What Is A Differential Equation?

A differential equation can look pretty intimidating, with lots of fancy math sy
mbols. But the idea behind it is actually fairly simple:
A differential equation states how a rate of change (a "differential") in one va
riable is related to other variables.
For example, the single spring simulation has two variables: time t and the amo
unt of stretch in the spring, x. If we set x = 0 to be the position of the block
when the spring is unstretched, then x represents both the position of the bloc
k and the stretch in the spring. Velocity is (as usual) the time derivative of
position v = x', and the differential equation describing the single spring simu
lation is
v' = -k x
where k is the spring constant (how stiff the spring is). Now we can "read" the
meaning of the differential equation: it says that
the rate of change in velocity is proportional to the position
For instance, when the position is zero (ie. the spring is neither stretched nor
compressed) then the velocity is not changing. This makes sense, because the s
pring is not exerting a force at that moment.
On the other hand, when the position is large (ie. the string is very much stret
ched or compressed) then the rate of change of the velocity is large, because th
e spring is exerting a lot of force.
What is a Solution to a Differential Equation?
When you begin learning mathematics, you work on getting solutions to equations
like
x2 + 2x + 1 = 0
which has a solution x = -1 For a differential equation, the solution is not a
single value, but a function. The task is to find a function whose various deri
vatives fit the differential equation over a long span of time. For example,
x'' + 2x' + x = 0
(1)
is a differential equation where the goal is to find a function x(t) which, when
you plug the function and its derivatives into the differential equation, the e
quation holds for any time t.
The general solution for the previous equation happens to be
x(t) = a e-t + b t e-t (2)
where e=2.71828... and a,b are undetermined constants. It's easy to confirm tha
t you have a solution: just plug the solution in to the differential equation!
For our example, we find the first and second derivatives (see the math refreshe
r for how to find these derivatives... it's easy!):
x'(t) = (b - a)e-t - b t e-t
(3)
x''(t) = (a - 2b)e-t + b t e-t (4)
Now plug these equations (2), (3), and (4) into the left side of the differentia
l equation (1), and do a little algebra:
x'' + 2x' + x =
=((a - 2b)e-t + b t e-t) + 2((b - a)e-t - b t e-t) + (a e-t + b t e-t)
=(a - 2b+2b - 2a+a)e-t + (b - 2b+b) t e-t
= 0
Therefore the solution (2) satisfies the differential equation (1) for any value
s of a, b.
The solution is called the general solution because we have not yet applied a pa
rticular set of initial conditions. Initial conditions are things like: positio

ns and velocities of things at time t = 0.

ne the values of the coefficients a, b.
Initial Conditions

The initial conditions will determi

In the above example we are left with undetermined constants a, b. How do we fi

nd out what they are?
They are set according to the initial conditions which are the state of the worl
d at the beginning of time. For the example problem above, we might have initia
l conditions specifying position x and velocity x' at time t = 0 as follows
x(0) = 1
x'(0) = 0
Then we can plug t = 0 into equations (2) and (3) above to find the values of th
e constants a, b
x(0) = a + 0 = 1
x'(0) = (b - a) - 0 = 0
and therefore we find that a = b = 1 and the particular solution is
x(t) = e-t + t e-t
This solution is called the particular solution because it applies only to the p
articular initial conditions that we have chosen.