高数08.04 一阶线性微分方程

$\color{blue}{\S 第八章 第四节 一阶线性微分方程}$

$\color{blue}{一、一阶线性微分方程形式}$

$一阶线性微分方程标准形式:\dfrac{dy}{dx} + P(x)y = Q(x)\\ 若Q(x) \equiv 0,称为{\color{blue}{齐次方程}}; \\ 若Q(x) \not \equiv 0,成为{\color{blue}{非齐次方程}}.$
$1.解齐次方程\dfrac{dy}{dx} + P(x) y = 0 \\ 分离变量 \dfrac{dy}{y} = -P(x)dx \\ 两边积分得 \ln |y| = -\int P(x) dx + \ln |C| \\ 故通解为 y = Ce^{- \int P(x) dx}$

$2.解非齐次方程 \dfrac{dy}{dx} + P(x) y = Q(x) \\ 用常数变易法:作变换y(x) = u(x) e^{-\int P(x) dx}, 则 \\ u^{\prime}e^{-\int P(x) dx} - P(x)u e^{-\int P(x) dx} + P(x)u e^{-\int P(x) dx} = Q(x) \\ 即 \dfrac{du}{dx} = Q(x)e^{\int P(x) dx} \\ 两端积分得 u = \int Q(x)e^{\int P(x) dx} dx + C \\ {\color{blue}{方程的通解为: y = e^{-\int P(x) dx}[\int Q(x) e^{\int P(x) dx} dx + C] }}\\ 即 y = \underline{Ce^{-\int P(x) dx}} + \underline{e^{-\int P(x) dx}\int Q(x) e^{\int P(x) dx} dx} \\ \qquad \quad 齐次方程通解 \qquad 非齐次方程特解$

$例1.解方程 \dfrac{dy}{dx} - \dfrac{2y}{x + 1} = (x + 1)^{\frac{5}{2}}$
$解:\\ 先解 \dfrac{dy}{dx} - \dfrac{2y}{x + 1} = 0 \\ 即 \dfrac{dy}{y} = \dfrac{2dx}{x + 1} \\ 积分的 \ln |y| = 2 \ln |x + 1| + \ln |C|, 即 y = C(x + 1)^2 \\ 用常数变易法求特解.令 y = u(x) \cdot (x + 1)^2, \\ y^{\prime} = u^{\prime} \cdot (x + 1)^2 + 2u \cdot (x + 1) \\ u^{\prime} \cdot (x + 1)^2 + 2u \cdot (x + 1) = (x + 1)^{\frac{5}{2}} \\ u^{\prime} \cdot (x + 1)^2 + 2u \cdot (x + 1) = \dfrac{2u(x + 1)^2}{x + 1} + (x + 1)^{\frac{5}{2}} \\ u^{\prime} = (x + 1)^{\frac{1}{2}} \\ 解得 u = \dfrac{2}{3} (x + 1)^{\frac{3}{2}} + C \\ 故原方程的通解为:y = (x+1)^2 [\dfrac{2}{3}(x + 1)^{\frac{3}{2}} + C] \\ 解法2：使用通解公式:\\ P(x) = -\dfrac{2}{x + 1}, Q(x) = (x + 1)^{\frac{5}{2}} \\ 通解公式:y = e^{-\int P(x) dx} [C + \int Q(x)e^{\int P(x) dx} dx] \\ y = e^{-\int -\frac{2}{x + 1} dx} [C + \int (x + 1)^{\frac{5}{2}} e^{\int -\frac{2}{x + 1} dx} dx] \\ = e^{2\ln | x + 1|} [C + \int (x + 1)^{\frac{5}{2}} e^{-2\ln |x + 1|} dx] \\ = (x + 1)^2 [C + \int (x + 1)^{\frac{5}{2}} (x + 1)^{-2} dx] \\ = (x + 1)^2 [C + \int (x + 1)^{\frac{1}{2}}dx] \\ = (x + 1)^2 [C + \dfrac{2}{3} (x + 1)^{\frac{3}{2}}]$

$例2.求方程\dfrac{dx}{\sqrt{xy}} + [\dfrac{2}{y} - \sqrt{\dfrac{x}{y^3}}]dy = 0的通解$
$解:\\ 注意x,y 同号,当x > 0时, \dfrac{dx}{\sqrt{x}} = 2d\sqrt{x},故方程\\ 可变形为 \dfrac{d\sqrt{x}}{dy} - \dfrac{\sqrt{x}}{2y} = -\dfrac{1}{\sqrt{y}}\\ 以\sqrt{x}为因变量,y为自变量的一阶线性方程. \\ P(y) = -\dfrac{1}{2y} \\ Q(y) = -\dfrac{1}{\sqrt{y}} \\ 通解公式:x = e^{-\int P(y) dy} [C + \int Q(y)e^{\int P(y) dy} dy] \\ 即：\sqrt{x} = e^{\int \frac{1}{2y} dy} [\ln |C| + \int -\dfrac{1}{\sqrt{y}} e^{-\frac{1}{2y}dy} dy] \\ = \sqrt{y} [\ln |C| -\int \dfrac{1}{\sqrt{y}}\cdot \dfrac{1}{\sqrt{y}}dy ] = \sqrt{y} [\ln |C| - \ln |y| ] \\ = \sqrt{y} \ln |\dfrac{C}{y}| \\ 所求通解为 ye^{\sqrt{\frac{x}{y}}} = C (C \neq 0)$

内容小结
$一阶线性方程 \dfrac{dy}{dx} + P(x)y = Q(x) \\ 方法1.先解齐次方程，再用常数变易法. \\ 方法2.用通解公式:\\ y = e^{-\int P(x) dx} [\int Q(x) e^{\int P(x) dx} dx + C]$

练习
1.判别下列方程的类型:
$(1) x \dfrac{dy}{dx} + y = xy\dfrac{ dy}{dx}$
$(2) x \dfrac{dy}{dx} = y(\ln y - \ln x)$
$(3) (y - x^3) dx - 2x dy = 0$
$(4) 2y dx + (y^3 - x)dy = 0$
$解:\\ (1) \dfrac{y - 1}{y} dy = \dfrac{dx}{x} \quad 变量可分离 \\ (2) \dfrac{dy}{dx} = \dfrac{y}{x} \ln \dfrac{y}{x} \quad 齐次方程 \\ (3) \dfrac{dy}{dx} - \dfrac{1}{2x} y = -\dfrac{x^2}{2} \quad 以y为因变量的一阶线性非齐次方程 \\ (4) \dfrac{dx}{dy} - \dfrac{1}{2y} x = -\dfrac{y^2}{2} \quad 以x为因变量的一阶线性非齐次方程$

$2.求一连续可导函数f(x)使其满足下列方程:\\ f(x) = \sin{x} - \int_0^x f(x - t) dt$
$解:\\ 令u = x - t \\ f(x) = \sin{x} - \int_0^x f(u) du, 则有$
$\left \{ \begin{array}{l} f^{\prime}(x) + f(x) = \cos{x} \\ f(0) = 0 \end{array} \right.$
$利用公式：y = e^{-\int P(x) dx}[\int Q(x) e^{\int P(x) dx} dx + C] \\ \int \cos{x} e^x dx \\ = e^x \cos{x} - \int e^x d\cos{x} \\ = e^x \cos{x} + \int e^x \sin{x} dx \\ = e^x \cos{x} + e^x \sin{x} - \int e^x d\sin{x} \\ = e^x \cos{x} + e^x \sin{x} - \int e^x \cos{x} dx \\ \int \cos{x} e^x dx = \dfrac{1}{2}(\cos{x} + \sin{x}) \\ P(x) = 1, Q(x) = \cos{x} \\ f(x) = e^{-\int 1 dx}[\int \cos{x} e^{\int 1 dx} dx + C] \\ = e^{-x}[\int \cos{x} e^x dx + C] \\ = e^{-x}[\dfrac{1}{2}(\cos{x} + \sin{x})e^x + C] \\ = \dfrac{1}{2}(\cos{x} + \sin{x})e^x + Ce^{-x} \\ f(0) = \dfrac{1}{2}(\cos{0} + \sin{0})e^0 + Ce^{-0} \\ C = -\dfrac{1}{2} \\ f(x) = \dfrac{1}{2}(\cos{x} + \sin{x} - e^{-x})$