0.引言
本节解决一个耦合的常系数齐次一阶微分方程系统。这个微分方程系统能写成矩阵形式,并把方程转化为标准的矩阵代数特征值问题。
1.齐次线性一阶微分方程系统
考虑如下方程
x
˙
1
=
a
x
1
+
b
x
2
,
x
˙
2
=
c
x
1
+
d
x
2
(1)
\dot{x}_{1}=a x_{1}+b x_{2}, \quad \dot{x}_{2}=c x_{1}+d x_{2}\tag{1}
x˙1=ax1+bx2,x˙2=cx1+dx2(1)
可以写成矩阵形式
d
d
t
(
x
1
x
2
)
=
(
a
b
c
d
)
(
x
1
x
2
)
\frac{d}{d t}\left(\begin{array}{l} x_{1} \\ x_{2} \end{array}\right)=\left(\begin{array}{ll} a & b \\ c & d \end{array}\right)\left(\begin{array}{l} x_{1} \\ x_{2} \end{array}\right)
dtd(x1x2)=(acbd)(x1x2)或者
x
˙
=
A
x
\dot{\mathrm{x}}=\mathrm{Ax}
x˙=Ax。
猜想解有
x
(
t
)
=
v
e
λ
t
x(t)=\mathrm{v} e^{\lambda t}
x(t)=veλt的形式,代入以上方程,得
λ
V
e
λ
t
=
A
v
e
λ
t
(2)
\lambda_{\mathrm{V}} e^{\lambda t}=\mathrm{Av} e^{\lambda t}\tag{2}
λVeλt=Aveλt(2)消去指数项后,得
A
v
=
λ
v
(3)
A v=\lambda v\tag{3}
Av=λv(3)
这就转化为特征值问题。即解由 A A A的特征值和对应的特征向量组成。
1.1 相异实根
对于系统
d
d
t
(
x
1
x
2
)
=
(
1
1
4
1
)
(
x
1
x
2
)
\frac{d}{d t}\left(\begin{array}{l} x_{1} \\ x_{2} \end{array}\right)=\left(\begin{array}{ll} 1 & 1 \\ 4 & 1 \end{array}\right)\left(\begin{array}{l} x_{1} \\ x_{2} \end{array}\right)
dtd(x1x2)=(1411)(x1x2)
两个相异的特征根和对应的特征向量为
λ
1
=
−
1
,
v
1
=
(
1
−
2
)
;
λ
2
=
3
,
v
2
=
(
1
2
)
\lambda_{1}=-1, \mathrm{v}_{1}=\left(\begin{array}{r} 1 \\ -2 \end{array}\right) ; \quad \lambda_{2}=3, \mathrm{v}_{2}=\left(\begin{array}{l} 1 \\ 2 \end{array}\right)
λ1=−1,v1=(1−2);λ2=3,v2=(12)
则根据叠加原理,方程的通解为
x
(
t
)
=
c
1
v
1
e
λ
1
t
+
c
2
v
2
e
λ
2
t
(4)
\mathbf{x}(t)=c_{1} \mathrm{v}_{1} e^{\lambda_{1} t}+c_{2} \mathrm{v}_{2} e^{\lambda_{2} t}\tag{4}
x(t)=c1v1eλ1t+c2v2eλ2t(4)
注:要想形式(4)为通解,则要求
t
=
0
t=0
t=0时,关于
c
1
c_1
c1,
c
2
c_2
c2的方程
x
1
(
0
)
=
c
1
v
11
+
c
2
v
21
\mathbf{x}_1(0)=c_{1} \mathrm{v}_{11} +c_{2} \mathrm{v}_{21}
x1(0)=c1v11+c2v21
x 2 ( 0 ) = c 2 v 12 + c 2 v 22 \mathbf{x}_2(0)=c_{2} \mathrm{v}_{12} +c_{2} \mathrm{v}_{22} x2(0)=c2v12+c2v22有唯一解,则充要条件是特征向量 v 1 \mathrm{v}_1 v1, v 2 \mathrm{v}_2 v2不平行。当特征值不同时,该条件自然满足。
1.2 共轭复数根
对于系统
d
d
t
(
x
1
x
2
)
=
(
−
1
2
1
−
1
−
1
2
)
(
x
1
x
2
)
\frac{d}{d t}\left(\begin{array}{l} x_{1} \\ x_{2} \end{array}\right)=\left(\begin{array}{rr} -\frac{1}{2} & 1 \\ -1 & -\frac{1}{2} \end{array}\right)\left(\begin{array}{l} x_{1} \\ x_{2} \end{array}\right)
dtd(x1x2)=(−21−11−21)(x1x2)其共轭复根为
λ = − 1 2 + i and λ ˉ = − 1 2 − i \lambda=-\frac{1}{2}+i \quad \text { and } \quad \bar{\lambda}=-\frac{1}{2}-i λ=−21+i and λˉ=−21−i
对式
A
v
=
λ
v
A v=\lambda v
Av=λv两边取共轭,得
A
v
ˉ
=
λ
ˉ
v
ˉ
(5)
A \bar{v}=\bar{\lambda} \bar{v}\tag{5}
Avˉ=λˉvˉ(5)
由式(5)可见,共轭复数根所对应的特征向量也是共轭的。
求得
v
=
(
1
i
)
T
\mathrm{v}=\left(\begin{array}{ll} 1 & i \end{array}\right)^{\mathrm{T}}
v=(1i)T,则可得到两个独立的复数解
v
e
λ
t
and
v
‾
e
λ
‾
t
(6)
\mathrm{ve}^{\lambda t} \quad \text { and } \quad \overline{\mathrm{v}} e^{\overline{\lambda} t}\tag{6}
veλt and veλt(6)
二者互为共轭。
下面要求两个线性独立的实数解,分别是复数解的实部
Re
{
v
e
λ
t
}
\operatorname{Re}\left\{\mathrm{v} e^{\lambda t}\right\}
Re{veλt}和虚部
Im
{
v
e
λ
t
}
\operatorname{Im}\left\{\mathrm{v} e^{\lambda t}\right\}
Im{veλt}。具体到本题,有
Re
{
v
e
λ
t
}
=
Re
{
(
1
i
)
e
(
−
1
2
+
i
)
t
}
=
e
−
1
2
t
(
cos
t
−
sin
t
)
Im
{
v
e
λ
t
}
=
Im
{
(
1
i
)
e
(
−
1
2
+
i
)
t
}
=
e
−
1
2
t
(
sin
t
cos
t
)
(7)
\begin{array}{l} \operatorname{Re}\left\{\mathrm{v} e^{\lambda t}\right\}=\operatorname{Re}\left\{\left(\begin{array}{l} 1 \\ i \end{array}\right) e^{\left(-\frac{1}{2}+i\right) t}\right\}=e^{-\frac{1}{2} t}\left(\begin{array}{r} \cos t \\ -\sin t \end{array}\right) \\ \operatorname{Im}\left\{\mathrm{v} e^{\lambda t}\right\}=\operatorname{Im}\left\{\left(\begin{array}{l} 1 \\ i \end{array}\right) e^{\left(-\frac{1}{2}+i\right) t}\right\}=e^{-\frac{1}{2} t}\left(\begin{array}{l} \sin t \\ \cos t \end{array}\right) \end{array}\tag{7}
Re{veλt}=Re{(1i)e(−21+i)t}=e−21t(cost−sint)Im{veλt}=Im{(1i)e(−21+i)t}=e−21t(sintcost)(7)
则根据叠加原理,通解为
x
=
e
−
t
/
2
(
A
(
cos
t
−
sin
t
)
+
B
(
sin
t
cos
t
)
)
(8)
\mathrm{x}=e^{-t / 2}\left(A\left(\begin{array}{r} \cos t \\ -\sin t \end{array}\right)+B\left(\begin{array}{c} \sin t \\ \cos t \end{array}\right)\right)\tag{8}
x=e−t/2(A(cost−sint)+B(sintcost))(8)