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