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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 ]
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.
An ordinary differential equation (ODE) is an equation containing an unknown function of one real or complex variable x, its derivatives, and some given functions of x. The unknown function is generally represented by a variable (often denoted y ), which, therefore, depends on x .
It is the most basic explicit method for numerical integration of ordinary differential equations and is the simplest Runge–Kutta method. The Euler method is named after Leonhard Euler , who first proposed it in his book Institutionum calculi integralis (published 1768–1770).
Differential equations are prominent in many scientific areas. Nonlinear ones are of particular interest for their commonality in describing real-world systems and how much more difficult they are to solve compared to linear differential equations.
The method is to reduce a partial differential equation (PDE) to a family of ordinary differential equations (ODE) along which the solution can be integrated from some initial data given on a suitable hypersurface.
Consider a linear non-homogeneous ordinary differential equation of the form = + (+) = where () denotes the i-th derivative of , and denotes a function of .. The method of undetermined coefficients provides a straightforward method of obtaining the solution to this ODE when two criteria are met: [2]
A sample solution in the Lorenz attractor when ρ = 28, σ = 10, and β = 8 / 3 . The Lorenz system is a system of ordinary differential equations first studied by mathematician and meteorologist Edward Lorenz.
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