Ordinary differential equation

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In mathematics, an ordinary differential equation (or ODE) is a relation that contains functions of only one independent variable, and one or more of their derivatives with respect to that variable.

A simple example is Newton's second law of motion, which leads to the differential equation

for the motion of a particle of constant mass m. In general, the force F depends upon the position x(t) of the particle at time t, and thus the unknown function x(t) appears on both sides of the differential equation, as is indicated in the notation F(x(t)).

Ordinary differential equations are distinguished from partial differential equations, which involve partial derivatives of functions of several variables.

Ordinary differential equations arise in many different contexts including geometry, mechanics, astronomy and population modelling. Many famous mathematicians have studied differential equations and contributed to the field, including Newton, Leibniz, the Bernoulli family, Riccati, Clairaut, d'Alembert and Euler.

Much study has been devoted to the solution of ordinary differential equations. In the case where the equation is linear, it can be solved by analytical methods. Unfortunately, most of the interesting differential equations are non-linear and, with a few exceptions, cannot be solved exactly. Approximate solutions are arrived at using computer approximations (see numerical ordinary differential equations).


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