We shall fight on the beaches, we shall fight on the landing grounds, we shall fight in the fields and in the streets, we shall fight in the hills; we shall never surrender, Winston Churchill
Definition. A differential equation is an equation that involves one or more dependent variables, their derivatives with respect to one or more independent variables, and the independent variables themselves, e.g., $\frac{dy}{dx} = 3x +5y, y' + y = 4xcos(2x), \frac{dy}{dx} = x^2y+y, etc.$
It involves (e.g., $\frac{dy}{dx} = 3x +5y$):
In mathematics, a linear ordinary differential equation (ODE) is an equation involving an unknown function and its derivatives, characterized by the property that both the function and its derivatives appear linearly. This means that the unknown function and its derivatives are raised only to the first power. They are never multiplied together, nor are they composed within nonlinear functions (such as $\sin(y)$ or $e^y$). The general form for a first-order linear ODE is: a(x)y’ + b(x)y = c(x).
This property of linearity is fundamental. While most physical systems are inherently nonlinear, many can be accurately approximated by linear models over a specific range. This linearity allows mathematicians and engineers to utilize a vast and powerful toolkit of analytical solution methods that are unavailable for nonlinear systems. Consequently, linear ODEs are the bedrock of modeling in numerous fields, including:
In this article, we will explore different forms of linear ODEs, their applications, and their solutions, with a focus on understanding their behavior in real-world contexts.
An ODE of order n is linear if it can be expressed in the form: $a_n(t)\frac{d^ny}{dt^n} +a_{n-1}(t)\frac{d^{n-1}y}{dt^{n-1}} + ··· + a_1(t)\frac{dy}{dt} + a_0(t)y = q(t)$ where
The function y and its derivatives appear to the first power and are not multiplied together.

Radioactive decay is a natural, stochastic process by which an unstable atomic nucleus loses energy by emitting radiation. This phenomenon can be precisely modeled on the macroscopic scale using first-order linear ordinary differential equations (ODEs). In this context, we will explore a decay chain system: one radioactive substance A decays into another radioactive substance B, which subsequently decays into a stable end product C.
Consider the specific parameters of this chain (A→B→C):
Substance A: A decays into substance B at a rate proportional to the current amount of A, A(t). Let $k_1$ be the decay constant for substance A.
Substance B: It accumulates due to the decay of A and simultaneously undergoes its own decay into substance C. B decays at a rate proportional to the amount of B, too. Let $k_2$ be the decay constant for substance B.
Modeling Substance A
The rate at which substance A decays is proportional to its current amount. This relationship is expressed by the homogeneous, separable differential equation:
$$\frac{dA}{dt} = -k_1A$$.
We can solve this using standard Separation of variables:
$\frac{dA}{A} = -k_1dt ↭[\text{Integrate both sides}] \int \frac{dA}{A} = \int -k_1dt ↭ ln|A| = -k_1t + C_1$
Solving for A(t) yields the classic exponential decay model: $A(t) = e^{-k_1t+C_1} = A_0e^{-k_1t}$ where $A_0 = e^{C_1}$ is the initial amount of substance A at t = 0.
The amount of substance A decreases exponentially over time.
Modeling Substance B
Substance B is subject to two competing rates: production (gain) and decay (loss).
Rate of Production: Since substance A decays into B, the production rate of B is equal to the rate A is decreasing: $\frac{-dA}{dt} = k_1A(t)$
Rate of Decay: Substance B decays at a rate proportional to its own amount: $\frac{dB}{dt} = -k_2B(t)$
The rate of change of B(t) is the net difference between production and decay: $\frac{dB}{dt} = \text{Production - Decay} = k_1A(t) -k_2B(t)$
Substituting the known expression for A(t), $A(t) = A_0e^{-k_1t}$, into the equation yields a first-order, non-homogeneous linear ODE in standard form:
$$\frac{dB}{dt} = k_1A_0e^{-k_1t}-k_2B(t) \implies \frac{dB}{dt} + \boxed{k_2B(t) = k_1A_0e^{-k_1t}}$$.
This is a first-order linear ODE of the form y' + P(t)y = Q(t). The solution describes the amount of B as it accumulates and decays over time,
($\star$) Case 1. Standard Case: $k_1 \ne k_2$, $B(t) = e^{-k_2·t}(\frac{k_1A_0}{k_2-k_1}e^{(k_2-k_1)t} + C) \implies \boxed{B(t) = \frac{k_1A_0}{k_2-k_1}e^{-k_1t} + Ce^{-k_2·t}}$
Initial Conditions: Assume that at $t = 0$, an initial amount $B(0) = B_0$ is present.
$B_0 = \frac{k_1A_0}{k_2-k_1}e^{0} + Ce^{0} \implies B_0 = \frac{k_1A_0}{k_2-k_1} + C \implies C = B_0 - \frac{k_1A_0}{k_2-k_1}$
$\mathbf{B(t) = \frac{k_1A_0}{k_2-k_1}e^{-k_1t} + \left(B_0 - \frac{k_1A_0}{k_2-k_1}\right)e^{-k_2t}}$
Note: In typical natural scenarios where a parent substance A is introduced to a new environment, we can assume B(0) = 0. The expression simplifies to: $\boxed{B(t) = \frac{k_1A_0}{k_2-k_1}(e^{-k_1t} - e^{-k_2t})}$
($\star$) Case 2: $k_1 = k_2 = k$, $\boxed{B(t) = e^{-k·t}(kA_0t + C)}$
Initial Conditions: Assume $B(0) = B_0$.
Then, $B_0 = e^{0}(kA_0\cdot 0 + C) \implies B_0 = C$
Therefore, $\mathbf{B(t) = e^{-kt}(kA_0t + B_0)} = (B_0 + kA_0t)e^{-kt}$
Initial Growth and Peak for B. Initially, $B(t)$ must increase. If $B_0=0$, the rate of production ($k_1A$) is positive and maximum at $t=0$, while the rate of decay ($-k_2B$) is zero. $B(t)$ will rise, reach a maximum peak (the point where Production equals Decay: $k_1A(t_{\text{peak}}) = k_2B(t_{\text{peak}})$), and then inevitably decline as $A(t)$ is depleted.
Regime: Transient Equilibrium ($k_1 < k_2$): Substance $A$ decays slowly, and $B$ decays relatively quickly. The intermediate product $B(t)$ cannot accumulate substantially. Its curve will peak quickly and then track the slow, steady decay of its parent, $A$.
Regime: “Secular” or Strong Accumulation ($k_1 > k_2$): Substance $A$ decays rapidly into $B$, while $B$ decays much slower. This causes $B$ to accumulate strongly, reaching a high peak that lingers before its much slower natural decay constant dominates the dynamics. This form approaches standard decay of $B$ after $A$ is effectively extinguished.


A differential equation with a structure similar to the standard non-homogeneous linear form, but with a positive coefficient for $y$ in the general form $y' - ay = q(t)$, leads to completely different physical behavior—exponential growth. This form is used to model systems that expand without bound, such as population growth in a resource-rich environment or neutron multiplication within a nuclear reactor core.
The behavior depends crucially on the growth parameter $a > 0$. Unlike the earlier natural transient terms ($Ce^{-k_2t}$) which decayed to zero, the term $y_h(t)=Ce^{at}$ is no longer transient, but grows exponentially since $a > 0$.
This system is inherently unstable. If $C \neq 0$ (meaning the system was not in a perfect, albeit unstable, mathematical equilibrium at $t=0$), the homogeneous solution grows without bound. The particular solution depends on q(t) and may counteract or reinforce the exponential growth.
The constant $C$ is strictly determined by the initial condition $y(t_0) = y_0$. Small, almost imperceptible differences in the starting condition $y_0$ can lead to massive differences in $y(t)$ as time increases due to the exponential growth.
This is a very common scenario for modeling a system with growth and a constant, external supply (e.g., constant resource flow in population dynamics).
The equation becomes: $\frac{dy}{dt}-ay = q_0$.
This solution highlights the critical role of the initial condition. Define $C = y_0 + \frac{q_0}{a}e^{at}$. Then, $y(t) = -\frac{q_0}{a} + C e^{at}$
The steady-state solution (equilibrium) is only $-\frac{q_0}{a}$ when a < 0. The equilibrium is stable; all solutions converge to $y_0$. For growth (a > 0), this is an unstable equilibrium point. The term $C e^{at}$ is the transient, determined entirely by the initial condition.
If the initial condition is perfectly set such that $y_0 = -\frac{q_0}{a}$, the constant $C=0$ and the growth term vanishes; $y(t)$ remains constant forever, $y(t) = -\frac{q_0}{a}$.
In any other scenario ($y_0 \neq -\frac{q_0}{a}$), the growth constant $C$ is non-zero, and the solution is dominated by the exponential term, diverging rapidly. As $t \to \infty$, the exponential term dominates, $\lim_{t \to ∞} y(t) = \text{sign}\left(y_0 + \frac{q_0}{a}\right) \cdot \infty$