A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the

function itself and its derivatives of various orders. Differential equations play a prominent role inengineering, physics, economics, and other disciplines.

The theory of differential equations is quite developed and the methods used to study them vary significantly with the type of the equation.

An ordinary differential equation (ODE) is a differential equation in which the unknown function (also known as the dependent variable) is a function of a single independent variable. In the simplest form, the unknown function is a real or complex valued function, but more generally, it may be vector-valued or matrix-valued: this corresponds to considering a system of ordinary differential equations for a single function. Ordinary differential equations are further classified according to the order of the highest derivative of the dependent variable with respect to the independent variable appearing in the equation. The most important cases for applications are first-order and second-order differential equations. In the classical literature also distinction is made between differential equations explicitly solved with respect to the highest derivative and differential equations in an implicit form. A partial differential equation (PDE) is a differential equation in which the unknown function is a function of multiple independent variables and the equation involves its partial derivatives. The order is defined similarly to the case of ordinary differential equations, but further classification into elliptic, hyperbolic, and parabolic equations, especially for second-order linear equations, is of utmost importance. Some partial differential equations do not fall into any of these categories over the whole domain of the independent variables and they are said to be of mixed type.

Both ordinary and partial differential equations are broadly classified as linear and nonlinear. A differential equation is linear if the unknown function and its derivatives appear to the power 1 (products are not allowed) and nonlinear otherwise. The characteristic property of linear equations is that their solutions form an affine subspace of an appropriate

function space, which results in much more developed theory of linear differential equations. Homogeneous linear differential equations are a further subclass for which the space of solutions is a linear subspace i.e. the sum of any set of solutions or multiples of solutions is also a solution. The coefficients of the unknown function and its derivatives in a linear differential equation are allowed to be (known) functions of the independent variable or variables; if these coefficients are constants then one speaks of a constant coefficient linear differential equation. There are very few methods of explicitly solving nonlinear differential equations; those that are known typically depend on the equation having particular symmetries. Nonlinear differential equations can exhibit very complicated behavior over extended time intervals, characteristic of chaos. Even the fundamental questions of existence, uniqueness, and extendability of solutions for nonlinear differential equations, and wellposedness of initial and boundary value problems for nonlinear PDEs are hard problems and their resolution in special cases is considered to be a significant advance in the mathematical theory (cf. NavierStokes existence and smoothness). Linear differential equations frequently appear as approximations to nonlinear equations. These approximations are only valid under restricted conditions. For example, the harmonic oscillator equation is an approximation to the nonlinear pendulum equation that is valid for small amplitude oscillations (see below). [edit]Classification summary The mathematical definitions for the various classifications of differential equation can be collected as follows. [edit]Ordinary DE classification See main article: Ordinary differential equation. In the table below, All differential equations are of order n and arbitary degree d. F is an implicit function of: an independent variable x, a dependant variable y (a function of x), and integer derivatives of y (fractional derivatives are in fact possible, but not considered here).

y may in general be a vector valued function:

so x is an element of the vector space R, y an element of a vector space of dimension m, , where R is the set of real numbers, is the cartesian product of R with itself m times to form an m-tuple of real numbers. This leads to a system of differential equations to be solved for y1, y2,...ym. y is characterized by the function mapping . r(x) is called a source term in x, and A(x) is an arbitary function, both assumed continuous in x on defined intervals. Characteristic Implicit system of dimension m Explicit system of dimension m Autonomo us: No x depe ndence Linear: nt h derivative can be written Properties Differential equation

as a linear combinatio n of the other derivatives Homogen eous: Source term is zero Notice the mapping from or corresponds to the map from x, y, and the (n+2) or (n+1) derivatives of y to the solution, in general implicit. [edit]Examples In the first group of examples, let u be an unknown function of x, and c and are known constants.

Inhomogeneous first-order linear constant coefficient ordinary differential equation:

Homogeneous second-order linear ordinary differential equation:

Homogeneous second-order linear constant coefficient ordinary differential equation describing the harmonic oscillator:

First-order nonlinear ordinary differential equation:

Second-order nonlinear ordinary differential equation describing the motion of a pendulum of length L:

In the next group of examples, the unknown function u depends on two variables x and t or x and y.

Homogeneous first-order linear partial differential equation:

Homogeneous second-order linear constant coefficient partial differential equation of elliptic type, the Laplace equation:

Third-order nonlinear partial differential equation, the Kortewegde Vries equation:

[edit]Related concepts

A delay differential equation (DDE) is an equation for a function of a single variable, usually called time, in which the derivative of the function at a certain time is given in terms of the values of the function at earlier times.

A stochastic differential equation (SDE) is an equation in which the unknown quantity is a stochastic process and the equation involves some known stochastic processes, for example, the Wiener process in the case of diffusion equations. A differential algebraic equation (DAE) is a differential equation comprising differential and algebraic terms, given in implicit form.

Types Of Differential Equations And Definitions

Home Odinary Differential Equations DE DefinitionTypes An Ordinary Differential Equation is a differential equation that depends on of DE only one independent varialble. For example is an Odinary Differential Equation because y(the independent variable) depends only on t(the independent variable) Partial Differential Equations A Partial Differential Equation is differential equation in which the dependent varialble depends on two or more independent variables. For example The Laplace's equation is a Partial Differential Equation because f depends on two independent variables x and y.

Order of a Differential Equation The order of a differential is the order of the highest derivative entering the equation. For example The equation is called a second-order differential equation because it involves second derivatives. Linear Differential Equation A first-order differential equation is linear if it can be written in the form For example is a first-order linear differential equation where and where g(t) and r(t) are arbitary functions of t.

Nonlinear Differential Equation It is a differential equation whose right hand side is not a linear function of the dependent variable. For example

Homogeneous Differential Equation A linear first-order differential equation is homogeneous if its right hand side is zero , that is

For example , where k is a constant, is homogeneous.

Nonhomogeneous Differential Equation A linear first-order differential equation is nonhomogeneous if its right-hand side is non-zero that is .

For example is nonhomogeneous.

Order of de=number of the highest derivative in a differential equation. A differential equation of order 1 is called first order, order 2 second order, etc.
Example: The differential equation y" + xy' x3y = sin x is second order since the highest derivative isy" or the second derivative.

Degree=The power to which the highest-order derivative is raised, in a differential equation. A linear
differential equation has degree 1.

Def. Degree of a differential equation. In general, the degree of the highest ordered
derivative occurring in the equation. However, not every differential equation has a degree. If the derivatives occur within radicals or fractions the equation may not have a degree. If the equation can be rationalized and cleared of fractions with regard to all derivatives present, then its degree is the degree of the highest ordered derivative occurring in the equation.

Equations 1), 2) and 4) above are of the first degree and equation 3) is of the second degree. The differential equation (y'')2/3 = 2 + 3y' can be rationalized by cubing both sides to obtain (y'')2 = (2 + 3y' )3. Thus it is of degree two