
Originariamente Scritto da
fedex
io tra poco vi lascio per questo:
For a first-order linear ODE, with coefficients that may or may not vary with
x:
y'(
x) +
p(
x)
y(
x) =
r(
x)
Then,

where κ is the constant of integration, and

This proof comes from
Jean Bernoulli. Let

Suppose for some unknown functions
u(
x) and
v(
x) that
y =
uv.
Then

Substituting into the differential equation,

Now, the most important step: Since the differential equation is
linear we can split this into two independent equations and write


Since v is not zero, the top equation becomes

The solution of this is

Substituting into the second equation

Since
y =
uv, for arbitrary constant
C
As an illustrative example, consider a first order differential equation with
constant coefficients:

This equation is particularly relevant to first order systems such as RC circuits and mass-damper systems.
In this case,
p(
x) = b,
r(
x) = 1.
Hence its solution is

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