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).
Dirichlet boundary conditionIn the mathematical study of differential equations, the Dirichlet (or first-type) boundary condition is a type of boundary condition, named after Peter Gustav Lejeune Dirichlet (1805–1859). When imposed on an ordinary or a partial differential equation, it specifies the values that a solution needs to take along the boundary of the domain. In finite element method (FEM) analysis, essential or Dirichlet boundary condition is defined by weighted-integral form of a differential equation.
Robin boundary conditionIn mathematics, the Robin boundary condition (ˈrɒbɪn; properly ʁɔbɛ̃), or third type boundary condition, is a type of boundary condition, named after Victor Gustave Robin (1855–1897). When imposed on an ordinary or a partial differential equation, it is a specification of a linear combination of the values of a function and the values of its derivative on the boundary of the domain. Other equivalent names in use are Fourier-type condition and radiation condition.
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.
Neumann boundary conditionIn mathematics, the Neumann (or second-type) boundary condition is a type of boundary condition, named after Carl Neumann. When imposed on an ordinary or a partial differential equation, the condition specifies the values of the derivative applied at the boundary of the domain. It is possible to describe the problem using other boundary conditions: a Dirichlet boundary condition specifies the values of the solution itself (as opposed to its derivative) on the boundary, whereas the Cauchy boundary condition, mixed boundary condition and Robin boundary condition are all different types of combinations of the Neumann and Dirichlet boundary conditions.
Boundary value problemIn the study of differential equations, a boundary-value problem is a differential equation subjected to constraints called boundary conditions. A solution to a boundary value problem is a solution to the differential equation which also satisfies the boundary conditions. Boundary value problems arise in several branches of physics as any physical differential equation will have them. Problems involving the wave equation, such as the determination of normal modes, are often stated as boundary value problems.
Cauchy boundary conditionIn mathematics, a Cauchy (koʃi) boundary condition augments an ordinary differential equation or a partial differential equation with conditions that the solution must satisfy on the boundary; ideally so as to ensure that a unique solution exists. A Cauchy boundary condition specifies both the function value and normal derivative on the boundary of the domain. This corresponds to imposing both a Dirichlet and a Neumann boundary condition. It is named after the prolific 19th-century French mathematical analyst Augustin-Louis Cauchy.
Mixed boundary conditionIn mathematics, a mixed boundary condition for a partial differential equation defines a boundary value problem in which the solution of the given equation is required to satisfy different boundary conditions on disjoint parts of the boundary of the domain where the condition is stated. Precisely, in a mixed boundary value problem, the solution is required to satisfy a Dirichlet or a Neumann boundary condition in a mutually exclusive way on disjoint parts of the boundary.
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.
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.
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.
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.
Method of undetermined coefficientsIn mathematics, the method of undetermined coefficients is an approach to finding a particular solution to certain nonhomogeneous ordinary differential equations and recurrence relations. It is closely related to the annihilator method, but instead of using a particular kind of differential operator (the annihilator) in order to find the best possible form of the particular solution, an ansatz or 'guess' is made as to the appropriate form, which is then tested by differentiating the resulting equation.
Knapsack problemThe knapsack problem is the following problem in combinatorial optimization: Given a set of items, each with a weight and a value, determine which items to include in the collection so that the total weight is less than or equal to a given limit and the total value is as large as possible. It derives its name from the problem faced by someone who is constrained by a fixed-size knapsack and must fill it with the most valuable items.
Travelling salesman problemThe travelling salesman problem (TSP) asks the following question: "Given a list of cities and the distances between each pair of cities, what is the shortest possible route that visits each city exactly once and returns to the origin city?" It is an NP-hard problem in combinatorial optimization, important in theoretical computer science and operations research. The travelling purchaser problem and the vehicle routing problem are both generalizations of TSP.
Decision problemIn computability theory and computational complexity theory, a decision problem is a computational problem that can be posed as a yes–no question of the input values. An example of a decision problem is deciding by means of an algorithm whether a given natural number is prime. Another is the problem "given two numbers x and y, does x evenly divide y?". The answer is either 'yes' or 'no' depending upon the values of x and y. A method for solving a decision problem, given in the form of an algorithm, is called a decision procedure for that problem.
Boolean satisfiability problemIn logic and computer science, the Boolean satisfiability problem (sometimes called propositional satisfiability problem and abbreviated SATISFIABILITY, SAT or B-SAT) is the problem of determining if there exists an interpretation that satisfies a given Boolean formula. In other words, it asks whether the variables of a given Boolean formula can be consistently replaced by the values TRUE or FALSE in such a way that the formula evaluates to TRUE. If this is the case, the formula is called satisfiable.
Planck constantThe Planck constant, or Planck's constant, is a fundamental physical constant of foundational importance in quantum mechanics. The constant gives the relationship between the energy of a photon and its frequency, and by the mass-energy equivalence, the relationship between mass and frequency. Specifically, a photon's energy is equal to its frequency multiplied by the Planck constant. The constant is generally denoted by . The reduced Planck constant, or Dirac constant, equal to divided by , is denoted by .
Halting problemIn computability theory, the halting problem is the problem of determining, from a description of an arbitrary computer program and an input, whether the program will finish running, or continue to run forever. The halting problem is undecidable, meaning that no general algorithm exists that solves the halting problem for all possible program–input pairs. A key part of the formal statement of the problem is a mathematical definition of a computer and program, usually via a Turing machine.
