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John E. Sasser

Mathematics and Applied Sciences

University of Cincinnati

ABSTRACT

The author gives a brief description of the development of

general methods of integrating ordinary differential

equations from its beginning in 1675 until 1775 when the

search for such methods ended. The focus of the paper is

the historical roots of nine mathematical problems that led

to the independent discipline now called Ordinary

Differential Equations.

History of Ordinary Differential Equations: The First Hundred Years

MATHEMATICAL ORIGINS OF

ORDINARY DIFFERENTIAL EQUATIONS:

THE FIRST HUNDRED YEARS

John E. Sasser

Mathematics and Applied Sciences

University of Cincinnati

The attempt to solve physical problems led gradually to mathematical models

involving an equation in which a function and its derivatives play important roles.

However, the theoretical development of this new branch of mathematics - Ordinary

Differential Equations - has its origins rooted in a small number of mathematical

problems. These problems and their solutions led to an independent discipline with the

solution of such equations an end in itself.

According to some historians of mathematics, the study of differential equations

began in 1675, when Gottfried Wilhelm von Leibniz (1646-1716) wrote the equation:

x dx = (1/2)x

2

. [16].

The search for general methods of integrating differential equations began when Isaac

Newton (1642-1727) classified first order differential equations into three classes: [24].

(1) dy/dx = f(x)

(2) dy/dx = f(x,y)

(3) x

u

x

+y

u

y

=u

The first two classes contain only ordinary derivatives of one or more dependent

variables, with respect to a single independent variable, and are known today as ordinary

2

History of Ordinary Differential Equations: The First Hundred Years

differential equations. The third class involved the partial derivatives of one dependent

variable and today are called partial differential equations.

Newton would express the right side of the equation in powers of the dependent

variables and assumed as a solution an infinite series. The coefficients of the infinite

series were then determined [23].

Even though Newton noted that the constant coefficient could be chosen in an

arbitrary manner and concluded that the equation possessed an infinite number of

particular solutions, it wasn't until the middle of the 18th century that the full significance

of this fact, i.e., that the general solution of a first order equation depends upon an

arbitrary constant, was realized.

Only in special cases can a particular differential equation be integratable in a finite

form, i.e., be finitely expressed in terms of known functions. In the general case one

must depend upon solutions expressed in infinite series in which the coefficients are

determined by recurrence-formulae.

In 1682, Leibniz became a collaborator on the new Leipzig periodical, Acta

Eruditorum, in which he published his epoch-making six page paper on the differential

calculus in 1684 [11], followed two years later (1686) by a paper containing the

rudiments of the integral calculus. [19].

J ames Bernoulli (1654-1705] wrote Leibniz in 1687 requesting initiation into the

mysteries of the new analysis. Because Leibniz was travelling abroad, Bernoulli's letter

remained unanswered until 1690.

In the meantime J ames and his brother J ohn Bernoulli (1667-1748) unravelled the

mysteries without assistance. Their success initiated an extensive correspondence with

3

History of Ordinary Differential Equations: The First Hundred Years

Leibniz. In these letters are contained many innovations and anticipations of since

prominent methods [25]. In 1692 J ames Bernoulli made known the method of integrating

the homogeneous differential equation of the first order, and not long afterwards reduced

to quadratures the problem of integrating a linear equation of the first order [14].

The original discoveries of practically all known elementary methods of solving

differential equations of the first-order took place during the Bernoulli dynasty.

The Bernoullis' were a Swiss family of scholars whose contributions to differential

equations spanned the late seventeenth and the eighteenth century. Nikolaus Bernoulli I

(1623-1708) was the progenitor of this celebrated family of mathematicians. J ames I,

J ohn I, and Daniel I are the best known members of the Bernoulli family who made many

contributions to this new field of differential equations.

In May, 1690, J ames Bernoulli published in Acta eruditorum his solution of the

problem of the isochrone [13,19]. The problem of the isochrone involved the

isochronous curve, a curve along which a body will fall with uniform vertical velocity.

This problem led him to a differential equation expressing the equality of two

differentials.

From this J ames Bernoulli concluded that the integrals of the two members of the

equation were equal and used the word integral for the first time on record in Acta

Eruditorum in 1696 [3]. Thus, the second of the two major divisions of calculus, called

calculus summatorius at the time, was changed to calculus integralis, or, as we know it

today, integral calculus.

From the problem of the isochrone came the idea of obtaining the equation of a curve

which has a kinematical or a dynamical definition by expressing the mode of its

4

History of Ordinary Differential Equations: The First Hundred Years

description in the guise of a differential equation, and then integrating this equation

under certain initial conditions. The logarithmic spiral is an example of such a curve.

In 1691 the inverse problem of tangents led Leibniz to the implicit discovery of the

method of separation of variables [15].

However, it was J ohn Bernoulli, in a letter to Leibniz, dated May 9, 1694, that gave us

the explicit process and the term, seperatio indeterminatarum or separation of variables

[6].

But even then, in one, but important, case of:

x dy - y dx = 0

this process failed, because it led to 1/y dy =1/x dx and 1/x dx had not yet been

integrated.

In the same year, however, Leibniz solved the problem of the quadrature of the

hyperbola - a process of finding a square equal in area to the area under the curve on a

given interval.

J ohn Napier's work on logarithms, published eighty years before, made possible

Leibniz's rendition of the integration of the differential 1/x dx as log x [14].

In 1696, J ohn Bernoulli, a student, rival, and equal of his older brother J ames, gave a

main impetus to the study of differential equations through posing his famous

brachistochrone problem of finding the equation of the path down which a particle will

fall from one point to another in the shortest time [7].

The equation:

dy/dx + P(x)y = f(x)y

n

5

History of Ordinary Differential Equations: The First Hundred Years

known today as the Bernoulli equation, was proposed for solution by J ames Bernoulli in

December, 1695 [3].

The following year Leibniz solved the equation by making substitutions and

simplifying to a linear equation, similar to the method employed today [18].

Then in 1698, J ohn Bernoulli solved the problem of determining the orthogonal

trajectories of a one-parameter family of curves - finding a curve which cuts all the

curves of a family of curves at right angles. With this solution was laid to rest the

problem of oblique trajectories as well.

Virtually all known elementary methods of solving first order differential equations

had been found by the end of the seventeenth century.

In the early years of the eighteenth century a number of problems led to differential

equations of the second and third order. In 1701 J ames Bernoulli published the solution

to the isoperimetric problem - a problem in which it is required to make one integral a

maximum or minimum while keeping constant the integral of a second given function -

thus resulting in a differential equation of the third order. [4,18]. In a letter written to

Leibniz, May 20, 1716, J ohn Bernoulli discussed the equation:

d

2

y/dx

2

= 2y/x

2

where the general solution when written in the form

y = x

2

/a + b

2

/3x

involves three cases: When b approaches zero the curves are parabolas; when a

approaches infinity, they are hyperbolas; otherwise, they are of the third order [7].

6

History of Ordinary Differential Equations: The First Hundred Years

J acopo Riccati's (1676-1754) discussion of special cases of curves whose radii of

curvature were dependent solely upon the corresponding ordinates resulted in his name

being associated with the equation

y' = P(x) + Q(x)y + R(x)y

2

.

Riccati's discussion offered no solutions of his own. It was Daniel Bernoulli who

successfully treated the equation commonly known as the Riccati Equation. [2].

In general this equation cannot be solved by elementary methods. However, if a

particular solution y

1

(x) is known, then the general solution has the form:

y(x) = y

1

(x) + z(x)

where z(x) is the general solution of the Bernoulli equation:

z - (q+2ry

1

)z = rz

2

.

By 1724 Daniel Bernoulli had found the necessary and sufficient conditions for

integrating in a finite form the equation:

y' + ay

2

= bx

m

.

Leonhard Euler (1707-1783) provided the next significant development when he

posed and solved the problem of reducing a particular class of second order differential

equations to that of first order. His process of finding a second solution from a known

solution consists both of reducing a second order equation to a first order equation and of

finding an integrating factor. Additionally, Euler confirmed that the ratio of two

different integrating factors of a first-order differential equation is a solution of the

equation [12].

Euler began his treatment of the homogeneous linear differential equation with

constant coefficients in a letter he wrote to J ohn Bernoulli on September 15, 1739,

7

History of Ordinary Differential Equations: The First Hundred Years

published in Miscellanea Berolinensia, 1743. Within a year Euler had completed this

treatment by successfully dealing with repeated quadratic factors and turned his attention

to the non-homogeneous linear equation [12].

The method of successive reduction of the order of the equation with the aid of

integrating factors led first to equations integrable in finite form. Euler first reduced

these equations step by step and then integrated. For those equations which were not

integrable in a finite form, Euler used the method of integrating by series.

Alexis Claude Clairaut (1713-1765) applied the process of differentiation to the

equation:

y = x

dy

dx

+ f

dy

dx

which is now known as Clairaut's equation and in 1734 published his research on this

class of equations [9]. Clairaut was among the first to solve the problem of singular

solutions - finding an equation of an envelope of the family of curves represented by the

general solution [20].

J oseph Louis Lagrange (1736-1813), while working on the problem of determining an

integrating factor for the general linear equation, formalized the concept of the adjoint

equation.. Lagrange not only determined an integrating factor for the general linear

equation, but furnished proof of the general solution of a homogeneous linear equation of

order n [20]. In addition Lagrange discovered the method of variation of parameters.

[21].

Building on Lagrange's work, J ean Le Rond d'Alembert (1717-1783), found the

conditions under which the order of a linear differential equation could be lowered [10].

By deriving a method of dealing with the exceptional cases, d'Alembert solved the

8

History of Ordinary Differential Equations: The First Hundred Years

problem of linear equations with constant coefficients, and initiated the study of linear

differential systems [10]. In a treatise written in 1747, devoted to vibrating strings,

d'Alembert was led to partial differential equations where he did his main work in the

field.

The period of initial discovery of general methods of integrating ordinary

differential equations ended by 1775, a hundred years after Leibniz inaugurated the

integral sign. For many problems the formal methods were not sufficient. Solutions

with special properties were required, and thus, criteria guaranteeing the existence of

such solutions became increasingly important. Boundary value problems led to ordinary

differential equations, such as Bessel's equation, that prompted the study of Laguerre,

Legendre, and Hermite polynomials. The study of these and other functions that are

solutions of equations of hypergeometric type led in turn to modern numerical methods.

Thus, by 1775, as more and more attention was given to analytical methods and

problems of existence, the search for general methods of integrating ordinary differential

equations ended.

9

History of Ordinary Differential Equations: The First Hundred Years

SUMMARY

(1675-1775)

DATE PROBLEM DESCRIPTION MATHEMATICIAN

1690 Problem of the

Isochrone

Finding a curve along

which a body will fall

with uniform vertical

velocity

J ames Bernoulli

1694 Quadrature of the

Hyperbola

Process of finding a

square equal to the area

under the curve on a

given interval

G.W. Leibniz

1696 Brachistochrone

Problem

Finding the equation of

the path down which a

particle will fall from

one point to another in

the shortest time

J ohn Bernoulli

1698 Problem of Orthogonal

Trajectories

Finding a curve which

cuts all the curves of a

family of curves at right

angles

J ohn Bernoulli

1701 Isoperimetric Problem A problem in which it is

required to make one

integral a maximum or

minimum while keeping

constant the integral of a

second given function

Daniel Bernoulli

1728 Problem of Reducing

2nd Order Equations to

1st Order

Finding an integrating

factor

Leonhard Euler

1734 Problem of Singular

Solutions

Finding an equation of

an envelope of the

family of curves

represented by the

general solution

Alexis Clairaut

1743 Problem of determining

integrating factor for the

general linear equation

Concept of the adjoint

of a differential equation

J oseph Lagrange

1762 Problem of Linear

Equation with Constant

Coefficients

Conditions under which

the order of a linear

differential equation

could be lowered

J ean dAlembert

10

History of Ordinary Differential Equations: The First Hundred Years

REFERENCES

1. Bernoulli, Daniel, Opera omina, (Lausanne, Geneva), III (1742). Ostwalt's Klassiker,

No. 194 (1914).

2. Bernoulli, Daniel, Miscellanea Taurinensia, Ostwald's Klassiker, Leipzig, 1924.

3. Bernoulli, J ames, Acta erunditorum, 1695, Ostwald's Klassiker, No. 46, Engelmann,

Leipzig, 1894.

4. Bernoulli, J ames, Opera omnia , ed., G. Cramer, 4 vols, Lausanne, 1742.

5. Bernoulli, J ohn, Die Differentialrechnung aus dem Jahre 1691/92. Ostawald's

Klassiker, No. 211. Leipzig, 1924.

6. Bernoulli, J ohn, Acta erunditorum, 1694, Ostwald's Klassiker, No. 46. Engelmann,

Leipzig, 1894.

7. Bernoulli, J ohn, Opera omnia, ed. G. Cramer, 4 vols., Lausanne, 1742.

8. Cajori, F., A History of Mathematics, The MacMillan Co., New York, 1919.

9. Clairaut, A., Histoire de l'Academie royale des sciences et belles lettres, depuis son

origine jusqu'a present. Avec les pieces originales. Paris 1734. Deutsche Akademie der

Wissenschaften zu Berlin, Chez Haude et Spener, 1752.

10. D'Alembert, J .,Melanges de litterature, d'histoire, et de philosophie, 4th ed., 5 vols.

Amsterdam, 1767.

11. Struik, D.J ., A Source Book in Mathematics, 1200-1800, Princeton University Press,

Princeton, N.J ., 1986.

12. Euler, L., Opera omnia, ed., Soc. Scient. Natur. Helveticae, Teubner, Leipzig and

Berlin, 1911- Fussli, Zurich; three series.

13. Eves, H. An Introduction to the History of Mathematics, 4th Edition, 1976, Holt,

Rinehold and Winston, New York.

14. Gerhardt, C., Entdeckung der Differentialrechnung durch Leibniz, Halle, 1848, pp.

25,41.

15. Gerhardt, C., Entdeckung der Hoeheren Analyse, Halle, 1855, p. 125.

11

History of Ordinary Differential Equations: The First Hundred Years

16. Ince, E.L., Ordinary Differential Equations, 1st Edition, 1956, Dover Publications,

Inc., New York.

17. Kline, M., Mathematical Thought from Ancient to Modern Times, 1972, Oxford

University Press.

18. Leibniz, G., Acta Eruditorum, A Source Book in Mathematics, 1200-1800, ed., by

D.J . Struik, Princeton University Press, Princeton, N.J ., 1986.

19. Leibniz, G., Mathematische Schriften, ed. by C.J . Gerhardt, Gesammelte Werke. Ed.

by G.H. Pertz. Third Series, Mathematik. 7 vols., Halle, 1849-63.

20. Lagrange, J ., Miscellanea Berolinensia, Berlin, 7 (1743).

21. Lagrange, J ., Miscellanea Taurinensia, Ostwald's Klassiker, No. 47, Engelmann,

Leipzig, 1894.

22. Lagrange, J ., Oeuvres, ed., G. Darboux and J .A. Serret, 14 vols. Gauthier-Villars,

Paris, 1867-1892.

23. Newton,I., Opuscula mathematica, philosophica et philologica, 3 vols, Lausannae

and Genevae, 1744.

24. Newton, I., The Mathematical Works, ed. D.T. Whiteside, 2 Vols, J ohnson Reprint

Corp., 1964-67.

25. Watson, G.N., A Treatise on the Theory of Bessel Functions, 2nd ed., pp.1-3,

Cambridge, London, 1944.

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