I am not familiar at all with initial value problems that involve piecewise functions. The problem given is:
Solve the initial value problem with piecewise right hand side $\left\lbrace\begin{array}{l} \dfrac{dy}{dx} + y = f(x) \\ y(0) = -9 \end{array}\right.$
where $ f(x) = \left\lbrace\begin{array}{lcl} -3 & \text{if} & 0 \leq x < 9 \\ 8 & \text{if} & 9 \leq x \end{array}\right.$
It also mentions that the solution should be continuous at $x=9$. As such, I am supposed to find $y(x)$ for $0 \leq x < 9$ and for $x \geq 9$, but I do not know how to approach this problem. Any tips would be much appreciated!
It helps to look at piecewise functions as two separate differential equations in this case. Since you are given $f(x)=-3$ and $f(x)=8$, you can then rewrite the differential equations as first order linear:
$\frac{dy}{dx}+y=-3$
$\frac{dy}{dx}+y=8$
Then you can look for an integrating factor to solve these two equations.