Professional Documents
Culture Documents
tìte o telest c
L∗ v = p0 v 00 + (2p00 − p1 )v 0 + (p000 − p01 + p2 )v.
onomzetai suzug c tou L. EÐnai eÔkolo na deÐxei kaneÐc ìti L = L∗∗ . Dhlad , o telest c
suzug c tou telest , pou eÐnai sth seir tou suzug c tou enìc llou telest , sumpÐptei
me to teleutaÐo.
Ja apodeÐxoume t¸ra thn tautìthta tou Lagrange. 'Estw p0 ∈ C 2 , p1 , p2 ∈ C 1 , tìte
(11.1) vLu − uL∗ v = (p0 v)u00 − (p0 v)00 u + (p1 v)u0 + (p1 v)0 u.
(11.4) Lu = p0 u00 + p1 u0 + p2 u
1
Pollaplasizoume me h(x) thn (11.4)
0 p1 − p00
h p0 + hp00 = hp1 =⇒ h = , 0
p0
kai epomènwc R p1
dx
e p0
h(x) =.
p0
ParathroÔme ìti h (11.2) sthn perÐptwsh autosuzugoÔc telest paÐrnei th morf
d
(11.7) vLu − uLv = [p(u0 v − uv 0 )].
dx
PARADEIGMA. JewroÔme thn
Elègxte an o telest c sthn (11.8) eÐnai autosuzug c ìqi. An den eÐnai, metatrèyte ton
se autosuzug .
LUSH. Elègqoume thn sunj kh p00 = p1 . Sth dik mac perÐptwsh p0 = x2 , p00 = 2x 6=
x = p1 . Epomènwc o telest c sthn (11.8) den eÐnai autosuzug c. Gia na ton metatrèyoume
se autosuzug , prèpei na ton pollaplasisoume me
R p1 R
dx x
dx
e p0
e x2 1
h(x) = = = .
p0 x2 x
Met ton pollaplasiasmì ja proume
1
(11.9) xu00 + u0 + u = 0,
x
ìpou o telest c sthn (11.9) eÐnai dh autosuzug c.
SUNARTHSH GREEN
JewroÔme thn mh omogen exÐswsh
Mac endiafèrei an eÐnai dunatìn na antistrèyoume ton telest L, dhlad na broÔme ton
L−1 , kai poia morf ja èqei autìc o telest c?
Paraktw ja deÐxoume ìti tètoioc telest c uprqei kai eÐnai epÐshc grammikìc. Sum-
bolÐzoume ton L−1 me G. Ja deÐxoume ìti an G èqei thn morf
Zx
(11.11) G[f ] = G(x, ξ)f (ξ)dξ,
a
2
tìte h lÔsh thc (11.10) me omogeneÐc arqikèc sunj kec u(a) = 0, u0 (a) = 0 dÐnetai apì thn
u = Gf . 'Estw u = Gf dÐnei thn lÔsh thc (11.10), tìte h sunrthsh G(x, ξ), pou eÐnai o
pur nac tou oloklhrwtikoÔ telest G, onomzetai sunrthsh tou Green tou telest L.
ParathroÔme ìti an u ikanopoieÐ tic mh omogeneÐc arqikèc sunj kec thc morf c
Ly = y 00 + py 0 + qy = f − c2 p − c1 q − c2 (x − a)q = f˜,
y(a) = y 0 (a) = 0.
Dhlad pnta eÐnai dunatìn na persoume sto prìblhma arqik¸n tim¸n me omogeneÐc suno-
riakèc sunj kec.
JEWRHMA. 'Estw h G(x, ξ) sthn (11.11) ikanopoieÐ tic akìloujec sunj kec
1. G(x, ξ) = 0 gia a ≤ x ≤ ξ .
2. Gia opoiod pote stajeropoihmèno ξ ≥ a kai gia ìla ta x > ξ h G(x, ξ) eÐnai mia merik
lÔsh thc
(11.13) L(G) = Gxx + pGx + qG = 0
¯ ¯
¯ ¯
kai ikanopoieÐ tic G¯ = 0, Gx ¯ = 1. Tìte h G(x, ξ) eÐnai h sunrthsh tou Green thc
x=ξ x=ξ
(11.10) me arqikèc sunj kec u(a) = u0 (a) = 0.
APODEIXH. Jètoume
Zx
(11.14) u= G(x, ξ)f (ξ)dξ.
a
Ja deÐxoume ìti (11.14) mac dÐnei thn lÔsh thc (11.10) me arqikèc sunj kec u(a) = u0 (a) =
0. ParagwgÐzoume thn (11.14)
Zx Zx
0
(11.15) u (x) = G(x, x)f (x) + Gx (x, ξ)f (ξ)dξ = Gx (x, ξ)f (ξ)dξ,
a a
3
Jètontac stic (11.14), (11.15) x = a sumpernoume ìti u(a) = u0 (a) = 0. EÐnai
eÔkolo na apodeiqjeÐ ìti h (11.14) mac dÐnei thn lÔsh thc (11.10) me arqikèc sunj kec
u(a) = u0 (a) = 0 kai gia x ≤ a.
H monadikìthta thc sunrthshc tou Green prokÔptei apì to gegonìc ìti uprqei mìno
tetrimmènh lÔsh tou probl matoc
Zx
= [G1 (x, ξ) − G2 (x, ξ)]f (ξ)dξ ≡ 0, =⇒ G1 ≡ G2 .
a
Ja kataskeusoume thn sunrthsh tou Green sthn perÐptwsh ìtan eÐnai gnwstèc oi eidikèc
lÔseic thc antÐstoiqhc omogenoÔc exÐswshc. Ja parast soume thn G(x, ξ) se morf
ìpou u1 (x), u2 (x) eÐnai eidikèc lÔseic thc Lu = 0 kai c1 (ξ), c2 (ξ) eÐnai, proc to parìn,
aujaÐretec sunart seic. Gia na ikanopoi soume tic arqikèc sunj kec gia thn G(x, ξ),
katal goume sto ex c sÔsthma exis¸sewn
Sthn deÔterh exÐswsh h pargwgoc twn c1 kai c2 den emfanÐzetai, epeid thn pargwgo
thn paÐrnoume wc proc x. 'Ara
u2 u1
(11.20) c1 = − , c2 = ,
W (u1 , u2 , ξ) W (u1 , u2 , ξ)
ìpou W (u1 , u2 , ξ) eÐnai h Bronskian twn u1 (ξ), u2 (ξ). 'Ara gia thn G(x, ξ) èqoume
u1 (ξ)u2 (x) − u1 (x)u2 (ξ)
G(x, ξ) = .
u1 (ξ)u02 (ξ) − u01 (ξ)u2 (ξ)
PORISMA. 'Estw u1 , u2 eÐnai eidikèc lÔseic thc
Tìte h lÔsh thc Lu = f me arqikèc sunj kec u(a) = u0 (a) = 0 dÐnetai apì thn
Zx
u1 (ξ)u2 (x) − u1 (x)u2 (ξ)
(11.21) u(x) = dξ.
a
W (u1 , u2 , ξ)
4
PARADEIGMA. BreÐte thn lÔsh tou probl matoc
Apì thn (11.23) prokÔptei ìti oi eidikèc lÔseic thc omogenoÔc exÐswshc thc (11.22) èqoun
th morf
(11.24) y1 = e−x , y2 = e−2x .
Blèpoume ìti o diaforikìc telest c èqei thn Ðdia morf me autìn thc (11.22), ra èqoume
tic Ðdiec eidikèc lÔseic kai thn Ðdia Bronskian . 'Ara h lÔsh thc (11.25) ja prei th morf
Zx
(11.26) u(x) = [e(ξ−x ) − e2(ξ−x) ]ξdξ.
0
12 DIALEXH
PROBLHMATA SUNORIAKWN TIMWN.
Ja persoume sta sunoriak probl mata gia diaforikèc exis¸seic deÔterhc txhc. To
sunoriakì prìblhma diafèrei apì to prìblhma arqik¸n tim¸n sto ìti oi sunj kec, pou
prosdiorÐzoun tic duo aujaÐretec stajerèc thc genik c lÔshc miac deuterotxiac exÐswshc,
5
dÐdontai se duo diaforetik shmeÐa. Se kje shmeÐo apì mia sunj kh. 'Estw meletme mia
diaforik exÐswsh se èna disthma [x0 , x1 ]. Tìte to sunoriakì prìblhma èqei th morf
Blèpoume ìti oi sunj kec, pou prosdiorÐzoun tic stajerèc thc genik c lÔshc, dÐdontai
sta kra tou diast matoc [x0 , x1 ], dhlad sto sÔnoro. Apì ed¸ proèrqetai h onomasÐa
tètoiou eÐdouc problhmtwn.
Uprqoun poll probl mata fusik c, pou angontai sta sunoriak probl mata tÔpou
(12.1). Ja anafèroume merik apì aut.
√
'Estw F (x, y, y 0 ) = 1 + y 02 , tìte to olokl rwma
Zb
(12.2) I(f ) = F (x, y, y 0 )dx, y = f (x)
a
paristnei to m koc thc kampÔlhc f (x) gia x ∈ [a, b]. To prìblhma eÐnai na brejeÐ tè-
toia y = f (x), pou elaqistopoieÐ to I(f ), ìpou upotÐjetai ìti ta kra thc kampÔlhc
eÐnai stajeropoihmèna, dhlad f (a) = c, f (b) = d. To prìblhma elaqistopoÐhshc tou
oloklhr¸matoc (12.2) eÐnai èna genikì prìblhma, pou sunanttai sto Logismì Metabol¸n,
ìpou to rìlo thc F paÐzoun difora antikeÐmena fusikoÔ majhmatikoÔ qarakt ra. Apì
ta klasik apotelèsmata tou Euler prokÔptei, ìti h y = f (x) dÐnei to akrìtato tou
oloklhr¸matoc (12.2) se klsh ìlwn twn sunart sewn apì to C 2 , pou paÐrnoun tic timèc
f (a) = c, f (b) = d, an kai mìno an h f (x) ikanopoieÐ thn exÐswsh tou Euler-Lagrange
à !
d ∂F ∂F
(12.3) = .
dx ∂y 0 ∂y
'Estw èna swmatÐdio kineÐtai upì thn epÐdrash miac dÔnamhc F (x, y, y 0 ), ìpou x eÐnai
qrìnoc, y eÐnai h jèsh tou swmatidÐou th qronik stigm x, kai h y 0 eÐnai h taqÔthta tou
swmatidÐou. EÐnai gnwstì ìti thn arqik stigm x = x0 h jèsh tou swmatidÐou tan sto
y = y0 , kai th stigm x = x1 to swmatÐdio tan sto y = y1 . Jèloume na prosdiorÐsoume th
jèsh tou swmatidÐou se opoiad pote stigm x ∈ [x0 , x1 ]. 'Etsi, katal goume sto sunoriakì
prìblhma
1
(12.4) y 00 = F (x, y, y 0 ), y(x0 ) = y0 , y(x1 ) = y1 ,
m
ìpou y 00 eÐnai h epitqunsh tou swmatidÐou. H exÐswsh (12.4) eÐnai o gnwstìc nìmoc tou
NeÔtwna.
Mia polÔ shmantik er¸thsh, pou emfanÐzetai ed¸, eÐnai h ex c: pìte to prìblhma
(12.1) eÐnai kal tejeimèno, dhlad pìte èqoume Ôparxh kai monadikìthta.
6
To prìblhma Ôparxhc kai monadikìthtac gia ta sunoriak probl mata diafèrei apì to
antÐstoiqo gia ta probl mata arqik¸n tim¸n. Kai h diafor eÐnai sto ìti to omogenèc
sunoriakì prìblhma, dhlad to prìblhma
mporeÐ na èqei peiro pl joc lÔsewn kai ìqi mìno mhdenik lÔsh, ìpwc sthn perÐptwsh
omogenoÔc probl matoc arqik¸n tim¸n. An (12.5) èqei peiro pl joc lÔsewn, tìte lème
ìti briskìmaste pnw sthn idiotim tou probl matoc (12.5). Gia na perigryoume ìlec thc
dunatèc peript¸seic, ja jewr soume to akìloujo prìblhma
eÐnai kal¸c tejeimèno prìblhma, an kai mìno an to omogenèc prìbl ma (f = 0) èqei mìno
tetrimmènh lÔsh.
PARATHRHSH. An to omogenèc prìblhma (12.8) èqei lÔsh, tìte to prìbl ma
(12.8) me f 6≡ 0 mporeÐ na mhn èqei lÔsh. Sthn perÐptwsh ìtan aut uprqei, den èqoume
monadikìthta. Gia na uprqei lÔsh thc (12.8) sthn perÐptwsh, ìtan to omogenèc prìblhma
7
èqei mh tetrimmènh lÔsh, ja prèpei h f kai oi idiosunart seic tou telest L∗ , pou eÐnai
lÔseic tou omogenoÔc probl matoc gia ton telest L∗ , na ikanopoioÔn thn sunj kh or-
jogwniìthtac ston q¸ro C . Lème ìti u kai v ikanopoioÔn thn sunj kh orjogwniìthtac
ston q¸ro C an
x1
Z
(12.9) (u, v) = uvdx = 0
x0
LUSH. ParathroÔme ìti to omogenèc prìblhma (12.10) èqei lÔseic, pou dÐdontai apì
thn sqèsh y = c2 sinx. 'Ara an h (12.10) èqei lÔsh, tìte den eÐnai monadik . Gia na
katalboume, an uprqei lÔsh thc (12.10), ja prèpei na elègxoume thn proanaferìmenh
sunj kh orjogwniìthtac. ParathroÔme ìti L = L∗ , dhlad o telest c sthn (12.10) eÐnai
autosuzug c. 'Ara thn sunj kh orjogwniìthtac ja prèpei na elègxoume gia tic cosx kai
sinx. 'Eqoume,
Zπ Zπ
cos2 x ¯¯π
(12.11) cosxsinxdx = − cosxd(cosx) = − ¯ = 0.
2 0
0 0
xsinx xsinx
yµ = , y= + c1 cosx + c2 sinx.
2 2
'Ara antikajist¸ntac thn y stic sunoriakèc sunj kec , ja proume
xsinx
(12.14) y= + c2 sinx.
2
Apì thn (12.14) prokÔptei ìti h lÔsh tou probl matoc (12.10) eÐnai monoparametrik
oikogèneia.
8
SUNARTHSH GREEN
Ja asqolhjoÔme t¸ra me thn sunrthsh tou Green gia to prìblhma (12.1). Katarq n,
jewroÔme to prìblhma
(12.15) y 00 + p1 (x)y 0 + p2 (x)y = φ(x),
EÐnai pnta dunatìn na kataskeuasteÐ mia sunrthsh z(x), tètoia ¸ste na ikanopoieÐ thc
sunoriakèc sunj kec. Epomènwc gia thn u = y − z , ja proume èna prìblhma sunoriak¸n
tim¸n me omogeneÐc sunoriakèc sunj kec.
R
p1 (x)dx
Pollaplasizontac thn exÐswsh (12.15) me e , angoume aut n thn exÐswsh se
(12.18) (pG0 )0 + qG = 0
Bx0 G = Bx1 G = 0.
1
(12.19) G0 (s + 0, s) − G0 (s − 0, s) = .
p(s)
1
(12.20) [Gx (x, x − 0) − Gx (x, x + 0)] = .
p(x)
ORISMOS. H sunrthsh G(x, s) pou ikanopoièi tic sunj kec 1. - 4. onomzetai
sunrthsh tou Green tou probl matoc (12.17).
9
Ja kataskeusoume thn sunrthsh tou Green, èqontac duo grammik anexrthtec
eidikèc lÔseic thc omogenoÔc exÐswshc, me thn proôpìjesh ìti to omogenèc sunoriakì
prìblhma èqei mìno tetrimmènh lÔsh. JewroÔme thn
(12.21) (py 0 )0 + qy = 0.
'Estw y1 (x) eÐnai eidik lÔsh thc (12.21), pou ikanopoieÐ thn sunj kh Bx0 y1 (x) = 0. Apì
thn prohgoÔmenh proôpìjesh pou kname, prokÔptei ìti Bx1 y1 (x) 6= 0. EÐnai profanèc ìti
c1 y1 pli ikanopoieÐ kai thn exÐswsh kai thn sunoriak sunj kh sto aristerì kro. OmoÐ-
wc, ja broÔme thn y2 , h opoÐa eÐnai lÔsh thc (12.21), ikanopoieÐ thn sunj kh Bx1 y2 (x) = 0,
ìpou Bx0 y2 (x) 6= 0. Opoiad pote c2 y2 ja ikanopoieÐ kai thn exÐswsh kai thn sunoriak
sunj kh sto dexiì kro. Anazhtme thn sunrthsh tou Green se morf
c (s)y (x), x0 ≤ x ≤ s,
1 1
G(x, s) =
c (s)y (x),
2 2 s < x ≤ x1 .
Gia na ikanopoi soume thn 1., ja prèpei na dialèxoume tic c1 , c2 ètsi ¸ste
H orÐzousa autoÔ tou sust matoc eÐnai Ðsh me thn Bronskian W (y1 , y2 , s), ra diafèrei
apì to mhdèn. LÔnontac thn (12.22) wc proc c1 (s), c2 (s) ja broÔme kai thn G(x, s) h opoÐa
ja èqei thn morf
y2 (s)y1 (x) , x0 ≤ x ≤ s
W (s)p(s)
(12.23) G(x, s) =
y1 (s)y2 (x) , s < x ≤ x
W (s)p(s) 1
PARADEIGMA. BreÐte thn sunrthsh tou Green tou probl matoc sunoriak¸n tim¸n
Oi lÔseic thc antÐstoiqhc omogenoÔc exÐswshc oi opoÐec ikanopoioÔn tic sunj kec y(0) = 0
y(π/2) = 0 èqoun thn morf y1 (x) = sinx kai y2 (x) = cosx antÐstoiqa kai sÔmfwna me
thn (12.23)
−cos s sinx, 0≤x≤s
(12.24) G(x, s) =
−sin s cosx, s < x ≤ π/2,
epeid p ≡ 1, kai W (s) ≡ 1.
10
13 DIALEXH
PROBLHMATA ST U RM -LIOU V ILLE .
H exÐswsh Sturm-Liouville (sth sunèqeia S − L) èqei th morf
ìpou λ eÐnai parmetroc, p, q , ρ eÐnai pragmatikèc sunart seic tou x kai p > 0, ρ > 0. An
ja sumbolÐsoume me L ton diaforikì telest
Lu = −(pu0 )0 + qu,
Gia kje pragmatikì λ h diaforik èkfrash sthn (13.1) eÐnai autosuzug c. Gia na ex-
asfalÐsoume thn Ôparxh thc lÔshc, upojètoume ìti h q eÐnai suneqeÐc kai h p ∈ C 1 . H
exÐswsh (13.1) onomzetai omal , en p kai ρ eÐnai jetikèc sto kleistì disthma [x0 , x1 ],
kai oi sunoriakèc sunj kec èqoun th morf
Dhlad to disthma, sto opoÐo jewroÔme to prìblhma, eÐnai kleistì, fragmèno kai oi
sunoriakèc sunj kec mac dÐnontai kai sta duo kra tou [x0 , x1 ].
JewroÔme to prìblhma:
Lu = λρu,
β1 u(x1 ) + β2 u0 (x1 ) = 0,
11
O orismìc tou L∗ , prokÔptei apì thn
x1
Z
[vLu − uL∗ v]dx ≡ 0.
x0
'Ara
¯x1 ¯x 1
¯ ¯
(13.7) p0 (u0 v − uv 0 )¯ − (p00 − p1 )uv ¯ = 0.
x0 x0
Thn morf thc diaforik c èkfrashc tou L∗ paÐrnoume, oloklhr¸nontac kat mèrh to
R x1
x0 vLudx. 'Ara autì pou apomènei eÐnai na orÐsoume tic sunoriakèc sunj kec, oi opoÐec
prokÔptoun apì thn (13.7). An èqoume mia diaforik èkfrash thc morf c Lu = (pu0 )0 +qu,
tìte L∗ u = (pu0 )0 + qu. Dhlad h èkfrash eÐnai autosuzug c. Ja doÔme ti gÐnetai me tic
sunoriakèc sunj kec. An p00 = p1 (autosuzug c perÐptwsh) h (13.7) paÐrnei th morf (ed¸
p0 = p)
(13.8) p(x1 )(u0 (x1 )v(x1 ) − u(x1 )v 0 (x1 )) − p(x0 )(u0 (x0 )v(x0 ) − u(x0 )v 0 (x0 )) =
β1 α1
= p(x1 )(− u(x1 )v(x1 ) − u(x1 )v 0 (x1 )) − p(x0 )(− u(x0 )v(x0 ) − u(x0 )v 0 (x0 )),
β2 α2
ìpou h teleutaÐa isìthta prokÔptei apì tic sunoriakèc sunj kec (13.4). Anadiatzontac
touc ìrouc sthn (13.8), paÐrnoume
p(x1 )(u0 (x1 )v(x1 ) − u(x1 )v 0 (x1 )) − p(x0 )(u0 (x0 )v(x0 ) − u(x0 )v 0 (x0 )) =
12
ORISMOS. Lème ìti duo oloklhr¸simec sunart seic u, v ikanopoioÔn
thn sunj kh orjogwniìthtac wc proc thn sunrthsh brouc ρ(x), an
Z
(13.11) ρ(x)u(x)v(x)dx = 0,
l
AfoÔ upojèsame ìti h ρ eÐnai pragmatik , ra ρ = ρ̄. Ja parast soume thn u se morf
(13.15) u = u1 + iu2 ,
To olokl rwma sthn (13.17) eÐnai jetikì, afoÔ ρ > 0, u21 + u22 ≥ 0, ra o pargontac 2iν
prèpei na eÐnai mhdèn. Epomènwc to λ eÐnai pragmatikì.
JEWRHMA. An u1 kai u2 eÐnai duo idiosunart seic tou probl matoc S − L, pou
antistoiqoÔn se idiotimèc λ1 , λ2 , ìpou λ1 6= λ2 , tìte
Z1
(13.18) ρu1 u2 dx = 0.
0
13
PARADEIGMA. Na brejeÐ o telest c L∗ suzug c tou L, ìpou L orÐzetai apì tic
y 00 + xy 0 + y = 0,
y 0 (1) = 0.
¯1 Z1 ¯1 Z1 Z1 Z1
0 ¯ 0 ¯ 0
= y z ¯ − z dy + xyz ¯ − yzdx − yz xdx + yzdx =
0 0
0 0 0 0
¯1 ¯ Z1 Z1
¯ 0 ¯1
= y z ¯ − yz ¯ + y(1)z(1) + z ydx − yz 0 xdx =
0 00
0 0
0 0
Z1
0 0 0 0
y (1)z(1) − y (0)z(0) − y(1)z (1) + y(0)z (0) + y(1)z(1) + (z 00 − xz 0 )ydx.
0
0 0
Apì thn (13.19) brÐskoume y (1) = 0, y (0) = −y(0), ra h (13.20) ja prei th morf
Z1
(13.21) (zLy − yL∗ z)dx = y(0)z 0 (0) + y(0)z(0) + y(1)z(1) − y(1)z 0 (1) = 0.
0
Gia na mhdenisteÐ to dexÐ mèloc thc (13.21), h z ja prèpei na ikanopoieÐ tic akìloujec
sunoriakèc sunj kec
(13.22) z(0) + z 0 (0) = 0, z(1) − z 0 (1) = 0.
z 00 − xz 0 = 0,
z(0) + z 0 (0) = 0,
z(1) − z 0 (1) = 0.
èqei toulqiston mia jetik idiotim kai den èqei arnhtikèc idiotimèc.
LUSH. 'Estw λ < 0. Tìte h exÐswsh sthn (13.23) mporeÐ na grafeÐ se morf
(13.24) y 00 − |λ|xy = 0.
14
AfoÔ −|λ|x ≤ 0 sto [0, 1], h exÐswsh y 00 = 0, apì to je¸rhma tou Sturm, ja prèpei na èqei
toulqiston èna mhdenikì anmesa se duo diadoqik shmeÐa mhdenismoÔ thc (13.24). AfoÔ
y(0) = y(1) = 0, sto [0, 1] ja prèpei na uprqei toulqiston èna mhdenikì opoiasd pote
lÔshc thc y 00 = 0, ìpou autì, bèbaia, den isqÔei. 'Ara to prìblhma (13.23) den èqei
arnhtikèc idiotimèc. 'Estw t¸ra λ > 0. Apì to je¸rhma Ôparxhc kai monadikìthtac
prokÔptei, ìti to prìblhma arqik¸n tim¸n
(13.25) y 00 + λxy = 0,
y(0) = 0, y 0 (0) = α 6= 0
èqei mia kai monadik lÔsh gia stajerèc λ, α. Ja sumbolÐsoume me yα thn lÔsh tou
probl matoc (13.25). JewroÔme thn exÐswsh sthn (13.25) sto disthma x ≥ ². 'Estw
µ = λ². SugkrÐnontac tic exis¸seic y 00 + λxy = 0 kai y 00 + µy = 0, kai qrhsimopoi¸ntac to
je¸rhma tou Sturm, katal goume sto sumpèrasma, ìti anmesa se duo diadoqik shmeÐa
mhdenismoÔ thc lÔshc thc teleutaÐac exÐswshc, ja prèpei na brÐsketai toulqiston èna
√
mhdenikì thc pr¸thc. LÔnontac thn y 00 +µy = 0, ja proume y = cos µx, ìpou h apìstash
metaxÔ twn duo mhdenik¸n thc y eÐnai Ðsh me |x2 − x1 | = √π . 'Ara, gia pardeigma, sto
µ
π
disthma √ , 3π
√ ],
2 µ 2 µ
upì thn proôpìjesh ìti π
√
2 µ
> ε ja prèpei na mhdenÐzetai h lÔsh thc
(13.25). 'Estw yα (x∗ ) = 0, ra yα ja eÐnai lÔsh thc
ParathroÔme ìti en gia kpoio α èqoume yα (x∗ ) = 0, tìte gia opoiod pote β h lÔsh yβ
thc (13.25) ja ikanopoieÐ thn yβ (x∗ ) = 0. Prgmati en yα eÐnai lÔsh thc (13.25), tìte
β
yβ (x) ≡ y (x) ja eÐnai lÔsh thc exÐswshc
α α
sthn (13.25) kai ja ikanopoieÐ tic sunj kec
β
yβ (0) ≡ y (0) = 0, yβ (x∗ ) ≡ αβ yα (x∗ ) = β
α α
x
Ja kataskeusoume thn lÔsh tou probl matoc (13.23). 'Estw z = x∗
. Epomènwc
z(0) = 0, z(x∗ ) = 1. 'Estw yα (x) = u(z(x)). UpologÐzoume tic parag¸gouc thc yα (x)
1 0 1 00
yα0 = u (z), yα00 = u (z),
x∗ x∗2
ra h u ikanopoieÐ thn exÐswsh u00 + λx∗3 zu = 0. SumbolÐzontac me λx∗3 = ν , ja proume
ìti h u ikanopoieÐ thn
(13.27) y 00 + λy = 0,
15
(13.28) y(0) = y(π) = 0,
α1 u(x0 ) + α2 u0 (x0 ) = 0,
β1 u(x1 ) + β2 u0 (x1 ) = 0.
14 DIALEXH
JEWRIA EUSTAJEIAS.
JewroÔme to akìloujo sÔsthma diaforik¸n exis¸sewn
x(t0 ) = x0 ,
16
ìpou x = (x1 , . . . , xn ), Φ(t, x) = (Φ1 (t, x), . . . , Φn (t, x)), x(t0 ) = x0 = (x01 , . . . , x0n ). EÐnai
gnwstì ìti stic efarmogèc oi arqikèc sunj kec eÐnai to apotèlesma upologismoÔ sthn
arqik stigm t = t0 twn dedomènwn enìc fusikoÔ fainomènou kai den mporoÔn na upolo-
gistoÔn me apìluth akrÐbeia. Ta mikr sflmata ston upologismì twn arqik¸n dedomènwn
mporoÔn na mac odhg soun se mia lÔsh teleÐwc diaforetik apì ekeÐnh pou yqnoume.
Gia tic efarmogèc eÐnai shmantikì na orÐsoume tic sunj kec, upì tic opoÐec oi mikrèc di-
ataraqèc twn arqik¸n dedomènwn prokaloÔn mikrèc diataraqèc thc lÔshc. An to t metabl-
letai se kpoio peperasmèno disthma [t0 , T ], h apnthsh dÐnetai apì to je¸rhma suneqoÔc
exrthshc thc lÔshc apì ta arqik dedomèna. An to t mporeÐ na paÐrnei osod pote meglec
timèc, tìte me aut ta probl mata asqoleÐtai h jewrÐa eustjeiac.
ORISMOS. H lÔsh φ(t) thc (14.1) onomzetai eustaj c kat Lyapunov , an gia kje
² > 0 uprqei δ(²), tètoio ¸ste gia opoiad pote lÔsh x(t) thc (14.1), h arqik tim thc
opoÐac ikanopoieÐ thn h anisìthta
17
ra eÐnai asumptwtik eustaj c.
PARADEIGMA. JewroÔme to prìblhma arqik¸n tim¸n
(14.6) x0 = a2 x, a 6= 0, x(t0 ) = x0 .
kai blèpoume ìti eÐnai adÔnaton na brejeÐ tètoio δ gia na eÐnai h (14.8) mikrìterh tou ² gia
ìla ta t ≥ t0 .
Melèth thc eustjeiac miac lÔshc x̄(t) thc (14.1) mporeÐ na anaqjeÐ sthn melèth thc
eustjeiac thc tetrimmènhc lÔshc (lÔshc isorropÐac). Ja knoume allag metablht c
ìpou ousiastik y(t) eÐnai h apìklish thc x(t), pou an kei sto sÔnolo twn lÔsewn thc
(14.1), apì thn lÔsh x̄(t) upì melèth. Met thn allag h (14.1) ja prei th morf
dy dx̄
(14.9) = − + Φ(t, y + x̄).
dt dt
EÐnai profanèc ìti sthn x(t) = x̄(t), pou eÐnai lÔsh thc (14.1), antistoiqeÐ h lÔsh y ≡ 0
thc (14.9). Ja deÐxoume aut th sqèsh qrhsimopoi¸ntac to prohgoÔmeno pardeigma.
SumbolÐzoume me y(t) = x(t) − x1 (t). 'Ara y(t) eÐnai lÔsh tou probl matoc y 0 = −a2 y ,
y(t0 ) = x0 − x01 . ApodeÐxame ìti en |x0 − x01 | < δ , tìte |x(t) − x1 (t)| < ε, alli¸c,
en |y(t0 )| < δ , tìte |y(t)| < ε. Dhlad gia na eÐnai h x(t) eustaj c ja prèpei apì thn
|y(t0 )| < δ na prokÔptei |y(t)| < ε. H sunrthsh z(t) ≡ 0 eÐnai lÔsh tou probl matoc
z 0 = −a2 z , z(t0 ) = 0. ParathroÔme ìti gia na eÐnai eustaj c h lÔsh z(t) ≡ 0 ja prèpei
gia opoiad pote y(t), pou eÐnai lÔsh thc Ðdiac exÐswshc, apì thn |y(t0 ) − 0| = |y(t0 )| < δ
na prokÔptei |y(t) − 0| = |y(t)| < ε. 'Ara apì thn eustjeia thc lÔshc x = x(t) prokÔptei
h eustjeia thc lÔshc z ≡ 0 kai antistrìfwc. Dhlad mporoÔme na antikatast soume
thn melèth thc eustjeiac thc lÔshc x = x(t) me thn melèth thc eustjeiac thc lÔshc
isorropÐac z ≡ 0.
H lÔsh thc (14.1) x = φ(t) eÐnai mia dianusmatik sunrthsh, pou mporeÐ na jewrhjeÐ
wc parametrik anaparstash miac kampÔlhc sto epÐpedo x = (x1 , . . . , xn ). MporoÔme
na thn jewroÔme wc troqi diadrom , pou akoloujeÐtai apì èna kinoÔmeno swmatÐdio,
18
tou opoÐou h taqÔthta kajorÐzetai apì thn diaforik exÐswsh. To epÐpedo (x1 , . . . , xn )
apokaleÐtai pedÐo fsewn, kai èna antiproswpeutikì sÔnolo apì troqièc anafèretai wc
eikìna fsewn.
EUSTAJEIA TWN LUSEWN ISORROPIAS TWN
GRAMMIKWN SUSTHMATWN
Ja asqolhjoÔme me thn eustjeia thc lÔshc isorropÐac enìc grammikoÔ kai omogenoÔc
sust matoc pr¸thc txhc me stajeroÔc suntelestèc se didistato pedÐo fsewn. Jew-
roÔme to sÔsthma
dx = a x + a y,
dt 11 12
(14.10)
dy = a x + a y,
dt 21 22
H eustjeia thc lÔshc isorropÐac exarttai apì tic idiotimèc tou pÐnaka suntelest¸n
thc (14.10). Anazhtme thn lÔsh thc (14.10) se morf x = b1 ekt , y = b2 ekt . Gia na
prosdiorÐsoume to k , prèpei na broÔme tic rÐzec tou qarakthristikoÔ poluwnÔmou
¯ ¯
¯ ¯
¯ a11 − k a12 ¯
¯ ¯ = 0, =⇒ k 2 − (a11 + a22 )k + (a11 a22 − a21 a12 ) = 0.
¯ ¯
¯ a21 a22 − k ¯
19
dièrqetai apì to γ . Dhlad ìlec oi lÔseic
proseggÐzoun thn lÔsh isorropÐac efaptomenik
wc proc to γ , ektìc apì ekeÐnec, pou
xekinoÔn akrib¸c apì thn eujeÐa, pou dièrqetai
apì to b. Prgmati, en h lÔsh xekin apì
to b, tìte c2 = 0. 'Ara x = c1 b1 ek1 t , y = c1 b2 ek1 t
b2
kai y = b1
x. Epomènwc h troqi se aut
b2
th perÐptwsh eÐnai h eujeÐa y = b1
x sto pedÐo
fsewn. Kai, kaj¸c t → ∞, aut h lÔsh
plhsizei thn lÔsh isorropÐac kat m koc aut c
thc eujeÐac. H lÔsh isorropÐac se aut th
perÐptwsh onomzetai kìmboc kombik katabìjra.
'Estw k1 > 0, k2 > 0. H troqièc se aut th perÐptwsh èqoun to Ðdio sq ma me tic
troqièc thc prohgoÔmenhc perÐptwshc, all h dieÔjunsh kÐnhshc eÐnai antÐjeth, dhlad oi
troqièc apomakrÔnontai apì to shmeÐo isorropÐac. Kai to shmeÐo isorropÐac eÐnai astaj c
kai onomzetai kombik phg .
PerÐptwsh 2. Eterìshmec pragmatikèc idiotimèc.
Ed¸ èqoume k1 > 0, k2 < 0. An h lÔsh xekin
apì to arqikì shmeÐo pnw sthn eujeÐa,
pou dièrqetai apì to γ , tìte c1 = 0 kai sunep¸c
|z| → 0, kaj¸c t → ∞. H lÔsh paramènei
pnw se aut n thn eujeÐa. An h lÔsh xekin apì
to arqikì shmeÐo pnw sthn eujeÐa, pou
dièrqetai apì to b, tìte h lÔsh, paramènontac se
aut n thn eujeÐa, teÐnei sto peiro, kaj¸c
t → ∞. Sth genik perÐptwsh, afoÔ o ìroc me
jetikì k eÐnai kurÐarqoc gia megla t, ìlec
oi lÔseic plhsizoun to peiro asumptwtik wc
proc thn eujeÐa, pou prosdiorÐzetai apì to
idiodinusma pou antistoiqeÐ sthn jetik idiotim .
H arq twn axìnwn, dhlad to shmeÐo
isorropÐac, kaleÐtai se aut th perÐptwsh
sagmatikì shmeÐo kai oi lÔseic
sumperifèrontai ìpwc sto sq ma.
PerÐptwsh 3. 'Isec idiotimèc.
Upojètoume ìti k1 = k2 = k . Ja exetsoume thn perÐptwsh, ìpou k < 0. En k > 0, oi
20
troqièc ja eÐnai Ðdiec, all h dieÔjunsh kÐnhshc ja èqei thn antÐjeth for. Se dipl rÐza
k mporoÔn na antistoiqoÔn duo anexrthta idiodianÔsmata, tìte h genik lÔsh ja prei th
morf
(14.14) x = [c1 b1 + c2 γ1 ]ekt , y = [c1 b2 + c2 γ2 ]ekt ,
ìpou b kai γ eÐnai ta anexrthta idiodianÔsmata pou antistoiqoÔn sto k . EpÐshc, mporeÐ
na sumbeÐ ìti se k antistoiqeÐ èna idiodinusma, tìte h genik lÔsh ja prei th morf
(14.17) x = eλt (c1 cosµt + c2 sinµt), y = eλt (c∗1 cosµt + c∗2 sinµt),
21
èqoume lim |z| = 0, kai to shmeÐo isorropÐac eÐnai asumptwtik
t→∞
eustajèc. An λ > 0, tìte lim |z| = ∞, kai to shmeÐo
t→∞
isorropÐac eÐnai astajèc. Gia na prosdiorÐsoume to sq ma, pou
èqoun oi troqièc se aut th perÐptwsh, ja persoume stic
polikèc suntetagmènec, pou dÐnontai apì tic
r 2 = x2 + y 2 , tan θ = y/x.
(14.20) θ0 = −µ =⇒ θ = −µt + c2 .
(14.21) r0 = 0 =⇒ r = c, θ0 = −µ =⇒ θ = −µt + θ0 .
Kai ètsi katal goume stic kuklikèc troqièc me kèntro to shmeÐo isorropÐac, to opoÐo
apokaleÐtai kèntro. Oi kuklikèc troqièc eÐnai dexiìstrofec, an µ > 0, kai aristerìstrofec,
an µ < 0. 'Olec h lÔseic ed¸ eÐnai periodikèc me perÐodo 2π/n. To kèntro eÐnai eustajèc,
all ìqi asumptwtik eustajèc. Ja apodeÐxoume ìti, genik¸c, oi troqièc, ìtan oi idiotimèc
tou pÐnaka suntelest¸n eÐnai fantastikèc, eÐnai elleÐyeic. Prgmati, ,èstw
dx
(14.22) = a11 x + a12 y,
dt
22
dy
= a21 x + a22 y.
dt
EÐnai eÔkolo na apodeiqjeÐ ìti, afoÔ h qarakthristik exÐswsh èqei th morf
epeid q
−(a11 + a22 ) ± (a11 + a22 )2 − 4(a11 a22 − a12 a21
k1,2 = = ±iµ.
2
H (14.22) mporeÐ na grafteÐ se morf
dy a21 x + a22 y
(14.24) = =⇒ (a21 x + a22 y)dx − (a11 x + a12 y)dy = 0.
dx a11 x + a12 y
'Estw P = a21 x + a22 y , Q = −a11 x − a12 y . 'Ara
Py = a22 = −a11 = Qx , epomènwc h (14.24)
eÐnai akrib c diaforik exÐswsh kai mporeÐ
na parastajeÐ se morf dφ = 0,
23
isorropÐac x ≡ 0, y ≡ 0 eÐnai eustajèc, all ìqi asumptwtik eustajèc. An k2 > 0, tìte
to shmeÐo isorropÐac x ≡ 0, y ≡ 0 eÐnai astajèc shmeÐo isorropÐac.
'Estw k1 = k2 = 0. Ed¸ èqoume duo pijanèc peript¸seic:
1. h genik lÔsh èqei th morf x = c1 , y = c2 , kai ìla ta shmeÐa eÐnai shmeÐa isorropÐac,
kai ìlec h lÔseic eÐnai eustajeÐc,
2. h genik lÔsh èqei th morf
x = c1 + c2 t, y = c∗1 + c∗2 t,
ìpou c∗1 , c∗2 eÐnai aujaÐretoi grammik sunduasmoÐ twn c1 , c2 . Tìte to shmeÐo isorropÐac
x ≡ 0, y ≡ 0 eÐnai astajèc.
PARADEIGMA. TaxinomeÐste to shmeÐo isorropÐac tou sust matoc
dx dy
(14.27) = x − y, = 2x + 3y.
dt dt
LUSH. H qarakthristik exÐswsh thc (14.27) èqei th morf
¯ ¯
¯ ¯
¯ 1−k −1 ¯
(14.28) ¯ ¯ = 0 =⇒ k 2 − 4k + 5 = 0.
¯ ¯
¯ 2 3−k ¯
H rÐzec eÐnai oi k1,2 = 2 ± i. Epomènwc h genik lÔsh ja eÐnai h
(14.29) x = c1 e2t cost + c2 e2t sint, y = c∗1 e2t cost + c∗2 e2t sint.
Apì thn (14.30) prokÔptei ìti to shmeÐo isorropÐac eÐnai astajèc speiroeidèc shmeÐo.
PARADEIGMA. JewroÔme thn exÐswsh x00 = −a2 x − 2bx0 , ìpou aut h exÐswsh
perigrfei tic elastikèc talant¸seic me apìsbesh. Ed¸ 2b eÐnai o legìmenoc suntelest c
apìsbeshc. Angontac thn exÐswsh aut se èna sÔsthma exis¸sewn, jètontac x0 = y ,
katal goume sto sÔsthma
(14.31) x0 = y, y 0 = −a2 x − 2by.
24
√
2. b2 − a2 ≥ 0, b > 0. 'Ara −b ± b2 − a2 < 0, epomènwc to shmeÐo isorropÐac eÐnai
asumptwtik eustajèc kìmboc (kombik katabìjra).
ìpou h Φ(t, x) eÐnai thc klsewc C 1 sthn ²-perioq thc arq c twn axìnwn. 'Opwc kai pro-
hgoumènwc, ja diereun soume thn sumperifor twn troqi¸n tou sust matoc (14.32) kont
sto shmeÐo isorropÐac x ≡ 0. Ja melet soume to sÔsthma (14.32), proseggÐzontc to me
èna katllhlo grammikì sÔsthma. Katarq n ja doÔme th shmaÐnei gia èna mh grammikì
sÔsthma tÔpou (14.32) na eÐnai kont se èna grammikì. Upojètoume ìti h Φ(t, x) sthn
²-perioq thc arq c twn axìnwn èqei th morf
ìpou A eÐnai pÐnakac me stajeroÔc suntelestèc, kai ìti x ≡ 0 eÐnai memonwmèno shmeÐo isor-
ropÐac. Epiplèon, upojètoume ìti detA 6= 0, ètsi ¸ste to x ≡ 0 eÐnai epÐshc memonwmèno
shmeÐo isorropÐac tou grammikoÔ sust matoc
(14.34) x0 = Ax.
(14.35) x0 = Ax + g(t, x)
kont sto sÔsthma (14.34), prèpei na upojèsoume ìti h g eÐnai mikr , dhlad èqei suneqeÐc
merikèc parag¸gouc kai ikanopoieÐ thn sunj kh
(14.36) ||g||/||x|| → 0, x → 0.
25
dÐnoun kal prosèggish twn lÔsewn tou mh grammikoÔ sthn ²-perioq thc arq c twn axìn-
wn.
JEWRHMA. Upojètoume ìti to sÔsthma (14.32) angetai sto (14.35), ìpou g ikanopoieÐ
thn (14.36).
An ìlec oi rÐzec thc qarakthristik c exÐswshc
det(A − λI) = 0,
ìpou I eÐnai o monadiaÐoc pÐnakac, èqoun arnhtik pragmatik mèrh, tìte to shmeÐo isor-
ropÐac x ≡ 0 eÐnai asumptwtik eustajèc kai gia ta duo sust mata (14.34) kai (14.32).
An toulqiston mia rÐza thc qarakthristik c exÐswshc èqei jetikì pragmatikì mèroc,
tìte to shmeÐo isorropÐac eÐnai astajèc.
PARATHRHSH. To je¸rhma den mporeÐ na efarmosteÐ sthn perÐptwsh, an toulqis-
ton mia rÐza thc qarakthristik c exÐswshc èqei pragmatikì mèroc
Ðso me mhdèn.
PARADEIGMA. Exetste thn eustjeia tou shmeÐou isorropÐac x ≡ 0, y ≡ 0 tou
sust matoc
(14.37) x0 = x − y + x2 + y 2 sint, y0 = x + y − y2.
x2 + y 2 sin t −y 2
(14.39) lim √ 2 = lim √ = 0.
(x,y)→0 x + y2 (x,y)→0 x2 + y 2
Apì thn (14.39) prokÔptei ìti to antÐstoiqo grammikì sÔsthma ja prei th morf
(14.40) x0 = x − y, y 0 = x + y.
26
LUSH. O mh grammikìc ìroc g = (8sin y, −ex −cos y) den ikanopoieÐ thn (14.36). Prgmati,
sin y
lim = ∞.
y→0 y 2
Autì pou prèpei na knoume ed¸ eÐnai na qrhsimopoi soume ta anaptÔgmata tou T aylor
me kèntro to shmeÐo (0, 0)
2 − ex − 3y − cos y = 2 − (1 + x + x2 /2 + · · ·) − 3y − (1 − x2 /2 + · · ·) = −x − 3y + O(x2 + y 2 ).
27