MỘT SỐ PHƯƠNG PHÁP GIẢI BÀI TOÁN PHƯƠNG TRÌNH ĐẠO HÀM RIÊNG BIÊN TRỊ

TRNG I HC CN TH
KHOA S PHM
B MN TON
-----oOo-----
LUN VN TT NGHIP
ti:
MT S PHNG PHP GII BI TON

PHNG TRNH O HM RING BIN
TR
Gio vin hng dn:

Dng Th Xun An
SVTH: Vn Lc Chn
MSSV: 1060002
Lp: SP.Ton K32
Cn Th, 04/2010
-1-
LI CM N
********
Trc tin cho ti c gi li cm n ti
Ban Gim Hiu Trng i Hc Cn Th, Ban
Ch Nhim Khoa S Phm to iu kin ti
c lm lun vn tt nghip, quan tm v n
c ti trong qu trnh thc hin lun vn.
Xin cm n su sc nht ti cc thy c
trong T B Mn Ton, c bit l c Dng Th
Xun An tn tnh hng dn v gip ti trong
thi gian lm lun vn.
Mt ln na ti xin chn thnh cm n!
-2-
MC LC
PHN M U .................................................................................................................... 4
1. L do chn ti ........................................................................................................ 4
2. Mc ch nghin cu .................................................................................................. 4
3. i tng nghin cu ................................................................................................. 4
4. Nhim v nghin cu .................................................................................................. 4
5. Phng php nghin cu ............................................................................................ 5
6. Cu trc lun vn ........................................................................................................ 5
PHN NI DUNG ................................................................................................................. 6
CHNG I: KIN THC CHUN B ............................................................................. 6
1.1 Chui Fourier ............................................................................................................ 6
1.2 Php bin i Fourier.............................................................................................. 12
1.3 Php bin i Laplace ............................................................................................. 16
1.4 Bi ton Sturm Liouville. Hm c bit .............................................................. 18
CHNG II: MT S PHNG PHP GII BI TON PHNG TRNH O
HM RING BIN TR .................................................................................................. 30
2.1 Phng php tch bin (Phng php Fourier) ...................................................... 30
2.2 Phng php dng php bin i Fourier............................................................... 42
2.3 Phng php dng php bin i Laplace .............................................................. 43
2.4 Phng php dng cng thc tch phn Poisson .................................................... 46
2.5 Phng php DAlembert ....................................................................................... 52
CHNG III: BI TP................................................................................................... 57
3.1. Dng phng php tch bin gii cc bi ton ................................................. 57
3.2. Dng phng php php bin i Fourier gii cc bi ton ............................. 74
3.3. Dng php bin i Laplace gii cc bi ton .................................................. 80
3.4. Dng cng thc tch phn Poisson gii cc bi ton......................................... 86
3.5. Dng phng php DAlembert gii cc bi ton ............................................ 91
PHN KT LUN ............................................................................................................... 98
U
-3-
PHN M U
1. L do chn ti
Phng trnh o hm ring l mt chuyn ngnh quan trng v rt pht trin
trong ton hc. L thuyt v phng trnh o hm ring c pht trin u tin
bi nhiu nh ton hc c tn tui nh: Leonard Euler v Joseph-Louis Lagrange,
nhng ngi nghin cu v phng trnh sng trn si dy; Daniel Bernoulli v
Euler, nhng ngi xem xt v l thuyt th v. Sau , n c pht trin bi
Adrien-Marie Legendre v Pierre-Simon Laplace cng nh nh ton hc ni ting
Joseph Fourier t vic khai trin thnh chui cho nghim ca phng trnh truyn
nhit.
Phng trnh o hm ring cng l mt mn hc kh th v i vi ti.
Trong qu trnh hc, ti c bit ch ti cc bi ton bin tr. Nhng nhn chung,
cc sch l thuyt thng t cp n cc phng php gii cc loi bi ton ny
hoc ch cp trong mt kha cnh no . Chnh v th, ti chn ti Mt s
phng php gii bi ton phng trnh o hm ring bin tr nhm tp trung ch
yu vo mt s phng php gii bi ton bin gip ngi c d dng tham kho
hn.
2. Mc ch nghin cu
Trng tm ca lun vn l i vo nghin cu Mt s phng php gii bi ton
phng trnh o hm ring bin tr. y, ti khng c tham vng trnh by y
tt c cc phng php gii, do thi gian nghin cu cn hn ch, m ch quan
tm n mt s phng php thng dng trong vic gii bi ton bin.
3. i tng nghin cu
i tng nghin cu l cc phng php gii bi ton bin tr c a ra trong
ti.
4. Nhim v nghin cu
Nghin cu c s l thuyt c lin quan.
Sp xp h thng l thuyt theo trnh t.
La chn a ra mt s v d ng vi tng phng php gii c th.
-4-
Gii bi tp v sp xp theo h thng.
5. Phng php nghin cu
c sch v tham kho ti liu.

Phng php ton hc.
Phng php phn tch.
Phng php m thoi trao i kin vi gio vin.
6. Cu trc lun vn
PHN M U
PHN NI DUNG
CHNG I: KIN THC CHUN B
1.1 Chui Fourier
1.2 Php bin i Fourier
1.3 Php bin i Laplace
1.4 Bi ton Sturm-Liouville. Hm c bit
CHNG II: MT S PHNG PHP GII BI TON PHNG
TRNH O HM RING BIN TR
2.1 Phng php tch bin
2.2 Phng php dng php bin i Fourier
2.3 Phng php dng php bin i Laplace
2.4 Phng php dng cng thc tch phn Poisson
2.5 Phng php DAlembert
CHNG III: BI TP
PHN KT LUN
-5-
PHN NI DUNG
CHNG I: KIN THC CHUN B
1.1 Chui Fourier

1.1.1 nh ngha
nh ngha 1.1 Chui hm c dng
a0
+ ( an cos nx + bn sin nx) ( x )
2 n =1
(1.1)
trong a0 , an , bn , n = 1, 2,... l cc hng s, c gi l chui lng gic.

Cc
hm
sin nx ,
cng
cosnx
vi
hng
tng
qut
2
, n = 1, 2,... lin tc
n
v kh vi mi cp. Nu chui (1.1) hi t th tng ca n l hm tun hon vi chu
un ( x) = an cos nx + bn sin nx l cc hm tun hon vi chu k
k 2 . Vn t ra l ta c th khai trin hm s f(x) tun hon vi chu k

2 thnh chui lng gic (1.1) hay khng? V gi s hm s f(x), tun hon vi
chu k 2 , khai trin c thnh chui lng gic (1.1)

a0
f ( x) = + (an cos nx + bn sin nx) ( x )
2 n =1
(1.2)
th cc h s a0 , an , bn , n = 1, 2,... c xc nh nh th no? Cc h s ny c tnh

c theo f(x) hay khng?
Trc ht, bng cch tnh trc tip, chng ta thy rng
sin nxdx = cosnxdx =0,
sin mxcosnxdx =0,
0, m n
sin mx sin nxdx = , m = n
-6-
0, m n
cosmxcosnxdx = , m = n
T , nu chui lng gic (1.1) hi t u n hm s f(x) trn on
[ , ] th cc h s c tnh bi cng thc sau

a0 =
an =
bn =
f ( x) cos nxdx, n = 1,2,
(1.3)
f ( x)dx,
f ( x)sin nxdx.
Tht vy, t (1.2), ta tch phn hai v tng s hng t th
f ( x)dx =
a0 =
Suy ra
a0
.2
2
f ( x)dx
tnh an , n = 1, 2,... ta nhn cosnx vo hai v ca (1.2) ri ly tch phn tng

s hng t . Khi
f ( x)cos nxdx = an .
an =
Suy ra
f ( x) cos nxdx.
Tng t, nhn vo hai v ca (1.2) vi sinnx ri ly tch phn tng s hng

t , ta c
bn =
f ( x)sin nxdx, n = 1, 2,...
Trn y, ta gi s hm f(x) khai trin c thnh chui Fourier v lun

ly tch phn c chui v phi theo tng s hng. Tuy vy, chng ta cng nhn
thy rng ch cn f(x) kh tch trn on [ , ] th c th tnh c cc h s
(1.3). V vy, ta cng c chui Fourier tng ng ca hm f(x).
nh ngha 1.2 Cho f(x) l hm s tun hon vi chu k 2 . Chui lng
gic (1.1) vi cc h s a0 , an , bn , n = 1, 2,... c tnh bi cng thc (1.3) c gi l
-7-
chui Fourier tng ng ca hm f(x) trn on
[ , ] .
Cc h s
a0 , an , bn , n = 1, 2,... c gi l h s Fourier ca hm f(x).
Nh vy, mi hm f(x) kh tch trn on [ , ] u c chui Fourier tng

ng ca n v ta k hiu
f ( x)
a0
+ (an cos nx + bn sin nx) ( x )
2 n =1
1.1.2 iu kin chui Fourier ca hm s f(x) hi t
Nh bit, mi hm f(x) kh tch trn on [ , ] u c chui Fourier

tng ng. Tuy nhin, chui Fourier thu c trong trng hp ny c th khng
hi t v nu chui hi t th cha chc tng ca chui l f(x). Ta c kt qu c bn
sau y (khng chng minh) 1 :
nh l 1.1 (Tiu chun Dirichlet) Nu f(x) l hm tun hon vi chu k 2 ,
n iu tng khc v b chn trn on [ , ] th chui Fourier ca n hi t
tng im trn on ny v tng ca chui bng f(x) nu f(x) lin tc ti
f ( x+ ) + f ( x )
x ( , ) , bng
2
nu f(x) gin on (loi 1) ti x ( , ) v
f ( + ) + f ( )
bng
ti x = .
2
D V d
Cho f(x) l hm tun hon vi chu k 2 xc nh bi
f(x) = x, ( x )
th chui Fourier tng ng ca f(x) l
(1)
n +1
n =1
2
sin nx ( x )
n
Tht vy, theo (1.3) cc h s ca chui l

1 x2
1
a0 = xdx = .
= .0 = 0

2
1
an =
x cos nxdx = 0
Ngi c c th tham kho chng minh trong ti liu tham kho [1]
-8-
bn =
x sin nxdx = x sin nxdx
2 x
= cos nx + cos nxdx
0 n0
n
2
2
= cos n + 2 sin nx
0
n
n
2
2
= (1) n = (1) n +1 .
n
n
Bi v hm s f(x) lin tc trn on [ , ] nn chui Fourier ca n s hi

t v x ti mi im, tc l chng ta c
2
x = (1) n +1 sin nx ( x )
n
n =1
1.1.3 Khai trin Fourier trn on [ 0, ]
tm khai trin Fourier ca hm s f(x) trn on [ 0, ] , ta c th thc trin

f(x) thnh hm F(x) trn on [ , ] sao cho trn on [ 0, ] th f ( x) F ( x) . Sau
, ta tm khai trin Fourier ca hm s F(x) trn on [ , ] . Khi , khai trin
Fourier ca hm s f(x) trn on [ 0, ] chnh l khai trin Fourier ca hm F(x)
trn on [ 0, ] . Thng thng, chng ta thc trin theo hai cch:
(i) Thc trin f(x) thnh hm s chn F(x)
f ( x), x [ 0, ]
F ( x) =
f ( x), x [ ,0]
(ii) Thc trin f(x) thnh hm s l F(x)

f ( x), x [ 0, ]
F ( x) =
f ( x), x [ ,0]
-9-
1.1.4 Khai trin Fourier hm c chu k 2l

Cho hm s f(x) c chu k 2l , l > 0. Gi s chng ta cn tm chui Fourier tng
ng ca F(x) trn on [ l , l ] . Ta s dng php bin i t =
x
l
v xt hm s
tl
F (t ) = f ( x) = f .

Ta c
l
lt
lt
F (t + 2 ) = f (t + 2 ) = f + 2l = f = F (t )
hay F(t) l hm tun hon vi chu k 2 . Vy khai trin Fourier ca hm F(x) trn
on [ , ] l
F (t )
a0
+ (an cos nt + bn sin nt ) ( t )
2 n =1
vi cc h s c cho bi
a0 =
F (t )dt =
1l
f ( x)dx
l l
1l
n x
dx
an = F (t ) cos ntdt = f ( x)cos

l l
l
bn =
F (t )sin ntdt =
(1.4)
1l
n x
dx , n = 1,2,
f ( x)sin
l l
l
T , ta c khai trin Fourier ca hm s f(x) trn on [ l , l ] l
f ( x)
a0
n x
n x
+ an cos
+ bn sin
(l x l )
2 n =1
l
l
vi cc h s c tnh bi (1.4).
1.1.5 Chui Fourier sin v cosin
nh ngha 1.3 Cho f l hm s lin tc tng on xc nh trn (0, L) .
Chui Fourier cosin ca f trn (0, L) l
f ( x) =
a0
n x
+ an cos
2 n =1
L
- 10 -
y
an =
2L
n x
f
x
c
(
)
os
dx n = 0,1,2,
L 0
L
Chui Fourier sin ca f trn (0, L) c nh ngha bi
n x
f ( x) = bn sin
n =1
L
y
2L
n x
bn = f ( x)sin
dx n = 1,2,
L0
L
1.1.6 Mt s v d
V d 1.1.6.1. Cho hm s f ( x) = x , 0 x . Hy tm chui Fourier sin ca
hm s f ( x) trn 0 x bng cch p dng cng thc trong 1.1.5

Ta c
bn =
f ( x)sin nxdx =
( x)sin nxdx =
n
0
Do
1
f ( x) = 2 sin nx vi 0 x ( x 0 ).
n =1 n
1
n =1 n
x = 2 sin nx , vi 0 x .
Vy
V d 1.1.6.2. Tm khai trin Fourier ca hm s f ( x) = x 2 trn on [ 1,1] .
V hm s cho l hm s chn nn bn = 0, n = 1, 2,...

Ta c
a0 =
an =
f ( x)dx = 2 x 2 dx =
0
2
3
f ( x) cos n xdx = 2 x
cos n xdx = (1) n
Vy khai trin Fourier cn tm l

1 4 ( 1) n
x = + 2 2 cos n x , vi 1 x 1 .
3 n =1 n
2
- 11 -
4
n 2
2
1.2 Php bin i Fourier

Mt hm f(x) lin tc, tun hon chu k 2 c th c biu din bi chui
Fourier
1
f ( x) = ao + (an cos nx + bn sin nx)
2
n =1
an =
bn =
(1.5)
f ( x) cos nxdx, n = 0,1, 2,...
(1.6)
f ( x) sin nxdx , n = 0,1, 2,...
Chng ta c th nhn cc phng trnh (1.5), (1.6) di cc quan im nh sau:

Vi mi f(x) chng ta cho tng ng mt tp cc s thc {an , bn } , n=0,1,2bi nh
x F
F
f ( x)
{an , bn }
F c gi l php bin i Fourier hu hn ca hm f(x).

F
f ( x) , F-1 gi l php bin i Fourier o
T (1.5) ta li thy rng {an , bn }
1
hu hn.
Cp cng thc (1.5), (1.6) c gi l cng thc Fourier thun nghch.
Nu bit f(x) th t (1.6) ta c {an , bn } v ta gi l bin i Fourier hu hn ca
f(x). Ngc li, nu c {an , bn } th t (1.5) ta c f(x) v gi l bin i Fourier o
ca {an , bn } .
p dng cng thc Euler:
1
cos nx = (einx + einx )
2
1
sin nx = (einx einx )
2i
ta c (1.5) c vit li:
f ( x) =
Ce
n =
1
Vi Cn =
2
inx
(1.7)
f ( x)e
- 12 -
inx
dx
(1.8)
Nu f kh tt th:
1
2
inx
in f ( x)einx dx
f '( x)e dx =
f ( x )e
inx
Gi s f ( ) = f ( )
Khi
1
2
1
f '( x)e dx =
in f ( x)einx dx = inCn
2
inx
V bn tri l php bin i Fourier hu hn ca f '( x) , v bn phi l php

bin i Fourier hu hn ca f(x) nhn vi h s -in. p dng cng thc (1.7), ta
c:
f '( x) =
inC e
inx
n =
(1.9)
Nh vy o hm theo x ca f(x) c c bng cch nhn h s Fourier ca

f(x) vi in. Tng t nu f '( ) = f '( ) th
n C e
f ''( x) =
inx
n =
By gi, gi s chng ta c mt hm f(x) khng tun hon c nh ngha

trn khong L < x < L.
t x=( /L)x th trong khong ( L, L ) chng ta c th biu din f(x) di
dng chui Fourier nh sau:
f(
Ce
x ') =
n =
1
Vi Cn =
2
inx'
L
f ( x ')einx' dx '
Tr v bin x:
f ( x) =
C ( L )e
n =
in( /L)x
(1.10)
( L)
n
1
=
f ( x )ein( /L)x dx
2L L
- 13 -
(1.11)
(1.10) v (1.11) l cp bin i Fourier thun nghch trn ( L, L ) .

Nu f(x) c xc nh trn ( , + ) th ta s tm cch bin i cp cng
thc thun nghch (1.10), (1.11) bng cch cho L ta s c mt cp Fourier
thun nghch trn khong v hn ( , + ) .

Chng ta nhn xt rng dy n , n=0,1,2cng ngy cng dy c trn
L
ng thng thc khi L . iu ny cho php ta thay trong (1.10) v (1.11)
n( / L) lin tc.
Vi c nh, cho L . T (1.11)
lim 2 LCn( L ) = f ( ) =
L
F [ f ] f ( ) =
f ( x)ei x dx
f ( x)ei x dx
(1.12)
l bin i Fourier ca f.
Thay v c hm Cn( L ) xc nh vi mi tr gi ca s nguyn n by gi ta c
f ( ) xc inh vi mi tr gi thc. iu kin cho biu thc tch phn (1.12) tn
ti l
f ( x) dx <
Gi s f kh tt
L2
f '( x)ei x dx = f ( x)ei x
L1
L2
L1
L2
i f ( x)ei x dx
L1
L1 () v L2 v gi s f ( x) 0 khi x
hay F [ f ' ]=
f '( x)ei x dx = i f ( x)ei x dx = i f ( )
i F [ f ]
Tng t nu ta c f '( x) 0 khi x th F [ f '' ]=
- 14 -
2 F [ f ]
Tnh cht ny tng t nh php bin i Fourier hu hn ni trn, a

phng trnh o hm ring v phng trnh vi phn thng. iu khc bit y l
php bin i Fourier dng min < x < .
D Cng thc bin i Fourier o
Nu f tho
f < (tuyt i kh tch) v
f 2 < (bnh phng kh tch)
th c cp cng thc thun nghch
f ( ) =
f ( x)ei x dx , F [f] = f
f ( x) =
1
2
f ( )e i x d , F-1[ f ] = f
Ta i vo chng minh.
Ta c
1
2
f ( )e
it
1
d =
2
it
d f ( x)ei x dx
i th t ly tch phn
1
2
f ( )e it d =
f ( x)dx
1
2
i ( t x )
f ( x) (t x)dx = f (t )
vi (t x) l hm Dirac delta.
D nh l tch chp
Cho hai hm thc f v g, tch chp ca f v g l mt hm thc h nh ngha bi
( f * g )(t ) = h(t ) =
f (t ) g ( )d = f ( ) g (t )d
nh l 1.2 (nh l tch chp):

Nu c f v g sao cho
f ( ) =
f ( x)ei x dx ; g ( ) =
g ( x )e
( f * g )(t ) = h(t )
th
h( ) = f ( ) g ( )
Chng minh:
- 15 -
i x
dx
Ta c:
it
it
h(t )e dt = e dt f (t x) g ( x)dt
h( ) =
i bin z = t x t = z + x , dt = dz
h( ) =
i ( z + x )
dz f ( z ) g ( x)dx
h( ) =
i z
i x
e f ( z )dz e g ( x)dx = f ( ) g ( )
1.3 Php bin i Laplace

Cho hm f(t) c xc nh trn khong [ 0, ) . Bin i Laplace (cn gi l
nh Laplace) ca f(t) l hm F(p) c xc nh bi tch phn:
F(p) = e pt f (t )dt
(1.13)
vi iu kin tch phn ny hi t, p l mt s phc. Php bin i t f(t) sang F(p)

theo (1.13) c gi l php bin i Laplace.
iu kin tch phn (1.13) hi t l tn ti cc hng s M v sao cho
f (t ) Me t cho mi t > 0. Bin i Laplace cn c k hiu:
F(p) L [ f (t ) ]
1.3.1 Cc tnh cht c bn ca L [ f (t ) ]
Tnh tuyn tnh
n
n
L Ci f i (t ) = Ci L [ f (t )]
i =1
i =1
Tnh cht ng dng
Nu L [ f (t )] = F(p) th L [ f ( t )] =
F(
nh l tnh tin th nht
Nu L [ f (t )] = F(p) th L e at f (t ) = F(p-a)
nh l tnh tin th hai
Nu L [ f (t )] = F(p) th L [ua (t ) f (t a)] = e ap F(p)

trong hm Heaviside
- 16 -
0, 0 t < a
ua (t ) =
1, t a
nh Laplace ca o hm
Nu L [ f (t )] = F(p) th L [ f '(t )] = pF(p) F(0)
L f ( n ) (t ) = p n F ( p) p n 1 f (0) p n 2 f '(0) ... f ( n 1) (0)

o hm ca nh Laplace
Nu L [ f (t )] = F(p) th F(n)(p) = L (1) n t n f (t )

nh Laplace ca tch phn
t
F ( p)
Nu L [ f (t )] = F(p) th L f ( )d =
p
0
Tch phn ca nh Laplace
Nu L [ f (t )] = F(p) th
f (t )
t
f ( p)dp = L
p
nh Laplace ca hm tun hon
Nu f(t + T) = f(t) th L [ f (t )] =
1 T pt
e f (t )dt
1 e pT 0
nh laplace ca tch chp hai hm
Tch chp ca hai hm lin tc (t ), f (t ) vi 0 t < l hm

t
* f (t ) (t ) f ( )d
0
nh l Borel:
Nu L [ (t ) ] = ( p ) , L [ f (t ) ] = F ( p ) th L [ * f ] = ( p) F ( p ) .
1.3.2 Bin i Laplace ngc
Php bin i t hm F(p) sang hm f(t)
L1 [ F( p)] = f (t )
c gi l php bin i Laplace o nu v ch nu
L [ f (t )] = F(p)
Ta c th xc nh f(t) khi cho trc F(p) da vo cc tnh cht ca L [ f (t )] .
- 17 -
nh l 1.3
Nu f(t) l mt hm gc c ch s tng l s0 v F(p) l hm nh ca f(t) th ti mi
im lin tc ca hm f(t), ta c
1 a + i
F( p)e pt dp
2 i a i
f (t ) =
trong , a l mt s thc bt k, a > s0 .
1.4 Bi ton Sturm Liouville. Hm c bit

1.4.1 Bi ton Sturm Liouville
Bi ton Sturm Liouville l bi ton bin tuyn tnh cp hai thun nht cha
mt tham s dng
[ p ( x) y '] ' q( x) y + r ( x) y = 0, 0 < x < 1
a1 y (0) + a2 y '(0) = 0
b y (1) + b y '(1) = 0
2
1
(1.14)
(1.15)
(1.16)
trong cc hm p, p ', q v r l lin tc trn on 0 x 1 v hn na p(x) > 0 v

r(x) > 0 vi mi im trong 0 x 1 ; a1 , b1 , a2 , b2 l cc hng s, l tham s.
Ngi ta bo bi ton bin thun nht (1.14), (1.15), (1.16) l bi ton Sturm
Liouville k d nu cc hm p, p ', q v r ch lin tc trong khong h 0 < x < 1 v
khng tha cc iu kin trn mt hoc hai im bin.
Ta c nh l sau (khng chng minh) 2 :
Nu 1 v 2 l cc hm ring ca bi ton Sturm Liouville (1.14), (1.15),
(1.16) ng vi cc tr ring 1 v 2 . Nu 1 2 th 1 v 2 trc giao i vi hm
trng lng r trn 0 < x < 1 ngha l
1
r dx = 0
1 2
1.4.2 Hm Bessel
Xt bi ton:
( xu ') ' (m 2 / x)u + xu = 0 , 0 < x < 1
(1.17)
u (1) = 0
u b chn khi x 0
2
Ngi c c th tham kho chng minh trong ti liu tham kho [4]
- 18 -
(1.18)
xu ' = 0 khi x 0
m l hng s thc, l tham s.

(1.17), (1.18) l bi ton Sturm Liouville c mt im k d ti bin x = 0.
t t = x th (1.17) tr thnh
d du m 2
u + tu = 0
t
dt dt t
hay
d 2u
du
t
+t
+ (t 2 m2 )u = 0
(1.19)
2
dt
dt
y l phng trnh vi phn tuyn tnh cp hai gi l phng trnh Bessel bc
2
m.
Ta mun tm nghim ring gii tch ti t = 0 di dng chui nguyn
u (t ) = t ant n , a0 0
(1.20)
n =0
Ly o hm ca (1.20) theo t ri th vo (1.19). Gom chung cc s hng

cng m t ta c
{[
t 1 ( 2 m 2 ) a 0 + ( + 1) 2 m 2 a1t + ( + n ) 2 m 2 a n + a n 2 t n = 0
n=2
Chui ny ng nht khng ch nu cc h s ca t trit tiu

Suy ra
= m , a1 = 0 , an =
an 2
, n = 2,3,...
( + n) 2 m 2
1
(hng s tu ) lc ta c mt nghim ca
2 m!
(1.19) gii tch ti t = 0 gi l J m (t ) .
Chn = m v a0 =
(1) k (t / 2) m + 2 k
k !(m + k )!
k =0
J m (t ) =
(1.21)
(1.21) c gi l hm Bessel loi 1 cp m.

Hm Bessel thng dng nht l hm Bessel bc 0 v bc 1.
Ta c
2k
(1) k t
t2
t4
t6
J 0 (t ) =
= 1 2 + 2 2 2 2 2 + ...
2
2 2 .4 2 .4 .6
k = 0 ( k !) 2
(1) k t
J1 (t ) =

k = 0 k !( k + 1)! 2
2 k +1
t
1 t
1 t
=
+
...
2 1!2! 2 2!3! 2
- 19 -
Ta nhn thy J 0 '(t ) = J1 (t )

Php th t s cho thy chui nguyn (1.21) hi t, khi t , th J m (t ) c
dng iu nh t.
1.4.2.1 o hm v cng thc truy hi
Nhn chui (1.21) vi t m , o hm tng s hng theo t ri thu gn th c

d m
(t J m (t )) = t m J m +1 (t )
dt
(1.22)
Nu nhn chui (1.21) vi t m , o hm, thu gn th c

d m
(t J m (t )) = t m J m 1 (t )
dt
(1.23)
T (1.22) ta suy ra
mt m 1.J m (t ) + t m .J m '(t ) = t m .J m +1 (t )
Hay
J m '(t )
m
J m (t ) = J m +1 (t )
t
T (1.23) ta suy ra
mt m 1.J m (t ) + t m J m '(t ) = t m J m 1 (t )
Hay
J m '(t ) +
m
J m (t ) = J m 1 (t )
t
T ta c
t
[ J m1 (t ) + J m+1 (t )]
2m
1
J m '(t ) = [ J m 1 (t ) J m +1 (t ) ]
2
1.4.2.2 Zero ca hm Bessel J m (t )
J m (t ) =
Tr li php i bin t = x
Nghim gii tch ti x = 0 ca phng trnh
( xu ')' (m 2 / x)u + xu = 0
J m ( x)
Dng iu kin bin u(1) = 0

- 20 -
(1.24)
Suy ra
Jm ( ) = 0
(1.25)
Gii phng trnh (1.25) ta c cc tr ring ca bi ton (1.17), (1.18).

Ngi ta chng minh c rng, vi m thc th phng trnh J m (t ) = 0 c v
s nghim dng k hiu l
j1( m ) , j2( m ) ,..., > 0
Cc nghim ny lp thnh dy v hn { jk( m ) } k = 1, 2,...

Vi jk( m ) khi k
Cc jk( m ) c gi l zero ca hm Bessel J m (t )
1.4.2.3 H trc giao y Bessel
Cc tr ring ca bi ton Sturm Liouville (1.17), (1.18) gi l k( m ) c

cho bi cc zero ca hm Bessel J m (t )
k( m ) = jk( m )
Suy ra
jk( m ) = k( m )
Cc hm ring tng ng l J m ( k( m ) x)
Nh vy ta c h cc hm ring J m ( k( m ) x) , k = 1, 2,... l h trc giao trn

0 < x < 1 i vi hm trng lng r(x) = x v
1
xJ
(m)
k
x).J m (
(m)
i
,k i
0
2
x)dx = 1
J m +1 ( k( m ) ) , k = i
2
Ta s chng minh (1.26).

Ta c u = J m (t ) l nghim ca phng trnh
t2
d 2u
du
+t
+ (t 2 m 2 )u = 0
2
dt
dt
V u 1 ( x) = J m ( k( m ) x); u2 ( x) = J m ( i( m ) x) l nghim ca phng trnh
- 21 -
(1.26)
( m) m2
m2
1
(m)
( xu1 ') '
u1 + k xu1 = 0 u1 ''+ u1 '+ k 2 u1 = 0
x
x
x
(*)
( m) m2
m2
1
(m)
( xu2 ') '
u2 + k xu2 = 0 u2 ''+ u2 '+ k 2 u2 = 0
x
x
x
(**)
Nhn (*) vi u2 v (**) vi u1 ri tr v theo v ta c:

1
(u1 ''.u2 u1 .u2 '') + (u1 '.u2 u1 .u2 ') + ( k( m ) i( m ) ) u1u2 = 0
x
d
x (u1 '.u2 u1 .u2 ') + (u1 '.u2 u1 .u2 ') = ( i( m ) k( m ) ) xu1u2
dx
d
x(u1 '.u2 u1 .u2 ') = ( i( m ) k( m ) ) xu1u2
dx
Ly tch phn hai v ng thc trn t 0 1:

1
d
x(u1 '.u2 u1 .u2 ') dx = x(u1 '.u2 u1 .u2 ')
0
0 dx
( i( m) k( m ) ) xu1u2 dx =
0
+ Vi k i :
Suy ra
1
xJ
( k( m ) x).J m ( i( m ) x)dx =
(m)
i
1
[u1 '(1).u2 (1) u1 (1).u2 '(1)]
k( m )
M
u 1 (1) = J m ( k( m ) )
u2 (1) = J m ( i( m ) )
l cc zero ca hm J m (t ) nn suy ra
1
xJ
( k( m ) x).J m ( i( m ) x)dx = 0
+ Vi k = i :
Khi (*) v (**) l mt phng trnh.
Nhn (*) vi 2 x 2u1 ' th
- 22 -
2 x 2u1 '.u1 ''+ 2 x(u1 ') 2 + 2k( m ) x 2u1u1 ' 2m 2u1u1 ' = 0
2 x 2u1 '.u1 ''+ 2 x(u1 ') 2 + 2k( m ) x 2u1u1 '+ 2k( m ) x(u1 ) 2 2k( m ) x(u1 ) 2 2m 2u1u1 ' = 0
d 2
d
d
x (u1 ') 2 + k( m ) x 2 (u1 ) 2 2k( m ) x(u1 ) 2 ( m 2 (u1 ) 2 ) = 0
dx
dx
dx
d
2k( m ) x(u1 ) 2 = x 2 (u1 ') 2 + k( m ) x 2 (u1 ) 2 m 2 (u1 ) 2
dx
Ly tch phn hai v t 0 1:
(m)
k
x J
(m)
k
1
x) dx = x 2 (u1 ') 2 + k( m ) x 2 (u1 ) 2 m 2 (u1 ) 2
0
= [u1 '(1)] + k( m ) [u1 (1) ] m 2 [u1 (1) ] m 2 [u1 (0)]
2
V
u1 (1) = J m ( k( m ) ); u1 '(1) = k( m ) J m '( k( m ) ); u1 (0) = J m (0) = 0
nn
2
(m)
k
(m)
(m)
(m)
(m)
2
(m)
0 x J m ( k x) dx = k J m '( k ) + ( k m ) . J m ( k )
2
Suy ra
2
2
2
1
1
m2
(m)
(m)
(m)
=
+
x
J
(
x
)
dx
J
'(
)
1
.
J
(
m
k
k
0 m k
2 k( m ) m
2
1
2
1
1

J m '( k( m ) ) = J m2 +1 ( k( m ) )
2
2
ng vi mi m c nh ta c mt h trc giao v ngi ta chng minh c
rng h J m ( k( m ) x) y trn 0 x 1 . iu ny c ngha l: Gi s c hm f

bt k trn [0,1] kh tt, th ngi ta c th khai trin f thnh chui Fourier theo cc
hm ring J m ( k( m ) x) . Tht vy, gi s ta c th khai trin
f ( x) = Ck J m ( k( m ) x)
k =0
Nhn hai v (1.27) vi xJ m ( i( m ) x) ri ly tch phn t 0 1 ta nhn c
- 23 -
(1.27)
Ck =
xf ( x) J
( k( m ) x)dx
0
1
(m)
0 x J m ( k x) dx
Hay
1
Ck =
xf ( x) J
( k( m ) x)dx
(1.28)
1 2
(m)
J m +1 ( k )
2
(1.27) v (1.28) l chui Fourier Bessel.
Ngi ta chng minh c rng chui Fourier Bessel (1.27) v (1.28) hi t
trung bnh v hm f trn khong (0,1). iu ny c ngha l
{J (
m
k( m ) x) , k = 1, 2,... y trn 0 < x < 1 vi hm trng lng x.
1.4.3 a thc Legendre

Phng trnh vi phn
(1 x 2 )
d2y
dy
2 x + n(n + 1) y = 0
2
dx
dx
(1.29)
vi 1 < x < 1 , n 0, n Z
l phng trnh Legendre.
Chng ta mun tm mt nghim ca phng trnh (1.29) di dng chui nguyn
y = ak x k
(1.30)
k =0
Thay (1.30) vo (1.29) ta c
k (k 1)a x
k
k =0
k 2
(1 x 2 ) 2kak x k + n(n + 1)ak x k = 0
[ n(n + 1) k (k + 1)] a x
k =0
+ k (k 1) ak x k 2 = 0
Chui (1.31) ng nht khng ch nu tt c cc h s ca x trit tiu.

ng nht khng h s ca xk
(k + 2)( k + 1)ak + 2 + [ n(n + 1) k (k + 1)] ak = 0, k = 0,1, 2,...
- 24 -
(1.31)
hay
ak + 2 =
(n k )(n + k + 1)
ak
(k + 1)( k + 2)
(1.32)
vi k = 0,1, 2,...
Chui (1.31) l mt nghim ca phng trnh Legendre (1.29) trn khong
hi t ca n, min l cc h s ca x tho cng thc truy hi (1.32). Trong a0, a1
l cc hng s tu .
Vi n l s nguyn th t (1.32) ta thy khi k = n th an+2 = 0 v do
an + 4 = an +8 = ... = 0
Khi hng s a0 bng 0 th
a2 = a4 = ... = 0
Khi hng s a1 bng 0 th

a3 = a5 = ... = 0
Nh vy, nu n l v a0 0 th chui (1.31) rt v a thc bc n ch cha cc

lu tha chn ca x.
Do lun lun c mt a thc l nghim ca phng trnh (1.29) th khng
cn xt n vn hi t.
T h thc truy chng (1.32)
ak =
(k + 1)(k + 2)
ak + 2
(n k )( n + k + 1)
Cho k + 2 = n
an 2 =
an 4 =
n(n 1)
an
2(2n 1)
( n 2)(n 3)
n(n 1)(n 2)(n 3)
an 2 =
an
4(2n 3)
2.4(2n 1)(2n 3)
By gi cc a thc nghim ca phng trnh (1.30) c vit theo ly tha li ca

x
n(n 1) n 2 n(n 1)(n 2)(n 3) n 4

y ( x) = an x n
x +
x ...
2(2n 1)
2.4(2n 1)(2n 3)
(2n 1)(2n 3)...3.1

; n = 1, 2,..., a0 = 1
n!
th a thc (1.33) tr thnh a thc Legendre k hiu Pn(x).
Chn
an =
- 25 -
(1.33)
Pn ( x) =
(2n 1)(2n 3)...3.1 n n( n 1) n 2 n( n 1)( n 2)( n 3) n 4

x
x +
x ...
n!
2(2n 1)
2.4(2n 1)(2n 3)
(1.34)
Hm Pn(x) l mt a thc bc n ch cha cc ly tha chn ca x nu n chn
hay l quanh x = 0 tu theo n chn hay l. Ngha l ta c
Pn ( x) = (1) n Pn ( x)
Ngi ta c th vit Pn(x) di dng c ng nh sau

(1) k (2n 2k )!
x n2 k
n
k = 0 2 k !( n k )!( n 2 k )!
m
Pn ( x) =
(1.35)
Vi m = n/2 nu n chn
m = (n-1)/2 nu n l.
Vi n = 0,1,2,3,4,5 chng ta c
P0 ( x) = 1; P1 ( x) = x; P2 ( x) = (1 / 2)(3 x 2 1)
P3 ( x) = (1 / 2)(5 x 3 3 x); P4 ( x) = (1 / 8)(35 x 4 30 x 2 + 3)
P5 ( x) = (1 / 8)(63 x 5 70 x 3 + 15 x)
Lu rng a thc Legendre Pn(x) cho bi (1.35) ch l mt trng hp c

bit ca hm Legendre.
1.4.3.1 Hm sinh ca Pn(x)
(1 2xz + z )
2 1/2
Xt hm
, 1 x 1
Vi x [ 1,1] th hm ny v cc o hm mi cp ca n tn ti khi z < 1 .

Hm ny tr thnh ( ) khi
1 2 xz + z 2 = 0 z = x x 2 1 = cos + i sin
Trong vit cos thay cho x.

iu ny cho thy z = 1 . Vi z < 1 khai trin hm ny thnh chui Mac
Laurin theo z
(1 2 xz + z )
2 1/2
= An ( x) z n
n =0
Trong An(x) l h s ca zn s c xc nh. Dng chui nh thc
- 26 -
(1.36)
(1 z (2 x z ) )1 / 2 = 1 + 1 z (2 x z ) +
2
... +
1 3 2
. z (2 x z ) 2 +
2
2 2!
1.3.5...(2n 1) n
z (2 x z ) n
n
2 .n!
Ly h s An(x) ca zn
An ( x) =
1.3...(2n 1)
1.3...(2n 3)(n 1)
(2 x) n
(2 x) n 2 +
n
n 1
2 .n !
2 .(n 1)!1!
+
1.3...(2n 5) (n 2)(n 3)
(2 x) n 4 ...
n2
2 .(n 2)!
2!
An ( x) =
1.3...(2n 1) n n(n 1) n 2
x 2(2n 1) x +
n!
n(n 1)(n 2)(n 3) n 4

x ...
2.4.(2n 1)(2n 3)
y chnh l Pn(x).
Nh vy (1.36) c vit li
(1 2 xz + z )
2 1/2
= Pn ( x) z n
(1.37)
n =0
a thc Legendre (1.34) chnh l h s ca zn trong khai trin Mac Laurin

ca hm (1 2xz + z 2 )
1/2
Hm ny gi l hm sinh ca Pn(x).
Ly o hm ca (1.37) theo z ri nhn phng trnh kt qu vi
(1 2xz + z ) th chng ta tm c ng thc sau

2
( x z ) (1 2 xz + z 2 )
1/2
= ( x z ) Pn ( x) z n
n =0
= (1 2 xz + z 2 ) nPn ( x) z n 1
n =0
Cn bng h s ca zn hai v ta c
(n + 1) Pn +1 ( x) (2n + 1) xPn ( x) + nPn 1 ( x) = 0
n = 1,2,
y l cng thc truy hi ca Pn(x).
Tch phn a thc Legendre cho bi (1.34) n ln t 0 x
- 27 -
(1.38)
(2n 1)(2n 3)...3.1 2 n

n(n 1) 2 n 4
... =
x nx 2 n 2 +
x
(2n)!
2!
= ... Pn ( x)(dx) n
o hm biu thc ny n ln theo x th c
Pn ( x) =
1 dn 2
( x 1) n
n
n
2 .n ! dx
(1.39)
(1.39) gi l cng thc Rodrigues.

1.4.3.2 H trc giao y cc hm { Pn ( x)}
Chng ta xt bi ton:
d
dy
(1 x) 2 + n(n + 1) y = 0 , 1 x 1
dx
dx
(1.40)
y(x) v y(x) lin tc trn 1 x 1
(1.41)
(1.40) v (1.41) l bi ton Sturm Liouville, c bit vi cc tr ring = n(n + 1)

p ( x) = 1 x 2 , q ( x) = 0 , r ( x) = 1 .
Ch rng bi ton ny c hai im k d ti hai u x = 1 . Do thay v

cc iu kin bin ti x = 1 th c thay bi (1.41). Chng ta thy rng a thc
Legendre cho bi (1.36) th tho bi ton ny, tc l tho (1.40) v cc iu kin lin
tc (1.41).
Theo tnh cht cc hm ring ca bi ton Sturm Liouville chng ta c
(i) Cc hm Pn(x) hp thnh h trc giao trn [-1,1] vi hm trng lng r(x) = 1.
1
P ( x)P ( x)dx = 0
n
vi n m (n, m = 0,1, 2,...)
(ii) H {Pn(x)}; n = 0,1,2,y trn 1 < x < 1 i vi hm trng lng r ( x) = 1

theo ngha hi t trung bnh bnh phng. Gi s c hm f nh ngha trn 1 x 1
kh tt. C th khai trin theo {Pn(x)}
f ( x) Cn Pn ( x)
n =0
Vi
Cn =
f ( x) P ( x)dx
n
1
1
[ P ( x)]
- 28 -
dx
tnh
[ P ( x)]
dx , chng ta c theo (1.31)
2 1
+
=
1
2
xz
z
Pn ( x) z n
(
)
n =0
Ly tch phn hai v theo x t 1 1

2
1
dx
=
Pn ( x) z n dx
1 1 2 xz + z 2 1
n =0
Gi s chui v phi hi t u theo x v dng tnh trc giao (i) ta c

1
dx
2
2n
=
(
)
z
P
x
dx
[
]
n
1 1 2 xz + z 2 n=0 1
1
dx
1 2 xz + z
1
1+ z 1
= log
z
1 x 1
z2 z4
z 2n
= 2 1 + + + ... +
+ ...
3 5
2n + 1
= z
n =0
2n
[ P ( x)]
dx
Suy ra
1
[ P ( x) ]
dx =
2
, n = 0,1, 2,...
2n + 1
Khi
Cn =
2n + 1 1
f ( x) Pn ( x)dx .
2 1
- 29 -
CHNG II: MT S PHNG PHP GII BI TON

PHNG TRNH O HM RING BIN TR
Trong lun vn ny, nhng kin thc c bn v cc khi nim ca phng
trnh o hm ring c xem nh bit, ngi c c th tham kho trong ti liu
tham kho [1]. Sau y ti s trnh by v bi ton phng trnh o hm ring bin
tr v mt s phng php gii.
2.1 Phng php tch bin (Phng php Fourier)

Phng php phn li bin s cn c gi l phng php Fourier. Phng
php ny ch p dng c cho mt lp cc bi ton vi cc iu kin bin thch
hp. Tuy nhin, lp cc bi ton ny cha mt s kh ln cc bi ton thng dng
trong vt l.
Trong phng php ny, ngi ta gi s nghim ca bi ton l tch ca cc
hm theo cc bin c lp ca phng trnh o hm ring.
H qu ca vic t mt nghim ca phng trnh o hm ring l tch ca
cc hm theo ch mt bin c lp l ngi ta rt phng trnh o hm ring v
mt h thng cc phng trnh vi phn thng tng ng. Nh th, thay v phi
gii bi ton bin vi phng trnh o hm ring, ngi ta ch phi gii mt s bi
ton bin vi phng trnh vi phn thng.
V d. gii phng trnh dng az xx + bz xy + cz yy + Az x + Bz y + Cz = 0
ta lm nh sau:
t z = XY= X(x)Y(y) (XY 0 trong min xc nh).
Khi :
z x = X 'Y , z y = XY '
z xx = X ''Y , z xy = X 'Y ' , z yy = XY ''
Thay vo phng trnh (2.1) ta c phng trnh

aX ''Y + bX 'Y '+ cXY ''+ AX 'Y + BXY '+ CXY = 0
Chia hai v phng trnh cho XY, ta c
a
X ''
X 'Y'
Y ''
X'
Y'
+b
+c + A
+ B +C = 0
X
X Y
Y
X
Y
- 30 -
(2.1)
Chng ta thy rng hm X ch ph thuc vo bin x, hm Y ch ph thuc vo

bin y nn nu chn tham s thch hp, ta s c phng trnh vi phn cp hai.
Gii phng trnh ny, chng ta s suy ra nghim ca phng trnh (2.1).
Ch thm rng, s ni trn l hng s tu nn theo nguyn l chng
cht nghim, v mt hnh thc, nghim ca phng trnh o hm ring l chui
hm lng gic m cc s hng chnh l nghim ca phng trnh vi phn trn.
2.1.1 Phng trnh sng
L bi ton bin tr c dng:
2u 1 2u
x 2 c 2 t 2 = 0, c > 0, 0 < x < l , t > 0
u (0, t ) = u (l , t ) = 0, ( x,0) = 0
t
u ( x,0) = f ( x)
u ( x, t ) = X ( x)T (t ) 0
(2.2)
(2.3)
(2.4)
(2.5)
Th vo (2.2), chng ta c
X ''T
Hay
1
XT '' = 0
c2
X '' 1 T ''
= 2
X
c T
V cc hm v tri ch tu thuc vo x v cc hm v phi ch tu thuc
vo t, nn c hai phi bng hng s , do

X ''+ X = 0
2
T ''+ c T = 0
iu kin (2.3) buc rng

X(0) = X(l) = 0
Bi ton tr ring hm ring l:
X ''+ X = 0
X (0) = X (l ) = 0
Chng ta ln lt xt cc trng hp < 0 , = 0 , > 0
- 31 -
(2.6)
Trng hp < 0 :
Nghim tng qut ca phng trnh vi phn trong (2.6) l
X ( x) = A sinh x + B cosh x
vi A, B l cc hng s tu .
Ti x = 0, X(0) = B = 0
Ti x = l, X (l ) = A sinh l = 0
Suy ra A = 0
Nh vy X(x) = 0. iu ny dn ti u = 0, tri vi gi thuyt (2.5), do gi
thuyt < 0 b loi.
Trng hp = 0 :
X(x) = A + B(x)
p dng iu kin bin ti x = 0, x = l ta c A = B = 0. Nh vy X(x) = 0,
iu ny dn ti u = 0, tri vi (2.5), do gi thuyt = 0 b loi.
Ti y chng ta tin on c trng hp > 0 l dng c.
Trng hp > 0 :
X ( x) = Acos x + B sin x
Ti x = 0, X(0) = A = 0
Ti x = l, X (l ) = B sin l = 0
sin l = 0
l = n , n = 1, 2,...
=
n 2 2
, n = 1, 2,...
l2
Cc hm ring tng ng l:
X = sin
n
x, n = 1, 2,...
l
Vi cho bi (2.7), phng trnh T ''+ c 2T = 0 tr thnh:
- 32 -
(2.7)
n 2 2 2
T ''+ 2 c T = 0
l
(2.8)
v c nghim tng qut l

T = A cos
n ct
n ct
+ B sin
l
l
iu kin cui cng trong (2.3) buc rng
T(0) = 0
p dng (2.10) vo (2.9) th c
(2.10)
n ct
l
T = D cos
(2.9)
(2.11)
vi D l cc hng s tu .
Do , cc hm
n x
n ct
, n = 1, 2,...
cos
l
l
l cc nghim ca phng trnh sng (2.2) tho cc iu kin bin thun nht (2.3).
tho iu kin (2.4) ta lp chui
un ( x, t ) = bn sin
n =1
n =1
u ( x, t ) = un ( x, t ) = bn sin
n x
n ct
cos
l
l
(2.12)
Cho t = 0, mt cch hnh thc, ta c
u ( x,0) = f ( x) = bn sin
n =1
Nhn hai v vi sin
n x
l
(2.13)
n x
ri tch phn theo x t 0 n l mt cch hnh thc
l
l
bn = f ( x)sin
o
n x
dx
l
(2.14)
Chui (2.13) vi cc h s (2.14) gi l chui Fourier sin ca f(x). Chui

(2.12) vi cc h s (2.14) c gi l nghim hnh thc ca bi ton (2.2), (2.3),
(2.4).
- 33 -
2.1.2 Phng trnh truyn nhit

L bi ton bin tr c dng:
u
2u
t k x 2 = 0, k > 0, 0 < x < , t > 0
u (0, t ) = u ( , t ) = 0, t > 0
u ( x,0) = f ( x), 0 < x <
t u ( x, t ) = X ( x)T (t ) 0
(2.15)
(2.16)
(2.17)
(2.18)
Thay (2.18) vo (2.15) ta c
XT 'kX "T = 0
Hay
X " T '
=
kT
X
(2.19)
V cc hm v tri ch tu thuc vo x v cc hm v phi ch tu thuc t,

nn c hai phi bng mt hng s ; l:
X '' X = 0
T ' kT = 0
(2.20)
Hn na, v hm u = XT phi tho iu kin (2.16) nn:

X(0) = 0, X ( ) = 0
(2.21)
X '' X = 0,0 < x <
X (0) = X ( ) = 0
(2.22)
Bi ton tr ring hm ring l:
Ly < 0 th nghim tng qut ca phng trnh vi phn trong (2.22) l

X = A cos x + B sin x
iu kin bin trong bi ton (2.22) buc rng
X(0) = A = 0
X ( ) = B sin = 0
iu ny dn ti
sin = 0 = n 2 , n = 1, 2,...
- 34 -
(2.23)
Cc tr ring ca bi ton (2.22) c cho bi (2.23) l mt tp v hn cc s

nguyn m {n 2 } , n = 1, 2,... Cc hm ring tng ng vi cc tr ring ny l
X ( x ) = sin nx, n = 1, 2,...
Vi cho bi (2.23), phng trnh th hai trong (2.20) by gi l

T '+ n 2 kT = 0
(2.24)
Nghim tng qut ca (2.24) l:

2
T = Ce n kt
vi C l cc hng s tu .
Nghim ca phng trnh (2.15) tho (2.16) dng u = XT l
2
un = bn e n kt sin nx, n = 1, 2,...
tho iu kin bin (2.17) ta lp chui
n =1
n =1
u = un = bn e n kt sin nx
2
(2.25)
Trong (2.25) cho mt cch hnh thc t = 0
u ( x,0) = f ( x) = bn sin nx
(2.26)
n =1
Nhn (2.26) vi sin nx v ly tch phn theo x t 0 n mt cch hnh thc, ta

c
bn =
f ( x)sin nxdx ,
n = 1,2,
(2.27)
Chui (2.26) vi h s (2.27) c gi l chui Fourier ca f(x). Hm u cho

bi (2.25) vi h s (2.27) gi l nghim hnh thc ca bi ton (2.15), (2.16),
(2.17).
2.1.3 Phng trnh Laplace Bi ton Dirichlet trong hnh vung
Cho bi ton:
2u 2u
x 2 + y 2 = 0, 0 < x < 1, 0 < y < 1
u (1, y ) = u (0, y ) = 0, u ( x,1) = 0

u ( x,0) = f ( x)
- 35 -
(2.28)
(2.29)
(2.30)
t u ( x, y ) = X ( x)Y ( y ) 0
(2.31)
Thay (2.31) vo (2.28) ta c

X ''Y + XY '' = 0
V XY 0
nn
X '' Y ''
+
=0
X
Y
Hay
X ''( x)
Y ''
=
X ( x)
Y
(2.32)
V tri ca phng trnh (2.32) ch tu thuc vo bin c lp x v v phi

ch tu thuc vo bin c lp y. Ngi ta bo phng trnh Laplace (2.28) c
phn ly.
Ly o hm theo x ca phng trnh (2.32):
d X ''( x)
=0
dx X ( x)
iu ny ko theo
X ''( x)
= (hng s thc)
X ( x)
V theo (2.32)
Y ''( y )
=
Y ( y)
Nh vy, u = XY l mt nghim ca phng trnh Laplace (2.28) nu v ch

nu X v Y tho cc phng trnh vi phn thng.
X ''( x) + X ( x) = 0
Y ''( y ) Y ( y ) = 0
(2.33)
Mi phng trnh vi phn ca (2.33) c gi l phng trnh phn ly v

hng s thc gi l hng s phn ly.
Vi thc bt k, mi phng trnh vi phn cp hai ca (2.33) c hai
nghim c lp tuyn tnh. Tch ca chng hp thnh bn h nghim cha mt tham
s l :
e
cos x , e
sin x vi > 0
1, x, y, xy vi = 0
e
cos y , e
- 36 -
sin y vi < 0
xc nh hng s ta xt bi ton vi iu kin bin thun nht. iu

kin (2.29) buc rng ti x = 0 v x = 1 th u = 0. Bi (2.31) th ta suy ra c rng
X(0) = X(1) = 0. Vy bi ton xc nh l:
X ''( x) + X ( x) = 0
X (0) = X (1) = 0
(2.34)
Ly > 0 th nghim tng qut ca phng trnh vi phn (2.34) l

X ( x) = A cos x + B sin x
Vi A, B l cc hng s tu .
Ti x =0, X(0) = A = 0
Ti x = 1, X(1) = B sin = 0
sin = 0
= n , n = 1, 2,...
= n 2 2 , n = 1, 2,...
(2.35)
Chng ta tm c mt tp v hn cc gi tr ca , l
{n } , n = 1, 2,... cho bi ton (2.34) c nghim khng tm thng ( X ( x) 0 ).

2
Cc tr gi cho bi (2.35) c gi l cc gi tr ring ca bi ton (2.34) v cc

nghim ring ca (2.34) tng ng vi cc ny l
X ( x) = sin n x , n = 1,2,
(2.36)
c gi l cc hm ring ca bi ton (2.34).

Vi cho bi (2.35) v iu kin cui cng trong (2.29) chng ta xt bi ton
Y ''( y ) n 2 2Y ( y ) = 0
Y (1) = 0
(2.37)
Chng ta c nghim tng qut ca phng trnh vi phn trong bi ton (2.37) l
Y ( y ) = A cosh n y + B sinh n y
(2.38)
Vi A, B l cc hng s tu .
Ti y = 1, Y (1) = A cosh n + B sinh n = 0
B = A
Suy ra
cosh n
sinh n
Biu thc (2.38) c vit li
Y ( y ) = A cosh n y A
- 37 -
cosh n
sinh n y
sinh n
(2.39)
A(sinh n cosh n y ) cosh n sinh n y

sinh n
=
A
sinh n (1 y )
sinh n
Y ( y ) = Cn sinh n (1 y )
Cn =
Vi
(2.40)
A
sinh n
Phi hp (2.36) v (2.40) theo (2.31) ta c:
un ( x, y ) = Cn sin n x sinh n (1 y )
(2.41)
Cc hm un , n = 1,2,cho bi (2.41) hp thnh mt dy hm {un } . Cc hm

ny tho phng trnh (2.28) v iu kin thun nht (2.29). tho iu kin bin
khng thun nht (2.30) ta lp chui
n =1
n =1
u ( x, y ) = un ( x, y ) = Cn sin n x sinh n (1 y )
(2.42)
Trong (2.42) cho y = 0 mt cch hnh thc, dng (2.30) ta c:
f ( x) = Cn sinh n sin n x
(2.43)
n =1
Hay
f ( x) = bn sin n x
(2.44)
bn = Cn sinh n
(2.45)
n =1
Vi
Nhn hai v ca (2.44) cho sin n x, n = 1, 2,... ri ly tch phn theo x t 0 n
1, chng ta c mt cch hnh thc
1
bn = 2 f ( x)sin n xdx
(2.46)
Chui (2.44) vi cc h s (2.46) c gi l chui Fourier ca f(x). T y suy ra

c
Cn =
2
sinh n
f ( x)sin n xdx
(2.47)
Hm u(x,y) cho bi chui (2.42) [hi t hoc khng] vi cc h s cho bi

(2.47) c gi l nghim hnh thc ca bi ton (2.28), (2.29), (2.30). Nu chui
- 38 -
(2.42) hi t u v hm u v nu u ny tho tt c iu kin ca bi ton th u c

gi l mt nghim (c in) ca bi ton.
2.1.4 ng dng ca Hm Bessel v a thc Legendre trong vic gii bi ton
bin tr
V d 2.1.4.1.
Cho bi ton:
u
2u 1 u
k 2 +
= 0, 0 r < 1, t > 0
r r
r
t
u (1, t ) = 0, t 0
u (r , 0) = f (r ), 0 r < 1
(2.48)
(2.49)
(2.50)
Ta mun tm nghim dng

u (r , t ) = R(r ).T (t ) 0
Khi , phng trnh (2.48) tr thnh

1
RT ' k R '' T + R ' T = 0

r
Hay
T'
R '' 1 R '
=k
+
=
T
R r R
Suy ra
1T'
=
k T
(2.51)
R '' 1 R '
+
=
R k R
(2.52)
l hng s phn ly.
T (2.51) suy ra
T (t ) = e k t , > 0
T (2.49) v (2.52) ta c bi ton tr ring

rR ''+ R '+ rR = 0, 0 r < 1
R (1) = 0
y l bi ton Sturm Liouville vi phng trnh vi phn Bessel bc m = 0 .

Nghim ring ca phng trnh Bessel ny l
R(r ) = J 0 ( r )
- 39 -
Dng iu kin bin R (1) = 0 suy ra J 0 ( ) = 0

Phng trnh ny cho cc tr ring :
n(0) = jn(0)
Vi jn(0) l cc zero ca hm Bessel J 0 (r ) .

Nghim hnh thc ca (2.48) tho (2.49) l
u (r , t ) = An J 0
n =0
( 0)
n t
n(0) r e k
(2.53)
Trong (2.53) cho mt cch hnh thc t = 0
f (r ) = An J 0
n =0
n(0) r
{ (
)}
n(0) r . Ta c:
y l chui Fourier ca f khai trin theo h J 0

1
An =
rf (r ) J
0
1
r J 0
0
An =
J12
n(0) r dr
rf (r ) J
n(0) r dr
n(0) r dr
n(0)
(2.54)
Chui (2.53) vi cc h s (2.54) l nghim hnh thc ca bi ton (2.48), (2.49),

(2.50).
V d 2.1.4.2. Xt bi ton Dirichlet trong qu cu
r
2
1
u
(ru ) +
sin
= 0, (0 r < 1, 0 )
2
r
sin

u (1, ) = f ( ) , u hu hn khi r 0
(2.55)
(2.56)
Chng ta mun tm mt nghim ca bi ton c dng
u (r , ) = R(r ) H ( ) 0
Thay vo phng trnh (2.55) th c
r d2
1 d
dH
(rR ) =
sin
2
R dr
sin d
d
- 40 -
(2.57)
Suy ra
r d2
(rR ) =
R dr 2
Hay
r 2 R ''+ 2rR ' R = 0
(2.58)
1 d 1 cos 2 dH
+ H = 0
sin d sin d
(2.59)
Trong (2.59) ta t cos = x :
0 1 x 1
c
d
2 dH
(1 x )
dx
dx
+ H = 0; 1 x 1
(2.60)
y l phng trnh Legendre, phng trnh ny c nghim lin tc trn

1 x 1 khi
= n(n + 1), n = 0,1, 2,...
(2.61)
Lc nghim ring ca phng trnh ny l

Pn(x); n = 0,1,2,
(2.62)
Tr li bin : H ( ) = Pn (cos ); 0 vi cho bi (2.61) th phng trnh
(2.58) tr thnh
r 2 R ''+ 2rR ' n(n + 1) R = 0
y l phng trnh Cauchy Euler.

Nghim ca phng trnh l:
R (r ) = Ar n +
r n +1
vi iu kin bin (2.56) phi chn B = 0, do
R(r) = Arn
Thit lp
u (r , ) = An r n Pn (cos )
(2.63)
n =0
Trong (2.63) cho mt cch hnh thc r = 1
f ( ) = An Pn (cos )
n =0
y l chui Fourier Legendre.
- 41 -
(2.64)
Suy ra:
An =
2n + 1
f ( ) Pn (cos )sin d
2 0
(2.65)
Chui (2.63) vi h s (2.65) c gi l nghim hnh thc ca bi ton (2.55),

(2.56).
Trn y ta gii cc bi ton c iu kin bin hu hn. i vi cc bi ton c
iu kin bin v hn th phng php tch bin vn c th p dng c (xem cch
gii chi tit chng III).
2.2 Phng php dng php bin i Fourier

Php bin i Fourier cho chng ta tm c nghim hnh thc ca bi ton
gi tr bin. Php bin i ny rt phng trnh o hm ring v phng trnh vi
phn thng.
Gii phng trnh vi phn thng chng ta c bin i Fourier ca nghim
hnh thc ca bi ton. Dng cng thc o ta tm c nghim hnh thc ca bi
ton.
Chng hn ta xt bi ton sau:
u u
t x u = 0, < x < , t > 0
u ( x, 0) = f ( x)
u ( , t ) = u ( , t )
Vi t c nh, gi s u(x,t) kh tt
inx ; u(n, t ) =
u ( x, t ) = ue
1
2
u( x, t )e
u ( x, t )
inx
= inue
x
u u inx
= e
t t
Nh vy hm (n, t ) phi tho
u
+ inu u = 0
t
- 42 -
inx
dx
( in 1) u +
u
=0
t
Chng ta c mt phng trnh vi phn thng theo t tnh u . Gii phng

trnh vi phn thng ny th chng ta tm c u . C u ta dng cng thc Fourier
o tm li u(x,t).
u ( n , t ) = D n e ( in 1) t
Suy ra
Ti t = 0 th (n,0) = D n
Nu f tho
1
f = Dn =
2
f ( x)e
inx
dx
u(n, t ) = f (n)e ( in 1) t
dng cng thc Fourier o ta c
u ( x, t ) =
f (n)e (in 1) t e inx
n =
u ny gi l nghim hnh thc ca bi ton.
2.3 Phng php dng php bin i Laplace

Cc bc tin hnh p dng php bin i Laplace tm nghim bi ton bin:
Xc nh bin s ca hm nhiu bin c th thc hin bin i Laplace.
Thc hin php bin i Laplace cho hai v ca phng trnh o hm ring
c n cc iu kin ph.
Xc nh nh Laplace ca hm nghim cn tm.
Dng php bin i Laplace o xc nh hm cn tm.
V d 2.3.1. Gii bi ton
2
2u
2 u
v
, 0 < x < l, t > 0
=
t 2
2
x
u (0, t ) = 0, u (l , t ) = 0
x u ( x,0)
u ( x,0) = A sin
,
=0
l
t
Ly bin i Laplace i vi t ca (2.66)
L [ u ( x, t ) ] = U ( x , p )
- 43 -
(2.66)
2u
x
u ( x,0)
L 2 = p 2U ( x, p) pu ( x,0)
= p 2U ( x, p ) pAsin
l
t
t
2u 2
2U ( x, p)
L 2 = 2 L [ u ( x, t ) ] =
x 2
x x
Chng ta c phng trnh v cc iu kin bin cho U(x,p).
2U ( x, p) p 2
Ap
x
U
(
x
,
p
)
=
sin
x 2
v2
v2
l
U(0,p) = 0 ; U(l,p) = 0
Gii phng trnh ny c
p
x
U ( x, p ) = A sin
l 2 v 2 2
p + l2
T y suy ra :
u ( x, t ) = A sin
x
l
.cos
v x
.
l
V d 2.3.2. Gii phng trnh:
u u
+
= x , x > 0, t > 0
x t
(2.67)
Cc iu kin bin:
u (0, t ) = 0
u ( x, 0) = 0
nh laplace ca phng trnh o hm ring (2.67) l:

L(
Hay
iu kin bin cho:
u
u
) + L( ) = L( x )
x
t
d
x
U ( x, p) + pU ( x, p ) u ( x,0) =
dx
p
dU
x
+ pU =
dx
p
y l phng trnh vi phn thng c tha s tch phn:
pdx
= e px
- 44 -
(2.68)
Do
d
x
(Ue px ) = e px
dx
p
Tch phn hai v ta c:

Ue px =
1
xe px dx
1 x px e px
= e 2 +C
pp
p
Khi :
U ( x, p ) =
x
1
3 + C.e px
2
p
p
iu kin bin:
U (0, p) = L(u (0, t )) = u (0, t )e pt dt = 0

0
U (0, p) = 0 0 = 0
1
1
+C C = 3
3
p
p
Khi nghim ca phng trnh (2.68) l:

U ( x, p ) =
x
1
1
3 + 3 .e px
2
p
p
p
Thc hin php bin i Laplace o ta c

u ( x, t ) = xt
t 2 (t x) 2
+
u x (t )
2
2
Nu t > x th
t 2 (t x) 2
t2 t2
x2 x2
u ( x, t ) = xt +
= xt + xt + =
2
2
2 2
2
2
Nu x > t th
u ( x, t ) = xt
- 45 -
t2
.
2
2.4 Phng php dng cng thc tch phn Poisson

2.4.1 Bi ton Dirichlet trong na mt phng v na khng gian
Nghim ca bi ton Dirichlet trong na mt phng trn
2u 2u
2 + 2 = 0,( y > 0)
y
x
u ( x,0) = f ( x)
(2.69)
l hm s iu ho u(x,y) cho bi cng thc:

u ( x, y ) =
1 +
yu (t ,0)
dt ,( y > 0)
2
+ y2
(t x)
Chng minh:
Trc ht ta rng hm phc f(z) = u(x,y) + iv(x,y) gii tch khi v ch khi
cc hm u(x,y), v(x,y) tho iu kin Cauchy-Riemann
u v
=
x y
v = u
y
x
Hay u, v l cc hm s iu ho ( tho phng trnh Laplace
2u 2 u
+
= 0 ).
x 2 y 2
Xt hm phc f(z) = u(x,y) + iv(x,y) gii tch trong na mt phng trn sao cho
z f ( z ) < M ,( > 0)
K hiu CR l na trn ng trn tm ti gc to O bn knh R. Gi

(C ) = (CR ) [ R, R ] ( vi R ln (C) bao z = x+iy).
Theo cng thc tch phn Cauchy, ta c:
f ( z) =
1
f (t )
dt
(C )
tz
2 i
(2.70)
Khi , do z = x iy ngoi (C) nn

1
f (t )
dt
(C )
2 i
tz
Ly (2.70) tr (2.71) v theo v ta c
0=
f ( z) =
1
1
1
( z z ) f (t )
1
f (t )dt =
dt
(C )
(C )
2 i
2 i
(t z )(t z )
t z t z
- 46 -
(2.71)
=
=
1
( z z ) f (t )
1
2iyf (t )
=
dt
dt
2
2
2 i ( C ) t ( z + z )t + zz
2 i ( C ) t 2 xt + x 2 + y 2
1
yf (t )
dt
( C ) (t x) 2 + y 2
Suy ra
f ( z) =
yf (t )
1
yf (t )
dt + ( C )
dt
2
2
+y
(t x ) 2 + y 2
(t x)
(C) bao ht na mt phng trn, ta cho R + . Khi , tch phn

I = ( C
R)
yf (t )
dt 0
(t x) 2 + y 2
bi v
I = ( C
yf (t )t
dt
)
(t x) 2 + y 2 t
I y ( C
Suy ra
t f (t )
R
t . (t x ) 2 + y 2
< yM ( C
dt
dt
R
0
2
2
t . (t x) + y
R)
Do , khi cho R + th
f ( z) =
1 +
yf (t )
dt
(t x) 2 + y 2
Thay
f ( z ) = u ( x, y ) + iv ( x, y )
f ( t ) = u ( t ,0 ) + iv ( t ,0 )
vo kt qu trn v tch phn thc hai v, ta c
u ( x, y ) =
1 +
yu (t ,0)
dt , ( y > 0)
2
+ y2
(t x)
Ch : Chng ta c mi quan h gia to Cc v to cc l:

x = r cos
y = r sin
Vi php i bin ny, ta d dng nhn c cng thc ton t Laplace ca
hm u(x,y) trong to cc l:
- 47 -
2u 1 u 1 2u
u= 2 +
+
r r r 2 2
r
2
Bi ton Dirichlet trong na khng gian c pht biu nh sau:

2u 2u 2u
2 + 2 + 2 = 0, < x < , < y < , z > 0
y
z
x
u ( x, y,0) = f ( x, y )
vi f(x,y) lin tc, b chn trn < x < , < y < .

Bi ton ny c nghim cho bi tch phn Poisson trong na khng gian l:
u ( x, y , z ) =
1
2
+ +
(t x)
zu ( s, t ,0)
2
+ ( s y ) 2 + z 2
3/2
dsdt , ( z > 0)
(2.72)
(2.72) c gi l cng thc tch phn Poisson cho na khng gian trn. Chi tit
chng minh cng tng t nh trong trng hp mt phng.
2.4.2 Bi ton Dirichlet trong hnh trn
Nghim ca bi ton Dirichlet trong hnh trn tm O bn knh R
2u 1 u 1 2u
+
= 0, (r < R )
2+
r r r 2 2
r
u ( R, ) = f ( )
(2.73)
l hm s iu ho u (r , ) cho bi mt trong hai cng thc

1
u ( r , ) =
2
1
2
u ( r , ) =
( R 2 r 2 )u ( R, )
d , ( r < R )
R 2 2 Rrcos( ) + r 2
( R 2 r 2 )u ( R, )
d , ( r < R )
R 2 2 Rrcos( ) + r 2
Chng minh:
*Xt s phc z trong ng trn (C), z = rei (r < R ) . Ta c:
z = re i .
R 2 R 2 i
im i xng ca z qua ng trn: z1 =
=
e
z
r
t (C ) th t = Rei (0 2 ) v dt = i Rei d .
Gi f(z) l hm gii tch trong (C). Theo cng thc tch phn Cauchy,
f ( z) =
1
f (t )
dt
2 i ( C ) t z
- 48 -
(2.74)
Do z1 ngoi (C) nn
1
f (t )
dt
2 i ( C ) t z
Ly (2.74) tr (2.75), v theo v ta c
0=
f ( z) =
=
1
1
1
1
( z z1 ) f (t )
=
(
)
f
t
dt
dt
2 i ( C ) t z t z1
2 i ( C ) (t z )(t z1 )
1
( z z1 ) f (t )
dt
(C ) 2
2 i
t ( z + z1 )t + zz1
1
2 i
1
=
2
1
=
2
1
2
f ( z) =
(2.75)
R 2e 2 i
1
(r 2 R 2 ) ei f (Rei )
r
i Rei d
1
(r 2 + R 2 ) ei Rei + R 2e 2i
r
(r 2 R 2 )ei ( + ) f (Rei )
d
Rr (e 2 i + e 2i ) ( r 2 + R 2 )ei ( + )
( R 2 r 2 ) f (Rei )
d
( R 2 + r 2 ) Rr (ei ( ) + e i ( ) )
( R 2 r 2 ) f (Rei )
d
( R 2 + r 2 ) 2 Rr cos( )
Thay
f ( z ) = f ( rei ) = u ( r , ) + iv ( r , )
i
f ( t ) = f ( Re ) = u ( R, ) + iv ( R, )
vo kt qu trn v tch phn thc hai v ta c

1
u ( r , ) =
2
( R 2 r 2 )u ( R, )
d , ( r < R )
R 2 2 Rrcos( ) + r 2
* Cng ch thm rng, i vi phng trnh Laplace trong bi ton trn,

nu chng ta dng phng php tch bin u ( r , ) = ( r ) ( ) th ta cng tm c
nghim ca bi ton dng
u ( r , ) =
1
2
( R 2 r 2 )u ( R, )
d , ( r < R )
R 2 2 Rrcos( ) + r 2
- 49 -
2.4.3 ng dng cng thc tch phn Poisson

V d 2.4.3.1. Tm mt nghim ca bi ton Dirichlet:
2u 2u
x 2 + y 2 = 0, ( < x < , y > 0)
u ( x,0) = 1, x > 0
0, x < 0
Gii:
Mt nghim ca bi ton c cho bi tch phn Poisson
u ( x, y ) =
1 +
yu (t ,0)
dt
2
+ y2
(t x )
1, t > 0
vi u (t ,0) =
0, t < 0
ta c:
u ( x, y ) =
=
1 +
(t x )
0
+ y2
dt
1
x
Arc tan( )
y
2
1
vi y>0.
2
V d 2.4.3.2. Gii bi ton Dirichlet trong hnh trn n v
Ch rng ti x = 0 th u(0,y) =
2u 1 u 1 2u
r 2 + r r + r 2 2 = 0, (r < 1)
u (1, ) = 1, 0
0, 2
Gii:
p dng cng thc tch phn Poisson trong hnh trn n v, ta c nghim
ca bi ton c cho bi:
u ( r , ) =
1
2
(1 r 2 )u (1, )
0 1 2rcos( ) + r 2 d
- 50 -
1
=
2
(1 r 2 )
0 (1 + r 2 ) 2rcos( )d
t = tan
suy ra
dt =
1
2
1
tan
d
+
2
2
T
d =
2dt
.
1+ t2
ng thi
1 t2
cos( ) =
1+ t2
Do :
u ( r , ) =
1 r
2
1 r
1 r2
cot
1 t2
2
2 (1 + t ) (1 + r ) 2 r
1 + t 2
(1 + r
tan
cot
dt
)(1 + t 2 ) 2r (1 t 2 )
(1 + r ) t
dt
+ (1 r ) 2
2 2
tan
1 r2
u ( r , ) =
(1 + r ) 2
2dt
tan
cot
arctan
cot
dt
tan
1 r
2 t +
1+ r
1+ r
t
1 r
cot
tan
- 51 -

1+ r
1+ r
arctan
cot + arctan
tan
2
2
1 r
1 r
2.5 Phng php DAlembert

2.5.1 Bi ton Cauchy
Cho:
2u 1 2u
2 2 2 = 0, < x < , t > 0
x c t
u ( x, 0) = f ( x), < x <
u
( x, 0) = g ( x), < x <
t
(2.76)
(2.77)
(2.78)
Vi f(x) kh vi lin tc ti cp hai v g(x) kh vi lin tc trn < x < . (2.76),

(2.77) v (2.78) l bi ton Cauchy.
2.5.2 Phng php DAlembert
Xt phng trnh (2.76),
= x + ct
t
= x ct
(2.79)
Php ly o hm ca hm s hp cho ta:
u u u
=
+
x x x
u u u
=
+
t t t
(2.80)
T cc phng trnh (2.79) ta c:
= 1,
= 1,
=c,
= c
x
x
t
t
Cc phng trnh (2.80) tr thnh:
u u u
=
+
x
u u
u
= c
t

- 52 -
(2.81)
o hm (2.81) theo x v t ta c:
2 u 2u
2u
2u
=
+2
+
x 2 2
2
2
2u
2u
2u
2 u
=c 2 2
+
t 2
2

(2.82)
Dng (2.82), phng trnh (2.76) tr thnh:
2u
4
=0
(2.83)
2u
=0
(2.84)
vi c > 0
hay
Phng trnh ny c tho nu v ch nu:
u = p( ) + q( )
(2.85)
Trong p v q l cc hm kh vi bt k theo mt bin.

Nh vy, nu u l mt nghim ca phng trnh (2.76) th n phi c dng (2.85).
Dng (2.79), (2.85) tr thnh
u ( x, t ) = p( x + ct ) + q( x ct )
(2.86)
(Vi p(x+ct) chng ta mun ni rng tr gi ca p( ) tnh ti = x + ct ;

q( x ct ) l tr gi ca q( ) tnh ti = x ct ). cho cc o hm ring cp hai
xut hin trong (2.76) tn ti, p v q phi l cc hm hai ln kh vi. Chng ta thy
rng mi hm u c dng (2.86) tho (2.76). Nh vy (2.86) l nghim tng qut ca
phng trnh (2.76). (Trong u c hai hm tu ). Cch gii ny c DAlembert
thit lp nm 1747.
By gi chng ta s dng cc iu kin (2.77) v (2.78) xc nh hai hm
tu p v q.
Ti t = 0, (2.77) v (2.86) cho
p(x) + q(x) = f(x)
(2.87)
Ly o hm theo t ca (2.85)
u p q
=
+
t t t
= c [ p '( ) q '( )]
= c [ p '( x + ct ) q '( x ct )]
- 53 -
(2.88)
Ti t = 0, (2.78) v (2.88) cho
1
p '( x) q '( x) = g ( x)
c
Ly o hm ca (2.87) i vi x
p '( x) + q '( x) = f '( x)
(2.89)
(2.90)
H thng i s tuyn tnh (2.89), (2.90) c nh thc:
1 1
=20
1 1
Nn c nghim duy nht l
p '( x) = (1/ 2) [ f '( x) + (1/ c) g ( x)]

v
hay
q '( x) = (1/ 2) [ f '( x) (1/ c) g ( x)]

x
p( x) = (1/ 2) f ( x) + (1/ c) g ( x )dx + c1

0
q( x) = (1/ 2) f ( x) (1/ c) g ( x )dx + c2

0
Thay th x bng hoc th ta c
p( ) = (1/ 2) f ( ) + (1/ c) g ( )d + c1
0
q( ) = (1/ 2) f ( ) (1/ c) g ( )d + c2
0
Dng (2.85) v (2.79) th c
1
1 x +ct
u ( x, t ) = ( ) [ f ( x + ct ) + f ( x ct )] +
g ( )d + c1 + c2
2
2c x ct
T iu kin (2.77), ta c c1 + c2 = 0. Cui cng ta c nghim duy nht ca bi ton
Cauchy (2.76) (2.77), (2.78) l
1
1 x +ct
u ( x, t ) = ( ) [ f ( x + ct ) + f ( x ct )] +
g ( )d
2
2c x ct
(2.91)
(2.91) c gi l li gii DAlembert ca bi ton (2.76), (2.77), (2.78).

Cn lu rng phng php DAlembert trn y ch p dng gii cc bi
ton phng trnh sng.
- 54 -
2.5.3 p dng phng php DAlembert gii bi ton bin

V d 2.5.3.1. Bi ton:
2u 1 2u
x 2 = c 2 t 2 , < x < , t > 0
u ( x,0) = 2sin x
u
( x,0) = 0
t
Dng cng thc (2.86) ta c nghim tng qut l:
u ( x, t ) = p( x + ct ) + q( x ct )
(2.92)
u ( x,0) = 2sin x
iu kin
2sin x = p ( x) + q ( x)
cho ta
(2.93)
o hm hai v (2.92) dn n
u
( x, t ) = cp '( x + ct ) cq '( x ct )
t
Do
Ko theo
hay
u
( x,0) = 0
t
0 = cp '( x) cq '( x)
p '( x) = q '( x)
Ly o hm (2.93) v t (2.94) cho

2cosx = p '( x) + q '( x) = 2 p '( x)
hay
suy ra
p '( x) = cosx
p ( x) = sin x + A
Khi phng trnh (2.93) cho q ( x) = sinx A

V nghim y l:
u ( x, t ) = p( x + ct ) + q( x ct )
= sin( x ct ) A + sin( x + ct ) + A
= sin( x ct ) + sin( x + ct )
Ch rng nu ta dng cng thc (2.91) th vn cho kt qu tng t.
- 55 -
(2.94)
V d 2.5.3.2. Bi ton:
2u 1 2u
x 2 c 2 t 2 = 0, < x < , t > 0
u ( x,0) = sin x
u
( x,0) = 0
t
c nghim duy nht cho bi:
1
1 x +ct
u ( x, t ) = ( ) [ f ( x + ct ) + f ( x ct )] +
g ( )d
2
2c x ct
vi
f ( x) = sin x, g ( x) = 0
u ( x, t ) = (1/ 2) [sin ( x + ct ) + sin ( x ct )]

= (1/ 2) [sin x cos ct + sin ctcos x + sin x cos ct sin ctcos x ]
Suy ra
u ( x, t ) = sin x cos ct
- 56 -
CHNG III: BI TP
3.1. Dng phng php tch bin gii cc bi ton

Bi ton 3.1.1. Tm nghim ca bi ton sau:
2
2u
2 u
t 2 = a x 2 , 0 x l
u (0, t ) = 0, u (l , t ) = 0
u ( x,0) = ( x)
u
( x,0) = ( x)
t
(3.1)
Li gii:
Dng phng php tch bin
u = X ( x).T (t ) ( X .T 0 )
Ta c
X '' T ''
= 2 = ( l hng s)
X
aT
Khi
X '' X = 0
(3.2)
T '' a 2T = 0
(3.3)
iu kin bin
u (0, t ) = 0
u (l , t ) = 0
iu kin ny tng ng vi
X (0).T (t ) = 0
X (l ).T (t ) = 0
V T 0 suy ra
X (0) = 0
X (l ) = 0
Trng hp > 0: X = 0 (loi)

Trng hp = 0: X = 0 (loi)
Trng hp < 0: (3.2) c nghim
- 57 -
(3.4)
X = C1cos x + C2 sin x
Giao vi iu kin (3.4), ta c

C1 = 0
( C2 0 )
C2 sin l = 0
C1 = 0
sin l = 0
C1 = 0
l = n , n Z
C1 = 0
n 2 2
=
l2
Vy
X = C2 sin
Thay =
n
x.
l
n 2 2
vo phng trnh (3.3) ta c
l2
n 2 2 2
T ''+ 2 a T = 0
l
Phng trnh c trng

n 2 2 2
k + 2 a =0
l
2
Phng trnh ny c nghim

k1,2 =
n a
l
Khi nghim ca phng trnh (3.3) l

T = C3cos
n a
n a
t + C4 sin
t
l
l
T nghim ca (3.1) l
n a
n a n
u ( x, t ) = An cos
t + Bn sin
t sin
x
l
l
l
n =1
Vi An = C2C3 , Bn = C2C4 l nhng hng s

- 58 -
Ta c
=
sin
u
(
x
,0)
A
x = ( x)
l
n =1
u ( x,0) = B n a sin n x = ( x)
n
l
l
n =1
t
Suy ra
21
n
An = l ( x)sin l xdx
1
B = 2 ( x)sin n xdx
n n a 0
l
Vy nghim ca bi ton l
n a
n a n
u ( x, t ) = An cos
t + Bn sin
t sin
x
l
l
l
n =1
Vi
21
n
=
A
n l ( x)sin l xdx
0
.
1
2
n
B =
xdx
( x)sin
n n a 0
l
Bi ton 3.1.2. Gii phng trnh:

2u 2 u
= 0, 0 x , t > 0
t 2 x 2
tho cc iu kin bin:
u (0, t ) = 0, u ( , t ) = 0
u ( x,0) = sin
2
u
( x,0) = 0
t
Li gii:
Dng phng php tch bin
u = X ( x).T (t ) ( X .T 0 )
- 59 -
(3.5)
Khi (3.5) tr thnh

X '' T ''
=0
X
T
Do
X '' T ''
=
= ( l hng s)
X
T
Khi
X '' X = 0
(3.6)
T '' T = 0
(3.7)
iu kin bin
u (0, t ) = 0
u ( , t ) = 0
iu kin ny tng ng vi
X (0).T (t ) = 0
X ( ).T (t ) = 0
V T 0 suy ra
X (0) = 0
X ( ) = 0


C1 = 0
( C2 0 )
C2 sin = 0
C1 = 0
sin = 0
C1 = 0
= n , n Z
C1 = 0
2
= n
- 60 -
(3.8)
Vy
X = C2 sin nx .
Thay = n 2 vo phng trnh (3.7) ta c

T ''+ n 2T = 0
Phng trnh c trng

k 2 + n2 = 0

k1,2 = in
Khi nghim ca phng trnh (3.7) l
T = C3cosnt + C4 sin nt
T ' = nC3sinnt + nC4cosnt
u
( x,0) = 0
t
Giao vi iu kin
Suy ra T ' = 0
Tc l nC4 = 0 , hay C4 = 0
T = C3cosnt
Do
T ta c nghim tng qut
u ( x, t ) = bn cos nt sin nx
n =1
x
Giao vi iu kin u ( x,0) = sin , ta c
2
x
sin = bn sin nx
2 n =1
Suy ra
bn =
sin sin nxdx

2
0
1 2
2n 1
2
2n + 1
sin
sin
2n 1
2 0 2n + 1
2 0
1 2
2
(1) n +1
( 1) n +1
2n 1
2n + 1
- 61 -
= (1) n +1
4
(4n 2 1)
bn = (1) n +1
4
(4n 2 1)
u ( x, t ) = bn cos nt sin nx
n =1
Vi
bn = (1) n +1
4
(4n 2 1)
Bi ton 3.1.3. Gii bi ton:

z
2 z
=
9
,0 x
t
2
x
z (0, t ) = 0, z ( , t ) = 0
2 x+2
z ( x,0) = e
u
( x,0) = 0
t
Li gii:
t
(3.9)
z = X ( x).T (t ) ( X .T 0 )
Khi (3.9) tr thnh

X '' 1 T '
=
=
X 9T
Khi
X '' X = 0
(3.10)
T ' 9T = 0
(3.11)
iu kin bin
z (0, t ) = 0
z ( , t ) = 0
iu kin ny tng vi
X (0).T (t ) = 0
X ( ).T (t ) = 0
- 62 -
V T 0 suy ra
X (0) = 0
X ( ) = 0


C1 = 0
( C2 0 )
C2 sin = 0
C1 = 0
sin = 0
C1 = 0
= n , n Z
C1 = 0
2
= n
Vy
X = C2 sin nx .
Thay = n 2 vo phng trnh (3.11) ta c

T '+ 9n 2T = 0

2
T = e 9 n t
Ta c nghim tng qut
z = bn e9 n t sin nx
2
n =1
Giao vi iu kin z ( x,0) = e2 x + 2 , ta c
e 2 x + 2 = bn sin nx
n =1
- 63 -
(3.12)
Vi
bn =
2 x+2
sin nxdx
bn =
2n ( e 2 e 2 + 2 (1) n )
n 2 + 8
z = bn e9 n t sin nx
2
n =1
Vi
bn =
2n ( e 2 e 2 + 2 (1) n )
n 2 + 8
Bi ton 3.1.4. Tm nghim ca phng trnh:
z 2 2 z
+
= 0, 0 < x < a, 0 < y < b
x 2 y 2
(3.13)
vi iu kin:
z (0, y ) = 0, z (a, y ) = 0, z ( x, b) = 0
z ( x,0) = f ( x)
Trong f ( x) l hm lin tc cho trc.

Li gii:
t
z ( x, y ) = X ( x).Y ( y ) ( X .Y 0 )
Khi (3.13) tr thnh

X '' Y ''
+
=0
X
Y
hay
X ''
Y ''
=
=
X
Y
Khi
X '' X = 0
Y ''+ Y = 0
- 64 -
(3.14)
(3.15)
iu kin bin (3.14) cho

z (0, y ) = 0
z ( a, y ) = 0
z ( x, b) = 0
iu kin ny tng vi
X (0)Y ( y ) = 0
X (a )Y ( y ) = 0
X ( x)Y (b) = 0
Suy ra
X (0) = 0
X (a) = 0
Y (b) = 0
*Xt phng trnh X '' X = 0 vi iu kin bin X(0) = 0 v X(a) = 0

Phng trnh c trng k 2 = 0 hay k 2 = .
Trng hp < 0: k = i , nn ta c
X = Acos x + B sin x
Kt hp vi iu kin bin X(0) = 0, X(a) = 0, ta c
A = 0
B sin a = 0
A = 0
sin a = 0
A = 0
a = n
A = 0
n 2 2
, n = 1, 2,...
a2
Suy ra
X = B sin
n
x, n = 1, 2,...
a
- 65 -
n 2 2
*By gi chng ta xt phng trnh Y ''+ Y = 0 khi = 2 th ta c phng
a
trnh
Y ''
n 2 2
Y =0
a2
vi nghim l
n
Y = Ce a + De
n
n
y
a
Kt hp vi iu kin Y (b) = 0 cho ta Ce a + De
n
b
a
=0
Hay
D = Ce
n
b
a
Khi
n
b
na y 2 na b na y
n
a
Y = Ce e e
( y b)
= 2Ce sh
a
Theo nguyn l chng cht nghim th nghim ca phng trnh cho l
n =1
n =1
z ( x, y ) = X .Y = E sin
n
n
xsh
( y b)
a
a
Vi
E = 2 BCe
n
b
a
Kt hp vi iu kin (3.15) ta c
f ( x) = Esh
n =1
n b
n
sin
x
a
a
Suy ra
n b 2 a
n
Esh
= f ( x)sin
xdx
a
a0
a
Vy nghim ca bi ton cho l

a
n
2
n
n
f ( x)sin
xdx sin
xsh
( y b) .
n b 0
a
a
a
n =1
ash
a
z ( x, y ) =
- 66 -
Bi ton 3.1.5. Gii bi ton:

ut ( x, t ) u xx ( x, t ) hu ( x, t ) = 0, 0 < x < , t > 0
u (0, t ) = u ( , t ) = 0, t > 0
u ( x,0) = x( x), 0 < x <
Li gii:
Ta gii bng phng php tch bin u ( x, t ) = X ( x)T (t )
Ta s thu c hai phng trnh vi phn thng
X '' X = 0
T ' (h + )T = 0
T iu kin bin X (0) = X ( ) = 0
nghim thu c khng tm thng th = k 2 , k N
X k ( x) = sin(kx), Tk ( x) = e
Khi
( h k )t
2
Nghim ca bi ton ban u c tm di dng
u ( x, t ) = bk e
( h k )t
2
sin( kx)
k =1
Thay vo iu kin ban u
u ( x,0) = bk sin(kx) = x( x)
k =1
C
bk =
x( x)sin(kx)dx =
(1 (1) )
k
k
Nh vy nghim ca bi ton ban u
u ( x, t ) =
k =1
4
k 3
(1 (1)k )e
( h k )t
2
sin( kx)
Bi ton 3.1.6. Gii phng trnh Laplace

2u 2u
x 2 + y 2 = 0, 0 < x < a, 0 < y < b
u
u
= 0,
= 0, 0 < y < b
x
0
x
a
=
=
x
x
u ( x,0) = 0, u ( x, b) = f ( x), 0 < x < a
- 67 -
Li gii:
Dng phng php tch bin ta c
X ''
Y ''
=
= 2
X
Y
Suy ra
X ''+ 2 X = 0
(3.16)
Y '' 2Y = 0
(3.17)
X = c1cos x + c2 sin x
(3.18)
Y = c3cosh y + c4 sinh y
(3.19)
Khi
Ba iu kin bin ban u cho ta X '(0) = 0 , X '(a ) = 0 , v Y (0) = 0

X '(0) = 0 c2 = 0 X = c1cos x
X '(a ) = 0 c1 sin a = 0
T iu kin cui cho ta = 0 hoc a = n hay =
n
, n = 1, 2,...
a
Vi = 0 , t (3.16) suy ra
X '' = 0 X = c1 + c2 x
T iu kin bin X '(0) = 0 , X '(a ) = 0 suy ra X = c1

Tng ng vi = 0 l n = 0 , chng ta nhn c hm ring
n
x, n = 1, 2,...
a
Cui cng, t iu kin Y (0) = 0 v t (3.19) suy ra c3 = 0 khi > 0
X = c1 , n = 0 v X = c1 cos
Tuy nhin, khi = 0 , phng trnh (3.17) tr thnh Y '' = 0 v nghim c cho bi
Y = c3 + c4 y
Nhng Y (0) = 0 , suy ra c3 = 0 v v th Y = c4 y
Do cc nghim ca phng trnh tho mn ba iu kin ban u l
A0 y, n = 0 v An sinh
n
n
y.cos
x, n = 1, 2,...
a
a
Suy ra
u ( x, y ) = A0 y + An sinh
n =1
- 68 -
n
n
y.cos
x
a
a
(3.20)
Trong (3.20) cho y = b ta c
u ( x, b) = f ( x) = A0b + An sinh
a
n =1
b .cos
x
a
y l chui Fourier cosin ca hm f(x)

Nu chng ta ng nht A0b =
a0
n
v An sinh
b = an , n = 1, 2,... th ta c
2
a
2a
2 A0b = f ( x)dx
a0
A0 =
1 a
f ( x)dx
ab 0
(3.21)
n
2a
n
V An sinh
b = f ( x)cos
xdx
a
a0
a
An =
f ( x)cos
n 0
a sinh
b
a
n
xdx
a
(3.22)
Vy nghim ca bi ton c cho bi chui (3.20) vi cc h s A0 v An c

cho bi (3.21) v (3.22).
Bi ton 3.1.7. Gii bi ton
2u 2u u
k 2 + 2 = , 0 < x < b, 0 < y < c , t > 0
y t
x
u (0, y, t ) = 0, u (b, y, t ) = 0, 0 < y < c, t > 0
u ( x,0, t ) = 0, u ( x, c, t ) = 0, 0 < x < b, t > 0

u ( x, y,0) = f ( x, y ), 0 < x < b, 0 < y < c
Li gii:
Bng phng php tch bin, ta t u = XYT , khi ta c
k ( X ''YT + XY ''T ) = XYT '
Hay
X ''
Y '' T '
= +
=
X
Y kT
V th
X ''+ X = 0
- 69 -
Y '' T '
=
+
Y kT
(3.23)
T phng trnh (3.23) ta li c

Y '' T '
=
+ =
Y kT
Suy ra
Y ''
T'
= v
+ =
Y
kT
Hay
Y ''+ Y = 0, T '+ k ( + )T = 0
(3.24)
S dng iu kin bin thun nht

u (0, y, t ) = 0, u (b, y, t ) = 0
u ( x,0, t ) = 0, u ( x, c, t ) = 0
Suy ra
X (0) = 0, X (b) = 0
Y (0) = 0, Y (c) = 0
Do ta c hai bi ton, mt bi ton theo x

X ''+ X = 0 , X (0) = 0, X (b) = 0
v mt bi ton theo y
Y ''+ Y = 0 , Y (0) = 0, Y (c) = 0
Khi gi tr ring v hm ring tng ng ca hai bi ton c cho bi
m =
m 2 2
n 2 2
v
=
n
b2
c2
X ( x) = C1 sin
(3.25)
m
x, m = 1, 2,...
b
V
n
y, n = 1, 2,...
c
Ta thay th nhng gi tr ca (3.25) vo (3.24), nghim tng qut ca bi ton l
Y ( y ) = C2 sin
umn ( x, y, t ) = Amn e
k ( m / b )2 + ( n / c )2 t
- 70 -
sin
m
n
x sin
y
b
c
p dng nguyn l chng cht nghim ta c
u ( x, y , t ) =
m =1
Amne
k ( m / b )2 + ( n / c ) 2 t
sin
n =1
m
n
x sin
y
b
c
(3.26)
Ti t = 0 ta c
u ( x, y,0) = f ( x, y ) =
m =1
A
n =1
mn
sin
m
n
x sin
y
b
c
Vi
Amn =
4 c
bc 0
f ( x, y)sin
0
m
n
x sin
ydxdy
b
c
(3.27)
Vy nghim ca bi ton c cho bi chui (3.26) vi cc h s Amn c cho bi

(3.27).
2u u
k x 2 = t , 0 < x < 1, t > 0
u
= hu (1, t ), h > 0, t > 0
u (0, t ) = 0,
=
x
1
u ( x,0) = 1, 0 < x < 1
Li gii:
Phng php tch bin cho
X ''+ 2 X = 0
T '+ k 2T = 0
Suy ra
X ( x) = C1cos x + C2 sin x
V
2
T (t ) = C3e k t
T u = XT , iu kin bin tr thnh

X (0) = 0, X '(1) = hX (1)
iu kin u tin trong (3.28) cho C1 = 0

Suy ra
X ( x) = C2 sin x
- 71 -
(3.28)
iu kin th hai trong (3.28) cho
cos = h sin
Hay
tan =
(3.29)
h
Phng trnh (3.29) c v s nghim. Cc nghim dng lin tip n , n = 1, 2,... l
gi tr ring ca bi ton. Cc hm ring tng ng l
X ( x) = C2 sin n x, n = 1, 2,...
V th
un = XT = Cn e k t sin n x
2
n
u ( x, t ) = Cn e k t sin n x
2
n
n =1
Ti t = 0 , u ( x,0) = 1, 0 < x < 1

Do
1 = Cn sin n x
(3.30)
n =1
Chui (3.30) khng phi l chui Fourier sin. y, cc hm ring
{sin n x} , n = 1, 2,... , vi
c cho bi tan =
, trc giao vi hm trng
lng r ( x) = 1 trn on [ 0;1] . Vi f ( x) = 1 ta c

1
Cn =
sin xdx
n
0
1
sin
(3.31)
n xdx
2
sin n xdx =
0
11
1
1
[1 cos2n x ] dx = 1 sin 2n
20
2 2n
S dng
sin 2n = 2sin n cosn
n cosn = h sin n
- 72 -
(3.32)
T (3.32) ta vit li
1
2
sin n xdx =
0
1
h + cos 2 n
2h
Mt khc
1
sin n xdx =
0
cosn x
1 1
= [1 cosn ]
0 n
Khi (3.31) tr thnh

Cn =
2h (1 cosn )
n ( h + cos 2n )
Cui cng, nghim ca bi ton bin l
u ( x, t ) = 2h
n =1
(1 cosn )
n ( h + cos n )
2
e k t sin n x
2
n
Bi tp ngh: S dng phng php tch bin gii cc bi ton sau

3.1
z 2 2 z
x 2 + y 2 + z = 0, 0 < x < 1, 0 < y < 1
z
z (0, y ) = 0, z ( x,0) = 0, (1, y ) = 0
x
z ( x,1) = x
3.2
z 2 2 z
x 2 + y 2 = 0, 0 < x < a, 0 < y < b
z (0, y ) = 0, z ( x,0) = 0, z ( x, b) = 0
z ( a, y ) = f ( y )
Trong f ( y ) l hm lin tc cho trc.
- 73 -
3.3
ut = c 2u xx ; 0 < x < 1, 0 < t <
u (0, t ) = 0, 0 < t <
u (1, t ) + u x (1, t ) = 0, 0 < t <

u ( x,0) = f ( x), 0 x 1
3.4
ut = c 2u xx ; 0 < x < L, 0 < t <
u x (0, t ) = 0, 0 < t <
u x ( L, t ) = 0, 0 < t <
u ( x,0) = f ( x), 0 x L
3.2. Dng phng php php bin i Fourier gii cc bi ton

Bi ton 3.2.1. Bi ton Dirichlet trn na mt phng trn
Xt bi ton:
2u 2u
x 2 + y 2 = 0, < x < , y > 0
lim u ( x, y ) = f ( x ) , < x <

y 0
(3.33)
(3.34)
Li gii:
Gi s u(x,y) tho cc iu kin
F [u]= u( , y ) =
u ( x, y )e
i x
dx,
F [ux]= iu ; F [uxx]= 2u,

u
2u
v 2 tn ti,
y
y
F [f] = f ( )
Ly bin i Fourier theo x ca (3.33) ta c

2u 2u
2u
F 2 + 2 = 2u + 2 = 0
y
y
x
(3.35)
Ly bin i Fourier ca (3.34) ta c

lim u ( , y ) = f ( )
y 0
- 74 -
(3.36)
Bi ton (3.35) v (3.36) l bi ton bin vi phng trnh vi phn thng theo y.
u ( , y ) = f ( ) e y
Gii ra ta c
(3.37)
(3.37) l bin i Fourier theo x ca nghim hnh thc u ca bi ton (3.33), (3.34).
Nhn xt rng nu ta t g ( ) = e y th
-1
g(x,y) = F [ g ] =
1
2
g ( )e i x d =
1
2
y i x
1
1 0 y i x
y
e e d + e y e i x d =
=
2
2
2
0
x +y
u ( , y ) = f ( ) g ( )
(3.37) c vit li
Ly bin i Fourier o
F-1[ u ] = F-1[ f .g ]
Dng nh l tch chp ta c

u ( x, y ) = f * g =
(x t)
+ y2
f (t ) d t
(3.38)
(3.38) l nghim hnh thc ca (3.33) v (3.34).

Bi ton 3.2.2. Bi ton truyn nhit
Xt bi ton:
u 2u
= 0 , < x < , t > 0

t x 2
(3.39)
u ( x,0 ) = e x , < x < .
(3.40)
u(x,t) b chn khi x , t .

Li gii:
Gi s u(x,t);
u u 2u
,
,
tho cc iu kin
t x x 2
F [u(x,t)]= u( , t ) =
u ( x, t ) e
u u
F =
t t
- 75 -
i x
dx,
2u
u
F = iu ; F 2 = 2u
x
x
Ly bin i Fourier ca (3.39), (3.40) ta c

u
+ 2u = 0 , t > 0
t
(3.41)
e (
u( , 0) = F [ e x ] =
2
/4 )
(3.42)
Nu coi l tham s th bi ton (3.41), (3.42) l bi ton gm phng trnh

vi phn cp mt theo t v iu kin ban u t = 0, nghim ca n l:
u( , t ) = e(
/4) 2 t
(3.43)
(3.43) l bin i Fourier theo x ca nghim hnh thc u(x,t) ca bi ton (3.39),
(3.40).
g ( , t ) = e t
2
t
Suy ra
1
g(x,t) = F [g] =
2
-1
1
e( x
4 t
t i x
e e d =
2
/4 t )
Ly bin i Fourier o ca (3.43) ta c
u(x,t) = F-1[ u ] = F-1[ f .g ]

Dng nh l tch chp ta c
1
4 t
u ( x , t ) = f * g ( x, t ) =
u ( x, t ) =
1
4 t
( x ) 2
e (
/4 t )
(3.44)
( x ) (
e e
2
/4 t )
(3.45)
(3.45) l nghim hnh thc ca bi ton (3.39), (3.40).

Tnh tch phn (3.45)
u ( x, t ) = (1 + 4t ) 1/2 e x
/(1+ 4 t )
Bi ton 3.2.3. Gii bi ton Cauchy cho phng trnh truyn nhit:
ut = ku xx , < x < , t > 0
u ( x,0) = f ( x)
Li gii:
Ta dng php bin i Fourier cho phng trnh truyn nhit vi iu kin ban u
- 76 -
ut = ku xx , u ( x,0) = f ( x)
ut = k 2u , u( ,0) = f ( )
y l phng trnh vi phn thng theo bin t, nghim ca n l

u ( , t ) = f ( )e k t
2
Ta s dng php bin i Fourier o v p dng nh l chp

x
u( , t ) = f ( ) .F
e
kt
u ( x, t ) =
1
2 kt
/ ( 4 kt )
( x ) / ( 4 kt )
f ( )d
e
2

u xx + u yy = 0, < x < , 0 < y <
u ( x,0) = f ( x), < x <

u ( x, y ) 0 khi x 2 + y 2
Li gii:
u xx + u yy = 0 , u ( x,0) = f ( x)
2u ( , y ) + u yy ( , y ) = 0 , u( ,0) = f ( )
y l phng trnh vi phn thng hm u theo bin y vi l tham s, nghim

tng qut ca n l
u ( , y ) = c1e y + c2 e y
Ta p dng iu kin bin

u ( , 0) = f ( ) , v u 0 khi y
u ( , y ) = f ( )e y
u ( x, y ) =
1
2
( x ) y
f ( )d

ut = ku xx , x > 0, t > 0
u (0, t ) = 0
u ( x,0) = f ( x)
- 77 -
Li gii:
ti x = 0 ta c
2
ut = k 2u + u (0, t )
ut = k 2u
u( , t ) = c( )e k t
2
iu kin ban u cho

u( ,0) = f ( )
Suy ra
c( ) = f ( )
Khi
u( , t ) = f ( )e k t
2
Hay
1
u( , t ) = f ( ) F
e x
4 kt
/(4 kt )

u ( x, t ) =
1
4
3/2
(e
kt
( x ) / ( 4 kt )
2
e ( x + )
/ ( 4 kt )
) f ( )d
Bi ton 3.2.6. Gii bi ton sau

u u
+ u = 0, < x < , t > 0

t x
u ( x,0) = f ( x)
Li gii:
Dng php bin i Fourier cho phng trnh o hm ring v iu kin ban u ta
c
u
iu + u = 0
t
1
u( ,0) = f ( ) =
2
- 78 -
f ( x)e i x dx
Gii phng trnh vi phn bc nht hm u bin t kt hp iu kin ta nhn c

nghim
u( , t ) = f ( )e( 1+i )t
p dng php bin i Fourier o
u ( x, t ) =
1+ i )t i x
f ( )e(
e d
u ( x, t ) = e
f ( )ei ( x +t ) d
u ( x, t ) = e f ( x + t )
Bi tp ngh: S dng php bin i Fourier gii cc bi ton sau

3.5
u
2u
2
, x > 0, t > 0
=
x 2
t
u (0, t ) = 0, u ( x,0) = e x
u ( x, t ) b chn.
3.6
u 2u
= 2
t x
u
(0, t ) = 0
x
x,0 x 1
u ( x,0) =
0,1 < x
u(x,t) b chn, y x > 0, t > 0.

3.7
2 4u 2 u
a x 4 + t 2 = 0, 0 t , x
u ( x,0) = f ( x), u ( x,0) = 0
u v cc o hm ring ca n tin v 0 khi x
- 79 -
3.3. Dng php bin i Laplace gii cc bi ton

Bi ton 3.3.1. Tm nghim bi ton
2u u
2 = , 0 x 2, t > 0
t
x
u (0, t ) = 0, u (2, t ) = 0, u ( x,0) = 3sin 2 x
Li gii:
Thc hin php bin i Laplace i vi bin t hai v phng trnh, ta c
L(
2u
u
) = L( )
2
x
t
hay
2U ( x, p )
= pU ( x, p ) u ( x,0)
x 2
Khi , ta c phng trnh vi phn tuyn tnh cp hai
2U ( x, p )
pU ( x, p ) = 3sin 2 x
x 2
Nghim tng qut ca phng trnh thun nht tng ng
(3.46)
2U ( x, p )
pU ( x, p ) = 0
x 2
l
U * ( x, p ) = Ae
px
+ Be
px
Phng trnh (3.46) c mt nghim ring dng

U ( x, p ) = C cos 2 x + D sin 2 x
(3.47)
Thay (3.47) vo (3.46) ta c
4 2C cos 2 x 4 2 D sin 2 x pD sin 2 x pC cos 2 x = 3sin 2 x (3.48)

ng nht h s ca sin 2 x ca phng trnh (3.48) ta c
4 2 D pD = 3
hay
D=
3
p + 4 2
Tng t, ng nht h s ca cos2 x ta c

4 2C pC = 0
Hay
C =0
- 80 -
Suy ra U ( x, p ) =
3
sin 2 x . Do phng trnh (3.46) c nghim tng qut l
p + 4 2
U ( x, p ) = Ae
px
+ Be
px
3
sin 2 x
p + 4 2
Mt khc, u(0,t) = 0, u(2,t) = 0 cho ta

U (0, p ) = L(u (0, t )) = 0 v U (2, p ) = L(u (2, t )) = 0
T , ta c
A + B = 0
2 p
2
Ae + Be
=0
iu ny tng ng vi
A=B=0
Vy nghim ca phng trnh nh l
U ( x, p ) =
3
sin 2 x
p + 4 2
v nghim ca phng trnh cho l

u ( x, t ) = 3e 4 t sin 2 x .
2
Bi ton 3.3.2. Gii bi ton bin

u u
= x, x > 0, t > 0
x +
t x
u ( x,0) = 0, u (0, t ) = 0
Li gii:
Bin i Laplace hai v ca phng trnh ta c
xpU +
dU x
=
dx
p

U=
1
+ Ae x
2
p
p /2
Kt hp iu kin bin ta c U(0) = 0 cho ta

U=
1
1 x
e
p2 p2
Thc hin php bin i Laplace ngc
- 81 -
p /2
x2
u ( x, t ) = t t u x /2 (t )
2
y ta s dng kt qu ca hm Heaviside
L1 ( f (t T )uT (t )) = e pT F ( p )
L1 (1 / p 2 ) = t
v
u
u
= x, x > 0, t > 0
+x
x
t
u ( x,0) = 0, u (0, t ) = 0
Li gii:
Thc hin bin i Laplace hai v ca phng trnh ta c
dU p
1
+ U=
dx x
p

U=
x
A
+ p
p ( p + 1) x
iu kin bin cho U(0) = 0

Suy ra A = 0
Khi
U=
x
p ( p + 1)
Thc hin php bin i Laplace ngc ta c

u ( x, t ) = x(1 e t )

+
= x 3 , x > 0, t > 0
x
t x
( x,0) = 0, (0, t ) = 0
Li gii:
Phng trnh nh tng ng
x3
+ xp =
p
x
- 82 -
c nghim
x2 2
3 + Ae x
2
p
p
p /2
iu kin (0) = 0 cho

=
x2 2
3 1 e x
2
p
p
p /2

2
x2
( x, t ) = x t t + t u x /2 (t ) .
2
Bi ton 3.3.5. Tm nghim bi ton bin

2u 2u
2 = 2 , 0 < x < 1, t > 0
t
x
u (0, t ) = 0, u (1, t ) = 0, t > 0
u ( x,0) = 0, u
= sin x, 0 < x < 1
t t = 0
Li gii:
Thc hin php bin i Laplace i vi bin t hai v phng trnh kt hp iu
kin ban u ta c phng trnh bin i l
2U ( x, p )
p 2U ( x, p) = sin x
2
x
(3.49)
y
U ( x, p ) = L ( u ( x, t ) )
T iu kin bin u (0, t ) = 0, u (1, t ) = 0 ta c php bin i Laplace ca chng l

U (0, p ) = L(u (0, t )) = 0
U (1, p ) = L(u (1, t )) = 0
Nghim tng qut ca phng trnh thun nht tng ng

2U ( x, p )
p 2U ( x, p) = 0
2
x
l
U * ( x, p) = C1 cosh px + C2 sinh px
Phng trnh (3.49) c mt nghim ring dng

- 83 -
(3.50)
U ( x, p) = C3 cos x + C4 sin x
Thay (3.51) vo (3.49) ri s dng phng php ng nht h s ta c

C3 = 0 , C4 =
1
p + 2
2
Suy ra
1
sin x
p + 2
U ( x, p ) =
Do phng trnh (3.49) c nghim tng qut l

U ( x, p ) = C1 cosh px + C2 sinh px +
1
sin x
p + 2
2
iu kin (3.50) cho ta C1 = 0 v C2 = 0

Vy nghim ca phng trnh nh l
U ( x, p ) =
1
sin x
p + 2
2
v nghim ca phng trnh cho l

1
sin x
u ( x, t ) = L 2
2
p +

1
.
u ( x, t ) = sin x.L 2
2
+
u ( x, t ) =
sin x.sin t

2 2u
2u
g = 2 , x > 0, t > 0
a
2
t
x
u
= 0, t > 0
u (0, t ) = 0, lim
x x
u
= 0, x > 0
u ( x,0) = 0,
t t = 0
Li gii:
Thc hin php bin i Laplace i vi bin t hai v phng trnh ta c
2 2u
2u
La
L(g) = L 2
2
x
t
- 84 -
(3.51)
Tr thnh
a2
2U g
= p 2U pu ( x,0) ut ( x,0)
2
x
p
Kt hp iu kin ban u ta c
2U p 2
g
2U = 2
2
x
a
a p
Php bin i cc iu kin bin cho

U (0, p ) = L ( u (0, t ) ) = 0
U
u
= L lim = 0
x x
x x
lim
Kt hp vi phng php h s bt nh ta tm c nghim tng qut ca phng

trnh bin i l
U ( x, p ) = C1e ( x / a ) p + C2 e( x / a ) p
g
p3
iu kin bin
lim
x
U
= 0 cho C2 = 0
x
V
U (0, p ) = 0 cho C1 =
g
p3
Khi
U ( x, p ) =
g ( x/a) p g
3
e
p3
p

2
g
g 1 x
1
u ( x, t ) = L 3 e ( x / a ) p 3 = g t .u x / a ( t ) gt 2
2
p 2 a
p
Hay
x
1 2
gt
,
0
t
<
2
a
u ( x, t ) =
g ( 2axt x 2 ) , t x
2a 2
a
- 85 -
Bi tp ngh: S dng php bin i Laplace gii cc bi ton sau

3.8
2u 1 2 u
2 = 2 2 k sin x, 0 < x < 1, t > 0
c t
x
u (0, t ) = 0, u (1, t ) = 0, u ( x,0) = 0
u
=0
t t = 0
3.9

x t + x = x, x > 0, t > 0
= 0 ( x) khi t = 0
= 0 khi x = 0
3.10
2u
2u
x 2 = 6 t 2 , 0 < x < 2, t > 0
u (0, t ) = 0, u (2, t ) = 0, u ( x,0) = 0

u
( x,0) = sin x
t
3.11
2
2
a 2 u = u , x > 0, t > 0
x 2 t 2
u ( x, t ) = 0, t > 0
u (0, t ) = f (t ), lim
x
u ( x,0) = 0, t t = 0 = 0, x > 0
3.4. Dng cng thc tch phn Poisson gii cc bi ton

Bi ton 3.4.1. Tm nghim bi ton sau
2u 2u
x 2 + y 2 = 0, < x < , y > 0
u ( x,0) = 1, 0 < x < 1
0, x < 0, x > 1
- 86 -
Li gii:
u ( x, y ) =
1 +
yu (t ,0)
dt
2
+ y2
(t x)
Vi
1, 0 < t < 1
u (t ,0) =
0, t < 0, t > 1
Ta c:
u ( x, y ) =
(t x)
(t x)
+ y2
+ y2
dt
dt
1 x
x
1
arctan
arctan
y
y

2u 2u
x 2 + y 2 = 0, < x < , y > 0
u ( x,0) = x, 0 < x < 1
0, x < 0, x > 1
Li gii:
u ( x, y ) =
1 +
yu (t ,0)
dt
2
+ y2
(t x)
Vi
t ,0 < t < 1
u (t ,0) =
0, t < 0, t > 1
Ta c:
u ( x, y ) =
yt
(t x)
+ y2
dt
1 1 yt yx + yx
dt
0 (t x) 2 + y 2
- 87 -
y 1 2(t x)
11
yx
dt
=
dt +
2
2
0 (t x) 2 + y 2
2 0 (t x) + y
1 x) + y2 x
1 x
x
(
y
u ( x, y ) =
ln
+ arctan
arctan
2
2
x +y
2
y
y
2
Bi ton 3.4.3. Gii bi ton bin

2u 2u
x 2 + y 2 = 0, < x < , y > 0
u ( x,0) = 1, 1 x 1
0, x > 1
Li gii:
p dng cng thc tch phn Poisson ta c
u ( x, y ) =
yu (t ,0)
dt
2
+ y2
(t x)
1
1, 1 t 1
u (t , 0) =
0, t > 1
Vi
Khi
u ( x, y ) =
p dng cng thc

u ( x, y ) =
(t x )
(t x)
+ y2
dt
y
dt = arctan
ta c
+y
tx
2
1
y t =1
1
y 1
y
= arctan
arctan
arctan
t x t = 1
1 x
1 x

2u 2u
x 2 + y 2 = 0, < x < , y > 0
u ( x,0) = x, 1 < x < 1
0, x > 1
- 88 -
Li gii:
u ( x, y ) =
yu (t ,0)
dt
2
+ y2
(t x)
1
t , 1 < t < 1
u (t ,0) =
0, t > 1
Vi
Khi
u ( x, y ) =
t
y1
tx
x 1
y
=
+
dt
dt
dt
2
2
2
2
1 (t x) + y
1 (t x) + y
1 (t x) 2 + y 2
y
p dng cng thc
tx
1
2
dt = ln ( t x ) + y 2
2
2
2
+y
(t x)
V
y
dt
=
arctan
(t x ) + y2
tx
y
ta c
u ( x, y ) =
t =1
y 1
x
y t =1
2
2
ln
t
x
y
arctan
+
+
(
)
t x t = 1
2
t = 1
2
y (1 x ) + y x
y x
y
u ( x, y ) =
ln
+ arctan
arctan
2
2
2 (1 + x ) + y
1 x
1 x
2

2u 2u
x 2 + y 2 = 0, < x < , y > 0
0, x 0
u ( x,0) = x, 0 x 1
1, x 1
Li gii:
u ( x, y ) =
yu (t ,0)
dt
2
+ y2
(t x)
- 89 -
Vi
0, t 0
u (t ,0) = t , 0 t 1
1, t 1
Khi
u ( x, y ) =
t
y
1
dt
dt
+
2
2
0 (t x ) + y
1 (t x) 2 + y 2
y
tx
x1
y
y
1
dt +
dt +
dt
=
2
2
2
2
0 (t x) + y
0 (t x) + y
1 (t x) 2 + y 2
y
p dng cng thc
tx
(t x )
1
2
dt = ln ( t x ) + y 2
2
+y
2
(t x )
y
y
dt = arctan
+y
tx
2
(t x )
+y
dt =
2
x t
arctan
y
1
ta c
u ( x, y ) =
+
t =1 x
y 1
2
y t = 1
2
t
x
y
ln
+
+
arctan
+
(
)
t = 0
2
t x t = 0
x t t =
1
arctan
y t = 1
2
2
y (1 x ) + y x
y x
y
arctan
u ( x, y ) =
ln
+ arctan
2
2

2 x + y
1
x
x
x 1
1 1
arctan
2
y
Bi tp ngh: S dng cng thc tch phn Poisson gii cc bi ton sau
3.12
1 u 1 2u
= 0, (r < 1,
r + 2
2
r r r r
u (1, ) = cos 2
- 90 -
3.13
1 u 1 2u
= 0, (r < 1,
r + 2
2
r r r r
u (1, ) = sin
3.14
1 u 1 2u
r r r r + r 2 2 = 0, (r < 1, 0 )
u (1, ) = f ( ), (0 )
u (r ,0) = u (r , ) = 0, (r < 1)
3.5. Dng phng php DAlembert gii cc bi ton

Bi ton 3.5.1. Tm nghim bi ton sau
2u 1 2u
x 2 = c 2 t 2 , < x < , t > 0
u
x
( x,0) = xe
t
u ( x,0) = 0
Li gii:
p dng phng php DAlembert tm nghim u(x,t).
Nghim DAlembert l
1
1 x +ct
u ( x, t ) = ( ) [ f ( x + ct ) + f ( x ct )] +
g ( )d
2
2c x ct
y, f ( x) = 0 v g ( x) = xe x
Khi nghim tng qut l

1 x + ct
1
u ( x, t ) = 0 +
e d = e ( x ct ) e ( x +ct )
2c x ct
4c
2
- 91 -

2u
2u
x 2 = 4 t 2 , < x < , t > 0
u
x
( x,0) = xe , < x <
t
u ( x,0) = e x , < x <
Li gii:
Nghim DAlembert l
1
1 x +ct
u ( x, t ) = ( ) [ f ( x + ct ) + f ( x ct )] +
g ( )d
2
2c x ct
2
y, f ( x) = e x , g ( x) = xe x v c = 1/2
Khi nghim tng qut l
x+
t
2
( x )
1 ( x+ t )
u ( x, t ) = e 2 + e 2 + e d
2
x t
2
t
t
( x )
( x )
1 ( x + 2t )
1 ( x + 2t )
2
2
+
e
e
e
e
2
u ( x, t ) = e
t
( x )2
2
Bi ton 3.5.3. Tm nghim bi ton

2u 2u
x 2 = t 2
u
( x,0) = cos x, < x <
t
u ( x,0) = sinx, < x <
Li gii:
Nghim DAlembert l
1
1 x +ct
u ( x, t ) = ( ) [ f ( x + ct ) + f ( x ct )] +
g ( )d
2
2c x ct
y, f ( x) = sin x , g ( x) = cos x v c = 1.
- 92 -
Khi nghim tng qut l

u ( x, t ) =
1
1 x +t
x
+
t
+
x
t
+
sin(
)
sin(
)
[
] cos d
2
2 x t
1
1
[sin( x + t ) + sin( x t )] + [sin( x + t ) sin( x t )]
2
2
= sin( x + t ) = sin x cos t + cos x sin t
u ( x, t ) = sin x cos t + cos x sin t

2u 2u
x 2 t 2 = 0, < x < , t > 0
2
u ( x,0) = 3 x
u
( x,0) = 2 x 3
t
Li gii:
Nghim DAlembert l
1
1 x +ct
u ( x, t ) = ( ) [ f ( x + ct ) + f ( x ct )] +
g ( )d
2
2c x ct
y, f ( x) = 3x 2 , g ( x) = 2 x3 v c = 1.
Khi nghim tng qut l
u ( x, t ) =
=
1
1 x+t
3( x + t ) 2 + 3( x t )2 + 2 3d
2
2 x t
1
1
3( x + t ) 2 + 3( x t ) 2 + ( x + t ) 4 ( x t ) 4
2
4
3 1
= ( x + t ) 2 + ( x t ) 2 + ( x + t ) 2 ( x t ) 2
2 4
= 2( x 2 + t 2 ) + xt
2
u ( x, t ) = 3x 2 + 2 x3t + 3t 2 + 2 xt 3
- 93 -
Bi ton 3.5.5. Gii phng trnh sng trn na min v hn

utt = c 2u xx , 0 x , t 0
u ( x,0) = 0, ut ( x,0) = 0
u (0, t ) = sin(wt )
Li gii:
Nghim DAlembert c cho bi
u ( x, t ) = f ( x ct ) + g ( x + ct )
S dng iu kin ban u
0 = ut ( x,0) = [ cf '( x ct ) + cg '( x + ct ) ]t =0
0 = f '( x) + g '( x)
k = g ( x) f ( x) , k l hng s
(3.52)
0 = u ( x,0) = f ( x) + g ( x)
(3.53)
Mt khc ta li c
Gii (3.52) v (3.53) ta d dng nhn c
k
k
f ( x) = , g ( x) = + vi x > 0
2
2
T ta c
k
f ( x ct ) = , vi x ct > 0
2
k
g ( x + ct ) = + , vi x + ct > 0 (lun ng)
2
Vy vi x > ct ta c
u ( x, t ) = f ( x ct ) + g ( x + ct ) = 0
Nhng chng ta vn phi gii quyt f ( x ct ) cho trng hp x < ct .

S dng iu kin ban u, ta c:
u (0, t ) = sin( wt )
Khi
sin(wt ) = u (0, t ) = f ( ct ) + g (ct ) = f ( ct ) +
k
2
k
T ta c f (ct ) = sin(wt ) , y ta lu rng ct < 0
2
- 94 -
Khi , nu ta t z = ct th
f ( z ) = sin(
w
k
z)
2
c
V th trng hp x < ct ta c nghim

w
k k
u ( x, t ) = f ( x ct ) + g ( x + ct ) = sin ( x ct ) +
c
2 2
x ct
= sin w.
Do nghim tng qut ca bi ton l
x ct
sin w.
, x < ct
u ( x, t ) =
c
0, x > ct
Bi ton 3.5.6. Gii phng trnh sng trn na min v hn

utt = c 2u xx , 0 x , t 0
x
u ( x,0) = e .sinx, ut ( x,0) = 0
u ( x,0) = cos(wt )
x
Li gii:
Nghim DAlembert c cho bi
u ( x, t ) = f ( x ct ) + g ( x + ct )
S dng iu kin ban u
0 = ut ( x,0) = [ cf '( x ct ) + cg '( x + ct ) ]t =0
0 = f '( x) + g '( x)
k = g ( x) f ( x) , k l hng s
(3.54)
u ( x,0) = e x .s inx = f ( x) + g ( x)
(3.55)
Mt khc ta li c
Gii (3.54) v (3.55) ta d dng nhn c
f ( x) =
e x sinx k
e x sinx k
, g ( x) =
+ vi x > 0
2
2
2
2
T ta c
e( x ct ) sin ( x ct ) k
f ( x ct ) =
, vi x ct > 0
2
2
- 95 -
e ( x + ct ) s in ( x + ct ) k
g ( x + ct ) =
+ , vi x + ct > 0 (lun ng)
2
2
Vy vi x > ct ta c
u ( x, t ) = f ( x ct ) + g ( x + ct ) =
e ( x ct ) sin ( x ct ) e ( x + ct ) sin ( x + ct )
+
2
2
Nhng chng ta vn phi gii quyt f ( x ct ) cho trng hp x < ct .

S dng iu kin ban u, ta c:
u x ( x,0) = cos(wt )
Khi
cos(wt ) = u x ( x,0) = f '( x) + g '( x)
x cos(wt ) = f ( x) + g ( x) = f ( x) +
e x sinx k
+
2
2
T ta c
f ( x) = xcos(wt )
e x s inx k
2
2
V th trng hp x < ct ta c nghim

e ( x ct ) sin(x-ct) k
+
u ( x, t ) = f ( x ct ) + g ( x + ct ) = ( x ct )cos ( wt )
2
2
( x ct )
( x + ct )
( x + ct )
e
sin(x+ct) k
e
sin(x-ct) e
sin(x+ct)
+ = ( x ct )cos ( wt )
+
2
2
2
2
Do nghim tng qut ca bi ton l
e ( x ct ) s in ( x ct ) e ( x + ct ) sin ( x + ct )
, x < ct
+
2
2
u ( x, t ) =
( x ct )
sin(x-ct) e ( x +ct ) sin(x+ct)
( x ct )cos wt e
, x > ct
+
( )
2
2
- 96 -
Bi tp ngh: S dng phng php DAlembert gii cc bi ton sau

3.15
2u 2u
x 2 t 2 = 0, < x < , t > 0
u ( x,0) = sinx
u
( x,0) = 0
t
3.16
2u 1 2u
x 2 c 2 t 2 = 0, < x < , t > 0, c > 0
u ( x,0) = 0
u
( x,0) = A sin x
t
A l hng s
3.17
2u 1 2u
x 2 c 2 t 2 = 0, 0 < x < , t > 0, c > 0
u ( x,0) = (x), u (0, t ) = 0

u
( x,0) = ( x)
t
Vi , l cc hm cho kh tt.
- 97 -
PHN KT LUN
Chng I ca lun vn trnh by cc kin thc c bn, t tin hnh
nghin cu mt s phng php gii bi ton phng trnh o hm ring bin tr
chng II. Trong chng ny, ti gii thiu s lc cch tm nghim bi ton
bin bng cch p dng hm Bessel v a thc Legendre. Kt thc chng II, ta
trnh by mt cch h thng 5 phng php gii gm: Phng php tch bin,
phng php dng php bin i Fourier, phng php dng php bin i Laplace,
phng php dng cng thc tch phn Poisson v phng php DAlembert.
chng III, ti p dng 5 phng php trn gii mt s bi ton, km theo cc
bi tp ngh.
Do c trng ca mi bi tp l kh di nn trong gii hn ca ti, ti ch
a ra lng bi tp nhm minh ha cho cc phng php gii trnh by
chng III. Cc bi tp ngh c a vo lun vn nhm mc ch gip cc bn
c quan tm v yu thch ni dung trnh by trong lun vn tham kho thm t
luyn tp. Trong tng lai, khi c iu kin v thi gian v c hi nghin cu, ti s
tip tc tm hiu su hn v vn ny.
Hin ti lun vn ch dng li vic s dng cc phng php nu gii
mt s bi ton bin. y l mt loi bi tp c bn trong hc phn phng trnh
o hm ring.
Hy vng lun vn s c ph bin v l ti liu tham kho hu ch cho cc
bn sinh vin quan tm n ti ny.
- 98 -
TI LIU THAM KHO
[1]
ng nh ng, Trn Lu Cng, Hunh B Ln, Nguyn Vn Nhn, Bin i
tch phn, NXBGD, 2001.
[ 2]
Quang Huy, Dng Th Xun An, Bi ging phng trnh o hm ring,
i hc Cn Th, 2008.
[3]
L B Long, Sch hng dn hc tp ton chuyn nghnh, Hc vin cng ngh
Bu chnh vin thng, 2006.
[ 4] T Vu Bch Ngc, S dng hm Bessel gii bi ton truyn nhit, i hc An

Giang, 2008.
[ 5]
V Vn Thanh, Nguyn Nht Khanh, Phng trnh o hm ring trong vt l,
NXBHQGTPHCM, 2000.
[ 6]
G.Evans, J.Blackledge and P.Yardley, Analytic Methods for Partial Differential
Equations, Beijng World Publishing Corporation, 2004.
[7]
John Douglas Moore, Introduction to Partial Differential Equations,
Kendall/Hunt Publishing Company, 2003.
[8 ]
Stanley J.Farlow, An introduction to differential Equations and their
applications, Dover Publications, 2006.
- 99 -

MỘT SỐ PHƯƠNG PHÁP GIẢI BÀI TOÁN PHƯƠNG TRÌNH ĐẠO HÀM RIÊNG BIÊN TRỊ

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TRNG I HC CN TH

MT S PHNG PHP GII BI TON

Gio vin hng dn:

Gii bi tp v sp xp theo h thng.

5. Phng php nghin cu

c sch v tham kho ti liu.

CHNG I: KIN THC CHUN B

1.1 Chui Fourier

trong a0 , an , bn , n = 1, 2,... l cc hng s, c gi l chui lng gic.

k 2 . Vn t ra l ta c th khai trin hm s f(x) tun hon vi chu k

chu k 2 , khai trin c thnh chui lng gic (1.1)

th cc h s a0 , an , bn , n = 1, 2,... c xc nh nh th no? Cc h s ny c tnh

sin nxdx = cosnxdx =0,

sin mxcosnxdx =0,

sin mx sin nxdx = , m = n

T , nu chui lng gic (1.1) hi t u n hm s f(x) trn on

[ , ] th cc h s c tnh bi cng thc sau

f ( x) cos nxdx, n = 1,2,

Tht vy, t (1.2), ta tch phn hai v tng s hng t th

tnh an , n = 1, 2,... ta nhn cosnx vo hai v ca (1.2) ri ly tch phn tng

Tng t, nhn vo hai v ca (1.2) vi sinnx ri ly tch phn tng s hng

f ( x)sin nxdx, n = 1, 2,...

Trn y, ta gi s hm f(x) khai trin c thnh chui Fourier v lun

chui Fourier tng ng ca hm f(x) trn on

a0 , an , bn , n = 1, 2,... c gi l h s Fourier ca hm f(x).

Nh vy, mi hm f(x) kh tch trn on [ , ] u c chui Fourier tng

1.1.2 iu kin chui Fourier ca hm s f(x) hi t

Nh bit, mi hm f(x) kh tch trn on [ , ] u c chui Fourier

nu f(x) gin on (loi 1) ti x ( , ) v

Tht vy, theo (1.3) cc h s ca chui l

x sin nxdx = x sin nxdx

Bi v hm s f(x) lin tc trn on [ , ] nn chui Fourier ca n s hi

1.1.3 Khai trin Fourier trn on [ 0, ]

tm khai trin Fourier ca hm s f(x) trn on [ 0, ] , ta c th thc trin

(ii) Thc trin f(x) thnh hm s l F(x)

1.1.4 Khai trin Fourier hm c chu k 2l

ng ca F(x) trn on [ l , l ] . Ta s dng php bin i t =

T , ta c khai trin Fourier ca hm s f(x) trn on [ l , l ] l

Chui Fourier sin ca f trn (0, L) c nh ngha bi

hm s f ( x) trn 0 x bng cch p dng cng thc trong 1.1.5

V d 1.1.6.2. Tm khai trin Fourier ca hm s f ( x) = x 2 trn on [ 1,1] .

V hm s cho l hm s chn nn bn = 0, n = 1, 2,...

cos n xdx = (1) n

Vy khai trin Fourier cn tm l

1.2 Php bin i Fourier

f ( x) cos nxdx, n = 0,1, 2,...

f ( x) sin nxdx , n = 0,1, 2,...

Chng ta c th nhn cc phng trnh (1.5), (1.6) di cc quan im nh sau:

F c gi l php bin i Fourier hu hn ca hm f(x).

V bn tri l php bin i Fourier hu hn ca f '( x) , v bn phi l php

Nh vy o hm theo x ca f(x) c c bng cch nhn h s Fourier ca

By gi, gi s chng ta c mt hm f(x) khng tun hon c nh ngha

(1.10) v (1.11) l cp bin i Fourier thun nghch trn ( L, L ) .

Vi c nh, cho L . T (1.11)

f ( ) xc inh vi mi tr gi thc. iu kin cho biu thc tch phn (1.12) tn

f '( x)ei x dx = f ( x)ei x

f '( x)ei x dx = i f ( x)ei x dx = i f ( )

Tng t nu ta c f '( x) 0 khi x th F [ f '' ]=

Tnh cht ny tng t nh php bin i Fourier hu hn ni trn, a

f < (tuyt i kh tch) v

f 2 < (bnh phng kh tch)

th c cp cng thc thun nghch

nh l 1.2 (nh l tch chp):