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Johnny Zhong, Attempt of doing mathematics...
Updated Sep 17, 2017 · Upvoted by David Joyce, Professor of Mathematics and Computer
How can I self study Differential Equations?
Science at Clark University

I feel the already-posted answers here are although clear and nice however does Which is the best book for learning Differential
Equations?
not appeal much to intuition. I shall try and bring in intuition and less
formalism. What is the meaning of the general solution of a
differential equation?

Taking a similar first step as David Joyce did, we consider algebraic equations. Differential Equations: How should I study ODE?
From a historical point of view, quadratic equations are used because farmers
Does the heat partial differential equation ever
are interested in (maximising) the area of their land. Linear equations arises produce solutions that are realistic in real life?
quite naturally when we are trying to find the number planks of wood to build a
Is there a difference between understanding
(fixed-height) shelf or calculating how far someone travelled in a certain time differential equations and being able to solve
period (assuming constant velocity). differential equations?

Why do mathematicians study partial differential

In the cases above, we are solving for one single quantity, a number. In the equations?
farmer cases, we are solving for a length of the farm. For the shelf, we are looking
Differential Equations: What does this notation
for whole number of wood planks and for the distance we looking for some mean?
number of meters. We are dealing with the quantity itself and not its change;
What precisely is a differential equation?
hence the question we are dealing with is effectively:
What is the difference between differential
"What is the weight/length/distance/money/number of sweets I need such that this equations and difference equations?
equation balances?"
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In the realm of differential equations, by definition, we are dealing with how the More Related Questions
quantity changes (where the quantity itself may or may not be explicitly written)
and from this, we aim to deduce what the quantity is! In other words we are Question Stats
trying to answer the question:
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"If I know how my weight/length/distance/money/number of sweets change, then
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what is the weight/length/distance/money/number of sweets itself?"
Last Asked Jan 28, 2015

Edits
And this is the magic of mathematics, by knowing how it changes (and its
starting point) we can deduce what the quantity itself must be or satisfy! So the
"real meaning" of the solution of a differential equation is the above: the
quantity itself (or at least the form of it).

Example 1
Possibly the easiest example to understand could be answering the question, "If
I know how quick an object is moving, could I work out where it will be after some
duration?"
"Quick" here is the change, the change in distance (by its change) in time. We
can imagine that suppose I told you I was going at a speed of 5 m/s then after 10
seconds, I would have covered 5x10=50m. Hence we moved from knowing only a
change (to distance) to the quantity of distance itself. Of course, 50m is not the
full answer and it depends how far I was in already for example suppose I started

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at the 20m mark then

1 my total distance is 20+50=70m
1 and is this the reason why
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there are "infinite solutions" to this question (as I could have started at any
mark). The 20m is called the initial condition. Upon fixing the initial conditions,
we have an unique solution (in this example anyway).

Example 2
Temperature across the room - Suppose we are in a room where the temperature
at say 25C across the whole room. Someone decides to light a candle somewhere
in the room. This candle is hot and its heat would spread. In physics, we have
the Heat equation which is a differential equation that has been logically
deduced which governs how this heat would spread across the room. In other
words, we have how it changes across time and space.

The question we are interested in answering is, 'What is the temperature at any
particular spot in this room and any particular time -given we know how
temperature changes?'

So in this example, by solving the heat equation, an equation of temperature

change, the solution would be a function of time and space that depicts the
temperature at any particular time and space.

Again, we can have infinite solutions because of our initial conditions. This is
because the answer "obviously" depends just how hot the candle was and if it
was blown out or not and if not how does it release heat over its lifetime as well
as where it was in the room (although you can treat the candle operating from
the origin)

TLDR;
Solving differential equations is answering the question:
"Given I know how the quantity changes, what is the quantity itself or if I don't
know, what form must this quantity satisfy?"
By form, I mean, what does the answer/quantity look like e.g. linear,
exponential, sine/cosine

Hence, the "real meaning" of the solution of an differential equation is a

description of the quantity or the quantity itself.
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Randy Switt, former Aerospace Design Engineer at Pratt & Whitney (1989-1994)
Answered Apr 23, 2017

Let me see if I can be even more illustrative then Johnny Zhong here, because I
think pictures and very specific examples are really helpful to understanding!

Let’s take a very specific, simple example of a cylindrical tank (like a thermos)
full of water with a spigot at the bottom:

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To make this more analogous to a real world problem, you could think of it as a
large storage container holding oil that is leaking out through a hole, and we
want to know how much oil is left in the tank after any period of time! (you can
figure out how much has spilled out just by subtracting the volume remaining
from the original volume).

What we want to know, eventually, is what is the volume of the liquid in the tank
after any given amount of time. So what we want to know is a function which
will give us the water volume (v) give the elapsed time (t), or:

v = f(t)

The answer to that is not obvious, because the “rate” of liquid leaking out is
dependent on the pressure above it, which depends on the depth of the liquid,
which is changing continuously. However, we *can* create an ordinary
differential equation based solely on the law of conservation of mass. Basically
we can setup an equation for the *change* in volume by looking at what’s
coming in and going out:

rate of accumulation = inputs - outputs

The rate of accumulation in this case is the change in volume over time or:

dv/dt

In this case we have no liquid being added, so inputs = 0

The outputs are the volume of liquid leaving through the hole. It’s not too hard
to derive that equation, but to avoid tangents, let’s just assert that the volume of
liquid that leaves through the leak is:

−−−
a√2gh

where g = acceleration due to gravity (about 9.81 in SI units), h = the height of the
liquid in the tank and a = the area of the leaking hole.

Therefore our Differential equation (in this case an Ordinary Differential

Equation or ODE) is:

rate of accumulation = inputs - outputs

−−−
dv/dt = 0 - a√2gh

or just

−−−
dv/dt = -a√2gh

One thing we can see is that v (the volume of the liquid in the tank) and h (the
height of liquid in the tank) are related. In fact, simple geometry tells us that:

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v = h*A 1 1
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where A = the cross-sectional area of the tank, since it’s a cylinder. So we can
rewrite our equation as:

−−−
d(h*A)/dt = -a√2gh

and since A doesn’t change with time:

−−−
A*dh/dt = -a√2gh

and dividing through by A:

a −−−
dh/dt =− A √2gh

Now we know how the height of liquid in the tank changes over time! But this is
only a differential equation, notice there’s no “t” in there, we can’t directly
calculate a height at a given time ( :-( ) .

We need to find a function that will do that for us and will satisfy our differential
equation. If only we had a way we could figure that out given just our differential
equation!

But wait! This particular ODE is separable, we can get get all our h’s on one side
and all our t’s on the other. Which means we can integrate both sides. And
integration will give us a function that satisfies the derivative, which is exactly
what we want! So let’s do some math here:

If we manipulate our ODE algebraically, we can set it up as:

dh a −−
= − √2g ⋅ dt
√h A

These are pretty easy derivatives to integrate, so you end up with (don’t forget
the constant of integration!):

−
− a −−
2 ⋅ √h = − √2g ⋅ t + c
A

Since h is the value of interest we can get it by itself by dividing by 2 and

squaring both sides:

a −− 2
h = −( √2g ⋅ t + c)
2A

And that’s it! We now have an equation that will give us the height of liquid in
the tank at any given time, and we did it using the conservation of mass and a
differential equation. The constant “c” that got stuck in there due to the
constant of integration is figured out by solving the equation at a known time
and height, usually at the beginning. In this case, c will equal the square root of
the initial height of liquid.

If we look at what that function looks like over time, it looks like (for A = 500, a =
1, and initial height of 9, which are just some reasonable examples I picked):

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So you can see that the tank drains faster the higher the liquid is, which makes
sense given our differential equation. So our function seems to satisfy the
requirements! And we have a real-world equation to estimate the liquid height
in a leaking tank!
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Clive Hunt, studied at University of the Witwatersrand

Answered Feb 2, 2015

See excellent answers as usual from @David Joyce, and others. Here is some
amateur tangential commentary that may help the OP.

A potential source of confusion is that some symbols (such as '=' and the digits
0-9) have different meanings in different contexts. Most familiar would be their
meanings in an algebraic equation (such as David's first example): we
understand that the LHS represents a number and the RHS represents a number
and that the equation ('=' sign) says that both these representations are of the
same number ('number equality').

However their meanings in a differential equation are different:

'=' in a d.e. now means 'function equality' (as opposed to 'number equality'). To
be sure, function equality is lifted from (depends on) the simpler concept of
number equality but it is a different concept, applicable only in a kind of
equation where functions in their entirety are the units under consideration.

One could ask whether it would have been better to use a different
symbol for 'function equality' (such as the triple-line equals sign?), but
this generalised use of the equality symbol/concept is widespread in
maths, whatever the "animals" under study (functions, matrices, etc.).
Mathematicians accept that, when starting to study new animals, one of
the earliest tasks is to clarify the definitions of the animals and what
constitutes equality amongst them and whether the concepts behave
well (e.g. transitivity); once this housekeeping has been internalised
one is licensed to use '=' as shorthand in this new space.

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'0123456789' the familiar digits have ambiguous meanings in a d.e., discernible
from context. The symbol '9' in David's second, differential, equation (repeated
below) represents a number playing the role of scalar multiplier of the function
f. However the symbol '0' on the RHS of that same equation means the zero
function (not the zero number).

                    f'' + 9f = 0

The "differential" aspect of d.e.'s is not ambiguous because differentiation can

only apply to functions. Differentiation is merely an operator on a function that
produces another function. The above equation contains an example of a simple
operator (scalar multiplication of a function f by the number 9 to produce a new
function 9f) and a more complex operator: two successive operations of the
differential operator that transforms the function f to the function f' and thence
to the function f''.  These two expressions are then combined via the function-
summation operator '+'.

Returning to the original question, explicitly carrying out this kind of

'dimensional analysis' (a la physics) may strengthen one's understanding of the
meaning of a d.e. and its solutions. Briefly, the items under consideration are
functions, the equation is expressed in function space, and the solution is a set
of functions.
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Buddha Buck
If you say that 0 represents the constant function with the value 0, then why can't you…

David Joyce, Professor of Mathematics and Computer Science at Clark

University
Updated Feb 15, 2015

Take the simpler case of an algebraic equation.

What's the meaning of a solution of an algebraic equation, such as this one?

                                            x2 +9 = 0

A solution is a number that satisfies the equation. For this one, there are two
solutions, and they are x = 3i or x = −3i.

So now back to the original question.

What's the meaning of a solution of a differential equation, such as this one?

                                            f ′′ + 9f = 0

A solution is a function that satisfies the equation.  For this one, there are
infinitely many, and they are all linear combinations 

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1 B cos 3x of
f (x) = A sin 3x + the two functions 1 sin 3x   and  cos 3x,   as you
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can verify for yourself. Here, A  and  B  can be any numbers.

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Trym Bruset, MSc in pure mathematics and mathematical logic.

Answered Jan 28, 2015 · Upvoted by David Joyce, Professor of Mathematics and Computer
Science at Clark University

Much in the same way that real and complex numbers are solutions to algebraic
equations, functions are solutions to differential equations. The way I view the
two are not terribly different; just as exponentiation is a tool to manipulate
numbers, so is differentiation a tool to manipulate functions. Solving a DE is
much like solving a quadratic equation, but with an additional operator.

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Jishu Das (ଯୀଶୁ ଦାସ), Novice in field of Mathematics

Answered Jan 28, 2015

Solution has the same meaning for any kind of equation in mathematics (If I am
not wrong) and which is

 Hence a function for which differential equation holds true is a solution to that
differential equation.
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Judith Seyfert
Answered Mar 30, 2015

I would like clarification as to what this question is really asking:

a) What does it mean to solve a differential equation?
b) What is the point of solving a differential equation?
c) What do you have once you solve a differential equation?
The phrasing of the question makes me wonder whether there should be
quotation marks around the word "solution".

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