100% tevredenheidsgarantie Direct beschikbaar na betaling Zowel online als in PDF Je zit nergens aan vast
logo-home
Samenvatting Further Mathematics For Economic Analysis - Difference- and Differential Equations Lectures €6,35   In winkelwagen

Samenvatting

Samenvatting Further Mathematics For Economic Analysis - Difference- and Differential Equations Lectures

 4 keer bekeken  0 keer verkocht

Samenvatting van het vak Difference- and Differential Equations gekoppeld aan het boek Further Mathematics For Economic Analysis

Voorbeeld 3 van de 21  pagina's

  • Nee
  • Hoofdstuk 5,6,7,8,9,11,2
  • 18 januari 2024
  • 21
  • 2023/2024
  • Samenvatting
book image

Titel boek:

Auteur(s):

  • Uitgave:
  • ISBN:
  • Druk:
Alle documenten voor dit vak (1)
avatar-seller
FreekeBoerrigter
Difference- and Differential Equations
Freeke Boerrigter
Lecture 1
First Order Ordinary Differential Equations (first-order ODE)
F ( t , x ( t ) , x ' ( t ) )=0 ,t ∈ T
Where F is a function of at most 3 variables and t ⊆T

Ordinary implies that x is only differentiated with respect to one variable.

Autonomous – a first-order ODE that does not depend on t , can be written as F ( x ( t ) , x ' ( t ) )=0

Linear – if ( y , z ) → F ( t , y , z )

Four types of first order ODE’s:
1. x ' ( t )=g ( t ) -> type I ODE
t

Solution: x (t )=∫ g ( s ) ds+ c , where c=x ( t 0 )
t0

2. x ( t )=f (t ) g ( x ( t ) ) -> separable ODE
'

t

Solution: P ( x ( t ) )=∫ f ( s ) ds+C
t0

3. x ' ( t )=f (t ) x ( t ) -> homogenous linear ODE
t ' t
x ( s)
Solution: ∫ ds=∫ f ( s )
t x (s )
0 t 0


⇒ log|x ( t )|=F ( t ) +c
⇒ x ( t ) =D e F ( t )
4. x ' ( t )=f (t ) x ( t )+ g (t ) -> in inhomogeneous linear ODE
t t
x ' ( s)
Solution: first ∫ ds=∫ f ( s )
t x (s)
0 t 0


⇒ log|x ( t )|=F ( t ) +c
¿
Then, we figure out that x ( t )=g ( t ) is a particular solution of the inhomogeneous ODE. So,
the general solution reads: x (t )=D e F (t ) + g ( t )

Method of Undetermined Coefficients g ( t )
¿
- If gis constant, find a solution x ≡a for some a ∈ R
- If g is a polynomial of degree n ≥ 1, find a solution that is an n th degree polynomial
- If g ( t )=c e p ( t ) where p is a polynomial of degree n ≥ 1, find a solution x ¿ ( t )=q ( t ) e p ( t ) for
some n th degree polynomial
¿
- If g ( t )=α sin ( rt ) + β cos ( rt ) ,find a solution x ( t )=Asin ( rt )+ Bcos ( rt ) for some A , B

Equilibrium solution – a solution of the first-order ODE of the form x ¿ ≡a . Find this by solving
F ( t , a ,0 )=0 .

Variation of constants -> replace the constant in the general solution x ' (t)=f ( t ) x (t) by a function
and then try to find the right function to obtain the general solution of x ' ( t )=f (t ) x ( t )+ g (t )
- The general solution of x ' ( t )=f (t ) x ( t ) is x (t )=c e F (t )
- Replace the constant c by an unknown function C :T → R

1

, - This results in x (t )=C ( t ) e F (t ), with C an unknown function
- Substitute x (t )=C ( t ) e F (t ) into the ODE and solve for C




Lecture 2
Consider the first order ODE
x ( t )=F ( t , x ( t ) ), where F : T × U → R with U ⊆ R
'

A solution x of (1) is called stable if for every ε > 0 there exists a δ >0 such that for every solution ~ x
~
defined on an interval [ t 0 ,t 1 ], where t 1> t 0 , with | ( 0 ) ~
x t −x ( t )| one has that x is a solution on T
≤ δ
and
|~x ( t ) −x ( t )|≤ ε , ∀ t ∈T
A stable solution x is called (locally) asymptotically stable if there exists a δ >0 such that for every
x with |~
solution ~ x ( t 0 ) −x ( t 0 )|≤ δ one has
lim (~x ( t )−x ( t ) ) =0
t→∞


A stable solution x is called globally asymptotically stable if there exists a δ >0 such that for every
x with |~
solution ~ x ( t 0 ) −x ( t 0 )|≤ δ one has
lim (~x ( t )−x ( t ) ) =0
t→∞
Globally is more powerful than locally.

Phase diagrams can be constructed as follows:
- Determine the roots of F ( x )=0. Indicate the roots with dots on the x-axis
- Determine the sign of F for each interval between such dots. If F is negative (positive) on
some interval, draw an arrow pointing to the left (right) in that interval

If both arrows point towards a dot located at a , solutions close to a converge to a : the equilibrium
solution x ≡ a is asymptotically stable.
If both arrows point away from a , solutions close to a diverge away from a : the equilibrium solution
x ≡ a is unstable.
If one arrow is pointing away from a dot located at a and the other one is pointing towards a , then
x ≡ a is unstable.

Assessing the stability of equilibrium solutions
Let F :U → R where U ⊆ R be a C 1 function. Consider this differential equation x ( t )=F ( x ( t ) ).
'

Suppose that F ( a )=0 for some a ∈ U . Then:
- If F ' ( a )< 0, then the equilibrium solution x ≡ a is asymptotically stable
- If F ' ( a )> 0, then the equilibrium solution x ≡ a is unstable

The Fundamental Theorem of Differential Equations




2

, ∂F
Let F :T × U → R where U ⊆ R ,and let A ⊂T ×U be an open and connected set. If exists and
∂x
∂F
both F and are continuous on A , then for every ( t 0 , x 0 ) ∈ A there exists a unique solution of the
∂x
differential equation x ' ( t )=F ( x ( t ) ) passing through ( t 0 , x 0 ).


Bounded Functions
A function f : S → R is bounded if there exists an M >0 such that |f ( x )|≤ M , ∀ x ∈ S .

Let B ( S , R ) be the set of all bounded real-valued functions with domain s ⊆ R

The distance d ( f , g ) between two functions f anf g in B ( S , R ) is defined as follows:
d ( f , g ) = x ∈ S|f ( x ) −g ( x )|
¿



An operator T : B ( S , R ) is a contraction mapping if there exists a β ∈ ( 0,1 ) such that:
d ( T ( f ) ,T ( g ) ) ≤ βd ( f , g ) , ∀ f , g ∈ B ( S , R )

Picard’s Method
We can obtain an approximate solution of the initial value problem
x ' ( t )=F ( t , x ( t ) ) ,t ∈ [ t 0 , t 1 ] , x ( t 0 ) =x0
Where F abides as follows:

- Let y 0 ≡ x 0 and compute iteratively the sequence of functions { y n } n=1 given by
t
y n ( t ) =x 0+∫ F ( s , y n−1 ( s ) ) ds ,t ∈ [ t 0 , t 1 ] , n ≥1
t0

- Continue until d ( y n+1 , y n )

Example Picard’s Method
Consider the initial value problem
'
x ( t )=tx ( t ) ,t ≥ 0 , x ( 0 )=1
Use Picard’s Method to obtain an approximate solution of this problem
- Let y 0 ≡1. The first approximation y 1 is given by
t t
1 2
y 1 ( t )=1+∫ s y 0 ( s ) ds=¿ 1+∫ sds=1+ t ¿
0 0 2
- The second approximation y 2 is given by
t t
1 1
( 1
y 2 ( t ) =1+∫ s y 1 ( s ) ds=1+∫ s+ s3 ds=1+ t 2+ t 4
0 0 2 2 8 )




3

Voordelen van het kopen van samenvattingen bij Stuvia op een rij:

Verzekerd van kwaliteit door reviews

Verzekerd van kwaliteit door reviews

Stuvia-klanten hebben meer dan 700.000 samenvattingen beoordeeld. Zo weet je zeker dat je de beste documenten koopt!

Snel en makkelijk kopen

Snel en makkelijk kopen

Je betaalt supersnel en eenmalig met iDeal, creditcard of Stuvia-tegoed voor de samenvatting. Zonder lidmaatschap.

Focus op de essentie

Focus op de essentie

Samenvattingen worden geschreven voor en door anderen. Daarom zijn de samenvattingen altijd betrouwbaar en actueel. Zo kom je snel tot de kern!

Veelgestelde vragen

Wat krijg ik als ik dit document koop?

Je krijgt een PDF, die direct beschikbaar is na je aankoop. Het gekochte document is altijd, overal en oneindig toegankelijk via je profiel.

Tevredenheidsgarantie: hoe werkt dat?

Onze tevredenheidsgarantie zorgt ervoor dat je altijd een studiedocument vindt dat goed bij je past. Je vult een formulier in en onze klantenservice regelt de rest.

Van wie koop ik deze samenvatting?

Stuvia is een marktplaats, je koop dit document dus niet van ons, maar van verkoper FreekeBoerrigter. Stuvia faciliteert de betaling aan de verkoper.

Zit ik meteen vast aan een abonnement?

Nee, je koopt alleen deze samenvatting voor €6,35. Je zit daarna nergens aan vast.

Is Stuvia te vertrouwen?

4,6 sterren op Google & Trustpilot (+1000 reviews)

Afgelopen 30 dagen zijn er 82871 samenvattingen verkocht

Opgericht in 2010, al 14 jaar dé plek om samenvattingen te kopen

Start met verkopen
€6,35
  • (0)
  Kopen