一阶线性微分方程的初等积分法
变量分离方程与变量变换
可分离变量的微分方程
d y d x = f ( x ) φ ( y ) (1.1) \frac{{dy}}{{dx}} = f(x)\varphi(y)\tag{1.1} dxdy=f(x)φ(y)(1.1)
其中 f ( x ) , φ ( y ) f(x),\varphi (y) f(x),φ(y)分别是x与y的已知连续函数
如果 φ ( y ) ≠ 0 {\varphi (y) \ne 0} φ(y)=0
原式可化为:
d
y
φ
(
y
)
=
f
(
x
)
d
x
\frac{{dy}}{{\varphi (y)}} = f(x)dx
φ(y)dy=f(x)dx
两边分别求积分,得:
∫
d
y
φ
(
y
)
=
∫
f
(
x
)
d
x
\int {\frac{{dy}}{{\varphi (y)}} = \int {f(x)dx} }
∫φ(y)dy=∫f(x)dx
用
G
(
y
)
G(y)
G(y),
F
(
x
)
F(x)
F(x)分别表示
1
ϕ
(
y
)
\frac{1}{{\phi (y)}}
ϕ(y)1和
f
(
x
)
f(x)
f(x)的某一个原函数
则方程(1.1)的通解为
G
(
y
)
=
F
(
x
)
+
C
G(y)=F(x)+C
G(y)=F(x)+C
如果存在
y
i
{y_i}
yi使得
φ
(
y
i
)
=
0
{\varphi (y_i) = 0}
φ(yi)=0,那么
y
i
{y_i}
yi就是方程(1.1)的解
齐次方程
d
y
d
x
=
g
(
y
x
)
(1.2)
\frac{{dy}}{{dx}} = g(\frac{y}{x})\tag{1.2}
dxdy=g(xy)(1.2)
其中
g
(
u
)
g(u)
g(u)为
u
u
u的连续函数
做变量变换
y
x
=
u
\frac{y}{x} = u
xy=u
即
y
=
u
x
y=ux
y=ux
将上式带入原方程,得:
x
d
u
d
x
+
u
=
g
(
u
)
x\frac{du}{{dx}} + u = g(u)
xdxdu+u=g(u)
整理,得:
d
u
d
x
=
1
x
⋅
(
g
(
u
)
−
u
)
\frac{{du}}{{dx}} = \frac{1}{x} \cdot (g(u) - u)
dxdu=x1⋅(g(u)−u)至此,问题转化为(1.1)
可化为齐次方程的类型
d
y
d
x
=
a
1
x
+
b
1
y
+
c
1
a
2
x
+
b
2
y
+
c
2
(1.3)
\frac{{dy}}{{dx}} = \frac{{{a_1}x + {b_1}y + {c_1}}}{{{a_2}x + {b_2}y + {c_2}}} \tag{1.3}
dxdy=a2x+b2y+c2a1x+b1y+c1(1.3)
其中
a
i
,
b
i
,
c
i
,
i
=
1
,
2
{a_i},{b_i},{c_i},i = 1,2
ai,bi,ci,i=1,2均为常数,且
c
1
,
c
2
{c_1},{c_2}
c1,c2不同时为零.
如果
∣
a
1
b
1
a
2
b
2
∣
=
0
\begin{vmatrix} {{a_1}}&{{b_1}}\\ {{a_2}}&{{b_2}}\end{vmatrix} =0
∣∣∣∣a1a2b1b2∣∣∣∣=0
设
a
1
=
k
a
2
,
b
1
=
k
b
2
{a_1} = k{a_2}, {b_1} = k{b_2}
a1=ka2,b1=kb2
则原方程可化为:
d
y
d
x
=
k
(
a
2
x
+
b
2
y
)
+
c
1
a
2
x
+
b
2
y
+
c
2
=
f
(
a
2
x
+
b
2
y
)
\frac{{dy}}{{dx}} = \frac{{k({a_2}x + {b_2}y) + {c_1}}}{{{a_2}x + {b_2}y + {c_2}}} = f({\kern 1pt} {a_2}x + {b_2}y)
dxdy=a2x+b2y+c2k(a2x+b2y)+c1=f(a2x+b2y)
令
u
=
a
2
x
+
b
2
y
u = {a_2}x + {b_2}y
u=a2x+b2y
带入原方程,整理,得:
d
u
d
x
=
a
2
+
b
2
f
(
u
)
\frac{{du}}{{dx}} = {a_2} + {b_2}f(u)
dxdu=a2+b2f(u)
至此,问题转化为(1.1)
如果
∣
a
1
b
1
a
2
b
2
∣
≠
0
\begin{vmatrix} {{a_1}}&{{b_1}}\\ {{a_2}}&{{b_2}}\end{vmatrix} \ne 0
∣∣∣∣a1a2b1b2∣∣∣∣=0
那么方程组
{
a
1
x
+
b
1
y
+
c
1
=
0
a
2
x
+
b
2
y
+
c
2
=
0
\left\{ \begin{array}{l} {a_1}x + {b_1}y + {c_1} = 0\\ {a_2}x + {b_2}y + {c_2} = 0 \end{array} \right.
{a1x+b1y+c1=0a2x+b2y+c2=0
存在唯一解
(
α
,
β
)
(\alpha ,\beta )
(α,β)
令
{
X
=
x
−
α
Y
=
y
−
β
\left\{ \begin{array}{l} X = x - \alpha \\ Y = y - \beta \end{array} \right.
{X=x−αY=y−β
则原方程可化为
d
Y
d
X
=
d
y
d
x
=
a
1
(
X
+
α
)
+
b
1
(
Y
+
β
)
+
c
1
a
2
(
X
+
α
)
+
b
2
(
Y
+
β
)
+
c
2
=
a
1
X
+
b
1
Y
+
(
a
1
α
+
b
1
β
+
c
1
)
a
2
X
+
b
2
Y
+
(
a
2
α
+
b
2
β
+
c
2
)
=
a
1
X
+
b
1
Y
a
2
X
+
b
2
Y
\begin{aligned} \frac{d Y}{d X}=\frac{d y}{d x} &=\frac{a_{1}(X+\alpha)+b_{1}(Y+\beta)+c_{1}}{a_{2}(X+\alpha)+b_{2}(Y+\beta)+c_{2}} \\ &=\frac{a_{1} X+b_{1} Y+\left(a_{1} \alpha+b_{1} \beta+c_{1}\right)}{a_{2} X+b_{2} Y+\left(a_{2} \alpha+b_{2} \beta+c_{2}\right)}\\ &=\frac{a_{1} X+b_{1} Y}{a_{2} X+b_{2} Y} \end{aligned}
dXdY=dxdy=a2(X+α)+b2(Y+β)+c2a1(X+α)+b1(Y+β)+c1=a2X+b2Y+(a2α+b2β+c2)a1X+b1Y+(a1α+b1β+c1)=a2X+b2Ya1X+b1Y
至此,问题转化为(1.2)
线性方程与常数变易法
一阶线性齐次微分方程
y ′ = p ( x ) y (2.1) y' = p(x)y \tag{2.1} y′=p(x)y(2.1)
该问题与问题(1.1)同理,此处不再赘述
方程的通解为:
y
=
c
e
∫
p
(
x
)
d
x
y = c{e^{\int {p(x)dx} }}
y=ce∫p(x)dx
一阶线性非齐次微分方程
y ′ = P ( x ) y + Q ( x ) (2.2) y' = P(x)y + Q(x)\tag{2.2} y′=P(x)y+Q(x)(2.2)
假设
y
=
c
(
x
)
e
∫
P
(
x
)
d
x
y = c(x){e^{\int {P(x)dx} }}
y=c(x)e∫P(x)dx
是方程的解
将上式带入原方程,得:
c
′
(
x
)
e
∫
P
(
x
)
d
x
+
c
(
x
)
e
∫
P
(
x
)
d
x
P
(
x
)
=
P
(
x
)
c
(
x
)
e
∫
P
(
x
)
d
x
+
Q
(
x
)
c'(x){e^{\int {P(x)dx} }} + c(x){e^{\int {P(x)dx} }}P(x) = P(x)c(x){e^{\int {P(x)dx} }} + Q(x)
c′(x)e∫P(x)dx+c(x)e∫P(x)dxP(x)=P(x)c(x)e∫P(x)dx+Q(x)
即:
c
′
(
x
)
=
Q
(
x
)
e
−
∫
P
(
x
)
d
x
c'(x) = Q(x){e^{ - \int {P(x)dx} }}
c′(x)=Q(x)e−∫P(x)dx
积分,得
c
(
x
)
=
∫
Q
(
x
)
e
−
∫
p
(
x
)
d
x
d
x
+
c
c(x) = \int {Q(x){e^{ - \int {p(x)dx} }}dx + c}
c(x)=∫Q(x)e−∫p(x)dxdx+c
将
c
(
x
)
c(x)
c(x)代入原式,得方程的通解
y
=
e
∫
P
(
x
)
d
x
[
∫
Q
(
x
)
e
−
∫
P
(
x
)
d
x
d
x
+
c
]
y = {e^{\int {P(x)dx} }}[\int {Q(x){e^{ - \int {P(x)dx} }}dx + c} ]
y=e∫P(x)dx[∫Q(x)e−∫P(x)dxdx+c]
另外,我们注意到:
非齐次线性方程的通解等于其对应齐次方程通解与自身的一个特解之和。
伯努利方程
y
′
=
P
(
x
)
y
+
Q
(
x
)
y
n
(2.3)
y' = P(x)y + Q(x){y^n} \tag{2.3}
y′=P(x)y+Q(x)yn(2.3)
将方程左右两边同乘以
y
−
n
y^{- n}
y−n,得:
y
−
n
y
′
=
P
(
x
)
y
1
−
n
+
Q
(
x
)
{y^{ - n}}y' = P(x){y^{1 - n}} + Q(x)
y−ny′=P(x)y1−n+Q(x)
令
z
=
y
1
−
n
z = {y^{1 - n}}
z=y1−n,带入上式,得:
1
1
−
n
d
z
d
x
=
P
(
x
)
z
+
Q
(
x
)
\frac{1}{{1 - n}}\frac{{dz}}{{dx}} = P(x)z + Q(x)
1−n1dxdz=P(x)z+Q(x)
整理,得:
d
z
d
x
=
(
1
−
n
)
P
(
x
)
z
+
(
1
−
n
)
Q
(
x
)
\frac{{dz}}{{dx}} = (1 - n)P(x)z + (1 - n)Q(x)
dxdz=(1−n)P(x)z+(1−n)Q(x)
至此,问题转化为(2.2)
通解为:
y
1
−
n
=
e
∫
(
1
−
n
)
P
(
x
)
d
x
[
∫
(
1
−
n
)
Q
(
x
)
e
−
∫
(
1
−
n
)
P
(
x
)
d
x
d
x
+
c
]
{y^{1 - n}} = {e^{\int {(1 - n)P(x)dx} }}[\int {(1 - n)Q(x){e^{ - \int {(1 - n)P(x)dx} }}dx + c} ]
y1−n=e∫(1−n)P(x)dx[∫(1−n)Q(x)e−∫(1−n)P(x)dxdx+c]
黎卡提方程
d y d x = P ( x ) y 2 + Q ( x ) y + R ( x ) (2.4) \frac{{dy}}{{dx}} = P(x){y^2} + Q(x)y + R(x)\tag{2.4} dxdy=P(x)y2+Q(x)y+R(x)(2.4)
首先找出方程一特 y ( x ) = y ~ ( x ) y(x) = \tilde y(x) y(x)=y~(x)
则
y
′
=
z
′
+
y
~
′
(
x
)
=
P
(
x
)
(
z
+
y
~
)
2
+
Q
(
x
)
(
z
+
y
~
)
+
R
(
x
)
=
P
(
x
)
z
2
+
(
2
y
~
P
(
x
)
+
Q
(
x
)
)
z
+
P
(
x
)
y
~
2
+
Q
(
x
)
y
~
+
R
(
x
)
\begin{aligned} y'=z' + \tilde y'(x) &=P(x){(z + \tilde y)^2} + Q(x)(z + \tilde y) + R(x){\rm{ }}\\ &=P(x){z^2} + (2\tilde yP(x) + Q(x))z + P(x){\tilde y^2} + Q(x)\tilde y + R(x)\end{aligned}
y′=z′+y~′(x)=P(x)(z+y~)2+Q(x)(z+y~)+R(x)=P(x)z2+(2y~P(x)+Q(x))z+P(x)y~2+Q(x)y~+R(x)
考虑到
y
~
′
(
x
)
=
P
(
x
)
y
~
2
+
Q
(
x
)
y
~
+
R
(
x
)
\tilde y'(x)=P(x){\tilde y^2} + Q(x)\tilde y + R(x)
y~′(x)=P(x)y~2+Q(x)y~+R(x),上式可化为
z
′
=
P
(
x
)
z
2
+
(
2
y
~
P
(
x
)
+
Q
(
x
)
)
z
z' = P(x){z^2} + (2\tilde yP(x) + Q(x))z
z′=P(x)z2+(2y~P(x)+Q(x))z
至此,问题求解
z
′
z'
z′转化为(2.3)
求得 z ′ z' z′后,可自然求得 y ( x ) y(x) y(x)
恰当方程与积分因子
恰当方程
M ( x , y ) d x + N ( x , y ) d y = 0 (3.1) M(x,y)dx + N(x,y)dy = 0\tag{3.1} M(x,y)dx+N(x,y)dy=0(3.1)
其中, ∂ M ( x , y ) ∂ y = ∂ N ( x , y ) ∂ x \frac{{\partial M(x,y)}}{{\partial y}} = \frac{{\partial N(x,y)}}{{\partial x}} ∂y∂M(x,y)=∂x∂N(x,y)
- 解法1:不定积分法
求 u ( x , y ) = ∫ M ( x , y ) d x + ϕ ( y ) u(x,y) = \int {M(x,y)dx + \phi (y)} u(x,y)=∫M(x,y)dx+ϕ(y)
由 ∂ u ∂ y = N ( x , y ) \frac{{\partial u}}{{\partial y}} = N(x,y) ∂y∂u=N(x,y)求得 ϕ ( y ) \phi (y) ϕ(y) - 解法2:分组凑微法
采用“分项组合”的方法,把本身已构成全微分的项分出来,再把余的项凑成全微分.
需要熟记的简单二元函数的全微分:
y d x + x d y = d ( x y ) ydx + xdy = d(xy) ydx+xdy=d(xy)
y d x − x d y y 2 = d ( x y ) \frac{{ydx - xdy}}{{{y^2}}} = d(\frac{x}{y}) y2ydx−xdy=d(yx)
− y d x + x d y x 2 = d ( y x ) \frac{{ - ydx + xdy}}{{{x^2}}} = d(\frac{y}{x}) x2−ydx+xdy=d(xy)
y d x − x d y x y = d ( ln ∣ x y ∣ ) \frac{{ydx - xdy}}{{xy}} = d(\ln |\frac{x}{y}|) xyydx−xdy=d(ln∣yx∣)
y d x − x d y x 2 + y 2 = d ( arctan x y ) \frac{{ydx - xdy}}{{{x^2} + {y^2}}} = d(\arctan \frac{x}{y}) x2+y2ydx−xdy=d(arctanyx)
y d x − x d y x 2 − y 2 = 1 2 d ( ln ∣ x − y x + y ∣ ) \frac{{ydx - xdy}}{{{x^2} - {y^2}}}=\frac{1}{2}d(\ln \left| {\frac{{x - y}}{{x + y}}} \right|) x2−y2ydx−xdy=21d(ln∣∣∣∣x+yx−y∣∣∣∣)
x d x + y d y = d ( x 2 + y 2 2 ) xdx + ydy = d\left( {\frac{{{x^2} + {y^2}}}{2}} \right) xdx+ydy=d(2x2+y2)
x d y + y d x x y = d ( ln ∣ x y ∣ ) \frac{{xdy + ydx}}{{xy}} = d\left( {\ln \left| {xy} \right|} \right) xyxdy+ydx=d(ln∣xy∣)
x d x + y d y x 2 + y 2 = d ( 1 2 ln ( x 2 + y 2 ) ) \frac{{xdx + ydy}}{{{x^2} + {y^2}}} = d\left( {\frac{1}{2}\ln ({x^2} + {y^2})} \right) x2+y2xdx+ydy=d(21ln(x2+y2)) - 解法3:线积分法
通解为:
∫ x 0 x M ( x , y 0 ) d x + ∫ y 0 y N ( x , y ) d y = c \begin{aligned} \int_{{x_0}}^x {M(x,{y_0})dx}+ \int_{{y_0}}^y {N(x,y)dy} =c \end{aligned} ∫x0xM(x,y0)dx+∫y0yN(x,y)dy=c
积分因子
定义
M
(
x
,
y
)
d
x
+
N
(
x
,
y
)
d
y
=
0
M(x,y)dx+N(x,y)dy=0
M(x,y)dx+N(x,y)dy=0
如果存在连续可微函数
μ
(
x
,
y
v
)
≤
0
\mu(x, yv)\leq 0
μ(x,yv)≤0,使得
μ
(
x
,
y
)
M
(
x
,
y
)
d
x
+
μ
(
x
,
y
)
N
(
x
,
y
)
d
y
=
0
\mu (x, y)M(x, y)dx+ \mu (x, y)N(x, y)dy= 0
μ(x,y)M(x,y)dx+μ(x,y)N(x,y)dy=0
为恰当方程,则
μ
(
x
,
y
\mu(x, y
μ(x,y)是方程(1)的一个积分因子
定理
微分方程(3.2)有一个仅依赖于x的积分因子的充要条件是
ψ
(
x
)
=
(
∂
M
∂
y
−
∂
N
∂
x
)
N
\psi(x)=\frac{(\frac{\partial M}{\partial y}-\frac{\partial N}{\partial x}) }{N}
ψ(x)=N(∂y∂M−∂x∂N)
仅与
x
x
x有关,这时(3.2)的积分因子为
μ
(
x
)
=
e
∫
ψ
(
x
)
d
x
\mu(x)=e^{\int\psi(x)dx}
μ(x)=e∫ψ(x)dx
同理
微分方程(3.2)有一个仅依赖于x的积分因子的充要条件是
ψ
(
x
)
=
(
∂
M
∂
y
−
∂
N
∂
x
)
−
M
\psi(x)=\frac{(\frac{\partial M}{\partial y}-\frac{\partial N}{\partial x}) }{-M}
ψ(x)=−M(∂y∂M−∂x∂N)
仅与
x
x
x有关,这时(3.2)的积分因子为
μ
(
y
)
=
e
∫
ψ
(
y
)
d
y
\mu(y)=e^{\int\psi(y)dy}
μ(y)=e∫ψ(y)dy