n个自变量的一阶线性偏微分方程( n ≥ 2 n\geq2 n≥2)
n个自变量的一阶线性偏微分方程的一般形式为
∑
j
=
1
n
b
j
∂
u
∂
x
j
+
c
u
=
f
(7)
\sum_{j=1}^nb_j\frac{\partial u}{\partial x_j}+cu=f \tag{7}
j=1∑nbj∂xj∂u+cu=f(7)
其中,
b
j
=
b
j
(
x
1
,
x
2
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,
x
n
)
,
j
=
1
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2
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,
n
,
c
=
c
(
x
1
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x
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x
n
)
,
f
=
f
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,
x
n
)
b_j=b_j(x_1,x_2,...,x_n),j=1,2,...,n,c=c(x_1,x_2,..,x_n),f=f(x_1,x_2,...,x_n)
bj=bj(x1,x2,...,xn),j=1,2,...,n,c=c(x1,x2,..,xn),f=f(x1,x2,...,xn)是已知的区域
D
⊂
R
n
D\subset \bold R^n
D⊂Rn上的连续函数。
与
n
−
2
n-2
n−2时一样,先来求解相应的齐次方程
∑
j
=
1
n
b
j
∂
φ
∂
x
i
=
0
(8)
\sum_{j=1}^nb_j\frac{\partial \varphi}{\partial x_i}=0 \tag{8}
j=1∑nbj∂xi∂φ=0(8)
为此,引入特征方程组
d
x
1
b
1
=
d
x
2
b
2
=
⋅
⋅
⋅
=
d
x
n
b
n
(9)
\frac{ dx_1}{b_1}=\frac{dx_2}{b_2}=···=\frac{dx_n}{b_n} \tag{9}
b1dx1=b2dx2=⋅⋅⋅=bndxn(9)
如选定变量
x
1
,
x
2
,
.
.
.
,
x
n
x_1,x_2,...,x_n
x1,x2,...,xn中的某一个(如
x
a
x_a
xa)作为自变量,特征方程(9)是n-1个一阶常微分方程
d
x
j
d
x
n
=
b
j
b
n
(
j
=
1
,
2
,
.
.
.
,
n
−
1
)
\frac{dx_j}{dx_n}=\frac{b_j}{b_n}(j=1,2,...,n-1)
dxndxj=bnbj(j=1,2,...,n−1)组成的方程组,等价于一个n-1阶的常微分方程。它的解是n维空间中的曲线,称此积分曲线为一阶线性偏微分方程(7)的特征曲线。
如果引入参数t,特征方程组(9)可改写成
d
x
j
d
t
=
b
j
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x
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x
2
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,
x
n
)
,
j
=
1
,
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,
n
\frac{dx_j}{dt}=b_j(x_1,x_2,...,x_n),\quad j=1,2,...,n
dtdxj=bj(x1,x2,...,xn),j=1,2,...,n
积分曲线可表示为
Γ
:
{
x
j
=
x
j
(
t
)
,
j
=
1
,
2
,
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,
n
}
\Gamma:\{x_j=x_j(t), \quad j=1,2,...,n\}
Γ:{xj=xj(t),j=1,2,...,n}。如果能将特征方程组(9)中的某些方程凑成一个全微分形式的方程
d
φ
(
x
1
,
x
2
,
.
.
.
,
x
n
)
=
0
d\varphi(x_1,x_2,...,x_n)=0
dφ(x1,x2,...,xn)=0,则积分得到的关系式
φ
(
x
1
,
x
2
,
.
.
.
,
x
n
)
=
h
\varphi(x_1,x_2,...,x_n)=h
φ(x1,x2,...,xn)=h(常数)称为常微分方程组(9)的一个首次积分。由常微分方程理论,一个n-1阶常微分方程存在且最多存在n-1个相互独立的首次积分。这n-1个独立的首次积分
φ
j
(
x
1
,
x
2
,
.
.
.
,
x
n
)
=
h
j
(
j
=
1
,
2
,
.
.
.
,
n
−
1
)
\varphi_j(x_1,x_2,...,x_n)=h_j(j=1,2,...,n-1)
φj(x1,x2,...,xn)=hj(j=1,2,...,n−1)的联立即以隐函数的形式给出了(9)式的隐式通解(积分曲线族)。当n=2时,特征方程(9)只有一个独立的首次积分,即为积分曲线族。类似于n=2的情形,偏微分方程(8)的解与特征方程组(9)的首次积分之间有确定的关系。
定理:若 φ ( x 1 , x 2 , . . . , x n ) = h \varphi(x_1,x_2,...,x_n)=h φ(x1,x2,...,xn)=h是特征方程组(9)在 D ⊂ R n D\subset \bold R^n D⊂Rn内的一个首次积分,则 ξ = φ ( x 1 , x 2 , . . . , x n ) \xi=\varphi(x_1,x_2,...,x_n) ξ=φ(x1,x2,...,xn)是一阶线性偏微分方程(8)在D上的一个解。
证明:设
φ
(
x
1
,
x
2
,
.
.
.
,
x
n
)
=
h
\varphi(x_1,x_2,...,x_n)=h
φ(x1,x2,...,xn)=h是特殊方程组(9)的一个首次积分,则沿着(9)式的任一条积分曲线
Γ
:
{
x
j
=
x
j
(
t
)
,
j
=
1
,
2
,
.
.
.
,
n
}
\Gamma:\{x_j=x_j(t),j=1,2,...,n\}
Γ:{xj=xj(t),j=1,2,...,n}有
d
φ
(
x
1
(
t
)
,
x
2
(
t
)
,
.
.
.
,
x
n
(
t
)
)
=
0
d\varphi(x_1(t),x_2(t),...,x_n(t))=0
dφ(x1(t),x2(t),...,xn(t))=0
即有
∂
φ
∂
x
1
d
x
1
d
t
+
∂
φ
∂
x
2
d
x
2
d
t
+
⋅
⋅
⋅
+
∂
φ
∂
x
n
d
x
n
d
t
=
b
1
∂
φ
∂
x
1
+
b
2
∂
φ
∂
x
2
+
⋅
⋅
⋅
+
b
n
∂
φ
∂
x
n
=
0
\frac{\partial \varphi}{\partial x_1}\frac{dx_1}{dt}+\frac{\partial \varphi}{\partial x_2}\frac{dx_2}{dt}+···+ \frac{\partial \varphi}{\partial x_n}\frac{d x_n}{dt}=b_1\frac{\partial \varphi}{\partial x_1}+b_2\frac{\partial \varphi}{\partial x_2}+···+b_n\frac{\partial \varphi}{\partial x_n}=0
∂x1∂φdtdx1+∂x2∂φdtdx2+⋅⋅⋅+∂xn∂φdtdxn=b1∂x1∂φ+b2∂x2∂φ+⋅⋅⋅+bn∂xn∂φ=0
由于过D内任一点有且仅有一条积分曲线,上式对于D内任一点成立,故
ξ
=
φ
(
x
1
,
x
2
⋅
⋅
⋅
,
x
n
)
\xi=\varphi(x_1,x_2···,x_n)
ξ=φ(x1,x2⋅⋅⋅,xn)是偏微分方程(8)在D上的解。
现在,求解一阶线性偏微分方程(7)。
由上述定理知,如果找到特征方程组(9)的n-1个独立的首次积分
φ
j
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
=
h
j
(
j
=
1
,
2
,
⋅
⋅
⋅
,
n
−
1
)
\varphi_j(x_1,x_2,···,x_n)=h_j(j=1,2,···,n-1)
φj(x1,x2,⋅⋅⋅,xn)=hj(j=1,2,⋅⋅⋅,n−1)作自变量的变量代换
{
ξ
j
=
φ
j
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
,
j
=
1
,
2
,
⋅
⋅
⋅
,
n
−
1
ξ
n
=
φ
n
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
(10)
\begin{cases} \xi_j=\varphi_j(x_1,x_2,···,x_n),\quad j=1,2,···,n-1 \\ \xi_n=\varphi_n(x_1,x_2,···,x_n) \end{cases} \tag{10}
{ξj=φj(x1,x2,⋅⋅⋅,xn),j=1,2,⋅⋅⋅,n−1ξn=φn(x1,x2,⋅⋅⋅,xn)(10)
其中,
φ
n
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
\varphi_n(x_1,x_2,···,x_n)
φn(x1,x2,⋅⋅⋅,xn)任取,使在D上
J
(
φ
1
,
φ
2
,
⋅
⋅
⋅
,
φ
n
)
=
∂
(
φ
1
,
φ
2
,
⋅
⋅
⋅
,
φ
n
)
∂
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
=
∣
∂
φ
1
∂
x
1
∂
φ
2
∂
x
2
⋯
∂
φ
n
∂
x
n
∂
φ
2
∂
x
1
∂
φ
2
∂
x
2
⋯
∂
φ
n
∂
x
2
⋮
⋮
⋱
⋮
∂
φ
n
∂
x
1
∂
φ
n
∂
x
2
⋯
∂
φ
n
∂
x
n
∣
≠
0
J(\varphi_1,\varphi_2,···,\varphi_n)=\frac{\partial(\varphi_1,\varphi_2,···,\varphi_n)}{\partial(x_1,x_2,···,x_n)}= \begin{vmatrix} \frac{\partial \varphi_1}{\partial x_1} & \frac{\partial \varphi_2}{\partial x_2} & \cdots & \frac{\partial \varphi_n}{\partial x_n} \\ \frac{\partial \varphi_2}{\partial x_1} & \frac{\partial \varphi_2}{\partial x_2} & \cdots & \frac{\partial \varphi_n}{\partial x_2} \\ \vdots & \vdots & \ddots & \vdots \\ \frac{\partial \varphi_n}{\partial x_1} & \frac{\partial \varphi_n}{\partial x_2} & \cdots & \frac{\partial \varphi_n}{\partial x_n} \end{vmatrix} \neq 0
J(φ1,φ2,⋅⋅⋅,φn)=∂(x1,x2,⋅⋅⋅,xn)∂(φ1,φ2,⋅⋅⋅,φn)=∣∣∣∣∣∣∣∣∣∣∂x1∂φ1∂x1∂φ2⋮∂x1∂φn∂x2∂φ2∂x2∂φ2⋮∂x2∂φn⋯⋯⋱⋯∂xn∂φn∂x2∂φn⋮∂xn∂φn∣∣∣∣∣∣∣∣∣∣=0
代入(7),由链式法则得
∑
j
=
1
n
b
j
∂
u
∂
x
j
=
∑
j
=
1
n
b
j
(
∑
k
=
1
n
∂
φ
k
∂
x
j
∂
u
∂
ξ
k
)
=
∑
k
=
1
n
(
∑
j
=
1
n
b
j
∂
φ
k
∂
x
i
)
∂
u
∂
ξ
k
\sum_{j=1}^n b_j\frac{\partial u}{\partial x_j}=\sum_{j=1}^nb_j(\sum_{k=1}^n\frac{\partial \varphi_k}{\partial x_j}\frac{\partial u}{\partial \xi_k})=\sum_{k=1}^n(\sum_{j=1}^nb_j\frac{\partial \varphi_k}{\partial x_i})\frac{\partial u}{\partial \xi_k}
j=1∑nbj∂xj∂u=j=1∑nbj(k=1∑n∂xj∂φk∂ξk∂u)=k=1∑n(j=1∑nbj∂xi∂φk)∂ξk∂u
由定理1知,当
k
=
1
,
2
,
⋅
⋅
⋅
,
n
−
1
k=1,2,···,n-1
k=1,2,⋅⋅⋅,n−1时,有
∑
j
=
1
n
b
j
∂
φ
k
∂
x
j
=
,
u
=
u
(
x
1
,
⋅
⋅
⋅
,
x
n
)
\sum_{j=1}^nb_j\frac{\partial \varphi_k}{\partial x_j}=, u=u(x_1,···,x_n)
∑j=1nbj∂xj∂φk=,u=u(x1,⋅⋅⋅,xn)的方程(7)变成
u
=
u
(
ξ
1
,
ξ
2
,
⋅
⋅
⋅
,
ξ
n
)
u=u(\xi_1,\xi_2,···,\xi_n)
u=u(ξ1,ξ2,⋅⋅⋅,ξn)的方程
(
∑
j
=
1
n
b
j
∂
φ
n
∂
x
j
)
∂
u
∂
ξ
n
+
c
u
=
f
(11)
(\sum_{j=1}^nb_j\frac{\partial \varphi_n}{\partial x_j})\frac{\partial u}{\partial \xi_n}+cu=f \tag{11}
(j=1∑nbj∂xj∂φn)∂ξn∂u+cu=f(11)
对
ξ
n
\xi_n
ξn积分,可得(11)式的通解。再代会原来的自变量
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
(x_1,x_2,···,x_n)
(x1,x2,⋅⋅⋅,xn),便得原方程(7)的通解。
特别地,当
c
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
=
f
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
≡
0
c(x_1,x_2,···,x_n)=f(x_1,x_2,···,x_n)\equiv 0
c(x1,x2,⋅⋅⋅,xn)=f(x1,x2,⋅⋅⋅,xn)≡0时,方程(7)即为方程(8),变量代换(10)式后的新方程为
∂
u
∂
ξ
n
=
0
\frac{\partial u}{\partial \xi_n}=0
∂ξn∂u=0
积分得通解
u
=
g
(
ξ
1
,
ξ
2
,
⋅
⋅
⋅
,
ξ
n
−
1
)
=
g
(
φ
1
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
,
φ
2
(
x
1
,
x
2
,
⋅
⋅
⋅
x
n
)
,
⋅
⋅
⋅
,
φ
n
−
1
(
x
1
,
x
2
,
⋅
⋅
⋅
,
x
n
)
)
,
u=g(\xi_1,\xi_2,···,\xi_{n-1})=g(\varphi_1(x_1,x_2,···,x_n),\varphi_2(x_1,x_2,···x_n),···,\varphi_{n-1}(x_1,x_2,···,x_n)),
u=g(ξ1,ξ2,⋅⋅⋅,ξn−1)=g(φ1(x1,x2,⋅⋅⋅,xn),φ2(x1,x2,⋅⋅⋅xn),⋅⋅⋅,φn−1(x1,x2,⋅⋅⋅,xn)),
其中为任意
n
−
1
n-1
n−1元
C
1
C^1
C1函数。
如果再给出未知函数在n维空间的一条曲线(非特征线)上的值,定出函数g,可得到特解。遗憾的是,一般而言,实际找出常微分方程的首次积分和确定函数关系g并非易事。
例1:求解初值问题
{
x
∂
u
∂
x
+
y
∂
u
∂
y
+
z
∂
u
∂
z
=
0
u
∣
z
=
1
=
x
y
\begin{cases} \sqrt{x}\frac{\partial u}{\partial x}+\sqrt{y}\frac{\partial u}{\partial y}+z\frac{\partial u}{\partial z}=0 \\ u|_{z=1}=xy \end{cases}
{x∂x∂u+y∂y∂u+z∂z∂u=0u∣z=1=xy
解:特征方程为
d
x
x
=
d
y
u
=
d
z
z
\frac{dx}{\sqrt x}=\frac{dy}{\sqrt u}=\frac{dz}{z}
xdx=udy=zdz
有两个独立的首次积分
x
−
y
=
c
1
\sqrt{x}-\sqrt{y}=c_1
x−y=c1和
2
y
−
l
n
z
=
c
2
2\sqrt{y}-lnz=c_2
2y−lnz=c2,故齐次方程的通解为
u
=
g
(
x
−
y
,
2
u
−
l
n
z
)
u=g(\sqrt x-\sqrt y,2\sqrt u-lnz)
u=g(x−y,2u−lnz)
代入初始条件
u
∣
x
=
1
=
g
(
x
−
y
,
2
y
)
=
x
y
u|_{x=1}=g(\sqrt x-\sqrt y,2\sqrt y)=xy
u∣x=1=g(x−y,2y)=xy
为了确定函数g,不妨令
p
=
x
−
y
p=\sqrt x-\sqrt y
p=x−y和
q
=
2
y
q=2\sqrt y
q=2y,解得
y
=
1
4
q
2
,
x
=
(
p
+
1
2
q
)
2
y=\frac{1}{4}q^2,\quad x=(p+\frac{1}{2}q)^2
y=41q2,x=(p+21q)2
故
g
(
p
,
q
)
=
1
4
q
2
(
p
+
1
2
q
)
2
g(p,q)=\frac{1}{4}q^2(p+\frac{1}{2}q)^2
g(p,q)=41q2(p+21q)2
上述定解问题的解为
u
=
(
y
−
1
2
l
n
z
)
2
(
x
−
1
2
l
n
z
)
2
u=(\sqrt y-\frac{1}{2}lnz)^2(\sqrt x-\frac{1}{2}lnz)^2
u=(y−21lnz)2(x−21lnz)2
例2:求解初值问题
{
∂
u
∂
t
=
x
∂
u
∂
x
+
y
∂
u
∂
y
+
u
+
x
y
u
∣
t
=
0
=
φ
(
x
,
y
)
\begin{cases} \frac{\partial u}{\partial t}=x\frac{\partial u}{\partial x}+y\frac{\partial u}{\partial y}+u+xy \\ u|_{t=0}=\varphi(x,y) \end{cases}
{∂t∂u=x∂x∂u+y∂y∂u+u+xyu∣t=0=φ(x,y)
解:特征方程为
d
t
1
=
−
d
x
x
=
−
d
y
y
\frac{dt}{1}=-\frac{dx}{x}=-\frac{dy}{y}
1dt=−xdx=−ydy
积分得首次积分
x
e
t
=
c
1
,
y
e
t
=
c
2
xe^t=c_1,ye^t=c_2
xet=c1,yet=c2。作变量代换
ξ
=
x
e
t
,
η
=
y
e
t
,
τ
=
t
\xi=xe^t,\quad \eta=ye^t, \quad \tau=t
ξ=xet,η=yet,τ=t
方程变为一阶常微分方程
∂
u
∂
τ
=
u
(
ξ
,
η
,
τ
)
+
ξ
η
e
−
2
τ
\frac{\partial u}{\partial \tau}=u(\xi,\eta,\tau)+\xi \eta e^{-2\tau}
∂τ∂u=u(ξ,η,τ)+ξηe−2τ
积分得通解
u
=
e
τ
[
∫
ξ
η
e
−
2
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u=e^{\tau}[\int \xi \eta e^{-2\tau}·e^{-\tau}d\tau+g(\xi,\eta)]\\ =-\frac{1}{3}\xi \eta^{-2\tau}+g(\xi,\eta)e^{\tau}=-\frac{1}{3}xy+g(xe^t,ye^t)e^t
u=eτ[∫ξηe−2τ⋅e−τdτ+g(ξ,η)]=−31ξη−2τ+g(ξ,η)eτ=−31xy+g(xet,yet)et
代入初始条件
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u|_{t=0}=-\frac{1}{3}xy+g(x,y)=\varphi(x,y) \\ g(x,y)=\frac{1}{3}xy+\varphi(x,y)
u∣t=0=−31xy+g(x,y)=φ(x,y)g(x,y)=31xy+φ(x,y)
得该定解问题的解
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u=-\frac{1}{3}xy+e^t[\frac{1}{3}xye^{2t}+\varphi(xe^t,ye^t)]
u=−31xy+et[31xye2t+φ(xet,yet)]