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AHL 5.18—Eulers method for 2nd order DEs

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Introduction: Why Second-Order DEs Need a Special Approach

In AHL 5.17 you applied Euler's method to first-order differential equations of the form . Many real physical systems — springs, pendulums, electrical circuits — are governed by second-order DEs, where the highest derivative is .

Euler's method cannot be applied directly to a second-order DE, because the iterative formula only steps one derivative at a time. The strategy is to convert the second-order DE into a system of two coupled first-order DEs, and then apply Euler's method to both simultaneously.

Analogy

Think of it like tracking a moving car. Position and velocity are two separate quantities that both change each time step — you update them together, each depending on the other. A second-order DE is just saying: "the acceleration depends on position and velocity."

Converting a Second-Order DE into a System

Consider a general second-order DE:

The conversion procedure is always the same two-step process:

Step 1 — Introduce a new variable for the first derivative:

Step 2 — Rewrite as a system of two first-order DEs:


Now instead of one equation involving , we have two equations each involving only a first derivative. This is exactly the format Euler's method can handle.

Note

Initial conditions for a second-order DE always specify both and . In the new system, these become and — the two starting values you need.

Warning

Never try to apply Euler's method directly to the second-order form. You must perform the substitution first — this is the key step that unlocks the whole method.

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