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Notes 4190

Notes 4190

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Published by dismaliser
Differential Equations
Differential Equations

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Published by: dismaliser on May 10, 2012
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12/16/2013

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Math 5190: Lecture notes.
1
 
Math 5190: lecture notes. 2
1.
Geometric Preliminaries
1.1.
Differential equations and their solutions.
We begin by re-viewing the concepts of an ordinary differential equation and initialvalue problem. Vector fields, integral curves, and flows furnish us witha geometric formulation of these concepts.Let
R
n
+1
be an open domain and
V
:
R
n
a
1
(continu-ously differentiable) vector valued function.
Definition 1.1.
An ordinary differential equation is a constraint of the form 
φ
(
t
) =
V
(
t,φ
(
t
))
,
(1)
where
φ
:
is a continuously differentiable function called 
thesolution
of the equation. An initial value problem (IVP) is an ODE together with a constraint of the form 
φ
(0) =
x
0
,
(2)
where
x
0
is a given initial position.
Definition 1.2.
We call the ODE 
(1)
autonomous if 
V
does not de-pend on 
t
. The autonomization of 
(1)
is the autonomous ODE in 
n
+1
dependent variables having the form 
ξ
(
t
) = 1
,
(3)
φ
(
t
) =
V
(
ξ
(
t
)
,φ
(
t
)) (4)Using autonomization no generality is lost if we develop the generalaspects of ODE theory strictly in terms of autonomous equations.Intuitively, an ODE is an assignment of a velocity to every point inspace and time. A solution curve represents the motion of a particlewhose velocity is determined by the time and the particle’s position.An autonomous ODE simply describes a velocity field that dependsonly on position and is independent of time. Therefore, it is useful toconsider an autonomous ODE as a vector (velocity) field.In our discussion, it is important to make a distinction betweenpoints and vectors. The former should be considered as elements of some domain
R
n
, whereas the latter are elements of the vectorspace
R
n
. Geometrically, it makes sense to take linear combinations of vectors, but there is little profit in trying to “addpoints. Likewise,in analysis of ODEs, the zero vector plays a very special role. How-ever, there is nothing special about the point (0
,...,
0); it is just anarbitrarily chosen origin, and may not even be included in
.
 
Math 5190: lecture notes. 3
Thus, a vector field is a function
V
:
R
n
that assigns to everypoint of 
a vector in
R
n
. We will also write a vector field as
V
=
n
i
=1
i
(
x
1
,...,x
n
)
e
i
,
x
= (
x
1
,...,x
n
)
;here
e
1
,...,
e
n
is the standard basis of 
R
n
and
1
,...,V 
n
are the scalarcomponents of a vector in
R
n
. If we assume that the components
i
arecontinuously differentiable functions, we will speak of a
1
vector field.If the components are analytic (expressible as power series) functionswe will speak of an analytic vector field.For
:
R
a differentiable function, we define
V
[
], the direc-tional derivative of 
with respect to
, to be the function
V
[
] =
n
i
=1
i
D
i
(5)For this reason, we identify vector fields with first order differentialoperators, and write
V
=
n
i
=1
i
(
x
1
,...,x
n
)
∂ ∂x
i
.
In this formulation the standard vectors
e
1
,...,
e
n
correspond to thepartial derivative operators
∂/∂x
1
,...,∂/∂x
n
.As we already mentioned a vector field is exactly the same as anautonomous ODE. An
integral curve
is a parameterized curve
φ
:
, where
R
is an open interval, such that
φ
(
t
) =
V
(
φ
(
t
))
, t
I.
(6)In other words, an integral curve is a particular solution of the above au-tonomous ODE. The general solution of an autonomous,
n
-dimensionalODE depends on
n
constants of integration. If we judiciously includethe constants of integration as parameters in a general solution, weobtain something called a flow.Let
R
n
be an
n
-dimensional domain,ˆ
R
×
an (
n
+ 1)-dimensional domain, and Φ :ˆ
a
1
function.
Definition 1.3.
We say that 
Φ
is a flow if it satisfies the following conditions.
(A)
For all 
x
, the quantity 
Φ(0
,
x
)
is defined and equal to
x
;
(B)
We have
Φ(
s,
Φ(
t,
x
)) = Φ(
s
+
t,
x
); (7)

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