I was not sure if you were looking for a linear or a nonlinear. If nonlinear, I would have to think about it more.
You can investigate a series resistor, an inductor, and a capacitor (RLC circuit) in an electrical circuit.

This leads to the differential equation:
$$\displaystyle Ri(t) + L \frac{di}{dt} + \frac{1}{C} \int_{-\infty}^{\tau = t} i(\tau)d\tau = v(t)$$
$$\displaystyle \frac{d^2i(t)}{dt^2} +\frac{R}{L}\frac{di(t)}{dt} + \frac{1}{LC}i(t) = 0$$
You can see this circuit and the analysis on the Wiki. It is a second order system and depending on the type of voltage source, leads to intergro-differential or just differential equation. It is easy to analyze and to understand how it works. This can also be used for projects.
You can see the real life circuit, calculations and the Laplace Transform method to solve on the wiki RLC circuit.
Then you can simulate the results using free tools:
- Computable Data Format from Wolfram to simulate the series RLC circuit and see how the DEQ results match real world parameter settings.
- You can also use this slick Circuit Simulator where you build the circuit using point and click and then simulate it.
Lastly, you could actually breadboard the circuit, get a signal generator, a digital multimeter and oscilloscope and measure it in an actual circuit to see how close the ideal world and real world line up (errors abound in nature).
This gives you a very nice approach because with no cost you can review theory, solve a DEQ, run a simulation in two different environments (or use Modelica) and then actually build and test the circuit for no to little cost.
After doing a series circuit, you can switch to a parallel circuit and then a series-parallel circuit.
These components and circuits are used in every electronic device (including appliances, houses, cars, phones, computers...) that we own.
http://en.wikipedia.org/wiki/List_of_nonlinear_partial_differential_equations
– Ryan Jun 09 '14 at 17:14