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The simplest differential equations are found in the works of I. Newton and G.
von Leibniz. The term “differential equation” belongs to Leibniz. While creating
the calculus of fluxions and fluents, Newton posed two problems: (1) given a
relation between fluents, find the relation between their fluxions and (2) given an
equation containing fluxions, find the relation between the fluents. From the
modern point of view, the first problem (finding the derivatives of functions) falls
under differential calculus, while the second forms the content of the theory of
ordinary differential equations. Newton regarded the task of finding the indefinite
integral F(x) of the functionf(x) as a special case of his second problem. For
Newton, the founder of mathematical natural science, such an approach was
wholly justified: in most cases, the laws of nature, which govern various
processes, are expressed in the form of differential equations, and the
calculation of the course of these processes reduces to the solution of differential
equations.
The following two simple examples can serve as an illustration of what has been
said.
ΔT=-kTΔt
dT=-kTdt ------------------------------------(1)
T=-kT
holds, where ’T’ denotes the derivative with respect to it. To solve this
differential equation, or, as we say, to integrate it, is to find the functions that
satisfy it. For equation (1) all such functions (that is, all its particular solutions)
have the form
T= ------------------------------------- (2)
mx”(t) = -kx(t)
and shows that the body will undergo harmonic oscillations (see Figure 1, c).
Euler).
independent variables. The order of the differential equation is the highest order
of the
(A) F(x,y,z”) = 0
between the independent variablex, the unknown functiony, and its derivative y’
= dy/dx
the present we will examine only equations of this type). If equation (A) can be
solved
(B) y’ = f(x,y)
f(x,y)dx - dy = 0
Let y = y(x) be a solution of equation (B). In geometric terms this means that in a
rectangular coordinate system the slope of the tangent to the curve y = y(x) at
each of its
points M(x, y) has the value k =f(x, y). Thus, the problem of finding the solution y
= y(x)
reduces to the following problem: at each point of some domain in the plane we
are given
a “direction,” and it is necessary to find all curves whose direction at any pointM
is the
same as the preassigned direction atM. If the function f(x, y) is continuous, then
this
direction changes continuously withM. To give a graphic representation of the
large number of points distributed with sufficient density over the entire domain
under
consideration, short dashes with the direction given for these points. In Figure 2
this is
done for the equation y1 = y2. The figure enables us to visualize the graphs of
the solution
the general solution of this equation isy = 1/(C - x). In Figure 2 the integral
curves
Figure 2
The graph of any single-valued function y = y(x) intersects every straight line
parallel to
theOy axis only once. Such, consequently, are the integral curves of any
equation (B)
pair of continuous functions P(x, y) and Q(x, y), it is possible to define any
continuous
direction field. The problem of integrating equations of type (C) coincides with
the purely
definite direction corresponds to the points (x0, y0), at which both functions P(x,
y) and
Q(x, y) vanish. Such points are called singular points of the equation (C)
ydx + xdy = 0
ydx = xdy = 0
of the equation
Figure 4
Figure 3
order suggests that through each interior pointM of a domainG with a given
continuous
existence proof was supplied by G. Peano. On the other hand, the uniqueness
part of this
whose right-hand side is continuous in the entire plane, the integral curves have
the form
Uniqueness, that is, the assertion that there is just one integral curve passing
through a
given point, holds for equations of type (B) with a continuous right-hand side
under the
y(x0) of the function y(x) for an “initial value” x0 of the independent variable x
singles out one definite solution from the family of all solutionsy(x). For example,
if for equation (1) we require that at the initial timet0 =0 the temperature of the
body be equal to the initial value T0, then we will have singled out a definite
solution satisfying the given initial conditions from the infinite family of solutions
of (2): T(t) = T0e- kt This example is typical: in mechanics and physics
differential equations usually determine the general laws of the course of some
phenomenon. However, in order to obtain definite quantitative results from these
laws, it is necessary to specify data pertaining to the initial state of the physical
system being studied at some definite “initial moment” t0. If the conditions of
uniqueness are fulfilled, then the solutiony(x) that satisfies the conditiony(x0)
=y0 can be written in the form (5) y(x) = Φ(x;x0+y0) in which x0 andy0 enter as
parameters. The function Φ(x; x0,y0) of the three variablesx, x0, and y0 is
determined uniquely by equation (B). It is important to note that given a
sufficiently small change in the field (the right-hand side of the differential
equation), the function Φ x0, y0) changes arbitrarily little over some finite
interval asx varies—in other words, there is a continuous dependence of the
solution on the right-hand side of the differential equation. If the right-hand
yx = F(x,C)
(6) F(x,y,C) = 0
(9) (x - C)3 - y = 0
3(x - c)2 - y’ = 0
(11)y ≡0
where –∞ ≤C1 ≤C2 ≤ +∞ (Figure 7). This solution depends on the two
parametersC1 and C2 but is formed from segments of curves of the one-
parameter family (9) and a segment of the singular solution (11).
X^2 - y= 0
which is the envelope of the lines (12) (Figure 8). This situation is typical:
singular integral curves are usually envelopes of the family of integral curves of
the general solution
then equation (13) can be replaced by a system ofn equations of the first order
inn unknown functions. For this it is sufficient to add to then-1 equations (14) the
equation
F(x, y, y1, y2, . . . , yn- n, y’n- n) = 0
mxn = P(x,y,z)
myn = Q(x,y,z)
mzn = R(x,y,z)
mu’ = P(x,y,z)
mv’ = Q(x,y,z)
mw’ = R(x,y,z)
u = x’
v = y’
w = z’
Of greatest value are the systems in which the number of equations is equal to
the number of unknown functions. A system ofn equations of the first order inn
unknown functions, which is solved with respect to the derivatives, has the form
A solution of the system of differential equations (a) is a system of
functionsx1,x£t), … , xn(t), which, when substituted in the equations (a), satisfies
them. One frequently encounters systems of type (a), in which the right-hand
sides do not depend onf. In this case, the study of the system (a) essentially
reduces to the study of the system of the (n-l) equations, which it is advisable to
write in the symmetric form without predetermining on which of the variablesxl
x2 , … , xn the remainingn - 1 variables are supposed to depend. By considering
x = (x1 x2, … , xn) as a vector, it is possible to write the system (a) in the form
of one vector equation:
which allows extensive use of the analogy with the theory of one equation of the
first order of type (B). In particular, it turns out that for the system (a) the basic
results concerning the existence and uniqueness of the solution of the initial
value problem remain in force: if in a neighborhood of the point (t0, x1°, x2°, … ,
-xn°) all functionsFt are continuous in all the variables t, x1x2, … , xn and have
bounded derivatives with respect to the variables x1x2, xn, then the assignment
of the initial values xi(t0) = xi0, for i = 1, 2, … , n, determines a unique solution
of the system (a). This explains the fact that, generally speaking, the solution of
a system of n equations of the first order inn unknown functions depends onn
parameters. In the case of the above-cited specific examples of differential
equations, the general solution can be expressed in terms of elementary
functions. The classes of differential equations which admit this type of solution
have been studied in detail. Often a more general point of view is adopted,
namely, we consider a differential equation “solved,” if the required connection
between the variables (and the parameters c1, c2, … , which are a part of the
general solution) can be expressed in terms of elementary functions and their
integrals (“the solution is expressed in quadratures”). A general method for
finding solutions of differential equations is expansion in power series. For
example, if the right-hand sides of equations of type (a) are holomorphic in a
neighborhood of the point (t0, x1°,x2°, … , xn°), then the solution of the
corresponding initial value problem is given by functionsx£t), which can be
expanded in power series the coefficients of which can be determined by
sucessively differentiating the right-hand sides of the differential equations (a)
and by equating the coefficients of the same powers on both sides of these
equations. When it comes to special types of differential equations, there is a
very extensive theory of linear differential equations and of systems of linear
differential equations. For linear differential equations it is also relatively easy to
solve questions to the “qualitative” behaviors of integral curves, that is, their
behaviors in the entire domain of definition of the differential equations. For
nonlinear differential equations, for which it is especially difficult to find a
general solution, questions of the qualitative theory of differential equations
sometimes assume a dominant significance. Following the classical works of A.
M. Liapunov, the works of Soviet mathematicians, physicists, and scientists in the
field of mechanics have played a leading role in the qualitative theory of
differential equations. Of great importance is the analytic theory of differential
equations, which studies the solutions of differential equations from the point of
view of the theory of analytic functions. An example of a concern in this theory is
the distribution of the singular points of solution functions in the complex plane.
In addition to initial value problems, where the values of the unknown functions
are
given (and, in the case of equations of a higher order, also their derivatives) at
one point
(for one value of the independent variable), one frequently makes use of
boundary value
problems.
Partial differential equations. A typical feature of partial differential equations
and of
systems of partial differential equations is that in order to determine a particular
solution
it is necessary to prescribe certain functions rather than the values of a finite
number of
parameters. For example, the general solution of the equation
is given by any function of the form
u(t,x) = f(x + t) + g(x - t)
where/andg are arbitrary functions. Thus, the differential equation (16) limits the
arbitrariness in the selection of a function of two variables u(x, y) only to the
extent that it
is possible to express it in terms of two functions/f(z) andg(v) of one variable,
which
remain arbitrary [provided that equation (16) is not supplemented by “initial” or
“boundary” conditions] .
The so-called Cauchy problem can serve as a typical problem with initial
conditions for a system of partial differential equations of the first order
where t, x1… ,xn are the independent variables andU1 , … , um are functions of
these independent variables. The Cauchy problem consists in the following: to
find the functions ui(t, x1… ,xn) given their values for some t =t0:
ut(t0,x1…xn)=Φ(x1,…xn)
i=1,2,…,m
The theory of partial differential equations of order higher than the first and of
systems of partial differential equations examines problems of the Cauchy type
as well as a number of boundary value problems.
(18) F(x, y, z, p, q, r, s, t) = 0