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Introduction to ordinary differential equations
An algebraic equation asks for numbers that satisfy a relationship. A differential equation asks for a function whose derivatives satisfy a relationship.
An ordinary differential equation (ODE) involves an unknown function of one independent variable and one or more of its derivatives.
For example,
$$\frac{dy}{dt}=2y$$
asks for functions whose rate of change is always twice their current value.
Solutions are functions
The function
$$y(t)=Ce^{2t}$$
satisfies the equation because
$$\frac{dy}{dt}=2Ce^{2t}=2y.$$
The arbitrary constant $C$ means the differential equation describes a family of solutions.
Order
The order of an ODE is the highest derivative that appears. Thus
$$y''+4y=0$$
is a second-order equation.
Initial conditions
Additional information can select one solution from the family. If
$$y(0)=3,$$
then the condition determines the value of an otherwise free constant.
A second-order equation generally requires two independent initial conditions, such as initial position and velocity.
Differential equations provide a natural language for physical laws because many laws specify how a system's current state determines its rate of change.