【数理方程】分离变量法

2分离变量法

2.0常微分方程

2.0.1齐次&非齐次方程

• 齐次方程 $y^{\prime }(x)=P(x)y(x)$ 分离变量,两边积分
  • $y(x)=C{e}^{\int P(x)dx}$
  • P(x)为常数 $y^{\prime }(x)=my(x)\to y(x)=C{e}^{mx}$
• 非齐次方程 $y^{\prime }(x)=P(x)y(x)+Q(x)$ 常数变异法
  • $y(x)=e^{\int P(x)dx}(\int Q(x)\cdot e^{-\int P(x)dx}dx+C)$

2.0.2二阶常系数齐次常微分方程

$a_2{y}^{\prime \prime }(x)+a_1{y}^{\prime }(x)+a_{0}y(x)=0$

• 特征方程: $a_2{r}^2+a_{1}r+a_0=0$, r特征根

• 2实根 $r_1\ne r_2$: 通解 $y(x)=A{e}^{r_{1}x}+B{e}^{r_{2}x}$

• 1实根 $r_1=r_2$: 通解 $y(x)=(Ax+B)e^{rx}$

• 复根 $r_1=\alpha +\beta i,r_2=\alpha -\beta i$: 通解 $y(x)=e^{\alpha x}(A\cos \beta x+B\sin \beta x)$
  

• ${\rho }^2{R}^{\prime \prime }(\rho )+\rho R^{\prime }(\rho )-\lambda R(\rho )=0$

  • $\rho =e^x$

2.1特征值问题

2.1.1常用特征值问题

• 常微分方程$X^{\prime \prime }(x)+\lambda X(x)=0$

  • $\lambda <0$, $X(x)=A{e}^{\sqrt{-\lambda }x}+B{e}^{-\sqrt{-\lambda }x}$
  • $\lambda =0$, $X(x)=Ax+B$
  • $\lambda >0$, $X(x)=A\cos \sqrt{\lambda }x+B\sin \sqrt{\lambda }x$

• 含待确定常数$\lambda$的特征值问题, $\lambda$特征值, $X(x)$特征函数

• $\{\begin{array}{c}{X}^{\prime \prime }(x)+\lambda X(x)=0\\ X(0)=0,X(l)=0\end{array}$

  1. $\lambda <0$, A=B=0, 平凡解
  2. $\lambda =0$, A=B=0, 平凡解
  3. $\lambda >0$, $\{\begin{array}{c}{\lambda }_n=(\frac{n\pi }{l}{)}^2\\ X_n(x)=B_n\sin \frac{n\pi }{l}x,n=1,2,\mathrm{3...}\end{array}$
     1. ${\sin \frac{n\pi }{l}x}_{n=1}^{\infty }$
     2. $C_n=\frac{2}{l}{\int }_0^{l}f(x)\sin \frac{n\pi }{l}xdx$

2.1.2关于特征值问题的理论

• S-L方程 $\frac{d}{dx}(k(x)\frac{dy}{dx})-q(x)y(x)+\lambda \rho (x)y(x)=0,x\in (a,b)$
  • 特征值:其次边界条件,周期性,自然边界条件
  • $k(x)=\rho (x)=1,q(x)=0$: $y^{\prime \prime }(x)+\lambda y(x)=0$
  • $k(x)=\rho (x)=x,q(x)=\frac{n^2}{x}$: $x^2{y}^{\prime \prime }(x)+x{y}^{\prime }(x)+(\lambda x^2-n^2)y(x)=0$
  • $k(x)=1-x^2,\rho (x)=1,q(x)=0$: $(1-x{)}^2{y}^{\prime \prime }(x)-2x{y}^{\prime }(x)+\lambda y(x)=0$
  1. 存在可数个实特征值->单调递增序列$0\le {\lambda }_1\le {\lambda }_2\le ...\le {\lambda }_n\le$
     可数个特征函数 { y x ( x ) } , n = 1 , 2 , 3... \{y_x(x)\}, n=1,2,3... {yx​(x)},n=1,2,3...
  2. 所有特征值非负 ${\lambda }_n\ge 0,n=1,2,\mathrm{3...}$
  3. 特征函数系 { y n ( x ) } n = 1 n = ∞ \{y_n(x)\}_{n=1}^{n=\infty} {yn​(x)}n=1n=∞​是$L_{\rho }^2[a,b]$上关于权函数$\rho (x)$的正交系${\int }_a^b\rho (x)y_n(x)y_m(x)dx=\{\begin{array}{cc}0& n\ne m\\ ||y_n|{|}_2^2& n=m\end{array}$
  4. 特征函数系 { y n ( x ) } n = 1 n = ∞ \{y_n(x)\}_{n=1}^{n=\infty} {yn​(x)}n=1n=∞​是$L_{\rho }^2[a,b]$上关于权函数$\rho (x)$的完备系

2.1.3Matlab

• 二阶常微分方程
  求$\frac{d^{2}y}{d{x}^2}+y=1-\frac{x^2}{\pi }$通解

  • y=dsolve('D2y+y=1-x^2/pi','x')
    

  求$\{\begin{array}{l}\frac{d^{2}y}{d{x}^2}+y=1-\frac{x^2}{\pi }\\ y(0)=0.2,y^{\prime }(0)=0.5\end{array}$特解,作图

  • y=dsolve('D2y+y=1-x^2/pi','y(0)=0.2,Dy(0)=0.5','x')
    ezplot(y),aixs([-3 3 -0.5 2])
    

• 常微分方程组$\{\begin{array}{l}\frac{du}{dt}=3u-2v\\ \frac{dv}{dt}+v=2u\end{array}$
  1.求通解

  • [u,v]=dsolve('Du=3*u-2*v','Dv+v=2*u')
    

  2.求满足初始条件$u(0)=1,v(0)=0$的特解

  • [u,v]=dsolve('Du=3*u-2*v','Dv+v=2*u','u(0)=1,v(0)=0','t')
    

2.2一维波方程,一维热方程解法

2.2.1一维波方程

$\{\begin{array}{l}\frac{{\partial }^2\mathbf{u}}{\partial {\mathbf{t}}^2}={\mathbf{a}}^2\frac{{\partial }^2\mathbf{u}}{\partial {\mathbf{x}}^2}0<\mathbf{x}<\mathbf{l},\mathbf{t}>0\\ {\mathbf{u}|}_{\mathbf{x}=0}={\mathbf{u}|}_{\mathbf{x}=l}=0\\ {\mathbf{u}|}_{t=0}=\varphi (\mathbf{x}),{\frac{\partial \mathbf{u}}{\partial \mathbf{t}}|}_{t=0}=\psi (\mathbf{x})\end{array}$

• $u_n(x,t)$在任意时刻为正弦曲线
  • $t=t_0$ $u_n(x,t_0)$为正弦曲线，振幅随时间变化
  • $x=x_0$ $u_n(x_0,t)$简谐振动
• 任意确定时刻$u_n(x,t)=A_n^{\prime }\sin \frac{n\pi }{l}x$
  • $n+1$个零点,$n$个极值点,$u_1,u_2,u_3$是一系列驻波

2.2.2一维热方程解法

2.3Laplace方程定解问题解法

2.3.1直角坐标系下Laplace

2.3.2二维圆域Laplace定解问题解法

1. 定解问题$\frac{{\partial }^2\mathbf{u}}{\partial {\mathbf{x}}^2}+\frac{{\partial }^2\mathbf{u}}{\partial {\mathbf{y}}^2}=0$
2. 极坐标变换$\{\begin{array}{l}x=\rho \cos \theta \\ y=\rho \sin \theta ,\end{array}0\le \theta \le 2\pi$
3. $\frac{\partial \mathbf{u}}{\partial \mathbf{x}}=\frac{\partial \mathbf{u}}{\partial \rho }\frac{\partial \rho }{\partial \mathbf{x}}+\frac{\partial \mathbf{u}}{\partial \theta }\frac{\partial \theta }{\partial \mathbf{x}}=\mathbf{v}$代入得 $ \begin{array}{l}\frac{1}{\rho} \frac{\partial}{\partial \rho}\left(\rho \frac{\partial \boldsymbol{u}}{\partial \rho}\right)+\frac{1}{\rho^{2}} \frac{\partial^{2} \boldsymbol{u}}{\partial \theta^{2}}=0 \\frac{\partial^{2} \boldsymbol{u}}{\partial \rho^{2}}+\frac{1}{\rho} \frac{\partial \boldsymbol{u}}{\partial \rho}+\frac{1}{\rho^{2}} \frac{\partial^{2} \boldsymbol{u}}{\partial \theta^{2}}=0\end{array} $

2.4非齐次方程

波方程$\{\begin{array}{l}\frac{{\partial }^2\mathbf{u}}{\partial {\mathbf{t}}^2}={\mathbf{a}}^2\frac{{\partial }^2\mathbf{u}}{\partial {\mathbf{x}}^2}+\mathbf{f}(\mathbf{x},\mathbf{t}),0<\mathbf{x}<\mathbf{l},\mathbf{t}>0\\ {\mathbf{u}|}_{\mathbf{x}=0}={\mathbf{u}|}_{\mathbf{x}=l}=0\\ {\mathbf{u}|}_{t=0}=\varphi (\mathbf{x}),{\frac{\partial \mathbf{u}}{\partial \mathbf{t}}|}_{t=0}=\Psi (\mathbf{x})\end{array}$
拆解$u(x,t)=v(x,t)+w(x,t)$

2.4.1特征函数法

波方程

$\{\begin{array}{l}\frac{{\partial }^{2}v}{\partial t^2}=a^2\frac{{\partial }^{2}v}{\partial x^2}+f(x,t)\\ {v|}_{x=0}={v|}_{x=l}=0\\ {v|}_{t=0}=0,{\frac{\partial v}{\partial t}|}_{t=0}=0\end{array}$

1. 齐次方程+齐次边界条件$\{\begin{array}{l}\frac{{\partial }^2\mathbf{v}}{\partial {\mathbf{t}}^2}={\mathbf{a}}^2\frac{{\partial }^2\mathbf{v}}{\partial {\mathbf{x}}^2}\\ {\mathbf{v}|}_{\mathbf{x}=0}={\mathbf{v}|}_{\mathbf{x}=l}=0\end{array}$
   1. 特征值问题$\{\begin{array}{l}{\mathbf{X}}^{\prime \prime }(\mathbf{x})+\lambda \mathbf{X}(\mathbf{x})=0\\ \mathbf{X}(0)=\mathbf{X}(\mathbf{l})=0\end{array}$
      1. 特征函数$X_n(x)=B_n\sin \frac{n\pi }{l}x,n=1,2,...$
      2. 假设非齐次方程解$v(x,t)={\sum }_{n=1}^{\infty }{v}_n(t)\sin \frac{n\pi }{l}x$
2. $f(x,t)$按特征函数序列 { sin ⁡ n π l x } n = 1 ∞ \{\sin\frac{n\pi}{l}x\}_{n=1}^{\infty} {sinlnπ​x}n=1∞​展开为级数形式
   1. $f(x,t)={\sum }_{n=1}^{\infty }{f}_n(t)\sin \frac{n\pi }{l}x$
   2. $f_n(t)=\frac{2}{l}{\int }_0^{l}f(x,t)\sin \frac{n\pi }{l}xdx$
3. 以上结果带入非齐次方程
   1. 
   2. 得常微分方程问题$\{\begin{array}{l}{v}_n^{\prime \prime }(t)+{\left(\frac{n\pi a}{l}\right)}^2{v}_n(t)=f_n(t)\\ v_n(0)=0,v_n^{\prime }(0)=0\end{array}$
   3. Laplace变换
      1. ${\mathbf{v}}_n(t)=\frac{l}{n\pi a}{\int }_0^t{f}_n(\tau )\sin \frac{n\pi a(t-\tau )}{l}d\tau$
      2. $\mathbf{v}(\mathbf{x},\mathbf{t})={\sum }_{n=1}^{\infty }\frac{l}{\mathbf{n}\pi a}{\int }_0^t{f}_n(\tau )\sin \frac{n\pi a(t-\tau )}{l}d\tau \sin \frac{n\pi }{l}\mathbf{x}$
         Matlab解二阶常微分方程

syms V n a L 
S=dsolve(`D2V+(n*pi*a/L)^2*V=5`,`V(0)=0,DV(0)=0`,`t`)
pretty(simple(S))

热方程

$\{\begin{array}{l}\frac{\partial \mathbf{u}}{\partial \mathbf{t}}={\mathbf{a}}^2\frac{{\partial }^2\mathbf{u}}{\partial {\mathbf{x}}^2}+\sin \omega \mathbf{t}0<\mathbf{x}<\mathbf{l},\mathbf{t}>0\\ {\frac{\partial \mathbf{u}}{\partial \mathbf{x}}|}_{x=0}={\frac{\partial \mathbf{u}}{\partial \mathbf{x}}|}_{x=l}=0\\ {\mathbf{u}|}_{t=0}=0\end{array}$

1. 齐次方程+齐次边界条件$\{\begin{array}{l}\frac{\partial \mathbf{u}}{\partial \mathbf{t}}={\mathbf{a}}^2\frac{{\partial }^2\mathbf{u}}{\partial {\mathbf{x}}^2}\\ {\frac{\partial \mathbf{u}}{\partial \mathbf{x}}|}_{x=0}={\frac{\partial \mathbf{u}}{\partial \mathbf{x}}|}_{x=l}=0\end{array}$
   1. 得特征值问题$\{\begin{array}{l}{\mathbf{X}}^{\prime \prime }(\mathbf{x})+\lambda \mathbf{X}(\mathbf{x})=0\\ {\mathbf{X}}^{\prime }(0)={\mathbf{X}}^{\prime }(\mathbf{l})=0\end{array}$
   2. 特征函数$X_n(x)=A_n\cos \frac{n\pi }{l}x,n=0,1,2,...$
   3. 设非齐次方程解$u(x,t)={\sum }_{n=1}^{\infty }{u}_n(t)\cos \frac{n\pi }{l}x$
2. $\sin wt$按特征函数序列 { cos ⁡ n π l x } n = 0 ∞ \{\cos\frac{n\pi}{l}x\}_{n=0}^\infty {coslnπ​x}n=0∞​展开为级数形式
   1. $\sin wt=f_0+{\sum }_{n=1}^{\infty }{f}_n(t)\cos \frac{n\pi }{l}x$
      1. $f_0(t)=\frac{1}{l}{\int }_0^l\sin wtdx=\sin wt$
      2. $f_n(t)=\frac{2}{l}{\int }_0^l\sin wt\cos \frac{n\pi }{l}xdx=0$
3. 代入非齐次方程得
   1. 
   2. 得常微分方程问题$\{\begin{array}{l}{u}_n^{\prime }(t)+{\left(\frac{n\pi a}{l}\right)}^2{u}_n(t)=f_n(t)\\ u_n(0)=0\end{array}$
      1. $n=0$得$\{\begin{array}{l}{\mathbf{u}}_0^{\prime }(\mathbf{t})=\sin \mathbf{w}\mathbf{t}\\ {\mathbf{u}}_0(0)=0\end{array}$
         1. $\begin{array}{c}{u}_0(t)=-\frac{1}{w}\cos wt+C\\ u_0(0)=0\end{array}\}\Rightarrow u_0(t)=\frac{1}{w}(1-\cos wt)$
      2. $n\ne 0$得$\{\begin{array}{l}{u}_n^{\prime }(t)+{\left(\frac{n\pi a}{l}\right)}^2{u}_n(t)=0\\ u_n(0)=0\end{array}$
         1. $\begin{array}{l}{u}_n(t)=C{e}^{-a^2\frac{n^2{\pi }^2}{l^2}t}\\ u_n(0)=0\end{array}\}\Rightarrow u_n(t)\equiv 0$
   3. $u(x,t)={\sum }_{n=0}^{\infty }{u}_n(t)\cos \frac{n\pi }{l}x$

2.5非齐次边界条件处理

2.4波方程$u(x,t)=v(x,t)+w(x,t)$

1. v在边界满足$v(o,t)=0,v(l,t)=0$则w在边界满足$w(0,t)=u_1(t),w(l,t)=u_2(t)$
2. w形式$w(x,t)=A(t)x+B(t)$
   1. 满足$\{\begin{array}{l}w(x,t)=A(t)x+B(t)\\ w(0,t)=u_1(t),w(l,t)=u_2(t)\end{array}$
   2. 解得$\{\begin{array}{l}A(t)=\frac{u_2(t)-u_1(t)}{l}\\ B(t)=u_1(t)\end{array}$
   3. $\therefore w(x,t)=\frac{u_2(t)-u_1(t)}{l}x+u_1(t)$
3. v
   1. $v(x,t)$满足 $\{\begin{array}{l}\frac{{\partial }^2\mathbf{v}}{\partial {\mathbf{t}}^2}={\mathbf{a}}^2\frac{{\partial }^2\mathbf{v}}{\partial {\mathbf{x}}^2}+{\mathbf{f}}_1(\mathbf{x},\mathbf{t})\\ {\mathbf{v}|}_{x=0}=0,{\mathbf{v}|}_{x=l}=0\\ {\mathbf{v}|}_{t=0}={\varphi }_1(\mathbf{x}),{\frac{\partial \mathbf{v}}{\partial \mathbf{t}}|}_{t=0}={\psi }_1(\mathbf{x})\end{array}$其中$\begin{array}{l}{f}_1(\mathbf{x},\mathbf{t})=\mathbf{f}(\mathbf{x},\mathbf{t})-\frac{{\mathbf{u}}_2^{\prime \prime }(\mathbf{t})-{\mathbf{u}}_1^{\prime \prime }(\mathbf{t})}{\mathbf{l}}\mathbf{x}-{\mathbf{u}}_1^{\prime \prime }(\mathbf{t})\\ {\varphi }_1(\mathbf{x})=\varphi (\mathbf{x})-{\mathbf{u}}_1(0)-\frac{{\mathbf{u}}_2(0)-{\mathbf{u}}_1(0)}{\mathbf{l}}\mathbf{x}\\ {\psi }_1(\mathbf{x})=\psi (\mathbf{x})-{\mathbf{u}}_1^{\prime }(0)-\frac{{\mathbf{u}}_2^{\prime }(0)-{\mathbf{u}}_1^{\prime }(0)}{\mathbf{l}}\mathbf{x}\end{array}$