The crucial point about a "linear differential equation", indeed about "linear" problems in general, is that we can combine two solutions to make a third solution.
If y1 and y2 both satisfy the equation a(x)y"+ b(x)y'+ c(x)y= 0 then any "linear combination" of them, py1+ qy2, where p and q are numbers, does also:
a(x)(py1+ qy2)"+ b(x)(py1+ qy2)'+ c(x)(py1+ qy2)=
a(x)py1"+ a(x)qy2"+b(x)py1'+ b(x)qy2'+ c(x)py1+ c(x)qy2[/sub=
p(a(x)y1"+ b(x)y1'+ c(x)y1)+ q(a(x)y2"+ b(x)y2'+ c(x)y2=
p(0)+ q(0)= 0.
Similarly, if f(x)= ax, then f(nx+my)= a(nx+my)= n(ax)+ m(ay)= nf(x)+ mf(y).
If, however, f(x)= x2, then f(x+y)= (x+ y)2= x2+ 2xy+ y2. The fact that f is NOT linear means that that term 2xy in which the two solutions x and y "interfere" with one another.