(未完,待补充)
大致思路和一般步骤
起源:机械振动或电磁振动(波动方程的解)总可以分解为具有各种频率和振幅的简谐运动的叠加,而每个简谐运动具有形式:
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e^{iw(t+sx)}=e^{iwt}e^{iswx}
eiw(t+sx)=eiwteiswx
这正是物理上的驻波。这就表明波动方程的解可写为驻波的叠加,而每个驻波都只是只含变量 x 的函数和只含变量 t 的函数的乘积,即具有变量分离的形式。
适用范围:有界区域下的混合问题
一般步骤:分离变量得到关于不同变量的常微分方程组 ⟶ \longrightarrow ⟶ 由边界条件寻找特征值和相应的特征函数 ⟶ \longrightarrow ⟶ 由叠加原理得到带未知系数的解 ⟶ \longrightarrow ⟶ 利用初值条件确定未知系数得到最终结果
相容性条件:略,但很重要
双曲型方程的混合问题
(1)一维齐次波动方程:
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\begin{cases} u_{tt}-a^2u_{xx}=0, & 0<x<l,~t>0\\\\ u|_{t=0}=\varphi(x),~ u_t|_{t=0}=\psi(x),& 0\le x\le l\\\\ u|_{x=0}=0,~u|_{x=l}=0,&t\ge 0 \end{cases}
⎩⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎧utt−a2uxx=0,u∣t=0=φ(x), ut∣t=0=ψ(x),u∣x=0=0, u∣x=l=0,0<x<l, t>00≤x≤lt≥0
解:
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变量分离: u ( x , t ) = X ( x ) T ( t ) u(x,t)=X(x)T(t) u(x,t)=X(x)T(t), 代回 u t t − a 2 u x x = 0 u_{tt}-a^2u_{xx}=0 utt−a2uxx=0,有 X ′ ′ ( x ) X ( x ) = 1 a 2 T ′ ′ ( t ) T ( t ) = − λ \frac{X''(x)}{X(x)}=\frac{1}{a^2}\frac{T''(t)}{T(t)}=-\lambda X(x)X′′(x)=a21T(t)T′′(t)=−λ
{ X ′ ′ ( x ) + λ X ( x ) = 0 , T ′ ′ ( t ) + λ a 2 T ( t ) = 0 \begin{cases} X''(x)+\lambda X(x)=0,\\\\ T''(t)+\lambda a^2T(t)=0 \end{cases} ⎩⎪⎨⎪⎧X′′(x)+λX(x)=0,T′′(t)+λa2T(t)=0 -
利用边界条件,有
{ X ′ ′ ( x ) + λ X ( x ) = 0 , X ( 0 ) = X ( l ) = 0 \begin{cases} X''(x)+\lambda X(x)=0,\\\\ X(0)=X(l)=0 \end{cases} ⎩⎪⎨⎪⎧X′′(x)+λX(x)=0,X(0)=X(l)=0
为了获得平凡解,最终得到
( c 1 = 0 , c 2 ≠ 0 ) sin λ l = 0 (*) (c_1=0,~c_2\ne 0)~\sin\sqrt\lambda l=0\tag{*} (c1=0, c2=0) sinλl=0(*)
得到特征值和相应特征函数,
λ k = ( k π l ) 2 , ( k = 1 , 2 , ⋯ ) X k ( x ) = c k sin k π x l , ( k = 1 , 2 , ⋯ ) \lambda_k=(\frac{k\pi}{l})^2,(k=1,2,\cdots)\\ X_k(x)=c_k\sin\frac{k\pi x}{l},(k=1,2,\cdots) λk=(lkπ)2,(k=1,2,⋯)Xk(x)=cksinlkπx,(k=1,2,⋯) -
对于每一个特征值,关于 T T T 的方程的通解可写为
T k ( t ) = a k cos k π a l t + b k sin k π a l t , k = 1 , 2 , ⋯ T_k(t)=a_k\cos\frac{k\pi a}{l}t+b_k\sin\frac{k\pi a}{l}t,~k=1,2,\cdots Tk(t)=akcoslkπat+bksinlkπat, k=1,2,⋯
于是,对任意的 A k = c k a k , B k = c k b k A_k=c_k a_k,~B_k=c_k b_k Ak=ckak, Bk=ckbk,函数
u k ( x , t ) = X k ( x ) T k ( t ) = ( A k cos k π a l t + B k sin k π a l t ) sin k π x l u_k(x,t)=X_k(x)T_k(t)=(A_k\cos\frac{k\pi a}{l}t+B_k\sin\frac{k\pi a}{l}t)\sin\frac{k\pi x}{l} uk(x,t)=Xk(x)Tk(t)=(Akcoslkπat+Bksinlkπat)sinlkπx
满足方程和边界条件,由叠加原理(方程和边界条件都是线性的)
u ( x , t ) = ∑ k = 1 ∞ ( A k cos k π a l t + B k sin k π a l t ) sin k π x l u(x,t)=\sum_{k=1}^\infty (A_k\cos\frac{k\pi a}{l}t+B_k\sin\frac{k\pi a}{l}t)\sin\frac{k\pi x}{l} u(x,t)=k=1∑∞(Akcoslkπat+Bksinlkπat)sinlkπx -
利用初值条件确定未知系数 A k , B k A_k,~B_k Ak, Bk
{ φ ( x ) = u ( x , 0 ) = ∑ k = 1 ∞ A k sin k π l x ψ ( x ) = ∂ ∂ t u ( x , 0 ) = ∑ k = 1 ∞ B k k π a l sin k π l x \begin{cases} \varphi(x)=u(x,0)=\sum_{k=1}^\infty A_k\sin\frac{k\pi}{l}x\\\\ \psi(x)=\frac{\partial}{\partial t}u(x,0)=\sum_{k=1}^\infty B_k \frac{k\pi a}{l} \sin\frac{k\pi}{l}x \end{cases} ⎩⎪⎨⎪⎧φ(x)=u(x,0)=∑k=1∞Aksinlkπxψ(x)=∂t∂u(x,0)=∑k=1∞Bklkπasinlkπx
利用 φ , ψ \varphi,\psi φ,ψ 在 [ 0 , l ] [0,l] [0,l] 上的傅里叶级数,可得
{ A k = 2 l ∫ 0 l φ ( x ) sin k π x l d x B k = 2 k π a ∫ 0 l ψ ( x ) sin k π x l d x \begin{cases} A_k=\frac{2}{l}\int_0^l\varphi(x)\sin\frac{k\pi x}{l}\tt{dx}\\\\ B_k=\frac{2}{k\pi a}\int_0^l\psi(x)\sin\frac{k\pi x}{l}\tt{dx} \end{cases} ⎩⎪⎨⎪⎧Ak=l2∫0lφ(x)sinlkπxdxBk=kπa2∫0lψ(x)sinlkπxdx
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注1:物理意义——两端固定的弦的自由振动
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注2:(*)—— 实际上要对 λ \lambda λ 的不同取值分情况讨论
{ X ( x ) = c 1 e − λ x + c 2 e − − λ x , λ < 0 X ( x ) = c 1 + c 2 x , λ = 0 X ( x ) = c 1 cos λ x + c 2 sin λ x , λ > 0 \begin{cases} X(x)=c_1 e^{\sqrt{-\lambda x}}+c_2 e^{-\sqrt{-\lambda x}},&\lambda<0\\\\ X(x)=c_1+c_2x,&\lambda=0\\\\ X(x)=c_1\cos\sqrt\lambda x+c_2\sin\sqrt\lambda x,&\lambda>0 \end{cases} ⎩⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎧X(x)=c1e−λx+c2e−−λx,X(x)=c1+c2x,X(x)=c1cosλx+c2sinλx,λ<0λ=0λ>0 -
注3: fourier级数只展开成含有正弦项(余弦项)的级数
解释为什么 A k = 2 l ∫ 0 l φ ( x ) sin k π x l d x A_k=\frac{2}{l}\int_0^l\varphi(x)\sin\frac{k\pi x}{l}\tt{dx} Ak=l2∫0lφ(x)sinlkπxdx,函数要展开成只有正弦项的级数,说明这是个奇函数(在后面的推理中会解释),这里,我们定义在 [ 0 , l ] [0,l] [0,l] 上的函数 φ \varphi φ 需要改造成一个奇函数,因此我们进行了奇延拓,把 [ 0 , l ] [0,l] [0,l] 扩大到 [ − l , l ] [-l,l] [−l,l],此时便有
A k = 1 l ∫ − l l φ ( x ) sin k π x l d x = 1 l [ ∫ 0 l φ ( x ) sin k π x l d x + ∫ − l 0 φ ( x ) sin k π x l d x ] = 1 l [ ∫ 0 l φ ( x ) sin k π x l d x + ∫ − l 0 φ ( − x ) sin − k π x l d x ] = 1 l [ ∫ 0 l φ ( x ) sin k π x l d x + ∫ 0 l φ ( x ) sin k π x l d x ] = 2 l ∫ 0 l φ ( x ) sin k π x l d x \begin{aligned} A_k &= \frac{1}{l}\int_{-l}^l\varphi(x)\sin\frac{k\pi x}{l}{\tt{dx}}\\ &= \frac{1}{l}[\int_{0}^l\varphi(x)\sin\frac{k\pi x}{l}{\tt{dx}}+\int_{-l}^0\varphi(x)\sin\frac{k\pi x}{l}{\tt{dx}}]\\ &= \frac{1}{l}[\int_{0}^l\varphi(x)\sin\frac{k\pi x}{l}{\tt{dx}}+\int_{-l}^0\varphi(-x)\sin\frac{-k\pi x}{l}{\tt{dx}}]\\ &= \frac{1}{l}[\int_{0}^l\varphi(x)\sin\frac{k\pi x}{l}{\tt{dx}}+\int_{0}^l\varphi(x)\sin\frac{k\pi x}{l}{\tt{dx}}]\\ &= \frac{2}{l}\int_{0}^l\varphi(x)\sin\frac{k\pi x}{l}{\tt{dx}} \end{aligned} Ak=l1∫−llφ(x)sinlkπxdx=l1[∫0lφ(x)sinlkπxdx+∫−l0φ(x)sinlkπxdx]=l1[∫0lφ(x)sinlkπxdx+∫−l0φ(−x)sinl−kπxdx]=l1[∫0lφ(x)sinlkπxdx+∫0lφ(x)sinlkπxdx]=l2∫0lφ(x)sinlkπxdx
而
B k = 1 l ∫ − l l φ ( x ) cos k π x l d x = 1 l [ ∫ 0 l φ ( x ) cos k π x l d x + ∫ − l 0 φ ( x ) cos k π x l d x ] = 1 l [ ∫ 0 l φ ( x ) cos k π x l d x − ∫ − l 0 φ ( − x ) cos − k π x l d x ] = 1 l [ ∫ 0 l φ ( x ) cos k π x l d x − ∫ 0 l φ ( x ) cos k π x l d x ] = 0 \begin{aligned} B_k &= \frac{1}{l}\int_{-l}^l\varphi(x)\cos\frac{k\pi x}{l}{\tt{dx}}\\ &= \frac{1}{l}[\int_{0}^l\varphi(x)\cos\frac{k\pi x}{l}{\tt{dx}}+\int_{-l}^0\varphi(x)\cos\frac{k\pi x}{l}{\tt{dx}}]\\ &= \frac{1}{l}[\int_{0}^l\varphi(x)\cos\frac{k\pi x}{l}{\tt{dx}}-\int_{-l}^0\varphi(-x)\cos\frac{-k\pi x}{l}{\tt{dx}}]\\ &= \frac{1}{l}[\int_{0}^l\varphi(x)\cos\frac{k\pi x}{l}{\tt{dx}}-\int_{0}^l\varphi(x)\cos\frac{k\pi x}{l}{\tt{dx}}]\\ &= 0 \end{aligned} Bk=l1∫−llφ(x)coslkπxdx=l1[∫0lφ(x)coslkπxdx+∫−l0φ(x)coslkπxdx]=l1[∫0lφ(x)coslkπxdx−∫−l0φ(−x)cosl−kπxdx]=l1[∫0lφ(x)coslkπxdx−∫0lφ(x)coslkπxdx]=0
抛物型方程的混合问题
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\begin{cases} u_{t}-a^2u_{xx}=0, & 0<x<l,~0<t<T\\\\ u|_{t=0}=\varphi(x),& 0\le x\le l\\\\ u_x|_{x=0}=0,~u_x|_{x=l}=0,& 0\le t\le T \end{cases}
⎩⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎧ut−a2uxx=0,u∣t=0=φ(x),ux∣x=0=0, ux∣x=l=0,0<x<l, 0<t<T0≤x≤l0≤t≤T
解:(模仿双曲型)
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变量分离: u ( x , t ) = X ( x ) T ( t ) u(x,t)=X(x)T(t) u(x,t)=X(x)T(t), 代回 u t − a 2 u x x = 0 u_{t}-a^2u_{xx}=0 ut−a2uxx=0,有 X ′ ′ ( x ) X ( x ) = 1 a 2 T ′ ( t ) T ( t ) = − λ \frac{X''(x)}{X(x)}=\frac{1}{a^2}\frac{{\color{red}{T'(t)}}}{T(t)}=-\lambda X(x)X′′(x)=a21T(t)T′(t)=−λ
{ X ′ ′ ( x ) + λ X ( x ) = 0 , T ′ ( t ) + λ a 2 T ( t ) = 0 \begin{cases} X''(x)+\lambda X(x)=0,\\\\ {\color{red}{T'(t)}}+\lambda a^2T(t)=0 \end{cases} ⎩⎪⎨⎪⎧X′′(x)+λX(x)=0,T′(t)+λa2T(t)=0 -
利用边界条件,有
{ X ′ ′ ( x ) + λ X ( x ) = 0 , X ( 0 ) = X ( l ) = 0 \begin{cases} X''(x)+\lambda X(x)=0,\\\\ X(0)=X(l)=0 \end{cases} ⎩⎪⎨⎪⎧X′′(x)+λX(x)=0,X(0)=X(l)=0
为了获得平凡解,当 λ = 0 \color{red}{\lambda=0} λ=0 时, λ 0 = 0 , u 0 ( x , t ) = X 0 ( x ) T 0 ( t ) = A 0 \lambda_0=0,~u_0(x,t)=X_0(x)T_0(t)=A_0 λ0=0, u0(x,t)=X0(x)T0(t)=A0,
当 λ > 0 \lambda>0 λ>0 时,
( c 2 = 0 , c 1 ≠ 0 ) sin λ l = 0 ({\color{red}{c_2=0,~c_1\ne 0}})~\sin\sqrt\lambda l=0 (c2=0, c1=0) sinλl=0
得到特征值和相应特征函数,
λ k = ( k π l ) 2 , ( k = 1 , 2 , ⋯ ) X k ( x ) = B k cos k π x l , ( k = 1 , 2 , ⋯ ) \lambda_k=(\frac{k\pi}{l})^2,(k=1,2,\cdots)\\ X_k(x)=B_k{\color{red}{\cos}}\frac{k\pi x}{l},(k=1,2,\cdots) λk=(lkπ)2,(k=1,2,⋯)Xk(x)=Bkcoslkπx,(k=1,2,⋯) -
对于每一个特征值,关于 T T T 的方程的通解可写为
T k ( t ) = C k e − ( a k π l ) 2 t , k = 1 , 2 , ⋯ T_k(t)=C_ke^{-(\frac{ak\pi}{l})^2t},~k=1,2,\cdots Tk(t)=Cke−(lakπ)2t, k=1,2,⋯
于是,对任意的 A k = B k C k A_k=B_kC_k Ak=BkCk,函数
u k ( x , t ) = X k ( x ) T k ( t ) = A k e − ( a k π l ) 2 t cos k π x l , k = 1 , 2 , ⋯ u_k(x,t)=X_k(x)T_k(t)=A_ke^{-(\frac{ak\pi}{l})^2t}\cos\frac{k\pi x}{l},~k=1,2,\cdots uk(x,t)=Xk(x)Tk(t)=Ake−(lakπ)2tcoslkπx, k=1,2,⋯
满足方程和边界条件,由叠加原理(方程和边界条件都是线性的)
u ( x , t ) = A 0 2 + ∑ k = 1 ∞ A k e − ( a k π l ) 2 t cos k π x l , u(x,t)=\frac{{\color{red}{A_0}}}{{\color{red}{2}}}+\sum_{k=1}^\infty A_ke^{-(\frac{ak\pi}{l})^2t}\cos\frac{k\pi x}{l}, u(x,t)=2A0+k=1∑∞Ake−(lakπ)2tcoslkπx, -
利用初值条件确定未知系数 A k , k = 0 , 1 , 2 , ⋯ A_k~,k=0,1,2,\cdots Ak ,k=0,1,2,⋯
u ( x , 0 ) = A 0 2 + ∑ k = 1 ∞ A k cos k π l x = φ ( x ) u(x,0)=\frac{{\color{red}{A_0}}}{{\color{red}{2}}}+\sum_{k=1}^\infty A_k\cos\frac{k\pi}{l}x=\varphi(x) u(x,0)=2A0+k=1∑∞Akcoslkπx=φ(x)
利用 φ \varphi φ 在 [ 0 , l ] [0,l] [0,l] 上的傅里叶级数,可得
A k = 2 l ∫ 0 l φ ( x ) cos k π x l d x , k = 0 , 1 , 2 , ⋯ A_k=\frac{2}{l}\int_0^l\varphi(x)\cos\frac{k\pi x}{l}{\tt{dx}}, ~k={\color{red}{0}},1,2,\cdots Ak=l2∫0lφ(x)coslkπxdx, k=0,1,2,⋯ -
最终得到形式解
u ( x , t ) = ∑ k = 0 ∞ ( 2 l ∫ 0 l φ ( ξ ) cos k π ξ l d ξ ) e − ( a k π l ) 2 t cos k π x l u(x,t)=\sum_{k=0}^\infty(\frac{2}{l}\int_0^l\varphi(\xi)\cos\frac{k\pi\xi}{l}{\tt{d}}\xi) e^{-(\frac{ak\pi}{l})^2t}\cos\frac{k\pi x}{l} u(x,t)=k=0∑∞(l2∫0lφ(ξ)coslkπξdξ)e−(lakπ)2tcoslkπx
- 当 λ = 0 \lambda=0 λ=0 时,方程的通解为 X ( x ) = c 1 + c 2 x ⇒ c 2 = 0 X(x)=c_1+c_2x\Rightarrow c_2=0 X(x)=c1+c2x⇒c2=0,取 c 1 = 1 c_1=1 c1=1,我们可以得到一个非平凡解 X 0 ( x ) ≡ 1 X_0(x)\equiv 1 X0(x)≡1. 对于 λ 0 = λ = 0 \lambda_0=\lambda=0 λ0=λ=0, T 0 ( t ) = A 0 T_0(t)=A_0 T0(t)=A0( A 0 A_0 A0 为某个常数),此时就有 u 0 ( x , t ) = X 0 ( x ) T 0 ( t ) = A 0 u_0(x,t)=X_0(x)T_0(t)=A_0 u0(x,t)=X0(x)T0(t)=A0