How to find the integral of a distribution

control theorydifferential-geometrydynamical systems

I have the following distribution:

$\Delta (x)=\begin{Bmatrix}
\begin{pmatrix}
x_1\\
-x_2\\
0
\end{pmatrix}&\begin{pmatrix}
x_1\\
0\\
-x_3
\end{pmatrix}
\end{Bmatrix}$

and I have found that this distribution is involutive, and so it is also integrable for the Frobenius theorem. Now, I know that since it is integrable, it exists a $\lambda $ such that:

$\frac{\partial \lambda }{\partial x}\Delta (x)=0$

and so:

$\frac{\partial \lambda }{\partial x_1}x_1-\frac{\partial \lambda }{\partial x_2}x_2=0$

$\frac{\partial \lambda }{\partial x_1}x_1-\frac{\partial \lambda }{\partial x_3}x_3=0$

but now, how do I find $\lambda $?

Best Answer

One way to solve such systems is given in the proof of the Frobenius theorem. The proof of sufficiency is constructive; it provides a way to construct a solution. There is, however, an easier way.

A system consisting of one equation can be solved using the method of characteristics. Consider a system consisting of one (first) equation: $$\tag{1} \frac{\partial \lambda }{\partial x_1}x_1-\frac{\partial \lambda }{\partial x_2}x_2=0 $$ Note that on the left side of (1) there is nothing other than the derivative of the function $\lambda(x_1,x_2,x_3)$ along the trajectories of an ode system $$\tag{2} \frac{dx_1}{dt}= x_1\qquad \frac{dx_2}{dt}= -x_2\qquad \frac{dx_3}{dt}= 0 $$ and $\lambda(x_1,x_2,x_3)$ satisfies (1) iff it is a first integral of (2). Let's find the first integrals of(2). $$ dt=\frac{dx_1}{x_1}=\frac{dx_2}{-x_2},\qquad dx_3=0 $$ gives us two first integrals $$ \phi_1(x_1,x_2,x_3)= x_1 x_2,\qquad \phi_2(x_1,x_2,x_3)= x_3. $$ The general solution of (1) consists of all first integrals of (2), i.e. $$ \lambda(x_1,x_2,x_3)=F(\phi_1(x_1,x_2,x_3),\phi_2(x_1,x_2,x_3))= F(x_1x_2,x_3) $$ where $F(\cdot,\cdot)$ is any function of the required order of continuity.

Substitute the obtained general solution into the second equation $$\tag{3} \frac{\partial \lambda }{\partial x_1}x_1-\frac{\partial \lambda }{\partial x_3}x_3=0. $$ Let $\lambda(x_1,x_2,x_3)= F(u,v)$, $u=x_1x_2$, $v=x_3$. Using the chain rule one obtains $$ \frac{\partial\lambda}{\partial x_1}= \frac{\partial F}{\partial u}\frac{\partial u}{\partial x_1}+ \frac{\partial F}{\partial v}\frac{\partial v}{\partial x_1}=\frac{\partial F}{\partial u} x_2 $$ ($\frac{\partial\lambda}{\partial x_2}$ is not needed) $$ \frac{\partial\lambda}{\partial x_3}= \frac{\partial F}{\partial u}\frac{\partial u}{\partial x_3}+ \frac{\partial F}{\partial v}\frac{\partial v}{\partial x_3}=\frac{\partial F}{\partial v}. $$ Substitution into (3) gives us $$ \frac{\partial F}{\partial u} x_2x_1-\frac{\partial F}{\partial v}x_3=0 $$ $$\tag{4} \frac{\partial F}{\partial u} u-\frac{\partial F}{\partial v}v=0 $$ The equation (4) can also be solved using the method of characteristics: $$ \frac{du}{u}=\frac{dv}{-v} $$ implies that $$ F(u,v)= G(uv), $$ where $G(\cdot)$ is any function of the required order of continuity. So, the general solution to the original system is $\lambda(x_1,x_2,x_3)= G(x_1x_2x_3)$.

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