Thy Nguyn Thnh Long

TM TT PHNG TRNH TON - L

Son tho bi V Anh Khoa
Mc lc
Chng 1. N TP CHUI FOURIER . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1. NH NGHA . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.1. TRNG HP f L HM L f (x) = f (x) , x [, ] . . . . . . . 5
1.1.2. TRNG HP f L HM CHN f (x) = f (x) , x [, ] . . . . . . 5
1.1.3. TM TT TRNG HP TNG QUT . . . . . . . . . . . . . . . . . 6
1.1.4. MT S CNG THC QUAN TRNG . . . . . . . . . . . . . . . . . . 7
Chng 2. TM TT CC BI TON . . . . . . . . . . . . . . . . . . . . . . . . 9
2.1. PHNG TRNH TRUYN SNG . . . . . . . . . . . . . . . . . . . . . . . . . 9
2.2. PHNG TRNH TRUYN NHIT . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.3. PHNG TRNH LAPLACE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
Chng 3. BI TP N TP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
Chng 1
N TP CHUI FOURIER
1.1. NH NGHA
Cho f : [, ] R kh tch trn [, ]. Khi , chui hm lng gic c dng
a
0
2
+

n=1
(a
n
cos nx + b
n
sin nx)
vi a
n
, b
n
l cc hng s thc xc nh nh sau
a
n
=
1

f (x) cos nxdx (n 0)

b
n
=
1

f (x) sin nxdx (n 1)

gi l chui Fourier ca hm f trn [, ]. Ta vit
f (x)
a
0
2
+

n=1
(a
n
cos nx + b
n
sin nx)
v gi a
n
, b
n
l h s Fourier ca f.
1.1.1. TRNG HP f L HM L f (x) = f (x) , x [, ]
Chui Fourier ca hm f l trn [, ] l
f (x)

n=1
b
n
sin nx
vi b
n
xc nh nh sau
b
n
=
2

0
f (x) sin nxdx (n 1)
1.1.2. TRNG HP f L HM CHN f (x) = f (x) , x [, ]
Chui Fourier ca hm f chn trn [, ] l
6 Chng 1. N TP CHUI FOURIER
f (x)
a
0
2
+

n=1
a
n
cos nx
vi a
n
xc nh nh sau
a
n
=
2

0
f (x) cos nxdx (n 0)
1.1.3. TM TT TRNG HP TNG QUT
Vi f : [L, L] R
f (x)
a
0
2
+

n=1
_
a
n
cos
nx
L
+b
n
sin
nx
L
_
a
n
=
1
L

L
L
f (x) cos
nx
L
dx (n 0)
b
n
=
1
L

L
L
f (x) sin
nx
L
dx (n 1)
Vi f : [L, L] R l hm l
f (x)

n=1
b
n
sin
nx
L
b
n
=
2
L

L
0
f (x) sin
nx
L
(n 1)
Vi f : [L, L] R l hm chn
f (x)
a
0
2
+

n=1
a
n
cos
nx
L
a
n
=
2
L

L
0
f (x) cos
nx
L
dx (n 0)
1.1. NH NGHA 7
1.1.4. MT S CNG THC QUAN TRNG

cos nx sin kxdx = 0, n, k Z

cos nx cos kxdx =

_
, n = k; n = 0
0 , n = k; n, k 0

sin nx sin kxdx =

_
, n = k; n = 0
0 , n = k; n, k 0
Chng 2
TM TT CC BI TON
2.1. PHNG TRNH TRUYN SNG
Bi ton:
_

_
u
tt
a
2
u
xx
= 0, 0 < x < L, t > 0
u(0, t) = u(L, t) = 0, t 0
u(x, 0) = u
0
(x) , u
t
(x, 0) = u
1
(x) , 0 x L
Nghim:
u(x, t) =

n=1
_
A
n
cos
na
L
t +B
n
sin
na
L
t
_
A
n
=
2
L

L
0
u
0
(x) sin
nx
L
dx
B
n
=
2
na

L
0
u
1
(x) sin
nx
L
dx
Bi ton:
_

_
u
tt
a
2
u
xx
= f (x, t) , 0 < x < L, t > 0
u(0, t) = u(L, t) = 0, t 0
u(x, 0) = u
t
(x, 0) = 0, 0 x L
Nghim:
u(x, t) =

n=1
u
n
(t) sin
nx
L
u
n
(t) =
L
na

t
0
sin
_
na
L
(t s)
_
f
n
(s) ds
f
n
(t) =
2
L

L
0
f (x, t) sin
nx
L
dx
10 Chng 2. TM TT CC BI TON
Bi ton:
_

_
u
tt
u
xx
= 0, 0 < x < 1, t > 0
u
x
(0, t) = u(1, t) = 0, t 0
u(x, 0) = u
0
(x) , u
t
(x, 0) = u
1
(x) , 0 x L
Nghim:
u(x, t) =

n=1
_
A
n
cos
_

n
t +B
n
sin
_

n
t
_
A
n
= 2

1
0
u
0
(x) cos
_

n
xdx
B
n
=
2

1
0
u
1
(x) cos
_

n
xdx

n
=
_
(2n 1)

2
_
2
Bi ton:
_

_
u
tt
a
2
u
xx
= 0, 0 < x < L, t > 0
u(0, t) = 0, u
x
(L, t) + h
L
u(L, t) = 0, t 0, h
L
> 0
u(x, 0) = u
0
(x) , u
t
(x, 0) = u
1
(x) , 0 x L
Nghim:
u(x, t) =

n=1
_
A
n
cos

n
at
L
+ B
n
sin

n
at
L
_
sin

n
x
L
A
n
=

L
0
u
0
(x) sin

n
x
L
dx

L
0
sin
2
n
x
L
dx
B
n
=
L
a
k
.

L
0
u
1
(x) sin

n
x
L
dx

L
0
sin
2
n
x
L
dx

n
l nghim ca phng trnh:
tan =
1
Lh
L

vi
_
k
1
2
_
<
k
< k, k = 1, 2, ...
2.1. PHNG TRNH TRUYN SNG 11
Bi ton. Gii bi ton (1) vi f (x, t) = 0
(1)
_

_
u
tt
a
2
u
xx
= f (x, t) , 0 < x < L, t > 0
u(0, t) = g
0
(t) , u(L, t) = g
L
(t) , t 0
u(x, 0) = u
0
(x) , u
t
(x, 0) = u
1
(x) , 0 x L
Ta t
(x, t) =
x
L
g
L
(t) +
_
1
x
L
_
g
0
(t)
Khi ,
(0, t) = g
0
(t)
(L, t) = g
L
(t)
t v (x, t) = u(x, t) (x, t). Khi ,
v (0, t) = v (L, t) = 0
v
x
= u
x

x
v
xx
= u
xx

xx
= u
xx
Thay vo (1), ta c
v
tt
a
2
v
xx
= f (x, t)
tt
(x, t) =

f (x, t)
v (x, 0) = u(x, 0) (x, 0) = v
0
(x)
v
t
(x, 0) = u
t
(x, 0)
t
(x, 0) = v
1
(x)
Bi ton tr v tm v (x, t)
(2)
_

_
v
tt
a
2
v
xx
=

f (x, t) , 0 < x < L, t > 0
v (0, t) = v (L, t) = 0, t 0
v (x, 0) = v
0
(x) , v
t
(x, 0) = v
1
(x) , 0 x L
Ta gii (2) qua hai bi ton d hn sau:
Tm U (x, t) l nghim ca bi ton
_

_
U
tt
a
2
U
xx
= 0, 0 < x < L, t > 0
U (0, t) = U (L, t) = 0, t 0
U (x, 0) = v
0
(x) , U
t
(x, 0) = v
1
(x) , 0 x L
Tm V (x, t) l nghim ca bi ton
_

_
V
tt
a
2
V
xx
=

f (x, t) , 0 < x < L, t > 0
V (0, t) = V (L, t) = 0, t 0
V (x, 0) = V
t
(x, 0) = 0, 0 x L
Khi ,
v (x, t) = U (x, t) + V (x, t)
l nghim ca bi ton (2).
12 Chng 2. TM TT CC BI TON
2.2. PHNG TRNH TRUYN NHIT
Bi ton:
_

_
u
t
a
2
u
xx
= 0, 0 < x < L, t > 0
u(0, t) = u(L, t) = 0, t 0
u(x, 0) = u
0
(x) , 0 x L
Nghim:
u(x, t) =

n=1
A
n
e

(
na
L
)
2
t
sin
nx
L
A
n
=
2
L

L
0
u
0
(x) sin
nx
L
dx
Bi ton:
_

_
u
t
a
2
u
xx
= f (x, t) , 0 < x < L, t > 0
u(0, t) = u(L, t) = 0, t 0
u(x, 0) = u
0
(x) , 0 x L
Nghim:
u(x, t) =

n=1
u
n
(t) sin
nx
L
u
n
(t) =
n
e

(
na
L
)
2
t
+

t
0
e

(
na
L
)
2
(ts)
f
n
(s) ds

n
=
2
L

L
0
u
0
(x) sin
nx
L
dx
f
n
(t) =
2
L

L
0
f (x, t) sin
nx
L
dx
Bi ton. Gii bi ton (1), (2, (3) vi iu kin bin khng thun nht
_

_
u
t
a
2
u
xx
= f (x, t) , 0 < x < L, t > 0 (1)
u(0, t) = g
0
(t) , u(L, t) = g
L
(t) , t 0 (2)
u(x, 0) = u
0
(x) , 0 x L (3)
Ta t
(x, t) =
x
L
g
L
(t) +
_
1
x
L
_
g
0
(t)
2.2. PHNG TRNH TRUYN NHIT 13
Khi ,
(0, t) = g
0
(t)
(L, t) = g
L
(t)
t v (x, t) = u(x, t) (x, t). Khi ,
v (0, t) = v (L, t) = 0
v
t
= u
t

t
v
x
= u
x

x
v
xx
= u
xx

xx
= u
xx
Thay vo (1), ta c
v
t
a
2
v
xx
= f (x, t)
t
(x, t) =

f (x, t)
v (x, 0) = u(x, 0) (x, 0) = v
0
(x)
Nh vy, ta a v bi ton c gii
_

_
v
t
a
2
v
xx
=

f (x, t) , 0 < x < L, t > 0
v (0, t) = v (L, t) = 0, t 0
v (x, 0) = v
0
(x) , 0 x L
Bi ton:
_

_
u
t
a
2
u
xx
= f (x, t) , 0 < x < L, t > 0
u(0, t) = g
0
(t) , u(L, t) = g
L
(t) , t 0
u(x, 0) = u
0
(x) , 0 x L
Nghim:
u(x, t) = v (x, t) + (x, t)
(x, t) =
x
L
g
L
(t) +
_
1
x
L
_
g
0
(t)
v (x, t) =

n=1
v
n
(t) sin
nx
L
v
n
(t) =
n
e

(
na
L
)
2
t
+

t
0
e

(
na
L
)
2
(ts)

f
n
(s) ds

n
=
2
L

L
0
v
0
(x) sin
nx
L
dx
v
0
(x) = u
0
(x) (x, 0)

f
n
(t) =
2
L

L
0

f (x, t) sin
nx
L
dx

f (x, t) = f (x, t)
t
(x, t)
14 Chng 2. TM TT CC BI TON
2.3. PHNG TRNH LAPLACE
Bi ton:
_

_
u
xx
+u
yy
= 0, 0 < x < a, 0 < y < b
u(0, y) = u(a, y) = 0, 0 y b
u(x, 0) = f
3
(x) , u(x, b) = 0, 0 x b
Nghim:
u(x, y) =

n=1
A
n
sinh
_
nb
a
_. sinh
_
n
a
(b y)
_
sin
nx
a
A
n
=
2
a

a
0
f
3
(x) sin
_
nx
a
_
dx
Chng 3
BI TP N TP
Cu 1:
_

_
u
tt
u
xx
= 0, 0 < x < (1)
u(0, t) = 0, u(, t) = t, t 0 (2)
u(x, 0) = sin
3
x, u
t
(x, 0) = 0, 0 x (3)
Gii:
t
(x, t) =
x
L
g
L
(t) +
_
1
x
L
_
g
0
(t) =
x

t
Lc (0, t) = 0, (, t) = t
t
v (x, t) = u(x, t) (x, t)
Th
v (0, t) = v (, t) = 0, t 0
v
xx
= u
xx

xx
= u
xx
Thay vo (1)
v
tt
+
tt
v
xx

xx
= 0
v
tt
v
xx
= x
v (x, 0) = u(x, 0) (x, 0) = sin
3
x 0 = sin
3
x
v
t
(x, 0) = u
t
(x, 0)
t
(x, 0) = 0
x

=
x

Tm u(x, t) = v (x, t) + (x, t) vi (x, t) =

x

t v v (x, t) l nghim bi ton

16 Chng 3. BI TP N TP
_

_
v
tt
v
xx
= 0 0 < x < , t > 0
v (0, t) = v (, t) = 0 t 0
v (x, 0) = sin
3
x, v
t
(x, 0) =
x

0 x
Ta c:
A
n
=
2

0
sin
3
x sin nxdx
Vi n = 1, 3
A
n
=
2

0
sin
3
x sin nxdx
=
2

0
3 sin x sin 3x
4
sin nxdx
=
1
2
_

0
3 sin x sin nxdx

0
sin 3x sin nxdx
_
=
1
4
_
3

0
(cos (n 1) x cos (n + 1) x) dx

0
(cos (n 3) x cos (n + 3) x) dx
_
= 0
Vi n = 1
A
1
=
2

0
sin
4
xdx =
1
2

0
(1 cos 2x)
2
dx =
1
2

0
_
1 2 cos 2x +
1 + cos 4x
2
_
dx =
3
4
Vi n = 3
A
3
=
2

0
sin
3
x sin 3xdx
=
2

0
3 sin x sin 3x
4
sin 3xdx
=
1
2
_

0
3 sin x sin 3xdx

0
sin 3x sin 3xdx
_
=
1
2

0
sin
2
3xdx =
1
4
Vy
A
n
=
_

_
0 n = 1, 3
3
4
n = 1

1
4
n = 3
Ta c:
B
n
=
2
n

0
_

_
sin nxdx =
2
n
2

0
x sin nxdx =
2
n
2
_

x cos nx
n

0
+

0
cos nx
n
dx
_
= 2
(1)
n
n
2

17
Suy ra
v (x, t) =
_
3
4
cos t
2

sin t
_
sin x
_
1
4
cos 3t
2
9
sin 3t
_
sin 3x+
2

n=1,3
(1)
n
n
sin t sin nx
Vy nghim bi ton ban u l
u(x, t) = v (x, t)
x

t
Cu 2:
_

_
u
t
u
xx
= 0, 0 < x < 1 (1)
u(0, t) = 0, u(1, t) = t
2
, t 0 (2)
u(x, 0) = x (1 x) , 0 x 1 (3)
Gii:
t
(x, t) =
x
L
g
L
(t) +
_
1
x
L
_
g
0
(t) = xt
2
Khi , ta t
v (x, t) = u(x, t) (x, t)
Ta c:
v (0, t) = v (1, t) = 0, t 0
v
xx
= u
xx

xx
= u
xx
Thay vo (1)
v
t
+
t
v
xx

xx
= 0
Suy ra
v
t
v
xx
= 2xt
Hn na,
v (x, 0) = u(x, 0) (x, 0) = x (1 x) 0 = x (1 x)
Tm u(x, t) = v (x, t) + (x, t) vi (x, t) = xt
2
v v (x, t) l nghim bi ton
_

_
v
t
v
xx
= 2xt 0 < x < 1, t > 0
v (0, t) = v (1, t) = 0 t 0
v (x, 0) = x (1 x) 0 x 1
18 Chng 3. BI TP N TP
Tnh f
n
(t)
f
n
(t) =
2
L

L
0
f (x, t) sin
nx
L
dx
= 2

1
0
2xt sin nxdx
= 4t
_
x
cos nx
n

x=1
x=0
+
1
n

1
0
cos nxdx
_
= 4t
_
(1)
n
n

1
n
0
_
=
4t (1)
n
n
Tnh
n

n
=
2
L

L
0
v
0
(x) sin
nx
L
dx = 2

1
0
x (1 x) sin nxdx = 2
_
1
0
x sin nxdx

1
0
x
2
sin nxdx
_
= 2
_
(1)
n
n

_
x
2
cos nx
n

1
0
+
2
n
_
1
n
x sin nx

1
0
+
1
n
2

2
cos nx

1
0
___
=
4 (1 (1)
n
)
n
3

3
Suy ra

n
=
_
0 , n = 2m
8
n
3

3
, n = 2m+ 1
Tnh v
n
(t)
v
n
(t) =
n
e

(
na
L
)
2
t

t
0
e

(
na
L
)
2
(ts)
f
n
(s) ds
=
4 (1 (1)
n
)
n
3

3
e
n
2

2
t

t
0
e
n
2

2
(ts)
4s (1)
n
n
ds
=
4 (1 (1)
n
)
n
3

3
e
n
2

2
t

4 (1)
n
n
e
n
2

2
t

t
0
se
n
2

2
s
ds
= e
n
2

2
t
_
4 (1 (1)
n
)
n
3

3

4 (1)
n
n

t
0
se
n
2

2
s
ds
_
= e
n
2

2
t
_
4 (1 (1)
n
)
n
3

3

4 (1)
n
n
_
1
n
2

2
se
n
2

2
s

s=t
s=0

1
n
2

t
0
e
n
2

2
s
ds
__
= e
n
2

2
t
_
4 (1 (1)
n
)
n
3

3

4 (1)
n
n
_
1
n
2

2
te
n
2

2
t

1
n
4

4
e
n
2

2
t
+
1
n
4

4
__
Suy ra
19
v (x, t) =

n=1
v
n
(t) sin
nx
L
=

n=1
v
n
(t) sin nx
Vy
u(x, t) = v (x, t) + xt
2
Cu 3:
_

_
u
xx
+ u
yy
= 0, 0 < x < 1, 0 < y <
u(0, y) = u(1, y) = 0, 0 y
u(x, 0) = sin
3
x, u(x, ) = 0, 0 x
Gii:
Tnh A
n
A
n
= 2

1
0
sin
3
x sin nxdx =
_

_
3
4
n = 1

1
4
n = 3
0 n = 1, 3 N
Ta c:
u(x, y) =

n=1
A
n
sinh
_
nb
a
_ sinh
_
n
a
(b y)
_
sin
nx
a
Vy
u(x, y) =
A
1
sinh
2
sinh ( ( y)) sin x +
A
3
sinh 3
2
sinh (3 ( y)) sin 3x