The way logarithms, exponential and trigonometric functions are defined in the high school, is concealing more than explaining. In these notes, delivered in the framework of the annual Ulpana de Shalit, I try to explain how these functions (and their complex and matrix generalizations) naturally appear as solutions of ordinary differential equations.

## Sunday, September 2, 2018

## Tuesday, December 29, 2015

### Lecture 10, Dec 29, 2015

# Elementary transcendental functions as solutions to simple differential equations

The way how logarithmic, exponential and trigonometric functions are usually introduced, is not very satisfactory and appears artificial. For instance, the mere definition of the non-integer power , , is problematic. For , one can define the value as the root , but the choice of branch/sign and the possibility of defining it for negative is speculative. For instance, the functions and may turn out to be different, depending on whether the latter is defined as (makes sense for negative ) or as which makes sense only for positive . But even if we agree that the domain of should be restricted to positive arguments only, still there is a big question why for two close values and the values, say, and should also be close…

The right way to introduce these functions is by looking at the differential equations which they satisfy.

A differential equation (of the first order) is a relation, usually rational, involving the unknown function , its derivative and some known rational functions of the independent variable . If the relation involves higher derivatives, we say about higher order differential equations. One can also consider systems of differential equations, involving several relations between several unknown functions and their derivatives.

**Example. ** Any relation of the form implicitly defines as a function of and can be considered as a trivial equation of order zero.

**Example.** The equation with a known function is a very simple differential equation. If is integrable (say, continuous), then its solution is given by the integral with variable upper limit, for any meaningful choice of the lower limit . Any two solutions differ by a constant.

**Example.** The equation with a known function . Even the case where is a constant, there is no, say, polynomial solution to this equation (why?), except for the trivial one . This equation is linear: together with any two functions and any constant , the functions and are also solutions.

**Example.** The equation has a family of solutions for any choice of the constant (check it!). However, any such solution “explodes” at the point , while the equation itself has no special “misbehavior” at this point (in fact, the equation does not depend on at all).

## Logarithm

The transcendental function satisfies the differential equation : this is the only case of the equation , which has no rational solution. In fact, all properties of the logarithm follow from the fact that it satisfies the above equation and the constant of integration is chosen so that . In other words, we show that the function defined as the integral possesses all what we want. We show that:

- is defined for all , is monotone growing from to as varies from to .
- is infinitely differentiable, concave.
- transforms the operation of multiplication (of positive numbers) into the addition: for any .

## Exponent

The above listed properties of the logarithm ensure that there is an inverse function, denoted provisionally by , which is inverse to . This function is defined for all real , takes positive values and transforms the addition to the multiplication: . Denoting the the value by , we conclude that for all , and for all rational values . Thus the function , defined as the inverse to , gives interpolation of the exponent for all real arguments. A simple calculation shows that satisfies the differential equation with the initial condition .

## Computation

Consider the integral operator which sends any (continuous) function to the function defined by the formula . Applying this operator to the function and using the differential equation, we see that is a “fixed point” of the transformation : . This suggests using the following approach to compute the function : choose a function and build the sequence of functions , . *If there exists a limit* , then this limit is a fixed point for .

Note that the action of $\Phi$ can be very easily calculated on the monomials: (check it!). Therefore if we start with , we obtain the functions $\latex f_n=1+x+\frac12 x^2+\cdots+\frac1{n!}x^n$. This sequence converges to the sum of the infinite series which represents the solution on the entire real line (check that). This series can be used for a fast approximate calculation of the number .

## Differential equations in the complex domain

The function satisfies the differential equation . The corresponding “motion on the complex plane”, , is rotation along the (unit) circle with the unit (absolute) speed, hence the real and imaginary parts of are cosine and sine respectively. In fact, the “right” definition of them is exactly like that,

.

Thus, the Euler formula “cis” in fact is the *definition* of sine and cosine. Of course, it can be “proved” by substituting the imaginary value into the Taylor series for the exponent, collecting the real and imaginary parts and comparing them with the Taylor series for the sine and cosine.

In fact, both sine and cosine are in turn solutions of the real differential equations: derivating the equation , one concludes that . It can be used to calculate the Taylor coefficients for sine and cosine.

For more details see the lecture notes.

Not completely covered in the class: solution of linear equations with constant coefficients and resonances.

## Monday, October 22, 2007

### “Auxiliary Lesson” #1 שעור עזר (Oct. 25, 2007)

**Analytic ODEs in real and complex domain: similarities and differences.**

- Background on holomorphic functions. Weierstrass compactness principle.
- (Ordinary) Differential Equations and their solutions.
- Contracting mapping principle (recall).
- Picard integral operator and its contractivity.
- Existence/uniqueness theorem.
- Example: Matrix exponent and its computation.
~~Holomorphic~~~~vector fields and their trajectories. Equivalence of vector fields.~~~~Flow box theorem and rectification theorem for nonsingular vector fields.~~

Attached is Section 1. It will be available on these pages for a limited time and is password-protected from printing 😦 … I must obey the requirements of the Publisher.