Systems of differential equations: Linear systems of differential equations
From a second-order ODE to a linear system of first-order ODEs
The second-order differential equation \[a\frac{\dd^2x}{\dd t^2}+b\frac{\dd x}{\dd t}+c\,x=0\] can be written as a linear system of two first-order differential equations by introduction of \(y=\frac{\dd x}{\dd t}\). The equation can then be rewritten as \(a\frac{\dd y}{\dd t}+b\,y+c\,x=0\). The linear system of differential equation that corresponds with the second-order differential equation is \[\left\{\begin{aligned} \frac{\dd x}{\dd t} &= y\\[0.25cm] \frac{\dd y}{\dd t} &= -\frac{c}{a}\, x -\frac{b}{a}\, y\end{aligned}\right.\]
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