Introductory Differential Equations

with Boundary Value Problems

Third Edition

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Introductory Differential Equations
with Boundary Value Problems
Third Edition

Martha L. Abell
James P. Braselton

AMSTERDAM • BOSTON • HEIDELBERG • LONDON

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SAN FRANCISCO • SINGAPORE • SYDNEY • TOKYO
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Academic Press is an imprint of Elsevier
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 CHAPTER 0

Contents

PREFACE .......................................................................................... xiii

CHAPTER 1 Introduction to Differential Equations 1

1.1 Introduction to Differential Equations: Vocabulary .... 2
Exercises 1.1 .......................................................... 10
1.2 A Graphical Approach to Solutions: Slope Fields
and Direction Fields .............................................. 15
Systems of ODE and Direction Fields ............................ 16
Relationship Between Systems of First-Order and
Higher Order Equations ............................................ 19
Exercises 1.2 .......................................................... 19
Summary: Essential Concepts and Formulas ................... 24
Review Exercises ......................................................... 25

CHAPTER 2 First-Order Equations 29

2.1 Introduction to First-Order Equations ...................... 29
Some Differences Between Linear Equations and
Nonlinear Equations ................................................. 32
Exercises 2.1 .......................................................... 33
2.2 Separable Equations.............................................. 35
Equilibrium Solutions of dy/dt = f (y) ............................. 39
Exercises 2.2 .......................................................... 41
2.3 First-Order Linear Equations .................................. 48
Exercises 2.3 .......................................................... 55
2.4 Exact Equations.................................................... 58
Solving the Exact Differential Equation ......................... 61
Exercises 2.4 .......................................................... 64
2.5 Substitution Methods and Special Equations ............ 68
Exercises 2.5 .......................................................... 75
2.6 Numerical Methods for First-Order Equations........... 81
Euler’s Method ....................................................... 81
Improved Euler’s Method .......................................... 84
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Errors ................................................................... 86
Runge–Kutta Method ............................................... 87
Computer-Assisted Solutions Using
Commercial Software ............................................... 92
Exercises 2.6 .......................................................... 93
Summary: Essential Concepts and Formulas ................... 94
Review Exercises ......................................................... 95
Differential Equations at Work ....................................... 99
A. Modeling the Spread of a Disease ............................ 99
B. Linear Population Model with Harvesting ................... 100
C. Logistic Model with Harvesting ............................... 101
D. Logistic Model with Predation ................................. 103

CHAPTER 3 Applications of First-Order Differential Equations 105

3.1 Population Growth and Decay ................................ 105
The Logistic Equation ............................................... 109
Population Model with a Threshold .............................. 111
Exercises 3.1 .......................................................... 111
3.2 Newton’s Law of Cooling and Related Problems ....... 117
Newton’s Law of Cooling ........................................... 117
Mixture Problems .................................................... 120
Exercises 3.2 .......................................................... 121
3.3 Free-Falling Bodies ............................................... 124
Exercises 3.3 .......................................................... 130
Summary: Essential Concepts and Formulas ................... 133
Review Exercises ......................................................... 134
Differential Equations at Work ....................................... 139
A. Mathematics of Finance ......................................... 139
B. Algae Growth ..................................................... 141
C. Dialysis ............................................................. 142
D. Antibiotic Production ............................................ 145

CHAPTER 4 Higher Order Equations 147

4.1 Second-Order Equations: An Introduction ................ 148
The Second-Order Linear Homogeneous Equation with
Constant Coefficients ............................................... 148
The General Case .................................................... 151
Reduction of Order ................................................... 156
Exercises 4.1 .......................................................... 157
4.2 Solutions of Second-Order Linear Homogeneous
Equations with Constant Coefficients ...................... 160
Two Distinct Real Roots ............................................ 160

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Complex Conjugate Roots .......................................... 161

Exercises 4.2 .......................................................... 164
4.3 Solving Second-Order Linear Equations:
Undetermined Coefficients ..................................... 167
Basic Theory .......................................................... 167
Method of Undetermined Coefficients ........................... 168
Exercises 4.3 .......................................................... 175
4.4 Solving Second-Order Linear Equations:
Variation of Parameters ......................................... 178
Summary of Variation of Parameters for Second-Order
Equations .............................................................. 183
Exercises 4.4 .......................................................... 184
Green’s Functions .................................................... 185
4.5 Solving Higher Order Linear
Homogeneous Equations ....................................... 187
Basic Theory .......................................................... 187
Constant Coefficients ............................................... 193
Exercises 4.5 .......................................................... 199
4.6 Solving Higher Order Linear Equations:
Undetermined Coefficients and Variation of
Parameters........................................................... 203
General Solution of a Nonhomogeneous Equation ............ 203
Undetermined Coefficients ......................................... 205
Variation of Parameters ............................................. 208
Exercises 4.6 .......................................................... 214
4.7 Cauchy–Euler Equations ........................................ 215
Second-Order Cauchy–Euler Equations ......................... 216
Nonhomogeneous Cauchy–Euler Equations ................... 219
Higher Order Cauchy–Euler Equations .......................... 221
Exercises 4.7 .......................................................... 222
4.8 Power Series Solutions of ODEs .............................. 226
Series Solutions about Ordinary Points .......................... 226
Legendre’s Equation ................................................ 230
Exercises 4.8 .......................................................... 233
4.9 Series Solutions of ODEs ........................................ 235
Regular and Irregular Points and the Method of
Frobenius .............................................................. 235
The Gamma Function ............................................... 241
Bessel’s Equation .................................................... 241
Exercises 4.9 .......................................................... 246
Summary: Essential Concepts and Formulas ................... 249
Review Exercises ......................................................... 250

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Differential Equations at Work ....................................... 252

A. Testing for Diabetes ............................................. 252
B. Modeling the Motion of a Skier ................................ 255
C. The Schrödinger Equation ...................................... 257

CHAPTER 5 Applications of Higher-Order Differential Equations 259

5.1 Simple Harmonic Motion ........................................ 259
Exercises 5.1 .......................................................... 264
5.2 Damped Motion .................................................... 267
Exercises 5.2 .......................................................... 274
5.3 Forced Motion ...................................................... 277
Exercises 5.3 .......................................................... 284
5.4 Other Applications ................................................ 286
L-R-C Circuits ......................................................... 286
Deflection of a Beam ................................................. 288
Exercises 5.4 .......................................................... 292
5.5 The Pendulum Problem.......................................... 294
Exercises 5.5 .......................................................... 297
Summary: Essential Concepts and Formulas ................... 300
Review Exercises ......................................................... 300
Differential Equations at Work ....................................... 304
A. Rack-and-Gear Systems ......................................... 304
B. Soft, Hard, and Aging Springs ................................. 307
C. Bodé Plots .......................................................... 308
D. The Catenary ...................................................... 308
E. The Wave Equation on a Circular Plate ...................... 309
F. Duffing’s Equation ................................................ 310

CHAPTER 6 Systems of Differential Equations 311

6.1 Introduction ......................................................... 311
Exercises 6.1 .......................................................... 317
6.2 Review of Matrix Algebra and Calculus ................... 320
Basic Operations ..................................................... 321
Determinants and Inverses ........................................ 323
Eigenvalues and Eigenvectors .................................... 326
Matrix Calculus ....................................................... 332
Exercises 6.2 .......................................................... 333
6.3 An Introduction to Linear Systems .......................... 336
Exercises 6.3 .......................................................... 344
6.4 First-Order Linear Homogeneous Systems with
Constant Coefficients ............................................ 347
Distinct Real Eigenvalues .......................................... 348

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Complex Conjugate Eigenvalues ................................. 350

Alternate Method for Solving IVPs ............................... 353
Repeated Eigenvalues .............................................. 355
Exercises 6.4 .......................................................... 362
6.5 First-Order Linear Nonhomogeneous Systems:
Undetermined Coefficients and Variation of
Parameters........................................................... 368
Undetermined Coefficients ......................................... 368
Variation of Parameters ............................................. 371
Exercises 6.5 .......................................................... 376
6.6 Phase Portraits ..................................................... 381
Real Distinct Eigenvalues .......................................... 381
Repeated Eigenvalues .............................................. 386
Complex Conjugate Eigenvalues ................................. 388
Stability ................................................................ 390
Exercises 6.6 .......................................................... 392
6.7 Nonlinear Systems ................................................ 393
Classification of Equilibrium Points of a
Nonlinear System .................................................... 396
Exercises 6.7 .......................................................... 399
6.8 Numerical Methods ............................................... 402
Euler’s Method ....................................................... 402
Runge–Kutta Method ............................................... 404
Computer Algebra Systems and Other Software .............. 408
Exercises 6.8 .......................................................... 409
Summary: Essential Concepts and Formulas ................... 411
Review Exercises ......................................................... 411
Differential Equations at Work ....................................... 414
A. Modeling a Fox Population in which Rabies
Is Present .......................................................... 414
B. Controlling the Spread of a Disease ........................... 415
C. FitzHugh–Nagumo Model ...................................... 417

CHAPTER 7 Applications of Systems of Ordinary

Differential Equations 419
7.1 Mechanical and Electrical Problems with
First-Order Linear Systems..................................... 419
L-R-C Circuit with Loops ........................................... 419
Spring-Mass Systems ............................................... 424
Exercises 7.1 .......................................................... 425
7.2 Diffusion and Population Problems with
First-Order Linear Systems..................................... 428
Diffusion Through a Membrane ................................... 429

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Mixture Problems .................................................... 430

Population Problems ................................................ 432
Exercises 7.2 .......................................................... 436
7.3 Nonlinear Systems of Equations.............................. 439
Biological Systems: Predator-Prey Interaction ................. 439
Physical Systems: Variable Damping ............................ 441
Exercises 7.3 .......................................................... 442
Summary: Essential Concepts and Formulas ................... 448
Review Exercises ......................................................... 448
Differential Equations at Work ....................................... 451
A. Competing Species ............................................... 451
B. Food Chains ....................................................... 452
C. Chemical Reactor ................................................. 454
D. Food Chains in a Chemostat ................................... 455

CHAPTER 8 Introduction to the Laplace Transform 459

8.1 The Laplace Transform: Preliminary Definitions
and Notation ........................................................ 460
Definition of the Laplace Transform .............................. 460
Exponential Order, Jump Discontinuities, and
Piecewise-Continuous Functions ................................. 463
Properties of the Laplace Transform ............................. 465
Exercises 8.1 .......................................................... 468
8.2 The Inverse Laplace Transform............................... 471
Exercises 8.2 .......................................................... 474
8.3 Solving Initial-Value Problems with the Laplace
Transform ............................................................ 475
Exercises 8.3 .......................................................... 480
8.4 Laplace Transforms of Several Important
Functions ............................................................. 482
Piecewise Defined Functions: The Unit Step Function ....... 482
Periodic Functions ................................................... 488
Impulse Functions, The Delta Function ......................... 491
Exercises 8.4 .......................................................... 495
8.5 The Convolution Theorem ...................................... 498
The Convolution Theorem ......................................... 498
Integral and Integrodifferential Equations ...................... 501
Exercises 8.5 .......................................................... 502
8.6 Laplace Transform Methods for Solving Systems ...... 504
Exercises 8.6 .......................................................... 508
8.7 Some Applications Using Laplace Transforms .......... 509
L-R-C Circuits Revisited ............................................ 509

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Delay Differential Equations ....................................... 511

Coupled Spring-Mass Systems .................................... 513
The Double Pendulum .............................................. 516
Exercises 8.7 .......................................................... 519
Summary: Essential Concepts and Formulas ................... 529
Review Exercises ......................................................... 530
Differential Equations at Work ....................................... 534
A. The Tautochrone ................................................. 534
B. Vibration Absorbers .............................................. 535
C. Airplane Wing ..................................................... 537
D. Free Vibration of a Three-Storey Building ................... 537
E. Control Systems ................................................... 539

CHAPTER 9 Eigenvalue Problems and Fourier Series 541

9.1 Boundary-Value Problems, Eigenvalue Problems,
Sturm–Liouville Problems ...................................... 542
Boundary-Value Problems .......................................... 542
Eigenvalue Problems ................................................ 543
Sturm–Liouville Problems .......................................... 546
Exercises 9.1 .......................................................... 548
9.2 Fourier Sine Series and Cosine Series ...................... 550
Exercises 9.2 .......................................................... 556
9.3 Fourier Series ....................................................... 559
Fourier Series ......................................................... 559
Even, Odd, and Periodic Extensions ............................. 567
Exercises 9.3 .......................................................... 571
9.4 Generalized Fourier Series ..................................... 575
Exercises 9.4 .......................................................... 580
Summary: Essential Concepts and Formulas ................... 583
Review Exercises ......................................................... 584
Differential Equations at Work ....................................... 586
A. Signal Processing ................................................. 586
B. Forced Damped Spring-Mass System ......................... 587
C. Approximations with Fourier Series .......................... 588

CHAPTER 10 Partial Differential Equations 591

10.1 Introduction to PDEs and Separation of Variables...... 592
Separation of Variables ............................................. 593
Modeling with PDEs ................................................. 595
Exercises 10.1 ........................................................ 596
10.2 The One-Dimensional Heat Equation....................... 598

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The Heat Equation with Homogeneous Boundary

Conditions ............................................................. 598
Nonhomogeneous Boundary Conditions ........................ 601
Insulated Boundary .................................................. 604
Exercises 10.2 ........................................................ 606
10.3 The One-Dimensional Wave Equation...................... 610
d’Alembert’s Solution ............................................... 614
Exercises 10.3 ........................................................ 618
10.4 Problems in Two Dimensions: Laplace’s Equation..... 621
Laplace’s Equation ................................................... 621
Steady-State Temperature ......................................... 626
Exercises 10.4 ........................................................ 628
10.5 Two-Dimensional Problems in a Circular Region ....... 633
Laplace’s Equation in a Circular Region ......................... 634
The Wave Equation in a Circular Region ........................ 636
Exercises 10.5 ........................................................ 640
Summary: Essential Concepts and Formulas ................... 646
Review Exercises ......................................................... 646
Differential Equations at Work ....................................... 648
A. Laplace Transforms .............................................. 648
B. Waves in a Steel Rod ............................................. 649
C. Media Sterilization ............................................... 650
D. Numerical Methods for Solving PDEs ........................ 650

ANSWERS TO SELECTED EXERCISES ................................................. 657

BIBLIOGRAPHY ................................................................................. 717
INDEX .............................................................................................. 719

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 CHAPTER 0

Preface

Introductory Differential Equations with Boundary Value Problems began as the third edition
of a text called Modern Differential Equations but with a different publisher. Perhaps, you are
not surprised, but a change of publisher automatically makes a revision quite complicated,
essentially involving a line-by-line revision of the text; the purpose of all artwork must be
rethought and redone. All exposition, examples, and exercises are scrutinized for purpose.
When we were done with the “revision,” we no longer saw Modern Differential Equations
but rather a new text that we have titled Introductory Differential Equations with Boundary
Value Problems.
Originally, Modern Differential Equations was “modern” because it was one of the first texts
that nearly required access to a graphing calculator, computer algebra system, or numerical
software package.
Computer algebra systems and sophisticated graphing calculators have changed the ways in
which we learn and teach ordinary differential equations. Instead of focusing students’ atten-
tion only on a sequence of solution methods, we want them to use their minds to understand
what solutions mean and how differential equations can be used to answer pertinent questions.
Now their use is expected in a standard course, so the term “modern” no longer applies to
the text.
Interestingly, the metamorphosis in the teaching of differential equations described above
occurred relatively “overnight” and coincided with our professional careers at Georgia South-
ern University. Our interest in the use of technology in the mathematics classroom began in
1990 when we started to use computer laboratories and demonstrations in our calculus, differ-
ential equations, and applied mathematics courses. Over the past years, we have learned some
ways of how to and how not to use technology in the mathematics curriculum. In the early
stages, we simply wanted to show students how they could solve more difficult problems by
using a computer algebra system so that they could be exposed to the technology. However,
we soon realized that we were missing the great opportunity of allowing students to discover
aspects of the subject matter on their own. We revised our materials to include experimental
problems and thought-provoking questions in which students are asked to make conjec-
tures and investigate supporting evidence. We also developed application projects called
Differential Equations at Work, not only to emphasize technology, but also to improve the
problem-solving and communication skills of our students. To preserve the “wow” aspects of
technology, we continue to use it to observe solutions in classroom demonstrations through
such things as animating the motion of springs and pendulums. These demonstrations not
only grab the attention of students, but also help them to make the connection between a
formula and what it represents.
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In presenting our findings to colleagues around the country, we quickly found out that others
were interested in our work. As a result, we decided to develop a differential equations
textbook to share this work with those who share our desire to improve mathematics education.
This book is a culmination of years of “trials and tribulation” as the differential equations
students at Georgia Southern can attest. Our hope is that its use will inspire students to open
their eyes to the exciting discoveries that differential equations offer.
This book is designed to serve as a text for beginning courses in differential equations. Usu-
ally, introductory differential equations courses are taken by students who have successfully
completed a first-year calculus course, and this text is written at a level readable for them.

TECHNOLOGY
The advantages of incorporating technology into mathematics courses are well known. Some
of them include enhancing the ability to solve a variety of problems; helping students work
examples; supporting varied, realistic, and illuminating applications; exploiting and improv-
ing geometric intuition; encouraging mathematical experiments; and teaching approximation.
In addition, technology is implemented throughout this text to promote the following goals
in the learning of differential equations:

1. Solving problems: Using different methods to solve problems and generalize

solutions
2. Reasoning: Exploiting computer graphics to develop spatial reasoning through
visualization
3. Analyzing: Finding the most reasonable solution to real problems or observing
changes in the solution under changing conditions
4. Communicating mathematics: Developing written, verbal, and visual skills to
communicate mathematical ideas
5. Synthesizing: Making inferences and generalizations, evaluating outcomes,
classifying objects, and controlling variables

Students who develop these skills will succeed not only in differential equations, but also in
subsequent courses and in the workforce.
The icon is used throughout the text to indicate those examples in which technology is
used in a nontrivial way to develop or visualize the solution or to indicate the sections of the
text, such as those discussing numerical methods, in which the use of appropriate technology
is essential or interesting.

APPLICATIONS
Applications in this text are taken from a variety of fields, especially biology, physics, chem-
istry, engineering, and economics, and they are documented by references. These applications
can be found in many of the examples and exercises, in separate sections and chapters of the
text, and in the Differential Equations at Work subsections at the end of each chapter. Many
of these applications are well suited to exploration with technology because they incorporate
real data. In particular, obtaining closed form solutions is not necessarily “easy” (or always

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possible). These applications, even if not formally discussed in class, show students that
differential equations is an exciting and interesting subject with extensive applications in
many fields.

STYLE
To keep the text as flexible as possible, addressing the needs of both audiences with different
mathematical backgrounds and instructors with varying preferences, Introductory Differential
Equations with Boundary Value Problems is written in an easy-to-read, yet mathematically
precise, style. It contains all topics usually included in standard differential equations texts.
Definitions, theorems, and proofs are concise but worded precisely for mathematical accuracy.
Generally, theorems are proved if the proof is instructive or has “teaching value.” Of course,
discussion of such proofs is optional in the typical classroom for which this text is written.
In other cases, proofs of theorems are developed in the exercises or omitted. Theorems and
definitions are boxed for easy reference; key terms are given in italic. Figures are used
frequently to clarify material with a graphical interpretation.

FEATURES
Introductory Differential Equations with Boundary Value Problems is an extensive revision
of the second edition of Modern Differential Equations. Particular features include the
following:
■ The text’s companion Web site at http://elsevierdirect.com/9780123749352 contains
PDFs of the text in addition to a variety of other resources. Typical resources include
background material, proofs of some theorems, solutions to selected exercises,
additional exercises, visualizations of certain topics (movies), and podcasts that
students can download to their video-capable iPod or other compatible mv4 players.
■ Because the mathematicians who developed the mathematics discussed in this text
were (or are) still interesting in their own right, we have tried to include an image and
interesting tidbit about their lives whenever possible hoping to help some students
become more interested in the course. When credit is not given for a photo, it is
because we have reasonable reason to believe that the image is in the public domain.
If a copyright applies to an image and appropriate credit has not been given, please
alert us so that we can correct the situation promptly.
■ Chapter 2 has been reorganized so that the chapter begins with the basic theory of
first-order equations. Some instructors will choose to omit Section 2.1 and proceed
directly to 2.2 (Separable Equations). We have also stated the Existence and
Uniqueness theorems for separable, linear, and exact equations.
■ Chapter 3 includes several new applications, including an exploration of the logistic
difference equation that is expanded on at the text’s Web site as well as introducing
the basic model of competition in a chemostat.
■ Chapter 4 has been reorganized so that second-order linear homogeneous and
nonhomogeneous equations are discussed first and then the second-order case is
generalized to the situations for higher-order linear and nonhomogeneous equations.
The second edition of Modern Differential Equations contained a single section on

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xvi Preface

series solutions. In this text, that section has been divided into two sections: power
series solutions and series solutions about regular singular points. Additional material
regarding series solutions is available at the text’s Web site for those instructors who
wish to emphasize this topic or for students who wish to explore the topic in greater
detail.
■ All graphics have been redone. In each case, the intent of the graphic has been
questioned. In some cases, graphics have been eliminated; in other cases, they have
been redone to emphasize their purpose.
■ In Chapter 6, we have added a section on phase portraits.

PEDAGOGICAL FEATURES
Examples
Throughout the text, numerous examples are given, with thorough explanations and a sub-
stantial amount of detail. Solutions to more difficult examples are constructed with the help
of graphing calculators or a computer algebra system and are indicated by an icon.

“Think About It!”

Many examples are followed by a question indicated by a icon. Generally, basic knowl-
edge about the behavior of functions is sufficient to answer the question. Many of these
questions encourage students to use technology. Others focus on the graph of a solution.
Thus, “Think about it!” questions help students determine when to use technology and make
this text more interactive.

Technology
Many students entering their first differential equations course have had substantial experi-
ence with various sophisticated calculators and computer algebra systems.
Our differential equations course attempts to encourage students to use technology intel-
ligently. We have italicized the words “use technology intelligently” because they take on
different meaning to different instructors because they depend on the instructor’s philosophy,
institution, and students. Students also interpret the phrase differently depending upon their
instructor and exposure to technology.
In any case, many of us have limited resources and would prefer that our students have a
good grasp of the fundamentals rather than be “wowed!” by nonsense. We have tried to
use technology intelligently here. We believe that it should not be obtrusive, so you should
not notice when we do. When required in an example or exercise, it should be obvious to an
instructor and relatively easy to convince a student that there are two ways to solve a problem:
the easy way and the hard way. We choose the hard way when there is instructional value to
the approach. The icon is intended to alert students that technology is intelligently (and
wisely) used to assist in solving the problem. Typically, the technology we have used is a
computer algebra system, like Mathematica or Maple.
Technology is used throughout the text to explore many of the applications and more difficult
examples, especially those marked with and the problems in the subsections Differential
Equations at Work.

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 Preface xvii

Answers to most odd exercises are included at the end of the text. More complete answers,
solutions, partial solutions, or hints to selected exercises are available separately to students
and instructors. Differential Equations at Work subsections describe detailed economics,
biology, physics, chemistry, and engineering problems documented by references. These
problems include real data when available and require students to provide answers based on
different conditions. Students must analyze the problem and make decisions about the best
way to solve it, including the appropriate use of technology. Each Differential Equations at
Work project can be assigned as a project requiring a written report, for group work, or for
discussion in class.
Differential Equations at Work also illustrate how differential equations are used in the real
world. Students are often reluctant to believe that the subject matter in calculus, linear algebra,
and differential equations classes relates to subsequent courses and to their careers. Each
Differential Equations at Work subsection illustrates how the material discussed in the course
is used in real life.
The problems are not connected to a specific section of the text; they require students to
draw different mathematical skills and concepts together to solve a problem. Because each
Differential Equations at Work is cumulative in nature, students must combine mathematical
concepts, techniques, and experiences from previous chapters and math courses.

Exercises
Numerous exercises, ranging in level from easy to difficult, are included in each section of
the text. In particular, the exercise sets for topics that students find most difficult are rich and
varied. The abundant “routine” exercises encourage students to master basic techniques. Most
sections also contain interesting mathematical and applied problems to show that mathematics
and its applications are both interesting and relevant. Instructors will find that they can assign a
large number of problems, if desired, yet still have plenty for review in addition to those found
in the review section at the end of each chapter. Answers to most odd-numbered exercises
are included at the end of the text; detailed solutions to selected exercises are included in the
Student Resource Manual.

Chapter Summary and Review Exercises

Each chapter ends with a chapter summary highlighting important concepts, key terms and
formulas, and theorems. The review exercises following the chapter summary of each chapter
offer students extra practice on the topics in that chapter. These exercises are arranged by
section so that students having difficulty can turn to the appropriate material for review.

Figures
This text provides an abundance of figures and graphs, especially for solutions to examples.
In addition, students are encouraged to develop spatial visualization and reasoning skills, to
interpret graphs, and to discover and explore concepts from a graphical point of view. To
ensure accuracy, the figures and graphs have been completely computer-generated.

Historical Material
Nearly every topic is motivated by either an application or an appropriate historical note.
We have also included images of paintings, drawings, or photographs of the many famous
scientists and descriptions of the mathematics they discovered.

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CONTENT
The highlights of each chapter are described briefly below.

Chapter 1 After introducing preliminary definitions, we discuss direction fields not

only for first-order differential equations, but also for systems of equations. In this
presentation, we establish a basic understanding of solutions and their graphs. We
give an overview of some of the applications covered later in the text to point out the
usefulness of the topic and some of the reasons we have for studying differential
equations in the exercises.
Chapter 2 In addition to discussing the standard techniques for solving several types of
first-order differential equations (separable equations, homogeneous equations, exact
equations, and linear equations), we introduce several numerical methods (Euler’s
Method, Improved Euler’s Method, Runge–Kutta Method) and discuss the existence
and uniqueness of solutions to first-order initial value problems. Throughout the
chapter, we encourage students to build an intuitive approach to the solution process
by matching a graph to a solution without actually solving the equation.
Chapter 3 Not only do we cover most standard applications of first-order equations in
Chapter 3 (orthogonal trajectories, population growth and decay, Newton’s law of
cooling, free-falling bodies), but we also present many that are not (due to their
computational difficulty) in Differential Equations at Work.
Chapter 4 This chapter emphasizes the methods for solving homogeneous and
nonhomogeneous higher-order differential equations. It also stresses the Principle of
Superposition and the differences between the properties of solutions to linear and
nonlinear equations. After discussing Cauchy–Euler equations, series methods are
introduced, which includes a discussion of several special equations and the
properties of their solutions/equations important in many areas of applied
mathematics and physics.
Chapter 5 Several applications of higher-order equations are presented. The distinctive
presentation illustrates the motion of spring-mass systems and pendulums graphically
to help students understand what solutions represent and to make the applications
more meaningful to them.
Chapter 6 The study of systems of differential equations is perhaps the most exciting of
all the topics covered in the text. Although we direct most of our attention to solving
systems of linear first-order equations with constant coefficients, technology allows us
to investigate systems of nonlinear equations and observe phase planes. We also show
how to use eigenvalues and eigenvectors to understand the general behavior of
systems of linear and nonlinear equations. We have added a section on phase portraits
in this edition.
Chapter 7 Several applications discussed earlier in the text are extended to more than
one dimension and solved using systems of differential equations, in an effort to
reinforce the understanding of these important problems. Numerous applications
involving nonlinear systems are discussed as well.
Chapter 8 Laplace transforms are important in many areas of engineering and exhibit
intriguing mathematical properties as well. Throughout the chapter, we point out the
importance of initial conditions and forcing functions on initial-value problems.

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 Preface xix

Chapter 9 Chapter 9 focuses on boundary value, eigenvalue, and Sturm–Liouville

problems and Fourier series, including generalized Fourier series. Technology is
utilized to observe the convergence of these series and visualize the Gibbs
phenomenon.
Chapter 10 In this chapter, we use the method of separation of variables to solve
the one-dimensional heat equation, one-dimensional wave equation, Laplace’s
equation (in a rectangular and circular region), and the wave equation in a circular
region. Exercises involving cylindrical and spherical coordinates are also included.
Graphics are used so that students can see how the results obtained relate to the
applications.

For a one-semester course introducing ordinary differential equations, many instructors will
choose to cover topics from Chapters 1 to 7 or from Chapters 1 to 6 and Chapter 8. For
a two-semester course, the instructor will easily be able to cover the remaining chapters
of the text. In our introductory ordinary differential equations course, we typically cover
most of Chapters 1, 2, 4, and 6, and instructors choose a variety of applications from
Chapters 3, 5, and 7. In our applied mathematics course, we cover most of the material in
Chapters 8–10.

■ For a one-semester course targeted to the computational needs of most engineering

majors, cover most topics from Chapters 1, 2, 4, 6, and 8.
■ For a casual one-semester course directed toward math and math education
majors, cover most mathematical topics in Chapters 1, 2, 4, and 6 and selected
applications from Chapters 3, 5, and 7.
■ For a second one-semester course directed toward math and math education majors,
cover selected topics from Chapters 8–10.

SUPPLEMENTS
A Web site (http://www.elsevierdirect.com/companions/9780123749352) has specifically
been created for Introductory Differential Equations with Boundary Value Problems. As
described above, this Web site offers additional resources to instructors and students who
have adopted the text.

ACKNOWLEDGMENTS
The development of this text has involved a thorough program of review, for both pedagogical
and topical content and for accuracy. We gratefully acknowledge the contributions of our
colleagues that were involved in the revision of this text.
We owe particular thanks for the careful comments and suggestions from those who
class-tested this project during its initial development back in the early 1990’s.
■ Lyle Cochran, Fresno Pacific College
■ Stuart Davidson, Greensboro College
■ Marie Vanisko, Carroll College

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xx Preface

This text would not have been possible without the substantial efforts of many at Elsevier/
Academic Press. In particular, we express our thanks to
■ Lauren Schulz Yuhasz, Senior Acquisitions Editor
■ Patricia Osborn, Acquisitions Editor
■ Gavin Becker, Assistant Editor
■ A. B. McGee, Project Manager
Finally, we thank those close to us, especially Imogene Abell, Lori Braselton, Ada Braselton,
and Mattie Braselton for enduring with us the pressures of a project like this and for graciously
accepting our demanding work schedules. We certainly could not have completed this task
without their care and understanding.

Martha Abell (E-Mail: [email protected])

James Braselton (E-Mail: [email protected])
Department of Mathematical Sciences
P.O. Box 8093
Georgia Southern University
Statesboro, Georgia
30460
March, 2009

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