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  2. Differential equation - Wikipedia

    en.wikipedia.org/wiki/Differential_equation

    The order of the differential equation is the highest order of derivative of the unknown function that appears in the differential equation. For example, an equation containing only first-order derivatives is a first-order differential equation, an equation containing the second-order derivative is a second-order differential equation, and so on.

  3. History of numerical solution of differential equations using ...

    en.wikipedia.org/wiki/History_of_numerical...

    According to Croarken, the Ministry was also interested in the new arrival of a differential analyzer accommodating eight integrators. This exotic computing device built by Metropolitan-Vickers in 1939 consisted of wheel and disk mechanisms that could provide descriptions and solutions for differential equations. Output resulted in a plotted graph.

  4. Ordinary differential equation - Wikipedia

    en.wikipedia.org/wiki/Ordinary_differential_equation

    In mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable.As with any other DE, its unknown(s) consists of one (or more) function(s) and involves the derivatives of those functions. [1]

  5. Differential calculus - Wikipedia

    en.wikipedia.org/wiki/Differential_calculus

    An ordinary differential equation is a differential equation that relates functions of one variable to their derivatives with respect to that variable. A partial differential equation is a differential equation that relates functions of more than one variable to their partial derivatives. Differential equations arise naturally in the physical ...

  6. Mathematical analysis - Wikipedia

    en.wikipedia.org/wiki/Mathematical_analysis

    A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and its derivatives of various orders. [21] [22] [23] Differential equations play a prominent role in engineering, physics, economics, biology, and other disciplines.

  7. Numerical methods for ordinary differential equations

    en.wikipedia.org/wiki/Numerical_methods_for...

    Ordinary differential equations occur in many scientific disciplines, including physics, chemistry, biology, and economics. [1] In addition, some methods in numerical partial differential equations convert the partial differential equation into an ordinary differential equation, which must then be solved.

  8. Wronskian - Wikipedia

    en.wikipedia.org/wiki/Wronskian

    In mathematics, the Wronskian of n differentiable functions is the determinant formed with the functions and their derivatives up to order n – 1.It was introduced in 1812 by the Polish mathematician Józef WroĊ„ski, and is used in the study of differential equations, where it can sometimes show the linear independence of a set of solutions.

  9. Stochastic differential equation - Wikipedia

    en.wikipedia.org/wiki/Stochastic_differential...

    Stochastic differential equations originated in the theory of Brownian motion, in the work of Albert Einstein and Marian Smoluchowski in 1905, although Louis Bachelier was the first person credited with modeling Brownian motion in 1900, giving a very early example of a stochastic differential equation now known as Bachelier model.