Ordinary differential equation (ODE)

An ordinary differential equation relates an unknown function of one independent variable to its ordinary derivatives. Its order is the highest derivative appearing. Thus $y^{\prime }=-k(y-T_a)$ is first order, while the harmonic oscillator equation $y^{\prime \prime }+{\omega }^{2}y=0$ is second order. A first-order equation in explicit form isHere $t$ need not be time, and $y$ can be a vector, giving a system of coupled ordinary differential equations. A classical solution of a differential equation is a sufficiently differentiable function on an interval which satisfies the equation at every point. For the explicit first-order equation, if $f$ is continuous, this solution of a differential equation has a continuous derivative.

For Newton's law of cooling, the state is a single temperature; for a second-order differential equation, a first-order system also records its first derivative. This is why a starting position alone does not specify a harmonic oscillator trajectory: its starting velocity matters too.

The power of an ordinary differential equation is that one rule describes a whole family of histories. An initial value problem chooses one history when uniqueness holds. An autonomous differential equation has $f$ independent of $t$; its equilibrium points satisfy $f(y_{\ast })=0$ and give constant solutions of a differential equation. Equations with explicit time dependence can instead respond to a changing environment.