Complex differential equations

Differential equations in the complex plane are different from differential equations on the real line.

Suppose you have an nth order linear differential equation as follows.

y^{(n)} + a_{n-1}y^{(n-1)} + a_{n-2}y^{(n-2)} + \cdots a_0y = 0

The real case

If the a‘s are continuous, real-valued functions on an open interval of the real line, then there are n linearly independent solutions over that interval. The coefficients do not need to be differentiable for the solutions to be differentiable.

The complex case

If the a‘s are continuous, complex-valued functions on an connected open of the real line, then there may not be n linearly independent solutions over that interval.

If the a‘s are all analytic, then there are indeed n independent solutions. But if any one of the a‘s is merely continuous and not analytic, there will be fewer than n independent solutions. There may be as many as n-1 solutions, or there may not be any solutions at all.

Source: A. K. Bose. Linear Differential Equations on the Complex Plane. The American Mathematical Monthly, Vol. 89, No. 4 (Apr., 1982), pp 244–246.