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First Order Linear ODE Calculator

Work out first order linear ode instantly with clear inputs, formula shown and shareable results.

About First Order Linear ODE Calculator

Multiplying dy/dx + py = q by the integrating factor e^(px) makes the left side an exact derivative. Integrating gives y = q/p + (y₀ − q/p)e^(−px), a steady part plus a decaying transient.

Formulas

Integrating factor

multiply by e^(∫p dx), then d/dx(y·e^(px)) = q·e^(px)

Solution

y = q/p + (y₀ − q/p)·e^(−px)

Worked example

With the default values below, First Order Linear ODE Calculator returns y at your x of 2.72932943. Change any input above and every figure here is recalculated in your browser.

Inputs used

Coefficient p in dy/dx + p·y = q
2
Right-hand side q
6
Initial value y(0)
1
Evaluate at x =
1

Results

y at your x
2.72932943
Particular (steady) solution q/p
3.00000000
Integrating factor e^(px)
7.38905610
Time constant 1/p
0.50000000

Step by step

  1. 1Values used
  2. 2Integrating factor
  3. 3Solution
  4. 4y at your x= 2.72932943
  5. 5Particular (steady) solution q/p= 3.00000000
  6. 6Integrating factor e^(px)= 7.38905610
  7. 7Time constant 1/p= 0.50000000

Assumptions and limits

  • The result is derived only from the 4 inputs listed above. Anything not among them is not part of the calculation.
  • In particular, this calculator does not take inflation, tax, fees or charges or compounding frequency into account.
  • Figures are rounded for display to 8 decimal places, so totals built from several rounded parts can differ slightly from the unrounded arithmetic.

How these calculators are built and tested is described on the Methodology page. If a figure looks wrong, please report it.

Frequently Asked Questions

For dy/dx + 2y = 6 with y(0) = 1 at x = 1?

The steady value is 3, so y = 3 − 2e⁻² ≈ 2.7293294.

What is the time constant for?

After 1/p the transient has shrunk to about 37% of its initial size, and after five time constants it is essentially gone.

First Order Linear ODE Calculator – Calculate y at your x