 Solution

For the first-order linear ordinary differential equation, seek an integrating factor $M(x)$ that makes its left side a product rule derivative. Multiplying by $M$ gives $M{y}^{\prime }+MPy$, and comparison with $(My{)}^{\prime }=M{y}^{\prime }+M^{\prime }y$ requires $M^{\prime }=PM$. On an interval where $P$ is continuous chooseThis factor is never zero. The transformed equation is $(My{)}^{\prime }=MQ$, so integration from $x_0$ to $x$ yieldsHere $C=y(x_0)$ for an initial value problem. The indefinite integral version is $y=e^{-\int Pdx}[C+\int Q{e}^{\int Pdx}dx]$, with any constant choices inside the integrating factor absorbed into $C$. Continuity of $P,Q$ is a convenient sufficient hypothesis for a classical differentiable solution of a differential equation.