condition accompanying a differential equation in the solution of physical problems. In mathematical problems arising from physical situations, there are two considerations involved when finding a solution: (1) the solution and its derivatives (derivative) must satisfy a differential equation, which describes how the quantity behaves within the region; and (2) the solution and its derivatives must satisfy other auxiliary conditions either describing the influence from outside the region (boundary values) or giving information about the solution at a specified time (initial values), representing a compressed history of the system as it affects its future behaviour. A simple example of a boundary-value problem may be demonstrated by the assumption that a function satisfies the equation f′(x)=2x for any x between 0 and 1 and that it is known that the function has the boundary value of 2 when x=1. The function f(x)=x² satisfies the differential equation but not the boundary condition. The function f(x)=x²+1, on the other hand, satisfies both the differential equation and the boundary condition. The solutions of differential equations involve unspecified constants, or functions in the case of several variables, which are determined by the auxiliary conditions.

The relationship between physics and mathematics is important here, because it is not always possible for a solution of a differential equation to satisfy arbitrarily chosen conditions; but if the problem represents an actual physical situation, it is usually possible to prove that a solution exists, even if it cannot be explicitly found. For partial differential equations (partial differential equation), there are three general classes of auxiliary conditions: (1) initial-value problems, as when the initial position and velocity of a traveling wave are known, (2) boundary-value problems, representing conditions on the boundary that do not change from moment to moment, and (3) initial- and boundary-value problems, in which the initial conditions and the successive values on the boundary of the region must be known to find a solution. See also Sturm-Liouville problem.