Integral curve
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In mathematics, an integral curve is a parametric curve that represents a specific solution to an ordinary differential equation or system of equations.
Contents
โข Name
โข Definition
โข Examples
โข Definition
โข References
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Name
Integral curves are known by various other names, depending on the nature and interpretation of the differential equation or vector field. In physics, integral curves for an electric field or magnetic field are known as field lines, and integral curves for the velocity field of a fluid are known as streamlines. In dynamical systems, the integral curves for a differential equation that governs a system are referred to as trajectories or orbits.
Definition
Suppose that F is a static vector field, that is, a vector-valued function with components (F1,F2,...,Fn) in a Cartesian coordinate system, and that x(t) is a parametric curve with Cartesian coordinates (x1(t),x2(t),...,xn(t)). Then x(t) is an integral curve of F if it is a solution of the autonomous system of ordinary differential equations,
d x 1 d t = F 1 ( x 1 , โฆ , x n ) โฎ d x n d t = F n ( x 1 , โฆ , x n ) . {\displaystyle {\begin{aligned}{\frac {dx_{1}}{dt}}&=F_{1}(x_{1},\ldots ,x_{n})\\&\;\,\vdots \\{\frac {dx_{n}}{dt}}&=F_{n}(x_{1},\ldots ,x_{n}).\end{aligned}}}
Such a system may be written as a single vector equation,
x โฒ ( t ) = F ( x ( t ) ) . {\displaystyle \mathbf {x} '(t)=\mathbf {F} (\mathbf {x} (t)).}
This equation says that the vector tangent to the curve at any point x(t) along the curve is precisely the vector F(x(t)), and so the curve x(t) is tangent at each point to the vector field F.
If a given vector field is Lipschitz continuous, then the PicardโLindelรถf theorem implies that there exists a unique flow for small time.
Examples
If the differential equation is represented as a vector field or slope field, then the corresponding integral curves are tangent to the field at each point.
Generalization to differentiable manifolds
Definition
Let M be a Banach manifold of class Cr with r โฅ 2. As usual, TM denotes the tangent bundle of M with its natural projection ฯM : TM โ M given by
ฯ M : ( x , v ) โฆ x . {\displaystyle \pi _{M}:(x,v)\mapsto x.}
A vector field on M is a cross-section of the tangent bundle TM, i.e. an assignment to every point of the manifold M of a tangent vector to M at that point. Let X be a vector field on M of class Crโ1 and let p โ M. An integral curve for X passing through p at time t0 is a curve ฮฑ : J โ M of class Crโ1, defined on an open interval J of the real line R containing t0, such that
ฮฑ ( t 0 ) = p ; ฮฑ โฒ ( t ) = X ( ฮฑ ( t ) ) for all t โ J . {\displaystyle {\begin{aligned}\alpha (t_{0})&=p;\\\alpha '(t)&=X(\alpha (t)){\text{ for all }}t\in J.\end{aligned}}}
Relationship to ordinary differential equations
The above definition of an integral curve ฮฑ for a vector field X, passing through p at time t0, is the same as saying that ฮฑ is a local solution to the ordinary differential equation/initial value problem
ฮฑ ( t 0 ) = p ; ฮฑ โฒ ( t ) = X ( ฮฑ ( t ) ) . {\displaystyle {\begin{aligned}\alpha (t_{0})&=p;\\\alpha '(t)&=X(\alpha (t)).\end{aligned}}}
It is local in the sense that it is defined only for times in J, and not necessarily for all t โฅ t0 (let alone t โค t0). Thus, the problem of proving the existence and uniqueness of integral curves is the same as that of finding solutions to ordinary differential equations/initial value problems and showing that they are unique.
Remarks on the time derivative
In the above, ฮฑโฒ(t) denotes the derivative of ฮฑ at time t, the "direction ฮฑ is pointing" at time t. From a more abstract viewpoint, this is the Frรฉchet derivative:
( d t ฮฑ ) ( + 1 ) โ T ฮฑ ( t ) M . {\displaystyle (\mathrm {d} _{t}\alpha )(+1)\in \mathrm {T} _{\alpha (t)}M.}
In the special case that M is some open subset of Rn, this is the familiar derivative
( d ฮฑ 1 d t , โฆ , d ฮฑ n d t ) , {\displaystyle \left({\frac {\mathrm {d} \alpha _{1}}{\mathrm {d} t}},\dots ,{\frac {\mathrm {d} \alpha _{n}}{\mathrm {d} t}}\right),}
where ฮฑ1, ..., ฮฑn are the coordinates for ฮฑ with respect to the usual coordinate directions.
The same thing may be phrased even more abstractly in terms of induced maps. Note that the tangent bundle TJ of J is the trivial bundle J ร R and there is a canonical cross-section ฮน of this bundle such that ฮน(t) = 1 (or, more precisely, (t, 1) โ ฮน) for all t โ J. The curve ฮฑ induces a bundle map ฮฑโ : TJ โ TM so that the following diagram commutes:
Then the time derivative ฮฑโฒ is the composition ฮฑโฒ = ฮฑโ o ฮน, and ฮฑโฒ(t) is its value at some point t โ J.
References
โข citereflang1972Lang, Serge (1972). Differential manifolds. Reading, Mass.โLondonโDon Mills, Ont.: Addison-Wesley Publishing Co., Inc.