next up previous
Next: Newton's Laws Up: Classical Mechanics Previous: Deterministic Evolution with Continuous

Ordinary Differential Equations

The set of all the possible phase curves is often called the tex2html_wrap_inline321 , in analogy with the motion of a fluid visualized as the motion of many small particles flowing beside each others. Let suppose that we have a reasonably good knowledge of the phase flow, can we derive the laws that determine the shape of the phase curves? The answer to this question is yes and the laws of evolution are called ordinary differential equations (ODE for short).

In order to explain this statement, let us discuss it in the special case where the state of the system is specified by two variables x and y, and the where the phase curves can be drawn on a flat sheet of paper. If at time 0, the state of the system is given by (x(0),y(0)), then the state of the system at time t, is given by two functions of t and the initial state (g(t,(x(0),y(0))),h(t,(x(0),y(0)))) which we assume can be obtained by empirical observations. In each point of the curve, we can draw a tex2html_wrap_inline337 which indicates the direction the curve would follow if it were suddenly following a straight trajectory.

   figure33
Figure 5: Example of vector tangent to a curve in two dimensions.

More precisely, the tangent vector at the point of the curve characterizing the state of the system at time t is defined as tex2html_wrap_inline341 , where tex2html_wrap_inline343 is defined by the following limit (called the time derivative):

displaymath345

and tex2html_wrap_inline347 is defined similarly.

We can now forget about the curves and just keep the tangent vectors. We denote the tangent vector at the point (x,y), (v(x,y),w(x,y)). We use a different notations than ( tex2html_wrap_inline353 to emphasize that v and w are now given and that we have to derive the phase curves. If (x(t),y(t)) is an unspecified curve parametrized by t, the tangent vector to this curve can be calculated as above and will be denoted tex2html_wrap_inline363 . The law of evolution consists in imposing the matching between these tangent vectors and (v(x(t),y(t)),w(x(t),y(t))). The general form of an ODE of two variables is

eqnarray40

We can now follow the opposite route and show that the above equations fix uniquely a curve emerging from the point representing the initial state of the system. The pair (v(x,y),w(x,y)), determine at each point (x,y) the direction followed by the curve during an arbitrarily short instant, while it passes through this point. The change can be approximately calculated by taking finite time steps of duration tex2html_wrap_inline371 and replacing tex2html_wrap_inline373 by tex2html_wrap_inline375 and similarly for tex2html_wrap_inline377 . Using the notations tex2html_wrap_inline379 and tex2html_wrap_inline381 , we obtain after a little algebra

eqnarray42

By taking tex2html_wrap_inline371 small, one can calculate a sequence of tex2html_wrap_inline385 which follows approximately the phase curve emerging from tex2html_wrap_inline387 . Note that more precise numerical methods exist but a more complicated discussion is necessary to justify them. You can also get a qualitative description of the flow by drawing (v(x,y),w(x,y)) at selected points.

More sophisticated methods can be used to solve or simplify ODE. For instance, if v(x,y) and w(x,y) are linear functions of x and y, i.e., if they can be written as ax+by with a and b constant, then one can find explicit solutions involving exponential or trigonometric functions. ODE can sometimes be solved (or simplified) by finding one or several constants of motion, i.e., quantities which do not change with time and keep their initial values. In each cases, basic calculus results are necessary. We give below a few useful formulas which can be derived from the expansion formula given above.

equation47

equation52

equation57

equation62

equation66

eqnarray71

equation75

equation80

equation83

Exercise: study the phase curves for the following ordinary differential equations:

i)

eqnarray87

hint: show that x/y is a constant of motion.

ii)

eqnarray89

hint: show that xy is a constant of motion.

iii)

eqnarray91

hint: show that tex2html_wrap_inline411 is a constant of motion.


next up previous
Next: Newton's Laws Up: Classical Mechanics Previous: Deterministic Evolution with Continuous

Yannick Meurice
Wed Mar 3 01:21:43 CST 1999