- •Basic concepts and definitions of differential equations.
- •Equations with separated variables.
- •Linear equations of the first order.
- •Equations of the first order unsolved by derivatives.
- •6) Method of introducing a parameter. Lagrange and Clairaut equations.
- •7) Theorem about existence and uniqueness of Cauchy problem.
- •8) General properties of solutions. Continuity, differentiation of solutions of parameter axis and initial data.
- •9) Linear equations of the n-th order. Basic properties.
- •11) Linear inhomogeneous equations
- •12) Method of variation of arbitrary constants.
- •13) Integration of linear equations with permanent coefficients.
- •14) Euler method.
- •16) Fundamental system of solutions.
- •18) Integration of linear inhomogeneous system with quasi-polynomial right side.
- •20.Boundary problem for system of the second order. Green function.
- •Local properties of solutions.
- •Global properties of solutions.
- •26) Transformation of solutions and system.
- •27. Basic concepts. Stability by Lyapunov. Geometric means.
- •28. The main Lyapunov theorems.
- •30) Studying stability by Lyapunov function.
- •31.Differential equations in full differentials .Integral multiplier.
- •32.Integration methods. Homogeneous and linear differential equations of the first order.
- •33.Incomplete equations . Equations assuming reduction of order.
- •34) Local and global theorems.
- •35) Analyticity and differentiation of solutions.
- •36) Solution continuity of parameters and initial data.
- •37. Fundamental system of solutions
- •38. Wronskian determinant. Liouville formula.
- •39. Homogeneous and inhomogeneous linear equations. Liouville formula.
- •40 Integration of linear inhomogeneous equation with quasipolinomial right side.
- •41) Cauchy function. Fundamental solutions.
- •42. Systems of linear differential equations with constant coefficients
- •43. Linear systems of differential equations. Basic systems
- •44. Some methods of the system integration (leading to one equation etc)
- •45.Method of variation of constants
34) Local and global theorems.
Theorem.
For any point
T there exists a fundamental matrix solution
defined
in some small neighborhood U
of
.
Proof.
The linear vector-function (t,
x)
is holomorphic everywhere on T ×
.
By the local existence theorem, for any initial condition (
,
)
T ×
there exists a holomorphic vector solution
defined on some neighborhood of
,
meeting the condition
.
Choose n
solutions satisfying n
linear independent initial conditions at
,
arranged as columns of a square matrix
and considered on their common domain.
By
construction,
,
hence the holomorphic matrix
is holomorphically invertible in some neighborhood
of the point
.
Theorem.
(global
existence theorem).
A linear system on a Riemann surface T admits a fundamental solution
in any simply connected subdomain
Proof.
Choose a base point
and
let
be
a local fundamental matrix solution at this point. We extend it to an
arbitrary point
.
Since
is
connected, there exists a compact piecewise smooth curve (path) γ
connecting
with
.
γ can be covered by
carrying the respective local fundamental matrix solutions
,
such that
are connected, and
if and only if |i − j|
1.
Assume
that
satisfy
,
,
.
Then
,
Agree on the intersections:
,
the solution can be explicitly constructed:
.
This completes the proof of existence of analytic continuation of solutions along paths.
35) Analyticity and differentiation of solutions.
If f '(x0) exists, then for x close to x0, we have
This is the "linear approximation" done via the tangent line. Obviously this implies
,
which
means that
is continuous at
.
Thus there is a link between continuity and differentiability: If a
function is differentiable at a point, it is also continuous there.
Consequently, there is no need to investigate for differentiability
at a point, if the function fails to be continuous at that point.
Note
that a function may be continuous but not differentiable, the
absolute value function at
is the archetypical example.
This
relationship between differentiability and continuity is local. But a
global property also holds. Indeed, let
be a differentiable function on an interval
.
Assume that
is bounded on
,
that is there exists
such that
for
any
The Mean Value Theorem will then imply that
for
any
.
This is the definition of Lipschitz continuity. In other words, if
is bounded then
is a Lipschitzian function. Conversely, it is also true that
Lipschitzian functions have bounded first derivatives, when they
exist. Since Lipschitzian functions are uniformly continuous, then
is uniformly continuous provided
is bounded.
Nevertheless,
a function may be uniformly continuous without having a bounded
derivative. For example,
is uniformly continuous on [0,1], but its derivative is not bounded
on [0,1], since the function has a vertical tangent at 0.
