拉普拉斯变换-常微分方程


宏村

概述

常微分方程的一般形式的拉普拉斯变换推导。

方程表述

Y ′ = A Y + B (1) Y^{'} = AY + B \tag{1} Y=AY+B(1)
其中 Y ′ = [ y 1 ′ ( t ) y 2 ′ ( t ) ⋮ y n ′ ( t ) ] Y^{'} = \begin{bmatrix}y_1^{'}(t)\\y_2^{'}(t)\\\vdots\\y_n^{'}(t)\end{bmatrix} Y=y1(t)y2(t)yn(t) Y = [ y 1 ( t ) y 2 ( t ) ⋮ y n ( t ) ] Y = \begin{bmatrix}y_1(t)\\y_2(t)\\\vdots\\y_n(t)\end{bmatrix} Y=y1(t)y2(t)yn(t) A = [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ] A=\begin{bmatrix} a_{11} & a_{12} & \cdots &a_{1n}\\ a_{21} & a_{22} & \cdots &a_{2n}\\ \vdots & \vdots & \vdots & \vdots\\ a_{n1} & a_{n2} & \cdots &a_{nn}\\ \end{bmatrix} A=a11a21an1a12a22an2a1na2nann B = [ b 1 ( t ) b 2 ( t ) ⋮ b n ( t ) ] B=\begin{bmatrix} b_1(t)\\ b_2(t)\\ \vdots\\ b_n(t) \end{bmatrix} B=b1(t)b2(t)bn(t),分别带入等式(1)得

[ y 1 ′ ( t ) y 2 ′ ( t ) ⋮ y n ′ ( t ) ] = [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ] [ y 1 ( t ) y 2 ( t ) ⋮ y n ( t ) ] + [ b 1 ( t ) b 2 ( t ) ⋮ b n ( t ) ] (2) \begin{bmatrix} y_1^{'}(t)\\ y_2^{'}(t)\\ \vdots\\ y_n^{'}(t) \end{bmatrix}= \begin{bmatrix} a_{11} & a_{12} & \cdots &a_{1n}\\ a_{21} & a_{22} & \cdots &a_{2n}\\ \vdots & \vdots & \vdots & \vdots\\ a_{n1} & a_{n2} & \cdots &a_{nn}\\ \end{bmatrix} \begin{bmatrix} y_1(t)\\ y_2(t)\\ \vdots\\ y_n(t) \end{bmatrix} + \begin{bmatrix} b_1(t)\\ b_2(t)\\ \vdots\\ b_n(t) \end{bmatrix} \tag{2} y1(t)y2(t)yn(t)=a11a21an1a12a22an2a1na2nanny1(t)y2(t)yn(t)+b1(t)b2(t)bn(t)(2)
将等式(2)展开得
{ y 1 ′ ( t ) = a 11 y 1 ( t ) + a 12 y 2 ( t ) + ⋯ + a 1 n y n ( t ) + b 1 ( t ) y 2 ′ ( t ) = a 21 y 1 ( t ) + a 22 y 2 ( t ) + ⋯ + a 2 n y n ( t ) + b 2 ( t ) ⋮ y n ′ ( t ) = a n 1 y 1 ( t ) + a n 2 y 2 ( t ) + ⋯ + a n n y n ( t ) + b n ( t ) (3) \left \{ \begin{array}{rl} y_1^{'}(t) = a_{11}y_1(t) + a_{12}y_2(t) + \cdots+a_{1n}y_n(t) + b_1(t)\\ y_2^{'}(t) = a_{21}y_1(t) + a_{22}y_2(t) + \cdots+a_{2n}y_n(t) + b_2(t)\\ \vdots \qquad\qquad\qquad\qquad\qquad\\ y_n^{'}(t) = a_{n1}y_1(t) + a_{n2}y_2(t) + \cdots+a_{nn}y_n(t) + b_n(t)\\ \end{array} \right. \tag{3} y1(t)=a11y1(t)+a12y2(t)++a1nyn(t)+b1(t)y2(t)=a21y1(t)+a22y2(t)++a2nyn(t)+b2(t)yn(t)=an1y1(t)+an2y2(t)++annyn(t)+bn(t)(3)
对等式(3)进行拉普拉斯变换得
{ s Y 1 ( s ) − y 1 ( 0 ) = a 11 Y 1 ( s ) + a 12 Y 2 ( s ) + ⋯ + a 1 n Y n ( s ) + B 1 ( s ) s Y 2 ( s ) − y 2 ( 0 ) = a 21 Y 1 ( s ) + a 22 Y 2 ( s ) + ⋯ + a 2 n Y n ( s ) + B 1 ( s ) ⋮ s Y n ( s ) − y n ( 0 ) = a n 1 Y 1 ( s ) + a n 2 Y 2 ( s ) + ⋯ + a n n Y n ( s ) + B n ( s ) (4) \left \{ \begin{array}{rl} sY_1(s) - y_1(0)= a_{11}Y_1(s) + a_{12}Y_2(s) + \cdots+a_{1n}Y_n(s) + B_1(s)\\ sY_2(s) - y_2(0)= a_{21}Y_1(s) + a_{22}Y_2(s) + \cdots+a_{2n}Y_n(s) + B_1(s)\\ \vdots \qquad\qquad\qquad\qquad\qquad\qquad\\ sY_n(s) - y_n(0)= a_{n1}Y_1(s) + a_{n2}Y_2(s) + \cdots+a_{nn}Y_n(s) + B_n(s)\\ \end{array} \right. \tag{4} sY1(s)y1(0)=a11Y1(s)+a12Y2(s)++a1nYn(s)+B1(s)sY2(s)y2(0)=a21Y1(s)+a22Y2(s)++a2nYn(s)+B1(s)sYn(s)yn(0)=an1Y1(s)+an2Y2(s)++annYn(s)+Bn(s)(4)
将等式(4)写成矩阵形式为
s [ Y 1 ( s ) Y 2 ( s ) ⋮ Y n ( s ) ] = [ a 11 a 12 ⋯ a 1 n a 21 a 22 ⋯ a 2 n ⋮ ⋮ ⋮ ⋮ a n 1 a n 2 ⋯ a n n ] [ Y 1 ( s ) Y 2 ( s ) ⋮ Y n ( s ) ] + [ B 1 ( s ) B 2 ( s ) ⋮ B n ( s ) ] + [ y 1 ( 0 ) y 2 ( 0 ) ⋮ y n ( 0 ) ] (5) s \begin{bmatrix} Y_1(s)\\ Y_2(s)\\ \vdots\\ Y_n(s) \end{bmatrix}= \begin{bmatrix} a_{11} & a_{12} & \cdots &a_{1n}\\ a_{21} & a_{22} & \cdots &a_{2n}\\ \vdots & \vdots & \vdots & \vdots\\ a_{n1} & a_{n2} & \cdots &a_{nn}\\ \end{bmatrix} \begin{bmatrix} Y_1(s)\\ Y_2(s)\\ \vdots\\ Y_n(s) \end{bmatrix}+ \begin{bmatrix} B_1(s)\\ B_2(s)\\ \vdots\\ B_n(s)\\ \end{bmatrix}+ \begin{bmatrix} y_1(0)\\ y_2(0)\\ \vdots\\ y_n(0)\\ \end{bmatrix} \tag{5} sY1(s)Y2(s)Yn(s)=a11a21an1a12a22an2a1na2nannY1(s)Y2(s)Yn(s)+B1(s)B2(s)Bn(s)+y1(0)y2(0)yn(0)(5)
由等式(5)得
s Y ( s ) = A Y ( s ) + B ( s ) + y ( 0 ) (6) sY(s) = AY(s) + B(s) + y(0) \tag{6} sY(s)=AY(s)+B(s)+y(0)(6)

s I n Y ( s ) − A Y ( s ) = B ( s ) + y ( 0 ) (7) sI_nY(s) - AY(s) = B(s) + y(0) \tag{7} sInY(s)AY(s)=B(s)+y(0)(7)

Y ( s ) = ( s I n − A ) − 1 ( B ( s ) + y ( 0 ) ) (8) Y(s) = (sI_n - A)^{-1}(B(s) + y(0) ) \tag{8} Y(s)=(sInA)1(B(s)+y(0))(8)

参考

  1. Laplace变换与常微分方程
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