Math 2.0

Ordinary differential equations Definition

Ordinary differential equation

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Definition

Let n≥1n \ge 1 be an integer, let UU be a subset of ℝn+2\mathbb{R}^{n+2}, and let F:U→ℝF : U \to \mathbb{R} be a function. An ordinary differential equation of order nn is an equation F(x,y,y′,…,y(n))=0F\left(x, y, y', \dots, y^{(n)}\right) = 0 for an unknown real function yy of one real variable xx. Here y(k)y^{(k)} is the kk-th derivative of yy. The equation must depend on y(n)y^{(n)}. If yy takes values in ℝm\mathbb{R}^m and FF takes values in ℝm\mathbb{R}^m, the equation is a system of mm ordinary differential equations.

Remarks

The word ordinary means that the unknown function depends on one variable only. An equation with partial derivatives of a function of several variables is a partial differential equation. The equation is in explicit form when it is solved for the highest derivative: y(n)=f(x,y,y′,…,y(n−1))y^{(n)} = f\left(x, y, y', \dots, y^{(n-1)}\right). A solution is a function on an interval that satisfies the equation at each point of the interval.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Ordinary_differential_equation, Definition
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