17 10 88

background image

714.

0

x dx

sinh ax =

π

2

4a

2

(a > 0)

715.

0

e

ax

cosh bx dx =

a

a

2

b

2

,

(0 ≤ |b| < a)

716.

0

e

ax

sinh bx dx =

b

a

2

b

2

,

(0 ≤ |b| < a)

717.

0

sinh ax
e

bx

+ 1

dx =

π

2b

csc

b

1

2a

(b > 0)

718.

0

sinh ax
e

bx

− 1

dx =

1

2a

π

2b

cot

b

(b > 0)

719.

π/

2

0

dx

1 − k

2

sin

2

x

=

π

2

1 +

� 1

2

2

k

2

+

� 1 · 3

2 · 4

2

k

4

+

� 1 · 3 · 5

2 · 4 · 6

2

k

6

+ · · ·

,

if k

2

<

1

720.

π/

2

0

1 − k

2

sin

2

x dx =

π

2

1 −

� 1

2

2

k

2

� 1 · 3

2 · 4

2

k

4

3 −

� 1 · 3 · 5

2 · 4 · 6

2

k

6

5 − · · ·

,

if k

2

<

1

721.

0

e

x

log x dx = −γ = −0.5772157 . . .

722.

0

e

x

2

log x dx = −

π

4

(γ + 2 log 2)

723.

0

1

1 − e

x

1
x

e

x

dx = γ = 0.5772157 . . .

[Euler’s Constant]

724.

0

1
x

� 1

1 + x

e

x

dx = γ = 0.5772157 . . .

For n even :

725.

cos

n

x dx =

1

2

n−1

n/2−1

k=0

n

k

� sin(n − 2k)x

(n − 2k)

+

1

2

n

n

n/2

x

726.

sin

n

x dx =

1

2

n−1

n/2−1

k=0

n

k

� sin[(n − 2k)(

π

2

x)]

2k n

+

1

2

n

n

n/2

x

For n odd:

727.

cos

n

x dx =

1

2

n−1

(n−1)/2

k=0

n

k

� sin(n − 2k)x

n − 2k

728.

sin

n

x dx =

1

2

n−1

(n−1)/2

k=0

n

k

� sin �(n − 2k) �

π

2

x

��

2k n

DIFFERENTIAL EQUATIONS

Certain types of differential equations occur sufficiently often to justify the use of formulas for the corresponding particular
solutions. The following set of Tables I to XIV covers all first, second, and nth order ordinary linear differential equations with
constant coefficients for which the right members are of the form P(x)e

r x

sin sx or P(x)e

r x

cos sx, where r and s are constants and

P(x) is a polynomial of degree n.

When the right member of a reducible linear partial differential equation with constant coefficients is not zero, particular solutions

for certain types of right members are contained in Tables XV to XXI. In these tables both F and P are used to denote polynomials,
and it is assumed that no denominator is zero. In any formula the roles of x and y may be reversed throughout, changing a formula
in which x dominates to one in which y dominates. Tables XIX, XX, XXI are applicable whether the equations are reducible or
not. The symbol

m

n

stands for

m!

(mn)!n!

and is the (n + 1)

st

coefficient in the expansion of (a + b)

m

. Also 0! = 1 by definition.

The tables as herewith given are those contained in the text Differential Equations by Ginn and Company (1955) and are

published with their kind permission and that of the author, Professor Frederick H. Steen.

SOLUTION OF LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Any linear differential equation with constant coefficients may be written in the form

p( D)y = R(x)

A-46

Differential Equations

A-47

where

• D is the differential operation: Dy =

dy
dx

• p(D) is a polynomial in D,
• y is the dependent variable,
• x is the independent variable,
• R(x) is an arbitrary function of x.

A power of D represents repeated differentiation, that is

D

n

y =

d

n

y

dx

n

For such an equation, the general solution may be written in the form

y = y

c

+ y

p

where y

p

is any particular solution, and y

c

is called the complementary function. This complementary function is defined as the

general solution of the homogeneous equation, which is the original differential equation with the right side replaced by zero, i.e.,

p( D)y = 0

The complementary function y

c

may be determined as follows:

1. Factor the polynomial p(D) into real and complex linear factors, just as if D were a variable instead of an operator.

2. For each nonrepeated linear factor of the form (D - a), where a is real, write down a term of the form

ce

ax

where c is an arbitrary constant.

3. For each repeated real linear factor of the form (D a)

n

, write down n terms of the form

c

1

e

ax

+ c

2

xe

ax

+ c

3

x

2

e

ax

+ · · · + c

n

x

n−1

e

ax

where the c

i

’s are arbitrary constants.

4. For each non-repeated conjugate complex pair of factors of the form (D a + ib)(Da ib), write down two terms of the

form

c

1

e

ax

cos bx + c

2

e

ax

sin bx

5. For each repeated conjugate complex pair of factors of the form (Da + ib)

n

(Da ib)

n

, write down 2n terms of the form

c

1

e

ax

cos bx + c

2

e

ax

sin bx + c

3

xe

ax

cos bx + c

4

xe

ax

sin bx

+ · · · + c

2n−1

x

n−1

e

ax

cos bx + c

2n

x

n−1

e

ax

sin bx

6. The sum of all the terms thus written down is the complementary function y

c

.

To find the particular solution y

p

, use the following tables, as shown in the examples. For cases not shown in the tables, there

are various methods of finding y

p

. The most general method is called variation of parameters. The following example illustrates

the method:

Example:

Find y

p

for (D

2

− 4)y = e

x

.

This example can be solved most easily by use of equation 63 in the tables following. However, it is given here as an example of

the method of variation of parameters.

The complementary function is

y

c

= c

1

e

2x

+ c

2

e

−2x

To find y

p

, replace the constants in the complementary function with unknown functions,

y

p

= ue

2x

+ ve

−2x

714.

0

x dx

sinh ax =

π

2

4a

2

(a > 0)

715.

0

e

ax

cosh bx dx =

a

a

2

b

2

,

(0 ≤ |b| < a)

716.

0

e

ax

sinh bx dx =

b

a

2

b

2

,

(0 ≤ |b| < a)

717.

0

sinh ax
e

bx

+ 1

dx =

π

2b

csc

b

1

2a

(b > 0)

718.

0

sinh ax
e

bx

− 1

dx =

1

2a

π

2b

cot

b

(b > 0)

719.

π/

2

0

dx

1 − k

2

sin

2

x

=

π

2

1 +

� 1

2

2

k

2

+

� 1 · 3

2 · 4

2

k

4

+

� 1 · 3 · 5

2 · 4 · 6

2

k

6

+ · · ·

,

if k

2

<

1

720.

π/

2

0

1 − k

2

sin

2

x dx =

π

2

1 −

� 1

2

2

k

2

� 1 · 3

2 · 4

2

k

4

3 −

� 1 · 3 · 5

2 · 4 · 6

2

k

6

5 − · · ·

,

if k

2

<

1

721.

0

e

x

log x dx = −γ = −0.5772157 . . .

722.

0

e

x

2

log x dx = −

π

4

(γ + 2 log 2)

723.

0

1

1 − e

x

1
x

e

x

dx = γ = 0.5772157 . . .

[Euler’s Constant]

724.

0

1
x

� 1

1 + x

e

x

dx = γ = 0.5772157 . . .

For n even :

725.

cos

n

x dx =

1

2

n−1

n/2−1

k=0

n

k

� sin(n − 2k)x

(n − 2k)

+

1

2

n

n

n/2

x

726.

sin

n

x dx =

1

2

n−1

n/2−1

k=0

n

k

� sin[(n − 2k)(

π

2

x)]

2k n

+

1

2

n

n

n/2

x

For n odd:

727.

cos

n

x dx =

1

2

n−1

(n−1)/2

k=0

n

k

� sin(n − 2k)x

n − 2k

728.

sin

n

x dx =

1

2

n−1

(n−1)/2

k=0

n

k

� sin �(n − 2k) �

π

2

x

��

2k n

DIFFERENTIAL EQUATIONS

Certain types of differential equations occur sufficiently often to justify the use of formulas for the corresponding particular
solutions. The following set of Tables I to XIV covers all first, second, and nth order ordinary linear differential equations with
constant coefficients for which the right members are of the form P(x)e

r x

sin sx or P(x)e

r x

cos sx, where r and s are constants and

P(x) is a polynomial of degree n.

When the right member of a reducible linear partial differential equation with constant coefficients is not zero, particular solutions

for certain types of right members are contained in Tables XV to XXI. In these tables both F and P are used to denote polynomials,
and it is assumed that no denominator is zero. In any formula the roles of x and y may be reversed throughout, changing a formula
in which x dominates to one in which y dominates. Tables XIX, XX, XXI are applicable whether the equations are reducible or
not. The symbol

m

n

stands for

m!

(mn)!n!

and is the (n + 1)

st

coefficient in the expansion of (a + b)

m

. Also 0! = 1 by definition.

The tables as herewith given are those contained in the text Differential Equations by Ginn and Company (1955) and are

published with their kind permission and that of the author, Professor Frederick H. Steen.

SOLUTION OF LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Any linear differential equation with constant coefficients may be written in the form

p( D)y = R(x)

A-46

background image

714.

0

x dx

sinh ax =

π

2

4a

2

(a > 0)

715.

0

e

ax

cosh bx dx =

a

a

2

b

2

,

(0 ≤ |b| < a)

716.

0

e

ax

sinh bx dx =

b

a

2

b

2

,

(0 ≤ |b| < a)

717.

0

sinh ax
e

bx

+ 1

dx =

π

2b

csc

b

1

2a

(b > 0)

718.

0

sinh ax
e

bx

− 1

dx =

1

2a

π

2b

cot

b

(b > 0)

719.

π/

2

0

dx

1 − k

2

sin

2

x

=

π

2

1 +

� 1

2

2

k

2

+

� 1 · 3

2 · 4

2

k

4

+

� 1 · 3 · 5

2 · 4 · 6

2

k

6

+ · · ·

,

if k

2

<

1

720.

π/

2

0

1 − k

2

sin

2

x dx =

π

2

1 −

� 1

2

2

k

2

� 1 · 3

2 · 4

2

k

4

3 −

� 1 · 3 · 5

2 · 4 · 6

2

k

6

5 − · · ·

,

if k

2

<

1

721.

0

e

x

log x dx = −γ = −0.5772157 . . .

722.

0

e

x

2

log x dx = −

π

4

(γ + 2 log 2)

723.

0

1

1 − e

x

1
x

e

x

dx = γ = 0.5772157 . . .

[Euler’s Constant]

724.

0

1
x

� 1

1 + x

e

x

dx = γ = 0.5772157 . . .

For n even :

725.

cos

n

x dx =

1

2

n−1

n/2−1

k=0

n

k

� sin(n − 2k)x

(n − 2k)

+

1

2

n

n

n/2

x

726.

sin

n

x dx =

1

2

n−1

n/2−1

k=0

n

k

� sin[(n − 2k)(

π

2

x)]

2k n

+

1

2

n

n

n/2

x

For n odd:

727.

cos

n

x dx =

1

2

n−1

(n−1)/2

k=0

n

k

� sin(n − 2k)x

n − 2k

728.

sin

n

x dx =

1

2

n−1

(n−1)/2

k=0

n

k

� sin �(n − 2k) �

π

2

x

��

2k n

DIFFERENTIAL EQUATIONS

Certain types of differential equations occur sufficiently often to justify the use of formulas for the corresponding particular
solutions. The following set of Tables I to XIV covers all first, second, and nth order ordinary linear differential equations with
constant coefficients for which the right members are of the form P(x)e

r x

sin sx or P(x)e

r x

cos sx, where r and s are constants and

P(x) is a polynomial of degree n.

When the right member of a reducible linear partial differential equation with constant coefficients is not zero, particular solutions

for certain types of right members are contained in Tables XV to XXI. In these tables both F and P are used to denote polynomials,
and it is assumed that no denominator is zero. In any formula the roles of x and y may be reversed throughout, changing a formula
in which x dominates to one in which y dominates. Tables XIX, XX, XXI are applicable whether the equations are reducible or
not. The symbol

m

n

stands for

m!

(mn)!n!

and is the (n + 1)

st

coefficient in the expansion of (a + b)

m

. Also 0! = 1 by definition.

The tables as herewith given are those contained in the text Differential Equations by Ginn and Company (1955) and are

published with their kind permission and that of the author, Professor Frederick H. Steen.

SOLUTION OF LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Any linear differential equation with constant coefficients may be written in the form

p( D)y = R(x)

A-46

Differential Equations

A-47

where

• D is the differential operation: Dy =

dy
dx

• p(D) is a polynomial in D,
• y is the dependent variable,
• x is the independent variable,
• R(x) is an arbitrary function of x.

A power of D represents repeated differentiation, that is

D

n

y =

d

n

y

dx

n

For such an equation, the general solution may be written in the form

y = y

c

+ y

p

where y

p

is any particular solution, and y

c

is called the complementary function. This complementary function is defined as the

general solution of the homogeneous equation, which is the original differential equation with the right side replaced by zero, i.e.,

p( D)y = 0

The complementary function y

c

may be determined as follows:

1. Factor the polynomial p(D) into real and complex linear factors, just as if D were a variable instead of an operator.

2. For each nonrepeated linear factor of the form (D - a), where a is real, write down a term of the form

ce

ax

where c is an arbitrary constant.

3. For each repeated real linear factor of the form (D a)

n

, write down n terms of the form

c

1

e

ax

+ c

2

xe

ax

+ c

3

x

2

e

ax

+ · · · + c

n

x

n−1

e

ax

where the c

i

’s are arbitrary constants.

4. For each non-repeated conjugate complex pair of factors of the form (D a + ib)(Da ib), write down two terms of the

form

c

1

e

ax

cos bx + c

2

e

ax

sin bx

5. For each repeated conjugate complex pair of factors of the form (Da + ib)

n

(Da ib)

n

, write down 2n terms of the form

c

1

e

ax

cos bx + c

2

e

ax

sin bx + c

3

xe

ax

cos bx + c

4

xe

ax

sin bx

+ · · · + c

2n−1

x

n−1

e

ax

cos bx + c

2n

x

n−1

e

ax

sin bx

6. The sum of all the terms thus written down is the complementary function y

c

.

To find the particular solution y

p

, use the following tables, as shown in the examples. For cases not shown in the tables, there

are various methods of finding y

p

. The most general method is called variation of parameters. The following example illustrates

the method:

Example:

Find y

p

for (D

2

− 4)y = e

x

.

This example can be solved most easily by use of equation 63 in the tables following. However, it is given here as an example of

the method of variation of parameters.

The complementary function is

y

c

= c

1

e

2x

+ c

2

e

−2x

To find y

p

, replace the constants in the complementary function with unknown functions,

y

p

= ue

2x

+ ve

−2x

714.

0

x dx

sinh ax =

π

2

4a

2

(a > 0)

715.

0

e

ax

cosh bx dx =

a

a

2

b

2

,

(0 ≤ |b| < a)

716.

0

e

ax

sinh bx dx =

b

a

2

b

2

,

(0 ≤ |b| < a)

717.

0

sinh ax
e

bx

+ 1

dx =

π

2b

csc

b

1

2a

(b > 0)

718.

0

sinh ax
e

bx

− 1

dx =

1

2a

π

2b

cot

b

(b > 0)

719.

π/

2

0

dx

1 − k

2

sin

2

x

=

π

2

1 +

� 1

2

2

k

2

+

� 1 · 3

2 · 4

2

k

4

+

� 1 · 3 · 5

2 · 4 · 6

2

k

6

+ · · ·

,

if k

2

<

1

720.

π/

2

0

1 − k

2

sin

2

x dx =

π

2

1 −

� 1

2

2

k

2

� 1 · 3

2 · 4

2

k

4

3 −

� 1 · 3 · 5

2 · 4 · 6

2

k

6

5 − · · ·

,

if k

2

<

1

721.

0

e

x

log x dx = −γ = −0.5772157 . . .

722.

0

e

x

2

log x dx = −

π

4

(γ + 2 log 2)

723.

0

1

1 − e

x

1
x

e

x

dx = γ = 0.5772157 . . .

[Euler’s Constant]

724.

0

1
x

� 1

1 + x

e

x

dx = γ = 0.5772157 . . .

For n even :

725.

cos

n

x dx =

1

2

n−1

n/2−1

k=0

n

k

� sin(n − 2k)x

(n − 2k)

+

1

2

n

n

n/2

x

726.

sin

n

x dx =

1

2

n−1

n/2−1

k=0

n

k

� sin[(n − 2k)(

π

2

x)]

2k n

+

1

2

n

n

n/2

x

For n odd:

727.

cos

n

x dx =

1

2

n−1

(n−1)/2

k=0

n

k

� sin(n − 2k)x

n − 2k

728.

sin

n

x dx =

1

2

n−1

(n−1)/2

k=0

n

k

� sin �(n − 2k) �

π

2

x

��

2k n

DIFFERENTIAL EQUATIONS

Certain types of differential equations occur sufficiently often to justify the use of formulas for the corresponding particular
solutions. The following set of Tables I to XIV covers all first, second, and nth order ordinary linear differential equations with
constant coefficients for which the right members are of the form P(x)e

r x

sin sx or P(x)e

r x

cos sx, where r and s are constants and

P(x) is a polynomial of degree n.

When the right member of a reducible linear partial differential equation with constant coefficients is not zero, particular solutions

for certain types of right members are contained in Tables XV to XXI. In these tables both F and P are used to denote polynomials,
and it is assumed that no denominator is zero. In any formula the roles of x and y may be reversed throughout, changing a formula
in which x dominates to one in which y dominates. Tables XIX, XX, XXI are applicable whether the equations are reducible or
not. The symbol

m

n

stands for

m!

(mn)!n!

and is the (n + 1)

st

coefficient in the expansion of (a + b)

m

. Also 0! = 1 by definition.

The tables as herewith given are those contained in the text Differential Equations by Ginn and Company (1955) and are

published with their kind permission and that of the author, Professor Frederick H. Steen.

SOLUTION OF LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Any linear differential equation with constant coefficients may be written in the form

p( D)y = R(x)

A-46

background image

A-48

Differential Equations

We now prepare to substitute this assumed solution into the original equation. We begin by taking all the necessary derivatives:

y

p

= ue

2x

+ ve

−2x

y

p

= 2ue

2x

− 2ve

−2x

+ u

e

2x

+ v

e

−2x

For each derivative of y

p

except the highest, we set the sum of all the terms containing u

and v

to 0. Thus the above equation

becomes

u

e

2x

+ v

e

−2x

= 0 and y

p

= 2ue

2x

− 2ve

−2x

Continuing to differentiate, we have

y

��

p

= 4ue

2x

+ 4ve

−2x

+ 2u

e

2x

− 2v

e

−2x

When we substitute into the original equation, all the terms not containing u

or v

cancel out. This is a consequence of the

method by which y

p

was set up.

Thus all that is necessary is to write down the terms containing u

or v

in the highest order derivative of y

p

, multiply by the

constant coefficient of the highest power of D in p(D), and set it equal to R(x). Together with the previous terms in u

and v

which

were set equal to 0, this gives us as many linear equations in the first derivatives of the unknown functions as there are unknown
functions. The first derivatives may then be solved for by algebra, and the unknown functions found by integration. In the present
example, this becomes

u

e

2x

+ v

e

−2x

= 0

2u

e

2x

− 2v

e

−2x

= e

x

We eliminate v

and u

separately, getting

4u

e

2x

= e

x

4v

e

−2x

= −e

x

Thus

u

=

1

4

e

x

v

= −

1

4

e

3x

Therefore, by integrating

u = −

1

4

e

x

v = −

1

12

e

3x

A constant of integration is not needed, since we need only one particular solution. Thus

y

p

= ue

2x

+ ve

−2x

= −

1
4

e

x

e

2x

1

12

e

3x

e

−2x

= −

1
4

e

x

1

12

e

x

= −

1
3

e

x

and the general solution is

y = y

c

+ y

p

= c

1

e

2x

+ c

2

e

−2x

1
3

e

x

The following samples illustrate the use of the tables.

Example 1:

Solve (D

2

− 4)y = sin 3x. Substitution of q = −4, s = 3 in formula 24 gives

y

p

=

sin 3x

−9 − 4

wherefore the general solution is

y = c

1

e

2x

+ c

2

e

−2x

sin 3x

13

Differential Equations

A-49

Example 2:

Obtain a particular solution of (D

2

− 4D + 5)y = x

2

e

3x

sin x.

Applying formula 40 with a = 2, b = 1, r = 3, s = 1, P(x) = x

2

, s + b = 2, s b = 0, a r = −1, (a r)

2

+(s + b)

2

= 5,

(a r)

2

+(s b)

2

= 1, we have

y

p

=

e

3x

sin x
2

�� 2

5 −

0
1

x

2

+

� 2(−1)2

25

2(−1)0

1

2x +

� 3 · 1 · 2 − 2

3

125

3 · 1 · 0 − 0

1

2

e

3x

cos x

2

��

−1

5 −

−1

1

x

2

+

� 1 − 4

25 −

1 − 0

1

2x +

−1 − 3(−1)4

125

−1 − 3(−1)0

1

2

=

� 1

5

x

2

4

25

x

2

125

e

3x

sin x +

2
5

x

2

+

28
25 −

136
125

e

3x

cos x

The special formulas effect a very considerable saving of time in problems of this type.

Example 3:

Obtain a particular solution of (D

2

− 4D + 5)y = x

2

e

2x

cos x. (Compare with Example 2.)

Formula 40 is not applicable here since for this equation r = a, s = b, wherefore the denominator (a r)

2

+(s b)

2

= 0. We

turn instead to formula 44. Substituting a = 2, b = 1, P(x) = x

2

and replacing sin by cos, cos by − sin, we obtain

y

p

=

e

2x

cos x

4

x

2

2
4

+

e

2x

sin x
2

� �

x

2

1
2

dx

=

x

2

4 −

1
8

e

2x

cos x +

x

3

6 −

x
4

e

2x

sin x

which is the required solution.

Example 4:

Find z

p

for (D

x

− 3D

y

) z = ln(y + 3x). Referring to Table XV we note that formula 69 (not 68) is applicable. This

gives

z

p

= x ln(y + 3x)

It is easily seen that −y

3 ln(y + 3x) would serve equally well.

Example 5:

Solve (D

x

+ 2D

y

− 4) z = y cos(y − 2x).

Since Rin formula 76 contains a polynomial in x, not y, we rewrite the given equation in the form (D

y

+

1

2

D

x

−2) z =

1

2

y cos(y−2x).

Then

z

c

= e

2y

F

x

1
2

y

= e

2x

f (2x y)

and by the formula

z

p

= −

1
2

cos(y − 2x) ·

y

2 +

1

2

2

= −

1
8

(2y + 1) cos(y − 2x)

Example 6:

Find z

p

for (D

x

+ 4D

y

)

3

z = (2x y)

2

.

Using formula 79, we obtain

z

p

=

���

u

2

du

3

[2 + 4(−1)]

3

=

u

5

5 · 4 · 3 · (−8)

= −

(2x y)

5

480

Example 7:

Find z

p

for (D

3

x

+ 5D

2

x

D

y

− 7D

x

+ 4)z = e

2x+3y

. By formula 87

z

p

=

e

2x+3y

2

3

+ 5 · 2

2

· 3 − 7 · 2 + 4

=

e

2x+3y

58

Example 8:

Find z

p

for

(D

4

x

+ 6D

3

x

D

y

+ D

x

D

y

+ D

2

y

+ 9)z = sin(3x + 4y)

Since every term in the left number is of even degree in the two operators D

x

and D

y

, formula 90 is applicable. It gives

z

p

=

sin(3x + 4y)

(−9)

2

+ 6(−9)(−12) + (−12) + (−16) + 9

=

sin(3x + 4y)

710

background image

A-48

Differential Equations

We now prepare to substitute this assumed solution into the original equation. We begin by taking all the necessary derivatives:

y

p

= ue

2x

+ ve

−2x

y

p

= 2ue

2x

− 2ve

−2x

+ u

e

2x

+ v

e

−2x

For each derivative of y

p

except the highest, we set the sum of all the terms containing u

and v

to 0. Thus the above equation

becomes

u

e

2x

+ v

e

−2x

= 0 and y

p

= 2ue

2x

− 2ve

−2x

Continuing to differentiate, we have

y

��

p

= 4ue

2x

+ 4ve

−2x

+ 2u

e

2x

− 2v

e

−2x

When we substitute into the original equation, all the terms not containing u

or v

cancel out. This is a consequence of the

method by which y

p

was set up.

Thus all that is necessary is to write down the terms containing u

or v

in the highest order derivative of y

p

, multiply by the

constant coefficient of the highest power of D in p(D), and set it equal to R(x). Together with the previous terms in u

and v

which

were set equal to 0, this gives us as many linear equations in the first derivatives of the unknown functions as there are unknown
functions. The first derivatives may then be solved for by algebra, and the unknown functions found by integration. In the present
example, this becomes

u

e

2x

+ v

e

−2x

= 0

2u

e

2x

− 2v

e

−2x

= e

x

We eliminate v

and u

separately, getting

4u

e

2x

= e

x

4v

e

−2x

= −e

x

Thus

u

=

1

4

e

x

v

= −

1

4

e

3x

Therefore, by integrating

u = −

1

4

e

x

v = −

1

12

e

3x

A constant of integration is not needed, since we need only one particular solution. Thus

y

p

= ue

2x

+ ve

−2x

= −

1
4

e

x

e

2x

1

12

e

3x

e

−2x

= −

1
4

e

x

1

12

e

x

= −

1
3

e

x

and the general solution is

y = y

c

+ y

p

= c

1

e

2x

+ c

2

e

−2x

1
3

e

x

The following samples illustrate the use of the tables.

Example 1:

Solve (D

2

− 4)y = sin 3x. Substitution of q = −4, s = 3 in formula 24 gives

y

p

=

sin 3x

−9 − 4

wherefore the general solution is

y = c

1

e

2x

+ c

2

e

−2x

sin 3x

13

Differential Equations

A-49

Example 2:

Obtain a particular solution of (D

2

− 4D + 5)y = x

2

e

3x

sin x.

Applying formula 40 with a = 2, b = 1, r = 3, s = 1, P(x) = x

2

, s + b = 2, s b = 0, a r = −1, (a r)

2

+(s + b)

2

= 5,

(a r)

2

+(s b)

2

= 1, we have

y

p

=

e

3x

sin x
2

�� 2

5 −

0
1

x

2

+

� 2(−1)2

25

2(−1)0

1

2x +

� 3 · 1 · 2 − 2

3

125

3 · 1 · 0 − 0

1

2

e

3x

cos x

2

��

−1

5 −

−1

1

x

2

+

� 1 − 4

25 −

1 − 0

1

2x +

−1 − 3(−1)4

125

−1 − 3(−1)0

1

2

=

� 1

5

x

2

4

25

x

2

125

e

3x

sin x +

2
5

x

2

+

28
25 −

136
125

e

3x

cos x

The special formulas effect a very considerable saving of time in problems of this type.

Example 3:

Obtain a particular solution of (D

2

− 4D + 5)y = x

2

e

2x

cos x. (Compare with Example 2.)

Formula 40 is not applicable here since for this equation r = a, s = b, wherefore the denominator (a r)

2

+(s b)

2

= 0. We

turn instead to formula 44. Substituting a = 2, b = 1, P(x) = x

2

and replacing sin by cos, cos by − sin, we obtain

y

p

=

e

2x

cos x

4

x

2

2
4

+

e

2x

sin x
2

� �

x

2

1
2

dx

=

x

2

4 −

1
8

e

2x

cos x +

x

3

6 −

x
4

e

2x

sin x

which is the required solution.

Example 4:

Find z

p

for (D

x

− 3D

y

) z = ln(y + 3x). Referring to Table XV we note that formula 69 (not 68) is applicable. This

gives

z

p

= x ln(y + 3x)

It is easily seen that −y

3 ln(y + 3x) would serve equally well.

Example 5:

Solve (D

x

+ 2D

y

− 4) z = y cos(y − 2x).

Since Rin formula 76 contains a polynomial in x, not y, we rewrite the given equation in the form (D

y

+

1

2

D

x

−2) z =

1

2

y cos(y−2x).

Then

z

c

= e

2y

F

x

1
2

y

= e

2x

f (2x y)

and by the formula

z

p

= −

1
2

cos(y − 2x) ·

y

2 +

1

2

2

= −

1
8

(2y + 1) cos(y − 2x)

Example 6:

Find z

p

for (D

x

+ 4D

y

)

3

z = (2x y)

2

.

Using formula 79, we obtain

z

p

=

���

u

2

du

3

[2 + 4(−1)]

3

=

u

5

5 · 4 · 3 · (−8)

= −

(2x y)

5

480

Example 7:

Find z

p

for (D

3

x

+ 5D

2

x

D

y

− 7D

x

+ 4)z = e

2x+3y

. By formula 87

z

p

=

e

2x+3y

2

3

+ 5 · 2

2

· 3 − 7 · 2 + 4

=

e

2x+3y

58

Example 8:

Find z

p

for

(D

4

x

+ 6D

3

x

D

y

+ D

x

D

y

+ D

2

y

+ 9)z = sin(3x + 4y)

Since every term in the left number is of even degree in the two operators D

x

and D

y

, formula 90 is applicable. It gives

z

p

=

sin(3x + 4y)

(−9)

2

+ 6(−9)(−12) + (−12) + (−16) + 9

=

sin(3x + 4y)

710

background image

A-50

Differential Equations

Table I: (D a)y = R

R

y

p

1. e

r x

e

r x

ra

2. sin sx

a sin sx+s cos sx

a

2

+s

2

=

1

a

2

+s

2

sin

sx + tan

−1 s

a

3. P(x)

1

a

P(x) +

P

(x)

a

+

P

��

(x)

a

2

+ · · · +

P

(n)

(x)

a

n

4. e

r x

sin sx

Replace a by a r in formula 2 and multiply by e

r x

.

5. P(x) e

r x

Replace a by a r in formula 3 and multiply by e

r x

.

6. P(x) sin sx

− sin sx

a

a

2

+s

2

P(x) +

a

2

s

2

(a

2

+s

2

)

2

P

(x) +

a

3

−3as

2

(a

2

+s

2

)

3

P

��

(x) + · · · +

a

k

(

k

2

)

a

k−2

s

2

+

(

k

4

)

a

k−4

s

4

−···

(a

2

+s

2

)

k

P

(k−1)

(x) + · · ·

− cos sx

s

a

2

+s

2

P(x) +

2as

(a

2

+s

2

)

2

P

(x) +

3a

2

ss

3

(a

2

+s

2

)

3

P

��

(x) + · · · +(

k

1

)

a

k−1

s

(

k

3

)

a

k−3

s

3

+···

(a

2

+s

2

)

k

P

(k−1)

(x) + · · ·

7. P(x)e

r x

sin sx∗Replace a by a r in formula 6 and multiply by e

r x

.

8. e

ax

xe

ax

9. e

ax

sin sx

e

ax

cos sx

s

10. P(x)e

ax

e

ax

P(x) dx

11. P(x)e

ax

sin sx

e

ax

sin sx

s

P

(x)

s

3

P

���

(x)

s

3

+

P

v

(x)

s

5

− · · ·

e

ax

cos sx

s

P(x) −

P

��

(x)

s

2

+

P

iv

(x)

s

4

− · · ·

* For cos sx in R replace “sin” by “cos” and “cos” by “−sin” in y

p

.

D

n

=

d

n

dx

n

m

n

=

m!

(m n)!n!

0! = 1

Table II: (D a)

2

y = R

R

y

p

12. e

r x

e

r z

(ra)

2

13. sin sx

1

(a

2

+s

2

)

[(a

2

s

2

) sin sx + 2as cos sx] =

1

a

2

+s

2

sin

sx + tan

−1 2as

a

2

s

2

14. P(x)

1

a

2

P(x) +

2P

(x)

a

+

3P

��

(x)

a

2

+ · · · +

(n+1)P

(n)

(x)

a

n

15. e

r x

sin sx

Replace a by a r in formula 13 and multiply by e

r x

.

16. P(x)e

r x

Replace a by a r in formula 14 and multiply by e

r x

.

17. P(x) sin sx

sin sx

a

2

s

2

(a

2

+s

2

)

2

P(x) + 2

a

3

−3as

2

(a

2

+s

2

)

3

P

(x) + 3

a

4

−6a

2

s

2

+s

4

(a

2

+s

2

)

4

P

��

(x) + · · ·

+(k − 1)

a

k

(

k

2

)

a

k−2

s

2

+

(

k

4

)

a

k−4

s

4

−···

(a

2

+s

2

)

k

P

(k−2)

(x) + · · ·

+ cos sx

2as

(a

2

+s

2

)

2

P(x) + 2

3a

2

ss

3

(a

2

+s

2

)

3

P

(x) + 3

4a

3

s−4as

3

(a

2

+s

2

)

4

P

��

(x) + · · ·

+(k − 1)

(

k

1

)

a

k−1

s

(

k

3

)

a

k−3

s

3

+···

(a

2

+s

2

)

k

P

(k−2)

(x) + · · ·

18. P(x)e

r x

sin sx∗ Replace a by a r in formula 17 and multiply by e

r x

.

19. e

ax

1

2

x

2

e

ax

20. e

ax

sin sx

e

ax

sin sx

s

2

21. P(x)e

ax

e

ax

� �

P(x) dx dx

22. P(x)e

ax

sin sx∗ −

e

ax

sin sx

s

2

P(x) −

3P

��

(x)

s

2

+

5P

iv

(x)

s

4

7P

vi

(x)

s

6

+ · · ·

e

ax

cos sx
s

2

2P

(x)

s

+

4P

���

(x)

s

3

6P

v

(x)

s

5

− · · ·

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p

.

Differential Equations

A-51

Table III: (D

2

+ q)y = R

R

y

p

23. e

r x

e

r x

r

2

+q

24. sin sx

sin sx

s

2

+q

25. P(x)

1

q

P(x) −

P

��

(x)

q

+

P

iv

(x)

q

2

− · · · + (−1)

k P

(2k)

(x)

qk

· · ·

26. e

r x

sin sx

(r

2

s

2

+q)e

r x

sin sx−2rse

r x

cos sx

(r

2

s

2

+q)

2

+(2rs)

2

=

e

r x

(r

2

s

2

+q)

2

+(2rs)

2

sin

sx − tan

−1

2rs

r

2

s

2

+q

27. P(x)e

r x

e

r x

r

2

+q

P(x) −

2r

r

2

+q

P

(x) +

3r

2

q

(r2+q)

2

P

��

(x) −

4r

3

−4qr

(r

2

+q)

3

P

���

(x) + · · ·

+ · · · + (−1)

k−1 (

k

1

)r

k−1

−(

k

3

)r

k−3

q+(

k

5

)r

k−5

q

2

−···

(r

2

+q)

k−1

P

(k−1)

(x) + · · ·

28. P(x) sin sx

sin sx

(−s

2

+q)

P(x) −

3s

2

+q

(−s

2

+q)

2

P

��

(x) +

5s

4

+10s

2

q+q

2

(−s

2

+q)

4

P

iv

(x) + · · ·

+(−1)

k

2k+1

1

s

2k

+

2k+1

3

s

2k−2

q+

2k+1

5

s

2k−4

q

2

+···

(−s

2

+q)

2k

P

(2k)

(x) + · · ·

s cos sx

(−s

2

+q)

2P

(x)

(−s

2

+q)

4s

2

+4q

(−s

2

+q)

3

P

���

(x) + · · ·

+(−1)

k+1

2k

1

s

2k−2

+

2k

3

s

2k−4

q+···

(−s

2

+q)

2k−1

P

(2k−1)

(x) + · · ·

Table IV: (D

2

+ b

2

)y = R

29. sin bx

x cos bx

2b

30. P(x) sin bx

sin bx

(2b)

2

P(x) −

P

��

(x)

(2b)

2

+

P

iv

(x)

(2b)

4

− · · ·

cos bx

2b

� �

P(x) −

P

��

(x)

(2b)

2

+ · · ·

dx

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p.

Table V: (D

2

pD + q)y = R

R

y

p

31. e

r x

e

r x

r

2

+pr+q

32. sin sx

(qs

2

) sin sxps cos sx

(qs

2

)

2

+( ps)

2

=

1

(qs

2

)

2

+( ps)

2

sin

sx − tan

−1

ps

qs

2

33. P(x)

1

q

P(x) −

p

q

P

(x) +

p

2

q

q

2

P

��

(x) −

p

3

−2pq

q

3

P

���

(x) + · · ·+(−1)

n p

n

−(

n−1

1

) p

n−2

q+(

n−2

2

) p

n−4

q

2

−···

q

n

P

(n)

(x)

34. e

r x

sin sx

Replace p by p + 2r, q by q+pr+r

2

in formula 32 and multiply by e

r x

.

35. P(x)e

r x

Replace p by p + 2r, q by q+pr+r

2

in formula 33 and multiply by e

r x

.

Table VI: (D b)(D a)y = R

36. P(x) sin sx

sin sx

b a

��

a

a

2

+ s

2

b

b

2

+ s

2

P(x) +

a

2

s

2

(a

2

+ s

2

)

2

b

2

s

2

(b

2

+ s

2

)

2

P

(x)

+

a

3

− 3as

2

(a

2

+ s

2

)

3

b

3

− 3bs

2

(b

2

+ s

2

)

3

P

��

(x) + · · ·

+

cos sx

b a

s

a

2

+ s

2

s

b

2

+ s

2

P(x) +

2as

(a

2

+ s

2

)

2

2bs

(b

2

+ s

2

)

2

P

(x)

+

� 3a

2

s s

2

(a

2

+ s

2

)

3

3b

2

s s

3

(b

2

+ s

2

)

3

P

��

(x) + · · ·

37. P(x)e

r x

sin sx∗ Replace a by ar, b by b r in formula 36 and multiply by e

r x

.

38. P(x)e

ax

e

ax

ab

��

P(x) dx +

P(x)

(ba)

+

P

(x)

(ba)

2

+

P

��

(x)

(ba)

3

+ · · · +

P

(n)

(x)

(ba)

n+1

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p

.

For additional terms, compare with formula 6.

background image

A-50

Differential Equations

Table I: (D a)y = R

R

y

p

1. e

r x

e

r x

ra

2. sin sx

a sin sx+s cos sx

a

2

+s

2

=

1

a

2

+s

2

sin

sx + tan

−1 s

a

3. P(x)

1

a

P(x) +

P

(x)

a

+

P

��

(x)

a

2

+ · · · +

P

(n)

(x)

a

n

4. e

r x

sin sx

Replace a by a r in formula 2 and multiply by e

r x

.

5. P(x) e

r x

Replace a by a r in formula 3 and multiply by e

r x

.

6. P(x) sin sx

− sin sx

a

a

2

+s

2

P(x) +

a

2

s

2

(a

2

+s

2

)

2

P

(x) +

a

3

−3as

2

(a

2

+s

2

)

3

P

��

(x) + · · · +

a

k

(

k

2

)

a

k−2

s

2

+

(

k

4

)

a

k−4

s

4

−···

(a

2

+s

2

)

k

P

(k−1)

(x) + · · ·

− cos sx

s

a

2

+s

2

P(x) +

2as

(a

2

+s

2

)

2

P

(x) +

3a

2

ss

3

(a

2

+s

2

)

3

P

��

(x) + · · · +(

k

1

)

a

k−1

s

(

k

3

)

a

k−3

s

3

+···

(a

2

+s

2

)

k

P

(k−1)

(x) + · · ·

7. P(x)e

r x

sin sx∗Replace a by a r in formula 6 and multiply by e

r x

.

8. e

ax

xe

ax

9. e

ax

sin sx

e

ax

cos sx

s

10. P(x)e

ax

e

ax

P(x) dx

11. P(x)e

ax

sin sx

e

ax

sin sx

s

P

(x)

s

3

P

���

(x)

s

3

+

P

v

(x)

s

5

− · · ·

e

ax

cos sx

s

P(x) −

P

��

(x)

s

2

+

P

iv

(x)

s

4

− · · ·

* For cos sx in R replace “sin” by “cos” and “cos” by “−sin” in y

p

.

D

n

=

d

n

dx

n

m

n

=

m!

(m n)!n!

0! = 1

Table II: (D a)

2

y = R

R

y

p

12. e

r x

e

r z

(ra)

2

13. sin sx

1

(a

2

+s

2

)

[(a

2

s

2

) sin sx + 2as cos sx] =

1

a

2

+s

2

sin

sx + tan

−1 2as

a

2

s

2

14. P(x)

1

a

2

P(x) +

2P

(x)

a

+

3P

��

(x)

a

2

+ · · · +

(n+1)P

(n)

(x)

a

n

15. e

r x

sin sx

Replace a by a r in formula 13 and multiply by e

r x

.

16. P(x)e

r x

Replace a by a r in formula 14 and multiply by e

r x

.

17. P(x) sin sx

sin sx

a

2

s

2

(a

2

+s

2

)

2

P(x) + 2

a

3

−3as

2

(a

2

+s

2

)

3

P

(x) + 3

a

4

−6a

2

s

2

+s

4

(a

2

+s

2

)

4

P

��

(x) + · · ·

+(k − 1)

a

k

(

k

2

)

a

k−2

s

2

+

(

k

4

)

a

k−4

s

4

−···

(a

2

+s

2

)

k

P

(k−2)

(x) + · · ·

+ cos sx

2as

(a

2

+s

2

)

2

P(x) + 2

3a

2

ss

3

(a

2

+s

2

)

3

P

(x) + 3

4a

3

s−4as

3

(a

2

+s

2

)

4

P

��

(x) + · · ·

+(k − 1)

(

k

1

)

a

k−1

s

(

k

3

)

a

k−3

s

3

+···

(a

2

+s

2

)

k

P

(k−2)

(x) + · · ·

18. P(x)e

r x

sin sx∗ Replace a by a r in formula 17 and multiply by e

r x

.

19. e

ax

1

2

x

2

e

ax

20. e

ax

sin sx

e

ax

sin sx

s

2

21. P(x)e

ax

e

ax

� �

P(x) dx dx

22. P(x)e

ax

sin sx∗ −

e

ax

sin sx

s

2

P(x) −

3P

��

(x)

s

2

+

5P

iv

(x)

s

4

7P

vi

(x)

s

6

+ · · ·

e

ax

cos sx
s

2

2P

(x)

s

+

4P

���

(x)

s

3

6P

v

(x)

s

5

− · · ·

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p

.

Differential Equations

A-51

Table III: (D

2

+ q)y = R

R

y

p

23. e

r x

e

r x

r

2

+q

24. sin sx

sin sx

s

2

+q

25. P(x)

1

q

P(x) −

P

��

(x)

q

+

P

iv

(x)

q

2

− · · · + (−1)

k P

(2k)

(x)

qk

· · ·

26. e

r x

sin sx

(r

2

s

2

+q)e

r x

sin sx−2rse

r x

cos sx

(r

2

s

2

+q)

2

+(2rs)

2

=

e

r x

(r

2

s

2

+q)

2

+(2rs)

2

sin

sx − tan

−1

2rs

r

2

s

2

+q

27. P(x)e

r x

e

r x

r

2

+q

P(x) −

2r

r

2

+q

P

(x) +

3r

2

q

(r2+q)

2

P

��

(x) −

4r

3

−4qr

(r

2

+q)

3

P

���

(x) + · · ·

+ · · · + (−1)

k−1 (

k

1

)r

k−1

−(

k

3

)r

k−3

q+(

k

5

)r

k−5

q

2

−···

(r

2

+q)

k−1

P

(k−1)

(x) + · · ·

28. P(x) sin sx

sin sx

(−s

2

+q)

P(x) −

3s

2

+q

(−s

2

+q)

2

P

��

(x) +

5s

4

+10s

2

q+q

2

(−s

2

+q)

4

P

iv

(x) + · · ·

+(−1)

k

2k+1

1

s

2k

+

2k+1

3

s

2k−2

q+

2k+1

5

s

2k−4

q

2

+···

(−s

2

+q)

2k

P

(2k)

(x) + · · ·

s cos sx

(−s

2

+q)

2P

(x)

(−s

2

+q)

4s

2

+4q

(−s

2

+q)

3

P

���

(x) + · · ·

+(−1)

k+1

2k

1

s

2k−2

+

2k

3

s

2k−4

q+···

(−s

2

+q)

2k−1

P

(2k−1)

(x) + · · ·

Table IV: (D

2

+ b

2

)y = R

29. sin bx

x cos bx

2b

30. P(x) sin bx

sin bx

(2b)

2

P(x) −

P

��

(x)

(2b)

2

+

P

iv

(x)

(2b)

4

− · · ·

cos bx

2b

� �

P(x) −

P

��

(x)

(2b)

2

+ · · ·

dx

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p.

Table V: (D

2

pD + q)y = R

R

y

p

31. e

r x

e

r x

r

2

+pr+q

32. sin sx

(qs

2

) sin sxps cos sx

(qs

2

)

2

+( ps)

2

=

1

(qs

2

)

2

+( ps)

2

sin

sx − tan

−1

ps

qs

2

33. P(x)

1

q

P(x) −

p

q

P

(x) +

p

2

q

q

2

P

��

(x) −

p

3

−2pq

q

3

P

���

(x) + · · ·+(−1)

n p

n

−(

n−1

1

) p

n−2

q+(

n−2

2

) p

n−4

q

2

−···

q

n

P

(n)

(x)

34. e

r x

sin sx

Replace p by p + 2r, q by q+pr+r

2

in formula 32 and multiply by e

r x

.

35. P(x)e

r x

Replace p by p + 2r, q by q+pr+r

2

in formula 33 and multiply by e

r x

.

Table VI: (D b)(D a)y = R

36. P(x) sin sx

sin sx

b a

��

a

a

2

+ s

2

b

b

2

+ s

2

P(x) +

a

2

s

2

(a

2

+ s

2

)

2

b

2

s

2

(b

2

+ s

2

)

2

P

(x)

+

a

3

− 3as

2

(a

2

+ s

2

)

3

b

3

− 3bs

2

(b

2

+ s

2

)

3

P

��

(x) + · · ·

+

cos sx

b a

s

a

2

+ s

2

s

b

2

+ s

2

P(x) +

2as

(a

2

+ s

2

)

2

2bs

(b

2

+ s

2

)

2

P

(x)

+

� 3a

2

s s

2

(a

2

+ s

2

)

3

3b

2

s s

3

(b

2

+ s

2

)

3

P

��

(x) + · · ·

37. P(x)e

r x

sin sx∗ Replace a by ar, b by b r in formula 36 and multiply by e

r x

.

38. P(x)e

ax

e

ax

ab

��

P(x) dx +

P(x)

(ba)

+

P

(x)

(ba)

2

+

P

��

(x)

(ba)

3

+ · · · +

P

(n)

(x)

(ba)

n+1

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p

.

For additional terms, compare with formula 6.

background image

A-52

Differential Equations

Table VII: (D

2

2aD + a

2

+ b

2

)y = R

R

y

p

39. P(x) sin sx

sin sx

2b

��

s+b

a

2

+(s+b)

2

sb

a

2

+(sb)

2

P(x) +

2a(s+b)

[

a

2

+(s+b)

2

]

2

2a(sb)

[

a

2

+(sb)

2

]

2

P

(x)

+

3a

2

(s+b)−(s+b)

3

[

a

2

+(s+b)

2

]

3

3a

2

(sb)−(sb)

3

[

a

2

+(sb)

2

]

3

P

��

(x) + · · ·

cos sx

2b

��

a

a

2

+(s+b)

2

a

a

2

+(sb)

2

P(x) +

a

2

−(s+b)

2

[

a

2

+(s+b)

2

]

2

a

2

−(sb)

2

[

a

2

+(sb)

2

]

2

P

(x)

+

a

2

−3a(s+b)

2

[

a

2

+(s+b)

2

]

3

a

3

−3a(sb)

2

[

a

2

+(sb)

2

]

3

P

��

(x) + · · ·

40. P(x)e

r x

sin sx

Replace a by a r in formula 39 and multiply by e

r x

.

41. P(x)e

ax

e

ax

b

2

P(x) −

P

��

(x)

b

2

+

P

iv

(x)

b

4

− · · ·

42. e

ax

sin sx

e

ax

sin sx

s

2

+b

2

43. e

ax

sin bx

xe

ax

cos bx

2b

44. P(x)e

ax

sin bx

e

ax

sin bx

(2b)

2

P(x) −

P

��

(x)

(2b)

2

+

P

iv

(x)

(2b)

4

− · · ·

e

ax

cos bx

2b

� �

P(x) −

P

��

(x)

(2b)

2

+

P

iv

(x)

(2b)

4

− · · ·

dx

* For cos sx in R replace “sin’ by “cos’ and “cos” by “− sin” in y

p

.

For additional terms, compare with formula 6.

Table VIII: f (D)y = [D

n

+ a

n1

D

n1

+ · · · + a

1

D + a

0

]y = R

R

y

p

45. e

r x

e

r x

f (r)

46. sin sx

[a

0

a

2

s

2

+a

4

s

4

−··· ] sin sx−[a

1

sa

3

s

3

+a

5

s

5

+··· ] cos sx

[a

0

a

2

s

2

+a

4

s

4

−··· ]

2

+[a

1

sa

3

s

3

+a

5

s

5

−··· ]

2

Table IX: f (D

2

)y = R

47. sin sx

sin sx

f (−s

2

)

=

sin sx

a

0

a

2

s

2

+···±s

2n

Table X: (D a)

n

y = R

48. e

r x

e

r x

(ra)

n

49. sin sx

(−1)

n

(a

2

+s

2

)

2

{[a

n

n
2

a

n−2

s

2

+

4
n

a

n−4

s

4

− · · · ] sin sx

+[

n
1

a

n−1

s

n
3

a

n−3

s

3

+ · · · ] cos sx}

50. P(x)

(−1)

n

a

n

P(x) +

n
1

P

(x)

a

+

n+1

2

P

(x)

a

2

+

n+2

3

P

���

(x)

a

2

+ · · ·

51. e

r x

sin sx

Replace a by a r in formula 49 and multiply by e

r x

.

52. e

r x

P(x)

Replace a by a r in formula 50 and multiply by e

r x

.

53. P(x) sin sx

(−1)

n

sin sx[A

n

P(x) +

n

1

A

n+1

P

(x) +

n + 1

2

A

n+2

P

��

(x) +

n + 2

3

A

n+3

P

���

(x) + · · · ]

+ (−1)

n

cos sx[B

n

P(x) +

n

1

B

n+1

P

(x) +

n + 1

2

B

n+2

P

��

(x) +

n + 2

3

B

n+3

P

���

(x) + · · · ]

A

1

=

a

a

2

+ s

2

, A

2

=

a

2

s

2

(a

2

+ s

2

)

2

, . . . , A

k

=

a

k

k

2

a

k−2

s

2

+

k

4

a

k−4

s

4

− · · ·

(a

2

+ s

2

)

k

B

1

=

a

a

2

+ s

2

, B

2

=

2as

(a

2

+ s

2

)

2

, . . . , B

k

=

k

1

a

k−1

s

k

3

a

k−3

s

3

+ · · ·

(a

2

+ s

2

)

k

54. e

r x

sin sx

Replace a by a r in formula 53 and multiply by e

r x

.

55. e

ax

P(x)

e

ax

� �

· · ·

P(x) dx

n

56. P(x)e

ax

sin sx

(−1)

n−1

2

e

ax

sin sx

s

n

��

n

n−1

P

(x)

s

n+2

n−1

P

���

(x)

s

3

+

n+4

n−1

P

v

(x)

s

5

− · · ·

+

(−1)

n+1

2

e

ax

cos sx

s

n

��

n−1

n−1

P(x) −

n+1

n−1

P

��

(x)

s

2

+

n+3

n−1

P

iv

(x)

s

4

− · · ·

(n odd)

(−1)

n

2

e

ax

sin sx

s

n

��

n−1

n−1

P(x) −

n+1

n−1

P

��

(x)

s

2

+

n+3

n−1

P

iv

(x)

s

4

− · · ·

+

(−1)

n

2

e

ax

cos sx

s

n

��

n

n−1

P

(x)

s

n+2

n−1

P

���

(x)

s

3

+

n+4

n−1

P

v

(x)

s

5

− · · ·

(n even)

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p.

Differential Equations

A-53

Table XI: (D a)

n

f (D)y = R

57. e

ax

x

n

n!

·

e

ax

f (a)

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p.

Table XII: (D

2

+ q)

n

y = R

R

y

p

58. e

r x

e

r x

/

(r

2

+ q)

n

59. sin sx

sin sx/(q s

2

)

n

60. P(x)

1

q

n

P(x) −

n
1

P

��

(x)

q

2

+

n+1

2

P

iv

(x)

q

2

n+2

3

P

vi

(x)

q

3

+ · · ·

61. e

r x

sin sx

e

r x

( A

2

+B

2

)

n

��

A

n

n

2

A

n−2

B

2

+

n

4

A

n−4

B

4

− · · ·

sin sx

��n

1

A

n−1

B

n

3

A

n−3

B

3

+ · · ·

cos sx

A = r

2

s

2

+ q,

B = 2rs

Table XIII: (D

2

+ b

2

)

n

y = R

62. sin bx

(−1)

n+1/2 x

n

cos bx

n!(2b)

n

(n odd), (−1)

n/2 x

n

sin bx

n!(2b)

n

(n even)

Table XIV: (D

n

q)y = R

63. e

r x

e

r x

/

(r

n

q)

64. P(x)

1

q

P(x)

P

(n)

(x)

q

+

P

(2n)

(x)

q

2

+ · · ·

65. sin sx

q sin sx+(−1)

n−1

2

s

n

cos sx

q

2

+s

2n

(n odd),

sin sx

(−s

2

)

n/2

q

(n even)

66. e

r x

sin sx

Ae

r x

sin srBe

r x

cos sx

A

2

+B

2

=

e

r x

A

2

+B

2

sin

sx − tan

−1 B

A

A =

r

n

n
2

r

n−2

s

2

+

n
4

r

n−4

s

4

− · · ·

q,

B =

��

n
1

r

n−1

s

n
3

r

n−3

s

3

+ · · ·

* For cos sx in R replace “sin” by “cos” and cos by “− sin” in y

p.

Table XV: (D

x

+ mD

y

)z = R

R

z

p

67. e

ax+by

e

ax+by

a+mb

68. f (ax + by)

f (u)du

a+mb

,

u = ax + by

69. f (y mx)

xf (y mx)

70. φ(x, y) f (y mx)

f (y mx) ∫ φ(x, a + mx) dx (a = y mx after integration)

Table XVI: (D

x

+ mD

y

k)z = R

71. e

ax+by

e

ax+by

a+mbk

72. sin(ax + by)∗

(a+bm) cos(ax+by)+ksin(ax+by)

(a+bm)

2

+k

2

73. e

α

x+βy

sin(ax + by)∗

Replace k in 72 by k α and multiply by e

α

x+βy

74. e

xk

f (ax + by)

e

kx

f (u)du

a+mb

, u = ax + by

75. f (y mx)

f (ymx)

k

76. p(x) f (y mx)

1

k

f (y mx)

p(x) +

p

(x)

k

+

p

��

(x)

k

2

+ · · · +

p

(n)

(x)

k

n

77. e

kx

f (y mx)

xe

kx

f (y mx)

* For cos(ax + by) replace “sin” by “cos” and “cos” by “− sin” in z

p

.

D

x

=

x

;

D

y

=

y

;

D

x

k

D

y

r

=

k+r

xk

yr

background image

A-52

Differential Equations

Table VII: (D

2

2aD + a

2

+ b

2

)y = R

R

y

p

39. P(x) sin sx

sin sx

2b

��

s+b

a

2

+(s+b)

2

sb

a

2

+(sb)

2

P(x) +

2a(s+b)

[

a

2

+(s+b)

2

]

2

2a(sb)

[

a

2

+(sb)

2

]

2

P

(x)

+

3a

2

(s+b)−(s+b)

3

[

a

2

+(s+b)

2

]

3

3a

2

(sb)−(sb)

3

[

a

2

+(sb)

2

]

3

P

��

(x) + · · ·

cos sx

2b

��

a

a

2

+(s+b)

2

a

a

2

+(sb)

2

P(x) +

a

2

−(s+b)

2

[

a

2

+(s+b)

2

]

2

a

2

−(sb)

2

[

a

2

+(sb)

2

]

2

P

(x)

+

a

2

−3a(s+b)

2

[

a

2

+(s+b)

2

]

3

a

3

−3a(sb)

2

[

a

2

+(sb)

2

]

3

P

��

(x) + · · ·

40. P(x)e

r x

sin sx

Replace a by a r in formula 39 and multiply by e

r x

.

41. P(x)e

ax

e

ax

b

2

P(x) −

P

��

(x)

b

2

+

P

iv

(x)

b

4

− · · ·

42. e

ax

sin sx

e

ax

sin sx

s

2

+b

2

43. e

ax

sin bx

xe

ax

cos bx

2b

44. P(x)e

ax

sin bx

e

ax

sin bx

(2b)

2

P(x) −

P

��

(x)

(2b)

2

+

P

iv

(x)

(2b)

4

− · · ·

e

ax

cos bx

2b

� �

P(x) −

P

��

(x)

(2b)

2

+

P

iv

(x)

(2b)

4

− · · ·

dx

* For cos sx in R replace “sin’ by “cos’ and “cos” by “− sin” in y

p

.

For additional terms, compare with formula 6.

Table VIII: f (D)y = [D

n

+ a

n1

D

n1

+ · · · + a

1

D + a

0

]y = R

R

y

p

45. e

r x

e

r x

f (r)

46. sin sx

[a

0

a

2

s

2

+a

4

s

4

−··· ] sin sx−[a

1

sa

3

s

3

+a

5

s

5

+··· ] cos sx

[a

0

a

2

s

2

+a

4

s

4

−··· ]

2

+[a

1

sa

3

s

3

+a

5

s

5

−··· ]

2

Table IX: f (D

2

)y = R

47. sin sx

sin sx

f (−s

2

)

=

sin sx

a

0

a

2

s

2

+···±s

2n

Table X: (D a)

n

y = R

48. e

r x

e

r x

(ra)

n

49. sin sx

(−1)

n

(a

2

+s

2

)

2

{[a

n

n
2

a

n−2

s

2

+

4
n

a

n−4

s

4

− · · · ] sin sx

+[

n
1

a

n−1

s

n
3

a

n−3

s

3

+ · · · ] cos sx}

50. P(x)

(−1)

n

a

n

P(x) +

n
1

P

(x)

a

+

n+1

2

P

(x)

a

2

+

n+2

3

P

���

(x)

a

2

+ · · ·

51. e

r x

sin sx

Replace a by a r in formula 49 and multiply by e

r x

.

52. e

r x

P(x)

Replace a by a r in formula 50 and multiply by e

r x

.

53. P(x) sin sx

(−1)

n

sin sx[A

n

P(x) +

n

1

A

n+1

P

(x) +

n + 1

2

A

n+2

P

��

(x) +

n + 2

3

A

n+3

P

���

(x) + · · · ]

+ (−1)

n

cos sx[B

n

P(x) +

n

1

B

n+1

P

(x) +

n + 1

2

B

n+2

P

��

(x) +

n + 2

3

B

n+3

P

���

(x) + · · · ]

A

1

=

a

a

2

+ s

2

, A

2

=

a

2

s

2

(a

2

+ s

2

)

2

, . . . , A

k

=

a

k

k

2

a

k−2

s

2

+

k

4

a

k−4

s

4

− · · ·

(a

2

+ s

2

)

k

B

1

=

a

a

2

+ s

2

, B

2

=

2as

(a

2

+ s

2

)

2

, . . . , B

k

=

k

1

a

k−1

s

k

3

a

k−3

s

3

+ · · ·

(a

2

+ s

2

)

k

54. e

r x

sin sx

Replace a by a r in formula 53 and multiply by e

r x

.

55. e

ax

P(x)

e

ax

� �

· · ·

P(x) dx

n

56. P(x)e

ax

sin sx

(−1)

n−1

2

e

ax

sin sx

s

n

��

n

n−1

P

(x)

s

n+2

n−1

P

���

(x)

s

3

+

n+4

n−1

P

v

(x)

s

5

− · · ·

+

(−1)

n+1

2

e

ax

cos sx

s

n

��

n−1

n−1

P(x) −

n+1

n−1

P

��

(x)

s

2

+

n+3

n−1

P

iv

(x)

s

4

− · · ·

(n odd)

(−1)

n

2

e

ax

sin sx

s

n

��

n−1

n−1

P(x) −

n+1

n−1

P

��

(x)

s

2

+

n+3

n−1

P

iv

(x)

s

4

− · · ·

+

(−1)

n

2

e

ax

cos sx

s

n

��

n

n−1

P

(x)

s

n+2

n−1

P

���

(x)

s

3

+

n+4

n−1

P

v

(x)

s

5

− · · ·

(n even)

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p.

Differential Equations

A-53

Table XI: (D a)

n

f (D)y = R

57. e

ax

x

n

n!

·

e

ax

f (a)

* For cos sx in R replace “sin” by “cos” and “cos” by “− sin” in y

p.

Table XII: (D

2

+ q)

n

y = R

R

y

p

58. e

r x

e

r x

/

(r

2

+ q)

n

59. sin sx

sin sx/(q s

2

)

n

60. P(x)

1

q

n

P(x) −

n
1

P

��

(x)

q

2

+

n+1

2

P

iv

(x)

q

2

n+2

3

P

vi

(x)

q

3

+ · · ·

61. e

r x

sin sx

e

r x

( A

2

+B

2

)

n

��

A

n

n

2

A

n−2

B

2

+

n

4

A

n−4

B

4

− · · ·

sin sx

��n

1

A

n−1

B

n

3

A

n−3

B

3

+ · · ·

cos sx

A = r

2

s

2

+ q,

B = 2rs

Table XIII: (D

2

+ b

2

)

n

y = R

62. sin bx

(−1)

n+1/2 x

n

cos bx

n!(2b)

n

(n odd), (−1)

n/2 x

n

sin bx

n!(2b)

n

(n even)

Table XIV: (D

n

q)y = R

63. e

r x

e

r x

/

(r

n

q)

64. P(x)

1

q

P(x)

P

(n)

(x)

q

+

P

(2n)

(x)

q

2

+ · · ·

65. sin sx

q sin sx+(−1)

n−1

2

s

n

cos sx

q

2

+s

2n

(n odd),

sin sx

(−s

2

)

n/2

q

(n even)

66. e

r x

sin sx

Ae

r x

sin srBe

r x

cos sx

A

2

+B

2

=

e

r x

A

2

+B

2

sin

sx − tan

−1 B

A

A =

r

n

n
2

r

n−2

s

2

+

n
4

r

n−4

s

4

− · · ·

q,

B =

��

n
1

r

n−1

s

n
3

r

n−3

s

3

+ · · ·

* For cos sx in R replace “sin” by “cos” and cos by “− sin” in y

p.

Table XV: (D

x

+ mD

y

)z = R

R

z

p

67. e

ax+by

e

ax+by

a+mb

68. f (ax + by)

f (u)du

a+mb

,

u = ax + by

69. f (y mx)

xf (y mx)

70. φ(x, y) f (y mx)

f (y mx) ∫ φ(x, a + mx) dx (a = y mx after integration)

Table XVI: (D

x

+ mD

y

k)z = R

71. e

ax+by

e

ax+by

a+mbk

72. sin(ax + by)∗

(a+bm) cos(ax+by)+ksin(ax+by)

(a+bm)

2

+k

2

73. e

α

x+βy

sin(ax + by)∗

Replace k in 72 by k α and multiply by e

α

x+βy

74. e

xk

f (ax + by)

e

kx

f (u)du

a+mb

, u = ax + by

75. f (y mx)

f (ymx)

k

76. p(x) f (y mx)

1

k

f (y mx)

p(x) +

p

(x)

k

+

p

��

(x)

k

2

+ · · · +

p

(n)

(x)

k

n

77. e

kx

f (y mx)

xe

kx

f (y mx)

* For cos(ax + by) replace “sin” by “cos” and “cos” by “− sin” in z

p

.

D

x

=

x

;

D

y

=

y

;

D

x

k

D

y

r

=

k+r

xk

yr

background image

A-54

Differential Equations

Table XVII: (D

z

+ mD

y

)

n

z = R

R

z

p

78. e

ax+by

e

ax+by

(a+mb)

n

79. f (ax + by)

��

···

f (u)du

n

(a+mb)

n

, u = ax + by

80. f (y mx)

x

n

n!

f (y mx)

81. φ(x, y) f (y + mx)

f (y mx)

��

· · ·

φ

(x, a + mx) dx

n

(a = y mx after integration)

Table XVIII: (D

x

+ mD

y

k)

n

z = R

82. e

ax+by

e

ax+by

(a+mbk)

n

83. f (y mx)

(−1)

n

f (ymx)

k

n

84. P(x) f (y mx)

(−1)

n

k

n

f (y mx)

p(x) +

n
1

p

(x)

k

+

n+1

2

p

��

(x)

k

3

+

n+2

3

p

���

(x)

k

3

+ · · ·

85. e

kz

f (ax + by)

e

kx

∫ ∫··· ∫ f (u)du

n

(a+mb)

n

, u = ax + by

86. e

kx

f (y mx)

x

n

n!

e

kx

f (y mx)

Table XIX: [D

n

x

+ a

1

D

n1

x

D

y

+ a

2

D

n2

x

D

2

y

+ · · · + a

n

D

n

y

]z = R

87. e

ax+by

e

ax+by

a + a

1

a

n−1

b + a

2

a

n−2

b

2

+ · · · + a

n

b

n

88. f (ax + by)

��

· · ·

��

f (u)du

n

a

n

+ a

1

a

n−1

b + a

2

a

n−2

b

2

+ · · · + a

n

b

n

, (u = ax + by)

Table XX: F(D

x

,D

y

)z = R

89. e

ax+by

e

ax+by

F (a,b)

Table XXI: F(D

2

x

,D

x

D

y

,D

2

y

)z = R

90. sin(ax + by)∗

sin(ax+by)

F (−a

2

,−ab,−b

2

)

* For cos(ax + by) replace “sin ” by “cos”, and “cos” by “− sin” in z

p

.

Differential Equations

A-55

Differential equation

Method of solution

yF (xy) dx + x G(xy) dy = 0

ln x =

G(v) dv

v{G(v) − F (v)}

+ c

where v = xy. If G(v) = F (v),

then the solution is xy = c.

Linear, homogeneous, second order
equation

d

2

y

dx

2

+ b

dy
dx
+

cy = 0

where b and c are real constants

Let m

1

, m

2

be the roots of m

2

+ bm + c = 0.

Then there are 3 cases:
Case 1.

m

1

, m

2

real and distinct:

y = c

1

e

m

1

x

+ c

2

e

m

2

x

Case 2.

m

1

, m

2

real and equal:
y = c

1

e

m

1

x

+ c

2

xe

m

1

x

Case 3.

m

1

= p + qi, m

2

= p qi :

y = e

px

(c

1

cos qx + c

2

sin qx)

where p = −b/2, q =

4c b

2

/

2

Linear, nonhomogeneous, second
order equation

d

2

y

dx

2

+ b

dy
dx
+

cy = R(x)

where b and c are real constants

There are 3 cases corresponding to those above:

Case 1.

y = c

1

e

m

1

x

+ c

2

e

m

2

x

+

e

m

1

x

m

1

m

2

e

m

1

x

R(x) dx

+

e

m

2

x

m

2

m

1

e

m

2

x

R(x) dx

Case 2.

y = c

1

e

m

1

x

+ c

2

xe

m

1

x

+ xe

m

1

x

e

m

1

x

R(x) dx

e

m

1

x

xe

m

1

x

R(x) dx

Case 3.

y = e

px

(c

1

cos qx + c

2

sin qx)

+

e

px

sin qx

q

e

px

R(x) cos qx dx

e

px

cos qx

q

e

px

R(x) sin qx dx

background image

A-54

Differential Equations

Table XVII: (D

z

+ mD

y

)

n

z = R

R

z

p

78. e

ax+by

e

ax+by

(a+mb)

n

79. f (ax + by)

��

···

f (u)du

n

(a+mb)

n

, u = ax + by

80. f (y mx)

x

n

n!

f (y mx)

81. φ(x, y) f (y + mx)

f (y mx)

��

· · ·

φ

(x, a + mx) dx

n

(a = y mx after integration)

Table XVIII: (D

x

+ mD

y

k)

n

z = R

82. e

ax+by

e

ax+by

(a+mbk)

n

83. f (y mx)

(−1)

n

f (ymx)

k

n

84. P(x) f (y mx)

(−1)

n

k

n

f (y mx)

p(x) +

n
1

p

(x)

k

+

n+1

2

p

��

(x)

k

3

+

n+2

3

p

���

(x)

k

3

+ · · ·

85. e

kz

f (ax + by)

e

kx

∫ ∫··· ∫ f (u)du

n

(a+mb)

n

, u = ax + by

86. e

kx

f (y mx)

x

n

n!

e

kx

f (y mx)

Table XIX: [D

n

x

+ a

1

D

n1

x

D

y

+ a

2

D

n2

x

D

2

y

+ · · · + a

n

D

n

y

]z = R

87. e

ax+by

e

ax+by

a + a

1

a

n−1

b + a

2

a

n−2

b

2

+ · · · + a

n

b

n

88. f (ax + by)

��

· · ·

��

f (u)du

n

a

n

+ a

1

a

n−1

b + a

2

a

n−2

b

2

+ · · · + a

n

b

n

, (u = ax + by)

Table XX: F(D

x

,D

y

)z = R

89. e

ax+by

e

ax+by

F (a,b)

Table XXI: F(D

2

x

,D

x

D

y

,D

2

y

)z = R

90. sin(ax + by)∗

sin(ax+by)

F (−a

2

,−ab,−b

2

)

* For cos(ax + by) replace “sin ” by “cos”, and “cos” by “− sin” in z

p

.

Differential Equations

A-55

Differential equation

Method of solution

yF (xy) dx + x G(xy) dy = 0

ln x =

G(v) dv

v{G(v) − F (v)}

+ c

where v = xy. If G(v) = F (v),

then the solution is xy = c.

Linear, homogeneous, second order
equation

d

2

y

dx

2

+ b

dy
dx
+

cy = 0

where b and c are real constants

Let m

1

, m

2

be the roots of m

2

+ bm + c = 0.

Then there are 3 cases:
Case 1.

m

1

, m

2

real and distinct:

y = c

1

e

m

1

x

+ c

2

e

m

2

x

Case 2.

m

1

, m

2

real and equal:
y = c

1

e

m

1

x

+ c

2

xe

m

1

x

Case 3.

m

1

= p + qi, m

2

= p qi :

y = e

px

(c

1

cos qx + c

2

sin qx)

where p = −b/2, q =

4c b

2

/

2

Linear, nonhomogeneous, second
order equation

d

2

y

dx

2

+ b

dy
dx
+

cy = R(x)

where b and c are real constants

There are 3 cases corresponding to those above:

Case 1.

y = c

1

e

m

1

x

+ c

2

e

m

2

x

+

e

m

1

x

m

1

m

2

e

m

1

x

R(x) dx

+

e

m

2

x

m

2

m

1

e

m

2

x

R(x) dx

Case 2.

y = c

1

e

m

1

x

+ c

2

xe

m

1

x

+ xe

m

1

x

e

m

1

x

R(x) dx

e

m

1

x

xe

m

1

x

R(x) dx

Case 3.

y = e

px

(c

1

cos qx + c

2

sin qx)

+

e

px

sin qx

q

e

px

R(x) cos qx dx

e

px

cos qx

q

e

px

R(x) sin qx dx

background image

A-56

Differential Equations

Differential equation

Method of solution

Euler or Cauchy equation

x

2

d

2

y

dx +

bx

dy
dx
+

cy = S(x)

Putting x = e

t

, the equation becomes

d

2

y

dt

2

+ (b − 1)

dy

dt +

cy = S(e

t

)

and can then be solved as a linear second order
equation.

Bessel’s equation

x

2

d

2

y

dx

2

+ x

dy
dx
+

(λ

2

x

2

n

2

)y = 0

y = c

1

J

n

(λx) + c

2

Y

n

(λx)

Transformed Bessel’s equation

x

2

d

2

y

dx

2

+ (2p + 1)x

dy
dx
+

α

2

x

2r

+ β

2

y = 0

y = x

p

c

1

J

q/r

α

r

x

r

+ c

2

Y

q/r

α

r

x

r

��

where q =

p

2

β

2

.

Legendre’s equation

(1 − x

2

)

d

2

y

dx

2

− 2x

dy
dx
+

n(n + 1)y = 0

y = c

1

P

n

(x) + c

2

Q

n

(x)

Separation of variables

f

1

(x)g

1

(y) dx + f

2

(x)g

2

(y) dy = 0

f

1

(x)

f

2

(x)

dx +

g

2

(y)

g

1

(y)

dy = c

Exact equation

M(x, y) dx + N(x, y) dy = 0

where ∂ M/∂y = ∂ N/∂x

M∂x +

� �

n

y

M∂x

dy = c where ∂x indicates

that the integration is to be performed with respect to x
keeping y constant.

Linear first order equation

dy
dx
+

P(x)y = Q(x)

ye

P dx

=

Qe

P dx

dx + c

Bernoulli’s equation

dy
dx
+

P(x)y = Q(x)y

n

ve

(1−n)

P dx =

Qe

(1−n)

P dx

dx + c

where v = y

1−n

.

If n = 1, then the solution is ln y =

(QP) dx + c.

Homogeneous equation

dy
dx
=

F

y

x

ln x =

dv

F (v)−v

+ c where v = y/x.

If F (v) = v, then the solution is y = cx.

Reducible to homogeneous

(a

1

x + b

1

y + c

1

) dx

+(a

2

x + b

2

y + c

2

) dy = 0

with

a

1

a

2

�=

b

1

b

2

Set u = a

1

x + b

1

y + c

1

and v = a

2

x + b

2

y + c

2

. Then

eliminate x and y and the equation becomes
homogenous.

Reducible to separable

(a

1

x + b

1

y + c

1

) dx

+(a

2

x + b

2

y + c

2

) dy = 0

with

a

1

a

2

=

b

1

b

2

Set u = a

1

x + b

1

y. Then eliminate x or y and the

equation becomes separable.

FOURIER SERIES

1. If f (x) is a bounded periodic function of period 2L (i.e., f (x + 2L) = f (x)), and satisfies the Dirichlet conditions:

(a) In any period f (x) is continuous, except possibly for a finite number of jump discontinuities.

(b) In any period f (x) has only a finite number of maxima and minima.

Then f (x) may be represented by the Fourier series

a

0

2 +

n=1

a

n

cos

nπ x

L +

b

n

sin

nπ x

L

where a

n

and b

n

are as determined below. This series will converge to f (x) at every point where f (x) is continuous, and to

f (x

+

) + f (x

)

2

(i.e., the average of the left-hand and right-hand limits) at every point where f (x) has a jump discontinuity.

a

n

=

1
L

L

L

f (x) cos

nπ x

L

dx,

n = 0, 1, 2, 3, . . . ,

b

n

=

1
L

L

L

f (x) sin

nπ x

L

dx,

n = 1, 2, 3, . . .

We may also write

a

n

=

1
L

α

+2L

α

f (x) cos

nπ x

L

dx and b

n

=

1
L

α

+2L

α

f (x) sin

nπ x

L

dx

where α is any real number. Thus if α = 0,

a

n

=

1
L

2L

0

f (x) cos

nπ x

L

dx,

n = 0, 1, 2, 3, . . . ,

b

n

=

1
L

2L

0

f (x) sin

nπ x

L

d,

n = 1, 2, 3, . . .

2. If in addition to the restrictions in (1), f (x) is an even function (i.e., f (−x) = f (x)), then the Fourier series reduces to

a

0

2 +

n=1

a

n

cos

nπ x

L

That is, b

n

= 0. In this case, a simpler formula for a

n

is

a

n

=

2
L

L

0

f (x) cos

nπ x

L

dx,

n = 0, 1, 2, 3, . . .

3. If in addition to the restrictions in (1), f (x) is an odd function (i.e., f (−x) = − f (x)), then the Fourier series reduces to

n=1

b

n

sin

nπ x

L

That is, a

n

= 0. In this case, a simpler formula for the b

n

is

b

n

=

2
L

L

0

f (x) sin

nπ x

L

dx,

n = 1, 2, 3, . . .

4. If in addition to the restrictions in (2) above, f (x) = − f (L x), then a

n

will be 0 for all even values of n, including n = 0.

Thus in this case, the expansion reduces to

m=1

a

2m−1

cos

(2m − 1)πx

L

A-57


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