Gheorghe Micula

Differential and Integral Equations
through Practical Problems and Exercises
Kluwer Texts in the Mathematical Sciences

VOLUME 7
A Graduate-Level Book Series
The titles published in this series are listed at thi' end of this volume.
Differential and
Integral Equations
through Practical ProbleIlls
and Exercises
by
Gheorghe Micula and Paraschiva Pavel

Faculty of Mathematics,
University ofCluj-Napoca,
Cluj-Napoca, Romania
SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.
Library of Congress Cataloging-in-Publication Data

Micul Gheorghe.
Dlfferentlal and Integral equatlons through practlcal proble.s and
exerclses I by Gheorghe Mlcula and Paraschlva Pavel.
p.
CI. -- (Kluwer texts In the .atheaatlcal sclences ; v. 7>
Includes blbllographlcal references.
ISBN 978-90-481-4184-5
ISBN 978-94-015-8024-3 (eBook)
DOI 10.1007/978-94-015-8024-3
1. Dlfferentlal equatlons--Proble.s. exerclses. etc. 2. Integral

equatlons--Proble.s. exerclses. etc.
1. Pavel. Paraschlva. 1935II. Tltle. III. Ser Ies.
QA371.M473 1992
515'.35'076--dc20
92-22561
ISBN 978-90-481-4184-5
Printed on acid-free paper
AII Rights Reserved

1992 Spnnger SClence+Busmess Media Dordrecht
Ongmally pubhshed by Kluwer Academic Pubhshers m 1992
Softcover repnnt of the hardcover 1st edlUon 1992
No part of the material protected by this copyright notice may be reproduced or

utilized in any form or by any means, electronic or mechanical,
including photocopying, recording or by any information storage and
retrieval system, without written permission from the copyright owner.
Table of Contents
Introduction
vii
Part I. Problems
1. Differential Equations Solvable by Quadrature
2. Existence and Uniqueness Theorems
30
3. Linear Differential Equations
58
4. The Method of Laplace Transforms
90
5. Integral Equations
99
6. Numerical and Approximate Methods of Solving Differential and Integral Equation
109
7. First Order Partial Differential Equations
138
8. Miscellaneous Problems
158
Part II. Solutions
169
171
197
243
271
vi
279
6. Numerical and Approximate Methods of Solving Differential and Integral Equation
297
7. First Order Partial Differential Equations
324
Bibliography
393
Introduction
Many important phenomena are described and modeled by means of

differential and integral equations. To understand these phenomena
necessarily implies being able to solve the differential and integral
equations that model them.
Such equations, and the development of techniques for solving them, have
always held a privileged place in the mathematical sciences. Today,
theoretical advances have led to more abstract and comprehensive theories
which are increasingly more complex in their mathematical concepts.
Theoretical investigations along these lines have led to even more abstract
and comprehensive theories, and to increasingly complex mathematical
concepts. Long-standing teaching practice has, however, shown that the
theory of differential and integral equations cannot be studied thoroughly
and understood by mere contemplation. This can only be achieved by
acquiring the necessary techniques; and the best way to achieve this is by
working through as many different exercises as possible.
The eight chapters of this book contain a large number of problems
and exercises, selected on the basis of long experience in teaching
students, which together with the author's original problems cover the
whole range of current methods employed in solving the integral,
differential equations, and the partial differential equations of order one,
without, however, renouncing the classical problems.
Every chapter of this book begins with the succinct theoretical exposition
of the minimum of knowledge required to solve the problems and
exercises therein.
Almost all the problems are solved, or there are guidelines as to how they
can be solved, or answers are presented. Problems are given in the first
part of the book, while solutions, hints and answers make up the core of
the second part.
Since chapter 8 contains some very special miscellaneous problems, with
different possible approaches, there are no solutions for this chapter.
The problems are numbered within each chapter: the fIrst figure is the
number of the chapter and follows in a natural sequence.
vii
viii
Chapter 1 covers the classical type of differential equations of fIrst

and higher orders, which can be effectively resolved by standard methods.
In the author's opinion, the reader can discover these methods himself
from the knowledge of the basic concepts in the theory of differential
equations. This chapter includes also some methods of solving differential
equations, using modified arguments.
Chapter 2 deals with problems related to the theory of existence
and uniqueness of solutions of differential equations with given conditions
and of Fredholm- and Volterra-type integral equations.
Chapter 3 contains various problems of linear equations, containing
a large number of equations and systems of equations with initial and
polylocal conditions.
Chapter 4 is devoted to solving linear problems by means of
Laplace transforms.
Chapter 5 covers problems related to Volterra- and Fredholm-type
integral equations of fIrst and second kind; the case of degenerate nucleus
was particularly stressed. The methods of solving Hammerstein-type
integral equations and integro-differential equations are also studied in this
chapter.
Chapter 6 provides a more detailed account of the numerical and
approximation methods of solving differential and integral equations,
starting from the classical methods and leading to the present day ones.
Taking into account both the ever increasing importance of the numerical
methods for computers and the shortage of textbooks that treat the problem
of approximating the solutions of equations in detail, we decided to
include in this chapter all the important methods of approximations. The
algorithms presented in the theoretical preamble have been used in
numerous concrete problems, which approximate solutions were effectively
determined.
Chapter 7 contains partial differential equations of order one:
linear, quasilinear, nonlinear and also Pfaff equations, systems of
differential equations in symmetrical form, systems of order one partial
differential equations.
Chapter 8 contains miscellaneous problems and exercises covering
the deepest regions of differential, integral, and partial differential
equations. The reader is stimulated to try his own originality, cleverness,
ingenuity, and also his mathematical knowledge to solve these problems.
This book is expected - by its contents and the variety of problems
presented - to be useful for a large circle of people, both specialists wh('
ix
already use this part of mathematics and those who wish to gain expertise.
Chapters 1, 5, 6, 7, and 8 were written by Gheorghe Micula, chapters 2
and 4 by Paraschiva Pavel and chapter 3 by both authors together.
The authors express their gratitude to Kluwer Academic Publishers for the
excellent publishing environment they have provided.
We are particularly grateful to Dr. J. Kowalski-Glikman for his careful
editing and word-processing of the text. Many errors would have
remained undetected had it not been for his insight and erudition.
Thanks are also due to Margaret Deignan and Anneke Pot of Kluwer for
their friendly and professional help throughout the publication process.
We would also like to record a debt of gratitude to Professor Michael
Hazewinkel - the Managing Editor of the Mathematics and its Applications
book series - for his encouragement, without which this book would not
be published.
The final version of this book was prepared while the fIrst author was a
visiting professor at the University of Kentucky at Lexington (USA) in the
academic year of 1991/92, and he expresses his thanks to Professor
Graeme Fairweather for support and encouragement.
Cluj-Napoca and Lexington, April, 1992
The authors
Part I
Problems
CHAPTER
Differential Equations Solvable by

Quadrature
Preliminaries
1. Differential equations of the form y' = J(z, y)
a) Differential equations with separable variables. By a differential
equation with separable variables we understand the equation of the
form
y' = J(z)g(y)
(1)
or
X(z)Y(y)dy + X 1 (:c)Yi(y) = 0
(2)
where the functions J, g, X, Y, Xt, Yi are given and the unknown

function is y E C1.
For those y, for which g(y) =1= 0 the equation with separable variables
can be written as
dy
g(y)
= J(z)dz.
Integrating both sides of this equation, we obtain
g~:) = /
J(z)d:c + C
(C E R)
which represents a family of curves depending on the arbitrary constant

Cj this family is called the general solution of eq. (1.1). Similarly,
Problems
integrating eq. (1.2) term by term in the domain Xl(z)Y(y)

obtain
X(z) + iCy) = G (G E R)
Xl(z)
Y(y)
=/:
0, we
which represents the general solution of eq. (1.2).

If for y = yo we have g(yo) = 0, then one can easily verify that
the constant function y = Yo is a solution of eq. (1.1). Also, if a is a
solution of the equation Xl(Z) = 0 and b a solution of Y(y) = 0, then
the straight lines, z = a, y = b are the integral curves of (1.2). These
solutions are called singular solutions of the equations with separable
variables.
Remark The differential equation of the form y' = f(az + by + c),
a, b, c E R, b =f 0, can be transformed into equation with separable
variables, by using the substitution u = az + by + c.
b) Euler homogeneous differential equation. The differential equation
P(z,y)dz + Q(z,y)dy = 0
where P, Q : R2 ---+ R are given functions is called the Euler homogeneous equation, if P and Q are homogeneous functions of the same
degree. Any homogeneous equation can be rewritten in the form,
By the substitution ~ = u, where u is the new unknown function, the

homogeneous equation can be reduced to the following equation with
separable variables
zu' = feu) - u.
Remark The differential equation y'
= f( a1a:tt:':+c
q ),
a, b, c, al, b17 Cl
E R can be always turned into the homogeneous equation by the ap-
propriate change of variables.

c)The first order linear differential equation. The equation of the
form
y' + p(z)y = q(z), p,q E G(l), 1 C R
is called the linear differential equation of first order. If q( z) 0, then

the equation y' + p( z)y = 0 is called the homogeneous linear differential
equation of first order. In this case, the variables can be separated and
the general solution of the homogeneous linear differential equation is
We turn to the inhomogeneous linear differential equation q(:c) =I O.

If a solution Yl of this equation is known, then the substitution y =
u + Yl leads to the homogeneous linear equation u' + p(:c)u = O. To find
the general solution of the inhomogeneous linear differential equation,
one uses the method of variation of constant. This method consists
of the following. We look for a solution of the inhomogeneous linear
differential equation of the form
where O(:c) is the unknown function. Substituting the above expression into the original equation, we obtain the equation with separable
variables for O(:c) which can be solved, to wit
Thus, the general solution of the inhomogeneous linear equation is
Remark To solve an inhomogeneous linear equation one can use the

following method. The substitution y(:c) = u(:c )v(:c ) leads to the equation
[u' + p(:c )u]v + v'u = q(:c).
If u is chosen such that u' +p(:c)u = 0 and v satisfy v'u = q(:c), then
the solution of the inhomogeneous linear equation is y(:c) = u(:c)v(:c).
d) Bernoulli differential equation. A first order differential equation,
y' + p(:c)y
= q(:c)ya,
where a: E R \ {O,l} and p,q E 0(1) are given functions is called

Bernoulli differential equation.
Problems
U sing the substitution z = yl-a, the Bernouolli equation can be

turned into the following linear differential equation
z' + (1- a)p(z)z = (1 - a)q(z)

with the unknown function z.
e) Riccati differential equation. A first order differential equation
of the form
y' + p( Z)y2 + q( z )y + r( z) = 0
where p, q, r E 0(1) are given functions and y is the unknown function, is called Riccati differential equation. This equation cannot be, in
general, solved by quadrature.
If some solution Yl = 0 1 (1) of this equation is known, then, by the
substitution y = Yl + ~, where 11. is the new unknown function, Riccati
equation is turned into the inhomogeneous linear equation for 11., to wit
11.' -
[2p(Z)Yl(Z) + q(z)]u = p(z).
If two solutions of the Riccati equation are known, then the change of
the dependent variable z = ::: leads to the following homogeneous
linear differential equation
z' + P(Z)(YI - Y2)Z
= o.
f) Total differential equation. Integrating factor. A first order differential equation

P(z,y)dz + Q(z,y)dy = 0
is called the total differential equation, if there exist a function U E
OeD), D E R2, such that
dU
= P(z,y)dz + Q(z,y)dy.
In this case, the equation may be written as dU = 0 and its general

solution is U( z, y) = 0, where 0 is an arbitrary real constant.
The necessary and sufficient condition for the equation P( z, y)dz +
Q(z, y)dy = 0, to be a total differential equation
8P(z,y) 8Q(z,y)
8y
8z
(z, y) E D
is called the complete integrability condition.

If the complete integrability condition holds, then the function U is
given by
U(x, y) = {:r: pes, y)ds

l:r:o
Q(xo, t)dt
(Xo, Yo)
E D, fixed
and the general solution of the equation is
{:r: pes, y)ds

l:r:o
Q(xo, t)dt
=C
C E R.
If for the equation P(x, y)dx + Q(x, y)dy = 0 the equality ~~ = ~

does not hold (which means that the equation is not a total one) one
may still try to find a non vanishing function JL = JL( x, y) such that
JL(x, y)[P(x, y)dx + Q(x, y)dy] = dU(x, y).

Such a function, if it exists, is called the integrating factor for the total
equation. The consistency condition for the above equation is
and is called the equation of integrating factor. This equation becomes

particularly simple, if the parameters of the total equation satisfy some
~) depends
special conditions. For example, if the function t(~
on the variable x only, then JL also depends on x only and satisfies
,
1 8P
8Q
JL (x) = - ( - - -)JL(x)
Q 8y
8x
which is an equation with separable variables. Similarly, if the function

fr(~~ - ~) depends only on y, then JL depends only on y and can be
determined from the separable equation
,
JL (y)
1 8P
= --(P 8y
8Q
-)JL(Y)
8x
Sometimes, one can try to find JL of the form JL = JL(t), with t = 4>(x, y)
suitably chosen.
2. Differential equations of the form F(x, y, y') =
o.
Problems
Let us consider a first order differential equation of the general (or

implicit) form,
F(z, y, y') = 0
where F : n c R3 ~ R is such that the equation can not be solved
for y'. To solve such equation we use the Sophus Lie method, which
consists of the following.
we attach to the given equation the surface of equation,
F(z,y,z) = 0
obtained by substituting z in the place of y'.

To any solution y = 4>( z) of the differential equation F( z, y, y') = 0,
we attach a curve r, lying on the surface F( z, y, z) = 0, with parametric
equation
r:z=z, y=4>(z), z=4>'(z).
Along the curve r the differential equality
dy = zdz
holds. Conversely, if a curve given by z = z, y = 4>(z), z = 4>'(z), with

the property that along this curve the equality dy = zdz holds belongs
to the surface F(z, y, z) = 0, then the projection of this curve on the
plane zOy gives us a solution of the equation F(z,y,y') = O.
Therefore, the problem of finding solutions of the differential equation F(z,y,y') = 0 is equivalent to the problem of finding the curves r
on the surface F(z, y, z) = 0, with the property that along these curves
the equality dy = zdz holds.
Let us assume that the parametric representation of the surface
F(z, y, z)= 0 is known, namely
z = f(u,v),
= g(u,v),
= h(u,v),
(u,v) E D C R2.
The equation dy = zdz gives us the following equality
(M M)
~ du + 8v
~ dv = h( u, v) 8u du + 8v dv .
8u
We can solve this equation for either ::' or ~:. For any of these choices
we obtain an equation of the form
dv
du = G(u,v)
(u,v) ED.
If v = w( u) is a solution of this equation, then the corresponding solution of the differential equation F( z, y, y') = 0 is
z
= J(u,w(u)),
= g(u,w(u)).
In this way, one can obtain all solutions of the differential equation
F(z,y,y') = 0 if the equation ~: = G(u,v) is solvable.
Lagrange and Clairaut differential equations
Let us consider a first order differential equation of the form
y
= J(z,y'),
J:
DC R2 -+ R.
The Sophus Lie method, described above, can be also applied to this
equation. The surface attached to this differential equation has the
following parametric representation,
= z,
= J(z,p),
= p,
(z,p) E D C R2
The condition dy = zdz becomes in this case pdz = ~dz

leads us to the explicit differential equation
dz
dp
+ Udp and
= G(z,p),
G(z,p) :=
8p ~.
p- 8:11
As an example of this class of equations, one can consider the equation

y
= zA(y') + B(y')
where A and B are functions depending only on y'. This equation is

called Lagrange differential equation. If A(y') # y', then the condition
dy = pdz takes the form
dz
dp
A'(p) z
A(p) - p
B'(p)
A(p) - p
=0
which is a linear differential equation for z as a function of p. If

:z: = 4>(p, C), C E R, is the general solution of this equation, then
the parametric solution of Lagrange equation is
z = 4>(p, C)
Problems
10
y
= A(p)<fo(p, G) + B(p),
GER.
If the equation A(p) - p = 0 has a real solution p = Pl then the function

y = PlZ + B(Pl), which represents a straight line, is a singular solution
of Lagrange equation.
If A(y') = y', Lagrange equation becomes
= zy' + B(y').
This equation is called Glairaut differential equation. The condition,

dy = pdz, applied to Clairaut equation gives us
dz
(z + B'(p dp
= O.
This last equation possesses the family of solutions

y=Gz+B(G),
GERnD B
called the general solution of Glairaut equation; the function defined in

the parametric form
z = B'(p),
y =
-pB'(p)
+ B(p)
is also a solution of Clairaut equation, called the singular solution of

Glairaut equation. It can be shown that this solution is an envelope of
the family of straight lines from above.
Problems
1. Differential equations of the form y' = f(z, y).
1.1 Find solutions of the following equations.
1.
zy' = y3 + y
2.
3e'" tan ydz + (1 - e"') sec2 ydy = 0
3.
y - zy' = a(1
4.
5.
+ Z2 y'),
a ER
y' tan z - y = 0
tanz sin2 ydz + cos 2 z cot ydy = 0
7.
z2(y + 1)dz + (Z3 - 1)(y - 1)dy = 0

(1 + y2)( e2"'dz - e1l dy) - (1 + y)dy = 0
8.
(Z2 y -
6.
9.
10.
Z2
+y -
1)dz
+ (zy + 2z -
a(zy' + 2y) - zyy' = 0,

zdy - ydz = y 2dz
a ER
3y - 6)dy = 0
11
1.2 Find solutions of the following equations satisfying the given initial
conditions (solve the Cauchy problems).
2.
+ etll)yy' - etll = 0 y(O) = 1

(~y2 + ~)d~ + (~2y - y)dy = 0 y(O) = 1
3.
y' sin ~ - y log y
4.
(J~2 + 1 + ny)d~ +
5.
nEN
(a 2 + y2)d~
(1
1.
=0
?r
y( '2)
=1
(Jy2 + 1 + n~)d~ = 0
y(O)
=0
aER
+ 2~Ja~ -
~2dy
y(a)
=0
=n
1.3 Solve the following equations by the suitable change of variables.

1.
2.
3.
4.
5.
6.
7.
y' = (~ + y)2
y' = (8~ + 2y + 1)2
(~ + y)2 y' - a2 = 0 a E R
y' = sin(~ - y)
y' = tan2(a~ + by + c) a =f:. b, a,b> 0, a,b E R
[3( ~ + y) + a2]y' = 4( ~ + y) + b2 a, b E R
y' - 1 = etll+2v
8.
(~+y)m
Y'+l= (
)
) (~+yP
~+yn+
9.
y'=..;.....-~--
10.
J~2
+ y2 -
+ y2)d~ -
(~2
~,n,pE
~ydy =
1.4 Find the plane curves having their subtangent constant and equal
to a.
1.5 Find the plane curves having their subtangent two times longer
than the abscissa of the point of contact.
1.6 Find the plane curves with the property that the length of the
segment of the tangent line bounded by the point of contact and the ~
axis is equal to the distance between the origin and the point of contact.
1. 7 Find the equation of the plane curves with the following property.
The part of the line normal to this curve in any point and bounded by
the coordinate axes is divided by this point into two equal parts.
Problems
12
1.8 Find the equation of the curve passing through the point (3,1) with
the following property. The segment of the tangent line bounded by
the point ofcontact and the z axis is divided into two equal parts by
the point of intersection of the tangent line and the y axis.
1.9 Find the equation of the curve passing through the point (2,0), if
the segment of the tangent line bounded by the point of contact and
the y axis has a constant length equal to 2.
1.10 Find solutions of the following equations satisfying the given conditions.
1.
2.
3.
4.
lim y( z) = 1['
2
limyz
() =
161['
Z2y' cos Y + 1 = 0
z--+oo
3
() =
101['
Z2y' + cos2y = 1 limyz
z--+oo
3
z3y' - siny = 1 lim y(z) = 51['
z3y'siny = 2
z--+oo
z--+oo
5.
(1 + Z2)y' -
6.
Z2y' + sin2y = 1
2" cos 2 2y =
lim z--+-oo
71['
-2
lim (:c) = 111['
z--+oo
1.11 Find bounded solutions of the following equations.
1.
2.
3.
(z + 1)y' = y - 1
e411 y' - e1l + 1 = 0

y' = 2z(1[' + y)
1.12 Solve the differential equation.
1.13 Solve the following equations.
+ (2y'iY -
1.
2.
y=--
3.
z+y
y
= e- +-Yz
l.
z)y' = 0
JX 2 -
+y
4.
xy' =
5.
y' = ! + tan!
x
x
X 2 + y2 + y)dx - xdy = 0
(X 2 + xy + y2)dx - x 2dy = 0
y2
13
(J
6.
7.
8.
(x - y cos! )dx
x
+ x cos !dy =
9.
x log -dy - ydx

y
=0
(4x 2 + 3xy + y2)dx + (4y2 + 3xy + x 2)dy = 0

(3x 2 + 2xy - y2)dx + (x 2 - 2xy - 3y2)dy = 0
(x 2 + 2xy - y2)dx + (y2 + 2xy - x 2)dy = 0
'"
..
x
(1 + e'i)dx + e'i(l - -) = 0, y(l) = 1
10.
11.
12.
13.
(x 2 - 3y2)dx + 2xydy = 0, y(2) = 1

(y2 _ 3x 2)dx + (y2 - 2xy - x 2)dy = 0, y(O) = 1
(x 2 + 2xy - y2)dx + (y2 - 2xy - x 2)dy, y(l) = -1
ax 2 + 2bxy + cy2 + y'(bx 2 + 2cxy + fy2) = 0
14.
15.
16.
17.
a, b, c, fER
2.
x - 2y + 5
=-2x+y-4
---,
x + 2y + 1
y = ---.,;;,--
3.
y'=
1.
2x +4y+3
1- 3x - 3y
---~
5.
l+x+y
, -7x + 3y + 7
y =----3x -7y - 3
(x - y + 3)dx + (3x
6.
(x -
7.
(x -
4.
+ y + l)dy = 0
2y - l)dx + (3x - 6y + 2)dy = 0
y + 2 )dx + (x - y + 3 )dy = 0
8.
(x - 2y + 5)dx
9.
(2x
10.
+ (2x - y + 4)dy =
+ y + l)dx + (-4x -
(2x - 4y
2y + 3)dy = 0
+ 6)dx + (x + y -
3)dy
=0
14
Problems
,
2(y + 2)2
11.
y=
12.
y' = (1
(z + Y _1)2
+ Y-
2z
1)2
1.15 Find the equation of the plain curves having the subtangent equal
to the arithmetic mean of the coordinates of the point of contact.
1.16 Find the equation of the curve passing through the point (1,0),
with the property that the segment of the y axis bounded by the origin
and the point of intersection of the tangent line with this axis is equal
to the polar radius of the point of contact.
1.17 Find the plane curve with the property that the segment of the y
axis, bounded by the origin and the point of intersection of the normal
line in any point of the curve with this axis has a length equal to the
distance between this point and the origin.
1.18 Find the plane curve, for which the segment of the y axis bounded
by the origin and the point of intersection of this axis with the tangent
line in any point, has the length equal to the abscissa of the point of
contact.
1.19 Using the change of variables z = u G , Y = v~, (v = v(u, with
suitably chosen a and {3 (a,{3 E R). solve the equations:
(y4 - 3~2)dy + ~yd~ = 0
y 3 dz + 2( z2 - zy2)dy = 0
(Z2y2 - 1)y' + 2zy3 = 0
1.
2.
3.
4.
(z6 - y4)dy - 3z 6 dz = 0

1.
2.
3.
4.
5.
6.
7.
y' + 2y
Z
= Z3
y' - ytanz = cos z

y' - 2zy = z - Z3
y' + ay = beJ'e a,b,p E R

, 2z -1
1
y Z2 =
Y
zy' - - - - z + 1 = 0
z+1
,
tanz
tanz
y---=--
aER
15
(1 + Z2)y' - 2zy = (1 + Z2)2

(1 - z2)y' + zy - a = 0, a E R
8.
9.
(Z2 - l)~dy + (Z3 + 3zYVz 2 - l)dz = 0

Va 2 + z 2dy + (z + y - Va 2 + z2)dz = 0
(Z2 + 2z - 1)y' - (z + l)y = z - 1
zlogzy' - y = z3(3logz -1)
(a 2 - Z2)y' + zy = a 2 a E R
z3 - 2
Z(z3 + l)y' + (2Z3 - l)y = - z
y' - ~ = eZ ( z + 1
n EN
z+l
1- 4z
(2z - l)y' - 2y =
2
10.
11.
12.
13.
14.
15.
aE R
16.
17.
2
(3z 2 - 2z)y' - (6z - 2)y + -(9z - 4) = 0
z
18.
1.21 Find solutions of the following Cauchy problem.
1.
zy' + y = e Z
2.
y' -
3.
y' _ ytanz
4.
5.
6.
7.
y
1- Z2
a, b E R
y( a) = b,
= 1 +z
y(O)
=0
= _1_
y(O)
=0
cosz
xy' - ny = zn+llogz
xy' - ny = xn+le z
y' + y cos z
n EN,
n E N,
y(l)
=0
y(l) = 1
= sin z cos z y( 0) = 1
y' + 2y = 2z + 2 y(O) = -3
Z2 -1
8.
zy' + (2z2 - l)y
= 2Z2 -
9.
y' - 2y = _z2
y(O) =
y(l)
= 1-
1
e
4"
1.22 Taking x as dependent and y as independent variable, find solu-
tions of the following equations.

1.
2.
(y2 - 6z )y'
(z - 2zy -
+ 2y = 0
y2)y' + y2 = 0
16
Problems
3.
4.
5.
6.
y'{z cos y + sin2y) -1 = 0

(2z - y2)y' = 1
y'{y2 _ z) - y = 0
yYdx + {ze Y - 2y)dy = 0
7.
y{l
+ y)2)dz -
(x
y{-2) =
1r
+ xy2 + y2)dy = 0
1.23 By the suitable change of variables find solutions of the following

equations.
xyy' + y2 + x 2 = 0
yy' + y2 - cos X = 0
1.
2.
3.
3xy2y' + yS - 2z
=0
1.24 Prove that if Y17 Y2, Ys are three particular distinct solutions of a
n=n is constant.
linear differential equation, then Y3-1Il
1.25 Find solutions of the following problems.
1.
2.
3.
lim y(x) = 0
z-+oo
. x - y cos z = - --2
sin2 -z
y , sm
z
(I + z2) log{l + z2)y' - 2xy
- 2x arctan z lim y{ z)
z-+-oo
=-
l'1m y ()
x = 0
z-+oo
= log{l + z2) ~
2
4.
1. 1
z
1
y - e y = - sIn - - e cos-
5.
y' - ylogz = -(I + 2logz)z-Z
Z2
lim y{z) = 2
z-+-oo
lim y(x) = 0
z-+oo
1.26 Find bounded solutions of the following differential equations.
= cos z -
1.
y' - 2xy
2x sin x
2.
2)zy' - y = - sin';; - cos';;
3.
y' - ylog2
= 2sinz{cos x-I) log 2
1.27 It is known that the equation,

y' + p(x)y + q(x) = 0
has the particular solutions
17
Find the general solution of this equation, the functions p( z) and q( z),
and the solution satisfying, y( u) = 2uj u E R is fixed.
1.28 Consider the equation
y' + ay = f(z)
a E R+,
If(z)1 < M,
f(z)
C(R).
a) Find the bounded solution of this equation.

b) Prove that the solution found in a) is periodic if f( z) is periodic.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
y ' - -4y
= Z VY
Y
z
y' +! = _zy2
z
2zyy' - y2 + z = 0
3zy' - y( 1 + z sin z - 3y3 sin z) = 0

y' + 2y = y2 e fJe
z
zy
y' =2(Z2 - 1)
2y
y' - y tan z = y4 cos z
zydy = (y2 + z )dz
zy2y' = z2 + y3
yn-l(ay' + y) = z aER nEN

zm y , + azm-1y + byn = 0 a,b E R
z2 y' + 2z 3y = y2(1 + 2Z2)
m,nE N
(1 + Z2)y' - zy = z2 y2
'
zy
vy
Y+1 -z 2=Z Y
y' - 2zy = 2z 3y2
3y2 y' + y3 + z = 0
zy' + y = zy 2logz
(Z2 + 2zy3)dz + (y2 + 3z 2y2)dy = 0

y' - y cos z = yn-l sin 2z, n#l nEN
1.30 Find solutions of the following Cauchy problems.
1.
zy' + y = y2logz
y(l) = 1
18
Problems
y' - 9z 2y = Z2(Z3 + l)yl
2zyy' + Z2 - y2 = 0
2.
3.
a)
y(O)
=0
b) y(O)
y(O)
=0
= 1 c) y(l) = 0
1.31 Interchanging dependent and independent variables find solutions

of the following equations.
y'(Z2 y 3 + zy) = 1
zy'( Z2 + 2y 3) - 2y4 = 0
1.
2.
y' = frac(1 + y)2 Z (Y + 1) y'z3 sin y = zy' - 2y

(2z2ylogy - z)y' - y = 0
z2 y n y, = 2zy' - y (n f:. 2)
3.
4.
5.
6.
Z2
1.32 Find the equation of the plane curves, for which the area of a
triangle built from the z axis, the tangent line, and the line passing
through the point of contact and the origin is constant.
1.33 Find the equation of the plane curves having the property that the
segment of the z axis bounded by the origin and the point of intersection
of the tangent line with this axis has the length equal to the square of
the ordinate of the point of contact.
1.34 Find the equation of the plane curves having the property that
the segment of the axis of ordinates bounded by the origin and the
point of contact is equal to the subnormal length.
1.35 Find the equation of the plane curves having the property that
the length of the segment of the tangent line bounded by the point of
contact and the z axis is equal to the distance between the point of
intersection of this line with the z axis and the point M(O, a), a E R.
1.36 Solve the following differential equations if they have the indicated
particular solutions.
! + 9z 2 = 0
= 3z
1.
y' - y2 _
2.
y' - y2
3.
z2y' + Z2 y2 + zy - 4 = 0
2
y= -
4.
y2
(4z + l)y
y + z(2z - 1) - z(2z - 1)
Yl
+ Y cot z + sin2 z = 0
Yl
= sin z
19
4
=0 Y1=1 Y2=2z
2z-1
(z2 + 1)y' - 4zy2 - 2z(4z2 + 3)y_4z 3 (Z2 + 1) = 0
5.
Y1 = -1 - Z2
Y2 = -!. - Z2
2
1.37 Solve the following differential equations knowing that they have
solutions of indicated form.
Y1 = az + b
a, b E R
a
Y1 = aER
1.
Y' = y2 _ zy - Z
2.
Z2(y' + y2) - 2(zy - 1) = 0
3.
4.
6.
zy' = y2 - (2z + 1)y + Z2 + 2z

y' = _y2 + 1 + Z2 Y1 = az a E R
a
Z2y' + (zy - 2)2 = 0 Y1 = - a E R
z
a
Z2y' - Z2y2 - zy - 1 = 0 Y1 = - a E R
7.
,
2
1
y+y - - = 0
5.
z
Y1 = az + b a, bE R
a
R
Y1=- aE
2Z2
z
z(2z -1)y' + y2 - (4z + 1)y + 4z = 0 Y1 = az m a,m E R
2zy2
Z4y
3z2
y' +
= 0 Y1 = az m a, mER
Z5 - 1 Z5 - 1 Z5 - 1
8.
9.
1.38 Check, whether the following equations are total; if they are solve them.
1.
2.
3.
4.
5.
6.
7.
8.
(Z2 + y2 + 2z)dz + 2zydy = 0

(Z3 + zy2)dz + (Z2y + y3)dy = 0
Z
Z2 _ y2
-dz+
dy= 0
y3
y2
(3z 2 + 6zy2)dz + (6z 2y + 4y3)dy = 0

(Z3 - 3zy2 + 2)dz - (3z 2 y - y2)dy = 0
(Z2 + 2zy3)dz + (y2 + 3z 2y2)dy = 0
3z 2 + y2
2z 3 + 5y
--2~dz3
=0
Z)dY=O
( J 2z+ y2 +!.+!.)dZ+(
Z Y
J z2Y+ y2 +!.Y __
y2
z
Problems
20
9.
( 2z
Z2 + y2)
2
dz
zy
Z2 + y2
2
dy
zy
=0
11.
2 z) d - 0
sin-2z
+ z ) d z+ ( y -sin
-y(y
y2
Z(Z2 + y2 _ a 2)dz + Y(Z2 + y2 + a 2)dy = 0
12.
3z 2(1
10.
13.
14.
+ logy)dz +
(:3 _
2Y) dy
=0
z
2) dz+ (z2 + 1 cos Yd y= 0
( -.-+
smy
cos2y - 1
zdy - ydz
zdz + ydy =
2
2
Z
+y
1.40 Show that zp!yQ is the integrating factor of the homogeneous

differential equation P(z, y)dz + Q(z, y)dy = O.
1.41 Find integrating factor having the indicated form and then solve
the following differential equations.
~3) dz + (Z2 + y2)dy =
1.
( 2zy + Z2 y +
2.
3.
(1- z2y)dz + z2(y - z)dy = 0 I" = I"(z)

(z + y2)dz - 2zydy = 0 I" = I"(z)
4.
2zylogydz + (Z2 + y2J1 + y2)dy = 0 I" = I"(y)

(z + sin z + sin y)dz + cos ydy = 0 I" = 1"( z )
(2zy2 - 3y3)dz + (7 - 3zy2)dy = 0 I" = I"(y)
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
I" = 1"( z )
(2z2y - 2y + 5)dz + (2z 3 + 2z)dy = 0 I" = I"(z)

(z2 + y)dz - zdy = 0 I" = I"(z)
y(l + zy)dz - zdy = 0 I" = I"(z)
2zydz + (3y2 - z2 + 3)dy = 0 I" = I"(y)
(1 + 3z 2 sin y)dz - z cot ydy = 0 I" = I"(y)
(z3 y2 + y)dz - (z2 y3 + z)dy = 0 I" = I"(zy)
(2 X 3 + 3x 2y + y2 - y3)dz + (2 y3 + 3zy2 + x 2 - z3)dy
I" = I"(z + y)
xy 2dx + (z2 y - z)dy = 0 I" = I"(xy)
(3z + 2y + y2)dz + (z + 4xy + 5y2)dy
=0
I"
=0
= I"(z +
y2)

16.
17.
18.
(3y2 - z)dz + (2y2 - 6zy)dy = 0 J.L = J.L(z + y2)

(x - zy)dz + (y + z2)dy = 0 J.L = J.L(Z2 + y2)
(x 2 + y2 + l)dz - 2zydy = 0 J.L = J.L(y2 - Z2)
2. Differential equations of the form F(z, y, y')

1.42 Solve the following differential equations.
12
,
3 2
Y - Y - 3zy - -z = 0
2
z - sin y' + log y' = 0
yyl2 _ 2zy' + y = 0
I.
2.
3.
4.
= y 12 eyl
12
6.
Y - zy -y+ - = 0
2
y - yl2 _ 2 log y' = 0
7.
8.
zy'2 + 2zy' + y
zyl2 - 2yy' + z
5.
=0
=0
y'3+(z+2)eY =0
9.
10.
II.
ell + y' = z
ay' + byl2 = z
z
y
12.
13.
14.
15.
y' + siny'
= aYI2 + by,3
a,bE R
a,bE R
= y'logy'
y = y'(l + y' cos y')
I.
y = 2zy' + 1 + yl2
2.
3.
y
Y
4.
5.
= (1 + y')z + yl2
= -zy' + yl2
zy'
2
y=-+2
y'
y = 2zy' _ yl2
= o.
21
Problems
22
6.
7.
8.
9.
10.
11.
12.
13.
y = 2xy' - 4y'S
y'S = 3(xy' _ y)
xy'(y' + 2) - y = 0
2xy' - y = log y'
3
y = -xy' + eV
2
yy' = 2xy12 + 1
y = xy' + a-2 -+-a-2-y l2-
-jr-
= xy' -
16.
log y'
a
y = xy' + 12 a E R
Y
2yl2(y - xy') = 1
,
ay'
y = xy + \1'1 + yl2 a E R
17.
xyl2 - yy' - 1 = 0
14.
15.
aER
1.44 Find the solution of the equation

yl2
+ 2xy' + 2y = 0
which crosses the y axis at the angle ~.

1.45 Find the integral curve of the equation
2yy' - x(yl2
+ 1) - y'4 + 3y12 = 0
passing through the point (0, -1) and having in this point the straight
line y + 1 = 0 as its tangent line.
1.46 Derive the equation of the plane curves with the property that the
area of the trapezium formed by the coordinate axes, the tangent line
and the ordinate of the point of contact is a 2 Find the curve, which
passes through the point (a, a), a E R.
1.47 Derive the equation of the plane curves with the property that
the segment of the tangent line bounded by the coordinates axes is
constant and equal to a.
1.48 Derive the equation of the plane curves with the property that
their tangent lines determine, together with the coordinate axes, a triangle with the area equal to 2a 2
23
1.49 Derive the equation of the plane curves, for which the distance
from the origin to the tangent line is constant and equal a.
1.50 Derive the equation of the plane curves, for which the tangent
line determines two line segments on the coordinate axes with the total
length equal 2a.
1.51 Derive the differential equations of the following families of curves
and find the orthogonal trajectories of these curves.
Z2 + y2 - 2az = 0 a E R
y = az 2 a E R
z2 + y2 = a 2 a E R
y2 = az a E R
1.
2.
3.
4.
5.
6.
7.
8.
zP
9.
10.
(Z2
zy = a a E R
(z - a)2 + y2 = a 2
y = az P
aER
a ER
+ yP = aP , (p =f: 2) a E R
(2a - z )y2 - z3 = 0 a E R
+ y2)2 -
y = aeF
11.
a 2( Z2 - y2) = 0
aER
aER
1.52 Let us consider the following differential equation called the equation with delayed (retarded) argument
y'(z) = J(z,y(z),y(z - T))
with constant delay
> 0 and the additional condition
y( z) =
<1>( z )
for Zo -
Z ~ Zo.
Using the step method show that the solution of this problem can be
obtained as a solution of the appropriate initial value problem.
1.53 Find solutions of the following differential equations with delayed
arguments satisfying the given conditions on the indicated intervals.
1.
y'z=6y(z-1)+y(z)
2.
for 0 ~ z ~ 1
y'(Z)=2y2(Z-2)+y(z)
ZE[1,3], y(z)=z+1
zE[0,4], y(z)=z
Problems
24
for - 2
3.
y'(z) = y(z)y(z -1)

for
4.
y(z) = 1
-1~z~0
y'(z)
for
z E [0,2],
=z -
2y(z) + y(z - 3)
z E [0,6], y(z)
= z +3
-3~z~0
1.54 Let us consider the following differential equation called the neutral delay differential equation
y'(z) = J(z,y(z),y(z - T),y'(Z - T

with constant delay T > 0 and the additional condition
y(z) = 4>(z)
forzo -
<
ZOo
Using the step method show that the solution of this problem reduces
to the solution of the appropriate initial value problem.
1.55 Find solutions of the following neutral delay differential equations
satisfying the given conditions on the indicated intervals.
1.
y'(z)
= 2y(z) -
for -3
2.
y'(z)
<
2y(z - 3)y'(z - 3)y2(z)

0
1,
1
= y(z) + y(z -
2")Y (z - 2")Y(z) z E
[0,6], y(z)
= z +3
1 1
[-2"' 2"]' y(z) = 1
for -1 -< z <-2
3. N -th order differential equations solvable by reduction of

order.
1.56 Find a solution of the differential equation,
y(n) = J(z)
J E C([a,b])
and solve the Cauchy problem,
y(i)(Zo)=yg
j=0,1, ... ,n-1,
zE[a,b]
OI
h
were
Zo, Yo,
Yo, ... , Yon-l are gtven
real numb ers.

"
4 sin z
cos 3 Z
ylll = logz
8 sin 2z
cos 3 2z
1.
y =--:--
2.
3.
4.
ylll = Z + cos z + sin z

y" = 1 + tan 2 z
5.
y" = arcsin z
"
6.
v'1- z2
2Z2
= (Z2 + 1)2
+ sinz
1.
y" = z
2.
ylll = IO:2z
3.
4 _ a. y ()
= --e
0 = 1, y '( 0) = 0
Z3
ylll = ze yeO) = y'(O) = y"(O) = 0
y'" = zlogz y(l) = y'(l) = y"(l) = 0
ylll =
z
y(l) = y'(l) == y"(l) = 0
(z + 2)5
4.
5.
6.
yeO)
y(l)
= 1,
= 0,
y'(O)
y'(1)
=0
= 1,
y"(l)
y"
lll
1.59 Show that the order of the differential equation
F(z,
y(1c), y(1c+ 1 ), , yen~
=0
k<n
can be reduced to n - k.
2.
3.
zy" + y' + z = 0
zyIV - 3y'" - 4Z2 = 0
y" - zy'" + ylll3 = 0
4.
zy" = y'log -
5.
6.
y" = 1 _ yl2
1.
7.
y'
z
y'(l + yl2) = ay" a E R

(z + l)y" - (z + 2)y' + (z + 2)
=0
=2
25
Problems
26
1
y' + _y,t2 = zy"
4
zylll + y" = 1 + z
y"t2 + y,t2 = 1
8.
9.
10.
12.
13.
(1 + Z2)yll + yt2 + 1 = 0
y' = zy,t2 + y,t2
y' = zy" + y" _ y,t2
14.
ylll =
15.
zyV _ yIV
16.
(z -l)ylll + 2y"
11.
VI + y,t2
=0
z+l
=2z2
1.61 Solve the following Cauchy problems.
2.
4y' + y,t2 = 4zy" yeO) = 0,

(1 + Z2)yll - 2zy' = 0 yeO)
3.
zy"
1.
VI + yt2
y(l)
y'(O) = -1
= 0, y'(O) = 3
= 0,
y'(e 2)
=3
7.
y'
1
y"(l + logz) +;- = 2 + logz y(l) = 2' y'(l)
,
,
1
y" = ~(1 + log~) y(l) = -, y'(l) = 1
z
z
2
2y' + (yt2 - 6z )y" = 0 y(2) = 0, y'(2) = 2
y' Z2
y" = - + y(2) = 0, y'(2) = 4
8.
9.
y" = y'logy' yeO) = 0, y'(O) = 1

2y" log y' = y' y(l) = -6e- 2, y'(l)
4.
5.
6.
=1
y'
= e- 2

F(y, y', ... , yen~
Show that by the change of variables y'

decreases by one.
1.
yt2
y" - -
- yy'
= o.
= p(y)
=0
the order of equation
2.
3.
4.
5.
2yy" - 3y12 = 4y2

yy" - yl2 - 2yy'log y
yy" - yl2 + y,3 = 0
y,l2 - 2y'ylll + 1 = 0
27
=0
y" = y'(l + yl2)

y" = 1 + yl2
6.
7.
1 + yl2 - 2yy" = 0
8.
2y12 - y"(y - 1) = 0 y(2) = 2, y'(2) = 1

1 + yl2 = 2yy" y(l) = 1, y'(l) = 1
yy" + yl2 _ y'3 = 0 y(O) = 1, y'(O) = 1
y" - yl2 y'(Y _ 1) = 0 y(O) = 2, y'(O) = 2
1.
2.
3.
4.
5.
6.
7.
3y'y" = y + yl2 + 1 y(O) = -2, y'(O) = 0

yy" + yl2 + 1 = 0 y(O) = 1, y'(O) = 1
1
1
y" - yl2 + y = 0 y( 1) = - 4"' y' ( 1) = 2"
8.
eY
y" + - 2y' - 2yy12
1
y( - -2 ) = 1, y'(-~) = e
y
e
2e
1 + yy' + yl2 = 0 y(l) = 0, y'(l) = 1
(1 + yy')y" - (1 + yl2)y' = 0 y(O) = 1, y'(O) = 1
9.
10.
=0
1.65 Consider the differential equation

y'
y(n)
F( z, -, ... , - ) = O.
Y
Y
Show that by the change of variables, JL
= u, the order of equation
'11
decreases by one.
2.
3.
zyy" + zyl2 - yy' = 0

z2 yy" - (y - zy')2 = 0
yy" - yl2 _ 15y2 JZ = 0
4.
y" + !. + J!.... -
1.
Z2
12
'L = 0
Y
Problems
28
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
zyy" + zyl2 - 2yy' = 0

(z2 + l)(yl2 - yy") - zyy'
zyy' - zyl2 - yy' = 0
y'ylll - 3y'12 = 0
=0
+ y'Vy2 + yl2
yy' = Vy2 + yl2y" - y'y"
z2 yy" - 2z2y12 + zyy' + y2 = 0
yy" _ yl2 _ y2y' = 0
y2 + yl2 _ 2yy" = 0 y(o) = 1,
yy" = yl2
2yy" - 3y12 - 4y2 = 0 y(O) =

2yy" + y2 _ yl2 = 0 y(O) = 1,
y'(O) = 1
1, y'(O) = 0
y'(O)
=1

F(y, zy', Z2 y", ... ,
zny(n
= o.
Show that by the substitution Izl = e t , one obtains an equation which

order can be reduced by one.
4.
z2 yy" + Z2 y12 - zyy' = 0

z2 yy" + Z2 y12 - 5zyy' + 4y2 = 0
z2 yylll - 3z 3yy'y" + 2z 3y'3 + z2 y 2y' _ z2 y 12 _ y3 = 0
z3yylll + 3z 2y'y" = 0 -
5.
Z2(yy" - yl2)
1.
2.
3.
6.
7.
8.
9.
10.
+ zyy' = yvZ2 y12 + y2

z2 yy" - Z2 y12 - zyy' = 0
z2 yy" + Z2 y12 - 2zyy' = 0
z2(2yy" - yl2) = 1 - 2zyy'
z2 yy" - (y - zy')2 = 0
z2 yy" - 2z2y12 + zyy' + y2 = 0

y y,, ,
- 0
F( -,
zy,, ... , z n-l y (n .
29
Show that by the change of variables y = ux, one obtains an equation

which order can be reduced by one.
1. 70 Solve the following differential equations.
4.
xy" - ( ! - y')2 = 0
x
x 4 y" - (y - xy')3 yl) = y'(l) = 1
x 4 yy" + 3x 2yy' - (xy + x 2y')2 + x 2y2 + xy = 0
x 4 y" - x 3y'3 + 3x 2yyt2 - (3xy2 + 2x 3)y' + 2x 2y + y3 = 0
5.
yy" - 2xyt2 = 0
6.
X 4 (y'2
1.
2.
3.
7.
y(2) = 2,
y'(2) =
- 2yy") = 4x 3yy' + 1
x 2yy" + x 2yt2 - 5xyy' + 4y2 = 0
1. 71 Solve the following differential equations.
+ y" =
1.
x - eV'
2.
x = y"3
3.
x = siny" + y"
4.
+ y"
y')l1 + y'Y = 0
1. 72 Derive differential equations of the following families of curves.
1.
2.
3.
= ax 2 + be z
a, b E R
(x - a? + by2 = 1 a,b E R
logy=ax+bya,bER
4.
y = ax 3 + bx 2 + ex
5.
x = ay2
6.
7.
8.
9.
+ by + e
a, b, e E R
a, b, e E R
(x - a? + (y - b)2 = e2 a,b,e E R
x 2 + y2 + ax + by + e = 0
y = a sin( x + b) a, b E R
y=eZ(ax+b) a,bER
a, b, e E R
CHAPTER
Existence and Uniqueness Theorems
Preliminaries
Definition 2.1 A set X equipped with a metric
which satisfies the conditions (the axioms of the metric)

1. d(z,y)
= 0 {:} z = y,
2. d(z,y)
= d(y,z) Vz,y EX
Vz,y EX
3. d(z, z) S; d(z, y) + dey, z),
Vz, y, z E X (the triangle inequality)
is called the metric space.

Definition 2.2 A sequence {Zn}neN of elements of the metric space
(X, d) is called fundamental, if Vf. > 0, 3N such that Vn, m > N,
d( Zm, zn) < f..
Definition 2.3 A sequence {Zn}neN C X is convergent if it has a limit
z E X such that Vf. > 0, 3N such that Vn > N, d(zn, z) < f..
Definition 2.4 metric space (X, d) is called complete, if every fundamental sequence is convergent.
Definition 2.5 We say that the set M is equipped with a linear vector
space structure (is a linear space) over the field K if the following two
30
2. Ezistence and Uniqueness Theorems
31
operations are defined in M:
+:M
xM
.:K x M
Mj (z, y) 1-+ Z + y
Mj (A, y) 1-+ A . y
--+
--+
with the properties:
+ y = y + z \:Iz, y E M
(z + y) + z = z + (y + z)
1. z
2.
\:Iz, y, z E M
3. There exist the zero element 8 in M such that z + 8 = z \:Iz E M

4. For any element z E M there exists the opposite element -z
satisfying z + (-z) = 8
5. 1 z = z
6. A(/LZ)
\:Iz E M
= (A/L)Z
7. (A + /L)z = AZ
8. A(Z
+ y) =
AZ
\:Iz E M, \:lA, /L E K
+ /LZ
\:Iz E M, \:lA, /L E K
+ AY
\:Iz, y E M, \:IA E K
Definition 2.6 In the linear space X, the mapping
satisfying,
1. II Z 11= 0 } Z = 8
2. II AZ 11= IAIII Z II
3. II Z + y II~II Z II
\:Iz E M
+ II y II
\:IA E K
\:Iz, y E M
is called the norm.

Definition 2.7 A linear space equipped with a norm is called the normed
linear space.
Remark 2.1 In the normed vector space M, the function
d(Z,y)=lIz-yli
is the metric induced by the norm.
Problems
32
Definition 2.8 A complete, normed linear space is called the Banach

space.
Definition 2.9 Let (z, d) and (Y,8) be metric spaces, with the metrics
d and 8, respectively. We say that the mapping
I:
(X, d)
+-
(Y,8)
satisfies the Lipschitz condition, if there exists L > 0 such that
8(f(z),I(Y)) ~ Ld(z,Y)j
Vz,y EX
L is called the Lipschitz constant.

Theorem 2.1 (Banach) Let (X, d) be a complete metric space and 1 :
(X, d) +- (X, d) a contraction, i.e. the mapping for which 3a E R,
o < a < 1 such that
d(f(z),I(Y)) ~ ad(z,Y)j
Vz,y EX
Then, the mapping 1 has a unique fixed point which can be found by
the iteration method, starting with any element of X. The following
estimate holds:
an
d(z,zn) ~ 1- a d(ZO,Zl)
where Zn = I(zn-I}; Zo is an arbitrary element of (X, d), and z is the

unique fixed point of I.
Theorem 2.2 (Picard) Let
1.
2.
1 E 0(0), n = [zo - a, Zo + a] x [Yo - b, Yo + b), a, b > 0,

1 satisfies the Lipschitz condition in Y variable, with the Lipschitz
constant L,
3. h = min(a, t),M
= maxll(z,Y)I.
n
Then, the Cauchy problem,
= I(z, y)
y(zo) = Yo
has a unique solution in the sphere B C O[zo Y'
(1)
(2)
h, Zo + h]; this solution

can be found by the iteration method, starting with any element of
B(yo, b).
Theorem 2.3 Let
33

1.
E C(O, Rm), I = (It, ... , 1m) 0 = {(x, y) E Rm+l: Iz - Zol ::;

aj IYl - y~1 ::; rl, ... , IYm - y!1 ::; rm}
2.
Ii,
3. h
i = 1, ... , m satisfy the Lipschitz condition in the y variables
= min( a, II/~II' ... , 11/:11)
Under these conditions, the Cauchy problem (2.1), (2.2) has a unique
solution in
= {y E C([zo -
h], [xo + h],Rm):1I Yi - Y?
II::; ri,i = 1, ... ,m}.
This solution can be found by the iteration method, starting with any
element Y E Y.
Theorem 2.4 Let
E C(O, R), 0 = {(z, y) E Rn+1: Iz - zol ::;
rl, Iy' - y~1 ::; r2, ... , Iy(n-l) - y~n-l)1 ::; rn}.
1.
2.
I satisfies the Lipschitz condition with respect to y, y', ... , y(n-l).
aj
Iy - yol ::;
---..!L..!7l...)
3. h = IDl n(a '1'2+lyol''
11/11
Then, the Cauchy problem
yen) = I(z, y, y', ... , y(n-l)

y(zo)
= Yo,
y'(zo)
(3)
= y~, ... , y(n-l)(zo) = y~n-l)
(4)
has a unique solution in
= {y E C([zo -
h], [zo + h]) : Iy(i)(z) - y~i)1 ::; ri, i
= 0, ... , n -
I}.
This solution can be found by the iteration method.

Theorem 2.5 Consider two Cauchy problems
y'
z'
I(z,y), y(zo) = Yo
(5)
g(z, z), z(xo) = Zo
(6)
I,g E C(O, R n), 0 ~ R x Rn, (zo, Yo), (xo,zo) E O.
E C(O, Rn) and satisfies the Lipschitz condition in the variable

y (with the Lipschitz constant L), then the solution of the Cauchy
problem depends continuously on Zo, Yo and
If
Problems
34
where Xo < xo, M = maxl/(x, Y)I, I/(x, y) - g(x, Y)I < in O.

o
Theorem 2.6 If 1 E om(o), then the solution of the Cauchy problem
(2.5), (2.6) belongs to the class om(o) with respect to Xo and Yo.
Problems and Exercises

2.1 Let Rn be a set of all elements of the form x = (Xl, X2, ... , x n);
Xi E R, i = 1, ... , n. Show that the following mappings represent
metrics in R n.
n
a) 6(x,y)
= L:IXi - Yil
i=l
b) d(x, y)
L:(Xi - Yi)2
i=l
2.2 Show that the metrics 6, d, p, defined in Problem 2.1, are equivalent.
2.3 Show that the metric space (Rn, d) is complete.
2.4 Show that O[a, b] (the set of all continuous functions on [a, bD with
d(/, g) = max I/( x) - g( x) 1 is a complete metric space.
zE[a,b]
2.5 Show that B[a, b] i.e. the set of all continuous functions on [a, b],
with the metric 6(/, g) = maxe'Tlz-zol, where T E R+, Xo E [a,b] is a
zE[a,b]
complete metric space.

Remark The metric 6 is called the Bielecki metric.
2.6 If (X, d) is a complete metric space and Y c X is closed, then the
space (Y, d) is complete.
2.7 Show that the set Olc[a, b] (functions on [a, b] with all derivatives
up to the order k continuous) with the metric
d(f,g) =
max I/(x) - g(x)1
zE[a,b]
+ zE[a,b]
max If'(x) -
... + zE[a,b]
max It<lc)( x) -
g'(x)1
g(lc) ( x) I
is a complete metric space.

2.8 Let n ::) Rn be a bounded domain. Show that the spaces 0(11, R),
0(11, C) are Banach spaces with the uniform norm.
35
2.9 Let n :::> Rn be a bounded domain. Show that the spaces 0(1c)(0, R),
0(1c)(0, e) are Banach spaces with the uniform norm.
2.10 Let n :) Rn be a bounded domain. Show that the spaces 0(0, Rn),
0(0, em) are Banach spaces with the uniform norm.
2.11 Formulate the Lipschitz condition for the mapping I: n c Rn-+
Rm.
2.12 Let 1 : n c R2 -+ Rj (z, y) ..-+ I(z, y). Formulate the Lipschitz
condition for I, with respect to the variable y.

2.13 Formulate the Lipschitz condition for the mapping 1 : n c
Rn+1 -+ Rnj (x,Yt, ... ,Yn) ..-+ I(Z,Yl, ... ,Yn), with respect to the
variables Yi.
2.14 Let Rn be equipped with one of the metrics,
n
a) 5(z, y) =
L:IZi -
Yil
i=l
b) d(z, y)
= L:(Zi -
Yi)2
i=l
Show that the following mappings satisfy the Lipschitz condition, with
respect to the indicated variables. Find the Lipschitz constant.
a)
I: 0 c (R3,5) -+ (R2,p), (z,y,z)..-+ (y2 - z2,y2 + Z2)

n = {(z,y,z) E R3: Izi < 5, lyl < 3, Izl:::; 2}
with respect to(y, z)
b)
I: 0 C (R3,5) -+ (R2,5),
o is the same as in a)
with respect to (y, z)
c)
I: 0 C (R3,5) -+ (R2,d),
o is the same as in a)
with respect to (y, z)
d)
e)
(z,y,z)..-+ (y2 - z2,y 2 + Z2)
(z,y,z)..-+ (y2 - z2,y2 + Z2)
(R3,5) -+ R, (z,y,z)..-+ Z2 + 2siny + 3z 2

0= [0,1] X [-2,3] X [6,8]
with respect to (z,y,z)
l:nC(R3,p)-+(R2,5), (z,y,z)..-+(-2zYZ+y2,-2zy2)
I: 0 c
36
Problems
11={(z,y,z)ER3 :1<z<3, O<y<5 -3<z<1}

with respect to (y,z)
f)
I: 11 C (R3 ,8) -+- (R2 ,p), (Z,y,Z) r-+
r-+
((COS Z + 1)y + x 2Z - 7, (1 - x)y + z sin x + e

3
11 = {(z,y,z) E R : 0::; z ::;
7r
2'
< y < 1 Izl < 2}
with respect to (y,z)
g)
I: 11 C (R2 ,d) -+- R, (x,y) r-+

11 = {(x,y) E R2 : -1 < z < 1,
with respect to y
smy
1+x
-00
< y < oo}
2.15 Show that the mapping 1 : 11 C (R2, d) -+- R, where 11 is bounded

and closed, 1 E 0(11), and
is continuous in 11 satisfies the Lipschitz
condition with respect to y. What happens if 11 C (R2,8), or 11 C
(R2, p)?
2.16 Let 1 E 0(11),
E 0(11), 11 C R2 and bounded. Can 1 be a
Lipschitz mapping? Explain the answer.
2.17 Let 1 E 0(11),
E 0(11),11 is not bounded. Can 1 be a Lipschitz
mapping?
2.18 Show that the mapping
U
U
1. satisfies the Lipschitz condition if
11
= {(x,y) E R2 : a::; z::; b, ex::; y::;,B},
2. satisfies the Lipschitz condition in any bounded domain,

3. does not satisfy the Lipschitz condition if 11
= R2.
2.19 Show that I(x, y) = y~ does not satisfy the Lipschitz condition
with respect to y if 11 = {(x,y) E R2 : Ixl < 1,0::; y::; 1}.
2.20 Let Lip(n) be the set of all Lipschitz functions
I: 11 C (Rn, d)
-+-
(Rm, 8).

Show that
C 1 (n)
Lip(n)
37
c C(n).
2.21 Does the function I = ~,x E (0,1) satisfy the Lipschitz condition?
2.22 Investigate if the following functions are Lipschitz or local Lipschitz
I(x) = Vi;
I(x) = Vi;
0<x <1
1<x <2
2.23 Show that if the function I : n c Rn -+ R, where n is an

open domain, has continuous first partial derivatives, then it is local
Lipschitz.
2.24 Does the function I: n c (R2,p) -+ R, n = [a,b] x R, (x,y) 1---+
I(x,y) = p(x)y + q(x), p,q : [a,b] -+ R, p,q E C([a,b]) satisfy the
Lipschitz condition?
2.25 Using the formula of finite increments (Lagrange formula), find
the sufficient condition for the mapping
I: n c
(Rn, <5)
-+
(Rn, <5)
to be a contraction.
2.26 Find a real parameter A such that the following mappings are
contractions
a)
f(x) = A [
0.7 -0.3] [
0.9
-0.1
Xl ]
+[
E R.
X2
a ]
b
x E R2, a,b E R
b)
I(x) = sinh(x) + A(3 - x),
2.27 Is the mapping
I :R
-+
R, x
1---+
loge eZ
+ 1)
a contraction?
2.28 Is the following statement true: If (X, d) is a metric space and
I : (X, d) -+ (X, d) is a contraction, then the equation I( x) = x has a
unique solution?
2.29 Let I : [a, b] -+ R be a differentiable function such that I( a) < 0,
I(b) > 0, and 0 < k1 ~ J'(x) < k2 for all x E [a,b]. Show that the
Problems
38
equation I( z) = 0 has a unique solution. Present a method of finding

this solution.
2.30 Study solvability of the equation I( z) = 0, z E R.
2.31 Using Banach theorem, show that the Kepler equation
z
= q sin z + m,
z ER
where q, m are given real constants has a unique solution if Iql < 1.
Compute the first three successive approximations for q = i, m = t.
2.32 Taking different metrics in Rn and using Banach theorem, formulate different existence and uniqueness theorem for the solutions of the
system of algebraic equations
n
Zi
= AL
1e=1
ai"ZIe + bi,
= 1,2, ... ,n
where A, ai", bi E R.
2.33 Is the following statement true: Any convex and bounded set from
R has the fixed point property?
2.34 Has a linear topological space the fixed point property?
2.35 Give examples of topological spaces which do not have the fixed
point property.
2.36 Using Banach theorem, establish the existence and uniqueness
theorem for the solutions of the Fredholm integral equation
In K(z,y,</>(ydy+ I(z)
</>(Z) = A
where n c Rn is a bounded domain, A E R,

following cases
a)
b)
c)
1 E C(O).
0 X [-r,r))
K E C(O x 0 x R)
K E C(O x 0 x:1) :1 = [c, d) c
K E C(O x
2.37 a) Discuss solvability of the integral equation
b) What can be said about the case A = 3?
Consider the
39
c) In the case A = 110, compute the first two successive approximations (except </>0) and estimate the error made if the second approximation is taken as a solution.
2.38 Discuss solvability of the integral equations
r1
a) </>(x) = 2 10 [1 + xy + 2"cos(x</>(y]dy + sin x

b) </>(x)
= A fo2[x 2 + </>2 (y)]dy + 5x
c) </>( x)
= A fo1r [1 + x</>(y) sin y + el/l{Y)dy + e:e
2.39 Consider the integral equation
a) Using Banach fixed point theorem, study the solvability of this

equation.
b) The equation possesses two solutions </> = and </> = t. Explain
why this does not contradict the results of a).
2.40 Study solvability of the integral equations.
a) </>(Xl,X2)
b) </>(x) =
= 3 101101[1 + X1Y2 + </>2(YbY2)]dY1dY2 + x~ + X2
In K(x,y,</>(ydy-1
where n = [0,2] x [0,2] x [0,2]; K E C(n x n x [-r, r]

and K(x,y,</>(y = 1 + sinx1Y3</>(Y1,Y2,Y3)
c) </>( Xl, X2, X3) =
=
0.1 fo~ fo~ fo~ [COS 2(X3 + Y2)
+ </>3(yl, Y2, Y3) -
l]dY1 dY2 dY3 +
+5X1 -1
2.41 Using the iteration method, find the solution of the integral equation
</>( x)
n=
=A
In
</>2 (y)dy
[0,1] x [0,1] x ... [0,1] ERn.
Problems
40
2.42 Compute the first three successive approximation of the solution

of the integral equation
4>( Zt, Z2, ... ,Zn) = 0.2 fa1 fa1 .. fa1 4>2(yt, Y2, ... ,Yn)dY1 ... dYn
+ 1.
2.43 Consider the integral equation
4>(z) = A
In K(z,y)4>(y)dy+ J(z)
where K E 0(0 x 0), n eRn, J E 0(0), A E R.

a) Derive the existence and uniqueness theorem for solutions of this
equation.
b) Using the iteration method, find a solution of this equation.
2.44 Study existence and uniqueness of solutions of the following integral equations. Find the first three successive approximations and
estimate the error.
a) 4>( z) - 0.2 fa1 zY4>(y)dy = Z2,

b) 4>(z) - A foA K(z,Y)4>(y)dy = 1
- y)j 0 ~ z < y
h K( z y
) - { lz(a
were
A
,
~y( a - z)j y < z ~ a
c) 4>(z) - 0.1 fo1 K(z,y)4>(y)dy
whereK(z,y)
={
0
Yj Y
Zj
=1
<z ~ y
<1
< z_
2.45 Compute resolvent kernels and using them find solutions of the
following integral equations.
a) 4>( z) - 0.2 fa1 zy4>(y)dy = Z2
b) 4>(z) = A10 [zy - 2"(z + y) + 3"l4>(y)dy + J(z)

c) 4>(z)
= A faw cos(z + y)4>(y)dy + J(z)
2.46 Find resolvent kernels and solutions of the following equations.
a) 4>(zt, Z2) = A fa1 fa1 ZlY24>(yt, Y2)dy1 dY2
+1
41
b) 4>(Z1,Z2) = /(Zl,Z2) + A10110\1 + Z2 + Y1)4>(Y1,Y2)dY1dY2

c) 4>(Zl,Z2,Z3) = ZlZ2Z3 +
+0.01 102102102 Z2Y1Y34>(y1, Y2, Y3)dY1 dY2 dY3

2.47 Using Banach theorem, formulate the existence and uniqueness
theorem for solutions of the following system of Fredholm integral equations
4>(Z) = A K(z,y,4>(y))dy+ /(Z)
In
where
1. nCRn is bounded and measurable,
2. /: 0
--+
Rmj / = (/1,/2, ... ,/m),
3. K : 0 x 0 X 1"1 X X 1,,_
I", := [-ri, ri], i = 1,2, ... , m,
--+
Rm, K
(K1,K2, ... ,Km ),
4. A E R
are given and 4> belongs to 0(0, Rm), 4> = (4)1, 4>2' ... ' 4>m).
2.48 Using the results of the previous problem, investigate solvability
of the following systems of Fredholm integral equations.
a) { 4>l(Z)
= A J~[z + 4>l(Y) + 4>~(y)]dy + 7z
4>2(Z) = AJ~[Z2
+ 4>~(Y) + 4>2(y)]dy -
3z
+2
b) { 4>l(Z) = 0.5J;"[Z2 + 4>l(y)sin(y) + cos(4)2(y))]dy - 5

4>2(Z) = 0.5J;[1 + 4>~(y)]dy
c) { 4>l(Z) = AJ~[4>2(Y) + cos(z4>l(y))]dy

4>2(Z) = A J~[z + 4>1 (y)4>2(y)]dy + 1
4>l(Z) = J;[1 + z24>Hy)]dy - 1

{
d)
4>2 ( z) = J; 4>~(y )dy
4>3(Z) = J;[ysin4>3(y) + 4>2(y)1(y)]dy + Z
2.49 Find the first two successive approximations and estimate the
error for the system.
Problems
42
2.50 Discuss solvability of the following systems of integral equations

and compute the first three successive approximations.
) { 4>l(Z) = AJ~ J~[4>~(Y) + 4>2(y)]dy

4>2(Z) = AJ~ J~[l + 4>Hy)4>2(y)]dy, Z,Y E R2
b) { 4>l(Zh Z2)
= J; J; 4>~(Yl' Y2)dy1dY2 + Zl + Z2
4>2(Zl, Z2) = J; J; 4>HYh Y2)dy1dY2 - 1
4>l(Z) = J~ .. . J~[4>~(Yl' ... ,Yn) + l]dYl ... dYn + 5

{
c)
4>2(Z) = J~ ... J~ 4>l(Yb., Yn)4>2(Yh ... , Yn)dYl ... dYn - 7
Z E Rn
2.51 Consider the following system of integral equations.
a) Discuss solvability of this system.

b) Observing that the system possesses two solutions, namely, (0,0)
and (~, ~) explain why it does not contradict the results of a).
2.52 Investigate solvability of the following system.
4>l(Z) = J~ J~ J~[Z2 + 4>2(YhY2,Y3)]dy1dY2 dY3 + ZlZ2
{ 4>2(Z) = J~ J~ J~{Z~Y34>~(Yl' Y2, Y3)- sin[4>l(Yh Y2, Y3)4>2(Yl, Y2, Y3)]}dy1dY2dY3 + 2
Z = (Zb Z2, Z3)
2.53 Consider Volterra integral equation of the second kind
4>(Z)
= Ala: K(z,y,4>(ydy+ f(x),
Z E [a,b]
where
1. K E C([,b]
2.
C([a, b])
3. A E R.
[a,b]
[-r,r],R), IK(z,y,z)1 ~ M
43
Using Banach theorem find the conditions under which this equation
possesses a unique solution.
Hint. One looks for solutions in the space B([a, b]); d. problem 2.5.
2.54 Let
4>(x) = A itll K(x,y)4>(y)dy + f(x),
x E [a,b]
be Volterra integral equation, where K E C([a, b] x [a, b]), f E C([a, b]).

Show that this equation has a unique solution for any A E R.
2.55 Using the iteration method, find the solution of the linear integral
equation,
4>(x) = Aitll K(x, y)4>(y)dy + f(x)

2.56 Find the conditions under which the following integral equations
possess unique solutions,
a) 4>( x) =
b) 4>(x)
4>2(y)
Inotll 1 1++y
dy
2
x E [0, b]
= 1 + fotll[y2 + 4>2(y)]dy
[0,1]
1
r y
c) 4>(x) = 1 + x 2 - Jo 1 + x 24>(y)dy x E R
d) 4>( x) = (1 - xe 2t11 ) cos 1 - e2t11 sin 1 + fotll [1 - (x - y )e 2t11 ]4>(y )dy

2.57 Establish the conditions under which the following integral equations possess unique solutions and find the first approximations of them.
Io
a)4>(x) = etllsinx + A tll cos(x - y)4>(y)dy, x E R

b)4>(x) = 3x + 2x 3 _ A {til 3x + 2x 3 - y 4>( )d
3(1 + x2)2
Jo
1 + x2
y y, x E R
(til
y4>(y)
c)4>(x) = Jo 1+y+4>(y)dy , xE[0,2]
2.58 Consider the integral equation (called the Uryson equation)
4>(x)
= Iotll K(x,y)4>(y)dy,
x E [0,1]
44
Problems
where
={
K(z,y)
ye~- j
Zj
a) Show that for every c E R the function 4>(z) = ;, z f:. 0 is a

solution of this equation.
b) Apply Banach theorem to this equation.
c) Explain why the results of a) and b) do not contradict each other.
2.59 Let
a) Show that this equation possesses a unique solution in 0([0,1])
and find this solution.
b) Verify that the function
4>(z)
= Ozz-l
VO
is also a solution of this equation.

c) Explain the results of a) and b).
2.60 Show that if 4> is a solution of the integral equation
4>( z)
=~
7r
(z
Jo
then
"p()
zy2 4>(y)dy _ ~ arctan Z2

+ y2
7r
z2
Z6
{O,4>( z) + ;2'
z =
z>0
is a solution of the homogeneous equation.

2.61 Using resolvent kernelsw, find solutions of the following Volterra
integral equations.
2.62 Derive the conditions for the functions K and

Volterra equation of first kind
faa: K(z,y)cp(y)dy= I(z)
I(a)
= 0,
45
1 under which the
z E
[a,b]
can be transformed into Volterra integral equation of second kind.

2.63 Solve the integral equations.
2.64 Let
cp(z) = A loa: K(z,y)cp(y)dy+ I(z),
z E
[O,a]
be a linear Volterra integral equation.

a) Show that the resolvent kernel K:(Z,yjA) satisfies the integral
equations
K:(z, Yj A) = K(z, y) + A ~a: K:(z, Sj A)K(s, y)ds

and
K:(z, Yj A) = K(z, y) + A ~a: K:(s, Yj A)K(z, s)ds
b) Using one of these integral equations, prove uniqueness of the

solutions of the given systems.
c) On the basis of the results of b), show that the homogeneous
equation
cp(z) = Aloa: K(z,y)cp(y)dy

possesses only the trivial solution cp
= O.
Problems
46
2.65 Find the conditions of existence and uniqueness of solutions of the

following integral equation,
4>(z, y) = Aloa: A(z, y, e)4>(e, y)de + Aloa: B(z, y, ",)4>(z, ",)d", +

+A loa: loY K(z,y,e,,,,)4>(e,,,,)ded,,, + f(z,y)
where y E [0, b], A, B, K E C(O x 0), f E C(O) are known and 0 =
{(z, y) :
z ::; a,
y ::; b}.
Hint. Apply Banach theorem.
2.66 Under which conditions the Volterra integral equation of first kind
: ;
: ;
can be reduced to the integral equation considered in the previous problem.

2.67 Investigate solvability of the following integral equations and systems of integral equations.
1. 4>( z, y) = 1 + A
loa: loY (", - ze)4>(e,,,, )ded""
z E [0, a), y E [0, b)

2. 4>(z, y) = z
+ Aloa: loY (2ey -
z2",)4>(e, ",)ded""
z E [0,2], y E [0,3]
= 1 + AI;[z",4>~(",) - 4>l(",)]d"" z E [0,1]

4>2 (z) = z - AI; {z sin[",4>2 (",)] + ",z3}d",
3 {4>l(Z)
4 { 4>l(Z)
= I;[z4>t(e) -
",24>~(e)]de, z E [0,2]
4>2(Z) = 3 + I;{z4>He) + 1}de
5 { 4>l(Z) = 1 + A I; [z4>H",) + ",24>2(",)]d""

4>2(Z) = Z + AI;{",4>l("') + 4>2(",)2}d",
E [O,a]
2.68 Show that the Volterra integral equation with the integral restricted from above and from below as follows
4>(z) =
i:
K(z,y)4>(y)dy+ f(z),
K E C([-a, a)
[0, a)
[-a, aD f E C([-a, aD
47
can be reduced to the system of two Volterra equations with the integral
restricted only from above (as the ones considered above) and with the
unknown functions 4>( z) and 4>( -z).
2.69 Consider the same problem for the following Volterra integral
equation
4>(z)
= /~z K(z,y)4>(y)dy+ /(z) z E [O,a], 0:,/3 E R
2.70 Show that the unique solution 4> E C([a, b]) of the integral inequality
14>(z)1 < K lZI4>(s)lds K
E R+ given
is 4> = O. Generalize this result.

2.71 Using Theorem 2.2 (Picard), study the solvability of the following
Cauchy problems.
a)
b)
c)
d)
y' = y2 - Z2
y(O) = 1
y' = sinzy + 2y y(O) = 0
y(3) = 0
y' = VY
y'1
y(1)
= 2
-zL,r
2.72 Compute the first three successive a.pproxima.tions of the solutions

of the following Cauchy problems.
a)
b)
c)
d)
y'=Z2+ y2
y' = zy+ y3
y' = z - ~
y' = 3zy - 2e 211- 1
y(O) = 1
y(1) = 0
y(1) = 0
y(O) = ~
2.73 Find out if the assumption of Picard theorem are satisfied in the
following Cauchy problems.
a)
b)
c)
d)
e)
y' = 3yl(y~ + 1)
y' = .i!!!!i
co.z
zy' = y-1
zy' = y - 1
y'=(y+2)t
y(O) =
y(i) = 3
y(O) = 0
y(1) = 1
y(-1) =-2
2.74 Using the iteration method, find the solutions of the initial value
problem,
Problems
48
starting at
a) Yo = -z
b) Yo = 0
2.75 Consider the same problem for
a) y'
in the cases 1. yo
= z + y,
= 1, 2. Yo = e
Z ,
3. Yo
b) y' = y - ell-I,
y( 0)
= 2e
=1
Z
1 - z,
y(O) = 1
in the cases 1. yo = 1, 2. Yo = z + 1,
2.76 Find domains in R2 having the property that any point of them
belong to the unique integral trajectory of the following equations.
a)
b)
c)
d)
e)
= z3 y + Jy2 - z2
(z + 3y )y' = Jy + 2 - sin z
4zy'
,
~z -
2y
= Slnz
.
(z + l)y' = log tan y
y
y'= zy3+ _1_

y2 + 1
2.77 Compute the first three successive approximations for the following Cauchy problems and estimate the errors, if z belongs to the
indicated intervals.
a) y' = z + y2, y( 0) = 0 0::; z ::;

b) y' = ~t~,
y(O) = 0, 0::; z ::;
2.78 Let
I: 0
O,V(z,O) EO.
-+
t
t
R, 0 C R2 be a function with the property l(z,O)
a) What are the conditions for

cation holds,
1 in order
that the following impli-
!n~ a solution of the differential equation y'

3z o such that y( zo) = 0
= I( z, y)
=> y = 0
49
b) For which of the following differential equations one may show

that j!xo such that y( xo) = 0 and such Xo exists only for y = O?
1.
y' = e 3z sin 5y
2.
3.
y'
y'
= e cos 2y
= 5xy4
Z
2.79 Consider the Cauchy problem
Find all values of a for which this problem does not have unique solution. Explain the result.
2.80 Find intervals on which the solutions of the following Cauchy
problems are well defined.
a)
b)
c)
= x 2 + 2y2 y(1) = 2
1
Y, = ycos x + --,
y (7r)
- =0
cscx
4
y' = xy + eY- 3 , y(O) = 3
y'
2.81 Investigate the existence and uniqueness of solutions of the following Cauchy problems and if the solution exists - find it.
1. y(O) = 0
2. y(O) = 1
3. y(1) = 1
4. y(1) =
2"
b) (1 - x 2)y' = 1 _ y2
1. y(1)
=1
2.y(a)=a, (a~1)
3. y(O) = 1
4. limy = 0
z-+oo
50
Problems
+1
c) y' = 3y i'
=0
1. y(l)
2. y(2) = 3
d)yy'+a:=O
1. y(O)
=0
2. y(O) = 1
3. y(O) = -1
4. y(1) = 0
2.82 a) Let y and z be the solutions of the Cauchy problems
y' =
z'
Vy2 - 1,
= v'Z2 + 1,
y(O) = 1
z(O)
=0
Assuming that the existence and uniqueness theorem holds, show that
y'
= z, z' = y.
b) Find the solution of the problem using the result of a) and the
iteration method.
2.83 Investigate solvability of the Ca.uchy problem
y'
if
= I(z, y),
y(a:o)
= Yo
1 E O([a, b] x [c, d); R)
How a, b, c, d should be chosen to make the solution is well defined?

2.84 Study the solvability of the following Ca.uchy problems.
a)
= COS(Y1Y2 + a:) -
= e
Yl(O)
flllll
= 2,
a: 3
y:
Y2(0) = -1
$l. = -2a:yz + Z2
b)
c)
{f
a: 2
;, = -2a:z2
;(1) = 0, z(1) = 1
= a:y'Z + siny
~ = cosa:y + Z2
y(2) = 1, z(2) = 3
51
2.85 Under which conditions the Cauchy problem
dYi
-d
x
~ aijYj + b
= L..J
i 'Z = 1, 2 ... , n
j=l
Yi(XO)
= YOi
where aij E C([a, bD possesses a unique solution.

2.86 Justify the statement that the Cauchy problem
xy' = (cos x + 1)y - x 2 Z - 7

{ xz' = (1- x)y + zsinx + eIB
y(1) = 1, z(1) = 0
has a unique solution for x E (0,00).
2.87 Consider the following Cauchy problem
a) Show that this problem possesses a unique solution in any interval

containing the origin.
b) Using the iteration method, find the first three successive approximation of the solution.
2.88 Consider the system of differential equation,
{
y' = z
z' = 2y3
with the initial condition
y(O)
= 1,
z(O)
=1
a) Find the interval on which the system has a unique solution.

b) Find this solution using the iteration method.
c) Find the solution of the system which satisfies
y(O)
=0
z(O)
= O.
Find the solution of the system which satisfies
y(O)
=A
z(O)
= A2,
A E R given.
52
Problems
2.89 Consider the system of differential equations
{ ~-z _ Z
d:Je-y-z
Using the iteration method, find the solution of this system if
a) y(O) = -1 z(O) = -1
b) y(O) = 1 z(O) = -1
c) y( 0:) = f3 z( 0:) = f3
2.90 Investigate solvability of the following Cauchy problems and if
they have solutions, compute the first three successive approximations.
a)
y' = zy - z2
Z' = yz - 2
y(O) = -2, z(O) = -1
b)
yf
y~
= 2ZYI
+ e- z Y2 -
sin z
= Yl cos Z + Z3 Y2 + (Z2 + 1)-1
Yl(2) = 5, Y2(2) = -4
y' = y2 _ Z2
{ Z' = y2 + z2
y(1) = 0, z(1) = 1
c)
d)
4:
y' =
;~1) -~,
z(1) = 0
2.91 For which initial conditions the following systems of differential

equation have unique solutions?
a)
{ ~=Z2+~
b)
:=~
~~ = v 2 + log( t + 1)
u~~ = ~v-t
2.92 Study solvability of the following Cauchy problems.
a)
y" + zyt2 = 0
b)
y" - y' sin z
c)
dz 2
d2y _
-
y(1) = 0,
+ e vy = z
(dY )2
dz '
( )
y'(1) = 2
y(O) = 0 y'(O)
y 0 = 1,
y'(O) = -1
= -1
53
2.93 Show that the Cauchy problem

2
y" - - - y ' + x 2y
x+1
= x3 + 1
yeO)
= 0,
y'(O)
=7
has a unique solution in the interval (-1, +00).

2.94 The differential equation y" = (1- y2) ~ is satisfied by the function
y( x) = 1. Is this function the only solution for which y( xo) = 1?
Does this fact come in conflict with the existence and uniqueness theorem?
2.95 Find the first three successive approximations of the solutions of
the following Cauchy problems.
a)
y" + xyt2
b)
y'" -
c)
y" + y'2 _
=0
2xy = 0
= 0, y'(O) = -2
1
yeO) = 2' y'(O) = 1, y"(O) = 1
2y = 0 yeO) = 1, y'(O) = 0
yeO)
2.96 Using the iteration method find the solution of the following
Cauchy problems.
a)
b)
c)
y" + xyt2 = 0 yeO) = 1 y'(O) = 0

y" + y = 0 yeO) = 0 y'(O) = 1
2yy" = yt2 + 1 yeO) = 1 y'(O) = -1
2.97 Find the initial conditions such that the equations
a)
(x - Y)Y"yIV = log xy'
b)
y'y'" +
c)
y" + sin xy + ~2x - 1 = 0
VY" - 2x = tan y
possess unique solutions.

2.98 Find the intervals on which the solutions of the following Cauchy
problems are well defined.
a)
b)
c)
yy" + yt2 = 0 yeO) = 1, y'(O) = -1

y" = xy y(1) = 0 y'(1) = 2
xy'" + y" + (x 2 - cos x)y = xell: + 1
y(1) = 0, y'(1) = 1 y"(1) = 2
Problems
54
2.99 Solve the following two-point boundary problems.
a)
b)
c)
d)
y" = 0 y( a) = a y( b) = {3
y" = f y(a) = 0 y(b) = 0
y" = f y(a) = a y(b) = (3
yIV = f y(O) = y'(O) = 0,
a, (3 E R
f E C([a,b];R)
f E C([a, b]; R) a,{3 E R

y(l) = y'(l) = 0, f E C([O, 1])
2.100 Study solvability of the problem
y" = f(x,y) y(a) = 0 y(b)
=0 f
E C([a,b] x [-r,r]).
2.101 Using Banach fixed point theorem, study solvability of the following two-point boundary value problem
y" = f (x, y, y') y( a)
= y( b) = 0
where
2.102 Using Banach fixed point theorem, study solvability of the problem
y" = f(x,y,z) y(a) = z(a) = 0

z" = g(x, y, z) y(b) = z(b) = o.
2.103 Using Banach theorem investigate solvability of the following
two-point boundary value problems.
a)
y" + xy' - x 2y2
b)
y" - x 2
c)
y" = ;Xy3 + x 2 y(O)
= V1 + x 2 y(O) = 0, y(8) = 0
+ xy = sin x y(O) = 0, y(~) = 0
7r
= Y(2") = 0
2.104 Consider the boundary value problem
= e + y y(o) = z(O) = 0
z" = siny - z y(b) = z(b) = O.
y"
a) Study solvability of the problem.
55
b) Find b such that the problem possesses a unique solution.

c) For b = 110 , what can be said about solvability of the problem in
the set
{(y, z) E C([O, 10])' R2)
:11 y II~ 1, II
z II~ I}.
d) The same question for b = 1.

2.105 Consider the boundary value problem
y" = sin(xy') yeO) = 0,
y(~) =
O.
Does this problem have solutions in the set
Using Banach fixed point theorem, investigate solvability of the following problems.
2.106
{
2.107
y'=/(x,y(y(x))) VXEIh=[-h,h],
I h) given
yeO) = Yo
IE C(Ih x
{ y' = I(x, y(x), y( 4>(y(x)))) x E Ih

yeO) = Yo
where I E C(Il; R) and 4> E C(Ih x I h) are given.

2.108
{ y' = I(x,y(x),y(x - h)) "Ix E [a,b]

y(x) = 4>(x) "Ix E [a - h,a]
where f E (C([a, b] x R2), 4> E C([a - h, a]) are given and h E R+.
2.109
4>( x)
= ..\
10
K( x, y, 4>(y2))dy + 4>( x)
where K E C([O, 1] x [0,1] x R), f E C([O, 1]) are given.

2.110
y"=f(x,y(y(x))), y(a)=O y(b)=O

f E C([a, b] x [a, b])
56
Problems
2.111
4>(x) = A101 K(x,s,y(sins))ds
where K E 0([0,1]
2.112
[0,1]
[-r, r]).
y' = f(x, y(x), y(x - cos 2 x
y( x)
= 4>( x)
x E [0,1]
x E [-1,0]
where f E 0([0,1] X R2), 4> E 0([-1,0]) are given.

2.113 Show that if Xo < Xl, 4>,.,p E O([xo, Xl], R+) and if
where A, B are positive constants, then
This result is known as Gronwall lemma.

2.114 Prove the following version of Gronwall lemma.
If Xo < X17 U, v E O([xo, Xl], R+), 4> > 0, and if
4>(x) :::; A + i:(4)(s)u(s) + v(s))ds

where A > 0, then
4>(x) :::;
AeI:o (u(.)+~)d..
2.115 Consider the pendulum equation

y" + sin y = 0.
For small oscillations this equation can be written as

y" + y = 0.
Estimate the difference between solutions of both these equations, if

the amplitude of oscillations is smaller than 20 during a period of
time equal to i.
2.116 Find the upper bound of the difference between two solutions of
the equation
y' = x + siny, x E [0,1]
57
which satisfy the conditions y(O) = 1 and y(O) = 1.1, respectively.

2.117 Estimate the difference y(x, a) - y(x, 0) if y is the solution of the
problem
y' = a + cos y y(O) = 0, a E R
2.118 Estimate the difference Iz(x) - y(x)1 for
the solutions of the problems
y' = (1
+ '\)y -
(2 + JL)x
Ixl <
y(O)
1, if y and z are
= 0
where '\, JL are real parameters, ,\ < 0.01, JL < 0.01 and
z' = z - 2x
z(O)
= O.

y'
= my + n
m, n E R.
Explain the fact that the solution y = - ~ is not continuous in m = 0,

even though the right hand side of the equation is regular.
2.120 Estimate the difference between the exact solution y and the
approximate one ii
a)
= -+
x, y(O) = 1
y
1
ii = 1 + x,
b)
ii =
c)
{ y'
".
e IT ,
=y-
z, = xy
{~
O<x<-4
y(O)
= 1 y'(O) = 0
Ixl ~ 0.5
Z
y(O)
z(O)
=1
~ + x + ;2 IXI ~ 0.1
CHAPTER 3
Linear Differential Equations
Preliminaries
Let us consider the n-th order linear differential equation
L[]
Y
= Y(n) + alY(n-l) + . . . + an-lY'+ anY = f
where at, a2, .. , an, f E C([a, b]) are given.

If f = 0 the equation is called homogeneous, otherwise the equation
is called inhomogeneous.
Definition 3.1 The system of functions Yl, Y2, ... , Yn E C([a, b]) is called
linearly dependent on the interval [a, b] ifthere exist constants Ct, C2, ,
Cn not all equal to zero, such that
Otherwise, the system is called linearly independent.

Theorem 3.1 If Yt, Y2, . , Yn E Cn-l([a, b]) are linearly dependent, then
the Wronski's determinant (also called the Wronskian of the functions
Yt, Y2, .. , Yn) is equal to zero identically, i.e.
W[z; Yt, Y2, .. , Yn]
Yl(Z)
yf(z)
Y2(Z)
Yn(z)
y~(z)
y~(z)
=0
(n-l)( ) (n-l)( )
Yl
Z Y2
z
58
y~n-l)(z)
59
VZE[a,b]
Theorem 3.2 H Y1, Y2, .. , Yn E K erL, i.e. if they are solutions of the
homogeneous linear differential equation L[y] = 0, and they are linearly
independent, then W[z; Y1, Y2, ... , Yn] i 0, Vz E [a, b].
Definition 3.2 A basis in Ker L is called the fundamental system 01
solutions. H Yh Y2, .. , Yn is a fundamental system of solutions for the
differential equation L[y] = 0, then its general solution is
Y
= C1Y1 + C2Y2 + ... + CnYn,
Ch, Cn E R
Theorem 3.3 H Y = Y is a solution of the inhomogeneous linear differential equation L[y] = I, then the general solution of this equation
is
n
Y
= Y + LCiYi
1=1
where Yi, i = 1, ... , n is a fundamental system of solutions of the homogeneous linear differential equation L[y] = O.
To construct a solution Yof the equation L[y] = I, one uses the
method 01 variation 01 constants (Lagrange method), if a fundamental
system of solutions of homogeneous equation is known.
n
According to this method, if Y = LCiYi is the general solution of

the homogeneous equation L[y]
Y(z)
,=1
= 0 one looks for Y
of the form
= L4>,(z)y,(z)
,=1
where the functions 4>1, 4>2, ... ,4>n are determined from the system
n
L4>az)y,(z)
,=1
=0
L4>Hz)y;(z) = 0
,=1
n
L4>Hz)y~n-2)(z)
i=l
n
L4>~(z)y~n-l)(z)
i=l
=0
= I(z)
Problems
60
whose determinant is W[z; yt, Y2, . ,Yn] =I o.

Definition 3.3 If at, a2, . .. , an E R, the equation L[y] =
linear differential equation with constant coefficients.
Definition 3.4 The polynomial
g(r)
f is called the
= rn + alrn - l + ... + an-lr + an
is called the characteristic polynomial and the equation g( r) = 0 is

called the characteristic equation of the linear differential equation with
constant coefficients L[y] = O.
Theorem 3.4
1. If the characteristic equation g(r) = 0 has real and different
roots, then a fundamental system of solutions of the linear differential
equation with constant coefficients L[y] = 0 is
Yl (Z) = e"lZ ,Y2 (z) = e"2Z , ... ,Yn(z) = e""Z .
2. If the equation g( r) = 0, has also complex roots, r = a + ib

and r = a - ib, say, then to each pair of the conjugate complex roots
correspond two linearly independent solutions,
Yl(Z)
= eozcoshz
and Y2(Z)
= eozsinhz.
3. If the characteristic equation g( r) = 0 has some multiple roots,

e.g. r = rl is a root of multiplicity p, then to rl correspond p linearly
independent solutions of the equation L[y] = 0
Yl = e"lZ ,Y2 -_ ze"lZ ... , YP = z p-l e"1'" .
4. If the characteristic equation g(r) = 0 has the multiple complex
roots, rl = a + ib and r2 = a - ib of multiplicity p, then the system has
2p linearly independent solutions
Yl
= eoz cos bz,
Yp+l = eozsinbz,
Y2
= ze oz cos bz
YP+2
... , YP -- z p-l eoz cos bz,
= ze OZ sin bz ... , Y2p = zp-leozsinbz,
Theorem 3.5 Let Yo be a general solution of the linear homogeneous differential equation with constant coefficients and Y a particular solution
of the inhomogeneous equation L[y] = f. Then the general solution of
the inhomogeneous equation is
y
= Yo+ Y
61
and Y can be found by the method of variation of constants.

In some cases one can guess the form of the particular solution Y.
This often happens if the right hand side of the equation L[y] = f
has some particular form and in such cases Y can be found using the
method of undetermined coefficients.
Theorem 3.6 If the right hand side of the equation L[y] = f has the
form:
1. f( x) = eGZ Pm( x), where Pm is a m-th order polynomial in the
variable x, then
if g(a) =I- 0, or
Y(x) = eGZxPQm(x)
if g(a) = g'(a) = ... = g<p-l)(a) = 0, g<p)(a) =I- 0. Here, Qm(x) is a mth order polynomial, whose coefficient can be found by the substitution
L[Y]
= f.
2. f(x)
then
= eGZPm(x)cosbx
Y(x)
if g(a + ib)
or f(x) = eGZPm(x)sinbx, Pm as above,
= eGZ(Qm(x) cos bx + Rm(x)sinbx)
of- 0, or
Y(x)
= xPeGZ(Qm(x)cosbx + Rm(x)sinbx)
= g'(a+ib) = ... = g(p-l)(a+ib) = 0, g<p)(a+ib) of- 0. Here,

Qm(x), Rm(x) are again m-th order polynomials, whose coefficient can
be found by the substitution L[Y] = f.
if g(a+ib)
Let us consider the following system of linear differential equations

y~
+ ailYl + ai2Y2 + ... + ainYn;
i = 1,2, ... , n
where ail E C([a, b]). This equation can be written in the matrix form
L[Y]
where
= Y' + AY =
Problems
62
and A = (ailc)i.
Theorem 3.7 If Yi, 1'2, ... , Yn E C([a.b)) are linearly dependent, then
their Wronskian vanishes, i.e.
Yll(X) Y12(X)
def Y21(X) Y22(X)
W [x;Yi,1'2, ... ,Yn ] =
where
Y; =
Y1i
(
~2'
=0
Ym
Theorem 3.8 If Yi, 1'2, ... , Yn E K er L are linearly independent, then
W[X; Yi, 1'2, ... , Yn ]
i= o.
Definition 3.8 A basis in K er L is called the fundamental system of

solutions.
Theorem 3.9 If Yi, 1'2, ... , Yn is a fundamental system of solutions, then
the general solution of the homogeneous system is
Theorem 3.10 If Yp is a solution of the system
Y' +AY= B,
=(
b: n~ 1
where bi E C([a, bD, then the general solution of this system is

n
= Yp + L
Cil'i
i=l
where Yi, 1'2, ... , Yn is the fundamental system of solutions of the equation Y' + AY = o. The solution Yp can be found by the method of
63
variation of constants. In a case of the system with constant coefficients

L[Y] = Y' + AY = 0, A = (ailc)~ aile E R
a fundamental system of solutions can be found by making use of the

ansatz
(1)
where at, a2, ... , an, r are constants.

The condition which guarantees that the system of linear differential
equations possesses solutions of the form (31) is that r is the solution
of the characteristic equation
an - r
a21
a12
a22 - r
anI
an2
aln
a2n
Ll(r) =
=0
ann-r
Theorem 3.11 If,

1. the characteristic equation has n real and distinct roots rl, r2, ... , rn,
then the fundamental system of solutions is given by (3.1) for r =
rl,r2,,r n ;
2. the characteristic equation has the multiple root r = rl of multiplicity p, then to rl corresponds a part of the general solution of the
following form
YI = QIe1'l:t:
Y2
= Q2e1'1:t:
where QI, Q2, ... , Qn are polynomials of degree not higher than p, with
coefficients being linear and homogeneous functions of p.
3. The case of complex roots of the characteristic equations can be
studied similarly.
Problems
64
One can use the method of variation of constant to determine a

particular solution Yp of the inhomogeneous system with constant coefficients.
If the matrix B has some special form (b i = eaz Pi(x), bi = eaz Pi(X) cos
or bi = eaZPi(x)sinbx, for example), one may try to find particular solutions using the method of undetermined coefficients.
Pro blems and exercises

3.1 Check whether the following sets of functions are linearly independent in G(l) (1 C R is indicated in each problem)
, 3x',
x ER
1.
x2
2.
X2, - j
3.
sin3x,cos3x,cos(3x -
4.
5.
6.
7.
8.
e- 2z xe- 2z (3x _ 2)e- 2z
9.
10.
X 2X2
x2
x E R+
"
2x , x 2
7x , 6x 2
:)j
,
5x',
x ER
efjZj 0: =I {3, 0:, (3 E R
1, x, x 2, x3 x E R
27r
[0'"3
x E [0,1]
xER
x,lxl;
x ER
e az ,
e 3z + e- Sz , e 3z
e- 3z
xm,lxlm, mEN
x E [-1,2]
x ER
3.2 1. Show that the system of functions Yll Y2, .. , Yn, Yi E G([a, b])
which contains the zero function is linearly dependent.
2. If the system of functions contains only one function and is
linearly dependent, what can be said about this function?
3.3 Consider the linearly independent system (Yll Y2)' Let
Zl
= O:Yl + {3Y2
Z2 =
"'/Yl
+ 0Y2,
0:, {3,
0, "'/ E R.
1. Derive the conditions under which the system (Zl' Z2) is linearly
independent.
2. For which 0:, {3,0,,,,/ Zl = Z2?
65
3. Generalize the above results.

3.4 Find relation between solutions of the equations
J(z) = 0
J(z) = Y
where J : X -+ Y, X, Yare linear spaces, and J is a linear mapping.
3.5 Consider the system of functions Yb Y2, . .. , Yn, Yi E C([a, bD which
does not contain the zero function. Assume that Yl, Y2, ... , Yn are orthogonal on [a, b], i.e.
Show that this system is linearly independent.

3.6 Are the following statements true? Explain why.
1. If the Wronskian of the system of functions Yl, Y2, .. , Yn, Yi E
C(n-1)([a, bD is identically zero, then the functions are linearly dependent.
2. If the system of functions Yl, Y2, ... , Yn, Yi E C(n-1)([a, bD is
linearly dependent, then the Wronskian is identically zero.
3. If the Wronskian of the system of functions Y1, Y2, ... , Yn, Yi E
C(n-1)[a, b]) vanishes in some points, then the functions are linearly
dependent.
L[Y1= Y(n)
+ a1 Y(n-1) + . . . + anY = 0,
ale E C([a, b]).
Show that
1. If L[Y1] = 0, then also L[CY1] = 0, Vc E R.
2. If L[Yle] = 0, k = 1,2, ... ,p then also L[y] = 0, where
p
Y = L CiYi,
i=1
Ci E R.
3. If Yb Y2, . .. , Yn is a fundamental system of solutions of the differn
ential equation L[y]

of this equation.
= 0, then Y = LCiYi, Ci E R
i=1
is the general solution
66
Problems
L[y]
= aoy" + alY' + a2Y = O.
ao, at, a2 E C([a, bD,
ao
=I 0,
E [a,
b]
1. Show that if yt, Y2 E K erL and form a fundamental system of

solutions, then W[Zj Yh Y2] is a solution of the differential equation
aoW' +a1W = 0
and the Abel-Ostrogradski-Liouville formula
holds.
2. Generalize this result to the case of a n-th order homogeneous
linear differential equation.
3.9 If Yt, Y2, ... , Yn form a fundamental system of solutions of the differential equation
,n,
ale E G([a, bD, k = 1,2, ...

then W[Zj Yl, , Yn] does not vanish in
the interval [a, b] ( the interval, where ale, k = 1,2, ... , n are continuous). This is the theorem of Abel-Ostrogradski-Liouville.
3.10 Consider the system of linearly independent functions Yl, Y2 E
C2([a, b]).
1. Find the solution of the differential equation
W[Zj Yt, Y2, y]
= O.
2. Form the second order differential equations which have as the

solutions
b)
3:11
Yl-e,
Y2= 2z- 1
Yl = COSZ Y2 = smz
c)
Yl
a)
= cos 2 Z
Y2
= sin2 Z
3. Consider the functions Yt, Y2, ... , Yn, Yi E C(1), I c R, i =

1,2, ... , n are linearly independent. Find the n-th order homogeneous
67
linear equation, whose fundamental system of solutions consists of these

functions.
3.11 Consider the linear differential equation
L[y]
= yen) + aty(n-t) + ... + anY = f
where at, a2, ... , an, f E C([a, b]).

1. Show that after the change of independent variable
z
= 4>( t), 4> E C([a, b]), 4>'( t) =I- 0,
t E
[0:,,8]
the equation is still linear.

2. For L[y] = 0, perform the transformation
y =
Au+ B A,B E C(n)([a,b]), A(z) =I- 0, z E [a,b].
3. Perform the above change of variables with B = 0, i.e y = Au

and find A such that the new equation does not contain the n - I-th
derivative term.
3.12 Consider the second order differential equation
y" + py' + qy = 0 p, q E C([a, b]).
1. Make the substitution y = YtZ, L[Yt] = O.

2. Solve the equation.
3.13 Show that if p linearly independent solutions of the following
L[y] = yen)
+ aty(n-t) + ... + anY =
0 ale E C([a, b])
are known, then the order of this equation can be reduced by p.

3.14 Integrate the following differential equations if they possess the
indicated solutions.
1.
2.
3.
4.
+ 6zy' - 6y = 0 Yt = z, Y2 = Z2
zy'" - y" - zy' + y = 0 Yt = z, Y2 = e- z
1
z2(2z - l)y'" + (4z - 3)zy" - 2zy' + 2y = 0 Yt = z, Y2 = z
(z2 - 2z + 3)y'" - (Z2 + l)y" + 2zy' - 2y = 0 Yt = z, Y2 = Z2 Z2y'" - 3z 2y"
68
Problems
3.15 Solve the following differential equations if they possess the indicated solutions.
+ l)y' + 2y = 0 y = e Z
2(1 + tan2 z)y = 0 y = tanz
1.
zy" - (2z
2.
y" -
3.
y" - y' tan z
4.
zy"
5.
6.
Z2(z
+ 2y' -
+ 2y =
y = smz
eZ
zy = 0
y = z
(Z2 - 1 )y" + 2zy' - 2y = 0 y = Z
+ l)y" -
2zy' + 2y
=0
=z
3.16 Integrate the following differential equations

zy" - (z
+ 3)y' + 2y =
1.
0,
if it has a second order polynomial as a solution
2.
y" + y' -
3.
zy" - zy' + ny = 0
4.
if it has an n-th order polynomial as a solution

(e Z + 1)y" - 2y' - eZy = 0 y = e Z - 1
5.
y" + 4zy' + (4z 2
6.
! =0
=z
+ 2)y = 0
= eaz2 ,
a ER
Find a, bE R such that the differential equation
zy" + (z - 1 )y' + (az + b)y = 0
has a third order polynomial as a solution
y
3.17 Derive the conditions under which the differential equation

L[y]
= aoy(n) + a1y(n-1) + ... + anY = 0
ale E C([a, b]), has solutions of the form
1.
2.
y = eZ
y
=z
L[ y ] = aoy(n) + a1Y(n-1) + . . . + anY = f

ale, f E C([a, b]). Show that
69
1. If a solution Y1 is known, then the equation can be reduced to

L[y] = O.
p
2. If
I = Lh,
= LYi, L[Yi] = Ii
then Y
i=l
is a solution of the
i=l
equation L[y] = I.
3. Assuming that a fundamental system of solutions of the equation
L[y] = 0 is known, integrate the equation L[y] = I.
3.19 Integrate the following differential equations, knowing that the
homogeneous equations possess the indicated solutions.
5.
(2z + 1)y" + 4zy' - 4y = (2z + 1? Y1 = Z, Y2 = e- 2z

zy" - (2z + 1)y' + (z + 1)y = 2z 2e z Y1 = z 2ez , Y2 = eZ
zy'" - y" - zy' + y = _Z2 Y1 = Z, Y2 = eZ Y3 = e- z
(1 + Z3)y" - 3z 2y' + 3zy = 8(1 + Z3)2 Y1 = Z, Y2 = z3 - 2
eZ
zy" + 2y' - zy = e Z Y1 = -
6.
(Z2
7.
e
zy"+2(1-z)y'+{z-2)y=2e z Y1=e z , Y2=z
1.
2.
3.
4.
+ 1)y" -
2zy' + 2y
= 2(Z2 + 1)2ez
Y1
= Z,
Y2
= Z2 Z
3.20 1. Integrate the differential equation
L[y]
== y" + (tanz -
2 cot z)y' + 2ycot 2 Z = 0
x E (O, i), knowing that y = sinz is a solution.

2. Find the solution of the initial value problem
3. Integrate the equation
L[y] = sin 2z.

(Z2 - 1)y" + 2z(x 2 - 1)y' - 4y = O.

1. Find the solution of this equation of the form
y=
ax+b
l'
z+
a,b E R.
Problems
70
2. Integrate the equation.

3. Integrate the equation
(z2 - l)y" + 2Z(Z2 - l)y' - 4y = Z4 - 2Z2

L[y]
= (1 + Z2)2 ~~ + 2z(1 + Z2) ~: + 4y = O.
!.
1. Change variables z = tan

2. Integrate the resulting equation.
3. Integrate the equation L[y] = 4 1 ;1112
3.23 Consider the n-th order differential equation
L[y]
= aoy(n) + a1y(n-1) + ... + anY = 0
and its adjoint equation
1. Compute
<p(y, z)
I (zL[y] - yL*[z])dz.
2. Find the function z such that
zL[y]
= dz <p(y, z), Vy E Cn([a, b]).
3. When the left hand side of the differential equation L[y] = 0 is a

total differential?
4. Find the necessary and sufficient conditions for the equation
L[y] = 0 to be identical with its adjoint L*[z] = 0 (i.e. the conditions
for the equation L[y] = 0 to be self-adjoint).
5. Show that if p particular solutions of the adjoint equation are
known, i.e. L*[zlc] = 0, k = 1, ... ,p, then the integration ofthe equation
L[y] = 0 can be reduced to the integration of an n-p-th order equation.
6. Show that solutions of the adjoint equation L*[z] = 0 are equivalent to solutions of the equation L[y] = O.
3.24 Consider the second order linear differential equation
71
1. Write down the adjoint equation.

2. Write the condition for the equation to coincide with the adjoint
equation.
3. Transform the equation L[y] = 0 into the self-adjoint form.
4. Integrate the equation L[y] = 0 if two distinct solution of the
equation L*[z] = 0 are known.
5. Show that if a~ + a~ + a2 = 0, then the equation L[y] = 0 is
solvable.
L[y]
= (1 + :c)y" -
:cy' - y
= O.
1. Using the results of the problem 3.23,3., show that the left hand
side of this equation is a total differential.
2. Write down the adjoint equation.
3. Integrate the equation L[y] = 2:c.
3.26 Using the method of adjoint equation, integrate the differential
equations.
1.
2.
:c(:c + l)y" - 2(:c - l)y' - 2:cy = 0

(1 - :c 2 )y" - 3:cy' + 3y = 0
3.27 Transform the equation

2:cy" + y' - y
=0
to the self-adjoint form and then integrate it.

3.28 Find all solutions of the following equations.
1.
2.
3.
y111 + y = 0
yII1 - Y = 0
yIII - 3y" + 3y' - y
=0
4.
5.
6.
yIV + 8y" + 16y = 0

yIV - 6y" + 9y = 0
y(IV) + a 2 y" = 0 a E R
7.
y(IV) - a4 y = 0 a E R
8.
9.
y(IV) + 2yI11 + 4y" + -2y' - 5y = 0

yV + 4y(IV) + 5yI11 - 6y' - 4y = 0
Problems
72
10.
y(lO)
=0
2yIII - 3y" + y'

y(IV) _ 2y" = 0
11.
12.
13.
=0
+ 4y = 0
y(n) + ; y(n-l) +
yIII _ 7y" + 14y' y(IV)
14.
n\nX-21) y(n-2) + ... + ; y' + y
8y = 0
y(6) _ y(5) _ 4y(IV) + 2yIII + 5y" - y' - 2y = 0
15.
16.
17.
18.
19.
20.
21.
22.
23.
24.
25.
yIII _ 6y" + lly' - 6y = 0
yIII _ 3y" + 9y' + 13y = 0

y(7) _ y(6) + y(5) _ y(4) = 0
yIII _ 5y" + 17y' - 13y
y(IV) _ 5y" + 4y = 0
=0
yIII _ 6y" + 12y' - 8y = 0

y(IV) + 2yIII + 3y" + 2y' + y = 0
y(IV) + 4yIII + 6y" + 4y' + y = 0
y(7) + 3y(6) + 3y(5) + y(4) = 0
3.29 Solve the following linear inhomogeneous equations.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
y(IV) _ 2yIII + y" = z + e Z

y(IV) _ 2yIII + y" = Z3
yIII _ Y = Z3 - 1
+ yIII = cos 4z
yIII + y" = z2 + 1 + 3ze z
yIII + y" + y' + y = zez
y(IV)
111
sinz
+ y = COS2 Z
y" + y = sin z - cos z
y" + a 2 y = 2cosmz + 3sinmz, m,a E R
1
y(IV) _ 2yIII + 2y" - 2y' + y = ze z + - cos z
2
y(V) + 4yIII = e + 3 sin2z + 1
yIII _ 2y' + 4y = e cosz + Z2 + sin2z
= 0
= ze z
13.
14.
15.
16.
17.
18.
19.
20.
y(V) _ y(IV)
21.
y"+4y= - cos2z
y" + y = tanz
"
2e z
y -y= e Z - 1
22.
23.
24.
25.
73
y{IV) _ 2y" + y = cosz + ze z + 2

y(7) + 3y(6) + 3y(V) + y{IV) = 3z 3 - 2z + 5
y(6) _ y(IV) _ y' + y = z 2ez + 3z sinz + 5e 2z
y(IV) + 2yIII + 5y" + 8y' + 4y = cos z + 40e z
yIII _ 4y' = ze 2z + sin z + Z2
y" - a 2 y = ebz a, b E R
y" + a2 y = sinbz a,b E R
1
1
y"-y'= - eZ + 1
III
"
, 2
2Z3 + Z2 - 4z - 6
y - 2y - y + y = - - - Z - 4- - -
26.
eZ
y" - 2y' + y = - Z2 + 1
27.
y" + 3y' + 2y
= -e +1
Z
1.
2.
3.
4.
5.
6.
7.
y" - 5y' + 4y = 0 y(O) = 5 y'(O) = 8

y" + 3y' + 2y = OJ y(O) = 1 y'(O) = -1
y" - 4y' + 5y = 2z 2ez j y(O) = 2 y'(O) = 3
y" + 4y = 4(sin2z + cos2z)j y(7I') = y'(7I') = 271'
yIII + 2y" + 2y + y = Zj y(O) = y'(O) = y"(O) = 0
y" - 2y' + 2e = 4e z cos Zj y( 71') = 71'e1l" y'( 71') = e1l"
8.
yIII - y' = -2zj y(O) = 0 y'(O) = 1 y"(O) = 2

y{IV) - y = 8e Z j y(O) = -1 y'(O) = 0 y"(O) = -1 yIII(O) = 0
9.
yIII - Y = 2zj y(O) = y'(O) = 0 y"(O) = 2
10.
y{IV) - y = 8e Z j y(O) = 0 y'(O) = 2 y"(O) = 4 yIII(O) = 6
11.
yIII - y" = OJ y(O) = 3 y'(O) = -1 y"(O) = 1
74
Problems
= 1;
=0
= -4"
=0
y"(O) = 2
12.
yIII - 4y'
13.
14.
15.
16.
17.
18.
yIII + y" - 2y = 5z; y(O) = 0 y'(O) = 1

y" + 4y = sin2z; y(O) = 0 y'(O) = 0
y" + y' = 1; y(O) = 0 y'(O) = 1
y" - 4y' + 5y = 2e 2Z (sinz + cosz); y(O) = 0 y'(O) = 2
yIII - 3y' - 2y = ge2z ; y(O) = 0 y'(O) = 3 y"(O) = 3
y(IV) + y" = 2 cos Zj y(O) = -2 y'(O) = 1 y"(O) = 0 yIII(O) =
y(O)
y'(O)
y"(O)
3.31 Solve the following two-points linear boundary problems.
10.
11.
12.
y" + 3y' = 0 y(O) = 0 y(3) = 0

y" + 1r2y = 0 y(O) = 0 y(l) = 0
1r
y"+y=O y(O) = 0 y( -) = 1
2
y"+y=O y(O) = 0 y(1r) = 0
y"+y=O y(O) = 1 y(1r) = 1
y"-y=O y(O) = 0 y(21r) = 1
e2+ 1
y" - y = 0 y(O) = 1 y(l) =
2e
1r
1r
y" + y = Z y(O) = 1 y( -) = 2
2
y" + y' = 1 y'(O) = 0 y(l) = 1
y" - y' = 0 y(O) = -1 y'(l) - y(l) = 2
y" + y' = 2z - 1r y(O) = 0 y( 1r) = 0
y" - y' - 2y = 0 y'(O) = 2 limy(z) = 0
13.
y" - y
1.
2.
3.
4.
5.
6.
7.
8.
9.
14.
=1
y" + y = 1
z~oo
= 0 limy(z) < +00

y( 0) = y( 1r) = 0
y(O)
z~oo
3.32 Find the real parameter A such that the following problems possess
nontrivial solutions and then solve these problems.
1.
y" + Ay = 0
a)y(O) = y(l) = 0
b)y'(O) = y'( 1r) = 0
c)y(O) = y(1r), y'(O)
= y'(1r)

2.
3.
y" -)..y = 0
a)y(O) = y(l) = 0
b)y'(O) = y'(l) = 0
a)y(O) = y'(l) = 0, IE R
y" -)..y = 0 ().. =I- 0)
1
a)y(O) = 0, y(1) = I
1
b)y'(O) = 0, y(1) = I
c)y(O)
d)y'(O)
4.
5.
6.
75
= 0,
y'(1)
=~
= 0,
y'(1)
y(IV) _ )..4 y = 0
=~
a )y(O) = y"(O) = 0 y(1r) = Y"(1r) = 0

b)y(O) = y'(O) = 0 y( 1r) = y"( 1r) = 0
a)y(O) = y'(O) = 0 y( 1r) = y'(1r) = 0
yIII + y" _ )..2y' _ )..3 y = 0 (>.. =I- 0)
1
y(O) = --,
y'(O) = 1 + ~, y(1) = 0
)..
y(IV) _ 2yIII + 2y" - 2y' + y = cos 2:r::
1
y(O) = y(1r) = 25' y'(O) = 225 , y'( 1r)
= 225
3.33 Find the solutions of the following equations satisfying the given
conditions.
Y E M(R),
1.
yll - Y = 1,
2.
3.
4.
5.
M(R) = set of bounded functions on R

y" - y = -2cos:r:: y E M(R)
y" - 4y' + 5y = sin:r:: y E M(R+)
y" + 2y' + 5y = 4 cos 2:r:: + sin2:r:: y E M(R_)
y" - 2y' + y = 4elim y(:r::) = 0
6.
y" + 4y' + 3y
7.
y" - y' - 5y
al
aI--++OO
= Be + 9
=1
al
lim y(:r::)
aI--+-OO
lim y(:r::) =
aI--++OO
-!.5
=3
Problems
76
8.
y" + 4y' + 4y
9.
y"- 5y' + 6y
10.
y" -
= 2e
lll
(sinz + 7 cos z)
lim y(z)
111-+-00
= 2e- (9sin2z + 4cos2z)

4y' + 4y = (9z 2 + 5z - 12)elim
lim y(z)
2111
1II
111-++00
=0
111-++00
y(z)
=0
=0
3.34 We consider the differential equation
y" + ay' + by
=0
where a,b E R, y E 02(R).

Find a and b such that
1) All solutions of the equation are bounded on R.
2) All solutions of the equation are bounded on R+.
3) All solutions of the equation are bounded on R_.
4) All solutions of the equation are periodic.
5) At least one nontrivial solution of the equation converges to zero
if z -+ +00.
6) A modulus of any nontrivial solution of the equation, starting
from certain z, is an increasing function.
7) Any solution of the equation has an infinite number of zeros.
3.35 We consider the following equation
y" + 2y' + ay = 0 y E 02(R) a E R
yeO)
= 0,
y'(1)
=1
Investigate, how the solvability of this problem depends on A.

y"+y=f(z),
f:R-+R,
fEO(R)
Derive conditions for f under which all solutions of this equation are
bounded as z -+ +00.
3.37 Show that for the following differential equation, called the Euler
equation, one can find a suitable change of variables which turns it into
equation with constant coefficients.
ao(az + bty(n) + al(az
+ b)n-ly(n-l) +
+an_l(az + b)y' + anY = fez),
... +
ai,a,b E R,
f E 0(1)
77
Propose a direct method to solve the homogeneous Euler equation.

3.38 Solve the following homogeneous Euler equation.
1.
2.
3.
4.
5.
X2y" + xy' - y = 0
X2y" + 3xy' + y = 0
X2y" + xy' = 0
x 3yIII - 3X 2y" + 6xy' - 6y
x 2yIII - 3xy" + 3y' = 0
6.
7.
8.
9.
(2x
10.
11.
=0
+ l?y" - 2(2x + l)y' + 4y = 0

(x + 2)2 yll + 3(x + 2)y' - 3y = 0
(2x + 1)2yIII + 2(2x + l)y" + y' = 0
+ 1)2y" - 12y' = 0
(2x + 3)2 y" + 3(2x + 3)y' - 6y = 0
(x + l?y" - 2(x + l)y' + 2y = 0
(x
3.39 Solve the following linear inhomogeneous Euler equations.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
X2y" - xy' + y = 8x 3
X2y" - 6y = 5x 3 + 8x 2
X2 y" - 2y = sin log x
X2 y" + xy' + y = x(6 -log x)
16 log x
X2y" - xy' - 3y = x
X2y" - 2xy' + 2y = x 2 - 2x + 2
X2 y" + xy' - y = x m, m=ll
X2y" + 4xy' + 2y = 2log2 X + 12x
X2 y" - xy' + 2y = x log x
(x - 2?yll - 3(x - 2)y' + 4y = x
(x
+ 1)2 yll -
3(x
12.
X2 y " - xy' + y
13.
14.
x 3e z
x 3e z
+ l)y + 4y = (1 + X)3
log x
= -x- + log x
X2y" + 2xy' - 2y = x 3
2(m - 1)x 2 y" + m 2xy' - m 2y = xm + X
+ 1 mER
Problems
78
3.40 Find solutions of the following Euler equations with given conditions.
1.
2.
- zy' + y = 2z y(l) = 0 y'(l) = 1

Z3 e z - z2 yll + 2zy' - 2y = Z3 y(l) = 1 y'(l)
Z2 yll
3.41 Find the function

equation
1:
I(z)i:. [/(Z)
dz z - y
=0
yll(l)
=0
R --+ R which satisfies the differential
1+ I(Y)~
[/(Y) 1= 0
dy z - y
z =I- y.
3.42 Solve the following systems of linear homogeneous equations.
3z + y - z - 0
+ z - 5y + z - 0
- z + y - 3z = 0
cl:c _
1.
2.
dt
: - z + 5y
2z + y
1t -
=0
=0
i+
2z - y = 0
z - 4y = 0
cl:c _
z' + 4z - 2y - 5z = 0
{
4. y' - 6z + y + 6z = 0
z' + 8z - 3y - 9z = 0
y~ - Y2 - Y3 = 0
5. { y~ - Yl - Y3 = 0
y~ - Yl - Y2 = 0
y~ - Y2 - Y3 = 0
{
6. y~ - 3Yl - Y3 0
y~ - 3Yl - Y2 = 0
+ 4Y3 = 0
+ Yl + 3Y2 - Y3 = 0
+ Yl + 12Y2 - 6Y3 = 0
y~ - 2Yl + Y2 + Y3 = 0
y~ - 12Yl + 4Y2 + 12Y3 = 0
y~ + 4Yl - Y2 - 5Y3 = 0
y~ - 3Yl - 12Y2
7.
8. {
{ y~
y~

yf - 10Yl + 3Y2 + 9ys = 0
{
9.
y~ + 18Yl - 7Y2 - 18ys = 0
y~ - 18Yl + 6Y2 + 17ys = 0
yf - 5Yl + Y2 + 4ys = 0
10. { y~ + 12Yl - 5Y2 - 12ys = 0
y~ - 10Yl + 3Y2 + 9ys = 0
yf - 3Yl + Y2 + 3ys = 0
y~ + 6Yl - 2Y2 - 6ys = 0
y~ - 6Yl + 2Y2 + 6ys = 0
yf - Yl + Ys = 0
y~ + 6Yl - 2Y2 - 6ys = 0
y~ - 4Yl + Y2 + 4ys = 0
yf - Yl + 2Y2 + Ys = 0
{
13. y~ + Yl - Y2 - Ys = 0
y~ - Yl + Ys = 0
y~ + 3Yl - 4Y2 + 2ys
14. { Y2 - Yl - Ys - 0
y~ - 6Yl + 6Y2 - 5ys
=0
=0
yf - 2Yl - Y2 = 0
{
15. y~ - Yl - 3Y2 + Ys = 0
y~ + Yl - 2Y2 - 3ys = 0
yf - 4Yl + Y2 + Ys = 0
{
16. y~ - Yl - 2Y2 + Ys = 0
y~ - Yl + Y2 - 2ys = 0
yf + 2Yl - Y2 + 2ys = 0
17. { y~ - Yl + 2Y2 - 2ys = 0
y~ - 3Yl + 3Y2 - 5ys = 0
yf - Yl + Y2 - Ys = 0
18. { y~ - Yl - Y2 + Ys = 0
y~ + Y2 - 2ys = 0
yf - 2Yl + Y2 + Ys = 0
19. { y~ - 2Yl + Y2 + 2ys = 0
y~ + Yl - Y2 - 2ys = 0
79
Problems
80
3.43 Solve the following inhomogeneous systems of linear differential

equations.
1.
{ yf + 2Yl + 4Y2 = 1 + 4:z:
2.
{ yf + 2Yl + Y2
3.
{ yf -
4.
{ yf -
a 2
Y2'+ Yl - Y2 -_ 2":Z:
y~
= sin:z:
- 4Yl - 2Y2 = cos :z:
5Yl + 3Y2
2e at
,
5
Y2 - Yl - Y2 = e -t
y~
2Yl - Y2
2Yl = 2t
= et
yf -
5.
6.
{+
+
{
2Yl - Y2 + 2Ya = 2 - :z:

y~
Yl = 1
y~ - Yl - Y2
Ya
1 - :z:
yf
Yl - Y2 - Ya = e Z
y~ - Yl Y2 - Ya = e 2z
y~ - Yl - Y2 - Ya = 4
7.
{ yf -
8.
{ yf -
9.
+ =
2Yl - Y2 = 2e z
y~ - Yl - 2Y2 = 3e 4z
2Yl - 4Y2 = cos:z:
Yl + 2Y2 = sin:z:
+
{ yf + 4Yl
y~
- 2Y2 = e"~l
a
Y2' -6 Yl - 3Y2 -- e"-l
10.
{ yf -
11.
{ yf + 5Yl -
3Yl
y~ - 2Yl
+ 2Y2 = 0
+ Y2 = 15ezVZ
2Y2 = e Z
y~ - Yl + 6Y2 = e- 2z

1.
y~ - Yl - Y2 = 0
{ y~
2Yl - 4Y2 = 0
Yl(O) = 0 Y2(0) = -1
2.-
+
+
3Yl Y2 = 0
y~ - 10Yl
4Y2 = 0
Yl(O) = 1 Y2(O) = 5
yf -
3.
{ Y:+Y,-Y3=O
y~ - Y3 = 0
y~ + Yl - Y3 = 0
Yl(O) = 1 Y2(0) = ~ Y3(0) = ~
4.
{ yl + 3y, + y, = 0
y~ - Yl + Y2 = 0
Yl(O) = 1 Y2(0) = 1
5.
{ yl - y, - y, = z - z, - 2
y~ + 2Yl - 4Y2 = 2Z2 - 4z - 7
Yl(O) = 0 Y2(0) = 2
6.
{ y: - y, - y, = -co. .
y~ + 2Yl + Y2 = sin z + cos z
Yl(O) = 1 Y2(0) = -2
7.
8.
9.
{ !il+5y,+y,=e"
y~ - Yl + 3Y2 = e2z
Yl(O) = ;~~ Y2(0) = !~~
{ y: - 3y, - By, = 0
y~ + 3Yl + Y2 = 0
Yl(O) = 6 Y2(0) = 2
{ yl - 4111 + 5y, = 0
y~ - Yl = 0
Yl(O) = 0 Y2(0) = 1
10.
{ yl - y, - 5y, = 0
y~ + 3Yl + Y2 = 0
Yl(O) = -2 Y2(0) = 1
11.
{ Y:-1I1-y,=z
y~ - Yl + 2Y2 = 2z
Yl(O) = -~ Y2(0) = -~
12.
{ 2y: - 6y, + y, = 3 - z - 6z'

y~ - 2Yl = - 2z - 1
Yl(O) = 2 Y2(0) = 3
3.45 Consider the linear differential equation

yll + py' + qy
= 0, p, q E C([a, b]).
81
82
Problems
1. Make the change of variables

z =
4>(t).
2. Derive the conditions which the coefficient functions p, q and the

function 4> should satisfy, so that the transformation z = 4>( t) turns the
equation to the one with constant coefficients.
3. Find such transformations for the following differential equations.
a)
b)
c)
"
"
-JZ+1,
2z
~-O
+ 4z Y -
2z,
+ 1 + Z2 y + (1 + z2)2 = 0
(1 + z2)y" + zy' - k 2y = 0
y
1. Perform the change of variables

z
= f(t)
and find the function f such that the resulting equation does not contain y'.
2. Integrate the equation and then find the general solution of the
equation
zy" - y' - 4z 3 y = Z2 + e m a: 2
where m is a real parameter. Discuss the result.
1. Find the function f such that the equation obtained after the
transformation z = f(t) does not contain y'.
2. Integrate the equation taking z = tan t.
3.48 Consider the following equation
83
1. Perform the change of variables
= cost.
2. Integrate the differential equation for -1 < z < 1.

3. For A = n, n E N, show that the equation has polynomial
solution.
4. For A = 2 compute coefficients of this polynomial.
3.49 Consider the differential equations.
b) y" + (kz + 4>(yyt3 = 0 4> E O(R), k E R given

1. Derive the equation obtained by interchanging dependent and
independent variables.
2. Integrate these equations.
3. Find the solutions which satisfy
y(O)
= 0,
y'(O)
= ~.
3.50 In the differential equation
y" + 2 tan y(y'? + y'(h 2 e
lll -
1) + k 2 e 2111 sin y cos y
=0
where h, k E R+ are given, make the change of variables

y
= arctanz
= e"
and integrate the equation.

L[y] = y" + py' + qy = 0 p,q E 0(1).

1. Derive the conditions for p and q such that the equation possesses
two solutions Yl, Y2 with
Y2 = ZYl
2. Integrate the equation for p, q satisfying the conditions derived

in 1. and show that its general solution can be obtained by a single
quadrature.
Problems
84
3. Taking p( z) = 6 - ~ and q such that the condition derived in 1.

holds, write down the general solution of the equation L[y] = O.
4. For p, q as in 3., integrate the equation L[y] = Z3.
5. Find p, q and </> such that the equation L[y] = 0 possesses solutions satisfying Y2 = </>( Z)Yl.
yll
+ py' + qy =
p, q E C([a, b]).
0,
1. Show that if the equation possesses two linearly independent

solutions of the form Yl, Y2 = ZYb then the equation is solvable by
quadratures. Express p, q, Yb Y2 in terms of the ratio w = !!l..
Y1
2. Integrate the Riccati equation equivalent to the equation from 1.
3. Consider the cases w(z) = 1, w(z) = ~, w(z) = z.
3.53 1. Derive the conditions for p and q, p, q E C([a, b]) such that the
differential equation
yll + py' + qy = 0
possesses two distinct solutions Yl, Y2 with
YIY2
= 1.
-!.
2. Solve the equation for p =

3. If in the given equation we make the change of variables
Y = e f:o z(.)d.
the equation becomes a Riccati differential equations. Find the relation between solutions of this Riccati equation corresponding to the
solutions Yl, Y2 of the initial equation, for which YIY2 = 1.
4. Solve the Riccati equation derived in 3. Take p( z) = -~.
3.54 Solve the differential equations
1.
(Z2 - 1)2 y lI + 2Z(Z2 - l)y' - Y
2.
zylltanz - y' - xylog3 x
=0
=0
noticing that they possess two solutions Yb Y2 such that YIY2

3.55 Solve the differential equation
Y" + py' + qy
=0
= 1.
85
knowing that it possesses two solutions Yl and Y2 for which

YIY2
= J J E C 2 ([a, b]).
3.56 Consider the third order differential equation
yIII + py' + qy
=0
p, q E C1([a, b])
and let Yl, Y2 be two linearly independent solutions of it.

1. Show that this equation is equivalent to the set of second order
differential equations
Y y' y"
Yl yf yf' = C
y~
Y2
y~
VC E R and find the general solution of this equation.
2. Find the conditions for p and q such that the differential equation
of 1. with C = 0 possesses two solutions Yl and Y2 with
YIY2I - Y2YlI
;2.
= 1.
Verify the result in the case p( z) =

L[y]
1. Find the function
tions Yl, Y2 with
= Y" + 2y' + J(z)y = O.

J such that
Y2
the equation possesses two solu-
= e z Yl2
2. Solve the differential equation for J( z) found in 1.

3. Perform the change of variables u = JL
and show that the resulty
ing equation has two solutions which are rational functions.
Y" + py' + qy
=0
p,q E C([a,b])
and let Yl, Y2 be two independent solutions of it.

1. Show that
86
Problems
2. Using this result, find p and q such that Yl(Z) = z+1, Y2(Z) = ell:.
3. For p, q found in 2., perform the change of variables
Y'
- = p..
Y
Noticing that one obtains a Riccati differential equation in this way, derive, without integrating, its general solution and show that it depends
on a single integration constant only.
4. Solve the equation
Y" + py' + qy = z
with p and q determined in 2.

(1). z(1- z)Y" - (1 - 2z)y' - 2y = 0

and the system of differential equations
z(1 - z )y' +
(2).
%'
1. Eliminate
+ p.y =
~y
=%
from the system (2).

2. Show that if by elimination of % from the system (2) we obtain
the equation (1), then ~ is a solution of the Riccati equation
%
~' _
A2
z(1-z)
+ 2(2z -
1) ~ + 2 = o.
z(1-z)
3. Solve this Riccati equation, noticing that it has a solution of the

form Az + B.
4. Find a pair of functions ~ and p. such that elimination of % from
(2) gives eq. (1).
5. Solve the system (2) and derive the general solution of the equation (1).
6. Find the general solution of the equation
87
3.60 Let us denote

6. n [y] =
Y
y'
Y'
y"
yen)
y(n+1)
yen)
y(n+1)
y(2n)
1. Show that any solution of the Cauchy problem

6. n [y]
=0
y(lc)(:co=y~lc),
for which 6. n - 1 y =I
k=O,1, ... ,2n-l
is a solution of the following n-th order linear
where the coefficients A1' ... ' An are determined by the system of linear
equations
(n)
0
'
A (n-1)
A nYO+ A n-1Yo++
1YO
+Yo =
A nYo' + A n-1YoII + ... + A 1YO(n) + Yo(n+1) = 0
A nYo(n-1)
+ A n-1Yo
(n) +
+ A 1Yo(2n-2) + Yo(2n-1) --
2. Show that any solution of the equation with constant coefficients

yen)
for which 6. n - 1 [y]
o.
=I
+ A 1y(n-1) + ... + AnY =
is a solution of the differential equation 6. [y] =

n
3. Prove that
4. Show that the solutions of the differential equatio

6. n [y]
= Ae az
are also solutions of the equation
A, a E R,
=I
88
Problems
5. Integrate the Necklace equation
6. Integrate the Darboux differential equation
Let y be a non-trivial solution of this equation and

ZY
= {z E R : y( z) = O}.
1. Show that Va, bE R, the set [a, b] n Zy is finite.

2. If Yl and Y2 are two linearly independent solution of the given
equation and Z1, Z2 are consecutive roots of the solution yt, then the
set
contains one element.

3.62 Consider the Bessel differential equation
1. Make the change of variables
2. Find the distance between two consecutive roots of the solution

of the equation
w" + w = O.
3. Using Sturm comparison theorem, estimate the distance between
two consecutive roots of Bessel equation for various n.
4. Find the solution of the given equation for n = 0 in the form of
an infinite series.
y" + (A
+ 4>( zy = 0
z ERA E R
89
where </> is periodic with the period 27r.

1. Assuming that for A = A1 the equation has a solution y which
vanishes at least in two points :e1, :e2, show that any solution of this
equation for A > A1 vanishes at least once in (:e1' :e2)'
2. Let A be such that A + </>(:e) < 0, V:e E R. Show that
a) Every solution has at least one root.
b) The equation does not have periodic solutions.
3.64 Consider the problem
+ AY = 0
AE R
y(O) = y'(l) = 0 IE R+.
y"
1. For I = 1, find a solution of this problem. Discuss the A dependence of this solution.
2. For A = 1, find the values of I for which the problem has only
the trivial solution.
3. Solve the problem for A = 2 and I = 4.
4. Study the solvability of the problem
y" - y
y(O)
for
C([O,7r]).
=f
= y'(7r) = 0
CHAPTER
The Method of Laplace Transforms
Preliminaries
A function I : R -+ R satisfying the conditions,
1. I( z) = 0 for z = 0
2. I/(z)1 < Me PoIII for z > 0, M,po E R+
3. I satisfies the Dirichlet condition for any finite interval of the
positive real axis, i.e.
is bounded
is continuous or it has a finite number of discontinuities of first

kind
has a finite number of extrema
is called the original function or the Laplace transformable function.

For function f which satisfies the above conditions, the integral
is convergent and the function F(p) is called the Laplace transform or

the Laplace image of the function Ii p is called the index of growth.
Below, we will use the following notation to denote a Laplace transform
LI = Fi (Lf)(p) = F(p), or I(z) . F(p).
90
91
Also, we define the value of a function at the point of discontinuity Zo

to be
1
f(zo) = 2'[f(zo + 0) + f(zo - 0)].
The inverse formula of Laplace transform is
f(z)
1 r+
= 211"i
Ja-ioo
ioo
(Lf)(p)epllJdp,
If IF(p)1 < OR-le, p = Rei', -11"

are constants, then the integral
1
a E R, a> po.
< (J < 11", R > R o, where Ro,O,k > 0
r+ ioo
211"i J a- ioo F(p)epllJdp

from the inverse transform formula can be replaced by the integral
epIIJ F(p)dp
where'Y is a circle with the center in the origin, containing all poles of
the function
FI(p)
= epIIJ F(p).
Using the residuum theorem, one obtains
where TI, T2, , Tm are residuas of the function FI(p) calculated in its
poles.
The function
(f
* g)(z) =
fa- f(t)g(z -
t)dt
is called the convolution product of the functions f and g. The following

theorem holds:
Theorem 4.1
L(f * g)
= L(J). L(g)
92
Problems
Exercises and Problems

4.1 Using definitions given above, derive the following properties of
Laplace transforms.
2.
L(>.J)(p) = >'(LJ)(p), >. E R

L(f + g)(p) = (L/)(p) + (Lg)(p)
3.
(L(f(az))(p)
4.
L!,(p) = p(LJ)(p) - /(0)

Lj<n)(p) = pn(LJ)(p) - /(O)pn-l - ... - /(n-l)(o)
1.
5.
= !"(L/)(P)
a
7.
L[-z/(z )](p) = [L/(p)]'

L[( -ltzn/(z )](p) = [L/(p)]n
8.
L[ t" /(z )dz]
9.
L[/(z - a)](p) = e-aP(LJ)(p),

L[e>':lJ(z)](p) = (LJ)(p - >.)
6.
10.
Jo
= ~(L/)(p)
p
a> 0
4.2 Calculate the Laplace transforms of the functions.
1.
2.
3.
4.
5.
6.
7.
1
zn
zO< , a> -1
e>':!:
cos f3z
sinf3z
eO<:!: cos f3z
8.
9.
z cosf3z
10.
z sinf3z
ea :!: sinf3z
4.3 Calculate the Laplace transforms of the functions.
1.
2.
3.
/(z)=l+z
/(z) = sin4z
/(z) = sin2 z
4. The Method oj Laplace TransJorms

4.
93
J(z) = sinhbz
J(z) = a
J(z) = 2sinz - cos z
J(z) = ze
J(z)=cos 3 z
J(z) = sinh2zsin5z
5.
tll
6.
7.
8.
tll
9.
10.
J(z)=zsinh6z
4.4 Using the property 4.1, point 5., find the Laplace transforms of the
functions.
1.
2.
3.
4.
5.
J(z) = sin2 z
J(z) = sin3 z
J(z) = cos4 z
J(z) =
z sin 2z
J(z)=zcos7z
4.5 Find the Laplace transforms of the functions given by their graphs.
1.
2.
94
Problems
3.
4.
f( z) = {
5.
..
~-b(e-G)
for 0 < z
for z>a
/(z) = \sinz\
4.6 Find the original function of the following functions.

1
1.
F(p)
= p(p _
2.
F(p)
= y-2p+5
3.
1
F(p) = p3 _ 8
F(p) - ~~-:-:-:-----:-:- p(p-1)(p-2)(p-3)
l)(y
+ 4)
5.
F(p) = p(p4 _ 5y + 4)
4.7 Using definition of the convolution product and theorem 4.1, find
the originals of the functions.
1.
F(p) = p4 _ 1

2.
F(p)
95
= (r + 1)2
4.8 Find images of the following functions.
1.
fez) = y'(z) + y(z) + 10'" y(t)dt,
2.
if yeO) = 1
f(z) = y(z)-2y'(z),
3.
if yeO) = 0
fez) = yIII(z) - y"(z)
if yeO)
4.
= 0,
+ 2y'(z) y'(O) = y"(O) = 2
fez) = y'(z) -
2y(z),
10'" y(t)dt
if yeO) = 0
4.9 Using Laplace transforms, solve the following initial value problems.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
y' + 2y = sinz, yeO) = 0

y" + y = 0 y( 0) = 1 y' (0) = 0
y" + 3y' = e'" yeO) = 0, y'(O) = -1
yIII + 2y" + 5y' = 0
yeO) = -1. y'(O) = 2, y"(O) = 2
yIII + y" = cos z
yeO) = -1. y'(O) = 2, y"(O) = 2
yIV - 5y" - lOy' - 8y = 0
yeO) = 1. y'(O) = y"(O) = 6, yIII(O)
y" - y' =
= -14
z2
yeO) = o. y'(O) = 1,
yIV + ylll = cos Z
yeO) = y'(O) = y"(O) = 0,
3 . 1
y"
- 4
y=.
sm 2"z sm
2"z,
yIII(O)
yeO) = 1. y'(O) = 0
y" + 4y = 2 cos z cos 3z yeO)
=m
= y'(O) = 0
Problems
96
4.10 Using Laplace transforms, solve the following linear Cauchy problems.
S!. = Y + 2x
: = 2y+ z+ 1
yeO) = 0 z(O) = 5
1.
2.
i=~;
{ x(O)
= 2 yeO) = 3
dt
x" = 3(y - x + z)
y"
3.
4.
5.
Xi
6.
+y +z
= 0
yl + X + z = 0
Zl + X + y = 0
x(O) = -1 yeO)
Xi
7.
=x -
z" = -z
x(O) = XI(O) = 0
yeO) = 0 yl(O) = 1
z(O) = 1 ZI(O) = 0
2y" - yl + 9y - z" - Zl - 3z = 0
{ 2y" + yl + 7y - z" + Zl - 5z = 0
yeO) = yl(O) = 1 z(O) = ZI(O) = 0
Xi = -x + y + z + e t
{ yl = X - Y + z + eat
Zl = X + y+ z + 4
x(O) = yeO) = z(O) = 5
= 2x -
+Z
=0
z(O)
yl = X + Z
Zl = -3x + y - 2z
x(O) = 1 yeO) = 1 z(O)
=1
=0
4.11 Solve the following integral equation of the convolution type.
1.
(x) = sin x + 2 foz cos(x - t)(t)dt
2.
(x) = e
3.
(x)
=x -
foz ez-t(t)dt
laz(x - t)(t)dt

4.
( z)
= cos z - foil: (z - t) cos( z - t )( t )dt
5.
(z)
= z foil: sin(z - t)(t)dt
6.
foil: sin(z - t)(t)dt = 1 - cos Z
1 (t)(z - t)2dt
11:
7.
97
= _Z3
3
foil: cos(z - t)(t) = sinz
o
8.
4.12 Solve the following systems of Volterra integral equations.
= 1- 2I;e 2(II:-t)1(t)dt+ I;2(t)dt

= 4z - f; 1(t)dt + 4f;(z - t)2(t)dt
1(Z) = sinz + I; 2(t)dt
2(Z) = 1 - cos z - f; 1(t)dt
1(Z)
2(Z)
1.
2.
3.
4.
1(Z) = Z + loll: 2(t)dt

{ 2(Z) = 1 - I; 1(t)dt
3(Z) = sinz + !foll:(z - t)1(t)dt
5.
1(Z)
{ 2(Z)
3( z)
1(Z) = e211: + f; 2(t)dt

2(Z) = 1 - I; e2(II:-t)1(t)dt
= 1- f; 2(t)dt
= cos z - 1 + f; 3(t)dt
= cos z + loll: </>1 (t)dt
4.13 Using Laplace transforms, solve the following integro-differential

equations.
1.
"( z)
(O)
2.
11:
= '(O) = 0
'(z) - (z)
(O)
3.
= foil: e2(II:-t),( t)dt + e2
+ foll:(z -
= -1
"(z)
+ 2'(z) + (z) + 2 foil: cos(z -
+ foil: sin( z - t)'( t)dt

4.
t)'(t)dt - foil: (t)dt = z
"(z)
= cos z
</>(0)
+ 2'(z) + (z) + 2 foil: sin(z -
t)"(t)dt +
= '(O) = 0
t)'(t)dt
= cos z
98
Problems
4>(0)
5.
= 4>'(0) = 0
4>"(Z) + 4>(z)
fa sinh(z - t)4>(t)dt + fa cosh(z - t)4>'(t)dt = coshz
4>(0) = -1
4.14 Solve the following delay equations.
1.
y(z) + 2y(z - 1) - 3y(z - 2) = fez)
2.
y'(z) + y(z -
2) = 0,
~
y(z)
= cos(z)
for -
2::::; z < 2
~
4.15 Find the solutions of the following linear differential equations.
=0
zy" + 2y' = 0
zy" + (2z - 1)y' + (z - 1)y = 0
1
zy" + 2y' = z - 1 yeO) = 0 y'(O) = -2"
zy" - 2y'
1.
2.
3.
4.
4.16 Find original functions of the following functions.

1
= (p _ 1)3
1.
F(p)
2.
F( ) P
P - (p+ 1)(p+2)(p+3)(p+4)
3.
F( ) = 4- p- Y
p
pS-#
4.
F(p)
= p6 _ 6pS + 11# -
5.
F(p)
= (p _
1)3(pS + 1)
6p
CHAPTER
Integral Equations
Preliminaries.
Fredholm integral equation.
Consider the mappings F : Dl -+ R, Dl ::> Rn+2, K : D2 -+ R,
D2 ::> R 2n+l and the spaces of functions
= {4> E C(O,R),O
R": (z,4>(z),
Y
In
K(z,S,lI(Sds) E D 1 }
= C(O,R)
Take the mappings f: X -+ Y, 4> ~ F(z,4>(z),io K(z,s,4>(sds).

The functional equation f( 4 = 0, i.e.
F(z,4>(z),
In K(z,s,4>(sds) = 0
is called the Fredholm integral equation.

U sing different forms of F and K, we obtain the following important
classes of this integral equation
In
4>(z) -
K(z,s)4>(s)ds = fez)
In K(z,s)4>(s)ds = fez).
(1)
The first equation is called the Fredholm integral equations of first kind;
the second one is called Fredholm integral equations of second kind.
99
100
Problems
If, in the equation of the second kind, the kernel K is of the form
n
K(z,s) = 'Lai(z)bi(s)
i=l
the corresponding equation is called the equation with degenerate kernel. We assume that the functions ai, bi , I and are continuous on
the bounded domain n and that the systems of functions (ai)i=l and
(b i )i=l are linearly independent. We will prove that the integral equation with degenerate kernel can be reduced to some system of algebraic
equations.
Assume that the integral equation of second kind with degenerate
kernel has a solution. Then, for this solution, we have
(2)
denoting
In bi(s)(s)ds = Oi
we find that the solution of the integral equation has the form
n
(z) = L: Giai(Z)
i=l
+ J(z).
Substituting this into the initial equation and denoting
In aj( s )bi(s )ds = Kij

In ai(s )/(s )ds = Ii
for i
= 1, ... , n, we obtain the algebraic system

n
Oi =
'L Kijcj + Ii,

i=l
i = 1, ... , n.
(3)
Therefore, to each solution of the integral equation (5.1) with degenerate kernel corresponds the solution (01 , , On) of the algebraic system
(5.3). Conversely, given the solution (01, .. . , On) of the algebraic system (5.3) and substituting it into (5.2), we obtain a solution of the
101
integral equation (5.1).

Volterra integral equation.
Consider the mappings
and
F:O~R,
OER3 ,
(z,y,z)I---tF(z,y,z)
K: D
DE R 3 ,
(z,y,z)
R,
I---t
K(z,y,z)
and the spaces of functions
x = {4> E C(I,R),I c R: (z,4>(z), fall: K(z,s,4>(s))ds) E O}

Y = C(I,R)
we take the mapping f: X ~ Y, 4> I---t F(z,4>(z),J: K(z,s,4>(s))ds).
The functional equation f( 4 = 0, i.e.
F(z,4>(z), fall: K(z,s,4>(s))ds) = 0
is called the Volterra integral equation.
Some important particular cases of this equation are
fall: K(z,s)4>(s)ds
= fez)
4>(z) + fall: K(z,s)4>(s)ds = fez)

where the functions f and K are given and 4> is an unknown function.
these two equations are called the Volterra integral equations of first
and second kind, respectively.
An integral equation in which the derivatives of unknown function
also appears is called the integro-differential equation.
102
Problems
Exercises and Problems

5.1 Study solvability of the following integral equations with degenerate
kernels.
1.
4>(z) = Io\z + y)4>(y)dy + 1
2.
4>(z) = (4v'3 - 6) 101 (Z + y)4>(y) + 1
3.
4>(z)
4.
4>(z, y) = 2101 101 (Ze + Y1])4>(e, 1])ded1] + 1
5.
4>(z, y) = 101 101 (Ze + y21])4>(e, 1])ded1] + z - Y
6.
4>(z,y,z) = 101 101 101 4>(e,1],()ded1]d(
7.
4>(z, y, z) = 101 101 Io\Ze + y1] + Z()4>(e, 1], ()ded1]d(

+Z +y+Z
= (4v'3 - 6) 101 (Z -
y)4>(y) + 6z 2 - 6z + 1
5.2 Solve the following systems of integral equations.

1.
2.
{ 4>l(Z) = Jg[Z4>l(S) + Z2S4>2(S)]ds + z

4>2(Z) = Jg[S4>l(S) + (1 + Z)4>2(s)]ds + 1- z
{ 4>l(Z, y) = J~ J~[z4>l(e, 1]) + y4>2(e, 1])]ded1] + 2
4>2(Z, y) = J~ J~[ye4>l(e, 1])Z1]4>2(e, v)]ded1]
5.3 Discuss A dependence of solutions of the following integral equations.
Ion cos( Z + y)4>(y )dy + cos Z
1.
4>( z) = A
2.
4>(z) = Afo\5z 2 - 3)y24>(y)dy + efl:
3.
4>( z) = A101 sin(log Z)4>(y )dy + 2z
4.
4>(z) = Afa2 zefl:-lI4>(y)dy + 5
5.
4>(z) = Afo\z + y - 2zy)4>(y)dy + Z + Z2
103
= A [11 (zy + Z2 y2)4>(y)dy +
6.
4>(z)
Z2 + Z4
7.
4>(z, y) = A fo1 fo1 (zye71 + Z2 y2e71 2)4>(e, 71)ded71 + 1
8.
4>( z) + A 7r cos 2 z4>(y)dy + 1
9.
4>(z}A
10.
4>(z)
= A fob Iz -
11.
4>(z)
= A 101(2zy - 4Z2)4>(y)dy +
12.
4>(z) = A
13.
4>(z) = A r7r(!.coszcosy+
10
[11 ze 4>(y)dy + z
tl
[11 (Z2 Jo
4>(y)dy + z
11" I
1 - 2z
2zy)4>(y)dy + Z3 - z
11"
+ !. sin 2z sin 2y )4>( y)dy + sin z

11"
5.4 Solve the following integral equations.
Io f sin2 z4>(t)dt = 2z -
1.
4>(z) - 4
2.
4>(z) -
3.
4>(z) - 2 fo\l + 3zt)4>(t)dt = z2
4.
4>(z) - fo\z + t)4>(t)dt = 18z 2 - 9z - 4
5.
4>(z)
[11 e
arcsin a:4>(t)dt
111
= 2"
-1 [z
11"
= tanz
1
- 2"(3t2 - 1) + 2"t(3z 2 - l)]4>(t)dt + 1
5.5 Solve the following integral equations for A E R.
= A[ : z cos t + t 2sin z + cos z sin t )4>( t )dt + z
1.
4>( z)
2.
4>(x) = A [~tant4>(t)dt+cotz
4
3.
4>(z)
= A 101 cos(logt)4>(t)dt+ 1
104
Problems
1
1
arccos t4>( t )dt +
4.
4>( x)
=A
5.
4>( x)
= A (x log t - t log x )4>( t)dt + -(1 - 4x)
6.
4>(x)
7.
4>(x)
= A Jo
8.
4>( x) = A 10 sin( x - t)4>( t)dt + cos x
9.
4>(x)
1
A lot
1- X
6
5
sinx cos t4>(t)dt + sin x
7r
171" -
tl sinx4>(t)dt + x
7r
r [sin x cos t - sin 2x cos 2t + sin 3x cos 3t]4>(t)dt + cos x
= A Jo
7r
5.6 Consider the following integral equation
4>(x)
lb K(x, t)f(t, 4>(tdt
called the Hammerstein equation, where the function K and f are given
and 4> is the unknown function. Show that if the kernel K is degenerate,
then this equation can be reduced to an algebraic system.
5.7 Solve the following Hammerstein equations.
101 xt4>2(t)dt
1.
4>(x)
= A
2.
4>(x)
= -2
3.
4>( x) = 2 101 xt4>3( t)dt
4.
4>(x)
5.
4>(x) = 101 x 2t 24>3(t)dt
6.
4>(x) = 10\1 + 4>2(tdt
7.
4>(x)
= J- 1 1 + 4>2(t) dt
8.
4>(x)
111
e .ti!
2 (1
AinR
+ 4>2(tdt
fo\xt+ x 2t 2)4>2(t)dt
xt
1 (1
2. Jo a(x)a(t)(l + 4>2(tdt
a(x) >0, xE[O,l], 101a2(x)dx>1
9.
10.
11.
105
1014>2 (t)dt A E R
4>(x) = 1 + A10 4>2(t)dt A E R \ {O}
4>(x) = A10 xt[4>(t) + 4>2(t)]dt A E R \ {O}
4>(x)
1
= -A
5.8 Find the values of the parameter A E R, for which the following
homogeneous integral equations have non-trivial solutions. For such A,
solve these equations.
Afo7r cos 2X cos 2t + cos 3x cos 3t)4>( t)dt
1.
4>( x) -
2.
4>(x) - A fo\3x - 2)t4>(t)dt = 0
3.
4>(x) - A fo\t
4.
4>(x) - Afof sin2 x4>(t)dt = 0
5.
4>( x) -
Afo27r sin x cos t4>( t)dt = 0
6.
4>( x) -
7.
4>(x) - A
8.
4>(x) - A fo\2xt - 4x 2)4>(t)dt = 0
9.
4>(x) - A fo\5xt 3 + 4x 2t)4>(t)dt = 0
vx - xvt)4>(t)dt = 0
1027r sin x sin t4>( t)dt = 0
10\45x log t - 9t log x )4>(t)dt

2
ill (5xt3+ 4x 2t + 3xt)4>(t)dt =
i:
i:
= 0
10.
4>(x) - A
11.
4>(x) - A
(x cosht - t sinh x)4>(t)dt = 0
12.
4>(x) - A
(x cosh t - t 2sinh x )4>(t)dt = 0
13.
4>(x) - A 7r cos(x + t)4>(t)dt = 0
14.
4>(x) - A
10
[11 (1 + xt + x 2t 2)4>(t)dt = 0
=0
106
Problems
4>( x) - A
15.
ill
arccos x 4>( t )dt = 0
i:
5.9 Find solutions of the following integral equations for all values of
the real parameter A and for all values of the parameters a, b, c.
+ cos y)4>(y)dy + ax + b
1.
4>(x) = A
2.
4>( x)
= A fo'lr cos( X + y )4>(y )dy + a sin x + b
3.
4>(x)
=A
4.
4>( x) = A i~
5.
4>(x)
(ysinx
ill (1 + xy)4>(y)dy+ ax2 + bx +
=A
~(Xy + x 2y2)4>(y)dy + ax + b
1 + xy
-1
+y
24>(y)dy+a+x+bx 2
5.10 Solve the following linear homogeneous integral equations.

l!.
Jo + cos 2t 4>(t)dt = 0
1 r
4J_2Ixl4>(t)dt = 0
1.
4>(x) - 2 (2 1
2.
4>(x) -
3.
4>( x) + 6 101 (x 2 - 2xt)4>( t)dt = 0
5.11 Find solutions of the following Fredholm equation of the first kind.
1.
10
2.
fob 4>( x )dx = a,
3.
fo2'1r sine x
4.
fob cos( X + s )4>( s )ds = cos x
5.
Jo
4>( x )dx
=1
a, b > 0
+ s )4>( s )ds = sin x
r s4>(s )ds = ~3
5.12 Find solutions of the following integral equations by differentiating

them first.
1.
x fore y(t)dt = (x + 1) fore ty(t)dt
= 10
y(t)dt + z + 1
2.
y(z)
3.
folll(z - t)my(t)dt = 4>(z)
4.
4>(z) - >. 10 111 e lll - t 4>(t)dt = J(z)
5.
4>( z) -
6.
4>(z)
7.
101 4>( az )da = n4>( z)
10
111
111
107
[4>2 (t) - t4>( t) + l]dt = 1
= folll[t4>2(t) -
t]dt
5.13 Find solutions of the following Volterra equations of first kind.

1.
2.
3.
4.
5.
6.
5.14 Solve the following integro-differential equations.
1.
2.
10 VI + y 12 dz = 2Vi + y
2 10 YV1 + y12 dz = 2z + y2
111
111
5.15 Derive Volterra equations equivalent to the following initial value

problems.
1.
2.
3.
4.
y" + y
= 0 y(O) = 0, y'(O) = 1
y" + y = sinz y(O) = 0, y'(O) = 0
y" - 3y' + 2y = 0 y(O) = 0, y'(O) = 1

y" + zy = 2z y(O) = 0, y'(O) = 0
108
Problems
5.16 Find solutions of the following Volterra equations of second kind.

1.
(z) = folll zs(s)ds + z
2.
(z) = - folll elll--(s)ds + z
3.
( z) = 2
4.
(z)
= folll (s)ds + elll
5.
( z)
= folll (z - s )( s )ds + z
6.
(z) = A folll(Z - s)(s)ds + 1 A > 0
7.
(z)
2s + 1
)2 ( s )ds
o 2z + 1
111
+1
= A folll(Z - s)(s)ds + z2
A> 0
5.17 Find the plane curve passing through the point Mo(2,4) having
the following property: We draw two straight lines through any point
of the curve, parallel to the coordinate axes. Then, the area of one of
two plane surfaces, determined by this rectangle and the curve is two
times bigger than the other one.
5.18 Derive the equation of the plane curve passing through the point
N(O, a), (a > 0) such that the area of the curvilinear trapezium formed
by the curve, the x-axis, the y-axis and an arbitrary vertical straight
line is proportional to the length of the arc of the curve, with proportionality constant a. Solve this equation.
5.19 Derive the equation of the curve passing through the point A(l, 1)
such that the abscissa of the center of gravity of surface determined by
the coordinate axes, the curve and the ordinate of an arbitrary point of
the curve is equal ~ of the abscissa of this point. Solve this equation.
CHAPTER
Numerical and Approximate Methods of

Solving Differential and Integral
Equation
Preliminaries
The approximation methods of solving differential and integral equations can be divided into two groups with respect to the forms in which
the approximate solution is given:
a) Analytic (global) methods yielding the approximate solutions in
the form of analytic expression.
b) Numerical (discrete) methods presenting the approximate solution of the equation in discrete points of the interval, very often in the
form of a table.
In this chapter, it is assumed that for all equations considered the
existence and uniqueness theorems hold.
1. The method of successive approximations.
Consider the Cauchy problem for the first order differential equation
y' = f(z, y)
(1)
with the initial condition
y(zo) = Yo
where the function f : D --+ R, R2 :::> D = {(z, Y) : Iz - Zo ::;
a, /y - Yol < b} is continuous on D and satisfies Lipschitz condition
109
Problems
110
with respect to y:
where (Z,Yl),(Z,Y2) E D, L = const. Under these conditions, there

exists a unique solution Y: [zo, Zo + h]-+ R of the problem (6.1), (6.2)
which can be found as a limit of the sequence of functions {Yn}neN
satisfying the formula
(2)
The sequence {Yn} uniformly converges to the exact solution Y of the
problem (6.1), (6.2) on the interval [zo, Zo + h] and the error of the
approximate solution Yn(z) on the interval [zo,zo + h] is estimated by
the formula
(z - ZO)n+1
En := IY(Z) - Yn(z)1 ~ ML n (n + I)!
(3)
where M:= max I/(z,y)1 and h is determined from

(a:.II)eD
= min(a, ~).
(4)
Any function sufficiently close to the exact solution may be taken as

the starting approximation Yo( z). Sometimes, it is useful to take as Yo
the approximate solution of eq. (6.1), being a partial sum of the power
series constructed with from (6.1).
Remark The method of successive approximations can be used for solving both systems of differential equations and differential equations of
order n, if the latter can be expressed in the form of a system.
2. Euler method (Euler polygon line method).

The Euler method is a discrete method. Consider the problem
Y' = I(z, y) y(zo)
= Yo
(5)
where the right hand side of equation 1 : D -+ R, R2 :::> D =

{(z,y) :Iz - Zo ~ a, IY - Yol ~ b} satisfies the conditions
(6)
6. Numerical and Approximate Methods
111
= const, (X,Yl),(X,Y2 E D,
18f~~Y) + f(x,y)8f~:'YI ~ M
(7)
M = const, (x,y) E D. Having chosen a system of evenly distributed

points Xi = Xo + ih (i = 0,1, ... ) in the interval in which the solution
Y of the problem (6.6) exists, one obtains from the Euler method the
approximate values Y(Xi) ~ Yi by means of the formula
Yi+l
= Yi + hf(Xi, Yi)
= 0,1, ...
(8)
Here, the required integral curve Y = y( x) passing through the point

Mo(xo, Yo) is replaced by the polygonal line MoM1M2 ... , with the vertices M i ( Xi, Yi). Each segment MiMiH of this line, called the Euler
polygon is described by the equation Y = Yi + (x - xi/( Xi, Yi and the
direction coinciding with that of the integral curve of eq.(6.6) which
passes through the point Mi. If y(xn) is the exact value of the solution
of (6.6) at the point Xn and Yn is the approximate solution given by
(6.9), then we have the following estimate
(9)
The Euler method can be readily applied to systems of differential
equations as well as to differential equations of higher orders reduced
to the systems of differential equations of order one.
For example, let us consider the system of first order two equations
of order one
Y' =
h(x,y,z)
z' =
h(x, y, z),
y(xo) = Yo,
z(xo) = zoo
(10)
The approximate values Y(Xi) ~ Yi, Z(Xi) ~ Zi can be computed from

the equations
= Yi + hfl(Xi, Yi, Zi)

ZiH = Zi + hh(xi,Yi,zi).
Yi+l
(11)
Remark For the numerical approximation of the solution of (6.6) the so

called improved Euler method is proved to be very useful. This method
consists of the following.
(12)
Problems
112
where
fi+~:= f(zi+~'Yi+~) zi+~:= Zi + 2h Yi+~:= Yi + 2hfi.
(13)
3. The Runge-Kutta method.

Consider the Cauchy problem
y'
= f(z, V),
y(zo)
= Yo
(14)
under the same conditions as in the previous section. Let Yi be the

approximate value of the solution we are looking for at the point Zi.
According to the Runge-Kutta method, the approximate value Yi+l at
the next point Zi+1 = Zi + h is given by the formulas
+ !l.Yi
Yi+l
Yi
!l.Yi -
~(Kfi) + 2K~i) + 2K~i) + Kii
(15)
where
Kfi) -
hf(Zi, Vi)
K~i)
hf(Zi + 2 h ,Yi + 2 K1')
K(i)
1
1 (i)
hf(Zi + '2 h ,Vi + '2K2 )
Kii) -
hf(Zi + h, Yi
11(")
+ K~i
(16)
It is advisable to arrange all the computations according to the

following computation scheme shown in Table 6.1.
This table is filled in the following order:
1. Write the numerical values of Zo, Yo in the first row of the table.
2. Write the numerical values of Zo + lh, Yo
row.
+ lKfO) in the second
3. Compute f( Zo + !h, Yo + !KfO, multiply it by h, and enter the

result to the table as K~O).
4. Write the numerical values of zo+ !h, Yo+ !K~O) in the third row,
compute f(zo + !h, Yo + lK~O, multiply it by h, and enter the

't
X
Xo
xo+ !h
xo +!h
XO+ h
Y
yo
yo + !K~O)
yo + !K~O)
yo + K~O)
K = h!(x,y)
K~O)
1
K~O)
1
K~O)
2K~O)
K(O)
2K~O)
K~O)
2K~O)
113
ll.yo
1
Xl
Yl
Table 6.1: The Runge-Kutta method.

5. Write the numerical values of xo+h, Yo+ !K~O) in the fourth row,
compute !(xo + h, Yo + !K~O), multiply it by h, and enter the
6. Add the numbers K~O), 2K~O) , 2K~O) , and KiO), multiply the result
by ~ and enter the result as ll.yo.
7. Compute Yl = Yo
+ ll.yo.
8. Continue the computation in the same order, taking (Xl, Yl) as

the initial point.
Note that the distance h may be changed while going from one point
into another. To check, if h is chosen properly, it is recommended to
compute the number
K(i) K(i)
(17)
E> = II K~i) - K~i) II
1
which should not exceed several hundreds, otherwise h should be reduced.

The order of accuracy of the Runge-Kutta method is O(h4) on the
whole interval [xo, b].
Remark The Runge-Kutta method can be also used to solve systems
of differential equations.
The Adams method.

Let us assume that for the equation
y'=f(x,y),
y(xo)=yo
(18)
Problems
114
Z1c
Y1c
Zo
Zl
Z2
Za
Z4
Zs
Z6
Yo
Y1
Y2
Ya
Y4
Ys
Y6
1
2
3
4
5
6
l:!J..y1c =
Y1c+1 - Y1c
l:!J..Yo
l:!J..Y1
l:!J..Y2
l:!J..Ya
l:!J..Y4
l:!J..Ys
Y'1cI( Z1c, Y1c)

I(zo, Yo)
l(zt,Y1)
l(z2, Y2)
I(za, Ya)
l(z4, Y4)
I(zs, Ys)
q1c =
hy~
qo
q1
q2
qa
q4
qs
l:!J..q1c =
q1c+1 - q1c
l:!J..qo
l:!J..q1
l:!J..q2
l:!J..qa
l:!J..q4
l:!J..2 q1c
l:!J.. aq1c
l:!J..2 qO
l:!J..2 q1
l:!J..Zq2
l:!J..2 qa
l:!J..a qo
l:!J.. ;Sq1
l:!J.. aq2
l:!J..a qa
Table 6.2: The Adams method.

the three consecutive values of the required solution have been found
by any of the above described methods, i.e., Y1 := Y(Zl) := y(zo + h),
Y2 := Y(Z2) := y(zo + 2h), Ya := y(za) := y(zo + 3h). The Adams
method makes it possible to compute the solution in one point, using
the values given above. The algorithm goes as follows:
Y1c+1 = Y1c + l:!J..Y1c,
k = 3,4, ...
(19)
where the quantity l:!J..y1c = Y1c+1 - Y1c is approximated by
l:!J..y1c = q1c + 2"l:!J..q1c-1
for k
by
52
3 s
+ 12l:!J..
q1c-2 + al:!J.. q1c-3
()
20
= 3,4, ... , where the difference operators l:!J.. are recursively defined
A;
L.1
'U1c -_
A
L.1
;-1 'U1c -
A
L.1
;-1 'U1c-1,
3. -- 2, 3, ..
Using the values Yt, Y2, Ya we compute the quantities

qo = hy~ = hl(zo, Yo)
q1 = hy~ = hl(zl, Y1)
q2 = hy~ = hl(z2, Y2)
qa = hy~ = hl(za, Ys)
One writes the numbers Z1c, Y1c, yr., q1c, (k = 0,1,2, ... ) in the table
below and calculates the finite difference of the quantity q as follows
(see Table 6.2)
The formula (6.21) is called the Adams extrapolation form'Ula and
is used to "predict" the values of Y1c+1 = Y1c + l:!J..Y1c. Let us denote
115
the "predicted" value computed by this formula by 1it+l' The value of

!:l.YIe, obtained from the formula has to be further specified. To this
end, we have to enter the values X/e+l, 1//e+1, 1/~+1' q/e+l into the table,
supplement the difference table and then check the computation by the
"correction" formula
(21)
which is called the Adams interpolation formula. We denote the value
specified by the formula (6.22) by Yk+!. The formulas (6.21), (6.22)
have anaccuracy of order O(h4), but the formulas estimating the errors
are rather complicated.
For practical purposes, the values YIe+! from (6.21) and (6.22) must
be close, otherwise the distance h should be decreased.
The Adams method works effectively according to the following
scheme:
1. Write down the numbers XIe, YIe, y~, q1c (k = 0,1,2,3) and compute
the differences !:l.qle, (k = 0,1,2), !:l.2qle, (k = 0,1) and !:l.Sqo.
2. Using the numbers qs, !:l.q2, !:l.2ql, !:l.Sqo placed diagonally in the
table, determine, using eq. (6.21) for k = 3,
1
5 2
!:l.ys := qa + 2"!:l.q2 + 12!:l. ql
3 S
+ g!:l.
qo.
3. Compute X4 = Xa + h, Y4 = 1/a + !:l.Ya, enter the values of X4, Y4,

y~ := f(X4, Y4), q4 := h1/~ and compute the differences !:l.qs, !:l.2q2'
!:l.Sql.
4. Using the values obtained above, compute the quantity !:l.ya by
(6.22) for k = 3:
5. If the values Y: and Y4 do not differ very much, the computation

can be continued with the chosen hj otherwise one should choose
smaller h.
Problems
116
The computations for k = 4,5, ... are accomplished in the similar

way.
In practice, it is more convenient to use transformed Adams formulas, which express YTc+l not in terms of the difference ll.q, but directly
in terms of the quantity q. Thus, we obtain the Adams eztrapolation
formula in the form
YIc+1
= Ylc + ~ (55y~ -
59yLl
+ 37yL2 -
9yLs)
(22)
and the Adams interpolation formula in the form

YTc+l = Ylc
:4 (9Y~+1 + 19y~
5Y~_1 - Y~-2)
(23)
The Adams method is readily applicable to systems of differential equations and also to differential equations of higher order.
Suppose, for instance, that we have the system
y' z' -
It(z, y, z)
!2(z,y,z) y(zo)
= Yo,
z(zo)
= zoo
(24)
Adams extrapolation formulas for this system can be written as follows,
3 s
sll.
PIc-S
sll. qlc-s
Pic + 2"ll.PIc-l + 12ll. PIc-2 +

1
5 2
3
qlc + 2"ll.qlc-l + 12ll. qlc-2 +
(25)
where
Pic
qlc -
hy~ = hit (Zlc, YIc, Zlc)

hz~ = h!2(Zlc,Ylc,Zlc).
Adams interpolation formulas for the considered system can be written analogously.
The Milne-Simpson method.
Let the following initial value problem
y' = f(z, y), y(zo)
= Yo
(26)
be given. Suppose that apart from the initial condition Yo, the values of
the function Y(Zi) = Yi at the points Zi = Zo + ih, i = 1,2,3 are known
117
(they can be found by one of the another method). The subsequent

values of Yi for i = 4,5, ... are determined by the following formula
called the Milne-Simpson first prediction formula:
Yip
44("
= Yi-4 + 3"
2Yi-3 -
Using Yf, one can find

formula:
Y! =
Yi-2
' )
+ 2Yi-1
(27)
f(xi'yf) and compute corrections by the

(28)
which is called the corrector Milne-Simpson second formula.

Practically, it is very often useful to take the approximation Yi ~ yf.
The formulas (6.28) and (6.29) have the accuracy O(h5) for each points
distance and O(h4) over the entire interval [xo, Xl].
The Milne-Simpson method is used to find approximate solutions
of differential equations of the first order, as well as equations of higher
orders which first should be transformed to such systems.
Integrating differential equations by series.
Consider the following initial value problem,
yen)
= f( x, y, y', ... , y(n-1),
yW( xo)
= yg,
= 0, ... , n -
(29)
Suppose that the solution y of the problem (29)can be expanded in the

Taylor series in powers of (x - xo):
Y"(XO)
2
y(n)(Xo)
n
2' (a:-a:o) + ... +
, (a:-a:o) + ...
.
n.
(30)
The initial conditions give us the values yW( xo) for j = 0,1, ... ,
n - 1 directly. The value of y(n)(xo) can be found from eq. (29) by by
substituting x = Xo and using of initial values. The values y(n+1)(xo),
y(n+2)(xo) etc. are successively determined by differentiating eq. (29)
and substituting the known values of lower derivatives into it.
It can be proved that if the function on the right hand side of (29) is
analytic in the neighborhood of the point (xo, yg, . .. , y~n-1), then for
x sufficiently close to Xo there exists a unique solution of the Cauchy
problem (29) which is also analytic. Then the partial sum of the series
(30) can be taken as an approximate solution of the problem.
Analogously, this method may be used to solve systems of ordinary
yea:)
y'(xo)
= y(a:o)+--,
-(a:-a:o)+
1.
Problems
118
Remark In the case of linear differential equations (for simplicity,

say, second order)
y" + p(z)y' + q(z)y = r(z),
yeO)
= YO,y'(O) = y~
(31)
it is recommended to use the method of indefinite coefficients. We look

for a solution of the problem (31) in a form of the series
(32)
where Cn are the coefficients to be determined. Let us assume that each
coefficient function can be expanded in series in powers of z,
00
p(z)
= L:
00
Pn zn
q(z)
= L:
00
qn zn
r(z)
= L: rnzn.
n=0
n=0
n=0
Differentiating (32) twice and substituting the result into (31) we get
00
L: n( n -
1)Cnz n- 2
n=0
00
00
n=0
n=0
+ L: Pn zn L: nCnz n- 1 +
00
00
00
n=0
n=0
n=0
L: qnzn L: Cnzn = L: rnzn.
(33)
Multiplying the series and comparing coefficients with the same powers
of z in (33) we obtain
+ CIPO + eoqo = ro
2 3ca + 2C2PO + +Clqo + COql = rl
2C2
(34)
(~'+ 2)(n + 1)Cn+2 + L(Cn+!,cn , ,co) = rn

where L( Cn+!, Cn, .. ,co) denotes a linear function of the arguments co,
Cl, ... , Cn, Cn+!. The coefficients co, Cl are being determined from the
initial conditions, all the others can be deduced from (34). The series
(32) has the same domain of convergence as the power series of the
functions p, q, and r.
If the initial conditions are given at the point Zo, it is advisable to
make the substitution t = z - Zo and reduce the problem to the one
considered above.
6. Numerical and Approzimate Methods
119
Remark If the functions p, q, and r of eq. (31) are periodic with the period 211", then one should look for the solution in a form of trigonometric
senes
co
y( z) =
:E ale cos kz + ble sin kz)
1e=0
where the coefficients ale and ble can be found by identification.

7. Approximate solutions of boundary value problems for second order differential equations.
Consider the second order differential equation
yl/ - f( z, y, y') z
E[a, b]
(35)
The two-point boundary problem for eq. (35) is defined as follows:

Find the function y E C2([a, b]) which satisfies eq. (35) inside the
interval [a, b] and the bou.ndary conditions on its ends,
aoY( a) + a1 y'( a) = A
f3oy(b) + f31y'(b) = B
(36)
where ao, ah f30, f3h A, B are given constants with laol + la11 f:. 0,
1f301 + 1f311 f:. O. The conditions (36) are called the boundary value
conditions and, if A = B = 0, the boundary value conditions are coIled
homogeneous.
Three methods of approximate solution of a boundary value problem
are discussed below: difference method, Gilerkin method, and collocation method.
The method of finite differences.
Let us take in the interval [a, b] a system of evenly distributed points
Zo = a, Zn = b, Zi = Zo + ih, i = 1,2, ... , n - 1 with a certain spacing
h = b-;"a.. We denote by Yi, y!, y!' the approximate values of the exact
solution y( z), y'( z), yl/( z), respectively taken at the point z = Zj. The
method of finite differences consists in replacing the derivatives y'( Zi),
yl/( Zi) by the following finite differences
,
Yi+1 - Yi-1
Yi :=
2h
'
1/
Yi:=
Yi+1 - 2Yi
h2
+ Yi-1
(37)
and replace the equation (35) and the boundary conditions (36) by the
approximate system
{
= f(z.. ,y.. , 1I.tl2h-11.-1 ) i -- 1, 2, , n R

+ ,R. ,1 t/n-1Ih ..-1 = B .
aoyo + a1 ll!.::.l!2.
h
= A , ,..,OYn
1I.H -211.+11.-1
hZ
(38)
Problems
120
We have therefore a nonlinear system of n + 1 equations for n + 1

unknowns Yk (k = 0,1,2, ... , n).
For large n, the direct solution of the system (38) furnishes the
approximate values of the unknown solution. If the equation (35) is
linear, then the system (38) is linear as well. In general, solutions of
the system (38) can be found by the iteration method.
Galerkin Method.
The method of finite differences considered above enables us to find

an approximate solution of a boundary value problem in the tabular
form. Let us now discuss two analytical methods which make it possible
to find the approximate solution of a linear boundary value problem in
a form of the analytical expression, namely, the Galerkin method and
the collocation method.
Suppose that eq. (6.35) is linear and let us introduce the following
notation
L[y] .- y"+p(a:)y'+q(a:)y=f(a:)
ra[Y] .- aoy(a) + aly'(a) = A
rb[Y] .- f3oy(b) + f3ly'(b) = B
(39)
Let on the interval [a, b] a system of basis functions in the space L 2 [a, b]
be given
po ( a: ), Pl ( a: ), ... , Pn ( a: ), ...
(40)
satisfying the following conditions:
1. The system{pi} is orthogonal in L 2 [a, b] i.e.
lab Pi( a: )Pj( a: )da: = 0 lab p~( a:) =1= 0
(41)
2. The system {Pi} is complete i.e. there is no non-zero function

which is orthogonal to Pi(a:), i = 1,2, ....
3. The finite system of basis functions {Pi}i=l is chosen so that the
function po(a:) satisfies the non-homogeneous boundary conditions
(42)
and the functions Pi(a:), i
boundary conditions
= 1,2, ... , n
satisfy the homogeneous
121
The Galerkin method consists of finding the approximate solution

of the problem (6.39) in the form
n
y(z) = po(z) + LCiPi(Z).
(44)
i=l
It follows from the conditions (42-43) that this function satisfies the
boundary condition (6.39),
Let us denote
(45)
The coefficients {Ci} in (44) are chosen such that a value of the integral
fa" R2( Z, Cl, C2, ... , en)dz
(46)
is minimal. This integral takes the least value only if the function
R( z, Ct, C2, .. , cn ) is orthogonal to all the functions {pd. Let us write
the orthogonality condition
fa" R(Z,Cl,C2, ,en)Pkdz =0
k = 1,2, ... ,n
or in full
(47)
for k = 1,2, ... , n. Thus, we obtained a system of linear algebraic
equations for Ck.
Note. In chosing the basis functions {pd, the orthogonality condition
( 41) is not obligatory. It is only sufficient that these functions are
linearly independent on the interval [a, b].
Collocation method.
In this method, we look for the approximate solution of the boundary value problem (6.39) in the form
n
y(z)
= I'o(z) + L
CiPi(Z)
(48)
i=l
where Pi( z), i = 0,1,2, ... , n are linearly independent function satisfying the conditions (42-43).
122
Problems
In collocation method, we require that the function
n
R(Z,Cl,C2,
,en):= L[y] - /(z) = L[po] - J(z) + ~CiL[pi]

i=l
vanishes on a certain set of points Z17 Z2, , Zn of the interval [a, b],
called the collocation points ( the number of collocation points must be
equal to the number of coefficients Ci in eq. (48)
To determine the coefficients Cl , en, we take the following system
of equations
en) = 0
R( Z2, C17 C2, , en) = 0
R(Zl, C17 C2, ,
(49)
Remark. The collocation method can also be used to find approximate
solution of nonlinear equation (35-36). In such case, the residual function R has the form
(50)
and the system( 49) turns into a system of nonlinear algebraic equations
for Ch C2, , Cn.
S. Numerical solution of integral equations.
a) Fredholm integral equations.
Let us consider Fredholm integral equations of first kind
j(b J(z,s)y(s)ds =/(z)
(51)
and of second kind
y(z) - -\
j(" J(z,s)y(s)ds = J(z)
(52)
The problem is to find approximate solutions of these equations.

The method oj finite sums Jor Fredholm integral equation. The
method of finite sums consists of replacing a definite integral by a finite
sum with help of the suitable quadrature formula
(53)
123
where {xd belong to the interval [a,b], Ai, (i = 1,2, ... ,n) are the
coefficients of the quadrature formula and are independent of F.
Using this approximation in the formulas (51), (52) and taking x =
Xi we have respectively
n
L: AjKijYj = Ii,
j=1
= 1,2, ... , n
Yi - ,\
L: AjKijYj = Ii,
j=1
= 1,2, ... , n
(54)
(55)
where Yi := Y(Xi), Kij := K(Xi, Xj), Ii := I(xi).

Hence, we have obtained the systems of linear algebraic equations
for Yi. Solving them, we get the table of approximate values Yi at the
points Xi. This enables us to write the approximate solution of eq.
(51) in the form of an interpolation polynomial and the approximate
solution of eq. (52) as
n
y(x)
= I(x) +,\ L: AjK(Xi,Xj)Yj

j=1
(56)
The accuracy of the approximation depends on the choice of the quadrature formula (53).
The method 01 replacing the kernel by the degenerate one. In eq.
(52), the kernel K(x,s) can be approximated in the following way
K(x, s) ~
L: ai(x )bi( s)
j=1
(57)
by the so called degenerate kernel, where the functions {ai} and {bd
are linearly independent. This method is based on the observation that
eq. (52) with degenerate kernel can be solved exactly: We replace
the kernel K(x, s) by a approximate degenerate one and look for an
approximate solution of the form
n
y(x)
= I(x) +,\ L: Ciai(X)

j=1
(58)
where
(59)
Problems
124
Substituting the expressions (58) and (59) we get the following system
of linear algebraic equations for Ci
n
Ci -
where
Ii :=
i=1
ciAii
= Ii,
Lb bi(s)/(s)ds;
= 1,2, ... ,n
A ii :=
Lb ai(s)bi(s)ds.
(60)
(61)
Remark. One can take a part of Taylor or Fourier series of K as

the degenerate kernel.
b) Volterra integral equation.
Consider Volterra integral equation of second kind
y(Z) - ~
foz K(z,s)y(s)ds = I(z)
z E
[O,b]
(62)
where K and I are the given continuous functions. Suppose that (62)
has a unique solution for any ~ E R.
The method of finite sums described for the Fredholm integral equation can be applied, with small modifications, also here, using a suitable
quadrature formula (53). taking z = zi in (62) and approximating the
integral by a finite sum, we have
i
Yi - ~ L A~i) KiiYi = fi i = 0, 1,2, ... ,n

i=O
(63)
where Yi := Y(Zi), Kii := K(Zi' zi), fi = f(Zi).

Thus, we have obtained the linear system with the triangular matrix for Yi The performance of the method depends on the choice of the
quadrature formula (53).
Problems and exercises

6.1 Using the method of successive approximations, find the approximate solution of the problem.
Y'
= Z2 + y2
y(O)
= 1, Izi < 1, IYI < 2"1
125
6.2 For the problem
y'
1
= _y2
+X
10
y( 0)
=1
find, with accuracy 10- 5 , the approximate solution on the interval [0, ~].
6.3 Consider the system
y' = x + yz
z' = x 2 _ y2
with the initial conditions y(O) = 1, z(O) = ~. Using the method
of successive approximations, find the solution of this system on the
interval [0,0.3] with accuracy 5 . 10- 3
6.4 Find three successive approximations of solutions of the following
differential equations, taking Yo( x) = Yo.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
+ y2
y' = x + y
y' = x
=0
y( 0) = 1
y( 0)
y' = 2y - 2x2 - 3 y(O) = 2

y' = x 2 - y2 y(O) = 0
y' = e- z - y2 y(O) = 1
y' = 2x - 1 + y2 y(O) = 1
y' = Vi + y2 y(O) = 0
y' = xy + Vi y(O) = 0
y' = x + y sin x y(O) = 0
y' = x + ycosx y(O) = 0
xy' = 2x - y y(l) = 2
6.5 Compute three successive approximations of solutions of the following systems of differential equations, taking Yo( z) = Yo, zo( x) = Zo,
1.
y' = xy + z
{ z' = zz + y
y(O) = 0 z(O) = 1
2.
y' = x + y + z
{ z' = y - z
y(O) = 1 z(O) = -2
Problems
126
3.
y' = z - Z2
= Z
y
Z,
yeO)
4.
=0
z(O)
=1
y'=y-z
{ z' = yz
yeO) = 0 z(O) =
6.6 Using the method of successive approximations, find approximate

solutions of the following differential equations on the interval [0,1]
with the error 10- 3 , taking Yo( z) = Yo
2.
y' = z + yVZ y( 0) = 0
, 9 J::"
1 2 ()
Y = 2"v z + 10 Y Y 0 = 0
3.
y'
1.
= 2z -
1
__ y2 y( 0)
1000
=1
6.7 Using Euler method, form on the interval [0,1] the table of values
of the solution of the equation
() =1
y , = y -2z
- yO
y
for h = 0.2.
6.8 Using Euler method, find on the interval [1,~] and h = 0.1 an
approximate solution of the problem
y'
y" + -
+ y = 0 y(l) = 0.77, y'(l) = -0.44.
6.9 Consider the following linear problem
y' = y -
~e - f
2
y( 0) = 1
On the interval [0,3], use Euler method to solve this problem numerically for h = 0.2, h = 0.1, h = 0.05 and compare the result with the
exact solution.
6.tO Using Euler method, solve numerically the following differential
equations with given initial conditions for the step h = 0.1.
3.
= 1 + Xy2
y' = -y- -
4.
y'
= 2"x y
5.
y'
= _y2 + 20x 2
6.
y'
= ~2 - ! -
7.
Y'=1+~ysinx-y2
8.
y'
2.
y'
x+1
1
= 0 x E [0,1]
yeO) = 1 x E [0,1]
yeO)
y2
=1
yeO)
1
x E [0,1]
y(l)
=1
x E [1,2]
y2 y(l)
=2
x E [1,2]
= 2" - '3 xy2
yeO)
6.11 Using Euler method with h

systems.
y(O)=O xE[O,l]
=0
x E [0,
2"]
= 0.1 solve numerically the following
y' = (z - y)x
{ z' = (z + y)x
yeO) = 1 z(O)
1.
127
=1
x E [0,1]
2. {;;O) !:z z(O) 1 "E [0, I]

=
y' = -yz + s~,.,

7,.,
{ Z, -- -z 2 + 2(1+,.,2)
yeO) = 0 z(O) = -~ x E [0,1]
y' = z - (2y + z)y

{ z' = eY - (y + 2z)y
yeO) = 1 z(O) = 0 x E [0,1]
4.
6.12 Consider the problem
y'
=y-
2x
y
y( 0) = 1,
x E [0, 1].
Using the improved Euler method with h = 0.2, solve this problem.
Compare the result with the one of 6.7.
6.13 Using the improved Euler method, find approximate solutions of
the following problems.
1.
y'
=1+x -
y2 yeO)
= 1,
= 0.02,
y(O.l)
=?
Problems
128
= Z + y2 y(O) = 0, h = 0.03, y(0.3) =?

= Z2 - y2 y(O) = 0, h = 0.1, y(l) =?
yl = zy - 110 y2 y(O) = 0, h = 0.02, y(0.2) =?
yl = Z3 + y2 y(O) = 0.5, h = 0.1, y(0.5) =?
yl = z + vy y(0.5) = 0.724, h = 0.1, y(1.5) =?
yl = 2z + cos y y(O) = 1, h = 0.02, y(O.l) =?
yl = e:rl - y2 y(O) = 0, h = 0.04, y(O.4) =?
yl = zlogy - ylogz y(O) = 1, h = 0.1, y(1.6) =?
yl
yl
2.
3.
4.
5.
6.
7.
8.
9.
6.14 Using the Runge-Kutta method, find a solution of the problem
yl =
Z2
1
+ _y2,
4
y(O) = -1
on the interval [0, l], with h = 0.1.

6.15Using the Runge-Kutta method, find with error less than 5 . 10- 6
an approximate solution of the following problem
yl
= ~ sinh(z + ~y) + ~y,
y(O)
=0
on the interval [0,0.2].

6.16 Using the Runge-Kutta method for the system
:
{
= -2z
+ 5z
jt = -(1- sint)a: d~ = -z
z(O)
=2
+ 2z
y(O)
=1
y+ 3z
z(O)
=1
find on the interval [0,0.3] an approximate solution for h = 0.1.

6.17 Using the Runge-Kutta method, find numerical solutions of the
following differential equations.
3.
yl=!_y2, y(l)=l ZE[1,2] h=0.2

z
yl = Y - z y(O) = 1.5 a: E [0,1] h = 0.2
I
cos a:
y = 1 + z2 y(O) = 0 z E [0,0.3] h = 0.1
4.
yl
1.
2.
2 12 1 y(O)
z +y +
=0
a: E [0,0.3] h
= 0.1
6.
y' = e- z (y2 + 1) yeO) =

z E [0,0.3] h = 0.1
y'=cos(z+y)+z-y y(O)=O x E [0,0.3] h=O.l
7.
y' = 1 - sin(z + y) + - y2 yeO) =
8.
y = -1-
5.
9.
10.
cos Y
+z
+ y2
+z
y 0) =
129
x E [0,0.3] h = 0.1
[
] h = 0.1
0,0.3
y' = 1 + ysinz - y2 yeO) =

z E [0,0.3] h = 0.1
y' = y3 + z yeO) = 1 z E [0,1] h = 0.2
6.18 Solve numerically, using the Runge-Kutta method, the following

systems of differential equations.
1.
y' = cos(y + z) + 1
{ z'= _l_+Z+ 1
21+112
yeO) = 1 z(O) = 210
y'
E [0,0.3]
=z +1
2.
3.
y' = sin(2y2) + z + z
{ z' = x + y - 2z2 + 1
yeO) = 1 z(O) =
z E [0,0.3]
4.
5.
6.
7.
8.
h = 0.1
;~O) y ~ z z(O) = 1
z E [0,1] h
= 0.2
h = 0.1
y' = Z2 + 2y2 + z
{ z' = cos(2z) + y
yeO) = t z(O) = 1 z E [0,0.3] h = 0.1
y' = e-(y2+.z:2) + 2z
{ z, = 2y2 + z
yeO) = ~ z(O) = 1 z E [0,0.4] h = 0.2
{
y'
Z'
= log(2z + v'4X2 + Z2)
v'4Z2
+ y2
yeO) = 1 z(O) = ~ z E [0,0.3] h = 0.1

y"_y=O
{
yeO) = e y'(O) = -e z E [0,2] h = 0.1
ty
=
{ y" + ~y' +
yeO) = 1 y'(O) = 1 x E [O,~] h = 0.5
Problems
130
6.
y' = Z2
{ Z' = y2
+Z
+1
yeO) = 0 z(O) = 1 z E [0,2] h = 0.2
6.19 Using the Adams method, find on the interval [0,

of the differential equation.
y'
t] the solution
= ~sinh(z + ~y) + ~y yeO) = 0
taking h = 0.05.
6.20 Using the Adams method, find on the interval [0,
of the equation
1
y' = Z2 + _y2 yeO) = -1
4
5
with accuracy 10-
6.21 Consider the following system of equations
y' = 1 + cos(y + l.lz)

{ z' = 1 + z + z+i.ly2
yeO) = 7r z(O) = 0 z
Using the Adams method with h
if the following values are known:
t] the solution
E [0,0.6].
= 0.1, solve numerically this
system
= 3.14184, y(0.2) = 3.14364. y(0.3) = 3.14903

z(O.l) = 0.10981, z(0.2) = 0.2296. z(0.3) = 0.35934
y(O.l)
6.22 Using the Adams method with the starting values calculated by
the Runge-Kuttal method, find, with the error not exceeding 10- 2 ,
numerical solutions of the following differential equations.
1.
2.
3.
4.
5.
y' = z2 + Y yeO) = 1, y(1) =?

y' = z + y yeO) = 1, y(0.5) =?
y' = 2y - 3 yeO) = 1, y(0.5) =?
y' = -z + 2y + z
{ z, = z + 2y + 3z
yeO) = 2 z(O) = -2 y(O.5) =? z(O.5) =?
y' = -3y - z
{ z'
=y-
yeO) = 2 z(O) = -1 y(O.5) =? z(O.5) =?
131
6.23 Using the Adams method, solve numerically with accuracy 10- 4
the following differential equations, calculating the starting values by

Runge-Kutta method
2.
y' = y2ett: - 2y y(O) = 1 z E [0,1]

y' = zy3 - y y(O) = 1 z E [0,1]
3.
y'
1.
= y 2 -z
y(l)
E [1,2]
z
6.24 Using the Adams method with starting values taken from the
problem 6.17, solve numerically with h = 0.1 the following equations.
z
= 1cos
+ Z2
()
[]
1.
2.
= z 2 +y\ + 1 y(O) = z E [0,0.3]

y' = e-tt:(y2 + 1) y(O) = z E [0,0.3]
y' = cos(z + y) + z - y y(O) = z E [0,0.3]
y' = 1- sin(z + y) + -y2 y(O) =
z E [0,0.3]
+z
y' = 1COS Y + y2 y(O) =
z E [0,0.3]
+z
y' = 1 + ysinz - y2 y(O) =
z E [0,0.3]
3.
4.
5.
6.
7.
z E 0,0.3
y'
6.25 Using the Adams method with starting values taken from the
procedure of Problem 6.18, find solve numerically on the interval [0,0.3]
with h = 0.1 the following equations.
1.
2.
3.
4.
y' = cos(y + z) + 1
{ z' = 1 + z + 1
Z+ir
y(O) = 1 z(O) = 210
y' = sin(2y2) + z + z
{ z' = z + y - 2Z2 + 1
y(O) = 1 z(O) =
y' = J z2 + 2y2 + z
{ z, = cos(2z) + y
y(O) = 1 z(O) =
y' = e-(y2+~2) + 2z
{ z, = 2y2 + z
y(O)
z(O) = 1
=!
Problems
132
5.
6.
7.
y' =
Z' =
yeO)
y' =
{ z' =
yeO)
{
log(2z + .J4z2 + Z2)

V4Z2 + y2
= 1 z(O) = !
zy+ z
y- z
= 0 z(O) = 1
y' = Z2 + z
{ z, = zy
yeO) = 1 z(O) = 1
6.26 Using the Milne-Simpson method, find with accuracy 3 . 10- 4 a

solution of the equation.
zy" + y' + zy = 0 yeO) = 1 y'(O) = 0
on the interval [0,1].
6.27 Using the Milne-Simpson method with initial values calculated
with the help of one of the methods discussed above, find (with accuracy
10- 4 ) the solutions of the following equations.
y
3y2
1.
Y'=-;-T' y(I)=1 ZE[0,2]
5
-ytanz y(O)=1 zE[O,I]
cosz
2.
y'=2
3.
y' = 2z + y yeO) = 10 z E [0, 2"]
4.
,
z +y
( )
[ 3]
y = z + y + 1 y 0 = 0 z E 0, 4"
5.
y'=y+z
{ z' = -y+ z
yeO) = 1 z(O) = 1 z E [0, !]
6.28 Find the first seven terms of the power series expansion of a solution of the following equations.
1
1
y" + lO yt2 + (1 + 10z)y = 0 yeO) = 1, y'(O) = 2
6.29 Find the first four terms of the power series expansion of a solution
of the system
y' = ycosz - zsinz
{ z, = y sin z + z cos z
yeO) = 1 z(O) = 0
133
6.30 Using the method of series expansion, find the first five terms of
a solutions of the initial value problems
1.
2.
3.
4.
5.
6.
y" + xy' + y = 0 y(O) = 0 y'(O) = 1
+ eY y( 1) = 0
cos(x + y) y(O) =
y' = x 2
y' =
y' = x log y y( 1) = 1
y" + ycosx = 0 y(O) = 2 y'(O) = 0
y" + xy' - e- z = 0 y(O) = 1 y'(O) = 0

:I
7.
y' = z + xy
{ z' = y - x
y(O) = 0 z(O)
8.
=1
y' = x + Z2
= xy
Z,
y(O)
= 0 z(O) = -1
6.31 Using the method of indefinite coefficients, find in the form of a

power series a solution of the following equation.
y" + xy' + 2y = 12 y(O)
= 5 y'(O) = 2
6.32 Using the method of indefinite coefficients, find an approximate

solution of the following problem.
y" - xy' + y
=1-
cos x y(O)
=0
y'(O)
=1
6.33 Using the method of series, find a general solution of the following
differential equation.
y" - xy = 0
6.34 Using the method of indefinite coefficients, find an approximate
solutions of the following problems
X
1.
y" + y' + x 2 y = - - y(O) = 0 y'(O) = 1

I-x
2.
y" - xy' - 2y = e-:D
3.
4xy" + 2y' + y = 0 y(O) = 0 y'(O) =
4.
5.
xy" + y' + xy = 0 y(O) = 1 y'(O) = 0

xy" + 2y' + xy
=0
1
2
1
y(O) = 1 y'(O) = -
y(O) = 1 y'(O)
-2
=0
Problems
134
6.35 Find a solution of the problem
y" + 4y
= 1rZ -
Z2
<
< 1r
as a series of the form E:'o an sin nz.

6.36 Find a general solution in the form of a series of the following
1.
2.
3.
4.
5.
y"+y=O
y" + zy' - y = 0
(1 + z )y' - zy = 0, z =I- 0
y' - zy = 0
(2z + l)y" + (4z - 2)y' - 8y = 0
6.37 Using the method of finite differences find an approximate solution

of the following boundary value problem.
1
z2y" + zy@ = 1 y(l) = 0 y(1.4) = 0.0566 (= 2"log21.4)

6.38 Using the method of finite differences with step h = 0.1, find an
approximate solution of the following boundary value problem.
y" - 2zy' - 2y = -4z

y(O) - y'(O) = 0; 2y(1) - y'(l)
=1
6.39 Using the method of finite differences, find with accuracy 10- 2
approximate solutions of the following boundary value problems.
1
1.
y" + 2zy' + 2y = 4z y(O) = 1, Y(2") = 1.279
2.
y" + 2"zy' + (1 + 2z 2)y = 4z y(O) = 1 y(l) = 1.367
3.
y" + (z - l)y' + 3.125y = 4z y(O) = 1 y(l) = 1.367

2(5-2z)
y" + 2zy' + 2y = (2 _ z)2 y(O) = 1 y(l) = 1.367
4.
5.
1 = 8z 2 - 8z + -3 y ()
y " + y, - -y
1 = y ()
2 = 1
z
2
135
6.40 Using the method of finite differences with the step h - 0.1,
find approximate solutions of the following two-point boundary value
problems.
2.
y" + (1 + Z3)y' + (1 - Z2)y = el - 3z2 y(O) = y(l) = 0

z
y"+z2y'+(1-z)y= 2 4 y(O)=y(l)=O
3.
y" + y' sin z
4.
y" -
5.
y" + Z2 y' - zy = ez2 y(O) = y(l) = 0
1.
y'
+y =
v'Z2 + 4
1.
4+ sm2 z
+y =
y(O) = y(l) = 0
z y( 0) = y(l) = 0
6.41 Consider the following nonlinear boundary value problem
y" = 2 + y2 y(O) = y(l) = O.

Using the method of finite differences with the step h = 0.2, find an
approximate solution of this problem.
6.42 Using Galerkin method, find an approximate solution of the following boundary problem.
y"- y'cosz + ysinz = sinz y(-1r) = y(1r) = 2

6.43 Using Galerkin method, find an approximate solution of the prob-
lem
y" + y = -z y(O) = y(l) = O.

6.44 Find approximate solutions of the following problems, by making
use of the Galerkin method.
1.
2.
3.
y" - y' cos z + ysinz = sinz y( -1r) = y(1r) = 2

y" - 2zy' + 2y = z y(O) = 0, y(l) = 1
y" - 2zy' + 2y = 3z 2 + z + 1 y(O) = 0, y'(O) = 1
6.45 Using the collocation method, find approximate solutions of the
following boundary value problems
1.
2.
3.
4.
y" = 2z + y y( 0) = y( 1) = 1
y" + 1r2y = 0 y(O) = 0.1, y(l) = -0.1
y' + (1 + Z2)y + 1 = 0 y( -1) = y(1) = 0
y" = 2z + y2 y( 0) = y( 1) = 0
136
Problems
6.46 Using the collocation method, find approximate solutions of the

following boundary value problems
y" + Z2 y' - zy = eZ y(O) = y(1) = 0

y" + Z2 y' - zy = sinz y(O) = y(1) = 0
1.
2.
Y
y " + y, - ;y
y" + y' - -
3.
4.
3 + 8"
1
= z2 - 4"z
y ()
0
=0
y '( 1)
=1
+ -34
y(O)
=0
y'(1)
=1
= 4Z2 -
6.47 Using Simpson quadrature formula, find approximate solutions of

the following Fredholm integral equations.
6.48 Using the trapezoidal quadrature formula, find approximate solutions of the following Fredholm integral equations.
1.
2.
3.
y(z) -
1 (1
"2 Jo
eZy(s)ds = 1-
eZ
2z
y(s)
3
2
y(z) + Jo 1 + Z2 + S2 = 2' - Z
1 1+z +s
y(z) 2
y(s)ds = 1 o
+zs
10
Z2
6.49 Find approximate solutions of the following Fredholm integral

equations, replacing the kernels by the first three terms of their Taylor
senes expansion.
1.
y(z) -
101 sinh(zs)y(s)ds = 1 -
2.
y(z) -
10o1 sin(zs)
y(s)ds =
s
3.
y(z) -
101 (1 + s)e(z.-I)y(s)ds = 1 -
4.
y(z) -
101 J
o
ZS
1 + zs
y(s)ds
Z2
= e- z
137
6.50 Using the trapezoidal quadrature formula with h = 0.02, find in

the inerval [0, 1] approximate solutions of the following Volterra integral
equations.
1.
y(z) -
2.
y( z) -
3.
y(z) -
4.
y( z) - -2
10
e-z-y(s)ds
1
= _(e+ e- 3z )
1 y( s ) ds = 1 + z
+z +s
r 1 +y(s)e-
10
liz
o
ds
Z
= coshz
y(s)
.
. (
) ds = 2 - sm 1rZ
+sm1rz+s
CHAPTER
First Order Partial Differential Equations
Preliminaries
Definition 7.1 A relation, in which the independent variables Zl Z2,
... , Zn, and the unknown function u of these variables together with its
first partial derivatives appear is called the first order partial differential
equation.
A partial differential equation of order one may be written in the
form
8u
8v
(1)
f(Zl,Z2, ... ,Zn,U'-8""'-8 ) = O.
Zl
Zn
This relation represents a symbolic description of the following problem:
Given the function f : 0 1 --+ R, 0 1 C R2n+1, find a function u E C1(O),
o C Rn such that
zn)
8U(Zh"" Zn
f( Zl, ... , Zn; U(Zl,, Zn ); 8U(Zl"'"
8
' .. .
8
= 0
Zl
Zn
for (Zh ... , Zn) E O.

A function U E C1(O) which satisfies these conditions is called the
solution of the partial differential equation (1).
If f : 0 1 --+ Rand U E C1(O, Ric), eq. (1) represents a system of
first order partial differential equations.
138
7. Partial Differential Equations
139
The Cauchy problem can be formulated as follows: H eq. (1) is

given, find a solution of this equation which satisfies the condition
(2)
where z~ E Rand 4>: O2 -+ R, (0 2 C Rn-l) are given.
1. Systems of differential equations in symmetric form.
Let us consider the system of differential equations
Y'
= f(z,y),
f:
n -+ R
n,
0 C R n +1
(3)
Definition 7.2 A first integral of the system (3) is the relation

4>(z, Yl, ... , Yn) = O.
which is non-trivial, and which is satisfied identically if Yh ... , Yn are
solutions of the system; the constant 0 depends on the solution.
H n first integrals of the system (3) are known, and if they are
functionally independent, i.e.
D( <PI, . ,4>n) ~ 0
D(Yh ... ,Yn)
then, by solving this system for Yl, ... ,Yn we get a general solution of
the system (3):
Yl -
Y2 Yn
1/Jl(Z,Cl,. .. ,On)
1/J2( Z, Ch ... , On)
1/Jn(Z,Cl,. . . ,On)
Definition 7.3 If a system of differential equations is written as

dZ 1
X1(Zh ... ,Zn)
dZ 2
dZ n
= X 2 (Zh ... ,Zn) = ... = Xn(Zl, ... ,Zn)
we say that the system is in the symmetrical form.
(4)
140
Problems
Of course, any system of differential equations (3) can be written in

symmetrical form (4).
A process of solving the system (4) can be reduced to finding n - 1
functionally independent first integrals. A method to find first integrals
is, usually, the method of integrable combinations.
2. Linear and homogeneous partial differential equations of
order one.
Definition 7.4 The first order partial differential equation
au
au
Xl(xt, ... , xn)-a + ... + Xn(Xl, ... , xn)-a
Xl
Xn
=0
(5)
where Xi : f2 ---+ R, f2 eRn, Xi E Cl(f2), and L:~l Xl(xl, ... , Xn) =f:. 0,
( Xl, ... , Xn) E f2 is called the linear and homogeneous partial differential
equation of order one.
Definition 7.5 The following system of differential equations
dXl
dX2
dXn
Xl(Xl, ... ,X n) - X 2(xt, ... ,xn) - ... - Xn(Xl, ... ,X n)
(6)
is called the characteristic system of eq. (5).

Theorem 7.1 If (/>i(xt, ... , xn) = Ci, i = 1, ... , n - 1, 4>i E Cl(f2) are
n - 1 functionally independent first integrals of the system (6), then
u= ~(4)l, ... ,4>n-l)
where ~ E Cl(f2), f2l C Rn-l is the general solution of eq. (5), the
function ~ being an arbitrary differentiable function.
In conclusion, the method of solving a linear homogeneous first order
partial differential equation (5) consists of the following steps:
1. Write down the characteristic system (6).

2. Determine n - 1 functionally independent first integrals of the
characteristic system (6).
3. Take, as the general solution of eq. (5), an arbitrary function of
these first integrals.
To solve the Cauchy problem
au
au
Xl(xt, ... ,xn)a- + ... + Xn(xt, ... ,xn)-a = 0
Xl
Xn
141
u(ZI, ... ,Zn-I,Z~) = <p(ZI, ... ,Zn) (<p given)
one needs to find the following n - 1 functionally independent first

integrals of the characteristic system (6)
Let 0 be a domain containing the point (zI, ... , Zn-I, z~) so that the
algebraic system
can be uniquely solved for ZI, ... , Zn-I, i.e.
Then, the solution of the given Cauchy problem is

u = <1>( WI (<Pl(Z), ... , <Pn-l(Z )), ... , Wn-l( <Pl(Z), ... , <Pn-l(Z )))
3. The first order quasilinear partial differential equation.

Definition 7.6 A partial differential equation of the form
au
au
Xl(z,u)-a + ... +Xn(z,u)-a =Xn+l(z,u) Z=(ZI, Z2, ... ,Zn)
Zl
Zn
where Xi E Cl(Ol)' 0 1 C Rn+l, i = 1,2, ... , n + 1, L~tl Xl

called the quasilinear partial differential equation of order one.
Definition 7.7 The following system of differential equations
dZ l
(7)
=j:. 0 is
dZ 2
Xl(zI, ... , Zn, u) - X 2 (zI, ... , Zn, u) - ... -
dZ n
du
(8)
is called the characteristic system of eq. (7).

If <Pi(Zl, ... ,Zn,u) = Oi, i = 1,2, ... ,n are n functionally independent first integrals of the characteristic system (8), then the general
solution of the quasilinear equation (7) is
142
Problems
where ~ : 0 - t R, 0 C Rn, ~ E 0 1 (0) is an arbitrary differentiable

function. In this way, the general solution of the quasilinear equation
(7) is implicitly defined.
Remark The Cauchy problem for the quasilinear equation (7) can
be formulated and solve as for the linear equation.
4. Systems of first order partial differential equations.
Let us consider the following system of partial differential equations
of order one,
8u
8x
8u
8y
= f(x, y, u)
= g(x, y, u)
(10)
where the unknown function u depends on the variables x and y. The

given functions f and 9 satisfy all the conditions of existence of solutions, and u E 0 2 (0), 0 C R2. Then, for any solution u of the system
(10) the identity ::8'11 = :;8zholds and implies
(11)
This relation is a necessary condition for existence of solutions of the
system (10) and is called the integrability condition.
If the integrability condition (11) is satisfied, the system (10) can
be solved as follows: Taking y as a parameter in the first equation, we
solve it with respect to x. One obtains the function u as a function
of the variable x and of an arbitrary function of the variable y. This
latter function can be found from the second equation.
5. The Pfaff differential equation.
Let us consider the following differential form
w:= Pdx
+ Qdy+ Rdz
where P, Q, R : 0 - t R, 0 C R3 are smooth enough given functions.

Concerning w, the following two problems can be formulated:
1. Find the surfaces z = </>(x, y) in 0, for which w = 0 in all points,
i.e. the surfaces for which the following equality holds
P( x, y, </>( x, y dx+Q( x, y, </>( x, y dy+ R( x, y, </>( x, y d</>( x, y) =
o.
2. Find in
143
n all curves of equations x = x, y = 4>( x), z = t/J( x) i.e.

P( x, 4>( x), t/J( x ))dx + Q( x, 4>( x), t/J( x ))d4>( z) +
+R(x,4>(x),t/J(z))dt/J(x) = o.
The problems 1. and 2. constitute the Pfaff differential equation, which

can be symbolically written as
Pdx
+ Qdy + Rdz = O.
(12)
Assuming R(z,y,z) =1= 0, (x,y,z) E n the Pfaff equation (12) is equivalent to the following system of partial differential equations
8z
P(x,y,z)
8x = - R( x, y, z )'
8z
8y
=-
Q(x,y,z)
R(x, y, z)"
(13)
The integrability condition (11), written down for this system gives the
following equation
p(8 Q _ 8R)
8z
8y
+ Q(8R
_ 8P)
8y
8z
+ R(8P
8y
_ 8Q )
8x
=0
(14)
which is called the complete integrability condition of the Pfaff equation.

The complete integrability condition of Pfaff equation assures the
existence of an integrating factor.
If the following conditions hold,
8P
8y
8Q
8x'
8Q
8z
8R
8y'
8R
8x
8P
8z
(15)
then w is a total differential and the Pfaff equation becomes du( x, y, z)

O. In this case, the function u becomes
u(x,y,z)
r P(x,y,z)dx+1~ Q(x,y,z)dy+ ~r R(x,y,z)dz

~
Y
where (x,y,z) E n, (xo, Yo, zo) E

u(x,y,z)
(16)
n are fixed, and

=0
(0 E R)
is a general solution of the Pfaff equation.
(17)
144
Problems
The problem 2. can be written as,
dy
P(z, y, z) + Q(z, y, z) dz
dz
+ R(z, y, z) dz
= 0
which is an ordinary differential equation with two unknown functions

y and z. Choosing one of this function to be arbitrary and solving this
differential equation for the second one, the problem 2. has as a general
solution the family of solutions depending on the arbitrary function.
6. Nonlinear partial differential equations of order one.
Consider the nonlinear equation
8u 8u
f(z,y,u, 8z' 8y) = 0
(18)
For simplicity, we denote
8u
-=p,
8z
8u
8y
-=q
Definition 7.8 A family of solutions on two real parameters of the form
u(z,y) = 4>(z,y,a,b)
will be called a complete integral of (18).
The following symmetric system of differential equations
dz
dy
P= Q=
du
Pp+Qq-
dp
X+pU
dq
Y+qP
(19)
U,
is called the characteristic system of the equation (18). Here P :=

Q .. - '!L
Bq' X. - '!L
B:1:' Y. - '!L
By' U. - '!L
Bu
Let g(z,y,u,p,q) = a be a first integral of the system (19). If the
algebraic system
{ f(z,y,u,p,q) = 0
(20)
g(z,y,u,p,q) = a
is solvable for p and q:
p
q
F(z,y,u,a)
G(z, y, u, a)
145
then the Pfaff equation
F(z, y, u, a)dz + G(z, y, u, a)dy - du
=0
(21)
is a completely integrable Pfaff equation; the family of solutions of this

equation can be written as
V(z,y,u,a,b)
=0
a,b E R
(22)
and is called the complete integral of eq. (18). If it is possible to extract

the differentiable function u = 4>(z, y, a, b) from (22), and the functions
a, b from the system
84>(z, y, a, b)
8a
=0
84>(z, y, a, b)
8b
=0
then the function u = 4>( z, y, a( z, y), b( z, y)) is called the singular integralof eq. (18).
If the functions ~=, ~ do not vanish identically, then vanishing of
the Jacobi determinant DDfa,bj
furnishes the functional relation b = w( a).
Z,Y
The set of solutions u = 4>( z, y, a, w( a)), (a E R is called the general
integral of eq. (18)).
The singular integral of eq. (18) can be obtained with the aid of
the complete integral (22), by eliminating the constants a and b from
the system
V(z,y,u,a,b) 8V(z, y, u, a, b)
8a
8V(z,y,u,a,b)
8b
o
0
The Cauchy problem for a nonlinear partial differential equation

(18) can be formulated as follows.
Given a curve defined by the equations
z
= e(t),
= .,p(t)
11.
= lI:(t)
t E
[a,,B]
(23)
find the integral surface of (18) containing this curve.

If the general integral of equation (18) is 11. = 4>(z,y,a,w(a)), then
the solution of Cauchy problem reduces to finding the function w such
Problems
146
that the surface u = 4>(x,y,a,w(a)) contains the curve (23). Substituting x, y, u from (23) one gets
~(t,a,w(a)):= -~(t)
+ 4>(e(t),'ljJ(t),a,w(a)) =
O.
(24)
The solution of Cauchy problem is obtained by eliminating the parameter a from equations
{
8~
Ii
+ 8~w'(a)
=0
8w
at = 0
Problems
7.1 Determine partial differential equations ofthe following two-paramete
families of surfaces (a, b E R).
1.
2.
3.
4.
5.
6.
7.
= ax + by + ab
u = axy+ b
u = (x - a)2 + (y - b?
u = ax 2 + by2 + ab
(x - a)2 + (y - b? + u 2 u = ay + V2ax + b
u
u2
8.
9.
r2
=0
r ERr fixed
2(y - a)(bx - 1) = 0
= 2 ~ + ay + b
V;
x
= [-!.(ax2
+ y + b)t 1
a
7.2 Find first integrals of the following symmetric systems of differential

equations.
1.
2.
3.
4.
dx
dy
dz
--=--=-y+z
x+z
x+y
dy
dx
dz
y-x
x-y
x+y+z
dy
dz
du
dz
--=--=--=-u-y
y-u
z-x
x-z
dy
dz
dz
zz
y
z
147
dy
dz
=
=
z2 _ y2
-y
Z
dy
d~
dz
-=-=
y
~
~y+z
dy
d~
dz
-=-=
yz
~z
~yJz2 + 1
d~
dy
dz
=-=~ + y2 + z2
z
Y
d~
5.
6.
7.
8.
7.3 Find first integrals of the following symmetric differential equations.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
d~
~(y2
dy
+ Z2) Z(~2 + y2)

dy
dz
-- y(y-~)
-- y2_~z
_ z2)
d~
~(z-y)
dz
_y(~2
dy
dz
=~y - 2Z2
~z
dy
d~
dz
z(z - y)
~(y+ z)
y(y - z)
dy
d~
dz
a,b,c E R
cy- bz
az-cz
b~-ay
dy
d~
dz
~(y2 _ Z2)
z(~2 _ y2)
Y(Z2 _ ~2)
dy
d~
dz
-=-=
~y2
~2y
Z(~2 + y2)
dy
d~
dz
aER
=-=
z(~-a)
yz
~2 + y2 + a~
dy
d~
dz
- = z2 _ ~2 Z
-~
d~
dy
dz
- = - = z2 _ ~2 _ y2
2yz
2~z
d~
dy
dz
=-=-2
3
2
y
y 2z
~3 + 3~y2
d~
dy
dz
~(y - z)
y(z -~)
z(~-y)
d~
-=
_~2
148
Problems
7.4 Find first integrals of the following systems of symmetric differential

equation.
1.
2.
3.
4.
5.
6.
7.
8.
9.
dz
dy
dz
= - - aER
2y(2a - z)
Z2 + Z2 - y2 - 4az
-2yz
dz
dy
dz
zy = -yJ1 - y2 = zJ1 - y2 - azy
dz
dy
dz
3
Z(y3 - 2z )
y(2y3 - Z3)
9z( Z3 _ y3)
dz
dy
dz
-;- =
z - J z 2 + y2 + z2
dz
dy
dz
-..,..--~----~
y(z + y)
-z(z + y)
(z - y)(2z + 2y + z)
dz
dy
dz
y2 _ 2zy - z2
z+y
z-y
dy
dz
dz
y2
_ Z2
z +y- zy2
z2y - Z - Y
dZ 1
dZ 2
dZ 3
dZ 4
Zl- Z2
Zl - Z2
(Z3 - Z4)(Zl - Z2 + 1)
Z3- Z4
dZ 1
dZ 2
-- ... -Zl + Z3 + ... + Zn + Z
Zl + Z3 + ... + Zn + Z
dZ n
dz
Zl + Z2 + ... + Zn-1 + Z
Zl + Z3 + ... + Zn
11 =
--=--=-----
7.5 Find general solutions of the following linear homogeneous partial

8u
8u
1.
y--z-=O
8z
8y
2.
z--2y--z-=O
8z
8y
8z
3.
8u
8u
8u
zy--y
1-y2-+(Z
1- y2_ azy )-=O
aER
8z
8y
8z
8u
8u
(z + 2y)- - y - = 0
8z
8y
8u
8u
8u
(z - z)- + (y - z)- + 2z- = 0
8z
8y
8z
4.
5.
8u
8u
8u
149
6.
7.
8.
9.
10.
7.6 Solve the following linear homogeneous partial differential equations
of order one.
2.
8u - 2zz8u = 0
y 2 + z 2 - z 2) -8u - 2zy8z
8y
8z
8u
8u
8u
8zz 8z + 2yz 8y + (4z 2 + y2) 8z = 0
3.
- + (1 + z
4.
1.
8u
8u
8u
&
~
fu
(P
(n
y -z p)8u
-+
z -z n)8u
-+
z -y fn)8u
-=0
8z
8y
8z
- y - z)-
+ (y -
+ z)- = 0
fn
1.
2.
3.
4.
5.
8u
z-
+ y8u
- = 0 u( z, 1) = z
8z
8y
8u
8u
8u
VZ= 0 u(z,y,l)
8z + vIY8 y + v'Z8z
8u
8u
(1 + Z2) 8z + zy 8y = 0 u(O, y) = y2
8u
8u
z--y-=O u(z,1)=2z
8z
8y
8u
:I:
8u
8z + (2e - y) 8y = u(O,y)
=y
=z -
Problems
150
6.
ou
OU
2~ OZ - y oy
7.
OU
oz
8.
z - + y-+ zy-
OU
=0
ou
+ oy + 2 0 Z
ou
OZ
ou
oy
u(l,y)
= y2
= 0 u( 1, y, z) = y Z
ou
oz
=0
u(z,y,O)
= Z2 + y2
7.8 Find general solutions of the following quasilinear partial differential equations of order one.
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
ou
ou
ou
+
Z2~ + ... + Zn ~ = ku kEN
UZ1
UZ2
UZ n
ou
ou
y-+z-=z-y
oz
oy
ou
ou
eZ_ + y2_ = yeZ
oz
oy
ou
ou
2z- + (y- z)- = z2
oz
oy
oU
20U
zy--z -=yu
oz
oy
ou
OU
(z2 + y2)_ + 2zy- = _u 2
OZ
oy
ou
ou
Z oz + 2y oy = Z2 y + u
Zl
OU
ou
~-2y4_ - zy- = zvu2 + 1
OZ
oy
ou
OU
Z2 UOZ + y 2u oy = z + y
ou
OU
t.I
yu--zu-= e
OZ
oy
20U
OU
(u- y) -+ zu- = zu
oz
oy
ou
ou
zy- + (z - 2u)- = uy
oz
oy
ou
ou Y
y-+u-= OZ
oy
z
.
ou
OU
sm2 z OZ + tan u oy = cos 2 U
151
15.
811.
811.
(zu + y) 8z + (z + uy) 8y
16.
811.
811.
(z + 11.) 8z + (y + 11.) 8y
17.
811.
811.
811.
(z+z)8z +(z+z)8y +(z+Y)8z =11.
1 - 11.2
=z+ y
811.
811.
811.
z-+y-+(u+z)- = zy
8z
8y
8z
811.
811.
811.
19.
(11.- z)-+(u- y)-- z - = z +y
8z
8y
8z
7.9 Find general solutions of the following quasilinear partial differential equations.
18.
1.
2.
3.
4.
5.
6.
7.
8 11.
= -z ( 1 + z 2)
8y
811. 811.
(1 + v'~u-z----y) 8z + 8y = 2
811. zy8z
y 2-
811.
811.
y-+ yu- = -(1 + 11.2)
8z
8y
811.
811.
2y(2a - z)- + (Z2 + 11.2 - y2 - 4az)8z
8y
811.
811.
zy2 8z + z2 y 8y = U(Z2 + y2)
811.
811.
z - + (y - v'R2 - 11.28z
8y
811.
811.
z 8z + y 8y
=0
= -2yu
aER
R ER
= zy + 11.
811.
811.
.1
z-+y-=u+aVz2+y2+a2 aER
8z
8y
7.10 Determine a set of integrating factors of the following ordinary
differential equation.
8.
(Z3y - 2y4)dz + (y3z - 2Z4)dy
=0
7.11 Solve the following quasilinear partial differential equations of

order one.
1.
811.
811.
z 8z + y 8y
= 11. -
2 2
Z - Y
152
Problems
2.
81.
81.
(z+Y)8z +(y-z)8y =1.
3.
81.
81.
( 1. + y - z) 8z + (1. + Z - y) 8y = Z + y + 1.
4.
81.
81.
81.
Z 8z + (z + 1.) 8y + (y + 1.) 8z = y +
5.
z-+y-+z8z
8y
8z
6.
(y+z+1.)a;+(z+z+1.)8y +(z+Y+1.)8z =z+y+z
7.
z - + V 1 + y2_ = zy
8z
8y
81.
81.
(cy - b1.)-8 + (au - cZ)-8 = bz - ay a,b,c E R
z
y
8.
81.
81.
81.
= Z2 +21.
81.
81.
.1
81.
81.
81.
7.12 Find general solutions of the equations.

81.
81.
81.
ZtZ2 ... Zn
Zt -8 + Z2+ ... + Zn -8 = 1. +
8
Zt
Z2
Zn
1.
,...-_ _ _ _ _ _ _ 81.
81.
81.
(1+"/1.-atZt- ... -anzn-8 +-8 ++-8 =
Zt
Z2
Zn
= at + a2 + ... + an at, a2, ... , an E R
81.
81.
(Z2 + Z3 + ... + Zn + 1.) -8(Zt + Z3 + ... + Zn + 1.) -8 +
Zt
Z2
81.
+( Zt + Z2 + ... + Zn-t + 1.) -8 = Zt + Z2 + ... + Zn
Zn
1.
2.
3.
7.13 Find integral surfaces containing the given curves for the following
partial differential equations.
1.
8z
8z
z- - z-
2.
z- - y8z
8y
8z
8z
8y
8z
=y=Z
Z Z=1 z
Y= Z z
= Z3
3.
8z
8z
zz- + yz- = -zy y = Z2
4.
z - - 2y8z
8y
8z
8z
8y
8z
= Z2 + y2
= y2
Y= 1 z
= Z3
= Z2
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
az
z az
az
+ y ay
= z - zy z = 2 z = y2
153
+1
az
aZ
2
z - - y - = Z (z - 3y) z = 1 yz + 1 = 0
az
ay
az
aZ
2
2
2
z - + y - = z - z - y y = -2 z = z - z
az
ay
az
az
z - - zy- = 2zz z + y = 2 yz = 1
az
ay
az
az
z-+(zz+y)-=-z z+y=2z zz=1
az
ay
az
az
y2_ + yz- = _Z2 Z - Y = 0 z - yz = 1
az
ay
az
az
(z - z)- + (y - z)- = 2z z - y = 2 z + 2z = 1
az
ay
az
az
zy3_ + z2y2_ = y3 z Z = _z3 Y = Z2
az
ay
az
az
z - + y - = 2zy z = y z = Z3
az
ay
az
az
z( z + z) az - y(y + z) ay = 0 z =.JY z = 1

1.
2.
az az
y- z
2
- - - = - - z=1 Z=y
az By
z
az
az
az(a 2 + zy) az - ay(a 2 + zy) ay =
Z= a
3.
4.
5.
_(Z2
+ y2)Z2
+ y2 =
r2, a, r E R
az
az
2
2
Z( Z - a ) - + yz- = az - z - y z=o
az
ay
az
az
2
2
2
2zz- + 2yz- = z - z - y
az
ay
i) z = a Z2 - y2 = a2 a E R
ii) z + y + z = 0 Z2 + y2 + Z2 = a2 aER
az
.
az
.
2coshz az + 2ysmhz ay = zsmhz
Z2
i) z = y = z
y=o
154
Problems
ii) z = 0 z = 2m(y - a) m, a E R
iii) z = 0 y = a cosh z a E R
7.15 1. Determine an orthogonal surface for the family of cones zy =

+ Z2 = 1, y = 2.
2. The same problem for the family of surfaces Z2 + y2 + Z2 = az,
az 2 , a E R which contains the circle Z2

aER.
7.16 Solve the following Cauchy problem.

8z
8z
z(z2 + 3y2)_ + 2y 3 _
8z
8y
z
= h,
Z2 + y2
= 2y2z
= a2
7.17 Solve the following partial differential equation
8z
8z
z n - = yn -+zn
8z
8y
for n E Z. Find the surface which satisfies this equation and which
contains the straight line z = 1, z = y-/2. Investigate the cases n = 1
and n =-1.
7.18 Investigate integrability of the following systems of partial differential equations and, if the condition is satisfied, solve them.
1.
2.
3.
4.
5.
6.
~='U+y'U
~ = 'U2 + 2z'U
au = y2
~ = 2: _ y2
au = y2
t!_
1 +2u y2
BtI-2;2
y--
{
{
{
7.19 Consider the following differential form

w = (3z 2y2 - elll z )dz + (2z 3y + sin z )dy + (y cos z - elll)dz.
155
a) Show that w is a total differential.

b) Solve the Pfaff equation w = o.
7.20 Solve the following Pfaff differential equations.
I.
2.
3.
4.
5.
6.
7.
8.
9.
10.
II.
12.
13.
14.
15.
+ xzdy + xydz = 0
(1- 4x)dx + (1 + 4y)dy - 4zdz = 0
(y + z )dx + (x + z )dy + (x + y)dz = 0
x(y - l)(z - l)dx + y(z - l)(x - l)dy + z(x (2X2 + 2xy + 2XZ2 + 1)dx + dy + 2zdz = 0
y 2dx - zdy + ydz = 0
yzdx
1)(y - l)dz = 0
x 2dx - z 2dy - xydz = 0
(x - y)dx + zdy - xdz = 0

(2yz + 3x )dx + xzdy + xydz
=0
+ 2yz + 2Z2 + l)dz = 0
y(z - y)dx + x(z - x)dy - xydz = 0
(1 + yz)dx + x(z - x)dy - (1 + xy)dz = 0
(2x + yz)dx + (2y + xz)dy + (2z + xy -l)dz = 0
x+y
(yz -logz)dx + (xz -logz)dy + (xy - --)dz = 0
z
2
2
y(yz + a )dx + x(xz + a )dy - zy(z + y)dz = 0 a E R
2xdx + dy + (2x 2z
7.21 Show that the function

u = az
+ by + J( a, b) a, b E R
is a complete integral of the generalized Clairaut equation

u
= pz + qy + J(p,q).
7.22 Find complete integrals of the following special partial differential

equations of order one.
1.
2.
3.
4.
J(p,q) =0
J(y,p, q) = 0
J(u,p,q) = 0
J(z,y,p,q) = 0
Problems
156
7.23 Find families of integral surfaces of the following nonlinear partial

differential equations of order one.
p2 - zp - q = 0
ppq - 1. = 0
1.
2.
pz + qy+ 1.pq = 0
p2 - q2 + 1. = 0
zp2q2 + y3pq - 1. - qy
3.
4.
5.
=0
(pz + qy)2 - u(pz + qy) + p2 + q2 = 0
p2 + q2 = f(J Z2 + y2)
pm + qm - un = 0 m, n E N
pz + qy - 1. = 0
6.
7.
8.
9.
10.
(p -
(q - y)2 - 1 = 0
Z)2 -
21. - pz + qy + q2 = 0
(pz + qy)2 _ p2 - q2 - 1
11.
12.
=0
7.24 Find solutions of the following Cauchy problems for the nonlinear
partial differential equations.
3.
1. - pz - qy - 3p2 + q2 = 0 Z = 0, 1. = y2
p2 + q2 _ U = 0 z = cos t, Y = sin t u = 1
Z(p2 + q2) _ (z2 + y2)p + 1.Z = 0 Z = cos t, Y
4.
P - 2pq
5.
1. ( P2
6.
p2 _ q2 _ 21.
7.
21. - 2pz - 2py + q2
1.
2.
8.
9.
10.
11.
+ q2 -
+ q2) -
41.
=0
3a2
=0
=0
= 0,
= 0,
= 0,
y
y
y
=t
=t
=
1.
1.
= sin t
= -t2
t 2 In 1. = t a E R
2av2
= (1 + t?
t2
= 0 Z = 0, y = t 1. = 2
pq - zy = 0 z = 1, y = t 1. = VI + t2
1.2 - p2 _ q2 - 1 = 0 z = t, y = 1 - t 1. = 1
q2 z - py = 0
a) z = 0 y = t 1. = t 3
b) z = t y = 0 1. = t 2
p2 + q2 _ 1.2 + 1 = 0 Z2 + y2 = A, 1. = 1
1.
=0

12.
L3.
7.25 Find singular integrals of the equations.
1.
u-pz-qy-p2 -pq-q2 = 0
2.
p2
3.
4.
5.
+ q2 + p + q + z + y + 2u - 1 = 0
1-p-a
?=O
z+y+u
u + pz + Z3 pq + z2 yq2 = 0
p2+q2+1_(
u-pz-qy-~=O
157
CHAPTER
Miscellaneous Problems
8.1 Prove the result: If the differential equation

y' = !(x, y),
y(xo) = Yo
with! continuous possesses a unique solution, then the Euler polygons

converge to this solution.
8.2 Define! : R2 -+ R by
for
2x
for
{
2x _ ~ for
-2x
for
0
!(x,y)
x> 0, Y < 0
x > 0, 0 ~ y
x
> 0, x 2 <
~ x2
1. Show that! is continuous but not Lipschitz.

2. Show that for the problem y' = !(x, y), y(O) = 0, the iteration
method does not converge.
3. Show that there is a unique solution and that the Euler polygons
converge.
8.3 Show that the differential equation
y' + p(x)y
where
=0
1 for x irrational
p( x) = { 0 for x rational
158
159
possesses only one solution: y = O.
8.4 Solve the equation
where
0
for z < 0
b) p( z) = { cos z for z > 0
for z ~ 0
0
a) p( z) = { sm z for z > 0
Explain the difference between a) and b).

8.5 Consider the following linear differential equation
y' + pCz)y
= o.
a) Show that if
pC z) = { ~ for Iz 1 > 0
forz=O
the equation possesses only one solution: y = O.

b) If
for Izi < 1 Izi > 1
( z) =
p
0
for Izi = 1
{1':Z2
study the solutions of this equation on the real axis, for Iz 1 < 1, z < -1,
z>1.
8.6 Find a solution of the problem
y' + ay
yeO)
eZ
0~ z
aE
< 00
R.
Study the continuity of the solution in parameter a.

8.7 Study the behavior for -+ 0 of solutions of the following Cauchy
problems.
1.
y'
2.
y'
+y = 1 +z
y( 0) = 0,0
<z
00
+ (1 + Z2)y = 1 yeO) = 0, 0 ~ z
00
8.8 Consider the following inhomogeneous linear differential equation
y" - Y = 1,
-1
< z < 1.
160
Problems
Show that a unique solution ofthis equation, satisfying y( -1) = y(l)

~ O.
8.9 Show that the following problem
o exists and investigate the behavior of this solution for
y" + 2y' + ay = 0 a E R
y(O) = 0,
y'(I) = 1
has a unique solution if a =1= 1 and if a = 1 there is no solution.

8.10 Investigate existence and uniqueness of the solution of the following Cauchy problem
Y = sgn y,
where
sgny=
y(xo) = Yo
for y>O
for y=O
-1 for y<O
8.11 Consider the system of linear differential equation
dy
dx = A(x)y
where A( x) is a n
X n matrix of functions, which is periodic, to wit

A(x + T) = A(x).
a) Show that if y is a solution of this system, then the vector function
x I--t y( X + T) is also a solution.
b) If y( Xj Xo, Yo) is a solution of the given Cauchy problem, then the
following relation holds
y(x + Tj Xo + T, Yo)
= Y(Xj Xo, Yo).
8.12 Suppose that solutions of the linear system
dy = A(x)y
dx
possess the following property: ly(x)1 ~ ke-a(:z:-:z:o)ly(xol. Show that if
lim f( x) = 0, then all solutions y of the system
:z:--+oo
dy
dx = A(x)y + f(x)
161
have the property lim y = O.

:1:--+00
8.13 Find periodic solutions of the equation
y' + y = cos a: y E C 1 (R)

8.14 Consider the following mapping
L : C 2([0, 1]) -+ C([O, 1])
L(y)( a:) := y"( a:) + eCOS:l:y( a:).

Investigate, if L is one-to-one.
8.15 Let S). denote a set of solutions y E C1(R) of the equation
yl5
+ y' + ,\ = o.
Determine the set of functions S := U).ER S)..

8.16 Find solutions of the boundary problem
y" + p(a:)y = 0 yeO) = y(1r) = 0 a: E [0,1r]

wherep= C([O,1r]),p(a:) < 1, Va: E [0,1r].
8.17 Show that the following boundary value problem
yeO)
= a,
y(l)
= [3
possesses at most one solution for any f E C([O, 1]) and a, [3 E R.

8.18 Let y E C2([0, 1]) be a solution of the equation
y" + eY = -a:.
Show that the smallest value of y is not taken in the interval (0,1).
8.19 Find all solutions y E C([O,I]) of the integral equation
10
y(a:s)ds = 2y(a:) a: E [0,1].
8.20 Consider the following linear homogeneous differential equation

of order one
y' sin3 a: - 2y cos a: = O.
162
Problems
a) Show that the functions Yn : R
--+
R defined by
_ { e- ai.) .. for z E (mr, (n + 1}7r)

o
for z E R \ (mr, ( n + 1)-11")
Yn ( z ) -
are solutions of this equation for any n E N.

b) Show that the functions Yn are linearly independent.
c) What is the dimension of the space of solutions Yn?
8.21 For any A E R, denote by y(., A) the unique solution of the following Cauchy problem,
Y" + Ae-Zy = 0 yeO)
=0
y'(O)
= 1.
Show that the function y(., A) : R2 --+ R, (z, A) 1--+ y(z, A) is continuous.
8.22 Consider the following system of linear differential equations
zy' + 4y - 2z = z + 1
zz' - 3y - z = 2z, z > 0
a)
b)
c)
d)
(1)
Make the substitution z = et.

Solve the resulting system.
Solve the system (8.1).
Find the solution of (8.1) satisfying the Cauchy conditions
y(l)
=0
z(l) = O.
8.23 Consider the following linear differential equation

y"
+ y = I,
IE OCR).
a) Show that the general solution of this equation is
y( z) = 0 1 cos Z
+ O2 sin z + foz I( s) sine z -
s )ds
where Oll O2 E R.
b) Show that for any solution y
y(1r) + yeO)
= fo1r f( s) sin sds
c) If f is a polynomial, show that the equation possesses a unique

polynomial solution PJ.
163
d)
1.
2.
3.
Show that the polynomial PI from c) has the following properties

If 1 has integer coefficients, then PI has also integer coefficients.
If 1 is divisible by x n , then PI(O) is divisible by nL
If 1(7r - x) = I(x), \/x E R, then PI (7r - x) = PI(x) \/x E Rand
IPI(O)I < imax{l/(x)1 : 0::; x::; i}.

4. If I( x) = [x( 7r - X )]n, then PI(O)
=I O.
8.24 Consider the following differential equation
ylll = yy"
a) Show that if y E 0 3 (/) is a solution of this equation, then y E
0 00 ( / ) .
b) Show that if y is a solution, then the function x 1-+ ay( ax + b) is

also a solution for any a, bE R.
c) Show that if y E 0 3 (/) is a solution of this equation, then y" has
a constant sign on the interval I.
8.25 Consider the following mapping
L : 02(R)
~
1-+
O(R)
y" + y
a) Solve the differential equation
L(L(y
= sinx.
b) Let SA be a set of solutions of the equation

sinL(y)
Determine the set S
+ L(y) = A
AE R
USA.
AER
8.26 Consider the following Volterra integral equation
4>(x) =
where
folll K(x, y)4>(y)dy,
K( x, y ) -_
x E [0,1]
ye..~-1 0 <
_ y<
_ xe 1-~
..
1 1
X
xe -~ < y::; x
a) Show that for any c E R the function 4>(x) =

solution of this equation.
.
Ill'
x....lOisa
164
Problems
b) Apply Banach fixed point theorem to this equation.

c) Explain why the results of a) and b) do not contradict each other.
8.27 Use the Banach fixed point theorem to establish the existence and
uniqueness theorem for the solution of the following problem
y' + >.y
= I(z, y), y(o) = 0, y'(O) =
0.
8.28 Use the Banach fixed point theorem to establish the existence and
uniqueness theorem for the solution of the following equation
4>(z)
= >.
K(z,y,4>(y))dy+ JL
H(z,y,4>(y))dy+ I(z).
Generalize the result.

8.29 Consider the mapping L : c([O, 1]) ~ 0([0,1]),4>
I-t
L4>
(L4(z) = 1 + >. fa1 4>(s - z)4>(s)ds

where>. E R, >. > -1. For 4> E 0([0,1 D, denote 1(4)) := f~ 4>( s )ds.
a) Show that the set
1
X := {4> E 0([0,1]) : 4>( z) ~ 1, Vz E [0,1]; I( 4 = X[1 - v'1 - 2>.]

is an invariant set of L.
b) Using Banach fixed point theorem, show that if>. E (0, ~), then
the mapping L has a unique fixed point in X.
c) Establish the theorem of existence and uniqueness of solutions of
the following integral equation of statistical mechanics
4>(z) = 1 + >.
8.30 Consider the function
i1 4>(s - z)4>(s)ds
I :R
[0,1].
R,
a) Investigate differentiability of I.
b) Show that I is a solution of the following Cauchy problem
I' - ~I = 1 1(0) = 0.
165
c) Solving the problem b), find explicitly the function

8.31 Consider the following partial differential equation
U
ou
ou
OU
OU
= Z oz + y oy + (oz) + (Oy)
f.
a) Find a complete integral of this equation.

b) Find a singular integral.
c) Find a general solution of this equation.
8.32 Study the initial value dependence of the solutions of the problem
y'
= y2
y(O)
=1
z E [0,0.999].
Solve this problem numerically, using 999 steps of Euler method with
Zi+1 = Zi + 0.001. Estimate the influence of errors in the first steep
(which is 10- 6 ) on the final result and explain why the precision is low.
8.33 Show that the boundary value problem
y" = y3 y( 0) = 0 y( a) = b
possesses infinitely many solutions for any pair (a, b), with a =F O.
8.34 Apply the explicit Runge-Kutta method to the problem
y'
where
= f(z,y)
y(O)
=0
!y + g(z)
if z > 0
f(z, y) := { (1 - A)-lg(O) if z = 0
A < 0 and 9 is sufficiently smooth.

8.35 Solve the following inhomogeneous linear differential equation
looking for a solution of the form
8.36 Show that the following differential equation
y' = (1 + cos z)y - cos 2 Z
166
Problems
possesses a unique solution y E Ol(R) which is periodic.

8.38 Suppose that y, z E 02(R+) satisfy the conditions
y" + p(z)y' - q(z)y > 0, z > 0

{ Z"+p(Z)Z'-q(z)z=O, z~O
z(O) = y(O),
z'(O) = y'(O)
where p,q E 0([0,00)) and q(z) ~ 0 for t ~ O. Show that y(t) > z(t),
Vt> O.
8.39 Show that the following Cauchy problem
y' =
Z2
~ y2'
y(O) = Yo
with Yo E R \ {OJ has a unique solution y defined on R. Show that the

limits lim y( z) exist and are finite.
z-+oo
8.40 Show that the following Cauchy problem
y' = ell + (1 + y2)Z
z ~ 0 y(O)
= Yo
has a unique solution defined on the bounded interval.

8.41 Prove that for any a, b E R, the following boundary value problem
y" = y+ 0::::; z ::::; 1 y(O)
= a y(l) = b)
where y+ := max{y,O} possesses a unique solution y E 0 2 ([0,1]).

1
y" + (a - 1 + Z2 )y = 0, a > 0, z E R.
Show that solutions of this equations and their first derivatives are
bounded on R.
8.43 Consider the following two differential equations
y" + a( z )y = 0
y" + b( z )y = 0
z E [z!, Z2], a, b E C([z!, Z2l)
If </> is a solution of the first equation and "p a solution of the second
one, prove the following equality
</>'(Z2)"p(Z2) - </>'(Zl)"p(Zl) + l~2[a(z) - b(z)]</>(z)1f1(z)dz =

=
</>(Z2)"p'(Z2) - </>(Z2)"p'(Z2).
8.44 Find the general solution of the system.
+ Y2
Y~ + Y3
y~
167
Part II
Solutions
CHAPTER
Differential Equations Solvable by

Quadrature
1. Differential equations of the form y' = f(x, y).l

1.1 Using the method described in 1.a., we get.
1.
xVI + y2 -
2.
tany = 0
(l-e z )3
'
3.
y-a=
4.
5.
cot 2 y - tan 2 x = 0
6.
3y+ log
7.
_e2z _ ell -
Y= 0
x=O
Ox
1 +ax
= Osinx
Ix2 11 = 0
(y + 1)6
arctan y - -log(1
8.
1
iX2
+ 3x + y + log I(x -
9.
x2ye-~ =
10.
1 Below,
Oy = OJ
3)10(y _1)31
x+-=O
y
if not stated otherwise, C is a real constant.
171
+ y2) =
=0
172
Solutions
1.2
3.
2e tyl = Ve"(1 + eZ )
l+y2= _2_
1 -Z2
y=1
4.
':'Vl + Z2 + !. /1 +
1.
2.
+nzy =
5.
2V
2 + 10 (z +
g
vI + Z2)(y + VI + y2) +
n + VI + n 2
; VI + n 2
y=z-a
1.3
2.
z + y = u, z + y = tan( z + C)
8a: + 2y + 1 = u, 8z + 2y + 1 = tan( 4z + C)
3.
z+ y
= u,
z+ y
4.
z-
= u,
y - z
1("
z - cot( -2- + 4")
5.
az + by+ c = u
1.
= a tan( -a + C)
= a:z:+by+c
b
+
az + y = u,
z+ C
6.
3y - 4z
4a2
49
3b2
1 ~
--b
- arctan[ ~
- tan( az + by + c)]
aa
a
10gI7z+7y+a2 +b21=C
7.
+ 2y = u, 3e- 2y + 2e z
8.
+ y = u,
9.
Using polar coordinates p =
10.
Using polar coordinates log p
z - C
=C
(z
y2
or loglzl- - = C
= Ce- 2z
- y)n-m+l
n-m+l
(z _ y)p-m+1
+ ..:....---=.....:...--p-m+l
C
or y2
1 - cos 
1
= 2 cos
2Z2
1.4
y = Ce!
2,/,. -
0/
= 2Cz + C 2
log Icos <1>1 + C
1.5
y2
= 2pz,
pER
1.6
y = Oz and y = z
1.7
1.8
1.9
Y = v'4 -
Z2
2 - v'4 2
+ 2 log
z2
1.10
1
1.
y = arccos-
2.
. (v'3
y = arcsin
- - -1)
3.
y = arctan( -
4.
y = 2 arctan(l - 2z 2 )
5.
6.
y = arccot 2z
z2
z
1
2
z
+ v3M) + 37r
1
7r
+ 57r
9
+ 2"7r
7
= 2" arctan( '2 + arctan z) + 2"7r

1
+ -7r
2
1.11
1.
y=o
2.
3.
y=l
=-7r
1.12 Differential equation of the form
173
Solutions
174
with a, b, c, at, bl,CI E R can be transformed into a homogeneous equation by the change of variables z = u + Zo, y = v + Yo, where Zo and Yo
are the solutions of the linear system
if the determinant
differs from zero. If this determinant is zero, then, by transformation

Z = az + by, the equation is transformed into the one with separable
variables.
1.13 Using the method described in 1.b., we have.
1.
~ + log Iyl -
2.
1
C
-z+y- - = 0
3.
C
y = -zlogllog-I
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
C = 0
y = z sin log ICzl

. z = Cz
Slny
y=z
y= -z
Z2 = C(y+ Z2 + y2)
y = z tan Cz
z = Ce- 8in !z = yeC'II+ 1
(Z2 + y2)3(Z + y)2 = C
Z3 + z2 y _ y2 z _ y3 = C
z2
+ y2
C(z + y) = 0
z + ye'i = 1 + e
14.
y = ZJ1-
15.
16.
17.
y2 _ z2 = 1
~z
z+y=o
f y3 + 3czy2 + 3bz 2y + az 3 = C

1.14 One may apply the method proposed in 1.12 to get.
1.
(x
+y -
1)3 = O(x - y
+ 3)
log 14x + By + 51 + By - 4x = 0
3x + y + 2 log Ix + y - 11 = 0
(x + y - 1)5(x - Y - I? = 0
2.
3.
4.
+ y -1 = Oee+1Ix + 3y - log Ix - 2yl = 0

log 12x - 2y + 51- 2(x - y + 3) =
(x + y + 1)8 = O(x - y + 3)
2x + y - 1 = 0 e2Y-~
5.
6.
~
1
7.
8.
9.
10.
(y - 2X)3
= O(y -
11.
log Iy + 21
+ 2 arctan --3
=0
y-
12.
2 arctan - - = log 10xi
x - 1)2
y+2
y-1
2x
1.15
(x - y)2 - 0 Y = 0
1.16
x 2 + 2y -1 = 0
1.17
x 2 = 0(2y + 0)
1.18
y = Ox - x log Ix I
1.19
1.
yvy = O(y - x 2)
2.
3.
y2 = x loge Oy2)
x 2y2 + 1 = Oy
4.
x6
+ y4 =
Oy2
1.20 One may apply the method described in l.c. to get.

1.
1
0
y= _X4+_
6
x2
175
Solutions
176
:z:
y = 2 cos z
3.
Y = -z
4.
y = - - + C e- az if p
5.
y = z2
sin 2:z:
4 cos z
C
cos z
2.
122
Ce z
be Pz
#- -a
a+p
y = bze- az + Ce- az if p = -a
+ Oz2e~
Oe z
y=z+l+-z+l
y = 0 sin z - a
y = z(l + Z2) + 0(1 + Z2)
Y = az + 0 V1 + Z2
0- Z4
6.
7.
8.
9.
= 4(Z2 -
11.
12.
13.
14.
= 0 VZ2 + 2z -
10.
y=
1)2"
a 2 log(z
+ va 2 + :z:2) + 0
-~..:...z-+-vra=:2:=+=z===2-'----
1+ z
o log Izl + Z3
y = CVa 2 - Z2 + z
1
Cz
y = -;
Z3 + 1
15.
16.
y = C(z + 1t + eZ(z + 1t
17.
y = 0(2z - 1) + -
18.
y = 0(3z 2 - 2z) + -
1.21
1.
y=
2.
3.
4.
eZ
-+
z
ab - ea
z
1 zv1 = -(
2
Z2
z
y=-cos Z
zn _ zn+2
y=
4
. z) ifg+z
+ arCSIn
-1-z
zn+2
--2--1oglzl
177
zn( eZ - e + 1)
y = 2e-.mz + sinz-l
z-1
y= 2--+z2-1
z+1
y = 1- ze- z2
5.
6.
y =
7.
8.
1
y = 4(2z 2 + 2z + 1)
9.
1.22
y2 _ 2z - Oy3 = 0
1.
2.
3.
Z -
y2(1
+ Oei) = 0
1
4.
The general solution is

z + 2 sin y + 2 - 0 e.my = 0
and the solution of the Cauchy problem is z + 2 sin y + 2 = 0
2z - y2 - Oy3 = 0
5.
z----=o
6.
7.
ze Y
Z -
y(O + arctany) = 0
y3
y2
=0
1.23
1.
2.
3.
1.24
1
1
y2 = z leads to the linear equation zz' + -z + _z2 = 0
,1
y2 = z leads to the linear equation z + -z 2
y3 = z leads to the linear equation zz' + z -
yi + p( z )Yi + q( z) =
0, i = 1,2,3 implies that
means (tl!=.n.)
= const.
1/3-111
1.25
1.
2.
slnz
y=-
Slnz
y=--
1
- cos z = 0
2
2z = 0
(:;=:)' = 0, which
Solutions
178
3.
Y = arctan x
4.
Y = eZ
5.
Y = x- z
+ cos-x
1.26
l.
Y = SInx
2.
Y = cosVZ
Y = 2sinz
3.
1.27 From y~ + p(Z)Yl + q(z) = 0, y~ + P(X)Y2 + q(x) = 0 we have

y~ = -P(YI - Y2)' Therefore, the function Yl - Y2 is a solution
of the associate homogeneous equation. Then, the general solution of
the inhomogeneous equation is Y = C(YI - Y2) + Y2. For the problem
Yl = Z, Y2 = z sin x we have, consequently, Y = C( z - z sin x) + x sin x.
The condition y( u) = 2u lead us to 2u = C ( u - u sin u) + u sin u, which
2-8~U
means C = l-smu
1.28 a) The homogeneous equation has a solution of the form y(z) =
C e- az The only bounded solution is the trivial one. Thus, the bounded
solution is unique. The existence of bounded solution can be proved by
noticing that the function
yf -
Yo
= [Zoo e-a(x -
t)f(t)dt
= [~ e-azf(z + x)dz
is bounded on R and is a solution of the equation.

b) Yo defined above is periodic, if f is periodic and has the same
period.
1.29 One uses the substitution described in l.d.
x2
l.
Y = C(cx 2 + 2" log Izl)2
2.
3.
4.
5.
6.
7.
x(x 2 + Cz) - 1 = 0
y2 = x log IfracCxl
y2(3 + Ce COSZ ) - x = 0
+ C e2z) - 1 = 0
y2 = z2 _ 1 + C ..;,-x2".------..,.-1
y-3 _ C cos 3 Z + 3sinz cos 2 x = 0
y( e
8.
y2 -
9.
y3 -
10.
11.
179
Cz 2 + 2z = 0
Cz 3 + 3z 2 = 0
nyn = Ce- ......
+ nz -
a
1-m
y = -:---"'7"7"--:-:--:-----::::---:----:(1 - n)(a - b)zl-m + CZCl(n - 1)
12.
~y -
13.
lIz
1
~-"7
Y = VI + Z2(C - 2"V1 + z2 + 2" log IV1 + z2 + zl), z=O
14.
y-
Ce z2
C~l -
~z = OJ
=0
~(1 -
Z2) = OJ y = 0
3
y(Ce- z2 +1-z 2)-1=Oj y=O
y3 _ Ce- z + z -1 = 0
Z2 +
15.
16.
17.
18.
(1 + Cz + log Izl)y - 1 = 0
Z3 + ye Z + 3z 2ye z - C = 0
19.
yl-n = 2sinz + _2_ + Ce(n-l)sinz
n-1
1.30
1
= --:-----:--:-
1.
2.
= (~eZ3 _ ~Z3 _ ~ )3 j
a) (z - C)2 + y2 = C 2
3.
1 + log Izl
=0
b) There are no solutions

c) Z2 + y2 = Z
1.31
1.
2.
3.
4.
dz
2
- - zy = y3Z 2 j z(2 - y2 + Ce-"i-) = 1
dy
Z
z3
3
2
-dz
=
-j
y - z (1 + Cy) = 0
dy
Y
2y4
dz
Z
Z2
dy - 1 + y = - (1 + y)2j 1 + Y - zlog 11 + yl + Cz = 0
2 ydz
- - z = -z 3 SIll
Yj
dy
z 2(C -
COS
Y) - Y = 0
Y= 0
180
Solutions
5.
dz
y dy
6.
dz
y - - 2x
dy
+ z = -2z2ylog Iylj
1
-
= _x2ynj
zy(C -log2lyl) -1
C
x
=0
yn
= -2 + -n
+2
1.32
1.33
1.34
x
1.35
x2
= ylog I!.I
C
+ y2
_ Cy + a 2
=0
1.36 One may use the substitutions described in 1.e.
+ 6C e-
1.
y = 3z
2.
Y = -co-s-z
3.
4.
y=
5.
x
3z2 -
3cos 2 Z
+ -3C""""""'-co-s-sx4
= -; + Cx 5 -
1- 2Cx 2
1-Cx
(x 2 + 1)2 - C(X2 + 1)
y=
2
C - (X2 + 1)
1.37
.. 2
= X + 1,
1.
Yl
2.
a=2,
3.
Yl
4.
Yl
()
yx
y( x)
= x +1 +
e T +2z
C-
..
J eT+2 z dx
1 - 2Cx 2
=-l-Cx
1
= x, y( x) = x + 1 + C x
= X + 1,
y(x)
e- z2
= x + C + J e-
2dx
5.
6.
7.
8.
9.
y( z)
Yl = -,
Z
= -
181
3z 2
+ z3 + 0
111
Yl = --,
y(z) = -I 1 I)
z
z + z (0 -ogz
2Z 3 - 0
y(z) - --:-:,---.
- z(0+Z3)
40z 3 -1
Yl = 2z, y( z) = -0-4 - Z
Yl
= _Z3, Y(Z) =
-Z
Oz3-1
2 0
Z -
1.38 The complete integrability condition ~ = ~ holds for any of

these equations and therefore the general solutions are
r P(s,y)ds + l~ttl Q(zo,t)dt = O.
lzo
Z3
5.
_+zy2+Z2 = 0
3
z4 + 2z2y2 + y4 = 0
Z2
2Z2 + log Iyl = 0
z3 + 3z 2y2 + y4 = 0
Z4
3
y3
- - _z2y2 + 2z + - = 0
6.
Z3
1.
2.
3.
4.
7.
8.
9.
10.
423
+ 3z 2y2 + y3 = 0
Z2
5
z+-+-=O
y2
y
JZ2 + y2 + log IzYI + ~Y = 0
Z3y + Z2 - y2 = 0 zy
sin2 z
Z2 + y2
--+
=0
y
2
(z2 + y2)2 + 2a 2(y2 _ z2) = C
II.
12.
z3
13.
Z2 -1
2.
+4z=0
+ z 3 l og Iyl -
SIllY
y2
=C
Solutions
182
14.
Z2 + y2 - 2 arctan ! = 0
z
1.39
1.
2.
3.
4.
loglz+yl- - y - = 0
z+y
zm+1 - 1
yn+1 - 1
---1- +
1 + Z2y2 + log IzYI = 1
m+
n+
e:tJI - 2z2y = e2 - 4
Z2
-2 + yei' = 2
1.40 The functions P and Q homogeneous of degree m, therefore z ~~ +

y: = mP and z~ + y~ = mQ. These equations directly implies
that
p
8
8
Q
8y zp + yQ
8z zp + yQ
which means that the function zp!yq is the integrating factor of the
homogeneous equation.
1.41 See 1.f.
--:::----::::-
1.
2.
3.
4.
5.
6.
7.
8.
y
z--=o
z
9.
-+-=0
y
2
10.
Z2
Z2
-+3y- -= 0
y
y
= -.
-j
smy
+ Z3 = G
11.
p,(y)
12.
1
p,(xY)=-j
Z2 y 2
13.
JL(x
14.
p,(zy)
15.
p,(x
+ y2) = Z + y2;
16.
p,(z
+ y ) = (z + y2)2 j
17.
( +y
JLx
2)
18.
p,(y2 - Z2)
- .-
smy
+ y) = (z
1
Z2
1
y2
---+-=G
2
zy
2
1
Z3 + zy+ y3
+ y)2 j
Z + y
=G
zy -log IzYI
=j
zy
=G
(z + y)(z + y2)2 = G
183
z - y2
(z + y2)2
=G
Y- 1
3=G
(z2 + y2)2"
(z2 + y2)2"
1
1 + y2 - Z2
(1 + y2 _ z2)2;
Z
=G
3;
2. Differential equations of the form F(z, y, y')
= o.
1.42 1. One may use the method of Sophus Lie described in 2.1. One
constructs the surface y - z2 - 3zz - ~Z2 = 0, which has the parametric
equation z = u, y = v 2 + 3uv + ~U2, Z = v. The condition dy = zdz
leads us to the equation ~: = -1, with the solution v = -u+ G. The set
of solutions of initial equation is, therefore, z = u, y = _~u2 +Gu+ G2,
or y = - ~x2 + G z + G2.
2.
3.
4.
5.
6.
7.
8.
= sin u + log lui

+ cos u + u + G
y2 _ 2G x + G 2 = 0
{
y = u sin u
184
Solutions
= (z + 2). + 0
z =e +u
y = eU(u - 1) + ~2 + 0
z = au + bu2
y = iu2 + 2;u3 + 0
z = u + sinu
y = !u 2 + u sin u + cos u + 0
z = 2au + ~bU2 + 0
y = au 2 + bu3
4e- f
9.
10.
11.
12.
13.
+ 1)2 + 0
14.
{ z = Hlog lui
y = ulog lui
15.
{ z = log lui + sin u

y = u+ u 2 cosu
+ u cos u + 0
1.43 Using the method discussed in 2. we get
1.
S-
2~ VI +
z =
{ Y= 2zp+V1 +r
+ 2~2 log Ip + VI + r I,
y=1
2.
3.
4.
5.
P
{ z = e- - 2p + 2
y = 0(1 + p)e- P -
{ z = tJP- P
Y = -zp+ p2
1
y = Z2 +
y
= P2
Y = 2C
P
Z
y=o
= 3p2
y = 2p3
= 2z
3
+ '2P
+ ~3'
+ ap-2
2Cp-l,
6.
7.
8.
3(Oz - y) = 0 3 ,
9.
r +2
y=o
9y2 = 4z 3
Y = 2VOz + a, y = -z
Z= ~+!
{
Y = + 2~ - log Ipl
10.
{ z
11.
=~-
y =
:S -
i-
2eP (
~ + ~)
2eP (1 - ~ +
P\-)
Z=S+lo~pl
12.
Y = 2zy +
y = Oz + av~I-+----=0:-::"2,
13.
y= 0
14.
15.
202(y - Oz)
17.
Z -
= 1,
= a2
y = log Iz I + 1
Z2 + y2
log 0, 0 E R+,
a
y = Oz + 0 2' 0 =f:. 0, 4y 3
16.
185
8y 3
aO
27az 2 = 0
= 27z 2
Y= Oz + vI + 0 2 ' z3" + y3" = a3"

z = Oy + 0 2 , y2 + 4z = 0
2
1.44
1.45
27y - 9z
+ 2(3z + I)V3z + 1 + 25 = 0
1.46
1.47
zs
+ ys =
2
as
1.48
1.49
1.50
(y - z - 2a)2 - 8az
=0
1.51 To derive the differential equation of a family of curves, which

depends on the parameter a, one eliminates this parameter from the
equations
f(z,y,a)
= 0 af
az + af
ay y' = O.
186
Solutions
A curve, which orthogonally intersects all curves of the family is called

the orthogonal trajectory of this family. To derive the differential equation of the orthogonal trajectories of the family of curves I( z, y, a) = 0,
one eliminates this parameter from the equations
I(z,y,a)
81 -(--)
81 1 = o.
= 0 -+
8z 8y y'
Consequently, if the differential equation of a family of curves is F( z, y, y')

= 0, then the differential equation of the orthogonal trajectories of this
family is
1
F(z, y, --) = 0
y'
1. Differentiating with respect to z, we get z + yy'
the parameter a from the equations
+ y2 -
Z2
= a.
Eliminating
2az = 0
+ yy'- a = 0
we obtain the differential equation of the family of curves
The differential equation of the orthogonal trajectories is

z2 _
y2
or
y
+ 2zy( -
-) = 0
y'
2zy
y2 .
= Z2 _
This is a homogeneous equation with the general solution z2+y2-Cy =

0, which describes the family of orthogonal trajectories.
The problems which follow can be solved similarly.
2.
2y
3.
= -;-'
z + yy' =
4.
y - 2zy' = 0,
0,
= - 2y' 2"z + y
z-
J!.. =
0, y = Cz
y'
2z
1
y + - = 0, Z2 + _y2 = C
y'
2
187
5.
6.
7.
8.
9.
10.
2
+/(Z2 _ y2)
Y
11.
= 0,
(z2 + y2)2 - Czy = 0

y' - py = 0, pyy' + 1 = 0, 2z + py2
=C
1.52 We will look for a solution of the equation with delayed (retarded)
argument on the interval [zo, Zo + (n + 1)'T], so the step has the length
'T.
For z E [zo, Zo
following problem
y'(z)
+ 'T],
the unknown function is a solution of the
= f(z,y(z),4>(z -
'T)), y(zo)
= 4>(zo)
because, if z belongs to [zo, Zo + 'T], then the argument z - 'T belongs to

[zo - 'T, zo] and consequently, for z E [zo - 'T, zo], y(z - 'T) = 4>(z - 'T).
We assume the existence of solution y = 4>l(Z) of the problem on
the interval [zo, Zo + 'T].
Continuing in the same fashion on the following intervals of the
length 'T, we have
y'(z) = f(z,Y(Z),4>l(Z - 'T)), Zo + 'T ~ Z ~ Zo + 2'T,

y(zo + 'T) = <P1(ZO + 'T)
y'(z) = f(z,Y(Z),<P2(Z - 'T)), Zo + 2'T < z < Zo + 3'T,
y(xo + 2'T) = <P2(ZO + 2'T)
Solutions
188
y'(z) = J(z,y(z),tPn(z - n'T, Zo + n'T < z

Y(Zo + n'T) = tPn(ZO + n'T)
Zo + (n + 1)'T,
This method, called the step method, gives us the solution y of the
differential equation with delayed arguments on every bounded interval
of the real axis, if the Cauchy problem has a unique solution.
1.53 One uses the step method described above.
zE[I,2], y'(z)= y(z)+6z, y(l) =2,

:::} y(z) = elD- 1 - 6(z - 1)
z E [2,3], y'(z) = y(z) + 6[2e lD- 2 - 6(z - 2)], y(2) = 2e - 6,
:::} y( z) = 2e lD- 1 - 5ez - 2 - 24e lD- s + 12zelD- s - z + 1
zE[0,2], y'(z)=y(z)+2(z-2)2, y(O)=O,
:::} y(z) = 8eID - 4z2 - 8
z E [2,4], y'(z) = y(z) + 2[8e lD- 2 - 4(z - 2)2 - 8]2,
y(2) = 8e 2 - 24
z E [0,1], y'(z) = y(z), y(O) = I,:::} y(z) = elD
z E [1,2], y'(z) = y(z)elD-t, y(l) = e,:::} y(z) = ee-- 1
ZE[0,3], y'(z)+2y(z)=2z, y(O) =3,
1.
2.
3.
4.
:::} y(z)
= 2"e- 21D + z -
2"
7
7
z E [3,6], y'( z) + 2y( z) = 2"e- 2(ID-S) + 2z - 2"'
7
5
y(3) = 2"e- s + 2"'
45 ) 2(1D S) 7 21D 1 (
) 1
7
:::} y()
z = ( 2"z - "4 e- - + 2"e- + 4 4z - 7 - 2"
1.54 Similarly to Problem 1.52.
1.55 One applies the step method described in 1.52.
1.
z E [0,3], y'(z) = 2y(z) - 2zy2(z), y(O) = 3,

This is a Bernoulli equation with the solution
y(z) = (z - 2e- 21D -
1
2"tl
4e- 2(ID-S) + 1
z E [3,6], y'(z) = 2y(z) - y2(z)(z _ 2e- 2(ID-S) _ t)2'
y(3)
2.
=5_
189
2
4e-6
1
E [-i'O], y'(z)
E [O'i]' y'(z)
= y(z),
y(-i)
= I,=} y(z) = e=+J"

1
1 2 1
e =y(z)+y(z), yeO) e i ,
=} y(z ) = e=+ Je
1 2.
Differential equation of n-th order solvable by reduction of order.

1.56 The equation can be written in the following form
= fez),
[y(n-1)(Z)]'
=} y(n-1)(Z)
1= f(s)ds + C
1,
z E
[a,b].
=0
Similarly, we get
y(n-2)(Z)
l=[l t f(s)ds +
~
C1]dt
1= dt1t f(s)ds +
~
+C2 = l=(z - s)f(s)ds + C1(z - zo) +

=0
C1(z - zo)
c2.
By induction, it directly results in
y(n-p)(z)
= =(z -
(z- S)p-2
=0
S)p-1
(p - I)!
f(s)ds
+ 0 1 (z -
S)P-1
(p - I)!
+ ... + Cp
C2 (p _ 2)!
for p = 1,2, ... , n, where C1, ' ,Cp are arbitrary real constants. In
particular, for p = n the general solution of the equation is
y(z) =
1=
=0
(z-s)n-1
(n _ I)! f(s)ds
(z - s)n-2
C2 (n _ 2)!
(z-s)n-1
(n -I)!
+01
+ ... + Cn.
The Cauchy problem y(i) ( zo) = y~i), i = 1,2, ... ,n -1 provides us with
the values of the constants Oi, C1 = y~n-1), C2 = y~n-2), ... , Cn = yg.
Solutions
190
Thus, the solution of the Cauchy problem is

y
()
z - Zo ,
1! Yo + ... +
= Yo +
Zo ) n-l (n-l)
(n - 1)! Yo
+
(Z -
lZ( Z Zo
S )n-l
(n _ 1)!
f()d
S
s.
1.57 One uses the method described in 1.56 (Ci E R).
= 2tanz -
tan2z + C1 z + C2
1 3
1 1 11 3
1 2 1
1
6"z log z - -3 z + i Z - 4"z + -18 +
1.
y(z)
2.
y( z ) =
(z - 1)2
+C1
Z- 1
+C2~+C3
z4
z2
4.
= 24 + cos z - sinz + C12 +

y(z) = -log 1 coszl + C1 z + C2
5.
y(z)
6.
y(z) =
3.
y(z)
C2z + C3
2Z2 - 1
.
z~--=4
arcsmz + 4"V1- Z2 + C1 z + C2
-log(1 + z2) + Z arctanz + C1 z + C2
1.58
Z3
1.
y( z)
= "6 -
2.
y ()
z
z
21 z 1+ -z
3 2= - -log
2
2
3.
y(z) = 1-
4.
y(z) =
5.
y(z)
6.
sin z + z + 1
ze- iD
(z - 3)e Z +
Z2
+ 2z + 3
Z4
13
ze Z
z
1
= -loglzl- _Z4+ - - - + 24
288
8
9 32
z2 - 6z + 20
2z + 3
y(z) =
324
- 12(z + 2)2
1.59 Making the substitution y(le)

z(n-le)
2z + -1
2
= z, we have y(lc+ 1 ) = z',
. , yen) =
and the equation becomes the one of order (n - k), to wit
F( z,z,z,, . ,z(n-le
=0
191
If the general solution of this equation is z = f(x,01, ... , On-Ie), then

the initial equation becomes y(1e) = f(x, 01, ... , On-Ie) and can be solved
as in problem 1.56.
1.60 One uses the method described in the previous problem (Oi E R).
1.
2.
= 0 1log Ixl- x 2 + O2
0IX 6
x2
x5
y(x) = --+02-+03X+04-120
2
5
y(x)
x2
x6
7.
8.
= 0 16 - 0: 2 + 02X + 0 3
y(x) = (OlX - One c71 + O2
y(x) = log le2~ + 0 11- x + O2
y-02
X - 0 1 = a log Isin
I
a
y(x) = (Ole~ + l)x + O2
y(x) = 01X(X - Ot) + O2
9.
y(x)
3.
4.
5.
6.
y(x)
x2
x3
10.
11.
= 12 + 2 + 01 xlog Ixl + 02 X + 0 3
y(x) = sin(Ol x) + 02X + 0 3
y(x) = (1 + On log Ix + 0 11- 01 X + O2
12.
y(x)
13.
x2
= 0:( 2 + x) + O2
x2
01( 2
y(x)
14.
15.
+ x) - o:x + O2
y(x) = sinh(x + Ot) + 02X + 0 3
y(x) = 01X5 + 02X3 + 03X2 + 04X + 0 5
16.
y(x)
= 2"x log Ixl + 0 1log Ix -
1.
3.
y(x) = x 2 - X
y(x) = x 3 + 3x
x2 - 1
e2 - 1
y(x) = 2(e 2 -1) 4 log Ixl
4.
y(x)
11
+ 02X + 0 3
1.61
2.
= 2"X2
192
Solutions
1
5.
y(z)
= 2"Z2
6.
y(z)
= -3-Z2
7.
y( z) = 3"z v 2z -
8.
y(z) = z
9.
y( z) = log I tan( 2" + 4) I
2V2
2
8
3"
16
1("
1.62 Using the change of variable y' = p(y), we get

/I _
d
J!..
y - Pdy' ... , y
(Ie) _
1e-1
- P
dP1e-1
-=-dd':-y-=-le--1 + ....
The given equation becomes

dp
dpn-1
F1(y,p, dy"'" dyn-1) = 0
which is a (n - 1)-th order differential equation with the unknown
function p.
If p = f(y, Ct, ... , Cn - 1 ) is a general solution of this equation, then
the set of solutions of initial equation can be found by solving the
following equation with separable variables
dy
dz = f(y, C1, ... , Cn - 1 )
The initial equation has also solutions of the form y = a, where a
is a real constant, which satisfies the equation F( a, 0, ... ,0) = O.
1.63 One uses the method described above.
1.
y - C1(y + C2)e02 :1l = 0 C2 i= 0
2.
ycos 2 (z + C1 )
6.
C2 = 0
log Iyl = C1 tan(C1 z + C2), y = C
y + C1 log Iyl = z + C2 , y = C
C:y - 1 - sin( C1 z + C2) = 0, y = 0
y = arcsinE:Il+o1 + C 2
7.
8.
y=-loglcos(z+C1 )I+C2
(z - Ct)2 - 4C2(y - C2) = 0
3.
4.
5.
193
1.64
1.
2.
y = 2e z
z2 - 2y + 1 = 0
3.
y=z+1
y = 2e Z
4.
5.
6.
7.
8.
9.
10.
1.65 The change of variables ~ =

(Te)
II
Y -_'U, + 'U,
2
:I
z+-(y+2)'i'=0
2
There are no solutions
Z2
1
y=--4
2
2z + e-,r = 0
There are no solutions
y= eZ
'U
'U
leds us to
(Te-1)
+ P.Te (
'
(Te-2
'U, 'U , , 'U
for k = 1,2, ... , n, where PTe is a polynomial. Substituting this result to the equation, we get a (n - 1)-th order equation of the form
F1 (z,'U,'U', ,'U(n-1 = O. If the general solution of this equation is
'U = f(y, G1, ... , Gn - 1 ), then our problem reduces to the equation
Remark The change of variables ~ = 'U may be also written as y =

ef tuk.
1.66 One uses the method described in 1.65.
+ G1 )
1.
y2 _ G2 ( Z2
2.
3.
4.
5.
Y = G2 ze-
= 0
l.
II
log IG2yl- 4zi - G1 z = 0,

y = G2zCl-~loglzl
y= G1 Z 3 +G2
Y= 0
Solutions
194
6.
7.
8.
y = 02(Z + VZ2 + 1)C1

Y = O2 eC1 z2 , y = 0
11.
0 1y2 - 02Y - Os = 0
y-02
log I
I+ 0 1 - Z = 0
y+ 2
1 + 02ez
,
y = 01
Y =0
1- 02ez
y(02+ Z2 )-01Z =0
12.
01 Z + O2 - log
13.
y= e Z
14.
y = -2 sin z
y = 1 + sinz
9.
10.
Z -
15.
1.67 By the change of variables z

dy
dt
y0 = 0
y+ 1
dy dz
= et , one obtains
dy.
= dz dt = z dt
I.e. z dz(Y)
Replacing y' by z!, one gets z!(zy')

T(T -l)y, where T:= !.
In general, one finds
= dt(y)
= !(i) or Z2J = Si- i =
d1c y
z 1c = T(T - 1) ... (T - k + l)y.
z1c d
Substituting this into the initial equation, one obtains

dy
dRy
F1 (y, -dt , . , -d
tR )
= O.
In this equation, the independent variable t does not appear explicitly and therefore, using the result of Problem 1.62, by the change of
variables
= p{y) one obtains a (n - 1)-th order equation.
1.
2.
3.
y= 01-/Z2 +02
y2 _ Z2( 0 1 + O2 ) = 0
1
y = Osexp[z(2"log2 Izl
+ 0 1 log Izl + O2 )]
195
4.
5.
= 02eC1Z2
6.
7.
y2 _ 01 Z3
8.
4( 01Y - 1) - Of log2102z1
9.
10.
= 02ze-
O2
=0
=0
1OJ
y( 0 1 - Z2) - 02Z = 0
1.69 The differential equation is homogeneous with respect to the variables z, y, dz, d2 y, ... , dny. Making the change of variables y( z) =
u( z )z, we get y' = zu' + u, y" = zu" + 2u', ... , y(1c) = zu(1c) + ku(1c-1) ,
k = 1,2, ... , n. It follows that zlc-1 y {Ic) = zlc u {Ic) + k z lc-1U{Ic-1). Substituting this to the given equation, we get an equation of the form
F 1 ( U, ZU,, ,z nu en)
=0
whose order can be reduced, as in 1.67.

= z log I0
c2 I,
=0Z
1.
2.
y=z
(02 ZC1 - 1)2
y = 2C1C2 z c1 + 1 Oi E R+,
3.
4.
5.
6.
7.
1Z
= arcsin(02z) - 01 Z
(3 - Z)y5 - 8(z + 2) = 0
202z 2y - (02Z - 0 1 )2 + 1 =
y" - Z2( 01Z2 + O2 ) = 0
=0
1. 71 We introduce an auxiliary parameter.

1. The equation may be solved with respect to z as follows
z = e1l' - y"
Taking y" = t, we have z = et - t.
Demanding that dy' = y"dz, we get dy' = t(e t - l)dt and therefore
y' = te t - et - ; + 0 1 , But dy = y'dz, which means that dy =
196
(te t
Solutions
-
et
+ Ct}(e t -
1)dt and, as a result, we obtain
2t(t - ~) + e (1 - t; + C
{ yet) = e
x(t) = e t
1)
+ t; CIt + C 2
2.,3. can be solved similarly.

4. Differentiating, we get
lly"(y')10
+ y" =
Since ll(y')lO + 1 =1= 0, we see that y" = 0, which means that y =

Clx + O2
1. 72 Given a family of plane curves, depending on n parameters at, a2,
f (x, y, al, a2, ... , an) =
one can get the related differential equations as follows: Differentiating

this equation n times with respect to x and using the fact that y is a
function of x, one obtains n differential equations of order 1,2, ... n,
which can be used to eliminate all the parameters. As a result, one
obtains a relation of the form
,,,, ... ,y(n)

9 ( x,y,y,y
=0
which is the differential equation of given family.

1.
2.
3.
4.
5.
6.
7.
8.
9.
x(x - 2)y" - (x 2 - 2)y' + 2(x - 1)y

(yy" + yl2? + y3y" = 0
y"y2(log Iyl - 1) + y'2(y - xy') = 0
yIV = 0
y"y' - 3y,12 = 0
[(1 + y'02)3], = 0
y"2
3y'y'12 _ (1
+ y'2)y'" =
y" + y = 0
y" - 2y' + y = 0
=0
CHAPTER
Existence and Uniqueness Theorems
2.1 We will prove that the functions 8, d, p satisfy the axioms of the
metric.
a)
n
1) 8(x,y)
= 0, L: IXi -
= 0 =>
Yil
i=l
which means that
= Y and vice versa.

2) 8(x,y) = 8(y, x)
= Yi,i = 1,2, .. ,n
3) 8(x, z)
Xi
= L: IXi - zil
i=l
L: IXi i=l
is obvious.
n
Yil
+ L: IYi i=l
zil
= 8(x, y) + 8(y, z).
b) It can be easily proved that the first two axioms are satisfied. We
will therefore prove only the triangle inequality.
d2(x, z)
= L:(Xi i=l
L:(Xi - Yi?
i=l
Zi?
= L:[(Xi i=l
Yi)
+ (Yi -
i=l
i=l
Zi)]2
+ 2 L:(Xi - Yi)(Yi - Zi) + L:(Yi - Zi)2.
Using Cauchy inequality
(L: aibi)2 ~ (L: an L: bn

n
i=l
i=l
i=l
197
Solutions
198
we get
n
n
n
2
d (x, y) :-s; L:(Xi - Zi)2 = (L:(Xi - Yi)2)t(L:(Yi - Zi?)t
i=l
i=l
i=l
n
Zi)2 = (d(x,y) + d(y,z)?

i=l
and taking the first axiom of the metric into account, we obtain
+ L:(Yi -
d( x, z) :-s; d( x, y)
+ d( y, z).
c) One can easily verify that p satisfies the axioms of the metric.
2.2 One shows that
5(x, y)
~ d(x, y) ~ p(x, y) ~
.!..5(x, y), Vx, y ERn.

n
2.3 Let (x(k),.eN be a fundamental sequence of elements of Rn, x(k)

(x~k), ... ,x~k).
Since (x(k),.eN is fundamental, we have
d( x(k), x(l)
= (L:( x~k) i=l
X~l))2) t <
Vk,l > Nt;.
This implies
IX~k) - x~')1 Nt!.
and therefore, the sequence (X~Ic),.eN' i = 1,2, ... , n is fundamental

in R. Since R is a complete metric space, we have Xi = lim x~k),
Ic-+oo
i = 1,2, ... ,n. Let x = (zt,z2, ... ,xn)E Rn, d(x,x(lc) < , Vk > Nt;,
which means that the fundamental sequence (x(k)lceN is convergent in
Rn.
2 ..4 One sees that d(f,g) satisfies the first two axioms of the metric.
We will check the triangle identity.
If(x) - g(x)1 :-s; If(x) - h(x)1 + Ih(x) - g(x)1 :-s;

:-s; maxlf(x) - h(x)1 + maxlh(x) - g(x)1
ze[a,b]
Vf,g,h E C([a,b])
ze[a,b]
199
G([a, b]) is a complete metric space: Let {In}nEN be a fundamental

sequence in G([a, b]), d(/n,/m) < , n, m > Nt! or, taking into account
a definition of d, we have
Vn, m > Nt!, Vx E [a, b]. It follows from definition of uniform convergence that the sequence {In}nEN is uniformly convergent in G([a, b]),
which means that there exists I E G([a, b]) such that V > 0, 3Nt!,
d(ln, I) < , n > Nt!.
2.5 We verify that 5(/, g) satisfies the axioms of the metric:
5(/, g)
= > I = g,
and
5(/,g)
V/,g E B([a,b])
= 5(g,1)
The third axiom:
I/(x) - h(x)le-Tlz-zol ~ I/(x) - g(x)le-Tlz-zol +

+Ig(x) - h(x)le-Tlz-zol ~ maxl/(x) - g(x)le-Tlz-zol
max Ig( x) - h( x ) Ie-Tlz-zol
zE[a,b]
zE[a,b]
and therefore 5(1,h) ~ 5(1, g) + 5(g,h).

The completeness: Let {In}nEN C G([a, b]) be a fundamental sequence in B([a, b]) i.e.
m[axbll/m(x) - In(x)le-Tlz-zol < ,
zE a, 1
or
I/m(x) - In(x)le-Tlz-zol < ,
Vm,n> Nt!
Vm,n> Nt! Vx E [a,b].
We denote A = maxeTlz-zol and we have

zE[a,b]
I/m(x) - In(x)1 < A,
Vm, n > Nt! Vx E [a, b].
That means that the sequence {In} is uniformly convergent and its
limit I E G([a, bD, and therefore we have
V
> 0, 3Ne; 5(1n) I) < ,
Vn
> Nt!.
Solutions
200
2.6 Let {Yn}neN be a Cauchy sequence in Y. The sequence {Yn}neN is

a Cauchy sequence in X, hence it is convergent in X and has a limit
x E X. The space Y is closed, therefore, it follows that x E Y, which
means that {Yn}neN is convergent in Y.
2.7 The proof is similar to the one presented in 2.4.
2.8 One readily verifies that the spaces in question are complete, normed,
linear spaces with the norm
2.9 One easily shows that Clc(n, R) is a linear space. If one defines in
this space the norm
lal = a1 + a2 + ... + an
then Clc(n, R) is complete and hence a Banach space. The space
Clc(n, e) can be studied similarly.
2.10 The set Clc(n, Rm) can be equipped with a structure of linear
space over R. We define the norm
II
IIcJo(n,R"')=
2: II Ii IIcJo(n,R)=
i=l
=2:L:
L: maxi
i=l j=O lal~lc zen OX 1
a
olall
1
ax~"
in which Clc(n, Rm) is a Banach space. The space Clc(n, em) can be
studied similarly.
2.11 On the basis of definition 2.9, the mapping 1 : c Rn ~ Rm
satisfies the Lipschitz condition if 3L > 0 such that
where
x = (xt, ... ,x n) ERn,
y= (Yt, ... ,Yn) ERn.
2.12 The mapping 1 :

c R2 ~ R, (x, y) ~ I(x, y) satisfies the
Lipschitz condition with respect to y if 3L > 0 such that
201
2.13 Themappingf : n CRn+!-+ Rn,(Z,Yl, ... ,Yn) 1-+ f(z,Yh ... ,Yn)
satisfies the Lipschitz condition with respect to the variables Yh ... , Yn
if 3L > 0 such that
Y(Z,Yi, ... ,Yn ) (Z,Yl, ... ,Yn) Ene Rn+!.

2.14 Let (X, Y, Z) and (z, Y, z) be two arbitrary points in R3.
a) We have
and
5(f(z, Y, Z), fez, Y, z = IY - YI
+ IZ - zl
but
p(f(z, Y, Z), fez, Y, z = max{ly2 _Z 2 _(y 2 _z 2 )1, ly2+Z2_(y2+z2)1} =

= max{IY +yIIY -YI-IZ +zllZ -zl, IY +yIIY -YI-IZ +zllZ -zl}
< 61Y -
YI
+ 41Z -
Therefore, L
b)
II
zl :5 6{IY - YI + IZ - zl}
= 65z, Y,Z),(z,y,z.
= 6.
(y2 - Z2, y2 + Z2) _ (y2 _ z2, y2 + Z2)
ly2 _ Z2 _ (y2 _ z2)1
+ ly2 + Z2 _
(y2
II(R2,6)=
+ z2)1 :5
121Y - YI + 81Z - zl :5 125z, Y, Z), (z, Y, z.

Therefore, L = 12.
c)
II
(y2 - Z2, y2 + Z2) _ (y2 _ Z2, y2 + Z2)
[(y2 _ Z2 _ (y2 _ Z22
:5 [2(6IY Therefore, L
d)
II(R2,d)=
+ (y2 + Z2 _ (y2 + z22]t :5
yl + 41Z - zl?]t <
< 6v'211 (0, Y
- y, Z - z)
II(R2,6)
= 6v'2.
IX 2 + 2 sin Y + 3Z 2 -
Z2 -
:5
2siny - 3z2 1 <
202
~
Solutions
IX+zIIX-zl+2IY-yl+3IZ+zIlZ-zl < 2IX-z l+2IY-yl+48IZ-zl
48[1X - zl + IY - yl + IZ - zl] = 48 II (X - z, Y - y, Z - z) II(Rs,6) .

Therefore, L = 48.
Remark The following estimate was used
. Y
I~
-~y=
21
Y 2- y ~ Y 2+ y I < 21
Y 2- y I
~
~
e)
II (-2zYZ + y2, _2zy2) - (-2zyz + y2, _2zy2) II(R2,6)=
= 12zllYZ - yzl + ly2 _ y21 + 12zlly2 _ y21 <
< 12zllYZ - yZ + yZ - yzl + (1 + 12zl)IY + yilY - yl <
::; 12zllZIIY - yl + 12zllyliZ - zl + (1 + 21zl)IY + yilY - yl ::; 881Y - YI+
30lZ - zl ::; 88(IY - yl + IZ - zl) < 176max[lY - yl, IZ - zll =
= 17611 (O,Y - y,Z - z) II(RS,p).
Therefore, L = 176.
f)
II (cos z + l)(Y - y) + Z2(Z - z), (1- z)(Y - y) + sinz(Z - z) II(R2,p)::;
~2
~2
< max[2lY -yl + TIZ -zl, IY -yl + IZ -zl] < T[lY -yl + IZ -zll =
~2
= T II (0, Y - y, Z - z) II(Rs,6) .
r
L --T
g)
I sinY _ siny 1< 1 IY _ II + Z2

I + Z2 - I + Z2
y =11 (0, Y - y) II(R2,d) .
L=1.
203
2.15 We write the formula of finite increments
I(x, Y) - I(x, y)
= 81
8y (x, B(Y - y)) . (Y - y),
The continuity of U(x, y) on the bounded and closed set 0 implies the
existence of the constant L such that \/x, yEO we have
which means
= L II (0, Y - y) II(R2,d)=
L II (0, Y - y) II(R2,c5)= L II (0, Y - y) II(R2,p)
for example, I(x, y) = xy'y, 0 = (0, a) X (0, b),
I/(x, Y) - I(x, y)1 ::; LI(Y - y)1

=
2.16 No. If,

then
= 2~' which is not continuous for y = 0, but is continuous at every
inner point of O.
2.17 Sometimes I is Lipschitz, like, for example, I(x, y) = Ax+By+O,
o = R2, A, B, 0 E R and the derivative = B is bounded, which
means that I is Lipschitz. There are also functions which are not
Lipschitz as, for example, I( x, y) =
and the derivative
= y is not
bounded (0 = R2).
2.18 a), b), c): one may apply results of Problem 2.15.
2.19
01 2 1 2 . lay I = 3"ly- s I ~ 3" In 0
V;
2.20 If I E Lip(O), then II I(x) - I(y) II::; L II x - y II. Therefore, if

II x - y II < E --+ and lEO (0)
If IE 0(0) then 3M > such that II f' II::; M. But II I(x) - I(y) 11::;11
I' 1111 x - y II::; M II x - y II. Thus, E Lip(O). In conclusion, we have
0 1 (0) C Lip(O) C 0(0).
2.21 No it is not. Suppose it is. Then
1-x - -I
::; Llx - yl
y
Let us replace in the inequality above (x, y) by
1;- - yl ::; "4lx - YI
(i, ~).
Then
Solutions
204
Comparing these two equations, we find l > 1. QED.

2.22
a) The function is local Lipschitz on any interval which does not
contain o.
b) The function is Lipschitz.
2.24
I/(x,Y)-/(x,y)1 = Ip(x)IIY-yl::; l(maxp(x)IIY-YI

zE[a.b]
Therefore,
p(l(x, Y), I(x, y)) ::; M d(x, y), M

2.25 The sufficient condition for the mapping I
where 0 is bounded and closed, is that
= zE[a.b]
max p(x).
:0
C (Rn,6)
-+
(Rn6),
IE C 1 (o,Rn)
0< a < 1, where a
max
af(L: -a
(x + 6(x XTc
n
n
-1
Tc=l ... n 1 -
y))).
Indeed, from the formula of finite increments
Here, x = (Xl, X2,, xn), y

6 = (61, 62 , , 6n). We have
6(1(x),/(Y))
= (Y1, Y2,, Yn)j I = (It, 12,, In),

n
= L I/i(X)- li(Y) I ::; L

i=l
af-
L 1~(x+6(x-Y))llxTc-YTcI =
i=lTc=l
XTc
= L MTc(X + 6(x -
Y))IXTc - YTcI
Tc=l
where we defined MTc(X + 6(x - y)) = Ei=llU;(x + 6(x - y))l.
If a = max(Ml, M2, . .. , Mn) and if 0 < a < 1, then I is a contraco
tion, since 6(/(x),/(Y))::; a6(x,y).
205
2.26 a) One uses the results of the previous problem. We have
Ml =
M2 =
+ 0.1~ =
0.3~ + 0.9~ =
0.7~
0.8~
1.2~
= max(0.8~, 1.2~) = 1.2~

5
::::} If 0 < ~ < 6" the mapping is a contraction.
0:
b)
af
laz l = Icoshz - ~I.

We must have I coshz - ~I < 1 or I~I > Icoshzl-l.
2.27 Yes, since 0: = I~I =
< 1, Vz E R.
2.28 No, it is not. The space (X,d) must be complete. For example,
(0,1) C R is a metric space, but is not complete. The mapping f :
(0, 1) ~ (0,1), z 1-+ iz satisfies conditions of the problem, but it has
no fixed points (0 (0,1)).
2.29 We will look for a fixed point of the mapping F : z 1-+ z - ~f(z),
where ~ > 0 is a parameter. Since F(a) = a - ~f(a) > a (f(a) < 0)
and F(b) = b- ~f(b) 0), we have F: [a, b) ~ [a, b), (if ~ is
small enough)
From
e::l
rt
F(z)-F(y) =
df
z-~f(z)-y+~f(y) = (z-y)[l-~dz(z+O(z-y))]
we have
IF(z) - F(y)1 < o:lz - yl
where
0:
= 11 -
df
~ dz (z + O( z -
y)) I
If ~ < ~1' the equation F( z) = z has a unique solution, which means

that the equation ~f(z) = 0, and therefore f(z) = 0 has a unique
solution. This solution can be found by iteration, being the limit of the
sequence
1
Zn = Zn-l - ~f( Zn-l), for ~ ~ kl
2.30 One proceeds as in the previous problem, looking for a fixed point
of the mapping F( z) = z - ~f( z).
206
Solutions
If FE C1(R) and if 3A E R such that
11
+ Aj'(z)1
~< 1,
Vz E R
then the equation has a unique solution, which may be found by the
iteration method, and is the limit of the sequence Zn = Zn-1 - AI( Zn-1).
2.31 For F : R --+ R; Z 1--+ qsinz + m.
The set of solutions of Kepler equation coincides with the set of
fixed points of the mapping I, and since
if Iql < 1
Ij'(z)1 ~ q, Vz E R,
the equation has a unique solution, which can be found by iteration

Zn = sinz n_1
+ m.
Taking Zo = 0, we have Zl = j-, Z2 = 3:, Z3 = iC.J2 + 4).

2.32 We have the mapping I : Rn --+ Rn, Z 1--+ (h(z), /2(z), ... , In(z)),
defined by Ii( z) = AE k=l ailezle + bi, i = 1, ... , n.
a) If one choses the metric 8 in Rn, then the space (Rn,8) is a
complete metric space (cf. problems 2.1-2.3).
n
8(f(z),/(Y)) =
i=l
I/i(z) - li(Y)1 ~
i=l
IAI
le=l
lailellzle - Ylel =
Theorem a If IAI Ei=l lailel < 1, i = 1,2, ... , n, then the system of
equations I( z) = Z has a unique solution in B( Zo, r) C (Rn, 8).
b) The metric space (Rn , p) is complete.
Theorem b. If IAI Ei=l Iaile I < 1, i = 1,2, ... ,n, then the system of
equations I(z) = z has a unique solution in B(zo,r) C (Rn,p).
207
c) The metric space (Rn , d) is complete.
d(f(x),f(y))
n
~1
k~
~1
~)A
i=l
L: aik(xk -
Yk))2 :::;
k=l
< L:(A 2 L: afk)(L:(Xk - Yk)2) :::; IAI
L: L: afkd(x, y).
~lk~
Theorem c. If IAIVE i=l E k=l afk < 1, i = 1,2, ... , n, then the system of equations f( x) = x has a unique solution in B( Xo, r) C (Rn, d).
2.33 No, it is not. For example, the set (0,1) C R is bounded and
convex and the mapping f : (0,1] --+ (0,1], 1--+
is continuous, but
the set of fixed points of this mapping is empty.
2.34 A topological space X has the fixed point property if any continuous mapping from X to X has at least one fixed point.
Let X be a linear topological space and Xo E X be different from
the zero element of this space. The mapping f : X --+ X X 1--+ X + Xo is
continuous and has no fixed points. Hence, a linear topological space
does not have the fixed point property.
2.35 a) R endowed with the usual topology does not have the fixed
point property, because the mapping f : R --+ R, x 1--+ X + 1 does not
have fixed points.
b) [0, 1] U [3,4] C R does not have the fixed point property, because
the mapping x 1--+ f(x)
x !x
f( x) = { x - 3 x E [3,4]
x
+3
x E [0,1]
has no fixed points.

2.36 We look for solutions in the ball with the center f and radius R,
BU, R) c C(11), where R is chosen such that that > E B(f, R) ::}
II > II:::; r. Consider the mapping
A : B(f, R)
A>(x) = A
--+
C(11);
> 1--+ A>
In K(x,y,>(y))dy+ f(x).
Observe that B(f, R) is a complete metric space. We want to apply

Banach theorem and to do that we first impose the condition
A(B(f, R))
c BU, R)
208
Solutions
I.e.
IA4>(z) - l(z)1
~ 1..\1
In IK(z,y,4>(yldy ~ 1..\IMm(O)
if IK(z, y, z)1 ~ M, \I(z, y, z) E 0 x 0 x Ir, m(O) is the measure of O.

It follows that 1..\1 < M!tO).
Let us establish the conditions for A to be a contraction. We assume
that the kernel K satisfies the Lipschitz condition with respect to the
third variable, i.e. there exists L > 0 such that
Therefore, we have
IA4>I(z) - A4>2(Z) I ~ 1..\1
~ I..\IL
In IK(z,y,4>I(Y - K(z,y,4>2(yldy ~
In 14>I(Y) - 4>2(y)ldy ~ 1..\ILm(O) II 4>1 - 4>2 II
for all 4>1, 4>2 E B(f, R). This means that the mapping A is a contraction, if 1..\1 < ~(OP and therefore we have proven the following
theorem
Theorem If
1. K E O( n x 0 x I r), II K II ~ M, 1 E 0 (0), ..\ E R,
2. the function K satisfies Lipschitz condition with the Lipschitz
constant L,
3. the real numbers R, M, ..\, L satisfy the relations
1..\1 ~ Mm(O)
1..\1 < Lm(O)
then the integral equation has a unique solution in B(/, R) c 0(0).

This solution can be found by the iteration method, starting at any
element 4>0 E B(f, R).
Denoting by 4> the solution of the equation and by 4>n its n-th successive approximation, the following estimation holds
II 4>n - 4> II~
an
1_ a
II 4>0 - 4>1 II, a = 1..\ILm(O).
b) In this case, we can look for a solution in 0(0) and the first
condition of Banach theorem is fulfilled,
A: 0(0) --. 0(0), 4> ~ A4>
209

where
A4>(z) = A
In K(z,y,4>(y))dy+ I(z).
Assuming that A is a contraction, we have
Observing that if K is Lipschitz on R, i.e. if 3L
> 0 such that
the mapping A is a contraction only if 1..\1 < ~, we see that the

following theorem holds
Theorem Let
1. K E C (0 X 0 X R), I E C( 0), A E R,
2. the function K satisfies Lipschitz condition with the Lipschitz
constant L,
3. the real numbers men), A, L satisfy the relations
1
1..\1 < Lm(n)

then the integral equation has a unique solution in C(O). This solution
can be found by the iteration method.
c) In this case, one looks for a solution in B(/, R), where R is
determined from the condition
(4) E B(f, R))
=?
(4)in.7)
and proceeds as in a).

2.37 The kernel of the integral equation is
K: [0,1]
[0,1]
[-r,r]
--t
R, K(z,y,z)
= zy+sinxz
Noticing that L = 1, M = mazolzy + sinzzl = 2,

applying the result of the previous problem we have:
a) If
R
1..\1 ~"2 and 1..\1 < 1
the equation has a unique solution in the ball
B(f, R).
men) = 1,
and
210
Solutions
One notices that if IAI < 1 (d. problem 2.36 b), then the equation
possesses a unique solution in 0(0).
b) If A = 3, the theorem presented above does not assure existence
and uniqueness of solutions.
c) 0/0
.J.. (z) = 0, 0/1
.J.. (z) = 212 Z ,'Y2
.J.._(z) = 212 Z + ...!....
- _1
cos 21
l1z
l1z
2 Z and
II 4>2 - 4> 11< 1:~'
2.38 a) K: [0,1] X [0,1] X [-r.r] --+ R, M = i, L = 1.

If IAI < ~R; IAI < 1 the equation has a unique solution in B( sin z, R).
One notices that R < 5. In the case in hand A = 2 and therefore the
equation does not have a unique solution in B( sin z, R).
b) L = 2r, M = 4 + r2. If the numbers A, R, r are such that
IAI ~ 2(4!,,2); IAI < the equation has a unique solution in B(5z,R).
c) L = 1r + e", M = 1 + 1rr + e". The equation possesses a unique
solution in B(eZ,R) if the numbers A, r, and R are such that
i",
R
1A'1 <
- 1 + 1rr + et"1r
and
1'A1 < ( 1 ).
1r + e" 1r
2.39 a) We look for a solution of this equation in the ball B(O, R).
Here, M = r2, L = 2r and applying Banach theorem we see that the
integral equation possesses a unique solution in B(O, R) if IAI ~ ~ and
IAI < it"' i.e. for IAI < 21". The solution obtained with the help of the
iteration with 4>0 = 0 is 4> = O.
b) The equation possesses the solutions 4> = 0 and 4> =
The
solution 4> =
does not belong to the sphere B(O, R), because, if it
does, it must satisfy It I < r, i.e. IAI > ~, which comes in con:Oict with
the results from a).
2.40
a) L = 2r, M = 2 + r2, A = 3.
The equation possesses a unique solution in the ball B( zf + Z2, R)
if r < land 3(2 + r2) < R.
b) The equation does not possess a unique solution in the ball
B(-I,R), R > 16, even in 0(0).
c) If 0.1(f)3(1 + r 3 ) ~ Rand 0.3(J)2 r 2 < 1, then the equation
possesses a unique solution in the ball B(5z 1 - 1, R).
2.41 For IAI < 21 , the equation possesses a unique solution on the
" sphere B(O,r) c 0(0). Taking 4>0 = 0, 4>n = 0, n = 1,2, ... , we find
that the solution is 4>( z) = o.
t.
211
2.42
4>0 = 1
4>1 = 0.2 + 1
4>2 = 0.2(0.2 + 1)2 + 1
4>3 = 0.2[0.2(0.2 + 1)2 + 1]2
and
II
"I,.
0/3 -
,,1,.11<
0/
= 0.2 (1.248? + 1
OAr 3
1 _ OAr
< 21
2.43 a) This problem is a particular case of Problem 2.36 b).

Theorem If IAI < invll K II m(O), then the equation has a unique solution in 0(0).
b) We compute a sequence of successive approximations
4>o(z) = 0
4>1(Z) = /(z)
4>2(Z)
= A In K(z,y)4>t(y)dy + /(z)
4>3(Z)
= Aln K(z,Y)4>2(y)dy+ /(z) =
A In K(Z,Z)[A In K(z,y)4>t(y)dy + /(z)]dz + /(z)
/(z) + A In[K(z,y) + A In K(z,z)K(z,y)dz]/(y)dy

Denoting
K(z, y)
= Kl(Z, y)
In K(z, z)K(z, y)dz = K2(Z, y)

In K(z, Z)Kp_l(Z, y)dz
= Kp(z, y)
we obtain by induction
4>n(z) = /(Z)+A In [Kl(Z, y)+AK2(z, y)+ ... + An - 2K n - 1 (z, y)]/(y)dy.

The sequence {<Pn}neN has a limit <P in the sense of uniform convergence.
Hence,
Solutions
212
The series Ei!o AnK n+1(z, y) is uniformly convergent in n x fi because
IK1 (z,y)1 ~II K II

IAK2 (z,y)1 ~ IAIII K II m(O)
which means that it is bounded from above by the convergent number

series (geometric series with q = IAIII K II m(O) < 1).
Therefore we may write
Denoting
00
r(z, Yi A)
= ~ AnKn+1(z, y)
i=O
the solution of the equation may be written
4>(z) = J(z) + A
In r(Z,YiA)J(y)dy.
Remark The function Kn(z, y), n = 1,2, ... is called the iterated kernel
of n-th order and r(z, Yi A) is called the resolvent kernel of Fredholm
integral equation.
2.44 a) The solution is unique.
4>O(z) = 0
4>1(Z) = Z2
= z2 + 20z
4>3(Z)
= Z2 + 75z
b) The solution is unique for
4>o(z) = 0
4>1(Z) = 1
4>2(Z)
(0.2)2
0.98 < 0.008
IAI < ;2.
213
A
4>2(X) = 1 + 2"x(a - x)
4>3(X)
= 1 + 2A4x(a -
X)[AX2 - aAx - a2,\ -12]
(IAla2)3
1 -IAla 2
=~~-
c)
4>o(x)
4>l(X)
=0
=1
4>2(X)
= -+ - +1
20 10
x2
62
600
1
20
1
600
1
2400
4>3 (X) = 1 + - x - -x - - x + - - x
< 0.001
2.45 a)
rex, Yi A) =
3xy
2.8
3
4>(x) = x 2 + 56 x
b)
12
x +Y 1
= 12_,\(x y - -2-+ 3)
12 (l
x +Y
1
f(x) + 12 _ A 10 (xy - -2- + 3)f(y)dy
r(X,Yi A)
4>(x) =
c)
4
r(X,YiA) = 4 _ A2 7r 2[cos(x
4>(x)
= f(x) + 4 _
A7r
+ y) + TCos(x -
('Ir
A2 7r 2 10 [cos(x
y)]
A7r
+ y) + TCos(x -
2.46 a) The solution exists and is unique for IAI < 1.

4
1-/\
r(Xt, X2,Yt,Y2i A) = - - , XlY2
4>( Xt, X2)
2A
1 + --, Xl
1-/\
y)]f(y)dy
Solutions
214
b) The solution exists and is unique for
IAI < l.
K 1 (zt, Z 2,Yt,Y2) = 1 + Z2 + Yl
1
K 2(zt, Z2, Yt, Y2) = 22 (3 + 2z2)(3 + 2yt)
The resolvent kernel is

r(Zt, Z2, Yt, Y2; A) = 1 + Z2 + Yl +
A2
+ 22 (3 + 2z2)(3 + 2Yl) + "2(3 + 2z2)(3 + 2yt} +
+A 3 (3 + 2z 2)(3 + 2Yl)[1 + 2A + (2A)2 + ... + (2A)" + ...].

Therefore
r(zt, Z2, Yl, Y2; A) = 1 + Z2 + Yl + 4(1 _ 2A) (3 + 2z2)(3 + 2yt).
The solution of the integral equation is

4>(ZI,Z2) = !(Zt,Z2) + A
10 10 [1 + Z2 + Yl +
1
+ 4(1 _ 2A) (3 + 2z2)(3 + 2Yt}]f(yt, Y2)dYl dY2
c)
r(Zt, Z2,Za,Yt,Y2,Ya;A)
4>(Zt, Z2,Z3)
= 0.92z2YIYa
32
= ZI Z2Za+ 207 z2
2.47 We proceed as in Problem 2.36.

Theorem Let
1. K E C(O x
x Irl x ... x Irm, Rm).
2. 3L > 0 such that

n
IKi(z,y,u) - Ki(z,y,v)1
\I(z, Y, u),
(Z, Y, u)
s L~:::IUi x
vii
i=1
x Irl
X X
Irm.

3. The numbers Rt, R 2 ,
relations
IAI ::; II
Ki
R
II :n{O) , i
II
Rmj
Ki
II,
215
L, and m{O) satisfy the
= 1,2, ... , mj IAI <
mLm{O)'
Under these conditions, the system of integral equations has in
= {4> E C{f2, R m ), l14>i - Ji
Ib~, i
= 1,2, ... ,m}
a unique solution which may be obtained by the iteration method,

starting with any element of Y.
2.48 a) II Kl 11= 1 + rl + r~, II K2 11= 1 + r~ + r2, L = max{1, 2rl, 2r2)'
If the numbers A, Rt, R 2, rt, r2 are such that
IAI <
2 max{1, 2rl, 2r2)
then the system has a unique solution in
b) The system does not have any solutions in Y.

c) If the numbers A, R 2, rI, r2 are such that
IAI <
2 max{ 1, rI, r2)
d)1f the numbers Rh R 3, rt, r2, r3 are such that
RI ~ 4(1 + 4rDj
r2 ~ 4r:,
R3 ~ 4(2
max(1, rt, 4r2, 3rn <
+ rIr2)
Solutions
216
2.49 The system of integral equations has a unique solution in
if 0.4(1 + r2) ::; r1, 0.4r1 ::; r2, max(1,2rt} < ~.

The successive approximations give
{ (M = 0.4
4>~ = 0
4>~
= 0.4 cos ~x
4>~ = (0.4)3
=11 4>2 - 4> IIR2::; 1: a: 114>1 - 4>0 IIR2::;

[0.8 max(l, 2r1)]2
) 0.4.
-< 1 - 0.8 max(
1,2r1
!,
For P1 =
P2 = h ::; 1.28.
2.50 a) If there exists A, rt, r2 such that
r1
IA I < r2
IAI <
- r2 + rf
- 1 + r2rf
IAI <
2 max(l, 2rt, 2r1 r2, ri)
The successive approximations are
{ 4>~( Xl) X2) = 0

4>~( Xl) X2) = 0
3
{ 4>HXl) X2) = A
4>HXl)X2) = A
{4>H Xl) X2) = 0

4>~( Xl) X2) = A
{4>~(Xt, X2)
4>~(XbX2)
= A2(1 + AS)
= 1 + A7
b) If r1, r2, Rt, R2 are such that R1 ~ 4r~, R2 ~ 4ri, 8 max(2r1' 2r2) <
1, the system of integral equations has a unique solution in
217
c) If T1, T2, Rl, R2 are such that R1 ~ (1+TD, R2 ~ T1T2, 2 max(2Tl, T2)
1, the system of integral equations has a unique solution in
<
{ <pl =
31
<p~ = -42
2
{ <pf = 967 + 6
{ <p~ = 967
<p~ =
-1309
<p~ =
-1309967 - 7
2.51 a) The solution exists and is unique in
where T1, T2 are chosen such that the following inequalities hold
The solution obtained by the iteration method is <P1(X) = <P2(X) = O.

b) The solution <P1(X) = t, tP2(:Z:) = t does not belong to Y, because
II <P1 II = ~ > 116 , II <P2 II = ~ > 116 (the elements of Y satisfy II <Pi II < 116 ,
i = 1,2). Therefore, the solution is (0,0).
2.52 See problem 2.47.
2.53 We consider the ball iJ(f, R) C G([a, b]) and the mapping A :
iJ(f, R) -+ G([a, b])j <P 1-+ A<p, where
(A<p)(x) = A
The condition A(iJ(j, R))
la<p(x) - f(x)1
K(x,y,<p(y))dy+ f(x).
c iJ(j, R) is satisfied if
~ IAlliz K(x,y,<p(y))dyl ~ IAIM(b- a)
218
Solutions
We endow the set iJ(f, R) with the Bielecki metric, which is
d(f, g) =11 f - 9 IIB([Clb])= max If(z) - g(z)le-Tlz-ClI,

,
CI~z~b
E R+.
The mapping A is a contraction if
and assuming that K satisfies Lipschitz condition with respect to 4>, we

get
lZ l4>l(Y) - 4>2(y)ldy ~
IA4>l(Z) - A4>2(Z)1
~ IAIL
lZ l4>l(Y) -
~ IAIL
4>2(y)!e-TI1I- Ci leTI1I- Ci ldy
~ IAIL
II 4>1 - 4>2 IIB([CI,b])
lZ
eTllI-Cildy =
= IAIL II 4>1 - 4>2 IIB([CI,b]) !..[eTIZ-ClI - 1]

T
IAIL!..eTlz-ClI II 4>1 - 4>2 IIB([CI,b])

T
We see that
which means that
Choosing T such that I~JL < 1, we see that the mapping A is a contraction.
Hence, If A, M, R are such that IAI < M(f-Cl) and the function
K satisfies Lipschitz condition with respect to 4>, then the Volterra
equation has in iJ(f, R) c C([a, b]) a unique solution which can be
obtained by the iteration method, starting with any 4>0 E iJ(f, R) and
we have
IAIL
a=-.
T
219
2.54 This equation is a particular case of the ones considered in the

previous problem.
Here, the mapping A : C([a, b]) -+ C([a, b]).
If in C([a, b]) one introduces the Bielecki metric, with T chose such
that l>.tM < 1, \K(x,y)\ < M, the mapping A is a contraction. Hence,
the linear Volterra integral equation possesses a unique solution for
VA E R, the solution which can be obtained by iteration.
2.55 The equation is a particular case of the linear Fredholm integral
equation with
K(z
,y
) = {K(Z,y), a <y < z

0
z<y0 = 0, 4>t(z)
4>2(Z) = Ai" K(z,y)f(y)dy + fez)
= fez)
= Ailll K(z,y)f(y)dy + fez)
4>2(Z) = Ai" K(z, y)cf>2(y)dy + fez)
= Ai" K(z, Z)[A

=
f(x)
1" K(z, y)f(y)dy + f(z)]dz + fez) =
+ Ai"[K(z, y) + Ai" K(z, z)K(z, y)dz]f(y)dy.
But
Jo.(" K(z,z)K(z,y)dz
= Jo.(11 Odz +
1 K(z,z)K(z,y)dz + Jill Odz =

18
11
= illl K(z, z)K(z, y)dz = K 2 (z, y)

sInce
K(z,z) = { :(z,z),
K(z, y)
= { :(z, y),
("
Solutions
220
and we have
By induction we obtain
Denoting
00
K(Z,YiA) =
we have the final solution
</>(z) = f(z)
+A
An K n +1 (z,y)
lb
K(z, Yi A)f(y)dy.
2.56 a) The equation possesses a unique solution in the ball B(O, r) C

B([O, b]) , where r is chosen such that (1 + r 2)b ::; r, the solution which
can be found by iteration.
b) K ( z, y, z) = y2 + Z2, Z E [- r, r] i II K II::; 1 + r2.
The solution of the equation exists and is unique in the ball B(1, R) C
B([O, 1]), where rand R are chosen such that 1 + r2 ::; R.
c, d) One applies the results of Problem 2.53.
2.57 a) The equation has a unique solution VA E R
</>2(Z)
= A{[;~(5 -
2sin2z - cos2z) -
+~elD cos z sin2 z} +
elD sin z.
b) The equation has a unique solution V)' E R
~](2sinz -
cosz) +
2. Existence and Uniqu.eness Theorems
t/>2(X)
3x + 2x 3
= 3(1 + X2)2
221
III
- A6(1 + x2)2 [2xe - 3x +
+3 arctan x + (6x + 4x3)log(1 + x 2 )].

2.58 a) It follows immediately, by replacing in the integral equation
t/>(x)
= -.
x
b) It follows from Banach theorem that the single solution from C([O, 1])
is t/>(x) = O.
c) The solution t/>(x) = ; fj. C([O, 1]), as it isn't continuous in x = O.
2.59 One solves this problem similarly to the previous one.
2.60 For x > 0, taking the given integral equation into account, we
have
210
11"
111
xy2 ""()d
210
'I" Y y+ Z6 + y6
11" 0
2 1
111
zdy
Z6
_
+ y6 -
2 arctan z2
+-(
2"arccot-s) 1=0 = t/>(z) + 11" X
Z
11"
III
= t/>(x) + -Z2 = .,p(z).
Therefore,
b) t/>(x)
=1
c) t/>( x) = e
lll
d) Differentiating, one gets the equation
The solution is t/>( z) = 1 - e- Ill
""() + -2 arctan Z2 +
11"
x2
'I" Z
+ -1I"Z2 arctan 2"

=
Z
Solutions
222
e)
) _
Kl ( Z,y ) _- 1, K2 (
Z,y
-
y, ... , Kn ( Z,y ) -_
Z -
Therefore,
4>(Z) = f(z)
(Z-tl) ..-l
(n-l)!
+ Afoz e).(z-tl)f(y)dy.
(
) - ( z-y ) e z2_'; , ... , K n (Z, Y) -_
f) K 1( Z, Y) -- e z2_'; ,K
2 Z, Y -
4>( Z)
g ) K 1( Z, Y) -- z-y, K 2 (Z, Y) -- and
K(Z,y,A)
Therefore,
4>( z)
(z-tl) ..-l z2_

(n-l)! e
= ez +z2
(z-tl)'
3! , . ,
K n (Z, Y) -- ( -
1)n-l (z-tl)2,,-l
(2n-l)!
= vrsinv1"z.
= cos v1"z
2.62 By differentiating we get
K(z,z)4>(z) +
j
4
8K
a;(z,y)4>(y)dy = J'(z).
Therefore, if 1) f E Cl([a, bD, 2) ~! (z, y) exists, 3) K(z, z) =1= 0, 4)

f(a) = 0 the equation reduces to the integral equation of second order.
2.63 a) 4>(z) = 1- z, b) 4>(z) = 3, c) 4>(z) = 1- e- Z
2.64 The resolvent kernel is
K(z, Yj A)
= K(z, y) + AK2(z, y) + ... + An - 1 Kn(z, y) + ...
where
Kn(z, y)
K(z, z)Kn_1(z, y)dz
Therefore
K(z, Yj A) = K(z, y) +
= K(z,y)
= 2,3, ....
K(z, z)[K(z, y) + AK2(Z, y) + .. .]dz =
+ iZ[K(z,z) + AK2(z,z) + .. .]K(z,y)dz
2. Existence and Uniqu.eness Theorems
223
or
X:(z, yj~)
= K(z, y) + irl: K(z, z)X:(z, Yj ~)dz =
= K(z, y) + irl: X:(z, Zj ~)K(z, y)dz.

b) Assume that the equation
4>(z)
= ~ Iorl: K(z,y)4>(y)dy+ I(z)
possesses the solution
.,p(z) = ~ Iorl: K(z,y).,p(y)dy+ I(z).

This solution can be also obtained by the resolvent kernel
.,p(z) = I(z) + ~ Iorl: X:(z,yj~)/(y)dy.

Substituting I( z)
4>(z)
= .,p( z) - ~ J: K( z, y ).,p(y )dy, we find

= .,p(z) - ~ Iorl: K(z,y).,p(y)dy+
+~ Iorl:X:(z,yj~)[.,p(y)-~ 1011 K(y,s).,p(s)ds]dy=

= .,p(z) - ~ forl:[K(z, y) - X:(z, Yj ~)].,p(y)dy
_~2 fori: X:(z,yj~)dy 1011 K(y,s).,p(s)ds

or, changing the order of integration in the last integral
4>(z)
= .,p(z) - ~ Iorl:[K(z,y) - X:(z,yj~) +
+~ irl: X:( Z, Yj ~)K(y, s )ds ].,p(y )dy.

On the basis of results obtained in point a), the expression in the bracket
vanishes and 4>( z) = .,p( z).
c) Assume that the homogeneous equation possesses the solution
~(z)
=0
.,p(z) # O.
Solutions
224
From the equations
4>(z) = ~ 10 K(z,y)4>(y)dy+ I(z)

111
.,p(z) = ~ 10 K(z,y).,p(y)dy
111
we find
4>(z) - .,p(z) = ~ 10 K(z,y)[4>(y) - .,p(y)]dy+ I(z)

111
and it follows that the equation possesses two solutions 4>(z) - .,p(z)
and 4>( z). But the solution of the equation is unique and therefore
.,p(z)=O.
2.65 Consider n = [0, a] x [0, b) C R2 and the mapping A : O(n) ~
O(n)
(A4(z,y) = ~ 10 A(z,Yie)4>(e,y)de + ~
111
+~ 10
111
loy B(z,Yi.,,)4>(z,.,,)d.,,+
loy K(z,Yie,.")4>(e,.,,)ded.,, + I(z,y).
Let M be the upper bound of
IAI, IBI, IKI.
We have
IA4> - A.,pl < 1~IM(a + b + ab) mtF 14> -.,pI

I.e.
+ b + ab )d( 4>,.,p)
The operator A is a contraction if 1~IM(a + b + ab) < 1 and it follows
from Banach theorem that if the functions a,B,K E O(n x n), 1 E
O(n) and if 1~IM(a+b+ab) < 1, M being the upper bound of IAI, IBI,
IKI in n x n, then the integral equation has a unique solution which
d(A4>, A.,p) ::;
I~IM( a
can be found by the method of successive approximations.

2.66 Differentiating the equation first with respect to z and then with
respect to y we get
225
If 1) 1 E 0 2 (0), 2) K E 0 2 (0 X 0), 3) K(z, y, z, y) =J 0, 4) 1(0,0) = 0

the first kind integral Volterra equation reduces to the integral equation
considered in Problem 2.65.
2.67
1. The equation has a unique solution for IAlab2 < 1.
2. The equation has a unique solution for lA' <
3. If A, Rl, R 2 , Tl, T2 satisfy
;2.
the equation possesses a unique solution in
4. If ~ > 1, 4(2~\1) > 1 the system of equations possesses a unique

solution in the set
5. If a 2(1"1r~ a1"2 >

1, a (Hi
2) >
1 the system of equations possesses
a1"l 1"2
a unique solution in the set
2.68 The equation is equivalent to the system of Volterra-type integral

equations
4>(x)
= fotll[K(x, y)4>(y) + K(x, -y)4>( -y)]dy + I(x)
4>( -x)
=-
fotll[K( -x, -y)4>( -y) + K( -Z, y)4>(y)]dy + I( -Z)
2.70 Assuming that

equation. We have
3.,p, ,.,p, < M; .,p =J 0 being a solution of the given
,.,p, ::5 KM(z -
a);
,.,p, < KnM(z -,a)n

n.
,.,p, < K2M(z ;!a)2;

-+
2.71 a) The Cauchy problem has a unique solution in each balIB(1,b) C

C([-h,h]), h = min(a, (~1)2).
Solutions
226
b) The Cauchy problem has a unique solution in each ball B(O, b)
O([-h,h]), h = min(a, 1;2").
c) The problem does not have a unique solution (the Lipschitz condition is not satisfied).
d) The problem has no solutions Vz,y E R2. The continuity condition for is not fulfilled.
Let us consider D = {(z,y) E R2,Z -I y, Iz - 11 < a, Iy - 21 < b}.
The problem has, however, a unique solution in the ball B(2, b) c
0([1- h,1 + h]), h = min(a, ;,), M = maxD Iz
I.
If we choose a = b = i, M = 1, h = i, the solution exists and is
unique Vz E [~,
2.72
a)
2:y2
i).
Yo
= 1,
Y1
Z3
= 1 + z + 3'
Y2
= 0,
Y1
b)
Yo
Z3
z4
= 1 + z + z +"3 +"6 + 15 z + 63 z
= 0,
... Yn
...
c)
d)
Yo
1
= 2"'
Y1
= 2"1 -
Z,
Y2
3 2
= 4'z
-
2 3 1 -4z
z + 2"e
2.73 a) The Lipschitz condition is not fulfilled.

b) No, the RHS of the equation has discontinuity in z = i + k7r.
c) No.
d) Yes, the equation has a unique solution in the ball B(I, b) c
0([1 - h, 1 + h])
= min(a, 1-4$z$;1+4
min Izl),
a < 1.
e) No.
2.74 The problem has a unique solution in B(O, b) C O([-h,h])
h = min( a,
2+ :2 +1 )< 1.
227
a)
Yo
= -z,
Yo
= 0,
Y1
= Z,
Y2
= Z,
Yn
= Z =>
y( Z)
=Z
b)
Y1
Z3
= Z + 3'
=Z-
Y2
2 5
15 z
Z1
63
4 1
2 9
4 11
Z13
Z15
Y3 = Z + 105 z + 567 z - 2475 z - 12285 - 59535
+ Az2n+1[(A + BZ2) + ...]
Yn = z
and because
2.75 a) 1.
Izl < 1 => Yn -+ z.
and liII1n-+oo Yn
2.
Yo
= 1 + z + 2(e
= erJ/J,
Z2
Y2 = 2!
Z2
Yn = 2!
3.
Yo
Y1
Z -
1- z)
= 2ez -
1 - z.
Z2
= 2 + erJ/J
Z3
+"6+ erJ/J
Z3
zn+1
+ 3! + ... + (n + I)! + e
= 2erJ/J -
b) 1.
Yo
1 - Z, Y1
= 1,
... Yn
= Yo,
= 1,
-+ 2erJ/J
Yn
Y= 1
= Yo
-1- z
Solutions
228
2.
x2
Yo = x + 1, Yl = 1 + x + -" ... Yn
2.
--+
2.76
a)
x =I- 0,
b)
c)
x =I- -3y,
d)
x =I-
e)
The whole plane
x =I- 2y,
-1,
IYI > x
y>-2
x =I- k7r
y
E (k7r,(k + 2")7r)
2.77 a)
b)
Yo = 0, Yl = arctan x, Y2 = arctan x +
Y3 = arctan x, +
(arctanx)3
3
3( arctan x )3 + 15 ( arctan X)5 +
1
63 ( arctan x) 7
d(y, Y3 = max Iarctan xe- 4z l ~ 0.089792

o~z~t
2.78 a) If 1 E C(n),
E C(n) the Cauchy problem y' = I(x,y),
y(xo) = yo has a unique solution V(xo, Yo) E !l. It follows that the
solution of the problem y' = I(x,y), y(xo) = 0 is unique. the solution
is y = 0 (since l(x,O) = 0, all successive approximations are zero).
b) 1. Yes,2. No, 3. Yes.
2.79 0 < a < 1 - Lipschitz condition is not fulfilled.
2.80 a) -0.955 :::; x :::; 1.045.
b) - i :::; x :::;
oreach interval of the real axis.
c) -
_2_
2+e
<
-
3:,
<
-
_2_
2+e
229
2.81a) 1. Does not have a unique solution.

2. Does not have any solutions.
3. Y = z.
4. Y = l~:I:
b) 1. Does not have a unique solution.
2. Y = z.
3. Y = 1.
4. Y =
c) 1. Does not have a unique solution.
2. It possesses a unique solution.
d) 1. Does not have any solutions.
2. Y = VI - Z2, Izl < 1.
3. Y = -VI - Z2, Izl < 1.
4. There are no solutions because y'(I) does not exist, but Y =
Vl - Z2 satisfies the equation for Izl < 1 and y --+ 0 when z --+ 1.
2.82 a) We show that y' satisfies the same Cauchy problem as z. We
proceed with z in the same way.
b) y = coshz, z = sinhz.
2.84 a) The problem has a unique solution in the set (y = (Y17 Y2
!.
= {y E 0([-h,h],R2), IYl - 21
b1
~ b17 IY2
+ 11 < b2}
b2
= mm(a, 1 + a 2' ell(~+2) + a 3b4)

2
b) The problem has a unique solution in the set (y = (Yl,Y2
Y = {y E 0([1- h, 1+ h],R2), IYI ~ b17lz -11 < b2 }
h
. (
= mm
)
b1
b2
a, (b 2 + 1)(2ab1 + b2 + 1)' 2a(b2 + 1)2 .
c) The problem does not have a unique solution.

2.85 We apply Theorem 3. The solution of the Cauchy problem for the
system of linear, first order differential equations does exist, is unique,
and is defined on the whole interval of continuity of coefficients aij,
i, j = 1,2, ... , n.
2.86 We apply the result of the previous problem.
2.87 a) We apply Piccard theorem. The Cauchy problem has a unique
solution in the set
230
Solutions
b)
1- t
{ ytyi == 5(1
+ t)
{ y~=1-t+t2+t:
2
Y22
--
5 + 5t - 5 t3
{ yf -+ l~t
y-; -+ 5(1 + t)
2.88 a) The Cauchy problem has a unique solution in the set
Obviously, h < 1. Taking, for example, a = b1 = b2 = 1 => h = 116' and

therefore, for x E [-i6' 116 ], the solution does exist and is unique.
b)
{ Yo = 1
Zo
= 1 + x + x2
Z2 = 1 + 2x + 3x 2 + 2x 3 + ~X4
Y3 = 1 + x + x 2 + x 3 + ~x4 + ~~
Z3 = 1 + 2x + 3x 2 + 4x 3 + !.x 4 + 12 X 5 + X6 + !x 7
2 5 7
Yn = L:i=o xi + O( Xn+1)
Zn = L:i=o(i + l)Xi + O(Xn)
{
=1
Y2
and
1
I-x
1
= ...,..--....,...-
y=-Z
c) In the set
(1 - X)2
231
b1 b2
h = mm(a, b2 ' 2bf).
Obviously, h < 1. Taking the zero order approximation Yo

Y = 0, Z = o.
d)
= Zo = 0 =}
y=---
I-Ax
2.89
a)
Yn
Zn
= -1 - x
xn
+-
=} Y
n!
= -1 - x,
= -1 - x
b)
Yn ~
eZ
+ e -z -
Zn ~
eZ
e- z
x-I
x-I
c)
2.90
a)
{
Yo =-2
Zo = 1
b)
c)
Yl
ZI
= -2 - x = 1- 4x
x2
yi = 5 + cos 2 cos x
{ y~
= -4arccot2 + arctan x etc
YO =
{ Zo
=
{ Y3
0
1
{Yl = 0
ZI
=0
zl = ~(x - 1)3
{Y2 =
= 1
Z2
{ Y4
-x + 1
= x-I
= - ';1 (x - 1)4
';1 (x - 1)4
Z4 =
d)
Yn
= 0,
Zn
= 0,
n = 1,2, ...
232
Solutions
2.91
a) Zo and
b)
Zo
arbitrary, Yo
f:. 0.
to> -1,
'lLo
f:. 0,
vo
f:. to
2.92
a) The equation possesses a unique solution in the set
T2
Tl
= mm(a, T2 + 2' a(Tl + 2)2)'
b) The problem does not have a unique solution.

c) The equation possesses a unique solution in the set
y f:. 0, Izl < a, Iy -11
D = ((z,y,z) E R 3 ) :
Th
Iy' + 11
2.93 We apply Piccard theorem for linear differential equation.

2.95
a)
Yo = 0, Yl = 1- 2z, Y2 = 1- 3"z
Y3 = 1- 21 z
b)
Yo =
2'
Yl =
2 + Z,
1
Y3
c)
2.96
Y2 =
Z2
Z4
Yo = 1, Yl = 1, Y2 = 1 + Z2
= 1 + Z2 -
1
_Z4
2 + z + 2! z
= 2 + z + 2! + 4!
Y3
T2}
233
2.96 a)
Yn
=1
~ Y
=1
= Z,
Y3
b)
Yo
= 0,
Y1
= Z,
Y2
Yn
=Z
Z3
- , '
3.
Slnx
-+
c)
Yo
= 1,
YI
=1-
x, Y2
= Y3 = ... = Yn = 1 -
Z2
+ -2
2.97
a)
Zo =I Yo, Zo, y~ > 0, yg =I 0, yg' arbitrary.

b) yg =I 2xo, y~ =I 0, Yo =I t + k7r, k = 0, 1, 2, ....
c) Zo, Yo, y~ arbitrary.
2.98
a) - !5 -< x -< !5
b) !3<
x <3!
c) Any interval from R which does not contain
2.99 a)
z-a
b-x
y(z) = --f3+ - - 0 :
b-a
b-a
b)
y(z) = where
_
G(Z,S) -
c)
y(z)
<z
(a-a)(b-z)
b-a
S _
b-a
(z-a)(b-a)'f
>
_ Z
r G(z,s)j(s)ds
= b_af3+ b_aO:- la
d)
y(z)
=-
= 0.
lab G(z,s)j(s)ds
b- z
z- a
10
G(Z,s)j(s)ds
Solutions
234
where
if s
if s
~ z
~
2.100 This problem is equivalent to
y(z)
=-
lab G(z, s)j(s, y(sds
where G is the Green function of Problem 2.99 b).

theorem, if
1. j E C([a, b]
Using Banach
I,,)
2. j satisfies the Lipschitz condition with respect to y, with the

Lipschitz constant L.
3.
II j II (b -
a)2 < T, L(b - a) < 1.
then the two-point boundary problem has in iJ c C([a, b]) a unique

solution which may be obtained by the iteration method.
2.101 This problem is equivalent to
y(z) = -
lab G(z,s)j(s,y(s),y'(sds

We consider the equation obtained from the above by differentiating:
y'(z)
=-
lab G;e(z,s)j(s,y(s),y'(sds
Therefore, we have a system of two Fredholm integral equations
y(z) = z(z) = -
lab G(z,s)j(s,y(s),z(sds
lab G;e(z,S)j(s,y(s),z(sds
Now we apply theorem proved in Problem 2.43: if,

1. j E C([a,b] x
n), n = 1"1 X 1"2, fh en
235

2. 3L such that
I/(x, Ylzd - I(x, Y2 Z2) 1 ~ L(IYl - Y21 + IZl - Z21)

Yx E [a, b]; Yi E I,.u Zi E 1"2' i = 1,2
3. (b - a)2
II I
II~ Tl;
(b - a)
II
j II~ T2; 2L(b - a) < 1
Then the two-point boundary problem has in
a unique solution which can be obtained by the iteration method starting with any point in Y.
2.102 This problem can be reduced to solving the following system of
Fredholm integral equations
lab G(x, s)/(s, y(s),z(sds

z(x) = - lab G(x,s)g(s,y(s),z(s))ds
y(x) = -

From Banach theorem we get: if,
1. j, 9 E C([a, b]
1"1
1"2), Irs
= [-Ti, Ti]
C Rj i
= 1,2.
2. j, 9 satisfy the Lipschitz condition with respect to y and z, with

the Lipschitz constant L.
3.
II I II (b -
a)2 ~ Tl,
II 9 II (b -
a)2 ~ T2, 2L(b - a) < 1.
Then the two-point boundary problem has in
a unique solution which can be obtained by the iteration method starting with any point in Y.
2.103 a) We look for solution in the set
Solutions
236
If
64( J65 + 8r2 + 64r~) ::; rl

8( J65 + 8r2 + 64rl) ::; r2
16L < 1
where L = max(, 128rd, the problem has a unique solution in Y.
b) The problem does not have a unique solution.
c) If (I Ap3 + ~)~ < rand 3';IAlr2 < 1, the problem has a unique
solution in the ball ..8(0, r) C C([O, fD.
2.104 a) We look for solutions in the set
where rl and r2 are chosen such that (e,"2 + rl)b 2 ::; rl; (1 + r2)b2 ::; r2,
2Lb < 1, where L = max(l, e,"2) = e,"2, (r2 ~ 0). The unique solution
of this problem exists.
b) b < 2;"2.
c) The solution exists and is unique.
d) The solution does not exist.
2.105 Yes.
2.106 The problem is equivalent to the integral equation
y(z) = Yo+
folt f(s,y(y(s)))ds,
Z E Ih
Consider the spaces of functions
C(Ih,Ih) = {y : Ih
--t
h, y continuous}
CL(Ih,Ih) = {y E C(h,Ih) : IY(Zl) - y(z2)1 ::; Llzl - x21, VXI, X2 E I h}
The space C( I h , I h ) is a Banach space with the norm II y II = maxzEI,. Iy( x)

We look for solution of the problem and, respectively, the equivalent
integral equation in the set CL(Ih,Ih) n Cl(Ih, h).
For the mapping A : CL(h,Ih) --t CL(Ih, I h), where
(Ay)(x) = Yo+
foz f(s,y(y(s)))ds
to be a contraction, it is sufficient that the following inequalities hold

IAy(z)l::; Iyol
+ Mh
IAY(Xl) - AY(X2)1 ::; Mlxl - x21
which means that Iyol

Let us compute:
237
+ Mh ::; h, M ::; L, M = maxz lIEl,. If(x, y)l.
Assuming that
If(s, u) - f(s, v)1 ::; Tlu - vi, vu, v E Ih

we get
IAY1(X) - AY1(X)1 ::; T
faz IY1(Yl(S)) - Y2(Y2(s))lds ::;
faz {IY1(Yl(S)) -
+ IY1(Y2(S)) -
::; T
::; T(L + 1)h
II Yl -
Yl(Y2(S))1
Y2(Y2(S))llds S
Y2111
Therefore, according to Banach theorem, if

1. Iyol
+ Mh ::; h
2. M::; L
3. Th(L
+ 1) < 1
the Cauchy problem has a unique solution in
2.107 The problem is equivalent to the Volterra integral equation
Y(X)
= Yo + faz f(s,y(s),Y(<f>(y(s))))ds
Assuming that
1. If(s,Ul,vd - f(S,U2,V2)1 ::; T(lul - u21
i = 1,2.
2. If(s,u,v)1
s M, \/x,u,v E I
+ IV1- V21), VUi,Vi E I h ,
Solutions
238
3. I(u) - (v)1 < S(u - v), \;fu, v E I h

Using Banach theorem we find that if
4.
Iyol + Mh S
5. MSL
6. Th(L
+ 2) < 1
the Cauchy problem has a unique solution in
the solution, which may be found using the successive approximation

method.
2.108 The problem is equivalent to the Volterra integral equation
{ (x)
y(x) = (a) +
J:
(if) xE[a-h,a]
f(s,y(s),y(s - h))ds (if) x E [a,b]
Consider the space B([a - h, bD (Bielecki space) and the mapping
A: B([a - h, bD
-+
B([a - h, bD
where
( A )(X)-{ (x)
y
(a) +
J: f(s,y(s),y(s -
(if) xE[a-h,a]
h))ds (if) x E [a,b]
Using Banach theorem we find that if:

1.
f E C([a, b] x R2),
2.
satisfies the Lipschitz condition with respect to the last two

arguments,
3. 4> E C([a - h, aD,

then the Cauchy problem for the equation with delayed argument has
a unique solution in C([a - h, aD.
2.109 We look for solutions in the ball iJ(j, R) c C([O, ID, observing
that if y E [0,1], also y2 E [0,1]. Using Banach theorem we find that if
239
1. IAI :::; ~,
2. IAI <
then the equation has a unique solution in iJ(f, R), the solution which
can be found by the successive approximation method.
2.110 The given two-point boundary problem is equivalent to the Fredholm integral equation
y(x)
-lb G(x,s)/(s,y(y(s)ds
where
_ {
G(x,s) -
(.-a)(b-z)f
b-a
1
(z-a)(b-.).f
b-a
1
<x
S _
>
S _
We look for solutions of this problem in the ball iJ(O, r) C CL([a, bD

C([a, b]), where
CL([a, bD
= {y E C([a, bD : IY(Xl)-y(X2)1 :::; Ll xl-X21,
VXl, X2 E
[a, b]}.
The conditions for the mapping
(Ay)(x) =
-lb G(x,s)/(s,y(y(s)ds
to leave the ball iJ(O, r) invariant are
IA(y)(x)l:::; M(b - a?:::; r

and
IAY(Xl) - AY(X21 :::; M
lab IG(xI,s) -
G(x2,s)lds :::; (b - a)Mlxl - x21
i.e. M(b - a) :::; L.

If we assume that
I/(s, u) - I(s, v)1

we get
IAYl(X) - AYl(X)1 :::; T

:::; (b - a)2T(L + 1)
:::; Tlu - vi,
Vu, v
iJ(O, r)
lb G(X,S)IYl(Yl(S - Y2(Y2(Slds :::;
II Yl -
Y2111
i.e. (b - a)2T(L + 1) < 1.

Using Banach theorem we find that if
Solutions
240
1. M(b - a)2 ~ r,
2. M(b- a)
L,
3. (b - a)2T(L + 1) < 1,
then the two-point boundary problem has a unique solution in B(O, r).
2.111 If
1. K E 0([0,1]
[0,1]
[-r, r]),
2. K satisfies the Lipschitz condition with respect to the last variable:
3.
IAI
~ IIi-II i
IAI < 1;,
then the integral equation has in B(O, r) C 0([0,1]) a unique solution,

which can be found using the successive approximation method.
2.112 See Problem 2.108.
2.113 We multiply the inequality
4>(x) < A + B
i:
4>(s)"p(s)ds
by "p( x) and denoting
x( x) =
t" 4>( s)'l/J( s)ds
Jg:o
we obtain X'(x) < 'l/J(x)(A + BX(x)).

We divide by A + BX( x) and integrate
~l A + BX(x)
rg: nl.( )d
B og
A
< Jg:o 'f' S s.
Therefore,
4>(x) < A + BX(x) < Ae BJ:o 1/1(.)0...
2.114 From the assumptions of the lemma
u(x)4>(x)
s Au(x) + u(x) i~[4>(s)u(s) + v(s)]ds.
241
Denoting
X(x) = i:[(s)u(s) + v(s)]ds

we have
X' - v ::; (A + X)u
I.e.
X'-v
a+x -
~- ::; a + X ::; ae1.0'" (U +")d.

G
2.115 These two differential equations are equivalent to two systems

of first order differential equations
Y~=Y2
I
Y2 = -SIllYI
We apply theorem 2.5 and we have for IYII

IY2 - Y21
+ IYl -
<i
sinYII ::; I; - 0.3421
(~ 20) It I < rj
~ 0.007 = e
L = 1, and therefore the difference between solutions of these two

equations will be at most rO.007ei' ~ 0.062.
2.116 At most 0.3.
2.117 Assuming that Ixl ::; a, IYI ::; b, and lal ::; c, the solution of this
problem does exist and is unique for x E [-h,h], h = min(a, c!l)'
We have IY(x, a) - y(x, 0)1 ::; che c , where L = 1, e = c.
2.118 From the first Cauchy problem we have
Y=
Io
lyl ~
10
[(1
{Izl
+ A)Y -
(2 + p)s]ds =>
(1 + A)IYlds + (2 + p)lxl
Using Gronwall lemma (problem 2.113)

IYI
< (2 + p)elI+~Hzl, IYI
~ 2.01e I .OI ~ 5.459.
Solutions
242
On the basis of theorem 2.5, since I/(z, y) - g(z, y)1 = IAY-I'zl < 0.06,
L = 1.01 we have Iy - zl < 0.06e1.01 ~ 0.08.
2.119 We observe that y = - : is a solution of the Cauchy problem
y'
= mz + n,
y(O)
=- ~
m
where the initial condition is not continuous in m.

2.120 a) E = 116 , L = 1, Iy(z) - y(z)1 ~ 0.02.
b)
and
c)
IYl - Yll + IY2 - Y21
~ 2!gel~2et ~ O.OO!.
= 0.0105, L = 1 ~ Iy - yl + Iz - zl
0.00116.
CHAPTER
3.1
1.
Yes; Yl
2.
No
3.
4.
5.
6.
7.
8.
Y3
9.
10.
= -Y2
2
-Y3
V2
= T(Yl + Y2)
Y3 = 3Y2 - 2Yl
Yes
No
No
No
No
If m is even - yes, otherwise no
3.2 1. If Yn is the zero function, the relation

C1Yl - C2Y2
holds for Cl = C2 = ... = Cn-l

2. It is the zero function.
3.3
+ ... + CnYn = 0
= 0, \:fCn =/: O.
1.
as - f3'1 = 0
2.
a =
'1, f3 = S
243
Solutions
244
= y, then any other solution

of this equation has the form z = z + z, z = Kerf.
3.5 Suppose that the system is linearly dependent, i.e. ClYl - C2Y2 +
... + CnYn = 0, with condition that not all of the constants Cl, ... , Cn
are equal to zero. Multiplying by Yb Y2, ... , Yn and integrating between
a and b we find Cl = C2 = ... = Cn = 0.
3.6 1. It is not truej e.g. taking
3.4 If z is a solution of the equation f(z)
Yl ( x) =
x E [-1,0]
[0,
x2
Y2(X) =
1]
{~2
....
X E [-1,0]
x E [0,1]
we have W[Xj Yl, Y2] 0, but the functions are linearly independent.
2. Yes, because if the system of functions Yb Y2, ... , Yn is linearly dependent, we have
n
Yn
= LCiYi
i=l
"n
(n-l)
and differentiating we get y~ = Ei=l ciyi, ... , y~n-l)
LJi=l CiYi
and the statement is obvious.
3. Yes, we use the previous statement.
3.8 1. Since Yl, Y2 are solutions of the equation L[y] = 0, W[z, Yl, Y2]
is a differentiable function on [a, b] we have
dW[x, Yl, Y2]
dx
and taking into account that L[Yl]
= I Yl
yf'
= 0,
Y21
y~
L[Y2]
we see
al(x)
W [Z,Yt,Y2] = - - (-)W[X,Yt,Y2].
ao x
Since W[z, Yt, Y2] =f 0, z E [a, b], 3zo such that W[zo, Yl, Y2] f:. 0. Since
W is a continuous function on [a, b], W[z, Yl, Y2] - 0, x E (ct, f3) C [a, b]
(xo E (ct, f3)), and integrating the equation we find
3.9 We assume that 3X1 E [a, b] such that WI:!:=:!:! = O. Using the
result of the Problem 3.8 and the uniqueness theorem for solutions of
the Cauchy problem we find that W = 0, \Ix E [a, b]. But W ,EO and
this contradiction proves the theorem.
245
3.10 1.
2.
a)
b)
c)
(5 - 6x)y" + (18x - 9)y' - 18y = 0

y" + y = 0
y" sin 2x - 2y' cos 2x = 0
3.
W[x, y, Y1, . ,Yn] = 0
*, . .,
- _1_~ !fJL - _1_!fJL - 413(ij

1!!J.fl..~
We
3 11 1. W e comput e ~
tk - <pI(t) dt' tk2 - t/>'2(t) dt2
dt'
observe that
is a linear function of
~,
~ with the coefficients being the continuous functions of T. Therefore, the equation
becomes
boY (n) + b1Y(n-1) + + f3 nYn = F ,
ftf
bo =
2.
[<PItt)]" =I- 0,
t E [a,b].
Y' = Au' + A'u + B'
Y" = Au" + 2A'u' + A"u + B" etc.
the equation takes the form

Au(n)
+ (nA' + a1A)u(n-1) + ... = f.
liZ
3.
A = exp{-n
Zo
a1(s)ds}.
3.12
+ (2y~ + pyt}z' =
1.
Y1Z"
2.
Y = Y1
(J
C1
exp{ -
J p( x )dx} d
2
Y1
+ C2 )
3.13 Let Y1, . , Yn be linearly independent solutions of the equation

L[y] = 0 and let us assume Y1 f:. 0, x E [a, b]. We make a substitution
Y = Y1Z and z' = u and obtain
U (n-1)
+ b1U(n-2) + + bn-1U = 0 .
Solutions
246
This equation has the solutions Ul = (~)" U2 = (:-)" ... Up-l = (~)'
which are linearly independent. Continuing in the same way, we get an
equation of order n - p.
3.14
1.
2.
Y=
ClX + C2e-z
3.
Y=
ClX + C2- +
4.
ClX + C2X2 +
ca xa
+ ca ez
ca(xlog Ixi
= ClX +
1)
1) + ca ez
C2(X 2 -
3.15
= 2,
Y = cle 2z + c2(2x + 1)
tan x + C2 (1 + x tan x)
1.
a:
2.
Y=
3.
. x + C2 ( 2
I 11 + sin
= Cl sm
- sm x og
. x I)
1-smx
4.
= -x1 (Z
CI e +
5.
Y=
6.
Y=CIX+C2--
CI
C2 e-
Cl X + C2 (x
Z)
1+x
log 11 _ x I - 2)
X
x+l
3.16
1.
2.
= CIX +
3.
Yl
CI(X 2 +
4x
Je:
z
2
C2
4.
Y=
5.
Y=
6.
a = 0,
e: dy
Yl
Cl ( e Z
(CI
+ C2(X -
+ an-IX
+ 1)(n -
and
1) +
+ c2 x)eb = -3,
3)e Z
dx
X n+ aIX n-I +
1
ale = -"k(n - k
Y2
6)
eZ
k)ale_t,
= ClYl +
al
= -n(n - 1)
C2Y2
C2
+1
Z3
Y = x3
3x 2
+ 6x -
!I.
3.17
247
ao + al + + an =
an-l(z) + zan(z) =
1.
2.
3.18 1.See Problem 3.4.

2. Using linearity of the operator L we have
p
L[Y]
i=l
i=l
= L(~ Yi) = ~ L[Yi] = ~ Ii = I.
3. We apply the Lagrange method of variation of constants and look

for solution of the form
y(z)
= ~ 4>i(Z)Yi(Z);
L[Yi]
i=l
= 0, i = 1,2, ... , n;
W[z; Yl, .. , Yn]
:I
4>i, i = 1,2, ... , n are functions to ber determined from the conditions
Ei=l4>i(z)Yi(Z) = 0, Ei:l 4>i(z)y~(z) = 0, ..., Ei=l 4>i(z)y~n-2)(z) = 0,
Ei=l 4>i(z)y~n-l)(z) = I(z).
3.19
1.
Y=
CIZ +
C2e-2. +
2.
Y=
( Cl Z 2
2 3)e.
+ C2 + aZ
3.
4.
Y=
Y=
CIZ +
C2e + C3e- +
5.
Y=
6.
Y=
7.
CIZ + C2(Z3 -
e-
Z2 + -
2) +
Cl-+C2- +
Z
Z
Z2 +
Z5 + 4Z2
-(2 --)
4
CIZ + C2(z2 - 1) + (z Cl
C2
Z )e Z
1)2e
= (-Z + +
3.20
1.
2.
3.
= Cl sinz + C2 sin2 z
Y = v'2( v'2 sin2 z - sin z)
Y = Cl sin z + C2 sin2 z + 2z sin2 z +
Y
sin 2z
248
Solutions
3.21
1.
2.
3.
3.22
1.
2.
3.
y"+y=O
y = C1 cos t
+ C2 sin t
1- Z2
Y = C1 1 + Z2
+ 2c21 + Z2
1- Z2
+z
arctanz
3.23 1. Integrating by parts we get
f zL[y]dz
= aozy(n-1) -
(aoz)'y(n-2)
a1 z y(n-2) - (a1z)'y(n-3)
+ ...
+an-1 Z Y +
+ ... + (_I)(n-1)(aoz)(n -
+ ... + (_I)(n-2)(a1z)(n -
l)y
2)y
f L*[z]ydz
1.e.
4>(y, z)
n-1
= L: y(n-Ic-1) (alc z )_y(n-Ic-2)( alc z )' +... +( _1)(n-Ic-1)y( alc z )(n-Ic-1)

1c=1
Therefore, zL[y] - yL*[z] = tz4>(y,z).

2. z is a solution of the adjoint equation L*[z] = O.
3. It follows from 1. that if L*[I] = 0, then L[y]
condition is, therefore
ao(n) - a1(n-1)
+ . . + (l)n
an =
= tz4>(y,I).
0.
4. Identifying the coefficients,

k
= 0,1, ... , n.
The
249
5. If L*[zTc] = 0, k = 1,2, ... ,p, then zTcL[y] = !4>(y, ZTc) and the
equation L[y] = 0 is equivalent to the equation of order n - 1
Eliminating y(n-l) . , y(n-p -t-1) from these equations, we obtain the

equation of order n - p.
6. L*[ZTc] = 0, k = 1,2, ... ,p, (p = n), and eliminating y' .. , y(n-l)
from 4>(y, ZTc) = CTc as in 5. we get the general solution of the equation
L[y] = O.
3.24 1. L*[z] = (aoz)" - (alz)' + a2Z
2. 2a~ - al
= al, a" -
a~
+ a2 = a2
::::} al
= a~.
The equation becomes (aoy')' + a2Y = O.

3. We multiply L[y] by the function p,
p,( ao + alY') = (aop,y')'

I.e.
1
p, = -exp{
ao
f -dz}.
al
ao
For p, chosen in this way, the equation becomes (aop,y')' + a2P,y = O.

4. We proceed in the same way as in 3.23, 6.. We eliminate y' from the
equations
and obtain
CIZ2 - CIZI
Y = ao(
' - Z2Z1')
Zlz2
5. The condition (3.23, 4.) allows us to writhe the adjoint equation
aoz" + (2a~ - adz' = O.

3.25 1. The condition established in 3.23, 3. holds and we have
L[y] = [(1 + z)(y' - y)]'.

2. L*[z] = (1
3.
+ z)z" + (2 + z)z'.
Solutions
250
3.26 1. The adjoint equation is zz" - 4z' = 0, C = ClZ- S + C2 and

(1 + Z2)y = ClZ + C2ZS.
2. The adjoint equation is (1 - Z2)Z" - ZZ' + 4z = 0, therefore
= Cl cos(2 arcsin z) + C2 sin(2 arcsin z)
3.27 From,.,. = z-~, the equation becomes y'Z(2y'Zy')' - y

taking y'Z = t we have ~ - 2y = 0, etc.
3.28
_
1.
y ( Z) = Cle
2.
y( z) = Cl e Z
3.
4.
5.
y( z)
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
= 0 and
V3 + Cs sm
. TZ
V3 )
V3
. V3
+ e- 1'(C2 cos T Z + Cs sm TZ)
+e
!I. (
2
C2 cos TZ
= (Cl + C2Z + csz2)ez

y( z) = (Cl + C2Z) cos 2z + (cs + C4Z) sin 2z
+ c2z)e v'3z + (cs + C4Z )e -v'3z

y(z) = Cl + C2Z + cscosaz + c4sinaz
y( z) = Cl e + C2 e - - + Cs cos az + C4 sin az
y( z) = Cl e + C2e-z + e Cs cos 2z + C4 sin 2z)
y(z) = cle z + C2e-2. + e-"'(cs + C4COSZ + c5sinz)
y(z) = Cl + C2Z + ... + CgZ g
y(z) = Cl + C2es. + cse tc
y(z) = Cl + C2Z + cse~ + C4e-v'2z
y(z) = eC(cl cos Z + C2 sinz) + e-C(cs cos z + c4sinz)
y(z) = e-C(cl + C2Z + ... + Cnzn - l )
y(z) = cle c + C2 e2c + cse 4c
y( z) = (Cl + C2Z )e + (cs + C4Z + csz 2)e- z + eee 2z
y(z) = cle'" + C2e2c + cses",
y( z) = (Cl
GZ
Z(
y(z) = cle- + e 2"'(c2cOs3z + cssin3z)

y(z) = Cl + C2Z + csz 2 + C4ZS + cse z + Cscosz + C1 sin z
= Cl e + e 2z( C2 cos 3z + Cs sin 3z )

y(z) = cle z + C2 e- c + cse 2z + C4e-2z
y( z) = Cl e 2z + C2ze2z + csz 2e 2z
y( z)

23.
y( z)
251
Cl cos 2
Viz + C2 sm
. 2
Viz +
= e-1"(
Viz
+C3Z cos 2
. Vi
+ C4 Z sm 2z)
+ C2Z) cos 2-../7z + (C3 + C4z )sm

. 2z)
-../7
= e-1"Cl
y( z) = Cl + C2Z + C3z2 + C4Z3 + e- III ( Cs + C6Z + C7Z2)
24.
y(z)
25.
3.29
1.
y(z)
= Cl + C2Z +
e lll (C3 + C4Z) +
~ + Z2 + ~elll
2.
ZS
z4
y(z) = Cl + C2 Z + e lll (c3 + C4Z) + 20 + 2 + 3z 3 + 12z2
3.
cos 2Z
Vi + C3sm
.Vi
y(z) = Clelll + e-1"(C2
2Z) - Z3 - 5
4.
y( z)
5.
Y( Z) = Cl e- + C2 + C3Z + 2"Z - 3'Z + 12 Z +
= Cl +
C2Z + C3Z2 + C4e-1II + 10188 (4 cos 4z - sin 4z)

III
+e111(3
- z -15)
-
- 8'3)
6.
III(Z
y (Z) = Cl e- III + C2 cos Z + C3 sm
Z + e 4'
7.
y( z) = Cl + C2 cos Z + C3 sin Z + secz + cos Z log cos z - tan Z sin z + z sin z
8.
y( z)
9.
y( z) = Cl cos az + C2 sin az +
if a
= Cl cos Z + C2 sin z - ~z( cos z +
i' m
2 1
a -m
sin z)
2 (2 cos mz + 3 sin mz)
y( z) = Cl cos az + C2 sin az + :'( sin az ifa =m
~ cos az ))
2
10.
Z3
y( z) = Cl cos Z + C2 sin z + (cs + C4 Z )elll + 12 -
11.
-"2+ gCOSZ
y( z) = Cl + C2Z +
Z2
csz 2 + C4 cos 2z + Cs sin 2z +
Solutions
252
12.
13.
14.
15.
16.
y(z) = (Cl + C2Z)e Z + C3e-z + C4COSZ + c5 sinz +
~e2Z +
1 2 - -z
1 + -1 ) + (3
9) cos z +
+z 2eZ( -z
- z 2 + -z
48
8
2
16
8
3).
+( -3z 2 - -z
Slnz
17.
10
4
y(z) = (Cl + c2z)e- Z + C3 cos 2z + +c4sin2z + .!:.sinz + .!:.e z
18.
1
3)
( ) =Cl+C2 e2z +C3 e-2z +ze 2z( 16z-32yz
113 1
--cosz - -z --z
5
12
8
19.
ifa=Jb
z
2a
y(z) = Cle az + C2 e- az + _e bz
if a = b
20.
y( z) = Cl cos az + C2 sin az + 2 1 b2 sin bz

ifa=Jb
a -
y( z) = Cl cos az + C2 sin az - ~ cos az

2a
21.
if a = m
y( z) = Cl cos 2z + C2 sin 2z +
253
i sin 2z +
+ 4' cos 2z log cos 2z

22.
23.
= Cl cos Z + C2 sin z - cos z log tan( ~ + :)

y(z) = cle z + C2e-z - ze z - 1- (eZ + e- Z) log le z -11
y( z)
24.
y(z) = cle z + C2 + (eZ + l)log(l + e- Z)
25.
Y()
z
26.
y(z)
27.
1 Z + C2e -z + C3e2z
= -Cle
z
1
= eZ[cl + C2Z + zarctanz - 2"log(z2
+ 1)]
y(z) = cle- z + C2 e- 2Z + (e- Z + e- 2Z )log(1 + e Z)
3.30
2.
3.
y(z) = e 4z + 4ez
y(z) = e- z
y( z) = e 2z ( cos z - 2 sin z) + eZ( Z2 + 2z + 1)
4.
y( z) = 31r cos 2z + ~ sin 2z + z(sin 2z - cos 2z)
5.
y(z) = e- z + e-~(cos 2 z
6.
y(z)
1.
va
1.va
+ vasm 2z) + z
8.
= -eZ[1rCOSZ + (1r + 1- 2z)sinz]

1
y(z) = Z2 + 2"(e Z - e- Z)
y(z) = cos z + 2sinz + e- z - 3ez + 2ze z
9.
y(z) = 2z -
7.
11.
y(z) = 2ze z
y(z) = 2 + e- z
12.
y ()
z = 4' e
13.
y(z) =
14.
y ()
z = - 4'z cos 2z
10.
1 ( 2z
va
vae-~ sm 2
+ e- 2z) -
1 1
2" - 4'z
~ez + e- Z( -~ cos z + ~ sinz)

1
1 .
+ 8" sm 2z
- 2
254
Solutions
15.
16.
17.
18.
y(z) = Z
y(z) = e21D [(1_ z)cosz + (1 + z)sinz]
y(z) = (z - 1)(e21D - e- ID )
y( z) = Z - z sin z - 2 cos z
3.31
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
y(z) = 0
y( z) = C sin ?rZ
y( z) = sin z
y( z) = C sin z
The problem has no solutions
sinhz
y(z) =
sinh2?r
y( z) = cosh z
y( z) = z + cos z
y(z) = z + e- ID - e- 1
y( z) = e
2
y( z) = 2z - ?r + ?r cos Z + C sin z
lD -
y(z) = -2e- 1D
y(z) = e- ID - 1
The problem has no solutions
3.32 1. alA = 0, y(z) = 0, A = k 2 , kEN, y(z) = C sink?rz

b) A = k 2 , kEN, y( z) = C cos kz
c) A = k 2 , kEN, y( z) = Cl sin 2kz + C2 cos 2kz
2. a) A = - lc~:" kEN, y( z) = C sin lc71D
b) A = _lc~:" kEN, y(z) = C cos lc71D
c) A = -(k - ~)2~, kEN, y(z) = C sin(k - ~)lc71D
3. a) y(z) = :~~ID
b) y(z) = c08h~1D
c) y(z) = ~2~fnt~
0i~
d)y(z) = ;::L~
4. a) A E N, y(z) = C sinAz
b) A is a solution of the equation tanh A?r = tan A?r
y(z) = C[e~1D - e-~(211'-1D) - (1 - e2~1I') cos AZ - (1
+ e2~1I') sin AZ]

c) A is a solution of the equation cosh A7r cos A-7r
255
=1
y(z)
C[( cos A7r - sin A7r - e-.\1r)e.\z - (cos A7r - sin A7r - e-'\1r)e-'\Z]
2(coshA7r - cos A7r)

C[(sinA7r - sinhA7r) cos AZ - (cos A7r - cosh A7r) sinAz
+~~----------~co-s-h-A-7r---C~O-S-A-7r--------~----
5. A =1= 0, y( z) = z~l e-.\z

6. y(z) = ;5 sinz + 7~ sin2z + 215 cos2z
3.33
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
= -1
= cos Z
1
y(z) = 4cOSZ
y(z) = sin2z
y(z)
y(z)
y(z)=e- z
y(z) = eZ + 3
1
= --5
y( z) = e sin Z + cos z)
y(z) = e- 2zcos2z
y(z) = (z2 + z)e- Z
y(z)
Z (
3.34
1.
2.
3.
4.
5.
a= 0, b>O
a> 0, b>O
a < 0, b<O
a 2 < 4b
6.
b < 0 or a> 0, b2:0

a ~ -2v'b, b>O
7.
a 2 < 4b
3.35 For a =1= 1 the problem has a unique solution and for a = 1 the
problem has no solutions.
256
Solutions
3.36 The integrals f~ J(t) cos t dt and foa! J(t) sin t dt should be bounded
when z ---+ 00.
3.37 We introduce a new independent variable t defined by az + b = et
Thus, we get
Substituting these into Euler equation, we obtain the equation with

constant coefficients.
For the homogeneous Euler equation, this las equation can be always
brought into the form
zny{n)
+ A1zn-1y{n-l) + ... + An-1zy' + AnY =
and we can look for solutions of the form y = zle.

Substituting this monomial into the homogeneous equation, we get
the equation for k called the characteristic equation of the homogeneous
Euler equation, to wit
k(k-l) ... (k- n+ 1)+A1k(k-l) ... (k-n+2)+ ... +An-1k+An =
o.
If k is a real root of order m of the characteristic equation, then the

Euler equation has the following m linerly independent solutions
Yl
= Z Ie ,
Y2 -_
Ie Iog Z, Y3 -_
1e(1)2
og z ,... Ym -_ z Ie(log z )m-l .
If a if3 is a pair of complex roots of order m, then to this pair correspond 2m linearly independent solutions
Yl = za cos(f3log z),
Y3 = za log z cos(f3log z ),
Y2m-l
= za(1og Z )m-l cos(f3log z),
Y2 = za sin(f3log z ),
Y2 = za log z sin(f3log z),
Y2m
= za(log z )m-l sinCS log z)
The general solution is a linear combination of the solutions described

above.
257
3.38 Using the general method described in 3.37, we get.

C2
x
1.
y(x) = ClX +-
2.
y( x)
3.
4.
5.
6.
y(x)
y(x)
y(x)
y(x)
7.
y(x) = Cl(X - 2) + (x _ 2)2
8.
y( x) = Cl
+ (2x + 1 )C2 cos
9.
y(x) = Cl
+ (x ~ 1)2 + C3(X + 1)6
10.
11.
= -(
Cl + C2 log x)
x
= Cl + c2logx
= ClX + C2X2 + C3X3
+ C2X2 + C3X4
cl(2x + 1) + c2(2x + 1)log(2x + 1)
= ClX
=
C2
log(2x
2
+ 1)
. log(2x
2
+ C3 sm
y(x) = cl(2x + 3) + c2(2x + 3)i + c3(2x + 3)i

y(x) = Cl(X + 1) + C2(X + 1)2
3
3.39 Using the general method described in 3.37, we get.
1.
y( X) = 2x 3 + X( Cl
2.
y(x)
= ClX 3 + C22'" + z 3log z -
2z 3
3.
y(x)
1
= ClX 2 + -C2z + -1
cos log z
0
- -smlogz
4.
y(x) = Cl cos log z
5.
y(x) = -(Cl
6.
y( x) =
7.
y(x) =
3.
10
+ C2 sinlogz + ~x(7 -log x)
+ C2Z4 + log x + 2log2 x)

Cl X + C2Z2 + 1 + (x 2 + 2x) log x
X
+ ClX + 2-x
C2
2
= -x + 2"
+ log x x
Y()
X
9.
y( x) =
y(x)
xm
Cl
8.
10.
+ c2log z)
+ 2x + 7
x( Cl cos log x + C2 sin log x) + x log x
= Cl(X -
2)2
+ C2(Z -
3 log x
2)2 log Ix - 21
+x - ~
2
+ 1)
258
Solutions
12.
= Cl(X + 1)2 + C2(X + I? log Ix + 11 + (x + 1)3

1
y( x) = Cl X + C2X log x + x log x log I log x I + 4x (1 + log x)
13.
y(x)
14.
m::f. 1 y(x)
11.
y(x)
1
= X(Cl + c2logx) + C3x2 + '4X3
=1
y( x)
x log x
1)2
= C1X(C2 + C3 log x)xm- E m 2 + (m _

= (Cl + c2log x + c3 log2 x)3: +
log3 X
x m log2 x
+ 2(m -1)
- 1
3.40
== xlogx + x log2 X
3
3
1
y(x) = -x - -x log x + _x 3
4
2
4
y(x)
1.
2.
3.41 Differentiating, we obtain
f(x) J'(x) _ j2(x)

X - Y (x - y)2
+ f(y) J'(y)
X- Y
f2(y) = 0
(x - y)2
or
xf(x)f'(x) - yf(x)f'(x) + xf(y)f'(y) - yf(y)f'(y) + P(y) - f2(X) =

Differentiating with respect to x twice and putting y
= 0 we find
[xf(x)f'(x) - P(x)]" = 0
or
xf(x)f'(x) - P(x)
= C1X + C2
1
2"x[P(x)]' - P(x)
= C1X + C2
Making the substitution j2( x)
= z( x), we obtain the Euler equation
xz' - 2z
= C1X + C2
with general solution
= Ax 2 + Bx + a.
= v' Ax 2 + Bx + a, A > 0, B2 z(x)
Therefore, f(x)
4Aa < o.
o.
259
3.42 1. The characteristic equation of the system is
r3 - llr2
+ 36r -
36 = 0
with roots rl = 2, r2 = 3, r3 = 6.
The fundamental system of solutions is
The solution of the system is
z(t)
y(t)
z(t)
= cle2t + C2 e3t + C3e6t

= cle2t - 2c3e6t
= -cle2t + C2 e3t + C3e6t
2. The characteristic equation r2
rl
= 3i, r2 = -3i.
+9
= 0 has two complex roots
The fundamental system of solutions is
x_(
-
5cos3t
)
cos 3t + 3 sin 3t
y _ ( 5sin3t
)
sin 3t - 3 cos 3t
The general solution is, therefore

z( t)
y(t)
= 5Cl cos 3t + 5C2 sin 3t

= Cl( cos 3t + 3 sin3t) + c2(sin3t -
3. The characteristic equation: r2 -6r+9

We look for solutions of the form
3 cos 3t)
= 0 has roots rl = r2 = 3.
z = (al + btt)e 3t
y = (a2 + ~t)e3t
z( t) = (Cl + c2t)e 3t
y( t) = (Cl + C2 + c2t)e 3t
Solutions
260
4. The characteristic equation has roots:
Z(t) =
yet) =
z(t) =
Tl
= 2, T2 = T3 = 1
+ (C2t + C2 + c3)e t
-2cle 2t + 3c2et
2cle2t + (C2t + C3)e t
cle 2t
5.
6.
Yl(Z) = cle 3z + C2 e- 2z
Y2(Z)
3
3z
= 2"c1e
-
C2 e
Y3(Z)
3
3z
= 2"c1e
-
C2 e
-2z
-2z
+ C3 e -z
- C3 e
-z
7.
Yl(Z) = -2clez - SC2e2z - 3c3e3z
+ 3c2e2z + C3 e3z
2Cl e + 7C2 e 2z + 3c3e3:a.
Y2(Z) = cle z
Y3( z) =
S.
Yl(Z)
= 2Cl + C2ez + C3e2z
Y2(Z) = 3Cl - 2c3e2z
Y3( z) = Cl
+ C2ez + 2c3e2z
9.
= cle -2z + C2 e z
Y2(Z) = -2cle-2z + 3c2ez Y3(Z) = 2cle-2z + C3 ez
Yl ( Z )
3c3ez
261
10.
Yl(X) = Cle- z + (C2X + C2 + C3)e Z
Y2(X) = -2Cle-z + 3c2ez
Y3(X) = 2Cle-z + (C2X + C3)e Z
11.
= Cl + C3 e- z
= 3Cl - 3C2 - 2c3e-z
Y3( X) = C2 + 2c3e-z
Yl(X)
Y2(X)
12.
Yl(X) = Cl + 8C2(X + 1) + C3e-z

Y2(X) = 3C2 - 2c3e-z
Y3(X) = Cl + C2X + 2C3e-z
13. The characteristic system has roots Tl = 0, T2 = 2, T3 = -1.

Yl(X)
Y2(X)
Y3(X)
= Cl + 3c2e2z
= 2c2e2z + C3e- z
= Cl + C2e2z - 2c3e-z
14. Tl = 1, T2 = 2 T3 = -1.
Yl(X) = cle z + C3 e- z
Y2(X) = cle z + C2 e2z
Y3(X) = 2C1 e 2z - C 3e- z
15. Tl
= 2, T2,3 = 3 i
Yl (x) = Cl e 2z + e 3z ( C2 cos x + C3 sin x)
Y2(X) = e3z [(c2 + C3)COSX - (C2 - c3)sinx]
Y3(X) = cle 2z
+ e3Z [(2c2 -
C3)COSX
+ (C2 + 2C3) sin x]
16. Tl = 2, T2 = 3 T3 = 3.
= cle 2z + (C2 + c3)e 3z

Y2(X) = cle 2z + C2 e3z
Y3( x) = Cl e2z + C3e3z
Yl(X)
Solutions
262
17. rl = 3, r2 = -1 r3 = -1.
Yl ( Z) = Cle 3", + C2 e-'"
Y2(Z) = -cle 3", + (C2 + 2c3)e-'"
Y3(Z) = -3cle3", + C3 e-'"
18. rl = 1, r2 = 1 r3 = 2.
Yl(Z) = (Cl + c2z)e'" + C3 e2",
Y2(Z) = (Cl - 2C2 + c2 z )e'"
Y3( z) = (Cl - C2 + C2Z )e'" + C3 e2",
19. rl = r2 = r3 = 1.
Yl ( z) = (Cl + C3Z) e'"
Y2(Z) = (Cl + 2c2z)e'"
Y3(Z) = (Cl - C2 - C3 - c3z )e'"
3.43
1.
2.
Yl ( z) = Cl + C2Z + 2 sin Z
Y2(Z) = -2Cl - c2(2z + 1) - 3sinz - 2cosz
3.
Yl(Z) = cle 2", + 3c2e4", - e-'" - 4e 3'"
Y2(Z) = cle 2", + C2e4", - 2e-'" - 2e 3'"
4.
Yl ( z)
Y2(Z)
= Cl e'" cos Z + C2 e'" sin z + e'" + z + 1
= -cle"'(cosz + sinz) + C2e"'(COS z -
sinz) - 2e'" - 2z-1
263
5.
Yl ( Z) = Cl eZ + C2 sin Z + C3 cos Z
Y2 ( z) = - Cl eZ + C2 cos Z - C3 sin Z + Z
Y3( z) = C2 sin Z - C3 cos Z + 1
6.
Yl ()
Z
1 -z 1 2z 1 -2z 1 Z 3 3z
= -Cle
+ -C2e
+ -C3e
+ -e
+ -20e 3
6
2
6
1 -2z 1 Z
7 3z
-C3e
- -e + - e - 2
2
6
20
1
-z
1
2z
1
Z
1
3z
Y3 ()
Z = - -Cl e
+ -C2e
- -e +-e
3
3
6
4
Y ()
Z
1 -z 1 2z
= -Cle
+ -C2e
3
6
7.
= cle z + C2e3z + ze z - e 4z
Y2(Z) = cle z + C2e3z - (z + l)e + 2e 4z
Yl(Z)
s.
Yl ( z) = Cl Z + C2 + 2 sin Z
Y2( z) = 2Cl Z - Cl - 2C2 - 3 sin Z - 2 cos Z
9.
Yl(Z)
Y2(Z)
= Cl + 2c2e-z + 2e- log lez - 11

= 2Cl - 3c2e-z - 3e- z log le z - 11
Z
10.
+ 2C2Z Y2(Z) = (Cl + 2C2Z Yl(Z) = (Cl
11.
Sz~)eZ
C2 - Sz! + 10zl)ez
Solutions
264
3.44
1. The general solution
Yl(Z)
Y2(Z)
= 2Cle2z + C2 e3z
= Cle2z + 2C2e3z
The solution of the Cauchy problem

Yl(Z) = e 2z _ e 3z
Y2(Z) = e 2z - 2e 3z
Yl(Z)
Y2(Z)
= Cle2z + C2e- 2z
= 2Cle2z + 5C2e-2z

Yl(Z) = e- 2z
Y2(Z) = 5e- 2z
+ C3) cosz + (-C2 + C3) sinz

Z
Y2 ( z) = Cl e + C2 cos Z + C3 sin Z
Y3(Z) = cle z - C2 sinz + C3 cos Z
Yl(Z) = (C2

Yl(Z)
= cosz
Y2(Z)
= ~(cos Z + sinz)
Y3( z)
= ~(cos Z -
sin z)
4.
= e- 2Z (1_ 2z)
Y2(Z) = e- 2Z (1 + 2z)
Yl(Z)

Yl(Z) = Cle2111 + C2e3111 + Z2
Y2(Z) = Cle 2111 + 2C2e3111 + z
+2

Yl(Z) = Z2
Y2(Z) =
+2

Yl(Z) = ClCOSZ + c2sinz - zcosz
Y2(Z) = (C2 - Cl) cos Z - (Cl + c2)sinz + z(cosz + sinz)
= (1- z)cosz - sinz

Y2(Z) = (z - 2) cos z + zsinz
Yl(Z)
7.
Yl
()
Z
Y2 ()
Z
III
III
1 2111
= 25 e - 36 e
7 2111
= 25 e + 36 e
8.
Yl(Z) = 2(2e lll + e- III )
Y2(Z) = -e-III - elll
9.
Yl ( z) = -5e lll sin z
Y2(Z) = e2111 (cosz - 2 sin z)
10.
Yl(Z) = (sinz - 2cosz)e- 1II
Y2(Z) = e-lilcosz
265
Solutions
266
11.
Yl(Z)
= --z -
3
9
1
5
Y2(Z) = -z +3
9
12.
+ +z
Yl ( z) = e 2z + e 3z z2
Y2( z) = 2e 2z + z + 1
3.45
-1.."
Fly' + q4>l2y =
1.
Y" + (p4>' -
2.
p4>' - ' = Aj q4>12
4>"
3.
a)
4>(t) = t 2 , Y =
b)
4>(t)
3.46 1. z =
2.
e-
= B,
A, B E R
~ [Cl cos -2vI3X + C2 sm

. -2vI3X
= tant,
Z2
= Cl Vl + z2 + C2 Vl + Z2
Vi
2
Y = C1 e Z
2
Y = Cle Z
2
Y = Cle Z
1
+ C2 ez 2 + __
e mz
2
+ C2 e- + 2z e
2
+ C2 e2Z e
Z
Z
Z
m2-1
2
3.4 7 We proceed in Problem 3.46.

3.48 1. Y" + )..2y = 0
2. Y = Cl cos().. arccos z) + C2 sin().. arccos z)
3. We use the formula
4. Y =
z2-l
if m =I- l
if m = 1
if m =-1
267
3.49
a) z" - 4z - 4e- 211 = 0, b) z" - kz - 4>(Y)

a) z = cle21/ + C2e- 211 - ye- 21/
a) z = e21/ - e- 211 - ye- 21/
1.
2.
3.
=0
3.50
3.51
1.
2.
3.
4.
5.
3.52 1.
W[Zj Y, Yh ZY1] = 0
::::} Y" - 2wy' + (w 2 - w')y = 0
equivalent to (y exp( -
r w( s )ds" = 0
Jzo
= cexp( rz w(s)ds)j Y2 = cz exp( - r w(s)ds)

~
J~
2
p(z) = -2w(z)j q(z) = w (z) - w'(z)
Yl
2.
-Y' = z,
Y
z' + z2 - 2wz + w2 - W' = 0
(z - w)' + (z - W)2
=0
::::} z(z)
1
= w(z) + z+c
etc.
Solutions
268
3.
3.53
= 0,
1
p(z) = --,
z
Zl + Z2 = 0
q' + 2pq
1.
2.
3.
= J -qY1
~
~
q(z) = _Z2, Y = C1e-T + C2eT
q < 0,
y~
Zl, Z2 are the solution of Riccati equation corresponding to Y1 and Y2,

respectively.
4. Z = ..;=b + ~ etc. (Riccati equation possesses the solution
Z
= ..;=b, b < 0).
For p(z)
3.54
= -~, z(z) = ~:;~1.
1.
2.
3.55 We proceed as in 3.53, observing that
L[Y1]
=0
and L[
1..]
=0
Y1
3.56 Differentiating eq. (2) we get
Y Y' y lII
Y1
yf
yf"
Y2 y~ y~'
y' ylll + py' + qy

Y1 yf yf' + pyf + qY1
Y2 y~ y~' + py~ + qY2
Y
-0-
Since W[z; Y17 Y2] #- 0, ylll + py' + qy = o.

To obtain the general solution of eq. (2), we observe that the general
solution of the homogeneous equation is y = C1Y1 + C2Y2, W[z; Y17 Y2] #0, and we apply the method of variation of constants.
2. pi = q
If p( z) = ~, q( z) = ~:, the equation (Euler) Z3 y" + ZY' - 2y = 0
possesses the solutions Y1 = lzl cos log ~z and Y2 = lzt sin log ~z,
for which W[z; Y1, Y2] = 1.
269

3.57
1.
!(x)=1+(3x+A)2' AER
2.
3.
Y = e-:!:[A(3x + A)3 + B(3x + A)3];

1
u' + U 2 + 2u + ! = 0;
y~
1
_ 1
Ul = Yl = 3x + A
'
U2
y~
= Y2 =
A,B E R
2
3x + A - 1
3.58
1
x
1
x
2.
p(x)=-(1+-); q(x)=-
3.
u( x) = 1 - x + 1 + AX
Y = Cl (x + 1) + C2e:!: - x 2 - 2x - 2
4.
3.59
3.
x(1- X)y" + [1- 2x + A + JLx(1- x)]y' + (A' + AJL)Y = 0

cx 3 + (1- X)3
Al = 2x, A2 = 2(x - 1); A = 2 2 (
)
4.
2
A = 2x JL =--
5.
Y = Cl x 2 + C2( x -
.!:.)
2
6.
Y = ClX 2 + C2(X
~) -
1.
cx
1-
X 2
e-:!:(x 2 + x - 1)
3.61 1. We assume that the set [a, b] n Z'II is infinite; being bounded it
has an accumulation point.

Let us consider x!, X2, ... ,x n , , Xn E Ztn liIDn-+oo Xn = Xo
By continuity of y we have y(xo) = O.
For n E N, ::len E [xn, Xn+l], y'(en) = 0 (Rolle theorem). Since
en ---7 Xo, y'( en) ---7 y'( xo) = O. But, from the uniqueness of solutions of
the Cauchy problem y = O. We got contradiction.
2. If Y2( x) has no zeros in (Xl, X2, then 4> = ~ satisfies Rolle theorem
on [Xl, X2], therefore, ::Ixo E (x!, X2) such that 4>'(zo) = W[:!:!Ir''II2) = 0,
contrary to the assumption that Yl and Y2 are linearly independent.
Solutions
270
If Y2 has two zero Zo and 2:0 between Z1 and Z2, interchanging the
roles of Y1 and Y2, on the basis of the first part of the proof we see that
Y1 must have a zero between Zo and 2:0, which is in contradiction with
the assumption that Z1 and Z2 are consecutive zeros of Y1.
2 1
3.62 1. Zll + (1 - nz2 I )Z = 0
2. d=7r.
3. For 0 < n <
d < 7r; for n >
d > 7r; for n =
d = 7r. 4.
,,00 (-:;t3
l,
Y = L.t1e=0 4 Ie!
3.64 1. Yn = Cnsin(2n + 1)fz, if An = [(2n + 1)f]2; otherwise Y =
2. 1# (2k + 1)f
3. y= O.
4. The unique solution.
2i
2
o.
CHAPTER
The Method of Laplace Transforms
4.2
1.
2.
3.
4.
5.
6.
1
p
n!
pn+1
r(a + 1) where r(a + 1)

pn+l
1
p-)..
p2
f3
p2
7.
8.
9.
10.
+ f32
+ f32
p-a
(p - a)2 + f32
p2 _ f32
(p2
+ (32)2
2pf3
271
= 100
00
uQe-Udu
Solutions
272
4.3
1.
2.
3.
p+1
p2
4
p2
+ 16
2
4.
p(p2 + 4)
b
p2 _ b2
5.
f(z)
6.
7.
= ea:log a
Lf
1
p -loga
2-p
p2+1
1
(p- 1)2
8.
cos 3 Z = (
9.
sinh 2z =
10.
=?
eia:
+ e-ia:
2
e 2a: -
-")3 - r
e- 2 a:
L __
p(p2 + 7)
f
(p2 + 1 )(p2 + 9)
,f(z)
2"e 2a: sin 5z
2"e- 2a: sin 5z
using the result of 4.2, 8 we get

20p
[(p - 2)2 + 25][(p + 2)2 + 25]
12p
4.4 1. Let F(p) be the Laplace transform of f(z). We have Lf'(p) =

pF(p) - f(O). But f(O) = 0, f'(z) = 2sinzcosz = sin2z, Lsin2z =
p2~4' Therefore, p2~4 = pF(p) =? F(p) = P(P;+4) = L sin2 z.
6
2.
3.
4.
5.
(p2
+ 1)(p2 + 9)
p4 + 16p2 + 24
p(p2 + 4)(p2 + 16)
4p
(p2 + 4)2
p2 - 49
(p2 + 49)2
273
4.5
1.
2.
3.
4.
5.
1- e-P
1- 2e-P +.e-2p
1- e-P
e- ap
p+b
1 + e-p7r
r + 1 1 - e-p'Ir
1
4.6 We decompose F(p) into simple fractions
1
p(p-l)(r+4)
We have A
Cp+D
= -p- p-l + r+4
= -1, B = h C = t, D = -h i.e.
Using linearity of Laplace transform, we get
fez) = -1 + !ell: + ~cos2z - ~sin2z

5
5
10
2.
F(p)
fez)
p-l
(p-l)2+4
=
=
= e:!:[cos2z + ~sin2z]
+ (p-l)2+4
3.
fez) = 112e2:!: - 112e-:!:[coszV3 + V3sinzV3]
4.
fez)
5.
r+ 1
= --1 + e:!: -
fez) =
4.7 1. F(p)
1
p-l+l
(p-l)2+4
4" -
=?
3
2
_e 2:!: + _e 3:!:
2
1
1
3"coshz + 12 cosh2z
= p!::rr~l.
We observe that L(coshz)
= p!::r, L(sinz) =
Solutions
274
Therefore Il--1 = L( cosh z * sin z) = LU: cosh( z - t) sin t dt).

Thus, J(z) = f:cosh(z - t)sintdt = Hcoshz - cosz).
2. J(z) = f:cos(z - t) cos tdt = Hsinz + :ccos:c).
4.8 We denote Y(p) = (Ly(z(p). We have F(p) = r+;+ly(p) -1.
2.
3.
F(p) = (1 - 2p)Y(p)
F(p) = (p3 - p2 + 2p - 2)Y(p) - p - 1
4.
F(p) =
y-1 Y(p)
p
4.9
1.
y(z) =
2.
y(z)
~(e-2. -
cosz + 2 sin z)
3.
= cosz
1
5 3. 2
y ()
z = i e + 12 e- - 3
4.
4 .2
1
3 111 sm
'2z - Sey ()
z = Secos :c - S
5.
y(z) = -1-
6.
1/(z) = e:l!(cosz + sinz -
7.
y( z) = 3e - 3 - 2z -
8.
y(z)
III
10.
~) + ~e-3:1!
3
Z2 -
m
1
= "2Z2
+ (1- m):c + (m -1) + (2" -
+~( cos:c 9.
~(sinz + cosz + e=)
83
m)e- +
sin:c)
y(z) = 80 cosh2z - 10 cosz + 16 cos2z

y(z)
= ~sin2:c + 112 (cos2:c -
cos4:c)
4.10 We denote Y(p) = (Ly(:c(p) and Z(p) = (Lz(:c(p). Applying

the Laplace transform to the system and taking the conditions into
account, we obtain

2.
275
5 2t _ _1 e- 2t y(t) = _e
5 2t _ _1 e- 2t
x(t) = _e
2
3.
2'
3(p - 1)
y(y + 1)(y + 4)
3(p - 1)
X(p) = y(y + 4)
Y(p)
Z(p)
=Y ~ 1
Y +1
x(t) = ~(1- t) - ~cos2t + ~sin2t

{ y(t) = ~(1- t) + ~cos2t - ~sin2t - cost
z(t) = cos t
4.
{ y(x) = HelD + 2 cos 2x + sin2x)

z(t) = HelD - cos2x - tsin2x)
5.
6.
7.
x(t)
x(t)
=2-
= _etj y(t) = OJ z(t) = e t
e-tj
y(t)
=2-
e-tj
z(t)
= 2e- t -
4.11 1. We denote ~(p) = L(4)(x))(p) and find ~(p) 4>(x) = xe ID
2.
3.
4>(x) = 1
4>(x) = sinx
4.
4>(x) = 3"[2 cos J3x
5.
4>(x) = x+
6.
~(p)
7.
4>(x) = 1
4>(x) = 1
8.
= -,
p
+ 1]
x3
6"
4>(x)
=1
Solutions
276
4.12
= e- Z -
ze- z ,
8 2Z 1
= ge
+ 3"ze- z -
1.
4>l(Z)
2.
3.
4.
5.
4>1 ( Z) = sin z, 4>2 ( Z) = 0

4>l(Z) = 3e z - 2, 4>2(Z) = 3e z - 2e 2z
4>l(Z) = 2sinz,
= COSZ,
4>l(Z)
4>2(Z)
4>2(Z) = 2cosz -1,

4>2(Z)
= sinz,
ge- Z
4>3(Z) = z
4>3(Z) = sinz
+ cosz
4.13
1.
2.
4>( z) = ze z - e Z + 1
4>(z) = _e z
3.
4>(z) =
4.
4>(z) = 1- e- z - ze- z
5.
4>(z)
~z sinz
= 1- z + 2(sinz -
cosz)
4.14 1. Applying Laplace transform, we obtain
I.e.
_ F(p)
1
+ 3
_
(p)- 4 [1-e-p 1-3e-pJ -
= F(p) [1
= F(p)
+ e-P + e- 2p + ... + e- np + ... J + 3F(p) [1 _
+ F(p)
4
f:
e-np[l
+ (-3t+ 1 ].
n=1
Therefore
y(z) = f(z)
+ 4" 2: e-np[l + (-3t+1]f(z 00
n=1
2.
y(z) = cos z.
n).
e- 3p +
... J =
277
= Y(p). Then
L(y'(a:))(p) = pY(p) - y(O)
4.15 1. Let L(y(a:))(p)
L(y"(a:))(p) = p2y(p) - pY(O) - y'(O)

d
L(a:y"(a:))(p) = - dp {p2y(p) - py(O) - y'(O)}
dY
= _p2 dp - 2pY(p)
+ y(O)
dY
_p2 dp - 2pY(p) + y(O) - 2pY(p) + 2y(O) = 0
and
Y(p) = y(O)
P
Thus, the solution is
+ ci
p4
a:e Z
y(a:) = y(O) + cIT
2.
3.
4.
4.16 1.
f(t) = -1.
2'7n
G+ioo
G-ioo
eflZ
(p - 1)3
We look for the residuum of the function FI(p)
da:
= (p:;)3
Therefore, /(a:) = z~r
2.
peflZ
FI(P) = (p + 1)(p + 2)(p + 3)(p + 4)
Solutions
278
= ~-l
lim (p+ 1)Fl(p) = _~e-Z
6
r2 = lim (p + 2)Fl(P) = e- 2z
rl
~-2
r3
= ~-3
lim (p + 3)Fl(P) = _~e-3Z
2
r4
= lim
~-4
~3e-4Z
(p+ 4)Fl(P) =
Therefore
3.
f( z) = 2e z
4.
f()
Z
5.
1(2z 2 - 6z + 3) e - -e1
2. (zV3"
11")
f()
Z = + -sm
+-
=-
4z - 3
1 Z 1 2z 1 3z
-61 + -e
- -e +-e
2
2
6
-
24
CHAPTER
Integral Equations
5.1 1. It follows from the equation that the solution has the form
Substituting this to the equation, we obtain the system
which has the solution C1 = -12, C2 = -7. Therefore, the unique

solution of the equation is cf>(x) = -12x - 6.
2. We look for cf> of the form
and obtain the algebraic system

[1 - (4V;-6) ]C1 + (4V3 - 6)C2
(4V3 - 6)C1 + [1 - (4V;-6)]C2
=0
=!
which does not have solutions. Therefore, the equation has no solutions.
3. We look for 4> of the form
279
Solutions
280
and obtain the algebraic system
(4V3 - 6)C1 - (4V3 - 6)C2 = 0

_(4V;-6)C1 + (4V3 - 6)C2 = 0
which has the solution (Cb V:Ct) and therefore, the equation has the
solution
4>(x)
= 6x 2 -
6x
+ 1 + (4V3 -
6)(x
V3
+ "3)C1
VC1 E R.
4. We look for solutions of the form
Substituting this to the equation, we obtain the system
!C1
- !C
2 = !2
3
2
+ ~C2 = ~
= -3, C2 = -3.
-~C1
which has the solution C1

Therefore, the unique
solution of the equation is 4>(x, y) = 1 - 6x - 6y.
5.-7. As above.
5.2 1. We look for solutions of the form
4>l(X) = C1x + C2X2 + X

4>2(X) = C3 + (1 + x)C4 + 1- x.
Substituting into equation, we obtain
4>l(X)
122
= -189 x -
32
63x
+x
1
2
4>2(X) = - - + -(1 + x)
7
21
+ 1- x
2. As in 1.
5.3 We write the equation in the form
4>( x)
Therefore
= AloW (cos x cos y -
sin x sin y )4>(y )dy + cos 3x.
281
Integral Equations
where
C1 = fo'7r 4>(y) cos y dy,
C2 = fo'7r 4>(y)sinydy.
Substituting here the expression for 4>(y), we obtain the system for C1
and C 2 ,
{ C1 =
C2 =
J:( C1A cos:z: J:( C1A cos :z: -
which becomes
C 2 A sin:z:
C 2 A sin:z:
+ cos 3:z:) cos y dy

+ cos 3:z:) sin y dy
{ C1{1- Ai) = 0
C 2 (1 + Ai) = 0
The determinant of this system is
L\(A) =
11 -oAi
1 + Ai
I=
1_
A2
4
7["2
If A f:. ~, (r(A) f:. 0) the algebraic system has the unique solution
C 1 = C 2 = 0, and therefore
4>(:z:)
= cos 3:z:.
If A = ~, the defining system has the solution C2 = 0 C1 arbitrary and

thus
2
4>(:z:) = -C cos :z:
7["
+ cos 3:z:.
If A = -~, the defining system has the solution C1 = 0 C2 arbitrary

and thus
4>( :z:) =
!C sin:z: + cos 3:z:.

7["
2.
4>(:z:) = A(e - 2)(5:z: 2
3. If A f:. -2
4>( :z:) = 2
3)
+ ell!,
VA E R
~ A sin log:z: + 2:z:
if A = -2, the equation does not have solutions.

4. If A f:. ~
2B2
Solutions
if A = ~, the equation does not have solutions.

5. If A =I 2 and A =I -6
4>( ) = A(12Az - 24z - A + 42
z
6(2 - A)(A + 6)
if A = 2 or A = -6, the equation does not have solutions.
6. If A =I ~ and A =I
4
() 5(7 + 2A) 2
4> z = 7(5 _ 2A) z + z
if A = ~
4>(z)
25
= Z4 + 7"Z2 + Cz
i,
if A = the equation does not have solutions.

7. If A =I lOB and A =1124
if A = lOB or A = 124, the equation does not have solutions.

B. If A =I ~
2A'If'
4>(z) = 1 +
A cos 2 Z
2 - 'If'
if A = ~, the equation does not have solutions.
9. If A =I i
4>(z)
=e-
2A
if A = i, the equation does not have solutions.

10. If A =I
2'1f'2A
4>{z) = z + 1- 'If'2A Iz - 'If'1
;2
if A = i, the equation does not have solutions.

11. If A =1-3
4>{ )
Z
= 3z{2A2 Z -
2A2 - 5A - 6)
{3 + A)2
+ {A + 3)2
if A = -3, the equation does not have solutions.
283
Integral Equations
12. IL\
=1= -~
and A =1= ~
,1,.( ) _
3 4A + 5
5 4A + 3 z
'f' Z
4>(z)
= Z3 -
ifA-!
2
11
15 z
+Z
+ Oz2
if A = -~, the equation does not have solutions.

13. If A =1= 1
4>(z) = sinz
if A = 1
4>(z)
= 0 1 cos Z + O2 sin2z + sinz.
5.4 1.
7r 2
4>(z) = --sin2 z
7r-1
+ 2z -
7r
2.
4>(z) = tanz
Substituting to the equation, we find the following system of equations
{ 01
01
which has the solution 0 1

the integral equation is
+ 302 =-l
+ O2 =-~
= -;4' O2 = -;4.
()
4> z = z -
4" -
Therefore, the solution of
5
12
Substituting to the equation, we find the following system of equations
{ !01 - O2 =-i
-l01 + 0 2
t =-t
Solutions
284
which has the solution G1
the integral equation is
= 21,
G2
= 13.
Therefore, the solution of
cf>(x) = 18x 2 + 12x + 9
5.
cf>(x)
15
= 32(x + 1)2 + 16
5.5 1. We look for solutions of the form
i:
i:
i:
where the constants G17 G2, and G3 are defined by
G1
cf>(t) cos t dt G2 =
i:
i:
i:
t 2cf>(t)dt G3
cf>(t) sin t dt
Substituting cf>, we find
G1
G2 =
Gs =
and
(G1 At + G2 Asin t + GsA cos t + t) cos tdt

(G1 At + G2A sin t + GsA cos t + t)t 2dt
(G1 At + G2 Asin t + G3 A cos t + t) sintdt
G1 - ),:rrGs = 0
{ G2 + 41\'"Gs = 0
-2A1\'"G1
A1\'"G2 + Gs
=2
The determinant of this system is Ll(A) = 1 + 2A21\'"2

Therefore
i-
2A1\'"2
G1 = 1 + 2A21\'"2
SA1\'"2
2
G = -1 + 2A21\'"2
21\'"
G3 = 1 + 2A21\'"2
and the solution is
cf>(x) =
2A;2
1+2
1\'"
(A1\'"X - 4A1\'"sinx + cos x) + x
0, VA E R.
Integral Equations
285
2.
3. A =J 2
</>(x) = 2-A
A = 2 - there are no solutions.
4. A =J 1
</>( x)
7r 2 A
= - 8( A -

5.
2A2x +
A.. ()
X =
e:
1+
6. A =J 2
</>(x)
1)
+ ,/1 - x2
+ x)logx
A2
48
29
6(
)
+-1-4x
= ~sinx
2-A
7.
8.
</>(x) = 2(2 cos x + 7rAsinx)

4+7r2A2
9.
</>( x)
= A7r sin x + cos x
5.6 Suppose that the function K can be written in the following form
m
K(x, t)
=L
ai(x )bi(t).
i=l
The integral equation takes the form
</>(x)
= fai(X)
i=l
We denote Oi
constants.
lb bi(t)f(t,</>(tdt.
a
J: bi(t)f( t, </>( tdt, i = 1, ... , m, where Oi are unknown
Solutions
286
Therefore, we have
>(x) = 'Lai(X)Gi .
==1
Substituting this back to the G. equation above, we obtain the system

of m equations, to wit
If the solution of this system do exist, say Gf, G~, ... , G!, the solution
of integral equation is
m
>(x) = 'La.(x)G?
.==1
It is clear that the number of independent solutions of the integral

equations will be equal to the number of independent solutions Gf.
5.7 1. Let us denote
G=
lab t>2(t)dt.
Then, the solution will have the form
4>(x) = )"Gx.
Substituting this to the initial equation we find the algebraic equation
with solutions G1 = 0 and G2 = >,.'\.

Assuming that)., #- 0 we have two solutions of the integral equation
4>(x) = 0,
4>(x) =
IX.
>(x) = Get
Inserting into the initial equation, we find
(e2" -1)G - 3G + 3(e2" - 1) = 0

3
Integral Equations
287
which does not have real solutions. Therefore, the integral equation
has no real solutions.
3. - 8. Similarly to 1., 2.
9. Denoting 0 = J~ t(j>2( t)dt, we look for solutions of the form
4>( z) = 0 Az2. As before, we derive equation for 0, to wit, 0 = C26>.2
which has two solutions 01 = 0 and O2 = ~. Thus, 4>( z) = 0 is a
solution for every Aj if A f:. 0, the equation possesses additional solution
4>(z) = ~Z2.
10. Denoting 0 = J~ 4>2(t)dt, we look for solutions of the form
4>( z) = 1 + AO. The constant 0 satisfies
If A ~ ~, the equation has the solution
11. Denoting 01
= J~ t4>(t)dt, O2 = J~ t4>2(t)dt, we find
and 01 and O2 are solutions of the system
This system has as solutions 01 = 0, O2 = 0, in which case 4>( z) = 0

and 01 = 9i(3 - A), O2 = 912(3 - A)2 leading to 4>(z) = 3i(3 - A)Z.
5.8 1. Denoting 01 = J; 4>(t) cos 2t dt, O2 = J; 4>(t) cos 3 t dt we look for
4> of the form
4>(z) = 01ACOS2Z + 02Acos3z.
Substituting into the equation, we find
{
~(A) =
1 - >'1r
o4
(I - >'41r)01 = 0
(1 - >'S1r)02 = 0
0
1 _ >'1r
S
= 0 =>
Al
= -,
11'"
A2
= -.
11'"
288
Solutions
For A = ~, C2
= 0, C1 is arbitrary and
For A = ~,
C1
11"
= 0, C2 is arbitrary and
4>(z)
2. Denoting 0
= C2 A cos 3z.
= J~ t4>( t)dt, we look for

4>(z)
= OA(3z -
4> of the form
2).
= 0 and therefore the equa-
Inserting this into the equation, we find 0

tion has no nonzero solution.
3. We look for 4> of the form
For 0 1 and O2 we get the equation
A2
~(A) = 1 + 150
#0
We see that 0 1 = 0, O2 = 0, 4>( z) = O. The equation has no nonzero

solution.
4.
5.
6.
7.
8.
9.
10.
11.
A=--, 4>( z) = C sin2 z

7r-2
Solutions do not exist
1
A= -, 4>( z) = 0 sin z
7r
A = 3, 4>(z) = O(z - 2Z2)
1
10
5
A =-, 4>(z) = O(2"z + 3 Z2 )
2
1
3
A =-, 4>(z) = O(2"z + Z2)
4
e
A = --,
2
4>(z) = 0 sinhz
289
Integral Equations
12.
13.
A1
= -!,
7r
A1
= -,
7r
4>1(Z)
=0
A1
= -,
2
4>1(Z)
= Oz
A2
= 27 + 3V61,
14.
= 0 sin z
, _ 27 -
cos Z
4>2(Z)
"'3 -
15.
16.
4>1 (z)
3V61 ,'fJ3 Z
"I,. (
= 0(Z2 +
) _
O(
6-
V61)
+ 6 +5V61)
A = 1, 4>( z) = 0 arccos z
A1 = 1, 4>1(Z, y) = 0[4(z + y) + 1]
A2 = 1, 4>2(Z,y) = 0[4(z + y) - 1]
5.9 1.
Aa7r3
2Ab
= 12(1-2A) smz+ 1-2A +az+b

E R. For A = ~, the equation has the
4>(z)
for A -I- ~, Va, b

a = b = 0, which is
2.
solution iff
,,1,.( ) _ 2( a - 2Ab).
b
z 2 + A7r smz +
'fJ
if A -I- ~. For A = ~,
4>( z)
Va, b E R. For A =
a7r -
27r
4b .
sm z + b + 0 1 cos z
-~, the equation has a solution if a7r
3.
4>( z)
+4b = OJ then
2Aa + 3c
3b
2
= 3( 1 _ 2A) + 3 _ 2A + az
if A -I- ~ and A -I- ~ Va, b, c E R. For A = ~, the equation has a solution

if a + 3c = OJ
Solutions
290
For A = ~, the equation has a solution if b = OJ then
4.
2a
5Ab
4>(x) = 3 _ A + 3(5 _ A) Z
+b
if A =I- 3 and A =I- 5 Va, b E R. For A = 3, the equation has a solution if

a = OJ
4>(x) = b(2"x 2 + 1) + 0 1
For A = 5, the equation has a solution if b = OJ then
5.
""()
'l"x=
2a + Ab( 4 - 11")
2 - 2A1I"
+2-
2
b 2
z+x
(4 -1I")A
if A =Iand A =I- 4~11' Va, b E R. For A

a1l" + 4(b - 11") = OJ
*'
For A = ~, the equation has no solutions.

5.10 1.
4>(x) =
2.
4>(x) = Ox
3.
4>(Z) = 2 e
IB -
2 + (2 - e)z
5.11
1
1.
4>(x) =
2"
2.
4>(z) =
3.
4> ( x) -x - -x + a
1
411"
1
2
the solution exists if
291
Integral Equations
4.
5.
5.12 1. Differentiating twice, we obtain
which is a linear homogeneous equation, therefore
2. We differentiate and obtain the differential equation y' = y + 1.

Thus, y = Cea: - 1.
3. We assume that 1 E cm+1. Differentiating with respect to z
m + 1 times, we get
4. Assume that 1 E Cl. We see from the equation that 4>(0) = 1(0).
Differentiating, we obtain
Taking the initial equation into account, we find
4>' - (A + 1)4> = !'(z) - I(z), 4>(0)
= 1(0)
This is a linear differential equation.

5. Differentiating with respect to z, we obtain the equation
4>' - 4>2 + z4> - 1 = 0, 4>(0)
=1
This is Riccati equation with the particular solution 4>( z)

6. Differentiating, we obtain the equation
This is an equation with separable variables.
= z.
Solutions
292
7. Changing variables az
= t, we find
fori: </>( t) dt = nz</>( z)

which, by differentiation, leads to the linear differential equation
nz</>'(z)
+ (n -
1)</>(z)
=0
whose general solution is </>( z) = z - "'-;,1

5.13 1. Since the functions which appear in the equation are differentiable and </> E at, we can differentiate the equation to get
</>(z)
= - fori: sin(z -
s)</>(s)ds
= z,
</>(0)
=0
Differentiating once again, we find

</>'(z) -
fori: cos(z - s)</>(s) ds
= 1
Taking the initial equation into account, we find

Z2
</>'(z) = -
</>(z)
From </>(0)
= 0, 0 1 = O.
+1
Z3
= "6 + z + 0 1
Thus
2. Differentiating successively, we obtain
</>" - 4</>' + 3</>
=0
which is a linear equation with constant coefficients. Taking z

see that
</>(0) = </>'(0) = 0
= 0, we
293
Integral Equations
Thus, the solution of this problem is
3. Differentiating with respect to z, we obtain Volterra equation of

second kind
whose solution is 4>(z) = 1- e=-.
4. Differentiating successively, we obtain
9z 24>(z) - Jo (5s
+ 4z)4>(s)ds =
16
"3Z3
18z4>(z) + 9z 2 4>'(z) - 9z4>(z) - fa=- 44>(s)ds

9z 2 4>" + 27 z4>' + 54> = 32z
This is a Euler-type equation, whose general solution is
The solution, continuous on R is 4>( z) = z.
5.
4>(z) = (1- z)e- 2 =-
6.
4>(z)=I-z
5.14 1. Differentiating with respect to z, we obtain
This can be turn into the differential equation
y' = ~y'i __1_

2
2Vi
whose general solution is
= 16z2
Solutions
294
2. Differentiating, we obtain
From this we find 2yy'
= y2 -
1, whose general solution is
5.15 1. we denote y"(Z) = </>(z). It follows that
y' = foz </>(8)d8 + 0 1 =>

y(z)
= foZ(foZ </>(u)du]dt+ 01Z + O2 =
= foZ(z - 8)</>(8) + 01Z
Since y(O)
equation is
0, y'(O)
1, we have 0 1
+ O2
=
1, O2
= o.
The integral
2. As in 1.
y" = </>( z) => y = foz (z - 8)</>( 8) d8
=> </>( z) + foZ (z - 8)</>( 8) d8
= sin z
3.
y"
= </>(z) =>
y'
= foZ </>(8) d8 + 1
=> y = foz (z - 8)</>( 8) d8 + z

=> </>( z) - 3 foz </>(8) d8 + 2 foz (z - s )</>( s ) ds + 2z + 3 = 0
</>(z) + foz (2z - 28 - 3)</>(8) d8
= -2x - 3
4. It follows from the equation that y"
y'(z) =
y(z)
fo [2S z
= foZ(z -
= 2z -
zy. Then
8y(s)]d8 + 0 1
S)(28 - sy(s))d8 + 01X + O2
295
Integral Equations
The initial condition give C1
4>(x)
or
= C2 = O.
The integral equation is
= foz s(x - s)(2 - 4>(s))ds
>( x) + (Z s( x _ s )>( s ) ds
Jo
= x3
6
5.16 1. The equation may be written as
>(x) = x(1 +
Denoting y
y'(x)
foz s>(s)ds
= 1 + f; s>( s) ds
and differentiating this equation, we find

x>(x). Taking the initial equation >(x) = xy(x) into account,
3
= x 2y(x), with the solution y(x) = CeT.

C = 1 and >(x) = xe T
we get y'(x)
From y(O)
.,3
2. Differentiating the equation, we get >'(x)

thus, >(x) = x - :;.
3.
>(x) = 4x + 1
+1
(1 + x)e
2x
4.
5.
6.
Z
>(x) =
>(x) = sinx
>( x) = cosh VIx
7.
>(x)
= I(cosh VIx -
5.17 Area OAMC = 2 Area CBM

Area OAMC = f;ydx
Area CMB = xy - f;ydx
We obtain the equation foz y dx = 2( xy -
foz ydx = 2xy ::}
1)
foz y dx)
3y = 3y + 2xy'
::} 2xy' = y,
y2
= 1-
= Cx, y(2) = 4 and therefore C = 8, y2 = 8x.
x, >(O)
= 1,
= 0,
Solutions
296
5.18
LIII ydz = a LIII J1 + yt2 dz

y = aJ1
y' =
+ yt2
!"J
y
a
dy
J y2 -
a2
2 -
= dz
a
log(y + y 2
y( a)
y
y
5.19
ZG
=0
+ Jy 2 -
a2
a2 )
= :.a + C
'* C = log a
a2
= ae::l::fo,
y=a
e a
-
+ eTa2
= a cosh -a
= ~z
fOIll zydz
f;ydz
3
4
~--=-z
Differentiating
r y dz + zy = ~410r y dz + ~zy
4
10
!..
(III ydz = _!..zy

410
4
2y = -zy'
y = Cz- 2
1
y(1) = 1 ,*C=1,*y=Z2
CHAPTER
Numerical and Approximate Methods of

Solving Differential and Integral
Equation
6.1 Taking the initial condition into account, the equation is equivalent
to the following equation
The sequence of successive approximations is
Taking yo{x) = 0, we obtain
297
298
Solutions
M := max{l/(x, y)l, (x, y) ED}

1
max{lx 2 + y21, Ixl ~ 1, Iyl ~ 2"}
= 1.25
L := max{I/;(x, y)l, (x, y) ED}

1
max{12yl, Iyl ~ 2"} = 1
According to condition (6.4), we choose h
get from (6.3)
= ~,
thus for x E [O,~] we
and
2
5 (0.4)4
max{ly(x) - Y3(x)1 : x E [0, 5]} ~
96
~ 0.00133
6.2 The sequence of successive approximations is
we choose the initial approximation in the form
Yo(x) = Yo
Yo
= 1,
y~
= 0.ly5 = 0.1,
Thus
yo(x)
yeO)
y"(O)
+ l!x + 2'!X2
y"(O)
= 1 + 0.2yoY'(0) = 1.02
= 1 + O.lx + 0.51x2
I(x, Yo(x)) = x + 0.ly5 =

0.1 + 1.02x + 0.103x2 + 0.0102x 3 + 0.0260x4
Hence
Yl(X)
= 1 + foX [x + 0.ly5(x)] dx =
= 1 + O.lx + 0.51x2 + 0.034x 3 + 0.0025x4 + 0.0052x 5
299

1
max{\Yl(X) - yo(x)\ : x E [0, 5]}
= 0.00028 > 10-5
Since in the expression for Yl the sum of the last two terms does not
exceed 10-5 , we may put
Y2(X)
= 1 + fox [x + O.ly~(x)] dx =
= 1 + O.lx + 0.51x2 + 0.034x3 + 0.0042x4 + 0.0053x 5

\Y2(X) - Yl(X)\
= 0.0042x4 + 0.0053x5 ~ 0.000008 < 10-5
Therefore
y(x) ~ 1 + O.lx + 0.51x2 + 0.034x 3 + 0.0042x4 + 0.0053x 5
6.3 The system is equivalent to
The successive approximations are therefore
Using the initial values from the given system, we find y'(0)
-1 and therefore we choose
1
Yo(x) = 1 + '2 x ,
zo(x) =
'2 -
Thus,
Yl(X)
= 1 + lo0
(x + - - -x 24
1
1
2
_x 2) dx =
1
1 2 1 3
1 + -x+ -x --x
2
Zl(X) = -1 +
lox (x 2 -
1 2) dx =
1 - x - _x
204
1
1 2 1 3
- - x - -x +-x
2
2
4
= ~, z'(O) =
300
Solutions
Analogously
Y2 ()
X
12535411511617
=1+ 1
-x + -x - - x - - x + - x + - x - - x
2
8
16
96
240
576
168
1
1 2 1 3 5 4 29 5
1 6
1 7
Z2 (x) = - - x - -x + -x + - x + - x + - x - - x
2
2
6
96
960
144
252
For x E [0,0.3], we have
7
1Y2 (x) - Yl(X )1 ~ x 31 48
I Z2(X)
5
1 4
3
x 1 ~ 0.0043 < 510+ 96
+ 168
1
- zl(x)1 ~ x3112
+ 252x41
~ 0.0024 < 5.10- 3
These differences are found within limits of the specified accuracy (the
terms x4, x 5 , x 6 are small in the interval [0,0.3] and they are neglected),
thus
y(x) ~ 1 + 0.5x + 0.125x2 - 0.312x 3
z(x) ~ 0.5 - x - 0.5x 2 + 0.167x 3
6.4
6.5
6.6
6.7
z
0
1
2
3
4
5
Similarly to 6.1.
Similarly to 6.3.
Similarly to 6.2.
Using the formula (6.8), we get the following results
X,
0
0.2
0.4
0.6
0.8
1.0
/:).Yi=
hf(Xi,
Yi)
Y.
1.0000
0.2000
1.2000
0.1733
1.3733
0.1561
1.5294
0.1492
0.1451
1.6786
1.8237
Exact solutions
Y = J2x+ 1
1.0000
1.1832
1.3416
1.4832
1.6124
1.7320
6.8 This second order differential equation is equivalent to the system

of first order differential equations
Y' = z
= --x7 - Y
y(l) = 0.77,
z
z(l)
= -0.44
Xl
0
1
2
3
4
5
1.0
1.1
1.2
1.3
1.4
1.5
Yi
0.77
0.726
0.672
0.629
0.576
0.521
b.y,
hh(x" y" Z,)
-0.044
-0.047
-0.050
-0.053
-0.055
301
b.z,
z,
hh(x" y" Z,)
-0.44
-0.33
-0.473
-0.296
-0.503
-0.260
-0.529
-0.222
-0.551
According to (6.10) we have h(x, y, z) = z, h(x, y, z) = -; - y. The

results of computations using the formula (6.11) are given in the table.
6.9 The results of computations using the formula (6.11) are given in
the table.
h = 0.2
XI
1
0
0.1
0.2
0.9
0.3
0.4 0.80855
1 0.57569
0.27243
2
3 -0.02572
h = 0.1
1
0.95
0.90232
0.85682
0.81340
0.59011
0.31532
0.08077
h = 0.05
1
0.95060
0.90355
0.85872
0.81600
0.59804
0.34020
0.14655
Exact solution
1
0.95123
0.90484
0.86071
0.81873
0.60653
0.36788
0.22313
6.10 Similarly to 6.7.

6.12 Using the formulas (6.12)-(6.13) we find
Z
0
1
2
3
4
XI
0
0.2
0.4
0.6
0.8
YI
1
1.1836
1.3426
1.4850
1.6152
!!f
2 I
0.1
0.0846
0.0747
0.0677
0.0625
xi+t
0.1
0.3
0.5
0.7
0.9
D..Yi = hfi+~
YI+t
1.1
0.1836
1.2682
0.1590
1.4173
0.1424
1.5527
0.1302
1.6777
0.1210
Solutions
302
6.14 Using the formulas (6.15)-(6.16) as indicated in the table, we get
f(xo, Yo)
= 0.25, Kf O) = 0.1 0.25 = 0.025
We compute
f(xo
K(O)
+ 2' Yo + --}) =
f(0.05, -0.98750) = 0.24629
and then K~O) = 0.024629. We then compute
f(xo
and K~O)
K(O)
+ 2' Yo + --}) = 0.25 (0.98750? + (0.05)2 = 0.24638
= 0.024638.
f(xo
+ h, Yo + K~O) =
0.25 (0.97536)2 + (0.1)2 = 0.24783
and KiO) = 0.024783. Summing the values K~O), 2K~O), 2K~O), and
KiO), we obtain
Yo
1
= "6.0.148317
= 0.02472
Thus, YI = Yo + t:1yo = -0.97528.

We enter the values Xl = 0.1, YI = -0.07528 into the row i = 1
and carry out the computations using the formulas (6.15)-(6.16). The
results for i = 0,1,2,3,4,5 are presented in the following table. The
lust column of the table provides the values of errors.
z
0
0.25y
K = hf(x,y)
Y
-1
-0.25
0.025
0
0.024629
0.05 -0.98750 -0.24688
0.024638
0.05 -0.98769 -0.24692
0.1 -0.97536 -0.24384
0.024783
X
y
0.025
0.049258
0.049276
0.02472
() = llil=.&
K-K., I
0.024
z
1
= hf(x,y)
0.25y
0.1
0.15
0.15
0.2
-0.97528
-0.96289
-0.96257
-0.94987
-0.24882
-0.24072
-0.24064
-0.23747
0.024779
0.025429
0.025413
0.026557
0.2
0.25
0.25
0.2
-0.94978
-0.93650
-0.93569
-0.92164
-0.23745
-0.23413
-0.23392
-0.23041
0.026553
0.028176
0.028138
0.030236
0.3
0.35
0.35
0.4
-0.92154
-0.90642
-0.90614
-0.88881
-0.23039
-0.22661
-0.22629
-0.22220
0.030231
0.032790
0.032732
0.035743
0.4
0.45
0.45
0.5
-0.88870
-0.87083
-0.86910
-0.84957
-0.22218
-0.21771
-0.21728
-0.21239
0.035745
0.039209
0.039134
0.04307
0.5
-8.4945
0.024779
0.050858
0.050826
0.026557
0.02550
0.026553
0.056352
0.056274
0.030236
0.02824
0.030231
0.065580
0.065464
0.035749
0.03284
0.035745
0.078418
0.078268
0.043044
0.03925
303
(}=I~I
0.025
0.023
0.023
0.022
6.15 Using the formulas (6.15)-(6.16), exactly as in the problem 6.14,

for h = 0.2, h = 0.1, and h = 0.05 we obtain the results, which are
presented in the tables.
a) h = 0.2
sinh
y
0.0
0.1
0.1
0.2
0.2
0.5y
0
0
0
0
0.00668 0.00334
0.01447 0.00724
0.01416
with I:!.y
= 0.01416.
0.5y+ x
0
0.1
0.10334
0.20724
(0.5y
+ x)
0
0.10017
0.10352
0.20872
f(x, y)
0
0.06678
0.07235
0.14638
K=
hf(x,y)
0
0.01336
0.01447
0.02928
Solutions
304
b) h = 0.1
sinh
K=
0.5y
0.5y+ x
(0.5y + x)
f(x,y)
hf(x, y)
0.1
0.15
0.15
0.2
0.2
0.00343
0.00691
0.00874
0.01420
0.01416
0.00172
0.00346
0.00437
0.00701
0.10172
0.15346
0.15437
0.20719
0.10190
0.15406
0.15499
0.20858
0.06965
0.10617
0.10770
0.14615
0.00697
0.01062
0.01070
0.01462
with !::J.y = 0.0173.

c) h = 0.05
sinh
K=
0.5y
0.5y + x
(0.5y + x)
f(x,y)
hf(x, y)
0
0.025
0.025
0.05
0
0
0.00042
0.00085
0
0
0.00021
0.00043
0
0.025
0.02521
0.05043
0
0.02500
0.02521
0.05045
0
0.01667
0.01702
0.03406
0
0.00083
0.00085
0.00170
with !::J.y = 0.00083.

sinh
K=
0.5y
0.5y + x
(0.5y + x)
f(x,y)
hf(x, y)
0.05
0.075
0.075
0.1
0.1
0.00085
0.00170
0.00123
0.00344
0.00343
0.00042
0.00085
0.00107
0.00172
0.05012
0.07585
0.07607
0.10172
0.05044
0.07592
0.07614
0.10190
0.03405
0.05146
0.05183
0.06965
0.00170
0.00257
0.00259
0.00318
with !::J.y = 0.00257.

6.16 We use the notation h = -2x + 5z, h = -(1 - sin t)x - y + 3z,
!J = -x + 2z. For z = 0, we take t = 0 and enter Xo = 2, Yo = 1, Zo = 1
into the first column of X. We compute
h(to, xo, Yo, zo) = -4 + 5 = 1

h(to,xo,yo,zo) = -2 -1 + 3 = 0
!J(to, Xo, Yo, zo) = -2 + 2 = 0
Multiplying these values by h, we get the values of K 1x , K 1y , K 1z and
write them down in the column K.
305
For t = 0.05, we again compute the column vector X, to wit
xo +
K(O)
~x
= 2.05
K(O)
Yo
+ ~y
= 1
Ki~)
zO+-2- =
Then we get
(0) _
K2x -
Xo
Yo
Zo
0.09,
(0) _
K 2y -
0.00525, K~~) = -0.005
K(O)
~x = 2.045
K(O)
~y = 1.00262
K(O)
~z = 0.9975
Summing the values of Ki O), 2K~0), 2K~0), K~O), we obtain
D.xo
= ~(KiO) + 2K~0) + 2K~0) + K~O) = 0.08984
6yo
D.zo
= 0.00497
= -0.005
Thus,
+ 6xo = 2.08984
YI = Yo + D.yo = 1.00497
Xl
= Xo
Zl
= Zo + D.zo = 0.99500
Now, we enter the values of Xl, YI, Zl into the table for i
continue the computations along the same lines.
The results are presented in the following table.
1 and
Solutions
306
~
2
1
1
2.05
1
1
2.045
1.00262
0.99750
2.08975
1.00471
0.99500
2.08975
1.00497
0.99500
2.12960
1.00991
0.99001
2.12438
1.01237
0.98752
2.15872
1.01930
0.98007
2.15880
1.01953
0.98006
2.18794
1.02907
0.97012
2.18254
1.03126
0.96758
2.20613
1.04245
0.95534
0.05
0.05
0.1
1
0.1
0.15
0.15
0.2
2
0.2
0.25
0.25
0.3
K=hf
0.1
0
0
0.09
0.00525
-0.005
0.08975
0.00471
-0.00500
0.07955
0.00992
-0.00998
0.07953
0.00988
0.00988
0.06908
0.01480
0.01496
0.06888
0.01433
-0.01493
0.05829
0.01911
-0.01986
0.05827
0.01907
-0.01987
0.04747
0.02346
-0.02477
0.04733
0.02292
-0.02472
0.03644
0.02694
0.02954
qk
~X + ~Eqk
0.1
0.08984
0.00497
0
-0.00500
0
0.18
0.01050
-0.010
0.17950
0.00942
-0.01000
0.07955
0.00992
-0.00998
0.07953
0.06896
0.00988
0.01456
0.00988
-0.01494
0.13816
0.02960
-0.02992
0.13777
0.02866
-0.02986
0.05829
0.01911
-0.01986
0.05827
0.04739
0.02313
0.01907
-0.01987
-0.02473
0.09494
0.04692
-0.04954
0.09466
0.04584
-0.04944
0.03644
0.02694
0.02954
307
6.19 In the problem 6.15 the values of the function were computed by
Runge-Kutta method for Xl = 0.05, X2 = 0.10, and X3 = 0.15. Using
these results, we continue the computations making use of the formula
(6.20). Thus, Yo = 0, YI = y(0.05) = 0.000846, Y2 = y(0.10) = 0.00783.
One finds the values of f(Xk, Yk), qk for k = 0,1,2,3 and from (6,20)
for k = 3 we get
~Y3
1 5 3
= 0.005347 + 2 0.001865 + 12 0.000085 + 8.0.000007 = 0.006318
Thus, Y4 = 0.007838 + 0.006318 = 0.014156 and 14 = f(X4, Y4) =

0.14612, q4 = z14 = 0.007306. Calculating the differences ~q3, ~2q2'
~3ql we find from the formula (6.21)
~Y3
= 0.005347+ 21 .0.001959- 121 0.000094- 241 0.000009 = 0.006381
Since the corrected value of ~Y3 coincides with its predicted value, we
continue the computations with the chosen step. From (6.20), for k = 4
we find
~Y4
1 5 3
= 0.007306 + 2.0.001959 + 12 0.000094 + 8 . 0.000009 = 0.008329
and so on. The results are collected in the following table.
Solutions
308
k
0
1
2
3
4
5
6
7
8
9
10
Xk
0
0.05
0.10
0.15
0.20
0.25
0.30
0.35
0.40
0.45
0.50
flYk
Yk
0
0.000846
0.003432
0.007838 0.6318
0.014156 0.8329
0.022485 1.0451
0.032936 1.2692
0.045628 1.5070
0.060698 1.7603
0.078301 2.0295
0.098596
qk =
hf(Xk, Yk)
0
0.001702
0.003482
0.005347
0.007306
0.009370
0.011550
0.013859
0.016310
0.018920
flqk
1702
1780
1865
1959
2064
2180
2309
2451
2610
fl2qk
78
85
94
105
116
129
142
159
fl3 qk
7
9
11
11
13
13
17
6.20 In the problem 6.14, the values Yo = -1, Yl = y(O.l), Y2 = y(0.2),

Y3 = y(0.3) have been found by Runge-Kutta method with h = 0.1. In
order to use the formulas (6.22) and (6.23) we use the notation
Ok := 55y~ - 59~_1 + 37Y~_2 - 9~_3
fA := 9Y~+1 + 19y~ - 5~_1 + 9~_2
having the values Xo = 0, Xl = 0.1, X2 = 0.3, we compute the corresponding values of Yk, k = 0,1,2,3 and, using them, Yk = f(Xk, Yk)'
Thus,
03
24
'
= 241 (
55Y3 -
59Y2 + 37Yl
n!
,)
9yo
= 0.32834
From the formulas (6.19), (6.22) we get

~
= Y3 + h 03
24 = -0.92154 + 0.1 . 0.32834 = -0.88871
y~ = f(X4'~) = 0.35745
We now compute the quantity
~: = ;4 (9y~ + 19y; - 5y~ + 9?iI) = 0.32840

and from (6.23) we have
y~ = Y3 + h~: =
-0.92154 + 0.10.32840 = -0.88870
Since the obtained values of Y4 and ~ differ only by 10-5 , we introduce

a correction in the value Y4, namely, Y4 = -0.88870
309
The computations of Y5 are performed analogously. We obtain the

results presented in the following table
k
Xk
0
1
2
3
4
0.0
0.1
0.2
0.3
0.4
0.5
Yk
-1
-0.97528
-0.94987
-0.92154
-0.88871
-0.88870
-0.84946
-0.84946
h~
h~
0.32834
0.39237
0.32840
0.39216
0.03283
0.03921
0.03284
0.03925
y~
0.25
0.24779
0.26552
0.30232
0.35745
0.43040
6.21 One determines the values of the functions Y and z for

= 0.5, and X6 = 0.6 using the formulas (6.25), denoting
X5
= 1 + cos(y + l.lz)
1
h(x,y,z) = 1 +x+
21 2
x+ . y
h(x, y, z)
The obtained results are given in the table

k
xk
0 0
1 0.1
2 0.2
3 0.3
4 0.4
5 0.5
6 0.6
Yk
Pk
D..Pk
D.. 2Pk
D.. 3Pk
0
0.00073
0.00322
0.00800
0.01570
0.02708
73
249
478
770
1128
176
229
292
358
53
63
66
D..Zk
qk
D..qk
D.. 2 qk
D.. 3qk
998
997
996
995
992
-1
-1
-1
-3
0
0
2
0.13971
0.14965
0.15955
0.10482
0.11480
0.12477
0.13473
0.14468
0.15460
D..Yk
3.14159
3.14184
3.14364
3.14903 0.01154
3.16057 0.02101
3.18158 0.03446
3.21604
Zk
0
1
2
3
4
5
6
0
0.10981
0.22960
0.35934
0.49905
0.64870
0.80825
The computations go as follows:
X4
= 0.4,
Solutions
310
For Xk = kh, one computes Yk and Zk for k = 0,1,2,3 and then the
corresponding values of
~ = fl(Xk,Yk,Zk)
z~
= /2(Xk, Yk, Zk)
Pk = h~, qk = hzk, k = 0,1,2,3. The formula (6,25) gives us, for k = 3
1 5 3
D.Y3 = 0.00800 + 2.0.00478 + 12 0.00229 + 8.0.00053 = 0.01154
D.z3 = 0.13473 + 2 . 0.00996 + 12 . (-0.00001)
= 0.13971
Thus
Y4
Z4
= Y3 + D.Y3 = 3.16057
= Z3 + D.z3 = 0.49905
The procedure can be analogously applied to Ys, Zs,
Y6,
and
Z6.
6.22
1.-3. Similarly to 6.20.
4.-5. Similarly to 6.21.
6.23 Similarly to 6.20, with the step h chosen such that the required
accuracy is obtained.
311
6.26 We first transform the equation into a system of equations. In

this case, it is useful to make the substitution xy' = z. Then we get
the system
y'=~
x
z' = -xy
yeO) = 1, z(O)
=0
we take h = 0.2. To get the initial values at the points Xl = 0.2,

X2 = 0.4, X3 = 0.6 with the accuracy smaller than 10-4, we look for y
and z in the form
'(0)
'1'(0)
'1"(0)
(4)(0)
y(x) ~ yeO) + -y-x + __ x 2 + __ x 3 + Y
X4
z(x)
z(O)
I!
2!
3!
4!
I!
2!
3!
4!
z'(O)
z"(O)
z"'(O)
Z(4)(0)
+- x + __ x 2 + __ x 3 +
X4 +
z(5)(0)
+ 5! x 5 +
Z(6)(0)
6!
x6
Using the system, we get
y(x)
x2
4
~ 1- -
X4
+64
x4
z(x) ~ - /racx 22 + -
16
x6
-384
and using these functions we compute the initial values Yi, Zi, i = 1,2,3
and then y~ = ~,
z: = -x,y" i = 0,1,2,3. Using the formula (6.27),
x.
we get
42YI
h- (Y2"
Y4p = Yo + "3
+,2Y3) = 1 - 0.1537 = 0.8463
p
Z4
Zo
and therefore y~
4h (2Z1
' + "3
Z2
+ 2z3') =
.P
= ;;, z: = -X4!:It,
zP
0 - 0.2950 = -0.2950
Solutions
312
Applying the formula (6.28), we get
Y4
= Y2 + 2(Y~ + 4y~ + 14) = 0.9604 -
Z4p
= Z2 + '3h( z2, + 4z3, + z4') = -0.0784 -
0.01141
= 0.8463
0.2167 = -0.2951
Since the difference between the predicted and corrected values does
not exceed 10- 5 , we put Y4 = 0.8463, Z4 = -0.2951. Analogously, we
compute the values of y and z for i = 5 and obtain
ifs = 0.7652, Ys = 0.7652

z~ = -0.4400, Zs = -0.4400

6.28 We look for a solution in the form of power series (6.30)
y'(0)
y"(O) 2
y(n)(o) n
y(x) ~y(O)+l!x+~x ... + n! x + ...
Directly from the initial conditions we have yeO) = 1, y'(0) = 2.

From the equation we find y"
= -O.I(y')2 -
(1
313
+ O.lx)y, and then
y"(O) = -0.1 4 - 1.1 = -1.4

Now, successively differentiating both sides of the equation and putting
x = 0 we get y"'(O) = -1.54, y(4)(0) = 1.224, y(5)(0) = 0.1768, y(6)(0) =
-0.7308 and thus
y(x) ~ 1 + 2x - 0.7x 2 - 0.2567x 3 + 0.051x4 + 0.00147x 5 - 0.00101x 6

6.29 We look for a solution in the form of power series
_
y'(O)
y"(0) 2
y(n)(o) n
y(x) -y(O)+l!x+2!x + ... + n! x + ...
Z'(O)
Z"(O)
z(n)(o) n
= z(O) + -,-x
+ -2-'-x + ... + n., x + ...
1..
From the initial condition we get y(O) = 1, z(O) = O. Taking these
values into account and using the system, we get y'(0) = 1, z'(O) = O.
z(x)
Differentiating the system twice, we find
y"(O) = 1, z"(O) = 1
y"'(O) = 0, z"'(O) = 3
Therefore
y(x) ~ 1 + x
+ 2x2,
z(x)
= 2x2 + 2x3
6.30 Similarly to 6.28-6.29.

6.31 We look for a solution in the form of power series
y( x)
= Co + CI X + C2x2 + C3x3 + ... + cnx n + ...
Substituting this series into the equation and comparing coefficients

with the same power of x, we obtain the system
2C2 + 2co = 12
3 . 2C3 + 3CI = 0
4 . 3C4 + 4C2 = 0
5 . 4C5 + 5C3 = 0
(n
+ l)(n + 2)Cn+2 + (n + 2)cn = 0
From the initial condition we find
Co
= 5, Cl = 2.
Solutions
314
Solving the system, we get
C -_1.
3 2
C -_fa.
5-
-_2.
C4
=-~
4-
2k+2 -..2L
- -2k+1
Therefore, we have
2( -1)k
C2k+1
(2k)!!
( _1)k-l
C2k
(2k -
1)!!
= 1,2,3, ...
b h . ,",00 2(-1)" 2k+1 d ,",00

Smce
ot senes L..tk=1 (2k)!! X
an L..tk=1
whole real axis, we have
00
t1
2(-1)k
2(_1)"-1 2k
(2k-l)!! X
00
t1
h
converge on t e
2(_1)k-l
2k+l"
( ) - 5 2"
YX - + x+
(2k)!! x
+ (2k _ 1)!!x2k
6.32 We expand the coefficients of the equation in the power series

p(x) = -x, q(x) = 1, r(x) = l-cosx = ~~ - ~~ + ~~ + ...
315
We look for a solution in the form
y(x)
= Co + CIX + C2X2 + C3x3 + ... + cnxn + ...
Substituting these series into the equation and comparing coefficients

with the same power of x, we obtain the system
Co
+ 2C2 =
=0
62c3
= -21
-2C3 + 20C5 = 0
-C2 + 12c4
+ 30C6 = -4C5 + 42c7 = 0
-3C4
- 5C6 + 56cs
24
1
= 720
From initial conditions Co = 0, Cl = 1. It is easy to see that C2n+1 = 0,

n=I,2, ...
Thus.
x6
llxs
y(x) ~ x + 24 + 360 + 40320
6.33 We look for a solution of the form y(x) = Lk:l CkXk and, as before,
we obtain the algebraic system
X4
2C2 = 0
3 2C3 - Co
4 3C4 - Cl
5 4C5 - C2
=0
=0
=0
(k + 1)(k + 2)Cn +2 - Ck-l
Taking Co
= 1, Cl = 0, we have
( ) _
Yl x - I
and Co
~ 1 . 4 . 7 ... (3k - 2)
+ ti
= 0, Cl = 1, we have
=0
(3k)!
3k
Solutions
316
( ) _ 1 ~ 258 ... (3k - 1) 3k+1

Y2 x - +
(3k)!
x
ti
These two solutions form a fundamental system of solutions of the

equation, corresponding to the following Cauchy conditions y(O) = 1,
y'(O) = 0 and y(O) = 0, y'(O) = 1, respectively. Thus, the general
solution of the equation is

6.35 We expand the function 7rX - x 2 in the sinus-trigonometric series on the interval [0,7r]. We look for a solution of the form y(x) =
E~=o Q n sin nx and compare the coefficients of sin nx.
317
6.37 Using the difference formula (6.38), we get
or
Y,_1(2x; - hx,) - 4x;y,
+ Y,+1(2x; + hx,) = 2h2
Chosing the step h equal to 0.1, we obtain three interval points Xi =

1 + O.li, i = 1,2,3. Writing the equation for each of these points, we
get the system
2.31yo - 4.84Yl + 2.53Y2 = 0.02

2.76Yl - 5.76Y2 + 3Y3 = 0.02
3.25Y2 - 6.76Y3 + 3.51Y4 = 0.02
At the boundary points we have
Yo
= 0,
Y4 = 0.0566
Making use of these values and solving the above system, we have
Yl
= 0.0046,
Y2
= 0.0167,
Y3
= 0.0345
Since the exact solution of the problem is y(x) = ~ log2 X, we can make
a comparison with the exact values
6.38 Writing the system of finite-difference equation (6.38), we have
Y'+1 - 2Yl + Yt-l _ 2x. Y1 +1 - y, _ 2y. = -4x.

h2
I
2h
'
,
i=1,2, ... ,9
YI - Yo
0
Yo =
h
2YlO - Yl1 - Yo -- 1
h
Solving this system for h = 0.1 we obtain the values Yo = 1.03, Yl =
1.13, Y2 = 1.26, Y3 = 1.41, Y4 = 1.60, Y5 = 1.81, Y6 = 2.06, Y7 = 2.36,
Ys = 2.72, Y9 = 3.17, YlO = 3.73. The exact solution is y(x) = X + ex2
Solutions
318
6.41 writing the corresponding system (6.38), we get an algebraic nonlinear system of equations, which can be solved by iteration.
6.42 As a system of the basic functions u;(x), (i = 0,1,2,3,4) we choose
the following trigonometric functions: Uo = 2, U1 = sinx, U2 = cosx+l,
U3 = sin2x, U4 = cos2x-1. which satisfy the conditions (6.41)-(6.43).
We look for a solution of the form
y(x) =
Uo
+L
c1u;(x)
;=1
The algebraic system (6.47) is
Cl -
C2
C2
+ O.5C4 =
+ 0.5C3 = 0
=0
C1 + C4 = 0
C2 -
with the solution
Cl
4C3
= ~, C2 = C3 = 0, C4 = -~.
-() 2 8.
Y X = + 7sm x
Therefore
4 . 2
+7
sm x
which can be compared with the exact solution y(x) = 1 + esiu .
319
6.43 We choose the following functions as the system of basis functions

Uo = 0, Ul = x(1 - x), U2 = x 2(1 - x). We look for an approximate
solution of the problem of the form
y(x)
= clx(1 -
x)
+ c2x2(1 -
x)
= x(1 -
X)(C2X
+ cd
Thus, (6.45) becomes
R(x, Cl, C2) = -2Cl + c2(2 - 6x) + x(1 - X)(ClX + C2) + x

Taking into account the fact that R is orthogonal to the functions Ul
and U2, we get the following system
or
3
which has the solution Cl

Thus
lOCI
+ 20 C2 = 12
3
20 Cl
13
1
C2
20 = 20
= ;619' C2 = 11.
y(x) = x(1 - x)(:619
:1
x)
which can be compared with the exact solution y(x) = :::~ - x.

6.44 Similarly to 6.42-6.43.
6.45 1. We choose the following functions U,: uo(x) = 1, Ul(X)
x(1 - x), U2(X) = x 2(1 - x). We look for an approximate solution of
the problem of the form
y(x) = 1 + clx(l - x) + c2x2(1 - x)

taking the collocation points Xl = 0.25, X2 = 0.75. The collocation
system is
-2.1875cl
+ 0.453125c2 =
1.5
-2.1875cl - 2.640625c105 = 2.5
which has the solution Cl = -0.7526695, C2 = -0.3232323.
Solutions
320
Thus
fj(X) = 1 - 0.7526695x(1- x) - 0.3232323x2(1 - x)
2. We choose the following functions Ui: uo(x) = 0.1 COS1rX, UI(X) =

sin 1rX, U2( x) = sin 21rx. We look for an approximate solution of the
problem of the form
fj(X)
= 0.1 cos 1rX + CI sin 1rX + C2 sin 21rX
taking the collocation points
= ~, X2 =
Xl
-3CI
+ 4v'2C2 =
-3CI -
which has the solution
CI
C2
1. The collocation system is
4v'2c2
0
= 0
o.
Thus
= 0.1 COS1rX
fj(X)
3. We choose the following functions U,: uo(x) = 0, UI(X) = 1 - x2,

U2(X) = x2(1-x2). We look for an approximate solution of the problem
of the form
which has the solution
CI
Xl
= 0, X2 = ~. The collocation system is
+ 2C2 = 0
1-
CI
1-
-CI -
16
= 0.957,
C2
40
-C2 = 0
64
= -0.022.

Thus
= 0.957(1 -
y(x)
321
2) - 0.022x2(1 - x 2)
4. We choose the following functions U,: uo(x) = 0, Ul(X) = x(1-x),

U2(X) = x 2 (1- x). We look for an approximate solution of the problem
of the form
y(x) = clx(1 - x) + C2x2(1 - x)
system is now nonlinear
-2CI
+ 0.5C2 =
-2CI -
Xl
= 0.25,
X2
= 0.75.
The collocation
0.5 + 0.0352c~ + 0.0176cIC2
+ 0.0022c~
2.5c2 = 1.5 + 0.0352c~ + 0.0528cIC2 + 0.0198~
and written in the form

Cl
21 + 0.0141cIC2 + 0.0031c22)
= -31 - 65 (
0.0211c
C2 =
-31 - 31(0.0352cIC2 + 0.0176:2)2
can be solved by iterations with the initial values cy =

we obtain CI ::::::: -0.3369, CI ::::::: -0.3353.
Thus
y(x) = -x2(1 - x)(0.3369 + 0.3353x)
6.471. For the Simpson formula we have h
Xo
= 0, Xl = i, X2 = 1.
-1, 4 = -1.
= ~,Ao = A2 = 1, Al = ~,
The equation is replaced by
y(x)
1
+ -[xeOXyo
+ 4xeO.5xYI + xe x Y2]
= eX
Inserting into this equality x = x" i = 0,1,2 we obtain the algebraic

system
Yo = 1
YI
+ 0.5 (Yo + 4eO25 YI + eO.5Y2)
Y2
+ 61 (Yo + 4e05. YI + eY2 ) = e
whose solution is Yo
= eO5
= 1, YI = 1.0002, Y3 = 0.0995.
Solutions
322
For comparison, let us note that the exact solution of the equation is
y(x) = 1.
2.-3. Similarly to 1.
6.49
(xs)2 (xs)5
K(x,s) = sinh(xs) ~ xs + -3'- + -,.
5.
We look for a solution of the form
Putting f(x) = 1 - x 2, al(x) = x, a2(x) = x 3, a3(x) = x 5, b1(s)

b2(s) = ;~, b3 (s) = ~~, we obtain from the system(6.60)
The solution of this system is
Cl
= 0.3833, C2 = 0.0273, C3 = 0.0008.
The approximate solution is

fj = 1 - x 2 + 0.3833x + 0.0273x 3 + 0.0008x5
= S,
323
6.50 1. For the trapezoidal formula with n = 5 (h = 0.2) we have

Ao = A5 = ~ = 0.1, Aj = h = 0.2, (j = 1,2,3,4), Xo = 0, Xl = 0.2,
X2 = 0.4, Xa = 0.6, X4 = 0.8, X5 = 1. Writing the system (6.63) for this
equation, we find
= fo = 1
YI = (it + ~KlOYO)(l - ~Klltl = 0.8206
Yo
Y2 = ( h
Ya
+ 2K20YO + hK21 YI)(1 -
h
I
2K22)- = 0.6731
= (fa + 2KaoYo + h(Ka1Yl + K a2Y2)] .

h
(1 - 2Kaa)- = 0.5518
Y4 = [14
(1 -
~K(4)-1 =
Y5 = [f5
(1 -
+ 2K40YO + h(K41 Yl + K 42Y2 + K 4aYa)] .

0.4522
+ 2K50YO + h(K51Yl + K 52Y2 + K 5aYa + K 54Y4)]
~K55)-1 = 0.3705
CHAPTER
First Order Partial Differential Equations
7.1 To determine the partial differential equation of a family of surfaces

F(x, y, z, a, b) depending on two real parameters a, b, one eliminates a
and b from the system of equations
F(x,y,z,a,b)
aF = 0 aF
ax
ay
1.
au
-=a
ax
au
ay =b
=0
=0
u=ax+by+ab
Eliminating a and b from these three equations, we get the partial

au
au au au
x - + y - + - - -u =0
ax
ay axay
2.
au
-=ay
ax
-au
= ax
ay
u = axy + b =>
au
au
x - - y - =0
ax
ay
324
325

3.
au
-ax = 2(x -
au
ay
a)
= 2(y -
(aU)2
ax
4.
b)
+ (aU)2
ay
= (x -
a? + (y - b? ::::}
_ 4u = 0
au = 2by u = ax 2 + by2 + ab ::::}

ay
au
au
1 auau
2x-+2y-+ - - - = 0
ax
ay xyaxay
au = 2ax
ax
5.
2( x - a)
au
+ 2u ax = 0
au
2(y - b) + 2u ay
(x - a)2 + (y - b)2 + u 2 au
u 2(_)2
ax
6.
au
ax
r2
au
+ u2(_?
+ u2 ay
a
V2ax + b
au
ay = a
=0
= 0 ::::}
r2
=0
~----
u = v2ax + b + ay ::::}
2ax + b = (.!!:....? ::::} b = (.!!:.... )2 _ 2x au ::::}

au
au
ax
ax
ax
au
au au au
u--y--+-=o
ax
axay ay
7.
au
uax
= (y -
a)b
au
u - = bx-1
ay
2au- - 2u
(aU)2
xu
ax
ay
u 2 = 2(y - a)(bx - 1) ::::}

2 au - 0
+-ay
8.
au = _ Va
ax
x y'x
_ ay _
x2
x2
au = ~
ay
y
u = 2 ~ + ay + b ::::}
V-;
x
au 2 au
(u + x ax) - ax = 0
326
Solutions
9.
au
ax - (ax
+ ~ + ~)2
au
1
ay - ~ (ax
+ ~ + ~)2
1 2
= [--(a
x + y + b)]-l ::::}
u4
au au = 0
axay
7.2 We use the following integrable combinations.

1.
dx - dy
dy - dz
x - y
::::}
- = C1
x-y
z-y
y-z
dx + dy + dz _ dy - dz
(
)()2 _ C
2( x+y+z ) - z-y ::::} x + y + z y - z - 2
2.
dx + dz = 0 ::::} x + z = C 1
dx + dy + dz
dy - 3dx - dz ::::} ( x+y+z )( y- 3x-z ) = C2
--"'-----=X + y + z
y - 3x - z
3.
0 ::::} x + z = C1
dy + du = 0 ::::} Y + u = C2
dx - dz
dy - du
2
2
2(y _ u) = 2(z _ x) ::::} (x - z) + (y - u)
dx
+ dz =
= C3
4.
xdx + dy = 0 ::::} x 2 + 2y = C 1
6(y - x 2)dx + 6xdy - 6zdz = 0 ::::} 6d(xy) - 2d(x 2) - 3d(z2) = 0
::::} 6xy - 2x2 - 3z 2 = C2
5.
dy
dz
2
- = - - ::::} y2 + z = C1
Z
dx
zdy + ydz
"""2 =
2
2::::} dx - d(zy) = 0 ::::} x - yz = C2
Z
Z - Y
327
6.
dx = dy =} .:. = C t
x
y
y
dz
d(xy)
dz
ydx+xdy
--=}--=-2xy
xy + z
2xy
xy + z
We denote
xy
=}
dt
2t
=}
dz
+z
xy- z
X
=}
dz
dt
z
2t
+ '2
= C2
7.
= dy
dx
=}
= Ct
y
Y
ydx + xdy
dz
"'--2-x-y-z--'- - xYV 1 + z2
X
=}
d(xy)
. /
2zdz
V1
+z
2 =}
=}
d(xy)
dz
-2-z- = -:Y;:::l=+=Z~2
r----=-
xy - 2y1
+ Z2 =
C2
8.
dy = dz =} - = C t
y
z
z
dx - 2ydy - 2zdz
dz
x + y2 + Z2 - 2y2 - 2Z2
z
dx - 2ydy - 2zdz
dz
x - y2 - Z2
=}
= =}
X - y2 - Z2
Z
Z
C2
7.3 We form the following integrable combinations. l.

xdx
+ ydy + zdz = 0 =}
zdy + ydz
yz(y2 - Z2)
x 2 + y2
dx
x(y2 - Z2)
=}
+ z2 = C t
d(yz)
yz
dx
X
=}
yz
X
C2
2.
dx - dy
+ dz = 0 =} x
dx
_
x(z - y)
-..,---,- -
- Y + z = Ct
ydz - zdy
y2(z - y)
dx -_
=} -
d( -z )
Y
=}
1og Ix I + -z -- C2
Y
Solutions
328
3.
dx
dz
dx
dz
=
-=> xz = C1
X
Z
_ ydx + xdy = dz => _ d(xy) = dz => d(xy)
2z 2x
XZ
2z
1
=> xy + Z2 = C2
-=X2 XZ
=> -
+ 2zdz = 0
4.
dy
z(z - y)
dx
x(y + z)
=> x(y - z)
(dZ) => ydy + zdz = 0 => y2 + z2

y y- z
dy - dz
dz
d((y - z)
- - - - - => - = - --'-'-----'(z - y)(z + y)
x
y- z
= C2
= C1
5.
adx + bdy + cdz = 0 => ax + by + cz

xdx + ydy + zdz = 0 => x 2 + y2 + Z2
= C1
= C2
6.
yzdx + xzdy + yxdz = 0 => d(xyz) = 0 => xyz

xdx + ydy + zdz = 0 => x 2 + y2 + Z2 = C2
= C1
7.
dx
dy
-xy2
= -xdy2y => -dx
=
Y
x
ydx + xdy
xy(x 2 + y2)
=> xdx - ydy = 0 => x - y
= C1
dz
=> d(xy) = dz => xy = C2
2
z(x + y2)
xy
Z
Z
8.
= dy => dx) = dy => x - a = C1

dx
z(x - a)
yz
x- a
y
y
xdx + ydy - zdz = 0 => x 2 + y2 - z2 = C2
9.
-dxZ = - -dzx
= 0 => x 2 + z 2 = C1
dy = 0 => d(xz) - dy = 0 => xz - y = C2
=> xdx + zdz
zdx + xdz -
329

10.
dx = dy ~ dy =
2xz
2yz
y
xdx + ydy + zdz
---:--:---=---7--..,.,....- =
Z(X 2 +y2+ Z2)
X2 + y2 + Z2
dx ~ ~ = C 1
x
Y
dx
d(x 2 + y2 + Z2)
-2xz
~
X2+y2+Z2
= -dx
X
=C2
11.
dx = ~ ~ dy =
2y 3
2y2z
Y
dx
dy
X3 + 3 xy 2 = 2 y 3 ~
dz ~ ~ = C1
z
z
dx
1 x 2 3x
dy = 2"(-i/) + 2y
This is a homogeneous differential equation.
x2
---:--:-------:- = C2
y(x2 + y2
12
dx + dy + dz
yzdx
=0 ~ x +
+ xzdy + xydz =
y + z = C1
0 ~ d(xyz) = 0 ~ xyz = C2
7.4 We form the following integrable combinations.

1.
dx
= _ dz ~ d(2a - x) = dz ~ 2a - x = C1
2y(2a-x)
2yz
2a-x
z
z
xdx + ydy + zdz
dz
d(x 2 + y2 + z2)
dz
=--~
=y(x 2 +y2+ Z2)
2yz
x 2 +y2+z2
Z
x 2 + y2 + Z2
=C2
2.
dx
dy
dx
-xy = - y";l- y2 ~ -x =
dy
--y"F.1=_=y=;;r:2
~ loglxl = -arcsiny+logC1 ~ xe-arcsiny = C 1

~
---;;::::===;;r:
y";l - y2
= y";l -
y2 - axy
z
-~
+
dy
y
";1 _ y2
=0
Solutions
330
From the first integral we have x = Clearcsiny. Then, the last equation
becomes
dz z
aC1earcsin y
dy + Y= JI- y2
This is a linear differential equation for z as a function of y. The
solution is
aC e-arcsiny C
1
+ 2 =? 2yz + ax(y + JI - y2)
Y
y
= C2
3.
This is a homogeneous equation. Making the substitution

obtain the equation with separable variables
u3
u( u + 1)(u2 After integration we get log IC1xl
=>
C1x =
u3
+ 1)
= u, we
du = dx
x
= -2 log lul+log lu+II+log lu2-u+I

+1
u2
x 3 + y3
2 2
xy
= C1
4.
dx
dy
x
- = - =? - = C1
X
Y
y
xdx
ydy
(z + Jx 2 + y2 + z2)dz
x 2 = y2 = (Z+JX2+y2+Z2)(Z-JX2+y2+Z2)
xdx
ydy (z + JX2 + y2 + z2)dz
x2 = y2 =
-x2 _ y2
xdx + ydy + zdz + Jrx2-+-y-2-+-z-2dz = 0
d(x 2 + y2 + z2)
,....----;:-'-;::::::n:==;;::=:===ii + dz = 0 =?
x 2 + y2 + z2 = C2
2JX2 +y2 + Z2
=?

5.
dx
331
dy
- = - - => xdx + ydy = 0 => X2 + y2 = C1

Y
x
We now multiply all the ratios by the factor (x

obtain
(2x
+ 2y + z)dx
y
(2x
+ 2y + z)dy
-x
+ y)(2x + 2y + z).
We
+ y)dz
(x
x-y
We now observe that
(2x + 2y + z)dx + (2x + 2y + z)dy + (x + y)dz = 0

=> 2xdx + 2ydy + 2ydx + 2xdy + z(dx + dy) + (x + y)dz = 0
=> d(x 2 + y2) + 2d(xy) + d(z(x + y)) = 0
=> x 2 + y2 + 2xy + z( x + y) = C2
6.
xdx + ydy + zdz = 0 => x 2 + y2 + Z2
dx
dy
dy
x- y
--=--=>-=-x+y
x- y
dx
x+y
= C1
This is a homogeneous equation. Substituting ; = u, we obtain y2

2xy - x 2 = C2.
7.
xdx + ydy + dz = 0 => x 2 + y2 + 2z = C 1

ydx + xdy
= dz => d(1 - xy)
(y2- x 2)(I-xy)
y2_x 2
l-xy
=> log 11 - xYI + z = C 2
= -dz
8.
dX2
Xl - x2
Xl - X2
dX3 - dX4
dX2
d(X3 - X4)
d
---=>
= X2
(X3 - X4)(XI - X2)
Xl - x2
X3 - x4
2
=> (X3 - X4)e-:r: = C2
X4d(Xl - x2 + 1) + (Xl - x2 + l)dx4
dX3
(X3 - X4)(X1 - X2 + 1)
=> X4(XI - X2 + 1) - X3 = C3
- - - => Xl - x2 = C1
332
Solutions
9.
dz - dX n
Z - Xn
dX2 - dXI
X2 - Xl
---=
=}
Z -
X2 -
Xn
Xl
=Gn
7.5 Using the method described in sect. 2, we take the characteristic

system (7.6) and determine the first integrals. The general solution is
then an arbitrary function of these first integrals.
1. The characteristic system (7.6) is
dx
y
dy
-x
=}
x2
+ y2 = G
= f(x2 + y2)
where f is an arbitrary differentiable function.

2. The characteristic system is
dx
X
dy
-2y
dz
-z
The first integrals are

u = f(xz, x..[y)
where
3.
f is an arbitrary differentiable function.

dx
dy
dz
xy = -yJ1 - y2 - zJ1 - y2 - axy
The characteristic system coincides with the one of problem 7.4, 2. The
first integrals are
xe-arcsiny
= GI ,
2yz + ax(y
V1 - y2) = G2
333

u = f(xe- arcsin y , 2yz + ax(y + J1 - y2))

4.
dx = dy => dy = _ y
-y
dx
x + 2y
x + 2y
This is a homogeneous differential equation. Using the substitution
~ = u, we find the first integral xy + y2 = C The general solution is
u=f(xy+y2)
where
5.

dy
y- z
dx
x- z
dz
2z
From the first and the last term we get ddzz = ..k...
z-z This is a homogeneous
differential equation, whose first integral is (z:z)2 = C 1 . Similarly, from
the last two terms we obtain
dz =~=>
z
=C2
(z + y)2
dy
y- z

u = f((z
where
6.
+ x)2' (z + y)2)

dx
dy dz
:-1-:-+-vn3~z=-=x=-=y = -2 +-1
From the last two terms y - 2z = C 1

We form the integrable combination
3dz-dx-dy
dz
./3
z
_ J3z - x - y = T => V z - x - y + 2

u = fey - 2z, J3z - x - y +~)
C
2
Solutions
334
where
7.

dx
dz
dy
x(l - 2y2)
-y(l
+ x2)

xdx -
ydy
dz
X2 +y2
2z
(2
2) :::}
x +y
Y - log
dz
ydx +xdy
+ y2)
-2xy(x2
2Z (x 2 +y2)
:::} xyz
Izl = C I
= C2
= f(x2 -
y2
-log Izl, xyz)

8. The characteristic system
dXI
dX2
dX3 - dX4
XI-X2
XI-X2
dX4
(X3- X4)(XI-X2+
1)
X3- X4
was solved in 7.4, 8. The first integrals are

Xl - X2
= CI
(X3 - x4)e X2
X4(Xl - X2
= C2
+ 1) -
= C3
X3

u
= f(XI
X2, (X3 -
x4)e X2 , X4(XI -
X2
+ 1) -
X3)

dXI
X2
dX2
+ X3 + X4
Xl
dX3
+ X3 + X4
Xl
+ X2 + X4
Xl
+ X2 + X3

dXI -
dX2
Xl - X2
dXI - dX2
Xl -
X2
dXI - dX3
X3 -
Xl
dX2 - dX3
----:::}
Xl -
X2
X2 -
X3
dX3 - dX4
Xl ----:::}
X2
X3 -
X4 -
dX2 -
X2
X3
X3 -
dX4
Xl - X3
~=----:::}
X4 - X2
X2 -
X4
X4
= CI
= C2
= C3
335
where I is an arbitrary differentiable function.

dXl
dX2
- = - = ...
dX n
Xn-l
... - = Cn-l
Xn
_ I(Xl X2
Xn-l)
u"
... ,
Xn Xn
Xn
where I is an arbitrary differentiable function. We observe that the
general solution is formed by the set of all homogeneous functions of
XI, .. , X n
7.6
dx
y2 + z2 - x2
dy
dz
-2xy
-2xz
dy
= dz => .. = C l
z
z
xdx + ydy + zdz = ~ => x2 + y2 + z2 = C2
-x(x2 + y2 + z2)
-2xz
z

U
where
Y x2 + y2 + Z2
= 1(-,
z
is an arbitrary differentiable function.
Solutions
336
dy
dx
dz
- -=----=
8xz
2yz
4x2 + y2
dx
dy
= - =>
4x
y
xdx + ydy -
-=C1
y4
2zdz
= 0 => x 2 + y2 -
2z2
= C2

dx
1
dy
1+x-y-z
dz
- --y-x+z
-dx + dy + dz = 0 => x - y - z = C 1
dx
dy
T = 1 + C1 => (1 + C1)x - y = C2 => (1
+x -
Y - z)x - y = C2
u = f(x - y - z, (1
+x -
y - z)x - y)

dx
yrn _ zP
dy
zP - xn
dz
m,n,p E N
dx + dy + dz
= 0 => x + y + z = C1
xrn dx + yn dy + zP dz = 0 =>
x rn +1
yn+1
m+
n+
1 + --1
zP+1
+ --1 =
p+
C2
337
where
7.7
1.
dx
= dy => ~ = Cl
Y
The general solution is u
= f(~).
The system
x
- = Cl
Y
y=1
u=x
results in y = 1, x = Cll U = Cl. Replacing C l by

solution of the Cauchy problem u = ~.
y
2.
dx
..;x
dy
v'Y
~,
we obtain the
dz
Vz
VI - Vi =
Gl
yx- Vz =
Gl
.jY- Vz = G2
The system
.jY- Vi = C2
z =1
u=x-y
gives x = (Gl + 1)2, y = (G2 + 1)2, z = 1, u = (Gl + 1)2 - (G2 + 1)2.

Inserting the expressions for GI , C2 , we find the solution of the Cauchy
problem
u = (yx - VZ + 1? - (.jY - Vi + 1?
Solutions
338
3.
dx = dy ::}
I + x2
xy
VI + x 2 =
Y
C1
From the system
VI +x2 = C1
Y
x=O
u = y2
we have x
= 0, y = A, u =
*: }
4.
From the system
xy=C
y=l
u = 2x
we have y
u = 2xy.
5.
= I, x = C, u = 2C. The solution of the Cauchy problem is

dx
I
dy
2e:l: - y
dy
::} -dx + y = 2e:l:
This is a linear inhomogeneous equation and e:l:(y - e:l:) = C. From the

system
e:l:(y - e:l:) = C
x=O
u=y
we have y = I + c, u = I
u = I + e:l:(y - e:l:).
+ C.
The solution of the Cauchy problem is
339
6.
dx
dy
t;; = -::} y'X + loglYI = C
2 yx
-y
From the system
y'X + log Iyl = C

x=1
u = y2
we have y
= eC - 1 , u = e2C - 2 , u = }2e2v'i+2Ioglyl,
7.
dx
dy
dz
-=-=1
1
2
From the system

x - y = C1
2x - z = C2
x=1
u =yz
we have y = 1 - Ct, z = 2 - C2 , X = 1 u = (1 - C1)(2 - C2 ). The
solution of the Cauchy problem is u = (1 - x + y)(2 - 2x + z).
8.
dx
dy
dz
-=-=y
xy
x
= Ct,
- z = C 2 From the system
- = Cl
Y
xy _ z = C2
z=O
u = x 2 + y2
we have logx = J2Cl C 2 , Y = V'J;, z = 0 u = 2C1 C 2

solution of the Cauchy problem is u = (xy - 2z)(~ + ;).
+ 'J;.
The
Solutions
340
7.8 We write the characteristic system (7.8) and determine the functionally independent first integrals. The general solution is obtained
implicitly.
du
dXI
dX2
- -- ... -
ku

Xl
X2
Xn-l
-=Cl, -=C2 , ... - = Cn-l,
Xn
Xn
Xn
F( XI
, ... ,
Xn
Xn-l ~) 'kXn Xn
where F is an arbitrary differentiable function. From this u = x:!I (~,

:r:"
... , :r:"-1), where !I is an arbitrary differentiable function. Thus, the
:r:"
general solution is formed by the homogeneous functions of degree k.
dx
dy
du
x-y
-=-=-The first integrals are

x2 - y2
= Cl, X - Y + u
= C2
where F is an arbitrary differentiable function.

dx
dy
du
e:r:
y2
ye:r:

e-:r: _
= Cl, u
+ X-
log Iyl = C2
e-:r: _ y-l

F(e-
!,u + x -loglyl)
e-Z _ y-l
=0

dx
2x
dy
Y- X
du
x2

2
F(x - 4u,
Y - 2x
2) = 0
x

dx
xy
dy
-x 2
du
yu

dx
x 2 + y2
dy
2xy
du
-u 2

1
--+-=CI, --+-=C2
x+y u
x-y u
341
Solutions
342

1
1
1
1
F(-+-,-+-)=O
x+y u x-y u
dx
dy
x
2y
du
x 2y + u
x2
3u
F(-,xy - - ) = 0
y
x
dx
dy
= -2y4
-xy
du
= --,::===;<,
xvI + u 2
x 2 + y4
= GI ,
(u
+ VI + u2)y = G2
F(x 2 + y4, (u
+ VI + u2 )y) =

du
x+y
1 1
- - - = Gt, x 2 + y2 - u2 = G2
X
Y
343

1
F( - - -, x 2 + y2
X
Y
u2 )
=0

dx
yu
dy
du
--=-xu
eU

F(x 2 + y2, arct an ( -) + (u
X
+ l)e- = 0
U)

dx
(u - y)2
dy
xu
du
xy

y2 _ u 2 = GI , x 2 + (y - u? = G2
To get the second first integral, we multiply the first ratio by x, the
second by y - u, and the third by u - y. The general solution is

dx
xy
dy
x - 2u
du
uy
:.. = Cl, 2x 1],
y2 -
4u = C2
Solutions
344
To get the second first integral, we multiply the first ratio by 2, the
second by -2y, and the third by 4. The general solution is
X
F( -, 2x - y - 4u) = 0
u

dx
y
dy
xdu
y

log Ixl- u
= Gt,
= G2
y2 - 2x(u -1)

F(log Ixl- u, y2 - 2x(u - 1)) = 0
dy
dx
xdu

tanu+cotx = GI , y-
1
= G2
2 cos2 U

F(tan u + cot x, y - 2
2) = 0
cos u

dx
xu + y
dy
+ uy
xdu
1 - u2

(x - y)(u
+ 1) = GI ,
(x
+ y)(u -
1)
= G2
345

F((x - y)(u
+ 1), (x + y)(u -
1)) = 0

dx
x+u
dy
y+u
du
x+y

dx + dy + du
2(x + y + u)
dx + dy - 2du
_ (x + Y _ 2u)
dx - dy
x- y
---=}
dx - dy
x _ y
x +y +u
C
= 1
(x - y)2
=}
2 )(
)
u x- y
+y-

x+y+u
F( (
)2 ,(x + y - 2u)(x - y)) = 0
x-y

dx
y+z
dy
z+x
dz
x+y
du
u

dx - dy
du
= - =} (x - y)u = Cl
y-x
u
dy - dz
du
--=---- = - =} (y - z)u = C2
z-y
u
dx + dy + dz = du =} x + y + z
2( x + y + z)
U
u2
--~
= C3

F((x - y)u, (y - z)u,
(x + y + z
u
=0
346
Solutions
dx
dy
dz
du
-=-=--=x
y
u+z
xy

x
- =C1
Y
xy - 2u = C2
-ydx - xdy + dz + du
--------xy - xy + u + z + xy
u +z - xy = C3
= -dx
x
=>
d( u + z - xy)
u + z - xy
= -dx
x
F( ~ ,xy _ 2u, u + z - xy) -- 0

x

dx
u-x
dy
u-y
dz
-z
du
x+y
--=--=-=--
dx - dy
-(x - y)
dz => x - y
-z
= C1
dx + dy + 2du
dz
(
2) C
=-=>zx+y+ u = 2
2
x+y+ u
-z
du - dx + dy _ dz
x +y - u _ C
~----"- - =>
- 3
2(x + y - u)
-z
Z2
x-y
x+y-u
F(--,z(x+y+2u),
2
)=0
z
z
=>
347

7.9

dx
xy
dy
_y2
du
-x(l + X 2)

F(xy,
x2
X4
"2 +"4 +xyu) =

1+
dx
vu - x -
dy
1
du
2

2y - u = C 1
du - dx - dy
-r====
X - Y
-vu -
dy
= -1 => y+2Vu -
x- y
= C2
To derive this last equation, we multiply the first and the second ratio
by -1 and the third by 1, sum all the ratios, and equate with the second
one. The general solution is
F(2y - u, y + 2Vu - x - y)

dx
y
dy
uy
du
-(1 + u 2)
=0
348
Solutions

dx + udy + ydu = 0 => x + uy = C1
dx
dy
C
=> y2 - X 2 - 2xyu = C2
Y
l-y

F(x
+ uy,y2 -
x 2 - 2xyu) = 0

dy
2
2
x + u - y2 - 4ax
dx
2y(2a - x)
du
-2yu
~--~~~----=----

dx
_~=> u --C1
2(2a - x)
-2yu
2a - x
xdx + ydy + udu = ~ => x 2 + y2
-y(x2 + y2 + u 2)
-2yu
u
F(
2a-x
,x
2+
2 +
y
u
u) = 0

dx
xy2
dy
x2y

x 2 _ y2 = C1
ydx +xdy
xy(x2 + y2)
du
u( x 2 + y2)
+ u 2 = C2
349

dx
dy
-;- = y -
J R2 -
du
u2 =

u = C1
Y _ yr=R=2-_-u"""2
-=-----= C2
X

dx
dy
du
-=-=
x
y
xy+ u
x
- = C1
Y
ydx + xdy - du
xy+xy-xy-u
xy - u
--=--- = C2
dx
x
=-:::}
d(xy - u)
xy-u

dx
x
dy
y
du
+ aJx 2 + y2 + u 2
dx
x
=-:::}
Solutions
350
- =C1
Y
dx
x
du
u+aJx2(1+Cl}+u2
du
-dx = -x + a
U2
1 + Cl
+ -2
x
This is the Euler homogeneous equation and thus
U+JX2+y2+U 2
x a+1
= C2
F(:', u + Jx 2 + y2 + U2 ) = 0
x a+1

7.10 Writing the condition
ox [J.L(x, y)(xy3 - 2x4)] = oy [J.L(x, y)(x 3y - 2y4)]

we obtain the following differential equation for the integrating factor
J.L
(2X4 _ y3 X)OJ.L + (x 3y _ 2y4)OJ.L = 9J.L(y3 _ x 3)
ox
oy
The characteristic system is
dx
2x4 - xy3
dy
3
x y - 2x4
dJ.L
9J.L(y3 - x 3)
The first integrals:

Equating the first two ratios, we obtain
dy
dx
Using the substitution
x 3y - 2x4
2X4 - xy3
= u, we obtain
x3 +y3
3 3
= C1
xy
351

We now form the following integrable combination
x 2dx + y 2dy
2(x6 _ y6)
2( 3
dp,
9P, (Y3 - x 3) ~ P, x
+ y3)3 = C2
F(
x3 + y3
,p,2(X3 + y3)3)
X3 3
=0
F is an arbitrary differentiable function, and therefore

2
P,
1
x 3 + y3
(x,y) = (x3 + y3)3 f ( x 3y3 )
where f is differentiable.
7.11
dx
x
= dy =
y
du
u - x 2 _ y2
- = C1
Y
2xdx + 2ydy + du
dx
=
2x2 + 2y2 + u - x 2 - y2
X
x 2 + y2 + u
--::-----:---:..--=--::----::
d(x 2 + y2 + u)
x 2 + y2 + u
-----'-- = C2
X

2
F(::", x + y + u) = 0
y
x
dx
x+y
dy
y-x
du
u
dy
dx
=y-
x ~ Jx2 + y2earctan~
y+x
= C1
= -dx
X
352
Solutions
xdx + ydy + udu

2
X + xy + y2 - xy + U 2
F(
V
X
= du =>
arctan ~
+y2 e
',
2 + y2 + U 2
u2
= C2
+ Y2 + u 2 ) -
- 0
U2

dx
u+y-x
dy
u+x-y
du
x+y+u

dx + dy + 2du _ dx - dy
(
2 )(
)_ C
2( x+y+ 2u ) - y-x => X + y + u x - y - 1
dx + dy + 2du
dx + dy + du
==> (x+y+ 2u )( x+y+u )2 = C2
2
x+y+ u
x+y+u
F((x
+ y + 2u)(x -
y), (x
+ y + 2u)(x + y + u)2) =

dx=~=~=~
x
z+u
y+u
y+z

dy + dz + du = dx => y + z + u
2(y + z + u)
X
x2
dy - dz
dx
=
=> x(y - z) = C2
y-z
x
dz - du
dx
=
=> x( u - z) = C3
u-z
X
= C1

F(
y+z+u
2
,x(y - z),x(u - z)) = 0
x
353

dx
x
dy
y
dz
z
x2
du
+2u

x
- =C1
Y
.. = C2
Z
-du
dx
u
= -uX + x=>-logx = C3
x2
F(:', .., ~ -logx)

y
x2
=0

dy
x+z+u
dx
y+z+u
--------~----
dz
du
------ -----x+y+u
x+y+z
dx - dy
dx - du
x- y
=> - - = C1
y-x
u-z
z-u
dx -dz
dy - du
x- z
--'---- => ---- = C2
z-x
u-y
y-u
dx-du
dy - dz
x- u
--'---- => --- = C3
z-y
y-z
u-x
F(x - y, x - z, x - u) = 0
z-u y-u y-z
dx
x
dy
du
J1 + y2 - xy
Solutions
354
dx
d
= ..J!
y Thus , y = ::....=:::.J..
2XCI
X
X2 - C 2
1 dx
2x C 1
C2
F(
1 x log x
V
2 y + 1 + y2
= du ::} X(y + V. / 1 + y2) -
y + vI
+ y2'
x(y +
V1 + y2) -
1
-
xlogx
2 y + vI
+ y2
- u = C2
- u) -

dx
ey - bu
dy
au - ex
du
bx - au

adx + bdy + cdu = a ::} ax + by + eu = Cl
xdx + ydy + udu = a ::} x 2 + y2 + u 2 = C2
F( ax + by + eu, x 2 + y2 + u 2) = a
7.12
dXl
dX2
x2
Xl
dXn
udu

X2 _ C1, -x3 -- C2,
xl
Xl
... -Xn
= Cn-I,
Xl
X2x3 ... XndXl

XlX3 ... XndX2
XlX2 Xn
XlX2 . Xn
XlX2 .. Xn
udu
d(XlX2 . .. Xn)
udu
--::------ ::}
=
::}
U2 + XlX2' .. Xn
nXlX2 ... Xn
U2 + XlX2 ... Xn
d(XlX2 ... Xn)
d( U2)
We denote XIX2 ... Xn
= t, U 2 = v
355
and we get
_dt =
dv
~ dv _ 2v _ ~ = 0
nt
2v + t)
dt
nt
n
This is a linear equation and

2
v = tn(Cn
2 t l -!
+ ---2)
nl- n
vC-; -
2 t l -!
---2
n l - -n
= Cn
where F is an arbitrary differentiable function. This can be rewritten

as

dXI
1 + ";u - alXI - ... anXn

dXn
1
du
al
dX2
+ a2 + ... + an
Solutions
356
dX2
-=
1
alx2
aldxl
+ a2dx2 + ... + andxn -
alVu -
+ 2vu -
alxl -
alxl -
... -
.. -
du
=?
anXn
anXn
= Cn
The general solution

F(X2 alX2
X3, ... ,X2 -
X n ,X2 -
al
a2
2Y'-iL---a-I-x-I---.-.-.--a-n-xn)
+ ... + an

Remark This equation has also the solution
Indeed, if we write
we see that V
(1
= 0 is a solution of the equation
av av
av
8V
+ v'v)-a
+ -8
+ ... + -8
+ (al + ... + a n )-8
=0
Xl
X2
Xn
U
Therefore, u = alXI + ... + anxn is a particular solution of the equation,

which is not contained in the general solution. We observe that the
derivatives of the coefficients of the equation are not bounded at the
points of the solution u = alxl + ... + anx n .
X2
+ X3 + ... + Xn + U
dX2
----~----Xl
X3
Xn
U
+ ... +
dXn
Xl
du
+ X2 + ... + Xn-l + U
Xl
+ X2 + ... + Xn

du -
dXI
dX2 -
dXI
U -
Xl
X2 -
Xl
dXI
U -
X2
X2 -
Xl
U -
Xn
----=?
X2 -
dX2 -
-.;~-~
X2 du -
dXn
----=
U -
Xn
dX2 X2 -
Xl
dXI
Xl
=?
=?
X2 -
Xl
Xl
= CI
= C2
=Cn


7.13
dx
dy
dz
-=-=-z
-z
y- x
From the system
It follows that
y = C1 -1
= Vr-"2(-C-1 ---C-2---1-)
Replacing z by y2, we find
J2(C1 - C2 - 1) = (C1 - 1)2 =>

z2 - (y + x-l)4 + 2(y + x + 1) - 2xy = 0
dx
dy
dz
-=-=x
z
-y
357
Solutions
358
Eliminating x, y, z from the system
we get

dx
xz
dy
yz
dz
-xy

X
- = GI ,
y
Eliminating x, y, z from the system
we get
and
xy + z = G2
359

dx
-;- =
dy
- 2y
dz
= X 2 + y2
x 2 y = Cl
1
-xdx + 2ydy + dz = 0
=>
y2 -
x2
"2 + z
= C2
we get
and
1 + C l = C2 => 2z + 2y2 - x 2 - x 2y - 2 = 0
2
dx
x
dz
dy
dy
y
dz
z - xy
Solutions
360
we get
2
C1
y2
x
C1
2
- + - + 2 - C2 = 0 => z = 2y + 2- + - - xy
2

dx
x
dy
-y
dz
z2(x - 3y)
-=-=~--....,..

xy= C1
dx - 3dy
dz
1
2(
3)
=>
x
3y
+
X - 3y
z x- y
z = C2
xy = C1
3y+ ~ = C2
{
x=l
yz + 1 = 0
X -
we get
C2 + 4C1 - 1 = 0 => z
dx
dy
dz
-=-=----:::----::z-x2_y2
y
x
= 1 + 3y- 4xy-x

we get
+ 4C~ - C2 + 2 = 0 =>
xy + 4x 2 + 2y2 - zy + x 2y + y3 = 0
C2

dy
-xy
dx
z
dz
2xz
-=--=The first integrals are
we get
2? - C1 C2 = 1 =>
(y2 z - 2)2 + z - x 2]y2z = 1
C2 (C2

dx
dy
xz+y
dz
z
- =C1
Z
dy
-dz = -z + C1z => -z - x = C2
361
Solutions
362
we get
CI = (2 - CI
C2)2 =>
xz=(2z-x-y+xz?

dx
dy
dz
-=-=y2
yz
-Z2

dy
dz
-Y = --z => yz = CI
dx
dy
y3
-y2 = -CI => -3 -
xyz
= C2
yz = CI
V; - xyz = C2
X + y = 2z
xz = 1
we get
(CI + 1? - 3CI (CI + 1) = 3C2 =>

(yz + 1)3 - 3yz(yz + 1 - X) = y3
dx
dy
dz
--=--=x - z
y- z
2z
vz - C1
7f=C2
y+z -
x-y=2
Z + 2x = 1
we get
3C2 + Cl = 0 =>
3x +2z - y = 0

dx
dy
- = -2-2
xy3
X Z
dz
y3 z
x
- = Cl
Z
y4 _ X 2 z 4
= C2
we get
ct+cl = C2 =>
XZ -
y2
= 0

dx
dy
dz
-=-=x
2xy
y
x
- = Cl
Y
z - xy = C2
363
Solutions
364
The general solution is F(z - xy, ~), where F is an arbitrary differentiable function. z = xy + I(~), where 1 is an arbitrary differentiable
function satisfying 1(1) = O.
dx
z(x+z)
dy
-y(y+z)
--;--~
dz
0

z = Cl
y(x + z) = C2
y+z
1
z
= Cl
y(z+z)
y+z
= C
x=l
z=zJY
we get
7.14
dx
dy
dz
=-=-1
-1
y- x

x+y = Cl
xdx + ydy + zdz
= 0 :::} x 2 + y2 + Z2 = C2
we get
C2 - 1 + (Cl
z2 = (x
+y -
I? = (Cl
1)4 :::}
1)4 + 2xy - 2( x
+ y - 1)
dx - _
dy _
-x
a(a 2 + xy)~
z
X2 + y2
xy= Cl
xdx
=!fLdx
-ydy
-X2 = ~ = _y2
_
=.!lxdy
z
~
z
a(a2 + xy)~
z _
X2 +y2
_
xdx - ydy + a(a 2 + xy)d;

+ ydx)
z - !!(xdy
z
-X2 - y2 + X2 + y2 + ;(xy - xy)
2a
d(x 2 - y2 _ _ (a 2 + xy)) = 0
_
2
2
2a 2
x - Y - -(a + xy) = C2
Z
Thus we have
dx
--z(x-a)
dy
dz
yz
ax-x2 _ y2
Y =C
-l
x-a
365
366
Solutions
we get
dx
2xz
dy
2yz
J!..
x
dz
Z2 - X2 _ y2
= Cl
xdx + ydy + zdz = dx

Z(X 2 + y2 + Z2)
2xz
=} X 2
+ y2 + Z2
x
= C2
i)
ii)
~2:~~;2 = C
X+Y+Z=O
X2 + y2 + Z2 = a2
a4
Cr
a4
2)
Ci + Ci a + Ci (Cl + 1
(x 2 + y2 + z2? _ 2a2(x 2 + y2
- a =0
+ xy) = 0
367

dx
cosh x
dy
2y sinh x
dz
z sinh x
F(
y
=-) - 0
cosh x , y -
where F is an arbitrary differentiable function. Solutions of the Cauchy

problems are
i)
*=Cl
{ L=C2
Y
x=y=z
C2
z2
he = C 1 => y2 cosh - = z2 cosh x

cos 2
y
ii)
--1Lc~shz -
L=C
2
Y
C1
x=O
z2 = 2m(y - a)
2m(Cl - a) = C1 C2 => z2 = 2m(y - a cosh x)

iii)
*=Cl
=C2
z=O
Y = Qcoshx
L
C2 = 0, C1 = Q - infinitely many surfaces with equation y = cosh x f( Z2),

where f is an arbitrary differentiable function passes through the giv~n
curve, f(O) = Q.
Solutions
368
7.15 1. If F(x, y, z) = a and G(x, y, z) = j3 are the families of surfaces,

the necessary and sufficient condition for them to be orthogonal is
8F8G
8x 8x
+ 8F8G + 8F8G
8y 8y
8z 8z
= 0
This equation is derived from the assumption that along the intersection
curve the tangent planes are orthogonal.
In our case
xy
F(x,y,z) = 2"
z
The condition above becomes
JL 8G + !.... 8G
z2 8x
z2 8y
_ 2xy 8G
z3 8z
= 0 =>
8G
8G
8G
yz- +xz- - 2xy- = 0
8x
8y
8z
dx
yz
dy
xz
dz
-2xy
x 2 _ y2
= GI ,
2y2 + Z2
= G2
The family of orthogonal surfaces is
F(x 2 _ y2, 2y2
+ Z2) =
j3

The Cauchy problem
results in
GI
+ G2 = 5 => x 2 + y2 + Z2 =
2. The partial differential equation is
(y
+ z 2 )8C
-8x
8C
8C
2xy- - 2xz- = 0
8y
8z
369

dx
dy
dz
---=--=-y2 + Z2
-2xy
-2xz
'#.. =
Z
2x2
GIl
+ y2 + z2 = G2
from which
7.16 The characteristic system is

dx
2
x( x + 3y2)
dy
y3
dz
2zy2
'#.. = GI
Z
dy
dx
2y3
x(2
x +3y2)
=}
y3
-4 + -2
= GI
.t.
.JL-C2
x4+x22
x + y2 = a2
11.
z=h
from which
7.17
= G2
Solutions
370
The first integrals are (for n
i= 1)
-dx
= -dy
xn
zn
1
1
- - = C1
x n- 1 zn-l
dx
dy
1
1
- + - - = C2
_yn = -zn =} yn-l
zn-l
=} - - -

1
F
(-- + -zn-l)-0
xn-1
zn-l'
yn-l
xn-1 -
+ z}-l
yn1_1
C1
= C2
-
zn-l -
x=yV2
z=l
IS
For n
z I-n
=1
+ 21+ n-l YI-n 2
dx
dy
-y
xy = Cl
{ yz = C2
X
yV2
z=l
2x I-n = 1
dz
z

For n =-1
xdx
Z2
371
= -ydy = zdz
= 1-
x 2 + 2y2
7.18 We verify if the integrability condition (7.11) is satisfied.

1. The integrability condition is
u[l
+ u(l + y)] =
The only functions that solve this equation are u = 0 and u = -l~y;
U = 0 is the unique solution.
2. The integrability condition is identically satisfied. From the first
equation we have u(x, y) = xy2+(y), E Cl(R) is arbitrary. Inserting
this into the second equation, we obtain the equation for
'(y) _ 3.(y) = _y2

Y
which a linear equation. We find (y)
y2(X _ y).
= Cy2 -
y3
=?
u(x, y) = Cy2 +
3. The integrability condition is satisfied. From the first equation

we have u(x, y) = xy2 + (y), E C 1 (R) is arbitrary. From the second
equation, we obtain the equation for
'(y) _ 3.(y) = _1 _ y2
Y
2y2
-i
-i
We find (y) = Cy2 - y3

y =? u(x, y) = xy2
y - y3 + Cy2.
4. The integrability condition is satisfied. From the first equation
we have u(x, y) = x(y), E C 1 (R) is arbitrary. From the second
equation, we obtain the equation for
'(y) = 3.(y)
y
372
Solutions
We find <J>(y) = Cy2 :::} u(x, y) = Cxy2.

5. The system has no solutions. The integrability condition is not
satisfied.
6. The integrability condition is u(l - 3xu) = o. The only solution
of the system is u = O.
7.19 a) We directly verify that the conditions (7.15) are fulfilled:
ap = aQ = 6x 2y
ay
ax
aQ
aR
-az = -ay =cosz
aR
ap
x
= -=-e
ax
az
b) From (7.16) we see
u(x,y,z)
= lo x(3x2y2-e
z)dx+
loy sinzdy+ loz -dz = x
The family of integral curves of the equation w
3 y2-e
xz+ysinz
= 0 is
7.20 We check whether the condition of complete integrability (7.14)
are satisfied.
1. The complete integrability condition is satisfied. We see that the
function p(x, y, z) =
is an integrating factor. Multiplying by p, we
obtain
dx
dy
- + - + dz = 0 :::} xye Z = C
x
y
2.
xtz
373
The family of integral curves of the equation w = 0 is
x - 2x2 + y + 2y2 - 2z2 = C

3.
u(x, y, z)
= Ioz (y + z)dx + loy zdy = xy + xz + zy
The family of integral curves of the equation w
xy+xz + zy =
= 0 is
4. The complete integrability condition is satisfied. We see that the

function
1
p,(x, y, z) = (x _ l)(y _ l)(z - 1)
is an integrating factor. Multiplying by
p"
we obtain
_x_dx + -y-dy + _z_dz = 0

x-1
y-1
z-l
x
+ y + z + log[(x -
l)(y - l)(z - 1)] =
5. The complete integrability condition is satisfied and the equation

is equivalent to the system
az
ax
az
ay
2x2 + 2xy + 2xz2 + 1

2z
1
2z
From the second equation we have y+z2 = u(x), where u is an arbitrary

differentiable function. Inserting this into the first equation, we obtain
u' + 2xu + 2x2 + 1 = 0, from which u(x) = Ce- z2 - x.
374
Solutions
Thus, the family of integral surfaces is
ex2 (x + y + z2) = C
az
-=-y
ax
az
z
ay =
From the second equation we have z = yu(x), where u is an arbitrary

u(x)=C-x.
z = y(C - x)
7. The equation is not integrable.
8. The equation is not integrable.
2yz + 3x
xy
z
y
az
ax
az
ay
From the second equation we have z = u~), where u is an arbitrary

u' + : = -3 => u(x) = ~.
x2y
z=---
In addition, the equation has the solution x = O.

10. The complete integrability condition is satisfied and the equation is equivalent to the system
ay = -2x
ax
~~ =
-(2x2z
+ 2yz + 2z2 + 1)
375
From the first equation we have y = -x2 + u(z), where u is an arbitrary differentiable function. Inserting this into the second equation,
we obtain
du(z)
--a:;+ 2zu =
-(2z
+ 1) ::} u(z) =
-z + Ce- z
y(x, z)
= Ce-
z2
x2
az
ax
az
ay
z-y
x
z-x
- -y-
---
From the first equation we have z - y = xu(y), where u is an arbitrary

f}f}u = u-l ::} u(y) = 1 + Cy.
y
y
z(x,y) =x+y+Cxy
12. This is an exact total differential equation, and
u(x, y, z)
= fox (1 + yz)dx -
foz dz = x + xyz -
The family of integral curves is
x +xyz - z = C
13. This is an exact total differential equation, and
u(x, y, z) =
1x(yz-Iogx)dx+ 1x (xoz-Iogz)dy+1x(XOYO- Xo + Yo )dz =

Xo
Zo
Yo
= xyz - (x
+ y)logz + C 1
The family of integral curves is
xyz - (x
+ y) log z =
Solutions
376
az
ax
az
ay
yz + a 2
x(x + y)
xz + a 2
y(x + y)
From the first equation we have yz + a 2 = xxul~), where u is an arbitrary

~~ _ 2yU + 2~2 ::} u(y) = Cy2 + a 2.
z(x
+ y) + a2 -
Cxy = 0
7.21 We write the characteristic system (7.19)

dx
x
+ I;
dy
du
-dp
y + I~
px + +qy + pi;
-dq
We get p = a, q = b and inserting this into the equation, we find that

the complete integral is u = ax + by + 1(a, b)
Remark. The singular solution of the Clairaut equation is obtained by
eliminating a and b from the system
u = ax + by + I(a, b)
{ x =
y = -/~
-I;
7.22 1. The characteristic system (7.19) has the first integral p = a.

From 1(a, q) = 0 we have q = g( a). from the Pfaff equation du =
adx + g( a )dy we obtain the complete integral u = ax + g( a)y + b,
a,bE R.
2. Since X = ~ = 0, U =
= 0, the characteristic system has the
first integral p = a, and from I(a, y, q) = 0 we have q = g(a, y). The
Pfaff equation du = adx + g( a, y)dy leads to the complete integral
u = ax+
g(a,y)dy,
a,b E R
3. X = ~ = 0, Y = ~ = O. The characteristic system has a form

of the integrable combination !!E.
= !!!I,
which leads to the first integral
p
q
q = ap.
The system
f(u,p,q) = 0
q= ap
gives p
377
= g(u, a), q = ag(u, a).
The Pfaff equation du

ag( u, a )dy leads to the complete integral
du
9 u,a
4. Since U
) = x
+ ay + b,
= g(u, a)dx +
a, b E R
= ~ = 0, the characteristic system is

dx
dy
dp
dy
-X
-y
If the first integral G(x, y,P, q) = a is known and satisfies ~/,G

# 0,
p,q
then we have the equation with total differentials du = g(x, y, a)dx +
gl(X, y, a)dy, where p = g(x, y, a), q = gl(X, y, a) is a solution for p and
q of the system
f(x, y,p, q) = 0
{
G(x, y,p, q) = a
Performing two quadratures, we obtain the complete integral of the

equation.
7.23
dx
-2p+x
dy
1
dq
dz
-2p2 +xp+ q
----::----
From" = ~ we have p = ae- Y. From this result q = -axe- Y+ a 2e- 2y .

The completely integrable Pfaff equation is
ae-ydx + (-axe-Y + a2e- 2Y )dy - du
leads to
u
= axe- Y -
_a 2e- 2y
+b
'
a,b E R

dx
q
dy
du
p
2pq
dp
p
=0
dq
q
Solutions
378
From !!E.
= !!!1.
we have q = ap. Then
p
q
{ pq - u
q = ap
=0
:::} P
= /
=..;au
The Pfaff equation is
~dx + y'aUdy -
du = 0
The complete integral is

1
y'aU - 2(x + ay + b) = 0,
a, bE R

dx
x+uq
dy
du
+ up
px
dp
+ qy + 2pu
p(l
+ pq)
From the last equation we have p = aq. Then

{
p= ax+u
p=a
xp+ yq - upq = 0
:::} q = ax"-!t-u
au

(ax
+ y)(adx + dy) + audu =

au 2 + (ax
+ y? -
b2 = 0,
a, bE R

dx
2p
dy
-2q
dq
-q
From the last equation we have q = ap. Then

{
p2 _ q2
q -- ap
+u
= 0
p =
:::}
Va2~1
q -- a y~
aLl
dq
q(l
+ pq)
379

dx+ady- r;du=O
V~

2ju(a2 -1)-x-ay+b=O,
a,bER

dy
y(y2p _ 1)
dq
dx
y2(2px + qy)
dp
From
dy
y(y2p_l)
dp
p(1_y2p)
du
2p2xy2 + 2y3pq - y
we h ave py = a. Then
xy2p2 + y3pq py - a = 0
pq
U -
=0
=}
P=~
q=
u-xa 2
y(ay-l)

a
u - xa 2
du = -dx + (
)dy
y
yay - 1

uy - ax - b( ay - 1) = 0

dx
2x(px + qy) - ux + 2p
p2x(px
+ qy) -
dy
2y(px + qy) - ux
du
ux
-dp
p(px + qy) - up
+ 2p + 2y(px + qy) -
+q
uy + 2q
-dq
q(px + qy) - uq

{
p - aq
( px
=0
+ qy)2 _
u(px
+ qy) + p2 + q2 =
P=}
q-
au(ax+y)
(ax+JI)2+ a2+1
u~x+y)
(ax+y)2+ a2+1
Solutions
380

du=
au( ax + y)
d
u( ax + y)
d
x+
y
(ax + y)2 + a2 + 1
(ax + y)2 + a2 + 1
may be written as
2_du = _ _
d-,-(a_x_+_y,-)2_ _
u
(ax + y)2 + (a 2 + 1)
7. We will use the polar coordinates

x = r cos 0,
ou
ou
y = r sin 0
ou .
-or = -ox cosO + -oy smO

ou
ou.
ou
- = --rsmO + -rcosO
ao
ax
ay
From these equations

ou = cosOou _ sinO OU
ax
or
r 00
OU
oy
= sinOou + cosO ou
or
00
Using these equations, we find that the given equation can be rewritten
as
(OU)2 + ~(OU? = f(r)
or
r2 oq
dO
du
2q
2p2r2 + 2q2
-dp
-dq
2rp2 - 2r f - r2 ff
0
dr
2pr2
381
where p = ~~, q = ~~ ~q = a. From the equation we have
p= ~
f(r)-r2
2

du =
y~
f(r) - ?i dr + adO
u=
v'X 2+ y2
~2
Y
f(r)-"2+aarctan-+b, a,bER
r

dx
mpm-l
dy
mqm-l
du
m(pm + qm)
dp
npu n -
dq
nqu n -
From the last equation we have p = a!; q. Then

1
Um
du =
(1
+ a)m
dx
a-;Um
(1
+ a)m
dy

m(1
+ a)mu1
n-
(m - n)(xa m + y)
1
m-n
+ b = 0,

dx
p
dy
q
du
(p2
+ q2)
From the last equation we have p

{ px + qy + u
p - aq = 0
= aq.
=0
-dp
-dq
2p
2q
Then
= - a:~y
q = - ax~y
~ p
a, bE R
382
Solutions
du = -
au
au
dx dy
ax+y
ax+y
u = (ax
+ y)b,
a, b E R
dx
2(p-x)
dy
-2(p - y)
From the equation 2(;~X)
du
2p(p - x) - 2q(q - y)
dp
2(p - x)
--~--~--~--~-~~~
= 2(;:'X)
we have p
= x + a.
Then
{ (p - x)2 - (q - y)2 - 1 = 0 => p = x + a,....."....-...,..

p = x +a
q = y + va 2 - 1
du = (x
+ a)dx + (y + va2 -
l)dy
x2
y2
= -2 + ax + -2 + va2 -
1 y + b a, b E R
dx _ dy
-x
y+ 2q
From the equation ~ =
du
dp
dq
------=-=2q2 + qy - px
-p
-3q
d: we have q = ax3. Then
dq
-2(q - y)
383

4u
= x 2(4axy + a2x 4 + 4b)
a, bE R

dp
p
From this we have p
{
p - aq
(px
= aq.
=0
+ qy)2 _
dq
q
Then
p2 _ q2 - 1 = 0
=>

~=
a
J(ax
+ y)2 - (a 2 + 1)
~+
1
J(ax
+ y)2 - (a 2 + 1)

cosh(u - b) -
ax+y
vi
a,b E R
a2 + 1
7.24 1. The equation is a generalized Clairaut-type equation, whose

complete integral is
u =
ax
+ by + 3a2 -
b2
The parametric representation of this curve is x = 0, y

Eliminating t from the system
{
t2 = bt + 3a2 - b2
2t = b
we find b = 2a.
The general integral of this equation is
u = ax
+ 2ay -
The envelope of this family of surfaces is
a2
= t,
= t2
Solutions
384

dx
2p
dy
2q
du
2(p2 + q2)
dp
P
-=-+----
dq
q
V~
-;;;-du =
adx + dy

2Ju(I
+ a2) -
ax - y - b = 0 a,b E R
The system
2
{ 2Ju(I + a ) - acost - sint - b = 0
asin t = cost
gives
a = cot t,
b=
VI + a2

2Ju(I
+ a 2) -
ax - y -
VI + a 2 = 0
We differentiate with respect to a and then eliminate a to get
3. The complete integral of this equation is

u = J x 2 + y2
The system
{
+ ax + b,
a, b E R
I + a cos t + b = 0
asint = 0
385
gives a = 0, b = -1. the solution of the Cauchy problem is

u = VX2
+ y2-1

dx
2(p - q)
dy
-2(p - 2q)
--:---'-----:- +
du
-dp
-dq
= -- = -2p2 - 4pq + 4q2)
4p
4q

{
= aq.
p - aq = 0
p2 _ 2pq + 2q2 - 4u = 0
Then
= 2a aL~a+2
q - 2 2 u
a -2a+2
=> p
JU =
a
va 2 - 2a + 2
va 2 - 2a + 2
+b
a, b E R

dx
2pu 2
dy
2qu 2
du
2u2(p2 + q2)
The first integral is p = qtan Q,
-dp
E R.

d u= a v'3 sin Q d x+ a v'3 cos Q d y
u
u
-dq
386
Solutions
u2
2V3(x cos a
+ y sin a) -
{3 = 0 a,{3 E R
u 2 = 2a(x + ..f2y)
dx
2p
dy
-2q
du
= aq.
dp
4p
dq
4q
Then
0
:::}
p - aq
{ p2 _ q2 _ 2u = 0
du =
~
ay~
~dx + y ~dy
7. This is a generalized Clairaut equation, whose complete integral

IS
b2
u=ax+by--

2u = x
+ y2

dx
q
From
d:c
q
= !!:!L
we have x 2
:c
dy
du
dp
dq
p
2pq
y
x
-
q2 = a2 Then
x2 _ q2 = a2
pq - xy = 0

du =
xy
dx
vx 2 - a2
+ V'-x-=-2---a-='2dy
u = yVx 2
a2 + b a, b E R

dx
dy
du
-=-=
p2 + q2
p
q
dp
up
dq
uq
From;; = ~ we have q = ptana, a E R.

{
U2 - p2 - q2 -1 = 0
p = vu 2 -lcosa
q-ptana=O
:::} q=Vu 2 -1sina

du = Vu 2 - 1 cos adx Vu 2 - 1 sin ady

log lu + Vu 2 -11
Introducing x
= t, Y = 1 -
+ {3 =
(xcosa + ysina) a,{3 E R
t, u = 1, we obtain
{3 = t cos a
+ (1 - t) sin a
387
388
Solutions
We differentiate with respect to t and we get

.
V2
tan a = 1 => sma = cos a = 2
Thus, f3 = sin a = Y,}. Inserting this result into the complete integral,
we obtain the solution of the Cauchy problem
2loglu + Vu 2 -11-
x- y + 1 =
10. From the characteristic system we have p = ax. Then q = y'iiY.

du = axdx + ...jiiYdy

x2
u - a2"
+ "2 Y..,foY -
b a, b E R
a)
b)
9( u - x 2? - 8 y 3 = 0

dx
dy
du
-=-=
p
q
u 2 -1
dp
pu
dq
qu
The first integral is p = aq and it follows from the equation that

_ ~2-1
P - a a2 - 1
q=
2-1
~
a -1
2

du =
ay~~
~dx + y~dy
389

log lu + "';u 2
11-
va
a
2
+1
x-
va
1
2
+1
y- b
=0
To solve the Cauchy problem, we use the following parametric representation of the curve x = A cos t, Y = A sin t, u = 1. We find

dx
dy
du
-=
-=
2pu 2
2qu2
2u2(p2 + q2)
~::-:--::----::7"
From the last equation p

Vp2 + q2 sin o. From
= aq.
-dp
2pu(p2 + q2
dq
+ 4)
We take p
= Vp2 + q2 cos 0
2qu(p2
we have
2Vu - u 2
coso
u
2Vu - u 2
q=
sino
P=

udu
Vu- u2 + 2cosodx + 2S1110dy = 0

4(x cos 0
+ ysino -
b? + u 2
The solutions of the Cauchy problems are

1.
2.
+ q2 + 4)
--~~~~~- --~~~~~
4= 0
and q =
Solutions
390
dx
dy
-du
-dp
-dq
x+~
= y- ~
= u + It
= 2p = 2q
q
q3
q2
The first integral is p = aq. The complete integral is
y+ax+
b
2=0
u+a
The Cauchy problem can be solved as in the previous problems.

7.25 1. This is a generalized Clairaut equation, whose complete integral
is
u = ax + by + 3a2 - b2
The singular integral is obtained by eliminating a and b from the system
ax + by + 3a2 - b2 { x + 6a = 0
y - 2b = 0
from which
12u + x 2 - 3y2
= 0
=0
dx
dy
2p + 1
2q + 1
-du
2(p2 + q2) + P + q
-~~-~---
-dp
1 + 2p
This system has the following two first integrals
p + x = a,
qxy = b
du
from which
= (a -
x)dx + (b - y)dy
x2
y2
u=ax-2"+bY-"2+ C
Taking the initial condition into account, we find

122
C=-(l-a -b -a-b)
2
-dq
1 + 2q
391
Inserting this value into the equation above, we find

1
U = ax - 2"(X
1
+ y2 ) + 2"(1
-
a - b - a - b)
We obtain the singular integral by eliminating a and b from the system

ax -l(x 2 + y2) { x-a-~=O
y-b- 2 =0
We find
+ l(1- a2 - b2 - a - b)
=0
4u + 2x + 2y - 3 = 0
3. The complete integral of this equation is

(x - a? + (y - b?
+ (u + a + b)2 -1 =
0,
a,b E R
Eliminating a and b from the system

(x-a)2+(y-b)2+(u+a+b)2-1=0
{ x-a+u+a+b=O
y-b+u+a+b=O
we obtain the singular integral in a form of the following two planes

dx
x 3q + x
dy
x 3 p + 2x2yq
-dp
2
3x pq + 2xyq2 + 2p
du
px + 2x3pq + 2x2yq2
-dq
2
x q2 + q
From z3!~z = Z2~~~q we find xq = a. We further find
p--
ay2 + u
x(1+ax)'
a
q=x

du = -
ay2 + u
a
dx+ -dy
x(1 + ax)
x
392
Solutions
from which the complete integral is

u
b(1 + ax)
= -ay
+ ---'---~
x
x
We obtain the singular integral by eliminating a and b from the system

ay + abx + b - xu = 0
{ y + bx = 0
ax+1=O
to wit
y+ zx 2
=0
5. This is a generalized Clairaut equation, whose complete integral

is is
u = ax + (3y + ~a(3
Denoting a
= a3 , (3 = b3 , we obtain
We obtain the singular solution by eliminating a and b from the system
We find
27xyz -1
=0
393
Bibliography
1. C. Avramescu, L Barbulescu Intrumar si culegere de probleme de

ecuatii differentiale si integrale, Reprografia Universitatii din Craiova,
1976, (in Rumanian).
2. J .S. Berezin, N .P. Jidkov
3. L. Brand Differential and Difference Equations, John Wiley &
Sons, New York, 1966.
4. M. Braun Differential Equations and their Applications, Springer
Verlag, Heidelberg, 1983.
5. H. Brunner and P.J. van der Houwen The Numerical Solutions
of Volterra Equations, North-Holland, Amsterdam, 1986.
6. J. Butcher The Numerical Analysis of Ordinary Differential equations, J. Wiley, Chichester, 1987.
7. H. Cartan Calcul differentiel, Paris, 1967.
8. F. Ceschino, J. Kuntzmann Problemes differentiels de conditions
initiales, Dunod, Paris, 1963.
9. G. Coman, G. Pavel, L Rus, LA. Rus Introducere in teoria ecuatiilor operationale, Editura Dacia, Cluj-Napoca, 1976 (in Rumanian).
10. M. Craiu, M.N Rosculet Equatii diferentiale aplicave, Editura
didactica si pedagogica, Bucharest, 1971 (in Rumanian).
11. T.V. Davis and E.M. Jones Nonlinear Differential Equations,
Addison-Wesley, Reading, Mass., 1966.
12. B. Demidovitch Recueil d'exercices et de problemes d'analise
mathematique, Mir, Moscow, 1972.
13. M. Germanescu Culegere de probleme de equatii diferentiale,
Editura didactica si pedagogica, Bucharest, 1963 (in Rumanian).
14. L Glazman, Y. Liubitch Analyse line are dans les espaces de
dimensions finis, Mir, Moscow, 1972.
15. D. Greenspan Theory and Solutions of Ordinary Differential
Equations, Macmillan, New York, 1960.
16. N.M. Gunther, Y. Liubitch Culegere de probleme de matematici superioare, Editura Tehnica, Bucharest, 1950 (in Rumanian).
394
17. A. Haimovici Equatii diferentiale si equatii integrale, Editura
didactica si pedagogica, Bucharest, 1965 (in Rumanian).
18. E. Hairer, S.P. Norsett, and G. Wanner Solving Ordinary Differential Equations, I, II, Springer Verlag, Berlin, 1987, 1991.
19. J. Hale Ordinary Differential equations, Wiley - Interscience,
London, 1969.
20. P. Hartman Ordinary Differential Equations, Birkhauser Verlag,
Basel, 1982.
21. E. Hille Lectures on Ordinary Differential equations, AddisonWilley, 1969.
22. D.V. Ionescu Equatii diferentiale si integrale, Editura didactica
si pedagogica, Bucharest, 1973 (in Rumanian).
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Equations, Charendon Press, Oxford, 1987.
24. G. Julia Exercices d'analyse, Gauther, Paris, 1943.
25. E. Kamke Manual onf Ordinary Differential Equations, 1967.
26. N .V. Kopchenova, LA. Maron Computational Mathematics,
Mir, Moscow, 1976.
27. P. Kress Linear Integral Equations, Springer Verlag, New York,
1989.
28. J.D. Lambert Computational Methods in Ordinary Differential
Equations, J. Wiley, new York, 1973.
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Leningrad Univ. Pub!., 1960 (in Russian).
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Mir, Moscow, 1976.
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34. R. Ressing, G. Sansone, and R. Conti Nonlinear Differential
Equations of Higher Order, Nordhoff, Leiden, 1974.
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36. I A. Rus Equatii diferentiale si integrale. Intrebari de control,
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Bucharest, 1982 (in Rumanian).
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Kluwer Texts in the Mathematical Sciences

1. A.A. Hanns and D.R. Wyman: Mathematics and PhysIcs of Neutron RadIOgraphy.
1986
ISBN 90-277-2191-2
2. H.A. Mavromatis: Exercises In Quantum Mechamcs. A Collection of Illustrative
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Problems and Their Solutions. 1987
3. V.I. Kukulin, V.M. Krasnopol'sky and J. Horacek: Theory of Resonances. Principles
and Applications. 1989
ISBN 90-277-2364-8
4. M. Anderson and Todd Feil: Lattice-Ordered Groups. An Introduction. 1988
ISBN 90-277-2643-4
5. J. Avery: Hyperspherical Harmonics. Applications in Quantum Theory. 1989
ISBN 0-7923-0165-X
6. H.A. Mavromatis: Exercises In Quantum Mechanics. A Collection of Illustrative
Problems and Their Solutions. Second Revised Edition. 1992 ISBN 0-7923-1557-X
7. G. Micula and P. Pavel: Differential and Integral Equations through Practical
ISBN 0-7923-1890-0
Problems and Exercises. 1992
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Differential and Integral Equations

through Practical Problems and Exercises

Kluwer Texts in the Mathematical Sciences

A Graduate-Level Book Series

Gheorghe Micula and Paraschiva Pavel

SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.

Library of Congress Cataloging-in-Publication Data

1. Dlfferentlal equatlons--Proble.s. exerclses. etc. 2. Integral

Printed on acid-free paper

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No part of the material protected by this copyright notice may be reproduced or

1. Differential Equations Solvable by Quadrature

2. Existence and Uniqueness Theorems

3. Linear Differential Equations

4. The Method of Laplace Transforms

6. Numerical and Approximate Methods of Solving Differential and Integral Equation

7. First Order Partial Differential Equations

Part II. Solutions

1. Differential Equations Solvable by Quadrature

2. Existence and Uniqueness Theorems

3. Linear Differential Equations

4. The Method of Laplace Transforms

6. Numerical and Approximate Methods of Solving Differential and Integral Equation

7. First Order Partial Differential Equations

Many important phenomena are described and modeled by means of

Chapter 1 covers the classical type of differential equations of fIrst

Differential Equations Solvable by

where the functions J, g, X, Y, Xt, Yi are given and the unknown

Integrating both sides of this equation, we obtain

which represents a family of curves depending on the arbitrary constant

integrating eq. (1.2) term by term in the domain Xl(z)Y(y)

which represents the general solution of eq. (1.2).

By the substitution ~ = u, where u is the new unknown function, the

E R can be always turned into the homogeneous equation by the ap-

propriate change of variables.

is called the linear differential equation of first order. If q( z) 0, then

1. Differential Equations Solvable by Quadrature

We turn to the inhomogeneous linear differential equation q(:c) =I O.

Thus, the general solution of the inhomogeneous linear equation is

Remark To solve an inhomogeneous linear equation one can use the

where a: E R \ {O,l} and p,q E 0(1) are given functions is called

U sing the substitution z = yl-a, the Bernouolli equation can be

z' + (1- a)p(z)z = (1 - a)q(z)

[2p(Z)Yl(Z) + q(z)]u = p(z).

z' + P(Z)(YI - Y2)Z

f) Total differential equation. Integrating factor. A first order differential equation

In this case, the equation may be written as dU = 0 and its general

1. Differential Equations Solvable by Quadrature

is called the complete integrability condition.

U(x, y) = {:r: pes, y)ds

and the general solution of the equation is

{:r: pes, y)ds

If for the equation P(x, y)dx + Q(x, y)dy = 0 the equality ~~ = ~

JL(x, y)[P(x, y)dx + Q(x, y)dy] = dU(x, y).

and is called the equation of integrating factor. This equation becomes

which is an equation with separable variables. Similarly, if the function

2. Differential equations of the form F(x, y, y') =

Let us consider a first order differential equation of the general (or

obtained by substituting z in the place of y'.

holds. Conversely, if a curve given by z = z, y = 4>(z), z = 4>'(z), with

The equation dy = zdz gives us the following equality

1. Differential Equations Solvable by Quadrature

The condition dy = zdz becomes in this case pdz = ~dz

As an example of this class of equations, one can consider the equation