Line 7: Line 7:
  
 
A direct idea to deal with ODEs in higher orders is to convert them into a linear system of ODEs, which is what we are focusing at in this short tutorial. Other solutions like Laplace transforms, variation of constants and Cauchy-Euler equations will come up later. </font>
 
A direct idea to deal with ODEs in higher orders is to convert them into a linear system of ODEs, which is what we are focusing at in this short tutorial. Other solutions like Laplace transforms, variation of constants and Cauchy-Euler equations will come up later. </font>
 +
 +
 +
'''<font size="4px"> 5.1 Converting to Linear Systems </font>'''
 +
 +
<font size="3px"> An important idea is substitution, similar as the substitution method for integration. We substitute a first-order differential term by a new variable, to reduce the order and introduce the new variable to form a system of first-order ODEs.
 +
 +
 +
Let's do an example to make it clear. Consider the second-order ODE: <math>\frac{d^2y}{dt^2}+(cos^2t)\frac{dy}{dt}+y=3t</math>.
 +
 +
</font>
  
  

Revision as of 02:00, 20 November 2017

Introduction to ODEs in Higher Orders

A slecture by Yijia Wen

5.0 Abstract

In last tutorial we looked at three basic methods to solve differential equations in the first order. In a linear equation, we can switch the variable $ x $ to a higher order, like $ x^2 $, $ x^3 $, ..., $ x^n $ to obtain higher-ordered equations. Similarly, the differential term $ \frac{dy}{dx} $ can also be switched as $ \frac{d^2y}{dx^2} $, $ \frac{d^3y}{dx^3} $, ..., $ \frac{d^ny}{dx^n} $. This gives us the basic idea of differential equations in higher orders, the most general form for which is like $ f_n(t)\frac{d^ny}{dt^n}+f_{n-1}\frac{d^{n-1}y}{dt^{n-1}}+...+f_1(t)\frac{dy}{dt}+f_0(t)y=g(t) $, where $ n $ is the order.


A direct idea to deal with ODEs in higher orders is to convert them into a linear system of ODEs, which is what we are focusing at in this short tutorial. Other solutions like Laplace transforms, variation of constants and Cauchy-Euler equations will come up later.


5.1 Converting to Linear Systems

An important idea is substitution, similar as the substitution method for integration. We substitute a first-order differential term by a new variable, to reduce the order and introduce the new variable to form a system of first-order ODEs.


Let's do an example to make it clear. Consider the second-order ODE: $ \frac{d^2y}{dt^2}+(cos^2t)\frac{dy}{dt}+y=3t $.


5.5 References

Institute of Natural and Mathematical Science, Massey University. (2017). 160.204 Differential Equations I: Course materials. Auckland, New Zealand.

Robinson, J. C. (2003). An introduction to ordinary differential equations. New York, NY., USA: Cambridge University Press.

Schaft, A. J. (1986). On Realisation of Nonlinear Systems Described by Higher-Order Differential Equations. Mathematical Systems Theory, 19 (1), p.239-275. DOI: https://doi.org/10.1007/BF01704916.

Alumni Liaison

Prof. Math. Ohio State and Associate Dean
Outstanding Alumnus Purdue Math 2008

Jeff McNeal