Linear and non-linear differential equations

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The discussion clarifies that the equation dx/dt = x + 2 is a linear differential equation, as it can be expressed as a linear combination of x and its derivatives. This means the rate of change is not constant but depends on the value of x. Conversely, the equation dx/dt = x^2 + 4x is identified as a non-linear differential equation due to the presence of the x^2 term, which prevents it from being expressed in the standard linear form. Non-linear equations exhibit different behaviors, such as potentially blowing up to infinity in finite time. Understanding these distinctions is crucial for solving differential equations effectively.
Daniel1992
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I am not sure I understand Linear and non-linear differential equations properly so I will ask some question which someone will hopefully answer.

Is dx/dt = x + 2 a linear differential equation? If so does this mean that the rate of change of is constant?

Is dx/dt = x^2 + 4x a non linear differential equation?

Any answers would be appreciated :smile:
 
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Daniel1992 said:
I am not sure I understand Linear and non-linear differential equations properly so I will ask some question which someone will hopefully answer.

Is dx/dt = x + 2 a linear differential equation? If so does this mean that the rate of change of is constant?

Is dx/dt = x^2 + 4x a non linear differential equation?

Linear ordinary differential equations are statements of the form:

linear combination of x(t) and its time derivatives = f(t)

The independent variable doesn't have to be called t, but it's a nice convention.

The first equation can be written:
## -x(t) + \frac{d}{dt}x(t) = 2##
The left side is a linear combination of ##x## and its first time derivative, and the right hand side is a (boring, constant) function of time. So it is a linear ODE.

In the second equation, the ##x^2## term prevents us from writing the ODE in the form linear combination of x and its derivatives = f(t). So it is nonlinear. For nonlinear ODEs, the superposition principle isn't guaranteed to work, and some other bad behaviors are allowed that would be impossible for linear systems. For example, I think your second equation grows hyperbolically: it blows up to ∞ in finite time.
 
First, it is much easier for beginners to consider the dependencies of t in the functions. So in your example x is x(t).

Try to write the differential equations in the following form:

x’(t) = A(t)x(t) + g(t)

If this is possible it is a linear differential equation.

In your first example: What is A(t) and what is g(t)?

In the second example: Why is the above form not possible?
 

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