xy' = ax + by
Because there is a point where we divide by b-1, we have to consider two situations. The simpler is where b = 1. In this case, we divide everything by x and then use a change of variable where u = y/x and y' = u + u'x. From this we get:
u + u'x = a + u
u' = a/x
Integrating we get:
u = a ln |x| + C
And converting back to y from u:
y = x (a ln |x| + C )
In the case where b ≠ 1, and using the same change of variable as above, we get:
u + u'x = a + bu
u'x = a + (b-1)u
Integrating both sides, and to be explicit, we will change the variable again by z = a + (b-1)u and dz = (b-1)du to get:Taking e to the power of both sides, we get:
Taking both sides to the power of (b-1) so as to get z to the first power and then changing back to u, we get:
Rearranged to isolate u, we get:
And converting back to y, we get:
Where c* is defined as:
Summary
Where the differential equation takes the form of
xy' = ax + by
The solution is
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