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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

โ€ข Name
โ€ข Definition
โ€ข Examples
โ€ข Definition
โ€ข References

โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€โ”€

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 , โ€ฆ , x n ) โ‹ฎ d x n d t = F n ( x 1 , โ€ฆ , 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 โ€ฒ ( 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 Picardโ€“Lindelรถf 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 โ‰ฅ 2. As usual, TM denotes the tangent bundle of M with its natural projection ฯ€M : TM โ†’ M given by

ฯ€ M : ( x , v ) โ†ฆ 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 Crโˆ’1 and let p โˆˆ M. An integral curve for X passing through p at time t0 is a curve ฮฑ : J โ†’ M of class Crโˆ’1, defined on an open interval J of the real line R containing t0, such that

ฮฑ ( t 0 ) = p ; ฮฑ โ€ฒ ( t ) = X ( ฮฑ ( t ) ) for all t โˆˆ 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 โ€ฒ ( 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 โ‰ฅ t0 (let alone t โ‰ค 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, ฮฑโ€ฒ(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 ) โˆˆ 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 , โ€ฆ , 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) โˆˆ ฮน) for all t โˆˆ J. The curve ฮฑ induces a bundle map ฮฑโˆ— : TJ โ†’ TM so that the following diagram commutes:

Then the time derivative ฮฑโ€ฒ is the composition ฮฑโ€ฒ = ฮฑโˆ— o ฮน, and ฮฑโ€ฒ(t) is its value at some point t โˆˆ J.

References

โ€ข citereflang1972Lang, Serge (1972). Differential manifolds. Reading, Mass.โ€“Londonโ€“Don Mills, Ont.: Addison-Wesley Publishing Co., Inc.