Theorem

Consider the subsequent IVP.

y′ =  p (t ) y = g (t )

 y (t₀)= y₀

If p(t) and g(t) are continuous functions upon an open interval a < t  < b and the interval includes t_o, after that there is a unique solution to the IVP on such interval.

 Therefore, just what does this theorem tell us? Initially, it tells us that for nice adequate linear first order differential equations solutions are guaranteed to exist and more significantly the solution will be particular. We may not be capable to get the solution, but do identify that it exists and which there will only be one of them. It is the very significant aspect of this theorem. Identifying that a differential equation has a unique solution is probably more significant than actually having the solution itself!

Subsequently, if the interval in the theorem is the largest possible interval on that p(t) and g(t) are continuous so the interval is the interval of validity for the solution. This means that for linear first order differential equations, we won't want to actually solve the differential equation in order to get the interval of validity. See that the interval of validity will based only partially on the initial condition. The interval should hold to, but the value of y_o, has no consequence on the interval of validity.