Dierential equation

Not to be confused with Dierence equation.

ter 2 of his 1671 work Methodus uxionum et Serierum
A dierential equation is a mathematical equation Innitarum,[1] Isaac Newton listed three kinds of dierential equations:
dy
= f (x)
dx
dy
= f (x, y)
dx
y
y
x1
+ x2
=y
x1
x2
He solves these examples and others using innite series
and discusses the non-uniqueness of solutions.
Jacob Bernoulli proposed the Bernoulli dierential equation in 1695.[2] This is an ordinary dierential equation
of the form
Visualization of heat transfer in a pump casing, created by solving the heat equation. Heat is being generated internally in the
casing and being cooled at the boundary, providing a steady state
temperature distribution.

y + P (x)y = Q(x)y n

from several dierent perspectives, mostly concerned

with their solutionsthe set of functions that satisfy the
equation. Only the simplest dierential equations are
solvable by explicit formulas; however, some properties
of solutions of a given dierential equation may be determined without nding their exact form.

The EulerLagrange equation was developed in the 1750s

by Euler and Lagrange in connection with their studies of
the tautochrone problem. This is the problem of determining a curve on which a weighted particle will fall to a
xed point in a xed amount of time, independent of the
starting point.

If a self-contained formula for the solution is not available, the solution may be numerically approximated using
computers. The theory of dynamical systems puts emphasis on qualitative analysis of systems described by differential equations, while many numerical methods have
been developed to determine solutions with a given degree of accuracy.

Lagrange solved this problem in 1755 and sent the solution to Euler. Both further developed Lagranges method
and applied it to mechanics, which led to the formulation
of Lagrangian mechanics.

for which the following year Leibniz obtained solutions

[3]
that relates some function with its derivatives. In applica- by simplifying it.
tions, the functions usually represent physical quantities, Historically, the problem of a vibrating string such as
the derivatives represent their rates of change, and the that of a musical instrument was studied by Jean le
equation denes a relationship between the two. Because Rond d'Alembert, Leonhard Euler, Daniel Bernoulli, and
such relations are extremely common, dierential equa- Joseph-Louis Lagrange.[4][5][6][7] In 1746, dAlembert
tions play a prominent role in many disciplines including discovered the one-dimensional wave equation, and
engineering, physics, economics, and biology.
within ten years Euler discovered the three-dimensional
[8]
In pure mathematics, dierential equations are studied wave equation.

Fourier published his work on heat ow in Thorie analytique de la chaleur (The Analytic Theory of Heat),[9] in
which he based his reasoning on Newtons law of cooling, namely, that the ow of heat between two adjacent
molecules is proportional to the extremely small dier1 History
ence of their temperatures. Contained in this book was
Fouriers proposal of his heat equation for conductive difDierential equations rst came into existence with the fusion of heat. This partial dierential equation is now
invention of calculus by Newton and Leibniz. In Chap- taught to every student of mathematical physics.
1

Example

For example, in classical mechanics, the motion of a body

is described by its position and velocity as the time value
varies. Newtons laws allow (given the position, velocity,
acceleration and various forces acting on the body) one to
express these variables dynamically as a dierential equation for the unknown position of the body as a function
of time.

functions in closed form: Instead, exact and analytic solutions of ODEs are in series or integral form. Graphical
and numerical methods, applied by hand or by computer,
may approximate solutions of ODEs and perhaps yield
useful information, often sucing in the absence of exact, analytic solutions.

In some cases, this dierential equation (called an 3.2

equation of motion) may be solved explicitly.
An example of modelling a real world problem using differential equations is the determination of the velocity of
a ball falling through the air, considering only gravity and
air resistance. The balls acceleration towards the ground
is the acceleration due to gravity minus the acceleration
due to air resistance.

TYPES

Partial dierential equations

Main article: Partial dierential equation

A partial dierential equation (PDE) is a dierential
equation that contains unknown multivariable functions
and their partial derivatives. (This is in contrast to
ordinary dierential equations, which deal with functions
of a single variable and their derivatives.) PDEs are used
to formulate problems involving functions of several variables, and are either solved in closed form, or used to create a relevant computer model.

Gravity is considered constant, and air resistance may be

modeled as proportional to the balls velocity. This means
that the balls acceleration, which is a derivative of its velocity, depends on the velocity (and the velocity depends
on time). Finding the velocity as a function of time involves solving a dierential equation and verifying its va- PDEs can be used to describe a wide variety of phenomena such as sound, heat, electrostatics, electrodynamics,
lidity.
uid ow, elasticity, or quantum mechanics. These
seemingly distinct physical phenomena can be formalised similarly in terms of PDEs. Just as ordi3 Types
nary dierential equations often model one-dimensional
dynamical systems, partial dierential equations often
Dierential equations can be divided into several types. model multidimensional systems. PDEs nd their genApart from describing the properties of the equation eralisation in stochastic partial dierential equations.
itself, these classes of dierential equations can help
inform the choice of approach to a solution. Commonly used distinctions include whether the equation
is: Ordinary/Partial, Linear/Non-linear, and Homogeneous/Inhomogeneous. This list is far from exhaustive; 3.3 Linear dierential equations
there are many other properties and subclasses of dierential equations which can be very useful in specic con- Main article: Linear dierential equation
texts.

A dierential equation is linear if the unknown function

and its derivatives with its degree 1 (products of the un3.1 Ordinary dierential equations
known function and its derivatives are not allowed) and
nonlinear otherwise. The characteristic property of linMain article: Ordinary dierential equation
ear equations is that their solutions form an ane subspace of an appropriate function space, which results in
An ordinary dierential equation (ODE) is an equation much more developed theory of linear dierential equacontaining a function of one independent variable and its tions.
derivatives. The term "ordinary" is used in contrast with Homogeneous linear dierential equations are a subclass
the term partial dierential equation which may be with of linear dierential equations for which the space of
respect to more than one independent variable.
solutions is a linear subspace i.e. the sum of any set
Linear dierential equations, which have solutions that
can be added and multiplied by coecients, are welldened and understood, and exact closed-form solutions
are obtained. By contrast, ODEs that lack additive solutions are nonlinear, and solving them is far more intricate, as one can rarely represent them by elementary

of solutions or multiples of solutions is also a solution.

The coecients of the unknown function and its derivatives in a linear dierential equation are allowed to be
(known) functions of the independent variable or variables; if these coecients are constants then one speaks
of a constant coecient linear dierential equation.

3.4

Non-linear dierential equations

Non-linear dierential equations are formed by the

products of the unknown function and its derivatives are
allowed and its degree is > 1.There are very few methods
of solving nonlinear dierential equations exactly; those
that are known typically depend on the equation having
particular symmetries. Nonlinear dierential 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 dierential equations, and
well-posedness of initial and boundary value problems for
nonlinear PDEs are hard problems and their resolution
in special cases is considered to be a signicant advance
in the mathematical theory (cf. NavierStokes existence
and smoothness). However, if the dierential equation
is a correctly formulated representation of a meaningful
physical process, then one expects it to have a solution.[10]

Homogeneous second-order linear constant coecient ordinary dierential equation describing the
harmonic oscillator:

d2 u
+ 2 u = 0.
dx2
Inhomogeneous rst-order nonlinear ordinary differential equation:

du
= u2 + 4.
dx
Second-order nonlinear (due to sine function) ordinary dierential equation describing the motion of
a pendulum of length L:

Linear dierential equations frequently appear as

approximations to nonlinear equations. These approximations are only valid under restricted conditions.
d2 u
L 2 + g sin u = 0.
For example, the harmonic oscillator equation is an
dx
approximation to the nonlinear pendulum equation that
is valid for small amplitude oscillations (see below).
In the next group of examples, the unknown function u
depends on two variables x and t or x and y.

3.5

Equation order

Dierential equations are described by their order, determined by the term with the highest derivatives. An
equation containing only rst derivatives is a rst-order
dierential equation, an equation containing the second
derivative is a second-order dierential equation, and so
on.[11][12]

3.6

Examples

In the rst group of examples, let u be an unknown function of x, and c and are known constants. Note both ordinary and partial dierential equations are broadly classied as linear and nonlinear.
Inhomogeneous rst-order linear constant coecient ordinary dierential equation:

du
= cu + x2 .
dx
Homogeneous second-order linear ordinary dierential equation:

d2 u
du
x
+ u = 0.
dx2
dx

Homogeneous rst-order linear partial dierential

equation:

u
u
+t
= 0.
t
x
Homogeneous second-order linear constant coecient partial dierential equation of elliptic type, the
Laplace equation:

2u 2u
+ 2 = 0.
x2
y
Third-order nonlinear partial dierential equation,
the Kortewegde Vries equation:

u 3 u
u
= 6u

.
t
x x3

4 Existence of solutions
Solving dierential equations is not like solving algebraic
equations. Not only are their solutions oftentimes unclear, but whether solutions are unique or exist at all are
also notable subjects of interest.

7 APPLICATIONS

For rst order initial value problems, the Peano existence

theorem gives one set of circumstances in which a solution exists. Given any point (a, b) in the xy-plane, dene
some rectangular region Z , such that Z = [l, m] [n, p]
and (a, b) is in the interior of Z . If we are given a dierdy
= g(x, y) and the condition that y = b
ential equation dx
when x = a , then there is locally a solution to this probg
lem if g(x, y) and x
are both continuous on Z . This
solution exists on some interval with its center at a . The
solution may not be unique. (See Ordinary dierential
equation for other results.)

values at nearby coordinates. Many methods to compute

numerical solutions of dierential equations or study the
properties of dierential equations involve approximation of the solution of a dierential equation by the solution of a corresponding dierence equation.

7 Applications

The study of dierential equations is a wide eld in pure

and applied mathematics, physics, and engineering. All
However, this only helps us with rst order initial value of these disciplines are concerned with the properties of
problems. Suppose we had a linear initial value problem dierential equations of various types. Pure mathematof the nth order:
ics focuses on the existence and uniqueness of solutions,
while applied mathematics emphasizes the rigorous justication of the methods for approximating solutions. Difdn y
dy
ferential equations play an important role in modelling
fn (x) n + + f1 (x)
+ f0 (x)y = g(x)
dx
dx
virtually every physical, technical, or biological process,
from celestial motion, to bridge design, to interactions besuch that
tween neurons. Dierential equations such as those used
to solve real-life problems may not necessarily be directly
solvable, i.e. do not have closed form solutions. Instead,
y(x0 ) = y0 , y (x0 ) = y0 , y (x0 ) = y0 ,
solutions can be approximated using numerical methods.

For any nonzero fn (x) , if {f0 , f1 , } and g are con- Many fundamental laws of physics and chemistry can
tinuous on some interval containing x0 , y is unique and be formulated as dierential equations. In biology and
exists.[13]
economics, dierential equations are used to model the
behavior of complex systems. The mathematical theory
of dierential equations rst developed together with the
sciences where the equations had originated and where
5 Related concepts
the results found application. However, diverse problems, sometimes originating in quite distinct scientic
A delay dierential equation (DDE) is an equation
elds, may give rise to identical dierential equations.
for a function of a single variable, usually called
Whenever this happens, mathematical theory behind the
time, in which the derivative of the function at a
equations can be viewed as a unifying principle behind dicertain time is given in terms of the values of the
verse phenomena. As an example, consider propagation
function at earlier times.
of light and sound in the atmosphere, and of waves on the
A stochastic dierential equation (SDE) is an equa- surface of a pond. All of them may be described by the
tion in which the unknown quantity is a stochastic same second-order partial dierential equation, the wave
process and the equation involves some known equation, which allows us to think of light and sound as
stochastic processes, for example, the Wiener pro- forms of waves, much like familiar waves in the water.
Conduction of heat, the theory of which was developed
cess in the case of diusion equations.
by Joseph Fourier, is governed by another second-order
A dierential algebraic equation (DAE) is a dier- partial dierential equation, the heat equation. It turns
ential equation comprising dierential and algebraic out that many diusion processes, while seemingly difterms, given in implicit form.
ferent, are described by the same equation; the Black
Scholes equation in nance is, for instance, related to the
heat equation.

Connection to dierence equations

7.1 Physics

See also: Time scale calculus

The theory of dierential equations is closely related to
the theory of dierence equations, in which the coordinates assume only discrete values, and the relationship involves values of the unknown function or functions and

EulerLagrange equation in classical mechanics

Hamiltons equations in classical mechanics
Radioactive decay in nuclear physics
Newtons law of cooling in thermodynamics

7.2

Biology

The wave equation

as a tensor equation, the EFE equate local spacetime

curvature (expressed by the Einstein tensor) with the local
The heat equation in thermodynamics
energy and momentum within that spacetime (expressed
[16]
Laplaces equation, which denes harmonic func- by the stressenergy tensor).
tions
Poissons equation

7.1.4 Quantum mechanics

The geodesic equation

In quantum mechanics, the analogue of Newtons law is

Schrdingers equation (a partial dierential equation)
The NavierStokes equations in uid dynamics
for a quantum system (usually atoms, molecules, and
The Diusion equation in stochastic processes
subatomic particles whether free, bound, or localized).
It is not a simple algebraic equation, but in general a
The Convectiondiusion equation in uid dynam- linear partial dierential equation, describing the timeics
evolution of the systems wave function (also called a
[17]
The CauchyRiemann equations in complex analy- state function).
sis

The PoissonBoltzmann equation in molecular dy- 7.2 Biology

namics
Verhulst equation biological population growth
The shallow water equations
Universal dierential equation

von Bertalany model biological individual growth

The Lorenz equations whose solutions exhibit

chaotic ow.

Replicator dynamics found in theoretical biology

7.1.1

Classical mechanics

So long as the force acting on a particle is known,

Newtons second law is sucient to describe the motion
of a particle. Once independent relations for each force
acting on a particle are available, they can be substituted
into Newtons second law to obtain an ordinary dierential equation, which is called the equation of motion.
7.1.2

Electrodynamics

Maxwells equations are a set of partial dierential equations that, together with the Lorentz force law, form the
foundation of classical electrodynamics, classical optics,
and electric circuits. These elds in turn underlie modern
electrical and communications technologies. Maxwells
equations describe how electric and magnetic elds are
generated and altered by each other and by charges and
currents. They are named after the Scottish physicist and
mathematician James Clerk Maxwell, who published an
early form of those equations between 1861 and 1862.
7.1.3

HodgkinHuxley model neural action potentials

General relativity

The Einstein eld equations (EFE; also known as Einsteins equations) are a set of ten partial dierential
equations in Albert Einstein's general theory of relativity which describe the fundamental interaction of
gravitation as a result of spacetime being curved by matter
and energy.[14] First published by Einstein in 1915[15]

7.2.1 Predator-prey equations

The LotkaVolterra equations, also known as the
predatorprey equations, are a pair of rst-order, nonlinear, dierential equations frequently used to describe
the dynamics of biological systems in which two species
interact, one as a predator and the other as prey.

7.3 Chemistry
The rate law or rate equation for a chemical reaction is
a dierential equation that links the reaction rate with
concentrations or pressures of reactants and constant parameters (normally rate coecients and partial reaction
orders).[18] To determine the rate equation for a particular system one combines the reaction rate with a mass
balance for the system.[19]

7.4 Economics
The key equation of the SolowSwan model is
k(t)

t = s[k(t)] k(t)
The BlackScholes PDE
Malthusian growth model
The VidaleWolfe advertising model

10 FURTHER READING

See also
Complex dierential equation
Exact dierential equation
Initial condition
Integral equations
Numerical methods
PicardLindelf theorem on existence and uniqueness of solutions
Recurrence relation, also known as 'Dierence
Equation'

References

[1] Newton, Isaac. (c.1671). Methodus Fluxionum et Serierum Innitarum (The Method of Fluxions and Innite
Series), published in 1736 [Opuscula, 1744, Vol. I. p. 66].
[2] Bernoulli, Jacob (1695), Explicationes, Annotationes &
Additiones ad ea, quae in Actis sup. de Curva Elastica,
Isochrona Paracentrica, & Velaria, hinc inde memorata,
& paratim controversa legundur; ubi de Linea mediarum
directionum, alliisque novis, Acta Eruditorum
[3] Hairer, Ernst; Nrsett, Syvert Paul; Wanner, Gerhard
(1993), Solving ordinary dierential equations I: Nonsti
problems, Berlin, New York: Springer-Verlag, ISBN 9783-540-56670-0
[4] Cannon, John T.; Dostrovsky, Sigalia (1981). The evolution of dynamics, vibration theory from 1687 to 1742.
Studies in the History of Mathematics and Physical Sciences. 6. New York: Springer-Verlag: ix + 184 pp. ISBN
0-3879-0626-6. GRAY, JW (July 1983). BOOK REVIEWS. BULLETIN (New Series) OF THE AMERICAN
MATHEMATICAL SOCIETY. 9 (1). (retrieved 13 Nov
2012).
[5] Wheeler, Gerard F.; Crummett, William P. (1987).
The Vibrating String Controversy. Am. J. Phys.
55 (1): 3337.
Bibcode:1987AmJPh..55...33W.
doi:10.1119/1.15311.
[6] For a special collection of the 9 groundbreaking papers
by the three authors, see First Appearance of the wave
equation: D'Alembert, Leonhard Euler, Daniel Bernoulli.
- the controversy about vibrating strings (retrieved 13 Nov
2012). Herman HJ Lynge and Son.
[7] For de Lagranges contributions to the acoustic wave equation, can consult Acoustics: An Introduction to Its Physical Principles and Applications Allan D. Pierce, Acoustical Soc of America, 1989; page 18.(retrieved 9 Dec 2012)
[8] Speiser, David. Discovering the Principles of Mechanics
1600-1800, p. 191 (Basel: Birkhuser, 2008).

[9] Fourier, Joseph (1822). Thorie analytique de la chaleur

(in French). Paris: Firmin Didot Pre et Fils. OCLC
2688081.
[10] Boyce, William E.; DiPrima, Richard C. (1967). Elementary Dierential Equations and Boundary Value Problems
(4th ed.). John Wiley & Sons. p. 3.
[11] Weisstein, Eric W. Ordinary Dierential Equation
Order.
From
MathWorld--A
Wolfram
Web Resource.
http://mathworld.wolfram.com/
OrdinaryDifferentialEquationOrder.html
[12] Order and degree of a dierential equation, accessed Dec
2015.
[13] Zill, Dennis G. A First Course in Dierential Equations
(5th ed.). Brooks/Cole. ISBN 0-534-37388-7.
[14] Einstein, Albert (1916).
The Foundation of the
General Theory of Relativity (PDF). Annalen der
Physik. 354 (7): 769. Bibcode:1916AnP...354..769E.
doi:10.1002/andp.19163540702.
[15] Einstein, Albert (November 25, 1915). Die Feldgleichungen der Gravitation. Sitzungsberichte der Preussischen Akademie der Wissenschaften zu Berlin: 844847.
Retrieved 2006-09-12.
[16] Misner, Charles W.; Thorne, Kip S.; Wheeler, John
Archibald (1973). Gravitation. San Francisco: W. H.
Freeman. ISBN 978-0-7167-0344-0 Chapter 34, p. 916.
[17] Griths, David J. (2004), Introduction to Quantum Mechanics (2nd ed.), Prentice Hall, pp. 12, ISBN 0-13111892-7
[18] IUPAC Gold Book denition of rate law. See also: According to IUPAC Compendium of Chemical Terminology.
[19] Kenneth A. Connors Chemical Kinetics, the study of reaction rates in solution, 1991, VCH Publishers.

10 Further reading
P. Abbott and H. Neill, Teach Yourself Calculus,
2003 pages 266-277
P. Blanchard, R. L. Devaney, G. R. Hall, Dierential
Equations, Thompson, 2006
E. A. Coddington and N. Levinson, Theory of Ordinary Dierential Equations, McGraw-Hill, 1955
E. L. Ince, Ordinary Dierential Equations, Dover
Publications, 1956
W. Johnson, A Treatise on Ordinary and Partial Differential Equations, John Wiley and Sons, 1913, in
University of Michigan Historical Math Collection
A. D. Polyanin and V. F. Zaitsev, Handbook of
Exact Solutions for Ordinary Dierential Equations
(2nd edition), Chapman & Hall/CRC Press, Boca
Raton, 2003. ISBN 1-58488-297-2.

7
R. I. Porter, Further Elementary Analysis, 1978,
chapter XIX Dierential Equations
Teschl, Gerald (2012).
Ordinary Dierential
Equations and Dynamical Systems. Providence:
American Mathematical Society. ISBN 978-08218-8328-0.
D. Zwillinger, Handbook of Dierential Equations
(3rd edition), Academic Press, Boston, 1997.

11

External links

Lectures on Dierential Equations MIT Open

CourseWare Videos
Online Notes / Dierential Equations Paul Dawkins,
Lamar University
Dierential Equations, S.O.S. Mathematics
Introduction to modeling via dierential equations
Introduction to modeling by means of dierential
equations, with critical remarks.
Mathematical Assistant on Web Symbolic ODE
tool, using Maxima
Exact Solutions of Ordinary Dierential Equations
Collection of ODE and DAE models of physical systems MATLAB models
Notes on Diy Qs: Dierential Equations for Engineers An introductory textbook on dierential equations by Jiri Lebl of UIUC
Khan Academy Video playlist on dierential equations Topics covered in a rst year course in dierential equations.
MathDiscuss Video playlist on dierential equations

12

12

TEXT AND IMAGE SOURCES, CONTRIBUTORS, AND LICENSES

Text and image sources, contributors, and licenses

12.1

Text

Dierential equation Source: https://en.wikipedia.org/wiki/Differential_equation?oldid=732798453 Contributors: XJaM, JohnOwens,

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12.2

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Brief description of the numerical method
The following code leverages some numerical methods to simulate the solution of the 2-dimensional Navier-Stokes equation.
We choose the simplied incompressible ow Navier-Stokes Equation as follows:
<img
src='https://wikimedia.org/api/rest_v1/media/math/render/svg/1b352a66970b542690aff9810ff1514eca0952bd'
class='mwe-math-fallback-image-inline' aria-hidden='true' style='vertical-align: 2.505ex; width:27.565ex; height:6.176ex;'
alt='{\displaystyle \rho \left({\frac {\partial \mathbf {v} }{\partial t <i' />Original artist: $5+\mathbf {v} \cdot \nabla
\mathbf {v} \right)=\mu \nabla ^{2}\mathbf {v} .}">
The iterations here are based on the velocity change rate, which is given by
<img
src='https://wikimedia.org/api/rest_v1/media/math/render/svg/84351a8157ffbc3af56ed19583c97d062bfd428d'
class='mwe-math-fallback-image-inline' aria-hidden='true' style='vertical-align: 2.338ex; width:23.36ex; height:5.843ex;'
alt='{\displaystyle {\frac {\partial \mathbf {v} }{\partial t <h2' />Content license $3={\frac {\mu }{\rho }}\nabla
^{2}\mathbf {v} -\mathbf {v} \cdot \nabla \mathbf {v} .}">
Or in X coordinates:
<img
src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d009b926bc255277cd55f75f9773d3721861f3ac"
class="mwe-math-fallback-image-inline aria-hidden="true style="vertical-align:
2.505ex;
width:45.497ex;
height:6.343ex;" alt="{\displaystyle {\frac {\partial v_{x}}{\partial t}}={\frac {\mu }{\rho }}({\frac {\partial
^{2}v_{x}}{\partial x^{2}}}+{\frac {\partial ^{2}v_{x}}{\partial y^{2}}})-v_{x}{\frac {\partial v_{x}}{\partial
x}}-v_{y}{\frac {\partial v_{x}}{\partial y}}.}">
The above equation gives the code. The case of Y is similar.|IkamusumeFan}}
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Original artist: ?

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