.

2.0
, 2007

 , .

1.1
1.2
1.3
1.4
1.5
1.6

9
10
19
25
26

28
38
38
41
45
45
47
50

1.7
.
.
.
()
()
1.8

52

2.1
2.2
.
.
.
2.3
2.4
2.5
2.6
2.7
()
()
( )
()
2.8

( )




:

52
59
60
61
64
68
75
77
85
88
89
91
94
96
98

100

3.1
3.2
3.3
3.4
.
.

EAT

100
104
111
115
115
120

LAPLACE

123

4.1
4.2
4.3
4.4

LAPLACE
LAPLACE
LAPLACE

123
123
131
134

138

5.1
5.2
5.3
.
B.
5.4

H


Z ()

138
139
143
143
146
149

5.4.1 Z

149

5.4.2 Z

151

5.4.3 Z

154

5.4.4 Z
5.5

156
160

164

.1
.2
.3

LAPLACE
LAPLACE
I Z

164
166
171

.4

172

175

176

176

176

1985.
, .
( )
. ,
,

.
.
(
. 0.1). (Wordstar, WordPerfect .) , Microsoft Word .
,
.
Brown,
.

.
,
. .
.

:
(http://math.arizona.edu/~lega/research.html).

0.1

1.1

.

. :
dy ( t )
= 3 y 2 (t ) (t + y (t ))
dt

(1.1)

d 3 y (t )
d 2 y (t )
y (t )
=e
+t+
dt 3
dt 2

(1.2)

( y t ). y(t), . , (1.1)
(1.2) . y(t), , , .

,
y (t ) = 2t 13 2t

d2 y
dt

+ y = 2t

d2
(2t 13 2t ) + (2t 13 2t ) = ( 2t + 43 2t ) + (2t 13 2t ) =
2
dt
= 2t
9

, .
, .
,
.

1.2

,
dy
= f (t , y )
dt

(1.3)

:
f (t, y),
y(t)
(1.3);

:
.

. , . ,
, ,
dy
= g (t )
dt

(1.4)

g(.) .
(1.4) t ,
y ( t ) = g ( t )dt + c

c , g (t )dt
g ( g). , -

10

,
(1.4). , . , .
,
, , .. ,
dy
(t 37
=e
dt

( ). y.
1.1 ,
dy ( t )
+ a ( t ) y ( t ) = b( t )
dt

(1.5)

a(t) b(t) t.

y, ,
y 3
e , y , y . , ,

.
dy
dy
= y 2 + t ,
= y + t
dt
dt
2

, y y . (1.5). ,
b(t)=0.
1.2 ,
dy ( t )
+ a(t ) y (t ) = 0
dt

(1.6)

, (1.6) .
, (1.6) . , y(t), :

11

dy (t ) / dt
= a(t )
y (t )
,

dy (t ) / dt
1 dy (t ) d
=
= ln y (t )
y (t )
y(t ) dt
dt
, (1.6) ,
d
ln y ( t ) = a( t )
dt

(1.7)

(1.4), ,
,
ln y (t ) = a ( t )dt + c1

c1 . ,
y (t ) = exp{ a(t )dt + c1 }= c2 exp{ a(t )dt }
=

c2
exp{ a(t )dt }

,
c 2 = y (t ) exp{ a (t )dt }

(1.8)

exp(.)>0. (1.8) . g(t) , . , g(t) ,

t1 t2 g(t 1 )=cg(t 2 )=c.
g
c +c, g (t ) =c. ,
y ( t ) exp{ a ( t )dt } = c2

12

y (t ) = c exp{ a ( t )dt }

(1.9)

(1.9) ,
(1.6) . (1.9)
c. .
c . , (1.6) . c.
1.1

dy ( t )
+ 2ty ( t ) = 0 .
dt

: , a(t)=2t, ,

{ }

y (t ) = c exp{ 2tdt }= c exp t 2

1.2 ,
dy ( t )
+ ay ( t ) = 0 , t , .
dt

: ,

y ( t ) = c exp{ adt }= c exp{at }

, a<0, y(t)=0, , a>0,

0.
, (1.6).
y(t), t0
y0. y(t), ,
dy ( t )
+ a (t ) y (t ) = 0, y ( t 0 ) = y 0
dt

(1.10)

(1.10) , ,
( t0) y0. ,
(1.7) t0 t. ,
t

t0

d ln y ( s )
t
ds = t a( s )ds
0
ds
13

ln y (t ) ln y (t 0 ) = ln

t
y (t )
= t a( s )ds
0
y (t 0 )

t
y (t )
= exp t a ( s )ds
0
y (t0 )

. ,
+1 1.
, t0. ,

y (t0 )
t
exp t 0 a( s )ds = 1
0
y (t0 )
,
t
y (t )
exp t a( s )ds = 1
0
y (t0 )

.
{

y(t ) = y(t 0 ) exp t a( s )ds = y0 exp t a( s )ds

0

1.3
,
dy
+ yt = 0, y (0) = 23 .
dt

: a(t)=t, ,

y (t ) = 23 exp 0 sds = 23 e (1+ t )

t

1.4
,
2
dy
+ e t y = 0, y (1) = 2 .
dt
2

: a(t)= e t ,

y (t ) = 2 exp 1 e s ds

14

,
2

e s .

1.3. : , . , 1.3 ,
t
.
:
dy ( t )
+ a ( t ) y ( t ) = b( t )
dt

v , , ,
d
( ) = b(t )
dt

, . ,
dy ( t )
+ a(t ) y (t )
dt

. :
; (1.5) (t), ,

(t )

dy ( t )
+ ( t ) a ( t ) y ( t ) = ( t ) b( t )
dt

(1.11)

( (1.11)
(1.5) ).
, (t)
dy ( t )
(t )
+ ( t )a ( t ) y ( t ) ; dt
,
15

d
dy ( t )
d ( t )
(t ) y (t ) = (t )
+ y (t )
dt
dt
dt

(t )

dy ( t )
d
+ ( t )a ( t ) y ( t ) = ( t ) y ( t )
dt
dt

,
dy ( t )
( t )a ( t ) = 0
dt

, , (1.9) c=1
,

( t ) = exp{ a ( t )dt }

(t), (1.11) ,

d
(t ) y (t ) = (t )b(t )
dt

(1.12)

(1.5) (1.12),
,

(t ) y (t ) = (t )b(t )dt + c
y (t ) =

1
(t )b(t )dt + c
(t )

y ( t ) = exp{ a ( t )dt }( ( t )b( t )dt + c )

(1.13)

(1.5)
y(t0)=y0, ,
dy ( t )
+ a (t ) y ( t ) = b( t ), y (t 0 ) = y 0
dt

16

(1.12) t0 t,
,
t

(t ) y (t ) (t0 ) y (t0 ) = t ( s )b( s )ds

0

y (t ) =

t
1
(t 0 ) y (t 0 ) + t ( s )b( s )ds
0
(t )

(1.14)

: (t ) = exp a(t )dt

, (t)
.
o (1.13) (1.14).
(t),
(t)y(t) .

(1.13) (1.5) y(t0)=y0
c. (t)b(t) ,
(1.12) (1.14), .

1.5

dy ( t )
2ty ( t ) = t .
dt

: a(t)=2t, ,

(t ) = exp{ a(t )dt }= exp{ 2 tdt }= e t

(t), ,
2 dy ( t )
2

2ty (t ) = e t t
e t
dt

2
2
d
e t y (t ) = e t t
dt
2

e t y ( t ) = e t tdt + c
2

e t y (t ) = 12 e t + c
y (t ) = 12 + ce t

17

1.6
,
dy ( t )
+ 2ty ( t ) = t , y(1)=2.
dt

: a(t)=2t, ,

(t ) = exp{ a(t )dt }= exp{2 tdt }= e t

(t), ,
2 dy ( t )
2

et
2ty (t ) = e t t
dt

2
d 2
e t y (t ) = e t t
dt

,
t

1 dds e s y ( s )ds = 1 e s sds

.
2

e s y ( s ) = 12 e s
1

e t y (t ) 2e =

1
2

(e

y (t ) = 12 + 23 e1t

1.7
,
dy (t )
1
+ y (t ) =
, y(2)=3.
dt
1+ t2

: a(t)=1, , (t ) = exp{ a(t )dt }= exp{ 1dt }= e t .

(t), ,
et

+ y (t ) =
e
dt
1+ t2
t dy ( t )

d t
et
e y (t ) =
dt
1+ t2

2, t,

18

es
ds

= 2
1 + s2
s
t e
2
t
ds
e y (t ) 3e = 2
1+ s2
s

t e
t 2
d
s
y (t ) = e 3e + 2

1+ s2

t d s
e y ( s )ds
2 ds

1.3

, , ,
dy ( t )
+ a(t ) y (t ) = 0
dt

(1.6)

y(t), ,
1 dy ( t )
= a(t )
y (t ) dt

.
,

d
ln y ( t ) = a( t )
dt

(1.7)

(1.7) y(t). M
, ,
dy (t ) g (t )
=
dt
f ( y)

(1.15)

f g y t . ,
, . (1.15),
f(y) ,
f ( y)

dy ( t )
= g (t )
dt

, (1.16) ,
19

(1.16)

d
F ( y ) = g (t )
dt

(1.17)

F(y) f(y), F ( y ) = f ( y )dy . ,

F ( y ) = g ( t )dt + c

(1.18)

c . (1.18) y(t), (1.15).

dy ( t ) t 2
1.8
= 2.
dt
y
2

: y , ,
y2

dy ( t ) 2
=t
dt

.
(

d 1 3
y (t ) = t 2
3
dt
3
1
3 y (t ) = t 2 dt = 13 t 3 + c1

y (t ) = t 3 + c2

1.9 e y

: ,
d y
e = t + t3
dt

,
1
1
e y (t ) = t 2 + t 4 + c
2
4

20

dy
t t3 = 0 .
dt

y (t ) = ln 12 t 2 + 14 t 4 + c

(1.15),
y(t0)=y0. (1.15)
y(t0)=y0 . :
c (1.18) (1.17)
t0 t ,
F ( y (t ) ) F ( y0 ) = t g ( s )ds
t

(1.19)

, ,
F ( y ( t ) ) F ( y 0 ) = y f ( r ) dr
y

(1.20)

(1.19) ,
y
t
y 0 f ( r )dr = t 0 y ( s )ds

(1.21)

1.10 e y

dy
(t + t 3 ) = 0, y (1) = 1 .
dt

(1 ): (1.9) ,

y (t ) = ln 12 t 2 + 14 t 4 + c

t=1, y=11=ln(3/4+c)c=e3/4. ,

y (t ) = ln e + 12 t 2 + 14 t 4 43
2 : (1.21),
y r
t
3
1 e dr = 1 ( s + s )ds

21

e y e = 12 t 2 + 14 t 4 12 14

y (t ) = ln e + 12 t 2 + 14 t 4 43

1.11 ,

dy
= 1 + y 2 , y ( 0) = 0.
dt

: 1+y2 ,

1 dy
=1
1 + y 2 dt
(1.21),
y

dr
t
=
ds y = t y = t

1 + r2 0

, , t/2.
.

. <t<b. , ,

.

1.12 ,

dy
= 1 + y 2 , y ( 0) = 1.
dt

: (1.21),
y

1
t
dr = 0 ds
2
1+ r

,
y 1 = t y = ( t + / 4)

3<t</4.
1.13 ,

22

dy
+ 1 + y 2 t = 0 , y (0) = 1 .
dt

: 1+y2, ,
y dy
= t
1 + y 2 dt
,

r dr
t
= 0 ds
2
1+ r
1
1

ln 1 + y 2 ln 2 t 1
2
2

y(t):
1/ 2

2
y (t ) = 2e 4 t / 2 1

y(0) , . ,
1/ 2

2
y (t ) = 2e 4 t / 2 1

, 2e 4

t/2

1,

e 4

t/2

(1.22)

,
(1.22):
4 2 t /2 ln2
,

t
ln 2

2
2

, y(t) (, ), a = 2 ln2/2 .

23

, '
, y(t) t=
. ,
,
,
dy
(1 + y 2 ) t
=
dt
y

y(t)=0. ,
y(t) t = t *, t > t *. ,
y ( )=0.
(1 + e y )

1.14

y(/2)=3.

dy
= t ,
dt

: (1.21),

.
y
t
r
3 (1 + e )dr = / 2 sds

y + e y = 2 + e 3 + t

y .

y(t). ,
y(t) .
1.15

dy
t
= .
y
dt

: y, :
y

dy
= t
dt

y 2 + t 2 = c2

(1.23)

(1.23) -

24

y .
y=0. (1.23)
y=0. (1.23) dy
y
= t .
dt

1.4

dy
y
= f
dt
t

(1.24)

. dy/dt y/t.
,
:

y = vt
,

(1.25)

.
dy
dv
= t + v = f (v )
dt
dt

dv f ( v ) v
1
dv 1 dv 1
=

=
=
dt
t
f ( v ) v dt t
dt t

y = ln t + e

dv
= ln t + c
f (v ) v

(1.26)

c, .
1.16

dy
2y y
= + , y (1) = / 4 .
dt
t t

: y=vt, ,
t

dv
dv
= ln t + c
+ v = ( 2v ) + v
dt
2v

25

1
ln(v ) = ln t + c
2

,
v=y/t,

1
ln
2

y
= ln t + c
t

1
1
ln = c = 0 ln
2 4
2

y
= ln t
t

1.5

y
= t 2 y = t 1 (t 2 )
t

dy
at + by + c
=
dt a1t + b1 y + c1

(1.27)

, b, c, 1, b1, c1 , (1.24)
,

t=T+h, y=Y+k

(1.28)

(1.28) (1.27) ,

dY
aT + bY + (ah + bk + c)
=
dT a1T + b1Y + (a1h + b1k + c1 )
h, k ,

h + bk + c =0
26

(1.29)

1 h + b 1 k + c 1 =0
, (1.29)
. ,

h
k
1
=
=
bc1 b1c ca1 c1a ab1 a1b

(1.30)

, b1=1b , . z=t+by (1.28). (1.30) , (1.29) ,

Y
dY
aT + bY
T = f Y
=
=

dT a1T + b1Y a + b Y
T
1
1
T
a+b

.
dy t + y + 1
, y(0,5)=0,5.
=
dt t y + 2

1.17

: t=T+h, y=Y+k, ,
dY T + Y + ( h + k + 1)
=
dT T Y + ( h k + 2 )

h, k ,

h + k +1=0
h k +2=0
h=1,5, k=0,5.
, ,

Y
dY T + Y
T
=
=
dT T Y 1 Y
T
1+

27

v =

Y
,
T

(1 v )dv
= ln T = c
1 + v2

dv 1 + v

=
v
dT 1 v

=xh=x+3/2,
v=

Y y k y 1/ 2
=
=
T t h t + 3/ 2

2 y 1 1
1
= 2 ln (t + 23 ) 2 + ( y 12 ) 2 + c

2t + 3

, (c=0),

2 y 1 1
1
= 2 ln (t + 23 ) 2 + ( y 12 ) 2

2t + 3
1.18

: , b1=1b=1,
z = t + by = ty . ,

1.6

dy t y + 1
.
=
dt
ty

dz
1
dz 1 + z

=
=
dt
dt
z
z
zdz = dt

z 2 = 2 t + c

( ty ) 2 =2 t + c

28

, ,
dy
= g (t )
dt

,
. ,
, ,
d
( (t, y ) ) = 0
dt

(1.31)

(t, y), (1.31)

,

( t , y )=

(1.32)

t y(t).

1.19 1 + (t + y ) + (t + y )

dy
= 0 ,
dt

d
[t + (t + y )] = 0
dt

( t , y )= t +( t + y )= c y = t +( ct )
1.20 (t + y ) + [1 + (t + y )]
d
[ y + (t + y )] = 0
dt

29

dy
= 0 ,
dt

( t , y )= y +( t + y )= c
, t
.
(1.31) . .
(1.31), ,
d
d t d y
(t , y (t ) ) =
+
t d t y d t
dt

M (t , y ) + N (t , y )

dy
= 0 ,
dt

d
(t , y ) = 0 (t, y) ,
dt

N (t , y ) =
y

M (t , y ) =

(1.33)

: M(t, y), N(t, y) (t, y) ,

(1.33); , , .
1.1 (t, y) (t, y)
t y
( t , y ), < t < b , c < y < d . , (t, y), :

M (t , y ) =

, N (t , y ) =
t
y

,
M N
=
y
t

30

,
M (t , y )

( t , y ) = M ( t , y ) dt + N ( t , y )
dt dy
y

1.3 ,
M (t , y ) + N (t , y )

dy
=0
dt

(1.34)

M N
.
=
y
t

:
(t, y)=. (t,y)=c
y t, c. ,
y,
, .

, :

,
y

1.1, N (t , y ) =

( t , y ) = N ( t , y ) dy + k ( t )
k(t) t. ,
M (t , y ) =

N (t , y )
dk ( t )
=
dy +
dt
t
t

,
dk ( t )
N ( t , y )
dy
= M (t , y )
dt
t

, (1.33) ,

( t , y ) = M ( t , y ) dt + h ( y )
,

31

( t , y ) = N ( t , y ) dy + k ( t )
, h(y), k(t) .

1.21
3 y + e t + (3t + y )

dy
= 0.
dt

: , (t, y)=3y+et, N(t, y)=3t+y. ,

M
N
=
= 3 . , (t, y) ,
y
t

(1)

(1.35)

= 3t + y
y

(1.36)

A (1.35) ( y , t ) = (3 y + e t )dt + h( y ) = 3 yt + e t + h( y )

(1.36)
(2)

= 3 y + et
t

dh

= 3t + h ( y ) = e t + y ,
= y h( y ) = y
y
dy

A (1.36), ( t , y )= y +3 ty + k ( t ). t, (1.36)
, 3 y + k '( t )=3 y + e t . , k ( t )= e t ( t , y )= e t +3 ty + y .

e t +3 ty + y = c
y(t) .
(3)

, (1.35), (1.36),

( t , y )= e t +3 ty + h ( y )

( t , y )= y +3 ty + k ( t )

, (t, y), , h ( y )= y , k ( t )= e t . , ( t , y )= e t +3 ty + y .
1.22 ,

32

3t 2 y + 8ty 2 + (t 3 + 8t 2 y + 12 y 2 )

dy
= 0 , y ( 2) = 1 .
dt

:
(1)

(1.35),

= 3t 2 y + 8ty 2
t

(t , y ) = (3t 2 y + 8ty 2 )dt + h( y ) = t 3 y + 4t 2 y 2 + h( y )

(1.36),

dh 3
= t 3 + 8t 2 y +
= t + 8t 2 y + 12 y 2
y
dy

(2)

dh
= 12 y 2 h( y ) = 4 y 3
dy

( t , y )= t 3 y +4 t 2 y 2 +4 y 3
(1.36), ( t , y )= t 3 y +4 t 2 y 2 +4 y 3 + k ( t ). t,

.
3t 2 y + 8ty 2 +

dk ( t )
= 3t 2 y + 8ty 2
dt

, k ( t )=0 ( t , y )= t 3 y +4 t 2 y 2 +4 y 3 = c . c (2,
1)=28.
(3)

, (1.35), (1.36),

( t , y )= t 3 y +4 t 2 y 2 + h ( y )
,

( t , y )= t 3 y +4 t 2 y 2 +4 y 3 + k ( t )

, h ( y )=4 y 3 , k ( t )=0.
: .
t y, .

1.23 ,
4t 3 e t + y + t 4 e t + y + 2 t + ( t 4 e t + y + 2 y )

dy
= 0 , y ( 0) = 1 .
dt

33

: , ,

( 4t 3 e t + y + t 4 e t + y + 2t ) = ( t 4 + 4t 3 ) e t + y = ( t 4 e t + y + 2 y )
y
t

, (t, y), ,
(i)

4t 3 e t + y + t 4 e t + y + 2t =

(ii)

t 4et + y + 2 y =

, . (ii),
( t , y )= t 4 e t + y + y 2 + k ( t ). t, (i),

(t 4 + 4t 3 )e t + y + k (t ) = 4t 3e t + y + t 4 e t + y + 2t
, k ( t )=2 t , k ( t )= t 2 , :

( t , y )= t 4 e t + y + y 2 + t 2 = c , (0, 1)=1= c

, :

t 4 e t + y + t 2 + y 2 =1

,
M (t , y ) + N (t , y )

dy
=0
dt

(1.34)

. ; ,
(t, y) ,

(t , y ) M (t , y ) + (t , y ) N (t , y )

dy
=0
dt

(1.37)

; . (1.37) :

34

( (t , y ) M (t , y ) ) = ( (t , y ) N (t , y ) )
t
y

N
+
=N
+
y
y
t
t

(1.38)

( t, y ). ,
(1.37) (t, y) (1.38).
1.4 (t, y) (1.38)
(1.34).

(t, y) , (t, y)
(1.38), (1.37) ,
d
(t , y ) = 0
dt

( t , y )= c .

(1.38).
(1.34) t y.
, (1.38) ,

M N

M N
y
t
=

N
=

dt
N
t
t
y
,
M N

y
t
N
t, ,
M N

y
t
= R (t )
N

35

(1.39)

(t ) = exp ( R (t )dt )
(1.38).
(t, y) y, (1.38) ,
M

M
d
N
d
1 N M
+
=

dy M t
y
y
y
t

,
1 N M
= Q( y )

M t
y

( y ) = exp{ Q ( y )dy}

: (1.39) y
t (t, y) (t, y)
. o .

1.24 ,

y2
dy
+ 2 ye t + ( y + e t ) = 0
dt
2
: , ( t , y )=( y 2 /2)+2 ye t , N ( t , y )= y + e t . , M
N

= y + 2e t
= e t . ,
y
t
1 M N y + e t
=1

=
N y
t y + e t

, (t ) = exp( 1dt ) = e t . ,

36

y2 t
dy
e + 2 ye 2t + ( ye t + e 2t ) = 0
dt
2
. , (t, y), ,

y2 t
e + 2 ye 2 t =
(i)
t
2

(ii) ye t + e 2 t =
y
,
(i)
(ii)

y2 t
(t, y ) = e + ye 2t + h( y )
2
y2 t
(t , y ) = e + ye 2t + k (t )
2

, h ( y )= k ( t )=0 ,

(t , y ) =

y2 t
e + ye 2 t = c
2

y,

y ( t )= e t [ e 2 t +2 ce t ] 1 / 2
1.25 ,
dy

+ a ( t ) y = b( t ) .
dt

M (t , y ) + N (t , y )

( t , y )= a ( t ) yb ( t ) (t, y)=1.
,

M
N
= a (t )
= 0 . ,
y
t

1 M N

= a (t )

N y
t

37

dy
= 0,
dt

, (t ) = exp ( a (t )dt )
. , (t, y) ,
(i)

(t ) [a (t ) y b(t )] =
(ii)

(ii), ( t , y )= ( t ) y + k ( t )

(t ) =

d
dk
.
=
y+
t
dt
dt

(i) ( t ) y + k ( t )= ( t ) a ( t ) y ( t ) b ( t ).
, (t , y ) = (t ) y (t )b(t )dt .

( t )= a ( t ) ( t ) k ( t )= ( t ) b ( t ).
,

( t ) y ( t ) b ( t ) dt = c
1.2.

1.7

C R , . 1.1.
Vo

R
C

Vi
1.1

Vi , V;
R, ,

38

i=

Vi Vo
R

(1.40)

dVo
dt

(1.41)

,
i=C

i, ,
dV
Vi Vo
=C o
dt
R

dVo Vo
V
+
= i
dt
CR CR

(1.42)

(1.42)
. :

.
(t ) = exp

1 t / CR
dt = e
CR

,
V
d t / CR
e
Vo = e t / CR i
dt
CR

V
Vo = e t / CR i e t / CR dt + A

CR
t
= e t / C R { V i e t / C R + A } = Vi + A exp

CR

, t=0,
V(0)=0. , 0= V i + A A = V i . ,

39

t
Vo = Vi 1 exp

CR

(1.43)

(1.43) Vi.
Vi=1, (1.43) ,

t
Vo = 1 exp

CR
. 1.2.

vi(t)

1
0.9
0.8
0.7
0.6
0.5
0.4

0.3
0.2
0.1
0

CR

1.5

2.5
t (sec)

1.2

V
Vi.
CR. t=CR,

V =1 e 1 =0,632
CR 63,2%
Vi. , CR
, .
, (1.42) 40

...
, 300 (. 1.3).

1.3

- , - ,
... . . ,

. ... : .
, ,
40 /.

. m F , ,
d2 y 1
= F
dt 2 m
,

w = mg
g .
41

(1.44)

:
w, D. , : (i) w=527,436 lb
(ii)
, , =7,35 ft363,99 lb=470,327 lb ( 7,35ft3, 1 ft3 =63,99 lb). (iii)
, D=cV. ,
D = 0,08V

(lb) (s)
ft

y=0 , y
. w , D . , (1.44),
d2 y 1
g
= ( w B cV ) = ( w B cV )
2
w
m
dt
, ,

.
V=

dy
dt

,
g
dV cg
+ V = ( w B)
w
w
dt

, 0, ,
g
dV cg
+ V = ( w B ) , V ( 0) = 0
w
w
dt

(1.45)

,
V (t ) =

wB
1 e ( cg / w ) t
c

(1.46)

(1.46) .
t

42

. (1.46) y. (1.46) . ... (1.46) .

(1.46) V(t) ,
VT =

wB
c

VT o . V(t)VT,
,

w B 527,436 470,327
=
= 713,86 ft/s
c
0,08
.

. v(y) V(t)
:

.
V ( t )= v ( y ( t ))

. ,
dV dv dy
=
dt dy dt
,

w dv dy
= w B cV
g dy d t

dy
= V (t ) = v ( y ) . , v(y) ,
dt

dv g
v
w dv
= w B cv
=
v
w B cv dy w
g dy

43

, v (0)= v ( y (0)= V (0)=0. ,

v

y g
r dr
gy
= 0
ds =
w B cr
w
w

,
v

v r (w B) / c
dr
r dr
wB v
dr +
= 0

w B cr
w B cr
c 0 w B cr
1 v
dr
wB v
= 0 dr +
c
c 0 w B cr
v w B w B cv
= 2 ln
wB
c
c

, v<(wg)/c,

gy
v ( w g ) w B cv
=
ln
w
c
wB
c2

(1.47)

,
(1.47).
v(300),
. : c=0,
v(y), ,
w du
u
= w B , u ( 0) = 0
g dy

(1.48)

( v u ).
O (1.48) ,
1/ 2

w u2
2g

= ( w B) y u( y ) = ( w B) y
g 2
w

,
1/ 2

2g

u(300) = ( w B )300
w

44

= 2092 45,7ft/s

u(300) v(300).
H :
. , v(300) u(300).
, , v(y) v(300)
y 300. D 0,08u(300)
3,7 lb, wB 57,1 lb D. , u(y) v(300). , :

v (300)=45,1 ft/s
. ... .

()

, , . v(t) t.
,
dv
= v
dt

(1.49)

. (1.49) ,

v ( t )= v 0 e ( t t0 )

(1.50)

v0 t0.
. (1.50)
ln2/, ,

v ( t 2 )=2 v ( t 1 ) v 0 e ( t2 t0 ) 2 v 0 e ( t1 t0 ) =0
v 0 e t0 ( e t2 2 e t1 )=0

45

t 2 ln2 t 1 =0
t 2 t 1 =ln2/
, . , .
, ,

v(t ) = v0 exp (1 exp( at ) )

a

(1.51)

, . (1.51)
Gompertzian.
v0e/.
.
,
v(t). (1.51), ,
dv

= v0 exp( at ) exp (1 exp( at ) )

dt
a

(1.52)

= e at v

. ,
dv
= (e at )v
dt

(1.53)

dv
= ( e at v )
dt

(1.53)

(1.52). ,
,
. , .
(1.53). (1.53) , .
. -

46

,
,
. ,
, ,
. , , .
()

.
.

, .
.
bp2 b . ,
dp
= ap bp 2 , p (t0 ) = p0
dt

(1.54)

, , b . (1.54), ,
t
1
dr = t ds = t t0
2
0 ar br
0

(1.55)

1
1 1
b
= +
, (1.55),
2
a r a br
ar br

p a bp0
1
p a bp0
ln
= t t 0 e a ( t t0 ) =
p0 a bp
a p0 a bp
p(t ) =

ap0
bp0 + ( a bp0 )e a ( t t0 )

(.: ).

47

(1.56)

p(t ) =

ap0 a
=
bp0 b

,
/b. p(t) . 1.4.
0<p0</b p(t) . , ,
d2 p
dp
dp
=a
2bp
= ( a 2bp ) p( a bp )
2
dt
dt
dt

dp
p(t)</2b p(t)>/2b.
dt

,
b.
0,029. 2% 3,06109.
,

1 dp
= a bp
p dt
0,02= 3,0610 9 b b =2,94110 1 2

, :

a
0.029
=
=9,86
b ( 2.941)10 12
. . 1.4
p(1950) = 2,45 /.

48

12

x 10

10

p(t)

0
1950

2000

2050

2100

1.4

p(2006)6,4109.
http://www.census.gov/ipc/www/world.html
2006 6,5109. . , . 1.5
.

1.5

: ,
. : ) a, b , )
)
.

49

1.8
1.

2.

3.

:
()

dy
+ y t = 0
dt

()

dy
+ y t t = 0
dt

()

dy
+ y = te t
dt

()

dy
t
t3
y
y =1
+
dt 1 + t 2
1+ t4

:
()

dy 3t 2 + 4t + 2
=
, y(0)=1
dt
2( y 1)

()

3ty + y 2 + (t 2 + ty

dy
= y + t 2 + y 2 , y(1)=0
dt

dy
= 0 , y(2)=1
dt

1 N M

= Q( y ) , ,
M t
y

M (t , y ) + N (t , y )

dy
=0,
dt

exp ( Q(y)dy).
4.

5.

6.

:
dy
=0
dt

()

(t + 2 y + 3) + ( 2t + 4 y 1)

()

y 2t + t t + ( 2 y + t )

dy
=0
dt

dy
= 0 , dt
ety .
.

, e t y y +

,
50

dy 1
1
+ y = 2 t .
dt t
t
7.

,
dy
= k ( a y ) ( b y ) , y ( 0) = 0 , a , b > 0
dt

.
8.

9.

m V0 . dV
mgR 2
R
, m
=
dt
( y + R) 2
y .
()

V(t)=v(y(t)).
v(y).

()

V0
.

1
1 ( at + 1) dy
+ 2+
+
= 0 2
dt
t
y
y3
.

51

2.1

,
d 2 y (t )
dy ( t )

=
f
t
,
y
(
t
),

dt
dt 2

(2.1)

, ,
d2 y
dy
= t + 3 y +
2
dt
dt

. y(t) (2.1) , , :

.
d 2 y (t )
dy (t )

=
f
t
,
y
(
t
),

dt
dt 2

y(t)=t :
d2 y
= y
dt 2

d 2 (t )
= t .
dt 2

.
,
d2 y
d y

m 2 = F t, y,

dt
dt

m F. , m , y=y(t)

52

t, dy/dt F
. F , .
(2.1),
y(t), ,
y(t 0 )=y 0 , y(t 0 )= y0

(2.2)

( ydy/dt).
(2.1) (2.2)
. , y(t) . y(t)
,
d2 y
= g , y (t0 ) = y0 , y (t0 ) = y0
dt 2
y0 y0 .

.
.
,
dy
d2 y
+ b( t ) + q ( t ) y = g ( t )
2
dt
dt

(2.3)

, . (2.3)
dy d 2 y
, y (t ),
,
dt
dt 2
.
,
d2 y
dy
d2 y
dy
t
+ et
+ 2y =1
+ 3t + t = e
2
2
dt
dt
dt
dt

, ,

53

d 2 y dy
+ =1
dt 2 dt
(dy/dt)2.
,
d2 y
dy
+
p
(
t
)
q( t ) y = 0
dt
dt 2

(2.4)

(2.3) g(t)0.
(2.4) ,
dy
d2 y
+ p (t ) + q(t ) y = 0 , y (t0 ) = y 0 , y (t0 ) = y 0
2
dt
dt

(2.5)

,
(2.4) .
, .

2.1 ( ) p(t) q(t)

<t<. , y(t) (2.5) <t<. , y(t) (2.4) y(t 0 )=y(t 0 )=0 t=t0 0.

:
y(t) (2.5)
(2.4).
(2.4) ,
y+p(t)y+q(t)y
: y , D [y], ,
D [y](t)=y(t)+p(t)y(t)+q(t)y(t)

54

, D : y(t)
D [y](t).
2.1 , p(t)=0, q(t)=t. , D [y](t)=y(t)+ty(t). y(t)=t,
,
D [y](t)=(t)+tt=(t 1)t

y(t)=t 3 ,
D [y](t)=(t 3 )+t(t 3 )=t 4 +6t

D (t) t t (t 4 +6t) t 3 .
, , t. f I:

t I f(t).
, y , D [y]. , , . , .
,
.
D
.
2.1 D [cy]=cD [y], c.

: D [cy] =(cy)+p(t)(cy)+q(t)(cy)
=cy+cp(t)y+cq(t)y
=c[y+p(t)y+q(t)y]
=cD [y]
, ,
55

D [y]=y(t)+6y(t)2y(t)

D t2, :
(t 2 )+6(t 2 )2(t 2 )=2+12t 2t 2
, D 5t2 5(2+12t 2t2).
2.2 D [y 1 + y 2 ]= D [y 1 ]+ D [y 2 ]

.
, D [y]=y(t)+2y(t)y(t), t ,
D [t]=(t)+2(t)t=2t 2t

t ,

D [t]=(t)+2(t)t=2t 2t

, D t+t ,
(2t2t)+(2t2t)=4t
2.1 D o 2.1 2.2 . . ,
D [y]=y(t)2t[y(t)] 4

1
,
t

4
1
1
2t = 0
t
t

56

c
,
t
4

2c(1 c 3 )
c
c
2t =
t3
t
t

, c{0, 1} D [cy]=cD [y].

2.1 2.2 y(t)
(2.4) y ,:
D [y]=y(t)+p(t)y(t)+q(t)y(t)=0

, y(t) (2.4)
D ,
t. , y(t) (2.4),
cy(t) , D [cy]c D [y]=0.
y1(t) y2(t) (2.4), y1(t)+y2(t) (2.4),
, D [y 1 +y 2 ]= D [y 1 ]+ D [y 2 ]=0+0=0.

2.1 2.2,
c 1 y 1 (t)+c 2 y 2 (t) (2.4) .

y1(t), y2(t) (2.4) .
.
,
d2 y
+ y=0
dt 2

(2.6)

(2.6) y1(t)=t , y2(t)=t. ,

y(t)=c 1 t+c 2 t

(2.7)

(2.6) c1, c2. (2.7)

. (2.6) y(t) (2.6)
(2.7). , , .

57

y(t) (2.6). y(t) t. y(0)=y0 , y(0)= y0 , (t)=y 0 t+ y0 t. (2.6)

(2.6). (0)=y0 , (0)= y0 . y(t)
(t) . , , y(t) (t), ,
y(t)=y 0 t+ y0 t
(2.7) (2.6).
(2.4). y1(t) y2(t) (2.4).
,
y(t)=c 1 y 1 (t)+c 2 y 2 (t)

(2.8)

(2.4). (2.8) (2.4);

.

2.2 y1(t) y2(t) (2.4) <t< ,

y 1 (t) y2 (t) y1 (t)y 2 (t)=0 . , y(t)=c 1 y 1 (t)+c 2 y 2 (t)
(2.4).

: y(t) (2.4). c1, c2 y(t)=c 1 y 1 (t)+c 2 y 2 (t). ,

t0 (, ) y(t0)=y0 , y0 =y(t0). c1, c2, , ,
c 1 y 1 (t 0 )+c 2 y 2 (t 0 )=y 0
c 1 y1 (t 0 )+c 2 y2 (t 0 )= y0
,

c1 =

y0 y 2 (t 0 ) y0 y 2 (t 0 )
y1 (t 0 ) y 2 (t 0 ) y1 (t 0 ) y 2 (t 0 )

58

c2 =

y 0 y1 (t0 ) y 0 y1 (t0 )
y1 (t0 ) y 2 (t0 ) y1 (t0 ) y 2 (t0 )

y 1 (t 0 ) y2 (t 0 ) y1 (t 0 )y 2 (t 0 )0. , (t)=c 1 y 1 (t)+c 2 y 2 (t) c1, c2

. (t) (2.4). ,
, (t0)=y0 (t0)= y0 . , y(t) (t) (,
), ,
y(t)=c 1 y 1 (t)+c 2 y 2 (t),

<t<

2.2
(2.4)
y1(t), y2(t).
y 1 (t) y2 (t) y1 (t)y 2 (t) <t<.
.
2.2 y 1 (t) y2 (t) y1 (t)y 2 (t) Wronskian y1, y2
w(t)=w[y1, y2].

2.2 w(t)0 (, ).
Wronskian y1(t), y2(t) (2.4)

.
2.3 p(t), q(t) <t<,
y1(t), y2(t) (2.4). w[y1, y2]
<t<.
2.4 y1(t), y2(t) (2.4) <t<,
w[y1, y2]=0 t(, ). .

2.2

,
d2 y
dy
D[ y ] = a 2 + b + cy = 0
dt
dt

59

(2.9)

, b, c , 0. 2.2
.
y1 y2 (2.9)
y1, y2. , 2.2
(2.9). .
, y(t) (2.9)
( )+( ) + (
)=0. .
y(t), y(t), y(t) . , y(t)=t5
(2.9), 20t3, 5bt4 ct5
. y(t)=ert, r , y(t) y(t)
y(t). y(t)=ert
(2.9). ,
D [e r t ]=(e r t )+b(e r t )+ce r t =(r 2 +br+c) e r t

y(t)=ert (2.9), ,
r 2 +br+c=0

(2.10)

H (2.10) (2.9). r1, r2

,
b (b 2 4ac)1 / 2
b + (b 2 4ac)1 / 2
, r2 =
r1 =
2a
2a

b24c>0, r1, r2 . ,
y1 (t ) = e r1t , y 2 (t ) = e r2 t

(2.9) , ,
w[e r1t , e r2 t ] = ( r2 r1 ) e( r1 + r2 ) t = 0

60

2.1

dy
d2 y
5
+
+ 4y = 0.
dt
dt 2

: , r 2 +5r+4=(r+4)(r+1)=0.
y1(t)=e4t, y2(t)=et , y(t)=c 1 e 4 t +c 2 e t .
2.2 ,

dy
d2 y
+ 4 2 y = 0 , y (0) = 1 , y (0) = 2
2
dt
dt
: r2+4r2 r1=2+6,
, y(t)=c 1 e ( 2 + 6 ) t +c 2 e ( 2 6 ) t . ,

r2=2 6.

y(0) =c 1 +c 2 =1, y(0)=(2+6) c 1 +(26)c 2 =2

,
c1 =

2 1
1 2
+ , c2 =
2
6 2
6

.
,

2 1 ( 2 +
y (t ) =
+ e
6 2

6 )t

1 2 ( 2
+
e
6
2

6 )t

b24c<0, ,

b + i(4ac b 2 )1 / 2
b i( 4ac b 2 )1 / 2
r1 =
, r2 =
2a
2a
e r1t e r2 t (2.9).
, . :
y(t)=u(t)+iv(t) (2.9), ,

61

[u(t)+iv(t)]+b[u(t)+iv(t)]+c[u(t)+iv(t)]=0
u(t)+bu(t)+cu(t)+i[v(t)+bv(t)+cv(t)]=0
,
. ,
u(t)+bu(t)+cu(t)=0, v(t)+bv(t)+cv(t) =0
,
y 1 (t)=u(t), y 2 (t)=v(t)
(2.9). e ri t , r,
u ( t )+i v ( t ). , e i t = t +i t . , r = + i ,

e rt = e ( a + i ) t = e at (t + it ) = e t t+ i e t t
(2.9), ,
y (t ) = e [ b + i ( 4 ac b

]
[

2 1/ 2

t / 2a

= e bt / 2 a ( 4ac b 2 )1 / 2 t / 2a + i ( 4ac b 2 )1 / 2 t / 2a

(2.9). ,
y 1 ( t )= e b t / 2 t ,

y 2 ( t )= e b t / 2 t

(4ac b 2 )1 / 2
=
, (2.9), 2a
, ,
w [ y 1 , y 2 ]= w [ e b t / 2 t , e b t / 2 t ]= e 2 t 0

, (2.9) b24c<0, :

y (t ) = e bt / 2 a [c1t + c2 t ] , =
1: ,

62

(4ac b 2 )1 / 2
2a

d ( a + i ) t
e
= ( a + i ) e ( a +i ) t
dt
,

d ( a + i ) t d at
e
= e [t + it ]
dt
dt
= e at [(t t ) + i(t + t )]

= ( a + i ) e ( a + i ) t
2: , e r2t
(2.9). , :

e r2 t = e ( b / 2 a ) t e it
= e ( b / 2 a ) t [( t ) + i ( t )] =
= e bt / 2 a [t it ]
,

Re{e r2t } = e bt / 2 a t = y1 (t )

.
Im{e r2t } = e bt / 2 a t = y 2 (t )

2.3 ,
dy
d2 y
4 2 + 4 + 5 y = 0 .
dt
dt

: 4r2+4r+5=0
r 1 , 2 =(1/2)i. e r t = e t / 2t + ie t / 2 t ,
1

Re{e r1t } = e t / 2 t
Im{e r1t } = e t / 2 t
, .
2.4 y(t) ,

dy
d 2t
2
+
+ 4 y = 0 , y (0) = 1, y (0) = 1
dt
dt 2
: r2+2r+4 r 1 , 2 =13i.

63

, Re{e r1t } = e t 3t , Im{e r1t } = e t 3t . ,

y ( t )= e t [ c 1 3 t+c 2 3 t ]

c1, c2 .
y (0)= c 1 =1, y (0)= c 1 +3 c 2 =1 c2 =

2
3

y (t ) = e t 3t +
3t
3

( )

b2=4c, r1=r2=eb/2.
, y1(t)=ebt/2.

, y1. .
y1(t). ,
dy
d2 y
D [ y ]= 2 + p (t ) + q(t ) y = 0
dt
dt

(2.11)

; . y=y1(t)
(2.11),
(2.11)
. , v ,
y ( t )= y 1 ( t ) v ( t )

64

d 2 y1
dv dy1
d2v
dy1
dy
dv d 2 y
2
v
=
+
+
y
=v
+ y1 ,
1
dt dt
dt
dt
d t dt 2
dt 2
dt 2
,
d 2 y1
dv
dv dy1
d 2v
dy
D [ y ]= v 2 + 2
+ y1 2 + p(t ) v 1 + y1 + q(t )vy1
dt
dt dt
dt
dt
dt
2

dy
d 2 v dy1
dv d y1
= y1 2 + 2
+ p(t ) y1 + 2 + p(t ) 1 + q(t ) y1 v
dt
dt
dt
dt dt

= y1

d 2 v dy1
dv
2
(
)
p
t
y
+
+
1
dt
dt 2 dt

y1(t) D [y]=0. y(t)v(t) (2.11) ,

d 2 v dy1
dv
y1 2 + 2
+ p(t ) y1 = 0
dt
dt
dt

(2.12)

, (2.12) dv/dt. ,

y (t )

dv
= c exp 2 1 + p(t ) dt
dt

y1 (t )

c exp ( p (t )dt )
y12 (t )

(2.13)

(2.14)

, c=1.
t, , ,
v ( t ) = u ( t )dt

65

(2.15)

u(t ) =

exp ( p (t )dt )
y12 (t )

(2.16)

,
y 2 (t ) = v (t ) y1 (t ) = y1 (t ) u (t )dt

(2.17)

(2.11). y1,
y2(t) y1(t) v(t)
0. (2.14),
dv exp( p(t )dt )
=
0
dt
y12 (t )

, y(t)=y1(t)v(t)
.

. ,
y1(t)=ebt/2 ,
d2 y
dy
a 2 + b + cy = 0
dt
dt

(2.18)

(2.17),
(2.11) y
(2.18) :
d 2 y b dy c
+ +
+ y=0
dt 2 a dt a

p (t ) =

b
(2.16) ,
a

b
exp dt
bt / a
a e

u (t ) =
= bt / a = 1
bt / 2 a 2
e
e

66

, y 2 ( t )= y 1 ( t ) dt = ty 1 ( t ) (2.11). y1(t)
y2(t) (;) <t<. (2.11) ,
y (t ) = c1e bt / 2 a + c2 te bt / 2 a = [c1 + c2 t ]e bt / 2 a

dy
d2 y
2.5 2 + 4 + 4 y = 0 , y(0)=1,
dt
dt
y(0)=3.
: r 2 +4 r +4=( r +2) 2 r1=r2=2.
, y ( t )=( c 1 + c 2 t ) e 2 t . c1, c2 ,
y (0) = c 1 =1
y (0)=2 c 1 + c 2 =3 c 2 =5

,
y ( t )=(1 + 5 t ) e 2 t

2.6 (1 t 2 )

y(0)=3, y(0)=4, 1<t<1.

dy
d2 y
2
+
t
2y = 0,
dt
dt 2

: (;) y1(t)=t .

. (1t2) 0,
,

2 t dy
2
d2 y
+

y=0
2
2
1 t dt 1 t 2
dt
(2.16),

2t

2
exp
dt
2
e ln(1 t ) 1 t 2
1 t

=
= 2
u(t ) =
y12 (t )
t2
t

67

(2.19)

1 t2
1
y 2 (t ) = t 2 dt = t + t = (1 + t 2 )
t
t

. ,
y(t)=c 1 tc 2 (1+t 2 )
t=1,
(2.19) . , .
c1, c2 ,
y(0)=c 2 =3, y(0)=c 1 =4
,
y(t)=4t+3(1+t 2 )

2.3

,
d2 y
dy
D [y]= p(t ) 2 + q(t ) + r (t ) y = 0
dt
dt

(2.20)

p(t) <t<.
y(t) (2.20) y(t)=c 1 y 1 (t)+c 2 y 2 (t)
y1, y2 (2.20). ,
p, q r . p, q r t.
y(t).
y(t) t, p(t)y(t), q(t)y(t), r(t)y
t. , , y(t) t
D [y] .
2.7 ,
68

D [y]=

dy
d2 y

2
t
2y = 0
dt
dt 2

(2.21)

: (2.21).
, , . ,

y (t ) = a0 + a1t + a2t 2 + ... = an t n

n =0

dy
= a1 + 2a 2 t + 3at 2 + ... = nan t n 1
dt
n =0

d2 y
=
2
a
+
6
a
t
+
...
=
n(n 1)a n t n 2
2
3
2
dt
n =0

.
y(t) (2.21),

n =0

n =0

n =0

D [y]= n( n 1) a n t n 2 2t nan t n 1 2 a n t n

n =0

n =0

n =0

n(n 1)an t n 2 2 nan t n 2 an t n = 0

(2.22)

n(n 1)an t

n =0

n 2

(n + 2) (n + 1)an +2t n

n =0

( n=0, 1), (2.22),

69

n =0

n =0

n =0

(n + 2) (n + 1) an + 2t n 2 nan t n 2 an t n = 0

t ,
,
(n+2)(n+1) n + 2 2n n 2 n =0
an +2 =

2a n
n+2

(2.23)

(2.23) 0, 1, 2, ...
n n+2. , 0, 1. 0, 1
. (2.21) 0, 1. ,
i)

0 =1, 1 =0

ii)

0 =0, 1 =1

i)
. (2.23),
2a 2 1
2a
1
= , a6 = 4 =
4
2
6
23

a 2 = a0 = 1 , a 4 =
... ,
a2 n =

1
1
=
2 3 n n!

,
2
t4 t6
y1 (t ) = 1 + t + + + ... = e t
2! 3!

(2.21).
(ii) , ,
(2.23) ,
2 a3 2 2
2a1 2
2a 5 2 2 2
, a7 =
a3 =
= , a5 =
=
=
3
3
5
53
7
753
70

,
a 2 n +1

2n
=
3 5 ( 2n + 1)

,
y 2 (t ) = t +

2t 3 2 2 t 5
2 n t 2 n +1
+
+ ... =
3
35
n = 0 3 5 ( 2n + 1)

(2.21).
y1(t) y2(t) ,
p(t)=1, q(t)=2t r(t)=2 .
. ,
.
1. ,

a n (t t0 ) n

.
y (t ) = a0 + a1 (t t0 ) + ... =

(2.24)

n =0

t0.
2.
. (2.24)
tt0< tt0>.
3.
(2.24) ,
.
4.
( )
(2.24) Cauchy.
n+1/n n .
(2.24) tt0<1/ tt0>1/.
5.

a n (t t0 )

n =0

en (t t0 ) n , ,
n =0

e n =a 0 b n +a 1 b n 1 +...+a n b 0

71

bn (t t0 ) n

n =0

,
a 0 + a1t + a 2 t 2 + ...
b0 + b1t + b2 t 2 + ...

, b00.
6.
f(t)
, 0, 1,
2,..., ,

f (t ) = a n (t t0 ) n
n=0

(2.25)

t=t0, (2.25)
Taylor f(t) t=t0. f(t) , ,
1 d n f (t )
an =
n! dt n

.
2.8 () ,
2
D [y]= d y + 3t dy + 1 y = 0
d t 2 1 + t 2 dt 1 + t 2

(2.26)

() y(t) (2.26) y(0)=2,

y(0)=3.
: 3t
1

t=0.
,
2
2
1+ t
1+ t
(2.26) (1+t2) ,
d2 y
dy
D [y]= (1 + t ) 2 + 3t + y = 0
dt
dt
2

(2.26) -

72

. ,

y (t ) = an t n
n =0

n =0

n =0

D [y]= (1 + t 2 ) n( n 1) a n t n 2 + 3t nan t n 1 + a n t n
n =0

=
=

n =0

n =0

n(n 1)an t n 2 + [n(n 1) + 3n + 1]an t n

(n + 2) (n + 1)an + 2t

n =0

(n + 1) 2 an t n

n =0

t
,
(n+2)(n+1) n + 2 +(n+1) 2 n =0

an + 2 =

(n + 1) 2 an
(n + 1)an
=
(n + 2)(n + 1)
n+2

(2.27)

(2.27) 2, 3, ...
(2.26)
:
(i)

0=1, 1=0.

0,
,
a2 =

a0
3a
5a
1
1 3
1 3 5
= , a4 = 2 = +
, a6 = 4 =
2
2
4
24
6
246

... ,
a 2 n = ( 1) n

1 3 ( 2n 1)
1 3 ( 2n 1)
= ( 1) n
n
2 4 2
2 n n!
73

t 2 1 3 4
1 3 ( 2n 1) 2 n
y1 (t ) = 1 +
t + ... = ( 1) n
t
2 24
2 n n!
n =0

(2.28)

(2.26). (n+1) n :
1 3 ( 2n 1)( 2n + 1)t 2 n + 2
2 n n!
( 2n + 1)t 2

=
2( n + 1)
2 n +1 ( n + 1)!
1 3 ( 2n 1)t 2 n

,
( 2n + 1)t 2
= t2
n
2( n + 1)
lim

, Cauchy, (2.28) t<1 t>1.

(ii)

0=0 , 1=1.

,
a3 =

4a
6a
2a1
2
24
246
= , a5 = 3 =
, a7 = 5 =
3
3
5
35
7
357

... ,
2 4 2n
( 1) n 2 n n!
a2 n +1 = ( 1)
=
3 5 ( 2n + 1) 3 5 ( 2n + 1)
n

2 3 24 5
( 1) n 2 n n! 2 n +1
y2 (t ) = t t +
t + ... =
t
3
3 5
n = 0 3 5 ( 2n + 1)

(2.29)

(2.26) t<1. , Taylor

t=0 3t/(1+t2), 1/(1+t2) t<1.

74

(b) y1(t) y(0)=1, y(0)=0 y2(t) y(0)=0, y(0)=1. ,

y(t)=2y 1 (t)+3y 2 (t)

2.4

,
dy
d2 y
D [y]= 2 + p (t ) + q(t ) y = g (t )
dt
dt

(2.30)

p(t), q(t), <t<.

(2.30)
. ,
dy
2ty = t
dt

(2.31)

H ,

y (t ) = ce t +

1
2
2

: , ce t ,
,
dy
2ty = 0
dt

(2.32)

, 1/2, . , y(t) (2.31) , (t)=1/2,

2

ce t .
, .
2.5 y1(t), y2(t) ,

75

D [y]=

dy
d2 y
+
p
(
t
)
+ q(t ) = 0
dt
dt 2

(2.33)

(t) (2.30). ,
(2.30) ,
y(t)=c 1 y 1 (t)+c 2 y 2 (t)+(t)
c1, c2.
: ,
D [y]=c 1 D [y 1 ]+c 2 D [y 2 ]+ D []=g(t)

, 1(t), 2(t)
(2.30), ,
D [ 1 2 ]= L [ 1 ] L [ 2 ]=g(t)g(t)=0

, 1(t)2(t) (2.33). , y(t)

(2.30).
(t)=y(t)(t) (2.30).
(2.20) (t)=c 1 y 1 (t)+c 2 y 2 (t). ,
y(t)=(t)+(t)=c 1 y 1 (t)+c 2 y 2 (t)+(t)
: 2.5
(2.30) (2.33) (2.30).

d2 y
+ y =t.
2.9
dt 2

: y1(t)=t, y2(t)=t
. , (t)=t .
, 2.5 ,
y(t)=c 1 t+c 2 t+t
2.10 1(t)=t , 2 (t)=t+e t , 3 (t)=1+t+e t .

76

.
: 2 (t) 1 (t)=e t 3 (t) 2 (t)=1 . . ,
y(t)=c 1 e t +c 2 +t

2.5

,
. ;

(t) ,
dy
d2 y
D [y]= a 2 + b + cy = g (t )
dt
dt

(2.34)

g(t) .

d2 y
dy
D [y]= a 2 + b + cy = a 0 + a1t + ... + a n t n
dt
dt

(2.35)

(t) , c
n.
(t) n. ,
(t) = 0 +A 1 t+ ... +A n t n

(2.36)

,
D []=(t)+b(t)+c

=[2A 2 +... +n(n 1)A n t n 2 ]+b[A 1 +... +nA n t n 1 ]+c[A 0 +A 1 +... +A n t n ]

= cA n t n +(cA n 1 +nbA n )t n 1 ++ (cA 0 +bA 1 +2 2 )
t, :
= n

cA n

77

cA n 1 +nbA n = n 1
... ... ... ...
cA 0 +bA 1 +2 2 = 0

(2.37)

,
n = a n /c c 0,
n1, ..., A0.
(2.20) (2.36).
c=0 (2.37) . , c=0, D []=+b
n1, (2.35) n.
+b n, n+1, ,
(t) =t[A 0 +A 1 t+ ... +A n t n ]

(2.38)

(2.38), y=
+b=0 (t). 1, ..., An ,
+b= 0 + 1 t+... + n t n
b0. b=c=0, (2.35) ,
1 a 0 t 2 a1t 3
+
+
(t ) =
a 1 2 2 3

an t n + 2
+
( n + 1)( n + 2)

: (2.35) (t) ,

A0 + A1t + ... + An t n
,
c0

n
(t ) = t ( A0 + A1t + ... + An t ) , c = 0, b 0
t 2 ( A + A t + ... + A t n ) , c = 0, b = 0
0
1
n

2.11 (t)

78

D [y]=

d 2 y dy
+
+ y = t2 .
2
dt
dt

: (t)=A 0 +A 1 t+A 2 t 2 , ,
D []=(t)+(t)+(t)=2A 2 +(A 1 +2A 2 t)+A 0 +A 1 t+A 2 t 2 =
(A 0 +A 1 +2A 2 )+(A 1 +2A 2 )t+A 2 t 2

, ,
2 =1,

A 1 +2A 2 =0 A 0 +A 1 +2A 2 =0A 2 =0

, (t)=2t+t2 .
,
D [y]= a

d2 y
dy
+
b
+ cy = ( a 0 + a1t + ... + a n t n )e t
2
dt
dt

(2.39)

et (2.39)
(2.35).
y(t)=e t v(t). ,
y =e t (v+v), y=e t (v+2v+ 2 v)
,
D [y] =e t [v+(2+b)v+(a 2 +b+c)v]

(2.40)

y(t)=etv(t) (2.39) ,
a

d 2v
dv
a

b
+
(
2
+
)
+ (a2 + b + c )v = a 0 + a1t + ... + a n t n
2
dt
dt

(2.41)

(2.41) :
(i)

2 +b+c0

(ii)

2 +b+c=0, 2+b0

79

(ii)

2 +b+c=0, 2+b=0

r 2 +br+c=0. e t D [y]=0.
. e t
te t . , e t te t .
(2.41) ,
(i)

(t)=(A 0 +... +A n t n )e t

(ii)

(t)=t(A 0 +... +A n t n )e t

(iii)

(t)=t 2 (A 0 +... +A n t n )e t

2.12 ,

dy
d2 y
4 + 4 y = (1 + t + ... + t 27 )e 2 t .
2
dt
dt
: r 2 4r+4=0 r1=r2=2. ,
y 1 (t)=e 2 t , y 2 (t)=te 2 t .
, y=e 2 t v. ,

.
d2v
= 1 + t + ... + t 27
2
dt

, , ,
t2
t3
t 29
v(t ) =
+
+ ... +
1 2 2 3
28 29
,
t2
t 29
+ +
y (t ) = c1e + c2 te + e
28 29
1 2
2t

2t

2t

2.13 (t) ,
D []=

d2 y
dy

3
+ 2 y = (1 + t )e 3t
2
dt
dt

80

: e3t . (t)=(A 0 +A 1 t)e 3 t ,

D []=3+2

=e

3t

[(9A 0 +6A 1 +9A 1 t)3(3A 0 +A 1 +3A 1 t)+2(A 0 +A 1 t)]

=e 3 t [(2A 0 +3A 1 )+2A 1 t]

e3t L[], (1+t)e3t, ,

2A 1 t+2A 0 +3A 1 =1+t
,
2A 1 =1, 2A 0 +3A 1 =1 A1 =

1
1
, A0 =
2
4

1 t
, (t ) = + e 3t .
4 2

wt
d2 y
dy
n
D [y]= a 2 + b + cy = (a0 + a1t + ... + an t )
dt
dt
wt

(2.42)

(t) (2.42)
(2.39) .
2.6 y(t)=u(t)+iv(t) ,

dy
d2 y
D [y]= a 2 + b + c = g (t ) = g1 (t ) + ig 2 (t )
dt
dt
, b, c . ,
D [u]=g 1 (t), D [v]=g 2 (t)

81

(2.43)

(;).
(t)=u(t)+iv(t) ,
a

dy
d2 y
b
+
+ cy = ( a 0 + ... + a n t n )e iwt
2
dt
dt

(2.44)

(2.44) ( 0 + ... + n t n )wt,

( 0 +... + n t n )wt. ,
u(t)=Re{(t)}
y+by+cy=( 0 + ... + n t n )wt ,
v(t)=Im{(t)}
y+by+cy=( 0 + ... + n t n )wt.
2.14 (t) ,

.
D [y]=

d2 y
+ 4 y = 2t
dt 2

(2.45)

: (t) (t)
,
d2 y
D [y]= 2 + 4 y = e 2 it
dt

(2.46)

r2+4=0 r=2i. (2.46)

(t)= 0 te 2 i t . (t)=A 0 (1+2it)e 2 i t , (t)=A 0 (4i 4t)e 2 i t ,
D []=(t)+4(t)=4iA 0 e 2 i t

A0 =

1
i
= , ,
4i
4

82

it
4

(t ) = e 2 it =

it
( 2t + it 2t )
4

,
(t)=Im{(t)}=(t/4)2t
(2.45).
2.15 (t) ,

d2 y
+ 4 y = 2t
dt 2

(2.47)

: 2.14 ,

(t ) =

t
t
2t i 2t
4
4

(2.46). ,

.
(t ) = Re{ (t )} =

t
2t
4

(2.47).
2.16 (t) ,

dy
d2 y
D [y]= 2 + 2 + y = te t 2t
dt
dt

(2.48)

: te t t te ( 1 + i ) t .
(t) (t)
,
D [y]=te ( 1 + i ) t

(2.49)

, 1+i r 2 +2r+1=0. (2.49) (t) (t)=( 0 +A 1 t)e ( 1 + i ) t . D [] -

83

,
(1+i) 2 +2(1+i)+1=(2+i) 2
,
[(2+i) 2 A 1 t+(2+i) 2 A 0 +2(2+i)A 1 ]=t
t, ,
(2+i) 2 A 1 =1, (2+i)A 0 +2A 1 =0
A1 =

1
2
,
A
=
.
0
( 2 + i) 2
( 2 + i)3

,
2
t (1+ i ) t
+
e
3
( 2 + i) 2
(2 + i)

(t ) =

(!) ,

(t ) =

et
{[(15t 4)t + (20t 22) t ] + i[( 22 20t )t + (15 4) t ]}
125

et
(t ) = Re{ (t )} =
[(15t 4)t + (20t 22) t ]
125
: ,
2
n
D[y]= a d y + b dy + cy = p j (t )e a j t
dt
dt 2
j =1

(2.50)

pj(t), j=1, , n t. j(t)

,
D[y]=p j (t) e

a jt

84

, j=1, , n

,
n

(t ) = j (t )
j =1

(2.50), ,
n
n
n
D[y]=D j = D[ j ] = p j (t )e a j t
j =1
j =1 j =1

y+y+y=e t +tt, 1(t) 2(t) y+y+y=e t ,

y+y+y=tt .

2.6

(t) ,
d2 y
dy
D [y]= 2 + p (t ) + q(t ) y = g (t )
dt
dt

(2.51)

,
D [y]=

dy
d2 y
+
p
(
t
)
+ q(t ) y = 0
dt
dt 2

(2.52)

y1(t), y2(t) (2.52).

(t) (2.51) ,
(t)=u 1 (t)y 1 (t)+u 2 (t)y 2 (t)

(2.53)

, (t)
u1(t), u2(t).
u1(t), u2(t)
.
:
(2.51)
u1(t), u2(t). -

85

.
D [u 1 y 1 + u 2 y 2 ] . ,
d
d
(t ) = [u1 y1 + u 2 y 2 ] = [u1 y1 + u 2 y 2 ] + [u1 y1 + u2 y 2 ]
dt
dt

d 2
2 D[],
dt
u1, u2 ,
y 1 (t) u1 (t)+ y 2 (t) u2 (t)=0

(2.54)

(2.54) u1, u2, ,

D []=[u 1 y1 +u 2 y2 ]+p(t)[u 1 y1 +u 2 y2 ]+q(t)[u 1 y 1 +u 2 y 2 ]
= u1 y1 + u2 y2 +u 1 [ y1 +p(t) y1 +q(t)y 1 ]+u 2 [ y2 +p(t) y2 +q(t)y 2 ]=
= u1 y1 + u2 y2

D[y1]=D[y2]=0. , (2.69) (2.51) u1(t), u2(t) :

y 1 (t) u1 (t)+ y 2 (t) u2 (t)=0
u1 (t) y1 (t)+ u2 (t) y2 (t)=g(t)
,

y1 (t )

y1 (t )

y2 (t ) u1 (t ) 0

y2 (t ) u 2 (t ) g (t )

u1 (t ) =

g (t ) y2 (t )
w( y1 , y2 )

g (t ) y1 (t )
u2 (t ) =
w( y1 , y2 )

u1(t), u2(t) (2.55).

86

(2.55)

:
(2.4)
y(t)=c 1 y 1 (t)+c 2 y 2 (t). c1, c2 , .
.

2.17 (t) ,
d2 y
+ y = t
dt 2

(2.56)

/2<t</2, y(t)
y(0)=1 , y(0)=1.
: y1(t)=t , y2(t)=t
y+y=0 w[y 1 , y 2 ]=tt(t)t=1. (2.55),

u1 (t)=t t, u2 (t)=t t
,
2t
dt
u1 (t ) = t t dt =
t
2t 1
=
dt = t ln t + t
t
= t ln( t + t ) , / 2 < t < / 2

,
u2 (t ) = t t dt = tdt = t

,
(t)=t[tln(t+t)]+t(t)=t ln[t+t]
(2.56) /2<t</2.
(2.56) ,
(t)=c 1 t+c 2 tt ln(t+t)
,

87

(2.57)

y (0) = c1 = 1
y (0) = c2 1 = 1 c2 = 2

2.7

m l
(. 2.1).

2.1

kl
l. k
, .
,
.
.
m, . , mg
.
. y(t) t, -

88

.
W, R, D, F.
(i)

W=mg .

(ii) R
l+y . , l+y > 0 R < 0 , ,
R=k(l+y).
(iii) D .
dy
. , D = c .
dt
(iv) F .
.
:
d2 y
m 2 =W + R + D + F
dt
= mg k ( l + y ) c

dy
+ F (t )
dt

.
= ky c

dy
+ F (t )
dt

mg=kl. , y(t)
,
m

d2 y
dy
c
+
+ ky = F (t )
dt
dt 2

(2.58)

m, c, k . :

()

. (2.58) ,
d2 y
m 2 + ky = 0
dt

89

d2 y
+ 02 y = 0
2
dt
02 =

(2.59)

k
. (2.59) ,
m

y (t ) = c10t + c2 0 t

(2.60)

(2.60), . ,

c10 t + c2 0 t = R(0 t )
, R=( c12 + c22 )1/2, =1(c2/c1).
, (2.60) ,

y (t ) = R(0t )

(2.61)

. 2.2, (2.61). y(t) R

R - 2/0.
. R ,
, T0=2/0 0=(k/m)1/2 .

90

2/0
R

y(t)
0

-R
t

2.2

()

, , ,
d2 y
dy
m 2 + c + ky = 0
dt
dt

(2.62)

(2.62) ,
r1, 2

c ( c 2 4km )1 / 2
=
2m

,
c24km.
(i)

c 2 4km>0. r1, r2 c, m, k >0

c>(c 2 4km) 1 / 2 . y(t) ,
y (t ) = c1e r1t + c2 e r2 t

(2.63)

.
, ,

91

. y(t)=0, (2.63),
y (t ) = c1e r1t + c2 e r2t = 0
c1e r1t = c2 e r2t
e ( r1 r2 ) t =

c2
c1

c
( r1 r2 )t = ln 2
c1

, c2/c1 0, . , r1,
r 2 <0, y(t) t .
(ii) c2 4km=0. , y(t) ,
y (t ) = (c1 + c2t )e ( c / 2 m )t

(2.64)

. , .
,

y(t)=0=(c 1 +c 2 t)e ( c / 2 m ) t c 1 +c 2 t=0t=c 1 /c 2

. , . 2.3.

92

y(t)

0
-c1/c2>0

-c1/c2<0

2.3

(iii) c24k < 0. y(t) ,

y(t)=e c t / 2 m [c 1 t+c 2 t]

(2.65)

( 4km c 2 )1/ 2
.
=
2m

(2.65) ,
y(t)=Re c t / 2 m (t)
, , . 2.4.
, . , .
.

93

y(t)
y(t)=Re - c t / 2 m

y(t)=Re - c t / 2 m
t

2.4

()

F(t)=F0t, ,
m

d2 y
dy
+ c + ky = F0t
2
dt
dt

(2.66)

,
d2 y
dy
m 2 + c + ky = F0 e it
dt
dt
(t)=(A+iB)e i t , , (2.67),
m( A + iB ) 2 + c( A + iB )i + k ( A + iB ) = F0

94

(2.67)

mAw cBw + kA = F0

mBw 2 + cAw + kB = 0
2

F0 cw
( k mw 2 ) 2 + ( cw) 2
F0 ( k mw 2 )
A=
( k mw 2 ) 2 + ( cw) 2

B=

,
(t)=(A+iB)(t+it)=AtBt+i(Bt+At)
,

Re{(t)}=tBt

(2.68)

F0
[( k m 2 )t + ct ]
2 2
2 2
(k m ) + c
F0
=
[( k m 2 ) 2 + c 2 2 ]1 / 2 (t )
2 2
2 2
(k m ) + c
=

F0

(t )

k m
) +c ]
[(.
2 2

2 1/ 2

(2.69)

=c/(km2). y(t) (2.67)

y(t)=(t)+(t) = (t ) + R(t )
(t) . ,
(t) (2.62) . t, y(t)=(t)
m. , (t)
, (t) .
(2.69)
(2.61) ,

R =

F0
[( k m 2 ) 2 + c 2 2 ]1 / 2

95

(2.70)

c
2
k m

= 1

(2.70)
. ,
. , .

()

,
,
d2 y
k
F0
2
2

+
=
=
t
y
0
0
m
m
dt 2

(2.71)

0 . (2.71) ,

y (t ) = c10t + c2 0t +

F0
m(
2
0

(2.70) c=0. .
=0,
. , ,
d2 y
F
+ 02 y = 0 0t
2
m
dt

(2.72)

, (2.72) (t) ,
d2 y
F0 i0 t
2
+

=
e
y
0
m
dt 2
ei0 t , ,

96

(2.73)

(t ) = Atei0t (t ) + 02 = 2i0 Aei0 t

,

2i0 A =

F0
iF0
A=
m
2m0

iF0t
(0t + i0t
2m0

(t ) = Re{( (t )} = Re
=

F0t
0t
2m0

, (2.73), ,

y (t ) = c10 t + c2 0 t +

F0 t
0 t
2m0

(2.74)

, (2.74) .
, (. 2.5).
, . ,
Tacoma, .

97

10

-5

-10

-15

10

15

20

2.5 At 0 t

2.8

1.

d 2 y 2 dy
2 + t
+ 2ty = 0 , y (0) = 1, y (0) = 0 .
dt
dt

2.

1 (t ) = 1 + e t , 2 (t ) = 1 + te t , 3 = (t ) = (t + 1)e t + 1 .
.
3.

a, b, c>0.
ay+by+cy=g(t) t .

4.

y+3y=t 3 1

y+y+y=1+t+t 2

5.

y(t)

2
dy
d y
+ 5 + 6 y = 0 , y (0) = 1, y (0) = V . V y(t)
2
dt
dt
t ;

6.

98

7.

8.

9.

d2 y
dy
3 2 2 + 4 y = 0, y ( 2) = 1 , y ( 2) = 1 .
dt
dt

dy
d2 y
12

+ 4 y = 0, y ( ) = 0 , y ( ) = 2 .
dt
dt 2

:
.

dy
d2 y
2
t2
4
(
t
2
)
y
0
,
y
(
t
)
e

=
=
4
.
1
dt
dt 2

dy
d2 y
( 2t + 1) 2 4(t + 1) + 4 y = 0, y1 (t ) = t + 1
dt
dt

:
.

d 2 y dy
+
+ 2 y = 0, y ( 2) = 1, y ( 2) = 1
dt 2 dt

(1 t )

y 3 y + 2 y = (t + 1)1 / 2 , y (0) = y (0) = 0

d 2 y dy
+
+ (1 t ) y = 0, y (0) = 1, y (0) = 2
dt 2 dt

y+y=t /2 < t < /2.

99

3.1

. .
3.1 ,

D[ y ] = a n (t )

dn y
d n 1 y
a
(
t
)
+
+
n 1
dt n
dt n 1

+ a 0 (t ) = 0, a n (t ) 0

(3.1)

n- . (3.1) ,
y (t0 ) = y 0 , y (t0 ) = y 01 , ..., y ( n 1) (t0 ) = y 0( n 1)

(3.2)

, :
3.1 y1(t), y2(t),..., yn(t) n (3.1).
(3.1) ,

y(t)=c 1 y 1 (t)+c 2 y 2 (t)+ ... +c n y n (t)

(3.3)

( 2.2).
n (3.1) aj(t),
j=1, , n , ,
D [e r t ]=(a n r n +a n 1 r n 1 + ... +a 0 )e r t

(3.4)

ert (3.1) r
,
a n r n +a n 1 r n 1 +... +a 0 =0

(3.5)

(3.5) r1, ..., rn

(3.1) ,

100

y (t ) = c1e r1t + c2 e r2t + ... + cn e rn t

r j =a j +ib j (3.5), ,
rt

rjt

a t

u (t ) = Re{e} j = e j b j t , v(t ) = Im{e}

=e

a jt

b j t

(3.1). , r1 k,
,
a n r n +... +a 0 =(rr 1 ) k q(r)
q(r)0, e r1t , te r1t , , t k 1e r1t k
(3.1). :
(3.4) ,
D [e r t ]=(rr 1 ) k q(r)e r t

r1 k. ,

j
j rt
j
rt
D[t e ] = D j e
= j ( r r1 ) k q( r )e rt
= j D[ e ]
r = r1 r
r = r1 r
r = r1
r
= 0, for 1j<k
j r1t

y (t ) = t j e r1t , j=1, , k1 (3.1).

,

z (t ) = 1e r1r + 2 te r1t + ... + n t n 1e r1t = (1 + 2 t + ... + n t n 1 )e r1t

z(t)=0. e r1t 0 ,
, i 0, i=1, ,
n.
3.1 ,
d4 y
+ y=0
dy 4

101

(3.6)

: r 4 +1=0. ,
1=e i =e 3 i =e 5 i =e 7 i
,

1
r1 = e i / 4 = + i =
(1 + i)
4
4
2
3
3
1
r2 = e 3i / 4 = + i
=
(1 i)
4
4
2
5
5
1
r3 = e 3i / 4 = + i
=
(1 + i)
4
4
2
7
7
1
r4 = e 7 i / 4 = + i
=
(1 i)
4
4
2
4 r4+1=0. r3, r4 r2, r1 . ,

.
e r1t = e t /

t
t

+
i

2
2

e r2t = e t /

t
t

2
2

(3.6), ,

y1 (t ) = et /
y3 (t ) = e t /

t
, y 2 (t ) = e t / 2
2
t

, y 4 (t ) = e t / 2
2

t
2
t
2

4 , (3.6). ,
(3.6) ,

102

y (t ) = et /

t
t t /
a1 2 + b1 2 + e

t
t

a
b
2
2

2
2

3.2 ,
d4 y
d3 y
d 2 y dy
3 3 +3 2
=0
dt
dt 4
dt
dt

(3.7)

: (3.7) ,
r 4 3r 3 +3r 2 r=r(r1) 3 =0
r1= 0, r2=1 (). ,
y(t)=c 1 +(c 2 + c 3 t+c 4 t 2 )e t
,
dn y
+ ... + a 0 (t ) = f (t ) , a n (t ) 0
dt n

D[ y ] = a n (t )

(3.8)

. .
3.2
(3.8) (3.1).
3.3 (t) (3.8)
y1(t), ..., yn(t), n (3.1).
y(t) (3.8) ,

y(t)=(t)+c 1 y 1 (t)+ ... +c n y n (t)

c1, ..., cn.
n ,

103

an

dn y
+ ... + a 0 y = [b0 + b1t + .. + bk t k ]e t
n
dt

(3.9)

(3.9)
(t) ,
(t)=[c 0 +c 1 t+ ... +c k t k ]e t
et , ,
(t)=t j [c 0 +c 1 + ... +c k t k ]e t
t j 1 e t , t j et .
3.3 (t) ,
d3 y
d2 y
dy
L[ y ] = 3 + 3 2 + 3 + y = e t
dt
dt
dt

(3.10)

:
r 3 +3r 2 +3r+1=(r+1) 3
r=1. et (3.10)
(t)=Ae t . D []=8Ae t =e t ,
=1/8. ,
1
8

(t ) = e t
(3.10).

3.2

, ,

104

dx1
= f1 (t , x1 , ..., x n )
dt
dx 2
= f 2 (t , x1 , ..., x n )
dt

(3.11)

dx n
= f n (t , x1 , ..., x n )
dt

,
dx
= f (t , x )
dt

(3.12)

x, f (n1).

(3.12) x(t) (3.12). ,

t
x (t ) = 2
t

.
,
d x1 1
=
dt x 2 2 x1

d t 1 1
=
=
dt t 2 2t 2 x1

(3.12) ,

x (t 0 )= x 0
,

et
x (t ) =
2t / 2
1 + e
105

(3.13)

,
1
dx x1
= 2 , x ( 0) =

dt x1
3 / 2

dx d e t e t x1
=
= =
dt dt 1 + e 2 t / 2 e 2t x12
e0 1
x ( 0) =
=

0
1
+
/
2
e

3 / 2

(3.12) n
.
xj . y(t). n y(t) n
,

.
x1 (t ) = y (t )
x 2 (t ) =

dy
dt

d n 1 y
xn (t ) = n 1
dt
.
3.4 ,
dn y
d n 1 y
a n (t ) n + a n 1 (t ) n 1 + ... + a 0 (t ) y = 0
dt
dt

n .

106

: x1 (t ) = y , x 2 (t ) =

dy
d n 1 y
, ..., x n (t ) = n 1 . ,
dt
dt

x2
x1

x3
d x2
=
dt a ( t ) x + a ( t ) x +
n
n 2
n 1
x n 1

n
a n (t )

+ a 0 (t ) x1

3.5 ,
2

d 3 y dy
+ + 3 y = e t , y (0) = 1, y (0) = 0, y (0) = 0
3
dt
dt
y, y, y.
: ,

y x1

x (t ) = dy / dt = x2
2

2
d y / dt x3

.
,

x2

dx
, x (0) = 0
x3
=

dt
t
2
e
x
x

2
1
0

fi(t, x) (3.12) xi, i=1, ..., n, . n

,
x (t ) =

dx
= A(t ) x (t ) + (t ) g (t )
dt

107

(3.14)

a11 (t ) ...a1n (t )
b11 (t )
, B( t ) =
A(t ) =

a n1 (t ) ...a nn (t )
bn1 (t )

b1m (t )
g1 ( t )
, g (t ) =

bnm (t )
g m (t )

g(t) , , g(t)0, (3.14) , .

dy
= ay . .
dt
3.4 ( - ). ,

x = Ax , x (t0 ) = x0

(3.15)

< t < .
To 3.4 . , x(t) x(t)0 t.
x (t*)= 0 t* x (t) 0 x(t) 0 t=t*.

3.5 V
(3.15) n.

: V n . , j(t),
j=1, , n ,
0
0


dx
= Ax , x (0) = e j =
dt
1 j


0

(3.16)

d
j (t ) = A j (t ) , j (0) = e j .
dt

3.4 j(t) t .
j V, ,
108

c 1 1 (t)+c 2 2 (t)+ .... +c n n (t)= 0

(3.17)

(3.17) t=0, ,
0
0
c11 (0) + ... + cn n (0) = = 0


0

c 1 e 1 + ... +c n e n = 0

(3.18)

ej Rn,
cj=0, j=1, , n. j V, j t.
j V. V ( (3.15)) j, j=1, , n.

x V x(0)=c. ,

(t)=c 1 1 (t)+ ... +c n n (t)

cj, j=1, , n c. (t) (3.15) . ,
1
0
0
0
1
0

(0)=c 1 1 (0)+... +c n n (0) = c1

+ c2
+ ... + cn = x (0)



0



0
1

x(t) (t)
t=0. 3.4 , ,

x (t) (t)=c 1 1 (t)+ ... +c n n (t)

, 1(t), 2(t), ..., n(t) V.
109

3.5 3.15 n .
n x j (t), j=1, , n.
xj(t0), j=1, , n t0.
3.6 ( ). xj, j=1, , k, k
x =Ax. t0. xj
, xj(t0), j=1, , k
Rn.

: xj . cj, j=1, , k, , ,
c 1 x 1 (t 0 )+c 2 x 2 (t 0 )+... +c k x k (t 0 )= 0
xj(t0), j=1, , k Rn.
, xj(t), j=1, , k, t0
Rn. , cj, j=1, , k

, ,

c 1 x 1 (t 0 )+c 2 x 2 (t 0 )+... +c k x k (t 0 )= 0
,

(t)=c 1 x 1 (t)+c 2 x 2 (t)+ ... +c k x k (t)

(3.15) .
(t0)=0. , 3.5, (t)=0. xj(t), j=1,
, k, .

(3.15), n . ,
n
.
y(t)=ce a t (1.9) (3.15)
x (t)=e A t v , ,

110

e At = I n n + At +

( At ) n
A2 t 2
An t n
+ ... +
+ ... =
n!
2!
n = 0 n!

(3.19)

(3.19) t :
d At
A n +1 n
e = A + A 2 t + ... +
t + ...
dt
n!

An t n
= A I n n + At + ...
+ ... = Ae At
n!

eAtv ,
x ( t ) = Ax ( t )

3.3

(3.20)

d At
e v = Ae At v .
dt

eAt

x1(t), ..., xn(t) n (3.20)

x(t)=X(t)c ,

X (t)=[ x 1 (t) ... x n (t)]

3.2 (t) (3.20)
n (3.20).

eAt
(3.20).
(3.19) A. :
3.7 (t)
x = Ax. , e A t = X (t) X 1 (0).

3.7 . ,
(3.20). eAt (3.20), (3.20).
111

3.1 (t) (3.20)

X (t ) = AX (t ) det X (0) 0 .
: x1(t), ..., xn(t) n X(t). ,

X (t ) = [ x1 (t )

xn (t )]

AX (t ) = [ Ax1 (t ) Axn (t )] .
n
x j (t ) = Ax j (t ) , j=1, , n X (t ) = AX (t ) .
, n (3.20) x1(0),
x2(0), ..., xn(0) Rn
detX(0)0. X(t)
X (t ) = AX (t ) detX(0)0.
3.2 eAt (3.20).

: ,
d At
e = A e At
dt

A0

det[ e ]=det[ I ]=10. E, 3.1 eAt (3.20).

3.3 (t) (t) (3.20).
C, ( t )=X( t )C.

: x1(t), ..., xn(t) (t) y1(t), ..., yn(t) (t) (3.20). (t)
(t): cj1, ..., cjn , j=1, , n, :
y j ( t )= c j 1 x 1 ( t )+ c j 2 x 2 ( t ) +... + c j n x n ( t ), j =1, , n
,

c11 c12
C=

cn1 cn 2
Y(t)=X(t)C.

112

c1n

cnn

3.7.
(t) (3.20). 3.2, 3.3,
C, , e A t =X( t )C. t=0,
I =X(0)CC=X 1 (0)

n
(3.20). .
,

e A t v= e ( A I ) t e I t v
, ( )( )=( )( ). ,

2 I 2t 2
e v = I + It +
+ v
2!

2 2

t
= 1 + t +
+ v = e t v
2!

It

, e A t = e t e ( A I ) t v.

, v ,
( ) m v= 0

(3.21)

v m , e ( A I ) t v m , ,

( A I ) m + l v = ( A I ) l ( A I ) m v = 0
l >0.

nn n
(3.21).
3.4 p() nn k 1, ..., k n1, .., nk (kn, ni = n ).

( p ( ) = (1 ) n1 ... (k ) nk ). , dj nj d

( A j I ) j v =0 nj .
113

j nj
(3.20). ,
X (t ) = e

jt

v + t ( A j I )v +

d 1
t j
d 1
( A j I) j v
+
( d j 1)!

n 1 + ... + n k = n
, k(0)=vk vk .
3.6 eAt ,

1 1 1
A = 0 3 2

0
0
5

: 3 ,

1 1 1
x = 0 3 2 x

0
0
5

(3.22)

p ( )=det(A )=(1 )(3 )(5 ). , =1, =3, =5.

(i)

=1. ,

1
v = 0

0
, ( )v= 0 . x 1 ( t )= e 1 t v
(3.22).
(ii)

=3. (3 )v= 0 ,

1
v = 2

0
114

=3. ,

1
x2 (t ) = e 3t 2

0
(3.22).
(iii)

=5. (A5 )v= 0 v=[1 2 2] T . ,

x 3 ( t )= e 5 t [1 2 2] T

(3.22).
. ,

e t

X (t ) = 0
0

e 3t
2e 3t
0

e 5t

2 e 5t
2e 5t

. ,
1 1 1
X 1 (0) = 0 2 2

0
0
2

0
1 1 2
= 0 1 2 1 2

1
0
0

e At

e t

= 0
0

e 3t
2e 3t
0

e 5t 1 1 2
0 e t

2 e 5t 0 1 2 1 2 = 0

0
1
2e 5t 0 0
2

3.4

,
115

12 e + 12 e
e 3t
0

3t

3t

12 e + 12 e
e 3t + e 5t
e 5t

5t

x ( t ) = Ax ( t ) + B( t ) g (t )

(3.23)

,
x (t ) = Ax (t )

(3.20)

x(t ) = Ax(t ) + B(t ) g (t ) ,

x (t0 ) = x0

(3.24)

x1(t), ..., xn(t) (3.20).

(3.20) c 1 x 1 ( t )+ ... + c n x n ( t ), (3.23) ,
x( t )= u 1 ( t )x 1 ( t )+ u 2 ( t )x 2 ( t )+ ... + u n ( t )x n ( t )=X( t )u( t )

(3.25)

.
X( t )=[x 1 ( t ) x n ( t )]
u( t )=[ u 1 ( t ) u n ( t )] T

(3.25) (3.23), ,

X (t ) u(t ) + X (t ) u(t ) = AX (t ) u(t ) + B(t ) g (t )

(t) (3.20).
X (t ) = AX (t ) . (3.26) ,
X (t ) u(t ) = B(t ) g (t ) u(t ) = X 1 (t ) B(t ) g (t )

(3.26)

(3.27)

(t) n -
. (3.27) t0 t:
t

u( r ) dr = t X 1 ( s ) B( s ) g ( s ) ds u(t ) = u(t0 ) + t X 1 ( s ) B( s ) g ( s ) ds
0

= X (t1 ) x (t0 ) + t X ( s ) B( s ) g ( s )ds

0

116

,
t

x (t ) = X (t ) X 1 (t0 ) x (t0 ) + X (t ) t X 1 ( s ) B( s ) g ( s )ds

0

(3.28)

(t) eAt, (3.28) ( ), 1 ( t )= e A t . ,

t

x (t ) = e At e At0 x (t0 ) + e At t e As B( s ) g ( s )ds =

0

= e A( t t0 ) x (t0 ) + t e A( t s ) B( s ) g ( s )ds
0

(3.29)

3.7 ,

0
1 0 0
x = 2 1 2 x + 0 ,

e 2t
3 2 1

0
x0 = 0

1

: eAt ,

1 0 0
A = 2 1 2

3 2 1
p ( )=(1 )( 2 +5)
=1 2 , 3 =12i. . ,
(i)

(AI)v=0

(ii)

( A (1+2i) I ) v = 0

(i),

0 0 0 u1 0
2 0 2 u = 0 2 u 2 u =0 u = u
1
3
1
3
2

3 2 0 u3 0
3 u 1 +2 u 2 =0 u 2 =3/2 u 1

117

2
u = 3

2
=1 ,

2e t

x1 (t ) = 3e t
2e t

x = Ax .
(ii),

0 u1 0
2i 0
2 2i 2 u = 0
2

2 2i u3 0
3

.
,

0
u=1

i
=1+2i. ,

0
x (t ) = 1 e (1+ 2 i ) t

i
x = A x . T,

118

0 0
0
1 e (1+ 2 i ) t = e t ( 2t + i 2t) 1 i 0


0 1
i

0
0
0
0

= e t 2t 1 + 2t 0 + ie t 2t 1 2t 0

0
1
0

0
0

x2 (t ) = e 2t , x3 (t ) = e 2t
e t 2t
e t 2t

x = A x .
, t = 0
R3. ,

0
0

e t 2t
e t 2t
e t 2t e t 2t

2e t

(t ) = 3e t
2e t

x = A x . ,

2
X 1 (0) = 3

2
e

At

0
1
0

0
0

-1

1 / 2
= 3 / 2

0
1
0

2e t
0
0

= 3e t e t 2t e t 2t
2e t e t 2t -e t 2t

119

0
0

-1
1 / 2
3 / 2

0
1
0

0
0

-1

3 3
t
= e - + 2t + 2t
2 2

3
1 + 2t 2t

0
2t
2t

- 2t

2t

1
0
0

3
3
t
At t s

2 s
x (t ) = e 1 + e 0 e + 2 s 2 s 2 s

2 2

3
2 s
2 s
1 2 s 2 s

0
0

= et 2t 2t + e At 2 s 2 s ds

0
2 2 s
2t + 2t

0
ds

e s 2 s

0
0

t
At

= e 2t 2t + e
(1 4t ) / 8

t / 2 + ( 4t ) / 8
2t + 2t

0
0

2t 4t 2t 4t 2t
t
t t 2t

= e 2t 2t + e
+

2
8

2t + 2t
t2t 4t 2t 2t 4t + 2t
+

2
8

= e t 2t (1 + 12 t ) 2t
(1 + 12 t ) 2t + 45 2t

3.7,
.
, (t) -

120

,
x(t)=(t)+(t)
(t) .
3.8 ,

1
x ( t ) = 2

0
1
2

0
1
-2 x (t ) + 0 e ct , c 1

1
0

(3.30)

: bect (3.30).
,

1
1
ct
cbe = Abe + 0 e ( A cI )b = 0


0
0
ct

ct

1 2( c 4 )
1

b = ( A cI)
0 =
(1 c ) 4 + (1 c ) 2
1 + 3c
0

2
4 + (1 c )

x(t) (3.30) ,
x(t)=(t)+be c t
, 3.7,
2
0
0

(t ) = e c1 3 + c2 2t + c3 2t

2
t
t

121

: c=1, . ,
x = Ax + ve ct bect c
. .
(t)=e c t [b 0 +b 1 + ... +b k 1 t k 1 ]
k.

122

Laplace

4.1

, ,
d2 y
dy
a
+ b + cy = f (t ); y (0) = y0 , y (0) = y0
dt
dt

(4.1)

, Laplace,
. f(t) f(t)

( ). , y(t) (s),
Laplace y(t), y(t) sY(s)
y(0). t
s.
(4.1)
Y(s). Y(s)
Laplace
y(t).

4.2

Laplace

Laplace.
4.1 f(t) 0<t<.
Laplace f(t), F(s) L{f(t)} :
F ( s ) = L{ f (t )} =

-st

f ( t ) dt

e
0

-st

f (t )dt =

A 0

123

-st

f ( t ) dt

(4.2)

4.1 Laplace f(t)=

1.

: (4.2),
L{ f (t )} =

1 e sA 1 / s, s > 0
=
s0
s
A
,

-st
(e 1)dt =

A 0

Laplace

4.2
f(t)=eat.

: (4.2),

{ }

Le

at

1
, s>a
e(a s) A 1
= e e dt =
= s a
as
A 0
A
,
sa
A

-st at

4.3 Laplace
t, t.

: (4.2),

L{t} = e t dt L{t} = e st t dt
st

L{t} + iL{t} = e st e it dt =
0

( i s )

A 0

dt

e ( i s ) A 1
=
i s
A
s + i
1
= 2
, s>0

= s i s + 2
,
s0

, ,

124

s
s + 2 s > 0

L{t} = 2
s + 2

L{t} =

(4.2) f(t) F(s). L{f(t)}, Laplace . ,

L{c1 f1 (t ) + c2 f 2 (t )} = e -st [c1 f1 (t ) + c2 f 2 (t )]dt

0

= c1

-st

e f1 (t )dt + c2

e -st f 2 (t )dt

= c1L{ f1 (t )} + c2 L{ f 2 (t )}
f(t) [0,), Laplace . Laplace e2t 2<s< , e8t 8<s< . (4.2), , s.

4.1 2

s. f(t) = e t .
Laplace
s>s0 f(t):
(1) H f(t) . f(t)
0tA,
.
f(t)
. . 4.1.

125

4.1

(2) f(t) , , , c ,
f (t ) Me ct ,

0t<

4.1 f(t) , Laplace f(t) s . , |f(t)|Me c t , F(s) s>c.

: f(t) ,
A

-st

f (t )dt

.
s, ,
A

e
0

-st

f (t ) dt M e (c-s)t dt
0

M
M
[e(c-s)A 1]
, s > c
sc
c-s

Laplace
Laplace f (t) Laplace f(t). .
4.2 F(s)=L{f(t)}. ,
126

L{ f (t)}=sL{f(t)}f(0)}=sF(s)f(0)
: ,

L{ f (t )} = e -st f (t )dt
0
A

-st
e -st f (t ) + s e f (t )dt

A
= f (0) + sF ( s )

A 0

( ).
Laplace f(t)
f(t). .
4.3 F(s)=L{f(t)}. , L{ f(t)}=s 2 F(s)sf(0) f (0).

: 4.2 , .

F(s) f(t) ,
F ( s) =

-st

f (t )dt

f(t) F(s),
,
f(t)=L 1 {F(s)}
F(s)
.
Laplace, Laplace
.
4.4 L{f(t)}=F(s), ,
L{tf (t )} =

127

d
F ( s)
ds

: s F(s), ,

d
d -st
F(s) = e f (t )dt = te -st f (t )dt = L{tf (t )}
ds
ds 0
0

I 4.4 Laplace tf(t)

Laplace f(t). , Laplace F(s) f(t) F(s) 1.
4.4 Laplace tet.

: Laplace et 1/(s1). , 4.4,

L{te t } =

d 1
1

=
ds s 1 ( s 1) 2

4.5 Laplace t13.

: 4.4 , ,

13
d13
1 (13)!
13 d
L{t } = ( 1) 13 L{1} = ( 1)
=
13
ds s s14
ds
13

4.4 Laplace, .
4.6 Laplace

1
;
( s 2) 2

: ,

1
d 1
1
=
= L{e 2t }

2
s2
ds ( s 2 )
( s 2)

4.4,

1
= te 2 t
L1
2
( s 2)

4.7 Laplace 4s/(s2+4)2;

128

: ,

4s
d 2
2
=
= L{ 2t}

( s 2 + 4 ) 2 ds s 2 + 4
s2 + 4

4s
L1 2
= t2t
2
+
(
s
4
)

4.8 Laplace 1/(s4)3;

: ,
1
d2
=
( s 4 ) 3 ds 2

1 1

2 s 4

4.4 ,

.
1
1 2 4t
L
=
t e
( s 4) 3
2

4.5 F(s) = L{f(t)}, L {e a t f(t)}=F(sa).

: ,

at

at st

L{e f (t )} = e e
0

( s a )t

f (t )dt = e ( a s )t f (t )dt
0

f (t )dt = F ( s a )

4.9 Laplace e3tt.

: Laplace t 1/(s2+1). Laplace, s (s3):

L{e 3t t} =

1
( s 3) 2 + 1

129

4.10 Laplace ,

C ( s) =

s7
25 + ( s 7) 2

s
= L{5t} C(s)
s + 52
F(s) s s7. ,
: , F ( s ) =

s7
= L{e 7 t 5t}
2
25 + ( s 7)

4.11 Laplace 1/(s24s9);

: ,

1
1
=
s 4 s 9 ( s 2) 2 + 5

.
2

1
L
=

5
t
. 4.5,

s2 + 5
5

1
1
1

=
= L e 2t ( 5)t
2
s 4 s + 9 ( s 2) + 5
5

4.12 Laplace s/(s 2 4s+9);

: ,

s
s2
2
=
+
s 2 4 s + 9 ( s 2 ) 2 + 5 ( s 2) 2 + 5
s/(s2+5) Laplace ( 5)t . ,

s2
2 2t
s

= L e 2t ( 5 )t 2
= L e 2t ( 5 )t +
e ( 5 )t
2
( s 2) + 5
s 4s + 9
5

130

Laplace , ,
L {c 1 f 1 (t)+c 2 f 2 (t)}=c 1 L{f 1 (t)}+c 2 L{f 2 (t)}

Laplace
.

, ,

e at + e at
e at e -at
, hat =
hat =
2
2
,

1
1
L{hat} = L{e at } + L{e at }
2
2
1 1
1
s
=
=
+
2
2 s a s + a s a 2

.
,

1
1
L{hat} = L{e at } L{e at }
2
2
1 1
1
a
= 2
=

2 s a s + a s a2

4.3

Laplace

(4.1) . (s) F(s)
Laplace y(t), f(t) .
(4.1)
L {ay(t)+by(t)+cy(t)}= L {f(t)}

131

,
a L {y(t)}+b L {y(t)}+c L {y(t)}=F(s)
L. 4.2, 4.3,
a[s 2 Y(s)sy 0 y0 ]+b[sY(s)y 0 ]+cY(s)=F(s)
Y ( s) =

( as + b) y 0
ay 0
F ( s)
+
+ 2
2
2
as + bs + c as + bs + c as + bs + c

(4.3)

(4.3) Laplace y(t) (4.1).

y(t) Laplace ( .2 ), ,
, 4.4, 4.5.
4.13 ,

d2 y
dy
3 + 2 y = e 3t , y (0) = 1 , y (0) = 0
2
dt
dt

: ,
1
s3
1
s3
Y ( s) =
+ 2
2
( s 3)( s 3s + 2) s 3s + 2
s 2Y ( s ) s 3[ sY ( s ) 1] + 2Y ( s ) =

Y(s) =

s3
1
+
( s 1)( s 2)( s 3) ( s 1)( s 2)

(4.4)

(4.4) , ,
1
A
B
C
=
+
+
( s 1)( s 2)( s 3) s 1 s 2 s 3
,

132

(s2)(s3)+B(s1)(s3)+C(s1)(s2)=1
,
s = 1 ,

2=1=1/2

s = 2 ,

=1=1

s = 3 ,

2C=1C=1/2

s3
2
1
=

( s 1)( s 2) s 1 s 2

,
1 1
1
1 1
2
1

+
+

2 s 1 s 2 2 ( s 3) s 1 s 2
5 1
2
1 1
=

+
2 ( s 1) s 2 2 ( s 3)

Y ( s) =

.
y (t ) =

5 t
1
e 2e 2 t + e 3t
2
2

1: Laplace
. , Laplace ,
5 e t 2e 2 t + 12 e 3t ,
z (t ) = 2
0 ,

t 1, 2 , 3
t = 1, 2 , 3

Y(s) z(t) y(t)

,
b

z(t )dt = y(t )dt

y(t) Laplace
Y(s) y(t)=L1{Y(s)}.
2 4.13 Laplace . . -

133

4.14 ,

d2 y
+ 4 y = f (t ) , y (0) = y 0 , y' (0) = y 0
dt 2
: , ,
(s 2 Y(s)sy 0 y0 )+4Y(s)=F(s)
,
Y ( s) =

sy 0 + y 0
F ( s)
+ 2
2
s +4
s +4

(4.5)

, y0= y0 = 0. (4.5),

1
s
1
1 F ( s )
y (t ) = y 0 L1 2
+ y 0 L 2
+L 2

s + 4
s + 4
s + 4
= y 0 2t + 12 y 0 2t + y f (t )

F ( s)
, y f (t ) = L1 2
.
s + 4

4.4

Laplace

Laplace
,

x(t ) = Ax(t ) + Bg(t ), x (0) = x0

,

134

(4.6)

-st

e
x
t
t
(
)
d
1

x1 ( s )
0

x ( s ) = . = L{ x (t )} =

x n ( s )
e -st x (t )dt
n

-st
e f1 (t )dt
f1(s)

0
.

f ( s ) = . = L{ f (t )} =

f n(s)
e -st f (t )dt
n

.
(4.6), ,

L { x (t)}= L { Ax (t)+ Bg (t)}= Ax (s)+ Bg (s)

,
L{x1 (t )} sx1 ( s ) x1 (0)

.
.

L{x (t )} =
.
.
=
= sx ( s ) x0

.
.

L{x n (t )} sxn ( s ) x n (0)

,
s x( s ) x 0 =Ax( s )+Bg( s ) ( s I A)x( s )=x 0 +Bg( s )

135

x( s )=( s I A) 1 [x 0 +Bg( s )]

(4.7)

(4.7) n x1(s), ..., xn(s)

. xi(s) xi(t) Laplace.
4.15 ,
1
x (t ) =
1

4
1 t
2
(
)
+
(
0
)
=
x
t
e
,
x

1
1
1

: ,
2 1
sx ( s ) =
1 1

4
1 1
s
x
(
)
+
1
s 1 1

1
s x1 ( s ) 2 x1 ( s ) + 4 x2 ( s ) s 1
s x ( s) 1 = x ( s) + x ( s) + 1
2
1

2

s 1
1

(
)(

1
)

4
(
)
=
+2
x
s
s
x
s
1
2

1
s

1
x2 ( s )( s 1) x1 ( s ) =
+1

s 1

x1 ( s ) =

2
1
1
s
+ 2
, x2 ( s ) =
+
s 3 s 1
s3
( s 1)( s + 1)( s 3)

et e t
1
2
3t
,
= L{ht} = L
= L{2e } 2

s3
s 1
2

136

(4.8)

x 1 ( t )=2 e 3 t +

et e t
2

x2(s) :
C
s
A
B
=
+
+
( s 1)( s + 1)( s 3) s 1 s + 1 s 3

A=1/4, B=1/8, C=3/8. ,

1 1
11 1
1 -t 1 t 11 3t
1 1

+
x2 (t ) = L-1
e
= e e +
8
4
8
4 s 1 8 s + 1 8 s 3
,
12 t 12 t 2 3t
x (t ) = 1 e + 1 e + 11 e
8
8
4

137

5.1

,


.
.
y(n) I.
y(n) .
y (n ) , y (n + 1) , ..., y (n + N ) . M
,
y (n + 1) y (n ) = 1

(5.1)

( ) ( )
y n +1 y n = n

(5.2)

y (n + 1) (n + 1) y (n ) = 0

(5.3)

y (n + 1) 2 y (n + 1) + y (n ) = 0

(5.4)

I .
(5.1)-(5.4) ,
y (n ) = n + c , c , n
y (n ) =

n (n 1)
, n
2

y (n ) = n! ,

y (n ) = n ,

138

5.2

y (n + k ), k = 0, ..., N , .
,

y (n + N ) + a N 1 (n ) y (n + N 1) + ... + a0 (n ) y (n ) = b(n )

(5.5)

ai, b n y.
(5.1)-(5.4) . , .
,

y (n + N ) + a N 1 y (n + N 1) + ... + a0 y (n ) = 0

(5.6)

(5.6), y(n)=bn ( ). (5.6) ,

.
b n + N + a N 1b n + N 1 + ... + a0b n = 0

b n ,

b N + a N 1b N 1 + ... + a0 = 0 = p (b )

(5.7)

(5.7) . ,
bi , i = 1,..., n , . bin , i = 1,..., n
(5.7) ,
y (n ) = c1b1n + c2b2n + ... + c N bNn

(5.8)

ci , i = 1,..., n , (5.7).
(5.8) (5.6).
5.1 ,

y (n + 3) 2 y (n + 2 ) y (n + 1) + 2 y (n ) = 0
: 139

b 3 2b 2 b + 2 = 0 .

b1 = 1, b2 = 1, b3 = 2 . ,
y (n ) = c1 (1) + c2 ( 1) + c3 (2 ) = c1 + ( 1) c2 + 2n c3
n

1 y(n)
.
5.2 ,

y (n + 3) 2 y (n + 2 ) y (n + 1) + 2 y (n ) = 0, y (0) = 0, y (1) = 1, y (2 ) = 1
: . 5.1, ,
y (n ) = c1 + ( 1) c2 + 2 n c3
n

, ,

.
c1 + c2 + c3 = 0

c1 c2 + 2c3 = 1

c1 + c2 + 4c3 = 1
1
1
c1 = 0, c2 = , c3 = ,
3
3
,

y (n ) =

n
1
( 1)n + 2
3
3

(5.7)
. b1 = x + iy
b2 = x iy , b1 , b2 ,

b1 = re i
b2 = re i

140

r = x +

1
2 2
y ,

y
= . , b1n = r n e in = r n (n +i n ) . -

x
(5.6) ,

r n + N ((n + N ) + i (n + N ) ) + ... + a0 r n (n + in ) = 0
, b, (5.6). b1 , b2 ,
c1r n n , c2 r n n
5.3 y (n + 2 ) 2 y (n + 1) + 2 y (n ) = 0 .

: b 2 2b + 2 = 0 , b1=1+i, b2=1i.
1
1
r = (1 + 1)2 = 2 , = = . 1 4
,

( )
( )
n

n
,
4

y (n ) =

n
4

( 2 ) c n4 + c n4 .
n

b1 (5.7),
nb1n . , nb1n
(5.6) ,

(n + N )b1n + N

[(

+ a N 1 (n + N 1)b1n + N 1 + ... + a 0 nb1n

) (

= b1n n b1N + a N 1b1N 1 + ... + a 0 + b1 Nb1N 1 + a N 1 (N 1)b1N 2 + ... + a1

dp
= b1n np (b1 ) + b1
=0
b
d

b = b1

p(b1 )

dp
0.
db b = b1
141

)]

( c1 + nc2 = 0 n c1 = c2 = 0 ).
, p1 k n ,
k (5.7) ,

b1n , nb1n , n 2 b1n ,..., n k 1b1n

b1 2kn, 2k (5.7) ,
r n n , nr n n , ..., n k 1r n n , r n n , nr n n , ..., n k 1r n n

b1 = x iy , r = x +

1
2 2
y ,

y
= .
x

5.1.
5.1

1. b.

.
c1b n

r n (c1n + c2 n )

2. b = x iy .

y
r = x 2 + y 2 2 , =
x
3. b k.

b n c1n k 1 + c2 n k 2 + ... + ck

[
[

k 1
4. b = x iy
+ c2 n k 2 + ... + ck n +
n c1n
r

k.
c +1n k 1 + c + 2 n k 2 + ... + c2 k n

5.4 ,

y (n + 3) 5 y (n + 2 ) + 8 y (n + 1) 4 y (n ) = 0
: b 3 5b 2 +8b 4 = (b 1)(b 2 ) = 0 .
b1 = 1, b2 = 2 () ,
2

( )

( )

y (n ) = c1 (1) + c2 2 n + nc 3 2 n = c1 + 2 n (c2 + nc3 )

n

142

5.3

. :

y (n + N ) + a N 1 y (n + N 1) + ... + a0 y (n ) = b(n )

(5.9)

(5.9).
,
(5.9) ,
y (n ) = (n ) + (n )

(5.10)

(n) (n)
(5.9). , , (5.9)
.

,
b(n) (5.9)
(5.9). 5.2 (n)
b(n). A, B, i .

.
5.2

b(n)

(n)

1. b n

Abn

2. (an ) (an )

A(an ) + B (an )

3.

c jn

Ajn j

j =0

j =0

4. b n c j n j

bn Aj n j

5. b n (an ) b n (an )

b n {A(an ) + B (an )}

j =0

j =0

5.5 ,
143

y (n + 2) 2 + h 2 y (n + 1) + y (n ) = h 2 , h > 0
n

h2
h2
3
y (n ) = c1 1 + h +
+ h + c2 1 h +
+ h3 1 .
2
2

( )

( )

: b(n ) = h 2 , ,

(n ) = Ab 0 = A . ,

A A 2 + h 2 + A = h 2 Ah 2 = h 2 A = 1
(n ) = 1 . ,

p(b) = b 2 2 + h 2 b + 1 = 0
,

)
(
.(

b1, 2 =

2 + h 4h +
2

=1+

1
4 2
h

2+h h 4+
2

1
2 2
h

1
2

h
h
h1 +
2
4

,
h2

h2
b1, 2 = 1 +
h 1 +
+ h4
2
8

2
h
h2
3
+ h , b2 = 1 h +
+ h3
b1 = 1 + h +
2
2

( )

( )

(n ) = cb1n + c2 b2n
,

144

( )

h2
h2
+ h 3 + c2 1 h +
+ h3 1
y (n ) = c1 1 + h +
2
2

( )

( )

5.6 ,

y (n + 2 ) 6 y (n + 1) + 8 y (n ) = 3n 2 + 2n 5 3n
: ,

p(b ) = b 2 6b + 8 = 0
b1 = 2, b2 = 4 . ,

(n ) = c1 2 n + c2 4 n
5.2 ,

(n ) = A1n 2 + A2 n + A3 + A4 3n

.
,
y (n + 2 ) 6 y (n + 1) + 8 y (n ) =

A1 (n + 2 ) + A2 (n + 2 ) + A3 + A4 3n + 2
2

6 A1 (n + 1) + A2 (n + 1) + A3 + A4 3n +1
2

+ 8 A1n 2 + A2 n + A3 + A4 3n

= A1n 2 + 4 A1n + 4 A1 + A2 n + 2 A2 + A3 + 9 A4 3n
6 A1n 2 12 A1n 6 A2 n 6 A2 6 A3 18 A4 3n
+ 8 A1n 2 + 8 A2 n + 8 A3 + 8 A4 3n
3n 2 + 2n 5.3n = 3 A1n 2 + (3 A2 8 A1 )n + (3 A3 4 A2 2 A1 ) A4 3n
n,
3 A1 = 3
3 A2 8 A1 = 2
3 A3 4 A2 2 A1 = 0
5 = A4

145

8
44
A1 = 1, A2 = , A3 = , A4 = 5 ,
3
9

(n ) = n 2 +

8n 44
+
+ 5. 3 n
3
9

, ,
y (n ) = c1 2 n + c2 4 n + n 2 +

8n 44
+
+ 5 .3 n
3
9

:
.
n,
.

5.7 ,

y (n + 2 ) 6 y (n + 1) + 8 y (n ) = 3n 2 + 2 5 2 n
:

. 5.6, (n ) = c1 2 n + c2 4 n .

(n ) = A1n 2 + A2 n + A3 + A4 2 n
2 n . , ,

(n ) = A1n 2 + A2 n + A3 + A4 n 2 n

B.

, ,
, .
,

146

(n ) = c j v j (n )
j =1

(5.11)

v j (n ), j = 1,..., N b n b N
. cj, j=1, , N . (5.9) ,
N

y (n ) = A j (n )v j (n )
j =1

(5.12)

Aj(n), j=1, , N n .
:
() ,

v1 (n + 1) v2 (n + 1) ... v N (n + 1)
1 (n )
0
v (n + 2 ) v (n + 2 ) ... v (n + 2 )
(n )
0
2
N
1
2

.
V =
, =
, f =

.
.
.

.
.

b(n )
v1 (n + N ) v 2 (n + N ) ... v N (n + N )
N (n )

,
V = f

()

= V 1 f
,
j (n ) = v jN1 b(n )
v jN1 j V 1 .

147

(5.13)

()

A j (n ), j = 1,..., N :

A j (n ) = A j (0) +

n 1

j (m ), j = 1,..., N

m =0

(5.14)

(5.14) (5.12).
5.8 y (n + 2) 5 y (n + 1) + 6 y (n ) = n 2 .

: b1 = 2, b2 = 3 ,
,
y (n ) = A1 (n )2 n + A2 (n )3n
(5.13) ,

3n +1 1 (n ) 0

= 2
3n + 2 2 (n ) n
1 2 1 n
n
1 (n ) 2
2

=
n

2 (n ) 1 2 1
3 n 3

2 n +1
n+2
2

.
, (5.14),
A1 (n ) = 1 (0) +

n 1

1 (m )

m =0

1 n 1 1
= A1 (0) m 2
2 m =0 2

(5.15)

i 2 a i , ,

i =0
n

i 2ai =

i =0

( a 1) 2 ( n + 1) 2 a n +1 2( a 1)( n + 1)a n + 3 + a n + 3 a 2 + a n + 2 a
(5.16)
,a 1
3
( a 1)

148

, (5.15) ,
1 2 1 n n 1 n 1 1 n 3 1 1 n
A 1 (n) = A1 (0) + 4 n + + +
22
42
4 2 2
2 2
n

1
= [A1 (0) 3] + n 2 + 2n + 3
2
n

1
= c1 + n 2 + 2n + 3
2
,
n

1 1
A2 (n ) = c2 n 2 + n + 1 .
2 3
,

(.

)
1
3
5
y n = c1 2 n + c2 3n + n 2 + n +
2
2
2

5.4

Z ()

5.4.1

Z
( ) Laplace
( ).
() Z f(k)
F(z) :

F (z ) = Z [ f (k )] =

f (k )z k

k =

(5.17)

f(k) , f(k)=0 k<0,

149

(5.17) ,

F (z ) = Z [ f (k )] =

f (k )z k

k =0

(5.18)

f(k) f(t). f(t) f (k ) = f * (t ) = f (nT ) , T f(k), .

fs=1/T. , f * (t )
f(t) nT, n=0, 1, 2, ....
I Shannon fs=1/T.
5.1 f1

f(t). , f(t) f * (t )
f s 2 f1 .

Z F(z) f(nT)
,

.
f (nT ) = Z 1 [F (z )] =

1
F (z )z n 1dz

2 i

(5.19)

f (t ) =
*

f (nT ) (t nT )

n =0

: Z .
f(t) f*(t) tnT. , ,

Z 1 [F (z )] = f * (t ) f (t )
, Z f(t) f*(t) , ,

F (z ) = Z [ f (t )] = Z f * (t )

150

5.4.2

1.
. Z , ,

Z [c1 f1 (t ) + c2 f 2 (t )] = c1Z [ f1 (t )] + c2 Z [ f 2 (t )] = c1 F1 (z ) + c2 F2 (z )
c1 c2 Fi (z ) = Z [ f i (t )], i = 1, 2 .
: Z, :

Z [c1 f1 (t ) + c2 f 2 (t )] = Z c1 f1 (t ) + c2 f 2 (t ) =

n =0

n =0

[c1 f1 (nT )z n + c2 f 2 (nT )z n ]

n =0

= c1 f1 (nT )z n + c2 f 2 (nT )z n = c1 F1 (z ) + c2 F2 (z )

. f(nTkT)
2.
f(nT+kT) f(nT) kT nT, . :
.

Z [ f (nT kT )] =

f (nT kT )z

n =0

=z

f (mT )z

m =0

f (nT )z m z k

m=k

+z

f (mT )z m

m=k

= z k F (z ) +

f (mT )z (k + m )

m=k

.
Z [ f (nT kT )u (nT kT )] =

f [(n k )T ]u[(n k )T ]z n =

n =0

= z k f [(n k )T ]u[(n k )T ]z (n k )

n = 0

151

f (mT )u (mT )z m

= z k

m=k

= z k

f (mT )z m

m =0

= z k F (z )

.
Z [ f (nT + kT )] =

f (nT + kT )z n

n =0

= z k f [(n + k )T ]z (n + k )
n =0

= z f [mT ]z m
m = k

k 1

= z k f (mT )z m f (mT )z m
m =0
m =0

k 1

= z k F (z ) f (mT )z m
m =0

.
k 1

= z F (z ) f (nT )z n
n =0

( m=n).
:
Z [ f (t + T )] = zF (z ) zf (0)

(5.20)

Z [ f (t + 2T )] = z 2 F (z ) z 2 f (0) zf (T )

(5.21)

Z [ f (t T )] = z 1 F (z ) + f ( T )

(5.22)

Z [ f (t 2T )] = z 2 F (z ) + z 1 f ( T ) + f ( 2T )

(5.23)

(5.20)-(5.23)

152

Laplace .
3.
. f(nT) h(nT).
y (nT ) = f (nT ) h (nT ) :

i =0

i =0

y (nT ) = f (nT ) h (nT ) = f (iT )h (nT iT ) = h (iT ) f (nT iT )

Z y(nT) :
Z [ y (nT )] = Y (z ) = z[ f (nT ) h (nT )]

y (nT )z

n =0

= f (iT )h (nT iT )z n
n = 0 i = 0

h(iT ) f (nT iT )z n
n = 0 i = 0

i =0

n =0

Y (z ) = h (iT ) f (nT iT )z n = h (iT )z i f (nT iT )z (n i )

n =0

i =0

= h (iT )z i f (mT )z m

m = 1
i = 0
f(mT) , f(mT)=0 m<0, :

Y (z ) = h (iT )z i f (mT )z m = H (z )F (z )

m =0
i = 0

4.

. f (0) = F ( z ) .
z

: ,

F (z ) =

f (nT )z n = f (0) + f (nT )z 1 + f (nT )z 2 + ...

n =0

, F (z ) = f (0 ) .
z

153

(5.24)

5.

. f (nT ) = (z 1)F (z ) .
n

z 1

.
.3 .

5.4.3

1.
f ( nT ) = (nT mT ) , (nT mT ) , ()
(. 5.1),
1, n = m
0, n m

( nT mT ) =

( n-m )

.
1

5.1

Z [ (nT mT )] =

(nT mT )z n = z m

n =0

2.
f (nT ) = u (nT mT ) , u (nT mT ) ()
(. 5.2),
1, n m
u ( nT mT ) =
0, n < m

154

u( n-m )

m
5.2

,
Z [u (nT mT )] = z

Z [u (nT )] = z

u (nT )z

=z

n =0

1 n z m
z
=
z 1
n = 0

( )

zi = 1 z ,

z <1

i =0

3.
f (t ) = r (nT mT ) , r (nT mT ) () (. 5.3),
nT mT , n m
r ( nT mT ) =
0, n < m

r ( n- m)

m
5.3

,
155

n =0

n =0

Z [r (nT mT )] = z m Z [r (nT )] = z m (nT )z n = Tz m nz n

= Tz m ( z )

5.4.4

d
d z Tz m +1
=
Z [u (nT )] = Tz m +1
dz
dz z 1 (z 1)2

Laplace Z

Z .4 .
z z ,
F(z)/z, F(z), , F(z)
z[F(z)/z].
5.9 Z ,

. (

)
( )(
)
F z =

3z
z 1 z 4

: F(z)/z ,
1
1
3
F (z )
=

=
(z 1)(z 4 ) z 1 z 4
z

F(z) F (z ) =

z
z
.

z 1 z 4

Z ,

z
1 z
n
Z 1
= u (nT ) , =1 Z
=4
z 1
z 4
, f (nT ) = u(nT ) 4 n = 1 4 n .
5.10 Z ,

156

F (z ) =

z (z 4 )
(z 2 )2 (z 3)

: F(z)/z . z=2 , :

1
2
1
F (z )
=
+

2
z
z 2 (z 2 )
z3
,
F (z ) =

2z
z
z
+

2
z 2 (z 2 )
z3

T=1,

2z
z
z n
n
1
Z 1
= n 2 n Z 1
=2 , Z
=3
2
z
3

(
)
z 2

2
z

{ }.
( )

f (nT ) = Z 1 F z = 2 n + n2 n + 3n = n + 1 2 n + 3n .

5.11 Fibonacci 1 , .
0 1. .

: y(n) . Fibonacci
,
y (n + 2 ) = y (n + 1) + y (n )

(5.25)

y(0)=0 y(1)=1. (5.25) n Z. Z n , Laplace.

Z (5.25) :

157

Z {y (n + 2 )} = Z {y (n + 1)} + Z {y (n )}

(5.26)

(5.20) (5.21) ,
Z {y (n + 2 )} = zY (z ) zY (0) = zY (z )

Z {y (n + 2 )} = z 2Y (z ) z 2Y (0) zY (1) = z 2Y (z ) z
(5.26) z 2Y (z ) z = zY (z ) + Y (z ) . ,
Y (z ) =

z
z2 z 1

y (n ) = Z 1{Y (z )} Y(z) . ,
Y (z ) =

1 z
z

5 z z1 z z 2

1+ 5
1 5
z 2 =
. ,
z1 =
2
2

n
n
1 1 + 5 1 5
, n =0, 1, ,

y (n ) =

5 2 2

5.12 ( ). P
R%, k . x;

: . ,
I (1)=( r /12) P , r = R /100

,
I ( 2) = I (1)

r
( x I (1))
12

158

I (n + 1) = I ( n )

r
r
r

( x I (n )) = 1 + I (n ) x
12
12
12

(5.27)

(5.27) (, ) I(n) r
(1)= P. 5.3,
12
( !):
r
r
I ( n ) = P 1 +
12 12

n 1

n 1

r
+ x 1 1 +
12

,
12 k

+ I (12k ) = I ( j )

I = I (1) + I ( 2) +

j =1

12 k

12 k

r
r
r
P (1 + ) j 1 + 12kx x (1 + ) j 1
12 j =1
12
12
j =1

.
12 k

r j 1 12
r
(1 + 12 ) = r 1 + 12 1

j =1

12 k

,
12 k
12 k

r
r
12 x

+
I = P 1 + 1 + 12kx
1
1

r 12
12

12 k

= 12kx P + P 1 +
12

r
12 x

1 +
r 12

12 k

12kxP , ,
r

P 1 +
12

12 k

12 k

12 x
r
1
1

=0

r 12

159

12 k

r
r
P 1 +
12 12
x=
12 k
r

1 + 1
12

5.5

,
. ,

x ( k +1)= A ( k ) x ( k )+ B ( k ) f ( k ), x ( k 0 )= x 0

(5.28)

,
. N, (5.9):

y (k + ) + a N 1 (k ) y (k + 1) + ... + a0 (k ) y (k ) = b(k )

o :

x 1 ( k )= y ( k )
x 2 ( k )= y ( k +1)= x 1 ( k +1)
x 3 ( k )= y ( k +2)= x 2 ( k +1)
..
x N ( k )= y ( k + N 1)= x N 1 ( k +1)

,
x2 (k )
x1 (k + 1)
0
x (k + 1)
0
x3 (k )
2

=
+

x ( k + 1)

x N (k )
N 1

0
x N (k ) a N 1 ( k ) y (k + 1) ... a 0 ( k ) y (k ) b( k )

x ( k +1)= A ( k ) x ( k )+ B ( k ) b ( k )

160

(5.9)

(5.28) , (k, k0) ( eAt 3.4) Z.

(5.28) . k=k0,
k0+1, 5.28

x ( k 0 +1) = A ( k 0 ) x ( k 0 )+ B ( k 0 ) f ( k 0 )
x ( k 0 +2) = A ( k 0 +1) x ( k 0 +1)+ B ( k 0 +1) f ( k 0 +1)
= A ( k 0 +1)[ A ( k 0 ) x ( k 0 )+ B ( k 0 ) f ( k 0 )]+ B ( k 0 +1) f ( k 0 +1)
= A ( k 0 +1) A ( k 0 ) x ( k 0 )+ A ( k 0 +1) B ( k 0 ) f ( k 0 )+ B ( k 0 +1) f ( k 0 +1)
.
n 1 k 1
k 1

x ( k ) = A(i ) x0 + A(i ) f ( r )
r = 0 i = r +1
i =0

(k, 0)
,
k 1

( k , 0)= A(i )
i =0

(5.29)

( ,
). , (5.28) ,
n 1

x ( k )= ( k , 0) x 0 + (k , r + 1) f ( r )
r =0

(5.30)

.
.
, ,

( k , 0)= k
k, Putzer.
k ,
s

k = u j ( k )M ( j 1)
j =1

161

( k )=

( j I )
k

j =1

,
k 1

u 1 ( k )= 1k , u j (k ) = kj 1i u j 1 (i )
i =0

( Elaydi).

5.13 x ( k +1)= Ax ( k )+ f ( k ),
k
1
2 1
A=
f
k
x
,
(
)
=
,
=

0 0
1

0 2

: Putzer, ,
k 2 k 1

2k

2 k
A =
0
k

(5.30), ,
2 k
y (k ) =
0

k 2 k 1 1 k 1 2 k r 1 ( k r 1)2 k r 2 r
+

2 k 0 r = 0 0
2 k r 1
1
2 k k 1 r 2 k r 1 + (k r 1)2 k r 2
= +

2 k r 1
0 r =0

1 k 1 1 r k 1 k 1 1 r
4 r (2 ) + 4 (2 )
2 k
k
r =0
= + 2 r =1

k 1
1
1 r
0

()
2 2

r =0

k 1

ra r =

r =1

a (1 a k ) ka k +1 (1 a )
).
(1 a ) 2

162

2 k + k 2 k 1 43 k
y ( k )=

2k 1

163

.1

Laplace

f(t)

F(s)

af (t )

aF (s )

af1 (t ) bf 2 (t )

aF1 ( s ) bF2 ( s )

df ( t )
= f (1) (t )
dt

sF ( s) f (0 + )

d 2 f (t )
dt 2

d n f (t )
dt n

s 2 F ( s) sf (0+ ) f (1) (0+ )

s 2 F ( s ) s n 1 f (0+ ) s n 2 f (1) (0+ )

f (t )dt = f ( 1) (t )

F ( s ) f ( 1 )(0+ )
+
s
s

f (t / a )

aF (as )

f (t a )

exp( as ) F ( s )

f (t a ) = 0, 0 < t < a

164

f ( n 1) (0+ )

f(t)

F(s)

f (t + a )

exp( as ) F ( s )

f (t + a ) = 0, < t < 0
exp( at ) f (t )

F (s + a)

tf (t )

d
F (s)
ds

u(t ) ( )

1
s

exp( at )

1
s+a

at

a
s2 + a2

at

s
s + a2

h at

a
s a2

h at

s
s2 a2

1
s2

165

f(t)

F(s)

exp( at ) bt

b
(s + a )2 + b2

exp( at )bt

s+a
(s + a )2 + b2

bt at
a 2 b2

s
s 2 + b2 + s 2 + a 2

.2

) (

Laplace

F(s)

.
f ( t ), ( t 0)

1
s

1 = u ( t ) , =0

1
s2

1
, n =1, 2, .
sn

t n 1
( n 1)!

1
s

166

F(s)

f ( t ), ( t 0)

s 3 / 2

1
s+a

exp( at )

1
( s + a )( s + )

1
[exp( at ) exp( t )]

s + a0
( s + a )( s + )

1
[( a a ) exp( at ) ( a0 ) exp( t )]
0

1
( s + a )( s + )( s + )

exp( at )
exp( t )
exp( t )
+
+
( )( ) ( )( ) ( )( )

s + a0
( s + a )( s + )( s + )

( 0 ) exp( at ) ( 0 ) exp( t ) ( 0 ) exp( t )

+
+
( )( )
( )( )
( )( )

s 2 + a1s + a0
( s + a )( s + )( s + )

( a 2 a1 + a0 ) exp( t ) ( 2 a1 + a0 ) exp( t )
+
( )( )
( )( )
( 2 a1 + a0 ) exp( t )
+
( )( )

1
s + 2

167

F(s)

f ( t ), ( t 0)

1
s 2

h t

s
s2 + 2

s
s 2

h t

1
( s + )2 + 2

s + a0
( s + )2 + 2

exp( t ) t

1
( s + )[( s + ) 2 + 2 ]

s + a0
( s + )[( s + ) 2 + 2 ]

[( a0 ) 2 +

2 1/ 2

exp( t ) ( t + ), =
a0

exp( t )
exp( t ) ( t )
+
, = [
]
2
2
2
2 1/ 2

( ) +
[( ) + ]
( a0 ) exp( t ) 1 ( a0 ) 2 + 2
+
( ) 2 + 2
( ) 2 + 2

a0

168

1/ 2

exp( t ) ( t + ),

1/ 2

( 2 a1 + a0 ) exp( t ) 1 ( 2 2 a1 + a0 ) 2 + 2 ( a1 2 ) 2
+

(a )2 + 2
( ) 2 + 2

s + a1s + a0
( s + )[( s + ) 2 + 2 ]

exp( t ) ( t + ),

(a 2 )


2
2

a1 + a0

1
( s 2 + 2 )[( s + ) 2 + 2 ]

1
1
1
(t 1 ) + exp( t ) ( t 2 ) ,
2 2 1/ 2

[( a + ) + 4 ]

2 2

2
2
, 2 = 2
2
2
2
2
+
+

1 =

.
1
2

1
2

s + a0
2
s 2 + 2 (s + ) + 2

(a0 ) + 2
1
1
a02 + 2

(
)

+
+

exp( t ) (t + 2 )
2

1
+ 2 2 2 + 4 22
2 + 2 2 2 + 4 22

2
1 = 2
2

=
2

2
2
2
2
+
+
a0
a0

s 2 + a1s + a0
2
s 2 + 2 (s + ) + 2

(a0 )2 + a122 2 (t + ) + 1
1

1
2 + 2 2 2 + 4 2 2

)[

)[

169

)
)

2 2 a + a 2 + 2 (a 2 )2
1
0
1

exp( t ) (t + 2 )
2
2
2 2
2 2

+ + 4

a1

2
2
(a1 2 )
2
, 2 = 2
2
2
2
2
2
2
2
+
+
a0
a1 + a0

1 =

170

.3

I Z

f ( nt )

F(z)

f ( nt )

1
F (z )z n 1dz

2 j

F (z )

c1 f1 (nT ) + c2 f 2 (nT )

c1F1 (z ) + c2 F2 (z )

f (nT + kT )

k 1

z F (z ) f (nT )z n
n=0

f (nT kT )

z k F (z )

a nT f (nT )

F a nT z

nT

f (mnT )

F z m

/ n

nf (nT )

n =0

f (nT )z n

( )

d
F (z )
dz

f (nT )

z
F ( z)
z 1

f (nT ) h (nT )

F (z )H (z )

n =0

171

F (z )

f (0)

f (nT )

.4

zp
F (z )
z p 1

f (nT ) = f (nT + pT )

(z 1)F (z )

Z 1

Z
F (z ) =

f (nT )

f (nT )z n

n =0

(nT kT )

z k

u (nT kT )

z k +1
z 1

nT kT

Tz k +1
(z 1)2

1 k k
n T
k!

a 0

( 1)k

k z
k! a k z e aT

z
z aT

a nT

172

z
z e aT

e anT

( 1)k k

n k T k anT
e
k!

k! a

aT
z e

(1 e )z
(z 1)(z e )
aT

1 e

anT

aT

1 e anT
nT
a

Tz
1 e aT z

(z 1)2 a (z 1) z e aT

nT

z
z 2 z + 1

.
(
)

nT

z z
z 2 2 z + 1

h nT

zh
z 2 zh + 1

hnT

z (z h )
z 2 2 zh + 1

hnT 1

z (z h )
z

z 2 2 zh + 1 z 1

1 nT

z
z (z 0 )
2
z 1 z 2 z + 1

173

(c a )z

(c a )e anT

1 (1 + anT )e

b be

bnT

bnT

z
z
aTe aT z

2
z 1 z e aT
z e aT

anT

+ a (a b )nTe

anT

(
bz
bz
a b )Te aT z

+
2
z 1 z e aT
z e aT

anT

+ (a b )nTe

anT

z e aT

(
z
z
a b )Te aT z

+
2
z e bT z e aT
z e aT

nT

ze aT
z 2 2 ze aT + e 2 aT

nT

z 2 ze aT
z 2 2 ze aT + e 2 aT

anT

anT

174

PISANO,
(1170~1250).

Leonardo

(FIBONACCI)

Leonardo Pisano (. )
.
Fibonacci filius Bonacci, Bonnacio,
.
Fibonacci
,
Liber Abaci (1202),
;
.
Fibonacci
.
( ). Fibonacci , .
.

LAPLACE, Pierre Simon (1749-1827).

( Beaumont-en-Auge
) , . Lagrange, Legendre, d
Alembert ( ), Poisson Fourier. Acadmie
des Sciences .
, ,
.
O Laplace : ( , , ), ( 5
Trait du Mcanique Cleste) .

.

175

Braun M., Differential equations and their applications, Springer Verlag, N.Y.,
1983.
Bishop . ., Introduction to discrete linear controls, Academic Press, N.Y., 1975.
Elaydi S., An introduction to difference equations, Springer, N.Y., 2005.
.., , , 1991.

Bronson R., , Schaum's outline of modern introductory differential equations, .., 1978.
Boyce W.E. and DiPrima R.C.,
, , , 1999.
.., : , .
., , , 1983.

., : , , , 2 , , 1998.
.., . . . .,
, , , 1990.
. ., , , 1989.
.., : , 6 , , , 2002.
.., , University Studio Press, , 1982.

http://www.aerolab.ntua.gr/Lessons/CFD/yp2006/Chapter%202.pdf
http://www.hpclab.ceid.upatras.gr/home.php?action=courses_details&course_id=5&l
anguage=1
http://www.mie.uth.gr/n_ekp_yliko.asp?id=39
http://www.physics.upatras.gr/content/dyn/show_lesson.det?lesson_table=term&less
on_id=14
176

http://www.samos.aegean.gr/actuar/nick/differential.pdf
http://www.tem.uoc.gr/~plex/EM291/#material
http://www.ucy.ac.cy/~smyrlis/greek/Notes_Books_gr.htm
http://edu.eap.gr/pli/pli12/students.htm

177