ALFRED GRAY MICHAEL MEZZINO MARKA.

PINSKY

Introduction to
Ordinary Differential
Equations with
Mathematica®
An Integrated Multimedia Approach

%JmT} Web-Enhanced Includes CD-ROM

TABLE OF CONTENTS

Preface vii

Acknowledgments xiii

1. Basic Concepts 1
1.1 The Notion ofa Differential Equation 1
1.2 Sources of Differential Equations 4
1.3 Solving Differential Equations 7

2. Using Mathematica 17
2.1 Getting Started with Mathematica 17
2.2 Mathematica Notation versus
Ordinary Mathematical Notation 21
2.3 Plotting in Mathematica 29

3. First-Order Differential Equations 35

3.1 Introduction to First-Order Equations 35

xv
XVi Table of Contents

3.2 First-Order Linear Equations 39

3.3 Separable Equations 47
3.4 Exact Equations and Integrating Factors 53
3.5 Homogeneous First-Order Equations 63
3.6 Bernoulli Equations 67

4. The Package ODE .m 73

4.1 Getting Started with ODE 74
4.2 Features o/ODE 77
4.3 Plotting with ODE 81
4.4 First-Order Linear Equations via ODE 85
4.5 Separable Equations via ODE 91
4.6 First-Order Equations with Integrating Factors via ODE 94
4.7 First-Order Homogeneous Equations via ODE 97
4.8 Bernoulli Equations via ODE 100
4.9 Clairaut and Lagrange Equations via ODE 102
4.10 Nonelementary Integrals 108
4.11 Using ODE to Define New Functions 111
4.12 Riccati Equations 113

5. Existence and Uniqueness of Solutions of

First-Order Differential Equations 119
5.1 The Existence and Uniqueness Theorem 120
5.2 Explosions and a Criterionfor Global Existence 727
5.3 Picard Iteration 131
5.4 Proofs of Existence Theorems 137
5.5 Direction Fields and Differential Equations 141
5.6 Stability Analysis of Nonlinear First-Order Equations 145
Table of Contents XVM

6. Applications of First-Order Equations 1 155

6.1 Population Models with Constant Growth Rate 156
6.2 Population Models with Variable Growth Rate 166
6.3 Logistic Model of Population Growth 170
6.4 Population Growth with Harvesting 178
6.5 Population Models for the United States 184
6.6 Temperature Equalization Models 193

7. Applications of First-Order Equations II 203

7.1 Application of First-Order Equations to
Elementary Mechanics 203
7.2 Rocket Propulsion 214
7.3 Electrical Circuits 218
7.4 Mixing Problems 225
7.5 Pursuit Curves 231

8. Second-Order Linear Differential Equations 235

8.1 General Forms and Examples 236
8.2 Existence and Uniqueness Theory 241
8.3 Fundamental Sets of Solutions to the
Homogeneous Equation 245
8.4 The Wronskian 247
8.5 Linear Independence and the Wronskian 254
8.6 Reduction of Order 258
8.7 Equations with Given Solutions 260
XVIII Table of Contents

9. Second-Order Linear Differential

Equations with Constant Coefficients 265
9.1 Constant-Coefficient Second-Order
Homogeneous Equations 266
9.2 Complex Constant-Coefficient Second-Order
Homogeneous Equations 276
9.3 The Method of Undetermined Coefficients 283
9.4 The Method of Variation of Parameters 294

10. Using ODE to Solve Second-Order

Linear Differential Equations 303
10.1 Using ODE to Solve Second-Order
Constant-Coefficient Equations 304
10.2 Details of ODE for Second-Order
Constant-Coefficient Equations 316
10.3 Reduction of Order and Trial Solutions via ODE 320
10.4 Equations with Given Solutions via ODE 323

11. Applications of Linear Second-Order Equations .. 325

11.1 Mass-Spring Systems 325
11.2 Forced Vibrations of Mass-Spring Systems 350
11.3 Electrical Circuits 368
11.4 Sound 377

12. Higher-Order Linear Differential Equations 381

12.1 General Forms 382
12.2 Constant-Coefficient Higher-Order
Homogeneous Equations 386
12.3 Variation of Parameters for Higher-Order Equations 393
Table of Contents xix

12.4 Higher-Order Differential Equations via ODE 398

12.5 Seminumerical Solutions of Higher-Order
Constant-Coefficient Equations 400

13. Numerical Solutions of Differential Equations .... 407

13.1 The Euler Method 408
13.2 The Heun Method 415
13.3 The Runge-Kutta Method 420
13.4 Solving Differential Equations Numerically with ODE 424
13.5 ODE's Implementation of Numerical Methods 428
13.6 Using N D S o l v e 434
13.7 Adaptive Step Size and Error Control 439
13.8 The Numerov Method 443

14. The Laplace Transform 449

14.1 Definition and Properties ofthe Laplace Transform 450
14.2 Piecewise Continuous Functions 456
14.3 Using the Laplace Transform to Solve
Initial Value Problems 459
14.4 The Gamma Function 466
14.5 Computation of Laplace Transforms 470
14.6 Step Functions 474
14.7 Second-Order Equations with
Piecewise Continuous Forcing Functions 479
14.8 Impulse Functions 482
14.9 Convolution 487
14.10 Laplace Transforms via ODE 489
XX Table of Contents

15. Systems of Linear Differential Equations 495

15.1 Notation and Definitions for Systems 496
15.2 Existence and Uniqueness Theorems for Systems 500
15.3 Solution of Upper Triangulär Systems by Elimination 505
15.4 Homogeneous Linear Systems 507
15.5 Constant-Coefficient Homogeneous Systems 515
15.6 The Method of Undetermined Coefficientsfor Systems 531
15.7 The Method of Variation of Parameters for Systems 543
15.8 Solving Systems Using the Laplace Transform 546

16. Phase Portraits of Linear Systems 557

16.1 Phase Portraits of Two-Dimensional Linear Systems 551
16.2 Using ODE to Solve Linear Systems 569
16.3 Phase Portraits of Two-Dimensional
Linear Systems via ODE 577

17. Stability of Nonlinear Systems 581

17.1 Curves 582
17.2 Autonomous Systems 583
17.3 Critical Points of Systems of Differential Equations 586
17.4 Stability and Asymptotic Stability of Nonlinear Systems 592
17.5 Stability by Linearized Approximation 595
17.6 Lyapunov Stability Theory 604

18. Applications of Linear Systems 617

18.1 Coupled Systems of Oscillators 617
18.2 Electrical Circuits 628
18.3 Markov Chains 634
Table of Contents xxi

19. Applications of Nonlinear Systems 647

19.1 Numerical Solutions of
Systems of Differential Equations 648
19.2 Predator-Prey Modeling 654
19.3 The Van Der Pol Equation 660
19.4 The Simple Pendulum 663
19.5 The Fundamental Theorem of Plane Curves 674

20. Power Series Solutions of

Second-Order Equations 679
20.1 Review of Power Series 681
20.2 Power Series via Mathematica 688
20.3 Power Series Solutions about an Ordinary Point 697
20.4 The Airy Equation 698
20.5 The Legendre Equation 702
20.6 Convergence of Series Solutions 709
20.7 Series Solutions of Differential Equations Using ODE 777

21. Frobenius Solutions of

Second-Order Equations 715
21.1 Solutions about a Regulär Singular Point 776
27.2 The Cauchy-Euler Equation 77 7
27.3 Method of Frobenius: The First Solution 726
21.4 Bessel Functions I 730
21.5 Method of Frobenius: The Second Solution 735
21.6 Bessel Functions II 741
21.7 Bessel Functions via Mathematica 744
 Table of Contents

21.8 An Aging Spring 748

21.9 The Hypergeometric Equation 752

A. Appendix: Review of Linear Algebra and

Matrix Theory 759
A.l Vector and Matrix Notation 759
A.2 Determinants and Inverses 763
A3 Systems of Linear Equations and Determinants 768
A.4 Eigenvalues and Eigenvectors 773
A.5 The Exponential of a Matrix 784
A.6 Abstract Vector Spaces 787
A.7 Vectors and Matrices with Mathematica 791
A.8 Solving Equations with Mathematica 797
A.9 Eigenvalues and Eigenvectors with Mathematica 802

B. Appendix: Systems of Units 807

Answers 811
Bibliography 869
General Index 875
Name Index 885
Miniprogram and Mathematica Index 887