Transforming a Dierential Equation

Into a System of First Order Equations

Any n
th
-order dierential equation can be transformed into a system of rst order equations by setting
x
n
= x

n1
.
For example, consider the following dierential equation.
u

+ 4u

3u = 0
We begin by letting x
1
= u and x
2
= u

= x

1
. So we have the following system:
x

1
= x
2
x

2
= 3x
1
4x
2
Dierential Equation to System of First Order Equations: Step-by-Step
1. Make the substitutions x
n
= x

n1
2. Plug these into the dierential equation
3. Form the system by solving for the one derivative appearing, and listing the substitutions
Example 1 Convert the following into a system of rst order equations:
u

+tu

t
2
u

+ (sin t)u = 0
Solution
Step 1: Make the basic substitution x
n
= x

n1
x
1
= u
x
2
= x

1
= u

x
3
= x

2
= u

Step 2: Plug these into the dierential equation

x

3
+tx
3
t
2
x
2
+ (sin t)x
1
= 0
Step 3: Form the system by solving for the one
derivative appearing, and listing the substitutions
x

1
= x
2
x

2
= x
3
x

3
= (sin t)x
1
+t
2
x
2
tx
3

c 2014 Matthew Beesley - math.byututor.com

Transforming a Dierential Equation
Into a System of First Order Equations
Example 2 Convert the following into a system of rst order equations:
u
(4)
2u
(3)
+ 3u

4u

+ 5u = 0
Solution
Step 1: Make the basic substitution x
n
= x

n1
x
1
= u
x
2
= x

1
= u

x
3
= x

2
= u

x
4
= x

3
= u

Step 2: Plug these into the dierential equation

x

4
2x
4
+ 3x
3
4x
2
+ 5x
1
= 0
Step 3: Form the system by solving for the one
derivative appearing, and listing the substitutions
x

1
= x
2
x

2
= x
3
x

3
= x
4
x

4
= 2x
4
3x
3
+ 4x
2
5x
1

Example 3 Convert the following into a system of rst order equations:

u

+ (tan t)u

tu = 0
Solution
Step 1: Make the basic substitution x
n
= x

n1
x
1
= u
x
2
= x

1
= u

x
3
= x

2
= u

Step 2: Plug these into the dierential equation

x

3
+ (tan t)x
2

tx
1
= 0
Step 3: Form the system by solving for the one
derivative appearing, and listing the substitutions
x

1
= x
2
x

2
= x
3
x

3
=

tx
1
(tan t)x
2

c 2014 Matthew Beesley - math.byututor.com