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We present a linear-time algorithm for deciding first-order logic (FOL) properties in classes of graphs with bounded expansion. Many natural classes of graphs have bounded expansion: graphs of bounded tree-width, all proper minor-closed classes of graphs, graphs of bounded degree, graphs with no sub graph isomorphic to a subdivision of a fixed graph, and graphs that can be drawn in a fixed surface in such a way that each edge crosses at most a constant number of other edges. We also develop an almost linear-time algorithm for deciding FOL properties in classes of graphs with locally bounded expansion, those include classes of graphs with locally bounded tree-width or locally excluding a minor. More generally, we design a dynamic data structure for graphs belonging to a fixed class of graphs of bounded expansion. After a linear-time initialization the data structure allows us to test an FOL property in constant time, and the data structure can be updated in constant time after addition/deletion of an edge, provided the list of possible edges to be added is known in advance and their addition results in a graph in the class. In addition, we design a dynamic data structure for testing existential properties or the existence of short paths between prescribed vertices in such classes of graphs. All our results also hold for relational structures and are based on the seminal result of Nesetril and Ossona de Mendez on the existence of low tree-depth colorings.