一阶线性常微分方程(lesson 3)

一阶线性常微分方程

标准形式 : $y^{\prime }+p(x)y=q(x)$

求解方法:

0. 将微分方程化为标准形式
1. 寻找一个积分因子$u(x)$, 等号两侧同时乘$u(x)$

$u(x)y^{\prime }+u(x)p(x)y=u(x)q(x)$

$u(x)y^{\prime }+u(x)p(x)y=(u(x)y{)}^{\prime }$

$u(x{)}^{\prime }y=u(x)p(x)y$

$u(x{)}^{\prime }=u(x)p(x)$

$\frac{du(x)}{dx}=u(x)p(x)$

$\frac{du(x)}{u(x)}=p(x)dx$

$lnu(x)={\int }_{}p(x)dx$

$u(x)=e^{{\int }_{}p(x)dx}$

只需要取众多$u(x)$中的一个就可以

3. 方程变为:

$u(x)y^{\prime }+u(x)p(x)y=u(x)q(x)$

$(u(x)y{)}^{\prime }=u(x)q(x)$

4. 两侧同时积分:

$u(x)y={\int }_{}u(x)q(x)dx$

$y=\frac{{\int }_{}u(x)q(x)dx}{u(x)}$

first example:

$x{y}^{\prime }-y=x^3$

$y^{\prime }-\frac{1}{x}y=x^2$

$u(x)=e^{{\int }_{}-\frac{1}{x}dx}=-\frac{1}{x}$

$-\frac{1}{x}y={\int }_{}-\frac{1}{x}{x}^{2}dx={\int }_{}-xdx=-\frac{x^2}{2}+C$

$y=\frac{x^3}{2}+Cx$

second example

$(1+cosx)y^{\prime }-(sinx)y=2x$

$y^{\prime }-\frac{sinx}{1+cosx}y=\frac{2x}{1+cosx}$

$u(x)=e^{{\int }_{}-\frac{sinx}{1+cosx}dx}=e^{ln(1+cosx)}=1+cosx$

$y=\frac{{\int }_{}(1+cosx)\frac{2x}{1+cosx}dx}{1+cosx}=\frac{x^2+C}{1+cosx}$

给定初值$y(0)=1$

$\frac{0^2+C}{1+cos0}=1\to C=2$

$y=\frac{x^2+2}{1+cosx}$

application

传递$-$传导modal

$\frac{dT}{dt}=k(T_e(t)-T(t))(k>0)$

$\frac{dT}{dt}+kT(t)=k{T}_e(t)$

$u(t)=e^{{\int }_{}kdt}=e^{kt}$

$T(t)=\frac{{\int }_{}u(t)k{T}_e(t)dt}{u(t)}=\frac{{\int }_{}{e}^{kt}k{T}_e(t)dt}{e^{kt}}$

给定初值$T(0)=T_0$

$T(t)=e^{-kt}{\int }_0^{t}k{e}^{k{t}^{\ast }}{T}_e(t^{\ast })d{t}^{\ast }+C{e}^{-kt}$

$C=T_0$

$t\to \infty 时C{e}^{-kt}=0$(暂态解)

$t\to \infty 时e^{-kt}{\int }_0^{t}k{e}^{k{t}^{\ast }}{T}_e(t^{\ast })d{t}^{\ast }̸=0$(稳态解)