一阶线性常微分方程解法总结 Summary of Solving First Order Linear Ordinary Differential Equation (ODE)

1. Separable Differentiable Equations

$$\begin{gathered} \frac{dy}{dt}=\frac{g(t)}{h(y)} \\ or \\ \frac{dy}{dt}=g(t)f(y) \end{gathered}$$

1. Separate the variables
   $$\begin{gathered} h(y)dy=g(t)dt \\ or \\ \frac{dy}{f(y)}=g(t)dt \end{gathered}$$

2. Integrate both sides
   $$\begin{gathered} \int h(y)dy=\int g(t)dt \\ or \\ \int \frac{dy}{f(y)}=\int g(t)dt \end{gathered}$$

3. Solve for the solution y(t), if possible

PS: For $\frac{dy}{f(y)}$, if $f(y)=0$, then if $f(y_0)=0$, $y(t)=y_0$ is a solution.

2. Linear Equations

First-order linear equation

Form:
$$x^{\prime }=a(t)x+f(t)$$
Homogeneous if $f(t)=0$, form:
$$x^{\prime }=a(t)x$$
$a(t),f(t)$ are called coefficients of the equation.

Solution of the homogeneous equation

d x x = a ( t ) d t ⟹ l n ∣ x ∣ = ∫ a ( t ) d t + C ∣ x ∣ = e ∫ a ( t ) d t + C = e C e ∫ a ( t ) d t \frac{dx}{x} = a(t)dt \qquad \Longrightarrow \qquad ln|x| = \int a(t)dt + C \\ |x| = e^{\int a(t)dt + C} = e^C e^{\int a(t)dt}