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Say I have a general 1st-order homogeneous linear DE with constant coefficients.

$y'+ay=0$

The solution is $y=C_0e^{ax}$

Say I have the same thing but non-homogeneous.

$y'+ay=b$

The solution is $y=\frac{b}{a}+C_oe^{ax}$

The difference, obviously, is $\frac{b}{a}$. $\frac{b}{a}$ itself is a solution, and a constant solution at that. Bear with me, there's more.

So let's say that I don't have constant coefficients. Here's the homogeneous DE:

$y'+a(x)y=0$

The solution is $y=C_0e^{\int a(x)dx}$

And the non-homogeneous DE:

$y'+a(x)y=b(x)$

The solution being $y=e^{-\int a(x)dx} \int b(x)e^{\int a(x)dx}dx+C_0e^{\int a(x)dx}$

So the difference between the solutions is $e^{-\int a(x)dx} \int b(x)e^{\int a(x)dx}dx$.

So here's my question: Is there anything significant about each of the first terms in the solutions for both non-homogeneous solutions? They're both solutions themselves, but is there something particular about them, that separates them from all the other solutions?

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    You might be asking something deeper -- but for linear ODE's (like the ones you mentioned), the general solution is always the sum of the general solution to the homogeneous problem plus one solution to the nonhomogeneous problem.2012-12-03
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    I don't think these solutions are any more (or less) special than, say, $-\cos x$ is special as a value of $\int\sin x\,dx$.2012-12-03
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    @Stuart So the one solution to the non-homogeneous problem: can it be *any* solution? If I replace either of the first terms above with any other solution, would I still have the general solution to each problem?2012-12-03
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    Yes --- why not try it, and see?2012-12-03
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    Yeah it doesn't work. I thought there might be something particular about the solution but it doesn't seem like there is. It's just the solution when $C_0$ is zero, nothing more.2012-12-05

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