Solve $x'(t)-\dfrac{a}{t}x(t)=b(t),~a=const,~x(0)=0$.
Homogeneous Solution:
$\dfrac{x'(t)}{x(t)}=\dfrac{a}{t}\quad|\int\\ \ln(x(t))=a\ln(t)+c,~c=const\quad| e\\ x(t)=t^ae^c$
Is that correct?
No clue how to figure the particular solution or the general solution respectively.
edit: Thanks @agha for the helpfull comment. I try to write down the entire solution. With a slighty different Noation.
Let $t\in[0,t_f]$ $$(1)~ x'(t) - \dfrac{a}{t}x(t) = b(t)$$ $$(2)~ x_h(t) = Kt^a$$
Particular Solution: $$x_s(t) = c(t)t^a~\text{with}~ x'(t) = c'(t)t^a + c(t)at^{a-1}$$
Substitute in (1) $$c'(t)t^a + c(t)at^{a-1} - \dfrac{a}{t}c(t)t^a = b(t)$$ $$c'(t) = \dfrac{b(t)}{t^a}\quad |\int{}$$ $$c(t) = \int{\dfrac{b(t)}{t^a}dt} + K'$$
It follows for $x_s(t)$ $$(3)~ x_s(t) = \left(\int{\dfrac{b(t)}{t^a}dt} + K'\right)t^a$$
The general solution reads (2)+(3), i.e. $$(4)~ x(t) = Kt^a + \left(\int{\dfrac{b(t)}{t^a}dt} + K'\right)t^a = \left(\int{\dfrac{b(t)}{t^a}dt} + K''\right)t^a\\ \text{where}~ K''=K+K'$$
With the initial conditon $x(0)=0$ we might identify $K''$ $$(5)~ x(0) = 0 = \int{\dfrac{b(t)}{t^a}dt}\bigg|_{t_f} + K''\\ K'' = -\int{\dfrac{b(t)}{t^a}dt}\bigg|_{t_f}$$
Thus the solution reads: $$(6)~x(t) = \left(\int{\dfrac{b(t)}{t^a}dt} - \int{\dfrac{b(t)}{t^a}dt}\bigg|_{t_f}\right)t^a$$
Am I right?
The partial solution comes from solving the nonhomogenous ODE and, if I remember correctly, the form of $x(t)$ for the nonhomogenous case is dependent on the form of $b(t)$ so there is no general way.
– patatahooligan Sep 10 '14 at 12:06