Difference Differential

FIRST -

ORDER DIFFERENCE Eq .
t
Discrete
t
continues

It :
periode) It : waktu )
•
General Form

A Yeti + ✗ Yt =
C
•

solving :

a.
Homogenous Function ( Iteration Method )

Ytt , = a Yt
'

Yt -12 =
a Yt+ ,
= a lay f) = a yt

}
Yt -13 =
a Yt -12 =
9/92 yt) =
a Yt

Yt At
You value
=

, yperiodeawal (A)

Yt -11 =
Yt -12

Yt -12 =
Yt -11 1- 2 =/Yt -12 ) -12 = Yt +2 (2)

Yt -13 = Yt -12 -12 =

( Yt -1212) ) -12 = Yt -1213)

:
Yt =
Yo -121T)

b. Non -

Homogenous tune .
/ General Method)

>>
Yp 1 Particular solution ) >> Yc ( Complementary Sol ) .

•
assume : Yt =
Yt + I
= K 1=1 A Yt -11 + ✗ Yt = O

' = '
a Kt ✗ K =
C .
assume :
Yt = Abt ; Yt -11 =
Abt
"

K = c- • = , a Abt " t ✗ Abt = 0

at ✗
Abt lab -1×1=0
yp =
K =
¥ It
↳ if ✗ to →
Yp =
c b :
¥ → yc =
At
at
_a+✗
•
assume : at ✗ = 0
Yc : A
/ It
Yt = Kt i Ytt , = K ( ttl )

ak ( t -11 ) + ✗ Kt = 0

akt tak t ✗ Kt =0
C
K =
Ea → Yp =
Kt =

at
↳
if at ✗ =O → Yp =
Eat
 •
General solution •
Definite solution

a Yt -11 + ✗ Yt =
c •

yt =/ Yo
-

¥×)(a)t+a÷×
① a + ✗ to
yt
= A / It -1¥ ,
• Yt =/ Yo + Eat )
② at ✗ =o Yt = A / It -1 It

•
Time Path / Dynamic Stability
Non oscillatory b > 0
Yt = Abt + Yp
oscillatory
} if { bro

assuming A =
I → Focus on b
Value of

{
lbl I
A scale Divergent >
effect
}
→ →
" if
<< ILLUSTRATION >> convergent Ibl < 1

value of b value of b

#
b- O

/
-

O 0 Ibl < 1
t
b > 1 ;

Ibl > 1
-

divergent -
I < b < 0

O t non -
0s .

Ibl < I
T
convergent
""
b = I

""

non -
05 .

b = -
I

lb 1=1

• . OS .

Os b < 1
i =
'
Ibl < 1 be -1
; ,

convergent I lbl > I

'
1
non 0s 0 T i
t
divergent
- .

i
;
0 t 0s .
o
Cobweb Model
-
market failure →
lagged supply Func .

ex :
Agricultural Market

Qdt = D l Pt )

Qst =
S ( Pt - 1)

Qdt Qst 0 < X B < I

Eg : =
,

Qdt =
✗ -

PPT 0<8 , f < 1

Qst =
-

8 tf Pt -
I

• = , d -
B Pt = -
J -18 Pt -
i

B Pt t Jpt , = ✗ +8

Pt +
§ pt .
,
=
✗+÷
Definite solution
d+÷
>> General solution >>

¥1T =/ Po %÷)f§)t+
-

Pt Al Pt -

+
is
=

,
y egg 15 =

Bts
= A f- f. It -1T¥ ÷ it
} t

Pt = ( Po -
F) ( -

4) -115
Pt =
A f- § )t+;+÷
•
time Path

↳ based the slope S & D tune

on of .

18 , B)
>
f > B → ( S slope > D slope ) > 8 =P > f < B

explosive / uniform
divergent Damped / convergent

° Market W/ Inventory i= , Qdt = ✗ -

B Pt

assume :
Qd & Qs →
untagged ( Pt) Qst =
-8+8 Pt

p → Price setting by Sellers ( the inventory situation ) Ptt , : Pt -

O( Qst -

Qdt )

but not by market clearance lQd=Qs) a induced P

adjustment coef .
 Exercise FODE : UAS 202012021

a. Cobweb Model

Qdt = Qst B =
-4

YPT 2 t I =
2
20 - = -

2 Pt -
,

4Pt -12 Pt -
i
= 22
a ✗ c

> General solution

t
✗ + a =
2+4 =/ 0 Pc = A
f- Ia ) Pt :
Al -

E)
t
+
"
13
c- 1 t
Pp =
a+✗
=
A f- E)
t

= -
22 22 Pc = A-
(E)
6-
=

4 -12

"
Pc =
13

b. Det . Sol .
c. Time Path
B Y
Pt 10 : -
=
, , → B < g
8=2

Pt =
( Po -

¥ ) ( Ia )t -

+
a÷✗ explosive / divergent .

=
( to -
"
/ 3) (-1-2)+-1 "
13

19/31 E) tt 13
= "
-
2. VAS 201912020

a. St =L Yt + B

It =
8 ( Yt -

Yt 1) -

St =
SIT
in ✗ Yt -1 B =D ( Yt -
Yt 1) -

✗ Yt -

58 Yt + SJYT -
i
= -

B
( d- 881 Yt + 88 Yt -
i
= -

p
a ✗ c

> >
general Sol .

yp
: at ✗ =
O ye = A / It
(2-88)-188 = 2 to

a > o .
= A
( 2¥ )t ,

yp
=
¥ I
I
Yt =
A
/ j÷g)t -

✗
=
✗
(✗ -
SJ ) -188 t -

✗ > 0 8<0
B- b =

Yp : -

✗ d- ST B >o f >O

tub
t

④ fr ✗ fr

(
= -
- -

÷!
'
b. Yp to Sr < ✗ so
-
-
= -
=
-

-2
oscillatory
1)
0.03
> Non b <

f- (0.27-(0.111-0,3))
(0-111-0.3) convergent
y, = A -

>>
Det . Solution .

0.03
=
A 0.3T -
0.5 Yt =
( 2 -
0.5 ) ( 0.3)t -
0.5
t
Yt =
1.5 10 3) .
-

0.5/1
 SECOND -
ORDER DIFFERENCE EQ .

•
General Form

Yt -12 1- 9. Yt -11 + 924 t

=
C

Solving
•

>>
Yp 1 Particular Solution )

Assumption ① Assumption ② Assumption ③

A, + Az =/ -
I Ai t Az = -
I & 9 , =/ 2 a + a, = -
I & A, = -

2
.

Yt =
Yt :
Yttz = K Yt =
Kt yt = 1<1-2
-11

' =' k ta , k 1- azk = C k It -121+9,1<(1--11) -192kt = C K ( t -12 ) 't 9. Klt -1112 -192kt' :c
Kt -12kt Aiktt Aik -192kt
'

C-
'
K =
=
C 1st -14kt -14kt aikt -129kt

¥
'
l t a, taz " =
talk + azkt :C
t
4kt +4k -1201kt talk
yp c- C
,
c-
-
-

Yp = , y

{t Yp g- 1-2
I ta , taz 2 -19 K = '
=
,

>> Yc ( Complementary Sol ) .

Possible Roots

Assumption Yt Abt " ' " " " ti " 't

Azrzt
:

Yc Air ,t
=

" : ri =/ rz → : +

1=1 Abt
-12
+ a, Abt
-11
+ q, Abt =p Roots

Abt ( b
'
ta , b -1921=0 Repeated Real
r , =p → Yc A. bt + Azbt
2)
: =
,
' Roots
b ta , b + Az :O

Rt
-

2
b, = y, =

,
,
2 third
3) Complex " → [ Aicosottltzsinot )
Roots Imagineer cos 0 :

F-
since
:&
•
Time Path

1) Distinct Root 2) Repeated Roots

bi.bz 0
Oscillatory →
<
Convergent :
if lbl < 1

/ b. 1. lbzl < 1 it b < 0

convergent
→
oscillatory
:

Divergent → lbil , lbzl > I

3) complex Roots
convergent → IRI < I
• Exercise : SODE UAS 20121

1--1
Yt = 2 Yt -
l t 2 (( t
-

Ct 1) - + Go

Yt = ✗ Yt -1 -18 ( dyt -
i
- ✗ Yt 2) -
+ Go

Yt = ✗ Yt -
i t 28 Yt -1 -

2891--2 + Go
Yet , ( d-
-128 ) Yt -111-28 Yt =
Go

Yt , ;
(2-12) Yt -11
-1 2 Yt =
1

Yt -12-441-+1 1- 2 Yt =L

Yt -12 -
4 Yt -1 , -12 Yt =
I

9, Az

a. General solution
-
4 1- 2 = -2 =/ -
l

Yp =
c-
Ita , -192
r , ,r , :-(
_4l±✓-z4'- Yc =
A. 12th )t -1 Azl 2- rz )t

1-
41%-2
=

1- 2 2 + VI

2+-52
'
= 1- , = -1 =

2- VI

>> General Sol .

Yt : All -2 -1h )t + Azl -2 -

rz )t -
I

b. Definite Sol .

°
Yo = 1 Yo =
I = A , I 2 + V2 ) -1 Azl 2- V2 )° -
I

Y, = 2 2 = A ,
t A2 . . .
11 )

'

Y, = 2 = A, I 2 1- V2 ) 't Azl 2- V2 ) -
I

3 =
2A , -152A , -12A , -
V2 A2
3 =
21A , 1- Az ) -1 VILA ,
-
Az ) . . . Input (1)

3 =
2 (2) + V2 ( A , -
Az)
3 = 4 + V2 1A , -
Az)
 ' = ' Ai t Az = 2
= A, -
A2
V2 A = 2- A 2 (2)
, . . .

V2
- -
= A ,
-

Az
2

V2
2 Az Az Input (2)
-
= - -

. . .

I
2 A2 = 2 + ¥ 1=1 A ,
=
2 -
I -
I
2 4

2 Az =
4 + V2 A, = I -
I
2- 4

Az =
It I
4

1=1 Definite Sol .

t
Yt =
I -

¥, 12th ]t -14 -1¥ ) [ 2- rz /

"

VAS 201912020

' = '
Qdt = Qst

30-0.1 Pt -12 -
3 Pt -11
-
8 Pt =
-12 -10.9 Pt -12 -14 Ptt , -2 Pt

Pt -12 1- 7- Pt -11 1- 6 Pt = 42

A, 92

a. 7 + 6 = 13 1=-1

7±✓ Azfblt
t
I Pc A , (1)
,¥÷
-

+
-

Pp
-

= = p , ,
r, =

14 - l

Pp :3
t±y✓ -71¥
-

= =

.
,
 1=1 General solution
t t
Pt = A , 1- 1) t Azl 6) -
+3

b. Definite solution
° °
Po =
4 Po = 4 = A , C 1)-
1- Az 1- 6) -13

P ,
= 10 I = Ai t A2

' '

P ,
= 10 = All 1) -
+ At 6)
-
+ 3

7 =
-

Ai -
6 A2

1=1 A ,
t Az = I

_Ai-6Az t

At
§ 1
=
-
5A , =
8 =

A2 =
-

¥ A ,
=
11
"
5

Det . Solution

¥ ¥
t t
1- 1) 1- 6)
Pt -13¢
= -