Differential equation
Differential equations
Classification
Solutions
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v t
A differential equation is a mathematical equation that relates some function of one or more variables with its derivatives. Differential equations arise whenever a deterministic relation involving some continuously varying quantities (modeled by functions) and their rates of change in space and/or time (expressed as derivatives) is known or postulated. Because such relations are extremely common, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.
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 Differential equations are steady state temperature distribution. mathematically studied from several different perspectives, mostly concerned with their solutions the set of functions that satisfy the equation. Only the simplest differential equations admit solutions given by explicit formulas; however, some properties of solutions of a given differential equation may be determined without finding their exact form. 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.
Differential equation
Example
For example, in classical mechanics, the motion of a body is described by its position and velocity as the time value varies. Newton's laws allow one (given the position, velocity, acceleration and various forces acting on the body) to express these variables dynamically as a differential equation for the unknown position of the body as a function of time. In some cases, this differential equation (called an 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 ball's acceleration towards the ground is the acceleration due to gravity minus the acceleration due to air resistance. Gravity is considered constant, and air resistance may be modeled as proportional to the ball's velocity. This means that the ball's 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 differential equation.
Directions of study
The study of differential equations is a wide field in pure and applied mathematics, physics, and engineering. All of these disciplines are concerned with the properties of differential equations of various types. Pure mathematics focuses on the existence and uniqueness of solutions, while applied mathematics emphasizes the rigorous justification of the methods for approximating solutions. Differential equations play an important role in modelling virtually every physical, technical, or biological process, from celestial motion, to bridge design, to interactions between neurons. Differential 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, solutions can be approximated using numerical methods. Mathematicians also study weak solutions (relying on weak derivatives), which are types of solutions that do not have to be differentiable everywhere. This extension is often necessary for solutions to exist. The study of the stability of solutions of differential equations is known as stability theory.
Nomenclature
The theory of differential equations is well developed and the methods used to study them vary significantly with the type of the equation.
(in which y is the dependent variable) is a second-order differential equation. In the classical literature a distinction is also made between differential equations explicitly solved with respect to the highest derivative and differential equations in an implicit form. Also important is the degree, or (highest) power, of the highest
Differential equation derivative(s) in the equation (cf. : degree of a polynomial). A differential equation is called a nonlinear differential equation if its degree is not one (a sufficient but unnecessary condition). 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.
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 constant coefficient ordinary differential equation describing the harmonic oscillator:
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:
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.
Differential equation governed by another second-order partial differential equation, the heat equation. It turns out that many diffusion processes, while seemingly different, are described by the same equation; the BlackScholes equation in finance is, for instance, related to the heat equation.
Biology
Verhulst equation biological population growth von Bertalanffy model biological individual growth LotkaVolterra equations biological population dynamics Replicator dynamics found in theoretical biology HodgkinHuxley model neural action potentials
Differential equation
Economics
The BlackScholes PDE Exogenous growth model Malthusian growth model The VidaleWolfe advertising model
References
P. Abbott and H. Neill, Teach Yourself Calculus, 2003 pages 266-277 P. Blanchard, R. L. Devaney, G. R. Hall, Differential Equations, Thompson, 2006 E. A. Coddington and N. Levinson, Theory of Ordinary Differential Equations, McGraw-Hill, 1955 E. L. Ince, Ordinary Differential Equations, Dover Publications, 1956 W. Johnson, A Treatise on Ordinary and Partial Differential Equations [2], John Wiley and Sons, 1913, in University of Michigan Historical Math Collection [3] A. D. Polyanin and V. F. Zaitsev, Handbook of Exact Solutions for Ordinary Differential Equations (2nd edition), Chapman & Hall/CRC Press, Boca Raton, 2003. ISBN 1-58488-297-2. R. I. Porter, Further Elementary Analysis, 1978, chapter XIX Differential Equations Teschl, Gerald (2012). Ordinary Differential Equations and Dynamical Systems [4]. Providence: American Mathematical Society. ISBN978-0-8218-8328-0. D. Zwillinger, Handbook of Differential Equations (3rd edition), Academic Press, Boston, 1997.
[1] [2] [3] [4] http:/ / en. wikipedia. org/ w/ index. php?title=Template:Differential_equations& action=edit http:/ / www. hti. umich. edu/ cgi/ b/ bib/ bibperm?q1=abv5010. 0001. 001 http:/ / hti. umich. edu/ u/ umhistmath/ http:/ / www. mat. univie. ac. at/ ~gerald/ ftp/ book-ode/
External links
Lectures on Differential Equations (http://ocw.mit.edu/courses/mathematics/ 18-03-differential-equations-spring-2010/video-lectures/) MIT Open CourseWare Videos Online Notes / Differential Equations (http://tutorial.math.lamar.edu/classes/de/de.aspx) Paul Dawkins, Lamar University Differential Equations (http://www.sosmath.com/diffeq/diffeq.html), S.O.S. Mathematics Differential Equation Solver (http://publicliterature.org/tools/differential_equation_solver/) Java applet tool used to solve differential equations. Introduction to modeling via differential equations (http://www.fioravante.patrone.name/mat/u-u/en/ differential_equations_intro.htm) Introduction to modeling by means of differential equations, with critical remarks. Mathematical Assistant on Web (http://user.mendelu.cz/marik/maw/index.php?lang=en&form=ode) Symbolic ODE tool, using Maxima Exact Solutions of Ordinary Differential Equations (http://eqworld.ipmnet.ru/en/solutions/ode.htm) Collection of ODE and DAE models of physical systems (http://www.hedengren.net/research/models.htm) MATLAB models Notes on Diffy Qs: Differential Equations for Engineers (http://www.jirka.org/diffyqs/) An introductory textbook on differential equations by Jiri Lebl of UIUC Khan Academy Video playlist on differential equations (http://www.khanacademy.org/math/ differential-equations) Topics covered in a first year course in differential equations. MathDiscuss Video playlist on differential equations (http://math.rareinfos.com/category/courses/ solutions-differential-equations/homogeneous-linear-systems/)
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