--- --- First Order Linear ODE ====================== Summary ------- A Linear Odinary Differential Equation is of the form: $$\begin{aligned} \sum^{n}_{0} \left[ a_n\left( x \right)\cdot f^{\left( n \right)} \left( x \right)\right] = g\left( x \right)&\\ &\text{If $g\left( x \right)= 0$ it is said to be homogenous}\end{aligned}$$ A first Order Linear ODE is of the form: $$\begin{aligned} a_1\left( x \right)\cdot \frac{\operatorname{d}y }{\operatorname{d} x}+ a_0\left( x \right)\cdot y= g\left( x \right)\notag &\\ &\text{Where $a\left( x \right)$ is a function } \end{aligned}$$ It is typical to rewrite this as:    **Linear First Order ODE:** $$\begin{aligned} \frac{\operatorname{d}y }{\operatorname{d} x} + p\left( x \right)\cdot y = f\left( x \right)\end{aligned}$$ if $f\left( x \right)= 0$ the equation is said to be homogenous    Let the homogenous be $y_h$ and the particular solution be $y_p$, i.e.: - $y_h: \quad \frac{\operatorname{d}y_h }{\operatorname{d} x}+ p\left( x \right)\cdot y_h= 0$ - $y_p: \quad \frac{\operatorname{d}y_p }{\operatorname{d} x}+ p\left( x \right)\cdot y_p= f\left( x \right)$ In order to find a solution a solution for a First Order Linear ODE, don't remember an equation, remember the technique:    - Rewrite the Equation in the standard form: $$\frac{\operatorname{d}y }{\operatorname{d} x}+ p\left( x \right)\cdoty = f \left( x \right)$$ - Identify $p\left( x \right)$ and find the integrating factor: $$e^{\int^{}_{} p\left( x \right) \operatorname{d}x }$$ - Multiply through by the integrating factor: $$e^{\int^{}_{} p\left( x \right) \operatorname{d}x } \left( \frac{\operatorname{d}y }{\operatorname{d} x}+ p\left( x \right)\cdoty \right) = e^{\int^{}_{} p\left( x \right) \operatorname{d}x }f \left( x \right)$$ It may be concluded:    $$\frac{\operatorname{d} }{\operatorname{d} x}\left[ e^{\int^{}_{} p\left( x \right) \operatorname{d}x \cdot } \cdot y\right] = e^{\int^{}_{} p\left( x \right) \operatorname{d}x } \cdot f \left( x \right)$$    - Integrate both sides in order to solve:    Proof ----- Exemplars ---------