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Solution of a First Order Ordinary Differential Equation

Here is an example of how to analytically solve our simple first order ODE by hand:

d y ( t ) d t = α y ( t ) MathType@MTEF@5@5@+=feaafiart1ev1aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbeqabeWacmGabiqabeqabmaabaabaaGcbaWaaSaaaeaacaWGKbGaamyEaiaacIcacaWG0bGaaiykaaqaaiaadsgacaWG0baaaiabg2da9iabeg7aHjaadMhacaGGOaGaamiDaiaacMcaaaa@4215@ Rate of change of y proportional to y itself
d y ( t ) y ( t ) = α d t d y ( t ) y ( t ) = α d t MathType@MTEF@5@5@+=feaafiart1ev1aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbeqabeWacmGabiqabeqabmaabaabaaGcbaWaaSaaaeaacaWGKbGaamyEaiaacIcacaWG0bGaaiykaaqaaiaadMhacaGGOaGaamiDaiaacMcaaaGaeyypa0JaeqySdeMaamizaiaadshacqGHshI3daWdbaqaamaalaaabaGaamizaiaadMhacaGGOaGaamiDaiaacMcaaeaacaWG5bGaaiikaiaadshacaGGPaaaaiabg2da9maapeaabaGaeqySdeMaamizaiaadshaaSqabeqaniabgUIiYdaaleqabeqdcqGHRiI8aaaa@5488@ Rearrange terms and form integrals of both sides
ln ( y ) = A + α t ln ( y 0 ) = A MathType@MTEF@5@5@+=feaafiart1ev1aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbeqabeWacmGabiqabeqabmaabaabaaGcbaGaciiBaiaac6gacaGGOaGaamyEaiaacMcacqGH9aqpcaWGbbGaey4kaSIaeqySdeMaamiDaiabgkDiElGacYgacaGGUbGaaiikaiaadMhadaWgaaWcbaGaaGimaaqabaGccaGGPaGaeyypa0Jaamyqaaaa@48CA@ Assign integration constant and integrate both sides
ln ( y ) = ln ( y 0 ) + α t ln ( y y 0 ) = α t MathType@MTEF@5@5@+=feaafiart1ev1aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbeqabeWacmGabiqabeqabmaabaabaaGcbaGaciiBaiaac6gacaGGOaGaamyEaiaacMcacqGH9aqpciGGSbGaaiOBaiaacIcacaWG5bWaaSbaaSqaaiaaicdaaeqaaOGaaiykaiabgUcaRiabeg7aHjaadshacqGHshI3ciGGSbGaaiOBamaabmaabaWaaSaaaeaacaWG5baabaGaamyEamaaBaaaleaacaaIWaaabeaaaaaakiaawIcacaGLPaaacqGH9aqpcqaHXoqycaWG0baaaa@503F@ Use logarithm rules of addition
y ( t ) = y 0 e α t MathType@MTEF@5@5@+=feaafiart1ev1aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbeqabeWacmGabiqabeqabmaabaabaaGcbaGaamyEaiaacIcacaWG0bGaaiykaiabg2da9iaadMhadaWgaaWcbaGaaGimaaqabaGccaWGLbWaaWbaaSqabeaacqaHXoqycaWG0baaaaaa@3FE8@ Take exponential of both sides

Here is the general solution of a first order ODE:

y ' + p ( x ) y = g ( x ) MathType@MTEF@5@5@+=feaafiart1ev1aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbeqabeWacmGabiqabeqabmaabaabaaGcbaGaamyEaiaacEcacqGHRaWkcaWGWbGaaiikaiaadIhacaGGPaGaamyEaiabg2da9iaadEgacaGGOaGaamiEaiaacMcaaaa@4111@ Rearrange your equation into the form on the left
y = 1 μ ( x ) [ μ ( s ) g ( s ) d s + c ] MathType@MTEF@5@5@+=feaafiart1ev1aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbeqabeWacmGabiqabeqabmaabaabaaGcbaGaamyEaiabg2da9maalaaabaGaaGymaaqaaiabeY7aTjaacIcacaWG4bGaaiykaaaadaWadaqaamaapehabaGaeqiVd0MaaiikaiaadohacaGGPaGaam4zaiaacIcacaWGZbGaaiykaiaadsgacaWGZbGaey4kaSIaam4yaaWcbaaabaGaeyOhIukaniabgUIiYdaakiaawUfacaGLDbaaaaa@4D95@ This is the solution in terms of the integrating factor
μ ( x ) = e [ p ( t ) d t ] MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbeqabeWacmGabiqabeqabmaabaabaaGcbaGaeqiVd0MaaiikaiaadIhacaGGPaGaeyypa0JaamyzamaaCaaaleqabaWaamWaaeaadaWdXbqaaiaadchacaGGOaGaamiDaiaacMcacaWGKbGaamiDaaadbaaabaGaeyOhIukaoiabgUIiYdaaliaawUfacaGLDbaaaaaaaa@471F@ This is the integrating factor

Now we will look at several ODEs which have physical significance and we will discuss methods for solving them analytically using Maple.