Ordinary differential equationIn mathematics, an ordinary differential equation (ODE) is a differential equation (DE) dependent on only a single independent variable. As with other DE, its unknown(s) consists of one (or more) function(s) and involves the derivatives of those functions. The term "ordinary" is used in contrast with partial differential equations which may be with respect to one independent variable. A linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form where a_0(x), .
Linear differential equationIn mathematics, a linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form where a0(x), ..., an(x) and b(x) are arbitrary differentiable functions that do not need to be linear, and y′, ..., y(n) are the successive derivatives of an unknown function y of the variable x. Such an equation is an ordinary differential equation (ODE).
Homogeneous differential equationA differential equation can be homogeneous in either of two respects. A first order differential equation is said to be homogeneous if it may be written where f and g are homogeneous functions of the same degree of x and y. In this case, the change of variable y = ux leads to an equation of the form which is easy to solve by integration of the two members. Otherwise, a differential equation is homogeneous if it is a homogeneous function of the unknown function and its derivatives.
Differential equationIn mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. In applications, the functions generally represent physical quantities, the derivatives represent their rates of change, and the differential equation defines a relationship between the two. Such relations are common; therefore, differential equations play a prominent role in many disciplines including engineering, physics, economics, and biology.
System of linear equationsIn mathematics, a system of linear equations (or linear system) is a collection of one or more linear equations involving the same variables. For example, is a system of three equations in the three variables x, y, z. A solution to a linear system is an assignment of values to the variables such that all the equations are simultaneously satisfied. A solution to the system above is given by the ordered triple since it makes all three equations valid. The word "system" indicates that the equations should be considered collectively, rather than individually.
Partial differential equationIn mathematics, a partial differential equation (PDE) is an equation which computes a function between various partial derivatives of a multivariable function. The function is often thought of as an "unknown" to be solved for, similar to how x is thought of as an unknown number to be solved for in an algebraic equation like x2 − 3x + 2 = 0. However, it is usually impossible to write down explicit formulas for solutions of partial differential equations.
Mathematical proofA mathematical proof is a deductive argument for a mathematical statement, showing that the stated assumptions logically guarantee the conclusion. The argument may use other previously established statements, such as theorems; but every proof can, in principle, be constructed using only certain basic or original assumptions known as axioms, along with the accepted rules of inference. Proofs are examples of exhaustive deductive reasoning which establish logical certainty, to be distinguished from empirical arguments or non-exhaustive inductive reasoning which establish "reasonable expectation".
Stochastic differential equationA stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.
Linear independenceIn the theory of vector spaces, a set of vectors is said to be if there exists no nontrivial linear combination of the vectors that equals the zero vector. If such a linear combination exists, then the vectors are said to be . These concepts are central to the definition of dimension. A vector space can be of finite dimension or infinite dimension depending on the maximum number of linearly independent vectors. The definition of linear dependence and the ability to determine whether a subset of vectors in a vector space is linearly dependent are central to determining the dimension of a vector space.
TheoremIn mathematics, a theorem is a statement that has been proved, or can be proved. The proof of a theorem is a logical argument that uses the inference rules of a deductive system to establish that the theorem is a logical consequence of the axioms and previously proved theorems. In mainstream mathematics, the axioms and the inference rules are commonly left implicit, and, in this case, they are almost always those of Zermelo–Fraenkel set theory with the axiom of choice (ZFC), or of a less powerful theory, such as Peano arithmetic.
Trigonometric functionsIn mathematics, the trigonometric functions (also called circular functions, angle functions or goniometric functions) are real functions which relate an angle of a right-angled triangle to ratios of two side lengths. They are widely used in all sciences that are related to geometry, such as navigation, solid mechanics, celestial mechanics, geodesy, and many others. They are among the simplest periodic functions, and as such are also widely used for studying periodic phenomena through Fourier analysis.
Mathematical inductionMathematical induction is a method for proving that a statement is true for every natural number , that is, that the infinitely many cases all hold. Informal metaphors help to explain this technique, such as falling dominoes or climbing a ladder: Mathematical induction proves that we can climb as high as we like on a ladder, by proving that we can climb onto the bottom rung (the basis) and that from each rung we can climb up to the next one (the step). A proof by induction consists of two cases.
Delay differential equationIn mathematics, delay differential equations (DDEs) are a type of differential equation in which the derivative of the unknown function at a certain time is given in terms of the values of the function at previous times. DDEs are also called time-delay systems, systems with aftereffect or dead-time, hereditary systems, equations with deviating argument, or differential-difference equations. They belong to the class of systems with the functional state, i.e.
Linear equationIn mathematics, a linear equation is an equation that may be put in the form where are the variables (or unknowns), and are the coefficients, which are often real numbers. The coefficients may be considered as parameters of the equation, and may be arbitrary expressions, provided they do not contain any of the variables. To yield a meaningful equation, the coefficients are required to not all be zero. Alternatively, a linear equation can be obtained by equating to zero a linear polynomial over some field, from which the coefficients are taken.
Linear combinationIn mathematics, a linear combination is an expression constructed from a set of terms by multiplying each term by a constant and adding the results (e.g. a linear combination of x and y would be any expression of the form ax + by, where a and b are constants). The concept of linear combinations is central to linear algebra and related fields of mathematics. Most of this article deals with linear combinations in the context of a vector space over a field, with some generalizations given at the end of the article.
Second-order logicIn logic and mathematics, second-order logic is an extension of first-order logic, which itself is an extension of propositional logic. Second-order logic is in turn extended by higher-order logic and type theory. First-order logic quantifies only variables that range over individuals (elements of the domain of discourse); second-order logic, in addition, also quantifies over relations. For example, the second-order sentence says that for every formula P, and every individual x, either Px is true or not(Px) is true (this is the law of excluded middle).
Jacobi elliptic functionsIn mathematics, the Jacobi elliptic functions are a set of basic elliptic functions. They are found in the description of the motion of a pendulum (see also pendulum (mathematics)), as well as in the design of electronic elliptic filters. While trigonometric functions are defined with reference to a circle, the Jacobi elliptic functions are a generalization which refer to other conic sections, the ellipse in particular. The relation to trigonometric functions is contained in the notation, for example, by the matching notation for .
Even and odd functionsIn mathematics, even functions and odd functions are functions which satisfy particular symmetry relations, with respect to taking additive inverses. They are important in many areas of mathematical analysis, especially the theory of power series and Fourier series. They are named for the parity of the powers of the power functions which satisfy each condition: the function is an even function if n is an even integer, and it is an odd function if n is an odd integer.
Diophantine equationIn mathematics, a Diophantine equation is an equation, typically a polynomial equation in two or more unknowns with integer coefficients, such that the only solutions of interest are the integer ones. A linear Diophantine equation equates to a constant the sum of two or more monomials, each of degree one. An exponential Diophantine equation is one in which unknowns can appear in exponents. Diophantine problems have fewer equations than unknowns and involve finding integers that solve simultaneously all equations.
Numerical methods for ordinary differential equationsNumerical methods for ordinary differential equations are methods used to find numerical approximations to the solutions of ordinary differential equations (ODEs). Their use is also known as "numerical integration", although this term can also refer to the computation of integrals. Many differential equations cannot be solved exactly. For practical purposes, however – such as in engineering – a numeric approximation to the solution is often sufficient. The algorithms studied here can be used to compute such an approximation.
