Beruflich Dokumente
Kultur Dokumente
Background
2 Denitions
In what follows, let y be a dependent variable and x an
independent variable, so that y = y(x) is an unknown function in x. The notation for dierentiation varies depending upon the author and upon which notation is most useful for the task at hand. In this context, the Leibnizs noThe trajectory of a projectile launched from a cannon follows
2
2
n
n
a curve determined by an ordinary dierential equation that is tation (dy/dx,d y/dx ,...d y/dx ) is useful for dierentials
and when integration is to be done, whereas Newtons and
derived from Newtons second law.
Lagranges notation (y,y, ... y(n) ) is useful for representOrdinary dierential equations (ODEs) arise in many ing derivatives of any order compactly.
dierent contexts throughout mathematics and science
(social and natural) one way or another, because when
2.1 General denition of an ODE
describing changes mathematically, the most accurate
way uses dierentials and derivatives (related, though not Let F be a given function of x, y, and derivatives of y.
quite the same). Since various dierentials, derivatives, Then an equation of the form
and functions become inevitably related to each other via
equations, a dierential equation is the result, describing
)
(
dynamical phenomena, evolution, and variation. Often, F x, y, y , y (n1) = y (n)
quantities are dened as the rate of change of other quantities (time derivatives), or gradients of quantities, which is called an explicit ordinary dierential equation of order
n.[6][7]
is how they enter dierential equations.
1
THEORIES OF ODES
More generally, an implicit ordinary dierential equation These are not necessarily linear. The implicit analogue is:
of order n takes the form:[8]
(
F x, y, y , y , , y (n) = 0
(
)
F x, y, y , y , y(n) = 0
where 0 = (0, 0,... 0) is the zero vector. In matrix form
F1 (x, y, y , y , y(n) )
0
F2 (x, y, y , y , y(n) ) 0
= ..
..
A dierential equation not depending on x is called
.
.
autonomous.
(n)
0
Fm (x, y, y , y , y )
Autonomous
Linear
2.3 Solutions
A dierential equation is said to be linear if F can be
written as a linear combination of the derivatives of y:
y (n) =
n1
i=0
3 Theories of ODEs
(
)
F1 (x, y, y , y , y(n1) )
F2 x, y, y , y , y(n1)
..
..
.
.
(
)
(n1)
(n)
Fm x, y, y , y , y
ym
(n)
y1
(n)
y2
Singular solutions
3.5
SturmLiouville theory
theory, and in the geometric interpretation of these solutions he opened a eld worked by various writers, notable ones being Casorati and Cayley. To the latter is
due (1872) the theory of singular solutions of dierential equations of the rst order as accepted circa 1900.
3.2
Reduction to quadratures
The primitive attempt in dealing with dierential equations had in view a reduction to quadratures. As it had
been the hope of eighteenth-century algebraists to nd a
method for solving the general equation of the nth degree,
so it was the hope of analysts to nd a general method
for integrating any dierential equation. Gauss (1799)
showed, however, that the dierential equation meets its
limitations very soon unless complex numbers are introduced. Hence, analysts began to substitute the study of
functions, thus opening a new and fertile eld. Cauchy
was the rst to appreciate the importance of this view.
Thereafter, the real question was to be not whether a solution is possible by means of known functions or their integrals but whether a given dierential equation suces
for the denition of a function of the independent variable or variables, and, if so, what are the characteristic
properties of this function.
3.3
Fuchsian theory
3
Lies group theory of dierential equations has been certied, namely: (1) that it unies the many ad hoc methods
known for solving dierential equations, and (2) that it
provides powerful new ways to nd solutions. The theory
has applications to both ordinary and partial dierential
equations.[16]
A general approach to solve DEs uses the symmetry property of dierential equations, the continuous innitesimal
transformations of solutions to solutions (Lie theory).
Continuous group theory, Lie algebras, and dierential
geometry are used to understand the structure of linear
and nonlinear (partial) dierential equations for generating integrable equations, to nd its Lax pairs, recursion
operators, Bcklund transform, and nally nding exact
analytic solutions to the DE.
Symmetry methods have been recognized to study differential equations, arising in mathematics, physics, engineering, and many other disciplines.
3.4
Lies theory
5 REDUCTION OF ORDER
y0 = 0
R
1
(, x0 + y0 ) y0 > 0
This shows clearly that the maximum interval may depend on the initial conditions. The domain of y could be
taken as being R (x0 + 1/y0 ) , but this would lead to
a domain that is not an interval, so that the side opposite
4.2 Global uniqueness and maximum do- to the initial condition would be disconnected from the
main of solution
initial condition, and therefore not uniquely determined
by it.
When the hypotheses of the PicardLindelf theorem are
The maximum domain is not because
satised, then local existence and uniqueness can be extended to a global result. More precisely:[18]
For each initial condition (x0 , y0 ) there exists a unique
maximum (possibly innite) open interval
Imax = (x , x+ ), x R, x0 Imax
such that any solution that satises this initial condition is
a restriction of the solution that satises this initial condition with domain I .
lim y(x) ,
xx
5 Reduction of order
is
(
)
where is the open set in which F is dened, and
F x, y, y , y , , y (n1) = y (n)
its boundary.
Note that the maximum domain of the solution
is always an interval (to have uniqueness)
may be smaller than
may depend on the specic choice of (x0 , y0 ).
yi = y (i1) .
for i = 1, 2,... n. The n-dimensional system of rst-order
coupled dierential equations is then
Example
y = y2
This means that F(x, y) = y2 , which is C 1 and therefore Lipschitz continuous for all y, satisfying the Picard
Lindelf theorem.
y1
y2
yn1
yn
= y2
= y3
..
.
= yn
= F (x, y1 , , yn ).
8 See also
y = F(x, y)
where
y = (y1 , , yn ),
9 Notes
[1] Mathematics for Chemists, D.M. Hirst, Macmillan Press,
1976, (No ISBN) SBN: 333-18172-7
[2] Kreyszig (1972, p. 64)
[3] Simmons (1972, pp. 1,2)
[4] Halliday & Resnick (1977, p. 78)
[5] Tipler (1991, pp. 7883)
[6] Harper (1976, p. 127)
[7] Kreyszig (1972, p. 2)
[8] Simmons (1972, p. 3)
COPASI a free (Artistic License 2.0) software package for the integration and analysis of ODEs.
Maple
Mathematica
Julia (programming language)
SciPy a Python package that includes an ODE integration module.
12
10
References
EXTERNAL LINKS
Harper, Charlie (1976), Introduction to Mathematical Physics, New Jersey: Prentice-Hall, ISBN 0-13487538-9
11
Bibliography
12 External links
Hazewinkel, Michiel, ed. (2001), Dierential
equation, ordinary, Encyclopedia of Mathematics,
Springer, ISBN 978-1-55608-010-4
Dierential Equations at DMOZ (includes a list of
software for solving dierential equations).
EqWorld: The World of Mathematical Equations,
containing a list of ordinary dierential equations
with their solutions.
Online Notes / Dierential Equations by Paul
Dawkins, Lamar University.
Dierential Equations, S.O.S. Mathematics.
A primer on analytical solution of dierential equations from the Holistic Numerical Methods Institute, University of South Florida.
Ordinary Dierential Equations and Dynamical
Systems lecture notes by Gerald Teschl.
Notes on Diy Qs: Dierential Equations for Engineers An introductory textbook on dierential equations by Jiri Lebl of UIUC.
W. Johnson, A Treatise on Ordinary and Partial Differential Equations, John Wiley and Sons, 1913, in
University of Michigan Historical Math Collection
E. L. Ince, Ordinary Dierential Equations, Dover
Publications, 1958, ISBN 0-486-60349-0
Witold Hurewicz, Lectures on Ordinary Dierential
Equations, Dover Publications, ISBN 0-486-495108
Ibragimov, Nail H (1993). CRC Handbook of Lie
Group Analysis of Dierential Equations Vol. 1-3.
Providence: CRC-Press. ISBN 0-8493-4488-3.
13
13.1
13.2
Images
File:Airflow-Obstructed-Duct.png Source: http://upload.wikimedia.org/wikipedia/commons/1/17/Airflow-Obstructed-Duct.png License: Public domain Contributors: Originally from en.wikipedia; description page is/was here. Original artist: Original uploader was
User A1 at en.wikipedia
File:Parabolic_trajectory.svg Source: http://upload.wikimedia.org/wikipedia/commons/a/a4/Parabolic_trajectory.svg License: Public
domain Contributors: self-made with MATLAB. Tweaked in Inkscape. Original artist: Oleg Alexandrov
File:Wikibooks-logo-en-noslogan.svg Source: http://upload.wikimedia.org/wikipedia/commons/d/df/Wikibooks-logo-en-noslogan.
svg License: CC-BY-SA-3.0 Contributors: Own work Original artist: User:Bastique, User:Ramac et al.
13.3
Content license