O R D I N A R Y D I F F E R E N T I A L E Q U A T I O N S 188
is called an ordinary (a single independent variable) differential equation of the first order
(a first derivative, only).
An equation of the form
f(x
1
, x
2
, ...x
n
, y(x
1
, x
2
, ...x
n
), ∂y/∂x
1
, ∂y/∂x
2
, ...∂y/∂x
n
; ∂
2
y∂x
1
2
, ∂
2
y/∂x
2
2
,
...∂
2
y/∂x
n
2
; ∂
n
y/∂x
1
n
, ∂
n
y/∂x
2
n
, ...∂
n
y/∂x
n
n
; a
1
, a
2
, ...a
r
) = 0 (A.2)
that contains
i) a variable y that depends on n-independent variables x
1
, x
2
, ...x
n
,
ii) the 1st-, 2nd-, ...nth-order partial derivatives:
∂y/∂x
1
, ...∂
2
y/∂x
1
2
, ...∂
n
y/∂x
1
n
, ...,
and
iii) r constants, a
1
, a
2
, ...a
r
,
is called a partial differential equation of the nth-order.
Some of the techniques for solving ordinary linear differential equations are given in this
appendix.
An ordinary differential equation is formed from a particular functional relation,
f(x, y; a
1
, a
2
, ...a
n
) that involves n arbitrary constants. Successive differentiations of f with
respect to x, yield n relationships involving x, y, and the first n derivatives of y with respect
to x, and some (or possibly all) of the n constants. There are (n + 1) relationships from
which the n constants can be eliminated. The result will involve d
n
y/dx
n
, differential
coefficients of lower orders, together with x, and y, and no arbitrary constants.
Consider, for example, the standard equation of a parabola: