Past exam of the mathematics course of the University of Cambridge / 2019 / ii / Paper 3 / 32C / a / Solution

Write $u_j=u^{(j)}$. The transformation ${\psi }_s:(x,u)\mapsto (\tilde{x},\tilde{u})$ induces a transformation of the $n$th jet space of a scalar ordinary differential equation by differentiating $\tilde{u}$ with respect to $\tilde{x}$ through order $n$. The infinitesimal generator of this induced action is the prolongation of a vector fieldTo determine its coefficients, put ${\eta }_0=\eta$ and use the total derivative operatorDifferentiating transformed derivatives byand then differentiating with respect to the group parameter at $s=0$ gives the recursionThis also proves the displayed form of the prolongation by mathematical induction on the derivative order.