Week 8 & 9 - FODE & SODE (Differential)
Week 8 & 9 - FODE & SODE (Differential)
Eq . ( Fort )
•
Constant coefficient & Constant term >
Homogenous case
dy
- t ult ) y =
wit )
dt
ult ) =
coefficient
Wltl =
constant / variable
0 Solution
1. General solution 2 Definite solution
did
.
= 0
> Yp :
particular solution ; dt > Ylt ) at t = 0
> Yc =
complementary solution ; wit ) :O > 4101
1.
Homogenous case
> dy
+
ay = 0
Tt
> General solution : Yp > General solution : Yc
set
dy 0 term 0
Ay
=
' =) =
= O
dy dy In ( Y )
O ( =) at + C
Yp
= -
1=1
0
=
+ ay =
dy .
In 141 at + C
e =
e-
dy
at
> General solution : Yp + Yc DT .
= -
ay
y = e- ec
at
ty.LI at
-
1=1 0 + Ae = -
a yc = A e-
ftp.Y-fd/t--/-adt
-
at e'
Y (t) He constant A
= :
=
>> General : =
a. 0
4101 Ae A
-
1- = o → = =
at
Ylt ) =
yco) e-
2. Non -
Homogenous case
Yp =
D=,
0
C- ate
'
> General solution : Yp + Yc y = e' = constant : A
at
-
at
'='
b yc Ae
-
Ylt ) He /a
=
=
+
0 Example
dy
+
Ly = 6 i 4101=10 ; yet ) =
?
dy .
b 6
1. identify problem : a = 2 =
2. Find General .
&
Def . Solution > General solution : Yp -1 Yc
1a § 3- "
Yp He 3
-
= = = = +
Yc :
He
- at >
Definite solution
2- t -2.0
Ae
-
4101 =
He +3 = 10
=
It
411-1 =
7- e- +3 A = 7
-7¥ (
Alter
-1
use yet , = ( yio , -
%) e-
at
+ bla
Market Place
0
Dynamic of
Qd : ✗ -
BP d. B > 0
2 condition
-8+81? J
dynamic analysis
*
Qs : 8. > 0
1 .
Plot =p → no
equilibrium : Qd =
Qs p.co) so reach equilibrium ?
✗ -
BP = -
y + SP in which t ?
p*= ✗-
B -1J
1=1 dp
= I ( Qd Qs )
It
-
di?
i ( ✗ BP + g- gp )
I
= -
= jld + 8) -
j ( B + d) P
FODE : constant coef .
& constant term
dP
+ IIB + b) P =
j( ✗ + 2.) non -
homogenous
It
~
Hla -18 ) Tpp
*
-18
1=1 a =j 1B + s)
b- =
b
=
a =p
b =
jla -181 a
ftp.tsly Ñ .
Bts thus , Yp =
e9 .
condition
> Definite solution
yp*
Jg ) e-ilB-s.lt
✗ +8
' = , Plt ) =/ Pio , -
-
p*
Bts →
in Plt ) =
( Plo ) -
p* ) ek + p*
*
Pitt When Plot > P and t → as
Pco) Kt
e- =
1- t goes to zero
if → • ,
pkt
*
P* When Plot < P and t → as
, ,
gy
e. ,, z , , ,
g, , ,
,
,, , , ,
,
p,, ,
t
o
STABLE SYSTEM →
coverages to equilibrium
0
Dynamic stability
stable / Convergent
> → a > 0
Plo)
p*
= p*
"" ""
p*
= 1-
convergent divergent divergent
1 a >0 ) ( a
-
-
O ) ( as 0 )
Sultldt
substitute A when Ylo ) or (1) =
Ae + o
-
lultldt
Yltl = Ae
2. Non -
Homogenous case
GF
dy
:
+
Ultly =
wit )
It
> cek exact differential equation / ,
bukan
Mdy + Ndt = 0
Exact 2M 2N I
N=¥
•
Where M=
It
=
Jy at
it exact =
constant solution lbisa transform variable → constant )
↳ can be solved easily
Fly ,
t) =/ Mdy + Yet ) =
C
case
0
Example : Non -
Homogenous
Zytdy + y2dt = 0
step 1 :
Exact / not ?
2yt 2N
' ='
1=1
M = 2M 1=1
=
29 =
2y
jug
-
N = yz 2T
Fly .tl =
y 't -1 Ylt)
2¥ =
yh + Y' ( t ) =
N
It
= N
given '
Y + Y' ( t ) =
y2
N =
yz
Y' (f) =
0
step 4 :
find 411-1
Ylt ) =/ Y' ( t ) dt =
So dt = k
411 ) :
h ; 4 In
step 5
:
Fly , t )
=
y 't th = C
step 6 : Ylt )
42ft k = C °
→
42T K
= c Konstantin bisa digabung
-
→ se Sama
"
"
C
' " -112
yet = " " (4) =
(f) ' = '
yet , = At
112 112
f-
÷
'
Y (f) =
( y =
.
t
112
t
the power
= I -1 ,
then it is convergent
0
Integrating Factor
↳ if NOT EXACT SOLUTION > to find non exact into exact
Ztdy + Ydt = 0
step 1 :
Exact / not ?
1=1 2M 2M 2N
2 I →
=/ NOT EXACT
Jy
i
It
=
It
=
2y
I. Mdy + I. Ndt = O
=%"
' = '
Ztdytydt = 0
Zytdy Y' dt 2M
2¥
+ = 0
It
=
29 = =
2y
exact !
•
if exact , continue the steps for exact
differential equation .
0
example 2 :
Diff .
Eq .
:
¥ ,
+ Ultly = wit )
I ✗
dt
dy + lay -
w , at = ,
setelahcek
→ 2
Y t , 42 , t
Integrating Factor ( I )
,
if not exact ,
Cari :
I I ) dt 0 SUMMARY
dy luy
=
+ -
W
dimana :
1. Check if Exact
/"" '
d-tfwcl.ie/utt1dtdt--C
y.t.us?tTYlt)=esmt'dt(A-fW1tyesuct1dtdt
fly ,
t) =
ye error (
3. it All fails
) 4 GF of I
0
Exercise (1) :
FODE
M N
'
a. dfcy.tl = It -116 ) dy -1 ( Zty -20T )dt=O
It 111-21-16 ) dy t 411-1
1
=
exact
try Ylt )
= +
they 1-
2ft Yitl
' = '
try -20T = +
÷¥÷fF¥Y
step 5 :
Fly .tl + → •
"
Fly , t) =
thy -1164 -
lot
2
-1C =
for lot 't 58
k
=
thy y 101-2 ( C K)
+ 16 -
=
-
"
GS
-
k -1101-2
=
y (1-2+16)
=
tz
.
=
10/1
Y 11-1 =
12-1101-2111-2 -116 )
)
f- ,
+ ¥2
%¥f÷°
b. 4111=4 '
⇐, yio ) =
ylt ) =
k + 101-2111-2-1167
ya ) = h -110.12/(12-116)=4
k + 10 =
41171
58
k 58 d. Ylt ) =
3.625 < 10
-16
= =
#
y
10 t
o Exercise (2) :
FODE
a. 13th -1
4yt ) dt t (2-12-124) dy =
0
To I
!
step 1 : cek exact
1=1 M = 21-2 -1 2y
N =
31-2-1 4yt
exact
2M ✗ 2N
4T 4T
It
=
Jy
= =
step 2 :
Fly , t) step 3 : turunin Fly .tl thdp t
Fly t) =
/ (21-2+24) dy t Ylt) 2F
tyt Y
'
It ) N
,
= 2 =
It
4 It )
Fly ,
t ) =
try + y2 + c +
Zty + Y It )
'
= 31-2 + Yty
Y It ) 31-2+2 ty
'
/ Y ltldt
'
thy y 't
}
4 It ) =
Fly ,t ) = -1 + toy
= 13th -1
Ity = y2 + 2t2y + t3 =
k
411-1 =
1-3-1 thy
y 't 2 thy -11-3 = k
42 + 2t2y + t
3 - k = 0
-bIy[ac
9×2 + bx -1C = 0 -
×, , , =
41-4-41-3 -14k
y
Yi
2t2-VF-Y-T-T.tk
-
=
, ,
=
-
21-2-1 2 ✓Ftth
a-
:
ylt )
0 Exercise 13) : FODE
>>
identifikasi
tingkat POIUSI harian Pit)
setup hari It ) → At = 1
AI = bit ) -
Klt ) Plt )
At
a .dz?-.blt)-KltlPlt ) 1=1
pit , =
A e- Mt
)
Plt ) =
bit ) -
" 11-1
W + He
b. dp
1- 1<11-7 Pct) blt)
It
=
1¥
• Plot < 1- → as
U
General solution :
Yp + Yc
,
.
Pto) >
1¥,
>> yp → dy
-0
at ,
It)
O t Kltl Plt ) = b It) Plot #
pit) =
bltl → Yp " "° )
Y÷
-
" It ) pco) = + Ae
,
b¥fi+¥o !÷ < ?
→ yo → term =o=w = , ,
⇐ i dp
dy .
+ Kitt Pitt = 0
plot <
4¥ , ,
→ 1- → d.
dp syarat konvergen .
- =
-
Kitt Pitt
dt d. Pitt -0
-
bk¥
K 't '
dP
-
I = K It )
o =
+ Ae
DI
'
-
PITI ,
bit ) - K 't )
Ae
dP =
It,
.cl/t--f-Klt7dtPlt1dt
-
f I . -
t ?
= A.
In ( P )
= -
Klt ) -1C
Klt )
e
' n' " '
e-
" '" "
but # blt '
pµ ,
=
+
Its
,
e-
" 't '
e
'
It,
p .q
=
-
Plt ) = 2 .
SECOND ORDER DIFFENTIALEQ .
ISODE )
day
0 General Form It >> want to find Yltl !
"
where find Yc
%t
2
dzy "
.
Y
"
(t)
: Y 't ) =
% General solution
=
} . find :
Yp -1 Yc
•
General solution : Yp + Yc a. find Definite solution :
t :O
>
Yp ↳ substitute for A
>>
92=10 5 . determine it Yltl =
convergent /
set Y
"
(t) = Y' ( t ) =o divergent
azy = b
yet ) =
blaz
>>
92=0 and an 1=0 >> Az = A, = 0
" '
set Y ( t) = 0 Ylt ) = Kt 0-9 ( t ) =D
"
"
b / Y' =/ ¥ SY
'
Y / t) A, K =/ btdt
'
dt b ltldt
=
A, = ltldt ⇐ i 2K =
)
=
)=bgt2t€
=
,
*
i= , yet ) =L t ,
yet
> Yc
Y' ( t ) + azylt ) 0
"
1. GF : Y (t ) + a, =
_a'+¥Ñ
'
-
ri , ra → a, > gaz
r, r =
, ,
- r = r, → 9,2 =
492 → r = -1
,
2
- r,
,
rz imajiner → a,
'
< Yaz
3. find r
Yc =
Y , -142 Ye =
Y, + Yz Yc =
Yi 1- Yz
Ch -
vilt
A ,elh+vi- +
Az ert
't
= A, @
"t
+ Azer =
A. ert + =
Aze
Where
r rz r
÷
> > = =
,
n = -
; v =
• Definite solution
> set t =
0
0
Stability
↳ focus on r convergent if
> Distinct roots → r
, ,
rz < 0
>
Repeated roots → r < 0
>
Complex roots → h < 0
0 Econ .
App : Price Time Path
point of time
"
Qd : 42 -
YP -
YP ' + P s> markets clears every
Qs =
-6 + 817 >> Plot =
6
?
2. convergent
1) Qs =
Qd
-6 -18 P
"
42 -
LIP -
LIP ' + P =
P
"
-
4P
'
- 1217 = -48
a, 92 b
1=0
Yp bla Yc
-1-471=[6--41-12]
' = ' = 1=1
, r, , r ,
=
-48
= -
cek : aid . . .
492
-
12
c- 4)
2
4 12
4 18
-
Yp = 4 =
Ty htctonvergent
16 > -48
>
r, =/ V2 r, =
6 ; rz = -2
Yet ) =
Yp + Yc
ebt 't
-
= A, + Az e +4
P( 01=6 P' ( O ) =
4
-2T
Plt ) = A, e
let
+ Aze -21-+4 P' ( t ) = 6 A. ebt -
2 Aze
° ° 0
Plot =
A, C
°
+ Az e -14 = 6 P' ( o ) = 6 Ale - 2A , e =
4
A, + Az = 2 6A , - 2 Az = 4
Az = 2 -
Ai 3 A, -
A2 = 2
3A , = 2 -1 Az
'= '
3A , =
2 t 2 -
Ai 1=1 Az = 2 -
I
4 At =
4 A 2=1
At = I
•t 2T
>>
pct ) =
e + e- + y
Phillips relation :
unemployment feedback 1 due to monetary pot )
.
p =
f. -
8 U + th
DI = -
£1m -
p)
di
DI
dt
=
¥ (p -
th )
1 .
Find Gen .
Solution for expec . rate of Inflation ,
Nlt )
tilt It b
"
17 ( t ) ta , az Nlt ) =
diket .
DR d
'
R 3
It
=
¥ If -80 + n - n)
It
=
-4
'
I -8T¥ )
¥ If ou )
-
=
↳
U =
£ Gu
/
-
,
DI -
to =
-
Gu
dt =
"
% f. -
¥
convergent ?
=
¥1 ! -81 F- E. II. %) +
3-411 ,
-
4Mt
?¥ .
-
4h )
d 212
dtz
=
£ -
3m + 4 DI -
312
f dty
12
"
(t ) Nlt )
SODE 12
"
(t) -
4 n' Ctl
A,
+ 312
A2
=t÷3m
> General solution :
Yp + Yc
Yp = b- Yc
5
492g
'
92 1=1 a ri =/ rz r =3 Or ra =
, . . . ,
=
to -
3M 16 . . .
12 ri , ra > 0
3- 16 > 12 divergent ,,
Yp = t
24
-
m r , , rz =
-1-47-1*-17
=
41¥
Yt =
Yp + Yc
= Afrit + Azerzt +
Kaz
Nlt) : A , @
"
t A, est + t -
m
24
Exercise : SODE
① VIS 201712018
1=1 Qs = Qd
" '
P -
2 = a P + P -
P -
10
' ' '
a P + P -
2P = 8
2- p 8
P
tap
' ' '
+
/a
-
=
t t
A , Az
Az 40
set P "
= P
'
= O r rz → a ,
'
> 4. Az
, ,
8-
Zap
=
ta az =
In
-
i :) - = a,
a
Za
'
⇐ '
ital > 4 .
-
Pp =
-4
'
solution
ax>_%# ✗ -
%
c. General
yp + Yc .
-
É < a →
syarat .
>> Yc =
Y ,
-142
# "t
= A , er .
+ Az @
-
ri , ra =
-
ta I VIII. -2 pct) = Pp t Pc
÷ "¥
.
"T y
Are + Aae
a±v¥a
' ⇐,
-
a-
£
Ñ 2
"É① -2
}
+
-
a- a
.
< 0 ?
-2 Fta -
2
=
a-
"¥ "T
.
Pc = Are + Aae
Fta -2 Tita -2
r
,
= 2 -2
< 0 rz =
< 0
a- a-
2 Vita -2 < 0 -2 Ftir -2<0
a < or a > 0
?⃝
④ UTS 20121
a, Az b
to
a. Yp → az
yp =
¥ ,
=
40-5
81
=
5
Yc → r, ~
rz ye =
A, ert + Azt ert
't
912 . . .
Yaz = A, eat + Az g e
-
182 . . .
4.81
324 .
.= .
324 General solution
"
f / 8) I -1%81
't
- Plt ) =
Ai e + Az 9 e + 5
r =
a-
¥
r
9
=
=
U' V 1- UVI
't
=
est t t.ge
9 P' 101=26
Ploy
et "'
=
b. ; 9T
y =
=p ( I + gt )
""
Solution 29
Det
J
.
:
fine
gx
set 1- =
0 .
u v
"t "t
A, @
"+
+ Aztc -15
"
→
p.lt ) = 9 Ai e t Azft . @ )
pct) =
Plot =
A, C
"°
+ A- 21019%0-15 26 =
36 C
9-0
+ Az (1+9.0) C
9 =
Ai t 5 26 = 36 t Az
4 =
Ai -
10 =
Az
>> Def .
Solution
"t
gt
Pitt = 4C -
lot C +5
d. r so ~b
r=g → divergen .
③ UTS 2019 12020
a, az b
'' '
i= , y It ) -1 6 Y It ) -154=10
a. Yt =
Yp + Yc
> yp → az =/ 0
yp = b-
Az
=
¥ =3
y, → roots : 912 . . .
492
62 . . .
4.5
36 > 20
r
, =/ T2
't rat
er
_aiI
r, Yc = A, + Az
, ra =
-
t -
" t
y, =
A, e + Age
-6 I 1/6=-4.5
= >>
General solution
a- l < 0 Ylt) =
Are
-
t
+ Aze-10++2
"
= -
f
-61*-6 ± y
-6
konvergen
=
2- =\ pz
= -
5 < 0
1=1 Y 101 =
A, + Az -12
10 =
A, -1 Az -12
8 =
Ait Az
t " t
C-
-
Az -5
'
1=1 Y It) = A, .
-1 . C + .
-
O 10.0
5 Az e
-
20 = -
A, C -
20 = -
Ai -
5 Az
8=1711-11-2--1
28 =
-4 A2
-7 =
Au
15 =
At