A system of differential equations not having a analytical solution

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Discussion Overview

The discussion centers on the nature of differential equations that do not have analytical solutions, particularly in the context of chaotic systems and their sensitivity to initial conditions. Participants explore examples of such equations and the implications of chaotic behavior in relation to predictability and analytical solvability.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • Some participants question why chaotic differential systems lack analytical solutions, drawing parallels to simpler equations that can only be solved numerically.
  • Examples of differential equations that do not have analytical solutions are proposed, including equations involving sine functions and second-order derivatives.
  • There is a discussion on the relationship between different initial conditions and the predictability of system responses, with some noting that chaotic systems exhibit "sensitive dependence on initial conditions."
  • One participant presents a specific one-dimensional system and discusses the challenges of obtaining an analytical solution, emphasizing that even if an implicit solution exists, it may not be solvable analytically.
  • Another participant provides a solution to a specific differential equation, highlighting the behavior of the system under various initial conditions and questioning the assumptions behind the solution.
  • There is a clarification that for certain initial conditions, such as x(0) = 0, the solution behaves differently, leading to further inquiry about potential assumptions in the derivation.

Areas of Agreement / Disagreement

Participants express differing views on the nature of analytical solutions and the implications of chaotic behavior. There is no consensus on the reasons why certain systems lack analytical solutions, and the discussion remains unresolved regarding the assumptions made in specific solutions presented.

Contextual Notes

Participants note that the ability to solve differential equations analytically may depend on the functions involved and that chaotic systems often complicate predictability due to their sensitivity to initial conditions. The discussion highlights the limitations of analytical methods in certain scenarios without resolving the underlying mathematical complexities.

marellasunny
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I am going to quote an article below and there is a part I would like clarification.I do not understand why chaotic differential systems do not have an analytical solutions. In the simplest form,an equation such as this one [sin(x) + x - 0.5 = 0] does not have an analytical solution i.e it can be only solved numerically.
1.What would be its equivalent for a differential system not having a analytical solution?
2.When the differential equation/system gives a different response for different initial conditions,how does it imply "not having a analytical solution"? I'm a novice.


Not all mechanical problems can be solved analytically as many physicist thought before. They thought that if there were no analytical solution then it was only a matter of intelligence, it would need a more clever mathematical approach to solve these problems.
In fact there are only some special problems that can be solved analytically. This doesn’t mean that Newton was wrong, he predicted chaotic motion.
Henri Poincaré was the first to see this. In a contest, by King Oscar II of Sweden and Norway, a few problems was to be solved, one of them was to prove that the solar system was stable (i.e. analytical solution exist). Poincaré found that there could not be an analytical solution, even the simpler problem of a three-body system. He found that a small difference in the initial conditions could blow up to a totally different answer.
 
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What equations do not have analytical solution depends on what functions are available.
usual examples would be
x''(t)+sin(x(t))=0
h x''(t)+t x'(t)-x(t)=0
h x''(t)+x'(t)-t x(t)=0

different response for different initial conditions is a different thing, but they often occur together
If you have the analytical solution it is (hopefully) easier to deal with the different responses
If we have an approximate solution we hope it is not to far from the actual solution
If we have very different solution we cannot distinguish we have a problem

We might want to use the differential equation to make a prediction. If tiny changes in the conditions make a huge difference in the response we cannot predict very well.
 
marellasunny said:
I am going to quote an article below and there is a part I would like clarification.I do not understand why chaotic differential systems do not have an analytical solutions. In the simplest form,an equation such as this one [sin(x) + x - 0.5 = 0] does not have an analytical solution i.e it can be only solved numerically.
1.What would be its equivalent for a differential system not having a analytical solution?

Consider the one-dimensional system <br /> \frac{dx}{dt} = f(x)<br /> with continuous f. This has implicit solution <br /> \int_{x(0)}^{x(t)} \frac{1}{f(u)}\,du = t.<br /> There is then a question as to whether the integral can actually be done analytically (which it almost always can't) and whether the resulting equation can be solved analytically for x(t) (which it almost always can't). The only case we can always solve is the case where x(0) is such that f(x(0)) = 0, and the solution is then x(t) = x(0).

2.When the differential equation/system gives a different response for different initial conditions,how does it imply "not having a analytical solution"? I'm a novice.

"Sensitive dependence on initial conditions" is a phenomenon which marks a system out as being chaotic.

However even with non-chaotic systems the behaviour of a system may be drastically different depending on the initial conditions: consider <br /> \frac{dx}{dt} = x(1-x),<br /> which falls into the vanishingly small category of systems for which a solution can be found analytically:
<br /> x(t) = \begin{cases}<br /> \frac{x_0 e^t}{1 + x_0(e^t - 1)} &amp; 0 \leq t &lt; \log \left(1 + \frac{1}{|x_0|}\right), x_0 &lt; 0 \\<br /> 0 &amp; 0 \leq t &lt; \infty, x_0 = 0 \\<br /> \frac{x_0 e^t}{1 + x_0(e^t - 1)} &amp; 0 \leq t &lt; \infty, 0 &lt; x_0 &lt; 1 \\<br /> 1 &amp; 0 \leq t &lt; \infty, x_0 = 1 \\<br /> \frac{x_0 e^t}{1 + x_0(e^t - 1)} &amp; 0 \leq t &lt; \infty, x_0 &gt; 1<br /> \end{cases}<br />
The salient points are firstly that if x_0 = x(0) &lt; 0 then the trajectory diverges to -\infty in finite time, secondly that if x_0 = 0 then x_0 = 0 for all time, and thirdly that if x_0 &gt; 0 then x_0 \to 1 as t \to \infty. Thus if all we know is that -\epsilon &lt; x_0 &lt; \epsilon for some \epsilon &gt; 0, then we cannot predict the future behaviour of the system.
 
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<br /> x(t) = \begin{cases}<br /> \frac{x_0 e^t}{1 + x_0(e^t - 1)} &amp; 0 \leq t &lt; \log \left(1 + \frac{1}{|x_0|}\right), x_0 &lt; 0 \\<br /> 0 &amp; 0 \leq t &lt; \infty, x_0 = 0 \\<br /> \frac{x_0 e^t}{1 + x_0(e^t - 1)} &amp; 0 \leq t &lt; \infty, 0 &lt; x_0 &lt; 1 \\<br /> 1 &amp; 0 \leq t &lt; \infty, x_0 = 1 \\<br /> \frac{x_0 e^t}{1 + x_0(e^t - 1)} &amp; 0 \leq t &lt; \infty, x_0 &gt; 1<br /> \end{cases}<br />
The salient points are firstly that if x_0 = x(0) &lt; 0 then the trajectory diverges to -\infty in finite time, secondly that if x_0 = 0 then x_0 = 0 for all time, and thirdly that if x_0 &gt; 0 then x_0 \to 1 as t \to \infty. Thus if all we know is that -\epsilon &lt; x_0 &lt; \epsilon for some \epsilon &gt; 0, then we cannot predict the future behaviour of the system.

The above solution of x(t) does not work for x(0)=0. Is there an inherent assumption that I am missing? I wrote the solution I got for the D.E x'=x(1-x) below. After substituting for x(0)=0,I get a fraction that tends to 1.
<br /> x(t)=\frac{1}{1+C_1*e^{-t}} \\<br /> x(0)=\frac{1}{1+C_1} \\<br /> C_1=x(0)-1 \\<br /> \Rightarrow x(t)=\frac{1}{1+(x(0)-1)e^{-t}} \\<br />
 
marellasunny said:
The above solution of x(t) does not work for x(0)=0.

The solution in the case x(0) = 0 is x(t) = 0.

Is there an inherent assumption that I am missing? I wrote the solution I got for the D.E x'=x(1-x) below. After substituting for x(0)=0,I get a fraction that tends to 1.
<br /> x(t)=\frac{1}{1+C_1*e^{-t}} \\<br />

Separation of variables should give you <br /> \log \left| \frac{x}{1-x}\right| = t + C so that <br /> \left| \frac{x}{1-x}\right| = Ae^{t} from which it follows that <br /> A = \left| \frac{x_0}{1 - x_0}\right|. If at this point you set x_0 = 0 then you obtain A = 0, and hence <br /> \frac{x}{1-x} = 0.
 

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