线性微分方程组
1. 存在唯一性定理
形如
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(1)
\left\{\begin{array}{l} x_{1}^{\prime}=a_{11}(t) x_{1}+a_{12}(t) x_{2}+\cdots+a_{1 n}(t) x_{n}+f_{1}(t) \\ x_{2}^{\prime}=a_{21}(t) x_{1}+a_{22}(t) x_{2}+\cdots+a_{2 n}(t) x_{n}+f_{2}(t) \\ \cdots \cdots \cdots \cdots \\ x_{n}^{\prime}=a_{n 1}(t) x_{1}+a_{n 2}(t) x_{2}+\cdots+a_{n n}(t) x_{n}+f_{n}(t) \end{array}\right. \tag1
⎩⎪⎪⎨⎪⎪⎧x1′=a11(t)x1+a12(t)x2+⋯+a1n(t)xn+f1(t)x2′=a21(t)x1+a22(t)x2+⋯+a2n(t)xn+f2(t)⋯⋯⋯⋯xn′=an1(t)x1+an2(t)x2+⋯+ann(t)xn+fn(t)(1)
的叫做线性微分方程组.
引入几个记号
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\boldsymbol{A}(t)=\left[\begin{array}{cccc} a_{11}(t) & a_{12}(t) & \cdots & a_{1 n}(t) \\ a_{21}(t) & a_{22}(t) & \cdots & a_{2 n}(t) \\ \vdots & \vdots & & \vdots \\ a_{n 1}(t) & a_{n 2}(t) & \cdots & a_{n n}(t) \end{array}\right] \tag2
A(t)=⎣⎢⎢⎢⎡a11(t)a21(t)⋮an1(t)a12(t)a22(t)⋮an2(t)⋯⋯⋯a1n(t)a2n(t)⋮ann(t)⎦⎥⎥⎥⎤(2)
是
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n×n矩阵，它的元素是
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n2个函数
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\boldsymbol{f}(t)=\left[\begin{array}{c} f_{1}(t) \\ f_{2}(t) \\ \vdots \\ f_{n}(t) \end{array}\right], \boldsymbol{x}=\left[\begin{array}{c} x_{1} \\ x_{2} \\ \vdots \\ x_{n} \end{array}\right], \boldsymbol{x}^{\prime}=\left[\begin{array}{c} x_{1}^{\prime} \\ x_{2}^{\prime} \\ \vdots \\ x_{n}^{\prime} \end{array}\right]
f(t)=⎣⎢⎢⎢⎡f1(t)f2(t)⋮fn(t)⎦⎥⎥⎥⎤,x=⎣⎢⎢⎢⎡x1x2⋮xn⎦⎥⎥⎥⎤,x′=⎣⎢⎢⎢⎡x1′x2′⋮xn′⎦⎥⎥⎥⎤
所以线性微分方程组就可以写成
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\boldsymbol x^{\prime}=\boldsymbol A(t) \boldsymbol x+\boldsymbol f(t)
x′=A(t)x+f(t)
当
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\boldsymbol f(t)
f(t)是零向量时，
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\boldsymbol x^{\prime}=\boldsymbol A(t) \boldsymbol x
x′=A(t)x
叫做齐次线性微分方程组.
2. 线性微分方程组的一般理论
2.1朗斯基行列式
设有
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\boldsymbol{x}_{1}(t)=\left[\begin{array}{c} x_{11}(t) \\ x_{21}(t) \\ \vdots \\ x_{n 1}(t) \end{array}\right], \boldsymbol{x}_{2}(t)=\left[\begin{array}{c} x_{12}(t) \\ x_{22}(t) \\ \vdots \\ x_{n 2}(t) \end{array}\right], \cdots, \boldsymbol{x}_{n}(t)=\left[\begin{array}{c} x_{1 n}(t) \\ x_{2 n}(t) \\ \vdots \\ x_{n n}(t) \end{array}\right]
x1(t)=⎣⎢⎢⎢⎡x11(t)x21(t)⋮xn1(t)⎦⎥⎥⎥⎤,x2(t)=⎣⎢⎢⎢⎡x12(t)x22(t)⋮xn2(t)⎦⎥⎥⎥⎤,⋯,xn(t)=⎣⎢⎢⎢⎡x1n(t)x2n(t)⋮xnn(t)⎦⎥⎥⎥⎤
由着
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\begin{aligned} & W\left[\boldsymbol x_{1}(t),\boldsymbol x_{2}(t), \cdots,\boldsymbol x_{n}(t)\right] \\ =& W(t)=\left|\begin{array}{cccc} x_{11}(t) & x_{12}(t) & \cdots & x_{1 n}(t) \\ x_{21}(t) & x_{22}(t) & \cdots & x_{2 n}(t) \\ \vdots & \vdots & & \vdots \\ x_{n 1}(t) & x_{n 2}(t) & \cdots & x_{n n}(t) \end{array}\right| \end{aligned}
=W[x1(t),x2(t),⋯,xn(t)]W(t)=∣∣∣∣∣∣∣∣∣x11(t)x21(t)⋮xn1(t)x12(t)x22(t)⋮xn2(t)⋯⋯⋯x1n(t)x2n(t)⋮xnn(t)∣∣∣∣∣∣∣∣∣
称为这些向量函数的朗斯基行列式
定理：如果向量函数 x 1 ( t ) , x 2 ( t ) , ⋯ , x n ( t ) \boldsymbol x_{1}(t),\boldsymbol x_{2}(t), \cdots,\boldsymbol x_{n}(t) x1(t),x2(t),⋯,xn(t)线性相关，则他们的朗斯基行列式恒为0
定理：如果向量函数 x 1 ( t ) , x 2 ( t ) , ⋯ , x n ( t ) \boldsymbol x_{1}(t),\boldsymbol x_{2}(t), \cdots,\boldsymbol x_{n}(t) x1(t),x2(t),⋯,xn(t)是齐次线性微分方程组的解且线性无关，则他们的朗斯基恒不为0
2.2齐次线性微分方程组
基本解组和解矩阵、基解矩阵、标准基解矩阵、解矩阵
基本解组：线性无关的 n n n个齐次方程的解 x 1 ( t ) , x 2 ( t ) , ⋯ , x n ( t ) \boldsymbol x_{1}(t),\boldsymbol x_{2}(t), \cdots,\boldsymbol x_{n}(t) x1(t),x2(t),⋯,xn(t)构成了齐次方程的基本解组
基解矩阵：将基本解组
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\boldsymbol x_{1}(t),\boldsymbol x_{2}(t), \cdots,\boldsymbol x_{n}(t)
x1(t),x2(t),⋯,xn(t)排在一个矩阵中，把这个矩阵
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\Phi(t)
Φ(t)叫做基解矩阵.
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\Phi(t)= \begin{bmatrix}{} x_{11}(t) & x_{12}(t) & \cdots & x_{1 n}(t) \\ x_{21}(t) & x_{22}(t) & \cdots & x_{2 n}(t) \\ \vdots & \vdots & & \vdots \\ x_{n 1}(t) & x_{n 2}(t) & \cdots & x_{n n}(t) \end{bmatrix}
Φ(t)=⎣⎢⎢⎢⎡x11(t)x21(t)⋮xn1(t)x12(t)x22(t)⋮xn2(t)⋯⋯⋯x1n(t)x2n(t)⋮xnn(t)⎦⎥⎥⎥⎤
标准基解矩阵：如果基解矩阵有
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\Phi(t_0)=E
Φ(t0)=E，则称这个基解矩阵为标准基解矩阵.
解矩阵：将任意齐次方程的解排列成矩阵，我们把这个矩阵叫做解矩阵.
验证一个矩阵是否为一个齐次线性方程基解矩阵的方法：先证明矩阵是解矩阵，即将矩阵代入到方程中，如果等号左右两边成立则该矩阵是解矩阵.在证明是基解矩阵，因为基解矩阵的每一列构成的向量是线性无关的，所以如果基解矩阵在定区间上行列式恒不为0则这个解矩阵是基解矩阵.
2.3非齐次线性微分方程组的常数变易公式
如果
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Φ(t)是非齐次微分方程组对应的齐次方程组的基解矩阵，则非齐次微分方程组对应的一个特解是
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\boldsymbol \varphi(t)=\boldsymbol \Phi(t)\int_{t_0}^t\boldsymbol \Phi^{-1}(s)\boldsymbol f(s)ds
φ(t)=Φ(t)∫t0tΦ−1(s)f(s)ds
且满足初始条件
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\boldsymbol \varphi(t_0)=\boldsymbol0
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如果初始条件是
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\boldsymbol\varphi(t_0)=\boldsymbol\eta
φ(t0)=η，则方程的特解可以表示为
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\boldsymbol{\varphi}(t)=\boldsymbol{\Phi}(t) \boldsymbol{\Phi}^{-1}\left(t_{0}\right) \boldsymbol{\eta}+\boldsymbol{\Phi}(t) \int_{t_{0}}^{t} \boldsymbol{\Phi}^{-1}(s) \boldsymbol{f}(s) \mathrm{d} s
φ(t)=Φ(t)Φ−1(t0)η+Φ(t)∫t0tΦ−1(s)f(s)ds
上式称为非齐次线性微分方程组的常数变易公式
3. 常系数线性微分方程组
3.1 矩阵指数的定义和性质
矩阵指数的定义
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e^{A t}=I+A t+\frac{1}{2}(A t)^{2}+\frac{1}{6}(A t)^{3}+\cdots
eAt=I+At+21(At)2+61(At)3+⋯
矩阵指数的性质
性质1 如果矩阵
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\boldsymbol A \boldsymbol B=\boldsymbol B\boldsymbol A
AB=BA，则
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\exp(\boldsymbol A+\boldsymbol B)=\exp(\boldsymbol A)\exp(\boldsymbol B)
exp(A+B)=exp(A)exp(B)
性质2 对于任何矩阵
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(expA)−1存在，且
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(\exp \boldsymbol{A})^{-1}=\exp (-\boldsymbol{A})
(expA)−1=exp(−A)
性质3 如果
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\exp(\boldsymbol T^{-1} \boldsymbol A \boldsymbol T)=\boldsymbol T^{-1} \exp(\boldsymbol A) \boldsymbol T.
exp(T−1AT)=T−1exp(A)T.
3.2齐次线性方程组的基解矩阵
齐次线性方程组
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\boldsymbol x^\prime=\boldsymbol A \boldsymbol x
x′=Ax有标准基解矩阵
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\Phi(t)=\exp(\boldsymbol At)
Φ(t)=exp(At)
3.3基解矩阵的计算公式
如果 A A A有特征值 λ \lambda λ和特征向量 ξ \xi ξ，则 e λ t ξ e^{\lambda t} \xi eλtξ是常系数齐次线性方程组的一个解.
定理 如果矩阵
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\boldsymbol v_1,\boldsymbol v_2,\cdots,\boldsymbol v_n
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\lambda_1,\lambda_2,\cdots,\lambda_n
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\boldsymbol{\Phi}(t)=\left[\mathrm{e}^{\lambda_{1} t} \boldsymbol{v}_{1}, \mathrm{e}^{\lambda_{2} t} \boldsymbol{v}_{2}, \cdots, \mathrm{e}^{\lambda_{n}{ }^{t}} \boldsymbol{v}_{n}\right]
Φ(t)=[eλ1tv1,eλ2tv2,⋯,eλntvn]
就是常系数线性微分方程组的一个基解矩阵.
它和标准基解矩阵的关系为
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\exp \boldsymbol{A} t=\boldsymbol{\Phi}(t) \boldsymbol{\Phi}^{-1}(0)
expAt=Φ(t)Φ−1(0)
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