Question on linearity of a D.E.

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In summary, the equation (y^2 - 1)*dx/dy + x = 0 is linear because it is linear in the dependent variable x. It can be written in the form a_1(y)*dx/dy + a_0(y)*x = 0, where the coefficients a_1(y) and a_0(y) do not involve x or any of its derivatives. If any of the coefficients do involve x or its derivatives, the equation would be considered nonlinear.
  • #1
RiceKernel
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Hi, I was just wondering if :

(y^2 - 1)*dx/dy + x = 0

In this case, x is the dependent variable.

Is linear? I know it is but I want to understand why. My question is with the coefficients.
The first coefficient has a y to the power of 2 to it and a constant. It is also a function of y (independent var in this case) for obvious reasons. I'm wondering if the power in the coefficient matters ? For example , instead of getting (y^2 - 1) as a coeff. , would simply y^5 as the coefficient still make the eq. linear? Also , for an equation to be non-linear , must the coefficients involve the dependent var. instead of the independent one?

Thank you very much!
 
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  • #2
supposing y is "space" then, this is a linear, spatially-variant ODE. It wouldn't be considered nonlinear unless you couldn't write this ode as

[tex] ...a_1(y) \frac{dx}{dy} + a_0(y) x = 0 [/tex]

If any of the "a" coefficients had an x or any of its derivatives in it, it would be nonlinear.

For example the following cannot be written in the above form (and are non linear)

[tex] ...(y^2 - x)\frac{dx}{dy} + a_0(y) x = 0 [/tex]

[tex] ...(y^2 - 1)(\frac{dx}{dy})^2 + a_0(y) x = 0 [/tex]

[tex] ...(x^2 - 1)\frac{dx}{dy} + x^2 = 0 [/tex]

But the last example is at least "spatially invariant".
 
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  • #3
The equation you give is linear because It is "linear" in the dependent variable x. Specifically, if we had two functions, [itex]x_1(y)[/itex] and [itex]x_2(y)[/itex], that satisfy that equation, and any two numbers, [itex]\alpha[/itex] and [itex]\beta[/itex], then the "linear combination", [itex]\alpha x_1(y)+ \beta x_2(y)[/itex] also satisfies it:
[tex]a_1(y)\frac{d(\alpha x_1+ \beta x_2}{dy}+ a_0(y)(\alpha x_1+ \beta x_2)[/tex]
[tex]= \alpha\left(a_1(y)\frac{d x_1}{dy}+ a_2(y)x_1\right)+ \beta \left(a_1(y)\frac{dx_2}{dy}+ a_2(y)x_2\right)= \alpha(0)+ \beta(0)= 0[/tex]
 
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What is linearity in a differential equation?

Linearity in a differential equation refers to the property of the equation where the dependent variable and its derivatives appear only in a linear form. This means that the dependent variable is raised to the power of 1 and is not multiplied with any other variables or functions.

How do you determine if a differential equation is linear?

To determine if a differential equation is linear, you can check if the equation follows the form: dy/dx + P(x)y = Q(x), where P(x) and Q(x) are functions of x. If the equation follows this form, then it is linear.

What are the advantages of a linear differential equation?

One advantage of a linear differential equation is that it can be solved using analytical methods, such as separation of variables and integration. This makes it easier to find a general solution for the equation.

What are the limitations of a linear differential equation?

The main limitation of a linear differential equation is that it can only model systems that exhibit linear behavior. In real-world situations, many systems are non-linear, making it difficult to use linear differential equations to accurately model them.

How does the linearity of a differential equation affect its solutions?

The linearity of a differential equation affects the type of solutions that can be obtained. For linear differential equations, the solutions can be found using analytical methods, as mentioned earlier. However, for non-linear equations, numerical methods are often needed to approximate the solutions.

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