Abel's identity Created 2026-10-14 Updated 2026-10-18
For , the Wronskian satisfies .
More precisely, let be solutions of a differential equation for the same homogeneous linear differential equation
on an interval where are continuous functions. For any , Abel's identity gives
Only the coefficient of enters the evolution of the Wronskian. In an unnormalized equation , first use on an interval where and the coefficient ratios are continuous functions.[ref]
The proof uses cancellation. Differentiating the Wronskian by the product rule and substituting the common equation gives
Multiplying this first-order linear differential equation by the integrating factor gives . Since , the constant is , proving Abel's identity. This argument also covers without dividing by .
The exponential function is positive for real , so a real Wronskian either vanishes everywhere or has a fixed nonzero sign throughout . In the preceding example, and give immediately. If , every Wronskian of two solutions of a differential equation for that same equation is constant, regardless of . Thus Abel's identity can certify linear independence and find the denominator used in variation of parameters without explicit formulas for both solutions of a differential equation.
Bernoulli differential equation Created 2026-09-24 Updated 2026-10-14
A Bernoulli differential equation is a first-order ordinary differential equation of the displayed form, with and continuous functions on an interval and a fixed real exponent . A nonlinear power can hide a first-order linear differential equation: on a suitable branch, the Bernoulli power substitution removes it exactly. The transformed solution of a differential equation can be completely regular even when recovering produces finite-time blowup.
For example, the reciprocal Bernoulli equation with finite-time blowup becomes under . The initial conditions and select a positive trajectory blowing up at and a negative trajectory tending to zero as , respectively. The integrating factor exposes both behaviors with the same short calculation.
The cases and are already first-order linear differential equations: respectively , with the zeroth-power term interpreted as the constant , and . There is no need for a nonlinear change of variable; for , would discard the unknown entirely. For other exponents, the substitution must respect the domain of exponentiation and may lose the zero solution of a differential equation.[ref]
For arbitrary real , work first on an interval where . Define exponentiation by , using the real logarithm. The change of variable is differentiable and invertible there, and the chain rule gives
Multiplying the Bernoulli differential equation by yields the first-order linear differential equation
This is an exact transformation of nonzero solutions of a differential equation on the chosen branch; it is valid far from any reference state and does not discard higher powers as a local linearization would.
Given the initial condition , the integrating factor and transformed solution of a differential equation are
The product rule verifies . Recover only on the connected component of containing , inside the original coefficient interval. The first-order linear differential equation can have a longer existence interval than this inverse transformation allows.[ref]
Negative values need a separately justified real branch. For integer , the required powers are real and differentiable for too, but the inverse must retain the sign selected by the initial condition. For , represents either or ; both square roots are taken of positive . For , retains the sign directly. For a general noninteger exponent, use the positive branch unless a specific differentiable real negative branch has been established. Never evaluate a real fractional power of a negative value merely because the linear formula has become negative.
Division by excludes . When and the original real power is defined at zero, is an additional solution of a differential equation and must be checked in the original equation. When , the equation as written is undefined at zero. On a positive branch the right-hand side is locally Lipschitz in , so the Picard-Lindelöf theorem gives local uniqueness. At zero, the same hypothesis needs a fresh check: it holds for the polynomial example, whereas for a nonzero power coefficient prevents local Lipschitz continuity there. If , the inverse sends for , but sends for . The latter endpoint can lead to finite-time extinction in a sublinear Bernoulli equation, where the original equation determines how to join to zero.
A consecutive first-order reaction mechanism passes material through a reaction intermediate. Consider a stipulated chemical reaction network , with constant positive rate constants, fixed temperature and volume, uniform mixing, and no reverse or competing chemical reactions. All three labels carry one conserved unit of material. Set and . The law of mass action gives
Adding the three rate equations proves . Each step has a first-order reaction rate law; this does not make all three concentrations simple exponential decays.
For , the exact solution is
To derive the middle expression, substitute the first into the first-order linear differential equation for I and multiply by the integrating factor . Then , which can be integrated directly with the stated initial condition. The material balance supplies P without another integration.
The apparent division by zero at equal rate constants is removable. For , the same integrating factor gives
This is also the limit of the unequal-rate constant expression. Initially , so reaction product formation begins with zero slope despite immediate reactant loss. By contrast, a direct first-order reaction with the same has and nonzero initial slope. Their A traces agree exactly; their P traces do not.
Figure 1. . Original chosen model with and . Solid curves follow the exact three-species rate equations; the dashed P curve is a separate direct A-to-P model with the same A trace. These are model predictions, not measurements or an identified molecular reaction mechanism. Details.
For the chosen equal-rate constant example, I peaks at , because . At that time and ; the direct model would already have . The peak means formation and consumption of I are momentarily equal, not that the whole system has reached chemical equilibrium.
More generally the peak is at , which is positive for either ordering of the two positive rate constants and tends to as they coincide. When , a brief initial adjustment can be followed by and approximately equal formation and consumption reaction rates. The exact solution states when this small-intermediate approximation can be reasonable. It is inappropriate for the illustrated equal-rate constant case: at the peak, over one third of the conserved material is I. Such timing matters if the goal is to collect a useful reaction intermediate before it becomes the final reaction product.
Take a stipulated pair of effective rods with common length , linear thermal expansion coefficient , heat capacity , projected illuminated area , and thermal conductance to an environment at constant temperature . One reference represents the symmetric polished-rod assembly. Write and . Let their effective radiometric absorptances be for a fixed incident optical spectrum, and let be the common irradiance. A spatially uniform, linear heat-balance model gives
Here includes a linear approximation to the relevant losses; changing the surface treatment can also change those losses in a real device. We stipulate equal and to isolate the response to absorbed illumination, with thermal coupling from the burner neglected. Small, mechanically unconstrained extensions then give a differential displacement
The time constant describes thermal memory. A common imposed temperature shift cancels from the extension difference under the matched-coefficient assumptions; mismatched materials, geometry or thermal coupling can spoil that cancellation.
For a step from darkness to constant irradiance , with initially equal rod temperatures, the first-order linear differential equation gives
Choose , , , , , , and . The calculated difference of absorbed powers is , giving
For an illustrative ideal valve that closes at , the closing time is
This threshold is crossed only when . These are chosen model parameters, not a fit to a historical valve.
Figure 1.
Thermal memory delays both closing and reopening in a chosen sun-valve model
. Calculated response to illumination for , followed by darkness. Equal thermal time constants isolate differential absorption. The switching threshold and all material parameters are stipulated; the curves are not historical measurements. The gas trace represents permission to supply the main burner, rather than a measured flow rate. Details.
After illumination stops at , the displacement decays as . With , the model reopens about later. Thus a sun valve responds to the thermal history of illumination; it does not read a clock or directly measure the beacon's brightness.
For , put and , with . Dividing by this accumulated homogeneous growth gives and . A telescoping series then proves
This is the discrete counterpart of the integrating factor for a first-order linear differential equation.
Drude model Created 2026-10-07 Updated 2026-10-14
The Drude model explains finite electrical conductivity by balancing charge carrier acceleration in an electric field against loss of directed momentum through collisions. Its useful surprise is that continuous microscopic motion can produce a constant macroscopic current density: the applied electric field continually restores the directed momentum lost to the material. The simplest version has one mobile species, constant number density , electric charge , mass , and momentum relaxation time , in a stationary, homogeneous, isotropic material. At zero magnetic field, its mean drift velocity and current density obey
For Electrons, with positive elementary charge , so . The Electron drift velocity points against a constant electric field, whereas conventional current points along it. Random microscopic velocities can have zero mean without being zero individually; drift velocity is this population mean, rather than each particle's speed.[ref]
The same first-order linear differential equation predicts both Drude current relaxation after switching an electric field and the Drude frequency response to a sinusoidal electric field. Together they let a measured electrical conductivity be interpreted in terms of a density, a mass, and a time scale; a single constant-field measurement determines only their combination .
The original 1900 paper Zur Elektronentheorie der Metalle by Paul Drude sought a common account of electrical transport and heat transfer using mobile charged particles and ideas from the kinetic theory of gases. Its introduction, especially printed pp. 568–569, explains that comparing different transport phenomena could constrain the populations of free and bound charged particles. The modern momentum relaxation time formulation above is a useful presentation of the model, not a verbatim translation of the original notation or its historical assumptions about mass.[ref]
For an exactly soluble example, set , , and . Start with zero electric currents, and apply a constant electric potential difference at . The sums and obey separate first-order linear differential equations:
Their time constants are and . Thus, for ,
Since , for , but as . The primary approaches . The secondary response opposes the rise of linked magnetic flux, in accordance with Lenz's law. Removing mutual inductance by setting makes the two exponentials equal and gives zero secondary electric current.
For stipulated , , and , the two time constants are and . Setting gives its largest negative magnitude at
The continuing primary electric current eventually reaches while the secondary returns to zero. These numbers belong to the stated model, not the 1831 apparatus.
Integrating factor Created 2026-09-24 Updated 2026-10-14
An integrating factor is a nonzero multiplier that makes a differential equation directly integrable. For a first-order linear differential equation, it gathers the unknown function and its derivative into one product rule expression. Suppose and are continuous functions on an interval containing , and consider the initial value problem
Define and . The exact solution of a differential equation throughout that interval is
The definite integral fixes , so the initial condition appears without an extra constant to determine. If the equation originally has a coefficient multiplying , first divide by that coefficient on an interval where it is nonzero; a zero of that coefficient needs separate attention. See OpenStax's first-order linear equations chapter for this normalization and the integrating factor procedure.
For a concrete balance, solve with . Here , so multiplying the entire ordinary differential equation gives . Accumulating from zero to gives
The computed values are , and . Its derivative is , which verifies exactly. Interpreting as a steady input and as proportional removal explains the shape: initially all input increases , then removal catches up. The constant particular solution balances input and removal, and the homogeneous solution is the transient response that corrects it to the initial condition. Because this autonomous differential equation has a time-independent right-hand side, is also an equilibrium point.
Figure 1.
A steady input becomes a constant particular solution plus a decaying transient
. Details.
The first panel adds the particular solution and homogeneous solution; the second shows the same balance in rates, . This links the algebra to a physical accounting rule. Newton's law of cooling has this form with and , while an electrical circuit can have a varying input. In both cases the integrating factor systematically handles the input rather than requiring a guess for a particular solution.
Variable coefficients work just as directly. For , , the integrating factor is , and
Thus , and . The derivative verifies , including at zero, where both coefficient and input vanish. No division by is necessary. The general solution is : is a constant particular solution, and solves the associated homogeneous linear differential equation. Although this special forcing term admits a constant trajectory, this is a nonautonomous differential equation: it depends explicitly on time. Merely setting its right-hand side to zero at one instant would not establish a constant solution of a differential equation; at every state has zero slope.
Figure 2.
Variable-rate trajectories share a constant particular solution and forget initial data by a factor of exp minus t squared
. Details.
The direction field shows the selected trajectory leaving its initially horizontal tangent line. For , the difference between any two solutions of a differential equation is multiplied by , rather than in the constant-rate example. This dependence on elapsed history is clearer if the exact formula is rewritten as
For , each contribution from the input at is weighted by the accumulated coefficient between and . The homogeneous solution remembers the initial condition; the particular solution given by the second term accumulates the forcing term with zero initial value. This decomposition differs from choosing a constant particular solution, but gives the same total. Initial-data memory tends to zero when ; a negative accumulated coefficient instead amplifies it. The reciprocal relation between integrating factor and homogeneous solution is developed in MIT's notes on solutions to linear first-order equations.
Why does the trick work? The fundamental theorem of calculus and chain rule give . Consequently the product rule gives
Integrating this identity and dividing by the positive exponential function produces the stated formula. Any nonzero constant multiple of works equally well; normalization is a convenience. This is the beauty of the method: a sum involving an unknown function becomes one exact derivative, leaving only an integral of known functions. See Oregon State's product-rule derivation. The related integrating factor for a differential one-form extends the idea of making an expression exact beyond this linear setting.
Isocline 2026-10-14
For the first-order ordinary differential equation defined on an open subset of the plane, an isocline of slope is the level set
Here is a constant. At every point of this isocline, the direction field prescribes a tangent vector proportional to for a solution of a differential equation. It does not generally prescribe the tangent line of the isocline itself. The level set can have several components or fail to be a smooth curve, and points outside are excluded.
For example, take on the whole plane. Its isoclines are the parallel straight lines
Each line has slope , while the direction field along it has slope . Thus the isocline carries horizontal segments even though the line itself rises. A function graph of a solution of a differential equation follows the segments, rather than following this line. Only the isocline with , namely , is also a solution of a differential equation.[ref]
Figure 1.
Isoclines label the prescribed slopes while exact solution graphs follow the direction field
. Details.
The first-order linear differential equation has the exact family
The initial condition selects and hence a unique solution of a differential equation for every real . The picture shows . For the solution of a differential equation stays on the isocline; for other it moves through different isoclines. These formulas check the pictured trajectories by direct differentiation, independently of how the direction field was sampled.
The zero-slope isocline is called a nullcline. Below the nullcline in this example, ; above it, . For , the solution of a differential equation meets it at , where and , a strict local minimum. The nullcline is therefore a useful guide to turning points, although it is not itself a solution of a differential equation. In the equivalent planar autonomous differential equation , , it is the nullcline for the second component; there is no equilibrium point, because the first component never vanishes.
This makes isoclines useful even when no explicit solution of a differential equation is available: organize a direction field by common slopes, read where function graphs rise or fall, and identify possible turning points on nullclines.
For every real parameter ,
where . For , differentiation under the integral sign and a partial fraction decomposition give
Solving this first-order linear differential equation yields . To fix the constant, dominated convergence gives ; the last absolutely convergent integral changes sign under . Thus . Oddness in supplies the result for negative parameters. The initial value alone does not determine , since every solution tends to zero as .
An integrating factor is
Multiplication by this integrating factor turns the first-order linear differential equation into . Integrating from zero to gives
Thus the initial value problem has the solution
Indeed, direct differentiation gives , which verifies both the differential equation and the initial condition.
Multiply the first-order linear differential equation by the integrating factor . Then
If in the remote past, then there. Integration from gives the necessary formula
When this integral exists and tends to zero as , differentiating verifies the equation and the past condition. Two such solutions differ by , which diverges at unless , proving uniqueness. This is the causal response of a first-order relaxation equation, a convolution with its decaying impulse response.
The phrase “general function” implicitly requires compatibility with the past condition: it does not guarantee existence for arbitrary . A sufficient condition is bounded forcing with as ; after setting , the integral is bounded by the supremum of before . For example, gives , so no solution has the stated past limit. Both forcings below vanish in the past and meet the intended causal condition, the impulse being interpreted distributionally.
Here the singular perturbation has an exact conservative structure:
The integrating factor for this first-order linear differential equation gives
At and the integral terms have opposite signs while the exponential factors agree. Equal boundary data therefore force , and normalization gives the unique exact solution
This exposes the Gaussian interior layer of a conservative drift equation. Its central scale is , where gives . The central Gaussian function profile is with amplitude .
Away from the center, , use exponential WKB approximation branches rather than an assumed bounded algebraic outer solution. The reduced ordinary differential equation would give ; matching both equal positive endpoint values with that algebraic branch is impossible. The exact solution selects its zero coefficient and the exponentially large branch with a Gaussian function profile instead. Near either endpoint, a distance changes by order one relative to its endpoint value: with , . These endpoint scales describe normalization of the same global exponential solution.
Thus a central turning region, exponential outer regions on both sides, and endpoint normalization scales give the complete regional description. The peak is exponentially large, so no uniformly bounded regular outer expansion should be presumed. The exact expression already provides a uniform solution without further matching calculations.
Introduce . The pendulum with quadratic damping is the autonomous planar system
Its equilibrium points are . Since the derivative of is zero at zero, the linearization of a dynamical system at each equilibrium point is
At an odd multiple of its eigenvalues are , so it is a saddle equilibrium; the stable and unstable tangents are and . At an even multiple the eigenvalues are . This linearization is a centre and does not decide the nonlinear stability. In particular it would be incorrect to infer a linear damped focus from this Jacobian.
For the full system the mechanical energy is a Lyapunov function near an even equilibrium point:
A sufficiently small sublevel set is compact and contains only that equilibrium point. The only invariant motion with has and , hence is the equilibrium point itself. The LaSalle invariance principle proves asymptotic stability. Near it the trajectories turn clockwise and spiral inward, as the near-linear angular motion persists while energy decreases. Thus even equilibria are nonhyperbolic asymptotically stable spiral points; odd equilibria remain saddles.
Figure 1.
Local phase trajectories near a stable pendulum equilibrium and an unstable saddle with quadratic damping
. Details.
For explicit trajectories put on a branch where . The chain rule gives , so the two signs yield the first-order linear differential equations for , and for . Their integrating factors give
Only portions with a nonnegative right-hand side are physical. At a turning point the constants of the two branches are matched using ; neither expression is one global trajectory through both signs. When they reduce to energy contours, with closed orbits around the even equilibrium points. For every , the quadratic damping destroys those closed orbits and makes the centres attracting spirals. Its effect is higher order in amplitude, so decay is weaker near rest than with linear damping. The saddle equilibria remain unstable, though their separatrices change shape.
At the first half-temperature time, the solution of Newton's law of cooling gives
Since , this time is positive and finite. The instantaneous temperature increase supplies the new initial condition . Restart the same first-order linear differential equation at :
This is Newton cooling with an instantaneous temperature jump. The time translation in the exponential decay is essential: its prefactor is the excess immediately after the jump.
With a positive cooling rate , Newton's law of cooling gives . The temperature excess satisfies the first-order linear differential equation . Applying the initial condition to its exponential decay solution gives
The temperature approaches the ambient value , rather than zero. The intended cooling situation has and .
The defining Wronskian identity gives the first-order linear differential equation
Work first on an interval where . Dividing by recognizes a derivative:
This is reduction of order. Choose the nonzero Wronskian from the Abel identity to obtain linear independence. The constant only adds a multiple of . If has zeros, this quotient formula is local; the resulting solution can be continued across ordinary zeros using the original second-order linear differential equation.