问题重述
本博客旨在求解带初值的线性微分方程组问题。
x ′ = A ( t ) x + f ( t ) , x ( t 0 ) = x 0 x'= A(t)x+f(t),\quad x(t_0)=x_0 x′=A(t)x+f(t),x(t0)=x0
理论证明这里就不想写了,只写一下具体怎么求解。
求解公式
x ( t ) = exp ( A ( t − t 0 ) ) x 0 + exp ( A t ) ∫ t 0 t exp ( − A s ) f ( s ) d s x(t)=\exp(A(t-t_0))x_0+\exp(At)\int_{t_0}^t\exp(-As)f(s)\,{\rm d}s x(t)=exp(A(t−t0))x0+exp(At)∫t0texp(−As)f(s)ds
示例
x ′ = ( 1 0 0 2 1 − 2 3 2 1 ) x + ( 0 0 e t cos ( 2 t ) ) , x ( 0 ) = ( 0 1 1 ) x'=\begin{pmatrix}1& 0& 0\\ 2 & 1 & -2\\ 3 & 2 & 1\end{pmatrix}x+\begin{pmatrix}0\\0\\e^t\cos(2t)\end{pmatrix},\quad x(0)=\begin{pmatrix}0\\1\\1\end{pmatrix} x′=⎝⎛1230120−21⎠⎞x+⎝⎛00etcos(2t)⎠⎞,x(0)=⎝⎛011⎠⎞
首先求解 Φ ( t ) \Phi (t) Φ(t)
A A A 的特征值和特征向量为 1 , 1 − 2 i , 1 + 2 i 1,1-2i,1+2i 1,1−2i,1+2i,对应的特征向量为 [ 1 , − 3 2 , 1 ] T [1,-\frac{3}{2},1]^T [1,−23,1]T, [ 0 , − i , 1 ] T [0,-i,1]^T [0,−i,1]T, [ 0 , i , 1 ] T [0,i,1]^T [0,i,1]T。于是
x 1 ( t ) = [ 1 − 3 2 1 ] e t x_1(t)=\begin{bmatrix}1\\-\frac{3}{2}\\1\end{bmatrix}e^t x1(t)=⎣⎡1−231⎦⎤et
x ˉ 2 , 3 = [ 0 − i 1 ] e ( 1 − 2 i ) t = e t [ 0 − i e − 2 i t e − 2 i t ] = e t [ 0 − i ( cos 2 t − i sin 2 t ) cos 2 t − i sin 2 t ] = e t [ 0 − sin 2 t cos 2 t ] + i e t [ 0 − cos 2 t − sin 2 t ] \begin{aligned}\bar{x}_{2,3}&=\begin{bmatrix}0\\-i\\\ 1\end{bmatrix}e^{(1-2i)t}\\ &=e^t\begin{bmatrix}0\\-ie^{-2it}\\e^{-2it}\end{bmatrix}\\ &=e^t\begin{bmatrix}0\\ -i(\cos2t-i\sin2t)\\\cos2t-i\sin2t\end{bmatrix}\\ &=e^t\begin{bmatrix}0\\-\sin2t\\\cos2t\end{bmatrix}+ie^t\begin{bmatrix}0\\-\cos2t\\-\sin2t\end{bmatrix}\end{aligned} xˉ2,3=⎣⎡0−i 1⎦⎤e(1−2i)t=et⎣⎡0−ie−2ite−2it⎦⎤=et⎣⎡0−i(cos2t−isin2t)cos2t−isin2t⎦⎤=et⎣⎡0−sin2tcos2t⎦⎤+iet⎣⎡0−cos2t−sin2t⎦⎤
于是就能得到,
x 2 ( t ) = e t [ 0 − sin 2 t cos 2 t ] , , x 3 ( t ) = e t [ 0 − cos 2 t − sin 2 t ] x_2(t)=e^t\begin{bmatrix}0\\-\sin2t\\\cos2t\end{bmatrix},\quad,x_3(t)=e^t\begin{bmatrix}0\\-\cos2t\\-\sin2t\end{bmatrix} x2(t)=et⎣⎡0−sin2tcos2t⎦⎤,,x3(t)=et⎣⎡0−cos2t−sin2t⎦⎤
于是 Ψ ( t ) = e t [ 1 0 0 − 3 2 − sin 2 t − cos 2 t 1 cos 2 t − sin 2 t ] \Psi(t)=e^t\begin{bmatrix}1 & 0 & 0\\ -\frac{3}{2} &-\sin2t&-\cos2t\\ 1 & \cos2t &-\sin2t\end{bmatrix} Ψ(t)=et⎣⎡1−2310−sin2tcos2t0−cos2t−sin2t⎦⎤
exp A t = Ψ ( t ) ∗ Ψ − 1 ( 0 ) = e t [ 1 0 0 − 3 2 − sin 2 t − cos 2 t 1 cos 2 t − sin 2 t ] ∗ [ 1 0 0 − 1 0 1 − 2 3 − 1 0 ] = e t [ 1 0 0 ( 2 cos ( 2 t ) + 3 sin ( 2 t ) − 2 ) 3 cos 2 t − sin 2 t ( 2 sin ( 2 t ) − 3 cos ( 2 t ) + 3 ) 3 sin 2 t cos 2 t ] \begin{aligned} \exp At&=\Psi(t)*\Psi^{-1}(0)\\ &=e^t\begin{bmatrix}1 & 0 & 0\\ -\frac{3}{2} &-\sin2t&-\cos2t\\ 1 & \cos2t &-\sin2t\end{bmatrix}*\begin{bmatrix} 1 & 0 & 0\\ -1 & 0 & 1\\ -\frac{2}{3} & -1 & 0 \end{bmatrix}\\ &= e^t\begin{bmatrix} 1 & 0 & 0\\ \frac{{\left(2\,\cos \left(2\,t\right)+3\,\sin \left(2\,t\right)-2\right)}}{3} & \cos2t & -\sin2t \\ \frac{{\left(2\,\sin \left(2\,t\right)-3\,\cos \left(2\,t\right)+3\right)}}{3} &\sin2t & \cos2t \end{bmatrix}\\ \end{aligned} expAt=Ψ(t)∗Ψ−1(0)=et⎣⎡1−2310−sin2tcos2t0−cos2t−sin2t⎦⎤∗⎣⎡1−1−3200−1010⎦⎤=et⎣⎡13(2cos(2t)+3sin(2t)−2)3(2sin(2t)−3cos(2t)+3)0cos2tsin2t0−sin2tcos2t⎦⎤
于是
x ( t ) = exp ( A ( t − t 0 ) ) x 0 + exp ( A t ) ∫ t 0 t exp ( − A s ) f ( s ) d s = exp ( A t ) [ 0 1 1 ] + exp ( A t ) ∫ 0 t exp − s t [ 0 0 e s cos 2 s ] d s = exp A t [ 0 1 1 ] + exp A t ∫ 0 t [ 0 cos 2 s sin 2 s cos 2 2 s ] d s = exp A t ∗ ( [ 0 1 1 ] + [ 0 sin ( 2 t ) 2 4 t 2 + sin ( 4 t ) 8 ] ) = e t [ 0 cos ( 2 t ) − sin ( 2 t ) − t sin ( 2 t ) 2 cos ( 2 t ) + 5 sin ( 2 t ) 4 + t cos ( 2 t ) 2 ] \begin{aligned} x(t)&=\exp(A(t-t_0))x_0+\exp(At)\int_{t_0}^t\exp(-As)f(s)\,{\rm d}s\\ &=\exp(At)\begin{bmatrix}0\\1\\1\end{bmatrix}+\exp(At)\int_0^t\exp-st\begin{bmatrix}0\\0\\e^s\cos 2s\\ \end{bmatrix}{\rm d}s\\ &=\exp At\begin{bmatrix}0\\1\\1\end{bmatrix}+\exp At\int_0^t\begin{bmatrix}0\\\cos2s\sin2s\\\cos^22s\end{bmatrix}{\rm d}s\\ &=\exp At*\left(\begin{bmatrix}0\\1\\1\end{bmatrix}+\begin{bmatrix} 0\\ \frac{{\sin \left(2\,t\right)}^2 }{4}\\ \frac{t}{2}+\frac{\sin \left(4\,t\right)}{8} \end{bmatrix} \right)\\ &=e^t\begin{bmatrix} 0\\ \cos \left(2\,t\right)-\sin \left(2\,t\right)-\frac{t\,\sin \left(2\,t\right)}{2}\\ \cos \left(2\,t\right)+\frac{5\,\sin \left(2\,t\right)}{4}+\frac{t\,\cos \left(2\,t\right)}{2} \end{bmatrix}\end{aligned} x(t)=exp(A(t−t0))x0+exp(At)∫t0texp(−As)f(s)ds=exp(At)⎣⎡011⎦⎤+exp(At)∫0texp−st⎣⎡00escos2s⎦⎤ds=expAt⎣⎡011⎦⎤+expAt∫0t⎣⎡0cos2ssin2scos22s⎦⎤ds=expAt∗⎝⎜⎛⎣⎡011⎦⎤+⎣⎢⎡04sin(2t)22t+8sin(4t)⎦⎥⎤⎠⎟⎞=et⎣⎡0cos(2t)−sin(2t)−2tsin(2t)cos(2t)+45sin(2t)+2tcos(2t)⎦⎤
参考资料
我感觉应该写清楚了。。。
如果还不明白就给我留言吧,我再做补充
2022年5月5日15:59:52