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First Integral


A first integral of a system of ordinary differential equations x^.=f(t,x) is a nonconstant differentiable function F(t,x) that is constant along every solution. On a domain where the solutions and derivatives exist, this condition is expressed by

 (partialF)/(partialt)+del F·f=0.

The chain rule then gives dF(t,x(t))/dt=0. In mechanics, such a conserved quantity is also called a constant of motion. A time-independent first integral restricts each trajectory to a level set of F.

For example, the system x^.=y, y^.=-x has the first integral F(x,y)=x^2+y^2, since

 d/(dt)(x^2+y^2)=2xy-2yx=0.

The nonzero trajectories therefore lie on circles. Continuous variational symmetries provide an important source of first integrals through Noether's symmetry theorem.


See also

Conservation Law, Level Set, Noether's Symmetry Theorem, Ordinary Differential Equation

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References

Goldstein, H. Classical Mechanics, 2nd ed. Reading, MA: Addison-Wesley, 1980.Olver, P. J. Applications of Lie Groups to Differential Equations. New York: Springer-Verlag, 1986.

Cite this as:

Weisstein, Eric W. "First Integral." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/FirstIntegral.html

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