∑On Analysis: On Differentials

"But just as much as it is easy to find the differential of a given quantity, so it is difficult to find the integral of a given differential. Moreover, sometimes we cannot say with certainty whether the integral of a given quantity can be found or not." (Johann I Bernoulli, cca. 1691–1692

"Since the nature of differentials […] consists in their being infinitely small and infinitely changeable up to zero, in being only quantitates evanescentes, evanescentia divisibilia, they will be always smaller than any given quantity whatsoever. In fact, some difference which one can assign between two magnitudes which only differ by a differential, the continuous and imperceptible variability of that infinitely small differential, even at the very point of becoming zero, always allows one to find a quantity less than the proposed difference." (Johann Bernoulli, cca. 1692–1702)

"It is easy to see at first glance that the rule of the differential calculus which consists in equating to zero the differential of the expression of which one seeks a maximum or a minimum, obtained by letting the unknown of that expression vary, gives the same result, because it is the same fundamentally and the terms one neglects as infinitely small in the differential calculus are those which are suppressed as zeroes in the procedure of Fermat. His method of tangents depends on the same principle. In the equation involving the abscissa and ordinate which he calls the specific property of the curve, he augments or diminishes the abscissa by an indeterminate quantity and he regards the new ordinate as belonging both to the curve and to the tangent; this furnishes him with an equation which he treats as that for a case of a maximum or a minimum." (Joseph-Louis Lagrange, "Leçons sur le calcul des fonctions", 1806)

"It was long accepted as a fact that a metrical character could be described by means of a quadratic differential form, but the fact was not clearly understood. Riemann many years ago pointed out that the metrical groundform might, with equal right, essentially, be a homogeneous function of the fourth order in the differentials, or even a function built up in some other way. and that it need not even depend rationally on the differentials. But we dare not stop even at that point." (Hermann Weyl, "Space, Time, Matter", 1922)

"The conception of tensors is possible owing to the circumstance that the transition from one co-ordinate system to another expresses itself as a linear transformation in the differentials. One here uses the exceedingly fruitful mathematical device of making a problem "linear" by reverting to infinitely small quantities." (Hermann Weyl, "Space - Time - Matter", 1922)

"Mathematicians call this combination [space and time] a quadratic form of the differentials of four variables, but we may call it more briefly, with Minkowski, ‘the Universe’." (Émile Borel, "Space and Time", 1926)

"The great advantage of infinitesimals in general and differentials in particular is that they make calculations easier. They provide shortcuts. They free the mind for more imaginative thought, just as algebra did for geometry in an earlier era. […] The only thing wrong with infinitesimals is that they don’t exist, at least not within the system of real numbers." (Steven H Strogatz, "Infinite Powers: The Story of Calculus - The Most Important Discovery in Mathematics", 2019)

"But just as much as it is easy to find the differential of a given quantity, so it is difficult to find the integral of a given differential. Moreover, sometimes we cannot say with certainty whether the integral of a given quantity can be found or not." (Johann I Bernoulli [attributed]) 

On Differential Equations (1925-1949)

"It seems to be the impression among students that mathematical physics consists in deriving a large number of partial differential equations and then solving them, individually, by an assortment of special mutually unrelated devices. It has not been made clear that there is any underlying unity of method and one has often been left entirely in the dark as to what first suggested a particular device to the mind of its inventor." (Arthur G Webster, "Partial Differential Equations of Mathematical Physics", 1927)

"Scientific laws, when we have reason to think them accurate, are different in form from the common-sense rules which have exceptions: they are always, at least in physics, either differential equations or statistical averages." (Bertrand Russell, "The Analysis of Matter", 1927)

"Men have fallen in love with statues and pictures. I find it easier to imagine a man falling in love with a differential equation, and I am inclined to think that some mathematicians have done so. Even in a nonmathematician like myself, some differential equations evoke fairly violent physical sensations to those described by Sappho and Catallus when viewing their mistresses. Personally, I obtain an even greater 'kick' from finite difference equations, which are perhaps more like those which an up-to-date materialist would use to describe human behavior." (John B S Haldane, "The Inequality of Man and Other Essays", 1932)

"The method of successive approximations is often applied to proving existence of solutions to various classes of functional equations; moreover, the proof of convergence of these approximations leans on the fact that the equation under study may be majorised by another equation of a simple kind. Similar proofs may be encountered in the theory of infinitely many simultaneous linear equations and in the theory of integral and differential equations. Consideration of semiordered spaces and operations between them enables us to easily develop a complete theory of such functional equations in abstract form." (Leonid V Kantorovich, "On one class of functional equations", 1936)

"Matter-of-fact is an abstraction, arrived at by confining thought to purely formal relations which then masquerade as the final reality. This is why science, in its perfection, relapses into the study of differential equations. The concrete world has slipped through the meshes of the scientific net." (Alfred N Whitehead, "Modes of Thought", 1938)

"The emphasis on mathematical methods seems to be shifted more towards combinatorics and set theory - and away from the algorithm of differential equations which dominates mathematical physics." (John von Neumann & Oskar Morgenstern, "Theory of Games and Economic Behavior", 1944

"In order to solve a differential equation you look at it till a solution occurs to you." (George Pólya, "How to Solve It: A New Aspect of Mathematical Method", 1945)

"The emphasis on mathematical methods seems to be shifted more towards combinatorics and set theory - and away from the algorithm of differential equations which dominates mathematical physics." (John von Neumann & Oskar Morgenstern, "Theory of Games and Economic Behavior", 1947)

"For at least two centuries, solving differential equations to answer physical problems has been a main job for mathematicians. Mathematics is supposed to be logical, and perhaps you would think this would be easy. But mathematicians have been unable to solve a great many differential equations; only here and there, as if by accident, could they solve one. So they often wished for better methods in order to make the job easier." (Edmund C Berkeley, "Giant Brains or Machines that Think", 1949)

"If God has made the world a perfect mechanism, He has at least conceded so much to our imperfect intellect that in order to predict little parts of it, we need not solve innumerable differential equations, but can use dice with fair success." (Max Born, "Albert Einstein: Philosopher-Scientist", 1949)

On Differential Equations (2000-)

"Even if our cognitive maps of causal structure were perfect, learning, especially double-loop learning, would still be difficult. To use a mental model to design a new strategy or organization we must make inferences about the consequences of decision rules that have never been tried and for which we have no data. To do so requires intuitive solution of high-order nonlinear differential equations, a task far exceeding human cognitive capabilities in all but the simplest systems."  (John D Sterman, "Business Dynamics: Systems thinking and modeling for a complex world", 2000)

"Faced with the overwhelming complexity of the real world, time pressure, and limited cognitive capabilities, we are forced to fall back on rote procedures, habits, rules of thumb, and simple mental models to make decisions. Though we sometimes strive to make the best decisions we can, bounded rationality means we often systematically fall short, limiting our ability to learn from experience." (John D Sterman, "Business Dynamics: Systems thinking and modeling for a complex world", 2000)

"Following the traditional classification in the field of control systems, a system that describes the input-output behavior in a way similar to a mathematical mapping without involving a differential operator or equation is called a static system. In contrast, a system described by a differential operator or equation is called a dynamic system." (Guanrong Chen & Trung Tat Pham, "Introduction to Fuzzy Sets, Fuzzy Logic, and Fuzzy Control Systems", 2001)

"Differential equations provide, then, some of the deepest links between mathematics and the physical world." (David Acheson, "1089 and All That: A Journey into Mathematics", 2002)

"Thanks to the uniqueness of solutions of ordinary differential equations, in particular for the geodesic equations, periodicity of a geodesic occurs precisely when the geodesic is a loop with the same initial and final velocity. Using the point of view from the unit tangent bundle, and the notion of geodesic flow, the periodic geodesics are precisely the periodic flow lines of the geodesic flow. Note that a periodic geodesic is permitted self-intersections. Those without self-intersections are called simple." (Marcel Berger, "A Panoramic View of Riemannian Geometry", 2003)

"If you assume continuity, you can open the well-stocked mathematical toolkit of continuous functions and differential equations, the saws and hammers of engineering and physics for the past two centuries (and the foreseeable future)." (Benoît Mandelbrot, "The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward", 2004)

"[…] mathematicians complain when physicists leap over technicalities, such as throwing away terms they don’t like in differential equations. […] Mathematicians worry about justifying […] approximations and spend a lot of effort coping with paranoid delusions […] Mathematicians cherish the rare moments where physicists’ leaps of faith get them into trouble. […] While it is fun to point out physicists’ errors, it is much more satisfying when wediscover something that they don’t know." (Rick Durrett, "Random Graph Dynamics", 2006)

"A population that grows logistically, initially increases exponentially; then the growth lows down and eventually approaches an upper bound or limit. The most well-known form of the model is the logistic differential equation." (Linda J S Allen, "An Introduction to Mathematical Biology", 2007)

"Partial differential equations arise in biological systems because the quantity being modeled not only changes continuously with respect to time but changes continuously with respect to another variable such as age or spatial location." (Linda J S Allen, "An Introduction to Mathematical Biology", 2007)

"The dichotomy of mathematical vs. statistical modeling says more about the culture of modeling and how different disciplines go about thinking about models than about how we should actually model ecological systems. A mathematician is more likely to produce a deterministic, dynamic process model without thinking very much about noise and uncertainty (e.g. the ordinary differential equations that make up the Lotka-Volterra predator prey model). A statistician, on the other hand, is more likely to produce a stochastic but static model, that treats noise and uncertainty carefully but focuses more on static patterns than on the dynamic processes that produce them (e.g. linear regression)." (Ben Bolker, "Ecological Models and Data in R", 2007)

"Differential equations have found their way into all areas of physics from the motion of planets around the Sun to standing waves on a rope or a drum, to electrical properties of conductors, and the behavior of electromagnetic fields and beyond. As is always the case, no mathematics can draw more attention than that which deals directly with Nature. The urgency of finding solutions to these differential equations prompted many mathematicians of the latter part of the eighteenth and the beginning of the nineteenth centuries to concentrate heavily on certain specific differential equations. It appeared that every differential equation dictated by Nature gave rise to a new function. The most common scheme for solving these differential equations was to assume a power series solution, substitute the assumed solution in the differential equation, and determine the (unknown) coefficients from the resulting equality of power series." (Sadri Hassani, "Mathematical Methods: For Students of Physics and Related Fields", 2009)

"The standard view among most theoretical physicists, engineers and economists is that mathematical models are syntactic (linguistic) items, identified with particular systems of equations or relational statements. From this perspective, the process of solving a designated system of (algebraic, difference, differential, stochastic, etc.) equations of the target system, and interpreting the particular solutions directly in the context of predictions and explanations are primary, while the mathematical structures of associated state and orbit spaces, and quantity algebras – although conceptually important, are secondary." (Zoltan Domotor, "Mathematical Models in Philosophy of Science" [Mathematics of Complexity and Dynamical Systems, 2012])

"Complex systems defy intuitive solutions. Even a third-order, linear differential equation is unsolvable by inspection. Yet, important situations in management, economics, medicine, and social behavior usually lose reality if simplified to less than fifth-order nonlinear dynamic systems. Attempts to deal with nonlinear dynamic systems using ordinary processes of description and debate lead to internal inconsistencies. Underlying assumptions may have been left unclear and contradictory, and mental models are often logically incomplete. Resulting behavior is likely to be contrary to that implied by the assumptions being made about' underlying system structure and governing policies." (Jay W Forrester, "Modeling for What Purpose?", The Systems Thinker Vol. 24 (2), 2013)

"That’s where boundary conditions come in. A boundary condition 'ties down' a function or its derivative to a specified value at a specified location in space or time. By constraining the solution of a differential equation top satisfy the boundary condition(s), you may be able to determine the value of the function or its derivatives at other locations. We say 'may' because boundary conditions that are not well-posed may provide insufficient or contradictory information." (Daniel Fleisch & Laura Kinnaman, "A Student’s Guide to Waves", 2015)

"When you encounter the classical wave equation, it’s likely to be accompanied by some or all of the words 'linear, homogeneous, second-order partial differential equation'. You may also see the word 'hyperbolic' included in the list of adjectives. Each of these terms has a very specific mathematical meaning that’s an important property of the classical wave equation. But there are versions of the wave equation to which some of these words don’t apply, so it’s useful to spend some time understanding them." (Daniel Fleisch & Laura Kinnaman, "A Student’s Guide to Waves", 2015)

"The important point about e is that an exponential function with this base grows at a rate precisely equal to the function itself. Let me say that again. The rate of growth of ex is ex itself. This marvelous property simplifies all calculations about exponential functions when they are expressed in base e. No other base enjoys this simplicity. Whether we are working with derivatives, integrals, differential equations, or any of the other tools of calculus, exponential functions expressed in base e are always the cleanest, most elegant, and most beautiful." (Steven H Strogatz, "Infinite Powers: The Story of Calculus - The Most Important Discovery in Mathematics", 2019)

On Differential Forms

"Before the development of the theory of relativity it was known the principle of energy and momentum could be expressed in a differential form for the electromagnetic field. The four-dimensional formulation of these principles leads to an important conception, that of the energy tensor, which is important of the further development of the theory of relativity." (Albert Einstein, "The Meaning of Relativity", 1922)

"It was long accepted as a fact that a metrical character could be described by means of a quadratic differential form, but the fact was not clearly understood. Riemann many years ago pointed out that the metrical groundform might, with equal right, essentially, be a homogeneous function of the fourth order in the differentials, or even a function built up in some other way. and that it need not even depend rationally on the differentials. But we dare not stop even at that point." (Hermann Weyl," Space, Time, Matter", 1922)

"In order to get insight in differential geometry, use differential forms and employ their invariance properties." (Eberhard Zeidler, "Quantum Field Theory I: Gauge Theory", 2006)

"In order to define boundary and establish compactness properties, it will be useful to view our rectifiable sets as currents - that is, linear functionals on smooth differential forms (named by analogy with electrical currents with a kind of direction as well as magnitude at a point). The action of an oriented rectifiable set S on a differential form ϕ is given by integrating the form ϕ over the set [...] Currents thus associated with certain rectifiable sets, with integer multiplicities, will be called rectifiable currents. The larger class of normal currents will allow for real multiplicities and smoothing." (Frank Morgan, "Geometric Measure Theory: A Beginner’s Guide" 4th. Ed., 2009)

"An affine space is a space of objects called points such that, after arbitrarily taking a point to play the role of zero, we can establish a one-to-one correspondence between its points and the vectors of a vector space, called its associated vector space. If the vector space is Euclidean, the affine space is called Euclideanspace (i.e. without 'vector' between the words 'Euclidean' and 'space'). The study of affine and Euclidean space is geometry." (José G Vargas, "Differential Geometry for Physicists and Mathematicians: Moving frames and differential forms from Euclid past Riemann", 2014)

"There is a great virtue in calculus of differential forms. It is appropriate for differentiation in general spaces known as differentiable manifolds, which, in general, lack a metric and a connection or rule to compare vectors at different points. We must, however, have a concept of continuity in the space in question, which eliminates automatically discrete sets of points. The set must be such that regions of the same can be represented unequivocally by open sets of n-tuples of real numbers (it could also be complex numbers [...]). The openness of the set has to do with the behavior at the borders of the region." (José G Vargas, "Differential Geometry for Physicists and Mathematicians: Moving frames and differential forms from Euclid past Riemann", 2014)

"Vector calculus is horrible for several reasons. One of them is that its curl is based on the vector product. So, we do not have a curl in other dimensions. Another reason is that it uses tangent vectors where it should use differential forms. One more is that it often uses more structure than needed to solve a problem, say a metric structure. Still another one is that one can do so little with it that it has to be complemented with all the other calculi that we also think of replacing with differential forms. The Kähler calculus - based on Clifford algebra of differential forms - replaces tangent vectors and tangent-valued operators with differential forms whose coefficients are respectively functions and operators." (José G Vargas, "Differential Geometry for Physicists and Mathematicians: Moving frames and differential forms from Euclid past Riemann", 2014)

♾️On Complex Numbers XVIII

"I consider it as one of the most important steps made by Analysis in the last period, that of not being bothered any more by imaginary quantities, and to be able to submit them to calculus, in the same way as the real ones." (Joseph-Louis de Lagrange, [letter to Antonio Lorgna] 1777)

"What should one understand by ∫ ϕx · dx for x = a + bi? Obviously, if we want to start from clear concepts, we have to assume that x passes from the value for which the integral has to be 0 to x = a + bi through infinitely small increments (each of the form x = a + bi), and then to sum all the ϕx · dx. Thereby the meaning is completely determined. However, the passage can take placein infinitely many ways: Just like the realm of all real magnitudes can be conceived as an infinite straight line, so can the realm of all magnitudes, real and imaginary, be made meaningful by an infinite plane, in which every point, determined by abscissa = a and ordinate = b, represents the quantity a+bi. The continuous passage from one value of x to another a+bi then happens along a curve and is therefore possible in infinitely many ways. I claim now that after two different passages the integral ∫ ϕx · dx acquires the same value when ϕx never becomes equal to ∞ in the region enclosed by the two curves representing the two passages." (Carl F Gauss, [letter to Bessel] 1811)

"Without doubt one of the most characteristic features of mathematics in the last century is the systematic and universal use of the complex variable. Most of its great theories received invaluable aid from it, and many owe their very existence to it." (James Pierpont, "History of Mathematics in the Nineteenth Century", Congress of Arts and Sciences Vol. 1, 1905)

"There is thus a possibility that the ancient dream of philosophers to connect all Nature with the properties of whole numbers will some day be realized. To do so physics will have to develop a long way to establish the details of how the correspondence is to be made. One hint for this development seems pretty obvious, namely, the study of whole numbers in modern mathematics is inextricably bound up with the theory of functions of a complex variable, which theory we have already seen has a good chance of forming the basis of the physics of the future. The working out of this idea would lead to a connection between atomic theory and cosmology." (Paul A M Dirac, [Lecture delivered on presentation of the James Scott prize] 1939)

"The real numbers are one of the most audacious idealizations made by the human mind, but they were used happily for centuries before anybody worried about the logic behind them. Paradoxically, people worried a great deal about the next enlargement of the number system, even though it was entirely harmless. That was the introduction of square roots for negative numbers, and it led to the 'imaginary' and 'complex' numbers. A professional mathematican should never leave home without them […]" (Ian Stewart, "Nature's Numbers: The unreal reality of mathematics", 1995)

"Beyond the theory of complex numbers, there is the much greater and grander theory of the functions of a complex variable, as when the complex plane is mapped to the complex plane, complex numbers linking themselves to other complex numbers. It is here that complex differentiation and integration are defined. Every mathematician in his education studies this theory and surrenders to it completely. The experience is like first love." (David Berlinski, "Infinite Ascent: A short history of mathematics", 2005)

"Algebraic geometry uses the geometric intuition which arises from looking at varieties over the complex and real case to deduce important results in arithmetic algebraic geometry where the complex number field is replaced by the field of rational numbers or various finite number fields." (Raymond O Wells Jr, "Differential and Complex Geometry: Origins, Abstractions and Embeddings", 2017)

"The primary aspects of the theory of complex manifolds are the geometric structure itself, its topological structure, coordinate systems, etc., and holomorphic functions and mappings and their properties. Algebraic geometry over the complex number field uses polynomial and rational functions of complex variables as the primary tools, but the underlying topological structures are similar to those that appear in complex manifold theory, and the nature of singularities in both the analytic and algebraic settings is also structurally very similar." (Raymond O Wells Jr, "Differential and Complex Geometry: Origins, Abstractions and Embeddings", 2017)

"The very idea of raising a number to an imaginary power may well have seemed to most of the era’s mathematicians like asking the ghost of a late amphibian to jump up on a harpsichord and play a minuet." (David Stipp, "A Most Elegant Equation: Euler's Formula and the Beauty of Mathematics", 2017)

"Today it’s easy to see the beauty of i, thanks, among other things, to its prominence in mathematics’ most beautiful equation. Thus, it may seem strange that it was once regarded as akin to a small waddling gargoyle. Indeed, the simplicity of its definition suggests unpretentious elegance: i is just the square root of −1. But as with many definitions in mathematics, i’s is fraught with provocative implications, and the ones that made it a star in mathematics weren’t apparent until long after it first came on the scene." (David Stipp, "A Most Elegant Equation: Euler's Formula and the Beauty of Mathematics", 2017)

On Differential Equations (1975-1999)

"A system may be specified in either of two ways. In the first, which we shall call a state description, sets of abstract inputs, outputs and states are given, together with the action of the inputs on the states and the assignments of outputs to states. In the second, which we shall call a coordinate description, certain input, output and state variables are given, together with a system of dynamical equations describing the relations among the variables as functions of time. Modern mathematical system theory is formulated in terms of state descriptions, whereas the classical formulation is typically a coordinate description, for example a system of differential equations." (E S Bainbridge, "The Fundamental Duality of System Theory", 1975)

"General systems theory deals with the most fundamental concepts and aspects of systems. Many theories dealing with more specific types of systems (e. g., dynamical systems, automata, control systems, game-theoretic systems, among many others) have been under development for quite some time. General systems theory is concerned with the basic issues common to all these specialized treatments. Also, for truly complex phenomena, such as those found predominantly in the social and biological sciences, the specialized descriptions used in classical theories (which are based on special mathematical structures such as differential or difference equations, numerical or abstract algebras, etc.) do not adequately and properly represent the actual events. Either because of this inadequate match between the events and types of descriptions available or because of the pure lack of knowledge, for many truly complex problems one can give only the most general statements, which are qualitative and too often even only verbal. General systems theory is aimed at providing a description and explanation for such complex phenomena." (Mihajlo D. Mesarovic & Yasuhiko Takahare, "General Systems Theory: Mathematical foundations", 1975)

"The chief difficulty of modern theoretical physics resides not in the fact that it expresses itself almost exclusively in mathematical symbols, but in the psychological difficulty of supposing that complete nonsense can be seriously promulgated and transmitted by persons who have sufficient intelligence of some kind to perform operations in differential and integral calculus […]" (Celia Green, "The Decline and Fall of Science", 1976)

"Dynamical systems have two kinds of classical attractors which persist under small perturbations of the differential equations. These are the stable equilibria and the stable nontrivial periodic solutions or oscillators. An important development of recent times is a new kind of attractor which is robust in the sense that its properties persist under perturbations of the differential equation (it is structurally stable). These new attractors are sometimes called strange attractors." (Steven Smale, "On the Problem of Reviving the Ergodic Hypothesis of Boltzmann and Birkhoff", [in "The Mathematics of Time"] 1980)

"In fact, in all those cases in which the initial state is given with limited precision (if we assume that the space-time is continuous this is always the case because a generic point turns out to be completely specified only by an infinite amount of information, for example by an infinite string of numbers), we can observe a situation in which, when time becomes large, two trajectories emerge from the 'same' initial point. So, even though there is a deterministic situation from a mathematical point of view (the uniqueness theorem for ordinary differential equations is not in question), nevertheless the exponential growth of errors makes the time evolution self-independent from its past history and then nondeterministic in any practical sense." (David Ruelle, "Chaotic Evolution and Strange Attractors: The statistical analysis of time series for deterministic nonlinear systems", 1989)

"The successes of the differential equation paradigm were impressive and extensive. Many problems, including basic and important ones, led to equations that could be solved. A process of self-selection set in, whereby equations that could not be solved were automatically of less interest than those that could." (Ian Stewart, "Does God Play Dice? The Mathematics of Chaos", 1989)

"There are at least three (overlapping) ways that mathematics may contribute to science. The first, and perhaps the most important, is this: Since the mathematical universe of the mathematician is much larger than that of the physicist, mathematicians are able to go beyond existing frameworks and see geometrical or analytic structures unavailable to tie physicist. Instead of using the particular equations used previously to describe reality, a mathematician has at his disposal an unused world of differential equations, to be studied with no a priori constraints. New scientific phenomena, new discoveries, may thus generated. Understanding of the present knowledge may be deepened via the corresponding deductions. [...] The second way [...] has to do with the consolidation of new physical ideas. One may express this as the proof of consistency of physical theories. [...] mathematical foundations of quantum mechanics with Hilbert space, its operator theory, and corresponding differential equations. [...] The third way [...] is by describing reality in mathematical terms, or by simply constructing a mathematical model." (Steven Smale, "What is chaos?", 1990)

"The study of changes in the qualitative structure of the flow of a differential equation as parameters are varied is called bifurcation theory. At a given parameter value, a differential equation is said to have stable orbit structure if the qualitative structure of the flow does not change for sufficiently small variations of the parameter. A parameter value for which the flow does not have stable orbit structure is called a bifurcation value, and the equation is said to be at a bifurcation point." (Jack K Hale & Hüseyin Kocak, "Dynamics and Bifurcations", 1991)

"What is the origin of the urge, the fascination that drives physicists, mathematicians, and presumably other scientists as well? Psychoanalysis suggests that it is sexual curiosity. You start by asking where little babies come from, one thing leads to another, and you find yourself preparing nitroglycerine or solving differential equations. This explanation is somewhat irritating, and therefore probably basically correct." (David Ruelle, "Chance and Chaos", 1991)

"Virtually all mathematical theorems are assertions about the existence or nonexistence of certain entities. For example, theorems assert the existence of a solution to a differential equation, a root of a polynomial, or the nonexistence of an algorithm for the Halting Problem. A platonist is one who believes that these objects enjoy a real existence in some mystical realm beyond space and time. To such a person, a mathematician is like an explorer who discovers already existing things. On the other hand, a formalist is one who feels we construct these objects by our rules of logical inference, and that until we actually produce a chain of reasoning leading to one of these objects they have no meaningful existence, at all." (John L Casti, "Reality Rules: Picturing the world in mathematics" Vol. II, 1992)

"Dynamical systems that vary continuously, like the pendulum and the rolling rock, and evidently the pinball machine when a ball’s complete motion is considered, are technically known as flows. The mathematical tool for handling a flow is the differential equation. A system of differential equations amounts to a set of formulas that together express the rates at which all of the variables are currently changing, in terms of the current values of the variables." (Edward N Lorenz, "The Essence of Chaos", 1993)

"Dynamical systems that vary in discrete steps […] are technically known as mappings. The mathematical tool for handling a mapping is the difference equation. A system of difference equations amounts to a set of formulas that together express the values of all of the variables at the next step in terms of the values at the current step. […] For mappings, the difference equations directly express future states in terms of present ones, and obtaining chronological sequences of points poses no problems. For flows, the differential equations must first be solved. General solutions of equations whose particular solutions are chaotic cannot ordinarily be found, and approximations to the latter are usually determined by numerical methods." (Edward N Lorenz, "The Essence of Chaos", 1993)

"Mathematicians typically do not feel that they have completely solved a system of differential equations until they have written down a general solution - a set of formulas giving the value of each variable at every time, in terms of the supposedly known values at some initial time." (Edward N Lorenz, "The Essence of Chaos", 1993)

"Maxwell's equations are differential equations for the electric (E) and magnetic (H) field vectors because these fields, at every point in space, for every instant of time, can be related to the fields at nearby points in space and time. They are partial differential equations because there are multiple independent variables, i.e., time, and at least one space variable." (Paul J Nahin, "The Science of Radio", 1995)

"What Maxwell expressed mathematically in his famous set of partial differential equations is (1) electric lines of force are created either by electric charge or by time-varying magnetic fields, and (2) magnetic lines of force are created either by currents (moving electric charge) or by time-varying electric fields. The last half of (2) is uniquely Maxwell, as it represents his famous displacement current. That a time-varying electric field in space could produce a magnetic field, just like a conduction current in a wire, was an audacious statement by Maxwell because at that time there simply was not the slightest experimental evidence for it." (Paul J Nahin, "The Science of Radio", 1995)

"Real dynamical problems typically involve nonlinear differential equations of second order, but these often simplify greatly if we investigate small oscillations about a position of equilibrium. Coupled oscillators are particularly interesting, an early example being the double pendulum, first studied by Euler and Daniel Bernoulli in the 1730s." (David Acheson, "From Calculus to Chaos: An Introduction to Dynamics", 1997)

"The results of mathematics are seldom directly applied; it is the definitions that are really useful. Once you learn the concept of a differential equation, you see differential equations all over, no matter what you do. This you cannot see unless you take a course in abstract differential equations. What applies is the cultural background you get from a course in differential equations, not the specific theorems. If you want to learn French, you have to live the life of France, not just memorize thousands of words. If you want to apply mathematics, you have to live the life of differential equations. When you live this life, you can then go back to molecular biology with a new set of eyes that will see things you could not otherwise see." (Gian-Carlo Rota, "Indiscrete Thoughts", 1997)

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On Continuity XI (Thought II)

"The function of man’s highest faculty, his reason, consists precisely of the continuous limitation of infinity, the breaking up of infinity into convenient, easily digestible portions - differentials. This is precisely what lends my field, mathematics, its divine beauty." (Yevgeny Zamiatin, "We", 1924)

"Rationality consists [of] the continuous adaptation of our language to our continually expanding world, and metaphor is one of the chief means by which this is accomplished." (Mary B Hesse, "Models and Analogies in Science", 1966)

"Truth is a totality, the sum of many overlapping partial images. History, on the other hand, sacrifices totality in the interest of continuity." (Edmund Leach, "Brain-Twister", 1967)

"[…] the distinction between rigorous thinking and more vague ‘imaginings’; even in mathematics itself, all is not a question of rigor, but rather, at the start, of reasoned intuition and imagination, and, also, repeated guessing. After all, most thinking is a synthesis or juxtaposition of advances along a line of syllogisms - perhaps in a continuous and persistent 'forward' movement, with searching, so to speak ‘sideways’, in directions which are not necessarily present from the very beginning and which I describe as ‘sending out exploratory patrols’ and trying alternative routes." (Stanislaw M Ulam, "Adventures of a Mathematician", 1976)

"I shall here present the view that numbers, even whole numbers, are words, parts of speech, and that mathematics is their grammar. Numbers were therefore invented by people in the same sense that language, both written and spoken, was invented. Grammar is also an invention. Words and numbers have no existence separate from the people who use them. Knowledge of mathematics is transmitted from one generation to another, and it changes in the same slow way that language changes. Continuity is provided by the process of oral or written transmission." (Carl Eckart, "Our Modern Idol: Mathematical Science", 1984)

"To form a mental picture of the event, the knowledge developer attempts to integrate his or her perception of the situation with the expert’s perception. That mental picture is then recorded. What happens is a continuous shuttle process; the knowledge developer mentally moves back and forth from the initial impression of the event to the later evaluation of the event. What is finally recorded is the evaluation made during this retrospective period. Because a time lapse can make details of a situation less clear, the information is not always valid." (Elias M Awad, "Knowledge Management", 2003)

"It is from this continuousness of thought and perception that the scientist, like the writer, receives the crucial flash of insight out of which a piece of work is conceived and executed. And the scientist (again like the writer) is grateful when the insight comes, because insight is the necessary catalyst through which the abstract is made concrete, intuition be given language, language provides specificity, and real work can go forward." (Vivian Gornick, "Women in Science: Then and Now", 2009)

On Differential Equations (1950-1974)

"Part of the charm in solving a differential equation is in the feeling that we are getting something for nothing. So little information appears to go into the solution that there is a sense of surprise over the extensive results that are derived." (George R Stibitz & Jules A Larrivee, "Mathematics and Computers", 1957)

"Finite systems of deterministic ordinary nonlinear differential equations may be designed to represent forced dissipative hydrodynamic flow. Solutions of these equations can be identified with trajectories in phase space. For those systems with bounded solutions, it is found that nonperiodic solutions are ordinarily unstable with respect to small modifications, so that slightly differing initial states can evolve into considerably different states. Systems with bounded solutions are shown to possess bounded numerical solutions. (Edward N Lorenz, "Deterministic Nonperiodic Flow", Journal of the Atmospheric Science 20, 1963)

"We completely agree that description by differential equations is not only a clumsy but, in principle, inadequate way to deal with many problems of organization." (Ludwig von Bertalanffy, "General System Theory", 1968)

"My definition of global analysis is simply the study of differential equations, both ordinary and partial, on manifolds and vector space bundles. Thus one might consider global analysis as differential equations from a global, or topological point of view." (Steven Smale, "What is global analysis?", American Mathematical Monthly Vol. 76 (1), 1969)

"To abstract the qualitative features of a differential equation on M, the concept of a phase portrait become important. Usually the phase portrait means the picture of the solution curves of the differential equation. [...] Then two differential equations on M have the same phase portrait if they are topologically equivalent. A definition of phase portrait is thus a topological  equivalence class of differential equations on M. A main goal of the qualitative study of ordinary differential equations is to obtain information on the phase portrait of differential equations." (Steven Smale, "What is global analysis?", American Mathematical Monthly Vol. 76 (1), 1969)

"A fairly general procedure for mathematical study of a physical system with explication of the space of states of that system. Now this space of states could reasonably be one of a number of mathematical objects. However, in my mind, a principal candidate For the state space should be a differentiable manifold; and in case the has a finite number of degrees of freedom, then this will be a finite dimensional manifold. Usually associated with physical is the notion of how a state progresses in time. The corresponding object is a dynamical system or a first order ordinary differential equation on the manifold of states." (Stephen Smale, "Personal perspectives on mathematics and mechanics", 1971)

"[A] system is represented by a mathematical model which may take many forms, such as algebraic equations, finite state machines, difference equations, ordinary differential equations, partial differential equations, and functional equations. The system model may be uncertain, as the mathematical model may not be known completely." (Fred C Scweppe, "Uncertain dynamic systems", 1973)

"Generally speaking, when a mathematician introduces a new term, he ordinarily pays little attention to whether it has a contrasting term to go with it. For instance, there is a class of ordinary differential equations but there are no 'extraordinary' differential equations. Actually, ordinary differential equations are equations in one independent variable, whereas differential equations involving many independent variables are termed partial differential equations and not extraordinary differential equations. [...] Of course, when introducing new terms, one should be guided by something more than vanity. The objects and phenomena under consideration must be important enough and the class of phenomena or objects should merit having a new term to describe them." (Yakov Khurgin, "Did You Say Mathematics?", 1974)

"It is well known that an initial value problem for a nonlinear ordinary differential equation may very well fail to have a solution for all time; the solution may blow up after a finite time. The same is true for quasi-linear hyperbolic partial differential equations: solutions may break down after a finite time when their first derivatives blow up." (Peter D Lax, "Hyperbolic Systems of Conservation Laws and the Mathematical Theory of Shock Waves", 1974)

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On Linearity I

"Today it is no longer questioned that the principles of the analysts are the more far-reaching. Indeed, the synthesists lack two things in order to engage in a general theory of algebraic configurations: these are on the one hand a definition of imaginary elements, on the other an interpretation of general algebraic concepts. Both of these have subsequently been developed in synthetic form, but to do this the essential principle of synthetic geometry had to be set aside. This principle which manifests itself so brilliantly in the theory of linear forms and the forms of the second degree, is the possibility of immediate proof by means of visualized constructions." (Felix Klein, "Riemannsche Flächen", 1906)

"The conception of tensors is possible owing to the circumstance that the transition from one co-ordinate system to another expresses itself as a linear transformation in the differentials. One here uses the exceedingly fruitful mathematical device of making a problem 'linear' by reverting to infinitely small quantities." (Hermann Weyl, "Space - Time - Matter", 1922)

"Any organism must be treated as-a-whole; in other words, that an organism is not an algebraic sum, a linear function of its elements, but always more than that. It is seemingly little realized, at present, that this simple and innocent-looking statement involves a full structural revision of our language […]" (Alfred Korzybski, "Science and Sanity", 1933)

"Beauty had been born, not, as we so often conceive it nowadays, as an ideal of humanity, but as measure, as the reduction of the chaos of appearances to the precision of linear symbols. Symmetry, balance, harmonic division, mated and mensurated intervals - such were its abstract characteristics." (Herbert E Read, "Icon and Idea", 1955)

"We've seen that even in the simplest situations nonlinearities can interfere with a linear approach to aggregates. That point holds in general: nonlinear interactions almost always make the behavior of the aggregate more complicated than would be predicted by summing or averaging." (Lewis Mumford, "The Myth of the Machine" Vol 1, 1967)

"It is sometimes said that the great discovery of the nineteenth century was that the equations of nature were linear, and the great discovery of the twentieth century is that they are not." (Thomas W Körner, "Fourier Analysis", 1988)

"A major clash between economics and ecology derives from the fact that nature is cyclical, whereas our industrial systems are linear. Our businesses take resources, transform them into products plus waste, and sell the products to consumers, who discard more waste […]" (Fritjof Capra, "The Web of Life", 1996)

"The first idea is that human progress is exponential (that is, it expands by repeatedly multiplying by a constant) rather than linear (that is, expanding by repeatedly adding a constant). Linear versus exponential: Linear growth is steady; exponential growth becomes explosive." (Ray Kurzweil, "The Singularity is Near", 2005)

"Without precise predictability, control is impotent and almost meaningless. In other words, the lesser the predictability, the harder the entity or system is to control, and vice versa. If our universe actually operated on linear causality, with no surprises, uncertainty, or abrupt changes, all future events would be absolutely predictable in a sort of waveless orderliness." (Lawrence K Samuels, "Defense of Chaos: The Chaology of Politics, Economics and Human Action", 2013)

"There is no linear additive process that, if all the parts are taken together, can be understood to create the total system that occurs at the moment of self-organization; it is not a quantity that comes into being. It is not predictable in its shape or subsequent behavior or its subsequent qualities. There is a nonlinear quality that comes into being at the moment of synchronicity." (Stephen H Buhner, "Plant Intelligence and the Imaginal Realm: Beyond the Doors of Perception into the Dreaming of Earth", 2014)

On Differential Equations (1900-1924)

"The equations of Newton's mechanics exhibit a two-fold invariance. Their form remains unaltered, firstly, if we subject the underlying system of spatial coordinates to any arbitrary change of position ; secondly, if we change its state of motion, namely, by imparting to it any uniform translatory motion ; furthermore, the zero point of time is given no part to play. We are accustomed to look upon the axioms of geometry as finished with, when we feel ripe for the axioms of mechanics, and for that reason the two invariances are probably rarely mentioned in the same breath. Each of them by itself signifies, for the differential equations of mechanics, a certain group of transformations. The existence of the first group is looked upon as a fundamental characteristic of space. The second group is preferably treated with disdain, so that we with un-troubled minds may overcome the difficulty of never being able to decide, from physical phenomena, whether space, which is supposed to be stationary, may not be after all in a state of uniform translation. Thus the two groups, side by side, lead their lives entirely apart. Their utterly heterogeneous character may have discouraged any attempt to compound them. But it is precisely when they are compounded that the complete group, as a whole, gives us to think." (Hermann Minkowski, "Space and Time" ["Raum und Zeit"], [Address to the 80th Assembly of German Natural Scientists and Physicians] 1908)

"It is well known that the central problem of the whole of modern mathematics is the study of the transcendental functions defined by differential equations." (Felix Klein, "Lectures on Mathematics", 1911)

"The difficulty involved in the proper and adequate means of describing changes in continuous deformable bodies is the method of differential equations. […] They express mathematically the physical concept of contiguous action." (Max Born, "Einstein's Theory of Relativity", 1920)

"The works of the highest faculty of man, judgment, is always directed toward the constant limiting of the infinite, toward the breaking up of the infinite into comfortably digestible portions, differentials." (Yevgeny Zamyatin, "We", 1921)

"The conception of tensors is possible owing to the circumstance that the transition from one co-ordinate system to another expresses itself as a linear transformation in the differentials. One here uses the exceedingly fruitful mathematical device of making a problem "linear" by reverting to infinitely small quantities." (Hermann Weyl, "Space - Time - Matter", 1922)

"The difficulty involved is that the proper and adequate means of describing changes in continuous deformable bodies is the method of differential equations. […] They express mathematically the physical concept of contiguous action." (Max Born, "Einstein’s Theory of Relativity", 1922)

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On Differential Equations (1800-1899)

"Thus, differential calculus has all the exactitude of other algebraic operations." (Pierre-Simon Laplace, "A Philosophical Essay on Probabilities", 1814)

"Problems relative to the uniform propagation, or to the varied movements of heat in the interior of solids, are reduced […] to problems of pure analysis, and the progress of this part of physics will depend in consequence upon the advance which may be made in the art of analysis. The differential equations […] contain the chief results of the theory; they express, in the most general and concise manner, the necessary relations of numerical analysis to a very extensive class of phenomena; and they connect forever with mathematical science one of the most important branches of natural  philosophy." (Jean-Baptiste-Joseph Fourier, "The Analytical Theory of Heat", 1822)

"The integrals which we have obtained are not only general expressions which satisfy the differential equation, they represent in the most distinct manner the natural effect which is the object of the phenomenon [...] when this condition is fulfilled, the integral is, properly speaking, the equation of the phenomenon; it expresses clearly the character and progress of it, in the same manner as the finite equation of a line or curved surface makes known all the properties of those forms." (Jean-Baptiste-Joseph Fourier, "Théorie Analytique de la Chaleur", 1822)

"Algebra, as an art, can be of no use to any one in the business of life; certainly not as taught in the schools. I appeal to every man who has been through the school routine whether this be not the case. Taught as an art it is of little use in the higher mathematics, as those are made to feel who attempt to study the differential calculus without knowing more of the principles than is contained in books of rules." (Augustus de Morgan, "Elements of Algebra", 1837)

"Any progress in the theory of partial differential equations must also bring about a progress in Mechanics." (Carl G J Jacobi, "Vorlesungen über Dynamik" ["Lectures on Dynamics"], 1843)

"The formation of the differential equations proper to the phenomena is, independent of their integration, a very important acquisition, on account of the approximations which mathematical analysis allows between questions, otherwise heterogeneous [...]" (Auguste Comte, "System of Positive Polity", 1851)

"If one looks at the different problems of the integral calculus which arise naturally when he wishes to go deep into the different parts of physics, it is impossible not to be struck by the analogies existing. Whether it be electrostatics or electrodynamics, the propagation of heat, optics, elasticity, or hydrodynamics, we are led always to differential equations of the same family." (Henri Poincaré, "Sur les Equations aux Dérivées Partielles de la Physique Mathématique", American Journal of Mathematics Vol. 12, 1890)

"Most surprising and far-reaching analogies revealed themselves between apparently quite disparate natural processes. It seemed that nature had built the most various things on exactly the same pattern; or, in the dry words of the analyst, the same differential equations hold for the most various phenomena. (Ludwig Boltzmann, "On the methods of theoretical physics", 1892)

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♾️On Complex Numbers X (Quantum Mechanics I)

"Meantime, there is no doubt a certain crudeness in the use of a complex wave function. If it were unavoidable in principle, and not merely a facilitation of the calculation, this would mean that there are in principle two wave functions, which must be used together in order to obtain information on the state of the system. [...] Our inability to give more accurate information about this is intimately connected with the fact that, in the pair of equations [considered], we have before us only the substitute - extraordinarily convenient for the calculation, to be sure - for a real wave equation of probably the fourth order, which, however, I have not succeeded in forming for the non-conservative case."(Edwin Schrödinger, "Quantisation as a Problem of Proper Values" , Annalen der Physik Vol. 81 (4), 1926)

"Our bra and ket vectors are complex quantities, since they can be multiplied by complex numbers and are then of the same nature as before, but they are complex quantities of a special kind which cannot be split up into real and pure imaginary parts. The usual method of getting the real part of a complex quantity, by taking half the sum of the quantity itself and its conjugate, cannot be applied since a bra and a ket vector are of different natures and cannot be added." (Paul Dirac, "The Principles of Quantum Mechanics", 1930)

"In his desire to consider at any cost the propagation phenomenon of the waves ψ as something real in the classical sense of the word, the author had refused to acknowledge that the whole development of the theory increasingly tended to highlight the essential complex nature of the wave function." (Edwin Schrödinger. "Mémoires sur la mécanique ondulatoire", 1933) [author‘s comment in the French translation] 

"One might think one could measure a complex dynamical variable by measuring separately its real and pure imaginary parts. But this would involve two measurements or two observations, which would be alright in classical mechanics, but would not do in quantum mechanics, where two observations in general interfere with one another - it is not in general permissible to consider that two observations can be made exactly simultaneously, and if they are made in quick succession the first will usually disturb the state of the system and introduce an indeterminacy that will affect the second." (Ernst C K Stückelberg, "Quantum Theory in Real Hilbert Space", 1960) 

"It has been generally believed that only the complex numbers could legitimately be used as the ground field in discussing quantum-mechanical operators. Over the complex field, Frobenius' theorem is of course not valid; the only division algebra over the complex field is formed by the complex numbers themselves. However, Frobenius' theorem is relevant precisely because the appropriate ground field for much of quantum mechanics is real rather than complex." (Freeman Dyson, "The Threefold Way. Algebraic Structure of Symmetry Groups and Ensembles in Quantum Mechanics" , Journal of Mathematical Physics Vol. 3, 1962)

"Quantum theory may be formulated using Hilbert spaces over any of the three associative normed division algebras: the real numbers, the complex numbers and the quaternions. Indeed, these three choices appear naturally in a number of axiomatic approaches. However, there are internal problems with real or quaternionic quantum theory. Here we argue that these problems can be resolved if we treat real, complex and quaternionic quantum theory as part of a unified structure. Dyson called this structure the ‘three-fold way’ […] This three-fold classification sheds light on the physics of time reversal symmetry, and it already plays an important role in particle physics." (John C Baez, "Division Algebras and Quantum Theory", 2011)

"It is particularly helpful to use complex numbers to model periodic phenomena, especially to operate with phase differences. Mathematically, one can treat a physical quantity as being complex, but address physical meaning only to its real part. Another possibility is to treat the real and imaginary parts of a complex number as two related (real) physical quantities. In both cases, the structure of complex numbers is useful to make calculations more easily, but no physical meaning is actually attached to complex variables." (Ricardo Karam, "Why are complex numbers needed in quantum mechanics? Some answers for the introductory level", American Journal of Physics Vol. 88 (1), 2020)

"What is essentially different in quantum mechanics is that it deals with complex quantities (e.g. wave functions and quantum state vectors) of a special kind, which cannot be split up into pure real and imaginary parts that can be treated independently. Furthermore, physical meaning is not attached directly to the complex quantities themselves, but to some other operation that produces real numbers (e.g. the square modulus of the wave function or of the inner product between state vectors)." (Ricardo Karam, "Why are complex numbers needed in quantum mechanics? Some answers for the introductory level", American Journal of Physics Vol. 88 (1), 2020)