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606 Chapter 20 Ordinary differential equations II

20.3 HIGHERORDEREQUATIONS

Inthissectionweshallconsidersecond-andhigherorderequationsandshowhowthey

can be represented as a set of simultaneous first-order equations. The main reason for

doingthisisthatwhenacomputersolutionisrequireditisusefultoexpressanequation

in this form. Details of the analytical solution of such systems are not considered here

although one technique isdiscussed inSection 21.10.

It is possible to express a second-order differential equation as two first-order equations.Thus

ifwehave

d 2 ( )

y dy

dx = f 2 dx ,y,x (20.6)

we can introduce the new dependent variablesy 1

andy 2

such thaty 1

= y andy 2

= dy

dx .

Equation (20.6) thenbecomes

dy 1

dx =y 2

dy 2

dx = f(y 2 ,y 1

,x) (20.7)

These first-order simultaneous differential equations are often referred to as coupled

equations.

Example20.1 Expressthe equation

d 2 y

dx 2 −7dy dx +3y=0

as a set of first-order equations.

Solution Lettingy 1

= y, andy 2

= dy

dx , we find dy 2

dx = d2 y

dx2. Therefore the differential equation

becomes

dy 1

dx =y 2

dy 2

dx −7y 2 +3y 1 =0

We note thatthese equations can alsobewritten as

dy 1

dx =y 2

dy 2

dx = −3y 1 +7y 2

or, inmatrix form,

( ) ( ) ( ) y

1

0 1 y1

=

−3 7 y 2

y ′ 2

where ′ denotes d dx .

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