Converting Differential Equations into First Order Systems

An nth order differential equation can be converted into an n-dimensional system of first order equations. There are various reasons for doing this, one being that a first order system is
much easier to solve numerically (using computer software) and most differential equations you
encounter in real life (physics, engineering etc) dont have nice exact solutions.
If the equation is of order n and the unknown function is y, then set x1 = y, x2 = y 0 , . . . , xn =
y (n1) . Note (and then note again) that we only go up to the (n 1)st derivative in this process.
Examples:
(1) y (4) 3y 0 y 000 + sin(ty 00 ) 7ty 2 = et . Set
x1 = y, x2 = y 0 , x3 = y 00 , x4 = y 000
and then we have
x01 = y 0 = x2
x02 = y 00 = x3
x03 = y 000 = x4
x04 = y (4) = 3y 0 y 000 sin(ty 00 ) + 7ty 2 + et = 3x2 x4 sin(tx3 ) + 7tx21 + et
(2) y 000 + 2y 00 y 0 2y = 0. Set
x1 = y, x2 = y 0 , x3 = y 00
and then we have
x01 = y 0 = x2
x02 = y 00 = x3
x03 = y 000 = 2y + y 0 2y 00 = 2x1 + x2 2x3
Observe that the linear (homogeneous)
system x0 = Ax, where

0
A= 0
2
Note further that

equation is converted to a linear (homogeneous)

1
0
0
1
1 2

det(A I) = (3 + 22 2)
= ( 1)( + 1)( + 2)
so the eigenvalues of A are = 1, 1 and 2 which are the same as the roots of the
characteristic equation for the original 3rd order differential equation. This is always the
case for linear equations with constant coefficients.