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In 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 a 0 (x), ..., a n (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 ...
In mathematics (including combinatorics, linear algebra, and dynamical systems), a linear recurrence with constant coefficients [1]: ch. 17 [2]: ch. 10 (also known as a linear recurrence relation or linear difference equation) sets equal to 0 a polynomial that is linear in the various iterates of a variable—that is, in the values of the elements of a sequence.
In an analogous way, one can obtain finite difference approximations to higher order derivatives and differential operators. For example, by using the above central difference formula for f ′(x + h / 2 ) and f ′(x − h / 2 ) and applying a central difference formula for the derivative of f ′ at x, we obtain the central difference approximation of the second derivative of f:
For example, consider the ordinary differential equation ′ = + The Euler method for solving this equation uses the finite difference quotient (+) ′ to approximate the differential equation by first substituting it for u'(x) then applying a little algebra (multiplying both sides by h, and then adding u(x) to both sides) to get (+) + (() +).
[3] [4] The characteristic equation can only be formed when the differential or difference equation is linear and homogeneous, and has constant coefficients. [1] Such a differential equation, with y as the dependent variable, superscript (n) denoting n th-derivative, and a n, a n − 1, ..., a 1, a 0 as constants,
Therefore, the true derivative of f at x is the limit of the value of the difference quotient as the secant lines get closer and closer to being a tangent line: ′ = (+) (). Since immediately substituting 0 for h results in 0 0 {\displaystyle {\frac {0}{0}}} indeterminate form , calculating the derivative directly can be unintuitive.
Typically, it applies to first-order equations, though in general characteristic curves can also be found for hyperbolic and parabolic partial differential equation. 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 ...
In mathematics, a differential equation is an equation that relates one or more unknown functions and their derivatives. [1] 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.
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