Conversion to a First-Order System
If a given system of ordinary differential equations (ODEs) involves derivatives higher than first order, then in order to apply a numerical solution method the ODEs must be converted to a system of first-order ODEs.
In Maple, the conversion of higher-order ODEs to a first-order system is handled automatically when a numerical solution is requested. In Matlab or any other purely numerical computation environment, the conversion to a first-order system must be done manually by the user.
Example 1: A 2nd-order ODE
Consider the following initial-value problem (IVP) appearing in Example 9.3 of the CS 370 Course Notes.
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(1) |
with initial conditions
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![y(0) = y[0], (D(y))(0) = 3](images/ODE_Systems_5.gif){kind=small} |
(2) |
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This can be converted to a first-order system as follows. Introduce a new set of dependent variables:
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 = y(t)](images/ODE_Systems_7.gif){kind=small} |
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 = diff(y(t), t)](images/ODE_Systems_8.gif){kind=small} |
(3) |
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In terms of the new functions 
the original 
-order ODE becomes the following first-order system, where the last equation involves isolating the highest-order derivative on the left hand side of the original equation.
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, t) = y[2](t)](images/ODE_Systems_12.gif){kind=small} |
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, t) = `+`(`*`(t, `*`(y[2](t))), `-`(`*`(a, `*`(y[1](t)))), sin(t))](images/ODE_Systems_13.gif){kind=small} |
(4) |
with initial conditions
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 = y[0], y[2](0) = 3](images/ODE_Systems_15.gif){kind=small} |
(5) |
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This now takes the form of a standard first-order system:
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(6) |
where 
is a vector of dimension 2 and 
is a vector function of dimension 2 taking as arguments 
and the vector 
. Specifically,
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(7) |
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(8) |
The initial conditions are specified by the vector 
:
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(9) |
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Example 2: A 4th-order ODE
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(10) |
with initial conditions
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(11) |
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This can be converted to a first-order system as follows. Introduce a new set of dependent variables:
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 = y(t)](images/ODE_Systems_39.gif){kind=small} |
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 = diff(y(t), t)](images/ODE_Systems_40.gif){kind=small} |
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 = diff(diff(y(t), t), t)](images/ODE_Systems_41.gif){kind=small} |
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 = diff(diff(diff(y(t), t), t), t)](images/ODE_Systems_42.gif){kind=small} |
(12) |
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In terms of the new functions 
the original 
-order ODE becomes the following first-order system, where the last equation involves isolating the highest-order derivative on the left hand side of the original equation.
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, t) = y[2](t)](images/ODE_Systems_47.gif){kind=small} |
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, t) = y[3](t)](images/ODE_Systems_48.gif){kind=small} |
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, t) = y[4](t)](images/ODE_Systems_49.gif){kind=small} |
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, t) = `+`(`-`(`*`(2, `*`(t, `*`(sin(t), `*`(y[4](t)))))), `/`(`*`(y[2](t)), `*`(t)), `*`(t, `*`(exp(`+`(`-`(`*`(4, `*`(t))))))))](images/ODE_Systems_50.gif){kind=small} |
(13) |
with initial conditions
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 = 0, y[2](1) = .5, y[3](1) = .1, y[4](1) = 0](images/ODE_Systems_52.gif){kind=small} |
(14) |
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This now takes the form of a standard first-order system:
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(15) |
where 
is a vector of dimension 4 and 
is a vector function of dimension 4 taking as arguments 
and the vector 
. Specifically,
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(16) |
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(17) |
The initial conditions are specified by the vector 
:
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(18) |
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Example 3: Novelty Golf Driving Range
Consider the following system of ODEs introduced in the CS 370 Course Notes (section 8.2) for the Novelty Golf Driving Range.
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![diff(x(t), t) = V[x]](images/ODE_Systems_72.gif){kind=small} |
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with initial conditions
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![x(0) = 0, y(0) = 0, (D(y))(0) = V[y]](images/ODE_Systems_75.gif){kind=small} |
(20) |
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This can be converted to a first-order system as follows. Introduce a new set of dependent variables:
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 = x(t)](images/ODE_Systems_77.gif){kind=small} |
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 = y(t)](images/ODE_Systems_78.gif){kind=small} |
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 = diff(y(t), t)](images/ODE_Systems_79.gif){kind=small} |
(21) |
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In terms of the new functions 
the original system of ODEs becomes the following first-order system.
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, t) = V[x]](images/ODE_Systems_82.gif){kind=small} |
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, t) = y[3](t)](images/ODE_Systems_83.gif){kind=small} |
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, t) = `+`(`-`(g))](images/ODE_Systems_84.gif){kind=small} |
(22) |
with initial conditions
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 = 0, y[2](0) = 0, y[3](0) = V[y]](images/ODE_Systems_86.gif){kind=small} |
(23) |
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This now takes the form of a standard first-order system:
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(24) |
where 
is a vector of dimension 3 and 
is a vector function of dimension 3 taking as arguments 
and the vector 
. Specifically,
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(25) |
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(26) |
The initial conditions are specified by the vector 
:
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(27) |
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and 
. 
of initial conditions is 
. 
-order system. 
![[t = 0., y(t) = 1.5000000000000, diff(y(t), t) = 3.]](images/ODE_Systems_178.gif){kind=small}
![[t = .1, y(t) = 1.80058674872662250, diff(y(t), t) = 3.01839096496880277]](images/ODE_Systems_179.gif){kind=small}
![[t = .2, y(t) = 2.10501902494109405, diff(y(t), t) = 3.07708952857193818]](images/ODE_Systems_180.gif){kind=small}
![[t = .3, y(t) = 2.41740231225606994, diff(y(t), t) = 3.17774046402749110]](images/ODE_Systems_181.gif){kind=small}
![[t = .4, y(t) = 2.74205768881001699, diff(y(t), t) = 3.32318812064085822]](images/ODE_Systems_182.gif){kind=small}
![[t = .5, y(t) = 3.08367207249168728, diff(y(t), t) = 3.51764253769968782]](images/ODE_Systems_183.gif){kind=small}