Difference between revisions of "Ostrogradski method"
(Importing text file) |
m (remove linebreak in eqn) |
||
(One intermediate revision by one other user not shown) | |||
Line 1: | Line 1: | ||
− | + | <!-- | |
+ | o0706201.png | ||
+ | $#A+1 = 32 n = 0 | ||
+ | $#C+1 = 32 : ~/encyclopedia/old_files/data/O070/O.0700620 Ostrogradski method | ||
+ | Automatically converted into TeX, above some diagnostics. | ||
+ | Please remove this comment and the {{TEX|auto}} line below, | ||
+ | if TeX found to be correct. | ||
+ | --> | ||
− | + | {{TEX|auto}} | |
+ | {{TEX|done}} | ||
− | + | A method for isolating the algebraic part in indefinite integrals of rational functions. Let $ P( x) $ | |
+ | and $ Q( x) $ | ||
+ | be polynomials with real coefficients, let the degree of $ P( x) $ | ||
+ | be less than the degree of $ Q( x) $, | ||
+ | so that $ P( x)/Q( x) $ | ||
+ | is a proper fraction, let | ||
− | + | $$ \tag{1 } | |
+ | Q( x) = ( x - a _ {1} ) ^ {\alpha _ {1} } \cdots ( x - a _ {r} ) ^ {\alpha _ {r} } | ||
+ | ( x ^ {2} + p _ {1} x + q _ {1} ) ^ {\beta _ {1} } \cdots | ||
+ | ( x ^ {2} + p _ {s} x + q _ {s} ) ^ {\beta _ {s} } , | ||
+ | $$ | ||
− | + | where $ a _ {i} , p _ {j} , q _ {j} $ | |
+ | are real numbers, $ ( p _ {j} ^ {2} /4)- q _ {j} < 0 $, | ||
+ | $ \alpha _ {i} $ | ||
+ | and $ \beta _ {j} $ | ||
+ | are natural numbers, $ i = 1, \dots, r $, | ||
+ | $ j = 1, \dots, s $, | ||
+ | and let | ||
− | + | $$ \tag{2 } | |
+ | \left . \begin{array}{c} | ||
− | + | Q _ {1} ( x) = ( x - a _ {1} ) ^ {\alpha _ {1} - 1 } \cdots ( x - a _ {r} ) ^ {\alpha _ {r} - 1 } ( x ^ {2} + p _ {1} x + q _ {1} ) ^ {\beta _ {1} - 1 } \cdots ( x ^ {2} + p _ {s} x + q _ {s} ) ^ {\beta _ {s} - 1 } , | |
+ | \\ | ||
− | It is important that the polynomials | + | Q _ {2} ( x) = ( x - a _ {1} ) \cdots ( x - a _ {r} ) ( x ^ {2} + p _ {1} x + q _ {1} ) \cdots ( x ^ {2} + p _ {s} x + q _ {s} ). |
+ | |||
+ | \end{array} | ||
+ | \right \} | ||
+ | $$ | ||
+ | |||
+ | Then real polynomials $ P _ {1} ( x) $ | ||
+ | and $ P _ {2} ( x) $ | ||
+ | exist, the degrees of which are respectively less than the degrees $ n _ {1} $ | ||
+ | and $ n _ {2} = r + 2s $ | ||
+ | of the polynomials $ Q _ {1} ( x) $ | ||
+ | and $ Q _ {2} ( x) $, | ||
+ | such that | ||
+ | |||
+ | $$ \tag{3 } | ||
+ | \int\limits | ||
+ | \frac{P(x)}{Q(x)} dx = \ | ||
+ | |||
+ | \frac{P _ {1} ( x) }{Q _ {1} ( x) } | ||
+ | + \int\limits | ||
+ | \frac{P _ {2} ( x) }{Q _ {2} ( x) } | ||
+ | dx. | ||
+ | $$ | ||
+ | |||
+ | It is important that the polynomials $ Q _ {1} ( x) $ | ||
+ | and $ Q _ {2} ( x) $ | ||
+ | can be found without knowing the decomposition (1) of the polynomial $ Q( x) $ | ||
+ | into irreducible factors: The polynomial $ Q _ {1} ( x) $ | ||
+ | is the greatest common divisor of the polynomial $ Q( x) $ | ||
+ | and its derivative $ Q ^ \prime ( x) $ | ||
+ | and can be obtained using the [[Euclidean algorithm|Euclidean algorithm]], while $ Q _ {2} ( x) = Q( x)/Q _ {1} ( x) $. | ||
+ | The coefficients of the polynomials $ P _ {1} ( x) $ | ||
+ | and $ P _ {2} ( x) $ | ||
+ | can be calculated using the method of indefinite coefficients (cf. [[Undetermined coefficients, method of|Undetermined coefficients, method of]]). The Ostrogradski method reduces the problem of the integration of a real rational fraction to the integration of a rational fraction whose denominator has only simple roots; the integral of such a fraction is expressed through transcendental functions: logarithms and arctangents. Consequently, the rational fraction $ P _ {1} ( x)/Q _ {1} ( x) $ | ||
+ | in formula (3) is the algebraic part of the indefinite integral $ \int P( x)/Q( x) dx $. | ||
The method was first published in 1845 by M.V. Ostrogradski (see ). | The method was first published in 1845 by M.V. Ostrogradski (see ). |
Latest revision as of 15:56, 2 March 2022
A method for isolating the algebraic part in indefinite integrals of rational functions. Let $ P( x) $
and $ Q( x) $
be polynomials with real coefficients, let the degree of $ P( x) $
be less than the degree of $ Q( x) $,
so that $ P( x)/Q( x) $
is a proper fraction, let
$$ \tag{1 } Q( x) = ( x - a _ {1} ) ^ {\alpha _ {1} } \cdots ( x - a _ {r} ) ^ {\alpha _ {r} } ( x ^ {2} + p _ {1} x + q _ {1} ) ^ {\beta _ {1} } \cdots ( x ^ {2} + p _ {s} x + q _ {s} ) ^ {\beta _ {s} } , $$
where $ a _ {i} , p _ {j} , q _ {j} $ are real numbers, $ ( p _ {j} ^ {2} /4)- q _ {j} < 0 $, $ \alpha _ {i} $ and $ \beta _ {j} $ are natural numbers, $ i = 1, \dots, r $, $ j = 1, \dots, s $, and let
$$ \tag{2 } \left . \begin{array}{c} Q _ {1} ( x) = ( x - a _ {1} ) ^ {\alpha _ {1} - 1 } \cdots ( x - a _ {r} ) ^ {\alpha _ {r} - 1 } ( x ^ {2} + p _ {1} x + q _ {1} ) ^ {\beta _ {1} - 1 } \cdots ( x ^ {2} + p _ {s} x + q _ {s} ) ^ {\beta _ {s} - 1 } , \\ Q _ {2} ( x) = ( x - a _ {1} ) \cdots ( x - a _ {r} ) ( x ^ {2} + p _ {1} x + q _ {1} ) \cdots ( x ^ {2} + p _ {s} x + q _ {s} ). \end{array} \right \} $$
Then real polynomials $ P _ {1} ( x) $ and $ P _ {2} ( x) $ exist, the degrees of which are respectively less than the degrees $ n _ {1} $ and $ n _ {2} = r + 2s $ of the polynomials $ Q _ {1} ( x) $ and $ Q _ {2} ( x) $, such that
$$ \tag{3 } \int\limits \frac{P(x)}{Q(x)} dx = \ \frac{P _ {1} ( x) }{Q _ {1} ( x) } + \int\limits \frac{P _ {2} ( x) }{Q _ {2} ( x) } dx. $$
It is important that the polynomials $ Q _ {1} ( x) $ and $ Q _ {2} ( x) $ can be found without knowing the decomposition (1) of the polynomial $ Q( x) $ into irreducible factors: The polynomial $ Q _ {1} ( x) $ is the greatest common divisor of the polynomial $ Q( x) $ and its derivative $ Q ^ \prime ( x) $ and can be obtained using the Euclidean algorithm, while $ Q _ {2} ( x) = Q( x)/Q _ {1} ( x) $. The coefficients of the polynomials $ P _ {1} ( x) $ and $ P _ {2} ( x) $ can be calculated using the method of indefinite coefficients (cf. Undetermined coefficients, method of). The Ostrogradski method reduces the problem of the integration of a real rational fraction to the integration of a rational fraction whose denominator has only simple roots; the integral of such a fraction is expressed through transcendental functions: logarithms and arctangents. Consequently, the rational fraction $ P _ {1} ( x)/Q _ {1} ( x) $ in formula (3) is the algebraic part of the indefinite integral $ \int P( x)/Q( x) dx $.
The method was first published in 1845 by M.V. Ostrogradski (see ).
References
[1a] | M.V. Ostrogradski, Bull. Sci. Acad. Sci. St. Petersburg , 4 : 10–11 (1845) pp. 145–167 |
[1b] | M.V. Ostrogradski, Bull. Sci. Acad. Sci. St. Petersburg , 4 : 18–19 (1845) pp. 286–300 |
Ostrogradski method. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Ostrogradski_method&oldid=18118