Linear and non-linear differential equations

In summary, the conversation discusses linear and non-linear differential equations and their properties. The first equation, dx/dt = x + 2, is a linear ODE because it can be written in the form of a linear combination of x and its derivatives equaling a function of time. The second equation, dx/dt = x^2 + 4x, is a non-linear ODE because it cannot be written in this form due to the presence of a non-linear term. The conversation also touches on the difficulties and behaviors that can arise from working with non-linear ODEs.
  • #1
Daniel1992
22
0
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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  • #2
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.
 
  • #3
First, it is much easier for beginners to consider the dependencies of [itex]t[/itex] in the functions. So in your example [itex]x[/itex] is [itex]x(t)[/itex].

Try to write the differential equations in the following form:

[itex]x’(t) = A(t)x(t) + g(t)[/itex]

If this is possible it is a linear differential equation.

In your first example: What is [itex]A(t)[/itex] and what is [itex]g(t)[/itex]?

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

Related to Linear and non-linear differential equations

1. What is the difference between linear and non-linear differential equations?

Linear differential equations are equations where the dependent variable and its derivatives appear linearly, meaning the variable and its derivatives are raised to the first power and there is no multiplication or division. Non-linear differential equations, on the other hand, have one or more terms where the dependent variable and its derivatives are raised to a power other than one and/or are multiplied or divided.

2. How do you solve linear differential equations?

To solve a linear differential equation, you can use techniques such as separation of variables, integrating factors, or the method of undetermined coefficients. These methods involve manipulating the equation and integrating to find the general solution.

3. What methods are used to solve non-linear differential equations?

There is no one general method for solving non-linear differential equations. Depending on the specific equation, methods such as substitution, converting to a linear form, or using numerical methods may be used to find solutions.

4. Can you provide an example of a linear differential equation?

One example of a linear differential equation is dy/dx = 3x + 2. This equation is linear because the dependent variable, y, and its derivative, dy/dx, are both raised to the first power and there is no multiplication or division involved.

5. How are linear and non-linear differential equations used in real-world applications?

Linear and non-linear differential equations are used to model many real-world phenomena, such as population growth, chemical reactions, and electrical circuits. They allow scientists and engineers to predict and understand how these systems will behave over time.

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