Showing posts with label differential equations. Show all posts
Showing posts with label differential equations. Show all posts

Sunday, 13 January 2013

Why Linear Differential Equations are First Order

First, a note on format. Dn(y)x is the n-th differential of y with respect to x. 
I've used this format to keep it somewhat close to the format used by sagemath. However, I have broken down here and there and used y` to represent the first differential of y w.r.t. x.

It's a well-known fact that linear differential equations of the form:
Dn(y)x+ ... + a D(y)x + by =f(x)
are particularly easy to solve.

Since:
Dn(y+z)x = Dn(y)x + Dn(z)x 
it is easy to split the problem into several subproblems and add them all at the end.

But matrices allow us to rearrange linear differential equations of any order into a simple first order differential equation of the form:
D(y)x = ky