Differential equation and its Nomenculture

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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 in engineering, physics, economics, biology, and other disciplines.
Differential equations arise in many areas of science and technology, specifically 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. This is illustrated in classical mechanics, where 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 deceleration 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.
Differential equations are 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.


Nomenclature

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

Ordinary and partial

  • 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. For example, Bessel's differential equation
x^2 \frac{d^2 y}{dx^2} + x \frac{dy}{dx} + (x^2 - \alpha^2)y = 0
(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 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.

Linear and non-linear

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 solving nonlinear differential equations exactly; 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 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 significant advance in the mathematical theory (cf. Navier–Stokes existence and smoothness). However, if the differential equation is a correctly formulated representation of a meaningful physical process, then one expects it to have a solution.
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).

Examples

In the first group of examples, let u be an unknown function of x, and c and ω are known constants.
  • Inhomogeneous first-order linear constant coefficient ordinary differential equation:
\frac{du}{dx} = cu+x^2.
  • Homogeneous second-order linear ordinary differential equation:
\frac{d^2u}{dx^2} - x\frac{du}{dx} + u = 0.
  • Homogeneous second-order linear constant coefficient ordinary differential equation describing the harmonic oscillator:
\frac{d^2u}{dx^2} + \omega^2u = 0.
  • Inhomogeneous first-order nonlinear ordinary differential equation:
\frac{du}{dx} = u^2 + 1.
  • Second-order nonlinear ordinary differential equation describing the motion of a pendulum of length L:
L\frac{d^2u}{dx^2} + g\sin u = 0.
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:
\frac{\partial u}{\partial t} + t\frac{\partial u}{\partial x} = 0.
  • Homogeneous second-order linear constant coefficient partial differential equation of elliptic type, the Laplace equation:
\frac{\partial^2 u}{\partial x^2} + \frac{\partial^2 u}{\partial y^2} = 0.
  • Third-order nonlinear partial differential equation, the Korteweg–de Vries equation:
\frac{\partial u}{\partial t} = 6u\frac{\partial u}{\partial x} - \frac{\partial^3 u}{\partial x^3}.      

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