Phuong Trinh Vi Phan

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1 Phng trnh vi phan thng cap I

1.1 M au . . . . . . . . . . . . . . . . . . . . . . . . . 1.1.1 Cac khai niem . . . . . . . . . . . . . . . . . 1.1.2 Bai toan Cauchy . . . . . . . . . . . . . . . . 1.2 nh ly ton tai va duy nhat nghiem . . . . . . . . . 1.2.1 Phng phap xap x Picard . . . . . . . . . . 1.2.2 S ton tai va duy nhat nghiem . . . . . . . . 1.3 Phan loai nghiem cua phng trnh vi phan . . . . . 1.3.1 Cac nh ngha: . . . . . . . . . . . . . . . . 1.3.2 Y ngha hnh hoc cua phng trnh vi phan: 1.4 Phng phap giai mot so phng trnh vi phan cap I 1.4.1 Phng trnh vi bien so phan ly: . . . . . . 1.4.2 Phng trnh vi phan thuan nhat: . . . . . . . 1.4.3 Phng trnh vi phan toan phan: . . . . . . . 1.4.4 Phng trnh vi phan tuyen tnh cap I: . . . . 1.4.5 Phng trnh Bernoully . . . . . . . . . . . . 1.4.6 Phng trnh Darboux . . . . . . . . . . . . . 1.4.7 Phng trnh Riccati: . . . . . . . . . . . . . 2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 5 7 7 7 9 12 12 13 14 14 16 18 20 22 23 24 27 27 28 29 29 29 31
2 Phng trnh vi phan cap I cha giai ra oi vi ao ham
Cac PTVP cha giai ra oi vi ao ham dang ac biet . . . . . . . . . 2.1.1 F ch phu thuoc vao y . . . . . . . . . . . . . . . . . . . . . . . 2.1.2 Dang co the giai ra oi vi y hay x: . . . . . . . . . . . . . . . 2.1.3 F khong phu thuoc vao y . . . . . . . . . . . . . . . . . . . . . 2.2 Trng hp tong quat Phng trnh Clairaut va phng trnh Lagrange 2.2.1 Tham so hoa tong quat: . . . . . . . . . . . . . . . . . . . . . . . 2.2.2 Phng trnh Clairaut . . . . . . . . . . . . . . . . . . . . . . . .
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2.2.3 Phng trnh Lagrange . . . . . . . . . 2.3 Nghiem ky d cua PTVP cap I . . . . . . . . 2.3.1 S ton tai nghiem ky d . . . . . . . 2.3.2 Tm nghiem ky d theo pbiet tuyen 2.3.3 Tm nghiem ky d theo C biet tuyen . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
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3 Phng trnh vi phan cap cao

3.1
Phng trnh vi phan cap cao . . . . . . . . . . . . . . . . . . . . . . . . 3.1.1 Cac khai niem: . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.1.2 S ton tai va duy nhat nghiem: . . . . . . . . . . . . . . . . . . 3.1.3 Mot so phng trnh vi phan cap cao giai c bang cau phng: 3.1.4 Mot so phng trnh vi phan cap cao co the ha cap: . . . . . . . 3.1.5 Tch phan trung gian va tch phan au: . . . . . . . . . . . . . . 3.2 Ly thuyet tong quat ve phng trnh vi phan tuyen tnh. . . . . . . . . . 3.3 nh thc Wronski - Nghiem tong quat . . . . . . . . . . . . . . . . . . . 3.3.1 ong nhat thc Abel . . . . . . . . . . . . . . . . . . . . . . . . . 3.3.2 Phng phap bien thien hang so tm nghiem rieng cua phng trnh khong thuan nhat . . . . . . . . . . . . . . . . . . . . . . . . 3.4 Phng trnh vi phan tuyen tnh cap cao he so hang . . . . . . . . . . . 3.4.1 Nghiem cua phng trnh thuan nhat he so hang . . . . . . . . . 3.4.2 Tm nghiem rieng cua phng trnh khong thuan nhat: . . . . . He phng trnh vi phan cap I tong quat. . . . . . . . . . . . . . . . . . 4.1.1 Cac nh ngha: . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.1.2 Lien he gia he phng trnh va phng trnh vi phan cap cao: 4.1.3 S ton tai va duy nhat nghiem . . . . . . . . . . . . . . . . . . . 4.1.4 Cac phng phap giai he phng trnh vi phan: . . . . . . . . . 4.2 Mot so nh ly c ban cua phng trnh vi phan . . . . . . . . . . . . . 4.2.1 S ton tai nghiem: . . . . . . . . . . . . . . . . . . . . . . . . . 4.2.2 Thac trien nghiem va s ton tai toan cuc: . . . . . . . . . . . . 4.3 He phng trnh vi phan tuyen tnh . . . . . . . . . . . . . . . . . . . . 4.3.1 He tuyen tnh thuan nhat: . . . . . . . . . . . . . . . . . . . . . 4.3.2 He PTVP tuyen tnh khong thuan nhat: . . . . . . . . . . . . . . 4.4 He PTVP tuyen tnh he so hang so. . . . . . . . . . . . . . . . . . . . . 4.4.1 Phng trnh ac trng . . . . . . . . . . . . . . . . . . . . . . . 4.1
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4 He phng trnh vi phan cap I
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4.4.2 He nghiem c ban . . . . . . . . . . . . . . . . . . . . . . . . . 74 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79 79 81 82 84 85 86 89 90 90 91 91 92
5 Phng phap so giai phng trnh vi phan

5.1
Cac phng phap giai tch giai gan ung PTVP. . . . . . 5.1.1 Xap x Picard. . . . . . . . . . . . . . . . . . . . . 5.1.2 Phng phap chuoi Taylor. . . . . . . . . . . . . . 5.2 Cac phng phap so giai PTVP. . . . . . . . . . . . . . . 5.2.1 Phng phap chuoi Taylor. . . . . . . . . . . . . . 5.2.2 Phng phap Euler va Euler cai tien. . . . . . . . 5.2.3 Cac phng phap RungeKutta. . . . . . . . . . . 5.2.4 Cac phng phap a bc (multi-step): . . . . . . 5.3 Phng trnh vi phan va phan mem tnh toan MAPLE. . . 5.3.1 Gii thieu chung: . . . . . . . . . . . . . . . . . . 5.3.2 Ve ng cong tch phan va trng cac hng . . 5.3.3 Giai phng trnh vi phan bang MAPLE. . . . . . 5.3.4 Giai gan ung phng trnh vi phan bang MAPLE 6.1 6.2
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6 Nghiem chuoi cua phng trnh vi phan
Khai niem chuoi luy tha. . . . . . . . . . . . . . . . . . . . . . . . . . 99 Nghiem cua phng trnh vi phan di dang chuoi luy tha. . . . . . . 101 6.2.1 Cac v du. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102 6.2.2 iem ky d cua phng trnh vi phan. . . . . . . . . . . . . . . . 105 6.3 Khai trien tiem can cua nghiem. . . . . . . . . . . . . . . . . . . . . . . 110 6.3.1 S lc ve khai trien tiem can. . . . . . . . . . . . . . . . . . . 110 6.3.2 Dang ieu tiem can cua nghiem gan iem ky d khong chnh qui.111 6.3.3 Khai trien tiem can cua nghiem: . . . . . . . . . . . . . . . . . . 114 6.3.4 S lc ve phng phap WKB (Wentzel-Kramers-Brillouin) . . 114 A.1 Bien oi Laplace. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117 A.2 Giai phng trnh vi phan bang phep bien oi Laplace: . . . . . . . . . 119
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A Bien oi Laplace va phng trnh vi phan.
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Tai lieu tham khao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Muc luc
Chng 1 Phng trnh vi phan thng cap I

1.1 M au
Trong rat nhieu lnh vc ng dung, chuyen ong cua mot he c mo hnh hoa bi cac phng trnh vi phan, tc la phng trnh co cha cac ao ham cua an ham can tm. Chang han, trong c hoc co ien (nh luat Newton), trong thien van hoc (s chuyen ong cua cac hanh tinh), trong hoa hoc (cac phan ng hoa hoc), trong sinh hoc (s phat trien cua dan so), trong ien t... Trong hau het cac lnh vc nh the, bai toan chung nhat la mo ta nghiem cua cac phng trnh nay (ca ve nh tnh lan ve nh lng).
1.1.1 Cac khai niem

Phng trnh vi phan thng la phng trnh co dang
(1.1) trong o y = y (x) la an ham can tm va nhat thiet phai co s tham gia cua ao ham (en cap nao o) cua an. Thong thng ta xet cac phng trnh vi an ham la ham so mot bien thc y = y (x) xac nh tren khoang m I R nao o; khi o ham F trong ang thc tren xac nh trong mot tap m G cua R Rm+1. Trong trng hp an ham can tm la vector-ham (ham vi gia tr vector) y (x) = (y1(x), . . . , yn(x))T , F la mot anh xa nhan gia tr trong Rn va (1.1) c hieu la he phng trnh vi phan. Trong trng hp an ham can tm la ham nhieu bien th phng trnh vi phan con goi la phng trnh ao ham rieng Ta noi mot phng trnh vi phan co cap m neu m la cap ln nhat cua ao ham cua an co mat trong phng trnh. Phng trnh vi phan thng cap I co dang tong quat (1.2) F (x, y, y ) = 0
F (x, y, y , y , . . . , y (m) ) = 0
Chng 1. Phng trnh vi phan thng cap I
trong o F (x, y, z) c gia thiet lien tuc cung vi cac ao ham rieng cua no tren mien G R3. Vi mot so ieu kien nao ay, phng trnh vi phan cap I co the viet c di dang sau, goi la dang giai ra c oi vi ao ham y = f (x, y ) (1.3) vi f lien tuc trong mot mien D R2 . V du: Cac phng trnh
ey + y 2 cos x = 1 y 2 2xy = ln x 2u 2u + =0 x2 y 2
lan lt la phng trnh vi phan thng cap I, cap III va phng trnh ao ham rieng cap II. Xet phng trnh (1.1), ham gia tr vector y : I R n (I = (a, b) la khoang nao o cua R) la nghiem cua phng trnh (1.1) neu no co cac ao ham lien tuc en cap m tren I va thoa man F (x, y (x), y (x), y (x), . . . , y (m) )(x) = 0 vi moi x I (1.4) Trong trng hp phng trnh vi phan cap I, nghiem la mot ham thc mot an y = y (x) ma khi thay vao (1.2), ta c mot ang thc ung. V du: De kiem tra rang ho ham (phu thuoc vao hai tham so tuy y)
y = C1 cos x + C2 sin x
la nghiem cua phng trnh vi phan

y +y =0
la so con meo va y VolterraLotka sau ay

x(t)
V du: (San moi va moi) S phat trien cua hai quan the ong vat (chang han,
= y (t) y = y ( x), x = x(y )
la so con chuot) c mo ta bi (he) phng trnh
x=
(1.5)
vi , , va la nhng hang so cho trc. e tm nghiem cua phng trnh nay ta co the xem y nh la ham theo x, phng trnh co the viet di dang
dy y ( x) = dx x(y )
hay
(y ) ( x) dy = dx y x
Nghiem cua phng trnh nay cho bi

y ln y = ln x x + C
trong o C la hang so tuy y. Hnh 1.1 mo ta cac ng mc cua nghiem khi = = = 1, = 2.
1.2. nh ly ton tai va duy nhat nghiem
z X
3 2 1
Hnh 1.1: Nghiem cua phng trnh VolterraLotka.
1.1.2 Bai toan Cauchy

Ta nhan xet rang noi chung, nghiem cua mot phng trnh vi phan phu thuoc vao mot hay nhieu tham so tuy y nao o; noi cach khac ta co tng ho nghiem. e xac nh nghiem cu the nao o, noi chung ta can them mot hay vai ac trng khac ve nghiem (tuy theo cap cua phng trnh vi phan). Chang han, y = x3 + C la (ho) nghiem cua phng trnh y = x2 . De thay y = x3 + 1 la nghiem (duy nhat) thoa ieu kien y (0) = 1. Ta xet bai toan sau ay at ra oi vi phng trnh (1.2), goi la bai toan Cauchy (con goi la bai toan gia tr ban au):
3 3
Tm nghiem y (x) cua phng trnh (1.2) thoa

y (x0 ) = y0
trong o (x0 , y0) D c goi la cac ieu kien ban au.
(1.6)
Cau hoi t nhien at ra la vi ieu kien ban au (1.6), co hay khong va bao nhieu nghiem thoa man ieu kien nay. Tra li cau hoi nay tc la giai bai toan Cauchy oi vi phng trnh (1.2). Ta lu y rang khong phai luc nao bai toan Cauchy cung co nghiem, va khi co nghiem cung khong nhat thiet co duy nhat nghiem. Trong muc sau ta se phat bieu va chng minh mot nh ly giai quyet tron ven bai toan Cauchy cho phng trnh vi phan cap I.
1.2 nh ly ton tai va duy nhat nghiem

1.2.1 Phng phap xap x Picard
Ta xet bai toan Cauchy oi vi phng trnh cap I dang giai ra c oi vi ao ham: (1.7) y = f (x, y ), y (x0 ) = y0
trong o f xac nh va lien tuc tren mien m D R2. Gia s y (x) la nghiem cua bai toan (1.7), tch phan hai ve cua phng trnh trong (1.7) ta c phng trnh tch phan cho y (x) la
x
y (x) = y0 +
x0
f (t, y (t))dt
(1.8)
Ro rang moi nghiem cua (1.7) cung la nghiem cua (1.8) va ngc lai, moi nghiem cua (1.8) eu kha vi lien tuc (tc la thuoc lp C 1 ) tren mot khoang I nao o va thoa phng trnh (1.7).
Phep lap PicardLindelo f.

Ve mat toan t, nghiem cua phng trnh tch phan (1.8) chnh la li giai cua bai toan iem bat ong cua cac anh xa co trong khong gian metric ay u ( ay ta xet khong gian cac ham kha vi lien tuc tren I ) ma li giai co the cho bi phng phap xap x lien tiep PicardLindelo f sau ay. Xet day cac ham xac nh mot cach e qui bi
y0 (x) = y0 (hay mot ham nao o) x yk+1 (x) = y0 + x0 f (t, yk (t))dt, vi k N
Bo e 1.2.1. Gia s f lien tuc tren hnh ch nhat

D = {(x, y )/|x x0 | a, |y y0 | b} b
at M := max(x,y)D |f (x, y )| va h := min a, . Khi o vi moi x I := [x0 M h, x0 + h] ta co |yk (x) y0 | b, vi moik Noi cach khac, cac ham yk khong i ra khoi hnh ch nhat D.
Chng minh: Ta co, vi x0 h x x0 + h:

|yk y0 | =
x x0
f (t, yk1(t))dt
x x0
|f (t, yk1(t))| dt M |x x0 | Mh b
1 . y= x+1
V du: Xet phng trnh

y2 = 1 x + x2
vi y (0) = 1. Nghiem chnh xac cua no la Vai xap x au tien trong phep lap Picard-Lindelo f la y0 = 1, y1 = 1 x,
x3 ...(xem Hnh 1.2). Ta nhan 3 tr x ln phep lap la phan ky.
y = y 2 ,
be, vi cac gia
thay cac xap x yk hoi tu nhanh khi x
Y0(x) Y2(x) Y4(x) Y1(x) Y3(x)
3
= y 2 ,
Hnh 1.2: Phep lap PicardLindelof cho phng trnh y
vi y (0) = 1
1.2.2 S ton tai va duy nhat nghiem

Trong phan nay ta se phat bieu va chng minh nh ly c ban cua ly thuyet phng trnh vi phan, khang nh s ton tai va duy nhat nghiem cua bai toan Cauchy.
kien Lipschitz tren D theo bien y neu ton tai hang so dng Lipschitz) sao cho:
|f (x, y1 ) f (x, y2 )| L |y1 y2 | ,
nh ngha 1.2.1. Cho ham f (x, y ) xac nh tren mien D R2 . Ta noi f thoa ieu
L
(goi la hang so
vi moi (x, y1), (x, y2) D

f M. y
Nhan xet: ieu kien Lipschitz la yeu hn so vi ieu kien gii noi cua ao ham
tren D. That vay, gia s lien tuc va rieng y y ly Lagrange cho ham f (x, y ) theo bien y ta c
f (x, y1 ) f (x, y2 ) = (y1 y2 ) f f
Khi o, ap dung nh
f [x, y1 + (y2 y1 )] y
T o suy ra ieu kien Lipschitz. (1.3) lien tuc va thoa ieu kien Lipschitz theo bien y tren hnh ch nhat
D = {(x, y )/ |x x0 | a, |y y0 | b} [x0 h, x0 + h],
nh ly 1.2.2 (nh ly ton tai va duy nhat nghiem). Gia s ham so
f (x, y )
trong
Khi o nghiem cua bai toan Cauchy (1.7) la ton tai va duy nhat trong oan I := b vi h := min(a, M ) va M := max(x,y)D |f (x, y )|.
Chng minh: Chng minh chia lam hai bc:
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S ton tai:
Ta chng minh rang phep lap Picard hoi tu eu tren I en mot nghiem cua bai toan Cauchy. Trc tien ta chng minh, bang qui nap rang
|yk+1(x) yk (x)| ML
k |x
x0 |k+1 , (k + 1)!
vi moi x I
Vi k = 0, bat ang thc tren chnh la xx f (t, yk1(t))dt M |x x0|, bat ang thc nay ung. Gia s ta co ieu o vi k 1, khi o vi x0 x x0 + h ta co
0
|yk+1 (x) yk (x)| = L
x x0 x x0
[f (t, yk (t)) f (t, yk1(t))] dt

x x0
|f (t, yk (t)) f (t, yk1(t))| dt L

x
|yk (t) yk1 (t)| dt
|yk (t) yk1(t)| dt

x x0 k +1 |x x0 |k k |x x0 | dt = ML k! (k + 1)!
x0
ML
(vi x0 h x x0 ta anh gia tng t). Xet day ham {yk (x)} tren I , ta co
|yk+p (x) yk (x)| |yk+p(x) yk+p1(x)| + |yk+p1(x) yk+p2(x)| + + |yk+1(x) yk (x)| M L M L (Lh)j (L |x x0 |)k+p (L |x x0 |)k+1 ++ (k + p)! (k + 1)! j (Lh) j!
j k +1
la hoi tu, nen phan d cua no ma xuat hien trong bieu thc cuoi Chuoi so j =0 j! cung co the lam cho be tuy y khi k u ln. Theo tieu chuan Cauchy, day {yk (x)} hoi tu eu tren I en ham y (x). e chng minh y (x) la nghiem ch can qua gii han trong ang thc
x
yk+1(x) = y0 +
x0
f (t, yk (t))dt
V day ham {yk (x)} hoi tu eu, f lien tuc (eu) tren hnh ch nhat D nen day ham {f (t, yk (t))} hoi tu eu tren I en ham f (t, y (t)). Do o co the chuyen gii han qua dau tch phan e c ang thc (1.8). Vay y (x) chnh la nghiem cua bai toan Cauchy (1.7).
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Tnh duy nhat:

Gia s bai toan Cauchy (1.7) con co nghiem z(x), khi o ta co
y (x) z (x) =
x x0
[f (t, y (t)) f (t, z (t))] dt
Suy ra
|y (x) z (x)| =
x x0
[f (t, y (t)) f (t, z (t))] dt 2M |x x0 |
Lap lai cac bc qui nap nh tren, ta de dang chng minh c rang vi moi so t nhien k:
|y (x) z (x)| 2MLk |x x0 |k+1 , (k + 1)!
vi moi x I
Cho k + ta co |y (x) z(x)| = 0 tren I . Nh vay, mot cach a phng, nghiem y (x) la duy nhat.
Nhan xet: ieu kien Lipschitz la quan trong, ngay ca khi

Chang han xet phng trnh
y = 2 |y |, y (0) = 0
f (x, y )
lien tuc tren
R2 .
Ta thay ngay 1.3) la

y (x) =
y0
la mot nghiem. Ngoai ra con co vo so nghiem khac (xem hnh va

y (x) = 0 neu x C (x C )2 neu x C
(x C )2 neu x C 0 neu x C
Noi cach khac, tnh duy nhat nghiem b vi pham. Nhan xet: Thc chat chng minh la dung nguyen ly anh xa co trong cac khong gian metric u. goi la anh xa co neu ton tai so (0, 1) sao cho vi moi cap eu co
d(T x, T y ) d(x, y )
nh ngha 1.2.2. Cho khong gian metric E vi metric d. Anh xa T
: E E c phan t x, y E ta
nh ly 1.2.3 (Nguyen ly anh xa co). Moi anh xa co

eu co duy nhat mot iem bat ong. Tc la iem
T (x ) = x
T trong khong x E sao cho
gian metric
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1 -3 -2 -1 -1 1 2 3
Hnh 1.3: Nghiem cua bai toan Cauchy y
= 2 |y |,
y (0) = 0
1.3 Phan loai nghiem cua phng trnh vi phan

1.3.1 Cac nh ngha:
Ve mat hnh hoc, bai toan Cauchy cho phng trnh vi phan cap I co the hieu la tm nghiem y = y (x) cua (1.3) ma o th cua ham so y = y (x) (con goi la ng cong tch phan cua phng trnh vi phan) i qua iem (x0 , y0). Noi cach khac, bai toan Cauchy la tm ng cong tch phan cua phng trnh (1.3) i qua iem (x0 , y0) D cho trc. nh ngha 1.3.1. Gia s D R2 sao cho ve phai cua phng trnh (1.3) xac nh va lien tuc tren D. Ham so y = y (x, C ) phu thuoc lien tuc vao hang so C c goi la nghiem tong quat cua (1.3) neu: a) Vi moi ieu kien ban au (x0 , y0) D ta luon giai c C di dang
C = (x0 , y0 ) ( )
trong o la ham lien tuc. b) Ham y = y (x, C ) thoa man phng trnh (1.3) vi moi gia tr cua C cho bi () khi (x0 , y0) chay khap D. Khi o he thc (x, y ) = C (hoac chnh ham quat cua phng trnh (1.3). so tuy y.
(x, y ))
c goi la tch phan tong
V du: Phng trnh y
+y = 0
co nghiem tong quat la y (x) = Cex vi C la hang
nh ngha 1.3.2.
Nghiem cua phng trnh (1.3) ma tai moi iem cua no tnh chat duy nhat nghiem cua bai toan Cauchy c thoa man c goi la nghiem rieng.
Nghiem cua phng trnh (1.3) ma tai moi iem cua no tnh chat duy nhat nghiem cua bai toan Cauchy b vi pham c goi la nghiem ky d.
1.3. Phan loai nghiem cua phng trnh vi phan
13
ta luon tm c C0 = (x0, y0) sao cho y = y (x, C0) la nghiem cua bai toan Cauchy tng ng. Noi cach khac, bang cach chon cac gia tr thch hp cho hang so, ta co the thu c cac nghiem rieng tuy y cua phng trnh, khong ke cac nghiem ky d. Giai (hay con goi la tch phan) mot phng trnh vi phan la tm tat ca cac nghiem (bieu thc nghiem tong quat) cua phng trnh o hoac nghiem cua bai toan Cauchy vi ieu kien ban au cho trc. V du: Tm nghiem rieng y (x) cua phng trnh y = 3y + x thoa ieu kien y (0) = 1. Ta de kiem tra rang nghiem tong quat cua phng trnh a cho la y = + Ce3x . 3 9 e tm nghiem rieng thoa ieu kien nh tren ta ch can thay cac gia tr ban au va tnh C . Suy ra C =
10 , 9 x 1
(x0 , y0 ) D ,
Nhan xet: T nh ngha nghiem tong quat, ta suy ra rang vi moi ieu kien ban au
nghiem can
1 1 = y (0) = + Ce0 9 x 1 10 tm la y = + e3x . 3 9 9
1.3.2 Y ngha hnh hoc cua phng trnh vi phan:

Xet phng trnh vi phan (1.3), vi f (x, y ) lien tuc tren mien m trong R 2. Tai moi iem M (x, y ) thuoc mien nay, ta gan cho no mot hng vi he so goc la
k= dy = f (x, y ) dx
Khi o ta thu c mot trng cac hng xac nh bi (1.3), va d nhien hng cua tiep tuyen cua ng cong tai moi iem trung vi hng cua trng tai iem o. Giai mot phng trnh vi phan dang (1.3) ve mat hnh hoc la tm tat ca cac ng cong sao cho tai moi iem cua no hng cua tiep tuyen trung vi hng cua trng. Ngc lai, cho trc ho ng cong
y = (x, C ) ( )
phu thuoc vao tham so C sao cho qua moi iem ch co duy nhat mot ng cong cua ho i qua. Ta se lap phng trnh vi phan nhan ho ng cong nay lam nghiem tong quat nh sau. ao ham hai ve cua phng trnh tren theo x, ta c
dy = (x, C ) dx x C
T phng trnh (), vi moi (x, y ) ta luon tm c duy nhat gia tr C = C (x, y ). Thay vao ang thc tren ta nhan c
y = (x, C (x, y )) =: f (x, y ) x
14
2 y(x) 1 3 2 1 1 x 2 3
1 2 3
Hnh 1.4: Trng hng cua phng trnh y va ay la phng trnh vi phan can tm. V du: Tm phng trnh vi phan cua ho ng cong sau:
y = Cx2
y x
ao ham hai ve theo x ta c y
= 2Cx.
Kh C ta thu c phng trnh vi phan:

y x
y =2
1.4 Phng phap giai mot so phng trnh vi phan cap I

Trong bai nay ta se gii thieu mot so dang phng trnh vi phan cap I ma co the tch phan c theo ngha co the viet bieu thc cua nghiem tong quat di dang tng minh hoac phu thuoc tham so. Lu y rang ta khong co phng phap giai tong quat cho phng trnh vi phan, tham ch cap I.
1.4.1 Phng trnh vi bien so phan ly:

Phng trnh vi phan cap I dang
M (x)dx + N (y )dy = 0
(1.9)
c goi la phng trnh vi bien so phan ly (hay con goi phng trnh tach bien).
1.4. Phng phap giai mot so phng trnh vi phan cap I
15
Cach giai: Cac ham M (x), N (y ) c gia thiet lien tuc tren cac khoang nao o. Khi o ch can tch phan hai ve cua (1.9) ta thu c tch phan tong quat cua no la
M (x)dx + N (y )dy = C
V du: Giai phng trnh y 2y
Phng trnh nay co dang tach bien
= x(1 + x2 ). y 2 dy x(1 + x2 )dx = 0
Tch phan hai ve ta thu c nghiem tong quat la:

y 3 x2 x4 =C 3 2 4
Nhan xet: Phng trnh dang

M1 (x)N1 (y )dx + M2 (x)N2 (y )dy
(1.10)
cung a c ve dang (1.9) vi bien so phan ly, bang cach chia hai ve cho M2 (x)N1 (y ) (vi gia thiet bieu thc nay khac 0)
N2 (y ) M1 (x) dx + dy = 0 M2 (x) N1 (y )
Do o tch phan tong quat la

M1 (x) dx + M2 (x) N2 (y ) dy = C N1 (y )
V du: Giai phng trnh x(1 + y 2)dx + y (1 + x2 )dy = 0

Chia hai ve cho (1 + x2 )(1 + y 2) ta c
ydy xdx + =0 2 1+x 1 + y2
Tch phan hai ve ta c

xdx + 1 + x2 ydy =C 1 + y2
tc la
1 1 1 ln(1 + x2 ) + ln(1 + y 2 ) = C := ln C1 2 2 2
Vay tch phan tong quat cua phng trnh a cho la (1 + x2 )(1 + y 2) = C1 trong o C1 la hang so tuy y.
16
1.4.2 Phng trnh vi phan thuan nhat:

Ham so f (x, y ) c goi la thuan nhat bac m neu vi moi t > 0 ta co
f (tx, ty ) = tm f (x, y )
Phng trnh vi phan y = f (x, y ) c goi la thuan nhat (hay con goi ang cap) neu ham so ve phai la ham thuan nhat bac 0, tc la f (tx, ty ) = f (x, y ) vi moi t > 0. Nhan xet: Neu at u := y ta co f (x, y ) = f ( |x| , |x| y ) = f (1, u) =: g (u).
x |x|
Cach giai:
at y = xu, ta co
dy du = x + u. dx dx
T o
x du + u = g (u ) dx
hoac di dang tach bien Tch phan hai ve ta c hay

x = C exp y
du dx = g (u ) u x x du = ln g (u ) u C du g (u ) u
vi C = 0
Thay u = vao bieu thc tren ta tm c tch phan tong quat cua phng trnh thuan x nhat. V du: Giai phng trnh (x2 + y 2)dx + xydy = 0 Ta co the viet phng trnh a cho di dang
dy y x = dx x y
Ve phai cua phng trnh nay la ham thuan nhat. at y = xu ta co x

1 du + u + u + = 0, dx u
hay tng ng vi
dx udu = x 1 + 2u 2
Tch phan phng trnh nay ta c

ln 1 x = ln(1 + 2u2 ) C 4
17
Thay u =
y x
vao ang thc nay ta c nghiem

x4 = C 4 x2 x2 + 2y 2
vi C = 0.
Phng trnh a ve thuan nhat:

Cac phng trnh dang
ax + by + c dy = f( ) dx a1 x + b1 y + c1
co the a ve dang thuan nhat bang phep bien oi

x = + x0 y = + y0
trong o x0 va y0 c chon sao cho:

ax0 + by0 + c = 0 a1 x0 + b1 y0 + c1 = 0
Khi o
d =f d =f
a + b a1 + b1 a + b a1 + b1
=g
va ay chnh la phng trnh dang thuan nhat. V du: Giai phng trnh (2x 4y + 6)dx + (x + y 3)dy = 0. Trc het ta xet he phng trnh sau
2x0 4y0 + 6 = 0 x0 + y0 3 = 0
He nay co nghiem la x0 = 1, y0 = 2. Tiep en ta thc hien phep oi bien

x=+1 y =+2
Khi o phng trnh a cho c bien oi thanh phng trnh thuan nhat:
(2 4 )d + ( + )d = 0
e giai phng trnh nay ta at = u th thu c

(2 3u + u2 )d + (1 + u)du = 0
18
Phng trnh nay chap nhan nghiem u = 1 va u = 2. e tm nghiem tong quat ta chia 2 ve cho 2 3u + u2:
d (1 + u)du =0 + 2 3u + u 2 3 2 d + du = 0 u2 u1
Tch phan 2 ve ta c
ln | | + ln |u 2|3 = ln C1 (u 1)2
hay
(u 2)3 =C (u 1)2
Tr lai bien x, y ban au ta co nghiem tong quat

(y 2x)3 = C (y x 1)2
cung vi hai nghiem y = x + 1 va y = 2x tng ng vi u = 1 va u = 2.
1.4.3 Phng trnh vi phan toan phan:

Phng trnh vi phan dang
P (x, y )dx + Q(x, y )dy = 0
(1.11)
c goi la phng trnh vi phan toan phan neu ve trai cua no la vi phan toan phan cua ham nao o, tc la ton tai ham U (x, y ) sao cho
dU (x, y ) = P (x, y )dx + Q(x, y )dy
Khi o tch phan tong quat cua (1.11) cho bi

U (x, y ) = C
Nhan xet: ieu kien can va u e phng trnh (1.11) la phng trnh vi phan toan
phan la
P Q = y x
x y
Va khi o ham U (x, y ) co the tm di dang:

U (x, y ) = P (x, y )dx +
x0 x y0 y
Q(x0 , y )dy Q(x, y )dy

y0
hay
(1.12)
U (x, y ) =
x0
P (x, y0)dx +
19
trong o (x0 , y0) la mot iem nao o sao cho cac tch phan tren ton tai. V du: Giai phng trnh (x3 + xy 2)dx + (x2 y + y 3)dy = 0. Ta co P (x, y ) = x3 + xy 2 va Q(x, y ) = x2 y + y 3 nen
Q P = 2xy = y x
He thc nay chng to rang phng trnh a cho la phng trnh vi phan toan phan vi ham U (x, y ) co the chon la
x
U (x, y ) =
0
(x3 + xy 2 )dx +
0
(0.y + y 3 )dy
hay
x4 x2 y 2 y 4 + + U (x, y ) = 4 2 4
Vay nghiem cua phng trnh a cho la

(x2 + y 2)2 = 4C1 := C 2
hay
x2 + y 2 = C
vi C 0
Tha so tch phan:

Co nhng trng hp phng trnh (1.11) cha phai la phng trnh vi phan toan phan, nhng co the tm c ham so (x, y ) sao cho phng trnh sau tr thanh phng trnh vi phan toan phan:
(x, y ){P (x, y )dx + Q(x, y )dy } = 0
Ham (x, y ) nh the c goi la tha so tch phan cua phng trnh (1.11). ieu kien e la tha so tch phan la phai thoa man phng trnh:
(P ) = (Q) y x
Hay tng ng
Q
P = x y
P Q y x
( )
Khong co phng phap tong quat e giai phng trnh ao ham rieng nay. Tuy nhien trong mot vai trng hp ac biet ta co the tm c . Trng hp I: ch phu thuoc vao x. Gia s > 0, khi o chia hai ve cua () cho , ta c
d ln = dx
P y
Q x
=:
20
Vay trng hp nay ch thoa man khi ve phai cua ang thc tren khong phu thuoc vao y . Vi ieu kien nay, tha so tch phan cho bi:
(x) = exp (x)dx
Lam tng t nh tren, tha so tch phan cho bi:

(y ) = exp
Q x
Trng hp II: ch phu thuoc vao y .
(y )dy
c gia thiet khong phu thuoc vao x. trong o (y ) := P V du: Tm tha so tch phan roi giai phng trnh (2xy + x2 y + y 3/3)dx +(x2 + y 2)dy = 0. Ta co P (x, y ) = 2xy + x2y + y 3/3 va Q(x, y ) = x2 + y 2 nen
P y
P y
Q x
2x + x2 + y 2 2x =1 x2 + y 2
Do o co the chon (x) = exp(
dx) = ex
e cho phng trnh
ex [(2xy + x2 y + y 3/3)dx + (x2 + y 2)dy ] = 0
la phng trnh vi phan toan phan. Tch phan phng trnh nay theo cong thc (1.12) ta c tch phan tong quat
yex (x2 + y 2 /3) = C
1.4.4 Phng trnh vi phan tuyen tnh cap I:

Trong muc nay ta xet lp cac phng trnh vi phan ma bieu thc la tuyen tnh oi vi an va ao ham cua no. Cac phng trnh nh the c goi la phng trnh vi phan tuyen tnh. Dang tong quat cua PTVP tuyen tnh la
y + p(x)y = q (x)
(1.13)
trong o p(x), q(x) la cac ham lien tuc tren khoang (a, b) nao o. Neu q(x) 0, ta co PTVP tuyen tnh thuan nhat:
y + p(x)y = 0
(1.14)
Cach giai: Ta co the tm nghiem y cua (1.13) di dang tch y = u(x)v(x) (phng phap Bernoully). Thay vao phng trnh (1.13) ta c
u v + uv + p(x)uv = q (x)
(1.15)
21
Ta chon ham v sao cho

v + p(x)v = 0
(1.16)
tc la giai phng trnh thuan nhat tng ng (1.14). Phng trnh nay co the viet di dang tach bien
dv = p(x)dx v
Tch phan hai ve ta c

ln |v | = p(x)dx + ln |C1 | , p(x)dx
vi C1 = 0
hay
|v | = |C1 | exp
D nhien v = 0 cung la nghiem cua (1.14), nen nghiem tong quat cua phng trnh tuyen tnh thuan nhat la
v (x) = Ce
p(x)dx
(1.17)
Bay gi co the lay v(x) = e T o ta co
p(x)dx
, khi o phng trnh (3.3.3) tr thanh

u v = f (x) q (x) dx + C v (x)
u=
Thay bieu thc cua u, v vao y ta thu c nghiem tong quat cua (1.13) la
y = e
p(x)dx
q (x)e
p(x)dx
dx + C
(1.18)
trong o C la hang so tuy y. V du: Tm nghiem cua phng trnh vi phan y + 3xy = x i qua iem (0, 4). Ta co p(x) = 3x nen p(x)dx = 3x2/2. Do o nghiem tong quat la
y = e3x = e3x
2 /2
xe3x
2 /2
dx + C = 1 2 + Ce3x /2 3 11 3
2 /2
1 3x2 /2 e +C 3
Thay x = 0 va y = 4 vao ang thc tren, ta tm c C = la:

y= 1 11 3x2 /2 + e 3 3
va nghiem rieng can tm
22
1.4.5 Phng trnh Bernoully

Phng trnh co dang
y + p(x)y = y g (x)
(1.19)
trong o la so thc nao o, c goi la phng trnh Bernoully 1. e giai phng trnh nay ta a ve giai phng trnh tuyen tnh (1.13) a xet trong muc trc. Ro rang vi = 0 hay = 1 th (1.19) a co dang phng trnh tuyen tnh. Neu = 0 va = 1 th at
z = y 1
Khi o
z = (1 )y y z
Chia hai ve cua (1.19) cho y , roi thay bieu thc cua z va c phng trnh vi phan tuyen tnh theo z:
z + (1 )p(x)z = (1 )g (x)
vao ang thc o ta (1.20)
Nhan xet: Chu y rang ta phai xet rieng trng hp y = 0 trc khi chia hai ve cho
e tranh lam mat nghiem nay. V du: Giai phng trnh xy 4y = x2 y Ro rang ay la phng trnh Bernoully vi = 1/2 va y = 0 la mot nghiem cua phng trnh a cho. Gia s y = 0, chia hai ve cho xy 1/2 ta c
y 4 1 y 1/2 y y 2 = x x
at z = y ta c z
1 2
1 = y 1/2 y . 2
Thay vao phng trnh a cho, ta co

x 2 z z= x 2
Ap dung cong thc nghiem tong quat (1.18), ta tm c nghiem la

z = x2 1 ln |x| + C 2
Do o phng trnh a cho co nghiem tong quat la

y=x
4
1 ln |x| + C 2
va nghiem y = 0.
1
I.Bernoully (1667 1746) la nha toan hoc Thuy s.
23
1.4.6 Phng trnh Darboux

Phng trnh Darboux 2 la phng trnh vi phan dang
A(x, y )dx + B (x, y )dy + H (x, y )(xdy ydx) = 0
(1.21)
trong o A, B la cac ham thuan nhat bac m va H la ham thuan nhat bac n. Chu y rang neu n = m 1 th phng trnh Darboux chnh la phng trnh thuan nhat. Trong trng hp tong quat, ta luon luon a phng trnh Darboux ve phng trnh Bernoully. That vay, at y = z.x, ta co
dy = xdz + zdx, xdy ydx = x2 d y = x2 dz x
Do o phng trnh (1.21) co the viet lai dang

y y y y =0 xm A(1, )dx + xm B (1, )dy + xn H (1, )x2 d x x x x
Hay, sau khi chia 2 ve cho xm va thu gon, ta co

[A(1, z ) + zB (1, z )] dx + xB (1, z ) + H (1, z )xn+2m dz = 0
Vi gia thiet xB (1, z) + H (1, z)xn+2m = 0, ta co the viet phng trnh cuoi cung di dang
B (1, z ) H (1, z ) dx + x= xn+2m dz A(1, z ) + zB (1, z ) A(1, z ) + zB (1, z )
ay la phng trnh Bernoully cua an x = x(z) xem nh ham theo z. V du: Giai phng trnh xdx + ydy + x2(xdy ydx) = 0 ay la phng trnh Darboux, at y = xz ta c
xdx + xz (xdz + zdx) + x4 dz = 0
hay T o ta co
(1 + z 2 )dx + (xz + x3 )dz = 0 z 1 dx + x= x3 2 2 dz 1 + z 1+z
ay la phng trnh Bernoully, giai phng trnh nay (sau khi a ve phng trnh tuyen tnh bac I) ta c nghiem la
1 = C (1 + z 2 ) + (1 + z 2 ) arctan z + z x2
Tr lai bien ban au, ta co nghiem tong quat cho bi

C (x2 + y 2 ) + (x2 + y 2) arctan y + xy 1 = 0 x
vi C la hang so tuy y.
2
J.G.Darboux (18421917) la nha toan hoc Phap
24
1.4.7 Phng trnh Riccati:

Phng trnh Riccati3 tong quat la phng trnh vi phan dang
y = p(x)y 2 + q (x)y + r (x)
(1.22)
trong o p(x), q(x) va r(x) la cac ham lien tuc tren khoang (a, b) nao o. Nhan xet: Phng trnh Riccati khong phai bao gi cung giai c bang phep cau phng (tc la co the bieu dien nghiem di dang hu han cac phep lay tch phan cua cac ham tng minh nao o!). Trong vai trng hp ac biet nh p(x) 0 hay r (x) 0 ta a ve phng trnh tuyen tnh hoac phng trnh Bernoully. Tuy nhien ta co ket qua sau cho phep tch phan phng trnh Riccati neu biet mot nghiem nao o cua no. Menh e 1.4.1. Neu biet mot nghiem cua phng trnh Riccati (1.22) th co the a no
ve phng trnh Bernoully.
Chng minh: Goi mot nghiem cua (1.22) la y , tc la

y 2 + q (x) y + r (x) y = p(x)
Ta at y = y + z , trong o z la an mi. Thay vao phng trnh (1.22) ta c

y 2 + 2p(x) y z + p(x)z 2 + q (x) y + q (x)z + r (x) y + z = p(x)
T o suy ra
va ay la phng trnh Bernoully. V du: Giai phng trnh y + 2y (y x) = 1 ay la phng trnh Riccati. De thay y = x la mot nghiem cua phng trnh a cho. Bay gi, at
y =x+z
y + q (x)]z = p(x)z 2 z [2p(x)
ta a phng trnh a cho ve dang

z + 2z (z + x) = 0
ay la phng trnh Bernoully vi = 2. at u = z 1 ta c

u 2xu = 2
Nghiem tong quat cua phng trnh nay theo (1.18) la

u = ex
2
2ex dx + C
Vay nghiem tong quat cua phng trnh a cho la

y =x+
3
ex , C + 2 ex2 dx
va y = x
J.F.Riccati (16761754) la nha toan hoc Y
25
BAI TAP
1. Giai cac phng trnh vi phan tach bien: (a) (b) (c) (d) (a) (b) (c) (d) (a) (b) (a) (b) (c) (d) (a) (b) (c) (d) (a) (b)
(xy 2 + 4x)dx + (y + x2 y )dy = 0 2x 1 y 2 + yy = 0 y = ex+y x2 y y y = y+1
2. Tm nghiem tong quat cua cac phng trnh vi phan thuan nhat sau
y 1 x 2xy y = 2 x y2 (y 2 3x2 )dy + 2xydx = 0 y xy = y ln x y = (x 2y + 9)dx = (3x y + 2)dy y =2 y+2 x+y1
2
3. Tch phan cac phng trnh vi phan sau ay:
4. Kiem tra cac phng trnh sau la phng trnh vi phan toan phan va giai chung
y dx + (y 3 + ln x)dy = 0 x ey dx + (xey 2y )dy = 0 2xydx + (x2 y 2)dy = 0 [(x + 1)ex ey ] dx = xey dy
5. Tm tha so tch phan roi giai cac phng trnh vi phan sau
(x + y 2 )dx 2xydy = 0 (y 2 6xy )dx + (3xy 6x2 )dy = 0 y (1 + xy )dx xdy = 0 xy ln ydx + (x2 + y 2 y 2 + 1)dy = 0
6. Tm nghiem tong quat cua cac phng trnh vi phan tuyen tnh sau
y 4y = x 2x2 xy + y = ex
26
(c) (d) (a) (b) (c) (a) (b) (c) (d) (a) (b) (c) (d)
1 cos x 2 y dx (2xy + 3)dy = 0 y y tan x =
7. Tm nghiem tong quat cua cac phng trnh Bernoully sau

3y + y = (1 2x)y 4 yy + y 2 = x 2 y + y = e2 y
8. Tm nghiem tong quat cua cac phng trnh Lagrange va Clairaut sau ay
y = xy + 12 xy y = ln y y = xy + y2+1 yy = 2y 2 x + 1
Chng 2 Phng trnh vi phan cap I cha giai ra oi vi ao ham

Trong chng nay ta se khao sat cac phng trnh vi phan cap mot dang tong quat
F (x, y, y ) = 0
(2.1)
trong o F la ham ba bien lien tuc trong mot tap m G R3 cung vi cac ao ham F rieng cua no, ngoai ra khong ong nhat bang khong.
y
2.1 Cac PTVP cha giai ra oi vi ao ham dang ac biet

Ta se khao sat mot so dang phng trnh vi phan cap I dang cha giai ra ao ham ac biet ma co the giai bang cau phng.
2.1.1
ch phu thuoc vao y

F (y ) = 0
Xet phng trnh dang (2.2) Gia s F (xem nh ham cua bien y ) lien tuc va co mot so hu han cac khong iem (chang han khi F la a thc). Khi o moi nghiem cua y = y (x) cua phng trnh (2.2) phai thoa y (x) = k, vi k la mot khong iem cua F . Do o y (x) = kx + C vi C la hang so tuy y; va ta co
F( yC )=0 x
(2.3)
28
Chng 2. Phng trnh vi phan cap I cha giai ra oi vi ao ham
Ngc lai, neu co ang thc (2.3) vi mot gia tr nghiem cua F = 0. Khi o
y = kx + C,
nao o th
k :=
yC x
phai la
y =k
do o F (y ) = 0. Noi cach khac, cong thc (2.3) cho ta nghiem tong quat cua phng trnh a cho. V du: Giai phng trnh y 2 y + 2 = 0. Phng trnh nay co nghiem la
yC x
2
yC + 2 = 0. x
2.1.2 Dang co the giai ra oi vi y hay x:

Gia s (vi vai ieu kien nao o) phng trnh (2.1) co the giai ra c Chang han,
y = f (x, y ) y
hay x. (2.4)
Khi o, at p = y
dy dx
va xem p nh tham so, ta c

y = f (x, p)
Vi phan hai ve cua ang thc nay ta c

dy = f (x, p) f (x, p) dx + dp x p
Thay dy = pdx ta c phng trnh vi phan dang

M (x, p)dx + N (x, p)dp = 0
Xem x nh la ham cua p va gia s phng trnh nay co nghiem tong quat la x = g (p, C ). Khi o nghiem tong quat cua phng trnh (2.4) c cho di dang tham so
x = g (p, C ) y = f (x, p)
Tng t nh the, cac phng trnh dang giai ra c oi vi x

x = h(y, y )
cung giai c bang cach a vao tham so p nh tren.
2.2. Trng hp tong quat Phng trnh Clairaut va phng trnh Lagrange
29
2.1.3
khong phu thuoc vao y

F (x, y ) = 0 ()
Xet phng trnh Neu co the giai ra c y dang

y = f (x)
Khi o nghiem tong quat cua () la y =
f (x)dx + C .
Trng hp ta khong giai ra c y nhng co the tm mot phep tham so hoa phng trnh () gom
x = (t) y = (t)
sao cho
F ((t), (t)) = 0
Khi o Vay nghiem tong quat cua phng
(t) = y =
dy = dy = (t). (t)dt dx trnh () cho bi dang tham
so
x = (t) y = (t) (t)dt + C
V du: Giai phng trnh ln y

Tham so hoa y
+ cos y x = 0
= t, x = ln t + cos t dy = tdx
ta co
va
Suy ra
y=
1 dx = ( sin t)dt t
(1 t sin t)dt = t sin t + t cos t + C
Vay nghiem cua phng trnh a cho la

x = ln t + cos t y = t sin t + t cos t + C
2.2 Trng hp tong quat Phng trnh Clairaut va phng trnh Lagrange
2.2.1 Tham so hoa tong quat:
Trong phan nay ta xet mot so phng trnh vi phan cha giai ra oi vi ao ham F (x, y, y ) = 0 (2.5)
30
nhng co the tham so hoa c di dang

x = (u, v ), y = (u, v )
va y
= (u, v )
sao cho
F [(u, v ), (u, v ), (u, v )] = 0
Vi phan x va y theo u, v roi thay vao ang thc dy = y dx ta co

du + dv = (u, v ) du + dv u v u v
Xem u nh la ham cua v ta co phng trnh

du v v = dv u u
ay la dang phng trnh a giai ra oi vi ao ham, gia s co nghiem la

u = (v, C )
Ta thay vao bieu thc cua phng trnh (2.5) la
va y ta c nghiem tong quat di dang tham so cua

x = [ (v, C ), v ] y = [ (v, C ), v ]
V du: Giai phng trnh y = y 2 y x + x 2
Ta co the tham so hoa phng trnh bang cach at x = x, y = p va y = p2 px + (xem x va p la hai tham so). Khi o, vi phan ang thc cuoi ta c
dy = (x p)dx + (2p x)dp
x2 2
e y rang dy = pdx, t ang thc tren, neu 2p x = 0 ta co Do o nghiem tong quat cua phng trnh a cho la
y= x x2 + Cx + C 2 2
dp = 1, dx
suy ra p = x + C .
Neu 2p x = 0 ta co p = , thay vao bieu thc tham so hoa ta co nghiem 2 nghiem nay la nghiem ky d.
y=
x4 , 2
2.2. Trng hp tong quat Phng trnh Clairaut va phng trnh Lagrange
31
2.2.2 Phng trnh Clairaut

Phng trnh Clairaut la lp cac phng trnh vi phan dang
y = xy + f (y )
(2.6)
trong o, noi chung, f la mot ham phi tuyen. Ta se tm nghiem tong quat cua phng trnh nay bang cach at p = y . Khi o
y = px + f (p)
Vi phan hai ve ang thc nay, vi chu y rang dy = pdx ta c hay

pdx = pdx + {x + f (p)} dp {x + f (p)} dp = 0
T o ta suy ra dp = 0 hay x + f (p) = 0. Neu dp = 0 th p = C , thay vao (2.6) ta c nghiem tong quat
y = Cx + f (C ) ( )
va ay la mot ho ng thang. Neu x + f (p) = 0, cung vi (2.6), ta thu c mot nghiem cho di dang tham so
x = f (p) y = pf (p) + f (p)
Ngi ta chng minh rang neu f (p) lien tuc va khac khong th nghiem cho di dang tham so la bao hnh cua ho ng thang (). V du: Xet phng trnh y = (x 1)y y 2 ay la phng trnh Clairaut vi f (t) = t2 t. Thay the y bi C ta c nghiem tong quat la ho ng thang
y = C (x 1) C 2
e tm nghiem ky d, tc la bao hnh cua ho ng thang tren ta xet he

x = 2C + 1 y = C (x 1) C 2
Kh C t he phng trnh nay ta c bao hnh la parabol 2.1).
y=
(x 1)2 4
(xem Hnh
32
-3
-3
Hnh 2.1: Nghiem cua phng trnh Clairaut vi f (t) = t2 t.
2.2.3 Phng trnh Lagrange

Phng trnh vi phan cap I ma la tuyen tnh oi vi x va y dang
y = (y )x + (y )
(2.7)
c goi la phng trnh Lagrange 1. Gia s (y ) = y , neu khong phng trnh a cho la phng trnh Clairaut ma ta a xet tren ay. Cung tng t nh trng hp phng trnh Clairaut, ta at p = y . Khi o phng trnh (2.7) tr thanh
y = (p )x + (p ) ( )
Vi phan hai ve theo x ta c

p= dp dy = (p) + { (p)x + (p)} dx dx
Xem p la bien so oc lap ta co phng trnh tuyen tnh ma an la x = x(p) nh sau:

(p ) (p ) dx + x= dp (p) p p (p )
Tch phan phng trnh tuyen tnh nay theo phng phap a biet ta c nghiem tong quat x = h(p, C ), vi C la tham so tuy y. Ket hp vi () ta co nghiem tong quat cua (2.7) cho di dang tham so tham so hoa theo tham so p:
y = (p)h(p, C ) + (p) x = h(p, C )
1
J.L.Lagrange (1736 1813) la nha toan hoc noi tieng ngi Phap.
2.3. Nghiem ky d cua PTVP cap I
33
Nhan xet: Chu y rang ng vi cac gia tr cua tham so p = pi (trong o pi la nghiem cua phng trnh (p) p = 0) ta cung nhan c cac nghiem cua phng trnh (2.7). Tuy theo tng trng hp nghiem nay co the la nghiem ky d hoac khong. V du: Giai phng trnh y = xy 2 y . at p = y , khi o
y = xp2 p
Vi phan hai ve cua ang thc nay theo x vi chu y dy = pdx, sau khi thu gon ta c
(p2 p)dx + (2px 1)dp = 0
Gia s p2 p = 0 ta co Giai phng trnh nay ta c:
dx 2 1 + x= dp p 1 p(p 1) C + p ln p (p 1)2
x=
Thay vao bieu thc cua y ta c nghiem tong quat dang tham so:
x= y=
C +pln p (p1)2 (C +pln p)p2 (p1)2
Cac nghiem ng vi p = 0 va p = 1 la y = 0 va y = x 1 tng ng.
2.3 Nghiem ky d cua PTVP cap I

2.3.1 S ton tai nghiem ky d
Trong chng trc ta a e cap en s ton tai va duy nhat nghiem oi vi PTVP cap I dang giai ra c oi vi ao ham
dy = f (x, y ) dx
Trong muc nay ta xet trng hp PTVP cap I dang tong quat
F (x, y, y ) = 0
(2.8)
Noi chung ta khong luon luon viet phng trnh nay di dang giai ra c oi vi ao ham. ieu o cho thay rang tnh chat duy nhat nghiem cua phng trnh vi phan (2.8), vi ieu kien ban au (x0 , y0), khong phai luc nao cung c bao am. Noi cach khac, qua iem (x0, y0) R2 co the co nhieu nghiem cua (2.8) i qua.
34
2

f (t) = t2 t
V du: Phng trnh Clairaut (2.6) vi

(x 1) 4
co nghiem ky d la parabol (xem hnh 2.1). Tai moi iem doc theo parabol nay co ton tai mot nghiem khac ma o th la ng thang tiep xuc vi parabol noi tren tai iem o. nh ly sau ay khang nh s ton tai va duy nhat nghiem trong trng hp tong quat.
nh ly 2.3.1. Neu ham F (x, y, p) thoa cac ieu kien sau:

i) F (x, y, p) lien tuc cung vi cac ao ham rieng cua no trong lan can cua (x0 , y0 , p0 ) R3 (tc la F thuoc lp C 1 trong lan can iem nay) ii) F (x0 , y0 , p0 ) = 0 iii)
F (x0 , y0 , p0 ) = 0 p
th phng trnh (2.8) co duy nhat mot nghiem y = y (x) lp C 1 trong lan can cua x0 thoa ieu kien ban au:
y (x0 ) = y0
sao cho
y (x0 ) = p0
an, do o phng trnh (2.8) xac nh duy nhat ham p = f (x, y ) lp C 1 sao cho p0 = f (x0 , y0 ). Khi o ta co phng trnh vi phan dang giai ra c oi vi ao ham
dy = f (x, y ) dx
Chng minh: Cac gia thiet trong nh ly tren chnh la cac gia thiet cua nh ly ham
trong o f kha vi lien tuc. Tnh chat nay manh hn ieu kien Lipchitz nen theo nh ly ton tai va duy nhat nghiem (cho phng trnh a giai ra oi vi ao ham), ta thay co ton tai duy nhat mot nghiem y = y (x) thoa ieu kien ban au y (x0) = y0.
2.3.2 Tm nghiem ky d theo pbiet tuyen

nh ly tren cho thay nghiem ky d co the xay ra khi cac ieu kien cua nh ly khong thoa man. Ro rang vi ham F = F (x, y, p) kha vi lien tuc, nghiem ky d ch co the xay ra neu tai o
F =0 p
Ta goi M R3 la sieu mat cho bi phng trnh F (x, y, p) = 0 va gia s : M R2 , (x, y, p) = (x, y ) la phep chieu t nhien theo toa o p. Khi o cac iem ky d cua anh xa cho bi he phng trnh
F (x, y, p) = 0 F =0 p ( )
35
Kh p t he phng trnh nay ta thu c mot phng trnh dang

(x, y ) = 0
(2.9)
Phng trnh nay xac nh mot ng cong trong R2, c goi la ng cong biet lap (discriminant) hay pbiet tuyen cua phng trnh (2.8). Vay e tm nghiem ky d theo pbiet tuyen trc het ta tm p biet tuyen cho bi he (), sau o th xem biet tuyen co phai la nghiem cua phng trnh (2.8) hay khong. Cuoi cung trong so cac nghiem nay chon ra cac nghiem ma doc theo no tnh duy nhat b vi pham; o chnh la nghiem ky d. V du: Tm nghiem ky d cua phng trnh y = 2xy y 2 Ta co biet tuyen cho bi
y = 2xp p2 , 2x 2p = 0
T o biet tuyen la parabol y = x2 trong mat phang (x, y ). Tuy nhien, y = x2 lai khong phai la nghiem cua phng trnh a cho, nen phng trnh khong co nghiem ky d.
V du: Tm nghiem ky d cua phng trnh y = y 2 xy

Ta co pbiet tuyen cho bi
y = p2 xp x2 , 2p x = 0 2
x2 2
T o ta co biet tuyen la parabol y =
x2 4
va cung la nghiem cua phng trnh a cho.

x2 2 x2
Ngoai ra nghiem tong quat cua no la (xem v du trang 30)

y = Cx + C 2 +
Do o vi moi iem (x0 , y0) tren parabol nay, i.e. y0 = 0 , ta xet phng trnh theo 4 C: x2 x2 y0 = Cx0 + C 2 + 0 hay C 2 + x0 C + 0 = 0
2 4
Phng trnh nay luon co nghiem (x0 , y0 ). Vay y =

x2 4
C =
x0 , 2
tc la luon co nghiem th hai i qua
la nghiem ky d cua phng trnh a cho.
36
Hnh 2.2: Mat cho bi phng trnh p2 x = 0
2.3.3 Tm nghiem ky d theo C biet tuyen

oi vi nhng phng trnh ma tch phan tong quat cua no cho bi
(x, y, C ) = 0
(2.10)
ta co the tm nghiem ky d cua no thong qua viec tm cac C biet tuyen, tc la ng cong trong R2 xac nh bang cach kh C t he
(x, y, C ) = 0 (x, y, C ) = 0 C
(2.11)
cua ho ng cong (2.10) th no la mot nghiem ky d cua phng trnh (2.8). Do o e tm nghiem ky d cua (2.8) trc het ta tm C biet tuyen cua no. Biet tuyen o la ng cong R(x, y ) = 0 nhan c bang cach kh C t he (2.11). Sau o , th xem co nhanh nao cua C biet tuyen la bao hnh cua ho ng cong (2.10) hay khong; neu co, o chnh la nghiem ky d cua phng trnh. Chu y: Neu ham trong (2.10) co cac ao ham rieng cap I theo x va y b chan va khong ong thi bang khong th C biet tuyen la bao hnh cua ho nghiem tong quat (2.10); noi cach khac C biet tuyen la nghiem ky d. 4 2 8 V du: (xem [1]) Tm nghiem ky d cua phng trnh Lagrange x y = 9 y y3 27 Phng trnh Lagrange nay co tch phan tong quat la (y C )2 = (x C )3. Do o biet tuyen cho bi he
(y C )2 = (x C )3 2(y C ) = 3(x C )2
Nhan xet: Co the kiem tra khong kho (xem [1]) rang neu C biet tuyen la bao hnh
37
Kh C ta c
y = x, 4 y =x
4 27
Ch co y = x la bao hnh nen no la nghiem ky d. Con ng thang y = x cha 27 cac iem ky d cua nghiem tong quat (xem Hnh 2.3).
Y=x - 4/27
x Y=
Hnh 2.3: Nghiem ky d cua phng trnh x y =
4 2 8 y y3 9 27
38
BAI TAP
1. Giai cac phng trnh vi phan sau ay (a) (b) (c) (d) (a) (b) (c) (d) (a) (b) (c) (d)
y 2 (x + y )y + xy = 0 y 3 yy 2 x2 y + x2 y = 0 xy 3 = 1 + y y 3 + y 3 = 3yy
3. Tm nghiem ky d cua cac phng trnh vi phan sau ay:

xy 2 2yy + 4x = 0 y 4 = 4y (xy 2y )2 yy (yy 2x) = x2 2y 2 2y 3y 1/3 = 0
Chng 3 Phng trnh vi phan cap cao

Chng nay trnh bay mot so kien thc tong quan ve phng trnh vi phan cap cao va ly thuyet tong quat ve phng trnh vi phan tuyen tnh cap cao.
3.1 Phng trnh vi phan cap cao

3.1.1 Cac khai niem:
Phng trnh vi phan thng cap n la phng trnh co dang (3.1) trong o F la mot ham xac nh (lien tuc) tren tap m nao o cua Rn+2 va nhat thiet phai co s tham gia cua ao ham cap n cua an y(n). Vi mot vai gia thiet thch hp, nh ly ham an cho phep viet phng trnh (3.1) di dang sau ay, c goi la dang a giai ra oi vi ao ham: (3.2) y (n) = f (x, y, y , . . . , y (n1) ) Di dang nay ta co the a viec nghien cu mot phng trnh cap cao ve nghien cu (he) phng trnh vi phan cap I. That vay, bang cach a them vao cac an mi y1 := y , y2 := y ,...., yn := y (n1) ta thu c
F (x, y, y , y , . . . , y (n)) = 0 y1 = y2 ...............
y n1 = y n y = f (x, y1, . . . , yn ) n
(3.3)
Xem y := (y1, . . . , yn)T , f (x, y ) := y2, . . . , yn, f (x, y1, . . . , yn )T la cac vector-ham ta co the viet lai (3.3) di dang n gian y = f (x, y ) (3.4)
40
Chng 3. Phng trnh vi phan cap cao
3.1.2 S ton tai va duy nhat nghiem:

Tng t nh trng hp phng trnh vi phan cap I, bai toan Cauchy oi vi phng trnh vi phan cap cao (3.1) at ra nh sau: Tm nghiem y (x) cua phng trnh (3.1) thoa ieu kien ban au: (n1) (3.5) y (x0 ) = y0 , y (x0 ) = y0 , . . . , y (n1) = y0 (n1) trong o x0 I R va Y0 := (y0, y0, . . . , y0 ) Rn co nh, cho trc. e phat bieu nh ly khang nh s ton tai li giai cua bai toan Cauchy ta can khai niem sau: Cho vector-ham f (x, y ) xac nh tren mien G R Rn. Ta noi f thoa ieu kien Lipschitz tren G theo y neu ton tai hang so dng L (goi la hang so Lipschitz) sao cho: ||f (x, y1 ) f (x, y2 )|| L||y1 y2 ||, vi moi (x, y1 ), (x, y2 ) G Ta lu y rang ie u kien Lipschitz khong phai la he qua cua tnh lien tuc. Chang han ham f (x, y ) = y lien tuc nhng khong thoa ieu kien tren.
ham f (x, y ) trong (3.4) lien tuc va thoa ieu kien Lipschitz theo y tren mien
G = {(x, y ) R Rn / |x x0 | a, ||y y0 || b}
nh ly 3.1.1 (nh ly ton tai va duy nhat nghiem cho PTVP cap cao). Gia s vector-
Khi o bai toan Cauchy vi ieu kien ban au (3.5) co mot nghiem duy nhat tren oan b I := [x0 h, x0 + h], vi h := min(a, M ) va M := max(x,y)G ||f (x, y )||.
oi bi chuan trong Rn . Nhan xet: Ta cung nh ngha cac loai nghiem cua phng trnh vi phan cap cao tng t nh trong chng I. Chang han, nghiem ky d cua (3.2) la nghiem ma tai moi iem cua no tnh chat duy nhat nghiem b vi pham. Ta goi nghiem tong quat cua (3.2) la ho cac ham (x, C1, . . . , Cn ) phu thuoc (mot cach lien tuc) vao n hang so tuy y C1, . . . , Cn. Vi moi bo gia tr cua n tham so nay ta nhan c mot nghiem rieng cua phng trnh. V du: Nghiem tong quat cua phng trnh y = y la y (x) = C1 ex + C2ex . No phu thuoc vao hai hang so tuy y C1 va C2.
Chng minh: Tng t nh trong trng hp PTVP cap I, ch can thay gia tr tuyet
3.1.3 Mot so phng trnh vi phan cap cao giai c bang cau phng:
a) Phng trnh F (x, y (n)) = 0
Phng trnh nay ch phu thuoc vao bien oc lap va ao ham cap cao nhat. Trong trng hp co the giai ra oi vi ao ham:
y (n) = f (x)
3.1. Phng trnh vi phan cap cao
41
ta co the tch phan lien tiep theo x va thu c

y (n1) = y (n2) =
x x x0 x x0
f (x)dx + C1 dx
x x0 x
f (x)dx + C1 (x x0 ) + C2
C1 (x (n1)!
.................... y=
x0 n C2 + (n2)! (x
dx . . .
x0
f (x)dx +
x0 )n1 +
lan
x0 )n2 + + Cn1 (x x0 ) + Cn
V du: Phng trnh y (n) = 0 co nghiem la a thc tong quat cap n 1

y (x) = c1 (x x0 )n1 + c2 (x x0 )n2 + + cn1 (x x0 ) + cn
Trong trng hp khong giai ra c y (n) nhng co the tham so hoa

x = (t), y (n) = (t)
khi o ta co V vay
dy (n1) = y (n) dx = (t) (t)dt y (n1) = (t) (t)dt = (t, C1 )
Lap lai qua trnh tren sau n bc, ta thu c nghiem tong quat cho di dang tham so
x = (t), y = m (t, C1 , . . . , Cn )
b) Phng trnh F (y (n1), y (n)) = 0: Cach giai: Neu co the giai c

y (n) = f (y (n1) )
th, bang cach at z := y(n1), co the viet lai phng trnh di dang sau:
z = f (z )
ay la phng trnh vi phan cap I theo z, gia s nghiem la trng hp tren vi phng trnh
y (n1) = g (x, C )
z = g (x, C ),
ta tr lai
vi C la tham so.
42
Neu co the tham so hoa
y (n1) = (t),
y (n) = (t)
th t dy (n1) = y (n)dx ta suy ra

dy (n1) (t)dt dx = = ( n ) y (t)
Do o
x=
(t)dt = 1 (t, C1 ) (t) y (n1) = (t)
va ta tr lai trng hp tren vi

x = 1 (t, C1 ),
V du: Giai phng trnh y
=y +1 z = 1.
at z = y ta co phng trnh z
Phng trnh nay co nghiem tong quat la
z = C1 ex 1
Do o, ta c phng trnh
y = C1 ex 1 x2 + C2 x + C3 2

y (x) = C1 ex
c) Phng trnh F (y (n2), y (n)) = 0:

oi vi dang phng trnh nay ta at z = y (n2) va viet lai phng trnh theo z
F (z, z ) = 0
Neu t phng trnh nay co the giai c z hay T o ta tm c

z = 2
= f (z )
th ta co
2 z z = 2 f (z )z d((z )2 ) = 2f (z )dz
f (z )dz + C1
ay la phng trnh vi phan cap I vi an la z = z(x) vi nghiem tong quat co dang

(x, z, C1 , C2 ) = 0
43
Thay z = y (n2) vao phng trnh nay ta tr lai trng hp a). V du: Giai phng trnh y (4) = y . at z = y ta thu c phng trnh
z =z
Phng trnh nay co nghiem tong quat la

z = C1 ex + C2 ex
Tr lai an y ta co phng trnh

y = C1 ex + C2 ex
ma nghiem tong quat cua no la

y = C1 ex + C2 ex + C3 x + C4
3.1.4 Mot so phng trnh vi phan cap cao co the ha cap:

Ta se xet mot so dang phng trnh cap cao ma co the a ve phng trnh cap thap hn bang cach oi bien.
a) Phng trnh dang F (y, y , . . . , y (n)) = 0:

Phng trnh nay khong cha bien oc lap x. Ta at p = y . Khi o
y =p= y = dy dx dp dp =p dx dy d d dp dp dp +p y = p = dx dy dx dy dx d2 p dp + p2 2 =p dy dy ............................. y (n) = g p, d n1 p dp , . . . , n1 dy dy
2
dp dy
Thay cac bieu thc tren vao phng trnh ban au ta thu c phng trnh vi phan cap n 1 theo an p = p(y )
G(y, p, p , . . . , p(n1) ) = 0
Gia s phng trnh nay co nghiem tong quat la

(y, p, C1 , . . . , Cn1 ) = 0
44
ta thay p = y th thu c phng trnh dang F (y, y ) = 0 ma la phng trnh vi phan cap I. V du: Giai phng trnh (1 + y 2)yy = (3y 2 1)y 2 at p = y nh a trnh bay, phng trnh a ve dang
(1 + y 2)yp dp = (3y 2 1)p2 dy
Chia 2 ve cho p (vi gia thiet p = 0) va viet lai di dang phng trnh tach bien
dp 3y 2 1 = dy p (1 + y 2 )y
Nghiem tong quat cua no la Thay p = y , ta co phng trnh
py = C1 (1 + y 2 )2
yy = C1 (1 + y 2 )2
Nghiem tong quat cua phng trnh cuoi cung la

1 = 2C1 x + C2 1 + y2
T a noi phng trnh vi phan F (x, y, y , . . . , y (n)) = 0 la thuan nhat theo an ham y va cac ao ham cua no neu F la ham thuan nhat (bac m nao o) theo cac bien y, y , . . . , y (n). Tc la
F (x, ty, ty , . . . , ty (n) ) = tm F (x, y, y , . . . , y (n))
b) Phng trnh thuan nhat oi vi an ham y va cac ao ham cua no:
oi vi lp cac phng trnh nay ta co the ha cap bang cach at y

y = uy y = y u + u y = y (u + u 2 ) y = y (u + 3uu + u3 ) ............................. y (n) = y.g (u, u , . . . , u(n1) )
= uy
Khi o ta co
Nh tnh thuan nhat, phng trnh a cho co the viet lai dang
y mF (x, 1, u, u + u2 , . . . , g (u, u , . . . , u(n1) )) = 0
45
ay la phng trnh cap n 1 cua an ham u = u(x), gia s co nghiem tong quat la
u = u(x, C1 , . . . , Cn1)
Khi o t y
y = exp
= uy
ta co nghiem tong quat cua phng trnh ban au la

= Cn exp u(x, C1 , . . . , Cn1 )dx = (y xy )2 .
u(x, C1, . . . , Cn1)dx + ln |Cn |
V du: Giai phng trnh x2 yy
ay la phng trnh thuan nhat (cap 2) theo y va cac ao ham cua no. at y giong nh tren, ta co
y = y (u + u 2 ) x2 u + 2xu 1 = 0
= uy
Thay vao va rut gon cho y 2 (gia s y = 0) ta c phng trnh tuyen tnh bac nhat: vi nghiem tong quat la
u=
Tr lai an ham y vi u = y /y ta c nghiem tong quat la

y = C2 xe
C1 x
x + C1 x2
D nhien nghiem y = 0 cung cha trong nghiem tong quat nay.
3.1.5 Tch phan trung gian va tch phan au:

Xet phng trnh vi phan cap n
F (x, y, y , y , . . . , y (n)) = 0
(3.6)
()
Gia s co ton tai he thc dang

(x, y, y , . . . , y (k), Ck+1 , . . . , Cn ) = 0
sao cho phu thuoc vao n k hang so tuy y Ck+1, . . . , Cn va khong phu thuoc vao cac ao ham cap > k (nhng nhat thiet phai co mat y(k)). Neu t he n k phng trnh nhan c bang cach lay vi phan he thc () theo x n k lan va chnh he thc o ta co the nhan c phng trnh a cho (bang cach kh cac tham so) th he thc () c goi la tch phan trung gian cua phng trnh (3.6). Neu k = n 1, tc la he thc ch cha mot tham so C
(x, y, y , . . . , y (n1) , C ) = 0
th ta goi la tch phan au. Nhan xet: Tch phan trung gian thc chat la mot phng trnh vi phan cap k a cha san n k hang so tuy y Ck+1, . . . , Cn. Nghiem tong quat cua no con cha k hang so mi la C1, . . . , Ck ; tc la cha tat ca n hang so, va o cung la nghiem tong quat cua phng trnh ban au (3.6). Vay tch phan trung gian cho phep a viec giai phng trnh vi phan cap cao ve giai phng trnh cap thap hn.
46
Phng trnh dang F (x, y (k), . . . , y (n)) = 0

Bang cach oi an z = y(k) ta co the viet phng trnh di dang
F (x, z, z , . . . , z (nk) ) = 0
Gia s a tm c tch phan tong quat cua phng trnh nay (x, z, Ck+1 , . . . , Cn ) = 0. Khi o, ta co tch phan trung gian cua phng trnh a cho la
(x, y (k) , Ck+1, . . . , Cn ) = 0
ay la phng trnh vi phan cap k, nghiem cua no cho ta tch phan tong quat cua phng trnh ban au. V du: Giai phng trnh y xy + y = 0. at z = y ta thu c phng trnh
z xz + z = 0
ma nghiem tong quat la z = C1 (x 1). T o ta co tch phan au

y = C1 (x 1)

y= C1 3 C1 2 x x + C2 x + C3 3 2
3.2 Ly thuyet tong quat ve phng trnh vi phan tuyen tnh.

Phng trnh vi phan tuyen tnh cap n co dang
p0 (x)y (n) + p1 (x)y (n1) + + pn1 (x)y + pn (x)y = g (x)
(3.7)
trong o cac pj (x) va g (x) la cac ham (thc) nao o theo bien x. Neu g (x) 0 th phng trnh (3.7) c goi la phng trnh vi phan tuyen tnh thuan nhat.
S ton tai nghiem:

Gia s cac ham pj (x) va g (x) la lien tuc tren khoang I = (a, b) va ngoai ra p0 (x) = 0 vi moi x I . Khi o nh ly ton tai nghiem c ban khang nh rang co ton tai duy nhat mot mghiem lien tuc y (x) cua phng trnh (3.7) thoa ieu kien ban au
y (x0 ) = y0 , y (x0 ) = y0 , . . . , y (n1) (x0 ) = y0
(n1)
tai iem x0 I .
3.3. nh thc Wronski - Nghiem tong quat
47
Dang toan t cua phng trnh vi phan tuyen tnh:

Ky hieu D la toan t ao ham
L c
d dx
va at: (3.8)
L = p0 D n + p1 D n 1 + + pn 1 D + pn
goi la toan t vi phan cap n va khi o (3.7) viet lai di dang sau, goi la dang toan t cua phng trnh (3.7)
L(y ) = g
ac biet, khi g cach n gian
0,
phng trnh vi phan tuyen tnh thuan nhat tng ng viet mot
L(u) = 0
(3.9)
Nhan xet:
L la toan t tuyen tnh tren khong gian cac ham (kha vi) v L(u + v ) = L(u) + L(v ), vi u, v la hai ham kha vi va , la hai so tuy y. Do o giai phng trnh vi phan tuyen tnh thuan nhat la tm khong gian con ker(L).
tnh thuan nhat (3.9). Khi o, vi C1 , C2 la hai hang so bat ky, C1 u1 + C2 u2 cung la nghiem cua (3.9).
Menh e 3.2.1. Gia s u1 va u2 la hai nghiem tuy y cua phng trnh vi phan tuyen
Chng minh: Ta co L(C1u1 + C2 u2) = C1L(u1) + C2 L(u2) = 0.
He qua 3.2.1. Tap tat ca cac nghiem cua phng trnh (3.9) co cau truc khong gian
vector.
3.3 nh thc Wronski - Nghiem tong quat

(a, b)
nh ngha 3.3.1. Ta noi cac ham u1(x), u2(x), . . . , un(x) la oc lap tuyen tnh tren
neu khong ton tai cac hang so C1, C2, . . . , Cn khong ong thi bang khong sao
C1 u 1 + + Cn u n 0
vi moi x (a, b) Ngc lai, cac ham u1(x), u2(x), . . . , un(x) c goi la phu thuoc tuyen tnh tren (a, b) neu co the chon c cac hang so Cj khong ong thi bang khong sao cho ang thc tren xay ra vi moi x (a, b).
cho
Menh e 3.3.1. Neu u1(x), u2(x), . . . , un(x) la cac ham kha vi en cap n 1 va phu
thuoc tuyen tnh tren (a, b) th nh thc
u1 (x) u1 (x) u1
(n1)
. . .
u2 (x) u2 (x)
(n1)
. . .
...
un (x) un (x)
(n1)
. . .
=0
vi moi x (a, b)
(3.10)
(x) u2
(x) un
(x)
48
nh ngha 3.3.2. nh thc ve trai cua (3.10) c goi la nh thc Wronski cua
n
ham u1(x), u2(x), . . . , un(x) va thng c ky hieu la W (x) hay W [u1, . . . , un]
Chng minh: Theo gia thiet cua menh e, co ton tai cac hang so Cj khong ong thi
bang khong sao cho
C1 u 1 + + Cn u n 0
vi moi x (a, b)
Cj
ao ham ang thc nay theo bien x n 1 lan, ta thay cac trnh tuyen tnh thuan nhat sau (vi x co nh nao o)
C1 u1 (x) + + Cn un (x) C1 u1 (x) + + Cn un (x) (n1) (n1) C1 u 1 (x) + + Cn un (x)
thoa man he phng
=0 =0 =0
V he thuan nhat nay co nghiem khong tam thng nen nh thc cua ma tran cua he phai bang khong.
oc lap tuyen tnh tren (a, b).
He qua 3.3.1. Neu W (x) = 0 tai x nao o thuoc (a, b) th he ham {u1(x), u2(x), . . . , un(x)}
V du: He ham {1, x, x2, , xn1 } la oc lap tuyen tnh tren khoang bat ky v
W (x) = 1 x xn1 0 1 (n 1)xn2 0 0
1 2
.. .. . . . . .
(n 1)!
n
.. .
= 1.1!2! . . . (n 1)! = 0
vi moi x R
V du: He ham {ek , ek , , ek } la oc lap tuyen tnh tren khoang bat ky neu cac
so k1, k2, . . . , kn la khac nhau tng oi mot.
n
nh ly 3.3.2. Gia s cac ham pj (x) la lien tuc va p0 (x) = 0 tren khoang (a, b). Khi o
nghiem u1 (x), u2 (x), . . . , un (x) cua phng trnh vi phan tuyen tnh thuan nhat (3.9) la oc lap tuyen tnh neu va ch neu nh thc Wronski W [u1(x), u2 (x), . . . , un(x)] = 0, x (a, b).
Chng minh: Neu
W [u1 (x), u2 (x), . . . , un (x)] = 0, x (a, b) th theo he qua tren, cac nghiem u1(x), u2(x), . . . , un(x) la oc lap tuyen tnh. Ngc lai, gia s co x0 (a, b) ma W (x0 ) = 0. Khi o he tuyen tnh thuan nhat sau co nghiem khong tam thng C1 u1 (x0 ) + + Cn un (x0 ) C1 u1 (x0 ) + + Cn un (x0 ) (n1) (n1) C1 u 1 (x0 ) + + Cn un (x0 ) =0 =0 =0
49
Goi (C1, . . . , Cn) la mot nghiem nh the va at u(x) = C1u1(x) + + Cn un(x). Ro rang u(x) cung la mot nghiem cua cua (3.9) thoa ieu kien ban au u(x0) = 0, u (x0 ) = 0, . . . , u(n1) (x0 ). Mat khac nghiem tam thng u 0 cung thoa ieu kien nay. Do o, theo nh ly ton tai va duy nhat nghiem ta phai co
C1 u1 (x) + + Cn un (x) 0
tc la cac u1(x), u2(x), . . . , un(x) la phu thuoc tuyen tnh: trai gia thiet.
nh ngha 3.3.3. He gom n nghiem u1(x), u2(x), . . . , un(x) oc lap tuyen tnh tren
c ban cua phng trnh o.
(a, b)
cua phng trnh vi phan tuyen tnh thuan nhat cap
c goi la he nghiem
nh ly 3.3.3 (Cau truc nghiem cua phng trnh tuyen tnh thuan nhat). Gia s
nhat (3.9). Khi o nghiem tong quat cua (3.9) co dang
u(x) = C1 u1 (x) + + Cn un (x)
{u1 (x), u2 (x), . . . , un (x)} la he nghiem c ban cua phng trnh vi phan tuyen tnh thuan
(3.11)
trong o C1 , . . . , Cn la cac hang so tuy y.
Chng minh: Ro rang vi C1, . . . , Cn la cac hang so bat ky, ve phai cua (3.11) la nghiem cua (3.9). Ngc lai, gia s v(x) la nghiem cua (3.9) thoa ieu kien ban au (vi x0 (a, b) nao o)
v (x0 ) = v0 , v (x0 ) = v0 , . . . , v (n1) (x0 ) = v0
(n1)
ta xet he phng trnh

C1 u1 (x0 ) + + Cn un (x0 ) C1 u1 (x0 ) + + Cn un (x0 ) (n1) (n1) C1 u 1 (x0 ) + + Cn un (x0 ) = v0 = v0 (n1) = v0
V cac u1(x), u2(x), . . . , un(x) lap thanh he nghiem c ban nen W (x0) = 0, tc la nh thc cua ma tran he so cua he phng trnh tren khac khong. V the, co ton tai (va 0 0 duy nhat) cac so C1 , . . . , Cn ma la nghiem cua he nay. at
0 0 u1(x) + + Cn un (x) u(x) = C1
th u(x) cung u(x) v (x).
la nghiem cua (3.9) thoa cung ieu kien ban au nh
v (x).
Do o
quat cua phng trnh vi phan tuyen tnh khong thuan nhat (3.7) bang tong cua mot nghiem rieng y0 (x) nao o cua no va nghiem tong quat cua phng trnh thuan nhat tng ng.
nh ly 3.3.4 (Nghiem cua phng trnh tuyen tnh khong thuan nhat). Nghiem tong
50
Chng minh: Gia s y (x) la nghiem tuy y cua phng trnh khong thuan nhat L(y ) = g va {u1(x), u2(x), . . . , un(x)} la he nghiem c ban cua phng trnh thuan nhat tng ng. Theo gia thiet ta co L(y0) = g ; t o suy ra L(y y0) = 0. Noi cach khac, y y0 la nghiem cua phng trnh thuan nhat tng ng. Theo nh ly 3.3.3, ton tai cac hang so C1, . . . , Cn sao cho y y0 = C1 u1(x) + + Cnun (x) =: u(x). V vay, y = y0 + u(x). V du: Cho phng trnh y
De thay cos 2x va sin 2x la hai nghiem oc lap tuyen tnh cua phng trnh thuan nhat tng ng y + 4y = 0. Mot nghiem rieng cua phng trnh a cho ban au la y0 = 1 ex . Do o nghiem tong quat cua phng 5 trnh a cho la trong o C1, C2 la hai hang so tuy y.
1 y = C1 cos 2x + C2 sin 2x + ex 5 + 4y = ex .
Menh e 3.3.2 (Nguyen ly chong chat nghiem). Gia s y1, y2 la nghiem rieng cua phng trnh L(y ) = g1 , L(y ) = g2 tng ng. Khi o
y := y1 + y2
la nghiem rieng cua phng trnh

L(y ) = g
vi g := g1 + g2 .
thuan nhat trong trng hp ham g (x) ve phai co dang tong cua cac ham n gian. V du: Tm nghiem rieng cua phng trnh y + y = x + cos 3x. Ta tm cac nghiem rieng cua cac phng trnh y + y = x va y + y = cos 3x. De thay phng trnh th nhat co nghiem rieng la y1 = x; con phng trnh th hai co mot nghiem rieng (xem muc 3.4.2) la y 2 = 1 cos 3x. Do o mot nghiem rieng cua 8 phng trnh a cho la
y =x 1 cos 3x 8
Nhan xet: Menh e nay giup ta tm nghiem rieng cua phng trnh tuyen tnh khong
3.3.1 ong nhat thc Abel

Ta se ch ra sau ay bieu dien n gian cua nh thc Wronski cua he nghiem oc lap tuyen tnh {u1(x), u2(x), . . . , un(x)} cua phng trnh thuan nhat (3.9). ao ham W (x) theo x ta co:
dW = dx u1 (x) u1 (x)
(n2)
u1 (x) u2 (x) un (x) (n) (n) (n) u1 (x) u2 (x) un (x)
.. .
u2 (x) u2 (x)
(n2)
.. .
...
un (x) un (x)
(n2)
.. .
51
(thc ra, ve phai sinh ra cac nh thc ma co hai dong giong nhau nen bang khong). Ngoai ra, do nen co the viet lai tc la
p0 uk = p1 uk
(n) (n1)
pn 1 u k pn u k
p1 dW = W dx p0
x x0
W (x) = W (x0 ) exp{
p1 dx} p0
(3.12)
ay W (x0 ) la gia tr cua nh thc Wronski tai x0 (a, b) nao o (p0 c gia s luon khac khong tren (a, b)). He thc (3.12) c goi la ong nhat thc Abel 1. T he thc nay co the thay rang neu W (x) triet tieu du ch tai mot iem th se ong nhat bang khong.
Tm phng trnh vi phan tuyen tnh thuan nhat biet he nghiem c ban cua no:
e n gian, ta xet trng hp PTVP cap II. Cho trc he nghiem c ban {y1, y2}, ta se tm phng trnh vi phan dang
y + p(x)y + q (x)y = 0
nhan y1, y2 lam nghiem. Neu y la nghiem tong quat cua phng trnh nay th
W [y1 , y2 , y ] = y1 y2 y y1 y2 y y1 y2 y =0
Khai trien nh thc nay theo cot cuoi ta c:

y y1 y2 y1 y2 y y1 y2 y1 y2 +y y1 y2 y1 y2 =0
3.3.2 Phng phap bien thien hang so tm nghiem rieng cua phng trnh khong thuan nhat
Nh a biet, nghiem tong quat cua phng trnh vi phan tuyen tnh khong thuan nhat bang tong cua mot nghiem rieng cua no va nghiem tong quat cua phng trnh thuan nhat tng ng. Van e at ra la tm nghiem rieng nay. Mot trong nhng phng phap thng dung e giai quyet bai toan nay la phng phap bien thien hang so e tm nghiem rieng cua phng trnh khong thuan nhat biet nghiem tong quat cua phng trnh thuan nhat.
1
Cung c goi la cong thc OstrogradskiLiouville.
52
Gia s u1(x), u2(x), . . . , un(x) la cac nghiem oc lap tuyen tnh cua phng trnh thuan nhat
L(u) = 0
Khi o, nghiem tong quat cua no la u(x) = C1u1(x) + + Cn un(x). Bay gi xem cac hang so C1 , C2, . . . , Cn nh la cac ham theo bien x, ta tm cac ham nay sao cho
y (x) = C1 (x)u1 (x) + + Cn (x)un (x)
thoa man phng trnh khong thuan nhat (3.13) Mot cach tong quat ta thay y (x) cung vi cac ao ham en cap n cua no vao phng trnh tren e tm cac ham Cj (x). V ta ch co mot phng trnh vi phan trong khi co n an la cac ham Cj (x) nen ta co the chon them n 1 he thc khac gia cac Cj (x) mien la u e giai cac ham nay. Cu the, ta se chon cac Cj (x) thoa n 1 he thc sau:
L(y ) = y (n) + p1 (x)y (n1) + + pn1 (x)y + pn (x)y = g (x) C1 u1 (x) + + Cn un (x) C1 u1 (x) + + Cn un (x) (n2) (n2) C1 u 1 (x) + + Cn un (x) =0 =0 =0
Va khi o, cac ao ham cua y tr thanh

y = C1 u1 (x) + + Cn un (x), y = C1 u1 (x) + + Cn un (x), (n1) (n1) (n1) y = C1 u 1 (x) + + Cn un (x)
V the
n) y (n) = C1 u1 (x) + + Cn u( n (x)
(n)
Nh vay, y se thoa phng trnh (3.13) mien la

C1 u 1
(n1)
+ C1 u 1
(n1)
n1) (x) + + Cn u( (x) n
( )
n1) (x) + + Cn u( (x) = g (x) n
()
V cac ham u1(x), u2(x), . . . , un(x) la oc lap tuyen tnh nen he n phng trnh () va () u e xac nh duy nhat C1 (x), . . . , Cn (x) theo u1 (x), u2 (x), . . . , un (x). T o ta tm c C1(x), . . . , Cn(x). V du: (n = 2) Cho phng trnh
y + p(x)y + q (x)y = g (x)
Gia s y1, y2 la hai nghiem oc lap tuyen tnh tren khoang I cua phng trnh y + p(x)y + q (x)y = 0. Tm nghiem rieng di dang y r = C1 (x)y1 (x) + C2 (x)y2 (x). Ta co yr = C1 y1 + C1 y1 + C2 y2 + C2 y2 . Ta chon C1 , C2 sao cho trc het:
C1 y 1 + C2 y 2 = 0
3.4. Phng trnh vi phan tuyen tnh cap cao he so hang
53
Khi o yr
= C1 y 1 + C2 y 2 + C1 y 1 + C2 y 2 .
Thay vao phng trnh a cho ta co:
C1 y1 + C2 y2 = g (x)
Do o ta co he
C1 y 1 + C2 y 2 = 0 C1 y1 + C2 y2 = g (x) y2 g W [y1 , y2 ] y1 g W [y1 , y2 ]
Giai he nay vi an la C1, C2 ta c

C1 =
va C1 =
trong o W [y1, y2] = y1y2 y1y2 luon khac khong tren I . Tch phan cac phng trnh nay ta thu c nghiem rieng
yr (x) = y1 (x) y2 g dx + y2 (x) W [y1 , y2 ] y1 g dx W [y1 , y2]
3.4 Phng trnh vi phan tuyen tnh cap cao he so hang

Trong muc nay ta xet cac phng trnh vi phan tuyen tnh vi he so la cac hang so. Dang tong quat cua chung la
y (n) + A1 y (n1) + + An1 y + An y = g (x)
(3.14) (3.15)
va dang thuan nhat tng ng

y (n) + A1 y (n1) + + An1 y + An y = 0
3.4.1 Nghiem cua phng trnh thuan nhat he so hang

Ta viet lai phng trnh (3.15) di dang toan t
(D n + A1 D n1 + + An1 D + An )y = 0
(3.16) Goi kj , j = 1, n la (3.17)
vi D nh thng le ky hieu cho toan t (anh xa) tuyen tnh cac nghiem (phc) cua phng trnh
n + A1 n1 + + An1 + An = 0
d . dx
ma c goi la phng trnh ac trng cua (3.15). Khi o, mot cach hnh thc co the viet (3.16) di dang (do tnh chat giao hoan cua D va phep nhan vi hang so)
(D k1 )(D k2 ) . . . (D kn )y = 0
54
Phng trnh nay c thoa man oi vi moi nghiem cua cac phng trnh vi phan bac nhat sau
(D k 1 )y = 0 , (D k 2 )y = 0 , . . . , (D k n )y = 0
Nghiem tong quat cua moi phng trnh nay la

yj = Cj ekj x
Bo e 3.4.1. Tap cac ham ek x , ek x , . . . , ek x la oc lap tuyen tnh tren R neu cac kj
1 2 n
khac nhau tng oi mot.
Chng minh: nh thc Wronski cua n ham nay la

W (x) = ek1 x k1 ek1 x
n1 k 1 x n1 k 2 x n1 k n x k1 e k2 e kn e
.. .
ek2 x k2 ek2 x
.. .
...
ekn x kn ekn x
.. .
= e(k1 ++kn )x
1 k1
n1 n1 n1 k1 k2 kn
.. .
1 k2
.. .
...
1 kn
.. .
= e(k1 ++kn )x
i>j
(k i k j ) = 0
(e y nh thc sau cung la nh thc Vandermon).
He qua 3.4.2. Neu cac

trnh (3.15) la
kj
khac nhau tng oi mot th nghiem tong quat cua phng

y = C1 ek1 x + + Cn ekn x
Trng hp phng trnh ac trng co nghiem phc:

Gia s cac he so A1 , . . . , An eu thc va phng trnh ac trng (3.17) co nghiem phc kr = + i . Khi o no cung co nghiem phc ks = i ma la lien hp phc vi kr . V vay, dung he thc Euler, ta co
Cr ekr x + Cs eks x = ex {Cr (cos x + i sin x) + Cs (cos x + i sin x)} r cos x + C s sin x) = ex (C s la nhng hang so tuy y (co the phc). r , C trong o C V du: Xet phng trnh y 2y + 5y = 0, phng trnh ac trng 2 2 + 5 = 0 co hai nghiem phc lien hp la k1,2 = 1 2i. Do o nghiem tong quat la y = ex (C1 cos 2x + C2 sin 2x).
55
Trng hp phng trnh ac trng co nghiem boi:

Neu phng trnh ac trng nhan a la nghiem (thc) boi m, khi o ve trai cua phng trnh (3.16) cha nhan t dang (D a)m . Ta xet phng trnh vi phan cap m tng ng
(D a)m y = 0 y = eax V (x)
Nghiem cua phng trnh nay co the tm di dang trong o V (x) la ham can xac nh. Ta co:
(D a)m eax V (x) = (D a)m1 eax DV (x) = (D a)m2 eax D 2 V (x) = = eax D m V (x)
Do o y = eax V (x) la nghiem cua (3.15) neu D mV (x) = 0. Vay V (x) phai la a thc bac m 1 theo x va nghiem can tm la
y = (C1 + C2 x + + Cm xm1 )eax
Trong trng hp nghiem boi a = + i la so phc th phng trnh ac trng (gia s cac he so eu thc) cung co nghiem boi la i vi cung so boi nh a. Khi o ta khi o ve trai cua phng trnh (3.16) cha nhan t dang (D + i )m(D i )m . Lap luan tng t ta cung tm c nghiem la
y = (C1 + C2 x + + Cm xm1 )eax cos x + (C1 + C2 x + + Cm xm1 )eax sin x
vi 2m hang so tuy y. V du: Nghiem tong quat cua phng trnh y (4) + 2y (C3 + C4 x) sin x.
+ y = 0 la y = (C1 + C2 x) cos x +
3.4.2 Tm nghiem rieng cua phng trnh khong thuan nhat:

Trong muc trc ta a biet cach tm nghiem rieng cua phng trnh khong thuan nhat bang phng phap bien thien hang so t cac nghiem cua phng trnh thuan nhat tng ng. Trong mot so trng hp ma ham g (x) ve phai cua phng trnh (3.14) co dang ac biet, ta co the tm c nghiem rieng cua no theo phng phap sau ay (tam goi la phng phap he so bat nh).
Trng hp I: g (x) = ex Pm (x)

( ay Pm (x) la a thc bac m) a) Neu khong phai la nghiem cua phng trnh ac trng th nghiem rieng co the tm di dang
yr = ex Qm (x)
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b) Neu la nghiem boi k cua phng trnh ac trng th nghiem rieng co the tm di dang
yr = xk ex Qm (x)
trong o Qm (x) la a thc tong quat bac m ma ta phai xac nh cac he so cua no. V du: Tm nghiem rieng cua phng trnh
y 3y + 2y = (3 4x)ex
Phng trnh ac trng la
2 3 + 2 = 0
co hai nghiem la 1 = 1 va 2 = 2, trong o = 1 la nghiem n cua no nen nghiem rieng co dang

yr = xex (Ax + B )
Thay vao phng trnh a cho va can bang cac he so ta thu c he

2A = 4 2A B = 1
Giai ra ta c A = 2 va B = 1, khi o nghiem rieng la yr = xex (2x + 1). Cuoi cung, nghiem tong quat cua phng trnh a cho la y = C1ex + C2e2x + xex (2x + 1).
Trng hp II: g (x) = ex {P (x) cos x + Q(x) sin x}

( ay P (x), Q(x) la hai a thc nao o) a) Neu + i khong phai la nghiem cua phng trnh ac trng th nghiem rieng co the tm di dang
yr = ex {R(x) cos x + S (x) sin x}
b) Neu + i la nghiem boi k cua phng trnh ac trng th nghiem rieng co the tm di dang
yr = xk ex {R(x) cos x + S (x) sin x}
trong o R(x), S (x) la hai a thc co bac bang max{deg(P ), deg(Q)} ma cac he so cua chung c tm nh phng phap he so bat nh. V du: Tm nghiem rieng cua phng trnh y + y = 4x sin x Phng trnh ac trng co nghiem la i va + i = i la nghiem n (boi 1) cua no nen nghiem rieng co dang
yr = x[(Ax + B ) cos x + (Cx + D ) sin x]
57
Thay vao phng trnh a cho va can bang cac he so ta c

A = 1 2A = 2 B=0 CB =0 C=0 D + A = 0 D=1 2C = 0
V the, nghiem rieng la yr = x(x cos x + sin x) va nghiem tong quat cua phng trnh a cho la
y = C1 cos x + C2 sin x + x(sin x x cos x)
Chu y:
Neu g (x) khong co cac dang ac biet tren nhng co the viet thanh
g (x) = g1 (x) + + gm (x)
ma moi gj co dang ac biet nh tren th ta tm nghiem rieng di dang

yr = y1 + + y2
trong o yj la nghiem rieng tng ng vi gj . V du: Tm nghiem tong quat cua phng trnh y y = 5ex sin 2x. Ta lan lt tm nghiem rieng cua cac phng trnh y y = 5ex va y y = sin 2x theo phng phap tren. Ket qua ta c hai nghiem rieng la y1 = 5xex va 1 1 y2 = sin 2x cos 2x. Do o nghiem rieng cua phng trnh a cho la yr = y1 + y2 =
5 10 1 1 cos 2x. 5xe + sin 2x 5 10
x
58
BAI TAP
1. Giai cac phng trnh vi phan cap cao sau ay: (a) (b) (c) (d) (e) (a) (b) (c)
x ey + y = 0 y 2 + 2yy = 0 y y =x x 2 2 y +x =1 y = ay (1 + y 2 )
2. Giai cac phng trnh vi phan tuyen tnh cap II biet mot nghiem rieng cua no
x2 (ln x1)y xy + y = 0, biet rang no co mot nghiem rieng dang y (x) = x (2x x2 )y + (x2 2)y + 2(1 x)y = 0, co mot nghiem rieng dang y (x) = ex (2x x2 )y + 2(x 1)y 2y = 2, y1 (x) = 1 va y2 (x) = x y (1) = 0, y (1) = 1,
biet rang no
biet rang no co hai nghiem rieng dang
(HD: Neu phng trnh thuan nhat y + p(x)y + q(x)y = 0 co mot nghiem rieng khac khong y1(x) th mot nghiem rieng khac oc lap tuyen tnh vi y1(x) la 1 p(x)dx e y2 (x) = y1 (x) dx) 2
y1 (x)
3. Giai cac phng trnh tuyen tnh he so hang sau ay (a) (b) (c) (d) (e) (f) (a) (b) (c) (d) (a)
y 7y + 6y = sin x y + 9y = 6e3x y 9y + 20y = x2 e4x y 3y = e3x 18x y + y = x2 cos2 x 18x y 4y + 4y = e2x cos2 x
4. Tm nghiem tong quat cua cac phng trnh vi phan sau ay:
ex ex + 1 y + y = tan x y y =
y + 2y + y = 3ex x + 1 1 y + 5y + 6y = 2x e +1
5. Tm phng trnh vi phan tuyen tnh thuan nhat cap II biet he nghiem c ban:
{x3 , x4 }
59
(b) (a) (b) (c) (a) (b) (c)
{x, xex }
6. Tm nghiem tong quat cua cac phng trnh vi phan sau ay:
y 4y y + 4y = 0 y (4) 5y + 4y = 0 y 2y + 4y = 0 y 4y = 7e2x + x, y y
7. Giai cac bai toan gia tr ban au vi y (0) = 1, y (0) = 3 + 4y = 34 cos x + 8, vi y (0) = 3, y (0) = 2 + y = 5 sin2 x, vi y (0) = 2, y (0) = 4
y + ay + by = 0
8. Vi cac gia tr nao cua cac so thc a, b th phng trnh (a) (b) (c) (d) co moi nghiem triet tieu tai co moi nghiem gii noi tren (0, +) co moi nghiem tuan hoan tren R moi nghiem eu co vo so khong iem.
1 2
9. Chng to rang vi phep oi an y = ze p(x)dx co the a phng trnh p(x)y + q (x)y = 0 ve dang z + Q(x)z = 0. Ap dung vao giai phng trnh y 2xy + x2 y = 0
y +
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Chng 4 He phng trnh vi phan cap I

Trong chng nay ta se nghien cu cac he phng trnh vi phan cap I, ac biet la cac he phng trnh vi phan tuyen tnh ma cau truc nghiem cua no tng t nh trng hp phng trnh vi phan tuyen tnh cap cao.
4.1 He phng trnh vi phan cap I tong quat.

4.1.1 Cac nh ngha:
He phng trnh vi phan tong quat la he gom cac phng trnh cha bien oc lap,
cac ham (nghiem) can tm va nhat thiet phai cha cac ao ham cua chung theo bien oc lap. Neu ch xuat hien cac ao ham cap I cua cac an, ta noi he o la he phng trnh vi phan cap I. Ta noi mot he gom n phng trnh vi phan cap I la co dang chuan tac (dang giai ra c oi vi ao ham) neu co the viet di dang:
dy 1 = f1 (x, y1 , . . . , yn ) dx dy2 = f2 (x, y1 , . . . , yn ) dx dyn = fn (x, y1 , . . . , yn ) dx
(4.1)
trong o x la bien oc lap, y1, . . . , yn la cac an can tm. He phng trnh chuan tac tren co the viet lai di dang thu gon nh sau
y = f (x, y )
trong o y = (y1, . . . , yn)T , y = (y1, . . . , yn)T va f = (f1, . . . , fn )T . nh ngha 4.1.1. Moi nghiem cua he (4.1) la mot bo gom n ham y1 = 1 (x), . . . , n (x) kha vi lien tuc tren khoang I R ma khi thay vao (4.1) th c ang thc ung.
(4.2)
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Chng 4. He phng trnh vi phan cap I
4.1.2 Lien he gia he phng trnh va phng trnh vi phan cap cao:
Vi mot so gia thiet nao o, viec giai he phng trnh (4.1) co the a ve giai phng trnh vi phan cap cao da tren phng phap kh sau ay. ao ham hai ve cua phng trnh au tien cua he (4.1), ta c
y1 = f1 f1 f1 y1 + + y + x y1 yn n
Thay cac yj bi cac bieu thc cua no, ta co the viet y1 nh la ham cua x, y1, . . . , yn
y1 = F1 (x, y1 , . . . , yn )
Lai lay ao ham hai ve ang thc nay theo x, ta co

y1 = F1 F1 F1 + y1 + + y x y1 yn n =: F2 (x, y1 , . . . , yn )
Tiep tuc qua trnh tren cho en ao ham cap n cua y1 ta c he

y1 = f1 (x, y1 , . . . , yn ) y1 = F1 (x, y1 , . . . , yn )
(n) y1 = Fn1 (x, y1 , . . . , yn )
Trong he nay ta xet n 1 phng trnh au tien vi n 1 an la y2, . . . , yn. Vi mot vai ieu kien nao o (e gia thiet cua nh ly ham ngc c thoa man) ta co the (n1) . Thay giai c (duy nhat) cac y2, . . . , yn nh la ham theo cac bien x, y1, y1, . . . , y1 bieu thc cua chung vao phng trnh cuoi cung cua he, ta co
y1 = Fn (x, y1 , y1, . . . , y1
(n) (n1)
ay la phng trnh vi phan cap n dang a giai ra oi vi ao ham. Giai phng trnh (n1) . T o ta tnh c cac y2, . . . , yn. nay e tm y1, roi tnh cac ao ham y1, . . . , y1 Ngc lai, cho trc phng trnh vi phan cap n dang
y (n) = f (x, y, y , . . . , y (n1) )
ta co the a ve mot he phng trnh vi phan cap I dang chuan tac bang cach at
y1 = y, yj = yj 1 y = y2 1 y2 = y3 yn = f (x, y1, y2 , . . . , yn )
4.1. He phng trnh vi phan cap I tong quat.
63
V du: Giai he sau
ao ham hai ve cua phng trnh au roi ket hp vi phng trnh sau ta c phng trnh 2 t o nghiem tong quat la
dx x=0 dt2
dx dy = y, =x dt dt
x = x(t) = C1 et + C2 et
T phng trnh th nhat ta tnh c

y = y (t) = C1 et + C2 et
4.1.3 S ton tai va duy nhat nghiem

ieu kien ban au
oi vi he phng trnh vi phan cap I, bai toan Cauchy c phat bieu mot cach tng t nh trng hp mot phng trnh: Tm nghiem y 1(x), . . . , yn (x) cua he (4.1) thoa
0 yj (x0 ) = yj ,
j = 1, 2, . . . , n
(4.3)
0 0 , . . . , yn cho trc, goi la gia tr ban au. trong o cac gia tr x0 I, y1 e y rang khong phai bao gi nh ly Cauchy cung co (duy nhat ) nghiem. nh ly sau ay giai quyet bai toan nay oi vi he chuan tac. 0 0 , . . . , yn ) va thoa ieu kien trong (4.1) la lien tuc tren mot tap m G Rn+1 cha (x0 , y1 Lipschitz theo bien y . Khi o trong mot lan can nao o cua x0 co ton tai mot nghiem y1 (x), . . . , yn (x) thoa bai toan Cauchy vi ieu kien ban au a cho va nghiem o la duy nhat.
nh ly 4.1.1 (S ton tai va duy nhat nghiem). Gia s cac ham f1 (x, y ), . . . , fn (x, y )
trong o y := (y1, . . . , yn)T va f := (f1 , . . . , fn )T va lap lai cac bc chng minh nh trong nh ly ton tai va duy nhat cho phng trnh vi phan cap I. co cac ao ham rieng theo bien y b chan. nh ngha 4.1.2. Gia s tap G thoa man tat ca cac gia thiet cua nh ly 4.1.1. Khi o n ham
f (x, y ) yj = yj (x, C1 , . . . , Cn ) j = 1, 2, . . . , n x ( )
Chng minh: : Viet lai he di dang
dy = f (x, y ), dx
Nhan xet: Thay cho ieu kien Lipschitz ta co the yeu cau (manh hn) rang ham
phu thuoc vao
tham so C1, . . . , Cn va co cac ao ham rieng theo nghiem tong quat cua he (4.1) neu:
n
c goi la
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0 0 Vi moi (x0 , y1 , . . . , yn ) trong G, t he () co the giai c (duy nhat ) cac hang so C1, . . . , Cn .
Tap hp n ham trong () la nghiem cua he (4.1) vi moi bo gia tr cua cac tham so C1, . . . , Cn giai ra oi vi moi (x, y1, . . . , yn) G.
nh ngha 4.1.3. Nghiem cua he ma tai moi iem cua no thoa man cac ieu kien
cua nh ly 4.1.1 c goi la nghiem rieng cua he. Ngc lai, nghiem cua he ma tnh chat duy nhat nghiem b vi pham c goi la nghiem ky d.
V du: Kiem tra rang he cac ham

y1 (x) = C1 ex + C2 e3x y2 (x) = C1 ex + 3C2 e3x + cos x
la nghiem tong quat cua he

y1 (x) = y2 + cos x y2 (x) = 3y1 4y2 + 4 cos x sin x
Ta co f1 (x, y1, y2) = y2 + cos x va f2 (x, y1, y2) = 3y1 4y2 + 4 cos x sin x, do o chung co cac ao ham rieng lien tuc tren R3. Vi moi (x, y1, y2) R3 , ta luon co the giai c (duy nhat) cac C1, C2, cu the
ex (3y1 y2 + cos x) C1 = 1 2 1 3x C2 = 2 e (y2 y1 cos x
Ngoai ra, t cac ham a cho, ta co

y1 (x) = C1 ex 3C2 e3x y2 (x) = C1 ex 9C2 e3x sin x
nen chung thc s la nghiem cua he noi tren.
4.1.4 Cac phng phap giai he phng trnh vi phan:

a he ve phng trnh cap cao:
Nh moi lien he chat che gia he phng trnh vi phan cap I va phng trnh vi phan cap cao, ta co the a viec giai he phng trnh vi phan ve giai phng trnh vi phan cap cao, nh v du tren. Ta xet mot v du khac V du: Tm nghiem cua he chuan tac
y1 = y2 + cos x y2 = 3y1 4y2 + 4 cos x sin x
4.1. He phng trnh vi phan cap I tong quat.
65
Ta a he phng trnh a cho ve phng trnh vi phan cap II vi an la y1. ao ham hai ve phng trnh au tien ta c
y1 = y2 sin x = (3y1 4y2 + 4 cos x sin x) = 3y1 + 4y2 4 cos x
Thay y2 t phng trnh th II ta c:

y 1 + 4y 1 3y 1 = 0
Phng trnh thuan nhat nay co nghiem tong quat la

y1 = C1 ex + C2 e3x
T phng trnh th nhat ta tm c

y2 = C1 ex + 3C2 e3x + cos x
He gom y1, y2 cho nghiem (tong quat) cua he phng trnh tren.
Phng phap lap to hp tch phan:

Cho he phng trnh vi phan cap I
dyi = fi (x, y1 , . . . , yn ), dx
vi
i = 1, 2, . . . , n
e giai he nay ta co the tm mot phng trnh he qua (chang han to hp tuyen tnh cua cac phng trnh tren) cua he a cho, de lay tch phan hn, va c goi la to hp tch phan cua he phng trnh a cho. V du: Bang cach lap to hp tch phan, giai he sau
dy dx = y, =x dt dt
Lay hai phng trnh a cho cong va tr vi nhau ta c

d (x + y ) =x+y dt
va va
d (x y ) = (x y ) dt
Giai tng phng trnh, ta thu c he

x + y = C1 et x y = C2 et
Va t ay ta tm c nghiem x(t), y (t). Nhan xet: Moi to hp tch phan co the viet di dang
(x, y1 , . . . , yn ) = C
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va phng trnh nay (hoac ve trai cua no) c goi la tch phan au cua he. Neu tm c k to hp tch phan cua he
1 (x, y1 , . . . , yn ) = C1 2 (x, y1 , . . . , yn ) = C2
................................ k (x, y1 , . . . , yn ) = Ck
va neu k tch phan au nay oc lap, th co the a ve giai he n k phng trnh. Trng hp k = n, khi o n tch phan au oc lap cho ta nghiem tong quat cua he. V du: Tch phan he phng trnh sau ay Cong cac phng trnh vi nhau ta c
dx = z y, dt dy = x z, dt dz =yx dt
d (x + y + z ) =0 dt
Phng trnh nay cho mot tch phan au la

1 = x + y + z = C1
Bay gi nhan cac phng trnh vi x, y, z lan lt roi cong lai, ta c

d(x2 + y 2 + z 2 ) =0 dt
t ay ta cung thu c tch phan au

2 = x2 + y 2 + z 2 = C2
Ta de kiem tra rang 3 = xy + yz + yx = C3 cung la mot tch phan au nhng bo ba gom cac tch phan au 1, 2, 3 khong oc lap tuyen tnh nen khong the cho nghiem tong quat cua he. Bay gi t hai tch phan au au tien, ta giai e tm x, y :
x= 1 C1 z 2 1 y= C1 z + 2 dz = dt arcsin
2 2C2 C1 + 2C1 z 3z 2 2 2C2 C1 + 2C1 z 3z 2
Thay cac bieu thc nay vao phng trnh cuoi

2 2C2 C1 + 2C1 z 3z 2
ta tm c nghiem
3z C1
2 6C2 2C1
3t = C3
Ket hp vi hai tch phan au 1, 2 ta tm c nghiem tong quat cua he.
4.2. Mot so nh ly c ban cua phng trnh vi phan
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4.2 Mot so nh ly c ban cua phng trnh vi phan

4.2.1 S ton tai nghiem:
Trong nh ly ton tai va duy nhat nghiem cua bai toan Cauchy, ieu kien Lipschitz khong the bo c. nh ly sau ay khang nh s ton tai (nhng khong duy nhat!) cua nghiem khong dung ieu kien Lipschitz.
va gia s f : A Rn lien tuc. at M = maxA ||f (x, y )|| va = min(a, b/M ). Khi o bai toan Cauchy y = f (x, y ), y (x0 ) = y0 co t nhat mot nghiem tren [x0 , x0 + ].
nh ly 4.2.1 (Peano). Xet hnh hop A = {(x, y ) R Rn /|x x0| a, ||y y0|| b}
Nhan xet: Trc het hay lu y rang ta khong the s dung phng phap lap Picard v
khong co ly do bao am day xap x o hoi tu. Thay vao o, ngi ta xay dng cac nghiem xap x (a phng) bi tiep tuyen cua no
y (x + h) = y (x) + h.f (x, y (x))
Vi h cho trc ta xay dng day {xn , yn}n0 xac nh bi: (4.4) Ta goi yh(x) la ham tuyen tnh tng khuc qua cac iem (xn , yn); o th cua no c goi la a giac Euler.
yn+1 = yn + hf (xn , yn ), xn+1 = xn + h.
Bo e 4.2.2. Vi cac gia thiet trong nh ly 4.2.1 va vi h := /N (N
Euler thoa (x, yh (x)) A vi moi x [x0 , x0 + ]. Ngoai ra, ||yh(x) yh (x )|| M |x x | vi moi x, x [x0 , x0 + ]
||yn+1 yn || hM
N),
a giac
Chng minh: Qui nap theo n. Gia s ieu o ung vi n, ta co

nen, vi n + 1 N ta eu co
||yn+1 y0 || (n + 1)hM M b
ieu nay chng to (x, yh (x)) A vi moi x [x0 , x0 + ]. Bat ang thc trong menh e la hien nhien ung v yh(x) la tuyen tnh tng khuc va co he so goc b chan bi M . e chng minh nh ly ta can khai niem sau: nh ngha 4.2.1. Ho ham f : I Rn c goi la ong lien tuc neu vi moi > 0, co ton tai mot > 0 (khong phu thuoc vao ca lan ) sao cho
, x, x (|x x | < = ||f(x) f (x )|| < )
chan eu tren [a, b]. Khi o ho ham {f } co cha mot ham g (x) lien tuc tren [a, b].
nh ly 4.2.3 (ArzelaAscoli). Cho ho cac ham f

Chng minh: Xem giao trnh giai tch ham.
: [a, b] Rn ong lien tuc va b mot day con {gn(x)} hoi tu eu en
68
Chng minh nh ly Peano:

Xet a giac Euler yh(x) vi h = /N , Day nay b chan va ong lien tuc (theo Bo e 4.2.2) nen theo nh ly ArzelaAscoli, ho ham y h(x) co cha mot day con hoi tu eu ve ham lien tuc y : [a, b] Rn Ta ch ra rang ham gii han nay chnh la nghiem cua bai toan Cauchy. Ta xet x [x0 , x0 + ] (tren [x0 , x0 ] ta xet tng t), ky hieu k = k (h) la ch so sao cho x [xk , xk+1 ], vi xk = x0 + kh. Khi o, tren oan con nay ta co
yh (x) y0 = hf (x0 , y0) + + hf (xk1 , yk1) + (x xk )f (xk , yk )
vi cac cap gia tr (xj , yj ) la cac xap x bang phng phap Euler (xem (4.4)). V f lien tuc nen kha tch, va co the viet
x x0
f (t, y (t))dt = hf (x0 , y (x0)) + + hf (xk1 , y (xk1)) + (x xk )f (xk , y (xk )) + r (h)
vi r(h) 0 khi h 0. Tnh lien tuc eu cua f tren A va s hoi tu eu cua day con cua {yh (x)} en y (x) cho phep ta anh gia
||f (x, yh(x)) f (x, y (x))|| <
vi h u be. Khi o t cac ang thc tren ta co

yh (x) y0
x x0
f (t, y (t))dt |x x0 | + ||r (h)|| + ||r (h)||
Cho h 0 ta thay ham y (x) thoa man phng trnh tch phan
x
y (x) = y0 +
x0
f (t, y (t))dt
ma nghiem cua no chnh la li giai cua bai toan Cauchy.
Nhan xet: nh ly Peano hoan toan khong cha thong tin ve s duy nhat nghiem.
4.2.2 Thac trien nghiem va s ton tai toan cuc:

Ta quan tam en bai toan keo dai nghiem cua bai toan Cauchy y (x0 ) = y0 .
y = f (x, y )
vi
la m trong R Rn ) c goi la thoa ieu kien Lipschitz a phng tren U neu tai moi (x 0 , y0) U eu ton tai lan can V U sao cho f thoa ieu kien Lipschitz tren V .
f : U Rn U
nh ngha 4.2.2. Ham
(vi
Nhan xet: Neu ham f lp C 1 tren U th thoa ieu kien Lipschitz a phng.
4.3. He phng trnh vi phan tuyen tnh
69
Bo e 4.2.4. Neu f

lien tuc va thoa ieu kien Lipschitz a phng tren U th vi moi (x0 , y0 ) U eu ton tai mot khoang m Imax = ( , + ) x0 sao cho:
: Rn
Bai toan Cauchy y = f (x, y ) vi y (x0 ) = y0 co nghiem duy nhat tren Imax Neu z : I Rn la mot nghiem nao o cua bai toan Cauchy nay th I Imax va z = y |I .
Imax = {I/I
m cha x0 va bai toan Cauchy co nghiem tren I } Sau o xac nh ham y : Imax Rn theo cach sau: Vi x Imax , x phai thuoc mot I nao o, ma tren o bai toan Cauchy co nghiem. Khi o, ta gan y (x) bi gia tr cua nghiem o tai x. Phan con lai, ta can ch ra nghiem nh the la xac nh tot va duy nhat. Chi tiet danh cho ban oc.
Chng minh: Ch can at
nh ly 4.2.5. Gia s f : U Rn lien tuc va thoa ieu kien Lipschitz a phng tren
U.
Khi o moi nghiem cua bai toan Cauchy eu co mot thac trien en bien cua U . Chnh xac hn, gia s y : Imax Rn la nghiem qua (x0 , y0) U , khi o vi moi com/ pact K U eu ton tai x1 , x2 Imax vi x1 < x0 < x2 sao cho (x1 , y (x1 )), (x2 , y (x2 )) K.
Chng minh: Gia s Imax = ( , +). Neu + = th hien nhien ton tai x2 > x0 sao
cho (x2 , y (x2)) / K. Xet trng hp + < , gia s co ton tai compact x (x0 , + ). V f b chan tren K nen
||y (x) y (x )|| =
x x
ma
(x, y (x)) K
vi moi
f (t, y (t))dt M |x x | <
neu x, x u gan + . ieu nay dan en ton tai limx y (x) = y+; va ro rang (+, y+ ) K U do K compact. Theo nh ly ton tai va duy nhat nghiem, co ton tai nghiem cua bai toan y = f (x, y ), y+ (+ ) = y+ trong lan can cua + . ieu nay vo ly v Imax la cc ai. Chng minh tng t cho trng hp x 1 .
+
4.3 He phng trnh vi phan tuyen tnh

Trong muc nay ta se khao sat cac he phng trnh vi phan tuyen tnh dang
dy1 = a11 (x)y1 + a12 (x)y2 + + a1n (x)yn + g1 (x) dx dy2 = a21 (x)y1 + a22 (x)y2 + + a2n (x)yn + g2 (x) dx dyn = an1 (x)y1 + an2 (x)y2 + + ann (x)yn + gn (x) dx
(4.5)
70
gi (x)
nh ly 4.3.1 (Ton tai va duy nhat nghiem). Gia s cac he so aij (x) va gi(x) la cac ham lien tuc tren khoang I x0 . Khi o he phng trnh (4.6) co duy nhat mot nghiem y = y (x) thoa ieu kien ban au (4.3) tren I .
trong o x la bien oc lap va y1, . . . , yn la cac an ham can tm, cac ham aij (x) va lan lt c goi la cac he so va he so t do cua he. Chung c gia thiet lien tuc tren khoang I = (a, b) R nao o. Ten goi he phng trnh tuyen tnh la do ve phai la cac ham bac nhat theo cac an ham y1, . . . , yn. Dung ky hieu ma tran, co the viet he (4.5) di dang thu gon y = A(x)y + g (x) (4.6) trong o A(x) = (aij (x)) la ma tran ham cap n n, g (x) = (g1(x), . . . , gn (x))t la vector cot. Neu g (x) 0, ta noi he tren la he tuyen tnh thuan nhat , neu ngc lai, ta noi he khong thuan nhat. nh ly sau ay la mot trng hp rieng cua nh ly ton tai va duy nhat nghiem tong quat oi vi bai toan Cauchy.
4.3.1 He tuyen tnh thuan nhat:

Ta se mo ta ky hn khong gian nghiem cua he thuan nhat ma, vi ky hieu ma tran co the viet lai di dang (4.7) y = A(x)y Trc het hay nhan xet rang tap tat ca cac nghiem cua mot he thuan nhat co cau truc khong gian vector (tren R). e xay dng nghiem tong quat cua he (4.7), ta tm n nghiem oc lap tuyen tnh lap thanh c s cua khong gian nghiem cua no. He n nghiem nh the luon ton tai, chang han, ta lay n nghiem yi (x) = (yi1(x), . . . , yin(x)), vi i = 1, n ma thoa ieu kien ban au yi(x0 ) = ei = (0, . . . , 0, 1, 0, . . . , 0)t, trong o so 1 v tr th i. Ky hieu R(x, x0 ) la ma tran ma cac vector cot cua no la cac nghiem ac biet nay, khi o R(x, x0 ) c goi la giai thc cua he phng trnh (4.7). Menh e sau cho ta vai tnh chat n gian cua giai thc:
Khi o:
Menh e 4.3.1. Gia s A(x) la ma tran cac ham lien tuc tren mot oan nao o I
i) R(x0 , x0 ) = In ii) R(x, x0 ) = R(x, x1 )R(x1 , x0 ) iii) R(x, x0 ) kha nghch, va R(x, x0 )1 = R(x0 , x)
x0 .
Bay gi, gia s yi (x) = (yi1(x), . . . , yin(x)), vi i = 1, n la n nghiem oc lap tuyen tnh nao o cua he (4.7). Ta ky hieu (x) la ma tran ma cac cot cua no la n nghiem nay. Khi o (x) la ma tran kha nghch va c goi la ma tran c ban cua he, trong khi nh thc cua no cung goi la nh thc Wronski cua n nghiem nay. Ta kiem tra khong kho rang
4.3. He phng trnh vi phan tuyen tnh
71
Menh e 4.3.2.
R(x, x0 ) = (x)(x0 )1
Chng minh: That vay, do tnh chat tuyen tnh cua he (4.7), nghiem y (x, x0, y0) cua he nay vi ieu kien ban au y (x0) = y0 Rn co the viet di dang
y (x, x0 , y0) = R(x, x0 )y0
Mat khac, (x)(x0 )1y0 cung la mot nghiem cua he va thoa cung ieu kien ban au nh y (x, x0, y0). Do tnh duy nhat nghiem ta suy ra ieu phai chng minh.
nh ly 4.3.2 (Cong thc OstrogradskiLiouville). Gia s

x
trong he (4.7) lien tuc tren mot khoang I nao o va (x) la ma tran c ban cua no. Khi o
A(x) det (x) = det (x0 ). exp
x0
tr A(t)dt
trong otr A(x) := a11 (x) + + ann (x) c goi la vet cua ma tran A(x).
Chng minh: at (x) = (ij (x))nn . V nh thc det (x) la tuyen tnh theo moi
hang cua (x) nen ta co
d (det (x)) = dx 11 (x) Di (x) = i1 (x) n1 (x) 1n (x) in (x) nn (x)
det Di (x)
i=1
vi
trong o ma tran Di (x) suy t ma tran (x) bang cach thay dong th i bi cac ao ham cua no. e y rang (x) la ma tran nghiem cua (4.7), tc la (x) = A(x)(x), nen ta co ij (x) = n k =1 aik (x)kj (x). T o
11 (x) n det Di (x) = aik (x) det k1 (x) k =1 n1 (x) 1n (x) kn (x) nn (x)
hang th i
Neu k = j th nh thc tng ng ve phai bang 0, do o

det Di (x) = aii (x) det (x)
Do o
d (det (x)) = dx
aii (x) det (x) = tr A(x). det (x)

i=1
Tch phan phng trnh vi phan nay ta c ieu phai chng minh.
72
Nhan xet: T nh ly tren ta thay rang he n nghiem cua (4.7) lap thanh he nghiem c ban khi ma tran thanh lap bi chung co nh thc khac khong tai t nhat mot iem x0 nao o. Do o e tm nghiem tong quat cua he (4.7) ta tm he n nghiem c ban yi (x) = (yi1 (x), . . . , yin (x)). Khi o nghiem tong quat cua he la
y11 (x) yn1 (x) y12 (x) yn2 (x) + + C y = C1 y1 (x) + + Cn yn (x) = C1 . .. n . . . y1n (x) ynn (x)
trong o C1, . . . , Cn la cac hang so tuy y.
4.3.2 He PTVP tuyen tnh khong thuan nhat:

Trc het ta e y rang neu biet mot nghiem rieng nao o cua he khong thuan nhat (4.6) va nghiem tong quat cua he thuan nhat tng ng th tong cua chung cho ta nghiem tong quat cua he khong thuan nhat o. Ngoai ra e xay dng nghiem rieng nay, ta co the dung phng phap bien thien hang so khi biet n nghiem oc lap tuyen tnh cua he thuan nhat tng ng. Gia s n nghiem nh the la yi(x) = (yi1(x), . . . , yin (x)), ta at
y11 (x) yn1(x) y12 (x) yn2(x) y = C1 (x) . + + Cn (x) . . . . . y1n (x) ynn (x)
e y la nghiem cua he (4.6), cac ham Ci (x) phai thoa he phng trnh vi phan sau:
y11 (x) yn1 (x) g1 (x) y12 (x) yn2 (x) g2 (x) ( x ) C1 (x) . + + C = . . n . . . . . . y1n (x) ynn (x) gn (x)
V nh thc Wronski cua he nay luon khac khong, nen ta luon giai c cac Ci (x) va t o tm c Ci (x).
4.4. He PTVP tuyen tnh he so hang so.
73
4.4 He PTVP tuyen tnh he so hang so.

Trong tiet nay ta xet he phng trnh tuyen tnh vi cac he so aij (x) la hang so
dy 1 = a11 y1 + a12 y2 + + a1n yn + g1 (x) dx dy2 = a21 y1 + a22 y2 + + a2n yn + g2 (x) dx dyn = an1 y1 + an2 y2 + + ann yn + gn (x) dx
(4.8)
Di dang ma tran, he co the viet mot cach thu gon:

y = Ay + g (x)
(4.9)
trong o A = (aij ) la ma tran vuong cap n. Neu g (x) ong nhat bang khong, ta co he tuyen tnh thuan nhat he so hang
y = Ay
(4.10)
4.4.1 Phng trnh ac trng

Trc het, ta tm nghiem cua he thuan nhat (4.10). Giong nh trong trng hp phng trnh vi phan cap cao he so hang ta tm nghiem rieng khac khong cua he thuan nhat di dang y = (y1 , . . . , yn ) vi yj = j ex Thay yj vao he (4.8) vi chu y g (x) 0; sau khi rut gon ta c he phng trnh tuyen tnh cho va cac j la
(a11 )1 + a12 2 + + a1n n = 0 a21 1 + (a22 )2 + + a2n n = 0 an1 1 + an2 2 + + (ann )n = 0
(4.11)
V cac j khong ong thi bang khong nen nh thc cua he phai bang khong, tc la phai la nghiem cua phng trnh:
a12 (a11 ) a21 (a22 )
.. .
.. .
an1
an2
(ann )
.. .
a1n a2n
=0
(4.12)
Phng trnh (4.12) (an la ) c goi la phng trnh ac trng cua he (4.10). ay la mot phng trnh a thc cap n theo . Cac nghiem j cua phng trnh nay khong la g khac hn cac gia tr ac trng cua ma tran A. Vector nghiem vj cua he (4.11) ng vi gia tr rieng j cua A chnh la cac vector rieng cua A.
74
4.4.2 He nghiem c ban

e xay dng nghiem tong quat cua he thuan nhat ta can tm mot he nghiem c ban no, tc la he cac nghiem oc lap tuyen tnh nh he cac vector ham. Ta nhan xet rang neu v = (1 , . . . , n ) la vector rieng cua A ng vi gia tr rieng th vector ham y = ex v la mot nghiem cua he (4.10). Vay van e a ve bai toan gia tr rieng cua ma tran.
Trng hp I (A cheo hoa c)

Trong trng hp nay co ton tai n vector rieng oc lap tuyen tnh v1 , . . . , vn ng vi cac gia tr rieng 1 , . . . , cua ma tran A. Xet ma tran nghiem
(x) = e1 x v1 , . . . , en x vn
Ta co (0) la kha nghch, do o theo nh ly Liouville 4.3.2 (x) luon luon kha nghch vi moi x. Khi o giai thc cua he (4.10) la R(x, x0 ) = (x)(x0 )1 = (x x0 )(0)1 va nghiem tong quat la y = (x).C , vi C la ma tran cot cac hang so tuy y C1, . . . , Cn .
Trng hp I (A khong cheo hoa c)

Muc ch la tm cach a ma tran A ve dang n gian nhat co the c, chang han dang tam giac hoac dang Jordan. Gia s T la ma tran kha nghch sao cho T 1AT = B vi B co dang nh the. Khi o vi phep oi an mot cach tuyen tnh y = T z, he thuan nhat (4.10) tr thanh z = Bz, trong o B co dang n gian. ac biet, khi B co dang tam giac, ta co
dz1 = b11 z1 + b12 z2 + + dx dz2 = b22 z2 + + dx dzn = dx b1n zn b2n zn bnn zn
Ta co the giai he nay bang cach tch phan cac phng trnh tuyen tnh bac nhat trc het oi vi zn roi en zn1 ,v.v... cuoi cung en z1. Cuoi cung nghiem cua he ban au cho bi y (x) = T z(x). Ve mat thc hanh, trng hp I tng ng vi trng hp phng trnh ac trng (4.12) co n nghiem phan biet. Khi cac nghiem nay la phc (trong khi A la ma tran thc) ta cung tach phan thc va phan ao e c cac nghiem oc lap tuyen tnh nh a lam oi vi PTVP tuyen tnh cap cao he so hang. Trng hp phng trnh ac trng co nghiem boi m, khi o he (4.10) co m nghiem oc lap tuyen tnh dang
P1 (x)ex P2 (x)ex .. . Pn (x)ex
trong o cac P1(x), . . . , Pn (x) la cac a thc bac m 1.
75
Cuoi cung e tm nghiem cua he tuyen tnh khong thuan nhat he so hang ta tm mot nghiem rieng cua no bang phng phap bien thien hang so xuat phat t he nghiem c ban cua he thuan nhat tng ng. Nghiem tong quat cua he khong thuan nhat bang tong cua nghiem rieng nay va nghiem tong quat cua he thuan nhat tng ng. V du: Giai he
dx = x 2y dt dy = 3x + 4y dt 1 2 3 4
ay la he thuan nhat vi ma tran A =
. Phng trnh ac trng la
1 2 = 2 3 + 2 = 0 3 4
co cac nghiem la 1 = 1, ng vi ta co he
2 = 2. 21 22 = 0 3 1 + 3 2 = 0
Chon nghiem 1 = 1, 2 = 1 ta c mot nghiem

x1 = et , y1 = et
Tng t, vi 2 = 2 ta cung tm c nghiem

x2 = e2t , 3 y2 = e2t 2
Vay nghiem tong quat la
x = C1 et + C2 e2t y = C1 et 3 C e2t 2 2
trong o C1, C2 la cac hang so tuy y. V du: Tm nghiem tong quat cua he
x =xz y =x z =xy
Phng trnh ac trng cua he la

1 0 1 1 0 = (1 )(1 + 2 ) = 0 1 1
Phng trnh nay co cac nghiem la 1, i.
76
Vi = 1 ta co he

1 2 1 2
3 = 0 =0 3 = 0
He nay cho mot vector rieng (1, 1, 0). T o ta co nghiem rieng tng ng la
x = et , y = et , z = 0
Vi = i ta co he
3 = 0 (1 i)1 1 tuy y 1 2 = i1 i2 =0 1 2 i3 = 0 3 = (1 i)1 eit cos t + i sin t ieit = sin t i cos t it (1 i)e (cos t + sin t) + i(sin t cos t) cos t sin t cos t + sin t sin t cos t sin t cos t
Chon vector rieng (1, i, 1 i) ta c nghiem
Tach phan thc va phan ao, ta c hai nghiem oc lap tuyen tnh va
Vay nghiem tong quat cua he a cho la
x = C1 et + C2 cos t + C3 sin t y = C1 et + C2 sin t C3 cos t z = C2 (cos t + sin t) + C3 (sin t cos t)
trong o C1, C2, C3 la cac hang so tuy y. V du: Giai he Phng trnh ac trng
x =xy y = x + 3y
1 1 = ( 2)2 = 0 1 3 x = (C1 t + C2 )e2t y = (D1 t + D2 )e2t
co nghiem kep la = 2. Khi o he a cho co 2 nghiem oc lap tuyen tnh dang
Thay cac bieu thc cua x, y vao he a cho, sau khi can bang hai ve, ta tm c
D1 = C1 D2 = C1 C2
77
vay nghiem tong quat cua he a cho la

x = (C1 t + C2 )e2t y = (C1 t + C1 + C2 )e2t
trong o C1, C2 la hai hang so tuy y.
78
BAI TAP
1. Giai cac he phng trnh vi phan sau va xay dng ma tran nghiem c ban (a)
dx = 3x 2y dt dy = 2x 2y dt
(b)
dx = 2x 5y dt dy = x 2y dt
2. Giai cac he phng trnh vi phan sau (a) (b)

dx = 2x y dt dy = x + 2y dt dx = x + 2y dt dy = 2x + y dt
(c) (d)
dx + 2x + 4y = 1 + 4t dt dy t2 +xy = 3 2 dt dx =y dt dy = x + et + et dt
3. Tm nghiem tong quat cua cac he phng trnh vi phan sau (a)
dx = 3x + 12y 4z dt dy = x 3y + z dt dx = x 12y + 6z dt dx = 2x y z dt dy = 12x 4y 12z dt dx = 4x + y + 5z dt
(c)
dx = 4x + 2y + 5z dt dy = 6x y 6z dt dx = 8x + 3y + 9z dt
(b)
Chng 5 Phng phap so giai phng trnh vi phan

Trong chng nay ta quan tam en viec giai gan ung PTVP vi s ho tr cua phan mem tnh toan MAPLE. Nh ta a biet, viec tm nghiem cua PTVP di dang bieu thc giai tch chnh xac khong phai bao gi cung lam c. ieu o lam tang them vai tro cua cac phng phap giai gan ung, ac biet trong cac lnh vc ng dung. Vi cac cong cu thiet ke san di dang goi lenh, MAPLE cung cap cac giai phap phng trnh vi phan kha hu ch va thuan tien. Chung toi co gang minh hoa cac thao tac tnh toan vi MAPLE ma khong co tham vong i xa hn vao nhng kha nang ln lao khac cua phan mem nay. D nhien, ieu o cung khong chng to rang MAPLE la ngon ng duy nhat hu ch nh the neu em so sanh vi mot so phan mem khac nh MATHEMATICA, MATLAB, ...
5.1 Cac phng phap giai tch giai gan ung PTVP.
5.1.1 Xap x Picard.
Nh a trnh bay trong chng I, vi mot so gia thiet nao ay ve ham f (x, y ), bai toan gia tr ban au
y = f (x, y ), y (x0 ) = y0
(5.1)
co duy nhat nghiem trong lan can cua iem x0 . Van e at ra kha t nhien la tm nghiem duy nhat nay. Song, khong phai luc nao cung co the viet ra bieu thc giai tch cua nghiem mot cach chnh xac; va v ieu o cung khong nhat thiet phai lam trong mot so ng dung tnh toan so nen ngi ta ch can tm nghiem xap x vi mot o chnh xac nao o chap nhan c. Phng phap xap x Picard ngoai gia tr ve mat ly thuyet ve s ton tai nghiem cua bai toan Cauchy con cho chung ta li giai xap x cua nghiem nay. Noi dung cua
80
Chng 5. Phng phap so giai phng trnh vi phan
phng phap nay la tm nghiem gan ung cua phng trnh tch phan
x
y (x) = y0 +
x0
f (t, y (t))dt
(5.2)
ma tng ng vi phng trnh (5.1). Xuat phat t xap x gan ung au tien y0(x) y0 ta tm cac xap x tiep theo bang cong thc qui nap
x
yn (x) = y0 +
x0
f (t, yn1(t))dt
(5.3)
S kien day nghiem xap x nay hoi tu a c chng minh trong tiet 1.2, toc o hoi tu c anh gia bi sai so th n
n (x)
:= |y (x) yn (x)| ML
n |x
x0 |n+1 , (n + 1)!
x [x0 h, x0 + h]
trong o M, L, h la cac hang so e cap trong nh ly ton tai va duy nhat nghiem 1.2.2. V du 1: Tm nghiem gan ung cua phng trnh y = x y vi y (0) = 1 V ham ve phai f (x, y ) = x y lien tuc trong toan mat phang va thoa ieu kien Lipschitz trong lan can cua iem (0, 1) nen bai toan a cho co li giai duy nhat. Bat au vi
y0 (x) = 1
va dung cong thc (5.3) ta c

x2 y1 (x) = 1 + 1)dt = 1 x + 2 x3 x y2 (x) = 1 + 0 (t y1 (t))dt = 1 x + x2 6 3 x x4 x 2 y3 (x) = 1 + 0 (t y2 (t))dt = 1 x + x + 3 24 3 x4 x5 x x + y4 (x) = 1 + 0 (t y3 (t))dt = 1 x + x2 3 12 120
x (t 0
Mot cach tong quat, xap x th n cho bi

yn (x) = 1 x + x2 x4 xn+1 x3 + + (1)n+1 3 3.4 3.4.5 . . . (n + 1)
Trong v du nay, nghiem chnh xac la

y (x) = 2ex + x 1
(Ban oc hay anh gia toc o hoi tu!)
5.1. Cac phng phap giai tch giai gan ung PTVP.
81
Phng phap xap x Picard cung co the ap dung cho he PTVP nh trong v du sau ay: V du 2: Tm nghiem gan ung cua he
y1 = x + y1 y2 2 y2 = x2 y1
thoa ieu kien ban au y1(0) = 1, y2(0) = 0. Ap dung cong thc (5.3) mot cach luan phien cho y1 va y2 vi xap x ban au lan 0 0 lt la y1 = 1 va y2 = 0, ta tm c
1 (x) = 1 + y1 2 (x) = 1 + y1 2 y2 (x) = x 0 x (t 0 x 0
x2 x3 x 1 + 0)dt = 1 + , y2 (x) = 0 + 0 (t2 12 )dt = x + 2 3 t2 t3 x4 x6 + , t+ 1+ t + dt = 1 2 3 24 36 t2 2

2
t2 1 +
dt = x
x5 , 5
5.1.2 Phng phap chuoi Taylor.

Trong mot so trng hp ma ve phai f (x, y ) cua phng trnh (5.1) co the khai trien c thanh chuoi Taylor trong lan can cua (x0 , y0), ta co the tm nghiem y (x), trong mot lan can cua x0 di dang chuoi Taylor tai iem o
y (x) =
n=0
y (n) (x x0 )n n!
Do o, ta co the xap x nghiem chnh xac bi a thc Taylor en cap N nao o; a thc nay hoan toan xac nh bi cac ao ham y(k)(x0), vi k = 0, N . Cac gia tr ao ham nay tnh c da vao phng trnh (5.1)
y (0) (x0 ) = y (x0 ) = y0 y (x0 ) = f (x0 , y (x0)) = f (x0 , y0 ) y (x0 ) = fx (x0 , y0 ) + fy (x0 , y0 ).y (x0 ) y (x0 ) = fxx (x0 , y0 ) + 2fxy (x0 , y0).y (x0 ) + fyy (x0 , y0 )[y (x0 )]2 + fy (x0 , y0 ).y (x0 )
V du 1: Tm nghiem gan ung cua phng trnh sau bang phng phap chuoi Taylor
y = x y, y (0) = 1
82 Giai: Ta co
y (0) = 1, y (0) = 0 1 = 1 y (0) = (1 y )(0,1) = 2 y (0) = (y )(0,1) = 2 y (4) (0) = (y )(0,1) = 2
T o nghiem xap x co dang

y (x) = 1 x + x2 2xN x3 x4 + + (1)N 3 12 N!
cua nghiem xap x theo Picard. Phng phap chuoi Taylor cung ap dung cho cac phng trnh vi phan cap cao nh trong v du sau ay. V du 2: Giai xap x phng trnh
y + xy + y = 0
Nhan xet: Chu y rang cac so hang au tien cua nghiem nay trung vi cac so hang
vi ieu kien ban au:

y (0) = 0, y (0) = 1
Giai: Ta co
y = y xy , y = 2y xy , y (4) = 3y xy , . . .
T o ta tnh c
y (0) = (y xy )(0,0) = 0 y (0) = (2y xy )(0,0) = 2 y (4) (0) = (3y xy )(0,0) = 0 y (5) (0) = (4y xy (4) )(0,0) = 8
Nghiem xap x co dang

y (x) = x
x3 x5 + + 3 15
5.2 Cac phng phap so giai PTVP.

Trong bai nay ta cung xet bai toan gia tr ban au
y = f (x, y ), y (x0 ) = y0
5.2. Cac phng phap so giai PTVP.
83
Y tng cua phng phap so giai phng trnh vi phan la ri rac hoa bien cua phng trnh. Chnh xac hn, thay v tm nghiem ung y (x) cua bai toan gia tr ban au tren [a, b] x0 ta xay dng mot day cac gia tr xap x
y1 y (x1 ), y2 y (x2 ), y3 y (x3 ), . . .
vi cac iem
x1 := x0 + h, x2 := x1 + h, x3 := x2 + h, . . .
xuat phat t iem ban au x0. Hang so h trong cac cong thc tren c goi la bc cua phng phap; tuy theo dau cua h am hay dng ma ta i lui hay i ti. e anh gia o chnh xac cua phng phap ta dung khai niem sai so, ma n gian ch la hieu gia gia tr thc s va gia tr xap x. Tai iem bat ky xi+1 , ta goi sai so toan cuc la hieu
ei+1 = y (xi+1 ) yi+1
D nhien, sai so toan cuc thng c quan tam nhng lai khong de anh gia va kho ieu khien. Thay vao o ngi ta co the o bang sai so a phng xay ra trong mot bc xap x. Neu goi v(x) la nghiem (ung) cua bai toan gia tr ban au
v = f (x, v ), v (xi ) = yi
th sai so a phng tai x = xi+1 la

e i+1 = v (xi+1 ) yi+1
D nhien, ta co the ieu khien sai so toan cuc mot cach gian tiep bang cach ieu khien sai so a phng. Ngi ta tam phan loai cac phng phap so tuy theo no co bo nh hay khong. Tc la, vi yi a cho cach xac nh yi+1 co phu thuoc ch vao thong tin tai xi hay khong. Cac phng phap so ma yi+1 hoan toan c xac nh bi thong tin tai iem xi (ma khong phu thuoc vao cac iem trc o) c biet en vi ten goi phng phap mot bc. Vay phng phap mot bc tong quat co the c mo ta bi
yi+1 = yi + h(xi , yi), y0 = y (x0 )
(5.4)
trong o la ham ac trng cho phng phap. Muc ch la ta tm cac thuat toan chnh xac, tc la thuat toan sao cho vi thuat toan nay, nghiem thc s y (x) hau nh thoa (5.4) theo ngha
y (xi+1) = y (xi) + h(xi , y (xi )) + hi
vi i be.
84
ai lng hi c goi la sai so chat cut a phng cua phng phap. Mot phng phap so c goi la cap p neu vi moi xi (a, b) va vi moi h u be, co ton tai cac hang so C sao cho
|i | = Chp
ieu nay ngha la i dan en 0 khong cham hn hp ; va ta se dien ta ieu o bi i = O (hp ). Sau ay ta se xet mot vai phng phap mot bc thong dung.
5.2.1 Phng phap chuoi Taylor.

Tuy theo bieu thc cua ma ta phan loai cac phng phap mot bc. Mot trong nhng phng phap mot bc n gian nhat la phng phap chuoi Taylor, ma nen tang cua no la khai trien Taylor cua nghiem y (x). Gia s ao ham en cap p + 1 cua y (x) lien tuc tren oan [a, b] nao o, khi o ta co khai trien
hp1 hp+1 (p+1) ( i ) y (xi+1 ) = y (xi ) + h y (xi ) + + y (xi ) +y p! (p + 1)!
(p)
(5.5)
ay xi i xi+1 . Tnh lien tuc cua y(p+1) ch ra rang no b chan tren [a, b] va nh vay
y (p+1) (i ) hp+1 = O (hp+1) = hO (hp ) (p + 1)!
Dung s kien y
= f (x, y ),
(5.5) co the c viet lai di dang

hp1 + hO (hp ) p!
y (xi+1 ) = y (xi ) + h f (xi , y (xi )) + + f (p) (xi , y (xi))
trong o cac ao ham toan phan cua f c nh ngha bi

f (0) (x, y ) = f (x, y ), f (1) (x, y ) = fx (x, y ) + fy (x, y )f (x, y ), f (k) (x, y ) = fx
(k 1)
(x, y ) + fy
(k 1)
(x, y )f (x, y ),
k = 2, 3, 4, . . .
T o ta co
(xi , y (xi)) = f (xi , y (xi )) + + f (p) (xi , y (xi))
hp1 p!
va vi cach chon nay, ta co thuat toan chuoi Taylor sau ay:
85
Thuat toan chuoi Taylor:

Thuat toan nay cho phep nhan c nghiem xap x cap p cho bai toan gia tr ban au (5.1) tren [a, b] nh sau: at h =
ba n
va
xi+1 = xi + h, i = 0, 1, 2, . . . , n 1 hp1 p! yi+1 = yi + h f (xi , yi) + + f (p1) (xi , yi)
trong o x0 , y0 la cac d kien ban au.
5.2.2 Phng phap Euler va Euler cai tien.

Phng phap chuoi Taylor cap p = 1 c goi la phng phap Euler:
xi+1 = xi + h, yi+1 = yi + hf (xi , yi)
Ve phng dien hnh hoc, nghiem gan ung cho bi phng phap Euler c minh hoa bi mot ng gap khuc ma oan au tien trung vi tiep tuyen vi ng cong nghiem tai x0 . V du: Giai gan ung bai toan y = y, y (0) = 1 vi bc h = 0, 25. Xuat phat t x0 = 0, y0 = 1 va h = 0, 25, ta co thuat tnh (e y rang f (x, y ) = y )
xi+1 = xi + 0, 25, yi+1 = yi + 0, 25yi
Ket qua tnh toan bon xap x au tien la Nhc iem cua phng phap Euler la ch Bc th i 0 1 2 3 4
xi
Gia tr ung 0,0 1,0 1,0 0,25 1,25 1,2840 0,5 1,5625 1,6487 0,75 1,9531 2,1170 1,0 2,4414 2,7183
yi
Table 5.1: Nghiem xap x bang phng phap Euler. dng ao ham cap I nen oi khi sai so kha ln, khong chap nhan c. e khac phuc, ngi ta tm cach han che s thay oi qua ln cua ao ham bang cach them vao cac tnh toan trung gian thch hp.
86
y 3.0
1.5
l l
0.0 -0.25
X
0.50 1.25
Hnh 5.1: Nghiem ung va nghiem xap x theo phng phap Euler
Heun):
Cu the, phng phap Euler cai tien cho bi cong thc sau (con goi la cong thc
xi+1 = xi + h, yi+1 = yi +
h 2 f (xi , yi ) + f (xi+1 , yi +1 )
trong o yi+1 := yi + hf (xi , yi ) la gia tr xap x theo phng phap Euler.
5.2.3 Cac phng phap RungeKutta.

Cac phng phap RungeKutta c thiet ke gan giong nh phng phap chuoi Taylor, nhng co vai iem tien bo hn nh khong yeu cau tnh toan tng minh cac ao ham cua f (x, y ). Y tng c ban cua no la dung mot to hp tuyen tnh cua cac gia tr cua f (x, y ) e xap x cho y (x). To hp tuyen tnh nay c ghep sao cho gan vi khai trien Taylor cua y (x) e nhan c cac phng phap vi cap p cao nhat co the c. Ta minh hoa phng phap RungeKutta trong trng hp dung hai gia tr cua f (x, y ) tai moi bc; ky thuat nay hoan toan de m rong cho tat ca cac cong thc kieu RungeKutta. Cho trc cac gia tr xi , yi ; ta chon cac gia tr x i , y i va cac hang so 1 , 2 e lam cho
xi , y i )] yi+1 = yi + h [1 f (xi , yi ) + 2 f (
(5.6)
phu hp nhat vi khai trien Taylor

h h2 y (xi+1 ) = yi + h f (xi , yi ) + f (1) (xi , yi) + f (2) (xi , yi ) + 2 6
(5.7)
87
Sau ay, cac ao ham c hieu tai iem (xi , yi). e thuan tien ta at
x i = xi + h1 , y i = yi + 2 hf (xi , yi).
Khi o, ta can phai khp bieu thc

R = 1 f + 2 f (xi + 1 h, yi + 2 hf ) (1 + 2 )f + 2 h(2 f fy + 1 fx ) + 2 h2 2 2 2 fxx ) + O (h3 ) (2 f fyy + 21 2 f fxy + 1 2
(5.8)
vi khai trien Taylor

h2 h T = f + f (1) + f (2) + O (h3 ) 2 6 h2 h 2 ) + O (h3) = f + (f fy + fx ) + (f 2 fyy + 2f fxy + fxx + fx fy + f fy 2 6
(5.9)
Can bang cac he so cua cac luy tha cua h ta c

h0 : h :
1
1 + 2 = 1 2 2 + 2 1 =
1 2
Ta at 2 = = 0 va xem nh tham so, ta c

2 = , 1 = 1 1 1 = 2 = 2 p=2
To hp cac cong thc tren cho ta mot phng phap mot bc cap va f u trn. T o ta co thuat toan sau ay:
(vi
= 0)
Thuat toan RungeKutta cap 2:

e nhan c nghiem xap x cap ba h= va tnh toan day sau:
n xi+1 = xi + h, p = 2
cho bai toan gia tr ban au (5.1), ta at
i = 0, 1, . . . , n 1 h h , yi + f (xi , yi )) 2 2
yi+1 = yi + h (1 )f (xi , yi) + f (xi +
ta co phng phap Euler cai tien va cung c goi la phng phap RungeKutta cap 2. Khi = 1 ta co phng phap EulerCauchy.
Nhan xet: Phng phap Euler la trng hp cap p = 1 ac biet vi = 0. Vi = 1 2
88
vi h = 0.1 Bieu thc quy nap cho yi+1 la
xi yi+1

= y 2 + 1, y (0) = 0
V du: Minh hoa phng phap EulerCauchy oi vi bai toan y

= 0, 0.1, . . . , 1.0 h h = yi + hf (xi + , yi + f (xi , yi)) 2 2 h 2 2 )) = yi + 1 + (yi + (1 + yi 2
Ket qua tnh toan cho trong bang sau:

xi
0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
0.00000 0.10025 0.20252 0.30900 0.42224 0.54539 0.68263 0.83977 1.02534 1.25256 1.54327
yi
Sai so |yi tan(xi )| 0.00e+00 0.85e04 0.19e03 0.33e03 0.56e03 0.92e03 0.15e02 0.25e02 0.43e02 0.76e02 0.14e01
Table 5.2: Nghiem xap x bang phng phap EulerCauchy. kha ln khi cap p tang len. Chang han, tai moi bc ta phai tnh p gia tr khi cap p = 1, 2, 3, 4; 7 gia tr khi p = 6; 9 gia tr khi p = 7, 11 gia tr khi p = 8;....V the, thc te ngi ta thng dng lai cap p = 4, va ta co thuat toan sau ay:
Nhan xet: Han che ln nhat cua phng phap RungeKutta la khoi lng tnh toan
Thuat toan RungeKutta cap 4:

Thuat toan nay the hien bi day cac cong thc sau:
k1 = f (xi , yi), h h k2 = f (xi + , yi + k1 ), 2 2 h h k3 = f (xi + , yi + k2 ), 2 2 k4 = f (xi + h, yi + hk3 ),
va
h yi+1 = yi + (k1 + 2k2 + 2k3 + k4 ) 6
89
= y + x2 3 sin(12x), y (0) = 2.
Ta ap dung phng phap RK cap 4 vi bc h = 0.2 tren oan [0, 1]. Cac ket qua tnh toan bang MAPLE cho trong bang sau:
xi
V du: Tm nghiem gan ung cua bai toan y
0.0 0.2 0.4 0.6 0.8 1.0
2.00000 1.23506 1.23303 1.15932 0.68259 1.13040
yi
Table 5.3: Nghiem xap x bang phng phap RK cap 4.
Nhan xet: Phng phap RungeKutta co the c ap dung e giai mot he phng trnh vi phan thng cap I. Cac bc tnh toan van c thc hien nh tren.
5.2.4 Cac phng phap a bc (multi-step):

Ta e y rang cac phng phap ma ta a thao luan tren ay la khong co bo nh, tc la gia tr cua y (x) vi x trc xi khong anh hng trc tiep en gia tr cua y (x) vi x sau xi . Cac phng phap khac tien bo hn cho co tnh en anh hng cua cac gia tr trc o en bc ma ta ang xet, goi la cac phng phap a bc. Sau ay ta chu yeu xet en cac phng phap (a bc) AdamsBashforth va Adams Moulton ma noi dung c mo ta bi cac cong thc sau ay: Gia s ta a tm c cac gia tr xap x yi+1j = y (xi+1j ) vi j = 2, 3, . . . , p cua nghiem y (x) cua bai toan (5.1). e tm gia tr tiep theo yi = y (xi ) ta co the tien hanh theo cac bc sau ay. T phng trnh vi phan a cho ta co the xap x cac ao ham y (xi+1j ) bi
y (xi+1j ) = f (xi+1j , y (xi+1j )) = f (xi+1j , yi+1j ) = fi+1j
Khi o, gia tr tiep theo co the cho bi cong thc

xi+1 xi+1
y (xi+1 ) = y (xi ) +
xi
y (x)dx = y (xi ) +
xi
f (x, y (x))dx
Phng phap AdamsBashforth chu yeu bao gom viec thay f (x, y (x)) bi a thc noi suy P (x) cua no tai cac iem moc xi+1j vi cac gia tr tng ng fi+1j , trong o j = 1, 2, . . . , p trong tch phan tren.
p
yi+1 = yi + h
j =1
p,j fi+1j
(5.10)
90
Trong cong thc nay, tai moi bc ta ch phai tnh mot gia tr cua f . Mot net thu v cua phng phap nay la viec xap x y (x) bi a thc P (x), v khi o gia tr cua nghiem y (x) gia hai iem li lien tiep co the xap x nh a thc nay
y (x) = yi +
x
P (t)dt.
xi
Nhan xet: Phng phap AdamsBashforth cap

con khi p = 2 no c cho bi
yi+1 = yi + h
p = 1
chnh la phng phap Euler,
3 1 f (xi , yi ) f (xi1 , yi1) 2 2
Cong thc AdamsMoulton (AM) sinh ra khi a thc noi suy P (x) cho bi cac gia tr fi+1j vi j = 0, 1, . . . , p 1
p 1
yi+1 = yi + h
j =0
p,j fi+1j
(5.11)
iem khac biet cua phng phap (AM) vi phng phap (AB) la cho ve phai cua (5.11) co cha so hang fi+1 = f (xi+1 , yi+1) ma ch c nh ngha mot cach an. Vay au tien ta tien oan gia tr nay bang phng phap (AM) trong cong thc (5.10), roi sau o ieu chnh no bang cong thc (5.11).
5.3 Phng trnh vi phan va phan mem tnh toan MAPLE.

Trong muc nay ta gii thieu va minh hoa mot so goi lenh va thu tuc chu yeu cua MAPLE 7 nham ho tr cho viec nghien cu phng trnh vi phan thng. D nhien, ay khong phai la phan mem duy nhat vi cac chc nang nh the; do o ban oc cung tm thay nhng cong cu tng t trong MATHEMATICA, MATLAB,....
5.3.1 Gii thieu chung:

MAPLE la san pham cua Waterloo Maple Inc. ma co nguon goc xuat phat t ai hoc tong hp Waterloo (Canada) va ai hoc ky thuat Zurich, va c ang ky nhan hieu thng mai t phien ban MAPLE V. Cho en nay no c pho bien rong rai tren toan the gii, ac biet trong cac trng ai hoc va tai cac trung tam tnh toan, nh tnh nang gon nhe, de s dung va kha nang tnh toan cua no. MAPLE la mot he phan mem tnh toan chuyen dung cung cap mot so lng ln cac toan t toan hoc khac nhau ve nhieu lnh vc nh giai tch so, tnh toan ai so ky hieu, o th,....Mot khoi lng cau lenh khong lo cua no giup ngi s dung de dang thc hien t cac phep tnh so hoc n gian en cac tnh toan phc tap nh giai tch tensor, ly thuyet nhom,v.v. No cung cap mot giao dien ep, de s dung, mot moi trng lam
5.3. Phng trnh vi phan va phan mem tnh toan MAPLE.
91
viec thoai mai, ac biet tien li cho ngi s dung trong lnh vc giao duc, nghien cu va cong nghiep. Ngoai ra, MAPLE co the c s dung hieu qua nh mot ngon ng lap trnh vi ay u cac cong cu, cac th vien nh mot mot ngon ng lap trnh chuyen nghiep. oi vi phng trnh vi phan va phng trnh ao ham rieng, MAPLE cung cap cac goi lenh san co rat hu hieu e nghien cu chung nh DEtools, dsolve, PDEtools, v.v. Cac goi lenh nay cho phep ta co the ve trng vector, bc tranh pha, giai c hau het cac phng trnh vi phan cap I cau phng c. Ngoai ra, vi kha nang tnh toan toc o va chnh xac, no co the ho tr viec giai gan ung cac phng trnh vi phan bang cac phng phap gan ung thong dung nh phng phap Euler, RungeKutta,....
5.3.2 Ve ng cong tch phan va trng cac hng

Ta minh hoa cac thao tac oi vi phng trnh vi phan
3 1 y = y+ 2 2
ma nghiem tong quat la
y = 3 + C exp(x/2)
e ve ng cong tch phan, ta khai bao vi MAPLE goi lenh phng trnh vi phan, roi khai bao phng trnh cung vi cac ieu kien ban au:
with(DEtools): pt := diff(y(x),x)=-y(x)/2 + 3/2; dkbd:=[-1,-0.5],[0,0],[0,2],[-1,4],[0,5]; DEplot(pt,y(x),x=-1..5,dkbd);
Lenh DEplot ve (ma khong can giai phng trnh) cac ng cong tch phan vi cac ieu kien ban au a cho. Mot cac tng t ta cung co the ve c trng cac hng cua mot phng trnh vi phan cho trc bang lenh dfieldplot hoac phaseportrait vi cac khai bao hoan toan giong nh tren.
5.3.3 Giai phng trnh vi phan bang MAPLE.

MAPLE c trang b nhieu goi lenh cho phep tm tch phan tong quat cua mot phng trnh vi phan hoac giai gan ung theo cac phng phap so. Chang han, cau lenh dang
pt := diff(y(x),x)=-y(x)/2 + 3/2; dsolve(pt);
92
cho phep tm nghiem tong quat cua phng trnh a khai bao. e tm nghiem rieng, ta phai khai bao them cac ieu kien ban au. oi vi cac phng trnh vi phan ma nghiem cho di dang an, ta cung co the tch phan va ve ng cong tch phan cua chung vi cong cu implicitplot. Xet v du sau
with(DEtools):with(plots): pt1 := y(x)*diff(y(x),x)=-(1+y(x)2)*sin(x); sol:= dsolve(pt1,y(x));
Nghiem tong quat la

sol := y (x)2 = 1 + e2 cos(x) C1
5.3.4 Giai gan ung phng trnh vi phan bang MAPLE

Trong phan nay ta se minh hoa mot so thu tuc giai gan ung bai toan gia tr ban au (5.1) qua cac v du cu the sau ay: V du: Giai bang phng phap Euler bai toan y = x + y, y (0) = 0.
restart; v1:= diff(y(x),x) = x + y, y(0) = 0;f := unapply(rhs(v1[1]), x, y); h:= 0.25; for k from 0 to 4 do x[k] := 0 + k*h od: y[0] := 0: for k from 0 to 3 do y[k+1] := y[k] + h*f(x[k],y[k]) od: lp := [seq([x[k], y[k]], k =0..4)];
Ta cung co the dung thu tuc co san firsteuler trong th vien share nh sau:
with(share): readshare(ODE, plots): v2 := firsteuler((x,y) - x+y, [0,0], .25 , 4); v3 := makelist(v2);
Trong khi o nghiem chnh xac la

y := y: v4 := dsolve(diff(y(x), x) = x + y(x), y(0) = 0, y(x));
va ta co the so sanh nghiem chnh xac vi nghiem gan ung

with(plots): v5 := plot(rhs(v4), x = 0..1, y = 0..0.7,style=line): v6 :=plot(lp, x = 0..1): v7 := textplot([1,.44,xapxi], [1,.65, y(x)]): display(v5, v6, v7);
V du: Thuat toan RungeKutta cap 2 (Phng phap Heun)
5.3. Phng trnh vi phan va phan mem tnh toan MAPLE.
93
0.7 y(x) 0.6
0.5 xapxi 0.4
0.3
0.2
0.1
0.2
0.4 x
0.6
0.8
Hnh 5.2: Nghiem xap x theo phng phap Euler
Phng phap RungeKuttaNystrom giai PTVP cap II:

Phng phap nay (goi ngan gon la RKN) e giai gan ung phng trnh vi phan cap II (khong nhat thiet la tuyen tnh) dang sau ay
y (x) = f (x, y, y ), y (x0 ) = y0 , y (x0 ) = y0
Thuat toan RKN the hien bi thu tuc sau ay.
94
Runge-Kutta cap 2
> Heun := proc(f,a,b,h,N) local k,x,y,k1,k2,ds: ds := array(0..N): x(0) := a: y(0) := b: for k from 0 to N do: ds[k] := [x(k),y(k)]: k1 := h*f(x(k),y(k)): k2 := h*f(x(k)+h,y(k)+k1): y(k+1) := y(k) + (k1+k2)/2:x(k+1) := x(k) +h: od: convert(ds, list); end: > Ketqua:= Heun((x,y) -> -y +x^2 +1, 0, 1, 0.1, 10); Ketqua := [ [ ,0 ] 1 , [ .1, 1.000500000 ], [ .2, 1.002902500 ], [ .3, 1.008926762 ], [ .4, 1.020128720 ], [ .5, 1.037916492 ], [ .6, 1.063564425 ], [ .7, 1.098225805 ], [ .8, 1.142944354 ], [ .9, 1.198664640 ], [ 1.0, 1.266241499 ] ] >
BAI TAP
1. Bang phng phap xap x Picard, giai cac bai toan gia tr ban au sau: (a) (b) (c) (a) (b) (a) (b) (a) (b) (c)
x , y (0) = 1 (en phep lap th 3) y y = x y, y (0) = 1 (en phep lap th y = y = xy + 2x x3 ,
3) y (0) = 0 (en phep lap th 6)
2. Bang phng phap chuoi nguyen, giai gan ung cac bai toan Cauchy sau:
y = y, y (0) = 1 y1 (0) = 1 y2 (0) = 0 y1 = x + y1 y2 , 2 , y2 = x2 y1
3. Bang phng phap Euler, giai gan ung cac bai toan Cauchy sau:
y = y, y (0) = 1 y = x + 2y 2 ,
tren oan [0, 1] vi bc h = 0.1 y (0) = 0 tren oan [0, 1] vi bc h = 0.2

y (0) = 0
4. Bang phng phap Euler cai tien, giai gan ung cac bai toan Cauchy sau:
y = sin x + cos y, y y
tren oan [0, 1] vi bc h = 0.2 = xy, y (0) = 1 tren oan [0, 1] vi bc h = 0.2 = sin(x) + exp(x), y (0) = 0 tren oan [0, 1] vi bc h = 0.1
95
Runge-Kutta cap 4
> RuKu := proc(f,a,b,h,N) local k,x,y,k1,k2,k3,k4,ds: ds := array(0..N): x(0) := a: y(0) := b: for k from 0 to N do: ds[k] := [x(k),y(k)]: k1 := h*f(x(k),y(k)): k2 := h*f(x(k)+h/2,y(k)+k1/2): k3 := h*f(x(k)+h/2,y(k)+k2/2): k4 := h*f(x(k)+h,y(k)+k3): y(k+1) := y(k) + (k1+2*k2+2*k3+k4)/6: x(k+1) := x(k) +h: od: convert(ds, list); end: > Ketqua:= RuKu((x,y) -> -y +x^2 -3*sin(12*x), 0, 2, 0.2, 10); Ketqua := [ [ ,0 ] 2 , [ .2, 1.235062198 ], [ .4, 1.233026563 ], [ .6, 1.159317171 ], [ .8, .6825934541 ], [ 1.0, 1.130402152 ], [ 1.2, .8797665300 ], [ 1.4, .9995772587 ], [ 1.6, 1.538792095 ], [ 1.8, 1.358256475 ], [ 2.0, 2.090610498 ] ] >
(d)
y = xy +
4x , y
y (0) = 1
tren oan [0, 1] vi bc h = 0.1
5. Bang phng phap RungeKutta cap 4, giai gan ung cac bai toan Cauchy sau ay roi so sanh ket qua vi phng phap Euler tng ng. Trong moi trng hp phng phap nao tot hn? (a) (b) (c) (d)
1 y , y (1) = 1 tren oan [1, 2] vi bc h = 0.1 2 x x y = x + y, y (0) = 1 tren oan [0, 2] vi bc h = 0.1 y = y = 2y + 2x2 + 2x, y = 1 y, y (0) = 1
tren oan [0, 1] vi bc h = 0.1 y (0) = 0 tren oan [0, 2] vi bc h = 0.1

y + 3y + 4 sin(2x) 5x2 = 0, y (0) = 4
6. Cho bai toan Cauchy hay tm i) ii) iii) 4i) Nghiem chnh xac y (x). Nghiem xap x tren [0, 3] bang phng phap Euler vi h = 0.25 Nghiem xap x tren [0, 3] bang phng phap Heun vi h = 0.3 Nghiem xap x tren [0, 3] bang phng phap RungeKutta cap 4 vi h = 0.5
96
1.8
1.6
1.4
1.2
0.8
0.2
0.4
0.6
0.8
1 x
1.2
1.4
1.6
1.8
Hnh 5.3: Nghiem xap x theo phng phap RK cap 4 cua phng trnh y (x) + x2 3 sin (12 x) , y (0) = 2.
d y dx
(x) =
5i) So sanh cac nghiem xap x tren vi nghiem chnh xac tren mot vai oan con cua [0, 3]. 7. Bang phng phap RungeKuttaNystrom, giai gan ung cac bai toan Cauchy sau: (a) (b)
y (x) = xy (x) 5y (x), y (x) = xy (x) 2y (x), y (0) = 0, y (0) = 3, y (0) = 1, y (0) = 0, h = 0.2, N = 5. h = 0.1, N = 10.
97
Runge-Kutta-Nystrom cho PTVP cap 2
> RKN := proc(f,x0,y0,yp0,h,N) local k,x,y,k1,k2,k3,k4,K,L,yp,ds: ds := array(0..N): x(0) := x0: y(0) := y0:yp(0) := yp0: for k from 0 to N do: ds[k] := [x(k),y(k)]: k1 := (h/2)*f(x(k),y(k),yp(k)): K:= (h/2)*(yp(k) + k1/2): k2 := (h/2)*f(x(k)+h/2,y(k)+K,yp(k)+k1): k3 := (h/2)*f(x(k)+h/2,y(k)+K,yp(k)+k2): L:=h*(yp(k) + k3): k4 := (h/2)*f(x(k)+h,y(k)+L,yp(k)+2*k3): y(k+1) := y(k) + h*(yp(k) + (k1+k2+k3)/3): yp(k+1) := yp(k) + (k1+2*k2+2*k3+k4)/3: x(k+1) := x(k) +h: od: eval(ds); end: > Ketqua:= RKN((x,y,yp) -> -(3*yp*x - 8*y -x^3*ln(x))/(x^2), 1, 3,-14, 0.2, 20): > KQ:= convert(Ketqua, list); KQ := [ [ ,1 ] 3 , [ 1.2, 1.140541096 ], [ 1.4, .2412019998 ], [ 1.6, -.2901097032 ], [ 1.8, -.6575264528 ], [ 2.0, -.9385326936 ], [ 2.2, -1.162682866 ], [ 2.4, -1.339098555 ], [ 2.6, -1.467253924 ], [ 2.8, -1.541622939 ], [ 3.0, -1.553845831 ], [ 3.2, -1.493810397 ], [ 3.4, -1.350225738 ], [ 3.6, -1.110944433 ], [ 3.8, -.7631534940 ], [ 4.0, -.2934936452 ], [ 4.2, .3118622442 ], [ 4.4, 1.067154953 ], [ 4.6, 1.986999625 ], [ 4.8, 3.086356027 ], [ 5.0, 4.380505131 ] ]
3 y 2
3 x
Hnh 5.4: Nghiem xap x theo phng phap RKN cua phng trnh x2 3 xD (y ) (x) 8 y (x) = x3 ln (x) , y (1) = 3, y (1) = 14.
D (2) (y ) (x) +
98
Chng 6 Nghiem chuoi cua phng trnh vi phan

Trong chng nay ta quan tam en viec tm nghiem cua PTVP di dang chuoi luy tha (hnh thc). Trong rat nhieu cac bai toan, ngi ta quan tam en nghiem cua PTVP trong lan can nao o cua mot iem x0 nao o, nhat la oi vi cac PTVP co iem ky d.
6.1 Khai niem chuoi luy tha.

Trong bai nay ta nhac lai mot cach ngan gon cac khai niem lien quan en chuoi luy tha. Chi tiet ve van e nay co the tm trong bat ky giao trnh toan cao cap nao ve phan giai tch ham mot bien so. Chuoi luy tha la chuoi ham co dang
an xn
n0
(6.1)
trong o an la cac hang so (thc). Ngi ta cung quan tam en cac chuoi luy tha tong quat vi so hang co dang an (x x0 )n (khai trien tai x0 ) v ch sai khac chuoi (6.1) bi phep tnh tien gia tr cua bien t := x x0 .
Mien hoi tu:

Ta goi mien hoi tu cua chuoi luy tha (6.1) la tap tat ca cac iem x ma tai o chuoi so n0 an xn hoi tu. Cac ket qua cua giai tch co ien ch ra rang mien hoi tu cua chuoi luy tha co mot trong 4 dang sau ay
[R, R] [R, R) (R, R]
100
(R, R)
Chng 6. Nghiem chuoi cua phng trnh vi phan
trong o so thc khong am R c goi la ban knh hoi tu cua chuoi (6.1), c tnh bi cong thc sau
R = lim
n
an = lim n an+1
1 |an |
Trng hp R = 0, chuoi luy tha (6.1) ch hoi tu tai mot iem x = 0; trong khi neu R = +, no hoi tu tai moi iem. Vi R hu han khac khong, chuoi luy tha (6.1) hoi tu tuyet oi tren khoang (R, R) va phan ky tai nhng x sao cho |x| > R. V du: Chuoi n0 x co ban knh hoi tu R = +. chuoi nay hoi tu tren R va tong n! cua no khong la g khac hn ham ex . V du: Chuoi n0 n!xn+1 co ban knh hoi tu bang khong, do o ch hoi tu tai x = 0.
n
Cac tnh chat giai tch cua chuoi luy tha.

Trc het ta nhac lai mot tnh chat c ban khang nh s hoi tu eu cua chuoi ham luy tha ben trong mien hoi tu cua no:
khoang hoi tu (R, R) cua no.
nh ly 6.1.1. chuoi luy tha (6.1) hoi tu eu tren moi oan con [, ] nam ben trong
T tnh chat hoi tu eu nay cua chuoi luy tha, ta co the giao hoan phep tong cac so hang cua chuoi vi cac phep toan giai tch nh lay gii han, vi phan, tch phan. Chang han, ket qua sau ay thng c dung trong phng trnh vi phan:
nh ly 6.1.2. Gia s chuoi luy tha (6.1) co ban knh hoi tu R > 0. Khi o tong S (x)
cua chuoi kha vi vo han lan tren (R, R) va
S (k) (x) =
n0
(an xn )(k) =
n0
an n(n 1) . . . (n k + 1)xnk
Khai trien ham thanh chuoi luy tha.

Ta noi rang ham f (x) khai trien c thanh chuoi luy tha trong lan can cua x0 (a, b) neu co ton tai > 0 thch hp va mot chuoi luy tha n0 an (x x0 )n sao cho chuoi nay hoi tu tren (x0 , x0 + ) (a, b) va tong cua no bang f (x). Chang han, ham ex khai trien c thanh chuoi luy tha tren R v vi moi x R ta co
ex = 1 + x2 xn x + ++ + 1! 2! n! x0 ,
Cho trc ham f (x) kha vi vo han tren (a, b) luy tha
f (x0 ) + f (x0 ) (x x0 ) + = 1!
ta luon luon thiet lap c chuoi
n0
f (n) (x0 ) (x x0 )n n!
6.2. Nghiem cua phng trnh vi phan di dang chuoi luy tha.
101
va c goi la chuoi Taylor tai x0 cua ham f (x). De chng minh rang neu mot ham khai trien c thanh chuoi luy tha th khai trien o phai la chuoi Taylor cua ham tai iem x = 0. Ta e y rang chuoi Taylor cua mot ham khong nhat thiet hoi tu va ngay ca khi no hoi tu, tong cua chuoi Taylor khong nhat thiet trung (trong lan can cua iem o) vi ham tng ng vi no. Chang han oi vi ham
f (x) = e x2 0
1
neu x = 0 neu x = 0
chuoi Taylor cua no tai f (x).
x0 = 0
la chuoi khong. Tong cua chuoi nay khac vi ham
Khai trien mot so ham s cap:

Sau ay la khai trien cua mot so ham s cap n gian va thong dung nhat
ex = 1 + cos x = 1 sin x = x x x2 xn + ++ + , 1! 2! n! x R x R x R
x2n x2 x4 + + + (1)n + , 2! 4! (2n)!
x3 x5 x2n+1 + + + (1)n + , 3! 5! (2n + 1)!
x2 xn + + (1)n1 + , x (1, 1) 2 n ( 1) 2 ( 1) . . . ( n + 1) n x + + x + , x (1, 1) (1 + x) = 1 + x + 2! n! ln(1 + x) = x
Dung cac khai trien c ban san co nay ta co the thiet lap c khai trien cua mot so ham s cap khac.
6.2 Nghiem cua phng trnh vi phan di dang chuoi luy tha.
Trong bai nay ta gii thieu cach tm nghiem di dang chuoi vo han1 cua mot lp rong cac phng trnh vi phan tuyen tnh, ac biet la lp cac phng trnh vi phan tuyen tnh thuan nhat cap II:
P (x)y + Q(x)y + R(x)y = 0
1
(6.2)
Chu y rang ta khong co cach giai tong quat cho phng trnh vi phan tuyen tnh thuan nhat (tham ch cho cac phng trnh kha n gian nh y xy = 0) tr trng hp ac biet cac he so eu la hang.
102
ma co nhieu ng dung quan trong trong vat ly. Y tng kha n gian: Gia s rang cac ham P (x), Q(x) va R(x) la lien tuc trong mot lan can cua iem x0 va co the khai trien thanh chuoi luy tha tai x0 . Do tnh chat tuyen tnh thuan nhat, ta hy vong phng trnh (6.2) se chap nhan nghiem cho di dang chuoi luy tha
y=
n=0
an (x x0 )n
(6.3)
Thay the mot cach hnh thc chuoi nay vao phng trnh vi phan a cho e tm cac he so cua khai trien. Ta se s dung ket qua sau ay (tng t nh trng hp a thc).
Menh e 6.2.1. Mot chuoi luy tha ong nhat bang khong khi va ch khi tat ca cac he
so cua no bang khong.
6.2.1 Cac v du.

V du 1: Tm nghiem di dang chuoi luy tha tai 0 cua phng trnh:
xy (x + 2)y + 2y = 0
Giai: Ta tm nghiem di dang y =
n=0
an xn .
Ta co
n(n 1)an xn2
y =
n=1
nan xn1
va
y =
n=2
hay, thay ch so
y =
n=0
(n + 1)an+1 x
va
y =
n=0
(n + 2)(n + 1)an+2 xn
Thay vao phng trnh a cho, ta c

x
n=0
(n + 2)(n + 1)an+2 x (x + 2)
n n=0
(n + 1)an+1 x + 2
n=0
an xn = 0
Cho tat ca cac he so cua cac luy tha cua x bang khong, ta c
2a0 2a1 = 0 2a1 2.2a2 a1 + 2a2 = 0 2a2 2.3a3 2a2 + 3.2a3 = 0 2a3 2.4a4 3a3 + 4.3a4 = 0 2an 2(n + 1)an+1 nan + (n + 1)nan+1 = 0
103
Giai he nay ta tm c
a1 = a0 (vi a0 tuy y) a1 a2 = 2 a3 tuy y an vi moi n = 2 an+1 = n+1
Thay cac he so nay vao chuoi y ta c nghiem

y = a0 1 + x + x2 2 + a3 x3 + x5 x4 + + 4 4.5
vi a0 va a3 la cac hang so tuy y. Ro rang bieu thc th hai ve phai cua ang thc nay co the viet di dang
3!a3 x3 x4 x5 + + + 3! 4! 5! x2 2
va chnh la
3!a3 ex 1 + x +
V vay ta tm lai c nghiem tong quat (di dang hu han) cho bi bieu thc
y = C1 x2 1+x+ 2 + C2 ex
trong o C1 := a0 3!a3 va C2 := 3!a3 la nhng hang so tuy y. V du 2: (Airy) Tm nghiem di dang chuoi luy tha tai 0 cua phng trnh Airy:
y xy = 0
roi thay vao phng trnh Airy, ta c:

n=2
Giai: Ta tm nghiem di dang y =
n=0
an xn .
Tnh y va y tng t nh v du trc
n(n 1)an x
n2
x
n=0
an xn = 0
Hay
2a2 +
[(n + 2)(n + 1)an+2 an1 ] xn = 0

n=1
ong nhat bang khong cac he so ta c:

=0 2a2 (n + 2)(n + 1)an+2 an1 = 0
vi moi n = 1, 2, 3, . . .
104
Tc la
a2 = 0 an1 an+2 = (n + 2)(n + 1)
vi moi n = 1, 2, 3, . . .
He phng trnh truy toan nay cho phep ta tnh tat ca cac he so theo a0 va a1 . Ket qua la:
V a2 =0 nen a5 = 0, a8 = 0, . . . . Tc la:
a3k+2 = 0
vi moi k = 1, 2, 3, . . .
Cac he so a3 , a6, a9 , . . . la boi cua a0:

a3k = 1 a0 (2.3)(5.6) . . . ((3k 1).3k )
vi moi k = 1, 2, 3, . . .
Cac he so a4 , a7, a10 , . . . la boi cua a1 :

a3k+1 = 1 a1 (3.4)(6.7) . . . (3k.(3k + 1))
vi moi k = 1, 2, 3, . . .
at tat ca cac he so nay vao trong y ta c nghiem tong quat cua phng trnh Airy la
y (x) = a0 1 +
k =1
x3k (2.3)(5.6) . . . ((3k 1).3k )
+ a1 x +
k =1
x3k+1 (3.4)(6.7) . . . (3k.(3k + 1))
trong o a0 , a1 la cac hang so tuy y. Hien nhien, bai toan Cauchy y (0) = a0, y (0) = a1 co li giai la chuoi ham nay. S hoi tu cua chuoi nghiem se c e cap trong muc sau. V du 3: (Euler) Tm nghiem di dang chuoi luy tha tai 0 cua phng trnh tuyen tnh cap I:
x2 y + y = x
n=0
Cach giai: Ta cung bat au vi chuoi
an xn .
Thay vao phng trnh a cho, ta
x
n=1
nan xn1 +
an xn = x
n=0
ong nhat cac he so ta c

a0 = 0, a1 = 1, . . . , an = (n 1)an1 , n > 1
T o
an = (n 1)!, n 1
105
Ta thu c chuoi nghiem

y (x) =
(n 1)!xn
n=1
Nhng, chuoi ma ta thu c la phan ky (chnh xac hn, ch hoi tu tai x = 0) nen nghiem ch co gia tr hnh thc. Tuy nhien, trong ly thuyet phep tong cua cac chuoi phan ky (theo Borel), chuoi nay hoi tu tren (1, 1). Ban oc quan tam chi tiet xin tham khao [?].
6.2.2 iem ky d cua phng trnh vi phan.

Nh a thay trong v du 3 tren, nghiem di dang chuoi tha tai iem x0 nao o cua phng trnh vi phan tuyen tnh co the khong ton tai, hoac ton tai mot cach hnh thc (chuoi khong hoi tu). ieu o noi chung la do nghiem thc s khong the khai trien c thanh chuoi luy tha. Chang han trong v du tren, nghiem tong quat cua PTVP tuyen tnh x2 y + y = x la
y (x) = C.e
1/x
1/x 1
1 e1/t dt t
vi C la hang so tuy y. Bieu thc ve phai khong the khai trien c thanh tong cua chuoi luy tha. Sau ay, ta xet chu yeu cac phng trnh tuyen tnh thuan nhat cap II dang
P (x)y + Q(x)y + R(x)y = 0
(6.4)
vi P, Q, R la cac ham u tot (a thc chang han). nh ngha 6.2.1. Neu x0 la iem sao cho P (x0) = 0, va t nhat Q(x0 ) = 0 hay R(x) = 0 th x0 c goi la iem ky d (singular point) cua phng trnh (6.4). Ngc lai, ta noi x0 la iem thng (ordinary point). nh ngha 6.2.2. iem ky d x0 c goi la ky d chnh qui neu ton tai hu han cac gii han sau:
x x0
lim (x x0 )
Q(x) =a P (x)
va
x x0
lim (x x0 )2
R(x) =b P (x)
Ngc lai, x0 c goi la ky d khong chnh qui Ta lu y rang trong lan can cua iem thng x0 , phng trnh (??) co the viet di dang
y + p(x)y + q (x)y = 0
(6.5)
trong o p(x), q(x) b chan trong lan can cua x0 nh ly sau ay cho ta thong tin ve ban knh hoi tu cua chuoi nghiem cua (6.5)
106
khai trien c thanh chuoi luy tha hoi tu tren (r, r) (vi r > 0). Khi o, vi ieu kien ban au y (0) = y0 , y (x0 ) = y0 cho trc, phng trnh (6.5) co duy nhat mot nghiem chuoi luy tha y (t), ma cung hoi tu tren (r, r).
nh ly 6.2.1 (L.Fuchs (1833-1902)). Gia s p(x), q(x) trong phng trnh (6.5) co the
Ban knh hoi tu cua chuoi luy tha nghiem t nhat la r. Trong trng hp p(x), q(x) la a thc, nghiem chuoi luy tha cua (6.5) luon ton tai va co mien hoi tu la R. V du: Nghiem chuoi cua phng trnh Airy hoi tu tren R. Nhan xet: Trong trng hp phng trnh co x0 nh la iem ky d chnh qui, no co the chap nhan nghiem co dang chuoi luy tha vi so mu am (trong giai tch phc ta goi la khai trien Laurentz) hoac so mu khong nguyen. Trong khi, oi vi iem ky d khong chnh qui, nghiem di dang chuoi vo han noi chung la phan ky (nghiem hnh thc).
Phng trnh Euler va phng phap Frobenius.

Ta quan tam en mot lp phng trnh vi phan nhan
phng trnh Euler
x0 = 0
la iem ky d, goi la (6.6)
x2 y + Axy + By = 0
trong o A, B la hai so thc tuy y. Theo cach phan loai tren, x0 = 0 la iem ky d chnh qui v
x 0
lim x
Ax =A x2
va
x 0
lim x2
B =B x2
Cach tm nghiem cua phng trnh Euler kha n gian: ch can e y rang e mot luy tha xr nao o la nghiem th so mu r phai thoa man phng trnh (giong nh phng trnh ac trng cua phng trnh tuyen tnh thuan nhat!)
r (r 1) + Ar + B = 0
hay
r 2 + (A 1)r + B = 0
(6.7)
Tuy theo biet thc cua phng trnh nay ta phan biet cac trng hp sau:
Neu (6.7) co 2 nghiem thc phan biet trnh Euler la
r 1 , r2 ,
th nghiem tong quat cua phng
y (x) = C1 xr1 + C2 xr2

0
A Neu (6.7) co nghiem kep r0 = 1 . e tm nghiem th hai, ta dung phng phap 2 bien thien hang so bang cach at y (x) = C (x)xr ; ta tm thay C (x) = ln x. Vay nghiem tong quat la
y (x) = C1 xr0 + C2 xr0 ln x
107
Neu (6.7) co 2 nghiem phc lien hp i , ta co the viet

xi = x e ln x = x [cos( ln x) i sin( ln x)]
Tach phan thc va phan phc ta thu c nghiem tong quat

y (x) = C1 x cos( ln x) + C2 x sin( ln x)
V du: Giai phng trnh x2 y

Nghiem tong quat la
2y = 0. y (x) = C1 x2 + C2 x
Cach giai phng trnh Euler gi cho ta phng phap tm nghiem chuoi cua phng trnh vi phan (6.5) trong trng hp no co ky d chnh qui tai x 0 = 0 nh sau. Viet lai phng trnh
x2 y + x[xp(x)]y + [x2 q (x)]y = 0
Gia s ta co the viet xp(x) va x2 q(x) di dang (v 0 la iem ky d chnh qui)
xp(x) =
n=0
pn xn
va
x2 p(x) =
qn xn
n=0
khi o ta co the tm nghiem di dang chuoi vo han
y (x) = x
r n=0
an xn an .
Thay chuoi nay vao phng trnh a cho e tm r va cac he so thoa man phng trnh
r 2 + (1 p0 )r + q0 = 0
Ro rang r phai
ma c goi la phng trnh ch so cua (6.5). Phng phap ma ta va trnh bay c goi la phng phng phap Frobenius. Sau ay la vai v du V du: Tm nghiem cua PTVP xy + 2y xy = 0. Phng trnh nay co x = 0 la iem ky d chnh qui, theo phng phap Frobenius ta tm nghiem di dang

y=x
r n=0
an x =
n=0
an xn+r
Cac ao ham y va y la
y =
n=0
(n + r )an xn+r1
va
y =
n=0
(n + r )(n + r 1)an xn+r2
108
Thay vao phng trnh a cho ta c
n=0
(n + r )(n + r 1)an xn+r1 + 2
n=0
(n + r )an xn+r1
n=0
an xn+r+1 = 0
Nhom cac he so cua cung luy tha cua x va cho tat ca cac he so nay bang khong ta c he vi moi n = 1 T phng trnh au tien, neu chon gia tr r = 1 ta tm c cac he so an la
a0 , a1 tuy y an1 an+1 = n(n + 1) (r + 1)ra0 = 0 (r + 1)(r + 2)a1 = 0 (r + n + 1)(r + n + 2)an+1 an1 = 0
vi moi n = 1
Thay cac he so vao bieu thc nghiem ta c nghiem tong quat la

y (x) = a0 + a1 1 x x3 + + + x 2! 4! x2 x4 + + 1+ 3! 5!
Neu t phng trnh au tien, ta chon r = 0 th ch c chuoi th nhat. Nghiem tong quat tren ay thc ra co the bieu dien di dang giai tch neu dung cac khai trien cua cac ham hyperbolic:
cosh x := ex + ex x2 x4 =1+ + + 2 2! 4! ex ex x3 x5 =x+ + + 2 3! 5!
va
sinh x :=
T o, co the viet nghiem tong quat di dang

y = a0
cosh x sinh x + a1 x x ex ex + C2 x x
hay
y = C1
Phng trnh vi phan Chebyshev:

Phng trnh Chebyshev co dang
(1 x2 )y xy + 2 y = 0
(6.8)
109
No co cac iem ky d chnh qui tai 1 va . Ta co the tm nghiem cua no di dang chuoi luy tha
y=
n=0
an xn
Tnh cac ao ham y va y va thay vao phng trnh (6.8) ta c:

(2a2 + 2 a0 ) + [(2 1)a1 + 6a3 ]x+ +
n=2 [(n
+ 2)(n + 1)an+2 + (2 n2 )an ]xn = 0
Can bang cac he so cua cac luy tha cua x ta c:

2a2 + 2 a0 = 0, (2 1)a1 + 6a3 = 0 ..................... an+2 = n2 2 an (n + 1)(n + 2)
Gia s nghiem co dang y = co:

a0 a1
V du: Giai phng trnh Chebyshev vi = 1.

n=0
an xn .
Ap dung cac cong thc tren vi = 1, ta
tuy y , tuy y ,
1 [(2n 2)2 1][(2n 4)2 1] (1) a0 a2 = a0 , . . . , a2n = 2 (2n)! a3 = 0, . . . , a2n+1 = 0
Ta co
[(2n 2)2 1][(2n 4)2 1] (1) (n 3/2) (1/2)(1/2) = = (2n)! n! = (1/2)(1/2)(3/2) (1/2 n + 1) (1)n n!
Do o nghiem tong quat la

y = a1 x + a0 1 +
n=1
(1/2)(1/2)(3/2) (1/2 n + 1) (1)n x2n n! y = a1 x + a0 1 x2
Hay
trong o a0, a1 la cac hang so tuy y. Nhan xet: Nghiem tong quat cua phng trnh Chebyshev co the viet di dang
y = a0 cos( arcsin x) + a1 sin( arcsin x)
110
Va neu thc hien phep the arcsin x =

arccos x 2
ta co the viet lai
Trong trng hp = n N, Tn va Un la cac a thc, c goi la a thc Chebyshev loai I va loai II tng ng.
y = C1 cos( arccos x) + C2 sin( arccos x) = C1 T (x) + C2 1 x2 U1 (x)
6.3 Khai trien tiem can cua nghiem.

Trong muc nay ta xet dang ieu cua nghiem trong lan can cua iem ky d khong chnh qui. Nh a lu y muc trc, chuoi luy tha trong lan can cua iem o khong hoi tu, nhng noi chung lai la khai trien tiem can cua mot nghiem thc s cua phng trnh ang xet.
6.3.1 S lc ve khai trien tiem can.

Cho trc cac ham so f (x), g (x) xac nh trong lan can cua x0 . Ky hieu
f = o (g ), x x0
ma e dien ta f be hn nhieu so vi g khi x dan en x0 , neu

x x0
lim
f (x) =0 g (x) x x0 x x0
Trong khi o, ky hieu
f (x) g (x), f g = o (g ),
e dien ta f tiem can vi g khi x dan en x0 neu hoac tng ng,

x x0
lim
f (x) =1 g (x)
n=0
vi ham f (x) khi x dan en x0, va viet
nh ngha 6.3.1. Chuoi luy tha (hnh thc)

f (x)
n=0
an (x x0 )n
c goi la tiem can
an (x x0 )n
(x x0 )
neu vi moi so t nhien N ta eu co

N
f (x)
n=0
an (x x0 )n = o(x x0 )N
(x x0 )
6.3. Khai trien tiem can cua nghiem.
111
Mot nh ngha tng ng vi nh ngha tren la

N
f (x)
n=0
an (x x0 )n aM (x x0 )M
(x x0 )
trong o aM la he so au tien khac khong sau aN . Nhan xet: Mot chuoi luy tha tiem can vi mot ham khong nhat thiet hoi tu. Neu mot ham khai trien c thanh chuoi Taylor hoi tu th o cung la khai trien tiem can cua ham. Ngoai ra, trong trng hp hoi tu, tong cua no cung khong nhat thiet trung vi ham so o. Ta cung lu y rang, cac he so cua chuoi tiem can xac nh mot cach duy nhat nh cac cong thc sau ay
a0 = limxx0 f (x) f (x) a0 a1 = limxx0 x x0 ........................................ aN = limxx0 f (x) an (x x0 )n (x x0 )N
N 1 n=0
Menh e 6.3.1 (Cac phep toan). Cho trc
f (x)
n=0
an (x x0 )n bn (x x0 )n
n=0
(x x0 ) (x x0 )
g (x)
Khi o
f (x) + g (x)
(an + bn )(x x0 )n
n=0
(x x0 )
f (x)g (x) f (x) g (x)

n=0
cn (x x0 )n dn (x x0 )n
(x x0 ) (x x0 )
n=0
trong o cn =
n k =0
ak bnk
va neu b0 = 0 th d0 =
a0 b0
va dn =
an
n1 k =0
dk bnk
b0
6.3.2 Dang ieu tiem can cua nghiem gan iem ky d khong chnh qui.
Xet phng trnh vi phan tuyen tnh thuan nhat cap II
y + p(x)y + q (x)y = 0
(6.9)
112
Trong lan can cua iem ky d, noi chung ta co the tm nghiem tiem can cua phng trnh a cho di dang chuoi luy tha. Nhng noi chung, ta thu c chuoi phan ky va ban than chuoi tiem can o khong cho ta thong tin ve dang ieu cua nghiem thc s trong lan can cua iem nay. e tm dang ieu tiem can cua nghiem ta se tm cac so hang ma troi hn nhng so hang khac trong bieu thc tiem can cua no. Ta se goi thanh phan lam thay oi dang ieu tiem can nhanh nhat la nhan t ieu khien. V ham mu thay oi dang ieu nhanh nhat, nen ta co the thay the (theo Green, Liouville (1837)) nghiem y (x) bi
y (x) = eS (x)
vao phng trnh (6.9)

S + (S )2 + p(x)S + q (x) = 0
(6.10)
ay la phng trnh noi chung khong n gian hn phng trnh (6.9). Tuy nhien, trong lan can iem ky d khong chnh qui x0 hau nh ta co anh gia
S << (S )2 , x x0
(6.11) (6.12)
Khi o, ta co the quen so hang S trong (6.10) va thu c phng trnh tiem can
(S )2 p(x)S q (x), x x0
ma thng de giai hn phng trnh ban au. Nghiem cua no xng ang dung e xap x cho nghiem chnh xac cua phng trnh ban au. Lu y: Gia thiet (6.11) khong ung oi vi trng hp x 0 la iem thng hoac iem ky d chnh qui. Nh the, ta ch co the tm nghiem xap x theo cach nay trong lan can cua (phan ln) cac iem ky d khong chnh qui. V du: Tm dang ieu tiem can cua nghiem cua phng trnh x3 y = y trong lan can iem x = 0. Ta nhan thay x = 0 la iem ky d khong chnh qui. Thay y = eS (x) vao phng trnh a cho, ta c (S )2 x3 (x 0+). V vay, hai nghiem thu c la
S (x) 2x1/2 , x 0+
Thc te ta co the cai thien nghiem tiem can bang cach xet en so hang tiep theo so hang au, tc la at
S (x) = 2x 2 + C (x),
1
C (x) << 2x 2 ,
x 0+
Thay bieu thc nay vao phng trnh (6.10) ta c

3 5/2 x + C 2x3/2 C + (C )2 = 0 2
113
Ta co the thu c phng trnh tiem can bang cach anh gia nh sau. V S x3/2 nen C << x3/2 (x 0+) va C << x5/2 (x 0+). Do o, (C )2 << x3/2 C , (x 0+). Bo qua cac so hang khong ang ke trong phng trnh tren ta thu c
3 5/2 x 2x3/2 C 2
T o ta tm c C (x)
3 ln x 4
va co the viet
D (x) << ln x, x 0+
1 3 S (x) = 2x 2 + ln x + D (x), 4
Lai tiep tuc qua trnh anh gia tren (chi tiet xin danh cho oc gia) ta c
D (x) = d + (x) 3
trong o d la hang so nao o va (x) x1/2 khi x 0+. V dang ieu tiem can 16 cua nghiem c ong gop chu yeu bi cac so hang trong S (x) ma khong triet tieu khi x 0+, nen ta co
y (x) exp(2x1/2 + 3 ln x + d), 4
1/2
x 0+
Hay,
y (x) c1 x 4 e2x
1 2
x 0+
Neu bat au vi S (x) 2x ta thu c nghiem

y (x) c1 x 4 e2x
3 1/2
x 0+
Phng phap can bang troi:

T v du tren ta co the tong quat thanh mot phng phap chung e tm dang ieu tiem can cua nghiem trong lan can cua iem ky d khong chnh qui, goi ten la phng phap can bang troi. Y tng cua no the hien qua cac bc sau ay.

Vt bo tat ca cac so hang xuat hien be roi thay phng trnh ung bang he thc tiem can. Thay quan he tiem can bi phng trnh va giai mot cach chnh xac phng trnh nay. Kiem tra rang nghiem ma ta thu c phu hp vi cac xap x trong bc au tien.
114
6.3.3 Khai trien tiem can cua nghiem:

Nh a biet neu phng trnh vi phan co ky d (khong chnh qui) tai x0 , noi chung ta khong tm c nghiem di dang chuoi luy tha. Thay vao o, neu biet khai trien tiem can cua nghiem, ta co the mo ta t nhieu ve nghiem o, chang han, co the thc hien cac tnh toan so mot cach xap x. Tuy nhien cung khong de tm khai trien tiem can cua mot phng trnh vi phan noi chung. Mot trong nhng phng phap hnh hoc la tm cach bieu dien nghiem di dang tch phan roi tm khai trien tiem can cua no. Ta minh hoa phng phap bang mot v du cu the sau ay. Xet phng trnh Euler:
y + y = 1/x
ay la phng trnh vi phan tuyen tnh vi x = 0 la iem ky d. Mot nghiem rieng cua no cho bi tch phan x
y = ex x1 ex dx
ma hoi tu neu x am. Ngoai ra, phng trnh chap nhan mot nghiem hnh thc di dang chuoi vo han
1 2! n! 1! + 2 + 3 + + n+1 + x x x x
Ta ch ra chuoi nay la khai trien tiem can tai cua nghiem rieng noi tren. That vay, bang cach tch phan tng phan lien tiep, ta co
ex
x
x1 ex dx =
1! 1 2! n! + 2 + 3 + + n+1 + Rn x x x x
x
vi
Rn = (n + 1)!ex
xn2 ex dx
Do o, vi x < 0, ta co
|Rn | (n + 1)!|xn2 |ex
ex dx =
(n + 1)! |xn2 |
Vay chuoi tren tiem can vi nghiem rieng cho bi tch phan.
6.3.4 S lc ve phng phap WKB (Wentzel-Kramers-Brillouin)

Trong muc nay ta quan tam en phng trnh Schodinger
2 y = Q(x)y
(6.13)
115
trong o 0 c goi la tham so nhieu ong vai tro hang so Planc trong c hoc lng t. Noi dung c ban cua phng phap WKB la tm nghiem hnh thc cua (6.13) di dang
1 y (x) exp
Sn (x)n ,
n=0
Thay the hnh thc chuoi nay vao phng trnh (6.13) va can bang cac he so cua cac luy tha cua ta c
(S0 )2 = Q(x) 2 S0 S1 + S0 = 0 ........................ 2 S 0 Sn + Sn 1 +
n1 j =1
Sj Sn j = 0 ,
(n 2)
Phng trnh cho S0 c goi la phng trnh eikonal; no co nghiem la

S0 (x) =
x
Q(t)dt
Cac phng trnh con lai c goi la cac phng trnh chuyen, chung cho phep xac nh cac Sn (x) sai khac hang so cong bang truy hoi. Tuy nhien, ay la nhng phng trnh vi phan noi chung rat kho tch phan. Chang han,
1 S1 (x) = ln Q(x) 4 S2 (x) =
x
Q 5(Q )2 dt, ..... 8Q3/2 32Q5/2
Tuy vay, neu ch quan tam en dang ieu tiem can cua nghiem khi 0 th ta co
y (x) C1 Q1/4 (x) exp 1
x
Q(t)dt +C2 Q1/4 (x) exp
Q(t)dt ,
116
BAI TAP
1. Giai cac phng trnh vi phan sau bang phng phap chuoi luy tha: (a) (b) (c)
(x2 1)y + 4xy + 2y = 0 y + x2 y + xy = 0 xy 2y + xy = 0
2. Bang phng phap chuoi luy tha, tm mot nghiem rieng cua phng trnh, roi tm nghiem tong quat: (a) (b) (a) (b) (c)
xy + 2y xy = 0 xy + (2 x)y y = 0
3. Giai cac phng trnh vi phan sau ay bang phng phap Frobenius:
4x2 y + 4xy y = 0 xy + 3y x3 y = 0 x2 y + (x 2x3 )y (1 + 2x2 )y = 0 Jn (x),
4. Ham Bessel bac n N, ky hieu la cua phng trnh vi phan sau ay:
la nghiem triet tieu n lan tai x = 0
x2 y + xy + (x2 n2 )y = 0
(a) Hay bieu dien Jn (x) di dang chuoi luy tha. (b) Kiem tra rang chuoi bieu dien J0 va J1 la hoi tu vi moi x. (c) Chng to rang
d (xJ1 (x)) = xJ0 (x) dx
5. Phng trnh Hermit cap n N la phng trnh vi phan sau:

y 2xy + 2ny = 0
(a) Vi n = 5 hay tm nghiem rieng thoa ieu kien y (0) = 0, y (0) = 1. (b) Chng to rang vi n le (t.. chan) th nghiem rieng thoa ieu kien y (0) = 0, y (0) = 1 (t.. y (0) = 1, y (0) = 0 luon co dang a thc (goi la a thc Hermit bac n, ky hieu la Hn(x)) (c) Tm Hn vi n = 0, 1, 2, 3, 4 va em so khong iem cua chung. (d) Vi n = 3 hay tm nghiem rieng thoa ieu kien y (0) = 0, y (0) = 1.
Phu luc A Bien oi Laplace va phng trnh vi phan.

Trong rat nhieu lnh vc cua Toan hoc, Vat ly, Ky thuat,... ta thng gap cac phep bien oi tch phan, ma mot cach tong quat co dang sau
f (t) F (s) :=
a b
K (s, t)f (t)dt
trong o K (s, t) c goi la nhan cua phep bien oi o. Trong phan nay ta gii thieu mot phep bien oi quan trong vi nhan rat ac biet K (s, t) = est va c goi la phep bien oi Laplace.
A.1 Bien oi Laplace.

Cho trc ham f (t) xac nh tren [0, +), ta goi bien oi Laplace cua f la
L {f (s)} = F (s) =
0
est f (t)dt
(A.1)
e bao am tch phan ve phai hoi tu, ham f phai kha tch tren cac khoang hu han va quan trong la phai co cap tang va phai. Cu the f can thoa man anh gia
|f (t)| KeAt ,
vi moi t > M
ma khi o f c noi la tang cap mu.

[0, +)
Menh e A.1.1. Neu f (t) xac nh va lien tuc tng khuc tren moi oan hu han cua
va co o tang mu th bien oi Laplace cua f (t) la ton tai.
Chng minh: Kiem tra trc tiep.
118
Phu luc A. Bien oi Laplace va phng trnh vi phan.

f (t)
Neu F (s) la anh cua bien oi Laplace cua Laplace ngc cua F (s), va ky hieu la
th ta cung noi
f (t)
la bien oi
f (t) = L1 {F }
Trong mat phang phc, bien oi Laplace ngc cho bi

f (t) = 1 2i
a+i ai
est F (s)ds,
vi a > 0
Cac v du:
Bien oi Laplace cua 1

L {1} =
0
est dt =
1 s
Bien oi Laplace cua eat

L e
at
=
0
st at
e dt =
e(sa)t dt =
1 sa
vi ieu kien s > a.
Bien oi Laplace cua sin(at)

L {sin(at)} =
0
est sin(at)dt
Bang cach tch phan tng phan hai lan, ta thu c

L {sin(at)} = 1 s2 L {sin(at)} a a2 a + a2
va t o
L {sin(at)} =
s2
Tng t, bien oi Laplace cua cos(at) la

L {cos(at)} = s s2 + a2
Cac tnh chat:
Tnh tuyen tnh: Bien oi Laplace va Laplace ngc la cac toan t tuyen tnh
L {f + g } = L {f } + L {g } L1 {F + G} = L1 {F } + L1 {G}
A.2. Giai phng trnh vi phan bang phep bien oi Laplace:
119
Bien oi Laplace cua ao ham:

L {f } (s) =
0
est f dt = sL {f } (s) f (0)
Bien oi Laplace cua ao ham cap cao:

L f (n) (t) (s) = sn L {f } sn1 f (0) sn2 f (0) sf (n2) (0) f (n1) (0)
Bien oi Laplace cua tch phan:

L
t
f (u)du (s) =
0
L {f } s
Phep tnh tien:
L eat f (t) = L {f } (s a)
Bang cac phep bien oi Laplace thong dung:

f 1 t tn t eat cos(at) sin(at) cosh(at) sinh(at) eat cos(bt) eat sin(bt) L {f (t)} (s)
1 s 1 s2 n! sn+1 (+1) s+1 1 s a s s2 +a2 a s2 +a2 s s2 a2 a s2 a2 s a (sa)2 +b2 b (sa)2 +b2
Mien xac nh
s>0 s>0 s > 0, n N a>0 s>a s>0 s>0 s > |a| s > |a| s>a s>a
A.2 Giai phng trnh vi phan bang phep bien oi Laplace:

e giai phng trnh vi phan (nhat la oi vi cac phng trnh vi phan tuyen tnh) bang cach dung bien oi Laplace ta co the tien hanh theo cac bc sau.
120

Bien oi Laplace hai ve cua phng trnh, ta thu c phng trnh (vi phan) theo Y (s) := L {y } (s) Giai phng trnh nay e tm Y (s) Tr ve nghiem ban au bang phep bien oi Laplace ngc y (x) := L1 {Y } (x)
V du: Giai bai toan Cauchy sau ay:

y y 2y = 0, y (0) = 1, y (0) = 0
Bien oi Laplace hai ve, ta thu c:

L {y } L {y } 2L {y } = 0
hay tng tng

s2 Y sy (0) y (0) [sY y (0)] 2Y = 0
Giai phng trnh nay vi ieu kien ban au, ta thu c

Y (s ) = s1 1 1 2 1 = + s2 s 2 3s2 3s+1
Dung phep bien oi Laplace ngc ta thu c li giai

2 1 y (x) = e2t + et 3 3
V du: Giai bai toan Cauchy y
vi y (0) = 2, y (0) = 1. Thc hien bien oi Laplace ca hai ve, ta thu c

s2 Y (s) sy (0) y (0) + Y = s2 2 +4
+ y = sin(2x),
Thay ieu kien ban au vao bieu thc nay roi giai tm Y (s), ta c
Y (s ) = 2s 5 1 2 1 (2s + 1)(s2 + 4) + 2 = 2 + 2 2 2 2 (s + 4)(s + 1) s +1 3s +1 3s +4
Qua phep bien oi ngc ta thu c

Y (s) = 2 cos t + 1 5 sin t sin(2t) 3 3
121
Bien oi Laplace cua ham Heaviside:

Ham Heaviside co bc nhay tai x = c la ham nh ngha bi 0 neu x < 0 Hc (x) = 1 neu x c Bien oi Laplace cua ham Heaviside la
L {Hc (t)} =
0
est Hc (t)dt =
c
est dt =
esc (s > 0) s
Ngoai ra ta cung co bien oi Laplace cua tch cua mot ham bat ky vi ham Heaviside:
L {Hc (t)f (t c)} =
c
est f (t c)dt = esc L {f (t)}
Tng t ta co
L e f (t) =
ct 0
est ect f (t)dt = F (s c)
trong o F (s) la bien oi Laplace cua f (t).

L1 {F (s c)} = ect f (t)
V du: Giai bai toan y
+ 4y = g (t) vi y (0) = 0 va y (0) = 0 0 neu t < 5 t5 neu 5 t < 10 5 1 neu 10 t
ay
Trc het, ta bieu dien ham g qua cac ham Heaviside:

g (t) = 1 [H5 (t).(t 5) H10 (t).(t 10)] 5
Bien oi Laplace Hai ve, ta tm c

Y (s ) = 1 1 (e5s e10s ) 2 2 5 s (s + 4)
Ta co L
s 2 (s 2
1 + 4)
t 1 sin 2t 4 8
va t o ta tm c nghiem
H10 (t) t 10 sin 2(t 10) 4 8
y (t) =
1 H5 (t) 5
t 5 sin 2(t 5) 4 8
Trong vat ly ta thng gap ham (suy rong) Delta cua Dirac, ky hieu la (t) nh ngha nh sau (t)dt = 1 (t) = 0, t = 0, va
122
Co the hieu nh la gii han cua ham sau

ga (t) := 0 1 2a
neu |t| > a neu |t| a vi moi a > 0. Khi o
trong o a > 0. De thay rang Bien oi Laplace cua (t) la
ga (t)dt = 1
a0+
(t) := lim ga (t)
L { (t t0 )} =
est (t t0 )dt = est0
123
124
Tai lieu tham khao

[1] Hoang Hu ng, Ly thuyet phng trnh vi phan. Nha xuat ban H va THCN
(1977).
[2] Nguyen The Hoan, Tran Van Nhung, Bai tap phng trnh vi phan. Nha xuat
ban H va THCN (1979). Newyork (1955).
[3] E.A. Coddington, N.Levinson, Theory of ordinary differential equations. [4] E.L. Ince, Ordinary differential equations. Dover Pub. (1956). [5] C.M. Bender, St.A. Orszag, Advanced mathematical methods for scientists and
engineers. Mc Graw-Hill Book Inc. Company (1978).

Phuong Trinh Vi Phan

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Muc luc

1 Phng trnh vi phan thng cap I

2 Phng trnh vi phan cap I cha giai ra oi vi ao ham

3 Phng trnh vi phan cap cao

4 He phng trnh vi phan cap I

5 Phng phap so giai phng trnh vi phan

6 Nghiem chuoi cua phng trnh vi phan

A Bien oi Laplace va phng trnh vi phan.

Tai lieu tham khao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123

Chng 1 Phng trnh vi phan thng cap I

1.1.1 Cac khai niem

Chng 1. Phng trnh vi phan thng cap I

la nghiem cua phng trnh vi phan

la so con meo va y VolterraLotka sau ay

la so con chuot) c mo ta bi (he) phng trnh

Nghiem cua phng trnh nay cho bi

trong o C la hang so tuy y. Hnh 1.1 mo ta cac ng mc cua nghiem khi = = = 1, = 2.

1.2. nh ly ton tai va duy nhat nghiem

Hnh 1.1: Nghiem cua phng trnh VolterraLotka.

1.1.2 Bai toan Cauchy

Tm nghiem y (x) cua phng trnh (1.2) thoa

trong o (x0 , y0) D c goi la cac ieu kien ban au.

1.2 nh ly ton tai va duy nhat nghiem

Chng 1. Phng trnh vi phan thng cap I

Phep lap PicardLindelo f.

Bo e 1.2.1. Gia s f lien tuc tren hnh ch nhat

Chng minh: Ta co, vi x0 h x x0 + h:

V du: Xet phng trnh

be, vi cac gia

thay cac xap x yk hoi tu nhanh khi x

1.2. nh ly ton tai va duy nhat nghiem

Y0(x) Y2(x) Y4(x) Y1(x) Y3(x)

Hnh 1.2: Phep lap PicardLindelof cho phng trnh y

1.2.2 S ton tai va duy nhat nghiem

vi moi (x, y1), (x, y2) D

nh ly 1.2.2 (nh ly ton tai va duy nhat nghiem). Gia s ham so

Chng minh: Chng minh chia lam hai bc:

Chng 1. Phng trnh vi phan thng cap I

|yk+1 (x) yk (x)| = L

[f (t, yk (t)) f (t, yk1(t))] dt

|f (t, yk (t)) f (t, yk1(t))| dt L

|yk (t) yk1 (t)| dt

|yk (t) yk1(t)| dt

1.2. nh ly ton tai va duy nhat nghiem

Tnh duy nhat:

[f (t, y (t)) f (t, z (t))] dt

[f (t, y (t)) f (t, z (t))] dt 2M |x x0 |

Nhan xet: ieu kien Lipschitz la quan trong, ngay ca khi

lien tuc tren

Ta thay ngay 1.3) la

la mot nghiem. Ngoai ra con co vo so nghiem khac (xem hnh va

nh ngha 1.2.2. Cho khong gian metric E vi metric d. Anh xa T

nh ly 1.2.3 (Nguyen ly anh xa co). Moi anh xa co

T trong khong x E sao cho

Chng 1. Phng trnh vi phan thng cap I

Hnh 1.3: Nghiem cua bai toan Cauchy y

1.3 Phan loai nghiem cua phng trnh vi phan

c goi la tch phan tong

V du: Phng trnh y

co nghiem tong quat la y (x) = Cex vi C la hang

1.3. Phan loai nghiem cua phng trnh vi phan

1 1 = y (0) = + Ce0 9 x 1 10 tm la y = + e3x . 3 9 9

1.3.2 Y ngha hnh hoc cua phng trnh vi phan:

Chng 1. Phng trnh vi phan thng cap I