• Support PF! Buy your school textbooks, materials and every day products via PF Here!

Linear first order differential equations - just a question

I thought the general solution of the linear first order differential equation

[tex]y ^{\prime} + p(t)y = g(t), \qquad y\left( t_0 \right) = y_0[/tex]

were

[tex]y = \frac{1}{\mu (t)} \left[ \int \mu (s) g(s) \: ds + \mathrm{C} \right],[/tex]

where

[tex]\mu (t) = \exp \int p(s) \: ds[/tex]

However, I have found this

[tex]y = \frac{1}{\mu (t)} \left[ \int _{t_0} ^t \mu (s) g(s) \: ds + y_0 \right],[/tex]

where

[tex]\mu (t) = \exp \int _{t_0} ^t p(s) \: ds[/tex]

Can anybody please clarify that? I don't see why those integral limits should be there. Any help is highly appreciated.
 
Last edited:
general solution correct.

however, in this case, integration limits needed for initial condition:

[tex] y\left( t_0 \right) = y_0 [/tex]

that is:

[tex]\mu (t_0) = \exp \int _{t_0} ^{t_0} p(s) \: ds = \exp(0) = 1 [/tex]

[tex]y(t_0) = \frac{1}{\mu (t_0)} \left[ \int _{t_0} ^{t_0} \mu (s) g(s) \: ds + y_0 \right] = \frac {1} {1} \left [(0) \ + \ y_0 \right ] \ = \ y_0 [/tex]

nothing really complicated here
 

Physics Forums Values

We Value Quality
• Topics based on mainstream science
• Proper English grammar and spelling
We Value Civility
• Positive and compassionate attitudes
• Patience while debating
We Value Productivity
• Disciplined to remain on-topic
• Recognition of own weaknesses
• Solo and co-op problem solving
Top