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Elementary Differential Equations PDF

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Elementary Differential Equations Elementary Dijfe rential Equations Sixth Edition Earl D. Rainville Late Professor of Mathematics University of Michigan Phillip E. Bedient Professor of Mathematics Franklin and Marshall College Macmillan Publishing Co., Inc. New York Collier Macmillan Publishers London Copyright© 1981, Macmillan Publishing Co., Inc. Printed in the United States of America All rights reserved. No part of this book may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying, recording, or any information storage and retrieval system, without permission in writing from the Publisher. Earlier editions copyright© 1949 and 1952, © 1958, and copyright© 1964, 1969 and 1974 by Macmillan Publishing Co., Inc. Some material is from The Laplace Transform: An Introduction, copyright© 1963 by Earl D. Rainville. Macmillan Publishing Co., Inc. 866 Third Avenue, New York, New York 10022 Collier Macmillan Canada, Ltd. Library of Congress Cataloging in Publication Data Rainville, Earl David, Elementary differential equations. Includes index. 1. Differential equations. I. Bedient, Philip Edward, joint author. II. Title. QA371.R29 1980 515.3'5 80-12849 ISBN 0-02-397770-1 Printing: 12345678 Year: 12345678 Preface to the Sixth Edition This new edition of Professor Rainville's book maintains the simple and direct style of earlier editions and makes some modest changes. The balance between developing techniques for solving equations and the theory neces sary to support those techniques is essentially unchanged. However, the variety and number of applications has been increased and placed as early in the text as is feasible. The material is arranged to permit great flexibility in the choice of topics for a semester course. Except for Chapters l, 2, 5, 16 through 18, and either 6 and 7 or 11 and 12, any chapter on ordinary differential equations can be omitted without interfering with the study of later chapters. Parts of chapters can be omitted in many instances. For a course that aims at reaching power series as rapidly as is consistent with some treatment of more elementary methods, a reasonable syllabus should include Chapters 1 and 2, Chapters 5, 6, 7, 8, parts of Chapters 13 and 15, Chapters 17 and 18. and whatever applications the instructor cares to insert. v vi Preface to the Sixth Edition Chapters 1 through 16 of this book appear separately as A Short Course in Differential Equations, Sixth Edition. The shorter version is intended for courses that do not include discussion of infinite series methods. The author wishes to thank those students and colleagues at Franklin and Marshall College whose suggestions and support have been most helpful. Phillip E. Bedient Lancaster, Pennsylvania Contents 1 Definitions, Elimination of Arbitrary Constants 1. Examples of differential equations 2. Definitions 3 3. The elimination of arbitrary constants 5 4. Families of curves 10 2 Equations of Order One 5. The isoclines of an equation 16 6. An existence theorem 19 7. Separation of variables 20 8. Homogeneous functions 25 9. Equations with homogeneous coefficients 27 10. Exact equations 31 11. The linear equation of order one 36 vii viii Contents 12. The general solution of a linear equation 39 Miscellaneous exercises 42 3 Elementary Applications 13. Velocity of escape from the earth 45 14. Newton's law of cooling 47 15. Simple chemical conversion 48 16. Logistic growth and the price of commodities 53 17. Orthogonal trajectories 57 4 Additional Topics on Equations of Order One 18. Integrating factors found by inspection 61 19. The determination of integrating factors 65 20. Substitution suggested by the equation 70 21. Bernoulli's equation 72 22. Coefficients linear in the two variables 75 23. Solutions involving nonelementary integrals 80 Miscellaneous exercises 82 5 Linear Differential Equations 24. The general linear equation 84 25. Linearindependence 85 26. An existence and uniqueness theorem 86 27. The Wronskian 86 28. General solution of a homogeneous equation 89 29. General solution of a nonhomogeneous equation 91 30. Differential operators 92 31. The fundamental laws of operation 95 32. Some properties of differential operators 96 6 Linear Equations with Constant Coefficients 33. Introduction 100 34. The auxiliary equation; distinct roots 100 35. The auxiliary equation; repeated roots 103 36. A definition of exp z for imaginary z 107 Contents ix 37. The auxiliary equation: imaginary roots 108 38. A note on hyperbolic functions 110 Miscellaneous exercises 114 7 Nonhomogeneous Equations: Undetermined Coefficients 39. Construction of a homogeneous equation from a specified solution 116 40. Solution of a nonhomogeneous equation 119 41. The method of undetermined coefficients 121 42. Solution by inspection 127 8 Variation of Parameters 43. Introduction 133 44. Reduction of order 134 45. Variation of parameters 138 46. Solution of y" + y = f(x) 142 Miscellaneous exercises 145 9 Inverse Differential Operators 47. The exponential shift 146 48. The operator l/f(D) 150 49. Evaluation of [1/f(D)]eax 151 50. Evaluation of (D2 + a2)-1 sin ax and (D2 + a2)-1 cos ax 152 10 Applications 51. Vibration of a spring 156 52. Undamped vibrations 158 53. Resonance 161 54. Damped vibrations 163 55. The simple pendulum 168 11 The Laplace Transform 56. The transform concept 170 x Contents 57. Definition of the Laplace transform 171 58. Transforms of elementary functions 172 59. Sectionally continuous functions 176 60. Functions of exponential order 178 61. Functions of class A 181 62. Transforms of derivatives 183 63. Derivatives of transforms 186 64. The gamma function 187 65. Periodic functions 188 12 Inverse Transforms 66. Definition of an inverse transform 194 67. Partial fractions 198 68. Initial value problems 201 69. A step function 206 70. A convolution theorem 213 71. Special integral equations 218 72. Transform methods and the vibration of springs 223 73. The deflection of beams 226 13 Linear Systems of Equations 74. Introduction 233 75. Elementary elimination calculus 233 76. First order systems with constant coefficients 237 77. Solution of a first order system 239 78. Some matrix algebra 240 79. First-order systems revisted 247 80. Complex eigenvalues 256 81. Repeated eigenvalues 261 82. Nonhomogeneous systems 269 83. Arms races 273 84. The Laplace transform 278 14 Electric Circuits and Networks 85. Circuits 284 86. Simple networks 287

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