First order ODEs

First-order linear differential equation

A first-order, linear ODE is given the standard form¹

In the case of 𝑔(𝑥) =0, the ODE is separable. Sometimes this is written as

which can be rearranged trivially to yield the standard form.

Solutions

• Integrable LHS
• Integrating factor
  • Explanation
  • Algorithm

Integrable LHS

In some cases a first-order linear ODE may be immediately solvable by integration. This is the case when the LHS is or can be rearranged to be the case of a product rule, that is of the form

which can easily be rewritten as

so the general solution is

including the integration constant. In cases where this is not possible, an Integrating factor 𝜇(𝑥) may be used to make it so.

Integrating factor

Explanation

In cases where the LHS is not immediately integrable, it may be made so by multiplying both sides by a chosen integrating factor, conventionally called either 𝜇(𝑥) or 𝐼(𝑥)².

We select 𝜇(𝑥) such that the LHS is the result of a product rule, i.e.

A family of solutions to this very basic differential equation for 𝜇 is given by

where the integration constant may be conveniently selected as 0. Thus, the ODE may be solved generally

Algorithm

Algorithmically, the integrating factor method is summarised as follows

1. Write the differential equation in standard form
2. Find the integrating factor (setting the constant of integration conveniently to 0)

3. The general solution is

Practice problems

• 2017. Elementary differential equations and boundary value problems, pp. 31–32 (§2.1 problems)

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