History of Differential Equations

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History of differential equations

A snapshot overview of the historical origin of differential equations, a


mathematical tool invented independently by Isaac Newton (1676) and
Gottfried Leibniz (1693). [1]

In mathematics, history of differential equations traces the


development of "differential equations" from calculus, itself
independently invented by English physicist Isaac Newton and German
mathematician Gottfried Leibniz.

The history of the subject of differential equations, in concise form, from


a synopsis of the recent article “The History of Differential Equations,
1670-1950”, reads: [2]

“Differential equations began with Leibniz, the Bernoulli brothers,


and others from the 1680s, not long after Newtonʼs ‘fluxional
equationsʼ in the 1670s.”

Differential equations differ from ordinary equations of mathematics in


that in addition to variables and constants they also contain derivatives of
one or more of the variables involved.

Newton-Leibniz years
The exact chronological origin and history to the subject of differential

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equations is a bit of a murky subject; for what seems to be a number of


reasons: one being secretiveness, two being private publication issues
(private works published only decades latter), and three being the nature
of the battle of mathematical and scientific discovery, which is a type of
intellectual "war" (in the words of English polymath Thomas Young).

In circa 1671, English physicist Isaac Newton wrote his then-unpublished


The Method of Fluxions and Infinite Series (published in 1736), in which
he classified first order differential equations, known to hims as fluxional
equations, into three classes, as follows (using modern notation): [11]

The first two classes contain only ordinary derivatives of one or more
dependent variables, with respect to a single independent variable, and
are known today as "ordinary differential equations"; the third class
involves the partial derivatives of one dependent variable and today are
called "partial differential equations".

The study of "differential equations", according to British mathematician


Edward Ince, is said to have began in 1675, when German mathematician
Gottfried Leibniz wrote the following equation (date of introduction of
integral sign; see: symbols):

In 1676, Newton solved his first differential equation. That same year,
Leibniz introduced the term “differential equations” (aequatio
differentialis, Latin) or to denote a relationship between the differentials
dx and dy of two variables x and y. [13]

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In 1693, Leibniz solved his first differential equation and that same year
Newton published the results of previous differential equation solution
methods—a year that is said to mark the inception for the differential
equations as a distinct field in mathematics.

Bernoulli years
Swiss mathematicians, brothers Jacob Bernoulli (1654-1705) and Johann
Bernoulli (1667-1748), in Basel, Switzerland, were among the first
interpreters of Leibniz' version of differential calculus. They were both
critical of Newton's theories and maintained that Newtonʼs theory of
fluxions was plagiarized from Leibniz' original theories, and went to great
lengths, using differential calculus, to disprove Newtonʼs Principia, on
account that the brothers could not accept the theory, which Newton had
proven, that the earth and the planets rotate around the sun in elliptical
orbits. [3] The first book on the subject of differential equations,
supposedly, was Italian mathematician Gabriele Manfrediʼs 1707 On the
Construction of First-degree Differential Equations, written between 1701
and 1704, published in Latin. [4] The book was largely based or themed
on the views of the Leibniz and the Bernoulli brothers. Most of the
publications on differential equations and partial differential equations, in
the years to follow, in the 18th century, seemed to expand on the version
developed by Leibniz, a methodology, employed by those as Leonhard
Euler, Daniel Bernoulli, Joseph Lagrange, and Pierre Laplace.

Integrating factor
In 1739, Swiss mathematician Leonhard Euler began using the integrating
factor as an aid to derive differential equations that were integrable in
finite form. [12]

Thermodynamics | Condition for an exact differential

See main: Condition for an exact differential; Euler reciprocity relation


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(clean/add)

The circa 1828 work of English physical mathematician George Green


seems to have something to do with defining a test for an “integrable” or
conservative field of force (or somehow has connection to
thermodynamics via William Thomson); such as in terms of the later 1871
restylized “curl” notation (test of integrability) of James Maxwell (or
possibly the earlier work of Peter Tait). [8] In circa 1839, Green stated:

“If all the internal forces exerted be multiplied b the elements of their
respective directions, the total sum for any assigned portion of the
mass will always be the exact differential of some function.”

The strain-energy potential function of Green is said to of the same


theme as Willard Gibbs thermodynamics potentials and Hermann
Helmholtz free energy. [9] The use of the both terms “exact differential”
and “complete differential” were in common use at least as early as 1841.
[7]

From 1850 to 1875, German physicist Rudolf Clausius revolutionized


physical science (chemistry, physics, and mechanics) when he
transformed the failing notion of French chemist Antoine Lavoisierʼs
"caloric particle model of heat"—in which a single differential unit or
quantity of heat was considered to be an small fluid-like particle (smaller
in size than an atom) that was indestructible and said to be located in the
interstices of bodies (in the space between the atoms) in various
amounts, dependent upon the volume of the given body (more in the
body for large volumes; less for smaller volumes) according to
Boerhaaveʼs law—into that of a quantity of heat dQ defined as the
product of the absolute temperature T of a body and the “exact
differential” quantity entropy dS, such that dQ = TdS, and the physical-

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mathematical function dQ/T is an extensive exact differential quantity


state function. This is probably the most complicated mathematical
formalisms in all of human knowledge.

Clausius began to introduce some of the mathematical background to


this notion of the "exact differential model of heat" in his 1858 article “On
the Treatment of Differential Equations which are Not Directly Integrable”,
in which he introduced the now-infamous “condition for an exact
differential” to justify his claim that 1/T is the integrating factor (T being
the integrating denominator) of the inexact differential function dQ, which
makes the resulting function dQ/T an exact differential. The various
terminological synonyms and closely related terms are tabulated below:

Term Date Description


● A differential equation that satisfies the condition
for an exact differential.
● Differential functions of this type, the prime
examples (according to the standard model) being
Exact
state functions, such as entropy dS, enthalpy dH,
differential
energy dU, etc., are differential functions that are
said to be path independent (in the context of a
change of state of a body quantified by the cycle
integral, symbol ∮).
● A differential equation that does not satisfy the
condition for an exact differential.
● Differential functions of this type, the two prime
examples being (according to the standard model)
differential units of heat
Inexact
differential
and work

, are differential functions that are said to be path


dependent (in the context of a change of state of a
body quantified by the cycle integral, symbol ∮).
Complete Used by Clausius (1858); seems to be a synonym
differential of "exact differential".

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Full
Seems to be a synonym of "exact differential".
differential
A rarely used synonym (it seems) for exact
Perfect
differential; found in Spanish versions of
differential
thermodynamics.
Imperfect A rarely used synonym (it seems) for inexact
differential differential; found in Spanish versions of
thermodynamics.
Seems to be a term unrelated to notion of the
"complete or exact" differential; the term seems to
Total mean simply the sum of the partial differentials of
differential an equation. In thermodynamics, a "total
differential" is not to be confused with a complete
or exact differential. [6]
Total exact Is considered a neoplasm; a sort of meaningless
differential term. [6]

This is the sticky point that would go on to make thermodynamics such


an immensely difficult subject. The history behind the mathematical
concept of the "exact differential" (and corresponding "condition for an
exact differential") is in great need of explication.

Candidates for the originator of the notion of the "exact differential" (and
"condition for an exact differential") need to be tracked down. In his 1858
article, Clausius mentions the notation usage styles of Swiss
mathematician Leonhard Euler (1707-1783) and German mathematician
Carl Jacobi (1804-1851). In other parts of his The Mechanical Theory of
Heat, Clausius also mentions the work of Irish mathematician William
Hamilton (1805-1865).

Other possible or potential candidates for the original formulator of the


“condition for an exact differential” may include: Johann Pfaff (1765-
1825) or possibly Adrien-Marie Legendre (1752-1833).

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American physical economics historian Philip Mirowski seems to think


that the notion of the perfect (or "exact") differential arose in the work of
Italian mathematician Joseph Lagrange (1736-1813). [5]

Into the 1940s, the terms "exact differential" (vs "inexact differential")
were in common use by thermodynamicists, such as Joseph Keenan
(1941) and Mark Zemansky (1943).

Notation origin

See main: differential symbols (table)

The English letter d, in the form of dx or dx/dy was introduced in 1675 by


German mathematician Gottfried Leibniz. The “curly d” symbol ∂, for
partial differential equations was first introduced in 1770 by French
mathematician Marquis de Condorcet; then adopted in 1786 by French
mathematician Adrien-Marie Legendre; then adopted in 1841 by German
mathematician Carl Jacobi, at which point it became the standard.

In 1794, French engineer Lazare Carnot (father of Sadi Carnot), an


adherent of the mathematical notation Leibniz, along with French
mathematician Gaspard Monge, founded the École Polytechnique, which
would go on to become the premier science, engineering, mathematics,
and technology school of the early 19th century, and was the first school
of thermodynamics, and thus set the theme of future science to use the
mathematical notation of Leibniz.

The 1850 to 1875 work of Clausius introduced the mathematical concept


of the cycle integral, which later came to be represented by the symbol ∮
(although Clausius did not specifically use the integral with the circle in it
notation; this seems have been a circa 1920s invention, possibly a
notation introduced by English chemical thermodynamicist James
Partington).

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In 1875, German mathematician Carl Neumann introduced the "d hat"


notation ( ) to represent Clausius' version of the inexact differential an ,
i.e. one that is path dependent, which is the case with differential units of
heat

and work

.
References
1. Korzybski, Alfred. (1994). Science and Sanity: an Introduction to non-
Aristotelian Systems and General Semantics (Section: Differential
equations, pg. 595-). Institute of General Semantics.
2. Archibald, Thomas, Fraser, Craig, and Grattan-Guinness, Ivor. (2004).
“The History of Differential Equations, 1670-1950”, Mathematrisches
Forchungsinstitut Oberwolfach Report 51t2729-94.
3. Tibell, Gunnar. (2008). “The Bernoulli Brothers”, Uppsala University.
4. (a) Manfred, Gabrel. (1707). On the Construction of First Degree
Differential Equations (De Constructione Aequationum Differentialium
Primi Gradus). Italy.
(b) Manfred Gabriel (Italian → English) – Wikipedia.
5. Mirowski, Philip. (1989). More Heat than Light: Economics as Social
Physics, Physics as Natureʼs Economics (pg. 31). Cambridge University
Press.
6. Perrot, Pierre. (1998). A to Z of Thermodynamics (pg. 105). New York:
Oxford University Press.
7. Challis, J. (1841). “A New Method of Investigating the Resistance of the
Air to an Oscillating Spring”, Philosophical Magazine (pgs. 229-35).
XXXII.
8. Mirowski, Philip. (1989). More Heat than Light: Economics as Social
Physics, Physics as Natureʼs Economics (pg. 33). Cambridge University

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Press.
9. Katzir, Shaul. (2006). The Beginnings of Piezoelectricity: a Study of
Mundane Physics (pg. 174). Springer.
11. (a) Newton, Isaac. (c.1671). Methodus Fluxionum et Serierum
Infinitarum (The Method of Fluxions and Infinite Series), published in
1736 [Opuscula, 1744, Vol. I. p. 66].
(b) Newton, Isaac. (1964-1967). The Mathematical Works. ed. D.T.
Whiteside. Johnson Reprint Corp.
(c) Ince, Edward L. (1926). Ordinary Differential Equations (Appendix A:
Historical Note on Formal Methods of Integration, pgs. 529-). Dover.
(d) Sasser, John E. (1992). “History of Ordinary Differential Equations: the
First Hundred Years”, Proceedings of the Midwest Mathematics History
Society.
(e) Edward Lindsay Ince – Wikipedia.
12. Sasser, John E. (1992). “History of Ordinary Differential Equations: the
First Hundred Years”, Proceedings of the Midwest Mathematics History
Society.
13. Ince, Edward L. (1926). Ordinary Differential Equations (pg. 3). Dover.

Further reading
● Cajori, Florian. (1928). “The Early History of Partial Differential
Equations and of Partial Differentiation and Integration” (abs), The
American Mathematical Monthly, 35(9):459-.
● Boole, George. (1859). A Treatise on Differential Equations. MacMillan
and Co.
● Forsyth, Andrew R. (1906). Theory of Differential Equations: Part I.
Exact Equations and Pfaffʼs Problems (exact differential, 4+ pgs).
Cambridge University Press.

External links
● History of the differential – Math.WPI.edu.
● Differential equation – Wikipedia.

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