Definition:Linear First Order Ordinary Differential Equation

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Definition

A linear first order ordinary differential equation is a differential equation which is in (or can be manipulated into) the form:

$\dfrac {dy}{dx} + P \left({x}\right) y = Q \left({x}\right)$

It is:

  • Linear because both $\dfrac {dy}{dx}$ and $y$ appear to the first power, and do not occur multiplied together;
  • First order because the highest derivative is $\dfrac {dy}{dx}$;


Its general solution is:

$\displaystyle y = e^{-\int P dx} \left({\int Q e^{\int P dx}dx + C}\right)$

where $C$ is an arbitrary constant.


Also see


Sources

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