多元函数微分学
章节概括
- 基本概念
- 平面点集的基本概念
- 极限
- 连续
- 偏导数
- 可微
- 偏导数的连续性
- 多元函数微分法则
- 链式求导规则
- 隐函数存在定理(公式法)
- 多元函数的极值与最值
- 概念
- 无条件极值
- 隐函数
- 显函数
- 条件极值与拉格朗日乘数法
- 闭区间边界上的最值
- 闭区域上的最值
极限
设二元函数 f ( P ) = f ( x , y ) f(P) = f(x,y) f(P)=f(x,y)的定义域为D, P 0 ( x 0 , y 0 ) P_0(x_0,y_0) P0(x0,y0)是D的聚点
如果存在常数A,对于任意给定的正数 ϵ \epsilon ϵ,总存在正数 δ \delta δ,使得当点 P ( x , y ) ∈ D ∩ U ∘ ( P 0 , δ ) P(x,y) \in D \cap U^{\circ}(P_0,\delta ) P(x,y)∈D∩U∘(P0,δ)时,都有 ∣ f ( x , y ) − A ∣ < ϵ |f(x,y) - A| < \epsilon ∣f(x,y)−A∣<ϵ成立
那么就称常数A为函数
f
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f(x,y)
f(x,y)当
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(x,y) \rightarrow (x_0,y_0)
(x,y)→(x0,y0)的极限,记作
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\lim_{(x,y) \rightarrow (x_0,y_0)} f(x,y) = A或f(x,y) \rightarrow A((x,y) \rightarrow (x_0,y_0))
(x,y)→(x0,y0)limf(x,y)=A或f(x,y)→A((x,y)→(x0,y0))
连续
如果
lim
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→
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→
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=
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\lim_{x \rightarrow x_0 \ \ y \rightarrow y_0} f(x,y) = f(x_0,y_0)
x→x0 y→y0limf(x,y)=f(x0,y0)
则称
f
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f(x,y)
f(x,y)在点
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(x_0,y_0)
(x0,y0)处连续
偏导数
设函数
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在点
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z = f(x,y)在点(x_0,y_0)
z=f(x,y)在点(x0,y0)的某领域内有定义。若极限
lim
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−
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\lim_{\Delta x \rightarrow 0}\frac{f(x_0+\Delta x,y_0) - f(x_0,y_0)}{\Delta x}
Δx→0limΔxf(x0+Δx,y0)−f(x0,y0)
存在,则称此极限为函数
z
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在点
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z = f(x,y)在点(x_0,y_0)
z=f(x,y)在点(x0,y0)处对x的偏导数,记作
∂
z
∂
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∣
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∂
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∂
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∣
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\frac{\partial z}{\partial x}\mid_{x =x_0,y = y_0} , \frac{\partial f}{\partial x}\mid_{x =x_0,y = y_0} , z^\prime_x\mid_{x =x_0,y = y_0} , f^\prime_x(x_0,y_0)
∂x∂z∣x=x0,y=y0,∂x∂f∣x=x0,y=y0,zx′∣x=x0,y=y0,fx′(x0,y0)
于是
f
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=
lim
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−
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f^\prime_x(x_0,y_0) = \lim_{\Delta x \rightarrow 0}\frac{f(x_0+\Delta x,y_0) - f(x_0,y_0)}{\Delta x} = \lim_{x \rightarrow x_0}\frac{f(x,y_0) - f(x_0,y_0)}{x - x_0}
fx′(x0,y0)=Δx→0limΔxf(x0+Δx,y0)−f(x0,y0)=x→x0limx−x0f(x,y0)−f(x0,y0)
f y ′ ( x 0 , y 0 ) = lim Δ y → 0 f ( x 0 , y 0 + Δ y ) − f ( x 0 , y 0 ) Δ y = lim y → y 0 f ( x 0 , y ) − f ( x 0 , y 0 ) y − y 0 f^\prime_y(x_0,y_0) = \lim_{\Delta y \rightarrow 0}\frac{f(x_0,y_0+\Delta y) - f(x_0,y_0)}{\Delta y} = \lim_{y \rightarrow y_0}\frac{f(x_0,y) - f(x_0,y_0)}{y - y_0} fy′(x0,y0)=Δy→0limΔyf(x0,y0+Δy)−f(x0,y0)=y→y0limy−y0f(x0,y)−f(x0,y0)
如果函数
z
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f
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z = f(x,y)
z=f(x,y)在区域D内的偏导数
f
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f^\prime_x(x,y),f^\prime_y(x,y)
fx′(x,y),fy′(x,y)仍具有偏导数,则它们的偏导数称为函数
z
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z = f(x,y)
z=f(x,y)的二阶偏导数,按照对变量求导次序的不同,有如下四个二阶偏导数
∂
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\frac{\partial}{x}(\frac{\partial z}{x}) = \frac{\partial^2 z}{\partial x^2} = f^"_{xx}(x,y),\frac{\partial}{y}(\frac{\partial z}{x}) = \frac{\partial^2 z}{\partial x\partial y} = f^"_{xy}(x,y)
x∂(x∂z)=∂x2∂2z=fxx"(x,y),y∂(x∂z)=∂x∂y∂2z=fxy"(x,y)
∂ y ( ∂ z y ) = ∂ 2 y ∂ y 2 = f y y " ( x , y ) , ∂ x ( ∂ z y ) = ∂ 2 z ∂ y ∂ x = f y x " ( x , y ) \frac{\partial}{y}(\frac{\partial z}{y}) = \frac{\partial^2 y}{\partial y^2} = f^"_{yy}(x,y),\frac{\partial}{x}(\frac{\partial z}{y}) = \frac{\partial^2 z}{\partial y\partial x} = f^"_{yx}(x,y) y∂(y∂z)=∂y2∂2y=fyy"(x,y),x∂(y∂z)=∂y∂x∂2z=fyx"(x,y)
其中 f x y " ( x , y ) , f y x " ( x , y ) f^"_{xy}(x,y),f^"_{yx}(x,y) fxy"(x,y),fyx"(x,y)称为混合偏导数
同样可得三阶、四阶以及n阶偏导数,二阶及二阶以上的偏导数统称为高阶偏导数
可微
如果函数 z = f ( x , y ) z = f(x,y) z=f(x,y)在点 ( x , y ) (x,y) (x,y)的全增量 Δ z = f ( x + Δ x , y + Δ y ) − f ( x , y ) \Delta z = f(x+\Delta x , y + \Delta y) - f(x,y) Δz=f(x+Δx,y+Δy)−f(x,y)
可表示为
Δ
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\Delta z = A\Delta x+B\Delta y+o(\rho)(\rho \rightarrow 0)
Δz=AΔx+BΔy+o(ρ)(ρ→0)
其中
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\rho = \sqrt{(\Delta x)^2 + \Delta y)^2}
ρ=(Δx)2+Δy)2,A,B不依赖于
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\Delta x , \Delta y
Δx,Δy而仅与x,y有关
则称函数
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z = f(x,y)
z=f(x,y)在点
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(x,y)
(x,y)可微,而称
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A\Delta x+B\Delta y
AΔx+BΔy为函数
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z = f(x,y)
z=f(x,y)在点
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(x,y)
(x,y)的全微分,记作
d
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dz
dz,即
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dz = A\Delta x+B\Delta y
dz=AΔx+BΔy
判断函数
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z = f(x,y)
z=f(x,y)在点
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(x,y)
(x,y)是否可微,步骤如下:
- 写出全增量 Δ z = f ( x + Δ x , y + Δ y ) − f ( x , y ) \Delta z = f(x+\Delta x , y + \Delta y) - f(x,y) Δz=f(x+Δx,y+Δy)−f(x,y)
- 写出线性增量 A Δ x + B Δ y A\Delta x+B\Delta y AΔx+BΔy,其中 A = f x ′ ( x 0 , y 0 ) , B = f y ′ ( x 0 , y 0 ) A = f^\prime_x(x_0,y_0),B = f^\prime_y(x_0,y_0) A=fx′(x0,y0),B=fy′(x0,y0)
- 作极限如下,若该极限等于0,则 z = f ( x , y ) z = f(x,y) z=f(x,y)在点 ( x 0 , y 0 ) (x_0,y_0) (x0,y0)可微,否则就不可微
lim Δ x → 0 , Δ y → 0 Δ z − ( A Δ x + B Δ y ) ( Δ x ) 2 + Δ y ) 2 \lim_{\Delta x \rightarrow 0,\Delta y \rightarrow 0} \frac{\Delta z - (A\Delta x+B\Delta y)}{\sqrt{(\Delta x)^2 + \Delta y)^2}} Δx→0,Δy→0lim(Δx)2+Δy)2Δz−(AΔx+BΔy)
偏导数的连续性
对于函数 z = f ( x , y ) z = f(x,y) z=f(x,y),讨论其在某特殊点 ( x 0 , y 0 ) (x_0,y_0) (x0,y0)(比如二元分段函数的分段点)处偏导数是否连续,步骤为
- 用定义法求 f x ′ ( x 0 , y 0 ) , f y ′ ( x 0 , y 0 ) f^\prime_x(x_0,y_0),f^\prime_y(x_0,y_0) fx′(x0,y0),fy′(x0,y0)
- 用公式法求 f x ′ ( x , y ) , f y ′ ( x , y ) f^\prime_x(x,y),f^\prime_y(x,y) fx′(x,y),fy′(x,y)
- 计算 lim x → x 0 , y → y 0 f x ′ ( x , y ) , lim x → x 0 , y → y 0 f y ′ ( x , y ) \lim_{x \rightarrow x_0,y \rightarrow y_0}f^\prime_x(x,y),\lim_{x \rightarrow x_0,y \rightarrow y_0}f^\prime_y(x,y) limx→x0,y→y0fx′(x,y),limx→x0,y→y0fy′(x,y)
看 lim x → x 0 , y → y 0 f x ′ ( x , y ) = f x ′ ( x 0 , y 0 ) , lim x → x 0 , y → y 0 f y ′ ( x , y ) = f y ′ ( x 0 , y 0 ) \lim_{x \rightarrow x_0,y \rightarrow y_0}f^\prime_x(x,y) = f^\prime_x(x_0,y_0),\lim_{x \rightarrow x_0,y \rightarrow y_0}f^\prime_y(x,y)=f^\prime_y(x_0,y_0) limx→x0,y→y0fx′(x,y)=fx′(x0,y0),limx→x0,y→y0fy′(x,y)=fy′(x0,y0)是否成立,则 z = f ( x , y ) z = f(x,y) z=f(x,y)在点 ( x 0 , y 0 ) (x_0,y_0) (x0,y0)处的偏导数是连续的
链式求导法则
复合函数的中间变量均为一元函数的情形:
设
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z = f(u,v),u = \alpha (x),v = \beta(x)
z=f(u,v),u=α(x),v=β(x),则
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z = f[\alpha(x),\beta(x)]
z=f[α(x),β(x)],且
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∂
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∂
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⋅
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d
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\frac{dz}{dx} = \frac{\partial z}{\partial u} \cdot \frac{d u}{d x} + \frac{\partial z}{\partial v} \cdot \frac{d v}{d x}
dxdz=∂u∂z⋅dxdu+∂v∂z⋅dxdv
复合函数的中间变量均为多元函数的情形:
设
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z = f(u,v),u = \alpha (x,y),v = \beta(x,y)
z=f(u,v),u=α(x,y),v=β(x,y),则
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z = f[\alpha(x,y),\beta(x,y)]
z=f[α(x,y),β(x,y)],且
∂
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∂
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=
∂
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∂
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⋅
∂
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∂
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∂
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∂
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⋅
∂
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∂
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\frac{\partial z}{\partial x} = \frac{\partial z}{\partial u} \cdot \frac{\partial u}{\partial x} + \frac{\partial z}{\partial v} \cdot \frac{\partial v}{\partial x}
∂x∂z=∂u∂z⋅∂x∂u+∂v∂z⋅∂x∂v
∂ z ∂ y = ∂ z ∂ u ⋅ ∂ u ∂ y + ∂ z ∂ v ⋅ ∂ v ∂ y \frac{\partial z}{\partial y} = \frac{\partial z}{\partial u} \cdot \frac{\partial u}{\partial y} + \frac{\partial z}{\partial v} \cdot \frac{\partial v}{\partial y} ∂y∂z=∂u∂z⋅∂y∂u+∂v∂z⋅∂y∂v
复合函数的中间变量既有一元函数,又有多元函数的情形:
设
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z = f(u,v),u = \alpha (x,y),v = \beta(y)
z=f(u,v),u=α(x,y),v=β(y),则
z
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f
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,
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z = f[\alpha(x,y),\beta(y)]
z=f[α(x,y),β(y)],且
∂
z
∂
x
=
∂
z
∂
u
⋅
∂
u
∂
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\frac{\partial z}{\partial x} = \frac{\partial z}{\partial u} \cdot \frac{\partial u}{\partial x}
∂x∂z=∂u∂z⋅∂x∂u
∂ z ∂ y = ∂ z ∂ u ⋅ ∂ u ∂ y + ∂ z ∂ v ⋅ ∂ v ∂ y \frac{\partial z}{\partial y} = \frac{\partial z}{\partial u} \cdot \frac{\partial u}{\partial y} + \frac{\partial z}{\partial v} \cdot \frac{\partial v}{\partial y} ∂y∂z=∂u∂z⋅∂y∂u+∂v∂z⋅∂y∂v
隐函数存在定理(公式法)
设函数 F ( x , y , z ) F(x,y,z) F(x,y,z)在点 P ( x 0 , y 0 , z 0 ) P(x_0,y_0,z_0) P(x0,y0,z0)的某一领域内具有连续偏导数,且 F ( x , y , z ) = 0 , F z ′ ( x 0 , y 0 , z 0 ) = 0 F(x,y,z) = 0,F_z^\prime(x_0,y_0,z_0) = 0 F(x,y,z)=0,Fz′(x0,y0,z0)=0
则方程
F
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F(x,y,z) = 0
F(x,y,z)=0在点
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(x_0,y_0,z_0)
(x0,y0,z0)的某一领域内能唯一确定一个连续且具有连续偏导数的函数
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z = f(x,y)
z=f(x,y),它满足条件
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z_0 = f(x_0,y_0)
z0=f(x0,y0),并有
∂
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∂
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F
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∂
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∂
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\frac{\partial z}{\partial x} = -\frac{F^\prime_x}{F^\prime_z},\frac{\partial z}{\partial y} = -\frac{F^\prime_y}{F^\prime_z}
∂x∂z=−Fz′Fx′,∂y∂z=−Fz′Fy′
多元函数的无条件极值
二元函数取极值的必要条件(类比一元函数)
设 z = f ( x , y ) z = f(x,y) z=f(x,y)在点 ( x 0 , y 0 ) (x_0,y_0) (x0,y0)一阶偏导数存在并取极值,则 f x ′ ( x 0 , y 0 ) = 0 , f y ′ ( x 0 , y 0 ) = 0 f_x^\prime(x_0,y_0) = 0,f_y^\prime(x_0,y_0) = 0 fx′(x0,y0)=0,fy′(x0,y0)=0
二元函数取极值的充分条件
记 f x x " ( x 0 , y 0 ) = A , f x y " ( x 0 , y 0 ) = B , f y y " ( x 0 , y 0 ) = C f_{xx}^"(x_0,y_0) = A,f_{xy}^"(x_0,y_0) = B,f_{yy}^"(x_0,y_0) = C fxx"(x0,y0)=A,fxy"(x0,y0)=B,fyy"(x0,y0)=C
则 Δ = A C − B 2 \Delta = AC - B^2 Δ=AC−B2,若 Δ > 0 \Delta > 0 Δ>0取极值(A<0取极大值,A>0取极小值)
Δ > 0 \Delta > 0 Δ>0不取极值, Δ = 0 \Delta = 0 Δ=0方法失效
条件极值与拉格朗日乘数法
求目标函数 u = f ( x , y , z ) u = f(x,y,z) u=f(x,y,z)在条件 α ( x , y , z ) = 0 , β ( x , y , z ) = 0 \alpha(x,y,z) = 0,\beta(x,y,z) = 0 α(x,y,z)=0,β(x,y,z)=0下的最值,则
- 构造辅助函数 F ( x , y , z , λ , μ ) = f ( x , y , z ) + λ α ( x , y , z ) + μ β ( x , y , z ) F(x,y,z,\lambda,\mu) = f(x,y,z) +\lambda \alpha(x,y,z) +\mu \beta(x,y,z) F(x,y,z,λ,μ)=f(x,y,z)+λα(x,y,z)+μβ(x,y,z)
- 令
{ F x ′ = f x ′ + λ α x ′ + μ α y ′ = 0 F y ′ = f y ′ + λ α y ′ + μ α y ′ = 0 F z ′ = f z ′ + λ α z ′ + μ α z ′ = 0 F λ ′ = α ( x , y , z ) = 0 F μ ′ = β ( x , y , z ) = 0 \begin{cases} F_x^\prime = f_x^\prime + \lambda \alpha^\prime_x +\mu \alpha_y^\prime = 0 \\ F_y^\prime = f_y^\prime + \lambda \alpha^\prime_y +\mu \alpha_y^\prime = 0 \\ F_z^\prime = f_z^\prime + \lambda \alpha^\prime_z +\mu \alpha_z^\prime = 0 \\ F_{\lambda}^\prime = \alpha(x,y,z) = 0 \\ F_{\mu}^\prime = \beta(x,y,z) = 0 \\ \end{cases} ⎩ ⎨ ⎧Fx′=fx′+λαx′+μαy′=0Fy′=fy′+λαy′+μαy′=0Fz′=fz′+λαz′+μαz′=0Fλ′=α(x,y,z)=0Fμ′=β(x,y,z)=0
- 解上述方程组得备选点 P i , i = 1 , 2 , 3 , ⋯ , n P_i,i = 1,2,3,\cdots,n Pi,i=1,2,3,⋯,n,并求 f ( P i ) f(P_i) f(Pi),取其最大值为 u m a x u_{max} umax,最小值为 u m i n u_{min} umin
- 根据实际问题,必存在最值,所得即为所求
二重积分
章节概括
- 概念、性质与对称性
- 几何背景
- 性质
- 对称性
- 普通对称性
- 轮换对称性
- 计算
- 直角坐标系
- 极坐标系
- 极坐标系与直角坐标系选择的一般原则
- 极直互化
- 积分次序
- 用二重积分处理一元积分的问题
几何背景
曲顶柱体的体积
性质
求区域面积
∬ D 1 ⋅ d σ = ∬ D d σ = A ( A 表示区域 D 的面积 ) \iint_D 1 \cdot d\sigma = \iint_D d\sigma = A(A表示区域D的面积) ∬D1⋅dσ=∬Ddσ=A(A表示区域D的面积)
可积函数必有界
当f(x,y)在有界闭区域D上可积时,f(x,y)在D上必有界
∬
D
[
f
(
x
,
y
)
±
g
(
x
,
y
)
]
d
σ
=
∬
D
f
(
x
,
y
)
d
σ
±
∬
D
g
(
x
,
y
)
d
σ
\iint_D [f(x,y) \pm g(x,y)]d\sigma = \iint_D f(x,y)d\sigma \pm \iint_D g(x,y)d\sigma
∬D[f(x,y)±g(x,y)]dσ=∬Df(x,y)dσ±∬Dg(x,y)dσ
积分的线性性质
∬ D k f ( x , y ) d σ = k ∬ D f ( x , y ) d σ \iint_D kf(x,y)d\sigma = k\iint_D f(x,y)d\sigma ∬Dkf(x,y)dσ=k∬Df(x,y)dσ
积分的可加性
设
f
(
x
,
y
)
f(x,y)
f(x,y)在有界闭区域D上可积,且
D
1
∪
D
2
=
D
,
D
1
∩
D
2
=
⊘
D_1 \cup D_2 = D,D_1 \cap D_2 = \oslash
D1∪D2=D,D1∩D2=⊘,则
∬
D
1
+
D
2
[
f
(
x
,
y
)
±
g
(
x
,
y
)
]
d
σ
=
∬
D
1
f
(
x
,
y
)
d
σ
±
∬
D
2
g
(
x
,
y
)
d
σ
\iint_{D_1+D_2} [f(x,y) \pm g(x,y)]d\sigma = \iint_{D_1} f(x,y)d\sigma \pm \iint_{D_2} g(x,y)d\sigma
∬D1+D2[f(x,y)±g(x,y)]dσ=∬D1f(x,y)dσ±∬D2g(x,y)dσ
积分的保号性
当
f
(
x
,
y
)
,
g
(
x
,
y
)
f(x,y),g(x,y)
f(x,y),g(x,y)在有界闭区域D上可积时,若在D上
f
(
x
,
y
)
≤
g
(
x
,
y
)
f(x,y) \le g(x,y)
f(x,y)≤g(x,y)
则有
∬
D
f
(
x
,
y
)
d
σ
≤
∬
D
g
(
x
,
y
)
d
σ
\iint_D f(x,y)d\sigma \le \iint_D g(x,y)d\sigma
∬Df(x,y)dσ≤∬Dg(x,y)dσ
特殊的,有
∣
∬
D
f
(
x
,
y
)
d
σ
∣
≤
∬
D
∣
f
(
x
,
y
)
∣
d
σ
|\iint_D f(x,y)d\sigma | \le \iint_D |f(x,y)| d\sigma
∣∬Df(x,y)dσ∣≤∬D∣f(x,y)∣dσ
估值定理
设M,m分别是
f
(
x
,
y
)
f(x,y)
f(x,y)在有界闭区域D上的最大值和最小值,A为D的面积,则有
m
A
≤
∬
D
f
(
x
,
y
)
d
σ
≤
M
A
mA \le \iint_D f(x,y) d\sigma \le MA
mA≤∬Df(x,y)dσ≤MA
中值定理
设函数
f
(
x
,
y
)
f(x,y)
f(x,y)在有界闭区域D上连续,A为D的面积,则在D上至少存在一点
(
ξ
,
η
)
(\xi,\eta)
(ξ,η),使得
∬
D
f
(
x
,
y
)
d
σ
=
f
(
ξ
,
η
)
A
\iint_D f(x,y) d\sigma = f(\xi,\eta)A
∬Df(x,y)dσ=f(ξ,η)A
普通对称性
∬ D f ( x , y ) d x d y = { 2 ∬ D 1 f ( x , y ) d x d y , f ( x , y ) = f ( − x , y ) 0 − f ( x , y ) = f ( − x , y ) \iint_D f(x,y) dxdy = \begin{cases} 2\iint_{D_{1}} f(x,y) dxdy, & f(x,y) = f(-x,y) \\ 0 & -f(x,y) = f(-x,y) \end{cases} ∬Df(x,y)dxdy={2∬D1f(x,y)dxdy,0f(x,y)=f(−x,y)−f(x,y)=f(−x,y)
轮换对称性
若把x与y对调,区域D不变(或区域D关于
y
=
x
y = x
y=x对称),则
∬
D
f
(
x
,
y
)
d
σ
=
∬
D
f
(
y
,
x
)
d
σ
\iint_D f(x,y) d\sigma = \iint_D f(y,x) d\sigma
∬Df(x,y)dσ=∬Df(y,x)dσ
直角坐标系下的计算法
X型区域, φ 1 ( x ) ≤ y ≤ φ 2 ( x ) , a ≤ x ≤ b \varphi_1(x) \le y \le \varphi_2(x) , a \le x \le b φ1(x)≤y≤φ2(x),a≤x≤b:
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∬
D
f
(
x
,
y
)
d
σ
=
∫
a
b
d
x
∫
φ
1
(
x
)
φ
2
(
x
)
f
(
x
,
y
)
d
y
\iint_D f(x,y) d\sigma = \int_a^b dx \int_{\varphi_1(x)}^{\varphi_2(x)} f(x,y)dy
∬Df(x,y)dσ=∫abdx∫φ1(x)φ2(x)f(x,y)dy
Y型区域,
φ
1
(
y
)
≤
x
≤
φ
2
(
y
)
,
c
≤
y
≤
d
\varphi_1(y) \le x \le \varphi_2(y) , c \le y \le d
φ1(y)≤x≤φ2(y),c≤y≤d:
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∬
D
f
(
x
,
y
)
d
σ
=
∫
c
d
d
y
∫
φ
1
(
y
)
φ
2
(
y
)
f
(
x
,
y
)
d
x
\iint_D f(x,y) d\sigma = \int_c^d dy \int_{\varphi_1(y)}^{\varphi_2(y)} f(x,y)dx
∬Df(x,y)dσ=∫cddy∫φ1(y)φ2(y)f(x,y)dx
这里的下限都必须小于或等于上限
极坐标系下的计算法
极点O在区域D外部
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∬
f
(
x
,
y
)
d
σ
=
∫
α
β
d
θ
∫
r
1
(
θ
)
r
2
(
θ
)
f
(
r
c
o
s
θ
,
r
s
i
n
θ
)
r
d
r
\iint f(x,y)d\sigma = \int_\alpha^\beta d\theta \int_{r_1(\theta)}^{r_2(\theta)} f(rcos\theta,rsin\theta)rdr
∬f(x,y)dσ=∫αβdθ∫r1(θ)r2(θ)f(rcosθ,rsinθ)rdr
极点O在区域D边界上
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∬
f
(
x
,
y
)
d
σ
=
∫
α
β
d
θ
∫
0
r
(
θ
)
f
(
r
c
o
s
θ
,
r
s
i
n
θ
)
r
d
r
\iint f(x,y)d\sigma = \int_\alpha^\beta d\theta \int_{0}^{r(\theta)} f(rcos\theta,rsin\theta)rdr
∬f(x,y)dσ=∫αβdθ∫0r(θ)f(rcosθ,rsinθ)rdr
极点O在区域D内部
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∬
f
(
x
,
y
)
d
σ
=
∫
0
2
π
d
θ
∫
0
r
(
θ
)
f
(
r
c
o
s
θ
,
r
s
i
n
θ
)
r
d
r
\iint f(x,y)d\sigma = \int_0^{2\pi} d\theta \int_{0}^{r(\theta)} f(rcos\theta,rsin\theta)rdr
∬f(x,y)dσ=∫02πdθ∫0r(θ)f(rcosθ,rsinθ)rdr
极坐标系与直角坐标系的一般原则
- 看被积函数是否为 f ( x 2 + y 2 ) , f ( y x ) , f ( x y ) f(x^2+y^2),f(\frac{y}{x}),f(\frac{x}{y}) f(x2+y2),f(xy),f(yx)等形式
- 看积分区域是否为圆或者圆的一部分
如果两者兼是,那么优先选用极坐标系
以上只是一般原则,为大方向,实际情况实际分析
极坐标系与直角坐标系的相互转换
令 { x = r c o s θ y = r s i n θ 或 { x − x 0 = r c o s θ y − y 0 = r s i n θ 令\begin{cases}x = rcos\theta \\y = rsin\theta \end{cases}或\begin{cases}x-x_0 = rcos\theta \\ y-y_0 = rsin\theta \end{cases} 令{x=rcosθy=rsinθ或{x−x0=rcosθy−y0=rsinθ
其中 D = { ( r , θ ) ∣ α ≤ θ ≤ β , r 1 ( θ ) ≤ θ ≤ r 2 ( θ ) } 其中D = \{(r,\theta )|\alpha \le \theta \le \beta ,r_1(\theta) \le \theta \le r_2(\theta)\} 其中D={(r,θ)∣α≤θ≤β,r1(θ)≤θ≤r2(θ)}
则 ∬ f ( x , y ) d σ = ∫ α β d θ ∫ r 1 ( θ ) r 2 ( θ ) r f ( r c o s θ , r s i n θ ) d r ( 注意后面多个 r , d x → r d r ) 则\iint f(x,y)d\sigma = \int_\alpha^\beta d\theta \int_{r_1(\theta)}^{r_2(\theta)} rf(rcos\theta,rsin\theta)dr(注意后面多个r,dx\rightarrow rdr) 则∬f(x,y)dσ=∫αβdθ∫r1(θ)r2(θ)rf(rcosθ,rsinθ)dr(注意后面多个r,dx→rdr)
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常微分方程
章节概括
- 微分方程的概念(用概念做题)
- 微分方程
- 常微分方程
- 微分方程的阶
- 微分方程的解
- 微分方程的通解
- 初始条件与特解
- 一阶微分方程的求解
- 变量可分离型
- 可化为变量可分离型
- 一阶线性微分方程
- 伯努利方程
- 二阶可降阶微分方程的求解
- y " = f ( x , y ′ ) y^" = f(x,y^\prime) y"=f(x,y′)型
- y " = f ( y , y ′ ) y^" = f(y,y^\prime) y"=f(y,y′)型
- 高阶线性微分方程的求解
- 概念
- 解的结构(以二阶为例)
- 二阶常系数齐次线性微分方程的的通解
- 二阶常系数非齐次线性微分方程的的特解
- n阶常系数齐次线性微分方程的解
概念
微分方程
表示未知函数及其导数(或者微分)与自变量之间关系的方程称为微分方程
常微分方程
未知函数是一元函数的微分方程称为常微分方程
如: y " ′ − y " + y = 0 y^{"\prime} - y^" + y = 0 y"′−y"+y=0
微分方程的阶
方程中未知函数的最高阶导数的阶数称为微分方程的阶
如: y " ′ − y " + y = 0 y^{"\prime} - y^" + y = 0 y"′−y"+y=0就是三阶微分方程
微分方程的通解
若微分方程的解中含有的独立常数的个数等于微分方程的阶数,则该解称为微分方程的通解
初始条件与特解
确定通解中的常数的条件就是初始条件,确定了通解中的常数后,解就成了特解
一阶微分方程的求解
变量可分离型
d y d x = φ 1 ( x ) φ 2 ( x ) ⇒ d y φ 2 ( x ) = φ 1 ( x ) d x ⇒ ∫ d y φ 2 ( x ) = ∫ φ 1 ( x ) d x + C ( φ 2 ( x ) ≠ 0 ) \frac{\mathrm{d} y}{\mathrm{d} x} = \varphi _1(x)\varphi _2(x) \Rightarrow \frac{\mathrm{d} y}{\varphi _2(x)} = \varphi _1(x)dx \Rightarrow \int\frac{\mathrm{d} y}{\varphi _2(x)} = \int\varphi _1(x)dx + C (\varphi _2(x) \neq 0) dxdy=φ1(x)φ2(x)⇒φ2(x)dy=φ1(x)dx⇒∫φ2(x)dy=∫φ1(x)dx+C(φ2(x)=0)
可化为变量可分离型
d y d x = f ( a x + b y + c ) 令 u = a x + b y + c ⇒ d u d x = a + b d y d x ⇒ d u d x = a + b f ( u ) \frac{\mathrm{d} y}{\mathrm{d} x} = f(ax+by+c)令u = ax+by+c \Rightarrow \frac{\mathrm{d} u}{\mathrm{d} x} = a+b\frac{\mathrm{d} y}{\mathrm{d} x} \Rightarrow \frac{\mathrm{d} u}{\mathrm{d} x} = a+bf(u) dxdy=f(ax+by+c)令u=ax+by+c⇒dxdu=a+bdxdy⇒dxdu=a+bf(u)
变量替换法
d y d x = φ ( y x ) ( 令 y x = u ) ⇒ u + x d u d x = φ ( u ) ⇒ ∫ d y φ ( u ) − u = ∫ d x x + C ( φ ( u ) − u ≠ 0 ) \frac{\mathrm{d} y}{\mathrm{d} x} = \varphi _(\frac{y}{x})(令\frac{y}{x}=u) \Rightarrow u+x\frac{du}{dx} = \varphi (u) \Rightarrow \int\frac{\mathrm{d} y}{\varphi (u)-u} = \int \frac{dx}{x} + C (\varphi (u)-u \neq 0) dxdy=φ(xy)(令xy=u)⇒u+xdxdu=φ(u)⇒∫φ(u)−udy=∫xdx+C(φ(u)−u=0)
一阶齐次线性微分方程
d y d x + P ( x ) y = 0 ,通解公式为: y = C e − ∫ P ( x ) d x ( C 为任意常数 ) \frac{dy}{dx} + P(x)y = 0,通解公式为:y= Ce^{-\int P(x)dx} (C为任意常数) dxdy+P(x)y=0,通解公式为:y=Ce−∫P(x)dx(C为任意常数)
一阶非齐次线性微分方程
d y d x + P ( x ) y = Q ( x ) ,通解公式为: y = [ ∫ Q ( x ) e ∫ P ( x ) d x d x + C ] e − ∫ P ( x ) d x ( C 为任意常数 ) \frac{dy}{dx} + P(x)y = Q(x),通解公式为:y= [\int Q(x)e^{\int P(x)dx}dx+C]e^{-\int P(x)dx} (C为任意常数) dxdy+P(x)y=Q(x),通解公式为:y=[∫Q(x)e∫P(x)dxdx+C]e−∫P(x)dx(C为任意常数)
伯努利方程
形如 y ′ + p ( x ) y = q ( x ) y n ( n ≠ 0 , 1 ) y^\prime + p(x)y = q(x)y^n(n\neq 0,1) y′+p(x)y=q(x)yn(n=0,1)的方程,其中 p ( x ) , q ( x ) p(x),q(x) p(x),q(x)为已知的连续函数,其解法具体步骤为
- 先变形为 y − n ⋅ y ′ + p ( x ) y 1 − n = q ( x ) y^{-n} \cdot y^\prime + p(x)y^{1-n} = q(x) y−n⋅y′+p(x)y1−n=q(x)
- 令 z = y 1 − n z=y^{1-n} z=y1−n,得 d z d x = ( 1 − n ) y − n d y d x \frac{dz}{dx} = (1-n)y^{-n}\frac{dy}{dx} dxdz=(1−n)y−ndxdy,则 1 1 − n ⋅ d z d x + p ( x ) z = q ( x ) \frac{1}{1-n} \cdot \frac{dz}{dx} + p(x)z = q(x) 1−n1⋅dxdz+p(x)z=q(x)
- 解此一阶线性微分方程即可
高阶微分方程
概念
- 方程
y
"
+
p
(
x
)
y
′
+
q
(
x
)
y
=
f
(
x
)
y^" + p(x)y^\prime + q(x)y = f(x)
y"+p(x)y′+q(x)y=f(x)称为二阶变系数线性微分方程,其中
p
(
x
)
,
q
(
x
)
p(x),q(x)
p(x),q(x)叫系数函数,f(x)叫自由项,均为已知的连续函数
- 当 f ( x ) = 0 f(x) = 0 f(x)=0时, y " + p ( x ) y ′ + q ( x ) y = 0 y^" + p(x)y^\prime + q(x)y = 0 y"+p(x)y′+q(x)y=0为齐次方程
- 当f(x)不恒等于0时, y " + p ( x ) y ′ + q ( x ) y = f ( x ) y^" + p(x)y^\prime + q(x)y = f(x) y"+p(x)y′+q(x)y=f(x)为非齐次方程
- 方程
y
"
+
p
y
′
+
q
y
=
f
(
x
)
y^" + py^\prime + qy = f(x)
y"+py′+qy=f(x)称为二阶常系数线性微分方程,其中
p
,
q
p,q
p,q为常数,
f
(
x
)
f(x)
f(x)叫自由项,为连续函数
- 当 f ( x ) = 0 f(x) = 0 f(x)=0时, y " + p y ′ + q y = 0 y^" + py^\prime + qy = 0 y"+py′+qy=0为齐次方程
- 当f(x)不恒等于0时, y " + p y ′ + q y = f ( x ) y^" + py^\prime + qy = f(x) y"+py′+qy=f(x)为非齐次方程
二阶可降阶微分方程的求解
#### y ′ ′ = f ( x , y ′ ) y^{\prime\prime} = f(x,y^{\prime}) y′′=f(x,y′)的方程
方程中不显含未知函数y
- 令 y ′ = p ( x ) , y " = p ′ y^\prime = p(x),y^" = p^\prime y′=p(x),y"=p′,则原方程变为一阶方程 d p d x = f ( x , p ) \frac{dp}{dx} = f(x,p) dxdp=f(x,p)
- 若求得通解为 p = φ ( x , C 1 ) p = \varphi(x,C_1) p=φ(x,C1)即 y ′ = φ ( x , C 1 ) y^\prime = \varphi(x,C_1) y′=φ(x,C1),则原方程的通解为 y = ∫ φ ( x , C 1 ) d x + C 2 y = \int \varphi(x,C_1)dx + C_2 y=∫φ(x,C1)dx+C2
#### y ′ ′ = f ( y , y ′ ) y^{\prime\prime} = f(y,y^{\prime}) y′′=f(y,y′)的方程
方程中不显含未知函数x
- 令 y ′ = p , y " = d p d x ⋅ p y^\prime = p,y^" = \frac{dp}{dx} \cdot p y′=p,y"=dxdp⋅p,则原方程变为一阶方程 p d p d x = f ( x , p ) p\frac{dp}{dx} = f(x,p) pdxdp=f(x,p)
- 若求得通解为 p = φ ( x , C 1 ) p = \varphi(x,C_1) p=φ(x,C1),则由 p = d y d x p = \frac{dy}{dx} p=dxdy可得 d y d x = φ ( y , C 1 ) \frac{dy}{dx} = \varphi(y,C_1) dxdy=φ(y,C1),分离变量得 1 φ ( y , C 1 ) d y = d x \frac{1}{\varphi(y,C_1)}dy = dx φ(y,C1)1dy=dx
- 两边积分得 ∫ 1 φ ( y , C 1 ) d y = x + C 2 \int \frac{1}{\varphi(y,C_1)}dy = x+C_2 ∫φ(y,C1)1dy=x+C2,即可求得原方程的通解
微分算子法
目的为算非齐次微分方程的特解
y ′ ′ + p y ′ + q y = f ( x ) ,设特解为 y ∗ y'' + py' + qy = f(x),设特解为y^* y′′+py′+qy=f(x),设特解为y∗
y ∗ = 1 F ( D ) f ( x ) = 1 D 2 + p D + q f ( x ) ( F ( D ) = 0 时求导 F ′ ( D ) 后乘以 x ) , f ( x ) 分以下情况 y^* = \frac{1}{F(D)}f(x) = \frac{1}{D^2+pD+q}f(x)(F(D) = 0 时求导F'(D)后乘以x),f(x)分以下情况 y∗=F(D)1f(x)=D2+pD+q1f(x)(F(D)=0时求导F′(D)后乘以x),f(x)分以下情况
f ( x ) = e k x → 将所有的 D 换成 k f(x) = e^{kx} \rightarrow 将所有的D换成k f(x)=ekx→将所有的D换成k
f ( x ) = s i n a x / c o s a x → 将 D 2 换成 − a 2 f(x) = sinax / cosax \rightarrow 将D^2换成 -a^2 f(x)=sinax/cosax→将D2换成−a2
解的结构(以二阶为例)
若
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y_1(x)
y1(x)和
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y_2(x)
y2(x)是
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p
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y
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q
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y
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y^" + p(x)y' + q(x)y = 0
y"+p(x)y′+q(x)y=0的两个解,且
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C
\frac{y_1(x)}{y_2(x)}\neq C
y2(x)y1(x)=C(常数),则称
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,
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y_1(x),y_2(x)
y1(x),y2(x)也是该方程的两个线性无关的解,且
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y(x) = C_1y_1(x) + C_2y_2(x)
y(x)=C1y1(x)+C2y2(x)
是方程 y " + p ( x ) y ′ + q ( x ) y = 0 y^" + p(x)y' + q(x)y = 0 y"+p(x)y′+q(x)y=0的通解
若
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y(x) = C_1y_1(x) + C_2y_2(x)
y(x)=C1y1(x)+C2y2(x)是
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p
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y
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q
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y
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y^" + p(x)y' + q(x)y = 0
y"+p(x)y′+q(x)y=0的通解,
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y^*(x)
y∗(x)是
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y
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f
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y^" + p(x)y' + q(x)y = f(x)
y"+p(x)y′+q(x)y=f(x)的一个特解,则
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+
y
y^*(x) + y
y∗(x)+y
是
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f
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y^" + p(x)y' + q(x)y = f(x)
y"+p(x)y′+q(x)y=f(x)的通解
若
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y_1^{*}(x)
y1∗(x)是
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y^" + p(x)y' + q(x)y = f_1(x)
y"+p(x)y′+q(x)y=f1(x)的解,
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y_2^{*}(x)
y2∗(x)是
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y^" + p(x)y' + q(x)y = f_2(x)
y"+p(x)y′+q(x)y=f2(x)的解,则
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∗
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∗
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y_1^*(x)+y_2^*(x)
y1∗(x)+y2∗(x)
是
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y^" + p(x)y' + q(x)y = f_1(x)+f_2(x)
y"+p(x)y′+q(x)y=f1(x)+f2(x)的通解
二阶常系数齐次线性微分方程的通解
对于 y " + p y ′ + q y = 0 y^" + py^\prime + qy = 0 y"+py′+qy=0,其对应的特征方程为 r 2 + p r + q = 0 r^2 + pr + q = 0 r2+pr+q=0,求其特征根,有以下三种情况(其中 C 1 , C 2 C_1,C_2 C1,C2为任意常数):
- 若 p 2 − 4 q > 0 p^2 - 4q > 0 p2−4q>0,设 r 1 , r 2 r_1,r_2 r1,r2是特征方程的两个不等实根,即 r 1 ≠ r 2 r_1 \neq r_2 r1=r2,可得其通解为
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
- 若 p 2 − 4 q = 0 p^2 - 4q = 0 p2−4q=0,设 r 1 , r 2 r_1,r_2 r1,r2是特征方程的两个相等的实根,即二重根,令 r 1 = r 2 = r r_1 = r_2 = r r1=r2=r,可得其通解为
y = ( C 1 + C 2 x ) e r x y = (C_1 + C_2x)e^{rx} y=(C1+C2x)erx
- 若 p 2 − 4 q < 0 p^2 - 4q < 0 p2−4q<0,设 α ± β i \alpha \pm \beta i α±βi是特征方程的一对共轭复根,可得其通解为
y = e a x ( C 1 c o s β x + C 2 s i n β x ) y = e^{ax}(C_1 cos\beta x + C_2 sin\beta x) y=eax(C1cosβx+C2sinβx)
二阶常系数非齐次线性微分方程的特解
对于 y " + p y ′ + q y = f ( x ) y^" + py^\prime + qy = f(x) y"+py′+qy=f(x)
设 P n ( x ) , P m ( x ) P_n(x),P_m(x) Pn(x),Pm(x)分别为x的n次、m次多项式
- 当自由项
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f(x) = P_n(x)e^{ax}
f(x)=Pn(x)eax时,特解要设为
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y^* = e^{ax}Q_n(x)x^k
y∗=eaxQn(x)xk,其中
- e a x e^{ax} eax照抄
- Q n ( x ) Q_n(x) Qn(x)为x的n次多项式
- k = 0时,a不是特征根;k = 1时,a是单特征根;k = 2时,a是二重特征根
- 当自由项
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f(x) = e^{ax}[P_m(x)cos\beta x + P_n(x)sin\beta x]
f(x)=eax[Pm(x)cosβx+Pn(x)sinβx]时,特解要设为
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y^* = e^{ax}[Q_l^{(1)}(x)cos\beta x + Q_l^{(2)}(x)sin\beta x]x^k
y∗=eax[Ql(1)(x)cosβx+Ql(2)(x)sinβx]xk,其中
- e a x e^{ax} eax照抄
- l = m a x { m , n } , Q l ( 1 ) , Q l ( 2 ) ( x ) l = max\{m,n\},Q_l^{(1)},Q_l^{(2)}(x) l=max{m,n},Ql(1),Ql(2)(x)分别为x的两个不同的 l l l次多项式
- k = 0时, a ± β i a \pm \beta i a±βi不是特征根;k = 1时, a ± β i a \pm \beta i a±βi是单特征根
n阶常系数齐次线性微分方程的解
方程 y ( n ) + p 1 y ( n − 1 ) + ⋯ + p ( n − 1 ) y ′ + p n y = 0 y^{(n)} + p_1y^{(n-1)} + \cdots + p_{(n-1)}y^\prime + p_n y= 0 y(n)+p1y(n−1)+⋯+p(n−1)y′+pny=0称为n阶常系数齐次线性微分方程
其中 p 1 , p 2 , ⋯ , p n p_1,p_2,\cdots,p_n p1,p2,⋯,pn为常数,其对应的特征方程为 r n + p 1 r ( n − 1 ) + ⋯ + p ( n − 1 ) r + p n = 0 r^{n} + p_1r^{(n-1)} + \cdots + p_{(n-1)}r + p_n = 0 rn+p1r(n−1)+⋯+p(n−1)r+pn=0,求特征根
- 特征根为单实根r时,微分方程通解中对应一项 C e r x Ce^{rx} Cerx
- 特征根为k重实根r时,微分方程通解中对应k项 ( C 1 + C 2 x + ⋯ + C k x k − 1 ) e r x (C_1 + C_2x +\cdots + C_kx^{k-1})e^{rx} (C1+C2x+⋯+Ckxk−1)erx
- 特征根为单复根 a ± β i ( β > 0 ) a \pm \beta i(\beta > 0) a±βi(β>0)时,微分方程通解中对应两项 e a x ( C 1 c o s β x + C 2 s i n β x ) e^{ax}(C_1cos\beta x + C_2sin\beta x) eax(C1cosβx+C2sinβx)
- 特征根为k重复根 a ± β i ( β > 0 ) a \pm \beta i(\beta > 0) a±βi(β>0)时,微分方程通解中对应 2 k 2k 2k项 e a x [ ( C 1 + C 2 x + ⋯ + C k x k − 1 ) c o s β x + ( D 1 + D 2 x + ⋯ + D k x k − 1 ) s i n β x ) ] e^{ax}[(C_1 + C_2x + \cdots + C_kx^{k-1})cos\beta x + (D_1 + D_2x + \cdots + D_kx^{k-1})sin\beta x)] eax[(C1+C2x+⋯+Ckxk−1)cosβx+(D1+D2x+⋯+Dkxk−1)sinβx)]