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How do you classify a differential equation as linear?

Published in Differential Equation Classification 3 mins read

A differential equation is classified as linear based on two key criteria related to the dependent variable and its derivatives.

Criteria for Linearity

A differential equation is considered linear if it satisfies the following conditions:

  • Degree of 1: The equation is of the first degree in the dependent variable and its derivatives. This means that the dependent variable and its derivatives only appear to the power of 1.
  • Coefficients: The coefficients in the equation are functions of only the independent variable.

Understanding the Criteria

Essentially, a linear differential equation has the form:

a_n(x) * d^n(y)/dx^n + a_{n-1}(x) * d^{n-1}(y)/dx^{n-1} + ... + a_1(x) * dy/dx + a_0(x) * y = f(x)

Where:

  • y is the dependent variable.
  • x is the independent variable.
  • a_n(x), a_{n-1}(x), ..., a_0(x) are coefficients that are functions of x only.
  • f(x) is a function of x only.

Examples of Linear vs. Nonlinear Differential Equations

Here's a table summarizing the key differences with examples:

Feature Linear Differential Equation Nonlinear Differential Equation
Dependent Variable & Derivatives Appears only to the first power (degree 1) Appears with powers other than 1 (e.g., squared, cubed)
Terms No transcendental functions (e.g., sin, cos, exp) of the dependent variable or its derivatives. Contains transcendental functions of the dependent variable or its derivatives (e.g., sin(y), e^(dy/dx)).
Products No products of the dependent variable and its derivatives with each other. Contains products of the dependent variable and its derivatives (e.g., y * dy/dx).
Example dy/dx + 2y = x^2 dy/dx + y^2 = x
Example x^2 * d^2(y)/dx^2 + x * dy/dx + y = cos(x) d^2(y)/dx^2 + sin(y) = 0 (Pendulum Equation)

Example Explained: Pendulum Equation

The reference mentions the equation representing the motion of a circular pendulum: d^2(y)/dx^2 + Sin[y[x]] = 0. This is nonlinear because Sin[y[x]] is not a linear function of y[x]. The sine function of the dependent variable makes the equation nonlinear.

Key Takeaways

  • Linear differential equations are easier to solve than nonlinear ones.
  • Linearity allows for the use of superposition principles.
  • Many real-world phenomena are modeled by nonlinear differential equations, but linear approximations are often used for simplicity.

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