1st order ODE with sampled function

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tamzam
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Hello,

My question seems to be simple. I would like to numerically solve the following first order ODE to obtain v(x):

v'(x) = b.[v(x) - f(x)] , given boundary condition v(+infinity) = 0 [b is a known constant]

The problem is that f(x) is not known explicitly (f(x) is sampled at a dense x grid).


Can you please help me? any hints will be appreciated...
 
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What is your application? Is this a homework or self-study problem?

The standard 4th order Runge-Kutta method should work here. For details see practically any text on numerical solutions, or try google.
 
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