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Differential
Equations
ISBN: 978-1-26-425883-3
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RICHARD BRONSON, PhD is Professor Emeritus of Mathematics and Computer Science at Fairleigh Dickinson University. He received
his PhD in applied mathematics from the Stevens Institute of Technology in 1968. Dr Bronson has served as an associate editor of the journal
Simulation, as a contributing editor to SIAM News, and as a consultant to Bell Laboratories. He has conducted joint research in mathematical
modeling and computer simulation at the Technion–Israel Institute of Technology and the Wharton School of Business at the University of
Pennsylvania. Dr Bronson has published over 30 technical articles and books, the latter including Schaum’s Outline of Matrix Operations and
Schaum’s Outline of Operations Research.
GABRIEL B. COSTA, PhD is a Catholic priest and Professor of Mathematical Sciences at the United States Military Academy, West Point, NY,
where he also functions as an associate chaplain. Father Costa is on extended leave from Seton Hall University, South Orange, NJ. He received
his PhD in the area of differential equations from Stevens Institute of Technology in 1984. In addition to differential equations, Father Costa’s
academic interests include mathematics education and sabermetrics, the search for objective knowledge about baseball.
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To Ignace and Gwendolyn Bronson, Samuel and Rose Feldschuh — RB
To the great mathematicians and educators I have been blessed to meet: Professors Bloom, Brady, Bronson,
Dostal, Goldfarb, Levine, Manogue, Pinkham, Pollara, and Suffel … and, of course, Mr. Rod! — GBC
Taking up where our fourth edition left off, we are pleased to present the fifth edition of our book on differ-
ential equations. This classic area of mathematics bridges the “pure” and “applied” aspects of the Queen of
Sciences. There has never really been a time, since the discovery of The Calculus, when differential equations
were not either explicitly or implicitly involved in life issues. Anytime rates or accumulations are discussed,
differential equations are somehow involved. Think COVID-19.
In this edition, we have appended five more chapters (35 through 39). For the user’s convenience, we have
not changed the numbering of previous chapters. We followed this policy to preserve numerical continuity with
past (and future) corresponding supplemental videos, which are available online.
When addressing difficult problems (many times having no easily obtainable analytical solution), we took
holistic and comprehensive approaches, as the reader will read in Chapter 36 (Solving Systems of Differential
Equations via Eigenvalues Using Mathematica).
We have also taken advantage of technology by providing solution techniques, which are greatly enhanced
using two powerful, yet “easy to use” tools: a computer algebra system (Mathematica® ) and a spreadsheet
(Excel ® ). For example, see Chapter 35 (Solving Differential Equations Using Mathematica) and Chapter 38
(Euler’s Method Using Microsoft Excel ®).
This book has been a labor of love.
Before we leave, the authors re-echo their gratitude to all who have assisted us in the past, either from our
Academic Institutions or from McGraw Hill (and, of course, to the junior author’s Archbishop, Joseph Cardinal
Tobin, CSsR).
Finally, we also give a special thank you to Diane Grayson of McGraw Hill.
We hope you enjoy our book.
Richard Bronson
Gabriel B. Costa
Summer 2021
vii
ix
Chapter 15 Matrices 131
Matrices and Vectors 131
Matrix Addition 131
Scalar and Matrix Multiplication 132
Powers of a Square Matrix 132
Differentiation and Integration of Matrices 132
The Characteristic Equation 133
Chapter 16 e At 140
Definition 140
Computation of eAt 140
APPENDIX
Laplace Transforms 359
INDEX 411
Basic Concepts
DIFFERENTIAL EQUATIONS
A differential equation is an equation involving an unknown function and its derivatives.
Example 1.1. The following are differential equations involving the unknown function y.
dy
= 5x + 3 (1.1)
dx
2
d2 y dy
ey + 2 = 1 (1.2)
dx 2 dx
d3y d2 y
4 + (sin x ) + 5 xy = 0 (1.3)
dx 3 dx 2
3 7 2
d2 y dy 3 dy
2 + 3y + y = 5x (1.4)
dx dx dx
∂2 y ∂2 y
− 4 =0 (1.5)
∂t 2 ∂x 2
A differential equation is an ordinary differential equation (ODE) if the unknown function depends on
only one independent variable. If the unknown function depends on two or more independent variables, the
differential equation is a partial differential equation (PDE). With the exceptions of Chapters 31 and 34, the
primary focus of this book will be ordinary differential equations.
Example 1.2. Equations (1.1) through (1.4) are examples, of ordinary differential equations, since the unknown function y
depends solely on the variable x. Equation (1.5) is a partial differential equation, since y depends on both the independent
variables t and x.
The order of a differential equation is the order of the highest derivative appearing in the equation.
Example 1.3. Equation (1.1) is a first-order differential equation; (1.2), (1.4), and (1.5) are second-order differential
equations. [Note in (1.4) that the order of the highest derivative appearing in the equation is two.] Equation (1.3) is a third-order
differential equation.
NOTATION
The expressions y′, y′′, y′′′, y(4), …, y(n) are often used to represent, respectively, the first, second, third, fourth,
…, nth derivatives of y with respect to the independent variable under consideration. Thus, y′′ represents d 2y/dx 2
if the independent variable is x, but represents d 2y/dp 2 if the independent variable is p. Observe that parentheses
are used in y(n) to distinguish it from the nth power, yn. If the independent variable is time, usually denoted by t,
primes are often replaced by dots. Thus, y, y represent dy/dt, d 2y/dt 2, and d 3y/dt 3, respectively.
ÿ, and
SOLUTIONS
A solution of a differential equation in the unknown function y and the independent variable x on the interval
(, is a function y(x) that satisfies the differential equation identically for all x in (.
Example 1.4. Is y(x) = c1 sin 2x + c2 cos 2x, where c1 and c2 are arbitrary constants, a solution of y′′ + 4y = 0?
Differentiating y, we find
y′ = 2c1 cos 2x - 2c2 sin 2x and y′′ = - 4c1 sin 2x - 4c2 cos 2x
Hence, y′′ + 4y = (- 4c1 sin 2x - 4c2 cos 2x) + 4(c1 sin 2x + c2 cos 2x)
=0
Thus, y = c1 sin 2x + c2 cos 2x satisfies the differential equation for all values of x and is a solution on the interval (- `, `).
Note that the left side of the differential equation must be nonnegative for every real function y(x) and any x, since it is
the sum of terms raised to the second and fourth powers, while the right side of the equation is negative. Since no function
y(x) will satisfy this equation, the given differential equation has no solution.
We see that some differential equations have infinitely many solutions (Example 1.4), whereas other dif-
ferential equations have no solutions (Example 1.5). It is also possible that a differential equation has exactly
one solution. Consider (y′)4 + y2 = 0, which for reasons identical to those given in Example 1.5 has only one
solution y ≡ 0.
A particular solution of a differential equation is any one solution. The general solution of a differential
equation is the set of all solutions.
Example 1.6. The general solution to the differential equation in Example 1.4 can be shown to be (see Chapters 8 and 9)
y = c1 sin 2x + c2 cos 2x. That is, every particular solution of the differential equation has this general form. A few p articular
solutions are: (a) y = 5 sin 2x - 3 cos 2x (choose c1 = 5 and c2 = - 3), (b) y = sin 2x (choose c1 = 1 and c2 = 0), and (c) y ≡ 0
(choose c1 = c2 = 0).
The general solution of a differential equation cannot always be expressed by a single formula. As an example
consider the differential equation y′ + y2 = 0, which has two particular solutions y = 1/x and y ≡ 0.
Example 1.7. The problem y′′ + 2y′ = ex; y(p) = 1, y′(p) = 2 is an initial-value problem, because the two subsidiary con-
ditions are both given at x = p. The problem y′′ + 2y′ = ex; y(0) = 1, y(1) = 1 is a boundary-value problem, because the two
subsidiary conditions are given at the different values x = 0 and x = 1.
A solution to an initial-value or boundary-value problem is a function y(x) that both solves the differential
equation and satisfies all given subsidiary conditions.
Solved Problems
1.1. Determine the order, unknown function, and the independent variable in each of the following differential
equations:
(b) ty + t y − (sin t ) y = t − t + 1
2 2
(a) y′′′ - 5xy′ = ex + 1
5 10
d 2t dt d 4b db
(d) 5 4 + 7 +b −b = p
7 5
(c) s2
+ st =s
ds 2
ds dp dp
(a) Third-order, because the highest-order derivative is the third. The unknown function is y; the independent
variable is x.
(b) Second-order, because the highest-order derivative is the second. The unknown function is y; the independent
variable is t.
(c) Second-order, because the highest-order derivative is the second. The unknown function is t; the independent
variable is s.
(d) Fourth-order, because the highest-order derivative is the fourth. Raising derivatives to various powers does
not alter the number of derivatives involved. The unknown function is b; the independent variable is p.
1.2. Determine the order, unknown function, and the independent variable in each of the following
differential equations:
2
d2 x (b) y dx = x 2 + 1
(a)
y = y2 + 1
dy 2 dy
(c) 2
x + 3x − 5 x = 0 (d) 17y(4) - t6y(2) - 4.2y5 = 3 cos t
Fig. 124.—Three rows of the radula of Sistrum spectrum Reeve, Tonga, × 80.
The laterals to the right are not drawn in.
Several remarkable peculiarities occur. Harpa loses the radula
altogether in the adult. In the young it has lost only the laterals, and
consists of nothing but the central tooth. Marginella has no laterals;
the central tooth is small and comb-shaped, with blunt cusps. In
Voluta the laterals are generally lost, but in Volutomitra and one
species of Voluta[325] they are retained. The central tooth usually
has three strong cusps, and is very thick and coloured a deep red or
orange (Fig. 122); in the sub-genus Amoria it is unicuspid, in shape
rather like a spear-head with broadened wings; in Volutolyria it is of a
different type, with numerous unequal denticulations, something like
the laterals of Mitra or Fasciolaria. Of the Mitridae, Cylindromitra has
lost the laterals. Among the Buccinidae, Buccinopsis possesses a
curiously degraded radula, the central tooth having no cusps, but
being reduced to a thin basal plate, while the laterals are also
weakened. This degradation from the type is a remarkable feature
among radulae, and appears to be characteristic, sometimes of a
whole family, e.g. the Columbellidae (Fig. 123, B), sometimes of a
genus, sometimes again of a single species. Thus in Cantharus (a
sub-genus of Buccinum) the radula is typical in the great majority of
species, but in C. pagodus Reeve, a large and well-grown species, it
is most remarkably degraded, both in the central and lateral teeth
(Fig. 123, A). This circumstance is the more singular since C.
pagodus lives at Panama side by side with C. ringeus and C.
insignis, both of which have perfectly typical radulae. It is probable
that the nature of the food has something to do with the
phenomenon. Thus Sistrum spectrum Reeve was found to possess
a very aberrant radula, not of the common muricoid type, but with
very long reed-like laterals. This singularity was a standing puzzle to
the present writer, until he was fortunate enough to discover that S.
spectrum, unlike all other species of Sistrum, lives exclusively on a
branching coral.
The dental formula for the Rachiglossa is thus 1.1.1, except in
those cases where the laterals are absent, when it is 0.1.0.
Fig. 125.—Portion of the radula of Cassis sulcosa Born., × 40. The marginals to
the right are not fully drawn.
(c) The Taenioglossa comprise 46 families in all, of which the
most important are Tritonidae, Cassididae, Cypraeidae, Strombidae,
Cerithiidae, Turritellidae, Melaniidae, Littorinidae, Rissoidae,
Paludinidae, Ampullariidae, Cyclophoridae, Cyclostomatidae, and
Naticidae. The radula is characterised by a central tooth of very
variable form, the prevailing type being multicuspid, the central cusp
the largest, on a rather broad base; a single lateral, which is often a
broad plate, more or less cusped, and two uncini, rather narrow, with
single hooks, or slightly cusped. The accompanying figures of
Cassis, Vermetus, and Cypraea, and those of Littorina and
Cyclophorus given on pp. 20, 21, are good examples of typical
taenioglossate radulae.
Fig. 135.—Radula of
Elysia viridis Mont. ×
40. Type (a).