1

A. LOI CU HI 1 IM


Cu 1:

Cho hm bin phc ( ) z cos z f
2
= , tnh ( ) i f
'
.

Bi gii:
Ta c: ( ) ( ) ( ) ( ) z sin z sin z cos z cos z cos z cos z f 2 2 2
2
= =
'
=
'
= '
Vy: ( ) ( ) i sin i f z sin z f 2 2 = ' = '

Cu 2:
Cho hm bin phc ( )
z
e z f
2
= , tnh
|
.
|

\
| t
3
i
f
'
.
Bi gii:
Ta c: ( ) ( )
z 2
e 2
z 2
e z 2
z 2
e z f =
'
=
'
|
.
|

\
|
= '
Vy: ( )
3
i 2
e 2
3
i
2
e 2
3
i
f
z 2
e 2 z f
t
=
t
=
|
.
|

\
| t
' = '

3 i 1
3
2
sin i
3
2
cos 2 + = |
.
|

\
| t
+
t
=

Cu 3:

Cho hm bin phc ( ) z f , tho mn ( ) 1 6 = z z f
'
v ( ) i i f 9 1 = + .

Bi gii:

T: ( ) ( ) ( ) ( ) c z z c z
z
dz z dz z f z f z z f + = + = = = =
} }
2
2
' '
3
2
6
1 6 1 6
( ) c z z z f + =
2
3
( ) ( ) ( ) ( ) c i c i i i c i i i f + = + + + = + + + = + 1 5 1 2 1 3 1 1 3 1
2 2

m ( ) 1 4 9 1 5 9 1 + = = + = + i c i c i i i f
Vy: ( ) 1 4 3 3
2 2
+ + = + = i z z c z z z f






2

Cu 4:

Tm bin i Laplace F(s) = L {tsin3t}.

Bi gii:
p dng: ( ) { } ( ) ( ) s X
n
ds
n
d
n
1 t x
n
t L =
Ta c: { } ( )
( )
2
2
2 2
9
6
3
3
2
3
2
3
ds
d
1 3 sin .
+
=
'
|
.
|

\
|
+
=
|
|
.
|

\
|
+
=
s
s
s
s
t t L
Vy: ( )
2 4
9
6
s s
s
s F
+
=

Cu 5:

Tm bin i Laplace F(s) = L {e
-2t
cos
2
2tsin3t}.

Bi gii:
Ta c: ( ) t t t t 3 sin 4 cos 1
2
1
3 sin 2 cos
2
+ =
( ) t t t 4 cos 3 sin
2
1
3 sin
2
1
+ =
( ) t t t sin 7 sin
2
1
2
1
3 sin
2
1
+ =
Vy: ( ) { } { } { } t e L t e L t e L s F
t t t
sin
4
1
7 sin
4
1
3 sin
2
1
2 2 2
+ + =
( ) ( ) ( )
2 2 2 2 2 2
1 2
1
4
1
7 2
7
4
1
3 2
3
2
1
+ +
+
+ +
+
+ +
=
s s s



Cu 6:

Tm bin i Laplace F(s) = L {e
-4t
sin
2
3t}.

Bi gii:

Ta c: ( ) { }
)
`

|
.
|

\
|
= =

2
6 cos 1
3 sin
4 2 4
t
e L t e L s F
t t

{ } { } t e L e L
t t
6 cos
2
1
2
1
4 4
=
( )
( )
2 2
6 4
4
2
1
4
1
2
1
+ +
+

+
=
s
s
s

3


Cu 7:

Tm bin i Laplace F(s) = L { t
3
e
-2t
}.

Bi gii:

Ta c: ( ) { }
( )
4 3
3
2 3
2
6
2
1
+
= |
.
|

\
|
+
= =

s
s ds
d
e t L s F
t



Cu 8:

Tm bin i Laplace F(s) = L {(4cos3t 5sin2t)ch2t}.

Bi gii:
Ta c: ( ) { }
)
`

+
= =

2
e
5sin2t) - (4cos3t t 5sin2t)ch2 - (4cos3t
2 2t t
e
L L s F
{ } { } { } { } sin2t e
2
5
- sin2t e
2
5
- cos3t e
2
4
cos3t e
2
4
2t - 2t 2t - 2t
L L L L + =
( )
( )
( )
( ) ( ) ( ) 4 2
2
2
5
4 2
2
2
5
9 2
2
2
4
9 2
2
2
4
2 2 2 2
+ +

+ +
+
+
+

=
s s s
s
s
s


Cu 9:

Tnh
( ) ( )
( ) 3
4 5 4 7
I
I I
.
Bi gii:
Ta c:
( ) ( )
( )
( ) ( )
( )
( ) ( ) ( ) ( )
! ! 2
4 1
4
1
4 3
4
3
2
4 1
4
1
4 3
4
3
1 2
4 1 1 4 3 1
3
4 5 4 7
I I
=
I I
=
+ I
+ I + I
=
I
I I

( ) ( )
2 16
3
2
2
2
16
3
2
2
2
16
3
2
4
3
16
3
1 2
4 3 1 4 3
16
3
t
=
t

=
t

=
t
t

=
I I
=
sin
.








4
Cu 10:

Tnh
( ) ( )
( ) 2 9
2 3 3
I
I I
.
Bi gii:
Ta c:
( ) ( )
( )
( ) ( )
( )
( )
( )
105
16
7 5 3 1
16
7
2
2
1 4 2
2 1
2
1
2
2 1 4
2 1 1 1 2
2 9
2 3 3
4
4
= =
t
t
=
t
I
=
+ I
+ I + I
=
I
I I
. . .
! ! ! ! .
!


Cu 11:
S dng hm Gamma tnh tch phn dx e x
x
}

0
2 8
.
Bi gii:

t 2x = t; dx = 1/2dt.
Ta c: ( ) 9
2
1
2.2
1
2 2
1

9
0
8
8
0
8
0
2 8
I = = |
.
|

\
|
=
} } }

dt e t dt e
t
dx e x
t t x

( )
9 9
2
! 8
1 8
2
1
= + I =

Cu 12:

Cho x(t) = 2t, 0 < t < 2. Tm khai trin Fourier ca x(t) theo cc hm cos

Bi gii:

Ta c: ( ) ( ) ( ) t
n
cos
n
t x
n
n
2
4
1 1 2
1
2 2
t
t
+ =

=



Cu 13:

Cho x(t) = 2t, 0 < t < 2. Tm khai trin Fourier ca x(t) theo cc hm sin

Bi gii:

Ta c: ( ) ( ) ( ) t
n
sin
n
t x
n
n
2
2
1 1
1
t
t
=

=





5
Cu 14:

Tm bin i Z ca cc dy tn hiu sau: x(n) = e
-3n
u(n).

Bi gii:
Ta c: ( ) ( ) ( )
1 z e
z e
z e
1
z e z n x z X
3
3
0 n
n
3
0 n
n 3n n
n

= |
.
|

\
|
= = =


=

=
, ,z,> e
-3

Vy: ( )
1 z e
z e
z X
3
3

= , ,z,> e
-3


Cu 15:

Tm bin i Z ca cc dy tn hiu sau: x(n) = e
-3(n -1)
u(n).

Bi gii:
Ta c: ( ) ( )
( )
( ) ( )
n


=

=
|
.
|

\
|
= = = =
0 n
3
3
0 n
n 3n 3
0 n
n 1 n 3 n
n
z e
1
e z e e z e z n x z X
1 1
3
6
3
3 3

=
z e
z e
z e
z e e
, ,z,> e
-3

Vy: ( )
1
3
6

=
z e
z e
z X , ,z,> e
-3


Cu 16:
Tm bin i Fourier ca dy tn hiu sau: x(n) = 5
-n
u(n).

Bi gii:
Ta c: ( ) ( ) ( )
nf i
e z
z X
f i
e
f i
e
f i
e
n
n
f i
e
nf i
e
n
n x f X
t
=
=

t
t
=
t

=
|
.
|

\
| t
=
t

=
=
.
2
1
2
5
2
5
2
5
1
1
1
0
2
5
2


Cu 17:
Tm bin i Fourier ca dy tn hiu sau: x(n) = 2
-n +1
u(n).

Bi gii:
Ta c:
( ) ( ) ( )
nf i
e z
z X
f i
e
f i
e
f i
e
n
n
f i
e
nf i
e
n
n x f X
t
=
=

t
t
=
t

=
|
.
|

\
| t
=
t

=
=
.
2
1
2
2
2
4
2
2
1
1
2
0
2
2
2





6
B. LOI CU HI 2 IM

Cu 1:
Tm hm phc kh vi f (z) (vit cng thc theo z ), bit rng
f(z) = U(x,y) + iV(x,y) c phn thc
U(x,y) = x
2
y
2
+ 3e
-2y
cos2x + 3y, vi z = x + iy.
Bi gii:
hm f(z) l hm phc kh vi ta phi c:
( ) ( ) ( )
( ) ( ) ( )

c
c
=
c
c
c
c
=
c
c
2 , ,
1 , ,
y x
x
v
y x
y
u
y x
y
v
y x
x
u

Ta c: ( ) ( ) 3 2 sin 6 2 ,
2
x e x y x
x
u
y
=
c
c

( ) ( ) 4 3 2 cos 6 2 ,
2
+ =
c
c

x e y y x
y
u
y

T (2) v (4) suy ra V(x,y) = 2xy + 3e
-2y
sin2x.-3x + C
f(z) = x
2
y
2
+ 3e
-2y
cos2x + 3y +i2xy + i3e
-2y
sin2x-i3x +Ci
( ) ( ) ( ) iCi ix y y x e y xy i x
y
+ + + + + =

2 sin 2 cos 3 2
2 2 2

( ) ( ) Ci iy x i e e iy x
x i y
+ + + + =

3 3
2 2 2

Ci iZ e Z
iZ
+ + = 3 3
2 2


Cu 2:

Tm hm phc gii tch f (z) (vit cng thc theo z ), bit rng
f(z) = U(x,y) + iV(x,y) c phn o
3 2x 6xy - cosx 3e
x
x
y) V(x,
y -
2 2
+ + +
+
=
y
, vi z = x + iy.
Bi gii:

hm f(z) l hm phc kh vi ta phi c:
( ) ( ) ( ) 1 , , y x
y
v
y x
x
u
c
c
=
c
c

Ta c: ( )
( )
( ) 2 6x - cosx 3e
x
2xy -
,
y -
2
2 2

+
=
c
c
y
y x
y
v

T (1) v (2) suy ra ( )
2 y -
2 2
3x - sinx 3e
x
y
,
+
=
y
y x U
( )
|
|
.
|

\
|
+ + +
+
+
+
= 3 2x 6xy - cosx 3e
x
x
i 3x - sinx 3e
x
x
y -
2 2
2 y -
2 2
y y
z f
vi z = x + iy.
C th tip tc nh cu 1

7
Cu 3:
Tm hm phc kh vi f (z) (vit cng thc theo z = x + iy), bit rng
f(z) = U(x,y) + iV(x,y) c phn thc
U(x,y) = e
-x
(xcos y + ysin y) v F(0) = i.
Bi gii:
Ta c: ( ) y cos e y) ysin y (xcos e ,
x - x -
+ + =
c
c
y x
x
u

hm f(z) l hm phc kh vi ta phi c:
( ) ( ) y x
y
v
y x
x
u
, ,
c
c
=
c
c

( ) ( ) y , x
y
v
y cos e y ysin e y xcos e y , x
x
u
x - x - x -
c
c
= + =
c
c

siny e y sin e y ycos e xsiny e V
-x -x -x -x
+ + =
( ) xsiny - y ycos e
-x
=
( ) ( ) ( ) xsiny - y ycos e i ysiny - y xcos e z f
-x -x
+ =
vi z = x + iy.
C th tip tc nh cu 1

Cu 4:

S dng hm s Bta hy tnh tch phn: dx
gx
x
I
}
=
2
0
2
cot
2 sin
t

Bi gii:

Ta c:
( )
} } }
H

H H
= = =
2
0
1
4
7
2 1
4
5
2
2
0
2
5
2
3
2
2
1
2
1
2
2 2 4
2
xdx sin x cos xdx sin x cos dx
x sin
x cos
x cos x sin
I
o

Vy:
( ) ( ) 1 2
1
1
3
1
4
1
2
3
4
7
4
5
2
4
7
4
5
4
7
4
5
2
4
7
4
5
2
+ I
|
.
|

\
|
+ I
|
.
|

\
|
+ I
=
I
|
.
|

\
|
I
|
.
|

\
|
I
=
|
.
|

\
|
+ I
|
.
|

\
|
I
|
.
|

\
|
I
=
|
.
|

\
|
B = , I


2 8
3
! 2
4
sin
4
3
4
1
2
! 2
4
1
1
4
1
4
3
4
1
2
! 2
4
3
4
3
4
1
4
1
2 I
t
=
|
|
|
|
.
|

\
|
H
H
=
|
.
|

\
|
I |
.
|

\
|
I
=
|
.
|

\
|
I |
.
|

\
|
I
=




8
Cu 5:
S dng hm s Bta hy tnh tch phn: dx
tgx
x cos
I
}
t
=
2
0
2
.
Bi gii:
Ta c: ( ) xdx sin x cos 1 x cos 2 I
2
1
2
1 2
o
2

H
}
=
} }
H

=
2
0
2
1
2
1 2
0
2
1
2
5
xdx sin x cos xdx sin x cos 2
} }
H

H

=
2
0
1
4
1
2 1
4
3
2
2
0
1
4
1
2 1
4
7
2
2
1
2 2 xdx sin x cos xdx sin x cos
Vy: =
|
.
|

\
|
+ I
|
.
|

\
|
I
|
.
|

\
|
I

|
.
|

\
|
+ I
|
.
|

\
|
I
|
.
|

\
|
I
= |
.
|

\
|
B |
.
|

\
|
B =
4
1
4
3
4
1
4
3
2
1
4
1
4
7
4
1
4
7
4
1
4
3
2
1
4
1
4
7
, , I

( )
t =
t

t
=
t

t
t
=
t
t

I
|
.
|

\
|
I
|
.
|

\
|
I
= 2
2
2
2
3
2
2
4
3
4
3
4
3
2
2
4
1
4
3
4
3
sin sin
I

Cu 6:

S dng hm s Bta hy tnh tch phn: dx x cos gx cot . I
}
t
=
2
0
2
3
2 .
Bi gii:
Ta c:
( )
} } }
}
H

+ =
+ =
2
0
3
1
3
1
2
0
3
1
3
7
2
0
3
1
3
13
2
2 4
3
1
3
1
4 4
1 4 4
xdx sin x cos xdx sin x cos xdx sin x cos
dx x cos x cos x sin x cos I
o

Vy:
|
.
|

\
|
B + |
.
|

\
|
B |
.
|

\
|
B =
6
2
,
6
4
2
1
6
2
,
6
10
2
6
2
,
6
16
2 I

( ) ( ) ( ) 1 2
6
2
6
4
2
6
2
6
10
2
3
6
2
6
16
2
I
|
.
|

\
|
I
|
.
|

\
|
I
+
I
|
.
|

\
|
I
|
.
|

\
|
I

I
|
.
|

\
|
I
|
.
|

\
|
I
=

( ) ( ) ( ) 1
3
1
3
2
2
1
2
3
1
3
2
3
2
2
3
3
1
3
5
3
5
2
I
|
.
|

\
|
I
|
.
|

\
|
I
+
I
|
.
|

\
|
I
|
.
|

\
|
I

I
|
.
|

\
|
I
|
.
|

\
|
I
=
9
1
3
2
sin
2
1
! 1
3
2
sin
3
2
2
! 2
3
2
sin
3
2
3
5
2
t
t
+
t
t

t
t

=

3
2
sin 18
9 4 6 20
3
2
sin 2
3
2
sin 3
4
3
2
sin 9
10
t
t + t t
=
t
t
+
t
t

t
t
=
3 9
5
3
2
sin 18
5 t
=
t
t
=
Vy:
3 9
5
dx x 2 cos gx cot . I
2
0
2
3
t
= =
}
t


Cu 7:
a) Chng minh rng ( ) ( ) ( ) x J x x J x
dx
d
n
n
n
n
1
= .
b) Tnh ( )
}
dx x J x
1
2
.
Bi gii:

a. Ta c: ( ) ( ) ( ) x J x x J x
xdx
d . 1
1 n
1 n
n
n

= (1)
Nhn hai v ca (1) cho x ta c:
( ) ( ) ( ) ( ) ( ) ( ) x J x x J x
dx
d
x J x . x x J x
xdx
d . x
1 n
n
n
n
1 n
1 n
n
n

= =
y l iu phi chng minh.
b. Ta c: ( ) ( ) ( ) ( ) x J x dx x J x
dx
d
dx x J x
2
2
2
2
1
2
= =
} }

( )
( )

=
|
.
|

\
|
+

|
.
|

\
|
=
0 k
k 2 k 2
2
2
x
! n k ! k
1
2
x
x
( )
( )

=
|
.
|

\
|
+

=
0 k
k 2 k 4
2
x
! n k ! k
1
4
x


Cu 8:

a) Chng minh rng ( ) ( ) ( ) x J x x J x
dx
d
n
n
n
n
1
= .
b) Tnh ( )dx x xJ
}

1
0
0
.
Bi gii:

a. Ta c: ( ) ( ) ( ) x J x x J x
xdx
d . 1
1 n
1 n
n
n

= (1)
Nhn hai v ca (1) cho x ta c:
( ) ( ) ( ) ( ) ( ) ( ) x J x x J x
dx
d
x J x . x x J x
xdx
d . x
1 n
n
n
n
1 n
1 n
n
n

= =
10
y l iu phi chng minh.
b. Ta c: ( ) ( ) ( )
0
1
x xJ dx x xJ
dx
d
dx x xJ
1
1
0
1
1
0
0
= =
} }

( ) ( ) ( )
( )
( )

=
|
.
|

\
|
+

= =
0 k
k 2 k
2 ! n k ! k
1
2
J 0 . J . 0 1 . J . 1

Cu 9:

a) Chng minh rng ( ) ( ) ( ) x J x x J x
dx
d
1 n
n
n
n
+

= .
b) Tnh
( )
}
dx
x
x J
2
3
.
Bi gii:

a. Ta c: ( ) ( ) ( ) x J x x J x
dx
d
x
1
1 n
1 n
n
n
+

= (1)
Nhn hai v ca (1) cho -x ta c:
( )
( ) ( ) ( ) ( ) x J x x J x . x x J x
dx
d
x
x
1 n
n
1 n
1 n
n
n
+

+

= =

y l iu phi chng minh.
b. Ta c:
( )
( ) ( ) ( ) x J x dx x J . x
dx
d
dx x J . x dx
x
x J
2
2
2
2
3
2
2
3
= = =
} } }

( )
( )
( )
( )


=

|
.
|

\
|
+

= |
.
|

\
|
+

|
.
|

\
|
=
0 k
k 2 k
0 k
k 2 k 2
2
2
x
! 2 k ! k
1
4
1
2
x
! 2 k ! k
1
2
x
x

Cu 10:
Tm bin i Fourier ca ( )

>
<
=
5 t neu
5 t neu
0
1
t x
Bi gii:
Ta c: ( ) ( ) ( )dt ft 2 cos 2 dt e t x f X
5
0
ft 2 i
} }
t = =
t

.

( ) ( )
( )

=
=
= = =
0 f neu
1 f neu
0
10 C sin 10
f 10 C sin 10 f 5 . 2 C sin 5 . 2








11
Cu 11:
Tm bin i Fourier ca cc hm s x(t) = H(t)cos 3t.

Bi gii:

Ta c: ( ) ( ) t f 2 cos t x t x
0
t = (1)
( ) ( ) ( )
0 0
f f X
2
1
f f X
2
1
f X (1) + + =
. . .
(2)
Nh vy t (1) v (2) p dng vo hm x(t) = H(t)cos 3t
Ta c: ( ) ( ) ( )
0 0
f f
2
1
f f
2
1
f X + H + H =
. . .

( ) | |
( )
( ) | |
( )
0
0
0
0
f f
f f sin
2
1
f f
f f sin
2
1
+ t
+ t
+
t
t
= (3)
t:
( )
( ) | |
( )
( )
( )
( ) | |
( )
( )

+ t
+ t
= +
t
t
=
5
f f
f f sin
f f C sin
4
f f
f f sin
f f C sin
0
0
0
0
0
0

Thay (4), (5) vo (3) ta c ( ) ( ) ( )
0 0
f f C sin
2
1
f f C sin
2
1
f X + + =
.

Trong v:
t
= = t
2
3
f t 3 t f 2
0 0


Cu 12:

a) Chng t rng ( ) ( ) ( ) y H x G y x y , x z z + + = =
3 3
6
1
l nghim tng qut ca phng trnh
y x
y x
z
2
2
=
c c
c
, trong G, H l hai hm kh vi lin tc n cp 2.
b) Tm nghim ca phng trnh trn tha mn iu kin z(x, 0) = x
2
, z(1, y) = cos y.

Bi gii:

a. Do G, H l hai hm kh vi lin tc n cp 2 nn ta c:
( ) ( ) ( )
/
x
2 3 /
x x
y H x G y x
6
1
x
z
y , x Z Z |
.
|

\
|
+ + =
c
c
= = '
( ) ( ) ( ) ( )
/
x
2 2 /
x
2 2
x G y x
2
1
x G y x
6
3
+ = + =
( ) ( ) ( ) y x x G y x
2
1
y x
z
y , x Z Z
2
/
y
/
x
2 2
2
/
xy xy
= |
.
|

\
|
+ =
c c
c
= = '
( ) ( ) ( ) y H x G y x
6
1
y , x Z Z
2 3
+ + = =
12
l nghim tng qut ca phng trnh y x
y x
z
2
2
=
c c
c
, trong G, H l hai hm kh vi lin
tc n cp 2.
b. Ta c: ( ) ( ) ( ) ( ) x G 0 H x G y 0
6
1
0 , x Z
2
= + + =
m ( )
2
x 0 , x Z = nn suy ra: ( )
2
x x G =
( ) ( ) y H x y x
6
1
y , x Z Z
2 2 3
+ + = = (*)
Ta c: ( ) ( ) y H 1 y
6
1
y , 1 Z
2
+ + =
m ( ) y cos y , 1 Z = nn suy ra: ( ) y cos y H 1 y
6
1
2
= + +
( ) 1 y
6
1
y cos y H
2
= (1)
Thay (1) vo (*) ta c: ( ) 1 y
6
1
y cos x y x
6
1
y , x Z
2 2 2 3
+ + =
Hay ( ) 1 y
6
1
y cos x y x
6
1
y , x Z Z
2 2 2 3
+ + = =
L nghim ca phng trnh y x
y x
z
2
2
=
c c
c


Cu 13:

Tm nghim tng qut ca phng trnh
y x
e
y
u
x
u
+
=
c
c

c
c
2
2
2
2
2
4 , bit rng phng trnh c
mt nghim ring dng u = kxe
2x + y
, k l mt hng s.

Bi gii:

T nghim ring u = kxe
2x + y
ta c:
y x 2 y x 2 y x 2
2
2
y x 2 y x 2
kxe 4 ke 2 ke 2
x
u
kxe 2 ke
x
u
+ + + + +
+ + =
c
c
+ =
c
c

y x 2 y x 2
kxe 4 ke 4
+ +
+ (1)
y x 2
2
2
y x 2
kxe
y
u
kxe
y
u
+ +
=
c
c
=
c
c
(2)
Thay (1) vo (2) vo phng trnh:
y x
e
y
u
x
u
+
=
c
c

c
c
2
2
2
2
2
4
ta c :
4
1
k e ke 4
y x 2 y x 2
= =
+ +

Vy ( )
y 2x
xe
4
1
y , x u u
+
= = l nghim tng qut cn tm.

13
Cu 14:

Cho X l mt bin ngu nhin c phn b chun N(;o
2
). t y(t) = Xe
-t
, t > 0.
Hy tm hm trung bnh v hm t tng quan ca qu trnh y(t), t > 0.

Bi gii:

-Ta c hm trung bnh: ( ) ( ) Const = = t Ex t m .
( ) | | | | X E e Xe E t Ey
t t
= = =


( l tham s, c th chn =0,,n).
-Ta c hm t tng quan: ( ) ( ) ( ) | | ( ) ( ) ( ) ( ) m t x m s x E t x , s x cov t s, r = = .
( ) ( ) | | |
.
|

\
|
|
|
.
|

\
| +
(

=
(

|
.
|

\
|
|
|
.
|

\
| +
= +
|
.
|

\
|
|
.
|

\
|
t
e
t
e
2
X E
t
Xe
t
Xe E t y ; t y cov
( ) 2t
.e
t
.e
t
.e
2 2 +
=

+
=
|
.
|

\
|


Cu 15:

S cuc gi n tng i l qu trnh Poisson X(t) vi tc trung bnh 4 cuc gi
trong mt n v thi gian.
Hy tnh P{X(1) = 2} v P{X(1) = 2, X(3) = 6}.

Bi gii:
Ta c ( ) ( ) { }
t n
n
n
e t
n!

n t X P t P 4;

= = = =
( ) { }
4 1 4 2
2
8e e 1
2!
4
2 1 X P

= = =
Vy ( ) { }
4
8e 2 1 X P

= =
Ta c ( ) ( ) { } ( ) ( ) ( ) { } 4 1 X 3 X 2; 1 X P 6 3 X 2; 1 X P = = = = =
( ) { } ( ) { }
12
.e
4!
5
8
4.2
.e
4
.2
4!
4
4
.
4
8e 4 2 X P 2 1 X P

=

= = = =
Vy ( ) ( ) { }
12
5
.e
4!
8
6 3 X 2; 1 X P

= = =










14
Cu 16:

S cuc gi n tng i l qu trnh Poisson X(t) vi tc trung bnh 3 cuc gi
trong mt n v thi gian.
Hy tnh P{X(1) = 2, X(3) = 6} v P{X(3) = 6, X(1) = 2}.

Bi gii:
-Ta c ( ) ( ) { }
( ) ( ) { }
( ) { }
( ) ( ) ( ) { }
3 .. 3 6
6
e 3
! 6
3
4 1 X 3 X 2; 1 X P
6 3 X P
6 3 X 2; 1 X P
6 3 X 2 1 X P

= =
=
=
= =
= = =
( ) { } ( ) { }
9 12
2 . 3 4
4
1 . 3 2
2
9 12
e 3
e 2
! 4
3
e 1
! 2
3
! 6
e 3
4 2 X P . 2 1 X P 6!

= =

5
4
6
3
6
3
9 12
9 4 6
3
2 . 5
3
2 . 6 . 5
3 !. 4
2 !. 6
e 3 !. 4 !. 2
e . 2 . 3 !. 6
= = =

Vy ( ) ( ) { }
5
4
3
2 . 5
6 3 X 2 1 X P = = =
-Ta c ( ) ( ) { }
( ) ( ) { }
( ) { }
( ) { }
( ) { } 2 1 X P
4 2 X P
2 1 X P
6 3 X 2; 1 X P
2 1 X 6 3 X P
=
=
=
=
= =
= = =
3
3
2
6 4
4
e . 12
e
! 2
3
e 2
! 4
3

=
Vy ( ) ( ) { }
3
e . 12 2 1 X 6 3 X P

= = =

Cu 17:

Cho X(t), t 0 l qu trnh Poisson vi cng = 3. hy tnh:
P{X(1) s 2}, P{X(1),X(2) = 3}.

Bi gii:

-Ta c ( ) { }
3 3
2
e
2
17
e
! 2
3
! 1
3
1 2 1 X P

=
|
|
.
|

\
|
+ + = s
-Ta c ( ) ( ) { } ( ) ( ) { } ( ) ( ) ( ) { } 2 1 X 2 X , 1 1 X P 3 2 X , 1 1 X P 3 2 X , 1 X P = = = = = = =
( ) ( ) { }
2
e 3
e
! 2
3
e
! 1
3
2 1 X , 1 1 X P
6 3
3
2
3



= = = = =
Vy ( ) ( ) { }
2
e 3
3 2 X , 1 X P
6 3

= =



15
C. LOI CU HI 3 IM

Cu 1:
Tnh tch phn phc
( )
( )( )
dz
i z z
z i sin
I
C
}
+ +
t
=
2 2
3 1 4
, trong hai trng hp sau:
a) C l ng trn ,z, = 5/12.
b) C l ng trn ,z, = 1.
Bi gii:

Ta c hm:
( )
( )( )
2 2
i z 3 1 z 4
z i sin
+ +
t
c
2
i
Z = l 2 cc im n v
3
i
Z

= l cc im kp.
a) Khi C l ng trn ,z, = 5/12 th trong C cho c cc im kp
3
i
Z =
p dng l thuyt thng d: ( ) ( ) | | a ; z f s Re . i 2 dz z f
C
t =
}

( ) | |
( )
( ) ( ) | | z f a z
dz
d
lim
! 1 m
1
a ; z f s Re
m
1 m
1 m
a Z

( )
( )( )
(

+ +
t
t =
3
i
;
i z 3 1 z 4
z i sin
s Re . i 2 I
2 2
( )
( )
(

+
t
t =

1 z 4
z i sin
dz
d
lim
! 1
1
i 2
2
3
i
Z

( )( ) ( )
( ) (
(

+
t + t t
t =

2
2
2
3
i
Z
1 z 4
z i sin z 8 1 z 4 z i cos i
lim i 2
( ) ( )
( ) (
(

+
t

+
t t
t =

2
2
2
3
i
Z
1 z 4
z i sin z 8
1 z 4
z i cos i
lim i 2
(
(
(
(
(

|
|
.
|

\
|
+
t
+
+
t
t
t =
2
2
2
1
9
i
4
3
sin
3
i 8
1
9
i
4
3
cos i
i 2
(
(
(
(
(

|
|
.
|

\
|
+

+
+
t
t =
2
2
2
1
9
i 4
2
3
3
i 8
1
9
i 4
2
1
i
i 2
25
3 216 45
9
5
3
3 8
9
5
2
2
2
t + t
=
|
.
|

\
|
t
+
t
=
b) Khi C l ng trn ,z, = 1 th trong C cho c
2
i
Z = l 2 cc im n v
3
i
Z

= l cc im kp.
Ta c:
( )
( )( )
( )
( )( )( )
(

+ +
t
=
(

+ +
t
2
i
;
i z 3 i z 2 i z 2
z i sin
s Re
2
i
;
i z 3 1 z 4
z i sin
s Re
2 2 2

( )
( )( )
i 25
2
2
i 25
1
2
i 5
i 2
2
sin
i z 3 i z 2
z i sin
lim
2 2
2
i
Z
=

=
|
.
|

\
|
t
=
+ +
t

16


Ta c:
( )
( )( )
( )
( )( )( )
(

+ +
t
=
(

+ +
t
2
i
;
i z 3 i z 2 i z 2
z i sin
s Re
2
i
;
i z 3 1 z 4
z i sin
s Re
2 2 2

( )
( )( )
i
2
2
i
1
2
i
i 2
2
sin
i z 3 i z 2
z i sin
lim
2 2
2
i
Z
= =
|
.
|

\
|

t
=
+
t


Vy
25
3 216 45
i
2
i 25
2
i 2 I
2
t + t

+ t = Hay
|
|
.
|

\
|
+ t
t =
25
104 3 216 45
I

Cu 2:

Bng cch a v tch phn phc hy tnh tch phn dx
x sin
x sin
}
t

2
0
5 3
4

Bi gii:
t z = e
ix
th
i 2
z z
x sin
1

= v
iz
dz
dx =
Ta c:
( )
iz
dz
3
i
z i 3 z 3
1 z 4
iz
dz
iz 10 3 z 3
1 z 4
iz
dz
5
i 2
z z
3
i 2
z z
4
dx
5 x sin 3
x sin 4
C
2
C
2
2
C
1
1
2
0
} } } }
|
.
|

\
|

=


=

t

Hm s c 2 cc im n v
3
i
Z = v z = 0 thuc ng trn n v C
Ta c:
( )
( ) i 24
13
iz i 3 z 3
1 z 4
lim
3
i
;
iz
3
i
z i 3 z 3
1 z 4
s Re
2
3
i
Z
2
=

=
(
(
(
(

|
.
|

\
|

Ta c:
( ) ( )
3
1
i 3
1
3
i
z i 3 z 3
1 z 4
lim 0 ;
iz
3
i
z i 3 z 3
1 z 4
s Re
2
2
0 Z
2
=

=
|
.
|

\
|
=

=
(
(
(
(

|
.
|

\
|

Vy
(

t =
i 24
13
3
1
i 2 I Hay
3
2
i
12
13
I
t
+
t
=







17
Cu 3:
Tnh tch phn phc
( )( )
dz
C
2
1 z 3 1 z
z i
e
I
}
+
t
= , trong hai trng hp sau:
c) C l ng trn ,z, = 1/2.
d) C l ng trn ,z, = 3/2.

Bi gii:
Xt hm:
( )( )
2
1 z 3 1 z
z i
e
+
t
c 1 Z = l cc im n v
3
1
Z = l cc im kp.
Ta c
( )( ) ( )
16
i
e
2
1 z 3
z i
e
lim 1 ;
2
1 z 3 1 z
z i
e
s Re
1 Z
t
=
(
(

+
t
=
(
(

+
t

Ta c
( )( ) ( )
(
(

=
(
(

=
(
(

+

2
1
1
1
lim
1
lim
! 1
1
3
1
;
2
1 3 1
Re
3
1
3
1
z
z
i
z i
e
z
z i
e
dz
d
z z
z i
e
s
Z Z
t
t
t t

(

=
(
(
(
(

=
16
9
4
3
3
9
16
1
3
4
3
t
t
t
t
i
i
e
i
i
e

a) Khi C l ng trn ,z, = 1/2 th trong C cho c cc im
3
1
Z =
( )( )
(

=
}
+
=
16
9
4
3
3
. 2
2
1 3 1
t
t
t
t
i
i
e i dz
C
z z
z i
e
I
b) Khi C l ng trn ,z, = 3/2 th trong C cho c 2 cc im z = 1v
3
1
Z = .

( )( )
|
|
|
|
.
|

\
|
(

=
}
+
=
16
9
4
3
3
16
2
2
1 3 1
t
t
t
t
t
i
i
e
i
e
i dz
C
z z
z i
e
I
|
|
.
|

\
|
=

3 3
. 9 . 12
8
t t
t
t
t
i i
i
e e i e
i












18
Cu 4:
Tm bin i Laplace ngc ( )
( )( )( )
)
`

+ + + +
+
=

5 s 4 s 3 s 1 s
4 s 2
L t f
2
1


Bi gii:

Hm nh:
( )
( ) ( )( )( ) 5 s 4 s 3 s 1 s
4 s 2
s Q
s P
2
+ + + +
+
=
C cc cc im n l: -1; -3; -2-i; -2+i
( )
( ) ( )( )( )( ) i 2 s i 2 s 3 s 1 s
4 s 2
s Q
s P
+ + + + +
+
=
( )
( ) 2
1
s Q
s P
1 s
=
'

=
;
( )
( ) 2
1
s Q
s P
3 s
=
'
=
;
( )
( ) 2
1
s Q
s P
i 2 s
=
'
=
;
( )
( ) 2
1
s Q
s P
i 2 s
=
'
+ =

( )
( ) ( ) i 2 t i 2 t t 3 t
e
2
1
e
2
1
e
2
1
e
2
1
t f
+
+ =

Cu 5:
Tm bin i Laplace ngc ( )
( )
)
`

+
=

1 1 s
1
L t f
3
1


Bi gii:

Hm nh:
( )
( )
( ) ( ) 3 s 3 s s
1
1 1 s
1
s Q
s P
2 3
+
=
+
=
C cc cc im n l:
2
3 i 3
;
2
3 i 3
; 0
+

( )
( )
|
|
.
|

\
|
+

|
|
.
|

\
|

=
2
3 i 3
s
2
3 i 3
s s
1
s Q
s P

( )
( ) 3
1
s Q
s P
0 s
=
'

=
;
( )
( )
3 3 i 3
2
s Q
s P
2
3 i 3
s
+

=
'
=
;
( )
( )
3 3 3 i
2
s Q
s P
2
3 i 3
s

=
' +
=
;
( )
t
2
3 i 3
t
2
3 i 3
e
3 3 3 i
2
e
3 3 i 3
2
3
1
t f
+

+
+
=







19
Cu 6:

Tm bin i Laplace ngc ( )
)
`

=

9 s 16
s 6 8
16 s 9
s 4 3
3 s 2
6
L t f
2 2
1


Bi gii:

Ta c ( )
)
`

=

9 s 16
s 6 8
16 s 9
s 4 3
3 s 2
6
L t f
2 2
1
)
`

+
)
`

)
`

=

9 s 16
s 6 8
L
16 s 9
s 4 3
L
3 s 2
6
L
2
1
2
1 1

Xt:
t
2
3
1 1
e 3
2 3 s
1
L
2
6
3 s 2
6
L =
)
`

=
)
`

Xt:
)
`

16 s 9
s 4 3
L
2
1
ta c hm nh
( )
( )
( )
( )( ) 4 s 3 4 s 3
s 4 3
4 s 3
s 4 3
16 s 9
s 4 3
s Q
s P
2 2 2
+
+

+
=

+
=
C cc cc im n l:
3
4
;
3
4

( )
( ) 24
25
s Q
s P
3
4
s
=
'

=
;
( )
( ) 24
7
s Q
s P
3
4
s
=
'
=

t
3
4
t
3
4
2
1
e
24
7
e
24
25
16 s 9
s 4 3
L

+ =
)
`

+

Xt:
)
`

9 s 16
s 6 8
L
2
1
ta c hm nh
( )
( )
( ) ( )
( )( ) i 3 s 4 i 3 s 4
s 6 8
i 3 s 4
s 6 8
9 s 16
s 6 8
s Q
s P
2 2 2
+

=
+

=
C cc cc im n l:
4
i 3
;
4
i 3

( )
( ) i 12
i 9 16
s Q
s P
4
i 3
s

=
'

=
;
( )
( ) i 12
i 9 16
s Q
s P
4
i 3
s

+
=
'
=


t
4
i 3
t
4
i 3
t
4
i 3
t
4
i 3
2
1
e
12
9 i 16
e
12
9 i 16
e
i 12
i 9 16
e
i 12
i 9 16
9 s 16
s 6 8
L
+

=
+

=
)
`

Vy ta c: ( )
t
4
i 3
t
4
i 3
t
3
4
t
3
4
t
2
3
e
12
9 i 16
e
12
9 i 16
e
24
7
e
24
25
e 3 t f
+

+ =

















20

Cu 7:

Tm nghim ca phng trnh vi phn y

(t) y(t) = e
t
, tho mn iu kin u: y(0) =
y

(0) = y

(0) = 0.

Bi gii:

t ( ) ( ) { } ( ) { } ( ) s Y s t y L t y L s Y
3
= ' ' ' =
Ta c
)
`

=

1 s
1
L e
1 t

Suy ra phng trnh nh: ( ) ( )
1 s
1
s Y s Y s
3

= +
( ) ( ) ( )
( )( ) ( )( ) 1 s s 1 s
1
1 s 1 s
1
s Y
1 s
1
s Y 1 s
2 2 3
3
+
=
+
=

= +
3 3 2 2 3 2
1 s
s
1 s
1
1 s
s
1 s
1
+

=
+

=
Vy nghim ca phng trnh cho l:
( )
|
|
.
|

\
|
+ =

2
t
2
t
e
2
t 3
cos
2
t 3
sin 3
3
e
sht t y

Cu 8:

Tm nghim ca phng trnh vi phn y

(t) 4y

(t) +5y(t) = 25(t2 + 1),

tho mn iu kin u: y(0) = y

(0) = 0.

Bi gii:

Ta c : ( )
3 2 3
2
2 2
25 50 25 50
25
2
50 25 25 25
s
s
s s
t
t
t t t t
+
= + = + = + = +
t Y(s)=L{y(t)}- L{y(t)}= s
2
Y(s)
-L{y(t)}= sY(s)
T phng trnh vi phn cho ta c:

} 2 }{ 2 {
25 50
) 5 4 (
25 50
) (
25 50
) ( 5 ) ( 4 ) ( .
3 2 3
3
2
+
+
=
+
+
=
+
= +
i s i s s
s
s s s s
s
s Y
s
s
s Y s sY s Y s

Nh vy hm Y(s) c hai im cc n: s=2-i v s=2+i v im cc kp bc 3 s=0





21

Tnh:


( )
5
42
125
84
2
25
) 5 4 (
) 4 13 )( 4 2 ( 2 ) 5 4 )( 4 2 (
lim
2
25
5 4
2
lim
2
25
0 ;
) 2 ( 2
25 50
Re
3 2
2 2
0
2 2
2
0
3
=
(

=
(

+
+ +

+
+
=
(

+
+

s s
s s s s s s
s s
s
ds
d
i s i s s
s
s
s
s



( )
22 4
25 ) 4 (
22 4
4
25
2 (
2
lim 25 2 ;
) 2 ( 2
25 50
Re
) 2 (
) 2 (
3
) 2 (
) 2 (
3
+

=
(

+
=
(

+
+

i
e i
i
i
e
i s s
s
e i
i s i s s
s
s
t i
t i
i s
t i



( )
22 4
25 ) 4 (
22 4
4
25
2 (
2
lim 25 2 ;
) 2 ( 2
25 50
Re
) 2 (
) 2 (
3
) 2 (
) 2 (
3

+
=
(

+
+
=
(

+
+
+
+
+
+
+
i
e i
i
i
e
i s s
s
e i
i s i s s
s
s
t i
t i
i s
t i

Vy nghim ca phng trnh vi phn cho :


22 4
) 4 ( 25
22 4
) 4 ( 25
5
42
) (
) 2 ( 2 (
+

+
+ =
+ +
i
e i
i
e i
t y
t i t i




Cu 9:

Tm bin i Z ngc ca hm gii tch: ( )
( )( ) 1 2 1 3
1
4
+
=
z z z
z X trong min
2
1
> z .
Bi gii:

Ta c: ( )
( )( )
( ) ( ) 1 z 2
2
5
z
1
1 z 3
3
5
z
1
1 z 2 1 z 3 z
1
z X
4 4
4
+

=
+
=
( ) ( )
|
|
.
|

\
|
|
.
|

\
|

|
.
|

\
|

=
+

=
z 2
1
1 z 5
1
z 3
1
1 z 5
1
1 z 2
2
5
z
1
1 z 3
3
5
z
1
5 5
4 4

=
|
.
|

\
|

=
|
.
|

\
|
=
5 n
n
z
5 n
2
1
5
1
5 n
n
z
5 n
3
1
5
1
0 n
n
z 2
1
5
z 5
1
0 n
n
z 3
1
5
z 5
1




22
Cu 10:
Tm bin i Fourier ngc ( ) { }
f 3 1
e F t x

= .

Bi gii:
Ta c:

( ) ( ) ( )
( )
}

=
}
+

.
=

=
)
`

=
0
1 ) 2 cos(
3
2
2
3
) (
2 1
3
1
df ft
f
e df
ft i
e
f
e t x
df
ft i
e f X f X F
f
e F t x
t
t
t

p dng quy tc tng phn ,ta t:

=
=

=
=

) 2 sin(
2
1
3
) 2 cos(
3
3
ft
t
v
df e du
df ft dv
e u
f
f
t
t
t


} }

= +
(

=
0
3
0
3
0
3
) 2 sin(
3
) 2 sin(
2
3
2
2
) 2 sin(
2 ) ( df ft e
t
df ft e
t t
ft e
t x
f f
f
t
t
t
t t
t

Ta tip tc tnh

}

0
3
) 2 sin( df ft e
f
t ,ta cng p dng cch tnh tng phn,ta t:

=
=

=
=

) 2 cos(
2
1
3
) 2 sin(
3
3
ft
t
v
df e du
df ft dv
e u
f
f
t
t
t



9 4
3
) (
) 2 cos(
2
3
2
1 3
) 2 cos( 2
) 2 cos(
2
3
2
1 3
) 2 sin(
3
2 2
0
3
0
3
0
3
0
3
+
=
(

=
)
`

=
} }
} }

t
t x
df ft e
t t t
df ft e
df ft e
t t t
df ft e
t
f f
f f
t
t
t t t
t
t
t t t
t
t












23
Cu 11:
Tm bin i Fourier ca hm s ( )
4
1
4
+
=
t
t x .
Bi gii:

Bin i Fourier ca hm s x(t) l ( ) ( ) { } dt
4
2
t
ft 2 i
e
t x F f X
}

+
t
= =
.


( ) ( )
dt
0
1
2
2
2
t
ft 2 cos
2
2
2
dt
0
2
2
2
t
ft 2 cos
2
}

+
t
=
}

+
t
= (1)
t dt d 2 t 2
2
t
= = =
Thay vo (1) ta c ( )
( ) ( ) f 4
e
2
d
0
1
2
f 4 cos
d 2
0
1
2
2 f 2 cos
2
2
2
f X
t t
=
}

+
t
=
}

+
t
=
.

Vy ( )
f 4
e
2
f X
t t
=
.
(p dng bi tp 2.37.c)

Cu 12:

Gii bi ton Dirichlet i vi phng trnh Au = 0 pha trong hnh trn tm O bn knh
bng 2, bit rng trn ng trn S tm O bn knh bng 2 tha mn:
u,S = x
2
xy
2
+ 2.

Gii :

t sin ; r y rcso x = =

( ) ( )
( ) C n b n a u
C n b n a r r u
n
n n
n
r
n
n n
n
+ + =
+ + =

=
=

=
0
2
0
sin cos 2
sin cos ,



t iu kin u,S = x
2
xy
2
+ 2.ta c :

( ) 2 sin cos 8 cos 4 2 sin 4 cos 2 cos 2
2 2 2 2
2
+ = + =
=
|
r
u

So snh hai v ca
2 = r
u ta c :





24
( )
( ) 4 sin cos 4 cos 2 ; 2
2
2
2 sin sin
2
2 cos
2
2 sin cos cos ;
2 2
2 3 2
2 3 2 2
+ = =
+ + = + =


r u r
r r r
r r r u


Cu 13:

a) Chng minh rng u(x, t) = F(2x + 5t) + G(2x 5t) l mt nghim tng qut
ca phng trnh
2
2
2
2
25 4
x
u
t
u
c
c
=
c
c
.
b) Tm nghim ring tha mn iu kin
( ) ( )
( ) ( )

= =
= t =
0 0 2 0
0 0
, x u ; x sin , x u
t , u t , u
t



Gii:

a- Gi s : F(2x+5t)=(2x+5t)
2
; G(2x+5t)=(2x-5t)
2
.

( ) ( ) ( )
2
2
2
2
2
2
2
2
2 2 2 2
25 4
100
16
100
16
50 8 5 2 5 2 ,
x
u
t
u
t
u
x
u
t
t
u
x
x
u
t x t x t x t x u
c
c
=
c
c

=
c
c
=
c
c

=
c
c
=
c
c

+ = + + =

Vy u(x, t) = F(2x + 5t) + G(2x 5t
l nghim tng qut ca phng trnh
2
2
2
2
25 4
x
u
t
u
c
c
=
c
c
.
b- Ta c :
2
2
2
2
25 4
x
u
t
u
c
c
=
c
c
.
xx tt
u u 24 4 =

xx tt xx tt
u u u u
2
2
5
4
25
|
.
|

\
|
= =

gi :
( ) ( )
( ) ( )

= =
= =
x x u
x x x u
t

0 0 ,
2 sin 0 ,



( )
( ) ( )
( )
( )
( )
( ) ( )
t x
t x t x
t x u
dv v
a
vi
dv v
a
at x at x
t x u
at x
at x
at x
at x
5 cos . 2 sin
2
5 2 sin 5 2 sin
,
0
2
1
:
2
1
2
,
=
+ +
=
=
+
+ +
=
}
}
+

25
Cu 14:

Cho X(t),t 0 l qu trnh Poisson vi cng = 3. Hy tnh:
EX(2), EX
2
(1), E[X(1).X(2)].

Gii:

X(t) l qu trnh Poisson tham s =3.Theo cng thc ta c :X(t)~P( t) th E[X(t)]= t
+ X(2) l bin ngu nhin c phn b Poisson tham s 6 do E[X(2)]=6
+ X(1) l bin ngu nhin c phn b Poisson tham s =3
do : 12 )] 1 ( [
2 2
= + = X E
E[X(1).X(2)] = E[X(1){X(3)-X(1)}] = E[X(1).E[X(3)-X(1)]
= E[X(1)].E[X(3)]-E[X(1)].E[X(1)]=3.3.3-
2
3 =18

Cu 15:

Khch ti mt bu cc theo qu trnh Poisson vi cng 10 ngi mt gi. Khch c
th yu cu phc v vi xc sut 0,6 v khng yu cu phc v vi xc sut q = 0,4.
Tnh xc sut trong gi u tin c 8 ngi vo ca hng trong s 3 ngi c nhu
cu phc v v 5 ngi khng c nhu cu phc v.

Gii :

Gi X(t) l s khch hng ti ca hng trong khong thi gian t, theo gi thit X(t) l qu
trnh Poisson tham s =10 .
Gi X
1
(t) l s khch hng ti ca hng c nhu cu phc v trong thi gian t th l qu
trnh Poisson tham s
1
= p = 10x0,6 = 6
Gi X
2
(t) l s khch hng ti ca hng khng nhu cu phc v trong thi gian t th l
qu trnh Poisson tham s
2
= q = 10x0,4 = 4
Vy xc sut trong gi u tin c 8 ngi vo ca hng trong c 3 ngi c nhu
cu phc v v 5 ngi khng c nhu cu phc v l:

( ) ( ) { }
10
5 3
10
5
4
3
6
2
2
1
1
2 1
2 , 307
! 5 !. 3
4 . 6
! 5
4
! 3
6
! !
5 1 , 3 1
2
2
1
1

= = = = = = e e e e
k
e
k
e X X P
k k














26
Cu 16:

S cuc gi n mt tng i l mt qu trnh Poisson {X(t),t 0} vi tham s = 5
(trung bnh c 5 cuc gi trong 1 pht). Gi S
n
l khong thi gian gia 2 ln n lin
tip th n. Hy tnh ES
4
v E[X(4) X(2),X(1) = 3].

Gii:

p dng nh l v cng thc i vi cc bin ngu nhin S(n) c phn b m tham s
do ta c : E[S(4)]=
5
1 1
=

=0,2
Do X(4)-X(2) v X(1) c lp do :
E[X(4)-X(2)/X(1)=3]=E[X(4)-X(2)]=4-2=2 =2.5=10

Cu 17:

Hy tnh cc s o hiu nng: L, Lq; W, Wq ca hng M / M / 2 vi = 14, = 10.

Gii:

Vi k=2 ,ta c: +
5
7
10
14
= = =

( )
( )
044 , 2 146 , 0 . 12 14
2 4
.
146 , 0
20
1
096 , 0
2
1
4
345 , 1 096 , 0 . 14
255
343
4
.
096 , 0
255
343
.
14
1
4
2
3
2
3
2
3
2
3
= = = +

= = +
= + = +

= +
= = =

= = +
= =

= +
W W L
W
W L
W
q q
q

27
D. LOI CU HI 4 IM

Cu 1: Cho mch in nh hnh v:

Bit in tr R1 = 10O, R2 = 30O, t in C c in dung 0,01F, cun dy L c t cm
1H v sut in ng E = 8sin 20t(Volt).
ng mch ti thi im t=0.
Hy tm cng ca dng in qua t in C ti thi im t >0.

Cu 2:

a) Chng t rng bin i Laplace ca
f(t) = cos10t + 2sin10t e
-10t
(cos10t + 3sin10t)
l F(s) = L {f(t)} =
( )( ) 200 20 100
500
2 2
+ + + s s s
s

b) Cho mch in nh hnh v:
Bit in tr R1 = R2 = 10O, t in C c in dung 0,01F, cun dy L c t cm 1H
v sut in ng E = 50sin10t(Volt).
ng mch ti thi im t=0.
Hy tm cng ca dng in qua t in C ti thi im t >0.



R2
E
i1
R1
i2
i
C
L
R2
E
i1
R1
i2
i
C
L
28
Cu 3: Cho mch in nh hnh v:
Bit in tr R1 = R2 = 10O, R = 30O, cun dy L c t cm 3,5H, sut in ng E =
203sin 2t(Volt). ng mch ti thi im t=0. Hy tm cng i1(t), i2(t) ca dng in
ti thi im t >0.

Cu 4:
Cho h phng trnh vi phn

+ = ' + '
+ = ' + '
+ = ' + '
y x z x
z x z y
z y y x
tho mn iu kin u
x(0) = 2, y(0) = -3, z(0) = 1. Tm nghim x(t), y(t), z(t).

Gii :

H phng trnh :
( )
( )
( )

+ = +
+ = +
+ = +
3 ' '
2 ' '
1 ' '
y x z x
z x z y
z y y x

T (1) , (2) v (3) ta c :

=
=
=
x z
z y
y x
'
'
'
(I)
t X(s)=L {x(t) ; Y(s)=L {y(t) ; Z(s)=L {z(t)

L {x(t) = sX-2
L {y(t) = sY+3 thay vo h phng trnh (I)

=
= +
=
X sZ
Z sY
Y sX
1
3
2

L {z(t) = sZ-1

Gii h phng trnh nh ta c nghim:



R2
E
R1
L
R
29
Cu 5:

Tm nghim ca phng trnh truyn sng utt = 4(uxx + uyy + uzz )
tho mn iu kin
( ) ( )
( )

=
+ =

z sin e , z , y , x u
z y x , z , y , x u
x y
t
5 0
0
4 3
2


Cu 6:

Tm nghim ca bi ton Cauchy sau:
a.
( )

e =
> =
R x , x sin , x u
t , u u
xx t
0
0
b. ( )
( )

=
=
=
x
t
xx tt
e , x u
x sin , x u
u u
2
0
3 0
4


Cu 7:

Gii bi ton Cauchy utt = k
2
(uxx + uyy) tho mn iu kin u
( )

=
=
y
t
e ) , t , x ( u
y x , y , x u
0
2 0
2 2




Cu 8:

a) Chng minh rng ( ) ( ) ( ) x J x x J x
dx
d
n
n
n
n
1
= .
b) Tnh tch phn khng xc nh ( )
}
dx x J x
1
4
.
c) p dng khai trin Fourier-Bessel ca hm f(x),0 < x < 1 theo hm Jo(x) theo
cng thc ( ) ( )

=
=
1 k
k a k
x J A x f ,
k
l cc nghim dng ca phng trnh Jo(x) = 0
v h s Fourier
( )
( ) ( )
}
=
1
0
2
'
2
dx x J x xf
J
A
k
k
k

o
o
,
chng t rng
( ) ( )
( )
1 0 ,
8 2
1
'
1
3
1
2
3
< <

=
x
J
x J
x
k
k k
k k


;
trong k l nghim thc dng ca phng trnh J1() = 0.

Gii:

a-. Ta c: ( ) ( ) ( ) x J x x J x
xdx
d . 1
1 n
1 n
n
n

= (1)
Nhn hai v ca (1) cho x ta c:
30
( ) ( ) ( ) ( ) ( ) ( ) x J x x J x
dx
d
x J x . x x J x
xdx
d . x
1 n
n
n
n
1 n
1 n
n
n

= =
y l iu phi chng minh.
b-Ta c vi mi cp s t nhin m, n thuc Z, n < m th :
( ) ( ) ( )
1 , 1 1
0
,
1
+
= =
}
n m n
m
z
n
m
n m
I n m z J z dz z J z I
p dng cng thc ta tnh c:

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) C x J x x J x dx x J x
x J x I x J x dx x J x I
I x J x I x J x dx x J x
+ =
= = = +
= =
}
}
}
3
3
2
4
1
4
3
3
1 , 2 3
3
2
3
2 , 3
2 , 3 2
4
2 , 3 2
4
1
4
1 2 3
2 1 1 4


c- p dng khai trin Fourier-Bessel ca hm f(x),0 < x < 1 theo hm Jo(x) theo
cng thc ( ) ( )

=
=
1 k
k a k
x J A x f , bit :
k
l cc nghim dng ca phng trnh Jo(x) = 0
v h s Fourier
( )
( ) ( )
}
=
1
0
2
'
2
dx x J x xf
J
A
k
k
k

o
o
,
chng t rng
( ) ( )
( )
1 0 ,
8 2
1
'
1
3
1
2
3
< <

=
x
J
x J
x
k
k k
k k


;
trong k l nghim thc dng ca phng trnh J1() = 0.

Ta p dng cc cng thc truy ton sau:

( ) ( ) ( )
( ) ( ) ( ) z J z J
z
z J
z zJ z J z zJ
1 1
1
'
2
*
*
+
+
=
=
o o o
o o o
o
o

Ta tnh :

( )
( )
( )
( ) ( )
( )
( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( )
( )
( )
( )
( )
( )
( )
( )
( ) x J
J
x x f
J J
J
A
J J J J x J x x J x dx x J x
dx x J x
J
x d x J x
J
dx x J x
J
A
k
k
k k
k
k k
k
k
k k
k k
k
k k k k k k k k
k k
k k k
k k
k
k
k
k
k
k

1
1
2
3
2
3
2
3
2
2
2
2
5
2
2
2
2
2
4
3
3
2
4
0
3
3
2
4
0
1
4
0
1
4
2
2
5
1
0
1
4 4
2
2
5
1
0
1
4
2 '
1
4 2
4 2
4
2
4
2 2 2

}
} } }

= =

= =
= = = +
= = =

(Thy i khng bit em lm sai ch no m em c kt qu khng ging nh bi cho)



31
Cu 9:
a) Chng minh rng ( ) ( ) ( ) x J x x J x
dx
d
n
n
n
n
1
= .
b) Tnh tch phn khng xc nh ( )
}
dx x J x
0
3
.
c) p dng khai trin Fourier-Bessel ca hm f(x),0 < x < 1 theo hm Jo(x) theo
cng thc ( ) ( )

=
=
1 k
k a k
x J A x f ,
trong k l cc nghim dng ca phng trnh Jo(x) = 0
v h s Fourier
( )
( ) ( )
}

=
o
o
1
0
2
2
dx x J x xf
J
A
k
k
k
,
chng t rng
( ) ( )
( )
1 0
4 2
1
1
3
0
2
2
< <


=

=
x ,
J
x J
x
k
k k
k k
; trong k l nghim thc dng ca
phng trnh J0() = 0.

Gii:

a. Ta c: ( ) ( ) ( ) x J x x J x
xdx
d . 1
1 n
1 n
n
n

= (1)
Nhn hai v ca (1) cho x ta c:
( ) ( ) ( ) ( ) ( ) ( ) x J x x J x
dx
d
x J x . x x J x
xdx
d . x
1 n
n
n
n
1 n
1 n
n
n

= =
y l iu phi chng minh.
b. Ta c vi mi cp s t nhin m, n thuc Z, n < m th :
( ) ( ) ( )
1 , 1 1
0
,
1
+
= =
}
n m n
m
z
n
m
n m
I n m z J z dz z J z I
p dng cng thc ta tnh c:

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) C x J x x J x dx x J x
x J x I x J x dx x J x I
I x J x I x J x dx x J x
+ =
= = = +
= =
}
}
}
2
2
1
3
0
3
2
2
2 , 1 2
2
1
2
1 , 2
1 , 2 1
3
1 , 2 1
3
0
3
1 1 2
2 1 1 3


c- Trin khai Fourier-Bessel ca hm f(x),0 < x < 1 theo hm Jo(x) theo cng
thc ( ) ( )

=
=
1 k
k a k
x J A x f , bit:
k l cc nghim dng ca phng trnh Jo(x) = 0
v h s Fourier
( )
( ) ( )
}

=
o
o
1
0
2
2
dx x J x xf
J
A
k
k
k
,
chng t rng
( ) ( )
( )
1 0
4 2
1
1
3
0
2
2
< <


=

=
x ,
J
x J
x
k
k k
k k
; trong k l nghim thc dng ca
phng trnh J0() = 0.
32
Ta p dng cc cng thc truy ton sau:

( ) ( ) ( )
( ) ( ) ( ) z J z J
z
z J
z zJ z J z zJ
1 1
1
'
2
*
*
+
+
=
=
o o o
o o o
o
o

Ta tnh :

( )
( )
( )
( ) ( )
( )
( )
( ) ( ) ( ) ( ) ( ) ( ) ( )
( )
( )
( )
( )
( )
( )
( )
( )
( ) x J
J
x x f
J J
J
A
J J J J x J x x J x dx x J x
dx x J x
J
x d x J x
J
dx x J x
J
A
k
k
k k
k
k k
k
k
k k
k k
k
k k k k k k k k
k k
k k k
k k
k
k
k
k
k
k

0
1
1
3
2
2
1
3
2
2
2
1
4
1
1 1
3
2
2
1
3
0
2
2
1
3
0
0
3
0
0
3
2
2
4
1
0
0
3 3
2
1
4
1
0
0
3
2 '
0
2 2
2 2
2
2
2
2 2 2

}
} } }

= =

= =
= = = +
= = =

(Thy i khng bit em lm sai ch no m em c kt qu khng ging nh bi cho)


Cu 10:
a) Cho qu trnh dng ( ) { }

= n
n x c hm t tng quan ( )
n
x
n K |
.
|

\
|
=
5
4
9
1
.Tm
mt ph.
b) Tm bin i Z ca cc dy tn hiu x(n) = n3
-2n
u(n).

Gii:
a- Tm mt ph:
Ta p dng cng thc:
( ) ( )
f e
e
e
e
e n K e f P
f i
f i
f i
f i
n
n
f in
n
x
f in
t
t
t
t
t
t t
2 cos 40 41
1
4 5
4
4 5
4
1
9
1
5
4
9
1
2
2
2
2
2 2
+
=
|
|
.
|

\
|
+

+
= |
.
|

\
|
= =


=

b- Tm bin i Z ca cc dy tn hiu x(n) = n3
-2n
u(n) :
Ta c :


( ) ( )
( )
2
2
'
0
2
0 0
2
3
1 9
9
1 9
9
3
1 9
9
9
1
3

=

>

=
|
.
|

\
|

= = =

= |
.
|

\
|
=


z
z
z
z
z
z z n z n x z X
z
z
z
z
n
n n n
n
n
n
n
n n






33
Cu 11:
Cho O l bin ngu nhin lin tc c phn b u trn on [0, 2t], R l bin ngu nhin
lin tc c hm mt ( )

o
=
o

,
, e
r
r f
r
R
0
2
2
2
2

Gi s O v R c lp.
a) Chng minh rng x(t) = Rcos(5t + O)l mt qu trnh dng.
b) Tm hm trung bnh. Tm hm t tng quan.
c) Qu trnh x(t) c phi l qu trnh ergodic khng?

Gii:

Theo gi thit R v O c lp,do :
| | ( ) | | | | ( ) | |
| |
( ) | |
| |
| | ( ) ( ) ( ) ( ) ( ) | |
| | ( ) ( ) ( ) ( ) ( ) | |
| |
( ) ( )
| |
| | ( )
2
0
2 2
2
0
2
3
2
2 2
2
0
2
1
2
0
2
2
2 2 2 2
2
5 cos
2
5 cos 2 2 5 cos
5 cos 5 cos
5 cos 5 cos ) ( ); ( cov
0 ) (
0 5 cos
2
2
2
3
2 2
5 cos 5 cos ) (
2
2
2
2
o o o
o
t t t
t
t t
t o
o o
o
o
o
= I = = =
=
(

+ O + +
=
O + O + + =
O + O + + = +
=
= O +
= |
.
|

\
|
I = = =
O + = O + =
} }
} }

dt te dr e
r
R E
R E
t
E R E
t t E R E
t R t R E t x t x
t x vayE
t E
dt e t dr e
r
R matkhacE
t E R E t R E t x E
t
r
t
r

Vy {x(t)} l qu trnh dng c hm t tng quan ( ) t o t 5 cos
2
=
x
K
Hm trung bnh : m(t)=E[x(t)]=0 ( tnh c kt qu phn trn)
Ta c :

( )
0 5 cos
2
1
1
2
1
lim
0 5 cos
0 5 cos
5 cos
2
5 cos
2
1
lim 5 cos
2
1
2
1
lim
0 1
1
lim
2
2
0
2
0
2
0
2
2
0
2
0
2
2 2
2
0
0
=
|
.
|

\
|

= +
= +
(

= |
.
|

\
|

= |
.
|

\
|

}
}
}
} } }
}



tdt
tdt t
tdt
tdt t tdt tdt
t
godic quatrinher dt t K
T
t
T
n
n T
T
x
T
o
t t
o
t
o
o
t
o
t t
t
t
t
t t t

Vy Qu trnh x(t) l qu trnh ergodic.
nu 0< r <
nu s 0
34
Cu 12:
a) Cho x(t) l qu trnh dng vi hm t tng quan
t
x
e ) t ( K
5 2
o = , < < t . Tm
mt ph.
b) Cho qu trnh dng ergodic x(t) c mt ph

s
o
=
li ng-c nu
nu
,
f ), f (
) f (
x
0
5 5
1
2
P
Tm hm t tng quan.

Gii:

a- Mt ph ca hm x(t):
p dng cng thc : P ( f )= ( )
} }

+
= =
f
d e e d K e
i
x
i
2
2
5 2 2 2
4 25
10
t
o
t o t t
t tt tt


b- Tm hm t tng quan:
p dng cng thc : ( ) ( ) ( ) t
o o
t
tt t t
5 sin
1
5
1
2
2
5
5
2
2
2
c df f e df f P e K
f i f i
x
= = =
} }

Cu 13:

a) Cho dy tn hiu ri rc x(n) = a
-n
u(n), a > 0.
i) Tm bin i Z ca x(n)
ii) Tm bin i Fourier ca x(n)
iii) Tm bin i Fourier ca y(n) = nx(n)
b) Tm bin i Fourier ngc ca

<
=
t
.
li ng-c nu
nu
,
f , e
) f ( X
f i
0
4 1
8


Gii :

a- Tm bin i :

+ Bin i Z ca tn hiu x(n)=a
-n
u(n) ,a>0 l:

( ) ( ) ( )( ) ( )


=

= |
.
|

\
|
= = = =
0
1
1
1
n
n
n n
n n
n
n
n
az
az
az
z n u a z n x z n x z X


+ Bin i Fourier ca tn hiu x(n)=a
-n
u(n) ,a>0 l :
( ) ( ) ( )
f i
e z f i
f i
f i
n n
n
f i nf i
z X
ae
ae
ae
ae e n x f X
t
t
t
t
t t
2
1
1
1
1
) (
2
2
2
0
2 2
^
=

= = =



35

+ Bin i Fourier ca tn hiu y(n)=na
-n
u(n) ,a>0 l :
Ta c :


( ) ( )
( )
( )
( )
2
2
2
^
2
2
2
2
1
1 2 2
1
) (
) ( 2

=
|
|
.
|

\
|

= =
=

f i
f i
f i
f i
n
fn i
n
nf i
ae
ae
f Y
ae
ae
df
d i
f X
df
d
f i
e n nx
e n x n i f X
df
d
t
t
t
t
t
t
t t
t

b-Tm bin i Fourier ngc ca

<
=
t
.
li ng-c nu
nu
,
f , e
) f ( X
f i
0
4 1
8


( )
( )
( ) { }
( )
( )
( )
|
.
|

\
|
=

=
=

|
.
|

\
|

=
= = = =
} } } }

2
4
sin
2
1
4
2
1
4
2
4
2
4 sin
2
1
4 2 cos 2 ) (
4
1
0
4
1
4
1
4 2
4
1
4
1
2 8 2
n
c
n
n
n
n
n x
df f n df e df e e df e f X n x
f n i f n i f i f n i
t
t
t
t t t t



Cu 14:

Cho Z1 v Z2 l hai bin ngu nhin c lp c cng phn b xc sut
P{Z1 = -1} = P{Z1 = 1} = 1/2. t x(t) = Z1 cos5t + Z2sin5t.
a) Chng minh x(t) l qu trnh dng.
b) Tm hm trung bnh. Tm hm t tng quan.
c) Qu trnh x(t) c phi l qu trnh ergodic khng?

Gii:


a- Chng minh x(t) l qu trnh dng:
| | | | | | | | 0 5 sin 5 cos 5 sin 5 cos ) (
2 1 2 1
= + = + = Z tE Z tE t Z t Z E t x E
Do z1,z2 c lp theo gi thit cho nn
( ) ( ) | | ( ) | | ( ) | | t t t t t 5 cos 5 sin 5 sin 5 cos 5 cos 5 sin 5 cos ; 5 sin 5 cos cov
2
2
2
1 2 1 2 1
= + + + = + + + Z tE t Z tE t t Z t Z t Z t Z

Vy {x(t)} l qu trnh dng.
b- Tm hm trung bnh, hm t tng quan:
36
+ hm t tng quan : ( ) t t 5 cos =
x
K
+ Hm trung bnh:
m(t)= | | | | | | | |
2 1 2 1
5 sin 5 cos 5 sin 5 cos ) ( Z tE Z tE t Z t Z E t x E + = + =



Cu 15:

Gi s h thng sp hng c tc n = 12, tc phc v = 14.
a) Tm tr phc v trung bnh ca h thng v di trung bnh ca hng trng
thi cn bng trong cc trng hp sau: M / M /1, M / D /1, M / E
5
/1.
b) Tm k nh nht di trung bnh ca hng
1 / E / M
k
L khng vt qu 3.

Gii:

a- Tm tr phc v trung bnh ca h thng v di trung bnh ca hng trng thi
cn bng:

+ hng M/M/1:Qu trnh n Poisson vi tc n , thi gian phc v c
phn b m tc

( ) ( )
( )
1432 , 5 4286 , 0 . 12
5 , 0
14
1
4286 , 0
1
4286 , 0
7
3
12 14 14
12
2
= =

= =
= + = + =
= =

q q
q
q
W L
W W
W

+ hng M/D/1:Qu trnh n Poisson vi tc n , thi gian phc v
khng i tc


( ) ( )
( )
( )
5716 , 2 2143 , 0 . 12
2856 , 0
14
1
2143 , 0
2
2 1
2143 , 0
14
3
12 14 14 . 2
12
2
2
= =

= =
= + =

= + =
= =

q q
q
q
W L
W W
W

+ hng M/E
5
/1:Qu trnh n Poisson vi tc n , thi gian phc v ngu
nhin c lp c cng phn b Erlang-k vi tc

37

( )
( ) ( )
( )
( )
084 , 3 257 , 0 . 12
2
1
328 , 0
14
1
257 , 0
1
257 , 0
35
9
12 14 14 . 5 . 2
6 . 12
2
1
2
= =

+
= =
= + = + =
= =

+
=

k
k
W L
W W
k
k
W
q q
q
q




b-Tm k nh nht di trung bnh ca hng
1 / E / M
k
L khng vt qu 3

di trung bnh ca hng M/E
k
/1 l :


( )
( )
( )
( )
( ) ( )
6
3
7
1 18
56
1 144
12 14 14 2
12
2
1
2 2
>
s
+
=
+
=

+
=

+
k
k
k
k
k
k
k
k
k