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[parent] derivatives of solution of first order ODE (Theorem)

Suppose that $f$ is a continuously differentiable function defined on an open subset $E$ of $\mathbb{R}^2$ , i.e. it has on $E$ the continuous partial derivatives $f_x'(x,\,y)$ and $f_y'(x,\,y)$ .

If $y(x)$ is a solution of the first order ordinary differential equation

$\displaystyle \frac{dy}{dx} \;=\; f(x,\,y),$ (1)

then we have
$\displaystyle y'(x) \;=\; f(x,\,y(x)),$ (2)

$\displaystyle y''(x) \;=\; f_x'(x,\,y(x))+f_y'(x,\,y(x))\,y'(x)$ (3)

(see the general chain rule). Thus there exists on $E$ the second derivative $y''(x)$ which is also continuous. More generally, we can infer the

Theorem. If $f(x,\,y)$ has in $E$ the continuous partial derivatives up to the order $n$ , then any solution $y(x)$ of the differential equation (1) has on $E$ the continuous derivatives $y^{(i)}(x)$ up to the order $n\!+\!1$ .

Note 1. The derivatives $y^{(i)}(x)$ are got from the equation (1) via succesive differentiations. Two first ones are (2) and (3), and the next two ones, with a simpler notation: $$y''' \;=\; f_{xx}''+2f_{xy}''y'+f_{yy}''y'^2+f_y'y'',$$ $$y^{(4)} \;=\; f_{xxx}'''+3f_{xxy}'''y'+3f_{xyy}'''y'^2+f_{yyy}'''y'^3+3f_{xy}''y''+3f_{yy}''y'y''+f_y'y'''$$

Note 2. It follows from (3) that the curve

$\displaystyle f_x'(x,\,y)+f_y'(x,\,y)f(x,\,y) \;=\; 0$ (4)

is the locus of the inflexion points of the integral curves of (1), or more exactly, the locus of the points where the integral curves have with their tangents a contact of order more than one. The curve (4) is also the locus of the points of tangency of the integral curves and their isoclines.

Bibliography

1
E. LINDELÖF: Differentiali- ja integralilasku III 1. Mercatorin Kirjapaino Osakeyhtiö, Helsinki (1935).




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See Also: solutions of ordinary differential equation, inflexion point


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Cross-references: isoclines, tangents, points, integral curves, inflexion points, locus, curve, differentiations, equation, derivatives, differential equation, theorem, second derivative, ordinary differential equation, solution, partial derivatives, continuous, open subset, function, continuously differentiable

This is version 7 of derivatives of solution of first order ODE, born on 2009-08-03, modified 2009-08-07.
Object id is 11853, canonical name is DerivativesOfSolutionOfFirstOrderODE.
Accessed 347 times total.

Classification:
AMS MSC34-00 (Ordinary differential equations :: General reference works )
 34A12 (Ordinary differential equations :: General theory :: Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions)

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