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6.26 First order constant coefficients

In MATH101 slide 3.17, you saw that the general solution for the differential equation

d⁢yd⁢x-k⁢y=0\frac{dy}{dx}-ky=0

is y=A⁢ek⁢xy=Ae^{kx} where AA is a constant. More generally, let us consider the equation d⁢yd⁢x-k⁢y=q⁢(x)\frac{dy}{dx}-ky=q(x) for a function q⁢(x)q(x). This is a first-order linear equation, so we can solve it using the method on slides 6.19-20. In this case p⁢(x)=-k,p(x)={-k,} so the integrating factor I⁢(x)=e-k⁢x.I(x)={e^{-kx}.}

Multiplying through by I⁢(x)I(x), we obtain the integrable differential equation

dd⁢x⁢(y⁢e-k⁢x)=q⁢(x)⁢e-k⁢x\frac{d}{dx}\left(ye^{-kx}\right)=q(x)e^{-kx}

which we integrate, to obtain y⁢e-k⁢x=g⁢(x)+cye^{-kx}=g(x)+c where g′⁢(x)=q⁢(x)⁢e-k⁢xg^{\prime}(x)=q(x)e^{-kx} and cc is a constant. Multiplying through by ek⁢xe^{kx}, we get the general solution:

y=g⁢(x)⁢ek⁢x+c⁢ek⁢x.y=g(x)e^{kx}+ce^{kx}.