INTERMEDIATE METHODS:

DIFFERENTIAL EQUATIONS
DIFFERENTIAL EQUATIONS
 First Order Differential Equations:
 Two cases; HOMOGENOUS and NON HOMOGENOUS.
 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 – if you have a non homogenous equation,
just set ‘w’ to 0) and the Particular Integral (can calculate it by
assuming that y = k – some constant – 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   v dt 
ye  A   we dt 
 

 vt w
y  Ae  Particular
General
Solution
v 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:
 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 – 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):
F F
F ' ( y, t )  dy  dt
y t
F ' ( y, t )  M  dy  N  dt
 There are therefore TWO cases of Non – linear
differential equations:
 EXACT  dM/dt = dN/dy and Mdy + Ndt = 0
 NON – EXACT  The above does not hold, the LHS does
not exactly equal the differential of the original function.
DIFFERENTIAL EQUATIONS
 When faced with an exact differential equation:
 Four steps:
 1: Recognise that F ( y, t )    M  dy  Z (t )
 Where Z(t) is some function of ‘t’.
 Perform the calculation
 2: In order to get Z(t), recognise that dF/dt = N = Z’(t)+A
 Where ‘A’ is some function of ‘y’/a constant .
 Re-arrange the equation to get Z’(t) = N – A
 3: Recognise that Z (t )    N  A dt
 4: Simply add the above result to your conclusion from step 1
(remember the constant!!!!!!!)

 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.
 We therefore need to MAKE the differential equation exact.
 We do this by Multiplying the entire equation by an INTEGRATING
FACTOR.
 What the integrating factor is depends on the fulfilment of certain
criteria, shown below.
 After multiplying through, solve as you would an exact equation

1  M N  1  N M 
IF :     f ( y ) IF :     g (t )
N  t y  M  y t 

 f  y  dy  g  t  dt
Integrating Factor =
e Integrating Factor =
e
DIFFERENTIAL EQUATIONS
 Bernoulli Equation:
 One last, special, case of a non-linear differential equation, the
Bernoulli Equation.
 In the form of: dy
 ay  by
n

dt
 Pretty complex working it out, however, if you define:
 ‘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’!