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Lesson · Second-Order Linear Equations · The systems view

From Second Order to a System

Naming the rate v = x′ turns one equation of second order into two of first order, x′ = v and v′ = −(c/a)·x − (b/a)·v. The grid of four numbers on the right has a trace −b/a and a determinant c/a, and the quadratic built from them is the characteristic equation divided by a. The same roots appear, so the same motion does.

v = x′, x′ = v v′ = −(c/a)·x − (b/a)·v trace τ = −b/a, determinant Δ = c/a λ² − τ·λ + Δ = 0 is r² + (b/a)·r + c/a = 0 the same roots, the same motion
A system has the same roots as its equation

Core ideas

What this lesson establishes

Three ideas: the new unknown, what its equation looks like as a matrix, and why nothing about the motion is new.

1

Name the rate as a second unknown

Write v for x′. Then x′ = v is true by the choice of name, and v′ = x″ can be replaced using the original equation. The result is a pair of first-order equations in the two unknowns x and v, which a later course studies in the plane of (x, v).

2

The coefficients form a matrix with a trace and a determinant

The right-hand sides are 0·x + 1·v and −(c/a)·x − (b/a)·v, so the four coefficients form a grid, the matrix A. Its trace is the sum of the diagonal entries, 0 + (−b/a) = −b/a, and its determinant is 0·(−b/a) − 1·(−c/a) = c/a.

3

The motion is the same

Given the start x(0) and the start v(0) = x′(0) the system and the equation have the same solution: the first component of the system is the function the equation asks for, and the second is its rate. The two initial values of the equation are the two components of the system's starting point.

The material

One equation, two unknowns, one matrix

The substitution, the matrix and its trace and determinant, a check that the system and the equation agree, and what the lab's last tile names.

From here the unknown is called x, because the system treats position and velocity as a pair, and the equation under study is a·x″ + b·x′ + c·x = 0 with a not zero. Divide by a, and solve for the second rate.

x″ = −(c/a)·x − (b/a)·x′ v = x′ x′ = v v′ = −(c/a)·x − (b/a)·v

The first line is the original equation, solved for its highest rate. The last two lines are a system of two first-order equations; the second is the first line with v written in place of x′. Nothing has been lost, since v is the rate of x by definition. The system is written as a matrix with one row for each equation; the words trace and determinant are those of Algebra's Systems and Matrices, and the two formulas in the claim below are all this lesson needs of them.

A = 0 1 −c/a −b/a
Theorem · The matrix carries the characteristic equation

The matrix A has trace τ = −b/a and determinant Δ = c/a, and the equation λ² − τ·λ + Δ = 0 is the characteristic equation a·r² + b·r + c = 0 divided by a.

The trace is 0 + (−b/a) and the determinant is 0·(−b/a) − 1·(−c/a), which are −b/a and c/a.

Then λ² − τ·λ + Δ = λ² + (b/a)·λ + c/a. Multiplying by a gives a·λ² + b·λ + c, which is the characteristic quadratic with λ in place of r. The eigenvalues of A, the numbers a later course defines as the roots of this quadratic, are the roots r of the equation.

□

The system and the equation agree

The first preset is x″ + 3x′ + 2x = 0, and the solution of the equation from the earlier lesson with x(0) = 1 and x′(0) = 0 is x = 2·e^(−t) − e^(−2t). Its rate is v = −2·e^(−t) + 2·e^(−2t). Both equations of the system hold exactly.

x′ = −2·e^(−t) + 2·e^(−2t) = v v′ = 2·e^(−t) − 4·e^(−2t) −2x − 3v = −4·e^(−t) + 2·e^(−2t) + 6·e^(−t) − 6·e^(−2t) = 2·e^(−t) − 4·e^(−2t) = v′

The pair (x, v) is a solution of the system, and its first component is the solution of the equation. The pair also starts at (x(0), v(0)) = (1, 0), which is the two initial values of the equation written as a point.

The three presets

The lab takes the matrix as its input and prints the trace, the determinant, the eigenvalues and a name for the picture the system makes in the plane. The matrix for x″ + 3x′ + 2x = 0 has τ = −3 and Δ = 2, and its eigenvalues are −2 and −1. The matrix for x″ + 4x = 0 has τ = 0 and Δ = 4, eigenvalues ±2i. The matrix for x″ + 2x′ + 5x = 0 has τ = −2 and Δ = 5, eigenvalues −1 ± 2i. These are the roots from the earlier lessons, one for one.

The name the lab gives the picture follows the roots: negative real roots, imaginary roots and complex roots with a negative real part are named a stable node, a centre and a stable spiral. What the names mean is the subject of Systems and the Phase Plane; here they are a label on roots already understood.

The lab prints six more tiles that belong to that course: eigenvectors, a general solution written with them, the constants fitted to the start, and two Euler tiles that the next lesson reads. One of them is worth a look now. For the first preset the constants tile says C₁ = −1, C₂ = 2, while “Real Distinct Roots” fitted C₁ = 2, C₂ = −1 to the same start. The two labs number the roots in opposite orders, this one from the smaller eigenvalue up, so here C₁ = −1 goes with e^(−2t), and the first component is 2·e^(−t) − e^(−2t) either way.

Interactive

The phase plane

Trace, determinant, eigenvalues and exact Euler steps

A linear system in the planex′ = A·x: the matrix decides the picture
the fieldEuler's steps (exact)drawn by stepping in floating point

Method

Writing a second-order equation as a system

Five moves. The one that is easy to skip is the division by a.

1

Divide by the leading coefficient

Solve for the highest rate: x″ = −(c/a)·x − (b/a)·x′. The rate x″ must stand alone, with coefficient 1.

2

Name the rate

Write v = x′, and x′ = v is the first equation of the system.

3

Substitute v into the second

The second equation is v′ = −(c/a)·x − (b/a)·v. Its coefficients of x and v are the bottom row of the matrix.

4

Read the trace and the determinant

τ = −b/a and Δ = c/a. They are the sum of the diagonal entries and the diagonal product minus the cross product.

5

Compare λ² − τ·λ + Δ with the characteristic equation

They are the same quadratic up to the factor a. Compute the roots once and check them against the lab's eigenvalue tile.

From the equation to the matrix

Score 0 / 0

x″ + 3x′ + 2x = 0 as a system

From the equation to the matrix, and from the matrix back to the quadratic.

v = x′, so x′ = v x″ = −2x − 3x′, so v′ = −2x − 3v A = 0 1 −2 −3 τ = 0 + (−3) = −3 Δ = 0·(−3) − 1·(−2) = 2 λ² − τ·λ + Δ = λ² + 3λ + 2 = 0 λ = −1 or λ = −2, the roots of r² + 3r + 2 = 0

Here a = 1, so dividing by a changes nothing. With 2x″ + 8x′ + 6x = 0, the bottom row would be −3 and −4, not −6 and −8.

The roots are those of the earlier lessons, and so are the solutions: the first component of every solution of the system is a solution of the equation.

Common mistakes

1
Thinking the system has different solutions from the equationThe system is the equation in other clothes. The first component of (x, v) = (2·e^(−t) − e^(−2t), −2·e^(−t) + 2·e^(−2t)) is the equation's solution for x(0) = 1 and x′(0) = 0, and the second is its rate. Both equations of the system hold exactly, and the start (1, 0) is the pair of initial values. Nothing new has been solved, and nothing is lost.
2
Forgetting to divide by aFor 2x″ + 8x′ + 6x = 0 the bottom row is −3, −4. Using −6, −8 gives the trace −8 and determinant 6, so the quadratic λ² + 8λ + 6 = 0 with the irrational roots −4 ± √10, which are not the roots −1 and −3 of 2r² + 8r + 6 = 0. The check against the characteristic equation catches the slip.
3
Swapping the two entries of the bottom rowThe entry under x is −c/a and under v is −b/a. For x″ + 3x′ + 2x = 0 swapping them gives −3, −2, with trace −2 and determinant 3, a complex pair, and the lab would name it a spiral, though the equation has real roots −1 and −2. The eigenvalue tile is the check.

Check your understanding

✓
Finish when you can turn a second-order equation into a pair of first-order equations and show the roots are unchanged.

You should be able to divide by the leading coefficient, name v = x′, write the matrix, compute its trace and determinant, and show that λ² − τ·λ + Δ = 0 is the characteristic equation divided by a.

Note: One more thing can be done with the system that cannot be done with the equation: step it. “Euler on an Oscillator” applies Euler's method to x′ = v, v′ = −x and finds the exact amount by which the method spirals outward at every step.

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