First integral of ODE system

integrationordinary differential equations

I am trying to make sense out of the first integral of non-linear ODE systems.

$\bullet$ Is the first integral only relevant to a certain type of ODE's e.g. autonomous, first order?

$\bullet$ How is the first integral generally defined and/or calculated of say:
$$
\begin{pmatrix}
\dot x\\\dot y
\end{pmatrix}
=
\begin{pmatrix}
x-y\\ xy
\end{pmatrix}
$$

$\bullet$ What can I normally do knowing it (very generally speaking)?

Thanks for your help.

Edit: Concrete problem is given (Open to suggestions)

Best Answer

A first integral is any function that is constant along the solutions of the ODE. Conversely, given a set of first integrals and their values at an initial point, the solution of the ODE has to lie completely in the intersection of the corresponding level hypersurfaces.

In general there is no guarantee that such a thing exists.

There are certain situations where a first integral automatically exists, such in Hamiltonian systems where the energy function is a first integral. The Noether theorem tells that any (Lie-) symmetry provides another first integral, such as momentum and angular momentum for translational and rotational invariance of the equations.

In some other exceptional examples like the minimal Lotka-Volterra system, a first integral can be found and shows that the solutions are periodic on concentric orbits.

In the given example, if you can find an integrating factor for $$ xy\,dx+(y-x)dy=0, $$ then the integral of that would be a first integral.

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