PHNG PHP GII H PHNG TRNH

VI PHN TUYN TNH H S HNG

ThS. Nguyn Hu Hc
Phng Khoa Hc - i Hc ng

TM TT

ABSTRACT

Trong bi bo ny ti s trnh by phng

In this paper, Ill present the detailed method to

php chi tit gii mt h phng trnh vi

solve a system of linear differential equations

phn tuyn tnh bng phng php s dng

by the method of using characteristic equation.

phng trnh c trng. Phng php ny

For this method, beyond the basic knowledge

ngoi nhng kin thc c bn ca phng

of differential equation, we need only the

trnh vi phn ch cn cc kin thc c bn ca

basic knowledge of linear algebra about

i s tuyn tnh v ma trn v h phng

matrix and the system of linear equations

trnh tuyn tnh cng nhng kin thc n gin

together with simple knowledge of analysis

v Gii tch nh khai trin MacLaurin. Trong

such as MacLaurin expansion. In the case,

trng hp phng trnh c trng c nghim

the characteristic equation having a multiple

bi ti s dng mt cht kin thc v gii tch

root, I use a little of knowledge about matrix

ma trn gii.

analysis to solve.

T kha: h phng trnh vi phn tuyn tnh,

Keyword: system of linear differential

h phng trnh vi phn thun nht, gii tch

equations, characteristic equation, matrix

ma trn.

analysis.

I. H phng trnh thun nht.

H phng trnh vi phn tuyn tnh h s hng c dng:

x1'= a11 x1 + a12 x2 + + a1n xn + f1 ( t )
'
x2= a21 x1 + a22 x2 + + a2 n xn + f 2 ( t )

x '= a x + a x + + a x + f ( t )
n1 1
n2 2
nn n
n
n

Hay vit di dng ma trn:

=
X ' AX + F

(1)

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59

trong :
x1 (t )
x (t )
2
, A
=
X =

xn (t )

a11
a
21

an1

a12
a22

an 2

a1n
a2 n
=
, F

ann

f1 (t )
f 2 (t )

f n (t )

B n hm s kh vi tha mn phng trnh (1) c gi l nghim ca phng

trnh. Khi F=0 phng trnh tr thnh:
X' = AX

(2)

Phng trnh (2) c gi l phng trnh thun nht. R rng X 0 l nghim v

gi l nghim tm thng ca phng trnh (2), Ta i tm nghim khng tm thng ca
phng trnh thun nht (2).
Ta bit phng trnh vi phn tuyn tnh thun nht bc 1 y=my c nghim l
y = cemt. T a n vic xt l 1 nghim ca phng trnh (2). Thay X = Celt vo
phng trnh (2) ta thu c:
lCet = ACet

Do et 0 t AC - C = 0 hay
(A - I)C = 0

(3)

y, I l ma trn n v cp n.
T y tm nghim ca phng trnh (2) ta ch cn tm vector C 0 t phng
trnh (3). Gi tr tha mn phng trnh (3) c gi l g tr ring ca ma trn A.
Vector C 0 tm c gi l vector ring ng vi .
Ta c li cc kt qu bit i s tuyn tnh:
i. iu kin cn v phng trnh (A - I)C = 0 c nghim khng tm thng
l det(A - I) = 0.
ii. det(A - I) l mt a thc bc n v phng trnh det(A - I) = 0 c gi l
phng trnh c trng ca ma trn A.
Gii phng trnh c trng ca ma trn A ta tm c cc gi tr ring , thay vo
phng trnh (3) ta tm c cc vector ring tng ng.

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Nh vy vn phc tp ca h phng trnh vi phn c a v vn n

gin ca i s tuyn tnh.
Ta nhc li l tp nghim ca phng trnh (2) l mt khng gian vector n chiu.
Do tm nghim tng qut ca phng trnh (2) ta ch cn tm n nghim ring c
lp tuyn tnh. n nghim ring c lp tuyn tnh c gi l tp nghim c bn ca
phng trnh (2) v nghim tng qut ca phng trnh (2) chnh l t hp tuyn tnh
ca n nghim .
Vn by gi l phng trnh c trng c th c cc nghim thc phn bit, cng
c th c nghim bi hoc khng c nghim thc (c nghim phc). Ta s gii quyt
tng trng hp c th.
1. Phng trnh c trng c cc nghim thc phn bit

Gi s ma trn A c n gi tr ring phn bit, khi ta c kt qu sau y:

Nu ma trn A ca h phng trnh vi phn thun nht X=AX c n vector ring
C1, C2, ..., Cn ng vi n gi tr ring khc nhau 1, 2, ..., n th nghim tng qut ca
phng trnh (2) l:
n

X ( t ) = Ci Xi (t )
i =1

Trong Xi(t)=Ciet , (i=1,2,...) l nghim ca phng trnh X=AX v c lp

tuyn tnh.
V d 1:
Gii phng trnh:
1 1 1
=
X 1 1 1 X
2 1 0

'

Gii:
Ta c:
1 1
det ( A I ) = 1
1
2
1

0
1 = ( + 1)( 1)( 2 )

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61

T ta c cc gi tr ring l = 2,1, -1.

Vi = 2 ta c
1 1 1 c1
( A I ) C= 1 1 1 c2 = 0
2 1 2 c

3
1
S dng phng php kh Gauss ta tm c nghim khng tm thng C = 0 .
1

1
T X 1 = 0 e 2t l mt nghim ca phng trnh. Hon ton tng t:
1

1
1

Vi = 1 ta tm c C = 1 t X 2 = 1 et
1
1


1
1

Vi = -1 ta tm c C = 3 t X 3 = 3 e t
5
5

V X1, X2, X3 c lp tuyn tnh nn

1
1
1

2t
t
X = c1 X 1 + c2 X 2 + c3 X 3 = c1 0 e + c2 1 e + c3 3 e t
1
1
5

l nghim tng qut ca h.

2. Phng trnh c trng c nghim phc

Trong phn 1 ta xt trng hp n gin khi phng trnh c trng c cc nghim

thc phn bit. By gi ta s xt trng hp phng trnh c trng c nghim phc. Nu
s phc a+bi l nghim ca phng trnh c trng ca phng trnh vi phn X=AX th
nghim ca phng trnh X=AX s c dng cQe(a + bi)t. y Q l vector ring phc, c
l s phc c nh ty .

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Khi ma trn A ca phng trnh X=AX l ma trn thc v nht l khi iu kin ban
u l s thc th vic biu din nghim theo s thc hay hm thc l cn thit. Tng
t nh trng hp phng trnh vi phn tuyn tnh cp cao ta c th tm cc nghim thc
bng cch tch phn thc v phn o ca nghim phc tng ng.
Gi s A l ma trn thc, = a + bi l gi tr ring phc C = C1 + iC2 (C1, C2 l cc
vector thc) l vector ring ng vi , tha mn phng trnh ring:
(A - I)C = 0

Ly lin hp ta c
( A I )C= ( A I )C= 0

iu ny chng t cng l gi tr ring v ta thu c vector ring C tng

ng.
Nh vy, X1 = Cet, X2 = Cet u l nghim ca phng trnh X= AX v hin
nhin, t hp tuyn tnh ca cng l nghim. Do :
t
ReCe
=
ReX
=
1

X1 + X 2
= C1e at cos bt C2 e at sin bt
2

t
ImCe
=
ImX
=
1

X1 X 2
= C1e at sin bt C2 e at cos bt
2

l cc nghim thc c lp tuyn tnh. y, ReCet, ImCet ln lt l phn thc v

phn o ca s phc Cet.
V d 2:
Gii phng trnh:
2 1 1
=
X 2 1 1 X
0 1 1

'

Gii:
Ta c:
2 1
1
det ( A I )=
2
1 1 = (2 )( 2 2 + 2)
0
1 1
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T ta thu c cc gi tr ring = 2, 1 i.
0
0
0

e 2t
2t
Vi = 2 ta tnh c C = 1 t c nghim ring X 1 =
1 e =

1
1
e 2t

1
Vi = 1+i ta tnh c C = i . Ta tm phn thc v phn o ca Cet.
1

et cos t et sin t
1
1

1+i t
Cet = i e( ) = i et ( cos t + i sin t ) = et sin t + i et cos t
1
1
et cos t et sin t

T nghim tng qut ca phng trnh cho l:

et cos t
et sin t
0

X = c1 e 2t + c2 et sin t + c3 et cos t
e 2t
et cos t
et sin t

3. Phng trnh c trng c nghim bi

Gi s phng trnh c trng c nghim bi m. Cc nghim khc (nu c) l thc

hoc phc xt phn trn. By gi ta cn tm ra m nghim ring sao cho cng vi cc
nghim ring thu c t cc nghim n hoc phc to thnh mt tp nghim c bn.
Tng t vi trng hp y = ceat l nghim ca phng trnh y=ay, ta xt X = eAtC
vi t cch l nghim ca phng trnh X=AX, vi A l ma trn vung cp n v C l
vector c nh. Trc ht ta nh ngha eAt.
Ta bit khai trin MacLaurin ca eat:
e at = 1 + at +

(at )2 (at )3
+
+
2!
3!

T , ta nh ngha:
e At = I + tA +

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t2 2 t3 3
A + A +
2!
3!

vi gi thit chui v phi hi t vi t. Ta gi khai trin ny l hm m ma trn ca

A. Ta c:
d At
t2
e = A + tA2 + A3 + = Ae At
2!
dt

nh ngha nh vy ta c th ni X = eAtC l nghim ca phng trnh X=AX. Vn

t ra y l ta s tnh ton eAtC nh th no? Ta c th s dng nh ngha cng vi
tnh ton chui v hn, tuy nhin ta c th li dng khai trin:
Ce(

A I ) t

= C + t ( A I ) C +

3
k
t2
t3
tk
( A I )2 C + ( A I ) C + + ( A I ) C +
2!
3!
k!

y, nu c k (A - I)kC = 0 th tt c cc s hng pha sau u bng 0 v

khi ta ch cn tnh ton vi chui hu hn.
T vi l gi tr ring ng vi nghim bi m ta tm C t h phng trnh:
( A I ) k C = 0

k 1
( A I ) C 0

(2 k < m)

Vi C tm c ta tm c nghim ring eAtC = ete(A - t)C t khai trin trn.

V d 3:
Gii h phng trnh:
x '1 = 4 x1 x2 + 2 x3

'2 4 x2 + 2 x3
x=
x ' = 4x
3
3

Gii:
Ta c
4
1
2
det ( A I =
) 0 4 2 = (4 )3
0
0
4

1
T gi tr ring = 4 vector ring C = 0 v ta tm c nghim ring
0

1
e 4t
0
0

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A l ma trn vung cp 3 nn tm nghim tng qut ca phng trnh ta cn tm 3

nghim ring c lp tuyn tnh.
Trc ht, ta tm C tha mn:
( A I )2 C = 0

( A I ) C 0

Ta c

0 0 2

=
=
0 t C ( A 4 I ) 2 C =
0
= 0 C
( A 4 I ) 0 0 =

0 0 0

2

Ta li c
(A-4I) C =

(A-4I) C 0 0

Do ta c th chn =0 C 1 t nghim ring th 2 l:

=1

1 t
Ce = e C + t ( A 4 I ) C = e 1

0
At

4t

4t

( A 4 I )3 =
0
Tip theo ta tm C tha mn
2
( A 4 I ) 0 .

0
Gii tng t ta tm c C = 0 nghim ring th 3:
1

e At C= e 4 t e(

A 4 I )t

2
t2
C= e 4 t C + t ( A 4 I ) C + ( A 4 I ) C =
2!

2t t 2
0 0 1 2 0 2 0 0 2 0

t
e 4t t
e 4t 0 + t 0 0 2
2
0 + 2! 0 0 0 0 =

0 0 0 1
1 0 0 0 1
1
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 2t t 2
1
1 t

4t
4t
4t
Do e 0 , e 1 , e 2t c lp tuyn tnh nn nghim tng qut ca h
0
0
1

cho l:
1
2t t 2
1 t

X = e 4t c1 0 + c2 1 + c3 2t
0

1
0
II. H phng trnh khng thun nht

Trc khi kho st phng trnh khng thun nht X=AX+F, ta nhc li v phng
trnh thun nht X=AX
A l ma trn vung cp n, X1, X2, ..., Xn l cc nghim c lp tuyn tnh ca
phng trnh X=AX. Khi :
= (X1X2 ... Xn)

c gi l ma trn c s (fundamental matrix). c cc tnh cht sau:

i. det = W(X1, X2, ..., Xn) (W: nh thc Wronski)
ii. ' = A
iii. c1X1 + c2X2 + ... + cnXn =

= C

T , nghim ca phng trnh thun nht X=AX l C s dng phng php h

s bin thin ta c th vit (t) U(t) nh l nghim ca phng trnh X=AX+F. Do o
hm ca ma trn chnh l o hm ca cc thnh phn nn ta c:
(U)' = 'U + U'

Thay X = U vo phng trnh X=AX+F ta thu c:

'U + U' = AU + F

S dng tnh cht 2 U' = F. S dng cng thc Cramer ta c th tnh ra U v

t tnh c U. Khi , nghim tng qut ca phng trnh s l:
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X = C + U

V d 4:
Gii phng trnh:
e 2t
3 2
=
X'
X
+
2t

1 2
2e

Gii:
Ta c det(A - I) = ( - 4)( - 1). T , cc gi tr ring l: = 4,1 cc nghim
ring ca phng trnh thun nht l
2
1
X1 = e 4t , X1 = e t
1
1
2e 4t

Do ma trn c s: = 4t
e

et
e t

2e 4t
u
t U = 1 U = F tr thnh 4t
u2
e

e t u1' e2t
=
e t u '2 2e2t

S dng cng thc Cramer gii phng trnh trn ta thu c:

1 2t

2t
u1 = e
u1 = e

t
=

u
3

2
u 2 = e t

Vy nghim tng qut ca phng trnh cho l:

2e 4t
X = C + U = 4t
e

e t c1 2e 4t
+
e t c2 e 4t

e t e 2t
2

e t
t
e

2c1e 4t + c2 e t 2e2t
= 4t
1
c1e c2 e t + e2t

Mt s phng trnh vi phn cp cao hoc h phng trnh vi phn cp cao ta c th

a v dng h phng trnh vi phn cp 1 bng cch t n ph thch hp.
V d 5:
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Gii h phng trnh:

0
x1 2x1 3x 2 =

0
x1 + x 2 + 2x 2 =

Gii:
u x=
=
u x1
1
t
th h cho c th vit thnh:

=
v x=
2
v x 2
x1 0
x 0
2 =
u 2
v 1

0
0
3
2

1
0
0
0

0 x 1
1 x 2

0 u
0 v

0
0
Phng trnh c trng ca ma trn A =
2
1

0
0
3
2

1
0
0
0

0
1
l l4 - 1 = 0 t ta tm
0
0

c cc gi tr ring l = 1, i . T ta tnh c cc vector ring tng ng (do ma

trn A kh ln ta c th s dng cc phn mm tnh ton nh Maple hay Mathematica
tr gip):
3 3 i
1 1 i
, ,
3 3 1
1 1 1

T cc gi tr Cet l:
3e t 3e t i (cos t + i sin t )
e t e t i (cos t + i sin t )

3e t 3e t (cos t + i sin t )

cos t + i sin t
et et

V t y ta c ma trn c s

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 3e 3e
sin t
t
e t
e
sin t

(t ) =
t
t
cos t
3e 3e
et
t
e
cos t

cos t
cos t

sin t
sin t

V do nghim tng qut l:

3e 3e
sin t
t

t
e
e
sin t
X =
t
t
cos t
3e 3e
et
t
e
cos t

cos t c1
cos t c 2

sin t c 3

sin t c 3

T y gii theo x1, x2 ta c:

x 1 = c1 3e t c 2 3e t + c 3 sin t c 4 cos t
x2 =
c1e t + c 2e t c 3 sin t + c 4 cos t

Kt lun
Vi vic s dng phng trnh c trng gii h phng trnh vi phn tuyn tnh
h s hng, ta c th gii quyt trn vn bi ton. Trong trng hp u tin khi phng
trnh c trng c n nghim thc phn bit vic gii quyt khng khc g cch gii h
phng trnh tuyn tnh trong i s. Trng hp phng trnh vi phn c nghim phc,
vi k thut tch phn o v phn thc ta c th gii quyt bi ton tng t trng hp
phng trnh vi phn tuyn tnh h cp cao h s hng. Trng hp phng trnh c
trng c nghim bi ta vn c th gii quyt tng t nh i vi phng trnh vi phn
tuyn tnh cp cao h s hng. Tuy nhin y, vi vic a vo khi nim hm m ma
trn chng ta c th thy s t nhin trong vic xc nh nghim cng nh s tin li
trong vic tnh ton cc nghim ring. T xy dng c cc bc tm nghim ca
phng trnh mt cch n gin v minh bch hn

TI LIU THAM KHO

1. Jean-Marie Monier, Gio trnh ton-Tp 4, NXBGD, 2009
2. Jean-Marie Monier, Gio trnh ton-Tp 5, NXBGD, 2009
3. Ishimura Ryuichi, Differential equation, Gio trnh i hc ChiBa.

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