Týnh ®iòu Khión Đư C Hö PH Ương TR×NH Vi PH©N ® I Sè Tuyõn Týnh

i hc thi nguyn
TRNG i hc S phm
Vi diu minh
Tnh iu khin C
h PHNG trnh vi phn i s
tuyn tnh
Chuyn ngnh: Gii tch
M s
: 60.46.01
Lun vn Thc s ton hc
Ngi hng dn: PGS.TS. T DUY PHNG
Thi Nguyn - 2008
Mc lc
Trang
Li ni u.. ............................................................................................. 1
Chng 1 PHNG TRNH VI PHN I S TUYN TNH VI H
S HNG ...................................................................................6
1 Tnh gii c ca h phng trnh vi phn i s tuyn tnh vi
h s hng ........................................................................................ 6
2 Tnh iu khin c ca h phng trnh vi phn i s tuyn tnh
vi h s hng. ............................................................................... 35
Chng 2 PHNG TRNH VI PHN I S TUYN TNH C H S
BIN THIN .............................................................................................. 41
1 Tnh gii c ca h phng trnh vi phn i s tuyn tnh vi h s
bin thin ................................................................................... 41
2 Tnh iu khin c ca h phng trnh vi phn i s tuyn t nh vi
h s bin thin .............................................................................. 63
Kt lun................................................................................................... 72
Ti liu tham kho. ............................................................................. 74
S ha bi Trung tm Hc liu i hc Thi Nguyn
http://www.lrc-tnu.edu.vn
LI NI U
L thuyt iu khin ton hc l mt trong nhng lnh vc ton hc ng
dng quan trng mi c pht trin khong 50 nm tr li y. Cng c chnh
ca l thuyt iu khin ton hc l nhng m hnh v cc phng php ton hc
gii quyt nhng vn nh tnh v gii s cc h thng iu khin. Rt nhiu
bi ton trong khoa hc, cng ngh, k thut v kinh t c m t bi cc h
phng trnh vi phn cha tham s iu khin v cn n nhng cng c ton hc
tm ra li gii.
Mt trong nhng vn u tin v quan trng nht trong l thuyt iu
khin h thng l l thuyt iu khin c, tc l tm mt chin lc iu khin
sao cho c th chuyn h thng t mt trng thi ny sang mt trng thi khc.
Bi ton iu khin c lin quan cht ch n cc bi ton khc nh bi ton
tn ti iu khin ti u, bi ton n nh v n nh ha, bi ton quan st
c,
Mc d l thuyt iu khin c hnh thnh cch y khong 50 nm,
nhng nhiu bi ton v vn v iu khin nh: iu khin c h phng
trnh vi phn n tuyn tnh dng v khng dng c hn ch trn bin iu khin,
iu khin c h phng trnh vi phn v sai phn n tuyn tnh c chm,
nhng bi ton lin quan gia iu khin c, quan st c v n nh ho, ,
hin nay vn cn mang tnh thi s v c rt nhiu nh ton hc trn th gii
cng nh trong nc quan tm.
Phng trnh vi phn thng c nghin cu t rt lu, khong 200 nm
tr li y. Tuy nhin l thuyt phng trnh vi phn n, trong c phng trnh
vi phn i s tuyn tnh li mi c tht s quan tm trong vng 40 nm tr li
y. Phng trnh vi phn i s tuyn tnh c rt nhiu im c bit m ta
khng th tm thy phng trnh vi phn thng, v d: ma trn h s l ma trn
suy bin, khng c tnh cht nhn qu gia u vo v u ra,, lm cho vic
nghin cu nhng vn lin quan tr nn phc tp nhng li rt hp dn. Hin
nay, mc d c nhiu c gng kho st nhng tnh cht c bit y, nhng vic
3
nghin cu h phng trnh vi phn suy bin vn cn l thi s, bi cn rt nhiu
cu hi cha c gii p.
Mc ch ca lun vn ny l trnh by cc kt qu m rng tiu chun iu
khin c ca cc h iu khin m t bi phng trnh vi phn thng tiu
chun Kalman cho h phng trnh vi phn i s tuyn tnh dng v khng
dng. Lun vn c gng trnh by mt cch c h thng t n gin n phc tp,
t phng trnh vi phn i s tuyn tnh dng n phng trnh vi phn i s
tuyn tnh khng dng. Tiu chun iu khin c dng Kalman c c trng
thng qua tiu chun v hng ca ma trn h s. Thng nht i theo hng nghin
cu , trc tin lun vn trnh by tiu chun iu khin c m rng cho h
phng trnh vi phn i s thng qua ma trn h s ca cc h phng trnh vi
phn n tuyn tnh dng v sau l cho h m t bi h phng trnh vi phn n
tuyn tnh khng dng. Cc tiu chun iu khin c ny ni chung phc tp
hn rt nhiu so vi tiu chun Kalman.
Ni dung ca lun vn gm hai chng:
Chng 1 nghin cu h phng trnh vi phn i s tuyn tnh vi h s
hng.
Mc 1 chng 1 trnh by hai cch tip cn h phng trnh vi phn i s
tuyn tnh nhm nghin cu tnh cht tp nghim ca phng trnh dng
Ex (t )
Ax(t )
Bu (t )
trong E l ma trn ni chung suy bin.

Cch tip cn th nht l thng qua cp ma trn chnh quy a phng
trnh trn v h:
x1 (t ) A1 x1 (t ) B1u1 (t );
Nx2 (t ) x2 (t ) B2u2 (t ), t
0,
trong phng trnh th nht l phng trnh vi phn thng v phng trnh
th hai l phng trnh vi phn vi ma trn ly linh.
Cch tip cn th hai nhm nghin cu cu trc tp nghim ca phng trnh
vi phn vi h s hng thng qua ma trn c s. Mc ny gii thiu khi nim
ton t hiu chnh, nghim ca phng trnh vi phn i s c tm thng qua
4
ton t hiu chnh . Cng thc nghim ny cho thy r hn s khc bit ca
phng trnh vi phn suy bin so vi phng trnh vi phn thng, ngoi ra vic
tm ra cu trc tp nghim cn nhm p dng vo vic nghin cu tnh iu khin
c ca h phng trnh vi phn tuyn tnh c trnh by mc 2.
Mc 2 trnh by tnh iu khin c ca h phng trnh vi phn i s
tuyn tnh vi h s hng theo [6], trong tiu chun iu khin c l m rng
ca tiu chun hng Kalman.
Chng 2 nghin cu cu trc tp nghim v tnh iu khin c ca h
phng trnh vi phn i s tuyn tnh c h s bin thin.
Mc 1 ca chng 2 trnh by tnh gii c ca phng trnh vi phn tuyn
tnh khng dng theo cun sch [7]. Bng cch tc ng ton t hiu chnh tri
vo phng trnh vi phn n, ta c th a phng trnh t phc tp v n gin
d nghin cu hn.
Mc 2 ca chng 2 trnh by tnh iu khin c h phng trnh vi phn
i s vi h s bin thin theo [9]. Thng nht vi mc 1, mc 2 cng dng ton
t hiu chnh tri a vic nghin cu tiu chun iu khin c h suy bin
khng dng v nghin cu h n gin hn.
Mc d lun vn ch yu l trnh by li cc kt qu trong [6], [7], [8], [9],
nhng chng ti c gng th hin nhng lao ng ca mnh trong qu trnh c,
nghin cu v m rng cc kt qu y cho h phng trnh vi phn i s tuyn
tnh. Th d: Mc 1.1 chng 1 trnh by cng thc nghim tng minh ca
phng trnh vi phn tuyn tnh khng dng vi ma trn lu linh l kt qu ca
tc gi, c bo co ti Hi ngh nghin cu khoa hc sau i hc do i hc
S phm Thi Nguyn t chc (Thi Nguyn, thng 7-2008) v c ng trong
[3]. Chng ti cng c gng chi tit ha hoc tm ra nhng cch chng minh khc
vi cch chng minh trong [6], [7], [8], [9]. Trong ton b lun vn, chng ti c
gng din gii nhng nh l, b mt cch d hiu nht. Chng ti hy vng
rng, lun vn cho thy r hn s pht trin trong nghin cu tiu chun iu
khin c h phng trnh vi phn t n gin n phc tp, t phng trnh vi
phn thng n phng trnh vi phn n suy bin vi h s bin thin.
5
Lun vn c hon thnh di s hng dn khoa hc ca PGS TS T
Duy Phng. Xin c t lng cm n chn thnh nht ti Thy.
Tc gi xin cm n chn thnh ti Trng i hc S phm i hc Thi
Nguyn, ni tc gi nhn c mt hc vn sau i hc cn bn.
V cui cng, xin cm n gia nh, bn b, ng nghip cm thng, ng
h v gip trong sut thi gian tc gi hc Cao hc v vit lun vn.
Thi Nguyn, ngy 18 thng 9 nm 2008
Tc gi
Vi Diu Minh
6
Chng 1 PHNG TRNH VI PHN I S
TUYN TNH VI H S HNG
1 TNH GII C CA H PHNG TRNH VI PHN I S
TUYN TNH VI H S HNG
1.1 H phng trnh vi phn i s tuyn tnh vi ma trn ly linh
Xt phng trnh vi phn i s tuyn tnh dng
Nx (t )
x(t ) B(t )u(t ) , t 0 ,
(1.1.1.1)
trong N l ma trn vung cp n 2 , khng ph thuc vo t v l ma trn ly

linh bc h , tc l N h = 0n2 vi 0n 2 l ma trn vung cp n 2 c tt c cc thnh
phn bng 0; x (t ) l mt hm kh vi hu khp ni nhn gi tr trong khng gian
n2
v tha mn phng trnh (1.1.1.1) hu khp ni (l nghim ca phng trnh
vi phn (1.1.1.1)); B (t ) l ma trn cp n 2 m v u(t ) l vect hm m chiu.

Trc tin ta chng minh B sau (xem [3]).
B 1.1
Gi s B (t ) v u(t ) tng ng l ma trn hm v vect hm c cc thnh phn l
cc hm kh vi lin tc n cp h , trong h l bc ca ma trn ly linh N . Khi
y vi mi 1 k h ta c
N k x( k ) (t )
N k 1 x( k 1) (t ) N k
k 1
Cki 1B ( k
1 i)
(t )u (i ) (t ) ,
(1.1.1.2)
i 0
trong x ( k ) (t ) l o hm cp k ca vect hm x(t ) , tng t, u (i ) (t ) l o

hm cp i ca vect hm u(t ) , cn B (s ) (t ) l o hm cp s ca ma trn hm
B (t ) , C ki =
k!
vi 0 i k .
i !(k - i ) !
Chng minh
Nhn phng trnh (1.1.1.1) vi ma trn N ri ly o hm hai v ta c:
Nx (t ) N B (t )u (t ) B(t )u (t ) .
N 2
x(t )
Li tip tc nhn phng trnh ny vi N ri ly o hm hai v ta c:
(t )u (t ) B (t )u (t ) B (t )u (t ) B (t )u(t )
N 2
x(t ) N 2 B
N 3
x (t )
N 2
x(t ) N 2
C2i B (2 i ) (t )u ( i ) (t ).
i 0
Nh vy, cng thc (1.1.1.2) ng vi s = 1, 2, 3 .

Gi s cng thc (1.1.1.2) ng vi mi s k < h . Ta s chng minh n ng
vi s = k + 1. Tht vy, theo qui np ta c
N k x( k ) (t )
N k 1 x( k 1) (t ) N k
k 1
Cki 1B ( k
1 i)
(t )u (i ) (t ) .
i 0
Nhn phng trnh ny vi N ri ly o hm hai v ta c:

N k 1 x( k
1)
N k x ( k ) (t )
(t )
Nk
k 1
Cki
B(k
i)
(t )u ( i ) (t )
B(k
1 i)
(t )u ( i
1)
(t )
i 0
N k x ( k ) (t )
N k Ck0 1 B ( k ) (t )u (t )
N k Ck1 1 B ( k
N k Ck0 1 B ( k
1)
2)
N k Ck2 1B ( k
N k Ck1 1 B ( k
1)
(t )u (t )
N k Ck2 1 B ( k
3)
(t )
u (t ) ... N k Cks 11 B ( k
N k Cks 1 B ( k
s)
(t )u ( s ) (t )
N k Cks 1 B ( k
(t )u(t )
s 1)
1 s)
(t )u (t )
(t )u ( s
1)
(t )
(t )u ( s
1)
(t )
... N k Ckk 12 B (2) (t )u ( k 2) (t ) N k Ckk 12 B (t )u ( k

N k Ckk 11 B (t )u ( k 1) (t ) N k Ckk 11 B (t )u ( k ) (t )
1)
(t )
2)
(t )u(t )
N k Cks 11 B ( k
s)
(t )u ( s ) (t )
N k x ( k ) (t ) N k Ck0 1 B ( k ) (t )u (t ) N k Ck0 1 Ck1 1 B ( k 1) (t )u (t )

N k Ck1 1 Ck2 1 B ( k
2)
(t )u(t ) ... N k Cks 11 Cks 1 B ( k
s)
(t )u ( s ) (t )
... N k Ckk 12 Ckk 11 B (t )u ( k 1) (t ) N k Ckk 11 B (t )u ( k ) (t ).

Nhng C ki - 1 =
(k - 1 )!
i !(k - 1 - i )!
nn
C k0- 1 = 1 = C k0 ; C kk-- 11 = 1 = C kk
Cks 11
Cks 1
Cks
8
nn
N k 1 x ( k 1) (t )
N k x ( k ) (t ) N k Ck0 1 B ( k ) (t )u (t ) N k Ck0 1 Ck1 1 B ( k 1) (t )u (t )
N k Ck1 1 Ck2 1 B ( k
2)
(t )u(t ) ... N k Cks 11 Cks 1 B ( k
s)
(t )u ( s ) (t )
... N k Ckk 12 Ckk 11 B (t )u ( k 1) (t ) N k Ckk 11 B (t )u ( k ) (t )

N k x ( k ) (t ) N k Ck0 B ( k ) (t )u (t ) N k Ck1 B ( k 1) (t )u (t )
N k Ck2 B ( k
2)
(t )u(t ) ... N k Cks B ( k s ) (t )u ( s ) (t )

... N k Ckk 1 B (t )u ( k 1) (t ) N k Ckk B (t )u ( k ) (t )
N k x ( k ) (t ) N k
Cks B ( k
s)
(t )u ( s ) (t ).
s 0
Vy theo nguyn l qui np, cng thc (1.1.1.2) c chng minh.

T B 1.1 ta c cng thc nghim sau y ca h (1.1.1.1).
Mnh 1.1 ([3])
Gi s B (t ) l ma trn hm v u(t ) vect hm c cc thnh phn l cc hm kh
vi lin tc n cp h . Khi y nghim ca h phng trnh vi phn tuyn tnh suy
bin (1.1.1.1) c tnh theo cng thc
h 1
x(t )
Fk (t )u ( k ) (t ) ,
(1.1.1.3)
k 0
h- 1
trong Fk (t ) = -
N sC sk B (s - k ) (t ) .
s= k
Chng minh
Vit li (1.1.1.2) vi k = 1, 2,..., h ta c
Nx (t )
x(t ) C00 B(t )u (t ) ;
N 2
x(t )
Nx (t ) NC10 B (t )u (t ) NC11B(t )u (t ) ;
N 3
x (t )
(t )u (t ) N 2C21 B (t )u (t ) N 2C22 B(t )u(t ) ;

N 2
x(t ) N 2C20 B
N k x ( k ) (t )
N k 1 x ( k 1) (t ) N k
k 1
Cki 1B ( k
1 i)
(t )u (i ) (t )
i 0
k 1 ( k 1)
(t ) N
... N k 1Cki 1 B ( k
k 1
0
k 1
C B
1 i)
( k 1)
(t )u (t ) N k 1Ck1 1B ( k
2)
(t )u (t )
(t )u (i ) (t ) ... N k 1Ckk 11 B(t )u ( k 1) (t ).
N h x ( h ) (t )
N h 1 x ( h 1) (t ) N h
h 1
Chi 1B ( h
1 i)
(t )u (i ) (t )
i 0
N h 1 x ( h 1) (t ) N h 1Ch0 1B ( h 1) (t )u (t ) N h 1Ch1 1B ( h
... N h 1Chi 1 B ( h
1 i)
2)
(t )u (t )
(t )u (i ) (t ) N h 1Chh 11B(t )u ( h 1) (t ).
Cng v vi v cc ng thc ny v n tnh cht ly linh ca ma trn N ,

tc l N h = 0 , sau khi nhm cc s hng hai v, ta c
h 1
x(t )
0
s
h 1
(s)
N C B (t )u (t )
s 0
h 1
...
N s Cs1B ( s 1) (t )u (t )
s 1
N s Csk B ( s
k)
(t )u ( k ) (t ) ... N h 1 B (t )u ( h 1) (t )
s k
h 1
x(t )
Fk (t )u ( k ) (t ).
k 0
T y suy ra x(t )
h 1
Fk (t )u ( k ) (t ).
k 0
Vy Mnh 1.1 c chng minh.

Trong trng hp B (t ) B l ma trn hng ta c
H qu 1.1 ([6], trang 17)
Gi s B (t ) B l ma trn hng v u(t ) vect hm c cc thnh phn l cc hm
kh vi lin tc n cp h . Khi y nghim ca phng trnh
Nx (t )
x(t ) Bu(t )
(1.1.1.4)
c tnh theo cng thc

h 1
x(t )
N k Bu ( k ) (t ) .
(1.1.1.5)
k 0
10
Chng minh
Khi B (t ) B th
h- 1
Fk (t ) = -
N sC sk B (s - k ) (t ) = - N kC kk B = - N k B
s= k
nn ta c ngay cng thc (1.1.1.5).

1.2 Cng thc nghim ca phng trnh vi phn i s tuyn tnh c iu
khin
Trong mc ny ta s a ra cng thc nghim cho phng trnh vi phn i s
tuyn tnh dng
Ex (t ) Ax(t )
B(t )u(t ) .
(1.1.2.1)
trong ma trn E ni chung suy bin ( det E c th bng 0).

nh ngha 1.2
Cp ma trn E, A n
sao cho
c gi l chnh quy nu tn ti mt s phc
0 hoc a thc sE
0.
B 1.2 (B 1-2.2, [6], trang 7)

Cp ma trn (E , A ) l chnh quy nu v ch nu tn ti hai ma trn khng suy
bin P v Q sao cho
QEP
trong n1 + n 2 = n , A1
cp n 1 v n 2 ; N
n2
n2
I n1
n n1
1
, I n1 v I n 2 l hai ma trn n v tng ng
, QAP
A1
0
0
,
I n2
l ma trn ly linh.
B 1.2 ch ra rng vi gi thit chnh quy ca cp ma trn (E , A ), h

(1.1.2.1) c th vit di dng sau:
x1 (t )
Nx2 (t )
A1 x1 (t ) B1 (t )u (t ),
(1.1.2.2a )
x2 (t ) B2 (t )u (t ).
(1.1.2.2b )
(1.1.2.2)
11
Tht vy, do (E , A ) l cp ma trn chnh qui nn tn ti cc ma trn khng suy
bin P v Q sao cho
QEP
I n1
, QAP
A1
0
0
.
I n2
Nhn hai v ca (1.1.2.1) v bn tri vi ma trn khng suy bin Q ta c
QEx (t ) QAx(t )
QB(t )u(t ) .
&
t x (t ) = Px%(t ) hay x%(t ) = P - 1x (t ) . Khi y x&
(t ) = Px%
(t ) v phng trnh trn
c th vit thnh
QEPx(t ) QAPx(t )
QB(t )u(t ) .
(1.1.2.3)
hay
I n1
x%1
v QB (t )
%
x
=
t
x%2
x (t )
A1
0
0
x (t )
I n2
QB(t )u (t ) .
B1 (t )
, khi y phng trnh trn c dng
B 2 (t )
I n1 x1 (t )
A1 x1 (t ) B1 (t )u (t );
Nx2 (t )
I n2 x2 (t ) B2 (t )u (t )
hay
x1 (t ) A1 x1 (t ) B1 (t )u (t );
Nx2 (t ) x2 (t ) B 2 (t )u (t )
vi x1 (t ) n1 , x2 (t ) n2 v N
n2
n2
l ma trn ly linh.
T nay v sau, ta lun gi thit cp ma trn (E , A ) l chnh qui. Khi y

nghin cu h (1.1.2.1) ta ch cn nghin cu h (1.1.2.2).
H (1.1.2.2a) l h phng trnh vi phn thng c iu khin. N c
nghin cu k trong cc ti liu v l thuyt iu khin. C th, vi mi iu kin
12
ban u
x10
n1 v mi hm o c cho trc u (t ) , t
0 , nghim ca
(1.1.2.2a) c dng (xem, th d, [2], [4]):

t
x1 (t )
A1t
e A1 (t s ) B1 (s )u (s )ds .
0
1
e x
(1.1.2.4a)
s 0
Theo Mnh 1.2, nghim ca h (1.1.2.2b) c tnh theo cng thc

h 1
x2 (t )
Fk (t )u ( k ) (t )
k 0
Nh vy, nghim x (t )
h 1
h 1
k 0
s k
N s Csk B2( s
x1 (t )
k)
(t ) u ( k ) (t ) .
(1.1.2.4b)
ca (1.1.2.2) tnh c tng minh theo cng
x2 (t )
thc (1.1.2.4a) v (1.1.2.4b). Ta ni nghim (1.1.2.4) tng ng vi iu khin

u(t ) chn.
Chng ta cng lu rng, c c cng thc (1.1.2.4b), ta phi gi thit

B (t ) v u(t ) c cc thnh phn l cc hm kh vi lin tc n cp h , mc d
trong nh ngha nghim ca (1.1.2.4a), th ch cn tnh cht o c ca hm

u(t ) . y cng l mt trong nhng im khc bit gia phng trnh vi phn
thng v phng trnh vi phn i s.

H qu 1.2
Gi s B (t ) B l ma trn hng v u(t ) vect hm c cc thnh phn l cc hm
kh vi lin tc n cp h . Khi y nghim ca phng trnh:
Ex (t ) Ax(t ) Bu(t )
t
c dng:
x1 (t )
A1t
e A1(t s ) B1u (s )ds
0
1
e x
s 0
h 1
x2 (t )
N k Bu ( k ) (t ) .
k 0
i vi h phng trnh vi phn i s (1.1.2.1), ta cng c mt cch tip cn

khc thng qua ma trn c s nghin cu cu trc ca tp nghim. Di y
chng ti trnh by cch tip cn ny theo [7].
13
1.3 Cng thc nghim ca h phng trnh vi phn i s vi ma trn c s
1.3.1 H phng trnh vi phn i s vi ma trn c s
Mt cch t nhin, h phng trnh vi phn i s c hiu l h
x1 (t )
0
R1 x1 (t ) R2 x2 (t )
R3 x1 (t ) R4 x2 (t )
f1 (t );
(1.1.3.1)
f 2 (t ),
(1.1.3.2)
trong x1 (t ) n1 v x2 (t ) n2 ; Ri , i 1, 2,3, 4 v f j (t), j 1,2 l cc ma trn

v vect c s chiu tng ng.
H trn gm mt phng trnh vi phn thng v mt rng buc i s (mt
phng trnh khng cha o hm ca cc n x1, x2 ).
t
x
trong I
x1
; f
x2
f1
;E
f2
I 0
; A
0 0
R1
R3
R2
,
R4
I n1 l ma trn n v cp n1 , 0 l cc ma trn gm tt c cc phn t
bng 0 c s chiu tng ng; A v f l ma trn v vect c s chiu tng ng.

Di y, cho gn, ta thng ch vit cc ma trn n v v ma trn gm tt c
cc phn t bng 0 l I v 0 m khng ch r s chiu ca cc ma trn.
Vi cch t trn, h (1.1.3.1), (1.1.3.2) c th vit c di dng:
Ex
Ax
(1.1.3.3)
hay
Ex
Ax
(1.1.3.4)
Nhn xt 1.3.1
Trong cc ti liu, h phng trnh vi phn i s thng c ng nht vi h
(1.1.3.4). Tuy nhin, cch vit (1.1.3.1), (1.1.3.2) ch i hi l x1 c o hm.
Cch vit (1.1.3.4) i hi l x c o hm, tc l ton b cc ta , hay x2
cng phi c o hm. T ta thy, (1.1.3.3) v (1.1.3.4) ni chung l khc
nhau.
Di y, ph hp vi cc ti liu, ta vn gi h (1.1.3.3), (1.1.3.4), trong
ma trn E c th suy bin ( det E c th bng 0) l h phng trnh vi phn i
14
s. Dng c bit (1.1.3.1)-(1.1.3.2) c gi l dng na hin (na hin) ca h
phng trnh vi phn i s.
Nhn xt 1.3.2
Ni chung ma trn E v ma trn A trong (1.1.3.3) v (1.1.3.4) khng nht thit
phi l ma trn vung, nhng chng phi c cng kch thc. Th d, nu x n
v ma trn A c s chiu l m n th E cng phi c s chiu l m n , cn f
phi l mt vect c s chiu l m 1 .
B 1.3.1
Tn ti dy ma trn C0 , C1 , C2 ,.... ( gi l h ma trn c s) sao cho mi nghim
ca h phng trnh
dx(t )
dt
C0 Ax(t )
i 0
d
dt
( I C0 E ) x(t )
i 0
d
dt
Ci f (t ) ;
(1.1.3.5)
Ci 1 f (t ) .
(1.1.3.6)
cng l nghim ca (1.1.3.3).

Chng minh
Chn C0 , C1 , C2 ,.... tho mn h
EC0 A
ECi
trong
0
i
AC0 E
ACi
(1.1.3.7)
0
i
I ,i
0,1, 2,...,
(1.1.3.8)
l nhn Kroneker, tc l
0
i
1,
0,
i 0;
i 0.
Gi s x(t ) l nghim ca (1.1.3.5)-(1.1.3.6). Nhn (1.1.3.5) vi E , ta c:
Edx(t )
dt
EC0 Ax(t )
( Ex(t ))
i 0
d
dt
EC0 Ax(t )
i 0
ECi f (t )
d
dt
ECi f (t ) .
(*)
15
Nhn (1.1.3.6) vi A , ta c:
A( I C0 E ) x(t )
i 0
Ax(t )
d
dt
ACi 1 f (t )
AC0 Ex(t )
i 0
d
dt
ACi 1 f (t ) .
(**)
Ly (*) tr (**) ta c:
( Ex(t ))
Ax(t )
EC0 Ax(t ) AC0 Ex(t )

i 0
d
dt
ECi
ACi
f (t ) .
T (1.1.3.7) v (1.1.3.8) ta c:
( Ex(t ))
Ax(t ) 0
i 0
d
dt
i
0
i
I f (t )
d
dt
f (t )
f (t ) .
suy ra
Ex (t )
Ax (t )
f (t ) .
Vy ta chng minh c, mi nghim ca (1.1.3.5), (1.1.3.6) ng thi cng l

nghim ca (1.1.3.3).
Nhn xt
Nu khng thm iu kin th h (1.1.3.7)-(1.1.3.8) c th c v s nghim hoc
v nghim.
Th d 1.3.1
Vi E
1 0 ;A
0 1;x
x1
; f (t ) .
x2
Phng trnh (1.1.3.3) c dng
x1 (t )
Chn C0
V EC0
0
; C1
0
AC1 I
c
; Ci
1
x2 (t )
f (t ) .
(1.1.3.3)
c
; i 1, 2,3... v c bt k.
c
1 I (ng v I 1, ma trn n v)
16
EC1
AC2 0
ECi
ACi
c c;
c c; i
2,3...
V c bt k nn c v s Ci tha mn h (1.1.3.7)-(1.1.3.8), hay h (1.1.3.7)(1.1.3.8) khng c tnh duy nht nghim.

H (1.1.3.5)c dng
c
f (t )
1
dx(t )
dt
c
c
f (i ) (t )
i 2
hay
dx1 (t )
dt
f (i ) (t );
c
i 1
dx2 (t )
dt
(1.1.3.5)
f (i ) (t ).
f (t ) c
i 2
H (1.1.3.6) c dng
x(t )
c
1
c
c
f (t )
f (i ) (t )
i 1
hay
f (i ) (t );
x1 (t ) c
i 0
x2 (t )
(1.1.3.6)
f (i ) (t ).
f (t ) c
i 1
Tch phn (1.1.3.5) (o hm (1.1.3.6)) ta c (1.1.3.6) (c (1.1.3.5) hay

hai h (1.1.3.5) v (1.1.3.6) l trng nhau.
Hn na, thay x(t ) l nghim ca (1.1.3.5) (hay (1.1.3.6)) vo (1.1.3.3), ta thy
(1.1.3.3) tha mn vi mi hm gii tch f (t ) .
Th d 1.3.2
Vi E
1
;A
0
0
;x
1
Phng trnh (1.1.3.3) c dng:
x1
f1
x2
f2
17
T phng trnh (1.1.3.7) ta c
EC0 A
AC0 E
Vy C0
1
c01 , c02
0
0
1
0
c01 , c02
1
1
0
c02
0
0
.
c01
0 0 ;
Thay vo (1.1.3.8) vi i 0 :
EC0
AC1
0
0I
1
0,0
0
0
c11, c12
1
0 0
0 0
0
0
c11 c12
1 0
c11 1
Phng trnh ma trn ny v nghim. Vy h (1.1.3.7), (1.1.3.8) (vi E v A

cho trong th d ny) l v nghim.
1.3.2 H phng trnh xc nh ma trn c s
Trong B 1.3.1 ta chn C0 , C1 , C2 ,.... tho mn h (1.1.3.7) - (1.1.3.8) m
cha ni n s tn ti ca h ma trn c s ny. nh l di y tr li cu hi
.
nh l 1.3.2
Gi s h
ECi
ACi
0
i I;
Ci E
Ci 1 A
0
i I,
(1.1.3.9)
i
0,1,2,...
(1.1.3.10)
vi iu kin
C0
C0 EC0 ;
(1.1.3.11)
C1
C1 AC1
(1.1.3.12)
l gii c ng vi C0 , C1 ,..., Ci ,... , trong

0
i
1,
0,
0
i
l nhn Kroneker, tc l
i 0;
i 0.
(1.1.3.13)
Khi y, nu C0 , C1 bit th cc ma trn cn li Ci , i 2,3,... c th nhn c

theo cng thc truy hi
Ci
( 1)i 1 (C1 E )i 1 C1 .
(1.1.3.14)
Do tnh kt hp ca php nhn ma trn, ta c th vit (1.1.3.14) di dng

Ci
( 1)i 1 C1 ( EC1 )i 1 .
(1.1.3.15)
18
Chng minh
Cho i
0 , t ( 1.1.3.9) v (1.1.3.10) ta c:
EC0
AC1 I
(1.1.3.16)
C1 A I .
(1.1.3.17)
C0 E
Nhn tri vi C1 vo hai v ca (1.3.16) ta c:
C1 EC0
C1 AC1 C1 .
(1.1.3.17)
T (1.1.3.12) ta suy ra
C1 EC0
0.
(1.1.3.18)
Nhn phi vi C1 vo hai v ca (1.1.3.17) ta c:
C0 EC1
C1 AC1 C1 .
(1.1.3.17)
T (1.1.3.12) ta suy ra
C0 EC1
0.
(1.1.3.19)
Ta s chng minh Ci tnh theo cng thc (1.1.3.14) v (1.1.3.15) tho mn h:
ECi
ACi 1 ;
(1.1.3.20)
Ci E
Ci 1 A, i
2,3,...
(1.1.3.21)
Cng c ngha l nh l 1.3.2 c chng minh.

Ta s chng minh (1.1.3.20)-(1.1.3.21) bng phng php quy np ton hc.
Vi i
2 cng thc (1.1.3.14) cho
C2
C1 EC1 .
(1.1.3.21)
Nhn hai v vi E ta c
EC2
Vi i
EC1 EC1
( EC1 )2 .
(1.1.3.22)
(C1E ) 2 C1 .
(1.1.3.23)
3 cng thc (1.1.3.14) cho

C3
( 1)2 (C1E )2 C1
Nhn hai v vi A ta c:
AC3
M theo (1.1.3.16) th AC1
A(C1E )2 C1
EC0
AC1 ( EC1 )2 .
I nn theo (1.1.3.19) ta c
19
AC3
I )( EC1 ) 2
( EC0
EC0 ( EC1 ) 2 ( EC1 ) 2
EC0 EC1 EC1 ( EC1 )2
(1.1.3.24)
( EC1 ) 2 .
Vy t (1.1.3.22) v (1.1.3.24) suy ra EC2
AC3 .
Nhn phi hai v ca (1.1.3.21) vi E ta c
C2 E
(C1E )2 .
C1 EC1 E
Nhn phi hai v ca (1.1.3.23) vi A ta c
C3 A (C1 E )2 C1 A .
M theo (1.1.3.17) v (1.1.3.17) th C1 A C0 E
I v C0 EC1
C1 AC1 C1 .
Theo (1.1.3.18) ta c
C3 A (C1 E )2 (C0 E I ) (C1E )2 C0 E (C1E ) 2

C1 EC1 EC0 E (C1 E )2
Vy C2 E
(C1 E ) 2
C3 A .
Nh vy vi i
2 th cng thc nghim (1.1.3.14) v (1.1.3.15) tho mn h
(1.1.3.20) v (1.1.3.21).
Gi s cng thc nghim (1.1.3.14) v (1.1.3.15) tho mn h (1.1.3.20) v
(1.1.3.21) vi i
k.
Ta chng minh iu ny cng ng vi i

Tht vy, vi i
k 1.
k 1 th theo (1.1.3.14) ta c:
Ck
( 1)k (C1 E )k ; Ck
( 1) k 1 (C1E ) k
Vy:
ECk
( 1)k E (C1E )k ;
ACk
( 1)k 1 A(C1E ) k
M theo (1.1.3.16) th AC1
ACk
( 1) k 1 ( EC0
( 1) k 1 AC1E (C1E ) k .
EC0
I nn theo (1.1.3.19) ta c
I ) E (C1 E ) k
( 1) k 1[EC0 EC1 ( EC1 ) k 1 E ]+ ( 1) k (C1 E ) k

Vy ECk
( 1) k (C1 E ) k
ACk 2 .
Tng t, theo (1.1.3.15) ta c

20
Ck
( 1)k C1 ( EC1 )k v Ck
( 1)k 1 C1 ( EC1 ) k
nn
Ck 1 E
( 1)k C1 ( EC1 )k E
( 1) k (C1E ) k 1;
Ck 2 A ( 1)k 1 C1 ( EC1 ) k 1 A ( 1) k 1 (C1E ) k 1 C1 A.

M theo (1.1.3.17) th C1 A C0 E
I nn do (1.1.3.18) ta c
Ck 2 A ( 1) k 1 (C1 E ) k 1 C1 A ( 1) k 1 (C1 E ) k 1 (C0 E I )

( 1) k 1 (C1 E ) k C1 EC0 E ( 1) k (C1 E ) k
( 1) k (C1 E ) k 1.
Vy Ck 1 E
Ck 2 A .
Khng nh ng vi i
k 1, vy cng thc nghim (1.1.3.14) v (1.1.3.15)
tho mn. H (1.1.3.20) v (1.1.3.21) c chng minh. nh l chng minh

xong.
Nhn xt
Vi gi thit ca nh l 1.3.2, ta c cc cng thc h qu sau y
ECi A
ACi E; i
0,1,...
(1.1.3.25)
AC0
EC0 AC0 ;
(1.1.3.26)
C0 A C0 AC0 E ;
(1.1.3.27)
EC1
AC1 EC1 ;
(1.1.3.28)
C1 E
C1 EC1 A;
(1.1.3.29)
EC0
( EC0 )i ;
(1.1.3.30)
AC1
( 1)i 1 ( AC1 )i , i 1, 2... .
(1.1.3.31)
Chng minh
T (1.1.3.9) v (1.1.3.10) ta c (1.1.3.25):
ECi A
ACi 1 A
T (1.1.3.11) v (1.1.3.25) vi i
AC0
0
i
A(Ci 1 A
0
i
I ) ACi E .
0 va chng minh, ta c (1.1.3.26):
AC0 EC0
Tng t, t (1.1.3.11) v (1.1.3.25) vi i
EC0 AC0 .
0 ta c (1.1.3.27):
C0 A C0 EC0 A C0 AC0 E .
21
T (1.1.3.12) v (1.1.3.25) vi i 1, ta c (1.1.3.28) v (1.1.3.29):
EC1
EC1 AC1
AC1EC1 ;
C1 E
C1 AC1E
C1EC1 A.
Theo (1.1.3.11) ta c: AC0
( AC0 )2 .
AC0 AC0
Nhn hai v vi AC0 ta c: AC0 AC0

Vy AC0
( AC0 )2
( AC0 )3
( AC0 )2 AC0
( AC0 )3 .
....
Cng thc (1.1.3.30) c chng minh.

Theo (1.1.3.12) ta c: AC1
( AC1 )2 .
AC1 AC1
Nhn hai v vi AC1 ta c:
AC1 AC1
( AC1 )2 ( AC1 ) ( AC1 )3 .
Vy
( AC1 )2
AC1
( AC1 )3
... ( 1)i 1 ( AC1 )i
Cng thc (1.1.3.31) c chng minh.

1.3.3 Cp ma trn chnh quy
nh ngha 1.3.3
Cp ma trn ( E, A) c gi l chnh quy nu tn ti mt s
sao cho det( A
(thc hoc phc )
E) 0 .
Nhn xt
1, Nu
sao cho det( A
E) 0 th tn ti v s
c tnh cht y.
2, ( E, A);( A, E ) l chnh quy hay khng chnh quy ng thi v
det( A
E ) det
(E
)n det( E
A) ,
trong n l cp ca ma trn.
Nu cp ma trn ( E, A) l chnh quy th (xem [10]) tn ti hai ma trn khng suy
bin P, Q sao cho:
;A
PEQ
PAQ
(1.3.3.1)
22
vi
N
0
0 0
I 0 ,
0 S
I 0 0
0 R 0 ,
0 0 I
trong N , R l nhng ma trn ly linh bc k
0; l
(1.3.3.2)
0 tc l N k
0; Rl
0,
cn S l ma trn khng suy bin.

Chn
Q 1Ci P 1 ; i
Ci
0,1, 2,... ,
(1.3.3.3)
trong
0 0
0 I
C 0
0
0 ;
0 0 S
Ni
0
0
Ci
C1
0 0
0 0 ;
0 0
I
0
0 0
0 0
0 0
2,3,...,
(1.3.3.4)
th Ci tha mn (1.1.3.9) -(1.1.3.13).

Tht vy, v
0
C 0 EC
0 0 0
0 I 0
0 0 S 1
0 0 0
0 I 0
0 0 I
nn t C0
Q 1C 0 P
C0 EC0
N
0
0
0 0
I 0
0 S
0 0 0
0 I 0
0 0 S 1
0 0 0
0 I 0
0 0 S 1
0 0 0
0 I 0
0 0 S 1
C 0
ta c
)(Q 1C0 P 1 )
(Q 1C0 P 1 )( PEQ
0 P 1 Q 1C0 P 1 C0
Q 1C0 EC
Vy ta c (1.1.3.11).
23
Hon ton tng t:
)(Q 1C P 1 )
(Q 1C1 P 1 )( PAQ
1
1
1
1
Q C1 AC1 P
Q C1 P 1
C1
C1 AC1
Vy ta c (1.1.3.12).
By gi ta chng minh (1.1.3.9).
V
0
EC
N
0
0
AC
1
0 0
I 0
0 S
0 0 0
0 I 0
0 0 I
nn vi i
0 0 0
0 I 0
0 0 S 1
I
0
0
I 0 0
0 R 0
0 0 I
0 0
0 0
0 0
I
0
0
0 0
0 0
0 0
0 ta c:
)(Q 1C0 P 1 ) ( PBQ

)(Q 1C1P 1 ) I
AC1 I ( PEQ
P 1 I P( EC
I ) P 1 0.
0 P 1 PAC
0 AC
PEC
1
1
EC0
V
i
EC
AC
i
N
0
0
Ni
0
0
0 0
I 0
0 S
Ni
0
0
0 0
0 0
0 0
0 0
0 0
0 0
Ni
0
0
0 0
0 0
0 0
Ni
0
0
I 0 0
0 R 0
0 0 I
0 0
0 0
0 0
nn vi i 1 ta c
ECi
ACi
)(Q 1C P 1 )
)(Q 1Ci P 1 ) ( PAQ
( PEQ
i 1
P 1 P( EC
)P
i P 1 PAC
i AC
PEC
i 1
i 1
0.
Vy (1.1.3.9) c chng minh.

Xt (1.1.3.10).
V C0 E C1 A I
0 nn vi i 0 ta c
24
) I
) (Q 1C1P 1 )( PAQ
(Q 1C0 P 1 )( PEQ
Q 1C0 EQ
Q 1C1 AQ
I Q 1 (C0 E C1 A I )Q 0.
C0 E C1 A I
Vy C0 A C1 B E .
Vi i 1 ta phi chng minh Ci A Ci 1 B . Tht vy:
Ci E
Ci 1 A
)
) (Q 1Ci 1 P 1 )( PAQ
(Q 1Ci P 1 )( PEQ
Q 1Ci EQ
Q 1Ci 1 AQ
Ci E Ci 1 A
Ni
0
0
0 0
0 0
0 0
Ni
0
0
N
0
0
0 0
I 0
0 S 1
Ni
0
0
0 0
0 0
0 0
0 0
0 0
0 0
Ni
0
0
0 0
0 0
0 0
I 0 0
0 R 0
0 0 I
i.
Vy ta c (1.1.3.10).
Hn na, ECk
0 , trong k l ch s ca cp ma trn ( E, A) .
0; Ck E
Tht vy,
)(Q 1C k P 1 )
( PEQ
ECk
P 1.
PAC
k
k
EC
N
0
0
0 0
I 0
0 S
Nk
0
0
0 0
0 0
0 0
Nk
0
0
0 0
0 0
0 0
0,
cn
Ck E
do C k E
0.
Vy Ck A
Vi i
) Q 1C k EQ
(Q 1C k P 1 )( PEQ
0.
k , do Ci
Ni
0
0
0 0
0 0
0 0
0 nn Ci
Q 1Ci P
0 i.
25
T ta c nhn xt sau.
Nhn xt
Nu ( E, A) l cp ma trn chnh quy th dy C0 , C1 ,...Ck , Ck 1 ,.... ch c hu hn
C0 , C1 ,...Ck khc khng.

1.3.4 Tnh duy nht ca ma trn c s
Ta thy trn, nu ( E, A) l cp ma trn chnh quy vi ch s k
0 th cc
ma trn c s Ci c xc nh bi h sau:
1
0
i
Ci E Ci 1 A
0
i
ECi
ECk
0; Ck E
C1
C1 AC1 ;
C0
Vi i
ACi
I;
(1.3.4.1)
I , i 0,1, 2....k 1.
(1.3.4.2)
0;
(1.3.4.3)
(1.3.4.4)
C0 EC0 .
(1.3.4.5)
0 th (1.3.4.1) v (1.3.4.2) c dng l:

EC0
AC1 I
C0 E
C1 A I
Ngoi ra, ( EC1 )k
0; (C1 E ) k
0.
Tht vy, ta s dng (1.3.14) v (1.3.15)

Do ECk
0 nn theo (1.3.14)
ECk
E ( 1)k 1 (C1E )k 1 C1
Suy ra ( EC1 )k
V Ck E
( 1)k 1 EC1EC1E...C1
( 1)k 1 ( EC1 )k
( 1)k 1 C1EC1E...C1E
( 1)k 1 (C1E )k
0.
0 nn theo (1.3.15) ta c
Ck E
Vy (C1 E )k
( 1)k 1 C1 ( EC1 )k 1 E
0.
Ta c nh l sau.
26
nh l 1.3.4
Gi s ( E, A) l cp ma trn chnh quy vi ch s k
0 . Khi y, h (1.3.4.1)-
(1.3.4.5) c nghim v nghim l duy nht.

1.3.5 Ton t hiu chnh
Xt ton t R( ) c xc nh bi
R( ) C0
C1 ...
Ck ,
(1.3.5.1)
trong k l ch s ca cp ma trn ( E, A) ; Ci , i
0,1,... k l cc ma trn c s
tho mn h:
ECi
ACi
0
i I;
(1.3.5.2)
Ci E
Ci 1 A
0
i I,
(1.3.5.3)
i 0,1,2....k 1.
ECk
0; Ck E
C1
C1 AC1
C0
(1.3.5.4)
(1.3.5.5)
C0 EC0
(1.3.5.6)
Ton t R( ) nh trn c gi l ton t hiu chnh.

Ta cng c
C0 ACi
0 i 1,2,...k .
0; Ci AC0
(1.3.5.7).
Tht vy,
C0 ACi
)(Q 1C P 1 ) Q 1C AC
P 1.
(Q 1C0 P 1 )( PAQ
i
0
i
M

C 0 AC
i
0 0
0 I
0
0
0 0 S
I 0 0
0 R 0
Ni
0
0 0
0 0
0 0
0 0
Ni
0 I
0
0
0 0 S
Tng t ta c: Ci AC 0
0 0
0 0
0 0
0.
0.
27
B 1.3.5.1
( I
C0 A) 1C0
( I
C0 A)
Ci ( I
AC0 ) 1;
C0 ( I
(1.3.5.8)
Ci
Ci ;
(1.3.5.9)
Ci .
(1.3.5.10)
C0 A)
Chng minh
Ta c:
( I C0 A)C0
IC0 C0 AC0
C0 I C0 AC0
C0 ( I
AC0 ) .
Suy ra
AC0 ) ( I C0 A)C0 .
C0 ( I
(*)
M
(*)
( I
C0 A) 1C0 ( I
( I
C0 A) 1 ( I
( I
C0 A) 1C0
AC0 )( I
AC0 )
AC0 )C0 ( I
AC0 )
AC0 ) 1.
C0 ( I

T (1.3.5.7) ta c C0 ACi
0 . Suy ra
Ci
Ci
C0 ACi
( I C0 A)Ci
hay
( I
C0 A)
Ci
Cng t (1.3.5.7) ta c Ci AC0

Ci
( I
C0 A) 1 ( I
C0 A)Ci
Ci .
0 . Suy ra
Ci
Ci AC0
Ci ( I
AC0 ) .
Hay
Ci ( I
AC0 )
Ci ( I
AC0 )( I
AC0 )
Ci .

B 1.3.5.2
Xt phng trnh ( E
A) x(t )
f (t )
(1.3.5.11)
vi cp ma trn ( E, A) chnh quy ch s k . Nghim ca (1.3.5.11) tho mn

phng trnh:
( I C0 A) x(t ) R( ) f (t ) .
(1.3.5.12)
28
Chng minh
Nhn (1.3.5.11) vi R( ) ta c: R( )( E A) x(t)
R( ) f ( t) .
T (1.3.5.3) v (1.3.5.4) suy ra
( E
A)
C0
C1 ...
Ck
C0 A
C0 E C1 A
C0 A
C0 E C1 A
I C0 A.
C1 E C2 A
A
k
...
Ck 1 E C k A
k 1
Ck E
Vy
R( )
A x(t )
I C0 A x(t )
f (t ) .
Nh vy, (1.3.5.12) c chng minh.

B 1.3.5.3
Vect x(t )
y (t ) , trong y tho mn phng trnh
AC0 y (t )
f (t )
l nghim ca (1.3.5.11).
Chng minh
T (1.3.5.2) v (1.3.5.4) ta c
A R
A R
AC0 .
Suy ra
A x(t )
y (t )
AC0 y (t )
f (t ).
iu chng t x(t ) l nghim ca (1.3.5.11).

T b 1.3.5.1 ta c:
(i)
I C0 A
(ii) R
AC0
I C0 A
C0
AC0
C0
1
C1
C1
C2 ...
C2 ...
k 1
Ck .
k 1
Ck .
Nhn xt
V phi ca (i) v (ii) l trng nhau do (1.3.5.8) trong B 1.3.5.1, ngha l B
1.3.5.2 v B 1.3.5.3 cho cng mt cng thc biu din nghim ca
(1.3.5.11).
29
T (i) ta c
1
I C0 A
I C0 A x
V theo (1.3.5.12) th
I C0 A
C0 C1
C2 ...
k 1
Ck ] f (*)
f.
Suy ra
I C0 A
f.
Kt hp vi (*) ta suy ra cng thc biu din nghim ca (1.3.5.11):
I C0 A
C0 f
C1 f
...
k 1
Ck f .
T ta c nh l sau.
nh l 1.3.5.1
Nghim ca phng trnh
A x
f , vi cp ma trn ( E, A) chnh
quy ch s k c dng:
y C1 f
...
k 1
Ck f ,
trong y l nghim ca phng trnh
I C0 A y C0 f .
(1.3.5.15)
iu ny tng ng vi
x(t )
C0 z (t ) C1 f (t )
C2 f (t ) ...
k 1
Ck f (t ) ,
trong z (t ) l nghim ca phng trnh
AC0 z (t )
f (t ) .
( 1.3.5.16)
Ch
Nu
l s m
Ngoi ra, khi
A; I C0 A; I
AC0 kh nghch th nh l lun ng.
l ton t vi phn hay sai phn th iu ny vn ng.
Khi y, cn hiu nghim ca (1.3.5.15) v (1.3.516) nh l nghim chung (hoc

nghim ring).
30
1.3.6 Nghim ca h phng trnh vi phn i s
Xt h phng trnh vi phn i s
d
( Ex(t ))
dt
Ax(t )
0 t T,
f (t ),
vi cp ma trn E , A l chnh qui, tc l det
(1.3.6.1)
0.
Tnh chnh qui ca cp ma trn E , A cho php p dng nh l 1.3.5.1 nh

cch t
d
. Khi nghim ca phng trnh (1.3.6.1) c dng:
dt
k
x(t ) C0 z (t )
i 1
d
dt
trong k l ch s ca cp ma trn
i 1
Ci f (t ) ,
(1.3.6.2)
E , A , cn vect z (t ) l nghim ca
phng trnh
dz (t )
dt
AC0 z (t )
f (t ) .
(1.3.6.3)
iu ny c th kim tra trc tip nh cc tnh cht ca h ma trn c s. V ta c

th thy, vi mi nghim z (t ) ca phng trnh (1.3.6.3) th vect (1.3.6.2) l
nghim ca phng trnh (1.3.6.1).
By gi ta xt bi ton Cauchy ca h (1.3.6.1), tc l tm nghim ca phng
trnh (1.3.6.1) tha mn iu kin ban u x(0)
a.
Ta c th thy vect a ni chung khng th bt k. Tht vy, thay x(0)
a vo
(1.3.6.2), ta c
k
a C 0 z0
i 1
d
dt
i 1
Ci f (t ) t 0 .
(1.3.6.4)
Nh vy, vect a phi tha mn iu kin (1.3.6.4). Do , tt hn l ta chn

iu kin ban u dng
y(0)
Ex(0)
Ea ,
(1.3.6.5)
trong a tha mn iu kin (1.2.6.4).

iu kin (1.3.6.4) c gi l iu kin tng thch (ca iu kin ban u v
phng trnh cho).
31
2 TNH IU KHIN C CA H PHNG TRNH VI PHN I
S TUYN TNH VI H S HNG
Xt h phng trnh vi phn i s tuyn tnh
Ex (t )
trong x(t )
Ax(t ) Bu(t )
n ; u (t )
m tng ng l cc vect trng thi, iu khin u
vo, tham s o u ra; E , A

rng q
rankE
(1.2.1)
n n; B
l cc ma trn hng s. Gi s
n v ( E, A) l cp ma trn chnh quy. Khi , tn ti hai ma
trn khng suy bin P, Q sao cho (xem [10]):
QEP
diag ( I , N ); QAP
P 1x
x1
; CP
x2
diag ( A1 , I ) .
B1
.
B2
C1 , C2 ; QB
Khi y (1.2.1) vit c di dng :
x1 (t )
Nx2 (t )
A1 x1 (t ) B1u (t );
x2 (t ) B2u (t );
(1.2.2)
y (t ) C1 x1 (t ) C2 x2 (t ),
trong x1
n1 ; x2
n2 ; n1 n2
n , cn N
n2
n2
l ma trn ly linh bc
h.
H (1.2.2) gm mt phng trnh vi phn thng (c gi l h tin, hay h
chm) v mt phng trnh vi phn suy bin vi ma trn ly linh (c gi l h
li hay h nhanh). Nghin cu h (1.2.2) n gin hn rt nhiu so vi vic
nghin cu h (1.2.1). Do , trong phn ny ta nghin cu h (1.2.2) thay cho
(1.2.1) m kt qu thu c cho c hai h l tng ng.
Gi thit rng, iu khin chp nhn c u vo u (t ) C ph 1 , trong C ph
lp hm kh vi lin tc h 1 ln. T mc 1.2, ta bit rng khi t
0 , nghim ca
h (1.2.2) l:
32
t
A1t
x1 (t )
e A1(t s ) B1 (s)u ( s)ds ;
0
1
e x
h 1
x2 (t )
N k Bu ( k ) (t ) .
k 0
Ta a vo khi nim iu khin c ca h phng trnh vi phn i s tuyn

tnh nh sau.
nh ngha 2.1
H (1.2.1) c gi l iu khin c hon ton nu vi bt k x(0)
w n , c th tm c mt thi im t1
u(t) C p h
0 v mt iu khin u vo
sao cho nghim tng ng ca (1.2.1) tha mn x(t1 )
n,
w.
Nu h (1.2.1) l iu khin c hon ton th t mt im ban u bt k
x(0) n ta lun c th i n im bt k khc w n theo qu o ca h

(1.2.1) nh mt iu khin no . Nh vy, nh ngha ny l m rng t nhin
ca khi nim iu khin c ca h phng trnh vi phn thng sang cho
phng trnh vi phn i s (1.2.1).
Vit li h (1.2.2) trong dng h thng con chm-nhanh, ta c:
x1
A1 x1
B1u , y1
C1 x1 ;
(1.2.2a )
x2
B2u , y2
C2 x2 ;
(1.2.2b)
Nx2
Ta c nh l sau
nh l 2.1
(1) H con chm (1.2.2a) l iu khin c hon ton nu
rank sE
A B
n,
s , s hu hn.
(2) Cc mnh sau l tng ng:

(2a) H con nhanh (1.2.2b) l iu khin c hon ton.
(2b)
(2c)
(2d)
rank B2 NB2 ... N h 1 B2

rank N B2
rank E B
n2 ;
n2 ;
n.
33
(3) Cc mnh sau l tng ng:
(3a) H (1.2.2) l iu khin c hon ton.
(3b) C hai h chm v nhanh l iu khin c hon ton.
(3c) rank B1 A1B1... A1n1 1B1
rank sE
(3d)
rank B2 NB2 ... N h 1B2
n1 ;
n, s , s hu hn v rank E B
A B
n2 ;
n.
Chng minh
Ta s chng minh tng kt qu mt.
(1) H chm (1.2.2a) l mt h phng trnh vi phn thng. Do , (1.2.2a)
l iu khin c hon ton (xem, th d, [4], [6]) nu v ch nu
rank sI
n1 , s , s hu hn.
A1 B1
(*)
Ch rng:
rank sE
A B
rank sQEP QAP QB
rank
sI
A1
0
0
sN I
B1
.v
B2
sN-I l kh nghch vi bt k s phc s, s hu hn, ta c:
rank sE
A B
n2
rank sI
A1 B1 .
Chng t rng (*) xy ra nu v ch nu
rank sE
A B
n1
n2
n; s
, s hu hn.
Vy (1) c chng minh.

h 1
(2) K hiu N B2 : Im B2 , EB2 ,..., E B2 , tc l tp nh ca nh x tuyn
h 1
tnh B2 , EB2 ,..., E B2 .
Theo nh ngha, nu h nhanh (1.2.2b) l iu khin c hon ton th
N B2
n2 hay
rank B2
NB2 ... N h 1B2
n2 .
Do cc mnh (2a) v (2b) l tng ng.

Hn th na, (N, B2) l iu khin c hon ton nu v ch nu
rank sI
N B2
n2 , s
(N ) ,
(**)
34
trong
s s : sI
(N )
(N )
Do N l ma trn lu linh,
rank
0 .
0 . Vy (**) xy ra nu v ch nu
B2
rank N
B2
n2 .
Chng t cc mnh (2b) v (2c) l tng ng.

chng minh s tng ng gia (2c) v (2d), ta ch cn ch rng:
rank E
rank QEP QB
n1 rank N
B2 .
iu ny c ngha l
rank N
B2
n2
rank E
n.
Vy cc mnh (2a), (2b), (2c), (2d) l tng ng.

(3) K hiu tp t c sau thi gian t t im x1 (0) l
t
A1t
e A1 (t s ) B1 ( s )u ( s )ds;
x1 (t ) e x10
Rt ( x1 (0)) :
x(t ) u (t ) :
h 1
x2 (t )
N k Bu ( k ) (t )
k 0
v tp t c t im x1 (0) l
R( x1 (0)) : Rt ( x1 (0)), t
Gi s c (3a). Chn iu kin ban u x1 (0)
0 .
0 . nh ngha iu khin c
hon ton cho thy rng: vi bt k w n , lun tn ti t1

u vo u (t )
0 v mt iu khin
C p h 1 sao cho nghim tng ng ca h (1.2.1) c ta im
cui tha mn x(t1 )
w . Ngha l tp t c
t1
x1 (t1 )
R(0) :
e A1 (t s ) B1 ( s )u ( s )ds;
x(t1 ) u (t ) :
h 1
x2 (t1 )
N k Bu ( k ) (t1 )
k 0
ca h (1.2.1) xut pht t x(0)
R(0)
0 ti im t1 bng c khng gian n :
A1 B1
N B2
n,
35
hay rank B1
A1 B1 ... A1n1 1B1
n1 ; rank B2
NB2 ... N h 1B2
n2 .
Vy t (3a) suy ra (3c).

K hiu
H ( x1 (0)) :
x1 / x2 : x1 (t ) e A1t x1 (0) n1 , x2
l tp t c t im x1 (0) khi khng c iu khin ( u(t )
0 n2 ,
0 ).
Ta c th chng minh c rng
R( x1 (0))
Gi s c (3c). Khi y R(0)
R(0) H ( x1 (0)) .
n . Suy ra R( x1 (0))
n , do h (1.2.1) l iu
khin c hon ton. Vy t (3c) suy ra (3a) hay (3a) v (3c) l tng ng.
Kt hp cc kt qu trn vi (1) v (2) dn n s tng ng ca (3a) v (3c),
(3b) v (3d).
nh l 2.1 chng minh xong.
36
Chng 2 PHNG TRNH VI PHN I S

TUYN TNH C H S BIN THIN
1. TNH GII C CA PHNG TRNH VI PHN I S TUYN

TNH C H S BIN THIN
1.1 Khi nim chung
Xt phng trnh vi phn
1 x(t ) [ E (t )
d
dt
A(t )]x(t )
f (t ), t T
t0 , t1 ,
(2.1.1)
vi gi thit det E (t ) 0, t T .
Nghin cu tnh gii c (s tn ti nghim) ca phng trnh (2.1.1) ta hng
ti hai mc tiu sau:
1) Tiu chun gii c ca h phng trnh (2.1.1).
2) Cu trc tp nghim.
Ta bit, i vi phng trnh vi phn thng, bi ton gi tr ban u (bi ton
Cauchy) lun c nghim duy nht. Nu phng trnh l tuyn tnh, th tp hp
nghim ca n to thnh mt khng gian hu hn chiu vi c s l mt b vect
nghim c lp tuyn tnh. Cc nghim khc c biu din qua cc vect c s
nh ma trn nghim c bn. Ta c
nh ngha 1.1
Ma trn X (t ) cp n n tho mn bi ton ban u
X (t ) C (t ) X (t ), t I
X ( ) En .
c gi l ma trn nghim c bn ca phng trnh
x (t ) C (t ) x(t )
f (t ) .
Ta bit nh l sau y ca phng trnh vi phn thng.
37
nh l 1.1
H phng trnh vi phn
x (t )
vi A, f
A(t ) x(t )
(2.1.2)
f (t ), t T
C (T ) l gii c trn mi khong ng I
T v nghim tng qut
c dng
t
x(t , c)
X (t )c
X (t ) X 1 ( s) f ( s) ds, t T ,
trong X (t ) l ma trn nghim c bn, c
n bt k. Hn na,
c th
x(t , c) C1 (T ) .
K hiu C i (T ) l khng gian cc hm kh vi n cp i v C A (T ) l khng gian
cc hm gii tch trn T . Ta c
H qu 1.1
Nu f , A C i (T ) th nghim tng qut ca (2.1.2) x(t , c) C i 1 ( I ) . Hn na,
nu f , A C A (T ) th x(t , c) C A ( I ) trn mi khong ng I
T.
Mt iu kh t nhin l, tm ra cc tiu chun gii c ca h (2.1.1), ta c

th t cu hi: Khi no th tp nghim ca (2.1.1) to thnh mt khng gian hu
hn chiu (nh trong trng hp phng trnh vi phn thng tuyn tnh)?-
lm iu ny, ta a vo nh ngha sau y.
nh ngha 1.2
Ta ni khng gian nghim ca (2.1.1) l hu hn chiu trn khong
cho mi c
1
T nu tn ti ma trn X d (t ) C1 (T ) vi d ct khc khng sao

n th vect hm x(t , c)
X d (t ).c l nghim ca phng trnh
x 0 trn I v trn I khng c nghim no khc ca phng trnh
x 0
khc vi x(t , c) .
Hm x(t ) c gi l nghim ca phng trnh (2.1.1) trn T nu n kh vi trn
T v khi thay x(t ) vo (2.1.1) th ta c ng thc ng trn T .

38
C th thy, khng gian nghim ca h (2.1.1) c th l v hn chiu.
Th d 1.1
Xt phng trnh vi phn
x1 (t )
x2 (t )
1 2
0 0
1 2
1 2
x1 (t )
x2 (t )
0, t
0,1 .
(2.1.3)
Ta thy:
rank ( A, B) rank
1 2 1 2
0 0 1 2
2 n
xi (t )
xi1 (t )
xi2 (t )
2t i
, i
ti
0,1, 2...
l nghim ca h (2.1.3) v
1 2
0 0
M xi (t )
i 0
2it i 1
it i 1
1 2
1 2
2t i
ti
0
,
0
0,1 ,
0,1...
l c lp tuyn tnh v
ci t i
2
ci xi (t )
0
0
i 0
i 0
ci t i
ci t i
0,1 .
i 0
i 0
Do t i
i 0
l c s trong khng gian cc a thc
P(t )
nn suy ra ci
0 i
Pm (t )
ai t i ; m 0,1,...
0,1, 2...
Nh vy khng gian nghim ca (2.1.3) l v hn chiu.

Th d 1.1 cho thy, khng phi lc no khng gian nghim ca phng trnh vi
phn i s cng l hu hn chiu.
Mt khc, ta c
39
nn det( E
1 2
0 0
1 2
1 2
1 2(
1
1)
2
. Vy E , A l khng chnh quy.
A) 0
H (2.1.3) l h phng trnh vi phn i s dng (h s hng). Vi phng trnh

vi phn i s h s hng ta bit mt kt qu sau y (xem [9]):
nh l 1.2
Cp ma trn E , A l chnh quy khi v ch khi khng gian nghim ca phng
trnh Ex (t )
Ax(t ) 0 l hu hn chiu. Hn na, s chiu ca khng gian
nghim bng bc ca a thc c trng
A.
i vi h phng trnh vi phn i s vi h s bin thin, vn tr nn phc

tp hn rt nhiu.
Th d 1.2
Xt phng trnh
t 1 dx(t )
0 0 dt
0
x(t ) 0,
1
tx1 (t ) x2 (t )
0,1 .
(2.1.4)
x1 (t ) 0;
tx1 (t ) x2 (t ) 0.
Ta c
rank ( E (t ) A(t )) rank
t 1
0 0
0
1
t, .
E (t ) A(t )
Nu
t
0
0 th det( E (t ) A(t )) 0
0
1
t
t
V (2.1.4) tr thnh
tx1 (t ) x2 (t ) 0;
tx1 (t ) x2 (t ) 0.
40
H trn c duy nht mt nghim x1 (t )
Tht vy, t phng trnh tx1 (t )
Suy ra x2 (t )
0 , x2 (t ) 0 .
x2 (t ) 0 ta c x2 (t )
tx1 (t ) x1 (t ) .
x2 (t ) 0 ta c
Thay vo phng trnh tx1 (t )
tx1 (t ) x2 (t ) tx1 (t )
Vy x1 (t )
Vi
tx1 (t ) .
tx1 (t ) x1 (t )
x1 (t ) 0 .
0 . Suy ra x2 (t ) 0 .
1 th
tx1 (t ) x2 (t ) x1 (t ) 0
(2.1.4)
Hn na: xi (t )
x1 (t )
tx1 (t ) x2 (t ) 0
ti
ti
x2 (t )
0,1,... l nghim ca h v xi (t )
tx1 (t )
i 0
l c lp tuyn
tnh. Do n l c s ca khng gian nghim. Nh vy ta thy, khng gian

nghim l v hn chiu mc d
det( E (t ) A(t ))
Vi
1 0
1:
x2 (t )
(2.1.4)
tx1 (t )
tx1 (t ) ( tx1 (t ) x1 (t ))
x2 (t )
(
tx1 (t )
1) x1 (t )
Vy (2.1.4) c duy nht nghim x(t )
x1 (t )
x2 (t )
x1 (t )
0 mc d
det( E (t ) A(t ))
T th d ny ta thy, nh l 1.2 khng cn ng i vi h phng trnh vi phn

c h s bin thin.
nh ngha 1.3
Gi s E1 , E2 l cc khng gian vect tp. A l ton t tuyn tnh E1
E2 . Ta
a vo k hiu cc khng gian:
KerA
E1 : Au
0 c gi l nhn (hch) ca A .
41
Im A
E2 : Au
E2
Co ker A
E1 c gi l nh ca A .
f ;u
c gi l i nhn (i hch) ca A .
Im A
nh ngha 1.4
Ta ni
hch ca ton t
(dim Ker
: C1 (T )
l hu hn chiu
C (T )
; t T ) nu khng gian nghim ca (2.1.1) l hu hn chiu.
Nhn xt
Nhiu nh ca h phng trnh vi phn i s tuyn tnh c th s thay i chiu
ca khng gian nghim thm ch khi rankE (t ) khng thay i.
Th d 1.3
Xt h
t
0
1
0
x1 (t )
x2 (t )
vi t
0,1 ; x 2 ; ,
Khi
0,
x1 (t )
x2 (t )
0
1
0
0
(2.1.5)
l cc nhiu nh.
0 th
t 1
x (t )
0 0
(2.1.5)
tx1 (t ) x2 (t )
0
x(t ) 0
1
x1 (t ) 0
tx1 (t ) x2 (t ) 0
H ny c xt trong Th d 1.2.
Khi
Khi
1 th h c duy nht nghim x(t ) 0 .

;
0;
0 . Khi y
x1 (t ) x2 (t )
(2.1.5)
(t
(t
x2 (t )
x1 (t ) 0
) x1 (t ) x2 (t ) 0
) x1 (t ) (t
(t
) x1 (t ) x1 (t )
x1 (t ) 0
) x1 (t )
42
) x1 (t ) (
(
x2 (t )
(t
1) x1 (t ) 0
) x1 (t )
ln x1 (t )
x2 (t )
(t
1
c1
dx1 (t )
x1 (t )
x1 (t ) ce
dt
) x1 (t )
;
1
x2 (t )
Vi t
(t
) x1 (t )
x2 (t )
x2 (0)
c1
x1 (0).
1
x1 (t )
x1 (0)e t ;
x2 (t )
tx1 (0)e
0 sao cho x1 (t )
0 th
)ce
x1 (0) c;
0 th
Suy ra nghim ca (2.1.5) c dng (vi
Chn
(t
0 v
x1 (0)e t .
khi y
. Th d chn
; x2 (t )
Suy ra
1
x1 (t )
x1 (0)e
; x2 (t )
tx1 (0)e
x1 (0)e
Vy ta thy h nghim x1 (t ), x2 (t ) khng tin ti nghim x(t ) 0 .

Mc d vy, rankE (t ) rank
E (t )
A(t )
1
0
1 khng i vi mi nhiu ,
t
0
0
1
t
t
tc l
det( E (t )
A(t ))
0.
Nh vy, nhiu d nh bao nhiu cng c th lm thay i s chiu ca khng

gian nghim.
Ta c thm mt nhn xt rng, nu det E (t )
iu ny khng cn ng khi det E (t )
0 vi mi t T th Im
C (T ) .
0.
43
Th d 1.4
Xt h
x1 (t )
x2 (t )
0 1
0 0
1x
1 0
0 1
x1 (t )
x2 (t )
f1 (t )
f 2 (t )
x1 (t )
f1 (t )
f2 (t )
x2 (t )
f 2 (t )
0,1 ,
(2.1.6)
Ta c:
x2 (t ) x1 (t )
(2.1.6)
x2 (t )
f1 (t )
f 2 (t )
Nh vy, nu ta ch gi thit f
C tc l f lin tc nhng khng kh vi th h
(2.1.6) l v nghim. h c nghim ta phi t iu kin, th d, kh th thin,

l f
C2 .
Ta bit, i vi phng trnh vi phn thng tuyn tnh khng thun nht (v
phi khng ng nht bng 0), khng gian nghim lun hu hn v khng ph
thuc vo v phi. Vi phng trnh vi phn i s, tnh cht s chiu hu hn ca
khng gian nghim lin quan cht ch vi tnh gii c ca h khng thun nht.
Th d 1.5
Xt h
1x
t 1
0 0
x1 (t )
x2 (t )
x1 (t )
x2 (t )
1 0
t 1
f1 (t )
.
f 2 (t )
(2.1.7)
Ta c:
(2.1.7)
tx1 (t ) x2 (t ) x1 (t )
tx1 (t ) x2 (t )
f1 (t );
f 2 (t ).
tx1 (t )
x2 (t )
x1 (t )
tx1 (t )
x2 (t )
c nghim l (xem Th d (1.2)
x1 (t ) C 1 ;
x2 (t )
tx1 (t )
44
i vi h (2.1.7) ta c:
tx1 (t ) x2 (t ) x1 (t )
x2 (t )
f1 (t )
f 2 (t ) tx1 (t )
tx1 (t ) ( f2 (t ) tx1 (t ) x1 (t )) x1 (t )
x2 (t )
Suy ra f2 (t )
f1 (t )
f 2 (t ) tx1 (t )
f1 (t )
Vy h (2.1.7) gii c khi v ch khi v phi ca phng trnh (2.1.7) tha mn

iu kin f2 (t )
f1 (t ) . Vi iu kin ny h c v s nghim dng
x1 (t ) C1 ;
x2 (t )
f 2 (t ) tx1 (t ).
Th d 1.4 v th d 1.5 cho ta thy, h phng trnh vi phn tuyn tnh c h

s bin thin c nghim th phi c nhng iu kin nht nh t ln v phi, v
d nh hm f phi lin tc v kh vi n cp cn thit.
Nhng v d trn y cho ta thy rng, vic nghin cu tp nghim ca h phng
trnh vi phn c h s bin thin phc tp hn rt nhiu so vi trng hp h s
hng, chc chn phi c nhng iu kin rng buc nht nh t ln hai v ca
phng trnh. Di y ta s nghin cu cc tnh cht nghim lm r hn
nhng iu ny.
1.2 Cc tnh cht nghim
B 1.2.1
K hiu
x n: x a
U ( a, r )
r, r
Gi s
A( x) C i (U (a, r )); i
Khi y,
b U (a, r ); U (b, )
0,1, 2....
U (a, r ) v cc ma trn L( x); R( x) xc nh
trn U (b, ) sao cho:

1, rankA( x)
const
45
3, det R( x)
khng bng
A1 ( x)
;
0
0 v L( x). A( x)
2, det L( x)
0;
A2 ( x) 0 , trong s dng (ct) khc
A( x).R( x)
nh l 1.2.1
Gi s A(t ); B(t ) C
( I ) trong
max rankA(t ), t T .
Khi y, khng gian nghim ca (2.1.1) l hu hn chiu trn T

khng tn ti on con
I khi v ch khi
I sao cho
rank[A(t ), B (t )] n
Chng minh
Gi s
T sao cho : rank ( A(t ), B(t ))
p dng b :
rank ( A(t ), B(t ))
const
2,
rankA(t )
const
0 v
A1 (t ) B1 (t )
0
B2 (t ) ,
L1 (t )( A(t ) B(t ))
sao cho
C1 1, 1 sao cho L1 (t )
v tn ti ma trn L1 (t )
(2.1.2.1)
trong s dng 0 ca ma trn L1 (t )( A(t ) B(t )) bng n
2.
C hai kh nng xy ra.

Kh nng 1 B2 (t )
Xt h
( A11 A12 ) x (t ) ( B11 B12 ) x(t )
0,
(2.1.2.2)
trong
( A11 A12 )
A1 ; det A11
Xy dng trn
x(t )
0; ( B11 B12 )
B1 trn
nghim khc khng ca (2.1.2.1) nh sau:
y(t ) vi y (
0; y '(
0; y(
0; y '(
0.
(2.1.2.3)
46
( y1 (t ) y2 (t )) tng ng vi cc khi ca A1 , B1 , ta c:
Tch y (t )
A111 (t ) B11 (t ) y1 (t ) q(t ),
y '1 (t )
(2.1.2.4)
trong
A111 (t ) A12 (t ) y '2 (t ) B12 (t ) y2 (t ) .
q(t )
Suy ra
X (t )c X (t ) X 1 ( s)q( s)ds; X (t )
y1 (t )
(2.1.2.5)
l ma trn nghim c bn ca h (2.1.2.4).

(2.1.2.3) c tha mn th
y1 (
X(
y1 (
Do y1 (
X(
)c
0; y1 (
) 0; y2 (
0; y2 (
) 0; y1 (
0; y2 (
) 0; y2 (
0.
) 0.
)c 0 nn c 0 .
Ta tm y2 (t ) di dng:
y2 (t ) a0
a1 (t
) a2 (t
trong a0 , a1 ,...a j
)2 ... a j (t
T (2.1.2.3), (2.1.2.4) v (2.1.2.5) ta suy ra y2 (
y2 (t ) a1 2a2 (t
y2 (
) 0 . Vy a1
) ...
ja j (t
) (
) a2
y2 (
) (
) 2a2 3a3 (
a3 (
X(
2)
) 0 . Vy a0
0.
X(
) ...
ja j (
X 1 ( s)
2)
)j
0 ; (2.1.2.6)
)j
0;
) X ( s)q( s)ds
ci ai
0,
(2.1.2.7)
i 2
trong y1 (
)j
) ... a j (
2
2
0.
y2 (
y1 (
)j,
A111 ( s)( A12 ( s) y2 ( s) B12 ( s) y2 ( s) ds .
47
Thay y2 ; y2 ta c:
y1 (
c2 a2
0.
c3a3 ... c j a j
Suy ra
2
ci
X 1 ( s ) iA2 ( s)( s
2)
X(
)i
B2 ( s)( s
)i ds .
Khi j
th h (2.1.2.5)-(2.1.2.7) c nghim khng tm thng:
a0 , a1 ,...a j v do (2.1.2.4) th iu kin y2 (

Kh nng 2 B2 (t )
Gi s
) 0 c tha mn.
0
sao cho rank ( A(t ) B(t ))
) 0; y1 (
Theo b 1.2.1,
rank A(t ) B (t )
; rankA(t )
A1 (t ) B1 (t )
0
B2 (t ) .
L1 : L1 (t )( A(t ) B(t ))
0
Do B2 (t )
0 nn
ma trn B2 m B22
0 trn
sao cho tm c nh thc con B22 ca
Xt h
A1 (t )
x '(t )
0
B1 (t )
x(t )
B2 (t )
0; t
A1 (t ) x '(t ) B1 (t ) x(t )
B2 (t ) x(t )
Coi B2
(*)
( B21 B22 ) . Khi y
B2 (t ) x(t ) 0
x2 (t )
B21 (t ) x1 (t ) B22 (t ) x2 (t ) 0
B221 (t ).B21 (t ) x1 (t )
F (t ) x1 (t ) .
Thay vo (*) ta suy ra:
48
x1' (t )
( A11 (t ) A12 (t )) '
x2 (t )
x1 (t )
B11 (t ) B12 (t )
x2 (t )
A11 (t ) x1' (t ) A12 (t ) x2' (t ) B11 (t ) x1 (t ) B12 (t ) x2 (t ) 0

A11 (t ) x1' (t )
B11 (t ) x1 (t ) F (t ) x1 (t ) A12 (t )( F (t ) x1' (t ) F (t ) x1 (t ))
A11 (t ) A12 (t ) F (t ) x1' (t ) ( B11 (t ) F (t ) A12 (t ) F '(t )) x1 (t ) 0.

Ma trn ( A11 (t )
A12 (t ) F (t )) c s chiu
Trng hp 2.1
rank[A11 (t )
A12 (t ) F (t )]
Khi tr v kh nng 1 xt trn.

Trng hp 2.2
( A11 (t )
A12 (t ) F (t ))
Ta c nhn xt nh sau: nu x1 ( )
x1' ( )
0 th F ( ) x1 ( )
0.
( Fx1 )'( ) 0 do ( Fx1 )' F ' x1 Fx1' .

H i s B (t ) x1 (t )
( B11 (t ) B12 (t ) F (t )
( E (t ) B (t ).B (t ))u(t ) ,
x1 (t )
trong u (t ) l mt hm bt k trn
u(
0.
) u '(
0; u (
A12 (t ) F '(t )) x1 (t ) c nghim dng:
u '(
v c th i hi
Nu khng xy ra Trng hp 2.1 v Trng hp 2.2 th li p dng B 1.2.1
A12 (t ) F (t )) lm gim s chiu. Sau k (
cho ( A11 (t )
dy:
r 1
r 1
...
1) bc s dn n
v s tr v Trng hp 2.1 hoc
Trng hp 2.2.
nh l c chng minh.
Nhn xt
iu kin ca nh l 1.2.1 c th c tho mn nhng vn c th
dim( Ker
ngay c trong trng hp h vi h s hng.
49
Ta xt li th d 1.1:
x1 (t )
x2 (t )
1 2
0 0
x1 (t )
x2 (t )
1 2
1 2
0, t
0,1 .
Ta c
1 2 1 2
0 0 1 2
rank ( A, B) rank
2 n
xi1 (t )
xi2 (t )
xi (t )
l c s ca khng gian nghim v xi

Vy dim Ker
2t i
ti
Ker
0,1, 2...
xi
0.
B 1.2.2
Gi s
1
1, E (t ), A(t ) C
2, dim( Ker
( I ) trong
max rankE (t ), t T .
,t T .
Khi phng trnh (2.1.1) gii c trn T
(T ) .
Hn na,
x(t , c)
(t ) C1 0 ,
X d (t )c
0,
(t ); t
; rankX d (t ) d
,c n ;
const t
H qu
Gi s E (t ), A(t ) C
Khi y f
( I ) v dim( Ker
,t T.
(T ) m (2.1.1) v nghim.
B 1.2.3
Gi s
1, E (t ), A(t )
C m ( I ); m
max rankE (t ), t T
50
2, dim( Ker
Khi y,
,t T
I m trn tn ti P(t ), Q(t ) C m0(,
1)
0
cp n n
khng suy bin sao cho:

P(t ) E (t )Q(t )
Id
0
0
N (t )
P(t ) A(t )Q(t )
E (t )
dQ(t )
dt
J (t )
0
0
In d
trong N (t ) l ma trn tam gic trn dng:

0 N12 (t ) N13 (t )
0
0
N 23 (t )
...
...
...
0
0
0
N (t )
... N1k (t )
... N 2 k (t )
;
...
...
...
0
1.
Nhn xt
N k (t ) 0 .
Tht vy,
N 2 (t )
N12
...
0
...
0
N13
... N1k
N12
N 23 ... N 2 k
...
0
...
0
...
0
...
...
...
0
N13
... N1k
N 23 ... N 2 k
...
0
...
...
...
0
N12 N 23 ...
N1i N ik
i 1
k
...
N 2i N ik ;
i 2
... ...
...
...
...
...
51
k
N12 N 23 ...
N1i Nik
i 2
k
N 3 (t )
...
N 2i Nik
i 3
... ...
...
...
...
...
0 N12
0 0
... ...
0
N13 ... N1k

N 23 ... N 2 k
... ... ...
...
N12 N 23 N34 ...
N12 N 2i N ik
i 3
k
...
N 23 N3i Nik .
i 4
... ... ...
...
...
...
...
Ta thy s hng khng tng theo lu tha ca ma trn N (t ) .

Bng quy np ta suy ra N k (t )
0.
nh ngha 1.5
Ta ni h (2.1.1) c nghim Cauchy trn T nu n gii c vi mi
max rankE (t ), t T v tn ti ma trn X d (t ); (t ) C1 (T ) sao
cho rankX d (t )
x(t , c)
X d (t )c
const
T v
(t ) l nghim trn T , c n .
Hn na, trn mi khong
T khng c nghim no khc x(t , c) .
Th d 1.6
Xt h phng trnh sau
t 0
0 0
x1 (t )
x2 (t )
x1 (t )
x2 (t )
f1 (t )
;
f 2 (t )
0 t
0 0
y1 (t )
y 2 (t )
y1 (t )
y2 (t )
f1 (t )
;
f 2 (t )
1,1
T.
(2.1.2.8)
52
tx1 (t )
x1 (t )
f1 (t )
x2 (t ) f 2 (t )
ty 2 (t ) y1 (t )
y2 (t )
x(t , c)
f 2 (t )
0 0
c
0 0
y (t , c)
f 2 (t )
t
trong
1
t
f1 ( s )ds , cn x1 (t )
1
sau: x1 (0)
1
( (t )
t
f2
0 0
c
0 0
(t )
(0)
(2.1.2.9)
tf2
f1
f2
(0) c xc nh ti t
0 nh
f1 (0) .
Tnh gii hn
1
f1 (0) x1 (t )
0 t
lim
t
lim
t
1
tf1 (0)
t2
(t )
(0)
tf1 (0)
f1 (0)
lim
t
f (0) s 0( s) ds
f (0)
.
2
t2
Ly o hm phng trnh u ca (2.1.2.8) ta c
tx1 2 x1
Vy x1 (0)
f1 .
f1 (0)
.
2
Trn T h (2.1.2.8) khng c cc nghim khc vi (2.1.2.9). Tuy nhin, nu ta

xt cc khong I
,1
T th h (2.1.2.8a) c mt h nghim
x(t , c)
1
0
c
t
0 0
1
( (t ) (0)
,
t
f2
trong khi nghim ca (2.1.2.8a) c m t trn mi khong con ca T bi

cng thc (2.1.2.9a).
1.3 Nghim ca h phng trnh vi phn i s tuyn tnh
nh ngha 1.3.1
Ton t
r
j
d
L j (t )
dt
0
53
trong L j (t ) C (T ) l cc ma trn c n n , c gi l ton t hiu chnh tri
nu
.
vi mi x(t ) C
x(t )
x (t )
A x(t )
(T ) . S r nh nht m tn ti ton t hiu chnh tri c gi
l ch s tri ca (2.1.1).
Xt h
E (t ) x(t ) A(t ) x(t )
f (t ); t T
[0; )
Gi thit E (.); A(.); f (.) l trn v iu kin ban u: x(0)
(2.1.1)
x0 (1.1*)
Nhn xt
Bi ton Cauchy (2.1.1) - (1.1*) gii c khng phi vi mi x(0)
Ton t hiu chnh tri
n.
bin (2.1.1) v h:
x (t )
A(t ) x(t )
f (t ) ; t T .
Bi ton Cauchy cho h (2.1.3.1) l gii c
(2.1.3.1)
x(0) n .
B 1.3.1
Gi s cho (2.1.1) c ton t hiu chnh tri
trn T . Khi y, nghim ca (2.1.1)
(1.1*) v (2.1.3.1) (1.1*) l trng nhau khi v ch khi cc iu kin ban u

tng thch.
Xt h thun nht
E (t ) x (t ) A(t ) x(t ) 0; t T
[0; ) .
(2.1.3.2)
B 1.3.2
Gi s rng E (t ), A(t ) C 2
tri
(T ) v phng trnh (2.1.3.2) c ton t hiu chnh
trn T . Khi y, iu kin ban u (1.1*) tng thch vi (2.1.3.2) khi v
ch khi x0
x(0, c1 )
c1
, trong c1
0
d ; S l ma trn n n khng suy
bin.
54
B 1.3.3
Gi s rng E (t ), A(t ) C 2
(T ) v phng trnh (2.1.3.2) c ton t hiu chnh
trn T . Khi y, (2.1.3.2) c nghim tng qut dng
tri
x(t , c) U (t )
Y (t ) 0
c
0 0
vi Y (t ), U (t ) l nhng ma trn khng suy bin cp d v cp n

trnh x (t )
t T v phng
A x(t ) 0 c nghim dng
x(t , c) U (t )
Y (t )
0
c,
0 Y (t )
trong Y (t ) C1 (T ) l ma trn khng suy bin vi
t T , cp
(n d ) (n d ) .
Chng minh
Gi s (2.1.3.2) c ton t hiu chnh tri. Khi y h (2.1.3.2) c bin i v h
x (t )
A(t ) x(t ) 0; t T .
Nghim ca (2.1.3.3) c dng x(t )
(2.1.3.3)
(t ) x(0) , trong
(t ) l ma trn nghim
c bn. Theo b 1.3.2 th x(t ) cng l nghim ca (2.1.3.2) nu x0 c dng
x0
x(0, c1 )
(t ) S
x(t , c)
c1
.
0
G1 (t ) G2 (t )
th nghim ca (2.1.3.2) c dng
G3 (t ) G4 (t )
G1 (t ) G2 (t )
G3 (t ) G4 (t )
Nhng rank
G1 (t )
G3 (t )
c1
0
G1 (t )c1
G3 (t )c1
const = d,
G1 (t )
c.
G3 (t ) 1
T nn tn ti ma trn khng suy bin
U (t ) C1 (T ) cp n n sao cho
55
U 1 (t )
G1 (t )
G3 (t )
Y (t )
,
0
trong Y (t ) C1 (T ) l ma trn khng suy bin cp d d .

Vy
x(t , c) U (t )
Y (t )
Y (t ) 0
c1 U (t )
c.
0
0 0
Y (t )
0 En
U 1 (t ) (t ) S
0
En
.
d
Khi y ta c
(t ) S U (t )
Y (t )
0
.
0 Y (t )
chnh l iu phi chng minh.
56
2 TNH IU KHIN C CA H PHNG TRNH VI PHN I
S VI H S BIN THIN
Xt h phng trnh:
E (t ) x (t )
A(t ) x(t ) B(t )u (t )
det E (t )
0 t T
(2.2.1)
Gi thit E (t ), A(t ) C A (T ); B(t ), u(t ) trn v gi s (2.2.1) c ton t hiu

chnh tri.
Theo B 1.2.3, lun P(t ), Q(t )
x(t )
C A (T ) sao cho vi php i bin
Q(t ) y(t ) th (2.2.1) tng ng vi:
P(t ) E (t ) x (t )
P(t ) A(t ) x(t ) P(t ) B(t )u (t )

P(t ) E (t ) Q(t ) y (t ) Q (t ) y (t )
P(t ) A(t )Q(t ) y(t ) P(t ) B(t )u(t )
P(t ) E (t )Q(t ) y (t )
EC (t ) y (t )
P(t ) A(t )Q(t ) P(t ) E (t )Q (t ) y(t ) P(t ) B(t )u (t )
AC (t ) y (t ) P(t ) B(t )u (t ),
(2.2.3)
trong :
Id
0
0
;
N (t )
EC (t )
P(t ) E (t )Q(t )
AC (t )
P(t ) A(t )Q(t ) P(t ) E (t )Q (t )
J (t ) 0
;
0
In d
B1 (t ) B2 (t )
;
B3 (t ) B4 (t )
P (t ) B (t )
J (t ) l ma trn c d d ;
N (t ) l ma trn tam gic trn (n d ) (n d ); N r(t )
0; r
n d .
Xt ton t
Id
0
0
W0 (t )
trong : W j (t ); j
0
0
d
0 W1 (t ) dt
0,1,..., r-1
r -1
W j (t )
j 0
( j)
...
0
0
0 Wr -1 (t )
d
dt
r 1
c xc nh bi
r 1
(t )
Fj
(t ) ; (t ) C r 1 (T )
j 0
57
v
F0
Nh vy, W0 (t )
(t ); F 1
(t )
I n d ; W j (t ) ( j
N (t ) (t ); N r (t )
(t )
0.
0,1,...r 1) l cc ma trn c
(n d ) (n d ) c cng cu trc vi N (t ) .
Lu
Phng trnh
N (t ) x (t )
x(t )
f (t )
(**)
F j f (t ) .
(***)
c nghim dng
r 1
x(t )
j 0
Tht vy:
Vi r
1 th ta c
x(t )
Suy ra x (t )
F 0 f (t )
f (t ) . Chng t N (t ) x (t )
f (t ) .
N (t ) f (t ) .
Thay vo (**) ta c:
N (t ) f (t )
f (t ) (lun ng
f (t )
Vi r
2 ta c:
x(t )
F 0 (t ) F 1 (t )
t T v N (t )
0 khi r 1 ).
f (t ) N (t ) f (t )
f (t ) N (t )
f (t ) N (t ) f (t )
N (t ) x (t )
N (t ) f (t ) N 2 (t )
f (t ) N (t ) N (t ) f (t )
x (t )
V r
2 v N (t ) l ma trn tam gic trn vi cc vung trn ng cho bng
khng nn N 2 (t ); N (t ) N (t )
t T v ta c:
N (t ) x (t )
N (t ) f (t ) .
Thay vo (**) ta c:
N (t ) f (t )
f (t ) N (t ) f (t )
f (t ) ( lun ng).
58
Vi r
x(t )
f (t ) N (t ) f (t ) N (t ) N (t )
f (t ) N (t ) f (t )
F 0 (t ) F 1 (t ) F 2 (t )
f (t )
x (t )
f (t )
N (t ) N (t ) N (t ) f (t ) N 2 (t ) f (t )
N (t ) N 2 (t ) N (t ) N (t ) f (t )
N (t ) N (t ) N (t )
f (t )
2 N (t ) N (t ) f (t ) N 2 (t )
f (t )
N (t ) x (t )
N (t ) f (t ) N (t ) N (t ) N (t ) N 2 (t ) f (t )
N 2 (t ) N 2 (t ) N (t )
f (t )
2 N 2 (t ) N (t ) f (t ) N 3 (t )
f (t )
V r
3 th
(t ); N 2 (t ) N (t ) 0 t T
N 3 (t ); N 2 (t ) N (t ); N 2 (t ) N
nn ta c
N (t ) f (t )
(**)
f (t )
N (t ) N (t ) f (t ) N 2 (t )
f (t )
N (t )
N (t ) N (t ) N (t ) f (t ) N 2 (t )
f (t )
f (t )
lun ng. Quy np theo r ta c cng thc nghim (***)

T lu trn, ta thy
Id
0
0
y (t )
0
Id
0
J (t )
0
bin h (2.2.3) v dng:
0
In
y (t )
d
0
0
0
0
0
;
;...;
W0 (t ) 0 W1 (t )
0 Wr-1 (t )
t )].d r
.M r 1[B(
u (t ) (2.4)
trong :
B (t )
B1 (t ) B2 (t )
;d
B3 (t ) B4 (t ) r
u (t )
u (t )
u (t )
...
u ( r 1) (t )
t )]
M r 1[B(
t)
C00 B(
t )
C1B(
...
t)
C11B(
...
0
...
...
...
...
( j ) (t ) C1j B
( j 1) (t ) ... C jj B(
t)
C 0j B
0
(#)
59
Chng hn:
Vi r
2 th
W0 (t ) (t ) W1 (t ) (t )
(t ) N (t ) (t )
W0 (t )
In d ;
W1 (t )
N (t )
trong (t ) bt k,
Id
0
0
W0 (t )
0
0
d
0 W1 (t ) dt
v phng trnh N (t ) x (t )
f (t ) c nghim x(t )
x(t )
f (t ) N (t ) f (t ) .
bin (2.2.3) v dng:

Id
y (t )
J (t )
In
Id
0
0
y (t )
0
Id
0
0
y (t )
0
y (t )
d
J (t )
0
J (t )
0
0
In
0
In
Id
W0 (t )
y (t )
d
Id
0
0 W1 (t )
t )].d
.M r 1[B(
r
u (t )
B 0 u (t )
0
0
0
;
.
W0 (t ) 0 W1 (t )
B B u (t )
y (t )
d
W0 (t ) B3 (t )u1 (t ) B4 (t )u2 (t )
B1 (t )u1 (t ) B2 (t )u2 (t )
W1 (t ) B3 (t )u1 (t ) B4 (t )u2 (t ) B3 (t )u1(t ) B4 (t )u2 (t )
Nhn xt
Ta thy:
Id
0
0
In
d
dt
U r (t )d r (t ),
(2.2.5)
trong
U r (t )
j
0
0
0
0
0
;...;
;...;
(t )
(t )
(t )
0 Wj (t ) W
W
0 W
j+1
0
r-1
Id
0
0,1,..., r
(2.2.6)
l ton t hiu chnh tri cho phng trnh (2.2.3).
60
B 2.1
d j Av (t )
M j A(t ) d j v(t )
A(t ); v(t ) C i (t )
Theo B 2.1 th (2.2.3) c a v dng
J (t ) 0
y (t ) U r (t ) M r P(t ) M r B(t ) d r u (t )
0 0
y (t )
Do x(t )
x (t )
(2.2.7)
Q 1 (t ) x(t ) nn
Q(t ) y(t ) hay y(t )
A (t ) x(t ) Q(t )U r (t ) M r P(t ) M r B(t ) d r u (t ) , t T ,
trong A (t )
J (t ) 0
Q (t ) Q(t )
0
0
(2.2.8)
Q 1 (t ) .
Vy (2.2.7) c th coi nh h nhn c t (2.2.1) bng cch tc ng ton t

hiu chnh tri. Khi y, theo cch xy dng, ton t hiu chnh tri cho (2.2.1) c
dng
Q(t )U r (t ) M r P (t ) d r .
V trong (2.2.8) th A (t )
(2.2.9)
A(t ) .
Xt h
E (t ) x (t )
A(t ) x(t ) B (t )u (t ), t T
a, b .
(2.2.1)
nh ngha 2.1
H (2.2.1) c gi l iu khin c hon ton theo trng thi nu t mt trng
thi ban u cho trc bt k x(t0 )
x0 ; t0
a, b bng cch chn mt iu
khin u vo u (t ) tng ng c th a v trng thi x(t1 )

mt khong thi gian hu hn t1
x1 ; t1
a, b sau
t0 .
B 2.2
1) H x (t )
rank B (t );
A(t ) x(t ) B(t )u(t ) iu khin c hon ton khi v ch khi

A
B (t ) ;...;
n 1
A
B (t )
n hu khp ni trn t0 , t1 .
61
Trong k hiu
In
d
dt
A(t ) .
T y suy ra
A
i 1
A
B (t )
B (t )
2) H i s 0
d ( B (t ))
dt
In
i
A
A(t ) B (t ) ;
B (t ) .
x(t ) B (t )u (t ); t T l iu khin c khi v ch khi
rankB (t0 ) rankB (t1 ) n .

Gi s h (2.2.1) trn T xc nh mt ton t hiu chnh tri
r
ngha:
j
( .
) x(t )
d
L j (t )
dt
0
x (t )
theo
A(t ) x(t )
x C
(T ) .
Xt
H (t ) ( H 0 (t ); H1 (t );...H r (t )) ( L0 (t ); L1(t );...Lr (t ) M r B(t ) )
Do (2.2.6),(2.2.9) v b 2.1 ta c:
H (t ) Q(t )
j
Id
0
0
0
0
0
0
;...;
;...;
(t )
(t)
(t )
0 Wj (t ) W
W
0 W
j+1
0
r-1
Mr
B1 (t ) B2 (t )
B3 (t ) B4 (t )
0,..., r 2
Do cng thc (#) nn ta c:

H 0 (t ) Q(t )
0
0
B1 (t ) b2 (t )
; H j (t ) Q(t )
; j 1,..r 1
S j 3 (t ) S j 4 (t )
S03 (t ) S04 (t )
trong :
Sri (t ) Crr Wr-1 (t ) Bi (t ); S r
1i (t )
Crr 11 (Wr -2 (t ) Wr -1 (t )) Bi (t ) Crr 1Wr -1 (t ) Bi (t )
..............................
r 1
S1i (t )
(t ))B ( j
C1j (Wj-1 (t ) W
j
i
1)
(t ) Cr1Wr-1 (t ) Bi( r
1)
(t )
j 1
(t ) B (t )
S0i (t ) C00 W
0
i
r 1
(t )) B ( j ) (t ) C 0 W (t ) B ( r )
C 0j (Wj-1 (t ) W
j
i
r
r-1
i
j 1
3, 4.
62
K hiu:
d
In
dt
A (t ) v
J (t ) 0
Q (t ) Q(t )
0 0
vi A (t )
J (t ) 0
0
0
d
In
dt
In
d
dt
Q 1 (t ) .
B 2.3
Gi s
(t ) l ma trn hm vi kch thc tng ng v trn. Khi

k Q(t ) (t )
Q(t )
(t )
0,1, 2....
Q( )t
J (t) 0
0 0
Chng minh
Ta chng minh bng quy np.
Vi k 0 ng thc trn ng.
Vi k 1 ta c:
Q(t) ( t)
d Q(t) ( t)
dt
d Q(t)
dt
B( )t Q( )t ( )t
(t) Q( t)
( t)
Q( )t
dt
Q (1 )t Q
( )t ( ) t
J (t ) 0
Q (t ) (t ) Q(t ) (t ) Q (t )Q 1 (t )Q(t ) (t ) Q(t )
0 0
Q(t ) (t ) Q(t )
J (t ) 0
0 0
(t ) Q (t )
(t )
(t )
Gi s khng nh ng vi k n . Ta chng minh ng vi k n 1 .

Tht vy:
n
Q(t ) (t )
n Q(t ) (t )
d
Q(t )
dt
Q(t )
d
dt
(t )
(t )
J (t ) 0
Q (t ) Q(t )
0 0
Q(t )
J (t ) 0
0 0
(t )
Q 1 (t )Q(t )
Q(t )
n 1
(t )
(t ) .
Vy ta c iu phi chng minh.
63
nh l 2.1
Gi s:
1, E(t ), A(t ) C A (T ); B(t ), u(t ) C r (T ) ;
2, Tn ti ton t hiu chnh tri cho (2.2.1);
3, rank H (t ); H (t ) ;... d
H (t )
n hu khp ni trn T
t0 , t1 , vi d l s
chiu ca khng gian nghim ca (2.2.1);

r 1
4, rank ( H1 (t )
( 1)j
H j 1 (t ) ;...H r
t( ) H r
t( ) 2 H r t( );
j 1
H r 1(t )
H (t ) ; H (t )) n d khi t
r
r
t0 v t
t1 .
Khi (2.2.1) l iu khin c hon ton.

H qu
Gi s E(t ), A(t ) C A (T ); B(t ), u(t ) C r (T ) v tn ti ton t hiu chnh tri
(2.2.1). Ngoi ra, ton t
ca (2.2.1) c Ker
0 .
Khi , (2.2.1) iu khin c hon ton khi v ch khi:

r 1
rank ( H1 (t )
( 1) j
H j 1 (t ) ;...H r 2 (t )
H (t )
r 1
2 H (t )
r
j 1
; H r 1 (t )
H (t ) ; H (t )) n khi t
r
r
t0 v t
t1 .
cho
64
KT LUN
L thuyt phng trnh vi phn (thng) cha tham s iu khin c
nghin cu trong rt nhiu cun sch vi nhng vn : cng thc nghim, tnh
iu khin c, quan st c, Nghin cu v phng trnh vi phn suy bin
dng v khng dng, lun vn trnh by nhng cch tip cn, nhng phng
php khc nhau nh cp ma trn chnh quy, ton t hiu chnh tri nhm cng mt
mc ch l a phng trnh vi phn phc tp tr v dng n gin c
nghin cu trc hoc c nhng tnh cht c bit gim bt kh khn trong
vic nghin cu, v d nh phng trnh vi phn c ma trn h s l ma trn lu
linh.
T nh ngha iu khin c h phng trnh vi phn, ta thy xt n tnh
iu khin c hon ton i hi phi tm mt hm iu khin u(t) a trng thi
ban u x0 v trng thi bt k x1 no trong n , ngha l ta phi quan tm n
u ra. iu dn ti vic cn nghin cu cu trc tp nghim ca h phng
trnh vi phn. V vy, trong mc 1 ca chng 1 v chng 2 chng ti pht
biu v chng minh cng thc nghim, tnh cht nghim ca h phng trnh vi
phn i s tuyn tnh.
Tiu chun iu khin c nu trong mc 2 ca chng 1 v chng 2 cho h
phng trnh vi phn i s tuyn tnh chnh l m rng tiu chun hng Kalman,
nhng do tnh cht phc tp ca h tuyn tnh n suy bin nn tiu chun iu
khin c cng i hi nhng iu kin kh phc tp. Chng ti c gng trnh
by cc tiu chun v din gii phn chng minh mt cch tng minh.
Quay tr li vi khi nim iu khin c hon ton, n i hi tm mt hm
iu khin a trng thi ban u x0 v trng thi bt k x1 . Tuy nhin trong thc
t, ta khng quan st c ton b u ra ca trng thi x(t) m ch c th quan st
c mt s ta ca n. Th d, khi quan st chuyn ng ca mt chic my
bay trn bu tri, ta ch c th bit c cc ta v tr ca n trong khng gian
m khng c kh nng o c chnh xc tc thi cc ta khc (vn tc, gia
65
tc), ngha l v mt ton hc ta khng bit ton b x(t) m ch quan st c
u ra qua vect H(t)x(t). iu ny gii thch khi nim iu khin c v khng
gian con hay H iu khin c. Trong mt s cun sch v iu khin c trnh
by tiu chun H iu khin c cho h phng trnh vi phn thng. Tuy
nhin i vi phng trnh vi phn i s tuyn tnh ta li cha c c tiu
chun H iu khin c (xem nh l m rng ca tiu chun H iu khin
c phng trnh vi phn thng). V vy vn ny (v nhiu vn khc ca
phng trnh vi phn i s) cn c xem xt k hn. Hy vng rng n s tip
tc c nghin cu trong thi gian sp ti.
66
TI LIU THAM KHO
I.
Ting Vit
1. Trn H An: Ma trn c bn v tnh iu khin c ca h phng trnh vi

phn n tuyn tnh (Lun vn Cao hc), Vin Ton hc, 2003.
2. Phm K Anh: L thuyt s trong bi ton iu khin ti u, Nh xut bn i
hc Quc gia H Ni, 2001.
3. Vi Diu Minh, Trn Thin Ton: Cng thc nghim ca h ng lc suy bin
khng dng c iu khin, Tp ch Khoa hc v Cng ngh, i hc Thi
Nguyn, No2 (46), Tp 2 (2008), trang 105-109.
4. V Ngc Pht: Nhp mn l thuyt iu khin ton hc (trong B sch Cao
hc, Vin Ton hc), Nh xut bn i hc Quc gia H Ni, 2001.
5. T Duy Phng: iu khin c, n nh v n nh ha (Gio trnh Cao
hc), 2008.
II.
Ting Anh
6. L. Dai: Singular Control Systems (in Lecture Notes in Control and Information
Sciences, Vol 118), Springer-Verlag Berlin, Heidelberg, 1989.
III.
Ting Nga
7. Iu. E. Boarinshev: H vi phn-i s tuyn tnh v phi tuyn, Nh xut bn

Nauka, Novosimbirsk, 2000.
8. Iu. E. Boarinshev, I. V. Orlova: Chm ma trn v h vi phn-i s, Nh xut
bn Nauka, Novosimbirsk, 2006.
9. V. Ph. Chischiakov, A. A. Scheglova: Nhng chng chn lc ca l thuyt
h vi phn-i s, Nh xut bn Nauka, Novosimbirsk, 2003.
10. Ph. P. Gantmacher: L thuyt ma trn, Nh xut bn sch K thut-L
thuyt, Moscow, 1954.

Týnh ®iòu Khión Đư C Hö PH Ương TR×NH Vi PH©N ® I Sè Tuyõn Týnh

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Týnh ®iòu Khión Đư C Hö PH Ương TR×NH Vi PH©N ® I Sè Tuyõn Týnh

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i hc thi nguyn

Lun vn Thc s ton hc

Ngi hng dn: PGS.TS. T DUY PHNG

Thi Nguyn - 2008

S ha bi Trung tm Hc liu i hc Thi Nguyn

trong E l ma trn ni chung suy bin.

S ha bi Trung tm Hc liu i hc Thi Nguyn

x(t ) B(t )u(t ) , t 0 ,

trong N l ma trn vung cp n 2 , khng ph thuc vo t v l ma trn ly

v tha mn phng trnh (1.1.1.1) hu khp ni (l nghim ca phng trnh

vi phn (1.1.1.1)); B (t ) l ma trn cp n 2 m v u(t ) l vect hm m chiu.

trong x ( k ) (t ) l o hm cp k ca vect hm x(t ) , tng t, u (i ) (t ) l o

Li tip tc nhn phng trnh ny vi N ri ly o hm hai v ta c:

Nh vy, cng thc (1.1.1.2) ng vi s = 1, 2, 3 .

Nhn phng trnh ny vi N ri ly o hm hai v ta c:

... N k Ckk 12 B (2) (t )u ( k 2) (t ) N k Ckk 12 B (t )u ( k

N k x ( k ) (t ) N k Ck0 1 B ( k ) (t )u (t ) N k Ck0 1 Ck1 1 B ( k 1) (t )u (t )

(t )u(t ) ... N k Cks 11 Cks 1 B ( k

... N k Ckk 12 Ckk 11 B (t )u ( k 1) (t ) N k Ckk 11 B (t )u ( k ) (t ).

S ha bi Trung tm Hc liu i hc Thi Nguyn

(t )u(t ) ... N k Cks 11 Cks 1 B ( k

... N k Ckk 12 Ckk 11 B (t )u ( k 1) (t ) N k Ckk 11 B (t )u ( k ) (t )

(t )u(t ) ... N k Cks B ( k s ) (t )u ( s ) (t )

Vy theo nguyn l qui np, cng thc (1.1.1.2) c chng minh.

x(t ) C00 B(t )u (t ) ;

(t )u (t ) N 2C21 B (t )u (t ) N 2C22 B(t )u(t ) ;

S ha bi Trung tm Hc liu i hc Thi Nguyn

(t )u (i ) (t ) ... N k 1Ckk 11 B(t )u ( k 1) (t ).

Cng v vi v cc ng thc ny v n tnh cht ly linh ca ma trn N ,

Vy Mnh 1.1 c chng minh.

c tnh theo cng thc

S ha bi Trung tm Hc liu i hc Thi Nguyn

nn ta c ngay cng thc (1.1.1.5).

trong ma trn E ni chung suy bin ( det E c th bng 0).

c gi l chnh quy nu tn ti mt s phc

B 1.2 (B 1-2.2, [6], trang 7)

, I n1 v I n 2 l hai ma trn n v tng ng

B 1.2 ch ra rng vi gi thit chnh quy ca cp ma trn (E , A ), h

S ha bi Trung tm Hc liu i hc Thi Nguyn

Nhn hai v ca (1.1.2.1) v bn tri vi ma trn khng suy bin Q ta c

T nay v sau, ta lun gi thit cp ma trn (E , A ) l chnh qui. Khi y

S ha bi Trung tm Hc liu i hc Thi Nguyn

(1.1.2.2a) c dng (xem, th d, [2], [4]):

Theo Mnh 1.2, nghim ca h (1.1.2.2b) c tnh theo cng thc

ca (1.1.2.2) tnh c tng minh theo cng

thc (1.1.2.4a) v (1.1.2.4b). Ta ni nghim (1.1.2.4) tng ng vi iu khin

Chng ta cng lu rng, c c cng thc (1.1.2.4b), ta phi gi thit

trong nh ngha nghim ca (1.1.2.4a), th ch cn tnh cht o c ca hm

thng v phng trnh vi phn i s.

e A1(t s ) B1u (s )ds

i vi h phng trnh vi phn i s (1.1.2.1), ta cng c mt cch tip cn

trong x1 (t ) n1 v x2 (t ) n2 ; Ri , i 1, 2,3, 4 v f j (t), j 1,2 l cc ma trn

I n1 l ma trn n v cp n1 , 0 l cc ma trn gm tt c cc phn t

bng 0 c s chiu tng ng; A v f l ma trn v vect c s chiu tng ng.

cng l nghim ca (1.1.3.3).

Gi s x(t ) l nghim ca (1.1.3.5)-(1.1.3.6). Nhn (1.1.3.5) vi E , ta c:

S ha bi Trung tm Hc liu i hc Thi Nguyn

EC0 Ax(t ) AC0 Ex(t )

Vy ta chng minh c, mi nghim ca (1.1.3.5), (1.1.3.6) ng thi cng l

Phng trnh (1.1.3.3) c dng

S ha bi Trung tm Hc liu i hc Thi Nguyn

V c bt k nn c v s Ci tha mn h (1.1.3.7)-(1.1.3.8), hay h (1.1.3.7)(1.1.3.8) khng c tnh duy nht nghim.

Tch phn (1.1.3.5) (o hm (1.1.3.6)) ta c (1.1.3.6) (c (1.1.3.5) hay