Math Week 11

Outline Linear, First-Order Differential Eq. Nonlinear, First-Order Differential Eq.
Some Advanced Topics
Mathematics for Economic Dynamics III
Muhammad Ryan Sanjaya
Department of Economics, Universitas Gadjah Mada
27 April 2020
Corresponding e-mail: m.ryan.sanjaya@ugm.ac.id

Mathematics for Economic Dynamics III Department of Economics, Universitas Gadjah Mada
Outline Linear, First-Order Differential Eq. Nonlinear, First-Order Differential Eq. Some Advanced Topics
Linear, First-Order Differential Eq.

Nonautonomous equations
Nonlinear, First-Order Differential Eq.

Autonomous and Qualitative Analysis
Nonautonomous


Nonautonomous
Nonautonomous Equations
Definition
The general form of a linear, nonautonomous, first-order differential
equation is
ẏ + a(t)y = b(t)
where a(t) and b(t) are known, continuous functions of t.
I This is the last section of our discussion on linear, first-order
differential equations
I We will use a new technique to obtain the solution for a
differential equation where a(t) and b(t) varies over time
I But before that, let’s state the general solution to any linear
first-order differential equation
General Solution
Theorem
The general solution to any linear first-order differential equation is
Z
−A(t) A(t)
y (t) = e e b(t)dt + C
R
where A(t) = a(t)dt.
General Solution
I We will not discuss the derivation of this solution (it’s in Hoy
p. 871), but we’ll see the trick used to get this solution
I This ’trick’ is the introduction of
e A(t)
R
or the integrating factor (again, A(t) = a(t)dt)
I Why is it a trick? Well, when a(t) ≡ a and b(t) ≡ b (i.e., we
have an autonomous differential equation as in last week’s
lecture), the integrating factor becomes e at and the solution
will be Z
−at at
y (t) = e e bdt + C
b
y (t) = Ce −at +
a
Example
Find the solution for this equation
ẏ − 2ty = bt


Nonautonomous
Introduction
I We’ll mostly use phase

diagram (although a bit
different from last week)
I Consider this equation
ẏ = y − y 2
ẏ = y (1 − y )
I The system comes at its
steady-state (ẏ = 0)
when y = 0 and y = 1
Arrows of Motion
I ẏ > 0 when 0 < y < 1

I ẏ < 0 when y < 0 or
y >1
I The arrows of motion
indicate the tendency for
y to converge to 1 if
y > 0 and to diverge to
−∞ if y < 0
Stability
Definition
A steady-state point is stable if d ẏ /dy < 0 at that point and
unstable if d ẏ /dy > 0 at that point.
Example
For ẏ = y − y 2 its steady-state values

I y = 0 is unstable because d ẏ /dy = 1 − 2y = 1 > 0
I y = 1 is stable because d ẏ /dy = −1 < 0
How about ẏ = 3y + y 2 − 4? Sketch the phase diagram!
Nonautonomous
Bernoulli’s Equation
Definition
The general form of a nonautonomous, first-order differential
equation is
ẏ = f (t, y )
I We’ll study two special cases of a nonautonomous, nonlinear

first-order differential equation
I This differential equation
ẏ + a(t)y = b(t)y n
is a Bernoulli’s equation if n is neither zero nor one.
Nonautonomous
Example: Fishery model 1/3

A fishery model: quantity of fish caught is a fraction (α) of fish
population, assume α to be exogenous.
The population of fish grows following this equation when there is
no fishing
g (y ) = y − y 2 , y (0) = y0 ≥ 0
If fishermen harvest the fish at rate
h = αy
the dynamics of fish population is now given by
ẏ = y − y 2 − αy
ẏ − y (1 − α) = −y 2
Nonautonomous

Multiply both sides by y −2
y −2 ẏ − y −1 (1 − α) = −1 (1)
If we define x = y −1 , then
dy 1
ẋ =
dt y
Substitute to equation (1) and multiply by 1
ẋ + x(1 − α) = 1 (2)
This equation is a first-order, autonomous, linear differential
equation with the homogeneous solution (see week 9 page 19)
given by
xh = Ce −(1−α)t
Nonautonomous

The particular and general solutions are
1
xp = x̄ =
1−α
1
x(t) = Ce −(1−α)t +
1−α
If x(0) = x0 = C + 1/(1 − α), then

1 1
x(t) = x0 − e −(1−α)t +
1−α 1−α
Now plug back y −1 for x to get the final solution
y0 (1 − α)
y (t) = (3)
y0 + (1 − α − y0 )e −(1−α)t
Nonautonomous
Separable Equations
We can rewrite the general equation of a nonautonomous,

first-order differential equation as a ratio between M(t, y ) and
−N(t, y )
Definition
A nonlinear, first-order differential equation is separable if
M(t, y ) = A(t) and N(t, y ) = B(y )
A(t) + B(y )ẏ = 0 (4)
Nonautonomous
Separable Equations
Equation (4) can also be written as
A(t)dt + B(y )dy = 0
Such separable equation can be solved directly using integration

Z Z
A(t)dt + B(y )dy = C
Nonautonomous
Example
(See Hoy’s textbook p. 892-893) Equation
k̇ = se at k 1/2 , a>0
can be separated into
−se at + k −1/2 k̇ = 0
−se at dt + k −1/2 dk = 0
Z Z
−se dt + k −1/2 dk = 0
at
Nonautonomous
Example
Z Z
at
−se dt + k −1/2 dk = 0
s
− e at + 2k 1/2 = C
a
This yields the solution
2
s at C
k(t) = e +
2a 2
and if we know the initial value k(0) = k0 , the definite solution is

s
at
p 2
k(t) = e − 1 + k0
2a


Nonautonomous
I Due to limited time we were not able to cover all topics from
our textbook
I I suggest you to learn independently as this is your last chance
of learning mathematics at undergraduate level
I Topics not discussed (but should have been)
I Second- and nth order difference equation
I Second- and nth order differential equation
I System of differential equations
I Optimal Control Theory
I Compact sets
I And many more
What’s in the Exam?
I Everything from the first week to the last

I Think before you answer, do not just plug numbers to an
equation
I You’ll have four hours to answer all of the questions before
submitting it to me by email
I If the files exceed 15MB please consider using cloud storage
(Google Drive, Dropbox, Simpan UGM, One Drive, etc.) and
share the URL of the folder to me
I You may submit up to twice and, if you do this, I will only
grade your second submission. Third or more submissions will
not be graded.
I Late submission will reduce the score by 10 points every
15 minutes. I will be using the timestamp from your email (or
’date modified’ of the files you put in the cloud).

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Outline Linear, First-Order Differential Eq. Nonlinear, First-Order Differential Eq.

Some Advanced Topics

Mathematics for Economic Dynamics III

Muhammad Ryan Sanjaya

Department of Economics, Universitas Gadjah Mada

Corresponding e-mail: m.ryan.sanjaya@ugm.ac.id

Linear, First-Order Differential Eq.

Nonlinear, First-Order Differential Eq.

Some Advanced Topics

Linear, First-Order Differential Eq.

Nonlinear, First-Order Differential Eq.

Some Advanced Topics

Find the solution for this equation

Linear, First-Order Differential Eq.

Nonlinear, First-Order Differential Eq.

Some Advanced Topics

Autonomous and Qualitative Analysis

I We’ll mostly use phase

Autonomous and Qualitative Analysis

I ẏ > 0 when 0 < y < 1

Autonomous and Qualitative Analysis

Autonomous and Qualitative Analysis

For ẏ = y − y 2 its steady-state values

I We’ll study two special cases of a nonautonomous, nonlinear

is a Bernoulli’s equation if n is neither zero nor one.

Example: Fishery model 1/3

the dynamics of fish population is now given by

Example: Fishery model 2/3

Example: Fishery model 3/3

We can rewrite the general equation of a nonautonomous,

A(t) + B(y )ẏ = 0 (4)

Equation (4) can also be written as

A(t)dt + B(y )dy = 0

Such separable equation can be solved directly using integration

(See Hoy’s textbook p. 892-893) Equation

can be separated into

and if we know the initial value k(0) = k0 , the definite solution is

Linear, First-Order Differential Eq.

Nonlinear, First-Order Differential Eq.

Some Advanced Topics

Some Advanced Topics

What’s in the Exam?

I Everything from the first week to the last

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