$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\x}{\boldsymbol{x}} \newcommand{\dfc}{\alpha} % diffusion coefficient \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\If}{\mathcal{I}_s} % for FEM \newcommand{\Ifd}{{I_d}} % for FEM \newcommand{\basphi}{\varphi} \newcommand{\baspsi}{\psi} \newcommand{\refphi}{\tilde\basphi} \newcommand{\xno}[1]{x_{#1}} \newcommand{\dX}{\, \mathrm{d}X} \newcommand{\dx}{\, \mathrm{d}x} \newcommand{\ds}{\, \mathrm{d}s} $$

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Examples on linear and nonlinear differential equations

Linear ODE: $$ u^{\prime} (t) = a(t)u(t) + b(t)$$

Nonlinear ODE: $$ u^{\prime}(t) = u(t)(1 - u(t)) = u(t) - {\color{red}u(t)^2}$$

This (pendulum) ODE is also nonlinear: $$ u^{\prime\prime} + \gamma\sin u = 0$$ because $$ \sin u = u - \frac{1}{6}u^3 + \Oof{u^5},$$ contains products of \( u \)

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