received Fulbright fellowships in 1964–65 and 1983 and a Guggenheim fellow-
ship in 1982–83. He was the author of numerous technical papers in hydrodynamic
stability and lubrication theory and two texts on differential equations and boundary
value problems. Professor DiPrima died on September 10, 1984.
July 27, 2012 15:56 fpref Sheet number 1 Page number ix cyan black

P R E FAC E

This edition, like its predecessors, is written from the viewpoint of the applied
mathematician, whose interest in differential equations may be sometimes quite
theoretical, sometimes intensely practical, and often somewhere in between. We
have sought to combine a sound and accurate (but not abstract) exposition of the
elementary theory of differential equations with considerable material on methods
of solution, analysis, and approximation that have proved useful in a wide variety of
applications.
The book is written primarily for undergraduate students of mathematics, science,
or engineering, who typically take a course on differential equations during their
first or second year of study. The main prerequisite for reading the book is a working
knowledge of calculus, gained from a normal two- or three-semester course sequence
or its equivalent. Some familiarity with matrices will also be helpful in the chapters
on systems of differential equations.
To be widely useful, a textbook must be adaptable to a variety of instructional
strategies. This implies at least two things. First, instructors should have maximum
flexibility to choose both the particular topics they wish to cover and the order in
which they want to cover them. Second, the book should be useful to students who
have access to a wide range of technological capability.
With respect to content, we provide this flexibility by making sure that, so far as
possible, individual chapters are independent of each other. Thus, after the basic
parts of the first three chapters are completed (roughly Sections 1.1 through 1.3, 2.1
through 2.5, and 3.1 through 3.5), the selection of additional topics, and the order and
depth in which they are covered, are at the discretion of the instructor. Chapters 4
through 8 are essentially independent of each other, except that Chapter 7 should
precede Chapter 9. This means that there are multiple pathways through the book,
and many different combinations have been used effectively with earlier editions.

ix
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x Preface

With respect to technology, we note repeatedly in the text that computers are ex-
tremely useful for investigating differential equations and their solutions, and many
of the problems are best approached with computational assistance. Nevertheless,
the book is adaptable to courses having various levels of computer involvement,
ranging from little or none to intensive. The text is independent of any particular
hardware platform or software package.
Many problems are marked with the symbol to indicate that we consider them
to be technologically intensive. Computers have at least three important uses in a
differential equations course. The first is simply to crunch numbers, thereby gen-
erating accurate numerical approximations to solutions. The second is to carry out
symbolic manipulations that would be tedious and time-consuming to do by hand.
Finally, and perhaps most important of all, is the ability to translate the results of
numerical or symbolic computations into graphical form, so that the behavior of
solutions can be easily visualized. The marked problems typically involve one or
more of these features. Naturally, the designation of a problem as technologically
intensive is a somewhat subjective judgment, and the is intended only as a guide.
Many of the marked problems can be solved, at least in part, without computa-
tional help, and a computer can also be used effectively on many of the unmarked
problems.
From a student’s point of view, the problems that are assigned as homework and
that appear on examinations drive the course. We believe that the most outstanding
feature of this book is the number, and above all the variety and range, of the prob-
lems that it contains. Many problems are entirely straightforward, but many others
are more challenging, and some are fairly open-ended and can even serve as the basis
for independent student projects. There are far more problems than any instructor
can use in any given course, and this provides instructors with a multitude of choices
in tailoring their course to meet their own goals and the needs of their students.
The motivation for solving many differential equations is the desire to learn some-
thing about an underlying physical process that the equation is believed to model.
It is basic to the importance of differential equations that even the simplest equa-
tions correspond to useful physical models, such as exponential growth and decay,
spring–mass systems, or electrical circuits. Gaining an understanding of a complex
natural process is usually accomplished by combining or building upon simpler and
more basic models. Thus a thorough knowledge of these basic models, the equations
that describe them, and their solutions is the first and indispensable step toward the
solution of more complex and realistic problems. We describe the modeling process
in detail in Sections 1.1, 1.2, and 2.3. Careful constructions of models appear also in
Sections 2.5 and 3.7 and in the appendices to Chapter 10. Differential equations re-
sulting from the modeling process appear frequently throughout the book, especially
in the problem sets.
The main reason for including fairly extensive material on applications and math-
ematical modeling in a book on differential equations is to persuade students that
mathematical modeling often leads to differential equations, and that differential
equations are part of an investigation of problems in a wide variety of other fields.
We also emphasize the transportability of mathematical knowledge: once you mas-
ter a particular solution method, you can use it in any field of application in which an
appropriate differential equation arises. Once these points are convincingly made,
we believe that it is unnecessary to provide specific applications of every method
July 27, 2012 15:56 fpref Sheet number 3 Page number xi cyan black

Preface xi

of solution or type of equation that we consider. This helps to keep this book to
a reasonable size, and in any case, there is only a limited time in most differential
equations courses to discuss modeling and applications.
Nonroutine problems often require the use of a variety of tools, both analytical
and numerical. Paper-and-pencil methods must often be combined with effective
use of a computer. Quantitative results and graphs, often produced by a computer,
serve to illustrate and clarify conclusions that may be obscured by complicated ana-
lytical expressions. On the other hand, the implementation of an efficient numerical
procedure typically rests on a good deal of preliminary analysis—to determine the
qualitative features of the solution as a guide to computation, to investigate limit-
ing or special cases, or to discover which ranges of the variables or parameters may
require or merit special attention. Thus, a student should come to realize that investi-
gating a difficult problem may well require both analysis and computation; that good
judgment may be required to determine which tool is best suited for a particular task;
and that results can often be presented in a variety of forms.
We believe that it is important for students to understand that (except perhaps
in courses on differential equations) the goal of solving a differential equation is
seldom simply to obtain the solution. Rather, we seek the solution in order to obtain
insight into the behavior of the process that the equation purports to model. In
other words, the solution is not an end in itself. Thus, we have included in the text
a great many problems, as well as some examples, that call for conclusions to be
drawn about the solution. Sometimes this takes the form of finding the value of the
independent variable at which the solution has a certain property, or determining
the long-term behavior of the solution. Other problems ask for the effect of variations
in a parameter, or for the determination of a critical value of a parameter at which
the solution experiences a substantial change. Such problems are typical of those
that arise in the applications of differential equations, and, depending on the goals
of the course, an instructor has the option of assigning few or many of these problems.
Readers familiar with the preceding edition will observe that the general structure
of the book is unchanged. The revisions that we have made in this edition are in
many cases the result of suggestions from users of earlier editions. The goals are
to improve the clarity and readability of our presentation of basic material about
differential equations and their applications. More specifically, the most important
revisions include the following:

1. Sections 8.5 and 8.6 have been interchanged, so that the more advanced topics appear at
the end of the chapter.
2. Derivations and proofs in several chapters have been expanded or rewritten to provide
more details.
3. The fact that the real and imaginary parts of a complex solution of a real problem are also
solutions now appears as a theorem in Sections 3.2 and 7.4.
4. The treatment of generalized eigenvectors in Section 7.8 has been expanded both in the
text and in the problems.
5. There are about twenty new or revised problems scattered throughout the book.
6. There are new examples in Sections 2.1, 3.8, and 7.5.
7. About a dozen figures have been modified, mainly by using color to make the essen-
tial feature of the figure more prominent. In addition, numerous captions have been
July 27, 2012 15:56 fpref Sheet number 4 Page number xii cyan black

xii Preface

expanded to clarify the purpose of the figure without requiring a search of the
surrounding text.
8. There are several new historical footnotes, and some others have been expanded.

The authors have found differential equations to be a never-ending source of in-


teresting, and sometimes surprising, results and phenomena. We hope that users of
this book, both students and instructors, will share our enthusiasm for the subject.

William E. Boyce
Grafton, New York
March 13, 2012
July 27, 2012 15:56 fpref Sheet number 5 Page number xiii cyan black

Preface xiii

Supplemental Resources for Instructors and Students


An Instructor’s Solutions Manual, ISBN 978-0-470-45834-1, includes solutions for all
problems not contained in the Student Solutions Manual.
A Student Solutions Manual, ISBN 978-0-470-45833-4, includes solutions for se-
lected problems in the text.
A Book Companion Site, www.wiley.com/college/boyce, provides a wealth of re-
sources for students and instructors, including
• PowerPoint slides of important definitions, examples, and theorems from the
book, as well as graphics for presentation in lectures or for study and note taking.
• Chapter Review Sheets, which enable students to test their knowledge of key
concepts. For further review, diagnostic feedback is provided that refers to per-
tinent sections in the text.
• Mathematica, Maple, and MATLAB data files for selected problems in the text
providing opportunities for further exploration of important concepts.
• Projects that deal with extended problems normally not included among tradi-
tional topics in differential equations, many involving applications from a variety
of disciplines. These vary in length and complexity, and they can be assigned as
individual homework or as group assignments.
A series of supplemental guidebooks, also published by John Wiley & Sons, can be
used with Boyce/DiPrima in order to incorporate computing technologies into the
course. These books emphasize numerical methods and graphical analysis, showing
how these methods enable us to interpret solutions of ordinary differential equa-
tions (ODEs) in the real world. Separate guidebooks cover each of the three major
mathematical software formats, but the ODE subject matter is the same in each.
• Hunt, Lipsman, Osborn, and Rosenberg, Differential Equations with MATLAB,
3rd ed., 2012, ISBN 978-1-118-37680-5
• Hunt, Lardy, Lipsman, Osborn, and Rosenberg, Differential Equations with
Maple, 3rd ed., 2008, ISBN 978-0-471-77317-7
• Hunt, Outing, Lipsman, Osborn, and Rosenberg, Differential Equations with
Mathematica, 3rd ed., 2009, ISBN 978-0-471-77316-0

WileyPLUS
WileyPLUS is an innovative, research-based online environment for effective teach-
ing and learning.
WileyPLUS builds students’ confidence because it takes the guesswork out of
studying by providing students with a clear roadmap: what to do, how to do it, if they
did it right. Students will take more initiative so you’ll have greater impact on their
achievement in the classroom and beyond.
WileyPLUS, is loaded with all of the supplements above, and it also features
• The E-book, which is an exact version of the print text but also features hyper-
links to questions, definitions, and supplements for quicker and easier support.
July 27, 2012 15:56 fpref Sheet number 6 Page number xiv cyan black

xiv Preface

• Guided Online (GO) Exercises, which prompt students to build solutions step-
by-step. Rather than simply grading an exercise answer as wrong, GO problems
show students precisely where they are making a mistake.
• Homework management tools, which enable instructors easily to assign and
grade questions, as well as to gauge student comprehension.
• QuickStart pre-designed reading and homework assignments. Use them as is,
or customize them to fit the needs of your classroom.
• Interactive Demonstrations, based on figures from the text, which help reinforce
and deepen understanding of the key concepts of differential equations. Use
them in class or assign them as homework. Worksheets are provided to help
guide and structure the experience of mastering these concepts.
July 25, 2012 15:13 flast Sheet number 1 Page number xv cyan black

ACKNOWLEDGMENTS

It is a pleasure to express my appreciation to the many people who have generously


assisted in various ways in the preparation of this book.
To the individuals listed below, who reviewed the manuscript and/or provided
valuable suggestions for its improvement:
Vincent Bonini, California Polytechnic State University, San Luis Obispo
Fengxin Chen, University of Texas San Antonio
Carmen Chicone, University of Missouri
Matthew Fahy, Northern Arizona University
Isaac Goldbring, University of California at Los Angeles
Anton Gorodetski, University of California Irvine
Mansoor Haider, North Carolina State University
David Handron, Carnegie Mellon University
Thalia D. Jeffres, Wichita State University
Akhtar Khan, Rochester Institute of Technology
Joseph Koebbe, Utah State University
Ilya Kudish, Kettering University
Tong Li, University of Iowa
Wen-Xiu Ma, University of South Florida
Aldo Manfroi, University of Illinois Urbana-Champaign
Will Murray, California State University Long Beach
Harold R. Parks, Oregon State University
William Paulsen, Arkansas State University
Shagi-Di Shih, University of Wyoming
John Starrett, New Mexico Institute of Mining and Technology
David S. Torain II, Hampton University
George Yates, Youngstown State University
Nung Kwan (Aaron) Yip, Purdue University
Yue Zhao, University of Central Florida
xv
July 25, 2012 15:13 flast Sheet number 2 Page number xvi cyan black

xvi Acknowledgments

To my colleagues and students at Rensselaer, whose suggestions and reactions


through the years have done much to sharpen my knowledge of differential equa-
tions, as well as my ideas on how to present the subject.
To those readers of the preceding edition who called errors or omissions to my
attention.
To Tamas Wiandt (Rochester Institute of Technology), who is primarily responsi-
ble for the revision of the Instructor’s Solutions Manual and the Student Solutions
Manual, and to Charles Haines (Rochester Institute of Technology), who assisted in
this undertaking.
To Tom Polaski (Winthrop University), who checked the answers in the back of
the text and the Instructor’s Solutions Manual for accuracy.
To David Ryeburn (Simon Fraser University), who carefully checked the entire
manuscript and page proofs at least four times and is responsible for many corrections
and clarifications.
To Douglas Meade (University of South Carolina), who gave indispensable assis-
tance in a variety of ways: by reading the entire manuscript at an early stage and
offering numerous suggestions; by materially assisting in expanding the historical
footnotes and updating the references; and by assuming the primary responsibility
for checking the accuracy of the page proofs.
To the editorial and production staff of John Wiley & Sons, who have always been
ready to offer assistance and have displayed the highest standards of professionalism.
Finally, and most important, to my wife Elsa for discussing questions both math-
ematical and stylistic, and above all for her unfailing support and encouragement
during the revision process. In a very real sense, this book is a joint product.
William E. Boyce
July 25, 2012 15:19 ftoc Sheet number 1 Page number xvii cyan black

CONTENTS

Chapter 1 Introduction 1
1.1 Some Basic Mathematical Models; Direction Fields 1
1.2 Solutions of Some Differential Equations 10
1.3 Classification of Differential Equations 19
1.4 Historical Remarks 26

Chapter 2 First Order Differential Equations 31


2.1 Linear Equations; Method of Integrating Factors 31
2.2 Separable Equations 42
2.3 Modeling with First Order Equations 51
2.4 Differences Between Linear and Nonlinear Equations 68
2.5 Autonomous Equations and Population Dynamics 78
2.6 Exact Equations and Integrating Factors 95
2.7 Numerical Approximations: Euler’s Method 102
2.8 The Existence and Uniqueness Theorem 112
2.9 First Order Difference Equations 122

Chapter 3 Second Order Linear Equations 137


3.1 Homogeneous Equations with Constant Coefficients 137
3.2 Solutions of Linear Homogeneous Equations; the Wronskian 145
3.3 Complex Roots of the Characteristic Equation 158
3.4 Repeated Roots; Reduction of Order 167
3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients 175
3.6 Variation of Parameters 186
3.7 Mechanical and Electrical Vibrations 192
3.8 Forced Vibrations 207

Chapter 4 Higher Order Linear Equations 221


4.1 General Theory of nth Order Linear Equations 221
4.2 Homogeneous Equations with Constant Coefficients 228
4.3 The Method of Undetermined Coefficients 236
4.4 The Method of Variation of Parameters 241

Chapter 5 Series Solutions of Second Order Linear Equations 247


5.1 Review of Power Series 247
5.2 Series Solutions Near an Ordinary Point, Part I 254

xvii
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xviii Contents

5.3 Series Solutions Near an Ordinary Point, Part II 265


5.4 Euler Equations; Regular Singular Points 272
5.5 Series Solutions Near a Regular Singular Point, Part I 282
5.6 Series Solutions Near a Regular Singular Point, Part II 288
5.7 Bessel’s Equation 296

Chapter 6 The Laplace Transform 309


6.1 Definition of the Laplace Transform 309
6.2 Solution of Initial Value Problems 317
6.3 Step Functions 327
6.4 Differential Equations with Discontinuous Forcing Functions 336
6.5 Impulse Functions 343
6.6 The Convolution Integral 350

Chapter 7 Systems of First Order Linear Equations 359


7.1 Introduction 359
7.2 Review of Matrices 368
7.3 Systems of Linear Algebraic Equations; Linear Independence, Eigenvalues,
Eigenvectors 378
7.4 Basic Theory of Systems of First Order Linear Equations 390
7.5 Homogeneous Linear Systems with Constant Coefficients 396
7.6 Complex Eigenvalues 408
7.7 Fundamental Matrices 421
7.8 Repeated Eigenvalues 429
7.9 Nonhomogeneous Linear Systems 440

Chapter 8 Numerical Methods 451


8.1 The Euler or Tangent Line Method 451
8.2 Improvements on the Euler Method 462
8.3 The Runge–Kutta Method 468
8.4 Multistep Methods 472
8.5 Systems of First Order Equations 478
8.6 More on Errors; Stability 482

Chapter 9 Nonlinear Differential Equations and Stability 495


9.1 The Phase Plane: Linear Systems 495
9.2 Autonomous Systems and Stability 508
9.3 Locally Linear Systems 519
9.4 Competing Species 531
9.5 Predator–Prey Equations 544
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Contents xix

9.6 Liapunov’s Second Method 554


9.7 Periodic Solutions and Limit Cycles 565
9.8 Chaos and Strange Attractors: The Lorenz Equations 577

Answers to Problems 589

Index 637
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August 7, 2012 21:03 c01 Sheet number 1 Page number 1 cyan black

CHAPTER

Introduction

In this chapter we give perspective to your study of differential equations in several


different ways. First, we use two problems to illustrate some of the basic ideas that we
will return to, and elaborate upon, frequently throughout the remainder of the book.
Later, to provide organizational structure for the book, we indicate several ways
of classifying differential equations. Finally, we outline some of the major trends
in the historical development of the subject and mention a few of the outstanding
mathematicians who have contributed to it. The study of differential equations has
attracted the attention of many of the world’s greatest mathematicians during the
past three centuries. Nevertheless, it remains a dynamic field of inquiry today, with
many interesting open questions.

1.1 Some Basic Mathematical Models; Direction Fields


Before embarking on a serious study of differential equations (for example, by read-
ing this book or major portions of it), you should have some idea of the possible
benefits to be gained by doing so. For some students the intrinsic interest of the
subject itself is enough motivation, but for most it is the likelihood of important
applications to other fields that makes the undertaking worthwhile.
Many of the principles, or laws, underlying the behavior of the natural world are
statements or relations involving rates at which things happen. When expressed
in mathematical terms, the relations are equations and the rates are derivatives.
Equations containing derivatives are differential equations. Therefore, to understand
and to investigate problems involving the motion of fluids, the flow of current in elec-
tric circuits, the dissipation of heat in solid objects, the propagation and detection of
1
August 7, 2012 21:03 c01 Sheet number 2 Page number 2 cyan black

2 Chapter 1. Introduction

seismic waves, or the increase or decrease of populations, among many others, it is


necessary to know something about differential equations.
A differential equation that describes some physical process is often called a math-
ematical model of the process, and many such models are discussed throughout this
book. In this section we begin with two models leading to equations that are easy to
solve. It is noteworthy that even the simplest differential equations provide useful
models of important physical processes.

Suppose that an object is falling in the atmosphere near sea level. Formulate a differential
EXAMPLE equation that describes the motion.
1 We begin by introducing letters to represent various quantities that may be of interest in this
problem. The motion takes place during a certain time interval, so let us use t to denote time.
A Fa l l i n g Also, let us use v to represent the velocity of the falling object. The velocity will presumably
Object change with time, so we think of v as a function of t; in other words, t is the independent
variable and v is the dependent variable. The choice of units of measurement is somewhat
arbitrary, and there is nothing in the statement of the problem to suggest appropriate units,
so we are free to make any choice that seems reasonable. To be specific, let us measure time
t in seconds and velocity v in meters/second. Further, we will assume that v is positive in the
downward direction—that is, when the object is falling.
The physical law that governs the motion of objects is Newton’s second law, which states
that the mass of the object times its acceleration is equal to the net force on the object. In
mathematical terms this law is expressed by the equation
F = ma, (1)
where m is the mass of the object, a is its acceleration, and F is the net force exerted on the
object. To keep our units consistent, we will measure m in kilograms, a in meters/second2 , and
F in newtons. Of course, a is related to v by a = dv/dt, so we can rewrite Eq. (1) in the form
F = m(dv/dt). (2)
Next, consider the forces that act on the object as it falls. Gravity exerts a force equal to
the weight of the object, or mg, where g is the acceleration due to gravity. In the units we have
chosen, g has been determined experimentally to be approximately equal to 9.8 m/s2 near
the earth’s surface. There is also a force due to air resistance, or drag, that is more difficult to
model. This is not the place for an extended discussion of the drag force; suffice it to say that it
is often assumed that the drag is proportional to the velocity, and we will make that assumption
here. Thus the drag force has the magnitude γv, where γ is a constant called the drag coefficient.
The numerical value of the drag coefficient varies widely from one object to another; smooth
streamlined objects have much smaller drag coefficients than rough blunt ones. The physical
units for γ are mass/time, or kg/s for this problem; if these units seem peculiar, remember that
γv must have the units of force, namely, kg·m/s2 .
In writing an expression for the net force F, we need to remember that gravity always acts
in the downward (positive) direction, whereas, for a falling object, drag acts in the upward
(negative) direction, as shown in Figure 1.1.1. Thus

F = mg − γv (3)

and Eq. (2) then becomes


dv
m = mg − γv. (4)
dt
Equation (4) is a mathematical model of an object falling in the atmosphere near sea level.
Note that the model contains the three constants m, g, and γ. The constants m and γ depend
August 7, 2012 21:03 c01 Sheet number 3 Page number 3 cyan black

1.1 Some Basic Mathematical Models; Direction Fields 3

very much on the particular object that is falling, and they are usually different for different
objects. It is common to refer to them as parameters, since they may take on a range of values
during the course of an experiment. On the other hand, g is a physical constant, whose value
is the same for all objects.

γυ

mg

FIGURE 1.1.1 Free-body diagram of the forces on a falling object.

To solve Eq. (4), we need to find a function v = v(t) that satisfies the equation. It
is not hard to do this, and we will show you how in the next section. For the present,
however, let us see what we can learn about solutions without actually finding any of
them. Our task is simplified slightly if we assign numerical values to m and γ, but the
procedure is the same regardless of which values we choose. So, let us suppose that
m = 10 kg and γ = 2 kg/s. Then Eq. (4) can be rewritten as
dv v
= 9.8 − . (5)
dt 5

Investigate the behavior of solutions of Eq. (5) without solving the differential equation.
EXAMPLE First let us consider what information can be obtained directly from the differential equation
2 itself. Suppose that the velocity v has a certain given value. Then, by evaluating the right side of
Eq. (5), we can find the corresponding value of dv/dt. For instance, if v = 40, then dv/dt = 1.8.
A Fa l l i n g This means that the slope of a solution v = v(t) has the value 1.8 at any point where v = 40.
Object We can display this information graphically in the tv-plane by drawing short line segments
(continued) with slope 1.8 at several points on the line v = 40. Similarly, if v = 50, then dv/dt = −0.2, so
we draw line segments with slope −0.2 at several points on the line v = 50. We obtain Figure
1.1.2 by proceeding in the same way with other values of v. Figure 1.1.2 is an example of what
is called a direction field or sometimes a slope field.
Remember that a solution of Eq. (5) is a function v = v(t) whose graph is a curve in the
tv-plane. The importance of Figure 1.1.2 is that each line segment is a tangent line to one
of these solution curves. Thus, even though we have not found any solutions, and no graphs of
solutions appear in the figure, we can nonetheless draw some qualitative conclusions about
the behavior of solutions. For instance, if v is less than a certain critical value, then all the line
segments have positive slopes, and the speed of the falling object increases as it falls. On the
other hand, if v is greater than the critical value, then the line segments have negative slopes,
and the falling object slows down as it falls. What is this critical value of v that separates objects
whose speed is increasing from those whose speed is decreasing? Referring again to Eq. (5),
we ask what value of v will cause dv/dt to be zero. The answer is v = (5)(9.8) = 49 m/s.
In fact, the constant function v(t) = 49 is a solution of Eq. (5). To verify this statement,
substitute v(t) = 49 into Eq. (5) and observe that each side of the equation is zero. Because
it does not change with time, the solution v(t) = 49 is called an equilibrium solution. It is
the solution that corresponds to a perfect balance between gravity and drag. In Figure 1.1.3
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APPENDIX
BOHR’S THEORY OF THE HYDROGEN
SPECTRUM
THE mathematics involved in this theory is so simple that only a
very slight acquaintance with elementary dynamics is required in
order to understand it.
Let us consider an electron revolving in a circle about the
nucleus. Let be the mass of the electron, a the radius of its orbit,
its angular velocity. Also let be the (negative) charge on the
electron and the (positive) charge on the nucleus.
Then according to elementary dynamics, the centrifugal force of
the electron in its orbit is

while the force attracting it to the nucleus is

by Coulomb’s Law. These two must be equal, so that

So far, we have been proceeding on traditional lines. But we come


now to the application of the quantum theory.
The kinetic energy of the electron is ; the potential

energy is . In virtue of the above equation, is double

, so that the total energy is equal to the kinetic energy with


its sign changed. The impulse corresponding to is , and this
has to be taken round one complete circuit of the orbit. This yields
the value , which must be put equal to a multiple of , say
, where is an integer. Thus we have the equation

Now and and are known; thus (1) and (2) determine and
as soon as is fixed. We have

The smallest possible orbit is got by putting ; thus its radius is


, where

The next possible radius is

The kinetic energy in the orbit is


Since the total energy is the kinetic energy with its sign changed, the
loss of energy in passing from the to the orbit is

If this transition is to give rise to a wave of frequency , we must


have

by the principle of quanta. That is to say is given by the equation

If is the velocity of light, this gives a wave-number . Now the


empirical formula for the wave-numbers of the lines of the hydrogen
spectrum is

where is Rydberg’s constant. This shows that, if our theory is


right, we ought to have

By substituting the observed values for , , , and , it is found


that this equation is satisfied. This was perhaps the most sensational
evidence in favour of Bohr’s theory when it was first published.
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