A differential equation is a mathematical equation that relates some function of one or more variables with its derivatives.
Differential equations arise 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.
Different types of differential equations
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
(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 of the unknown function and its derivatives 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