DIFFERENTIAL EQUATION

mathematical statement containing one or more derivatives, that is, terms representing the relationships between the rates of change of continuously varying quantities. Differential equations are very common in science and engineering, other fields of quantitative study. The solution of a differential equation is, in general, an algebraic equation expressing the functional dependence of one variable upon one or more others; it ordinarily contains constant terms that are not present in the original differential equation. Differential equations are classified into several broad categories, and these are in turn further divided into many subcategories. The most important categories are those of the so-called ordinary differential equations and the so-called partial differential equations. When the function involved in the equation depends upon only a single variable, its derivatives are ordinary derivatives and the differential equation is classed as an ordinary differential equation. If, on the other hand, the function depends upon several independent variables, so that its derivatives are partial derivatives, then the differential equation is classed as a partial differential equation. The following are examples of ordinary differential equations: In these, y stands for the function, and either t or x is the independent variable. The symbols k and m are used here to stand for specific constants. Whichever the type may be, a differential equation is said to be of the nth order if it involves a derivative of the nth order but no derivative of an order higher than this. The equation is an example of a partial differential equation of the second order. The theories of ordinary and partial differential equations are markedly different, and for this reason the two categories are treated separately. Instead of a single differential equation, the object of study may be a simultaneous system of such equations. The formulation of the laws of dynamics frequently leads to such systems. In many cases, a single differential equation of the nth order is advantageously replaceable by a system of n simultaneous equations each of which is of the first order. An ordinary differential equation in which, for example, the function and the independent variable are denoted by y and x is in effect an implicit summary of the essential characteristics of y as a function of x. These characteristics would presumably be more accessible to analysis if an explicit formula for y could be produced. Such a formula, or at least an equation in x and y (involving no derivatives) that is deducible from the differential equation, is called a solution of the differential equation. The process of deducing a solution from the equation by the applications of algebra and the calculus is called that of solving or integrating the equation. It should be noted, however, that the differential equations that can be integrated form but a small minority. The chances are large, in the instance of a differential equation selected at random, that the equation is itself the simplest mode of summarizing the characteristics of the function and that even theoretically no solving formula in the usual sense exists. In such instances, the function must be studied by indirect methods. Even its existence must be proved when there is no possibility of producing it for inspection.