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Term Paper of manufacturing science

Sub:- MTH101; Submitted to: ASHOK KUMAR;

Roll no. B-68; Submitted by:-MOHIT KUMAR;

Sec:-D4001; Dated:- 27-10-10;

Reg. no. 11011215;

Title:-GEOMETRICAL APPLICATION OF ODE

Group:-G-2.

Term Paper Contains

1. An Intro of Topic
2. History of Topic
3. Scope of Topic

Ordinary differential equation

In mathematics, an ordinary differential equation (or ODE) is a relation that contains functions of
only one independent variable, and one or more of their derivatives with respect to that variable.
A simple example is Newton's second law of motion, which leads to the differential equation

for the motion of a particle of constant mass m. In general, the force F depends upon the position
x(t) of the particle at time t, and thus the unknown function x(t) appears on both sides of the
differential equation, as is indicated in the notation F(x(t)).

Ordinary differential equations are distinguished from partial differential equations, which
involve partial derivatives of functions of several variables.

Ordinary differential equations arise in many different contexts including geometry, mechanics,
astronomy and population modelling. Many famous mathematicians have studied differential
equations and contributed to the field, including Newton, Leibniz, the Bernoulli family, Riccati,
Clairaut, d'Alembert and Euler.

Much study has been devoted to the solution of ordinary differential equations. In the case where
the equation is linear, it can be solved by analytical methods. Unfortunately, most of the
interesting differential equations are non-linear and, with a few exceptions, cannot be solved
exactly. Approximate solutions are arrived at using computer approximations (see numerical
ordinary differential equations).

The trajectory of a projectile launched from a cannon follows a curve determined by an ordinary
differential equation that is derived from Newton's second law.

History of differential equations

In mathematics, the history of differential equations traces the development of "differential equations"
from calculus, which itself was independently invented by English physicist Isaac Newton (1665) and
German mathematician Gottfried Leibniz (1674). The history of the subject of differential equations, in
concise form, according to the synopsis of the 2004 symposium report “The History of Differential
Equations, 1670-1950”, reads:

“Differential equations began with Leibniz, the Bernoulli brothers, and others from
the 1680s, not long after Newton’s ‘fluxional equations’ in the 1670s.”

Differential equations differ from ordinary equations of mathematics in that in addition to variables and
constants they also contain derivatives of one or more of the variables involved.

Overview
The following table gives the quick historical inceptions of differential equations, as to when
each person solved their first differential equation:
 Year Mathematician Description

Isaac Newton (1643-1727) (IQ=190-200) Solved his first differential equation, by the use of
1676 English physicist and mathematician series, eleven years after his discovery of calculus i

Gottfried Leibniz (1646-1716) (IQ=205) Solved his first differential equation, the year in wh
1693 German mathematician Newton first published his results.

The year 1693, i.e. of Leibniz solving his first differential equation and Newton first publishing
his results of previous differential equation solution methods, thus marks the inception for the
differential equations as a distinct field in mathematics.

Swiss mathematicians, brothers Jacob Bernoulli (1654-1705) and Johann Bernoulli (1667-
1748),in Basel, Switzerland, were among the first interpreters of Leibniz' version of differential
calculus. They were both critical of Newton's theories and maintained that Newton’s theory of
fluxions was plagiarized from Leibniz' original theories, and went to great lengths, using
differential calculus, to disprove Newton’s Principia, on account that the brothers could not
accept the theory, which Newton had proven, that the earth and the planets rotate around the sun
in elliptical orbits.

The first book on the subject of differential equations, supposedly, was Italian mathematician
Gabriele Manfredi’s 1707 On the Construction of First-degree Differential Equations, written
between 1701 and 1704, published in Latin. The book was largely based or themed on the views
of the Leibniz and the Bernoulli brothers.

Most of the publications on differential equations and partial differential equations, in the years
to follow, in the 18th century, seemed to expand on the version developed by Leibniz, a
methodology, employed by those as Leonhard Euler, Daniel Bernoulli, Joseph Lagrange, and
Pierre Laplace.

Contents
* 1 Existence and uniqueness of solutions

* 2 Definitions

2.1 Ordinary differential equation

 2.2 Solutions

* 3 Examples

* 4 Reduction to a first order system

* 5 Linear ordinary differential equations

5.1 Homogeneous equations

5.2 Nonhomogeneous equations

5.3 Fundamental systems for homogeneous equations with constant coefficients

* 6 Theories of ODEs

6.1 Singular solutions

6.2 Reduction to quadratures

6.3 Fuchsian theory

6.4 Lie's theory

6.5 Sturm–Liouville theory

Existence and uniqueness of solutions

There are several theorems that establish existence and uniqueness of solutions to initial value
problems involving ODEs both locally and globally. See Picard–Lindelöf theorem for a brief
discussion of this issue.

Definitions
Ordinary differential equation

Let y be an unknown function

in x with y(n) the nth derivative of y, and let F be a given function

then an equation of the form

is called an ordinary differential equation (ODE) of order n. If y is an unknown vector valued

function
it is called a system of ordinary differential equations of dimension m (in this case, F : ℝmn+1→
ℝm).

More generally, an implicit ordinary differential equation of order n has the form

where F : ℝn+2→ ℝ depends on y(n). To distinguish the above case from this one, an equation of
the form

is called an explicit differential equation.

A differential equation not depending on x is called autonomous.

A differential equation is said to be linear if F can be written as a linear combination of the

derivatives of y together with a constant term, all possibly depending on x:

with ai(x) and r(x) continuous functions in x. The function r(x) is called the source term; if
r(x)=0 then the linear differential equation is called homogeneous, otherwise it is called non-
homogeneous or inhomogeneous.

Solutions
Given a differential equation

a function u: I ⊂ R → R is called the solution or integral curve for F, if u is n-times differentiable

on I, and

Given two solutions u: J ⊂ R → R and v: I ⊂ R → R, u is called an extension of v if I ⊂ J and

A solution which has no extension is called a global solution.

A general solution of an n-th order equation is a solution containing n arbitrary variables,

corresponding to n constants of integration. A particular solution is derived from the general
solution by setting the constants to particular values, often chosen to fulfill set 'initial conditions
or boundary conditions'. A singular solution is a solution that can't be derived from the general
solution.

Examples

Reduction to a first order system

Any differential equation of order n can be written as a system of n first-order differential
equations. Given an explicit ordinary differential equation of order n (and dimension 1),

define a new family of unknown functions

for i from 1 to n.

The original differential equation can be rewritten as the system of differential equations with
order 1 and dimension n given by

which can be written concisely in vector notation as

with

and

Linear ordinary differential equations

A well understood particular class of differential equations is linear differential equations. We
can always reduce an explicit linear differential equation of any order to a system of differential
equation of order 1

which we can write concisely using matrix and vector notation as

with

Homogeneous equations
The set of solutions for a system of homogeneous linear differential equations of order 1 and
dimension n

forms an n-dimensional vector space. Given a basis for this vector space ,
which is called a fundamental system, every solution can be written as

The n × n matrix

is called fundamental matrix. In general there is no method to explicitly construct a

fundamental system, but if one solution is known d'Alembert reduction can be used to reduce the
dimension of the differential equation by one.

Nonhomogeneous equations
The set of solutions for a system of inhomogeneous linear differential equations of order 1 and
dimension n

can be constructed by finding the fundamental system to the corresponding

homogeneous equation and one particular solution to the inhomogeneous equation. Every
solution to nonhomogeneous equation can then be written as

A particular solution to the nonhomogeneous equation can be found by the method of

undetermined coefficients or the method of variation of parameters.

Concerning second order linear ordinary differential equations, it is well known that

So, if yh is a solution of: y'' + Py' + Qy = 0 , then \exists s = {y_h' \over y_h} such that: Q = − s'
− s2 − sP.

So, if yh is a solution of: y'' + Py' + Qy = 0 ; then a particular solution yp of y'' + Py' +
Qy = W , is given by:

Fundamental systems for homogeneous equations with constant coefficients

If a system of homogeneous linear differential equations has constant coefficients

then we can explicitly construct a fundamental system. The fundamental system can be written
as a matrix differential equation
with solution as a matrix exponential

which is a fundamental matrix for the original differential equation. To explicitly calculate
this expression we first transform A into Jordan normal form

and then evaluate the Jordan blocks

of J separately as Singular solutions

Theories of ODEs

Singular solutions

The theory of singular solutions of ordinary and partial differential equations was a subject of
research from the time of Leibniz, but only since the middle of the nineteenth century did it
receive special attention. A valuable but little-known work on the subject is that of Houtain
(1854). Darboux (starting in 1873) was a leader in the theory, and in the geometric interpretation
of these solutions he opened a field which was worked by various writers, notably Casorati and
Cayley. To the latter is due (1872) the theory of singular solutions of differential equations of the
first order as accepted circa 1900.

Reduction to quadratures
The primitive attempt in dealing with differential equations had in view a reduction to
quadratures. As it had been the hope of eighteenth-century algebraists to find a method for
solving the general equation of the nth degree, so it was the hope of analysts to find a general
method for integrating any differential equation. Gauss (1799) showed, however, that the
differential 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 field.
Cauchy was the first 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 differential equation suffices for the definition of a function of the independent
variable or variables, and if so, what are the characteristic properties of this function.

Fuchsian theory
Two memoirs by Fuchs (Crelle, 1866, 1868), inspired a novel approach, subsequently elaborated
by Thomé and Frobenius. Collet was a prominent contributor beginning in 1869, although his
method for integrating a non-linear system was communicated to Bertrand in 1868. Clebsch
(1873) attacked the theory along lines parallel to those followed in his theory of Abelian
integrals. As the latter can be classified according to the properties of the fundamental curve
which remains unchanged under a rational transformation, so Clebsch proposed to classify the
transcendent functions defined by the differential equations according to the invariant properties
of the corresponding surfaces f = 0 under rational one-to-one transformations.

Lie's theory
From 1870 Sophus Lie's work put the theory of differential equations on a more satisfactory
foundation. He showed that the integration theories of the older mathematicians can, by the
introduction of what are now called Lie groups, be referred to a common source; and that
ordinary differential equations which admit the same infinitesimal transformations present
comparable difficulties of integration. He also emphasized the subject of transformations of
contact.

A general approach to solve DE's uses the symmetry property of differential equations, the
continuous infinitesimal transformations of solutions to solutions (Lie theory). Continuous group
theory, Lie algebras and differential geometry are used to understand the structure of linear and
nonlinear (partial) differential equations for generating integrable equations, to find its Lax pairs,
recursion operators, Bäcklund transform and finally finding exact analytic solutions to the DE.

Symmetry methods have been recognized to study differential equations arising in mathematics,
physics, engineering, and many other disciplines.

Sturm–Liouville theory
Sturm–Liouville theory is a theory of eigenvalues and eigenfunctions of linear operators defined
in terms of second-order homogeneous linear equations, and is useful in the analysis of certain
partial differential equations.