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6.6 高阶线性微分方程

§\S6.6 高阶线性微分方程#

一、高阶微分方程#

nn 阶线性微分方程

y(n)+a1(x)y(n1)+a2(x)y(n2)++an1(x)y+a0(x)y=f(x)\begin{align*} y^{(n)}+a_1(x)y^{(n-1)}+a_2(x)y^{(n-2)}+\cdots +a_{n-1}(x)y'+a_0(x)y=f(x) \end{align*}

f(x)=0f(x)=0 时,是齐次方程,f(x)0f(x)\ne 0 时,是非齐次方程。

微分算子 L=dndxn+a1(x)dn1dxn1++an1(x)ddx+an(x)L=\dfrac{\mathrm d^{n}}{\mathrm dx^n}+a_1(x)\dfrac{\mathrm d^{n-1}}{\mathrm dx^{n-1}}+\cdots+a_{n-1}(x)\dfrac{\mathrm d}{\mathrm dx}+a_n(x)

  1. 命题1:若L[y1]=0L[y_1]=0L[y2]=0L[y_2]=0,则有 L[k1y1+k2y2]=0L[k_1y_1+k_2y_2]=0y1y_1y2y_2L[y]=0L[y]=0 的解,则 k1y1+k2y2k_1y_1+k_2y_2 也是 L[y]=0L[y]=0 的解)

    如:y+y=0y''+y'=0L=d2dx2+1L=\dfrac{\mathrm d^2}{\mathrm dx^2}+1L[y]=d2dx2y+y=y+y=0L[y]=\dfrac{\mathrm d^2}{\mathrm dx^2}y+y=y''+y=0

    y1=sinx\because y_1=\sin xL[sinx]=0L[\sin x]=0

    y2=cosxy_2=\cos xL[cosx]=0L[\cos x]=0

    C1cosx+C2sinx\therefore C_1\cos x+C_2\sin x 也是 y+y=0y''+y=0 的解,且是通解

  2. 命题2[叠加原理]:若L[y1]=f1(x)L[y_1]=f_1(x)L[y2]=f2(x)L[y_2]=f_2(x),则有 L[y1+y2]=f1(x)+f2(x)L[y_1+y_2]=f_1(x)+f_2(x)y1y_1L1[y]=f1(x)L_1[y]=f_1(x) 的解、y2y_2L2[y]=f2(x)L_2[y]=f_2(x) 的解,则 y1+y2y_1+y_2L[y]=f1(x)+f2(x)L[y]=f_1(x)+f_2(x) 的解)

    推论1. L[y1]=f(x)L[y_1]=f(x)L[y2]=0L[y_2]=0 \Rightarrow L[y1+y2]=f(x)L[y_1+y_2]=f(x)

    推论2. L[y1]=f(x)L[y_1]=f(x)L[y2]=f(x)L[y_2]=f(x) \Rightarrow L[y1y2]=0L[y_1-y_2]=0L[y1+y22]=f(x)L[\dfrac{y_1+y_2}{2}]=f(x)

二、线性相关#

  • 定义:若存在不全为零的实数 k1,k2,,knk_1,k_2,\cdots,k_n,对于 xD\forall x \in D,使得 k1y1+k2y2++knyn=0k_1y_1+k_2y_2+\cdots +k_ny_n=0 成立,则 y1,y2,,yny_1,y_2,\cdots,y_nDD 上线性相关,否则,k1=k2==kn=0k_1=k_2=\cdots=k_n=0 等式成立,线性无关。

例题#

  1. y1(x)=xy_1(x)=|x|y2(x)=xy_2(x)=x

    • (,0)(-\infty, 0) 上线性相关
    • (0,+)(0, +\infty) 上线性相关
    • (,+)(-\infty, +\infty) 上线性无关
  2. 证明 cosx\cos xsinx\sin x(,+)(-\infty,+\infty) 上线性无关

    证:[法1]设 xR,k1cosx+k2sinx=0\forall x\in R, k_1\cos x+k_2\sin x=0

    • x=0x=0k1+0k2=0k_1+0\cdot k_2=0
    • x=π2x=\dfrac{\pi}{2}0k1+k2=00\cdot k_1+k_2=0

    以上两式联立得 k1=0=k2k_1=0=k_2,得证


    [法2]

    {k1sinx+k2cosx=0k1cosx+k2sinx=0\begin{align*} \begin{cases} -k_1\sin x+k_2\cos x=0\\ -k_1\cos x+k_2\sin x=0 \end{cases} \end{align*} D=cosxsinxsinxcosx=10k1=k2=0,得证\begin{align*} D=\left | \begin{matrix} \cos x & \sin x\\ -\sin x & \cos x\\ \end{matrix} \right |=1 \ne 0\\ \Rightarrow k_1=k_2=0,得证 \end{align*}
  3. 证明 11xxx2x^2RR 上线性无关

    证:

    {k11+k2x+k3x2=0k10+k21+k32x=0k10+k20+k32=0\begin{align*} \begin{cases} k_1\cdot 1+k_2\cdot x+k_3\cdot x^2=0\\ k_1\cdot 0+k_2\cdot 1+k_3\cdot 2x=0\\ k_1\cdot 0+k_2\cdot 0+k_3\cdot 2=0 \end{cases} \end{align*} D=1xx2012x002=20k1=k2=k3=0,得证\begin{align*} D=\left | \begin{matrix} 1 & x & x^2\\ 0 & 1 & 2x\\ 0 & 0 & 2 \end{matrix} \right |=2 \ne 0\\ \Rightarrow k_1=k_2=k_3=0,得证 \end{align*}

定理#

  1. 对于 y1(x)yn(x)y_1(x)\cdots y_n(x),若有
W=y1y2yny1y2yny1(n1)y2(n1)yn(n1)0W=\left | \begin{matrix} y_1 & y_2 & \cdots & y_n\\ y_1' & y_2' & \cdots & y_n'\\ \vdots & \vdots & \ddots & \vdots \\ y_1^{(n-1)}&y_2^{(n-1)}&\cdots &y_n^{(n-1)} \end{matrix} \right |\ne 0

则称 y1(x),y2(x),yn(x)y_1(x),y_2(x),\cdots y_n(x) 线性无关

  1. [通解结构定理] y1,,yny_1, \cdots , y_nL[y]=0L[y]=0nn 个线性无关的解,且 yy^*L[y]=f(x)L[y]=f(x) 的一个特解,则有:
  • L[y]=0L[y]=0 的通解为 y=C1y1+C2y2++Cnyny=C_1y_1+C_2y_2+\cdots + C_ny_n
  • L[y]=f(x)L[y]=f(x) 的通解为 y=C1y1+C2y2++Cnyn+yy=C_1y_1+C_2y_2+\cdots +C_ny_n+y^*

三、刘维尔公式(Liouville’s Formula)#

用于求解二阶齐次微分方程

定理:若 y1y_1y+p(x)y+q(x)y=0y''+p(x)y'+q(x)y=0 的一个特解,则该方程另一个与 y1y_1 线性无关的解 y2y_2 可以表示为

y2=y11y12ep(x)dxdxy_2=y_1\int \dfrac{1}{y_1^2}e^{-\int p(x)\mathrm dx}\mathrm dx

通解仍为 y=C1y1+C2y2y=C_1y_1+C_2y_2

证明

y2y_2y1y_1 线性无关,则

W=y1y2y1y20W=\left | \begin{matrix} y_1 & y_2 \\ y_1' & y_2' \end{matrix} \right |\ne 0W=y1y2+y1y2y2y1y2y1=y1y2y2y1=y1y2y1y2=y1y2py1qy1py2qy2=py1y2y1y2=pW\begin{align*} W'&=y_1'y_2'+y_1y_2''-y_2'y_1'-y_2y_1'\\ &=y_1y_2''-y_2y_1''\\ &=\left | \begin{matrix} y_1 & y_2\\ y_1'' & y_2'' \end{matrix} \right |\\ &=\left | \begin{matrix} y_1 & y_2 \\ -py_1'-qy_1 & -py_2'-qy_2 \end{matrix} \right |\\ &=-p\left |\begin{matrix} y_1 & y_2\\ y_1' & y_2' \end{matrix} \right |=-pW \end{align*}

W=pWdWW=p(x)dxW=ep(x)dx=y1y2y2y1W'=-pW \Rightarrow \dfrac{\mathrm dW}{W}=-p(x)\mathrm dx\Rightarrow W=e^{-\int p(x)\mathrm dx}=y_1y_2'-y_2y_1'

(y2y1)=1y12ep(x)dxdx\left(\dfrac{y_2}{y_1}\right)'=\dfrac{1}{y_1^2}e^{\int p(x)\mathrm dx}\mathrm dx,两边积分,然后将 y1y_1 移到右边可得原式

总结:求 y+p(x)y+q(x)y=f(x)y''+p(x)y'+q(x)y=f(x) 的通解

  1. 先求 y+p(x)y+q(x)y=0y''+p(x)y'+q(x)y=0 的通解,y=C1y1(x)+C2y2(x)y=C_1y_1(x)+C_2y_2(x)
  2. y=C1(x)y1(x)+C2(x)y2(x)y=C_1(x)y_1(x)+C_2(x)y_2(x),列出
{C1(x)y1(x)+C2(x)y2(x)=0C1(x)y1(x)+C2(x)y2(x)=f(x)\begin{align*} \begin{cases} C_1'(x)y_1(x)+C_2'(x)y_2(x)=0\\ C_1'(x)y_1'(x)+C_2'(x)y_2'(x)=f(x) \end{cases} \end{align*}
  1. 根据 C1(x)=f(x)y2(x)DC_1'(x)=\dfrac{-f(x)\cdot y_2(x)}{D}C2(x)=f(x)y1(x)DC_2'(x)=\dfrac{f(x)\cdot y_1(x)}{D} 求出 C1(x)C_1(x)C2(x)C_2(x),其中 D=y1(x)y2(x)y1(x)y2(x)D=\left |\begin{matrix}y_1(x)&y_2(x)\\ y_1'(x)&y_2'(x)\end{matrix}\right |
  2. y=C1(x)y1(x)+C2(x)y2(x)y=C_1(x)y_1(x)+C_2(x)y_2(x)

例题#

  1. x2y+xyy=0x^2y''+xy'-y=0 的通解

    解:y1=xy_1=xp(x)=1xp(x)=\dfrac{1}{x}

    y2=y11y12ep(x)dxdx=y11y12e1xdxdx=x1x3dx=x(13+1x2)=12x\begin{align*} y_2=y_1\int \dfrac{1}{y_1^2}e^{-\int p(x)\mathrm dx}\mathrm dx&=y_1\int \dfrac{1}{y_1^2}e^{-\int \frac{1}{x}\mathrm dx}\mathrm dx\\ &=x\int \dfrac{1}{x^3}\mathrm dx\\ &=x(\dfrac{1}{-3+1}x^{-2})\\ &=-\dfrac{1}{2x} \end{align*}

    y=C1x+C2(12x)\therefore y=C_1x+C_2(-\dfrac{1}{2x})

  2. (1x)y+xyy=1(1-x)y''+xy'-y=1 的通解

    a. 先求 (1x)y+xyy=0(1-x)y''+xy'-y=0 的通解

    y1=xy_1=x

    y2=x1x2ex1xdxdx=ex+C\begin{align*} y_2&=x\int \dfrac{1}{x^2}e^{-\int \frac{x}{1-x}\mathrm dx}\mathrm dx\\ &=e^x+C \end{align*}

    y=C1x+C2ex\therefore y=C_1x+C_2e^x

    b. 令 y=C1(x)x+C2(x)exy=C_1(x)x+C_2(x)e^x,则 y=C1(x)x+C1(x)+C2(x)ex+C2(x)exy'=C_1'(x)x+C_1(x)+C_2'(x)e^x+C_2(x)e^x;令 C1(x)x+C2(x)ex=0C_1'(x)\cdot x+C_2'(x)e^x=0,则 y=C1(x)+C2(x)ex+C2(x)exy''=C_1'(x)+C_2'(x)e^x+C_2(x)e^x。代入得

    C1(x)+C2(x)ex=11x\begin{align*} C_1'(x)+C_2'(x)e^x=\dfrac{1}{1-x} \tag{1} \end{align*}

    c. {C1(x)x+C2(x)ex=0C1(x)1+C2(x)ex=11x\begin{cases}C_1'(x)\cdot x+C_2'(x)e^x=0\\ C_1'(x)\cdot 1+C_2'(x)e^x=\dfrac{1}{1-x}\end{cases}

    求出 C1(x)=1(x1)2C_1'(x)=\dfrac{1}{(x-1)^2}C2(x)=x(1x)2exC_2'(x)=-\dfrac{x}{(1-x)^2e^x}

    C1(x)=11x+D1\therefore C_1(x)=\dfrac{1}{1-x}+D_1C2(x)=ex1x+D2C_2(x)=-\dfrac{e^{-x}}{1-x}+D_2

    d.

    y=C1(x)x+C2(x)ex=(11x+D1)x+(ex1x+D2)ex\begin{align*} y&=C_1(x)\cdot x+C_2(x)\cdot e^x\\ &=(\dfrac{1}{1-x}+D_1)x+(-\dfrac{e^{-x}}{1-x}+D_2)e^x \end{align*}
6.6 高阶线性微分方程
https://gitee.com/jason_ren/advanced-math-note
作者
Jason Ren
发布于
2025-12-03
许可协议
CC BY-SA 4.0

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