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=First Order Ordinary Differential equations= In mathematics, an ordinary differential equation (or ODE) is a relation that contains functions of only one independent variable, and one or more of their derivatives with respect to that variable.

A simple example is Newton's second law of motion, which leads to the differential equation


 * $$m \frac{d^2 x(t)}{dt^2} = F(x(t)),\,$$

for the motion of a particle of constant mass m. In general, the force F depends upon the position x(t) of the particle at time t, and thus the unknown function x(t) appears on both sides of the differential equation, as is indicated in the notation F(x(t)).

Ordinary differential equations are distinguished from partial differential equations, which involve partial derivatives of several variables.

Ordinary differential equations arise in many different contexts including geometry, mechanics, astronomy and population modelling. Many famous mathematicians have studied differential equations and contributed to the field, including Isaac Newton|Newton, Gottfried Leibniz|Leibniz, the Bernoulli family, Riccati, Alexis Claude Clairaut|Clairaut, d'Alembert and Euler.

Much study has been devoted to the solution of ordinary differential equations. In the case where the equation is linear transformation|linear, it can be solved by analytical methods. Unfortunately, most of the interesting differential equations are non-linear and, with a few exceptions, cannot be solved exactly. Approximate solutions are arrived at using computer approximations.

Existence and uniqueness of solutions
There are several theorems that establish existence and uniqueness of solutions to initial value problems involving ODEs both locally and globally. See Picard–Lindelöf theorem for a brief discussion of this issue.

Ordinary differential equation
Let y be an unknown function


 * $$y: \mathbb{R} \to \mathbb{R}$$

in x with $$y^{(n)}$$ the nth derivative of y, and let F be a given function


 * $$F:\mathbb{R}^{n+1}\rightarrow\mathbb{R},$$

then an equation of the form


 * $$F(x,y,y',\ \dots,\ y^{(n-1)})=y^{(n)}$$

is called an ordinary differential equation (ODE) of order n. If y is an unknown vector valued function
 * $$y: \mathbb{R} \to \mathbb{R}^m$$,

it is called a system of ordinary differential equations of dimension m (in this case, F : ℝmn+1→ ℝm).

More generally, an implicit ordinary differential equation of order n has the form
 * $$F\left(x, y, y', y'',\ \dots,\ y^{(n)}\right) = 0$$

where F : ℝn+2→ ℝ depends on y(n). To distinguish the above case from this one, an equation of the form
 * $$F\left(x, y, y', y'',\ \dots,\ y^{(n-1)}\right) = y^{(n)}$$

is called an explicit differential equation.

A differential equation not depending on x is called Autonomous system (mathematics)|autonomous.

A differential equation is said to be linear differential equation|linear if F can be written as a linear combination of the derivatives of y together with a constant term, all possibly depending on x:


 * $$y^{(n)} = \sum_{i=0}^{n-1} a_i(x) y^{(i)} + r(x)$$

with ai(x) and r(x) continuous functions in x. The function r(x) is called the source term; if r(x)=0 then the linear differential equation is called homogeneous, otherwise it is called non-homogeneous or inhomogeneous.

Solutions
Given a differential equation
 * $$F(x, y, y', \dots, y^{(n)}) = 0$$

a function u: I ⊂ R → R is called the solution or integral curve for F, if u is n-times differentiable on I, and
 * $$F(x,u,u',\ \dots,\ u^{(n)})=0 \quad x \in I.$$

Given two solutions u: J ⊂ R → R and v: I ⊂ R → R, u is called an extension of v if I ⊂ J and
 * $$u(x) = v(x) \quad x \in I.\,$$

A solution which has no extension is called a global solution.

A general solution of an n-th order equation is a solution containing n arbitrary variables, corresponding to n constant of integration|constants of integration. A particular solution is derived from the general solution by setting the constants to particular values, often chosen to fulfill set 'initial value problem|initial conditions or boundary value problem|boundary conditions'. A singular solution is a solution that can't be derived from the general solution.

Reduction to a first order system
Any differential equation of order n can be written as a system of n first-order differential equations. Given an explicit ordinary differential equation of order n (and dimension 1),


 * $$F\left(x, y, y', y'',\ \dots,\ y^{(n-1)}\right) = y^{(n)}$$

define a new family of unknown functions


 * $$y_i := y^{(i-1)}.\!$$

for i from 1 to n.

The original differential equation can be rewritten as the system of differential equations with order 1 and dimension n given by


 * $$\begin{array}{rcl}

y_1^\prime&=&y_2\\ y_2^\prime&=&y_3\\ &\vdots&\\ y_{n-1}^\prime&=&y_n\\ y_n^\prime&=&F(x,y_1,\dots,y_n). \end{array} $$

which can be written concisely in vector notation as


 * $$\mathbf{y}^\prime=\mathbf{F}(x,\mathbf{y})$$

with


 * $$\mathbf{y}:=(y_1,\dots,y_n)$$

and


 * $$\mathbf{F}(x,y_1,\dots,y_n)=(y_2,\dots,y_n,F(x,y_1,\dots,y_n)).$$

Linear ordinary differential equations
A well understood particular class of differential equations is linear differential equations. We can always reduce an explicit linear differential equation of any order to a system of differential equation of order 1


 * $$y_i'(x) = \sum_{j=1}^n a_{i,j}(x) y_j + b_i(x) \, \mathrm{,} \quad i = 1,\ldots,n$$

which we can write concisely using matrix and vector notation as


 * $$\mathbf{y}^'(x) = \mathbf{A}(x) \mathbf{y}(x) + \mathbf{b}(x)$$

with


 * $$\mathbf{y}(x):=(y_1(x),\ldots,y_n(x))$$
 * $$\mathbf{b}(x):=(b_1(x),\ldots,b_n(x))$$
 * $$\mathbf{A}(x):=(a_{i,j}(x)) \, \mathrm{,} \quad i,j = 1,\ldots,n.$$

Homogeneous equations
The set of solutions for a system of homogeneous linear differential equations of order 1 and dimension n


 * $$\mathbf{y}^'(x) = \mathbf{A}(x) \mathbf{y}(x)$$

forms an n-dimensional vector space. Given a basis for this vector space $$\mathbf{z}_1(x), \ldots, \mathbf{z}_n(x)$$, which is called a fundamental system, every solution $$\mathbf{s}(x)$$ can be written as


 * $$\mathbf{s}(x) = \sum_{i=1}^{n} c_i \mathbf{z}_i(x).$$

The n &times; n matrix


 * $$\mathbf{Z}(x) := (\mathbf{z}_1(x), \ldots, \mathbf{z}_n(x))$$

is called fundamental matrix. In general there is no method to explicitly construct a fundamental system, but if one solution is known d'Alembert reduction can be used to reduce the dimension of the differential equation by one.

Nonhomogeneous equations
The set of solutions for a system of inhomogeneous linear differential equations of order 1 and dimension n


 * $$\mathbf{y}^'(x) = \mathbf{A}(x) \mathbf{y}(x) + \mathbf{b}(x)$$

can be constructed by finding the fundamental system $$\mathbf{z}_1(x), \ldots, \mathbf{z}_n(x)$$ to the corresponding homogeneous equation and one particular solution $$\mathbf{p}(x)$$ to the inhomogeneous equation. Every solution $$\mathbf{s}(x)$$ to nonhomogeneous equation can then be written as


 * $$\mathbf{s}(x) = \sum_{i=1}^{n} c_i \mathbf{z}_i(x) + \mathbf{p}(x).$$

A particular solution to the nonhomogeneous equation can be found by the method of undetermined coefficients or the method of variation of parameters.

Concerning second order linear ordinary differential equations, it is well known that
 * $$ y = e^{\int s \, dx } \Rightarrow y'' + Py' + \left ( -s' -s^2 -sP \right ) y = 0 . $$

So, if $$ y_h $$ is a solution of: $$ y'' + Py' + Qy = 0 $$, then $$ \exists s = {y_h' \over y_h} $$ such that: $$ Q = -s' - s^2 - sP. $$

So, if $$ y_h $$ is a solution of: $$ y + Py' + Qy = 0 $$ ; then a particular solution $$ y_p $$ of $$ y + Py' + Qy = W $$, is given by:
 * $$ y_p = y_h \int { \left ( { 1 \over y_h^2} \int W y_h e^{\int P \,dx \,} \, dx \right ) e^{- \int P \, dx } \, dx }$$.

Fundamental systems for homogeneous equations with constant coefficients
If a system of homogeneous linear differential equations has constant coefficients


 * $$\mathbf{y}^'(x) = \mathbf{A} \mathbf{y}(x)$$

then we can explicitly construct a fundamental system. The fundamental system can be written as a matrix differential equation


 * $$\mathbf{Y}^' = \mathbf{A} \mathbf{Y}$$

with solution as a matrix exponential


 * $$e^{x \mathbf{A}}$$

which is a fundamental matrix for the original differential equation. To explicitly calculate this expression we first transform A into Jordan normal form


 * $$e^{x \mathbf{A}} = e^{x \mathbf{C}^{-1} \mathbf{J} \mathbf{C}^{1}} = \mathbf{C}^{-1} e^{x \mathbf{J}} \mathbf{C}^{1}$$

and then evaluate the Jordan blocks


 * $$J_i =

\begin{bmatrix} \lambda_i & 1           & \;     & \;  \\ \;       & \ddots       & \ddots & \;  \\ \;       & \;           & \ddots & 1   \\ \;       & \;           & \;     & \lambda_i \end{bmatrix} $$ of J separately as
 * $$e^{x \mathbf{J_i}} = e^{\lambda_i x}

\begin{bmatrix} 1        & x       & \frac{x^2}{2}      & \dots         &  \frac{x^{n-1}}{(n-1)!} \\ \;       & \ddots  & \ddots             & \ddots        & \vdots             \\ \;       & \;      & \ddots             & \ddots        & \frac{x^2}{2}       \\ \;       & \;      & \;                 & \ddots        & x                    \\ \;       & \;      & \;                 & \;            & 1       \end{bmatrix} .$$

Singular solutions
The theory of singular solutions of ordinary and partial differential equations was a subject of research from the time of Leibniz, but only since the middle of the nineteenth century did it receive special attention. A valuable but little-known work on the subject is that of Houtain (1854). Darboux (starting in 1873) was a leader in the theory, and in the geometric interpretation of these solutions he opened a field which was worked by various writers, notably Felice Casorati (mathematician)|Casorati and Cayley. To the latter is due (1872) the theory of singular solutions of differential equations of the first order as accepted circa 1900.

Reduction to quadratures
The primitive attempt in dealing with differential equations had in view a reduction to quadrature (mathematics)|quadratures. As it had been the hope of eighteenth-century algebraists to find a method for solving the general equation of the $$n$$th degree, so it was the hope of analysts to find a general method for integrating any differential equation. Carl Friedrich Gauss|Gauss (1799) showed, however, that the differential equation meets its limitations very soon unless complex numbers are introduced. Hence analysts began to substitute the study of functions, thus opening a new and fertile field. Cauchy was the first to appreciate the importance of this view. Thereafter the real question was to be, not whether a solution is possible by means of known functions or their integrals, but whether a given differential equation suffices for the definition of a function of the independent variable or variables, and if so, what are the characteristic properties of this function.

Lie's theory
From 1870 Sophus Lie's work put the theory of differential equations on a more satisfactory foundation. He showed that the integration theories of the older mathematicians can, by the introduction of what are now called Lie groups, be referred to a common source; and that ordinary differential equations which admit the same infinitesimal transformations present comparable difficulties of integration. He also emphasized the subject of contact transformation|transformations of contact.

Sturm–Liouville theory
Sturm–Liouville theory is a theory of eigenvalues and eigenfunctions of linear operators defined in terms of second-order homogeneous linear equations, and is useful in the analysis of certain partial differential equations.