Example. Find the unique solution of the initial value problem:
y′−ay=0,y(x0)=y0.
Solution: Rewriting y′=ay we get
yy′=a⇒ln(∣y∣)′=a⇒ln(∣y∣)=ax+c0.
We now compute exponentials on both sides, to get
y(x)=±eax+c0=±eaxec0,denote c=±ec0,then y(x)=ceax,
where c is an arbitrary constant. The initial condition determines c,
y0=y(x0)=ceax0⇒c=y0e−ax0.
Then, the unique solution to the initial value problem above is
y(x)=y0e−ax0eax=y0ea(x−x0).