Dear Subhotosh Khan & Ishuda,
Here are my thoughts:
Linearity of ODE determines by the equation form. ODE is linear if the equation can be written as:
an(x)y(n) + ... + a2(x)y'' + a1(x)y' + a0(x)y = b(x) -----------(1)
where coefficients of a’s and b could be functions of zero, constant, and linear or nonlinear functions of x. Otherwise is nonlinear ODE.
So, I think the equation form for nonlinear ODE is maybe like this:
an(x,y)y(n) + ... + a2(x,y)y'' + a1(x,y)y' + a0(x)y = b(x,y) -------------(2)
where coefficients of an, ..., a2, a1 and b are the same function as in linear ODE, except there is additional linear or nonlinear functions of y.
To determine homogeneous or non-homogeneous ODE:
For first order linear ODE, homogeneous equation can be written as:
y' = f(x,y) = F(y/x)
This means every variable x and y present must be able to be written together as y/x, otherwise the equation is non-homogeneous. By transforming the equation into separable equation, the equation is solvable.
For second order linear ODE, homogeneous equation can be written as:
a2(x)y'' + a1(x)y' + a0(x)y = 0
If coefficients a’s are 0 (a2 can't be 0) or constant numbers, then the equation is solvable.
But here I have additional question: if coefficients a’s are linear or nonlinear functions of x, is there any way to find the possible solution? I know that generally, it is not easy to discover the particular solutions. However, I found Cauchy-Euler equation can solved second order ODE with form:
ax2y'' + bxy' + cy = b(x)
where a, b and c are constant and b(x) could be zero, constant, linear or nonlinear functions of x.
Is there any equation similar as Cauchy-Euler equation?
My thoughts about my earliest questions: are these ODE exist?
1. First order nonlinear homogeneous equations
Referring equation (2): for nonlinear ODE:
a1(x,y)y' + a0(x)y = b(x,y)
so y' = [-a0(x)y + b(x,y)]/a1(x,y) --------------(3)
By considering RHS of equation, I think this equation can be homogeneous. By transforming the equation into separable equation, the equation is solvable. (I think I have answered the question)
2. First order nonlinear non-homogeneous equations
I realize equation (3) can also be non-homogeneous. But I don’t know how to solve it, as I can’t make the equation separable and I can’t use integrating factor. Maybe it is unsolvable?
3. Second order nonlinear homogeneous equations
Referring equation (2):
a2(x,y)y'' + a1(x,y)y' + a0(x)y = 0
4. Second order nonlinear non-homogeneous equations
Referring equation (2):
a2(x,y)y'' + a1(x,y)y' + a0(x)y = b(x,y)
For second order nonlinear homogeneous or non-homogeneous equations, I have no idea how to solve them. Maybe they are unsolvable, I guess.