In mathematics, an equation that contains partial derivatives, expressing a process of change that depends on more than one independent variable. It can be read as a statement about how a process evolves without specifying the formula defining the process. Given the initial state of the process (such as its size at time zero) and a description of how it is changing (i.e., the partial differential equation), its defining formula can be found by various methods, most based on integration. Important partial differential equations include the heat equation, the wave equation, and Laplace's equation, which are central to mathematical physics.

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Equation containing derivatives of a function of a single variable. Its order is the order of the highest derivative it contains (e.g., a first-order differential equation involves only the first derivative of the function). Because the derivative is a rate of change, such an equation states how a function changes but does not specify the function itself. Given sufficient initial conditions, however, such as a specific function value, the function can be found by various methods, most based on integration.

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Mathematical statement that contains one or more derivatives. It states a relationship involving the rates of change of continuously changing quantities modeled by functions. Differential equations are very common in physics, engineering, and all fields involving quantitative study of change. They are used whenever a rate of change is known but the process giving rise to it is not. The solution of a differential equation is generally a function whose derivatives satisfy the equation. Differential equations are classified into several broad categories. The most important are ordinary differential equations (ODEs), in which change depends on a single variable, and partial differential equations (PDEs), in which change depends on several variables. Seealso differentiation.

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