微分方程
通过某些变量的变化率来求出原始函数的表达式 变化率比较好表达
例如
-
例如自由落体,物体始终受重力,加速度为 g g g
y ¨ ( t ) = − g y ˙ ( t ) = − g t + v 0 y ( t ) = − ( 1 / 2 ) g t 2 + v 0 t + y 0 \begin{array}{c} \ddot{y}(t)=-g \quad \dot{y}(t)=-g t+v_{0} \\ y(t)=-(1 / 2) g t^{2}+v_{0} t+y_{0} \end{array} y¨(t)=−gy˙(t)=−gt+v0y(t)=−(1/2)gt2+v0t+y0
如已知位移对时间的二阶导数,则可以对两边积分,得到一阶导数和原始函数 -
天体运动,引力大小和方向都在变化,用如下微分方程来描述
F 1 = m 1 a → 1 = G m 1 m 2 ( x → 2 − x → 1 ∥ x → 2 − x → 1 ∥ ) ( 1 ∥ x → 2 − x → 1 ∥ 2 ) {F_{1}=m_{1} \overrightarrow{\mathbf{a}}_{1}}=G m_{1} m_{2}\left(\frac{\overrightarrow{\mathbf{x}}_{2}-\overrightarrow{\mathbf{x}}_{1}}{\left\|\overrightarrow{\mathrm{x}}_{2}-\overrightarrow{\mathbf{x}}_{1}\right\|}\right)\left(\frac{1}{\left\|\overrightarrow{\mathbf{x}}_{2}-\overrightarrow{\mathbf{x}}_{1}\right\|^{2}}\right) F1=m1a1=Gm1m2⎝⎛∥∥∥x2−x1∥∥∥x2−x1⎠⎞⎝⎜⎛∥∥∥x2−x1∥∥∥21⎠⎟⎞
如何求解微分方程
e x a m p l e : example: example:有阻尼的简谐运动
定义弹簧的回复力
f
f
f
f
=
−
c
x
f=-c x
f=−cx
定义阻力
R
R
R,阻力大小和速度大小成正比,方向与速度方向相反
R
=
−
μ
d
x
d
t
R=-\mu \frac{\mathrm{d} x}{\mathrm{d} t}
R=−μdtdx
由牛顿第二定律得
m
d
2
x
d
t
2
=
−
c
x
−
μ
d
x
d
t
m \frac{\mathrm{d}^{2} x}{\mathrm{d} t^{2}}=-c x-\mu \frac{\mathrm{d} x}{\mathrm{d} t}
mdt2d2x=−cx−μdtdx
为了将二阶导数前的系数归一化,令
2
n
=
μ
m
,
k
2
=
c
m
2 n=\frac{\mu}{m}, k^{2}=\frac{c}{m}
2n=mμ,k2=mc
化简得
d
2
x
d
t
2
+
2
n
d
x
d
t
+
k
2
x
=
0
\frac{\mathrm{d}^{2} x}{\mathrm{d} t^{2}}+2 n \frac{\mathrm{d} x}{\mathrm{d} t}+k^{2} x=0
dt2d2x+2ndtdx+k2x=0
这就是在有阻尼的情况下,物体自由振动的微分方程
l
e
m
m
a
1
:
lemma1:
lemma1:
y
′
′
+
p
y
′
+
q
y
=
0
y^{\prime \prime}+p y^{\prime}+q y=0
y′′+py′+qy=0
如果函数 y 1 ( x ) 与 y 2 ( x ) y_{1}(x) 与 y_{2}(x) y1(x)与y2(x)是方程的两个解,那么 y = C 1 y 1 ( x ) + C 2 y 2 ( x ) y=C_{1}y_{1}(x)+C_{2}y_{2}(x) y=C1y1(x)+C2y2(x)也是方程的解,其中 C 1 , C 2 C_{1}, C_{2} C1,C2是任意常数.
p r o o f : proof: proof:
暴力带入
[
C
1
y
1
′
′
+
C
2
y
2
′
′
]
+
P
(
x
)
[
C
1
y
1
′
+
C
2
y
2
′
]
+
Q
(
x
)
[
C
1
y
1
+
C
2
y
2
]
=
C
1
[
y
1
′
′
+
P
(
x
)
y
1
′
+
Q
(
x
)
y
1
]
+
C
2
[
y
2
′
′
+
P
(
x
)
y
2
′
+
Q
(
x
)
y
2
]
≡
0
\begin{aligned} &\left[C_{1} y_{1}^{\prime \prime}+C_{2} y_{2}^{\prime \prime}\right]+P(x)\left[C_{1} y_{1}^{\prime}+C_{2} y_{2}^{\prime}\right]+Q(x)\left[C_{1} y_{1}+C_{2} y_{2}\right] \\ =& C_{1}\left[y_{1}^{\prime \prime}+P(x) y_{1}^{\prime}+Q(x) y_{1}\right]+C_{2}\left[y_{2}^{\prime \prime}+P(x) y_{2}^{\prime}+Q(x) y_{2}\right]\equiv 0 \end{aligned}
=[C1y1′′+C2y2′′]+P(x)[C1y1′+C2y2′]+Q(x)[C1y1+C2y2]C1[y1′′+P(x)y1′+Q(x)y1]+C2[y2′′+P(x)y2′+Q(x)y2]≡0
l
e
m
m
a
2
:
lemma2:
lemma2:
对二阶常系数齐次线性微分方程
y
′
′
+
p
y
′
+
q
y
=
0
y^{\prime \prime}+p y^{\prime}+q y=0
y′′+py′+qy=0
其特征方程为
r
2
+
p
r
+
q
=
0
r^{2}+p r+q=0
r2+pr+q=0
当
p
2
−
4
q
<
0
p^{2}-4 q<0
p2−4q<0
其两解为
r
1
=
α
+
β
i
,
r
2
=
α
−
β
i
α
=
−
p
2
,
β
=
4
q
−
p
2
2
\begin{array}{c} r_{1}=\alpha+\beta i, \quad r_{2}=\alpha-\beta i \\ \alpha=-\frac{p}{2}, \quad \beta=\frac{\sqrt{4 q-p^{2}}}{2} \end{array}
r1=α+βi,r2=α−βiα=−2p,β=24q−p2
故微分方程两解为
y
1
=
e
(
α
+
β
i
)
x
,
y
2
=
e
(
α
−
β
i
)
x
y_{1}=\mathrm{e}^{(\alpha+\beta i) x}, y_{2}=\mathrm{e}^{(\alpha-\beta i) x}
y1=e(α+βi)x,y2=e(α−βi)x
利用欧拉公式
e
i
θ
=
cos
θ
+
i
sin
θ
\mathrm{e}^{\mathrm{i} \theta}=\cos \theta+\mathrm{i} \sin \theta
eiθ=cosθ+isinθ
得
y
1
=
e
(
α
+
β
i
)
x
=
e
α
x
⋅
e
β
x
i
=
e
α
x
(
cos
β
x
+
i
sin
β
x
)
y
2
=
e
(
α
−
β
i
)
x
=
e
α
x
⋅
e
−
β
x
i
=
e
α
x
(
cos
β
x
−
i
sin
β
x
)
\begin{array}{l} y_{1}=\mathrm{e}^{(\alpha+\beta i) x}=\mathrm{e}^{\alpha x} \cdot \mathrm{e}^{\beta x i}=e^{\alpha x}(\cos \beta x+i \sin \beta x) \\ y_{2}=\mathrm{e}^{(\alpha-\beta i) x}=\mathrm{e}^{\alpha x} \cdot \mathrm{e}^{-\beta x i}=\mathrm{e}^{\alpha x}(\cos \beta x-\mathrm{i} \sin \beta x) \end{array}
y1=e(α+βi)x=eαx⋅eβxi=eαx(cosβx+isinβx)y2=e(α−βi)x=eαx⋅e−βxi=eαx(cosβx−isinβx)
由
l
e
m
m
a
1
lemma1
lemma1
y
ˉ
1
=
1
2
(
y
1
+
y
2
)
=
e
α
x
cos
β
x
y
ˉ
2
=
1
2
i
(
y
1
−
y
2
)
=
e
α
x
sin
β
x
\begin{array}{l} \bar{y}_{1}=\frac{1}{2}\left(y_{1}+y_{2}\right)=\mathrm{e}^{\alpha x} \cos \beta x \\ \bar{y}_{2}=\frac{1}{2 \mathrm{i}}\left(y_{1}-y_{2}\right)=\mathrm{e}^{\alpha x} \sin \beta x \end{array}
yˉ1=21(y1+y2)=eαxcosβxyˉ2=2i1(y1−y2)=eαxsinβx
y
ˉ
1
,
y
ˉ
2
\bar{y}_{1},\bar{y}_{2}
yˉ1,yˉ2都是方程的解
y
ˉ
1
y
ˉ
2
=
e
α
x
cos
β
x
e
α
x
sin
β
x
=
cot
β
x
\frac{\bar{y}_{1}}{\bar{y}_{2}}=\frac{e^{\alpha x} \cos \beta x}{e^{\alpha x} \sin \beta x}=\cot \beta x
yˉ2yˉ1=eαxsinβxeαxcosβx=cotβx
表明两解线性无关
故方程的通解为
y
=
e
α
x
(
C
1
cos
β
x
+
C
2
sin
β
x
)
y=\mathrm{e}^{\alpha x}\left(C_{1} \cos \beta x+C_{2} \sin \beta x\right)
y=eαx(C1cosβx+C2sinβx)
s
t
a
r
t
:
start:
start:
d
2
x
d
t
2
+
2
n
d
x
d
t
+
k
2
x
=
0
\frac{\mathrm{d}^{2} x}{\mathrm{d} t^{2}}+2 n \frac{\mathrm{d} x}{\mathrm{d} t}+k^{2} x=0
dt2d2x+2ndtdx+k2x=0
初值条件
x
∣
t
=
0
=
x
0
,
d
x
d
t
∣
t
=
0
=
v
0
\left.x\right|_{t=0}=x_{0},\left.\frac{\mathrm{d} x}{\mathrm{d} t}\right|_{t=0}=v_{0}
x∣t=0=x0,dtdx∣∣∣∣t=0=v0
特征方程
r
=
−
2
n
±
4
n
2
−
4
k
2
2
=
−
n
±
n
2
−
k
2
r=\frac{-2 n \pm \sqrt{4 n^{2}-4 k^{2}}}{2}=-n \pm \sqrt{n^{2}-k^{2}}
r=2−2n±4n2−4k2=−n±n2−k2
本文只讨论小阻尼情况
n
<
k
n<k
n<k
由
l
e
m
m
a
2
lemma2
lemma2
x
=
e
−
n
t
(
C
1
cos
ω
t
+
C
2
sin
ω
t
)
x=\mathrm{e}^{-n t}\left(C_{1} \cos \omega t+C_{2} \sin \omega t\right)
x=e−nt(C1cosωt+C2sinωt)
带入初值条件
x
=
e
−
n
t
(
x
0
cos
ω
t
+
v
0
+
n
x
0
ω
sin
ω
t
)
x=\mathrm{e}^{-n t}\left(x_{0} \cos \omega t+\frac{v_{0}+n x_{0}}{\omega} \sin \omega t\right)
x=e−nt(x0cosωt+ωv0+nx0sinωt)
辅助角
ω
=
k
2
−
n
2
,
A
=
x
0
2
+
(
v
0
+
n
x
0
)
2
ω
2
,
tan
φ
=
x
0
ω
v
0
+
n
x
0
\omega=\sqrt{k^{2}-n^{2}}, \quad A=\sqrt{x_{0}^{2}+\frac{\left(v_{0}+n x_{0}\right)^{2}}{\omega^{2}}}, \quad \tan \varphi=\frac{x_{0} \omega}{v_{0}+n x_{0}}
ω=k2−n2,A=x02+ω2(v0+nx0)2,tanφ=v0+nx0x0ω
x = A e − n t sin ( ω t + φ ) x=A \mathrm{e}^{-n t} \sin (\omega t+\varphi) x=Ae−ntsin(ωt+φ)
物体的运动是周期为 T = 2 π ω T=\frac{2 \pi}{\omega} T=ω2π 的振动。但与简谐振动不同它的振幅 A e − n t A \mathrm{e}^{-n t} Ae−nt随时间 t t t 的增大而逐渐域小,因此,物体随时间 t t t 的增大而趋于平衡位置
图像: