Differential Equation
A differential equation is an equation that relates a function to one or more of its derivatives, describing how a quantity changes with respect to one or more independent variables. Ordinary differential equations (ODEs) involve functions of a single variable, while partial differential equations (PDEs) involve functions of multiple variables. Differential equations are fundamental to modeling physical, biological, and engineering systems — from Newton's laws of motion to population dynamics and heat conduction.
Key Formula
F(x, y, dy/dx, d²y/dx², ...) = 0
LaTeX: F\!\left(x,\, y,\, \frac{dy}{dx},\, \frac{d^2y}{dx^2},\, \ldots\right) = 0
| Symbol | Meaning | Unit |
|---|---|---|
| x | Independent variable | dimensionless |
| y | Dependent variable (unknown function) | dimensionless |
| dy/dx | First derivative of y with respect to x | dimensionless |
| F | Arbitrary function relating variables and derivatives | dimensionless |
Worked Example
Problem
Verify that y = Ce^(2x) is a solution to the ODE dy/dx = 2y, where C is an arbitrary constant.
Solution
Step 1: Compute dy/dx for y = Ce^(2x): dy/dx = 2Ce^(2x). Step 2: Check if dy/dx = 2y: 2Ce^(2x) = 2(Ce^(2x)) = 2Ce^(2x). ✓ Step 3: The equation holds for all values of C, confirming a general solution.
Answer
y = Ce^(2x) is the general solution of dy/dx = 2y.
Classification of Differential Equations
| Type | Variables | Order | Example |
|---|---|---|---|
| ODE – 1st order | Single variable | 1 | dy/dx = ky |
| ODE – 2nd order | Single variable | 2 | d²y/dx² + ω²y = 0 |
| PDE – 1st order | Multiple variables | 1 | ∂u/∂t + c∂u/∂x = 0 |
| PDE – 2nd order | Multiple variables | 2 | ∂²u/∂t² = c²∂²u/∂x² |
| Linear ODE | Single variable | Any | y'' + p(x)y' + q(x)y = r(x) |
| Nonlinear ODE | Single variable | Any | (dy/dx)² + y = 0 |
Interactive Tools
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Related Terms
Separable Differential Equation
A separable differential equation is a first-order ODE in which the variables can be algebraically rearranged so that all terms involving the dependent variable appear on one side and all terms involving the independent variable appear on the other side, allowing direct integration of each side independently. The standard form is dy/dx = g(x)·h(y), which rearranges to (1/h(y))dy = g(x)dx. Separable equations model exponential growth, radioactive decay, Newton's law of cooling, and many other phenomena.
Linear Differential Equation
A linear differential equation is an ODE in which the unknown function and all its derivatives appear linearly (to the first power only, with no products between them), with coefficients that may be functions of the independent variable. The standard first-order linear form is dy/dx + P(x)y = Q(x), solved using an integrating factor. Linear differential equations obey the superposition principle, making them tractable analytically and foundational in engineering, electrical circuit analysis, and quantum mechanics.
Euler's Method (ODE)
Euler's method is a first-order numerical procedure for approximating solutions to ordinary differential equations given an initial value. Starting from a known point, the method steps forward along the tangent line to the solution curve in increments of step size h, using the ODE's derivative expression to determine the direction. Although simple to implement, Euler's method accumulates error with larger step sizes and has been superseded by more accurate methods (such as Runge–Kutta), but it remains the foundational teaching example for numerical ODE solvers.
From Latin "differentia" (difference) and "aequatio" (equation, making equal). The term was developed alongside calculus in the 17th century; Gottfried Leibniz introduced differential notation (dy, dx) in 1684, and Isaac Newton's method of fluxions addressed the same ideas concurrently.