例题
{ u 1 ′ = − u 1 + 2 u 2 u 1 ′ = u 1 − 2 u 2 \left\{\begin{matrix}{u_{1}}'=-u_{1}+2u_{2}\\ {u_{1}}'=u_{1}-2u_{2}\end{matrix}\right. { u1′=−u1+2u2u1′=u1−2u2
一,将微分方程组化为矩阵形式
[ u 1 ′ u 2 ′ ] = A [ u 1 u 2 ] = [ − 1 2 1 − 2 ] [ u 1 u 2 ] \begin{bmatrix}{u_{1}}' \\ {u_{2}}'\end{bmatrix}=A\begin{bmatrix}u_{1}\\u_{2} \end{bmatrix}=\begin{bmatrix}-1 & 2\\ 1 & -2\end{bmatrix}\begin{bmatrix}u_{1}\\u_{2} \end{bmatrix} [u1′u2′]=A[u1u2]=[−112−2][u1u2]
方程组解的形式: [ u ] = [ x ] e λ t \begin{bmatrix}u\end{bmatrix}=\begin{bmatrix}x\end{bmatrix}e^{\lambda t} [u]=[x]eλt,c是任意常数,x是特征向量,λ是特征值,t是时间变量
证明: [ u ′ ] = ( [ x ] e λ t ) ′ = λ [ x ] e λ t = A [ x ] e λ t = A [ u ] \begin{bmatrix}{u}'\end{bmatrix}={(\begin{bmatrix}x\end{bmatrix}e^{\lambda t})}'=\lambda \begin{bmatrix}x\end{bmatrix}e^{\lambda t}=A\begin{bmatrix}x\end{bmatrix}e^{\lambda t}=A\begin{bmatrix}u\end{bmatrix} [u′]=([x]eλt)′=λ[x]eλt=A[x]eλt=A[u]
二,求出A的 λ \lambda λ和 x x x
- 根据二阶矩阵特征值公式(第二十一讲),得: λ 2 + 3 λ = 0 \lambda ^{2}+3\lambda =0 λ2+3λ=0。解得: λ 1 = 0 , λ 2 = − 3 \lambda_{1}=0,\lambda_{2}=-3 λ1=0,λ2=−3
- 将 λ 1 = 0 \lambda_{1}=0 λ1=0代入 [ − 1 − λ 2 1 − 2 − λ ] [ x 1 x 2 ] = 0 \begin{bmatrix}-1-\lambda & 2\\ 1 & -2-\lambda\end{bmatrix}\begin{bmatrix}x_{1}\\x_{2} \end{bmatrix}=0 [−1−λ12−2−λ][x1x2]=0,得: [ − 1 2 1 − 2 ] [ x 1 x 2 ] = 0 \begin{bmatrix}-1 & 2\\ 1 & -2 \end{bmatrix}\begin{bmatrix}x_{1}\\x_{2} \end{bmatrix}=0 [−112−2][x1x2]=0
- 设自由变量 x 1 = 1 x_{1}=1 x1=1,则 x 2 = 1 2 x_{2}=\frac{1