EXACT
SOLUTIONS
for ORDINARY
DIFFERENTIAL
EQUATIONS
SECOND EDITION
HANDBOOK OF
EXACT
SOLUTIONS
for ORDINARY
DIFFERENTIAL
EQUATIONS
SECOND EDITION
Andrei D. Polyanin
Valentin F. Zaitsev
2002073735
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CONTENTS
Authors
Foreword
Notation and Some Remarks
Introduction Some Definitions, Formulas, Methods, and Transformations
0.1. FirstOrder Differential Equations
0.1.1. General Concepts. The Cauchy Problem. Uniqueness and Existence Theorems
0.1.11. Equations solved for the derivative. General solution
0.1.12. The Cauchy problem. The uniqueness and existence theorems
0.1.13. Equations not solved for the derivative. The existence theorem
0.1.14. Singular solutions
0.1.15. Point transformations
0.1.2. Equations Solved for the Derivative. Simplest Techniques of Integration
0.1.21. Equations with separated or separable variables
0.1.22. Equation of the form = ( + )
0.1.23. Homogeneous equations and equations reducible to them
0.1.24. Generalized homogeneous equations and equations reducible to them
0.1.25. Linear equation
0.1.26. Bernoulli equation
0.1.27. Equation of the form = + ( ) (
)
0.1.28. Darboux equation
0.1.3. Exact Differential Equations. Integrating Factor
0.1.31. Exact differential equations
0.1.32. Integrating factor
0.1.4. Riccati Equation
0.1.41. General Riccati equation. Simplest integrable cases
0.1.42. Polynomial solutions of the Riccati equation
0.1.43. Use of particular solutions to construct the general solution
0.1.44. Some transformations
0.1.45. Reduction of the Riccati equation to a secondorder linear equation
0.1.46. Reduction of the Riccati equation to the canonical form
0.1.5. Abel Equations of the First Kind
0.1.51. General form of Abel equations of the first kind. Simplest integrable
cases
0.1.52. Reduction to the canonical form. Reduction to an Abel equation of the
second kind
0.1.6. Abel Equations of the Second Kind
0.1.61. General form of Abel equations of the second kind. Simplest integrable
cases
0.1.62. Reduction to the canonical form. Reduction to an Abel equation of the
first kind
0.1.63. Use of particular solutions to construct selftransformations
0.1.64. Use of particular solutions to construct the general solution
0.1.7. Equations Not Solved for the Derivative
0.1.71. The method of integration by differentiation.
0.1.72. Equations of the form = ( )
Page v
Page vi
Page vii
Page viii
Page ix
142
Page x
Page xi
1 +
+#
2 +
Page xii
Page xiii
2.9.4.
2.9.5.
2.9.6.
2.9.7.
=0
4 + ( , )( ) + = 0 ( 8
= 2, 3, 4)
Page xiv
Page xv
xvi
CONTENTS
)
, )
, , )
)
, )
, , )
Page xvi
Page xvii
Supplements
S.1. Elementary Functions and Their Properties
S.1.1. Trigonometric Functions
S.1.11. Simplest relations
S.1.12. Relations between trigonometric functions of single argument
S.1.13. Reduction formulas
S.1.14. Addition and subtraction of trigonometric functions
S.1.15. Products of trigonometric functions
S.1.16. Powers of trigonometric functions
S.1.17. Addition formulas
S.1.18. Trigonometric functions of multiple arguments
S.1.19. Trigonometric functions of half argument
S.1.110. Euler and de Moivre formulas. Relationship with hyperbolic functions
S.1.111. Differentiation formulas
S.1.112. Expansion into power series
S.1.2. Hyperbolic Functions
S.1.21. Definitions
S.1.22. Simplest relations
S.1.23. Relations between hyperbolic functions of single argument ( 0)
S.1.24. Addition formulas
S.1.25. Addition and subtraction of hyperbolic functions
S.1.26. Products of hyperbolic functions
S.1.27. Powers of hyperbolic functions
S.1.28. Hyperbolic functions of multiple arguments
S.1.29. Relationship with trigonometric functions
S.1.210. Differentiation formulas
S.1.211. Expansion into power series
S.1.3. Inverse Trigonometric Functions
S.1.31. Definitions and some properties
S.1.32. Simplest formulas
S.1.33. Relations between inverse trigonometric functions
S.1.34. Addition and subtraction of inverse trigonometric functions
S.1.35. Differentiation formulas
S.1.36. Expansion into power series
S.1.4. Inverse Hyperbolic Functions
S.1.41. Relationships with logarithmic functions
S.1.42. Relations between inverse hyperbolic functions
S.1.43. Addition and subtraction of inverse hyperbolic functions
S.1.44. Differentiation formulas
S.1.45. Expansion into power series
S.2. Special Functions and Their Properties
S.2.1. Some Symbols and Coefficients
S.2.11. Factorials
S.2.12. Binomial coefficients
S.2.13. Pochhammer symbol
S.2.2. Error Functions and Exponential Integral
S.2.21. Error function and complementary error function
S.2.22. Exponential integral
S.2.23. Logarithmic integral
Page xviii
Page xix
Page xx
AUTHORS
Andrei D. Polyanin, Ph.D., D.Sc., is a noted scientist of broad
interests who works in various areas of mathematics, mechanics,
and chemical engineering sciences.
A. D. Polyanin graduated from the Department of Mechanics
and Mathematics of the Moscow State University in 1974. He
earned his Ph.D. degree in 1981 and D.Sc. degree in 1986 at the
Institute for Problems in Mechanics of the Russian (former USSR)
Academy of Sciences. Since 1975, A. D. Polyanin has been a
member of the staff of the Institute for Problems in Mechanics of
the Russian Academy of Sciences. He is a member of the Russian
National Committee on Theoretical and Applied Mechanics.
Professor Polyanin has made important contributions to developing new exact and approximate analytical methods of the theory
of differential equations, mathematical physics, integral equations,
engineering mathematics, nonlinear mechanics, theory of heat and
mass transfer, and chemical hydrodynamics. He obtained exact
solutions for several thousand ordinary differential, partial differential, mathematical physics, and integral equations.
Professor Polyanin is an author of 30 books in English, Russian, German, and Bulgarian, as well
as over 120 research papers and three patents. He has written a number of fundamental handbooks,
including A. D. Polyanin and V. F. Zaitsev, Handbook of Exact Solutions for Ordinary Differential Equations (first edition), CRC Press, 1995; A. D. Polyanin and A. V. Manzhirov, Handbook
of Integral Equations, CRC Press, 1998; A. D. Polyanin, Handbook of Linear Partial Differential Equations for Engineers and Scientists, Chapman & Hall/CRC Press, 2002; A. D. Polyanin,
V. F. Zaitsev, and A. Moussiaux, Handbook of First Order Partial Differential Equations, Taylor &
Francis, 2002; and A. D. Polyanin and V. F. Zaitsev, Handbook of Nonlinear Mathematical Physics
Equations, Fizmatlit, 2002. Professor Polyanin is Editor of the book series Differential and Integral
Equations and Their Applications, Taylor & Francis Inc., London.
In 1991, A. D. Polyanin was awarded a Chaplygin Prize of the Russian Academy of Sciences
for his research in mechanics.
Address: Institute for Problems in Mechanics, RAS, 101 Vernadsky Avenue, Building 1, 119526 Moscow, Russia
Email: polyanin@ipmnet.ru
Page xxi
FOREWORD
Exact solutions of differential equations play an important role in the proper understanding of
qualitative features of many phenomena and processes in various areas of natural science. These
solutions can be used to verify the consistencies and estimate errors of various numerical, asymptotic,
and approximate analytical methods.
This book contains nearly 6200 ordinary differential equations and their solutions. A number
of new solutions to nonlinear equations are described. In some sections of this book, asymptotic
solutions to some classes of equations are also given.
When selecting the material, the authors gave preference to the following two types of equations:
Equations that have traditionally attracted the attention of many researchers: those of the
simplest appearance but involving the most difficulties for integration (Abel equations, Emden
Fowler equations, Painleve equations, etc.)
Equations that are encountered in various applications (in the theory of heat and mass transfer,
nonlinear mechanics, elasticity, hydrodynamics, theory of nonlinear oscillations, combustion theory,
chemical engineering science, etc.)
Special attention is paid to equations that depend on arbitrary functions. All other equations
contain one or more arbitrary parameters (in fact, this book deals with whole families of ordinary
differential equations), which can be fixed by a reader at will. In total, the handbook contains many
more equations than any other book currently available (for example, the number of nonlinear
equations of the second and higher order is ten times more than in the wellknown E. Kamkes
Handbook on Ordinary Differential Equations).
For the readers convenience, the introductory chapter of the book outlines basic definitions,
useful formulas, and some transformations. In a concise form, it also presents exact, asymptotic,
and approximate analytical methods for solving linear and nonlinear differential equations. Specific
examples of utilization of these methods are considered. Formulations of existence and uniqueness
theorems are also given. Boundaryvalue problems and eigenvalue problems are described.
The handbook consists of chapters, sections, subsections, and paragraphs. Equations and formulas are numbered separately in each subsection. The equations within subsections and paragraphs
are arranged in increasing order of complexity. The extensive table of contents provides rapid access
to the desired equations.
The main material is followed by some supplements, where basic properties of elementary and
special functions (Bessel, modified Bessel, hypergeometric, Legendre, etc.) are described.
Here are three main distinguishing features of the second edition vs. the first edition:
1200 nonlinear equations with solutions have been added.
An introductory chapter that outlines exact, asymptotic, and approximate analytical methods
for solving ordinary differential equations has been included.
The overwhelming majority of subsections are organized into paragraphs. As a result, the table
of contents has been increased threefold to help the readers get faster access to desired equations.
We would like to express our deep gratitude to Alexei Zhurov for fruitful discussions and
valuable remarks. We are very grateful to Alain Moussiaux who tested a number of solutions, which
allowed us to remove some inaccuracies and misprints.
The authors hope that this book will be helpful for a wide range of scientists, university teachers,
engineers, and students engaged in the fields of mathematics, physics, mechanics, control, chemistry,
and engineering sciences.
Andrei D. Polyanin
Valentin F. Zaitsev
Page xxiii
= M ,
M
= M 2 ,
M
= M 3 ,
M
= N ,
N
= M 4 ;
M
( ) = M
M
with
B 5.
2
= N
,
where = ( , ).
N
N N
, which is defined by the recurrence
4. In some cases, we use the operator notation O M
3P
M
relation
1
( ) = ( ) M O ( ) M
O ( ) M
( )S .
2P
RQ
2P
M
M
M
= N .
5. Brief operator notation corresponding to partial derivatives: = N ,
N
N
N
N
= N
2
= N 2 ,
N
6. In some sections of the book (e.g., see 1.3, 2.32.6, 3.23.3), for the sake of brevity, solutions
are represented as several formulas containing the terms with the signs A and T . Two formulas
are meantone corresponds to the upper sign and the other to the lower sign. For example, the
solution of equation 1.3.1.6 can be written in the parametric form:
=
exp(T"U 2 ),
=
V exp(T"U 2 ) A 2UW ,
where
= X exp(TU 2 ) U L ,
M
# = T 2 2.
This is equivalent so that the solutions of equation 1.3.1.6 are given by the two formulas:
=
exp(U 2 ),
=
V exp(U 2 ) + 2UW ,
where
= X exp(U 2 ) U L ,
M
V exp(U 2 ) 2UW ,
where
= X exp(U 2 ) U L ,
M
# = 2
=
exp(U 2 ),
=
# = 2
( )
, it is often not stated that the assumption 2
7. If a relation contains an expression like
2
is adopted.
1
+1 can usually be defined so as to cover the
8. In solutions, expressions like Y ( ) =
B +1
case B = 1 in accordance with the rule Y 1 ( ) = ln  . This is accounted for by the fact that such
expressions arise from the integration of the powerlaw function Y ( ) = XZ .
M
Page xxv
10. When referencing a particular equation, a notation like 4.1.2.5 stands for equation 5 in
Subsection 4.1.2.
11. The handbooks by Kamke (1977), Murphy (1960), Zaitsev and Polyanin (1993, 2001),
Polyanin and Zaitsev (1995) were extensively used in compiling this book; references to these
sources are frequently omitted.
^_
12. To highlight portions of the text, the following symbols are used throughout the book:
indicates important information pertaining to a group of equations (Chapters 15);
indicates the literature used in the preparation of the text in subsections, paragraphs, and specific
equations.
Page xxvi
Introduction
= ( , ).
(1)
= ( , ) .
Sometimes it is represented in terms of differentials as
M
M
A solution of a differential equation is a function ( ) that, when substituted into the equation,
turns it into an identity. The general solution of a differential equation is the set of all its solutions.
In some cases, the general solution can be represented as a function = Y ( , L ) that depends on
one arbitrary constant L ; specific values of L define specific solutions of the equation (particular
solutions). In practice, the general solution more frequently appears in implicit form, ` ( , , L ) = 0,
or parametric form, = (a , L ), = (a , L ).
Geometrically, the general solution (also called the general integral) of an equation is a family
of curves in the plane depending on a single parameter L ; these curves are called integral curves
of the equation. To each particular solution (particular integral) there corresponds a single curve
that passes through a given point in the plane.
For each point ( , ), the equation = ( , ) defines a value of , i.e., the slope of the
integral curve that passes through this point. In other words, the equation generates a field of
directions in the plane. From the geometrical point of view, the problem of solving a firstorder
differential equation involves finding the curves, the slopes of which at each point coincide with the
direction of the field at this point.
0.1.12. The Cauchy problem. The uniqueness and existence theorems.
1 b . The Cauchy problem: find a solution of equation (1) that satisfies the initial condition
=
at
= 0,
(2)
Page 1
2 b . Existence theorem (Peano). Let the function ( , ) be continuous in an open domain c of the
plane. Then there is at least one integral curve of equation (1) that passes through each point
( 0 , 0 ) dec ; each of these curves can be extended at both ends up to the boundary of any closed
domain c 0 f c such that ( 0 , 0 ) belongs to the interior of c 0 .
3 b . Uniqueness theorem. Let the function ( , ) be continuous in an open domain c and have in c
a bounded partial derivative with respect to (or the Lipschitz condition holds:  ( , ) ( , H )
8  H , where 8 is some positive number). Then there is a unique solution of equation (1)
satisfying condition (2).
0.1.13. Equations not solved for the derivative. The existence theorem.
A firstorder differential equation not solved for the derivative can generally be written as
( , , ) = 0.
(3)
Existence and uniqueness theorem. There exists a unique solution = ( ) of equation (3)
satisfying the conditions  = 0 = 0 and  = 0 = a 0 , where a 0 is one of the real roots of the equation
( 0 , 0 , a 0 ) = 0, if the following conditions hold in a neighborhood of the point ( 0 , 0 , a 0 ):
1. The function ( , , a ) is continuous in each of the three arguments.
2. The partial derivative hg exists and is nonzero.
3. There is a bounded partial derivative with respect to ,   8 .
( , , a ) = 0,
hg ( , , a ) = 0
(4)
simultaneously at each singular point. Relations (4) define a a discriminant curve in parametric
form. In some cases, the parameter a can be eliminated from (4) to give an equation of this curve
in implicit form, i ( , ) = 0. If a branch = j ( ) of the curve i ( , ) = 0 consists of singular
points and, at the same time, is an integral curve, then this branch is called a singular integral curve
and the function = j ( ) is a singular solution of equation (3).
2 b . The singular solutions can be found by identifying the envelope of the family of integral curves,
` ( , , L ) = 0, of equation (3). The envelope is part of the L discriminant curve, which is defined
by the equations
` ( , , L ) = 0, `lk ( , , L ) = 0.
The branch of the L discriminant curve at which
(a) there exist bounded partial derivatives,  `  < 8
(b)  `  +  `  0
is the envelope.
and  `
<8
2,
and
= (m , n ),
= 4 (m , n ),
(5)
Page 2
where m is the new independent variable, n = n (m ) is the new dependent variable, and
are some (prescribed or unknown) functions.
The derivative under the point transformation (5) is calculated by
=
4po + 4Iqrn
ho + s
qrn
o
and 4
o ,
^_
References for Subsection 0.1.1: G. M. Murphy (1960), G. A. Korn and T. M. Korn (1968), E. Kamke (1977),
A. N. Tikhonov, A. B. Vasileva, and A. G. Sveshnikov (1980), D. Zwillinger (1998).
( ) = ( ).
1 ( ) 1( ) = 2 ( ) 2 ( ).
X
x3y'z{}~/
1( )
2( ) M
=X
2 ( )
+L .
1 ( ) M
2 ( ) = 0 can be lost.
= *O
3P
The substitution =
brings a homogeneous equation to a separable one, = ( ) ; see
Paragraph 0.1.21.
Page 3
1 +
2 +
+( 1
2 +( 2P
can be reduced to a homogeneous equation. To this end, for 1 + 1 , ( 2 + 2 ), one should
use the change of variables = 0 , = 0 , where the constants 0 and 0 are determined
by solving the linear algebraic system
= *O
1
+
2 0 +
0
+(
0+(
1 0
= 0,
= 0.
=
( ).
= (
)
can be reduced to a generalized homogeneous equation. To this end, one should use the change of
variable H = and set = , .
0.1.25. Linear equation.
A firstorder linear equation is written as
+ ( ) = ( ).
The solution is sought in the product form = " , where = ( ) is any function that satisfies
the truncated equation + ( ) = 0 [as ( ) one takes the particular solution = , where
= e ( ) ]. As a result, one obtains the following separable equation for = ( ): ( ) = ( ).
M
Integrating it yields the general solution:
( ) = O X ( ) + L
where
= Xv ( ) .
M
+ ( ) = ( ) ,
0, 1.
brings it to a linear equation, H + (1 ) ( )H = (1 ) ( ), which is
The substitution H =
discussed in Paragraph 0.1.25. With this in view, one can obtain the general integral:
1
= L + (1 ) X ( ) ,
M
where
= (1 ) Xv ( ) .
M
Page 4
The substitution =
Paragraph 0.1.21.
+ ( ) (
).
= ( ) ( ); see
*O
2P
+ %lO
S = rO
3P
+
3P
%lO
3P
Using the substitution = "H ( ) and taking H to be the independent variable, one obtains a Bernoulli
equation, which is considered in Paragraph 0.1.26:
V ( H ) H! ( H )W = ( H ) +
^_
+1
% ( H ).
References for Subsection 0.1.2: G. M. Murphy (1960), E. Kamke (1977), A. N. Tikhonov, A. B. Vasileva, and
A. G. Sveshnikov (1980), A. Moussiaux (1996), D. Zwillinger (1998).
( , ) + ( , )
M
M
= 0,
where
N
= N
The lefthand side of the equation is the total differential of a function of two variables ( , ).
The general integral, ( , ) = L , where the function is determined from the system:
= ,
= .
and
X ( , ) + X ( 0 , ) = L ,
M
M
0
0
( , ) + ( , )
M
M
=0
,
*
is a function ( , ) 1 0 such that the lefthand side of the equation, when multiplied by ( , ),
becomes a total differential, and the equation itself becomes an exact differential equation.
An integrating factor satisfies the firstorder partial differential equation:
lN
N
3N
= N
^_
References for Subsection 0.1.3: G. M. Murphy (1960), N. M. Matveev (1967), E. Kamke (1977), A. N. Tikhonov,
A. B. Vasileva, and A. G. Sveshnikov (1980), A. Moussiaux (1996), D. Zwillinger (1998).
Page 5
TABLE 1
An integrating factor = ( , ) for some types of ordinary differential
= 0, where = ( , ) and = ( , )
equations +
No
1 = Y (
2
3
4
), = j (
= ,
'
'
Integrating factor
=
=
Remarks
*1 0;
Y ( H ) and j ( H ) are any functions
+ is an analytic function
of the complex variable +
2+ 2
= exp V Y ( ) W
M
V
= exp Y ( ) W
M
V
= exp Y ( H ) HW , H = +
M
= exp V Y ( H ) HW , H =
M
= exp V Y ( H ) H W , H =
M
= exp V 12 Y ( H ) HW , H = 2 +
M
= exp V Y ( ) + j ( ) W
M
M
= exp V Y ( ) W
M
= Y ( )
=Y ( )
' = Y ( + )
' = Y ( )
6
2 ( )
7
' = Yu
+
' = Y ( 2 + 2 )
8
9 = Y ( ) j ( )
' = Y ( )
10
'!
5
Y ( ) is any function
Y ( ) is any function
Y ( H ) is any function
Y ( H ) is any function
Y ( H ) is any function
2
Y ( H ) is any function
Y ( ) and j ( ) are any functions
= ( , ) is any function
of two variables
= 2 ( )
+ 1 ( ) + 0 ( ).
(1)
= Y ( )(
+
+ ( ),
where , , and ( are constants. This equation is a separable equation; see Paragraph 0.1.21.
2 b . The Riccati equation is homogeneous:
=
2
2
+
+( .
Page 6
=
+ (
+1
brings it to a separable
= 2
By the substitution
= +
+ ( 2 + .
A V
W ,
in decreasing powers of
0(
0(
) + ` ( ) L X ` ( ) 2 ( ) S
Q
M
where
` ( ) = exp /X V 2 2 ( ) 0 ( ) + 1 ( )W t
.
M
To the particular solution 0 ( ) there corresponds L = F .
2 b . Let 1 = 1 ( ) and 2 = 2 ( ) be two different particular solutions of equation (1). Then the
general solution can be calculated by:
=
+ ( )
L + ( )
1
1(
X 2( 1 2) S .
( ) = exp v
Q
M
where
2(
), there corresponds L = 0.
2
1
1
2
=L .
This means that the Riccati equation has a fundamental system of solutions.
Page 7
1,
j 2 , j 3 , and j
+ 1
+ V 2 ( ) ( ) + ( )W + ( ) = 0.
2
0
1
2
( ) = exp O Xv
M P
2 V ( 2 ) + 1 2 W + 0 22 = 0,
which often may be easier to solve than the original Riccati equation.
0.1.46. Reduction of the Riccati equation to the canonical form.
1 b . The general Riccati equation (1) can be reduced with the aid of the transformation
= Y ( ),
1
1
=
2
2
1
2
1 1
+
,
2 2
=
where
h ( ) = ( Y ) Y ,
+ i ( ).
(2)
(3)
1 2 1 1 2
3
1 2
1 + 1 1 2 +
;
4
2
2 2 4 2
2 2
the prime denotes differentiation with respect to .
Transformation (2) depends on a function Y = Y ( ) that can be arbitrary. For a specific original
Riccati equation, different functions Y in (2) will generate different functions i in equation (3).
[In practice, transformation (2) is most frequently used with Y ( ) = ].
i ( ) = 0
2 b . In the special case where the original equation has the canonical form
=
= Y ( ),
+ ( ),
1
1 Y
,
Y
2 ( Y )2
3 Y
i ( ) = ( Y )(Y )2
4 Y
1 Y
.
2 Y
If the original Riccati equation is integrable by quadrature, one may obtain, specifying different
functions Y , a variety of different integrable equations of the form (3). In Subsection 1.2.9, some
useful transformations are given for specific functions Y .
^_
References for Subsection 0.1.4: G. M. Murphy (1960), E. L. Ince (1964), W. T. Reid (1972), E. Kamke (1977),
W. E. Boyce and R. C. DiPrima (1986), A. D. Polyanin and V. F. Zaitsev (1995).
Page 8
= 3 ( )
+ 2 ( )
+ 1 ( ) + 0 ( ),
3 ( ) 1 0.
(1)
=
+
+(
+ .
= 2
+ '
+1 3
+
=
+1
.
leads to a separable equation:
= 3 +
can be reduced with the substitution
5 b . Let 0 0, 1 0, and ( 3
2 )
leads to a separable equation: =
6 b . If
0=
+ ' 2
+ 2+
M
+
=
H to a separable equation: + H = !H 3 + H 2 + ( .
= 2 for some constant . Then the substitution = 2 31
2 1 3
+ 2 + ).
2 3 (
1 2 2 23 1
M 2,
3 3
27 32 3 3
M
= ( ),
1 2
M P
3
2
3
where
= exp Xv 1
3
2
2
3
.
For other solvable Abel equations of the first kind, see Subsection 1.4.1.
0.1.52. Reduction to the canonical form. Reduction to an Abel equation of the second kind.
1 b . The transformation
= ( ) ( )
3
2
3
= X 3
,
where
( ) = exp X 1
3
2
2
3
,
= 3 + ` ( ).
2003 by Chapman & Hall/CRC
Page 9
` =
2 b . Let
0(
3
0
1 2 2 23 1
+
+
M 2 ,
3 3
27 32 3 3
M
= X 3
.
( )
,
H ( )
( ) = exp X (3
Q
where
2
3 0
+ 2
2 0
+ 1) S ,
HH = (3
3 0
+ 2 ) IH 3
^_
[ + ( )] = 2 ( )
+ 1 ( ) + 0 ( ),
( ) 1 0.
(1)
The Abel equation (1) is not integrable for arbitrary ( ). Given below are some special cases
where the Abel equation of the second kind is integrable by quadrature.
1 b . If ( ) = const and the functions ( ) (B = 0, 1, 2) are proportional, i.e., ( ) = ( ),
then (1) is a separable equation (see Paragraph 0.1.21).
2 b . The Abel equation is homogeneous:
( + ) =
+
+ ( .
( + ) =
+ '
+ ( 2
+
+ 1 2 2,
= ( ), = ( ),
is given by:
= + Lu + X (
5 b . If
+ 2 2 )
,
where
= exp O X
= 2 2 , the general solution of the Abel equation (1) has the form:
= *AC
^_
2 X (
+ 2 2 )
+ L2S
1 2
where
.
M P
= exp O X
.
M P
For other solvable Abel equations of the second kind, see Section 1.3.
References for Paragraph 0.1.61: G. M. Murphy (1960), E. Kamke (1977).
Page 10
0.1.62. Reduction to the canonical form. Reduction to an Abel equation of the first kind.
1 b . The substitution
= ( + ) ,
= exp O X
where
,
M P
(2)
* = ( ) + ( ),
1
0
where
= (
2 2 + ) ,
= (
(3)
1 + 2 2 )
2 b . In turn, equation (3) can be reduced, by the introduction of the new independent variable
H = X 1 ( ) ,
M
(4)
* = ( H ).
Here, the function ( H ) is defined parametrically ( is the parameter) by the relations
0 ( )
,
1 ( )
(5)
H = X 1 ( ) .
M
Substitutions (2) and (4), which take the Abel equation to the canonical form, are called canonical.
x3y'z{}~
The transformation = , H = H + brings (5) to a similar equation, I
=
1
( H + ). Therefore the function (H ) in the righthand side of the Abel equation (5) can be
identified with the twoparameter family of functions 1 ( !H + ).
x3y'z{}~
Any Abel equations of the second kind related by linear (in ) transformations
+ = 1
leads to an Abel equation of the first kind:
+ ( 0 1 + 2 2 )
+ (
2 2 + )
+ 2 = 0.
^_
References for Paragraph 0.1.62: G. M. Murphy (1960), E. Kamke (1977), V. F. Zaitsev and A. D. Polyanin (1994).
0)
1
= 0
0 +
" +
1
0
2
+
2 0
0
(6)
If 0 0, equation (1) has the trivial particular solution 0 = 0. In this case, the change of
variable = 1
leads to an Abel equation of the form (6) with 0 = 0.
2 b . Given a particular solution
the substitution
5 ( )
2
0( 0
0(
where
5 ( ) = exp X
1
0
,
M
(7)
(8)
Page 11
* = ( ) + ( ).
1
0
Here, the functions
1(
) and
(
1 0
0(
) are defined by
+ 3 0)5
4
0
(9)
05
2
6
0
It is not difficult to verify by direct substitution that equation (9) has a particular solution:
( ) = 5 ( ) .
0
2
0 ( )
(10)
The transformation based on the particular solution (10) brings the Abel equation (9) to the original
equation (7) with 1 having the opposite sign.
x3y'z{}~E
In general, the canonical forms of equations (1) and (6) and also those of equations
(7) and (9) are different. See Paragraph 0.1.62.
x3y'z{}~E
^_
References for Paragraph 0.1.63: T. A. Alexeeva, V. F. Zaitsev, and T. B. Shvets (1992), V. F. Zaitsev and A. D. Polyanin
(1994).
! = ( ),
(11)
=1
 ( ) + = L .
(12)
Here, the particular solutions = ( ) correspond to L = 0 (if > 0) and L = F (if < 0).
The logarithmization of (12), followed by the differentiation of the resulting expression and
rearrangement, leads to the equation
=1
1
( ) ( )
`
=1
=1
= 0,
(13)
=1
= ( ) . We require that equation (13) be equivalent to the Abel equation (11). To this
where
end, we set:
iu = `l ,
iu
= ( ) `l
for , leads to a nondegenerate solution of the form (12). Consider the Abel equations (11)
corresponding to the simplest solutions of the form (12) in more detail.
Page 12
where 8
1 1 2
=8
2+
1+
2
2
,
=
0,
1
=8 ,
2
2 1 2 = 8 ( ),
(14)
is an arbitrary constant. It follows from the second and third equations that
1
where
2
1
2
2
( 8 + ),
2
1
2
2
( 8 + ),
( ) = #* + $ ,
(15)
which means that for B = 2 the righthand side of the Abel equation is a linear function of (see
equation 1.3.1.2).
The particular solutions 1 , 2 , and the corresponding exponents 1 , 2 in the general
integral (12), are expressed in terms of the coefficients # , $ on the righthand side (15) of the
Abel equation (11) as follows:
1 + 4# + 1
( #* + $ ),
= 2 # + 1 + 4 # + 1,
1
2#
1 + 4# + 1
( #* + $ ),
= 2# .
2 =
2
2# + 1 + 4# + 1
2 b . Case B = 3. Equation (13) with B = 3 leads to the Abel equation (11) with the righthand side
1
( ) = 29 + # + $I
1 2
(16)
2
2
3
2#
$
,
= + 1J 2 +
,
=
3
3
3(2 2 3 # )
where the are roots of the cubic equation
92 3
# 92 $
= 1, 2, 3.
= 0,
3 b . Case B = 4. Equation (13) with B = 4 leads to the Abel equation (11) with the righthand side
( ) = 163 + #*
J + $I
1 3
5 3
= 34 u
AE 3 # + 32 3 $p 1 J 3 + 3 $I
1 3
J ,
3,4
= 34 u
AE 3 # 32 3 $p 1 J 3 3 $I
1 3
J ,
1,2
= T 2 # 3 $ ,
3,4
= A 4#
+ 3$ .
^_
References for Paragraph 0.1.64: B. M. Koyalovich (1894), T. A. Alexeeva, V. F. Zaitsev, and T. B. Shvets (1992).
Page 13
( , , ) = 0,
(1)
a = .
( , , a ) = 0,
We look for a solution in parametric form: = (a ),
in (2), the differential of is given by:
M
+
M
(2)
+ g
a = 0.
(3)
= a , we eliminate successively
and from (3). As a result, we obtain
Using the relation
M
M
M
M
the system of two firstorder ordinary differential equations:
M
M
a
g
,
+ a
M
ag
.
+ a
(4)
By finding a solution of this system, one thereby obtains a solution of the original equation (1) in
parametric form, = (a ), = (a ).
x3y'z{}~
The application of this method may lead to loss of individual solutions; this issue
should be additionally investigated.
0.1.72. Equations of the form
= ( ).
Here, the original equation is used instead of the second equation in system (4); this is valid because
the first equation in (4) does not depend on explicitly.
Integrating the first equation in (5) yields the solution in parametric form:
=X
(a )
a +L ,
aM
= (a ).
= (a ),
M
= a (a ).
(6)
Here, the original equation is used instead of the first equation in system (4); this is valid because
the second equation in (4) does not depend on explicitly.
Integrating the second equation in (5) yields the solution in parametric form:
= (a ),
= Xa (a ) a + L .
Page 14
= + ( ).
Clairauts equation is a special case of equation (1), with ( , , a ) = a (a ). It can be rewritten
as
= a + (a ),
a = .
(7)
and in
=
Substituting
= L3 + ( L ),
(8)
which is a family of straight lines. The second equation generates a solution in parametric form,
= (a ),
= a (a ) + (a ),
which is a singular solution and is the envelope of the family of lines (8).
0.1.75. Lagranges equation
= ( ) + ( ).
M
M
a
(a )
(a )
=
,
(a ) a
a (a )
= (a ) + (a ).
(9)
Here, the original equation is used instead of the second equation in system (4); this is valid because
the first equation in (4) does not depend on explicitly.
The first equation of system (9) is linear. Its general solution has the form = Y (a ) L + j (a );
the functions Y and j are defined in Paragraph 0.1.25. Substituting this solution into the second
equation in (9), we obtain the general solution of Lagranges equation in parametric form:
= Y (a ) L + j (a ),
= V Y (a ) L + j (a )W (a ) + (a ).
x3y'z{}~
With the above method, solutions of the form = a + (a ), where the a are
roots of the equation (a ) a = 0, may be lost. These solutions can be particular or singular solutions
of Lagranges equation.
^_
= (m , n , n o ),
= 4 (m , n , n o ),
(1)
where the functions (m , n , ) and 4 (m , n , ) are chosen so that the derivative does not
depend on n ol o :
= o
o
4po + 4Iqrn
ho + s
qrn
o + 4Csn olo
o + tsn olo
= 5 (m , n , n o ).
(2)
Page 15
OrN
m
N
N
N
4
O N
r
N
n P
m
N
N
N
+ N
+ N
4
=0
n P
(3)
4C
,
t
=
(4)
where 4C
t\1 const.
The application of contact transformations preserves the order of differential equations. The
inverse of a contact transformation can be obtained by solving system (1) and (4) for m , n , n o .
^_
= M
t
o + usq
h
M
(m , n , ) = L 1 ,
(5)
where L 1 is an arbitrary constant. It follows that, to obtain the general representation of the function
4 = 4 (m , n , ), one has to deal with the ordinary differential equation
n o = ,
(6)
whose righthand side is defined in implicit form by (5). Let the first integral of equation (6) has the
form
` (m , n , L 1 ) = L 2 .
Then the general representation of 4
4 = i ( , ` ),
= (m , n , ), and ` = ` (m , n , ).
t
=
=
,
,
u
= ,
=
=
t =
(direct transformation);
(inverse transformation).
2
+ ,
ln
t
,
1
(direct transformation);
(inverse transformation).
It is apparent from this example that a contact transformation that is linear in the derivative can have a
nonlinear inverse, which is also a contact transformation.
Page 16
= (
1
+1
3 +1
=
=
1
(
+1
3 ,
)(
3 +1
= +
( + 1)
+1 ,
(direct transformation);
(inverse transformation).
= ( ) and
where
+ ,
= ( + ) X
+ ( ' )
+
= exp
Xe
where
= ( ) and
+
+ ,
X '
X
= ,
+ ,
)2 + ,
1
=
2 (
2 2
1
(
2
)2
= 2
(direct transformation);
(inverse transformation).
1
l
)2
),
= ln
= (
)2
= 2
2
= 2
(direct transformation);
(inverse transformation).
=
t
2(
(direct transformation);
(inverse transformation).
= ( t )2
cosh
sinh ,
cosh
2
cos
+ sin ,
cos
2
= ( )2 +
= ( )2 ,
( )2 1 ,
=
9
= 2 ( r )3 3 ,
2
1
,
=
( )3
81
3
= 3
1
=
3
(direct transformation);
(inverse transformation).
Page 17
rt ,
,
= 3 (
=
( )2 1
= 2
( ) 1
)2 1,
)2 1,
(direct transformation);
(inverse transformation).
,
( )2 + 1
,
( )2 + 1
=
=
, = t
( )2 + 1
, =
( )2 + 1
= ( ) ,
= ( )
( + 1)
1):
+1
= ( ) ( + 1) ,
+1
= ( ) +2 ,
( + 1)
( + 1)
(direct transformation);
(inverse transformation).
= ( + 1)
=
+1
(direct transformation);
(inverse transformation).
= ( , )
( 0 ) = 0
is reduced to the equivalent integral equation:
( ) =
+X
0
(equation),
(initial condition)
(1)
(2)
(a , (a )) a .
M
(3)
Then a solution of equation (3) is sought using the formula of successive approximations:
+1 ( ) =
0+X
(a , (a )) a ;
M
B = 0, 1, 2,
The initial approximation 0 ( ) can be chosen arbitrarily; the simplest way is to take 0 to be a
number. The iterative process converges as BwDF , provided the conditions of the theorems in
Paragraph 0.1.12 are satisfied.
0.1.92. The method of Taylor series expansion in the independent variable.
A solution of the Cauchy problem (1)(2) can be sought in the form of the Taylor series in powers
of ( 0 ):
( )
0
( 0 )2 + ))) .
( ) = ( 0 ) + ( 0 )( 0 ) +
(4)
2!
The first coefficient ( 0 ) in solution (4) is prescribed by the initial condition (2). The values of
the derivatives of ( ) at = 0 are determined from equation (1) and its derivative equations
(obtained by successive differentiation), taking into account the initial condition (2). In particular,
setting = 0 in (1) and substituting (2), one obtains the value of the first derivative:
( 0 ) = ( 0 , 0 ).
(5)
Page 18
= ( , ) + ( , ) .
(6)
On substituting = 0 , as well as the initial condition (2) and the first derivative (5), into the
righthand side of this equation, one calculates the value of the second derivative:
( 0 ) = ( 0 , 0 ) + ( 0 , 0 ) ( 0 , 0 ).
Likewise, one can determine the subsequent derivatives of at = 0 .
Solution (4) obtained by this method can normally be used in only some sufficiently small
neighborhood of the point = 0 .
0.1.93. The method of regular expansion in the small parameter.
Consider a general firstorder ordinary differential equation with a small parameter
:
= ( , , ).
(7)
( , ,
) =
( , ).
=0
ID
(8)
One looks for a solution of the Cauchy problem for equation (7) with the initial condition (2) as
0 in the form of a regular expansion in powers of the small parameter:
=0
n ( ).
(9)
Relation (9) is substituted in equation (7) taking into account (8). Then one expands the functions
into a power series in
and matches the coefficients of like powers of
to obtain a system of
equations for n ( ):
n 0 = 0 ( , n 0 ),
n 1 = ( , n 0 ) n 1 + 1 ( , n 0 ),
( , ) = N
(10)
0
(11)
Only the first two equations are written out here. The prime denotes differentiation with respect
to . The initial conditions for n can be obtained from (2) taking into account (9):
n 0 ( 0 ) =
0,
n 1 ( 0 ) = 0.
Success in the application of this method is primarily determined by the possibility of constructing a solution of equation (10) for the leading term in the expansion of n 0 . It is significant
that the remaining terms of the expansion, n with B 1, are governed by linear equations with
homogeneous initial conditions.
x3y'z{}~
Paragraph 0.3.32 gives an example of solving a Cauchy problem by the method
of regular expansion for a secondorder equation and also discusses characteristic features of the
method.
x3y'z{}~
^_
References for Subsection 0.1.9: G. M. Murphy (1960), G. A. Korn and T. M. Korn (1968), E. Kamke (1977), D. Zwillinger
(1998).
Page 19
= ( , )
with the initial condition ( 0 ) = 0 . Our aim is to construct an approximate solution = ( ) of
this equation on an interval [ 0 , / ].
/ 0
. We seek
Let us split the interval [ 0 , / ] into B equal segments of length C =
B
approximate values 1 , 2 , , of the function ( ) at the partitioning points 1 , 2 , , = / .
For a given initial value 0 = ( 0 ) and a sufficiently small C , the values of the unknown
function = ( ) at the other points = 0 + , C are calculated successively by the formula:
+1
= + ( , ) C
where , = 0, 1, , B 1. The Euler method is a singlestep method of the firstorder approximation
(with respect to the step C ).
0.1.102. Singlestep methods of the secondorder approximation.
Two singlestep methods for solving the Cauchy problem in the secondorder approximation are
specified by the recurrence formulas:
+1
+1
= + + 12 C , + 12 C ) C ,
= + 12 V + ( +1 , + C
)WC
,
where = ( , ); , = 0, 1, , B 1.
0.1.103. RungeKutta method of the fourthorder approximation.
This is one of the widely used methods. The unknown values are successively found by the
formulas:
,
+1 = + 16 ( 1 + 2 2 + 2 3 + 4 ) C
where
x3y'z{}~
1 = ( , ),
2 = ( + 12 C , + 12 1 C ),
3 = ( + 12 C
, + 12 2 C ),
4 = ( + C , + 3 C ).
All methods described in Subsection 0.1.10 are special cases of the RungeKutta
method (a detailed description of this method can be found in the monographs listed below).
x3y'z{}~
In practice, calculations are performed on the basis of any of the above recurrence
formulas with two different steps C , 12 C and an arbitrarily chosen small C . Then one compares
the results obtained at common points. If these results coincide within the given order of accuracy,
one assumes that the chosen step C ensures the desired accuracy of calculations. Otherwise, the
step is halved and the calculations are performed with the steps 12 C and 14 C , after which the
results are compared again, etc. (Quite often, one compares the results of calculations with steps
varying by ten or more times.)
^_
References for Subsection 0.1.10: G. A. Korn and T. M. Korn (1968), N. S. Bakhvalov (1973), E. Kamke (1977),
D. Zwillinger (1998).
Page 20
2 ( ) + 1 ( ) + 0 ( ) = 0.
(1)
OL
+L
2
1
,
M P
where
=X
1
2
.
(3)
+ ( ) = 0,
which is written in the canonical form; see Paragraph 0.2.13 for the reduction of equations to this
form. Let 1 ( ) be any nontrivial partial solution of this equation. The general solution can be
constructed by formula (3) with = 0 or formula (2) in which
[ ( ) 1][ 12 (1 )2 ]
1
+
2 ( ) = 1
2.
2
M
[ 12 + ( 1 )2 ]2
1 + ( 1)
Here, 1 = 1 ( ) and the prime denotes differentiation with respect to . The last formula is suitable
where 1 vanishes at some points.
0.2.12. Wronskian determinant and Liouvilles formula.
The Wronskian determinant (or Wronskian) is defined by:
( ) 2 ( )
( ) = 1
1 ( 2 ) 2 ( 1 ) ,
1 ( ) 2 ( )
of equation (1).
where 1 ( ), 2 ( ) is a fundamental system of solutions
Liouvilles formula:
(a )
1
a .
( ) = ( 0 ) exp X
0 2 (a ) M
0.2.13. Reduction to the canonical form.
1 b . The substitution
1
X
2
brings equation (1) to the canonical (or normal) form:
= ( ) exp
1
2
M
(4)
2
1 1
1 1
.
2 4 2
2 2
2 b . The substitution (4) is a special case of the more general transformation ( Y
function)
1
1 (Y )
Y ,
= Y ( ),
= ( )  Y ( ) exp X
2
2 (Y ) M
which also brings the original equation to the canonical form.
+ ( ) = 0,
where
=
(5)
is an arbitrary
Page 21
The substitution =
brings the secondorder homogeneous linear equation (1) to the Riccati
equation:
2 ( ) + 2 ( ) 2 + 1 ( ) + 0 ( ) = 0,
which is discussed in Subsection 0.1.4.
0.2.15. Nonhomogeneous linear equations. The existence theorem.
A secondorder nonhomogeneous linear equation has the form
2 ( ) + 1 ( ) + 0 ( ) = ( ).
(6)
Existence and uniqueness theorem. On an open interval < < , let the functions 2 , 1 , 0 ,
and be continuous and 2 0. Also let
( 0 ) = $
( 0 ) = # ,
be arbitrary initial conditions, where 0 is any point such that < 0 < , and # and $ are arbitrary
prescribed numbers. Then a solution of equation (6) exists and is unique. This solutions is defined
for all Ed ( , ).
0.2.16. Nonhomogeneous linear equations. Various representations of the general solution.
1 b . The general solution of the nonhomogeneous linear equation (6) is the sum of the general solution
of the corresponding homogeneous equation (1) and any particular solution of the nonhomogeneous
equation (6).
2 b . Let 1 = 1 ( ), 2 = 2 ( ) be a fundamental system of solutions of the corresponding homogeneous equation, with 0. Then the general solution of equation (6) can be represented
as:
= L 1 1 + L 2 2 + 2 X 1 M 1 X 2
(7)
M ,
where
1 ( 2)
2 ( 1 ) is the Wronskian determinant.
2
1
,
where
=X
1
2
,
= .
(8)
= 1,
Page 22
= (a ),
= (a ) H + = (a ),
(9)
where (a ), (a ), and = (a ) are arbitrary sufficiently smooth functions (1 0), takes any linear
differential equation for ( ) to a linear equation for H = H (a ). In the special case = 0, a
homogeneous equation is transformed to a homogeneous one.
Special cases of transformation (9) are widely used to simplify second and higherorder linear
differential equations.
^_
References for Subsection 0.2.1: G. A. Korn and T. M. Korn (1968), E. Kamke (1977), A. D. Polyanin and V. F. Zaitsev
(1995), S. Yu. Dobrokhotov (1998), D. Zwillinger (1998).
+ ( ) + ( ) = 0.
(1)
Assume that the functions ( ) and ( ) are representable, in the vicinity of a point = 0 ,
in the power series form,
( ) = # ( 0 ) ,
=0
( ) = $ ( 0 ) ,
=0
(2)
on the interval  0  < , where stands for the minimum radius of convergence of the two series
in (2). In this case, the point = 0 is referred to as an ordinary point, and equation (1) possesses
two linearly independent solutions of the form:
1(
) = ( 0 ) ,
=0
2(
) = ( 0 ) .
=0
(3)
The coefficients and are determined by substituting the series (2) into equation (1) followed
by extracting the coefficients of like powers of ( 0 ).*
0.2.22. Equation coefficients have poles at some point.
Assume that the functions ( ) and ( ) are representable, in the vicinity of a point = 0 , in the
form
( ) = # ( 0 ) , ( ) = $ ( 0 ) ,
(4)
=1
=2
on the interval  0  < . In this case, the point = 0 is referred to as a regular singular point.
Let 1 and 2 be roots of the quadratic equation
2
1
+ (#
1) + $
= 0.
There are three cases, depending on the values of the exponents of the singularity.
* Prior to that, the terms containing the same powers (
0)
= 0, 1, , should be collected.
Page 23
1. If 1
of the form:
and
) =  0 
2 ( ) =  0 
2. If
1+
=1
1+
=1
( 0 ) S ,
(5)
( 0 ) S .
) =  0  1 + ( 0 ) S ,
Q
=1
( 0 ) .
2 ( ) = 1 ( ) ln  0  +  0 
=0
1(
3. If 1 = 2 + , where
solutions of the form:
1(
2(
) =  0 
)=,
1(
1+
=1
( 0 ) S ,
) ln  0  +  0 
=0
( 0 ) ,
^_
References for Subsection 0.2.2: G. M. Murphy (1960), G. A. Korn and T. M. Korn (1968), E. Kamke (1977), D. Zwillinger
(1989).
( ) = 0
(1)
on a closed interval .
Case 1. With the condition 0, the leading terms of the asymptotic expansions of the
fundamental system of solutions, as
ID 0, are given by the formulas:
J exp O 1 X
,
M P
1
1 J 4
cos O X
,
1 = ( )
M P
1
=
1 4
J exp O 1 X
M P
1
1 J 4
sin O X
2 = ( )
M P
2
=
1 4
if > 0,
if < 0.
Page 24
Case 2. Discuss the asymptotic solution of equation (1) in the vicinity of the point = 0 ,
where function ( ) vanishes, ( 0 ) = 0 (such a point is referred to as a transition point). We
assume that the function can be presented in the form
( ) = (
)j ( ),
1
 ( )1 J
j ( ) > 0.
X
 ( ) + S
Q
M
4
0
1
Ai( H )
[
j ( 0 )]1 J 6
0
1
1
exp
( ) S
X
Q
M
2[ ( )]1 J 4
1
1
cos
 ( ) + S
X
Q
0
M
4
 ( )1 J 4
sin
where
Bi( H )
[
j ( 0 )]1 J 6
1
1
X
exp
Q
[ ( )]1 J 4
if
> ,
if  0  > ,
if
> ,
if
> ,
if  0  > ,
0
( ) S
M
if
> ,
where Ai( H ) and Bi( H ) are the Airy functions of the first and second kind, respectively (see equation
2.1.2.2), H =
2 J 3 [j ( 0 )]1 J 3 ( 0 ), and > = [ (
2 J 3 ).
0.2.32. Equations not containing . Twoterm asymptotic expansions.
The twoterm asymptotic expansions of the solution of equation (1) with > 0, as
\D
closed interval , has the form:
1
J
exp
O
1
X
1
0
M P
1
1 J 4
exp O X
1 +
X
2 =
M P
0
=
1 4
1
5 ( )2
S + [ (
2 ) ,
X
3
J
2
32 5 J 2 M
0 Q 8
1
5 ( )2
S + [ (
2 ) ,
3J 2
32 5 J 2 M
0 Q 8
0, on a
(2)
+
( ) = 0
(3)
on a closed interval , where < 0 and > 0, under the conditions that is a positive
integer and ( ) 0. In this case, the leading term of the asymptotic solution, as
D 0, in
the vicinity of the point = 0 is expressed in terms of a simpler model equation, which results
from substituting the function ( ) in equation (3) by the constant (0) (the solution of the model
equation is expressed in terms of the Bessel functions of order 1
, see equation 2.1.2.7).
We specify below formulas by which the leading terms of the asymptotic expansions of the
fundamental system of solutions of equation (3) with < < 0 and 0 < < are related (excluding
a small vicinity of the point = 0). Three different cases can be extracted.
Page 25
1 b . Let
[ ( )]1 J 4 exp
( ) S
M
1
1
1 J 4
, [ ( )]
exp
( ) S
X
Q
0
M
1
[ ( )]1 J 4 exp X
( ) S
Q
0
M
1
1 J 4
, [ ( )]
exp X
( ) S
Q
0
M
.
where = ( ), , = tan O
2 P
 ( )1 J 4 cos
if < 0,
if > 0,
( ) +
4 S
 ( )
( )
( ) +
if < 0,
4 S
4 S
4 S
if > 0,
if < 0,
if > 0,
4 S
if < 0,
( ) S
X
Q
0
M
1
 ( )1 J 4 cos X
 ( ) S
Q
0
M
4
1
1 J 4
, [ ( )]
exp X
( ) S
Q
0
M
if > 0,
1
,
2
if > 0,
2 b . Let
if < 0,
[ ( )]1 J 4 exp
 ( ) +
if < 0,
if > 0,
( ,
) = 0
(4)
on a closed interval under the condition that 0. Assume that the following asymptotic
relation holds:
( ,
) = ( )
,
=0
ID
0.
Then the leading terms of the asymptotic expansions of the fundamental system of solutions of
equation (4) are given by the formulas:
1
J ) exp 1 X
( ) + X
Q
0 M
2
=
1 4
(
0
=
1 4
(
0
1
J ) exp 1 X
0 ( ) + X
Q
M
2
1 ( )
V
0 ( ) M S 1 + [ (
)W ,
1 ( )
V
0 ( ) M S 1 + [ (
)W .
Page 26
+ ( ) + ( ) = 0
on a closed interval 0 1. With ( ) > 0, the asymptotic solution of this equation, satisfying
the boundary conditions (0) = L 1 and (1) = L 2 , can be represented in the form:
= (L
where , = exp X
1
0
, L
2 ) exp
(0) W + L
exp X
Q
( )
S + [ (
),
( ) M
( )
S .
( ) M
+ ( ) + ( ) = 0
(5)
c ( ) [ ( )]2 4 ( ) 0.
Then the leading terms of the asymptotic expansions of the fundamental system of solutions of
equation (5), as
pD 0, are expressed by
1
1
1
X
c ( ) X
Q 2
M
2
1
1
X
=  c ( )1 J 4 exp
c ( ) X
Q 2
M
2
c
=  c ( )1 J 4 exp
( )
S V 1 + [ (
)W ,
c ( ) M
( )
S V 1 + [ (
)W .
( ) M
+ ( , ) + ( , ) = 0
= exp O
1
X , to an equation of the form (4),
2
M P
2 + ( 14 2 12 ) = 0,
to which the asymptotic formulas given above in Paragraph 0.2.34 are applicable.
^_
References for Subsection 0.2.3: W. Wasov (1965), F. W. J. Olver (1974), A. H. Nayfeh (1973, 1981), M. V. Fedoryuk
(1993).
2 ).
+ ( ) + ( ) = % ( ).
(1)
1 b . The first boundary value problem: Find a solution of equation (1) satisfying the boundary
conditions
= 1 at = 1 ,
= 2 at = 2 .
(2)
(The values of the unknown are prescribed at two distinct points
and 2 ).
Page 27
2 b . The second boundary value problem: Find a solution of equation (1) satisfying the boundary
conditions
= 1 at = 1 ,
= 2 at = 2 .
(3)
(The values of the derivative of the unknown are prescribed at two distinct points
and 2 ).
3 b . The third boundary value problem: Find a solution of equation (1) satisfying the boundary
conditions
, 1 = 1 at = 1 ,
(4)
+ , 2 = 2 at = 2 .
4 b . The third boundary value problem: Find a solution of equation (1) satisfying the boundary
conditions
= 2 at = 2 .
= 1 at = 1 ,
(5)
(The unknown itself is prescribed at one point, and its derivative at another point.)
Conditions (1), (2), (3), and (4) are called homogeneous if 1 = 2 = 0.
0.2.42. Simplification of boundary conditions. Reduction of equation to the selfadjoint form.
1 b . Nonhomogeneous boundary conditions can be reduced to homogeneous ones by the change of
variable H = # 2 2 + # 1 + # 0 + (the constants # 2 , # 1 , and # 0 are selected using the method
of undetermined coefficients). In particular, the nonhomogeneous boundary conditions of the first
kind (1) can be reduced to homogeneous boundary conditions by the linear change of variable
H = 2 1 ( 1 ) 1 .
2 1
2 b . On multiplying by ( ) = exp X
Without loss of generality, we further consider equation (6) instead of (1). We assume that the
functions , , , and & are continuous on the interval 1 2 , and is positive.
0.2.43. The Greens function. Boundary value problems for nonhomogeneous equations.
The Greens function of the first boundary value problem for equation (6) with homogeneous
boundary conditions (2) is a function of two variables 4 ( , ) that satisfies the following conditions:
1 b . 4 ( , ) is continuous in for fixed , with
and
2.
< <
exclusive
( )
For the second, third, and mixed boundary value problems, the Greens function is defined
likewise except that in 3 b the homogeneous boundary conditions (3), (4), and (5), with 1 = 2 = 0,
are adopted, respectively.
The solution of the nonhomogeneous equation (6) subject to appropriate homogeneous boundary
conditions is expressed in terms of the Greens function as follows:*
( ) = X
* The homogeneous boundary value problemwith
solution.
2
1
4 ( , )& ( ) .
M
) = 0 and
Page 28
1( 1)
= 0,
2( 2 )
= 0.
4 (
( ) =
x3y'z{}~/
where
1(
( ) 2 ( )
( )
2 ( )
( )
1( )
, ) =
1( )
( )
for
,
for 2 ,
(7)
Formula (7) can also be used to construct the Greens functions for the second, third,
and mixed boundary value problems. To this end, one should find two linearly independent solutions,
1 = 1 ( ) and 2 = 2 ( ), of the homogeneous equation; the former satisfies the corresponding
homogeneous boundary condition at = 1 and the latter satisfies the one at = 2 .
^_
References for Subsection 0.2.4: L. E. Elsgolts (1961), E. Kamke (1977), A. N. Tikhonov, A. B. Vasileva, and
A. G. Sveshnikov (1980).
[ ( ) ] + [ ( ) % ( )] = 0
(1)
+
+
1
2
= 0 at
= 0 at
= 1,
= 2.
(2)
It is assumed that the functions , , , and % are continuous, and and are positive on an
interval 1 2 . It is also assumed that  1  +  1  > 0 and  2  +  2  > 0.
The SturmLiouville problem: Find the values of the parameter at which problem (1), (2)
has a nontrivial solution. Such are called eigenvalues and the corresponding solutions = ( )
are called eigenfunctions of the SturmLiouville problem (1), (2).
0.2.52. General properties of the SturmLiouville problem (1), (2).
1 b . There are infinitely (countably) many eigenvalues. All eigenvalues can be ordered so that
1 < 2 < 3 < ))) . Moreover, D F as BD F ; hence, there can only be a finite number of
negative eigenvalues. Each eigenvalue has multiplicity 1.
2 b . The eigenfunctions are defined up to a constant factor. Each eigenfunction ( ) has precisely
B 1 zeros on the open interval ( 1 , 2 ).
3 b . Any two eigenfunctions ( ) and + ( ), B , are orthogonal with weight ( ) on the
interval 1 2 :
2
X ( ) ( ) + ( ) = 0 if B .
1
Page 29
4 b . An arbitrary function ( ) that has a continuous derivative and satisfies the boundary conditions
of the SturmLiouville problem can be decomposed into an absolutely and uniformly convergent
series in the eigenfunctions:
( ) = ( ),
=1
where the Fourier coefficients of ( ) are calculated by
2
2 = 2 ( ) 2 ( ) .
1
= 2 X ( ) ( ) ( ) ,
X
M
M
1
1
5 b . If the conditions
% ( ) 0,
1 1 0,
2 2 0
(3)
hold true, there are no negative eigenvalues. If % 0 and 1 = 2 = 0, the least eigenvalue is 1 = 0,
to which there corresponds an eigenfunction 1 = const. In the other cases where conditions (3) are
satisfied, all eigenvalues are positive.
6 b . The following asymptotic formula is valid for eigenvalues as BDGF :
=
2 2
+ [ (1),
=X
( )
.
( ) M
(4)
Paragraphs 0.2.53 through 0.2.56 will describe special properties of the SturmLiouville
problem which depend on the specific form of the boundary conditions.
x3y'z{}~
Equation (1) can be reduced to the case where ( ) 1 and ( ) 1 by the change
of variables
( )
1J 4
, ( ) = V ( ) ( )W
=X
( ).
( ) M
In this case, the boundary conditions are transformed to boundary conditions of similar form.
x3y'z{}~
The secondorder linear equation
Y 2 ( ) + Y 1 ( ) + [ + Y 0 ( )] = 0
can be represented in the form of equation (1) where ( ), ( ), and % ( ) are given by:
( ) = exp X
Q
Y 1( )
1
S , ( ) =
exp X
Y 2( ) M
Y 2( )
Q
Y 1( )
Y ( )
S , % ( ) = 0 exp X
Y 2( ) M
Y 2( )
Q
=
Y 1( )
S .
Y 2( ) M
= 0 and
=
= 1).
Let us note some special properties of the SturmLiouville problem that is the first boundary value
problem for equation (1) with the boundary conditions
= 1,
= 0 at
= 0 at
= 2.
(5)
1 b . For BDF , the asymptotic relation (4) can be used to estimate the eigenvalues . In this
case, the asymptotic formula
( ) =
4
2
( ) ( )
1 4
sin
X
1
( )
1
+[ O
,
( ) M
B P
=X
2
1
( )
( ) M
Page 30
TABLE 2
Example estimates of the first eigenvalue 1 in SturmLiouville problems
with boundary conditions of the first kind (0) = (1) = 0 obtained
using the RayleighRitz principle [the righthand side of relation (6)]
Equation
Test function
1, approximate
1, exact
H = sin
15.337
15.0
+ (4 2)2 = 0
H = sin
135.317
134.837
[(1+ )1 ] +
=0
H = sin
7.003
6.772
) +
=0
H = sin
11.9956
11.8985
( 1+
H = sin
)
H = (1
+ (1+sin ) = 0
0.54105
0.55204
0.54032
0.54032
2 b . If % 0, the following upper estimate holds for the least eigenvalue (RayleighRitz principle):
X
V ( )( H )2 + % ( ) H 2 W
M ,
2
2
X ( ) H
M
1
2
1
(6)
min
( )
max ,
0<
min
( )
0<%
max ,
% ( ) %
min
max
min
max
(
2 2
)2
min
max
max
min
(
2 2
1 )2
max
min
=
2 2
1
+
2
X
2
1
% ( )
,
( ) M
=X
2
1
( )
( ) M
(7)
may be quite useful. This formula provides an exact result if ( ) ( ) = const and % ( )
( ) = const
(in particular, for constant equation coefficients, = 0 , % = % 0 , and = 0 ) and gives a correct
asymptotic behavior of (4) for any ( ), % ( ), and ( ). In addition, relation (7) gives two correct
leading asymptotic terms as BCD F if ( ) = const and ( ) = const [and also if ( ) ( ) = const].
Page 31
=
B
5 ( 1 , 2 ) + [O
B ( 1 ) 1
(
( ) = sin
B Q
w
2
1
2
) 5 ( , 2 ) + (
where
5 ( , ) =
) 5 ( 1 , )S cos
B ( 1 )
1
+ [O 2 ,
2 1
B P
1
X % ( ) .
2
M
(8)
7 b . Let us consider the eigenvalue problem for the equation with a small parameter
+ [ + % ( )] = 0
( pD
0)
= 2B
# +
( ) = 2 sin( B/ )
B
2
2
# 2
B
#
+ [ ( 3 ),
# = 2 X
1
0
sin( ,! ) + [ ( 2 ).
Here, the summation is carried out over , from 1 to F . The next term in the expansion of
be found in Nayfeh (1973).
0.2.54. Problems with boundary conditions of the second kind (case
1 = 2 =1
can
and 1 = 2 = 0).
Let us note some special properties of the SturmLiouville problem that is the second boundary
value problem for equation (1) with the boundary conditions
= 0 at = 1 ,
= 0 at = 2 .
1 b . If % > 0, the upper estimate (6) is valid for the least eigenvalue, with H = H ( ) being any
twicedifferentiable function that satisfies the conditions H ( 1 ) = H ( 2 ) = 0. The equality in (6) is
attained if H = 1 ( ), where 1 ( ) is the eigenfunction corresponding to the eigenvalue 1 .
2 b . Suppose ( ) = ( ) = 1 and the function % = % ( ) has a continuous derivative. The following
asymptotic relations hold for eigenvalues and eigenfunctions ( ) as BDGF :
1
(B 1)
1
+
5 ( 1 , 2 ) + [ O 2 ,
B P
2 1
(B 1)
1
(B 1)( 1 )
+
( 1 ) 5 ( , 2 )
( ) = cos
2 1
((B B 1)1)(Q 1 )
1
+ [O 2 ,
+ ( 2 ) 5 ( 1 , )S sin
2 1
B P
=
Page 32
=
= 1 and 1
0).
We consider the third boundary value problem for equation (1) subject to condition (2) with
1 = 2 = 1. We assume that ( ) = ( ) = 1 and the function % = % ( ) has a continuous derivative.
The following asymptotic formulas hold for eigenvalues eigenfunctions ( ) as BDGF :
1
(B 1)
V 5 ( 1 , 2 ) 1 + 2 W + [O 1 ,
+
(B 1)
B 2P
2 1
1
(B 1)( 1 )
+
( 1 ) V 5 ( , 2 ) + 2 W
( ) = cos
2 1
(B 1)
(B 1)( 1 )
1
+ ( 2 ) V 5 ( 1 , ) 1 W! sin
+ [O 2 ,
2 1
B P
=
=
= 1 and
=
= 0).
Let us note some special properties of the SturmLiouville problem that is the a mixed boundary
value problem for equation (1) with the boundary conditions
= 0 at = 1 ,
= 0 at
= 2.
1 b . If % 0, the upper estimate (6) is valid for the least eigenvalue, with H = H ( ) being any
twicedifferentiable function that satisfies the conditions H ( 1 ) = 0 and H ( 2 ) = 0. The equality
in (6) is attained if H = 1 ( ), where 1 ( ) is the eigenfunction corresponding to the eigenvalue 1 .
2 b . Suppose ( ) = ( ) = 1 and the function % = % ( ) has a continuous derivative. The following
asymptotic relations hold for eigenvalues and eigenfunctions ( ) as BDGF :
2
(2B 1)
1
+
5 ( 1 , 2 ) + [O 2 ,
)
(2
B
1)
B
P
2
1
2
(2B 1)( 1 )
+
( 1 ) 5 ( , 2 )
( ) = cos 2( )
(2B 1) Q
2
1
(2B 1)( 1 )
1
+ [O 2 ,
+ ( 2 ) 5 ( 1 , )S sin
2( 2 1 )
B P
=
2(
^_
References for Subsection 0.2.5: L. Collatz (1963), E. Kamke (1977), A. G. Kostyuchenko and I. S. Sargsyan (1979),
V. A. Marchenko (1986), B. M. Levitan and I. S. Sargsyan (1988), V. A. Vinokurov and V. A. Sadovnichii (2000),
A. D. Polyanin (2002).
= ( , , ).
(1)
The general solution of this equation depends on two arbitrary constants, L 1 and L 2 . In some cases,
the general solution can be written in explicit form, = Y ( , L 1 , L 2 ), but more often implicit or
parametric forms of the general solution are encountered.
Page 33
0,
( 0 ) =
0,
1.
(2)
1,
are prescribed.)
2 b . Existence and uniqueness theorem. Let ( , , H ) be a continuous function in all its arguments
^_
References for Subsection 0.3.1: G. A. Korn and T. M. Korn (1968), I. G. Petrovskii (1970), E. Kamke (1977),
A. N. Tikhonov, A. B. Vasileva, and A. G. Sveshnikov (1980).
explicitly.
( , , ) = 0.
(1)
Such equations remain unchanged under an arbitrary translation of the dependent variable:
+ const . The substitution = H ( ), = H ( ), brings (1) to a firstorder equation:
D
( , H , H ) = 0.
0.3.22. Equations not containing explicitly (autonomous equations).
In the general case, an equation that does not contain implicitly has the form
( , , ) = 0.
(2)
Such equations remain unchanged under an arbitrary translation of the independent variable:
vD + const. Using the substitution = ( ), where plays the role of the independent
variable, and taking into account the relations " = 2 = 2 = 2 , one can reduce (2) to a
firstorder equation: ( , , *u ) = 0.
x3y'z{}~
The equation = ( + 2 + ' + ( ) is reduced by the change of variable
2
= + + ' + ( to an autonomous equation, = ( ) + 2 .
0.3.23. Equations of the form ( + , , ) = 0.
Such equations are invariant under simultaneous translations of the independent and dependent
!( , where ( is an arbitrary constant.
variables in accordance with the rule ED + ( , D
For = 0, see equation (1). For 0, the substitution = + leads to equation (2):
( , 2
, 2 ) = 0.
0.3.24. Equations of the form ( , , ) = 0.
The substitution ( ) =
Page 34
( , ,
The substitution H ( ) =
) = 0.
(3)
2 b . The equations homogeneous in the dependent variable remain unchanged under scaling of the
D , where is an arbitrary nonzero number. In the general case, such
variable sought,
equations can be written in the form
( ,
,
) = 0.
(4)
The substitution H ( ) =
leads to a firstorder equation: ( , H , H + H 2 ) = 0.
3 b . The equations homogeneous in both variables are invariant under simultaneous scaling (dilatation) of the independent and dependent variables, DG and DG , where is an arbitrary
nonzero number. In the general case, such equations can be written in the form
The transformation a = ln  ,
( , 2g + , 2g g + 2g ) = 0.
=
(
, , ) = 0.
(5)
( , 1 , 2 ) = 0.
(6)
The transformation a = ln , = leads to an autonomous equation (see Paragraph 0.3.22):
, g + , , g g + (2 , 1) g + , ( , 1) = 0.
2 b . The most general form of representation of generalized homogeneous equations is as follows:
( + ,
, 2
) = 0.
(7)
+
, =
brings this equation to the firstorder equation
The transformation H =
H , , H ( + B ) + 2 = 0.
x3y'z{}~
For
0, equation (7) is equivalent to equation (6) in which , = B
. To
(
,
, ) = 0
(8)
2
autonomous equation (see Paragraph 0.3.22): ( , , 2 + 2 ) = 0.
Page 35
2 b . The equation
, ,
) = 0
(
(9)
2
brings (9) to a firstorder equation: H , , H (B
+ ) +
= 0.
3 b . The equation
( , ,
DG ,
=
) = 0
(10)
+ ,
is invariant under the simultaneous scaling and translation of variables, DG and D
where = exp(h
B ) and is an arbitrary number. The transformation H = ,
brings (10) to a firstorder equation: H , , H ( + B )2 = 0.
=
( , , , ) = 0
(11)
Y = X ( , , )
+ j ( , ),
(16)
+ (
)2 + 2
=0
(17)
2.
+ ( , ).
(18)
Substituting this expression into the second equation in (14) and taking into account the relation = 2 + 2 + 2 ,
. Since
= ( , ), we have 2 =
and 2 = . Integrating yields
we find that 2 + 2 = +
2
= + const. Substituting this expression into (18) and taking into account relation (12), we find a first integral of
equation (17):
+ 2 = 1 , where = .
(19)
= 2 , we arrive at the firstorder linear equation + 2
= 2 1 , which is easy to integrate. Thus, we find the
Setting
solution of the original equation in the form:
=2
exp
2 X
exp
exp
Page 36
+ ( ) + ( ) = ` ( , )
(20)
with linear lefthand side and nonlinear righthand side. Let 1 ( ) and 2 ( ) form a fundamental
system of solutions of the truncated linear equation corresponding to ` 0. The transformation
=
)
,
(
1 )
2(
1(
(21)
)
= i ( , ),
where
i ( , ) =
)
` , 1 ( ) .
)
3
1(
2(
^_
References for Subsection 0.3.2: G. M. Murphy (1960), E. Kamke (1977), V. F. Zaitsev and A. D. Polyanin (1993, 2001),
A. D. Polyanin and V. F. Zaitsev (1995), D. Zwillinger (1998).
= ( , , ),
( 0 ) =
( 0 ) = 0 ,
(1)
(2)
can be sought in the form of a Taylor series in powers of the difference ( 0 ), specifically:
( )
( )
0
0
( 0 )2 +
( 0 )3 + ))) .
( ) = ( 0 ) + ( 0 )( 0 ) +
2!
3!
(3)
( 0 ) = ( 0 , 0 , 1 ).
(4)
The first two coefficients ( 0 ) and ( 0 ) in solution (3) are defined by the initial conditions (2).
The values of the subsequent derivatives of at the point = 0 are determined from equation (1)
and its derivative equations (obtained by successive differentiation of the equation) taking into
account the initial conditions (2). In particular, setting = 0 in (1) and substituting (2), we obtain
the value of the second derivative:
= ( , , ) + ( , , ) + ( , , ) .
(5)
"
On substituting = 0 , the initial conditions (2), and the expression of ( 0 ) of (4) into the
righthand side of equation (5), we calculate the value of the third derivative:
( 0 ) = ( 0 , 0 , 1 ) + ( 0 , 0 , 1 ) 1 + ( 0 , 0 , 1 ) ( 0 , 0 , 1 ).
The subsequent derivatives of the unknown are determined likewise.
The thus obtained solution (3) can only be used in a small neighborhood of the point =
0.
Page 37
+ ( , , , ) = 0.
(6)
( , , ,
) =
( , , ).
=0
ID
(7)
Solutions of the Cauchy problem and various boundary value problems for equation (6) with
0 are sought in the form of a power series expansion:
( ).
=0
(8)
One substitutes expression (8) into equation (6) taking into account (7). Then the functions are
expanded into power series with respect to the small parameter, and the coefficient of like powers
of
are collected. Equating the resulting expressions (the coefficient of like powers of
) to zero,
one arrives at a system of equations for :
+ ( , , ) = 0,
0
0 0
+ ( , , ) + 4 ( , , ) + ( , , ) = 0,
0 0 1
0 0 1
1
0 0
1
0
= N
N
,
4 = N
(9)
0
(10)
Here, only the first two equations are written out. The prime denotes differentiation with respect
to . To obtain the initial (or boundary) conditions for , the expansion (8) is taken into account.
The success in the application of this method is primarily determined by the possibility of
constructing a solution of equation (9), for the leading term 0 . It is significant to note that the other
terms with B 1 are governed by linear equations with homogeneous initial conditions.
Example. The Duffing equation with initial conditions
+ +
= 0,
(0) = ,
(0) = 0,
describes the motion of a cubic oscillator, i.e., oscillations of a point mass on a nonlinear spring. Here, is the deviation of
the point mass from the equilibrium and is dimensionless time.
0, an approximate solution of the problem is sought in the form of the asymptotic expansion (8). We
For
substitute (8) into the equation and initial conditions and expand in powers of . On equating the coefficients of like powers
of the small parameter to zero, we obtain the following problems for 0 and 1 :
!
0 +
1 +
= 0,
= 03 ,
is given by:
= ,
= 0,
0 = 0;
1 = 0.
cos .
Substituting this expression into the equation for 1 and taking into account the identity cos3 =
obtain
1 + 1 = 14 3 (cos 3 + 3 cos ),
1 = 0, 1 = 0.
Integrating yields
1 = 38 3 sin + 321 3 (cos 3 3 cos ).
Thus the twoterm solution of the original problem is given by:
2$#
cos + '
38 sin +
1
(cos 3
32
3 cos ) +
1
4
cos 3 +
3
4
cos , we
" ( 2 ).
,+
^_
)(
% '&
'&
*
&
Page 38
+1 (
) = 0 + 1 + ))) + .
(11)
The partial sum (11) pretty well approximates the solution at small but is poor for intermediate
and large values of , since the series can be slowly convergent or even divergent. This is also
related to the fact that DGF as EDGF , while the exact solution can well be bounded.
cases, instead of the expansion (11), it is reasonable to consider a Pad e approximant
.0/ (In ),many
which is the ratio of two polynomials of degree and 8 , specifically,
. /
6
( ) =
+ # 1 + ))) + #
1 + $ 1 + )) ) + $
/ /
+8
where
=, .
(12)
+ 3;
=1+
(0) =
(0) = 1.
(13)
12131 .
(14)
1
1(
)=
1
,
1
2
2(
)=
1
,
1
3
3(
1
.
1
)=
(15)
1
is the exact solution of the Cauchy problem (13). Hence, in
1
this case, the diagonal sequence of Pade approximants recovers the exact solution from only a few terms in the Taylor series.
It is not difficult to verify that the function
)=
= 2 ;
(0) = 0,
(0) = 1.
(16)
Following the method presented in Paragraph 0.3.31, we obtain the Taylor series expansion of the solution to problem (16) in the form:
17 7
( ) = + 13 3 + 152 5 + 315
+
.
(17)
13121
) = tan
2
2(
)=
3
3
,
2
3
3(
)=
3(2
15)
,
2 5)
4
4(
)=
1
(2
2
+ 1) . However,
5 (21 2 2 )
.
4 45 2 + 105
(18)
These Pade approximants have singularities (at the points where the denominators vanish):
)7
)7
)7
1.732
1.581
1.571 and
7
for
for
4
for
6.522
2
2(
3
3(
4
4(
),
),
).
2 and
It is apparent that the Pade approximants are attempting to recover the singularities of the exact solution at =
= 3 2. The Pade approximant 4 ( ) gives an accurate numerical approximation of the exact solution on the interval
4
2).
  2 (the error is everywhere less than 1%, except for a very small neighborhood of the point =
^_
6%
6 %
6 %
References for Paragraph 0.3.33: G. A. Baker (Jr.) and P. GravesMorris (1981), D. Zwillinger (1989, pp. 450453).
Page 39
89 8 +
3 = 0.
(1)
On performing the change of variable : = ; (1 + 2< 1 + 12131 ), we have
=2 = + (1 + 2< 1 + 12131 )2 ( + 3 ) = 0.
(2)
The solution is sought in the series form = 0 ( ; ) + 1 ( ; ) + 13131 . Substituting it into equation (2) and matching the
coefficients of like powers of , we arrive at the following system of equation for two leading terms of the series:
0 +
1 +
= 0,
where
<
and
+
3
0
<
(3)
1 0,
(4)
cos( + ),
(5)
are constants of integration. Taking into account (5) and rearranging terms, we reduce equation (4) to
1 +
= 14
cos 3( + ) 2
3
8
<
cos( + ).
(6)
the particular solution of equation (6) contains a secular term proportional to cos( + ). In this case,
For 1
the condition of applicability of the expansion 1 0 = (1) (see the first row and the last column of Table 3) cannot be
satisfied at sufficiently large . For this condition to be met, one should set
38
2,
"
<
= 38 2 .
(7)
* Further on, we assume that the initial and/or boundary conditions are independent of the parameter .
Page 40
TABLE 3
Perturbation methods of nonlinear mechanics and theoretical physics
(the third column gives B leading asymptotic terms with respect to the small parameter
)
Method
name
Examples of problems
solved by the method
Method
of scaled
parameters
(0 < )
Method
of strained
coordinates
(0 < )
Cauchy problem:
= ( , , ); ( 0) = 0
( is of a special form);
see also the problem in the
method of scaled parameters
> ?
> ?
Averaging
method
(0 < )
> ?
@ 98 8 A @ BDC @ @ 8
@8 C > @ B @ >
C
@ (> ) = E F 1 B @ (G ),
=0F 1
> = GIH 1+ E B A 2J
=1
@ (> ) = E F 1 B @ (G ),
F =0
1
Additional
conditions and remarks
Unknowns:
and ;
= (1);
+1
K@
@
M
@ = L and
K
M = L (1),
M
(1)
+1 K
Unknowns:
+1
> = G + E B NM (G )
=1
@ = P (> ) cos M (> ),
problem:
Unknowns: P and M ;
the amplitude P and phase M
@ Cauchy
2X
89 8 + A 02@ = BDC (@ , @ 8 ),
1
C
s = 2 X!Y 0 sin M[Z]\^M ,
are governed
@ (0) = @ 0, @ 8 (0) = @ 1;
Q Q 8 by the equations
= RS CUT (P ),
C c = 21X Y 02X cos M[Z]\^M ,
for more general problems,
N
Q
V
Z = C (P cos M ,P
A 0 sin M )
see Paragraph 0.3.43, Item 2 O
Q 8 = A 0 RS CUW (P )
@ = P cos M + E F 1 B @ (P , M ),
= E B
Cauchy problem for this
the @ are assumed
(P ),
=1
and other equations
not
to contain cos M
QNQ V 8
F
= A + E B ` (P )
0
Krylov
Bogolyubov
Mitropolskii
method
(0 < )
> ?
Cauchy problem:
Method
+ 02 = ( , ),
of twoscale
(0) = 0, (0) = 1;
expansions
for boundary value problems,
(0 < )
see Paragraph 0.3.44, Item 2
> ?
Multiple
scales
method
(0 < )
> ?
Method of
matched
asymptotic
expansions
(0 )
p q
Method of
composite
expansions
(0 )
p q
@ 98 8 A @ DB C @ @ 8
@
@ @8 @
=1
@ = E F 1 B @ (b , c
=0
), where
1
b = UB > , c = > H 1+ E F B A J ,
O Q Q 8 = Bd + f 1+ B 2A =22 + gNgNg ) d
de
dih
One looks for periodic
F= E 1 B @ , where
@
solutions of the equation
@ 89 8 + A 02@ = BDC (@ , @ 8 );
@ = @ (j 0, =0j 1, kNkNk , j ), j = B >
Q
Cauchy problem for this
Q 8 = d + Bmd + gUgNE g + B E d
and other equations
dil dil
diln
Outer
expansion:
Boundary value problem:
B @ @ + C (p @ , @ )@@ = r (@
p s , @ ), @ =E F 1 (B )@ (p ), L (B ) p q .
(0) = 0, (q ) =
=0 t
Inner expansion ( G = p K B ):
( C assumed positive);
for other problems, see
u@ =E F 1u (B )u@ (G ), 0 p L (B )
Paragraph 0.3.45, Item 2 O
=0 t
@ = y (p , B )+ y u (G , B ),
Boundary value problem:
F 1 (B )y (p ),
B @ @ + C (p @ , @ )@@ = r (
@ p s , @ ),
y
=E
(0) = 0, (q ) =
u F 1 u =0 t u
( C assumed positive);
y = E (B )y (G ), G = p B .
boundary value problems
=0 t u
for other equations
Here, y v 0 as G[vx?
0
Unknowns:
;
and
=
(1);
@
+1 K
Unknowns: ;
+1 = (1);
for = 1, this method
is equivalent to
the averaging method
K@
Unknowns:
u @@
@
+1 K u @
+1 K
@ , u@ , , u
(1),
t t
== LL (1);
the procedure of
matching expansions is used:
(
0) = (
)
u @ [G vx?
u
u
Unknowns: y , y , ,
y (q ,u B ) = @
s , t t
y (0, B )+ y (0, B ) = @ 0;
@ pwv
Page 41
1
32
cos 3( + ) .
(8)
cos(
g g +
2
0
= ( , g )
(9)
g = 0 sin Y ,
= cos Y ,
= (a ),
where
Y = Y (a ),
g = ( cos Y , 0 sin Y ) sin Y ,
0
Y g =
( cos Y , 0 sin Y ) cos Y .
0
(10)
The righthand sides of equations (10) are periodic in Y , with the amplitude being a slow function
of time a . The amplitude and the oscillation character are changing little during the time the phase Y
changes by 2 .
At the second stage, the righthand sides of equations (10) are being averaged with respect to Y .
This procedure results in an approximate system of equations:
g = s ( ),
0
where
s ( ) =
1
X
2
2
0
sin Y ) Y ,
M
Y g =
c ( ) =
( ),
0 c
1
X
2
2
0
(11)
sin Y ) Y .
M
System (11) is substantially simpler than the original system (10)the first equation in (11), for
the oscillation amplitude , is a separable equation and, hence, can readily be integrated; then the
second equation in (11), which is linear in Y , can also be integrated.
Note that the KrylovBogolyubovMitropolskii method (see the fourth row in Table 3) generalizes the above approach and allows obtaining subsequent asymptotic terms as
ID 0.
2 b . Below we outline the general scheme of the averaging method. We consider the secondorder
nonlinear equation with a small parameter:
g g + (a , , g ) =
(a , , g ).
(12)
g = ,
g + (a , , ) = (a , , ).
(13)
Suppose the general solution of the truncated system (13), with
= 0, is known:
0
= Y (a , L
1,
L 2 ),
= j (a , L
1,
L 2 ),
(14)
Page 42
where L 1 and L 2 are constants of integration. Taking advantage of the method of variation of
constants, we pass from the variables , in (13) to Lagranges variables 1 , 2 according to the
formulas
= Y (a , 1 , 2 ), = j (a , 1 , 2 ),
(15)
where Y and j are the same functions that define the general solution of the truncated system (14).
Transformation (15) allows the reduction of system (13) to the standard form:
1 = 1 (a , 1 , 2 ),
2 = 2 (a , 1 , 2 ).
(16)
Y
Y 2 (a , Y , j )
Y 1 (a , Y , j )
, 2=
; Y = N
,
Y 2j 1 Y 1j 2
Y 2j 1 Y 1 j 2
N
Y = Y (a , 1 , 2 ), j = j (a , 1 , 2 ).
j
j = N ,
N
It is significant to note that system (16) is equivalent to the original equation (12). The unknowns
and 2 are slow functions of time.
As a result of averaging, system (16) is replaced by a simpler, approximate autonomous system
of equations:
1 =
1 ( 1 , 2 ), 2 =
2 ( 1 , 2 ),
(17)
where
{ 1 }
( 1 , 2 ) =
( 1 , 2 ) = lim
x3y'z{}~
(a , 1 , 2 ) a ,
M
{ 1 }
periodic function of a ;
(a , 1 , 2 ) a , if is not periodic in a .
M
if is a
The averaging method is applicable to equations (9) and (12) with nonsmooth
righthand sides.
x3y'z{}~
89 8
+ = (1 2 ) .
(18)
The solution is sought in the form (see the fifth row in Table 3):
~ , ) + 1(~ , ) + 2 2 (~ , ) + 13131 ,
(19)
~ = : , = 1 + 2 < 2 + 13131 : .
On substituting (19) into (18) and on matching the coefficients of like powers of , we obtain the following system for two
leading terms:
2
(20)
20 + 0 = 0,
0(
1
2
= 2
~
+ (1 02 )
(21)
Page 43
(~ ) cos + (~ ) sin .
(22)
and
on the slow variable is not being established at this stage.
The dependence of
We substitute (22) into the righthand side of equation (21) and perform elementary manipulations to obtain
2
1
2
2
1
2 + 1 = 2 se + 4 (4 )
+ 14 ( 3 3 2 ) cos 3 + 14 (
cos + 2
1
4
(4
) sin
2 ) sin 3 .
(23)
The solution of this equation must not contain unbounded terms as & ; otherwise the necessary condition 1 % 0 = " (1)
is not satisfied. Therefore the coefficients of cos and sin must be set equal to zero:
2 + 14 (4 2 2 ) = 0,
e
(24)
e 14 (4 2 2 ) = 0.
2
Equations (24) serve to determine = ( ~ ) and = ( ~ ). We multiply the first equation in (24) by and the second
by and add them together to obtain
' 18 (4 2 ) = 0,
where 2 = 2 + 2 .
(25)
e
3
2
2 = 2 + (44 0 2 ) e
0
(26)
Therefore
these expressions into either of the two equations in (24) and using (25),
the leading asymptotic term can be represented as:
where
~ = :
and
= ( ) cos( +
0 ),
2 b . The method of twoscale expansions can also be used for solving boundary value problems
where the small parameter appears together with the highest derivative as a factor (such problems
for 0 are indicated in the seventh row of Table 3 and in Paragraph 0.3.45). In the case
where a boundary layer arises near the point = 0 (and its thickness has an order of magnitude
of
), the solution is sought in the form:
, ) +
1 ( , ) +
2 2 ( , ) + ))) ,
= , =
1 V 0 ( ) +
1 ( ) +
2 2 ( ) + ))) W ,
=
0(
where the functions = ( , ) and = ( ) are to be determined. The derivative with respect
to is calculated in accordance with the rule:
M
= N
+ N
= N
0 + 1 + 2 2 + ))) N .
Additional conditions are imposed on the asymptotic terms in the domain under consideration;
namely, +1
= [ (1) and +1
= [ (1) for , = 0, 1, , and 0 ( ) D as D 0.
x3y'z{}~/
The twoscale method is also used to solve problems that arise in mechanics and
physics and are described by partial differential equations.
0.3.45. Method of matched asymptotic expansions.
1 b . We illustrate the characteristic features of the method of matched asymptotic expansions with a
specific example (the form of the expansions is specified in the seventh row of Table 3). Thereafter
we outline possible generalizations and modifications of the method.
Page 44
+ + ( ) = 0,
(0) = , (1) = ,
&
(27)
(28)
+ ( ) = 0
(29)
cannot meet the two boundary conditions (28) simultaneously. It can be shown that the condition at = 0 has to be omitted
in this case (a boundary layer arises near this point).
The leading asymptotic term of the outer expansion, = 0 ( ) + ( ), is determined by equation (29). The solution
of (29) that satisfies the second boundary condition in (28) is given by:
"
0 (
) = exp
~ ~ .
( )
(30)
We seek the leading term of the inner expansion, in the boundary layer adjacent to the left boundary, in the following
form (see the seventh row and third column in Table 3):
%,
(31)
1 , we obtain
+ = 0,
(32)
0
0
where the prime denotes differentiation with respect to ; . The solution of equation (32) that satisfies the first boundary
condition in (28) is given by:
0 = + s = .
(33)
The constant of integration is determined from the condition of matching the leading terms of the outer and inner
expansions:
0 (
0) = 0 ( ;'& ).
(34)
where
= 0 (; ) + " ( ), ;
is the extended variable. Substituting (31) into (27) and extracting the coefficient of
where
1
0
(35)
Taking into account relations (30), (31), (33), and (35), we represent the approximate solution in the form:
1
exp X (~ ) ~
for 0
for
" ( )
" ( ),
1.
(36)
It is apparent that inside the thin boundary layer, whose thickness is proportional to , the solution rapidly changes by a
= .
finite value,
To determine the function on the entire interval [0, 1] using formula (36), one has to switch at some intermediate
point = 0 from one part of the solution to the other. Such switching is not convenient and, in practice, one often resorts
to a composite solution instead of using the double formula (36). In similar cases, a composite solution is defined as:
0 (
) + 0( )
For (
= lim
0 (
=)
) = lim
0 (; ).
0 (
= ( , , )
subject to boundary conditions (28).
For the leading term of the outer expansion
0(
(37)
( , 0 , 0 ) = 0.
2003 by Chapman & Hall/CRC
Page 45
In the general case, when using the method of matched asymptotic expansions, the position of
the boundary layer and the form of the inner (extended) variable have to be determined in the course
of the solution of the problem.
First we assume that the boundary layer is located near the left boundary. In (37), we make a
change of variable H =
> (
) and rewrite the equation as
1
' = > 2
O>H , , .
> P
(38)
The function > = > ( ) is selected so that the righthand side of equation (38) has a nonzero limit
( , ,
) =
+ , where 0
=2 =
1+
; = + 2 .
In order that the righthand side of this equation has a nonzero limit value as
!
1+ %
= 1 or
+ The
1+
If the position of the boundary layer is selected incorrectly, the outer amd inner expansions
cannot be matched. In this situation, one should consider the case where an arbitrary boundary layer
is located on the right (this case is reduced to the previous one with the change of variable = 1 H ).
In example 4 above, the boundary layer is on the left if , > 0 and on the right if , < 0.
There is a procedure for matching subsequent asymptotic terms of the expansion (see the seventh
row and last column in Table 3). In its general form, this procedure can be represented as:
inner expansion of the outer expansion ( expansion for D 0)
x3y'z{}~
x3y'z{}~
Two boundary layers can arise in some problems (e.g., in cases where the righthand
side of equation (37) does not explicitly depend on " ).
x3y'z{}~E
The method of matched asymptotic expansions is also used for solving equations
(in semiinfinite domains) that do not degenerate at
= 0. In such cases, there are no boundary
layers; the original variable is used in the inner domain, and an extended coordinate is introduced in
the outer domain.
x3y'z{}~E
^_
References for Subsection 0.3.4: M. Van Dyke (1964), A. Blaquiere (1966), G. D. Cole (1968), G. E. O. Giacaglia (1972),
A. H. Nayfeh (1973, 1981), N. N. Bogolyubov and Yu. A. Mitropolskii (1974) J. Kevorkian and J. D. Cole (1981, 1996),
P. A. Lagerstrom (1988), V. Ph. Zhuravlev and D. M. Klimov (1988), V. I. Arnold, V. V. Kozlov, and A. I. Neishtadt (1993).
[ ] ( ) = 0
(1)
Page 46
Y = Y ( )
(B = 1, 2, , )
(2)
satisfying the same boundary conditions as = ( ). According to all methods that will be considered
below, an approximate solution of equation (1) is sought as a linear combination
=1
# Y ( ),
(3)
with the unknown coefficients # to be found in the process of solving the problem.
The finite sum (3) is called an approximation function. The remainder term / obtained after
the finite sum has been substituted into the equation (1) has the form
= [
] .
(4)
is the exact solution of
Let us multiply both sides of (4) by j and integrate the resulting relation over the region
= { }, in which we seek the solution of equation (1). Next, we equate the cor1
2
responding integrals to zero (for the exact solutions, these integrals are equal to zero). Thus, we
obtain the following system of linear algebraic equations for the unknown coefficients # :
X
2
1
j
/
M
=0
( , = 1, 2, , ).
(6)
Relations (6) mean that the approximation function (3) satisfies equation (1) on the
2 average
(i.e., in the integral sense) with weights j . Introducing the scalar product , % = X % of
1
arbitrary functions and % , we can consider equations (6) as the condition of orthogonality of the
remainder / to all weight functions j .
The Galerkin method can be applied not only to boundary value problems but also to eigenand seeks eigenfunctions , together with
value problems (in the latter case, one takes =
eigenvalues ).
Mathematical justification of the Galerkin method for specific boundary value problems can be
found in the literature listed at the end of Subsection 0.3.5. Below we describe some other methods,
which are in fact special cases of the Galerkin method.
x3y'z{}~/
As a rule, one takes suitable sequences of polynomials or trigonometric functions as
Y ( ) in the approximation function (3).
0.3.53. The BubnovGalerkin method, the moment method, and the least squares method.
1 b . The sequences of functions (2) and (5) in the Galerkin method can be chosen arbitrarily. In the
case of equal functions,
Y ( ) = j ( )
( , = 1, 2, , ),
(7)
the method is often called the BubnovGalerkin method.
Page 47
2 b . The moment method is the Galerkin method with the weight functions (5) being powers of ,
j = .
(8)
j = [Y ]
( , = 1, 2, ),
is the differential operator of equation (1). This version of the Galerkin method is called
where
the least squares method.
0.3.54. Collocation method.
In the collocation method, one chooses a sequence of points , , = 1, , , and imposes the
condition that the remainder (4) be zero at these points,
=
( , = 1, , ).
(9)
When solving a specific problem, the points , at which the remainder / is set equal to zero,
are regarded as most significant. The number of collocation points is taken equal to the number
= 0 at
of the terms of the series (3). This allows one to obtain a complete system of algebraic equations for
the unknown coefficients # (for linear boundary value problems, this algebraic system is linear).
Note that the collocation method is a special case of the Galerkin method with the sequence (5)
consisting of the Dirac delta functions:
j = > ( ).
In the collocation method, there is no need to calculate integrals, and this essentially simplifies
the procedure of solving nonlinear problems (although usually this method yields less accurate
results than other modifications of the Galerkin method).
0.3.55. The method of partitioning the domain.
= { 1 2 }, , = 1, , .
1 for d ,
0 for .
j ( ) =
The subdomains are chosen according to the specific properties of the problem under consider
ation and can generally be arbitrary (the union of all subdomains may differ from the domain
, and some and + may overlap).
0.3.56. The least squared error method.
Sometimes, in order to find the coefficients # of the approximation function (3), one uses the least
squared error method based on the minimization of the functional:
` =X
2
1
D
min .
(10)
For given functions Y in (3), the integral ` is a quadratic polynomial with respect to the coefficients # . In this case, the necessary conditions of minimum in (10) have the form:
#
=0
(B = 1, , ).
References for Subsection 0.3.5: L. V. Kantorovich and V. I. Krylov (1962), M. A. Krasnoselskii, G. M. Vainikko,
P. P. Zabreiko et al. (1969), S. G. Mikhlin (1970), B. A. Finlayson (1972), D. Zwillinger (1989).
Page 48
= ( , , )
( 0 ) = 0
( 0 ) = 0 ,
(equation),
(boundary conditions)
(1)
(2)
is reduced to an equivalent system of integral equations by the introduction of the new variable
( ) = . These integral equations have the form
( ) = 0 + X a , (a ), (a ) a ,
M
0
( ) =
+X
(a ) a .
M
(3)
Then the solution of system (3) is sought by means of successive approximations defined by the
following recurrence formulas:
+1 ( ) = 0 + X
a , (a ), (a ) a ,
M
^_
+1 ( ) =
0(
)=
0,
0+X
0 ( ) = 0 .
(a ) a ;
M
B = 0, 1, 2,
References for Paragraph 0.3.61: G. A. Korn and T. M. Korn (1968), N. S. Bakhvalov (1973), E. Kamke (1977).
= ( ),
= ( ), = ( , , );
The desired values and are successively found by the formulas:
2
+1 = + C + 16 ( 1 + 2 + 3 )( C ) ,
1
+1 = + 6 ( 1 + 2 2 + 2 3 + 4 ) C ,
=
+ , C ,
, = 0, 1, 2,
where
1 = , , ,
2 = + 12 C , + 12 C , + 12 1 C ,
3 = l + 12 C , + 12 C + 14 1 ( C )2 , + 12 2 C ,
4 = + C , + C + 12 2 ( C )2 , + 3 C .
In practice, the step C is determined in the same way as for firstorder equations (see Remark 2
in Paragraph 0.1.103).
^_
References for Paragraph 0.3.62: G. A. Korn and T. M. Korn (1968), N. S. Bakhvalov (1973), E. Kamke (1977),
D. Zwillinger (1989).
1,
( 2 ) =
2,
(4)
one considers an auxiliary Cauchy problem for equation (1) with the initial conditions
( 1 ) =
1,
( 1 ) = .
(5)
Page 49
(The solution of this Cauchy problem can be obtained by the RungeKutta method or some other
numerical method.) The parameter is chosen so that the value of the solution = ( , ) at the
point = 2 coincides with the value required by the second boundary condition in (4):
( 2 , ) =
2.
In a similar way one constructs the solution of the boundary value problem with mixed boundary
conditions
( 2 ) + , ( 2 ) = 2 .
( 1 ) = 1 ,
(6)
In this case, one also considers the auxiliary Cauchy problem (1), (5). The parameter is chosen so
that the solution = ( , ) satisfies the second boundary condition in (6) at the point = 2 .
^_
References for Paragraph 0.3.63: S. K. Godunov and V. S. Ryabenkii (1973), N. N. Kalitkin (1978).
(7)
(8)
First, using the RayleighRitz principle, one finds an upper estimate for the first eigenvalue 01
[this value is determined by the righthand side of relation (6) from Paragraph 0.2.53]. Then, one
solves numerically the Cauchy problem for the auxiliary equation
[ ( ) ] + [ 01 ( ) % ( )] = 0
(0) = 0,
(0) = 1.
(9)
(10)
0
1 ) = 0,
0
1 , has
1
1
0
1
0 (1)
[ (1)]2
0 = 1 0,
(11)
2
= X ( ) 2 ( ) . Then the value 11 is substituted for 01 in the Cauchy problem
where
M
0
(9)(10). As a result, a new solution and a new point 1 are found; and one has to check whether
the criterion 1 1  > holds. If this inequality is violated, one refines the approximate eigenvalue
by means of the formula:
2
1
1
1
1 (1)
[ (1)]2
1 = 1 1,
(12)
x3y'z{}~
2
4
to 108
+1
, which ensures that the relative error of the approximate solution becomes 10
after two or three iterations for
0 0.1. This method is quite effective for highprecision calcula
Page 50
x3y'z{}~E
= 2, 3, (to
x3y'z{}~E
A similar computation scheme can also be used in the case of boundary conditions
of the second and the third kinds, periodic boundary conditions, etc. (see the references below).
Example 1. The eigenvalue problem for the equation
+ (1 +
2 2
=0
= 16 2 1.
with the boundary conditions (8) admits an exact analytic solution and has eigenvalues 1 = 15, 2 = 63, ,
= sin( ) yields the approximate
According the RayleighRitz principle, formula (6) of Paragraph 0.2.53 for
value 01 = 15.33728. The solution of the Cauchy problem (9)(10) with ( ) = 1, ( ) = (1 + 2 )2 , ( ) = 0 yields
0 = 0.983848, 1 0 = 0.016152, 2 = 0.024585, ( 0 ) = 0.70622822.
The first iteration for the first eigenvalue is determined by (11) and results in the value 11 = 14.99245 with the relative
1 = 5 104 .
error
1
2 < 106 .
The second iteration results in 21 = 14.999986 with the relative error
1
+ = 0
^ _
1
1
= 11.898578 and
For more details about finitedifference methods and other numerical methods, see, for instance,
the books by Lambert (1973), Keller (1976), and Zwillinger (1998).
+
( )
( 1)
+ ))) +
+
= 0.
(1)
The general solution of this equation is determined by the roots of the characteristic equation:
( ) = 0,
where
( ) = +
+ ))) + 1 + 0 .
(2)
exp( 1 ) + L
= exp( 1 )( L 1 + L 2 + ))) + L + + 1 )
+ L + +1 exp( + +1 ) + L + +2 exp( + +2 ) + ))) + L exp( ).
equal complex conjugate roots = \AC (2 B ), and the other roots are real
3 b . There are
+ ))) + # + + 1 )
+ exp( ) sin( )( $ 1 + $ 2 + ))) + $ + + 1 )
+ L 2 + +1 exp( 2 + +1 ) + L 2 + +2 exp( 2 + +2 ) + ))) + L exp( ),
where # 1 , , # + , $ 1 , , $ + , L 2 + +1 , , L are arbitrary constants.
= exp( ) cos( )( #
+#
Page 51
4 b . In the general case, where there are & different roots 1 , 2 , , of multiplicities
,
, , , respectively, the righthand side of the characteristic equation (2) can be rep 1 2
where
1+
2+
))) +
( ) = ( 1)
+ 1 ( )+
2
+ ,
( )
=1
exp( )( L
,0
+ L ,1 + ))) + L , +
+
),
( ) +
(
1)
+ ))) +
+
= ( ).
(3)
The general solution of this equation is the sum of the general solution of the corresponding
homogeneous equation (see Paragraph 0.4.11) and any particular solution of the nonhomogeneous
equation.
If all the roots 1 , 2 , , of the characteristic equation (2) are different, equation (3) has
the general solution:
=
=1
Ll
+
.
( " )
=1
( )
M
^_
References for Subsection 0.4.1: G. A. Korn and T. M. Korn (1968), E. Kamke (1977), A. N. Tikhonov, A. B. Vasileva,
and A. G. Sveshnikov (1980), D. Zwillinger (1989).
( ) ( ) +
1 (
) (
1)
+ ))) + 1 ( ) + 0 ( ) = 0
(1)
1 1(
)+L
2 2(
) + ))) + L ( ).
(2)
Page 52
TABLE 4
Forms of particular solutions of the constant coefficient nonhomogeneous linear equation
( )
+ 1 ( 1) + ))) + 1 + 0 = ( ) that correspond to some special forms of the function ( )
Form of the
function ( )
.
.
+ ( )
+ ( ) 9
Form of a particular
solution = ( )
characteristic equation
( is a real constant)
is a root of the
+ ( )
+ ( ) 9
+ ( ) 9
( ) cos
+ I ( ) sin
characteristic equation
+ ( ) cos
+ ( ) sin
.
+ ( )
.
[ ( ) cos
characteristic equation (multiplicity & )
+ I ( ) sin ]
.
+ is not a root of the
[ ( ) cos
.
characteristic equation
+ I ( ) sin ] 9
[ + ( ) cos
.
9
+ ( ) sin ]
+ is a root of the
[ ( ) cos
characteristic equation (multiplicity & )
+ I ( ) sin ] 9
.
. .
Notation:
+ and are polynomials of degrees and B with given coefficients; + , ,
and I are polynomials of degrees and @ whose coefficients are determined by substituting
the particular solution into the basic equation; @ = max( , B ); and and are real numbers,
2 = 1.
is a root of the
0.4.22. Utilization of particular solutions for reducing the order of the original equation.
1 b . Let
1(
) XZH ( )
M
results in a linear equation of order B 1 for the function H ( ).
2 b . Let 1 = 1 ( ) and 2 = 2 ( ) be two nontrivial linearly independent solutions of equation (1).
=
The substitution
1(
known. Then one can reduce the order of the equation to B by successive application of the
H 1= O
,
+ P
H 2= O
,
+ P
,
H +
= O
+
+
.
P
Page 53
1 ( )
)))
)))
)))
)))
( )
( )
,
)))
( 1)
( )
(3)
+
M
The following
Liouville formula holds:
where
(
( ) =
( 0 ) exp X
1 (a ) a .
0
(a ) M
( ) ( ) +
( 1)
+ ))) + 1 ( ) + 0 ( ) = ( ).
(4)
The general solution of the nonhomogeneous equation (4) can be represented as the sum of its
particular solution and the general solution of the corresponding homogeneous equation (1).
2 b . Let 1 ( ), , ( ) be a fundamental system of solutions of the homogeneous equation (1),
and let ( ) be the Wronskian determinant (3). Then the general solution of the nonhomogeneous
linear equation (4) can be represented as:
=
Ll ( ) +
=1
( ) X
=1
( )
M ,
( ) ( )
where ( ) is the determinant obtained by replacing the @ th column of the matrix (3) by the
column vector with the elements 0, 0, , 0, .
^_
References for Subsection 0.4.2: G. A. Korn and T. M. Korn (1968), E. Kamke (1977), A. N. Tikhonov, A. B. Vasileva,
and A. G. Sveshnikov (1980), D. Zwillinger (1989).
( ) = 0
Page 54
on a closed interval . With the condition > 0, the leading terms of the asymptotic
expansions of the fundamental system of solutions, as
pD 0, are given by the formulas:
1
1
3 J 8
exp [ ( )]1 J 4 , 2 = [ ( )]3 J 8 exp
[ ( )]1 J 4 ,
1 = [ ( )]
= [ ( )]3 J 8 cos
[ ( )]1 J 4 ,
M
= [ ( )]3 J 8 sin
[ ( )]1 J 4 .
M
= [ ( )] [ c ( )]
M
2
c ( ) M
where
1 ( ) = ( ) + c ( ),
2 ( ) = ( ) + c ( ),
3 ( ) =
4 ( ) = ( ) c ( ).
( ) c ( ),
( ) ( ) = 0
on a closed interval . Assume that 0. Then the leading terms of the asymptotic
expansions of the fundamental system of solutions, as
pD 0, are given by:
1
+
1 + 1
V ( )W V 1 + [ (
)W ,
+ = V ( )W 2 2 exp
M
where 1 , 2 , , are roots of the equation = 1:
2
+ = cos O /
+ sin O /
,
B P
B P
= 1, 2, , B .
equation:
. ( , ) + ( ) 1 + ))) + ( ) + ( ) = 0.
1
1
0
Let all the roots of the characteristic equation be different on the interval , i.e., the
, , are satisfied, which is equivalent to the fulfillment of the
conditions + ( ) ( ),
. ( , + ) 0. Then
the leading terms of the asymptotic expansions of the fundamental
conditions
system of solutions of equation (2), as
ID 0, are given by:
. , ( )
1
1
+
,
+ = exp + ( ) [ + ( )] .
M
2
, + ( ) M
where
.
1 + (B 1) 1 ( ) 2 + ))) + 2 " 2 ( ) + 1 ( ),
( , ) N = B
. ( , ) N N 2 . = B (B 1) 2 + (B 1)(B 2) ( ) 3 + ))) + 6 " ( ) + 2 ( ).
3
2
1
2
^_
N
References for Subsection 0.4.3: W. Wasov (1965), M. V. Fedoryuk (1993).
Page 55
= ( , , , , (
( )
1)
).
(1)
The general solution of this equation depends on B arbitrary constants L 1 , , L . In some
cases, the general solution can be written in explicit form as = Y ( , L 1 , , L ).
0.5.12. The Cauchy problem. The existence and uniqueness theorem.
1 b . The Cauchy problem: find a solution of equation (1) with the initial conditions
( 0 ) =
0,
( 0 ) =
(1)
0 ,
,
(
1)
( 0 ) =
( 1)
.
0
(2)
(At a point 0 , the values of the unknown function ( ) and all its derivatives of orders B 1 are
prescribed.)
2 b . The existence and uniqueness theorem. Suppose the function ( , , H 1, , H 1 ) is continuous in all its arguments in a neighborhood of the point ( 0 , 0 , 0(1) , , 0( 1) ) and has bounded
derivatives with respect to , H 1 , , H 1 in this neighborhood. Then a solution of equation (1)
satisfying the initial conditions (2) exists and is unique.
^_
References for Subsection 0.5.1: G. A. Korn and T. M. Korn (1968), I. G. Petrovskii (1970), E. Kamke (1977),
A. N. Tikhonov, A. B. Vasileva, and A. G. Sveshnikov (1980).
, (
+1)
) = 0
, , (
(1 , + 1 < B ).
(1)
+const (the
Such equations are invariant under arbitrary translations of the unknown function, D
form of such equations is also preserved under the transformation ( ) = + + ))) + 1 + 0 ,
where the + are arbitrary constants). The substitution H ( ) = ( +1) reduces (1) to an equation
whose order is by , + 1 smaller than that of the original equation, , H , H , , H ( 1) = 0.
0.5.22. Equations not containing explicitly (autonomous equations).
An equation that does not explicitly contain has in the general form
) = 0.
, , , (
(2)
Such equations are invariant under arbitrary translations of the independent variable, CD + const .
The substitution = ( ) (where plays the role of the independent variable) reduces by one
the order of an autonomous equation. Higher derivatives can be expressed in terms of and its
derivatives with respect to the new independent variable, " = *2 , = 2 2 + (2 )2 ,
Page 56
( )
0.5.23. Equations of the form + , , ,
= 0.
Such equations are invariant under simultaneous translations of the independent variable and the
!( , where ( is an arbitrary constant.
unknown function, ED + ( and D
For = 0, see equation (1). For 0, the substitution ( ) = +(
) leads to an autonomous
equation of the form (2).
, , ( +
The substitution ( ) =
+1)
, , ( ) = 0,
where
= 1, 2, , B 1.
(3)
2 b . Equations homogeneous in the unknown function are invariant under scaling of the unknown
function, D , where is an arbitrary constant ( 0). Such equations can be written in the
general form
,
,
, , ( )
= 0.
The substitution H ( ) =
reduces by one the order of this equation.
3 b . Equations homogeneous in both variables are invariant under simultaneous scaling (dilatation)
of the independent and dependent variables, CD and D , where is an arbitrary constant
( 0). Such equations can be written in the general form
) = 0.
, , , , 1 (
The transformation a = ln  , =
leads to an autonomous equation considered in Paragraph 0.5.22.
=
leads to an autonomous equation considered in ParaThe transformation a = ln ,
graph 0.5.22.
+ ,
, , ( )
= 0.
The transformation H = + , =
reduces the order of this equation by one.
2003 by Chapman & Hall/CRC
Page 57
, , , , ( )
= 0.
Such equations are invariant under simultaneous translation and scaling of variables, eD + and
DG , where = exp(s
B ), and is an arbitrary constant. The transformation H = ! ,
=
leads to an equation of order B 1.
0.5.28. Equations of the form , , 2 , ,
= 0.
( )
Such equations are invariant under simultaneous scaling and translation of variables, D and
+ , where = exp(h
B ), and is an arbitrary constant. The transformation H = ,
D
= leads to an equation of order B 1.
0.5.29. Other equations.
Consider the nonlinear differential equation
, L1 [ ], , L [ ] = 0,
(4)
forms,
where the L [ ] are linear homogeneous differential
L [ ]=
Let
0(
=0
Y (+ ) ( ) ( + ) ,
= 1, , , .
) be a common particular
solution of the linear equations:
( = 1, , , ).
L [ 0] = 0
Then the substitution
= Y ( ) V ( ) ( ) W
0
0
(5)
= (
2 ).
= 2,
, , )=
( ),
= 0,
L2 [ ] =
2 = 0.
2 .
( E
= 2,
^_
, , )=
L1 [ ]
0=
0=
L1 [ ] =
= ( ,
( , ),
( E
= 0,
)+
L1 [ ] =
( E
L2 [ ]
L2 [ ] =
=0
=
( ) =
References for Subsection 0.5.2: G. M. Murphy (1960), G. A. Korn and T. M. Korn (1968), E. Kamke (1977), V. F. Zaitsev
and A. D. Polyanin (1993, 2001), A. D. Polyanin and V. F. Zaitsev (1995), D. Zwillinger (1998).
Page 58
= ( , L
L 2 , , L
1,
+1 )
(1)
depending on B + 1 free parameters L . Differentiating relation (1) B times, we obtain the following
sequence of equations:
= ( ) ( , L 1 , L 2 , , L
( )
, = 1, 2, , B .
+1 ),
(2)
Treating relations (1), (2) as an algebraic (transcendental) system of equations for the parameters
L 1 , L 2 , , L +1 and solving this system, we obtain
L = Y , , , , ( ) ,
, = 1, 2, , B + 1.
(3)
( Y 1 , Y 2 , , Y
+1 )
= 0,
(4)
+1 )
= 0.
x3y'z{}~
Equation (4) may also have singular solutions depending on a smaller number of
arbitrary constants. In order to examine these solutions, one should differentiate equation (4); see
Example 1.
x3y'z{}~
(j 1 , j 2 , , j
+1 )
= 0,
j = j ( Y 1 , Y 2 , , Y
where
+1 ).
x3y'z{}~E
The original expression (1) can be specified in an implicit form.
x3y'z{}~E
The original expression (1) can be written as an thorder differential equation
( < B ) with B + 1 free parameters L . The solution of the B thorder differential equation
obtained in this way can be expressed in terms of the solution of an thorder differential equation
By differentiation we obtain
Let us solve equations (5)(6) for the parameters
and
2.
(5)
(6)
2 . We have
+ .
,
+
1
= 0.
and
(7)
related by the constraint
1,
2)
= 0.
Page 59
, we get
+ )(
(
) = 0,
(8)
where the subscripts and indicate the respective partial derivatives of the function = ( , ). Equating the first factor
in (8) to zero, we obtain solution (5). Equating the second factor to zero, we obtain an expression which, combined with
equation (7), yields a singular solution in parametric form:
( , ) = 0,
= 0,
where
:, =:
+ .
1
2
=2
=2
2,
3.
(9)
(10)
1.
, we find that
1
2
2
1
2
,
,
1
2
2
= 0,
1 = 2 1 , 2 = 2 , 3 = 4 1 3 22 ,
which has a solution of the type (9) with the three constants
where
1
2
1,
1
2
2 , and
= 0.
, 2
3
3)
)2
= 0.
(2
1, 2, 4 1
2
3)
2.
= 0.
(11)
Its solution can be represented in implicit form (see 2.4.2.1 and 2.9.1.1). Differentiating (11), we obtain
D 1 1 .
Let us solve equations (11)(12) for the parameters 1 and 2 :
1 = +1 , 2 = +
Taking 1 = 1 and 2 = 2 (see Remark 2), we obtain the equation:
C
+1
(12)
= 0.
This equation is satisfied by the solutions of a secondorder autonomous equation of the form (11), where the constants
and 2 are related by the constraint ( 1 , 2 ) = 0.
D D
= , , , (
( )
1)
.
(1)
Page 60

= Y ( , ,
),
= j ( , ,
),
=0
=0
= ,
= ,
(2)
where Y , j are smooth functions of their arguments and
is a real parameter. The set T is called
a continuous oneparameter Lie group of point transformations if, for any
1 and
2 , the following
relation holds: T 1 T 1 = T 1 + 2 , i.e., consecutive application of two transformations of the form (1)
with parameters
1 and
2 is equivalent to a single transformation of the same form with parameter
1 +
2.
In what follows, we consider local continuous oneparameter Lie groups of point transformations
(briefly called point groups) corresponding to an infinitesimal transformation (2) for
D 0. Taylors
expansion of and in (2) with respect to the parameter
about
= 0 yields:
v + ( , )
,
+ ( , ) ,
(3)
where
Y ( , ,
)
j ( , ,
)
, ( , ) = N
=0 .
=0
N
N
X = ( , ) N
+ ( , ) N
(4)
corresponding to the infinitesimal transformation (3), is called the infinitesimal operator (or infinitesimal generator) of the group.
By definition, the universal invariant (briefly, invariant) of the group (2) and the operator (4) is
a function 0 ( , ), satisfying the condition 0 ( , ) = 0 ( , ). Taylors expansion with respect to
the small parameter
yields the following linear partial differential equation for 0 :
X
= ( , ) N
+ ( , ) N
= 0.
( +1)
= M
( )
(5)
)
(6)
The space of these B + 2 variables is called the space of B th prolongation; and in order to work
with differential equations, one has to define the action of operator (4) on the new variables
, , ( ) , taking into account the differential constraints (6). For example, let us calculate the
infinitesimal transformation of the first derivative. We have
c ( +
)
=
c ( +
)
+ ( + )
1 + ( + )
( c = +
+ ))) is the operator of total derivative). Expanding the righthand side into a power
N
N
series with respect to the parameter
and preserving
the firstorder terms, we obtain
where
1
= + (
+ 1 ( , , ) ,
2
) ( ) = c ( ) c ( ).
+1
= c ( ) (
+1)
c ( ).
Page 61
+ ( , ) N
( )
, , , ,
=1
N ( ) .
(7)
1)
W
= 0.
( n ) =
(8)
= ( , , ),
(9)
+ (2 ) + ( 2 )( )2 ( )3
= (2 + 3 ) + + + [ + ( ) ( )2 ] ,
where = ( , , ). This condition is in fact a secondorder partial differential equation for
two unknown functions ( , ) and ( , ). Since the unknown functions do not depend on the
derivative , this equation can be represented (after has been expanded in a power series with
respect to , unless it is already a polynomial) in the form
=0
` ( ) = 0,
(10)
with the ` independent of . In order to ensure that condition (10) holds identically, one should
set ` = 0, , = 0, 1, Thus, the invariance condition for a secondorder equation can be split
and represented as a system of equations (whose number can generally be infinite).
Example 1. If = ( , ), i.e., the righthand side of equation (9) does not depend on
equation can be split and represented as the system:
~2N = 0,
N 2~ = 0,
2 ~ 3 ( , ) ~2 = 0,
+ ( 2~ ) ( , ) (
~ (
, )
, ) = 0.
), and
3
= ( ) + ( ),
( )
+ ( ) + ( ),
( ) are arbitrary functions. Substituting these expressions into the third and the fourth
+ 2 3 ( , ) = 0,
+ ( 2 )
( + )
+ + )
= 0.
(11)
In what follows, it is assumed that the function ( , ) is nonlinear with respect to the second argument. Then from the
is an arbitrary constant. The second equation in (11)
first equation in (11), we find that = 0 and = 12 + , where
becomes
1
+ + 32 12 + + = 0.
(12)
2
Page 62
1 . If the function ( , ) is given, then, splitting equation (12) with respect to powers of (the unknown functions
and are independent of ), we obtain a new system, from which , , and can be found; i.e., we ultimately obtain an
admissible
operator.
2 . Assuming that the functions , and the constant are known but arbitrary, one can regard relation (12) as an equation
1
2
E D , i.e., we are dealing with the EmdenFowler equation. Then equation (12) becomes
+ + 32 5 1 12 + + 1 = 0.
E
E
E
( ,
Example 2. Let
)=
This relation must be satisfied identically by any function = ( ), and therefore, the coefficients of different powers of
must be equal to zero. As a result, we obtain a new system whose structure essentially depends on the value of .
( ,
0 and
1. Let
2.
= 0,
= 0,
It follows that
= 0 and ( ) =
(
+ 3)
= 0,
1
(3
2
! = 0.
+ 0 , and the last equation of the system can be written in the form
(1
1
(
2
+ 2 + 3)
1)
+ (
+ !
= 0.
(13)
To ensure relation (13), we equate all coefficients of this quadratic trinomial to zero to obtain
(
+ 3)
1
(
2
= 0,
+ 2 + 3)
+ (
5! 0 = 0.
1) = 0,
(14)
Analysis of system (14) yields solutions of the determining system corresponding to three different operators:
X1 = (
X2 =
2 . Let
X3 =
1)
( + 2)
if
if
5
5
if
and
= 0,
+
are arbitrary,
+ 3 = 0.
( ) =
1
2
5
2
0,
4 0 +3
4 1 +4
+
+
( ) =
5 E 1 2 = 0.
+ !
5 E 5
5 E 5
+ 0,
The expression in square brackets (the coefficient of 2 ) can be split with respect to powers of
system which, to within nonzero coefficients, has the form:
(7
(7
(
(2
5!
1, 2, 3, 4.
+ 20) 1 = 0,
+ 15) 0 = 0,
+ 5) 2 = 0,
+ 5) 1 + 2 = 0,
0 = 0.
The last three equations coincide with the corresponding equations of system (14), whose solutions are already known.
The first two equations yield two cases of prolongation of the admissible group:
X1 = 343 8 7
X2 = 343 6 7
+ 4 49 1 7 3
+ 3 49 1 7 + 4
if
if
= 20
,
7
= 15
.
7
Page 63
0.6.13. Utilization of local groups for reducing the order of equations and their integration.
Suppose that an ordinary differential equation (1) admits an infinitesimal operator X of the form
(4). Then the order of the equation can be reduced by one. Below we describe two methods for
reducing the order of an equation.
1 b . The first method. The transformation
a = ( , ),
= ( , ),
(15)
with and ( *1 0) being arbitrary particular solutions of the firstorder linear partial differential
equations
( , ) N
+ ( , ) N
=, ,
(16)
( , ) N + ( , ) N
N
N
= 0,
reduces equation (1) to an autonomous equation (the constant , 0 can be chosen arbitrarily). The
function = ( , ) is a universal invariant of the operator X.
Suppose that the general solution of the characteristic equation
M
( , )
( , )
( , ) = L ,
where L is an arbitrary constant. Then the general solutions of equations (16) are given by (see
A. D. Polyanin, V. F. Zaitsev, and A. Moussiaux, 2002):
= ,X
+ i 1 ( ),
( , )
= i 2 ( ), = ( , ),
= 49
+ ( , )
~ (
where
1 7
15 7 2
3 7
6 7 , (
6
49
: 7,
: 3
= 49
2 7
, ) = 147
1 7
+ 12.
:,
6
49
89 8
, ) = 343
and
in the integral is
2 b . The second method. Suppose that we know two invariants of the admissible operator X:
0 = 0 (
1 = 1 (
, )
, , )
(universal invariant),
(first differential invariant*).
(17)
(18)
, , , , ( )
Page 64
1,
, , , ) = M
2 (
(19)
where + = ( c + ) . Using (18)(19), let us eliminate the derivatives and from the
M
M
original equation and take into account relation (17). Thus we obtain the firstorder equation:
1
M
M
6 3 (see 2.3.1.3,
the special case
+ + ( ) .
0= %
= 4 ( 0 , 1 ).
1 =
= 3) admits an operator
(20)
which form an integral basis of the firstorder linear partial differential equation
+ (
= 0.
2= 1
(21)
Let us express the unknown function and its derivatives from (20)(21) to obtain
where
Substituting these expressions into the original equation, we see that the variable
form
h = 3 ,
0,
1.
^_
References for Subsection 0.6.1: G. W. Bluman and J. D. Cole (1974), L. V. Ovsiannikov (1982), J. M. Hill (1982),
P. J. Olver (1986), G. W. Bluman and S. Kumei (1989), H. Stephani (1989), N. H. Ibragimov (1994).
= Y ( , , ,
),
= j ( , , ,
),
= ( , , ,
),

=0 =
 =0 =
 =
=0
,
,
(1)
(here, Y , j , are smooth functions of their arguments and
is a real parameter) is called a
continuous oneparameter Lie group of tangential transformations (or simply, a tangential or contact
group) if T 1 T 2 = T 1 + 2 , i.e., if successive application of transformations (1) with parameters
1
and
2 is equivalent to the same transformation with parameter
1 +
2 . The transformed derivative
depends only on the first derivative and does not depend on the second derivative. Thus, the
functions Y and j in (1) cannot be arbitrary but are related by (see Paragraph 0.1.81):
Y
j
j
Y
Y
j
O N + N
N ON + N
N
= 0,
P
P
N
N
N
N
N
N
2003 by Chapman & Hall/CRC
Page 65
is defined by
= N
Y
N .
Proceeding as in Paragraph 0.6.11, we consider the Taylor expansions of , , and / in (1) with
We have
respect to the parameter
about
= 0, preserving only the firstorder terms.
+ ( , , )
,
where
Y ( , , ,
( , , ) = N
N
+ ( , , ) ,
) = N j ( , , ,
,
(
,
,
=0
c ( +
)
=
c ( +
)
M
+ ( , , ) ,
=0
( , , ) = N
+ ( + +
1+
( + +
( , , , )
)
.
)
=0
(2)
Expanding (2) with respect to
and requiring that be independent of , we find that three the
N
= N
+ N
(3)
+ ( , , ) N
(4)
+1
= c ( ) (
+1)
c ( ),
where 1 = . The invariance condition and the algorithm of finding tangential operators (4) admitted
by ordinary differential equations are similar as those for point operators. The only difference is that
the coordinates of the tangential operator depend on the first derivative; therefore, the determining
equation can be split and reduced to a system only in the case of equations whose order is greater or
equal to three.
x3y'z{}~/
There are no tangential transformations of finite order , > 1 other than prolonged
point transformations and contact transformations [these transformations are described by formulas
similar to (1) and, in addition to , , contain higher derivatives of up to order , inclusive].
0.6.22. Backlund transformations. Formal operators and nonlocal variables.
1 b . If the coordinates of the infinitesimal operator are allowed to depend on the derivatives of
arbitrary (up to infinity) orders, we obtain LieBacklund groups (of tangential transformations of
infinite order). However, on the manifold determined by an ordinary differential equation, all higher
derivatives are expressed through finitely many lower derivatives, as dictated by the structure of
the equation itself and the differential relations obtained from the equation. The substitution of
the righthand side of equation (1) into an infinite series with derivatives usually results in very
cumbersome formulas hardly suitable for practical calculations. For this reason, the LieB a cklund
groups are widely used only for the investigation of partial differential equations, whereas in the
case of ordinary differential equations, a more effective approach is that based on the canonical form
of an operator and the notion of a formal operator.
Page 66
X = X ( , ) c = [ ( , ) ( , ) ] N ,
N
Paragraph 0.6.11], and c is the operator of total derivative. The operators X and X are
equivalent in the sense that if one of them is admissible for the equation, then the other is also
admissible (the operator of total derivative is admissible for any ordinary differential equation). The
function 0 ( , ) is an invariant of any operator in canonical form.
order derivatives
The action of the group on higher
for an operator in canonical form is determined
by the simple recurrence formula +1 = c ( ). The order of an equation that admits an operator
in canonical form can be reduced on the basis of the algorithm described in Paragraph 0.6.13 (see
Item 2 b , the second method).
3 b . By definition, a formal operator is an infinitesimal operator of the form
=`
,
N
(5)
where the function ` depends on , , , , ( ) (with , smaller than the order of the equation
under investigation) and auxiliary variables whose definition involves the symbol of indefinite
integral, for instance,
X ( , , )
(the integration is with respect to the variable which is involved both explicitly and implicitly,
through the dependence of on ). Such auxiliary variables are called nonlocal, in contrast to the
coordinates of the prolonged space defined pointwise. The nonlocal variables depend on derivatives
of arbitrarily high order, for instance,
+ +1 ( + )
.
= (1) +
( + 1)!
M
+ =0
This formula is obtained by successive integration by parts of its lefthand side. Thus, a nonlocal
variable can be represented as an infinite formal series; and this allows us to express the coordinates
of the LieBacklund operator in concise form.
A formal operator is a farreaching generalization of an operator in canonical form. The function
0 ( , ) is an invariant of the formal operator (5) for any ` .
When solving the direct problem, one usually prescribes the nonlocal operator in the general
form
+ 2S
or X = O 1 X
+ 2 ,
(6)
X = 1 exp O X
N
M P
P/N
and then, in order to find an admissible operator, one uses a search algorithm similar to that
described in Paragraph 0.6.12. The coordinates of the prolonged operator are found by the formulas
= c ( 1 ), where 0 = ` . In contrast to the method of finding a point operator, in the present
case, there are three unknown functions ( 1 , 2 , ); and the splitting procedure to obtain a system
can be realized with respect to all independent variables, in particular, the nonlocal variables.
Suppose that the differential equation
= , , , ,
can be written in new variables = 0 , H = 1 ( , , ), H
( )
?
, H , , H (
( 1)
N
N
1`
+ N
1c
(7)
, where 0 and 1 are
of this operator satisfies
1)
[ ` ] = 0,
Page 67
which is an analogue of a linear ordinary differential equation for a function of several variables,
since it involves the total derivative of the unknown function (exact differential equation). Its solution
has the form:
` = exp O X
N
N ,
M P
(8)
where the integral is taken with respect to involved explicitly and implicitly (through the dependence of , , on ), which means that this representation of an operator through a nonlocal
variable is most universal. The function (8) generates a nonlocal exponential operator of the form (5)
[the class of nonlocal exponential operators is specified by the first expression in (6) with 2 0].
Example 1. The equation
X2 =
=0
=0
(
,
) + (
,
where , , are arbitrary functions of their variables. The first operator is trivial (the operator of total derivative is
admissible for any differential equation), while the second operator determines the maximal group of contact transformations
admitted by the equation under consideration.
=
2,
=
3,
,
= ( , 1 , 2 , , ),
5
N .
5 M P
(10)
Page 68
The function 5 ( , , ) is the first differential invariant of the operator (10). Therefore, having
found an admissible operator (10) of the form
X=`
` exp X ( , , ) S ,
Q
M
N ,
(11)
1) W
X V ( ) , , , , (?
= 0,
( n ) =
where
X=
=0
`
` =c `
N ( ) ,
1 ,
c = N + N
N
N
=` ,
+
N
N + ))) .
Theorem 1 generalizes the classical Lie algorithm, which is restricted to the case of unconditional
solvability of the second equation of system (9). On the other hand, the introduction of the factor
system (9) allows for two more cases, since the first equation is independent of . These cases are
the following:
1. The first equation of system (9) allows for the reduction of the order or is solvable.
2. The first equation of system (9) has some special properties, for instance, admits a fundamental
system of solutions.
Example 2. The equation
= ( ) + ( )
[ ( )]2
(12)
) and
) is the only equation of the form (its uniqueness is to within a KummerLiouville
for arbitrary functions
equivalence transformation; see Paragraph 0.2.18)
( ,
+ , = ( , ), = ( , ).
+
X
X = exp
X}
+2
= exp
( ,
+ + 2 +
+ (2
+2
by
( ,
), we obtain the
+ ) + N ( )2 = 0.
N = 0,
+ 2 + = 0,
+ 2 + + 2 +
= 0.
+ 2 + ( )
,
( + )2
Page 69
where = ( ), = ( ), and = ( ) are arbitrary functions. The third equation can be treated as a firstorder linear
differential equation for the unknown function = ( , ):
( ,
) = ( + ) ( ) +
[
and
2( )2 ] (
1
(
+2
+ + 2 ).
[
3( )2 ]
i 2 )
+ 2 (
2 3 ( + )
;
where
;
+ ( + + )
2
+ (3
( 2 )2
,
4 3 ( + )3
=0
and
+ ) + + ,
( + )
+ 2 i .
2 ( + ) 2 2 ( + )2
, one can find and, taking into account the known structure of the function
=
= ( ) ,
(14)
which coincides with (12) for 0. The second equation of system (13) is a Bernoulli equation. It can be integrated by
quadrature for an arbitrary function = ( , ). Therefore, the general solution of equation (12) can be expressed in terms
of a fundamental system of solutions of the linear equation (14). Note that in the general case, equation (12) admits no point
groups.
; ;
If an operator admitted by equation (1) has no differential invariants of the firstorder, then it is
possible to apply the general factorization principle.
Theorem 2. An arbitrary B thorder differential equation (1) can be factorized to the system of
special structure
H ( ) = 4 , H , H , , H ( 1) ,
(15)
) ,
H = 5 , , , , (Z
( ) 0,
) is a lowerprovided that equation (7) admits a formal operator (5) for which 5 , , , , (Z
order differential invariant on the manifold given by (7). The coordinate ` of this operator satisfies
the linear equation with total derivatives:
`EN
N
+ c [ ` ] N + ))) + c ( ) [ ` ] N (
= 0.
(16)
Equation (16) plays a crucial role in both the direct and inverse problems. It can be regarded
as an equation for the determination of the coordinate of the canonical operator (if one knows the
Page 70
invariant H ). It can also be regarded as an equation for the determination of an invariant (if one
knows the coordinate ` ). In the latter case, this is a firstorder partial differential equation.
Example 3. The thirdorder nonlinear equation
,
X2 =
( )
=0
(17)
,
(18)
which can be found with the help of the direct algorithm, if the structure of the operator is specified by the second expression
in (6). The first operator, X1 , is the usual point operator of scaling (the original equation is homogeneous) and provides the
usual reduction of order of equation (17) by one. The second operator, X2 , is nonlocal.
Let us construct differential invariants of the operator X2 . To this end, we should solve the equations:
1 + [ ] 1 = 0, = X 2 ,
2 + [ ] 2 + 2 [ ] 2 = 0.
in (19) becomes
After differentiation with respect to , the first equation
2 1 + 1 + X 2 1 = 0.
(19)
Let us show that this equation admits no solutions depending only on , , , and 1 0, i.e., there are no
firstorder differential invariants. The nonlocal expression 2 depends on derivatives of arbitrarily high orders and
1 + 1
= 0,
= 0.
It follows that 1 = 0.
Let us find a secondorder differential invariant. After differentiation with respect to
becomes
2
1
+ X 2
+
X 2
2
, we establish that
Splitting this equation with respect to the nonlocal variable
equation, the nonlocal variable is canceled,
2=;
+
= 0.
; + ; 2 = ( ),
D; = 0.
^_
References for Subsection 0.6.2: R. L. Anderson and N. H. Ibragimov (1979), O. N. Pavlovskii and G. N. Yakovenko
(1982), N. H. Ibragimov (1985), P. J. Olver (1986), V. F. Zaitsev (2001).
. = . , , , , (
A function
differential equation
1)
.
if the total derivative of the function
if
.
c [ ]8
1)
= , , , (?
( )
(1)
(2)
Page 71
substitute it into the determining equation (2). Subsequent splitting with respect to lower derivatives
(assumed to be independent variables) leads to the determining system.
x3y'z{}~
An arbitrary function of first integrals is also a first integral of the same equation.
Therefore, having found a first integral depending on (" ) , one has to make sure that it is nontrivial;
i.e., it cannot be represented as the product of first integrals depending on lower powers of the
derivative.
x3y'z{}~
If the equation has , functionally independent first integrals, then its order can be
reduced by , by successively excluding higher derivatives (see Example 3).
For secondorder equations
= ( , , ),
(3)
the determining equation (2) can be written in the form
+ N
N
+ ( , , ) N
= 0.
(4)
( ,
(5)
admitting a first integral that is quadratic with respect to the first derivative:
( , )( )2 + ( , ) +
( , ).
Then the lefthand side of the determining equation (4) is a cubic polynomial with respect to
with respect to powers of yields the system of four equations:
( ,
where
= 0,
+
= 0,
+
+ 2
+ = 0.
^
w
= 0,
is given by:
3 2 (; ) + 21 2
; = 1 2 + 21 X 3 2 ,
)=
(; ), = ( ), and =
4 = ( )2 (
1 2
2
1
4
)2
1
2
1 2
1
4
2X
(; ) ; .
Let us find its first integral, which is a cubic polynomial with respect to the first derivative:
( , )( )3 + ( , )( )2 +
( , ) +
( , ).
In this case, the lefthand side of the determining equation (4) is a fourthorder polynomial in
system consists of five equations:
= 0,
+ = 0,
^
+ w + 3 1 2
+ + 2 1 2
+ 1 2 = 0.
= 0,
= 0,
Page 72
= ( )3 6
1 2
4
4
^_
3 2 + 2
+ 4
5 3
2 3
)2 + 32 2 3 ,
3
+ 12 ,
2
1 24
3
( )2 .
1 + 2
2
1
(
2
1, 2,
and eliminating
and
, we obtain a firstorder
References for Subsection 0.6.3: P. J. Olver (1986), A. D. Polyanin and V. F. Zaitsev (1995).
= , , , (
( )
1)
, a ,
(1)
= (a , ),
= (a , )
( g
g 0),
(2)
mapping each equation of class (1) into some (other) equation of the same class
(g ) = a , , , (g
1)
, b ,
(3)
and containing the identical transformation is called a discrete point group of transformations
admitted by the class (1). Transformation (2) maps any solution of equation (1) to a solution of
equation (3). Therefore, knowing the discrete group of transformations for some class of equations
and having a set of solvable equations of this class, one can construct new solvable cases.
Point transformations (2) can be found by a direct method namely, if one substitutes an
arbitrary transformation of the form (2) into equation (1) and imposes condition (3), one arrives
at a determining equation containing partial derivatives up to order B of the unknown functions
and and having variable coefficients depending on , , , , ( 1) . Since the functions
and do not depend on the derivatives, the determining equation can be split with respect to the
independent variables , , ( 1) , and we obtain an overdetermined system which is nonlinear,
in contrast to that obtained by the Lie method (see Subsection 0.6.1).
Example 1. For secondorder equations
( , ,
, a),
(4)
8 U
, ,
8 + U
8
8 +
8
, a . (5)
Let us require that the transformed equation (5) belong to the class (4), i.e.,
89 8
: 8
( , , , b).
(6)
Condition (6) imposed on the determining equation (5), i.e., the replacement of 89 8 by the righthand side of equation (6),
leads us to the relation
( 8 U 8 ) ( : , , 8 , b) + ( Ui Ui )( 8 )3 + ( 8 Ui 8 i + 2 U 8 2U 8 )( 8 )2
8 + U 8 , a , (7)
+ ( 898 U 898 + 2 8 U 8 2 8 8 ) 8 + 8 898 8 898 = ( 8 +
8 )3 , , 8
+ 8
Page 73
=0
where the symbols [ ] and [ ] indicate dependence on the functions , and their partial derivatives involved in (7). The
sum in (8) is finite if is a polynomial with respect to the third variable [for a polynomial of degree 4, both sides of
the equation must be first multiplied by ( +
) 3 ]. Condition (8) is satisfied if the following equations hold:
8 8
4 E= 0,
= 0, 1, 2,
Example 2. Consider a special case of equation (4) with the righthand side independent of the derivative
Relation (7) has the form:
(
8 U
8
( ,
, a).
(9)
) ( , , b) + (
( , , a).
In this case, the sum (8) is finite and the determining system has the form:
8 8 U
Since
(10)
8 U i = 0,
U 898 2 8 U 8 = 0,
8 898 8 898 + 8 U
( : , , b) = 8 3
(11)
( , , a).
( , )=
(: ) + (: ), 8 = [ (: )]2 .
(12)
Substituting (12) into the last equation of system (11) and splitting the resulting relation with respect to powers of the
independent variable , we obtain a new system of (ordinary) differential equations. Solving this system, we find the
and , and finally, the desired discrete group of transformations. In order to give calculation details,
unknown functions
one has to know the specific structure of the function ( , ), for in the general case it was only shown that any discrete
point group of transformations of equation (9) for = 0 consists of KummerLiouville transformations (12).
E
Here, a = { 5 , , } is the vector of essential parameters, and
( ) .
(13)
1 . First, we note that equation (13) admits a discrete group of transformations determined by the hodograph transformation,
i.e., by passing to the inverse function:
= ,
= ,
where
= (: ).
(14)
,
,
This transformation is a consequence of the invariance of equation (13) with respect to the transformation
3 ,
(note that the hodograph transformation changes the sign of the unessential parameter ). Denoting
the transformation (14) by , let us schematically represent its action on the parameters of the equation as follows:
$ { , 5 , 3 }
5 , }
yields the original equation.
Double application of the transformation
{ ,
transformation
(15)
Page 74
2 . For
= 0, equation (13) is of the class (8), and the last equation of system (11) becomes
8 h8 + 2 : i^ = 2 ( + ) E ,
(16)
where , , and are the parameters of the transformed equation 89 8 = : , and
(: ) = X [ (: )]2 : .
Let , 0, 1, 2. Then relation (16) is possible only if ( : ) 0. Splitting with respect to powers of leads us to
the system:
89 8 2( 8 )2 = 0,
(17)
: = 2 +3 E .
By integration we find that = : 1 , = : 1 (to within unessential coefficients). Thus, we arrive at the transformation
= : 1 , = : 1 , where = (: ).
(18)
Denoting the transformation (18) by , let us schematically represent its action on the parameters of the equation:
{5 3, , 0}
transformation .
(19)
{ 5 , , 0} ,
Double application of the transformation yields the original equation.
3 O . Let = 0 and = 2. Then, = 2 and the splitting procedure for equation (16) yields the system of three equations:
89 8 2( 8 )2 = 2 2 6 t E ,
h 89 8 2 8 h 8 = 2 5 2 E ,
: = 2 5 E .
[
= ,
{ , 2, 0}
= : + : T
,
{ , 2, 0}
= (8
+ 40 + 49)1 2 ,
1
,
2
= ( ) ( ) (
we find two transformations:
^_
: { , , }
: { ,
, 1}
0
,
% )}
(: ), , 1}
{ , , (
{:
1
[ (2 + 5) 5],
2
)3 (1
= ( + 2),
( + 2)( + 3)
References for Subsection 0.6.4: V. F. Zaitsev and A. D. Polyanin (1994), A. D. Polyanin and V. F. Zaitsev (1995).
Page 75
1 b . Suppose that any equation of the original class can be solved for the independent variable :
( , , ) = .
Termwise differentiation of this equation with respect to yields the following autonomous equation:
+ N + N = 1,
N
N
N
"
whose order can be reduced with the substitution = H ( ). This pair of transformations is called
N
a first RFpair.
2 b . Suppose that any equation of the original class can be solved for the dependent variable :
( , , ) = .
Then, termwise differentiation of this equation with respect to brings us to the following equation
which does not explicitly contain :
N
N
+ N
+ N
N
= .
The order of this equation can be reduced by means of the substitution = H ( ). This pair of
transformations is called a second RFpair.
Example 1. Consider transformations of the class of generalized EmdenFowler equations:
).
(1)
This class will be briefly denoted by the vector of essential parameters { 5 , , }. Application of the first RFpair transforms
this equation to
;N = ( 1); 1 (; )2 + 1 ; + 5 1 ; E 1 (; ) E 1 .
(2)
E
E
E
E
Now we have to find a point transformation that maps class (2) into class (1) (with another vector of parameters):
89 8 = :D^ ( ) .
(3)
Note that in this case, the desired transformation does not map the given class into itself as in Subsection 0.6.4, but is a
(1). Nevertheless, the method for finding transformations
mapping of the equations classes (2)
= ( , ),
= (, )
8 U 8
0)
E E E
E
E
8 U 0 and consider transformations
Following the procedure set out in Subsection 0.6.4, we omit the general case 8
for which at least one of the above partial derivatives is zero.
1 O . Case = 0, 8 = 0. Equation (4) has the form
8 U
:i^ (8 ) + 8 Ui (8 )2 U 898 8 = 1 8 (U )2 ( 8 )2
1
1
2 +1
1
1
E ( 8 ) E (U ) E ( 8 ) E .
+ ( 8 )2 U 8 + 5
E E E
E
E
E
and for 5 0, 1, 1, 2 can easily be solved by splitting,
=: , = .
(
8 U
1
+1
1
2
Page 76
8 ) 1 , = : 1+1 , = 21
transformation of the variables, = ( : );
E
1
5
1
+ 1 , 2 , 5 transformation of the vector of essential parameters.
{ 5 , , }
2 O . Case 8 = 0, U = 0. Similar calculations bring us to the formulas:
= ( 8 ) 1 , = 1+1 , = : 21
transformation of the variables, = ( : );
E
2 +1
1
5
=(
(5)
(6)
Transformation (6) can be obtained by successive application of transformation (5) and the hodograph transformation
(see Subsection 0.6.4).
The inverse transformations have a similar structure. For instance, the inverse of transformation (5) can be written (after
changing notation) as follows:
8 1 ,
where = ( : ).
E
Denoting the transformation (7) by , let us schematically represent its action on the parameters of the equation:
1 1 , 5 5 + 1 , 2 + 1 transformation .
{ 5 , , }
Applying the transformation three times, we obtain the original equation.
=
1
+1
= ( )
: 11 ,
(7)
(8)
It can be shown that all transformations which can be found from equation (4), without additional restrictions on the
and
parameters of the original and the transformed equations, are obtained by superposition of the transformations
(see Subsection 0.6.4, Example 3), which form a group of order 6. The parameters of these equations are given in Figure 1.
Example 2. Suppose that
(briefly denoted by { ,
, 0} ),
(9)
(see Subsection 0.6.4, Example 3). Therefore, in this case, the group considered in the
one can define the transformation
previous example is prolonged to a group of order 12 (see Figure 2).
This prolongation takes place each time the third component of the parameter vector becomes equal to zero. This
happens, for instance, if = 1 in equation (9). In this case, the order of the group is equal to 24 (see Figure 3).
= ( ) ( ) ( )
(10)
admits a discrete group of transformations similar to that for the generalized EmdenFowler equation. Most simply, this
group can be obtained by inverting the transformation (6). Thus, we seek the parameters of the transformation as functions
of a single variable,
= ( ), = ( ), = ( ).
(see Subsection 0.6.4), we find a discrete group of transformations relating the equations
shown in Figure 4. The functions 1 ( 1 ), 1 ( 1 ), 1 ( 1 ) determine the original equation, while the corresponding functions
( ) with = 2, 3, are determined by the parametric formulas:
for the transformed equations, ( ), ( ),
2 (
2)
2 (
2)
2)
2 (
and
1,
1 (
1
[ 1 ( 1 )]3
3 (
3)
1 (
3 (
3)
3)
3 (
1)
1)
1
1
1,
1
1
1 ( 1) ,
X 1 (
1 (
X 1 (
1 (
1)
1 (
1
(11)
1)
1)
1)
1,
(12)
1 ),
where
= , = 1, 2, 3.
The above example allows us to eliminate singular points of the group of transformations defined by (7) for = 1,
= 1, = 1, 2. For these values of the parameters, the form (10) and the transformations (11), (12) should be used.
^_
References for Subsection 0.6.5: V. F. Zaitsev and A. D. Polyanin (1994), A. D. Polyanin and V. F. Zaitsev (1995).
Page 77
Figure 1
Figure 2
Page 78
Figure 3
Figure 4
Page 79
Chapter 1
= X ( ) + L .
$ = ( )
Solution: = X
+L .
M
( )
= # , where # are roots of the algebraic (transcendental) equation
Particular solutions:
( # ) = 0.
$ = ( ) ( )
= Xv ( ) + L .
M
( )
M
= # , where # are roots of the algebraic (transcendental) equation
Particular solutions:
( # ) = 0.
x3y'z{}~/
The equation of the form 1 ( ) 1 ( ) = 2 ( ) 2 ( ) is reduced to the form 1.1.3 by
dividing both sides by 1 1 .
Solution: X
=L + X
( )$ = 1 ( ) + 0 ( )
( )
,
0
( ) M
where
( ) = X
( )$ = 1 ( ) + ( )
1 ( )
.
( ) M
= L + (1 B ) XZ ( ) ,
( ) M
where
( ) = (1 B ) X
1 ( )
.
( ) M
* Special cases of equations 1.1.11.1.5 for specific functions , 0 , 1 , , and are not discussed
in this book; such cases can readily be recognized by the appearance of equations investigated, and
the solution can be obtained using the general formulas given in Section 1.1.
** Hereinafter we shall often use the term solution to mean general solution.
Page 81
$ = (w )
The substitution ( ) =
leads to a separable equation: = ( ) .
Solution: X
= ln   + L .
( )
Particular solutions:
# ( # ) = 0.
+ 1( ) + 0( )
0 ( ) + ` ( ) L X` ( )
0(
2 ( )
( ) M
, where ` ( ) = exp X V 2 2 ( ) 0 ( ) + 1 ( )W M
.
( )
( ) = exp O X
M P
2 2 + V 2 ( 2 ) 1 2 W + 0 22 = 0.
The latter often may be easier to solve than the original Riccati equation. Specific secondorder
linear equations are outlined in Section 2.1.
+ 0 ( ).
+ .
For = 0, we have a separable equation of the form 1.1.2. For 0, the substitution 'a = ' + (
leads to an equation of the form 1.2.2.4: g = 2 + 'a .
2.
+ 3 .
Particular solution:
3.
=
+ .
Page 82
4.
2 ( )
+ 1 ( ) +
0 (
1
2
"
P
+L
1
2
" S ,
P
, = 12 (B + 2); + ( H ) and n + ( H ) are the Bessel functions, B 2. For the case B = 2, see
equation 1.2.2.13.
5.
Particular solution:
6.
= .
1
.
1
B +1
B
(
.
= leads to an equation of the form 1.2.2.38: + 2 +
= ' +
B +1
B +1
7.
+ L , where =
M
2
+ + 1
Solution: ln = X
8.
B +1
B +1
2 b . For B = 1 and
+
+1 .
+1
B +1
, =
.
1, the transformation
= +
+1
= 1
leads to a Riccati
2+
1
.
+1
+1
solution: ln   = X
9.
+1
=
+1
+ (
M2
+ ) (
+
+L .
+ )
1
+
, = [( ( + )2 + ( ( ( + )], where = ( , leads
( +
M
M
M
M
= 2 + , 2 .
to an equation of the form 1.2.2.4:
The transformation =
10.
Particular solution:
11.
12.
13.
= (
+ .
0 = '
+2
+ .
= (
The substitution = 1
leads to an equation of the form 1.2.2.6: I
+ 2 + '
( 2 + 2 )( + 2 ) + 0 + 0 = 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.108:
( 2 + 2 ) + ( 0 + 0 ) = 0.
Solution:
+ .
+ + = 0.
2 O
2 + L
2 + 1
P
Page 83
14.
+ (1 2 )
Particular solution:
15.
= + '
( + 1).
+ .
The substitution =
2 (
+ ) + 41 (1
form 1.2.2.4: 3 =
17.
( 2
18.
+ 2
+ 2 )(
) .
2
)+
).
2 (
2
+
= 0.
2.
1
= +
4 2
1)2 (
tan O
)+
+L
2
.
+ s = 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.218:
2 ( 1)2 + ( ' 2 + ( + ) = 0.
20.
21.
+1
+ )2 ( + 2 ) +
= 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.234:
( 2 + ' + ( )2 + #* = 0.
=
+ .
The substitution =
+ ) =
B# + = 0,
0 = 1 .
Particular solution:
23.
# + ( = 0,
The substitution =
leads to a secondorder linear equation of the form 2.1.2.179:
( ( 2 2 + 2 + 2 ) + 0 = 0.
Solution:
19.
+ (
+ )( 2 ) +
1)w
B/ 1 + +
0 =
+ ' + + (
Particular solution:
2
1
1)
= 0.
+ .
2
=
2 = 2 ( ( + , ) .
The substitution
25.
Particular solution:
= 1
.
Page 84
26.
27.
28.
+ (
= ( + 1)w
0
2
35.
36.
37.
38.
39.
40.
+ .
=.
+
=
+
0
+1
1
= ( .
0 (
85
+ +( .
0 = '
+ )
+ )1 .
0 = (
+
0
+ ) +
1 ^ +
= ( .
= 2 + + 2 .
The transformation a = , =
Particular solution:
34.
+ 1 ( ) +
2.
Particular solution:
33.
Particular solution:
32.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.31:
( + ) + ( 2 + ' + ( ) = 0.
Particular solution:
31.
2 ( )
+ ) +
Particular solution:
30.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.45:
+ ' 1 = 0.
Particular solution:
29.
+2
g =
leads to a separable equation: 3
+( .
= 2 + + .
The transformation = , = leads to the special Riccati equation of the form 1.2.2.4:
(
B
= 2 + + , where = 2.
= 2 + ( + ) + 2 .
=
The substitution = leads to a separable equation: 3
= 2 + + .
The substitution =
+ ' = 0.
(
+ + ( ).
+ 3 2 + 2 + 1 + 0 = 0.
The substitution 3 =
leads to a secondorder linear equation of the form 2.1.2.64:
+ 2 + 3 ( 1 + 0 ) = 0.
= 2 + + .
=
The substitution = leads to a separable equation: 3
= 2 + x 2 +2 .
Particular solution: 0 = ' + .
+ ( + B ) + ( .
Page 85
41.
= +
Solution:
42.
43.
) +
+ (
++
tan O
+ (
B +
+L
.
.
) + .
BIX
44.
2 +
+ (
= +L ,
M
+ +(
) +
1 )
where
= .
= + +
The substitution = leads to a separable equation: 3
45.
46.
2 )(
) + (
(
+ + ( ).
= 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.108:
( 2 + 2 ) + ( 1 + 1 ) + ( 0 + 0 ) = 0.
+ ) =
(
)2 + ( +
+ .
47.
= 2
= 2
+ 3
Particular solution:
49.
50.
51.
52.
53.
The substitution =
+ (
.
0 =
Particular solution:
48.
.
= 12 .
+ .
=
leads to a separable equation: p
+ s.
+
+ ( + 1) + ( .
+ .
The substitution ( =
leads to a secondorder linear equation of the form 2.1.2.139:
2 ( + ) + ( ( 2 + + = ) = 0.
+
The substitution =
leads to a secondorder linear equation of the form 2.1.2.132:
2 ' + ( ( + ) = 0.
+ s .
The substitution =
leads to a secondorder linear equation of the form 2.1.2.133:
2 ' + ( ( + ) = 0.
+ (
+ )
+
+
+ .
The substitution ( =
leads to a secondorder linear equation of the form 2.1.2.146:
2 ( + )
+ ( ( 2 + + = ) = 0.
Page 86
54.
55.
= (
+
+ )
+ (
2 ( )
+ )
+ 1 ( ) +
0 (
87
= ( 2
The substitution = 1
leads to an equation of the form 1.2.2.53: 2 2
( + ) + 2 + + = .
(
1)
+ (
+ 1) = 0.
2 1
The substitution
+
2
(
( )
1) + ( 1)(
2 + 1) = 0.
If = B is a positive integer, then by using the above substitution, the original equation can
be reduced to an equation of the same form in which = 1, i.e., to an equation of the form
1.2.2.58 with = 1, = 1.
56.
+ ) +
Particular solution:
57.
+ )
+
.
+ = 0.
+
+
+ ) = 0.
1
+
leads to an equation of the same form: (
( )
+
2 + (2 + ) + = 0.
O =
P
=
The substitution
58.
+ ) +
Solution:
59.
= + OX
+ ) =
+ ) =
Particular solution:
61.
62.
+L
+
+ ) + ( )
= + # , where # =
+ (
+ ) +
= 0.
+ (2
+
)
1
2
+
.
A
2 4 4 ( .
+ (
) +
= .
+ 2 ) =
Particular solution:
M2
Particular solutions:
60.
+ (1 )
+ (
1 )
( +
1 )
2)
+ (
1 )
2.
= .
+ 2 ) =
+ (
+ 0.
+ (
2) +
= 0,
+ h 1 + (
(
= 0,
where the first equation is solved independently (in the general case there are four roots). If
some roots satisfy the condition 2 + " 1 + 1 + 0 " 2 = 0, the original equation possesses
a particular solution: 0 = + .
Page 87
88
63.
+ ( +
)( + ) = 0.
+ )( +
64.
65.
66.
67.
+, ( + )
O
=L
+ , ( + ) hP
1
1
+
=L
+, ( + )
+ 2 )( +
69.
70.
71.
72.
73.
) + (
+ 1 ) +
if = .
= 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.179:
( ( 2 2 + 2 + 2 ) + ( 1 + 1 ) + 0 = 0.
+ (
+ ) + s .
The substitution =
leads to a secondorder linear equation of the form 2.1.2.183:
3 ( ' 2 + ( ) + ! = 0.
+ (
+ ) +
+ .
The substitution =
leads to a secondorder linear equation of the form 2.1.2.186:
3 ( ' + ( ) + ( + ) = 0.
2
The substitution
( 2 + ) + ( '
68.
if ,
2(
+ )( +
=
+ ( )
) + (
+ ) + s = 0.
) + (
+ ) +
+
= 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.194:
2 ( + ) + ( ' + ( ) + ( + ) = 0.
+ )( ) 2 +
Solution: ln
= L + 2 X
+
2(
+ )( +
1)2 ( +
) + (
= 0.
+ ' + (
+ ) + s = 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.219:
2 ( 2 + ) + ( ' 2 + ( ) + = 0.
)+
1) +
+ s = 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.227:
( 2 1)2 + ' ( 2 1) + ( ( 2 + + ) = 0.
M
+1
+ .
# 2 ( + B ) # + = 0,
The substitution = + # , where # is a root of the quadratic equation !
M
u
2
+ (B + 2 !# ) + ( + .
leads to an equation of the form 1.2.2.35: =
(
+ ) =
The transformation a =
, ( H + ).
+ (
)
.
, H = leads to a separable equation: [a 2 + ( + 'B )a + = ]H g =
Page 88
74.
75.
76.
2 ( )
+ 1 ( ) +
0 (
89
2 (
1)( + 2 ) + ( + ) +
+ s = 0.
The substitution =
leads to a secondorder linear equation of the form 2.1.2.254:
2 ( 1) + ( + ) + (& + ) = 0.
( + + ) = ^ 2
Particular solution: 0 = 1
.
( + + )
Particular solution:
( + + ) =
Particular solution: 0 = .
78.
+ )(
= .
77.
+
) + s
+ .
(
+
) = 0.
The substitution a =
2.
Particular solution:
3.
4.
5.
+ 'a .
= .
2
+ .
The substitution . =
leads to a secondorder linear equation of the form 2.1.3.10:
+ . ( + ( ) = 0.
+ ( )
= 2 + 2 (
1.2.2.4: 3 =
8
+
+
2 2
+ (2 )2 (
=.
+ )
.
6
2
1
4
+ ,
4
The transformation = 2 , =
2 =
= .
The transformation =
8.
+
Particular solution:
7.
2 2
The substitution . =
leads to a secondorder linear equation of the form 2.1.3.5:
+ . ( + + ( 2 ) = 0.
Particular solution:
6.
+ ' + ( ).
O
P
O
1
leads to an equation of the form 1.2.2.3:
2P
Page 89
90
9.
10.
s
+
14.
=
15.
16.
17.
18.
19.
=
(2 + )
+ ( + )H + ( .
( )
= .
( )
= .
s
= .
+ [
+
( + )
The substitution =
] +
= (
leads to a separable equation: 3
+
(2
+1)
(
+ )
g = a 2
(
(
+
)2 +
0
= .
+ )( ) +
Particular solution:
+ 'a
+ 'a
= .
+ ) =
0
+ + ( ).
The substitution a = leads to an equation of the form 1.2.2.52: ,!a 2 g = a 2
(a +1 + a 2( +1) .
M
Particular solution:
21.
, a
The substitution a = leads to an equation of the form 1.2.2.51: !
(a ( + ) J' + .
M
Particular solution:
20.
( + )
Particular solution:
.
2 ( +2 )
Particular solution:
= .
+
+ 'a
Particular solution:
( +2 )
= .
Particular solution:
13.
The substitution H =
12.
0.
The substitution a = leads to an equation of the form 1.2.2.4: , g =
Particular solution:
11.
+ '
0 =
+ +(
I
2
= 0.
Particular solution:
+
0
= 1
.
Page 90
23.
Particular solution:
25.
Particular solution:
26.
=
29.
= ( + 1)
34.
Solution:
36.
2
2
2
+ 2
= .
= .
=
+ ) +
=
2 2
1
) +
= (
leads to a separable equation: 3
+ (
+( .
2 2
=
+ + ( ).
+L
) +
M
= X
+ +(
Particular solution:
+( .
0 = '
Solution: X
37.
)2 +
Particular solution:
35.
= .
The substitution =
(
2
+1
2
+ (
= 2
=
= ' .
= 2 (
91
= .
Particular solution:
33.
Particular solution:
32.
0 (
= .
Particular solution:
31.
Particular solution:
30.
Particular solution:
2
.
0 = '
+
Particular solution:
28.
+ 1 ( ) +
Particular solution:
27.
2 ( )
H
= + L , where H = .
!H + H +
Solution: X
24.
.
.
+ L , where = .
Page 91
92
38.
2
2
2
= J 2 tan O/X J 2 + L .
M
P
Solution:
40.
2
2
= J 2 tan O Z
X J 2 + L .
M
P
Solution:
39.
2 ) = + exp( ) + exp(2 ).
= 1
, = 2 leads to a Riccati equation of the form 1.2.3.3:
The transformations
= 2 + + + ( 2 .
4 (
Particular solution:
2.
3.
= 2 + sinh(
Particular solution:
= cosh( ).
+ sinh(
= .
sinh(
= [ sinh2 (
0
2
sinh3 (
0
= coth( ).
6.
[ sinh( ) + ] = 2 + sinh(
Particular solution: 0 = .
7.
[ sinh(
9.
10.
)+
.
2
sinh(
).
+ + cosh .
The transformation = 2a , =
leads to the modified Mathieu equation 2.1.4.9:
g g ( 2 cosh 2a ) = 0, where = 4 , = 2= .
= 2 + cosh(
Particular solution:
= +
2
+ cosh(
= .
cosh ( )
Particular solution:
11.
).
sinh( ) = 0.
cosh( )
=
.
sinh( ) +
) + ]( 2 ) +
Particular solution:
).
sinh2 (
).
) 2.
= cosh( ).
) ]
Particular solution:
8.
+ sinh (
= 1
.
sinh2 (
= 2 + sinh ( )
Particular solution:
5.
Particular solution:
4.
+ sinh(
= [ cosh2 (
+ cosh (
= 1
.
) ]
Particular solution:
).
cosh2 (
).
= tanh( ).
Page 92
12.
2 = [
Particular solution:
13.
)]
cosh(
cosh (
) sinh
2 ( )
+ 1 ( ) +
cosh(
.
1
2
= tanh
+ +
0 (
93
).
).
1
The transformation = coth( ), = sinh2 ( ) sinh( ) cosh( ) leads to an equation
sinh(
.
) cosh (
+ sinh(
2 =
15.
+
cosh(
.
2 =
16.
+
[ cosh(
Particular solution:
17.
[ cosh(
).
cosh(
).
= .
) + ](
Particular solution:
+ cosh(
).
.
) + ]
) sinh (
+ cosh(
cosh( ) = 0.
sinh( )
=
.
cosh( ) +
2
)+
Particular solution:
19.
+ 3
21.
[ tanh(
Particular solution:
22.
+ tanh(
coth (
Particular solution:
).
tanh(
).
= .
).
= coth( ).
+ 3 ( + ) coth2 (
Particular solution:
24.
= 1
.
( + ) coth2 (
Particular solution:
23.
+ tanh (
).
= tanh( ) coth( ).
tanh (
) + ]
( + ) tanh2 (
0
Particular solution:
).
= tanh( ).
Particular solution:
20.
( + ) tanh2 (
).
= coth( ) tanh( ).
= 1
.
coth (
).
Page 93
94
25.
[ coth( ) + ] = 2 + coth(
Particular solution: 0 = .
26.
Particular solution:
27.
tanh2 (
)2
coth2 (
coth(
).
).
= tanh( ) + coth( ).
2 ( + ) tanh2 (
Particular solution:
) ( + ) coth2 (
).
= tanh( ) + coth( ).
= (ln )
Particular solution:
2.
3.
4.
(ln ) .
= ' + .
+ 'a + ( .
= 2 2 ln2 ( ) + .
Particular solution: 0 = ln( ).
= B 1:
ln2 (
)+
ln
0 = ln ( ).
(
).
1
2
1
leads to an equation of the form 1.2.2.4:
2
= 2 + 2 ln2 .
Particular solution: 0 = ln .
= 2 2 + ln2 + ln + .
The transformation = ln , =
2 = 2 + 2 + ' + ( 1 .
4
+ ( ln + ) + 14 .
The transformation = ln + ( ,
2 =
)(
ln(
+
.
2 ) = 1.
Particular solution:
= [ ln( )]1 .
= 2 + ln + ln2 +2 .
The substitution a = ln leads to an equation of the form 1.2.2.6 with ,
g = 2 + 'a + (a 2 +2 .
8.
9.
Particular solution:
7.
+ 0 ( ).
= 2 + ln + .
g
The substitution = leads to an equation of the form 1.2.2.1: g =
5.
6.
ln(
Particular solution:
ln(
0
+ 1 ( ) + 0 ( ).
) 2.
=.
Page 94
11.
12.
ln (
Particular solution:
+1
ln
= ' ln .
= ( + 1)w
Particular solution:
14.
= (ln )
= (ln ) (
= (ln )
18.
ln (
Solution:
19.
20.
Solution: X
21.
22.
23.
M2
+ ln + .
(ln )
2 (ln ) .
+ L , where H =
!H +
+ ln
95
= ( .
0 (
(ln ) .
2 2
= (
Solution:
+1
+( .
0 = '
= ( + ln )2 .
+ 1 ( ) +
).
)2 +
+ (ln )
Solution: ln = X
= ' ln .
Particular solution:
17.
(ln )
Particular solution:
16.
(ln )
+1
=
2 ( )
+ ln + .
Particular solution:
15.
ln (
0 = 1 .
Particular solution:
13.
ln (
+ ln .
).
ln ( ) + L2S .
) .
2
1
+ =L .
+ ln
B
(ln )
+ (
ln ) + ln .
= X
M
2+ +(
ln
+ L , where = .
= 2 2 2 + 2 ln .
The substitution 2 =
leads to a secondorder linear equation of the form 2.1.5.27:
2 + + ( )2 ln * = 0.
( ln + ) = 2 + (ln )
Particular solution: 0 = .
( ln + ) = (ln ) 2 +
Particular solution: 0 = .
(ln ) .
(ln ) +
= 2 + + sin( ).
The substitution 2a = 2 + leads to an equation of the form 1.2.6.14: g =
+ + = cos a .
Page 95
96
2.
+ sin(
Particular solution:
3.
+ sin (
)+
sin2 (
).
= cos( ).
+ ) sin
+ ).
sin( + )
sin2 ( + )
, =
+ cot( + )S leads to an equation
The transformation =
sin( + )
sin( ) Q
3
sin(
Particular solution:
5.
sin(
=[ +
)]
sin2 (
Particular solution:
9.
= ( + 1)
Particular solution:
10.
sin (
11.
sin (
[ sin(
) + ] =
Particular solution:
13.
[ sin(
).
1
2
=
2
0
).
(sin ) .
.
)2 +
2
sin (
+( .
0 = '
).
.
= cot( ).
+
1
+ sin(
= .
).
sin + ( ) + L2S .
M
sin(
).
sin( ) = 0.
cos( )
=
.
sin( ) +
) + ]( 2 )
Particular solution:
+
1
4
+ sin2 (
sin(
X
= ' tan
Q
Solution:
12.
= tan
+
)(
Particular solution:
).
+1 (sin )
= cos( ).
)]
2 = [ + sin(
Particular solution:
8.
sin3 (
Particular solution:
7.
+ sin (
0 = 1 .
= .
sin (
Particular solution:
6.
+ sin(
15.
+ + cos .
The transformation = 2a , =
leads to a Mathieu equation of the form 2.1.6.29:
g g + ( 2 cos 2a ) = 0, where = 4 , = 2= .
+ cos(
Particular solution:
)+
cos2 (
).
= sin( ).
Page 96
16.
17.
18.
19.
2 ( )
= 2 + cos( ) + cos(
Particular solution: 0 = .
= 2 + cos (
Particular solution:
cos(
+ cos (
= 1
.
cos3 (
)]
cos2 (
Particular solution:
= ( + 1)
cos (
cos (
Solution:
25.
26.
[ cos(
=
Particular solution:
2
cos (
+ cos(
= .
2
0
).
).
).
+
cos ( ) + L2S .
M
cos(
).
cos( ) = 0.
sin( )
=
.
cos( ) +
)
2
(cos ) .
)2 +
/X
= ' tan
Q
) + ](
+( .
0 = '
[ cos( ) + ] =
Particular solution:
+1 (cos )
Particular solution:
= tan( ).
+
)(
+ cos2 (
Particular solution:
).
21.
=[ +
).
= sin( ).
97
) 2.
2 = [ + + cos( )] 2 + + cos(
Particular solution: 0 = tan 12 .
24.
0 (
= 2 + 2 + cos ( + ) cos 4 ( + ).
The substitution = H z 2 leads to an equation of the form 1.2.6.3: =
( sin ( H + ) sin 4 ( H + ).
20.
23.
+ 1 ( ) +
Particular solution:
22.
30.
= 2 + + ( ) tan2 ( ).
Particular solution: 0 = tan( ).
= 2 + 2 + 3 + ( ) tan2 ( ).
Particular solution: 0 = tan( ) cot( ).
= 2 + tan + .
The substitution =
tan * + !( = 0.
= 2 + 2 tan + ( 1) tan2 .
The substitution = + tan leads to a separable equation of the form 1.1.2: =
+ .
Page 97
98
31.
= 2 + tan( ) + tan(
Particular solution: 0 = .
32.
tan (
= ( + 1)
tan (
Particular solution:
35.
tan (
Solution:
37.
.
+2
).
)+
2
tan (
+
1
tan2 (
)2 +
+ tan(
= .
).
)+
tan + ( ) + L2S .
M
2
0
(tan ) .
= tan( ).
X
= ' tan
Q
[ tan( ) + ] =
Particular solution:
+( .
0 = '
tan (
tan
+
)(
Particular solution:
36.
=
tan (
+1 (tan )
Particular solution:
34.
0 = 1 .
Particular solution:
33.
tan(
).
= 2 + + ( ) cot2 ( ).
Particular solution: 0 = cot( ).
39.
= 2 + 2 + 3 + ( ) cot2 ( ).
Particular solution: 0 = tan( ) cot( ).
40.
41.
42.
43.
= 2 2 cot(
Particular solution:
= 2 + cot( ) + cot(
Particular solution: 0 = .
= 2 + cot (
Particular solution:
= ( + 1)
cot (
Solution:
46.
+ cot (
= 1
.
=
.
)2 +
+( .
0 = '
/X
= ' tan
Q
[ cot( ) + ] =
Particular solution:
+1 (cot )
+
)(
cot (
) 2.
Particular solution:
45.
Particular solution:
44.
+ 2 2.
= cot( ) cot( ' ).
+ cot(
= .
2
0
2 2
).
(cot ) .
cot (
.
).
+
cot ( ) + L S .
M
cot(
).
Page 98
2 ( )
+ 1 ( ) +
0 (
99
48.
+ sin (
) cos
).
sin(
) cos
+ sin(
2 =
49.
+
cos(
51.
+
sin(
+ cos(
) sin (
Particular solution:
52.
53.
sin
+1
(2 ) =
+ x cot +
+ cos2
tan2 (
(sin )2 .
+ B 2
+1
H + .
1
2
sin(
Particular solution:
+L
= cot( ) tan( ).
cot2 (
+
sin(
) + cos2 (
.
) + ( ) cot2 (
) sin (
cos( )
tan(
0 = 1 cos( ).
).
= tan( ) cot( ).
tan2 (
)2
3
4
+L
M
+ 2 + ( ) tan2 (
form 1.2.2.4: 3 =
cos2' .
59.
Particular solution:
58.
Particular solution:
57.
= cot .
x tan +
Solution:
56.
).
tan + (1 ) cot2 .
Solution:
55.
.
The substitution H = tan leads to a separable equation: 2 sin(2 )H = !H
Particular solution:
54.
= 1
cos( ).
sin2
cos(
).
.
cos
2 =
0 = 1 cos( ).
Particular solution:
50.
cos (
).
=
.
sin(
).
).
sin( )
leads to an equation of the
2 cos2 ( )
).
Page 99
100
+ (arcsin )
Particular solution:
2.
(arcsin )
= ( + 1)
+ (arcsin ) (
= (arcsin )
= (arcsin )
= (arcsin )
= .
= + .
)2 +
= ( 2 2 +
The substitution H =
1).
(arcsin ) .
2 2
(arcsin ) .
+ + .
0 =
= (arcsin )
+1
(arcsin )
+
= (arcsin ) (
Solution:
9.
Particular solution:
8.
+ .
0 = '
Particular solution:
7.
Particular solution:
6.
0 =
Particular solution:
5.
+ (arcsin ) .
= 1
.
Particular solution:
4.
+ (arcsin ) .
= .
Particular solution:
3.
(arcsin ) .
(arcsin )
+ L2S .
+ )(arcsin ) .
leads to a separable equation: H =
(arcsin ) + ( !H
+ H + ( ).
+ (arccos )
Particular solution:
11.
= ( + 1)
= (arccos )
= (arccos )
Particular solution:
= 1
.
0 =
Particular solution:
14.
+ (arccos ) .
+ (arccos ) (
Particular solution:
13.
+ (arccos ) .
= .
(arccos )
Particular solution:
12.
0
2
= .
+ .
0 = '
+1
1).
(arccos ) .
(arccos )
Page 100
15.
= (arccos )
Particular solution:
16.
2 2
2 ( )
1 ( )
0 (
(arccos ) .
(arccos )
+ )(arccos )
+ L2S .
The substitution H =
101
(arccos ) .
)2 +
= (
+ + .
0 =
= (arccos )
Solution:
18.
= + .
= (arccos ) (
Particular solution:
17.
+
(arccos ) + ( !H
+ H + ( ).
(arctan ) + ( !H
+ H + ( ).
+ (arctan )
Particular solution:
20.
= ( + 1)
= (arctan )
= (arctan )
= (arctan )
Particular solution:
25.
= (arctan )
= (
1).
(arctan ) .
(arctan ) .
2 2
2 2
)2 +
+ + .
0 =
(arctan )
1
= ' + .
+1
= .
= (arctan ) (
Solution:
27.
=
Particular solution:
26.
= 1
.
+ .
0 = '
Particular solution:
24.
+ (arctan ) .
+ +
Particular solution:
23.
(arctan ) .
+ (arctan ) (
Particular solution:
22.
= .
(arctan )
Particular solution:
21.
(arctan ) .
(arctan )
+ )(arctan )
+ L2S .
The substitution H =
+ (arccot )
Particular solution:
(arccot ) .
= .
Page 101
102
29.
(arccot )
Particular solution:
30.
= ( + 1)
+ (arccot ) (
0 =
= (arccot )
= (arccot )
= (arccot )
Particular solution:
34.
= ( 2 2 +
The substitution H =
2 2
)2 +
1).
(arccot ) .
+ + .
0 =
= (arccot )
Solution:
36.
= ' + .
= (arccot ) (
(arccot )
+
0
Particular solution:
35.
+ .
0 = '
Particular solution:
33.
= .
+1
+ +
Particular solution:
32.
= 1
.
Particular solution:
31.
+ (arccot ) .
(arccot ) .
1
(arccot ) .
(arccot )
+ L2S .
+ )(arccot ) .
leads to a separable equation: H =
(arccot ) + ( !H
+ H + ( ).
1.
! .
Particular solution:
2.
Particular solution:
3.
= .
=.
= 1
.
+! .
Particular solution:
4.
= ! 2 ! + 1 .
Particular solution: 0 = .
5.
= ( + 1)w
Particular solution:
2 2
.
0 =
Particular solution:
6.
+1 !
0 =
.
! .
.
Page 102
7.
Solution:
8.
9.
2 !
+ +
2 !
+ (
+ "I
+ "I +
"I
Solution:
16.
19.
( )( H 2 + !H + ).
! 2
2 2 ("
! ).
+ ) +
"I
Particular solution:
= .
=
+ "I +
+ 2
if < 0.
0
2
if < 0.
+ .
!
"
= .
= .
if > 0,
+
if > 0,
+ ( ! ) +
103
!
2 2
0 (
= .
Particular solution:
20.
Particular solution:
=
"
#!
= .
The substitution H =
18.
!
tan O lX + L
M
P
  tanh O   X + L
P
M
! (
!
2 !
+
Particular solution:
17.
+
Particular solution:
15.
= .
!
Particular solution:
14.
1 ( )
.
0 =
Particular solution:
13.
) +
Particular solution:
12.
.
0 =
Particular solution:
11.
" .
Particular solution:
10.
2 ( )
tan O X 1 + L
M
P
  tanh O   X 1 + L
M
P
The substitution H =
=
! 2
2 2
!
2 2
("
+ !H + ).
! ).
Page 103
104
21.
Solution:
+ !
2J 2 tan O lX 2J 2
2
  J 2 tanh O   XZ
22.
= ! 2 tanh2 ( )( ! + ) + .
Particular solution: 0 = tanh( ).
23.
24.
25.
26.
27.
28.
30.
if < 0.
)( !
= ! 2 coth2 (
Particular solution:
+ ) + .
= coth( ).
= ! 2 2 ! + sinh( ) 2 ! sinh2 (
Particular solution: 0 = cosh( ).
= ! 2 +
Particular solution:
).
(ln )2 .
0 = ln .
= ! ( + ln )2 .
( )
1
=L .
+X
Solution:
+ ln
M
= ! 2 ln
Particular solution:
= ln
!
0
! (
= sin( ) 2 +
Particular solution:
+ ln + .
= ln .
ln ) ! .
1
.
=
( ln )
cos( ) ! .
0 = 1 cos( ).
= ! 2 2 ! + sin( ) + 2 ! sin2 (
Particular solution: 0 = cos( ).
31.
= ! 2 2 ! + cos( ) + 2 ! cos2 (
Particular solution: 0 = sin( ).
32.
33.
if > 0,
Particular solution:
29.
+L
M 2J 2 P
+L
M
P
= ! 2 tan2 (
Particular solution:
= ! 2 cot2 (
Particular solution:
).
).
)( !
0
) + .
= tan( ).
) + .
= cot( ).
)( !
= 2 ! 2 + ! .
Particular solution:
= ! 2 !"I + "
Particular solution:
= .
.
0
= .
Page 104
36.
= !
!"I
= " ( ! )2 +
"
"
!
! 2
!
!
!
Particular solution:
41.
+"
!
!
= 1
.
= .
=
.
1 ( )
0 (
105
= .
0 = 1 .
2
tan O X
42.
+ !
Solution:
+ " ( ! ) = 0.
Particular solution:
40.
Particular solution:
39.
2 ( )
Particular solution:
38.
" .
Particular solution:
37.
  tanh O   X
+L
if > 0,
+L
P
if < 0.
Particular solution:
=
.
Notation: , , and % are arbitrary composite functions of their argument, which is written in
parentheses following the function name (the argument is a function of ).
1.
2.
3.
2 ! (
+ ).
(1
).
The transformation = 1
, =
1
!IO
( + )4
The transformation
4.
+ ( ).
+
.
+ P
+
,
( +
M
4 ! ( )
+ ( ).
=
leads to the equation 3
= 1 [( ( + )2 + ( ( ( + )],
M
M
u
where
=
M
( ,
+ 1.
The substitution =
1
2
+ ( ).
Page 105
106
5.
2 ! (
+ ) + 14 (1
2 =
6.
7.
B
).
1
1 B
leads to a simpler equation:
2 B
+ " ( ) + % ( ).
The substitution = 1
= % ( )
leads to an equation of the same form: p
1
4
2 ! (
+
!IO
( + )4
2
2
2 2
2
= ( ( + M ) + ( M ,
e
2
leads to a simpler equation: u = 2 + ( e )2 ( ).
10.
11.
coth( ) .
The transformation = coth( ), =
equation: 3 = 2 + 2 ( ).
+ ! ( ln + ) + 41 .
)!
+ sin 4 (
(cot(
2 =
13.
2
2
( ).
+ cos 4 (
14.
sinh2 ( )
( ).
+ sin 4 (
+ ) !IO
=
M
( ,
1
2
1
2
1
leads to a simpler equation: u =
2
+
( ).
)).
= sin2 ( )
)u
! tan(
2 =
where
)!
+ cosh 4 (
1
The transformation = ln + , =
12.
( ).
)!
+ sinh 4 (
tanh( ) .
The transformation = tanh( ), = 1 cosh2 ( ) +
equation: = 2 + 2 ( ).
+
.
+ P
4
The transformation
( ) + ( ).
1
leads to a simpler equation: = 2 +
2
+
=
,
( +
M
9.
The transformation = , =
8.
+ ( B )2 ( ).
= ! ( )
) .
= cos2 ( )
sin(
sin(
+ )
.
+ )P
sin( + )
sin2 ( + )
, =
+ cot( + )S leads to a simpler
sin( + )
sin( ) Q
3
2
2
+ [ sin( )] ( ).
equation: =
The transformation =
Page 106
107
In Table 7, equations are arranged in accordance with the growth of the parameter . The rightmost
column of the tables indicates the equation numbers where the corresponding solutions are written
out.
TABLE 5
Solvable Abel equations of the form ! = + #* + , # is an arbitrary parameter
arbitrary
7
4
5
2
2
2
5
3
5
3
5
3
7
5
Equation
2( + 1)
( + 3)2
15 4
6
12
0
2
3
16
9
100
63
4
5
36
Equation
1.3.1.10
1.3.1.16
1.3.1.56
1.3.1.54
1.3.1.47
1.3.1.33
1.3.1.19
1.3.1.30
1.3.1.23
1.3.1.48
1.3.1.27
1
2
1
2
1
2
1
2
0
0
1
2
2
2
2
9
4
25
0
20
arbitrary
0
12
49
6
25
6
25
1.3.1.26
1.3.1.22
1.3.1.32
1.3.1.55
1.3.1.2
1.3.1.1
1.3.1.53
1.3.1.45
1.3.1.46
1
3
5
5
11
1
3
1
3
1
3
1
3
1
5
0
2
3
7
5
13
11
5
3
5
3
5
3
5
3
4
5
1
2
3
arbitrary
2 +1
2
4
0
5
36
33
196
3
16
3
16
3
16
15
4
10
49
2
9
4
9
TABLE 6
= + h#*K + #
Equation
1.3.1.5
1.3.1.13
1
arbitrary
286#
3
arbitrary
3
5
6
13 #
5
arbitrary
2
1
arbitrary
770 #
9
arbitrary
12
12
3
7 #
20
arbitrary
2
1.3.1.7
1.3.1.62
1.3.1.69
1.3.1.61
1.3.1.40
1.3.1.15
1.3.1.60
1.3.1.68
1.3.1.3
1.3.1.14
Page 107
108
arbitrary 0
2( 1)
( 3)2
1 4
30
121
12
49
12
49
12
49
12
49
12
49
12
49
12
49
12
49
12
49
6
25
6
25
28
121
2
9
2
9
2
9
10
49
4
25
4
25
0
0
0
0
0
0
0
2
2
20
arbitrary
2
( 3)2
1 4
3
242
arbitrary
1
98
6
49
2
49
4
49
1
49
6
49
2
49
1
2
25
6
25
2
121
arbitrary
arbitrary
6
2
49
arbitrary
1
50
arbitrary
1
B +2
B +2
1
2
arbitrary
2
2
arbitrary
( + 3)
1
21
arbitrary
25
1
5
10
5
3
1
3
49 + 3 $
2
2
5
0
0
0
4
0
7
0
1
1
1
1
1
0
10
10
0
+ # + =/#
J ),
2 1 2
Equation
arbitrary
1.3.1.2
3 ( + 3)
1.3.1.12
3
6
0
10
5
15
10
65
12
55
15
196 + 75 $
16
6
4
15
arbitrary
arbitrary
2
12
arbitrary
6
arbitrary
arbitrary
(B + 1)(B + 3)
2B + 3
0
3
0
30
30
arbitrary
1.3.1.17
1.3.1.29
1.3.1.53
1.3.1.25
1.3.1.38
1.3.1.24
1.3.1.31
1.3.1.52
1.3.1.28
1.3.1.58
1.3.1.64
1.3.1.20
1.3.1.39
1.3.1.51
1.3.1.3
1.3.1.26
1.3.1.11
1.3.1.57
1.3.1.22
1.3.1.59
1.3.1.32
1.3.1.36
1.3.1.34
1.3.1.35
1.3.1.37
1.3.1.4
1.3.1.1
1.3.1.50
1.3.1.49
1.3.1.55
+3 +9
5
35
0
41
8
34
27
262
23
166
12
49 15$
2
19
7
106
arbitrary
0
1
61
0
49
0
2
2(B + 2)
2(B + 2)
2
4
arbitrary
19
31
0
Given below in this section are all solvable Abel equations known so far. The equations are
arranged into groups, in which all solutions are expressed in terms of the same functions. Notation
is given before each group.
In most cases the solutions are presented in parametric form:
= 1 (U , L ),
=
2(
U , L ),
Page 108
109
TABLE 8
Other solvable Abel equations of the form !
= ( )
Function ( )
#*
,$I + ,$
#*
9
625
Equation
1.3.1.6
(particular solution)
2 2 1
1.3.1.44
27
#* J + 34 # 2 1 J 3 625
# 4 5 J 3
4 5 J 3
6
25
+ 75 #* 1 J 3 + 313 # 2 1 J 3 100
3 #
6
25
+ 1 J 3 + + ( 1 J 3 + 2 J 3
M
(coefficients , , ( , and are related by an equality)
M
21 + 7 # 2 123 1 J 7 + 280 #* 5 J 7 400 # 2 9 J 7
3
4
100
1 3
3
2
1.3.1.66
1.3.1.67
1.3.1.65
1.3.1.70
#*
1.3.1.63
+ $I + L
1.3.1.18
+ 4#
3
9 2 6 2
+ 2 2
32
64 +
1.3.1.43
6 2 + 5 2
3
+ 2 2
8
16 +
1.3.1.21
6 2 + 9 #
3
+ 2
8
16 + #
1.3.1.41
30 2 + 33 #
9
+ 2
32
64 + #
1.3.1.42
# + $ exp(2
# )
# [exp(2
# ) 1]
2 2
2 2
( + 1)
+
+
1.3.1.8
1.3.1.9
+
1.3.1.73
(particular solution)
1.3.1.74
(particular solution)
1.3.1.75
(particular solution)
2 2 sin(2 ) + 2 sin( )
1.3.12. Solvable equations and their solutions.
1.
2.
= .
Solution: =
# ln  + #  + L .
= +( ,
0.
Solution in parametric form:
= L exp O X
U
U #P
$
#
= L3U exp O X
U #P
Page 109
110
3.
= 2
2
(2 , 1) L3U ( , 2)U , 1
,
L3U + U + 1
where # = 23 ( ,
+1
+ , 2 L3U + U
,
L3U + U + 1
, + 1), $
( , 1)2 L3U
= 6
= [2 + * ( L 1 3 L 2 ) sin U (3 L 1 + L 2 ) cos U ]2 ,
= 6 , ( L 12 + L 22 ) 2 [ L 1 ( 2 2 ) 2 L 2 ] + * sin U
[2 L 1 + L 2 ( 2 2 )] +* cos U/. ,
where = ( + * + L
sin U + L
cos U )2 , # = 19 (3
2 ), $
2
27
(9
+ 5 2 ).
= 2 ( 1) 2 + 4 + 3
Solution in parametric form:
1 ) 2 ).
= 14 (3 A 2U01 )2 ,
where
5.
X
X
=X
= O
Here,
where
= 4 # + 1.
P
2
(U
# = 12 1 J 2 ,
+ U ),
= arctan U L ,
= 1 + U 2,
= U
= 1 U 2.
1,
= (U + 1) O
2
+ U # ) exp
+ U # ) exp
1 2
$O
2U + 1
arctan
2
2U + 1
2 13
2U + 1
(U + U # )
2U + 1 +
2U + 1
2
U
arctan
L + 2 $ X exp
M
2
U
L + 2 $wX exp
2U + 1 M
2
(U
1 2
1 01
2
1
U 1
U
= ln
L ,
M
U 2 1 2 U + 1
U
1
1+U
= ln
L ,
M
1U 2
2 1 U
= + ( 1 ( 2
Solution in parametric form:
1+U
= A01 (
2U + 1
L + 2 $wX
2U + 1 +
2 13
1 2
if
< 0,
if
= 0,
if
> 0,
if
< 0,
if
= 0,
if
> 0,
Page 110
111
6.
Particular solution:
7.
/( 2 2 1 .
#
= $I
,$
= 1 2 3 .
Solution in parametric form:
= U
(U ln 1 + U  L )1 J 2 ,
where # = 2
2.
8.
/(
=
1+U
1
(U ln 1 + U  L )1 J 2 U (U ln 1 + U  L )1 J 2 S ,
2
= + (4 2 )65 .
Solution in parametric form:
U 2 + #2$
# ln U + U 2 + #2$ + L
= # ln
9.
= # ln
+1
(arctan U L ) ,
# V
U + (U
U
+1
)  2 U L ,
+ = 1 AIU +
2( + 1)
+
( + 3)2
Solution in parametric form:
1 +
+3P
= 92 + 6 2 (1 + 2
Solution in parametric form:
=#
where
1 2, 3 2 ,
# .
1)(arctan U L )W .
2
1
+1
=
3)2
where # =
= ! + +
U L ,
2
1
O + + +
2
U ,
1 P
= 12 #
2U ),
1 2 .
) J
+1 1 2
> 0.
A 6U 1 J 2 )2 ,
[( 3) + + +3U ]2 ,
= X (1 AIU +
+ .
+3)
1J
,0
+ = + + U .
+1 ,
1 ) 2 ),
2( 1)
2
V
+
( 3)2
( 3)2
Solution in parametric form:
+ = +
+3
U + +
1
+1
O
where # = A2
2
12.
=
11.
+ ,  = X (1 AIU +
10.
= ( 2 )65 1).
Solution in parametric form:
# ln U + U 2 + #2$ + L
U 2 + #2$
=U
1 2
+(4
+3
+9) +3
+ [A ( 1)U +
+1
+3)
2 1 2
W.
+ 2 + +2U + ],
Page 111
112
13.
=
14.
+1
+ 1
4 2
Solution in parametric form:
1 2
U 1 J 2 2+
=
15.
U V 1 T (2 + 1)U + +1 W 2+
,
2 U 1 J 2 2+ 1 J 2
= 49 + 2 2 + 2
Solution in parametric form:
1
U
3#
3,
1
U
9#
2 5 3
= 2 # ,
= +
, 3 2.
3 (U
AIU 4 3 ).
= U 1 J 2 3 J 2 3 J 2 ,
= 14 U 1 J 2
1 4J 3
, = 5 J 3 , = 5 J 3 .
where # = 24
]
3
= 16
+ 5 1 ) 3 12
Solution in parametric form:
where
J
J (
3 2
1 2
2 3
2U U
),
16.
= X exp(T"U 2 ) U L ,
M
= 1 .
Solution in parametric form:
=
17.
exp(T"U 2 ),
= 41 + 14 ( 1 ) 2 + 5
Solution in parametric form:
1
16
2
V 3 A 8U exp(AU 2 )W ,
=A
7 2
A
V exp(T"U 2 ) A 2UW ,
=
=
18.
+ 3
1 ) 2 ).
= exp(AU 2 ) V (2U
# = T 2 2.
A 1) exp(A"U 2 ) A*U W ,
where # = 14 .
.
8 2
Solution in parametric form:
= A ( )1 ( 2 T 2 2 ),
]
where
= ( )1 [exp(TU 2 ) 2 2 ].
= U (U + 1) ln L U + U + 1 ,
19.
U +1
,
U
= 2 + 2 .
Solution in parametric form:
=1
= 13 !
20.
J U ,
2 3
6
2
= 25
+ 25
(2 1 )
Solution in parametric form:
= U
(5 u 3U )2 ,
J U u ,
= !
2 3 2
3
+ 19
+ 6
= 5 U
U +1
ln L U + U + 1 .
where
1 ) 2 ).
[(2U + 3) 2U 2 ],
3
# = 243
2 .
where
# = .
Page 112
113
21.
3
37 2
+
+
8
8
Solution in parametric form:
7
16
2 2U 2
=
,
2 2 U
]
4U
U
4 2
22.
= A (U
4
= 25
+ 1 ) 2 .
Solution in parametric form:
. 2.
3 2 9 8
,
3
4
4
2 (14
12
1
= 49
+ 98
(25
Solution in parametric form:
. .
4
3 (21 2 4
= A (U
6U
+ 4 L3U 3).
4 3
( 22
3
3 ),
# =A
where
4
5
5 .
16
+ 34
2 2
3) ,
2 4 ),
2 1 2
4
2
3 (4
3
2
+ 41
= 21
. .
+ 15
= 28
1 2
1 2 9 8
( 32
3
4
+ 10
# = A 9 2 (10 )2 J 3.
where
).
3U
1 ) 2 ).
. .
4
2
4 (9 2 4
3
.
T
2
2
2
4
. .
where
# = 3 .
. .
where
# = 8 .
2 3 ),
2
2 3 ),
= exp( 3 U ) + L sin U ,
= 92 + 1 ) 2 .
Solution in parametric form:
=4
8 8
1 3
2
2.
= 3
2 2
1
2,
= 2
5
= 36
+ 7 ) 5 .
Solution in parametric form:
2 2
1 ( 2
8 8
1 3 ),
where
# = 16(3 )3 J 2.
= 48
28.
2 2
2) ,
27.
= 9
12
2
= 49
+ 49
(5 1 )
Solution in parametric form:
26.
= 4
=
]
4 3
,
3
9
= 100
+ 5 ) 3 .
Solution in parametric form:
=
25.
3U + L ,
= 10
24.
=U
= 5
23.
1),
8 5J 2 8
1
5 4
,
4
12
6
= 49
+ 49
(3
Solution in parametric form:
=
8 8
4
2 (7 1 3
2 2
2) ,
= 5
1 2
J 8
1 2 5 4
(8 13
1
4
+ 23
= 7
+ 12
8 8
8 8
8 8
2 4 ),
where
# = (48 )2 J 5 2 .
1 ) 2 ).
4
2
1 2 (4 1 2
8 8
2
1 3
8 28
2
3 ),
where
# =
2.
Page 113
114
29.
=
]
8 8
6
1 (11 2 4
64
3 2
1) ,
+ 35
1 2
= 11
+ 6
2 1 2
6
2
4( 4
1
).
8 28
+ 32
8 38
where # = 32 .
2 ),
sin(
U
+
L
),
1
2 = sinh U + cos(U + L ),
3 = sinh U cos(U + L ).
30.
3
= 16
+ 5 ) 3 .
1 b . Solution in parametric form with # < 0:
= 8
3 2
,
1
= 3
{ {
3 2
(2
1
1 2 ),
= 4
9 3 J 2 9 3 J 2
,
1
9 1 J 2 9 3 J 2 9
(
= 3
2
4
49
2
1
12
= 49
+ (10 1 ) 2 + 27 + 10
1 b . Solution in parametric form with # < 0:
= (10 7
{ {
1 2)
= 7
{ ({
1
3
1
+3
9 9
2 3 ),
2 1 2
{ {
2
1 2
=
]
9 9
4
1 (7 2 3
5 12 ),
= 7
9 4 9 9
1
3
2( 2
# = 12 8 J 3 .
where
# = 3 2 (4 )2 J 3 .
where
).
4 2 ),
9 9
2
2 3
+2
where
9 29
1 3 ),
# = 2 .
where
# = .
:
:
:
: :
:
:
:
= U ( ) + @ ,
= 1 J 3 , 1 = U + 13 , 2 = 12 ACU 2 2 , 3 = A 23 U 2 3 2 1 2 ,
*
*
where (U ) and n (U ) are the Bessel functions, and (U ) and ; (U ) are the modified Bessel
functions.
: :
The solutions of equations 3243 contain only the ratio
, where the prime
:*
denotes differentiation with respect to U . Therefore, for symmetry, function is defined in terms of
two arbitrary constants L 1 and L 2 (instead, we can set, for instance, L 1 = 1 and L 2 = L ).
x3y'z{}~/
32.
33.
34.
= 1 ) 2 .
Solution in parametric form:
J :
4 3
= 2 .
Solution in parametric form:
:
= 2 U 4 J 3
= U
4 3
J :
2,
= A 3 U
2 3
J :
12 ,
1
2 ,
= ( + 2)[ 1 ) 2 + 2( + 2)
Solution in parametric form:
=
35.
= U
2 [ ( @ + 1) ]2 ,
=
= ( + 2)[ 1 ) 2 + 2( + 2)
Solution in parametric form:
= 2 [U 2 rA (2 @ ) ] ,
1
.
where # = T/@ , @ =
B +2
3,
+ ( + 1)( + 3)
2( 2 2 @
1
2
!AhU
+ (2 + 3)
# =T
where
2 1 2
].
where # = @ , @ =
2 ),
# = 36 3 .
where
2 1 2
J
1 3 2
.
3
B +2
].
2 ],
Page 114
115
36.
= 1) 2 + 2 2 + (
Solution in parametric form:
where $
37.
1 ) 2 .
=#
= (1 @ 2 ) #
:
2 (U
)2 ,
=#
T U 2 ) 2 ],
2 [U 2 ( )2 ( @ 2 C
= 2 2 1) 2.
Solution in parametric form:
:
:
= ( 0 )2 (U
:
A 2 0 )2 ,
:
:
:
= AU ( 0 )2 [U ( 0 )2 + 2
: :
0 AIU
2
0 ],
12
6
= 49
+ 49
( 1) 2 + 8
Solution in parametric form:
= 3
where # = 2 3 ;
39.
and
7U
2 2
3)
+ 7
3
= 16
+ 3 1 ) 3 12
Solution in parametric form:
+ 4
= 5 U
2 5 3
2
1 ),
1 ) 2 ).
2
2
2(
3 ),
where
# =
2.
2
3 2
J ,
3 2 3 2
1
J and 3 J 2 are expressed in term of modified Bessel functions; # = 8 4 J 3 .
3 2
J
J
1
2
2 (2
1
2
2 (3 2
T 3 22 ),
2
1
12
A 4U
1 ),
= 32 2 .
9
15 7 2
+
T]
32
32
Solution in parametric form:
7
64 2 ]
T
J
:
= A 14
U 1 3 J 2
= 21 U
2
1 2
1
1 2
1
3 2
where
4
2
1 (3
2
3 3 J 2 2 3 J 2 3 J 2 U
=
:
4
U 3J 2 3J 2 1J 2
J
:
= T 18
U 1 3 J 2
where
33J J 22
=
,
:
U 3 J 2 33J J 22
= 41 U
42.
3
37 2
3 2
+
A 2A
7 2
8
8
16
A
Solution in parametric form:
= 28 U
),
1 ) 2 ).
6
6
= 25
+ 25
(2 1 )
Solution in parametric form:
where
41.
= U
40.
4
2
1 (5 1
+ 5
3 2
J
J
3 2
2
3 2
2
1 2
(2 2 3 3
3
1 2
2
(3 23
3
TCU
A 3 23 ),
3
2
3 ),
= 6 2.
Page 115
116
43.
3
3 7
32
32
15
7
64
3 2
2
= 12
]
1
2
3 ( 3
3
2 ),
1
24
3 2
2
1
2
3 (3 3
3
2
12
A 4U
3 ).
<
=U
A (4 <
A (4 <
1) + 3U 2 <IT 1,
1) A 2U'< 2 ,
=U
= U 2 <pT 1,
A (4 <
1) + 2 < .
<
L 2 . The upper
A (4 < 3 1)
sign in this formula corresponds to the classical elliptic Weierstrass function < = < (U + L 2 , 0, 1).
Here, the function
44.
9
625
= 5 U 2 I
< T
45.
6
= 25
+
1
2
,
= U 2
4,
where
6 1
.
125
# =A
= 5 U 2 < ,
46.
6
25
= U 2
where
# =A
where
# =A
4,
6 1
.
125
= 5 ! 2 ,
47.
= 12 +
5 2
4,
6 1
.
125
= <
48.
63
4
5 3
= <
4 7
,
3
6 7
<
4 7
(14 2
3
6 7
3),
where
# = T 147 7 J 2 .
= 2 !
49.
3 2
3
9 8
,
4
= !
= 2 + 2 (10
1 2
1 2
3
+ 31
9 8
(9
4
+ 30
2
3
T 16 </
2 1 2
2
4 ),
where
2
2J 3
# = 128
.
3 (2 )
).
= <
VU
where # = .
A (4 <
1) 3 <"W ,
= 2 U'<
V<
A (4 <
1) A 2U'<
AIU!W ,
Page 116
117
50.
= 2 + 2 (10 1 ) 2 + 19
Solution in parametric form:
2
2 (
= !
51.
=X
</
2
4
+ 15
2
1
+ 7
2 1 2
4
3
2
4 (6
</
# = .
where
).
3 (7
= 56 !
2 ),
),
# = A 2 .
where
4 ),
# = T 3 .
where
2=U
+ L ),
( $
3 = 4U 12 T 22 .
1),
12
= 49
+ 1) 2.
Solution in parametric form:
= 2 ( + L )4 ( + Lu 2U 2 ),
where
12
49
# =A
= 6 + 4 .
Solution in parametric form:
7 .
3 5 2 5
,
1
= U
= 20 + 1 ) 2 .
Solution in parametric form:
3 5 2 5
(5
1
$ 1 2),
where
# = T 150 5 .
=
4 3 2
2,
1
+ 7 .
= 15
4
Solution in parametric form:
= 4
4 3 2
( 2
1
T 9U 12 ),
where
# = A 108 3 J 2.
= 11 J
57.
2 2
3) ,
T 15
A (4U 1)
A (4U 3 1), 1 = U (2 lTCU
= U
56.
+ 106
3
2
</ 3 T 2U
1
(5 1 ) 2 + 262 + 65 2 1 ) 2 ).
49
= 7 U 2 ( + L )4 ,
55.
A 6
1 ) 2 ).
54.
2
2 (
= A 44 < 2
12
= 49
+
Solution in parametric form:
53.
1 2
5)2 ,
4
3 (28
= 2 !
28
2
= 121
+ 121
(5
Solution in parametric form:
= !
]
= (22 < 2
52.
2)
+ 30
= 12
3 12 ),
= 4910 + 492 (4 1 ) 2 + 61 + 12 2 1 ) 2 ).
2 3 8
,
3
3 2 3 8
( 2 3
1
3
# =A
where
3 8
.
4
= (7 $ 1 3)2 ,
58.
= 14 1 [A (10U
12
2
= 49
+ 49
( 1 ) 2 + 166
Solution in parametric form:
=
4
2 (42
U 12 T 5 22 )2 ,
+ 55
= T 84
1)
2 1 2
2 4
1 2 (3
],
where
# = .
).
U 22 + 2 T 12U
2 2
1 ),
where
# =A .
Page 117
118
59.
=
60.
+ 49
+ 6
1 ) 2 ).
16 12 )2, = 5 14 3 (A 3 32 22 3 + 8 12 3 ),
15
+ 6 1 ) 3 3 2 5 ) 3 .
4
1 (5 2 3
2 3 2 3 4
,
1
2
3
= 16
+
1 3
1 2 1 2 3 4
(2
1
2
= U
The substitution = U
5 3
U 22 + 2 3U
J leads to an equation
! = 3 U 5 J 2 + 9 U
2
32
32 *
# U
32 $ ,
= 3#
2,
1J 2
+ 53 $ U 1 J
5
= 36
+
3 5
7 5
> 0.
The transformation = 13 U + #
$
5 4
63.
= (
where # = 31 (2 )1 J 3 .
2 2
1 ),
3 2
62.
# = 8 .
where
= 4
Solution in parametric form:
= 2 U 3 J
61.
5
6
= 3 $ .
leads to an
* = 2 U + 2 # + O 5 1 J 2 1 .
U
*
9
3$
27 $P
)1 ) 2 .
4( 2
4( 2 2 + 1 + 0 )
+ 1 + 0)
,
=
+
, where parameters
4# 2
4# 2
2
2 , 1 , and 0 are found from the relations $ = 4#3 2 0 and L = 1 4 0 2 , leads to a Riccati
equation:
A/, = ( 41 + 2 ) 2 + 1 + #* + 0 .
The transformation =
64.
12
1
= 49
+ 3 ( 49
+
The substitution
( = 0, = # , and
65.
66.
( ) 1)
+ 3
4
( 49
5
2
)+
15
4
1
( 49
+
5
4
( )
1 2
V (2 ) 1 ) 3 3 ( (2 + 1) + ( 2 (1 3 ) 1 ) 3 >( 3 2 ) 3 W .
2
1 2 2
$ 2 (3 2 $ )
= +
ShO +
leads to a Riccati
The transformation = 3 ,
Q
5 ($
+ 1)
$P
equation:
2 2 25 $ 3 + 254 #2$ 6 = $I 2 + 25 $ 3 + 35 $ 2 .
6
= 25
+
= 34 32
The transformation
= # 3J 2
J ,
3 2
4
75
1 ) 3 + 3 2 1 ) 3
4
= 3#
J
3 2
3
25
27
625
4
5 3
12 + 12
J ,
3 2
6
25
where
= 2
6
25
2.
Page 118
119
67.
6
= 25
+
Denote # =
7
100
1)
7
5
31
3
2
1 3
4
100
3
5 3
3
10
.
=H
21
20
=H
where
3
:
As a result we obtain an equation of the form 1.3.4.30 with B = 17 , ( = 10
68.
10
= 49
+
Denote # = 8
VH
13
5
2
3
10
+ 87 H 2 97 ! H + 17 2 W = 21
1 5
7
20
3
4 5
+ 2H .
. The transformation
= 4 U + 3 J 5
7
69.
1
16
3J 5
5
112
49
)
33
2 5 11
= 196
+ 286
770
3
9
= 85 2 . The transformation
Denote #
J ,
2 5
98
13 11
8J
U =
15 3
448
11
14
11
3 11
,
7
9
J ,
7 4
11
39 2
56
=
+
=
+ 4 + 75 +
35 2
3
3 2 1
50
J ,
3 4
where
VH
71.
784
= 3 U + 8 J
7
39 2
42
21
20
+ 4 H 2 7 !H + 3 2 W = 34
+ 2H .
= + .
1 b . For 3, the transformation
,
U =$
3)
+ 1S ,
= 2( 3)$
O ' +
2
2
+
leads to an equation
( 3)2
(B + 2)(B + + 1)
1
1
=
2 , where B = B 1, 2 = OA
3 .
(2B + + 3)
2
P
1 + 4
1
+
2B + + 3
J .
1 2
B +2
O +
,
B = B 1, 2
1 P
= +
+2
1
+2
1
Page 119
120
72.
Denote # =
2
+1
+
+ 2)2
2(
, $
2
+ 2)2
2
U = ( + 2) +
+1
( 3
2(
+ 2)3
+2
+1
.
. The transformation
' + ,
= 2( + 1) U + + + + 2
+2
* = 2 ( + 1) U + + 'U
*
( + 2)2
1 2
2 2
( + 1)
Particular solution:
74.
2 2
76.
= 2
+
Particular solution:
75.
=
=
sin(2
.
+
= 2 sin( ).
( ! + )2
!
( ! )3
2! !
= +
= (
+ ) + 1.
= (
= Oi
5.
1
2
).
+
,
= ! ( ).
= +
+
.
!$ = ( ) + 1
+ )2 + 1.
+ 1.
leads to a Bernoulli equation: + + 2
The substitution =
4.
) + 2 sin(
The substitution =
= 12 2 + ' + .
3.
+ +
.
2.
+ .
Particular solution:
Particular solutions:
1.
= (
+ )1 )
= 3(
3) 2 + 8
= 0.
+ 1.
2
The substitution H = ( + )1 J
)1 )
+ 1.
+ 12 !
H .
= 3:
Page 120
121
6.
7.
= (
2 ) 3 2 1 1 ) 3 )
3
+ 1.
The substitution =
8.
= (
)
= 2.
leads to a Riccati equation: 3 3 J 2 2
The transformation =
9.
+ 1.
The transformation = 3 J 2 3 ,
+ .
, = leads to a Riccati equation: 3 =
= cosh + 1.
This is a special case of equation 1.3.3.75 with = 0 and ( = 1.
10.
= sinh + 1.
This is a special case of equation 1.3.3.76 with = 0 and ( = 1.
11.
cos(
+ 1.
The transformation =
= 2U
12.
+ ( )1 .
1
8
+ U .
sin(
+ 1.
The substitution = +
arctan
= U
8
16 2 +
!$ = 1 ( ) + 0 ( )
! = + ( ),
where
( ) = 0 ( )
1 ( ),
(1)
! = ( H ) + 1,
where ( H ) = 1 ( )
0 ( ).
(2)
Specific equations of the form (1) and (2) are outlined in Subsection 1.3.1 and 1.3.2, respectively.
1.3.32. Solvable equations and their solutions.
1.
2.
= ( + 3 ) + 3 2 2 2 .
The substitution = 2 a + ' leads to a linear equation with respect to = (a ): (2a 2 + a + ( ) g =
a + .
= (3 + ) 2 3 2 + .
The substitution = + 2 leads to a Bernoulli equation with respect to = ( ):
( 2 + + ( ) ? = + 2 .
Page 121
122
3.
4.
5.
6.
= [(3 ) 1] + ( 1)( 3 2 ).
The transformation = u
H , = H + 1 + 2 leads to an equation * = + !H + H +
whose solvable cases are outlined in Subsection 1.3.1 (see Table 5).
+ ( 2 + ) + = 0.
The substitution H = 21 2 leads to an equation of the form 1.3.2.1 with respect to
! = (2 !H + ) + 1.
+ (1 1 ) = 2 .
Solution in parametric form:
9.
10.
11.
+ ln ),
= (U +
),
*
=X
where
(1 1 ) = 2 .
Solution in parametric form:
+L .
= 12 exp(T"U 2 )
8.
= ( H ):
= (U + *
7.
= 3
2, , = 1
2.
=T
1
2
V 2U 2 p
A exp(TU 2 )W ,
where = X exp(T"U 2 ) M
[(1 + 2 ) + ] 2 ( + ).
+L .
= ( ) )
+ [
(2 + 1)
+ ( + 1) 2 ]
2 1
.
leads to an Abel equation of the form 1.3.1.2:
O
The substitution =
B +1
P
! = + (B + 1)( 2 .
= [ (2 + ) + ] 1 + ( 2 2 + ) 2 1 .
The substitution = ( + ) leads to a Bernoulli equation with respect to = ( ):
(B 2 ( ) ? = +1 .
= [ (2 + ) 2 + (2 )]w 1 ( 2 4 + 2 + 2 ) 2 2 1 .
The transformation H = , = + (a + + ' ) leads to a Riccati equation with respect
to H = H (a ):
(1)
( a 2 + 2 ( ) H g = ,H 2 + ,!aH + , .
a 2+(
The substitution H =
,
2g
, where ( 0 = ( 2 , reduces equation (1) to a second
( a 2 + ( 0 )2 g g + (2
The transformation =
a + (( 0
+ , )a ( a 2 + ( 0 ) g + , 2 = 0.
(2)
, = (1 2 ) J 2 , where
)
equation 2.1.2.226:
equation (2) to the Legendre
+,
, brings
(1 2 ) 2 + [ @ ( @ + 1) 2 (1 2 )1 ] = 0,
where @ is a root of the quadratic equation @
+@ +
,
= 0.
Page 122
123
12.
13.
14.
15.
+ 2@ 3) + 2@ + 3]
= [(
A.
= [ ( 1) + (2 + )] 1 ( + ) 2 [ + ( + )] 2 1 ( + )2 3 .
1
1
S + ( + ) leads to an equation of the form
The substitution = +
Q
( + )
1.3.4.5: ( + +1 + ' )2 = [ B/ + ( + B ) 1 ] .
V ( 1) + 1W 1 =
Solution in parametric form:
1)(U +
+1
+ 1)
U
+L .
M
U + +1 + 1
=X
(1 1 ) 2 ) = 2
Solution in parametric form:
where
+ ln O
U +
+ 1)( 1).
+1
+1
+
= V1+( U U
) W ,
1 ) 2 .
: 2
*),
= A 2 U
V ( : )2 A : 2 W ,
functions.
19.
12
= T 2 U
2@ + 3) + @ 2]
+ (
= [ (2 + 1) 2 + + (2 1)] 2 (, 2 4 + 3 + 2 + ^ + ) 2 ) 2 3.
Here, , , ( , , and B are arbitrary numbers.
M
The substitution = a + +1 + ' 1 leads to a Riccati equation with respect to = (a ):
(B/a 2 + (a + 2B ) g = 2 + a + .
where
18.
+ @ 1)
+ [(
17.
=
16.
1 0(
1 0(
+ 3( + )2 ) 3 7 ) 3 .
1
1 + 1 J 3
+ O
leads to a separable equation for
The substitution =
P
3
2 = 1 J 3 ( + )2 J 3 ( 1 3 3 ).
9
= 3(
3 = (7
+ )1 )
5 ) 3
+ 6s 2 )
1 3
+ 6( s 1)
= ( ):
2 3
+ 2( + 5 )( + 3s + 4 ) 1 ) 3 ,
= s(3s + 4 ).
1
2J 3
leads to an equation of the
The transformation = ( + ) , = ( + 4 + 3 #* )
form 1.3.4.10 with = 1
3: [( + ) + (4 + 3 ) ]p = 23 2 + 2(3 + ) + 2 .
= U (U + 1) ln L U + U + 1 ,
=1
+ 12 (6 1) 1 = 12 2 ( 1)(4 1)
Solution in parametric form:
= U
2 2
= (1 U
U +1
ln L U + U + 1 .
2 2
U 2
).
Page 123
124
20.
= (U
]
J ,
1 2
).
J (
1 1 1 2
= 14 !(U
4U! 2 ),
= ( 2.
1
14
(13
20) 9 ) 7
+
=
Solution in parametric form:
21.
= 64
8 38 8
1)(
8)
8 38
3
4,
3
=
256
25
J 8
8 38
3
8 3 8 2 J 7 8
1 4
2
4 ,
= (25
+7
256
25
8 28
2
3 ).
J 8
3
3
15 7
3
8 38
11 7
+7
2
4
8 38
1 4
23 13
3 5 13 16 13
( 42
3)
4
+ 25
3
3
8 38
208
1 4 ).
{ {
U + L ) cos U ,
2 = tanh( U + L ) + tan U ,
3 = tanh( U + L ) tan U ,
4 = 3 2 3,
9
9
9
9
9 9
92
1 = cosh U sin(U + L ),
2 = sinh U + cos(U + L ),
3 = sinh U cos(U + L ),
4 = 3 2 3 2 1.
1 = cosh(
1
+ 15
(13 18) 7 ) 5 = 154 2 ( 1)( 6)
1 b . Solution in parametric form with # < 0:
{ 3 {
= (12 2)2 J
2,
=6
9 2 9 3 9
1 2
= (6
3,
+ 12 (5 + 1) 1 ) 2 = 2 (1
Solution in parametric form:
=
26.
64
= 12
25.
1
+ 26
(19 + 85) 18 ) 13 = 263 2 ( 1)( + 25)
Solution in parametric form:
= 25
2 7 10 7
( 32
2
3
23.
11 7
5
+ 56
(23 16) 9 ) 7 = 563 2 ( 1)(25 32)
Solution in parametric form:
= 256
25
24.
(
2
= (4 1 )6 J
2
2 3 ,
3
14
22.
= + L sin( 3 U ),
2 = 2 L sin( 3 U ) + 3 L cos( 3 U ),
8 8 8 8
8 8
8
8 8
8 8
8 8
= 2 1 ( 2) ( 1 ) 2 1 2 ,
4 = 2 1 ( 3 ) 5( 1 )
3 + 1 3.
= exp(3U ),
{ 2{
1
9 29
1 3)
9 5
9 5
( 13
1
J 9
3,
9 9 9
14 2 4
9 1 2 4,
2
1 2
+ 12 2 ).
).
2
2 ,
=
3
3
2 ( 1
{ {
=
28
9
{ 6{
1
2 5
=
9 9 J 9
2 5
14 2
9 1 4
4
2
+ 4 2 ).
4
1
5 2
9 4
9 5
2
1 2
=
{ {
J 9 + 59 9 2 69 2 9 ).
2 3
1 3
3
+ 35
(19 14) 7 ) 5 = 354 2( 1)(9 14)
1 b . Solution in parametric form with # < 0:
{ 4{
2 5 9 5 3
( 2
2
= 289
5
9
2
3
28
9
9 9
14 2
9 1 4
.
Page 124
125
27.
3
+ 10
(3 + 7) 13 ) 10 = 15 2( 1)( + 9)
1 b . Solution in parametric form with # < 0:
{ 4{
=9
2
3 ,
= (9
8 5
4 3 10 7 5
( 32
1)
3
20
9 49
2
2 4,
= 92
]
9 J 9 J 9
9 4 3 10 7 5
4
2 2
= 4
2
4
9 29
1 4
4
1 ).
9
9 4
2 2
.
.
28.
= A (U
= A (U
. . 2.
2 3
= A (U
6U
+ 12 L3U 8 L
+ 27).
3U + L ,
3
45U
2
4 ,
= (16
. . 2.
2 3
9 5
32
27
. 2.
3
3
6,
4
= A (3
4)
9 5
J
4 5 2 5 5
3
6
4
3
+ 14
(3 + 11) 10 ) 7 = 141 2 ( 1)( 27)
Solution in parametric form:
. 3.
4
2
6 ,
= T/ (3
4)
A 15
9 5
9 7
13 7
+ 4 L3U 3),
3 2 5
( 42
4)
3
+ 20
(13 8) 7 ) 5 = 201 2 ( 1)(27 32)
Solution in parametric form:
8 7
( 62
6
. 2.
2
T 16
. .
2
2 3 ).
2
6
T 8
. 2.
3
27
4
3
4
.
T 28
. 2.
3
A 27
3
4 ).
=X
31.
+ 20 L3U
= T 27
]
=U
1
+ 10
(7 12) 7 ) 5 = 101 2 ( 1)( 16)
Solution in parametric form:
=
30.
15U
= A 16
29.
1),
U U
(incomplete elliptic integral of the second kind),
M
A (4U 3 1)
3 = 4U 12 T 22 ,
21 ( + 1) 7 ) 4
4 = 2 3 8 12 ,
5 = 2 (
1 2
( 1)(3 + 5) 5 ) 2 .
+ L ) U 2.
= 4
Solution in parametric form:
= 16 U
3 1
1
= 13
1
6
U
J V (11U 3 2) 1 2
1
2 W .
3 4 1 4
1
21 ( + 1) 7 ) 4 = 14 2 ( 1)( + 5)
Solution in parametric form:
= 31 U
2 2
1 2,
5 2
= 13 (U 1 )1 J 2
3 4
1
(2
3 2
U 22 + 2 3U
2 2
1 ).
Page 125
126
33.
+ 16 (13 3) 2 ) 3
3 2 1 2
16 1 2 3 ,
=A
34.
1
28
(8 1) 8 ) 7 =
Solution in parametric form:
= TI
36.
1
28
2(
2 3 1
1 3 4 ,
1 1
(
6
( + L )2 5 ,
=A
2
1 2 ).
A 7 42 A 32
2
1 4 ).
[(1 A 2U 3 )( + L ) U 2 ].
( + L )4
576
125
T 16
2
2 3
42 A 4 12 4 ).
A
3 2
5 [ 5
1
+ 42
(39 4) 9 ) 7 = 421 2 ( 1)(9 16)
Solution in parametric form:
11 7
+ 5U
5 TCU 3 (
+ L )2 ].
= 13 [16U 3 ( + L )2 55 ]2 J 7 [3
2
5 ,
A 7
9 7
2
5
+ 7U
5T
48U 3 ( + L )2 ].
+ ( 2) 1 = 2 2 ( 1)
Solution in parametric form:
+ (1 2 ) = 2 1 .
Solution in parametric form:
= 2UIA exp(T"U 2 ).
+ (3 2) 1 = 2 2 ( 1)2
Solution in parametric form:
= 12 exp(T"U 2 )
41.
= 36 ( + L )2
= V 1 T 2U
= U exp(TU 2 ) ,
40.
3 12 3 6 1 7
(3 33
32 1 3 4
1
= 32
s
= X exp(TU 2 ) U + L ,
M
39.
52 (3 10) 4 = 15 2 ( 1)(8 5)
Solution in parametric form:
5
24
1 3
1)(32 + 3)
+ L )1 ,
8 3 3
( 3
3 4
= A 16U 3 ( + L )2
]
=
(5 4) 4 = 2 ( 1)(3 1)
Solution in parametric form:
=A
38.
3 2
3 4 ,
=A
37.
9 7
13 12 6 2 1 7
(3 32
16 1 2 3
1
= 16
= 16 2 ( 1)(5 1)
Solution in parametric form:
= T[
35.
U exp(T"U 2 )
W.
.
= 12 V 2 exp(T"U 2 )
Te
2 2
W.
=
T 2
=
T 8
1 1
V exp(TU 2 ) 2 2 W .
Page 126
127
=U
=U
A (4 <
A (4 <
3
3
<
1) + 3U 2 <IT 1,
1) + 2 < ,
=U
= U 2 <pT 1,
A (4 <
A (4 <
1) 4U 2 <CA 6,
1) A 2U'< 2 ,
=U
A (4 <
1) < .
<
42.
1
4
(3
4)
5 2
1
4
2(
1)( + 2)
= 12 U
3 1 2
(
6
A (4 <
<
2 2
= 23 U
6,
2
3
+ 2 </
2
6
3U
<
2 3
).
(33 + 2)
1
30
1 2
= 30
( 1)(9 4)
6 5
7 5
44.
1
8
= 4U 2 < 3
2
6 ,
8)
= 18 2 ( 1)(3 4)
5 2
=A
1
3
(4U 2 < 3
8 1 5
(3
6)
4
+ 5 </
2
6
T 12U 2 < 3 ).
= 43 1
2
2 ,
= 14
4
3
3 1 2
(
1
2
1
+ 3
3
2 ).
(17 + 18)
1
30
22 15
1 2
= 30
( 1)( + 4)
29 15
= A 4
46.
1
13
(6
13)
3
2,
5 2
= A!
16 15
(4
1
2 )7 J 15 (
1 2
= 26
( 1)( 13)
2
1
3
2 ).
T 4
=
13
6
2
2
5,
1
= 13
13
6
3 1 2
(2
5
2
5
A 13 2
3
2 ).
1
30
(24 + 11)
27 20
1 2
= 60
( 1)(9 + 1)
17 10
= 4
3
2
2
5 ,
= 13 (4
3 7 20
2)
13 10
(3
5
2
5
+ 20
12
3
2 ).
Page 127
128
48.
1
3
=T
49.
<
2
3
51.
1
5
2 (
11 5
= T/ (3 </
3 5
(3
4
9 5
2 5
2
= !
2
2
= 2
3
4 ,
= 15 2 (
51 ( + 4) 8 ) 5
Solution in parametric form:
<
1 3
3
3 5
3
A (4 <
1),
< 2 A
Q
(4 <
1) S
3 5
(2 1) 5 ) 2 = 21 2 ( 1)(3 + 1)
Solution in parametric form:
= 16 U
<
1 2
4<
= V 6U
1,
4<
2
3
3
4
2
4
AC 4 ).
2
3
2
2 ).
10
14 < 3
2
3
2
2 ).
+ 4
+ 2 A (4 <
1) S .
3 1 2
<
4<
TB< 2
1
3
4
3 5
</
9 5
(
4
9 2 5
(2
4)
11 5
1)(3 + 7)
2 5 1
3
3
= 16 !
1
2
= (4
2 2 5
3)
1)(27 + 8)
3
4 ,
1)(8 + 1)
3
+ 10
(13 3) 4 ) 5 = 101 2 ( 1)(27 7)
Solution in parametric form:
= 13
52.
2 (
4,
56 (4 + 1) 7 ) 5 =
Solution in parametric form:
= 2
50.
2
3
1
5
1 + 2U'<
2U .
1S ,
53.
54.
6) 7 ) 5
+ L3U 1,
+
=
Solution in parametric form:
1
5
1
5
(21
2
5
2
2
= A 3U
+ 19) 7 ) 5
(
2
1
3 ,
2
2
1)(
25
2
3 ,
=
2
1
+ 4) 9 ) 5 .
= A
2
3,
A 1,
=
=U
A 3U + L .
3 5
3
4) 9 ) 5 .
2 5
1
5 2
J V (1 A 5U 2 )
2 2 5
2)
1)(9
3 7 ) 4 = 14 2 ( 1)( 9)
Solution in parametric form:
=U
= (3U
+
=
Solution in parametric form:
= A/
55.
= A"U
4 5
2
6 5
(
3
2
3
Te
T 3U
2
2
2
2
W.
2
1 ).
1 2
1
3 2
(
3
2
3
2
2
2
1 ).
56.
V ( + 1) 1W
% =X U
exp(T"U 2 ) U + L .
= ( + 1)(
2
=
1)
, +1
2
U
2
+1
exp(T"U 2 ) % 1
: A ( , + 1)U
Page 128
129
57.
[( 2) + 2 3]
Solution in parametric form:
2
2
= T 2U
58.
21 [(4 7) 4 + 5]
Solution in parametric form:
)2
1
2
)3 J 5
:
*
= U
(2 3)( 1)2
= 12 (U
J (2
7 5
+@
, @ =
2(1 )
2 exp(
= L 1 (U ) + L 2 ; (U ),
where
modified Bessel functions.
12
= (T 2 % )1 exp V T ( , 2)U 2 W U
exp(AU 2 ) % ,
= (U
2)( 1)2
2(
12
T"U 2 )+ O
2
A 4U 2 % S .
2,
P
+5 U
),
1,
; (U ) and
3 2,
; (U
) are the
U
M
+L .
U +
=X
59.
V (2 1) lW 1 =
1 b . Solution in parametric form:
60.
= ( ) .
V ( + 1) W 1 ( )
1 b . Solution in parametric form:
61.
.
1
V (2 3) + 1W =
Solution in parametric form:
2(
[(U + ) U ].
2 (
= ( )
= (U ! )
= U 1 ,
2 b . Particular solution:
= U
= U 1 ,
2 b . Particular solution:
)2
[U (U + ) ].
2)[( 1) + 1]
2(1 )
1
U +1
2 (1 , )(2 , 3)(U + 1) 1 + (2 , ) uS ,
(1 , )(2 , )
Q
2
U (1 , )(U + 1) 1 S ,
=
1 ,Q
=
where
(U + 1) 1
U +L .
= 1 AIU
62.
=X
+1 ,
= X 1 AhU
+1 1 2
V ( + 2 3) + 3 2 /W
Solution in parametric form:
=U
2 ,
U +L ,
= U
= U ,
2
V ( + 1)
B +1
U
1 !A
2 ,
+1
= X 1 AhU
+1
1
2
( + 2 3) + 2W
2 + U
2(1 )
2
U +L .
12
Page 129
130
63.
V ( + 2) 2W
2 +1
= A 2
= A 2 1 ,
64.
2 +1
+4
2 =
P
+2
Solution in parametric form:
65.
B +2
.
B +1
3 + 5
+
+3
2
66.
pO
2 2 ,
+2
+ 2)
+1
+3
= U
+4
+3
68.
69.
= (
+ ) +
= [ (2
+ )
The transformation = ln ,
+ ]
= !(
3 +2
+ 4) ( 1)( + 2)W
1
2 U + U
B +2
'B
2( +2)
+3
2
+3
2U
Q
P
+1
+ 2 + 5
+
+1
2 + (A 1)
1
+3
+1
= (
+ ) + [
4
S
+1
B +3
B +1
D
(2
+ 2 + ) +
+5
+3
U S .
J O 2 + 1 U .
1 B P
1
+ (
C 2
+ )
+ 1)
+ )
+ ).
2D
].
(2
g = a + .
= a + leads to a linear equation: (a 2 + a + ( )2
2 2
3 +2
2 ,
P
The substitution =
70.
( + 1)
= (U +1 J1 ,
+ (
2( + 3) Q
2 O + 1 +
67.
1+
1
+1P
V 2
2 + 1W
1
+1
! ( A 2 ).
+1
= (2 )
=U
= 2 'U 2 ,
where = A
V ( + 1)
+ ( .
= ( ):
+ ).
The substitution = ( + 2 ) leads to a Riccati equation with respect to = ( ):
2
2
+ ' + ( ) = + .
(
Page 130
131
72.
)
+ (1 + 2
2 2
=
where = X U
73.
exp(A"U 2 ) ,
2
exp(T"U 2 ) U + L .
V 1 + 2 + 2 ( + 1) WE
( +1)
+ 1)(1 +
) 2(
+1)
= O 2B/U +
= X (1 AIU
where
74.
1
exp V (B + 1)U W ,
B +1P
+ (1 + 2
) J
+1 1 2
U
+ B
exp V (B + 1)U W ,
1 AIU
P
= U O
U +L .
1 ) 2) exp(2 1 ) 2)
3 ) 2 exp(4 1 ) 2 ).
= (U
2,
= !(U
ACU
) exp(2 'U
).
Here,
= (T( )1 J 2 ,
:
*
=U
+ ,
1 1(
1 1(
= ( cosh + ) sinh + .
= ( sinh + ) cosh + .
cos(
= ( + )
= + .
leads to a linear equation: ( 2 + + )2
sin(
, = (H +
)
+H .
) + .
The substitution H = 12
80.
The transformation =
79.
= (2 ln + + 1) + ( ln2 ln + ).
The transformation =
78.
1(
) + .
The substitution H = 12
Page 131
132
2+
1 ( ) + 0 ( )
=O
1P
= exp O X
where
2
1
,
M P
(1)
* = ( ) + ( ),
1
0
where
= M
0 2
,
12
(2)
0
1
0 1 02 2
+ 3
12
1
Specific Abel equations of the form (2) are outlined in 1.3.11.3.3. In the degenerate cases with
0 0 or 1 0, the variables in equation (2) are separable.
1.3.42. Solvable equations and their solutions.
1.
2.
( + ( + ) + ( +
Solution: # 2 + ,! 2 + 2( $I
+
+
= 0.
+ ' ) = L .
( + + ) = + + .
leads to the equation
The substitution =
" = ( + ) + ( ! ) + =
* = +
3.
4.
5.
6.
( ! ) +
(= ),
where
= + .
( + 2 + + ) = 2 + 2 + x + ( + ) + s.
The substitution = H + ,! leads to a Riccati equation with respect to = ( H ):
( +
[ !H
+ ) +
2,
+
Solution: 2 +
+1
+(
1
+1
, ) H + (, ] = ,!
+
+ 2( #*
+
+
+ ( + , ) + H + ( .
= 0.
+ ' ) = L .
( + +1 + ) = ( + 1 ) .
The substitution = ( ) leads to a Bernoulli equation with respect to = ( ):
2.
[B 2 + ( 'B + ( ) ( ] ? = +
+ s.
The transformation = , = leads to an equation *3 = + #* + $I + , where
# = 2 , $ = 2 ( , = ( B )
(see Subsection 1.3.1).
7.
= 2 + (2 + 1) + 2 2 + .
The substitution = + leads to a Bernoulli equation with respect to
(B 2 + + ( ) ? = + 2 .
= ( ):
Page 132
133
8.
9.
10.
11.
2 = (1 ) 2 + [ (2 + 1) + 2 1] 2 2 .
The transformation = 2 , = a + 2 + 1 leads to a Riccati equation: (B/a 2 + 2 B ) g =
2 + a + 1.
( ]I + ( (m ) = =] 2 + F + ( ( F} ) .
The transformation = + , , = leads to a linear equation with respect to
[( L # ) 2 + c\ ]2 = #* + $ .
[(4
+ s) + (4 + 3s) ]
The substitution = 34
2*2 = (7 + 5 ) 3
12.
(2
14.
15.
16.
17.
+ +
The substitution
[ #2H
13.
19.
3
2
+ 2(3 + s) + 2 .
2 3
+ ) = 2 + ] 2 2 + x + ( + ) + s.
=H +!
, leads to a Riccati equation with respect to = (H ):
+(
, ) H + (, ] = 2 #3,!
+ (2 #2H + , + ) + !H + ( .
1
+ 1)
1 + .
2
+
S =
Q
+3
2
+3
1
1
2+
+ leads to an equation of the form 1.3.3.4:
The substitution =
2
+3
2
+ (1
2(
)
* = [(3 ) 1] + ( 1)(
),
where
= # 2( + 1)( + 3)2 .
(2 + ) = (2 ) 2 + (1 ) + 2 + +2 .
The transformation H =
, = #* + + H 2 + H ( leads to a separable equation:
* = (2 !H + )( H 2 + H ( ).
+ )
= +
+ .
Solution: ( + ) + + = L ( '
2
)2 .
(2 + ( 2 + ) = 2 + ( ] + ( ) 2 + .
= H + ,! leads to a Riccati equation with respect to
The substitution
H + .
( #2H 2 + ( , ) = (2 #3, + $ ) 2 + 2 #2
( + ( 2 +
The substitution
= ( H ):
= F 2 + G + H 2 + I .
= "H leads to a linear equation with respect to = (H ):
[( c
18.
= ( ):
# )H
+ ( $ ) H + ] = ( #2H + $ ) + ,
( + ( 2 + ) = 2 + ( + ( ] + ) + (m + .
This is a special case of equation 1.3.4.22. Solutions: = L3 and #
(2 + ( 2 + )
=
The substitution
[ #* 2 + ( L $ ) + c ]
+ $I + , = 0.
= ( ):
Page 133
134
20.
21.
22.
( + ]I + ( 2 + (m ) = =] 2 + F + ( F ( ) .
The transformation = , , = leads to a linear equation with respect to
[( L # ) 2 + ( c $ ) ]2 = ( #* + $ ) ,$ .
( + ( 2 +
Jacobi equation.
1 )
= ( ):
2.
1 b . With the help of the transformation = + , = + , where and are the parameters
which are determined by solving the algebraic system
2
#2 + $C
+ 1 + 1 + (
#*
= 0,
+ $C + 2 + 2 + (
= 0,
( # + $ 2 + 1 + 1 ) = # 2 + $ + 2 + 2 ,
where 1 = 2 $C + #* + 1, 2 = $I + 2 , 1 = #2 + 1 , 2 = 2 #* + $C + 2 . The transformation
H = , = 1
leads to a linear equation:
[ 1 H
+ ( 1 2 ) H 2 ] = ( 1 H + 1 ) + #2H + $ .
)(B 3 +
+ , 3 ) (B 1 +
+ , 1) + B 2 +
+,
= 0.
The solution of this equation in parametric form can be obtained from the solution of the
following system of constant coefficient linear differential equations:
23.
(
+(
2
+
+
24.
25.
+ , 1 3,
2 2 + , 2 3,
3 2 + , 3 3,
and (a ) =
1 2
.
2
3
, ) H + (, ] = ( #3, + $ )
+ ( #2H + , + ) + !H + ( .
(2 + ( 2 + + + ) = 2 + ( ] + ( ) 2 + I + + s.
The substitution = H + ,! leads to a Riccati equation with respect to = ( H ):
+ (, ) = (2 #3, + $ )
( #2H
+(
+ (2 #2H + , + ) + !H + ( .
(2 ] 2 + + + ) = 2 + x + ( + ) + s.
, leads to a Riccati equation with respect to = (H ):
The substitution = H + !
[ #2H
26.
1+
1+
1
+ ) = / + /( 2 + x + ( + ) + s.
= H + ,! leads to a Riccati equation with respect to = ( H ):
The substitution
[(
1
( 1 ) g = B 1
( 2 ) g = B 2
( 3 ) g = B 3
, ) H + (, ] = #3,!
+ (2 #2H + , + ) + !H + ( .
(2 + ( 2 + + ) = 2 + ( ] + ( ) 2 + x + s.
The substitution = H + ,! leads to a Riccati equation with respect to = ( H ):
[ #2H
+(
, ) H + , ] = (2 #3, + $ )
+ 2 #2H + !H + ( .
Page 134
135
27.
(2
+(
28.
+(
[
+ ) =
( )
+ ( ] +
+ s.
The substitution
[ #2H
+ ( , ) H + (, ] = (2 #3, + $ )
+ ( 1)
( ]
+ ( ) ]
=
+ (2 #2H + , + ) + !H + ( .
+(
( ] + (
+ ( 1) (m
a + #3L3a
,
a +L
=
'a $L3a
.
a +L
L (#
+ ) + (1 )
29.
[(
30.
[( + ) + ( + 1)
+ $I ) + [ # ( ) + $ ( )]
(2 + 1) +
1.3.4.8:
2 H * = (1 B )
32.
(
+ 2
' ) = 0.
The transformation H =
31.
+ (2 1) ] = 2
(2
3B 1 1
,
B 1
+ 3)
3 1
+ 0 ) +
+ 2
H B ,
+ 2) +
0 ]
=
[(
3B 1
B
leads to an equation of the form
+
B 1
B 1
+ [ (2B + 1) H + 2B 1] 2
B H
+ ) = (
2 2
+ (
+ 1)
leads to a separable
0.
2 [( 2 ) + 1 2 ] + 0 22 = 0,
33.
[(12
2 2
+ 1) + 4
= 2 (3
2 2
! +
;
+( 1 +( 0
+(
2
+
+(
2
2
= 1, 2, 3.
+ 2 ^ + 3 2 ).
[(
34.
1)(
Solution: #*
35.
=
where
(2
+ ( ) +
+ c\
+ ) = 4
(F
+ G + H )]
= [ (1 ) ( ]
2
+ p + $
+ = L3 + .
2 2
+ .
+ 2 '
+ [ F (2 )
(
(1 ) H
Page 135
136
36.
37.
38.
*
2
2
= (B + ) (2 !H + ) O !H + H
.
equation:
B + P
w
2
.
+ H ) ( leads to a separable
= 2 + (2 + 1) + 2 J 2 + .
The transformation = ln , = + leads to a Bernoulli equation with respect to = ( ):
(B 2 + + ( ) ? = + 2 .
( )
+1
+ ( ) + #* = 0.
( )
+ ( ) + [ % ( ) +1 + ( )] = 0
, = to an Abel equation:
can be reduced by the transformation H =
, [ (H ) @H! ( H )] + (H ) @H!% (H ) . = " (H ) 2 + "% (H ) .
+1
1.3.52. Equations of the theory of chemical reactors and the combustion theory.
In the theory of chemical reactors and the combustion theory, one encounters equations of the form
= ( ).
The substitution ( ) =
leads to the Abel equation * =
+ Y ( ) + = 0.
HH + Y ( ) H + = 0,
which is reduced, with the aid of the substitution U = 12 ( 2 ), to the following form:
Yu A 2U
HH = (U ) H + 1, where (U ) = A
.
2U
*
(1)
(2)
Page 136
137
+ ` ( ) + = 0
can be reduced by the transformation H = , = ` ( ) to an Abel equation of the form (1):
* + ` ( H ) + H = 0.
1.3.54. Secondorder homogeneous equations of various types.
1 b . A homogeneous equation with respect to the independent variable has the form
= ( ) + ( ).
The substitution ( ) = leads to an Abel equation: *3 = [ ( ) + 1] + ( ).
2 b . A generalized homogeneous equation
= ( ) + 1 ( )
) to an Abel equation:
= 9 : O
can be reduced by the transformation =
P
+
, = 9
+2
4O
:
P
to an Abel equation:
[ ( ) + 4 ( ) + 2 ] K = [( 1) + + 2] .
To the generalized EmdenFowler equation, discussed in Section 2.5, there correspond = B 0 ,
= + 0 , ( ) = #*  , and 4 ( ) = 0.
The transformation
= 9 : ( ) + 2 ( ).
= , = 9 +2 : leads
equation:
to an Abel
[ ( ) + ( ) + ] = ( + + 2) .
= 9
The transformation =
, = 9 :
:
*O
1
+ rO
P
[ ( ) + ( ) 2 ] = [( 1) + ] .
Page 137
138
* = (3
2
3 0
+ 2
2 0
+ 1 )
(3
= 1
+ 2 ) 3 ,
3 0
0 as a particular solution.
2 b . The transformation
2
= X 3
,
= O
3
2
S ,
= exp X O 1 2
Q
3 3 PuM
where
=
+ ` ( ),
` =
where
3
0+
1
M O
3
M
2
3
1 2 2 23
S .
+
3 3
27 32
2.
3.
3 ) 2 .
+ (
6.
+ .
+ ) 2 .
= 1
leads to an Abel equation of the form 1.3.2.1: " = ( + ) + 1.
+ (
+ )2 2 .
= 1
leads to an Abel equation of the form 1.3.2.2: " = ( + )2 +1.
The substitution
5.
The substitution = 1
+ leads to an Abel equation of the form 1.3.2.1: " = 3 + 1.
The substitution
4.
+ (
+ )1 )
2 2
The substitution = 1
leads to an Abel equation of the form 1.3.2.4: " = ( + )1 J 2 +1.
+ 3
3 3
+ 3
= 1.
The substitution =
8.
3 4
+ '
+ .
= 1.
Page 138
9.
11.
139
= 2 +1 3 + 2 .
The substitution = +1 leads to a separable equation: 3 = 3 + (B + 1) + .
For = 13 (B + 1) # 2 and = 23 # (B + 1), the solution is written in parametric form:
= exp O
10.
B +1P
= #O 1 +
exp( ),
U*P
= U 13 ln U + 13  + L .
where
= 3 + 3 + 2 1 2 3 +3 .
The substitution = + ' + leads to a Bernoulli equation: =
= 3 + 3 + 2 + 2 3 +3 + ^ +
The substitution = + ' + leads to a Bernoulli equation: =
9 = (
13.
= 4 3 + ( 2 1) + .
The substitution = leads to a separable equation: p = (
15.
16.
17.
18.
19.
20.
3 2
+2
+ .
.
+( ( 3 2
+2
+ ) .
(9 + 2 + 9 w 1 )( 1 + ) 2 .
1
1
3
, the substitution = O +
For =
1 + + leads to the Abel
3 (1 )
+ ' + P
equation *2 = + + ' + , which is discussed in Subsection 1.3.1.
12.
14.
+ )2
+1 3
= 3 + 3 2 2 3 3 .
=
The substitution = + ' leads to a Bernoulli equation: u
= 2 +1 3 + ( ) + 1 .
=
The substitution = leads to a separable equation: 3
= +2 3 + (
The substitution =
1) + 1 .
=
leads to a separable equation: p
= 3 3 2 4 + 2 3 6 + 2 3.
2 + 1
The transformation = 1
, =
*2 = 3 2 + 1.
+ + ( ).
1
3 2 2
+ +( .
(
+ + ( ).
= ( + ) 3 + 2 .
The substitution = 1
leads to an equation *u = + + ' + , which is discussed in
Subsection 1.3.1.
= ( 2 + ( + = )1 )
The substitution = 1
( #* 2 + $I + L )1 J 2 .
+ 2.
leads to an Abel equation of the form 1.3.1.63: *I =
2 3
6
= 16 ) 9 25
34 9 3
6
U
25
=A
where
The function
<
=T
<
2
27
9
125
( !
108
= U 2 <pT 1,
)
2
25
1)
25 18 7 9 7 18
11 18
J U J < J
=U
A (4 <
6 61 18
.
25
1
1
1
2 (18
</ 1 A 5
2 ),
1) + 2 < .
A (4 <
<
1)
<
= < (U + L , 0, 1).
Page 139
140
21.
+
+ 3
3 + 1.
= 13
2 3 3
1
= +
2 2
The substitution
23.
leads to an Abel equation of the form 1.3.2.7: *I = + 1.
= 1
The substitution
22.
1 2
2
3
+
*p =
=
24.
2
25.
=
+ 3
+ 3
+ 3
The substitution =
29.
=
= [ + exp(2
+ 3
= 23
" = + (6 )1 .
33.
+
( + )
+^
2
3
+ '
( + )
+
2)
C
+ 2
2 ( +2 )
C
+
2
+ [(3 2 + )
+ ( ( + ) + .
+ ( ( 3 2 ) .
3 ( +3 )
( +2 )
3 2 (
2 (
+2 )
leads to a Bernoulli equation: =
+
)]
3 ( +3 )
leads to a Bernoulli equation: =
.
leads to a Bernoulli equation: =
+
( + )
exp(2
The substitution
32.
+ s] + ( 2 + )
+2 )
+ V 3 2 (
( +3 )
leads to a Bernoulli equation: = 3 + [ ( (
W
+2 )
(s
)
+2 )
.
.
+ ] .
+ 2.
= 1
leads to an equation of the form 1.3.1.8: " = exp(2
).
The substitution
31.
= U 13 ln U + 13  + L .
where
The substitution =
30.
,
+ ^ +
( + )
The substitution =
28.
U P
+ leads to a Bernoulli equation: =
The substitution =
27.
+ 3
The substitution =
26.
=
The substitution
= O 1 +
= O
+
) exp(
).
= exp(2
exp(2
2
+ (1 2
3 )
= O
The substitution
" = + (9 )1
) exp( 3).
2
+ exp( 3 ) leads to an equation of the form
The transformation = 2 , = O
3
P
1.3.1.32: " = pA 2(9 )1 1 J 2 .
3 )
1
2
4
3
+ (1
+ 2 (1 3 ) exp( 3 ).
1
+ 2 exp( 3 ) leads to an equation of the form 1.3.1.33:
3
Page 140
34.
= 29 1 1 ) 2 exp(2 3 ) 2 )
Solution in parametric form:
J :
4 3
= 'U
where
2 3 2
,
3
=T
J :
=U
:
*
2 3
141
1 ) 2 (2 3 ) 2 1) exp( 3 ) 2).
3
4
1
= U
12 ,
1 2
2 (
1
3
:
,
T\ 1 2 ) exp A
2
1
ACU
2
3
3
1
,
1 1 3(
1 1 3(
functions.
35.
)4 ) 3 exp O
=
2
,
U
3 P
3 J U J
1
27
2(
)13 ) 6 (2
2
4(U + 1) 2 + 4U 2 3U
2
7
J
6
2(U + 1) U 2
U )
2 3 2 3 (2
+ 27 2 ) exp O
exp O
3U
6 P
where = U ln 1 + U  + L .
36.
+ cosh(
The transformation a =
37.
2 a .
+ sinh(
The transformation a =
38.
39.
40.
41.
42.
43.
2 a + .
.
1
sinh( ),
=
cosh( ),
=
g =
leads to a Riccati equation: 2 3
.
1
g =
leads to a Riccati equation: 2 3
= 3 + cos( ) 2 .
The substitution = 1
leads to an Abel equation of the form 1.3.2.11: " = cos( ) +1.
= 3 + sin( ) 2 .
The substitution = 1
leads to an Abel equation of the form 1.3.2.12: " = sin( ) +1.
= 3 + 3 2 sin2 ( ) + cos(
The substitution = sin( ) + 1
*2 = 3 sin( ) + 1.
) 2 3 sin3 ( ).
leads to an Abel equation of the form 1.3.2.12:
Page 141
142
44.
!
+ OD!"
The substitution
"
" P
= ! ( ),
= " ( ),
"
= % ( ).
+ !" 3 .
= 2 (
leads to a separable equation: p
+ + ( ).
45.
46.
2(
"
" +
Solution: X
)3
!"I
1
+ L = ln  + , where =
.
M
3 +1
( + )
+ L"
" ! + ! " .
% +
+ P
! "
" !
+
X ( )2 % S .
= L exp
Solution:    
+
Q +
M
47.
!
= ( ! )( " ) Oi
0)
= N
22
+N
0 + N
12
11
+N
H =
,
2 b . The transformation
[( #
H $ 0) + #
22
H 3 + (#
12
=
22 )
11
H 2 + (#
11
12 )
H $
11 ]
= 2#
+ 2( #
22
H 2+#
12
H +#
11 )
22
+#
12
+ #
11
+#
= 0,
22
+$
12
+ $
11
+$
= 0,
22
+#
+#
12
11
The transformation =
{[ 2
+ (
+ # 12 ) + (2 # 11 + # 12 ) )]
= $ 22 2 + $ 12 + $ 11 2 + (2 $ 22 + $ 12 ) + (2 $ 11 + $ 12 ) .
, = 1
reduces this equation to an Abel equation of the second kind:
+ # 22 3 + ( # 12 $ 22 ) 2 + ( # 11 $ 12 ) $ 11 }
= ( + ) 2 + ( # 2 + # + # ) ,
+ (2 #
2 ) 1 ]
22
where
= 2#
11
+#
4 b . The substitution
22
12
11
, 1 = 2 $ 11 + $ 12 , 2 = 2 # 22 + # 12 , and 2 = 2 $ 22 + $ 12 .
= a +
, where parameter
is determined by solving the cubic equation
12
(#
22
2+#
12
+#
11 )
22
2$
12
11
= 0,
22
= 2$
#
22
22
)a 2 + $
+$
12
(2 #
0
22
] g = ( #
+#
22
2+#
12
+#
11 )
+ (2 #
22
+#
12 )
a + #
22
a 2 + # 0,
12 ).
Page 142
143
3.
4.
( 2 + 2 )
Solution: #
= 2 + (
3
$I 3 + 3(
+ .
) = L .
( 2 + ( 2 2 ( ) = =] 2 + 2 (
The transformation = + , =
( #* 2 + $ ) + 2 !$ .
7.
8.
9.
10.
11.
12.
13.
14.
+ L3
=
+ $I )2
( 2 2 ] + (m 2 ) = ( 2 + 2 (m ] 3 2 + .
The substitution = H + ,! leads to a Riccati equation with respect to = ( H ):
2
+ ]
= , ( $ #3, )
+ #2H 2 .
( 2 + 2 ( + ] 2 2 ) = ( 2 + 2 ] 2 + (m 2 2 + .
The substitution = H + ,! leads to a Riccati equation with respect to = ( H ):
[( $ #3, ) H
6.
.
leads to a linear equation: ( #*
( 2 + ( + = 2 ) = F 2 + G + H 2 .
Homogeneous equation. The substitution H =
leads to a separable equation: "H =
( #2H 2 + $CH + L )1 [ #2H 3 + ( c $ ) H 2 + ( L ) H + ].
[( #3, + $ ) H
5.
( 2 + ( + =
The substitution
( 2 + 2 (
Solution: #
+ ]
= 2 , ( #3, + $ )
+ 2( #3, + $ ) H + #2H 2 .
+ ) = ]I 2 + (m + = 2 + .
= H + ,! leads to a Riccati equation with respect to = ( H ):
2
( , ) = ( #3,
+ $, + L )
+ F 2 + ) = (
3
p 3 + 3( $I 2 + c\
2
2
2F
+
+ (2 #3, + $ ) H + #2H
+G 2+ .
' ) = L .
( 2 2 + ( 2 + ( ) = 2 + 2 ( ( 2 +
This is a special case of equation 1.4.2.21 with = 1 and = 1.
( 2 + 2 + ( 2 + ( ) = 2 + 2 ( + ( 2 +
This is a special case of equation 1.4.2.21 with = 1 and = 1.
( 2 4 + ( 2 + 4 ( ) = 2 2 + 2 ( 2 (
This is a special case of equation 1.4.2.21 with = 1 and = 2.
.
.
+ 8
( 2 + 4 + ( 2 + 4 ( ) = 2 2 + 2 ( + 2 ( 2 8
This is a special case of equation 1.4.2.21 with = 1 and = 2.
( 2 6 + ( 2 + 9 ( ) = 3 2 + 2 ( 3 (
This is a special case of equation 1.4.2.21 with = 1 and = 3.
+ 27
( 2 + 6 + ( 2 + 9 ( ) = 3 2 + 2 ( + 3 ( 2 27
This is a special case of equation 1.4.2.21 with = 1 and = 3.
2( 2 + ( 2 + 4 ( ) = 2 + 4 ( ( 2 +
This is a special case of equation 1.4.2.21 with = 2 and = 1.
+ .
2( .
+ 2( .
3( .
+ 3( .
4( .
Page 143
144
15.
( 2 2 + 2 + 2 3 ) = 2 + 2 2 + 3 2 .
This is a special case of equation 1.4.2.21 with # = 1 and $ = 1.
16.
( 2 2 2 + 2 + 3 ) = 2 2 + 2 + 3 + 2 .
This is a special case of equation 1.4.2.21 with # = 1 and $ = 1.
17.
( 2 2 + 2 2 + 2 2 3 ) = 2 + 4 2 2 +
This is a special case of equation 1.4.2.21 with # = 1 and $ = 2.
18.
( 2 2 2 2 + 2 + 2 3 ) = 2 4 + 2 2 + 3 + 2
This is a special case of equation 1.4.2.21 with # = 1 and $ = 2.
19.
( 2 + ( + =
The substitution
20.
[( c
+ ) = F 2 + (2 ] + ( 2 F ) + ( ] 2 + F} + = )
= H + ,! leads to a Riccati equation with respect to = ( H ):
#3, ) H
( !#*
+ , ] = ( #3,
( 2 2 + ( 2 +
The transformation = + ,
21.
+ #*
+ $, + L )
= 2 + 2 ( (
= + leads to a linear equation:
( )
+ !$I $ ) = ( !#*
+ (2 #3, + $ ) H + #2H
+ .
+ .
3
(
2 #* + !$ ) + 2 2 $ 2 2 # .
12
1
0 + M
11
+M
+M
)
11
2 b . The transformation =
, = 1
leads to an Abel equation of the second kind:
{[ #
2 + (#
2)
$ 1 ] + #
22
3 + (#
12
$ 11 }
= ( # 2 + # 1 ) 2 + ( # 22 2 + #
2 + (#
22 )
11
12 )
12
+#
11 )
3 b . In Item 3 b of Subsection 1.4.4, another transformation is given which reduces the original
equation to an Abel equation of the second kind.
4 b . Dynamical systems of the secondorder
M
M
a
( , ),
M
M
= ( , ),
(1)
which describe the behavior of simplest Lagrangian and Hamiltonian systems in mechanics, are
often reduced to equations of the type in question if
( , ) = ( , )( #
( , ) = ( , )($
22
22
2
2
+#
+$
12
12
+#
+$
11
11
+#
+$
+#
),
+ $ 1 ),
1
(2)
Page 144
145
In particular, dynamical systems (1) with functions (2) and 1 arise in analyzing complex
. and are substituted by their Taylorseries
equilibrium states. In this case, the functions
expansions in the vicinity of the equilibrium state = = 0 with the first and second order terms
retained.
Whenever a solution of the ordinary differential equation
(#
22
+#
12
+#
11
+#
+#
= ( , L 1 ),
= ( , L
) = $
22
= ( , L
1 ),
1 ),
12
+$
11
+$
+$
+ L 2.
M
( , L 1 ), ( , L 1 )
a =X
1 ),
+$
The last relation defines an implicit dependence of the parameter on a , = (a , L 1 , L 2 ), and makes
it possible to establish, with the aid of the first two formulas, the dependence of and on a .
1.4.32. Solvable equations and their solutions.
1.
( 2 2 + ) = 2 2 +
Solution in parametric form:
= a + L a 1 4g ,
2.
( 2 2 + ) = 2 2 2
Solution in parametric form:
= a + L a 1
4.
( 2 2 + ) = 2
Solution in parametric form:
( 2 2 + + 2 ) =
Solution in parametric form:
= a + L 2g ,
g
= L3a 2 J .
+ 2 +
= a + L
( 2 2 + + 2 ) = 2
Solution in parametric form:
6.
( 2 2 + 2 ) = 4
Solution in parametric form:
+ 2
= 13 a + L a 2 J 3 J g ,
7.
( 2 2 + + 3 ) =
Solution in parametric form:
+ 4
= 12 a + L a 1 J g ,
g.
= 2a + L3a
2
g.
= a + L a 3
+ 2
= a + L3a 2 J g ,
= a + L a 3 4g ,
5.
g.
+ .
= a + L3a 2 J g ,
3.
+ 2
g
J .
g
= 23 a + L a 2 J 3 J .
2
+ + 3
g
= 23 a + L a 1 J .
Page 145
146
8.
= a + L a 1 J g ,
9.
10.
( 2 + + ) = 2
Solution in parametric form:
( 2 + 2 ) = 3
Solution in parametric form:
g
= a + L a 1 J .
+ 2 .
= a + L3a 2 g ,
2
+ 2
= L3a 2 .
= 12 a + L a 1 J 2 J g ,
11.
( 2 + 2 2 + + ) =
Solution in parametric form:
12.
( 2 + 2 2 + + ) = 2
Solution in parametric form:
( 2 + 2 2 + )
Solution in parametric form:
14.
15.
( 2 + 2 2 + 2 ) = 5
Solution in parametric form:
(
Solution: =
16.
L ln  
( 2 2 + 2 + + )
Solution in parametric form:
18.
2 + 2
+ 2
g.
+ 2
g
= 12 a + L a 3 J 4 J .
=
+
= 2 a + L
+ 2
2 ln a 
2
+
2 )
3 ln a 
= 2(
+ L3a ,
( 2 2 + 2 + + 2 ) = 2(
Solution in parametric form:
( 2 2
= 14 a + L a 3 J 4 J g ,
=
17.
g
.
2 9
g
= a + L  a 3 J .
= a + L 3g ,
= 2 a + L3a
= a + L  a 3 J g ,
13.
+ 2
g
= a + L  a 1 J 2 J .
= a + L3a 2 9g ,
+ 2
=
+
+ L3a ,
2
+ +
2 ln a 
+ L3a .
) + + 2
2
+ L3a .
3 ln a 
) + 2
=
ln a 
+ L3a ,
2
+ L3a .
ln a 
Page 146
19.
( 2 + 2 + 2 + + 2 ) =
Solution in parametric form:
=L
20.
O a 1J 3 +
=L
21.
Oa 3 +
4a
P
a,
+ L3a ,
( 2 + 2 3 2 + + ) = 3
Solution in parametric form:
( 2 + 2 3 2 + + ) =
Solution in parametric form:
+ 2
= a + L a 1 8g ,
24.
( 2 + 2 3 2 + + 2 ) =
Solution in parametric form:
= a + L a 3
25.
( 2 2 + + ) = 2
Solution in parametric form:
16
g,
+
= ( )a + L a  4g ,
26.
( 2 + + ) = 2
Solution in parametric form:
( 2 + 2 2 + + ) =
Solution in parametric form:
( 2 2 + 2 + ) = (
Solution in parametric form:
=
P
0.
+ L3a ,
0.
g
= 21 a + L3a 2 J .
+ 3
+ 3
1
+ L3a ,
1 ln a 
g.
.
16
g.
+ 4g
,
= L a 
2
+ g
,
+ ( ) + 2
)+
.
0.
1
+ L3a ,
1 ln a 
+ 9g
,
= 2( 2 )a + L a  2
= 3 a + L a 3
+ ( + ) .
+
= (2 )a + L a  2 9g ,
28.
a,
= ( )a + L a 
+ g
= 'a + L a  ,
27.
4a
= 3 a + L a 1
+ 2
Oa 3 +
0.
4a 3
+L
3
2 +
= L
= 12 a + L3a 2 J g ,
23.
= L
4a 2
+ L3a ,
5 P
O a 1J 3 +
= L
147
+ 2 +
4a 3
1
+L
3
( 2 + 2 + 2 + 2 )
Solution in parametric form:
=L
22.
4a 2
+ L3a ,
5 P
( 2 + 2 + 2 + )
Solution in parametric form:
2 .
1.
Page 147
148
29.
30.
+
= (3 )a + L a  3
+ 2
+
+ )
31.
( + 3
32.
16
+ 2
+
+ )
= + 3
( + 1)
g,
33.
+ 2 ]
# +3
+ L a  O
( 2 2 + 2 2 +
Solution in parametric form:
36.
38.
+ ( 3 ) + 4
+
= ( + 4) ( + 6)
a,
3 .
+ g
+
,
2 .
.
25
g,
= #3L
= (2
# 3.
2( # 1) 3
a + L 2a ,
0.
3
) 2 2 + 2 + ] .
1+
#*a
4 .
+ 2
+2
2a
g
+ L a  O +3 J ,
# +3
O
2 2 + 3 2 +
] ]
+ (3 + ) 2
g,
=
2
16
+ L3a 2 J ,
=
+ L3a 2 J ,
# 1.
1#
1#
( 2 2 + 2 2 + + ) = ( 2 2 + 2 2 ) + ( + + ) .
Solution in parametric form:
+
+
(1 # )2 2
(1 # )2 2
a + L3a ,
a +3
= L 2 a O + +
= #3L 2 a O + +
L a,
(2 # ) +
(2 # ) +
where + 0 and (2 # ) + 0.
[ 2 ( + 2) + ( + 1) 2 +
Solution in parametric form:
=
37.
+
= 2(2 + )a + L a  2
Jg,
=
35.
+2
+3
2( # 1) 3
a +L
=L
1+
3
[ 2 2 + (2 1) 2 +
Solution in parametric form:
3
34.
+ ( 2 ) + 3
= 4( 4 )a + L a  4
=
+ 2
25
= 3( 3 )a + L a  3
+
= (4 )a + L a  4
[ +
g,
+
= (2 + )a + L a  2 + g ,
= 3
+ L a  O
( 1)
Jg,
1#
[ 2 + ( + 1) 2 + +
Solution in parametric form:
( 2 + ( + =
The substitution
[ #2H
= a + L  a 2 O
= (
Jg,
#*a
1#
+ 1)
( 1)
+ L a  O
2
= a + L  a 2 O
+1
]
Jg,
+
# 1.
Jg.
= F 2 + G + H 2 + I .
= "H leads to a linear equation with respect to = (H ):
2
+ (c
+1
=
$ )H
+ ( L ) H + ] = ( #2H
39.
( + (
40.
( 2 + 2 ( + ] 2 2 + + ) = ( 2 + 2 ] 2
# , 2.
This is a special case of equation 1.4.3.57 with L = 3
+=
] ]
( = )
=F +G
2
+ $CH + L ) + , .
(=
G )
(m 2
Page 148
41.
(
(
(
+ 2(
(m
] 2
] 2
+ 2 ]
42.
+ 2(
= #3, .
+ 2(
(
(
(
(
(
(
+ 2(
(m
(m
= #3, .
+ 2(
+ 2 ]
+ 2 ]
+ 2 ]
2 ]
+ +
+ +
+ 2 ]
]
+ I +
= $, .
]I
]I
(m
(
2 ]
(m
51.
+ 2
2
52.
2
2
=L
53.
[2
( +3)
aQP
2, , 0):
# 1 2
a + L3a ,
( $ 2) ,
+( +1)
+ ( >(
+ x
+ 2 (m
]
+ 2 (m
]
2
) (
= , .
+ 2 ]
= #3L
1) I + ( ( )
= ( 2 2
+ ((
+ x
+ 1) ( +
+
+
(
1) (
0):
# +1 2
a + L3a ,
aO +
( # 2) $
=L
=.
1) ( 2 >( ]
= ( 2 + 2
+ (
= #3, .
= (
= #3, .
= (
+ 2 ]
2
= #3, .
+ 2 ]
= $, .
]
]I
+ 2 ]
49.
+ x
48.
]
47.
(m 2
46.
(m 2
149
+ 2 ]
=.
45.
+ 2 ]
43.
]
+ 2
= #3L
# +1 2
a + L3a .
aO +
( # 2) $
= ( +1)
aQP
2
1) I ( (
) + ( >(
1)
# 1 2
a + L3a .
( $ 2) ,
(3 +1)
+2
+ ( >(
=
1#
+ L a 1
P Jg,
#*a
1#
+ L a 1
P Jg,
# 1.
Page 149
150
54.
=
55.
1#
+ L  a 3
( 2 + ( + =
The substitution
2 + 2(
(
ln a 
+ ( >(
) ( ( ) + ( ( ( ) .
+ L3a .
+ !H .
+ 2 $, + L )
+ $, )
2
+
+ )
=
( 2 + 2]
2
+ ( , + ) + #2H
+m
( 2
( 2 + 2 ( + =
The substitution
, ] H
= 2 , ( #3, + $ )
+ !H .
1)
+ !H .
Solution:
+
, ] H = ( #3,
+ 2 $, + L )
+ 2( #3, + $ ) H + #2H
+ !H .
+ + ) = ( 2 + 2 ] 2 + ( ] 2 + (m + = ) 2 + I +
= H + ,! leads to a Riccati equation with respect to = ( H ):
2
+ 2 $, + L )
1,
+ L a  O
P Jg,
+
) .
+ ) = ( 2 +2 ] 2 + ( ] 2 + (m + = ) 2 + x
= H + ,! leads to a Riccati equation with respect to = ( H ):
=
[ (
) .
+ !H .
,!a
1,
+ L a  O
P Jg,
1)
) .
+ [2 ( + 1)] + ( ] 1) 2 + ( (m }
= ( ) 2 + [2 ( + 1)] + (
Solution in parametric form:
{(
+ !H .
+ x + ( +
= H + ,! leads to a Riccati equation with respect to = ( H ):
( 2 +2 ( + =
The substitution
# 1.
, ] H = , ( $ #3, )
( $ #3, ) H 2 = ( #3,
64.
, ] H = ( #3,
+]
2
[( $ #3, ) H
63.
( 2 2 ] + (m 2 + + ) = ( 2 + 2 (m ] 3 2 + x + ( +
The substitution = H + ,! leads to a Riccati equation with respect to = ( H ):
[( $ #3, ) H +
62.
+ L3a ,
P Jg,
+2
( 2 + 2 ( (m 2 + + ) = ( 2 + 2 ] 2 ] 3 2 + x + ( +
The substitution = H + ,! leads to a Riccati equation with respect to = ( H ):
The substitution
61.
ln a 
= ( #3, 2 + $, + L )
[( #3, + $ ) H +
60.
+ L  a 3
( 2 + 2 ( + = 2 + + ) = ( 2 + 2 ] 2 + ( ] 2 + (m + = ) 2 + +
The substitution = H + ,! leads to a Riccati equation with respect to = ( H ):
[( $ #3, ) H +
59.
1#
( +3)
+ + ) = ]I 2 + (m + = 2 + + ( + ) .
= H + ,! leads to a Riccati equation with respect to = ( H ):
[( $ #3, ) H + , ] H = ( #3,
58.
#*a
(B , ) H
57.
P Jg,
= (3 )
[ ( 2 2 + 2 ) ( ( ) + ( ( ( ) ] = ( (
Solution in parametric form:
=
56.
+ !H .
(m
, 1.
) + (2 2 ) + ( >(4 ) ]
+ ( ( 2 + + 2 ) + ( >(4 ) + (2 (
+ = 2 #2. $C. + . = L exp( # I
$ ).
)
= 0.
Page 150
65.
The substitution
+ 1 ) = ( 22 2 + (2 22 + 12 2 ( 22 )
+ ( 22 2 + ( 22 + 11 ) 2 + ( 2 + ( 2 +
= H + ,! leads to a Riccati equation with respect to = ( H ):
[( $
(
22
22
12
22
, )H + $
11
2
, ] H = ( #
, 2+#
12
(
2
] 2
RT
+
=
H .
RT(m
+ @U(m
+ @U] @U(m
2)
, + # 11 )
+ [(2 # 22 , + #
22
66.
151
12 )
]
H +#
(
R ( )
2
( 2 2 (m
, + # 1 ] + #
0,
(m 2
H 2+#
]
+ ( .
RT]
22
=
67.
[ /
/S
(m
+ L3a ,
ln a 
@U
=
/
+ L3a .
ln a 
+ (@3( R ) ]
2 /S + /(m
3
= #*a + L a  +1 g ,
68.
R )
( /S
= #*a + L a 
69.
( / 3 2 2 / 2 ( + />( 2
Solution in parametric form:
= #3L
70.
V /
3 2
2 /
2
3
+1
exp O
0
,
CaP
/>( 2
= $Ia + L a 
+ ) = / 2
(
, Ca 3 + 1 + L
a,
= $L
+1
exp O
2
+ @U
= #3L
Oa  +1 +
a 2 + L3a ,
0 1 P
= $L
Oa  +1 +
0 + M
1 + N
12
0
.
CaP
+ / ( 3
, Ca 3 + 1 + L
(@U] + R ) WN
=/
2 ( 2 2 />( 2 + / ( 3
2
/(m 2
2 />(
2
3
11
R )
3 g
.
= $Ia + L a  +1
[ /
(@U] +
+ (@3(
a.
R )
@U(m
a 2 + L3a .
0 1 P
2+M
+M
+ M 0 )
11
= 0, this is an Abel
Page 151
152
22
+$
12
+ $
11
+$
+$
+$
= 0,
= ( 2 + 1 ) 2 + ( # 22 2 + # 12 + # 11 ) .
3 b . The substitution = H +
, where the parameter
is determined by solving the cubic equation
( # 22
2 + # 12
+ # 11 )
$ 22
2 $ 12
$ 11 = 0,
leads to an Abel equation of the second kind with respect to = ( H ):
[( pH + ) + ($ 22 # 22
) H 2 + ( $ 2 # 2
) H + $ 0 # 0
]
= ( # 22
2 + # 12
+ # 11 ) 2 + [(2 # 22
+ # 12 ) H + # 2
+ # 1 ] + # 22 H 2 + # 2 H + # 0 ,
where = 2 $ 22
+ $ 12
(2 # 22
+ # 12 ), = $ 2
+ $ 1
( # 2
+ # 1 ).
1.4.42. Solvable equations and their solutions.
1.
2.
3.
4.
5.
6.
7.
8.
( + + )2 = ( + + )2 .
This is a special case of equation 1.7.1.6 with ( H ) = H
2+(
(
( +
$
) = ]
= 2+F
+ ( F ) .
The transformation = + , = leads to a linear equation:
[ #* 3 + ( L $ ) 2 + c\ ] = ( #* 2 + $I ) + , .
( 2 + 2 + ( 2 + ( ) = 2 + 2 ( + F 2 + 2( ( F ) + F
The transformation = + 1, = 1 leads to a linear equation:
( #* 3 #* 2 + $I + c ) = ( #* 2 + 2 #* + $ ) + 2( $ # ).
( 2 2 + ( 2 + ( ) =
The transformation = 1, =
( #* 3 + #* 2 + $I + L
2 + 2 ( + = 2 + 2( ( + = ) +
1 leads to a linear equation:
) = ( #* 2 2 #* + $ ) + 2( # $ ).
( 2 + 2 + ( 2 + ( ) = 2 + 2 ( + = 2 + 2( = ( )
The transformation = 1, = + 1 leads to a linear equation:
# 2 + $I + L ) = ( #* 2 + 2 #* + $ ) + 2(# $ ).
( #* 3 *
( 2 2 + ( 2 + ( ) =
The transformation = + 1, =
( #* 3 + #* 2 + $I + L
.
2 + 2 ( + = 2 2( ( + = ) +
+ 1 leads to a linear equation:
) = ( #* 2 2 #* + $ ) + 2( $ # ).
+= .
+= .
( 2 2 + ( 2 + ( ) = =] 2 +2 ( + F 2 2( + = ) 2( ( + F ) +2 + = + F .
The transformation = + 1, = + 1 leads to a linear equation:
[ #* 3 + (2 # + L ) 2 + $I + c ] = ( #* 2 2 #* + $ ) + 2( $ # ).
(2 2 2 + ( 2 + 2 4 ( ) = 2 + 2 ( + F 2 2( ( + 2 F ) +
This is a special case of equation 1.4.4.34 with = 2, = 1, and L = # .
+ 4F .
Page 152
9.
13.
14.
15.
16.
17.
2 #*
+ $I + L ) = ( #*
+ 2 #*
+ $I + L ) = ( #*
+ ( L 4 # )
19.
20.
21.
22.
23.
= )
+ 8
+= .
4 #* + $ ) + 2$ 8 # .
+ $I + 2 $ ] = ( #*
+ 4 = 16 .
+ 4 #* + $ ) + 2$ 8 # .
(2 2 + 2 + ( 2 + 2 4 ( ) = 2 + 2 ( + F 2 + 2( ( 2 F ) + 4 F
This is a special case of equation 1.4.4.34 with = 2, = 1, and L = # .
(2 2 + 2 ( 2 + 2 + 4 ( ) = 2 2 ( F 2 + 2( ( 2 F )
This is a special case of equation 1.4.4.34 with = 2, = 1, and L = # .
( 2 + 2 ( + ] 2 2 + + + ) = ( 2 + 2 ]
This is a special case of equation 1.4.4.27 with L = #3, 2 .
+ (m
+ (m
+ (m
]
]
( 2 + 2 ( + ] 2 2 + + + ) = ( 2 + 2 ]
This is a special case of equation 1.4.4.32 with L = #3, 2 .
( 2 + 2 ( + ] 2 2 + + ) = ( 2 + 2 ]
This is a special case of equation 1.4.4.31 with L = #3, 2 .
( 2 + 2 ( (m 2 + + + ) = ( 2 + 2 ]
This is a special case of equation 1.4.4.28 with = .
18.
8 .
+ 4 #* + $ ) + 2$ 8 # .
( 2 + 4 + ( 2 + 4 ( ) = =] 2 + 2 ( + 2 ( 2 + 4( = 2 ) + 2 (
The transformation = + 1, = 2 leads to a linear equation:
[ #*
12.
( 2 4 + ( 2 + 4 ( ) = 2 2 + 2 ( + = 2 2(2 (
The transformation = + 1, = + 2 leads to a linear equation:
( #*
11.
153
( 2 + 4 + ( 2 + 4 ( ) = 2 2 + 2 ( + = 2 2( = 2 ( ) + =
The transformation = + 1, = 2 leads to a linear equation:
( #*
10.
( 2 + 2 ( (m 2 + + + ) = ( 2 + 2 ]
This is a special case of equation 1.4.4.32 with L = $, .
( 2 + 2 ( (m 2 + + ) = ( 2 + 2 ]
This is a special case of equation 1.4.4.31 with L = $, .
( 2 + 2 ] + = 2 + + + ) = ]I 2 + 2 ]
# , .
This is a special case of equation 1.4.4.27 with $ = 3
( 2 + 2 ] + = 2 + + + ) = ]I 2 + 2 ]
This is a special case of equation 1.4.4.32 with $ = #3, .
( 2 + 2 ] + = 2 + + ) = ]I 2 + 2 ]
This is a special case of equation 1.4.4.31 with $ = #3, .
( 2 2 ] + (m 2 + + + ) = ( 2 + 2 (m
This is a special case of equation 1.4.4.29 with = .
+ =
+ =
+ =
]
+ +
+ s.
+ I +
+ s.
+ x
+ s.
4F .
] 3
.
+ s.
+ I +
+ s.
+ x
+ s.
+ +
+ s.
+ I +
+ s.
+ x
+ s.
+ s.
+ +
Page 153
154
24.
2 ]
+ (m
+ +
+ ) = (
(
(
+(
+ 2 $I + L3
+=
+=
+2 (
(
[( $ #3, ) H
2
+(
(
[( $ #3, ) H
(
+ 2(
+(
[( $ #3, ) H
(
+2 (
V
(
+G
+H
+ , ,
where
+ I GI
= ]I
+ (m
+ =
' .
, = , + 2 $I .
+ + ( + ) + s.
+2 ]
+ ( ]
+ (m + = )
+ !H +
+ +
+s.
+(
+ ) =
(
+2 ]
]
3
+ !H +
) +s.
+ x + ( +
+ +
+ )
= (
+2 (m
]
3
) +s.
+ x + ( +
= , ( $ #3, )
, ) H + (, ]
+ +
+ ) =
(
+2 ]
+ ( , + ) + #2H
+m
( 2
+ !H + ( .
) +s.
+ x + ( +
= (
+ )
+ 2 ]
+ ( ]
(m
= )
+ !H + ( .
+ x
+ s.
+ +
+ ) =
(
+ 2 $, + L )
+2 ]
+ 2( #3, + $ ) H + #2H
+ ( ]
+ (m + = )
+ !H + .
+ I +
+s.
+
Solution:
+
+ p + u
, ) H + (, ] = 2 , ( #3, + $ )
The substitution
[ (
+ s.
+=
[( $ #3, ) H
+(
The substitution
33.
+]
2
+2 (
+ ) =
(
+ +
+m
(
2 ]
, ) H + (, ]
The substitution
32.
+ I +
[( #3, + $ ) H
31.
The substitution
30.
The substitution
(
+ +
m
(
+2 (
+ , ) = $
+ ( , ) H + , ]
= ( #3, 2 + 2 $, + L )
[( $ #3, ) H
29.
= , .
= (
, ] = ( #3, 2 + $, + L )
The substitution
28.
+I
2)
]
[(B , ) H +
(
+ +
The substitution
27.
2 I +
26.
+=
+ 2(
+ 2 (m
, ] = ( #3, 2 + 2 $, + L )
+ !H +
+ =
+>
+ + . = L exp( #
$I ).
Page 154
34.
2 ( ) = =] 2 + 2 (
+ F 2 2 ( + = ) 2( F + ( ) +
The transformation = + , = + leads to a linear equation:
(
2
[ h#*
35.
(
22
12
2
+
(2
2#* + $ ) + 2( h$
11
).
# ).
0.
, ) H 2 + ( $ 2 # 2 , ) H + $ 0 # 0 , ]
= ( # 22 , 2 + # 12 , + # 11 ) 2 + [(2 # 22 , + # 12 ) H + # 2 , + # 1 ] + # 22 H 2 + # 2 H + # 0 .
( 22 2 + 12 + 11 2 + 2 + 1 + 0 ) = ( 22 2 + ( 12 + ( 11 2 + ( 2 + ( 1 + ( 0 .
Here, #2 , $3 , and # 1 are arbitrary parameters, and the other parameters are defined by the
[( $
22
22
relations:
2 # 22 ,
2
+ # 22 2 # 1 ,
0 = # 11
2 = (2 # 11 $ 12 ) + ( # 12 2 $ 22 ) + # 1 ,
1 = 2 $ 11 $ 12 ,
2
+ ( $ 12 2 # 11 ) + ( $ 22 # 12 )
0 = $ 11
2
#
$
$
$
= #
12
22
3 + ($
where , = 2 #
11
22
+#
#
12
12 )
2 + ($
= +
12
11 )
+$
11 ]
= (#
22
2+#
12
+#
11 )
+, ,
+ # 1.
+ 2 + 1 + 0 ) = ( 22 2 + (2 22 + 12 2 ( 22 )
+ ( 22 2 + ( 22 + 11 ) 2 + ( 2 + ( 2 + 1 ( 2 ) + (
= H + ,! leads to a Riccati equation with respect to = ( H ):
+ $I + c ] = ( h#*
+ (2# + L )
The substitution
36.
155
0 2 + M 1 2 + M
3 + Z + Z
0
1
0
3
2
2
3
( +
+ ) = + + .
3+M
3 + Y 1 + Y 0 )
=L
2.
( 3 2 2 + 3 + )
Solution in parametric form:
=L
3.
a a  2 g + 12 L a  2 g ,
sign a
J g + 1 L a  1 J g ,
8
( 3 + 2 2 3 + + ) =
Solution in parametric form ( ):
4a 2
= a + L a  + exp O
,
+ P
4.
( 3 + 2 2 2 + 2 +
Solution in parametric form:
=L
1 1 1
=L
J g + 1 L3a 2 1 J g ,
3
=L
a a  2 g 12 L a  2 g .
sign a
J g 1 L a  1 J g .
8
= a L a  + exp O
+ 4
=L
1 1 1
4a 2
.
+ P
+ 4
J g 2 L3a 2 1 J g .
3
Page 155
156
5.
=L
6.
Jg +
a a 
1
32
sign a
= 3
L a  1 J g ,
= 2
= 2
2
27 a 2
= a + L a  + exp
S ,
Q 2( + )
9.
10.
3
2( )
a a 
g
1
16 (
12.
= 3
= a + L3a 2 exp O
13.
( 3 4 2 + 5 2 2 3 + 2 3
Solution in parametric form:
1
=L
14.
sign a
sign a
2a P
3
32
L a  1 J g .
+ 4
J g 2 L a  1 J g .
9
27 a 2
S .
Q 2( + )
+ 9
a a 
g +
= 3
=L
3
15
=L
3
) L a  2( ) g .
4a 3
O  a  + +
.
2 + P
+ 10
sign a
3
16 (
2a 4 + 1.
+ 20
(2 ) + 3
3
2( )
= a + 2 L3a 2 exp O
= 2
J g + 1 L a  1 J g ,
8
+ 3
+ ( ) + 2
= L3a L
14
J g + L a  1 J g ,
( 3 5 2 + 7 2 3 3 + 2
Solution in parametric form:
=L
4a 3
O  a  + +
,
2 + P
( 3 4 2 + 4 2 +
Solution in parametric form:
J g + 2 L a 1 1 J g .
3
sign a
= L3a T
( 3 + 3 2 + 3 2 + 3 + + ) =
Solution in parametric form ( 2 ):
= L3a + L
+ 8
=L
L 2
= L3aA 2a 4 + 1,
11.
Jg
+ 4
=L
3
) L a  2( ) g ,
( 3 + 3 2 + 3 2 + 3 +
Solution in parametric form:
a a 
sign a
= a 2 L a  + exp
( 3 + 3 2 2 3 3 + + ) =
Solution in parametric form ( ):
=L
=L
+ 6
+ 15
+ 2
J g + 1 L a  1 J g ,
9
( 3 + 3 2 4 3 + + ) = 2
Solution in parametric form ( ):
=L
J g 1 L a 1 1 J g ,
3
( 3 3 2 + 2 3 + 2 +
Solution in parametric form:
=L
8.
( 3 + 2 2 2 2 3 + 2 +
Solution in parametric form:
=L
7.
sign a
+ 21
sign a
+ 2 2
2a 2 P
.
3
J g + 2 L a  1 J g .
+ 3 4
+ 2 3
J g + 3 L a  1 J g .
8
Page 156
15.
( 3 5 2 + 8 2 4 3 + + ) = 2
Solution in parametric form ( ):
10
2 +
a2
= a + L a  + exp
S ,
Q 2( + )
16.
( 3 + 5 2 + 3 2 9 3 + + )
Solution in parametric form ( ):
18.
= 3
15
= L3a"A
19.
g
24.
1
27 (
=L
1 1 1
a a 
12
J g 1 L a 1 1 J g ,
8
( 2 2 2 + 2 3 + ) =
Solution in parametric form ( , 1):
= a + L a  exp
S ,
Q 2( , 1)a 2
a2
Q 2( + )
+ 27
+ 18
S .
+ ( 2 ) + 3
32 a 2
.
+ P
+ (4 + ) 3
3 +
3 +
a a  4 +2 g 3( + 12 ) L a  4 +2 g .
+ 24
16
2a 4 + 1.
=L
+ 6
3
1
g
.
2
2
2 ) L a 
+ (3 + ) 2
2 +
2 +
a a  3 +2 g 2(3 + 2 ) L a  3 +2 g .
1 1 1
=L
( ) + 2
+ 18
=L
2
27 (
g
+
a a  +2 g .
2
2
a a 
=L
+ 3
=L
+ 3
+ 3
13
J g + 1 L3a 2 1 J g ,
8
(3 3 + 2 3 2 3 + ) =
Solution in parametric form:
1
+ (3 + ) 2
+ ( + ) .
g
,
(3 3 2 3 2 + 3 + ) =
Solution in parametric form:
= L3a"A
2
2
2 ) L a 
11
2a 4 + 1,
2 +
2 +
a a  3 +2 g (3 + 2 ) L a  3 +2 g ,
=L
a a  +2 g + ( + 2 ) L a  +2 g ,
2
2
a a 
=L
23.
2
= 2
(2 3 9 2 + 13 2 6 3 + + ) = 3
Solution in parametric form ( 32 ):
=L
22.
(2 3 + 3 2 3 2 2 3 + + ) =
Solution in parametric form ( 2 ):
=L
21.
exp
(2 3 3 2 + 2 + + ) = 3
Solution in parametric form ( 2 ):
=L
20.
= a 3 L a  + exp O
3 +
3 +
a a  4 +2 g ( + 12 ) L a  4 +2 g ,
( 3 6 2 + 12 2 8 3 + )
Solution in parametric form ( > 0):
2 +
+
( 3 6 2 + 11 2 6 3 + + ) = 2
Solution in parametric form ( 21 ):
=L
+ 16
= a + 2 L a 
3
32 a 2
= a + L a  + exp O
,
+ P
17.
157
a a 
2 2
J g 1 L3a 2 1 J g .
8
J g + 1 L a 1 1 J g .
8
+
S .
Q 2( , 1)a 2
= a + , L a  exp
Page 157
158
25.
26.
+ 3
, 1 2
2a + 1,
2
= L3a"AeL
2
27.
1
2
( , 1)3
a 3S ,
( , 3) 2
( + 2)
sign a
J g + L a  1 J g ,
( , 1)2
=L
+
+ +
sign a
( + 2)
(2 + 1)
+ ( + 1) 2
S .
Q 2( , 1)2 a 2
= a + , L3a 2 exp
( 3 + 2 2 3 + + ) =
1 b . Solution in parametric form with 0:
( , 1)3
a 3S .
( , 3) 2
+ ( + 2) 2 2 3 + + ]
= I 3 (2 + 1) 2 + 2 ( + 2) 2
Solution in parametric form ( , , 1):
J g + , L a  1 J g .
( , 1)2
( 4) 2 + 2 ( 2) 3 + ]
= (2 1) 3 (4 1) 2 + 2 (2 + 1)
Solution in parametric form ( , 1):
+ [( + 1) + ]
a 
3 2
, 1 2
2a + 1.
2
= L3a + , L
+ 3
( , 3), , 1):
+
( , 1)3 2
= a + L a  + exp
a S ,
Q 2( + )
30.
= L3aAe, L
= a + L3a 2 exp
S ,
Q 2( , 1)2 a 2
29.
+ (2 + 1) 2 3 + 2 ( + 1) ]
= I 3 ( + 2) 2 + (2 + 1) 2
Solution in parametric form ( , 1):
=L
28.
+
+ +
a 
+ )
= I 3 3 2 2 + 3 3 2
= L3a + L
+ [( + 1) + ]
+
( , 1)3 2
+ exp
a S .
Q 2( + )
= a + , L a 
3
a a  2 a + 1 O 2 14 L a  2 a + 1 2 O ,
= L 1 a a  2 a + 1 O 2 + 14 L a  2 a + 1 2 O .
=L
=L
31.
a a  O
1
1
2
J g 1 L a  12O 1 J g ,
8
=L
a a  O
1
1
2
J g + 1 L a  12O 1 J g .
8
( 3 3 + 2 2 + 1 2 + 0 3 + ) = ( 3 3 + ( 2 2 + ( 1 2 + ( 0 3 + .
This is a special case of equation 1.7.1.13 with + ( , ) = . The transformation a =
,
= 2 leads to a linear equation:
.
.
P (a ) a O (a )] g = 2 O (a ) + 2 ,
. (a ) = # a 3 + # a 2 + # a + # and . (a ) = $ a 3 + $ a 2 + $ a
3
2
1
0
3
2
1
P
O
[
where
+$
0.
Page 158
( , )
32.
33.
4) 2 ( 2) 3 +
= ( 2) 3 ( 4)
Solution in parametric form:
[
[
+ 2)
+ (
+ 1)
+ 3(
(
= a + L a 1 O exp O
4( 3) 3 + ]
= (2 3) 3 6( 2)
+ 12
+ 2)
+ (
+ 12
8a 2 P
= a L a 1 O exp O
8a 2 P
159
+ 8
2 + 2
= a + L a 1 O exp O
18a P
2
= a 2 L a 1 O exp O
18a 2 P
2.
=
+ ( 1 ) 2 .
The substitution = 2 #
+ 2 $C# 2 1 J 2 .
Let # = A 2
4.
5.
= [2U2A (U )]2 ,
where
*p =
=
+ + .
leads to the Abel equation * = + 2
The substitution = 2 1
is discussed in Subsection 1.3.1 (see Table 5).
*p =
=
+ ( 2 .
The substitution = 2 #
+ 2 $C# 2 2 .
Solution: X
6.
= (U ),
3.
( ' + ( + ), which
+ M 1 + = ln   + L , where =
1
.
1
1
= ($
# )1 J , leads to the generalized
= (u
H )1 J , where
' = ", H
$
1
( ) ,
which is discussed in Section 2.5 (in the classification table, one should search for the equations
satisfying the condition B + + 1 = 0).
Page 159
160
7.
8.
=
Solution:
9.
10.
11.
12.
1 J
ln  ,
M + 1 + L = O hP
= 1
+1
where
=O
+ ' 1 I +1 .
J
hP
+
, =
+1
1 J
.
P
=
+ + s .
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = ' + , % ( ) = ( , and B = 1
2.
= 1+ + + s 1 .
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = ' + , and % ( ) = ( .
= 1 1 ( + ) .
This is a special case of equation 1.7.1.7 with ( ) = .
14.
15.
2.
The substitution =
leads to a separable equation: = ( 1) +
= + + .
=
The substitution = leads to a separable equation: p
17.
18.
19.
20.
+( .
( 2+ + ).
= 1.
M P
+ ) + = 0.
Solution: B = lL J + .
+ ) = V ( 1) W .
This is a special case of equation 1.7.1.16 with ( ) = , ( ) = 1, % ( ) = ' , and , = B .
( + 2 + ) = + + ^ 2 .
The transformation a =
, H = 2 leads to a linear equation with respect to H = H (a ):
( , a ) H g = (B 2)(!H + + (a ).
( + 2 + ) = I + + ^ 2 .
The transformation a =
, H = 2 leads to a linear equation with respect to H = H (a ):
a ( , a ) H g = (B 2)(a H + + (a ).
( + + ) = + + .
The transformation a =
, H = 1 leads to a linear equation: ( a + a + 'a
(B 1)( 'a + ) H + B 1.
+1
a ) H g =
Page 160
( , )
21.
22.
23.
24.
25.
26.
( + + 2 + ( ) = + + + ( 2 .
a + 'a
The transformation a =
, H = 2 leads to a linear equation: ( a +
(B 2)( 'a + ) H + (B 2)( $Ia + # ).
28.
30.
31.
33.
34.
a ) H g =
( + + ) = ( + + ) .
This is a special case of equation 1.7.1.6 with ( ) = .
( + ) = 1 1 .
This is a special case of equation 1.7.1.7 with ( ) = 1
.
( +
Solution:
+ s)
+ = 0.
!Y ( ) + j ( ) + '
+1
+1
 
ln
1,
if
if
= 1,
j ( ) =
+ = L ,
+1
, +1
ln  
if , 1,
if , = 1.
( 2 + + ^ ) = [ + \ + .
This is a Riccati equation with respect to = ( ).
( + ) = + + .
The transformation a =
, H = + +
(B + 1)(a + H + 1).
+ )
+ (
+ ) = 0.
( 9 : )P
B
B
( )O
+
= L , where # =
, $ =
.
Solution:
#
$
( +
+ s) + (
Solution: , + ,! + (
+
) = L .
( + 2 + ( ) = +
The transformation a =
, H = + +
(B + 2)(a + H + $Ia + # ).
32.
+1
[( + ) + ] = ( + ) .
This is a special case of equation 1.7.1.15 with ( ) = , ( ) = 1, and % ( ) = ( + .
29.
161
[( + ) + ] = ( + ) .
This is a special case of equation 1.7.1.14 with ( ) = , ( ) = 1, and % ( ) = ( + .
where Y ( ) =
27.
+ s) = 0.
+ + ( 2 .
leads to a linear equation: a + ( 'a a ) H g =
( 1 + ) + 1 + s = 0.
This is a special case of equation 1.7.1.19 with ( ) = and ( ) = ( .
( + ) = s + .
This is a Bernoulli equation with respect to = ( ) (see Subsection 1.1.5).
(
+ ) = ( ).
This is a special case of equation 1.7.1.16 with ( ) = , ( ) = 1, and % ( ) = ' .
Page 161
162
35.
36.
(
+ ) = ( ).
This is a special case of equation 1.7.1.17 with ( ) = , ( ) = 1, and % ( ) = ' .
( +1 1 + ' +1 I 1 ) = s s .
This is a special case of equation 1.7.1.3 with ( ) = ( ( + ' )1 .
37.
( + ) = 1 1 .
This is a special case of equation 1.7.1.7 with ( ) = ( .
38.
3
1
3
2
3
1
23
= 0,
where
12 = ( + )2 + 2 ,
22 = ( )2 + 2 .
This is the equation of force lines corresponding to the Coulomb law in electricity.
+
+ 2
=L .
Solution: 1
39.
40.
41.
&
= (
&
+ ).
This is a special case of equation 1.7.1.24 with ( ) = J
+ )(
= ( + )( ).
This is a special case of equation 1.7.1.25 with ( ) = J
+ = ( + )( ).
This is a special case of equation 1.7.1.24 with ( ) =
and ( , ) = + .
and ( , ) = + .
J 2 and ( , ) = ( + )1 .
]
+ .
=
Solution:
2.
]
Solution:
= B
] +D
=
ln OL
hP
ln L X exp( ) S .
3.
4.
= + ] + .
and ( ) = .
This is a special case of equation 1.7.2.5 with ( ) =
5.
6.
= 2 ^ _ ] + ^ + ^ _ ] .
This is a special case of equation 1.7.2.9 with ( ) = + ( .
7.
+ : + ( ; .
Page 162
8.
(
)
( , )
= 1.
Solution: = ln L X exp( )
9.
(
^ ]
(
] +_
+ )
(
_ ] )
+ )
163
D
+ ]
^ ]
S.
M
10.
11.
= .
= + ( (
The substitution ( ) = + leads to a separable equation: p
+
^ _ ]
(
^ +` ]
+ ) +
+_ ]
+ )1 .
12.
+
= 0.
.
]
=U
' U
U!S .
U ln L
X U +1 exp O
B +1
Q
B +1
B + 1 P3M
= * ,
= ln OL
*
* .
+1 P
14.
= * ,
= U ln( L U ).
= ln( #2
where = T 2 $
15.
, = A"#
+ ]
]
]
]
]
) TU 2 ,
= $ [2 A exp(T"U 2 )
17.
18.
],
$ , = X exp(T"U 2 ) U + L .
M
and ( ) = ' .
This is a special case of equation 1.7.2.5 with ( ) = and ( ) = .
This is a special case of equation 1.7.2.5 with ( ) = and ( ) = ' + .
.
This is a special case of equation 1.7.2.8 with ( ) = , ( ) = 0, and % ( ) = ' + .
Page 163
164
19.
= ( + + ) .
This is a special case of equation 1.7.2.10 with ( ) = ( .
20.
= ( ] +
)1 )
= exp "U
21.
23.
24.
where
(U ) = X
, U
.
M
, ( + * )1 J' + 1
1V
(U ) + L2W! ,
where
(U ) = X
, U
.
M
, ( + * )1 'J 1
= ( + )1 ) .
Solution in parametric form:
= (U ) + L ,
22.
= (U ) + L ,
1V
(U ) + L W ,
= exp U +
= 1 ] + 1 ] .
This is a special case of equation 1.7.2.2 with ( ) =
1 ^ ]
^ ]
+ ' +
+1
= +1 + .
This is a special case of equation 1.7.2.1 with ( ) =
+1
+ .
= ^ +1 + ^ +1 .
This is a special case of equation 1.7.2.3 with ( ) = + ' .
26.
28.
25.
27.
+1
+1
.
This is a special case of equation 1.7.2.1 with ( ) =
+1
+ ' +
= + ^ +1 .
This is a special case of equation 1.7.2.7 with ( ) = , ( ) = + ' , and
= 1+
+
+ 1
= 1.
, and % ( ) = (
.
29.
= 1+ + + 1 .
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = , and % ( ) = ( + .
30.
1+
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = , and % ( ) = ( + .
31.
= 1+ + + 1 .
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = ' + , and % ( ) = ( .
32.
33.
1+
1
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = ' + , and % ( ) = ( .
= + ] + + ] .
This is a special case of equation 1.7.2.6 with ( ) =
and ( ) = + ' + .
Page 164
34.
35.
36.
37.
( , )
165
( + ) = D + ] .
= ] 2 .
This is a special case of equation 1.7.2.12 with ( ) = and = 1.
( + ) = 1.
1 b . Solution in parametric form with B 1:
U
U!S ,
U ln L
X U +1 exp O
B +1
Q
B +1
B + 1 PuM
2 b . Solution in parametric form with B = 1, 1:
=
= ln OL *
+1
* ,
P
=U
1
+1
= * .
38.
( ] +
= 1.
= * .
= U ln( L 'U ),
( ] + 2 ) = 1.
Solutions in parametric form:
=
:
1
U (ln ) ,
*
2
L +
1
(L + )
= ln O
4 "P
if 1,
if = 1.
=L
1 0(
U ) + L 2 n 0 (U )
and
:
:
1
U 2
U (ln ) ,
= ln O
,
= L 1 0 (U ) + L 2 ; 0 (U ),
*
2
4 "P
where 0 (U ) and n 0 (U ) are the Bessel functions, and 0 (U ) and ; 0 (U ) are the modified Bessel
functions.
=
40.
( ] + 1 ) = 1.
A #
$ , = T 2#
Let =
= # V 2UA exp(TU 2 ) (U )W ,
= ln V $ (U )W TU 2 ,
where
(U ) = X exp(TU 2 ) U + L S
Q
M
41.
( D + ] + ) = D + ] .
42.
( D + ] + ) = D + ] .
43.
( ^ + ) = .
This is a special case of equation 1.7.2.3 with ( ) = ( + ) 1 .
Page 165
166
44.
45.
46.
( ^ + ) + +_ ] + = 0.
This is a special case of equation 1.7.2.15 with ( ) = and ( ) = .
( ^ + ) + _ ] + = 0.
This is a special case of equation 1.7.2.15 with ( ) = and ( ) = ' + .
( ^ + ) = ( ^ ).
This is a special case of equation 1.7.2.17 with ( ) = , ( ) = 1, and % ( ) = ' .
47.
+ ) = ^ ] .
This is a special case of equation 1.7.2.16 with ( ) = , ( ) = 1, and % ( ) = ' + .
48.
( ^ ]
]
] )
]
49.
50.
51.
52.
53.
54.
55.
56.
( ] + ) = ] .
This is a Bernoulli equation with respect to = ( ).
( + ] ) = .
This is a Bernoulli equation with respect to = ( ).
( + ) = ] .
This is a Bernoulli equation with respect to = ( ).
( 1 + ) + 1 + = 0.
This is a special case of equation 1.7.1.19 with ( ) = and ( ) = ( .
( 1 + ] ) + 1 + = 0.
This is a special case of equation 1.7.1.19 with ( ) = and ( ) = ( .
( 1 + ) + 1 + = 0.
This is a special case of equation 1.7.1.19 with ( ) = and ( ) = ( .
[( + ) + ^ ] = ( + ) ^ .
This is a special case of equation 1.7.2.14 with ( ) = , ( ) = 1, and % ( ) = ( + .
[( + ) + ^ ] ] = ( + ) ^ ] .
This is a special case of equation 1.7.2.13 with ( ) = , ( ) = 1, and % ( ) = ( + .
= cosh( ) + cosh( b ).
This is a special case of equation 1.7.2.18 with ( ) = 0, ( ) = , and % ( ) = cosh( @! ).
= sinh( ) + sinh( b ).
This is a special case of equation 1.7.2.18 with ( ) = , ( ) = 0, and % ( ) = sinh( @! ).
= cosh( ) + w .
This is a special case of equation 1.7.2.18 with ( ) = 0, ( ) = , and % ( ) = ' + .
Page 166
4.
5.
6.
7.
8.
9.
10.
11.
12.
13.
14.
15.
( , )
= sinh( ) + .
This is a special case of equation 1.7.2.18 with ( ) = , ( ) = 0, and % ( ) = ' + .
= 1+ + + sinh( ) 1 .
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = , and % ( ) = ( sinh( ).
= 1+ + sinh( ) + ^ 1 .
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = sinh( ), and % ( ) = ( .
= cosh ( sinh 1 + ).
This is a special case of equation 1.7.2.22 with ( ) = + ' .
= sinh ( cosh 1 + ).
This is a special case of equation 1.7.2.24 with ( ) = + ' .
= ( cosh + ) coth .
This is a special case of equation 1.7.2.25 with ( ) = + .
= ( sinh + ) tanh .
This is a special case of equation 1.7.2.23 with ( ) = + .
( cosh + ) = +1 sinh .
This is a special case of equation 1.7.2.24 with ( ) = ( + ) 1 .
( sinh + ) = +1 cosh .
This is a special case of equation 1.7.2.22 with ( ) = ( + ) 1 .
( + cosh ) = .
This is a Bernoulli equation with respect to = ( ) (see Subsection 1.1.5).
( + tanh ) = .
This is a Bernoulli equation with respect to = ( ).
( + cosh ) = cosh ( ).
This is a Bernoulli equation with respect to = ( ).
16.
( + tanh ) = tanh ( ).
This is a Bernoulli equation with respect to = ( ).
17.
18.
19.
( + ) = cosh ( ).
This is a Bernoulli equation with respect to = ( ).
20.
167
+ ) +
+ sinh (
+ ) +
+ tanh (
) = 0.
) = 0.
( + ) = tanh ( ).
This is a Bernoulli equation with respect to = ( ).
Page 167
168
21.
22.
( tanh + ) = .
This is a Bernoulli equation with respect to = ( ).
23.
24.
+ sinh
+ = 0.
+ tanh
+ = 0.
and ( ) = ( .
and ( ) = ( .
= ( + ln + ).
This is a special case of equation 1.7.2.3 with ( ) = ln + .
=
1
+1 ( ln + ln ).
This is a special case of equation 1.7.1.3 with ( ) = ln .
= ln2 + ln + .
This is a special case of equation 1.7.3.1 with ( ) = , ( ) = ' + , and % ( ) = ( .
= ( + ln ) + .
+
This is a special case of equation 1.7.2.4 with ( ) = ln + .
= ( ln + ln ).
This is a special case of equation 1.7.1.3 with ( ) = ln .
s (
ln +
ln ) .
and ( ) = ln .
( D + ) = D 1 + (ln ln ).
This is a special case of equation 1.7.1.12 with ( ) = , ( ) = ( ln , and % ( ) = 1.
(
+ ) = ln + ( ) .
This is a special case of equation 1.7.2.16 with ( ) = , ( ) = 1, and % ( ) = ln .
+ ) = ( ln + ln ).
This is a special case of equation 1.7.1.16 with ( ) = , ( ) = 1, and % ( ) = ln .
10.
+ x ) = ( ln + ln ).
This is a special case of equation 1.7.1.17 with ( ) = , ( ) = 1, and % ( ) = ln .
11.
12.
( ln +
+ )
+ ln (
) = 0.
= 1.
Solution: =
M
+L
ln .
Page 168
13.
14.
( , )
(ln ) = ( ' + ) ln .
This is a special case of equation 1.7.3.7 with ( ) = + ' and
169
ln ) = (
ln + ).
= 1.
15.
16.
17.
18.
19.
( + ln ) = ln ( ).
This is a Bernoulli equation with respect to = ( ).
+ ln ) = ( ' I ln ).
This is a special case of equation 1.7.3.10 with ( ) = , ( ) = 1, and % ( ) = ' .
' I
ln ) = (
ln ).
+ ln
= 0.
ln
and ( ) = ( .
= ln ( ).
20.
( ln + ln ) = s .
This is a Bernoulli equation with respect to = ( ).
= sin(
cos( ) + cos(
).
) cos( ) + cos(
) sin( ).
= tan( ).
The solution is given by the relation:
exp a cos
a
1 2
2
a = L exp ' ,
1
2
where =
4.
= cos( ) + .
This is a special case of equation 1.7.4.11 with ( ) = ' , ( ) = 0, and % ( ) = ( + .
5.
6.
7.
sin( ) +
= cos ( sin 1 + ).
This is a special case of equation 1.7.4.4 with ( ) = + ' .
= sin ( cos 1 + ).
This is a special case of equation 1.7.4.3 with ( ) = + ' .
Page 169
170
8.
9.
10.
11.
.
cos2
sin2
This is a special case of equation 1.7.4.14 with ( ) = + '
= 1+ + + sin( ) 1 .
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = , and % ( ) = ( sin( ).
= 1+ + sin( ) + ^ 1 .
This is a special case of equation 1.7.1.4 with ( ) = , ( ) = sin( ), and % ( ) = ( .
sin(
+ ^ ) = 0.
B = 2: 2 2
13.
14.
15.
16.
17.
18.
19.
20.
21.
22.
23.
The substitution
12.
= tan
' + (
2
+ 2( !
( 1) '
= 0.
= 2 tan( ) + .
= tan( ' ).
The substitution = leads to an equation of the form 1.5.5.3: I
and ( ) = .
( 1 + ) + 1 + sin ( ) = 0.
This is a special case of equation 1.7.1.19 with ( ) = and ( ) = ( sin ( ).
( 1 + ) + 1 + tan ( ) = 0.
This is a special case of equation 1.7.1.19 with ( ) = and ( ) = ( tan ( ).
( + ) = cos ( ).
This is a Bernoulli equation with respect to = ( ) (see Subsection 1.1.5).
( + ) = tan ( ).
This is a Bernoulli equation with respect to = ( ).
( cos + ) = +1 sin .
This is a special case of equation 1.7.4.3 with ( ) = ( + ) 1 .
( sin + ) = +1 cos .
This is a special case of equation 1.7.4.4 with ( ) = ( + ) 1 .
( + cos ) = .
This is a Bernoulli equation with respect to = ( ).
Page 170
24.
25.
26.
27.
28.
29.
30.
( , )
171
( + cos ) = cos ( ).
This is a Bernoulli equation with respect to = ( ).
( 1 + cos ) + 1 + = 0.
This is a special case of equation 1.7.1.19 with ( ) = cos
( cos + ) = cos ( ).
This is a Bernoulli equation with respect to = ( ).
and ( ) = ( .
( + tan ) = .
This is a Bernoulli equation with respect to = ( ).
( + tan ) = tan ( ).
This is a Bernoulli equation with respect to = ( ).
( 1 + tan ) + 1 + = 0.
This is a special case of equation 1.7.1.19 with ( ) = tan
( tan + ) = tan ( ).
This is a Bernoulli equation with respect to = ( ).
and ( ) = ( .
= ] + ln .
+
This is a special case of equation 1.7.2.5 with ( ) = and ( ) = ln .
= ln ( b ) ] + .
This is a special case of equation 1.7.2.5 with ( ) = ln ( @! ) and ( ) = ' + .
= ] ( + ln ) .
+
This is a special case of equation 1.7.2.2 with ( ) = ln .
4.
= ( + ln ) .
+
This is a special case of equation 1.7.2.1 with ( ) = ln .
5.
= ln2 + ln + .
This is a special case of equation 1.7.3.1 with ( ) = , ( ) = , and % ( ) = ( .
6.
= ln2 + ln + ^ .
This is a special case of equation 1.7.3.1 with ( ) = , ( ) = , and % ( ) = ( .
7.
8.
= ( sin + ) tan .
This is a special case of equation 1.7.5.4 with ( ) = + .
9.
= sin2 + cos2 .
This is a special case of equation 1.7.5.8 with ( ) = 12 ( +
).
Page 171
172
10.
11.
12.
13.
14.
15.
) ]
).
]
+ cos (
]
+ tan (
This is a special case of equation 1.7.2.5 with ( ) = cos (/ ) and ( ) = ' + .
This is a special case of equation 1.7.2.5 with ( ) = and ( ) = cos + (/ ).
).
This is a special case of equation 1.7.2.5 with ( ) = and ( ) = tan + (/ ).
) ]
tan (
This is a special case of equation 1.7.2.5 with ( ) = tan (/ ) and ( ) = ' + .
B
cos( ) +
(4
sin( ) +
B
The substitution = tan( 12 ) leads to a linear equation: = !$ + !# .
sin(
) sinh( ) + cos(
) cosh( ).
17.
ln2 +
ln + sin (
tan1+
+ tan +
tan1
(
cos + ) = cot .
(
sin + )
= tan .
21.
(
sin + )
= cot .
(
)
_ ]
ln
23.
(
)
_ ]
cos
24.
(
+
= 0.
+
This is a special case of equation 1.7.2.15 with ( ) = and ( ) = ln .
= 0.
+ ) +
_ ]
cos (
) +
= 0.
and ( ) = cos + ( ).
Page 172
( , ,
173
( )2 =
3.
( )2 =
+ .
The substitution = 2
*2 = 4 + 2 .
)2 =
+
+ .
3
Solution: = LA\X (
4.
( )2 =
+ ( )1 J
+
6.
( )2 =
+ ,
The substitution = 2
*2 = 2 1 J 2 .
( )2 =
+1
The substitution
2(
=2
0.
+ + ( leads to an Abel equation of the form 1.3.1.32:
+1
+ 3)2
+ +
+1
+ .
+1
+ 3)2
2(
2( + 1)
*
=
+ 2 (
form 1.3.1.10:
( + 3)2
7.
( )
8.
= +
+1
+ S
+ 1)
1 2
+ .
+ .
+ .
10.
)2 =
The substitution
*2 = 2 ( 2
2 (
)2 =
+ ,
=2
.
0.
+ + (
+ .
2 (
)2 =
2 ) 5
+ .
Page 173
174
12.
)(
)2 = 1.
)(
)2 =
+ )( )2 = .
2 (
)2 =
+ )( )2 =
)(
)2 = 1.
2 3 ) 5 + )(
)2 =
]
+ .
( )2 =
( )2 =
)2 =
20.
21.
22.
2 (
)2 =
2 ]
+ .
( ] +
)( )2 = 1.
24.
(
+ )(
)2 =
25.
( )2 =
+ ln .
27.
)2 =
ln + ,
The substitution = 2
*2 = 2 2 1 .
( ln +
)(
0.
+ ln + leads to an Abel equation of the form 1.3.1.16:
)2 = 1.
Page 174
( , ,
175
( )2 + + = 0.
Solution in parametric form:
' = 2a ln a + L ,
29.
30.
= a 2 a .
( )2 + = + .
We differentiate the equation with respect to , take as the independent variable, and assume
= to obtain a linear equation with respect to = ( ): ( 2 ) + + 2 2 = 0.
(
)2 +
= 0.
2
g
The transformation = , = 2 leads to an autonomous equation: g + 2 + 12 =
1 2
1
4 ( ' . Having extracted the root and carried over the terms 2 + 2 from the lefthand
side to the righthand side, we obtain a separable equation of the form 1.1.2.
31.
32.
33.
34.
35.
36.
= + 2 + ( )2 + ^ + ,
0.
Differentiating with respect to and changing to new variables a = " and (a ) = 2 , we
arrive at an Abel equation of the form 1.3.1.2: * g = 4 'a 2!( .
( )2 + ( + ) + = 0,
L 2 + (
Solutions: = ( + ) L +
0.
and 4
( )2 + ( + ) + = 0.
This equation can be factorized: ( +
= L and = 21 ' 2 + L .
= 4 ( ( + )2 .
( )2 + 2 + = 0.
The transformation H = ln , = 3 leads to an equation independent implicitly of H :
( )2 + ( + 6 ) + (3 + + 9 ) = 0. Rewriting the latter equation to solve for , we obtain
a separable equation of the form 1.1.2.
)2 = 0.
Solution in parametric form:
a
V L + ln a + a 2 + 1 W ,
= 2
a +1
= a
a
)2 + = 0.
1 b . For 1, the solution in parametric form is written as:
= L3a +
2 1
a 2,
a = a 2 + ,
where
, =
= L3 +
L .
1
.
1
)2 + + = 0.
1 b . For 1, the solution in parametric form is written as:
= L3a ( + 1)a 2 + 
There are two singular solutions:
= A"
+2
2( +1)
( + 1).
2
(a + ).
a
Page 175
176
= L3a exp O
38.
)2
a2
,
2 P
= O a +
a P
+ = 0.
= L (a ) exp(a
),
= 0.
40.
)2
)2 +
= L3a 2 exp(a
).
= 0,
0.
We divide the equation by and differentiate with respect to . Passing to the new variables
a = and (a ) = 2 , we arrive at an Abel equation of the form 1.3.1.33: *pg = !(a 2 .
= 0.
a + ( + a 2 ) = 0,
(a 2 + + ) + = a J (
+ )
where
+ 2
.
2( + )
)2 + ( )
F . In addition,
= 0.
)2 + (
+ )
, L
= 0.
=
43.
)2 ( +
) +
45.
)2 + +
,!a
.
a +
= 0.
L ( + )
L
+ ' )2 4 '
and (
= 0.
= 0.
g
The substitution = leads to an equation of the form 1.6.1.68: ("g )2 + !g + (
2 (
)2 (2
2 (
= L
+ L
)2 2
Solutions:
+ )
Solutions:
46.
= a +
Differentiating with respect to and factorizing, we obtain (2 " ' + + ) = 0.
Equating both factors to zero and integrating, we arrive at the solutions:
= L3 +
44.
,
( a + )2
+1)
g + = 0.
= 0.
= 41
and
( 1)
+
= L3
1+
= 0.
, where , =
( 1)
.
Page 176
( , ,
47.
1)
( )2 + 2
177
= 0.
= L (a 2 + 1)1 J 2 a + a 2 + 1
48.
2 (
)2 + (
+ )
= a + a 2 + 1.
= 0.
The equation can be factorized: ( + 3 )( 2 + ) = 0. Equating each of the factors to
zero, we obtain the solutions: = A (2 + L )1 J 2 and =
+ L .
49.
50.
51.
)( )2 2
= 0.
= 0.
+ )(
)2 2
= 0.
3 (
)2 +
=L
)2 (
2
1
where L
+L
2
2
+ = 0;
'
+
+ )
] = 0.
+ = 0.
+ = 0.
Solutions: L3
53.
+ L 2,
+
2
and
+ ) +
= 4 .
= 0.
This differential equation represents an equation of curvature lines of a surface defined by the
relation #* 2 + $ 2 + LuH 2 = 1, where = #2$ ( L $ ), = #2$ ( # L ), , = L ($ # ).
Solutions:
( L )
54.
2 (
)2 + 2
Solutions:
55.
( )
= L ( L )
+ (1 )
2
( )2 2
+
, L
+ ( 1) = 0.
and
= ( 1)( + L )2
+
and
= '
+
A 2 , , .
= 0.
= 0.
Solutions:
56.
)( )2 + 2
Solution: ( L
= L3 +
+ )2 = 4
L
4
and ( )
'
= ( ) .
= 0.
Page 177
178
57.
= 0.
L3a
,
= 2
a +1
58.
( )2 [ 2 ( )2 + 2 ] 2 ( + )2 = 0.
We solve the equation for ' and differentiate with respect to . Setting ( ) = , we
obtain a factorized equation with respect to ( ): ( )[( 2 2 + 2 )3 J 2 A\, 2 ] = 0.
Equating each of the factors to zero and integrating, we arrive at the solutions:
( ' L )2 + (
59.
60.
63.
64.
+1
+ )2 +
=
2 2
B
+ )2
+
+2
67.
' = A/, 2.
( )2 = 0.
2
+ 'B
( + )2 = 2 ( 2 + 2 ) [( )2 + 1].
This equation splits into two equations of the form 1.8.1.4 with ( ) = A" J 2 :
! + = A (
2 (
) J
2
( ) + 1.
+ x )2 + 2 ( + )2 = 1.
= L 1 + L 2 + . Here, the constants L
Solution:
2
2
( L 1 + L 2 )(B )2 = 1.
and L
) = ( 2 + 2 ) ( + )2 .
This equation splits into two equations of the form 1.7.1.20 with ( ) = A J 2 :
2
) J 2 (! + ).
( )2 = 2 ( 2 + 2 ) [( )2 + 1].
This equation splits into two equations of the form 1.8.1.3 with ( ) = A" J 2 :
= A (
66.
and
= 0.
= A (
65.
+ L .
L
= L3 A
Solutions:
62.
L )2 = ,
0.
( + )2 2 + 2 = 0,
2
2
The substitution 2 = leads to the equation " ( )+ 2 = 0. Further assuming
= ( ), we obtain ( + )3 + 2 + 1 = 0. Taking to be the independent variable,
we arrive at a linear equation whose solution is: = ( 2 + 1)1 J 2 V L ln + 2 + 1 W .
Solution:
61.
.
= L
a 2+1
) J
2
( ) + 1.
( + + 2 )2 = 4( + 2 + ).
The substitution = + 2 + leads to a separable equation: = A 2 .
( 2 + 2 + 2 )( )2 + ( 1 + 1 + 1 ) + 0 + 0 + 0 = 0.
The Legendre transformation = g , = a g ( = a ) leads to a linear equation:
[ (a ) + a (a )] g = (a ) + % (a ),
where (a ) = 2 a 2 + 1 a + 0 , (a ) = 2 a 2 + 1 a + 0 , and % (a ) = ( 2 a 2 ( 1 a ( 0 .
Page 178
( , ,
68.
)2 +
= 0.
+ =
3 (
)2 .
= 12
L
Solution:
70.
179
2, solving for and performing the substitution = + 2 , we arrive at a
2
A 2 4 (see Subsection 1.1.2).
separable equation: = +
2
= 2, solving the original equation for " , we obtain a separable equation:
2 b . With
2
4 .
2 = A
1 b . With
69.
= ( 2 2 )(
12 L
).
72.
2 (
+ )2 +
2_ (
)2 = 1.
= L 1 + L 2 : . Here, the constants L
Solution:
constraint ( L 12 + L 22 )( )2 = 1.
= ( 2 2 ) cosh .
= ( 2 2 ) sinh .
and L
= L 1 sinh + L
Solution:
constraint L 12 + L 22 = 1.
75.
( )2
Solutions:
76.
ln( ) = 0.
= exp( L3 L
and L
= exp( 41 2 ).
) and
) cos .
= ( 2 +
= ( 2 + 2 ) sin .
Solution: = L 1 sin + L
L 12 + L 22 = 1.
79.
cosh sinh )2 + [(
)2 2 ] +
and L
cos + sin )2 + [( )2 +
Solution:
L 12 + ( L
2
1
and L
= 0.
] + = 0.
and L
Page 179
180
3.
4.
5.
6.
7.
( )3 + + + = 0.
This is a special case of equation 1.8.1.9 with ( ) =
( + + )( )3 =
Dividing both sides by
of the form 1.7.1.6 with
9.
10.
11.
12.
+ + .
+ + ( and raising to the power 1/3, we finally arrive at an equation
( ) = 1 J 3 .
)3 + = .
This is a special case of equation 1.8.1.7 with ( ) =
(
(
)3 + = .
This is a special case of equation 1.8.1.8 with ( ) =
+ .
+ .
)3 + = .
This is a special case of equation 1.8.1.10 with ( ) =
)3 + = .
This is a special case of equation 1.8.1.11 with ( ) = and ( ) =
( )3 + 3 = 0,
Solution in parametric form:
0.
=
8.
a
a 3+1
=L +
4a 3 + 1
.
6 (a 3 + 1)2
2
( )3 + 2 2 = 0.
Differentiating with respect to and eliminating , we obtain a factorized equation with
respect to ( ) = : [2(2 )2 2 + ](9 2 ) = 0. Equating each of the factors to
1
3 .
zero and integrating, we find the solutions: = 14 L ( L )2 and = 27
)3 + = .
This is a special case of equation 1.8.1.11 with ( ) =
3 ) 2 (
)3 + 2 = .
= 2 L + L
Solution:
)3 + = .
This is a special case of equation 1.8.1.15 with ( ) =
3 (
and ( ) = .
)3 + ( + ) + = 0.
= L + ( L 3 ( )
Solution:
)3 + ( )2 = .
This is a special case of equation 1.8.1.7 with ( ) =
+
Page 180
( , ,
14.
15.
)3 + ( )2 = .
This is a special case of equation 1.8.1.8 with ( ) =
( )3 + ( )2 + + +
Solution in parametric form:
ln(a + ) + L ,
17.
18.
19.
20.
21.
22.
23.
24.
25.
26.
27.
= ' a 3 a 2 .
= L + 32 a 2 + 2 'a + ( ln a ,
= a 3 + 'a 2 + (a .
) = .
This is a special case of equation 1.8.1.11 with ( ) =
3
+
=
.
( ) + ( ) + ^ = + .
Solution in parametric form:
( ) + (
= 0.
2 ' = 3a 2 + 2 a 2
181
)3 + ( )2 = .
This is a special case of equation 1.8.1.11 with ( ) =
and ( ) =
and ( ) =
( 2 2 )( )3 + ( 2 2 )( )2 + + = 0.
The equation can be factorized: ( + ' )[( )2 ( 2 2 )+1] = 0, whence we find the solutions:
= 21 ' 2 + L and = A arcsin(
) + L .
+ )3 + 3 ( )3 + = 0.
= L 1 L 2 . Here, the constants L
Solution:
L 13 + L 23 + ( = 0.
and L
( )3 + + = 0.
This is a special case of equation 1.8.1.16 with ( ) = 1, ( ) = , % ( ) = , and B = 3.
( )3 + + = 0.
This is a special case of equation 1.8.1.16 with ( ) = 1, ( ) = , % ( ) = , and B = 3.
( )3 + + = 0.
This is a special case of equation 1.8.1.16 with ( ) = 1, ( ) = , % ( ) = , and B = 3.
cosh sinh )3 + ( sinh cosh )3 + = 0.
= L 1 sinh L 2 cosh . Here, the constants L 1 and L
Solution:
constraint L 13 + L 23 + ( = 0.
cosh sinh )3 + ( 2 2 ) + = 0.
= L 1 sinh + L 2 cosh . Here, the constants L
Solution:
constraint L 13 + ( L 12 L 22 ) + ( = 0.
and L
= 1.
= 1.
Page 181
182
28.
29.
30.
31.
cos + sin )3 + ( 2 + 2 ) + = 0.
This is a special case of equation 1.6.4.24 with B = 3 and , = 1.
= 1.
= 1.
(1)
can be reduced with the aid of the transformation a = X [ ( )]1 J' , = X [ ( )]1 J'
M
M
same form
( g ) = ( ) + 4 (a ),
where functions
= ( ) and 4
to the
( ) =
4 (a ) =
( )
1
,
( )
= X [ ( )]1 J'
a = X [ ( )]1 J'
M
M
.
2 b . Taking as the independent variable, we obtain from equation (1) an equation of the same class
for = ( ):
( ) = ( ) + ( ).
3 b . The equation
=
+ ( )
, = 1, =
5 b . The equation
= + ( )
, = 1, =
= ( ) + 1, which is outlined in
Page 182
( , ,
6 b . The equation
( )2 =
183
( , = 2, = , 0)
can be reduced with the aid of the substitution = 2 + ( ) to an Abel equation of the second
kind:
+ ( )
* = + Y ( ),
where
Y = 2
( ),
( )1 J
=
+ ( )
( , = 1
2, =
+ ( ) to the Riccati
For some specific functions = ( ), the solutions of the latter equation are given in Section 1.2.
8 b . The equation
( )1 J
J + ( )
1 2
=
( , = 1
2, =
J )
1 2
= exp( 21 2 ) ! + 12 exp( 2 )
= exp( 2 )
to an Abel
( )1 J
= ( ) +
( , = 1
2, = )
can be reduced by squaring both sides and performing the substitution = ( ) + to a Riccati
equation:
= 2 + .
For some specific functions = ( ), the solutions of the latter equation are given in Section 1.2.
1.6.32. Classification tables and exact solutions.
For the sake of convenience, Tables 913 given below list all the equations outlined in Subsection 1.6.3. The five tables classify the equations in which functions and are of the same form.
The rightmost column of a table indicates the numbers of the equations where the corresponding
solutions are given. After the tables follow the equationsthey are arranged into groups so that the
solutions of the equations within each group are expressed in terms of the functions indicated before
the groups as a notation list.
1.
( ) =
Solution: = X ( #
2.
( ) =
4.
( ) =
+ $ )1 J'
B]
Solution:
(4
+L .
M
Solution: = X ( # + $ )1 J'
( ) =
+L .
= X ( # + $I )1 J'
Solution:
3.
( e
= X ( # + $ )1 J'
+L .
+L .
Page 183
184
TABLE 9
Solvable equations of the form ( ) = #
&
Equation
&
Equation
arbitrary
arbitrary
( , )
,
,
1.6.3.7
1.6.3.23
arbitrary
arbitrary
1.6.3.1
1
2
1.6.3.42
1.6.3.6
1
2
1.6.3.17
1.6.3.2
1
2
1
arbitrary
( 1, 0)
1
arbitrary
(& 1, 0)
1.6.3.38
arbitrary
1 ,
0
1+ ,
arbitrary
arbitrary
1.6.3.5
1
2
1.6.3.46
1
2
1.6.3.37
1.6.3.33
1.6.3.20
1.6.3.29
1
2
1.6.3.27
1.6.3.22
1.6.3.30
1.6.3.11
1.6.3.16
2
5
1
2
1.6.3.35
2
arbitrary
( 0)
arbitrary
( 2, 0)
1.6.3.44
1
2
1
2
1.6.3.10
1
2
1
2
1.6.3.24
1.6.3.15
1
2
1.6.3.41
1.6.3.21
1.6.3.31
2
5
1.6.3.45
1
2
1.6.3.36
1.6.3.34
1.6.3.12
1.6.3.32
1.6.3.40
1
2
1.6.3.25
1
1
1
1
1
2
1
2
1
2
1
2
1.6.3.39
1.6.3.28
1.6.3.26
1.6.3.43
( ) = + ( .
Solution in parametric form:
= X ( #*U 1 'J + $ )1 U + L ,
M
6.
arbitrary
( , 1, 1)
5.
+ $I
( ) = 1 + ( 1+ ,
Solution in parametric form:
= l X
where # =
1+
+L
M
=U 1 'J +
  1.
$ , $ =
1+
+1
= /U X
hL
M
=U 1 'J +
( , 1) =" .
( , + 1)
Page 184
( , ,
185
TABLE 10
Solvable equations of the form
( ) = # + $I
TABLE 11
Solvable equations of the form
+$
( ) = #
&
Equation
arbitrary
1.6.3.9
arbitrary
1.6.3.8
arbitrary
1.6.3.3
arbitrary
1.6.3.4
1.5.2.40
arbitrary
1.5.2.37
1.5.2.38
1
2
1.6.3.18
1
2
1.5.2.39
1.5.2.14
1.6.3.19
arbitrary
1.5.2.13
7.
8.
Equation
1.5.2.8
1.5.2.2
( ) = s + ( s ,
)
(
=L
=L
+4
(
=
Equation
( )2 = # ln + $I
1.6.3.14
( )1 = # ln + $I
( )2 = # + $ ln
s.
1.5.4.12
1.6.3.13
1
,
O# + $IU U!
P
1
,
O# + $IU !U
U exp X
M
1
U ,
U .
.
Solution in parametric form:
1
( # + $ * )1 J' S
= exp U
( )1 =
Solution: =
=X
.
P O# X
( ) = B] + ( .
Solution in parametric form:
1
( $ + # * )1 J' + S
+L
U +
U +L ,
M
1
( # + $ * )1 J' S
1
( $ + # * )1 J' + S
P
= exp U +
10.
Form of equation
exp X
=X
9.
Equation
TABLE 13
Solvable equations containing
logarithmic functions
TABLE 12
Solvable equations of the form
( ) = # + $
U +L .
Page 185
186
11.
= 1 ) 2 + ( 1 .
Solution in parametric form:
= [2U2AC exp(T"U 2 )] ,
( )1 = 1 + ( 1 ) 2 .
Solution in parametric form:
= [2U2AC exp(T"U 2 )] ,
13.
= exp(TU 2 ),
( )2 = + ( ln .
Solution in parametric form:
where # = 4
# = A 2
where
# = T 4 , $ = A 2 1 J 2
, $ = T 4 # .
( )2 = ln + ( .
Solution in parametric form:
J , $ = T 4 .
1 1 2
where
= ! exp(TU 2 ),
14.
= ! exp(T"U 2 ),
12.
= X exp(T"U 2 ) U + L2S
Q
M
= 4
= exp(TU 2 ),
where (U ) and n (U ) are the Bessel functions, and (U ) and ; (U ) are the modified Bessel
functions.
x3y'z{}~/
: :
:
The solutions of equations 1519 contain only the ratio
= (ln ) . Therefore,
*
*
for the sake of symmetric appearance, two arbitrary constants L 1 and L 2 are indicated in the
:
definition of function (instead, we can set, for instance, L 1 = 1 and L 2 = L ).
15.
s 2, s 0.
( )1 = s + ( 2 ,
Solution in parametric form:
= U
where @ =
16.
1
+2
, # =T
+2
2
2
1
1,
( )1 ) 2 = + ( e ,
Solution in parametric form:
V U (ln : ) + @W ,
= 'U
, $
+2
2
1 1
0.
= 'U
Page 186
17.
( , ,
s 1, s 0.
( )1 ) 2 = s + ( ,
Solution in parametric form:
:
= U 2 U (ln
Q
1
+1
, # =T
$ ,
where @ =
+1
2
18.
+1 2
U S ,
= 'U 2 ,
*
2
( + 1) 1 J 2
S .
$ = 1
Q
2
) + @*A
( )1 ) 2 = + (4 .
Solution in parametric form:
:
= V U (ln ) A
= ln( U 2 ),
where @ = 0, # =
19.
1J 2
12 , $ = T
1 1
2
( )1 ) 2 = B] + ( .
Solution in parametric form:
where @ = 0, # = T
1
2
$ , $ =
1 2
2
U W,
:
= V U (ln ) A
187
# .
1
2
U 2W ,
= ln( 'U 2 ),
1J 2
21 .
1 1 3(
1
where 1 J 3 (U ) and n 1 J 3 (U ) are the Bessel functions, and 1 J 3 (U ) and ; 1 J 3 (U ) are the modified Bessel
functions;
:
:
:
:
1 = U + 13 ,
2 = 12 ACU 2 2 ,
3 = A 23 U 2 3 2 1 2 .
x3y'z{}~/
21.
22.
23.
= 1 + ( 2 .
Solution in parametric form:
J :
= U
4 3
= U
2 3
2,
( )1 = 2 + ( 1 .
Solution in parametric form:
J :
J :
2 3
= 'U
1
2
3,
where
# = 2
J :
2,
where
# =T
1
2
1,
= 'U
4 3
J :
2,
where
# =T
2,
= 'U
2 3
J :
1,
where
# = 2
3,
= 1 + ( .
Solution in parametric form:
= 'U
4 3
1 2
2
3
, $ =T
2
3
.
, $ = 2 2
J :
= U
2 3
= U
4 3
( )1 = + ( 1 .
Solution in parametric form:
J :
2 1 2
,
3
$ = 2
, $ =T
.
2 2 1
.
3
Page 187
188
24.
1 )
1 2
25.
( )1 =
J :
4 3
= U
1 2
12 ,
= 'U
( 1)
8 3
J :
22 ,
where
# = 2
J :
8 3
26.
( )2 =
J :
12 ,
where
# =T
22 ,
( 1)
27.
J :
4 3
)2 =
J :
J :
8 3
= 'U
2
2
2
2
4 2
3
8 3
= U
4
3
28.
( )2 =
J $ , $ = 4
1 2
2
3
J , $ = 2 1J 2
1 2
1 ,
# = 4
where
, $ =T
J # .
4 1 2
3
where # = T
12,
1 )
4 3
= 'U
= U
J .
2 1 2
3
= U
J , $ =T
1 1 2
2 5
4
3
1 ),
= 'U
4 3
= 'U
J :
4 3
12 ,
= U
)2 =
J 5J 2,
1
5 2
J $ , $ =
4 2 5 2
3
where # = T
29.
J :
5 3
2 5
J :
2
2
4
3
1 )1 J 2 ,
J
16 8 5 2
.
25
= U
30.
1 )
16 2 8 5
,
25
where # =
J :
4 3
$ =T
2
2
31.
( )1 =
32.
( )2 =
J :
4 3
( 1)
= 'U
2
1
2 ,
1 )1 J 2 ,
= 'U
J :
5 3
J 5J 2,
1
5 2
J :
4 3
2
2
J
2
2
32 ,
where
# =A
4 1 1 2
,
3
1
2 ,
where
# = 4 , $ = A
$ = 4 .
32 ,
= 'U 4 J
J
4 1 2 1
.
3
:
= U 4 J 3
1
2 ,
J # .
= U
4 2 2 5
3
:
= U 4 J 3
4
3
= 'U
J :
4 3
2
2
2 ( 3
3
2 ),
where
# =
16 2
9
, $ = 4 # .
Page 188
( , ,
33.
( )2 = 1 + ( .
Solution in parametric form:
= U
34.
J :
4 3
1 2
,
2
= 'U
J :
2 3
= 'U 4 J
3
2 ),
J :
2 3
( )2 = 2 + ( 2 .
Solution in parametric form:
= U
]
2
2
2 ( 3
( )2 = 2 + ( 2 .
Solution in parametric form:
:
= U 2 J 3
35.
1
2
2 ( 3
= 'U 2 J
1
2
3 1 2
,
2 ( 3 4 2)
1
2 ,
3 1 2
,
2)
1 2
,
2
# = 4$ , $ =
where
where # = 4 2 2 $ , $
1
2
an L 2 . One of
= A 1), while the
( )1 = 2 + ( 2 .
Solution in parametric form:
where # =
1 Te@
2
, $ = 21
= 'U 2 ,
1 1
@ = 1 4 #2$ ,
( )1 ) 2 = + ( 1 .
Solution in parametric form:
= U 2 ,
= 'U
O
( )1 ) 2 = 1 + ( .
Solution in parametric form:
= U
39.
(1 + @ ) L 1 U + (1 @ ) L 2 U
for the upper sign,
( L 1 @ L 2 ) sin( @ ln U )+( L 2 + @ L 1 ) cos( @ ln U ) for the lower sign,
L 1 ln U + L 1 + L 2
for @ = 0.
= U
38.
$ = 4 2 2 # .
37.
16 4 2
.
9
16 2 4
,
9
# =
where
16
9
x3y'z{}~/
36.
189
O
1 Te@
2
1 Te@
2
where
# =
= 'U 2 ,
where
# =
1 Te@
2
= 1 + ( 1 ) 2 .
Solution in parametric form:
1 2
2 rP
, $
$ , $ =
1 Te@
2
2 "P
# .
1 2
= U 2 2 ,
= 'U ,
where
# = (1 A@ 2 )
2
$ =
J .
1 2
Page 189
190
40.
= U ,
41.
= 'U 2
= 'U 2 [
$ = (1 A@ 2 )
where
# = 2(1 Ae@ 2 )
= 'U ,
where
# = 4
(1 Ae@ 2 )
(1 A@ 2 )
( )2 = 2 + ( 1 .
Solution in parametric form:
= 'U [
],
= U [
(1 A@ 2 )
2 1 2
2
= 'U ,
where
# = (1 Ae@ 2 )
= 'U 2
.
, $ = (1 Ae@ 2 )
# = 16
2 1 2
$ = 4
$ = 2(1 A@ 2 ) 1 J 2
where
(1 A@ 2 )
( )2 = 1 + ( 2 .
Solution in parametric form:
J ,
1 1 2
],
( )2 = 2 + ( .
Solution in parametric form:
= U 2 2 ,
46.
J ,
1 2
# =
( )2 = + ( 2 .
Solution in parametric form:
= U 2 [
45.
( )1 = + ( 1 ) 2 .
Solution in parametric form:
= U ,
44.
where
= 1 ) 2 + ( .
Solution in parametric form:
= U 2
43.
= U ,
42.
# .
$ , $ = 16
where
# = (1 Ae@ 2 )
1 2
1 2
where
# = 2
= (1 A@ 2 ) 2
, $
$ , $ =
.
# .
2.
= + 2 + + ,
0.
Differentiating the equation with respect to and changing to new variables a = and
(a ) = 2 , we arrive at an Abel equation of the form 1.3.1.32: *pg = 'a 1 J 2 .
= ( + ) ( )2 + 1.
3.
+ = ( + ) ( )2 + 1.
4.
+ ( ) .
= 3
L + L . In addition, there is a singular solution:
!# 1 B = (B 1) 1 , B 1.
Solution:
= #*
, where
Page 190
5.
6.
7.
8.
( , ,
= + ( ) .
This is a special case of equation 1.8.1.15 with ( ) = p+ .
= ( )2 + 2 .
This is a special case of equation 1.8.1.51 with ( ) = .
= + 2 + ( )2 + ( ) +1 + ,
0.
Differentiating the equation with respect to and passing to the new variables a = and
(a ) = 2 , we arrive at the Abel equation *ug = 4 'a 2!( ( + 1)a + , whose solvable
( )
+ ( ) = .
1 b . Solution in parametric form with B 1,
= a + 'a + ,
=
( )
a
+
+ 'a ,
B
a
B 1
= L + ln a  +
11.
B +1
a
+1
( )
+1
+1
a+
a+
+1
+1
1:
1:
= L + ln a  +
10.
B
=L +
+ ( ) = .
1 b . Solution in parametric form with B 1,
=L +
1:
9.
191
a+
+
= a + 'a .
1:
a+
= a + 'a + .
+ ( ) + ( ) = 0.
This is a special case of equation 1.8.1.12 with ( ) = , ( ) = ' + , and % ( ) = ( .
= ( ) .
g ,
The Legendre transformation = u
2
+
2
a =
( g ) .
g
=a2
B , B 1:
1
1
+ B a O a + L2 + + ,
=O
P
B +1 P
=
= 1, B = 1:
+
+ +
= B , B 1:
a
B
a
= L aO
1 exp
aO
.
P
B + 1 P
B , B = 1:
+
V
(1 ) ln a  + L3W 1 + ,
4 b . Solution with
a
a
1
+B
a O
=
L2u
a O
+ L2
1+B
P
B +1 P
a
B
a
= LO
exp
aO
,
P
B + 1 P
3 b . Solution in parametric form with
= L3
= a V (1
) ln a  + L3W
1
1
+ .
1 .
Page 191
192
12.
(
+ =
=
L
Solution:
13.
14.
1
2
+ ( )
+ (
1
1
+B
constraint 1 L
16.
( + )
= 0.
1
2B 1 +
1
+ 2L 2
and L
22.
23.
and L
2.
= 0.
( )
(
_ (
) + [(
1
2
= 0.
)2
1
2
= L 1 L 2
L 2 ) + ( = 0.
+ ) +
] +
` (
and L
= 0.
and L
L 1 :
L 2
; . Here, the constants L
=
=
constraint L 1 + L 2 + ( = 0.
(
(
cosh sinh ) = ( 2
sinh cosh ) = ( 2
and L
= 0.
1
and L
and L
cosh sinh ) + ( 2 2 ) + = 0.
= 0,
2B
+ = 0.
2 + 2 )
+ (
+ ) +
Solution:
19.
12 L
Solution:
L 2 + ( L
18.
+ )
= L 1L
Solution:
L 1 + L 2 + ( = 0.
17.
Solution:
15.
)
cosh .
cos + sin ) + (
Solution: = L 1 sin L
L 1 + L 2 + ( = 0.
cosh ( )1
1
2
sinh ( )1
sinh .
1
2
sin cos ) + = 0.
and L
Page 192
24.
25.
26.
( , ,
cos + sin ) + ( 2 + 2 ) + = 0.
Solution: = L 1 sin + L 2 cos . Here, the constants L
L 1 + ( L 12 + L 22 ) + ( = 0.
and L
193
1
2
cos ( )1 leads
1
2
sin ( )1 leads
1.6.42. Equations containing exponential, logarithmic, and other functions with respect to .
27.
= exp( ) + exp(
).
This is a special case of equation 1.8.1.7 with ( ) = exp( ) + exp( ).
28.
29.
30.
= exp( ) + exp(
).
This is a special case of equation 1.8.1.8 with ( ) = exp( ) + exp( ).
= + exp( ).
This is a special case of equation 1.8.1.15 with ( ) = exp( ).
= exp( ) + exp(
).
This is a special case of equation 1.8.1.11 with ( ) = exp( ) and ( ) = exp( ).
31.
= sinh( ) + sinh(
).
This is a special case of equation 1.8.1.7 with ( ) = sinh( ) + sinh( ).
32.
= sinh( ) + sinh(
).
This is a special case of equation 1.8.1.8 with ( ) = sinh( ) + sinh( ).
33.
34.
= + sinh ( ).
+
This is a special case of equation 1.8.1.15 with ( ) = sinh ( ).
= sinh( ) + sinh(
).
This is a special case of equation 1.8.1.11 with ( ) = sinh( ) and ( ) = sinh( ).
35.
= cosh( ) + cosh(
).
This is a special case of equation 1.8.1.7 with ( ) = cosh( ) + cosh( ).
36.
= cosh( ) + cosh(
).
This is a special case of equation 1.8.1.8 with ( ) = cosh( ) + cosh( ).
37.
38.
= + cosh ( ).
+
This is a special case of equation 1.8.1.15 with ( ) = cosh ( ).
= cosh( ) + cosh(
).
This is a special case of equation 1.8.1.11 with ( ) = cosh( ) and ( ) = cosh( ).
Page 193
194
39.
= 0.
=
+ L3a
a
1
= (a + ln a + ).
1
+1 ,
=
ln a +
= L + ( 1) ln a +
1
(ln a )2 .
2
3 b . Solutions with = 1:
40.
41.
42.
43.
= L3 + ln L +
+ ln + ( + ) +
and
= ln(1
) + 1.
= 0.
+ ln + ,
0.
Differentiating the equation with respect to and changing to new variables a = and
(a ) = 2 , we arrive at an Abel equation of the form 1.3.1.16: *pg = 2 'a 1 .
ln ( ).
+
This is a special case of equation 1.8.1.15 with ( ) = ln ( ).
sin( ) + sin(
).
44.
= sin( ) + sin(
).
This is a special case of equation 1.8.1.8 with ( ) = sin( ) + sin( ).
45.
46.
47.
48.
49.
50.
51.
sin ( ).
cos( ) + cos(
).
cos( ) + cos(
).
cos (
).
) + cos(
).
tan (
).
This is a special case of equation 1.8.1.15 with ( ) = tan + ( ).
Page 194
( , )
195
Notation: , , and % are arbitrary composite functions whose argument, indicated after the
function name, can depend on both and .
= ! ( + + ).
In the case = 0, we have an equation of the form 1.1.1. If 0, the substitution ( ) =
+ + ( leads to a separable equation: = ( ) + .
2.
= ! ( + + ) 1 .
The substitution = + + leads to a separable equation: = ( ).
3.
! (
).
4.
5.
= ! ( ) 1+
+ " ( ) + % ( ) 1 .
= B ( )
The substitution = leads to a Riccati equation: 3
! ( )" (
The substitution H = +
6.
=I
! O
+ B ( ) + B% ( ).
).
+ +
.
+ + P
++
+ ( ) H +
( H ).
= (
( =
, = ( ) +
leads to
1 b . For = 0, the transformation = +
an equation:
+ '
= O
.
+ P
Dividing both the numerator and denominator of the fraction on the righthand side by , we
obtain a homogeneous equation of the form 1.1.6.
2 b . For = 0 and 0, the substitution ( ) = + + ( leads to a separable equation of
the form 1.1.2:
'
= + O
.
+ = (CP
3 b . For = 0 and 0, the substitution ( ) = + + = also leads to a separable
equation:
' + ( =
= + h*O
.
7.
8.
= 1 1 ! ( + ).
=
+ + leads to a separable equation: 3
The substitution =
+ + " ( ) ! ( +1 +
The substitution = +1 +
+1
[ B +
( )].
+1
) = 0.
+ (B + 1) ( ) ( ) = 0.
leads to a separable equation: 3
Page 195
196
9.
! (
)+
" ( )]
= % ( ).
! (
) + " ( )]
= % ( ).
= [ ! ( ) + " ( )] ( )( ).
The substitution
( ) ( ).
12.
= ( )
( ) leads to a Riccati equation: A 2 = [ ( ) + ( )]
!IO
P
D%IO S
P
=3
" O
D 1 I
% O
h ( , )]
.
Darboux equation. Here,
[g
( ,
)+
i ( ,
)+
h ( ,
).
[ ! (
" (
)+
)]
= % (
" (
).
[ ! (
" (
)+
" (
)] = [ % (
" (
)] = [ % (
17.
[ ! (
)+
[ ! (
) + x
)]
= % (
) " (
= (a ):
).
" (
)].
" (
)].
!
18.
s
w
s
19.
[ ! ( ) +
[s ! (
) j" (
)] = [#" (
The transformation a = + , =
Solution: X ( )
20.
= ! (
+ " ( ) +
)].
g = ( ).
leads to a separable equation: a (a )u
+ Xw ( ) +
= 0.
+ =L .
+ 2 )( + ).
^_
Page 196
( , )
21.
197
= ! ( 2 2 )( ).
Setting = & (a ) cosh a , = & (a ) sinh a and integrating, we obtain a solution in implicit form:
a = X & 1 (& 2 ) & + L .
22.
23.
[ ! ( 2 + 2 ) + " ( 2 + 2 ) + % ( 2 + 2 )]( + ) = .
The transformation = & cos Y , = & sin Y leads to an equation of the form 1.7.4.11 with
respect to Y = Y (& ): Y = (& 2 ) cos Y + (& 2 ) sin Y + & 1 % (& 2 ).
[ ! ( 2 2 ) + " ( 2 2 ) + % ( 2 2 )]( ) = .
1 b . For > , the transformation = & cosh Y , = & sinh Y leads to an equation of the form
1.7.2.18 with respect to Y = Y (& ): Y = (& 2 ) cosh Y (& 2 ) sinh Y & 1 % (& 2 ).
2 b . For < , the transformation = H sinh j , = H cosh j leads to an equation of the form
1.7.2.18 with respect to j = j ( H ): j = ( H 2) sinh j ( H 2) cosh j H 1 % ( H 2 ).
24.
!
!
"I
! ( , )
+ " ( , ) = 0,
(cos a , sin a )
(& 2 )
& +L .
& M
( ).
26.
25.
( + ).
+
+ 2
"I
(cosh a , sinh a )
where
k
k
(& 2 )
& =L .
& M
"
and
4.
= ! ( ).
The substitution =
= ] ! ( ] ).
The substitution = leads to a separable equation: =
( ) + .
= ! ( ^ ).
This equation is invariant under translationdilatation transformation. The substitution
H = 9 + leads to a separable equation: H = hH + H! ( H ).
! ( ^]
1
).
Page 197
198
5.
6.
= ! ( )
+ " ( ).
]
]
+ ! ( )" (
).
8.
9.
10.
11.
! ( )" ( ^
).
The substitution H = 9 + leads to a separable equation:
++
H = exp (1 , ) S ( ) H +
= ! ( ) ] + " ( ) + % ( )
= ! ( +
]
( H ).
^ _ l] ! ( ^
_ ]
+ ( ) + "% ( ).
).
The substitution = 9 + : leads to a separable equation: = 9 [ ! + 'h ( )].
+ )
= ( ).
The substitution = + + leads to a separable equation: u
! ( ^ ]
! ( ^ ]
[ ! (
[ ! (
^ ]m" (
^ " (
)+
)+
)+
]
a (a )g =
= (a ):
)]
= % (
)]
= % (
a (a )g = B
)
^ ]n" (
)
^ " (
).
).
+ s (a ).
14.
15.
[
^ ! (
Solution: X
16.
17.
[ ! ( ^ ]
_ ]" (
+
: ( )
M
)+
= 0.
+ X 9 ( ) 9
) + " ( ^ ] )]
= % ( ^ ]
:
=L .
) " (
^ ]
).
)+
" ( ^
)] = [ % (
)
" ( ^
)].
The substitution a = 9 + leads to a linear equation with respect to
a [ s (a ) + % (a )] g = (a ) + (a ).
(a ):
= (a ):
Page 198
18.
19.
20.
21.
22.
23.
24.
25.
( , )
= ! ( ) sinh
+ " ( ) .
= ! ( ) cosh
+ " ( ) .
! (
sinh ).
! (
+ 2 "% + ( ).
= " ( ) cosh +
+ ( ) leads to an equation of the form 1.7.2.18: I
tanh B! ( sinh ).
tanh
= " ( ) sinh +
+ ( ) leads to an equation of the form 1.7.2.18: I
+ 2 "% + ( ).
= ( + )
) leads to a Riccati equation: p
199
cosh ).
H! (aH ).
coth B! ( cosh ).
= ! ( ) ln2 + " ( ) ln + % ( ) .
The substitution = ln
2.
+1
! (
ln ).
1 ! (
ln ).
The substitution H = ln
4.
1 ]l! ( ]
ln ).
6.
! (
+ ( ) + % ( ).
g =
a
[a + (a + )].
H ( H )
leads to an equation of the form 1.7.1.3: H =
.
H
1
g = [a (a )].
a
ln ).
( H )
.
The substitution H = ln leads to an equation of the form 1.7.2.3: H = H
H
ln + ! ( )" (w ln ).
The substitution ( ) = ln
= ( ) ( ).
leads to a separable equation: u
Page 199
200
7.
! (
ln
The transformation a = + , H = ln
2
a (a ) H g = BH + (a ).
8.
! ( ) .
(ln )2
The transformation a = + , H = ln
9.
[ ! (
a (a ) H g = BH 2 + (a ).
10.
[ ! (
9.
10.
= +1 sin H ( cos ).
This is an equation of the type 1.7.4.3 with ( ) = ( ).
= +1 cos H ( sin ).
This is an equation of the type 1.7.4.4 with ( ) = ( ).
= tan ! ( cos ).
The substitution a = cos leads to an equation of the form 1.7.1.3: a g = (a + ).
= cot ! ( sin ).
The substitution a = sin leads to an equation of the form 1.7.1.3: a g = (a + ).
= 1 tan B! ( sin ).
The transformation a = , H = sin
= 1 cot B! ( cos ).
The transformation a = , H = cos
! ( tan ).
sin 2
The substitution a = tan leads to an equation of the form 1.7.1.3: 2a g = (a + ).
! ( cot ).
sin 2
The substitution a = cot leads to an equation of the form 1.7.1.3: 2a g = (a + ).
Page 200
11.
12.
( , )
+ 2 % + ( + ).
13.
= ! ( + tan ) tan2 .
The substitution = + tan leads to a separable equation: = + ( ).
14.
sin 2
! (tan tan ).
sin 2
The transformation a = tan , H = tan
15.
16.
17.
18.
19.
20.
21.
22.
23.
201
! (
= cot tan +
sin 2
+ cos2 B! ( )" (tan tan ).
sin 2
= tan 3 ( ) ( ).
The substitution ( ) = tan tan leads to a separable equation: p
( ) +
% ( ).
= ! ( ) sin + " ( ) .
= " ( ) sin +
The substitution = + ( ) leads to an equation of the form 1.7.4.11: I
( ).
= ! ( ) cos + " ( ) .
= " ( ) cos +
The substitution = + ( ) leads to an equation of the form 1.7.4.11: I
( ).
= ! ( ) sin2 + " ( ) .
= " ( ) sin2 +
The substitution = + ( ) leads to an equation of the form 1.7.4.12: I
( ).
= ! ( ) cos2 p + " ( ) .
= " ( ) cos2 +
The substitution = + ( ) leads to an equation of the form 1.7.4.12: I
( ).
Page 201
202
2.
cos )
.
sin
H (
]
cos
H ( ]
sin ).
= tan B! (
sin ).
leads to an equation of the form 1.7.2.3: H = H! ( H ).
= cot B! (
cos ).
leads to an equation of the form 1.7.2.3: H = H! ( H ).
7.
8.
9.
10.
= tan
! ( ]
cos ).
= cot
! ( ]
sin ).
= sin 2B! (
= sin 2B! (
tan ).
cot ).
The substitution H = cot leads to an equation of the form 1.7.2.3: H = 2 H! ( H ).
H (
sin )
.
cos
]
sin
H ( ]
cos ).
tan )
.
sin 2
The substitution a = tan leads to an equation of the form 1.7.2.4: 2a g = (a ).
! ( ]
13.
cot )
.
sin 2
The substitution a = cot leads to an equation of the form 1.7.2.4: 2a g = (a ).
14.
! ( ]
!
+ ln ).
The substitution = + ln
15.
] ! (
+ ln ).
The substitution =
( ) + .
( ) + 1.
Page 202
( , ,
203
( )2 + [ ! ( ) + " ( )] + ! ( )" ( ) = 0.
The equation can be factorized: [ + ( )][ + ( )] = 0, i.e., it falls into two simpler
equations + ( ) = 0 and + ( ) = 0. Therefore, the solutions are:
( ) = L
M
+X
2.
( )2 + 2 ! + "I
= ("
) exp O 2 X
3.
= ! (
2 +L
M
P
M P
L exp O X
M P
cosh O X
2 +L
exp O X
P
M P
M
exp O X
!
Here, = ( ), = ( ). Solution:
+ X ( ) = L .
and
+ 2 ) (
sin O X
if > 2 ,
if 2 ,
if < 2 .
)2 + 1.
Raising the equation to the second power and applying the transformation = & (a ) cos a ,
= & (a ) sin a , one arrives at the relation & 4 = 2 (& 2 )[(& g )2 + & 2 ]. Solving it for & g yields a
separable equation: (& 2 )& g = A"& & 2 2 (& 2 ).
4.
= ! (
+ ) (
)2 + 1.
Raising the equation to the second power and applying the transformation = & (a ) cos a ,
= & (a ) sin a , one arrives at the relation & 2 (& g )2 = 2 (& 2 )[(& g )2 + & 2 ]. Solving it for & g yields a
& (& 2 )
.
separable equation: & g = A
& 2 2 (& 2 )
^_
5.
!e
)2 + 1.
Raising the equation to the second power and applying the transformation = & (a ) cos a ,
= & (a ) sin a , one arrives at the relation & 2 = 2 (cos a , sin a )[(& g )2 + & 2 ]. Solving it for & g yields
a separable equation: (cos a , sin a )& g = A"& 1 2 (cos a , sin a ).
6.
+ =
!e
)2 + 1.
Raising the equation to the second power and applying the transformation = & (a ) cos a ,
= & (a ) sin a , one arrives at the relation & 2 (& g )2 = 2 (cos a , sin a )[(& g )2 + & 2 ]. Solving it for & g
yields a separable equation:
1 2 (cos a , sin a ) & g = A"& (cos a , sin a ).
Page 203
204
= ! ( ).
Solution in parametric form:
= (a ),
8.
9.
= ! ( ).
Solution in parametric form:
! ( ) +
+ + s = 0.
Solution in parametric form:
= X a g (a ) a + L .
a
= Xv g (a ) M + L ,
a
= (a ).
g (a ) a
M , = (a ).
+ 'a
In addition, there is a particular solution = + , where and are determined by solving
=L X
10.
11.
12.
13.
14.
15.
16.
( ) + ' + = 0.
+ ! ( ).
= L3 + ( L ).
The Clairaut equation. Solution:
In addition, there is a singular solution, which may be written in the parametric form as:
= g (a ),
= a g (a ) + (a ).
= ! ( ) + " ( ).
The LagrangedAlembert equation. For the case (a ) = a , see equation 1.8.1.10. Having
differentiated with respect to , we arrive at a linear equation with respect to = (a ), where
a = : [a (a )] g = g (a ) + g (a ). See also 1.8.1.12.
! (
) + " ( ) + % ( ) = 0.
The Legendre transformation m
[ (m ) + m (m )] n o (m ) n + %
Inverse transformation: = n
= , n = , n o =
(m ) = 0.
o , = mn o n , = m .
= 2 ! ( ) + " ( ) + % ( ).
Having differentiated with respect to , we arrive at an Abel equation with respect to = (a ),
where a = :
V 2 (a ) + (a ) aW g = g (a ) 2 g (a ) % g (a )
(see Subsection 1.3.4).
= 2 ! ( ) + " ( ) + % ( ).
Having differentiated with respect to , we arrive at an Abel equation with respect to = (a ),
where a = :
V 2a (a ) + a (a ) 1W g = a g (a ) 2 a g (a ) a% g (a )
(see Subsection 1.3.4).
= ! ( ) + .
Differentiating with respect to and denoting a = , we obtain a Bernoulli equation for
= (a ): B (a ) g g (a ) 2 = 0.
( ) ! ( ) + " ( ) + % ( ) = 0.
The Legendre transformation = g , = a g
[a (a ) + % (a )] g = (a ) + (a ) .
Page 204
( , ,
205
= (
)2 + ! ( 2
).
1
= (L ) +
( L )2 . In addition, there is a singular solution, which can be
Solution:
4
represented in parametric form as:
= a + 2 g (a ),
18.
= ! ( +
= ! ( +
)( 2 + 2
^ ]
= ! (
).
The substitution
22.
23.
24.
25.
m
).
) + " ( +
)( 2 + 2 )
20.
21.
)( 2 + 2
) + " ( +
= (a ) + [ g (a )]2 .
= ! ( )" (
).
leads to an equation of the form 1.8.1.32: 9 = ( 2
= ln
).
! (
) +
" (
= ! (
+ )" (
= ! (
+ )+
)( ) = .
).
" (
+ ).
! (
+ )+
3 ( )2" (
+ )= .
Page 205
206
26.
! (
[ ( ) 2 + 2 ] = 0.
(1)
= ( L ) + $ . Substituting
Equating the first factor to zero, after integrating we find
the latter into the original equation yields $ = ( L ). As a result we obtain the solution:
2
= ( L ) ( L )2 .
There is also a singular solution that corresponds to equating the second factor of (1) to
zero. This solution in parametric form is written as:
2
27.
28.
= 12 ( ),
= ( ) 14 [ ( )]2.
= ! ( ) + 2 ( 2 1)" ( ).
The contact transformation = nIn o m , = n [( n o )2 1]1 J 2 , = n o [( n o )2 1]1 J 2 ,
= n 2.
where n = n (m ), leads to the equation nCn o = (m ) + n 2 (m ), which is linear in
!
2
1
J
2
2
1
Inverse transformation: m = , n = [( ) 1] , n o = [( ) 1] J 2 .
1
! Oi
2I
+ Oi
" Oi
P3
D 1 I
! Oi
+ Oi
"3Oi
P
D +1 I
! Oi
= " (
D +1
( )2
2n
,
o n
, n o = 2 2 leads to a linear
=
= .
, n =
).
o n )( n o ) 1 ,
m 2n o
.
2(mn o n )
, n o =
=
mn o !n
.
(1 ) n o
).
1
1
mn o + !n
=
(mn o n )( n o ) +1 ,
= ( n o ) +1 ,
=
.
+1
( + 1) n o
31.
32.
leads
^
= ! (
).
The substitution = ln a leads to an equation of the form 1.8.1.32: a9
+1
leads
= (a g
).
= ! ( ).
We pass to a new variable ( ) =
, divide both sides of the equation by + , and
differentiate with respect to . As a result we arrive at a separable equation: ? ( )2 =
( + B ) ( ).
Solution in parametric form:
? ( )
+ L , + = ( ).
ln   = X
M
( + B ) ( )
Page 206
( , ,
33.
34.
35.
36.
= ! ( ) .
The contact transformation m = , n = + , n
separable equation: nCn o = (m ).
m n
Inverse transformation: = ln n o , = n
! (
) " ( + ) = 0.
The contact transformation m =
separable equation: ( n ) n o = (m
Inverse transformation: = ln n
! (
) + " ( )( +
The contact transformation
linear equation: !n o = (m
Inverse transformation:
o = , where n = n (m ), leads to a
o , = mn o .
= + , n o = , where n
o ,
) " ( + ) = .
This equation can be rewritten in the form 1.8.1.34:
o = , where n = n (m ), leads to a
o , = mn o .
! (
where
( ) = ln ( ),
sin cos ) =
! ( cos + sin ).
The contact transformation
cos + sin
( )2 + 2 ,
2
leads to the homogeneous equation: n o = ( n
m ).
H (
+1
1
=
( )2 +
H ( 2
n o = ( sin cos )
n =
Solution:
( L 1 B , L
39.
( ) = ln 4 ( ).
38.
= n (m ), leads to a
= n mn o , = mn o .
) = .
m = , n = + , n
) n + (m ).
= ln n o , = n
m n
( ) 4 ( + ) = 0,
37.
, n
).
207
+ ) = 0.
= L 1 + L 2 . Here, the constants L
2 B ) = 0.
and L
+ 2 , 3 + 2 ) = 0.
= L 1 1 + L 2 2 . Here, the constants L 1 and L 2 are related by the constraint
Solution:
( L 1 , L 2 ) = 0.
The singular solution can be represented in parametric form as:
( , ) + " ( , ) = 0,
( , ) = 0,
= 2 a + 2 ,
where
= 3a +
The subscripts and denote the respective partial derivatives, and a is the parameter.
40.
+ , +1 + ) = 0.
= L 1 + L 2 + . Here, the constants L
Solution:
L 1 ( B ), L 2 (B ) = 0.
H (
+1
41.
42.
and L
H ( ,
+ ) = 0.
= L 1 + L
Solution:
( L 1 , L 2 ) = 0.
H ( ^
2.
and L
+ J ^ , _ + q _ ) = 0.
Solution: = L 1 9 + L 2 : . Here, the constants L
L 1 ( ), L 2 ( ) = 0.
and L
Page 207
208
43.
H (
cosh sinh ,
= L 1 sinh + L
Solution:
constraint ( L 1 , L 2 ) = 0.
44.
H ( ,
45.
HwO
, ln
Solution:
( L 2 , ln L
46.
HwO
1)
47.
H (
ln + L
r P
= L
Solution:
( L 1 , L 2 ) = 0.
49.
and L
and L
ln
= 0.
and L
= 0,
r (
( L 1 , L 2 ) = 0.
and L
).
sin cos ) = 0.
r r
s r , r
r P
s = L Y ( s ) + L s j ( ).
s
Solution:
1
2
HwOr s
and L
= L 1
1 ) = 0.
cos + sin ,
HwO r
2.
Solution: = L 1 sin + L
( L 1 , L 2 ) = 0.
48.
= 0.
= L 1 exp( L
= 0.
, ln
Solution:
( L 2 , ln L
ln ) = 0.
= L
Solution:
( L 1 , L 2 ) = 0.
sinh cosh ) = 0.
= 0,
and L
r (
),
and L
s
2
( ).
are related by the constraint
( , ) = 0,
j ( , ) + Ys ( , ) = 0,
where =
j
Y j
h
aj
,
jY
Y
Y j
h
aY
.
jY
The subscripts and denote the respective partial derivatives, and a is the parameter.
50.
H r
r , r
]
(r
r )
]
Lt , Y = Lt
Here, Y = Y ( , ), Y =
= 0.
(Y + Y
) (
"
) = 0,
Y ( , ) = L3 + # ,
where
( L , # ) = 0.
"
Page 208
( , ,
209
= ! ( 2) + 2 .
Solution: [ ( L )]2 = 4 L3 .
= 2 ( )3 + ! ( 3 2 ).
This is a special case of equation 1.8.1.72 with B = 3.
L 3J 2
. In addition, there is the following singular solution
Solution: = ( L ) + 2 rO
3 P
written in parametric form:
= a + 3 [ g (a )]2 ,
53.
54.
55.
56.
= (a ) + 2 [ g (a )]3 .
= ! ( 2 ) + (2 3 3 )" ( 2 ),
0.
2
The contact transformation m = ( ) ' , n = 2 ( )3 3 , n o = 3 leads to a linear
equation: n o = 3 (m ) n + 3 (m ).
1 1
[2 ( n o )3 27 n ], = 13 n o .
Inverse transformation: = 19 1 [ ( n o )2 9m ], = 81
= ! ( +
)"
( 21 2 + ).
) = ! ( 2 2 ).
= ! ( 2 2 )( +
The contact transformation
n = 12 ( )2 + , n o = , where n = n (m ),
( n ).
o ), = 12 1 [2 n ( n o )2 ], = n o .
, n = ( ), n o = 12 ( )1 leads to a linear
).
n = ( + ) ( ),
leads to a separable equation: 2 (m ) n o = 1.
m
57.
58.
59.
60.
= ( )2
= ! ( 2 2 )" ( ).
The contact transformation m = ( )2
separable equation: 2 (m ) ( n ) n o = 1.
, n
n o = 12 ( + )( )1
= ( ), n o =
1
2
( )1 leads to a
= ! ( 2 2 ) cosh .
The contact transformation m = ( )2 2 , n = cosh sinh , n o =
leads to a separable equation: 2 (m ) n o = 1.
= ! ( 2
1
2
cosh ( )1
1
2
sinh ( )1
) sinh .
= ! ( 2 2 )( cosh + sinh ).
The contact transformation
m = ( )2 2 ,
cosh + sinh
n o =
2
Page 209
210
61.
62.
63.
64.
65.
! ( 2
68.
1
2
cosh ( )1
= ! ( 2 + 2 )( cos + sin ).
The contact transformation
n o = 12 ( cos + sin )( )1
! ( 2 +
1
2
cos ( )1 leads
1
2
cos ( )1 leads
1
2
sin ( )1 leads
P " ( 2 2
=I
! Oi +
).
=A
71.
sinh ( )1
= ! ( 2 + 2 ) cos .
This is a special case of equation 1.8.1.65 with = 1 and = 0.
69.
70.
1
2
67.
cosh ( )1
m = ( )2 + 2 ,
66.
1
2
mn o n ,
=A
mn o 2 n
,
2 mn o n
, n o = 2 2 leads to a separable
=
m 2n o
.
2(mn o n )
= ! ( 2 )" (2 3 3 ),
0.
2
The contact transformation m = ( ) ' , n = 2 ( )3 3 , n o = 3 leads to a separable
equation: n o = 3 (m ) ( n ).
1 1
[2 ( n o )3 27 n ], = 13 n o .
Inverse transformation: = 19 1 [ ( n o )2 9m ], = 81
= ! (
Solution:
)+
1
BL
= (L ) +
.
B 1
Page 210
72.
( , ,
211
= ( 1)( ) + ! ( ) 1 .
Differentiating with respect to , we obtain a factorized equation:
V 1 B (B 1)( )
B ( )
where a =
W V g (a )W = 0,
(1)
. Equate the first factor to zero and integrate the obtained equation.
Substituting the expression obtained into the original equation, we find the solution:
L
B P
= ( L ) + (B 1) O
Equating the second factor in (1) to zero, we have another solution that can be written in
parametric form as:
= a + B [ g (a )]
73.
= (a ) + (B 1)[ g (a )] .
= ! ( ) " ( ) +1 ( + 1) .
The contact transformation ( 0, , 1)
= ( ) ' ,
n = , ( )
+1
n o = ( , + 1)
( , + 1) ,
(n o )
m
,
( , + 1)
=
74.
, ( n o )
( , + 1)
+1
+2
( , + 1)
= !u ( ) + ( ) +1 ( + 1) *
" (
The contact transformation ( 0, , 1)
)
= ( ) ' ,
n = , ( )
+1
( , + 1) ,
(n o )
m
,
( , + 1)
=
75.
76.
H
+
Solution:
H (
78.
, ( n o )
( , + 1)
+1
+2
( , + 1)
2 +
= 0.
= + 2 L 1 + L 2 . Here, the constants L
, 2
= L 1 + L
Solution:
(2 L 2 , 4 L 1 L 2 ) = 0.
77.
and L
L 1 , L 12 + L 2 = 0 if
L 1 , L 12 + L 2 = 0 if
n o
.
=
, +1
.
n o = ( , + 1)
n o
.
=
, +1
> 0,
< 0.
) = 0.
. Here, the constants L
2
and L
cosh sinh , 2 2 ) = 0.
= L 1 sinh + L 2 cosh . Here, the constants L
Solution:
constraint ( L 1 , L 12 L 22 ) = 0.
H (
cos + sin , 2 + 2 ) = 0.
Solution: = L 1 sin + L 2 cos . Here, the constants L
( L 1 , L 12 + L 22 ) = 0.
H (
and L
and L
Page 211
212
2.
= ! ( , ).
Substituting a = and differentiating both sides of the equation with respect to , we obtain
an equation with respect to = (a ):
where g = g , = .
[1 a ( , a )] g = ag ( , a ),
If = (a ) is the solution of the latter equation, the solution of the original equation can be
represented in parametric form as:
= ( (a ), a ),
= (a ).
= ! ( , ).
Differentiating with respect to and setting a = " , we obtain an equation with respect to
= (a ):
where g = g , = .
[a ( , a )] g = g ( , a ),
If = (a ) is the solution of the latter equation, the solution of the original equation can be
represented in parametric form as:
= (a ),
= ( (a ), a ).
3.
=I
! O
Set H =
and
P
.
. Divide both sides of the equation by +
and differentiate
H ( + , )( + ? ) = ( + B ) , where = ( H , ),
which is usually simpler than the original equation, since it is readily solved for the derivative.
If = ( H ) is the solution of the equation obtained, the solution of the original equation is
written in parametric form as:
= H , + = ( H , ( H )).
4.
5.
6.
7.
8.
^ ]
= ! (
The substitution
^
_ ] ,
).
= ln leads to an equation of the form 1.8.2.3: 9 = + : ,
.
= ! ( _ , ).
The substitution = ln a leads to an equation of the form 1.8.2.3: a 9
! ( ,
= a : + , a g
.
, ) = 0.
The Legendre transformation = g , = a g ( = a ), where = (a ), leads to the
equation ( g , , a ) = 0. Inverse transformation: a = , = , g = .
( )2 = + ! ( ).
For 0, the transformation = 2 + ( ) leads to an Abel equation of the second
kind,
* = + Y ( ), where Y = 2 2 ( ),
which is outlined in Subsection 1.3.1 for specific functions Y .
= + 2 + ! ( ),
0.
Differentiating the equation with respect to and changing to new variables a = and
= 2 , we arrive at an Abel equation of the second kind,
* g = + Y (a ), where Y = 2 g (a ),
which is outlined in Subsection 1.3.1 for specific functions Y .
Page 212
Chapter 2
2 ( ) + 1 ( ) + 0 ( ) = 0.
Let 0 = 0 ( ) be a nontrivial particular solution (
solution of equation (1) can be found from the formula:
=
OL
+L
2
0
,
M P
(1)
where
=X
1
2
.
(2)
For specific equations described below in 2.1.22.1.9, often only particular solutions are given,
while the general solutions can be obtained with formula (2) (see also Paragraph 0.2.11, Item 3 b ).
x3y'z{}~/
Only homogeneous equations are considered in Subsections 2.1.2 through 2.1.8; the
solutions of the corresponding nonhomogeneous equations can be obtained using relations (7) and (8)
of Subsection 0.2.1.
2 b . Suppose a particular solution of a homogeneous linear equation is obtained in the closed form
= [ ( )] , with this formula valid for ( ) 0. If the equation makes sense in a range of where
( ) < 0, then the function =  ( ) will be a particular solution of the equation in that range.
2.
+ = 0.
Equation of free oscillations.
L 1 sinh(   ) + L 2 cosh(   ) if < 0,
= L 1 + L 2
Solution:
if = 0,
L 1 sin( ) + L 2 cos( )
if > 0.
( + ) = 0,
0.
2 J 3
( + ) leads to the Airy equation:
The substitution =
= 0,
(1)
213
2003 by Chapman & Hall/CRC
Page 213
214
Ai( ) + L
Bi( ),
where Ai( ) and Bi( ) are the Airy functions of the first and second kind, respectively.
The Airy functions admit the following integral representation:
1
Ai( ) =
X cos 13 a 3 + a a ,
0
M
Bi( ) =
X exp 31 a 3 + a + sin 13 a 3 + a S a .
0
Q
M
The Airy functions can be expressed in terms of the Bessel functions and the modified Bessel
functions of order 1
3 by the relations:
V
Bi( ) = 13 V
Ai( ) =
1
3
H ) 1 J 3 ( H )W , Ai( ) = 13 V
1 V
1 J 3 ( H ) + 1 J 3 ( H )W , Bi( ) =
3
1 3 (
J H ) + 1 J 3 ( H )W ,
1 3 (
J H ) 1 J 3 ( H )W ,
1 3 (
where H = 23 3 J 2 .
For large values of , the leading terms of the asymptotic expansions of the Airy functions
are:
1 1 J 4
1 1 J 4
exp( H ), Ai( ) =
sin OH + ,
Ai( ) =
4P
2
1 1 J 4
1 1 J 4
exp( H ),
Bi( ) =
cos OH + .
Bi( ) =
4P
+ ) = 0.
Particular solution:
4.
= exp
1
2
2 .
+ ) = 0.
1
4 ).
, > 0,
^_
5.
References: H. Bateman and A. Erdelyi (1953, Vol. 2), M. Abramowitz and I. A. Stegun (1964).
(2
Particular solution:
6.
= 0.
0
= exp 12 2
+ .
+ ) = 0.
The substitution = +
2
O 2 + (
4 P
= 0.
Page 214
215
7.
= 0.
1 b . For B = 2, this is the Euler equation 2.1.2.123, while for B = 4, this is the equation
2.1.2.211 (in both cases the solution is expressed in terms of elementary function).
2 b . Assume 2
(B + 2) = 2
12
(
12
(
+ 1, where
& c )+
+1
) + L
&c
L
exp
exp
&
&
+L
+L
exp
exp
&
&
0,
if
if
< 0,
B +2
1
=
.
2
2 +1
M
3 b . For any B , the solution is expressed in terms of the Bessel functions and modified Bessel
functions of the first or second kind (see 2.1.2.126 and 2.1.2.127):
where c
where
8.
= M ,
L 1
10.
1
2
&
&
+L
2n
1
2
&
&
& + L 2 ; 1
&
L 1 1
2
2
&
&
if < 0,
if > 0,
= 12 (B + 2).
Particular solution:
9.
1
0
) = 0.
= exp O
B +1
+1
2 ( + + 1) = 0.
Particular solution: 0 = exp
B .
+ ( 2 + 1 ) = 0.
The substitution = +1 leads to a linear equation of the form 2.1.2.108: (B + 1) 2 +
B (B + 1) + ( + ) = 0.
+ + = 0.
Secondorder constant coefficient linear equation. In physics this equation is called an
equation of damped vibrations.
V
1
1
1
2
2
exp 2 L 1 exp 2 + L 2 exp 2 W if = 4 > 0,
Solution:
12.
exp 12 V L
+L
1
L 1 + L 2
exp 2
1
sin
1
2
cos
1
2
W
+ + ( + ) = 0.
1 b . Solution with 0:
if
= 4
if
= 4 .
> 0,
= exp 12
where
VL
3 J 2 + L 2 n
2
3J 2 W ,
J
1J 3 3 "
2
1 1 3 3
= +
4(
4
1 3(
Page 215
216
13.
14.
+ (
+ ) = 0.
Particular solution:
15.
Particular solution:
16.
17.
+ 2) = 0.
= exp 13 ' 3 .
= exp O
= exp O
B +1
= M exp 21 2 L
Q
+ 2 = 0,
) = 0.
B +1
+ ( + 1) = 0,
Solution:
19.
+ (
Particular solution:
18.
= exp 12 ' 2 .
Particular solution:
+ 1) = 0.
+ (
+1
) = 0.
+1
= 1, 2, 3,
1
+L
= 1, 2, 3,
uuu
X exp 12 2 S .
M
uuu
Solution:
= exp( 2 ) M exp( 2 ) L 1 + L 2 X exp( 2 ) S" .
Q
M
For L 1 = (1) andM L 2 = 0, this solution defines the Hermite polynomials.
20.
= 0.
= 0.
= J V L 1 ` 12 3 2 , 12 , 12 2 + L 2 i 12 3 2 , 12 , 21 2 W , = 2 2 ,
Solution:
where ` ( , ; ) and i ( , ; ) are the degenerate hypergeometric functions (see equation
22.
23.
24.
+ + ( + ) = 0.
This is a special case of equation 2.1.2.108 with
26.
=
= 0 and
+ 2 + ( 4 + 2 2 + + ) = 0.
This is a special case of equation 2.1.2.49 with B = 1 and
+ (
+ )
Particular solution:
25.
+ = 0.
0
= exp 12
+ ( + ) = 0.
Particular solution: 0 = + .
= 1.
= 2.
' .
+ ( + ) + ( + ) = 0.
Particular solution: 0 = v .
Page 216
217
27.
Particular solution:
28.
29.
31.
32.
34.
35.
37.
=
2 )
= 0.
+ ) + [( )
+ (
= exp
( .
2
12
= 1.
+ 2( + ) + ( 2 2 + 2 + ) = 0.
The substitution = exp 12 2 + ' leads to a constant coefficient linear equation of the
form 2.1.2.1: + ( ( 2 ) = 0.
+ ( + ) + ( 2 + + ) = 0.
The substitution = exp( 2 ), where is a root of the quadratic equation 4 2 + 2 ! + = 0,
leads to an equation of the form 2.1.2.108: + [( + 4 ) + ] + [( + 2 ) + = + 2 ] = 0.
+ (
+ ) + (
0
= exp O
+1
B +1
+1
+ ( 2 2 ) ( + ) = 0.
Particular solution: 0 = .
) = 0.
+ ( 2 + ) + (
Particular solution: 0 =
+ (
+ 2 )
+ ) = 0.
.
=
+ (
0
v
2 )
= 0.
+ (2 2 + ) + ( 4 + 2 + 2 + ) = 0.
The substitution = exp 13 3 leads to a constant coefficient linear equation of the form
2.1.2.11: + + ' = 0.
+ ( 2 + ) + ( 2 + + ) = 0.
1 b . This is a special case of equation 2.1.2.146 with B = 1.
38.
+ ( 2 + + 2 ) + 2 ( 2 + 1) = 0.
Particular solution: 0 = ( + 1) .
39.
= exp 31
12 ' 2 .
+ (
+ ) + (
Particular solution:
+ (
+ (
13
= exp
+ ) + (
Particular solution:
41.
+ 1] = 0.
40.
= 0 and
Particular solution:
36.
+ ( + ) + ( + ) = 0.
This is a special case of equation 2.1.2.108 with
Particular solution:
33.
Particular solution:
30.
+ 2 ) + (
+ (
= exp
=
+ 2 ) + (
Particular solution:
12
+
3
3
'
+ 2 ) = 0.
( .
+ ) = 0.
( .
2 )
= 0.
Page 217
218
42.
+ (
Particular solution:
43.
+ (
+ 2 )
+ ) = 0.
12 ' 2 .
+ 1) = 0.
= exp 14
+ 2(
.
0 = ( + 1)
Particular solution:
44.
+ 2(2
= 0.
Solution:
45.
46.
+ 2
+L
48.
+ (
+ (
+ 2
+
2
+ (
+ (
+ 2 )
+ (
+ (
+ 2
) = 0.
B +1
+1
) = 0.
+ (
+
+1
) = 0.
+ (
^ ]
= +( .
= .
2 )
= 0.
= ( + 2) .
) = 0.
) = 0.
+ 2 ) + 2 (
+1
.
0 = ( + 1)
Particular solution:
+1
B +1
=
) = 0.
+ (
+ ( + ) +
Particular solution:
55.
exp O
Particular solution:
54.
v
0 =
Particular solution:
53.
+ ) + (
Particular solution:
Particular solution:
52.
= exp O
+ (
+ ( ' 2 + + ( +
51.
+1
The substitution
50.
= exp O
Particular solution:
49.
= 0.
Particular solution:
47.
+1
.
B + 1 P3M
X exp O
+ 1) = 0.
= 0.
+ ) = 0.
) = 0.
Page 218
219
56.
57.
+ (
+ (
+ (
+ [ ( + 1)
+ (
+ (
+ (
+ (
v
0 =
Particular solution:
60.
= exp O
Particular solution:
59.
) = 0.
Particular solution:
58.
+ )
Particular solution:
+1
+
+1
+ 1)
+ (
+1
] = 0.
.
) = 0.
+ (
= exp O
B +1
+
= exp O
+ [
+ (
+1
+
B +1
+
+
+1
+ 1)
+1
] = 0.
^
(
) = 0.
62.
1
2
= 0.
Solution:
+
= 0.
=
V
L
2 ' + L 2
n 2 ' W ,
@ = 1 .
where
63.
if > 0,
M cos 4 + L 2 M sin 4
M
M
L 1 M cosh 4  + L 2 M sinh 4  if < 0.
M
M
L
= 0.
=
V
L
"
+ L 2 n W ,
where
@ = 12 1 .
64.
3P
cos + L
3P
sin
M1
L 1O
cosh + L 2 O
sinh
M
M
P
3P
3
M
M
+ (
1 M
+ ) = 0.
= 1 and
=
if > 0,
if < 0.
= 0.
Page 219
220
65.
66.
67.
70.
sin
exp
B 1
B 1
+L
+ (1 3 ) 2 2 2 1 = 0.
= L 1 ( + 1) exp( ) + L
Solution:
cos
exp
B 1
if > 0,
+L
2 (
+ 1) exp( ).
B 1
if < 0.
+ + = 0.
If B = 1 and = 0, we have the Euler equation 2.1.2.123. If B 1 and 0, the solution is
expressed in terms of Bessel functions:
1
2
L
hO
2
B +1
+ + (
Particular solution:
69.
=
68.
+1
+L
nO
2
B +1
+1
2
where
@ =
1 
.
B +1
+ ) = 0.
= exp O
+ + = 0.
Particular solution: 0 = .
+1
2
B +1
+1
+ ( ) = 0.
The degenerate hypergeometric equation.
1 b . If 0, 1, 2, 3, , Kummers series is a particular solution:
( )
,
` ( , ; ) = 1 +
=1 ( ) , !
where ( ) = ( + 1) ( + , 1), ( )0 = 1. If > > 0, this solution can be written in
terms of a definite integral:
1 g
( )
` ( , ; ) =
w
X a 1 (1 a )
( ) ( ) 0
w
w
g
1
a is the gamma function.
where ( H ) = X a
w
M
0
If is not an integer, then the general solution has the form:
=L
` ( , ; ) + L 2
` (
a,
+ 1, 2 ; ).
Table 14 gives some special cases where ` is expressed in terms of simpler functions.
The function ` possesses the properties:
` ( , ; ) = ` ( , ; );
( )
M ` ( , ; ) = ` ( + B , + B ; ).
( )
M
` ( , ; ) = w
` ( , ; ) =
( )
1
S
1 + [O
( )
  P
Q
( )
1
( ) 1 + [O
S
w
( )
  P
Q
if ED
+F ,
if ED
F .
Page 220
221
TABLE 14
Special cases of Kummers function ` ( , ; H )
H
2
+1
1
2
3
2
1
2
3
2
Conventional notation
1
sinh
= ( , )
2
= ( , ) = X
2
2
ga
Error function
2
X exp(a 2 ) a
erf =
erf
1
B !
O
5 2 ( )
(2B )! 2 P
1
B !
O
5 2 +1 ( )
(2B + 1)! 2 P
Hermite polynomials
2
2
5 ( ) = (1)
M ,
M
B = 0, 1, 2, 3,
Laguerre polynomials
@ +
1
2
B +1
2@ + 1
2
2B + 2
9
M + 9 ,
B !
= M 1,
( ) = ( + 1) ( + B 1)
0 ( 9 ) (
B ! ( 1)
0 ( )
( )
(1 + @ )
2
OB +
O
2P
3
O
2P
2P
(
12
)
+ 12 (
)=
)
i ( , ; ) =
(1 )
w
` ( , ; ) +
( + 1)
( 1)
( )
` (
+ 1, 2 ; ).
i ( , B ; ) =
(1) 1
` ( , B +1; ) ln
B ! ( B )
=0
( )
V j ( + & ) j (1 + & ) j (1 + B + & )W
(B + 1)
&!
(B 1)!
( )
1
=0
( B )
,
(1 B ) & !
where B = 0, 1, 2, (the last sum is omitted for B = 0), j ( H ) = [ln ( H )] is the logarithmic
w
derivative of the gamma function:
j (1) = = ,
j ( B ) = = +
=1
Page 221
222
i (
i ( , ; ) =
+ 1, 2 ; ),
` ( , ; ) + L 2 i ( , ; ),
=
V L 1 ` (
+ 1, 2 ; ) + L
i ( + 1, 2 ; )W .
The functions ` and i are described in Subsection S.2.7 in more detail; see also the
books by Abramowitz & Stegun (1964) and Bateman & Erdelyi (1953, Vol. 1).
71.
+ ) + [( ) + ] = 0.
+ (
Particular solution:
72.
+ (2
+ )
=
Solution:
73.
=
+ (
(L
+ ) = 0.
1
) if 1,
ln

) if = 1.
2
+L
1+L
1
(L
+ [( + ) + +
Here, B and
v
] + (
+
= L 1 M +
M
74.
+ ( + ) + ( + ) = 0.
This is a special case of equation 2.1.2.108.
75.
Particular solution:
76.
(2
+ (
= L
Q
78.
(2
Solution:
79.
+ (
= exp
+ 1) +
+ ) = 0.
12
( .
2
cos
= 0.
5) + 2 2 ( 2)
+ ( 2 + )
Particular solution:
= (
1
2
2 S .
+ 1) = 0.
= L 1 exp V 12 + 2 2 W + L
Particular solution:
80.
+L
1
1 sin 2
Particular solution:
+ ) = 0.
+ ) +
= 0.
= exp 12 ' 2 .
+ 1) + (
Solution:
77.
2(
+ 1)
1
V ( ) W + L 2 M
V + ( ) W .
1
M
Solution:
exp V
1
2
2 2W .
= 0.
2
+ 1) exp( ).
[ 2 + ( +
v .
0 =
+ 2 ) +
+ 2 ] = 0.
Page 222
223
81.
82.
83.
+ ( 2 + + 2) + = 0.
Particular solution: 0 = +
.
+ ( 2 + + ) + (2 + ) = 0.
Integrating, we obtain a firstorder linear equation: " + (
+ (
v.
0 =
+ ' + ( 1) = L .
+ ) = 0.
Particular solution:
84.
+ ) + ( 1)(
+ ( 2 + + ) + ( 2 + ( + = ) = 0.
1 b . Let # = , , $ = , ( , ), L = (, , where , is an arbitrary number.
Particular solution: 0 = .
2 b . Let # = ( + , ), $ = ( ( + 1) , ( + , ), L = (, .
, .
Particular solution: 0 = exp 12 2 + !
3 b . Let # = ( + , ), $ = 2 , , 2 , L = ( ( 1) + , ( ( 2).
Particular solution: 0 = 1 v exp 12 2 + ,! .
4 b . Let # = , , $ = ( ( 1) , ( + , ), L
Particular solution: 0 = 1 v .
85.
86.
+ ( 2 + + 2) + ( 2 + + ) = 0.
+ ( + )2
+
The substitution = leads to a linear equation of the form 2.1.2.108: I
( ( + ) = 0.
+ (
+ ) + ( 1)
+ (
.
0 =
89.
90.
+ ( 3 +
Particular solution:
+ (
+ (
Particular solution:
93.
= 0.
+ ) = 0.
= exp 13
' .
1) + 2
= ( + 1) .
=
+
=
+ ) + ( 1)(
x
0 =
+ (
+ 2)
+
0
Particular solution:
92.
+ ( 3 + 2 + 2) + = 0.
Particular solution: 0 = +
.
Particular solution:
91.
+ ) + (3
Particular solution:
88.
Particular solution:
87.
= (( 1) + , ( ( 2).
+ ) = 0.
1
1
= 0.
+ 2 ) = 0.
.
= 0.
+ ( + 1 ) + 2 1 = 0.
1 b . For 14 , the solution has the form: = L 1 exp 1 + L
are roots of the quadratic equation: B 2 2 + B/ + = 0.
= (L
+L
2 exp
) exp 12 B
2 . Here,
1
and
.
Page 223
224
94.
+ (
Particular solution:
95.
+ (
+ (
+ (
+ (
+ )
+ (
=
.
+ (
v
.
0 =
= 0.
= 0.
+ ) = 0.
3 + 1) +
2 1
+ 1) exp( ).
0 = (
Particular solution:
99.
exp(
B ).
B ).
0 = exp(
Particular solution:
98.
=
= 0.
+ ) + ( + 1)w
Particular solution:
97.
+ ) + ( 1)
Particular solution:
96.
+ ) +
+ ) + (
= 0.
) = 0.
+ (
+ (
+ (
+ (
+ (
+ 0 ) + (
1) +
=
v.
+ ) +
Particular solution:
106. (
) = 0.
= 0.
+ 1 2 ) +
+ 1) exp( ).
0 = (
Particular solution:
105. ( + ) + (
+ ) + ( 1)(
Particular solution:
104.
.
0 = ( + 1)
+ (
Particular solution:
103.
= 0.
B ).
0 = exp(
Particular solution:
102.
0 = + .
Particular solution:
101.
+ 2) +
0 )
) = 0.
2 +
= 0.
= 0.
' + ( 1
.
+ ?M P
= exp O X
+
= 0.
+
1
, + + 1 [( 1 + 0)c 2 + 0 c ] . + , where
O
which can be represented as: 0 =
If
+1
=0
with @ 1.
c = M , =
@ +1
M
107. (
+ ) + s(
Particular solution:
1P
+ ) s [( + ) +
0
=
+ ] = 0.
Page 224
225
TABLE 15
Solutions of equation 2.1.2.108 for different values of the determining parameters
= ( H ), where H =
Solution:
Constraints
2 0,
2
1 4 0
2 = 0,
10
2 0,
= 4 0
2
1
c
2 2
0
1
2 = 1 = 0,
00
2
2
2 2 , +
2
1
2 2 , +
Notation: c
2
2
2
1 4 0 2,
=
Parameters
= $ ( , )
(2 2 , + 1 ),
= ( 2 1 1 2 ) 2
2
= $ ( , ) (2 1),
=
(2 )
( , ; H )
, 12 ; H 2
:
H J2 /
H
21 4 0
4 0 2
@ = 1 (2 2 , + 1 ) 1
2 ,
= 2 $ (, )
1J 2
2
= O 0
3 2P
:
H 1 J 2 1 J 3 H 3 J 2
see also 2.1.2.12
$ (, ) = 2 , 2 + 1 , +
108. ( 2 + 2 ) + ( 1 + 1 ) + ( 0 + 0 ) = 0.
Let the function ( , ; ) be an arbitrary solution of the degenerate hypergeometric equation
:
+ ( ) y = 0 (see 2.1.2.70), and the function ( ) be an arbitrary solution of
the Bessel equation 2 + + ( 2 @ 2 ) = 0 (see 2.1.2.126). The results of solving the
original equation are presented in Table 15.
109. ( + )
+ (
Particular solution:
+ )
= exp O X
+ ( 1 + 1 ) = 0.
+ ' + + ( 1
.
+
M P
+ = 0.
g
This is a special case of equation 2.1.2.123. The substitution = leads to a constant
coefficient linear equation: g g g + = 0.
111.
+ ( + ) = 0.
This is a special case of equation 2.1.2.132.
112.
+ [
Solution:
113.
2
2
( + 1)] = 0,
= 0, 1, 2, uuu
L
cos
+
L 2 sin
, where c
+1 = ( 3 c ) O 1
2 1
[ 2
Solution:
114.
2 2
+ ( + 1)] = 0,
= 0, 1, 2,
uuu
= M .
L 1 + L 2
+1
3
= ( c ) O
, where c = M .
2 1
P
M
2 2
+ 2
Particular solution:
) = 0.
= .
Page 225
226
115.
116.
equation.
5
16
Particular solution:
117.
2 4
= 0.
0
J exp 2 r
3J 2
.
3
1 4
=
+ (2 1)
0 =
exp 21 2 .
Particular solution:
+ ( + 1)] = 0.
118.
+ ( + ) = 0.
This is a special case of equation 2.1.2.132.
119.
2 2
+ (2 + 1) w + ( 1)] = 0.
exp(
B ).
=
Particular solution:
120.
+ ( 2 + + ) = 0.
This is a special case of equation 2.1.2.146.
121.
+
1
4
1
4
= 0.
122.
+ V
2 (
+ )
1
4
1
4
=
1
2
= 0.
=
1
2
+ + = 0.
The Euler equation. Solution:
 
1
2
 
1
2
 
1
2
L 1   + L 2  
if (1 )2 > 4 ,
(L
if (1 )2 = 4 ,
V
L
+L
sin( ln  ) + L
ln  )
2
cos( ln  )W
if (1 )2 < 4 ,
where = 12 (1 )2 4 1 J 2 .
124.
125.
+ + V 2 + 12 W = 0,
= 0, 1, 2, uuu
This is a special case of equation 2.1.2.126.
1
sin
cos
OL 1
S .
= +1 J 2 O
+L 2
Solution:
M
3P
Q
+ V 2 + + 12 W = 0,
= 0, 1, 2,
This is a special case of equation 2.1.2.127.
1
+1 J 2
OL 1 + L 2
O
S .
=
Solution:
M
Q
3P
uuu
P
Page 226
227
126.
+ + ( 2 b
The Bessel equation.
) = 0.
( ) + L 2
n ( ),
(1)
where ( ) and n ( ) are the Bessel functions of the first and second kind:
(1) (
2) +2
( ) cos @ ( ) .
, n ( ) =
( ) =
,
! ( @ + , + 1)
sin @
=0 w
:
Solution (1) is denoted by = ( ) which is referred to as the cylindrical function.
(2)
2@
( ) = [
) + +1 ( )],
:
:
M [ ( )] =
1 (
: ( )] = : ( ),
M [
1
+1 ( ).
M ( ) and n ( ) can be expressed
M
in terms of definite integrals (with > 0):
The functions
( ) = X
n ( ) = X
cos( sin @
sin( sin @ )
M
M
X (
0
g + g cos @ )
sinh
g a.
M
2 b . In the case @ = B + 12 , where B = 0, 1, 2, , the Bessel functions are expressed in terms
of elementary functions:
+ 12 (
)=
2
+ 12
sin
2
O M
, 1 ( ) =
2
3P
M
n + 12 ( ) = (1) +1 12 ( ).
1
+ 12
O
cos
,
3P
n ( ) = (1) n ( ).
The solution is given by formula (1) in which the function ( ) is obtained by substituting
@ = B into formula (2), while n ( ) is found by taking the limit as @*D B and for nonnegative B
( ) = (1) ( ),
becomes
n ( ) =
where j (1) = z , j (B ) = z +
( ) ln
(1) O
7
=0
1
=1
2P
1
+2
=0
(B , 1)! 2
O
, !
2P
j ( , + 1) + j (B + , + 1)
,
, ! (B + , )!
by Abramowitz & Stegun (1964) and Bateman & Erdelyi (1953, Vol. 2).
Page 227
228
127.
+ ( 2 + b 2 ) = 0.
The modified Bessel equation. It can be reduced to equation 2.1.2.126 by means of the
substitution = ( 2 = 1).
Solution:
= L 1 ( ) + L 2 ; ( ),
where ( ) and ; ( ) are the modified Bessel functions of the first and second kind:
( ) =
=0
(
2)2 +
,
, ! ( @ + , + 1)
; (
)=
) (
2 (sin
@
The modified Bessel function ( ) can be expressed in terms of the Bessel function:
( z J 2 ), 2 = 1.
The case @ = B + 12 , where B = 0, 1, 2, , is given in 2.1.2.125.
If @ = B is a nonnegative integer, we have
1
1
2 + (B 1)!
+1
+
(
)
=
(1)
(
)
ln
(1) + O
;
2 2+
2P
!
=0
+2 + j (B + + 1) + j ( + 1)
1
,
+ (1) O
2
! (B + )!
+ =0 2 P
where j ( H ) is the logarithmic derivative of the gamma function (see 2.1.2.126, Item 3 b ); for
B = 0, the first sum is omitted.
As D + F , the leading terms of the asymptotic expansion are:
( )
, ; ( ) .
2
2
( ) =
The modified Bessel functions are described in Subsection S.2.6 in more detail; see also
the books by Abramowitz & Stegun (1964) and Bateman & Erdelyi (1953, Vol. 2).
128.
129.
+ 2
Solution:
Solution:
130.
Solution:
131.
132.
( 2 2 + 2) = 0.
= L 1 ( 1) + L 2 ( + 1) .
+ [ 2 2 + ( + 1)] = 0.
  ( L 1 sin ' + L 2 cos ' ) if 0,
L 1   + L 2   +1
if = 0.
+ [
2 2
+ ( + 1)] = 0.
  ( L 1 + L 2 ) if 0,
L 1   + L 2   +1
if = 0.
+ + ( 2 + + ) = 0.
The substitution = , where , is a root of the quadratic equation , 2 + ( 1) , + ( = 0,
leads to an equation of the form 2.1.2.108: + ( + 2 , ) + ( + ) = 0.
+ + ( + ) = 0,
0.
The case = 0 corresponds to the Euler equation 2.1.2.123.
For 0, the solution is:
1
2
2
= 2 L 1 O " 2 + L 2 n O 2 S ,
where @ = 1 (1 )2 4 ( ; ( H ) and n ( H ) are the Bessel functions of the first and second
kind.
Page 228
229
133.
134.
135.
136.
137.
+ + ( + ) = 0.
The substitution = leads to an equation of the form 2.1.2.108: B
( ' + ( ) = 0.
+ ( + ) + ^ = 0.
+ 2 + ( 2 + + ) = 0.
= exp 12 leads to a linear equation of the form 2.1.2.115:
The substitution
1
2 2
2
2
+ [( 4 + ) + ( + ] = 0.
+ (
+ (
+ ) + [( )
Particular solution: 0 = v .
+
+ (
140.
141.
=
+ [ ( )
.
0 =
2 2
+ ] = 0.
= 0.
Particular solution:
139.
+ B (B 1 + ) +
Particular solution:
138.
+ ( +
2 I ) + ( 1)] = 0.
+ ( 1 2 + 1 ) + ( 0 2 + 0 + 0 ) = 0.
The substitution = , where , is a root of the quadratic equation 2 , 2 +( 1 2 ) , + ( 0 = 0,
leads to an equation of the form 2.1.2.108: 2 2 +( 1 +2 2 , + 1 )2 +( 0 + 1 , + 0 ) = 0.
+ [ 2 + ( 1) + ] + 2
Particular solution: 0 = ( + 1) .
= 0.
2 ( 2 ) + {2 2 + [(1) 1] } = 0.
For B = 0, 1, 2, , particular solutions are polynomials:
2
0
= ( ), where
0(
) = 1,
1(
)= ,
2(
) = 2 2 1 2 ,
3(
) = 2 3 (3 + 2 ) ,
The polynomials contain only even powers of for even B and only odd powers of for
odd B .
142.
+ ( 2 + + ) + ( 3 + ( 2 + = + F ) = 0.
1 b . The substitution = , where , is a root of the quadratic equation ,
leads to an equation of the form 2.1.2.84 (see also 2.1.2.802.1.2.83):
+ (
+ ' + ( + 2 , ) + [ #*
+( ( 1) , + c = 0,
+ ( $ + , ) + L + , ] = 0.
.
0 =
For # = ( & ), $ = ( ( + 1) + & ( & ), L = + (& 2& , c = ( ( 1), a particular
solution is: 0 = exp( 21 2 & ).
143.
Particular solution:
v
0 =
+ 2 ^
) = 0.
Page 229
230
144.
Particular solution:
145.
+ (
147.
148.
+ )
2 4
= + exp O
Particular solution:
146.
+2
+ (
+ (
+1
2+
+1
) = 0.
1) = 0.
.
=
+2
+ ( + ) + ( 2 + + ) = 0.
The transformation H = , = H , where , is a root of the quadratic equation
B 2 , 2 + B ( 1) , + = = 0, leads to a linear equation of the form 2.1.2.108: B 2 H 2' +
[B!H + 2 ,!B 2 + B (B 1 + )]3 + ( hH + ,!B + ) = 0.
+ (2 + ) + [ 2 2 + ( + 1)w + 2 + + ] = 0.
The substitution = exp(
B ) leads to a linear equation of the form 2.1.2.146:
2 2 + ' 2 + ( 2 + + + + = ) = 0.
2
2
+ (
+2
+ ) + (
Particular solution:
= exp O
B +1
+1
+1
'
^ )
= 0.
+ ' + ( ) + ( ) + ( ) = 0.
149. (1 2 ) + ( 1) = 0,
= 0, 1, 2, uuu
This equation is encountered in hydrodynamics when describing axially symmetric Stokes
flows.
1 b . For B 2, the solution is given by:
=L
( ) + L 2
{ ( ),
where ( ) and { ( ) are the Gegenbauer functions which can be expressed in terms of the
y functions of the first and second kind (see 2.1.2.153) as follows:
Legendre
( ) =
) ( )
,
2B 1
2 (
150. (
2 )
6 = 0.
Particular solution:
=L
{ (
1
)=
+L
.
) ( )
.
2B 1
2 (
= (4 ) +  2   2 .
2 +
151. ( 2 1) + + = 0.
1 b . For = , 2 > 0, the solution is:
=
where arccosh = ln +
2 b . For = ,
1 .
Page 230
231
= 0, 1, 2, uuu
152. (1 2 ) + 2 = 0,
This is a special case of equation 2.1.2.151 with = B
[ J
B
2 +
{
where
2]
(1) +
=0
. Particular solution:
(1)
1
2 12
= ( ) = cos(B arccos ) =
(B 1)!
(2 )
! (B 2 )!
M V (1 2 )
21
+ ,
153. (1 2 ) 2 + ( + 1) = 0,
The Legendre equation.
The solution is given by:
=L
= 0, 1, 2,
uuu
( ) + L 2 ( ),
where the Legendre polynomials ( ) and the Legendre functions of the second kind ( )
are given by the formulas:
( ) =
1
B ! 2
.
The functions
.
0(
) = 1,
M (
1.
1.
1+
( ) =
(
)
ln
+
2
1
+ =1
1) ,
1 (
) + ( ).
)= ,
2(
1
2
+1(
)=
2B +1
B +1
B .
( ) B +1
1(
).
0(
)=
1 1+
ln
,
2 1
1(
)=
.
zeros of the polynomial
ln
1+
1,
1
2(
)=
3
3
1 1+
ln
.
4
1
2
All B
( ) are real and lie on the interval 1 < < 1; the
.
functions ( ) form an orthogonal system on the closed interval 1 1, with the
following relations taking place:
1
1
(
.
)
+ ( ) =
M
2
2B + 1
if B
if B =
154. (1 2 ) 2 + b ( b + 1) = 0.
The Legendre equation; @ is an arbitrary number. The case @ = B where B is a nonnegative
integer is considered in 2.1.2.153.
The substitution H = 2 leads to the hypergeometric equation. Therefore, with   < 1 the
solution can be written as:
=L
@ 1+@ 1
, ;
O ,
2
+L
"O
1@
@ 3
, 1+ , ; ,
2
2 2 P
Page 231
232
155. (1 2 ) 3 + ( + 2) = 0,
Particular solution:
0
= ( ) =
J
2]
sin[(B + 1) arccos ]
1
(B )!
(2 )
! (B 2 )!
(1) +
=0
=
2
= 1, 2, 3,
uuu
(1) (B + 1)
1
1
2 +1 1
2 +1
M V (1 2 )
+ 21
+ ,
156. (
1)
+ 2( + 1)
= M
Solution:
2.1.2.154.
157. (
( b + + 1)( b ) = 0,
uuu
= 1, 2, 3,
1) 2( 1)
( b + 1)( b + ) = 0,
Solution:
=  2 1 M
M
equation 2.1.2.154.
158. ( 2 1) + (2 + 1)
1 b . Particular solution:
0
uuu
= 1, 2, 3,
(2 + ) = 0.
(2 + )
2 + , , + 12 ;
( + 1) (2 )
1
2
12 ,
(1)
(2 + B )
( + , ) (2 + B + , )( 1)
w
w
.
L ( ) ( ) = w
2 + B , B , + 12 ; 12 12 =
(B + 1) (2 )
, ! (B , )! 2 ( ) (2 + 2 , )
=0
w
w
w w
159. (1 2 ) + (2 3)
Particular solution:
2
0 ( ) = (1 )
+ ( + 1)( + 2 1) = 0,
J L ( ) ( ) = (1 2 )
1 2
= 0, 1, 2,
uuu
( + , ) (2 + B + , )( 1)
J
,
w
w
=0 , ! (B , )! 2 w ( ) w (2 + 2 , )
1 2
160. (1 2 ) + V ( + + 2) WN + ( +
Particular solution:
+ + 1) = 0,
= 0, 1, 2,
uuu
.
(1)
(1 ) 9 (1 + ): M (1 ) 9 + (1 + ): + S
) = 9 ,: ( ) =
Q
2 B !
M
+
+
+
+
= 2
L + L +: ( 1) ( + 1) ,
9
+ =0
.
where 9 ,: ( ) are the Jacobi polynomials and L are binomial coefficients.
0(
Page 232
233
161. (1
) + V + ( + 2) WU + ( + 1)( + + ) = 0,
Particular solution: 0 ( ) = (1 ) 9 (1 + ):
162. (
+ )
The substitution H = X
163. (
2 ) + 2
=L
Solution:
165. (
2)
166. (
+ )
+
= 
= 0.
+ 1 .
+ ( 1) = 0.
+ ( 1) = 0.
1 + L 2  + 1 .
+ 2
=L
Solution:
1
uuu
+ 2( 1) = 0.
Particular solution:
164. (
= 0, 1, 2,
= 0.
M
+ ) + 2
. ,:
,:
9 ( ), where 9 ( ) are the Jacobi polyno
+ 2
1
2
sin Y + L
+ (2 + 1)
1
2
+ 2
= 0,
uuu
= 1, 2, 3,
This equation can be obtained by B fold differentiation of an equation of the form 2.1.2.162:
( 2 + ) + + ( ( B 2 ) = 0.
= ( ) .
Solution:
167. (1
+ (2
+ ) = 0.
This is an algebraic form of the Mathieu equation. The substitution = cos H leads to the
'
Mathieu equation 2.1.6.29: + ( + + cos 2 H ) = 0.
168. (1
+ (
+ )
= 0.
[ !H + 12 ( )] + ( = 0.
2 b . For = 2
9 : ( ) = 2
L + + L +: + ( 1) + ( + 1) + ,
9
+ =0
( , )
+ ) + (
Particular solution:
170. (
+ )
+ ) + [( )
0
] = 0.
= .
+ [ ( + )
Particular solution:
+ ( ) + 2 ]
+ ) = 0.
= ( + 1) .
Page 233
234
171.
1) + [( + + 1) ] + = 0.
The Gaussian hypergeometric equation. For = 0, 1, 2, 3, , a solution can be
expressed in terms of the hypergeometric series:
( ) ( )
, ( ) = ( + 1) ( + , 1),
( , , = ; ) = 1 +
, !
=1 (= )
which, a fortiori, is convergent for   < 1.
For = > > 0, this solution can be expressed in terms of a definite integral:
( , , = ; ) =
(= )
X
( ) (= )
1
0
a:
(1 a );
(1 a ) 9
a,
M
If = is not an integer, the general solution of the hypergeometric equation has the form:
=L
( , , = ; ) + L 2
; ( = + 1, = + 1, 2 = ; ).
( , , = ; ) = ( , , = ; ),
( , , = ; ) = (1 ) ; 9 : (= , = , = ; ),
),
( , , = ; ) = (1 ) 9 ( , = , = ;
1
( ) ( )
( + B , + B , = + B ; ).
M ( , , = ; ) =
(= )
M
The hypergeometric functions are discussed in the books by Abramowitz & Stegun (1964)
and Bateman & Erdelyi (1953, Vol. 1) in more detail; see also Subsection S.2.8.
172.
+ ) + ( + ) + I = 0.
The substitution = !H leads to the hypergeometric equation 2.1.2.171: H (1 H )' +
= 0.
[( (
) H ]
173. 2 ( 1) + (2 1) + ( + ) = 0.
The substitution = cos2 leads to the Mathieu equation 2.1.6.29: ( +2 + cos 2 ) = 0.
174. (
+ 2
Solution:
+ ) + ( + )
= L 1 + +
= 0.
+ 2 +
+L
+ +
+ 2 +
175. ( 2 + + ) + ( + ) + ( 2 ) = 0.
Integrating yields a firstorder linear equation: ( 2 + ' + ( ) + [( 2 ) + , ] = L .
176.
+ ) + (
Particular solution:
+ )
= ,! + .
= 0.
Page 234
235
TABLE 16
Some special cases in which the hypergeometric function
( , , = ; H ) is expressed in terms of elementary functions
+ 12
1
2
+ 12
3
2
1
2
1
2
12
2 1
1
2
sin
3
2
sin2
3
2
sin2
1
2
sin2
+ 12
1
2
tan2
+1
+ 12
+ 12
1
2
=0
=0
(B ) ( )
,
(B ) , !
1
2
(B ) ( )
,
(= )
, !
2 + 1
where B = 1, 2, 3,
(1 ) 9
V (1 + )2 9 + (1 )2 9 W
(1 + )12 9 (1 )12 9
2 (1 2 )
V 1 + 2 + 29 + 1 + 2 29 W
2 1
2 1
1+ 2 + 9 + 1+ 2 9
2 1 + 2
1
2
22 9
1
2
1
2
where B = 1, 2, 3,
1+ 1
22
cos(2 )
sin[(2 1)
( 1) sin(2
sin[(2 2)
( 1) sin(2
cos[(2 1)
cos
]
)
]
)
]
cos2 9 cos(2 )
(1 + )(1 ) 9
2
12 + 12 1 9
1 J 2 1
1
2 + 12 1
1
2
3
2
3
2
1
2
3
2
1
2
1
2
3
2
B +1
B + +1
B + + , +2
arcsin
arctan
ln( + 1)
12
1+
1
ln
2
1
2
2
ln + 1 +
(1) + (B + + , + 1)! + +
M + + (1 ) + + M
B ! , ! (B + )! ( + , )!
1
M
M
= ln(1 ), B , , , = 0, 1, 2, 3,
Page 235
236
TABLE 17
General solutions of the hypergeometric equation for some values of the determining parameters
+ 12
2 + 1
12
1
2
+ 12
3
2
QL
+1
+ 2
The substitution = X
form 2.1.2.1: +
178. (
+ 2
+ ) + (
= 0.
+ ) + 3(
1+
9 + L 2
12
1+
1
  9 OL
+ ) +
X  ;  1; :
1+ 1
 1: OL
 1;  1; :
1+
177. (
= ( )
Solution:
OL
1+
1+
9 +L
12
1+
2
2
12
1
X  ;
9 1 + 1 29
12
 1: ;
X   9  1:
X   9
1
9 +L
2
 1:
9 S
M P
M P
M P
= 0.
leads to a constant coefficient linear equation of the
+ 2 ' + (
+ ) + I = 0.
179. (
Let
+ 2 ) + (
and
1 b . For
1 )
= 0.
2 , the substitution H =
H (1 H )' ( #* + $ ) L
2
1
1
+ 2 + (
= 0.
= 0, where # =
1
2
, $
1 1 + ( 1
(0
, L =
.
2( 2 1)
2
= , where , is a root of the
180. (
+ ) (
Particular solution:
181. (
+ ) + (
Particular solution:
2)
+ ( + ) = 0.
= , .
3
3 )
2 )
= 0.
= +, .
Page 236
237
184.
185.
186.
188.
+ ( 2 + ) + = 0.
'
The substitution = 1
H leads to an equation of the form 2.1.2.139: H 2 + H (2 H ) +
( = 0.
+ ( 2 + )
Particular solution:
+ = 0.
= 2+
.
+ ( 2 + ) + ^ = 0.
The substitution = 1
H leads to an equation of the form 2.1.2.108: H ' +(2 H ) + (
= 0.
+ ( 2 + ) + ( + ) = 0.
1 b . The substitution = , where , =
, leads to a linear equation of the form
M
2.1.2.134: 2 + [( + 2 , ) + ] + [ , ( + , 1) + ( ] = 0.
+ ( 3 2 + + ) + 2
Particular solution: 0 = ( + 1) .
+ ( + ) (
Particular solution: 0 = exp(
).
3
(
+ ) + 2(
Particular solution:
190.
+ ) 2
= +
.
2
0
2
+ ) + (
= J .
= 0.
+ ) = 0.
= 0.
+ ) + s = 0.
'
The substitution !H = 2 leads to the hypergeometric equation 2.1.2.171: H (1 H )" +
1 V
1
1
(1 + ) HW
4 = 0.
2 1 + (
2(
191.
+ ) + [
Particular solution:
192.
2(
2(
+ ) 2 (
Solution:
L 1
+ (2 + ) +
).
0 = exp(
+ 2 ) + 2(
+ L 2
.
+
2
2(
]
( +
L 1   + L 2   + +1
+
  ( L 1 + L 2 ln  )
+
) ] + [
( 1) +
+ 1)] = 0.
B 1,
if
if
+ ( 2 ) = 0.
+ 3 ) = 0.
+ ) + [ (2
Solution:
194.
+ 1 + 0 ) + ( ) + ( ) = 0.
+ ( + ) = 0.
This is a special case of equation 2.1.2.132 with B = 1.
189.
193.
+ 2
2 b . If ( = 0 and
187.
= B 1.
+ 2 ) + ( 1 + 1 ) + ( 0 + 0 ) = 0.
The substitution = , where , is a root of the quadratic equation 2 , 2 + , ( 1 2 )+ 0 = 0,
leads to a linear equation of the form 2.1.2.172: ( + 2 ) + [(2 , + 1 ) + 2 , 2 + 1 ] +
[ , 2 + , ( 1 1) + 0 ] = 0.
Page 237
238
195. (
Particular solution:
196. (
Particular solution:
197. (
Particular solution:
198. (
Particular solution:
199. (
Particular solution:
+ (
0
+
=
.
= ( +
200. ( 3 + 2 + ) + (
With the constraint
)
The substitution = X O
2 +
203.
204.
+ ) + (
= 0.
+ + 1) + (
The substitution = 1;
2
+ 2(
+ 1) = 0.
+ ( ( + , )(2 , ).
+ ) + ( 1)[( ) +
+ (2 ^
+ (2 + 4 (
1) ] + (2
= 0.
+ 1) = 0.
1)( + ( ).
+ ) + [2( + ) + 1] = 0.
+ 1)[
= (2 + B )
201. ( 3 + 2 + ) + 2 ( 2 )
Particular solution: 0 = ( + 2) .
+ 2 ) (
2(2 + B )(( + , ) + (2 + 2
202. 2 (
( + 1) + ]
+ [(
0
= ( , + 1)
+ (
0
+ 2 ) = 0.
( + ( )(2 )
=
+ 2( ) + , where =
.
2
+ [2
0
+ 2 ) + ( 2 ) = 0.
= 2 + (2 )
+ (
0
+
) +
1 2
+ ' + ( P
+ 1 + 2 , ( + B )] = 0,
+ (2 + 2
= 0.
= 0.
+ 1)( , ).
+ + ) + ( + ) = 0.
leads to an equation of the same form:
(
1)( ) + , (
+ + 1)
[ + + 1 + ( + S ) S ] + /
.
+ (
= 0.
Heuns equation.
1 b . For   1 and = 0, 1, 2, 3, , a solution can be represented as the power series:
( , ; , , = , > , ) = ( ,
=0
where the coefficients are determined by the recurrence formulas:
( 0 = 1,
=/( 1 = ,
(B + 1)(= + B )(
+1
= (= + > + B 1) + + > + B +
SB(
V (B 1)(B 2) + (B 1)( + + 1) + W (
1 .
Page 238
239
TABLE 18
Some transformations preserving the form of Heuns equation
No
1*
2
3
4
5
6
7
8
9
10
11
12
New variables
= , =
=1 , =
1
1 = +1 =
= , =  ; 1
2 = +1 =
1
= , =  ; 1
1
1
3
=
= , =   9
1
= , =
1
=1 , =
1
= , =   9
= +1 +=
1
1
=
=
, =   9
1
( 1)
, =   9
=
=
1
( 1)
, =  1 9
=
>
1
1
( 1)
1
, =  1 9
=
1
>
( 1)
Notation: 1 = + ( = + 1)( = + 1) + > (= 1),
3 = 1 + ( = + 1) + h 1 (> ) !>
=
>
=
>
+1
2=
>
+1
2=
+ =
> +1
+1 +1
>
+ =
> +1
+ =
> +1
+1
>
+1
+1
>
+ =
> +1
1 +1 + =
> +1
+1
+1
+1
+ =
> +1
2 = 1 + !> (1 =
.
* This row corresponds to the original equation, while the others refer to the transformed equation for
),
(~ ).
2 b . If = is not an integer, the general solution of Heuns equation can be presented as follows:
=L
^_
References: H. Bateman and A. Erdelyi (1955, Vol. 3), E. Kamke (1977), S. Yu. Slavyanov, W. Lay, and A. Seeger
(1955), A. Ronveaux (1995).
205. ( 3 + 2 + + ) ( 2
Particular solution: 0 = .
206. 2(
+ ) + (3
The substitution = X
2 +
= 0.
+ '
2
+ 2
+ ( + ) = 0.
+ ( +
+ ) +
= 0.
Page 239
240
207. 2( 3 + 2 + + ) + 3(3 2 + 2 + ) + (6 + 2 + ) = 0.
This equation is obtained by differentiating the equation 2.1.2.206.
208. ( 3 + 2 + + ) + [
Particular solution: 0 = + = .
+ (  + ) + C ] (
209. ( 3 + 2 + + ) + ( 3 +
Particular solution: 0 = + .
210. 2 (
+ [ (2 )
+ )
) (
+ (1 ) ]
+ ) = 0.
) = 0.
+
+1
= 0.
212.
( + )
=
+ 1 + 0 ) + ( ) + ( ) = 0.
+ ( 2 + + ) = 0.
The transformation H = 1
, =
H 2 ' + ( (H 2 + H + ) = 0.
+ [( + ) + ] = 0.
L 1 J + L 2 J
( L 1 + L 2 ) J
if ,
if = .
+ 2 2 ( + ) + = 0.
The substitution H = 1
leads to a constant coefficient linear equation: ' 2 +
Particular solution:
218.
+ 2
215.
217.
+ = 0.
The transformation H = 1
, =
form 2.1.2.1: ' + = 0.
Solution:
216.
+ 3
213.
214.
2(
J
.
0 =
)2 + = 0.
Solution: = L 1   +  1 + + L
( 1) 2 = .
2(
)2
Solution:
2 (
2
2 )
= 0.
= 0.
1 +   + , where
)2 .
=   +  1 + OL
X  1 +   +
(2 1)
M P
(
+
+
1 +
1 +
+     OL 2
,
X    
(2 1)
M P
2 ( 1)2 + ( 2 + + ) = 0.
Let and be roots of the quadratic equations
D ( 1) + = 0, (
M
1) + + ( + = 0.
M
The substitution = K ( 1) & leads to the hypergeometric equation of the form 2.1.2.171:
( 1)2 + 2 [( + ) ]3 + (2 D ( 2 ) = 0.
M
2003 by Chapman & Hall/CRC
Page 240
241
219.
220.
2(
+ ) + (
+ )
= 0.
+ 1)
= 0.
+1 VL
2+1 VL
2 + 1 (L
1)2 +
Solution:
=
if + 1 = 2 > 0,
if + 1 = 2 < 0,
if = 1.
= 0.
 2 1 V L 1 cos ln  H  + L 2 sin ln  H  W
( + 1) L 1  H (2: 1) J 2 + L 2  H (2: +1) J 2
 2 1 L 1 + L 2 ln  H 
if 1 = 4 2 > 0,
if 1 = 4 2 < 0,
if = 1,
where H = ( + 1)
( 1).
222. (
A 2 )2 +
= 0.
This is the equation of bending of a doublewalled compressed bar with a parabolic crosssection.
1 b . For the upper sign (constricted bar), the solution is as follows:
=
+
(L
cos + L
sin ),
where =
1 + ( ) arctan( ).
2 b . For the lower sign (bar with salients), the solution is given by:
=
223. 4(
+ 1)2
(L
+ (
cos + L
224. (
+ )2
1
2
+ 2
The substitution = X
225. (
(
(
2
2
 1 ln +
1)2 + 2 (
sin ),
where =
2
2
ln
+
;   < .
+ 3) = 0.
Solution:
where =
M2
+ 1)1 J 4 ( L
+ 1)1 J 4 ( L

+ )
1
1
cos + L 2 sin )
if > 1,
cosh + L 2 sinh ) if < 1,
+ 1 .
+ ^ = 0.
+
1) [ b ( b + 1)(
1) +
= 0.
] = 0.
Here, @ is an arbitrary number and B is a nonnegative integer. This is a special case of equation
2.1.2.226.
If B = 0, this equation coincides with the Legendre equation 2.1.2.154. Denote its general
solution by ( ). If B = 1, 2, 3, , the general solution of the original equation is given
by the formula:
= 
1 J
M
( ).
Page 241
242
226. (1 2 )2 2 (1 2 ) + [ b ( b + 1)(1 2 )
2 ] = 0.
The Legendre equation, @ and are arbitrary parameters.
The transformation = 1 2 , =  2 1 J 2 leads to the hypergeometric equation
2.1.2.171:
( 1) + ( + 1)(1 2 ) + ( @ )( @ + + 1) = 0
with parameters = @ , = + @ + 1, = = + 1.
In particular, the original equation is integrable by quadrature if @ = or @ = 1.
In Subsection S.2.9, the Legendre equation are discussed in more detail. See also the
books by Abramowitz & Stegun (1964) and Bateman & Erdelyi (1953, Vol. 1).
227.
1)2 + ( 2 1) + ( 2 + + ) = 0.
The transformation = 12 ( + 1), =  + 1K  1 & , where and are parameters that
are determined by solving the secondorder algebraic system
4 ( 1) + 2 U + ( + + = 0,
( )[2 ( + 1) + ] = ,
228. (
+ )2 + (2
The substitution = X
+ )2 + (
Particular solution:
230. (
+ )2
Particular solution:
231. (
+ )2 +
(
(
Particular solution:
M2
+ ) +
= 0.
+ ) + 2( ^ )
( 2 +
= exp O X
M .
2 + 3M P
+ )(
+ )
0 =
0
+
= 0.
2.1.2.11: + ( + ,
229. (
+ )(
= (
+ .
+ )
2
+
+ ) J 2.
+1
+ ) = 0.
+1
+ (
1)
= 0.
+ ] = 0.
.
232. ( )2 ( )2 ^ = 0,
, = ( ) leads to a constant coefficient linear equation:
The transformation = ln
1
= 4 ( ( )2 + 1 0.
233. ( )2 ( )2 + ( )( )(2 + ) +
= 0.
Let , 1 and , 2 be roots of the quadratic equation ( )2 , 2 + ( )( + + ) , + = 0.
Solution:
L H  1 + L 2 H  2
if , 1 , 2 ,
= 1
 H  L 1 + L 2 ln  H  if , 1 = , 2 = , ,
where H = ( )
( ).
234. (
+ )2 +
= 0.
Page 242
243
235. (
1)2 + 2 (
1) + [(
1)(
2 2
] = 0.
variables in the wave equation written in the system of prolate spheroidal coordinates.
1 b . In applications, one usually looks for eigenvalues = + and eigenfunctions = + ( )
that assume finite values at = A 1. The following functions are solutions of the eigenvalue
problem:
(1)
+ ( , ) =
(2)
+ ( , ) =
+ ( ). +
M
=0,1
+ ( ) +
+
M
(
+
(
M
where
3 b . For eD
+2
+ ( + ) + =
M
= 0,
2 (2 + , + 1)(2 + , + 2)
,
=
(2 + 2 , + 3)(2 + 2 , + 5)
2( + , )( + , + 1) 2 2 1
,
= ( + , )( + , + 1) + 2
(2 + 2 , 1)(2 + 2 , + 3)
2 , ( , 1)
.
= =
(2 + 2 , 3)(2 + 2 , 1)
1)(2
(2
+ 1)
+ = B (B + 1) + 1
S 2 + [ 4 .
2Q
(2B 1)(2B + 3)
4 b . For eDGF , we have:
+ = +
^_
236. (
18 (
+ 5)
1
64
( 2 + 11 32
)
+[
,
= 2(B
) + 1.
References: H. Bateman and A. Erdelyi (1955, Vol. 3), M. Abramowitz and I. A. Stegun (1964).
2
+ 1)2 + 2 (
+ 1) + [(
+ 1)(
2 2
)+
] = 0.
Equation
of oblate spheroidal wave functions, = 0, 1, The transformations = A" ,
= T lead to equation 2.1.2.235.
See the books by Bateman & Erdelyi (1955, Vol. 3) and Abramowitz & Stegun (1964)
for more information on this equation.
237. (
+ )2
+ (2
+ )(
+ )
+ x = 0.
leads to a constant coefficient linear equation of the
M
2 + ' + (
= 0.
form 2.1.2.11: + ( , ) +
The substitution = X
Page 243
244
239.
= 0.
The transformation = 2 , =
form 2.1.2.1: 43 + = 0.
+ (3
+ )
The substitution =
240.
+
where
73
(1
=1
= 0.
( 1
1 )( 2
R R
1
3 ) =1
2 )( 3
( + ) = 1,   +   > 0, =
=1
+1
= 0.
+1
0,
+3
= ,
+3
= 0,
= .
2
2
3
3
= 0.
(1)
For 1 = 2 = 0, 3 = 3 = 1, 1 = 3 = 0, 2 = , 1 = 1 = , 2 = , and
equation (1) transforms into the hypergeometric equation 2.1.2.171.
The transformation
$L
3
3
1
1
+ &
+&
2
2
+ )
+ (
242.
,
+
= 0.
Particular solution:
243.
+ (
+ (
+ (2
+ 2
=
$ = 1
= 0,
(3)
3,
L = 2
2,
and c
= 2
+
+ ) = 0.
Particular solution:
= + .
Particular solution:
245.
3,
3
3
+ ) = 0.
Particular solution:
244.
&
&
= 0.
The transformation =
2 + (
(2)
241.
== ,
=  1 1  3 3 ,
 2 2  +
# +$
*
=
,
L3 + c
where #2c
=
2
0
+ ( 1) = 0.
+
= +
.
= 0.
Page 244
245
246.
247.
248.
+ ( + )
Particular solution:
+ (
Particular solution:
+ (
+ )
+ + ) +
.
0 = ( + 1)
+ 1)
0
+ (
+ ] = 0.
Particular solution:
249. (
+ [( )
= v .
= exp O
+ )
Particular solution:
= .
(1 +
+1
+
+1
= 0.
) = 0.
+ [( )
]
= 0.
250. ( + + ) = ( 1) 2 .
Particular solution: 0 = + ' + ( .
251.
+ 1) + [( ) + ] + (1 )
Particular solution:
252.
( 2
+ ) + (
254.
2 2 1
+ )
J
= L 1 + 2 + + L
Solution:
253.
+ 1) J .
0 = (
= 0.
= 0.
+ 2 + J .
2
2 ( 2 2
1) + [ 2 ( + 1) 2 + 1] b ( b + 1) 2 2 2 = 0.
= ( ), where ( ) is the general solution of the Legendre equation
Solution:
2.1.2.154.
2 (
1) + ( ' + ) + ( /
+ s) = 0.
Find the roots # 1 , # 2 and $ 1 , $ 2 of the quadratic equations
2
( + 1) # = 0,
( 1) $ + & = 0
= = 1 + ( # 1 # 2 )B 1 .
Then the solution of the original equation has the form = v ( ), where = ( H ) is the
general solution of the hypergeometric equation 2.1.2.171: H ( H 1) ' + [( + + 1) H = ] +
= 0.
( = # 1,
255. ( + )2
= (#
Particular solution:
256. (
+ )2 + (
Particular solution:
257. (
+ )2
+ )2 +
1)
= (#
+$
2)
+ ) + ( ^ )
( +
= exp O X
M .
+ 3M P
+ )(
+ )
+ )1 J .
0 = (
=  +  J .
Particular solution:
+$
[( 1) + ( 1)] = 0.
Particular solution:
258. (
+ ) + (
= exp O X
+1
= 0.
+ ) = 0.
1) = 0.
.
M
+ P
Page 245
246
259.
2 (
+ )2 + ( + 1) ( 2 2 2 ) + ^ = 0.
1
ln O
leads to a constant coefficient linear equation of the
The substitution =
B
+ P
form 2.1.2.11: (B + 2) + ( = 0.
260. (
+1
+ )
+
+(
Particular solution:
+ ) +[ ( )w
= exp X
( B + ) + ( 'B )
+1 + ' + (
+( 1)( ) w
261. ( + + ) + ( ) + = 0.
Particular solution: 0 = .
] = 0.
S .
262. ( + + ) + ( 2 2 ) + ( + ) = 0.
Particular solution: 0 = .
263. 2(
+ )
264. (
= 0.
+ )
+1
265.
+ (
Particular solution:
+M ' + + (
The substitution = X
2 +
+ (
+ )
+ I = 0.
= 0.
S .
M
( + ) +
= exp X
) + ( 2 + ) i 2 ( )] + i 2 ( ) = 0.
2 ( ) are arbitrary polynomials of degrees B and B 2, respectively.
Particular solution: 0 = +
.
g ( ) + [2 g (
. ( ) and
Here,
2.
3.
+
Solution:
functions.
= 0,
=L
0.
0 ( H ) + L 2 n 0 ( H ), where H = 2
+ ( ) = 0.
= L 1 22 2 J 2 + L
Solution:
Bessel functions.
+ (
Particular solution:
= 0.
= exp O
n 2
2 2
J 2 ;
0(
2 J 2 , where
4.
[ 2 2 + (2 + 1) + 2 ] = 0.
Particular solution: 0 = exp( + ' ).
5.
( 2 + + ) = 0.
The transformation H = , = H , where , = (
, leads to an equation of the form
'
+ 2 (2 , + 1)2 ( !H + ) = 0.
2.1.2.108: 2 H
Page 246
247
6.
7.
+ (
3
+
9.
10.
1
4
) = 0.
The transformation = , = J
2 + 2 ( 2 + ' + ( ) = 0.
+ [
(
+ )
The transformation =
2 + ( )2 = 0.
8.
2D
= 0.
2D
= 0.
1
4
] = 0.
= J
+(,
The transformation = , = leads to a constant coefficient linear equation of the
2
form 2.1.2.1: + = 0.
The substitution = leads to a constant coefficient linear equation of the form 2.1.2.1:
+ 2 = 0.
+ (
+ ) = 0.
n 2
Solution: = J 2 V L 1 / 2 1 J 2 + L 2
(H ) and n (H ) are the Bessel functions.
11.
+
3
2
The substitution H =
H 2 ' + !H 3 + H 2 +
12.
+ V
+ 2
1
4
J 2 W , where @ =
2 4( ;
= 0.
1
4
(
1
4
+ ) +
1
4
1
4
W = 0.
+ ( + )
+ 2
2 + ( 2
= exp O
+ (
17.
+
( + 2 D
Particular solution:
+L
= exp O
2
exp O
+ ( ) = 0.
+
0
2 2D
= exp O
+
) = 0.
.
P
,
).
+ ) = 0.
(
The substitution
(L
(
Particular solution:
16.
+ ) = 0.
Particular solution:
15.
= exp O
Solution:
14.
(
2 2
C
+ ) = 0.
= 0.
.
P
Page 247
248
18.
+ (
+ )
Particular solution:
19.
0
=
= 0.
+ .
+ ( ) + 2 = 0.
The substitution = leads to a constant coefficient linear equation: 2 + +
20.
+ ( + ) + ( +
Particular solution: 0 = v .
21.
2 )
+ ( +
+ (
Particular solution:
22.
+ (
=
+ .
( )
= (
) = 0.
3 ) +
Particular solution:
= 0.
2
= 0.
+ 1) exp( ).
23.
+ (2 ) + ( 2 2 + ) = 0.
This is a special case of equation 2.1.3.28 with = , = 0.
24.
+ (2
+ )
+ [
2 2
= 0.
+ ( + )
+ ] = 0.
leads to a constant coefficient linear equation of the form
The substitution = exp O
P
2
2.1.2.11: + + ( = 0.
25.
+ ( + 2 ) + ( 2
The transformation =
,
2 + 2 + ( = 0.
26.
+ ( + ) + [ ( ) 2 + ( +
Particular solution: 0 = exp( ( ,! ).
27.
28.
30.
+ (2
) + (
2 2
+ 2 )
+ ( )] = 0.
2
+ ) = 0.
leads to a linear equation of the form 2.1.3.5:
2 + 2 + ( + , 1 2 = 0. 2 P
4
+ (2
+ (
exp O
)
+ (
+ + 2 + + ) = 0.
leads to an equation of the form 2.1.3.5:
The substitution = exp O +
2 + V ( 2 + + , 1 ( )2 W = 20. P
4
Particular solution:
31.
The substitution
29.
+ + 2 ) = 0.
=
leads to a constant coefficient linear equation:
+
2 2
(
= exp O
+ ) = 0.
.
+ ( 2 + ) +
[ (
Particular solution: 0 = + .
)
] = 0.
Page 248
249
32.
+ (
Particular solution:
33.
+ (
+ (
+ 2
+ (
= exp O
+ ) + [
( + )
C )
) + [
= 0.
(
+
( .
0 = exp O
P
Particular solution:
34.
+ )
( + )
C ]
2 2
2
= 0.
+ (
)
= 0.
35.
+ [
( + )
Particular solution:
36.
v
0 =
(
+ )
Particular solution:
38.
2 2
2(
+ )
=L
2 (2 + )
= 0.
) ] = 0.
= 0.
=
2 ] +
+ )
Solution:
39.
+ 1) exp( ).
+ [ exp(
Particular solution:
37.
= (
exp(
+ .
2 2 2
= 0.
+ 2 2 + + L
+ 2 2
+
= 0.
40.
(
+ )
+ (
(
42.
(
+ )
+ (
+ [( )
+ )
+ (J
.
0 =
Particular solution:
41.
+ )
= 0.
For the case = 0, see equation 2.1.3.27. For 0, the transformation = ! , = ,
where , is a root of the quadratic equation 2 , 2 + ", + = 0, leads to an equation of the form
M
2.1.2.172: 2 ( + )2 + [(2 , + + ( ) + (2 , + + )]3 +( , 2 2 + (, + B ) = 0.
+ ) + (
+
(
+ )2 +
Particular solution:
44.
) = 0.
+ )
+ (
(
= 0.
+ , ) + ( + + ( ) = L .
= 0.
+ ) +
= (
(
+ ) , where , = .
= (
+ )2 + (
Particular solution:
+
C
(
(
+ ) , where , = .
= 0.
Page 249
250
45.
+ )2
+ (
The substitution = X
2.1.2.11: + ( +
46.
(
+ )
4(
+ )
M
+ x = 0.
+
+ )
(
(
+ ) , where , = .
(
+ )
+ )
= (
+
= 0.
+ [
+ )(
(
Particular solution:
47.
(
= 0.
+ ) ] = 0.
+
J 2
,
=
leads to an equation of the form 2.1.2.7:
The transformation =
( +
+
42 + , ( e )2 = 0,( where
M = ( . M
M
+ (
Particular solution:
49.
+ 2
+ (
The substitution
2 + ( ' 2 + (
+ ( + )
Particular solution:
51.
+ (
53.
55.
+ ( + ) exp(
Particular solution:
56.
(2
+1
(
= .
= exp O
w )
B +1
= .
+1
exp(2
57.
Particular solution:
2 )
0
) = 0.
(1 +
)
= exp O
2 )
= 0.
= 0.
1
) = 0.
exp(
)
exp(
= + .
+ (
=
+ 1) + 4
) = 0.
exp( )
Particular solution:
= 0.
0 = + .
+ ( + )
Particular solution:
54.
exp O
+ 2 ) + (
+ ( +
Particular solution:
B +1
+
) = 0.
Particular solution:
52.
2 2
50.
= exp O
= 0.
= 0.
= 0.
n ( H )S , where H =
2
exp 2 ; ( H ) and
= 0.
Page 250
251
58.
[ (
Particular solution:
59.
+ (
+ [ (
62.
63.
65.
66.
+ ( +
Particular solution:
+ (
70.
+ [( + 1)
Particular solution:
73.
= 0.
= 0.
+ [ ( 1)
= exp( '
B ).
+ + 1 2 ] +
= ( + 1) exp( ).
] = 0.
2 2 1
= 0.
+ ( +
C ) = 0.
Integrating, we obtain a firstorder linear equation: " + ( + 1) = L .
+ [
( + )
+ [
exp(
+ (
) + ] + ( 1)
v.
0 =
+ )
0
exp(
= 0.
1 (
+
= exp O X
)+1
exp(
= 0.
.
M P
] = 0.
=
1
2
+ 2 + [( 2 2 } b 2 ) 2 2 + ( 1)] = 0.
Solution: = V L 1 ( v )+ L 2 n ( v )W , where ( H ) and n ( H ) are the Bessel functions.
2
2
+ (
+ (
0
=
.
+ 2 ) + [ (
Particular solution:
72.
+ 1 ( + 1) = 0.
= exp(
B ).
+ )
Particular solution:
71.
= ' ,
The transformation
42 + ( 'B )2 = 0.
69.
+ 2)] = 0.
= 0.
1] +
= ( ' + 1)
+ )
+ (
.
+ [( 2 + ) + 2] +
Particular solution: 0 = +
.
Particular solution:
68.
+ 1)
Particular solution:
67.
=
Particular solution:
64.
+ (
+ ) + ( 1)
Particular solution:
61.
+ 1)
=
Particular solution:
60.
1) = 0.
v
.
0 =
+ ( 2 ) b 2 ) = 0.
Solution: = V L 1 ( 1 J ) + L
+ )
+ ( 1)] = 0.
n ( 1 J )W , where ( H ) and n ( H ) are the Bessel functions.
+ [ exp(2 # ) + exp( # ) + ] = 0.
= 1
, =
leads to a linear equation of the form 2.1.3.5:
The transformation
2 + ( 2 + + ( ) = 0.
Page 251
252
74.
75.
+ 2 + [ ( )
Particular solution: 0 = exp(
).
(
+ )2 +
(
+ )2 + (
+ )
79.
= exp O X
2
=
+ ]
Particular solution:
+ )
Particular solution:
[( + ) 
+ )1 J .
0 = (
Particular solution:
78.
( + )2 + ( + )
Particular solution:
77.
+ .
=(
= 0.
+ ) (
0 =
Particular solution:
76.
2 ]
+ ) = 0.
+ (
) = 0.
1) = 0.
.
M
+ P
= 0.
+ ' + ( .
= 0.
+ + .
+ ( sinh2 + ) = 0.
Applying the formula sinh2 = 12 cosh 2 12 , we obtain the modified Mathieu equation
2.1.4.9: + 12 + 12 cosh 2 = 0.
2.
sinh(
Particular solution:
3.
+ [ sinh (
5.
0 =
) ] = 0.
) + ] + sinh (
0
=
+ ( + ) sinh ( ) sinh (
Particular solution: 0 = + .
+ ( sinh
Particular solution:
6.
Particular solution:
4.
+ [ sinh(
sinh2 (
+1
= exp O
= 0.
+1
+
= 0.
= 0.
sinh
+1
) = 0.
2
2
2
H ( H + 1) + (3 H + 1) 4 H = 0.
7.
sinh2 [
Solution:
8.
sinh2 + ( 1)] = 0,
1
M
= sinh O
(L 1 + L
sinh P
0;
).
= 1, 2, 3,
uuu
[ sinh( ) + + ] 2 sinh( ) = 0.
Particular solution: 0 = sinh( ) + ' + ( .
Page 252
253
( 2 cosh 2 ) = 0.
The modified Mathieu equation. The substitution = leads to the Mathieu equation
2.1.6.29:
+ ( 2 cos 2 ) = 0.
# 22 ++K cosh[(2 , + ) ],
K
=0
( , ) = ce2
K ( , ) =
Bateman & Erdelyi (1955, vol. 3), and McLachlan (1947) in more detail.
10.
+ ( cosh2 + ) = 0.
Applying the formula cosh 2 = 2 cosh2 1, we obtain the modified Mathieu equation
2.1.4.9: + 12 + + 12 cosh 2 = 0.
11.
cosh(
+ [ cosh(
Particular solution:
12.
+ [ cosh (
14.
15.
18.
+ cosh (
Particular solution:
cosh (
+ [
cosh (
= .
[ (
=
= 0.
cosh (
= 0.
+ 1) cosh (
= 0.
) + (
) + ] + ( 1) cosh (
=
cosh (
.
+ [ cosh (
+ 2)] = 0.
+ [( 2 + ) cosh ( ) + 2] + cosh (
Particular solution: 0 = +
.
Particular solution:
19.
+ ( + ) cosh ( ) cosh (
Particular solution: 0 = + .
Particular solution:
17.
) ] = 0.
Particular solution:
16.
=
) + ] + cos (
Particular solution:
13.
=
.
=
= .
)
)
= 0.
= 0.
1] = 0.
Page 253
254
20.
cosh2 (
21.
[ cosh( ) + + ] 2 cosh( ) = 0.
Particular solution: 0 = cosh( ) + ' + ( .
= 0.
1
H
ln
(0 < H < 1) leads to the hypergeometric equation 2.1.2.171:
The substitution =
2
1
H
'
H ( H 1) + (2 H 1) + 2 = 0.
22.
+ [ tanh(
) + ] = 0.
1 tanh( )
,
= H J , where , is a root of the quadratic
The transformation H =
1 + tanh( )
equation 4 , 2 + = 0, leads to a linear equation of the form 2.1.2.172: 4 2 H ( H + 1)2' +
4 (2 , + )(H + 1)3 + (4 , 2 + + ) = 0.
23.
24.
tanh2 (3
Particular solution:
)]
+ [ ( + ) tanh2 (
Particular solution:
25.
= 0.
+ [3
= 0.
= [cosh( )] J .
( + ) tanh2 (
Particular solution:
)]
= sinh( )[cosh( )] J .
26.
+ [ + tanh( )] = 0.
Particular solution: 0 = cosh( ).
27.
+ 2 tanh
Solution:
28.
30.
31.
32.
+ = 0.
cosh =
tanh(
Particular solution:
29.
= 0.
+ [ tanh(
0
=
) ] = 0.
+ 2 tanh + ( 2 + + ) = 0.
The substitution = cosh leads to a secondorder linear equation of the form 2.1.2.6:
2 + ( 2 + ' + ( 1) = 0.
+ 2 tanh + ( + 1) = 0.
+ = 0.
The substitution = cosh leads to a linear equation of the form 2.1.2.7: I
+ 2 tanh + ( 2 + 1 + 1) = 0.
The substitution = cosh leads to a secondorder linear equation of the form 2.1.2.10:
2 + ( 2 + ' 1 ) = 0.
+ (2 tanh + ) + ( tanh + ) = 0.
+
+ 2
The substitution = cosh leads to a constant coefficient linear equation: I
( 1) = 0.
Page 254
255
33.
+ tanh ( ) [ + tanh
Particular solution: 0 = cosh( ).
34.
+ [ tanh (
) + ] +
Particular solution:
35.
36.
37.
40.
+ tanh (
Particular solution:
tanh (
+ [
tanh (
+ ( tanh
=
tanh (
= 0.
+ 1) tanh (
= 0.
) + (
+ ( 1) tanh (
.
+1
= exp O
+1
+
.
=
= .
tanh
+ [ tanh (
+ 2)] = 0.
) + ]
tanh (
+1
= 0.
= 0.
) = 0.
.
) 1] = 0.
43.
[ (
= 0.
= .
=
= 0.
+ [( 2 + ) tanh ( ) + 2] + tanh (
Particular solution: 0 = +
.
Particular solution:
42.
Particular solution:
41.
+ ( + ) tanh ( ) tanh (
Particular solution: 0 = + .
Particular solution:
39.
tan (
)]
Particular solution:
38.
=
+1
) + ] + [ tanh( ) + ] + [ tanh( ) + ] = 0.
1 + tanh( )
, = H J , where , is a root of the quadratic equation
The transformation H =
1 tanh( )
4( ) , 2 + 2( ( ) , + B = 0, leads to a linear equation of the form 2.1.2.172:
[ tanh(
45.
+ [ coth(
) + ] = 0.
1 tanh(
The transformation H =
1 + tanh(
equation 4 , 2 + = 0, leads to
4 (2 , + )(H 1)3 + (4 , 2 + + )
coth2 (3
Particular solution:
)
,
)
'
= 0.
Page 255
256
46.
Particular solution:
47.
48.
)]
+ [ ( + ) coth2 (
+ [3
= [sinh( )] J .
( + ) coth2 (
+ [ coth(
coth(
Particular solution:
= 0.
=
) ] = 0.
coth (
= 0.
50.
+ ( + ) coth ( ) coth (
Particular solution: 0 = + .
= 0.
51.
49.
+ [ coth (
)]
= cosh( )[sinh( )] J .
Particular solution:
+
= 0.
) + ] +
Particular solution:
+ 2 coth
Solution:
52.
=
+ (
1
= O
sinh
M
M
)]
2 ) = 0,
3P
uuu
= 1, 2, 3,
( L 1 + L 2 ).
+ [ + coth( )] + [ + coth( )] = 0.
[ + coth(
Multiply this equation by tanh( ) to obtain equation 2.1.4.43.
[ cosh2 (
) + sinh(
Particular solution:
54.
[ sinh2 (
Q
) + cosh(
Particular solution:
55.
= exp
= exp
Q
)]
= 0.
sinh( ' )S .
)]
= 0.
cosh( ' )S .
+ ( cosh2 + sinh2 + ) = 0.
+ sinh( ) [ + cosh(
Particular solution: 0 = sinh( ).
57.
+ cosh( )
Particular solution:
58.
tanh(
Solution:
59.
tanh
Solution:
=L
[ + sinh(
0 = cosh( ).
)
1
exp
= sinh
)]
= 0.
)]
= 0.
cosh2 (
sinh( )S + L
= 0.
2
coth2 (sinh )2
exp
+
sinh
sinh( )S .
= 0.
+L
sinh
S , where ( H ) and
Page 256
257
60.
61.
sinh (
+ [ cosh
2 +
cosh (
2 +
2
= 0.
= 0.
+ [ sinh
sinh (
cosh (
= 0.
cosh( )
)]
)]
= 0.
sinh( )
ln2 + ln + ) = 0.
Particular solution:
2.
ln2 +
Particular solution:
3.
7.
8.
10.
ln +
= (
ln2 (
) + ln
0
+1)
)]
= 0.
+ ( ln2 + ln + ) = 0.
The transformation = ln ,
2 + ( 2 + ' + ( 1 ) = 0.
4
+ V ( ln + ) + 41 UW = 0.
The transformation = ln + ( ,
2 + 2 = 0.
ln(
ln
) = 0.
+1
, where =
.
(B + 1)2
+ ) = 0.
The transformation = ln + 14 ,
2 + 2 = 0.
+ ( ln
Solution:
9.
( 2 ln2 + ) = 0.
Particular solution: 0 = .
Particular solution:
6.
4.
5.
2
2
= J 4 J 2.
=
1 2
1 2
=
1 2
+ = 0.
=L
ln( ) + L
+ )
Particular solution:
ln + + )
Particular solution:
2(
= 0.
= ln + ' + ( .
+ = 0.
= ln + ' + ( .
Page 257
258
+ ln ( ) + [ ln (
Particular solution: 0 = v .
17.
18.
19.
+ [ ln ( ) + ] + ln (
Particular solution: 0 = v .
+ ( + ) ln (
Particular solution:
+ ln ( )
Particular solution: 0 = .
ln
22.
23.
25.
26.
= 0.
= 0.
ln (
= 0.
=
.
+ ( ln + ) + ( ln + ) = 0.
Particular solution: 0 = .
+ (2 ln + 1) + (
= (L 1 + L
Solution:
ln2 + ln + ) = 0.
2 ln ).
2
+ ln ( + ) + ( ln2 + 1) = 0.
Particular solution: 0 = .
ln (
ln
+ ln
+ ( ln + 1) ln
Particular solution: 0 = ln .
ln
=
.
.
M P
= 0.
= 0.
+ [( 2 + ) ln ( ) + 2] + ln (
Particular solution: 0 = +
.
+ ( + ln
Particular solution:
+ 1 ( ln
= exp(
B ).
= 0.
= 0.
+ ) + ( 1) ln
0
= 0.
+ ( ln + 1)
Particular solution: 0 = ln .
+ (
+ ln
+ ( ln
0
Particular solution:
24.
+ (ln + 1) = 0.
Particular solution:
21.
ln (
= + .
Particular solution:
20.
) ] = 0.
Particular solution:
16.
+ 1) = 0.
+ ( + ln ) + [ ( 1) ln
Particular solution: 0 = exp(
B ).
= 0.
] = 0.
Page 258
259
27.
Solution:
where
28.
29.
30.
31.
32.
+ ln (
ln( ' ) L
ln ( ' ) + L
+ (2 ln + 1) + (
ln ( ' ) ,
+ (2 ln + + 1) + (ln2 +
+ (2 ln + ) + [ln2 + ( 1) ln +
1
(B + 2),
2
) = 0.
ln2 + ) = 0.
+
+ 2
The substitution = exp( 21 ln2 ) leads to the Bessel equation 2.1.2.126: 2 2
( 2 + ) = 0.
ln + ) = 0.
+ ] = 0.
The substitution = exp( 12 ln2 ) leads to a linear equation of the form 2.1.2.132:
2 2 + 2 + ( ' + ( 1) = 0.
+ ln ( ) + [ ln (
Particular solution: 0 = v .
2
2
+ (
+ ln ) + (
+ ) + ( ln + ) +
+ 2 ln (
Particular solution:
) 1] = 0.
ln ln + 1) = 0.
= exp 12 ln2 .
Particular solution:
= 0.
ln + ( 1
.
+
M P
= exp O X
+ [ ( ) ln (
= exp( (
).
= .
) 2 ] = 0.
( ln + ) + ( ln + ) + [( ) ln + ] = 0.
Particular solution:
ln
37.
Solution:
ln(
38.
Solution:
ln2
(ln )2
+1
= 0.
= L 1 + L 2 , where = X ln
[ ln(
)+
2 2
+1
ln2
+1
M
(
.
= 0.
+
= L 1 + L 2 , where = X ln ( ) .
M
+ (
+ 1) ln
The substitution = X
40.
34.
39.
2+
functions.
( H ) and n ( H ) are the Bessel
Particular solution:
36.
= 0.
+ + ( ln2 + ln 1 ) = 0.
The substitution = ln leads to an equation of the form 2.1.2.10: + ( 2 + '
33.
35.
ln ( ) + ( 2
Particular solution:
ln
= 0.
= 0.
) + ( + ) = 0.
0 = .
2
Page 259
260
+ 2 = sin( ).
Equation of forced oscillations.
Solution:
2.
3.
4.
6.
7.
sin(
+ [
0
sin(
= exp O
B +1
+ sin ( ) + [ sin (
Particular solution: 0 = v .
2
+1
= 0.
+ ( + ) sin ( ) sin (
Particular solution: 0 = + .
= 0.
sin (
Particular solution:
+ [
sin (
+
= exp O
sin (
, +1
+1
= 0.
+ (
+1
+ sin' ) +
Particular solution:
= exp O
B +1
+ sin (
Particular solution:
)
0
[ (
= v .
1 ]
= 0.
= 0.
sin' + ) = 0.
+1
+ ( + sin ) + [ ( 1) sin
Particular solution: 0 = exp(
B ).
2
+ [( 2 + ) sin ( ) + 2] + sin (
Particular solution: 0 = +
.
] = 0.
) ] = 0.
+ [ sin ( ) + ] + sin (
Particular solution: 0 = v .
13.
+ ( sin2 + ) = 0.
Applying the formula 2 sin2 = 1 cos 2 , we obtain the Mathieu equation 2.1.6.29:
+ ( 1 + 1 cos 2 ) = 0.
2
2
9.
12.
1
2
+ sin ( )
Particular solution: 0 = .
11.
cos( ) +
+ [ sin( ) + ] = 0.
Applying the substitution = 2 +
+ (4 2 cos 2 + 4 2 ) = 0.
8.
10.
Particular solution:
5.
sin( ) + L
sin( ) if ,
2
L 1 sin( ) + L 2 cos( ) cos( )
if = .
2
+ 1)w
sin (
)+
] = 0.
+ 2 ] = 0.
Page 260
261
14.
+ [
sin (
+ ( sin
+ ( sin
19.
+ [ sin( #
sin (
)
0
sin2
.
+ [
) + ] = 0.
sin(2 ) + 2
=L
sin (
= 0.
) = 0.
.
The transformation = 1
,
2 + [ sin( ) + ] = 0.
Solution:
21.
v.
0 =
Particular solution:
20.
=
sin (
Particular solution:
18.
=
+ ) + ( sin
Particular solution:
17.
v.
0 =
+ 1) + ( sin
Particular solution:
16.
Particular solution:
15.
) + ] + ( 1)
1) = 0.
sin (
=
) 1] = 0.
+ [ ( ) sin (
= exp( (
).
) 2 ] = 0.
sin2
sin( ) + L
= 0.
cos( ), where = X
tan
M
.
+ = 0.
sin2
[ sin2 + ( 1)] = 0,
1
= sin
O
sin
Solution:
23.
sin2
M
M
3P
= 1, 2, 3,
2
2
L 1 + L 2 .
uuu
+ ( sin2 + ) = 0.
Set = 2 . Applying the trigonometric formulas sin 2 = 2 sin cos and = (sin 2 +
cos2 )2 and dividing both sides of the equation by sin 2 , we arrive at an equation of the form
2.1.6.131: + ( tan2 + cot2 + 4 + 2 ) = 0.
24.
sin2
{[(
2 2
Particular solution:
25.
[ sin(
)+
sin (
+ (
Particular solution:
27.
( sin
= sin (cos + sin ).
+ ] +
Particular solution:
26.
0
2
sin(
= 0.
= sin( ) + ' + ( .
2 ) ( + ) = 0.
0
= .
+ ) + ( sin
Particular solution:
+ ) + [( ) sin
]
= 0.
= .
Page 261
262
Constraint
1(
1(
)>1
L 1 2 Y 1 ( ) + L 2
Y
2(
) < 1
L 1 2 ~ Y 1 ( ) + L 2
~Y
2(
General solution = ( )
 1 ( ) < 1
Period of
1 and Y 2
is a real number
)
)
L 1 Y 1 ( ) + L 2 "Y 2 ( )
= + 12 , 2 = 1,
is the real part of
= @ is a pure
imaginary number,
cos(2 @ ) = 1 ( )
=0
1( ) = A 1
Index
+ 2 = cos( ).
Equation of forced oscillations.
Solution:
29.
cos( ) if ,
2 2
L 1 sin( ) + L 2 cos( ) + sin( )
if = .
2
L
sin( ) + L
cos( ) +
+ ( 2 cos 2 ) = 0.
The Mathieu equation.
1 b . Given numbers and , there exists a general solution ( ) and a characteristic index
such that
( + ) = 2 zf ( ).
For small values of , an approximate value of can be found from the equation:
cosh( ) = 1 + 2 sin2
1
2
+
(1 )
2
sin + [ ( 4 ).
If
cosh(2 ) =
1(
= 1 and
1 (0)
).
The solution 1 ( ), and hence , can be determined with any degree of accuracy by means of
numerical or approximate methods.
The general solution differs depending on the value of 1 ( ) and can be expressed in
terms of two auxiliary periodical functions Y 1 ( ) and Y 2 ( ) (see Table 19).
2 b . In applications, of major interest are periodical solutions of the Mathieu equation that exist
for certain values of the parameters and (those values of are referred to as eigenvalues).
The most important solutions are listed in Table 20.
The Mathieu functions possess the following properties:
ce2 ( , ) = (1) ce2 O , ,
P
2
se2 ( , ) = (1)
se2 O , ,
2
P
, ) = (1) se2
+1
O ,
, ) = (1) ce2
+1
O ,
ce2
+1 (
se2
+1 (
2
2
Page 262
263
TABLE 20
Periodical solutions of the Mathieu equation ce = ce ( , ) and se = se ( , ) (for odd B , the
functions ce and se are 2 periodical, and for even B , they are periodical); certain eigenvalues
= ( ) and = ( ) correspond to each value of the parameter
; B = 0, 1, 2,
Recurrence relations
for coefficients
Mathieu functions
2 +1
# 3 =( 2 +11 )# 12 +1;
# 22+ +1+3 =[ 2 +1(2 +1)2]
2 +1
1
# 22 + +1
+1 # 2 + 1,
+1(
se2 ( , )=
se2
2
2
7
, )= # 22 +
+ =0
+1(
+1
+1 cos
V (2 +1) W
$ 22+ sin(2 ),
=0
se0 =0
7
, )= $ 22+
+ =0
+1
+1 sin
(#
2
4
ce2 ( , )= # + cos(2 )
+ =0
ce2
Normalization
conditions
V (2 +1) W
)2 + 7 #
+ =0
2 if B
=
1 if B
2
0
=0
# 22 +
2
2
+
=0
1
+1 2
+1 =1
2
2
+ $ 2 + =1
=0
$ 22+
+
=0
+1 2
+1 =1
recurrence relations (indicated in Table 20), we can obtain approximate relations for the
eigenvalues (or ) with respect to parameter . Then, equating the determinant of the
corresponding homogeneous linear system of equations for coefficients # + (or $ + ) to zero,
we obtain an algebraic equation for finding ( ) (or ( )).
For fixed real 0, the eigenvalues and are all real and different, while:
if
if
> 0 then
< 0 then
<
<
<
1 <
1
1
<
<
2
2
<
<
2
2
< ))) ;
< 3<
<
< )))
2 ( ) = 2 ( ),
2 ( ) = 2 ( ),
2
+1 (
) = 2
+1 (
).
The solution of the Mathieu equation corresponding to eigenvalue (or ) has B zeros
on the interval 0 < ( is a real number).
Listed below are two leading terms of asymptotic expansions of the Mathieu functions
ce ( , ) and se ( , ), as well as of the corresponding eigenvalues ( ) and ( ), as D 0:
1
O 1 cos 2 ,
ce0 ( , ) =
2
P
2
ce1 ( , ) = cos
2 + 7 4 ;
2
128
1 ( ) = 1 + ;
cos 4
5 2
;
, 2 ( ) = 4 +
4
3 P
12
cos(B + 2) cos(B 2) S , ( ) = B
ce ( , ) = cos B/ +
4Q
B +1
B 1
ce2 ( , ) = cos 2 +
cos 3 ,
0( ) =
O 1
2(B
2
2
1)
(B 3);
Page 263
264
se1 ( , ) = sin
se2 ( , ) = sin 2
1( ) = 1 ;
sin 3 ,
12
12
sin(B 2)
sin(B + 2)
S ,
4Q
B +1
B 1
se ( , ) = sin B/
2;
2( ) = 4
sin 4 ,
( ) = B
2(B
2
2
1)
(B 3).
The Mathieu functions are discussed in the books by McLachlan (1947), Whittaker &
Watson (1952), Bateman & Erdelyi (1955, vol. 3), and Abramowitz & Stegun (1964) in more
detail.
30.
31.
32.
33.
+ ( cos2 + ) = 0.
Applying the formula 2 cos2 = 1 + cos 2 , we obtain the Mathieu equation 2.1.6.29:
+ ( 12 + + 12 cos 2 ) = 0.
+ cos ( ) + [ cos (
Particular solution: 0 = v .
+ [ cos ( ) + ] + cos (
Particular solution: 0 = v .
= 0.
+ ( + ) cos ( ) cos (
Particular solution: 0 = + .
= 0.
+ cos ( )
Particular solution: 0 = .
35.
38.
cos (
)
0
41.
cos (
+
cos (
, +1
+1
= 0.
+ (
+1
+ 1) cos (
+ cos' ) +
+ [
cos (
(
cos
+1
= exp O
) + ] + ( 1)
B +1
v.
0 =
1
)+
+ ( cos
+ ( cos
Particular solution:
+ 1) + ( cos
=
=
.
+ ) + ( cos
0
.
1 ]
= 0.
+ 2 ] = 0.
= 0.
+ ) = 0.
.
1
cos (
+ ( + cos ) + [ ( 1) cos
Particular solution: 0 = exp(
B ).
+ [( 2 + ) cos ( ) + 2] + cos (
Particular solution: 0 = +
.
2
Particular solution:
42.
= exp O
+ cos ( ) [ (
Particular solution: 0 = v .
Particular solution:
40.
+ [
Particular solution:
39.
Particular solution:
37.
) ] = 0.
34.
36.
)
+
= 0.
] = 0.
) = 0.
1) = 0.
Page 264
265
43.
cos (
v.
0 =
Particular solution:
44.
cos (
cos2
Solution:
46.
cos2
[ cos(
( cos
) 2 ] = 0.
= 1, 2, 3,
2
2
uuu
+ ( cos2 + ) = 0.
)+
1
2
+ ] +
+ (
0
2
Particular solution:
49.
) 1] = 0.
[ cos2 + ( 1)] = 0,
2
1
L 1 + L
M
= cos O
cos P
cos (
cos (
0 = exp( ( ).
Particular solution:
48.
+ [ ( ) cos (
The substitution = +
( sin2 + ) = 0.
47.
Particular solution:
45.
+ [
cos(
= 0.
= cos( ) + ' + ( .
( + ) = 0.
2 )
= .
+ ) + ( cos
Particular solution:
+
+ ) + [( ) cos
]
= 0.
= .
Particular solution:
51.
52.
= 0.
= [cos( )] J .
+ ( tan2 + ) = 0.
+ ( ) tan(
Particular solution:
53.
)]
+ [ + ( ) tan2 (
tan
+ = 0.
= [cos( )] J .
= 0.
1) +
2 b . Solution for = 2:
cos =
tan
=L
+ ( tan2 + ) = 0.
cos3 + L
sin (1 + 2 cos2 ).
Page 265
266
55.
56.
57.
2 tan(
+ (
2 tan(
+ (
tan (
+ [ tan (
tan (
tan
+ ( tan
+ [ tan (
+ tan ( tan
+ (
tan (
Particular solution:
64.
tan (
Particular solution:
65.
66.
) = 0.
+
0
tan
1) + ( tan
= .
)
0
tan (
= + .
)
0
= sin cos .
+ [
+
(
= exp O
tan (
[ (
, +1
+ 4) = 0.
+2
+1
) + ] = 0.
tan
+ 2 + 2) = 0.
= 0.
tan (
= 0.
tan (
)
0
) + ( ) tan2 (
+ tan (
+ (
= 0.
2
1 ]
= 0.
+ ) = 0.
The substitution = cos( ) leads to a secondorder linear equation of the form 2.1.2.64:
2 + [( + 2 ) + ] = 0.
+ [(
+ (
+1
+ (
v .
0 =
) tan (
0
Particular solution:
tan
+ 1) tan (
)+
) + 2] + tan (
= +
.
+ tan
Particular solution:
69.
Particular solution:
68.
+1
+1
tan(
Particular solution:
67.
) ] = 0.
v
.
0 =
+ ) tan (
= sin cos .
) + ]
Particular solution:
63.
J
0 = [cos( )] .
Particular solution:
62.
+ [ tan
Particular solution:
61.
v
.
0 =
Particular solution:
60.
+ ) = 0.
The substitution = cos( ) leads to a secondorder linear equation of the form 2.1.2.10:
2 + ( 2 + ' 1 ) = 0.
Particular solution:
59.
The substitution = cos( ) leads to a secondorder linear equation of the form 2.1.2.6:
+ ( 2 + ' + ( + 2 ) = 0.
Particular solution:
58.
= exp O
(
+ [ (
B +1
tan
+1
B ).
0 = exp(
+ 2 ] = 0.
= 0.
+ ) = 0.
1) tan' +
] = 0.
Page 266
267
70.
+ [
tan (
Particular solution:
71.
72.
73.
74.
77.
78.
79.
v.
0 =
1
tan (
= 0.
+ (1 2 tan ) ( tan + b 2 ) = 0.
Solution: cos = L 1 ( ) + L 2 n ( ), where ( ) and n ( ) are the Bessel functions.
(2 tan + ) + ( 2 + + + tan ) = 0.
The substitution = cos leads to a secondorder linear equation of the form 2.1.2.131:
2 2 ,! 2 + [( + 1) 2 + ' + ( ] = 0.
2
2
+ ( tan
+ ( tan
+ 1)
0
=
+ )
Particular solution:
76.
) + ] + ( 1)
2 2 tan( ) + ( 2 + + ) = 0.
The substitution = cos( ) leads to a secondorder linear equation of the form 2.1.2.115:
2 2 + [( + 2 ) 2 + ' + ( ] = 0.
Particular solution:
75.
=
+ tan ( )
Particular solution: 0 =
+ 2 tan (
Particular solution:
.
+ ( tan
.
+ [
v
.
) = 0.
1) = 0.
tan (
+ [ ( ) tan (
= exp( (
).
)
0
+ ( tan
( tan + ) + ( + ) ^ = 0.
Particular solution: 0 = ( + .
( tan
+ )
+ ( tan
Particular solution:
= .
+ )
) 1] = 0.
) 2 ] = 0.
+ [( ) tan
]
= 0.
Particular solution:
81.
82.
83.
= 0.
= [sin( )] J .
+ ( cot2 + ) = 0.
The substitution = + z 2 leads to an equation of the form 2.1.6.51: + ( tan2 + ) = 0.
+ cot + b ( b + 1) = 0.
The substitution = cos leads to the Legendre equation 2.1.2.154: (
@ ( @ + 1) = 0.
+ 2 cot(
Particular solution:
84.
)]
+ [ + ( ) cot2 (
+ ( ) cot(
Particular solution:
+ (
0
1) + 2
2 ) = 0.
cos( ' )
.
=
sin( )
)
0
= 0.
= [sin( )] J .
Page 267
268
85.
86.
cot(
J
0 = [sin( )] .
Particular solution:
87.
cot
)]
+ [ + ( ) cot2 (
= 0.
+ ( cot2 + ) = 0.
89.
90.
+ 2 cot(
cot (
+ [ cot (
v
.
0 =
v
.
0 =
= 0.
= 0.
+ ( + ) cot ( ) cot (
Particular solution: 0 = + .
cot (
Particular solution:
+ [
cot (
+
= exp O
cot (
, +1
+1
= 0.
2
1 ]
= 0.
+ 2 cot( ) + ( + ) = 0.
The substitution = sin( ) leads to a secondorder linear equation of the form 2.1.2.64:
2 + [( + 2 ) + ] = 0.
[ (
+ cot
cot (
v .
0 =
Particular solution:
+ (
+1
Particular solution:
+ (
+ [
cot (
Particular solution:
+ 1) cot (
= exp O
B +1
cot' ) + [ (
Particular solution:
99.
98.
) ] = 0.
) + ] + cot (
94.
97.
+ [ cot (
+ cot ( )
Particular solution: 0 = .
96.
+ ) = 0.
+ 2 cot( ) + ( 2 + 1 2 ) = 0.
The substitution = sin( ) leads to a secondorder linear equation of the form 2.1.2.10:
2 + ( 2 + ' 1 ) = 0.
93.
95.
Particular solution:
92.
The substitution = sin( ) leads to a secondorder linear equation of the form 2.1.2.6:
2 + ( 2 + ' + ( + 2 ) = 0.
Particular solution:
91.
+ (
+1
v.
0 =
+ 2 ] = 0.
1) cot
) + ] + ( 1)
1
)+
cot' + ) = 0.
B ).
0 = exp(
cot (
] = 0.
= 0.
Page 268
269
100.
101.
102.
+2
+ (2 cot + ) + (
+ ( cot
cot(
+ ) = 0.
+ 1) + ( cot
+ ( cot
+ +
cot (
cot (
=
=
.
.
+ [
v.
0 =
Particular solution:
106. ( cot
+ ) + ( cot
Particular solution:
105.
cot ) = 0.
The substitution = sin leads to a secondorder linear equation of the form 2.1.2.131:
2 2 + ,! 2 + [( + 1) 2 + ' + ( ] = 0.
Particular solution:
104.
+ (
The substitution = sin( ) leads to a secondorder linear equation of the form 2.1.2.115:
2 2 + [( + 2 ) 2 + ' + ( ] = 0.
Particular solution:
103.
1) = 0.
cot (
+ [ ( ) cot (
= exp( (
).
+ ) + ( cot
Particular solution:
) = 0.
) 1] = 0.
) 2 ] = 0.
+ ) + [( ) cot
]
= 0.
= .
[ sin2 (
) + cos(
Particular solution:
108.
[ cos2 (
109.
+ ( sin + )
+ ( sin
+ ( cos + )
Particular solution:
112.
+ ( cos
= exp
Q
= 0.
sin( ' )S .
= exp( cos ).
+ cos
+1
+ cos ) = 0.
= exp( cos ).
+ ( cos sin ) = 0.
= exp( sin ).
+ cos ) + ( cos
Particular solution:
113. sin
)]
cos( ' )S .
+ sin ) + ( sin
Particular solution:
111.
Q
= 0.
+ ( sin + cos ) = 0.
Particular solution:
110.
= exp
) + sin(
Particular solution:
)]
= exp( sin ).
+1
sin ) = 0.
+ b ( b + 1) sin
= 0.
The substitution = cos leads to the Legendre equation 2.1.2.154: (1 2 ) 2 +
@ ( @ + 1) = 0.
Page 269
270
114. sin
+ (2 + 1) cos
+ ( b )( b + + 1) sin
= 0.
Here, @ is an arbitrary number and B is a positive integer. The substitution = cos leads to
an equation of the form 2.1.2.156: ( 2 1) + 2(B + 1) + (B @ )( @ + B + 1) = 0.
115. sin2
+ sin cos
+ [ b ( b + 1) sin2
] = 0.
+ sin(2 ) + [ cos(2 ) + ] = 0.
( = ( (sin2 + cos2 ),
+ ( 1) sin(2
Particular solution:
119. cos2
+ , 2 [( 1) sin2 (
= cos ( ).
) + cos2 (
)]
= 0.
= 0.
1 b . Dividing the equation by sin cos and assuming = (sin2 +cos2 ), ( = ( (sin2 +cos2 ),
we obtain equation 2.1.6.131: + [( + ) tan + cot ] + ( (tan2 + 1) = 0.
2
2 b . Particular solutions:
0
0
0
= cos
= tan1
= sin1 cos
+ 1
if ( = ( + 1),
if ( = ( + 2)( 1),
if ( = 2( + 1).
= 0.
Solution:
, 2 , + = 0.
122. sin2 cos2
Dividing the equation by sin2 cos2 and assuming = (sin2 + cos2 ), = (sin2 + cos2 ),
we obtain equation 2.1.6.131: + ( tan2 + cot2 + + + ( ) = 0.
Page 270
271
123. sin (
sin (
+[
)+
2 +
cos
= 0.
)]
= 0.
leads to an equation of the form 2.1.2.7:
cos( )
+ tan
Solution:
126.
+ tan
=L
sin( ) + L
L
Q
+ tan
128.
129.
=L
cot
130.
131.
)
1
=L
Solution:
= 0.
sin
+L
1
2
O
B
.
M
sin
S , where ( H ) and n ( H )
= 0.
if 12 ,
L 1  sin  + L 2  sin 1
 sin  ( L 1 + L 2 ln  sin ) if = 1 .
2
2 cot(2
Solution:
1) cot2
a (
=
Solution:
= 0.
1
2
cos2 (sin )2
= sin
Solution:
(cos )2
exp
+
Q
sin2 (2
sin2 ( )S + L
(sin )2
sin( ) + L
= 0.
2
exp
Q
sin2 ( )S .
= 0.
.
M
2 cot(2 ) + tan2 = 0.
The substitution = cos leads to the Euler equation 2.1.2.123:
+
= 0.
equations
2
B 2 + ( 1)B + = 0,
( + 1) + = 0,
2
=L
+ 2
+ 2 + ) 2B 1] + (2B
2
sin2 (tan )2
sin( ) + L
+B +
+
B = ) = 0.
= 0.
.
+ ( + + arcsin ) + [ ( + ) arcsin + ] = 0.
Particular solution: 0 = exp( 21 2 ' ).
Page 271
272
2.
+ (arcsin )
Particular solution:
3.
+ (arcsin )
Particular solution:
4.
5.
6.
9.
+ (arcsin )
Particular solution: 0 = .
arcsin
+ [ (
12.
13.
16.
17.
+
+1
(arcsin )
= ( ' + 1)
1] +
+ [
+ (
+1
=
.
+ arcsin )
= exp O
+ 2)] = 0.
arcsin
+ arcsin
Particular solution:
2
2
= 0.
B +1
= 0.
arcsin + ) = 0.
+1
+ )
+ (
2
0
+ 2 arcsin
Particular solution:
( 2 + )2 + (
Particular solution:
2
+ )2 + (
+ )2 + (
Particular solution:
+ [ (
1
.
0 =
+ ( arcsin 1) = 0.
= .
+ ( arcsin + 2)
+ 1) arcsin
+ )(arcsin )
=
= 0.
+ ( + arcsin ) + [ ( 1) arcsin +
Particular solution: 0 = exp(
B ).
] = 0.
= 0.
(arcsin ) + ] + ( 1)(arcsin )
1
= 0.
+ 1) arcsin + (
+ [( 2 + ) arcsin + 2] + arcsin
Particular solution: 0 = +
.
Particular solution:
18.
=
Particular solution:
15.
+1
+ 1) arcsin +
Particular solution:
14.
[ (
Particular solution:
11.
+ ( + )(arcsin ) (arcsin )
Particular solution: 0 = + .
Particular solution:
10.
= exp O
(arcsin )
Particular solution:
8.
+ [
0
Particular solution:
7.
+ [ (arcsin ) ] = 0.
v
.
0 =
+ .
2 [
2 ]
] = 0.
= 0.
(arcsin ) + 1] = 0.
+ [ ( ) arcsin 2 ] = 0.
= exp(
).
+ )(arcsin )
0 = ( + .
+ )(arcsin )
=
2
0
(arcsin )
+ .
+ )(arcsin )
= exp O X
M2
+ P
= 0.
(arcsin ) + ] = 0.
+ [ (arcsin ) 2
1] = 0.
Page 272
273
+ ( + + arccos ) + [ ( + ) arccos + ] = 0.
Particular solution: 0 = exp( 21 2 ' ).
20.
+ (arccos )
Particular solution:
21.
+ (arccos )
Particular solution:
22.
23.
24.
25.
27.
30.
31.
32.
+ (arccos )
Particular solution: 0 = .
arccos
Particular solution:
+ [ (
34.
[ (
=
+
+1
(arccos )
= ( ' + 1)
1]
+ [
+ (
+1
=
.
+ arccos )
0
= exp O
+ 2)] = 0.
arccos
B +1
+ arccos
Particular solution:
Particular solution:
1
.
0 =
2
2
= 0.
= 0.
arccos + ) = 0.
+1
+ ( arccos 1) = 0.
= .
] = 0.
+ ( arccos + 2) + [ (
+ ) + (
= 0.
+ ( + arccos ) + [ ( 1) arccos +
Particular solution: 0 = exp(
B ).
] = 0.
= 0.
(arccos ) + ] + ( 1)(arccos )
1
= 0.
+ [( 2 + ) arccos + 2] + arccos
Particular solution: 0 = +
.
+ 1) arccos + (
+ 1) arccos +
Particular solution:
33.
+1
+ ( + )(arccos ) (arccos )
Particular solution: 0 = + .
Particular solution:
29.
= exp O
(arccos )
Particular solution:
28.
+ [
0
Particular solution:
26.
+ [ (arccos ) ] = 0.
v
.
0 =
2
0
+ )(arccos )
=
+ .
+ 1) arccos
2 [
2 2
= 0.
(arccos ) + 1] = 0.
+ 2 arccos + [ ( ) arccos 2 ] = 0.
Particular solution: 0 = exp(
).
( 2 + )2 + (
Particular solution:
+ )(arccos )
0 = ( + .
(arccos )
= 0.
Page 273
274
35.
+ )2 + (
+ )(arccos )
Particular solution:
36.
+ )2
=
+ (
Particular solution:
+ .
+ )(arccos )
= exp O X
M2
(arccos ) + ] = 0.
+ [ (arccos ) 2
1] = 0.
+ P
+ ( + + arctan ) + [ ( + ) arctan + ] = 0.
Particular solution: 0 = exp( 21 2 ' ).
+ (arctan )
Particular solution:
+ (arctan )
Particular solution:
40.
+ (
(arctan )
Particular solution:
42.
arctan
Particular solution:
43.
+ [ (
44.
+ [(
+ [
+ (
+ (
+1
= .
[ (
=
(arctan )
+ arctan
Particular solution:
.
=
= exp O
1] +
= 0.
+ 2)] = 0.
arctan
B +1
+ ( arctan
= .
= 0.
= 0.
+1
= 0.
arctan + ) = 0.
.
1) arctan +
+ ) (arctan
= .
B ).
0 = exp(
0
] = 0.
= ( ' + 1)
= 0.
+ 1) arctan + (
arctan ) + [ (
(arctan
Particular solution:
49.
+ arctan ) +
Particular solution:
48.
(arctan ) + ] + ( 1)(arctan )
Particular solution:
47.
(arctan )
1
0 = + .
Particular solution:
46.
+1
) arctan + 2] + arctan
Particular solution:
45.
+1
+
+ 1) arctan +
Particular solution:
= + .
(arctan )
= exp O
+ )(arctan )
+ [
0
Particular solution:
41.
+ [ (arctan ) ] = 0.
= v .
] = 0.
+ ) = 0.
= 0.
Page 274
275
50.
+ (arctan
Particular solution:
51.
+ arctan
Particular solution:
52.
53.
+ arctan
Particular solution:
2
2
55.
58.
+ (arctan
Particular solution:
61.
arctan
12
= exp
.
+ [ (
+ (arctan
64.
+ 1) = 0.
2 )
=
2 )
= 0.
+ arctan
= 0.
+ 1) [ 2 (
+ )
2 ]
= 0.
= 0.
+ 1)(arctan )2 + ] = 0.
+ (
+ ) = 0.
+ [( + ) arctan + 2] + arctan
Particular solution: 0 = +
.
2
0
= (
+ )(arctan )
=
+ .
2 [
(arctan ) + 1] = 0.
+ 2 arctan + [ ( ) arctan 2 ] = 0.
Particular solution: 0 = exp(
).
+ 1)2
+ [ (arctan )2 + arctan + ] = 0.
=
( 2 + )2 + (
Particular solution:
+1
+1
+ 1)2 + [ (arctan ) 1] = 0.
+ )2 + (
Particular solution:
65.
= 0.
+ 1) arctan
+ ( arctan
= .
+
0
+ ) (arctan
= .
2 + ' = 0.
63.
2 + ( 2 + ' + ( + 1) = 0.
62.
+ ( arctan 1) = 0.
= .
+ arctan
Particular solution:
60.
Particular solution:
59.
arctan
1
.
0 =
Particular solution:
57.
+ ( arctan + 2)
Particular solution:
56.
=
Particular solution:
54.
+ )2 + (
Particular solution:
=
+ )(arctan )
0 = ( + .
+ )(arctan )
=
2
0
(arctan )
+ .
+ )(arctan )
= exp O X
M2
+ P
= 0.
(arctan ) + ] = 0.
+ [ (arctan ) 2
1] = 0.
Page 275
276
+ (
+ arccot ) + [ (
Particular solution:
67.
+ (arccot )
Particular solution:
70.
71.
72.
(arccot )
arccot
Particular solution:
+ [ (
+ [(
+ (
+1
+ (
2
(
=
1] +
= 0.
.
B +1
+ [ (
+ 2)] = 0.
arccot
= 0.
= 0.
+1
= 0.
arccot + ) = 0.
.
1) arccot +
] = 0.
+ ( arccot 1) = 0.
= .
+ )(arccot )
=
+ ( 1)(arccot )
1
.
0 =
arccot
Particular solution:
+ ( arccot + 2) + [ (
] = 0.
= exp O
= 0.
(arccot )
B ).
0 = exp(
arccot
+ ) + (
+ 1) arccot + (
= ( ' + 1)
arccot )
Particular solution:
80.
=
Particular solution:
79.
+ arccot ) +
Particular solution:
78.
+1
(arccot )
[ (
Particular solution:
77.
+1
+
0 = + .
Particular solution:
76.
) arccot + 2] + arccot
Particular solution:
75.
(arccot )
(arccot ) + ]
+ [
= .
Particular solution:
74.
+ 1) arccot +
Particular solution:
73.
' ).
= + .
Particular solution:
v
= exp O
+ )(arccot )
+ (
+ [
Particular solution:
69.
=
+ (arccot )
+ ) arccot + ] = 0.
+ [ (arccot ) ] = 0.
Particular solution:
68.
= exp( 21
+ 1) arccot
2 [
2 ]
= 0.
(arccot ) + 1] = 0.
+ .
+ [ ( ) arccot 2 ] = 0.
= exp(
).
Page 276
277
81.
=
2 + ( 2 + ' + ( + 1) = 0.
82.
84.
( 2 + )2 + (
Particular solution:
=
+ ) + (
2
+ )(arccot )
0 = ( + .
+ )(arccot )
Particular solution:
85.
+1
+1
+ 1)2 + [ (arccot ) 1] = 0.
+ ' = 0.
83.
+ )2 + (
=
Particular solution:
(arccot )
+ .
+ )(arccot )
= exp O X
M2
= 0.
(arccot ) + ] = 0.
+ [ (arccot ) 2
1] = 0.
+ P
2.
3.
+ + [ cot(
Particular solution: 0 = sin( ' ).
)]
= 0.
)]
= 0.
+ cosh ( ) + [ + cosh (
Particular solution: 0 = cos( ' ).
4.
+ cosh ( ) + [ cosh (
Particular solution: 0 = sin( ' ).
5.
7.
8.
cosh (
+ sinh ( )
Particular solution:
+ sinh
(
Particular solution:
sinh (
+ tanh ( )
Particular solution:
[
cosh (
= exp O
+ [ + sinh (
= cos( ' ).
Particular solution:
9.
Particular solution:
6.
[
sinh (
= exp O
)]
= 0.
) cot(
)]
= 0.
+ ] = 0.
+ [ sinh (
= sin( ' ).
+
) tan(
) tan(
)]
= 0.
) cot(
)]
= 0.
)
+ ] = 0.
+ [ + tanh (
= cos( ' ).
) tan(
)]
= 0.
Page 277
278
10.
11.
tanh (
Particular solution:
12.
13.
14.
[
tanh (
+ coth ( )
Particular solution:
coth (
[
+ ln ( ) + [ + ln (
Particular solution: 0 = cos( ' ).
17.
ln (
Particular solution:
cos (
sin (
Particular solution:
tan (
Particular solution:
21.
cot (
Particular solution:
22.
[
+ ln
+ (
Particular solution:
[
[
cot (
) cot(
)]
= 0.
= exp O
+ ] = 0.
)
ln
+ ] = 0.
+ ] = 0.
+ ] = 0.
+ ] = 0.
+ ] = 0.
(
= exp O
)
= 0.
= 0.
tan (
)]
)]
) cot(
sin (
= exp O
= 0.
) tan(
cos (
[
)]
= exp O
[
+ ] = 0.
) tan(
)
= exp O
= exp O
ln (
= 0.
Particular solution:
20.
+ ln ( ) + [ ln (
Particular solution: 0 = sin( ' ).
19.
coth (
= exp O
)]
+ [ coth (
= sin( ' ).
) cot(
+ coth ( ) + [ + coth (
Particular solution: 0 = cos( ' ).
16.
18.
= exp O
Particular solution:
15.
+ [ tanh (
= sin( ' ).
+ ) = 0.
23.
24.
+ (
+ cos
Particular solution:
(
= exp O
cos
+ ) = 0.
Page 278
279
25.
+ (
+ cos
Particular solution:
26.
+ (
+ ( cosh
+ ( cosh
+ ( cosh
+ ( cosh
+ ( cosh
+ ( cosh
(
= cos +1 .
)
0
(
= exp O
+ ( sinh
= sin1 .
)
0
= exp O
tan + 1) = 0.
+ ) = 0.
+
.
M P
tan
cot 1) = 0.
cot
+ ) = 0.
= exp( sin ).
= exp O X cos +
+ sin
= exp O X sin +
cos sin ) = 0.
cosh
+ cos ) + ( sinh
Particular solution:
= exp( sin ).
cos
sin ) = 0.
sin + cos ) = 0.
cosh
.
M P
= cos +1 .
= sin1 .
.
M P
= exp( cos ).
sin + cos ) = 0.
Particular solution:
39.
+ sin
+ ) = 0.
Particular solution:
38.
= exp O X sin
+ sin
Particular solution:
37.
= exp O
+ sin ) + ( cosh
Particular solution:
36.
sin
+ cos' ) + cos
Particular solution:
35.
(
+ cos ) + ( cosh
Particular solution:
34.
+ cot
Particular solution:
33.
+ cot ) + ( 1)(
+ (
Particular solution:
32.
sin + cos ) = 0.
= exp( cos ).
+ tan
+ (
Particular solution:
31.
cos sin ) = 0.
.
M P
+ tan ) + ( + 1)(
+ (
Particular solution:
30.
(
+ sin
+ (
Particular solution:
29.
+ sin
+ (
Particular solution:
28.
+ cos
+ sin ) + (
+ (
Particular solution:
27.
sin +
cos ) = 0.
tan + 1) = 0.
cot 1) = 0.
cos sin ) = 0.
Page 279
280
40.
+ ( sinh
+ cos
Particular solution:
+ cos
= exp O X cos +
41.
42.
+ sin
Particular solution:
43.
+ ( sinh
+ ( sinh
+ sin
.
M P
= cos +1 .
= sin1 .
Particular solution:
45.
46.
+ ( tanh
+ cos
0
+ cos
= exp O X cos +
47.
48.
+ ( tanh
+ sin
Particular solution:
+ ( tanh
+ ( tanh
+ sin
= cos +1 .
= sin1 .
52.
+ cos' ) + cos
Particular solution:
53.
54.
+ sin' ) + sin
Particular solution:
55.
+ ( coth
tanh
+ tan )
Particular solution:
cos
sin ) = 0.
tanh
sin +
cos ) = 0.
tan + 1) = 0.
cot 1) = 0.
cos sin ) = 0.
coth
cos
sin ) = 0.
.
M P
sin + cos ) = 0.
.
M P
+ ( + 1)( coth
= cos +1 .
sin + cos ) = 0.
+ ( coth
cos sin ) = 0.
.
M P
51.
+ ( coth
cot 1) = 0.
Particular solution:
cos ) = 0.
.
M P
sin +
tan + 1) = 0.
Particular solution:
50.
Particular solution:
49.
sinh
= exp O X sin +
sin ) = 0.
sin + cos ) = 0.
Particular solution:
44.
cos
.
M P
+ ( sinh
sinh
coth
sin +
cos ) = 0.
tan + 1) = 0.
Page 280
281
56.
+ ( coth
+ cot )
Particular solution:
57.
+ ( ln
+ ( ln
+ ( ln
+ ( ln
+ ( ln
+ ( ln
64.
Particular solution:
66.
Particular solution:
67.
cosh (
Particular solution:
69.
cosh (
Particular solution:
70.
Particular solution:
71.
cosh(
= cos( ' ).
+ [
= sin( ' ).
tan + 1) = 0.
cot 1) = 0.
)]
= 0.
cos(
)]
= 0.
) ln (
[ +
+ [ + cosh (
[ + sinh(
+ [ cosh (
[ + sinh(
[ +
sinh(
= cos( ' ).
= sin( ' ).
= cosh( ' ).
sinh(
)]
= 0.
)]
= 0.
)]
= 0.
) sin (
)]
= 0.
) cos(
)]
= 0.
) tan (
)]
= 0.
) cot (
)]
= 0.
) cos (
= cosh( ' ).
cos ) = 0.
.
M P
[ + sinh(
= cosh( ' ).
sin ) = 0.
sin +
sin(
= cosh( ' ).
) cot (
Particular solution:
ln
= cosh( ' ).
) sin(
0
+ [ +
) tan (
cosh(
= sin1 .
cos
.
M P
= cos +1 .
) sin (
cosh(
) cos(
Particular solution:
68.
sin + cos ) = 0.
= exp( cos ).
) cos (
cosh(
) ln (
cosh(
sin(
Particular solution:
65.
cos(
Particular solution:
+
ln
+ cot ) + ( 1)( ln
Particular solution:
63.
= exp( sin ).
+ tan ) + ( + 1)( ln
Particular solution:
62.
cot 1) = 0.
cos sin ) = 0.
+ sin' ) + sin
Particular solution:
61.
+ ( ln
+ sin ) + ( ln
Particular solution:
60.
+ cos' ) + cos
Particular solution:
59.
+ ( 1)( coth
= sin1 .
+ cos )
Particular solution:
58.
) sin(
Page 281
282
72.
73.
74.
75.
76.
77.
78.
79.
80.
81.
82.
83.
+ sinh( ) tan ( ) [ +
Particular solution: 0 = sinh( ' ).
+ sinh( ) cot ( ) [ +
Particular solution: 0 = sinh( ' ).
cosh(
cosh(
+ tanh ( ) cos( ) + [ +
Particular solution: 0 = cos( ' ).
= 0.
) sin(
)]
= 0.
) sin (
)]
= 0.
) cos(
)]
= 0.
) tan (
)]
= 0.
) cot (
)]
= 0.
) sin(
)]
= 0.
) cos(
)]
= 0.
) sin(
)]
= 0.
) cos(
)]
= 0.
+ coth ( ) cos( ) + [ +
Particular solution: 0 = cos( ' ).
coth (
+ ln ( ) cos( ) + [ +
Particular solution: 0 = cos( ' ).
ln (
)]
= 0.
) cos(
)]
= 0.
2
) ln (
+ ( +
2
) ln (
Particular solution:
+ ( +
2
+ ( +
2
Particular solution:
+ .
+ [(
+ [(
+ [(
=
+ .
=
) tan (
+ [(
=
) sin (
Particular solution:
=
) cos (
Particular solution:
+ ( + 2
+ .
+ .
) sin(
= 0.
)]
tanh (
85.
88.
)]
) cos (
+ ln ( ) sin( ) + [ ln (
Particular solution: 0 = sin( ' ).
87.
84.
86.
) ln (
cosh(
2
) ] = 0.
) cos (
) sin (
) tan (
) ] = 0.
) ] = 0.
) ] = 0.
Page 282
283
89.
+ ( +
2
) cot (
Particular solution:
90.
91.
92.
93.
94.
95.
96.
97.
98.
99.
100.
101.
102.
103.
104.
=
2
+ [(
+ .
) cot (
) ] = 0.
+ ( sn2 + ) = 0.
The Lame equation in the form of Jacobi, sn is the Jacobi elliptic function. See the books
by Whittaker & Watson (1952), Bateman & Erdelyi (1955, Vol. 3), and Kamke (1977) for
information on this equation.
+ [ 4 ( ) + ( ] = 0.
The Lame equation in the form of Weierstrass, < ( ) is the Weierstrass function. See the
books by Whittaker & Watson (1952), Bateman & Erdelyi (1955, Vol. 3), and Kamke (1977)
for information on this equation.
+ ( ln +
Particular solution:
)
+ (1
+ (
=
.
ln ) +
Particular solution: 0 = ln .
+ (1 cosh ln ) +
Particular solution: 0 = ln .
ln + 1) = 0.
= 0.
+ ( ln + cosh ) + ( cosh
Particular solution: 0 = .
cosh
+ ( ln + sinh ) + ( sinh
Particular solution: 0 = .
+ (1 sinh
Particular solution:
ln )
= ln .
+ sinh
+ (1 tanh ln )
Particular solution: 0 = ln .
ln + 1) = 0.
= 0.
+ tanh
+ ( ln + coth ) + ( coth
Particular solution: 0 = .
+ (1 coth ln ) +
Particular solution: 0 = ln .
coth
+ ( ln + cos ) + ( cos
Particular solution: 0 = .
+ (1 cos
Particular solution:
ln ) + cos
= ln .
+ ( ln + sin ) + ( sin
Particular solution: 0 = .
= 0.
+ ( ln + tanh ) + ( tanh
Particular solution: 0 = .
ln + 1) = 0.
ln + 1) = 0.
= 0.
ln + 1) = 0.
= 0.
ln + 1) = 0.
= 0.
ln + 1) = 0.
Page 283
284
105.
sin
+ (1
Particular solution:
ln )
106.
ln + tan
+ (
tan
+ (1
Particular solution:
108.
+ (
+ (1
cot
Particular solution:
110.
+ ( ln +
Particular solution:
111.
2
2
2
2
2
2
2
2
+ (
ln + 1) = 0.
= 0.
ln ln + 1) = 0.
+ ( cosh
+ ( sinh
+ ( tanh
+ ( coth
= exp( 21 ln2 ).
= exp( 21 ln2 ).
+ ( cos
+ ( sin
+ ( tan
+ ( cot
+ (
= exp( 21 ln2 ).
ln ln + 1) = 0.
= exp( 21 ln2 ).
= cot
= cot
1
2
1
2
.
)
.
ln ln + 1) = 0.
ln ln + 1) = 0.
ln ln + 1) = 0.
ln ln + 1) = 0.
= exp( 21 ln2 ).
= exp( 21 ln2 ).
ln ln + 1) = 0.
= exp( 21 ln2 ).
+ sin ( + cosh
Particular solution:
= 0.
= exp( 21 ln2 ).
+ sin ( + 
Particular solution:
120. sin2
cot
ln + 1) = 0.
= exp( 21 ln2 ).
+ ( ln + cot
Particular solution:
119. sin2
+ ( ln + tan
Particular solution:
118.
)
+ ( ln + sin
Particular solution:
117.
= ln .
+ ( ln + cos
Particular solution:
116.
+ ( ln + coth
Particular solution:
115.
ln ) +
+ ( cot
.
0 =
+ ( ln + tanh
Particular solution:
114.
+ ( ln + sinh
Particular solution:
113.
= ln .
+ ( ln + cosh
Particular solution:
112.
= 0.
+ ( tan
ln ) + tan
ln + cot
Particular solution:
109.
.
0 =
Particular solution:
107.
= ln .
+ sin
ln ln + 1) = 0.
ln ln + 1) = 0.
cos ) = 0.
+ ( cosh
cos ) = 0.
Page 284
285
121. sin2
+ sin ( + sinh
Particular solution:
122. sin2
Particular solution:
Particular solution:
Particular solution:
= cot
Particular solution:
+ ( coth
)
= cot
= cot
= cot
= cot
= cot
+ cos ( + ln
+ ( tanh
1
2
1
2
+ cos ( + coth
Particular solution:
130. cos2
.
.
.
+ ( ln
+ cos ( + tanh
Particular solution:
129. cos2
1
2
+ ( sinh
1
2
+ cos ( + sinh
Particular solution:
128. cos2
= cot
+ cos ( + cosh
Particular solution:
127. cos2
+ cos ( +
Particular solution:
126. cos2
= cot
+ sin ( + ln
125. cos2
+ sin ( + coth
124. sin2
= cot
+ sin ( + tanh
123. sin2
= cot
.
+ (
1
2
+
1
2
+
1
2
+
1
2
+
1
2
+
1
2
+
+ ( sinh
+ sin ) = 0.
.
1
4
+ ( tanh
.
1
4
+ ( coth
.
.
1
4
+ ( ln
1
4
+ sin ) = 0.
.
1
4
cos ) = 0.
+ ( cosh
+ sin ) = 0.
.
1
4
cos ) = 0.
cos ) = 0.
cos ) = 0.
+ sin ) = 0.
+ sin ) = 0.
+ sin ) = 0.
M
arbitrary parameters.
2.1.91. Equations containing arbitrary functions (but not containing their derivatives).
1.
=! .
where
X ( ) sin[ , ( )]
M
0
1
L 1 cosh( ,! ) + L 2 sinh( ,! ) + , X ( ) sinh[ , ( )]
M
0
L 1 + L 2 + X ( ) ( )
M
0
cos( ,! ) + L
sin( ,! ) + ,
if = ,
if = ,
> 0,
2
< 0,
if = 0,
is an arbitrary number.
Page 285
286
2.
+ + = ! .
Equation of forced oscillations with friction. The substitution = exp( 21 ) leads to an
equation of the form 2.1.9.1: u + ( 14 2 ) = exp( 12 ).
3.
=" .
=L
Solution:
+ X O L
4.
+ ! + ( ! ) = 0.
Particular solution: 0 = .
5.
+ (
+ ! ! = 0.
Particular solution: 0 = .
7.
+ (! +
+ ! [(
Particular solution:
9.
+ (
16.
+ [(
+1
= exp O
+ )! +
B +1
+ 1) ! + (
.
0 =
+1
'
] = 0.
+ 2)] = 0.
=
+ [( + 1) ! + 1] + 2
Particular solution: 0 = ( + 1) .
= 0.
+ [( 2 + ) ! + 2] + ! = 0.
Particular solution: 0 = +
.
+ (! +
+1
Particular solution:
15.
B +1
) = 0.
+ ) + ( 1) ! = 0.
Particular solution:
14.
+ )
8.
13.
Particular solution:
12.
= exp O
6.
11.
, where = X .
M u
P M
M
Particular solution:
10.
+X
(!
= exp O
+ ) = 0.
B +1
+1
+ ( ! + ) + [( 1) ! +
Particular solution: 0 = exp(
B ).
+ [( + 1) ! + + 1 2 ] +
Particular solution: 0 = ( + 1) exp( ).
] = 0.
2 1 !
= 0.
+ + = ! .
g
The nonhomogeneous Euler equation. The substitution = leads to an equation of the
g
form 2.1.9.2: g g + ( 1) g + = ( ).
2
2
+ + ( 2 b 2 ) = ! .
The nonhomogeneous Bessel equation. The general solution is expressed in terms of Bessel
functions: = L 1 ( ) + L 2 n ( ) + 12 n ( ) X ( ) ( ) 12 ( ) X "n ( ) ( ) .
Page 286
287
17.
18.
+ ! + ( ! 1) = 0.
Particular solution: 0 = .
+ ( ! + 2 )
Particular solution:
19.
21.
22.
23.
26.
27.
+ )!
2(
+2
] = 0.
2 +1
2B + 1
= 0.
+ ) + ( 2 + ) ! [(
Particular solution: 0 = +
.
+ )2 + (
+ ) ! (
+ )2 + (
0 =
+ .
( + ) + (
Particular solution:
= (
+ ) !
+ .
0 =
+ )2 + (
30.
+
(!
Particular solution:
+ (! +
)
Particular solution:
+ ( +
^ ]
( !
= exp O
+ ] = 0.
+ 1) = 0.
+ ) ! + ( 1)
] = 0.
+ ) = 0.
1) = 0.
+ ) = 0.
+ [(
+ ) = 0.
=
= exp O
+ ) = 0.
2 ) !
Particular solution:
M
.
+ P
= exp O X
+ [ 2 + ( + ) +
Particular solution: 0 = + ( .
+ ) ! + ( !
! ( )
+
+ )1 J .
0 = (
+ ) ! [(
= + ' .
( + )2 + ( + ) !
1)
+ (
+ )+ J 2.
) ! + 2 ] = 0.
+ ) = 0.
+ ) !
( + ) + (
Particular solution:
29.
32.
+ ( 1)] = 0.
+ 2 ! + [( ) ! 2 ] = 0.
Particular solution: 0 = exp(
).
Particular solution:
31.
Particular solution:
28.
+1
( 2 + + ) + ( + ) !
Particular solution: 0 = + , .
Particular solution:
25.
.
0 =
exp O
0 =
Particular solution:
24.
Particular solution:
20.
+ )!
+ [(
+ [(
2 ) !
+ .
] = 0.
Page 287
288
33.
+ )2
+ (
Particular solution:
34.
[ +
Particular solution:
36.
+ (1
37.
+ (! +
ln ) +
2
2
sin(
cos(
cos
+ (! +
sin2
48.
= 0.
= 0.
1
4
(ln +
+ 2) !hWU = 0.
= exp( 21 ln2 ).
cos(
)]
= 0.
sin(
)]
= 0.
= cos( ).
= exp( cos ).
= exp( sin ).
sin
)
0
cos
(!
sin
(!
cos sin ) = 0.
.
M P
sin + cos ) = 0.
= exp O X sin
.
M P
+ sin ( ! + ) + ( ! cos ) = 0.
Particular solution:
47.
= 0.
= sin( ).
Particular solution:
46.
+ (! +
+ (! +
+ (! +
Particular solution:
45.
+ ( ! ln ln + 1) = 0.
+ [ +
Particular solution:
44.
)]
= .
Particular solution:
43.
sinh(
+ [
Particular solution:
42.
= 0.
= ln .
Particular solution:
41.
)]
+ ( ! + ln )
cosh(
.
(ln + ).
0 =
Particular solution:
40.
+ 2 (ln + ) ! + V
Particular solution:
39.
ln ) + ( ! ln + 1) = 0.
Particular solution:
38.
+
(!
= cosh( ).
Particular solution:
+
v
= sinh( ).
cosh(
+ ) !
[ +
Particular solution:
35.
=
sinh(
= cot
1
2
.
+ [ +
Particular solution:
tan(
) + ( ) tan2 (
J
0 = [cos( )] .
)]
= 0.
Page 288
289
49.
tan )
+ (! +
Particular solution:
50.
+ [
Particular solution:
52.
= cos
+1
.
+ tan ( ! + 1) + [( tan2 1) ! + 2 + 2] = 0.
Particular solution:
51.
+ ( + 1)( ! tan + 1) = 0.
+ (! +
= sin cos .
cot(
) + ( ) cot2 (
J
0 = [sin( )] .
)]
= 0.
Particular solution:
= sin1 .
(!
! )
= 0.
Particular solution:
54.
[ ( + 1) !
+ 2 ! + ( !
= (L
Solution:
56.
57.
+ (1 ) !
= exp O X
! )
(!
= 0.
! )
= 0.
Particular solution:
= exp O X
+"
= exp O X
+ ( !" "
+ 2 !
+ (!
+ 2 ! + ( !
2 + ( 2 + '
.
M P
= 0.
.
M P
+ ) = 0.
exp O X
M P
exp OX
+ ! +
! )
) = 0.
+ ) = 0.
exp OX
+ ( ! + " ) + ( !" +
) = 0.
+ (2 ! + ) + ( !
Particular solution:
The substitution =
+ + = 0.
61.
= 0.
.
M P
The substitution
60.
! ]
+ L 1 ) exp O X
The substitution
2 + = 0.
59.
.
M P
.
M P
Particular solution:
58.
Particular solution:
55.
= exp O X
M P
= 0.
= exp O X
.
M P
Page 289
290
62.
+ (! +
Particular solution:
63.
+ (
+ ( ! +
Particular solution:
64.
( + )
66.
= exp O Xv
.
M P
Particular solution:
+ 2
+ (
67.
68.
1
.
+ M P
( + 1)] = 0.
+1
+ (!
+ (2 ! + ) + [ !
=
+ [
The transformation
2 + (
2
70.
The substitution
.
M P
) = 0.
+
leads to the Bessel equation 2.1.2.126: 2 2
M P
( ! +
+ ) + ] = 0.
exp O X
+ ) + [ !
exp O X
= 0.
exp O X
+ ) = 0.
+ (2 ! +
+ ( 1) ! +
) = 0.
The substitution
69.
exp OX
exp O X
= exp O X
The substitution
2
= 0.
2
+ ' + ( ) = 0.
+ (2 ! + 1)
+ (
2
!
=
The transformation
2 2 + (
+ [
= 0.
= exp O X
.
M P
! )
+ ( ! + )
Particular solution:
65.
= 0.
= exp O Xv
+ )
! )
+ ] = 0.
+ (
1) ! +
+
+
+ ] = 0.
2
2
2
+ ( + ) + ( + + = ) = 0.
=
71.
2 ! +
!
= 0.
Solution:
!
=L
1 2
= 0.
+L
, where = X
M
= 0.
.
Page 290
291
73.
!
=L
Solution:
74.
(!
! 2D +1 = 0.
+ L , where
+ !
=L
Solution:
exp O
quadratic equation
75.
76.
+L
M P
! 2 (
= 0.
= exp O X
.
M P
( ! + 2 ! ) + ( ! +
! 2
! 2
2!
2 ! 3 )
exp O/Xv
0 =
+ ! ( ! + ) +
+ ! (!
exp O
! )
X
!"I
=L
Solution:
80.
"
+ 2 !
+ (!
2
The substitution
+L
and
.
M P
+ ( !"
!"I )
+
, where
M P
= 0.
+ 2" + )
( !
X
= 0.
+"
+ " + ) = 0.
.
M
+ = 0.
Particular solution:
77.
= 0.
( ! + ! )
Particular solution:
! 3
= /Xv
#! 2D +1 " 2 +1
= 0.
, where = 3Xv
+
M
+ ) = 0.
= exp O X
leads to a linear equation of the form 2.1.3.5:
M P
2 + ( 2 + + ( ) = 0.
81.
82.
2 2
Solution:
=L
2 2
=L
!
Solution:
83.
4 ! 2 [2 !
Solution:
= 0.
+L
M P
M P
+L
cos O lX
exp O XZ
.
M P
.
M P
= 0.
1
+ L 23
X
(!
)2 + ]
exp O
1
2
X
.
= 0.
+ L 2 exp O 21 X
M P
1
1
+ L 2 sin O 12   v
L 1 cos O 2   Xv
X
M P
L 1 + L 2 X 1
M
L
= 0.
sin O lX
=L
Solution:
84.
M P
1
M P
if > 0,
if < 0,
if = 0.
Page 291
292
85.
L
+ 2 ( ! )
Solution:
! 2 2
Bessel functions.
86.
! !
!
=L
Solution:
87.
!
!
Solution:
89.
!
!
"
"
= % [ L
)+ L
2 ( ! )2
! 2+
2
2
+L
1
2
= 0.
+L
+
+ (
+
!
!
.
+ (!
)2
= 0.
!
!
+ (!
)2
= 0.
1
2
!
!
"
"
1
2
"
"
"
"
"
"
"
"
+("I )2 = 0.
"
"
!
!
2
!
!
"
"
!
!
+ ("I )2 = 0.
+(2 1)
Solution:
+
!
!
[ L
"
"
!
!
!
!
(
[L
= [L
Solution:
91.
+
=
Solution:
90.
+
= [L
!
!
1
2
+ (2 1)
Solution:
88.
1
2
= 0.
"
"
1
+2
% "
%
"
+(2 1)
"
"
+2
%
%
%
%
+("I )2 = 0.
Notation: , , and % are arbitrary composite functions of their arguments, which are written in
parentheses following the name of a function (the argument is a function of ).
1.
2.
3.
(1
= 0.
+ ( ) = 0.
The transformation = 1
, =
leads to the equation p
+
= 0.
+ P
+
, =
The transformation =
( +
( +
M
M
where = ( .
+ (
+ V
+ ) 4 !IO
! (
+ )+
1
4
1
4
W
1
2
+
leads to a simpler equation: u
( ) = 0,
= 0.
+( B )2 ( ) = 0.
leads to a simpler equation: u
Page 292
293
4.
5.
+ ( ! + ) + ( " + ) = 0,
! = ! ( ), " = " ( ).
The substitution = , where , is a root of the quadratic equation ,
leads to the equation 3 + ( + + 2 , )3 + ( + , ) = 0.
g ( )
i ( )
g (
6.
1 (
1) g
)=
) = 0,
7
, i (
1 (
)=
=0
( ) + [ ( ) + 2 ,
1
) = ,!
1 (
7
=0
+ ( 1) , + = 0,
1 (
)=
7 1
=0
= , where , = 1 0
0 , leads to an equation of the same form:
The substitution
where
( )] + [
1 (
)+
1 (
)] = 0,
[ ( ) + ( , 1) ( )].
i ( )
) = 0,
7 1
g 1 ( ) = , i (
=0
1 (
)=
=0
1 (
)=
7 1
=0
, =  1 , where , is a root of the quadratic equation
1
1 , 2 + ( 1 ) , + ( 1 = 0, leads to an equation of the same form:
.
.
.
( 1) 1 ( ) + [2(1 , ) 1 ( ) ( )] + [ , ( , 1) 1 ( ) + 1 ( )] = 0,
The transformation =
where
.
7.
1 (
)=
1 ( ) =
+ V
+ + ( 1) +
( ) =
=0
( + + ( 1) +
=0
! (
+ )
The transformation =
+ + ( 1) + ,
=0
1 ( ) =
WU = 0.
+ , = J
1
4
1 (
) + , ( ) + , ( , 1)
1
1 (
+ ( )2 ( ) = 0.
leads to the equation 3
9.
11.
+ V
+ sinh 4 (
)!
coth(
) W
+ V
1
4
+ cosh 4 (
2
(
)!
= 0.
sinh( )
tanh( ) WU = 0.
+
leads to the equation 3
The transformation = tanh( ), =
cosh( )
+ )
! O
4
+ P
12.
( ) = 0.
( ) = 0.
= 0.
+
J2
,
=
( +
( +
M
( e )2 ( ) = 0, where = M ( .
M
The transformation =
8.
10.
+
leads to a simpler equation: u
Page 293
294
13.
14.
15.
+ (2 ! coth + " )
+ (" coth + % ) = 0,
+ V ! ( ln + ) + 14 W = 0.
The transformation = ln + , =
(
1)2 + I
! O ln
+1 P
[ ( ) 1] = 0.
17.
2!
(ln ) +
+[
"
20.
21.
22.
= % ( ).
( ) = 0.

1
(ln ) + % (ln ) = 0.
)!
+ sin 4 (
(cot(
))] = 0.
+ V
)!
+ cos 4 (
tan(
sin( )
) W
+
leads to a simpler equation: u
( ) = 0.
( ) = 0.
= 0.
cos( )
sin( + )
= 0.
sin4 (
+ )
sin( + ) P
sin( + )
, =
leads to a simpler equation: u +
The transformation =
sin( + )
sin( + )
[ sin( )]2 ( ) = 0.
+ n
!IO
+ (" + 2 ! cot )
= ! ( ),
"
= " ( ),
= % ( ).
+ ( % + " cot ) = 0,
= ! ( ),
"
= " ( ),
= % ( ).
+ 1)2
+ ! (arctan + ) = 0.
[ ( ) + 1] = 0.
(
[ ( ) + 1] = 0.
=
+1
=
+1
+ 1)2 + ! (arccot + ) = 0.
24.
+
J leads to a simpler equation: u
23.
= " ( ),
1 2
,
=
+1
"
= 0.
= ! ( ),
The transformation = ln
16.
+
leads to a simpler equation: u
+
leads to a simpler equation: u
+ ! ( ) = 0.
'
1Y
3 Y 2
` ( H ) = 0, where ` (H ) =
O
+ ( Y )2 ( Y ).
2 Y
4 Y P
Page 294
( ,
295
=
( , ).
(1)
2 b . The solution of the original autonomous equation can be represented in implicit form:
=X
where = ( , L
1)
( M , L ) + L 2,
1
(2)
3 b . The solution of the original autonomous equation can be written in parametric form:
(U , L )
1
* (U , L ) M U + L 2 ,
1
=X
= (U , L
1 ),
(3)
= ( ) and
$ = ( )
Preliminary remarks. Equations of this type arise in the theory of combustion and the theory of
chemical reactors.
1 b . The substitution ( ) = leads to the Abel equation *3 = ( ), which is considered in
Subsection 1.3.1 for some specific functions .
2 b . The solution of the original autonomous equation can be written in the parametric form (3),
where = (U , L 1 ), = (U , L 1 ) is a parametric form of the solution to an Abel equation of the
second kind * = ( ).
1.
2(
+ 1)
EA
( + 3)2
2
Solution in parametric form:
=
=L
2.
= A 2
2 1
+1
2
+3
ln O L
1
2
1
U O L
1
1
1
1
A 1,
3.
U
M + +1 + L 2 ,
1 AC
P
U
2
U
+
M + +1 + L 2 1 .
1 AI
P
U
+ 1 X
+3
+ 1 X
+3
= ln L
Q
X exp(A"U 2 ) U + L 2 S ,
M
= L
exp(AU 2 ) L
X exp(AU 2 ) U + L 2 S
M
Page 295
296
3.
= 3 ln , L
exp(U ) V exp(3U ) + L
9
= 100
A 1009 8 ) 3
Solution in parametric form:
5 3
= 54 ln V A (U
= (U
5.
3
= 16
643 8 ) 3
Solution in parametric form:
=L
sin 3 U W. ,
= exp(2U )
4.
3U + L
5 3
2 ln[sin U cosh(U + L
6U
1)
+ 4L
J V A (U
3 2
U 3)W + L 2 ,
6U
+ 4L
U 3)W
9 8
2)
+ cos U sinh(U + L
= [tan U + tanh(U + L
2 )],
2 )]
J .
3 2
functions.
6.
= 1 ) 2 .
Solution in parametric form:
= 2 XwU
where @ = 13 , # = T
7.
:
*
(U
J
1
3
) U +L
= U
2,
J :
4 3
[(U
:
*
1
3
)2 AIU
],
1 3 2
.
3
= 2 .
Solution in parametric form:
=T
2
3
XU
: 2V :
(U
*
1
3
)2 AIU
2 1
= 2 U 4 J
U + L 2,
: 2V :
(U
*
1
3
)2 AIU
2 1
where @ = 13 , # = 36 3 .
8.
= 2 2 1 ) 2 .
Solution in parametric form:
= A 2 XU
where @ = 0, #
9.
= 1J 2.
: 1 :
* ) (U A
= 1 ) 2 + 2 ( 2 +
Solution in parametric form:
= 2 XwU
where # = (1 @ 2 ) $
( 1 )
1
(U
:
*
:
* )M U
+L
2,
: 2 :
* ) (U A
= (
: 2
*),
) U +L
2,
=$
(U
:
*
)2 ,
Page 296
U =X
A (4 <
<
1)
( ,
297
1.
The upper sign in this formula corresponds to the classical elliptic Weierstrass function
< = < (U + L 1 , 0, 1).
10.
9
= 2 625
1 .
Solution in parametric form:
= 5 (U 2 <IT
= 5 ln U + L 2 ,
11.
<
where
# =A
6 1
.
125
= 5 (U 2 <pT 1),
6 1
.
125
# =A
where
= 12 + 5 ) 2 .
Solution in parametric form:
A (4 <
X<
1), # = T 147 7 J 2.
pA 2U'< 2
2
7
= <
U + L 2,
J pA 2U'< 2
6 7
4 7
= 63
+ 5 ) 3 .
4
Solution in parametric form:
= 2 spA 2U'<
J (U + 2 < )9 J 8 ,
2 3 2
=X
= 1 ) 2 12
.
49
Solution in parametric form:
1 1
= 7 XwU
16.
15.
= 5 U
6
= 2 + 25
.
Solution in parametric form:
where =
=T
14.
6 1
.
125
6
= 2 25
.
Solution in parametric form:
= 5 ln U + L 2 ,
13.
# =A
where
= 5 ln U + L 2 ,
12.
1
2 ),
= 6 + 4 .
Solution in parametric form:
= 15 X U
U + L 2,
M
1 1
1
U + L 2,
= 7 U
= U
2 4
where
3 5 2 5
,
1
# =A
where
12
49 (7
)1 J 2 .
# = T 150 5.
Page 297
298
17.
1
3
=
18.
20.
21.
22.
23.
24.
U + L 2,
M
= 15
+ 7 .
4
Solution in parametric form:
1 4U 12 T 22 1 M U
= + ( 1 ( 2
= Xv
19.
1 1
1 2
XZ
+L
3
2,
=
4 3 2
2,
1
=
1 2
1
# = A 108 3 J 2 .
where
J 4U 2 T
1
22 3 J 8 ,
# =A
where
3 8
.
4
3
= 16
+ 1 ) 3 + ( 5 ) 3 .
The substitution ( ) = leads to an Abel equation of the form 1.3.1.61:
* = 3 + #
16
J +$
5 3
J .
J +$
7 5
1 3
5
= 36
+ 3 ) 5 + ( 7 ) 5 .
The substitution ( ) = leads to an Abel equation of the form 1.3.1.62:
* = 5 + #
36
J .
3 5
= 94 + 2 2 + 2 2 3 .
The substitution ( ) = leads to an Abel equation of the form 1.3.1.14:
=
* =
/(
+ /(
2 2 1
4
9
+ 2#
+ 2#
2 3
= A
2
2
A 8
=T X
where
25.
26.
27.
(
= X exp(T"U 2 ) U + L
2
1,
A 2
) U +L
2,
= A!
(
T 2
),
= 2U ZA exp(T"U 2 ).
= + ( exp(2 ).
The substitution ( ) = leads to an Abel equation of the form 1.3.1.8:
* = # + $ exp(2
# ).
= 2 2 ] ( + 1) ] + .
The substitution ( ) = leads to an Abel equation of the form 1.3.1.73:
* = 2 2 ( + 1) + .
* = 2 2 + + .
Page 298
( ,
299
$ + ( ) + = 0
Equation of this form are often encountered in the theory of nonlinear oscillations, where plays
the role of time.
1 b . The transformation
H = 21
+ ,
=
* = ( H ) + 1,
where ( H ) = ( )
,
=A
2( H ),
+
( ) + = 0,
two leading terms of the asymptotic solution, as
ID
= # cos( + $ ),
where the functions # = # ( ) and $ = $ ( ) depend on the slow variable =
; they are determined
from the autonomous system of firstorder differential equations:
#
# =
( # cos Y ) sin2 Y
1
$ = X
Y ,
Y .
The righthand sides of these equations depend only on # . The system is solved consecutively
starting from the first equation.
2.2.22. Solvable equations and their solutions.
1.
+ + = 0.
Solution in parametric form:
= #X
2.
U (L
1 + 2#
+L
2,
= cos( )
1
32
ln U  2 #*U )1 J
= (L
1 +2
ln U  2 #*U )1 J 2 ,
where # =
W (1 2 ) + = 0.
Van der Pol oscillator.
1 b . Solution, as
ID
0:
where
4
1 + (4 L
2
1
1)
3 sin[3( )] + [ (
2 ),
=
1
7
ln
8
64
1 2
+L
16
2.
is the
2 b . As
CD + F , the periodic solution of the Van der Pol equation consists of intervals with
{
fast and slow oscillations and describes damping oscillations with period = (3 2 ln 2)
+
[ (
1 J 3 ).
Page 299
300
3.
+ ( 2 + ) + = 0.
1 b . The transformation H = 12
*2 = (2 !H + ) + 1.
:
:
1:
2
4
1 J 2
U +L
, X U 1 J 3 A , 2 U 2 J 3 1 OU +
S
* 3 P
3
Q 3
M
:
:
1:
9
4
1J 2
= A , 2 U 2 J 3 1 OU +
S
,
= , 3 ,
* 3 P
Q 3
4
=T
where
J U ) + L 2n
1 1 J 3 (U ) + L 2 ;
2,
1 1 3(
1 3(
functions.
4.
5.
+ ( 2 + )2 + = 0.
The transformation H = 21 2 ,
*2 = (2 !H + )2 + 1.
=
+ ( 2 + )1 ) 2 + = 0.
1 b . The transformation H = 12 2 ,
* = (2 !H + )1 J 2 + 1.
= L
where
6.
= exp O X
pO 2 +
2
1
X OL
U
1
P
+ P
1 2
+ = 0.
1
2
U +
2
= OL
2,
2
1
1J 2
,
P
* = O# 1 + 1,
#2HrP
+L
U + P
The transformation H =
7.
+ exp( 2 ) + = 0.
The transformation H = 21 2 ,
*2 = exp(2 H ) + 1.
=
where
# = 2 .
8.
+ [ exp( 2 ) + exp( 2 )] + = 0.
The transformation H = 21 2 , = leads to an Abel equation of the form 1.3.2.8:
*2 = [ exp(2 H ) + exp(2 H )] + 1.
9.
+ 2 exp[ ( 2 )] + = 0.
Solution in parametric form:
= T 2 , X 4 , 2 U
where = T
1
4
ln  ,
1 1 J 2 U
M
= X exp(TU 2 ) U + L
+L
2,
= 4, 2U
ln  ,
1  1 J 2 ,
1.
Page 300
10.
11.
12.
+ cosh( 2 ) + = 0.
This is a special case of equation 2.2.2.8 with = =
( ,
1
2
+ sinh( 2 ) + = 0.
This is a special case of equation 2.2.2.8 with = =
+ 2 sinh2 [ ( ( 2 )] + 2
= 2 lX (
+ 2
)4
# .
1
2
# .
+ = 0.
301
U + L 2,
M
= ;
# = 14
where
13.
= X exp(U 2 ) U + L 1 ,
M
2
= $ 4 arcsinh[!
2 cosh2 [ ( 2
= 2 X (
= 2U + exp(U 2 ),
1
1 (
)] 2
)4
2 )],
4 =
+ 8
arcsinh H = ln H + H
2,
+1 .
+ = 0.
U + L 2,
= ;
# = 14
where
14.
15.
= X exp(U 2 ) U + L 1 , = 2U exp(U 2 ), 4 = 2 + 2 2 8 2 2 ,
M
2
= $ + 4 arccosh[ ! 1 1 ( 2 + 2 2 )], arccosh H = A ln H + H 2 1 .
+ cos( 2 ) + = 0.
The transformation H = 12 2 ,
*2 = # cos(2 H ) + 1.
+ sin( 2 ) + = 0.
The transformation H = 12 2 ,
*2 = # sin(2 H ) + 1.
=
=
$ + ( ) + ( ) = 0
* + ( ) + ( ) = 0,
* = Y ( H ),
where
Y (H ) = ( )
( ),
Page 301
302
+ + 3 = 0.
Duffing equation. This is a special case of equation 2.9.1.1 with ( ) =
1 b . Solution:
= AuXL
4
=
1 + L
L
; O
2
2 + 2 L
=L
cos[(1 + 38 L
2
1)
4 1 2
12
+L
+ L 2] +
2.
; (
where
)=X
1
32
L
3
1
cos[3(1 + 38 L
zJ 2
a
1 M sin2 a .
2
1)
+ 3 L 2 ] + [ ( 2 ),
where L 1 and L 2 are arbitrary constants. The corresponding asymptotics for the period of
{ = 2 (1 3 L 2 ) + [ ( 2 ).
oscillations with amplitude L is described by the formula:
8
2.
+ + + ^ = 0.
The transformation ( H ) = , H = 12
* = 2 H + ( .
2
3.
4.
7.
8.
= ( + 3 ) + ^ 3 2 2 2 .
The substitution ( ) = leads to an Abel equation of the form 1.3.3.1:
* = (
+ 3 ) + (
2
= (3 + ) 2 3 2 + ^ .
The substitution ( ) = leads to an Abel equation of the form 1.3.3.2:
+ )
2 3
+( .
2 = (7 + 5 ) 3 2 3 2 ^ 2 3 2 .
The substitution ( ) = leads to an Abel equation of the form 1.3.3.3:
2* = (7
6.
* = (3
5.
+ 5 ) 3
2 3
2(
3
= 1 [(1 + 2 ) + ] 2 ( + ).
The substitution ( ) = leads to an Abel equation of the form 1.3.3.8:
* =
[(1 + 2B ) + B ] B
( + ).
= ( ) ) 1 + [ 2 (2 + 1) + ( + 1) 2 ] 2 1 .
The substitution ( ) = leads to an Abel equation of the form 1.3.3.9:
* = ( B )
+( [
+ B (B + 1) 2 ] 2
(2B + 1)
= [ (2 + ) + ] 1 + ( 2 2 + ) 2 1 .
The substitution ( ) = leads to an Abel equation of the form 1.3.3.10:
* = [ (2B + , ) + ]
+ ( 2 B
+ ( ) 2
Page 302
9.
10.
= [ (2
+ )
+ (2
)]
1
( ,
2
x 4
303
^ 2
2 ) 2
]
]
2 1
.
2 1
=
XU
L
+#
ln U  #*U
where # =
.
11.
= ( ] + ) +
2]
U + L 2,
ln ( L
Q
+#
ln U  #*U )S ,
] 2 .
* = ( + ) + ( 2 2 .
12.
13.
14.
15.
16.
17.
18.
= [ (2
+ )] + ]
]
+ (
= ( ] + ) + [
]
(2 +
Df]
(2
= ( cosh + ) sinh + .
] + )
C 2 ]
]
]
2 2
+ 1) ] +
].
+ )
] ( 2
+ ).
+ 2 + ) +
2fD ]
+ ).
* = ( cosh + ) sinh + ( .
= ( sinh + ) cosh + .
sin = 0.
* = ( sinh + ) cosh + ( .
This is the equation of oscillations of the mathematical pendulum, where the variable plays
the role of time, and is the angle of deviation from the equilibrium state.
Page 303
304
= AuX (2 cos + L 1 )1 J
+L
2.
2 b . With > 0 and the initial conditions (0) = L > 0 and " (0) = 0, the oscillations of the
mathematical pendulum are described by
= sn ,
= sin .
2
2
where sn = sn( H ) is the Jacobi elliptic function defined parametrically by the following
relations:
:
sn( H ) = sin , H = X
M 2 2 .
0
1
sin
4
=
; (
At small amplitudes, as LD
19.
),
zJ 2
)= X
sin2
2
1
= O 1+
L
16
+ [ (L
L D
),
0.
+ sin( ) + sin( ) = 0.
Solution in parametric form:
= #Xa 1 2 2
where # =
,
20.
; (
where
= #*a #
ln a  + L
2 1 2
a + L 2,
arccos O
P
1.
+ cos( ) + cos( ) = 0.
The substitution = + z 2 leads to an equation of the form 2.2.3.19:
sin( ) sin( ) = 0.
$ + ( ) + ( ) = 0
+ ( ) + = 0.
(1)
Differentiating equation (1) with respect to and substituting H ( ) = , we obtain the equation of
nonlinear oscillations:
H + ` ( H ) H + H = 0,
where
` (H ) = ( H ),
(2)
= (U , L 1 , L 2 ),
where = (U , L
1,
= (H )
H
* ,
Page 304
2 b . The transformation
= 21 ( )2 + ,
( ,
305
= ( ),
* = 5 ( ) + 1, where 5 ( ) = H 1 ` ( H ), H = A 2( ),
(3)
where function ` = ` ( H ) is defined above in equation (2). Specific equations of the form (3) are
outlined in Subsection 1.3.2.
+ ( )2 + ( ) = 0
(4)
"
u
2
+ 2 +
is reduced, with the aid of the substitution ( ) = ( ) , to the firstorder linear equation
2 ( ) = 0. Therefore, the solution of equation (4) can be written in implicit form:
1 J 2
= L 2 A X V L 1 2 4 ( )W
,
where 4 ( ) = 2 2 XZ 2 ( ) .
M
M
4 b . The equation of the special form
+ ( )4 + ( )2 + ( ) = 0
(5)
"
3
2
2
+ 2
+ 2 +
is reduced, with the aid of the substitution ( ) = ( ) , to the Riccati equation
2 ( ) = 0, which is outlined in Section 1.2.
5 b . For the oscillatory systems with a weak nonlinearity
+
( ) + = 0,
two leading terms of the asymptotic solution, as
ID 0, are described by the formula
= # cos( + $ ),
where the functions # = # ( ) and $ = $ ( ) depend on the slow variable =
and are determined
from the autonomous system of firstorder differential equations:
1 2z
1 2z
X
X
# =
( # sin Y ) sin Y Y , #2$ =
( # sin Y ) cos Y Y .
2 0
2 0
M
M
The righthand sides of these equations depend only on # . The system is solved consecutively
starting from the first equation.
2.2.42. Solvable equations and their solutions.
1.
2.
+ ( )2 + = 0.
This equation describes small oscillations in the case where the drag force is proportional to
the speed squared.
1 J 2
.
Solution in implicit form: = L 2 AClX V L 1 2 2 + ( 21 )W
+ W V 31 ( )3 W + = 0.
1 b . Differentiating the equation with respect to and passing on to the new variable ( ) = / ,
we arrive at an equation of the form 2.2.2.2: u
(1 2 )2 + = 0.
2 b . Solution, as
ID
3.
0:
2L
=
1L
1
2
2 1L
cos +
1 L 2
2
1
sin + [ ( 2 ).
+ ( )4 + ( )2 + = 0.
The transformation = 12 ( )2 , = ( )4 ( )2 leads to an Abel equation of the
form 1.3.2.1: *3 = (8 + 2 ) + 1.
Page 305
306
4.
+ (
)2 V (
)2 + W
+ = 0.
= 2 ( 2 )2 + 1.
form 1.3.2.2:
21 (
5.
+ exp[ ( )2 ] + ( + = 0.
Differentiating the equation with respect to and passing on to the new variable ( ) = / ,
we arrive at an equation of the form 2.2.2.7: u + 2 #3 exp( 2 )2 + = 0.
6.
+ cosh[ ( )2 ] + ( + = 0.
Differentiating the equation with respect to and passing on to the new variable ( ) = / ,
we arrive at an equation of the form 2.2.2.11: p + 2 #3 sinh( 2 )2 + = 0.
7.
+ sinh[ ( )2 ] + ( + = 0.
Differentiating the equation with respect to and passing on to the new variable ( ) = / ,
we arrive at an equation of the form 2.2.2.10: p + 2 #3 cosh( 2 )2 + = 0.
8.
+ ( )2 + sin = 0.
This equation describes the oscillations of the mathematical pendulum in the case where the
drag force is proportional to the speed squared.
1 J 2
2
(cos 2 sin )S
.
Solution in implicit form: = L 2 AX L 1 2 + 2
4 + 1
M
Q
9.
+ cos[ ( )2 ] + ( + = 0.
Differentiating the equation with respect to and passing on to the new variable ( ) = / ,
we arrive at an equation of the form 2.2.2.15: p 2 #3 sin( 2 )2 + = 0.
10.
+ sin[ ( )2 ] + ( + = 0.
Differentiating the equation with respect to and passing on to the new variable ( ) = / ,
we arrive at an equation of the form 2.2.2.14: p + 2 #3 cos( 2 )2 + = 0.
# = Y ( , ),
(1)
= 1 (U , L 1 , L 2 , ),
= 2 (U , L
1,
L 2 , ),
(2)
where U is the parameter, L 1 and L 2 are arbitrary constants, and 1 and 2 are some functions.
Having fixed the auxiliary coefficient sign > 0 (or > 0), one should express the coefficient
in terms of both # and with the help of (1). As a result, one obtains:
= j ( # , ).
Substituting this formula into (2), we find a solution of the equation under consideration (where
the specific numerical value of the coefficient can be chosen arbitrarily). The case < 0 (or
Page 306
TABLE 21
Solvable cases of the EmdenFowler equation
307
No
Equation
No
1
2
3
4
5
0
3
21 ( + 3)
arbitrary
arbitrary
arbitrary
arbitrary
arbitrary
0
1
2.3.1.2
2.3.1.3
2.3.1.4
2.3.1.1
2.3.1.5
Isolated points
7
7
5
2
2
2
5
3
5
3
6
7
8
9
10
11
12
1
3
1
2
2
1
10
3
7
3
5
3
5
3
5
3
5
3
7
5
7
5
1
2
1
2
1
2
1
2
1
2
1
2
1
2
2
2
2
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
Oneparameter families
2.3.1.15
2.3.1.16
2.3.1.22
2.3.1.28
2.3.1.27
2.3.1.10
2.3.1.8
= #* +
B
Equation
5
6
1
2
1
2
13
5
1
7
2
5
2
2
4
3
7
6
1
2
1
5
20
7
15
7
2.3.1.23
2.3.1.24
2.3.1.7
2.3.1.9
2.3.1.14
2.3.1.13
2.3.1.12
2.3.1.6
2.3.1.26
2.3.1.17
2.3.1.18
2.3.1.25
2.3.1.11
2.3.1.19
2.3.1.21
2.3.1.20
< 0), which may lead to another branch of the solution or to a different domain of definition of the
variables and in (2), should be considered in a similar manner.
One can also use a different approach by setting one of the auxiliary coefficients (e.g., ) equal
to A 1 in (1) and (2); then the other coefficients will be identically expressed in terms of # by means
of (1).
Table 21 presents all solvable EmdenFowler equations whose solutions are outlined in Subsection 2.3.1. The oneparameter families (in the space of the parameters B and ) and isolated points
are presented in a consecutive fashion. Equations are arranged in accordance with the growth of
and the growth of B (for identical ). The number of the equation sought is indicated in the last
Solution:
2.
#*
+ L 1 + L
(B + 1)(B + 2)
# ln   + L 1 + L 2
#X ln   + L 1 + L
M
Solution: =
+2
AuXO
2#
+1
+1
A X (2 # ln   + L
if B = 2;
if B = 1.
1 2
+L
1)
if B 1, B 2;
1 2
+L
+L
1,
if
if
= 1.
Page 307
308
= 1
2, the solution can be written in the parametric form:
1 b . In the case
= L 13 (U
2 b . In the case
3U + L
A (4U
1)2 ,
J
4 2 3 2
.
9
# =A
where
= L
where =
4 2
1(
= L
2 ),
3 b . In the case
5 1
1
O 2U*X
1), # = T 6
+L
U3T
2 1
,
1
= L
.
2 5
1
1
= L
U ,
2
1
= L
<
2 1
# = A 6
U =X
A (4 <
<
1)
2.
The upper sign in this formula corresponds to the classical elliptic Weierstrass function
< = < (U + L 2 , 0, 1).
4 b . In the case
<
= 5
2, the solution can be written in the parametric form:
7 2
1
= L
A (4 <
1) A 2U'< 2 W ,
<
4 2
,
1
= L
J .
2 7 2
# = T 3
where
= 3 .
1 b . Solution in parametric form with
= L 1+
X (1 AIU +
) J
+1 1 2
1:
U + L 2S
+ 1 + +1 1 +
.
2
2 b . Solution in parametric form with
= L 1+
+1
U X (1 AIU +
Q
) J
+1 1 2
U + L 2S
where # = A
=L
= 1:
X exp(T"U 2 ) U + L 2 S
Q
M
= exp(TU 2 ) X exp(T"U 2 ) U + L
where # = T 2 2 .
4.
= 2 .
1 b . Solution in parametric form with
+3
8
U +
Q
+1
8
= L 2 U exp XO
U +
Q
+1
= L
where # = O
2P
1
2
2
2
exp 2 X O
2
2
exp 2 Xp 8 ln U  + U
where # = 2
.
+1
+1
+U
+U
2
2
+L
+L
1 2
1
1
1 2
U!S ,
U!S ,
= L
1:
+L
= 1:
1 2
U!S ,
= L
U exp I
X 8 ln U  + U
Q
+L
1 2
U!S ,
Page 308
5.
6.
309
= 5 ) 2 1 ) 2 .
Solution in parametric form:
3 3
1 (
3U + L
2)
= L
1(
1)2 (U
3U + L
2)
where
# =A
= 5 ) 3 .
Solution in parametric form:
J J
4 1 2 3 2
.
9
6U
+ 4L
U 3),
= L
9 3
1(
3U + L
2)
J ,
3 2
# =A
where
= 7 ) 3 5 ) 3 .
Solution in parametric form:
J
9 3 8 3
.
64
=A
9.
= .
For B 2, see equation 2.1.2.7. For B = 2, see equation 2.1.2.123.
= AL 18 (U
8.
= L
7.
6U
L
8
1
+ 4L
U 3
=A
L 1 (U 3 3U + L 2 )3 J 2
,
U 4 6U 2 + 4 L 2 U 3
where
# =A
J J
9 1 3 8 3
.
64
= 2 5 ) 3 .
1 b . Solution in parametric form with # < 0:
= L
2
1
cos U cosh(U + L
3
where # = 16
2 )[tan
U + tanh(U + L 2 )],
= L
3
1 [cos
U cosh(U + L 2 )]3 J 2 ,
J .
4 8 3
= L
3
1 [cosh
U sin(U + L 2 )]3 J 2 ,
J .
4 8 3
= 10 ) 3 5 ) 3 .
1 b . Solution in parametric form with # < 0:
= L
2
1 [sinh
U + cos(U + L 2 )]1 ,
= L
1 [cosh
where # = 34 4 J 3 8 J 3 .
11.
= 1 ) 2 .
Solution in parametric form:
= L
= L
2
1
where # = 16
exp(U ) V exp(3U ) + L
exp(2U ) V 2 exp(3U ) L
sin 3 U W ,
2
sin 3 U + 3 L
2
cos 3 U W ,
J .
3 3 2
Page 309
310
8
8
12.
= exp(3U ) + L
=2
1( 2)
(
sin 3 U ,
8
1)
*
= 7 ) 2 1 ) 2 .
8 8
= 2 exp(3U ) L
13.
1
1
7 5
1
1 ,
= L
4
1
exp(2U )
5
1
= L
3,
= 13 ) 5 7 ) 5 .
Solution in parametric form:
= L
]
= ) .
Solution in parametric form:
= L
14.
exp(U )
4
1
exp(2U )
sin 3 U + 3 L
cos 3 U ,
1 2.
= L
1
3 ,
= L
exp(U )
1 2
1
2,
where
8 5J 2
,
exp 25 U
where
8 5J 2 8
exp 12 U
1
3 ,
# = 16( )3 J 2.
# =
where
J
3 12 5
5
.
1024
# =
J J
3 5 12 5
5
.
1024
= 2U (U ) + L 2 2
U T ,
(U ) = X
A (4U 3 1),
where (U ) is the incomplete elliptic integral of the second kind in the form of Weierstrass.
15.
16.
17.
= 7 .
Solution in parametric form:
= L 18 [4U
TCU
= L 18 [4U 2 TU
3 5 8
.
where # = A 64
= 3 7 .
Solution in parametric form:
= L
( 1)2 ]1 ,
J
3 1 2
,
1
J
5 1 2
[4
1
= L
# =A
where
U
TCU
3 3 8
.
64
( 1)2 ]1 ,
= 4 ) 3 1 ) 2 .
Solution in parametric form:
9 3
,
1
= 7 ) 6 1 ) 2 .
Solution in parametric form:
4 2
(
1
= L
1)2 ,
# =A
where
= L
]
( 1)2 ],
= L
18.
9 3
,
1
= L
5 2 3
(
1
1)2 ,
U =X
<
where
J J
4 2 3 3 2
.
3
# =A
J J
4 5 6 3 2
.
3
L 2.
1)
The upper sign in this formula corresponds to the classical elliptic Weierstrass function
< = < (U + L 2 , 0, 1).
19.
A (4 <
= 5 2 .
Solution in parametric form:
= L 1 U
= L
3 1
1
<
where
# = A 6 3
Page 310
20.
= 15 ) 7 2 .
Solution in parametric form:
7 7
,
1
7 7
,
1
= L
= 1 ) 2 5 ) 2 .
Solution in parametric form:
U (U 2 p
< T 1),
J
6 1 7 1
.
49
# =A
where
U <IT 1),
6 6 2
(
1
J
6 6 7 1
.
49
# =A
where
< V A
7 2
1
(4 <
1) A 2U'< 2 W
3
1
= L
J J .