一阶常系数微分方程
可分离变量
齐次型
- y ′ = f ( y x ) y^{'}=f(\frac{y}{x}) y′=f(xy)
一阶线性
- y ′ + p ( x ) y = q ( x ) y^{'}+p(x)y=q(x) y′+p(x)y=q(x)
- u = e ∫ p ( x ) d x u=e^{\int p(x)dx} u=e∫p(x)dx
- ( u y ) ′ = u q ( x ) (uy)^{'}=uq(x) (uy)′=uq(x)
伯努利方程
- y ′ + p ( x ) y = q ( x ) y n y^{'}+p(x)y=q(x)y^n y′+p(x)y=q(x)yn
- 先变形为 y − n y ′ + p ( x ) y 1 − n = q ( x ) y^{-n}y^{'}+p(x)y^{1-n}=q(x) y−ny′+p(x)y1−n=q(x)
- z = y 1 − n ⇒ d z d x = ( 1 − n ) d y d x ⇒ 1 n − 1 d z d x + p ( x ) z = q ( x ) z=y^{1-n}\Rightarrow\frac{dz}{dx}=(1-n)\frac{dy}{dx}\Rightarrow\frac{1}{n-1}\frac{dz}{dx}+p(x)z=q(x) z=y1−n⇒dxdz=(1−n)dxdy⇒n−11dxdz+p(x)z=q(x)
二阶可降阶
y ′ ′ = f ( x , y ′ ) y^{''}=f(x,y^{'}) y′′=f(x,y′),即缺 y y y
- y ′ = p , y ′ ′ = p ′ ⇒ d p d x = f ( x , p ) y^{'}=p,y^{''}=p^{'}\Rightarrow \frac{dp}{dx}=f(x,p) y′=p,y′′=p′⇒dxdp=f(x,p)
y ′ ′ = f ( y , y ′ ) y^{''}=f(y,y^{'}) y′′=f(y,y′),即缺 x x x
- y ′ = p , y ′ ′ = d p d x = d p d y d y d x = p d p d y ⇒ p d p d y = f ( y , p ) y^{'}=p,y^{''}=\frac{dp}{dx}=\frac{dp}{dy}\frac{dy}{dx}=p\frac{dp}{dy}\Rightarrow p\frac{dp}{dy}=f(y,p) y′=p,y′′=dxdp=dydpdxdy=pdydp⇒pdydp=f(y,p)
高阶常系数线性微分方程的求解
y ′ ′ + p y ′ + q y = f ( x ) y^{''}+py^{'}+qy=f(x) y′′+py′+qy=f(x)
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r
2
+
p
r
+
q
=
0
r^2+pr+q=0
r2+pr+q=0
- 两个不等实根
- y = C 1 e r 1 x + C 2 e r 2 x y=C_1e^{r_1x}+C_2e^{r_2x} y=C1er1x+C2er2x
- 两个相等实根
- y = ( C 1 + C 2 x ) e r x y=(C_1+C_2x)e^{rx} y=(C1+C2x)erx
- 一对共轭复根
- r = α ± β i r=\alpha\plusmn\beta i r=α±βi
- y = e α x ( C 1 cos β x + C 2 sin β x ) y=e^{\alpha x}(C_1\cos\beta x+C_2\sin\beta x) y=eαx(C1cosβx+C2sinβx)
- 两个不等实根
特解
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f ( x ) = P n ( x ) e α x f(x)=P_n(x)e^{\alpha x} f(x)=Pn(x)eαx
- y ∗ = e α x Q n ( x ) x k y^*=e^{\alpha x}Q_n(x)x^k y∗=eαxQn(x)xk
- k = { 0 , α ≠ r 1 , α ≠ r 2 1 , α = r 1 o r α = r 2 2 , α = r 1 = r 2 k=\left\{ \begin{aligned} &0, \alpha\neq r_1, \alpha \neq r_2\\ &1,\alpha= r_1\ or\ \alpha = r_2\\ &2,\alpha=r_1=r_2 \end{aligned} \right. k=⎩⎪⎨⎪⎧0,α=r1,α=r21,α=r1 or α=r22,α=r1=r2
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f ( x ) = e α x [ P m ( x ) cos β x + P n ( x ) sin β x ] f(x)=e^{\alpha x}[P_m(x)\cos\beta x+P_n(x)\sin \beta x] f(x)=eαx[Pm(x)cosβx+Pn(x)sinβx]
- y ∗ = e α x [ Q l ( 1 ) ( x ) cos β x + Q l ( 2 ) ( x ) sin β x ] x k y^*=e^{\alpha x}[Q_{\mathcal{l}}^{(1)}(x)\cos\beta x+Q_{\mathcal{l}}^{(2)}(x)\sin \beta x]x^k y∗=eαx[Ql(1)(x)cosβx+Ql(2)(x)sinβx]xk
- l = max { m , n } \mathcal{l}=\max\{m, n\} l=max{m,n}
- k = { 0 , α ± β i 不 是 特 征 根 1 , α ± β i 是 特 征 根 k=\left\{ \begin{aligned} &0, \alpha\plusmn\beta i不是特征根\\ &1,\alpha\plusmn\beta i是特征根 \end{aligned} \right. k={0,α±βi不是特征根1,α±βi是特征根
欧拉方程
x 2 y ′ ′ + p x y ′ + q y = f ( x ) x^2y^{''}+pxy^{'}+qy=f(x) x2y′′+pxy′+qy=f(x)
- x > 0 , x = e t , t = l n x , d t d x = 1 x x>0, x=e^t, t=ln x, \frac{dt}{dx}=\frac{1}{x} x>0,x=et,t=lnx,dxdt=x1
- D = d d t , d y d x = d y d t d t d x = 1 x d y d t , d 2 y d x 2 = − 1 x 2 d y d t + 1 x 2 d 2 y d t 2 D=\frac{d}{dt},\frac{dy}{dx}=\frac{dy}{dt}\frac{dt}{dx}=\frac{1}{x}\frac{dy}{dt},\frac{d^2y}{dx^2}=-\frac{1}{x^2}\frac{dy}{dt}+\frac{1}{x^2}\frac{d^2y}{dt^2} D=dtd,dxdy=dtdydxdt=x1dtdy,dx2d2y=−x21dtdy+x21dt2d2y
- … \dots …
- x y ′ = D y , x 2 y ′ ′ = D ( D − 1 ) y xy^{'}=Dy,x^2y^{''}=D(D-1)y xy′=Dy,x2y′′=D(D−1)y
y ( n ) y^{(n)} y(n)的情形
y ′ ′ ′ + p 1 y ′ ′ + p 2 y ′ + p 3 y = 0 y^{'''}+p_1y^{''}+p_2y^{'}+p_3y=0 y′′′+p1y′′+p2y′+p3y=0
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r
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p
1
r
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p
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r
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p
3
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0
r^3+p_1r^2+p_2r+p_3=0
r3+p1r2+p2r+p3=0
- 单实根
- y = ∑ C i e λ i x y=\sum C_ie^{\lambda_i x} y=∑Cieλix
- k重实根
- y = ( C 1 + C 2 x + ⋯ + C k x k − 1 ) e r x y=(C_1+C_2x+\dots+C_kx^{k-1})e^{r x} y=(C1+C2x+⋯+Ckxk−1)erx
- 单复根
α
+
β
i
\alpha+\beta i
α+βi
- e α x ( C 1 cos β x + C 2 sin β x ) e^{\alpha x}(C_1\cos \beta x + C_2 \sin \beta x) eαx(C1cosβx+C2sinβx)
- 单实根
- 例子
y
′
′
′
−
y
=
0
⇒
r
3
−
1
=
0
y^{'''}-y=0\Rightarrow r^3-1=0
y′′′−y=0⇒r3−1=0
- r 1 = 1 , r 2 , 3 = − 1 2 ± 3 2 i r_1=1,r_{2,3}=-\frac{1}{2}\plusmn\frac{\sqrt{3}}{2}i r1=1,r2,3=−21±23i
- y = C 1 e x + e − 1 2 x ( C 2 cos 3 2 x + C 3 sin 3 2 x ) y=C_1e^x+e^{-\frac{1}{2}x}(C_2\cos\frac{\sqrt{3}}{2}x + C_3\sin\frac{\sqrt{3}}{2}x) y=C1ex+e−21x(C2cos23x+C3sin23x)
换元法
- 求导公式逆用
- ( sin y ) x ′ = cos y d y d x (\sin y)_x^{'}=\cos y\frac{dy}{dx} (siny)x′=cosydxdy
- 自变量换元
- 因变量换元
- x , y x,y x,y地位互换
微分方程的算子法
y ′ ′ + p y ′ + q y = { k e α x k sin α x , k cos α x P n ( x ) e α x sin β x e α x P n ( x ) s i n α x P n ( x ) y^{''}+py^{'}+qy=\left\{ \begin{aligned} &ke^{\alpha x}\\ &k\sin \alpha x,k \cos \alpha x\\ &P_n(x)\\ &e^{\alpha x}\sin \beta x\\ &e^{\alpha x}P_n(x)\\ &sin^{\alpha x}P_n(x) \end{aligned} \right. y′′+py′+qy=⎩⎪⎪⎪⎪⎪⎪⎪⎪⎪⎨⎪⎪⎪⎪⎪⎪⎪⎪⎪⎧keαxksinαx,kcosαxPn(x)eαxsinβxeαxPn(x)sinαxPn(x)
Prerequisite
- D = d d x ⇒ D 2 y + p D y + q D = f ( x ) D=\frac{d}{dx}\Rightarrow D^2y+pDy+qD=f(x) D=dxd⇒D2y+pDy+qD=f(x)
- y ( D 2 + p D + q ) = f ( x ) y(D^2+pD+q)=f(x) y(D2+pD+q)=f(x)
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y
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f
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x
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P
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D
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y^*=\frac{f(x)}{P(D)}
y∗=P(D)f(x)
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e
k
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P
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D
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=
e
k
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P
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k
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\frac{e^{kx}}{P(D)}=\frac{e^{kx}}{P(k)}=y^*
P(D)ekx=P(k)ekx=y∗
- 若k为特征方程的m重根
- y ∗ = e k x P ( D ) = x m e k x P ( m ) ( D ) = x m e k x P ( m ) ( k ) y^*=\frac{e^{kx}}{P(D)}=x^m\frac{e^{kx}}{P^{(m)}(D)}=x^m\frac{e^{kx}}{P^{(m)}(k)} y∗=P(D)ekx=xmP(m)(D)ekx=xmP(m)(k)ekx
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e
k
x
P
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D
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=
e
k
x
P
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k
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=
y
∗
\frac{e^{kx}}{P(D)}=\frac{e^{kx}}{P(k)}=y^*
P(D)ekx=P(k)ekx=y∗
- 1 P ( D ) e k x v ( x ) = e k x 1 P ( D + k ) v ( x ) \frac{1}{P(D)}e^{kx}v(x)=e^{kx}\frac{1}{P(D+k)}v(x) P(D)1ekxv(x)=ekxP(D+k)1v(x)
- y ∗ = 1 P ( D ) f ( x ) = 1 P 1 ( D ) P 2 ( D ) f ( x ) y^*=\frac{1}{P(D)}f(x)=\frac{1}{P_1(D)P_2(D)}f(x) y∗=P(D)1f(x)=P1(D)P2(D)1f(x)
- 若
P
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D
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P(D)
P(D)可表示为
P
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D
2
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P(D^2)
P(D2),且
y
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sin
α
x
P
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D
2
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y^*=\frac{\sin\alpha x}{P(D^2)}
y∗=P(D2)sinαx
- P ( − α 2 ) ≠ 0 ⇒ sin α x P ( − α 2 ) P(-\alpha^2)\neq 0\Rightarrow\frac{\sin \alpha x}{P(-\alpha^2)} P(−α2)=0⇒P(−α2)sinαx
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P
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p
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m
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≠
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P(-\alpha^2)=0,p^{(m)}(-\alpha^2)\neq 0
P(−α2)=0,p(m)(−α2)=0
- x m 1 P ( m ) ( D 2 ) sin α x x^m\frac{1}{P^{(m)}(D^2)}\sin \alpha x xmP(m)(D2)1sinαx