1.

3 Types of Differential Equations

11

So, this text considers differential equations of the form

mx(t)
+ bx(t)
+ kx(t) = cos(t),
but not of the form


m x(t)
+ x2(t) + bx(t)
+ kx(t) = cos(t),
because the latter cannot be written in the form of Equation (1.4).

1.3.3 Linear Versus Nonlinear Differential Equations

This is perhaps the most important distinction of all. With the exception of some
first-order equations and other very specific examples, nonlinear differential equations do not have any known solution techniques; in contrast, linear differential
equations have some very nice properties and are easily solved. A differential equation is linear if all the terms in the equation are linear in the dependent variable and
its derivatives; otherwise, it is nonlinear.
Considering first an nth-order ordinary differential equation with independent
variable t and dependent variable x, if the equation can be put in the form
fn (t)

dn x
dn1 x
dx
(t)
+
f
(t)
(t) + + f1 (t) (t) + f0 (t)x(t) = g(t)
n1
n
n1
dt
dt
dt

(1.5)

it is linear.
Remark 1.2. The functions fi (t) and g(t) do not have to be linear functions of t in
order for the equation to be linear. Only linearity in the dependent variable matters.
Extending this to the partial differential equation case is straightforward. The
equation is linear if all the terms containing the dependent variable or any of its
derivatives appear linearly in the equation; otherwise, it is nonlinear.
Considering an nth-order partial differential equation with independent variables
x and t and dependent variable u, if the equation can be put in the form

i, j,i+ jn

fi, j (x,t)

i+ j u
(x,t) = g(x,t)
xi t j

(1.6)

it is linear.
Example 1.12. The differential equations listed in Table 1.1 are linear or nonlinear
as indicated.