m820 Sol 2011

Chapter 15
Solutions to exercises
15.1 Solutions for chapter 1
Solution for Exercise 1.1
Take the minimum of the four distances of the point from each side and draw a circle
of smaller radius around this point. The interiors of such circles are open sets.
If f(x) = O(x
2
) as x 0 then f(x) < C|x
2
| < C|x| and hence f(x) = O(x).
(a) x
1 +x
2
= x +
1
2
x
3
+ = O(x).
(b) x/(1 +x) = x(1 x +x
2
+ ) = O(x).
(c) x
3/2
/[1 exp(x)] = x
3/2
/[1 (1 x +x
2
/2 + )] = x
1/2
/[1 +O(x)] = O(x
1/2
).
(a) x/(x 1) = (1 1/x)
1
= 1 + 1/x + = O(1).
(b)
4x
2
+x 2x = 2x
_
1 + 1/4x 2x = 2x(1 + 1/8x +O(x
2
)) 2x = O(1).
(c) (x +b)
a
x
a
= x
a
(1 +b/x)
a
x
a
= x
a
(1 +ab/x + ) x
a
= O(x
a1
).
(a) Since x/
_
x
2
+y
2
1, y/
_
x
2
+y
2
1 it follows that f
k
= O(f), k = 1, 2.
(b) Put x = r cos , y = r sin so
f
= a cos
2
+b sin cos +c sin
2
< |a| +|b| +|c| = O(1),
and = O(f). If y = kx with 2kc = b
b
2
4ac then = 0.
397
398 CHAPTER 15. SOLUTIONS TO EXERCISES
Since f(0) = 1, we must have A = 0 and B = 1. Since f(x) is nite as x , D = 0.
At x = a, f(x) is continuous and hence a + 1 = C/a
2
.
(a) lim
x0
sin ax
x
= a lim
x0
sin ax
ax
= a, (b) lim
x0
tan ax
x
= lim
x0
sinax
x
1
cos ax
= a
(c) lim
x0
sin ax
sin bx
= lim
x0
sin ax
x
x
sin bx
=
a
b
, (d) lim
x0
3x + 4
4x + 2
= lim
x0
(3x + 4) lim
x0
1
4x + 2
= 2.
For part (e) Take the logarithm then if E is the limit, ln E = lim
w
wln
_
1 +
z
w
_
= z,
so E = e
z
.
In these examples f(0, 0) is not dened, except possibly as a limit. This limit, if it
exists, can be found using the polar coordinates x = r cos , y = r sin .
(a) f = sin 2, which is independent of r, so the value of the function in the neighbour-
hood of the origin depends upon the direction of approach, that is , so f is not dened
at the origin and is not continuous.
(b) f = 1/ cos 2; the same remark as in part (a) applies and f is not continuous.
(c) f = r cos sin 2, so f 0 as r 0 independent of . This proves that f(r, )
is continuous at r = 0; but since the transformation between (x, y) and (r, ) is not
continuous at r = 0, this does not prove that f(x, y) is continuous at the origin. For
this we observe that
|f(x, y)| =
2x
2
y
x
2
+y
2
|2y| , that is f(x) = o(x).

(a) Since y
= 3(a
2
x
2
), y is strictly increasing on (a, a). At x = a, y = 2a
3
.
(b) With x = 2a sin, || < sin
1
(1/2) = /6,
y = 6a
3
sin 2a
3
(3 sin sin 3) = 2a
3
sin 3.
Hence
=
1
3
sin
1
_
y
2a
3
_
and x(y) = 2a sin
_
1
3
sin
1
_
y
2a
3
_
_
, |y| < 2a
3
.
(c) For x > a, y(x) is strictly decreasing and for x > 2a, y < 2a
3
. Set x = 2a cosh
and the equation becomes
y = 6a
3
cosh 2a
3
(3 cosh + cosh3) = 2a
3
cosh 3
giving
x(y) = 2a cosh
_
1
3
cosh
1
_
y
2a
3
_
_
, y < 2a
3
.
15.1. SOLUTIONS FOR CHAPTER 1 399
(a) Use the product and chain rule,
d
dx
_
a x
b +x
_
=
a x
2
b +x
b +x
2
a x
=
a b 2x
2
_
(b +x)(a x)
.
Alternatively, if y =
a x
b +x, then
ln y =
1
2
ln(a x) +
1
2
ln(b +x) giving
1
y
dy
dx
=
1
2(b +x)

1
2(a x)
=
a b 2x
2(b +x)(a x)
which, on simplication, gives the same result.
(b) Dene
y
2
= a sin
2
x+b cos
2
x to give 2y
dy
dx
= 2(ab) sinxcos x or
dy
dx
=
(a b) sin 2x
2
_
a sin
2
x +b cos
2
x
which can also be expressed in the form
dy
dx
=
(a b) sin2x
_
2(a +b) + 2(b a) cos 2x
.
(c) Use the chain and product rule
d
dx
_
cos
_
x
3
_
cos x
_
= 3x
2
sin
_
x
3
_
cos x cos
_
x
3
_
sinx.
(d) If y = x
x
= e
x ln x
, putting u = xln x the chain rule gives
dy
dx
= e
u
du
dx
= (1+lnx)x
x
.
Dierentation with respect to y gives 1 =
dx
dy
cos x, but cos x =
_
1 sin
2
x =
_
1 y
2
,
hence the result.
(a) Since y = f(g(y)) dierentiation with respect to y gives
1 =
d
dy
_
f(g(y))
_
=
df
dg
dg
dy
= f
(g)g
(y).
Since
dy
dx
= f
(x) and
dx
dy
= g
(y), the result follows.

(b) Dierentiate again with respect to y
d
2
x
dy
2
=
d
dy
_
dy
dx
_
1
=
d
dx
_
dy
dx
_
1
dx
dy
=
d
2
y
dx
2
_
dy
dx
_
2
dx
dy
=
d
2
y
dx
2
_
dy
dx
_
3
.
Use the chain rule with u = x, so, if f(x) is even, f(u) = f(x) and dierentiate
with respect to u, f
(u) = f
(x)
dx
du
= f
(x), that is f
(x) = f
(x) and f
(x) is an
odd function. Examples of even functions and their derivatives, in brackets are cos x
(sinx), e
x
2
(2xe
x
2
). A similar analysis applies to odd functions.
We have
1
f(x +h)

1
f(x)
=
_
f(x +h) f(x)
f(x +h)f(x)
_
so that
lim
h0
1
h
_
1
f(x +h)

1
f(x)
_
= lim
h0
_
f(x +h) f(x)
h
_
1
f(x +h)f(x)
=
f
(x)
f(x)
2
The product rule is proved by writing
f(x +h)g(x + h) f(x)g(x) =
_
f(x +h) f(x)
g(x +h) +f(x)

_
g(x +h) g(x)
dividing by h and taking the limit h 0.

The rst two results follow directly by applying the product rule. Thus
h
= f
g +fg
= h
= (f
g +f
) + (f
+fg
).
The expression for h
(3)
follows similarly. Since
_
2
0
_
=
_
2
2
_
= 1 and
_
2
1
_
= 2 the
general result quoted is therefore true for n = 1 and 2. Suppose it to be true for n; a
further dierentiation gives
h
(n+1)
=
n
k=0
_
n
k
_
_
f
(nk+1)
g
(k)
+f
(nk)
g
(k+1)
_
=
n
k=0
_
n
k
_
f
(nk+1)
g
(k)
+
n+1
s=1
_
n
s 1
_
f
(n+1s)
g
(s)
(with s = k + 1 in second sum)
=
_
n + 1
0
_
f
(n+1)
g
(0)
+
_
n
n
_
f
(0)
g
(n+1)
+
n
k=1
__
n
k
_
+
_
n
k 1
__
f
(nk+1)
g
(k)
.
But, for all m,
_
m
0
_
=
_
m
m
_
= 1 and
_
n
k
_
+
_
n
k 1
_
=
n!
k! (n k)!
+
n!
(k 1)! (n + 1 k)!
=
n!
k! (n k)!
+
(n + 1)!
k! (n + 1 k)!
k
n + 1
=
(n + 1)!
k! (n + 1 k)!
n + 1 k
n + 1
+
(n + 1)!
k! (n + 1 k)!
k
n + 1
=
_
n + 1
k
_
.
Hence the (n + 1) derivative can be written as
h
(n+1)
=
_
n + 1
0
_
f
(n+1)
g +
_
n + 1
n + 1
_
fg
(n+1)
+
n
k=1
_
n + 1
k
_
f
(n+1k)
g
(k)
,
=
n+1
k=0
_
n + 1
k
_
f
(n+1k)
g
(k)
.
Thus, if the formula is true for n, it is true for n + 1: it is true for n = 2 and hence is
true for all n.
The chain rule with u = f(x) gives
d
dx
ln u =
du
dx
1
u
=
f
(x)
f(x)
. Take the logarithm of p(x)
to obtain
ln p =
n
k=1
ln f
k
(x) and hence
p
p
=
n
k=1
f
k
(x)
f
k
(x)
,
which is valid provided none of the f
k
(x) are zero, that is p(x) = 0.
Expanding the determinant gives
D(x) =
f(x) g(x)
(x) (x)
= f g giving D
= (f
) + (f
)
which can be put in the form quoted.
The third-order determinant, with each element a function of x,
D(x) =
a b c
d e f
g h i
can be written as a sum of three second-order determinants,

D(x) = a
e f
h i
d f
g i
+c
d e
g h
.
Now dierentiate this expression using the rule just obtained for second-order determi-
nants; then recombine the 9 terms into a third-order determinant, to obtain
D
(x) =
d e f
g h i
a b c
d
g h i
a b c
d e f
g
.
We have F(x) = f(g(x)) and so
F(x +h) F(x)
h
=
f(g(x +h)) f(g(x))
h
=
1
h
_
f
_
g(x) +hg
(x +h)
_
f
_
g(x)
__
where we have used the mean value theorem, equation 1.11 (page 22), to write
g(x +h) = g(x) +hg
(x +h), 0 < < 1.

Now use the mean value theorem again to write
f(g +k) = f(g) +kf
(g +k), k = hg
(x +h), 0 < < 1,

so that
F(x +h) F(x)
h
= f
_
g(x) +hg
_
g
(x +h).
This gives the required result on taking the limit h 0.
(a)
1
x
_
x
0
dt
_
4 + 3t
3
=
_
4 + 3(x)
3
for 0 < < 1. Hence the limit is 2.
(b)
1
(x 1)
3
_
x
1
dt ln
_
3t 3t
2
+t
3
_
=
1
z
3
_
z
0
ds ln(1+s
3
) where z = x1 and s = t1.
the Mean Value theorem gives the second integral as z
2
ln(1 + (z)
3
), 0 < < 1 and
this is zero in the limit z 0.
(a) We have
u
x
= 2xsin(ln y),
u
y
=
x
2
y
cos(ln y).
(b) Dierentiating r
2
with respect to x and y gives, respectively
2r
r
x
= 2x and 2r
r
y
= 2y,
hence the result. Alternatively, put r =
_
x
2
+y
2
to obtain
r
x
=
x
_
x
2
+y
2
=
x
r
and
r
y
=
y
_
x
2
+y
2
=
y
r
.
Dierentiating with respect to x and y gives
x
=
2x
y
exp
_
x
2
y
_
=
2x
y
and

y
=
x
2
y
2
exp
_
x
2
y
_
=
x
2
y
2
.
A second dierentation of the rst result with respect to x gives
x
2
=
2
y

2x
y
x
=
2
y
+ 4
x
2
y
2
= 4
y

2
y
.
The derivatives u
x
and u
y
are found in exercise 1.20(a); dierentating u
y
again with
respect to y gives u
yy
=
x
2
y
2
(cos(ln y) + sin(ln y)) . These expressions for u
x
, u
y
and
u
yy
satisfy the given equation.
In this example f
x
= y, f
y
= x 2yt, f
t
= y
2
, dx/dt = 2t and dy/dt = 3t
2
. Hence
equation 1.22 becomes
df
dt
= y
2
+y
dx
dt
+
dy
dt
(x 2ty) = t
4
(5 7t
2
).
Alternatively, express f in terms of t,
f(t) = t
5
t
7
so
df
dt
= t
4
_
5 7t
2
_
.
Using the rst expresion for df/dt we have
y
_
df
dt
_
=

y
_
x
dy
dt
+ y
dx
dt
y
2
2ty
dy
dt
_
=
dx
dt
2y 2t
dy
dt
= 2t
_
1 4t
2
_
.
Alternatively,
d
dt
_
f
y
_
=
d
dt
(x 2ty) =
dx
dt
2y 2t
dy
dt
.
If F =
1 +x
1
x
2
then the chain rule gives
dF
dt
=
F
x
1
x
1
+
F
x
2
x
2
=
x
1
x
2
+x
1
x
2
2
1 +x
1
x
2
.
Alternatively, set u = x
1
x
2
, so
dF
dt
=
1
2
1 +u
du
dt
, which is a simpler method of deriving
the same result.
Dierentiate this expression with respect to x
1
, using the product rule,
x
1
_
dF
dt
_
= (x
1
x
2
+x
1
x
2
)

x
1
_
1
2
1 +x
1
x
2
_
+
1
2
1 +x
1
x
2
x
1
(x
1
x
2
+x
1
x
2
)
=
1
4
(x
1
x
2
+x
1
x
2
)
x
2
(1 +x
1
x
2
)
3/2
+
x
2
2
1 +x
1
x
2
.
Also
F
x
1
=
x
2
2
1 +x
1
x
2
, and the chain rule gives
d
dt
_
F
x
1
_
=
x
2
2
1 +x
1
x
2
x
2
4(1 +x
1
x
2
)
3/2
d
dt
(x
1
x
2
),
as before.
(a) We have using equation 1.20
d
d
f(x, y) =
f
u
du
d
+
f
v
dv
d
where u = x and v = y.
Now substitute f(x, y) =
p
f(x, y) into the left-hand side of give
d
d
f(x, y) = p
p1
f(x, y)
and set = 1 to obtain the result.
(b) Dierentiate both sides of the relation
p
f(x
1
, x
2
, , x
n
) = f(x
1
, x
2
, , x
n
)
with respect to to obtain
p
p1
f(x) =
n
k=1
f
x
k
(x)
x
k
=
n
k=1
x
k
f
x
k
(x),
and set = 1.
(c) Dierentiate both sides of the relation with respect to x
k
to obtain
p
f
x
k
(x) =

x
k
f(x) =

(x
k
)
f(x) = f
x
k
(x)
which proves the result.
We have f
x
= g
(x) and f
y
= 1 and equations 1.23 and 1.24 give
dy
dx
= g
(x) and
dx
dy
= 1/g
(x), hence the result.

Here f(x, y) = ln(x
2
+y
2
) 2 tan
1
(y/x) giving
f
x
=
2x
x
2
+y
2
+
2
(1 +y
2
/x
2
)
y
x
2
=
2(x +y)
x
2
+y
2
,
f
y
=
2y
x
2
+y
2

2
x
1
(1 +y
2
/x
2
)
=
2(y x)
x
2
+y
2
.
Hence
dy
dx
=
f
x
f
y
=
x +y
x y
.
Assuming y(0) is nite, putting x = 0 in the equation gives y(0) = 0. If f = x y +
sin(xy) then
dy
dx
=
f
x
f
y
=
1 +y cos(xy)
1 xcos(xy)
and hence y
(0) = 1. Rewrite the expression

for y
(x) in the form (xcos u 1) y
(x) + 1 +y cos u = 0, u = xy and dierentiate to

obtain
(xcos u 1) y
(x) + (cos u xu
sinu) y
(x) +y
(x) cos u yu
sin u = 0.
But u
= xy
+ y, which is zero at x = 0. Hence at x = 0 this equation becomes

y
(0) + 2y
(0) = 0 and hence y
(0) = 2.
If y = xv(x) the equation for v is
x
dv
dx
=
a
2
+v
2
v + 1
or
_
dv
v + 1
v
2
+a
2
=
_
dx
x
.
Integration and substituting for v = y/x then gives
1
2
ln
_
a
2
x
2
+y
2
_
+
1
a
tan
1
_
y
ax
_
= B
where B is a constant. Since y(1) = A we obtain the given expression for B.
The Jacobian determinant for the functions f
1
(r, ) = r cos and f
2
(r, ) = r sin is
J =
f
1
r
f
1
f
2
r
f
2
cos r sin
sin r cos
= r
Hence, provided r = 0, J > 0 and the equations may be inverted. Squaring and adding
gives r =
_
x
2
+y
2
; division gives = tan
1
(y/x).
We have f
(x) = ie
ix
and f
(x) = i
2
e
ix
. Assuming f
(n)
(x) = i
n
e
ix
dierentiating and
using induction, we see that the result holds for all n. Equation 1.30 for the Taylor
series, with a = 0 then gives
f(x) =
k=0
(ix)
k
k!
.
In this example a
n
= i
n
/n!, so |a
n
/a
n+1
| = n + 1 as n so the radius of
convergence is innite.
Since i
2k
= (1)
k
and i
2k+1
= i(1)
k
we can write the series as the form
e
ix
=
p=0
(ix)
2p
(2p)!
+
q=0
(ix)
2q+1
(2q + 1)!
=
p=0
(x
2
)
p
(2p)!
+i
q=0
(1)
q
(x)
2q+1
(2q + 1)!
.
But e
ix
= cos x +i sinx, so equating real and imaginary parts gives the quoted series.
If f(x) = (1 +x)
a
then f
(x) = a(1 +x)

a1
, f
(x) = a(a 1)(1 +x)

a2
and
f
(k)
(x) = a(a1)(a2) (ak+1)(1+x)
ak
for all k provided a is not an integer.
Thus the Taylor series about the origin becomes
(1 +x)
a
= 1 +
k=1
a(a 1)(a 2) (a k + 1)
k!
x
k
.
If a is an integer, a = n, this series terminates at k = n, to give the usual binomial
expansion of (1+x)
n
. In this example, when a is not an integer, we see that |a
k
/a
k+1
| =
|(k + 1)/(a k)| 1 as k , so the radius of convergence is unity.
Since f = sin x/ cos x, is an odd function only odd powers occur in the Taylor expansion:
we have
f
(x) = 1 +
sin
2
x
cos
2
x
=
1
cos
2
x
, f
(x) =
2 sinx
cos
3
x
and f
(3)
(x) =
2
cos
2
x
+
6 sin
2
x
cos
4
x
,
and f(0) = f
(0) = 0 (as expected) and f
(0) = 1 and f
(3)
(0) = 2 giving the required
Taylor series.
(a) For the rst part use the solution of exercise 1.32, with a = 1 so a(a 1) (a
k + 1) = (1)
k
k!, giving the quoted series. Then
ln(1 +x) =
_
x
0
dt
1
1 +t
=
_
x
0
dt
_
1 t +t
2
+ + (1)
n1
t
n1
+
_
= x
x
2
2
+
x
3
3
+ +
(1)
n
x
n
n
.
(b) The series for (1 +t)
1
is valid for |t| < 1, so for |x| < 1 the integral and sum may
be interchanged.
(c) Put x x and subtract this from the original series.
The series is obtained from the solution of the previous exercise by replacing t with t
2
.
Then
tan
1
x =
_
x
0
dt
1
1 +t
2
=
_
x
0
dt
k=0
(1)
k
t
2k
=
k=0
(1)
k
x
2k+1
2k + 1
.
Use the two Taylor expansions
ln(1 +z) = z
z
2
2
+
z
3
3

z
4
4
+O(z
5
) and sinh x = x
_
1 +
x
2
6
_
+ O(x
5
)
to give
ln(1 + sinhx) = x
_
1 +
x
2
6
+
_
x
2
2
_
1 +
x
2
6
+
_
2
+
x
3
3

x
4
4
+O(x
5
)
=
_
x +
x
3
6
_
_
x
2
2
+
x
4
6
_
+
x
3
3

x
4
4
+O(x
5
)
= x
x
2
2
+
x
3
2

5x
4
12
+O(x
5
).
If y(0) = 0, putting x = 0 gives y
(0) = 1. Dierentiate n times using Leibnizs rule:

(1 +x)y
(n+1)
+ny
(n)
= xy
(n)
+ny
(n1)
+
n
k=0
n!
k! (n k)!
y
(k)
y
(nk)
.
With n = 1, 2, 3, and 4 this gives
n = 1 (1 +x)y
(2)
+y
(1)
= xy
+y + 2yy
n = 2 (1 +x)y
(3)
+ 2y
(2)
= xy
+ 2y
+ 2y
2
+ 2yy
n = 3 (1 +x)y
(4)
+ 3y
(3)
= xy
(3)
+ 3y
(2)
+ 2y
(3)
y + 6y
(2)
y
(1)
n = 4 (1 +x)y
(5)
+ 4y
(4)
= xy
(4)
+ 4y
(3)
+ 2y
(4)
y + 8y
(3)
y
(1)
+ 6
_
y
(2)
_
2
Since y(0) = 0 and y
(1)
(0) = 1 (from the original equation) these equations give
y
(2)
(0) = 1, y
(3)
(0) = 6, y
(4)
(0) = 27 and y
(5)
(0) = 186 and hence
y = x
1
2
x
2
+x
3
9
8
x
4
+
31
20
x
5
+O(x
6
).
An alternative method is to assume the expansion y = x +
5
k=2
a
k
x
k
, which au-
tomatically satises the conditions y(0) = 0 and y
(0) = 1, to substitute this into

the dierential equation, collect the powers of x
k
, k = 2, 3, , 5, and equate their
coecients to zero to obtain equations for the constants a
k
.
(a) The required derivatives are
f
x
= cos xsin y giving f
x
(0, 0) = 0, f
y
= sin xcos y giving f
y
(0, 0) = 0,
f
xx
= sin xsin y giving f
xx
(0, 0) = 0, f
xy
= cos xcos y giving f
xy
(0, 0) = 1,
f
yy
= sinxsin y giving f
yy
(0, 0) = 0,
and hence, to this order, sin xsin y = xy, as might be expected from the Taylor series
for each component of the product.
(b) Put u(x, y) = x + e
y
1, so u(0, 0) = 0 and use the chain and product rule
to compute the derivatives, f
x
= u
x
cos u, f
y
= u
y
cos u, f
xx
= u
xx
cos u u
2
x
sinu,
f
yy
= u
yy
cos u u
2
y
sin u, f
xy
= u
xy
cos u u
y
u
x
sin u. Since u
x
= 1, u
xx
= u
xy
= 0,
u
y
= e
y
and u
yy
= e
y
we obtain,
f
x
(0, 0) = 1, f
y
(0, 0) = 1, f
xx
(0, 0) = 0, f
xy
(0, 0) = 0, f
yy
(0, 0) = 1,
and hence f = (x y) +
1
2
y
2
+ .
Consider each term of the Taylor series in turn. The rst-order term is
T
1
=
_
h

x
+k

y
+l

z
_
f = hf
x
+kf
y
+lf
z
,
where all derivatives are evaluated at (a, b, c). For the second-order and third-order
terms we use the identities
( + +)
2
=
2
+
2
+
2
+ 2 + 2 + 2,
( + +)
3
=
3
+
3
+
3
+ 3
2
+ 3
2
+ 3
2
+ 3
2
+ 3
2
+ 3
2
+ 6,
which can be derived by direct multiplication. Hence, on replacing by h/x, by
k/y, and by l/z we obtain, for the second-order term
2! T
2
= h
2
f
xx
+k
2
f
yy
+l
2
f
zz
+ 2hkf
xy
+ 2klf
yz
+ 2hlf
xz
.
Similarly for the third-order term
3! T
3
= h
3
f
xxx
+k
3
f
yyy
+l
3
f
zzz
+3hk
2
f
xyy
+ 3hl
2
f
xzz
+ 3kh
2
f
yxx
+ 3kl
2
f
yzz
+ 3lh
2
f
zxx
+ 3lk
2
f
zyy
+6hklf
xyz
.
(a) lim
xa
coshx cosha
sinh x sinh a
= lim
xa
sinh x
coshx
= tanh a.
(b)
lim
x0
sin x x
xcos x x
= lim
x0
cos x 1
cos x xsin x 1
= lim
x0
sinx
xcos x + 2 sinx
= lim
x0
cos x
3 cos x xsin x
=
1
3
,
(c) lim
x0
3
x
3
x
2
x
2
x
= lim
x0
e
x ln3
e
x ln 3
e
x ln2
e
x ln 2
= lim
x0
ln 3
ln 2
e
xln 3
+e
xln 3
e
xln 2
+e
xln 2
=
ln 3
ln 2
.
(a) If lim
xa
f
(x)
g
(x)
= then lim
xa
g
(x)
f
(x)
= 0 and hence lim
xa
g(x)
f(x)
= 0 so lim
xa
f(x)
g(x)
= .
(b) Put F(x) = 1/f(x) and G(x) = 1/g(x) so F(a) = G(a) = 0, and
lim
xa
f(x)
g(x)
= lim
xa
G(x)
F(x)
= lim
xa
g
(x)
f
(x)
f(x)
2
g(x)
2
=
_
lim
xa
g
(x)
f
(x)
__
lim
xa
f(x)
g(x)
_
2
.
Hence, provided all limits exist, lim
xa
f(x)
g(x)
= lim
xa
f
(x)
g
(x)
.
(a)
_
a
a
dxf(x) =
_
0
a
dxf(x) +
_
a
0
dxf(x), put x = u in the rst integral and use
the fact that f(u) = f(u) to show that the two integrals have the same magnitude
but opposite signs.
(b) Split the integral in the same manner as in part (a), but since f(u) = f(u) the
two integrals are equal.
Assuming > 0, put y = x in the integral, which becomes I() =
_

0
dy
sin y
y
.
If > 0, put = to obtain I() =
_

0
dx
sin x
x
= I().
(a)
_
dx1 ln x = xln x
_
dx = x(1 ln x).
(b)
_
dx
x
cos
2
x
= xtan x
_
dx tanx but
_
dx tan x =
_
dx
sin x
cos x
= ln| cos x| .
Hence
_
dx
x
cos
2
x
= xtan x + ln | cos x|.
(c)
_
dxxln x =
1
2
x
2
ln x
1
2
_
dxx
2
1
x
=
1
2
x
2
ln x
1
4
x
2
.
(d)
_
dxxsin x = xcos x +
_
dx cos x = sin x xcos x.
(a) Put cos x = u to obtain
_
1
1/
2
du ln u =
_
u(1 ln u)
_
1
1/
2
=
1
2
2
ln 2 +
1
2
1.
(b)
_
/4
0
dxxtan
2
x =
_
/4
0
dx
_
x
cos
2
x
x
_
=
_
xtan x + ln cos x
1
2
x
2
_
/4
0
=

4

1
2
ln 2

2
32
.
(c)
_
1
0
dxx
2
sin
1
x =
_
1
3
x
3
sin
1
x
_
1
0
1
3
_
1
0
dx
x
3
1 x
2
.
But on putting x = sin and using the identity sin3 = 3 sin 4 sin
3
,
_
1
0
dx
x
3
1 x
2
=
_
/2
0
d sin
3
=
1
4
_
/2
0
d (3 sin sin 3) =
2
3
and hence
_
1
0
dxx
2
sin
1
x =

6

2
9
.
Integrating by parts for n 1 gives
I
n
=
_
x
0
dt t
n
e
at
=
_
t
n
a
e
at
_
x
0
n
a
I
n1
and hence aI
n
= x
n
e
ax
nI
n1
, n 1, with I
0
= (e
ax
1)/a.
The equations for I
k
, k = 1, 2, , n, are
aI
1
= xe
ax
I
0
, aI
2
= x
2
e
ax
2I
1
, aI
3
= x
3
e
ax
3I
2
, , aI
n
= x
n
e
ax
nI
n1
.
Multiply the kth equation by A
k
and add all the equations to obtain
a
n
k=1
A
k
I
k
= e
ax
n
k=1
A
k
x
k
k=1
kA
k
I
k1
.
Now chose the A
k
such that A
n
= 1/a and for k = 1, 2, , n1, the I
k
cancel, that is
aA
k
= (k + 1)A
k+1
, k = 1, 2, , n 1, A
n
=
1
a
.
The solution of these equations is A
k
=
n! (1)
nk
a
nk+1
k!
which gives the quoted expression.
(a)
_
a
0
dxf(x) =
_
0
a
du f(a u) =
_
a
0
dxf(a x).
(b) Since sin(/2 ) = cos and cos(/2 ) = sin we have
I =
_
/2
0
d
sin
sin + cos
=
_
0
/2
d
cos
cos + sin
=
_
/2
0
d
cos
cos + sin
.
Hence, on adding these two equivalent forms, 2I = /2.
With t = tan(x/2) the integral becomes
_

0
dx
1
a +b cos x
=
_

0
dt
dx
dt
1
a +b
_
1t
2
1+t
2
_ = 2
_

0
dt
1
a +b + (a b)t
2
,
since dt/dx = (1 + t
2
)/2. The integral is evaluated with the further substitution
t =
_
a +b
a b
tan z, to give the quoted result. If b > a, a+b cos x = 0 for some x (0, ),
the integrand is singular and the integral does not exist.
Dene F(a, b) =
_

0
dx
1
a +b cos x
=

a
2
b
2
then
F
a
=
_

0
dx
1
(a +b cos x)
2
=
a
(a
2
b
2
)
3/2
,
2
F
a
2
= 2
_

0
dx
1
(a +b cos x)
3
=
(2a
2
+b
2
)
(a
2
b
2
)
5/2
,
F
b
=
_

0
dx
cos x
(a +b cos x)
2
=
b
(a
2
b
2
)
3/2
.
For the last example dene
G(a, b) =
_

0
dx ln(a +b cos x) so
G
a
=
_

0
dx
1
a +b cos x
=

a
2
b
2
.
Integrating with respect to a gives
G = C +
_
da
1
a
2
b
2
= C + ln(a +
_
a
2
b
2
),
where C is a constant. But if b = 0, G = ln a and hence C = ln 2 and we obtain
_

0
dx ln(a +b cos x) = ln
_
a +
a
2
b
2
2
_
.
First note that the integral expression for y(t) gives y(a) = 0. Dierentiate twice with
respect to t, using the formula 1.52,
dy
dt
=
_
t
a
dxf(x) cos (tx) and
d
2
y
dt
2
= f(t)
_
t
a
dxf(x) sin (tx) = f(t)
2
y(t).
From the rst of these equations we see that y
(a) = 0, so the initial conditions are

satised. The second equation gives y
(a) = f(a), which is consistent with the original

dierential equation.
(a) Since
F(u +h) =
_
a(u+h)
0
dxf(x) =
_
a(u)
0
dxf(x) +
_
a(u+h)
a(u)
dxf(x)
we have
F(u +h) F(u)
h
=
1
h
_
a(u+h)
a(u)
dxf(x) =
a(u +h) a(u)
h
f(), where
_
a(u), a(u +h)
_
,
the last result being obtained from the integral form of the Mean Value Theorem.
Taking the limit h 0 gives F
(u) = a
(u)f(a(u)). The same result can be derived

using the Fundamental theorem of Calculus and the chain rule.
(b) We have
F(u +h) F(u)
h
=
_
b
a
dx
f(x, u +h) f(x, u)
h
Assuming that the limit h 0 exists we obtain F
(u) =
_
b
a
dx
f
u
.
If y = x1/x, as x increases from to 0 and from 0 to , y increases monotonically
from to . Inverting the equation for y gives therefore gives two values for x(y),
x =
y
_
y
2
+ 4
2
< 0 and x =
y +
_
y
2
+ 4
2
> 0,
and on each branch
dx
dy
=
1
2

y
2
_
y
2
+ 4
(x < 0) and
dx
dy
=
1
2
+
y
2
_
y
2
+ 4
(x > 0).
On splitting the integral into the sum of two parts we obtain
_

dxf
_
x
1
x
_
=
_
0
dxf
_
x
1
x
_
+
_

0
dxf
_
x
1
x
_
=
_

dy
_
1
2

y
2
_
y
2
+ 4
_
f(y) +
_

dy
_
1
2
+
y
2
_
y
2
+ 4
_
f(y)
=
_

dy f(y)
which is the required result.
Since
x
2
+
1
x
2
=
_
x
1
x
_
2
+ 2
the given integral becomes
_

dx exp
_
x
2
1
x
2
_
= e
2
_

dx exp
_
_
x
1
x
_
2
_
= e
2
_

dy e
y
2
=
e
2
.
In the rst case
_
X
2
dx
1
xln x
=
_
X
2
dx
d
dx
ln(ln x) = ln(ln X) ln(ln 2) as X .
In the second case, integration by parts gives
_
X
2
dx
1
x(ln x)
2
=
_
1
ln x
_
X
2
+ 2
_
X
2
dx
1
x(ln x)
2
and hence
_
X
2
dx
1
x(ln x)
2
=
1
ln 2

1
ln X

1
ln 2
as X .
Put y = ln x so the integral becomes
_
ln X
ln 2
dy
e
(a1)y
y
b
.
If a > 1 the integral converges for all b because the exponential term dominates. If
a < 1 the integral diverges for all b, for the same reason. If a = 1 the integral converges
only if b > 1.
(a) Put x = 1 + so the ratio becomes
e
a ln(1+)
1
=
e
a+O(
2
)
1
= a +O().
(b) Use the binomial expansion
1 +x 1
1
1 x
=
_
1 +x/2 +O(x
2
)
_
1
1 (1 x/2 +O(x
2
))
=
1 +O(x)
1 +O(x)
= 1 +O(x).
(c) Put x = a + and use the binomial expansion to give
(a +)
1/3
a
1/3
(a +)
1/2
a
1/2
=
a
1/3
_
1 +

3a
+O(
2
)
_
a
1/3
a
1/2
_
1 +

2a
+O(
2
)
_
a
1/2
=
2
3a
1/6
+O().
(d) Put x = /2 , > 0 to give ( 2x) tanx =
2
tan
= 2 +O().
(e) Put y = x
1/x
, so ln y = (1/x) ln x and lim
x0
ln y = and lim
x0
x
1/x
= 0.
(f) We have
lim
x0
_
1 +x
1 x
_
1/x
= lim
x0
exp
_
1
x
ln
_
1 +x
1 x
__
= lim
x0
exp
_
1
x
2
_
x +O(x
3
)
_
_
= e
2
.
In all cases put z = e
x
. In the rst example this gives 2y = z +1/z or z
2
2yz +1 = 0.
This quadratic has the two solutions z = e
x
= y
_
y
2
1, one of which is larger than
unity and the other smaller because they are real and their product is unity. For
x > 0, e
x
> 1 and so
x = ln z = ln(y +
_
y
2
1).
In the second example the quadratic equation is z
2
2yz 1 = 0, with solutions
z = e
x
= y
_
y
2
+ 1. Since e
x
> 0 we choose the positive root to give
x = ln(y +
_
y
2
+ 1).
In the nally example we have y =
z
2
1
z
2
+ 1
or z = e
x
=
_
1 +y
1 y
. The positive root
gives the required solution so
x =
1
2
ln
_
1 +y
1 y
_
.
Since y
(x) = x
(y)
1
a second dierentiation gives
d
2
y
dx
2
=
d
dy
_
1
x
(y)
_
dy
dx
=
x
(y)
x
(y)
3
and since y
(x) = y this gives

d
2
x
dy
2
= y
_
dx
dy
_
3
or
dz
dy
= yz
3
if z =
dx
dy
.
Integration gives 1/z
2
= y
2
+c, but x
(0) = 1/y
(0) = 1 and y(0) = 0, so c = 1 and

dx
dy
=
1
_
1 y
2
, x(0) = 0,
where the negative square root is ignored because x
(0) = 1. A further integration gives

x(y) =
_
y
0
du
1
1 u
2
.
The Taylor expansion of the integrand is
1
1 u
2
= 1 +
1
2
u
2
+
3
8
u
4
+O(u
6
)
so integration gives
sin
1
y = y +
1
6
y
3
+
3
40
y
5
+O(y
7
).
More generally, we have
1
1 u
2
=
k=0
(2k)! u
2k
k!
2
2
2k
, |u| < 1, so
sin
1
y = y
k=0
(2k)! y
2k
k!
2
2
2k
(2k + 1)
, |y| < 1.
(a) Since ln y = g ln f we have y
/y = g
ln f +gf
/f and hence
dy
dx
= (fg
ln f +gf
) f(x)
g(x)1
.
(b) Since
ln y =
1
2
ln(p +x)
1
2
ln(p x) +
1
2
ln(q +x)
1
2
ln(g x)
we have
y
y
=
1
2
_
1
p +x
+
1
p x
_
+
1
2
_
1
q +x
+
1
q x
_
=
p
p
2
x
2
+
q
q
2
x
2
and
dy
dx
=
_
p
p
2
x
2
+
q
q
2
x
2
__
p +x
p x
_
q +x
q x
.
(c) We have
ny
n1
dy
dx
= 1 +
x
1 +x
2
=
y
n
1 +x
2
therefore
dy
dx
=
y
n
1 +x
2
.
Dierentiate using the chain rule,
dy
dx
=
a cos u
1 x
2
, u = a sin
1
x,
and
d
2
y
dx
2
=
a
2
sinx
1 x
2
+
axcos u
(1 x
2
)
3/2
=
a
2
y
1 x
2
+
x
1 x
2
dy
dx
,
which gives the required result.
If x = cos we have
dy
dx
=
dy
d
d
dx
=
1
1 x
2
dy
d
since
dx
d
= sin =
_
1 x
2
.
and then
d
2
y
dx
2
=
1
1 x
2
d
2
y
d
2
d
dx

x
(1 x
2
)
3/2
dy
d
.
Hence the dierential equation becomes
d
2
y
d
2
+
x
1 x
2
dy
d
+y = 0,
which gives the required result since x/
_
x
2
+y
2
= cot .
Let h(x) = f(g(x)) then
h
(x) = g
(x)f
(g),
h
(x) = g
(x)f
(g) +g
(x)
2
f
(g),
h
(x) = g
(x)f
(g) + 3g
(x)g
(x)f
(g) +g
(x)
3
f
(g),
so that
Sh(x) =
g
(x)f
(g) + 3g
(x)g
(x)f
(g) +g
(x)
3
f
(g)
g
(x)f
(g)

3
2
_
g
(x)
g
(x)
+
g
(x)f
(g)
f
(g)
_
2
.
On multiplying this out we see that Sh(x) = Sg(x) +g
(x)
2
Sf(g) < 0 since Sg(x) < 0
and Sf(g) < 0.
Dierentation gives
z
x
= f
+g
1
2a
2
cos(x +ay) +
x
2a
2
sin(x +ay),
2
z
x
2
= f
+g
+
1
a
2
sin(x +ay) +
x
2a
2
cos(x +ay),
z
y
= a(f
) +
x
2a
sin(x +ay),
2
z
y
2
= a
2
(f
+g
) +
x
2
cos(x +ay),
and hence a
2
2
z
x
2

2
z
y
2
= sin(x +ay).
Dierentiation gives f
x
= af
f
x
, f
y
= bf
f
y
and f
z
= cf
f
z
. So the partial
derivatves are zero at ax = by = cz = 1.
Dierentiate with respect to x,
2(uu
x
x)f
1
+ 2uu
x
f
2
+ 2uu
x
f
3
= 0 or uu
x
(f
1
+f
2
+f
3
) = xf
1
where f
k
= f/x
k
, f = f(x
1
, x
2
, x
3
). Similarly, dierentiation with respect to y and
z gives
uu
y
(f
1
+f
2
+f
3
) = yf
2
and uu
z
(f
1
+f
2
+f
3
) = zf
3
.
Adding these three results gives the required equation.
Since f
x
= 2x and f
y
= 2y the implicit function theorem shows that y(x) and x(y)
exist if y = 0 and x = 0, respectively, and then y
(x) = f
x
/f
y
= x/y.
If f = 0 then y
2
= 1 x
2
, hence y =
1 x
2
and y
(x) = x/
1 x
2
= x/y.
If f = xcos xy, f
y
= x
2
sin u and f
x
= cos uu sinu, where u = xy. Thus f
y
(1, /2) =
1 and f
x
(1, /2) = /2. Hence, from the implicit function theorem, y(x) exists in
the neighbourhood of (1, /2), with
y
(x) =
f
x
f
y
=
cos u u sin u
x
2
sin u
or x
2
y
=
1
tan u
u,
hence y
(1) = /2. Dierentiating again gives

y
x
2
+ 2xy
=
_
1
sin
2
u
+ 1
_
(xy
+y) .
At x = 1, y = /2, since y
(1) = /2, this gives y
= . Hence the Taylor expansion

of y(x) about x = 1 is
y(x) = y(1) + (x 1)y
(1) +
1
2
(x 1)
2
y
(1) +
=

2

2
(x 1) +

2
(x 1)
2
+ .
Dierentiate the equation x
3
+y
3
3axy = 0 and re-arrange to give (y
2
ax)y
+x
2
ay =
0, which gives the relation for y
(x). Hence y
is dened provided the denominator is

not zero, that is y
2
= ax. The curve dened by f(x, y) = 0 is parallel to the x-axis if
x
2
= ay, which substituted into the equation gives x
3
(x
3
2a
3
) = 0. At x = 0, y
is
not dened; the solution at x = a2
1/3
gives the quoted result.
From the graphs of y = 1/x and y = tan x, shown in gure 15.1, we see that the
equation has positive roots x
k
, k = 0, 1, 2, , and that k < x
k
< (k + 1/2) and
that for large k, x
k
k from above.
2
1
0
1
2
2 4 6 8 10 12 14 16
x
Figure 15.1 Graphs of y = 1/x and y = tan x.
For the nth root, put x = n +z, and since sin x = (1)
n
sin z and cos x = (1)
n
cos z
the equation becomes
(n +z) tanz = 1 with z small.
Put = 1/n so the equation becomes (1 + z) tanz = and we require the Taylor
expansion of z() about = 0. Putting = 0 we see that z(0) = 0. Dierentiation gives
(z
+z) tanz +
1 +z
cos
2
z
z
= 1 giving z
(0) = 1,
and hence x = n +
1
n
.
Further dierentiation of the same equation allows, in principle, the calculation of
z
(n)
(0) for n > 2; however, such calculations are extremely tedious and error prone. A
far easier method is now outlined.
First, rewrite the equation for z in the form
tan z =

1 +z
and observe that this equation denes a function z(), with z(0) = 0, that is an odd
function of to see this note that z() satises the same equation. Also, for small
|z| we see that to O() the equation becomes z = + O(
2
). The power series for z()
is thus
z = +z
3
3
+z
5
5
+O(
7
),
where z
3
and z
7
are coecients to be found. Substitute this series in to the left-hand
side of the equation and use the known series for tan z to obtain
tan z =
_
+z
3
3
+z
5
5
+
_
+

3
3
_
1 +z
3
2
+
_
3
+
2
15
5
+
= +
3
_
z
3
+
1
3
_
+
5
_
z
5
+z
3
+
2
15
_
+ .
Similarly the right-hand side gives
1 +z
=
_
1 z +
2
z
2
+
_
=
3
+
5
(1 z
3
) + .
Equating the coecients of the powers of on each side of the equation gives z
3
= 4/3
and z
5
= 53/15 and hence
x = n +
1
n

4
3(n)
2
+
53
15(n)
3
+ .
Using the Taylor expansion of cos z the numerator becomes
1 +a
_
1
(2x)
2
2
+
(2x)
4
24
+
_
+b
_
1
(4x)
2
2
+
(4x)
4
24
+
_
,
which simplies to
1 +a +b x
2
(2a + 8b) +x
4
_
2
3
a +
32
3
b
_
+ .
Thus we need a +b +1 = 0, a +4b = 0, that is b = 1/3 and a = 4/3. Then the value
of the function at the origin is 2a/3 + 32b/3 = 8/3.
There are many ways to obtain the expansions, but usually a direct use of the denition,
which requires the calculation of higher derivatives, is awkward and error prone: it is
usually easiest to use known results where possible. The methods outlined below are
not necessarily the easiest, but just the rst I thought of.
(a) Since the Taylor series of ln(1 + z) is known we write, with u = x/2, and use the
identity cosh2u = 1 + 2 sinh
2
u,
ln(coshx) = ln
_
1 + 2 sinh
2
u
_
= 2 sinh
2
u
1
2
_
2 sinh
2
u
_
2
+
1
3
_
2 sinh
2
u
_
3
+O(u
8
).
Now use sinh u = u
_
1 +
u
2
6
+
_
and sinh
2
u = u
2
_
1 +
u
2
3
+
_
in this expansion,
to give
ln(coshx) = 2u
2
_
1 +
u
4
12
+
_
2u
4
+ =
x
2
2

x
4
12
+O(x
6
).
(b) Similarly
ln(1 + sin x) = sin x
1
2
sin
2
x +
1
3
sin
3
x
1
4
sin
4
x +O(x
5
).
sin x = x
_
1
x
2
6
+
_
giving
ln(1 + sin x) = x
_
1
x
2
6
+
_
x
2
2
_
1
x
2
3
+
_
+
x
3
3

x
4
4
+O(x
5
),
= x
x
2
2
+
x
3
6

x
4
12
+O(x
5
).
(c) Similarly
exp(sin x) = 1 + sinx +
sin
2
x
2
+
sin
3
x
6
+
sin
4
x
24
+O(x
5
),
= 1 +x
_
1
x
2
6
+
_
+
x
2
2
_
1
x
2
3
+
_
+
x
3
6
+
x
4
24
+O(x
5
),
= 1 +x +
x
2
2

x
4
8
+O(x
5
).
(d) Use the identity sin
2
x = (1 cos 2x)/2 to give
sin
2
x =
1
2

1
2
_
1
(2x)
2
2
+
(2x)
4
24
+O(x
6
)
_
= x
2
x
4
3
+O(x
6
).
The Cauchy form of the Mean Value Theorem gives f(x + 1) = f(x) + f
(x + ) with
0 < < 1. Since f
(x) is strictly increasing f
(x) < f
(x+) < f
(x+1) and the result

follows.
In the rst case, for any x > 0 the Mean Value Theorem gives, for 0 < < 1,
f
1
(x) = f
1
(0) + xf
1
(x) =
x
2
1 +x
< 0.
Hence, f
1
(x) < 0 for x > 0. Similary f
2
(x) > 0 for x > 0.
Using LHospitals rule, lim
x1
sin ln x
x
5
7x
3
+ 6
= lim
x1
cos ln x
x
1
5x
4
21x
2
=
1
16
.
In the rst case set y = (cos x)
1/ tan
2
x
and consider the limit of ln y,
lim
x0
ln cos x
tan
2
x
= lim
x0
_
sin x
cos x
cos
3
x
2 sinx
_
=
1
2
, hence lim
x0
y = e
1/2
.
For the second case,
lim
x0
a sinbx b sinax
x
3
= ab lim
x0
cos bx cos ax
3x
2
= ab lim
x0
b sinbx a sinax
6x
=
ab
6
lim
x0
_
b
2
cos bx a
2
cos ax
_
=
ab
6
(a
2
b
2
).
If I(a) =
_

0
dx
tan
1
(ax)
x(1 +x
2
)
then I
(a) =
_

0
dx
1
(1 +x
2
)(1 +a
2
x
2
)
. Using partial
fractions this becomes
I
(a) =
1
1 a
2
_

0
dx
_
1
1 +x
2

a
2
1 +a
2
x
2
_
=
1
1 a
2
2
(1 a) =

2
1
1 +a
.
Now integrate to obtain I(a) =

2
ln(1 +a) +C giving I(0) = C. But, from the original
integral I(0) = 0, and hence C = 0.
If I(z) =
_
/2
0
dx
ln(1 +z cos x)
cos x
then I
(z) =
_
/2
0
dx
1
1 +z cos x
. Now use the identity
cos x = (1 t
2
)/(1 +t
2
), t = tan(x/2) to obtain
I
(z) =
2
(1 z)
_
1
0
dt
1
b
2
+t
2
, b
2
=
1 +z
1 z
,
=
2
1 z
2
tan
1
_
1 z
1 +z
.
But z = cos a and so this becomes
dI
dz
=
a
sina
or
dI
da
=
2
a and hence I(a) = C
1
2
2
a
2
.
But if cos a = 0, that is a = 1/2, I = 0. Hence C =
2
/8 and I(a) =

2
8
(1 4a
2
).
We have
I =
_
/2
0
dx
sin x
x
sin(/2 x)
/2 x
=
_
/2
0
dx
sin xcos x
x(/2 x)
=
1
_
/2
0
dx sin 2x
_
1
x
+
1
/2 x
_
.
Now put y = 2x to give
I =
1
_

0
dy sin y
_
1
y
+
1
y
_
=
1
_

0
dy
sin y
y
+
1
_

0
dz
sin( z)
z
=
2
_

0
dy
sin y
y
, (z = y),
since sin( z) = sin z.
Put x = 1/z and s = 1/t to obtain tan
1
(1/z) =
_
1/z
0
dt
1
1 +t
2
=
_

z
ds
1
1 +s
2
.
Hence
tan
1
x + tan
1
_
1
x
_
=
_
x
0
dt
1
1 +t
2
+
_

x
ds
1
1 + s
2
=
_

0
dt
1
1 + t
2
=

2
.
Dierentiation gives g
(x) = 2f(2x) f(x) so g
(x) = 0 when 2f(2x) = f(x). In the

rst case this gives 2e
2x
= e
x
and hence x = ln 2 is the only real solution.
In the second case the equation becomes
sin 2x
x
=
sin x
x
. Since x = 0, the equation
becomes 2 sinxcos x = sin x, hence sin x = 0, that is x = n, n = 1, 2, , or
cos x = 1/2, that is x = 2n /3, with n an integer.
The denition 1.46 of an integral, with x
k
= a +kh/n, k = 1, 2, , n gives
lim
n
h
n
n
k=1
f
_
a +
kh
n
_
=
_
a+h
a
dxf(x).
(a) Put f(x) = x
5
, a = 0 and h = 1
lim
n
1
n
n
k=1
_
k
n
_
5
=
_
1
0
dxx
5
hence lim
n
1
n
6
n
k=1
k
5
=
1
6
.
(b) Put f(x) = 1/(1 +x), a = 0, h = 1 and sum from k = 1 to k = 2n
lim
n
1
n
2n
k=1
1
1 +k/n
=
_
2
0
dx
1
1 +x
hence lim
n
2n
k=1
1
n +k
=
_
2
0
dx
1
1 +x
= ln 3.
(c) Consider the complex sum, with f = e
ixy
, a = 0 and h = 1,
S = lim
n
1
n
n
k=1
e
iky/n
=
_
1
0
dxe
ixy
Hence
S =
1
iy
_
e
iy
1
_
=
sin y
y
+
2i
y
sin
2
_
y
2
_
and hence
lim
n
1
n
_
sin
_
y
n
_
+ sin
_
2y
n
_
+ + siny
_
=
2
y
sin
2
_
y
2
_
.
(d) If P
n
=
1
n
_
(n + 1)(n + 2) . . . (2n)
_
1/n
then
ln P
n
= ln n +
1
n
n
k=1
ln(k +n) =
1
n
n
k=1
ln(1 +k/n).
But, with f(x) = ln(1 +x), a = 0 and h = 1
lim
n
1
n
n
k=1
ln(1 +k/n) =
_
1
0
dx ln(1 +x) = ln 4 1.
Hence lim
n
P
n
= exp(ln 4 1) = 4/e.
In these two cases the formula 1.52 does not work, because the integrand is innite at
x = u. However, it is clear that both F
(u) and G
(u) exist in some cases, for instance

f = g = 1 or x, so the equivalent of expression 1.52 ought to exist.
In the rst case the simplest method is to remove the singularity at x = u using the
standard change of variable x = u sin to give
F(u) =
_
/2
0
df(u sin ).
Now we can use equation 1.52 to give
F
(u) =
_
/2
0
d

u
f(u sin) =
_
/2
0
df
(u sin) sin .
This, second expression, may be converted back to an integral over x,
F
(u) =
1
u
_
u
0
dx
xf
(x)
u
2
x
2
.
In the second case we use another, more general trick. Consider the integral
G
(u) =
_
u
0
dx
g(x)
(u x)
a
, 0,
for which equation 1.52 is valid, when > 0. This gives
G
(u) =
g(u )
a
+
_
u
0
dxg(x)

u
_
1
(u x)
a
_
, > 0.
Now write

u
_
1
(u x)
a
_
=
x
_
1
(u x)
a
_
and integrate by parts
G
(u) =
g(u )
a

_
g(x)
(u x)
a
_
u
0
+
_
u
0
dx
g
(x)
(u x)
a
,
=
g(0)
u
a
+
_
u
0
dx
g
(x)
(u x)
a
,
and take the limit 0 to obtain
G
(u) =
g(0)
u
a
+
_
u
0
dx
g
(x)
(u x)
a
.
(a) Dierentiating the given solution gives y
=
A
3
x
(1 A
2
x
2
)
3/2
= xy
3
. This solution
is singular at x = 1/A, which depends upon the initial condition, y(0) = A. The
equation is nonlinear.
(b) Dierentiating the given solution gives
y
=
3A 1
3x
2
+
2
3
x but also x
y
x
=
2
3
x
3A1
3x
2
= y
.
This solution is singular at x = 0, which is independent of the initial condition, y(1) =
A. The equation is linear.
Equations a, e, g and i are linear, the rest are nonlinear. Exercise (h) is actually two
equations y
= 1, y(1) = 1, with the solutions y = x and y = x 2.

Equations f and g are initial value problems: equations a, b, and e are boundary value
problems: equations c and d are neither initial nor boundary value problems: equation h
is not a dierential equation.
(a) Dening x = y gives y+f(x)y+g(x) = 0, and these are the two coupled equations.
(b) Since xf(x) = dF(x)/dt, Lienards equation can be written as
d
dt
_
x
+F(x)
_
+g(x) = 0,
suggesting that we set z = x/ +F(x), which gives the required coupled equations.
Note we could also set z = x + F(x), to obtain a dierent pair of equations, but the
former are more useful when 1.
Dierentiation gives
p = p
x +p +f
(p)p
, that is (x +f
(p))p
= 0.
One solution is p
= 0, that is, p = c, a constant, so the general solution is y = cx+f(c).

A particular solution is given by the other solution of this equation, x = f
(p),
which gives p in terms of x, and by substituting this into the original equation we obtain
one, or more, particular solutions. The geometric interpretation of this is discussed in
section 2.6.
From exercise 2.5 we see that the general solution is y = cx e
c
. The singular solution
is obtained by eliminating c from the equations
y = cx e
c
and x = e
c
, which gives y = x(ln x 1).
If y
= p, then y
= p
and the equation becomes the rst-order equation F(x, p, p
) = 0.
Use the chain rule:
dp
dx
=
dp
dy
dy
dx
= p
dp
dy
, hence the result.
In this example equation 2.12 becomes, since F(x, y) = y,
y
n+1
(x) = 1 +
_
x
0
dt y
n
(t), y
0
(x) = 1.
Thus the rst, second and third iterates are
y
1
= 1 +x, y
2
= 1 +x +
1
2
x
2
, y
3
= 1 +x +
1
2
x
2
+
1
3!
x
3
.
The kth iterate adds the term x
k
/k!, so the nth iterate should be
y
n
(x) = 1 +x +
1
2
x
2
+ +
1
n!
x
n
.
This expression is correct for n = 1 and 2 and by substituting into the iterative formula
we see that y
n+1
has the same form, hence it is true for all n.
The series for y(x) is a power series with coecients u
n
= 1/n!. The radius of
convergence is given by, see equation 1.32 (page 32), lim
n
u
n
u
n+1
= , so the series is
valid for all x.
(a) In this example equation 2.12 becomes, since F(x, y) = 1 +xy
2
,
y
n+1
(x) = A +x +
_
x
0
dt ty
n
(t)
2
, y
0
(x) = A.
Thus the rst two iterates are
y
1
= A +x +
1
2
A
2
x
2
,
y
2
= A +x +
1
2
A
2
x
2
+
2
3
Ax
3
+
1
4
(1 +A
3
)x
4
+
1
5
A
2
x
5
+
1
24
A
4
x
6
.
(b) From the equation y
(0) = 1. Dierentiating the equation gives y
(x) = y
2
+2xyy
,
so y
(0) = A
2
. Another dierentiation gives y
(x) = 4yy
+2xy
2
+2xyy
, so y
(0) =
4A. Thus the third-order Taylor series is
y(x) = A +x +
1
2
A
2
x
2
+
2
3
Ax
3
.
This example shows that the iterative scheme, to a given order, usually produces more
terms of the series solution than the equivalent order Taylor series.
(c) Since 1 +xy
2
for x 0, y
> 0 and hence y(x) is monotonic increasing.

For suciently large x, xy
2
1, so y z where z
= xz
2
and this equation has the
solution 2/z = c
2
x
2
, where c is a constant. As x c, z(x) . But y(x) > z(x)
for all x > 0, thus y(x) also tends to innity at some nite x: the actual position of
this singularity depends upon A, but is dicult to determine, but see exercise 2.21
(page 68).
Throughout this solution C and other captial letters denote arbitrary constants.
(a) The equation separates directly to give
_
dy
1 y
2
=
_
dx
x
1 +x
2
giving ln
_
1 +y
1 y
_
= C + ln(1 + x
2
)
which rearranges to y =
A(1 +x
2
) 1
A(1 +x
2
) + 1
.
(b) Write the equation in the form (1 +x)y
= x(1 +y) which separates to

_
dy
1 +y
=
_
dx
x
1 +x
giving ln(1+y) = C+xln(1+x) that is y =
Ae
x
1 +x
1.
(c) This equation separates directly and, using the initial conditions, gives
_
y
0
dy
1 +y
=
_
x
0
dx
x
1 +x
hence y =
_
1 +
1
2
x
1
2
ln(1 +x)
_
2
1.
(d) If z = x +y the equation becomes
dz
dx
1 =
1 + 2z
1 2z
that is
dz
dx
=
2
1 2z
.
The last equation separates to give
_
dz (1 2z) = 2x +C that is z z
2
= 2x +C.
This is a quadratic equation for z, and hence y, with the two solutions
y =
1
2
_
1 2x
1 4C 8x
_
.
Throughout this solution C and other captial letters denote arbitrary constants.
(a) If y = xv the equation becomes
x
dv
dx
+v = F(v) which rearranges to
dv
dx
=
F(v) v
x
.
(b) In this example F(v) = v +e
v
, so the separable form is
dv
dx
=
e
v
x
which gives e
v
= C + ln x that is y = xln (C + ln x) .
(c) If y = xv the equation becomes
x
dv
dx
+v =
1 + 3v
3 +v
, that is x
dv
dx
=
1 v
2
v + 3
.
One solution is v
2
= 1, that is, y = x. The equation for v separates to
_
dv
v + 3
1 v
2
=
_
dx
x
or
_
dv
_
2
1 v
+
1
1 +v
_
= C + ln x.
Hence
1 +v
(1 v)
2
= Ax and this becomes
x + y
(x y)
2
= A with solutions y =
1
B
_
1 +Bx
1 + 4Bx
_
, (B = 2A).
The initial condition, y(1) = 0, gives B + 1
4B + 1 = 0; only the minus sign gives

real roots and these are B = 0 and 2. The solution B = 2 gives
y =
1
2
_
1 + 2x
1 + 8x
_
.
If B = 0 we need to take the limit as B 0, or expand in B for small B: using
LHospitals rule we obtain y = x, which is one of the particular solutions found
above.
The other solution, y = x +
1
B
+
1 + 4Bx
B
x as B , and gives the other
particular solution found above.
(d) If y = xv the equation becomes
x
dv
dx
+v =
1 +v
2
1 +v
which rearranges to x
dv
dx
=
1 v
1 +v
.
Hence
_
dv
_
2
1 v
1
_
=
_
dx
x
that is e
v
= A|x|(1 v)
2
.
This gives |x|e
y/x
= A(x y)
2
; here y cannot be expressed as a simple formula in x.
(e) If y = xv the equation becomes
x
dv
dx
+v =
3 v + 3v
2
2 + 3v
which rearranges to x
dv
dx
=
3(1 v)
2 + 3v
.
Hence
_
dv
_
5
1 v
3
_
= 3
_
dx
x
that is e
3v
|1v|
5
= Ax
3
or x
2
e
3y/x
= B|xy|
5
.
As in the previous example y cannot be expressed as a simple formula in x.
(f) If the two straight lines intersect at (a, b) we set = x a and = y b, that is we
move the point of intersection to the origin. The equation becomes
d
d
=
4 3
3 + 4
and with = v(),
dv
d
= 2
2v
2
+ 3v 2
3 + 4v
that is
_
dv
3 + 4v
2v
2
+ 3v 2
= 2
_
d
.
Integration gives ln(2v
2
+3v 2) = C 2 ln or (2v 1)(v +2) = A/
2
, where A is an
arbitrary constant. The lines intersect at (1, 1) hence the solution is (2y x 1)(y +
2x 3) = A.
If we set A = 0 in this general solution we obtain the two particular solutions 2yx = 1
and y +2x = 3, which can also be derived from the equation for
() by setting = k
and solving the resultant quadratic to give k = 1/2 and k 2.
(a) The integrating factor is
p(x) = exp
__
dx
x + 3
x + 2
_
= exp (x + ln(x + 2)) = (x + 2)e
x
,
so the equation can be written as
d
dx
((x + 2)e
x
y) = 4 with the general solution y =
4x +A
x + 2
e
x
.
This solution is singular at x = 2, where the coecient of y
is zero.
(b) In this case the formula for the integrating factor, equation 2.17, is not convenient
because P(x) = tan x so p(x) = 1/| cos x|, which is messy. It is better to simply write
the original equation in the form of 2.16, that is
cos
2
x
d
dx
_
y
cos x
_
= 2 cos
2
xsin x hence y = C cos x 2 cos
2
x.
This is the general solution. If y(0) = 0, C = 2 and the solution is y = 2(1cos x) cos x.
In this example the coecient of y
is zero where cos x = 0, but the solution is well

behaved everywhere. If we set x = z /2 and expand about z = 0 the equation
becomes zy
(z) y = 2z
2
, which has the general solution y = Az 2z
2
. This equation
is similar to the equation considered in exercise 2.1, part (b), the main dierence being
that the coecient of y has a dierent sign: the solution of this equation is singular at
x = 0.
This example shows that solutions of rst-order linear equations need not be singular
at the points where the coecient of y
is zero.
(c) The integrating factor is
p(x) = exp
__
dx
_
1
x
2

2
x
__
= x
2
e
1/x
,
so the equation becomes
(yp)
=
e
1/x
x
4
which gives yp = A
_
dz z
2
e
z
, z =
1
x
.
Hence the general solution is y = Ax
2
e
1/x
1 2x 2x
2
. This linear equation has an
essential singularity at x = 0, where the coecient if y
has a repeated zero.

(d) On substituting x = 0 into the equation we see that y
(0) = 0, so the solution is

stationary at x = 0.
The equation can be written in the form
cos x
d
dx
(y cos x) = (1 + cos
2
x) tan x, y(0) = 2, and hence
y cos x 2 =
_
x
0
dx
1 + cos
2
x
cos
2
x
sin x =
_
c
1
dc
_
1 +
1
c
2
_
, (c = cos x)
= cos x
1
cos x
, hence y = 1 +
2
cos x

1
cos
2
x
.
This solution can be written as y = 2 (1/ cos x 1)
2
, which, by inspection, has
a local maximum at x = 0 (because 1/ cos x has a minimum here). In fact since
1/ cos x = 1 +x
2
/2 +O(x
4
), y = 2 x
4
/4 + , so y
(0) = y
(0) = 0, and the solution

has a very at maximum at x = 0.
The solution is singular where cos x = 0, which is where the coecients of y
are zero.
(a) Equation 2.20 can be integrated directly by writing it in the form
_
dy
y
=
_
dxP(x) which gives ln y =
_
x
a
dt P(t), that is y = exp
_
_
x
a
dt P(t)
_
.
(b) If y = vf, equation 2.16 becomes
v
f +v (f
+fP)) = Q, but f
+fP = 0 and hence v
=
Q
f
.
Because f(a) = 1, this gives v = A+
_
x
a
dt Q(t)/f(t), and hence the general solution is
y(x) = f(x)
_
A+
_
x
a
dt
Q(t)
f(t)
_
.
Since f(x) = 1/p(x), where p(x) is dened in equation 2.17 (page 63), we see that this
solution is identical to that in equation 2.19.
If p = y
(x) the equation becomes the rst-order equation

dp
dx

p
x
= 3x, that is
d
dx
_
p
x
_
= 3,
which integrates to
p =
dy
dx
= c
1
x + 3x
2
and hence y = c
2
+
1
2
c
1
x
2
+x
3
.
The initial conditions give A = c
2
+
1
2
c
1
+1, A
= c
1
+3, and hence y =
1
2
(2AA
+ 1)+
1
2
(A
3)x
2
+ x
3
.
If p = y
(x) the equation becomes pp
(y) +
2
y = 0, which can be written as
d
dy
_
p
2
+
2
y
2
_
= 0 giving
dy
dx
=
_
C
2
y
2
,
and since y
(0) = 0 and y(0) = A, C =

2
A
2
and
_
y
A
dy
_
A
2
y
2
=
_
x
0
dx and hence y = Acos x.
(a) Here n = 2 so z = 1/y and the equation for z is
d
dx
_
ze
2x
_
= xe
2x
giving y =
4
2x 1 + 5e
2x
.
(b) Here n = 3 so z = 1/y
2
and the equation for z is
dz
dx

2(2x
2
1)
x(1 x
2
)
z =
2x
1 x
2
.
The integrating factor is p(x) = x
2
(1 x
2
) and the equation for z becomes
d
dx
_
x
2
(1 x
2
)z
_
= 2x
3
which gives y =
x
1 x
2
A x
4
.
(c) Here n = 3 so z = 1/y
2
and the equation for z is
dz
dx
cos x + 2z sin x = 2 cos
2
x or cos
3
x
d
dx
_
z
cos
2
x
_
= 2 cos
2
x,
which integrates to
z
cos
2
x
= A 2 ln
_
1 + sin x
cos x
_
giving, since y(0) = 1, y =
1
cos x
_
1 2 ln
_
1+sin x
cos x
_
.
(d) By writing the equation in the form y
y/x = y
2
/x
3
we see that n = 2. Putting
z = 1/y gives xz
+ z = x
2
, that is (xz)
= x
2
, which integrates to give
y = x
2
/(1 +Ax).
The easiest way of doing this problem is to express c in terms of x and then dierentiate.
This gives c =
GyF
yf g
and dierentiation gives
0 =
G
F yF
fy g
(f
y +fy
)
GyF
(fy g)
2
,
which rearranges to
(Fg fG)y
= (gG
Gg
) + (Fg
g +f
GfG
) y + (fF
F) y
2
,
which is Riccatis equation.
Dierentiating equation 2.25 gives
y
=
u
uR
+
u
2
u
2
R
+
u
uR
2
= P
Qu
uR
+
u
2
u
2
R
from equation 2.23 for y
.
Notice that the nonlinear terms, u
2
, cancel. Rearranging this gives u
(Q+R
/R)u
+
PRu = 0.
(a) We assume that u(x) = 0, so ln u =
_
dxy and
du
dx
= yu and
d
2
u
dx
2
= y
u + yu
= (y
+y
2
)u.
Substituting this into the second-order equation gives p
2
(u(y
+ y
2
) + p
1
yu + p
0
u = 0.
Division by u gives the required result.
(b) The general solution of Riccatis equation is y(x, c), where c is the arbitrary con-
stant of integration. The general solution of the second-order equation is u(x) =
Aexp
__
x
a
dt y(t, c)
_
which contains two arbitrary constants, A and c.
Thus if u(a) = A and u
(a) = A
, then the equations relating A, A
and c are
A
= Ay(a, c). If u(a) = A and u(b) = B, then B = Aexp

_
_
b
a
dxy(x, c)
_
.
(a) In this example P = 1, Q = 0 and R = x, so y and u are related by y = u
/(xu)
and u satises the equation xu
+x
2
u = 0.
(b) If
u = a
0
+a
1
x +a
2
x
2
+ +a
n
x
n
+ ,
then
xu
= +2a
2
x +6a
3
x
2
+ +n(n + 1)a
n+1
x
n
,
u
= a
1
2a
2
x 3a
3
x
2
(n + 1)a
n+1
x
n
,
x
2
u = +a
0
x
2
+ +a
n2
x
n
.
Substituting these series into the equation for u and collecting the powers of x gives
x
0
: a
1
= 0,
x
1
: 0 = 0,
x
2
: 3a
3
+a
0
= 0,
x
n
: (n
2
1)a
n+1
+a
n2
= 0, n 2.
Thus the values of a
0
and a
2
are undetermined and a
1
= 0. We obtain two independent
solutions by setting (a
0
, a
2
) = (1, 0) and (0, 1). The rst of these gives a
5
= a
8
=
a
3k+2
= 0 and the second gives a
3
= a
6
= a
3k
= 0, k = 1, 2, , so the two solutions
are
u
1
(x) = 1 +a
3
x
3
+a
6
x
6
+ a
3k
x
3k
+ , a
0
= 1,
u
2
(x) = x
2
_
1 +b
5
x
3
+b
8
x
6
+ +b
3k+2
x
3k
+
_
, a
0
= 0.
The recurrence relation for a
3k
is given by
a
n
=
a
n3
(n 1)
2
1
that is a
3k
=
a
3(k1)
(3k 1)
2
1
, a
0
= 1.
The rst few terms are
a
3
=
1
2
2
1
, a
6
=
1
(2
2
1)(5
2
1)
suggesting that a
3k
=
(1)
k
(2
2
1)(5
2
1) ((3k 1)
2
1)
.
The latter expression satises the recurrence relation, and is true for k = 1 and 2, so
by induction it is true for all k 1. Similarly
b
3k+2
=
(1)
k
(4
2
1)(7
2
1) ((3k + 1)
2
1)
.
The series for u
1
and u
2
are power series in x
3
and using equation 1.32 (page 32) the
radii of convergence are given by
r
3
1
= lim
k
a
3k
a
3k3
= and r
3
2
= lim
k
b
3k+2
b
3k1
= .
(c) The general solution is u(x) = c
1
u
1
(x
+
c
2
u
2
(x), for some constants c
1
and c
2
, so
y =
c
1
u
1
(x) +c
2
u
2
(x)
x(c
1
u
1
(x) +c
2
u
2
(x))
=
c
1
(3a
3
x + ) +c
2
(2 + 5b
5
x
3
+ )
c
1
(1 +a
3
x
3
+ ) +c
2
(x
2
+ )
.
Thus the initial condition gives
A =
2c
2
c
1
and hence y(x) =
2u
1
(x) Au
2
(x)
x(2u
1
(x) Au
2
(x))
.
The denominator of y is
d(x) = x
_
1
A
2
x
2
1
3
x
3
+
A
30
x
5
+
x
6
72
+
_
.
If A 1 then the rst two terms show that d(x) is zero close to x =
_
2/A. At this
point the 3
rd
and 4
th
terms of the bracketed term are
2
2
3
A
3/2
and
2
2
15
A
3/2
, so we
deduce that y(x) has a pole near x =
_
2/A.
Note that the similar equation y
= xy
2
, y(0) = A, has the solution y =
2A
2 Ax
2
, which
has a pole at x =
_
2/A.
(a) With v = a the right-hand side is x(a
2
2a +1) +a 1, which is zero only if a = 1.
Then P
1
= 1 and the equation for z becomes
e
x
d
dx
(ze
x
) = x giving z = Ae
x
+ 1 x.
Hence the general solution is
y = 1 +
1
1 x + Ae
x
so y(0) = 1 +
1
A + 1
=
1
2
giving A = 3.
(b) With v = ax +b the equation becomes
a = 1 (b
2
1)x 2b(a 1)x
2
(a 1)
2
x
3
so there are two particular solutions, v
1
= x + 1 and v
2
= x 1. Using equation 2.28
we see that the general solution is given by
ln
_
y x 1
y x + 1
_
=
_
dx2x that is y =
x + 1 A(x 1) exp(x
2
)
1 Aexp(x
2
)
.
If y(1) = 1, A = e so
y =
x + 1 + (x 1) exp(1 x
2
)
1 + exp(1 x
2
)
.
(c) Inspection shows that v = x is a particular solution. This satises the condition
v(1) = 1, so is the required solution.
(d) Substituting v = ae
bx
into the equation gives
a(2b 1)e
bx
+e
x
ae
(b+1)x
a
2
e
2bx
= 0.
Inspection shows that this equation is satised for all x if b = 1 and a = 1 so a
particular solution is y = e
x
; this satises the condition at x = 0, and is hence is the
unique solution.
A general solution can be expressed in the form y = 1/z e
x
, but this initial condition
gives 1/z(0) = 0, so there is no solution of this form.
In this example P
1
= f(x) +2a and the integrating factor, equation 2.17, for the linear
equation dening z(x) is p(x) = exp
_
2ax +
_
dxf(x)
_
, and since (pz)
= p the general
solution for y is
y(x) = a +
p(x)
C
_
dxp(x)
.
In this case P = 1, Q = x and R = 1 and this corresponds to case 4 with f = a = n =
1, so the particular solution is v = x. Then P
1
= x, equation 2.27, and the integrating
factor, equation 2.17, is p = exp(x
2
/2), and the equation for z is (zp)
= p and the
general solution for y is
y = x +
exp(x
2
/2)
C
_
dx exp(x
2
/2)
.
Writing this in the form
y = x +
exp(x
2
/2)
C
_
x
0
dt exp(t
2
/2)
gives y(0) =
1
C
= a,
and hence
y = x +
a exp(x
2
/2)
1 a
_
x
0
dt exp(t
2
/2)
.
This solution is singular when a
_
x
0
dt exp(t
2
/2) = 1.
(a) With y = Ax
a
the equation becomes Aax
a+1
+2+A
2
x
2(a+1)
= 2Ax
a+1
, so we need
to put a = 1 and then the equation becomes (A1)(A2) = 0, so the two solutions
are v
1
= 2/x and v
2
= 1/x. Thus, since R(x) = 1 the general solution is given by
ln
_
y v
1
y v
2
_
=
_
dx
x
that is
xy 2
xy 1
=
B
x
or y =
2x B
x(x B)
.
(b) In this example v = x and v = 1/x are particular solutions, and with y
1
= x,
y
2
= 1/x and R = 1/(1 +x), equation 2.28 becomes
ln
_
y x
y 1/x
_
=
_
dx
x 1/x
x + 1
=
_
dx
_
1
x
1
_
.
Integrating this and rearranging gives
y =
x Be
x
1 Bxe
x
.
(c) With y = Ax
a
the equation becomes Aax
a+1
= 2 A
2
x
2a+2
, so a = 1 and
A
2
A 2 = 0. Thus the two solutions are v
1
= 2/x and v
2
= 1/x. Since R = 1
equation 2.28 gives
ln
_
xy 2
xy + 1
_
= 3
_
dx
x
= B 3 ln x
which rearranges to y =
2x
3
+b
x(x
3
b)
.
By comparing the coecients of y
k
, k = 0, 1 and 2 we see that f(x) = 1/(1 + x
2
),
n = 2, a = 0 and b is replaced by b
2
. Putting y = x
2
z gives
dz
dx
=
x
1 +x
2
(b
2
+z
2
)
which is separable, and gives
z = b tan
_
A +
b
2
ln(1 +x
2
)
_
that is y =
b
x
2
tan
_
A+
b
2
ln(1 +x
2
)
_
,
where A is an arbitrary constant.
Two particular integrals are y = Ax
n
: using equation 2.28 with v
1
= Ax
n
and
v
2
= Ax
n
gives
ln
_
y Ax
n
y +Ax
n
_
= 2A
_
dxx
n1
f(x) = F(x)
hence
y Ax
n
y + Ax
n
= Be
F(x)
, which gives the quoted result.
(a) If y =
w
aw
, then y
=
1
a
_
w
w

w
2
w
2
_
and the equation y
= bx
n
+ay
2
becomes
d
2
w
dx
2
+abx
n
w = 0.
Now set z = x
and w = z
u(z) so that
dw
dx
=
d
dz
_
z
u
_
dz
dx
=
_
z
u
_
x
1
,
d
2
w
dx
2
=
2
_
z
u
_
x
22
+( 1)
_
z
u
_
x
2
=
2
_
z
u
_
z
22/
+( 1)
_
z
u
_
z
12/
.
Since
_
z
u
_
= z
+z
1
u and
_
z
u
_
= z
+ 2z
1
u
+( 1)z
2
u,
the equation for u(z) becomes
2
z
22/
_
z
+ 2z
1
u
+( 1)z
2
u
_
+(1)z
12/
_
z
+z
1
u
_
+abz
+n/
u = 0.
Expanding this gives
z
2
u
+zu
_
2 + 1
1
_
+
_
+
ab
2
z
n+2
_
u = 0.
This equation can be converted to a form similar to Eulers equation, see section 2.4.6,
by setting 2 +11/ = 1, that is, 2 = 1; then cast it into a form similar to Bessels
equation by setting n + 2 = 2. This gives
z
2
u
+zu
+
_
4ab
(n + 2)
2
z
2
1
(n + 2)
2
_
u = 0.
Finally dene =
2
ab
n + 2
z to give Bessels equation
2
d
2
u
d
2
+
du
d
+ (
2
2
)u = 0, =
1
n + 2
,
with the general solution
u = AJ
() +BY
(), =
1
n + 2
, =
n + 2
2
, =
1
n + 2
, n = 2,
where A and B are arbitrary constants.
(b) If n = 2 the equation for w(x) is x
2
w
(x) + abw = 0, which has solutions of

the form w = Ax
, for some constants A and . Substituting into the equation gives
2
+ab = 0, to give the two solutions
w = Ax
1
,
1
=
1 +d
2
, d =
1 4ab,
w = Ax
2
,
2
=
1 d
2
.
These give two particular solutions for y,
v
1
=
1
ax
and v
2
=
2
ax
.
The general solution is then obtained using equation 2.28,
ln
_
axy +
1
axy +
2
_
=
_
dx

2
1
x
, that is,
axy +
1
axy +
2
= Ax
d
,
where A is an arbitrary constant. This rearranges to
y =
A
2
1
x
d
ax(x
d
A)
,
1, 2
=
1 d
2
, d =
1 4ab.
Suppose y() = y
() = 0, then a solution is y(x) = 0 for all x, which, since by P2

this is the only solution, contradicts the assumption that y(x) is nontrivial. Hence if
y() = 0, y
() = 0 and the zero is simple.

The vectors are dependent only if parallel, that is x y = |x||y|. The vectors are not
parallel if x y = |x||y|, that is
_
x
2
1
+x
2
2
_ _
y
2
1
+y
2
2
_
= (x
1
y
1
+x
2
y
2
)
2
; this rearranges
to (x
1
y
2
x
2
y
1
)
2
= 0 that is
x
1
x
2
y
1
y
2
= 0.
(a) By expanding equation 2.31, dividing by p(x) and comparing the coecients of y
and y (after division by p

2
(x)) we obtain
p
p
=
p
1
p
2
and
q
p
=
p
0
p
2
. Integrating the rst
equation gives
ln p =
_
dx
p
1
p
2
that is p = exp
__
dx
p
1
p
2
_
.
(b) Putting y = uv in equation 2.31 gives
p
_
u
v + 2u
+uv
_
+p
_
u
v +uv
_
+quv = 0
which can be rearranged to
pvu
+u
(2pv
+p
v) +u
_
qv +p
+pv
_
= 0.
Choose v to make the coecient of u
zero, that is pv
2
= 1, to give
u
p +
_
q
p
+
p
2
4p
3/2

p
p
_
u = 0.
Dividing by

p gives the quoted result.
Since g
(x) = F
(f)f
(x), W(f, g) = [fF
(f)F(f)]f
(x), so W = 0 only if F
/F = 1/f,
that is g(x) = cf(x).
The Wronskian is
W =
_
a
1
cos x a
2
sin x
__
b
1
sin x +b
2
cos x
_
_
a
1
sin x +a
2
cos x
__
b
1
cos x b
2
sin x
_
= a
1
b
2
a
2
b
1
.
The functions are linearly independent if W = 0, that is if a
1
b
2
= a
2
b
1
.
In this example p
2
= 1 and p
1
= 0 so equation 2.35 becomes
g
1
(x) = f(x)
_
C +W(a)
_
x
a
ds
1
f(s)
2
_
.
Putting C = 0 and g
1
= W(a)g(x) (permissible because the equation is linear) gives
g(x) = f(x)
_
x
a
ds
1
f(s)
2
.
Dierentiating this twice gives
g
(x) = f
(x)
_
x
a
ds
1
f(s)
2
+
1
f(x)
and g
(x) = f
(x)
_
x
a
ds
1
f(s)
2
,
and hence g
+qg = 0.
(a) The functions f and g satisfy the equations
f
+p
1
f
+p
0
f = 0 and g
+p
1
g
+p
0
g = 0.
Multiply the rst by g, the second by f and subtract to obtain
f
g g
f + (f
g fg
) p
1
= 0 that is p
1
=
fg
g
W(f, g; x)
.
Multiply the rst by g
, the second by f
and subtract to obtain

f
+ (fg
gf
) p
0
= 0 that is p
0
=
f
W(f, g; x)
.
(b) (i) If f = x and g = sinx then W = xcos x sin x and
p
1
=
xsin x
xcos x sinx
and p
0
=
sin x
xcos x sin x
giving the equation (xcos xsinx)y
+y
xsin xy sin x = 0 which has singular points

at the roots of tan x = x.
(ii) If f = x
a
and g = x
a+b
then,
W = bx
2a+b1
, p
1
=
2a +b 1
x
and p
0
=
a(a +b)
x
2
giving the equation x
2
y
(2a +b 1)xy
+a(a +b)y = 0 which has a singular point at

x = 0. The solution of this linear equation can be found in a variety of ways: one is to
put y = Ax
to form a quadratic in , with solutions = a, a +b, giving the functions

f and g, as expected, and the general solution y = (C +Dx
b
)x
a
.
If b = 0, f = g and W(f, g) = 0. Nevertheless, the equation for y(x) exists and becomes
x
2
y
(2a1)xy
+a
2
y = 0; putting y = Ax
gives (a)
2
= 0, and hence the solution
y = x
a
. Now substitute y = x
a
v(x) into the equation to obtain x
2
v
+xv
= 0, having
the solution v = A+Bln x. Thus when b = 0 the general solution is y = (A+Bln x)x
a
,
which cannot be obtained from the general solution valid when b = 0.
(iii) If f = x and g = e
ax
then W = (ax 1)e
ax
and
p
1
=
xa
2
1 ax
and p
0
=
a
2
1 ax
giving the equation (1 ax)y
+xa
2
y
a
2
y = 0 which has a singular point at x = 1/a.
Dierentiate the Wronskian and use the fact that f and g satisfy equation 2.30,
dW
dx
= fg
g =
g
p
2
_
p
1
f
+p
0
f
_
f
p
2
_
p
1
g
+p
0
g
_
=
p
1
p
2
_
gf
f
_
=
p
1
p
2
W.
Integrate this equation,
_
ln W
_
x
a
=
_
x
a
dt
p
1
(t)
p
2
(t)
. Hence W(x) = W(a) exp
_
_
x
a
dt
p
1
(t)
p
2
(t)
_
.
The following table gives the values of and the general solution for each case.
general solution
a) (3, 2) c
1
exp(3x) +c
2
exp(2x);
b)
3
2
,
1
2
) c
1
exp(3x/2) +c
2
exp(x/2);
c)
1
2
i
3
2
_
c
1
cos(
3x/2) +c
2
sin(
3x/2)
_
e
x/2
;
d) 2 i e
2x
(c
1
cos x +c
2
sinx);
e) 3 2i e
3x
(c
1
cos 2x +c
2
sin 2x);
f) i c
1
cos x +c
2
sinx or c
1
e
ix
+c
2
e
ix
;
g) c
1
coshx +c
2
sinh x or c
1
e
x
+c
2
e
x
;
h) k i e
kx
(c
1
cos x +c
2
sin x).
Applying the boundary conditions gives (d) 2e
2x
sin x, (e) e
3x
_
2 cos 2x +
7
2
sin 2x
_
,
(f) a cos x +
b
sinx and (g) a coshx +

b
sinh x.
Substituting y = ve
x
into equation 2.37 gives
a
2
v
+ (2a
2
+a
1
) v
+
_
a
2
2
+a
1
+a
0
_
v = 0.
If a
2
2
+a
1
+a
0
= 0 has only one solution, = a
1
/2a
2
, then v
= 0.
(a) The equation
2
6 + 9 = ( 3)
2
has the repeated root = 3, so the general
solution is y = (c
1
+ c
2
x)e
3x
. The rst initial condition gives y(0) = c
1
= 0; and since
y
= c
2
(1+3x)e
3x
, the second initial condition gives c
2
= b, so the solution is y = bxe
3x
.
(b) The equation
2
+ 2 + 1 = ( + 1)
2
has the repeated root = 1, so the general
solution is y = (c
1
+c
2
x)e
x
. The boundary condition at x = 0 gives c
1
= a; at x = X
we have (a +c
2
X)e
X
= b giving the solution y =
_
a + (be
X
a)
x
X
_
e
x
.
The general solution of the homogeneous equation, y
+
2
y = 0, is y
g
= Acos x +
Bsin x. For the particular integral, we assume that y
p
= c
0
+c
1
x+c
2
x
2
; substituting
this into the equation gives
2c
2
+ (c
0
+c
1
x +c
2
x
2
)
2
= x
2
.
Equating the coecients of the powers of x gives 2c
2
+c
0
2
= 0, c
1
2
= 0 and c
2
2
= 1,
giving the general solution
y = Acos x +Bsin x
2
4
+
x
2
2
.
The initial conditions give y(0) = A
2
4
= a, y
(0) = B = b hence
y =
_
a +
2
4
_
cos x +
b
sin x
2
4
+
x
2
2
.
(a) If y = Ae
x
, the equation becomes A(a
2
2
+a
1
+a
0
) = 1, hence the solution is
y =
e
x
a
2
2
+a
1
+a
0
provided a
2
2
+a
1
+a
0
= 0.
(b) Put y = v(x)e
x
, so the equation becomes
a
2
_
v
+ 2v
+
2
v
_
+a
1
(v
+v) +a
0
v = 1.
Rearranging this gives a
2
v
+ v
(2a
2
+a
1
) + v
_
a
2
2
+a
1
+a
0
_
= 1, and if a
2
2
+
a
1
+ a
0
= 0 this becomes v
+ (2 + a
1
/a
2
)v
= 1/a
2
, which is a rst-order, linear
equation in v
and hence
dv
dx
=
1
2a
2
+a
1
+Ae
x(2+a1/a2)
.
A further integration gives
v =
x
2a
2
+a
1
+B
Aa
2
2a
2
+a
1
e
x(2+a1/a2)
,
where A and B are arbitrary constants. A particular integral is obtained by setting
A = B = 0 and then
y =
xe
x
2a
2
+a
1
.
The general solution for y is obtained by retaining A and B.
(a) In this example the equivalent of equation 2.38 is
2
+ 1 = 0, so we expect a
particular solution of the form y = Cxe
ix
. Substituting this into the equation gives
2Ci = 1, hence a particular solution is y = ixe
ix
/2.
The general solution of the homogeneous equation is Ae
ix
+ Be
ix
, so the general
solution is
y = Ae
ix
+Be
ix
1
2
ixe
x
.
The initial conditions give a = A+B and b = (A B)i i/2 and hence
y =
_
a
2
+
1
4

ib
2
_
e
ix
+
_
a
2

1
4
+
ib
2
_
e
ix
1
2
ixe
ix
.
(b) The general solution of the homogeneous equation is Acoshx + Bsinh x, so we
expect a particular solution of the inhomogeneous equation to be y = C sinx, and
substituting this into the equation gives C = 1/2. Thus the general solution is
y = Acosh x +Bsinh x
1
2
sinx.
The initial conditions give a = A and b = B 1/2, hence the solution is
y = a coshx +
_
b +
1
2
_
sinh x
1
2
sin x.
(c) The general solution of the homogeneous equation is Acosh2x+Bsinh 2x, so we ex-
pect a particular solution of the inhomogeneous equation to be y = C, and substituting
this into the equation gives 4C = 6. Thus the general solution is
y = Acosh 2x +Bsinh 2x
3
2
.
The initial conditions give A 3/2 = a and 2B = b, hence the solution is
y =
_
a +
3
2
_
cosh2x +
1
2
b sinh2x
3
2
.
(d) The general solution of the homogeneous equation is Acos 3x + Bsin3x, so we
expect a particular solution of the inhomogeneous equation to be y = C + Dx, and
substituting this into the equation gives 9C +9Dx 1 +2x. Thus the general solution
is
y = Acos 3x +Bsin 3x +
1
9
(1 + 2x).
The initial conditions give A + 1/9 = a and 2/9 + 3B = b, hence the solution is
y =
_
a
1
9
_
cos 3x +
1
3
_
b
2
9
_
sin3x +
1
9
(1 + 2x).
(e) To nd the general solution of the homogeneous equation we set y = e
x
to obtain
2
6 = 0, that is = 3 and 2: thus the general solution is Ae
3x
+ Be
2x
. We
expect the particular integral to have the form y = C cos 2x+Dsin 2x and substituting
this into the equation and equating the coecients of cos 2x and sin 2x to zero gives
the linear equations D + 5C = 9 and 5D C = 7, with solutions D = 22/13,
C = 19/13. Thus the general solution is
y = Ae
3x
+Be
2x
19
13
cos 2x
22
13
sin 2x.
The initial conditions give the equations
A+B = a +
19
13
, 3A 2B = b +
44
19
with solution A =
1
5
_
82
13
+ 2a +b
_
and B =
1
5
(1 + 3a b); hence the solution is
y =
1
5
_
82
13
+ 2a +b
_
e
3x
+
1
5
(1 + 3a b) e
2x
19
13
cos 2x
22
13
sin 2x.
The homogeneous equation is the same as in the text example, but with = 1, so
f = cos x, g = sinx and W(f, g) = 1. The equations for c
1
(x) and c
2
(x) are
c
1
= tanxsin x =
1
cos x
+ cos x and c
2
= tanxcos x = sin x,
with solutions
c
1
(x) = sinx ln
_
tan
_
x
2
+

4
__
and c
2
(x) = cos x.
Thus y = c
1
(x)f +c
2
(x)g = cos xln
_
tan
_
x
2
+

4
__
. The general solution is
y = Acos x + Bsin x ln
_
tan
_
x
2
+

4
__
cos x.
Using the new independent variable t, where x = e
t
, the equation becomes
_
d
2
y
dt
2

dy
dt
_
+ 2
dy
dt
6y = 0.
Set y = e
t
to obtain
2
+ 6 = 0, which has solutions = 3, 2. Hence
y = c
1
e
2t
+c
2
e
3t
= c
1
x
2
+c
2
x
3
,
where c
1
and c
2
are arbitrary constants. The initial conditions give 1 = c
1
+ c
2
and
0 = 2c
1
3c
2
, hence c
1
= 3/5 and c
2
= 2/5.
Multiply the equation by x and set x = e
t
, t 0, to give y
(t) = 0. The general

solution is y(t) = c
1
+c
2
t, and the initial conditions give y(x) = A +A
ln x.
Using the results derived in the text, we have
x
dy
dx
=
dy
dt
, x
d
dx
_
x
dy
dx
_
=
d
2
y
dt
2
= x
2
d
2
y
dx
2
+x
dy
dx
and
x
d
dx
_
x
d
dx
_
x
dy
dx
__
=
d
3
y
dt
3
= x
d
dx
_
x
2
d
2
y
dx
2
+x
dy
dx
_
=
d
3
y
dt
3
3
d
2
y
dt
2
+ 2
dy
dy
.
In terms of t the given equation becomes
d
3
y
dt
3
6
d
2
y
dt
2
+ 11
dy
dx
6y = e
t/2
.
The general solution of the homogeneous equation is found by substituting y = e
t
into
the equation, to obtain
3
6
2
+ 11 6 = ( 1)( 2)( 3) = 0, so the general
solution is y = Aexp(t) +Bexp(2t) +C exp(3t). For the inhomogeneous equation, put
y = de
t/2
and we nd that d = 8/15, so the general solution is
y = Ax +Bx
2
+Cx
3
8
15
x
1/2
.
(a) The family of straight lines is,
f(x, y, C) =
x
C
+
y
d C
1 = 0 giving f
C
(x, y, C) =
x
C
2
+
y
(d C)
2
= 0.
Then f
C
= 0 when
d C = C
_
y
x
or C =
d
1
_
y/x
, d C =
d
_
y/x
1
_
y/x
.
Substituting these relations into the equation f = 0 gives
x
_
1
_
y
x
_
y
_
y/x
_
1
_
y
x
_
= d, that is
_
x
y
_
2
= d,
which gives the four equations

x
y = d,

x
y = d,

x +
y = d and
x +
y = d. The last of these cannot be satised for real x and y, thus there are
three real solutions:
y =

x +
d, x 0, y d, (A)
y =

x
d, x d, y 0, (B)
y +
x =
d, 0 x, y d (C)
These three solutions are shown in gure 15.2.
0 0.5 1 1.5 2
0
1
2
3
4
5
6
1 1.5 2 2.5 3
0
0.1
0.2
0.3
0.4
0.5
0 0.2 0.4 0.6 0.8 1
0
0.2
0.4
0.6
0.8
1
y
x
Curve A
y
y
x
x
Curve B Curve C
Figure 15.2 Graphs of the three solutions dened above, for d = 1
(b) If ab = d
2
the family of lines is
f(x, y, C) =
x
C
+
Cy
d
2
1 = 0 giving f
C
(x, y, C) =
x
C
2
+
y
d
2
.
Hence f
C
= 0 gives C = d
_
x
y
, so the envelope is given by
x
d
_
x/y
+
1
d
_
x
y
y = 1, that is xy =
1
4
d
2
, a hyperbola.
(a) This is a Bernoulli equation with P = Q = 1 and n = 1/2, so we set z = y
1/2
to
obtain
dz
dx
+
1
2
z =
1
2
that is
d
dx
_
ze
x/2
_
=
1
2
e
x/2
.
The general solution is z = ae
x/2
+ 1 and hence y =
_
1 + (
A1)e
(1x)/2
_
2
.
(b) This is a Bernoulli equation with P = Q = 1 and n = 1/5, so we set z = y
4/5
to
obtain
dz
dx

4
5
z =
4
5
that is
d
dx
_
ze
4x/5
_
=
4
5
e
4x/5
.
4x/5
1 and hence y =
_
(1 +A
4/5
) exp
_
4
5
(x 1)
_
1
_
5/4
.
(c) This is a Bernoulli equation with P = Q = x and n = 2, so we set z = 1/y to
obtain
dz
dx
+xz = x that is
d
dx
_
ze
x
2
/2
_
= xe
x
2
/2
.
x
2
/2
1 and hence
y =
1
3 exp(x
2
/2) 1
.
(d) Set z = y x to give z
= (1 + sinz) which is separable and hence

_
z
0
dz
1
1 + sin z
= x that is
_
tan
_
4

z
2
__
z
0
= x
which gives
z =

2
2 tan
1
(1 +x) that is y = x +

2
2 tan
1
(1 +x).
(e) This is a homogeneous equation, so we set y = vx to obtain
x
dv
dx
=
_
1 + v
2
and hence
_
dv
1 +v
2
=
_
dx
x
giving ln(
_
1 +v
2
v) = ln(ax).
Thus the general solution is
_
x
2
+y
2
y = ax
2
. The only solution that satises the
initial condition is
_
x
2
+y
2
y = ax
2
, and rearranging this gives
y =
1
2a

1
2
ax
2
and the initial condition gives y = A
x
2
4A
.
(f) Writing the equation in the form
2
dy
dx
=
2x + 4y 2
2x + 4y + 3
suggests dening z = 2x + 4y, which gives the separable equation
1
2
dz
dx
=
2z + 1
z + 3
giving
1
2
z +
5
4
ln(1 + 2z) = 2x +a.
Replacing z by 2x + 4y and using the initial condition gives
2y +
5
4
ln
_
1 + 4x + 8y
5
_
= x 1.
(g) Write the equation in the form
dy
dx
=
x y
y
giving
_
dv
v
v
2
+v 1
=
_
dx
x
, where y = xv.
With u = v + 1/2 the integral on the left-hand side becomes
_
du
u
1
2
u
2
5
4
=
1
2
5
_
_

5 1
u
5/2
+
5 + 1
u +
5/2
_
,
hence the solution becomes
1
2
5
_
(
5 1) ln
_
u
5
2
_
+ (
5 + 1) ln
_
u +
5
2
__
= a ln x.
But u = v + 1/2 = y/x + 1/2, so this expression simplies to
(
5 1) ln
_
y
5 1
2
x
_
+ (
5 + 1) ln
_
y +
5 + 1
2
x
_
= a = constant.
But y(1) = 1, so
a = (
5 1) ln
_
3
2

5
2
_
+ (
5 + 1) ln
_
3
2
+
5
2
_
= ln
_
7
2
+
3
5
2
_
.
The solution can also be written in the form
_
y
5 1
2
x
_
51
_
y +
5 + 1
2
x
_
5+1
=
7 + 3
5
2
.
(h) This is a linear, rst-order equation which can be written in the form
exp(coshx)
d
dx
(y exp(coshx)) = sinh 2x,
which can be integrated,
y exp(cosh x) = a + 2
_
dx sinh xcoshxexp(cosh x)
= a + 2
_
dc ce
2
= a + 2(c 1)e
c
, c = cosh x,
y = a exp(coshx) + 2(coshx 1).
(i) This is a linear, rst-order equation which can be written in the form
1
x
2
d
dx
_
yx
2
_
= x
2
hence x
2
y = a +
1
5
x
5
.
The initial condition gives a = 1/5, and y =
1
5
_
x
3
1
x
2
_
.
(j) This is a Bernoulli equation with P = tanx, Q = tan
3
x and n = 2, so if z = 1/y
2
,
cos x
dz
dx
+2z sin x = 2 cos xtan
3
x which can be written in the form
d
dx
_
z
cos
2
x
_
= 2
sin
3
x
cos
5
x
which has the general solution
z
cos
2
x
= a 2
_
dx
sin
3
x
cos
5
x
= a = 2
_
dc
1 c
2
c
5
, c = cos x
= a
1
2c
4
+
1
c
2
.
If y(0) =
2, then z(0) = 1/2 and hence a = 0, so that

z = 1
1
2 cos
2
x
that is y =
2 cos x
cos 2x
, 0 x <

4
.
(k) This is a Bernoulli equation with P = 1/x, Q = 1/x
3
and n = 2, so if z = 1/y,
dz
dx
+
z
x
=
1
x
3
which can be written in the form
d
dx
(xz) =
1
x
2
which has the general solution
z =
a
x
+
1
x
2
and hence y =
x
2
1 +ax
.
(a) With p = y
, p
/p
2
= 2x so 1/p = x
2
1 giving
dy
dx
=
1
1 x
2
that is y =
1
2
ln
_
1 +x
1 x
_
.
(b) For the homogeneous equation, set y = x
a
, so (a 1)
2
= 0. This gives one solution
y = x. Now set y = xv(x) to obtain xv
+ v
= 0, so the second solution is y = xln x,

and the general solution of the homogeneous equation is y = x(A +Bln x).
For the inhomogeneous equation, set x = e
t
to write it in the form y 2 y + y = te
3t
,
which suggests y = (at +b)e
3t
. Substituting this into the equation gives
4ate
3t
+ 4(a +b)e
3t
= te
3t
hence a =
1
4
, b =
1
4
,
so the general solution is y = x(A +Bln x)
1
4
x
3
(1 ln x).
(c) Write the equation in the form xy
(x) = yy
(x), and set x = e

t
to express this as
y
(t) = (1 + y)y
(t). Now put p = y
(t) and express p in terms of y, so p
(t) = pp
(y)
and the equation becomes pp
(t) = (1 +y)p.
One solution of this is p = 0, giving y =constant. Assuming p = 0, integration gives
p =
1
2
a +
1
2
(1 +y)
2
, that is
b +t = 2
_
dy
a + (1 +y)
2
.
The form of this integral depends upon the sign of a. For a =
2
> 0, we obtain
1
2
(b +t) =
1
tan
1
_
1 +y
_
hence y = 1 + tan
_
1
2
b +
1
2
ln x
_
.
For a =
2
< 0, we obtain
1
2
(b +t) =
1
tanh
1
_
1 +y
_
hence y = 1 tanh
_
1
2
b +
1
2
ln x
_
.
(d) This is a rst-order equation in p = y
(x)
dp
dx

p
x
= 3x that is x
d
dx
_
p
x
_
= 3x
with general solution p = ax + 3x
2
and hence y = b +ax
2
/2 +x
3
.
(e) With p = y
this equation is xp
= p
2
, having the general solution p = 1/(a ln x),
so y = b +
_
dx
1
a ln x
. This integral cannot be expressed in terms of elementary
functions.
(f) If p = y
(x) then p
/p
2
= (x + a) and hence
dy
dx
=
2
b + (x +a)
2
. If y
(0) =
2/(b +a
2
) = B then b = 2/B a
2
> 0. Setting
2
= b = 2/B a
2
and integrating, we
obtain
y A = 2
_
x
0
dx
1
2
+ (x +a)
2
hence y = A +
2
_
tan
1
_
a +x
_
tan
1
_
a
_
_
.
(g) If p = y
(x) the equation becomes (y a)p
(x) + p
2
= 0. Now consider p as a
function of y, so p
(x) = pp
(y) and (y a)p
(y) = p, which has the general solution

p = A/(y a). A further integration gives (y a)
2
= (2(Ax +B), which gives the two
solutions y = a
_
2(Ax +B).
(a) If y = 1 x, then y
= 1 and y
= 0, so the equation is satised. Now set

y = (1 x)v(x) and the equation reduces to xv
+ v
= 0, and this has the general

solution v = A + Bln x. Thus the general solution of the original equation is y =
(A +Bln x)(1 x).
(b) If y = (cos x)/x, then
y
=
sinx
x

cos x
x
2
, y
=
cos x
x
+
2 sinx
x
2
+
2 cos x
x
3
_
cos x +
2 sinx
x
+
2 cos x
x
2
_
+
_
2 sinx
x

2 cos x
x
2
,
_
+ cos x = 0.
Now set y = v(cos x)/x and the equation becomes
x
_
v
cos x
x
2v
_
sinx
x
+
cos x
x
2
_
+v
_
cos x
x
+
2 sinx
x
2
+
2 cos x
x
3
__
+2
_
v
cos x
x
v
_
sinx
x
+
cos x
x
2
__
+v cos x = 0,
which redues to v
cos x 2v
sin x = 0. This equation integrates directly to v =

A +Btan x, and hence the general solution is y = (Acos x +Bsin x)/x).
(c) Dierentiation gives
v
(x) = (cos x sin x) e

x
and v
(x) = 2e
x
sinx.
Substituting these into the equation shows that v = e
x
cos x is a particular solution.
Now put y = f(x)v(x), to give
y
= (f
cos x + (cos x sinx)f) e

x
,
y
= (f
cos x + 2(cos x sin x)f
2f sin x) e
x
,
and the equation becomes f
+2f
= 0. This has the general solution f = c

1
+c
2
e
2x
,
hence the general solution of the original equation is y =
_
c
1
e
x
+c
2
e
x
_
cos x.
(a) Write the equation in the form
dy
dx
= c
_
y +
b
2c
_
2
+
4ac b
2
4c
so with z = y +b/(2c)
the equation becomes z
= cz
2
+
4ac b
2
4c
, and the nature of the solution depends upon
the sign of 4ac b
2
.
If 4acb
2
> 0 we set =
4ac b
2
/2 > 0, so the equation becomes z
= (c
2
z
2
+
2
)/c
which is separable and gives
_
dz
c
2
z
2
+
2
=
x
c
+ A and hence y =
b
2c
+

c
tan(x +B).
If 4ac b
2
< 0 we set =
b
2
4ac/2 > 0, so the equation becomes z
= (c
2
z
2
2
)/c
which is separable and gives
_
dz
c
2
z
2
2
=
x
c
+A which hence y =
b
2c

c
tanh(x +B).
If 4ac b
2
= 0 the equation becomes z
= cz
2
, which integrates directly to give
y = 1/(Acx) b/(2c).
(b) With these values of a, b and c the values of or , and the solutions are as shown
in the table.
a b c b
2
4ac general solution
i) 2 3 1 1 3/2 tanh(x/2 +)/2
ii) 9 0 4 12
2
3 tanh(6x +)/2
iii) 1 2 1 0 1/( x) + 1
iv) 1 4 5 2
2
2/5 + tan(x +)/5
(a) Dierentiating the relation y
= vy gives v
y+y
v+a
1
vy+a
0
y = 0, hence the quoted
result. The two coupled, rst-order equations are obtained simply by rearranging this
equation.
(b) In this example a
1
= 0 and a
0
=
2
, so v
+v
2
+
2
= 0. The general solution for y
is y = Acos(x + c), so v = tan(x + c) is the general solution of the associated
Riccati equation.
(a) Dierentiation gives
z
=
y
x

x
y
x
2
= (c +dz) (ax +by)
y
x
2
= c + (d a)z bz
2
.
(b) Put x = Ae
t
and y = Be
t
in the equations for x and y, to obtain
(a )A +bB = 0 and cA + (d )B = 0.
These equation have solutions only if satises,
a b
c d
= 0 that is 2 = 2
1,2
= a +d
_
(a d)
2
+ 4bc.
The general solution for x(t) is therefore x = A
1
e
1t
+ A
2
e
2t
, for some constants A
1
and A
2
. This gives
y =
1
b
(x
ax) =
1
b
_
(
1
a)A
1
e
1t
+ (
2
a)A
2
e
2t
_
.
Thus
z =
(
1
a)A
1
e
1t
+ (
2
a)A
2
e
2t
A
1
e
1t
+A
2
e
2t
.
But
1
a =
1
=
d a
2
+
1
2
,
1
a =
2
=
d a
2

1
2
where =
_
(a d)
2
+ 4bc.
Thus, if we put C = A
2
/A
1
we obtain the general solution z =

1
e
1t
+C
2
e
2t
b (e
1t
+Ce
2t
)
.
(a) If z = yx
a
y
x
a+1
+ ayx
a
= ayx
a
bx
2a
y
2
+cx
n
, that is, y
= bx
a1
y
2
+cx
na1
.
If = x
a
,
dy
dx
=
dy
d
ax
a1
, and this equation simplies to
dy
d
=
b
a
y
2
+
c
a
(n2a)/a
.
If n = 2a, y
() = c/a by
2
/a: depending upon the relative signs of c/a and b/a this
can be integrated in terms of tan or tanh functions.
(b) With z = a/b +x
n
/u the original equation becomes
x
_
nx
n1
u

x
n
u
u
2
_
= a
_
a
b
+
x
n
u
_
b
_
a
b
+
x
n
u
_
2
+cx
n
which simplies to xu
= (n + a)u cu
2
+ bx
n
, which is the original equation with
(a, b, c) replaced by (n + a, c, b). It follows that if n = 2(n + a), the original equation
has solutions that can be expressed in terms of simple functions.
Repeating this process one more time n +a is replaced by 2n+a, and so on: hence for
all n satisfying n = 2(ns + a), s = 0, 1, 2, , the equation has solutions that can be
expressed in terms of simple functions.
Putting z = x
n
/u gives
nx
n
u

x
n+1
u
2
u
=
ax
n
u

bx
2n
u
2
+ cx
n
which rearranges to the
quoted equation.
Using the result derived in exercise 2.54, it follows that z(x) can be expressed in
terms of simple functions if 2(n a) = n.
By dening the new variable v, as in exercise 2.54, namely u = (na)/c +x
n
/v, we
see that the coecient of v becomes 2na, so we can deduce that z(x) can be expressed
in terms of simple functions if 2(2n a) = n. Repeating this analysis shows that if
n = 2(ns a), s = 1, 2, , then z(x) can be expressed in terms of simple functions.
In this solution we assume that the innite series is uniformly convergent, so can be
dierentiated term by term: this assumption is proved in Whittaker and Watson (1965,
page 195).
First dierentiate the recurrence relation,
y
n
(x) =
_
x
a
dt G(t)y
n1
(t) and y
n
(x) = G(x)y
n1
(x),
so that y
n
(a) = y
n
(a) = 0, n 1, hence y(a) = y
0
(a) = A and y
(a) = y
0
(a) = A
. The
second derivative of y is
y
(x) =
k=1
y
k
(x) = G(x)
k=1
y
k1
(x) = G(x)y,
thus y
+G(x)y = 0, y(a) = A, y
(a) = A
.
(a) A solution of the equation y
= y, y(a) = 0, is y(x) = 0 and by the uniqueness

theorem this is the only solution. Hence if E(x) = 0 for any x it is zero for all x, so
cannot satisfy the condition E(0) = 1.
(b) Dierentiation gives W
(x) = E
(x)/E(x)
2
= W(x). Putting y = x, so
W
(y) = W
(x), gives W
(y) = W(y) with W(0) = 1. This is the same as the

equation that denes E(y) and hence W(y) = E(y) = E(x): hence E(x)E(x) = 1.
(c) Dierentiation gives Z
(x) = E
(x +y) = E(x +y) = Z(x) and the initial condition

is Z(0) = E(y). But the equation for Z(x) is linear, so the the solution of this equation
with the initial condition Z(0) = A, for any constant A, is Z(x) = AE(x). Now put
A = E(y) to obtain E(x +y) = E(x)E(y).
(d) Dierentiating the equation L(y) = x with respect to y gives
L
(y) =
dx
dy
=
1
dy/dx
.
But dy/dx = E(x) = y and hence L
(y) = 1/y.
If E(x
k
) = y
k
, k = 1, 2, then E(x
1
+x
2
) = y
1
y
2
, so x
1
+x
2
= L(y
1
y
2
). But x
k
= L(y
k
),
hence the result.
Since E(0) = 1, L(1) = 0, putting y
1
= y and y
2
= 1/y gives 0 = L(y) +L(1/y).
(e) Dierentiate the original equation n 1 times to give E
(n)
(x) = E
(n1)
(x), so
E
(n)
(0) = 1 for all n. This gives the Taylor series for E(x).
Dierentiating the equation for L(y) n times gives L
(n+1)
(y) = (1)
n
y
n1
, so L
(n+1)
(1) = (1)
n1
which gives the Taylor series about y = 1. The relation
L
_
1 +z
1 z
_
= L(1 +z) +L
_
1
1 z
_
= L(1 +z) L(1 z)
gives the required Taylor series.
(a) Since C
= S and S
= C, C
= C and S
= S. Thus if we dene z(x) =

C(z) +S(x), then z(0) = and z
(0) = and z
+z = 0.
(b) From the equations, CC
+ SS
= 0 and hence C
2
+ S
2
=constant. The initial
conditions give C
2
+S
2
= 1.
(c) We have
f(x) = C
(x +a) = S(x +a) = g
(x) and f(x) = S
(x +a) = C(x +a) = f
(x)
so that
_
f
_
= A
_
f
g
_
with f(0) = C(a), g(0) = S(a).
The functions C(x + a) and S(x + a) satisfy the same linear equations as C(x) and
S(x), but with dierent initial conditions. Thus C(x +a) and S(x +a) must be linear
combinations of C(x) and S(x):
C(x +a) = AC(x) +BS(x), S(x +a) = CS(x) +DC(x).
Putting x = 0 gives C(a) = A and S(a) = D. Dierentiation gives
C
(x +a) = S(x +a) = AC
(x) +BS
(x)
= AS(x) +BC(x).
Putting x = 0 gives S(a) = B and similarly, by considering S
(x + a) we obtain
B = S(a), and hence
C(x +a) = C(x)C(a) S(x)S(a) and S(x +a) = S(x)C(a) +C(x)S(a).
(d) Represent the solution as a point in the Cartesian space with coordinates (C(x), S(x)).
At x = 0 the coordinates are (1, 0) and as x increases the point traces out the cir-
cle C(x)
2
+ S(x)
2
= 1. From the initial point the point moves anticlockwise, be-
cause C
(0) = 0 and S
(0) = 1. At no value of x is C
= S
= 0: if this were
the case a solution would be C =constant and S =constant, which would contradict
the uniqueness theorem. Thus as x increases the point moves continuously, anticlock-
wise round the circle. At some value of x = X > 0 it must reach the initial point
(C(X), S(X)) = (1, 0). Because the equations are autonomous we may use this as an
initial condition to see that (C(2X), S(2X)) = (1, 0), and hence using induction we see
that (C(nX), S(nX)) = (1, 0), n = 0, 1, 2, .
Alternatively we can use the result found in part (c) with x = a = X, to obtain
C(2X) = C(X)
2
S(X)
2
= 1 and S(2X) = 2S(X)C(X) = 0, and use induction to
prove the general result.
It follows, using the result found in part (c), that C(x) and S(x) are periodic functions
with period X, C(x +X) = C(x) and S(x + X) = S(x) for all x.
(e) Consider the vales of x for which the points on the circle (0, 1), (1, 0) and (0, 1)
are rst reached. If these are X
1
, X
2
and X
3
we have
X
1
=
_
X1
0
dx =
_
0
1
dC
C
=
_
1
0
dC
S
=
_
1
0
dC
1 C
2
, (C
=
_
1 C
2
< 0).
For the second point
X
2
= X
1
+
_
X2
X1
dx = X
1
+
_
1
0
dC
C
= X
1
+
_
0
1
dC
1 C
2
= X
1
+
_
1
0
dz
1 z
2
= 2X
1
,
where C
1 C
2
< 0. For the third point
X
3
= X
2
+
_
X3
X2
dx = X
3
+
_
1
0
dC
C
= X
2
+
_
0
1
dC
1 C
2
= 3X
1
, (C
=
_
1 C
2
< 0).
Finally, for the last quarter of the circle
X = X
3
+
_
XX
X3
dx = X
3
+
_
1
0
dC
C
= X
3
+
_
1
0
dC
1 C
2
= 4X
1
,
which proves the required result.
(f) Multiplication gives
A
2
=
_
1 0
0 1
_
= I, A
3
= AA
2
= A, and A
4
= I,
and hence A
2n
= (1)
n
I and A
2n+1
= (1)
n
A. Now dierentiate the equations n 1
times
_
C
(n)
S
(n)
_
= A
n
_
C
S
_
,
_
C
(n)
(0)
S
(n)
(0)
_
= A
n
_
1
0
_
.
Thus C
(2n+1)
(0) = S
(2n)
(0) = 0 and C
(2n)
(0) = S
(2n+1)
(0) = (1)
n
and the Taylor
series are
C(x) =
n=0
C
(n)
(0)
n!
x
n
=
m=0
(1)
m
(2m)!
x
2m
,
S(x) =
n=0
S
(n)
(0)
n!
x
n
=
m=0
(1)
m
(2m+ 1)!
x
2m+1
.
The equation is (1 x
2
)y
2xy
+y = 0. Put y = uv to give
(1 x
2
)vu
+
_
2(1 x
2
)v
2xv
_
u
+
_
v + (1 x
2
)v
2xv
_
u = 0
so if v
/v = x/(1 x
2
), that is v = 1/
1 x
2
d
2
u
dx
2
+
_
+
1
1 x
2
_
u
1 x
2
= 0.
The chain rule gives
dy
dx
=
dy
dt
dt
dx
=
dy
dt
_
q(x) and
d
2
y
dx
2
=
q
(x)
2
q
dy
dt
+q(x)
d
2
y
dt
2
.
Hence the equation becomes q
d
2
y
dt
2
+
q
(x)
2
q
dy
dt
+p
1
q
dy
dt
+qy = 0, which is the required
result
Because the second derivative of each function is a linear combination of the function
and its derivative, the third column is a linear combination of the rst two and the
determinant is zero.
(a) The Wronskian is W = sinh xcos x coshxsin x and then
p
0
=
f
W(f, g; x)
=
coshxsin x + sinh xcos x
coshxsin x sinh xcos x
p
1
=
fg
gf
W(f, g; x)
=
2 sinhxsin x
sinh xcos x coshxsin x
so that the equation is
(sinh xcos x cosh xsin x) y
+ 2 sinhxsin xy
(coshxsin x + sinh xcos x)y = 0

(b) The Wronskian is W = 4/ sin2x and
p
0
= 4/ sin
2
2x, p
1
= 2
cos 2x
sin2x
giving the equation sin
2
2xy
+sin4xy
4y = 0.
If g = 1/f the Wronkian is W = 2f
/f = 2u. Also
p
0
W = f
_
1
f
_
_
1
f
_
= 2
_
f
f
_
3
, hence p
0
= u
2
,
and
p
1
W =
1
f
f
f
_
1
f
_
= 2
_
f
f
_
, hence p
1
=
u
u
.
Thus the dierential equation with solutions f and 1/f is y
u
y
u
2
y = 0, u =
f
f
.
There are three determinants formed by dierentiating W(x); those obtained by dier-
entiating the rst and second row are zero, so
dW
dx
=
f g h
f
f g h
f
p
2
f
p
1
f
p
0
f p
2
g
p
1
g
p
0
g p
2
h
p
1
h
p
0
h
.
Multiply the rst and second rows by p
0
and p
1
, respectively, and add to the third row
to obtain
dW
dx
=
f g h
f
p
2
f
p
2
g
p
2
h
= p
2
(x)W(x).
Hence
W(x) = W(a) exp
_
_
x
a
dxp
2
(x)
_
.
(a) If v = f/g then v
= (f
g fg
)/g
2
and
v
=
f
g

fg
g
2
+
2fg
2
g
3

2f
g
2
, but f
= qf, g
= qg,
=
2g
g
3
(fg
g) =
2g
g
v
.
Hence
v
=
2g
g
v
2
_
g
g

g
2
g
2
_
v
,
v
= 6
_
g
g
_
2
2q, hence
v

3
2
_
v
_
2
= 2q.
(b) If f and g are linearly independent, so are af +bg and cf +dg, so
v =
af +bg
cf +dg
=
av +b
cv +d
and S(v) = 2q = S(v).
Part (c) of this solution contains a simpler geometric proof of the expression for the
radius of curvature, , found in part (b).
(a) The equation of the normal through ( +, +), where = f() and + =
f( +), is
y =
x
m( +)
=
1
m()
(x )
_
1
m
()
m()
+O(
2
)
_
=
1
m()
_
x
_
1 +
m
m
(x )
_
+O(
2
)
_
.
But = f
() + O(
2
) and using the equation of the normal through the adjacent
point (, ) we obtain an equation for the x-coordinate of the point of intersection of
these two normals,
x =
m
m
(1 +mf
), m() = f
().
The y-coordinate is given by
y =
1
m
()
(x ) =
1
m
()
_
1 f
()
2
_
.
(b) The distance of this point of intersection from (, ) is given by
2
= (x )
2
+ (y )
2
=
1
m
()
2
_
1 +f
2
+m
2
_
1 +f
2
_
_
=
(1 f
()
2
)
3
f
()
2
hence
1
=
f
()
(1 +f
()
2
)
3/2
.
(c) A simpler alternative derivation
The simplest expression for the radius of curvature is = ds/d, where s is the length
along a curve and the angle between the tangent and the x-axis; this leads to an easier
method of deriving the given relation for .
The formula = ds/d is a consequence of a simple
geometric construction, shown in gure 15.3. The nor-
mals to the curve ABCD at B, a distance s along the
curve, and at C, a distance s + s along the curve,
intersect at P. The angles the tangents at B and C
make with the x-axis are and + , respectively,
and since BC approximates a circular arc elementary
considerations show that the angle BPC is . The
distances BP and CP approximate the radius of cur-
vature at B, and as s 0, BP CP . Further
the length of the arc BC is and hence
(s) = lim
s0
s
=
ds
d
.
A
C
D
B

s
x
y
P
Figure 15.3
Treating s as the independent variable gives
1
=
d
ds
=
d
dx
dx
ds
, but = tan
1
f
(x) so
d
dx
=
f
(x)
1 +f
(x)
2
.
Also, since s
2
= x
2
+ y
2
, dividing by x and taking the limit x 0 gives
ds
dx
=
_
1 +f
(x)
2
, and hence
1
=
f
(x)
(1 +f
(x)
2
)
3/2
.
The gradient of the tangent is b/a, hence b = pa. But also p = y/(x a), so
a = x y/p and hence
2 = ab = pa
2
= p
_
x
y
p
_
, that is 2p = (px y)
2
.
The equation dening the curve C is therefore f(x, y, p) = 0, where
f(x, y, p) = 2p + (px y)
2
and f
p
(x, y, p) = 2 + 2x(px y).
The singular solution is obtained by eliminating p from these equations: the second
gives px y = /x, and hence
0 = 2
_
y
x

2
x
2
_
+

2
x
2
, that is xy =

2
.
Now nd the general solution of the equation f = 0: expand to obtain
p
2
x
2
2p(xy ) +y
2
= 0
which has the solutions
p =
dy
dx
=
xy
_
2
2xy
x
2
.
Now put v = xy to give xv
= 2v
_
2
2v. One solution of this is v = /2,
which is the singular solution found above.
Now assume > 0, and dene z
2
= 2v to give xz
= z
and hence
y = A
1
2
A
2
x, for some constant A, which is the equation of a family of straight
lines. The envelope of these lines is the singular solution xy = /2.
By denition

N = N, N(0) = N
0
, for some positive constant . This equation
has the general solution N(t) = N
0
exp(t). For C
14
,
1
2
= exp(5600), so N(t) =
N
0
exp
_
t ln 2
5600
_
, where t is measured in years.
The rate of loss of mass is dm/dt = Ar
2
, for some positive constant A. But m = r
3
,
so dm/dt = c for some positive constant c. Hence r = 10 ct. At t = 1, r = 5, so
r = 5(2 t) and the moth ball vanishes after 2 months.
Let W(t) be the total weight of salt (in kg) in the tank, so the concentration is W/1000,
and
W(t +t) = W(t) +t
_
1
W
1000
_
that is
dW
dt
= 1
W
1000
, W(0) = 0.
The solution of this equation is given by
_
W
0
dW
1 W/1000
= t, that is
W
1000
= 1 exp
_
t
1000
_
.
Thus W = 50 when e
t/1000
= 1/2, that is t = 1000 ln2 693.
For a sphere of radius R the volume of a cap of depth h is V =
1
3
h
2
(3Rh); if h = R,
the cap becomes a hemisphere and V = 2R
3
/3.
The loss of water in a time t is A v t, where A = a
2
is the area of the hole
and v =
2gh is the speed of the water, of depth h. Thus, if V is the volume of the
water Torricellis law gives
dV
dt
= a
2
_
2gh.
But V =
1
3
h
2
(3Rh), so this gives
1
3
(6Rh 3h
2
dh
dt
= a
2
_
2gh which integrates
directly:
_
0
R
dh(6Rh
1/2
3h
3/2
) = 3a
2
_
2gt, that is t =
14R
5/2
15
2g
.
Let the radius of the bowl at height z from the bottom be r(z), so the volume it contains
up to the height z is V (z) =
_
z
0
dz r(z)
2
, and the rate of change of the volume of water
is
dV
dt
= a
2
_
2gz. Hence the rate of change of the water level is given by
r(z)
2
dz
dt
= a
2
_
2gz.
Thus z =constant if r z
1/4
. On Cartesian coordinates this gives z x
4
.
Since T = T( +) T() = T we have dT/d = T, with solution T = T
0
e
.
Energy is conserved. If the hanging end of the chain is a distance z below the table
top, the whole chain is moving with speed z, and its kinetic energy is
1
2
M z
2
, M being
the mass of the chain. The potential energy of the hanging portion is
1
2
gz
2
, where
is the linear density, so L = M. Thus energy conservation gives
1
2
M z
2

g
z
2
=
g
l
2
0
, that is z
2
=
g
M
(z
2
l
2
0
).
Hence the time taken to fall o the table is
_
L
l0
dz
_
z
2
l
2
0
=
_
g
L
t that is t =
_
g
L
ln
_
L +
_
L
2
l
2
0
l
0
_
.
If the intensity at a depth d is I(d), we have I(d + d) I(d) kI(d)d, where k is a
positive constant. Hence I
= kI and I(d) = I
0
e
kd
. But
1
2
I
0
= I
0
e
k/10
so
I(d) = I
0
exp
_
d ln 2
10
_
and I(d) =
I
0
16
when d = 40 ft.
If h
1
and h
2
are the heights of the vertical parts of the liquid on the left and right-hand
sides and L
c
the length of the curved parts of the tube, the potential energy, to within
an additive constant, is
V =
1
2
Ag(h
2
1
+h
2
2
).
But L = L
c
+h
1
+h
2
and h = h
2
h
1
, so h
2
1
+h
2
2
=
1
2
h
2
+constant, and V =
1
4
Agh
2
.
The liquid is incompressible, so it all moves with the same speed,

h
1
=
1
2
h, so the
kinetic energy is T =
1
8
AL
h
2
. Thus the total energy is
E =
1
8
AL
h
2
+
1
4
Agh
2
.
Initially h(0) = h
0
and

h(0) = 0, so this becomes
h
2
=
2g
L
(h
2
0
h
2
).
The simplest way of solving this equation is to set h = h
0
cos t, for some angular
frequency > 0, to obtain
2
= 2g/L, hence the period is T = 2/ =
_
2L/g.
Alternatively, this dierential equation is separable, so
_
h
h0
dh
_
h
2
0
h
2
=
2g
L
t,
which gives the same solution.
Consider a hole AB as shown in the gure. The force on a
particle P in the direction BA is F = kr cos , and if OP = x,
so cos = x/r, then F = kx, k > 0.
Newtons equation of motion is m x = kx and hence for a
particle initially at B, with x(0) = X and x(0) = 0 the so-
lution is x = X cos(
k t) and the period is 2/
k, which is
independent of X, that is the position of the hole.
x A O P B
r
Figure 15.4
To nd the stationary function we need to compute the dierence S = S[y+h]S[y] to
O() but, because exercise 3.3 requires the second-order term, we evaluate the dierence
to O(
2
). The dierence is
S =
_
1
0
dx
_
_
1 +y
(x) +h
(x)
_
1 +y
(x)
_
,
where h(0) = h(1) = 0. But
_
1 +y
(x) +h
(x) =
_
1 +y
(x)
_
1 +
h
(x)
1 +y
(x)
_
1/2
,
=
_
1 +y
(x)
_
1 +
h
(x)
2(1 +y
(x))

2
8
_
h
(x)
1 +y
(x)
_
2
+
_
,
where we have used the binomial expansion (1 + z)
1/2
= 1 +
1
2
z
1
8
z
2
+ , which is
equivalent to using the Taylor series for (1 +z)
1/2
. Hence
S =

2
_
1
0
dx
h
(x)
_
1 +y
(x)

2
8
_
1
0
dx
h
(x)
2
(1 +y
(x))
3/2
+O(
3
).
The functional is stationary if the rst-order term is zero for all h(x), otherwise S
would change sign with . Using the result quoted in the text (after equation 3.5)
and proved in exercise 4.4 (page 128) this gives
_
1 +y
(x) =constant, that is

y
(x) =constant and y(x) = x + . The boundary conditions then give y = Bx for
the stationary path. With this value for y(x), the integrand is real if B > 1 and has
the value S =
1 +B.
(a) The required expansion is given by rst writing the square root as
_
1 +
2
+ 2 +
2
2
=
_
1 +
2
_
1 +
2
1 +
2
+

2
2
1 +
2
_
1/2
.
Now use the binomial expansion (1 +z)
1/2
= 1 +
1
2
z
1
8
z
2
+ to give
_
1 +
2
1 +
2
+

2
2
1 +
2
= 1 +
1
2
_
2
1 +
2
+

2
2
1 +
2
_
1
8
_
2
1 +
2
+

2
2
1 +
2
_
2
+ ,
= 1 +

1 +
2
+

2
2
2(1 +
2
)
2
+O(
3
).
Hence
_
1 + ( +)
2
=
_
1 +
2
+

1 +
2
+

2
2
2(1 +
2
)
3/2
+O(
3
).
(b) With = y
(x) and = h
(x) we see, using the argument described in the text,

that the term O() in the expansion of S[y +h] S[y] is zero if y
(x) =constant, hence

the straight line dened by equation 3.6 makes the functional stationary. With this
choice of y(x), = m and the second term in the above expansion gives the result
quoted. The second-order term is positive for = 0 and all h(x), so the functional has
a minimum along this line.
The expanson to second-order in is derived in the solution to exercise 3.1. On the
stationary path, y = Bx, the rst-order term is, by denition, zero, so we have
S =

2
8(1 +B)
3/2
_
1
0
dxh
(x)
2
< 0, B > 1.
Because this term is always negative, for suciently small || we have S[y
s
+h] < S[y
s
],
where y
s
(x) = Bx is the stationary path, which is therefore a local maximum.
If a
1
= b
1
= 1, a
2
= z and b
2
= z +u the three parts of the Cauchy-Schwarz inequality,
page 41, are
2
k=1
a
2
k
= 1 +z
2
,
2
k=1
b
2
k
= 1 + (z +u)
2
,
2
k=1
a
k
b
k
= 1 +z
2
+zu,
and the rst result follows. There is equality only if a = b, that is u = 0. Divide the
rst inequality by
1 +z
2
to derive the second result.
(a) If F(y
) = (1 +y
2
)
1/4
then dF/dy
= y
/[2(1 +y
2
)
3/4
].
(b) If F(y
) = sin y
then dF/dy
= cos y
.
(c) Since
d
dz
(e
z
) = e
z
we have dF/dy
= F.
In this example equation 3.12 becomes
F
y
= C = constant, and does not given an

equation for y
(x). Further, if C and D are constants the the functional becomes

S[y] =
_
b
a
dx(Cy
(x) +D) = C [y(b) y(a)] +D(b a).

This depends only upon C, D and the boundaries a and b: the value of the functional is
therefore independent of the chosen path, and hence this functional has no stationary
paths.
Alternatively, consider the dierence
S = S[y +h] S[y] =
_
b
a
dx
_
C(y
+h
) +D(Cy
+D)
_
= C
_
b
a
dxh
(x) = C
_
h(b) h(a)
_
.
Since h(a) = h(b) = 0, S = 0 for any y(x). That is, there is no stationary path.
If C and D depend upon x then
S =
_
b
a
dxC(x)h
(x).
If C is a constant, because h(a) = h(b) = 0, S = 0 for all y(x), as expected from the
previous analysis. Otherwise, for any C(x) we can chose h(x) so that C(x)h
(x) > 0
for a < x < b: since S[y] is stationary only if S = O(
2
), this shows that S[y] has no
stationary path.
In this example F(x, v) =
1 +x +v
2
and equation 3.16 becomes
v = c
_
1 +x +v
2
where v = y
(x).
Squaring and rearranging this equation gives
_
dy
dx
_
2
= a
2
(1 +x), a
2
=
c
2
1 c
2
.
Integrating this gives the solution in the form
y(x) A = a
_
x
0
dx
1 +x =
2a
3
_
(1 +x)
3/2
1
_
.
The value of a is obtained from the boundary condition y(1) = B, that is
2
3
a =
B A
2
3/2
1
and hence y(x) = A+
(B A)
(2
3/2
1)
_
(1 + x)
3/2
1
_
.
If F(x, y
) =
_
x
2
+ y
2
, F is independent of y, we have
F
y
= 0,
F
x
=
x
_
x
2
+y
2
and
F
y
=
y
_
x
2
+y
2
giving
dF
dx
=
F
x
+
F
y
y
+
F
y
=
x +y
_
x
2
+y
2
.
Since F does not depend explicitly upon y, we have
d
dx
_
F
y
_
=

2
F
y
2
y
+

2
F
xy
and
2
F
xy
=
xy
(x
2
+y
2
)
3/2
,

2
F
y
2
=
1
(x
2
+y
2
)
1/2

y
2
(x
2
+ y
2
)
3/2
=
x
2
(x
2
+y
2
)
3/2
which gives
d
dx
_
F
y
_
=
x
2
y
(x
2
+y
2
)
3/2

xy
(x
2
+y
2
)
3/2
=
x(xy
)
(x
2
+y
2
)
3/2
=
x
3
(y
/x)
(x
2
+y
2
)
3/2
.
Also
_
dF
dx
_
=
y
_
x
2
+y
2
(x +y
)y
(x
2
+y
2
)
3/2
=
x(xy
)
(x
2
+y
2
)
3/2
,
so, in this case,
d
dx
_
F
y
_
=

y
_
dF
dx
_
.
The chain rule applied to a function G(x, y(x), y
(x)) has the form

dG
dx
=
G
y
dy
dx
+
G
y
dy
dx
+
G
x
.
In this example, where G = F/y
, this expression becomes

d
dx
_
F
y
_
=

y
_
F
y
_
dy
dx
+

y
_
F
y
_
dy
dx
+

x
_
F
y
_
=

2
F
y
2
y
+

2
F
y
y
y
+

2
F
xy
which gives the required expression and is the left-hand side of the inequality.
The right-hand side of the inequality is
_
dF
dx
_
=

y
_
F
x
+
F
y
y
+
F
y
_
=

2
F
xy
+
F
y
+

2
F
yy
+

2
F
y
2
y
which diers from the left-hand side by the term F/y. Thus, only if F is independent
of y are the derivatives equal.
Subtract the term F/y to obtain the required result.
(a) Direct dierentiation gives
F
y
=
_
1 +y
2
,
F
y
=
yy
_
1 +y
2
. Dierentiating the
second expression gives
2
F
y
2
=
y
_
1 +y
2
yy
2
(1 +y
2
)
3/2
=
y
(1 +y
2
)
3/2
.
Using the expression derived in exercise 3.10, namely
z =
d
dx
_
F
y
F
y
= y
2
F
y
2
+y

2
F
yy

F
y
= 0, since

2
F
xy
= 0,
we obtain
z =
yy
(1 +y
2
)
3/2
+
y
2
(1 +y
2
)
1/2

_
1 +y
2
_
1/2
,
=
1
(1 +y
2
)
3/2
_
yy
+
_
1 +y
2
_
y
2
_
1 +y
2
_
2
_
=
1
(1 +y
2
)
3/2
_
yy
y
2
1
_
,
hence the equation z = 0 becomes yy
1 y
2
= 0. But
d
dx
_
y
y
_
=
y
y

y
2
y
2
giving yy
y
2
= y
2
d
dx
_
y
y
_
, if y = 0,
and hence
d
dx
_
F
y
F
y
=
1
(1 +y
2
)
3/2
_
y
2
d
dx
_
y
y
_
1
_
.
(b) If the left-hand side is zero we have
y
2
d
dx
_
y
y
_
= 1 or y
2
y
d
dy
_
y
y
_
= 1.
Now dene z = y
/y and consider z to be a function of y, so in the following z
= dz/dy
note this is possible because x may be considered a function of y so y
/y can be
expressed in terms of y. Now put the second equation in the form y
3
z z
(y) = 1, which
can be integrated directly to give z
2
= C
2
y
2
, for some constant C. Hence, since
z = y
/y,
dy
dx
=
_
(Cy)
2
1 giving
_
dy
_
(Cy)
2
1
= x + D. Finally, set Cy = cosh
to give = C(x+D), that is y = (1/C) cosh(Cx+CD), which is the required solution,
if C = A and CD = B.
The rst result follows directly by replacing F[y], in equation 3.21, by F
R
from equa-
tion 3.18. Putting x = b cos and y = b sin in the integral we obtain,
C
D
= 8
_
/2
0
d sin cos
3
= 2.
(a) The expressions for y(x), y
(x) and D[y] are

y(x) y
(x) D[y]
x
2
2x 3
cos x sinx 1.
(b) If a(x) = x, then
if y(x) = x
2
, K[y] =
_
1
0
dxx(x
2
+ 2x) =
11
12
, and
if y(x) = cos x, K[y] =
_
1
0
dxx(cos x + sin x) = 1
2
2
.
(c) If a(x) = x and b(x) = 1 then
if y(x) = x
2
, L[y] =
_
2x
4
_
1
0
+
_
1
0
dx
_
3x
2
_
= 3 and
if y(x) = cos x, L[y] =
_
2
xsin 2x
_
1
0
+
_
1
0
dx (xsin x + cos x) = 1.
(d) In the rst case, y(x) = x
2
,
S[x
2
] =
_
1
0
ds
_
1
0
dt
_
s
2
+ st
_
s
2
t
2
=
_
1
0
ds
_
1
3
s
4
t
3
+
1
4
s
3
t
4
_
1
t=0
=
_
1
0
ds
_
1
3
s
4
+
1
4
s
3
_
=
31
240
.
In the second case, y(x) = cos x,
S[cos x] =
_
1
0
ds cos s
_
1
0
dt
_
s
2
+st
_
cos t
=
_
1
0
ds cos s
_
s
2
sint +s
_
t
sin t +
1
2
cos t
__
1
0
=
2
2
_
1
0
ds s cos s =
4
4
.
The derivative of f(x) is f
(x) = x/
_
x
2
+h
2
1
(d x)/
_
(d x)
2
+h
2
2
. Since
sin
1
=
AR
SR
=
x
_
x
2
+h
2
1
, and sin
2
=
RB
RO
=
d x
_
(d x)
2
+h
2
2
,
where the distances are dened in gure 3.10 (page 113), we see that the distance
travelled by the light is stationary when sin
1
= sin
2
, that is
1
=
2
. Further since
f
(x) =
h
2
1
(x
2
+h
2
1
)
3/2
+
h
2
2
((d x)
2
+h
2
2
)
3/2
> 0,
the stationary point is a minimum.
(a) We need the dierence S = S[y +h] S[y] where h(0) = h(1) = 0, otherwise h(x)
is an arbitrary continuous function. Now, using the Binomial expansion
_
1 + + =
1 +
_
1 +

2(1 +)

2
2
8(1 + )
2
+O(
3
)
_
,
and so
( +)
_
1 + + =
1 +
_
1 +

2(1 +)

2
2
8(1 +)
2
+
_
+
1 +
_
1 +

2(1 +)
+
_
,
=
1 + +
(2 + 3)
2
1 +
+

2
2
(4 + 3)
8(1 +)
3/2
+ .
Now substitute = y
and = h
to obtain
S =
_
1
0
dx
2 + 3y
1 +y
(x) +

2
8
_
1
0
dx
4 + 3y
(1 +y
)
3/2
h
(x)
2
+O(
3
).
If y(x) is a stationary path of S then the term O() is zero. Since h(0) = h(1) = 0 it
follows, as in the text, that y
(x) =constant is a possible solution. Since y(0) = 0 and

y(1) = B this gives y(x) = Bx and S[y] = B
1 +B.
Alternatively, using equation 3.12 (page 100), with F(y
) = y
1 + y
, we see that
the stationary path is given by F
(y
) =constant and hence y
=constant, that is
y = mx +c: since y(0) = 0 and y(1) = B this gives y(x) = Bx.
(b) On substituting Bx for y(x) we see that S takes the value,
S =

2
(4 + 3B)
8(1 +B)
3/2
_
1
0
dxh
(x)
2
+O(
3
).
Then, provided B > 1, S is positive and the functional is a minumum on the sta-
tionary path.
Observe that
S
1
[y] = S
2
[y] +
_
b
a
dxy
(x) = S
2
[y] +B A.
That is the values of the two functionals dier by a constant, independent of the path.
Hence the stationary paths of the two functionals are the same.
Consider the dierence S = S
2
[y +h] S
2
[y] where h(a) = h(b) = 0:
S = 2
_
b
a
dxxy
(x)h
(x) +O(
2
)
so that S = O(
2
) if xy
(x) = c, where c is a constant. Integrating this equation gives

y(x) = d +c ln(x/a), where d is another constant. The boundary condition now give
A = d and B = d +c ln(b/a) and hence y(x) = A + (B A)
ln(x/a)
ln(b/a)
.
(a) Consider the dierence S = S[y + h] S[y] where h(a) = h(b) = 0, so we need
the expansion
F(y
+h
) = F(y
) +h
dF
dy
+
1
2
2
h
2
d
2
F
dy
2
+ .
Hence
S =
_
b
a
dx
dF
dy
(x) +
1
2
2
_
b
a
dx
d
2
F
dy
2
h
(x)
2
+O(
3
).
(b) If dF/dy
=constant then S = O(
2
) so S[y] is stationary. If dF/dy
=constant
then, provided F(z) is not a constant or a linear function of z, y
(x) is also a constant.

(c) On the stationary path y
(x) is a constant and hence d

2
F/dy
2
is constant and
S =
1
2
2
d
2
F
dy
2
_
b
a
dxh
(x)
2
+O(
3
).
The integral is positive, so S is positive or negative according as d
2
F/dy
2
is pos-
itive or negative. That is S[y] is either a minimum (d
2
F/dy
2
> 0) or a maximum
(d
2
F/dy
2
< 0). If d
2
F/dy
2
= 0 the nature of the stationary path can be determined
only by expanding to higher-order in .
In this example F(z) = (1 + z
2
)
1/4
, where we have used the notation of the previous
exercise. Thus
F
(z) =
z
2(1 +z
2
)
3/4
, F
(z) =
2 z
2
4(1 +z
2
)
7/4
,
and hence the stationary path is y = Bx and
S[y +h] S[y] =
(2 B
2
)
2
8(1 +B
2
)
7/4
_
1
0
dxh
(x)
2
+O(
3
).
Thus if |B| <
2 the dierence is positive for all h(x) and , if suciently small, so

the functional is a minimum along the line f(x) = Bx. For |B| >
2 the dierence is
negative and the functional is a maximum. If B =
2 the nature of the stationary

path can be determined only by expanding to higher-order in .
The potential energy, V , of an element of the rope of length s centred on a point x
is given by massheightg, that is V = (s)y(x)g: since s =
_
1 +y
2
x this gives
the total potential energy as E[y] = g
_
b
a
dxy
_
1 +y
2
and L[y] =
_
b
a
dx
_
1 +y
2
is
the length of the chain.
(a) Since, to rst-order, x = sin and y = cos , the distance is
s
2
= x
2
+y
2
+z
2
=
2
2
+z
2
=
2
_
2
+
_
z
_
2
_
.
(b) The length along a curve is just the sum of the small elements which in the limit
0 becomes the integral L[z] =
_
2
1
d
_
2
+z
()
2
.
(c) The functional L[z] is the same type as that considered in section 3.3.1 hence its
minimum value is given when z() is a linear function of . The boundary conditions
give the result quoted.
The Cartesian coordinates of a point (, ) on the cone are
(x, y, z) =
_
cos , sin ,

tan
_
and for the adjacent point at ( + , + ), or (x + x, y + y, z + z) in Cartesian
coordinates, we have, to rst-order
x = cos sin , y = sin +cos , z =

tan
.
The distance between the two adjacent points is therefore
s
2
=
_
1 +
1
tan
2
2
+
2
2
=

2
sin
2
+
2
2
=
_
2
+
1
sin
2
_
2
_
2
.
Hence the distance between the points
1
and
2
along the curve () is L[] =
_
2
1
d
_
2
+
2
sin
2
.
Let the velocity of the boat relative to the water be (u
x
, u
y
), where c
2
= u
2
x
+u
2
y
, and
we assume that u
x
is positive. The velocity of the boat relative to land is therefore
(u
x
, v(x) +u
y
). If the path taken is y(x) it follows that
dy
dx
=
u
y
+v
u
x
and hence u
y
= u
x
dy
dx
v.
Also, the time of passage is
T[y] =
_
a
0
dx
u
x
.
Now we need an expression for u
x
. Since c
2
= u
2
x
+ u
2
y
, we have, on using the above
expression for u
y
, (y
(x)u
x
v)
2
= c
2
u
2
x
. This rearranges to the quadratic
_
1 +y
2
_
u
2
x
2vy
u
x
_
c
2
v
2
_
= 0,
having the solutions
u
x
=
vy
_
(vy
)
2
+ (c
2
v
2
)(1 +y
2
)
1 +y
2
.
Because c > v this quadratic has one positive and one negative root. We need the
positive root:
u
x
=
vy
+
_
(vy
)
2
+ (c
2
v
2
)(1 +y
2
)
1 +y
2
=
c
2
v
2
_
(vy
)
2
+ (c
2
v
2
)(1 +y
2
) vy
.
Hence
T[y] =
_
a
0
dx
_
(vy
)
2
+ (c
2
v
2
)(1 +y
2
) vy
c
2
v
2
=
_
a
0
dx
_
(1 +y
2
)c
2
v
2
vy
c
2
v
2
.
The kinetic energy of a particle of mass m and velocity v is
1
2
m|v|
2
and its linear
momentum is mv. For an elastic collision energy and momentum are conserved, so
MV
2
+mv
2
= MV
2
+mv
2
Energy conservation
MV mv = MV
+mv
Linear momentum in the direction of the block motion

From the second equation v
= M(V V
)/mv, so conservation of energy gives

MV
2
= MV
2
+mv
2
m(v M(V V
)/m)
2
= MV
2
+ 2Mv(V V
)
M
2
m
(V V
)
2
.
But V
2
= (V V
)
2
2V (V V
) +V
2
and hence
M
_
1 +
M
m
_
(V V
)
2
2M(V +v)(V V
) = 0,
with solutions V
= V and
V
= V
2m
M +m
(V +v) V as
m
M
0.
The solution V
= V gives, from the momentum equation, v
= v, which is for the

motion of the particle through the block and we discard this solution. The equation for
v
is
v
=
2M
M +m
(V +v) v =
2MV + (M m)v
M +m
2V +v as
m
M
0.
When m/M is zero the solutions correspond to the elastic collision of a massless particle
from a massive body when the relative velocity before and after the collision is the same.
The rst result follows directly from equation 4.3 because F is independent of x and y,
y(a) = y
0
= A and y(b) = y
N+1
= B. The variable y
k
for each k = 1, 2, , N appears
in only two terms of the sum, so
S
y
k
=

y
k
_
F
_
y
k
y
k1
_
+F
_
y
k+1
y
k
__
and hence, since F depends only upon y
and not y, the stationary points are given by

the equations,
S
y
k
= F
_
y
k
y
k1
_
F
_
y
k+1
y
k
_
= 0, k = 1, 2, , N.
Thus F
((y
k
y
k1
)/) = c, k = 1, 2, , N + 1, where c is a constant, independent
of k. This is true for all k so y
k
y
k1
=constant and hence the points (x
k
, y
k
) lie on
a straight line.
(a) We have S[y +h] =
_
/2
0
dx
_
(y
+h
)
2
(y +h)
2
. Hence
d
d
S[y+h] = 2
_
/2
0
dx
_
(y
+h
)h
(y +h)h
and S[y, h] = 2
_
/2
0
dx (y
yh) .
(b) We have S[y +h] =
_
b
a
dx(y
+ h
)
2
x
3
. Hence
d
d
S[y +h] = 2
_
b
a
dx
(y
+h
)
x
3
h
and S[y, h] = 2
_
b
a
dx
y
x
3
.
(c) We have S[y +h] =
_
b
a
dx
_
(y
+h
)
2
+ (y +h)
2
+ 2e
x
(y +h)
. Hence
d
d
S[y+h] = 2
_
b
a
dx
_
(y
+h
)h
+ (y +h)h +e
x
h
and S[y, h] = 2
_
b
a
dx [y
+ (y +e
x
) h] .
(d) We have S[y +h] =
_
1
0
dx
_
x
2
+ (y +h)
2
_
1 + (y
+h
)
2
. Hence
d
d
S[y+h] =
_
1
0
dx
_
(y +h)h
_
x
2
+ (y +h)
2
_
1 + (y
+h
)
2
+
_
x
2
+ (y +h)
2
(y
+h
)h
_
1 + (y
+h
)
2
_
and
S[y, h] =
_
1
0
dx
_
y
_
1 +y
2
_
x
2
+y
2
h +
_
x
2
+y
2
y
_
1 +y
2
h
_
.
The functional evaluated at y +h is
S[y +h] =
_
b
a
ds
_
b
a
dt K(s, t) (y(s) +h(s)) (y(t) +h(t))
so that
d
d
S[y +h] =
_
b
a
ds
_
b
a
dt K(s, t)
_
y(s)h(t) +h(s)y(t) +O()
_
.
Taking the limit 0 and rearranging this integral gives
S[y, h] =
_
b
a
ds
_
b
a
dt K(s, t)y(s)h(t) +
_
b
a
dt
_
b
a
ds
K(t
, s
)h(t
)y(s
)
=
_
b
a
dt h(t)
_
b
a
ds [K(s, t) +K(t, s)] y(s)
where, in the second integral we have put t
= s and s
= t and then changed the

integration order of the rst integral to obtain the nal result.
(a) Clearly g(a) = 0: also
g(b) = C(b a)
_
b
a
dt z(t) = 0 by the denition of C.
Then, since g
(x) = C z(x):
_
b
a
dxz(x)g
(x) =
_
b
a
dxz(x)
_
C z(x)
_
,
=
_
b
a
dx
_
C z(x)
_
2
+C
_
b
a
dx
_
C z(x)
_
=
_
b
a
dx
_
C z(x)
_
2
.
Unless z(x) = C, the integrand is almost everywhere positve and hence the integrand
is zero only if z(x) = C.
In this case F = y
2
y
2
giving F
y
= 2y
and F
y
= 2y, which leads to the Euler-
Lagrange equation y
+ y = 0. The general solution of this equation is y = Acos x +

Bsin x, where A and B are arbitrary constants determined by the boundary conditions.
The boundary condition at x = 0 gives A = 0 that at x = X gives the solution
y(x) = sin x/ sin X, provided sinX = 0. If sinX = 0, that is X = n, n = 1, 2, , the
only solution is the trivial function y(x) = 0.
Since F
y
= 2y
and F
y
= 1 the Euler-Lagrange equation is 2y
+1 = 0, which has the

general solution y = A +Bx x
2
/4, for constants A and B. The boundary conditions
give y(0) = A = 0 and y(1) = A +B 1/4 = 1, giving the solution y = x(5 x)/4.
The rst-integral is c = y
F
y
F = 2y
2
_
y
2
y
_
or y
2
+ y = c. Re-arranging
this and separating variables gives
_
dy
c y
= x or 2
c y = A x.
Putting x = 0 gives 2
c = A and hence y = Ax/2 x

2
/4; putting x = 1 gives
y(1) = 1 = A/2 1/4, and hence y = x(5 x)/4.
Using the result of exercise 3.10 (page 103) we see that if G does not depend explicitly
upon x, G/x = 0, and
y
_
d
dx
_
G
y
G
y
_
=

2
G
y
2
y
+

2
G
yy
y
2
G
y
y
.
But, using the chain rule
d
dx
_
y
G
y
_
=

y
_
y
G
y
_
y
+

y
_
y
G
y
_
y
=

2
G
yy
y
2
+
G
y
+

2
G
y
2
y
,
and so the right-hand side of the previous equation becomes
d
dx
_
y
G
y
G
y
G
y
y
=
d
dx
_
y
G
y
dG
dx
=
d
dx
_
y
G
y
G
_
.
Integrate the last equation to give y
G
y
G = c ( a constant). This is a rst-order
dierential equation: its general solution will depend upon one other arbitrary constant
d, and to nd the solution of the original problem we need to express these constants
(c, d), in terms of the constants (A, B) dened in equation 4.12 (page 130); often this is
dicult, because it involves the solutions of nonlinear equations, and frequently there
are real solutions only for some values of A and B.
(a) If is a constant and y(x) = equation 4.13 becomes G(, 0) = c.
(b) The second-order Euler-Lagrange equation is
2
F
y
2
y
+

2
F
yy
+

2
F
xy

F
y
= 0.
If F(x, y, y
) = G(y, y
) the third term is zero and if y = this equation becomes

G
y
(, 0) = 0, assuming that G
y
y
(, 0) and G
yy
(, 0) exist.
Let g(y) = G(y, 0) be a function of y. The equation G
y
(, 0) = 0 shows that must
be at a stationary point of g(y) whereas the equation G(, 0) = c, found in part (a),
imposes the weaker restriction that c lies in the domain of g(y).
Thus, in general the constant solution y = of the rst-integral, is not a solution of
the Euler-Lagrange equation.
In this case F = y
2
+ y
2
+ 2axy and F
y
= 2y
and F
y
= 2y + 2ax, giving the
Euler-Lagrange equation y
y = ax. The general solution of this equation is y =

C coshx + Dsinh x ax, where C and D are arbitrary constants determined by the
boundary conditions. The boundary condition at x = 0 gives C = 0 that at x = 1 gives
the solution
y(x) =
a +B
sinh 1
sinh x ax.
Consider the dierence S = S[y +h] S[y], where y is the above solution:
S =
2
_
1
0
dx
_
h
2
+h
2
_
> 0
for all non-zero h(x). Hence the functional has a minimum.
(a) The Euler-Lagrange equation is
d
dx
_
x
2
y
(x)
_
= 0 which integrates to y
(x) =
A
x
2
.
Integrating again gives the general solution y(x) = B A/x. The boundary condition
at x = 1 gives A+B = 1 and hence
y = 1 A
A
x
, 1 x < 0.
The boundary condition at x = 1 gives B A = 1 and hence
y = 1 +A
A
x
, 0 < x 1.
Because each solution is discontinuous at x = 0, it is not possible to nd a single solution
that satises both boundary conditions. The du Bois Reymond theorem, quoted on
page 135, gives some idea of the origin of this problem. The integrand of the functional
is F = x
2
y
2
hence
2
F/y
2
= 2x
2
, which is zero at x = 0; that is condition (d) of the
theorem is not satised.
The functions that satisfy the boundary conditions at x = 1 are dierent and both
are discontinuous at x = 0. Hence there is no continuous function that satises both
boundary conditions and the Euler-Lagrange equation.
(b) For the given function
y
(x) =
_
_
0, 1 x ,
1/, |x| < ,
0, x 1,
so the functional is
J[y] =
1
2
_

dxx
2
=
2
3
.
The function is continuous provided > 0 and hence on this class of continuous functions
J[y] can be made arbitrarily small, but not zero.
(c) The given functions behave similarly to the piecewise continuous function dened
in part (b), as seen in gure 15.5 which depicts graphs for = 0.1 and 0.01.
-1 -0.75 -0.5 -0.25 0 0.25 0.5 0.75 1
-1
-0.5
0.5
1
Figure 15.5 Graphs of the functions y(x) for = 0.1 (solid
line) and 0.01 (dashed line).
With the given functions
y
(x) =

1
x
2
+
2
so the integrand is even and the functional becomes
J[y] =
2
2
2
_
1
0
dx
x
2
(x
2
+
2
)
2
=
2
2
_
1
0
d sin
2
where tan
1
=
1
and the second integral is obtained by putting x = tan. Integration gives

J[y] =

2
2
(2
1
sin2
1
) =

2
_
2
tan
1

1 +
2
_
=
2
1
2
_
tan
1
+

1+
2
_
_
1
2
tan
1
_
2
.
Since tan
1
= + O(
3
) we see that J[y] = 2/ + O(
2
). Since 0 < < 1, J[y] > 0,
but can be made arbitrarily small.
With the denition of (x) given in the exercise,
_
b
a
dxh(x)
F
y
=
_
b
a
dxh(x)
d
dx
=
_
h(x)(x)
_
b
a
_
b
a
dxh
(x)(x).
The boundary term is zero, because h(a) = h(b) = 0, so equation 4.9 becomes
S[y, h] =
_
b
a
dx
_
F
y
(x)
_
h
(x).
On a stationary path S = 0 for all admissible h(x), so the result proved in exercise 4.4
shows that F/y
= C for some constant C.

(a) Since
S[y +h] = G
_
y(b) +h(b)
_
+
1
2
_
b
a
dx
_
(y
+h
)
2
+ (y +h)
2
_
diiferentiation with respect to and then setting = 0 gives the Gateaux dierential
S[y, h] = G
y
(y(b))h(b) +
_
b
a
dx (h
+hy) .
Now integrate by parts and use the fact that h(a) = 0 to cast this in the form
S[y, h] =
_
y
(b) G
y
(y(b))
_
h(b)
_
b
a
dx
_
y
y
_
h.
(b) On the variations with h(b) = 0 the boundary term of S is zero. For S[y] to be
stationary it is necessary that S[y, h] = 0 and it follows from the fundamental lemma
that y
y = 0 with y(a) = A.
On the path dened by this equation
S[y, h] =
_
y
(b) G
y
(y(b))
_
h(b).
Since we require S[y, h] to be zero for all allowed h, which includes those variations
for which h(b) = 0, we must have
y
(b) = G
y
(y(b)).
(c) In this case G(y) = By and the condition at x = b is y
(b) = B.
The Gateaux dierential is
S[y, h] = G
y
(b, y(b), B)h(b) +
_
b
a
dx
_
h
F
y
+h
F
y
_
.
Integrating by parts and using the fact that h(a) = 0 gives
S[y, h] =
_
F
y
(b, y(b), y
(b)) G
y
(b, y(b), B)
_
h(b)
_
b
a
dx
_
d
dx
_
F
y
F
y
_
h.
On the variations with h(b) = 0 the boundary term of S is zero. For S[y] to be
stationary it is necessary that S[y, h] = 0 and it follows from the fundamental lemma
that
d
dx
_
F
y
F
y
= 0, y(a) = A.
On the path dened by this equation
S[y, h] =
_
F
y
(b, y(b), y
(b)) G
y
(b, y(b), B)
_
h(b).
Since we require S[y, h] to be zero for all allowed h, which includes those variations
for which h(b) = 0, we must have
F
y
(b, y(b), y
(b)) = G
y
(b, y(b), B),
one solution of which is y
(b) = B. Thus the solutions of the equation

d
dx
_
F
y
F
y
= 0, y(a) = A, y
(b) = B
are stationary paths of S[y].
In this case H = y + x, so H
y
= 1 > 0 and |H| = |y + x| |y| + x, for x 0. Thus
with = 0 and we may take (Y ) = x + Y to see that the conditions of Bernsteins
theorem hold and there is a unique solution.
The general solution of this linear equation is y = x+C coshx+Dsinh x for some
constants C and D. The boundary condition at x = 0 gives C = A and that at x = 1
gives B = 1 +Acosh1 +Dsinh 1, so the solution is
y = x +A
sinh(1 x)
sinh 1
+ (B + 1)
sinhx
sinh1
.
In this case H = x y and H
y
= 1, which contradicts the condition H
y
> 0.
The general solution of this equation is y = x + C cos x + Dsinx. The boundary
condition at x = 0 gives C = 0 and that at x = X gives D = (1 X)/ sinX; thus
for every X = n, n = 1, 2, , there is a unique solution. If X = n the equation
and boundary conditions cannot be satised and no solution exists. This example does
not contradict Bernsteins theorem because it provides a sucient, but not a necessary
condition.
If F =
_
1 +y
2
/
y we have
F
y
=
_
1 +y
2
2y
3/2
and
F
y
=
y
y
_
1 +y
2
so the Euler-Lagrange equation is
d
dx
_
y
y
_
1 +y
2
_
+
_
1 +y
2
2y
3/2
= 0
which expands to
y
y
_
1 +y
2
y
2
2y
3/2
_
1 +y
2
y
2
y
y(1 +y
2
)
3/2
+
_
1 + y
2
2y
3/2
= 0 that is y
=
1 +y
2
2y
.
Now dene y
1
= y and y
2
= y
1
the above equation, becomes y
2
= (1 +y
2
1
)/(2y
1
).
The rst-integral is y
2
(1 y
2
) = c, where c is a constant. If c = 0 then y = 0 and
y
= 1 are solutions. These give the quoted result.

(a) The triangles ABC, AB
1
D and DB
2
C are similar because all are isosceles and have
a common angle. Because AD is half AC it follows that AB
1
= DB
2
= l/2. Thus the
lengths of AB
1
DB
2
C and ABC are the same and equal to 2l.
Elementary trigonometry gives cos = a/(2l) and tan = 2h/a.
(b) A second division gives 2
2
similar triangles of height 2
2
h and a line of length 2l.
After n divisions there are therefore 2
n
similar triangles of height 2
n
h and a continuous
line of length 2l. Since this is true for any l, the length of the line is unbounded.
In this case F = y
2
y
2
2xy so that F
y
= 2y
, F
y
= 2y 2x, and the Euler-
Lagrange equation is y
+ y + x = 0. The general solution of this equation is y =

Acos x + Bsin x x. The boundary condition at x = 0 gives A = 0 and at x = 1 we
have 0 = Bsin 1 1 giving the required solution.
If u = x a and Y (u) = y(x(u)) and c = b a, the functional becomes
S[Y ] =
_
c
0
du F(Y
, Y ), Y (0) = A, Y (c) = B,
so the Euler-Lagrange equation depends upon c = b a rather that a and b separately,
and hence so does the solution.
Using the given trial function, the functional becomes
S(y
1
) =
_
1/2
0
dx
_
4y
2
1
4y
2
1
x
2
4y
1
x
2
+
_
1
1/2
dx
_
4y
2
1
4y
2
1
(1 x)
2
4y
1
x(1 x)
,
=
_
11
6
y
2
1

1
6
y
1
_
+
_
11
6
y
2
1

1
3
y
1
_
=
11
3
y
2
1

1
2
y
1
.
This function is stationary at the root of S
(y
1
) = 22y
1
/3 1/2, that is y
1
= 3/44
0.0682.
(a) In this example F = y
2
+ 12xy and F/y
= 2y
, F/y = 12x. Hence the

Euler-Lagrange equation is y
= 6x, y(0) = 0, y(1) = 2, having the general solution

y = x
3
+ Ax +B, which satises the condition at x = 0 if B = 0 and the condition at
x = 1 if A = 1. Hence the stationary path is y = x
3
+x.
(b) In this example F = 2y
2
y
2
(1 + x)y
2
and F
y
= 4y
2
y
, F
y
= 4yy
2
2(1 + x)y.
The Euler-Lagrange equation is
2
d
dx
_
y
2
dy
dx
_
2y
_
dy
dx
_
2
+ (1 +x)y = 0,
which simplies to (yy
+
1
2
(1 +x) = 0. Integrating this gives
y
dy
dx
=
1
2
d
dx
_
y
2
_
=
1
4
(1 +x)
2
+
A
2
,
and integrating again, y(x)
2
= B+Ax
1
6
(1 +x)
3
. The boundary conditions then give
y(0)
2
= B
1
6
= 1, so B =
7
6
, and y(1)
2
=
7
6
+ A
8
6
= 4, so A =
25
6
. Hence the
solution is
y(x)
2
=
1
6
(1 +x)
_
25 (1 +x)
2
_
3 = 3 +
1
6
(1 +x)(6 +x)(4 x).
The solution is written in this way because it is easier to understand. The cubic
f = (1 + x)(6 + x)(4 x) is zero at x = 6, 1 and 4; f is positive for x < 6 and
negative for x > 4. It follows that y is real only for x < x
1
, for some x
1
< 6, and
possibly for some x in the interval 1 < x < 4, depending upon the magnitude of f
in this interval. Numerical calculations, which you are not expected to do, show that
x
1
6.33 and that y is real in the interval (0.264, 3.59).
(c) The Gateaux dierential is
S[y, h] =
1
2
Bh(2) + 2
_
2
1
dx
y
x
2
, y(1) = A,
=
_
1
2
B +
1
2
y
(2)
_
h(2) 2
_
2
1
dxh
d
dx
_
y
x
2
_
,
the second result being obtained using integration by parts and the fact that h(1) = 0.
Using the subset of variations with h(2) = 0 and using the fundamental lemma shows
that the stationary paths must satisfy the Euler-Lagrange equation,
d
dx
_
y
x
2
_
= 0 that is
dy
dx
= x
2
with y(1) = A,
for some constant . On the paths that satisfy this equation
S[y, h] =
1
2
_
B y
(2)
_
h(2),
and since h(2) need not be zero, S[y] is stationary only on those paths that satisfy
y
(2) = B, because it is necessary that S[y, h] = 0 for all allowed h. The general
solution of y
= x
2
is y(x) = x
3
/3 + and the boundary conditions give
A =
1
3
+, B = 4 so =
1
4
B and = A
1
12
B.
Hence y(x) = B
_
x
3
1
_
/12 +A.
(d) The Gateaux dierential is
S[y, h] =
2y(0)h(0)
A
3
+
_
b
0
dx
_
h
y
2

2yh
y
3
_
, y(b) = B
2
,
= 2h(0)y(0)
_
1
y
(0)
3

1
A
3
_
+
_
b
0
dx
_
1
y
2
+ 2
d
dx
_
y
y
3
__
h,
where we have integrated by parts and used the fact that h(b) = 0. Using the subset
of variations with h(0) = 0 and the fundamental lemma shows that S[y] is stationary
only on those paths that satisfy the Euler-Lagrange equation with F = yy
2
and with
the single boundary condition y(b) = B
2
. Since F is independent of x, so we may use
the rst-integral, equation 4.13 (page 130), to give y y
2
= c
2
, y(b) = B
2
, where c is a
positive constant (since y(b) > 0 the constant must be positive).
On the paths that satisfy this equation
S[y, h] = 2h(0)y(0)
_
1
y
(0)
3

1
A
3
_
,
so S[y] is stationary only if y
(0) = A > 0. The general solution is given by (since

y(0) = (Ac)
2
),
dy
dx
=
y
c
that is
_
y
(Ac)
2
dy
y
=
x
c
.
Hence

y = Ac +x/2c and the boundary condition at x = b gives 2Ac
2
2Bc +b = 0,
that is
c =
1
2A
_
B
_
B
2
2Ab
_
giving the two solutions
y
(x) =
_
Ac
+
x
2c
_
2
, c
=
1
2A
_
B
_
B
2
2Ab
_
.
For a function, G, of n variables, (x
1
, x
2
, . . . , x
n
), a stationary point is where
n
k=1
k
G
x
k
= 0 for all
k
.
The fact that the sum is zero for all
k
is the equivalent of the fundamental lemma of
the Calculus of Variations.
d
dx
_
w(x)y
(x)
_
1 +y
(x)
2
_
= 0,
which integrates to w(x)y
(x) = A
_
1 +y
(x)
2
, where A is a constant. Rearranging
this and integrating again gives the general solution
y(x) = B A
_
x
a
du
1
_
w(u)
2
A
2
.
If w(x) =
x this becomes
y(x) = B A
_
x
a
du
1
u A
2
and hence y(x) = C 2A
x A
2
, where C is a constant.
If w(x) = x the general solution becomes
y(x) = B A
_
x
a
du
1
u
2
A
2
,
giving y(x) = C Acosh
1
(x/A).
(a) Since F =
_
y
2
1
_
2
and F/y
= 4y
_
y
2
1
_
the rst-integral of the Euler-
Lagrange equation, equation 4.13 (page 130) is (y
2
1)(3y
2
+ 1) =constant. Hence
y
2
= m
2
for some constant m, which we assume positive.
(b) The solutions of the equation y
(x)
2
= m
2
that satisfy the boundary condition
y(0) = 0 are y(x) = mx, m > 0. Hence one solution that ts the boundary condition
at x = 1 is y = y
1
= Ax and on this path S[y
1
] = (A
2
1)
2
.
Another solution has the form
y(x) =
_
mx, 0 x 1,
c mx, x 1,
where m, c and are constants. The boundary condition at x = 1 gives c = A + m.
Since the solution needs to be continuous at x = we also have m = c m and hence
= (A +m)/2m.
Because m > 0 and 1 it follows that m A; for m = A we regain the solution
y = Ax, but for m > A we obtain y
2
(x).
Another solution is
y(x) =
_
mx, 0 x ,
c +mx, x 1.
The boundary condition at x = 1 gives c = A m and the continuity condition gives
m = c + m, and hence = c/2m = (m A)/2m. Since 0 this gives m A,
as before. This gives the solution y
3
(x).
Since y
2
(x)
2
= y
3
(x)
2
= m
2
on both paths S[y
2
] = S[y
3
] = (m
2
1)
2
.
(c) If A > 1, the minimum value of the functional is (A
2
1)
2
and this is given by the
solution y = Ax.
If A < 1, we may choose m = 1, for y
2
or y
3
to give the minimum value of zero.
(a) This integral can be evaluated directly, S[y] = y(1) y(0), and its value is indepen-
dent of the path, regardless of the boundary values.
(b) Similarly S[y] =
1
2
(y(1)
2
y(0)
2
).
(c) Since F = xyy
, F/y
= xy, F/y = xy
and the Euler-Lagrange equation is

y = 0, which does not satisfy the boundary conditions.
Alternatively we have
S[y] =
1
2
_
1
0
dxx
d
dx
y
2
=
_
1
2
xy(x)
2
_
1
0
1
2
_
1
0
dxy
2
=
1
2

1
2
_
1
0
dxy
2
.
The Euler-Lagrange equation for the functional on the right-hand side of this equation
is again y = 0.
We expect the Euler-Lagrange equations for these two functionals to be identical be-
cause
S
2
[y] = S
1
[y] +
_
G(x, y(x)
_
x=b
x=a
and the boundary term is independent of the path. Now we derive the result directly.
Consider the Euler-Lagrange equation for S
2
[y]. First dene
F(x, y, y
) = F(x, y, y
) +
dG
dx
= F(x, y, y
) +
G
x
+
G
y
y
so that
F
y
=
F
y
+

2
G
xy
+

2
G
y
2
y
and
F
y
=
F
y
+
G
y
.
Hence the Euler-Lagrange equation for F is
d
dx
_
F
y
F
y
=
d
dx
_
F
y
F
y
+
d
dx
_
G
y
_

2
G
xy

2
G
y
2
y
.
But,
2
G
xy
+

2
G
y
2
y
=
d
dx
_
G
y
_
,
so the Euler-Lagrange equations for F and F are identical, as expected.
Clearly S[y] 0 and for the given solution the integrand is identically zero, so for this
solution S = 0, its minimum value. The Euler-Lagrange equation is
(y
2) y
2
+ 2 (y
2x) yy
(y
2x)
2
y = 0,
which is satised by the functions y(x) = 0 and y(x) = x
2
. Thus the given function
satises the Euler-Lagrange equation except at x = 0 where y
(x) is not dened.

(a) We have
S =
_
b
a
dxF(x, y, y
) =
_
B
A
dy
dx
dy
F (x, y, 1/x
)
so that G(y, x, x
) = x
F(x, y, 1/x
).
The Euler-Lagrange equation for G is
d
dy
_
G
x
G
x
= 0, x(A) = a, x(B) = b.
Expanding this gives G
x
x
x
+ G
x x
x
+ G
y x
G
x
= 0. Now replace all occurrences
of G by F, using the relations,
G
x
= x
F
x
,
G
x
= F
1
x
F
y
,
and
2
G
xx
=
F
x

1
x
2
F
xy
,

2
G
x
2
=
1
x
3
2
F
y
2
,

2
G
x
y
=
F
y

1
x
2
F
yy
.
Hence the Euler-Lagrange equation for G becomes
F
y
x
3
x
+
_
F
x
1
x
F
x y
_
x
+
_
F
y
1
x
F
y y
_
x
F
x
= 0
which reduces to
F
y
x
3
x
1
x
F
y y
F
x y
+ F
y
= 0. (15.1)
(b) The Euler-Lagrange equation for F is F
y
y
y
+F
y y
y
+F
x y
F
y
= 0. But
d
2
y
dx
2
=
d
dy
_
1
x
_
dy
dx
=
x
x
3
,
so this equation becomes
F
y
x
3
x
+
1
x
F
y y
+F
x y
F
y
= 0,
which is the same as equation 15.1.
If y = (y
1
, y
2
, , y
n
) with y
0
= A and y
n+1
= B and x
k+1
= x
k
+ then y
k
occurs
only in the k and k + 1 terms and
S
y
k
=

y
k
F
_
x
k
, y
k
,
y
k
y
k1
_
+

y
k
F
_
x
k+1
, y
k+1
,
y
k+1
y
k
_
=

u
F(z
k
) +

v
F(z
k
)

v
F(z
k+1
), z =
_
x, y
k
,
y
k
y
k1
_
.
Now we need to express (y
k+1
y
k
)/ in terms of (y
k
y
k1
)/: write
y
k+1
y
k
=
y
k
y
k1
+
y
k+1
2y
k
+y
k1
,
and use the Taylor expansion
y
k+1
2y
k
+y
k1
= y(x
k
+) 2y(x
k
) +y(x
k
)
= y(x
k
) +y
(x
k
) +
1
2
2
y
(x
k
) +
1
6
3
y
(x
k
) +O(
4
) 2y(x
k
)
+y(x
k
) y
(x
k
) +
1
2
2
y
(x
k
)
1
6
3
y
(x
k
) +O(
4
)
=
2
y
(x
k
) +O(
4
).
Hence
z
k+1
=
_
x
k
+, y
k
+y
k
+O(
2
),
y
k
y
k1
+y
k
+O(
3
)
_
= z
k
+ (1, y
k
, y
k
) +O(
2
),
which gives
F(z
k+1
) = F(z
k
) +
_
F
x
(z
k
) +y
k
F
u
(z
k
) +y
k
F
v
(z
k
)
_
+O(
2
).
It follows that the equation for S/y
k
becomes
S
y
k
=
_
F
u

v
_
F
x
+y
k
F
u
+y
k
F
v
__
+O(
2
),
=
_
F
u

_
G
x
+y
k
G
u
+y
k
G
v
__
+O(
2
), G =
F
v
,
S
y
k
=
_
F
u

d
dx
_
F
v
__
+O(
2
), k = 1, 2, , n.
Since S/y
k
= 0 it follows that
d
dx
_
F
v
_
F
u
= O(), k = 1, 2, , n,
and that as 0 we obtain the Euler-Lagrange equation.
In this more general case we use the approximations
_
1
0
dxz(x) h
n
k=0
z(x
k
) and
_
1
0
dxz
(x)
2
h
n
k=0
_
z(x
k+1
) z(x
k
)
h
_
2
,
where z(x) is any function and the set of equally spaced points x
k
= k/(n +1) dened
in the question. Hence the functional becomes
S =
1
h
n
k=0
(y
k+1
y
k
)
2
h
n
k=0
y
2
k
2h
n
k=0
x
k
y
k
, h =
1
n + 1
,
=
1
h
n
k=0
_
(y
k+1
y
k
)
2
h
2
_
y
2
k
+
2k
n + 1
y
k
__
.
(a) If n = 1 there are two terms in the sum; the rst is y
2
1
/h, since y
0
= 0, and the
second is (1/h h)y
2
1
2hy
1
, and since h = 1/2 this gives
S(y
1
) =
7
2
y
2
1
1
2
y
1
.
This function is stationary where S/y
1
= 7y
1
1/2 = 0, that is y
1
= 1/14 = 0.0714,
compared to the exact value of y(1/2) = 0.0697.
The dierence between this approximation to S and that obtained in exercise 4.21 is
because the approximations to the functional are dierent. In both cases we approxi-
mate the solution by the same type of polygon; but in the rst case we evaluated the
integrals exactly; in the second case we made an additional approximation to evaluate
the integrals. For the approximation used in exercise 4.21 we have
_
1
0
dxy
(x)
2
= 4y
2
1
_
_
1/2
0
dx +
_
1
1/2
dx
_
= 4y
2
1
,
_
1
0
dxy(x)
2
= 4y
2
1
_
_
1/2
0
dxx
2
+
_
1
1/2
dx(1 x)
2
_
=
1
3
y
2
1
,
_
1
0
dx2xy(x) = 4y
1
_
_
1/2
0
dxx
2
+
_
1
1/2
dxx(1 x)
_
=
1
2
y
1
.
For the approximation used here, these integrals are approximated by
_
1
0
dxy
(x)
2
= 2
1
k=0
(y
k+1
y
k
)
2
= 4y
2
1
_
1
0
dxy(x)
2
=
1
2
1
k=0
y
2
k
=
1
2
y
2
1
and
_
1
0
dx2xy(x) =
1
k=0
k
2
y
k
=
1
2
y
1
.
(b) If n = 2, then h = 1/3, y
3
= 0 and
S =
_
3y
2
1
_
+
_
3(y
2
y
1
)
2
1
3
_
y
2
1
+
2
3
y
1
__
+
_
3y
2
2
1
3
_
y
2
2
+
4
3
y
2
__
=
17
3
y
2
1
+
17
3
y
2
2
6y
1
y
2
2
9
y
1
4
9
y
2
.
The stationary points are at the solutions of
S
y
1
=
34
3
y
1
6y
2
2
9
= 0 and
S
y
2
=
34
3
y
2
6y
1
4
9
= 0
which simplify to the given equations. These have the solutions y
1
= 35/624 0.0561
and y
2
= 43/624 0.0689, which are the approximate values of the solution at x = 1/3
and 2/3 respectively.
(a) The Gateaux derivative, equation 4.5 (page 125), of this functional is
S[y, h] =
d
d
S[y +h]
=0
=
_
b
a
dxh
(x)
F
y
.
Integrating by parts twice gives
S =
_
h
(x)
F
y
_
b
a
_
b
a
dxh
(x)
d
dx
_
F
y
_
,
=
_
h
(x)
F
y
h(x)
d
dx
_
F
y
__
b
a
+
_
b
a
dxh(x)
d
2
dx
2
_
F
y
_
.
But h(x) and h
(x) are both zero at x = a and b, so for the functional to be stationary

we need
d
2
dx
2
_
F
y
_
= 0. Integrating this twice gives
F
y
= c(x a) +d,
for some constants c and d.
(b) If F(z) =
1
2
z
2
the dierential equation for y(x) is y
(x) = c(x a) +d. Integrating

this twice gives
y
(x) =
1
2
c(x a)
2
+d(x a) + and
y(x) =
1
6
c(x a)
3
+
1
2
d(x a)
2
+(x a) +.
The boundary conditions at x = a give y
(a) = A
2
= and y(a) = A
1
= , so
y(x) =
1
6
c(x a)
3
+
1
2
d(x a)
2
+A
2
(x a) +A
1
,
and the constants (c, d) are determined from the boundary conditions at x = b. Setting
D = b a the two equations y(b) = B
1
and y
(b) = B
2
become, respectively,
1
6
cD
3
+
1
2
dD
2
+A
2
D +A
1
= B
1
and
1
2
cD
2
+dD +A
2
= B
2
,
which simplify to the quoted equations.
(c) Consider the general functional S[y] =
_
b
a
dxF(y
), so
S[y +h] = S[y] +
_
b
a
dxh
(x)
F
y
+
1
2
2
_
b
a
dxh
(x)
2

2
F
y
2
+
and on the stationary path
S[y +h] S[y] =
1
2
2
_
b
a
dxh
(x)
2

2
F
y
2
+ .
Since h
(x)
2
0 the sign of this integral depends upon
2
F/y
2
. But, in the present
case F(z) = z
2
/2, F
(z) = 1 and hence the integral is positive and the stationary path
is a minimum.
First, note that if y(x) and y(x) +h(x) are both admissible functions then h(x) and its
derivative, h
(x), are zero at x = a and b. The Gateaux derivative, S[y, h] (page 125),
is
lim
0
d
d
S[y +h] =
_
b
a
dx
d
d
F(x, y +h, y
+h
, y
+h
=0
.
Thus
S[y, h] =
_
b
a
dx
_
h
F
y
+h
F
y
+h
F
y
_
.
Integration by parts gives
_
b
a
dxh
F
y
=
_
h
F
y
_
b
a
_
b
a
dxh
d
dx
_
F
y
_
.
Since h(a) = h(b) = 0 the boundary term vanishes. Similarly,
_
b
a
dxh
F
y
=
_
h
F
y
_
b
a
_
b
a
dxh
d
dx
_
F
y
_
=
_
h
F
y
h
d
dx
_
F
y
__
b
a
+
_
b
a
dxh
d
2
dx
2
_
F
y
_
.
Again the boundary terms vanish because h
(a) = h
(b) = 0. Hence
S[y, h] =
_
b
a
dxh(x)
_
F
y

d
dx
_
F
y
_
+
d
2
dx
2
_
F
y
__
.
Using the fundamental theorem of the Calculus of Variations we see that a necessary
condition for the functional to be stationary on a function y(x) is that it satises the
equation
d
2
dx
2
_
F
y
d
dx
_
F
y
_
+
F
y
= 0,
with the given boundary conditions.
(a) If F = 1 + y
(x)
2
the required derivatives are F
y
= 2y
and F
y
= F
y
= 0, so
the equation for the stationary function is d
4
y/dx
4
= 0. The general solution of this
equation is the cubic y(x) = ax
3
+ bx
2
+ cx + d, where the constants a, b, c and d
are determined by the boundary condition. Those at x = 0 give y(0) = d = 0 and
y
(0) = c = 1; those at x = 1 then give y(1) = a+b +1 = 1 and y
(1) = 3a+2b +1 = 1,
so that a = b = d = 0, c = 1 and the solution is y(x) = x.
(b) In this case F
y
= 2y
, F
y
= 0, F
y
= 2y, so the equation for the stationary
function is
d
4
y
dx
4
y = 0, y(0) = 1, y
(0) = 0, y
_
2
_
= 0, y
2
_
= 1.
The general solution of this is y(x) = Acos x + Bsin x + Dcoshx + E sinh x. The
boundary conditions at x = 0 give
y(0) = A +D = 1 and y
(0) = B +E = 0
and those at x = /2 give
y
_
2
_
= B +Dc +Es = 0, y
2
_
= A +Ds +Ec = 1,
where c = cosh(/2) and s = sinh(/2). Using the rst two equations to substitute for
D and E in the second two gives
(s 1)B +Ac = c and Bc + (s + 1)A = s + 1.
These equations have the solution A = 1 and B = 0, hence E = D = 0, and the
required solution is y(x) = cos x.
The gradient is
dy
dx
=
dy
d
/
dx
d
=
a sin
a(1 cos )
=
1
tan(/2)
,
where we have used the identities sin2w = 2 sinwcos w and cos 2w = 1 2 sin
2
w.
The cycloid is perpendicular to the x-axis when the gradient is innite, that is when
tan(/2) = 0, or /2 = n, n = 0, 1, .
The Taylor series for sin and cos are given in the handbook, and the rst few terms
are sin =
3
/6 +O(
5
) and cos = 1
2
/2 +O(
4
). Hence,
x = a( sin) =
1
6
a
3
+O(
5
) and y = a(1 cos ) =
1
2
a
2
+O(
4
).
The rst equation gives = (6x/a)
1/3
, and substituted into the equation for y this
gives y = a(6x/a)
2/3
/2.
For a curve dened parametrically by the functions x(), y(), the area under it and
between =
1
and
2
, is
A =
_
x(2)
x(1)
dxy(x) =
_
2
1
d
dx
d
y().
For the cycloid, x() = a( sin ), y() = a(1 cos ) and
A = a
2
_
2
0
d (1 cos )
2
= a
2
_
2
0
d (1 2 cos + cos
2
) = a
2
(2 +) = 3a
2
.
For the length of a curve we use a variant of equation 1.5 (page 15). Suppose that
increases from to + , then to O(), x and y increase by x
() and y
()
respectively. Hence the length of the small element of the curve is, using Pythagoras
theorem
s =
_
x
()
2
+y
()
2
+O(
2
),
and the length of the curve between
1
and
2
is
s =
_
2
1
d
_
x
()
2
+y
()
2
.
For the cycloid, x
() = a(1 cos ), y
() = a sin and the length of the arc OP is

s = a
_

0
d
_
(1 cos )
2
+ sin
2
= a
_

0
d
_
2 2 cos ,
= 2a
_

0
d sin(/2) = 4a (1 cos(/2)) = 8a sin
2
(/4),
where we have used the identity cos z = 1 2 sin
2
(z/2) twice.
(a) The initial energy is E = mgAX +
1
2
mv
2
0
and since x decreases during the fall
equation 5.5 becomes
T =
_
0
X
dx
1 +A
2
_
v
2
0
+ 2gA(X x)
=
1 +A
2
gA
_
_
v
2
0
+ 2gA(X x)
_
X
0
=
1 +A
2
gA
_
_
v
2
0
+ 2gAX v
0
_
=
2X
gA
_
1 +A
2
if v
0
= 0.
(b) The initial point (X, Y ), where Y = AX, satises the equation X
2
+(Y R)
2
= R
2
,
which becomes (1+A
2
)X = 2AR. Substituting this into the above equation for T gives
the required, rather surprising, result.
Since dz/dx = 1/(dx/dz), that is z
(x) = 1/x
(z) and when x = 0, z = 0 and when

x = b, z = A (because y(b) = 0 and v
0
= 0) the funtional becomes
T =
_
A
0
dz
dx
dz
_
1 + 1/x
2
z
=
_
A
0
dz
_
1 +x
2
z
where we have ignored the irrelevant external multiplicative factor.
In this representation the integrand, F(z, x
), is independent of x(z), so the Euler-

Lagrange equation is
d
dz
_
F
x
_
= 0 so that
F
x
=
1
c
,
where c is a constant. But F
x
= x
/
_
z(1 +x
2
) so the Euler-Lagrange equation
reduces to dx/dz =
_
z/(c
2
z).
If b A then from gure 5.5 we see that u, and hence
b
must be small. Using the
Taylor series sinx = x x
3
/6 + O(x
5
) and cos x = 1 x
2
/2 + O(x
4
), we see that the
equation for
b
becomes
b
A
=
2
3
b
+
4
45
3
b
+ that is
b

3b
2A

9
20
_
b
A
_
3
+. . . .
In the following only the rst term of this expansion is used. Also, since d = 0,
x =
1
2
c
2
(2sin2) =
2
3
c
2
3
+O(
5
), y = A
1
2
c
2
(1 cos 2) = Ac
2
2
+O(
4
).
Putting x = b and =
b
gives the equation for c,
b =
2
3
c
2
_
3b
2A
_
3
hence c
2
=
3
2
b
_
2A
3b
_
3
so that
x
b
=
_
2A
3b
_
3
,
y
A
= 1
_
2A
3b
_
2
= 1
_
x
b
_
2/3
.
It is convenient to write z() in the form z = c
2
sin
2
, use the fact that z
(x) =
z
()/x
() and express the integrand of the functional in terms of :

T =
_

b
0
d
dx
d
1 +z
()
2
/x
()
2
2gz()
=
1
2g
_

b
0
d
()
2
+z
()
2
z()
But z
= 2c
2
sin cos and, since x =
1
2
c
2
(2 sin 2) + d, x
= 2c
2
sin
2
, so that
x
2
+z
2
= 4c
4
sin
2
and
T =
2c
2g
_

b
0
d =
2c
b
2g
.
But, from the analysis preceeding the exercise, c =
A/ sin
b
and so
T =
2A
g
b
sin
b
.
The centre of the circle is on the line y = A and since the y-axis is tangent to the circle,
the coordinates of the centre are (R, A) where R is the (unknown) radius. The equation
of this circle is (x R)
2
+ (y A)
2
= R
2
. The point (b, 0) is on this circle and hence
(b R)
2
+A
2
= R
2
giving R =
A
2
+b
2
2b
.
The time of passage is given by equation 5.6, with z = Ay. The parametric equations
x = R(1cos ) and y = ARsin satisfy the equation of the circle and as the particle
moves downwards from (0, A), increases from = 0 to =
b
where y = 0, that is
sin
b
=
A
R
=
2Ab
A
2
+b
2
,
so
b
depends only on the ratio = b/A. Since z = Rsin , using the relation dz/dx =
z
()/x
(), equation 5.6 becomes

T =
1
2g
_

b
0
d
()
2
+z
()
2
z()
=
R
2g
_

b
0
d
1
sin
.
If b A, sin
b
is small and we may use a small expansion to obtain approximate
expressions. For small , sin so
T
R
2g
_

b
0
d
= 2
R
2g
_
b
.
But sin
b

b
= A/R and hence
T 2
R
2g
_
A
R
=
2A
g
.
The general equation of a straight line can be written as y = m(x a) + c. The line
passes through (a, A), so c = A, and through (b, B) so B = m(b a) +A and hence
y =
(B A)
b a
(x a) +A
is the required equation.
Substituting this into equation 5.11, with u = x a, gives
S[y] = 2
_
ba
0
du
_
B A
b a
u +A
_
1 +
_
B A
b a
_
2
,
= 2
_
(b a)
2
+ (B A)
2
(b a)
2
_
ba
0
du
_
(B A)u +A(b a)
= (B +A)
_
(b a)
2
+ (B A)
2
.
Pythagoras theorem gives l
2
= (b a)
2
+ (B A)
2
, hence S = (B +A)l.
(a) If y(x) is even and y = + (A )x/a for 0 x a then
S()
2
=
2
a
_
a
2
+ (A )
2
_
a
0
dx
_
+
A
a
x
_
= (A +)
_
a
2
+ (A )
2
.
(b) Dierentiating with respect to gives
1
2
dS
d
=
2
2
2A +a
2
_
a
2
+ (A )
2
.
Thus S() is stationary when
2
2
2A +a
2
= 0 that is =
=
1
2
_
A
_
A
2
2a
2
_
.
There are two, real stationary points only if A > a
2 and none if A is smaller.

(c) The quadratic 2
2
2A +a
2
is negative for
< <
+
, so as increases from
to
+
, S() decreases and hence S(
) > S(
+
).
(d) If A > a
2 we may write
_
A
2
2a
2
= A
_
1
2a
2
A
2
= A
_
1
a
2
A
2

1
2
a
4
A
4
+O((a/A)
6
)
_
and hence
=
a
2
2A
+
a
4
4A
3
+O
_
a
6
A
5
_
,
+
= A
a
2
2A
+O
_
a
4
A
3
_
.
Hence y
(x)
A
a
x and y
+
A. With =
+
, y(x) A and the solution approxi-
mates a right circular cylinder. With =
, y(x) Ax/a, so the solution increases as

|x| increases. We shall see later that both these solution behave like the exact solutions.
(a) If f(x) = c cosh(x/c), f
(x) = sinh(x/c) and the functional 5.11 (page 155), with

the appropriate change to the limits, becomes,
S[f] = 2c
_
a
a
dx cosh(x/c)
_
1 + sinh
2
(x/c) = 4c
2
_

0
du cosh
2
u, u =
x
c
, =
a
c
,
= 2c
2
( + sinh cosh) ,
where we have used the relations 2 cosh
2
u = 1 + cosh2u to evaluate the integral and
sinh 2u = 2 sinh u coshu to cast the result in this form. Dividing this by a
2
we see that
the dimensionless area S[f]/a
2
depends only upon ,
S[f]
a
2
=
2
2
( + sinh cosh) .
(b) Since 2 sinh cosh = sinh 2 we dene
F() =
1
+
sinh 2
2
2
giving F
() =
1
2
(cosh2 1)
sinh 2
3
.
Hence F
() = 0 if
1 =
(cosh2 1)
sinh 2
= tanh .
(a) Using the expansion cosh = 1 +
1
2
2
+O(
4
), we obtain the small expansion of
g()
g() =
1
cosh =
1
+
1
2
+O(
3
),
so for small the solution of the equation g() = A/a is a/A. But since = a/c
this gives c A and f(x) = Acosh(x/A) A since |x| a A.
With f(x) = A the area is S = 4Aa. Alternatively, since = a/A 1, so cosh 1
and sinh the result derived in the previous exercise gives S[f
1
]/a
2
= 4/, and
hence S
1
= 4Aa.
(b) The equation for can be written as
A
a
=
1
2
_
e
+e
_
=
e
2
_
1 +e
2
_
.
If 1 the e
2
term is negligible by comparison to 1, for instance if = 3, e
2
=
0.0025 and if = 5, e
2
= 0.0005. Hence, the equation becomes
A
a
=
1
2
e
, ( 1).
For large ,
cosh =
1
2
e
_
1 +e
2
_
1
2
e
and sinh =
1
2
e
_
1 e
2
_
1
2
e
so
S[f]
a
2

2
2
_
+
1
4
e
2
_
= 2
_
e
2
_
2
+
2
.
Since 1, e
2
, that is e
2
/
2
1/, so the rst term dominates.
(a) The derivative of g() is g
() =
1
sinh
2
cosh which is zero when tanh = 1.
The graphs of y = tanh and y = 1/, for > 0, are shown in the following gure:
tanh increases montonically from zero to unity as increases from 0 to innity and
1/ decreases monotonically from innity to zero over the same range of hence there
is one and only one positive real root of tanh = 1.
0 1 2 3 4
0.25
0.5
0.75
1
1.25
y=tanh
y=1/
y
Figure 15.6 Graph of y = tanh and y = 1/.
A numerical calculation shows that g
() = 0 at =
m
= 1.1997 and here g(
m
) =
1.5089.
(b) At the stationary point the area is, using the result obtained in exercise 5.11
S = 2a
2
_
1
m
+
1
2
m
sinh
m
cosh
m
_
=
2a
2
m
_
1 + sinh
2
m
_
=
2a
2
m
cosh
2
m
since
m
sinh
m
= cosh
m
.
But, by denition,
A
a
= g(
m
) =
1
m
cosh
m
hence S = 2a
2
m
g(
m
)
2
= 2A
2
m
.
Since
S
1
a
2
=
2
2
( + sinh cosh ) , where
1
cosh =
A
a
, and
S
G
a
2
= 2
_
A
a
_
2
,
the equation S
1
= S
G
gives
2
2
( + sinh cosh) = 2
1
2
cosh
2
or + sinh cosh = cosh
2
.
Using the denitions sinh = (e
)/2 and cosh = (e
+e
)/2 this becomes

+
1
4
_
e
2
e
2
_
=
1
4
_
e
2
+ 2 +e
2
_
or 1 +e
2
= 2.
With increasing from zero the right-hand side increases monotonically from zero and
the left-hand side decreases monotonically from 2 to 1. Hence the equation has one
positive root: this is =
g
0.639232, which gives the value A/a =
1
g
cosh
g
=
1.8950.
(a) The functional does not depend explicitly upon x, so we may use the rst-integral of
the Euler-Lagrange equation y
F/y
F =constant, where F(y, y
) =
_
y(1 +y
2
).
This gives

y = c
_
1 +y
2
, where c is a positive constant. Re-arranging this equation
then gives the rst-order dierential equation,
c
2
_
dy
dx
_
2
= y c
2
, y(1) = y(1) = A.
This equation is separable so can be written in terms of two integrals
c
_
dy
_
y c
2
=
_
dx,
and integration gives
2c
_
y c
2
= x + or y = c
2
+
(x +)
2
4c
2
for some constant . The boundary conditions at x = 1 give
A = c
2
+
( + 1)
2
4c
2
= c
2
+
( 1)
2
4c
2
.
Hence = 0 and A = c
2
+ 1/4c
2
. This last equation is a quadratic in c
2
so gives
c
2
= c
2
=
1
2
_
A
_
A
2
1
_
.
Hence, if A > 1 there are two solutions of the Euler-Lagrange equation, but none if
A < 1. The two solutions are,
y
(x) =
1
4c
2
_
4c
4
+x
2
_
.
Typical graphs of y
(x) are shown in the next two gures: note, that for large values
of A, y
+
(x) A.
-1 -0.5 0 0.5 1
0.25
0.5
0.75
1
1.25
-1 -0.5 0 0.5 1
1
2
3
A=1.2
x
A=3
x
y
(x)
y
+
(x)
y
(x)
y
+
(x)
Figure 15.7 Graphs of y
(x) for A = 1.2, on the left, and A = 3 on the right.

(b) Substituting the general solution (for any c) into the functional gives
S[y] =
1
2c
_
1
1
dx
_
4c
4
+x
2
_
1 +
x
2
4c
4
=
1
4c
3
_
1
1
dx
_
4c
4
+x
2
_
,
= 2c +
1
6c
3
. (15.2)
In order to determine which path gives the largest value of S[y] we consider the dierence
S[y
] S[y
+
] = 2(c
c
+
) +
1
6
_
1
c
3
1
c
3
+
_
,
= (c
+
c
)
_
c
2
+
+c
+
c
+c
2
6(c
+
c
)
3
2
_
,
=
4
3
(c
+
c
)(A 1) > 0 if A > 1,

where we have used the relations c
+
c
=
1
2
and c
2
+
+ c
2
= A, which follow directly

from the original quadratic equation for c
2
. This relation shows that S[y
] > S[y
+
] for
A > 1.
If A = 1, c
+
= c
= 1/
2 and S = 4
2/3. Further if A 1 we have

c
2
=
A
2
_
1
_
1
1
A
2
_
=
A
2
_
1
_
1
1
2A
2

1
8A
4
+
__
where we have used the binomial expansion
1 x = 1
1
2
x
1
8
x
2
+ . Hence
c
2
+
= A
_
1
1
4A
2

1
16A
4
+
_
and on taking the square root
c
+
=
A
_
1
1
4A
2
_
1 +
1
2A
2
_
+
_
1/2
=
A
_
1
1
8A
2
+
_
.
Similarly
c
2
=
1
4A
_
1 +
1
4A
2
+
_
giving c
=
1
2
A
_
1 +
1
8A
2
+
_
.
Putting c
+
=
A and c
= 1/2
A we obtain the following approximations

y
+
A +
x
2
2A
A and y

1
4A
+Ax
2
Ax
2
, A 1.
Substituting these approximations for c into the integral 15.2 for S we obtain
S[y
+
] 2
A and S[y
]
4
3
A
3/2
.
For A close to 1, we nd the value of S[y
] by setting A
2
= 1 +B
2
, where B is a small
positive constant. This gives
c
2
=
1
2
_
_
1 +B
2
B
_
giving c
2
_
1
2

B
4
+
B
2
16

B
3
32
+
_
which gives
S[y
] =
4
3
2 +
B
2
B
3
3
2
+ .
This shows that, as expected, at A = 1, (B = 0), S[y
] = S[y
+
], but also that the two
curves join tangentially at A = 1, as shown in the following gure.
1 1.5 2 2.5 3 3.5 4
0
2
4
6
8
10
12
S[y
+
]
S[y

]
S[y]
A
Figure 15.8 Graphs of S[y
].
(c) The Goldschmidt curve is dened by
y
G
(x) =
_
0, |x| < 1,
A, |x| = 1,
so y
(x) is not dened at |x| = 1. Hence we dene a function that approaches y

G
(x) as
0 for some parameter . We need only consider positive values of x:
y
(x) =
_
_
_
0, 0 x < 1 , 0 < 1,
A
A
(1 x), 1 x 1.
Then
S[y
] = 2
_
1
1
dx
_
A
A
(1 x)
_
1 +
A
2
2
,
=
2
_
A(A
2
+
2
)
_

0
dv
_
1
v
=
4
3
_
A(A
2
+
2
)
4
3
A
3/2
as 0.
The lengths l
l
and angles
k
, k = 1, 2, 3 are shown in gure 15.9.
1
C=(c,d)
A O
X
1

2
3
l
2
l
3
l
1
X
Figure 15.9
The point X has the coordinates (x, y) and we need to nd these coordinates so that
the length L = l
1
+l
2
+l
3
is stationary. With the geometry shown
l
1
=
_
x
2
+y
2
, l
2
=
_
(a x)
2
+y
2
, l
3
=
_
(c x)
2
+ (d y)
2
,
sin
1
=
y
l
1
, sin
2
=
y
l
2
, sin
3
=
d y
l
3
,
cos
1
=
x
l
1
, cos
2
=
a x
l
2
, cos
3
=
c x
l
3
.
The derivatives are
L
x
=
x
l
1
a x
l
2
c x
l
3
= cos
1
cos
2
cos
3
= 0,
L
y
=
y
l
1
+
y
l
2
d y
l
3
= sin
1
+ sin
2
sin
3
= 0.
Adding multiples of these gives
e
i1
e
i2
e
i3
= 0 or e
i(1+2)
e
i(2+3)
= 1.
Now let
k
, k = 1, 2, 3, be the angles between the intersecting lines, as shown on the
right of the gure, so
1
+
2
+
3
= 2. Also
1
=
1

2
,
2
=
3
+
2
and
3
= +
1
3
, so that
e
i1
+e
i2
= 1 giving sin
1
= sin
2
and cos
1
+ cos
2
= 1.
The rst of these equations has the solutions
1
= 2n+
2
and
1
= (2n+1)+
2
, but
only the rst of these also solves the second equation, and then only if cos
2
= 1/2,
that is
2
=
1
= /3, and hence
1
=
2
=
3
= 120
.
In order to classify this stationary point we need the second derivatives: these are
2
L
x
2
=
_
1
l
1
x
2
l
3
1
_
1
l
2
+
(a x)
2
l
3
2
_
1
l
3
+
(c x)
2
l
3
3
_
=
y
2
l
3
1
+
y
2
l
3
2
+
(d y)
2
l
3
3
> 0.
Similarly,
2
L
y
2
=
x
2
l
3
1
+
(a x)
2
l
3
2
+
(c x)
2
l
3
3
> 0
2
L
xy
=
xy
l
3
1
+
(a x)y
l
3
2
+
(c x)(d y)
l
3
3
.
For a minimum we need L
xx
> 0, L
yy
> 0 and = L
xx
L
yy
L
2
xy
> 0. Using the above
expressions we nd that
=
a
2
y
2
(l
1
l
2
)
3
+
1
(l
1
l
3
)
3
_
yc +xd 2xy
_
2
+
1
(l
2
l
3
)
3
_
y(c x) (d y)(a x)
_
2
> 0.
Hence the stationary point is a minimum.
In case (a), since each diagonal has length L
2 the total length is 2
2L 2.83L.
In case (b) there are three equal length lines, giving a total length 3L. For case (c),
consider the end isosceles triangle; its height is h and base L, with third side d, so
L
2h
= tan

3
=
3 giving 2h =
L
3
and
L
2d
= sin

3
=
3
2
giving d =
L
3
.
The total length is L = 4d (L 2h) = (1 +
3)L.
Using the same geometry as in exercise 5.17 we see that in the rst case d
1
= 4d +
(aL 2h) = (a +
3)L. In the second case in the calculation of d and h L is replaced

by aL and then d
2
= 4d + (L 2h) = (1 +a
3)L.
The functions d
1
and d
2
linear in a and are equal when a = 1; since d
2
has the
larger gradient the inequalities follow.
The rst-integral is
y
_
1 +y
2
= c, y(0) = 0, y(a) = A > 0.
At the origin y(0) = 0, so c = 0. Hence there is no dierentiable solution.
The element of length, s, is given by s
2
= x
2
+ y
2
+ z
2
, but on the sphere
x = r sin sin , y = r sin cos and z = r cos , where r is the radius. If and are
assumed to depend on a parameter t, we have
_
ds
dt
_
2
=
_
dx
dt
_
2
+
_
dy
dt
_
2
+
_
dz
dt
_
2
.
dx
dt
= r
d
dt
cos sin +r
d
dt
sin cos ,
dy
dt
= r
d
dt
cos cos r
d
dt
sin sin and
dz
dt
= r
d
dt
sin .
On squaring and adding these we see that the cross-terms cancel and that
_
ds
dt
_
2
= r
2
_
_
d
dt
_
2
+
_
d
dt
_
2
sin
2
_
.
Hence, if the end points of the curve are t = 0 and 1
S = r
_
1
0
dt
_
d
dt
_
2
+
_
d
dt
_
2
sin
2
.
If we put t = and t = the two dierent expressions for S are,
S = r
_

b
a
d
_
1 +
()
2
sin
2
= r
_

b
a
d
_
()
2
+ sin
2
and the two Euler-Lagrange equations are, respectively,

d
d
_

sin
2
_
1 +
2
sin
2
_
= 0 that is
sin
2
= c
_
1 +
2
sin
2
,
and
d
d
_

2
+ sin
2
sin cos
_
2
+ sin
2
= 0
Expanding this gives the equation quoted.
(a) Using as the dependent variable, the initial condition = 0 gives c = 0 and hence
() =constant, which is the equation of the great circles through the poles.
(b) If
a
=
b
= /2, the origin may be chosen to give (
a
) = 0. The equation for ()
can be simplied by noting that, for any f()
d
d
(
f()) =
f() +
2
f
(),
so by choosing f = 1/ sin
2
the above equation can be written in the form
d
d
_

sin
2
_
=
cos
sin
, but also
d
d
_
cos
sin
_
=

sin
2
.
Hence
cos
sin
= Acos +Bsin
for some constants A and B. At =
a
= /2, since = 0, we see that A = 0; and
since
b
= /2, we must also have B = 0 and hence () = /2 for all ; that is the
stationary path is along the equator, as might be expected.
(a) We require the general solution of equation 5.13 (page 157) but with the boundary
conditions y(0) = A > 0, y(b) = B A. The general solution of this equation is shown
in the text to be
y = c cosh
_
x
c
_
, c > 0,
where c and are constants, to be determined by the boundary conditions. These give,
A = c cosh
_
c
_
and B = c cosh
_
b
c
_
= Acosh
_
b
c
_
_
A
2
c
2
sinh
_
b
c
_
.
Since there are three lengths, b, A and B, we expect the solution to depend upon only
two ratios, which we take to be A = A/b and B = B/b. Dening a third dimensionless
ratio, = c/b, gives
B = f() where f() = Acosh
_
1
_
A
2
2
sinh
_
1
_
.
Since B is real and > 0, we need 0 A.
(b) If x is small and positive, cosh(1/x) = sinh(1/x) =
1
2
exp
_
1
x
_
+ O
_
exp
_
1
x
__
and
f(x) =
1
2
e
1/x
_
A
_
A
2
x
2
_
+ O
_
e
1/x
_
=
x
2
exp(1/x)
2
_
A+
_
A
2
x
2
_ +O
_
e
1/x
_
=
x
2
4A
e
1/x
+O(x
4
), if x A.
Now suppose that x A and set x = A u, where u is small and positive, and the
Taylor expansions are, to rst-order in u
cosh
1
x
= cosh
1
A
+
u
A
2
sinh
1
A
, sinh
1
x
= sinh
1
A
+
u
A
2
cosh
1
A
and also
_
A
2
x
2
=
u
_
2A u =
_
2Au
_
1
u
2A
_
1/2
=
_
2Au +O(u).
These expansions give
f(x) = Acosh
1
A
_
2Au sinh
1
A
+O(u), u = A x.
Thus as x 0, f(x) and as x A (from below) f(x) Acosh(1/A) from below.
Also for 0 < x A, f(x) is continuous and positive. It follows that f(x) has at least
one minimum for 0 < x A and that if B > min(f) the equation for has at least two
real roots; if B < min(f) there are no real roots.
It is dicult to prove that there is only one minimum, but numerical results suggest
this to be the case. In the following gure we plot graphs of the scaled function
g =
f(Ay)
A
= cosh
_
1
Ay
_
_
1 y
2
sinh
_
1
Ay
_
, 0 < y 1,
for various values of A.
0 0.2 0.4 0.6 0.8 1
0
2
4
6
8
10
A=10
A=5
A=1
A=0.5
A=0.35
Figure 15.10 Graphs of the function g(y) for A = 10, 5, 1, 0.5
and 0.35.
(c) If A 1, x is necessarily small and for f(x) we may use the approximation derived
in part (b),
f(x)
1
2
e
1/x
_
A
_
A
2
x
2
_
so that f
(x)
1
2
e
1/x
_
_
_
A
2
x
2
x
2

A
x
2
+
x
_
A
2
x
2
_
_
.
Thus the minimum is approximately at at the root of
_
A
2
x
2
x
2
+
x
_
A
2
x
2
=
A
x
2
or
sin
(1 + sin ) cos
= A
where x = Acos . Since A is small so is and to a rst approximation x A
and min(f)
1
2
Aexp
_
1
A
_
. Thus the Euler-Lagrange equation has two solutions if
B >
1
2
Aexp
_
1
A
_
, approximately. For smaller values of B the equation B = f() has
no real solutions.
(a) The general solution of the Euler-Lagrange equation is given by equations 5.6
and 5.8, that is
x = d +
1
2
c
2
(2 sin 2) , y = A +
v
2
0
2g
c
2
sin
2

where c and d are constants and the path starts at (x, y) = (0, A), where =
0
, and
ends at (b, 0), where =
b
. We need equations for the four unknowns c, d,
0
and
b
,
in terms of A, b and v
0
. The initial conditions give
d =
1
2
c
2
(2
0
sin2
0
) and c
2
sin
2
0
=
v
2
0
2g
.
The nal end point conditions give
b = d +
1
2
c
2
(2
b
sin 2
b
) and c
2
sin
2
b
= A+
v
2
0
2g
.
From these equations we see that
0
and
b
are related by the equation
sin
2
0
sin
2
b
= k
2
=
v
2
0
2Ag +v
2
0
that is sin
2
0
= k
2
sin
2
b
.
Then
b
is determined by
b =
1
2
c
2
_
(2
b
sin 2
b
) (2
0
sin 2
0
)
_
=
v
2
0
4gk
2
sin
2
b
_
(2
b
sin 2
b
) (2
0
sin 2
0
)
_
,
0
= sin
1
(k sin
b
).
This gives
b
, which then allows
0
to be determined and from these c and d are found.
(b) In the limiting cases v
2
0
2Ag, we expect the solution to be close to the v
0
= 0
solution found in the text. In this cases k
2
v
2
0
/(2Ag) 1, so
0
is small and, to a
rst approximation is given by
0
= k sin
b
. Thus the above equation for
b
becomes
b =
A
2 sin
2
b
_
(2
b
sin 2
b
) +O(k
3
)
_
.
The function on the right-hand side of this equation is monotonic increasing for 0
b
< : for small
b
it behaves as 2A
b
/3 and it is innite at
b
= . Hence, for all
b 0 there is a unique real solution. In the limit v
0
= 0 this is the same equation
determined in the text the equation immediately preceding 5.9. With this value of
b
we have
c
2
=
A +v
2
0
/2g
sin
2
b
and
0
= k sin
b
+O(k
3
).
If v
2
0
2Ag we should expect gravity to have little eect because the initial kinetic
energy (mv
2
0
/2) greatly exceeds the initial potential energy (mgA), so the motion will
be close to the straight line joining (0, A) to (b, 0).
In this case k 1 and we can write
k
2
=
1
1 +
, =
2Ag
v
2
0
1,
so is the ratio of the potential and kinetic energies. Then
sin
0
=
sin
b
1 +
or
0
= sin
1
(sin
b
sin
b
)
where
= 1
1
1 +
=

1 + +
1 +

2
.
Now expand the equation for
0
as a Taylor series in ,
0
=
b
tan
b
+
1
2
2
tan
3
b
+O(
3
).
This equation already shows that the path is approximately a straight line, because
0
is O(), and this short segment of the ellipse is approximated, to this order, by
a straight line. However, we shall continue with the analysis.
The equation relating
b
to b is obtained using the following expansion, correct to O(),
2
0
sin 2
0
= 2
b
2 tan
b
sin (2
b
2 tan
b
) +O(
2
)
= 2
b
sin 2
b
4 tan
b
sin
2
b
+O(
2
)
so that the equation for
b
becomes
b =
v
2
0
g

_
1 + tan
b
= Atan
b
.
Thus
b
is the angle between the downward vertical and the straight line between the
end points.
Now put =
b
tan
b
, where is a parameter such that =
0
and
b
when
= 1 and 0, respectively. The x-coordinate is
x =
1
2
c
2
{(2 sin 2) (2
0
sin2
0
)}
and since, to rst-order,
2 sin 2 = 2
b
2tan
b
sin (2
b
2tan
b
)
= 2
b
sin 2
b
2tan
b
sin
2
b
we nd that x = 2c
2
(1 ) tan
b
sin
2
b
. But c
2
sin
2
b
= A(1 + )/, tan
b
= b/A
and = /2 so x = (1 )b. For the y-coordinate, since sin = (1 ) sin
b
y =
A
(1 +) c
2
(1 )
2
sin
2
b
=
A
(1 +)
A
(1 +)(1 )
2
A.
As expected this gives the parametric equation of a straight line between the initial and
nal points.
Use the result given in exercise 3.2 (page 97) and the fact that the term O() is,
by denition, zero on the stationary path to cast the dierence in the rst required
form. Now change the integration variable from z to , and use the result x
(z) =
x
()/z
() = tan to obtain the given integral. This integral exists and is positive;
hence the stationary path is a local minimum.
Use the formula derived in exercise 5.4 with X replaced by x and Y by f(x) to derived
the required expression. The function T(x) is independent of x, so the dierential of
gT
2
/2 is zero:
d
dx
_
1
2
gT
2
_
=
2x
f

x
2
f
f
2
+f
= 0
and hence
df
dx
=
2xf
x
2
f
2
.
This homogeneous equation is solved by introducing a new function v(x) dened by
f = xv, so the equation becomes separable,
x
dv
dx
=
v(1 +v
2
)
1 v
2
or
_
dv
1 v
2
v(1 +v
2
)
=
_
dv
_
1
v

2v
1 +v
2
_
=
_
dx
x
.
This integrates to
v
1 +v
2
= Ax and since v =
f
x
this gives x
2
+ (f )
2
=
2
.
This equation represents a circle of radius with centre at (0, ).
(a) Consider the functional
S[y] =
_
a
a
dxy
3
_
1 +y
2
, y(a) = A.
The integrand is independent of x, so the rst-integral is
y
3
_
1 +y
2
= c
3
. Symmetry
about x = 0 suggests that y(x) is even, so y
(0) = 0 and then y(0) = c, where c is

positive. Rearranging this gives
y
2
=
_
y
c
_
6
1 or x =
_
y
c
c
3
du
u
6
c
6
= c
3
_
y
c
du
1
_
(u
2
c
2
)(c
4
+c
2
u
2
+u
4
)
.
Now put y = c cosh(x) where (x) is dened implicitly by
x
c
=
_

0
dv
1
_
1 + cosh
2
v + cosh
4
v
.
If (a) =
a
then A, c and
a
are related by A = c cosh
a
and, from the above integral
a
A
cosh
a
=
_
a
0
dv
1
_
1 + cosh
2
v + cosh
4
v
. that is
a
A
= f(
a
)
where
f(z) =
1
coshz
_
z
0
dv
1
_
1 + cosh
2
v + cosh
4
v
.
(b) Since, for z > 0
_
z
0
dv
1
_
1 + cosh
2
v + cosh
4
v
< =
_

0
dv
1
_
1 + cosh
2
v + cosh
4
v
we have f(z) / coshz < . Thus the equation a/A = f(
a
) has real solutions only
if a < A: for large separations of the ends, a > A, there are no solutions of the
Euler-Lagrange equation. Numerical evaluation of the integral gives = 0.701
Now we show, by approximating f(z), that for small z, f(z) is increasing and for large
z it is decreasing, so f(z) has at least one maximum and the equation a/A = f(
a
) has
at least two real roots for small a/A.
For small v
3
_
1 + cosh
2
v + cosh
4
v
=
1
_
1 + sinh
2
v +
1
3
sinh
4
v
= 1
1
2
v
2
+
1
24
v
4
+ ,
since sinh v = v + v
3
/6 + , where the expansion is valid if sinh
2
v +
1
3
sinh
4
v < 1,
that is |v| < 0.801. Hence for small z
f(z) =
z
2
3
3
z
3
+ .
For large z we write, using the above denition of
f(z) =
1
coshz
( g(z)) with g(z) =
_

z
dv
1
cosh
2
v
_
1 +
1
cosh
2
v
+
1
cosh
4
v
_
1/2
.
Provided cosh
2
v +cosh
4
v > 1, that is v > 0.722, we may expand the square root to
give
g(z) =
_

z
dv
cosh
2
v
_
1
1
2 cosh
2
v
1
8 cosh
4
+
_
.
But
_

z
dv
cosh
2n
v
= 2
2n
_

z
dv e
2nv
_
1 +e
2v
_
2n
=
2
2n
2n
e
2nz
_
1 +O(e
2z
)
_
.
Hence g(z) = 2e
2z
+O(e
4z
) and f(z) 2e
z
.
Consider a segment of width x having volume V = y
2
x and surface area S =
2ys, s being the arc length, determined in exercise 5.3 (page 149). The para-
metric equations of the cycloid are x = a( sin ), y = a(1 cos ) and then
s() = 8a sin
2
(/4). Thus the integrals for the area and volume are
S = 2
_
2
0
d y()
ds
d
and V =
_
2
0
d y()
2
dx
d
.
Using the expressions for y and s we nd that the surface area is
S = 4a
2
_
2
0
d (1 cos ) sin(/2) = 8a
2
_
2
0
d sin
3
(/2)
= 32a
2
_
/2
0
d sin
3
=
64
3
a
2
.
Similarly the volume is
V = a
3
_
2
0
d (1 cos )
3
= a
3
_
2
0
d
_
1 + 3 cos
2
_
= 5
2
a
3
where we have used the fact that the mean of odd powers of the cosine function is zero,
_
2+a
a
dx cos
2n+1
x = 0 for any real a.
(a) Consider an element of the container of width y forming a ring of radius x and
width s =
_
y
2
+x
2
. The surface area and volume of this segment are S = 2xs
and V = x
2
y, so that
S() = 2
_

0
dx()
ds
d
and V () =
_

0
dx()
2
dy
d
.
Since x = a( sin ), y = a(1 cos ) and s() = 8a sin
2
(/4) these become the
expressions quoted.
(b) If x is small, is small and sin =
3
/6 +O(
5
) giving
S() = 4a
2
_

0
d
_
3
6
2
+O(
6
)
_
=
a
2
15

5
+O(
7
).
But x = a
_
3
/6
5
/120 +O(
7
)
_
so that
=
_
6x
a
_
1/3
_
1 +
1
60
_
6x
a
_
2/3
+
_
and hence
S(x) =
2
5
6
2/3
a
1/3
x
5/3
+O(x
7/3
).
Similarly the volume for small is
V () = a
3
_

0
d
_
_
3
6
_
2
+O(
9
)
_
=
a
3
8.6
2
8
+O(
10
) =

8
6
2/3
a
1/3
x
8/3
+O(x
10/3
).
(c) For S() we have
S() = 4a
2
_

0
d (sin(/2) sin sin(/2))
= 4a
2
_

0
d
_
sin(/2)
1
2
cos(/2) +
1
2
cos(3/2)
_
.
Using integration by parts
_

0
dsin(/2) = 4 sin(/2) 2 cos(/2)
and hence
S() = 4a
2
_
3 sin(/2) 2 cos(/2) +
1
3
sin(3/2)
_
with S() =
32
3
a
2
.
For the volume,
V () = a
3
_

0
d
_
2
sin 2sin
2
+ sin
3
_
.
But
_

0
d sin
3
=
1
4
_

0
d (3 sin sin 3) =
1
4
_
3 cos +
1
3
cos 3
_
0
=
2
3

3
4
cos +
1
12
cos 3
and
_

0
dsin
2
=
1
2
_

0
d(1 cos 2)
=
1
4
1
2
_
_
1
2
sin 2
_
1
2
_

0
d sin 2
_
=
1
4
1
2
_
1
2
sin 2
1
4
_
cos 2
_
0
_
=
1
4
1
4
sin 2 +
1
8
(1 cos 2).
and nally
_

0
d
2
sin =
_
2
cos
_
0
+ 2
_

0
dcos
=
2
cos + 2
_
_
sin
_
_

0
d sin
_
=
2
cos + 2 sin 2(1 cos ).
Combining these integrals we obtain,
V () = a
3
_
19
12
+
5
4
cos +
1
4
cos 2 +
1
12
cos 3 +
1
2
(4 sin + sin 2)
1
2
2
(1 + 2 cos )
_
.
If = , V = a
3
(
2
/2 8/3).
(a) The gradient of the tangent at Q is given by
tan =
dy
dx
=
sin
1 cos
=
1
tan(/2)
,
where we use the identities sin 2x = 2 sinxcos x, cos 2x = 12 sin
2
x. Hence tan tan(/2) = 1,
so cos( + /2) = 0 which means that + /2 is an odd integer multiple of /2. But
when = 0, = /2 and when = , = 0, so +/2 = /2.
(b) If s() is the length OQ the straight line QR is of length l s() and the horizontal
and vertical distances from Q to R are (l s()) cos and (l s()) sin , respectively.
Since = /2 /2 we see that the coordinates of R are
x
R
= x
Q
+ (l s()) sin(/2) and y
R
= y
Q
+ (l s()) cos(/2).
(c) Since s() = 8a sin
2
(/4), see exercise 5.3 (page 149), the length OQC is given by
putting = , L
OCD
= 4a. Then if l = L
OCD
x
R
= a( sin ) + 4a
_
1 2 sin
2
(/4)
_
sin(/2)
= a( sin ) + 4a cos(/2) sin(/2) = a( + sin ),
and
y
R
= a(1 cos ) + 4a
_
1 2 sin
2
(/4)
_
cos(/2)
= a(1 cos ) + 4a cos
2
(/2) = a(1 cos ) + 2a(1 + cos ) = a(3 + cos ).
(a) With x = z
2
the chain rule gives
dy
dx
=
dy
dz
dz
dx
=
dy
dz
1
dx/dz
=
1
2z
dY
dz
, where
Y (z) = y(z
2
), so the functional becomes
S[Y ] = 2
_
Z
0
dz z
_
1
4z
2
_
dY
dz
_
2
2
Y
2
_
, where Z = X
1/2
,
=
1
2
_
Z
0
dz
_
1
z
Y
2
4z
2
Y
2
_
.
The Euler-Lagrange equation is now
d
dz
_
Y
z
_
+ 4z
2
Y = 0,
which expands to zY
+ 4z
3
2
Y = 0. With = 1 this gives equation 6.1, with
a = 2.
(b) The second derivative is obtained using the chain rule again,
d
2
y
dx
2
=
d
dz
_
1
2z
dY
dz
_
1
dx/dz
=
1
2z
d
dz
_
1
2z
dY
dz
_
=
1
2z
_
1
2z
d
2
Y
dz
2

1
2z
2
dY
dz
_
=
1
4z
3
_
z
d
2
Y
dz
2

dY
dz
_
.
Hence y
+
2
y = 0 becomes
1
4z
3
_
z
d
2
Y
dz
2

dY
dz
_
+
2
Y = 0, giving the same Euler-
Lagrange equation for Y (z), as before.
(a) Here the integrand is F = y
2
so F
y
= 2y

y
= 0; alternatively apply the rst-integral, equation 4.13 (page 130), to give y

2
= c.
(b) If y = G(z) the chain rule gives y
(x) = G
(z)z
(x) and the functional becomes

S[z] =
_
b
a
dxG
(z)
2
z
2
.
Now the integrand is F = G
(z)
2
z
2
, giving F
z
= 2G
(z)
2
z
and F
z
= 2G
(z)G
(z)z
2
,
so the Euler-Lagrange equation becomes
d
dx
_
G
(z)
2
z
_
G
(z)G
(z)z
2
= 0.
But
d
dx
_
G
(z)
2
z
_
= G
(z)
2
z
+2G
(z)G
(z)z
2
, and hence the Euler-Lagrange equa-
tion becomes z
(z)
2
+G
(z)G
(z)z
2
= 0. But G(z) is monotonic, so G
(z) = 0, and
the Euler-Lagrange equation is
G
(z)z
+G
(z)z
2
= 0.
Now make the same change of variables in the original Euler-Lagrange equation y
= 0.
dy
dx
= G
(z)
dz
dx
and
d
2
y
dx
2
= G
(z)
d
2
z
dx
2
+G
(z)
_
dz
dx
_
2
,
which leads to the same equation as derived above.
The chain rule gives y
(x) = G
(z)z
(x), so the functional becomes

S[z] =
_
b
a
dxF(x, G(z), G
(z)z
).
Since
F
z
=
F
y
= F
y
G
(z) and
F
z
=
F
y
y
z
+
F
y
z
= F
y
G
(z) +F
y
G
(z)z

d
dx
(F
y
G
(z)) F
y
G
(z) F
y
G
(z)z
= 0,
where F and its derivatives, F
y
and F
y
, are evaluated at y = G(z) and y
= G
(z)z
.
If r
cos = r sin , y
(x) is innite, equation 6.13; since in the original Cartesian formu-

lation we implicitly assume that y
(x) is continuous, and hence bounded in any nite

region, we may also assume that r
cos r sin = 0
Since
dy
dx
=
dy
dr
/
dx
dr
=
sin +r
cos
cos r
sin
the functional 6.10 becomes
S[] =
_
r
b
ra
dr
dx
dr
F
_
r cos , r sin ,
sin +r
cos
cos r
sin
_
and since dx/dr = cos r
sin , this gives the required result.

(a) Since F
r
= r
r
2
+r
2
and F
r
= r/
r
2
+r
2
d
d
_
r
r
2
+r
2
_
r
2
+r
2
= 0
which expands to
r
r
2
+r
2
(rr
+r
)
(r
2
+r
2
)
3/2

r
r
2
+r
2
= 0 = r
d
2
r
d
2
2
_
dr
d
_
2
r
2
= 0.
But (r
a
r
= r
a
r
+ar
a1
r
2
, so with a = 2 the above equation becomes
r
d
d
_
1
r
2
dr
d
_
= 1.
(b) Put w = 1/r, and this equation becomes w
+ w = 0, with the general solution

w = Acos +Bsin . Hence the quoted result.
(c) Dierentiate the denitions x = r cos , y = r sin with respect to the new indepen-
dent variable x to obtain
1 = r
cos r
sin and y
= r
sin +r
cos ,
where the prime denotes dierentiation with respect to x. Eliminate r
by multiplying
the rst equation by sin , the second by cos and subtracting, to give r
2
= xy
y.
Now eliminate
by multiplying the rst equation by cos , the second by sin and

adding, to give rr
= x +yy
, and hence
dr
d
=
dr
dx
/
d
dx
=
(x +yy
)r
xy
y
.
Hence the functional becomes
S =
_
b
a
dx
d
dx
r
2
+
(x +yy
)
2
r
2
(xy
y)
2
=
_
b
a
dx(xy
y)
_
1 +y
2
|xy
y|
.
Assuming that xy
y > 0, that is
> 0 this gives the result quoted.

(d) The stationary path in Cartesian coordinates is the straight line y = mx + c. The
boundary conditions give m = 1 +/(b a) and c = a/(b a), so
y =
_
1 +

b a
_
x
a
b a
.
In polar coordinates the point x = y = a is r = a
2, = /4. At the other end

cos = b/r and sin = (b +)/r, so B = (b a)/a and A = (b a +)/a giving
r =
a
(b a +) cos (b a) sin
.
When = 0 this gives r = 0 unless cos = sin when r = a/ cos , that is x = a, which
is clearly incorrect. In this limit the straight line passes through the origin and the
problem is that polar coordinates are not dened here (r = 0, but is undened).
With the polar coordinates x = r cos , y = r sin the derivative y
(x) is given by
equation 6.13 (page 178) and hence
1 +y
(x)
2
=
r
2
+r
2
(r
cos r sin )
2
.
Since we are assuming that y
(x) is bounded, from the denition of admissible functions,

r
cos r sin = 0 on the curve. Here, for simplicity, we assume r
cos r sin > 0:

in the opposite case the analysis changes slightly, but the nal result is the same. The
functional becomes
S[r] =
_

b
a
d
dx
d
r
r
2
+r
2
r
cos r sin
,
where tan
a
= y(a)/a and tan
b
= y(b)/b. Using equation 6.12 this gives
S[r] =
_

b
a
d r
_
r
2
+r
2
.
The derivatives of F = r
r
2
+r
2
are
F
r
=
r
2
+ 2r
2
r
2
+r
2
and
F
r
=
rr
r
2
+r
2
, giving
the Euler-Lagrange equation,
d
d
_
rr
r
2
+r
2
_
r
2
+ 2r
2
r
2
+r
2
= 0.
Expanding this gives
rr
+r
2
r
2
+r
2
rr
(rr
+r
)
(r
2
+r
2
)
3/2

2r
2
+r
2
r
2
+r
2
= 0,
and this reduces to r
3
r
3r
2
r
2
2r
4
= 0; division by r
3
gives the quoted equation.
In order to simplify this, consider the rst two derivatives of 1/r
,
d
d
_
1
r
_
=
r
()
r
+1
and
d
2
d
2
_
1
r
_
=
r
()
r
+1
+( + 1)
r
()
2
r
+2
and hence
r
() = ( + 1)
r
()
2
r

r
+1
d
2
d
2
_
1
r
_
.
Thus if we set = 2 and substitute for r
(), our equation becomes
r
3
2
d
2
d
2
_
1
r
2
_
2r = 0 or
d
2
z
d
2
+ 4z = 0 where z =
1
r
2
.
The general solution of the equation for z is z = r
2
= Acos 2 +Bsin2, but since
sin 2 = 2 sin cos =
2xy
r
2
and cos 2 = cos
2
sin
2
=
x
2
y
2
r
2
,
this becomes A(x
2
y
2
) + 2Bxy = 1.
The functional is
S[x] =
_
B
A
dy
dx
dy
F
_
1
dx/dy
_
=
_
B
A
dy x
(y)F
_
1
x
(y)
_
,
which is the required result.
(a) The variable change gives
S[y] =
_
du
_
1
2
A(x)
dx/du
y
(u)
2
+
dx
du
B
_
.
By choosing
dx
du
= A(x), that is u(x) =
_
dx
A(x)
, this functional becomes that quoted.
(b) The Euler-Lagrange equation for the original functional can be written in the form
y
+A
/AB
y
/A = 0. Comparison with the given equation shows that A
/A = 1/x,
hence A = 1/x, and also B
y
/A = 4x
2
y+8x
2
, so that B(x, y) = 2xy
2
+8xy+g(x), where
g(x) is an arbitrary function of x; since g(x) does not contribute to the Euler-Lagrange
equation we set g(x) = 0. Then, from part (a) u = x
2
/2, x =
2u and the functional

becomes
S[y] =
_
du
_
1
2
y
(u)
2
+ 2y
2
+ 8y
_
with Euler-Lagrange equation
d
2
y
du
2
4y = 8.
(a) The function is
S[x] =
_
B
A
dy
dx
dy
1
x
2
1
x
(y)
2
=
_
B
A
dy
1
x
2
x
(y)
, x(A) = 1, x(B) = 2.
(b) Putting F = 1/(x
2
x
) we have
F
x
=
1
(xx
)
2
and
F
x
=
2
x
3
x
,
so the Euler-Lagrange equation is
d
dy
_
1
(xx
)
2
_
2
x
3
x
= 0, but
d
dy
_
1
(xx
)
2
_
=
2x
x
2
x
3

2
x
3
x
,
which gives the required equation.
(c) Integrating once gives x
2
x
= c for some constant c. Integrating again gives

x(y)
3
/3 = cy + d. The boundary conditions give 1/3 = cA + d and 8/3 = cB + d
and hence x
3
=
7y +B 8A
B A
.
Applying the boundary conditions gives, for y
1
(x), 0 = A+C and 1 = B+C cosh(/2)+
Dsinh(/2), and, for y
2
(x), 0 = A + C and 1 = B + C cosh(/2) + Dsinh(/2).
Since A = C and A + C = 0, A = C = 0. Then the equations for B and D become
B + Dsinh(/2) = 1 and B + Dsinh(/2) = 1. Adding these two solutions gives
2Dsinh(/2) = 0, so D = 0 and hence B = 1. Thus the required solution is y
1
(x) =
sin x and y
2
(x) = sinx.
In this case F = y
2
1
+y
2
2
+y
1
y
2
so F
y1
= F
y2
= 0, F
y
1
= 2y
1
+y
2
and F
y
2
= 2y
2
+y
1
,
Hence the two Euler-Lagrange equations are
d
dx
(2y
1
+y
2
) = 0 and
d
dx
(2y
2
+y
1
) = 0.
These may be integrated directly to give 2y
1
+ y
2
= a
1
and 2y
2
+ y
1
= a
2
, where
a
1
and a
2
are constants. Now integrate again to obtain 2y
1
+ y
2
= a
1
x + b
1
and
2y
2
+ y
1
= a
2
x +b
2
. But the boundary conditions at x = 0 give b
1
= 1 and b
2
= 2; at
x = 1 we have 4 = a
1
+b
1
and 5 = a
2
+b
2
. Hence a
1
= 3 and a
2
= 3 and the solutions
are 2y
1
+ y
2
= 3x + 1 and 2y
2
+ y
1
= 3x + 2. Multiplying the rst equation by 2 and
subtracting from the second now gives y
1
= x and y
2
= x + 1.
We can write the functional in the form S[y
1
, y
2
] =
_
1
0
dx
_
_
y
1
+
1
2
y
2
_
2
+
3
4
y
2
2
_
. On
dening z
1
= y
1
+y
2
/2 this becomes
S[z
1
, y
2
] =
_
1
0
dx
_
z
2
1
+
3
4
y
2
2
_
, z
1
(0) =
1
2
, z
1
(1) = 2, y
2
(0) = 1, y
2
(1) = 1.
The associated Euler-Lagrange equations are simply z
1
= 0 and y
2
= 0 which can be
integrated directly to yield z
1
= A
1
x+B
1
and y
2
= A
2
x+B
2
. The boundary conditions
for z
1
(x) give B
1
= 1/2 and A
1
+ B
1
= 2 so A
1
= 3/2. For y
2
(x) we nd B
2
= 1 and
A
2
+B
2
= 2, so A
2
= 1. Hence the solution is
z
1
=
3
2
x +
1
2
and y
2
= x + 1 and y
1
(x) = z
1
(x)
1
2
y
2
(x) = x.
(a) In this example F(y, y
) =
n
i=1
n
j=1
_
y
i
A
ij
y
j
y
i
B
ij
y
j
_
giving
F
y
k
= 2
n
j=1
A
kj
dy
j
dx
and
F
y
k
= 2
n
j=1
B
kj
y
j
, 1 k n,
which gives the quoted Euler-Lagrange equations.
(b) Using the standard rules for matrix multiplication we see that
y

Ay
=
n
i=1
n
j=1
y
i
A
ij
y
j
, y
By =
n
i=1
n
j=1
y
i
B
ij
y
j
,
which gives the required functional.
Similarly
(By)
k
=
n
j=1
B
kj
y
j
and
_
A
d
2
y
dx
2
_
k
=
n
j=1
A
kj
d
2
y
j
dx
2
, 1 k n,
so the Euler-Lagrange equation is Ay
+By = 0 and assuming that A is non-singular,

so that A
1
exists, we obtain the given equation by multiplying by A
1
.
(c) If y =
n
k=1
a
k
(x)z
k
, equation 6.34 becomes
n
k=1
_
d
2
a
k
dx
2
z
k
+a
k
A
1
Bz
k
_
= 0.
But A
1
Bz
k
=
2
k
z
k
, so on multiplying by z
j
for each j and using the fact that
z
j
z
k
=
jk
we obtain a
j
+
2
j
a
j
= 0, for j = 1, 2, , n.
(a) If
S[y
1
, y
2
] =
_
b
a
dt
_
1
2
_
y
2
1
+y
2
2
_
V (r)
_
, r =
_
y
2
1
+y
2
2
,
we have
F
y
k
=
dV
dr
r
y
k
and r
r
y
k
= y
k
, k = 1, 2. Hence the Euler-Lagrange equations
are
d
2
y
k
dt
2
+
dV
dr
y
k
r
= 0, k = 1, 2.
(b) For the functional S[r, ] =
_
b
a
dt
_
1
2
r
2
+
1
2
r
2
2
V (r)
_
we have F
= r
2
and
F
= 0 so the Euler-Lagrange equation for is

d
dt
_
r
2
d
dt
_
= 0 and hence
=
L
r
2
,
for some constant L. Also F
r
= r
and F
r
= r
2
V
(r) so the Euler-Lagrange

equation for r is
d
2
r
dt
2
+V
(r) r
2
= 0. Substituting for
= Lr
2
gives the required
equation.
Dierentiating the given expressions for y
1
, y
2
and y
3
with respect to t gives
y
1
=
cos
sin, y
2
=
sin +
cos and y
3
= z
so that y
2
1
+y
2
2
+y
2
3
=
2
+
2
2
+z
2
. Hence the functional becomes
S[, , z] =
_
b
a
dt
_
1
2
_
2
+
2
2
+z
2
_
V ()
_
.
The three Euler-Lagrange equations for , and z are, resectively
d
2
dt
2

_
d
dt
_
2
+V
() = 0,
d
dt
_
2
d
dt
_
= 0 and
d
2
z
dt
2
= 0.
The second of these equations gives
= L
2
, where L is a constant, and hence the
rst becomes
L
2
3
+ V
() = 0. In this coordinate system the Euler-Lagrange

equations for and z are uncoupled.
(a) Equation 6.43 can be written in the form y
+(p
/p)y
+(q/p)y = b/a
2
. Dividing 6.42
by a
2
gives, by denition, the same equation; comparing these term by term gives p
/p =
a
1
/a
2
and q/p = a
0
/a
2
. Integrating the rst of these gives p(x) = exp
__
dxa
1
/a
2
_
and q = a
0
p/a
2
.
(b) Here F(x, y, y
) = py
2
qy
2
+ 2pb/a
2
, with derivatives F
y
= 2py
and F
y
=
2qy + 2pb/a
2
, so the Euler-Lagrange equation is
d
dx
_
p
dy
dx
_
+qy =
bp
a
2
.
(a) The derivatives required for the Euler-Lagrange equations are
F
1
y
= y
,
F
1
y
= f(x, y)
F
2
y
= y
_
x
c2
du f(u, y),
F
2
y
= y
_
x
c2
du f
y
(u, y)
Hence the Euler-Lagrange equation for F
1
is y
= f(x, y). For F

2
the equation is
d
dx
_
dy
dx

_
x
c2
du f(u, y)
_
+y
_
x
c2
du f
y
(u, y) = 0
which simplies to
d
2
y
dx
2

_
f(x, y) +
_
x
c2
du y
(x)f
y
(u, y)
_
+y
(x)
_
x
c2
du f
y
(u, y) = 0,
which gives the required equation.
(b) The dierence is
F
1
F
2
=
_
y
c1
dv f(x, v) +y
_
x
c2
du f(u, y).
Careful inspection of the right-hand side suggests considering the function
g(x, y) =
_
x
c2
du
_
y
c1
dv f(u, v)
having the partial derivatives
g
x
=
_
y
c1
dv f(x, v),
g
y
=
_
x
c2
du f(u, y)
so that
dg
dx
=
g
x
+
g
y
y
=
_
y
c1
dv f(x, v) + y
_
x
c2
du f(u, y) and hence F
1
F
2
=
dg
dx
.
In this example y
= f(y, y
) = y
y, so equation 6.47 for z is

(y
+y)
z
y
z
y

z
x
+z = 0.
The equation u
u = 0 has the solution u = e

x
which suggests transforming to
v(x, y, y
) where z = ve
x
. The equation then becomes
(y
+ y)
v
y
v
y

v
x
= 0.
One solution of this is v = c = constant. Then the equation F
y
y
= z integrates to
F =
1
2
cy
2
e
x
+y
A(x, y) +B(x, y),

where A and B are functions of x and y only. The derivatives of F are
F
y
= y
A
y
+B
y
, F
yy
= A
y
, F
xy
= cy
e
x
+A
x
,
so the Euler-Lagrange equation 6.46 becomes
cy
+cy
+ (A
x
B
y
) e
x
= 0.
Setting c = 1 and (A
x
B
y
) = ye
x
yields the required equation. As in the case
treated in the text, there are several possible solutions of this equation. We choose
A = 0, B =
1
2
y
2
e
x
to give the functional
S[y] =
1
2
_
dx
_
y
2
y
2
_
e
x
.
If x = z
c
,
dy
dx
=
dy
dz
dz
dx
=
1
cz
c1
dy
dz
so the functional becomes
S[y] = c
_
b
a
dz z
c1
_
1
c
2
z
2c2
y
2
2
y
2
_
=
1
c
_
b
a
dz
_
y
2
z
c1
c
2
2
z
c1
y
2
_
where a = a
1/c
and b = b
1/c
. The Euler-Lagrange equation for this functional is derived
from the relations
F
y
=
2y
z
c1
,
F
y
= 2c
2
2
z
c1
y
and is
d
dz
_
2y
z
c1
_
+ 2c
2
2
z
c1
y = 0,
which expands to
1
z
c1
d
2
y
dz
2

c 1
z
c
dy
dz
+c
2
2
z
c1
y = 0.
Multiply by z
c
to obtain the required equation.
The functional depends only upon y
1
and y
2
so the Euler-Lagrange equations are
d
dx
_
F
y
1
_
= 0 and
d
dx
_
F
y
2
_
= 0.
Dierentating these equations gives
2
F
y
2
1
y
1
+

2
F
y
1
y
2
y
2
= 0 and

2
F
y
1
y
2
y
1
+

2
F
y
2
2
y
2
= 0.
If d = 0 the only solution of these equations is y
1
= 0 and y
2
= 0 and integration gives
the two straight lines, y
1
(x) = Ax +B and y
2
(x) = Cx +D.
If d = 0 we observe that since d is just the Jacobian determinant of
F
y
1
and
F
y
2
the
derivatives are functionally related, that is G(F/y
1
, F/y
2
) = 0 for some function
G(u, v): since F
y
1
and F
y
2
are both functions only of y
1
and y
2
, this means that y
1
and y
2
are functionally related. Thus the Euler-Lagrange equation for y
1
gives y
1
= A,
for some constant A, and that for y
2
gives y
2
= B, where A and B are related. Thus
the solutions of the Euler-Lagrange equation are related straight lines, and are not
independent as in the case d = 0.
If the functional depends only upon one dependent variable, y(x), the Euler-Lagrange
equation is
d
dx
_
F
y
_
= 0 and the equivalent of the determinant is d =

2
F
y
2
. If
F
y
=constant, that is F y
, there is no stationary path and d = 0. If

F
y
=constant,
the stationary path is a straight line and d = 0.
Observe that
d
dx
=

x
+

y
1
y
1
+

y
2
y
2
so that
S
2
[y
1
, y
2
] =
_
b
a
dx
_
F
_
x, y
1
, y
2
, y
1
, y
2
_
+
d
dx
_
,
= S
1
[y
1
, y
2
] +
_
(x, y
1
, y
2
)
_
b
x=a
.
The boundary term is independent of the path so the stationary paths of the two
functions, S
1
and S
2
are identical.
Replace each of the terms g
k
(x)y
k
, k = 1, 2, in the original functional by
g
k
(x)y
k
=
d
dx
_
g
k
(x)y
k
_
g
k
y
k
, k = 1, 2,
to obtain S
2
.
(a) The required dierentials of the integrand are
F
y
=
e
x
2
y e
x
y
,
F
y
=
1
2
y e
x
y
.
The Euler-Lagrange equation is therefore
d
dx
_
1
2
y e
x
y
_
+
e
x
2
y e
x
y
= 0.
On expanding this expression we obtain
e
x
y
+e
x
y
4(y e
x
y
)
3/2
+
e
x
2
y e
x
y
= 0.
Rearranging this gives y
(3e
x
1) y
+ 2e
2x
y = 0.
(b) If u = e
x
, so x = lnu, and Y (u) = y(x(u)) we have, using the chain rule
dy
dx
=
dY
du
du
dx
= e
x
dY
du
hence e
x
dy
dx
=
dY
du
= Y
,
and hence
S =
_
1
0
du
_
Y (u) + Y
(u).
In this case F =
Y +Y
and F/Y = F/Y
= (Y + Y
)
1/2
/2, and the Euler-
Lagrange equation is
d
du
_
1
2
Y +Y
1
2
Y +Y
= 0 or Y
+ 3Y
+ 2Y = 0.
(c) If x = ln u then
dy
dx
=
dY
du
dx
du
= e
x
dY
du
and
d
2
y
dx
2
= e
x
dY
du
+ e
2x
d
2
Y
du
2
.
Substituting these relations into the equation y
(3e
x
1)y
+ 2e
x
y = 0 gives
e
2x
Y
(u) +e
x
Y
(u) +
_
3e
x
1
_
e
x
Y
(u) + 2e
2x
Y = 0,
which reduces to Y
+ 3Y
+ 2Y = 0.
If F = y
2
+ z
2
+ 2yz then F
y
= 2y
, F
y
= 2z and F
z
= 2z
, F
z
= 2y, so the
Euler-Lagrange equations are
d
2
y
dx
2
z = 0 and
d
2
z
dx
2
y = 0. Putting z = y
into
the second equation gives d
4
y/dx
4
y = 0. Now put y = exp(x), where and
are constants, to obtain
4
= 1, that is = 1 and i. Thus the general solution is
y = Acos x + Bsinx + C coshx + Dsinhx. The boundary conditions at x = 0 give
A +C = 0 and C A = 0 and hence A = C = 0: the boundary conditions at x = /2
then give 3/2 = B + Dsinh(/2) and 1/2 = B + Dsinh(/2). Subracting these
equations gives B = 1/2 and adding gives 2Dsinh(/2) = 2. Hence
y =
sinh x
sinh(/2)
+
1
2
sin x and z =
sinh x
sinh(/2)

1
2
sinx.
If y(x) is a stationary path and y(x) +g(x) a varied path the standard analysis gives
F[y, h] = 2
_
X
0
dx
_
xy
(x)h
(x)
_
x
n
2
x
_
y(x)h(x)
_
and integration by parts gives
F = 2
_
xy
(x)h(x)
X
0
2
_
X
0
dxh(x)
_
d
dx
(xy
) +
_
x
n
2
x
_
y(x)
_
.
The boundary term vanishes at x = 0 because y
(x) is nite here, and at x = X because

h(X) = 0. Hence the Euler-Lagrange equation is
d
dx
(xy
) +
_
x
n
2
x
_
y(x) or x
2
d
2
y
dx
2
+x
dy
dx
+
_
x
2
n
2
_
y = 0.
(a) If x = f(u) then the chain rule gives
dy
dx
=
dy
du
du
dx
=
w
(u)
f
(u)
and the variational principle becomes
F[w] =
_
u1
u0
du f
(u)
_
f(u)
f
(u)
2
w
(u)
2
_
f(u)
n
2
f(u)
_
w(u)
2
_
=
_
u1
u0
du
_
f(u)
f
(u)
w
(u)
2
_
f(u)f
(u)
f
(u)
f(u)
n
2
_
w(u)
2
_
,
where f(u
0
) = 0 and f(u
1
) = X.
(b) If f = e
u
this functional becomes
F[w] =
_
u1
1
du
_
w
(u)
2
_
e
2u
n
2
_
w(u)
2
.
The Euler-Lagrange equation for this functional is w
(u) +
_
e
2u
n
2
_
w = 0, with the
solution w(u) = J
n
(e
u
).
All the given transformations depend continuously upon only one parameter, . Trans-
formations (a) and (c) reduce to the identity when = 0, but (b) gives (x, y) = (x, y).
Hence (a) and (c) dene a one-parameter family of transformations.
(a) Separating variables puts the equation in the form
_
y
z
dy
1
y(1 y)
=
_
t
0
dt, z = y(0),
then integrating gives
_
ln
_
y
1 y
__
y
z
= t and rearranging this gives y = (z, t) =
ze
t
1 + (e
t
1) z
.
(b) There is one parameter, t, and at t = 0, y = z, because this is the initial condition.
In this case
G =
_
d
c
dx
_
_
dy
1
dx
_
2
_
dy
2
dx
_
2
_
But
dy
1
dx
=
_
dy
1
dx
cosh +
dy
2
dx
sinh
_
dx
dx
and
dy
2
dx
=
_
dy
1
dx
sinh +
dy
2
dx
cosh
_
dx
dx
so that
_
dy
1
dx
_
2
_
dy
2
dx
_
2
=
_
dx
dx
_
2
_
_
dy
1
dx
_
2
_
dy
2
dx
_
2
_
.
Hence
G =
_
d
c
dx
dx
dx
_
dx
dx
_
2
_
_
dy
1
dx
_
2
_
dy
2
dx
_
2
_
=
_
d
c
dx
1
1 +g
(x)
_
_
dy
1
dx
_
2
_
dy
2
dx
_
2
_
.
Hence G = G only if g
(x) = 0, that is if g(x) is a constant.

The Taylor expansions of the trigonometric functions give cos = 1+O(
2
) and sin =
+O(
3
). Hence, to O() we have y
1
= y
1
y
2
, y
2
= y
1
+y
2
which can be written
in the form y
1
= y
1
+
1
, y
2
= y
2
+
2
, where
1
= y
2
and
2
= y
1
.
In this case = 0,
1
= y
2
and
2
= y
1
so equation 7.15 becomes
F
y
1
y
2
+
F
y
2
y
1
= 2y
1
y
2
2y
2
y
1
= constant.
Consider the general transformation
y
1
= y
1
+g
1
(x), y
2
= y
2
+g
2
(x), x = x +g
3
(x)
so that
dy
1
dx
=
_
dy
1
dx
+g
1
(x)
_
dx
dx
,
dy
2
dx
=
_
dy
2
dx
+g
2
(x)
_
dx
dx
,
and the functional
G =
_
d
c
dx
_
_
dy
1
dx
_
2
+
_
dy
2
dx
_
2
_
becomes, to rst-order in ,
G =
_
d
c
dx
1
1 +g
3
(x)
_
_
dy
1
dx
_
2
+
_
dy
2
dx
_
2
+ 2
_
g
1
(x)
dy
1
dx
+g
2
(x)
dy
2
dx
_
_
.
Now consider the three specic cases:
(i) If g
1
= g and g
2
= g
3
= 0, then G = G+ 2
_
d
c
dxg
(x)y
1
(x).
(ii) If g
2
= g and g
1
= g
3
= 0, then G = G+ 2
_
d
c
dxg
(x)y
2
(x).
(iii) If g
3
= g and g
1
= g
2
= 0, then
G =
_
d
c
dx
1
1 +g
(x)
_
_
dy
1
dx
_
2
+
_
dy
2
dx
_
2
_
.
In all cases G = G, for all admissible y
1
and y
2
, only if g
(x) = 0, that is if g(x) is a

constant, which we set to unity in the following. The resulting rst-integrals are:
(i)
1
= 1,
2
= = 0, hence
F
y
1
= c giving y
1
= c,
(ii)
2
= 1,
1
= = 0, hence
F
y
2
= c giving y
2
= c,
(iii) = 1,
1
=
2
= 0, hence F y
1
F
y
1
y
2
F
y
2
= c giving y
2
1
+y
2
2
= c.
where c is a constant.
In this example the rst-integral arising from the invariance with respect to trans-
lations in x can also be derived from the two rst-integrals due to the invariance under
the translations in y
1
and y
2
. Thus not all symmetries lead to new rst-integrals.
In this case, since x = x we have
G =
_
d
c
dx
_
1
2
_
_
dy
1
dx
_
2
+
_
dy
2
dx
_
2
_
+V (y
1
y
2
)
_
.
Replacing y
k
by y
k
and expanding to rst-order in gives
G =
_
d
c
dx
_
1
2
_
_
dy
1
dx
_
2
+
_
dy
2
dx
_
2
_
+g
(x)
_
dy
1
dx
+
dy
2
dx
_
+V (y
1
y
2
)
_
,
= G+
_
d
c
dx
_
dy
1
dx
+
dy
2
dx
_
g
(x).
Thus G = G only if g =constant. In this case equation 7.15 becomes, on setting g = 1
and since
1
=
2
= 1, F
y
1
+F
y
2
=constant, that is y
1
+y
2
=constant.
d
dx
_
x
2
dy
dx
_
+x
2
y
5
= 0 which expands to
d
2
y
dx
2
+
2
x
dy
dx
+y
5
= 0.
(b) When expressed in terms of x and y the functional is
S =
_
b
a
dxx
2
_
_
dy
dx
_
2
1
3
y
6
_
.
Now change variables, x = x, y = y,
S =
3
_
b
a
dxx
2
_
2
y
(x)
2

6
3
y
6
_
=
2
_
b
a
dxx
2
_
y
(x)
2
4
3
y
6
_
= S.
If
2
= 1 the functional is invariant, see the denition 7.1 (page 201).
Now set = 1 +, and work to rst-order in , so = 1 /2 and, from equation 7.13,
= x, = y/2. The rst-integral, equation 7.15 (page 203) becomes
yx
2
y
+x
_
x
2
y
2
1
3
x
2
y
6
2x
2
y
2
_
= c
where c is a constant. This becomes
x
2
yy
+x
3
_
y
2
+
1
3
y
6
_
= c.
(c) The substitution y = Ax
gives
A
2
x
2+1
+A
2
2
x
2+1
+
1
3
A
6
x
3(2+1)
= c,
hence setting = 1/2 and c = A
2
(4A
4
3)/12, gives the solution y = Ax
1/2
.
The same substitution into the Euler-Lagrange equation gives
A( + 1)x
2
+A
5
x
5
= 0,
so with 2 = 5 and A( + 1) + A
5
= 0, that is = 1/2 and A = 1/
2, this
gives two particular, real solutions of the Euler-Lagrange equation.
(d) The rst-integral is
x
3
y
2
+x
2
yy
+
1
3
x
3
y
6
= c.
Dierentating with respect to x gives, after a division by x,
y
_
2x
2
y
+xy
_
+ 4xy
2
+xy
6
+ 2yy
_
1 +x
2
y
4
_
= 0.
This can be written in the form
y
_
2x
2
y
+xy
_
+
2y
x
_
2x
2
y
+xy
_
2yy
+y
5
_
2x
2
y
+xy
_
2x
2
y
5
y
+2yy
_
1 +x
2
y
4
_
= 0.
That is
_
y
+
2
x
y
+y
5
_
_
2x
2
y
+xy
_
= 0.
The solutions of this equation are the solutions of 2x
2
y
+xy = 0, that is y = A/
x, A
being a constant, and any solution of the original Euler-Lagrange equation.
Expand the expression immediately before equation 7.19 to rst-order in ; since G is
independent of we have
0 =
_
d
c
dx
d
dx
F(x, y, y
)
+
_
d
c
dx
_
F
x
+
n
k=1
_
k
F
y
k
+
_
d
k
dx
y
k
d
dx
_
F
y
k
_
_
=
_
d
c
dx
_
F
n
k=1
F
y
k
y
k
_
d
dx
+
F
x
+
n
k=1
_
k
F
y
k
+
F
y
k
x
_
(15.3)
which is just equation 7.19. But integration by parts gives
_
d
c
dx
_
F
n
k=1
F
y
k
y
k
_
d
dx
=
__
F
n
k=1
F
y
k
y
k
_
_
d
c
_
d
c
dx
d
dx
_
F
n
k=1
F
y
k
y
k
_
and
_
d
c
dx
n
k=1
F
y
k
d
k
dx
=
_
n
k=1
F
y
k
_
d
c
_
d
c
dx
n
k=1
k
d
dx
_
F
y
k
_
=
_
n
k=1
F
y
k
_
d
c
_
d
c
dx
n
k=1
k
F
y
k
where we have used the Euler-Lagrange equation to derive the last line.
Hence, equation 15.3, becomes
0 =
__
F
n
k=1
F
y
k
y
k
_
+
n
k=1
k
F
y
k
_
d
c
+
_
d
c
dx
_
F
x

d
dx
_
F
n
k=1
F
y
k
y
k
__
.
The term in brackets inside the integral is, on expanding the total derivative
F
x

F
x

n
k=1
_
F
y
k
y
k
+
F
y
k
y
k

F
y
k
y
F
y
k
y
k
_
= 0,
where we have used the Euler-Lagrange equations again.
In this example the integrand is invariant under translations in y, and in equation 7.13
n = 1, = 0 and =
1
= 1, so the invariant, equation 7.15 becomes F
y
=constant.
The Euler-Lagrange equation is, since F
y
= 0,
d
dx
_
F
y
_
= 0 giving
F
y
= constant.
(a) Since F = xyy
2
, F
y
= xy
2
and F
y
= 2xyy

d
dx
(2xyy
) xy
2
= 0 or 2xy
d
2
y
dx
2
+x
_
dy
dx
_
2
+ 2y
dy
dx
= 0.
(b) The integrand is homogeneous of degree zero in x, so the transformation to the new
independent variable x, where x = x, with a constant leaves the integral invariant.
To use Noethers theorem we set = 1 +, so (x) = x and = 0, see equation 7.13.
Then, equation 7.15 becomes
_
F
F
y
_
x = c where F = xyy
2
,
(a) On putting x = x and y = y we obtain
S[y] =
_
dxx
3
y
2
_
dy
dx
_
2
=
2
4
_
dxx
3
y
2
_
dy
dx
_
2
=
2
4
S[y].
The functional is invariant if
2
= 1.
Put x = (1+)x, so to rst-order y = (1/2)y and by comparison with equation 7.13
we see that = x and = y/2, and the rst-integral, equation 7.15, becomes
1
2
yF
y
+x(F y
F
y
) = constant where F = x
3
y
2
y
2
.
Substituting for F gives
x
3
y
3
y
+x
4
y
2
y
2
= c = constant.
(b) Putting y = Ax
, so y
= Ax
1
, into the rst-integral gives
A
4
x
4+2
+A
4
2
x
4+2
= c,
which is satised only if 4 + 2 = 0, that is =
1
2
, and c = A
4
( + 1) =
1
4
A
4
.
2
d
dx
_
x
3
y
2
y
_
2x
3
yy
2
= 0.
Dierentiation gives
x
3
y
2
y
+x
3
yy
2
+ 3x
2
y
2
y
= 0 or y
+
1
y
y
2
+
3
x
y
= 0.
Substituting y = Ax
into this equation yields

A( 1)x
2
+A
2
x
2
+ 3Ax
2
= 0 or 2A( + 1)x
2
= 0.
This equation is satised only if = 1.
(c) The Euler-Lagrange equation can be written in the form
d
dx
(yy
) +
3
x
(yy
) = 0,
which integrates directly to yy
= Ax
3
, where A is a constant. A further integration
gives
1
2
y
2
=
A
2x
2
+
B
2
that is y
2
+
A
x
2
= B,
where B is a constant. This gives the general solution of the Euler-Lagrange equation.
Further, if yy
= Ax
3
the rst-integral reduces to Ay
2
+A
2
x
2
= c.
(d) If x = u
a
then
dy
dx
=
dy
du
1
au
a1
and the functional becomes
S[y] =
1
a
_
du u
2a+1
y
2
_
dy
du
_
2
.
With a = 1/2 this simplies to the equivalent functional S[y] =
_
du (yy
)
2
. The
integrand, F = (yy
)
2
, is independent of u, so the rst-integral is y
F
y
F = (yy
)
2
= c
2
,
where c is a constant. Hence yy
= c, which integrates to
1
2
y
2
= cu+b for some constant
b: because u = x
2
this is the same solution as derived in part (c). On the other hand,
the function y = Ax
1/2
from part (b) becomes Au
1/4
which is not a solution of the
equation yy
(u) = c.
In the rst case if F/y = 0 the dierential equation derived in exercise 4.33 (page 143)
can be written as
d
dx
_
d
dx
_
F
y
F
y
_
= 0 and hence
d
dx
_
F
y
F
y
= constant.
In the second case, F/x = 0 it is easiest to use a version of the analysis described
in section 7.2.1. Equation 7.3 becomes
G =
_
d
c
du F(y(u), y
(u), y
(u))
=
_
d
c
du F(y, y
, y
) +
_
c
c
du F(y, y
, y
)
_
d
d
du F(y, y
, y
)
On putting u = v + and expanding to rst-order in we obtain
G =
_
d
c
dv
_
F(y, y
, y
) +
F
y
y
+
F
y
+
F
y
_
F(y, y
, y
d
c
+ O(
2
).
(15.4)
Because G is invariant under translations this gives
0 =
_
d
c
dv
_
F
y
y
+
F
y
+
F
y
_
F(y, y
, y
d
c
+O(),
which is the equivalent of equation 7.4. Now integrate by parts
_
d
c
dv y
F
y
=
_
y
F
y
_
d
c
_
d
c
dv y
d
dv
_
F
y
_
_
d
c
dv y
F
y
=
_
y
F
y
d
dx
_
F
y
__
d
c
+
_
d
c
dv y
d
2
dv
2
_
F
y
_
.
Thus equation 15.4 becomes
_
y
F
y
d
dx
_
F
y
_
+y
F
y
F
_
d
c
+
_
d
c
dv y
_
F
y

d
dv
_
F
y
_
+
d
2
dv
2
_
F
y
__
= O().
But the integrand is zero and the end points c and d are arbitrary and hence
y
F
y

_
d
dx
_
F
y
F
y
_
y
F = constant.
(a) In this case f
= 3x
2
and f
= 6x, so f(0) = f
(0) = f
(0) = 0. The function is

negative for x < 0 and positive for x > 0, so is stationary but has no extreme value at
x = 0. If f(x) = x
3
+ x, then f
= 3x
2
+ , which has no real zeros if > 0, but two
if < 0. At these zeros f
= 0: the negative zero is a local maximum and the positive

zero is a local minimum.
(b) Since F
(a) = g
(a) = 0, F(x) is not stationary at x = a. In the neighbourhood of

x = a put x = a +z and put G(z) = F(a +z) and expand in a Taylor series,
G(z) = f(a) +g
(a)z +
1
2
g
(a)z
2
+
1
6
_
f
(a) +g
(a)
_
z
3
+O(z
4
)
and
G
(z) = g
(a) +g
(a)z +
1
2
_
f
(a) +g
(a)
_
z
2
+O(z
3
).
The stationary points near x = a are given by the solutions of G
(z) = 0. If we ignore
the terms O(z
2
) this gives z = g
(a)/g
(a), which is O(1), and here we cannot expect

the second-order Taylor series to be accurate. But the equation
g
(a) + g
(a)z +
1
2
_
f
(a) +g
(a)
_
z
2
= 0
has the solution
z
2
=
2g
(a)
f
(a)
+O(
2
),
that is z = O(
), and if is suciently small the term of O(z

3
) in the expansion
of G(z) is negligible. Hence if g
(a)/f
(a) < 0 there are two real stationary points,

otherwise there are none.
(a) If f = x
2
1
x
2
2
then det(H) =
2 0
0 2
= 4.
(b) If f = x
2
1
+x
2
2
then det(H) =
2 0
0 2
= 4.
(c) If f = x
2
1
x
2
2
then det(H) =
2 0
0 2
= 4.
Since f
x
= 3x
2
3y
2
and f
y
= 6xy there is a stationary point at the origin. The
Hessian is det(H) =
6x 6y
6y 6x
which is zero at the origin. This stationary point

is therefore degenerate.
(a) Write f = (y 4x)
2
14x
2
, so the stationary point at the origin is a saddle.
(b) For f = 2x
2
+ 4y
2
+z
2
+ 2(xy +yz +xz) we have
f
x
= 4x + 2y + 2z, f
xx
= 4, f
xy
= 2, f
xz
= 2,
f
y
= 8y + 2x + 2z, f
yy
= 8, f
yz
= 2,
f
z
= 2z + 2y + 2x, f
zz
= 2,
and the Hessian determinant at the origin and its descending minors are
det(H) = D
3
=
4 2 2
2 8 2
2 2 2
= 24 giving D
2
=
4 2
2 8
= 28 and D
1
= 4.
Hence
2
is positive denite and the stationary point is a minimum. The eigenvalues
of H are (0.689, 3.58, 9.73), which are all positive.
Consider the function f(x, y) = x
2
+ y
n
, n 3, so f
x
= f
y
= 0 at the origin and
f
xy
= 0 everywhere. Since f
xx
= 2 and f
yy
= n(n 1)y
n2
the Hessian determinant is
zero at the origin and
2
= 2x
2
, so is independent of y. Hence the stationary point is
degenerate.
In these circumstances the nature of the stationary point is determined by the
higher-order terms in the expansion. In this case the function is simple because it is
separable. On the x-axis (y = 0), f(x, 0) = x
2
and it has a minimum; on the y-axis,
f(0, y) = y
n
, which is a minimum if n is even, but for odd n it is a saddle. Hence
x
2
+y
4
has a minimum at the origin and x
2
+y
3
has a saddle at the origin.
The Hessian determinant is
det(H) = D
2
=
f
xx
f
xy
f
xy
f
yy
= f
xx
f
yy
f
2
xy
,
and D
1
= f
xx
. If D
2
> 0 then f
xx
f
yy
> 0 and f
xx
and f
yy
must have the same sign.
For a minimum the quadratic form must be positive denite, which gives the rst
set of conditions. For a maximum the quadratic form must be negative denite, which
gives the second set of conditions.
If D
2
< 0 we proceed as follows. Suppose the stationary point is at (a, b), dene
u = xa, v = y b, so the quadratic form is
2
= u
2
f
xx
+2uvf
xy
+v
2
f
yy
and
2
= 0
when
u
v
=
f
xy
D
2
f
xx
Hence when D
2
< 0 there are two lines through the stationary point, given by u =
_
f
xy
D
2
_
v on which the quadratic form is zero and it has dierent signs either
side of these lines. Near the stationary point the cubic terms in the expansion of (x, y)
can be neglected, so it behaves like
2
and the stationary point is a saddle.
(a) For the function f = (x
3
+y
3
) 3(x
2
+y
2
+2xy) we have f
x
= 3x
2
6(x +y) and
f
y
= 3y
2
6(x + y). Clearly there is a stationary point at the origin. But also f
x
= 0
if x + y = x
2
/2 which on substituting into f
y
= 0 gives y
2
= x
2
, so y = x, giving
another stationary point at (4, 4).
Near the origin the second-order terms are f = 3(x+y)
2
< 0 except if x+y = 0; along
this line the function is zero. The Hessian is zero at the origin so this is a degenerate
stationary point.
The second derivatives are f
xx
= 6(x 1), f
xy
= 6 and f
yy
= 6(y 1) and putting
x = 4 +u, y = 4 +v gives f +64 = 9u
2
6uv +9v
2
= (3u v)
2
+8v
2
, which is positive
unless u = v = 0. This stationary point is therefore a minimum.
(b) For f(x, y) = x
4
+ 64y
4
2(x + 8y)
2
the rst derivatives are
f
x
= 4x(x
2
1) 32y, f
y
= 32
_
8y(y
2
1) x
.
An obvious solution of the equations f
x
= f
y
= 0 is x = y = 0. The equation f
y
= 0
also gives x = 8y(y
2
1) which, when substituted into the other equation, gives
f
x
= 32y(y
2
1)
_
64y
2
(y
2
1)
2
1
32y = 0 = 64(y
2
1)
3
= 1 = y
2
=
5
4
.
Hence (x, y) = (
5,
5/2). The second derivatives are

f
xx
= 4(3x
2
1), f
yy
= 256(3y
2
1) and f
xy
= 32.
Consider each stationary point in turn.
The origin. Near here f 2(x + 8y)
2
so f(0, 0) > f(x, y) except along the line
x + 8y = 0, on which f(8y, y) = 64 65y
4
, so this stationary point is a saddle. Also,
H(0, 0) = 0, and the stationary point is degenerate.
The point (
5,
5/2). The second derivatives have the value f

xx
= 56, f
xy
= 32
and f
yy
= 704 and the Hessian determinant is
H =
_
56 32
32 704
_
giving det(H) = D
2
= 38400, D
1
= 56,
so this stationary is a minimum.
The point (
5,
5/2). The second derivatives and the Hessian have the same values
as at the point (
5,
5/2) so this stationary is also a minimum.

Dierentiating with respect to a and b gives
a
= 2
N
i=1
(a +bx
i
y
i
) = 2
_
Na +b
N
i=1
x
i
i=1
y
i
_
,
b
= 2
N
i=1
x
i
(a +bx
i
y
i
) = 2
_
a
N
i=1
x
i
+b
N
i=1
x
2
i

N
i=1
x
i
y
i
_
.
Setting these expressions to zero gives the quoted equations.
We now need to show that this is a minimum. The second derivatives are
aa
= 2N,
bb
= 2
N
k=1
x
2
k
, and
ab
= 2
N
k=1
x
k
,
and the Hessian determinant is
det(H) = D
2
= 4N
N
k=1
x
2
k
4
_
N
k=1
x
k
_
2
.
Now use the Schwarz inequality, page 41, with b
i
= 1 for all i, to see that det(H) 0
(with equality only if all the x
i
values are the same) and since
aa
= 2N > 0 we see
that the stationary point is a minimum.
Put x = a + (b a)y so
_
b
a
dxf(x) = (b a)
_
1
0
dy f(a + (b a)y) and, since
g(a + (b a)y) = (b a)
2
y(1 y)
_
b
a
dxg(x)
2
= (b a)
5
_
1
0
dy y
2
(1 y)
2
=
1
30
(b a)
5
,
_
b
a
dxg
(x)
2
= (b a)
3
_
1
0
dy (1 2y)
2
=
1
3
(b a)
3
.
Hence I < I
1
if (b a)
2
< 10.
Without a bound on |h
(x)| admissible functions for which h
(x) = O(1/) exist, as

shown in section 4.6, so
2
2
= O(1).
(a) Jacobis equation is u
= 0 (Q = 0) or u
u = 0 (Q = 1). The solutions are,

respectively, u = x a and u = sinh(x a), neither of which is zero for any x > a.
(b) Jacobis equation is u
+ u = 0 with solution u = sin(x a), which is zero at

x = a +, so the conjugate point is a = a +.
The Euler-Lagrange equation is y
+ y = 0, y(0) = 0, y(X) = 1, with solution

y = sin x/ sinX. Also, P(x) = 1, Q(x) = 1, so the associated Jacobi equation is
u
+u = 0, which is the equation dealt with in exercise 8.11 (b), from which we see
that the conjugate point is x = . Thus if X < the solution yields a local min-
imum; otherwise it does not. Further, at the boundary X = the solution to the
Euler-Lagrange equation does not exist.
For this functional Q = 0 and P = F
y
y
and the second variation is
2
[y, h] =
_
b
a
dxP(x)h
2
.
If P(x) = 0 for a x b,
2
has the same sign as P for all h, and the stationary
path is either a minimum (P(x) > 0)or a maximum (P(x) < 0), that is there are no
conjugate points.
Alternatively, Jacobis equation is (Pu
= 0, with solution
u(x) = P(a)
_
x
a
dv
P(v)
= 0 for x > a,
provided P(x) does not change sign, at which point the integral may cease to exist.
Multiply Jacobis equation 8.13 by u and integrate,
_
b
a
dxu
_
d
dx
_
P
du
dx
_
Qu
_
=
_
uu
P
_
b
a
_
b
a
dx
_
Pu
2
+Qu
2
_
.
But, by denition the left-hand side is zero and since u(a) = u(b) = 0,
2
[y, u] = 0.
Hence, from equation 8.7, we see that for h = u, S = O(
3
) and the nature of the
stationary point cannot be determined by this order of expansion.
Equation 8.15 is, provided P(x) = 0,
dw
dx
= Q(x) +
w
2
P(x)
and from equation 8.18
dw
dx
=
u
u
P +
u
2
u
2
P
u
u
P
,
which gives
u
u
P +
u
u
P
Q = 0 and hence
d
dx
_
P
du
dx
_
Qu = 0.
In this example, P = 1 and Q = 1, so equation 8.21 becomes
J
[h] =
_
X
0
dx
_
_
h
2
h
2
_
+ (1 )h
2
_
=
_
X
0
dx
_
h
2
h
2
_
,
and the associated Euler-Lagrange equation is h
+ h = 0. The general solution of

this is h(x) = Acos(x
) + Bsin(x
) and the initial conditions give A = 0 and

B = 1/
, so
h(x, ) =
1
sin(x
) and lim
0
h(x, ) = x.
Thus the lines dened by h(x, ) = 0 are, for = 0, given by x
= k for integer k.
The equation derived in the text is
d
dx
(F
y
y
h
+F
yy
h) F
yy
h F
yy
h
= O()
which expands to
d
dx
_
F
y
dh
dx
_
_
F
yy
d
dx
F
yy
_
h = O().
Take the limit 0 to obtain the required result.
(a) Consider two neighbouring values of the constant, c and c + so that
y(x, c +) = y(x, c) +

c
y(x, c) +O(
2
)
and since, by denition, y(a, c) = y(a, c + ) = A it follows that y
c
(a, c) = 0. By
comparing the above equation with the relation z(x) = y(x) + h(x) used in the text
to derive equation 8.25, and by associating y
c
(x, c) with h(x), we see that y
c
(x, c)
satises the equation
d
dx
_
P(x)
dy
c
dx
_
Q(x)y
c
= 0, y
c
(a, c) = 0.
(b) The associated Euler-Lagrange equation is y
+ y = 0 and the general solution

satisfying the boundary condition at x = 0 is y = c sinx, so that y
c
= sin x.
For this problem equation 8.25 is, since P = 1 and Q = 1, h
+ h = 0, h(0) = 0,
which is clearly satised by y
c
= sin x.
If b a is suciently small then, on ignoring terms O(b a),
P(x) = P(a) +O(x a) > 0 and Q(x) = Q(a) +O(x a)
and Jacobis equation becomes u
+u = 0 with = Q(a)/P(a). The Taylor expan-

sion of the solution is
u(x) = u(a) + (x a)u
(a) +
1
2
(x a)
2
u
(a) +O((x a)
3
).
But by denition, u(a) = 0 and u
(a) = 1, so from the Jacobis equation u
(a) = 0
and the approximate solution is u(x) = (x a) + O((x a)
3
), which is positive for
suciently small b a.
On the stationary path
x =
1
2
c
2
(2 sin 2) and z = c
2
sin
2
so z
(x) =
2 sincos
1 cos 2
=
1
tan
.
Also
F
z
=
z
_
z(1 +z
2
)
, F
z
z
=
1
_
z(1 +z
2
)
z
2
z(1 +z
2
)
3/2
=
1
z(1 +z
2
)
3/2
hence P = F
z
z
= (1/c) sin
2
. In addition
F
z
=
1 +z
2
2z
3/2
, F
zz
=
3
4z
5/2
_
1 +z
2
=
3
4c
5
sin
6
,
and
F
zz
=
z
2z
3/2
1 +z
2
=
cos
2c
3
sin
3
.
These expressions can be used to nd Q,
Q =
3
4z
5/2
_
1 +z
2
+
1
2
d
dx
_
z
z
3/2
1 + z
2
_
=
3
4c
5
sin
6
+
1
2c
3
d
d
_
cos
sin
3
_
1
2c
2
sin
2
=
3
4c
5
sin
6
+
1
4c
5
sin
2
1
sin
2
3 cos
2
sin
4
_
=
1
2c
5
sin
4
.
The Jacobi equation is
d
dx
_
P
du
dx
_
Qu = 0 and since
df
dx
=
df
d
d
dx
=
1
2c
2
sin
2
df
d
this becomes
sin
2
d
2
u
d
2
2u = 0.
Substituting the given function into this equation shows that the general solution is
u() =
A
tan
+B
_
1
cos
sin
_
,
where A and B are constants. But u(0) = 0, so A = 0, to give
u() = B
_
1
cos
sin
_
and u
() = B
_

sin
2
cos
sin
_
.
But, for > 0, 2 > sin2 giving > sin cos and

sin
2
>
cos
sin
, showing that for
0 < < , u() is an increasing function and there are no conjugate points.
Using the result of exercise 3.4 (page 97) we have
_
1 + (y
+h
)
2
_
1 +y
2
_
1 +y
2
so that
S[y +h] S[y]
_
b
a
dx
y
f(x)
_
1 +y
2
h
.
But the Euler-Lagrange equation is
d
dx
_
y
f(x)
_
1 +y
2
_
= 0 that is
y
f(x)
_
1 +y
2
= d = constant
and hence
S[y + h] S[y] d
_
b
a
dxh
(x) = d
_
h(b) h(a)
_
= 0.
(a) P = 6y
, Q = 0 and, since the solution of the Euler-Lagrange equation is y
(x) = m,
m a constant,
2
[y, h] = m
_
1
0
dxh
2
.
(b) P = 4(3y
2
1), Q = 0 and, since the solution of the Euler-Lagrange equation is
y
(x) = m, m a constant,
2
[y, h] = 4(3m
2
1)
_
1
0
dxh
2
.
(c) P = 4y
2
(3y
2
1), Q = 2(y
2
1)
2
8(yy
(y
2
1))
and
2
[y, h] =
_
1
0
dx
_
P(x)h
2
Q(x)h
2
_
.
(d) Since S[y + h] = exp
__
1
0
dxF(x, y
+h
)
_
on dierentiation with respect to
we obtain
d
d
S[y +h] = S[y +h]
_
1
0
dxh
F
y
(x, y
+h
).
Putting = 0 gives the Gateaux dierential,
S[y, h] = S[y]
_
1
0
dxh
F
y
(x, y
).
Now dierentiate again,
d
2
d
2
S[y +h] = S[y +h]
__
1
0
dxh
F
y
(x, y
+h
)
_2
+S[y +h]
_
1
0
dxh
2
F
y
y
(x, y
+h
).
Putting = 0 gives
2
S[y, h] = S[y]
_
__
1
0
dxh
F
y
(x, y
)
_2
+
_
1
0
dxh
2
F
y
y
(x, y
)
_
On a stationary path S[y, h] = 0 and since S[y] = 0 we must have
_
1
0
dxh
F
y
(x, y
) = 0 so that F
y
(x, y
) = constant.
Hence
2
S[y, h] = S[y]
_
1
0
dxh
2
F
y
y
(x, y
).
(a) Expanding the integrand gives
F(x, y +h) = F(x, y) +F
y
+
1
2
2
h
2
F
yy
+O(
3
)
The functional is stationary if F
y
(x, y) = 0 and then
2
[y, h] =
_
b
a
dxF
yy
(x, y)h
2
.
(b) The integrand of the second variation is given by the second-order term in the
Taylor expansion of F(x, y +h, y
+h
, y
+h
). This is
F
2
=
1
2
_
F
yy
h
2
+F
y
y
h
2
+F
y
y
h
2
_
+F
yy
hh
+F
y
y
h
+F
yy
hh
.
Hence
2
[y, h] =
_
b
a
dx
_
F
yy
h
2
+F
y
y
h
2
+F
y
y
h
2
_
+2
_
b
a
dx (F
yy
hh
+F
y
y
h
+F
yy
hh
) .
But, from section 8.3, assuming that h(a) = h(b) = 0,
_
b
a
dxF
yy
hh
=
1
2
_
b
a
dxh
2
d
dx
(F
yy
)
and similarly if h
(a) = h
(b) = 0, that is, if y
(x) is given at x = a and x = b,

_
b
a
dxF
y
y
h
=
1
2
_
b
a
dxh
2
d
dx
(F
y
y
)
Finally, we have
_
b
a
dxF
yy
hh
= [F
yy
hh
]
b
a
_
b
a
dxh
d
dx
(hF
yy
)
=
_
b
a
dxhh
d
dx
(F
yy
)
_
b
a
dxh
2
F
yy
=
_
b
a
dx
_
1
2
h
2
d
dx
2
F
yy
h
2
F
yy
_
.
Hence
2
=
_
b
a
dx
_
h
2
P
0
(x) +h
2
P
1
(x) +h
2
P
2
(x)
_
where
P
0
(x) = F
yy
dF
yy
dx
+
d
2
F
yy
dx
2
P
1
(x) = F
y
y
2F
yy

dF
y
dx
and P
2
(x) = F
y
y
.
In this example
S[y +h] = S[y] +
_
b
a
dxB(x)h
(x)
and there is no term O(
2
).
(a) First note that S[y] 0 for all y and its smallest possible value is 0.
Since F = y
2
(y
2
1)
2
the integrand is independent of x, so the rst-integral exists and
is
y
F
y
F = y
2
_
y
2
1
_ _
3y
2
+ 1
_
= c
where c is a constant. If c = 0 then either y(x) = 0 (which does not satisfy the boundary
condition at x = 1) or y = x.
Thus the stationary path is y = x and on this path S[y] = 0, so it gives a global
minimum.
Further
P(x) = F
y
y
= 4y
2
(3y
2
1) = 8x
2
and Q(x) = 2(y
2
1)
2
8
d
dx
_
yy
(y
2
1)
_
= 0
giving
2
[y, h] = 8
_
1
0
dxx
2
h
2
> 0.
(b) If y(1) = A = 1 this becomes a much more dicult problem, since y = x is not a
solution and near x = 0 the stationary path is quite dierent from this, no matter how
small A 1.
The rst-integral, y
2
(y
2
1)(3y
2
+ 1) = c, shows that if y(0) = 0 then either,
(a) c = 0, with y(x) = 0 or y(x) = x, or
(b) c = 0 and lim
x0
y
2
y
4
= c/3.
The rst possibility gives solutions that do not t the boundary conditions.
Consider the second case. Near x = 0 the equation is approximated by y
2
y
4
= c
1
, and
this has the solution y = c
2
x
2/3
, with c
1
= c
6
2
(2/3)
4
.
Now write the rst-integral as the quadratic in y
2
,
3y
4
2y
2
_
1 +
c
y
2
_
= 0 with solution y
2
=
1
3y
_
y
_
4y
2
+ 3c
_
.
If c = 0 this reduces to y
2
= (y 2y)/3y, and the upper sign gives the previous
equation, y
2
= 1.
If c = 0, then since y(0) = 0, we must have c > 0 and only the upper sign gives a real
solution; hence the required equation for y
is
y
2
=
1
3y
_
y +
_
4y
2
+ 3c
_
giving x(y) =
_
y
0
dy
3y
y +
_
4y
2
+ 3c
. (15.5)
Note that if y is small this becomes
x(y)
_
y
0
dy
3y
3c
=
_
4
3c
y
3/2
giving y x
2/3
,
in accordance with the previous analysis. On dening a new variable z by y = z
3c/2
the dependence upon c is removed to an external factor
x(z) =
3c
2
_
z
0
dz
3z
z + 2
z
2
+ 1
, z =
2y
3c
.
The boundary condition at x = 1 gives a relation between c and A which allows us to
deduce that solutions exist only if A 1. Equation 15.5, with x = 1 and y = A gives
1 =
_
A
0
dy f(y) where f(y) =
3y
y +
_
3c + 4y
2
. (15.6)
For c = 0, f(y) = 1, so A = 1, as expected: for c = 0 we rely on graphical methods.
Graphs of the integrand for 0 < y < 2 and c = 0.1 , 0.3 and 1.0 are shown in gure 15.11,
and here we see that for small c, f(y) 1 for most values of y, and that f(y) increases
rapidly from zero at the origin to close to unity over a distance
3c/2.
0 0.5 1 1.5 2
0
0.2
0.4
0.6
0.8
1
c=1
c=0.3
c=0.1
c=0
c=0.01
Figure 15.11 Typical graphs of f(y), dened in equa-
tion 15.6, for c = 0.1, 0.3 and 1.
Equation 15.6 shows that the value of A needs to be such that the area under f(y) for
0 < y < A is unity. It follows from the gure that if c > 0 we must have A > 1 and
that no solutions exists if A < 1.
The Jacobi equation for this functional is
d
2
u
dx
2
+
2
u = 0 with solution u =
1
sin x.
Then from theorem 8.6 (page 223), with
2
S[y, h] = 2S[h], we see that S[h] > 0 if the
interval (0, a) does not contain a conjugate point, that is a < . In this case, put
= k/a to give
_
a
0
dxf
(x)
2
>
k
2
a
2
_
a
0
dxf(x)
2
for any k < .
Equation 8.11 (page 217) gives
_
a
0
dxf
(x)
2
>
2
a
2
_
a
0
dxf(x)
2
which is a weaker inequality.
In this example F = 4y
2
8y y
2
, so F
y
= 2y
and F
y
= 8y 8 giving the
Euler-Lagrange equation
y
+ 4y = 4 with the general solution y = 1 +cos 2x + sin 2x

The boundary condition at x = 0 gives y(0) = 1 + = 1, so = 0: at at x = /4,
y(/4) = 1 + = 0. Hence the stationary path is y(x) = 1 sin 2x.
Now evaluate the functional along y(x) +h(x), where y is the stationary path. The
functional is
S[y +h] = S[y]
2
_
/4
0
dx
_
h
2
4h
2
_
, h(0) = h(/4) = 0.
But, from exercise 8.26 with a = /4 and we see that
_
/4
0
dxh
2
>
16k
2
2
_
/4
0
dxh
2
, k < .
It follows that S[y +h] < S[y] for all h, proving the result.
The integrand depends only upon y
, so the stationary path is the straight line y = Ax/a,

joining the end points. But if b = 1, S[y] = y(a) = A, which is independent of the path,
and if b = 0, S[y] = a, also independent of the path; thus if b = 0 or 1 there are no
stationary paths.
Since F = y
b
we have
P(x) = F
y
y
= b(b 1)y
(b2)
= b(b 1)
_
A
a
_
(b2)
, Q(x) = 0.
Hence the second variation is positive if b > 1 or b < 0 and the stationary path is a
minimum of S[y]. If 0 < b < 1, P < 0 and the stationary path is a maximum of S[y].
Consider the variation h(x) = sin(nx/a), so h
(x) = O(n) and choose n > 1, to

see that this not a strong minimum.
Consider the solution with the parameters (, ) and (+h
1
, +h
2
), where is su-
ciently small so that second-order terms may be neglected and h
1
and h
2
are constants,
then
y(x, +h
1
, +h
2
) = y(, ) +Y (x, , ) +O(
2
) where Y = h
1
y
+h
2
y
.
We may choose h
1
and h
2
such that Y (a, , ) = 0 and Y
x
(a, , ) = 1. Since Y
is a solution of the variational equation, that is Jacobis equation, then if R(x) =
y
(x)/y
(x) has the same value at the points x = a and x = a it follows that Y ( a) = 0
so the two points are conjugate.
(a) The rst-integral of the functional can be written in the form
3y
y
2
=
3
c
2
,
where c is a positive constant. The general solution of this equation is 2
y = cx +d:
since y(0) = 1, d = 2 and then 2A = ca + 2 giving the solution
y = (1 bx)
2
where b =
1
a
(1 A) > 0.
(b) In this example
P =
6y
y
4
=
3
8b
4
y
> 0 and Q = 2
d
dx
_
1
y
3
_
=
3
4b
2
1
(1 bx)
4
.
Hence Jacobis equation is
d
dx
_
u
(1 bx)
2
_
+
2b
2
u
(1 bx)
4
= 0 which expands to (1bx)
2
d
2
u
dx
2
+2b(1bx)
du
dx
+2b
2
u = 0.
(c) If u = C(1 bx)
then u
= bC(1 bx)
1
and u
= b
2
C( 1)(1 bx)
2
and substituting these expressions into the equations gives
2
3 + 2 = 0, and = 1
and 2. Thus
u(x) = (1 bx) +(1 bx)
2
and the initial conditions, u(0) = 0, u
(0) = 1, give u(x) = x(1 bx). This solution has

one zero at x = 1/b = a/(1 A) > a, so the stationary path is a minimum of S[y].
(a) Dene f(x) by d(x)
2
= f(x) = x
2
a
2
x +a
2
and dierentiate,
f
(x) = 2x a
2
= 0 when x = a
2
/2.
The function f is quadratic with a single minimum (since the coecient of x
2
is pos-
itive), at x = a
2
/2. If a <
2, the distance d(x) =

_
f(x) therefore has a minimum
at (a
2
/2, a
_
1 a
2
/2). For a >
2, the distance d(x) has no stationary points for

x 1, and is monotonically increasing as x decreases from unity. Hence for a >
2
the smallest distance is at (1, 0), but this is not a stationary point.
(b) In the parametric representation d()
2
= g() =
4
+ (a
2
2)
2
+ 1, and
g
() = 2
_
2
2
2 +a
2
_
= 0 when = 0 and
2
= 1 a
2
/2.
Also g
() = 12
2
+ 2(a
2
2): at = 0, g
= 2(a
2
2) and at
2
= 1 a
2
/2,
g
= 4(2 a
2
), so we have the following classication.
a = 0
2
= 1 a
2
/2
a >
2 minimum
a <
2 maximum minimum
Consider curve dened parametrically by (x(t), y(t)) and
an element of arc, AB, with A at t and B at t + t. To
rst-order in t the lengths AC and CB of the right angled
triangle ACB are xt and yt, respectively. Pythagoras
theorem gives the length of the hypotenuse AB to be s
2
=
( x
2
+ y
2
)t
2
+ O(t
3
). Thus on taking the limit t 0
we obtain s =
_
x
2
+ y
2
; the length between t
a
and t
b
is
therefore
t
t
s
y
x
A
B
C
s =
_
t
b
ta
dt s =
_
t
b
ta
dt
_
x
2
+ y
2
.
The area, A, under the graph of y(x) is
A =
_
x
b
xa
dxy =
_
t
b
ta
dt xy.
Now use the identity xy = d(xy)/dt yx to obtain the alternative expression for the
area
A =
_
t
b
ta
dt x y +
_
xy
_
t
b
ta
.
Adding these two expressions gives 2A =
_
t
b
ta
dt
_
xy x y
_
+bB aA.
The areas of the triangles OA
A and OB
B are, respectively,
1
2
aA and
1
2
bB. Since the area of OBB
is the sum of the

areas of OAA
, OAB and A
ABB
, we obtain
1
2
_
tB
tA
dt (x y xy) +
1
2
aA+
_
xB
xA
dxy(x) =
1
2
bB,
which is the relation derived in the question.
A
B
y
x
O
B A
We change variables in the conventional manner:
S =
1
2
_

b
a
d
dt
d
_
x
dy
d
d
dt
y
dx
d
d
dt
_
=
1
2
_

b
a
d
_
x()y
() x
()y()
_
.
The area of the rst three curves, all traversed anticlockwise with increasing , are given
by the integral
1
2
_
2
0
d (xy
y), so we have the following areas.

Ellipse: A
e
=
ab
2
_
2
0
d
_
cos
2
+ sin
2
_
= ab.
Astroid: A
a
=
3
2
a
2
_
2
0
d
_
cos
4
sin
2
+ sin
4
cos
2
_
=
3
2
a
2
_
2
0
d cos
2
sin
2
=
3
8
a
2
.
Cardioid: A
c
= a
2
_
2
0
d
_
(2 cos cos 2)(cos cos 2)
+ (sin sin2)(2 sin sin2)
_
= 3a
2
_
2
0
d (1 cos ) = 6a
2
.
The area of the cycloid is given by
A
cy
=
1
2
_
2
0
d (x
y y
x) =
a
2
2
_
2
0
d
_
(1 cos )
2
( sin ) sin
_
=
a
2
2
_
2
0
d (2 2 cos sin ) = 3a
2
.
The lengths of the curves are given by the formula
L =
_
2
0
d
_
x
2
+ y
2
.
For these four cases the lengths of the curves are
Ellipse : L
e
=
_
2
0
d
_
a
2
sin
2
+b
2
cos
2
= 4aE
_
_
1 b
2
/a
2
_
, b a,
Astroid : L
a
= 3a
_
2
0
d | sin cos | = 6a,
Cardioid : L
c
= 2
2a
_
2
0
d
1 cos = 8a
_

0
d sin(/2) = 16a,
Cycloid : L
cy
= a
_
2
0
d
_
(1 cos )
2
+ sin
2
= 2a
_
2
0
d sin(/2) = 8a.
The functional is
S =
_
1
0
dxy
2
=
_
1
0
dt x
_
y
x
_
2
=
_
1
0
dt
y
2
x
.
Note that we are free to choose a convenient interval for t. In this case = y
2
/ x and
the equations for x and y are, respectively
d
dt
_
y
2
x
2
_
= 0, 2
d
dt
_
y
x
_
= 0.
Integrating these gives z = y/ x =constant, in both cases.
The functional is
S =
_
1
0
dxF(y
) =
_
1
0
dt xF( y/ x)
so = xF(z), where z = y/ x = y
(x), giving
x
= F(z) + xF
(z)
z
x
= F(z) zF
(z) and

y
= xF
(z)
z
y
= F
(z).
The Euler-Lagrange equation for x is
d
dt
_
F(z) zF
(z)
_
= 0 or z zF
(z) = 0.
The Euler-Lagrange equation for y is
dF
(z)
dt
= 0 or zF
(z) = 0. These are the same

provided z = 0: if z = 0 then z = 0 so the equations always have the same solution. If
F
(z) = 0 then neither of the Euler-Lagrange equations can be solved for z.

The Euler-Lagrange equations for x and y are, respectively,
d
dt
_
x
_
x
2
+ y
2
_
= 0 and
d
dt
_
y
_
x
2
+ y
2
_
= 0. (15.7)
Hence x = c
x
and y = c
y
for some constants c
x
and c
y
.
The general solution of these Euler-Lagrange equations is therefore x = c
x
t + d
x
,
y = c
y
t + d
y
, with d
x
and d
y
constants. Eliminating t gives xc
x
yc
y
= d
x
c
y
d
y
c
x
,
which agrees with the quoted expression if = c
y
, = c
x
and = d
x
c
y
d
y
c
x
.
For the boundary conditions given, d
x
= d
y
= 0 and x = at, y = At, so y = Ax/a.
If a = 0 then x = 0 for all t and y = At, but this solution cannot be represented by an
equation of the form y = mx.
The integrand does not depend upon the independent variable, t, so, in equation 7.13
(page 202), we may put = 1 and
1
=
2
= 0. Then equation 7.15 becomes, on
replacing (y
1
, y
2
) by (x, y) and F by ,
= x
x
+ y
y
+ constant.
Dierentiation with respect to x gives
x
= F xF
y
x
_
y
x
_
= F y
F
y
.
Dierentiation with respect to y gives
y
= xF
y
y
_
y
x
_
= F
y
.
(a) In this case
x = f(r, ) = r cos , y = g(r, ) = r sin , z = h(z) = z
so
s
2
= r
2
sin
2
2
+r
2
cos
2
2
+z
2
= r
2
2
+z
2
giving E = r
2
, F = 0, G = 1 and
2
= r
2
2
+ z
2
.
(b) Equations 9.18 and 9.19, with u = and v = z, are respectively
d
dt
_
_
r
2
_
r
2
2
+ z
2
_
_
= 0 and
d
dt
_
_
z
_
r
2
2
+ z
2
_
_
= 0.
One solution of these equations is

= c
1
and z = c
2
, where c
1
and c
2
are constants.
Hence = c
1
t + d
1
and z = c
2
t + d
2
. Both equations are linear in t, hence z is
a linear function of ; thus z = A(
1
) + z
1
and the boundary conditions give
A = (z
2
z
1
)/(
2
1
).
Alternatively, introduce the distance s along the curve, dened by
s(t) =
_
t
0
dt
_
z
2
+r
2
2
so the equations become z
(s) = a and
(s) = b with solutions

z(s) = z
1
+ (z
2
z
1
)
s
S
, (s) =
1
+ (
2
1
)
s
S
, 0 s S,
where S is the length of the curve. Setting t = s/S gives the previous solution, but any
other parameter will suce, for instance s = S sin(t/2) with 0 t 1.
On expanding the Euler-Lagrange equation for x we obtain,
d
x
dt

x
=
y x + y x
_
x
2
+ y
2
y x( x x + y y)
( x
2
+ y
2
)
3/2
.
The numerator of the right-hand side simplies to xy y
2
yy y x+ x y
_
x
2
+ y
2
_
. Similarly
the equation for y expands to
d
y
dt

y
=
y
2
+y y
_
x
2
+ y
2
y y( x x + y y)
( x
2
+ y
2
)
3/2

_
x
2
+ y
2
,
and the numerator of the right-hand side simplies to yy x
2
x xy y x
2
_
x
2
+ y
2
_
.
Hence, equation 9.13 becomes
_
x xy y
2
yy y x
2
+ x
2
y
_
x
2
+ y
2
_
_
+
_
yy y x
2
x xy y
2
x
2
y
_
x
2
+ y
2
_
_
= 0.
If y = c cosh(t + ) the second of equations 9.27 for x becomes x = c||, since x > 0,
giving x = c||t + , for some constant . The boundary conditions for x then give
= 0 and c|| = a, so x = at.
The boundary conditions for y give A/c = cosh( ) and hence = 0 and
A/c = cosh(a/c).
The Euler-Lagrange equations for x and y are respectively
d
dt
_
y
x
_
2
= 0 and
d
dt
_
y
x
_
= 0 giving
y
x
= m = constant.
Hence y = m x and a further integration gives y = mx+c. Since x = y = 0 when t = 0,
c = 0: and since x = y = 1 when t = 1, m = 1 giving y = x.
The corners at all the points equivalent to that at B lie on the line y = x a, for
some a > 0. For the rst triangle, the point A is at the origin, so the coordinates of
the other points are B = (a, 0) and C = (a/2, a/2), as shown in gure 15.12.
C
y
x
y=x
B O
A
y=x a
45
o
Figure 15.12 Diagram showing the rst right angled triangle, ABC.
Since the angle CAB is /4 and the length of the diagonal is a the
triangle is isosceles and the length of the shorter sides is a/
2.
It follows that the apex of the Nth triangle has coordinates x = y = Na/2; if this is at
(1, 1) then Na = 2.
On the segments parallel to the x-axis the functional has value 0 (because y = 0),
but on each of the other segments its value is S
1
= a/2. So the whole integral is
S = NS
1
= 1.
On making a arbitrarily small, and increasing N so that Na = 2, we see that all
points on the zig-zag path are at most a distance a/2 from the straight line y = x.
The parametric equations give y
2
= 4a
2
t
2
= 4ax, which is the equation of a parabola.
The required length is
S =
_
1
1
dt
_
x
2
+ y
2
=
_
1
1
dt
_
(2at)
2
+ (2a)
2
= 4a
_
1
0
dt
_
1 +t
2
= 2a (
1
+ sinh
1
cosh
1
) = 2a
_
sinh
1
1 +
2
_
where sinh
1
= 1.
But sinh
1
z = ln(z +
1 +z
2
), so S = 2a
_
2 + ln(1 +
2)
_
.
The equation of an epicycloid is most easily obtained using complex variables to repre-
sent the distances shown in gure 15.13.
x O P

O
y
Figure 15.13
The complex number representing the vector OO
is z
1
= (R + r)e
i
. The vector O
P
is represented by z
2
= re
i
, so that OP = z
1
+ z
2
. But, since the smaller circle rolls
on the larger circle r = R; also + + = and hence
z = (R +r) exp(i) +r exp(i( )
= (R +r) exp(i) r exp
_
i
R +r
r
_
.
The real and imaginary parts give the quoted equations.
Put a = R/r so that
x
r
= (1 +a) cos cos(1 +a),
y
r
= (1 +a) sin sin(1 +a)
and
x
r
= (1 +a)
_
sin sin(1 +a)
_
,
y
r
= (1 +a)
_
cos cos(1 +a)
_
.
With increasing the curve is traced out anticlockwise, so the area is given by
S =
1
2
_
2
0
d (xy
y)
=
1
2
r
2
(1 +a)
_
2
0
d
_
_
(1 +a) cos cos(1 + a)
_
cos cos(1 +a)
+
_
sin sin(1 +a)
_
(1 +a) sin sin(1 +a)
_
=
1
2
r
2
(1 +a)(2 +a)
_
2
0
d
_
1 cos cos(1 +a) sin sin(1 +a)
_
=
1
2
r
2
(1 +a)(2 +a)
_
2
0
d (1 cos a).
If a = n is an integer this gives S = (R +r)(R + 2r).
For the length we use the above relations for x and y to give, with a = n,
x
2
+ y
2
= 2r
2
(1 +a)
2
(1 cos n) = 4r
2
(1 +a)
2
sin
2
(n/2)
so that the length is
S = 2r(1 +n)
_
2
0
d
sin
_
1
2
n
_
= 8r(1 +n) = 8(R +r).

In the limit r R the epicycloid comprises a set of n approximate cycloids made
by a circle or radius r. The length of each approximate cycloid is approximately 8r, so
the total length is 8nr = 8R.
(a) If k 1 the area is most conveniently given by A =
_
2
0
dxy(x), that is
A = a
2
_
2
0
d x
()y() = a
2
_
2
0
d y()
2
= a
2
_
2
0
d
_
1 2k cos +k
2
cos
2
_
= a
2
_
2 +k
2
_
.
(b) Consider the loop surrounding the origin. The values of when x = 0 are given by
= k sin and if (0, ) is the real root of this equation the required values of are
0, : but the points corresponding to are identical. Since y() = a(1 k cos ) >
y(0) = a(1 k), = 0 corresponds to the bottom of the loop and = the top. Hence
the area of the loop is given by
A =
_

0
d (yx
x) = a
2
_

0
d
_
1 +k
2
2k cos k sin
= a
2
_
(1 +k
2
) 2k sin +k( cos sin )
.
This equation simplies if the equation for , = k sin , is used,
A = a
2
_
k
2
2 +k cos
.
(c) The loop surrounding the origin intersects the positive x-axis when y = 0, that is
cos = 1/k: the root required is the negative root in the interval (, 0) which we
denote by , so 0 < < . At this point x
() = 0 (since x
() = y()) so the curve

is perpendicular to the x-axis. It follows, because of symmetry, that the maximum
width of the loop is 2x
0
where x
0
= a(k sin ). Hence adjacent loops intersect when
2x
0
= 2a, that is when k satises the equation
=
_
k
2
1 cos
1
(1/k).
In this example x = a(11/ cosh
2
u) = a tanh
2
u and y = a sinhu/ cosh
2
u, so the arc
length is
S = a
_
v
0
du
tanh
4
u +
sinh
2
u
cosh
4
u
= a
_
v
0
du tanh u = a
_
ln(cosh u)
_
v
0
,
= a ln(cosh v).
The shape of the curve dened by these equations is shown in gure 15.14.
y/a
x/a
Figure 15.14 Graph showing the curve dened by the parametric equations
x = a(utanh u), y = a/ cosh u. The cusp on the y-axis, at y = a, corresponds
to u = 0 and near here y/a = (1 (3x/a)
2/3
.
Consider the two close points with parameters t and t + t: if A = (x(t), y(t)),
B = (x(t +t), y(t +t)) and C is at the origin, O then the area enclosed by OAB,
S is approximately the same as the area of the triangle formed by joining A to B by
a straight line. Thus since x
3
= y
3
= 0
S =
1
2
_
x(t)y(t +t) x(t +t)y(t)
_
+O(t
2
) =
1
2
(x y xy) t +O(t
2
).
Hence the area of the region OPQ is S =
1
2
_
t2
t1
dt (x y xy) .
Since (x, y, x, y) = (x, y, x, y), by putting = 1/ x we nd that (x, y, 1, y
(x)) =
(x, y, x, y)/ x which is the rst relation. Dierentiate the rst expression with re-
spect to x to give
x
(x, y, x, y) =
x
(x, y, x, y) and with = 1/ x the second result
is obtained.
Since (x, y, x, y) = xF(x, y, y/ x) dierentiation with respect to x gives
x
= F + xF
y
x
_
y
x
_
= F y
F
y
(x, y, y
).
Now observe that the choice of the parameter t is irrelevant, so let t = x, and then the
rst Euler-Lagrange equation for x becomes, since x = 1
d
dx
(F y
F
y
) F
x
= 0
and expanding this gives
F
x
+y
F
y
+y
F
y
y
F
y
y
dF
y
dx
F
x
= 0 that is
_
dF
y
dx
F
y
_
y
= 0.
Further, since
y
= F
y
and
y
= xF
y
the second Euler-Lagrange equation for y
becomes
dF
y
dx
F
y
= 0.
Hence both parametric Euler-Lagrange equations are equivalent to the original Euler-
Lagrange equation.
(a) The Euler-Lagrange equation for x is
d
dt
_
2 x + y
_
x
2
+ x y + y
2
_
= 0 which integrates to 2 x + y = A
_
x
2
+ x y + y
2
, (15.8)
where A is a constant. Dividing by x gives the equation
2 +y
(x) = A
_
1 +y
(x) +y
(x)
2
.
(b) This equation can be rearranged to give y
=constant, with general solution y = mx +c.

The boundary conditions give c = 0 and m = Y/X.
(c) Equation 15.8, involving x and y, can be rearranged to given an equation involving
only one derivative, y
(x) because it is a homogeneous function of degree 1 in x and y,

because
x
is homogeneous with degree zero, see exercise 1.25(c) (page 28). This is in
contrast to the example treated in the following exercise.
(a) The Euler-Lagrange equations for x and y are, respectively
d
dt
(2 x + y) = 0 and
d
dt
( x + 2 y) = 0,
which can both be integrated once to give 2 x + y = A and x + 2 y = C. Notice that
neither of these can, alone, be rearranged to given an equation for y
(x), as was possible

in the previous exercise. Integrate again to obtain 2x +y = At +B, x + 2y = Ct +D.
(b) The boundary condition at t = 0 gives B = D = 0 and that at t = 1 gives x = Xt,
y = Y t.
(c) In this case both equations are needed to nd a solution because the equations are
not homogeneous functions of x and y.
The Euler-Lagrange equations for x and y are
d
dt
_
y
2

x
_
x
2
+ y
2
_
1
2
y = 0 and
d
dt
_
x
2

y
_
x
2
+ y
2
_
+
1
2
x = 0
respectively. Integrating these gives, respectively,
y +
x
_
x
2
+ y
2
= A
2
and x
y
_
x
2
+ y
2
= A
1
.
These may be rearranged in the form
x
_
x
2
+ y
2
= (y A
2
) and
y
_
x
2
+ y
2
= x A
1
.
Squaring and adding these gives (x A
1
)
2
+(y A
2
)
2
=
2
which is the equation of a
circle of radius with centre at (A
1
, A
2
).
Suppose the stationary solution, y(x) exists then T[y] is stationary. One set of allowed
variations about this curve are those curves that pass through the same end points
as y(x). The stationary path for these boundaries is a cycloid because the Euler-
Lagrange equation must be the same as the conventional brachistochrone, only the
boundary conditions are dierent. The present boundary conditions merely picks out
a dierent cycloid.
The functional is
S[y] =
_
X
0
dx
_
1 +y
2
, y(0) = A,
and the Euler-Lagrange equation has the solution y
= 0. The solution passing through

(0, A) is therefore y = mx + A, for some m to be determined. The natural boundary
condition, equation 10.7, is
F
y
=
y
_
1 +y
2
= 0,
that is, y
= m = 0, so that y = A, which denes a straight line parallel to the x-axis.

+ y = 0 and the solution satisfying the boundary

condition at x = 0 is y = Acos x+ sin x, for some . The natural boundary condition
is F
y
= 2y
= 0 at x = /4, that is cos /4 Asin /4 = 0, that is = A. Thus the

required solution is y = A
2 sin(x +/4).
The analysis follows that of the text, the only dierence being that the varied path,
y +h, is xed at x = b, so h(b) = 0. Then equation 10.5 becomes
S[y, h] = h(a)
F
y
x=a
_
b
a
dx
_
d
dx
_
F
y
F
y
_
h(x).
The same reasoning as used in the text gives the required result.
y = 0 and the solution satisfying the boundary

condition at x = 1 is y = Bcosh(1 x) + sinh(1 x), for some . The natural
boundary condition is F
y
= 2y
= 0 at x = 0, that is Bsinh 1 + cosh1 = 0. Thus the

required solution is y = Bcoshx/ cosh1.
Using the path dened in equation 10.10 we have
z
=
dz
dx
=
dz
d
_
dx
d
=
1
tan
and
dx
d
=
4b
sin
2
,
and the time is given by the functional, see equation 5.6 (page 150),
T =
1
2g
_
/2
0
d
dx
d
_
1 +z
2
z
= 2
b
g
_
/2
0
d =
b
g
.
The Euler-Lagrange equation for this problem is dF
y
/dx = 0 and the natural boundary
condition at x = b is F
y
|
x=b
= 0. Hence the Euler-Lagrange equation becomes F
y
= 0,
that is,
F
y
=
1
c
2
v
2
_
c
2
y
_
c
2
(1 +y
2
) v
2
v
_
giving y
(x)
2
=
v
2
c
2
.
Integrating this and assuming that v(x) 0 and that y
(x) 0 gives
y(x) =
1
c
_
x
0
du v(u).
(a) In this case F = y
2
y
2
so F/y
= 2y
, F/y = 2y giving the Euler-Lagrange

equation y
+y = 0.
(b) First note that no boundary conditions are given. Suppose that y(x) and y(x) +
h(x) are two admissible functions. Then the Gateaux dierential is
S[y, h] = 2
_
g
b
h(b)y(b) g
a
h(a)y(a)
_
+ 2
_
b
a
dx (h
hy) .
Integrate by parts to put this in the form
S[y, h] = 2h(b)
_
y
(b) +g
b
y(b)
_
2h(a)
_
y
(a) +g
a
y(a)
_
2
_
b
a
dx (y
+y) h.
Using the subset of variations with h(a) = h(b) = 0 and the fundamental lemma of the
Calculus of Variations we see that S[y] is stationary only on those paths satisfying the
equations y
+y = 0. On these paths the Gateaux dierential is

S[y, h] = 2h(b)
_
y
(b) +g
b
y(b)
_
2h(a)
_
y
(a) +g
a
y(a)
_
and this is zero for all variations only if g
a
y(a) +y
(a) = 0 and g
b
y(b) +y
(b) = 0.
On the varied path S[y +h] =
_
b
a
dxF(x, y +h, y
+h
, y
+ h
) so dierentiating
with respect to , using the chain rule, gives
dS
d
=
_
b
a
dx
_
h
F
y
+h
F
y
+h
F
y
_
where the derivatives of F are evaluated at y +h. Now put = 0 to obtain the result.
In this example F =
1
2
y
2
gy, so the Euler-Lagrange equation is y
(4)
= g with
y(0) = y
(0) = 0. The general solution of this equation is

y(x) =
g
24
x
4
+Ax
3
+ Bx
2
+Cx +D
for some constants A, B, C and D. The conditions at x = 0 give C = D = 0. The
conditions 10.17 becomes y
(L) = 0 and y
(3)
(L) = 0 so that
g
2
L
2
+ 6AL + 2B = 0 and
g
L + 6A = 0 = A =
gL
6
, B =
gL
2
4
,
giving the solution y(x) =
g
24
x
2
_
x
2
4Lx + 6L
2
_
.
(a) The Gateaux dierential is given in equation 10.14 and since h(a) = h(b) = 0 this
reduces to
S[y, h] =
_
h
F
y
_
b
a
+
_
b
a
dx
_
d
2
dx
2
_
F
y
d
dx
_
F
y
_
+
F
y
_
h.
Using the subset of varied paths for which h
(a) = h
(b) = 0, we see that y(x) satises

the Euler-Lagrange equation
d
2
dx
2
_
F
y
d
dx
_
F
y
_
+
F
y
= 0, y(a) = A, y(b) = B.
The other boundary conditions are obtained by considering those paths for which
h
(a) = 0 and those for which h
(b) = 0, which gives F

y
|
a
= F
y
|
b
= 0.
(b) In this problem F =
1
2
y
2
gy and the appropriate Euler-Lagrange equation is
y
(4)
= g, with the boundary conditions are y(0) = y(L) = 0. The general solution of
this equation that satises the conditions y(0) = 0 is
y(x) =
g
24
x
4
+Ax
3
+Bx
2
+Cx.
But y(L) = 0 and since F
y
= y
(x) we also have y
(0) = y
(L) = 0. Since
y
(x) =
g
2
x
2
+ 6Ax + 2B the condition at x = 0 gives B = 0. Then the conditions at
x = L give
A =
gL
12
and 0 =
gL
4
24

gL
4
12
+CL giving C =
gL
3
24
so that
y(x) =
g
24
_
x
4
2Lx
3
+L
3
x
_
=
g
24
x(L x)
_
L
2
+xL x
2
_
.
The integrand of the functional is independent of x, so the rst integral is
F y
F
y
=
1
y
_
_
1 + y
2
y
2
_
1 +y
2
_
=
1
y
_
1 +y
2
=
1
c
were c is a constant. Rearranging gives
y
2
=
c
2
y
2
1 or, assuming y
> 0, x =
_
y
0
du
u
c
2
u
2
.
Integration gives x = c
_
c
2
y
2
, or y
2
+ (x c)
2
= c
2
. This is the equation of a
circle, radius c with centre at (c, 0), and is also the solution for y
< 0.
The transversality conditions shows that the stationary path must be perpendicular
to the line y = x a. But the only lines that are perpendicular to a circle are its
diameters, and hence this line must pass through the centre of the circle, that is c = a,
giving the stationary path y
2
+ (x a)
2
= a
2
.
The same result follows algebraically, but this derivation is more dicult. With
= y x +a, the boundary condition 10.26 becomes
F
y
+ (y
F
y
F) = 0 that is
y
y
_
1 +y
2
1
c
= 0
but y
_
1 +y
2
= c therefore y
= 1.
If the intersection is at x = v, the equation for y
, with y
= 1 gives y = c/
2 and
from the equation for the circle v = c(1 1/
2); the required root is v = c(1 +1/
2),
the other root corresponding to y
= 1. Now substitute these coordinates into the

straight line equation, y = x a, to see that c = a.
The solution of the Euler-Lagrange equation is given in equations 5.8 (page 151) and
the boundary conditions at x = 0 give d = 0, so
x =
1
2
c
2
(2 sin 2) , y = A c
2
sin
2
, 0
b
.
The integrand of the functional may be taken to be F =
_
1 +y
2
/
A y, so the
transversality condition 10.26 gives, since = x/a +y/b 1,
1
A y
_
1 + y
2
_
y
a

1
b
_
= 0 that is
dy
dx
=
a
b
.
Hence the equation for
b
is
dy
dx
=
1
tan
b
=
a
b
. Finally, at =
b
the end of the
cycloid is on the line x/a +y/b = 1 that is
c
2
2a
_
2
b
sin 2
b
_
+
1
b
_
A c
2
sin
2
b
_
= 1.
Since sin2
b
= 2 sin
b
cos
b
this becomes
c
2
_
b
sin
b
cos
b
a
b
sin
2
b
_
= a
_
1
A
b
_
but b/a = tan
b
so this simplies to c
2
b
= a(1 A/b), which gives c once a, b and
A are known. Notice that the solution exists only if A < b, as would be expected.
(a) Points on the ellipse can be parameterised by x = a cos and y = b sin . Substi-
tuting these expressions into the equation of the straight line gives
a
A
cos +
b
B
sin = 1 which gives
_
a
2
A
2
+
b
2
B
2
cos( ) = 1,
where
cos =
a/A
_
a
2
A
2
+
b
2
B
2
and sin =
b/B
_
a
2
A
2
+
b
2
B
2
.
The equation for can be written in the form cos( ) = AB/, and this has real
roots only if |AB| . If |AB| > the equation has only complex roots and the
ellipse and the line do not intersect.
(b) The functional is S[y] =
_

u
dx
_
1 +y
2
where the pairs of coordinates (u, v), on
the ellipse, and (, ), on the line, satisfy the equations
e
=
u
2
a
2
+
v
2
b
2
1 and
l
=

A
+

B
1
and also v = y(u) and = y().
The general solution of the Euler-Lagrange equation is y = mx +c, where m and c are
constants, which are chosen to satisfy the boundary conditions.
For the boundary conditions, equation 10.29, we require
F
y
=
y
_
1 +y
2
=
m
1 +m
2
and y
F
y
F =
1
1 +m
2
.
The boundary conditions on the ellipse give
u
a
2
m
1 +m
2
v
b
2
1
1 +m
2
= 0 and hence
mu
a
2
=
v
b
2
. (15.9)
The boundary conditions on the straight line give
1
A
m
1 +m
2

1
B
1
1 +m
2
= 0 and hence m =
A
B
, (15.10)
which is the condition for the stationary path to be perpendicular to the straight line.
Also these points lie on the boundary curves,
u
2
a
2
+
v
2
b
2
= 1 and v = mu +c (15.11)
and
A
+

B
= 1 and = m +c. (15.12)
Thus we have six equations for the six parameters (u, v), (, ) and (m, c) that we need
to nd.
The distance along the stationary path is
S[y] =
_

u
dx
_
1 +m
2
= ( u)
_
1 +m
2
. (15.13)
Now m = A/B is given directly, equation 15.10, and subtracting equations 15.11
from 15.12 gives v = ( u)m: rearranging this and substituting for v from 15.9
gives
= m +mu
_
b
2
a
2
1
_
.
Substitute this into the rst of equation 15.12 gives
_
B
2
+A
2
_
+A
2
u
_
b
2
a
2
1
_
= AB
2
or ( u)
_
B
2
+A
2
_
+

2
u
a
2
= AB
2
.
Using equations 15.11 and 15.9 we obtain (since u > 0) u = aB/ and since
1 +m
2
=
A
2
+B
2
/B we have
S[y] = ( u)
A
2
+B
2
B
=
AB
A
2
+B
2
.
There are easier ways of deriving this result.
As in the text the appropriate solution of the Euler-Lagrange equations are x = ct and
y = dt, which is equivalent to y = mx with m = d/c. The boundary bondition 10.37
then gives
()c +
()d = 0. If the boundary curve can be represented by a function

f(x), then f
(x) =
so
= c/d and mf
(x) = 1.
If two lines intersect at a point where they have gradients m
1
and m
2
the angle
between them, is given by
= tan
1
m
2
tan
1
m
1
= tan
1
_
m
2
m
1
1 +m
1
m
2
_
.
If m
1
m
2
= 1 the lines intersect at right angles. Hence the condition mf
(x) = 1
means that the stationary path and the boundary line intersect at right angles.
The functional dening the distance between the origin and a point on the parabola is
S[y] =
_
v
0
dx
_
1 +y
2
, y(0) = 0,
with the right-hand end of the path on the curve (x, y) = y
2
+a
2
(x 1) = 0.
The solution of the associated Euler-Lagrange equation satisng the boundary con-
dition at x = 0 is y = mx for some constant m. The boundary condition on the
parabola gives, on using equation 10.26, a
2
y
= 2y and hence v = a
2
/2. At this point
y = ma
2
/2, and since this point lies on the parabola we obtain m
2
= 4/a
2
2. Thus
there are stationary paths if a <
2 and none if a >
2. Note that the stationary path

through (1, 0) is not given by this method.
First consider the case A = 0. Suppose that z(x) is a solution, so that S[z, h] = 0;
then for any constant c, S[cz] = c
2
S[z] and since cz(x) also satises the boundary
conditions if A = 0, S[cz, h] = 0, cz is also a stationary path and there is no unique,
nontrivial solution.
The Gateaux dierential is, since h(0) = 0,
S[y, h] = 2Cy()h() +
_

0
dxy
1
h
+
_
L
dxy
2
h
= h()
_
2Cy() +y
1
() y
2
()
_
+y
2
(L)h(L)
_

0
dxhy
1

_
L
dxhy
2
.
Using the same arguments as in the text we see that y
1
and y
2
satisfy the Euler-Lagrange
equations
y
1
= 0, y
1
(0) = A, 0 x , and y
2
= 0, x L,
together with the following conditions at x =
y
1
() y
2
() + 2Cy() = 0 and y
1
() = y
2
(),
the rst to make the path stationary and the second to ensure that the path is continous.
In addition, the natural boundary condition at x = L, see equation 10.7, gives F
y
=
y
(L) = 0, that is = 0.
The Euler-Lagrange equations have the following solutions
y
1
(x) = x +A and y
2
(x) = x +,
where , and are constants, and the natural boundary condition at x = L, y
(L) = 0,
gives = 0.
Continuity at x = gives = + A and the other condition at x = gives
+ 2C = 0, and these two equations give
=
2CA
1 + 2C
, and =
A
1 + 2C
.
Hence the solution is
y(x) =
_
_
A
1 + 2C( x)
1 + 2C
, 0 x ,
A
1 + 2C
, x L.
Note that if A = 0, y(x) = 0.
Dierentiate equation 10.49 with respect to and then set = 0,
S =
_
F (c, y
1
(c), y
1
(c)) F (c, y
2
(c), y
2
(c))
_
+
_
c
a
dx
_
h
1
F
y
+h
1
F
y
_
+
_
b
c
dx
_
h
2
F
y
+h
2
F
y
_
.
Integrate by parts to give
S = lim
xc
_
F +h
1
F
y
_
lim
xc+
_
F +h
2
F
y
_
+
_
c
a
dxh
1
_
F
y
dF
y
dx
_
+
_
b
c
dxh
2
_
F
y
dF
y
dx
_
.
Using the subset of variations for which = 0 gives equations 10.50 and 10.51, for y
1
(x)
and y
2
(x). On these paths S reduces to equation 10.49.
(a) The general solution of the Euler-Lagrange is y = mx+c and since y(0) = 0, c = 0;
also y(2) = 1, so m = 1/2 giving y = x/2.
(b) Substituting y +h into the functional and expanding in powers of gives
S[y +h] = S[y] +
_
2
0
dxF
y
h
+
1
2
2
_
2
0
dxF
y
y
h
2
+O(
3
), F(y
) = y
2
(1 y
)
2
.
The terms O() is, by denition, zero on a stationary path and since
F
y
y
= 2
_
1 6y
+ 6y
2
_
on the path y = x/2 we have
S[y +h] = S[y]
2
_
2
0
dxh
2
+O(
3
).
Hence for all allowed h and 0 < || 1, S[y +h] S[y] < 0, so this stationary path is
a local maximum of S[y].
We require the simultaneous solutions of the equations f(x) = f(y) and g(x) = g(y),
where
g(z) = z(z 1)(2z 1) and f(z) = z
2
(z 1)(3z 1).
Clearly x = y (that is m
1
= m
2
) are solutions but since c = (1 m
2
)/(m
1
m
2
), these
solutions are excluded. The solutions given are those for which f(z) = g(z) = 0, so now
we require solutions for which f and g are nonzero.
Given a value of y, with f(y) = 0 and g(y) = 0, the equation g(x) = g(y) is a cubic
for x and has either one or three real solutions. If there is one real solution this must be
x = y. If there are three real solutions, then one is x = y leaving two other potentially
interesting solutions; denote these by x
1
(y) and x
2
(y). These must also be solutions of
the quartic, f(x) = f(y). But the root structure of a quartic and a cubic is dierent; for
instance roots of the quartic will coalesce are dierent values of y than for the cubic, so
it is unlikely that there is a range of y for which x
1
(y) and x
2
(y) satisfy both equations.
There may, however, be accidental coincidences; we now show that there are none.
Consider the dierences,
f(x) f(y) = (x y)F(x, y) and g(x) g(y) = (x y)G(x, y)
where F(x, y) and G(x, y) are respectively symmetric cubic and quadratic functions of
x and y. The solution x = y is of no interest, so we require the solutions of the equations
F(x, y) = 3(x
3
+y
3
) + 3x
2
y + 3xy
2
4(x
2
+y
2
+xy) +x +y = 0,
G(x, y) = 2(x
2
+y
2
) + 2xy 3(x +y) + 1 = 0.
These equations are more conveniently expressed in terms of the variables u = x + y
and v = xy, (so when x = y, u
2
= 4v)
F(u, v) = 3u
3
4u
2
6uv +u + 4v = 0,
G(u, v) = 1 3u + 2u
2
2v = 0,
which gives
v =
1
2
_
1 3u + 2u
2
_
and
F = (1 u)(3u
2
6u + 2) = 0.
If u = 1 then v = 0 and (x, y) = (0, 1) and (1, 0), which are the solutions found in the
text.
If 3u
2
6u + 2 = 0, u = 1
3/3 and v = 1/3
3/6, so u
2
= 4v giving x = y.
Hence there are no real solutions other than those found in the text.
Suppose the corners are at c
1
and c
2
, with 0 < c
1
< c
2
< 2, and that the gradients are
m
1
(for 0 x < c
1
), m
2
(for c
1
< x < c
2
) and m
3
(for c
2
x 2). The Weierstrass-
Erdmann conditions can be applied at each corner so the following solutions are possible,
(m
1
, m
2
, m
3
) = (1, 0, 1) and (0, 1, 0).
Consider each in turn.
For (m
1
, m
2
, m
3
) = (1, 0, 1) the continuous stationary path is constructed by draw-
ing any horizontal line joining the lines y = x and y = x 1, that is
y(x) =
_
_
_
x, 0 x c,
c, c x c + 1,
x 1, c + 1 x 2, 0 < c < 1.
For (m
1
, m
2
, m
3
) = (0, 1, 0) the stationary path is
y(x) =
_
_
_
0, 0 x c,
x c, c x c + 1,
1, c + 1 x 2, 0 < c < 1.
The general solution of the Euler-Lagrange equation is y = mx + c (because the inte-
grand depends only upon y
). Hence the continuous solution, with one corner at x = a,

has the form
y(x) =
_
m
1
x, 0 x a < 4,
m
2
(x 4) + 2, a x 4,
with continuity at x = a giving m
1
a = m
2
(a 4) + 2, that is a =
2 4m
2
m
1
m
2
.
The Weierstrass-Erdmann condition 10.54 gives m
1
(m
2
1
1) = m
2
(m
2
2
1) and three
obvious solutions are (m
1
, m
2
) = (0, 1), (1, 0), (1, 1) and m
1
= m
2
, which we
ignore, because it does not give a corner.
The condition 10.53 gives (m
2
1
1)(3m
2
1
+1) = (m
2
2
1)(3m
2
2
+1). Only the solution
(m
1
, m
2
) = (1, 1), also satises this equation.
Thus there are two stationary paths
y(x) =
_
x, 0 x 3,
6 x, 3 x 4,
and y(x) =
_
x, 0 x 1,
x 2, 1 x 4.
The value of S is the same on each path, S = 0, which is a global minimum.
Using the Taylor series for sin
2
and cos
2
the left-hand side of equation 10.71 becomes
3
2
_
1
1
6
2
2
+O(
4
2
)
_
3
_
1
1
2
2
2
+O(
4
2
)
_
=
3
2
_
1
2
2
+O(
4
2
)
_
,
so the equation can be written in the form
2
= d
_
1
2
2
+O(
4
2
)
_
1/3
.
If |
2
| 1 the approximate solution of this equation is
2
= d, so we may put
2
= d
in the right-hand side to obtain
2
= d
_
1 d
2
+O(d
4
)
_
1/3
= d
_
1 +
1
3
d
2
+O(d
4
)
_
.
For small |
2
|
tan
2
=
2
+
1
3
3
2
+O(
5
2
)
= d
_
1 +
1
3
d
2
_
+
1
3
d
3
+O(d
5
) = d
_
1 +
2
3
d
2
_
+O(d
5
),
and hence
p
2
=
1
tan
2
=
1
d(1 +
2
3
d
2
+O(d
4
))
=
1
d
_
1
2
3
d
2
+O(d
4
)
_
.
If a b we see from gure 10.14 that p
2
p
1
> 1/
3, so we may use the approximation

(p
2
) p
3
2
to write equation 10.70 in the form
p
3
2
=
b
a
(p
1
),
and then using the approximation (p
2
) (p
1
), see gure 10.11 , equation 10.73
becomes
A
a

(p
2
)
(p
1
)
, but (p
2
)
3
4
p
4
2
giving
A
a

3
4(p
1
)
_
b
a
(p
1
)
_
4/3
,
that is
A
a

3
4
_
b
a
_
4/3
(p
1
)
1/3
, p
1
>
1
3
.
Since (p) is monotonic increasing for p > 1/
3 the smallest value of the right-hand

side is given by setting p
1
= 1/
3. Then we see that if a b the equation for p

1
has
a solution only if
A
a

3
4
_
b
a
_
4/3
_
1
3
_
1/3
= 1.09
_
b
a
_
4/3
,
and there are no solutions for smaller values of A.
Numerical calculations with a = 1, b = 10, 20 and 30 give this lower boundary
to be 19.5, 53.3 and 94.2 respectively. The above formula gives 23.5, 59.2 and 102
respectively.
Clearly G(1) = 0 and for large p, on using the binomial expansion
G(p) =
3p
4(1 +p
2
)
2
_
1 +
4
3p
2

4 ln p
3p
4

7
3p
4
_
=
3p
4
_
1
2
p
2
+
3
p
4
+O(p
6
)
__
1 +
4
3p
2

4 lnp
3p
4

7
3p
4
_
=
3p
4
_
1
2
3p
2

4 lnp
3p
4
+O(p
4
)
_
.
Hence
G(p) =
3p
4

1
2p

ln p
p
3
+O(p
3
),
which gives the result quoted.
The derivative of G(p) can be obtained by dening
f(p) =
3
4
p
4
+p
2
ln p
7
4
so that f
(p) =
1
p
(3p
2
1)(p
2
+ 1)
and
G
(p) =
(1 3p
2
)f(p)
(1 +p
2
)
3
+
3p
2
1
p
2
+ 1
=
3p
2
1
(p
2
+ 1)
3
_
11
4
+
1
4
p
4
+p
2
+ ln p
_
.
If h(p) = 11/4 + p
4
/4 + p
2
+ ln p then clearly h(p) > 0 for p > 1. At p = 1/
3,
h(p) =
111
36

1
2
ln 3 > 0 and h
(p) = p
3
+ 2p
2
+ 1/p > 0 for p > 0; hence h(p) > 0 for
p > 1/
3 and therefore G
(p) > 0 for p > 1/
3.
Since
S
2
[y +h] =
1
2
(a +k)
2
+
_
b
a
dxF(x, y
+h
)
_
a+k
a
dxF(x, y
+h
)
dierentiation with respect to gives
d
d
S
2
[y +h] = (a +k)k +
_
b
a
dxh
F
y
(x, y
+h
)
kF
_
z, y
(z) +h
(z)
_
_
z
a
dxh
F
y
(x, y
+h
), (15.14)
where z = a +k. Now set = 0 to obtain the Gateaux dierential
S
2
[y, h] = ak kF
_
a, y
(a)
_
+
_
b
a
dxh
F
y
(x, y
).
Integrating by parts and using the fact that h(b) = 0 then gives the required result,
S
2
[y, h] = ak kF
_
a, y
(a)
_
h(a)F
y
_
a, y
(a)
_
_
b
a
dxh
dF
y
dx
.
The rst derivative of S
2
[y+h] with respect to is given in the solution of exercise 10.26,
equation 15.14. Dierentiating this expression again gives
d
2
S
2
d
2
= k
2
+
_
b
a
dxh
2
F
y
y
(x, y
+h
)
k
_
kF
x
_
z, y
(z) +h
(z)
_
+F
y
_
z, y
(z) +h
(z)
_
d
d
_
y
(z) +h
(z)
_
_
kh
(z)F
y
_
z, y
(z) +h
(z)
_
_
z
a
dxh
2
F
y
y
(x, y
+h
),
where z = a +k. Putting = 0 this becomes
d
2
S
2
d
2
= k
2
+
_
b
a
dxh
2
F
y
y
(x, y
)
k
2
F
x
(a, y
(a)) k
_
ky
(a) +h
(a)
_
F
y
_
a, y
(a)
_
kh
(a)F
y
(a, y
(a)).
But equation 10.75 can be expanded in powers of to give
0 = (ky
(a) +h(a)) +
2
_
1
2
k
2
y
(a) +kh
(a)
_
+O(
3
).
Since this equation is true for all in a neighbourhood of the origin it follows that
ky
(a) + h(a) = 0, as in equation 10.76, and k

2
y
(a) + 2kh
(a) = 0. Thus the second

derivative becomes the simple expression
d
2
S
2
d
2
= k
2
_
1 F
x
_
a, y
(a)
_
_
+
_
b
a
dxh
2
F
y
y
(x, y
).
But,
F =
x
1 +y
2
so that F
x
=
1
1 +y
2
and F
y
y
=
2x(3y
2
1)
(1 +y
2
)
3
,
and since y
(a) = 1, see equation 10.81 the second derivative becomes

d
2
S
2
d
2
=
1
2
k
2
+ 2
_
b
a
dx
x(3y
2
1)
(1 +y
2
)
3
h
2
.
It follows that provided 3y
2
> 1 the second variation is positive for all nonzero k and
h(x), and that the stationary path is a weak local minimum.
(a) The functional can be written
S
1
[z] = b
2
_
1
0
du
u
1 +B
2
sin
2
(n + 1/2)u
, B =
A
b
_
n +
1
2
_
, u =
x
b
= b
2
n
p=1
_ p
(n+1/2)
p1
(n+1/2)
du
u
1 +B
2
sin
2
(n + 1/2)u
+b
2
_
1
n
(n+1/2)
du
u
1 +B
2
sin
2
(n + 1/2)u
.
In each integral of the sum put (n+1/2)u = p1+w, 0 w 1, and (n+1/2)u = n+w
in the last integral to write this in the form
S
1
[z] =
b
2
(n + 1/2)
2
n
p=1
_
1
0
dw
p 1 +w
1 +B
2
sin
2
w
+
b
2
(n + 1/2)
2
_
1/2
0
dw
n +w
1 +B
2
sin
2
w
.
But
_
1
0
dw
p 1 +w
1 +B
2
sin
2
w
p
_
1
0
dw
1
1 +B
2
sin
2
w
=
p
1 +B
2
, p = 1, 2, , n
and
_
1/2
0
dw
n +w
1 +B
2
sin
2
w
(n + 1)
_
1
0
dw
1
1 +B
2
sin
2
w
=
n + 1
1 +B
2
so that
S
1
[z]
b
2
(n + 1/2)
2
1 +B
2
n+1
p=1
p =
b
2
2
1 +B
2
(1 +O(1/n)) .
But B = O(n) so S
1
[z] = O(1/n) for large n. Hence, given any number > 0, an n can
be found such that S
1
[z] < .
(b) Since max(z
(x) = O(n) the derivative is not bounded and z(x) satises the D
0
norm.
The natural boundary condition is, see equation 10.7, F
y
= 0 at x = b, that is
f(x, y)y
_
1 +y
2
= 0 at x = b.
Since f(x, y) = 0, this means that y
(b) = 0 and that the stationary path is perpendic-

ular to the line x = b.
The general solution of the Euler-Lagrange equation is y(x) = c cosh(x/c +d), for some
constants c and d. The boundary condition at x = 0 gives A = c coshd, and at x = a,
y
(a) = 0, as shown in exercise 10.29, gives

y
(a) = sinh
_
a
c
+d
_
= 0 that is d =
a
c
.
Hence y(x) = c cosh
_
a x
c
_
with A = c cosh
_
a
c
_
. With = a/c the equation for c be-
comes A/a =
1
cosh, which was considered in section 5.3 (equation 5.16, page 158).
This has two real solutions if A > 1.509a and none for smaller A.
(a) On the path y +h, with h(a) = 0, the functional is
S[y +h] = G
_
y(v) +h(v)
_
+
_
v
a
dxF(x, y +h, y
+h
)
so that dierentiating with respect to and then setting = 0 gives
S[y, h] = h(v)G
(y(v)) +
_
v
a
dx (hF
y
+h
F
y
)
= h(G
(y) +F
y
)
x=v
+
_
v
a
dx
_
F
y
dF
y
dx
_
h.
Using the subset of variations for which h(v) = 0, we see that y(x) satises the Euler-
Lagrange equation. Then the boundary terms shows that the boundary condition at
x = v is
F
y
(v, y(v), y
(v)) +G
(y(v)) = 0.
(b) If the right end of the path satises (v, y(v)) = 0 and the varied path is y + h,
and ends at v + for some , the same analysis that leads to equation 10.19 gives
x
+y
(v)
y
_
+h(v)
y
= 0.
On the varied path
S[y +h] = G
_
y(v +) +h(v +)
_
+
_
v+
a
dxF(x, y +h, y
+h
).
It is convenient to write
y(v +) + h(v +) = y(v) + (y
(v) +h(v)) +O(

2
)
then dierentiate with respect to , and then set = 0 to obtain the Gateaux dierential
S = G
(y(v))
_
y
(v) +h(v)
_
+F(v, y(v), v
(v)) +
_
v
a
dx (hF
y
+h
F
y
) .
Integrating the second terms of the integral by parts gives
S =
_
G
(y)y
+F
_
+h
_
G
+F
y
_
+
_
v
a
dx
_
F
y
dF
y
dx
_
h.
Because is proportional to h, using the subset of variations for which h(v) = 0, we
deduce that y(x) satises the Euler-Lagrange equation. Then it follows that at x = v
_
G
(y) +F
y
x
+
_
y
F
y
F
_
y
= 0.
The Euler-Lagrange equation has a rst integral,
F y
F
y
=
1
y
_
1 +y
2
=
1
c
so that, as in the solution to exercise 10.12, (xc)
2
+y
2
= c
2
. The boundary conditions
show that this circle must intersect the circle x
2
+ (y r)
2
= r
2
at right angles.
The two circles intersect perpendicularly at the origin, see gure 15.15. At other
points the angles of intersection are the same, so the circle (x c)
2
+ y
2
= c
2
satises
the boundary condition for all c and there are innitely many stationary paths.
r
r
c
c
x
y
Stationary path
Boundary curve
Figure 15.15
Since F(x, y, y
) = f(x, y)
_
1 +y
2
exp(tan
1
y
) we have
F
y
= f(x, y) exp(tan
1
y
)
_
y
_
1 +y
2
+
_
1 +y
2
_

1 +y
2
_
_
=
f(x, y)
_
1 +y
2
( +y
) exp(tan
1
y
)
so that
y
F
y
F =
f(x, y)
_
1 +y
2
exp(tan
1
y
)(y
1).
The boundary condition 10.26 then gives
f(x, y)
_
1 +y
2
{( +y
)
x
+ (y
1)
y
} = 0 at x = v.
If the gradient of and the stationary path at x = v are respectively tan
C
and tan ,
so
x
=
y
tan
C
and y
= tan, this boundary condition becomes

( + tan ) tan
c
+ (tan 1) = 0
which rearranges to (tan tan
c
) = 1 + tan tan
c
, giving the required result.
On the varied path y +h, with h(0) = h
(0) = h(1) = 0, the functional has the value

S[y +h] =
_
1
0
dx
_
x(y +h) + (y
+h
)
2
_
giving S =
_
1
0
dx (xh + 2h
) .
S =
_
h
hy
_
1
0
+
_
1
0
dx
_
x + 2y
(4)
_
h.
Since h(0) = h
(0) = h(1) = 0 this gives

S = h
(1)y
(1) +
_
1
0
dx
_
x + 2y
(4)
_
h,
and since on an admissible path h
(1) can take any value we must have y
(1) = 0. The
Euler-Lagrange equation is therefore
2y
(4)
(x) = x, y(0) = 0, y
(0) = 0, y(1) = 0, y
(1) = 0.
The general solution of this equation is y(x) = x
5
/240 +Ax
3
+ Bx
2
+Cx + D. The
boundary conditions y(0) = y
(0) = 0 give D = C = 0, and the other two conditions

give the equations
0 =
1
240
+A +B and 0 =
1
12
+ 6A+ 2B
with solution A = 3/160 and B = 7/480 giving y(x) = x
2
(1 x)(2x
2
+ 2x 7)/480.
First compute the Gateaux dierential by evaluating the functional on the path y +h,
where h(0) = h
(0) = 0,
E[y +h] = Mg
_
y(L) +h(L)
_
+
_
L
0
dx
_
1
2
(y
+h
)
2
(x)g(y +h)
_
so that
dE
d
= Mgh(L) +
_
L
0
dx
_
h
(y
+h
) gh
_
and putting = 0 gives the Gateaux dierential
[E, h] = Mgh(L) +
_
L
0
dx
_
h
gh
_
.
[E, h] =
_
Mg +y
(L)
_
h(L) +y
(L)h
(L) +
_
L
0
dx
_
y
(4)
g
_
h(x).
Hence the stationary path satises the equation
d
4
y
dx
4
= (x)g, y(0) = y
(0) = y
(L) = 0, y
(3)
(L) =
Mg
.
If is independent of x the general solution of this equation that satises the boundary
conditions at x = 0 is
y(x) =
g
24
x
4
+Ax
3
+Bx
2
and the constants A and B are determined by the two conditions at x = L; since
y
(2)
(x) =
g
2
x
2
+ 6Ax + 2B and y
(3)
(x) =
g
x + 6A
these give the equations
A =
g
6
(M +L) and B =
Lg
2
_
M +
L
2
_
.
Hence
y(x) =
g
24
x
4
x
3
6
(M + L)g +
Lx
2
2
_
M +
L
2
_
g,
=
g
24
x
2
(x
2
4xL + 6L
2
) +
Mg
6
x
2
(3L x).
This problem is essentially the same as that considered in section 10.5.1, but with the
addition of natural boundary conditions at both ends, as in exercise 10.11. Let the
stationary path be
y(x) =
_
y
1
(x), 0 x ,
y
2
(x), x L,
with y
1
() = y
2
(). Using the same analysis as used to derive equation 10.43 we obtain
E = Mgh() +
_

0
dx
_
y
1
h
1
gh
1
_
+
_
L
dx
_
y
2
h
2
gh
2
_
.
Since _
dxy
=
_
y
h
_
+
_
dxy
(4)
h
the Gateaux dierential becomes
E = Mgh() +
_
y
1
h
1
y
1
h
1
_
0
+
_
y
2
h
2
y
2
h
2
_
L
+
_

0
dx
_
y
(4)
1
g
_
h
1
+
_
L
dx
_
y
(4)
2
g
_
h
2
.
On collecting relevant terms together and using the fact that h(x) is continuous at x =
and that h
1
(0) = h
2
(L) = 0 this becomes
E =
_
_
y
2
y
1
_
Mg
_
h(x)
x=
+ (y
1
h
1
y
2
h
2
)
x=
_
y
1
h
1
_
x=0
+
_
y
2
h
2
_
x=L
+
_

0
dx
_
y
(4)
1
g
_
h
1
+
_
L
dx
_
y
(4)
2
g
_
h
2
.
Now choose the subset of variations that make all the boundary terms zero to see that
y
1
and y
2
satisfy the Euler-Lagrange equations
y
(4)
1
= g, y
1
(0) = 0, 0 x ,
y
(4)
2
= g, y
2
(L) = 0, x L.
The coecient of h() in E gives
Mg =
_
y
2
() y
1
()
_
.
Also, since h
1
(0) = 0 and h
2
(L) = 0 the natural boundary conditions at x = 0 and L
are
y
1
(0) = y
2
(L) = 0.
Finally choose the subset of variations for which h
(x) is continuous to see that y
1
() =
y
2
(), that is y
(x) is continuous at x = .
For the sake of completeness we now show how these conditions can be used to
nd the solution when is independent of x. This analysis was not requested in the
question.
The two solutions of the Euler-Lagrange equation that t the boundary conditions
at x = 0 and L are
y
1
(x) =
g
24
x
4
+ a
1
x
3
+b
1
x,
y
2
(x) =
g
24
(L x)
4
+a
2
(L x)
3
+b
2
(L x),
so there are four further constants to be determined by the conditions just derived. The
conditions of the second and third derivatives at x = give
Mg = gL 6(a
1
+a
2
) and 6a
2
L = 6(a
1
+a
2
) +
gL
2
(2 L).
Hence
a
1
=
Mg
6L
( L)
Lg
12
and a
2
=
Mg
6L

Lg
12
and
b
1
=
gL
3
24
+
Mg
6L
(L )(2L ) and b
2
=
gL
3
24
+
Mg
6L
(L
2
2
).
Here F = y
2
+ 2yy
+ y
2
so that F
y
= 2(y
+ y). The Weierstrass-Erdmann

(corner) conditions, equations 10.53 and 10.54, show that this expression is continuous
at any corner. Since y(x) is continuous it follows that y
(x) is also continuous. The

Euler-Lagrange equation is second-order, so it follows (by dierentiation) that all higher
derivatives are continuous. Hence there are no corners.
The general solution of the Euler-Lagrange equation is y = mx +d. Let m
1
and m
2
be
the gradients to the left and right, respectively, of the corner. The Weierstrass-Erdmann
corner conditions, equations 10.53 and 10.54, give, since F y
F
y
= 2y
3
,
m
3
1
= m
3
2
, m
2
1
= m
2
2
.
The second equation gives m
2
= m
1
and the rst shows that the only solution is
m
1
= m
2
. Hence the functional has no corners.
Here F = y
4
6y
2
and the general solution of the associated Euler-Lagrange equation
is y = mx +d. If there is a corner and if the gradients on the left and right-hand sides
are m
1
and m
2
then since
F
y
= 4y
_
y
2
3
_
and F y
F
y
= 3y
2
_
2 y
2
_
the Weierstrass-Erdmann corner conditions, equations 10.53 and 10.54, give
m
1
_
m
2
1
3
_
= m
2
_
m
2
2
3
_
and m
2
1
_
m
2
1
2
_
= m
2
2
_
m
2
2
2
_
.
The rst equation gives m
2
= m
1
(we ignore the solution m
2
= m
1
), and then the
second equation gives
m
1
= m, m
2
= m with m =
3.
The stationary path that satises the boundary conditions is y = mx (for 0 x c)
and y = A+m(a x) (for c x a) and continuity at x = c gives mc = A+m(a c).
Thus the two solutions are
y(x) =
_
_
_
mx, 0 x c,
A +m(a x), c x a, where c =
A+ma
2m
, m =
3
Since 0 < c < a we also need, ma < A < ma.
The equation of the circle is most conveniently expressed in the parametric form
x = b +r cos , y = r sin (circle)
and the equation of the cycloid, found in section 5.2.3, is
x =
1
2
c
2
(2 sin 2), y = Ac
2
sin
2
(cycloid).
The geometric interpretation of is shown in gure 15.16, where we have set A = b = 2
and r = 1/2 for the purpose of illustration.
0 0.5 1 1.5 2 2.5 3
0
0.5
1
1.5
2
Cycloid
Boundary circle
r

R L
Figure 15.16 Example of a cycloid starting at (0, 2) and terminating
on the circumference of the circle of radius r = 1/2 with centre at
(2, 0).
The boundary conditions, equation 10.37, is therefore
2c
2
r sin
2
sin 2c
2
sin cos cos = 0
which gives cos( ) = 0 (we ignore the solution sin = 0). This equation has many
solutions and we determine which is appropriate by considering the limiting cases where
= /2 (and c
2
= A) so at the terminus the cycloid is tangential to the x-axis. Then
= , so the required solution is = /2.
The equations for c and the value of at the terminus, which we denote by , are
1
2
c
2
(2 sin 2) = b r sin and c
2
sin
2
= A r cos .
An equation for is therefore
2 sin 2
2 sin
2
=
b r sin
A r cos
, (b > r).
This equation has one real root in the interval 0 < < , as may be seen by sketching
the graphs of
f
1
() =
2 sin2
2 sin
2
and f
2
() =
b r sin
A r cos
.
Observe that f
1
() =
4
3
+O(
3
), that f
1
() as and that f
1
is monotonc
increasing for 0 < < . Note also that the behaviour of f
2
depends upon whether
A > r or A < r, but in either case sketches of these functions show that there is one
real root for 0 < < .
Dierentiating equation 11.2 gives h
(x) = (3x+1)h(x) so that h
(x) = 0 at x = 1/3,
y = 1 x = 2/3, and here h = 3 exp(1/3). Since h > 0, the sign change of h
follows
that of 3x + 1, so this stationary point is a maximum, as is clear from gure 11.1.
The constraint can be written in the form y = b
_
1 x
2
/a
2
; substituting this into the
area function, A = 4xy, gives the expression quoted. Dierentiation gives
dA
dx
=
4b
a
_
_
a
2
x
2
x
2
a
2
x
2
_
=
4b
a
a
2
2x
2
a
2
x
2
,
so that A
(x) = 0 when x = a/
2 (since x > 0). If x = a/
2
2
, A

2
, so that
A(x) has a local maximum at this point, with value A =
4b
a
a
2
_
a
2
a
2
2
= 2ab.
Using Pythagoras theorem the distance is given by D
2
= (x A)
2
+ (y B)
2
, and
since y = b(1 x/a) this becomes
D
2
= x
2
2Ax +A
2
b
2
_
1
x
a
_
2
2bB
_
1
x
a
_
+B
2
=
a
2
+b
2
a
2
x
2
2x
_
A+
b
2
a

Bb
a
_
+A
2
+ (b B)
2
.
This is a quadratic equation in x and since the coecient of x is positive it has a single
minimum, which is most easily seen by writing it in the form
D
2
=
a
2
+b
2
a
2
_
x
a
a
2
+b
2
(Aa +b(b B))
_
2
+A
2
+ (b B)
2
(Aa +b(b B))

2
a
2
+b
2
.
Hence D has its minimum value at
x =
a
a
2
+b
2
(Aa +b(b B))
and here
D
2
= A
2
+ (b B)
2
(Aa +b(b B))

2
a
2
+b
2
=
(ab Ab Ba)
2
a
2
+b
2
.
For this example the method of Lagrange multipliers is easier, see exercise 11.6.
Eliminate C to give f = sinAsin Bsin(A +B), so that
f
A
= sin B
_
cos Asin(A +B) + sinAcos(A +B)
_
= sin Bsin(2A+B),
f
B
= sin A
_
cos Bsin(A +B) + sinBcos(A +B)
_
= sin Asin(A + 2B).
Since sin A = 0 and sin B = 0 (because 0 < A, B < ) we have sin(2A + B) = 0 and
sin(A+2B) = 0, that is 2A+B = n and A+2B = m, with n and m positive integers,
both smaller than 3. Hence 3A = (2nm) and 3B = (2mn), and 3C = (3nm).
The bounds on A and B give n = m = 1 and hence A = B = C = /3.
The contours of f are the curves f(x, y) = c, which we assume can be expressed in as
the function y(x); the gradient on these contours are given by f
x
+f
y
y
(x) = 0, that is
y
(x) = f
x
/f
y
.
Suppose the constraint g(x, y) = 0 (which is a particular contour of g) denes the
function y
g
(x), so that on this curve the original function has the values
z(x) = f(x, y
g
(x)) and
dz
dx
= f
x
+f
y
y
g
(x).
Thus z(x) is stationary when y
g
(x) =
f
x
f
y
= y
(x), that is when the contour of f is

tangential to the contour dened by g = 0.
(a) For the walker on the hill we dene
F(x, y, ) = h(x, y) (x +y 1) where h(x, y) = 3 exp(x
2
y
2
/2),
so that
F
x
= 2xh(x, y) = 0 and F
y
= yh(x, y) = 0.
These give = yh(x, y) and = 2xh(x, y), and since h = 0, y = 2x, then the
equation of constraint gives 3x = 1, hence the result.
(b) For the area of the rectangle inscribed inside the ellipse we dene
F(x, y, ) = 4xy
_
x
2
a
2
+
y
2
b
2
1
_
,
where is the Lagrange multiplier. Thus
F
x
= 4y
2
a
2
x = 0, F
y
= 4x
2
b
2
y = 0,
so that y = sx, for some s. Divide these equations to see that = 2ab and hence
s = b/a. The constraint equation gives 2x
2
= a
2
and then 2y
2
= b
2
, so that the
stationary value of the area is A = 2ab.
(c) The auxiliary function is
F = (x A)
2
+ (y B)
2
_
x
a
+
y
b
1
_
so we require the solutions of
F
x
= 2(x A)

a
= 0 = x A =

2a
F
y
= 2(y B)

a
= 0 = y B =

2b
.
Hence the constraint equation gives
A
a
+
B
b
+

2
_
1
a
2
+
1
b
2
_
= 1 that is

2
_
1
a
2
+
1
b
2
_
=
ab Ab Ba
ab
which gives
D
2
=

2
4
_
1
a
2
+
1
b
2
_
=
(ab Ab Ba)
2
a
2
+b
2
.
Let (x, y, z) be the point on the plane and D the distance, given by Pythagoras theorem,
D
2
= x
2
+y
2
+z
2
. Then F = D
2
2(ax +by +cz d), with Lagrange multiplier 2.
Hence
F
x
= 2(x a) = 0, F
y
= 2(y b) = 0, F
z
= 2(z c) = 0.
Now use the constraint equation to give (a
2
+b
2
+c
2
) = d and then
D
2
=
2
(a
2
+ b
2
+c
2
) =
d
2
a
2
+b
2
+c
2
that is D =
|d|
a
2
+b
2
+c
2
.
Let the coordinates of the corner opposite the origin be
(u, v), as shown in the diagram. The area is A = uv and if
is a Lagrange multiplier the auxiliary function is
F = uv
_
u
a
+
v
b
1
_
then F
u
= v /a = 0 and F
v
= u /b = 0. Solving these
equation for u and v, and substituting into the constraint
equation gives 2 = ab and hence u = a/2, v = b/2 so the
x
(u,v)
x/a+y/b=1
y
a
b
stationary area is A = ab/4.
We use the constraints to express x and y in terms of z, which is trivial because the
constraint equations are both linear; they give
x +y = 1 z and x + 2y = 2 3z
and have the solution x = z and y = 12z. Hence the expression for f(x, y, z) becomes
f(z) = az
2
+b(1 2z)
2
+cz
2
= (a + 4b +c)z
2
4bz +b.
This is a quadratic in z (provided a + 4b + c = 0): if a + 4b + c > 0 it has a single
minimum at the root of
f
(z) = 2(a + 4b +c)z 4b = 0 that is z =

2b
a + 4b +c
.
If a + 4b + c < 0 this stationary point is a maximum. Using the expressions for x(z)
and y(z) the results quoted in equation 11.19 are obtained.
The analysis is a minor generalisation of that given in section 11.2.1. Suppose that
a is the stationary point, and consider a nearby point a + u, that also satises the
constraint, so Taylors theorem gives
g(a +u) = g(a) +
n
k=1
u
k
g
k
(a) +O(
2
)
and since g(a + u) = g(a) = 0 we have
n
k=1
u
k
g
k
(a) = 0. Also, by denition,
f(a +u) f(a) = O(
2
) and hence
n
k=1
u
k
f
k
(a) = 0.
If is a Lagrange multiplier we have, for all ,
n
k=1
u
k
_
f
k
(a) g
k
(a)
= 0. It
follows, by the same reasoning as used in the text that f
k
(a) g
k
(a) = 0 for all k.
But these equations are just those that determine the stationary points of the aux-
iliary function F(x, ) = f(x) g(x).
In this case the auxiliary function is
F = x +y 1
_
h(x, y) c
_
, h(x, y) = 3 exp(x
2
y
2
/2),
so that F
x
= 1 + 2xh = 0 and F
y
= 1 + yh = 0, giving y = 2x (as in the dual
problem). The constraint equation, h(x, y) = c, then gives c = 3 exp(3x
2
), that is
3x
2
= ln(3/c).
The volume of the box is V
b
= xyz. The volume of the material is proportional to the
area of the sides and is V
m
= (xy +4yz +2xz)d, so the auxiliary function can be taken
to be
F = xyz (xy + 4yz + 2xz)
where we have absorbed the thickness, d, into the Lagrange multiplier, and ignored an
irrelevant constant. The equation for the stationary values are
F
x
= yz (y + 2z) = 0,
F
y
= xz (x + 4z) = 0,
F
z
= xy (4y + 2x) = 0.
Put y = sx and z = tx, so these become (assuming that x = 0)
stx = (s + 2t), tx = (1 + 4t), sx = (2 + 4s).
The second two equations can be rearranged to give t(x 4) = and s(x 4) = 2,
so that s = 2t. Also t = /(x 4), so the rst equation gives x = 8; hence t = 1/4
and s = 1/2, giving 2y = x and 4z = x.
The volume and surface area of the cylinder are, respectively, r
2
h and 2rh. The
volume and surface area of a right circular cone of base radius r, height h
c
and slant
height l are, respectively, r
2
h
c
/3 and rl; if the semi-vertical angle is we have
tan = r/h
c
and sin = r/l. Adding the volumes and areas in the appropriate
proportions gives the quoted results.
The auxiliary function can be taken to be
F = 2rh +
2r
2
sin

_
r
2
h +
2r
3
3 tan
_
.
Dierentiation with respect to h gives F
h
= r(2 r) = 0, so that r = 2. Dierenti-
ation with respect to gives
F
= 2r
2
cos
sin
2
+
2r
3
3 sin
2
=
2r
2
sin
2
_
r
3
cos
_
= 0
Since r = 2, this gives cos = 2/3.
Finally, dierentiation with respect to r gives
F
r
= 2h +
4r
sin
r
_
2h +
2r
tan
_
= 2h +
4r
sin
(1 cos ) = 0 hence h =
2r
3 sin
.
The volume is
V =
2r
3
3 sin
+
2r
3
3 tan
=
10r
3
3
5
and hence r =
_
3
5 V
10
_
1/3
.
The rst equation can be rearranged to give tan x = sinh y and then 2 tanx = e
y
e
y
.
The second of these can be expressed as a quadratic in e
y
,
e
2y
+ 2e
y
tan x 1 = 0 with solutions e
y
= tanx
_
1 + tan
2
x.
When x = 0, y = 0, so the upper sign gives the required solution, that is
e
y
=
_
1 + tan
2
x tanx
=
1 +
4t
2
(1 t
2
)
2

2t
1 t
2
, where t = tan(x/2),
=
1 t
1 +t
,
where we have used the identity tan x = 2t/(1 t
2
). Adding unity to each side of the
last equation gives the second of equations 11.5.
If is the Lagrange multiplier, F = x
2
+y
2
+ z
2
+w
2
(xyzw)
2
and
F
x
= 2x
_
1 (yzw)
2
_
= x = 0 or (yzw)
2
= 1,
F
y
= 2y
_
1 (xzw)
2
_
= y = 0 or (xzw)
2
= 1,
F
z
= 2z
_
1 (xyw)
2
_
= z = 0 or (xyw)
2
= 1,
F
w
= 2w
_
1 (xyz)
2
_
= w = 0 or (xyz)
2
= 1.
If x = 0 then the three remaining equations for have no solution: hence we discard
the solution x = y = z = w = 0. The equation (yzw)
2
= 1 gives = x
2
(on
multiplying by x
2
and using the constraint equation). Similarly, = y
2
= z
2
= w
2
,
hence (xyzw)
2
=
4
= 1 and = 1 ( = 1 is not allowed); so there are 16 stationary
points, x = 1, y = 1, z = 1 and w = 1, all of which give f = 4.
If is the Lagrange multiplier, F = xyzw
9
(4x
4
+ 2y
8
+z
16
+ 9w
16
1) and
F
x
= yzw
9
16x
3
= f = 16x
4
,
F
y
= xzw
9
16y
7
= f = 16y
8
,
F
z
= xyw
9
16z
15
= f = 16z
16
,
F
w
= 9xyzw
8
16 9w
15
= f = 16w
16
.
Hence x
4
= y
8
= z
16
= w
16
and since all variables are positive we can put w = a > 0
to give z = a, y = a
2
, x = a
4
and the constraint equation becomes
g = 4a
16
+ 2a
16
+a
16
+ 9a
16
= 1 that is 16a
16
= 1.
Thus the stationary point is x =
1
2
, y =
1
2
, z = w =
1
2
1/4
.
If is the Lagrange multiplier, F =
a
2
x
+
b
2
y
+
c
2
z
(x +y +z d) so that
F
x
=
a
2
x
2
= 0,
F
y
=
b
2
y
2
= 0 and
F
z
=
c
2
z
2
= 0.
Hence x
2
=
a
2
, y
2
=
b
2
and z
2
=
c
2
and the equation of constraint gives

1
(a +b +c) = d that is
=
a +b +c
d
,
and at this point f =
(a +b +c) =
(a +b +c)
2
d
.
The distance D is given by D
2
= (x A)
2
+ (y B)
2
+ (z C)
2
, so the auxiliary
function is
F = (x A)
2
+ (y B)
2
+ (z C)
2
2(ax +by +cz d)
with Lagrange multiplier 2. The derivatives are
F
x
= 2(x A) 2a = x = a +A,
F
y
= 2(y B) 2b = y = b +B,
F
z
= 2(z C) 2c = z = c +C.
Thus the constraint gives
(a
2
+b
2
+c
2
) +Aa +Bb +Cc = d = =
Aa +Bb +Cc d
a
2
+b
2
+c
2
.
But at the stationary point
D
2
=
2
(a
2
+b
2
+c
2
) =
(Aa +Bb +Cc d)
2
a
2
+b
2
+c
2
= D =
|Aa +Bb +Cc d|
a
2
+b
2
+c
2
.
Since f = pq/(p + q) the auxiliary equation is F(p, q, ) =
pq
p +q
(p + q 4c) and
we require the roots of
F
p
=
q
2
(p +q)
2
= 0 and
F
q
=
p
2
(p +q)
2
= 0.
Clearly since both p and q are positive, p = q and then = 1/4. The constraint
equation then gives p = q = 2c.
The auxiliary function is
F = ax
2
+by
2
+cz
2
1
(x
2
+y
2
1)
2
(x +y +z 1)
and so we require the solutions of
F
x
= 2x(a
1
)
2
= 0 = x =

2
2(a
1
)
F
y
= 2y(b
1
)
2
= 0 = y =

2
2(b
1
)
F
z
= 2cz
2
= 0 = x =

2
2c
.
The constraints now give the following equations for
1
and
2
: on the plane,
2
2
_
1
a
1
+
1
b
1
+
1
c
_
= 1. (15.15)
And on the cylinder
2
4
_
1
(a
1
)
2
+
1
(b
1
)
2
_
= 1.
The rst of these equations gives
_
1
a
1
+
1
b
1
+
1
c
_
2
=
4
2
2
and the second gives
4
2
2
=
1
(a
1
)
2
+
1
(b
1
)
2
.
These two equations give the following quadratic equation for
1
2
1
(a +b + 4c)
1
+ab + 2c(a +b) + 2c
2
= 0
which has the two real solutions
1
=
1
2
(a +b + 4c)
1
2
, =
_
(a b)
2
+ 8c
2
.
The quadratic equation for
1
can be rewritten in the form
(
1
a)(
1
b) = 2c(2
1
a b) 2c
2
and also the solution for
1
gives a +b 2
1
= (4c ). Hence
1
a
1
+
1
b
1
=
4c
2c(3c )
.
Hence, equation 15.15 becomes
1 =

2
2c
_
1
4c
6c 2
_
giving
2
=
2c(6c 2)
2c
.
Let h
c
be the height of the right crcular cylinder, so its volume and surface area are
V
cy
= r
2
h
c
and S
cy
= 2rh
c
.
The volume and surface area of the cone are
V
cn
=
1
3
r
2
h and S
cn
= r
_
r
2
+h
2
and since the material of the cone is double thickness the total volume and surface areas
are
V = r
2
h
c
+
1
3
r
2
h and S = 2rh
c
+ 2r
_
r
2
+h
2
.
Eliminate h
c
to give
S(r, h) =
2V
r

2
3
rh + 2r
_
r
2
+h
2
.
Thus
S
h
=
2
3
r +
2rh
r
2
+h
2
= 0 and hence
_
r
2
+h
2
= 3h or r = 2
2 h,
which is the rst result. Also
S
r
=
2V
r
2

2
3
h + 2
_
r
2
+ h
2
+
2r
2
r
2
+h
2
= 0.
Substituting for r = 2
2h and
r
2
+h
2
=
3
2
2
r gives
2V
r
2
=
2
3
r
2
2
+ 2
3r
2
2
+ 2r
2
2
3
=
8
3
r
2
and hence
V =
4
3
2 r
3
=
2
3
_
r
2
_
3
.
Put x = y +, so the integral becomes
1
2
_

dy f(+y)
_
2
y
2
_
=
1
2
_

dy
_
2
y
2
_
_
f() +yf
() +
1
2
y
2
f
() +
1
6
y
3
f
( +)
_
for some in (, ), where we have used Taylors series, (section 1.3.8). Since
_

dy
_
2
y
2
_
=
4
3
3
,
_

dy
_
2
y
2
_
y = 0,
_

dy
_
2
y
2
_
y
2
=
4
15
5
,
we see that
_
b
a
dxf(x)g(x ) = f() +O(
3
), =
4
3
.
If is the Lagrange multiplier,
S[y] =
_
1
0
dx
_
y
2
y
_
, y(0) = y(1) = 0,
and the associated Euler-Lagrange equation is 2y
+ = 0. This has the general solution

y(x) =
4
x
2
+ax +b,
where a and b are constants. The boundary condition at x = 0 gives b = 0: that at
x = 1 gives a = /4, so the solution is y(x) =

4
x(1 x). The constraint gives
A =

4
_
1
0
dxx(1 x) =

24
giving y(x) = 6Ax(1 x).
S[y] =
_
2
1
dx
_
xy
2
y
_
, y(1) = y(2) = 0,
and the associated Euler-Lagrange equation is 2(xy
+ = 0, which has the general

solution
y(x) =
2
x +a ln x + b,
where a and b are constants. The boundary condition at x = 1 gives b = /2: that at
x = 2 gives 0 = a ln2 /2, so the solution is
y(x) =

2
(1 x) +

2
ln x
ln 2
.
The constraint gives
1 =

2
_
2
1
dx
_
1 x +
ln x
ln 2
_
=

2
_
x
1
2
x
2
+
xln x x
ln 2
_
2
1
=
(3 ln 2 2)
4 ln 2
and hence
y(x) =
2 ln2
3 ln2 2
_
1 x +
ln x
ln 2
_
.
F = y
2
+z
2
2xz
4z
_
y
2
xy
z
2
_
= (1 )y
2
+ (1 +)z
2
2xz
+xy
4z
so the Euler-Lagrange equations for y and z are, respectively,
d
dx
_
2(1 )y
+x
_
= 0
d
dx
_
2(1 +)z
2x
_
+ 4 = 0.
The rst equation gives
2(1 )y
+x = A and hence 2(1 )y = Ax +B

1
2
x
2
where A and B are constants. The boundary condition at x = 0 give B = 0 and that
at x = 1 gives A = (4 3)/2.
Similarly the second Euler-Lagrange equation gives
2(1 +)z
2x = 4x +C and hence 2(1 +)z = x

2
+Cx + D
and the boundary condition at x = 0 gives D = 0 and that at x = 1 gives C = 3 + 2.
Hence the solution is
y =
(4 3)x x
2
4(1 )
and z =
(3 + 2)x x
2
2(1 +)
.
The values of the Lagrange multiplier are obtained by substituting these functions into
the constraint. The component integrals are
c
1
=
_
1
0
dxy
2
=
1
16(1 )
2
_
1
0
dx(4 3 2x)
2
=
1
16(1 )
2
_
16 32 +
49
3

2
_
c
2
=
_
1
0
dxxy
=
1
4(1 )
_
1
0
dx
_
(4 3)x 2x
2
_
=
12 13
24(1 )
.
Hence
c
1
c
2
=
24 46 + 23
2
48(1 )
2
.
Also
c
3
=
_
1
0
dxz
2
=
1
4(1 +)
2
_
1
0
dx (3 + 2 2x)
2
= 1 +
1
12(1 +)
2
.
Thus the constraint becomes
c =
24 46 + 23
2
48(1 )
2
1
1
12(1 +)
2
.
If is the Lagrange multiplier then
S[y] =
_
1
0
dx
_
y y
2
_
, y(0) = y(1) = 0,
and the Euler-Lagrange equation is 2y
+ 1 = 0, with the general solution

y(x) =
x
2
4
+Ax +B.
The boundary condition at x = 0 gives B = 0 and that at x = 1 gives A = 1/(4), so
the stationary path is
y(x) =
1
4
x(1 x).
The constraint gives
c =
_
1
4
_
2
_
1
0
dx(1 2x)
2
=
1
3(4)
2
and hence
1
4
=
3c,
The function sinh passes through the origin with unit gradient, and for > 0 its
gradient is a monotonic increasing function. Hence if
_
L
2
(A B)
2
> a, equa-
tion 12.24 has a unique, positive solution. This condition can be written in the form
L
2
> a
2
+ (A B)
2
, which is simply the condition that the cable is longer than the
distance between the end points.
In the limit L
2
a
2
+(AB)
2
the root of equation 12.24 lend to zero, so c .
More precisely, if
_
L
2
(A B)
2
= a(1 + ), for some small positive quantity ,
equation 12.24 becomes sinh = (1 + ) and using the approximation sinh = +
3
/6 +O(
5
) gives
2
= 6, so c
a
2
6
.
Since y
(x) = sinh((x +d)/c), y
(0) = 0 if d = 0. Then equations 12.22 and 12.23 give

L = c sinh
_
a
c
_
= c sinh 2, =
a
2c
, and A B = c (cosh2 1)
and we may eliminate c by dividing these two equations,
A B
L
=
cosh2 1
sinh 2
= tanh .
Substitute for AB in equation 12.24 to obtain
sinh =
L
a
_
1 tanh
2
=
L
a cosh
giving a sinh2 = L2.
Given L and a, provided L > a, this equation gives a unique real, positive value of .
Then the height dierence, AB, is obtained from the equation A B = Ltanh.
On the path dened in equation 12.20 the energy functional is
E[y] =
_
a
0
dx
_
+c cosh
_
x +d
c
__
cosh
_
x +d
c
_
= L +c
_
a
0
dx cosh
2
_
x +d
c
_
= L +
1
2
ac +
c
2
4
_
sinh
_
2a + 2d
c
_
sinh
_
2d
c
__
where = c cosh(d/c). Hence
E[y
] = Lc
0
cosh
_
d
c
0
_
1
2
ac
0
1
2
c
2
0
cosh
_
a + 2d
c
0
_
sinh
_
a
c
0
_
,
E[y
+
] = Lc
0
cosh
_
d
+
c
0
_
+
1
2
ac
0
+
1
2
c
2
0
cosh
_
a + 2d
+
c
0
_
sinh
_
a
c
0
_
.
Dene = E[y
] E[y
+
], so we need to show that > 0. Write in the form
= ac
0
+Lc
_
cosh
_
d
c
0
_
+ cosh
_
d
+
c
0
__
1
2
c
2
0
_
cosh
_
a + 2d
c
0
_
+ cosh
_
a + 2d
+
c
0
__
sinh
_
a
c
0
_
= ac
0
+ 2Lc
0
cosh
_
d +d
2c
0
_
cosh
_
d
+
d
2c
0
_
c
2
0
sinh
_
a
c
0
_
cosh
_
a +d
+
+d
c
0
_
cosh
_
d
+
d
c
0
_
.
But d
= D
0
0
, so (d
+
+d
)/c
0
= 2
0
and (d
+
d
)/c
0
= 2D
0
, with 2
0
= a/c
0
.
Hence
= ac
0
+ 2Lc
0
cosh
0
coshD
0
c
2
0
sinh 2
0
cosh2D
0
.
But L = 2c
0
cosh D
0
sinh
0
, and hence
= c
2
0
sinh 2
0
_
2 cosh
2
D
0
cosh2D
0
_
ac
0
= c
2
0
(sinh 2
0
2
0
) > 0 if
0
> 0.
d
dx
_
(y )y
_
1 +y
2
_
_
1 +y
2
= 0 y(0) = 0, y(a) = A,
and this expands to
(y )y
= 1 +y
2
, y(0) = 0, y(a) = A.
(b) If y(x) = Aw(u), u = a x then
dy
dx
=
dw
du
du
dx
=
dw
du
and similarly
d
2
y
dx
2
=
d
2
w
du
2
.
Hence the Euler-Lagrange equation becomes
(A w(u))
d
2
w
du
2
= 1 +w
(u)
2
, w(0) = 0, w(a) = A,
and this can be rewritten in the form
(w )w
(u) = 1 +w
(u)
2
, + = A.
Thus if y(x) is a solution of the Euler-Lagrange equation, so is w(x) if is replaced by
A .
For the minimum surface problem there is no Lagrange multiplier, that is = 0, so we
do not have sucient exibility for w(x) to be a solution.
The area, A[y], and the constraint, C[y] = L, are
A[y] =
_
v
0
dxy and C[y] =
_
v
0
dx
_
1 +y
2
= L, y(0) = 0.
If is a Lagrange multiplier the auxiliary functional is
A[y] =
_
v
0
dx
_
y
_
1 +y
2
_
, y(0) = 0.
The boundary condition at x = v is given by equation 12.31, with (x, y) = y, that is
y
F
y
F = 0 where F = y
_
1 +y
2
.
But the functional has the rst integral y
F
y
F = c, for some constant c, and the
boundary condition shows that c = 0. Hence the equation for the stationary path is
y =

_
1 +y
2
or
dy
dx
=
_
2
y
2
y
with solution
2
= (x A)
2
+y
2
,
for some constant A. The boundary condition at x = 0 gives = A, so the stationary
path is a semicircle of radius with centre at (, 0) and hence v = 2. The length of
the arc is therefore L = , which gives .
(a) The surface area is derived in section 5.3. For the volume consider a thin disc centre
at x, and width x: its volume approximately is the product of the area of one surface,
y(x)
2
, and the width. Hence
V [y] =
_
v
0
dxy
2
and A[y] = 2
_
v
0
dxy
_
1 +y
2
.
(b) If /2 is the Lagrange multiplier the modied functional is
V [y] =
_
v
0
dxF(y, y
) where F = y
2
y
_
1 +y
2
, y(0) = 0.
The rst integral of the associated Euler-Lagrange equation is
y
F
y
F =
y
_
1 +y
2
y
2
= c,
where c is a constant.
The boundary condition at x = v is given by equation 12.31 with (x, y) = y: hence
as in exercise 12.10, c = 0 and,the equation for the stationary path is exactly the same
as in exercise 12.10, that is
2
= (x B)
2
+ y
2
, for some constant B. The boundary
condition at x = 0 gives = B, so the stationary path is a semicircle of radius with
centre at (, 0) and hence v = 2. Since the shape created is a sphere of radius , its
area and volume are A = 4
2
and V =
4
3
3
= A
3/2
/(6
).
The solution of the Euler-Lagrange equation is given in equation 12.20, and is
y = +c cosh
_
x d
c
_
.
The left-hand end of the cable is constrained to the curve = x = 0, so the boundary
condition at x = 0 is, from equation 12.31,
0 = F
y
=
(y )y
_
1 +y
2
, (x = 0), which gives d = 0.
The boundary condition at x = a and the length constraint give
A = +c cosh
_
a
c
_
and L = c sinh
_
a
c
_
.
The second of these equations can be written in the form L/a = sinh , = a/c, so
give a unique positive value for c. Then the rst equation can be used to write the
solution in the form
y = A c cosh
_
a
c
_
+c cosh
_
x
c
_
.
If is the Lagrange multiplier, the functional is given by equation 12.19 and the asso-
ciated Euler-Lagrange equation has the general solution
y(x) = +c cosh
_
x d
c
_
.
There is a natural boundary condition at x = 0, so here F
y
= 0, where F = (y
)
_
1 + y
2
, so
y
(y )
_
1 +y
2
= 0, that is y(0) = or y
(0) = 0.
The rst equation gives cosh(d/c) = 0, which cannot be satised, and the second gives
sinh(d/c) = 0, which gives d = 0.
The transversality condition, equation 12.31, with = x/a +y/b 1, gives
y
_
1 +y
2
_
y
a

1
b
_
= 0 at x = v, and hence sinh
v
c
=
a
b
.
This is one equation relating v and c. The other is given by the length constraint
L =
_
v
0
dx
_
1 +y
2
= c sinh
v
c
=
ac
b
hence c =
bL
a
.
Thus the required solution is
y = +
Lb
a
cosh
_
ax
bL
_
, 0 x
Lb
a
sinh
1
_
a
b
_
.
Finally, at x = v we have v/a +y(v)/b = 1 and since
y(v) = +
Lb
a
cosh
_
sinh
1
_
b
a
__
= +
L
a
_
a
2
+b
2
,
this gives
= b
L
a
_
a
2
+b
2
vb
a
= b
L
a
_
a
2
+b
2
Lb
2
a
2
sinh
1
_
a
b
_
.
Put m
1
= tan
1
and m
2
= tan
2
so that equations 12.35 become
tan
2
1
tan
2
2
=
_
cos
2
cos
1
_
and 2
_
tan
1
tan
2
_
=
_
sin
1
sin
2
_
.
Eliminate by dividing these equations: assuming that tan
1
= tan
2
, a solution of
no interest, we obtain
sin
1
cos
2
+ sin
2
cos
1
2 cos
1
cos
2
=
sin
_
1+2
2
_
sin
_
12
2
_
cos
_
1+2
2
_
sin
_
12
2
_.
Assuming that
1
=
2
, because we have already dealt with this solution, gives
cos
2
_
1
+
2
2
_
= cos
1
cos
2
which simplies to 1 = cos
1
cos
2
+ sin
1
sin
2
= cos(
1

2
), the only solution of
which is
1
=
2
+ 2n.
(a) The energy of the hanging mass is Mgy() and the energy of the two portions of
the cable either side of it are
E
1
[y] = g
_

0
dxy
_
1 +y
2
and E
2
[y] = g
_
a
dxy
_
1 +y
2
.
Since the total energy is the sum of these three components we obtain the given result.
The constrains are just the lengths along each portion of the cable.
(b) If g
1
and g
2
are the Lagrange multipliers the modied functional is
E[y] = Mgy() +g
_

0
dx(y
1
1
)
_
1 +y
2
1
+ g
_
a
dx(y
2
2
)
_
1 +y
2
2
,
where
y(x) =
_
y
1
(x), 0 x ,
y
2
(x), x a,
with y
1
() = y
2
().
Now evaluate the functional on the varied path y + h, using the method described in
section 10.5.2. The corner moves to the point ( + u, y() + v), where u and v are
independent variables. Thus
E[y+h] = Mg
_
y() +v
_
+g
_
+u
0
dxF(y
1
+h
1
, y
1
+h
1
)+g
_
a
+u
dxF(y
2
+h
2
, y
2
+h
2
)
(15.16)
where F(y, y
) = (y )
_
1 +y
2
.
We have, as in section 10.5.2 (but with notation changes)
y() +v = y
k
( +u) +h
k
( +u), k = 1 and 2,
= y
k
() +
_
uy
k
() +h
k
()
_
+O(
2
).
Dierentiate equation 15.16 with respect to and then set = 0 to obtain the Gateaux
dierential,
E[y] = Mgv +gu
_
F(y
1
, y
1
) F(y
2
, y
2
)
_
x=
+g
_

0
dx
_
h
1
F
y1
+h
1
F
y
1
_
+g
_
a
dx
_
h
2
F
y2
+h
2
F
y
2
_
.
The usual integration by parts gives, since h
1
(0) = h
2
(a) = 0,
E[y] = Mgv +gu
_
F(y
1
, y
1
) F(y
2
, y
2
)
_
x=
+g h
1
F
y
x=
+g h
2
F
y
x=
= +g
_

0
dx
_
F
y1

d
dx
_
F
y
1
_
_
+g
_
a
dx
_
F
y2

d
dx
_
F
y
2
_
_
.
First consider the subset of variations for which u = h() = 0, to obtain the Euler-
Lagrange equations satised by y
1
and y
2
:
d
dx
_
F
y
k
_
F
y
k
= 0, y
1
(0) = B y
2
(a) = A.
Since F = (y )
_
1 +y
2
is independent of x we the rst integrals
y
k
k
_
1 +y
2
k
= c
k
= constant, k = 1 and 2. (15.17)
The general solution of these equations are
y
k
=
k
+c
k
cosh
_
x d
k
c
k
_
k = 1 and 2, (15.18)
where c
1
, c
2
, d
1
, d
2
) are constants to be determined.
(c) Now we need Weierstrass-Erdmann conditions at x = . From equation 15.16 we
have v = uy
k
() +h
k
(), k = 1 2, to replace h
k
(). Thus
E[y] = Mgv+gu
_
F(y
1
, y
1
) F(y
2
, y
2
)
_
x=
+g
_
(v uy
1
) F
y
1
(v uy
2
) F
y
2
_
x=
.
Collecting the coecients of u and v together gives
E[y] = gv
_
M
_
F
y
2
F
y
1
__
+gu
_
F(y
1
, y
1
) y
1
F
y
_
F(y
2
, y
2
) y
2
F
y
2
__
.
This expression must be zero for all u and v and hence we have the conditions
M =
_
F
y
2
F
y
1
_
and lim
x+
(F y
F
y
) = lim
x
(F y
F
y
) . (15.19)
The rst of these equations represents the resolution of forces in the vertical direction
at x = : the second equation is the resolution of forces in the horizontal direction.
In addition the rst integral, equation 15.18, represents the fact that the horizontal
component of the tension in the cable is constant. Since F y
F
y
is c
1
or c
2
we see
that the second of these conditions gives c
1
= c
2
= c. Using the actual expression for
F the rst condition becomes
M =
_
(y
2
2
)y
2
_
1 +y
2
2
(y
1
1
)y
1
_
1 +y
2
1
_
= c (y
2
y
1
) . (15.20)
Now we have sucient conditions to solve the problem, as may be seen by substituting
the solutions 15.19 into these equations.
First we have the length constraints
L
1
=
_

0
dx
_
1 +y
2
1
= c
_
sinh
_
d
1
c
_
+ sinh
_
d
1
c
__
(15.21)
L
2
=
_
a
dx
_
1 +y
2
2
= c
_
sinh
_
a d
2
c
_
sinh
_
d
2
c
__
. (15.22)
The boundary conditions give
B =
1
+c cosh
_
d
1
c
_
and A =
2
+c cosh
_
a d
2
c
_
. (15.23)
Equation 15.20 gives
M = c
_
sinh
_
d
2
c
_
sinh
_
d
1
c
__
. (15.24)
Finally the solution is continuous at x = ,
1
+c cosh
_
d
1
c
_
=
2
+c cosh
_
d
2
c
_
. (15.25)
Thus we have six equations for the six constants (
1
,
2
, , c, d
1
, d
2
).
(a) Since
df
dt
= f
(s) s equation 12.42 becomes

s
d
2
x
ds
2
+ sy
(s) = 0 and s
d
2
y
ds
2
sx
(s) = 0.
On putting t = s, so s = 1 these integrate to
x
+y = and y
x = .
Dierentiate the second with respect to s and use the rst to substitute for x
to obtain
2
y
+y = which has the general solution y = +a cos(s/ +), where a and are
constants. From this we obtain x = y
= a sin(s/ +).
(b) The curve is closed and has length L, that is x(0) = x(L) and y(0) = y(L), so
that L/ = 2. Further (x + )
2
+ (y a)
2
= a
2
, so a is the radius of the circle of
circumference L, that is 2a = L.
This is the dual of the problem dealt with in the text, so the stationary curve is a circle.
It is not necessary to do any calculations to prove this but here we provide the details.
The auxiliary functional is
L[x, y] =
_
2
0
dt
_
_
x
2
+ y
2

2
(x y xy
_
.
where is the lagrange multiplier The Euler-Lagrange equations are
d
dt
_
x
_
x
2
+ y
2
_
+ y = 0 and
d
dt
_
y
_
x
2
+ y
2
_
x = 0.
Integrating these and using s, the arc length, for the independent variables gives as in
exercise 12.16
dx
ds
= y and
dy
ds
= +x,
with solutions
x = a sin(s +) and y = +a cos(s +)
where is a constant.
(a) If 2(x) is the Lagrange multiplier the auxiliary functional is
S[y, z] =
_
b
a
dx
_
y
2
+z
2
y
2
2(z y
)
_
so the Euler-Lagrange equations for y and z, respectively, are
d
dx
(y
+) +y = 0 and
d
dx
(z
) + = 0,
and the natural boundary condition is z
(b) = 0. These equations simplify to

y
+y +
= 0 and = z
,
so eliminating z and gives
d
4
y
dx
4

d
2
y
dx
2
y = 0, y(a) = A
1
, z(a) = A
2
, y(b) = B
1
, z
(b) = y
(b) = 0.
(b) The Euler-Lagrange equation for the functional J[y] is given using the general result
given in section 10.2.1, but see also exercise 4.33 (page 143),
d
2
dx
2
_
F
y
d
dx
_
F
y
_
+
F
y
= 0,
with F = y
2
+ y
2
y
2
this gives y
(4)
y
(2)
y = 0, with y(a) = A
1
, y
(a) = A
2
,
y(b) = B
1
. The natural boundary condition for y
is given by F
y
= 0, that is y
(b) = 0.
Since y = s, dy/ds = 1 and the equation of motion is
v
dv
ds
= v
2
+g, v(0) = 0.
Integration gives
_
v
0
dv
v
g v
2
= s that is
_
ln(g v
2
_
v
0
= 2s
which simplies to the quoted result.
(a) The Euler-Lagrange equation for is
v
d
d
=
_
1
v
2
+()R
(v)
_
_
x
2
+y
2
.
Since (1) = 0,
(1) =
_
x
2
+y
2
/v
3
> 0.
(b) If (
1
) = 0 then by the same arguments as used above
(
1
) > 0.
Thus () can only increase through a zero and, since is continuous there cannot be
adjacent zeros in the interval [0, 1]. Since (1) = 0 and
(1) > 0 we must have () < 0

for 0 < 1.
Since H(, v) = v
1
()R(v) and R > 0 it follows that H(, v) > 0.
(a) When R = 0 equation 12.83 becomes
y = A
1
g
_
v
v0
dv v that is g(A y) =
1
2
v
2
1
2
v
2
0
.
Multiplying by the mass gives the energy equation: the left-hand side is the loss in
potential energy as the particle falls through a distance A y; the right-hand side is
the gain in kinetic energy.
(b) If R = 0
f(v)
2
=

2
g
2
v
2
+
2
g
2
_
1
v
2

2
2
_
= g
2
_
2
+
2
_
_
1
v
2

2
_
hence
_
2
+
2
f(v)
=
v
g
1
2
v
2
so that equation 12.81 for x(v) becomes
x(v) =

g
_
v
v0
dv
v
2
_
1 (v)
2
.
(c) Putting av = sin and v
0
= 0 gives, with g + > 0,
x(v) =
1
2
g
_

0
d sin
2
=
1
4
2
g
(2 sin 2) .
The energy equation, found in part (a), gives
y = A
1
2
2
g
sin
2
= A
1
4
2
g
(1 cos 2) .
Putting c
2
= 1/(2
2
g) gives the required result.
(d) Equation 12.76 becomes, with R = 0,
g =
f(v)
g
_
2
+
2
=
1
2
v
2
v
=
cos
sin
hence g =

tan
.
At the terminus = 0, so = / tan
b
. Since tan > 0 for (0, /2) and tan < 0
for (/2, ) the result follows.
If
b
= /2 the cycloid is tangent to the x-axis at the terminus. If
b
> /2 it crosses
the x-axis and reaches a point lower than the end point. Thus type A motion has
b
< /2 and type B motion has
b
> /2.
In this example we are interested in the limit where the gravitational force is negligible
by comparison to the resistive force, so R > g. The quadratic equation 12.74 for is
therefore most conveniently written in the form,
2
_
R
2
g
2
_
2
_
R
v
g
_
2
+
2
1
v
2
_
= 0.
At the terminus (1) = 0 and 1/V
t
=
_
2
+
2
and we assume that v(t) > V
t
, so
v
2
V
2
t
< 0 throughout the motion and the third term of this quadratic is negative.
The solution is
_
R
2
g
2
_
=
_
R
g
g
_
_
R
g
g
_
2
+ (R
2
g
2
)
_
2
+
2
1
v
2
_
and using the condition v = V
t
when = 0 we see that the lower sign gives the required
solution. Hence
_
R
2
g
2
_

_
R
g
g
_
=
f(v)
_
2
+
2
where f(v) is dened in the question. Then, as in the text,
H
2
=
2
+ (g )
2
=
_
1
v
R
_
2
=
2
+ (g )
2
and
H
dH
dv
=
d
dv
g(g ) and H
_
H
v
R
d
dv
_
=
d
dv
( g)
so that
HH
v
=
d
dv
_
R
_
1
v
R
_
g( g)
_
=
d
dv
f(v)
_
2
+
2
As in the text, equation 12.77
dx
dv
=
v
HH
v
d
dv
and
dy
d
=
( g)v
HH
v
d
dv
and hence
dx
dv
=
_
2
+
2
v
f(v)
and
dy
dv
= ( g)
_
2
+
2
v
f(v)
.
If g = 0, f = (
2
+
2
)R and since v decreases along the path
x(v) =
_
2
+
2
_
v0
v
dv
v
R(v)
and y = A
_
2
+
2
_
v0
v
dv
v
R(v)
= A

x.
With / = A/b this gives the straight line y = A(1x/b) through the terminal points.
If tan is the gradient of the wire, < 0 and
sin =
A
A
2
+b
2
, cos =
b
A
2
+b
2
and

= 0
so the equation of motion 12.100 becomes
dv
dt
=
g(Ab)
A
2
+b
2
.
If A > b, v > 0 and the bead reaches the end at x = b. If A < b the bead decellerates
and it reaches the end only of the initial speed is suciently large: in this case the
equation of motion is valid only until v(t) = 0.
Integration gives
ds
dt
= v(t) = v
0
+
g(A b)t
A
2
+b
2
and s = v
0
t +
g(A b)t
2
2
A
2
+b
2
,
where s is the distance travelled along the wire. If A > b the end is reached when
s =
A
2
+b
2
, that is at the positive root of
g(A b)
2
A
2
+b
2
t
2
+v
0
t
_
A
2
+b
2
= 0
that is
t =
_
v
2
0
+ 2g(Ab) v
0
g(Ab)
_
A
2
+b
2
=
2
A
2
+b
2
v
0
+
_
v
2
0
+ 2g(Ab)
.
If A < b the above expression for s(t) is valid only t < t
0
where v(t
0
) = 0: for t t
0
the bead is stationary. The equation for the time to reach the end, s =
A
2
+b
2
is the
same but now both roots are positive and only one satises t < t
0
and this gives the
above expression for t. If v
2
0
< 2g(b A) this time is complex and the bead does not
reach the point x = b.
(a) There are two ways of doing this. The easiest is by using elementary geometry. The
harder method is to note that
tan =
dy
dx
=
dy
d
_
dx
d
=
sin
cos
hence tan tan = 1,
so that tan( ) = . This equation has many solutions, but = /2 when = 0,
so the appropriate solution is = /2.
(b) Multiply equation 12.100 by dt/d to obtain
v
dv
d
+v
2
d
d
+g
_
dy
d
+
dx
d
_
= 0,
and hence
v
dv
d
+v
2
= gR(cos sin ).
(c) Observe that the equation of motion is homogeneous of degree two in v, which
suggests using the variable w dened by v
2
= gRw
2
: the equation for w is
w
dw
d
+w
2
= (cos sin), w(0) = 0.
The solution of this equation, w(, ) depends only upon and , so the condition
w(/2, ) = 0 gives an equation involving only.
(d) Write the equation for v in the form
e
2
d
d
_
1
2
v
2
e
2
_
= gR(cos sin )
and integrate to give
1
2
v
2
e
2
= gR
_

0
de
2
(cos sin ).
But
_
dxe
ax+ibx
=
1
a +ib
e
ax+ibx
=
e
ax
a
2
+b
2
(a cos bx +b sinbx +i(a sinbx b cos bx))
so that
_
de
2
(cos sin ) =
e
2
1 + 4
2
_
3cos + (1 2
2
) sin )
_
and hence
1
2
v
2
=
gR
1 + 4
2
_
3cos + (1 2
2
) sin 3e
2
_
so that v(/2) = 0 if 2
2
+ 3e
= 1.
The speed is zero when and satisfy
g(, ) = 3cos + (1 2
2
) sin 3e
2
= 0.
This equation denes a function (), the angle at which the bead stops. If >
1
,
where
1
is the solution of this equation when = /2, the implicit function theorem
gives the rate of change of (
1
), d/d = g
/g
with the derivatives evaluated at

= /2 and =
1
. Thus
(
1
) =
4 + 3(1 )e
3(1 2e
)
= 1.36
where we have used the result
1
= 0.603. As expected () decreases as increases
past
1
.
At the start = /2 and h(/2) = 1. At the terminus =
1
and since C = tan
1
,
h(
1
) = 1 + 2sin
1
cos
1
2tan
1
cos
2
1
= 1.
The derivative is h
() = 2(cos 2C sin 2) and h
() = 0 when cos 2 = tan

1
sin 2,
that is tan
1
tan 2 = 1. But
tan(2
1
) =
tan2 tan
1
1 + tan
1
tan 2
so the stationary points are at 2
1
= /2, 3/2, . But /2
1
< /2
and the only physically signicant solution is 2
1
= /2.
If = 0, h = 1 and
x() =
1
2gB
2
_

/2
d (1 + cos 2) and y() = A +
1
2gB
2
_

/2
d sin 2.
Putting = /2 + gives
x() =
1
2gB
2
_

0
d(1 cos 2) =
1
4gB
2
(2 sin 2)
y() = A
1
2gB
2
_

0
d sin 2 = A
1
4gB
2
(1 cos 2).
At the terminus x = b, y = 0 and put =
1
so
4gB
2
b = 2
1
sin 2
1
and 4gB
2
A = 1 cos 2
1
and division gives the required equation for
1
.
If is the Lagrange multiplier the functional is
S[y] =
_

0
dx
_
y
2
y
2
_
, y(0) = y() = 0,
and the associated Euler-Lagrange equation is y
+ y = 0. If 0 there are no
solutions that satisfy the boundary conditions. Thus we set =
2
, to give the solution
y = Asin x that ts the boundary condition at x = 0. The condition at x = then
gives = 1, 2, 3, , so there are innitely many solutions. The constraint gives
1 = A
2
_

0
dx sin
2
nx =
1
2
A
2
giving A =
_
2
,
and the Lagrange multiplier = n
2
.
(a) If is the Lagrange multiplier the functional is
S[y] =
_
b
a
dx
_
py
2
(q +w)y
2
_
, y(a) = y(b) = 0,
with associated Euler-Lagrange equation
d
dx
_
p
dy
dx
_
+ (q +w)y = 0, y(a) = y(b) = 0.
(b) If the constraint is
_
b
a
dxw(x)f(y) = 1 the functional becomes
S[y] =
_
b
a
dx
_
py
2
qy
2
wf(y)
_
, y(a) = y(b) = 0,
with associated Euler-Lagrange equation
d
dx
_
p
dy
dx
_
+qy +
1
2
wf
(y) = 0, y(a) = y(b) = 0.

If f(y) is linear in y, f = y, this equation becomes
d
dx
_
p
dy
dx
_
qy =
1
2
w, y(a) = y(b) = 0,
which is a linear inhomogeneuos equation. Otherwise f
(y) is not linear and the Euler-

Lagrange equation is a nonlinear equation.
If is the Lagrange multiplier
S[y] =
_
1
0
dx
_
y
2
y
_
and the Euler-Lagrange equation gives y = /2. The constraint then gives = 2a, so
y = a.
If
1
and
2
are the Lagrange multipliers then
P[y] =
_

dx
_
y ln y +
1
y +
2
x
2
y
_
,
so the Euler-Lagrange equation is simply
1 + ln y +
1
+
2
x
2
= 0 that is y = exp
_
1
1
2
x
2
_
.
The rst constraint gives
1 = e
11
_

dxe
2x
2
= e
11
_

2
and then the second constraint gives
2
=
_
dxx
2
e
2x
2
=
1
2
2
Hence y(x) =
1
2
exp
_
x
2
2
2
_
.
The auxiliary functional is
S[y] =
_

0
dx
_
y
2
y sin x
_
, y(0) = y() = 0
where is the Lagrange multiplier. The Euler-Lagrange equation 2y
+ sin x = 0,
with the general solution
y(x) =

2
sin x +Ax +B.
The boundary condition at x = 0 gives B = 0 and that at x = gives A = 0. The
constraint then gives a =

2
_

0
dx sin
2
x =

4
hence y(x) =
2a
sin x.
On the ellipse the relation between , see gure 12.8 and is
tan =
dy
dx
=
a cos
b sin
=
a
b tan
hence
1
cos
2
d
d
=
a
b sin
2
that is
d
d
=
ab
a
2
cos
2
+b
2
sin
2
.
Thus the equation of motion is
v
dv
d
+
abv
2
a
2
cos
2
+b
2
sin
2
= g(a cos b sin).

If z = v
2
/2 this gives
dz
d
+
2abz
a
2
cos
2
+b
2
sin
2
= g(a cos b sin).

Now dene a function f() by
ln f = 2ab
_

0
dw
1
a
2
cos
2
w +b
2
sin
2
w
= 2tan
1
_
b
a
tan
_
,
so the equation can be written in the form
d(zf)
d
= g(a cos b sin)f(), z(0) = 0,
and integration gives
z() =
g
f()
_

0
dw(a cos w b sin w)f(w)
which is the required result. If z(/2) = 0 the equation for = b/a is
_
/2
0
dw(cos w sinw)f(w) = 0.
(a) With the Lagrange multiplier, the auxiliary functional is
S[y] =
_
b
a
dx
_
py
2
(q +w)y
2
_
with the Euler-Lagrange equation (py
+ (q +w)y = 0.
(b) With
(x) = 1/p(x) this functional is

S[y] =
_
b
0
d
dx
d
_
p
_
dy
d
d
dx
_
2
(q +w)y
2
_
=
_
b
0
d
_
_
dy
d
_
2
p(q +w)y
2
_
,
where (x) =
_
x
a
dt
1
p(t)
and b
= (b). The associated Euler-Lagrange equation is

y
() +p(q +w)y = 0.
(c) With y = uv the functional S[u], for u, is
S[u] =
_
b
a
dx
_
p
_
u
2
v
2
+
1
2
(u
2
)
(v
2
)
+u
2
v
2
_
qu
2
v
2
_
but
_
b
a
dxp(u
2
)
(v
2
)
=
_
pu
2
(v
2
)
b
a
_
b
a
dxu
2
d
dx
_
(v
2
)
p
_
so, since u(a) = u(b) = 0, the functional becomes
S[u] =
_
b
a
dx
_
pv
2
u
2
_
qv
2
pv
2
+
1
2
d
dx
_
p(v
2
)
_
_
u
2
_
.
Now set pv
2
= 1 to give
S[u] =
_
b
a
dx
_
u
2
_
q
p
+
p
2
4p
2

p
2p
_
u
2
_
.
The constraint then becomes
C[u] =
_
b
a
dx
w
p
u
2
.
so that the Euler-Lagrange equation is
d
2
u
dx
2
+
_
q
p
+
p
2
4p
2

p
2p
_
u = 0, u = y
p,
which is the same as equation 2.32, if in that equation, q is replaced by q +w.
(a) In terms of the functional is
S[y] =
_
b
(x)
_
p
_
dy
d
(x)
_
2
(q +w)y
2
_
=
_
b
d
_
p
(x)y
()
2
(x)
(q +w)y
2
_
,
where a
= (a) and b
= (b). Now put y = A()v() to give

S[v] =
_
b
d p
(x)
_
A
2
v
2
+
1
2
(A
2
)
(v
2
)
_
A
2
(x)
(q +w) p
(x)A
2
_
v
2
.
But, integration by parts gives
_
b
d p
(x)(A
2
)
(v
2
)
=
_
p
(x)(A
2
)
v
2

_
b
d v
2
d
d
_
p
(x)(A
2
)
_
so that
S[v] =
1
2
_
p
(x)(A
2
)
v
2
_
b
+
_
b
d
_
A
2
p
(x)v
2
_
A
2
(x)
(q +w) p
A
2
+
1
2
d
d
_
p
(x)(A
2
)
_
_
v
2
_
.
Now dene (x) with the equation A
2
p
(x) = 1 to put S[v] in the simpler form

S[v] =
1
2
_
(A
2
)
v
2
A
2
_
b
+
_
b
d
_
v
2
F()v
2
_
where
F() = (q +w)A
4
p
A
2
A
2
+
1
2
d
d
_
(A
2
)
A
2
_
.
But
A
2
A
2
+
1
2
d
d
_
(A
2
)
A
2
_
=
A
2
A
2
+
d
d
A
A
=
A
A

2A
2
A
2
= A
d
2
d
2
_
1
A
_
,
and hence
F() = (q +w)pA
4
A
d
2
d
2
_
1
A
_
.
(b) The coecient of is made unity by dening wpA
4
= 1 and then
F() =
q
w
+ A
d
2
d
2
_
1
A
_
, where A = (wp)
1/4
d
2
v
d
2
+F()v = 0, y =
v()
(wp)
1/4
, (x) =
_
x
a
dt
w(t)
p(t)
.
Substituting = XY into the equation and dividing by gives
1
X
d
2
X
dx
2
+
1
Y
d
2
Y
dy
2
+k
2
= 0.
Thus dening the two constants
1
and
2
by the equations
1
X
d
2
X
dx
2
=
2
1
and
1
Y
d
2
Y
dy
2
=
2
2
gives the two quoted equations if
2
1
+
2
2
= k
2
.
Since = 0 on the boundary we have X(0)Y (y) = X(a)Y (y) = 0 which, for
nontrivial Y (y), gives X(0) = X(a) = 0. Similarly Y (0) = Y (b) = 0.
We need to express
xx
and
yy
in terms of the dierentials of r and , using the chain
rule which gives
x
=

r
r
x
+

x
and

y
=

r
r
y
+

y
.
But, since r
2
= x
2
+ y
2
we have r/x = x/r = cos and r/y = y/r = sin. Also
by dierentiating x = r cos and y = r sin with respect to x we obtain
1 =
r
x
cos r
x
sin
0 =
r
x
sin +r
x
cos
= r
x
= sin
and, by dierentiating with respect to y
0 =
r
y
cos r
y
sin
1 =
r
y
sin +r
y
cos
= r
y
= cos .
Hence
x
=
_
cos

r

1
r
sin

_
and

y
=
_
sin

r
+
1
r
cos

_
.
Applying the rst formula twice gives
x
2
=
_
cos

r

1
r
sin

__
cos
r

1
r
sin
_
= cos
2
r
2
sin cos

r
_
1
r
1
r
sin

_
cos
r
_
+
1
r
2
sin

_
sin
_
and similarly
y
2
= sin
2
r
2
cos cos

r
_
1
r
_
+
1
r
cos

_
sin
r
_
+
1
r
2
cos

_
cos
_
.
Adding these two expressions gives
2
=

2
r
2
+
1
r
r
+
1
r
2
2
.
If = R(r)() the equation
2
+k
2
= 0 becomes, on division by and multipli-
cation by r
2
,
r
2
R
2
R
r
2
+
r
R
R
r
+k
2
r
2
+
1
2
= 0.
Putting
=
2
, where is a positive constant, gives
d
2
d
2
+
2
= 0,
r
2
d
2
R
dr
2
+r
dR
dr
+
_
k
2
r
2
2
_
R = 0.
The constant is chosen to ensure that () is 2-periodic.
Since (rR
= rR
+R
we can write the equation for R in the self-adjoint form

d
dr
_
r
dR
dr
_
+
_
k
2
r

2
r
_
R = 0.
(a) If < 0, put =
2
( > 0) to give y

2
y = 0 with the general solution
y = Acoshx+B sinh x. The boundary condition at x = 0 gives A = 0 and at x = ,
Bsinh = 0, which can be satised only if B = 0 (since is real).
If = 0 the general solution is y = A + Bx, which satises the boundary conditions
only if A = B = 0.
(b) If > 0, put =
2
( > 0) to give y
+
2
y = 0 with the general solution
y = Acos x + Bsin x. The boundary condition at x = 0 gives A = 0 and at x = ,
Bsin = 0, which is satised if = n, n = 1, 2, . Hence the eigenvalues and
eigenfunctions are
n
= n
2
, y
n
(x) = Bsinnx, n = 1, 2, .
(a) We have
d
dx
_
p
dy
dx
_
+qy =
k=1
y
k
_
d
dx
_
p
d
k
dx
_
+q
k
_
=
k=1
k
y
k
w(x)
k
.
(b) If y(x) is a solution of the inhomogeneous equation 13.27 this gives
F(x) =
k=1
k
y
k
w(x)
k
.
Now multiply this equation by
p
(x)
, integrate and use the orthogonality relation 13.23

to obtain
_
b
a
du
p
(u)
F(u) =
p
y
p
h
p
,
which gives a value for y
p
. Substituting this value for y
k
into the original sum for y(x)
gives a solution of the inhomogeneous equation in the form
y(x) =
k=1
1
k
h
k
_
b
a
du F(u)
k
(u)
k
(x) =
_
b
a
du G(x, u)F(u)
where G(x, u) =
k=1
k
(u)
k
(x)
h
k
k
.
(a) If = 0 the solution is y = constant. Otherwise the general solution that ts the
boundary condition at x = 0 is
y =
_
Acosh
x, < 0,
Acos
x, > 0.
Only if > 0 can the boundary condition at x = be satised, so put =
2
( > 0)
and then sin = 0, that is = n, n = 0, 1, 2, and = n
2
. Note that n = 0 gives
the = 0 eigenvalue. Hence the eigenfunctions and eigenvalues are
y
n
= cos nx,
n
= n
2
, n = 0, 1, 2, .
For the orthogonality condition the integral needed is
_

0
dx cos nxcos mx =
1
2
_

0
dx
_
cos(n m)x + cos(n +m)x
_
=
_
0, n = m,
2
, n = m.
(b) The general solution that ts the boundary condition at x = 0 is
y =
_
_
_
Asinh
x, < 0,
Ax, = 0,
Asin
x, > 0.
Only if > 0 can the boundary condition at x = be satised, so put =
2
( > 0)
and then cos = 0, that is = n + 1/2, n = 0, 1, 2, and = (n + 1/2)
2
. Hence
the eigenfunctions and eigenvalues are
y
n
= sin(n + 1/2)x,
n
= (n + 1/2)
2
, n = 0, 1, 2, .
For the orthogonality condition the integral needed is
_

0
dx sin(n+
1
2
)xsin(m+
1
2
)x =
1
2
_

0
dx
_
cos(n m)x cos(n +m+ 1)x
_
=
_
0, n = m,
2
, n = m.
(c) The general solution that ts the boundary condition at x = 0 is
y =
_
_
_
Asinh
x, < 0,
Ax, = 0,
Asin
x, > 0.
If = 0 the boundary condition at x = cannot be satised. If < 0, put =
2
( > 0) to give tanh = and this has one real (positive) solution (as can be seen
by sketching the graphs of either side of the equation). Hence there is one negative
eigenvalue.
If > 0, put =
2
( > 0) and the boundary condition at x = gives tan = ,
which has an innity of positive solutions,
k
, k = 1, 2, , with k <
k
< k +
1
2
and
k
k +
1
2
as k , as can be seen by sketching the graphs of either side of the
equation.
Hence the eigenfunctions and eigenvalues are
y
0
(x) = sinh
0
x,
0
=
2
0
, tanh
0
=
0
,
0
> 0,
y
n
(x) = sin
n
x,
n
=
2
n
, tan
n
=
n
,
n
> 0.
The orthogonality condition is more dicult to establish in this case. First consider I
0n
,
I
0n
=
_

0
dx sinh
0
xsin
n
x = i
_

0
dx sini
0
xsin
n
x
=
__

0
dx cos(
n
i
0
)x
_
=
_
sin(
n
i
0
)
n
i
0
_
=
1
2
n
+
2
0
_
(
n
+i
0
)
_
sin
n
cos i
0
cos
n
sin i
0
_
_
,
where (z) is the imaginary part of z. Using the denitions of
k
we see that the term
in the outer brackets is real, and hence I
0n
= 0.
For n, m = 0 we have
I
nm
=
_

0
dx sin
n
xsin
m
x =
1
2
_

0
dx (cos(
n
m
)x cos(
n
+
m
)x)
=
1
2
_
sin(
n
m
)
sin(
n
+
m
)
n
+
m
_
=

m
sin
n
cos
m

n
cos
n
sin
m
2
n
2
m
=

n
2
n
2
m
_
cos
n
cos
m
cos
n
cos
m
_
.
If n = m this is zero. The case n = m can be obtained from this using LHospitals
rule. Alternatively,
I
nn
=
_

0
dx sin
2
n
x =
1
2
_
cos
2
_
=
1
2
_

1
1 +
2
n
_
so I
nn
/2 as n .
Finally
I
00
=
_

0
dx sinh
2
0
x =
1
2
_
cosh
2
0

_
=
1
2
_
1
1
2
0
_
.
In all cases we use the formula 13.26 (page 351) with f(x) = x and w(x) = 1.
(a) The Fourier components are a
0
= /2 and
a
n
=
_
0
dxxcos nx
_
0
dx cos
2
nx
=
2((1)
n
1)
n
2
=
_
_
_
0, n even,
4
n
2
, n odd,
n = 1, 2, ,
giving x =

2

4
k=0
cos(2k + 1)x
(2k + 1)
2
.
(b) The Fourier components are
a
n
=
_
0
dxxsin(n +
1
2
)x
_
0
dx sin
2
(n +
1
2
)x
=
8
(1)
n
(2n + 1)
2
, n = 0, 1, 2 ,
giving x =
2
k=0
(1)
k
(k +
1
2
)
2
sin
_
k +
1
2
_
x.
(c) The Fourier components for n = 0 is
a
0
=
_
0
dxxsinh
0
x
_
0
dx sinh
2
0
x
=
2( 1) cosh
0
0
( cosh
2
0
)
since
_

0
dxxsinh
0
x =
1
0
( 1) cosh
0
,
_

0
dx sinh
2
0
x =
1
2
_
cosh
2
0

_
,
where the denition sinh
0
=
0
cosh
0
has been used. For n 1, we use the
results
_

0
dxxsin
n
x =
1
n
( 1) cos
n
,
_

0
dx sin
2
n
x =
1
2
_
cos
2
_
to obtain
a
n
=
_
0
dxxsin
n
x
_
0
dx sin
2
n
x
=
2( 1) cos
n
n
( cos
2
n
)
n = 1, 2, 3 ,
giving
x =
2( 1) cosh
0
0
( cosh
2
0
)
sinh
0
x 2( 1)
k=1
cos
k
sin
k
x
k
( cos
2
k
)
.
(a) If < 0 the nontrivial solution cannot be made to satisfy the boundary conditions.
If = 0 the solution y = 1 satises the boundary condition.
If > 0, put =
2
, ( > 0) giving the general solution (note it is easier to use the
complex form here)
y = Ae
ix
+Be
ix
.
The boundary conditions give
A +B = Ae
2ia
+Be
2ia
A B = Ae
2ia
Be
2ia
and therefore A = Ae
2ia
and B = Be
2ia
.
If a = n, n = 0, 1, 2, , both equations are satised otherwise they are not. Hence
there are two linearly independent solution (except if n = 0), y = exp(inx/a) with
the eigenvalue
n
=
2
= (n/a)
2
.
Alternatively we may use the linear combinations,
y
n
=
_
cos
_
nx
a
_
, sin
_
nx
a
__
,
n
=
_
n
a
_
2
, n = 0, 1, 2, .
(b) Consider the integral
_
2a
0
dxu
1
u
2
= a
_
2
0
dw
_
A
1
A
2
cos
2
nw +B
1
B
2
sin
2
nw
+ (A
1
B
2
+A
2
B
1
) sin nwcos nw
_
= a (A
1
A
2
+B
1
B
2
) ,
which is zero only if A
1
A
2
+B
1
B
2
= 0, that is the vectors a = (A
1
, A
2
) and b = (B
1
, B
2
)
are orthogonal.
First assume < 0 and put =
2
, > 0, giving y

2
y = 0 with the general
solution y = Acosh x +Bsinh x. The boundary condition at x = 0 gives A = 0 and
then the other boundary condition gives sinh = a. This equation has no positive
roots if a < , and one if a > , as may be seen by sketching the graphs of a and
sinh .
If = 0 the solution satisfying the boundary conditon at x = 0 is y = Ax and the
second boundary condition gives a = .
Hence all eigenvalues are positive. Put =
2
, > 0, giving y
+
2
y = 0 with the
solution satisfying the condition at x = 0 being y = Bsinx. The second boundary
condition gives sin = a.
In gure 15.17 the graphs of u = sin and u = a, for some representative values
of a are shown.
1 2 3 4 5 6 7 8 9 10 11
-1
-0.5
0
0.5
1
a=1/5
a=1/10
Figure 15.17 Graphs of the functions u = sin and u = a for a = 1/5
and 1/10.
For > 0 these curves intersect if <
c
1/a, giving real zeros; for >
c
the zeros
are complex. There are about N 1/a zeros because there is one zero every time
passes through an integer. Hence there are a nite number of real zeros.
Consider the inner product of two distinct eigenfunctions, y
i
and y
j
with j > i.
I
ij
=
_

0
dx sin
i
xsin
j
x =
1
2
_

0
dx (cos(
j
i
)x cos(
j
+
i
)x)
=
1
2
_
sin(
j
i
)
sin(
j
+
i
)
j
+
i
_
sin
k
= a
k
, k = i, j
=
a
2
_
j
cos
i

i
cos
j

j
cos
i
+
i
cos
j
j
+
i
_
=
a
j
2
j

2
i
(cos
i
cos
j
) .
It is obvious that cos
j
+ cos
i
= 0, but this is easily proved. We note that
a(
j

i
) = 2 sin(
j
i
)
2
cos(
j
+
i
)
2
> 0
a(
j
+
i
) = 2 sin((
j
+
i
)
2
cos((
j

i
)
2
> 0
and since cos
j
cos
i
= 2 sin(
j
i
)
2
sin(
j
+
i
)
2
, it follows that I
ji
= 0.
(a) Comparing with the equation in exercise 2.31 (page 74) we see that p = exp
__
dx
x
_
= x
and that the self-adjoint form is
d
dx
_
x
dy
dx
_
+
_
x

2
x
_
y = 0.
(b) In this example p = x, q = x
2
/x so v = 1/
p = 1/
x and
I(x) =
1
4x
2
_
1 + 4x
_
x

2
x
__
= 1
1
4
x
2
.
(c) Comparing with the equations in exercise 13.2 we put p = x, q = x, =
2
and
w = 1/x, so A = (pw)
1/4
= 1 and
(x) =
_
w/p = 1/x, giving = ln x. Then the
transformed equation is
d
2
v
d
2
+
_
e
2
2
_
v = 0, y(x()) = v().
The solution of this equation is J
(e
).
(a) (i) Put n = m in equation 13.29
e
iz sin t
=
m=
J
m
(z)e
imt
now put t = s, so sin t = sin s to put this in the form
e
iz sin s
=
m=
J
m
(z)e
im
e
ims
.
Compare the nth coecient of this and the original series to obtain the rst result.
(ii) Put z = x in equation 13.29 e
ix sin t
=
n=
J
n
(x)e
int
, and now set t = +s,
so sin t = sins to obtain e
ix sin t
=
n=
J
n
(x)e
in
e
int
. Compare the nth
coecient of this and the original series to obtain the second result.
(iii) Put t = 0
1 =
n=
J
n
(z) = J
0
(z) +
n=1
_
J
n
(z) +J
n
(z)
_
= J
0
(z) + 2
n=1
J
2n
(z),
since the terms with odd n cancel.
(b) Putting z = 0 gives
J
n
(0) =
1
2
_

dt e
int
=
_
1, n = 0,
0, otherwise.
(c) Dierentiate equation 13.31 (page 354) with respect to x,
dJ
n
dx
=
1
2
_

dt i sint expi (nt xsin t)

=
1
4
_

dt
_
e
it
e
it
_
e
i(ntx sin t)
=
1
2
(J
n1
(x) J
n+1
(x)) ,
that is 2J
n
(x) = J
n1
(x) J
n+1
(x).
(d) The sum is
J
n1
(x) +J
n+1
(x) =
1
2
_

dt
_
e
i((n1)tx sin t)
+e
i((n+1)tx sin t)
_
=
1
2
_

dt e
i(ntx sin t)
_
e
it
+ e
it
_
=
1
dt cos t e
i(ntx sin t)
But
d
dt
e
i(ntx sin t)
= i(n xcos t)e
i(ntx sin t)
so
cos t e
i(ntx sin t)
=
n
x
e
i(ntx sin t)
1
ix
d
dt
e
i(ntx sin t)
,
and
J
n1
(x) +J
n+1
(x) =
n
x
_

dt e
i(ntx sin t)
1
ix
_

dt
d
dt
e
i(ntx sin t)
=
2n
x
J
n
(x).
(a) Put x = e
t
so
dy
dx
=
dy
dt
dt
dx
giving x
dy
dx
=
dy
dt
, similarly x
d
dx
_
x
dy
dx
_
=
d
2
y
dt
2
d
2
y
dt
2

dy
dt
+y = 0.
It we put y = e
pt
the equation for p is p
2
p + = 0 giving 2p = 1
1 4. Thus
the general solution is
y = e
t/2
_
Ae
qt
+Be
qt
_
, q =
1
2
1 4,
or, in terms of x
y =
1
x
_
Ax
q
+Bx
q
_
, q =
1
2
1 4, <
1
4
,
=
1
x
_
Ae
i ln x
+ Be
i ln x
_
, =
1
2
4 1, >
1
4
,
and if = 1/4, the general solution is y = e
t/2
(A +Bt) giving
y =
1
x
(A Bln x) , =
1
4
.
These solutions are bounded as x 0 only if <
1
4
and then only if B = 0 and
q
1
2
> 0, that is < 0. Thus if c > 0 the solution is
y = cx
q1/2
, q =
1
2
1 4, for all < 0.

If c = 0 there are no nontrivial solutions.
(b) With the boundary conditions y(a) = y(1) = 0 the system is regular and we have:
< 1/4: the boundary conditions give
Aa
q
+Ba
q
= 0 and A +B = 0
which have no real solutions for A and B.
= 1/4: the boundary conditions give A = Bln a and A = 0, so there is no nontrivial
solution.
> 1/4: the boundary conditions give
Ae
i ln a
= Be
i ln a
and A +B = 0
hence = n/ lna giving the eigenfuctions and eigenvalues
y
n
(x) =
1
x
sin
_
n
ln x
ln a
_
,
n
=
1
4
+
_
n
ln a
_
2
, n = 1, 2, .
If w(x) > 0, p(x) > 0 and both have continuous second derivatives, the function
f() =
q
w
A
d
2
d
2
_
1
A
_
is continuous and hence has a minimum value Q
m
. If < Q
m
then f() + < 0 for
all and the result proved in the text shows that any solution v() has at most one
zero, so cannot satisfy the boundary conditions. Hence there are no eigenvalues smaller
than Q
m
.
(a) For x < 0 the equation is like equation 13.41 with Q(x) = x < 0. Hence all solutions
have at most one zero for x < 0.
For x 1 use the comparison theorem 13.2 with Q
1
= x and Q
2
= 1 Q
1
. The
comparison equation has a solution sin x with innitely many zeros in between which
there is at least one zero of the equation y
+xy = 0. Let these zeros be r

n
, n = 1, 2, .
(b) If = ax the equation becomes
1
a
2
d
2
y
d
2
+ay = 0 that is v
() +a
3
v() = 0.
Thus if y(x) is a solution of y
+ xy = 0, v() = y(a) is a solution of v
+a
3
v = 0.
(c) Suppose the solution of y
+ xy = 0 with the condition y(0) = 0 is v(x); then

v(x) = y(
1/3
x) where y(x) is a solution of y
+xy = 0.
If = r
3
n
then v(1) = y(r
n
) = 0, so y(r
n
x) is an eigenfunction with eigenvalue
n
= r
3
n
,
and there are innitely many of these.
There are no negative eigenvalues because y(0) = 0 and there can be no other zeros.
We have
v(Lu)
(Lv) = v
_
d
dx
_
p
du
dx
_
+qu
_
u
_
d
dx
_
p
dv
dx
_
+qv
_
= v
_
dp
dx
du
dx
+p
d
2
u
dx
2
_
u
_
dp
dx
dv
dx
+p
d
2
v
dx
2
_
=
dp
dx
_
v
du
dx
u
dv
dx
_
+p
_
v
d
2
u
dx
2
u
d
2
v
dx
2
_
=
dp
dx
_
v
du
dx
u
dv
dx
_
+p
d
dx
_
v
du
dx
u
dv
dx
_
=
d
dx
_
p
_
v
du
dx
u
dv
dx
__
.
The boundary term, B, of equation 13.46 is
B = p(b)
_
v(b)u
(b)
u(b)
(b)
_
p(a)
_
v(a)u
(a)
u(a)
(a)
_
=
_
p(b) p(a)
__
v(b)u
(b)
u(b)
(b)
_
,
which is zero, for all u and v, only if p(a) = p(b).
For Lu = du/dx we have
(u, Lv) =
_

dxu
dv
dx
=
_
u
v
_
dx
du
dx
v = (Lu, v),
since u and v tend to zero as |x| .
For Lu = idu/dx we have, similarly
(u, Lv) = i
_

dxu
dv
dx
= i
_

dx
du
dx
v =
_

dx
_
i
du
dx
_
v = (Lu, v),
so that L is self-adjoint, but L is not.
For this operator equation 13.46, with p = 1, holds so, with u and v real and satisfying
the boundary conditions we have
(Lu, v) = (u, Lv) =
_
v()u
() u()v
()
_
_
v(0)u
(0) u(0)v
(0)
_
= B
_
v() u()
_
A
_
u
(0) v
(0)
_
.
The right hand side is zero for all u and v only if A = B = 0.
In this case p = 1 and for real functions
(Lu, v) (u, Lv) =
_
v(0)u
(0) u(0)v
(0)
_
_
v()u
() u()v
()
_
= a
_
u
(0)v
() v
(0)u
()
_
,
which is zero for all u and v only if a = 0.
(a) Equation 13.56 gives tan
0
= 0, so
0
= 0. Since y = r sin , y(x) = 0 when = n,
n = 1, 2, . For the nth eigenfunction y() = 0 and this is the nth zero, so is given
implicitly by
=
_
n
0
d
1
cos
2
+sin
2
= 2n
_
/2
0
d
1
cos
2
+sin
2
=
n
.
showing that the nth eigenvalue is given by = n
2
.
As increases from 0 to n, it passes through , 2, , (n 1), at which points
y(x) = 0, so there are precisely n 1 zeros.
(b) If
() = (, ) it is dened implicitly by equation 13.58,

=
_

0
d
1
cos
2
+sin
2
.
Dierentiating with respect to gives
0 =
1
cos
2
+sin
2
d

_

0
d
sin
2
(cos
2
+sin
2
)
2
,
which gives the required result, and shows that
increases with if > 0.

(c) If = n
2
, (, ) = n, so as n , (, n
2
) = n . But (, ) is a
continuous, monotonic increasing function of , hence (, ) for all .
Since y = r sin(x), with (a) = 0, the kth zero of y(x) occurs at (x) = k. But
dx
d
=
1
Q(x) sin
2
+p(x)
1
cos
2
= F(x, )
and we have
1
Q
2
sin
2
+p
1
1
cos
2
= G
1
() F(x, ) G
2
() =
1
Q
1
sin
2
+p
1
2
cos
2
If x
1
() and x
2
() are the solutions of x
i
= G
i
(), i = 1, 2, we have x
1
() x()
x
2
(). The kth zero of the comparison equations are at = k so we have
_
k
0
d
1
Q
2
sin
2
+p
1
1
cos
2
x
k
a
_
k
0
d
1
Q
1
sin
2
+p
1
2
cos
2
.
But if A > 0 and B > 0 we have
_
k
0
d
1
Asin
2
+Bcos
2
= 2k
_
/2
0
d
1
Asin
2
+Bcos
2
=
k
AB
,
and hence
_
p
1
q
2
+w
2
x
k
a
k

_
p
2
q
1
+w
1
.
For the nth eigenfunction the nth zero is at x = b, so
_
b a
n
_
2
p
2
q
1
+w
1
= q
1
+
n
w
1
p
2
_
b a
n
_
2
and
_
b a
n
_
2
p
1
q
2
+w
2
= q
2
+
n
w
2
p
1
_
b a
n
_
2
and hence
p
1
w
2
_
b a
n
_
2
q
2
w
2

n

p
2
w
1
_
b a
n
_
2
q
1
w
1
.
If =

1
d
dx
= 1 x
2
that is
= 1 x
2
.
Substituting the series into this gives
0
+
2
1
+
3
2
+ = 1 x
_
0
+
1
+
2
2
+
_
= 1 x
2
0
2x
0
2
x
_
2
1
+ 2
0
2
_
+O(
3
),
and this rearranges to
_
1 x
2
0
_
+
_
0
+ 2x
0
1
_
+
2
_
1
+x
_
2
1
+ 2
0
1
_
_
= O(
3
).
Equating the coecients of
k
, k = 0, 1, , to zero gives
0
=
1
x
,
1
=

0
2x
0
=
1
4x
2
,
2
=
1
+x
2
1
2
0
=
7
32x
7/2
,
which gives the series quoted.
Since
(x) = F(, x; ) = (q + w) sin

2
+ p
1
cos
2
, if
2
>
1
, F(, x;
2
)
F(, x;
1
) and the comparison theorem shows that (x,
2
) (x,
1
). Setting x = b
gives the required result.
If q(x) q
1
, w(x) w
1
and p(x) p
2
for x (a, b) then
F(, x; ) (q
1
+w
1
) sin
2
+p
1
2
cos
2
= G()
and if
= G() the comparison theorem gives (x,

2
) (x,
1
).
(a) Since Q
1/4
v = Rcos and Q
1/4
v
= Rsin , we have
Q
1/2
v
2
+Q
1/2
v
2
= R
2
and tan =
v
Q
1/2
v
.
Hence
1
cos
2
d
d
=
v
Q
1/2
v

v
2
Q
1/2
v
2

v
2Q
3/2
v
, but v
= Qv
=
v
2
+v
2
Q
v
2
Q
1/2

v
2vQ
3/2
=
Q
1/2
cos
2

1
2
Q
Q
sin
cos
and hence
d
d
= Q
1/2
1
4
Q
Q
sin2.
Also
2R
dR
d
= 2vv
Q
1/2
+
1
2
Q
Q
1/2
v
2
+ 2v
Q
1/2
1
2
Q
Q
3/2
v
2
=
1
2
Q
Q
R
2
_
cos
2
sin
2
_
and hence
d
d
ln R =
1
4
Q
Q
cos 2.
(b) Write Q(, ) = Q
0
() + where Q
0
() = q/w A(1/A)
, is independent of , so
d
d
= ( +Q
0
)
1/2
1
4
Q
0
+Q
0
sin2
d
d
ln R =
Q
0
4( +Q
0
)
cos 2.
If max(Q
0
) we may expand in powers of
1
,
d
d
=
_
1 +
Q
0
2
+
_
1
4
Q
_
1
Q
0
+
_
sin 2
=
+O(
1/2
),
and
d
d
ln R =
Q
0
4
cos 2 +O(
2
).
Hence an approximation accurate to the lowest order is () =
and R = r, for
some constants and r. Hence
v() =
r
( +Q
0
())
1/4
cos
_

_
and since y(a) = y(b) = 0, we set = /2 to satisfy the condition at x = a ( = 0) and
(b) = n to satisfy the condition at x = b, to obtain the approximate eigenvalue
n
=
_
n
(b)
_
2
, (b) =
_
b
a
dx
_
w
p
, with eigenfunction v
n
() =
r
Q(,
n
)
1/4
sin
_
n
(b)
_
.
If = f(u)g(v) the equation can be written in the form
_
f
f
+
1
2
(k)
2
cosh2u
_
+
_
g
g

1
2
(k)
2
cos 2v
_
= 0.
The terms in curly braces are functions of u and v only, so
f
f
+ 2(k)
2
cosh2u = a and
g
g
2(k)
2
cos 2v = a
where a is a constant. Hence the quoted equations. Since the points with coordinates
(u, v) and (u, v+2) are physically identical, g(v) must be 2-periodic, g(v+2) = g(v)
for all v.
Increasing u by 2 increases by 2, so we dene u() = + P() where P() is an
odd 2-periodic function of . Thus we can write u() in the form
u() = +
k=1
a
k
sin k,
where
a
k
=
1
d (u() ) sin k =
1
du
d
du
sin u sink (u sinu)
=
1
du sinu(1 cos u) sink (u sin u)

=
1
k
_

du sinu
d
du
cos k (u sinu)
=
1
k
_
_
sinu cos k (u sin u)
_
du cos u cos k (u sin u)

_
=

k
_

du cos u cos k (u sin u)

=

2k
_

du
_
cos
_
(k + 1)u k sinu
_
+ cos
_
(k 1)u k sinu
__
=

k
(J
k+1
(k) +J
k1
(k)) =
2
k
J
k
(k).
We have, by dierentiating under the integral sign,
J
n
(x) =
1
2
_

dt (i sint)e
i(ntx sin t)
and J
n
(x) =
1
2
_

dt (sin
2
t)e
i(ntx sin t)
,
so that Bessels equation becomes
1
2
_

dt
_
sin
2
t
i
x
sin t +
_
1
n
2
x
2
__
e
i(ntx sin t)
.
If the integrand of this integral can be expressed as a dierential of a periodic function,
the integral is zero and we have proved the required result. Consider the integral
1
2
_

dt
d
dt
_
g(t)e
i(ntx sin t)
_
.
By expanding this and comparing with the previous integrand we obtain the dierential
equation,
g
+i(n xcos t)g = sin

2
t
i
x
sin t +
_
1
n
2
x
2
_
.
Consider a solution g = A + Bcos t; by substituting this in the left hand side we see
that if B = i/x and A = in/x
2
a solution is obtained. This solution is periodic, hence
the result.
If = 0 the general solution is y = A+Bx: the boundary condition at x = 0 gives A = 0
and the boundary condition at x = gives B = B. Hence there is no nontrivial
solution if = 0 (except possibly if = , a case we return to later).
< 0
If < 0, put =
2
, ( > 0), the general solution is y = Acoshx + Bsinh x: the
boundary condition at x = 0 gives A = 0 and the boundary condition at x = gives
tanh = , > 0.
If > there are no real solutions of this equation the gradient of the left and right
hand sides at = 0 are, respectively, and , so if > , > tanh for > 0.
If < , the same reasoning shows that there is one real positive solution which we
denote by
0
.
> 0
If > 0, put =
2
, ( > 0), the general solution is y = Acos x + Bsin x: the
boundary condition at x = 0 gives A = 0 and the boundary condition at x = gives
tan = , > 0.
If > , the rst positive solution,
0
is in (0, /2) and the solution
k
, is in the
interval (k, (k + 1/2)), k = 0, 1, .
If < , the rst positive solution,
1
is in (/2, 3/2) with k
k
< (k + 1/2),
k = 1, 2, .
Thus we have the following,
if > the eigenvalues are
k
=
2
k
with k < < (k + 1/2), k = 0, 1, :
if = the function y = Bx is a solution for = 0 and all B:
if < then
0
=
2
0
and
k
=
2
k
with k < < (k + 1/2), k = 1, 2, .
In this example p
/p = tanx, so that p(x) = 1/ cos x and the self-adjoinf form is

cos x
d
dx
_
1
cos x
dy
dx
_
= 0.
Since x/(1 + x) 1/2 for x 1, put Q
2
= 1/2 and Q
1
= x/(1 +x) in the comparison
theorem 13.2, to see that the given equation has at least one zero in (n
2, (n+1)
2)
for every n = 1, 2, .
If < 0 there are no periodic solutions. If = 0 the general solution is y = A + Bx,
which is periodic if B = 0. If > 0, put =
2
, > 0, to hive the solutions cos x
and sin x, which are 2-periodic if n = 1, 2, .
Hence 2-periodic solutions are
y
n
= {cos nx, sin nx}, n = 0, 1, , with
n
= n
2
.
Alternatively the functions z
n
= e
inx
, n = 0, 1, , satisfy the equation and are
2-periodic, with
n
= n
2
. These are linear combinations of the rst set of functions.
(a) If x = e
t
then t (0, ) if x (1, ), and
x
dy
dx
=
dy
dt
and x
d
dx
_
x
dy
dx
_
=
d
2
y
dt
2
,
and the equation becomes y
y + By = 0. Putting y = e
pt
gives p
2
p + B = 0 so
that 2p = 1
1 4B. If 4B > 1 this gives the general solution

y =
x
_
Acos( ln x) +Bsin( ln x)
_
, =
4B 1,
which has innitely many zeros for x > 1. If 4B < 1 the general solutions is
y =
x
_
Ax
q
+Bx
q
_
, q =
1 4B,
which has at most one zero.
(b) If q(x) > 1/4 use the equation dened in part (a) as a comparison equation.
(a) Since (xy
= xy
+ y
the rst result follows directly. Since p(x) = x, the system

is regular provided the interval does not include the origin.
(b) With p = x, q = /x the normal form, exercise 2.31 (page 74) is
I(x) =
1
4x
2
(1 + 4) giving
d
2
u
dx
2
+
_
1 + 4
x
2
_
u = 0 with y = u/
x.
Comparing with equation 13.34 (page 357) we see that q and w are continuous only if
x = 0, so this system is regular provided the interval does not contain the origin.
(c) Put x = e
t
, so 0 < t < and
x
du
dx
=
du
dt
and x
2
d
2
u
dx
2
=
d
2
u
dt
2
+
du
dt
and the equation for u becomes u
(t) + u
(t) + ( + 1/4)u = 0. Putting u = e

pt
gives
p
2
+p + ( + 1/4) = 0 and hence the general solution is
u = e
t/2
_
Ae
t
+Be
t
_
,
y =
_
_
(Ax
+Bx
) =
2
, > 0,
(A Bln x) , = 0,
_
Ae
i ln x
+Be
i ln x
_
=
2
, > 0.
(i) < 0: the solution is bound at the origin only if B = 0, so y = Ax
giving y(0) = 0
and y(1) = A. Hence there are no nontrivial solutions.
(ii) = 0: In the case the bound solutions are y = A: if c = 0, the solution is y = c,
with eigenvalue = 0.
(iii) > 0: the solution is not dened at the origin for any A or B, except A = B = 0.
(d) (i) < 0: the boundary conditions give
Aa
+Ba
= 0
Ab
+Bb
= 0
= A = B = 0.
(ii) = 0: the boundary conditions give
ABln a = 0, A Bln b = 0 = A = B = 0.
(iii) > 0: the boundary conditions give
Ae
i ln a
+Ae
i ln a
= 0
Ae
i ln b
+Ae
i ln b
= 0
= e
2i ln(b/a)
= 1,
hence
n
=
2
n
,
n
=
n
ln(b/a)
, and y
n
= c sin (
n
ln(x/a)), for some constant c.
In this example q(x) = x
a
, so for x [0, 1], q
1
= 0 and q
2
= 1; since p = w = 1, the
inequality of exercise 13.22 is (n)
2
1
n
(n)
2
. This shows that for large n,
n
is relatively close to (n)
2
.
The functional is S[y] =
_
1
0
dx
_
y
2
xy
2
_
, y(0) = 1, y(1) = 0. The trial function
y = 1 ax (1 a)x
2
satises the boundary conditions, so we need the integrals
S
1
=
_
1
0
dx
_
a + 2(1 a)x
_
2
=
_
1
0
dx
_
a
2
+ 4a(1 a)x + 4(1 a)
2
x
2
_
=
4
3

2
3
a +
1
3
a
2
,
S
2
=
_
1
0
dxx
_
1 2ax + (a
2
+ 2a 2)x
2
+ 2a(1 a)x
3
+ (1 a)
2
x
4
_
=
1
6

1
10
a +
1
60
a
2
so that
S(a) =
19
60
a
2
17
30
a +
7
6
and S
(x) =
19
30
a
17
30
.
The stationary point is at a = 17/19 and hence the approximate solution is
z = 1
17
19
x
2
19
x
2
.
In the interval [0, 1] the largest dierence between this approximation and the numeri-
cally generated solution is 0.0012.
(a) The Euler-Lagrange of the functional is y
+ y
3
= 0, y(0) = 0, and the natural
boundary condition at x = X is, equation 10.7 (page 260), y
(X) = 0.
(b) The trial function y(x) = a sin
_
x
2X
_
, y
(x) =
a
2X
cos
_
x
2X
_
, satises both bound-
ary conditions. Substituting it into the functional gives
S(a) =
1
2
_
a
2X
_
2
_
X
0
dx cos
2
_
x
2X
_
a
4
4
_
X
0
dx sin
4
_
x
2X
_
.
But
_
X
0
dx cos
2
_
x
2X
_
=
X
2
_
1
0
dz (1 + cos z) =
X
2
, x = Xz,
and
_
X
0
dx sin
4
_
x
2X
_
= X
_
1
0
dz
_
3
8

1
2
cos z +
1
8
cos 2z
_
=
3X
8
,
so that
S(a) =

2
a
2
16X

3a
4
X
32
and S
(a) =

2
a
8X

3a
3
X
8
so S
(a) = 0 when aX = /
3, giving the approximate solution

y =

X
3
sin
_
x
2X
_
.
This result suggests that the solution with amplitude A = /(X
3) has the period

T = 4X. The exact period of this solution is obtained from the rst-integral
1
2
y
2
+
1
4
y
4
=
1
4
A
4
: the period is given by
T = 4
_
T/4
0
dx = 4
_
A
0
dy
y
= 4
2
_
dy
1
_
A
4
y
4
=
4
2
A
_
1
0
dz
1
1 z
5
=
2
3/2
A(3/4)
2
. With A =

X
3
, T =
2
3
(3/4)
2
X 4.09X.
Thus this simple variational estimate provides a fairly good approximation to the period.
Multiply equation 14.9 by y and integrate,
_
1
0
dxy
2
=
_
1
0
dx
_
y
d
dx
_
p
dy
dx
_
qy
2
_
=
_
py
dy
dx
_
1
0
+
_
1
0
dx
_
p
_
dy
dx
_
2
qy
2
_
= S[y],
since y(0) = y(1) = 0 the boundary term vanishes and C[y] = S[y]. Putting y = y
n
gives the result.
We have
S[z
n
] = S[y
n
+u] = S[y
n
] +S[y
n
, u] +O(
2
).
But the Gateaux dierential S is
S[y
n
, u] =
_
1
0
dx ((py
n
)
+qy
n
) u
=
n
_
1
0
dxy
n
u from the Euler-Lagrange equation.
But both y
n
and z
n
satisfy the constraint,
1 = C[y
n
+u] = C[y
n
] + 2
_
1
0
dxy
n
u +O(
2
) =
_
1
0
dxy
n
u = O(),
from which it follows that S[z
n
] =
n
+O(
2
).
(a) In this example p(x) = w(x) = 1 and q(x) = x
2
, and a simple trial function is
z = a sinx having only one free variable, which is determined by the constraint,
C[z] = a
2
_
1
0
dx sin
2
x =
1
2
a
2
= 1.
The functional is
S(a) =
_
1
0
dx
_
pz
2
qz
2
_
= a
2
2
_
1
0
dx cos
2
x a
2
_
1
0
dxx
2
sin
2
x.
But
_
1
0
dxx
2
sin
2
x =
1
2
_
1
0
dxx
2
(1 cos 2x) and
_
1
0
dxx
2
cos 2x =
_
x
2
2
sin 2x
_
1
0
_
1
0
dxxsin 2x
=
1
_
_
x
2
cos 2x
_
1
0
+
1
2
_
1
0
dx cos 2x
_
=
1
2
2
.
Hence
1
S(a) =
2
1
3
+
1
2
2
9.587.
(b) For the trial function z = ax(1 x), the constraint gives
C[z] = a
2
_
1
0
dxx
2
(1 x)
2
= a
2
_
1
3

2
4
+
1
5
_
=
a
2
30
= 1.
The functional therefore has the value
S[z] = 30
_
1
0
dx(1 2x)
2
30
_
1
0
dxx
4
(1 x)
2
= 10 30
_
1
5

1
3
+
1
7
_
=
68
7
9.714.
Hence
1
< 9.71. The rst bound is smaller, so is the better approximation.
With the one parameter trial function z = a
1
sin(x/2) the constraint gives
a
2
1
_
1
0
dx sin
2
1
2
x =
1
2
a
2
1
= 1.
The functional is
S(a
1
) = a
2
1
_
1
0
dx
_
2
4
cos
2
1
2
x xsin
2
1
2
x
_
= a
2
1
_
2
8

1
4

1
2
_
.
Hence
1
S(a
1
) =

2
4

1
2

2
2
= 1.76476.
Note that to 10 signicant gures the value of the rst eigenvalue is 1.762682254 it
can be shown to be the rst zero of Ai(u)Bi
(1 u) Bi(u)Ai
(1 u), where Ai
and Bi are Airy functions.
With the two parameter trial function z = a
1
sin x/2 +a
2
sin 3x/2 the constraint
gives
a
2
1
_
1
0
dx sin
2
1
2
x +a
2
2
_
1
0
dx sin
2
3
2
x =
1
2
a
2
1
+
1
2
a
2
2
= 1.
The functional is
S(a) =
_
1
0
dx
_
2
a
1
cos
x
2
+
3
2
a
2
cos
3x
2
_
2
_
1
0
dxx
_
a
1
sin
x
2
+a
2
sin
3x
2
_
2
=

2
8
_
a
2
1
+ 9a
2
2
_
__
1
4
+
1
2
_
a
2
1
+
_
1
4
+
1
9
2
_
a
2
2
2
a
1
a
2
_
=
_
2
8

1
4

1
2
_
a
2
1
+
_
9
2
8

1
4

1
9
2
_
a
2
2
+
2
2
a
1
a
2
,
where we have used the integrals quoted in the question. Thus the equation is
_
_
_
_
2
4

1
2

2
2
2
2
2
2
9
2
4

1
2

2
9
2
_
_
_
_
a = a
and the eigevalues are given by the quadratic equation
2
23.4489 + 38.2261 = 0
and the smallest root is 1.7627.
(a) Substituting the series into the solution gives
n
k=1
_
a
k
k
2
2
+xa
k
_
sinkx =
n
k=1
a
k
sin kx.
Now multiply by sin px and integrate to obtain
p
2
2
a
p
+ 2
n
k=1
a
k
_
1
0
dxxsin kxsin px = a
p
, p = 1, 2, , n.
These n linear equations for a can be written in the matrix form Ma = a where M
ij
is dened in the question.
(b) If n = 1 we have
M
11
=
2
2
_
1
0
dxxsin
2
x
=
2
_
1
0
dxx(1 cos 2x), but since
_
1
0
dxxcos 2x = 0,
this gives
1
M
11
=
2
1/2.
If n = 2 the other matrix elements are
M
12
= 2
_
1
0
dxxsin xsin 2x =
_
1
0
dxx(cos x cos 3x))
and since
_
1
0
dxxcos kx =
1 (1)
k
(k)
2
, M
12
=
16
9
2
and
M
22
= 4
2
_
1
0
dxx(1 cos 4x) = 4
2
1
2
,
giving the eigenvalue problem
_
_
_
1
2
16
9
2
16
9
2
4
2
1
2
_
_
_a = a,
which is just equation 14.21.
(c) If p = 1, q = x and
k
= sin kx we have
(H
1
S)
ij
= 2
2
ij
_
1
0
dx cos ixcos jx 2
_
1
0
dxxsin ixsin jx
=
2
ij
ij
2
_
1
0
dxxsin ixsin jx = M
ij
.
(a) If is the Lagrange multiplier, the Gateaux dierential is
S = 2p(a)y(a)h(a) + 2p(b)y(b)h(b) + 2
_
b
a
dx
_
py
qyh wyh
_
= 2h(a)p(a)
_
y(a) +y
(a)
_
+ 2h(b)p(b)
_
y(b) +y
(b)
_
2
_
b
a
dx
_
(py
+ (q +w)y
_
h.
Using the class of variations with h(a) = h(b) = 0, we see that the Euler-Lagrange
equation,
d
dx
_
p
dy
dx
_
+ (q +w)y = 0,
must be satised by a stationary path. Further, since S = 0 for all admissible paths
the given boundary conditions must also be satised.
(b) Since wy = qy + (py
we have
k
_
b
a
dxwy
2
k
=
_
b
a
dxqy
2
k
+
_
b
a
dxy
k
(py
k
)
=
_
y
k
py
k
_
b
a
_
b
a
dx
_
py
2
k
qy
2
k
_
.
Using the constraint condition and the boundary conditions to replace y
(a) with y(a)

and y
(b) with y(b), this becomes
k
=
_
b
a
dx
_
py
2
k
qy
2
k
_
+p(b)y(b)
2
p(a)y(a)
2
= S[y
k
].
(a) For this dierential equation, p = 1, q = 0, w =
x and (a, b) = (0, 1), so

S[y] =
_
1
0
dxy
2
and C[y] =
_
1
0
dx
xy
2
= 1.
(b) Substituting z = ax(1 x) into the constraint gives
1 = a
2
_
1
0
dxx
5/2
(1 x)
2
= a
2
16
693
so that
1
S[z] = a
2
_
1
0
dx(1 2x)
2
=
a
2
3
=
231
16
.
In this case p(x) = w(x) = 1 and q(x) = x
2p
. With the trial function z = a(1 x
2
) the
constraint gives
C[z] = a
2
_
1
1
dx(1 x
2
)
2
= 2a
2
_
1
0
dx(1 2x
2
+x
4
) =
16
15
a
2
.
The functional is
S[a] =
_
1
1
dx(2ax)
2
a
2
_
1
1
dxx
2p
(1 x
2
)
2
= 8a
2
_
1
0
dxx
2
2a
2
_
1
0
dxx
2p
(1 2x
2
+x
4
)
= a
2
_
8
3
2
_
1
2p + 1

2
2p + 3
+
1
2p + 5
__
.
Hence
1
S(a) =
5
2
_
1
6
(2p + 1)(2p + 3)(2p + 5)
_
.
(a) If = 0 the general solution is y = A+Bx; the boundary conditions give A = B = 0.
If < 0, put =
2
, ( > 0), so the general solution is y = Acoshx + Bsinh x;
the boundary condition at x = 0 gives B = 0, and that at x = 1 gives Acosh = 0, so
A = 0.
If > 0, put =
2
, ( > 0), so the general solution is y = Acos x + Bsin x; the
boundary condition at x = 0 gives B = 0, and that at x = 1 gives Acos = 0, so
= (n 1/2), n = 1, 2, , giving
n
= (n 1/2)
2
2
.
(b) For this problem the functional and constraint are
S[y] =
_
1
0
dx
_
y
2
by
2
sin
_
x
2
__
and C[y] =
_
1
0
dxy
2
= 1.
Taking the lowest eigenfunction of the simpler problem, z = a cos(x/2), to be the trial
function the constraint gives
a
2
_
1
0
dx cos
2
_
x
2
_
=
a
2
2
= 1,
and the functional becomes
S(a) =
_
1
0
dx
_
y
2
by
2
sin
_
x
2
__
=
1
4
2
a
2
_
1
0
dx sin
2
_
x
2
_
a
2
b
_
1
0
dx sin
_
x
2
_
cos
2
_
x
2
_
=

2
8
a
2
2b
3
a
2
and hence
1

2
4

4b
3
.
(c) With the trial function z = a cos(n 1/2)x, the constraint gives a
2
= 2 and the
functional becomes
S(a) = a
2
2
(n 1/2)
2
_
1
0
dx sin
2
(n 1/2)x a
2
b
_
1
0
dx sin(x/2) cos
2
(n 1/2)x.
But
sin(x/2) cos
2
(n 1/2)x =
1
2
sin(x/2) +
1
4
_
sin(2n 1/2)x sin(2n 3/2)x
_
,
so
_
1
0
dx sin(x/2) cos
2
(n 1/2)x =
1
+
1
4
_
1
2n 1/2

1
2n 3/2
_
=
1

1
(4n 1)(4n 3)
and hence
S(a) =
1
2
a
2
2
_
n
1
2
_
2
a
2
b
_
1
1
(4n 1)(4n 3)
_
, and since a
2
= 2
n
n
2
2b
_
1
1
16n
2
1
_
, n = n
1
2
.
(a) By comparison with the systems considered in exercise 13.1 (page 341) we see that
p = 1/x, q = 0 and w = x; since the system is dened on the interval (1, 2), where
p > 0 and w > 0, and has separable boundary conditions it is a regular Sturm-Liouville
system (section 13.4).
(b) The functional associated with this system is given in exercise 14.8 (page 387),
S[y] =
1
2
y(2)
2
+
_
2
1
dx
1
x
y
2
with the constraint C[y] =
_
2
1
dxxy
2
= 1,
and the general theory shows that
k
= S[y
k
] =
1
2
y
k
(2)
2
+
_
2
1
dx
1
x
y
2
k
,
and for the lowest eigenvalue
1
,
1
S[y], where y is any admissible function.
Alternatively this Sturm-Liouville equation can be written in the form
k
xy
k
=
d
dx
_
1
x
dy
k
dx
_
and hence
k
_
2
1
dxxy
2
k
=
_
2
1
dxy
k
d
dx
_
1
x
dy
k
dx
_
.
Since, by denition, h
k
=
_
2
1
dxxy
2
k
, putting h
k
= 1 gives
k
=
_
2
1
dxy
k
d
dx
_
1
x
dy
k
dx
_
=
_
1
x
y
k
y
k
_
2
1
+
_
2
1
dx
1
x
_
dy
k
dx
_
2
.
With k = 1 the boundary conditions y
1
(1) = 0 and y
1
(2) y
1
(2) = 0 then give,
1
=
1
2
y
1
(2)
2
+
_
2
1
dx
1
x
_
dy
1
dx
_
2
.
The trial function z = (x 1)(Ax + B) satises the boundary condition at x = 1 and
at x = 2, z(2) z
(2) = A = 0 if z = B(x 1). The constraint gives

1 = B
2
_
2
1
dxx(x 1)
2
= B
2
_
2
1
dxx
_
x
3
2x
2
+x
_
= A
2
_
1
4
x
4
2
3
x
3
+
1
2
x
2
_
2
1
=
7
12
B
2
.
The value of the functional is
S[z] =
1
2
B
2
+B
2
_
2
1
dx
x
=
1
2
B
2
+B
2
ln 2.
Hence, since the functional S[y] has a minimum the Rayleigh-Ritz method shows that
1
S[z] =
6
7
+
12
7
ln 2 = 0.331.
This is an upper bound because S[y] is a positive quadratic functional having a minimum
value which is attained in the allowed space of functions.
The exact solution
In this example the equation can be solved by putting x =
w. This gives
d
2
y
dw
2
+

4
y = 0
and the solution tting the boundary condition at x = 1 is
y(x) = Asin
_
2
(x
2
1)
_
.
The boundary condition at x = 2 gives the equation tan
_
3
2
_
= 2
. The smallest
positive solution of this is = 0.317.

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Chapter 15

|2y| , that is f(x) = o(x).

(y), the result follows.

g(x +h) +f(x)

dividing by h and taking the limit h 0.

can be written as a sum of three second-order determinants,

(x +h), 0 < < 1.

(x +h), 0 < < 1,

(x), hence the result.

(0) = 1. Rewrite the expression

(x) in the form (xcos u 1) y

(x) + 1 +y cos u = 0, u = xy and dierentiate to

+ y, which is zero at x = 0. Hence at x = 0 this equation becomes

(0) = 0 and hence y

(x) = a(1 +x)

(x) = a(a 1)(1 +x)

(0) = 0 (as expected) and f

(0) = 1. Dierentiate n times using Leibnizs rule:

(0) = 1, to substitute this into

(a) = 0, so the initial conditions are

(a) = f(a), which is consistent with the original

(u)f(a(u)). The same result can be derived

(x) = y this gives

(0) = 1 and y(0) = 0, so c = 1 and

(0) = 1. A further integration gives

(1) = /2. Dierentiating again gives

(1) = /2, this gives y

= . Hence the Taylor expansion

is dened provided the denominator is

(x) is strictly increasing f

(x+1) and the result

(x) = 2f(2x) f(x) so g

(x) = 0 when 2f(2x) = f(x). In the

(u) exist in some cases, for instance

= 1, y(1) = 1, with the solutions y = x and y = x 2.

= 0, that is, p = c, a constant, so the general solution is y = cx+f(c).

and the equation becomes the rst-order equation F(x, p, p

(0) = 1. Dierentiating the equation gives y

> 0 and hence y(x) is monotonic increasing.

= x(1 +y) which separates to

4B + 1 = 0; only the minus sign gives

is zero where cos x = 0, but the solution is well

has a repeated zero.

(0) = 0, so the solution is

(0) = 0, and the solution

+fP = 0 and hence v

(x) the equation becomes the rst-order equation

(x) the equation becomes pp

(0) = 0 and y(0) = A, C =

, then the equations relating A, A

= Ay(a, c). If u(a) = A and u(b) = B, then B = Aexp

(x) + abw = 0, which has solutions of

, for some constants A and . Substituting into the equation gives

() = 0, then a solution is y(x) = 0 for all x, which, since by P2

() = 0 and the zero is simple.

and y (after division by p

(x), W(f, g) = [fF

and subtract to obtain

xsin xy sin x = 0 which has singular points

+a(a +b)y = 0 which has a singular point at

to form a quadratic in , with solutions = a, a +b, giving the functions

sinx and (g) a coshx +

(t) = 0. The general