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DIFFERENTIAL EQUATIONS

**First Order Differential Equations: Two cases; HOMOGENOUS and NON HOMOGENOUS.
**

y

Both have the same format:

dy vy ! w dt

In a homogenous case, w = 0, in both cases v or w can be functions of ¶t·. To solve, you need to calculate the General Solution (the solution of the homogenous case ² if you have a non homogenous equation, just set ¶w· to 0) and the Particular Integral (can calculate it by assuming that y = k ² some constant ² hence, dy/dt = 0). Given on the next slide is the GENERAL FORMULA (top) which can be used if v and w are functions of ¶t· as well as constants, and also a special solution for when ¶v· and ¶w· are just constants.

DIFFERENTIAL EQUATIONS

´ v dt ¨ A we ´ v dt dt ¸ y!e © ¹ ´ ª º

General Solution

y ! Ae

vt

w v

Particul ar Integral

DIFFERENTIAL EQUATIONS

Dynamic Stability The GENERAL SOLUTION of a differential equation represents deviations from the long-run equilibrium. The PARTICULAR INTEGRAL is the long-run trend. Therefore, for DYNAMIC STABILITY, the general solution of a differential equation must tend to 0 as t tends to infinity:

y

GS

0, t

Inf

As the GS is often in an exponential form, this means that the power of the exponential function must be strictly negative (as e is raised to the power of negative infinity, it tends to zero).

DIFFERENTIAL EQUATIONS

Non ² Linear Equations: Where there is a product of y and dy/dt, OR where ¶y· is raised to a higher power than one. Let us assume an original function F(y, t):

xF xF F ' ( y, t ) ! dy dt xy xt F ' ( y, t ) ! M dy N dt

**There are therefore TWO cases of Non ² linear differential equations:
**

EXACT dM/dt = dN/dy and Mdy + Ndt = 0 y NON ² EXACT The above does not hold, the LHS does not exactly equal the differential of the original function.

y

DIFFERENTIAL EQUATIONS

**When faced with an exact differential equation: Four steps:
**

y

1: Recognise that

F ( y , t ) ! ´ M dy Z (t )

Where Z(t) is some function of ¶t·. Perform the calculation Where ¶A· is some function of ¶y·/a constant . Re-arrange the equation to get Z·(t) = N ² A

y

**2: In order to get Z(t), recognise that dF/dt = N = Z·(t)+A
**

3: Recognise that Z (t ) ! ´ A
dt y 4: Simply add the above result to your conclusion from step 1 (remember the constant!!!!!!!)

y

INTEGRATE ¶M· W.R.T ¶Y· DIFFERENTIATE W.R.T ¶t· RE-ARRANGE TO GET Z(t) = B INTEGRATE W.R.T ¶t· SUB BACK IN.

DIFFERENTIAL EQUATIONS

When faced with a non-exact non-linear differential equation: If dM/dt dN/dy, the differential equation is non-exact. y We therefore need to MAKE the differential equation exact. We do this by Multiplying the entire equation by an INTEGRATING FACTOR. y What the integrating factor is depends on the fulfilment of certain criteria, shown below. y After multiplying through, solve as you would an exact equation

1 ¨ xM xN ¸ IF : © © xt xy ¹ ! f ( y ) ¹ Nª º

Integrating Factor =

1 IF : M

¨ xN xM ¸ © © xy xt ¹ ! g (t ) ¹ ª º

´ f y dy e

Integrating Factor =

´ g t dt e

DIFFERENTIAL EQUATIONS

Bernoulli Equation: One last, special, case of a non-linear differential equation, the Bernoulli Equation. In the form of: dy n

dt ay ! by

**Pretty complex working it out, however, if you define:
**

y

¶Z = y1-n·, then you eventually reduce to the equation: dz az (1 n) ! b(1 n) dt

Then SOLVE AS IF A LINEAR DIF. EQUATION, using the special case where ¶w· and ¶v· are both constants. REMEMBER TO SUBSTITUTE ¶y1-n· BACK INTO THE EQUATION AT THE END TO SOLVE FOR ¶y·!

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