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FUNDAMENTALS OF DIFFERENTIAL EQUATIONS

SEVENTH EDITION

R. Kent Nagle Edward B. Saff


Vanderbilt University

Arthur David Snider


University of South Florida

PEARSON Addison Wesley Boston San Francisco New York London Toronto Sydney Tokyo Singapore Madrid Mexico City Munich Paris Cape Town Hong Kong Montreal

CONTENTS

CHAPTER \

Introduction 1
Background 1 Solutions and Initial Value Problems 6 Direction Fields 16 The Approximation Method of Euler* 24
CHAPTER SUMMARY 30 30 31

TECHNICAL WRITING EXERCISES GROUP PROJECTS FOR CHAPTER 1

A. Taylor Series Method 31 B. Picard's Method 32 C. Magnetic Dipole 33 D. The Phase Line 34

CHAPTER 2,

First-Order Differential Equations 37


Introduction: Motion of a Falling Body 37 Separable Equations 40 Linear Equations 49 Exact Equations 58 Special Integrating Factors* 68 Substitutions and Transformations* 72

*Indicates optional section. XV

XVi

Contents

CHAPTER SUMMARY REVIEW PROBLEMS

80 82 83 84

TECHNICAL WRITING EXERCISES GROUP PROJECTS FOR CHAPTER 2

A. Differential Equations in Clinical Medicine 84 B. Torricelli's Law of Fluid Flow 86 C. The Snowplow Problem 87 D. Two Snowplows 87 E. Clairaut Equations and Singular Solutions 88 F. Multiple Solutions of a First-Order Initial Value Problem 89 G. Designing a Solar Collector 90 H. Asymptotic Behavior of Solutions to Linear Equations 91 /. Utility Functions and Risk Aversion 92

CHAPTER 3

Mathematical Models and Numerical Methods Involving First-Order Equations 93


Mathematical Modeling Compartmental Analysis 93 95 107

Heating.and Cooling of Buildings Newtonian Mechanics Electrical Circuits 125 129 114

Improved Euler's Method

Higher-Order Numerical Methods: Taylor and Runge-Kutta


GROUP PROJECTS FOR CHAPTER 3 150

140

A. Dynamics of HIV Infection 150 ^, B. Aquaculture T53 ,C. Curve of Pursuit 154 D. Aircraft Guidance in a Crosswind 155 E. Feedback and the Op Amp 156 F. Bang-Bang Controls 157 G. Market Equilibrium: Stability and Time Paths H. Stability of Numerical Methods 159 /. Period Doubling and Chaos 161

158

Contents

xvii

CHAPTER

Linear Second-Order Equations 163


Introduction: The Mass-Spring Oscillator 163 169 Homogeneous Linear Equations: The General Solution Auxiliary Equations with Complex Roots 178 188 195

Nonhomogeneous Equations: The Method of Undetermined Coefficients The Superposition Principle and Undetermined Coefficients Revisited Variation of Parameters 203 207

Variable-Coefficient Equations*

Qualitative Considerations for Variable-Coefficient and Nonlinear Equations* A Closer Look at Free Mechanical Vibrations* A Closer Look at Forced Mechanical Vibrations*
CHAPTER SUMMARY REVIEW PROBLEMS 248 250 251 252

218

229 239

TECHNICAL WRITING EXERCISES GROUP PROJECTS FOR CHAPTER 4

A. B. C. D. E. F. G. H.

Nonlinear Equations Solvable by First-Order Techniques 252 Apollo Reentry 253 Simple Pendulum 254 Linearization of Nonlinear Problems 255 Convolution Method 256 Undetermined Coefficients Using Complex Arithmetic 257 An Alternative to the Method of Undetermined Coefficients 258 Asymptotic Behavior of Solutions 260
V

CHAPTER

Introduction to Systems and Phase Plane Analysis 261


Q | Interconnected Fluid Tanks 261 263 273 ^ Q | Elimination Method for Systems with Constant Coefficients JJjJ Solving Systems and Higher-Order Equations Numerically Introduction to the Phase Plane 284

xviii

Contents

Applications to Biomathematics: Epidemic and Tumor Growth Models Coupled Mass-Spring Systems Electrical Systems 315 321 308

298

3T1 Dynamical Systems, Poincare Maps, and Chaos


CHAPTER SUMMARY REVIEW PROBLEMS 332 333 335

GROUP PROJECTS FOR CHAPTER 5

A. B. C. D. E.

Designing a Landing System for Interplanetary Travel 335 Things That Bob 336 Hamiltonian Systems 337 Strange Behavior of Competing SpeciesPart I 339 Cleaning Up the Great Lakes 340

CHAPTER

Theory of Higher-Order Linear Differential Equations 342


Basic Theory of Linear Differential Equations 342 351 Homogeneous Linear Equations with Constant Coefficients Undetermined Coefficients and the Annihilator Method Method 6f Variation of Parameters
CHAPTER SUMMARY REVIEW PROBLEMS 368 369 370 371

358

363

TECHNICAL WRITING EXERCISES GROUP PROJECTS FOR CHAPTER 6

A. Computer Algebra Systems and Exponential Shift 371 B. Justifying the Method of Undetermined Coefficients 372 C. Transverse Vibrations of a Beam 373 y

CHAPTER *7 Laplace Transforms 374


Introduction: A Mixing Problem 374 377 386

Definition of the Laplace Transform Properties of the Laplace Transform Inverse Laplace Transform 392

Contents

XIX

Solving Initial Value Problems

402 410

3 Transforms of Discontinuous and Periodic Functions Convolution 424 433

3 Impulses and the Dirac Delta Function* J

Solving Linear Systems with Laplace Transforms*


CHAPTER SUMMARY REVIEW PROBLEMS 443 444 445 447

440

TECHNICAL WRITING EXERCISES GROUP PROJECTS FOR CHAPTER 7

A. Duhamel 's Formulas 447 B. Frequency Response Modeling 448 C. Determining System Parameters 450

CHAPTER

Series Solutions of Differential Equations 451


Introduction: The Taylor Polynomial Approximation Power Series and Analytic Functions 457 467 451

Power Series Solutions to Linear Differential Equations Equations with Analytic Coefficients 477 483

Cauchy-Euler (Equidimensional) Equations* Method of Frobenius 487

Finding a Second Linearly Independent Solution Special Functions' 510


CHAPTER SUMMARY REVIEW PROBLEMS 522 523 524 525

499

TECHNICAL WRITING EXERCISES GROUP PROJECTS FOR CHAPTER 8

A. Spherically Symmetric Solutions to Schrodinger's Equation for the Hydrogen Atom 525 B. Airy's Equation 526 C. Buckling of a Tower 526 D. Aging Spring and Bessel Functions 528

xx

Contents

CHAPTER

Matrix Methods for Linear Systems ?2


Introduction 529 534 Review 1: Linear Algebraic Equations Review 2: Matrices and Vectors Linear Systems in Normal Form 538 550 559

Homogeneous Linear Systems with Constant Coefficients Complex Eigenvalues 571 577 584

Nonhomogeneous Linear Systems The Matrix Exponential Function


CHAPTER SUMMARY REVIEW PROBLEMS 593 596

TECHNICAL WRITING EXERCISES GROUP PROJECTS FOR CHAPTER 9

597 598

A. B. C. D.

Uncoupling Normal Systems 598 Matrix Laplace Transform Method 598 Undamped Second-Order Systems 600 Strange Behavior of Competing SpeciesPart II

601

CHAPTER

Partial Differential Equations cnz


Introduction: A Model for Heat Flow Method of Separation of Variables Fourier Series 615_ Fourier Cosine and Sine Series The Heat Equation The Wave Equation Laplace's Equation
CHAPTER SUMMARY

602

605

633

638 651 664


677 679

TECHNICAL WRITING EXERCISES

Contents

xx i

GROUP PROJECTS FOR CHAPTER 10

680

A. B. C. D.

Steady-State Temperature Distribution in a Circular Cylinder Laplace Transform Solution of the Wave Equation 681 Green's Function 682 Numerical Methodfor AM = / o n a Rectangle 684

680

APPENDICES A-1
A. B. C. D. Newton's Method A-1 Simpson's Rule A-3 Cramer's Rule A-5 Method of Least Squares

A-6 A-9

E. Runge-Kutta Procedure for n Equations

ANSWERS TO ODD-NUMBERED PROBLEMS B-l INDEX i-i

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