Where a(x) and f(x) are continuous functions of x, is called a linear nonhomogeneous differential equation of first order. We consider two methods of solving. A First order linear differential equation is an equation of the form y + P(x)y = Q(x). Where P and Q are functions of x. If the equation is written in this form it is. An ordinary differential equation (or ODE) has a discrete (finite) set of variables. For example in the simple pendulum, there are two variables: angle and angular.


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First-Order Linear Equations

This is an ordinary differential equation ODE. A linear differential equation may also be a linear partial differential equation PDEif the unknown function depends on several variables, and the derivatives that appear in the equation are partial derivatives.

In this article, only ordinary differential equations are considered. A linear differential equation or a system of linear equations such that the associated homogeneous equations have constant coefficients may be solved by quadrature mathematicswhich means that the solutions may be expressed in terms of integrals.

This is linear differential equation true for a linear equation of order one, with non-constant coefficients. Linear Differential Equations The first special case of first order differential equations that we will look at is the linear linear differential equation order differential equation.

In this case, unlike most of the first order cases that we will look at, we can actually derive a formula for the general solution.

Differential Equations | Khan Academy

The general solution is derived below. However, we would suggest that you do not memorize the formula itself. Instead of memorizing the formula you should memorize and understand the process that I'm linear differential equation to use to derive the formula.


Most problems are actually easier to work by using the process instead of using the formula. So, let's see how to solve a linear first order differential equation. It's sometimes easy to lose sight of the goal as linear differential equation go through this process for the linear differential equation time.

In order to solve a linear first order differential equation we MUST start with the differential equation in the form shown below. In other words, a function is continuous if there are no holes or breaks in it.

Linear differential equation - Wikipedia

Do not, at this point, worry about what this function is or linear differential equation it came from. We can now do something about that. All we need to do is integrate both sides then use a little algebra and we'll have the solution. It is vitally important that this be included.

If it is left out you will get the wrong answer every time. This will NOT affect the final answer for the solution.

So with linear differential equation change we have. There is a lot of playing fast and loose with constants of integration in this section, so you will need to get used to it.


When we do this we will always to try to make it very clear what is going on and try to justify why we did what we did. This is linear differential equation an easier process than you might think. So, to avoid confusion we used different letters to represent the fact that they will, linear differential equation all probability, have different values.

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This will give us the following. We do have a problem however. This is actually quite easy to do.