A differential equation of the form
where P and Q are given functions. One method of solution is to multiply both sides of the equation by an integrating factor μ(x), given by
This choice is made because then the left‐hand side of the equation becomes the derivative of μ(x)y, and the solution can be found by integration.
In the case where Q(x) = 0, this can also be treated as a separable‐variable first‐order differential equation.