Section 22.4

Systems of Differential Equations

Any -th order differential equation can be rewritten as a system of first-order equations. This is how computers solve them.

1

Introduction

A system of first-order linear differential equations looks like:

where is a vector of functions and is a matrix.

2

Converting DEs to Systems

The Recipe

To convert :

  • Define new variables:
  • Write derivatives: , ...
  • Last equation comes from the original DE.
3

Worked Examples

Example 1: Second Order Conversion

Convert into a system.

1. Define Variables:

.

.

2. Differentiate:

.

.

3. Matrix Form:

.

Example 2: Physical System

Write the system for two tanks mixing. Tank A flows to B at 3L/min. Input to A is 3L/min..

1. Matrix Form:

Just read the coefficients.

.

This is already a "coupled" linear system.

Example 3: Third Order

Convert .

1. Variables:

.

2. Equations:

.

.

.

3. Matrix Form:

.

4

Practice Quiz

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