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Week 8 & 9 - FODE & SODE (Differential)

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0% found this document useful (0 votes)
49 views

Week 8 & 9 - FODE & SODE (Differential)

Uploaded by

keyla inara
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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FIRST Order Differential -

Eq . ( Fort )


Constant coefficient & Constant term >
Homogenous case

variable coefficient & Variable term


Homogenous

>
Non -
case
0 General Form

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

0 Constant Coefficient & Constant term

1.
Homogenous case

> term = 0 a = coefficient

> 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
= :
=

> Definite solution


at
Ylt) Ae
-

>> General : =

a. 0
4101 Ae A
-

1- = o → = =

at
Ylt ) =
yco) e-
2. Non -

Homogenous case

> term =bJ > dy


+
ay = b
a- wet
- .
It

> General solution : Yp > General solution : Yc

set dy = O '= '


ay = b term =
0
It ( =) dy
+ ay 0
bla
=

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
=

3. complete the FODE Ylt ) = At 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

1. Plot > 0 will the market


equilibrium : Qd =
Qs p.co) so reach equilibrium ?
✗ -
BP = -

y + SP in which t ?

p*= ✗-
B -1J

> Assume Excess Demand

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

> not stable / Divergent → a so

Pitt Pitt Pitt

"" Plo) - Plo)


#

Plo)
p*
= p*

"" ""
p*

= 1-
convergent divergent divergent
1 a >0 ) ( a
-
-
O ) ( as 0 )

0 Variable coefficient & Variable term

1. Homogenous case > General solution



bukan constant
GF :
dy •
Yp = 0
+
Ultly =
o
It • Yc = -
Suit )dt
Ae

Ylt) =
Yp + Yc
> Definite solution
Y
-

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

step 2 : Cari solusi


1=1
Fly .tl
=
SM dy + Yltl
= I Zytdy + Yltl

Fly .tl =
y 't -1 Ylt)

step 3 : Turunin Fly it) yz y2


→ 2F

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 )

Fly .tl = / Zytdy + Yltl

=
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 =
.

-1/2 ' "


= At yet ) =
A-

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

> Integrating Factor GF :

I. Mdy + I. Ndt = O

=%"
' = '

>> Men cari terms nya : t, Y ,


42 ( trial 7 Error )
o
example 1 :

Ztdytydt = 0

Multiply by y cek exact :

Zytdy Y' dt 2M

+ = 0

It
=
29 = =
2y

exact !

if exact , continue the steps for exact

differential equation .

0
example 2 :

Apabila Integrating Factor sederhana tidak bs ditemukdn

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

1- = psultldt 2. Not exact


>> Maka , Solusi Umum ↳ I by trial &

/"" '
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

step 1 : cek exact


step 2 :
Fly .tl
2N SM dy Yltl
' = '
2M
2T Fly .tl =
+
It =
Jy
= =

It 111-21-16 ) dy t 411-1
1
=

exact
try Ylt )
= +
they 1-

step 3 : turunin Fly ,t ) thdpt step 4 :


4 It )
d" Y' Ltl -20T
Y' Lt )=N =
=
zty +
2T µ (t) = I -20T dt .
= -
lot 't c

2ft Yitl
' = '
try -20T = +

Y' (f) = -20T C. t → as

Lim lot 2-158 101-5%2


""

÷¥÷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
= =

ylt ) = 58 -1101-2/(+2-116) >> 6am bar


t convergent
Definite solution yet ,
.

#
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
'

4 Yltl Fly .tl


step step 5
:
:

/ 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

Y (f) General solution


step 6 : .

>> use roots formula :

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

Polusi selah ( t ) = bit )


AP
Polusi I -
I tiap hari =
Kit ) .
Plt )

AI = bit ) -
Klt ) Plt )
At

a .dz?-.blt)-KltlPlt ) 1=1
pit , =
A e- Mt
)

tperubahan polusi ( AP ) harian ( At ) >> General Sol :


Yp + Yc

Plt ) =
bit ) -
" 11-1
W + He
b. dp
1- 1<11-7 Pct) blt)
It
=


• 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 " "° )


-

" 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 !
"

Y ( t) + a , Y' ( t ) -1924 = b 1 . Find YP

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
"

"

y ( t) = Kt * Y Itt + a. Y' Ctl =


b Y' (f) = 2kt / Y' '
ltldt =/ bdt
'
Y (t) = K Y' Itt =
bla , y
''
(t) =
2K Y' ( t ) =
bt

b / Y' =/ ¥ SY
'

Y / t) A, K =/ btdt
'
dt b ltldt
=
A, = ltldt ⇐ i 2K =

K bla Ylt ) bat K :b / 2 Yet )=Et


'

)
=

)=bgt2t€
=

,
*
i= , yet ) =L t ,
yet

> Yc
Y' ( t ) + azylt ) 0
"
1. GF : Y (t ) + a, =

2. Find roots * 3 possibilities :

_a'+¥Ñ
'
-
ri , ra → a, > gaz
r, r =
, ,
- r = r, → 9,2 =
492 → r = -1
,
2
- r,
,
rz imajiner → a,
'
< Yaz

3. find r

CASE 1 CASE 2 CASE 3


Distinct Real Roots Repeated Real Roots Complex Roots
a.
2
> 492 9,2 = 492 A, 2<492

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

> substitute Ai and Az

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

1. Find time path P' ( O ) =


4

?
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

2) Form the General Solution

Yet ) =
Yp + Yc

ebt 't
-

= A, + Az e +4

3) Find the Det .


Solution

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

0 Econ . App : Inflation } Unemployment

Phillips relation :
unemployment feedback 1 due to monetary pot )
.

p =

f. -
8 U + th
DI = -

£1m -

p)
di

Adaptive Expectation lot inflation ) :

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 )
-
=

"" " Hm you , , ,


f(d¥ )
-


U =

£ Gu

/
-

Zyl ! -81121m 1£ -81¥ -6%+1+21)


'
= - -

,
DI -

to =
-
Gu
dt =

¥1 ! -81121m¥ %I¥ -1/-6+12) -

"
% 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

real distinct roots


a. Pp ( Az =/ 0 ) b.
syarat a →

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

arita < 2 -2 Fa < 2

11-89 < 12 I -18A > 12


da so 8A > 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) =

P' (t ) = 36 eat + Afl -1Gt ) est


""

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

b. >> Definite solution → Ai , Az ? > > Det .


Solution
-
t "t
4101=10 411-1=15 e 7- e-
-
-12
Y' 101=20
° " °
e- e-
'

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

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