differential equation

A differential equationMathworldPlanetmath is an equation involving an unknown function of one or more variables, its derivativesPlanetmathPlanetmath and the variables. This type of equations comes up often in many different branches of mathematics. They are also especially important in many problems in physics and engineering.

There are many types of differential equations. An ordinary differential equation (ODE) is a differential equation where the unknown function depends on a single variable. A general ODE has the form

F(x,f(x),f(x),,f(n)(x))=0, (1)

where the unknown f is usually understood to be a real or complex valued function of x, and x is usually understood to be either a real or complex variable. The of a differential equation is the order of the highest derivative appearing in Eq. (1). In this case, assuming that F depends nontrivially on f(n)(x), the equation is of nth order.

If a differential equation is satisfied by a function which identically vanishes (i.e. f(x)=0 for each x in the of interest), then the equation is said to be homogeneousPlanetmathPlanetmath. Otherwise it is said to be nonhomogeneous (or inhomogeneous). Many differential equations can be expressed in the form


where L is a differential operatorMathworldPlanetmath (with g(x)=0 for the homogeneous case). If the operatorMathworldPlanetmath L is linear in f, then the equation is said to be a linear ODE and otherwise nonlinear.

Other types of differential equations involve more complicated involving the unknown function. A partial differential equation (PDE) is a differential equation where the unknown function depends on more than one variable. In a delay differential equation (DDE), the unknown function depends on the state of the system at some instant in the past.

Solving differential equations is a difficult task. Three major types of approaches are possible:

  • Exact methods are generally to equations of low order and/or to linear systems.

  • Qualitative methods do not give explicit for the solutions, but provide pertaining to the asymptotic behavior of the system.

  • Finally, numerical methods allow to construct approximated solutions.


A common example of an ODE is the equation for simple harmonic motion


This equation is of second orderPlanetmathPlanetmath. It can be transformed into a system of two first order differential equations by introducing a variable v=du/dx. Indeed, we then have

dvdx =-ku
dudx =v.

A common example of a PDE is the wave equationMathworldPlanetmath in three dimensions

Title differential equation
Canonical name DifferentialEquation
Date of creation 2013-03-22 12:41:22
Last modified on 2013-03-22 12:41:22
Owner rspuzio (6075)
Last modified by rspuzio (6075)
Numerical id 11
Author rspuzio (6075)
Entry type Topic
Classification msc 35-00
Classification msc 34-00
Related topic HeatEquation
Related topic MethodOfUndeterminedCoefficients
Related topic ExampleOfUniversalStructure
Related topic CauchyInitialValueProblem
Related topic Equation
Related topic MaxwellsEquations
Defines ordinary differential equation
Defines ODE
Defines partial differential equation
Defines PDE
Defines homogeneous
Defines nonhomogeneous
Defines inhomogeneous
Defines linear differential equation
Defines nonlinear differential equation