Differential equation

In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. 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 in mathematical models and scientific laws; 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 solvable 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, and many numerical methods have been developed to determine solutions with a given degree of accuracy. The theory of dynamical systems analyzes the qualitative aspects of solutions, such as their average behavior over a long time interval.

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, Newton listed three kinds of differential equations:

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. This is an ordinary differential equation of the form

for which the following year Leibniz obtained solutions by simplifying it.