$dx$ appears in differential equations, such us derivatives and integrals.
For example, a function $f(x)$ its first derivative is $\dfrac{d}{dx}f(x)$ and its integral $\displaystyle\int f(x)dx$. But I don't really understand what $dx$ is.
Answer
Formally, $dx$ does not mean anything. It's just a syntactical device to tell you the variable to differentiate with respect to or the integration variable.
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