In mathematics, a linear differential equation is a differential equation that is linear in the unknown function and its derivatives, so it can be written in the form a 0 ( x ) y + a 1 ( x ) y ′ + a 2 ( x ) y ″ ⋯ + a n ( x ) y ( n ) = b ( x ) {\displaystyle a_{0}(x)y+a_{1}(x)y'+a_{2}(x)y''\cdots +a_{n}(x)y^{(n)}=b(x)} where a0(x), ..., an(x) and b(x) are arbitrary differentiable functions that do not need to be linear, and y′, ..., y(n) are the successive derivatives of an unknown function y of the variable x.
Such an equation is an ordinary differential equation (ODE). A linear differential equation may also be a linear partial differential equation (PDE), if the unknown function depends on several variables, and the derivatives that appear in the equation are partial derivatives.