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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. Differential equations play a prominent role in engineering, physics, economics and other disciplines. Differential equations arise in many areas of science and technology; whenever a deterministic relationship involving some continuously changing quantities (modeled by functions) and their rates of change (expressed as derivatives) is known or postulated.
This is well illustrated by classical mechanics, where the motion of a body is described by its position and velocity as the time varies. Newton's Laws allow one to relate the position, velocity, acceleration and various forces acting on the body and state this relation as a differential equation for the unknown position of the body as a function of time. In many cases, this differential equation may be solved explicitly, yielding the law of motion.
An example of modeling a real world problem using differential equations is determination of the velocity of a ball falling through the air, considering only gravity and air resistance. The ball's acceleration towards the ground is the acceleration due to gravity minus the deceleration due to air resistance. Gravity is constant but air resistance is proportional to the ball's velocity.
This means the ball's acceleration, which is the derivative of its velocity, depends on the velocity. Finding the velocity as a function of time requires solving a differential equation. Differential equations are mathematically studied from several different perspectives, mostly concerned with their solutions, functions that make the equation hold true.
Only the simplest differential equations admit solutions given by explicit formulas. Many properties of solutions of a given differential equation may be determined without finding their exact form. If a self-contained formula for the solution is not available, the solution may be numerically approximated using computers.
The theory of dynamical systems puts emphasis on qualitative analysis of systems described by differential equations, while many numerical methods have been developed to determine solutions with a given degree of accuracy.
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