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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. 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.

  4. Lectures on Theoretical Physics - Wikipedia

    en.wikipedia.org/wiki/Lectures_on_Theoretical...

    Partielle Differentialgleichungen in der Physik, the sixth and final volume of its series, was published in 1947 by Dieterich'sche Verlagsbuchhandlung while it was translated to English by Ernst G. Straus and published by Academic Press in 1949 under the title Partial Differential Equations in Physics. The book was reviewed by George F. Carrier ...

  5. Eckhard Platen - Wikipedia

    en.wikipedia.org/wiki/Eckhard_Platen

    Platen has authored and co-authored five books on numerical methods and quantitative finance. Earlier, he focused on the numerical solution of stochastic differential equations, writing three books on the topic including Numerical Solution of Stochastic Differential Equations with Peter Kloeden, Numerical Solution of SDE Through Computer Experiments with Kloeden and Henri Schurz, and Numerical ...

  6. Numerical methods for ordinary differential equations - Wikipedia

    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.

  7. 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 ...

  8. Lawrence C. Evans - Wikipedia

    en.wikipedia.org/wiki/Lawrence_C._Evans

    Lawrence Craig Evans (born November 1, 1949) is an American mathematician and Professor of Mathematics at the University of California, Berkeley.. His research is in the field of nonlinear partial differential equations, primarily elliptic equations.

  9. 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]