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Mc lc

1 Cc khi nim c bn. Cch gii mt s phng trnh cp mt n


gin 2
1.1 Bi ton m u. Cc khi nim c bn . . . . . . . . . . . . . . . 2
1.2 Mt s phng trnh vi phn cp mt gii c . . . . . . . . . . 4
1.2.1 nh ngha . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.2 Phng trnh tch bin . . . . . . . . . . . . . . . . . . . . 5
1.2.3 Phng trnh ng cp . . . . . . . . . . . . . . . . . . . . 7
1.2.4 Phng trnh tuyn tnh cp 1 . . . . . . . . . . . . . . . . 10
1.2.5 Phng trnh Bernoulli . . . . . . . . . . . . . . . . . . . . 11
1.2.6 Phng trnh Ricati . . . . . . . . . . . . . . . . . . . . . . 12
1.3 Phng trnh vi phn ton phn. Tha s tch phn . . . . . . . . . 13
1.3.1 Phng trnh vi phn ton phn . . . . . . . . . . . . . . . 13
1.3.2 Tha s tch phn . . . . . . . . . . . . . . . . . . . . . . 16
1.3.3 Cch tm tha s tch phn . . . . . . . . . . . . . . . . . 17
1.4 Mt s phng trnh vi phn cp mt cha gii i vi o hm . 19
1.4.1 Phng trnh F(x, y

) = 0 hay F(y, y

) = 0 . . . . . . . . 19
1.5 Phng trnh Lagrange v phng trnh Clairaut . . . . . . . . . . 22
1.5.1 Phng trnh Lagrange . . . . . . . . . . . . . . . . . . . . 22
1.5.2 Phng trnh Clairaut . . . . . . . . . . . . . . . . . . . . 24
1
Chng 1
Cc khi nim c bn. Cch gii mt s
phng trnh cp mt n gin
1.1 Bi ton m u. Cc khi nim c bn
Xt chuyn ng thng ca mt cht im c vn tc a khng i xut pht t v
tr O v chuyn ng trn trc Ox. Tm quy lut chuyn ng ca cht im.
Do ngha c hc ca o hm cp mt th vn tc a =
dx
dt
, trong x l on
ng m cht im i c trong thi gian t. Nh vy, vic tm quy lut chuyn
ng ca cht im a v vic gii phng trnh
dx
dt
= a, (x = x(t)).
l phng trnh vi phn. Gii bi ton ta c
x = at +C, C = x(0).
Xt chuyn ng ri t do trong chn khng ca mt vt. Hy tm quy lut vn
ng ca vt .
Ta chn hng dng theo chiu thng ng t di ln. Nh ta bit, nu
vt ri t do trong chn khng th gia tc g ca n l khng i v hng xung
di. Do n mang du m. Mt khc, theo ngha ca o hm cp hai, gia
tc bng
d
2
x
dt
2
. V vy ta c
d
2
x
dt
2
= g.
Gii phng trnh ta c x =
gt
2
2
+C
1
t +C
2
, trong C
1
, C
2
l cc hng
s xc nh bi C
1
= v
0
= v|
t=0
, C
2
= x
0
= x|
t=0
.
2
1.1. BI TON M U. CC KHI NIM C BN 3
Mt cht im khi lng m chuyn ng theo trc Ox di tc dng ca mt
lc bx(b > 0) hng v gc ta . Hy tm quy lut chuyn ng ca cht
im , bit rng lc t = 0 cht im v tr x = x
0
v c vn tc v = v
0
.
Theo nh lut Newton, ta c
m
d
2
x
dt
2
= bx
hay
d
2
x
dt
2
+
b
m
x = 0.
t
2
=
b
m
> 0. Gii phng trnh trn ta c
x = C
1
cos t +C
2
sin t,
trong C
1
, C
2
l hai hng s c xc nh bi iu kin u.
C
1
= x
0
= x(0), C
2
=
v
0

, v
0
= v(0).
nh ngha 1.1.1. Phng trnh vi phn l mt phng trnh c cha cc bin c
lp, hm phi tm v cc o hm ca n.
V d 1.1.1.
1. y

= x
2
+ 1.
2. y

2y

+ 2y = 2x + 3.
3.

2
z
x
2
+

2
z
y
2
= 0.
Trong phng trnh vi phn, nu n hm l hm theo mt bin c lp th ta
gi l phng trnh vi phn thng hay gi tt l phng trnh vi phn. Nu n
hm l hm theo nhiu bin c lp th ta gi l phng trnh vi phn o hm
ring hay gi tt l phng trnh o hm ring.
Trong gio trnh ny, ta ch nghin cu v phng trnh vi phn thng. Nh
vy, nu ta gi x l bin c lp, y(x) l n hm th phng trnh vi phn thng
l phng trnh c dng
F
_
x, y, y

, y

, . . . , y
(n)
_
= 0. (1.1)
nh ngha 1.1.2. Cp ca phng trnh l o hm cp cao nht c mt trong
phng trnh .
Bin son: GVC.ThS. Phan vn Danh
4 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
V d 1.1.2.
1. yy
2
+ 3x + 4y = 0 l phng trnh cp 1.
2. x
2
y

+x
4
= y l phng trnh cp 2.
3.

2
z
x
2
+

2
z
y
2
= 0 l phng trnh cp 2.
nh ngha 1.1.3. Hm s y = (x) kh vi n cp n trn khong (a, b) c gi
l mt nghim ca phng trnh (1.1) nu khi thay y = (x), y

(x), . . . , y
(n)
=

(n)
(x) vo (1.1) th ta c ng nht thc trn (a, b).
Ch 1.1.1. Thng thng khi tm nghim ca phng trnh cp n, nghim c
dng y = (x, C
1
, . . . , C
n
), trong C
1
, . . . , C
n
l cc hng s. Vi C
1
, . . . , C
n
c gi tr c th, ta tm c mt nghim ring ca phng trnh.
Ni chung, ngi ta khng bit c cch gii ca mt phng trnh vi phn
trong trng hp tng qut ngay c vi phng trnh vi phn cp mt m ch bit
cch gii mt s phng trnh vi phn trong mt s trng hp c bit.
Bi ton Cauchy. Bi ton tm nghim ca phng trnh vi phn
y
(n)
= f(x, y, y

, y

. . . . , y
(n)
) (1.2)
tha mn iu kin u
y(x
0
) = y
0
, y

(x
0
) = y

0
, y

(x
0
) = y

0
, . . . , y
(n1)
(x
0
) = y
(n1)
0
(1.3)
trong y
0
, y

0
, . . . , y
(n1)
0
l cc gi tr cho trc, c gi l bi ton Cauchy.
1.2 Mt s phng trnh vi phn cp mt gii c
1.2.1 nh ngha
nh ngha 1.2.1. Phng trnh vi phn cp mt l phng trnh c dng
F(x, y, y

) = 0 (1.4)
trong F l mt hm s xc nh trong min D R
3
.
Ta xt mt s trng hp phng trnh cp 1 gii c nh sau.
Bin son: GVC.ThS. Phan vn Danh
1.2.2. Phng trnh tch bin 5
1.2.2 Phng trnh tch bin
a) Phng trnh dng y

= f(x), trong f l hm lin tc.


Phng trnh ny tng ng vi phng trnh dy = f(x)dx. Ly tch phn
hai v ta c nghim tng qut ca phng trnh l
y =
_
f(x)dx +C.
V d 1.2.1. Cho phng trnh
dy
dx
=
1
x
. y l phng trnh tch bin. Gii ra
ta c y =
_
f(x)dx +C = ln |x| +C.
b) Phng trnh dng y

= f(y), trong f(y) = 0 v l hm lin tc.


Xem x l hm ca y, khi phng trnh trn tng ng vi phng trnh
dx
dy
=
1
f(y)
hay dx =
1
f(y)
dy. Ly tch phn hai v ta c nghim tng qut ca
phng trnh l
x =
_
dy
f(y)
+C.
V d 1.2.2. Cho phng trnh
dy
dx
= y
2
.
Gii. Vi y = 0 th y l mt nghim ca phng trnh.
Vi y = 0, gii ta c nghim tng qut ca phng trnh l
x =
_
dy
y
2
+C =
1
y
+C hay y =
1
x +C
1
.
c) Phng trnh dng
dy
dx
= f
1
(x) f
2
(y) trong f
1
(x), f
2
(y) l cc hm lin tc.
Gii. Vi f
2
(y) = 0 () ta tm nghim ca phng trnh (*) y = y
0
cng l
nghim ca phng trnh cho.
Vi f
2
(y) = 0, khi phng trnh cho tng ng vi phng trnh
dy
f
2
(y)
= f
1
(x)dx.
Ly tch phn hai v ta c
_
dy
f
2
(y)
=
_
f
1
(x)dx +C.
Bin son: GVC.ThS. Phan vn Danh
6 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
Tng qut phng trnh c dng
M
1
(x)N
1
(y)dx +M
2
(x)N
2
(y)dy = 0
trong M
1
(x), N
1
(y), M
2
(x), N
2
(y) l cc hm lin tc.
Gii. Nu y = y
0
l nghim ca phng trnh N
1
(y) = 0 th y = y
0
cng l nghim
ca phng trnh cho.
Nu x = x
0
l nghim ca phng trnh M
2
(x) = 0 th x = x
0
cng l nghim
ca phng trnh cho.
Nu N
1
(y) M
2
(x) = 0 th phng trnh cho tng ng vi phng trnh
M
1
(x)
M
2
(x)
dx =
N
2
(y)
N
1
(y)
dy.
Ly tch phn hai v ta c
_
M
1
(x)
M
2
(x)
dx =
_
N
2
(y)
N
1
(y)
dy +C.
V d 1.2.3. Cho phng trnh x(y
2
1)dx +y(x
2
1)dy = 0.
Ta c x = 1 v y = 1 l cc nghim ca phng trnh cho.
Nu (y
2
1)(x
2
1) = 0 th phng trnh cho tng ng vi phng trnh
x
x
2
1
dx +
y
y
2
1
dy = 0.
Ly tch phn hai v ta c
ln |x
2
1| + ln |y
2
1| = ln |C
1
|, C
1
= 0.
Suy ra (x
2
1)(y
2
1) = C, C = 0 l nghim ca phng trnh cho.
V d 1.2.4. Cho phng trnh x
2
(y + 1)dx + (x
3
1)(y 1)dy = 0 vi (y +
1)(x
3
1) = 0.
Vi (y + 1)(x
3
1) = 0, phng trnh cho tng ng vi phng trnh
x
2
x
3
1
dx +
y 1
y + 1
dy = 0.
Ly tch phn hai v ta c nghim ca phng trnh
1
3
ln |x
3
1| +y 2 ln |y + 1| = C.
Bin son: GVC.ThS. Phan vn Danh
1.2.3. Phng trnh ng cp 7
c) Phng trnh c dng
dy
dx
= f(ax +by +c). y l phng trnh c th a v
dng tch bin bng cch t z = ax +by +c. Khi ta c
dz
dx
= a +b
dy
dx
hay
dy
dx
=
dz
dx
a
b
.
Thay vo phng trnh cho ta c
dz
dx
= a +bf(z) hay
dz
a +bf(z)
= dx.
y l phng trnh tch bin.
V d 1.2.5. Cho phng trnh
dy
dx
= x y + 5.
Gii. t z = x y + 5 ta c
dz
dx
= 1
dy
dx
. Thay vo phng trnh cho, ta
thu c phng trnh 1
dz
dx
= z hay
dz
1 z
= dx. y l phng trnh tch
bin. Gii phng trnh ny ta c nghim
z = 1 Ce
x
.
Suy ra nghim ca phng trnh cho l
y = Ce
x
+x + 4.
1.2.3 Phng trnh ng cp
a) Phng trnh dng
dy
dx
= f(x, y), trong f(tx, ty) = f(x, y) vi mi t R.
Gii phng trnh by bng cch t u =
y
x
, ta c th a phng trnh trn
v dng tch bin. Tht vy, vi u =
y
x
ta suy ra y = ux. Do
dy
dx
= u + x
du
dx
.
Thay vo phng trnh cho ta c phng trnh u + x
du
dx
= f(1, u) = (u)
hay (u) u = x
du
dx
.
Bin son: GVC.ThS. Phan vn Danh
8 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
Vi (u) u = 0 ta c
dy
dx
=
y
x
. Suy ra y = Cx l nghim ca phng trnh
cho.
Vi (u) u = 0, phng trnh trn tng ng vi phng trnh
dx
x
=
du
(u) u
.
y l phng trnh tch bin, gii phng trnh ny ta c
x = Ce
(u)
, trong (u) =
_
du
(u) u
.
V d 1.2.6. Cho phng trnh
dy
dx
=
2xy
x
2
y
2
.
Gii. t u =
y
x
, khi phng trnh tr thnh
x
du
dx
=
u(u
2
+ 1)
1 u
2
.
Nu u = 0 th y = 0 l nghim ca phng trnh cho.
Nu u = 0 th phng trnh cho tng ng vi phng trnh
dx
x
=
1 u
2
u(u
2
+ 1)
du.
Gii phng trnh ny ta c
x(1 +u
2
) = Cu.
Thay u =
y
x
, ta suy ra y
2
+x
2
= Cy l nghim ca phng trnh cho.
b) Phng trnh dng
dy
dx
= f
_
a
1
x +b
1
y +c
1
a
2
x +b
2
y +c
2
_
.
(i) Nu a
1
b
2
a
2
b
1
= 0 th ta t
_
x = u +h
y = v +k,
vi h, k l cc hng s. Thay vo phng trnh trn ta c
dy
dx
= f
_
a
1
u +b
1
v +a
1
h +b
1
k +c
1
a
2
u +b
2
v +a
2
h +b
2
k +c
2
_
.
Bin son: GVC.ThS. Phan vn Danh
1.2.3. Phng trnh ng cp 9
Chn cc hng s h, k sao cho
_
a
1
h +b
1
k +c
1
= 0
a
2
h +b
2
k +c
2
= 0.
Khi phng trnh cho tr thnh phng trnh ng cp
dv
du
= f
_
a
1
u +b
1
v
a
2
u +b
2
v
_
.
V d 1.2.7. Cho phng trnh
dy
dx
=
x y + 2
x y + 4
.
Gii. Ta c a
1
b
2
a
2
b
1
= 2 = 0. Khi ta tm h, k tha h phng trnh
_
h k + 2 = 0
h k + 4 = 0.
Gii h ny ta c h = 1, k = 3. Thay bin mi vo phng trnh cho ta
c phng trnh
dv
du
=
u v
u v
.
y l mt phng trnh ng cp, gii phng trnh ny ta c nghim
u
2
2uv v
2
= C.
Vy nghim ca phng trnh cho l
y
2
x
2
2xy 8y + 4x = C
1
.
(ii) Nu a
1
b
2
a
2
b
1
= 0 th ta t u = a
2
x +b
2
y.
Khi phng trnh trn tr thnh
du
dx
= a
2
+b
2
f
_
u +c
1
u +c
2
_
trong =
a
1
a
2
=
b
1
b
2
. Phng trnh trn cng c vit li l
du
dx
= (u). y
l phng trnh tch bin.
V d 1.2.8. Cho phng trnh
dy
dx
=
2x +y 1
4x + 2y + 5
.
Gii. Ta c a
1
b
2
a
2
b
1
= 0. t u = 2x +y, phng trnh cho tr thnh
du
dx
=
5u + 9
2u + 5
.
Bin son: GVC.ThS. Phan vn Danh
10 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
Gii phng trnh tch bin ny ta c nghim
10u + 7 ln |5u + 9| = 25x +C.
Vy nghim ca phng trnh cho l
10y + 7 ln |10x + 5y + 9| 5x = C.
1.2.4 Phng trnh tuyn tnh cp 1
nh ngha 1.2.2. Phng trnh tuyn tnh cp 1 l phng trnh c dng
y

+p(x)y = f(x). (1.5)


Nu f(x) 0 th (1.5) c gi l phng trnh tuyn tnh thun nht
y

+p(x)y = 0. (1.6)
V d 1.2.9. Phng trnh y

y
x
= x
2
l phng trnh tuyn tnh v phng trnh
y

y
x
= 0 c gi l phng trnh tuyn tnh thun nht tng ng.
Cch gii.
1. Bc 1. Gii phng trnh tuyn tnh thun nht (1.6). y l phng trnh
tch bin, gii phng trnh ny ta c nghim tng qut sau
y = Ce

_
p(x)dx
(1.7)
2. Bc 2. Gii phng trnh (1.5) bng phng php bin thin hng s.
Ta nhn thy rng trong cng thc nghim (1.7) vi C l hng s th (1.7)
khng th l nghim ca phng trnh (1.5). Do cng thc dng (1.7) ch
c th l nghim ca phng trnh (1.5) khi C = C(x). Vy ta s i tm C(x)
sao cho (1.7) l nghim ca (1.5).
Ly o hm (1.7) theo bin x v thay vo (1.5) ta suy ra
dC
dx
= f(x)e
_
p(x)dx
. (1.8)
Gii phng trnh (1.8) ta c nghim
C(x) =
_
f(x)e
_
p(x)dx
+C
1
. (1.9)
Thay (1.9) vo (1.7) ta c nghim ca tng qut ca phng trnh (1.5)
y = C
1
e

_
p(x)dx
+e

_
p(x)dx
_
f(x)e
_
p(x)dx
. (1.10)
Bin son: GVC.ThS. Phan vn Danh
1.2.5. Phng trnh Bernoulli 11
Ch 1.2.1. Nghim tng qut ca phng trnh (1.5) bng nghim tng qut ca
phng trnh (1.6) cng vi mt nghim ring ca phng trnh (1.5).
V d 1.2.10. Cho phng trnh y

y
x
= x
2
.Gii phng trnh thun nht y

y
x
= 0
ta c nghim y = Cx.
Bng phng php bin thin hng s, ta tm C = C(x) l nghim ca phng
trnh
dC
dx
= x. Gii phng trnh ny ta c C =
x
2
2
+C
1
.
Vy nghim ca phng trnh tuyn tnh khng thun nht l
y =
x
3
2
+Cx.
V d 1.2.11. Cho phng trnh y

+
y
x
= 3x.
p dng cng thc (1.10) ta c nghim
y =
C
x
+x
2
.
1.2.5 Phng trnh Bernoulli
nh ngha 1.2.3. Phng trnh Bernoulli l phng trnh c dng
y

+p(x)y = f(x)y

vi = 0, = 1. (1.11)
Cch gii.
Ta c y = 0 l mt nghim ca phng trnh (1.11).
Vi y = 0 ta t z = y
1
. Khi phng trnh (1.11) tng ng vi phng
trnh
z

+ (1 )p(x)z = (1 )f(x). (1.12)


y l phng trnh tuyn tnh cp 1, gii phng trnh (1.12) ta c nghim
z = z(x). Thay z = y
1
ta suy ra nghim ca phng trnh (1.11).
V d 1.2.12. Cho phng trnh y

2xy = x
3
y
2
.
Gii. y = 0 l mt nghim ca phng trnh.
Vi y = 0 ta t z = y
1
, khi phng trnh cho tng ng vi phng
trnh z

+ 2xz = x
3
. Gii phng trnh tuyn tnh ny ta tm c nghim
z = Ce
x
2
+ 1 x
2
.
Vy nghim ca phng trnh cho l
y =
1
Ce
x
2
+ 1 x
2
.
Bin son: GVC.ThS. Phan vn Danh
12 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
V d 1.2.13. Cho phng trnh y

+
y
x
= x
2
y
4
.
Gii. y = 0 l mt nghim ca phng trnh.
Vi y = 0 ta t z = y
3
. Khi phng trnh trn tng ng vi phng
trnh
z

3
x
z = 3x
2
.
Gii phng trnh ny ta c
z = 3x
3
ln

C
x

.
Vy nghim ca phng trnh l
y =
1
x
3
_
3 ln

C
x

.
V d 1.2.14. Cho phng trnh y

4
y
x
= x

y.
Gii. y = 0 l mt nghim ca phng trnh.
Vi y = 0 ta t z = y
1
2
. Khi phng trnh trn tng ng vi phng
trnh
z

2
x
z =
x
2
.
Gii phng trnh ny ta c
z = x
2
_
1
2
ln |x| +C
_
.
Vy nghim ca phng trnh l
y = x
4
_
1
2
ln |x| +C
_
2
.
1.2.6 Phng trnh Ricati
nh ngha 1.2.4. Phng trnh Ricati l phng trnh c dng
y

= p(x)y
2
+q(x)y +r(x) (1.13)
trong p(x), q(x), r(x) l cc hm lin tc.
Cch gii.
1) Nu bit mt nghim ring y = y
1
(x) th ta t z = yy
1
(x). Khi phng
trnh (1.13) tng ng vi phng trnh
dz
dx
= p(x)z
2
+
_
2p(x)y
1
(x) +q(x)
_
z. (1.14)
y l phng trnh Bernoulli vi n hm z.
Bin son: GVC.ThS. Phan vn Danh
1.3. PHNG TRNH VI PHN TON PHN. THA S TCH PHN 13
V d 1.2.15. Gii phng trnh x
2
y

= x
2
y
2
+ xy + 1 khi bit mt nghim ring
y
1
(x) =
1
x
.
Gii. t z = y +
1
x
v thay vo phng trnh cho ta thu c phng trnh
z

= z
2

z
x
.
y l phng trnh Bernoulli vi = 2 nn ta t u =
1
z
. Khi ta c phng
trnh tuyn tnh cp 1
u

u
x
= 1.
Gii phng trnh ny ta c nghim u = x(C ln |x|). Suy ra z =
1
x(C ln |x|)
.
Vy nghim ca phng trnh cho l
y =
1
x(C ln |x|)

1
x
.
2) Nu bit hai nghim ring y = y
1
(x) v y = y
2
(x) th ta t z = y y
1
(x).
Khi phng trnh (1.13) a v dng (1.14). Sau ta li t u =
1
z
v phng
trnh (1.14) tr thnh
du
dx
+
_
2p(x)y
1
(x) +q(x)
_
u = p(x). (1.15)
y l phng trnh tuyn tnh cp 1 khng thun nht vi mt nghim ring
u(x) =
1
y
2
(x) y
1
(x)
.
1.3 Phng trnh vi phn ton phn. Tha s tch phn
1.3.1 Phng trnh vi phn ton phn
nh ngha 1.3.1. Phng trnh
M(x, y)dx +N(x, y)dy = 0 (1.16)
c gi l phng trnh vi phn ton phn nu tn ti hm U(x, y) kh vi trn
min D R
2
sao cho
M(x, y)dx +N(x, y)dy = d(U(x, y)). (1.17)
Khi tch phn tng qut ca (1.16) l U(x, y) = C.
Bin son: GVC.ThS. Phan vn Danh
14 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
V d 1.3.1. Cho phng trnh 3(x
2
+
y
3
)dx + (x + 2y)dy = 0. Phng trnh ny
tng ng vi phng trnh d(x
3
) +d(xy) +d(y
2
) = 0 hay d(x
3
+xy +y
2
) = 0.
Suy ra tch phn tng qut ca phng trnh l x
3
+xy +y
2
= C.
nh l 1.3.1. iu kin cn v biu thc vi phn
M(x, y)dx +N(x, y)dy, (1.18)
trong M(x, y), N(x, y) lin tc v khng ng thi trit tiu ti bt k im
no trong min n lin D R
2
v c cc o hm ring
M
y
,
N
x
lin tc trong
min , l mt vi phn ton phn l ng thc
M
y
=
N
x
vi mi (x, y) D. (1.19)
Chng minh. iu kin cn. Gi s (1.18) l mt vi phn ton phn ca hm
U(x, y). Khi
M(x, y)dx +N(x, y)dy =
U
x
dx +
U
y
dy.
Suy ra
M(x, y) =
U
x
v N(x, y) =
U
y
. (1.20)
Ly o hm ng thc (1.20) ta c
M
y
=

2
U
xy
,
N
x
=

2
U
yx
.
Do gi thit cc o hm ring ny lin tc nn ta suy ra
M
y
=
N
x
.
iu kin . Xt phng trnh
U
x
= M(x, y), n c nghim dng
U(x, y) =
_
x
x
0
M(x, y)dx +(y), (1.21)
vi P
0
(x
0
, y
0
) D. V D n lin nn biu thc U(x, y) xc inh bi (1.21) c
ngha. Ta chn (y) sao cho phng trnh
U
y
= N(x, y) c tha mn.
Gi s kh vi, suy ra
U
y
(x, y) =

y
_
x
x
0
M(x, y)dx +

(y).
Bin son: GVC.ThS. Phan vn Danh
1.3.1. Phng trnh vi phn ton phn 15
Theo tnh cht ca tch phn ph thuc tham s ta c
N(x, y) =
_
x
x
0
M
y
(x, y)dx +

(y).
V
M
y
=
N
x
nn

(y) = N(x, y)
_
x
x
0
N
x
(x, y)dx.
Suy ra

(y) = N(x
0
, y). Vy
(y) =
_
y
y
0
N(x
0
, y)dy +C
1
.
V vy tch phn tng qut c dng
U(x, y) =
_
x
x
0
M(x, y
0
)dx +
_
y
y
0
N(x, y)dy +C
1
.
V d 1.3.2. Cho phng trnh
(7x + 3y)dx + (3x 5y)dy = 0.
Gii. V
M
y
=
N
x
= 3 nn y l mt phng trnh vi phn ton phn. V vy
ta cn tm hm U(x, y) sao cho
U
x
= M(x, y). Do ta c th tm hm U(x, y)
nh sau.
U(x, y) =
_
(7x + 3y)dx +(y) =
7x
2
2
+ 3xy +(y).
Suy ra
U
y
= 3x +

(y) = 3x 5y
hay

(y) = 5y do (y) =
5
2
y
2
+C. Vy hm cn tm l
U(x, y) =
7
2
x
2
+ 3xy
5
2
y
2
+C
hay tch phn tng qut ca phng trnh l
7
2
x
2
+ 3xy
5
2
y
2
= C
1
.
Bin son: GVC.ThS. Phan vn Danh
16 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
1.3.2 Tha s tch phn
Trong trng hp (1.16) khng phi l phng trnh vi phn ton phn, nhng nu
ta c th tm c mt hm (x, y) sao cho
(x, y)M(x, y)dx +(x, y)N(x, y)dy = 0 (1.22)
l mt phng trnh vi phn ton phn th hm (x, y) c gi l tha s tch
phn ca phng trnh (1.16).
Vn t ra l c tn ti tha s tch phn cho mt phng trnh vi phn dng
tng qut khng? nh l sau y s tr li cu hi .
nh l 1.3.2. Mi phng trnh vi phn cp mt tha mn iu kin tn ti v
duy nht nghim lun tn ti v s tha s tch phn.
Chng minh. Theo nh l tn ti nghim, phng trnh (1.16) nhn tch phn tng
qut l U(x, y) = C.
Ly tch phn hai v ta c
U
x
dx +
U
y
dy = 0
hay
dy
dx
=
U
x
U
y
.
Mt khc phng trnh (1.16) vi N(x, y) = 0 ta c th vit
dy
dx
=
M(x, y)
N(x, y)
.
Suy ra
U
x
U
y
=
M(x, y)
N(x, y)
hay
U
x
M(x, y)
=
U
y
N(x, y)
.
t
(x, y) =
U
x
M(x, y)
=
U
y
N(x, y)
.
Suy ra phng trnh
(x, y)M(x, y)dx +(x, y)N(x, y)dy = 0
l phng trnh vi phn ton phn.
Bin son: GVC.ThS. Phan vn Danh
1.3.3. Cch tm tha s tch phn 17
By gi ta chng minh c v s tha s tch phn. Gi s
1
(x, y) l mt tha
s tch phn. Khi

1
(x, y)M(x, y)dx +
1
(x, y)N(x, y)dy = d(U(x, y)) = 0,
trong U(x, y) l mt hm kh vi, do U(x, y) = C.
Gi (U) l hm kh vi ty v t (x, y) = (U)
1
(x, y). Ta c
(x, y)M(x, y)dx +(x, y)N(x, y)dy
= (U)
1
(x, y)M(x, y)dx + (U)
1
(x, y)N(x, y)dy
= (U)d(U(x, y)) = d
_
(U)dU = 0.
Vy (x, y) l mt tha s tch phn.
1.3.3 Cch tm tha s tch phn
Ni chung khng c phng php tng qut tm tha s tch phn, m ta ch c
th tm c tha s tch phn trong mt s trng hp c bit. Tht vy gi s
(x, y) l mt tha s tch phn ca phng trnh (1.16), ta c
(M)
y
=
(N)
x
hay
N

x
M

y
=
_
M
y

N
x
_
.
Suy ra
M
y

N
x
= N
ln
x
M
ln
y
. (1.23)
Ta thy rng vic gii phng trnh (1.23) li phc tp hn phng trnh (1.16). V
vy ta ch c th gii phng trnh (1.23) trong mt s trng hp c bit sau.
1) Khi hm = (x), ngha l

y
= 0. T phng trnh (1.23) ta suy ra
d ln
dx
=
M
y

N
x
N
.
Ly tch phn theo bin x, ta c
ln (x) =
_
M
y

N
x
N
+C.
Bin son: GVC.ThS. Phan vn Danh
18 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
Vy
(x) = Ce
_
(x)dx
,
trong (x) =
M
y

N
x
N
. Chn C = 1, ta c tha s tch phn cn tm.
V d 1.3.3. Gii phng trnh (x +y
2
)dx 2xydy = 0.
Gii. Ta c
M
y

N
x
N
=
2
x
.
Suy ra (x) =
1
x
2
. Nhn (x) vi phng trnh cho ta c phng trnh
_
1
x
+
y
2
x
2
_
dx
2y
x
dy = 0.
Ta tm c tch phn tng qut
ln |x|
y
2
x
= C
1
hay x = Ce

y
2
x
.
2) Khi hm = (y) ngha l

x
= 0. T phng trnh (1.23) ta suy ra
d ln
dy
=
M
y

N
x
M
.
Ly tch phn theo bin y ta c
ln (y) =
_
M
y

N
x
M
+C.
Vy
(y) = Ce

_
(y)dy
,
trong (y) =
M
y

N
x
M
. Chn C = 1, ta c tha s tch phn cn tm.
V d 1.3.4. Cho phng trnh (2xy
2
3y
3
)dx + (7 3xy
2
)dy = 0.
Gii. Ta c
M
y

N
x
M
=
2
y
.
Suy ra (y) =
1
y
2
. Nhn (y) vi phng trnh cho ta c phng trnh
(2x 3y)dx +
_
7
y
2
3x
_
dy = 0.
Bin son: GVC.ThS. Phan vn Danh
1.4. MT S PHNG TRNH VI PHN CP MT CHA GII I VI O
HM 19
Ta tm c tch phn tng qut
x
2
3xy
7
y
= C.
1.4 Mt s phng trnh vi phn cp mt cha gii i vi o hm
1.4.1 Phng trnh F(x, y

) = 0 hay F(y, y

) = 0
1.- Phng trnh F(x, y

) = 0
a) Trng hp 1. Phng trnh c a v dng y

= f(x). Khi nghim ca


phng trnh c dng
y =
_
f(x)dx +C.
b) Trng hp 2. Phng trnh c a v dng x = (y

). Khi ta t p = y

th phng trnh tr thnh x = (p).


T
dy
dx
= p suy ra dy = pdx = p

(p)dp. Do
y =
_
p

(p)dp +C.
Vy nghim tng qut ca phng trnh c dng
_
x = (p)
y =
_
p

(p)dp +C.
V d 1.4.1. Gii phng trnh
e
y

+y

= x.
Gii. t p = y

, ta c x = e
p
+p. Suy ra dx = (e
p
+ 1)dp. Khi
dy = pdx = y =
_
p(e
p
+ 1)dp +C
hay y = e
p
(p 1) +
p
2
2
+C. Vy nghim ca phng trnh l
_
_
_
x = e
p
+p
y = e
p
(p 1) +
p
2
2
+C.
Bin son: GVC.ThS. Phan vn Danh
20 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
c) Trng hp 3. Phng trnh c a v dng tham s
_
x = (t)
y

= (t).
Khi
y =
_
y

dx +C =
_
(t)

(t)dt +C.
Vy nghim ca phng trnh l
_
x = (t)
y =
_
(t)

(t)dt +C.
V d 1.4.2. Gii phng trnh
x
3
+y
3
3xy

= 0.
Gii. t y

= tx trong t l tham s. Khi phng trnh trn c a v


dng
_

_
x =
3t
1 +t
3
y

=
3t
2
1 +t
3
.
Tch phn ta c
y =
_
y

dx +C =
_
3t
2
1 +t
3

3(1 +t
3
) 3t 3t
2
(1 +t
3
)
2
dt +C
hay
y =
9
2(1 +t
3
)
2
+
6
1 +t
3
+C.
Vy nghim ca phng trnh l
_

_
x =
3t
1 +t
3
y =
9
2(1 +t
3
)
2
+
6
1 +t
3
+C.
2.- Phng trnh F(y, y

) = 0
a) Trng hp 1. Phng trnh c a v dng y

= f(y). Khi nghim ca


phng trnh c dng
x +C =
_
dy
f(y)
.
Bin son: GVC.ThS. Phan vn Danh
1.4.1. Phng trnh F(x, y

) = 0 hay F(y, y

) = 0 21
Ngoi ra vi y = y
0
l nghim ca phng trnh f(y) = 0 cng l mt nghim
ca phng trnh cho.
b) Trng hp 2. Phng trnh c a v dng y = (y

). Khi ta t p = y

v phng trnh tr thnh y = (p). Suy ra dy =

(p)dp.
T x =
_
dy
y

+C suy ra x =
_

(p)
p
dp +C.
Vy nghim tng qut ca phng trnh c dng
_
_
_
x =
_

(p)
p
dp +C
y = (p).
c) Trng hp 3. Phng trnh c a v dng tham s
_
y = (t)
y

= (t).
Khi
x =
_
dy
y

+C =
_

(t)
(t)
dt +C.
Vy nghim ca phng trnh l
_
_
_
x =
_

(t)
(t)
dt +C
y = (t).
V d 1.4.3. Gii phng trnh
y
3
y
2
(1 y

) = 0.
Gii. t y = ty

trong t l tham s. Khi phng trnh trn c a v dng


_

_
y =
t
3
1 +t
2
y

=
t
2
1 +t
2
.
Suy ra
x =
_
dy
y

+C =
_
3t
2
(1 +t
2
) 2t t
2
(1 +t
2
)
2

1 +t
2
t
3
dt +C
hay
x = t + 2 arctan t +C.
Bin son: GVC.ThS. Phan vn Danh
22 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
Vy nghim ca phng trnh l
_
_
_
x = t + 2 arctan t +C
y =
t
3
1 +t
2
.
1.5 Phng trnh Lagrange v phng trnh Clairaut
1.5.1 Phng trnh Lagrange
nh ngha 1.5.1. Phng trnh Lagrange l phng trnh c dng
y = (y

)x +(y

), (1.24)
trong , l cc hm kh vi lin tc.
Cch gii. t p = y

, phng trnh (1.24) tr thnh


y = (p)x +(p). (1.25)
Suy ra
dy
dx
= p =

(p)
dp
dx
x +

(p)
dp
dx
+(p)
hay
p (p) =
dp
dx
[

(p)x +

(p)].
Khi phng trnh (1.25) tr thnh
dx
dp
=

(p)x +

(p)
p (p)
.
a) Gi s p (p) = 0. Suy ra
dx
dp

(p)x
p (p)
=

(p)
p (p)
. (1.26)
Xem x = x(p) khi phng trnh (1.26) l phng trnh tuyn tnh. Gii phng
trnh (1.26) ta c
x = C f(p) +g(p)
v
y = (p)[Cf(p) +g(p)] +(p).
Nu p (p) = 0 khi gii phng trnh ny ta c nghim p = p
0
. Suy ra
y = (p
0
)x +(p
0
).
Ty trng hp ta c nghim ring hay nghim k d.
Bin son: GVC.ThS. Phan vn Danh
1.5.1. Phng trnh Lagrange 23
V d 1.5.1. Cho phng trnh y = (y

)
2
x + (y

)
2
.
Gii. t p = y

khi y = p
2
x +p
2
.
Suy ra dy = pdx = p
2
dx + (2px + 2p)dp hay p(p 1)dx + 2p(x + 1)dp = 0.
Nu p = 0 v p = 1 th phng trnh trn tng ng vi phng trnh
dx
dp
+
2x
p 1
=
2
1 p
. (1.27)
y l phng trnh tuyn tnh khng thun nht. Gii phng trnh (1.27) ta c
nghim
x =
C
(p 1)
2
1.
Vy nghim ca bi ton l
_

_
x =
C
(p 1)
2
1
y = p
2
C
(p 1)
2
.
Ta c th kh p trong phng trnh trn v tm c nghim ca phng trnh di
dng y = (

x + 1 +C)
2
.
Nu p = 0 th y = 0 l mt nghim ca phng trnh.
Nu p = 1 th y = x + 1 l mt nghim ca phng trnh.
V d 1.5.2. Cho phng trnh y = 2xy

y
3
.
Gii. t p = y

, phng trnh trn tr thnh y = 2xp p


3
. Ly o hm theo x
phng trnh trn, ta c
y

= 2p + 2xp

3p
2
p

= p. (1.28)
Nu p = 0 th y = 0 l nghim ca phng trnh.
Nu p = 0 th ta a phng trnh (1.28) v phng trnh tuyn tnh
dx
dp
+
2
p
x = 3p.
Gii phng trnh ny ta c
x =
C
p
2
+
3
4
p
2
.
Suy ra nghim ca phng trnh l
_

_
x =
C
p
2
+
3
4
p
2
y = 2
C
p
2
+
1
2
p
3
.
c bit nu p (p) 0, khi phng trnh trn tr thnh phng trnh
Clairaut.
Bin son: GVC.ThS. Phan vn Danh
24 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
1.5.2 Phng trnh Clairaut
nh ngha 1.5.2. Phng trnh Clairaut l phng trnh c dng
y = y

x +(y

) (1.29)
trong l hm kh vi lin tc.
gii phng trnh Clairaut, ta cn nghin cu bao hnh ca h cc ng
cong.
nh ngha 1.5.3. Bao hnh ca h cc ng cong trn mt phng l mt ng
cong C m ti mi im ca n, C tip xc vi t nht mt ng cong ca h v
trn mi cung ca n, C tip xc vi v s ng cong ca h ng cong.
Cch tm bao hnh. Gi s phng trnh ca h ng cong trn mt phng c
dng
(x, y, C) = 0. (1.30)
Ta xt h sau
_
_
_
(x, y, C) = 0

C
(x, y, C) = 0.
(1.31)
Kh tham s C ta c bit tuyn ca h (1.30). Bit tuyn c th l bao hnh
ca h m cng c th l qu tch ca cc im k d, ngha l nhng im tha
mn ng thi

x
= 0 v

y
= 0. Trong hnh hc vi phn, ngi ta chng
minh c rng nu h (1.31) c nghim
_
x = x(C)
y = y(C)
(1.32)
v nu x, y l cc hm kh vi lin tc tha iu kin x

C
2
+ y

C
2
= 0 th (1.32) l
bao hnh ca h (1.30).
V d 1.5.3. Cho h ng trn
(x C)
2
+y
2
= R
2
.
Bit tuyn ca h l
_
(x C)
2
+y
2
= R
2
2(x C) = 0.
Bin son: GVC.ThS. Phan vn Danh
1.5.2. Phng trnh Clairaut 25
Kh C ta c y = R. y l bao hnh ca h ng trn cho. Tht vy, ta
c
_
x = C
y = R
l nhng hm kh vi lin tc v x

C
2
+y

C
2
= 1 = 0.
By gi ta tr li vi phng trnh Clairaut v ch ra cch gii phng trnh ny.
t y

= p, ta c y = px + (p), trong l hm kh vi phi tuyn theo p.


Ly o hm theo x ta c
y

= p

x +p +

(p)p

= p.
Rt gn ta c
_
x +

(p)
_
p

= 0.
Nu p

= 0 th p = C. Vy nghim ca phng trnh l y = Cx +(C).


Nu x +

(p) = 0 th x =

(p). T y ta suy ra nghim ca phng trnh


c dng
_
x =

(p)
y = p

(p) +(p).
c bit, nu gii c p = (x) th nghim ca phng trnh s l
y = (x)x +
_
(x)
_
.
Vi nghim ca phng trnh Clairaut nh trn ta tm c
y = Cx +(C). (1.33)
Vy
_
x =

(p)
y = p

(p) +(p).
(1.34)
Ta s chng minh rng (1.34) l bao hnh ca h ng thng (1.33). Tht vy, ta
xt h sau
_
0 = x +

(C)
y = Cx +(C).
(1.35)
Vi C = p th h (1.35) trng vi h (1.34). H ny xc nh bit tuyn ca h
ng thng (1.33). T (1.35) ta suy ra
_
x =

(C)
y = C

(C) +

(C).
(1.36)
Bin son: GVC.ThS. Phan vn Danh
26 Chng 1. Cc khi nim c bn. Cch gii mt s phng trnh cp mt n gin
Theo gi thit hm kh vi phi tuyn nn x

C
=

(C) = 0, hn na
y

C
= x +

(C) = 0. Suy ra x

C
2
+y

C
2
= 0. Vy (1.34) l bao hnh ca h ng
thng (1.33). Khi ti mi im ca ng cong (1.34), tnh duy nht nghim
b ph v v ti c hai ng cong i qua: mt l nghim (1.34) v mt ng
thng ca h (1.33). Vy nghim (1.34) l nghim k d ca phng trnh Clairaut.
V d 1.5.4. Cho phng trnh y = xy

+ 2

.
Gii. t y

= p khi phng trnh cho tr thnh y = px + 2

p.
Nu p

= 0 th phng trnh c nghim y = Cx + 2

C vi C 0.
Nu x = (2

p)

th p =
1
x
2
. Khi nghim ca phng trnh l y =
1
x
.
Vy nghim ca phng trnh cho l
_
_
_
y = C
1
x +C
2
y =
1
x
(nghim k d).
V d 1.5.5. Cho phng trnh y = xy

y
2
.
Gii. t p = y

khi phng trnh cho tr thnh y = px p


2
.
Nu p

= 0 th p = C. Suy ra nghim ca phng trnh ny l y = Cx C


2
.
Nu x = (p

)
2
th p =
x
2
. Khi
y = x
x
2

_
x
2
_
2
=
x
2
4
.
Vy nghim ca phng trnh l
_
_
_
y = C
1
x +C
2
y =
x
2
4
(nghim k d).
Bin son: GVC.ThS. Phan vn Danh
Mc lc
1 S tn ti v duy nht nghim 28
1.1 S tn ti nghim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.1.1 ng gp khc Euler . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
1.1.2 Nghim -xp x . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
1.1.3 B Arzela-Ascoli . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.1.4 nh l Cauchy-Peano . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
1.1.5 nh l v s tn ti nghim ca phng trnh vi phn . . . . . . . . . . . 32
1.2 Tnh duy nht nghim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
1.3 Thc trin nghim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
1.4 Tnh trn ca nghim . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.5 S ph thuc lin tc ca nghim vo iu kin ban u v v phi . . . . . . . . 36
27
Chng 1
S tn ti v duy nht nghim
1.1 S tn ti nghim
Xt phng trnh
dy
dx
= f(x, y). (1.1)
Khi bi ton tm nghim y = y(x) ca phng trnh (2.1) vi iu kin ban u
y(x
0
) = y
0
c gi l bi ton Cauchy.Vn c t ra l:
Bi ton Cauchy c nghim khi no?
Nghim ca bi ton Cauchy c duy nht khng?
tr li nhng cu hi ny, ta s gii quyt mt s vn sau.
1.1.1 ng gp khc Euler
Gi s f(x, y) lin tc trong hnh ch nht D = [x
0
a, x
0
+a] [y
0
b, y
0
+b].
Khi hm f b chn trong hnh ch nht ny.
t
M = max
(x,y)D
|f(x, y)|
v
= min

a,
b
M

.
Vi > 0 cho trc, ta dng ng gp khc Euler nh sau.
V hm f lin tc trn hnh ch nht D nn lin tc u. Do vi mi > 0
cho trc, tn ti > 0 sao cho vi mi (x, y), (x, y) D tha |x x| < v
|y y| < th ta c |f(x, y) f(x, y)| < .
Chia on [x
0
, x
0
+ ] thnh n on nh bi cc im chia x
0
< x
1
< <
x
n
= x
0
+ sao cho
max
1kn
|x
k
x
k1
| min

,

M

.
28
1.1.2. Nghim -xp x 29
T im x
0
, y
0
) ta v ng thng vi h s gc bng f(x
0
, y
0
), ng thng
ny ct ng thng x = x
1
ti im (x
1
, y
1
). on thng ni hai im (x
0
, y
0
) v
(x
1
, y
1
) nm trong tam gic hp bi cc ng thng qua im O(x
0
, y
0
) vi h s
gc M, M v x = x
0
+ (v |f(x, y)| M v = min

a,
b
M

).
T (x
1
, y
1
) ta v ng thng c h s gc bng f(x
1
, y
1
). ng thng ny ct
ng thng x = x
2
ti im (x
2
, y
2
). Tip tc qu trnh trn ta c mt ng
gp khc nm hon ton trong tam gic trn. ng gp khc c gi l
ng gp khc Euler.
1.1.2 Nghim -xp x
nh ngha 1.1.1. Hm (x) xc nh trn [a, b] v c o hm lin tc tng khc
trn [a, b] sao cho vi > 0 cho trc ta c
|

(x) f(x, (x))| < , x [a, b]


c gi l nghim -xp x.
T cch xy dng mc 1.1.1, ta c
(x) = (x
k1
) +f(x
k1
, (x
k1
))(x x
k1
)
x
k1
< x < x
k
, k = 1, 2, . . . , n.
(x
0
) = y
0
Khi ta thy hm xc nh trn [x
0
, x
0
+] v c o hm lin tc tng khc
trn [x
0
, x
0
+].
Ngoi ra do cch xy dng, ta c
|(x) (x)| M|x x|, x, x [x
0
, x
0
+].
Nu x (x
k1
, x
k
) th |(x) (x
k1
)| < (v max
1kn
|x
k
x
k1
| min

,

M

).
Suy ra
|

(x) f(x, (x))| = |f(x


k1
, (x
k1
)) f(x, (x))| < .
Bt ng thc ny chng t l nghim -xp x ca phng trnh (2.1).
Bin son: GVC.ThS. Phan vn Danh
30 Chng 1. S tn ti v duy nht nghim
1.1.3 B Arzela-Ascoli
nh ngha 1.1.2. H F gm cc hm f : I R c gi l lin tc ng bc
trn I nu vi mi s > 0 cho trc, tn ti mt s > 0 sao cho vi mi f F
v vi mi x, x I, vi |x x| < th ta u c |f(x) f(x)| < .
B 1.1.1 (Arzela-Ascoli). Cho h F cc hm xc nh trn I. Nu F l h cc
hm b chn u v lin tc ng bc trn I th tn ti mt dy hm {f
n
}, f
n
F
hi t u v mt hm f xc nh trn I.
Chng minh. Gi s {r
k
} l dy s hu t trn I. Vi r
1
I, tp hp {f(r
1
) : f
F} b chn trong R nn tn ti dy cc hm {f
n
1
} sao cho dy s {f
n
1
(r
1
)} hi
t.
Tng t vi r
2
I, dy {f
n
1
(r
2
)} b chn trong R nn tn ti dy con {f
n
2
}
ca {f
n
1
} sao cho dy s {f
n
2
(r
2
)} hi t.
Tip tc qu trnh ny ta c dy {f
n
k
}, f
n
k
F sao cho dy {f
n
k
(r
k
)} hi t.
n gin ta k hiu f
n
= f
n
n
, n N. Ta chng minh dy {f
n
} hi t u
trn I. Theo cch xy dng trn, dy {f
n
} hi t ti cc im hu t trn I nn
vi r
k
I v mi > 0 cho trc, tn ti n
0
(r
k
) N sao cho vi mi s nguyn
m, n > n
0
(r
k
) ta c
|f
n
(r
k
) f
m
(r
k
)| <

3
. (1.2)
V h F lin tc ng bc trn I nn vi mi > 0 cho trc, tn ti > 0
sao cho vi mi f F v vi mi x, x I m |x x| < ta c
|f(x) f(x)| <

3
. (1.3)
Ta chia I ra thnh p khong sao cho di ln nht ca chng b hn . Khi
, vi mi x I phi thuc mt khong I
k
no . Trn I
k
ta chn s hu t r
k
.
T (1.2) v (1.3) suy ra rng vi mi x I v vi mi m, n > n
0
= max
1kp
n
0
(r
k
),
ta c
|f
n
(x)f
m
(x)| |f
n
(x)f
n
(r
k
)|+|f
n
(r
k
)f
m
(r
k
)|+|f
m
(r
k
)f
m
(x)| < . (1.4)
Vy dy hm {f
n
} hi t u trn I.
1.1.4 nh l Cauchy-Peano
nh l 1.1.1 (Cauchy-Peano). Nu f lin tc trn hnh ch nht D th tn ti mt
nghim kh vi lin tc trn [x
0
, x
0
+ ] ca phng trnh (2.1) tha mn
iu kin u (x
0
) = y
0
.
Bin son: GVC.ThS. Phan vn Danh
1.1.4. nh l Cauchy-Peano 31
Chng minh. Ly dy s thc dng {
n
} n iu gim v 0. Vi mi
n
v on
[x
0
, x
0
+], ta xy dng nghim
n
-xp x
n
cho phng trnh (2.1) tha mn

n
(x
0
) = y
0
. Theo cch xy dng ca
n
ta c
|
n
(x)
n
(x)| M|x x|. (1.5)
Suy ra
|
n
(x)
n
(x
0
)| M|x x
0
| M
b
M
= b, (1.6)
hay |
n
(x)| |
n
(x
0
)| +b = C (hng s), vi mi x [x
0
, x
0
+].
Vy {
n
} b chn u trn [x
0
, x
0
+]. Hn na, t (1.5) suy ra h {
n
} lin
tc ng bc. Theo b Arzela-Ascoli, 1.1.1, tn ti dy con {
n
k
} hi t u
v hm trn [x
0
, x
0
+]. Do xc nh, lin tc trn [x
0
, x
0
+].
By gi ta chng minh l nghim ca phng trnh (2.1) v tha mn (x
0
) =
y
0
. Ta c

n
(x) =
n
(x
0
) +

x
x
0

n
(t)dt
= y
0
+

x
x
0
[f(t,
n
(t)) +

n
(t) f(t,
n
(t))] dt
= y
0
+

x
x
0
[f(t,
n
(t)) +
n
(t)] dt,
trong

n
(t) =

n
(t) f(f,
n
(t)) ti cc im c

n
0 ti cc im cn li.
V
n
l nghim
n
-xp x nn |
n
(t)| <
n
. Do f lin tc u trn D v dy
{
n
k
} hi t u n trn [x
0
, x
0
+ ] nn ta c th chuyn qua gii hn
ng thc sau

n
k
(x) = y
0
+

x
x
0
[f(t,
n
k
(t)) +
n
k
(t)]dt
v ta c
(x) = y
0
+

x
x
0
f(t, (t))dt. (1.7)
T (1.7) ta suy ra (x
0
) = y
0
v

(x) = f(x, (x)).


Vy l nghim ca phng trnh (2.1) v tha mn (x
0
) = y
0
.
Bin son: GVC.ThS. Phan vn Danh
32 Chng 1. S tn ti v duy nht nghim
1.1.5 nh l v s tn ti nghim ca phng trnh vi phn
nh l 1.1.2. Cho f l mt hm lin tc trn min D v (x
0
, y
0
) D. Khi tn
ti nghim ca phng trnh vi phn (2.1) tha iu kin u (x
0
) = y
0
.
1.2 Tnh duy nht nghim
nh ngha 1.2.1. Hm f : G R
2
R t tng ng mi (x, y) vi mt s
f(x, y) c gi l hm s Lipschitz i vi y nu tn ti hng s k dng sao
cho
|f(x, y) f(x, y)| k|y y|
vi mi (x, y), (x, y) G.
nh l 1.2.1 (Picard). Cho phng trnh vi phn (2.1)
dy
dx
= f(x, y)
vi iu kin u y(x
0
) = y
0
. Gi s hm s f lin tc trn hnh ch nht
D = [x
0
a, x
0
+a] [y
0
b, y
0
+b] v Lipschitz i vi y trong D. Khi bi
ton tn ti duy nht nghim C
1
[x
0
,x
0
+]
, trong
= min

a,
b
M

, vi M = max
D
|f(x, y)|.
Chng minh. Tm hm y = (x) tha phng trnh (2.1) v tha mn iu kin
u y(x
0
) = y
0
tng ng vi bi ton tm hm y = (x) tha phng trnh
(x) = y
0
+

x
x
0
f(t, (t))dt. (1.8)
Ta chn sao cho k < 1. Trong khng gian C = C
1
[x
0
,x
0
+]
vi metric xc
nh nh sau
d(y
1
, y
2
) = max
|xx
0
|
|y
1
(x) y
2
(x)|.
Xt tp con C

ca C sao cho
|y(x) y
0
| b, vi mi x [x
0
, x
0
+].
Khi C

l mt khng gian metric y . Tht vy, gi s dy {y


n
} C

l dy
Cauchy, khi dy {y
n
} hi t v y C (v C vi metric trn l mt khng gian
y ).
Bin son: GVC.ThS. Phan vn Danh
1.3. THC TRIN NGHIM 33
Mt khc ta c
|y
n
(x) y
0
| b, vi mi x [x
0
, x
0
+].
Suy ra y C

.
Xt nh x A : C

C xc nh nh sau
Ay(x) = y
0
+

x
x
0
f(t, y(t))dt, vi mi x [x
0
, x
0
+].
Vi mi x [x
0
, x
0
+], ta c
|Ay(x) y
0
| =

x
x
0
f(t, y(t))dt

x
x
0
Mdt = M|x x
0
|
M b.
Suy ra Ay C

. iu chng t A : C

.
By gi ta chng minh A l nh x co. Ta c
d(Ay
1
, Ay
2
) = max
|xx
0
|
|Ay
1
(x) Ay
2
(x)|
= max
|xx
0
|

x
x
0

f(t, y
1
(t)) f(t, y
2
(t))

dt

max
|xx
0
|

x
x
0
k|y
1
(t) y
2
(t)|dt
max
|xx
0
|
k d(y
1
, y
2
)|x x
0
|
k d(y
1
, y
2
) = d(y
1
, y
2
), (0 < < 1).
Theo nguyn l nh x co tn ti duy nht y C

sao cho Ay = y. Hm y ny
tha mn (1.8). y l nghim ca bi ton cn tm.
1.3 Thc trin nghim
Nu hm f lin tc trn min D ca mt phng (xOy) th phng trnh vi phn
dy
dx
= f(x, y)
c nghim xc nh trong khong hu hn (a, b) v i qua im (x
0
, y
0
) D, trong
a < x
0
< b.
Bin son: GVC.ThS. Phan vn Danh
34 Chng 1. S tn ti v duy nht nghim
By gi ta xt xem vi iu kin no th nghim ca phng trnh c th thc
trin c, ngha l c th tm c xc nh trn (a
1
, b
1
) (a, b) v trng vi
hm trn (a, b).
Ta chng minh rng:
1) Nu hm f lin tc trn D, b chn trong D v (b 0) = lim
xb0
(x), trong
(b, (b 0)) D th nghim c th thc trin c n im b.
Tht vy, theo gi thit
(x) = y
0
+

x
x
0
f(t, (t))dt, x (a, b). (1.9)
T suy ra rng nu x
1
, x
2
(a, b) th
|(x
0
) (x
2
)|

x
2
x
1
|f(t, (t))|dt M|x
2
x
1
|.
Cho x
1
, x
2
a + 0 (hay b 0). Khi theo tiu chun Cauchy, cc gii hn sau
tn ti.
(a + 0) = lim
xa+0
(x), (b 0) = lim
xb0
(x).
Nu (b, (b 0)) D th t
(x) =

(x) nu x (a, b)
(b 0) nu x = b.
Khi l nghim ca phng trnh vi phn. Hn na, C
1
trn (a, b].
Tht vy,
(x) =

x
x
0
f(t, (t))dt, x (a, b]. (1.10)
T suy ra s tn ti o hm tri

ca ti b v

(b 0) = f(b, (b 0)).
Hm l nghim thc trin ca trn (a, b].
2) Ta tip tc thc trin nghim . p dng nh l tn ti nghim i vi
phng trnh vi phn vi im u (b, (b 0)) ta c nghim C
1
i qua
im (b, (b 0)) v xc nh trn [b, b +] ( > 0). Khi ta xt hm
=

nu x (a, b]
(x) nu x [b, b +].
Bin son: GVC.ThS. Phan vn Danh
1.4. TNH TRN CA NGHIM 35
By gi ta s chng minh l nghim ca phng trnh vi phn trn (a, b + ],
ngha l C
1
v (x
0
) = y
0
. Mun vy ta phi chng minh rng
(x) = y
0
+

x
x
0
f(t, (t))dt, x (a, b +]. (1.11)
Vi a < x b (1.11) ng.
Vi x > b theo cch xy dng ta c
(x) = (b 0) +

x
b
f(t, (t))dt.
Nhng
(b 0) = y
0

b
x
0
f(t, (t))dt,
nn (1.11) ng vi x > b. V lin tc nn f(x, (x)) lin tc. Ly o hm hai
v ca (1.11) ta c

(x) = f(x, (x)), x (a, b +].


nh l 1.3.1. Gi s f lin tc v b chn trn D. Nu l nghim ca phng
trnh vi phn th tn ti gii hn (a + 0) v (b 0). Nu (a, (a + 0)) D th
c th thc trin v bn tri a. Nu (b, (b 0)) D th c th thc trin v
bn phi b.
1.4 Tnh trn ca nghim
Xt phng trnh
dy
dx
= f(x, y)
trn hnh ch nht D.
nh l 1.4.1. Nu f c cc o hm ring lin tc theo x v y n cp k (k > 0)
trn D th mi nghim ca phng trnh c o hm lin tc n cp k + 1 trn
[x
0
a, x
0
+a].
Chng minh. Gi s y(x) l nghim bt k ca phng trnh. Khi ta c
y

(x) = f(x, y(x)). (1.12)


V y(x) tha mn phng trnh ang xt nn c cc o hm lin tc theo x. Hn
na do f lin tc theo x v y nn y

(x) lin tc theo x.


Bin son: GVC.ThS. Phan vn Danh
36 Chng 1. S tn ti v duy nht nghim
Gi s k 1. Khi v phi ca (1.12) c o hm lin tc theo x. V vy v
tri c o hm lin tc ngha l y

lin tc v
y

(x) = f

x
(x, y(x)) +f

y
(x, y(x)) y

(x).
Tip tc lp lun nh trn ta suy ra kt lun.
1.5 S ph thuc lin tc ca nghim vo iu kin ban u v
v phi
nh l 1.5.1. Nu f(x, y) lin tc v gii ni trong min D v ti mi im trong
(x
0
, y
0
) ca min c duy nht nghim th nghim ph thuc lin tc vo v
phi f(x, y) v im (x
0
, y
0
).
Chng minh. Gi s ti im (x
0
, y
0
) D c nghim y
0
(x) ca phng trnh (1.12)
i qua v xc nh trn on [a, b]. Khi vi mi > 0 tn ti > 0 sao cho khi
|y
0
y
0
| < , |x
0
x
0
| < , |f(x, y) f(x, y)| < (f(x, y) l hm lin tc trn
G D) th nghim y
0
(x) ca phng trnh
y

= f(x, y)
i qua im (x
0
, y
0
) s tn ti trn ton [a, b] v tha mn
|y
0
(x) y
0
(x)| < , x [, ].
Bng phn chng, gi s iu trn khng ng. Khi tn ti mt s
0
> 0
v mt dy {y
n
(x)} nghim ca phng trnh y

= f
n
(x, y) vi iu kin u
y(x
n
) = y
n
, trong x
n
x
0
, y
n
y
0
, sup |f
n
f| 0(n ) sao cho khi
thc trin nghim trn [a, b] th bt ng thc
|y
n
(x) y
0
(x)|
0
(1.13)
khng cn ng na.
Gi s M l mt s thc no sao cho M sup |f(x, y)| trn G. Ta xt hnh
ch nht
R = {(x, y) : |x x
0
| , |y y
0
| M}
nm trong D. Khi vi n ln, cc hm y
0
(x) v y
n
(x) s xc nh trn
on [x
0
, x
0
+ ]. Ta chng minh rng vi mi > 0 v n ln, ta c
|y
n
(x) y
0
(x)| < vi mi x [x
0
, x
0
+]. Tht vy, gi s iu khng
xy ra. Khi tn ti mt s > 0 v mt dy {k
n
} sao cho vi mi n 1 v
vi x
n
no thuc on [x
0
, x
0
+], ta c
|y
k
n
(x
n
) y
n
(x
n
)| . (1.14)
Bin son: GVC.ThS. Phan vn Danh
1.5. S PH THUC LIN TC CA NGHIM VO IU KIN BAN U V V PHI 37
Dy hm {y
n
(x)} b chn u v khi n ln, y
n
c o hm b chn nn vi
nhng n ta c
|y
n
(x) y
n
(x) M|x x|.
V vy dy hm {y
k
n
} ng lin tc v b chn u nn theo nh l Azela-
Ascoli, tn ti dy con y

k
n
hi t u v nghim ca phng trnh (1.12) v i qua
im (x
0
, y
0
). Do tnh duy nht nghim, suy ra nghim ny chnh l nghim y
0
.
iu ny mu thun vi bt ng thc (1.14). Vy |y
n
(x) y
0
(x)| < , vi mi
x [x
0
, x
0
+] vi mi n ln.
By gi xt hnh ch nht Q
1
= {(x, y) : |x x
1
0
|
1
, |y y
1
0
| M
1
}
nm trong D, y x
1
0
= x
0
, y
1
0
= y
0
(x
1
0
). Theo chng minh trn vi n ln
th im (x
1
0
, y
n
(x
1
0
)) kh gn im (x
0
, y
0
). L lun nh trn cho nghim y
0
(x) v
y
n
(x) trn on [x
1
0

1
, x
1
0
+ 1] ta c |y
n
(x) y
0
(x)| < , nu n ln. Gi
s [a, b] l on sao cho ng cong y = y
0
(x), x [a, b] nm trong D. Tip tc
lp lun nh trn ta lp c cc hnh ch nht Q
n
nm trong D (vi n ln),
Q
n
= {(x, y) : |x x
n
0
|
n
, |y y
n
0
| M
n
},
trong x
n
0
= x
n1
0

n1
, y
n
0
= y
0
(x
n
0
). Khi ta chng minh c bt ng thc
(1.13) nghim ng trn on [a, b] vi n ln. V qu trnh trn ta ch dng mt
s hu hn hnh ch nht Q
n
, iu ny mu thun vi gi thit phn chng. Vy
nh l c chng minh.
Bin son: GVC.ThS. Phan vn Danh
Mc lc
3 Phng trnh vi phn cp cao 39
3.1 nh l tn ti v duy nht nghim i vi phng trnh vi phn
cp cao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
3.2 Phng trnh vi phn tuyn tnh thun nht . . . . . . . . . . . . . 41
3.2.1 Khi nim phng trnh vi phn tuyn tnh thun nht cp
cao . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.2.2 Mt s tnh cht ca nghim phng trnh thun nht . . . 42
3.2.3 S ph thuc tuyn tnh v c lp tuyn tnh ca hm . . 43
3.2.4 nh thc Wronski . . . . . . . . . . . . . . . . . . . . . . 44
3.2.5 H nghim c bn. Nghim tng qut . . . . . . . . . . . 45
3.3 Phng trnh tuyn tnh khng thun nht . . . . . . . . . . . . . . 46
3.4 Phng trnh vi phn tuyn tnh vi h s hng . . . . . . . . . . . 47
3.4.1 Phng trnh vi phn tuyn tnh cp hai i vi h s hng 47
3.4.2 Phng trnh vi phn tuyn tnh thun nht cp cao vi h
s hng . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.5 Phng trnh vi phn tuyn tnh cp hai khng thun nht . . . . . 52
3.5.1 Phng php h s bt nh . . . . . . . . . . . . . . . . . 52
3.5.2 Phng php bin thin hng s . . . . . . . . . . . . . . . 56
3.5.3 Tm h nghim c bn khi bit mt nghim . . . . . . . . 59
3.6 S dao ng nghim ca phng trnh tuyn tnh thun nht cp hai 65
3.6.1 a phng trnh v dng khng cha o hm cp mt . 65
3.6.2 a phng trnh v dng lin hp . . . . . . . . . . . . . 68
3.6.3 Nghim dao ng v nghim khng dao ng . . . . . . . 69
38
Chng 3
Phng trnh vi phn cp cao
3.1 nh l tn ti v duy nht nghim i vi phng trnh vi
phn cp cao
nh ngha 3.1.1. Phng trnh vi phn cp n l phng trnh c dng
F(x, y, y

, y

, . . . , y
(n)
= 0, (3.1)
trong nht thit phi c mt y
(n)
.
Gi s hm F lin tc theo cc bin v ti im (x
0
, y
0
, y

0
, . . . , y
(n)
0
) tha mn
cc iu kin
i) F(x
0
, y
0
, y

0
, . . . , y
(n)
0
) = 0;
ii)
F
y
(n)
(x
0
, y
0
, y

0
, . . . , y
(n)
0
) = 0;
iii)
F
y
(n1)
lin tc.
Khi theo nh l hm n, ta c th gii c
y
(n)
= f(x, y, y

, y

, . . . , y
(n1)
). (3.2)
Nghim tng qut ca phng trnh (3.1) l mt biu thc
y = (x, C
1
, . . . , C
n
)
ph thuc vo n hng s c lp C
1
, . . . , C
n
m khi thay vo phng trnh (3.1)
ta c mt ng nht thc.
Nhiu khi gii phng trnh (3.1) ta i n biu thc dng
(x, C
1
, . . . , C
n
) = 0.
39
40 Chng 3. Phng trnh vi phn cp cao
nh l 3.1.1. Gi s trong min D R
n+1
, hm f(x, u
1
, u
2
, . . . , u
n
) lin tc v
tha mn iu kin Lipschitz theo u
1
, u
2
, . . . , u
n
. Khi vi bt k im trong
(x
0
, y
0
, y

0
, . . . , y
(n1)
0
) D, phng trnh (3.2) tn ti duy nht nghim y = y(x)
tha mn iu kin u
y(x
0
) = y
0
, y

(x
0
) = y

0
, . . . , y
(n1)
0
(x
0
) = y
(n1)
0
(3.3)
trn mt on [x
0
, x
0
+ ].
H qu 3.1.1. Nu hm f(x, u
1
, u
2
, . . . , u
n
) cng cc o hm ring lin tc trn
min D R
n+1
no th phng trnh (3.2) tn ti duy nht nghim tha iu
kin u (3.3).
Nhn xt 3.1.1. Ta c th a phng trnh vi phn cp n v h phng trnh vi
phn cp 1 bng cch t
_

_
y = y
1
y

=
dy
1
dx
= y
2
y

2
=
dy
2
dx
= y
3
. . . . . . . . .
y

n1
=
dy
n1
dx
= y
n
.
(3.4)
Thay vo (3.2) ta c
_

_
dy
1
dx
= y
2
dy
2
dx
= y
3
. . . . . .
dy
n
dx
= f(x, y
1
, y
2
, . . . , y
n
).
V d 3.1.1. Phng trnh vi phn cp 3
y

= xy

+ y
2
+ y.
Ta c th a phng trnh trn v h ba phng trnh bng cch t
_

_
y = y
1
dy
dx
=
dy
1
dx
= y
2
d
2
y
dx
2
=
dy
2
dx
= y
3
ta c
_

_
dy
1
dx
= y
2
dy
2
dx
= y
3
dy
3
dx
= xy
3
+ y
2
2
+ y
1
.
Bin son: GVC.ThS. Phan vn Danh
3.2. PHNG TRNH VI PHN TUYN TNH THUN NHT 41
H(3.4) l mt dng c bit ca h phng trnh
_

_
dy
1
dx
= f
1
(x, y
1
, y
2
, . . . , y
n
)
dy
2
dx
= f
2
(x, y
1
, y
2
, . . . , y
n
)
. . . . . . . . . . . . . . . . . . . . .
dy
n
dx
= f
n
(x, y
1
, y
2
, . . . , y
n
).
3.2 Phng trnh vi phn tuyn tnh thun nht
3.2.1 Khi nim phng trnh vi phn tuyn tnh thun nht cp cao
nh ngha 3.2.1. Phng trnh vi phn tuyn tnh cp n c dng tng qut l
a
0
(x)y
(n)
+ a
1
(x)y
(n1)
+ + a
n
(x)y = f(x) (3.5)
trong y
(k)
l cc o hm cp k ca y theo bin x, cn a
0
(x), a
1
(x), . . . , a
n
(x), f(x)
l nhng hm s bt k ca x. Ta gi thit cc hm s ny lin tc trn mt khong
(a, b) no .
Nu f(x) 0 th phng trnh
a
0
(x)y
(n)
+ a
1
(x)y
(n1)
+ + a
n
(x)y = 0
c gi l phng trnh thun nht, cn khi f(x) 0 th phng trnh (3.5) c
gi l phng trnh khng thun nht.
Khi cc hm s a
0
(x), a
1
(x), . . . , a
n
(x) l nhng hm hng th ta gi phng
trnh (3.5) l phng trnh vi phn tuyn tnh vi h s hng.
Bin son: GVC.ThS. Phan vn Danh
42 Chng 3. Phng trnh vi phn cp cao
Nhn xt 3.2.1. Khi a
0
(x) = 0 trn (a, b) th trn khong ny phng trnh (3.5)
tng ng vi
y
(n)
+ p
1
(x)y
(n1)
+ + p
n1
y

+ p
n
(x)y = g(x) (3.6)
trong p
i
(x) =
a
i
(x)
a
0
(x)
v g(x) =
f(x)
a
0
(x)
.
Khi cc hm s p
1
(x), p
2
(x), . . . , p
n
(x).g(x) lin tc trn (a, b) th bi ton
Cauchy ca phng trnh (3.6) s c nghim duy nht trn min (a, b) R
n
. V
vy t nay v sau ta ch nghin cu phng trnh dng (3.6).
3.2.2 Mt s tnh cht ca nghim phng trnh thun nht
Trc tin ta nghin cu mt s tnh cht ca nghim phng trnh vi phn tuyn
tnh thun nht
y
(n)
+ p
1
(x)y
(n1)
+ + p
n1
(x)y

+ p
n
(x)y = 0 (3.7)
trn mt khong (a, b).
Vi mi hm kh vi cp n trn (a, b), t
L[y] = y
(n)
+ p
1
(x)y
(n1)
+ + p
n1
(x)y

+ p
n
(x)y.
Ta c
L[y
1
+ y
2
] = (y
1
+ y
2
)
(n)
+ p
1
(x)(y
1
+ y
2
)
(n1)
+ +
+ p
n1
(x)(y
1
+ y
2
)

+ p
n
(x)(y
1
+ y
2
)
L[y
1
+ y
2
] = y
(n)
1
+ y
(n)
2
+ p
1
(x)(y
(n1)
1
+ y
(n1)
2
) + +
+ p
n1
(x)(y

1
+ y

2
) + p
n
(x)(y
1
+ y
2
)
= L[y
1
] + L[y
2
].
Nu C R th
L[Cy] = (Cy)
(n)
+ p
1
(x)(Cy)
(n1)
+ + p
n1
(x)(Cy)

+ p
n
(x)(Cy) = CL[y].
Vy L l mt nh x tuyn tnh t khng gian vect cc hm s kh vi cp n
trn khong (a, b) vo khng gian cc hm s xc nh trn [a, b].
Da vo tnh tuyn tnh ca L, ta suy ra cc khng nh sau.
Mnh 3.2.1. a) Nu (x) l mt nghim ca phng trinh vi phn tuyn tnh
thun nht (3.7) v C l mt hng s ty th C(x) cng l nghim ca (3.7).
Nu
1
(x),
2
(x), . . . ,
k
(x) l cc nghim ca (3.7) th
C
1

1
(x) + C
2

2
(x) + + c
k

k
(x)
cng l nghim ca (3.7), trong C
1
, C
2
, . . . , C
k
l cc hng s ty .
Ni cch khc, tp hp cc nghim ca phng trnh (3.7) to thnh mt khng
gian vect.
Bin son: GVC.ThS. Phan vn Danh
3.2.3. S ph thuc tuyn tnh v c lp tuyn tnh ca hm 43
3.2.3 S ph thuc tuyn tnh v c lp tuyn tnh ca hm
Gi s ta c mt h cc hm s cng xc nh trn khong (a, b).
nh ngha 3.2.2. H cc hm
1
,
2
, . . . ,
k
c gi l ph thuc tuyn tnh trn
khong (a, b) nu tn ti cc hng s c
1
, c
2
, . . . , c
k
khng ng thi bng khng
sao cho
c
1

1
(x) + c
2

2
(x) + + c
k

k
(x) 0 (3.8)
trn (a, b).
Mt h khng phi ph thuc tuyn tnh c gi l c lp tuyn tnh. Vy
mt h hm
1
(x),
2
(x), . . . ,
k
(x) c lp tuyn tnh trn (a, b) nu v ch nu
(??) xy ra khi c
1
= c
2
= = c
k
= 0.
V d 3.2.1. a) H {sin x, cos x} c lp tuyn tnh trn mi khong.
b) H {1, x, x
2
, . . . , x
k
} c lp tuyn tnh trn mi khong (a, b) v nu c
1
, c
2
, . . . , c
k+1
khng ng thi bng 0 th c
1
+c
2
x + +c
k+1
x
k
l mt a thc nn c hu hn
nghim. Do
c
1
+ c
2
x + + c
k+1
x
k
0
trn mi khong (a, b).
c) Nu
1
,
2
, . . . ,
k
l cc s i mt khc nhau th h {e

1
x
, e

2
x
, . . . , e

k
x
}
l c lp tuyn tnh trn mi khong (a, b). Tht vy gi s tn ti (, ) v cc
hng s (
1
,
2
, . . . ,
k
) sao cho

1
e

1
x
+
2
e

2
x
+ +
k
e

k
x
0 (3.9)
trn (, ). Chia hai v ca (3.9) cho e

1
x
ri ly o hm ng nht thc ny, ta
c

2
(
2

1
)e
(
2

1
)x
+ +
k
(
k

1
)e
(
k

1
)x
0.
Tip tc chia hai v ca ng nht thc ny cho e
(
2

1
)x
ri ly o hm, ta i
n

3
(
3

1
)(
3

2
)e
(
3

2
)x
+ +
k
(
k

2
)e
(
k

2
)x
0.
C nh vy mi, cui cng ta c ng nht thc

k
(
k

1
)(
k

2
) (
k

k1
)e
(
k

k1
)x
0.
T y suy ra
k
= 0 vi k.
H {1, sin
2
x, cos
2
x, e
x
} ph thuc tuyn tnh v nu chn c
1
= c
3
= 1, c
2
=
1, c
4
= 0 ta s c
c
1
1 + c
2
sin
2
x + c
3
(cos
2
x) + c
4
e
x
= 1 sin
2
x cos
2
x + 0 e
x
0.
Bin son: GVC.ThS. Phan vn Danh
44 Chng 3. Phng trnh vi phn cp cao
3.2.4 nh thc Wronski
Vic nghin cu s c lp tuyn tnh ca mt h hm s n gin hn khi ta dng
nh thc Wronski. Cho
1
(x),
2
(x), . . . ,
k
(x) l cc hm kh vi ti cp k 1
trn (a, b). Khi nh thc
W[
1
,
2
, . . . ,
k
](x) =

1
(x)
2
(x) . . .
k
(x)

1
(x)

2
(x) . . .

k
(x)
. . . . . . . . . . . .

(k1)
1
(x)
(k1)
2
(x) . . .
(k1)
k
(x)

c gi l nh thc Wronski ca h hm trn.


V d 3.2.2. H {x, sin x, cos x} c nh thc Wronski l
W =

x sin x cos x
1 cos x sin x
0 sin x cos x

= x.
nh l 3.2.1. Gi s h hm {
1
(x),
2
(x), . . . ,
k
(x)} kh vi ti cp k 1 trn
(a, b) v h ny ph thuc tuyn tnh trn khong ny. Khi nh thc Wronski
ca h s ng nht bng 0 trn (a, b).
H qu 3.2.1. Nu nh thc Wronski ca h hm {
1
(x),
2
(x), . . . ,
k
(x)} khc
0 d ch ti mt im ca (a, b) th h hm trn c lp tuyn tnh trn (a, b).
V d 3.2.3. H {x, sin x, cos x} c lp tuyn tnh trn mi khong (a, b). (Xem
v d 3.2.2.
Nhn xt 3.2.2. nh l 3.2.1 ch l iu kin cn ch khng phi l iu kin .
Chng hn h hm
y
1
(x) =
_
(x 1)
2
nu 0 x 1
0 nu 1 < x 2,
y
2
(x) =
_
0 nu 0 x 1
(x 1)
2
nu 1 < x 2
c W[y
1
, y
2
] 0 trn [0, 2] nhng y
1
(x), y
2
(x) c lp tuyn tnh trn [0, 2].
Tuy nhin i vi h n nghim ca phng trnh vi phn tuyn tnh cp n, nh
thc Wronski ca h s ng nht bng 0 trn (a, b) cng chnh l iu kin cn
v nh ta thy di y.
Bin son: GVC.ThS. Phan vn Danh
3.2.5. H nghim c bn. Nghim tng qut 45
nh l 3.2.2. Gi s y
1
, y
2
, . . . , y
n
l n nghim ca phng trnh vi phn tuyn
tnh thun nht cp n 3.7. iu kin cn v h hm trn ph thuc tuyn
tnh trn (a, b) l nh thc Wronski ca h ng nht bng khng trn khong
ny. Ni cch khc, nh thc Wronski ca n nghim ca mt phng trnh vi phn
tuyn tnh cp n s ng nht bng khng hoc khc khng ti mi im.
3.2.5 H nghim c bn. Nghim tng qut
nh ngha 3.2.3. H gm n nghim c lp tuyn tnh ca phng trnh tuyn
tnh thun nht cp n c gi l h nghim c bn ca phng trnh .
By gi ta kho st h nghim c bn ca phng trnh tuyn tnh thun nht
y
(n)
+ p
1
(x)y
(n1)
+ + p
n1
(x)y

+ p
n
(x)y = 0 (3.10)
trong cc h s p
1
(x), p
2
(x), . . . , p
n
(x) l nhng hm lin tc trn khong (a, b).
nh l 3.2.3. Vi mi ma trn vung khng suy bin A cp n, tn ti mt h
nghim c bn ca phng trnh (3.10) c nh thc Wronski ti im x
0
(a, b)
cho trc bng det A. Do mi phng trnh vi phn tuyn tnh thun nht u
c v s h nghim c bn.
Chng minh. Ly ty x
0
(a, b). Do phng trnh (3.10) c duy nht nghim
trn (a, b) R
n
nn tn ti nghim y
1
(x), y
2
(x), . . . , y
n
(x) tha mn iu kin u
y
1
(x
0
) = a
11
, y

1
(x
0
) = a
21
, . . . y
(n1)
1
(x
0
) = a
n1
y
2
(x
0
) = a
11
, y

2
(x
0
) = a
21
, . . . y
(n1)
2
(x
0
) = a
n2
. . . . . . . . . . . .
y
n
(x
0
) = a
11
, y

n
(x
0
) = a
21
, . . . y
(n1)
n
(x
0
) = a
nn
.
R rng nh thc Wronski ca h nghim ny ti im x
0
l
W[y
1
, y
2
, . . . , y
n
](x
0
) =

a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
. . . . . . . . . . . .
a
n1
a
n2
. . . a
nn

= det A = 0.
Do h nghim trn l h nghim c bn ca phng trnh (3.10). V c v s
nh thc A (cng nh im x
0
) nh vy nn phng trnh c v s h nghim c
bn.
Bin son: GVC.ThS. Phan vn Danh
46 Chng 3. Phng trnh vi phn cp cao
nh l 3.2.4. Gi s {y
1
, y
2
, . . . , y
n
} l mt h nghim c bn ca phng trnh
vi phn tuyn tnh thun nht cp n (3.10). Khi biu thc
y(x) = C
1
y
1
(x) + C
2
y
2
(x) + + C
n
y
n
(x)
trong C
1
, C
2
, . . . , C
n
l cc hng s s cho ta nghim tng qut ca phng
trnh (3.10).
nh l 3.2.5. Mi h gm n + 1 nghim ca phng trnh tuyn tnh thun nht
cp n u ph thuc tuyn tnh.
Nhn xt 3.2.3. T cc nh l ny ta suy ra tp nghim ca phng trnh vi
phn tuyn tnh thun nht cp n to thnh mt khng gian vect n chiu. Mi h
nghim c bn chnh l mt c s ca khng gian nghim.
3.3 Phng trnh tuyn tnh khng thun nht
Trong phn ny ta s xt mt s tnh cht v cu trc nghim ca phng trnh vi
phn tuyn tnh khng thun nht
L[y] = y
(n)
+ p
1
(x)y
(n1)
+ + p
n1
(x)y

+ p
n
(x)y = f(x) (3.11)
trong cc hm s p
1
(x), p
2
(x), . . . , f(x) lin tc trn (a, b). Da vo tnh cht
tuyn tnh ca ton t L ta d dng suy ra cc tnh cht sau.
a) Nu z(x) l nghim ca phng trnh tuyn tnh thun nht
L[y] = y
(n)
+ p
1
(x)y
(n1)
+ + p
n1
(x)y

+ p
n
(x)y = 0 (3.12)
cn y
1
l nghim ca phng trnh khng thun nht (3.11) th y(x) = y
1
(x) +z(x)
cng l nghim ca phng trnh khng thun nht (3.11) v
L[y] = L[y
1
+ z] = L[y
1
] + L[z] = f(x) + 0 = f(x).
Nu phng trnh L[y] = f
1
(x) c nghim y
1
(x) v phng trnh L[y] f
2
(x)
c nghim y
2
(x) th phng trnh L[y] = f
1
(x) + f
2
(x) c nghim y
1
(x) + y
2
(x).
Tnh cht ny gi l nguyn l chng cht nghim.
nh l 3.3.1. Gi s {y
1
(x), y
2
(x), . . . , y
n
(x)} l mt nghim c bn ca phng
trnh thun nht cp n L[y] = 0 v y

(x) l mt nghim ring no ca phng


trnh L[y] = f(x). Khi
y(x) = C
1
y
1
(x) + C
2
y
2
(x) + + C
n
y
n
(x) + y

(x)
Bin son: GVC.ThS. Phan vn Danh
3.4. PHNG TRNH VI PHN TUYN TNH VI H S HNG 47
s l nghim tng qut ca ca phng trnh khng thun nht L[y] = f(x). Ni
cch khc nghim tng qut ca phng trnh khng thun nht bng nghim tng
qut ca phng trnh thun nht cng vi nghim ring ca phng trnh khng
thun nht.
Nh vy, tm nghim tng qut ca phng trnh khng thun nht, ta tin
hnh theo hai bc sau.
Bc 1. Tm mt nghim c bn ca phng trnh thun nht tng ng.
Bc 2. Tm mt nghim ring ca phng trnh khng thun nht.
Nghim tng qut ca phng trnh khng thun nht bng tng ca nghim tng
qut ca phng trnh thun nht vi mt nghim ring ca phng trnh khng
thun nht.
V d 3.3.1. Xt phng trnh
y

+ 4y = e
x
.
Gi s ta bit c rng phng trnh thun nht tng ng
y

+ 4y = 0
c cc nghim y
1
(x) = cos 2x, y
2
(x) = sin 2x. D dng kim tra c hai nghim
ny c lp tuyn tnh (v nh thc Wronski) ca chng khc 0) nn y l mt
h nghim c bn ca phng trnh thun nht v y

(x) =
1
5
e
x
l mt nghim
ring ca phng trnh khng thun nht. Do phng trnh khng thun nht c
nghim tng qut l
y(x) = C
1
cos 2x + C
2
sin 2x +
1
5
e
x
, C
1
, C
2
R.
Ch . Ging nh phng trnh khng thun nht, phng php tm nghim
tng qut vt ht tt c cc nghim ca n.
3.4 Phng trnh vi phn tuyn tnh vi h s hng
3.4.1 Phng trnh vi phn tuyn tnh cp hai i vi h s hng
nh ngha 3.4.1. Phng trnh vi phn tuyn tnh cp hai i vi h s hng l
phng trnh dng
L[y] = y

+ a 1y

+ a
2
y = 0 (3.13)
trong a
1
, a
2
l cc hng s.
Bin son: GVC.ThS. Phan vn Danh
48 Chng 3. Phng trnh vi phn cp cao
Ta ch cn tm h nghim c bn ca phng trnh (3.13). Ta tm chng l nhng
nghim c dng y = e
x
. Ta c y

= e
x
, y

=
2
e
x
nn
L[y] = (
2
+ a
1
+ a
2
)e
x
.
a thc () =
2
+ a
1
+ a
2
c gi l a thc c trng ca phng trnh
(3.13). Nh vy ta s c
L[y] = ()e
x
.
Do e
x
= 0 vi mi x nn y = e
x
l nghim ca (3.13) khi v ch khi l nghim
ca phng trnh
() =
2
+ a
1
+ a
2
= 0. (3.14)
Phng trnh ny c gi l phng trnh c trng tng ng ca phng trnh
thun nht (3.13). Ta xt cc trng hp sau.
a) Trng hp 1. Phng trnh c trng (3.14) c hai nghim thc phn bit

1
,
2
, (
1
=
2
). Khi e

1
x
v e

2
x
l hai nghim ca phng trnh thun nht
(3.13). V vy nghim tng qut ca phng trnh (3.13) l
y = C
1
e

1
x
+ C
2
e

2
x
trong C
1
, C
2
l cc hng s ty .
V d 3.4.1. Tm nghim tng qut ca phng trnh
y

5y

+ 6y = 0.
Phng trnh c trng tng ng

2
5 + 6 = 0
c hai nghim phn bit
1
= 2 v
2
= 3. Do nghim tng qut ca phng
trnh thun nht l
y = C
1
e
2x
+ C
2
e
3x
, C
1
, C
2
R.
b) Trng hp 2. Phng trnh c trng khng c nghim thc. Khi =
a
2
1
4a
2
< 0 v phng trnh c trng c hai nghim phc lin hp
+ i, i.
B 3.4.1. Nu phng trnh (3.13) c nghim phc y(x) = u(x) + iv(x) th
phn thc u(x) v phn o v(x) cng l nghim thc ca phng trnh ny.
Bin son: GVC.ThS. Phan vn Danh
3.4.1. Phng trnh vi phn tuyn tnh cp hai i vi h s hng 49
Chng minh. Theo gi thit ta c
L[y(x)] = L[u(x) + iv(x)] = L[u(x)] + iL[v(x)] = 0.
Vy L[u(x)] 0 v L[v(x)] 0 hay u(x) v v(x) l nhng nghim thc ca
phng trnh (3.13).
T biu thc e
(+i)x
= e
x
cos x + ie
x
sin x l nghim phc ca phng
trnh (3.13), theo b trn phng trnh thun nht c hai nghim l e
x
cos x
v e
x
sin x. Vy nghim tng qut ca (3.13) lc ny l
y = C
1
e
x
sin x + C
2
e
x
cos x
trong C
1
, C
2
l cc hng s ty .
V d 3.4.2. Gii phng trnh
y

+ 4y = 0.
Phng trnh c trng
2
+ 4 = 0 c nghim phc = 2i ( y = 0).
Do phng trnh cho c h nghim c bn l e
0x
sin 2x v e
0x
cos 2x v c
nghim tng qut l
y = C
1
sin 2x + C
2
cos 2x, C
1
, C
2
R.
V d 3.4.3. Tm nghim tng qut ca phng trnh
y

+ y

+ y = 0.
Phng trnh c trng
2
+ + 1 = 0 c nghim
1
=
1
2
+ i

3
2
,
2
=

1
2
i

3
2
. Vy nghim tng qut ca phng trnh l
y = C
1
e

x
2
sin

3
2
x + C
2
e

x
2
cos

3
2
x, C
1
, C
2
R.
c) Trng hp 3. Phng trnh c trng c nghim kp. Gi s phng trnh
c trng
() =
2
+ a
1
+ a
2
= 0
c nghim kp =
a
1
2
(lc ny = a
2
1
4a
2
= 0). Khi y
1
(x) = e
x
l mt nghim ca phng trnh (3.13). Ta ch cn tm mt nghim na thu
c mt h nghim c bn cho (3.13). Ta tm nghim th hai ny di dng
y
2
(x) = u(x) y
1
(x) = u(x)e
x
. (Phng php Bernoulli).
Bin son: GVC.ThS. Phan vn Danh
50 Chng 3. Phng trnh vi phn cp cao
Ta c
y

= u

e
x
, y

= (u

+ 2u

+
2
u)e
x
.
Thay vo (3.13) ta c
L[y
2
] = (u

+ 2u

+
2
u)e
x
+ a
1
(u

+ u)e
x
+ a
2
e
x
= u

e
x
+ (a
1
+ 2)u

e
x
+ (
2
+ a
2
u

+ a
2
)ue
x
= 0
v L[y
2
] = 0.
Do l nghim kp ca phng trnh c trng
2
+ a
1
u

+ a
2
= 0 nn
a
1
+ 2 = 0 v ta suy ra u

e
x
= 0 hay u

= 0. T y ta c u = C
1
x + C
2
.
do ch cn mt hm u nn c th chn u(x) = x. D dng kim tra c h hm
{e
x
, xe
x
} c lp tuyn tnh nn n l mt h nghim c bn ca phng trnh
(3.13).Vy nghim tng qut ca phng trnh (3.13) l
y(x) = C
1
e
x
+ C
2
xe
x
, C
1
, C
2
R.
V d 3.4.4. Gii phng trnh
y

+ 4y

+ 4y = 0.
Phng trnh c trng
2
+ 4 + 4 = 0 c nghim kp = 2. Vy nghim
tng qut ca phng trnh l
y(x) = C
1
e
2x
+ C
2
xe
2x
, C
1
, C
2
R.
3.4.2 Phng trnh vi phn tuyn tnh thun nht cp cao vi h s hng
nh ngha 3.4.2. Phng trnh vi phn tuyn tnh thun nht cp n vi h s
hng l phng trnh dng
y
(n)
+ a
1
y
(n1)
+ + a
n1
y

+ a
n
y (3.15)
trong a
1
, a
2
, . . . , a
n
l cc hng s.
Tng t nh phng trnh cp 2, ta tm nghim ca phng trnh dng
y = e
x
. Khi phi l nghim ca phng trnh
() =
n
+ a
1

n1
+ + a
n1
+ a
n
= 0. (3.16)
Phng trnh ny c gi l phng trnh c trng ca phng trnh thun nht
(3.15).
Bin son: GVC.ThS. Phan vn Danh
3.4.2. Phng trnh vi phn tuyn tnh thun nht cp cao vi h s hng 51
a) Trng hp 1. Phng trnh c trng (3.16) c n nghim thc phn bit

1
,
2
, . . . ,
n
th nghim tng qut ca phng trnh thun nht (3.16) s l
y(x) = C
1
e

1
x
+ C
2
e

2
x
+ + C
n
e

n
x
trong C
1
, C
2
, . . . , C
n
l nhng hng s ty .
b) Trng hp 2. Nu i l cp nghim phc lin hp ca phng trnh
c trng (3.16) ( = 0) th e
x
sin(x) v e
x
cos(x) s l nghim ca phng
trnh thun nht (3.15).
c) Trng hp 3. Nu l nghim thc bi m ca phng trnh c trng th
ta s c cc nghim
e

x
, xe

x
, , x
m1
e

x
ca phng trnh thun nht.
d) Trng hp 4. Nu i l cp nghim phc bi m ca phng trnh c
trng th
e
x
sin x xe
x
sin x . . . x
m1
e
x
sin x
e
x
cos x xe
x
cos x . . . x
m1
e
x
cos x
l cc nghim ca phng trnh thun nht.
V d 3.4.5. Gii phng trnh
y
(4)
3y
(3)
+ 3y

= 0.
Phng trnh c trng tng ng

4
3
3
+ 3
2
= 0
c nghim n = 0 v nghim bi 3 l = 1. Do nghim tng qut ca
phng trnh cho l
y = C
1
+ e
x
(C
2
+ C
3
x + C
4
x
2
), C
i
R, 1 i 4.
V d 3.4.6. Tm nghim tng qut ca phng trnh
y
(5)
y
(4)
+ 8y
(3)
8y

+ 16y

16y = 0.
Phng trnh c trng

4
+ 8
3
8
2
+ 16 16 = 0
c mt nghim thc n
1
= 1 v cp nghim phc lin hp bi 2 l
2
= 3 =
2i,
4
=
5
= 2i. Do nghim tng qut ca phng trnh cho l
y = C
1
e
x
+ C
2
cos 2x + C
3
sin 2x + C
4
x cos 2x + C
5
x sin 2x,
trong C
i
R, 1 i 5.
Bin son: GVC.ThS. Phan vn Danh
52 Chng 3. Phng trnh vi phn cp cao
3.5 Phng trnh vi phn tuyn tnh cp hai khng thun nht
Di y ta nghin cu phng trnh vi phn tuyn tnh cp cao n gin nht
l phng trnh cp hai.
3.5.1 Phng php h s bt nh
Phng php ny ch s dng cho phng trnh vi phn tuyn tnh vi h s hng,
tng ca phng php: Vi trng hp v phi ca phng trnh
L[y] = f(x) (3.17)
c mt s dng no , ta s cho dng nghim ring y

(x) tng ng (c cha


cc tha s hng s ty ). Cc tha s ny s c xc nh khi thay y

(x) vo
phng trnh cho ri cn bng cc h s. Ni chung dng nghim ring y

(x)
c dng nh dng ca f(x) v cc o hm ca f(x).
a) Trng hp 1. f(x) l mt a thc vi f(x) = P
m
(x) =
m

i=0
A
i
x
mi
.
Nu s 0 khng phi l nghim ca phng trnh c trng th ta gi thit
nghim ring c dng
y

(x) = Q
m
(x) =
m

i=0
B
i
x
mi
trong B
i
l cc h s ta phi xc nh.
Nu s 0 l nghim bi k ca phng trnh c trng th ta tm nghim ring
c dng
y

(x) = x
k
Q
m
(x) = x
k
m

i=0
B
i
x
mi
.
V d 3.5.1. Tm nghim ring ca phng trnh
y

3y

4y = 4x
2
.
Phng trnh c trng
2
34 = 0 c nghim
1
= 1,
2
= 4. S 0 khng
phi l nghim ca phng trnh c trng. Do f(x) = 4x
2
l a thc bc hai nn
ta tm c nghim ring cng l a thc bc hai,
y

(x) = B
0
x
2
+ B
1
x + B
2
.
Khi y

= 2B
0
x + B
1
v y

= 2B
0
. Thay vo phng trnh cho ta c
4B
0
x
2
(6B
0
+ 4B
1
)x + (2B
0
3B
1
4B
2
) = 4x
2
Bin son: GVC.ThS. Phan vn Danh
3.5.1. Phng php h s bt nh 53
_

_
2B
0
3B
1
4B
2
= 0
6B
0
+ 4B
1
= 0
4B
0
= 4
Gii h ny ta c B
0
= 1, B
1
=
3
2
, B
2
=
13
8
. Vy ta c nghim ring ca
phng trnh vi phn l
y

(x) = x
2
+
3
2
x
13
8
.
b) Trng hp 2. f(x) = e
x
P
m
(x) vi P
m
(x) l a thc bc m.
Nu khng l nghim ca phng trnh c trng th ta tm y

dng y

(x) =
e
x
Q
m
(x) trong Q
m
cng l a thc bc m.
Nu l nghim bi k ca phng trnh c trng th ta tm y

dng
y

(x) = x
k
e
x
Q
m
(x).
V d 3.5.2. Tm nghim ring ca phng trnh
y

3y

+ 2y = 5e
x
.
Phng trnh c trng
2
3 + 2 = 0 c nghim
1
= 1,
2
= 2. V
f(x) = e
x
P
0
(x), = 1 =
1
l nghim n nn ta tm y

dng y

(x) = xe
x
Q
0
(x) =
xe
x
B. Thay vo phng trnh cho v ng nht h s, ta i n phng trnh
Be
x
= 5e
x
. T y suy ra B = 5 v nghim ring y

(x) = 5xe
x
.
c) Trng hp 3. f(x) = e
x
[P
m
(x) cos x + P
n
(x) sin x].
Nu + i khng phi l nghim ca phng trnh c trng th
y

(x) = e
x
[P

(x) cos x + P

(x) sin x]
trong = max{m, n}.
Bin son: GVC.ThS. Phan vn Danh
54 Chng 3. Phng trnh vi phn cp cao
Nu + i l nghim bi k ca phng trnh c trng th
y

(x) = x
k
e
x
[P

(x) cos x + P

(x) sin x]
trong = max{m, n}.
V d 3.5.3. Tm nghim ring ca phng trnh
y

= 2 sin x.
Phng trnh c trng
2
= 0 c nghim
1
= 0,
2
= 1. V phi ca
phng trnh c dng f(x) = 2 sin x + 0 cos x = e
0x
P
0
(x). S phc 0 + i khng
phi l nghim ca phng trnh c trng nn tm nghim y

dng y

(x) =
Acos x + B sin x.Ta c
y

= Asin x + B cos x, y

= Acos x B sin x.
Thay vo phng trnh cho v ng nht cc h s, ta c
_
A + B = 0
A B = 2.
T A = 1, B = 1 v nghim ring ca phng trnh l y

(x) = cos x sin x.


V d 3.5.4. Gii phng trnh
y

+ y = 2 sin x.
Phng trnh c trng
2
+1 = 0 c nghim phc
1
= i,
2
= i. Vy phng
trnh thun nht c nghim tng qut
y = C
1
cos x + C
2
sin x.
Ta thy hm f(x) = 2 sin x c dng
f(x) = e
0x
[P
0
(x) cos x + Q
0
(x) sin x]
v 0+i 1 l nghim n ca phng trnh c trng nn ta tm nghim ring dng
y

(x) = x(Acos x + B sin x).


Thay vo phng trnh cho ta tm c A = 1, B = 0 v do y

(x) =
x cos x.
Vy nghim tng qut ca phng trnh cho l
y(x) = C
1
cos x + C
2
sin x x cos x, C
1
, C
2
R.
Bin son: GVC.ThS. Phan vn Danh
3.5.1. Phng php h s bt nh 55
d) Trng hp 4. f(x) = f
1
(x) + f
2
(x) + + f
n
(x).
Ta s tm nghim ring ca tng phng trnh L[y] = f
i
(x), i = 1, . . . , n.
Nghim ring ca phng trnh L[y] = f(x), theo nguyn l chng cht nghim,
s l y

(x) = y
1
(x) + y
2
(x) + + y
n
(x).
V d 3.5.5. Gii phng trnh
y

= 5e
x
sin 2x.
Phng trnh c trng
2
= 0 c nghim
1
= 0,
2
= 1 nn nghim tng
qut ca phng trnh thun nht tng ng l
y = C
1
+ C
2
e
x
.
Ta tm nghim ring ca cc phng trnh
y

= 5e
x
, (3.18)
y

= sin 2x. (3.19)


i vi phng trnh (3.18), v phi c dng f
1
(x) = e
x
[P
0
(x) sin 0x+Q
0
(x) cos 0x]
vi = 1 l nghim ca phng trnh c trng nn nghim ring c dng
y
1
(x) = Axe
x
. i vi phng trnh (3.19), v phi f
2
(x) = e
0x
[P
0
(x) sin 2x +
Q
0
(x) cos 2x] nn c nghim ring dng y
2
(x) = B cos 2x + C sin 2x. Thay cc
nghim y
1
(x), y
2
(x) vo cc phng trnh tng ng ta tm c A = 5, B =

1
10
, C =
1
5
. Do y
1
(x) = 5xe
x
, y
2
(x) =
1
10
cos 2x+
1
5
sin 2x v ta c nghim
ring ca phng trnh cho l
y

(x) = y
1
(x) + y
2
(x) = 5xe
x

1
10
cos 2x +
1
5
sin 2x.
Vy phng trnh cho c nghim tng qut l
y = 5xe
x

1
10
cos 2x +
1
5
sin 2x + C
1
e
x
+ C
2
.
Kt lun. Phng php h s bt nh ni chung ch p dng c khi hm v phi
c dng f(x) = e
x
[P
m
(x) sin x+P
n
(x) cos x] hoc l tng qut ca nhng hm
loi . Khi f(x) khng c dng ny, ta phi dng mt phng php khc mnh
hn, gi l phng php bin thin hng s hay cn gi l phng php Lagrange.
Bin son: GVC.ThS. Phan vn Danh
56 Chng 3. Phng trnh vi phn cp cao
3.5.2 Phng php bin thin hng s
Kho st phng trnh vi phn tuyn tnh cp hai
y

+ p
1
(x)y

+ p
2
(x)y = q(x). (3.20)
Gi s ta bit c phng trnh thun nht tng ng
y

+ p
1
(x)y

+ p
2
(x)y = 0. (3.21)
c mt h nghim c bn l y
1
(x), y
2
(x) v c c nghim tng qut ca phng
trnh thun nht
y(x) = C
1
y
1
(x) + C
2
y
2
(x)
trong C
1
, C
2
l cc hng s ty .
Ta tm nghim ring ca (3.20) di dng
y

(x) = C
1
(x)y
1
(x) + C
2
(x)y
2
(x) (3.22)
ngha l phi tm C
1
(x), C
2
(x) sao cho biu thc tha mn phng trnh (3.20).
Nh vy c mt h thc lin h gia C
1
(x) v C
2
(x), ta cn tm mt h thc
mi na mi c th xc nh c C
1
(x) v C
2
(x).
T (3.22) ta suy ra
y

(x) = C
1
(x)y

1
(x) + C
2
(x)y

2
(x) + C

1
(x)y
1
(x) + C

2
(x)y
2
(x).
Ta chn cc hm C
1
(x), C
2
(x) sao cho tng lin quan ti o hm cp 1 ca chng
trit tiu,
C

1
(x)y
1
(x) + C

2
(x)y
2
(x) = 0.
Di iu kin ny
y

(x) = C
1
(x)y

1
(x) + C
2
(x)y

2
(x)
nn
y

(x) = C

1
(x)y

1
(x) + C
1
(x)y

1
(x) + C

2
(x)y

2
(x) + C
2
(x)y

2
(x).
Thay y

v y

vo phng trnh (3.20) ta c


C

1
y

1
+ C
1
y

1
+ C

2
y

2
+ C
2
y

2
+ p
1
(C
1
y

1
+ C
2
y

2
) + p
2
(C
1
y
1
+ C
2
y
2
) = q
hay
C
1
(y

1
+ p
1
y

1
+ p
2
y
1
) + C
2
(y

2
+ p
1
y

2
+ p
2
y
2
) + C

1
y

1
+ C

2
y

2
= q.
Do y
1
, y
2
l cc nghim ca phng trnh thun nht (3.21) nn
y

1
+ p
1
y

1
+ p
2
y
1
= 0 v y

2
+ p
1
y

2
+ p
2
y
2
= 0.
Bin son: GVC.ThS. Phan vn Danh
3.5.2. Phng php bin thin hng s 57
Ta suy ra
C

1
y

1
+ C

2
y

2
= q.
nh thc h ny

y
1
y
2
y

1
y

= W[y
1
, y
2
] (3.23)
chnh l nh thc Wronski ca h {y
1
, y
2
}. V y l nghim c bn ca phng
trnh thun nht nn W[y
1
, y
2
] = 0 ti mi im thuc (a, b). Do (3.23) l h
Crame v v vy lun c nghim. Gii C

1
, C

2
t h (3.23) ta s suy ra c C
1
v
C
2
.
V d 3.5.6. Tm nghim tng qut ca phng trnh
y

+ y =
1
cos x
.
Phng trnh c trng c nghim phc
1
= i,
2
= i nn phng trnh thun
nht tng ng c nghim tng qut
y(x) = C
1
sin x + C
2
cos x.
V vy ta tm mt nghim ring dng
y

(x) = C
1
(x) sin x + C
2
(x) cos x
C
1
, C
2
phi tha mn h phng trnh
_
_
_
C

1
sin x + C

2
cos x = 0
C

1
cos x C

2
sin x =
1
cos x
.
Gii h ny ta c C

1
= 1, C

2
= tg x nn ta c th chn C
1
(x) = x, C
2
=
ln | cos x|. Vy ta c nghim ring
y

(x) = x sin x + cos x ln | cos x|


v nghim tng qut ca phng trnh cho l
y(x) = x sin x + cos x ln | cos x| + C
1
sin x + C
2
cos x.
V d 3.5.7. Gii phng trnh
xy

= x
2
.
Ta a phng trnh v dng
y

1
x
y

= x.
Bin son: GVC.ThS. Phan vn Danh
58 Chng 3. Phng trnh vi phn cp cao
Xt phng trnh thun nht tng ng
y

1
x
y

= 0.
t z = y

, ta a n phng trnh
z

1
x
z = 0.
Tch bin ta c
dz
z

dx
x
= 0
v suy ra
ln |z| ln |x| = ln |C|.
T y, z = C
1
x v do
y = C
1
x
2
+ C
2
.
By gi ta tm nghim ca phng trnh cho di dng
y

(x) = C
1
(x)x
2
+ C
2
(x)
trong C
1
, C
2
tha mn h
_
C

1
x
2
+ C

2
= 0
C

1
x + C

2
0 = x.
Gii h ny ta c C

1
(x) = 1 v C

2
(x) = x
2
nn C
1
(x) = x, C
2
(x) =
1
3
x
3
.
Vy ta c nghim ring y

(x) = x
3

1
3
x
3
=
2
3
x
3
v t c nghim tng qut
ca phng trnh cho l
y(x) =
2
3
x
3
+ C
1
x
2
+ C
2
.
Nhn xt. Cch tm nghim ring ca phng trnh vi phn tuyn tnh cp n cng
tng t nh trn. Gi s cn tm nghim ring ca phng trnh
y
(n)
p
1
(x)y
(n1)
+ + p
n1
(x)y

+ p
n
(x)y = f(x)
vi gi thit nghim tng qut ca phng trnh thun nht tng ng
y
(n)
p
1
(x)y
(n1)
+ + p
n1
(x)y

+ p
n
(x)y = 0
c bit l
y(x) = C
1
y
1
(x) + C
2
y
2
(x) + + C
n
y
n
(x)
Bin son: GVC.ThS. Phan vn Danh
3.5.3. Tm h nghim c bn khi bit mt nghim 59
trong C
1
, C
2
, . . . , C
n
l cc hng s ty . Khi ta tm mt nghim ring ca
phng trnh khng thun nht di dng
y

(x) = C
1
(x)y
1
(x) + C
2
(x)y
2
(x) + + C
n
(x)y
n
(x).
Ta c th tm c cc hm s C
1
(x), C
2
(x), . . . , C
n
(x) nh cc o hm cp
mt ca chng l nghim ca h phng trnh
_

_
C

1
y
1
+ C

2
y
2
+ + C

n
y
n
= 0
C

1
y

1
+ C

2
y

2
+ + C

n
y

n
= 0
. . . . . . . . . . . . . . .
C

1
y
(n2)
1
+ C

2
y
(n2)
2
+ + C

n
y
(n2)
n
= 0
C

1
y
(n1)
1
+ C

2
y
(n1)
2
+ + C

n
y
(n1)
n
= f(x).
y l h thc Crame v nh thc ca h lun khc 0 v n chnh l nh thc
Wronski W[y
1
, y
2
m. . . , y
n
] ca h nghim c bn y
1
, y
2
, . . . , y
n
ca phng trnh
thun nht. Gii h ny ta tm c C

1
, C

2
, . . . , C

n
v t c C
1
(x), C
2
(x), . . . , C
n
(x).
3.5.3 Tm h nghim c bn khi bit mt nghim
Vi phng trnh vi phn tuyn tnh thun nht c h s khng phi l hng s,
ni chung ta khng c phng php tng qut tm c mt h nghim c bn.
Tuy nhin i vi phng trnh cp hai, nu bit c mt nghim khc 0 th ta
c th tm nghim th hai c lp tuyn tnh vi nghim th nht bng mt trong
nhng phng php sau.
1. Phng php th nht (Phng php Bernoulli).
Gi s phng trnh thun nht
y

+ p
1
(x)y

+ p
2
(x)y = 0 (3.24)
c nghim y
1
(x) 0. Ta tm mt nghim th hai c lp tuyn tnh vi y
1
dng
y
2
(x) = u(x)y
1
(x). Thay vo (3.24) ta c
u

y
1
+ u

(2y

1
+ p
1
y
1
) + u(y

1
+ p
1
y

1
+ p
2
y) = 0.
T
u

y
1
+ u

(2y

1
+ p
1
y
1
) = 0
(v y
1
l nghim ca phng trnh vi phn).
t v = u

ta c phng trnh tuyn tnh cp mt


v

+
_
2y

1
y
1
+ p
1
_
v = 0.
Bin son: GVC.ThS. Phan vn Danh
60 Chng 3. Phng trnh vi phn cp cao
Sau khi tm c v ta s tm c u. Dng nh thc Wronski, ngi ta chng
minh c hai nghim y
1
, y
2
tm c theo cch trn l c lp tuyn tnh.
V d 3.5.8. Gii phng trnh
y

+
3
x
y

+
1
x
2
y = 0
bit rng phng trnh c nghim l y
1
(x) =
1
x
.
t y
2
(x) =
1
x
u(x). Thay vo phng trnh cho, ta i n phng trnh
v

+
1
x
v = 0.
Tch bin v tch phn ln ta c v(x) =
1
x
. Vy
u(x) =
_
1
x
dx = ln |x|, y
2
(x) =
1
x
ln |x|
v ta c nghim tng qut
y = C
1
1
x
+ C
2
1
x
ln |x|.
Phng php th hai
Trc tin ta ch ra rng nh thc Wronski
W[y
1
, y
2
] =

y
1
y
2
y

1
y

= y
1
y

2
y

1
y
2
ca hai nghim y
1
, y
2
bt k ca phng trnh (3.24) tha mn phng trnh
W

(x) + p
1
(x)W(x) = 0. (3.25)
Tht vy
W

(x) = (y
1
y

2
y

1
y
2
)

= y
1
y

2
y

1
y
2
= y
1
(p
1
y

2
p
2
y
2
) y
2
(p
1
y

1
p
2
y
1
)
= p
1
(y

1
y
2
y
1
y

2
) = p
1
(x)W(x)
nn ta c phng trnh (3.25).
Do
W(x) = Ce

_
p
1
(x)dx
, C
1
= const
hoc
W(x) = W(x
0
)e

_
p
1
(x)dx
.
Bin son: GVC.ThS. Phan vn Danh
3.5.3. Tm h nghim c bn khi bit mt nghim 61
By gi ta bit mt nghim khc khng l y
1
(x) ca (3.24) v gi y(x) l
mt nghim bt k khc vi y
1
(x). Theo chng minh trn ta c
W[y
1
, y] = y
1
y

1
y = C
1
e

_
p
1
(x)dx
.
Chia hai v cho y
2
1
(x) = 0 ta c phng trnh
d
dx
_
y
1
_
=
1
y
2
1
C
1
e

_
p
1
(x)dx
.
T y ta c nghim tng qut ca phng trnh (3.24) l
y = y
1
_
_
C
1
e

_
p
1
(x)dx
y
2
1
(x)
dx + C
2
_
.
V d 3.5.9. Gii phng trnh sau
(1 x
2
)y

2xy

+ 2y = 0.
Ta d dng kim tra c y = x l mt nghim ca phng trnh. Chuyn v
dng (3.24) ta c p
1
(x) =
2x
1 x
2
nn nghim tng qut ca phng trnh cho
l
y = x
_
C
1
e
_
2x
1x
2
dx
x
2
dx + C
2
_
= x
_
C
1
_
dx
x
2
(1 x
2
)
+ C
2
_
= x
_

1
x
+
1
2
ln
1 + x
1 x
+ C
2
_
= C
2
x + C
1
_
x
2
ln
1 + x
1 x
1
_
.
3. Phng trnh Euler
nh ngha 3.5.1. Phng trnh tuyn tnh dng
x
n
y
(
n) + a
n1
x
n1
y
(n1)
+ + a
1
xy

+ a
0
y = 0 (3.26)
trong a
0
, a
1
, . . . , a
n1
l cc hng s c gi l phng trnh Euler.
Cch gii. C hai phng php gii phng trnh ny.
1) Phng php th nht
Ta tm nghim ca phng trnh di dng y = x
r
. Thay vo phng trnh
cho ta suy ra
r(r 1)(r 2) (r n + 1) + a
n1
r(r 1)(r 2) (r n) + +
a
2
r(r 1) + a
1
r + a
0
= 0
y l phng trnh bc n v c gi l phng trnh c trng.
Bin son: GVC.ThS. Phan vn Danh
62 Chng 3. Phng trnh vi phn cp cao
a Trng hp 1. Phng trnh c trng c n nghim thc phn bit th phng
trnh Euler c nghim tng qut dng
y = C
1
x
r
1
+ C
2
x
r
2
+ + C
n
x
r
n
trong C
1
, C
2
, . . . , C
n
l cc hng s ty .
b Trng hp 2. Nu r l nghim bi m ca phng trnh c trng th
x
r
, x
r
ln x, . . . , x
r
(ln x)
m1
l cc nghim ca phng trnh Euler.
c Trng hp 3. Mi cp nghim phc lin hp i ca phng trnh c
trng c th nhm li v tham gia vo cp nghim
x

cos( ln x), x

sin( ln x).
d Trng hp 4. Mi cp nghim phc lin i bi m ca phng trnh c
trng s cho 2m nghim ca phng trnh Euler
x

cos( ln x), x

cos( ln x) ln x, . . . , x

cos( ln x)(ln x)
m1
x

sin( ln x), x

sin( ln x) ln x, . . . , x

sin( ln x)(ln x)
m1
V d 3.5.10. Gii phng trnh
x
2
y

+ 5xy

2y = 0.
Ta tm nghim dng y = x
r
. Thay vo phng trnh ta c
r(r 1)x
r
+ 5rx
r
2x
r
= 0
hay r
2
+4r 2 = 0. Phng trnh ny c hai nghim l r = 2

6 nn phng
trnh vi phn c h nghim c bn l y
1
= x
2+

6
, y
2
= x
2

6
.
Vy nghim tng qut ca phng trnh l
y = C
1
x
2+

6
+ C
2
x
2

6
.
V d 3.5.11. Gii phng trnh
x
2
y

+ 5xy

+ 4y = 0.
Phng trnh c trng
r
2
+ 4r + 4 = 0
c nghim kp r = 2. Vy nghim tng qut ca phng trnh vi phn l
y = x
2
(C
1
+ C
2
ln x).
Bin son: GVC.ThS. Phan vn Danh
3.5.3. Tm h nghim c bn khi bit mt nghim 63
V d 3.5.12. Gii phng trnh
x
2
y

+ 3xy

+ 6y = 0.
Phng trnh c trng
r
2
+ 3r + 6 = 0
c nghim phc r =
3i

15
2
nn nghim tng qut vi x > 0 s l
y = C
1
x

3
2
cos
_

15
2
ln x
_
+ C
2
x

3
2
sin
_

15
2
ln x
_
.
V d 3.5.13. Gii phng trnh
x
3
y
(3)
5x
2
y

+ 18xy

26y = 0.
Phng trnh c trng
r(r 1)(r 2) 5r(r 1) + 18r 26 = r
3
8r
2
+ 25r 26 = 0
c nghim r = 2, r = 3 2i. Vy phng trnh cho c nghim tng qut l
y = C
1
x
2
+ C
2
x
3
cos(2 ln x) + C
3
x
3
sin(2 ln x).
V d 3.5.14. Gii phng trnh
x
2
y

4xy

+ 4y = x
2
+ x
4
.
Trc ht ta gii phng trnh thun nht tng ng
x
2
y

4xy

+ 4y = 0.
Thay y = x
r
vo phng trnh ny ta c r(r1)4r+4 = 0. Tc l r = 1, r = 4.
Do nghim tng qut ca phng trnh thun nht tng ng l
y = C
1
y
1
+ C
2
y
2
= C
1
x + C
2
x
4
.
tm nghim ring, trc ht ta a phng trnh v dng c h s bc cao
nht bng 1
y

4
x
y

+
4
x
2
y = x
2
+ 1.
By gi xem C
1
, C
2
l cc hm ca x. Gii phng trnh
_
y
1
C

1
+ y
2
C

2
= xC

1
+ x
4
C

2
= 0
y

1
C

1
+ y

2
C

2
= C

1
+ 4x
3
C

2
= x
2
+ 1
Bin son: GVC.ThS. Phan vn Danh
64 Chng 3. Phng trnh vi phn cp cao
ta c
C

1
=
x
2
+ 1
3
, C

2
=
1
3
_
1
x
+
1
x
3
_
.
T
C
1
(x) =
x
3
9

x
3
, C
2
(x) =
1
3
ln x
1
6x
3
.
Vy nghim tng qut ca phng trnh cho l
y = C
1
x + C
2
x
4

x
4
9

x
2
2
+
x
4
3
ln x
trong C
1
, C
2
l cc hng s ty .
Vi phng php ny kh x < 0 th th no?
2) Phng php th hai
Ta thc hin php i bin mi
z = ln x.
Theo quy tc o hm hm hp
y

=
dy
dx
=
dydz
dzdx
=
1
x
dy
dz
y

=
d
dx
(y

) =
d
dx
_
1
x
dy
dz
_
=
1
x
2
dy
dz
+
1
x
d
dx
_
dy
dz
_
=
1
x
2
dy
dz
+
1
x
d
2
y
dz
2
dz
dx
=
1
x
2
dy
dz
+
1
x
2
d
2
y
dz
2
.
Thay vo phng trnh
x
2
y

+ axy

+ by = 0
ta c
d
2
y
dz
2
+ (a 1)
dy
dz
+ by = 0.
y l phng trnh tuyn tnh cp hai vi h s hng. Sau khi gii y theo z ta tm
c biu thc ca y theo x.
V d 3.5.15. Gii phng trnh
x
2
y

4xy

+ 6y = 0.
t z = ln x, phng trnh cho c a v dng
d
2
y
dz
2
5
dy
dz
+ 6y = 0. (3.27)
Bin son: GVC.ThS. Phan vn Danh
3.6. S DAO NG NGHIM CA PHNG TRNH TUYN TNH THUN NHT CP HAI65
Phng trnh c trng tng ng
2
5 + 6 = 0 c nghim
1
= 2,
2
= 3. Do
phng trnh (3.27) c nghim tng qut l
y = C
1
e
2z
+ C
2
e
3z
.
Tr v bin x ta c nghim tng qut ca phng trnh cho l
y = C
1
x
2
+ C
2
x
3
.
Ch . Phng trnh tuyn tnh dng
(ax + b)
n
y
(n)
+ a
n1
(ax + b)
n1
y
(n1)
+ + a
1
(ax + b)y

+ a
0
y = f(x) (3.28)
vi a = 0 cng c gi l phng trnh Euler. R rng ta c th chuyn phng
trnh (3.28) v phng trnh (3.26) bng php bin i t = ax + b.
3.6 S dao ng nghim ca phng trnh tuyn tnh thun nht
cp hai
3.6.1 a phng trnh v dng khng cha o hm cp mt
Gi s phng trnh
y

+ p(x)y

+ q(x) = 0 (3.29)
c q(x) lin tc v p(x) kh vi lin tc trn khong (a, b). Ta s a phng trnh
ny v dng khng cha o hm cp mt
z

+ I(x)z = 0 (3.30)
bng php bin i
y = u(x)z
trong u(x) l cc hm s c chn thch hp.
Tht vy, thay y = u(x)z vo phng trnh (3.29) ta c
u

(x) + 2u

(x)z + u(x)z

+ p(x)[u

(x)z + u(x)z

] + q(x)u(x)z = 0
hay
z

+
_
2u

(x)
u(x)
+ p(x)
_
z

+
_
u

(x)
u(x)
+ p(x)
u

(x)
u(x)
+ q(x)
_
z = 0. (3.31)
Ta chn u(x) sao cho
2u

(x)
u(x)
+ p(x) = 0
Bin son: GVC.ThS. Phan vn Danh
66 Chng 3. Phng trnh vi phn cp cao
tc l
u(x) = e

_
p(x)
2
dx
.
Khi
u

(x) =
p(x)
2
e

_
p(x)
2
dx
u

(x) =
_

p(x)
2
+
p
2
(x)
4
_
e

_
p(x)
2
dx
.
V vy phng trnh (3.31) c a v dng
z

+ I(x)z = 0
trong
I(x) =
p

(x)
2

p
2
(x)
4
+ q(x).
Hm I(x) c gi l ci bt bin ca phng trnh (3.31).
Phng trnh (3.31) s c tch phn nu I(x) l hng s hoc c dng I(x) =
c
(x a)
2
vi a, c l cc hng s.
V d 3.6.1. Gii phng trnh
y

+
2
x
y

+ y = 0.
Vi phng trnh ny ta c p(x) =
2
x
, q(x) = 1 nn
I(x) =
1
x
2

4
4x
2
+ 1 = 1.
Vy vi php th
y = e

_
1
x
dx
z =
1
x
z
ta a phng trnh cho v dng
z

+ z = 0.
Phng trnh ny c nghim tng qut
z = C
1
cos x + C
2
sin x
nn phng trnh cho c nghim tng qut l
y = C
1
cos x
x
+ C
2
sin x
x
.
Bin son: GVC.ThS. Phan vn Danh
3.6.1. a phng trnh v dng khng cha o hm cp mt 67
V d 3.6.2. Xt phng trnh Bessel
x
2
y

+ xy

+ (x
2
n
2
)y = 0.
Phng trnh trn c vit li
y

+
1
x
y

+
_
1
n
2
x
2
_
y = 0.
Thc hin php th
y = e

_
1
2x
dx
z =
z

x
th phng trnh Bessel c a v dng
z

+
_
1 +
1 4n
2
4x
2
_
z = 0.
c bit, vi n =
1
2
th phng trnh Bessel
y

+
1
x
y

+
_
1
1
4x
2
_
y = 0 (3.32)
c a v phng trnh vi h s hng z

+ z = 0.
Phng trnh ny c cc nghim c lp tuyn tnh z
1
= cos x, z
2
= sin x nn
(3.32) c cc nghim c lp tuyn tnh
y
1
=
cos x

x
,
sin x

x
.
nh l 3.6.1. cc phng trnh tuyn tnh thun nht cp hai
y

+ p
1
(x)y

+ q
1
(x)y = 0 (1)
y

+ p
2
(x)y

+ q
2
(x)y = 0 (2)
(3.33)
c th a v ln nhau qua php th y = u(x)z, iu kin cn v l chng
cng bt bin I(x).
Chng minh. Gi s I
1
(x) v I
2
(x) ln lt l ci bt bin ca cc phng trnh
(1) v (2) trong (3.33).
Gi s php th y
1
= (x)y
2
a phng trnh (1) v (2), php th y
2
= u(x)z
a (2) v dng
z

+ I
2
(x)z = 0.
Khi php th y
1
= (x)u(x)z a (1) v dng z

+ I
2
(x)z = 0. Do tnh bt
bin ca I
1
(x) i vi cc bin i dng y = u(x)z nn ta c c I
1
(x) I
2
(x).
Bin son: GVC.ThS. Phan vn Danh
68 Chng 3. Phng trnh vi phn cp cao
Ngc li nu I
1
(x) I
2
(x) + I(x) th cc php th y
1
= u
1
(x)z, y
2
= u
2
(x)z
a (1) v (2) v cng mt phng trnh
z

+ I(x)z = 0. (3.34)
V php th z =
1
u
2
(x)
y
2
a (3.34) v (2) nn php th y
1
=
u
1
(x)
u
2
(x)
y
2
a (1)
v (2). Vy ta ch cn chn (x) =
u
1
(x)
u
2
(x)
.
3.6.2 a phng trnh v dng lin hp
nh ngha 3.6.1. Phng trnh tuyn tnh thun nht cp hai m h s ca y

bng o hm ca h s y

c gi l phng trnh t lin hp.


Nh vy phng trnh t lin hp cp hai c dng
p

(x)y

+ p(x)y

+ q(x)y = 0
hay
d
dx
_
p(x)y

_
+ q(x)y = 0.
Di y ta ch ra rng mi phng trnh tuyn tnh thun nht cp hai
p
0
(x)y

+ p
1
(x)y

+ p
2
(x)
vi cc h s l nhng hm lin tc trn khong (a, b) v p
0
(x) = 0 lun c th
a c v phng trnh t lin hp.
Nhn hai v ca phng trnh trn vi hm (x), ta c
p
0
(x)(x)y

+ p
1
(x)(x)y

+ p
2
(x)(x)y = 0.
Ta chn hm (x) sao cho
_
p
0
(x)(x)
_

= p
1
(x)(x)
hay
p
0
(x)

+ [p
0
(x) p
1
(x)] = 0.
Phng trnh ny c nghim
(x) =
1
p
0
(x)
e
_
p
1
(x)
p
0
(x)
dx
.
Bin son: GVC.ThS. Phan vn Danh
3.6.3. Nghim dao ng v nghim khng dao ng 69
V d 3.6.3. Xt phng trnh Bessel
x
2
y

+ xy

+ (x
2
n
2
)y = 0
trn khong (0, ).
Nhn hai v ca phng trnh trn vi
(x) =
1
p
0
(x)
e
_
p
1
(x)
p
0
(x)
dx
=
1
x
2
e
_
x
x
2
dx
=
1
x
.
Khi phng trnh Bessel dng t lin hip l
xy

+ y

+
_
x
n
2
x
_
y = 0.
3.6.3 Nghim dao ng v nghim khng dao ng
Trong phn ny ta nghin cu khng-im ca nghim khng tm thng ca
phng trnh thun nht
y

+ p(x)y

+ q(x)y = 0 (3.35)
trong p(x), q(x) l nhng hm lin tc trn (a, b).
im x
0
(a, b) c gi l khng-im ca hm y(x) nu y(x
0
) = 0.
nh l 3.6.2. Mi khng-im ca nghim khng tm thng y(x) ca phng
trnh (3.35) u l im c lp. (Tp cc khng-im ca mi nghim khng tm
thng ca phng trnh tuyn tnh thun nht cp hai ch ton l nhng im c
lp).
Chng minh. Gi s ngc li rng c x
0
l im khng c lp ca tp cc khng-
im ca nghim y(x). Khi c dy khng-im (x
n
) phn bit ca y(x) m
x
n
x
0
. Theo nh l gi tr trung bnh, tn ti t
n
gia x
n
v x
n1
sao cho
y

(t
n
) = 0.
Do y

lin tc nn
y

(x
0
) = lim
n
y

(t
n
) = 0.
Nh vy nghim y(x) tha mn iu kin u y(x
0
) = 0 v y

(x
0
) = 0. Do
p(x), q(x) l cc hm lin tc nn y(x) 0, tri vi gi thit. Vy x
0
phi l im
c lp.
H qu 3.6.1. Nghim khng tm thng ca phng trnh tuyn tnh thun nht
cp hai trn mi on hu hn [, ] (a, b) lun ch c hu hn khng-im.
Bin son: GVC.ThS. Phan vn Danh
70 Chng 3. Phng trnh vi phn cp cao
Chng minh. Gi s ngc li, nu tp cc khng-im ca nghim khng tm
thng y(x) trn on [, ] l v hn th tn ti mt dy khng-im phn bit
(x
n
) hi t v mt im x
0
[, ] no . Do tnh lin tc ca y(x) trn [, ]
ta suy ra x
0
l mt khng-im khng c lp ca y(x), tri vi nh l trn.
Ch .
1. Mt tp hp ch c ton nhng im c lp trong khng gian metric compact
th n phi hu hn.
2. nh l 3.6.2 v h qu 3.6.1 trn cn ng vi phng trnh tuyn tnh bt
k.
nh ngha 3.6.2. Nghim ca phng trnh tuyn tnh thun nht cp hai c
gi l dao ng trn khong (a, b) nu n c t nht hai khng-im trn khong
ny. Nu ngc li th nghim c gi l khng dao ng trn (a, b).
V d 3.6.4. Xt phng trnh
y

+
2
y = 0.
Phng trnh ny c nghim tng qut
y = C
1
cos x + C
2
sin x =
_
C
2
1
+ C
2
2
sin(x + ).
Trn mi khong c di ln hn
2

, nghim ca phng trnh trn c t nht


hai khng-im nn n dao ng trn mi khong nh vy.
Trc y ta bit rng mi phng trnh tuyn tnh thun nht cp hai
y

+ p(x)y

+ q(x)y = 0 (3.36)
lun c th c a v dng
z

+ I(x)z = 0 (3.37)
vi php th
y = e

_
p(x)
2
dx
z.
Hn na php th bin ny khng lm thay i s khng-im ca nghim phng
trnh (3.36). V vy nh l di y ch xt phng trnh dng (3.37).
Bin son: GVC.ThS. Phan vn Danh
3.6.3. Nghim dao ng v nghim khng dao ng 71
nh l 3.6.3. Nu phng trnh
z

+ Q(x)z = 0 (3.38)
vi hm Q(x) lin tc v khng dng trn khong (a, b) th mi nghim khng
tm thng y

(x) ca phng trnh (3.38) u khng dao ng trn (a, b).


Chng minh. Gi s tn ti nghim khng tm thng y

(x) ca phng trnh


(3.38) dao ng trn (a, b). Gi s x
1
, x
2
l hai khng-im lin tip ca y

(x) trn
(a, b). (iu ny c c l do mi khng-im ca y

(x) u c lp).
Gi s y

(x) > 0 trn (x


1
, x
2
), ta c y

(x) = Q(x)y

(x) 0 nn y

(x) khng
gim trn (x
1
, x
2
). Hn na, ta c
y

(x
1
) = lim
xx
1
+0
y

(x) y

(x
1
)
x x
1
= lim
xx
1
+0
y

(x)
x x
1
0
v y

(x
1
) = 0 (v nu ngc li th t tnh duy nht nghim ta phi c y

(x) 0 v
iu ny l khng th c) nn y

(x
1
) > 0. T y

(x) > 0 vi mi x (x
1
, x
2
).
Song iu ny tri vi nh l Rolle v y

(x
1
) = y

(x
2
) = 0 nn phi c (x
1
, x
2
)
m y

() = 0.
Lp lun ny cng ng cho trng hp y

(x) < 0 trn (x


1
, x
2
).
nh l 3.6.4 (Sturm). Cho y
1
(x), y
2
(x) l hai nghim c lp tuyn tnh bt k
ca phng trnh (3.35). Khi gia hai khng-im lin tip x
1
< x
2
ca nghim
y
1
(x) c ng mt khng-im ca y
2
(x) v ngc li.
Chng minh. Gi s ngc li y
2
(x) khng c khng-im trn (x
1
, x
2
). Khng mt
tnh tng qut c th gi thit y
1
(x) > 0 v y
2
(x) > 0 trn (x
1
, x
2
). V nu khng
th y
2
(x) > 0 trn khong (x
1
, x
2
) v khi ta s cho y
2
(x) thay cho y
2
(x) (do
y
2
(x) c cng khng-im vi y
2
(x)). Nhn hai v ca ng thc y

1
+ Qy
1
= 0
vi y
2
v y

2
+ Qy
2
= 0 vi y
1
ri tr nhau theo v ta c y

1
y
2
y

2
y
1
= 0.
Ly tch phn ng thc trn ta c
_
x
2
x
1
(y

1
y
2
y

2
y
1
)dx = 0.
V y

1
y
2
y

2
y
1
= (y

1
y
2
y

2
y
1
)

v y
1
(x
1
) = y
1
(x
2
) = 0 nn
0 = (y

1
y
2
y

2
y
1
)|
x
2
x
1
= y

1
(x
2
)y
2
(x
2
) y

1
(x
1
)y
2
(x
1
).
Mt khc v y
1
(x
1
) = 0 v y
1
(x) > 0 trn (x
1
, x
2
) nn y

1
(x
1
) > 0 (ch y

1
(x
1
) =
0 v y
1
l nghim khng tm thng). Tng t, y

1
(x
2
) < 0. V li y
2
(x
1
)
0, y
2
(x
2
) 0 nn ta suy ra y
2
(x
1
) = y
2
(x
2
) = 0 v nh vy W[y
1
, y
2
](x
1
) = 0, tri
vi gi thit y
1
, y
2
c lp tuyn tnh. Vy phi tn ti khng im ca y
2
trong
(x
1
, x
2
).
Bin son: GVC.ThS. Phan vn Danh
72 Chng 3. Phng trnh vi phn cp cao
Chng hn, y
1
(x) = cos x, y
2
(x) = sin x ca phng trnh y

+ y = 0.
By gi ta i so snh cc khng-im ca hai phng trnh
y

+ Q
1
(x)y = 0 (3.39)
y

+ Q
2
(x)y = 0 (3.40)
trong Q
1
(x), Q
2
(x) l nhng hm lin tc trn khong (a, b).
nh l 3.6.5 (nh l so snh Sturm). Gi thit
Q
2
(x) Q
1
(x) trn (a, b)
v y
1
(x), y
2
(x) ln lt l nhng nghim khng tm thng ca phng trnh
(3.39), (3.40). Khi gia hai khng-im lin tip x
1
< x
2
ca y
1
(x) c t nht
mt khng-im ca y
2
(x) nu tn ti x (x
1
, x
2
) m Q
2
(x) > Q
1
(x).
Chng minh. Ta lp li chng minh ca nh l 3.6.4. Gi s ngc li, y
2
(x) khng
c khng-im trn (x
1
, x
2
). Khng mt tnh tng qut c th gi thit y
1
(x) > 0
v y
2
(x) > 0 trn (x
1
, x
2
). Nhn hai v ca (3.39) vi y
2
v (3.40) vi y
1
ri tr
nhau hai v, ta c
y

2
y
1
y

1
y
2
+ (Q
2
Q
1
)y
1
y
2
= 0.
Ly tch phn ng thc trn v ch n gi thit tn ti x (x
1
, x
2
) vi
Q
2
(x) > Q
1
(x), ta c
_
x
2
x
1
(y

1
y
2
y

2
y
1
)dx =
_
x
2
x
1
(Q
2
Q
1
)y
1
y
2
dx > 0.
V y

1
y
2
y

2
y
1
= (y

1
y
2
y

2
y
1
)

nn
_
x
2
x
1
(y

1
y
2
y

2
y
1
)dx = y

1
(x
2
)y
2
(x
2
) y

1
(x
1
)y
2
(x
1
) (3.41)
do y
1
(x
1
) = y
1
(x
2
) = 0.
Mt khc y
1
(x
1
) = 0 v y
1
(x) > 0 trn (x
1
, x
2
) nn y

1
(x
1
) > 0 (ch y

1
(x
1
) = 0
v y
1
l nghim khng tm thng). Tng t y

1
(x
)
< 0. V li y
2
(x
1
) 0, y
2
(x
2
)
0 nn ta phi c v tri ca (3.41) khng dng. iu ny mu thun chng t
hm y
2
(x) phi trit tiu ti t nht mt im thuc (x
1
, x
2
).
Nu gia hai khng-im lin tip ca nghim y
1
ca phng trnh (3.39) lun
c t nht mt khng im ca nghim y
2
ca phng trnh (3.40) th ta ni nghim
y
2
dao ng hn nghim y
1
.
H qu 3.6.2. Nu Q
2
(x) > Q
1
(x) trn (a, b) th nghim ca phng trnh (3.40)
dao ng hn nghim khng tm thng ca phng trnh (3.39).
Bin son: GVC.ThS. Phan vn Danh
Mc lc
4 H phng trnh vi phn tuyn tnh 74
4.1 Khi qut v h phng trnh vi phn tuyn tnh . . . . . . . . . . 74
4.1.1 nh ngha v tnh cht c bn . . . . . . . . . . . . . . . 74
4.1.2 Phn loi . . . . . . . . . . . . . . . . . . . . . . . . . . . 75
4.2 H phng trnh vi phn tuyn tnh thun nht . . . . . . . . . . . 77
4.2.1 Cc tnh cht ca nghim ca h phng trnh tuyn tnh
thun nht . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.2.2 S ph thuc v c lp tuyn tnh ca h nghim . . . . . 78
4.2.3 H nghim c bn . . . . . . . . . . . . . . . . . . . . . . 80
4.2.4 Cng thc Ostrogratski-Liouville . . . . . . . . . . . . . . 82
4.3 H phng trnh vi phn tuyn tnh khng thun nht . . . . . . . 84
4.3.1 Cc tnh cht ca h phng trnh tuyn tnh khng thun
nht . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
4.3.2 Phng php bin thin hng s . . . . . . . . . . . . . . . 86
4.4 H phng trnh vi phn tuyn tnh vi h s hng . . . . . . . . . 87
4.4.1 H phng trnh vi phn tuyn tnh vi h s hng . . . . 87
4.4.2 H phng trnh vi phn tuyn tnh khng thun nht vi
h s hng . . . . . . . . . . . . . . . . . . . . . . . . . . 93
73
Chng 4
H phng trnh vi phn tuyn tnh
4.1 Khi qut v h phng trnh vi phn tuyn tnh
4.1.1 nh ngha v tnh cht c bn
nh ngha 4.1.1. H phng trnh vi phn tuyn tnh l h phng trnh c dng
_

_
dy
1
dx
= p
11
(x)y
1
+p
12
(x)y
2
+ +p
1n
(x)y
n
+f
1
(x)
dy
2
dx
= p
21
(x)y
1
+p
22
(x)y
2
+ +p
2n
(x)y
n
+f
2
(x)
dy
3
dx
= p
31
(x)y
1
+p
32
(x)y
2
+ +p
3n
(x)y
n
+f
3
(x)
. . . . . . . . . . . . . . . . . . . . . . . . . . .
dy
n
dx
= p
n1
(x)y
1
+p
n2
(x)y
2
+ +p
nn
(x)y
n
+f
n
(x)
(4.1)
trong p
ij
(x), f
i
(x) (i, j = 1, 2, . . . , n) l cc hm theo bin x.
Mt h gm n hm y
1
=
1
(x), y
2
=
2
(x), . . . , y
n
=
n
(x) kh vi trn khong
(a, b) c gi l nghim ca h (4.1) nu khi ta thay chng vo h (4.1) th ta
c n ng nht thc trn (a, b).
Thng ta k hiu nghim ca h di dng mt hm vect
Y (x) =
_
y
1
(x), y
2
(x), . . . , y
n
(x)
_
.
nh l 4.1.1. Cho h phng trnh (4.1) xc nh trn (a, b). Nu cc hm
p
i,j
(x), f
i
(x) (i, j = 1, 2, . . . , n) lin tc trn khong (a, b) th vi mi x
0

(a, b), (y
0
1
, y
0
2
, . . . , y
0
n
) R
n
s tn ti duy nht nghim
Y (x) =
_
y
1
(x), y
2
(x), . . . , y
n
(x)
_
ca h phng trnh vi phn tuyn tnh (4.1) xc nh trn khong (a, b) v tha
mn iu kin ban u
y
1
(x
0
) = y
0
1
, y
2
(x
0
) = y
0
2
, . . . , y
n
(x
0
) = y
0
n
.
74
4.1. Khi qut v h phng trnh vi phn tuyn tnh 75
Chng minh. Ly on bt k [a
1
, b
1
] (a, b) sao cho x
0
[a
1
, b
1
]. t g
i
=
dy
i
dx
,
ta c

g
i
y
i

= |p
ij
(x)| M, i, j = 1, 2, . . . , n.
Khi cc v phi ca h (4.1) tha mn iu kin Lipschitz theo y
1
, y
2
, . . . , y
n
v v vy tha mn nh l tn ti v duy nht nghim Cauchy-Picard. T y ta
suy ra iu cn chng minh l h c duy nht nghim tha mn iu kin ban u
cho.
t
Y =
_

_
y
1
y
2
.
.
.
y
n
_

_
,
dY
dx
=
_

_
dy
1
dx
1
dy
2
dx
2
.
.
.
dy
n
dx
n
_

_
P(x) =
_

_
p
11
(x) p
12
(x) . . . p
1n
(x)
p
21
(x) p
22
(x) . . . p
2n
(x)
. . . . . . . . . . . .
p
n1
(x) p
n2
(x) . . . p
nn
(x)
_

_
, F(x) =
_

_
f
1
(x)
f
2
(x)
.
.
.
f
n
(x)
_

_
.
Khi h (4.1) tng ng vi phng trnh
dY
dx
= P(x)Y +F(x).
n gin v thun li trong nghin cu, ngi ta a ra ton t vi phn sau:
L(Y ) =
dY
dx
P(x)Y.
4.1.2 Phn loi
H phng trnh vi phn tuyn tnh gm ba loi sau.
1. H phng trnh vi phn tuyn tnh khng thun nht
Nu trong h (4.1) tn ti t nht mt hm f
i
(x) = 0 th ta gi h phng trnh
tuyn tnh l h khng thun nht.
H ny c th c vit di dng vect tng ng l
dY
dx
= P(x)Y +F(x)
Bin son: GVC.ThS. Phan vn Danh
76 Chng 4. H phng trnh vi phn tuyn tnh
hoc di dng ton t L(Y ) = F(x).
2. H phng trnh vi phn tuyn tnh thun nht
Nu trong h (4.1), tt c cc hm f
i
(x) = 0 th ta gi h phng trnh tuyn
tnh l h thun nht
_

_
dy
1
dx
= p
11
(x)y
1
+p
12
(x)y
2
+ +p
1n
(x)y
n
dy
2
dx
= p
21
(x)y
1
+p
22
(x)y
2
+ +p
2n
(x)y
n
dy
3
dx
= p
31
(x)y
1
+p
32
(x)y
2
+ +p
3n
(x)y
n
. . . . . . . . . . . . . . . . . . . . . . . . . . .
dy
n
dx
= p
n1
(x)y
1
+p
n2
(x)y
2
+ +p
nn
(x)y
n
.
(4.2)
H ny c th c vit di dng vect tng ng l
dY
dx
= P(x)Y hoc
vit di dng ton t L(Y ) = 0.
3. H phng trnh vi phn tuyn tnh vi h s hng
Nu trong h (4.1) cc hm p
ij
= a
ij
vi a
ij
, i, j = 1, 2, . . . , n l cc hng s
th ta c h phng trnh vi phn tuyn tnh vi h s hng. Dng h phng
trnh ny cng gm hai loi.
a H phng trnh vi phn tuyn tnh thun nht vi h s hng
_

_
dy
1
dx
= a
11
(x)y
1
+a
12
(x)y
2
+ +a
1n
(x)y
n
dy
2
dx
= a
21
(x)y
1
+a
22
(x)y
2
+ +a
2n
(x)y
n
dy
3
dx
= a
31
(x)y
1
+a
32
(x)y
2
+ +a
3n
(x)y
n
. . . . . . . . . . . . . . . . . . . . . . . . . . .
dy
n
dx
= a
n1
(x)y
1
+a
n2
(x)y
2
+ +a
nn
(x)y
n
.
(4.3)
Bin son: GVC.ThS. Phan vn Danh
4.2. H phng trnh vi phn tuyn tnh thun nht 77
b H phng trnh vi phn tuyn tnh khng thun nht vi h s hng
_

_
dy
1
dx
= a
11
(x)y
1
+a
12
(x)y
2
+ +a
1n
(x)y
n
+f
1
(x)
dy
2
dx
= a
21
(x)y
1
+a
22
(x)y
2
+ +a
2n
(x)y
n
+f
2
(x)
dy
3
dx
= a
31
(x)y
1
+a
32
(x)y
2
+ +a
3n
(x)y
n
+f
3
(x)
. . . . . . . . . . . . . . . . . . . . . . . . . . .
dy
n
dx
= a
n1
(x)y
1
+a
n2
(x)y
2
+ +a
nn
(x)y
n
+f
n
(x)
(4.4)
trong c t nht mt hm f
i
(x) = 0.
H c th c vit di dng
dY
dx
= AY +F(x).
4.2 H phng trnh vi phn tuyn tnh thun nht
Ta xt h phng trnh dng (4.2). H ny c vit tng ng vi
dY
dx
= P(x)Y
hoc di dng L(Y ) = 0. Ch rng cc hm p
ij
(x) lin tc trong khong (a, b).
4.2.1 Cc tnh cht ca nghim ca h phng trnh tuyn tnh thun nht
a. Tch ca mt hng s bt k vi nghim ca h phng trnh (4.2) cng l mt
nghim ca h (4.2).
Chng minh. Gi s Y (x) l mt nghim ca h (4.2). iu ny tng ng
vi L(Y ) = 0 v do C L(Y ) = 0 vi mi hng s C. T y ta c C
_
dY
dx
P(x)Y
_
0 hay
d(CY )
dx
P(x) (CY ) 0, ngha l L(CY ) = 0.
Vy CY (x) cng l nghim ca h (4.2) vi C l hng s.
b. Tng ca hai nghim bt k ca h (4.2) cng l nghim ca h (4.2).
Chng minh. Gi s Y
1
, Y
2
ln lt l nghim ca h phng trnh (4.2), ngha l
L[Y
1
] = 0 v L[Y
2
] = 0. T y suy ra L[Y
1
] + L[Y
2
] = 0 hay
dY
1
dx
P(x)Y
1
+
dY
2
dx
Y
2
0. Do L[Y
1
+Y
2
] = 0. Vy Y
1
+Y
2
l nghim ca h ny. l iu
cn chng minh.
Bin son: GVC.ThS. Phan vn Danh
78 Chng 4. H phng trnh vi phn tuyn tnh
Mt cch tng qut: Mt t hp tuyn tnh cc nghim ca h phng
trnh (4.2) l mt nghim ca h .
c. Nu h phng trnh (4.2) vi ma trn thc P(x) c nghim phc Y (x) =
U(x) + iV (x) th phn thc U(x) v phn o V (x) cng l cc nghim thc ca
h .
Chng minh. Y (x) l nghim ca h cho khi v ch khi L[Y (x)] 0 hay
L[U(x) + iV (x)] 0. Suy ra
d(U(x) +iV (x))
dx
P(x)[U(x) + iV (x)] 0 hay
d(U(x))
dx
P(x)U(x)i
_
d(V x))
dx
P(x)V (x)
_
0 tc l L[U(x)] +iL[V (x)]
0.
Vy L[U(x)] 0 v L[V (x)] 0. Do U(x) v V (x) cng l cc nghim
thc ca h trn.
4.2.2 S ph thuc v c lp tuyn tnh ca h nghim
Cho cc hm vect
Y
1
(x) =
_

_
y
11
(x)
y
21
(x)
. . .
y
n1
(x)
_

_
, Y
2
(x) =
_

_
y
12
(x)
y
22
(x)
. . .
y
n2
(x)
_

_
, . . . , Y
n
(x) =
_

_
y
1n
(x)
y
2n
(x)
. . .
y
nn
(x)
_

_
xc inh trn khong (a, b).
nh ngha 4.2.1. H hm vect Y
1
(x), Y
2
(x), . . . , Y
n
(x) c gi l ph thuc
tuyn tnh trn khong (a, b) nu tn ti cc hng s
1
,
2
, . . . ,
n
khng ng
thi bng khng sao cho

1
Y
1
(x) +
2
Y
2
(x) + +
n
Y
n
(x) 0.
Nu cc s
1
,
2
, . . . ,
n
nh vy khng tn ti, tc l ng nht thc ch xy ra
khi
1
=
2
= =
n
= 0 th h hm trn c gi l c lp tuyn tnh
nh thc
W(x) = W[Y
1
(x), Y
2
(x), . . . , Y
n
(x)] =

y
11
(x) y
12
(x) . . . y
1n
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

c gi l nh thc Wronski ca h hm trn.


Bin son: GVC.ThS. Phan vn Danh
4.2. H phng trnh vi phn tuyn tnh thun nht 79
nh l 4.2.1. Gi s Y
1
(x), Y
2
(x), . . . , Y
n
(x) l n nghim ca h phng trnh
tuyn tnh thun nht (4.2). S ng nht bng khng ca nh thc Wronski ca
n nghim ny l iu kin cn v chng ph thuc tuyn tnh trn (a, b).
Chng minh. a) iu kin cn. Gi s n nghim ny ph thuc tuyn tnh,
ngha l tn ti cc hng s
1
,
2
, . . . ,
n
khng ng thi bng khng sao cho

1
Y
1
(x) +
2
Y
2
(x) + +
n
Y
n
(x) = 0.
iu ny tng ng vi h n phng trnh i s tuyn tnh thun nht m cc
n l
1
,
2
, . . . ,
n
_

1
y
11
(x) +
2
y
12
(x) + +
n
y
1n
(x) = 0

1
y
21
(x) +
2
y
22
(x) + +
n
y
2n
(x) = 0
. . . . . . . . . . . . . . . . . .

1
y
n1
(x) +
2
y
n2
(x) + +
n
y
nn
(x) = 0
c nghim khng tm thng. Do nh thc Crame ca h ny bng khng trn
(a, b), tc l

y
11
(x) y
12
(x) . . . y
1n
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

= 0.
Khi W(x) 0, ngha l nh thc Wronski ca n nghim ng nht bng
khng.
b) iu kin . Ly im x
0
(a, b). Theo gi thit Y
1
(x), Y
2
(x), . . . , Y
n
(x)
l n nghim ca h (4.2) v nh thc Wronski ca h ny bng khng. Xt h
_

1
y
11
(x) +
2
y
12
(x) + +
n
y
1n
(x) = 0

1
y
21
(x) +
2
y
22
(x) + +
n
y
2n
(x) = 0
. . . . . . . . . . . . . . . . . .

1
y
n1
(x) +
2
y
n2
(x) + +
n
y
nn
(x) = 0.
H ny c nh thc Crame l W(x) 0 nn c nghim khng tm thng

0
1
,
0
2
, . . . ,
0
n
.
Xt vect hm Y (x) =
0
1
Y
1
(x) +
0
2
Y
2
(x) + +
0
n
Y
n
(x).
Do Y
1
(x), Y
2
(x), . . . , Y
n
(x) l nghim ca h phng trnh vi phn tuyn tnh thun
nht nn theo tnh cht nghim ca h, ta suy ra Y (x) cng l nghim ca h (4.2).
Bin son: GVC.ThS. Phan vn Danh
80 Chng 4. H phng trnh vi phn tuyn tnh
Ta c Y (x
0
) =
0
1
Y
1
(x
0
) +
0
2
Y
2
(x
0
) + +
0
n
Y
n
(x
0
)
_

_
y
1
(x
0
) =
0
1
y
11
(x) +
0
2
y
12
(x) + +
0
n
y
1n
(x)
y
2
(x
0
) =
0
1
y
21
(x) +
0
2
y
22
(x) + +
0
n
y
2n
(x)
. . . . . . . . . . . . . . . . . . . . . . . .
y
n
(x
0
) =
0
1
y
n1
(x) +
0
2
y
n2
(x) + +
0
n
y
nn
(x).
Suy ra Y (x
0
) = 0.
Mt khc vect hm Z(x) 0 cng l nghim ca h phng trnh vi phn
tuyn tnh thun nht tha mn iu kin ban u Z(x
0
) = 0.
Theo tnh cht duy nht nghim ca bi ton Cauchy, ta c Y (x) Z(x) 0
hay
0
1
Y
1
(x) +
0
2
Y
2
(x) + +
0
n
Y
n
(x) 0.
Suy ra n nghim l ph thuc tuyn tnh trn (a, b).
Nhn xt 4.2.1. n nghim Y
1
(x), Y
2
(x), . . . , Y
n
(x) ca h (4.2) l c lp tuyn
tnh trn khong (a, b) khi v ch khi nh thc Wronski W(x) ca n nghim ny
khc khng t nht ti mt im trn (a, b). Thc cht l h n nghim trn ca h
ny khc khng ti mi im x (a, b).
4.2.3 H nghim c bn
nh ngha 4.2.2. H nghim c lp tuyn tnh ca h phng trnh vi phn tuyn
tnh thun nht c gi l h nghim c bn ca n.
T y ta i n tnh cht sau ca h (4.2): \ H phng trnh vi phn
tuyn tnh thun nht c v s h nghin c bn."
Chng minh. Ly x
0
(a, b) v ma trn vung bt k
A =
_

_
a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
. . . . . . . . . . . .
a
n1
a
n2
. . . a
nn
_

_
sao cho det A = 0. K hiu
Y
j
(x) =
_

_
y
1j
(x)
y
2j
(x)
. . .
y
nj
(x)
_

_
Bin son: GVC.ThS. Phan vn Danh
4.2. H phng trnh vi phn tuyn tnh thun nht 81
l nghim ca h (4.2) tha mn iu kin u
Y
j
(x
0
) =
_

_
a
1j
a
2j
. . .
a
nj
_

_
vi j = 1, 2, . . . , n tn ti duy nht trn (a, b).
Mt khc, nh thc Wronski ca n nghim ny
W(x) =

y
11
(x) y
12
(x) . . . y
1n
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

= det A = 0
nn h nghimY
1
(x), Y
2
(x), . . . , Y
n
(x) c lp tuyn tnh trn (a, b). Suy ra Y
1
(x), Y
2
(x), . . . , Y
n
(x)
l mt h nghim c bn ca h phng trnh vi phn tuyn tnh.
Vy h (4.2) c v s nghim c bn.
Ch rng nu ta ly A l ma trn n v cp n th h nghim
c bn Y
1
(x), Y
2
(x), . . . , Y
n
(x) tng ng c gi l h nghim c bn
chun ha ca h ti x
0
.
nh l 4.2.2. Gi s Y
1
(x), Y
2
(x), . . . , Y
n
(x) l h nghim c bn ca h phng
trnh vi phn tuyn tnh thun nht. Khi biu thc Y (x) = C
1
Y
1
(x)+C
2
Y
2
(x)+
+ C
n
Y
n
(x) l nghim tng qut ca h phng trnh, trong C
1
, C
2
, . . . , C
n
l cc hng s ty .
Chng minh. V Y
1
(x), Y
2
(x), . . . , Y
n
(x) l nghim c bn ca h phng trnh vi
phn tuyn tnh thun nht nn hm vect xc nh bi cng thc
Y (x) = C
1
Y
1
(x) +C
2
Y
2
(x) + +C
n
Y
n
(x)
vi C
1
, C
2
, . . . , C
n
l cc hng s, cng l nghim ca h ny.
Do chng minh Y (x) l nghim tng qut ca h (4.2), ta ch cn chng
minh Y (x) biu din trn l li gii ca bi ton Cauchy i vi h (4.2) vi
iu kin ban u Y (x
0
) = Y
0
hay C
1
Y
1
(x
0
) +C
2
Y
2
(x
0
) + +C
n
Y
n
(x
0
) = Y (x
0
)
trong
Y
0
=
_

_
y
10
y
20
. . .
y
n0
_

_
l vect u cho trc.
Bin son: GVC.ThS. Phan vn Danh
82 Chng 4. H phng trnh vi phn tuyn tnh
Tht vy, ta c
_

_
C
1
y
11
(x
0
) +C
2
y
12
(x
0
) + +C
n
y
1n
(x
0
) = y
10
C
1
y
21
(x
0
) +C
2
y
22
(x
0
) + +C
n
y
2n
(x
0
) = y
20
. . . . . . . . . . . . . . . . . . . . .
C
1
y
n1
(x
0
) +C
2
y
n2
(x
0
) + +C
n
y
nn
(x
0
) = y
n0
l h n phng trnh i s tuyn tnh vi n n C
1
, C
2
, . . . , C
n
.
nh thc Crame ca h ny chnh l nh thc Wronski ca h c bn
Y
1
(x), Y
2
(x), . . . , Y
n
(x)
ti x
0
. Do nh thc Crame ca h ny khc khng.
Suy ra s tn ti duy nht C
j
= (x
0
, y
10
, . . . , y
n0
) vi j = 1, 2, . . . , n. y
chnh l iu phi chng minh.
4.2.4 Cng thc Ostrogratski-Liouville
Gi s Y
1
(x), Y
2
(x), . . . , Y
n
(x) l n nghim bt k ca h phng trnh vi phn
tuyn tnh thun nht.

ng vi h hm vect trn ta c nh thc Wronski ca n nghim xc nh


nh sau
W(x) = W[Y
1
, Y
2
, . . . , Y
n
] =

y
11
(x) y
12
(x) . . . y
1n
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

.
Ly o hm hai v v ch n quy tc ly o hm ca nh thc, ta c
dW
dx
=

dy
11
dx
dy
12
dx
. . .
dy
1n
dx
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

y
11
(x) y
12
(x) . . . y
1n
(x)
dy
21
dx
dy
22
dx
. . .
dy
2n
dx
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

+ +

y
11
(x) y
12
(x) . . . y
1n
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
dy
n1
dx
dy
n2
dx
. . .
dy
nn
dx

Bin son: GVC.ThS. Phan vn Danh


4.2. H phng trnh vi phn tuyn tnh thun nht 83
Thay cc o hm trong cc nh thc trn bng v phi tng ng ca h (4.2),
chng hn i vi nh thc th nht

1
(x) =

dy
11
dx
dy
12
dx
. . .
dy
1n
dx
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

j=1
p
1j
(x)y
j1
(x)
n

j=1
p
1j
(x)y
j2
(x) . . .
n

j=1
p
1j
(x)y
jn
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

p
11
(x)y
11
(x) p
11
(x)y
12
(x) . . . p
11
(x)y
1n
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

p
12
(x)y
21
(x) p
12
(x)y
22
(x) . . . p
12
(x)y
2n
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

+ +

p
1n
(x)y
n1
(x) p
1n
(x)y
n2
(x) . . . p
1n
(x)y
nn
(x)
y
21
(x) y
22
(x) . . . y
2n
(x)
. . . . . . . . . . . .
y
n1
(x) y
n2
(x) . . . y
nn
(x)

Suy ra
1
(x) = p
11
W(x) + 0 + + 0 = p
11
W(x) (cc nh thc bng khng
do c hai hng t l nhau).
Tng t ta tnh c
2
(x) = p
22
(x)W(x), . . . ,
n
(x) = p
nn
W(x) nn
dW
dx
= p
11
(x)W(x) +p
22
(x)W(x) + +p
nn
(x)W(x) =
n

i=1
p
ii
(x)W(x).
Suy ra
W(x) = Ce

x
_
x
0
n

i=1
p
ii
()d
hoc di dng Cauchy
W(x) = W(x
0
)e

x
_
x
0
n

i=1
p
ii
()d
.
Bin son: GVC.ThS. Phan vn Danh
84 Chng 4. H phng trnh vi phn tuyn tnh
Hai cng thc trn c gi l cng thc Ostrogratski-Liouville, chng cho ta
bit nh thc Wronski ca h n nghim ca h phng trnh vi phn tuyn tnh
thun nht m khng cn gii n.
4.3 H phng trnh vi phn tuyn tnh khng thun nht
By gi ta xt h phng trnh vi phn tuyn tnh khng thun nht (4.1). H ny
c vit di dng vect tng ng l
dY
dx
= P(x)Y + F(x) hoc di dng
L[Y ] = F(x). Ch rng f
1
(x), f
2
(x), . . . , f
n
(x) l cc hm lin tc trn (a, b).
4.3.1 Cc tnh cht ca h phng trnh tuyn tnh khng thun nht
nh l 4.3.1. Nu Y

(x) l nghim ca h phng trnh vi phn tuyn tnh khng


thun nht v Y
1
(x), Y
2
(x), . . . , Y
n
(x) l nghim c bn ca phng trnh tuyn
tnh thun nht tng ng th nghim tng qut ca h phng trnh tuyn tnh
khng thun nht c dng
Y (x) = C
1
Y
1
(x) +C
2
Y
2
(x) + +C
n
Y
n
(x) +Y

(x)
trong C
1
, C
2
, . . . , C
n
l cc hng s bt k.
Chng minh. Trc tin ta cn chng minh L[Y

(x)] = F(x). Ta c
L[Y (x)] = L[C
1
Y
1
(x) +C
2
Y
2
(x) + +C
n
Y
n
(x) +Y

(x)]
do
L[Y (x)] =
d(C
1
Y
1
(x) +C
2
Y
2
(x) + +C
n
Y
n
(x) +Y

(x))
dx
P(x)[C
1
Y
1
(x) +C
2
Y
2
(x) + +C
n
Y
n
(x) +Y

(x)]
=
d(C
1
Y
1
(x))
dx
C
1
P(x)Y
1
(x) + +
d(Y

(x))
dx
P(x)Y

(x)
= C
1
L[Y
1
(x)] +C
2
L[Y
2
(x)] + +C
n
L[Y
n
(x)] +L[Y

(x)].
V Y
1
(x), Y
2
(x), . . . , Y
n
(x) l nghim c bn ca h (4.2) nn L[Y
j
(x)] = 0 vi
mi j = 1, 2, . . . , n. Hn na Y

(x) l nghim ca h (4.1) nn L[Y

(x)] = F(x).
Suy ra L[Y (x)] = F(x). Vy Y (x) l nghim ca h (4.1).
Vi x
0
(a, b) v (y
0
1
, y
0
2
, . . . , y
0
n
) R
n
. Xt h
_

_
C
1
y
11
(x
0
) +C
2
y
12
(x
0
) + +C
n
y
1n
(x
0
) +f
1
(x
0
) = y
0
1
C
1
y
21
(x
0
) +C
2
y
22
(x
0
) + +C
n
y
2n
(x
0
) +f
2
(x
0
) = y
0
2
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
C
1
y
n1
(x
0
) +C
2
y
n2
(x
0
) + +C
n
y
nn
(x
0
) +f
n
(x
0
) = y
0
n
.
Bin son: GVC.ThS. Phan vn Danh
4.3. H phng trnh vi phn tuyn tnh khng thun nht 85
nh thc Wronski ca h nghim c bn ti im x
0
khc khng nn nh
thc Crame ca h trn cng khc khng. Khi ta tm c duy nht n s
C
1
, C
2
, . . . , C
n
vi cc C
i
=
i
(x
0
, y
0
1
, y
0
2
, . . . , y
0
n
), i = 1, 2, . . . , n. Vy Y (x) l
nghim ca bi ton vi iu kin ban u cho.
nh l 4.3.2. Nu Y
1
(x), Y
2
(x) l hai nghim tng ng ca cc h phng
trnh L[Y ] = F
1
(x), L[Y ] = F
2
(x) th Y (x) = Y
1
(x) + Y
2
(x) l nghim ca h
L[Y ] = F
1
(x) +F
2
(x).
Chng minh. Ta c
L[Y (x)] = L[Y
1
(x) +Y
2
(x)]
=
d(Y
1
(x) +Y
2
(x))
dx
P(x)(Y
1
(x) +Y
2
(x))
=
_
d(Y
1
(x))
dx
P(x)Y
1
(x)
_
+
_
d(Y
2
(x))
dx
P(x)Y
2
(x)
_
= L[Y
1
(x)] +L[Y
2
(x)]
= F
1
(x) +F
2
(x).
Vy Y (x) l nghim ca h phng trnh L[Y ] = F
1
(x) +F
2
(x).
nh l 4.3.3. Nu h phng trnh vi phn tuyn tnh L[Y ] = U(x) +iV (x) trong

U(x) =
_

_
u
1
(x)
u
2
(x)
. . .
u
n
(x)
_

_
, V (x) =
_

_
v
1
(x)
v
2
(x)
. . .
v
n
(x)
_

_
,
vi P(x) l ma trn thc c nghim Y (x) = X(x) +iZ(x) th phn thc X(x) v
phn o Z(x) l cc nghim thc tng ng ca cc h phng trnh L[X(x)] =
U(x), L[Z(x)] = V (x).
Chng minh. V h phng trnh c nghim phc Y (x) = X(x) +iZ(x) nn
L[Y (x)] = L[X(x) +iZ(x)]
=
d(X(x) +iZ(x))
dx
P(x)(X(x) +iZ(x))
=
_
d(X(x))
dx
P(x)X(x)
_
+i
_
d(Z(x))
dx
P(x)Z(x)
_
= L[X(x)] +iL[Z(x)]
= U(x) +iV (x).
Vy X(x) l nghim ca h phng trnh L[X(x)] = U(x) v Z(x) l nghim ca
h phng trnh L[Z(x)] = V (x).
Bin son: GVC.ThS. Phan vn Danh
86 Chng 4. H phng trnh vi phn tuyn tnh
4.3.2 Phng php bin thin hng s
Theo cc tnh cht trn, ta thy vic tm nghim tng qut ca h phng trnh
tuyn tnh khng thun nht thc cht l vic tm nghim tng qut ca h thun
nht tng ng v mt nghim ring Y

(x) ca h phng trnh tuyn tnh khng


thun nht. tm mt nghim ring Y

(x) khi bit nghim tng qut ca h


phng trnh tuyn tnh thun nht tng ng ta dng phng php sau, c gi
l phng php bin thin hng s.
Gi s
Y
1
(x) =
_

_
y
11
(x)
y
21
(x)
.
.
.
y
n1
(x)
_

_
, Y
2
(x) =
_

_
y
12
(x)
y
22
(x)
.
.
.
y
n2
(x)
_

_
, . . . , Y
n
(x) =
_

_
y
1n
(x)
y
2n
(x)
.
.
.
y
nn
(x)
_

_
,
l h nghim c bn ca phng trnh L[Y ] = 0. Ta tm nghim Y

ca h
L[Y ] = F(x) di dng
Y

(x) = C
1
(x)Y
1
(x) +C
2
(x)Y
2
(x) + +C
n
(x)Y
n
(x)
trong cc hm C
i
(x), i = 1, 2, . . . , n cn phi tm sao cho Y

(x) tha mn
phng trnh
dY

(x)
dx
= P(x)Y

(x) +F(x).
ng thc trn ko theo
C

1
(x)Y
1
(x) + +C

n
(x)Y
n
(x) +C

1
(x)
Y
1
(x)
dx
+ +C

n
(x)
Y
n
(x)
dx
= P(x)[C

1
(x)Y
1
(x) + +C

n
(x)Y
n
(x)] +F(x).
V Y
1
(x), Y
2
(x), . . . , Y
n
(x) l nghim c bn ca h tuyn tnh thun nht nn
dY
i
(x)
dx
= P(x)Y
i
(x) vi i = 1, 2, . . . , n.
Suy ra C

1
(x)Y
1
(x) + +C

n
(x)Y
n
(x) = F(x). Tng ng vi h sau
_

_
C

1
(x)y
11
(x) +C

2
(x)y
12
(x) + +C

n
(x)y
1n
(x) = f
1
(x)
C

1
(x)y
21
(x) +C

2
(x)y
22
(x) + +C

n
(x)y
2n
(x) = f
2
(x)
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
C

1
(x)y
n1
(x) +C

2
(x)y
n2
(x) + +C

n
(x)y
nn
(x) = f
n
(x).
Do h nghim Y
1
(x), Y
2
(x), . . . , Y
n
(x) l nghim c bn nn nh thc Wronski
ca n nghim ny khc khng trn (a, b). Suy ra s tn ti duy nht cc hm
C

i
(x) =
i
(x), i = 1, 2, . . . , n. T tm c cc hm C
i
(x), i = 1, 2, . . . , n,
ngha l tm c nghim Y

(x).
Bin son: GVC.ThS. Phan vn Danh
4.4. H phng trnh vi phn tuyn tnh vi h s hng 87
4.4 H phng trnh vi phn tuyn tnh vi h s hng
By gi ta xt h phng trnh vi phn tuyn tnh vi h s hng. y l trng
hp c bit ca cc h (4.1), (4.2) nn tt c cc tnh cht ca cc h cng
ng cho trng hp ny.
4.4.1 H phng trnh vi phn tuyn tnh vi h s hng
nh ngha 4.4.1. H phng trnh vi phn tuyn tnh thun nht vi h s hng
l h (4.3), trong a
ij
, i, j = 1, 2, . . . , n l cc hng s.
H ny c th c vit di dng
dY
dx
= A Y vi A l ma trn (a
ij
).
Cch gii.
Ta c th tm nghim tng qut ca h phng trnh (4.3) bng phng php
sau: tm nghim c bn Y
1
(x), . . . , Y
n
(x) ca h (4.3) di dng P(x)e
Q(x)
v cc
o hm ca mt hm trong h u biu din tuyn tnh qua h ny. Trong s cc
hm dng P(x)e
Q(x)
n gin nht l hm dng
y
1
(x) =
1
e
x
, y
2
(x) =
2
e
x
, . . . , y
n
(x) =
n
e
x
hay c th vit di dng ma trn l
Y =
_

1
e
x

2
e
x
.
.
.

n
e
x
_

_
,
trong
1
,
2
, . . . ,
n
v l cc hng s.
Khi gii h (4.3) tng ng vi vic gii h
_

1
= a
11

1
+a
12

2
+ +a
1n

2
= a
21

1
+a
22

2
+ +a
2n

n
. . . . . . . . . . . . . . . . . . . . . . . . . . .

n
= a
n1

1
+a
n2

2
+ +a
nn

n
(4.5)
H (4.5) tng ng vi h sau
_

_
(a
11
)
1
+a
12

2
+ +a
1n

n
= 0
a
21

1
+ (a
22
)
2
+ +a
2n

n
= 0
. . . . . . . . . . . . . . . . . . . . . . . .
a
n1

1
+a
n2

2
+ + (a
nn
)
n
= 0
(4.6)
Bin son: GVC.ThS. Phan vn Danh
88 Chng 4. H phng trnh vi phn tuyn tnh
y l h phng trnh i s tuyn tnh vi n n
1
,
2
, . . . ,
n
nn h (4.6) lun
c nghim tm thng
1
=
2
= =
n
= 0. Suy ra h (4.3) cng c nghim
tm thng
Y =
_

1
e
x

2
e
x
.
.
.

n
e
x
_

_
=
_

_
0
0
.
.
.
0
_

_
.
Tuy nhin nghim ta cn tm phi l nghim khng tm thng. Do , h
(4.3) c nghim khng tm thng tng ng vi h (4.6) c nghim khng tm
thng. iu ny xy ra khi v ch khi

a
11
a
12
. . . a
1n
a
21
a
22
. . . a
2n
. . . . . . . . . . . .
a
n1
a
n2
. . . a
nn

= 0.
y l phng trnh i s bc n i vi , c gi l phng trnh c trng
ca h (4.3). Phng trnh ny c ng n nghim trn trng s phc (k c nghim
bi). Nghim c gi l gi tr ring ca ma trn A.
tm nghim ca h (4.3) ta xt cc trng hp sau.
1) Phng trnh c trng c n nghim thc phn bit
1
,
2
, . . . ,
n
. Thay
j
vo h (4.6) ta tm c nghim khng tm thng
1j
,
2j
, . . . ,
nj
.
T ta tm c nghim khng tm thng ca h (4.3) l
Y
j
(x) =
_

1j
e

j
x

2j
e

j
x
.
.
.

nj
e

j
x
_

_
, j = 1, 2, . . . , n.
Cc nghim Y
1
(x), Y
2
(x), . . . , Y
n
(x) c lp tuyn tnh nn Y
1
(x), Y
2
(x), . . . , Y
n
(x)
l h nghim c bn ca h (4.3). Vy nghim tng qut ca h (4.3) l
Y (x) = C
1
Y
1
(x) +C
2
Y
2
(x) + +C
n
Y
n
(x).
V d 4.4.1. Gii h phng trnh
_

_
dy
dx
= y 2z
dz
dx
= 3y + 4z.
Bin son: GVC.ThS. Phan vn Danh
4.4. H phng trnh vi phn tuyn tnh vi h s hng 89
Ta tm nghim di dng y =
1
e
x
, z =
2
e
x
. Thay vo h cho, ta c
_

1
e
x
=
1
e
x
2
2
e
x

2
e
x
= 3
1
e
x
+ 4
2
e
x
hay
_
(1 )
1
2
2
= 0
3
1
+ (4 )
2
= 0.
Phng trnh c trng

1 2
3 4

=
2
3 + 2 = 0
c nghim
1
= 1,
2
= 2.
Vi
1
= 1 ta c h
_
2
1
2
2
= 0
3
1
+ 3
2
= 0.
Suy ra nghim c dng
1
=
2
= t vi t l s thc ty . Chn
1
= 1 ta c

2
= 1. Khi nghim ca h l Y
1
= (y
1
(x), z
1
(x)) = (e
x
, e
x
).
Tng t vi
2
, ta a v phng trnh 3
1
+ 2
2
= 0 c cc nghim
1
=

2
3

2
= t vi t l s thc ty . Chn
1
= 2 ta c
2
= 3. Khi nghim
ca h l Y
2
= (y
2
(x), z
2
(x)) = (2e
2x
, 3e
2x
).
Vy nghim tng qut ca h phng trnh l
Y = C
1
_
e
x
e
x
_
+C
2
_
2e
2x
3e
2x
_
hay
y = C
1
e
x
+ 2C
2
e
2x
z = C
1
e
x
3C
2
e
2x
.
2) Phng trnh c trng c cp nghim phc n lin hp k
j
= p + iq, k
j
=
p iq. Khi ta tm c nghim ca h (4.3) l
Y
j
(x) =
_

1j
e
(p+iq)x

2j
e
(p+iq)x
. . .

nj
e
(p+iq)x
_

_
.
Bin son: GVC.ThS. Phan vn Danh
90 Chng 4. H phng trnh vi phn tuyn tnh
Trong trng hp tng qut, cc
ij
l nhng s phc nn n c vit di
dng
ij
= a
ij
+ib
ij
. V vy ta c th biu din nghim di dng
Y
j
(x) =
_

_
(a
1j
+b
1j
)e
px
(cos qx +i sin qx)
(a
2j
+b
2j
)e
px
(cos qx +i sin qx)
. . .
(a
nj
+b
1j
)e
px
(cos qx +i sin qx)
_

_
=
_

_
e
px
(a
1j
cos qx b
1j
sin qx)
e
px
(a
2j
cos qx b
2j
sin qx)
. . .
e
px
(a
nj
cos qx b
nj
sin qx)
_

_
+i
_

_
e
px
(b
1j
cos qx a
1j
sin qx)
e
px
(b
2j
cos qx a
2j
sin qx)
. . .
e
px
(b
nj
cos qx a
nj
sin qx)
_

_
.
Theo tnh cht ca nghim ta suy ra
U
j
(x) =
_

_
e
px
(a
1j
cos qx b
1j
sin qx)
e
px
(a
2j
cos qx b
2j
sin qx)
. . .
e
px
(a
nj
cos qx b
nj
sin qx)
_

_
, V
j
(x) =
_

_
e
px
(b
1j
cos qx a
1j
sin qx)
e
px
(b
2j
cos qx a
2j
sin qx)
. . .
e
px
(b
nj
cos qx a
nj
sin qx)
_

_
l hai nghim thc ng vi cp nghim phc lin hp ca h. Khi h nghim
U
j
(x), V
j
(x), j = 1, 2, . . . , k
n
2
c lp tuyn tnh.
V d 4.4.2. Gii h phng trnh
_

_
dy
dx
= 2y z
dz
dx
= y + 2z.
Phng trnh c trng

2 1
1 2

=
2
4 + 5 = 0
c nghim
1
= 2 +i,
2
= 2 i.
Vi
1
= 2 +i ta c h
_
i
1

2
= 0

1
i
2
= 0.
Chn
1
= 1 ta c
2
= i. Khi nghim ca h l
y
1
(x) = e
(2+i)x
= e
2x
(cos x +i sin x),
y
1
(x) = ie
(2+i)x
= e
2x
(sin x i cos x).
Bin son: GVC.ThS. Phan vn Danh
4.4. H phng trnh vi phn tuyn tnh vi h s hng 91
Tch phn thc v phn o, ta c h nghim c bn
Y
1
=
_
e
2x
cos x
e
2x
sin x
_
, Y
2
=
_
e
2x
sin x
e
2x
cos x
_
.
Vy nghim tng qut ca h phng trnh cho l
Y = C
1
_
e
2x
cos x
e
2x
sin x
_
+C
2
_
e
2x
sin x
e
2x
cos x
_
hay
y = C
1
e
2x
cos x +C
2
e
2x
sin x
z = C
1
e
2x
sin x C
2
e
2x
cos x
3) Phng trnh c trng c nghim thc bi k. Khi h phng trnh s
c nghim dng
y
1
= p
1
(x)e
x
, y
2
= p
2
(x)e
x
, . . . , y
n
= p
n
(x)e
x
,
trong p
j
(x) =
1j
+
2j
x +
3j
x
2
+ +
kj
x
k1
, j = 1, 2, . . . , n l nhng a
thc bc nh hn hoc bng k 1. Thay vo h phng trnh (4.3) ta tm c cc
h s ca a thc. Trong cc h s ca a thc c k s c chn bt k v cc
h s cn li biu din qua chng. Bng cch chn thch hp ta s xy dng c
k nghim c lp tuyn tnh ng vi .
V d 4.4.3. Gii h phng trnh
_

_
dx
dt
= 4x + 2y + 5z
dy
dt
= 6x y 6z
dz
dt
= 8x + 3y + 9z.
Phng trnh c trng

4 2 5
6 1 6
8 3 0

= a( 1)
2
( 2) = 0
c nghim
1
=
2
= 1,
3
= 2.
Vi
3
= 2 ta c h
_

_
6
1
+ 2
2
+ 5
3
= 0
6
1
3
2
6
3
= 0
8
1
+ 3
2
+ 7
3
= 0.
Bin son: GVC.ThS. Phan vn Danh
92 Chng 4. H phng trnh vi phn tuyn tnh
Chn
1
= 1 ta c
2
= 2,
3
= 2. Khi nghim ca h l
x
1
= e
2t
, y
1
= 2e
2t
, z
1
= 2e
2t
.

ng vi
1
ta tm hai nghim ring c lp tuyn tnh di dng
x = (
11
+
21
t)e
t
, y = (
12
+
22
t)e
t
, z = (
13
+
23
t)e
t
.
Thay vo h cho ta c
_

21
t +
21
+
11
= (4
21
+ 2
22
+ 5
23
)t 4
11
+ 2
12
+ 5
13

22
t +
22
+
12
= (6
21

22
6
23
)t + 6
11

12
6
13

23
t +
23
+
13
= (8
21
+ 3
22
+ 9
23
)t 8
11
+ 3
12
+ 9
13
.
Gii h ny ta c
21
=
23
,
22
= 0,
11
=
23
+
13
,
12
= 3
23
, trong

13
,
23
c th chn bt k.
Chn
13
= 0,
23
= 1, ta c x
2
= (1 +t)e
t
, y
2
= 3e
t
, z
2
= te
t
.
Chn
13
= 1,
23
= 0 ta c x
3
= e
t
, y
3
= 0, z
3
= e
t
.
Vy nghim tng qut ca h phng trnh cho l
Y = C
1
_
_
e
2t
2e
2t
2e
2t
_
_
+C
2
_
_
(1 +t)e
t
3e
t
te
t
_
_
+C
3
_
_
e
t
0
e
t
_
_
hay
x = e
t
(C
1
e
t
+C
2
t +C
2
+C
3
)
y = e
t
(2C
1
e
t
+ 3C
2
)
z = e
t
(2C
1
e
t
+C
2
t +C
3
).
4) Phng trnh c trng c cp nghim phc lin hp , bi k. Khi h
phng trnh s c nghim dng
y
1
= p
1
(x)e
x
, y
2
= p
2
(x)e
x
, . . . , y
n
= p
n
(x)e
x
trong p
j
(x) =
1j
+
2j
x +
3j
x
2
+ +
kj
x
k1
, j = 1, 2, . . . , n l nhng a
thc bc nh hn hoc bng k 1. Thay vo h phng trnh (4.3) ta tm c cc
h s ca a thc. Trong cc h s ca a thc c k s c chn bt k v cc h
s cn li biu din qua chng. Tch phn thc, phn o v bng cch chn thch
hp ta s xy dng c 2k nghim c lp tuyn tnh ng vi cp nghim phc
, .
Bin son: GVC.ThS. Phan vn Danh
4.4. H phng trnh vi phn tuyn tnh vi h s hng 93
4.4.2 H phng trnh vi phn tuyn tnh khng thun nht vi h s hng
nh ngha 4.4.2. H phng trnh vi phn tuyn tnh khng thun nht vi h s
hng l h (4.4) trong a
ij
, i, j = 1, 2, . . . , n l cc hng s.
H ny c th vit di dng
dY
dx
= A Y +F(x) vi A l ma trn (a
ij
).
Cch gii.
Trc ht ta tm nghim tng qut ca phng trnh tuyn tnh thun nht tng
ng. Gi s nghim tng qut ca phng trnh thun nht c dng
Y (x) = C
1
Y
1
(x) +C
2
Y
2
(x) + +C
n
Y
n
(x).
Sau ta tm mt nghim ring Y

(x) ca phng trnh khng thun nht. T


ta c nghim tng qut ca phng trnh tuyn tnh khng thun nht
Y (x) = C
1
Y
1
(x) +C
2
Y
2
(x) + +C
n
Y
n
(x) +Y

(x).
tm nghim ring ca phng trnh khng thun nht, ta dng phng php
bin thin hng s.
Bin son: GVC.ThS. Phan vn Danh

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