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Mathematical Methods for Physicists: A concise introduction - Site Map

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2<br />

Ordinary di€erential equations<br />

<strong>Physicists</strong> have a variety of reasons <strong>for</strong> studying di€erential equations: almost all<br />

the elementary and numerous of the advanced parts of theoretical physics are<br />

posed mathematically in terms of di€erential equations. We devote three chapters<br />

to di€erential equations. This chapter will be limited to ordinary di€erential<br />

equations that are reducible to a linear <strong>for</strong>m. Partial di€erential equations<br />

and special functions of mathematical physics will be dealt with in Chapters 10<br />

and 7.<br />

A di€erential equation is an equation that contains derivatives of an<br />

unknown function which expresses the relationship we seek. If there is only one<br />

independent variable and, as a consequence, total derivatives like dx=dt, the<br />

equation is called an ordinary di€erential equation (ODE). A partial di€erential<br />

equation (PDE) contains several independent variables and hence partial derivatives.<br />

The order of a di€erential equation is the order of the highest derivative appearing<br />

in the equation; its degree is the power of the derivative of highest order after<br />

the equation has been rationalized, that is, after fractional powers of all derivatives<br />

have been removed. Thus the equation<br />

is of second order and ®rst degree, and<br />

d 2 y<br />

dx 2 ‡ 3 dy<br />

dx ‡ 2y ˆ 0<br />

d 3 q<br />

y<br />

dx 3 ˆ 1 ‡…dy=dx† 3<br />

is of third order and second degree, since it contains the term (d 3 y=dx 3 † 2 after it is<br />

rationalized.<br />

62

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