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工程數學--微分方程
Differential Equations (DE)
授課者:丁建均
教學網頁:http://djj.ee.ntu.edu.tw/DE.htm
(請上課前來這個網站將講義印好)
歡迎大家來修課!
2
授課者:丁建均
Office: 明達館723室, TEL: 33669652
Office hour: 週一至週五的下午皆可來找我
個人網頁:http://disp.ee.ntu.edu.tw/
E-mail: jjding@ntu.edu.tw
(1)請上課前,來這個網頁,將上課資料印好。
http://djj.ee.ntu.edu.tw/DE.htm
(2) 請各位同學踴躍出席 。
(3) 作業不可以抄襲。作業若寫錯但有用心寫仍可以有
40%~90% 的分數,但抄襲或借人抄襲不給分。
Introduction (Chap. 1)
解法 (Chap. 2)
First Order DE 應用 (Chap. 3)
矩陣解 (Chap. 8,範圍外)
解法 (Chap. 4)
Higher Order DE 應用 (Sec. 5-1)
非線性 (Sections 4-10, 5-3, 工數特論)
多項式解法 (Chap. 6)
解法 (Sections 12-1, 12-4)
Partial DE
直角座標 (Chapter 12,工數特論)
圓座標 (Chapter 13,工數特論)
(1-1)
dy ( x) x: independent variable 自變數
1
dx y(x): dependent variable 應變數
x d 3 f ( x)
0 sin(t ) f ( x t )dt dx3 cos x
8
• notations of differentiation
df d2 f d3 f d4 f
dx , dx 2 , dx 3 , dx 4 , ………. Leibniz notation
f , f , f , f ( 4) , ………. prime notation
f ,
f ,
f ,
f , ………. dot notation
fx , f xx , f xxx , f xxxx , ………. subscript notation
9
(2) Ordinary Differential Equation (ODE):
differentiation with respect to one independent variable
d 3u d 2u du dx dy dz
3
2 cos(6 x )u 0 2 xy z
dx dx dx dt dt dt
dx 2 dx
11
(5) Linear Differentiation Equation:
dny d n1 y dy
an x n an1 x n1 a1 x a0 x y g x
dx dx dx
All of the coefficient terms am(x) m = 1, 2, …, n are independent of y.
d 2 y dy
( y 3) 2 2 y x
dx dx
d 2 y dy
y 2
e x
dx 2 dx
d 2 y dy y
e e x
dx 2 dx
[Example 1.1.2] Linear and Nonlinear ODEs
(a) The equations
d3y dy
( y x ) dx 4 xd y 0, y " 2 y y 0, x 3
x 3
5 y ex
dx dx
dy 2
Example: x ,
dx
y c x2 / 2
or (explicit solution)
y c x2 / 2
15
The initial value (未必在 x = 0) is helpful for obtain the unique solution.
dy
1 and y(0) = 2 y = x+2
dx
dy
1 and y(2) =3.5 y = x+1.5
dx
16
For the kth order differential equation, the initial conditions can be 0th ~
(k–1)th derivatives at some points.
17
1.3 Differential Equations as Mathematical
Model
Physical meaning of differentiation:
the variation at certain time or certain place
dx t dv t d 2 x t
[Example 1]: v t , a t
dt dt dt 2
F v ma dx(t ) d 2 x(t )
F m
dt dt 2
dA t A: population
kA t
dt 人口增加量和人口呈正比
19
[Example 3]: 開水溫度隨著時間會變冷的模型
dT T: 熱開水溫度,
k (T Tm )
dt
Tm: 環境溫度
t: 時間
20
大一微積分所學的:
例如: 1 dt ln t c
f t dt 的解
t
dA t
f t A t f t dt c
dt
dA t 1
Example: A t ln t c
dt t
dA t 1 1
2 At 2 dt c ?
dt t 4 t 4
Problems
(1) 若等號兩邊都出現 dependent variable (如 pages 18, 19 的例子)
該如何解?
21
Review
• dependent variable and independent variable
• DE
• PDE and ODE
• Order of DE
• linear DE and nonlinear DE
• explicit solution and implicit solution
• initial value; boundary value
• IVP
22
dy
slopes and the field directions: f x, y
dx
y-axis
the slope is f(x0, y0)
(x0, y0)
x-axis
23
Example 1 dy/dx = 0.2xy
Disadvantage:
It can only be used for the case of the 1st order DE.
It requires a lot of time
26
Section 2-6 A Numerical Method
sampling(取樣)
• independent variable x x0, x1, x2, …………
dy ( x)
• Find the solution of f x, y
dx
Since dy x f x, y approximation y xn1 y xn
f xn , y ( xn )
dx xn1 xn
y xn1 y xn f xn , y ( xn ) xn1 xn
前一點的值 取樣間格
dy x 27
f x, y y xn1 y xn f xn , y ( xn ) xn1 xn
dx
If 𝑦 𝑥 is known
y x1 y x0 f x0 , y ( x0 ) x1 x0
y x2 y x1 f x1 , y ( x1 ) x2 x1
y x3 y x2 f x2 , y ( x2 ) x3 x2
:
:
:
:
dy x 28
f x, y y xn1 y xn f xn , y ( xn ) xn1 xn
dx
Example:
0 0
-0.5 -0.5
-1 -1
-1.5 -1.5
0 5 10 0 5 10
(c) (d)
1 1
0.5 0.5
0 0
-0.5 -0.5
-1 -1
-1.5 -1.5
0 5 10 0 5 10
30
Advantages
-- It can solve some 1st order DEs that cannot be solved by mathematics.
-- can be used for solving a complicated DE (not constrained for the 1st
order case)
-- suitable for computer simulation
Disadvantages
-- numerical error (數值方法的課程對此有詳細探討)
附錄一 Table of Integration 31
1/x ln|x| + c
cos(x) sin(x) + c
sin(x) –cos(x) + c
tan(x) –ln|cos(x)| + c
cot(x) ln|sin(x)| + c
ax ax/ln(a) + c
1 1 1 x
x2 a2 tan c
a a
1/ a x2 2 sin 1 ( x / a ) c
1 / a x 2 2 cos 1 ( x / a ) c
e ax 1
x eax x c
a a
e ax 2 2 x 2
x2 eax x 2 c
a a a
32