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    Victor Korennoy
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    This document describes how to transform a nth order linear differential equation into a set of n simultaneous first-order linear differential equations. It shows that by defining new variables x1=y, x2=y', etc up to xn=yn, the nth order equation can be written as a system of n first-order equations of the form dx/dt = Dx + u, where D is an n×n matrix and u is a vector. The trace of D is equal to the coefficient a1 of the original equation, and the determinant of D can be evaluated from the first column as ( 1)n(an).

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    1. Systems

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    This document describes how to transform a nth order linear differential equation into a set of n simultaneous first-order linear differential equations. It shows that by defining new variables x1=y, x2=y', etc up to xn=yn, the nth order equation can be written as a system of n first-order equations of the form dx/dt = Dx + u, where D is an n×n matrix and u is a vector. The trace of D is equal to the coefficient a1 of the original equation, and the determinant of D can be evaluated from the first column as ( 1)n(an).

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    3 views1 page

    Systems

    Uploaded by

    Victor Korennoy
    This document describes how to transform a nth order linear differential equation into a set of n simultaneous first-order linear differential equations. It shows that by defining new variables x1=y, x2=y', etc up to xn=yn, the nth order equation can be written as a system of n first-order equations of the form dx/dt = Dx + u, where D is an n×n matrix and u is a vector. The trace of D is equal to the coefficient a1 of the original equation, and the determinant of D can be evaluated from the first column as ( 1)n(an).

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
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    of 1

    Transforming a n-th order linear differential equation into a set of n simultaneous

    first-order linear differential equations:


    dmy

    yn + a1yn 1 + a2yn 2 + ...... + an 1y' +any=b, where ym = dtm


    we write

    x1 =y
    dx

    x2 = y'

    = dt1

    x3 = y"

    = dt2

    dx

    ........
    ........
    xn = yn
    Finally, we have yn

    dx

    = dtn 1

    = any
    =

    anx1

    ...... a2yn

    an 1y'
    an 1x2

    ...... a2xn

    a1yn
    1

    +b

    a1xn + b

    and therefore
    dx
    =
    dt

    0
    1
    0..................0
    0
    0
    1..................0
    0
    0
    0
    1........0
    .........................................
    .........................................
    0
    0
    0 ...................1
    an an 1 an 2 ....... a2 a1

    x +

    0
    0
    0
    .
    .
    0
    b

    dx

    i.e. dt = Dx + u.
    In this case, D =

    0
    In 1
    an an-1 an-2 ......... a2 a1

    and you may care to notice that tr{D) = a1;


    while D = ( 1)n 1( an) In 1 = ( 1)n(an)
    The trace is obvious, while the determinant is evaluated down the first column. The
    ( 1)n 1 arises because the sign on the last term is negative if n is even, and positive
    otherwise.
    RAS, October 2011

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