is an equation in which the derivatives of a function
appear as variables. Many of the fundamental laws of physics, chemistry,
biology and economics can be formulated as differential equations. They
express the relationship involving the rates of change of continuously
changing quantities modeled by functions and are used whenever a rate of
change (the derivative) is known but the process originating is not. The
solution of a differential equation is usually a function whose derivatives
satisfy the equation. The question then becomes how to find the solutions
of those equations.
The mathematical theory of differential equations has
developed together with the sciences where the equations originate and where
the results find application. Diverse scientific fields often give rise to
identical problems in differential equations. In such cases, the
mathematical theory can unify otherwise quite distinct scientific fields. A
celebrated example is Fourier's theory of the conduction of heat in terms of
sums of trigonometric functions,
Fourier series,
which finds application in the propagation of sound and electromagnetic
fields, optics, elasticity, spectral analysis of radiation, and other
scientific fields
.