Take for example v=dp/dtau as a second function and resolve the system for {p, v}.

If v = dp/dtau

d(p^2)/dtau = 2pv

d^2(p^2)/dtau^2 = 2(v^2+p*dv/dtau)

With comsol, if you need to solve 'third order and up' differential equations, you have to convert them into set of second order  and first order differential equations first. I  guess the process of converting a nth order equation into n number of first order equations is a standard procedure. you can check this out at any standard mathematics text.