AHL 5.18 (HL)—Second-order differential equations

Syllabus
First assessment 2021
Objective
Level
HL

Euler's method handles second order by creating a first-order system

HL only

For d2x/dt2=f(x,dx/dt,t)d^2x/dt^2=f(x,dx/dt,t), define y=dx/dty=dx/dt. Then rewrite the equation as the coupled system dx/dt=ydx/dt=y and dy/dt=f(x,y,t)dy/dt=f(x,y,t).

With step hh, update simultaneously from the current state: xn+1=xn+hynx_{n+1}=x_n+hy_n and yn+1=yn+hf(xn,yn,tn)y_{n+1}=y_n+h f(x_n,y_n,t_n). Initial position and velocity provide the two starting values.

Example

For x=xx''=-x, x(0)=1x(0)=1, x(0)=0x'(0)=0 and h=0.1h=0.1, set y=xy=x'. One Euler step gives x1=1+0.1(0)=1x_1=1+0.1(0)=1 and y1=0+0.1(1)=0.1y_1=0+0.1(-1)=-0.1.

The syllabus requires numerical Euler and phase-portrait treatment, not a general characteristic-equation solution. Use both current values in one update and do not confuse velocity yy with position xx.