Step 1: Analyze the differential equation.
Multiply both sides by \( e^{\int P(x)\,dx} \):
\[
\frac{d}{dx}\big(y'(x)e^{\int P(x)\,dx}\big) = y(x)e^{\int P(x)\,dx}.
\]
Integrating from \(a\) to \(b\),
\[
y'(b)e^{\int_a^b P(x)\,dx} - y'(a) = \int_a^b y(x)e^{\int_a^x P(t)\,dt} \, dx.
\]
Step 2: Applying boundary conditions.
Since \(y(a)=y(b)=0\), if \(y(x)\) does not change sign on \((a,b)\), the right-hand side integral would have a fixed sign. This implies \(y'(a)\) and \(y'(b)\) must have the same sign — which is impossible for \(y\) to return to zero at both ends.
Step 3: Conclusion.
Hence, \(y(x)\) must change sign in \((a,b)\).