We want to model physical phenomena.
A differential equation is an equation relating functions and their derivatives.
For example, let $f: \R \to \R $ be
differentiable everywhere and denote the
derivative of $f$ by $f': \R \to \R $.
Suppose that there exists $\alpha \in \R $ so
that for all $x \in \R $,
\[
f'(x) = \alpha f(x).
\]
The solution of a differential equation is a function (or functions) which satisfy the equation.1