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8.3.12.

x = 3 cos t, y = 8 sin t, y = 4 ( y 4 ).

8.3.13.

x = 6(t sin t), y = 6(1 cost),

y = 0 , y = 6 ( 0 y 6, 0 x 2π ).

8.3.14.

x = 8 cos3 t, y = 4 sin3 t, x = 3

3 ( x 3 3 ).

8.3.15.

x = 6 cos t, y = 4 sin t, y = 2

3 ( y 2 3 ).

8.3.16.

x = 10(t sin t), y = 10(1cos t), y = 15 (15 y , 0 x 6π ) .

8.3.17.

x = 2 2 cos3 t, y =

2 sin3 t,

x = −1 ( x ≤ −1).

8.3.18.

x =

2 cos t, y = 4

2 sin t, y = −4 ( y ≤ −4 ).

8.3.19.

y = t sin t, x = 1cos t, x = 1 (1 x , 0 y 2π ).

8.3.20.

x = 9 cos t, y = 4 sin t, y = 2 ( y 2 ).

8.3.21.

x = 8(t sin t), y = 8(1cos t),

y = 12 (12 y , 0 x 6π ).

8.3.22.

x = 24 sin3 t, y = 2 cos3 t, x = 9

3 ( x 9 3 ).

8.3.23.

x = 2(t sin t), y = 2(1 cost),

y = 2 , y = 3 ( 2 y 3 , 0 x 4π ).

8.3.24.

x = 4 2 cos3 t, y =

2 sin3 t,

x = −2 ( x ≥ −2 ).

8.3.25.

x = 2

2 cos t, y = 5

2 sin t,

y = −5 ( y ≥ −5 ).

8.3.26.

x = 4(t sin t), y = 4(1cos t),

y = 6 ( 6 y , 0 x 4π ).

8.3.27.

x = 8 cos3 t, y = 2 sin3 t, x = −1 ( x ≤ −1).

8.3.28.

x = 2 cos t, y = 3sin t, x = −1 , x = 1 ( 1 x 1).

8.3.29. x = 8(t sin t), y = 8(1 cost), y = 4 , y = 12 ( 4 y 12 , 0 x 2π ).

8.3.30. x = 4 cos3 t, y = 8 sin3 t, y = 1 , y = 3 3 (1 y 3 3 ).

8.4. Find the arc length.

8.4.1. y = 1 x2 + arcsin x , x [0;1] .

8.4.2. y = ln

2

, x [ 3; 8] .

x

 

 

8.4.3. y = (x2

2 ln x) / 4 , x [1; 2] .

8.4.4. y = ln x , x [ 3; 15] .

8.4.5. y = 1 x2

+ arccos x , x [0; 8 / 9] .

8.4.6. y = 2 + ch x ,

x [0;1] .

8.4.7. y = e x 1 ,

x [ln 8; ln 15] .

8.4.8. y = e2x + e2x , x [0; 2] .

2

8.4.9.y = ln sin x , x [π / 3; π / 2] .

8.4.10.y = 3 ch x , x [0;1] .

181

8.4.11. y = 1 + ln cos x , x [0; π / 3] .

8.4.12. y = arcsin ex , x [0;1] .

8.4.13. y = ln sin 2x , x [π / 6; π / 3] . 2

8.4.14.y = ln 7x , x [ 15; 24] .

8.4.15.y = ln(1 x2 ) , x [0;1/ 4] .

8.4.16. y =

x3

+

1

 

, x [1; 3] .

 

2x

6

 

 

 

8.4.17. y = x

 

 

x3

, x [0; 4] .

 

 

 

 

3

 

8.4.18.y = ln(x2 1) , x [3; 4] .

8.4.19.y = − ln cos x, x [0; π / 6] .

8.4.20.y = x4 + 1 , x [1; 2] . 32 x2

8.4.21.y = arcsin x 1 x2 , x [0;15 /16] .

8.4.22.y = − arccos x + x x2 , x [0;1/ 4] .

8.4.23. y = 1 + arcsin x 1 x2 , x [0; 3 / 4] .

=x + sin 2x − π

8.4.24.y tg x , x [0; / 4] . 8 16

8.4.25.y = − arccos x + x x2 + 2 , x [1/ 9;1] .

8.4.26.y = 1 arccos x + 1 x2 , x [0; 9 /16] .

8.4.27.y = 1x2 , x [0; 8 / 9] .

8.4.28. y =

x2

ln x

x2

ln ln x

,

x [e; e2 ] .

 

 

 

 

 

2

 

4

4

 

 

 

8.4.29. y = 4 arccos x

x x2

, x [0;1/ 2] .

 

8.4.30. y = 3 e x ,

x [ln 15; ln

24] .

 

8.5. Find the arc length.

 

 

 

 

 

8.5.1. x = et (cos t + sin t), y = et (cos t sin t),

0 t 2π .

8.5.2. x = 2(cos t + t sin t), y = 2(sin t t cos t),

0 t ≤ π / 2 .

8.5.3. x = 4(2 cos t cos 2t), y = 4(2 sin t sin 2t), 0 t ≤ π .

182

8.5.4.

x = (t2 2) sin t + 2t cos t, y = (2 t2 ) cos t + 2t sin t, 0 t ≤ π .

8.5.5.

x =

1+ t2 , y =

 

1

t

1+ t2

1

ln(t +

1+ t2 ), 0 t 1 .

2

 

 

 

 

 

 

2

 

 

8.5.6.

x =

2

t3 ln t

4

 

 

t3 , y = t ln t t,

1 t 3 .

3

9

 

 

 

 

 

 

 

 

 

 

 

8.5.7. x = 2 cos t cos 2t, y = 2 sin t sin 2t, 0 t 2π .

8.5.8. x = ln(1+ sin t) ln cos t, y = ln(1cos t) ln sin t, π / 6 t ≤ π / 3 .

8.5.9. x = tet (sin t cost) + et cost, y = tet (cost + sin t) et sin t,

0 t 2π .

8.5.10. x = (1 2t2 )cos 2t + 2t sin 2t, y = (2t2 1)sin 2t + 2t cos 2t,

0 t 2π .

8.5.11. x = 5(t sin t), y = 5(1cos t), 0 t ≤ π .

 

8.5.12. x = 2t sin 2t, y = 2 sin2 t, 0 t ≤ π .

 

8.5.13. x = 2 arctg t, y = ln(1+ t2 ), 0 t 1 .

8.5.14.x = cos t + t sin t, y = sin t t cos t, 0 t 2π .

8.5.15.x = et sin(t + π / 4), y = et cos(t + π / 4), 0 t ≤ π .

8.5.16.x = 3(t sin t), y = 3(1cos t), π ≤ t 3π .

8.5.17.x = 2 cos3 t, y = 2 sin3 t, 0 t ≤ π / 3 .

8.5.18.x = 6 cos3 t, y = 6 sin3 t, π / 2 t ≤ π .

8.5.19.x = et cos(t − π / 4), y = et sin(π / 4 t), 0 t ≤ π .

8.5.20.x = 4 cos3 t, y = 4 sin3 t, π ≤ t 2π .

8.5.21.x = 2 cos t cos 2t, y = 2 sin t sin 2t, 0 t ≤ π / 3 .

8.5.22.

x = (t2 2) sin t + 2t cos t, y = (2 t2 ) cos t + 2t sin t, 0 t ≤ π .

8.5.23.

x = 2(cos t + t sin t), y = 2(sin t t cos t),

0 t ≤ π .

8.5.24.

x = t cos t, y = t sin t, 0 t ≤ π .

 

8.5.25.

x = (t2 2)sin t + 2t cost, y = (2 t2 )cost + 2t sin t, π / 2 t 2π .

8.5.26.

x = ln(1+ sin 2t) ln cos 2t, y = ln tg t,

π / 8 t ≤ π / 6 .

8.5.27.x = t cos t, y = t sin t, π / 2 t ≤ π .

8.5.28.x = 7(t sin t), y = 7(1cos t), 0 t 4π .

8.5.29.x = 2t sin 2t, y = 2 cos2 t, 0 t 2π .

8.5.30. x = 8 sin3 t, y = 8 cos3 t, 0 t ≤ π .

183

Module

DIFFERENTIAL EQUATIONS

General characteristic of the module. The mathematician is generally interested in the purely formal processes and results of a mathematical investigation, independent of any particular interpretation. The physicist or engineer is likely to be interested in a result because of its meaning or interpretation when applied to some particular physical situation. The mathematical procedures, the particular interpretation, both are essential. In this chapter purely formal work and applications go hand in hand.

Text organization

Topic 1. Differential equations of the first order.

Topic 2. Differential equations of order higher than the first. Topic 3. Linear differential equations with constant coefficients.

Topic 4. Simultaneous equations (Systems of the differential equations).

Basic concepts. 1. Elementary differential equations. 2. Particular solutions (Cauchy’s problem). 3. The most general and particular solutions. 4. Simultaneous equations.

Basic problems. 1. Finding the most general solution of the differential equation. 2. Finding the particular solution of the differential equation through the given point. 3. Finding the most general solution of the simultaneous equations. 4. Compound-interest law problems.

Topic 1 .Differential equations of the first order and the first degree

Definitions and elementary problems. Solution of differential equation. Variables separable. Homogeneous equations. Linear differential equations. Equations reducible to linear form. Exact differential equation. Applications.

Literature: [2, section 3, ch. 3.1], [4, section 8, § 25], [6, section 11, ch. 11.1], [8, section 13, §§1—9], [10, §§1—2].

184

 

Main concepts

Т.1

 

 

1.1. Definitions and elementary problems

An equation involving differentials or derivatives in its expression is a differential equation. If the equation contains total differentials, total derivatives, or both, but does not contain partial derivatives, it is called an ordinary differential equation; if it contains partial derivatives, it is called a partial differential equation.

The order of a differential equation is the order of the highest-ordered derivative involved in its expression. For instance, the differential equation

y′′ + xy′ + 2y 4 = 0 is of the first order.

The degree of a differential equation is the degree that its highest-ordered derivative would have if the equation were rationalized and cleared of fractions with regard to all derivatives involved in it.

A solution, or integral, of an ordinary differential equation in two variables is a relation between the variables which satisfies the equation.

If, in particular, the solution has the form y = f(x), then replacement of y and the derivatives of y with respect to x by f(x) and its derivatives produces an identity.

The general solution of the first-order differential equation y′ = f (x, y) or F(x, y, y) = 0 is a function y = ϕ(x, C) , where C represents an arbitrary

constant.

A particular solution to the differential equation is a function y= ϕ(x, C0) such that y(x0 ) = y0

1.2. Variables separable

Only certain types of differential equations can be solved in terms of ordinary functions, and generally each type calls for a special method of integration.

We shall first consider a differential equation of the first order and first degree, which can easily be reduced to the form

M (x)dx + N ( y)dy = 0 ,

(3.1)

Where M(x) is a function of x alone and N(y) is a function of y alone. This type is referred to as variables separable. Direct integration of equation (3.1) gives the general solution

M (x)dx + ∫ N ( y)dy = C ,

(3.2)

Where C is an arbitrary constant. It is evident that equation (3.1) would result from differentiating equation (3.2), even if we should write any function of C instead of C.

A differential equation

185

A homogeneous expression of the mth degree in x and y is an expression such that if x and y are replaced by tx and ty, the result will be the original expression multiplied by tm, or, analytically expressed,

f (tx,ty) = t m f (x, y)

M1(x)N1( y)dx + M2 (x)N2 ( y)dy = 0

is also a separable differential equation. Dividing it by N1 ( y)M 2 (x) 0 , we have

M1 (x)

N2 ( y)

 

 

dx +

 

dy = 0 .

M 2 (x)

N1 ( y)

Remark. It may happen that the following solutions may be lost.

N1 ( y)M 2 (x) = 0 .

(3.3)

1.3. Homogeneous equations

Thus, x2 y2 is homogeneous in x and y any polynomial all terms of which are

for (tx)2 – (ty)2 = t2(x2 y2). In fact, the same degree in x and y is

homogeneous. It appears also that such an expression as x2 y2

+ y sin

y3

is

x3

homogeneous, since

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(ty)3

 

 

 

 

 

 

 

 

 

 

 

(

 

)

2

 

(

 

)

2

 

 

 

2

2

y3

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

3

 

 

 

 

 

 

 

 

 

 

 

3

 

 

 

 

 

 

 

 

 

 

tx

 

 

 

ty

 

 

+ty sin

(tx)

= t

x y

 

+ y sin

x

.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

The function

 

f (x, y) =

x2 + y2

 

is homogeneous expression of the zero

 

2x2 y2

 

degree, therefore

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

f (tx,ty) =

t 2 x2 + t 2 y 2

 

=

t 2 (x2 + y 2 )

= t 0 f (x, y) .

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

2t 2 x2 t 2 y 2

 

 

t 2 (2x2 y 2 )

 

 

 

 

 

 

A differential

equation y′ = f (x, y)

is

homogeneous

in x

and y if

 

 

f (x, y) is homogeneous function of the zero degree.

A differential equation

M (x, y)dx + N(x, y)dy = 0

is homogeneous in x and y if M (x, y) and N(x, y) are homogeneous

functions of the same degree in x and y.

To solve for y, we convert the homogeneous differential equation to the form:

 

y

y′ = g

 

 

 

 

x

186

Either of the substitutions, y = xu(x), where u(x) is the new unknown function, will reduce any homogeneous differential equation of the first order and first degree to the type of variables separable

For the equations of the form

 

 

 

a x

+ b y + c

 

 

 

 

y′ =

f

 

1

1

1

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

a2 x

+ b2 y + c2

t and v are

we could have used the substitutions x = t + α ,

y = v + β , where

the new variables, α and β are solutions of the system

 

 

 

a1 α+ b1 β+ c1 =

0,

(3.4)

 

 

 

α+ b2 β+ c2

= 0

 

 

a2

 

such circumstances

= a1b2 a2b1 0 .

If

 

= 0 , the

substitution

z = a1x + b1 y + c1 transforms the given expression to homogeneous differential equation.

1.4. Linear differential equation. Equations reducible to linear form

A differential equation M (x, y)dx + N(x, y)dy = 0 of any order is said to be

linear when it is of the first degree in the dependent variable and its derivatives. It follows that the general type of a linear differential equation of the first order is

 

 

y′ + P(x) y = Q(x),

 

 

 

(3.5)

where P and Q are functions of x only.

 

 

 

 

To find an integrating factor of (3.5) let us solve

 

 

 

y′ + P(x) y = 0 .

 

 

 

(3.6)

Here the variables are separated and the solution is

dy

dy

dy

= −P(x)dx ;

dx = − P(x) y ;

y = − P(x)dx ;

 

 

y

ln y = −P(x)dx + ln C .

Finally,

y = CeP(x)dx .

Thereafter, to solve an equation having the form (3.5) two following methods by Bernoulli and by Lagrange are used.

Bernoulli’s method. Solution of (3.5) is defined as the product of the two unknown functions u(x) and v(x) , namely

y(x) = u(x)v(x).

187

Substituting in (3.5), we get

 

du

v + u

dv

+ P(x)uv = Q(x) ,

 

 

 

dx

 

dx

 

 

 

 

or

 

 

 

 

 

du

 

 

 

dv

 

 

 

+ P(x)u v + u

 

= Q(x).

 

dx

dx

 

 

 

 

Define u(x) such as the expression in a parenthesis be equal to zero, then

du

+ P(x)u = 0,

 

dx

(3.7)

 

dv

 

 

= Q(x).

 

u

 

 

 

 

dx

 

 

 

 

 

The first equation has the following particular solution (C = 0):

u(x) = eP(x)dx .

The second equation of (3.7) has the form (3.6), hence

 

dv

P(x)dx

 

 

dv

= Q(x)e

P(x)dx

, v = Q(x)e

P(x)dx

 

 

 

 

 

e

 

 

=Q(x),

 

 

 

 

 

dx + C.

 

 

dx

 

 

 

dx

 

 

 

 

Thus

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

P(x)dx

P(x)dx

Q(x)e

P(x)dx

 

 

 

 

 

 

 

 

 

y =uv =Ce

 

+e

 

 

 

 

dx.

 

(3.8)

Lagrange’s method. Solution of (3.5) is defined in the form

 

 

 

 

 

 

 

 

 

 

 

 

 

y = C(x)eP(x)dx .

 

 

 

 

 

(3.9)

This has the form (3.6) if C is a constant. If C(x) is a new function substituting (3.9) in (3.5), we get C(x) = Q(x)eP(x)dx . Therefore,

C(x) = Q(x)e

P(x)dx

dx +C1

,

 

where C1 is any constant. Then, the general solution is

 

y = eP(x)dx

 

 

 

 

C1 +

Q(x)eP(x)dx dx ,

 

 

 

 

 

 

 

 

 

 

which is identity with (3.8).

Remark. Sometimes the differential equation is easily computed if x is a function of y, namely x′ + P( y)x = Q( y) .

188

Equations reducible to linear form. The equation y′ + P(x) y = Q(x) yk ,

where k is a real number (k 0; 1 ), is named Bernoulli’s equation. To solve it, we first divide by yk and obtain

y-k y+ P y1-k = Q. This form suggests the substitution

z = y1k , z= (1 – k) y-k y.

Substituting, we get

 

z

+ Pz = Q ,

 

1k

a linear equation.

 

1.5. Exact differential equation

The formula for the total derivative of function u(x, y) is du ux dx + uy dy = M (x, y)dx + N (x, y)dy .

Any expression which is exactly the total differential of some function of x and y is called an exact differential, and such an expression equated to zero is an exact differential equation. It appears then that an expression

 

 

 

 

 

M (x, y)dx + N (x, y)dy = 0

 

is exact if there exists a function u(x, y)

such that

 

 

 

 

 

 

 

 

 

M =

u

 

, N =

u

.

 

 

 

 

 

 

 

 

 

x

y

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

From this we obtain

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

M

=

2u

,

N

=

 

 

2u

 

.

 

 

 

 

 

y

 

y x

x

 

x y

 

 

 

 

 

 

 

 

 

 

 

Since

2u

=

2u

, it appears that

 

 

 

 

 

 

 

y x

x y

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

M = N y x

(3.10)

(3.11)

is necessary condition that the left side of (3.10) be an exact differential. If M = ux is hold,

189

u = x M dx + ϕ(y),

(3.12)

x0

 

where ϕ(y) does not contain x and the superscript x means that y is to be held constant during the integration. Substituting the value of u from (3.12) in

N= uy , we obtain

 

 

 

 

u

 

 

 

x

 

 

 

ϕ

 

 

 

 

 

 

 

 

 

=

 

 

M dx +

= N ,

 

 

 

 

 

y

 

y

dy

 

or

 

 

 

 

 

 

 

 

x0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

ϕ

 

 

 

x

 

 

 

 

 

 

 

 

 

 

 

 

= N

M dx.

 

 

 

(3.13)

 

 

 

 

 

y

y

 

 

 

 

 

Since

the partial

derivative with

 

 

x0

 

 

to x of the right

member is

 

respect

 

N

M

, it is zero. Therefore the right member does not contain x. Hence we

x

y

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

find, by integrating (3.13), that ϕ is

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y

 

x

 

 

 

 

y

 

 

 

 

 

 

 

 

 

ϕ =

N

M dx

dy =

N(x , y)dy + C.

 

 

 

 

y

 

 

 

 

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

y0

 

 

x0

 

 

 

 

y0

 

 

 

 

 

 

 

Substituting ϕ in (3.12) we get

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

x

 

 

 

 

 

y

 

 

 

 

 

 

 

 

 

 

 

u(x, y) = M (x, y)dx + N(x0 , y)dy + C = 0.

 

 

 

 

 

x0

 

 

 

 

 

y0

 

 

 

 

 

 

 

 

 

1.6. Simple applications

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Any differential equation of the first degree may be written in the form

 

 

 

M(x, y)dx + N(x, y)dy = 0, or

 

y= –

M (x, y)

 

 

 

 

 

 

.

(3.14)

 

 

 

 

N(x, y)

As yevaluated for a curve represents its slope, it appears that equation (3.14) assigns to every point in the plane of a slope and that any curve represented by a solution of (3.14) must have a slope given by (3.14). If, then, we can find the expression for the slope of a curve, we can find the curve as a solution of a differential equation. If the equation of a particular curve passing through a point is wanted, the constant of integration must be replaced by such a number that the coordinates of the point will satisfy the equation.

If a particle of mass m moves in a line with acceleration a, under the influence of several applied forces whose resultant is F, then, in accordance with

190

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