Differential Equa 00 John U of T

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MATHEMATICAL MONOGRAPHS.
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No.
9.
DIFFERENTIAL EQUATIONS.
BY
W.
WOOLSEY JOHNSON,
IN
PROFESSOR OF MATHEMATICS
THE UNITED STATES NAVAL ACADEMY.
FOURTH EDITION.
FIRST THOUSAND.
NEW YORK: JOHN WILEY &

LONDON:
1906.
SONS.
LIMITED.
CHAPMAN & HALL,
COPYRIGHT,
BY
1896,
MANSFIELD MERRIMAN
AND
ROBERT
S.
WOODWARD
UNDER THE TlTLE
HIGHER MATHEMATICS.
First Edition, September, 1896.
Second Edition, January, 1898. Third Edition, August, 1900.

Fourth Edition, January,
1906.
FOHRT DRUMMOND,
PRINTRR,
NRW
YORIC.
EDITORS' PREFACE.
volume called Higher Mathematics, the first edition of which was published in 1896, contained eleven chapters by
but
eleven authors, each chapter being independent of the others, all supposing the reader to have at least a mathematical
training equivalent
to
THE
that given in classical
and engineering
The publication of that volume is now discontinued colleges. and the chapters are issued in separate form. In these reissues it will generally be found that the monographs are enlarged
by additional articles or appendices which either amplify the former presentation or record recent advances. This plan of
publication has been arranged in order to meet the demand of teachers and the convenience of classes, but it is also thought
that
it
may
prove advantageous to readers in special lines of

literature.
mathematical
It is the intention of the publishers
and
editors to
add other
to warrant it. Among the topics which are under consideration are those of elliptic functions, the theory of numbers, the group theory, the calculus of variations, and non-
monographs same seems
to the series
from time
to time, if the call for the
Euclidean geometry;
It is the
possibly also
monographs on branches of
astronomy, mechanics, and mathematical physics

of the editors that this
may be included..
form of publication may hope and research over a wider tend to promote mathematical study field than that which the former volume has occupied.
December, 1905.
AUTHOR'S PREFACE.
IT
is
customary
to divide the Infinitesimal Calculus, or Calcu-
lus of Continuous Functions, into three parts,

Differential Calculus, Integral Calculus,
tions.
under the heads
and
Differential
Equa-
corresponds, in the language of Newton, to the " " "direct method of tangents, the other two to the inverse method
first
The
of tangents"; while the questions which come under this last head he further -divided into those involving the two fluxions and
one
fluent,
and those involving the fluxions and both
fluents.
On
account of the inverse character which thus attaches to
the present subject, the differential equation must necessarily at first be viewed in connection with a "primitive," from which it might have been obtained by the direct process, and the solution consists in the discovery,
ficial
by
tentative
and more or
it
less artiis
methods, of such a primitive,
when
exists;
that
to
say,
when
it
is
expressible in the elementary functions which
constitute the original field with which the Differential Calculus
has to do.
nature of an inverse process to enlarge the field of operations, and the present is no exception; but the adequate
It is the
field is
its
handling of the new functions with which the
thus enlarged
is
requires the introduction of the complex variable, the scope of a work of this size.
and
beyond
But the theory of the nature and meaning of a differential equation between real variables possesses a great deal of interest. To this part of the subject I have endeavored to give a full treat-
ment by means
of extensive use of graphic representations in
AUTHOR
rectangular coordinates.
If
S PREFACE.
V
it
we ask what
is
that satisfies an
ordinary differential equation of the first order, the
answer must
The geoy, p. a in set is a a metrical representation of such point plane associated with a direction, so to speak, an infinitesimal stroke, and
be certain
sets of
simultaneous values of x,
and
into
the "solution" consists of the grouping together of these strokes curves of which they form elements. The treatment of
singular solutions, following Cayley,
and a comparison with the
methods previously
of view.
in use, illustrates the great utility of this point
Again, in partial differential equations, the set of simultaneous values of x, y, z, p, and q which satisfies an equation of the first
order
is
tion of a plane, so to
represented by a point in space associated with the direcspeak by a flake, and the mode in which
these coalesce so as to form linear surface elements
and con-
tinuous surfaces throws light upon the nature of general and complete integrals and of the characteristics.
The
to
some forms
allow.
expeditious symbolic methods of integration applicable of linear equations, and the subject of development
of integrals in convergent series, have been treated as fully as space
would
Examples
selected
to
illustrate
its
each section will be found at

at the end of the volume.
the principles developed in close, and a full index of subjects
W. W.
ANNAPOLIS, MD., December, 1905.
J.
CONTENTS.
ART.
i.
2.
3. 4.
5.
6.
7.
8.
9.
10. 11.
12.
13. 14. 15.

1 6.
17. 18.
19.
20.
21. 22. 23. 24. 25.
i EQUATIONS OF FIRST ORDER AND DEGREE Page GEOMETRICAL REPRESENTATION 3 PRIMITIVE OF A DIFFERENTIAL EQUATION 5 EXACT DIFFERENTLY EQUATIONS 6 HOMOGENEOUS EQUATIONS 9 THE LINEAR EQUATION 10 FIRST ORDER AND SECOND DEGREE 12 SINGULAR SOLUTIONS 15 18 SINGULAR SOLUTION FROM THE COMPLETE INTEGRAL . SOLUTION BY DIFFERENTIATION 20 GEOMETRIC APPLICATIONS; TRAJECTORIES 23 SIMULTANEOUS DIFFERENTIAL EQUATIONS 25 28 EQUATIONS OF THE SECOND ORDER THE Two FIRST INTEGRALS 31 LINEAR EQUATIONS 34 LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS 36 HOMOGENEOUS LINEAR EQUATIONS 40 SOLUTIONS IN INFINITE SERIES 42 SYSTEMS OF DIFFERENTIAL EQUATIONS 47 FIRST ORDER AND DEGREE WITH THREE VARIABLES .50 PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER AND DEGREE 53 COMPLETE AND GENERAL INTEGRALS 57 60 COMPLETE INTEGRAL FOR SPECIAL FORMS PARTIAL EQUATIONS OF SECOND ORDER 63 LINEAR PARTIAL DIFFERENTIAL EQUATIONS 66
. .
...
INDEX
72
FIRST ORDER AND DEGREE.
ART.
1.
EQUATIONS
-OF
In the Integral Calculus, supposing y to denote an unknownfunction of the independent variable x, the derivative of y with
respect to x is given in the form of a function of x, and it is required to find the value of y as a function of x. In other
words, given an equation of the form
g=/O),
of
or
is
dy
= flx)dx
(I)
which the general solution
written in the form

(2)
y
it is
= //(*X*,
the object of the Integral Calculus to reduce the expression in the second member of equation (2) to the form of a
known
function of x.
When
such reduction
is
not possible,
the equation serves to define a
new
function of x.
In the extension of the processes of integration of which the following pages give a sketch the given expression for the
derivative
may
involve not only x, but the
unknown
function
or, to write the equation in a form analogous to equation
(i), it
may be
Mdx
+ Ndy =
o,
(3)
in
in
which J/and TV are functions of x and y. This equation is form of the differential equation of the first fact the general
;
order and degree either variable being taken as the independent variable, it gives the first derivative of the other variable
2
in
terms of
x and y.
So
also the solution
is
not necessarily an
is
expression of either variable as a function of the other, but

generally a relation between x and implicit function of the other.
y which makes either an
When we recognize the left member of equation (3) as an " exact differential," that is, the differential of some function of
x and y,
tion
the solution
is
obvious. For example, given the equa-
xdy-\-ydx
the solution
= o,
is
(4)
(5)
xy =
C,
where
is
C is
an arbitrary constant,
gration."
When
obtained by " direct intea particular value is attributed to (7, the result
;
" x~ l is a particular integral a " particular integral thus^ of equation (4), while the more general relation expressed by
equation
(5) is
known
and
as the
"
complete integral."
In general, the given expression act differential,

it
Mdx -j- Ndy
is
not an exless
is
necessary to find
some
direct
method
of the
of solution.
of solving a differential equation order and degree is, when practicable, to " separate the variables," so that the coefficient of dx shall contain x
first
The most obvious method
only,
and that of
dy,
(
i
only.
For example, given the equation

-f- (i -{-
y)dx
x}dy
= o,
(6)
the variables are separated by dividing by (\-\-x](\
y).
Thus
I
dx
dy
h
'
+x
i
y
log
=0,
and hence
y)
Each term
is
now
directly integrable,
(I
log
+*)
(i
c.
but
solution here presents itself in a transcendental form, readily reduced to an algebraic form. For, taking the exponential of each member, we find
it is
The
t
where
c,
whence
i -J-
C(i
y)
(7)
is
put for the constant ^.
GEOMETRICAL REPRESENTATION.
To verify the result in this form we notice that differentiation gives dx Cdy, and substituting in equation (6) we find
which
is
C(i
-y)
(7).
+ +* =
i
o,
true
i.
by equation
Prob.
Solve the equation dy
-\-
tan
x dx
=
.
o.
Ans.
Prob.
2.
y=C cos x.
a
Solve
dx
^+
'/
= a\
1
Ans.
by
Prob.
Prob.
3.
Solve -j-
-,
^ = =VT /+
~ C=
Ans. y
=
ex
4. Helrnholtz's equation for the strength of an electric current C at the time / is
- R
dt*
are given constants. where , R, and Find the value of C, deof integration by the condition that its initial the constant termining
value shall be zero.
ART.
2.
GEOMETRICAL REPRESENTATION.
of a differential equation
The meani'ng
illustrated by supposing simultaneous the rectangular coordinates of a variable point. It is convenient to put/ for the value of the ratio dy-.dx. Then being and the the moving point (x, y) inclination of its denoting
may be graphically values of x and y to be
path to the axis of
x,
we have
p
The
= dy -j- = tan
dx
0.
given differential equation of the first order is a relation between/, x, andy, and, being of the first degree with respect to/, determines in general a single value of/ for any assumed
values of x and y. Suppose in the first place that, in addition to the differential equation, we were given one pair of simultaneous' values of x and y, that is, one position of the point P.
Now
let
P start
from
in either direction
and begin to move the line whose inclination along straight

this fixed initial point
determined by the value of p corresponding to the initial values of x and y. We thus have a moving point satisfying
is
moves the the given differential equation. As the point values of x and y vary, and we must suppose the direction of its motion to vary in such a way that the simultaneous values
of x, y,
and/
continue to satisfy the differential equation.
In
that case, the path of the

differential equation.
moving point
is
said to satisfy the
point may return to its initial position, thus describing a closed curve, or it may pass to infinity in each direction from the initial point describing an infinite
The
branch of a curve.*
path of
If
The ordinary
cartesian equation of the
P is
a particular integral of the differential equation.
be assumed to
unlimited
no pair of associated values of x and y be known, P may start from any initial point, so that there is an
number
of curves representing particular integrals
of the equation.
These form a "system

is
of curves,"
and the
complete integral form of a relation between
the equation of the system in the usual

x, y,
and an arbitrary " parameter."
This parameter is of course the constant of integration. It is constant for any one curve of the system, and different values
of
it
determine different members of the system of curves, or

illustration, let us take
different particular integrals.
As an
may
equation (4) of Art. be written
I,
which
dy___y_
dx
Denoting by
the axis of
x'
the inclination to
of the line joining
with the origin, the equation is tan 6, and. equivalent to tan
therefore expresses that moves in a direction inclined equally with
OP to either
*
axis,
is
but on the other

is
When
why
the form of the functions
M and N
unrestricted, there
no
reason
either of these cases should exist, but they
commonly occur among
such differential equations as admit of solution.
PRIMITIVE OF A DIFFERENTIAL EQUATION.

side.
Starting from any position in the plane, the point thus moving must describe a branch of an hyperbola having the two axes as its asymptotes accordingly, the complete
;
integral
xy
=C
is
the equation of the system consisting of

ff^\
these hyperbolas.
Lc-
to move Write the differential equation which requires in a direction always perpendicular to OP, and thence derive the equation of the system of curves described.
Prob.
5.
Ans
*
^-_*.*' + * v'-C
,'*
when
is
9
Prob.
*
.
6.
?
What
If
';<**
is
the system described
ment
of
6 - Z^
Ans. x
-/ =
the compleC.
"ÔsJ^, show geometrically that the system described oJ^jv^TProb. 7. of circles, and find the differential equation. 5 ,^^consists ^ 6 Ans. 2xydx 4(|F (x* y*)dy.
ART.
3.
PRIMITIVE OF A DIFFERENTIAL EQUATION.
Let us now suppose an ordinary relation between x and y, which may be represented by a curve, to be given. By differentiation we may obtain an equation of which the given equa,
tion
is
of course a solution
this with the given
or particular integral.
But by
of differ-
combining
be found.
equation any number

is
ential equations of
which the given equation For example, from
a solution
may
(l)
we
y = m(x
obtain directly
a)
2ydy
of which equation (i)
is
= mdx,
(2)
(2)
an integral; again, dividing

***
by
(i)
we have
y
and
of this equation also (i)
If in
is
x-a'
an integral.
be regarded as an arbitrary parameter, equation (i) the equation of a system of parabolas having a common axis and vertex. The differential equation (3), which does not
it is
contain m,
is
satisfied
by every member of this system
of curves,
Hence equation (i) thus regarded is the complete integral of equation (3), as will be found by solving the equation in which the variables are already separated.
Now
it
equation
of
(3) is
obviously the only differential equation

(i)
independent
is
which could be derived from

;;/.
and
(2),
since
the result of eliminating
It is
therefore the " differ-
ential equation of the
"
system
and
its
in this
point of view the
integral equation (i)
is
said to be
"primitive."
Again,
stant,
it is
a
is
is
common
satisfied
equation (i) the equation of a system of equal parabolas having Now equation (2) which does not contain a axis.
it
if
in
a be regarded as the arbitrary con-
by every member of this system of curves; hence the differential equation of the system, and its primitive equation (i) with a regarded as the arbitrary constant.
is
Thus, a primitive is an equation containing as well as x and" an arbitrary constant, which we may denote by C, and the
corresponding differential equation is a relation between x, y, and/, which is found by differentiation, and elimination of C if
necessary.
This
is
therefore also a
method
of verifying the
plete integral of a given differential equation.
comFor example, in
verifying the complete integral (7) in Art. i we obtain by differIf we use this to eliminate C from equaentiation i Cp. tion (7) the result is equation (6); whereas the process before
employed was equivalent
to eliminating
(7).
/ from
equation
(6),
thereby reproducing equation

Prob.
Art.
2, 8.
Write the equation of the system of circles
in
Prob.
7,
and derive the differential equation from it as a primitive. Prob. 9. Write the equation of the system of circles passing b], and derive from it the differthrough the points (o, b} and (o,
ential equation of the system.
ART.
In Art.
I
4.
EXACT DIFFERENTIAL EQUATIONS.

is
the case
mentioned
is,
in
which
Mdx
-(-
Ndy
is
an
" exact differential," that
the differential of a function of
andj.
Let u denote
this function; then

(i)
EXACT DIFFERENTIAL EQUATIONS.

and
in
the notation of partial derivatives
M=*
'dx
N=^.
-dy
Then, since by a theorem of
partial derivatives
r-
3*
-dy
-dx
This condition rnjj^t therefore be fulfilled

order that equation
(i)
by
M and N
in
may be
is
Mdx -\- Ndy

and
its
is
said to be an
it is fulfilled possible. " exact differential equation,"
When
complete integral
=
-f-
C.
(3)
For example, given the equation x(x

-\-
2y]dx
(x*
y*}dy
= o,
and
-
=
condition (2)
function
?/,
2x,
= 2*;
To
the
is fulfilled,
and the equation
is
exact.
find the
we may integrate Mdx,
treating y as a constant; thus,

Y,
&+Sy =
in
which the constant of integration

result of differentiating this
-
Y may
;*
be a function of y.
The
is
x*dx
-\-
2xy dx
= -f- x*dy
dY,
;
dY = y*dy,
which should be identical with the given equation therefore, whence Y = $y a -}- C, and substituting, the complete integral
may
is
be written
The
result
more
readily obtained
if
we
notice that
all
terms containing x and dx only, or y and dy only, are exact w differentials; hence it is only necessary to examine the termsj containing both x and y. In the present case, these are
2xy dx -\- x*dy, which obviously form the differential of x*y whence, integrating and multiplying by 3, we obtain the result
above.
The complete
integral of
any equation,
in
whatever way
it
'8
in the
was found, can be put
form u
C,
by solving
for C.
Hence an exact
differential equation
du
=o
can be obtained,
which must be equivalent to the given equation
Mdx -f- Ndy

here supposed not to be exact. must therefore be of the form
}ji(Mdx
o,
(4)
The
exact equation du
=o
(5)
+ Ndy) = o,
where and/.
/* is
Such a
a factor containing at least one of the variables x " factor is called an integrating factor" of the
given equation.
equation
(7),
For example,- the result Art. I, when put in the form u

(i
of differentiating
C, is
-y)dx +
(i
- yf
(\
4- x)dy _
so that
is to
(i y)~* is an integrating factor of equation (6). It be noticed that the factor by which we separated the
l
variables, namely,
factor.
(i
y)~\i
x)~
is
also
an integrating
an integrating factor can be discovered, the given differential equation can at once be solved.* Such a factor is sometimes suggested by the form of the equation.
It follows that
if
Thus, given
the terms
(y
x)dy -\-ydx
= o,
ydx xdy, which contain both x and y, are not ex1 but so when divided by either x or y*\ and bebecome act, 2 cause the remaining term contains^ only, j/~ is an integrating
factor of the whole expression.
The
resulting integral
c.
is
ig.y
Prob. 10. x~*
is
+- =
Show from the integral equation in Prob. 9, Art. an integrating factor of the differential equation.
n. Solve the equation
1 a
3,
that
Prob.
x(x'
+ 37*)^ -\-y(y* -f 3* )^ =
Ans. x*
o.
* Since
we have
ft this
in the exact equation (5) must satisfy the condition (2), f*M and a partial differential equation for //; but as a general method of finding
uN
simply comes back to the solution of the original equation.
HOMOGENEOUS EQUATION.
Prob.
12.
Solve the equation
ydy -\-xdx -j
(Ans.
xdyydx = -*
.
o.
a form of the complete integral and p the Prob. 13. If w corresponding integrating factor, show that l*f(u) is the general expression for the integrating factors.
= c is
Prob. 14. Show that the expression x a}P(mydx nxdy) has the 1 1 integrating factor jp**- -*^**- .-^; an d by means of such a factor
solve the equation y(y*
1
+ 2x*)dx
-{-
-(-
jc(^
2y)</v
o.
Ans. 2x*y
Prob. 15. Solve (x
y*
ex*.
y'}dx
2xydy
o.
Ans. x*
y* = ex.
ART.
5.
HOMOGENEOUS EQUATION.
The
and homogeneous when v and y of the same degree dy Hr

is
N are
or,
Mdx -f- Ndy =
is
said to
be
homogeneous what is the same
functions of
thing,
when
expressible as a function of
y
.
If in
such an equation
v,
the variables are changed from
x and y
and
to
x and
where
vdx,
=y
whence
= xv
dy
= xdv
-f-
the variables
x and #
(x
will
be separable.
-f-
For example, the
equation
2y)dx
ydy
=o
indicated
homogeneous; dividing by x,
is
making the substitutions

2v)dx
-f-
and
(i
v(xdv
-,
-|-
^^f)
= O,
whence
dx --\x
'
vdv
-.
= o.
i)
(y
i/
Integrating,
log
x+
log (v
= C\
and restoring^,
log
( _y
*) '
-- x - = C. x
y
always be solved when
The equation Mdx
-f-
-/VWy = o can
10
of the
first
M and N are functions

of the form
degree, that
is,
when
it
is
(ax
For, assuming
+ fy + c]dx + (a'x -f b'y + c'}dy =

x
o.
= x'
-f- //,
= y'
-f- ^> it
becomes
(*'+ b'y'+ ah + bk+ c)dx'+(a'x'+ b'y'+ a'h +b'k+c')dy' =o,

which, by properly determining h and
(ax'
k,
becomes
'/>//,
/X*'
+
:
(a'x' -f-
homogeneous equation. This method fails when a
b == a'
b',
that
is,
when the
aquation takes the form
(ax -\-by-\- c)dx but in this case
-\-
\m(ax
-f-
by)
-\- c'~\dy
=o
if we put z be found that the variables
= ax
x and
-f-
by,
and eliminate y,
it
will
2 can be separated.
Prob. 16. Show that a homogeneous differential equation represents a system of similar and similarly situated curves, the origin being the center of similitude, and hence that the complete integral may be written in a form homogeneous in x, y, and c.
Prob. 17. Solve
xdy
ydx
7*
o. y(x* -f y*)dx Ans. x*
=
a
2cy.
Prob.
1 8.
Solve (3^
+ i)dx + (jy 3* + $)dy = o. = x + r)'(7 + x Ans. (y i)

5
r.
Solve (x*.-{-y*)dx Prob. 20. Solve (i xy)ydx

Prob.
19.
zxydy =
o.
Ans.
.r
= ex.
_
+ (i
tfy).*^
o by introducing
the
new
variable z
= xy.
Ans.
Cye*y.
Prob. 21. Solve
~
6.
ax -\-by-\-c.
Ans.
ata+^-i-
-!-&
<?**.
ART.
THE LINEAR EQUATION.
differential equation is said to be "linear" when (one of the variables, say x, being regarded as independent,) it is of the first degree with respect to y, and its derivatives. The
linear equation of the
first
order
may
therefore be written in
the form
THE LINEAR EQUATION.

where
11
and
is
are functions of
only.
Since the second

first
member member
it
a function of x, an integrating factor of the
will
contains
be an integrating factor of the equation provided To find such a factor, we solve the equation only.
which
is
done by separating the variables
dy
;
thus,
Pdx
whence log y
=c
Pdx
or
Ce ~'M"-
(3)
Putting this equation in the form u exact equation is

e
'
c,
the corresponding
SPd
\dy
+ Pydx} =
equation
o,
whence
'
tr
is
the integrating factor required.

(i) is
Using
this
factor, the general solution of
Qdx +
C.
(4)
In a given example the integrating factor should of course
be simplified
in
form
if
possible.
Thus
(m
-\-
(i -(is
x*}dy
xy)dx
(i), it is
a linear equation for/; reduced to the form
dy
x
i
m
i
dx
from which
-\-a?
-f-
x"
The
integrating factor
is,
therefore,
efpdx
=
is
whence the exact equation

dy
xy dx
mdx
12
is
Integrating, there
found
v(i+O
or
=:
i/(i
w*
C \/(l
~ C) + + *')
y
ri
= mx
y.'
-\-
X*).
r
J
for
An
equation
is
sometimes obviously
dy
-j
linear,
not for^, but
some function
of
For example, the equation

.
\-
tan
= x sec y
sin
when multiplied by cos y takes

integrating factor
is e*,
a form linear for and the complete integral
the
sin
=x
dy
-j-
-|-
ce~ x
In particular, the equation ^"

l
Py
Qy* which
t
is
known
as
the extension of the linear equation,"
is
readily put in a form
linear for
~M
.
rob. 22. Solve ar-r-
d y
x
+ (i
dy -{-y
2#)y
=^
a
-
Ans. y
= x*(\ + ce*).
Prob. 23. Solve cos
i -(-
sin
^r
o.
Ans.
Prob. 24. Solve
A
rf^
Xsec *
^
+ tan *) = * + ^ + c cos 4 = ** + +^.

sin
cos
y sin
i.
Ans.
Prob. 25. Solve
^c.
-^
= *V
,'
xy.
Ans.
Prob. 26. Solve
dx
^ = yy + 0:7
,
3.
Ans.
-=
a:
-/+
ART.
If
7.
FIRST
ORDER AND SECOND DEGREE.
lation
in
the given differential equation of the first order, or rebetween x, y, and /, is a quadratic for p, the first step
is
the solution
of
>so
The resulting value usually to solve for /. will generally involve an irrational function of x and y\
that an equation expressing such a value of /, like some of those solved in the preceding pages, is not properly to be re-
FIRST
ORDER AND SECOND DEGREE.

first
13
garded as an equation of the

case
perfect square, the equation
tions properly of the
first
when the expression whose

is
In the exceptional degree. root is to be extracted is a
decomposable into two equaFor example, the equation degree.
when
solved for
in
gives 2p
y
-,
or 2p
=x
it
may
therefore
be written
the form
(2px
- y)(2py - x) = Q,
either
and
is
satisfied
by putting
dy _ y ~T~ 2x ax
OF
dy
ax
~7~
x _ -2y
The
integrals of these equations are
y*
ex
and
2y*
C,
and these form two entirely

equation.
distinct solutions of
the given
As an
illustration of the general case, let us take the equation
Separating the variables and integrating,

Vic
Vy
Vc,
(2)
and
this equation rationalized
become^
(3)
(x- yy-2c(x+y)+c*=o.
There
is thus a single complete integral containing one arbiand representing a single system of curves; constant trary in this case, a system of parabolas touching each axis namely,
at the
same distance
from the
origin.
The
separate equa-
tions given in the form (2) are merely branches of the
same
parabola.
ential equation, as given in Art. 2,
Recurring now to the geometrical interpretation of a differit was stated that an equa-
tion of the
values of
degree determines, in general, for assumed and y, that is, at a selected point in the plane, a
first
single value of p.
The equation
was, of course, then supposed
14
rational in
which the
for
x and y* The only exceptions occur at points value of p takes the indeterminate form that
;
for
is,
the equation being
which
M = o and N =
Mdx -\- Ndy =

o.
It
o, at points
(if
any
exist)
points,
no two
follows that, except at such curves of the system representing the complete
integral intersect, while through such points an unlimited number of the curves may pass, forming a "pencil of curves." f
the other hand, in the case of an equation of the second cdegree, there will in general be two values of / for any given
point.
(4, i),
On
Thus from equation

;
p=
(i) above we find for the point there are therefore two directions in which a
point starting from the position (4, i) may move while satisThe curves thus described fying the differential equation. two of If the same values the particular integrals. represent
of
x and
is
be substituted
c,
in
the complete integral

c
(3),
the re-
sult
a quadratic for
giving
9 and
i,
and these
3,
determine the two particular integral curves,
Vx -j- Vy =
and Vx
In like
Vy =
i.
manner the general equation

in
of the second degree,
which may be written
the form
where L, M, and
"
are one-valued functions of
x and
y, repre-
sents a system of curves of which two intersect in any given point for which p is found to have two real values. For these
points, therefore, the complete integral should generally give two real values of c. Accordingly we may assume, as the
standard form of
its
equation, PC*
function of
* In
fact
1
/ = sin"
degree.
/ was supposed to be a one-valued * would not in this connection be regarded
x and
y; thus,
first
as an equation of the
f In Prob. 6, Art. 3, the integral equation represents the pencil of circles pass-
tion
ing through the points (o, b) and (o, is indeterminate at these points.
b)\
accordingly/
in the differential
equais
In
merely a node of one particular integral. / is indeterminate at the origin, and this point o, which passes through it. integral, xy
some cases, however, such a point Thus in the illustration given in Art.
is
2,
a node of the only particular
SINGULAR SOLUTIONS.
15
where P, Q, and
If
are also one-valued functions of
x and
y.
there are points which
equation, they will also
make / imaginary make c imaginary in
in
the differential
the integral.
inte-
Prob. 27. Solve the equation /" gral to the standard form.
+y =
and reduce the
./
Ans. (y
-f-
cos x)^
2C sin
-f-
cos
o.
Prob. 28. Solve yp* o, and show that the intersectzxp ing curves at any given point cut at right angles.
y=
i.
Prob. 29. Solve (x
+
8.
i)/
Ans. <rV
text?
i.
ART.
SINGULAR SOLUTIONS.
sometimes
is
A differential
admits of
what
is is
equation not of the first degree " " called a that singular solution
;
to say, a
solution which
not included in the complete integral. For of curves the that the system representing suppose complete Every point A of this envelope integral has an envelope.
is
a point of contact with a particular curve of the complete intherefore a point moving in the envelope when tegral system passing through A has the same values of x, y, and /as if it
;
were moving through

such a point
satisfies
in
the particular integral curve.
Hence
the differential equation and will continue to satisfy it as long as it moves in the envelope. The equation of the envelope is therefore a solution of the equation.
As
an illustration,
is
let
us take the system of straight lines
whose equation
= cx + a -,
i
(I)
where c is the arbitrary parameter. derived from this primitive is
The
y=px + p
of which therefore (i)
is
(2)
the complete integral.

(i),
the lines represented by equation values of c, are the tangents to the parabola
Now
for different
/ = V**-
(3)
1G
point
moving
in this
parabola has the same value of/ as if it were moving in one of the tangents,
(3)
and accordingly equation will be found to satisfy the

It
differential equation (2).

will
be noticed that for
any point on the convex side of the parabola there are two real values of p for a point on the other side the values of / are
;
imaginary, and for a point on the curve they are equal. Thus
its
equation
(3)
expresses the
relation
between x and
regarded as a quadratic seen on solving that equation.
y which must exist in order that (2) for p may have'equal roots, as will be
In general, writing the differential equation in the form
the condition of equal roots
is
o.
(5)
The
nant
"
first
member
of this equation,
which
is
the " discrimi-
frequently admits of separation into factors rational in x and_y. Hence, if there be a singular solution, its equation will be found by putting the discriminant of
of
equation
(4),
the differential equation, or one of

It
its factors,
equal to zero.
does not follow that every such equation represents a soluIt can only be inferred that tion of the differential equation.
a locus of points for which the two values of / become Now suppose that two distinct particular integral equal.
it
is
curves touch each other. At the point "of contact, the two values of/, usually distinct, become equal. The locus of such Its equation plainly satisfies the points is called a "tac-locus."
discriminant, but does not satisfy the differential equation. illustration is afforded by the equation
An
SINGULAR SOLUTIONS.
of which the complete integral
1
17
discriminant, see equation
This
of
is
which
c)* = a*, and the = o. (5), = satisfied by y = a, y and a, y o, the first two satisfy the differential equation, while U = o does not.
isy -f- (x tf is j"(y )

2
The complete integral represents

a with center on the axis of
x.
in this case all circles of radius
Two of
these circles touch at
every point of the axis of x, which is thus a tac-locus, while a constitute the envelope. a and y y
The
discriminant
is
the quantity which appears under the
when the general equation (4) is solved for/, and therefore it changes sign as we cross the envelope. But the values of / remain .real as we cross the tac-locus, so that the
radical sign
discriminant cannot change sign. Accordingly the factor which indicates a tac-locus appears with an even exponent (as y 1 in
the example above), whereas the factor indicating the singular solution appears as a simple factor, or with an odd exponent.
simple factor of the discriminant, or one with an odd exponent, gives in fact always the boundary between a region of
the plane in which / is real and one in which p nevertheless it may not give a singular solution.
arcs of particular integral curves which intersect
is
imaginary
For the two in a point on
the real side of the boundary may, as the point is brought up to the boundary, become tangent to each other, but not to the
boundary
curve.
In that
case, since
they cannot cross the
boundary, they become branches of the same particular inteA boundary curve of this character is gral forming a cusp.
called a "cusp-locus"
is
;
the value of
for a point
moving
in it
of course different from the equal values

its
of/
at the cusp,
and
therefore
equation does not satisfy the differential equation.*
Prob. 30.
To what
?
curve
is
the
line
= mx
Ans. y
-\1
|/(i
a*. x* always tangent Prob. 31. Show that the discriminant of a decomposable differ-
m*)
* Since there
is
we conclude
solution,
dition
its
that the equation
no reason why the values of/ referred to should be identical, 9 = o has not in general a singular Z/ -f Mp
+N
discriminant representing a.cusp-locus except
when a
certain con-
is fulfilled.
18
cntial equation cannot be negative. Interpret the result of equating it to zero in the illustrative example at the beginning of Art. 7.
Prob. 32. Show that the singular solutions of a homogeneous differential equation represent straight lines passing through the origin.
Prob. 33. Solve the equation xp* Ans. x* o 2cy -f- af
zyp
;
-\-
ax
o.
singular solution
y = ax*.
Prob. 34. Show that the equation /" -f- zxp has no singular solution, but has a cusp-locus, and that the tangent at every cusp passes through the origin.
y=o
ART.
9.
SINGULAR SOLUTION FROM COMPLETE INTEGRAL.
the complete integral of a differential equation of the second degree has been found in the standard form
When
PS+Qc + R = o
R
(i)
(see the end of Art. 7), the substitution of special values of x and y in the functions P, Q, and gives a quadratic for c whose roots determine the two particular curves of the system which
pass through a given point. If there is a singular solution, that is, if the system of curves has an envelope, the two curves which usually intersect become identical when the given
point
is
moved up
is
to the envelope.
velope
therefore satisfies
Every point on the enthe condition of equal roots for equa(2)
tion (i), which
Q- 4/^ = 0;
and, reasoning exactly as in Art. 8, we infer that the equation of the singular solution will be found by equating to zero the
discriminant of the equation in c or one of its factors. Thus the discriminant of equation (i), Art. 8, or "^-discriminant," is
the same as the "/-discriminant," namely, âx, which is the equation of the envelope of the system of to zero equated
straight lines. But, as in the case of the /-discriminant, it must not be For exinferred that every factor gives a singular solution.
ample, suppose a squared factor appears in the ^-discriminant. The locus on which this factor vanishes is not a curve in crossing which c
and/ become
imaginary.
At any
point of
it
there
SINGULAR SOLUTION FROM COMPLETE INTEGRAL.

\vill
19
be two distinct values of
p,
corresponding to arcs of par;
through that point but, since these arcs belong to the same particular integral, hence the point is a double point or node. The locus is therefore called a " node-locus." The factor repreticular integral curves passing
there
is
but one value of
c,
senting
does not appear in the /-discriminant, just as that representing a tac-locus does not appear in the <r-discriminant.
it
Again, at any point of a cusp-locus, as shown at the end of Art. 8, the two branches of particular integrals become arcs ot
the same particular integral
the values of c become equal, so that a cusp-locus also makes the ^-discriminant vanish.
;
conclusions established above obviously apply also to equations of a degree higher than the second. In the case of
The
the <r-equation the general method of obtaining the condition for equal roots, which is to eliminate c between the original and
the derived equation, is the same as the process of finding the envelope or "locus of the ultimate intersections" of a, system
of curves
in
which
c is
the arbitrary parameter.
suppose the system of curves to have for all values of * a double point, it is obvious that among the intersections
of
Now
two neighboring curves there are two
in the
neighborhood
of the nodes, and that ultimately they coincide with the node, which accounts for the node-locus appearing twice in the dis-
criminant or locus of ultimate intersections.

*
In like manner,
It is noticed in the second foot-note to Art. 7 that for an equation of the degree p takes the indeterminate form, not only at a point through which all curves of the system pass (where the value of c would also be found indeterSo also when the equation is of minate), but at a node of a particular integral. the th degree, if there is a node for a particular value of c, the n values of e at
first
the point (which
is
not on a node-locus where two values of c are equal) deter;
mine n
-f- i
arcs of particular integrals passing through the point

-\- i
and there-
fore there are n
distinct values of
at the point,
is
which can only happen

all
when p
takes the indeterminate form, that

is
to say,
when
the coefficients of
the/-eguation (which
lutions' in the
of the wth decree} vanish.

of
See Cayley on Singular Sot-neory of Singular Solu-
Messenger
Mathematics.
p. 529).
New
Series, Vol. II, p. 10 (Collected
Mathematical Works, Vol. VIII,
The present
tions was established by Cayley in this paper and its continuation, Vol. VI, p. 23. See also a paper by Dr. Glaisher, Vol. XII, p. I.
20
if
there
is
a cusp for
all
values of
(all
c,
there are three intersections
of neighboring curves
of
which
;
may
be
real)
which
ulti-
mately coincide with the cusp therefore a cusp-locus will appear as a cubed factor in the discriminant.*
Prob. 35. Show that the singular solutions of a homogeneous equation must be straight lines passing through the origin. x* Prob. 36. Solve 3/V o, and show that there 47* 2xyp
is
a singular solution and a tac-focus. o Prob. 37. Solve yp*-\- 2Xp y
and show that there

Ans. y*
is
an
imaginary singular solution.
zcx
i Prob. 38. Show that the equation (i x^p' y* represents a system of conies touching the four sides of a square.
1
.
o examine and interpret both Prob. 39. Solve yp* ^xp -\-y 2 a 1 8.x ) Ans. c discriminants. 3* +/* o. 2cx($y'
;
ART.
10.
SOLUTION BY DIFFERENTIATION.
an equation of the second order, that
The
the
first
result of differentiating a given differential equation o
order
is
is, it
contains the derivative

plicitly,
it
d*y
-r-^
;
but,
if
it
does not contain
ex-
the
may be regarded as an equation of the first order for If the integral of such an equation can variables x and/.
it
be obtained
will
c,
of integration
be a relation between x, p, and a constant by means of which / can be eliminated from
the original equation, thus giving the relation between x, y> and c which constitutes the complete integral. For example,
the equation
(i)
* The discriminant of PC*
-\-
Qc
+ R = o represents in general
an envelope,
no further condition requiring to be fulfilled as in the case of the discriminant of Z/ 2 -f- Mp -f- -A/ = o. Compare the foot-note to Art. 8. Therefore where
there
is
an integral of
this
form there
in
Z/
-f-
Mp -}- .A7 = o has not

in general
fore, that this equation (in
is generally a singular solution, although general a singular solution. We conclude, therewhich Z, M, and are one-valued functions of x
an integral of the above form in which P, Q, and R are one-valued functions of x and y. Cayley, Messenger of Mathematics, New
and y) has not
Series, Vol. VI, p. 23.
SOLUTION BY DIFFERENTIATION.
21
when
solved for^, becomes
y
whence by
= x + ^p\
(2)
differentiation
The
gral
variables can be separated in this equation,

is
and
its inte-
Substituting in equation
(2),
we
find
which
is
the complete integral of equation
(i).
This method sometimes succeeds with equations of a higher degree when the solution with respect to p is impossible or
leads to a form which cannot be integrated. differential of two between and one the variables will be obequation p
tained by direct integration when only one of the variables is explicitly present in the equation, and also when the equation
is of the first degree with respect to x and y. In the latter case after dividing by the coefficient of y, the result of differentiation will be a linear equation for x as a function of p, so
that an expression for x in terms of p can be found, and then by substitution in the given equation an expression for y in terms of p. Hence, in this case, any number of simultaneous
values of
x and y
can be found, although the elimination of
may
be impracticable.
In particular, a
solved for p the form y
may
homogeneous equation which cannot be be soluble for the ratio y x, so as to assume

:
= x(f>(p).
The
result of differentiation is
in which the variables
x and p
is
can be separated.
Another
special case
of the
form
P*
+/<,
(0
22
is
which
known
is
as Clairaut's equation.
The
result of differ-
entiation
which implies either
=o,
The
first
or
elimination of p from equation (i) by means of the of these equations * gives a solution containing no arbiis,
trary constant, that

differential
a singular solution.
The second
is
is
a
in
equation
for/;
its
integral
c,
which
equation
(i) gives
X +f(c\
(2}
This complete integral represents a system of straight lines, the singular solution representing the curve to which they are An example has already been given in Art. 8. all tangent.
A differential
form by means
variables.
It
equation
is
sometimes reducible to Clairaut's

less
of a
more or
obvious transformation of the
may
be noticed
in particular that
an equation of
the form
y
is
=
;
nxp
_}_
(j)(
p)
variable
sometimes so reducible by transformation to the independent n and an equation of the form z, where x = z
n A by transformation to the new dependent variable v y double transformation of the form indicated may succeed when the last term is a function of both x and y as well as of/.
.
Prob. 40. Solve the equation $y

solution
2/
-j-
+
-\-
3/
c
find
a
a
(
singular
and a cusp-locus.
Ans. (x a
-\
,
i)
==
xJt~ fY'
Prob. 41. Solve zy
= xp
the
and
-f-
find a cusp-locus.
3
Ans.
* The equation
aV
\2acxy
Scy
i2x*y*
-\-
i6ax* ==
o.
is in fact
same
9.
that arises in the general
method
for the
condition of equal roots.
See Art.
GEOMETRIC APPLICATIONS
Prob. 42. Solve (x* Ans.
(?}p* 2xyp circle x*
TRAJECTORIES.
a*
23
The
+/ +/ =
.ay
o.
its
a\ and
tangents.
Prob. 43.
Solve y =
xp
Ans.
Prob. 44. Solve / Ans. y
s
^+ *y.
-j<r
o,
and
+ $x*y =
o.
= c(x
$xyp
+ By =
1
o.
solutions \y
Prob. 45. Solve
x\y
= o also px] = yp\

is
c}*
2jy
= 43?
and y o are singulat a particular integral.

Ans.
/ = ex* + c\
ART.
11.
GEOMETRIC APPLICATIONS
of a curve
TRAJECTORIES.
Every property
which involves the direction of
its tangents admits of statement in the form of a differential equation. The solution of such an equation therefore determines the curve having the given property. Thus, let it be
required to determine the curve in which the angle between the radius vector and the tangent is n times* the vectorial
angle.
Using the expression

is
for the trigonometric
tangent of
that angle, the expression of the property in polar coordi-
nates
rdB
= tan nO.
integrating,
dr
Separating
integral
is
the variables and

r"
the complete
= CH sin nB.
is
The mode
in
which the constant of integration enters here

shared by
all
shows that the property in question bers of a system of similar curves.
the
mem-
solution of a question of this nature will thus in general be a system of curves, the complete integral of a differential
The
equation, but it may be a singular solution. Thus, if we express the property that the sum of the intercepts on the axes made by the tangent to a curve is equal to the constant a, the
making such intercepts will themselves constitute the complete integral system, and the curve required is the singular solution, which, in accordance with Art. 8, is the
straight lines
24
lines.
envelope of these
to be the parabola
The
\^y
result in this case will be
found
Vx ~\-
Va.
application is the determination of the of a given system of curves, that is trajectories" "orthogonal
An
important
to say, the curves which cut at right angles every\curve of the given system. The differential equation of the trajectory is
for at every readily derived from that of the given system of is of the the value the point trajectory p negative reciprocal
;
of
its
fore only to substitute
value in the given differential equation. have therefor to obtain the differential /"' p
We
equation of the trajectory. For example, let it be required to determine the orthogonal trajectories of the system of parabolas
having a
common
axis
and vertex.
The
is
of the system found by eliminating a

2
xdy
= y dx.
dx
the differential equation oi
Putting
-dy
in place of -7-,
is
the system of trajectories

2.x
dx
-\-
ydy
= o,
Whence, integrating,
The trajectories are therefore a system of similar with axes coinciding with the coordinate axes.
,
ellipses
Prob. 46.
is
Show
that
when
;
the differential equation of a system
of the second degree, its discriminant and that of its trajectory system will be identical but if it represents a singular solution in one system, it will constitute a cusp locus of the other.
equal to
Prob. 47. Determine the curve whose subtangent is constant and Ans. ce*=y*. a. Prob. 48.
Show
are the
that the orthogonal trajectories of the curves
=c" sin##
the pole.
about same system turned through the angle 2n = = = n n n and Examine the cases 2, i,
.
Prob. 49.
Show
that the orthogonal trajectories of a system of
SIMULTANEOUS DIFFERENTIAL EQUATIONS.

circles passing through two given points having a common radical axis.
is
25
another system of circles
Prob. 50. Determine the curve such that the area inclosed by any two ordinates, the curve and the axis of x, is equal to the product of the arc and the constant line a. Interpret the
singular solution.
Ans.
Prob. 51.
onal.
The catenary ^
\a(e
is
a
).
Show
that a system of confocal conies
self-orthog-
ART.
12.
equations between n -j- I variables and their a " determinate" differential system, because it serves to determine the n ratios of the differentials so that,
system of
is
differentials
taking any one of the variables as independent, the others vary in a determinate manner, and may be regarded as functions of
the single independent variable. Denoting the variables by .#, y, 2, etc., the system may be written in the symmetrical form
dx
where X,
If tials
_ dy _ dz _ ~X~~^Y~~Z~-
"'
may be any functions of the variables. several equations involving two differenone of the any contains only the two corresponding variables, it is an
Y,
.
and its integral, giving a reordinary differential equation lation between these two variables, may enable us by elimina;
tion to obtain another equation containing
two variables only,
and so on
until n
integral equations
have been obtained.

,.
Given, for example, the system
dx_d^ " _dz^ x~ z y'

between dy and dz above contains the bles y and z only, and its integral is
relation
The
varia-
dx and dy
Employing it becomes
s? a. (2) 7' this to eliminate z from the relation between
dx
_
~'
dy
20
of
which the integral
is
*)
*>*'
(3)
(3), integral equations (2) It is in like of integration, constitute the complete solution. manner obvious that the complete solution of a system of n
The
and
involving two constants
equations should contain n arbitrary constants.
Confining ourselves now to the case of three variables, an extension of the geometrical interpretation given in Art. 2 Let x, y, and z be rectangular coordinates of presents itself.
P referred
:
to three planes.
Then,
if
starts
from any given
position A, the given system of equations, determining the ratios dx dy dz, determines the direction in space in which
:
moves, the ratios of the differentials (as determined by the given equations) will vary, and if we suppose to move in such a way as to continue to satisfy the differential
moves.
As
equations, it will describe in general a curve of double curvature which will represent a particular solution. The complete solution is represented by the system of lines which may be
thus obtained by varying the position of the initial point A. " This system is a " doubly infinite one for the two relations
;
must contain two arbitrary parameters, by properly determining which we can make the line pass through any assumed initial point.*
between
x, y,
and z which define
it
analytically
Each
of the relations
between
x,
y and
z,
or integral equa-
tions, represents
by
itself
a surface, the intersection of the
two
surfaces being a particular line of the doubly infinite system.
An
equation like (2) in the example above, which contains only one of the constants of integration, is called an integral of the " differential system, in contradistinction to an integral equa*
It is
assumed
2.
in the explanation that

is
of x, y, and
There
then but one direction
X, V, and Zare one-valued functions in which P can move when
passing a given point, and the system is a non-intersecting system of lines. But if this is not the case, as for example when one of the equations giving the ratio
of the differentials
is
of higher degree
the lines
may form an
intersecting sys-
tem, and there would be a theory of singular solutions, into which

here enter.
we do not

tion
"
like (3),
27
which contains both constants.
An
integral
represents a surface which contains a singly infinite system of lines representing particular solutions selected from the doubly
infinite
which
may
lines.
system. Thus equation (2} above gives a surface on those lines for which a has a given value, while b have any value whatever in other words, a surface which
lie all
;
passes through an infinite
number
of the particular solution
The
and
(3).
integral of the
stant b might be found

It
system which corresponds to the conby eliminating a between equations (2) also be derived directly from equation (i) might
;
thus we
may
write
dx^
_ dy _dz _
z
dy
-J-
dz
z
_du
u'
x
in
y
=.
'
-f-
which a new variable u
y -f-
is
introduced.
The
rela-
tion
between dx and du now contains but two variables, and
its integral,
y+z=
bx,
;
(4)
the required integral of the system and this, together with the integral (2\ presents the solution of equations (i) in its The form of the two integrals shows that in standard form.
is
infinite system of lines consists of hyperof the system of hyperbolic cylinders sections the bolas, namely, represented by (2) made by the system of planes represented
this case the
doubly
by
(4).
A
tain
system of equations of which the members possess a cersymmetry may sometimes be solved in the following
Since
manner.
dx
_
'
dy
_ dz
/v,
\dx
-f-
pdy -f- vdz
if
we take
multipliers A,
v such that
we
If
shall
have
\dx -f- pdy -f- y dz

first
= o.
is
the expression in the
member
an exact
differential,
28
direct integration gives an integral of the given system.
For
example,
let
the given equations be
dx
dy
dz
Iz
mz
/,
ny
nx
ly
mx
'
and
and
z.
and n form such a Hence we have
set of multipliers,
and so
also
do
x,
also
= o, xdx -\-ydy-\- zdz = o.

Idx -j-
mdy -f- ndz
Each
of these
is ai\
exact equation, and their integrals

Ix -J-
a nd
=a x* -J- y* -j- z* = b*
my -\nz
constitute the complete solution.
The doubly
infinite
system
of lines consists in this case of circles which have a

axis,
common
namely, the line passing through the origin and whose

/,
direction cosines are proportional to

Prob.
m, and
5 .
n.
dx
132.
Solve the equations -5
dy ^
dz
y
dz
2xy
x*-\-y*
2xz
and
interpret the result geometrically.
(Ans.
y=az,
-^-z^bz.}
^Prob.
dx
53.
Solve
dy
x
~
Prob. 54. Solve
,,
(b
c}yz Ans. x*
+/ + 2 = A, ax' -f b? + c# - B.
a
(c
=,
(a
^b)xy
a)zx
ART.
13.
EQUATIONS OF THE SECOND ORDER.
A relation
tives of
between two variables and the successive deriva-
one of them with respect to the other as independent
is called a differential equation of the order indicated For example, the highest derivative that occurs. by
variable
is
an equation of the second order,
in
which x
is
the independent
EQUATIONS OF THE SECOND ORDER.

variable.
29
Denoting as heretofore the
first
derivative
by/,
this
equation
may be
written
/
,
v\^P_\
j.
and
this, in
connection with
which defines /, forms a pair of equations of the first order, connecting the variables x, y, and /. Thus any equation of the
second order
is
equivalent to a pair of simultaneous equations
of the first order.
When,
as in this example, the given equation "does not con-
tain^ explicitly, the first of the pair of equations involves only the two variables x and/ and it is further to be noticed that,
;
when the
derivatives occur only in the
first
equation for/.
Integrating equation
(i)
degree, it is a linear as such, we find
and then using
this value
c,
of/
t
in
equation
(2), its
integral
is
y
in
- mx + c
log \x
+ y(i +
is
*')],
(4)
which, as
order,
in
first
we have introduced two

first
every case of two simultaneous equations of the constants of integration.

order
readily obtained also
in
in
An
equation of the
when the independent variable is not explicitly contained the equation. The general equation of rectilinear motion
dynamics affords an
where
force
s
illustration.
This equation
ffs
is
= f(s),
denotes the distance measured from a fixed center of

d*v
upon the
line of
motion.
v,
It
may
be written
U-f
= f(s), in
Eliminat-
connection with
dt
which defines the velocity.
ing dt from
integral
is
these equations,
we have vdv
= f(s)ds,
whose
$v*
I f(s)ds
-\- c,
the "equation of energy" for
the unit mass.
The
substitution of the value found for v in the
30
t
is
second equation gives an equation from which terms of s by direct integration.
found
in
such as equation (3) above, of the "first a is called given equation of the second integral" order it contains one constant of integration, and its complete
result of the first integration,
;
The
integral,
which contains a second constant,

"
is
also the
"com-
plete integral
of the given equation.

is
A differential equation of the second order

all its
is
" exact " when,
terms being transposed to the first member, that member the derivative with respect to x of an expression of the first It is obvious that the order, that is, a function of x, y and p.
terms containing the second derivative, in such an exact differential, arise solely from the differentiation of the terms containing/
in
the function of x,
y and/.
For example,
let it
be
required to ascertain whether
is
an exact equation.
arise
The terms
the
in question are (i
x*}-f-,
ax
which can
Now
(i x^p. subtract from the given expression the complete deriva-
only -from
is
differentiation
of
tive of (i
x*}p,
which
,
/T
\
y-
cTy
J ax
a
is
2 X dy
ax
an exact derivative, namely,
is
_/
the remainder
that of xy.
ential,
ax -\- y, Hence the given expression
is
which
an exact
differ-
and
(i-^ + ^y^
is
(6)
thi-s
the
first
integral of the given equation.
Solving
linear
-equation for y,
we
find the
complete integral
y=
\Prob.
55-
Cl x
+c
tf(i
*?).
(7)
Solve
(i
-*
,. 2
Ans. y
(sin*
#)"
c,
sin"
+ cv
THE TWO FIRST INTEGRALS.

* Prob. 56. Solve
31
dx
Ans. y
+ cjc\
Prob. 57. Solve
-^
= cfx
'
tfy.
Ans. c?x
b*y
i.
A
Ans.
sin for
-f-
.5 cos
for.
vprob. 58. Solve y
/ = ** + ^ + cv
ART.
14.
in
THE Two
FIRST INTEGRALS.
We
tween
tion
have seen
integral of an equation of the second order

x,
t
the preceding article that the complete is a relation be9

.
between
y and two constants c and c Conversely, any relax, y and two arbitrary constants may be regarded
which a
differential equation free
as a primitive, from
from both
The process consists in a differential equation of the first order independent of one of the constants, say c9 , that is, a relaarbitrary constants can be obtained.
first.
obtaining, as in Art.
3,
tion
r,
between
x,
y,p and
<:, ,
and then
in like
manner eliminating
result is the equax, y,
from the derivative of
this equation.
The
tion of the second order or relation
between
p and
q (q
denoting the second derivative), of which the original equation is the complete primitive, the equation of the first order being
the
is
first
integral in
which
is
obvious that
we
can, in like
x, y,
the constant of integration. It manner, obtain from the primic9

,
tive a relation
between
p and
which
will also
be a
first
integral of the differential equation.
Thus, to a given form of

first
the primitive or complete integral there corresponds two

integrals.
infinite
Geometrically the complete integral represents a doubly system of curves, obtained by varying the values of c
t
and
of
independently.
If
we
regard c as fixed and ct as

t
arbitrary,
;
we
select
first
ffom that system a certain singly

c, is
infinite
the differential equaintegral containing system tion of this system, which, as explained in Art. 2, is a relation between the coordinates of a moving point and the direction
the
of its
motion
common
to
all
the curves of the system.
But
the equation of the second order expresses a property involving curvature as well as direction of path, and this property being independent of c is common to all the systems correl
sponding
infinite
to different values of c lt that
is,
system.
to the entire doubly

this
moving
point, satisfying
in
equation,
any direction, provided its has the curvature as determined path proper by the value of q derived from the equation, when the selected values of x, y and/ have been substituted therein.* For example, equation (7) of the preceding article reprethe lines
-of
may have any
position and
move
sents an ellipse having its center at the origin and touching x c 1 is the ordinate of the I, as in the diagram
i, point the ellipse cuts the axis of y.
contact with
and
If
c9 that of the point in
which and
c,
we regard
^,
as fixed
of
as arbitrary, the equation represents
the system
ellipses
(6) is
touching the two lines at fixed points, and equation

like
the
In
of this system.
manner,
the
if
is
fixed
and
in
arbitrary,
ellipses
equation
cutting
(7) represents a
system of
fixed
axis
of
points
and touching the

corresponding found to be
lines
x=
i.
The
be
differential equation will
Finally, the equation of the second order, independent of
and
[(5) of the preceding article] is the equation of the doubly infinite system of conies f with center at the origin, and touching the fixed lines x i,.
If
the equation
is
is
of the second or higher degree in q, the condition
for
be found to satisfy the given equation. If it does, it represents a system of singular solutions; each of the curves of this system, at each of its points, not only touches but osculates It is to be remembered that a singular soluwith a particular integral curve.
equal roots
tion of a first integral
tion; for
it
a relation between x,
y and/, which may
is not generally a solution of the given differential equarepresents a curve which simply touches but does not osculate a set
of curves belonging to the doubly infinite system.

f Including
hyperbolas corresponding to imaginary values of
c*.
THE TWO FIRST INTEGRALS.
33
we
But, starting from the differential equation of second order, may find other first integrals than those above which corre,
and spond to it becomes by/,
For instance,
if
equation
(5)
be multiplied
which
is
also an exact equation, giving the first integral
in
which
ct
is
new constant
first
of integration.
Whenever two
integrals
have thus been found inde-
pendently, the elimination of / between them gives the complete integral without further integration.* Thus the result
of eliminating
p between
this last
equation and the

is
first
inte-
gral containing c l [equation (6), Art. 13]

1
/ -2c,xy + cfx = C? - c \
t
which
is
therefore another form of the complete integral. It obvious from the first integral above that ct is the maximum
is
it is
value of y, so that
of ellipse inscribed in the rectangle
the differential equation of the system drawn in the diagram.

is
comparison of the two forms of the complete integral shows

that the relation between the constants
If
c*
= c?
-j- c*.
the form
is, put in the constant will on differc, <j>(x, y, p) disappear entiation, and the result will be the given equation of second order multiplied, in general, by an integrating factor. can
first
integral be solved for the constant, that
We
thus find any
number
of integrating factors of an equation
already solved, and these
suggest the integrating factors of more general equations, as illustrated in Prob. 59 below.
may
* The principle of
this
method has already been applied

first
in Art. 10 to the
solution of certain equations of the
order; the process consisted of forming

is
the equation of the second order of which the given equation
first first
integral
(but with a particular value of the constant), then finding another
integral
and deriving the complete integral by elimination of /.
31
Prob. 59. Solve the equation
+ c?y = o in the form

also inte-
=A
cos ax
+ B sin 0.x;
and show that the corresponding integrating factors are

grating factors of the equation
where
is
any function of x; and thence derive the integral of

sin
this
equation.
Ans. <y
ax
/*
cos
ax
Xdx
cos
ax
/*
I
sin
fl.r
Xdx.
êquation of
Prob. 60. Find the rectangular and also the polar differential all circles passing through the origin.
ART.
15.
LINEAR EQUATIONS.
the
of any order is an equation of with to the dependent variable y and degree respect each of its derivatives, that is, an equation of the form
first
A linear differential equation
where the
coefficients
/>,...
Pn and
the second
member X are
functions of the independent variable only.

solution of a linear equation is always supposed to be in the f orm y =f(x)\ and if j, is a function which satisfies the
The
equation, it is customary to speak of the function j,, rather than as an "integral" of the linear equaof the equation y jj/,, The general solution of the linear equation of the first tion.
order has been given in Art. 6. For orders higher than the first the general expression for the integrals cannot be effected
by means of the ordinary functional symbols and the sign, as was done for the first order in Art. 6.
integral
The
solution of equation (i) depends
upon that of
LINEAR EQUATIONS.
36
arbi-
The complete
integral of this equation will contain

in
which these enter the expression for y is readily inferred from the form of the equation. For let y be an integral, and c an arbitrary constant the rel t
;
trary constants, and the mode
sult of putting
y
;
cjf 1
in
equation
zero
;
(2)
is ^,
times the result of

l
putting
y
if
l
=y
t
that
is, it is
therefore c
y
;
is
an integral.
So
too,
also c l
,.
an integral, j/ a is an integral and obviously y is y -\- c^y t an integral. Thus, if n distinct integrals/,, yn can be found,
is
y
will satisfy
= Wi + w* +
+cy
(3)
number
the equation, and, containing, as it does, the proper of constants, will be the complete integral.
it,
Consider now equation (i); let Fbe a particular integral of and denote by u the second member of equation (3), which
is
when
X=
o.
If
y=Y-\-u
be substituted
in
(4)
equation
(i),
the result will be the

of putting
sum
the
of the
results of putting
Fand
=u
first
of
these results will be X, because Fis an integral of equation (i), and the second will be zero because u is an integral of equation
(2).
it
since
is
expresses an integral of (i); and contains the n arbitrary constants of equation (3), it
Hence equation
(4)
the complete integral of equation (i). With reference to " the this equation F is called particular integral," and u is The particular integral called "the complementary function."
contains no arbitrary constant, and any two particular integrals may differ by any multiple of a term belonging to the comple-
mentary function. If one term of the complementary function of a linear equation of the second order be known, the complete solution can be found. For let y be the known term then, if y = yp
l ;
be substituted
result will
in
the
first
member, the coefficient of v

if
in
the
be the same as
v were a constant
result will
it
will there-
fore be zero,
and v being absent, the

v',
be a linear equav.
tion of the first order for
the
first
derivative of
Under
36
the same circumstances the order of any linear equation can

in like
manner be reduced by
unity.
A very simple
relation exists
between the
coefficients of
an
exact linear equation. Taking, for example, the equation of the second order, and indicating derivatives by accents, if
is
exact, the
first
term of the integral

first
will
be P^y'
Subtracting
the derivative of this from the

(/>,
/V)y
+ P,y.
l
member, the remainder is The second term of the integral must

;
therefore be
(P ')y subtracting the derivative of this exthe Hence remainder, (Pt />/ -j- P<>"}y, must vanish. pression, " o is the criterion for the exactness of the PI -j9
P =
given equation.
similar result obviously extends to equa-
tions of higher orders.
V Prob. an
61.
Solve
(3
+ x)
y
-4-
-\-
$y
=
a
o,
a
noticing that e*
6.
is
integral.
Ans.
c^ + c
z(2x 4-
v Prob. 62. Solve (x*
x)-^-.
dx
+ 3^ -f 6.v + i)-f- + 2y = o.
(x
ax
-J
Ans. (^
*)
=f
.
i(-
a;4
~~ 6'ra 4~ 2Jf
4x log ^)
3
<r
^: .
v Prob.
d*y
63. Solve^rn
ac/
sin
+ cos
^ sin
Od*y "^z f
2 sin
P-^
at/
a dv
y cos
c/
sin 2#.
Ans.
e-
'^
*(^ +
ART.
16.
LINEAR EQUATIONS WITH CONSTANT

COEFFICIENTS.
The linear equation with member zero may be written
constant coefficients and second

in
the form
J*-*y
in
+A y =
n
7
o,
Jt
(i)
which
D stands
for the operator -j-,
D*
for
so that ^-,, etc.,
D"
indicates that the operator is to be applied n times. Then, mx mx D*e mx it is m*e evident me that if since etc.,
ZV* =
LINEAR EQUATIONS, CONSTANT COEFFICIENTS.
37
mx
be substituted
in
equation
1
(l),
the result after rejecting
the factor
e*
will
be
Aftf
Hence, if and (i)
;
+ A^"- +
equation
.
+A =
H
is
o.
(2)
m
if
satisfies
(2), e
mx
an integral of equation
(2),
m m^
lt
mn
are n distinct roots of equation

(i) will
. .
the complete integral of equation
be
cn e"
n
*.
y
For example,
if
= c^x +
/"*
dy
(3)
the given equation
is
the equation to determine
m
l
is
n?
of
which the roots are

is
m m =
2
2,
= o, m =
t
i; therefore the in-
tegral
y
The
tion.
= cS* + c,e-\
may be
general equation (i)
form f(D) .y
equation
is
= o,
in
which
(2)
Then equation
(m
/ denotes a is f(m) = o,
m
t)
. .
written in the symbolic rational integral func-
and, just as this last
equivalent to
m^(m
(m
mn = o,
)
(4)
so the symbolic equation

t
f(D)
y=o
may be
n }y
written
(D - m )(D - m,) ..."(/>- m
= o.
(5)
This form of the equation shows that it is satisfied by each of the quantities which satisfy the separate equations
(D
that
is
- m,}y = o,
by
(D
m^y = o...(D
mn)y = o
(6)
to say,
the separate terms of the complete integral.
If
two
of the roots of equation (2) are equal, say to

(6)
lt
two
full
of the equations
number
of integrals
become we must
identical,
and to obtain the
find
two terms corresponding to

(7)
the equation
in other
(D-m )y = o;
l
words, the complete integral of this equation of which

is
^=
n^
known
to be
one
integral.
For
this
purpose
we
38
put, as explained in the preceding article, y =7,^. De m x v em x therefore

tiation,
Dy =
By
differen-
(m.y
-J-
Dv]
(D
In like
m^f^v =
^
e m *Dv.
(8)
manner we
find
(D
Thus equation
(7)
is is
mêm x v = e m i*D*v.
transformed to D*v
(9)
= o,
of
which the
is
complete integral
= c,x -{-c hence y = ev(c x+Ct).

t
;
that of equation (7)
(io>
These are therefore the two terms corresponding to the squared factor (D m,Y in f(D}y = o. It is evident that, in a similar manner, the three terms corresponding to a case of three equal roots can be shown tobe cm ^(c^ -\- CyX -(- c ), and so on.
a
The
pair of
roots, say
m =
l
terms corresponding to a pair of imaginarya -\- ifi, m t a i/3, take the imaginary form
Separating the real and imaginary parts of

eax (A cos
&* and
e-#*,
and
changing the constants, the expression becomes

fix-\-B sin
fix}.
(\ i)
For a multiple' pair of imaginary roots the constants A and must be replaced by polynomials as above shown in the case
of real roots.
When
be made
the
coefficients
member of the equation with constant a function of X, the particular integral can also to depend upon the solution of linear equations of
the second
is
In accordance with the symbolic notation first order. introduced above, the solution of the equation
JL_ ay = X
denoted by we have
is
or
l
(D
- a}y = x
(12)
y = (D
D^=-a
a)~ X, so that, solving equation (12),
X = r/-T-r
symbol whose meaning
is
(13)
"
as the value of the inverse
that
LINEAR EQUATIONS, CONSTANT COEFFICIENTS.

function of
39
x which
is
converted to
X by the direct
operation
expressed by the symbol D
a"
Taking the most convenient
special value of the indefinite integral in equation (13), it gives the particular integral of equation (12). In like manner, the paris denoted by the inverse symbol ticular integral of f(D)y
=X
J\
fi-fi-X.
i
Now, with the notation employed above, the symbolic
fraction
may be decomposed
into partial fractions with constant
numerators thus:
N
is to be evaluated by equation (13), and virtue of the constant involved in the be (by regarded may indefinite integral) as containing one term of the complementFor example, the complete solution of the ary function.
in
which each term
equation
is
thus found to be
=
a
power of x the particular integral may be found as follows, more expeditiously than by the evaluation of = x* For example, if the integrals in the general solution.
is
When
the particular integral in this example may be evaluated development of the inverse symbol, thus
:
by
_X y ~ D*-D~2
_ ~ _!
2
* The validity of this equation depends upon the expressed in the second member of
fact that the operations
f(D)
were an algebraic
= (D -
mi )(D
_,) + ...+(/>_,,)
are commutative, hence the process of verification

identity.
is the same as if the equation This general solution was published by Boole in
the Cambridge Math. Journal, First Series, vol. n,
It had, however, p. 114. been previously published by Lobatto, Theorie des Characteristiques, Amster-
dam,
1837.
40
The form
ing
of the
operand shows
that, in this case,
it is
only
necessary to carry the development as far as the term contain-
D\
For other symbolic methods applicable to
special forms of
X we must refer to the standard treatises on this subject.

d*y Prob. 64. Solve JH-<
^dx
3-7
dy dx
+y
Ans.
= <**(Ax +
+ c<r*.
'
Prob. 65.
Show
that
and that
Prob. 66. Solve
5
(Z>
+ ^) = T + )y = e* + sin zx + sin
sin (ax
i
sin (ax
x.
+
x.
ft).
(Compare
Prob. 59, Art. 14.) A sin Ans. y
-f-
B cos x
-\-
%e*
-J
sin
zx
$x cos
ART.
17.
HOMOGENEOUS LINEAR EQUATIONS.
The
linear differential equation
in
which
A^
etc.,
are constants,
is
called the
"homogene.
yx
ous linear equation." It bears the same relation to xm that the equation with constant coefficients does to emx Thus, if m will m be substituted in this the factor x divide equation,
result,
out from the
and the n roots of
this equation will in general
giving an equation for determining m, determine the
n terms of the complete integral.
For example,
if
in
the
equation
jd*y dy + 2*/*'-4 dx da?
.
2y
-o
we put y = xm the result is m(m i) (m i)(m -}- 2) = o. The roots of this equation are m = Hence y = c^x -j- CyX~*
,
+ 2m
I
o,
or
,
and
m =
9
2.
is
Equation
(i)
might
in fact
have been reduced to the form
with constant coefficients by changing the independent vari-
HOMOGENEOUS LINEAR EQUATIONS.

able to
0,
41
at
where x
or 6
= log
x.
We may therefore
in the
once infer from the results established
preceding
article
that the terms corresponding to a pair of equal roots are of the
form
(c l
+c
log x)x
m
,
(2)
and
also that the terms corresponding to a pair of imaginary
roots,
ifi,
are
(/3
x*[A cos
log x)
+ B sin
(ft
log *)].
(3)
The analogy between

considered
seen
in this
the two classes of linear equations

article is
and the preceding
more
clearly
xD is used for the operation of a single symbol and then taking the derivative multiplying by x, so that $x m mx m It is to be noticed that the operation x^D1 is not the same as or xDxD, because the operations of taking the
when
$=
&
derivative and multiplying by a variable are tative," that is, their order is not indifferent.
not
"commu-
We
have, on the
contrary, x^D*
= 8(8
(x*D*
i)
then the equation given above,

2)y
which
is
becomes
[8(8
i)
+ 2xD
= o,
= o,
(8-1X8 +
2)^
+ 28
2]j
or
= 0,
the function of
8 produced being
in finding
the same as the function of

the values of m.
first
which
is
equated to o
linear equation of
which the
neous and the second member a function

to the form
member is homogeof x may be reduced

(4)
A$).y
The
particular integral
= x-
may,
as in the preceding article (see
eq. (14)), be separated into parts each of
the solution of
which depends upon a linear equation of the first order. Thus,
solving the equation
-ay = X,
we
find
or
(8
a)y
= X,
(5)
X=x"vCx-
a- l
Xdx.
(6)
The more
expeditious method which
may be employed
when
is
a power of
v
/z"i/
is
illustrated in the following
example
= *'. The first member becomes homo2-fdx ax geneous when multiplied by x, and the reduced equation is _ 3$'jjy X \ ( The roots of /($) =o are 3 and the double root zero, hence
Given x*
8
d,
the complementary function

r r
is
cj?
-f- c -f.,
c3 log x.
Since in
general f($)x
may put $
3.
infer that in operating upon x* f(r)x This gives for the particular integral
,
we
we
^_
(6),
^
3.*
but
fails
fall
with respect to the factor
We
therefore
now
back upon equation

JT-
which gives
l
= x* / x~ dx = x* log x.
is
The complete
integral therefore
=
-~
ax
dy 4- 3^-7
Prob. 67. Solve zx
Prob. 68.
= x*. Ans. y = c x + Solve (*'>' + 3 ^Z>' + D)y = -. Ans. y = + log x + <r,(log ^)

ax
$y
oc
c,
<r,
ART.
18.
SOLUTIONS IN INFINITE SERIES.

in
We
proceed
this article to illustrate the
method by
series
which the integrals
of a linear equation
whose
coefficients are
in
algebraic functions of x terms are powers of x.
may
For
be developed
this
whose
purpose
let
us
take the
equation
' '
* The
failure occurs because
x3
is
a term of the complementary function
having an indeterminate coefficient; accordingly the new term is of the same form as the second term necessary when 3 is a double root, but of course with a determinate coefficient.
43-
which
is
known
the
first
as " Bessel's Equation,"
and serves to
define-
the "Besselian Functions."

If in
member
A(m*
of this equation
is
we
substitute (or y
the single term
Ax m
the result
ri
m
}x
+ Ax m+\
(2)
term coming from the homogeneous terms of the equation and the second from the term x*y which is of higher If this last term did not exist the equation would be degree.
the
first
satisfied
make the Bx~ n Now

to
.
by the assumed value of y, if m were determined so as n first term vanish, that is, in this case, by Ax or these are the first terms of two series each of
which satisfies the equation. For, if we add to the value of y a term containing x m+2 thus/ A Qx m -j- A^" ^2 the new termwill give rise, in the result of substitution, to terms containing.
,
x m+2 and x m+4
respectively,
and
it
will
be possible so to take
shall vanish*.
that
the entire coefficient of
xm+
In like
manner the proper determination

coefficient of
of a third
term makes the
x mJr *
in the
result of substitution vanish,
and so
on.
We
therefore at once assume
= A,x' + A, xm +
in in
-\-
A xm+
t
(3)
which r has
equation
(i)
all
integral values from
to oo.
Substituting
2[{(m
+ 2/) - n }A^m +
9 9
2r
-\-
^X*+2(r+1) ] = o.
,
(4)
The
coefficient of each
;
power
of
in this
equation must sep-
arately vanish
hence, taking the coefficient of
x m+2r we have
(5)
[(m
2 ry-n>]A r
When
+A
n*
r_ I
=o.
it
o,
this reduces to
m*
= o,
which determines
gives
~1
'
the values of m, and for other values of r
(m
For the
+ 2r + n)(m -\-2r- n) Ar
the relation between any two successive coefficients.

first
value of m, namely
n, this relation
.
becomes
A "'-
__
'
!_
A -"
4-i
in
whence, determining the successive coefficients

the
first
equation
(3),
integral of the equation
is
-^
-,
wlw
is
r-jj
..
.J.
(7)
In like manner, the other integral
found to be
. .
-,
(8)
and the complete

this
integral
is
=Ay
-J-
This example illustrates a special case which may arise in form of solution. If n is a positive integer, the second
series will contain infinite coefficients.
For example,
unless
if
n ==
2,
the third coefficient, or
Bv
is infinite,
we
take
B = o,
in
which case B^
solution
is
yr
in
This
indeterminate and we have a repetition of the will always occur when the same powers of
x occur
the two series, including, of course, the case in which has equal roots. For the mode of obtaining a new integral in such cases the complete treatises must be referred to.f
be noticed that the simplicity of the relation between consecutive coefficients in this example is due to the fact that
It will
equation
different
(i)
contained but two groups of terms producing

x,
powers of
(2).
when
Axm
is
substituted for
as in ex-
pression
The group
containing the second derivative
necessarily gives rise to a coefficient of the second degree in Moreover, bein, and from it we obtained two values of m.
cause the other group was of a degree higher by two units, the assumed series was an ascending one, proceeding by powers
of
x\
* The Besselian function of the wth order usually denoted byy is the value 2"! if n is a positive integer, or generally by 2 n r(n-\-i).
of y\ above, divided by
For a complete discussion of these functions see Lommel's Studien liber die Bessel'schen Functionen, Leipzig, 1868; Todhunter's Treatise on Laplace's,
Lame's and Bessel's Functions, London,

f
1875, etc
solution of the kind referred to contains as one term the product of the
logarithmic solution." regular solution and log x, and is sometimes called a See also American Journal of Mathematics, Vol. XI, p. 37. In the case of
Bessel's equation, the logarithmic solution is the "Besselian Function of the
"
iecond kind."

In the following example,
45
there are also two such groups of terms, and their difference of degree shows that the series must ascend by simple powers.
We
The
assume therefore
at
once
result of substitution is
-l
']= o.
Equating to zero the

r
coefficient of x"
~ lJrr 2
,
(m -\i)(m = when r o, gives which,

and when r
2)A r
+ a(m + r
2)/4.=o,
I
i)A r . t
= o,
(12)
(;//+!)(*
(13)
>
o,
Ar
The roots nt=2, the
^7
- - - - --m-\-r
i i
(in -\-
\7
f^*r
1"
(14)
-{-
i)(m -\-r~-2)
of equation (13) are

relation (14)
m-=.2 and
m=
i;
taking
becomes
i
A
vh< nee the
first
(r+*Y
is
r+l A
integral
Taking the second value
w= r ~
i,
equation (14) gives
2
\-
3)
whence B,
gral
is
= -- ^
and ^, ,
= o*;
therefore the second inte~
the finite expression
* Bt would take the indeterminate form, and

value, the rest of the series
is
if
we suppose
it
to
have a
finite
equivalent to B^y\, reproducing the
first
integral.
46
When
the coefficient of the term of highest degree
in
the
it
result of substitution, such as equation (11), contains m, possible to obtain a solution in descending powers of x.
is
In
this case,
occurring only in the first degree, but one such solution can be found; it would be identical with the finite
integral (16).
tions,
In the general case there will be two such solu-
will be convergent for values of x greater than while the series will unity, ascending converge for values less
and they
than unity.*
When
the second
member
of the equation
is
power
of x,
the particular integral can be determined in the form of a series in a similar manner. For example, suppose the second member of equation (9) to have been x*. Then, making the substitution as before,
tive coefficients;
we have the same relation between consecubut when r = o, instead of equation (13) we
m 2)A x
~2
have
(m 4- i)(m
to determine the
initial
=x
This gives
(14),
term of the
series.
m=
and
-f
hence, putting
m=
2$
in
equation
we
find for
the particular integral f
9.3
9.11.3.5
A linear equation
of
transformations
remains linear for two important classes first, when the independent variable is
x,
changed to any function of

vf(x).
in
As an example
(9)
is
of the latter, let
and second, when for y we put ax y = e~ v be substituted

e'**,
equation
above.
After rejecting the factor
the
result
d*v
dx*
dv
2v _
x*
in
dx
Since this differs from the given equation only
the sign
in
*When there are two groups of terms, the integrals are expressible of Gauss's " Hypergeometric Series."
f If the
terms
second
member
if it
is
a term of the complementary function (for exintegral
ample,
in this case,
is
any
power
of x), the particular integral will

p. 346.
take the logarithmic form referred to in the foot-note on
SYSTEMS OF DIFFERENTIAL EQUATIONS.

of a,
47
we
infer
.
from equation (16) that
it
has the
finite integral
=-
X -J
Hence the complete

in
integral of equation (9) can
be written
the form
xy
<r,(2
ax) -f cê- (2
ax
-f-
ax).
Prob. 69. Integrate in series the equation
<Ty
-T-J
+ ^ry = o.
. .
Ans.
^(.-I^+Lj**--
Prob. 70. Integrate in Prob.
.)-HB(_J^+'^'_ ^y series x*. + x* + (x 2)y = o.

.
.).
</y
-,
y9
= e~*(x~ + i +
l
71.
Derive for the equation of Prob. 70 the integral *)> an d find its relation to those found above.
ART.
It is
19.

in
Art/ 12 that a determinate system of n differential equations of the first order connecting n -J- I variables has for its complete solution as many integral equations connecting the variables and also involving n constants of inteI variables would be a The result of eliminating n gration.
single relation between the remaining
in general the
shown
n constants.
two variables containing But the elimination may also be
effected in the differential system, the result being in general an equation of the wth order of which the equation just mentioned is the complete integral. For example, if there were
order connecting the variables x and y with the independent variable /, by differentiating each we should have four equations from which to eliminate one vari* with able, say y, and its two derivatives respect to /, leaving a single equation of the second order between x and /.
two equations
of the
first
It is easy to see that the same conclusions hold if some of the given equations are of higher order, except that the order of the result will be correspondingly higher, its index being in
* In general, there would be n* equations from which to eliminate

variables and n derivatives of each, that
is,
(n
i)(
-f-
= i)
n*
quantities
leaving a single equation of the wth order.
48
general the
tions.
tions
sum of the indices of the orders of the given equaThe method is particularly applicable to linear equawith constant coefficients, since we have a general method
of solution for the final result.
Using the symbolic notation, the differentiations are performed simply by multiplying by the symbol D, and therefore the whole elimination is of exactly
the
same form
as
if
the equations were algebraic.
For ex-
ample, the system dx cFy
dx
is
dy
when
written symbolically,
(2D*
4)y
Dx =
2t,
whence, eliminating x,
2
D*-4
2D
2t
4D~
which reduces to
(D-i)
Integrating,
= (A + Bty + Ce~* - \t,
the particular integral being found by symbolic development, as explained at the end of Art. 16.
The value
of
x found in like manner is x = (A' + B'ty + C'e-V members,*

is
f
upon the detersame form
The complementary
minant of the
first
function, depending solely
necessarily of the
as that for y, but involves a
new
is
set of constants.
The
re-
lations betv/een the constants
found by substituting the
values of
x and y
in
one of the given equations, and equating
to zero in the resulting identity the coefficients of the several terms of the complementary function. In the present ex-
ample we should thus and C, to be

* The index of the degree
the final equation
;
find the value of x, in
terms of A, B,
in
D of
this
determinant
is
that of the order of
not necessarily the sum of the indices of the orders of the given equations, but cannot exceed this sum.
it is
49"
In general, the solution of a system of differential equations depends upon our ability to combine them in such a way as
to form exact equations.
For example, from the dynamical

-
system
~dJ-
'
d?~
'
d?
and
2,
where X, Y, Z are functions we form the equation
of x, y,
but not of
tt
dx - d,dx --r- dy jdz

.
dt
dt
,dz -rd + dt dt '<#<#'

.
dz
-^-d-~
is
Xdx -4- Ydy -\-Zdz.

,
,
,,,
The
that
first
member
is
an exact
differential,
and we know that for

is
a conservative field of force the second

is,
member
also exact,
it
the differential of a function
of x> y,
and
z.
The
integral
is
integral of the system (i) equation of energy for the unit mass.
that
first
which
is
known
as the
Just as in Art. 13 an equation of the second order was regarded as equivalent to two equations of the first order, so the
system
(i) in
velocities forms a
connection with the equation defining the resolved system of six equations of the first order, of
(2) is
which system equation

plained
in Art. 12.
an " integral
"
in the sense ex-
Prob. 72. Solve the equations

ear in
/.
Ans.
mx A cosmt-\-smmt,y=A sinmtJB
my
-5 dx
1-
dt as a system im-
cosmt.
Prob. 73. Solve the system
-.
*y
e*. -f-
-4-
dx
o.
Ans.
nx nx y - Ae + Be~
-r +n
nAe nx -\- nEe'**

-
--^
n
Prob. 74. Find for the system
= x<t>(x,y),
<f>.
-^
= y<f>(x,y}
first
integral independent of the function
dy
dx
50
Prob. 75.
of a pendulum, d*x
2f-> r i +ir
,
The approximate equations for the horizontal motion when the earth's rotation is taken into account, are dx dy gx = d*y gy = r
>
i + is+i
.
<
show
that both
x and y
,/ -f-
are of the
,/
form
A
ART.
cos
-B sin
C cos nj
-f-
D sin #,
20.
FIRST ORDER AND DEGREE WITH THREE VARIABLES.

of the
first
The equation
variables x,
order and degree between three
and z may be written
Pdx
where P,
equation
+ Qdy + Rdz =
and
o,
(i)
Q
is
and
are functions of x,
and
z.
When
in
this
exact, P,
R
z
;
are the partial derivatives of
some
function u, of x,
'dP
-dy
y and
and we derive, as
-dR
Art. 4,
= 3Q
d*'
is
dQ = ~ d_
dz
'dy'
= -dP_
dz
,.
d*
for the conditions of exactness.
In the case of two variables,
not exact integrating factors always exist; when the equation but in this case, there is not always a factor // such that j*P,
(put in place of P, Q, and R) will satisfy all three It is easily shown that for this of the conditions (2). purpose
pQ
and
pR
the relation
must exist between the given values of P, Q, and R. This " of equation (i).* therefore the " condition of integrability
is
When
this condition
first
is
fulfilled
equation
(i)
may
be
inte-
grated by supposing one variable, say z, to be constant. Thus, integrating Pdx -f- Qdy = o, and supposing the constant
of integration
*
C to
be a function of
z,
we
obtain the integral, so
When
there are
more than
three variables such a condition of integraall
bility exists for each
group of three variables, but these conditions are not
independent.
ditions.
Thus with
four variables there are but three independent con-
FIRST
far as
it
ORDER AND DEGREE, THREE VARIABLES.

Finally,
51
depends upon x and y.
by comparing the
total differential of this result with the given equation
we de-
termine
dC in
terms of z and
dz,
and thence by integration the

exact
value of C.
It
may
be noticed that when certain terms of an
equation forms an exact differential, the remaining terms must It follows that if one of the variables, say z also be exact.
can be completely separated from the other two (so that in equation (i) ^becomes a function of z only and P and Q functions of x and y, but not of z) the terms Pdx -f- Qdy must be
thus rendered exact
if
the equation
is
integrable.*
For example,
zydx
is
zxdy
y*dz = o.
Accordingly, dividing by y*2. which we notice separates the variable z from x and y, puts it in the exact form dz xdy ydx
an integrable equation.
y
of which the integral is x y log cz. and z as coordinates of a moving point, Regarding x, y an integrable equation restricts the point to motion upon one
of the surfaces belonging to the system of surfaces represented by the integral in other words, the point (x, y, z) moves in an
;
arbitrary curve
in
drawn on such a
surface.
Let us now consider
what way equation

not integrable.
(i) restricts the
motion of a point when
moving point are proportional to dx, dy, and dz; hence, denoting them by and the direction of motion of the point satisfying /, m
,
it is
The
direction cosines of a
equation (i) must satisfy the condition
Pl+Qm+Rn =
It is
o.
(4)
convenient to considernn this connection an auxiliary lines represented, as explained in Art. 12, by the of system simultaneous equations dx dz dy
P
*In
presses the exactness of
Q
Qdy,
R'
fe\
fact for this case the condition (3) reduces to its last term,
which ex-
Pdx -f-
52
direction cosines of a point moving in one of the lines of this system are proportional to P, Q and R. Hence, de-
The
noting them by
A,
ju,
v,
equation
-j-
(4)
gives
A/
for the relation
pin
-(-
vn
=o
(6)
between the directions of two moving points, whose paths intersect, subject respectively to equation (i) and
The paths in question therefore intersect at therefore equation (i) simply restricts a point to right angles; move in a path which cuts orthogonally the lines of the auxilito equations
(5).
ary system.
there be a system of surfaces which cut the auxiliary lines orthogonally, the restriction just mentioned is completely
Now,
if
expressed by the requirement that the line shall lie on one of these surfaces, the line being otherwise entirely arbitrary..
This
is
the case in which equation (i)

the other hand,
is
integrable.*
when the equation is not integrable, the be expressed by two equations involving an arbitrary function. Thus if we assume in advance one such relation, we know from Art. 12 that the given equation (i)
restriction can only
On
together with the first derivative of the assumed relation forms a system admitting of solution in the form of two integrals-
Both
of these integrals will involve the
assumed. function.
For
any particular value of that function we have a system of lines satisfying equation (i), and the arbitrary character of the function
makes the solution
sufficiently general to include all lines
which
satisfy the equation.f
Prob. 76.
Show
and
that,
that the equation
(mz
is
ny)dx
infer
+ (nx
lz]dy
+ (ly
mx}dz
o
auxil-
integrable,
*It follows
from the integral the character of the
(5),
equation
(3) is the
with respect to the system of lines represented by equations condition that the system shall admit of surfaces cutting
them orthogonally.
The
lines of force in
any
field
of conservative forces
form
such a system, the orthogonal surfaces being the equipotential surfaces. f So too there is an arbitrary element about the path of a point when the
single equation to which
of the
it
is
subject
is
integrable, but this enters only into one
two equations necessary
to define the path.
PARTIAL EQUATIONS, FIRST ORDEX

iary lines.
OO
(Compare the
illustrative
example
o.
at the
Iz
end of Art.
C(ny
Ans. nx
Prob. 77. Solve yz'dx
z*dy
12.)
mz).
e*dz
Ans. yz
= e*(i-\-cz).
.f(x)
Prob. 78. Find the equation which in connection with^ forms the solution of dz aydx -f- bdy.
Prob. 79.
Show
that a general solution of
ydx
is
(x
z)(dy
dz)
given by the equations
yz=(t>(x),
(This
is
(x
z) (/>'(*).
an example of
"
Monge's Solution.")
ART.
21.
PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER AND DEGREE.

function of the two independent
x denote an unknown variables x and y, and let

Let
denote
its
partial derivatives
a relation between one or both

is
of these derivatives and the variables

ferential equation
called a
"
partial dif-
"
of the
first
order!
A value
of z in terms of
x and y which with its derivatives satisfies the equation, or a relation between x, y and z which makes z implicitly such a " function, is a particular integral." The most general equation
of this kind
If
is
called the " general integral."
only one of the derivatives, say/, occurs, the equation
differential equation. For if y is may considered as a constant,/ becomes the ordinary derivative of z with respect to x\ therefore, if in the complete integral of
be solved as an ordinary
the equation thus regarded we replace the constant of integration by an arbitrary function of j, we shall have a relation
which includes
all
particular integrals
It will
sible generality.
be found that,
and has the greatest posin like manner, when

arbi-
both p and q are present, the general integral involves an

trary function,
We
proceed to give Lagrange's solution of the equation of
54r
first
order and degree, or " linear equation," which written in the form
the
may be
(I)
Pp+Qq = R,
y
and
z,
P,
and
R
is
denoting functions of x,
y and
and
z.
Let u
= a,
to
in
which u
a function of x,
(i).
#, a constant, be an
integral of equation
and y
Taking derivatives with respect respectively, we have
and substitution
of the values of
/ and q
in
equation
(i)
gives
the symmetrical relation
Consider
now
the system of simultaneous ordinary differdx_
ential equations
_ dy__ dz_
~J>~~Q^~R
Let u
tem.
(3)
=a
be one of the integrals (see Art. 12) of

its total differential,
this sys-
Taking
"du
3 9 -^+-^ + --^=0:
/>,
and since by equations (3) dx, dy and dz are proportional to <2 and 7?, we obtain by substitution
which
is
identical with
equation
(2).
It
follows that every
integral of the system (3) satisfies equation (i), and conversely, so that the general expression for the integrals of (3) will be
the general integral of equation
(i).
be another integral of equations (3), so that v is also a function which satisfies equation (2). As explained b is the equation in Art. 12, each of the equations u a, v
let
Now
== b
of a surface passing through a singly infinite system of lines
belonging to the doubly

tions
(3).
infinite
is
What we
require
system represented by equathe general expression for any
PARTIAL EQUATIONS, FIRST ORDER.
55
surface passing through lines of the system (and intersecting none of them). It is evident that f(u, v) = f(a, b) = C is such an equation,* and accordingly f(u, v), where f is an arbitrary function, will be found to satisfy equation (2). Therefore, to solve equation (i), we find two independent integrals u = a, v = b of the auxiliary system (3), (sometimes called Lagrange's
equations,) and then put
00)>
(4)
an equation which
Conversely,
(4),
it
is
evidently equally general with/(#, v) = o.
may
be shown that any equation of the form
regarded as a primitive, gives rise to a definite partial

of Lagrange's linear form.
For, taking
partial derivatives with
respect to the independent variables
x and j, we have
3*^3-3-
and eliminating (f>'(v) from these equations, the term containing/^ vanishes, giving the result
3
3;
P+
37 which
is
(5)
of the
form Pp
system
is
-f-
Qq
R.\
whose
* Each
line of the
characterized by special values of a and b which
we may
call its
coordinates, and the surface passes through those lines
coordinates are connected by the perfectly arbitrary relation f(a, 6) C. " of the " f These values of P, Q and R are known as the pair Jacobians of functions u, v with respect to the and x, y repairs of variables y, z z, x
; ;
spectively.
Owing
to their
analogy
:
to the derivatives of a single function
they
are sometimes denoted thus
_ 3(,
3(.v,
z/)
3(,
the functions
g _ d(u,
v)
The Jacobian vanishes

to say,
if
if
u and v are not independent,

v.
that is
can be expressed identically as a function of
In like manner,
56
As
tion be
an
illustration, let the
given partial differential equalz)q
(mz
ny]p
-f-
(nx
= ly
mx,
(6)
.for which Lagrange's Equations are
_____^^__
dx
ly ny These equations were solved at the end of Art. integrals there found being
mz
~ nx dy Iz ~
*
__
-\-
dz mx'
17 *''
>
12,
the two
Ix
-j-
my -\-
nz
=a
and
system
circles
x*
y*
-j-
^=
b*>
(8)
Hence
in this case the
of "
Lagrangean lines" con-
sists of the entire
system of
having the straight line
for axis.
The
general integral of equation (6) is then nz Ix -j- my (t>(x* -\- y* -f- z*),
(10)
which represents any surface passing through the circles just mentioned, that is, any surface of revolution of which (9) is the
axis.*
Lagrange's solution extends to the linear equation containing n independent variables. Thus the equation being
the auxiliary equations are

dx\
dx^
_
_ dxn
:
~I\'-~-^\~!
_ dz = ^~'
y and
2)
is
= o is
the condition that
(a function of x,
expressible
<H*, >,
2)
identically as a function of
u and
v, that is to say, that
=o
shall
be an
in-
tegral of
Pp + Qq= R. * When the equation Pdx
-f-
Qdy
+ Rdz = o
is
integrable (as
it
is
in
the
above example; see Prob.
be put in the form V C, represents a singly infinite system of surfaces which the Lagrangean lines cut orthogonally therefore, in this case, the general integral may be de76, Art. 20), its integral,
which
may
fined as the general equation of the surfaces which cut orthogonally the system
V=
C.
eral equation of the orthogonal surfaces,
C, u J\v) is the genConversely, starting with a given system a and v b are integrals of if u
V=
COMPLETE AND GENERAL INTEGRALS.
5?
integrals,
and
if
c lt
uy
=c
un
=c
.
.
are independent
the most general solution
is
.
/(,,
= o,
/ y\
where /is an arbitrary function.

Prob. 80. Solve xzProb. 81. Solve
^2
2T
dx
\-yz~~
xy.
dy
q)
z.
Ans. xy
z*
=/[
).
\y)
(y + z)p + (z + x}q = x + y.
Prob. 82. Solve (x
+^)(/
Ans. (x-\-y) log 2

Prob. 83. Solve x(y
z)p -\-y(z
x)q Ans.
=
x
x =/(x-\-y).
y).
z(x
-\-
y-\-
z= f(xyz).
ART.
22.

in
the preceding article that an equation between three variables containing an arbitrary function gives
rise
We
have seen
to a partial differential equation
of the linear form.

in
It
follows that,
when
the equation
is
not linear
and
q,
the
general integral cannot be expressed by a single equation of the f^rm 0(, v) o; it will, however, still be fûnd to- depend
upon a single arbitrary function. X It therefore becomes necessary to consider an integral having as much generality as can be given by the presence of arbiSuch an equation is called a " complete intrary constants. " it contains two tegral arbitrary constants (n arbitrary constants in the general case of n independent variables), because
. ;
this
is
the
tion, considered as a primitive, and
number which can be eliminated from such an equaits two derived equations.
if
For example,
(*-a)'
+ o/-)' + =
*'
/P,
a and b being regarded as

the derived equations are
arbitrary, be taken as the primitive,
-\-
zp
= o,
-f-
zq
= O,
and the elimination
of a
and b gives the
A/ +V +!)*.
of which therefore the given equation
is
a complete integral.
58
Geometrically, the complete integral represents a doubly inin this case they are spherical surfinite system of surfaces
;
and centers in the plane of xy. In general, a partial differential equation of the first order with two independent variables is of the form
faces having a given radius
F(x, y,
z,
p, q)
= O,
= o.
A
;
(l)
and a complete integral
is
of the form
2, a, b)
f(x, y,
(2)
In equation (i) suppose x, y and z to have special values, the equation namely, the coordinates of a special point becomes a relation between p and q. Now consider any surface passing through
(i), or,
of
which the equation
is
an integral of
we may call it, a given "integral surface " passing through A. The tangent plane to this surface at A determines values of / and q which must satisfy the relation just menas
tioned.
Consider also those of the complete integral surfaces [equation (2)] which pass through A. They form a singly in-
system whose-tangent planes at A have values of p and There is obviously among q which also satisfy the relation. them one which has the same value of /, and therefore also
finite
the same value of
q,
as the given integral.
Thus there
is
one
of the complete integral surfaces
which touches at
the given
follows that every integral surface (not inin the cluded complete integral) must at every one of its points
integral surface.
It
touch a surface included

It
is
in
the complete integral.*
velope of a singly infinite

integral system.
hence evident that every integral surface is the ensystem selected from the complete
Thus,
in the
this article, a right cylinder

lies in
example whose radius
at the
is
beginning of
the envelope
k and whose axis

it is
the plane of
xy
is
an integral, because
z, determining a point, together with values of/ and q, determining the direction of a surface at that point, are said to constitute an
* Values of x, y, and
of surface."
"element
"
plete
The theorem shows

all
'
in the
sense of including
complete integral is the surface elements which satisfy the
that the
comdiffer-
ential equation.
The method
is
of
grouping the "consecutive" elements to form
an integral surface
to a certain extent arbitrary.

of those
tegral
59
among the spheres represented by the complete inwhose centers are on the axis of the cylinder. If we
make the center of the sphere describe an arbitrary curve in the plane of xy we shall have the general integral in this example.
In general,
if
in
equation
</>(a),
(2)
an arbitrary relation between
a and
b,
such as b
be established, the envelope of the
singly infinite system of surfaces thus defined will represent the general integral. By the usual process, the equation of the envelope is the result of eliminating a between the two
equations
f(x, y,
z, a, 0(rt) )
= o,
o ~Tf(x y> z a 0(*)

i
>
>
(3)
These two equations together determine a
line,
namely, the
" ultimate intersection of two consecutive surfaces." Such " " characteristics of the differential equalines are called the
any particular form of the along which all integral complete integral, being them touch one another. In the surfaces which pass through illustrative example above they are equal circles with centers
tion.
They
are independent of
in fact lines
in
the plane of xy and planes perpendicular to
it.*
The example
lution
"
also furnishes an instance of a " singular so-
analogous to those of ordinary differential equations.

"
*The characteristics are to be regarded not merely as lines, but as linear elements of surface," since they determine at each of their points the direction of the surfaces passing through them. Thus, in the illustration, they are circles regarded as great-circle
elements of a sphere, or as elements of a right

to
cylinder,
and may be likened

system.
narrow hoops.
They
constitute in all cases
triply infinite
all,
The
surfaces of a complete integral system contain
them
but they are differently grouped in different integral surfaces. If we arbitrarily select a curve in space there will in general be at each of
points but one characteristic through which the selected curve passes; that
its
is,
acteristics (for all points of the curve)
whose tangent plane contains the tangent to the selected curve. These charform an integral surface passing through
;
the selected curve

itself
and
it is
the only one
which passes through
it
unless
it
be
a characteristic.
is
Integral surfaces of a special kind result
when
the se-
lected curve
reduced to a point.
In the illustration these are the results of

z.
rotating the circle about a line parallel to the axis of
60
For the planes z = k envelop the whole system of spheres represented by the complete integral, and indeed all the surtion exists
faces included in the general integral. When a singular soluit is included in the result of eliminating a and b from equation (2) and its derivatives with respect to a and b,
that
is,
from
but, as in the case of ordinary equations, this result clude relations which are not solutions.
Prob. 84. Derive
-fi.
may
in-
differential
/,
2x
+ my nz = a, f + m* + *' =
sist
where
equation from the primitive m, n are connected by the relation
Prob. 85. Show that the singular solution of the equation found in Prob. 84 represents a sphere, that the characteristics conthe straight lines which touch this sphere, and that the general integral therefore represents all developable surfaces which touch the sphere. of
all
the integral which /' -\-m* = cos" above general integral relation between the parameters.
Prob. 86. Find
from taking in the for the arbitrary constant) (a

results
ART,
23.
COMPLETE INTEGRAL FOR SPECIAL FORMS.

integral of the partial differential equation
A complete
F(x,y,z,p,q)
contains two constants, a and
b.
=o
(i)
a be regarded as fixed and it is the b as an arbitrary parameter, equation of a singly infinite system of surfaces, of which one can be found passing
If
through any given point. The ordinary differential equation of this system, which will be independent of b, may be put in the form dz = pdx -\- qdy, (2)
in which the coefficients/ and q are functions of the variables and the constant a. Now the form of equation (2) shows that
of equation
these quantities are the partial derivatives of z, in an integral (i); therefore they are values of p and q which
COMPLETE INTEGRAL FOR SPECIAL FORMS.

satisfy equation (i).
61
Conversely, if values of/ and q in terms of the variables and a constant a which satisfy equation (i) are
such as to
make equation
(2)
tem
of surfaces,
if
these surfaces will be

find values
(i)
the differential equation of a sysIn other integrals.
words,
we can
which
grable,
satisfy equation
of/ and q containing a constant a and make dz = pdx -f- qdy inte-
obtain by direct integration a complete integral, the integration introducing a second constant.
we can
There are certain forms of equations for which such values / and q are easily found. In particular there are forms in which / and q admit of constant values, and these obviously
of
make equation
(2) integrable.
Thus,
if
the equation contains
and q only, being of the form F(P*

4)
= 0,
(3)
we may
put p = a and q =
b,
provided
(4)
F(a,t)=o.
Equation (2) thus becomes
dz
= adx
-f-
bdy,
whence we have the complete

z
in
integral
c,
= ax+by-\r
(5)
(4)
which a and b are connected by the relation and c are equivalent to two arbitrary constants.
In the next place,
if
so that a, b
the equation
is
of the form
(6)
10,
*=P* + W+f(P,q\
which
of
is
analogous to Clairaut's form, Art.

are again admissible
if
constant values
p and q
this
they satisfy
(7)
this equation is
= ax + by+f(a,b\
For
c,
and
is itself
and expresses in itself the relations between the three constants. Problem 84 of the precedof the
form z
ax
+ by +
ing article
is
an example of this form.
In the third place, suppose the equation to be of the form
F(z,p,q}
= o,
(g)
62
in
q = ap, p will
which neither x nor y appears explicitly. If we assume be a function of z determined from

F(z, p, ap]
o,
say
(f>(z),
(9)
-|-
Then dz
= pdx
-\-
qdy
= o becomes dz
(f)(z)(dx
ady), which
is
integrable, giving the complete integral
that in which, while z does not explicitly occur, it is possible to separate x and / from y and q, thus putting the equation in the form
is
fourth case
If
stant
/.(*>/) =/,(* ?) we assume each member of this equation equal #, we may determine/ and q in the forms
(II)
to a con-
/
and dz
<&(>> a \
fad', a).
(12)
= pdx + qdy takes an
integrable form giving

(13)
frequently possible to reduce a given equation by transformation of the variables to one of the four forms considered
It is in this article.*
For example, the equation
x*p*
+ y q* = z*
may
be written
*The
of establishing, by
general method, due to Charpit, of finding a proper value olp consists means of the condition of integrability, a linear partial dif-
which we need only a particular integral. This may be any value of / taken from the auxiliary equations employed in Lagrange's See Boole, Differential Equations (London 1865), p. 336 also Forprocess.
ferential equation for/, of
;
syth, Differential Equations
tions are deduced in
(London 1885), p. 316, in which the auxiliary equaa more general and symmetrical form, involving both /
in fact the
and
q.
These equations are
equations of the characteristics regarded
as in the concluding note to the preceding article.
Denoting the
partial deriva-
tives of F(x, y, z,p, q) by X, Y, Z, P, Q, they are
dx IP
dy _~
' -
dz
dt>
Pp+Qq
p. 300.
X+ty
Any
>/,/
~
Y+Zq'
;
See Jordan's Cours d'Analyse

ential
(Paris, 1887), vol. in, p. 318
Equations (New York, 1889),
relation involving
Johnson's Differone or both
the quantities
/and
q,
combined with
f=o,
will furnish
proper values
of/
PARTIAL EQUATIONS, SECOND ORDER.
63
2, it
whence, putting x' a == l which ^' /'*
= log x, y' = log y,

is
is
z'
log
becomes
(3).
>
of the form F(p',
= q'}
(5)
o,
equation
a? -j- &*
Hence the
it
integral
given by equation
sin
when
i;
may
therefore be written
z'
= x' cos a-\-y'

#,
-f- c,
and restoring
x, y,
and
that of the given equation
is
= cx
co * a
y*
".
1
Prob. 87. Find a complete integral for/ q* .# sec or Ans. 2
i.
j>
.
Prob. 88. Find the singular solution Prob. 89. Solve by transformation q
+ tan a + of z = px + gy +/?
Ans. 2
xy.
zyp*.
Ans. z
Prob. 90. Solve
Prob. 91.
represents
solution.
ax
-\~
ofy*
z(p*q*}
=x
2?
+^ +
b.
Ans.
y.
(#
+ a)i + (y +
=
)1
that the solution given for the form F(z,p, q ) o o is a singular cylindrical surfaces, and that F(z, o, o)
in the foot-note
Show
Prob. 92. Deduce by the method quoted px -j- qy. complete integrals of pq
two
Ans. 22
f
f
x
-f~
a Y+A
y)
an(i z== xy-\-y ^(x''
-}-
a)
-\- b.
ART.
24.
PARTIAL EQUATIONS OF SECOND ORDER.

in
We
have seen
solution of a partial differential equation of the pends upon an arbitrary function although it
;
the preceding articles that the general first order deis
only
when
the equation
/ expressible by a the of orders no general case higher single equation. account can be given of the nature of a solution. Moreover, when we consider the equations derivable from a primitive conis
linear in
and q that
it
is
But
in
taining arbitrary functions, there is no correspondence between their number and the order of the equation. For example, if
and
q.
Sometimes several such
relations are readily found
for
example, for
the equation z
= pq
we
thus obtain the two complete integrals
and
4*
=/
64-
the primitive with two independent variables contains two arbitrary functions, it is not generally possible to eliminate them
and
their derivatives
equations of the first
from the primitive and its two derived and three of the second order.
Instead of a primitive containing two arbitrary functions, let us take an equation of the first order containing a single This may be put in the form u arbitrary function. $(v\
u and v now denoting known functions of x, y, z, p, and q. now be eliminated from the two derived equations (f>'(v) may
as in Art. 21.
Denoting the second derivatives of z by

=
9V
a*"
9**
,_9!f ~
the result
is
a-ra/ found to be of the form
ay
V,
z,
Rr
in
+ Ss-\-Tt+
and
U(rt
- /) =
(i)
which R,
S, T, U,
are functions
of x, y,
p, and,^.
reference to the differential equation of the second order " intermediate the equation u </>(v) is called an equation of
With
=
:
the
first
order
"
it is
analogous to the
first
integral of an ordi-
nary equation of the second order.
It
follows that an inter-
mediate equation cannot exist unless the equation is of the form (i); moreover, there are two other conditions which must exist between the functions R, S, T, and U.
In some simple cases an intermediate equation can be obtained by direct integration. Thus, if the equation contains derivatives with respect to one only of the variables, it may be treated as an ordinary differential equation of the second order,
the constants being replaced by arbitrary functions of the other variable. Given, for example, the equation xr p xy,
which may be written xdp
pdx
= xy dx.
x when
divided by
x*,
This becomes exact with reference to
and gives the intermediate equation
A second
integration (and change in the form of the arbitrary
function) gives the general integral z $yx* log x -f
PARTIAL EQUATIONS, SECOND ORDER.

Again, the equation p-\-r-\-s=i gives the intermediate equation
is
65
already exact, and
which
is
of Lagrange's form.
dx
of which the
first
= dy = x - zdz
x
The
auxiliary equations* are

-,
-f
<t>(y)
gives
is
y
-}-
= a, and
e
eliminating
x from the
second,
its
integral
of the
form
0( y] 4"
~y
b.
=a
Hence, putting b
$(a),
we have
made
for the final integral
in
which a further change
is
in the
form of the arbitrary
function 0.
Prob. 93. Solve
Prob. 94.
Prob. 95.
Prob. 96.
= e* + ey c* + <p Ans. z = ye y Solve r+p* = y\ Ans. z = log [^00 - e-**] + = x. Solve /(j Ans. 2 = (x +y) logj> + 0(*) + #(* = 0(.y) + ^( 2 Ans. Solve /^ qr = o.
/
/)
^c
)-
Prob. 97. Show that Monge's equations (see foot-note) give for Prob. 96 the intermediate integral p (p(z) and hence derive the
solution.
treatises) of finding
* In Monge's method (for which the reader must be referred to the complete an intermediate integral of
Rr +
when one
exists, the auxiliary
Ss
Tt
= V
equations
Rdy*
are established.
Sdy dx
+
in
Tdo*
= o, = pdx
Rdp dy
qdy,
Tdq dx
Vdx dy
These,
connection with
dz
-f-
form an incomplete system of ordinary differential equations, between the five variables x, y, z, p, and q. But if it is possible to obtain two integrals of the = the form in v = b u = 0(z>) will be the intermediate integral. a, system
t
The
first
of the auxiliary equations

If
is
a quadratic giving two values for the ratio
dy.dx.
these are distinct, and an intermediate integral can be found, for
each, the values of

jntegrable,
p and q determined from them and give the general integral at once.
will
make dz
= pdx
-(-
qdy
6G
Prob. 98. Derive by Monge's method for q*r o 2pqs -\- p*t q <fi(z), and thence the general integral. Ans. y x<f>(z)
the intermediate integral/
ART.
25.
LINEAR PARTIAL DIFFERENTIAL EQUATIONS.
variable
Equations which are linear with respect to the dependent and its partial derivatives may be treated by a method
in the case of
analogous to that employed

equations. ent variables
We
shall consider
ordinary differential only the case of two independ-
x and
y,
and put
" Da*'
~ D' -
a/
so that the higher derivatives are denoted by the symbols D*, 3 rt etc. DD', Supposing further that the coefficients are
D D
,
constants, the equation
may
be written
in
the form
(i)
f(D, D')z =. F(x, y\

in
f denotes an algebraic function, or polynomial, of which the degree corresponds to the order of the differential
which
"
Understanding by an integral" of this equation an explicit value of z in terms of x and y, it is obvious, as in Art. 1 5, that the sum of a particular integral and the general
equation.
integral of
AD,
will constitute
is,
D'}z
=o
(i).
(2)
an equally general solution of equation

is
It
however, only when f(D, D')
a homogeneous function of
and D' that we can obtain a solution of equation (2) containing n arbitrary functions,* which solution is also the "comple-
mentary function"
for equation (i).
Suppose then the equation to be of the form
and
*
let
us assume
<p(y
-f-
mx),
(4)
It is assumed that such a solution constitutes the general integral of an independent equation of the th order; for a primitive containing more than to an equation of the elimination rise their cannot functions by give arbitrary
th order.
LINEAR PARTIAL EQUATIONS.
67
where
m a constant to be determined. From equation (4), = m(p'(y mx) and D = <j>\y mx}, so that Dz = mD'z, D*z = m*D'*z, DD'z = mD'*y, etc. Substituting in equation (3)
is
Dz
-f-
'z
-j-
and rejecting the factor D' nz or
(n)
(f>
(y
.
-\-
mx),
we have
o
(5)
Ajn*
of this equation, * <t>i(y
+ A,m
n- 1
-f
+ An =
9
,
.
for the determination of m.
If
;,,
mn are distinct roots
+ m **) +<P*( y + m **} +

(3).
;
+
QX
<i>n(y
+ m x)
n
(6)
is
the general integral of equation
For example, the general

found to be z = Bx form Axy
(f)(y -\-f-
integral of
--.,
=o
is
thus
oy
of the
x]
-jis
$(y
*)
Any expression
;
Cy
-\-
a particular integral
accordingly
it
is
expressible as the
sum
of certain functions of
x -\- y and
y respectively. The homogeneous equation

form
(3)
may now be
n D'}z
written sym-
bolically in the
(D - mjy)(D - m,D'} ...(D- m
= o,
(7)
in
which the several factors correspond to the several terms of
If- two of the roots of equation (5) are the general integral. to the lt corresponding terms in equation (6) are equal, say, To form the general equivalent to a single arbitrary function.
integral
we need an
integral of
(D
in
- m.DJz - o
This
will in fact
<f>(y
(8)
addition to
0(j
-)-
m x}.
}
be the solution of
(9)
(D
if
m,D'}z
,*);
we operate with D for, m^D' upon both members of this Writing equation (9) in the equation, we obtain equation (8).
form
p
-V
m,q
(f>(y
+ mx\
Lagrange's equations are

.
0(7
+ *!*)
.
giving the integrals
-f- #*,.*
= #, ^ = x<p(a)
m^x)
-\- if)(y -\-
-}- b.
Hence the
(10)
integral of equation (9)
is
x(f)(y -|-
ntji),
63
and regarding also as arbitrary, these are the two independent terms corresponding to the pair of equal roots.
has a pair of imaginary roots m the corresponding terms of the integral take the form
If
equation
(5)
zV,
which when
terms.
If
and
ip
are real
functions contain imaginary
we
restrict
ourselves to real integrals
we cannot
say that there are two radically distinct classes of intebut if any real function of y -(- JJLX ~\- ivx be put in the grals
;
now
form X-\-iY, either of the

integral of the equation.
real functions
X or
Y will
be an
Given, for example, the equation
of which the general integral

s
is
0(7
+ "0
to obtain a real integral take either the real or the coefficient

of the imaginary part of
0(/)
# we
in
find
ey
any real form of (f>(y -j- ix]. Thus, if cosx and ey sin;r, each of which is an
integral (see Chap. VI, p. 245).
As
the corresponding case of ordinary equations, the
particular integral of equation (i) may be upon the solution of linear equations of the
made
first
to
depend
order.
The
inverse
symbol
-=?
^^(x, y)
in the
equation corresponding
to equation (14), Art. 16, denotes the value of z in
(D
For
mD'}z
F(x, y)
or
mq
= F(x, y).
b
(l 1}
this equation
-j-
Lagrange's auxiliary equations give

z
mx =
a,
F(x, a
is
mx)dx -f-
= F^(x, a)
-f- b,
and the general integral
mx).
(12)
The
first
term, which
is
the particular integral,
may
thereinte-
fore be found
by subtracting
mx
from
in
F(x,
y},

grating with respect to x, and then adding
result.*
69
mx
to
in
the
certain forms of F(x, y) there exist more expeditious methods, of which we shall here only notice that which applies
For
to the form
F(ax -\- by). Since DF(ax -f- by) = aF'(ax -f by) and D'F(ax -f- by) = bF'(ax -\- by), it is readily inferred that, when f(D, D') is a homogeneous function of the wth degree,
That
by) = f(a, b)F*\ax f(D,D')F(ax by). ax -\- by, the operation of f(D, D') on if t
(13)
F(t) is to and the th demultiplication by/(a,b) taking equivalent final result still a the function of /. It follows rivative, being
is,
that, conversely, the operation of the inverse
function of
t is
equivalent to dividing by f(a,
symbol upon a b) and integrating
n times.
Thus,
^
When ax -(- by
equation
(5),
is
ff. .fPWT.
.
(H)
a multiple of y -f- w,-^, where m^ is a root of this method fails with respect to the correspond-
ing symbolic factor, giving rise to an equation of the form (9), of which the solution is given in equation (10). Given, for example, the equation
6*2 d*Z 6*2
or
(D D') (D + 2D')z = sin (x The complementary function is <p(y
y) -f sin (x
y).
+ + $(y
*")
2x).
y), in
The
which
aris-
part of the particular integral arising from sin (x
i,
i, is
/ /
this
sin
tdf
is
= ~ sin (x
y).
That
* The symbolic form of
theorem
corresponding to equation
addition of
(13),
Art. 16.
The symbol e^xD here
indicates the
mx
to
y
~~"
in the
operand.
f\
Accordingly, using the expanded form
of the symbol,
ffttxIJ
22
'
lA
fttX
**
~~i
X2 ~^~
<5y*
~T~
8y
the symbolic expression of Taylor's
f\
V) "^
f\
V ^~
fttX\
Theorem.
70
is
ing from sin (x -\-y) which
of the
form of a term
cos (x
in the
com-
plementary function
tion (10)
is
is
jr,
+ j), which by equaintegral of
\x
cos (x -\-y).
is
Hence the general

(x
the given equation
0( y
+ *) + $(y - 2*}+% sin
-y)-\x cos (* +
j)..
If in the equation f(D, D')z = o the symbol f(D, D'), though and D', can be separated not homogeneous with respect to sum of those corresponding is still the into factors, the integral
The integral of a factor of to the several symbolic factors. the first degree is found by Lagrange's process; thus that of
(D
is
mD'
a)z
-\-
=o
(15)
^"0( y
mx).
(16)
But in the general case it is not possible to express the Let us, howsolution in a form involving arbitrary functions.
ever,
assume
*=<***+*,
where c, h, and k are constants. and >'<**+**= k<*x + ky substitution
,
(17)
= he + Since in f'(D,D'}z = o gives

Dehx+ky
kx
k:r
hx
cf(fi,
k)e
lrky
= o.
Hence we have a
satisfy the relation
solution of the form (17)
whenever h and k
Ak>k}
c
= o,
is
(18)
being altogether arbitrary. It write the more general solution
obvious that
we may
also
z=2ce** +F<*,
where k
(19)
(18),
= F(h) is derived from
equation
and
and h admit
of an infinite variety of arbitrary values.
fkx
+ FWy
Again, since the difference of any two terms of the form w jth different values of h is included in expression
(19),
we
is
infer that the derivative of this expression with respect
to h
also an integral,
and
in like
manner the second and
higher derivatives are integrals.
For example,
if
the equation
is
71
classes of in-
which equation (18) tegrals of the forms

for
is
f?
o,
we have
27)],
e**
(x -f 2/^)
+ 6y(x
-f-
In particular, putting
Cl
y
//
o we obtain the algebraic integrals
x c&? + 27), ,(*' + 6*y), etc. The solution of a linear partial differential equation with variable coefficients may sometimes be effected by a change of the independent variables as illustrated in some of the exama triple root the corresponding.
t
ples below.
Prob. 99. Show that if m terms of the integral are o?<t>(y

'
is
B u 100. Solve Prob.

Prob. ici. Solve
+ m x) x$(y-{- w,#) 92 9^ 2^-^-- 3^^-- 2^ =

-\-
9>j5
d*
o.
dxdy
Ans. 2
Prob. 102. Solve
+ ^^ =
0(^)
1
Ans. z
+y)+ xx(x +y) y log *. (D + $DD' + 6D n )z = (y - 2 Xy\

-f-
^
$(x
fiz
dy
+ - = ^.
3
(f>(y
2 x)
+ ip(y
$z
2
3^)
+ x log (y
2x).
tfz
Prob. 103. Solve ^-;
-^-^- -f ^
&z
= 0.
Prob. 104. Show that for an equation of the form (15) the solution given by equation (19) is equivalent to equation (16).
i
Prob. 105. Solve
tfz
x ^-5 dx
--1^- =
i
d*z
x dx
y dy
^1
dz --;^~
i
y dy
by transpose
tion to the independent variables x* an
Prob.,06.
So,ve,'l
INDEX.
Auxiliary system of lines, 51, 55.
Besselian functions, 44 note.
Bessel's equation, 43. Boundary (of real solutions), 17.
Lagrange's
lines, 55.
Lagrange's solution, 53, 56. Linear elements of surface, 59 Linear equations, 10, 34, 36.
note.
Linear partial differential equation, 66. Logarithmic solutions, 44 note, 46 note.
Characteristics, 59.
Clairaut's equation, 22, 61.
Complementary function, 35, 48. Complete integral, 2, 30, 57, 60.

Condition of integrability, 50.
Cusp-locus, 17, 20.
Monge's method, Monge's solution,

Node-locus,
19.
65, Prob. 97 note. 53, Prob. 79
Non-integrable equation, 51.
Decomposable equations,
Direct integration,
2.
13.
Differentiation, solution by, 20.
Operative symbols, 36, 41. Order, equations of first, i.

of second, 28.
Discriminant, 16, 18.
Doubly
infinite systems, 26, 31.
Orthogonal surfaces, 52 Orthogonal trajectories,
note,
24.
Parameters or arbitrary constants,

Envelope,
15.
4,
15, 26, 31, 60. 29, 49.
Equation of energy,
Exact
Partial differential equations.

first
Equipotential surfaces, 52 note.

differentials, 2, 51.
6, 27, 30, 36.
order and degree,

/
53.
linear, 66.
Exact equations,
Extension of the linear equation,

Finite solutions, 45 First integral, 30, 31.
First order
12.
second order, 63 Particular integral. 2
First order
and degree, i, 50. and second degree,
determined in series, 46. of linear equation, 35, 38. 41 Pencil of curves, 14.
12.
Primitive 5 55
Separation of variables.
2,
General integral, 53, 57. Geometrical applications,
51.
Series, solutions in, 42, 23, 31.

differ
Geometrical representation of a
ential equation, 3, 13, 15, 26.
Simultaneous equations, 25, 47 Singular solutions, 15, 18, 26 note, 59.
Homogeneous Homogeneous
equations, 9.
linear equations,
Symbolic solutions, 37 et seq., 41, 67. Systems of curves, 4, 26, 31. Systems of differential equations, 47. 40
Tac
Integral, 26, 34, 49, 66.
locus,
Trajectories, 23
Integral equation, 26.

Integral surface, 58.
Transcendental and algebraic forms of

solution, 2.
Integrating factors, 8,
n,
33.
Transformation of linear equations, 46.

Ultimate intersections,
19, 59.
Jacobians, 55 note.
<j*
t3
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not
move
the card
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from
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Mansfield Merriman and Robert S. Woodward.

No. No. No.

of Modern Mathematics. DAVID EUGENE SMITH, li.oo net.

MAHON. $1.00 net. Harmonic Functions.

By JAMES McBy WILLIAM

of Relativity. Ji.oo net. of

Algebraic Invariants. DICKSON. $1.25 net.

Mortality Laws and Statistics.

Ten British Mathematicians. By ALEXANDER MACFARLANE. $1.25 net.

JOHN WILEY & SONS,

MANSFIELD MERRIMAN AND ROBERT

THE UNITED STATES NAVAL ACADEMY.

NEW YORK: JOHN WILEY &

CHAPMAN & HALL,

UNDER THE TlTLE

Second Edition, January, 1898. Third Edition, August, 1900.

that given in classical

prove advantageous to readers in special lines of

It is the intention of the publishers

monographs same seems

to time, if the call for the

astronomy, mechanics, and mathematical physics

to divide the Infinitesimal Calculus, or Calcu-

lus of Continuous Functions, into three parts,

under the heads

and those involving the fluxions and both

account of the inverse character which thus attaches to

methods, of such a primitive,

expressible in the elementary functions which

constitute the original field with which the Differential Calculus

handling of the new functions with which the

of extensive use of graphic representations in

ordinary differential equation of the first order, the

singular solutions, following Cayley,

and a comparison with the

in use, illustrates the great utility of this point

these coalesce so as to form linear surface elements

of integrals in convergent series, have been treated as fully as space

each section will be found at

the principles developed in close, and a full index of subjects

13. 14. 15.

words, given an equation of the form

which the general solution

written in the form

the equation serves to define a

involve not only x, but the

or, to write the equation in a form analogous to equation

also the solution

expression of either variable as a function of the other, but

y which makes either an

obvious. For example, given the equa-

In general, the given expression act differential,

Mdx -j- Ndy

The most obvious method

For example, given the equation

the variables are separated by dividing by (\-\-x](\

put for the constant ^.

Solve the equation dy

4. Helrnholtz's equation for the strength of an electric current C at the time / is

value shall be zero.

may be graphically values of x and y to be

path to the axis of