Parker CMJ 2014
Parker CMJ 2014
Parker CMJ 2014
Everyone loves a mystery; mathematicians are no exception. Since we seek out puzzles
and problems daily, and spend so much time proving things beyond any reasonable
doubt, we probably enjoy a whodunit more than the next person.
Here’s a mystery to ponder: Who first solved the Bernoulli differential equation
dy
+ P(x)y = Q(x)y n ?
dx
The name indicates it was a Bernoulli, but which? Aren’t there 20 Bernoulli mathe-
maticians? (Twenty is probably an exaggeration but we could reasonably count nine!)
Or, as is so often the case in mathematics, perhaps the name has nothing to do with
the solver. The culprit could be anyone! Like every good mystery, the clues contradict
each other.
Here are the prime suspects.
Was it Gottfried Leibniz—the German mathematician, philosopher, and developer
of the calculus? According to Ince [12, p. 22] “The method of solution was discovered
by Leibniz, Acta Erud. 1696, p.145.”
Or was it Jacob (James, Jacques) Bernoulli—the Swiss mathematician best known
for his work in probability theory? Whiteside [21, p. 97] in his notes to Newton’s
papers, states, “The ‘generalized de Beaune’ equation dy/d x = py + qy n was given
its complete solution in 1695 by Jakob Bernoulli.”
Or was it Johann (Jean, John) Bernoulli—Jacob’s acerbic and brilliant younger
brother? Varignon [11, p. 140] wrote to Johann Bernoulli in 1697 that “In truth, there is
nothing more ingenious than the solution that you give for your brother’s equation; and
this solution is so simple that one is surprised at how difficult the problem appeared to
be: this is indeed what one calls an elegant solution.”
Was it all three? Kline [14, p. 474] says, “Leibniz in 1696 showed it can be reduced
to a linear equation by the change of variable z = y 1−n . John Bernoulli gave another
method. In the Acta of 1696 James solved it essentially by separation of variables.”
These are the suspects. Bring them in for questioning. Let’s examine the evidence
and close this case.
http://dx.doi.org/10.4169/college.math.j.44.2.089
MSC: 34-03, 01A45
However, this differential equation didn’t spring fully-formed from Jacob, but it
is part of the evolution of the de Beaune equation, proposed to Decartes in 1638 by
Florimond de Beaune. Geometrically, de Beaune essentially asked for a curve with
constant subtangent, equivalent to solving ddyx = αy , not achieved analytically for several
decades. De Beaune actually asked for the solution in a system with axes skewed 45◦ .
Lenoir [19, p. 360] gives a translation of de Beaune’s original problem and both [19]
α
and [2] show that his geometric question can be expressed analytically by ddyx = y−x .
De Beaune wrote to Mersenne on March 5, 1639 [9] that he was interested in these
inverse-tangent problems for “only one precise aim: to prove that the isochronism of
string vibrations and of pendulum oscillations was independent of the amplitude.”
Goldstine in [2] explains how a variety of similar differential equations, such as
dy 1 1
= x −1 y − y −1 x,
dx 2 2
can be obtained by generalizing the de Beaune equation. These equations evolved into
dy
= ayx m + by r x v ,
dx
which were studied by Jacob Bernoulli in his notebooks Meditationes CCXXXII and
Varia Posthuma XII. They were further generalized to
dy
= P(x)y + Q(x)y r ,
dx
which is what concerns us today. The story of this evolution is fascinating. It involves
l’Hopital sending Jacob’s solution of the original de Beaune equation to Huygens, then
publishing it himself under a pseudonym. (See [2] or [8].)
To place the problem in context, it is helpful to know what techniques were avail-
able for solving ordinary differential equations in 1695. Newton had used series to
(1−n)P(x) d x dw
+ e (1−n)P(x) d x (1 − n)P(x)w = e (1−n)P(x) d x (1 − n)Q(x).
R R R
e
dx
The left side is a total differential d(wµ); integrating gives
Z R
wµ = e (1−n)P(x) d x (1 − n)Q(x) d x,
Leibniz’s solution
Jacob Bernoulli was a mathematician of the first class. Solving his differential equation
was a hard problem. Nonetheless, solutions to his challenge appeared almost immedi-
ately. The first was by Leibniz. Three months after the problem was published, Leibniz
published a solution in the Acta [16].
In the passage in Figure 2, we see the statement of the problem and the claim
that changing variables into “z” reduces the Bernoulli equation to one of the form
· · · dv + · · · v dz + · · · dz = 0. This is a linear differential equation, and Leibniz de-
scribes exactly the technique that we use today. However, we should notice a few
peculiar things about this passage.
Leibniz doesn’t provide the substitution that reduces the problem to a linear differ-
ential equation. He doesn’t even give the coefficient functions, instead leaving ellipses,
so a reader could not figure out the substitution. Leibniz is being deliberately vague.
Leibniz is also guarded about his technique later in this passage. He gives no indi-
cation of how to solve the linear differential equation. Remember that the solution to
linear differential equations was far from well known. Leibniz omits the details on pur-
pose, saying “Such a general equation is reduced to quadrature by me, and has already
been communicated to friends, which I do not think it necessary to explain here. . . ”
The friend that Leibniz refers to is l’Hopital; the technique is in a letter from Leib-
niz to him dated November 27, 1694 [17, p. 257] (see Figure 3). Leibniz defines a
new variable p by the equation dp/ p = n d x. Substitution into the linear differential
equation gives pm d x + y dp + p dy = 0. The second two terms are a product rule
d( py) and so we can integrate to get
Z
pm d x = − py,
which gives the solution for y. It wasn’t uncommon for people to guard their results in
this way, sometimes even hiding their results in ciphers or anagrams!
Finally, it is unclear if Leibniz could give an analytic solution to the resulting linear
differential equation (even if he desired one). The fact that Leibniz used the word
“quadrature” seems to indicate that he was satisfied giving the solution as the area
under a curve.
Despite these issues, in July of 1696 Jacob Bernoulli published a second article
in the Acta [4] announcing that his problem has been solved. Problema beaunianum
universalius conceptum, sive solutio æquationis nupero Decembri propositæ, a dy =
yp d x + by n q d x; cum aliis quibusdam annotatis clearly references the Bernoulli dif-
ferential equation. Bernoulli writes that Leibniz has solved his challenge and connects
his differential equation with the de Beaune equation.
Figure 5 is verbatim from an August 1696 letter from Johann to Leibniz [18, p. 323].
It shows that Johann knew of this technique at least eight months before he published
it. Indeed, Johann wrote to l’Hospital in December 1696 that the equation “ne m’a
donné aucune peine” (it didn’t give me any trouble) [1, p. 265].
The interesting part is that Chapter XII of the Varia Posthuma was written sometime
between September 1694 and June 1696 [6, p. 298]. While Jacob may not have used
his technique to solve his own ‘Bernoulli’ differential equation, nor grasped the power
of applying it generally, it appears that he had the seed of variation of parameters at
least as early as his brother.
Conclusion
All three suspects are guilty of contributing to the solution of the Bernoulli differential
equation. Jacob is convicted for proposing it in print, while Leibniz and Johann each
supplied important ideas. Leibniz knew the technique that we teach today, though he
chose to sequester most of the details. Johann’s solution was variation of parameters
years before Lagrange studied the technique.
Of the who, what, when, where, and why in the history of mathematics, who is
sometimes least important. We hope that re-discovering how to apply variation of pa-
rameters to the Bernoulli and first-order linear equations will influence our teaching.
Acknowledgment. The author thanks several classes that were guinea pigs as he developed
these and other historical modules. In addition, he thanks Jeff Parker, Al Stickney, and es-
pecially Michael Mattison for their many helpful comments. He also thanks the referees and
editor for their many helpful suggestions.
Summary. The Bernoulli brothers, Jacob and Johann, and Leibniz: Any of these might have
been first to solve what is called the Bernoulli differential equation. We explore their ideas and
the chronology of their work, finding out, among other things, that variation of parameters was
used in 1697, 78 years before 1775, when Lagrange introduced it in general.
References
1. E. Aiton, Leibniz on motion in a resisting medium, Archive for History of Exact Sciences 9 (1972) 252–274;
available at http://dx.doi.org/10.1007/BF00327307.
2. Ja. Bernoulli and Jo. Bernoulli, Die Streitschriften von Jacob und Johann Bernoulli, Variationsrechnung,
H. Goldstine, ed., Birkhäuser Verlag Press, Basel, 1991.
3. Ja. Bernoulli, Explicationes, annotationes et additiones ad ea quæin actis superiorum annorum de curva
elastica, isochrona paracentrica, & velaria, hinc inde memorata, & partim controversa leguntur; ubi de linea
mediarum directionum, aliisque novis, Acta Eruditorum Dec (1695) 537–553; available at http://www.
izwtalt.uni-wuppertal.de/repertorium/MS/Acta.html.