In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives.^[1] In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.

The study of differential equations consists mainly of the study of their solutions (the set of functions that satisfy each equation), and of the properties of their solutions. Only the simplest differential equations are soluble by explicit formulas; however, many properties of solutions of a given differential equation may be determined without computing them exactly.

Often when a closed-form expression for the solutions is not available, solutions may be approximated numerically 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.

History

Differential equations came into existence with the invention of calculus by Isaac Newton and Gottfried Leibniz. In Chapter 2 of his 1671 work Methodus fluxionum et Serierum Infinitarum,^[2] Newton listed three kinds of differential equations:

${\displaystyle {\begin{aligned}{\frac {dy}{dx}}&=f(x)\\{\frac {dy}{dx}}&=f(x,y)\\x_{1}{\frac {\partial y}{\partial x_{1}}}&+x_{2}{\frac {\partial y}{\partial x_{2}}}=y\end{aligned}}}$

In all these cases, y is an unknown function of x (or of x₁ and x₂), and f is a given function.

He solves these examples and others using infinite series and discusses the non-uniqueness of solutions.

Jacob Bernoulli proposed the Bernoulli differential equation in 1695.^[3] This is an ordinary differential equation of the form

${\displaystyle y'+P(x)y=Q(x)y^{n}\,}$

for which the following year Leibniz obtained solutions by simplifying it.^[4]

Historically, the problem of a vibrating string such as that of a musical instrument was studied by Jean le Rond d'Alembert, Leonhard Euler, Daniel Bernoulli, and Joseph-Louis Lagrange.^[5][6][7][8] In 1746, d’Alembert discovered the one-dimensional wave equation, and within ten years Euler discovered the three-dimensional wave equation.^[9]

The Euler–Lagrange 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 fixed point in a fixed amount of time, independent of the starting point. Lagrange solved this problem in 1755 and sent the solution to Euler. Both further developed Lagrange's method and applied it to mechanics, which led to the formulation of Lagrangian mechanics.

In 1822, Fourier published his work on heat flow in Théorie analytique de la chaleur (The Analytic Theory of Heat),^[10] in which he based his reasoning on Newton's law of cooling, namely, that the flow of heat between two adjacent molecules is proportional to the extremely small difference of their temperatures. Contained in this book was Fourier's proposal of his heat equation for conductive diffusion of heat. This partial differential equation is now a common part of mathematical physics curriculum.

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 these variables to be expressed dynamically (given the position, velocity, acceleration and various forces acting on the body) 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 modeling 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 and verifying its validity.

Types

Differential equations can be divided into several types. Apart from describing the properties of the equation itself, these classes of differential equations can help inform the choice of approach to a solution. Commonly used distinctions include whether the equation is ordinary or partial, linear or non-linear, and homogeneous or heterogeneous. This list is far from exhaustive; there are many other properties and subclasses of differential equations which can be very useful in specific contexts.

Ordinary differential equations

An ordinary differential equation (ODE) is an equation containing an unknown function of one real or complex variable x, its derivatives, and some given functions of x. The unknown function is generally represented by a variable (often denoted y), which, therefore, depends on x. Thus x is often called the independent variable of the equation. The term "ordinary" is used in contrast with the term partial differential equation, which may be with respect to more than one independent variable.

Linear differential equations are the differential equations that are linear in the unknown function and its derivatives. Their theory is well developed, and in many cases one may express their solutions in terms of integrals.

Most ODEs that are encountered in physics are linear. Therefore, most special functions may be defined as solutions of linear differential equations (see Holonomic function).

As, in general, the solutions of a differential equation cannot be expressed by a closed-form expression, numerical methods are commonly used for solving differential equations on a computer.

Partial differential equations

A partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives. (This is in contrast to ordinary differential 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.

PDEs can be used to describe a wide variety of phenomena in nature such as sound, heat, electrostatics, electrodynamics, fluid flow, elasticity, or quantum mechanics. These seemingly distinct physical phenomena can be formalized similarly in terms of PDEs. Just as ordinary differential equations often model one-dimensional dynamical systems, partial differential equations often model multidimensional systems. Stochastic partial differential equations generalize partial differential equations for modeling randomness.

Non-linear differential equations

A non-linear differential equation is a differential equation that is not a linear equation in the unknown function and its derivatives (the linearity or non-linearity in the arguments of the function are not considered here). 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 behaviour 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.^[11]

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.

Equation order and degree

The order of the differential equation is the highest order of derivative of the unknown function that appears in the differential equation. For example, an equation containing only first-order derivatives is a first-order differential equation, an equation containing the second-order derivative is a second-order differential equation, and so on.^[12][13]

When it is written as a polynomial equation in the unknown function and its derivatives, its degree of the differential equation is, depending on the context, the polynomial degree in the highest derivative of the unknown function,^[14] or its total degree in the unknown function and its derivatives. In particular, a linear differential equation has degree one for both meanings, but the non-linear differential equation ${\displaystyle y'+y^{2}=0}$ is of degree one for the first meaning but not for the second one.

Differential equations that describe natural phenomena almost always have only first and second order derivatives in them, but there are some exceptions, such as the thin-film equation, which is a fourth order partial differential equation.

Examples

In the first group of examples u is an unknown function of x, and c and ω are constants that are supposed to be known. Two broad classifications of both ordinary and partial differential equations consist of distinguishing between linear and nonlinear differential equations, and between homogeneous differential equations and heterogeneous ones.

• Heterogeneous first-order linear constant coefficient ordinary differential equation:

  ${\displaystyle {\frac {du}{dx}}=cu+x^{2}.}$

• Homogeneous second-order linear ordinary differential equation:

  ${\displaystyle {\frac {d^{2}u}{dx^{2}}}-x{\frac {du}{dx}}+u=0.}$

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

  ${\displaystyle {\frac {d^{2}u}{dx^{2}}}+\omega ^{2}u=0.}$

• Heterogeneous first-order nonlinear ordinary differential equation:

  ${\displaystyle {\frac {du}{dx}}=u^{2}+4.}$

• Second-order nonlinear (due to sine function) ordinary differential equation describing the motion of a pendulum of length L:

  ${\displaystyle L{\frac {d^{2}u}{dx^{2}}}+g\sin u=0.}$

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:

  ${\displaystyle {\frac {\partial u}{\partial t}}+t{\frac {\partial u}{\partial x}}=0.}$

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

  ${\displaystyle {\frac {\partial ^{2}u}{\partial x^{2}}}+{\frac {\partial ^{2}u}{\partial y^{2}}}=0.}$

• Homogeneous third-order non-linear partial differential equation, the KdV equation:

  $$Zdroj:https://en.wikipedia.org?pojem=Differential_equations
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