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Ch07b PDF
Ch07b PDF
7.3.1.2. S tn ti nghim
* nh l Cauchy-Lipschitz
Cho (t0 , y0) (I, F). Bi ton Cauchy
(C) y(t) = A(t)[y(t)] + B(t)
y(t0) = y0
c nghim duy nht trn I.
* Mnh 1. Vi mi u I, nh x
1
u : S F; y | y(u)
l song nh.
Chng minh. Suy ra t nh l Cauchy-Lipschitz
* Mnh 2.
(i) S0 l khng gian vect tuyn tnh cng s chiu vi F v vi
mi u I, nh x
u : S0 F; y | y(u)
l song nh tuyn tnh.
(ii) S l khng gian affine c hng S0 :
S = y + S0 vi mi y S
v vi mi u I, nh x
u : S F; y | y(u)
l song nh affine.
Chng minh
(i) D thy rng S0 l khng gian vecto, v nh x u l song
nh tuyn tnh. V vy dim(S0) = dim(F).
(ii) D dng chng minh
S = y + S0 vi mi y S
2
7.3.2. Gii h phng trnh vi phn
7.3.2.1. Phng php kh
Trong nhiu trng hp ta c th a vic gii h phng trnh vi
phn cp 1 v vic gii phng trnh vi phn cp cao bng cch ly o
hm cc phng trnh vi phn, gi li mt hm v kh cc hm khc.
V d
(i) Gii h
x = 5x y (1)
y = x + 3y (2)
Ly o hm phng trnh th nht ta c
x = 5x y (3)
T (1) v (2) suy ra
y + 3x = 16x (4)
Th y t (4) vo (3) ta c
x = 5x (16x 3x)
x 8x + 16x = 0 (5)
2
Phng trnh c trng tng ng k 8k + 16 = 0 c nghim
kp l 4. Vy nghim tng qut ca (5) l
x(t) = e4t (C1 + C2 t) (6)
Suy ra
x(t) = C2e4t + 4(C1 + C2t) e4t
(1) y(t) = 5x x = 5(C1 + C2t) e4t C2e4t 4(C1 + C2t) e4t
= (C2t + C1 C2 ) e4t
Vy nghim tng qut l
x(t) = e4t (C1 + C2 t)
y(t) = e4t (C2t + C1 C2)
hay
x(t ) e 4t te4t
= C1 4t + C2
4t
y (t ) e (t 1)e
(t R, C1, C2 R).
(ii) Gii h
tx y
x' (1)
1 t2
x ty
y' (2)
1 t2
Ly phng trnh (1) nhn t ri cng (2) ta c
t.x + y = x
y = x t.x (3)
Ly o hm phng trnh (1) v s dng (3) ta c
3
( x tx' y ' )(1 t 2 ) 2(tx y )t 2tx' (1 t 2 ) 2tx' (1 t 2 )
x" 0 (4)
(1 t 2 ) 2 (1 t 2 ) 2
Ly o hm phng trnh (3) v s dng (4) ta c
y = x (x + t.x) = 0 (5)
Suy ra x v y c dng
x = A.t + B; y = C.t + D
Th vo phng trnh (1) ta c
t ( At B) (Ct D) A D 0
A
1 t B C 0
2
trong 1 , . . . , n l cc hm kh vi t I vo K.
V d. Gii h
(1) x(t) = x(t).tan(t) + y(t)
y(t) = x(t) + y(t).tan(t)
vi (x; y) : ; R2.
2 2
Ta c Y1 = (1, tan(t)) l nghim ring v vecto (0 ; 1) tho
4
1 0
= 1 0, t ;
tan t 1 2 2
tc chng c lp tuyn tnh vi mi t. Theo nh l, ta tm nghim
ring th 2 c lp tuyn tnh vi Y1 dng
(x(t),y(t)) = (t)(1, tan(t)) + (t)(0 ; 1)
tc l
x(t) = (t)
y(t) = (t).tan(t) + (t)
Th vo h (1) ta c
(t) = (t).tan(t) + (t).tan(t) + (t)
(t).tan(t) + (t)/cos2(t) +(t) = (t) + ((t).tan(t) + (t)).tan(t)
(t) = (t)
(t) = 0
H sau c nghim ring (t) = 1 v (t) = t
Nh vy nghim ring th hai l Y2(t) = (t , 1 + t.tan(t))
Cui cng ta c nghim tng qut l
(x, y) = C1.Y1(t) + C2.Y2(t)
= C1(1, tan(t)) + C2.( t, 1 + t.tan(t))
= (C1 + C2.t, C1.tan(t) + C2 + C2.t.tan(t))
vi C1, C2 R, hoc
x(t) = C1 + C2.t
y(t) = C1.tan(t) + C2 + C2.t.tan(t)
(t ; , C1, C2 R).
2 2
trong 1 , . . . , n l cc hm kh vi t I vo K.
V d. Gii h
(t2 + 1).x(t) = t.x y + 2.t
(t2 + 1).y(t) = x + t.y 1
Phng trnh thun nht tng ng c hai nghim c lp
1 t
Y1 (t ) v Y2 (t )
t 1
5
Ta tm nghim ring ca h khng thun nht di dng
(t ) t.2 (t )
Y0 (t ) 1 (t ).Y1 (t ) 2 (t ).Y2 (t ) 1
t1 (t ) 2 (t )
Th vo h phng trnh ta c
2
(t + 1).[1(t) + 2(t) + t.2(t)] = t.[1(t) + t.2(t) ] [t.1(t) 2(t)] + 2t
(t2 + 1).[t.1(t) + 1(t) 2(t)] = [1(t) + t.2(t) ] + t.[t.1(t) 2(t)] 1
(t2 + 1)(1(t) + t.2(t)) = 2.t
(t2 + 1)(t.1(t) 2(t)) = 1
t
1(t) =
t 2
1 2
2.t 2 1
2(t) =
t 2
1 2
T ta chn
t 1
1 (t ) dt
t 2
1 2
2 t 2 1
2.t 2 1 3 t
2 (t ) dt arctan t 2
v
t 2 1 2 2
2 t 1
v nhn c nghim ring ca h khng thun nht l
1 3
t. arctan t
Y0 (t ) 2 2
3 arctan t
2
Cui cng ta nhn c nghim tng qut:
1 3
t. arctan t C1 C2t
Y(t) = Y0(t) + C1Y1(t) + C2Y2(t) = 2 2
3 arctan t C t C
1 2
2
(t R, C1, C2 R).
6
7.3.3. H phng trnh vi phn tuyn tnh cp 1 h s hng
Xt h phng trnh vi phn tuyn tnh cp 1 h s hng
(E) X(t) = A.X(t) + B(t)
trong A l ma trn vung cp n,
B = (b1 , . . . , bn) : I Kn , X = (x1 , . . . , xn) : I Kn .
Phng trnh thun nht tng ng l
(E0) X(t) = A.X(t)
7
Th vo phng trnh th nht ta c
A.et + 10.B.e10t = 7(A.et + B.e10t) + 3(C.et + D.e10t)
6A + 3C = 0
3B 3D = 0
t A = C1, B = C2 ta suy ra C = 2C1, D = C2. Cui cng ta
nhn c nghim tng qut
x(t) = C1.et + C2.e10t
y(t) = 2C1.et + C2.e10t
(t R, C1, C2 R).
V d 2: Gii h
x = 5x y
y = x + 3y
Phng trnh c trng
5 1
| A .I | = 0 2 8 16 0
1 3
c nghim kp = 4.
Suy ra nghim c dng
x(t) = (At + B).e4t
y(t) = (Ct + D).e4t
Ly o hm ri th vo phng trnh th nht ta c
[A + 4(At + B)].e4t = [5(At + B) (Ct + D)].e4t
A + 4(At + B) = 5(At + B) (Ct + D)
A C = 0
A = B D
t A = C1 , B = C2 ta c C = C1 v D = C2 C1.
Suy ra nghim tng qut ca h l
x(t) = (C1.t + C2).e4t
y(t) = (C1.t + C2 C1).e4t
(t R, C1, C2 R).
V d 3: Gii h
x = x z
y = x
z = x y
a thc c trng
1 0 1
1 0 (1 ).(1 2 )
1 1
8
c nghim 1 = 1, 2 = i , 3 = i.
Suy ra nghim c dng
x(t) = A.et + B.eit + C.eit
y(t) = D.et + E.eit + F.eit
z(t) = G.et + H.eit + K.eit
Ly o hm ri th vo phng trnh th nht, th hai ta c
A.e + i B.eit i C.eit = A.et + B.eit + C.eit (G.et + H.eit + K.eit)
t
9
7.4. PHNG TRNH VI PHN TUYN TNH V
HNG CP 2
7.4.1. Tng qut
Cho I l khong trong R, a, b, g: IK l cc nh x lin tc. Xt
cc phng trnh vi phn tuyn tnh cp 2
(E) x(t) + a(t).x(t) + b(t).x(t) = g(t)
(E0) x(t) + a(t).x(t) + b(t).x(t) = 0
theo hm cha bit x: IK kh vi 2 ln. (E0) gi l phng trnh thun
nht v (E) gi l phng trnh khng thun nht nu g 0.
K hiu S, S0 l tp nghim ca (E), (E0).
nh l (CauchyLipschitz).
Vi mi (t0, x0, x1) I K K, tn ti duy nht nghim x(t) ca
(E) tho x(t0) = x0 v x(t0) = x1.
Chng minh
a (E) v h phng trnh tuyn tnh cp 1 tng ng
(E) x(t) = y(t)
y(t) = b(t).x(t) a(t).y(t) + g(t)
v p dng nh l CauchyLipschitz vi h (E).
Mnh
(i) S0 l khng gian vect 2 chiu v vi mi t0 I, nh x
x | (x(t0), x(t0)) t S0 vo K2
l song nh tuyn tnh.
(ii) S l khng gian affine 2 chiu c hng S0 v vi mi t0 I, nh
x
x | (x(t0), x(t0)) t S vo K2
l song nh affine.
Chng minh
Suy ra t mnh tng t i vi h tng ng (E).
10
nh ngha. Cho u, v : IK l cc nh x kh vi trn I. nh x
Wu,v:IK nh ngha nh sau
u (t ) v(t )
tI, Wu,v(t) = u (t ).v' (t ) u ' (t ).v(t )
u ' (t ) v' (t )
gi l nh x Wronski ca cp (u, v).
11
7.4.2. Gii phng trnh tuyn tnh cp 2 thun nht (E0)
7.4.2.1. Dng h s a thc
Gi s phng trnh (E0) c th a v dng
A(t).x(t) + B(t).x(t) + C(t).x(t) = 0
trong A(t), B(t) v C(t) l cc a thc.
Khi ta c th tm mt nghim ring ca (E0) dng a thc, c
bc khng vt qu bc ca A, B, C.
12
(x2, y2) = .(x1, x1) + .(0, 1) = (.x1 , .x1 + )
Suy ra x2 = .x1 , : I K l hm cha bit cn tm.
Th vo phng trnh (E0) ta c
x2 + a.x2 + b.x2 = .x1 + .(2.x1 + a.x1)
Nh vy x2 l nghim ca (E0) khi v ch khi l nghim ca
phng trnh
x1. + (2.x1 + a.x1). = 0
t = ta a v phng trnh cp 1 bin phn ly.
1
(t) =
1 t
2 2
dt 1 t
(t) = 1 t 2 2
Arc tan t
2
1 t2
1 t2 t
x2(t) = Arc tan t
2 2
Nghim tng qut
x(t) = C1(1 + t2) + C2((1 + t2) Arctant + t) , C1, C2 R
13
7.4.3. Phng php bin thin hng
Xt phng trnh vi phn (E) v phng trnh thun nht (E0)
(E) x(t) + a(t).x(t) + b(t).x(t) = g(t)
(E0) x(t) + a(t).x(t) + b(t).x(t) = 0
Phng trnh (E) tng ng h phng trnh tuyn tnh cp 1
(E) x(t) = y(t)
y(t) = b(t).x(t) a(t).y(t) + g(t)
v (E0) tng ng h
(E0) x(t) = y(t)
y(t) = b(t).x(t) a(t).y(t)
Gi s x1, x2 l cc nghim c lp ca (E0). Khi (x1, x1) v
(x2,x2) l nghim c lp ca (E0) . Ta tm nghim ring (x, y) ca
(E) dng
x x x C x C2 x2
C1 1 C 2 2 1 1
y x1 ' x2 ' C1 x1 'C 2 x2 '
vi C1, C2 : I K. T y = x suy ra C1x1 + C2.x2 = 0. Th vo (E)
ta c h
(C12) C1.x1 + C2.x2 = 0
C1.x1 + C2.x2 = g
Vy nghim ring ca (E) c dng
x(t) = C1.x1 + C2.x2
vi C1 v C2 tho h (C12).
14
t
1
t
C1(t) = g (u ) sin .udu
0
t
1
t
C2(t) = g (u ) cos .udu
0
t
1
t
= g (u ) sin (t u )du
0
t 3.x"4.t.x'6.x t
2
2
3
2
,I 3;
t
V cc h s u l a thc ta c th tm cc nghim ring ca phng
trnh thun nht dng a thc v c
x1(t) = t3 + 9.t v x2(t) = t2 + 1
Ta tm nghim ring ca phng trnh khng thun nht dng
x(t) = C1(t)(t3 + 9.t) + C2(t)(t2 + 1)
vi C1 v C2 l nghim ca h
C1(t)(t3 + 9.t) + C2(t)(t2 + 1) = 0
2
C1(t)(3.t + 9) + C2(t).2t =
t 2
3
2
t
Gii h trn ta nhn c
C1(t) = t + 1/t v C2(t) = (t2 + 9)
2
C1(t) = t /2 + lnt v C2(t) = t3/3 9.t
Nh vy nghim ring x(t) l
t2 t3
x0 (t ) ln t t 3 9t 9t t 2 1
2 3
t 3 9t ln t t 5 t 3 t 5 t 3 9.t 3 9.t
1 9 1 1
2 2 3 3
t 3 9t ln t t 5 29t 3 54t
1
6
Cui cng ta c nghim tng qut l
x(t ) t 3 9t ln t
1 5
6
t 29t 3 54t C1 t 3 9t C 2 t 2 1 ; C1 , C 2 R
15
BI TP
7.2.2, 7.2.3, 7.3.1, 7.3.6, 7.4.1
7.3.6
a) x = y + t2
y = x t2
b) x = -2x 4y + 4t + 1
y = -x + y + (3/2)t2
c) x = x + my + at
y= -mx + y + bt
d) x = x + y + sint
y = -x + 3y
e) x = x y + e2t
y = - x + 3y + t
f) x = y + z
y = z + x
z = x + y e-t
7.3.6.g. Gii h
x = 4.x y z + t
(E) y = x + 2.y z + 2.t
z = x y + 2.z t
Gii h phng trnh thun nht.
x = 4.x y z
(E0) y = x + 2.y z
z = x y + 2.z
a thc c trng
4 1 1
1 2 1 (2 ).(3 ) 2
1 1 2
c nghim n 1 = 2 v nghim kp 2 = 3. Suy ra nghim ca h
(E0) c dng
x(t) = A1.e2t + (B1.t + C1).e3t
y(t) = A2.e2t + (B2.t + C2).e3t
z(t) = A3.e2t + (B3.t + C3).e3t
Tnh o hm ca x, y, z:
x'(t) = 2.A1.e2t + B1.e3t + 3.( B1.t + C1).e3t
= 2.A1.e2t + (3.B1.t + B1 + 3.C1).e3t
y'(t) = 2.A2.e2t + (3.B2.t + B2 + 3.C2).e3t
z'(t) = 2.A3.e2t + (3.B3.t + B3 + 3.C3).e3t
16
Th vo phng trnh th nht h (E0) ta c
2.A1 = 4.A1 A2 A3 2.A1 = A2 + A3 (1)
3.B1 = 4.B1 B2 B3 B1 = B2 + B3 (2)
B1 + 3.C1 = 4.C1 C2 C3 B1 = C1 C2 C3 (3)
Th vo phng trnh th hai h (E0) ta c
2.A2 = A1 + 2.A2 A3 A1 = A 3 (4)
3.B2 = B1 + 2.B2 B3 B2 = B1 B3 (5)
B2 + 3.C2 = C1 + 2.C2 C3 B2 = C1 C2 C3 (6)
(1) & (4) A1 = A 2 = A 3 (a)
(3) & (6) B1 = B2 (b)
(2) & (b) B3 = 0 (c)
Th vo phng trnh th ba h (E0) v ng nht h s ca e3t ta c
B3 + 3.C3 = C1 C2 + 2.C3 B3 = C1 C2 C3 (7)
(7) & (c) C1 = C2 + C3 (d)
(3) & (d) B1 = B2 = 0 (e)
t
= A 1 , = C2 , = C3
ta nhn c nghim tng qut ca (E0)
x(t) = .e2t + ( + ).e3t
y(t) = .e2t + .e3t
z(t) = .e2t + .e3t
vi , v l cc hng s thc.
17
= ( .e2t + ( + ).e3t) (.e2t + .e3t) + 2.(.e2t + .e3t) t
<=> '.e2t + '.e3t = t (iii)
(iii) + (ii) (i) ' = 0 0
3t 3t
' = 2.t.e = (2/3).t. e (2/9).e3t
' = t. e3t = (1/3).t. e3t + (1/9). e3t
Vy ta c nghim ring ca (E) l
x0(t) = (t/3 + 1/9)
y0(t) = (2.t/3 + 2/9)
z0(t) = (t/3 + 1/9)
Cui cng ta nhn c nghim tng qut ca (E) l
x(t) = .e2t + ( + ).e3t (t/3 + 1/9)
y(t) = .e2t + .e3t (2.t/3 + 2/9)
z(t) = .e2t + .e3t + (t/3 + 1/9)
vi , v l cc hng s thc.
18