Linear First-Order Equations
The following is a linear first-order ODE because both and occur in it with power 1 and is the highest derivative. Note that the solution contains the imaginary error function Erfi.
Here is the solution for a more general linear first-order ODE. The K variables are used as dummy variables for integration. The Erfi term in the previous example comes from the integral in the second term of the general solution as follows.