(USTC)

2022 ( )

,
December 27, 2022
4.3

All the other laws since discovered are nothing else; they are in sum, differential equations.
Henri Poincaré
1 (by ) 1
1.1 ( & ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.2 . . . . . . . . . . . . . . . . . . . . . . . 10

2 (by ) 12
2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

3 (by ) 22
3.1 ( & ) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.2.1 ODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
3.2.2 Sturm-Liouville . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

4 (by ) 37
4.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
4.2 : . . . . . . . . . . . . . . . . . . . . . . . 45

5 (by ) 47
5.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
5.2 : ?. . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

6 (by ) 61
6.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
6.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65

7 (by ) 69
7.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
7.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75

8 11 (by ) 80

9 2019 (I) ( )(By ) 87

10 2021 (I) ( )(By ) 93

11 2022 98
12 (by ) 108
12.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
12.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
12.2.1 Rn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
12.2.2 Fourier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
12.2.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

13 (by ) 125

14 (by ) 141
14.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
14.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
14.2.1 Poisson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
14.2.2 Poisson . . . . . . . . . . . . . . . . . . . . . 152
14.2.3 Harnack . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
14.2.4 Hopf . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
14.2.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
14.2.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160

15 (by ) 163
15.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 163
15.2 : . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
15.2.1 “ ” . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
15.2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177

16 : (By ) 179
16.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
16.2 . . . . . . . . . . . . . . . . . . . . . . . . . 180
16.3 : . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182

17 2019 (I) ( )(by ) 185

18 2020 (I) ( )(By ) 191

ii
 1 (by )

1.1 ( & )

1.1 (14-2(2)(4)(5))
:
∫ dx
1. : x = Ce p(t)dt , : = p(t)x.
dt
d2 x
2. : x = C1 cos kt + C2 sin kt, : + k 2 x = 0.
dt2

0, t ⩽ 0, dx 3 1
3. :x= : = x3 .
t , t > 0,
3
2 dt 2
♥

∫
1. x′ (t) = p(t) · Ce p(t)dt = p(t)x.
2.
x′ (t) = k(−C1 sin kt + C2 cos kt), x′′ (t) = −k 2 (C1 cos kt + C2 sin kt) = −k 2 x.
3. x(t) t=0 0, x(t) ,

dx 0,
t⩽0 3 1
= 3 1 = x3 .
dt  t2 , t > 0 2
2
1.2 (14-3(3)(4))
, .

dy x+y dy y
1. = . 2. =− .
dx x−y dx x ♥

x+y
1. = k, (k − 1)x = (k + 1)y. k ,
x−y
. .
2. y = −kx, .
 1.1 ( & )

(a) dy
dx
= x+y
x−y
(b) dy
dx
= − xy

1.3 (14-7)
20◦ C , ,
u0 , 10 u1 , t u(t).
♥

T = 20◦ C, k, du
dt = k(u − T ). u = T ,
. u 6= T , Z Z
du du
= kdt ⇒ = kdt ⇒ u = T + Cekt .
u−T u−T
u(0) = u0 , u(10) = u1
1 u0 − 20
C = u0 − 20, k=− ln .
10 u1 − 20
t
 − t
u0 − 20 10
u(t) = 20 + (u0 − 20) .
u1 − 20

1.4 (14-8)
y = y(x) (x, y) α, y(x)
.
♥

(x, y) y ′ (x), tan θ = xy .

dy y cos α + x sin α y cos α − x sin α
= tan(θ ± α) = or .
dx x cos α − y sin α x cos α + y sin α

, ODE. y = ux
du u cos α + sin α cot α − u dx
u+x = ⇒ du = .
dx cos α − u sin α 1+u 2 x
b = cot α,
aeb arctan u u=y/x p y
√ = |x| −−−−→ x2 + y 2 = aeb arctan x .
1 + u2
, ρ = aebθ . , , ρ = aebθ
.
1.5 (14-9)
, .
♥

2
 1.1 ( & )

(x, y) Y − y = y ′ (x)(X − x), y − xy ′ (x),

xy ′ (x) = y − x.

1.6 (31-4)
t(x2 − 1)dt + x(t2 − 1)dx = 0.
♥

t = ±1, x = ±1 . t 6= ±1, x 6= ±1,

Z Z
xdx tdt xdx tdt
= − ⇒ = − .
x −1
2 t −1
2 x −1
2 t −1
2

(x2 − 1)(t2 − 1) = C(C 6= 0), C=0 .

1.7 (31-8)
(3x − 7t + 7)dt + (7x − 3t + 3)dx = 0.
♥

ξ = x, η = t − 1, (3ξ − 7η)dη + (7ξ − 3η)dξ = 0. ξ = uη,

η(3u − 7)dη + η(7u − 3)(udη + ηdu) = 0 ⇒ η 2 (7u − 3)du + 7η(u2 − 1)dη = 0.
u2 = 1, x = ±(t − 1), ; η = 0, t = 1,
. u2 6= 1, η 6= 0,
7u − 3 7dη
du = − .
u −1
2 η

(u + 1)5 (u − 1)2
= C ⇒ (x + t − 1)5 (x − t + 1)2 = C(C 6= 0).
η7
x ± (t − 1) = 0 C=0 .

1.8 (31-9)
dx dx
x 2 + t2 = tx .
dt dt ♥

x=0 . x 6= 0, x = ut, dx = udt + tdu,

 
du du u−1 dt
(u − 1) u + t = u2 ⇒ (u − 1)t =u⇒ du = ⇒ Ceu = ut.
dt dt u t
x
(C ). x = Ce t , C=0 .

1.9 (32-30)
√ √ dx
t 1 + x 2 + x 1 + t2 =0 , (0, 1) .
dt ♥

t x p p
√ dt + √ dx = 0 ⇒ d( 1 + t2 + 1 + x2 ) = 0.
1 + t2 1 + x2
√ √
1 + t2 + 1 + x2 = C(C > 2). (0, 1)
p p √
1 + x2 + 1 + t2 = 2 + 1.

3
 1.1 ( & )

1.10 ( 1-1)
O A, OA = h, , a. A
O , b(b > a). .
♥

O x

h b

O , . (x, y) , O(0, 0),

x y
vx = − p b, vy = − p b.
x2 + y 2 x2 + y 2

dx x dy y
=a− p b, = −p b, (x(0), y(0)) = (0, h).
dt x + y2
2 dt x + y2
2

y , p
dx bx − a x2 + y 2
= , x(h) = 0
dy by
u = x/y,
du ap du a dy
y =− 1 + u2 ⇒ √ =− .
dy b 1+u 2 b y

p a
x+ x2 + y 2 = Cy 1− b .
a
C = hb ,
"  a   a #
y h b h −b
x= − .
2 y y

1.11 ( 1-2)
V V
V, 3 , 2 ,
5V
6 . 2021 5m0 , m0 . ,
m0
2022 , V . .
1. t m(t) .
2. m0 ?
♥

t t + ∆t , ∆t . ∆t ,
V m0 m0
∆t · = ∆t.
3 V 3

4
 1.1 ( & )

5V m(t) 5m(t)
∆t · = ∆t.
6 V 6

m(t + ∆t) − m(t) m0 5m(t)

= − .
∆t 3 6
∆t → 0
dm m0 5m
= − .
dt 3 6
, m(0) = 5m0
2m0 23m0 − 5t
m(t) = + e 6.
5 5
m(t) ⩽ m0 t⩾ 6
5 3 ≈ 2.44,
ln 23 2.44 m0 (
3).
1.12 (32-18)
dx
t + x = tx2 ln t.
dt ♥

Bernoulli ,x≡0 . x 6= 0, y = 1/x,

dy 1 dx 1 y
=− 2 = − ln t = − ln t.
dt x dt xt t

t
y = (C − ln2 t).
2
C .
2
x= .
t(C − ln2 t)

1.13 (32-24)
(t − x2 )dt + 2txdx = 0.
♥

y = x2 , (t − y)dt + tdy = 0. t≡0 . t 6= 0,

t−2
dt tdy − ydt  y
+ = 0 ⇒ d ln |t| + = 0.
t t2 t
y
ln |t| + t = C, C .
x2 = t(C − ln |t|).

1.14 (32-29)
dx
x = 3t, t + x2 − x = 9t2 .
dt ♥

Riccati , x = 3t . y = x − 3t,
dy
t + y 2 + (6t − 1)y = 0.
dt

5
 1.1 ( & )

y≡0 x = 3t. y 6= 0, z = y1 ,
dz 1 dy 6t − 1 1 6t − 1 1
=− 2 = + = z+ .
dt y dt ty t t t

Ce6t − 1
z= .
6t

6t
x= + 3t.
Ce6t −1
1.15 (32-37)
dx
dt = kx + f (t) k , f (t) ω .
ω , .
♥

x(t) , : x(t) ω ⇔ x(ω) = x(0).

. , x(ω) = x(0), f (t) ω , x(t + ω)
, y(t) ≜ x(t + ω) − x(t) , y ′ (t) = ky. y
y(0) = x(ω) − x(0) = 0, y ≡ 0, x(t) ω .
, x(ω) = x(0) . x(0) = x0 ,
 Z t 
kt −ks
x(t) = e x0 + f (s)e ds .
0

Z ω Z ω
1
x(ω) − x(0) = x0 (ekω − 1) + f (s)ek(ω−s) ds = 0 ⇔ x0 = f (s)ek(ω−s) ds.
0 1 − ekω 0
ω ,
 Z ω Z t 
ktekω −ks −ks
x(t) = e f (s)e ds + f (s)e ds
1 − ekω 0 0
 Z ω Z t Z t 
1 −ks −ks −ks
= e k(t+ω)
f (s)e ds + e kt
f (s)e ds − e k(t+ω)
f (s)e ds
1 − ekω 0 0 0
 Z ω Z t 
1 k(t+ω) −ks k(t+ω) −k(s+ω)
= e f (s)e ds + e f (s)e ds
1 − ekω t 0
Z
ek(t+ω) t+ω
= f (s)e−ks ds.
1 − ekω t

, , :
dy
1.1( -37-5(2)) dx + p(x)y = q(x), p, q ω>0 . :
q(x) , ω- p̄ 6= 0, .
Z ω
1
p̄ ≜ p(x)dx.
ω 0
, y(ω) = y(0) y(x) p̄ 6= 0.
y(x) y(0) = y0 ,
∫x
 Z x ∫s

− p(s)ds p(u)du
y(x) = e 0 y0 + q(s)e 0 ds .
0

6
 1.1 ( & )

Z ω ∫s
−ω p̄
y(ω) − y(0) = y0 (e ω p̄
− 1) + e q(s)e 0 p(u)du
ds.
0

p̄ 6= 0, ω- ,
Z
e−ωp̄ ω ∫s
p(u)du
y0 = q(s)e 0 ds.
1 − e−ωp̄ 0
p̄ = 0, , , .
1.2(19mid) x′ (t) = cos2 (x − t).
y = x − t,
dy dx
= − 1 = cos2 y − 1 = − sin2 y.
dt dt
sin y y = kπ(k ∈ Z), x = kπ + t. sin y 6= 0 ,
dy
− 2 = dt ⇒ cot y = t + C.
sin y
cot(x − t) − t = C.

: x′ (t) = f (ax + bt + c)(a, b 6= 0) ,
y = ax + bt + c .
1.3 :

dx x dx 2 3
1. = . 2. (t x + tx) = 1.
dt t + x3 dt

: t x “ ”, t x t(x).
.
1. x=0 . x 6= 0,
dt t + x3 dt t
= ⇒ − = x2 .
dx x dx x
2t = x3 + Cx.
2. x, t 6= 0.
dt
= t2 x3 + tx.
dx
x2
x Bernoulli , t(Ce− 2 − x2 + 2) = 1.
1.4 :

dy p
1. y(1 + x2 y 2 )dx = xdy. 2. (20 )x = x6 − y 2 + 3y.
dx

“ ”.
1. x = 0, y = 0 . x, y 6= 0 , , “ ” 1 + x2 y 2 .
: x 7→ 7→
1
x, y
1
y. ( ), u= 1
x.
   
2 1 2 1 1 dy y y2
1 + y /( ) dx = dy ⇒ =− 1+ 2 .
x x2 xy du u u
z = y/u,
dz u2 z
u + z = −z − z 3 ⇒ √ = C(C 6= 0).
du z2 + 2

7
 1.2
p
y = Cx 2 + x2 y 2 (C 6= 0), C = 0 y = 0.
p
2. x6 − y 2 , , u = x3 ,
p r
dy dy dx x6 − y 2 + 3y y sgn u y2
= = 3
= + 1− .
du dx du 3x u 3 u2
z = uy ,
dz sgn u p  sgn u 
z+u =z+ 1 − z 2 ⇒ z = sin ln |u| + C .
du 3 3
y = x sin(C + sgn x ln |x|).
3

1, :
(xdy − ydx) − x2 y 3 dx = 0.
µ1 = 1
x2
, Φ1 = xy ; µ2 = − y13 ,
x3
Φ2 = 3 . g1 , g 2
1 √
g2 (t) = − 3t,
3
g1 (t) = ,
t3
µ1 g1 (Φ1 ) = µ2 g2 (Φ2 ) = x
y3
≜ µ. µ ,
  p
x2 dy − xydx x2 x 4
− x3 dx = −d + = 0 ⇒ y = Cx 2 + x2 y 2 .
y3 2y 2 4
1.5( 20mid)
(1 + xy)ydx + (1 − xy)xdy = 0
.( )
− xy
1
. y = Cxe .
1.6(16mid) f (t) [0, +∞) , lim f (t) = 0. : x′ + 4x = f (t) x(t)
t→+∞
lim x(t) = 0.
t→+∞
Z t
−4t
x(t) = x0 e + f (s)e4(s−t) ds ≜ x0 e−4t + F (t).
0

x(0) = x0 , x0 e−4t → 0, F (t) → 0(t → +∞). |f (t)| ,

M. ε > 0, f (t) → 0(t → +∞) T > 0, t ⩾ T, |f (t)| < ε.
Z T Z t
M 4(T −t) ε
|F (t)| ⩽ |f (s)|e4(s−t) ds + |f (s)|e4(s−t) ds < e + .
0 T 4 4
t⩾ 1
4 ln M
3ε + T ,
M 3ε ε
|F (t)| < · + = ε.
4 M 4
lim x(t) = 0.
t→+∞

8
 1.2

1.2

1.2.1

n F (t, x, · · · , x(n) ) = 0, x = φ(t; C1 , · · · , Cn ),

n
∂(φ, φ′ , · · · , φ(n−1) )
6= 0.
∂(C1 , C2 , · · · , Cn )
, :
?
“ ”?
n ?
, .
, ⇔ . , V V (C1 , · · · , Cn ) =
0. , ∇V , ,
. , (B1 , · · · , Bn−1 ) = ψ(C1 , · · · , Cn )
φ(t; C1 , · · · , Cn ) = ϕ(t; B1 , · · · , Bn−1 ).
Jacobi , , .

∂ϕ(i) (t) X ∂ϕ(i) (t) ∂Bk

n−1
∂φ(i) (t)
= = .
∂Cj ∂Cj ∂Bk ∂Cj
k=1

,
 ∂φ(t) ∂φ(t)
  ∂ϕ(t) ∂ϕ(t)
 
∂C1 ··· ∂Cn ∂B1 ··· ∂Bn−1
∂B1
∂C1 ··· ∂B1
∂Cn
 .. ..   .. ..  .. .. 
J ≜
 . ··· . =
  . ··· . 
 . ··· .  ≜ J1 J2 .

∂φ(n−1) (t) ∂φ(n−1) (t) ∂ϕ(n−1) (t) ∂ϕ(n−1) (t) ∂Bn−1 ∂Bn−1
∂C1 ··· ∂Cn ∂B1 ··· ∂Bn−1 ∂C1 ··· ∂Cn

J1 ∈ Rn×(n−1) , J2 ∈ R(n−1)×n , Binet-Cauchy 1, Jacobi det J =

0, !

, .



 x = φ(t; C1 , · · · , Cn )




x′ = φ′ (t; C , · · · , C ) 1 n


 ..

 .


 (n−1)
x = φ(n−1) (t; C1 , · · · , Cn )

P : t = ξ, C1 = a1 , · · · , Cn = an , ηk = φ(k) (ξ; a1 , · · · , an )(k = 0, 1, · · · , n−

1). P C1 , · · · , C n Jacobi ,
1
A ∈ Rm×n , B ∈ Rn×m , m > n, det(AB) = 0. m ⩽ n , 3.2

9
 1.2

C1 , · · · , C n :
Ck = Ck (t, x, x′ , · · · , x(n−1) ), k = 1, · · · , n,

Ck (ξ, η0 , · · · , ηn−1 ) = ak . , (ξ, η0 , · · · , ηk−1 ) (t0 , x0 , · · · , xn−1 )

(C10 , · · · , Cn0 ) x = φ(t; C10 , · · · , Cn0 ) .

, : y = g(x; C1 , · · · , Cn )
, n ODE, . .
1.7 .
x2 + y 2 + Dx + Ey + F = 0, D, E, F . x


 x2 + y 2 + Dx + Ey + F = 0


2x + 2yy ′ + D + Ey ′ = 0



2 + 2(y ′ )2 + 2yy ′′ + Ey ′′ = 0

2 + 2(y ′ )2 + 2yy ′′
E=− .
y ′′
x ,
3y ′ (y ′′ )2
6y ′ y ′′ + 2y ′ y ′′′ + Ey ′′′ = 0 ⇒ y ′′′ = .
1 + (y ′ )2

1.2.2

, ,
. :
dx
= X(x)T (t), x(ξ) = η. (1.1)
dt
X(η) = 0 , x ≡ η. .
:
p
1.1 x′ (t) = |x|. x(t) , −x(−t) ,
.
dx √ (t + C)2
√ = dt ⇒ 2 x = t + C ⇒ x = .
x 4
2
t > −C. −x(−t; C) = − (C−t)
4 . , x ≡ 0. x(0) = 0
, :
 2

 t
 , t⩾0 t2
x1 (t) ≡ 0, x2 (t) = 4 2 = sgn(t) .

 4
− t , t<0
4

(1.1) .

10
 1.2

1.1
(1.1) X(x), T (t) , η (η − ε, η + ε) X(x) =
0 ⇔ x = η. Z η±ε
dy
= ∞,
η X(y)
(1.1) .
♥

Osgood .
(1.1) , x(t) x ≡ η . ξ¯ > ξ,
¯ = η̄ ∈ (η, η + ε),
x(ξ) t0 = sup{t < ξ¯ : x(t) = η}. ¯ ,
t ∈ (t0 , ξ]
Z x(t) Z t
dx dx
= T (t)dt ⇒ = T (s)ds.
X(x) η̄ X(x) ξ̄
t → t+
0, LHS , RHS , ! .
, , :
1.2 ODE: 
dx p  − t√x, x ⩾ 0
= −t sgn(x) |x| =
dt t√−x, x < 0

x(t) , −x(t) . .
dx √ C− t2
√ = −tdt ⇒ 2 x = .
x 2

(C − t2 )2 √ √
x= , − C < t < C(C > 0).
16
2 )2
x = − (C−t
16 . x(0) = 0 x ≡ 0. x=0 ,
Z Z 0
ε
dx √ dx √
p = 2 ε, p = −2 ε.
0 sgn(x) |x| −ε sgn(x) |x|
.

11
 2 (by )

2.1

2.1 (33-42)
M (x, y), N (x, y) m , M (x, y)dx + N (x, y)dy = 0 .
♥

y = ux,
M (x, y) = xm M (1, u), N (x, y) = xm N (1, u), dy = xdu + udx.

xm (M (1, u) + uN (1, u))dx + xm+1 N (1, u)du = 0.

,
1 1
µ= = .
xm+1 (M (1, u) + uN (1, u)) xM (x, y) + yN (x, y)

2.2 (33-44)
M (x, y)dx + N (x, y)dy = 0 µ(x + y) µ(xy) .
♥

M 6= N xM 6= yN ( , ). :
1. µ(x + y) H≜ M −N ( ∂y − ∂x )
1 ∂M ∂N
H(x + y).
2. µ(xy) K≜ xM −yN ( ∂y − ∂x )
1 ∂M ∂N
K(xy).
.
1. ⇒:
∂ ∂ ∂M ∂N
(µM ) = (µN ) ⇒ µ′ (x + y)M + µ = µ′ (x + y)N + µ .
∂y ∂x ∂y ∂x
′
H = − µµ(x+y)
(x+y)
H(x + y).
⇐: µ(x + y) = e−H(x+y) ,
 ′ 
∂ ∂ µ (x + y)
(µM ) − (µN ) = (M − N )µ − H(x + y) = 0.
∂y ∂x µ(x + y)
µ(x + y) .
2. .
2.3 (33-46)

(x2 y 3 + y)dx + (x3 y 2 − x)dy = 0.

♥

x ≡ 0, y ≡ 0 . x, y 6= 0,
x2 y 2 (ydx + xdy) + (ydx − xdy) = 0.
1
x2 y 2 (ydx + xdy) = 0 µ1 (x, y) = x2 y 2
, Φ1 (x, y) = xy = C1 ;
ydx − xdy = 0 µ2 (x, y) = 1
y2
, Φ2 (x, y) = x
y = C2 .
 2.1

g1 (t) = t, g2 (t) = 1t ,
1
µ1 g1 (Φ1 ) = µ2 g2 (Φ2 ) = .
xy
1
xy .
   
dx dy x2 y 2 x
2
(xy dx + x ydy) +2
− =0⇒d + ln = 0.
x y 2 y
x2 y 2 x
2 + ln y = C.

2.4 (34-50)
dx t − x2
= .
dt 2x(t + x2 )
♥

y = x2 ,
dy dx t − x2 t−y
= 2x = 2
= .
dt dt t+x t+y

 
y 2 − t2
(y − t)dt + (t + y)dy = (ydt + tdy) + (ydy − tdt) = 0 ⇒ d ty + = 0.
2

x 4 − t2
tx2 + = C.
2
C .

2.5 (34-51)
dx
t + x = x ln(tx).
dt ♥

y = ln x,
dy 1 dx ln(tx) − 1 y ln t − 1
= = = + .
dt x dt t t t

d  y  ln t − 1
= .
dt t t2

eCt
y = Ct − ln t ⇒ x = .
t
C .

2.6 (Page 34, 52)

 
dx 2 t2
(t + x + 3) = 2t 2x −
2 .
dt x
♥

ξ = x2 + 1, η = t2 + 2,
dξ x dx x 2t 2x2 − t2 2(2ξ − η)
= = · 2 2
= .
dη t dt t x t +x +3 ξ+η

13
 2.1

u = ηξ ,
du 4u − 2
u+η = .
dη u+1
u ≡ 1, 2 , x 2 − t2 = 1 x2 − 2t2 = 3. u 6= 1, 2,
u+1 dη
du + = 0.
(u − 1)(u − 2) η

(u − 2)3
η = C,
(u − 1)2
C .
(x2 − 2t2 − 3)3 = C(x2 − t2 − 1)2 .
C=0 x2 − 2t2 = 3.
2.7 (40-7)
tẋ2 − 2xẋ + t + 2x = 0.
♥

p = ẋ, p ≡ 0, x , . p 6= 0,
2x(p − 1) dt 1 2(p − 1) 2x(p2 − 2p − 1) dp
t= ⇒ = = − .
p2 + 1 dx p p2 + 1 (p2 + 1)2 dx
 
2x dp 1
(p − 2p − 1)2
2
− = 0.
p + 1 dx p
√ √
p2 − 2p − 1 = 0, p = 1 ± 2, x = (1 ± 2)t + C, C = 0,
√
x = (1 ± 2)t.
p2 − 2p − 1 6= 0,
2x dp 1 2p dx
2
− =0⇒ 2 dp = ⇒ x = C(p2 + 1)(C 6= 0).
p + 1 dx p p +1 x
t = 2C(p − 1) ⇒ p = 1 + 2C
t
,
"  #
t 2 t2
x=C 1+ +1 = + t + 2C.
2C 4C

2.8 (40-11)
ẋ4 = 4x(tẋ − 2x)2 .
♥

x=0 . ẋ = 0, x = 0. ẋ 6= 0, x > 0 ,

p 2x dt 1 2 2x dp 1 dp p
t=± √ + ⇒ = = − 2 ± √ ∓ .
2 x p dx p p p dx 2 x dx 4x 32

  
1 p 2x dp
± −1 = 0.
p 4x 23 p dx
p t4 p
1
p ± 3 = 0, x = ( C±t 4
2 ) , C = 0, x= 16 .
1
p ± 3 6= 0,
4x 2 4x 2

14
 2.1

2x dp 2dp dx √
−1=0⇒ = ⇒ p = 2C x(C 6= 0).
p dx p x

dx √ √
= 2C x ⇒ x = Ct + C ′ ⇒ x = (Ct + C ′ )2 .
dt
C ′ = ±C 2 , x = C 2 (t − C)2 , x=0 C=0 .

2.9 (40-15)
ẋ2 − xẋ + et = 0.
♥

p=0 . p 6= 0,
  
p2 + et e t dp et et dp et dp
x= =p+ ⇒p= + − 2 ⇒ 1− 2 − p = 0.
p p dt p p dt p dt
et dp
1− p2
= 0, e t = p2 , x = 2p, x2 = 4et . . dt − p = 0,
p= Cet (C 6= 0), x= Cet + C ′. x= Cet + 1
C.

2.10 (41-21)
x2 ẋ2 + x2 = a2 (a > 0).
♥

x 6= 0.
xẋ = a cos θ, x = a sin θ ⇒ x = a sin θ, ẋ = cot θ.
ẋ = 0, x ≡ C. x = ±a. ẋ 6= 0,
dx a cos θdθ
dt = = = a sin θdθ ⇒ t = C − a cos θ.
ẋ cot θ
x2 + (C − t)2 = a2 . .

2.11 (50-4(1)(2))

d2 x d2 x
1. dt2
+ ω 2 x = 0. 2. dt2
− ω 2 x = 0. ♥

dx
p= dt ,
d2 x dp dp dx dp
= = =p .
dt2 dt dx dt dx
1.
dp
p + ω 2 x = 0 ⇒ d(p2 + ω 2 x2 ) = 0.
dx
p2 + ω 2 x2 = C 2 (C ⩾ 0), p = 0, x , x = 0.
p 6= 0, C > 0. θ p = C cos θ x= C
ω sin θ.
C
dx cos θdθ 1
dt = = ω = dθ.
p C cos θ ω
θ = ωt + D,
C
x= sin(ωt + D) = A sin ωt + B cos ωt.
ω

15
 2.1

A sin ωt + B cos ωt , A, B , .
2.
dp
p − ω 2 x = 0 ⇒ d(p2 − ω 2 x2 ) = 0.
dx
p2 − ω 2 x2 = ±C 2 (C ⩾ 0). p = 0, x , x = 0.
p 6= 0. p2 ⩾ ω 2 x2 , θ p = C cosh θ x= C
ω sinh θ.
C
dx cosh θdθω 1
dt = = = dθ.
p C cosh θ ω
θ = ωt + D,
C
x= sinh(ωt + D) =: Aeωt + Be−ωt .
ω
p2 ⩽ ω 2 x 2 x = A′ eωt + B ′ e−ωt . A, B, Aeωt + Be−ωt
, .
2.12 (51-10)
 
d2 x dx 1 dx
t 2 = + t sin .
dt dt t dt
♥

dx
y= dt ,
dy y y
− = sin .
dt t t
u = yt ,
du
t = sin u.
dt
u = kπ(k ∈ Z) , dx
dt = kπt. x= kπ 2
2 t + C,
. u 6= kπ, sin u 6= 0,
du dt
= ⇒ u = 2 arctan(C1 t) + 2kπ.
sin u t
C1 ,k .
dx
= y = 2t arctan(C1 t) + 2kπt.
dt

1 + C12 t2 t
x(t) = 2 arctan(C1 t) − + kπt2 + C2 .
C1 C1

2.13 (51-16)
, , .
♥

k, f = −k ẋ.
d2 x dx
m 2 = mg − k .
dt dt
p = ẋ,
dp k
+ p = g.
dt m

dx mg
= p = Ce− m +
kt
.
dt k

16
 2.1

p(0) = 0 C = − mg
k ,
mg m2 g kt
x= t + 2 e− m + C ′ .
k k
0,
mg m2 g
t − 2 (1 − e− m ).
kt
x=
k k
2.14 ( )
dx
p3 − 4txp + 8x2 = 0, p= .
dt ♥

x=0 p = 0, x ≡ 0. x, p 6= 0,
p3+ 8x 2 p2 8x
4t = = + .
xp x p

dp dp dx dp
= =p ,
dt dx dt dx
t  
2p2 8x dp p3
− + 8 − 2 = 4.
x p dx x

 
p3 − 4x2 2x dp
− 1 = 0.
x2 p dx
2
p3 − 4x2 , dx
dt = p = (2x) 3 , x = 12 ( 2t 3
3 + C) , C = 0,
4t3
x= 27 . p3 − 4x2 6= 0,
2x dp 2dp dx
−1=0⇒ = .
p dx p x
dx √
p2 = C 2 x, dt = C1 x, C1 .
 2
C1
x= t + C2 .
2
C3
C2 . , C2 = − 81 . ,
 2
C1 C13
x= t− .
2 8
x≡0 C1 = 0 .
2.15 (62-7)
dx dy dz
= = .
x(x + y) −y(x + y) (y − x)(2x + 2y + z)
♥

dx dy
=− ⇒ xy = C1 ,
x y
. ,
d(x + y) d(x + y + z) d(x + y) d(x + y + z)
= ⇒ + = 0.
(x − y)(x + y) (y − x)(x + y + z) (x + y) x+y+z

17
 2.1

(x + y)(x + y + z) = C2 .

2.16 (62-10)

 dx
 + xf ′ (t) − yg ′ (t) = 0,
dt

 dy + xg ′ (t) + yf ′ (t) = 0.
dt ♥

d(x2 + y 2 ) = 2xdx + 2ydy = −2(x2 + y 2 )f ′ (t)dt.

d(x2 + y 2 )
+ 2f ′ (t)dt = 0 ⇒ x2 + y 2 = C1 e−2f (t) .
x2 + y 2
, u = xy ,
 
du ∂u dx ∂u dy x2
= + = 1+ 2 g ′ (t) = (1 + u2 )g ′ (t).
dt ∂x dt ∂y dt y

x
arctan u = g(t) + C2 ⇒ = tan(g(t) + C2 ).
y

2.17 (63-13)
m h , , v0 ,
α, .
♥

, y , v0 x .


 d2 x dx

 m = −k

 dt
2 dt


 d2 y dy
m 2 =k − mg
 dt dt



 x(0) = 0, y(0) = h




ẋ(0) = v0 cos α, ẏ(0) = −v0 sin α


d
dx k t dx m
= A1 e− m t ⇒ x = − A1 e− m t + B1 .
k k
em = 0 ⇒
dt dt dt k
 
d dy − k t dy mg mg m
e m = −ge− m t ⇒
k k k
= + A2 e m t ⇒ y = t + A2 e m t + B2 .
dt dt dt k k k

  mg
A1 = v0 cos α 
A2 = −v0 sin α −
k
B1 = mv0 cos α 
 B2 = h + m2g mv 0 sin α
k 2
+
k k

 
mv0 cos α mg m2 g mv0 sin α
(1 − e− m t ),
k k
x= y= t+ + (1 − e m t ) + h.
k k k2 k

18
 2.1

2.18 (63-14)
α v0
1. .
gx2
2. y = x tan α − , g .
2v02 cos2 α
♥




dx

 = v0 cos α

 dt


 d2 y
m 2 = −mg
dt






x(0) = y(0) = 0


ẋ(0) = v cos α, ẏ(0) = v sin α
0 0

1
x = (v0 cos α)t, y = − gt2 + (v0 sin α)t.
2
t = x/(v0 sin α),
 2
x 1 x gx2
y = v0 sin α · − g = x tan α − .
v0 cos α 2 v0 cos α 2v02 cos2 α

2.19 ( 2-1)
.
d2 u
1. + u = a + εu2 ( Einstein ).
dθ2
d2 x dx
2. 2
+ µ(x2 − 1) + x = 0(Van der Pol ).
dt dt
d2 x
3. + ω 2 x + ax3 = 0(Duffing ).
dt2
"  2 #
d2 x dx dx
4. −µ 1− + x = 0(Rayleigh ).
dt2 dt dt
a, µ, ω, ε .
♥

1. v = u̇, 
 du
 =v
dθ

 dv = a + εu2 − u
dθ
2. y = ẋ, 
 dx
 =y
dt

 dy = −µ(x2 − 1)y − x
dt

19
 2.2

3. y = ẋ, 
 dx
 =y
dt

 dy = −ax3 − ω 2 x
dt
4. y = ẋ, 
 dx
 =y
dt

 dy = µ(1 − y 2 )y − x
dt
2.20 ( 2-2)

d2 x dx
2
+ x2 + x2 = 0.
dt dt ♥

dx x3
Lienard y= dt + 3 ,
dy d2 x dx
= 2 + x2 .
dt dt dt


 dx x3
 =y−
dt 3

 dy = −x2
dt
dy dy
dt = 0, x = 0. dt 6= 0,
dx x3 − 3y d 3
= ⇒ (x ) = x3 − 3y.
dy 3x2 dy
x3 y x3 = C1 ey + 3(y + 1). C1 = 0, dx
dt = −1 ⇒ x = C2 − t.
. C1 6= 0, C= −C1−1 ,
x3 p
ey + C(x3 − 3y − 3) = 0 ⇒ ep+ 3 = C(p + 1) ⇒ x = 3
3 ln(C(p + 1)) − 3p.

Z Z Z
1 dx dx x x
t= dp = = + dp + C ′
p dp p p p2
p Z p
3
3 ln(C(p + 1)) − 3p 3
3 ln(C(p + 1)) − 3p
= + dp + C ′ .
p p2
.
 p

x = 3 ln(C(p + 1)) − 3p
3

p Z p

3
3 ln(C(p + 1)) − 3p 3
3 ln(C(p + 1)) − 3p
t = + dp + C ′
p p2

2.2

. : .

20
 2.2

1. : T1 (t)X1 (x)dt + T2 (t)X2 (x)dx = 0.

2. :
dx
(a). : dt = g( xt ), u = xt .
(b). :
 
dx a 1 t + b1 x + c 1
=f .
dt a 2 t + b2 x + c 2
dx
(c). : dt + p(t)x = q(t), .
(d). : (a) Euler , (b) Bernoulli , (c) Riccati .
3. :
∂M ∂N
(a). Main Thm. M dt + N dx = 0 ∂x = ∂t .
(b). : µ µM dt + µN dx = 0. µ , ,
µ = µ(x) µ = µ(t); .

F (t, x, ẋ), x t . : t( x) ,
ẋ , t x .

:
1. .
2. . : , .

21
 3 (by )

3.1 ( & )

3.1 (74-4)
t ,λ , p ∈ C[t].
1. Re λ < 0 lim |p(t)eλt | = 0.
t→+∞
2. Re λ > 0 , lim |p(t)eλt | = +∞.
t→+∞
3. Re λ ⩽ 0 , eλt 0 ⩽ t < +∞ .
♥

λ = α + βi(α, β ∈ R), |eλt | = eαt |eiβt | = eαt , 3 .

α < 0, lim |tn eλt | = 0, ∀n ∈ N, p ∈ C[t] lim |p(t)eλt | = 0.
t→+∞ t→+∞
e−αt Taylor
∞
X (−αt)k (−αt)n+1
e−αt = ⩾ , ∀t > 0.
k! (n + 1)!
k=0
t>0

tn (−αt)n+1 (n + 1)! 1 t→+∞
|t e | =
n λt
⩽t n
= −−−−→ 0.
e−αt (n + 1)! (−α)n+1 t
1 .
t→+∞
α > 0, |eλt | = eαt −−−−→ +∞. , |p(t)| , t → +∞ +∞,
lim |p(t)eλt | = +∞. 2. α = 0, |p(t)eλt | = |p(t)|, t → +∞
t→+∞
0. α⩾0 |p(t)eλt | 6→ 0, 1 .

3.2 (85-9)
d2 x dx
( ) a0 + a1 + a2 x = 0
dt2 dt
.
♥

λ1 , λ2 ∈ C. A, B .
1. a21 − 4a0 a2 > 0, λ1 , λ 2 , x(t) = Aeλ1 t + Beλ2 t . x(t) ω>0
,
0 = x(t + ω) − x(t) = A(eλ1 ω − 1)eλ1 t + B(eλ2 ω − 1)eλ2 t .

eλ1 t , e λ2 t , A(eλ1 ω − 1) = B(eλ2 ω − 1) = 0. , ,

λ1 = B = 0, A 6= 0, x(t) , . a2 = 0, a1 > 0.
2. a21 − 4a0 a2 = 0, λ1 = λ2 = λ ∈ R, x(t) = (A + Bt)eλt . x(t) ω>0
,
0 = x(t + ω) − x(t) = eλt (B(eλω − 1)t + A(eλω − 1) + Bωeλω ).

B(eλω − 1)t + A(eλω − 1) + Bωeλω = 0, B = λ = 0, A 6= 0. x(t)

, , a2 = 0, a1 = 0.
 3.1 ( & )

3. a21 − 4a0 a2 < 0, λ1 = λ̄2 = α + iβ, β 6= 0. x(t) = eαt (A cos βt +

B sin βt). ±∞ (check it!), α > 0, |x(t)| −∞ ;
α < 0, |x(t)| +∞ , . α=0 , x(t) = Aeiβt + Be−iβt 2π
|β|
, a1 = 0, a0 a2 > 0.
, a1 = 0, a0 a2 > 0 a2 = 0.

3.3 (85-11(4),103-3)
1. 5x′′ + 5x = sin t − cos 2t .
2. 5x′′ + 5x = sin t − cos 2t.
♥

1, 2 .
1. , 5x′′ + 5x = sin t 5x′′ + 5x = − cos 2t , .
±i, 1. x(t) = t(A cos t + B sin t),

x′ (t) = (A cos t + B sin t) + t(−A sin t + B cos t).

x′′ (t) = 2(−A sin t + B cos t) − t(A cos t + B sin t).

A = − 10
1
, B = 0. x(t) = − 10
1
t cos t.
, x(t) = A cos 2t + B sin 2t,
x′ (t) = −2A sin 2t + 2B cos 2t, x′′ (t) = −4A cos 2t − 4B sin 2t.
1 1
A= 15 , B = 0. x(t) = 15 cos 2t.
− 10
1
t cos t + 1
15 cos 2t.
2. D= d
dt . .
sin t
     
1 1 1 1 1 1 1
sin t = Im e it
= Im e it
= Im −i e it
5D2 + 5 5D2 + 5 5 D−iD+i 10 D−i
 
1 1 1 1
= Im −ieit 1 = Im(−iteit ) = − t cos t.
10 D 10 10
,
1 1 1
(− cos 2t) = (− cos 2t) = cos 2t.
5D2 + 5 5(−22 ) + 5 15
− 10
1
t cos t + 1
15 cos 2t.

3.4 (95-1(1))
d4 x d3 x d2 x dx
4
+ 4 3
+ 8 2
+8 + 4x = 0 .
dt dt dt dt ♥

λ4 + 4λ3 + 8λ2 + 8λ + 4 = 0.
λ2 (λ + 2)2 + 4(λ + 1)2 = 0 ⇒ (λ(λ + 2) + 2i(λ + 1))(λ(λ + 2) − 2i(λ + 1)) = 0.
λ1 = −1 − i, λ2 = −1 + i, 2.
{e(−1−i)t , te(−1−i)t , e(−1+i)t , te(−1+i)t },

23
 3.1 ( & )

{e−t cos t, e−t sin t, te−t cos t, te−t sin t}.

x(t) = (A1 + B1 t)e(−1−i)t + (A2 + B2 t)e(−1+i)t .
x(t) = (A1 + B1 t)e−t cos t + (A2 + B2 t)e−t sin t.

3.5 (96-4(3))
d3 x 1 d2 x 2 dx 2
3
− 2
+ 2 − 3x = 0 .
dt t dt t dt t ♥

u = ln |t|,
d dt d d
= =t .
du du dt dt
. D= d
du ,
dn
tn = D(D − 1) · · · (D − n + 1).
dtn
.n=1 , n⩾1 ,
n
  n
 
n d d n d d
D · · · (D − n + 1)(D − n) = t −n =t t −n
dtn du dtn dt
Xn   k+1 n
n (n−k) d n d
= tn t − nt
k dtk+1 dtn
k=0
 n+1 
d dn dn
= t t n+1 + n n − ntn n
n
dt dt dt
d n+1
= tn+1 n+1 .
dt
.
 
d3 2 d
2 d
t3 − t + 2t − 2 x = 0 ⇒ (D(D − 1)(D − 2) − D(D − 1) + 2D − 2)x = 0.
dt3 dt2 dt
(D − 1)2 (D − 2)x = 0. λ1 = 1, λ2 = 2, 2,1.
{eu , ueu , e2u }, {|t|, |t| ln |t|, t2 }, x(t) = |t|(C1 + C2 ln |t|) + C3 t2 .
x = tu , .
3.1 n Euler
dn x n−1 d
n−1 x
a 0 tn + a 1 t + · · · + an x = 0
dtn dtn−1
.
x u .

3.6 (96-5)
n :
1. t → +∞ .
2. 0⩽t<∞ .
3. 0⩽t<∞ .
♥

n k λ1 , · · · , λ k , Re λi = αi , Im λi = βi , λi
ni .
1. t → +∞ αi < 0, i = 1, · · · , k(74-4(1) ).

24
 3.1 ( & )

2. 0⩽t<∞ αi ⩽ 0, i = 1, · · · , k, αi = 0, ni = 1.
⇒: αi ⩽ 0 (74-4(2) ). λi αi = 0 ni > 1,
tni −1 eiβi t , .
⇐: αk = 0, nk = 1.
x(t) = p1 (t)eλ1 t + · · · + pk−1 (t)eλk−1 t + Ceiβk t .
deg pi < ni , C . pi (t)eλi t +∞ 0(74-4(1)), |Ceiβk t | = |C| <
+∞, 0⩽t<∞ .
3. 2 : αi ⩾ 0, i = 1, · · · , k, αi = 0, ni > 1.
3.2( 20mid) y ′′ +4y ′ +3y = f (x), f (x) [a, ∞) , lim f (x) = 0.
x→+∞
: y(x) lim y(x) = 0.
x→+∞
{e−x , e−3x }.
Z Z
x
e−s−3x − e−x−3s x
y(x) = f (s)ds = (es−x − e3(s−x) )f (s)ds.
0 −e−4s 0
Ae−x +Be−3x +∞ , y(x) lim y(x) =
x→+∞
0.
ε > 0, R > 0, x > R, |f (x)| < ε; , |f (x)| x⩾0
, M >0 . x⩾R
Z R Z x
|y(x)| ⩽ (es−x − e3(s−x) )|f (s)|ds
+
0 R
   
−x 1 3(R−x) 1 −3x 2 1 3(R−x)
< e R−x
−e − e + e M+ −e R−x
+ e ε
3 3 3 3
2
< 2M eR−x + ε.
3
6M
x > R + ln ε , 2M e R−x < 3ε , |y(x)| < ε. lim y(x) = 0.
x→+∞

3.7 (96-8)

d4 x d3 x d2 x dx
4
− 4 3
+ 6 2
−4 + x = (t + 1)et
dt dt dt dt
.
♥

λ = 1, 4.
 5 
1 t t 1 t t t4
((t + 1)e ) = e 4 (t + 1) = e + .
(D − 1)4 D 5! 4!
5 t4
x(t) = (C0 + C1 t + C2 t2 + C3 t3 )et + et ( t5! + 4! ).

3.8 (97-10)

d4 x
+ x = 2et
dt4

...
x(0) = ẋ(0) = ẍ(0) = x (0) = 1

25
 3.1 ( & )

.
♥

1 1
2 et = 2 4 et = et .
D4 +1 1 +1
2k−1
πi
ωk (k = 1, 2, 3, 4), ωk = e 4 , 1. x(t) =
P
et + C k e ωk t .
 
1 ω1 ω12 ω13
 
  1 ω ω 2 ω 3 
 2 2 2
C1 C2 C3 C4   = 0.
1 ω3 ω32 ω33 
 
1 ω4 ω42 ω43
Vandermonde Ck = 0. x(t) = et .

3.9 (103-5)
d4 x d2 x
+ 2 + x = t.
dt4 dt2 ♥

(D2 + 1)2 x = t,
1
2
t = 1 − D 2
+ · · · t = (1 − 2D2 + · · · )t = t.
(D2 + 1)2
x(t) = (C1 + C2 t) cos t + (C3 + C4 t) sin t + t.

3.10 ( 3-1)
1831 (
) , x′′ + px′ + ω02 x = q sin(ωt)(p, q, ω0 , ω )
.
♥

p = 2βω0 , β .
x′′ + 2βω0 x′ + ω02 x = qeiωt .
x(t) = Aeiωt .
q
A= .
ω02 − ω 2 + 2βωω0 i

q(cos ωt + i sin ωt)

x(t) =
ω02 − ω 2 + 2βωω0 i
q
= 2 [((ω02 − ω 2 ) cos ωt + 2βωω0 sin ωt)
(ω0 − ω 2 )2 + 4β 2 ω 2 ω02
+ i((ω02 − ω 2 ) sin ωt − 2βωω0 cos ωt)].

q((ω02 − ω 2 ) sin ωt − 2βωω0 cos ωt)

x(t) = .
(ω02 − ω 2 )2 + 4β 2 ω 2 ω02
, q ; , ω ω0 ,

26
 3.2

q cos ω0 t
x(t) = − .
2βω02
β , x(t) , . : .

3.11 ( 3-2)
(−∞, +∞) f (t),
Z t Z t
1. f (t) = sin t − (t − s)f (s)ds. 2. f (t) = et + (t − s)f (s)ds.
0 0 ♥

f (t) .
1. Z t
f ′ (t) = cos t − f (s)ds, f (0) = 0.
0

f ′ (t) ,
f ′′ (t) + f (t) = − sin t, f ′ (0) = 1.
f ′′ (t) + f (t) = 0 {cos t, sin t},
Z t
cos s sin t − cos t sin s 1
2 2 · (− sin s)ds = (t cos t − sin t).
0 cos s + sin s 2
′
f (0) = 0, f (0) = 1 1
x(t) = 2 (t cos t + sin t).
2. (1)
f ′′ (t) − f (t) = et , f (0) = 1, f ′ (0) = 1.
f ′′ (t) − f (t) = 0 {et , e−t },
Z t
es−t − et−s s 1
e ds = ((t − 1)et + e−t ).
0 −2 2
f (0) = 1, f ′ (0) =1 x(t) = 34 et + 14 e−t + 12 tet .

3.2

3.2.1 ODE

, . , closed
form , , . ,
:

3.1 ( )
U Rn ,f :U →R . f p = (p1 , · · · , pn ) ∈ U , p
,f
X
f (x1 , · · · , xn ) = λα (x1 − p1 )α1 · · · (xn − pn )αn .
α=(α1 ,··· ,αn )∈Nn
♣

, ; .

27
 3.2

Cauchy

Cauchy
dx
= f (t, x), x(t0 ) = x0 . (3.1)
dt
P0 = (t0 , x0 ) . , f P0 ,
(3.1) . , : f , f , (3.1)
.
f (t) = t−2 e− t (t > 0), 0(t ⩽ 0),
1
3.1 f (t) t=0 (why?), (3.1)
− 1t
x(t) = e (t > 0), 0(t ⩽ 0), t=0 .

“ ”, Cauchy 1840 .
, , . :

3.1 (Cauchy )
(3.1) f (t, x) (t0 , x0 ) , Cauchy (3.1) t0 .
♥
P
“ ” : f (x, t) = λij (t − t0 )i (x − x0 )j ,
P
g(t, x) = µij (t − t0 )i (x − x0 )j , f (x, t) “ ”,
|λij | ⩽ |µij |. :
1. g(t, x).
2. g(t, x) Cauchy x′ (t) = g(t, x), x(t0 ) = x0 .
3. (3.1) , (2) ,
, .
. ,
.

: x′k (t) = fk (t, x1 , · · · , xn )(k =

1, · · · , n), xk (t0 ) = ξk , fk (t0 , ξ1 , · · · , ξn ) , t = t0 .
.
: x′′ (t) + p(t)x′ (t) + q(t)x(t) = 0

x′ (t) = y
y ′ (t) = −q(t)x − p(t)y

p(t), q(t) t0 , Cauchy t0 .

. , a(t)x′′ (t) + b(t)x′ (t) + c(t)x = 0( a, b, c
t − t0 , ), a(t0 ) 6= 0, , .
3.3(20mid) x′′
+ x sin t = 0 O(t6 ) .
P P∞
x(t) = ∞ i
i=0 Ci t , sin t Taylor (−1)j 2j+1
j=0 (2j+1)! t ,

∞
X ∞
X ∞
(−1)j 2j+1 X
Ci i(i − 1)t i−2
+ t Ci ti = 0.
(2j + 1)!
i=0 j=0 i=0

28
 3.2

X (−1)j
Ci+2 (i + 1)(i + 2) + Ck = 0.
(2j + 1)!
2j+1+k=i
j,k⩾0

:
C0 C1
C2 = 0, 6C3 + C0 = 0, 12C4 + C1 = 0, 20C5 + C2 − = 0, 30C6 + C3 − = 0.
6 6
O(t6 )
C0 3 C1 4 C0 5 C0 + C1 6
x(t) = C0 + C1 t − t − t + t + t + o(t6 ).
6 12 120 180

.
a(t)x′′ (t) + b(t)x′ (t) + c(t)x(t) = 0 (3.2)
, . :
P∞
3.2 t2 x′′ +(3t−1)x′ +x = 0, t=0 x(t) = i=0 Ci t
i,

∞
X ∞
X ∞
X ∞
X
Ci i(i − 1)ti + (3t − 1) Ci iti−1 + C i ti = 0 ⇒ (Ci (i + 1)2 − Ci+1 (i + 1))ti = 0.
i=0 i=0 i=0 i=0
P∞ i.
Ci+1 = (i + 1)Ci , Ci = i!C0 . x(t) = i=0 C0 i!t C0 = 0,
, ; C0 6= 0, , t=0 , !
, :

3.2 ( )
(3.2)
(t − t0 )2 p(t)x′′ (t) + (t − t0 )q(t)x′ (t) + r(t)x(t) = 0. (3.3)
p, q, r t0 , p(t0 ) 6= 0, q(t0 )2 + r(t0 )2 6= 0, t0 (3.2)
.
♣

(3.2) t0 .
, ,
∞
X
Ci (t − t0 )i+ρ ,
i=0
ρ , . :

3.2
(3.3) t0 .
♥

Cauchy , , . (3.3) t0

∞
X
x(t) = Ci (t − t0 )i+ρ .
i=0

29
 3.2

(3.3)
∞
! ∞
!
X X
(t − t0 )2 x′′ (t) + (t − t0 ) qi (t − t0 )i x′ (t) + ri (t − t0 )i x(t) = 0.
i=0 i=0
,
X
Ci (i + ρ)(i + ρ − 1) + (rj + (k + ρ)qj )Ck = 0.
j+k=i
j,k⩾0

, f0 (ρ) = ρ(ρ − 1) + q0 ρ + r0 , fj (ρ) = qj ρ + rj (j ⩾ 1),

X
i−1
C0 f0 (ρ) = 0, Ci f0 (ρ + i) + Cj fi−j (ρ + j) = 0.
j=0

, ρ f0 (ρ) = 0 f0 (ρ + i) 6= 0(i ⩾ 1). ,

, f0 (ρ) ρ1 , ρ2 . , ρ = max{ρ1 , ρ2 }; ,
ρ = ρ1 ρ2 . ρ , C1 , · · · , C i , · · · C0 ,
C0 = 1.
P
: . qj , r j . qj (t−
P
t0 )j rj (t − t0 )j |t − t0 | < h , R < h, M > 0,
M M
|qj | ⩽ j , |rj | ⩽ j .
R R
M |fj (ρ)| ⩽ M
Rj
(j ⩾ 1).
f0 (ρ + i). f0 (ρ) ρ′ , ρ + ρ′ = 1 − q0 .
f0 (ρ + i) = (ρ + i)(ρ + i − 1) + q0 (ρ + i) + r0 = 2iρ + q0 i + i(i − 1) = i(ρ − ρ′ ) + i2 .
d = Re(ρ − ρ′ ) ⩾ 0, |f0 (ρ + i)| ⩾ i(i + d).
, . : |Ci | ⩽ ( M
R ) , i = 1, 2, · · · .
i .
i = 1,
|f1 (ρ)| M M
|C1 | = ⩽ ⩽ .
|f0 (ρ + 1)| R(d + 1) R
i − 1(i ⩾ 2) , ( , M > 2)
X
i−1 i−1 
X j
|fi−j (ρ + j)| M |fi−j (ρ)| + j|qi−j |
|Ci | ⩽ |Cj | ⩽
|f0 (ρ + i)| R i(i + d)
j=0 j=0

X
i−1
M j+1
j+1 1 X Mi − 1 M
i
⩽ ⩽ M j
=
Ri i(i + d) Ri (i + d) Ri (i + d) M − 1
i=0 j=1
 i
2(M i − 1) M
⩽ i < .
R (i + d) R
P
, x(t) = Ci (t − t0 )i+ρ |t − t0 | < R , R
x(t) |t − t0 | < h , happy!
, PDE Laplace
( ).

3.2.2 Sturm-Liouville

30
 3.2

S-L

S-L , , PDE
.
3.3( ) L , . u(x, t) x(0 ⩽ x ⩽ L)
t , ,
u(x, 0) = φ(x), ut (x, 0) = ψ(x).
,
∂2u 2
2∂ u
= c .
∂t2 ∂x2
c>0 . ( ),
u(0, t) = u(L, t) = 0, ∀t ⩾ 0.
PDE , . , ( ): u(x, t) =
X(x)T (t).
T ′′ (t) X ′′ (x)
X(x)T ′′ (t) = c2 X ′′ (x)T (t) ⇒ = ≜ −λ (3.4)
c2 T (t) X(x)
( LHS t , RHS x , ). ,
X ′′ (x) + λX(x) = 0, X(0) = X(L) = 0.
ODE , S-L . {λn : n =
1, 2, · · · }, {Xn (x) : n = 1, 2, · · · }, (3.4) Tn (t; An , Bn )(
Tn ), Xn (x)Tn (t). , ,

∞
X
u(x, t) = Xn (x)Tn (t; An , Bn ).
n=1

∞
X ∞
X
Xn (x)Tn (0; An , Bn ) = φ(x), Xn (x)Tn′ (0; An , Bn ) = ψ(x).
n=1 n=1
, φ, ψ Fourier An , Bn ,
.
, S-L : (1) ; (2) (
Fourier ). S-L . S-L , :
3.4 S-L :

X ′′ (x) + λX(x) = 0, 0 ⩽ x ⩽ π
X(0) = 0, X ′ (π) = 0

, .
λ < 0, λ= −ω 2 (ω > 0), X ′′ (x) − ω 2 X(x) = 0, X(x) = Aeωx + Be−ωx .

A + B = 0, ωAeωπ − ωBe−ωπ = 0.

Cramer , λ .

31
 3.2

λ = 0, X(x) = A + Bx. A = B = 0, ,
λ=0 .
λ > 0, λ = ω 2 (ω > 0), X ′′ (x)+ω 2 X(x) = 0, X(x) = A cos ωx+B sin ωx.

A = 0, −ωA sin ωπ + ωB cos ωπ = 0.

A, B , A = 0, ω = n + 21 , n = 0, 1, · · · .

 2  
1 1
λn = n+ , Xn (x) = sin n + x, n = 0, 1, · · ·
2 2
S-L , n +∞; , {Xn (x)}
, Fourier .

, , S-L ,
.

Sturm-Liouville

S-L . S-L
:   


d
k(x)
dX
− q(x)X(x) + λρ(x)X(x) = 0
dx dx (3.5)


α1 X(a) − β1 X ′ (a) = 0, α2 X(b) + β2 X ′ (b) = 0

Lλ = d d
dx (k(x) dx ) − q(x) + λρ(x). :

3.3 (Sturm-Liouville )
S-L (3.5), [a, b] k(x) > 0, ρ(x) > 0, q(x) ⩾ 0, αi , βi ⩾ 0, αi2 + βi2 6=
0(i = 1, 2), :
1. : λ .
2. : λ1 < λ 2 < · · · < λ n < · · · , lim λn = +∞.
n→∞
λn , Xn (x).
3. : {Xn (x)} , n 6= m,
Z b
hXn , Xm i = ρ(x)Xn (x)Xm (x)dx = 0.
a
4. : {Xn (x)} Lρ2 [a, b] .
♥

, . , .
3.1
λ .
♥

Lλ , , Lλ X = 0
. , X1 , X 2 .
(3.5) S-L X, X ′ x , X1 , X 2 Wron-

32
 3.2

skian .
!
  X (a) X (a)
1 2
α1 −β1 = 0.
X1′ (a) X2′ (a)
 
α1 −β1 =6 0, X1 , X 2 x=a Wronskian .

2.1 , λ, X(x).
,λ Span(X).

3.1 ( )
λ .
♠

λ X(x), X .
Z
b Z b
λ ρ(x)|X(x)|2 dx = X(x) · λρ(x)X(x)dx
a a
Z b   Z b
d dX(x)
=− X(x) k(x) dx + q(x)|X(x)|2 dx
a dx dx a
Z b 2 Z b
dX(x) dX(x) b
= k(x) dx − k(x)X(x) + q(x)|X(x)|2 dx
a dx dx a a

⩾ k(a)X(a)X ′ (a) − k(b)X(b)X ′ (b).

β1 = 0, X(a) = 0; β1 6= 0, k(a)X(a)X ′ (a) = β1 k(a)|X(a)| ⩾ 0.
α1 2

β2 = 0, X(b) = 0; β2 6= 0, −k(b)X(b)X ′ (b) = αβ22 k(b)|X(b)|2 ⩾ 0.

k(a)X(a)X ′ (a) −k(b)X(b)X ′ (b) ,
Z b
λ ρ(x)|X(x)|2 dx ⩾ 0 ⇒ λ ⩾ 0.
a

3.2 ( )
{Xn (x)} .
♠

λm λn Xm (x) Xn (x), m 6= n.
Z b
(λm − λn ) ρ(x)Xm (x)Xn (x)dx
a
Z b     Z b    
d dXm (x) d dXn (x)
= Xn (x) − k(x) + q(x)Xm (x) dx − Xm (x) − k(x) + q(x)Xn (x) dx
a dx dx a dx dx
Z b ! Z b !
dXm (x) b dXn (x) b
= k(x)Xm (x)Xn (x)dx − k(x)Xn (x) − k(x)Xn (x)Xm (x)dx − k(x)Xm (x)
a dx a a dx a

Xn (a) Xm (a) Xn (b) Xm (b)

= k(a) − k(b) = 0.
Xn′ (a) Xm
′ (a) Xn′ (b) Xm
′ (b)

Wronskians .

, . , (3.5)
:

33
 3.2

3.2
S-L (3.5)


X ′′ (x) + (λ + P (x))X(x) = 0


X(0) cos α − X ′ (0) sin α = 0 (3.6)



X(1) cos β − X ′ (1) sin β = 0

0 ⩽ α < π, 0 ⩽ β < π.
♥
R b q ρ(x)
C= a k(x) dx, Liouville .
Z s
1 x
ρ(s) √ p
t= ds, Y = C 4 ρkX, µ = C 2 λ.
C 0 k(s)

, µ = C 2λ . (3.6)
.
(3.6) . , . X(x; λ) (3.6)
( , X(x; λ) ),
λ X(x; λ) . Prufer :
∂X
X(x; λ) = R(x; λ) sin Θ(x; λ), (x; λ) = R(x, λ) cos Θ(x; λ).
∂x
R(x; λ) > 0.
p X
R(x; λ) = X 2 + Xx2 , Θ(x; λ) = arctan .
Xx

R(0; λ) sin(Θ(0; λ) − α) = 0.

Θ(0; λ) = α + kπ(k ∈ Z), k = 0.

dΘ Xx2 − XXxx Xx2 Xx2 X2
= = + (λ + P (x)) = cos2 Θ + (λ + P (x)) sin2 Θ.
dx Xx2 X 2 + Xx2 X 2 + Xx2 X 2 + Xx2
Θ x :

Θ′ (x) = cos2 Θ + (λ + P (x)) sin2 Θ(0 ⩽ x ⩽ 1)
(3.7)
Θ(0; λ) = α

, λ, Θ(x; λ),
Θ(x; λ) λ . X(x; λ) , Θ(1; λ) = β + nπ.
λ Θ(1; λ) = β + nπ . ω(λ) = Θ(1; λ).

3.3 ( )
n = 0, 1, 2, · · · , ω(λ) = β + nπ λn , λ0 < λ 1 < λ 2 < · · · ,
lim λn = +∞.
n→+∞
♠

, .

34
 3.2

3.3
ω(λ) λ∈R .
♥

(3.7) λ
d ∂Θ ∂Θ
= (λ + P (x) − 1) sin 2Θ + sin2 Θ.
dx ∂λ ∂λ
∂Θ ∂Θ
∂λ x , ∂λ (0; λ) = 0.
Z x ∫
∂Θ x
= sin2 Θ(s; λ)e s (λ+P (u)−1) sin 2Θ(u;λ)du ds.
∂λ 0
ω ′ (λ) = ∂Θ
∂λ (1; λ) > 0, ω(λ) λ∈R .

3.4
ω(λ) ω(R) = (0, +∞).
♥

ω(λ) −∞ < λ < +∞ , :

lim ω(λ) = 0, lim ω(λ) = +∞.
λ→−∞ λ→+∞
, 0 < ε < min{π − α, π2 },
Uε (x) = (π − ε)(1 − x) + εx, 0 ⩽ x ⩽ 1.
Uε (0) = π − ε > α, Uε (1) = ε , Uε′ (x) = 2ε − π.
: λ , Θ(x; λ) x Uε , 0 < Θ(1; λ) ⩽
Uε (1) ⇒ 0 < ω(λ) ⩽ ε, .
Θ(x; λ) > 0, ∀x ∈ (0, 1), ∀λ(♥). Θ(0; λ) = α ⩾ 0. α = 0,
Θ′ (x; λ) = 1, Θ(x; λ) x=0 , h>0 Θ(x; λ) > 0, ∀x ∈ (0, h].
α>0 .
, (♥) , ξ ≜ inf{0 < x < 1 : Θ(x; λ) ⩽ 0} , h < ξ < 1.
Θ(ξ) = 0, ∀x ∈ [h, ξ), Θ(x) > 0, Θ′ (ξ; λ) ⩽ 0.
Θ′ (ξ; λ) = 1, !
λ , Θ(x; λ) < Uε (x) x ∈ [0, 1) . , α =
Θ(0; λ) < Uε (x) = π − ε, η ≜ inf{0 < x < 1 : Θ(x; λ) = Uε (x)} ∈ (0, 1). η ,
Θ′ (x; λ) Uε 2ε − π(why?) 0 ⩽ x ⩽ η
ε < Θ(x; λ) < π − ε, λ ,
Θ′ (x; λ) = 1 + (λ + P (x) − 1) sin2 Θ ⩽ 1 + (λ + max P − 1) sin2 ε.
λ< 2ε−π−1
sin2 ε
+ 1 − max P , Θ′ (x; λ) < 2ε − π, ∀x ∈ [0, η], Θ′ (η; λ) ⩾ 2ε − π !
. λ ,
1 1 Θ′ (x; λ)
Θ′ (x; λ) ⩾ 1 + λ sin2 Θ ⇒ ⩽ .
2 2 2 + λ sin2 Θ
, , .
Z 1 ′ Z ω(λ)
1 Θ (x; λ) dt
⩽ 2 dx = .
2 0 2 + λ sin Θ α 2 + λ sin2 t

35
 3.2

n ∈ N,
Z ω(λ) Z nπ Z nπ Z π
dt 1 dt 1 dt 1 2 dt
⩾ − ⩾ − = − 2n
nπ 2 + λ sin2 t 2 α 2 + λ sin2 t 20 2 + λ sin 2
t 2 0 2 + λ sin2 t
Z π r
1 2 dt 1 nπ λ 1 nπ 2
⩾ − 2n 4t2
= − √ arctan ⩾ − √ .
2 0 2 + λ π2 2 2λ 2 2 2 2λ
R ω(λ) dt
λ , nπ 2+λ sin2 t
> 0, ω(λ) > nπ. Happy!

ω(λ) (0, +∞), .

36
 4 (by )

4.1

4.1 (116-4(2))
eAt :

 dx
 = −x + y + 1
dt x(0) = x0 , y(0) = y0 .

 dy = −y + et
dt ♥

dx
dt = Ax + f (t),
! ! ! !
x −1 1 1 x0
x= , A= , f (t) = , x(0) = .
y 0 −1 et y0
! !
λ 1 eλt teλt
P14 : A= , eAt = , , t0 = 0,
0 λ 0 eλt

Z ! ! Z ! !
t e−t te−t x0 t e−(t−s) (t − s)e−(t−s) 1
x = eAt x0 + eA(t−s) f (s)ds = + ds
0 0 e−t y0 0 0 e−(t−s) es
! Z ! !
e−t x0 + te−t y0 t (t − s)e2s−t + es−t (x0 − 5
4 + (y0 − 12 )t)e−t + 14 et + 1
= + ds = .
e−t y0 0 e2s−t (y0 − 12 )e−t + 21 et

4.2 (116-6)
dx
dt = Ax ω(ω 6= 0) A
2kπ
ω i , k ∈ Z.
♥

x = eAt C,
∃ ω 6= 0 ⇔ ∃C 0 6= 0, s.t. eA(t+ω) C 0 = eAt C 0 , ∀t
⇔ ∃C 0 6= 0, s.t. eAt (eAω − I)C 0 = 0, ∀t
⇔ ∃C 0 6= 0, s.t. (eAω − I)C 0 = 0, ∀t
⇔ det(eAω−I ) = 0
⇔ eAω − I
⇔ eAω 1.
!
λ1 ∗
λ1 , · · · , λ n Aω , P, Aω = P ..
. P −1 .
0 λn
 4.1

eAω e λ1 , · · · , e λn .
∃ ω 6= 0 ⇔ ∃Aω λj s.t. eλj = 1
2kπi
⇔ ∃A λ̃j = .
ω

4.3 ( )
:
1. A, B ∈ Mn , AB = BA, eA+B = eA eB .
2. A ∈ Mn , e A , (eA )−1 = e−A .
−1
3. P ∈ Mn , det P 6= 0, eP AP = P eA P −1 .
♥

1. AB = BA
∞
X ∞
X ∞ ∞ ∞
A+B (A + B)k 1 X k! i j X Ai B j X Ai X B j
e = = AB = = = eA eB .
k! k! i!j! i! j! i! j!
k=0 k=0 i+j=k i,j=0 i=0 j=0
i,j⩾0

2. 1 eA e−A = e−A eA = e−A+A = eO = In , eA (eA )−1 = e−A .

3.
∞
X ∞
X
P AP −1 (P AP −1 )k Ak −1
e = = P P = P eA P −1 .
k! k!
k=0 k=0

4.4 (138-1(2)(6)(9))
.
dx dy
1. = −5x − y, = 2x − 3y.
dt dt
dx dy dz
2. = 2x − 11y − 6z, = 2x − 8y − 4z, = −x + 3y.
dt dt dt
dx dy dy dz dz dx
3. + = y + z, + = z + x, + = x + y.
dt dt dt dt dt dt ♥

A .
1. A λ1 = −4 + i, λ2 = −4 − i. λ1 h1 = (1, −1 − i). λ1 , λ 2 ,
! ! !
1 cos t sin t
eλ1 t h1 = e(−4+i)t = e−4t + ie−4t .
−1 − i − cos t + sin t − sin t − cos t

!
e−4t cos t e−4t sin t
Φ(t) = .
e−4t (sin t − cos t) e−4t (− sin t − cos t)

x = Φ(t)C, C = (C1 , C2 )T , C1 , C2 .
2. Step 1. A λ = −2, 3.
Step 2. (A − λI)3 = O. (A − λI)3 r 1,0 = (1, 0, 0)T , r 2,0 = (0, 1, 0)T , r 3,0 =
(0, 0, 1)T .

38
 4.1

Step 3.
r 1,1 = (A − λI)r 1,0 = (4, 2, 1)T , r 1,2 = (A − λI)2 r 1,0 = (0, 0, 0)T .
r 2,1 = (A − λI)r 2,0 = (−11, −6, 3)T , r 2,2 = (A − λI)2 r 2,0 = (4, 2, −1)T .

r 3,1 = (A − λI)r 3,0 = (−6, −4, 2)T , r 3,2 = (A − λI)2 r 3,0 = (8, 4, −2)T .

Step 4.
 
 (1 + 4t)e−2t

t t2  
φ1 (t) = eλt r 1,0 + r 1,1 + r 1,2 =   2te−2t  .
1! 2!
−te−2t
 
2 )e−2t
  (−11t + 2t
t t2  
φ2 (t) = e λt
r 2,0 + r 2,1 + r 2,2 = 
 (1 − 6t + t 2 )e−2t  .

1! 2!
(3t − t2 )e−2t
2

 
  (−6t + 4t2 )e−2t
t t2  
φ3 (t) = eλt r 3,0 + r 3,1 + r 3,2 =   (−4t + 2t2 )e−2t  .
1! 2!
(1 + 2t − t2 )e−2t

 
   (1 + 4t)e−2t (−11t + 2t2 )e−2t (−6t + 4t2 )e−2t

Φ(t) = φ1 (t) φ2 (t) φ3 (t) = 
 2te−2t (1 − 6t + t2 )e−2t (−4t + 2t2 )e−2t 
.
−te−2t (3t − t2 −2t
2 )e (1 + 2t − t2 )e−2t
x(t) = Φ(t)C, C = (C1 , C2 , C3 )T , C1 , C2 , C3 .
3.
 
dx dy dz dx dy dz
2 + + = 2(x + y + z) ⇒ + + = x + y + z.
dt dt dt dt dt dt

dx dy dz
= y, = z, = x.
dt dt dx
√ √
A , det(A − λI) = 1 − λ3 ⇒ λ1 = 1, λ2 = − 12 + 3
2 i, λ3 = − 21 − 3
2 i(λ =1
!) λ1 , λ 2
√ √ !T
1 3 1 3
r 1,0 = (1, 1, 1)T , r 2,0 = + i, −1, − i .
2 2 2 2
λ2 , λ 3 , .
φ1 (t) = eλ1 t r 1,0 = (et , et , et )T ,
 √ √ √   √ √ √ 
1
cos 3
t − 3
sin 3
t 3
cos 3
t + 1
sin 3
t
1 
2 2 √2 2   2 2 √2 2 
φ2 (t)+iφ2 (t)+iφ3 (t) = eλ2 t r 2,0 = e− 2 t 
 − cos 2 t 3 
+ie − 21 t 
 − sin 2 t
3 .
√ √ √ √ √ √ 
1 3 3
2 cos 2 t + 2 sin 2 t
3
− 23 cos 23 t + 12 sin 23 t

39
 4.1

 √ √ 
e t e− 12 t sin( π − 3 t) e− 12 t sin( 3 t + π )
   6 √ 2 2√ 3 
Φ(t) = φ1 (t) φ2 (t) φ3 (t) = 
e t e − 12 t
cos( 3
2√ t) e − 12 t
sin( 3
t) .

√ 2
−2t1
−2t
1
t
e e π 3
sin( 6 + 2 t) e sin( 2 t − 3 )
3 π

x(t) = Φ(t)C, C = (C1 , C2 , C3 )T , C1 , C2 , C3 .

4.5 (140-9)
3 n
dn x dn−1 x
+ a 1 + · · · + an x = 0
dtn dtn−1
.
♥

x = x0 , x′ (t) = x1 , · · · , x(n−1) (t) = xn−1 ,


 dx0

 = x1  


 dt
 0 1 0 · · · 0

 dx1  

  0 0 
 = x2
 dt  0 1 ··· 
 dx  . 
.. . . . .
. ⇒ = Ax, A = 

.. .. .. .. ..  .


 dt  

 

 dxn−2  0 0 ··· 0 1 

 = xn−1
 dt
 −an −an−1 · · · −a2 −a1



 dxn−1 = −a1 xn−1 − a2 xn−2 − · · · − an x0
dt
Laplace
λ −1 0 ··· 0
0 λ −1 · · · 0
. .. .. .. ..
In = det(λI − A) = .. . . . . = λIn−1 + an .
0 0 ··· λ −1
an an−1 ··· a2 λ + a1

det(λI − A) = λn + a1 λn−1 + · · · + an−1 λ + an .

A . (λi I − A)h = 0, h1 = 1, h2 = λi , · · · , hn = λn−1

i ,
(1, λi , · · · , λn−1
i )T . λi ni , 3 n p1 (t), · · · , pn (t)
P
p1 (0), · · · , pn (0) , λi pi (t) ni −1. x = nj=1 Cj pj (t)eλj t .

4.6 (157-2)
dx
Φ(t) dt = Ax , X(t) n
C, X(t) = Φ(t)C. X(t) .
♥
 
Φ(t) = φ1 (t) · · · φn (t) , φk (t) .
X(t) k xk (t), {φk (t) : k = 1, . . . , n} n , X(t)
⇔ xk (t) , ∀k ⇔ c1k , · · · , cnk xk (t) = c1k φ1 (t) + · · · + cnk φn (t) ⇔
X(t) = Φ(t)C, C = (cij ).

40
 4.1

X(t) n C X(t) = Φ(t)C.

4.7 (158-6(2))

 dx
 1 = x1 cos2 t + x2 sin2 t
dt
 dx
 2 = x sin2 t + x cos2 t
1 2
dt ♥

d(x1 + x2 )
= x1 (cos2 t + sin2 t) + x2 (sin2 t + cos2 t) = x1 + x2 ⇒ x1 + x2 = C1 et .
dt

d(x1 − x2 ) 1
= x1 (cos2 t − sin2 t) − x2 (cos2 t − sin2 t) = (x1 − x2 ) cos 2t ⇒ x1 − x2 = C2 e 2 sin 2t .
dt

1 1 1 1
x1 = (C1 et + C2 e 2 sin 2t ), x2 = (C1 et − C2 e 2 sin 2t ).
2 2
4.8 (158-7(7))

 dx

 + x + y = t2

 dt

dy
+ y + z = 2t
 dt




 dz + z = t
dt ♥

   
−1 −1 0 t2
dx    
=   
 0 −1 −1 x + 2t = Ax + f (t).
dt
0 0 −1 t

det(λI − A) = (λ + 1)3 ⇒ λ = −1, 3. (A − λI)3 = O, r 1,0 =

(1, 0, 0)T , r 2,0 = (0, 1, 0)T , r 3,0 = (0, 0, 1)T .
r 1,1 = (0, 0, 0)T , r 2,1 = (−1, 0, 0)T , r 3,1 = (0, −1, 0)T .
r 1,2 = (0, 0, 0)T , r 2,2 = (0, 0, 0)T , r 3,2 = (1, 0, 0)T .

 
 e−t 
t t 2  
φ1 (t) = eλt r 1,0 + r 1,1 + r 1,2 = 
 0 .
1! 2!
0
 
  −te−t
t t2  
φ2 (t) = eλt r 2,0 + r 2,1 + r 2,2 = 
 e−t .
1! 2!
0

41
 4.1
 
t2 −t
  e
t t2 2 
φ3 (t) = eλt r 3,0 + r 3,1 + r 3,2 = −te−t  .
1! 2! 
e−t
dx
dt = Ax
 
e−t −te−t t2 −t
2e 

Φ(t) = 
 0 e−t −te−t  .
0 0 e−t
 
0 −1 0
 
Q= 
0 0 −1, Φ(t) = e−t (I3 + Qt + 1 2 2
2! Q t + · · · ) = e−t eQt = e(Q−I)t .
0 0 0
 
t2
1 t

t
2
Φ1 (t) = e(I−Q)t = e 0 1 t
.
0 0 1

    
s2 3 3t2
Z 1 s 2
2  s  ( t2 + − 3t + 3)et
t 
s
 2 
C(t) = C + e  1 s   
 2s ds = C +  t2 e t .

0
1 s (t − 1)et

   
e−t −te−t t2 −t 3 3t2
2 e  ( t2 + − 3t + 3)et
  2 
x(t) = Φ(t)C(t) = 
 0 e−t −te−t  C
 +
 t2 e t  .

0 0 e−t (t − 1)et

z(t), , .

4.9 (169-2)
x = a(t)y x′′ (t) + p(t)x′ (t) + q(t)x y ′′ (t) + r(t)y = 0,
a(t) r(t).
♥

x = a(t)y
ay ′′ + 2a′ y ′ + a′′ y + p(a′ y + ay ′ ) + qay = 0 ⇒ ay ′′ + (2a′ + pa)y ′ + (a′′ + pa′ + qa)y = 0.
y ′′ + r(t)y = 0,
2a′ + pa = 0, a′′ + pa′ + qa = ar.

da 1 ∫ 1
= − p(t)a(t) ⇒ a(t) = Ce− 2 p(t)dt .
dt 2
∫
 ∫ 1 ∫

1 1 1
′
a (t) = − Cp(t)e− , a (t) = − C p′ (t)e− 2 p(t)dt − p2 (t)e−
′′
1 1
p(t)dt p(t)dt
2 2 .
2 2 2
a′′ + pa′ + qa 1 1
r(t) = = − p′ (t) − p2 (t) + q(t).
a 2 4

42
 4.1

4.10 (169-3)
d2 x dx
t2 2
− 4t + 6x = t.
dt dt ♥

( , ) x=
P∞
t
2. , x= k=0 Ck t
k+ρ , C0 6= 0.
∞
X
[(k + ρ)(k + ρ − 1) − 4(k + ρ) + 6]Ck tk+ρ = 0.
k=0
k=0 , (ρ(ρ − 1) − 4ρ + 6)C0 tρ = 0 ⇒ ρ(ρ − 1) − 4ρ + 6 = 0 ⇒ ρ1 = 2, ρ2 = 3.
ρ1 = 2, k⩾1 ,
[(k + 2)(k + 1) − 4(k + 2) + 6]Ck t2+k = (k 2 − k)Ck tk+2 = 0 ⇒ Ck = 0, ∀k ⩾ 1 ⇒ x1 = C0 t2 .
ρ2 = 3, k⩾1 ,
[(k + 3)(k + 2) − 4(k + 3) + 6]Ck t3+k = (k 2 + k)Ck tk+2 = 0 ⇒ Ck = 0, ∀k ⩾ 1 ⇒ x2 = C̃0 t3 .
x(t) = C1 t2 + C2 t3 + 2t .

4.11 (170-10)
d2 x dx
x=t t2 2
+t −x=0 , .
dt dt ♥
x′ (t)
( + Liouville ) x=t . t 6= 0 , x′′ (t) + t − x
t2
= 0.
Liouville ,
Z  Z  Z
1 dt 1 ∫ − dt 1
x2 = x1 2 exp − dt = t 2
e t dt = − .
x1 t t 2t
C2
x(t) = C1 t + t .
4.1(19mid) x′′ − 2tx′ + 4x = 0.
P
: . x= ∞ n
n=0 Cn t ,
∞
X ∞
X
x′ = nCn tn−1 , x′′ = n(n − 1)Cn tn−2 .
n=1 n=2

∞
X ∞
X ∞
X
n(n − 1)Cn t n−2
−2 n
nCn t + 4 Cn tn = 0.
n=2 n=1 n=0

(n + 2)(n + 1)Cn+2 = 2(n − 2)Cn .

C2n = 0(n ⩾ 2), C2 = −2C0 .
(2n − 3)!!
C2n+1 = C1 (n ⩾ 1).
n!(2n + 1)!!

∞ ∞
!
X
X (2n − 3)!! 2n+1
x= Cn tn = C0 1 − 2t 2
+ C1 t+ t .
n!(2n + 1)!!
n=0 n=1

: Liouville . φ1 (t) = t2 − 21 . Liouville

43
 4.1

  Z !   Z !
1 1 ∫ 1 et
2

x= t2 − C1 + C2 e 2tdt
dt = t2 − C1 + C2 dt .
2 (t2 − 12 )2 2 (t2 − 21 )2
x y
4.2( 20mid) y=x y ′′ + y′ − =0 , .
1 + x2 1 + x2
Liouville
 Z   Z  p
1 −∫ x
dx 1 dx
y = x C1 + C2 e 1+x2 dx = x C1 + C2 √ = C1 x − C2 1 + x2 .
x2 x2 1 + x2
4.3(19mid) :


 dx

 = x + et sin 2t

 dt



 dy = 2x + y − 2z
dt

 dz

 = 3x + 2y + z




dt

x(0) = y(0) = 0, z(0) = −1

, , , .
 
1 0 0
 

A = 2 1 −2, det(λI − A) = (λ − 1)(λ2 − 2λ + 5) ⇒ λ1 = 1, λ2 = 1 + 2i, λ3 = 1 − 2i.
3 2 1
λ1 = 1 α1 = (2, −3, 2)T , λ2 = 1 + 2i α2 = (0, i, 1)T . λ2 , λ 3 ,
     
0 0 0
     
e(1+2i)t α2 = et (cos 2t + i sin 2t)  i
 
 = et − sin 2t + iet cos 2t .
   
1 cos 2t sin 2t

 
2 0 0
 
Φ(t) = et  
−3 − sin 2t cos 2t .
2 cos 2t sin 2t

 
1
0 0
 2 
Φ−1 (s) = e−s  −
 2
3
sin 2s − cos 2s − sin 2s cos 2s .

3
2 cos 2s − sin 2s cos 2s sin 2s

44
 4.2 :

x0 = (0, 0, −1)T ,
Z t
x = Φ(t)Φ(0)−1 x0 + Φ(t)Φ(s)−1 f (s)ds
 
0
    
1 s sin 2s
0 0 0 Z e
 2   t   
= Φ(t) 

−1 0 1  0  +
  Φ−1 (s) 
 0  ds
 
0
3
2 1 0 −1 0
    
1
0 Z t 2 sin 2s
    
= Φ(t)   
−1 +
 3 cos 4s − 1 sin 4s − 3  ds
4 2 4 
0
4 sin 4s + 2 cos 4s − 2
3 1 1
0
   
0 − 14 cos 2t + 41
   
= Φ(t)  −1 +  3 sin 4t + 1 cos 4t − 3 t − 1 
   16 8 4 8 
0 − 16
3
cos 4t + 18 sin 4t − 2t + 16 3
 
− 12 cos 2t + 12
 
= et 
 4
3
t sin 2t − t
2 cos 2t + 3
4 cos 2t + 5
4 sin 2t − 3 .
4 
− 34 t cos 2t − 2t sin 2t − 32 cos 2t + 83 sin 2t + 12
.
4.4(16mid)


 dx

 =x

 dt



 dy = 2x + y − 2z
dt

 dz

 = 3x + 2y + z + et cos 2t




dt

x(0) = y(0) = z(0) = 1

4.2 :
dx
dt = Ax + f (t), ,
. . D= d
dt , (D − A)x = f (t).
1. f : A ,
X ∞
1
x= f (t) = −A−1 A−n Dn f (t).
D−A
n=0
2. f ,
1 D+A D+A
x= f (t) = 2 f (t) = f (t).
D−A D −A 2 −n2 I − A2
3. a A ,
  
k1 k1
1  
at  .. 
 
−1 at  .. 
e = (aI − A) e  .  .
D−A  . 
kn kn
.

45
 4.2 :

4.1
   
2 1 −2 2−t
dx    
= Ax + f (t), A=   
1 0 0  , f (t) =  0  .
dt
1 1 −1 1−t

 
−et eit e−it
 
Φ(t) = 
 e t ie it −ieit  .

0 eit e−it

x = C1 et (−1, 1, 0)T + C2 (cos t, − sin t, cos t)T + C3 (sin t, cos t, sin t)T .

       
∞ 2 − t 2 − t −1 −1
1 X        
f (t) = −A −1
A D  0 
−n n  −1   −2    
 = −A  0  − A  0  =  t  .
D−A
n=0
1−t 1−t 1 0

x = C1 et (−1, 1, 0)T + C2 (cos t, − sin t, cos t)T + C3 (sin t, cos t, sin t)T + (−1, t, 0)T .
4.2 ! !
dx 0 −n2 cos nt
= x+ (n 6= 0).
dt −n2 0 sin nt

!  
n+1
1 D+A D+A cos nt
 n(n2 +1)
sin nt
.
f (t) = 2 f (t) = =
D−A D −A 2 −n2 I − A2 sin nt n−1
cos nt
n(n2 +1)

46
 5 (by )

5.1

5.1 (177-1)

d2 y
− λy = 0, y ′ (0) = y ′ (π) = 0
dx2
.
♥

S-L −λ .
λ = 0, y(x) = A + Bx, B = 0. λ=0 ,
1.
−λ > 0, λ = −ω 2 (ω > 0), y(x) = A cos ωx + B sin ωx.
ωB = 0, −ωA sin ωπ + ωB cos ωπ = 0.
, A 6= 0, B = 0, ω = n, n = 1, 2, · · · .

λn = −n2 , yn (x) = cos nx(n = 0, 1, 2, · · · ).

5.2 (177-3)
λ
d2 y
+ λy = 0, y(0) = y(π) = 0
dx2
, :
d2 y
+ λy = f (x), y(0) = y(π) = 0
dx2
. λ , f (x)
? ?
♥

λn = n2 , yn (x) = sin nx(n = 1, 2, · · · ).

λ , y1 , y 2 , y 1 − y2 ,
. . .
λ , λ = n2 , n .
Z x
1
y(x) = A cos nx + B sin nx + sin(n(x − s))f (s)ds.
n 0

Z π
1
A = 0, (−1) A + n
sin(n(x − s))f (s)ds.
n 0
 5.1

Z π
sin(ns)f (s)ds = 0.
0
λ n = n2
Z x
1
y(x) = B sin(nx) + sin(n(x − s))f (s)ds,
n 0
B . .
5.3 (205-1(1))
p(t), q(t) (α, β) , x′ (t) + p(t)x = q(t)
.
♥

q(t) − p(t)x x , L- ,
.
5.4 (206-7(1))
:
dx π
= ln | sin x|, x(1) = .
dt 2 ♥

φk (t) ≡ π
2 Picard , φ(t) ≡ π2 .

5.5 (207-13)

dx x ln x, x > 0
=
dt 0, x=0

, .
♥

f (x) = x ln x(x > 0), x > 0 f ′ (x) = ln x + 1, limx↓0 f ′ (x) = −∞,

Picard ( f (x) (0, ε) Lipschitz ,L Lipschitz , |f ′ (x)| ⩽ L,
t
∀x ∈ (0, ε), ). , x≡0 x = Ce , C>0 .
t
x(0) = x0 ⩾ 0 , x0 = 0, x ≡ 0. x0 > 0, x= xe0 .
x(0) = x0 .

f (x) x=0 Lipschitz , : Osgood .

5.6 (214-1)
: |λ| ,
Z b
φ(t) = λ K(t, s)φ(s)ds
a
[a, b] , K(t, s) a ⩽ t, s ⩽ b .
♥

max |K| = M < ∞. C[a, b] kφk = max[a,b] eM (t−a) |φ(t)|, (C[a, b], k · k)
Banach . T : C[a, b] → C[a, b]
Z b
(T φ)(t) = λ K(t, s)φ(s)ds.
a

48
 5.1

Z b Z b
|(T φ)(t) − (T ψ)(t)| ⩽ |λ| M |φ(s) − ψ(s)|ds = |λ| M e−M (s−a) · eM (s−a) |φ(s) − ψ(s)|ds
a a
Z b
⩽ |λ|kφ − ψk M e−M (s−a) ds ⩽ |λ|(1 − e−M (b−a) )kφ − ψk.
a
λ |λ| < (1 − e−M (b−a) )−1 ,T , ,
φ ∈ C[a, b].

5.7 (217-3)
x = φn (t) a⩽t⩽b x′′ (t) = f (t, x) , φn (t) a⩽t⩽b
φ(t), φ̇n (t0 )(a ⩽ t0 ⩽ b) . : φ(t) . f (t, x) .
♥

φn ⇒ φ f (t, φn (x)) ⇒ f (t, φ(x)), φ̈n ⇒ f (t, φ(x)). φ̇n (t0 ) , φ̇n
[a, b] ψ, ψ̇ = f (t, φ(x)). φn φ φ̇ = ψ,
φ̈(t) = ψ̇(t) = f (t, φ(x)).

5.8 ( 4-1)
dx
Riccati dt = t2 + x2 , x(0) = 0 ,
0.05 , D : −1 ⩽ t ⩽ 1, −1 ⩽ x ⩽ 1.
♥

Picard h = min(a, Mb ) = 21 , a = b = 1, M = maxD (t2 +

x2 ) = 2. [− 12 , 12 ]. φk (t) Picard , φ(t) ,

M Lk
|φ(t) − φk (t)| ⩽ |t|k+1 ,
(k + 1)!
L t2 + x 2 D , L = 2. |t| ⩽ 12 , M = 2
1
|φ(t) − φk (t)| ⩽ .
(k + 1)!
1
k=3 , 4! < 0.042, φ3 (t) ,
t3 t7 2t11 t15
φ3 (t) = + + + .
3 63 2079 59535
( 1 × 10−3 ), t3
3.

5.9 ( 4-2, 19mid)

I = [a, b], f (t) I , K(t, s) I ×I , :
Z t
x(t) = f (t) + K(t, s)x(s)ds
a
I .
♥

. maxI×I |K| = M , C(I) , kxk = maxt∈I e−M (t−a) |x(t)|,

C(I) Banach .
Z t
T : C(I) → C(I), (T x)(t) = f (t) + K(t, s)x(s)ds.
a

49
 5.1

x1 , x2 ∈ C(I),
Z t
e−M (t−a) |(T x1 )(t) − (T x2 )(t)| ⩽ e−M (t−a) |K(t, s)||x1 (s) − x2 (s)|ds
a
Z t
−M (t−a)
⩽e M eM (s−a) · e−M (s−a) |x1 (s) − x2 (s)|ds
a
t
⩽ kx1 − x2 ke−M (t−a) e−M (s−a)
a
−M (b−a)
⩽ (1 − e )kx1 − x2 k.
kT x1 − T x2 k ⩽ θkx1 − x2 k, θ = 1 − e−M (b−a) ∈ (0, 1). T ,
T C(I) , I .

5.10 ( )
Gronwall : a(t) > 0, g(t) C ,

Z t +, t ⩾ t0
g(t) ⩽ C ± a(s)g(s)ds,
t0 −, t < t
0
∫t
± a(s)ds
g(t) ⩽ Ce t0 .
♥
Rt
t ⩾ t0 , t < t0 . µ(t) = C + t0 a(s)g(s)ds ⩾ 0, µ′ (t) = a(t)g(t) ⩽
a(t)µ(t). µ(t) > 0,
Z Z ∫t
1 dµ(t) t
µ′ (t) t
a(s)ds
⩽ a(t) ⇒ dt ⩽ a(t)dt ⇒ µ(t) ⩽ Ce t0 .
µ(t) dt t0 µ(t) t0
g(t) ⩽ µ(t), .
5.1( , ) .
f (x, y) = (f1 (x, y), · · · , fm (x, y)) Rn × Rm Rm C1 ,
f (x0 , y0 ) = 0, det Jy f (x0 , y0 ) 6= 0.
∂fi
Jy f (x, y) = ( ∂y j
)1⩽i,j⩽m . (x0 , y0 ) U ×V
φ:U →V f (x, φ(x)) = 0, ∀x ∈ U φ(x0 ) = y0 . .
WLOG, Jy f (x0 , y0 ) = Im ( f, ). (C(B(x0 , r); Rm ), k·
k), r>0 , k·k L∞ - ( ). T (T g)(x) = g(x)−f (x, g(x)).
Jy f , r , Im − Jy f (x, y) 1
2m , ∀x ∈ B(x0 , r), y ∈ B(y0 , r).
g, h ∈ X = {φ ∈ C(B(x0 , r); Rm ) : φ(x0 ) = y0 , φ(x) ∈ B(y0 , r)}, δi (x) = gi (x) − hi (x),

kT g − T hk = max |δi (x) − (fi (x, g(x)) − fi (x, h(x)))|

|x−x0 |⩽r
1⩽i⩽m

X
m
∂fi (x, ỹi (x)) 1
⩽ max δi (x) − δj (x) ⩽ kg − hk.
|x−x0 |⩽r ∂yj 2
1⩽i⩽m j=1

ỹi (x) = θi (x)g(x) + (1 − θi (x))h(x), 0 < θi (x) < 1. X Banach ,

.
dx
5.2 A(t) [a, b] , dt = A(t)x x(t0 ) = 0 .

50
 5.1

t0 ∈ [a, b].
φ(t) x(t0 ) = 0 ,
d d
|φ(t)|2 = hφ(t), φ(t)i = 2hφ̇(t), φ(t)i = 2hA(t)φ(t), φ(t)i ⩽ 2kA(t)k|φ(t)|2 .
dt dt
φ(t0 ) = 0, Gronwall |φ(t)|2 ≡ 0, .
5.3(20mid) x′ (t) = (2t − x)(1 + x2 ) .
φ(t), φ′ (0) = 0. L : x = 2t, t>0 , φ(t)
L ; , ξ = inf{t > 0 : φ(t) = 2t}, φ′ (0) = 0 < 2 ξ > 0, φ(ξ) = 2ξ,
φ′ (ξ) = 0, ξ ! φ(t) < 2t(t > 0) ⇒ +∞.
t=0 , L , φ′ (t) < 0(t < 0) ⇒ φ(t) t<0
, t=0 φ(t) > 0.
φ′ (t)
φ′ (t) = (2t − φ(t))(1 + φ(t)2 ) ⩽ −φ(t)(1 + φ(t)2 ) ⇒ 1 ⩽ − .
φ(t)(1 + φ(t)2 )
ω = φ(−1) > 0, −∞, t < −1,
Z −1 Z
φ′ (t) φ(t)
dx φ(t) ω
−1 − t ⩽ dt = = ln p − ln √ .
t φ(t)(1 + φ(t)2 ) ω
2
x(1 + x ) 1 + φ(t)2 1 + ω2
t → −∞ , LHS +∞ RHS − ln √1+ω
ω
2
, !
5.4 f (x, y) R2 y . :
1. y′ = f (x, y) sin x
n, y(0) = 0 yn (x) (−∞, ∞) .
2. lim yn (x) = 0.
n→∞

Rx
1. L = Lip(f ). yn (x) = 0 f (s, yn (s)) sin ns ds.
[0, β), β < ∞.
Z x Z x Z x
|yn (x)| ⩽ |f (s, yn (s)) − f (s, 0)|ds + |f (s, 0)|ds ⩽ M β + L |yn (s)|ds, ∀x ∈ [0, β)
0 0 0
M = sup[0,β] |f (x, 0)|. Gronwall |yn (x)| ⩽ M βeLx ,
x → β− yn (x) , ! [0, +∞), (−∞, 0].
2. x ∈ R, R>0 |x| < R. f L-
x x x
f (x, yn (x)) sin ⩽ f (x, 0) sin + L yn (x) sin .
n n n

Z R Z x Z x
R R R2 ′ LR
|yn (x)| ⩽ |f (s, 0)| ds + L |yn (s)| ds ⩽ M + |yn (s)|ds.
0 n 0 n n n 0

M ′ = sup[0,R] |f (x, 0)|. Gronwall |yn (x)| ⩽ R2 ′ LR x

. n → ∞
n M e
n

yn (x) → 0.
5.5(19mid) x′ (t) = t2 f (x), f ∈ C 1 (R) xf (x) < 0(∀x 6= 0). :
x(t0 ) = x0 x(t) [t0 , +∞) .
f ∈ C 1 (R) . f (0) = 0, f (x) < 0(x > 0), f (x) > 0(x <
0).
x(t0 ) = 0, , .
x(t0 ) = x0 > 0, x=0 , x′ (t) = t2 f (x) < 0(x > 0)
t ⩾ t0 x=0 , [t0 , +∞). x0 < 0

51
 5.1

.
5.6(10 ) ẋ = −x + f (t, x), f ∈ C(R2 ), |f (t, x)| ⩽ ϕ(t)|x|, ∀(t, x) ∈ R2 .
R∞
0 ϕ(t)dt < +∞, t→∞ .
x(t), x(t0 ) = η. y(t) = x(t)et ,
Z t
d dy −t
(xe ) = e f (t, x) ⇒
t t
= e f (t, ye ) ⇒ y(t) = η +
t
es f (s, y(s)e−s )ds.
dt dt 0
t⩾0 ,
Z t Z t
|y(t)| ⩽ |η| + es |f (s, y(s)e−s )|ds ⩽ |η| + ϕ(t)|y(s)|ds.
0 0
Gronwall
∫t ∫∞
|y(t)| ⩽ |η|e 0 ϕ(t)dt
⩽ |η|e 0 ϕ(t)dt
≜ M ⇒ |x(t)| ⩽ M e−t .
x(t) t → +∞ .
5.7( 20mid, ) f (x) R , : C,
y ′ (x) = −f (y) + C, y(x0 ) = y0 [x0 , +∞) . (−∞, x0 ]
.
Peano , : (1) ; (2) +∞; (3)
.
1. x0 y(x) z(x), x1 > x 0 y(x1 ) − z(x1 ) 6= 0,
. δ(x) = y(x) − z(x), [x0 , x1 ) δ , ξ =
sup{x0 ⩽ x < x1 : δ(x) = 0} ∈ [x0 , x1 ), (ξ, x1 ) δ(x) > 0 ⇒ y(x) > z(x), f

δ ′ (x) = y ′ (x) − z ′ (x) = f (z(x)) − f (y(x)) ⩽ 0, ∀x ∈ (ξ, x1 ).

δ(x) [ξ, x1 ) . δ(x1 ) > δ(ξ) = 0, ! .
2. m = inf f (x) ∈ [−∞, +∞), M = sup f (x) ∈ (−∞, +∞]. C .
(1) m > −∞ C ⩽ m, , f y ′ (x) ,
y ′ (x) ⩾ y ′ (x 0) = C − f (y0 ) ⇒ y(x) ⩾ (C − f (y0 ))(x − x0 ) + y0 ,
+∞.
(2) M < +∞ C ⩾ M, . f y ′ (x) ,
y ′ (x) ⩽ y ′ (x0 ) = C − f (y0 ) ⇒ y(x) ⩽ (C − f (y0 ))(x − x0 ) + y0 ,
+∞.
(3) m < C < M , f (y) = C Z = [a, b], a ⩽ b. y0 ∈ [a, b],
y ≡ y0 , +∞. y0 < a, x1 > x 0 y(x1 ) > a,
ξ = sup{x0 ⩽ x < x1 : y(x) = a}, ξ < x < x1 y ′ (x) = C − f (y) ⩽ 0,
y(x1 ) ⩽ y(ξ) = a, ! y = a, y ′ (x) = C − f (y) ⩾ 0,
, y = y0 . [x0 , +∞).
y0 > b .
[x0 , +∞).
p
3. f (y) = 2 sgn(y) |y|, f R , C = 0, x0 = 0, y0 = 0.

52
 5.1

 √
dy 2 −y, y ⩽ 0
= y(0) = 0.
dx  − 2√y, y > 0
√
. y ⩽ 0, y ′ (x) = 2 −y, y(0) = 0 y = −x2 y ≡ 0,
. y = −x2 , , , y⩽0
y ′ (x) ⩾ 0, −2x ⩾ 0 ⇒ x ⩽ 0, y= −x2 .
5.8(20 ) x0 ∈ R,

ẍ + x + x3 = 0
x(0) = x , ẋ(0) = 0
0

:
1. , R.
2. .
( Picard ). , ẋ
 
1d 1
ẍẋ + xẋ + x3 ẋ = ẋ2 + x2 + x4 = 0.
2 dt 2

1 1
ẋ2 + x2 + x4 = x20 + x40 .
2 2
|x(t)| , x(t) R. x0 = 0,
, ;y = ẋ, , ,
1 1 1 4 3 4 1
ẋ2 + ẏ 2 = x20 + x40 − x2 − x4 + (x + x3 )2 = x20 + x0 + x + x6 ⩾ x20 + x40 > 0.
2 2 2 2 2
, T >0 x(0) = x(T ), ẋ(0) = ẋ(T ). x(t + T )
x(t + T ) , x(t) = x(t + T ), .

, .
5.9(22 ) f (x, y) ∈ C 1 (R2 ), C > 0, |fy (x, y)| ⩽ C.
dy
= f (x, y(x)).
dx
1. : , , R .
2. f (x + 1, y) = f (x, y). R , R .

1. f f Lipschitz , y(x0 ) = y0 .
|fy (x, y)| ⩽ C f y L- ,C L- . α < x0 < β, x ∈ (α, β),

|f (x, y)| ⩽ |f (x, y) − f (x, y0 )| + max |f (x, y0 )| ⩽ C|y − y0 | + max |f (x, y0 )| ⩽ C|y| + C ′ .
α⩽x⩽β α⩽x⩽β

C′ = max[α,β] |f (x, y0 )| + C|y0 | , (α, β) . α, β

R .
2. y(x) 1- x0 ∈ R y(x0 + ω) = y(x0 )(check it!
). y(x) , y(x+1) 6= y(x), ∀x ∈ R. , y(x+1) > y(x).

53
 5.1

ȳ(x) = lim y(x + n).

n→+∞

ȳ(x) 1- . x0 ∈ R, y(x + n) = φ(x; x0 , y(x0 + n))

, ȳ(x) = limn→∞ φ(x; x0 , y(x0 + n)) = φ(x; x0 , y0 )
(check it!), y0 = limn→∞ y(x0 + n). ȳ 1- .
5.10 dx
dt = f (t, x), f :Ω→R , Ω = [a, b] × R .
1. Ω [a, b] .
2. A ⊂ Ω, :
R(A) = {(t, φ(t)) | φ A , a ⩽ t ⩽ b}.
: A , R(A) .

, R(A)
Sξ (A) = {x ∈ Rn : (ξ, x) ∈ R(A)} ( A , ?)
. , .

1. (t0 , x0 ), f Ω M >0
|x′ (t)| = |f (t, x)| ⩽ M ⇒ |x(t)| ⩽ M |t − t0 | + |x0 |.
[a, b] .
2. R(A) R2 .
: A , 1 R(A) .
: R(A) Cauchy (tk , xk ), R2 (t0 , x0 ). (t0 , x0 ) ∈ R(A),
φ(t), (t0 , x0 ) A .
(tk , xk ) φk (t) , A (ξk , ηk ) . :
F = {φk : k = 1, 2, · · · } . ,
|φk (t1 ) − φk (t2 )| ⩽ max |φ′k (t)| · |t1 − t2 | = max |f (t)| · |t1 − t2 |.
a⩽t⩽b a⩽t⩽b
sup[a,b] |f (t)| F , ti , . Arzelà-Ascoli F
{φki : i = 1, 2, · · · }, φ, (ξki , ηki ) (ξ0 , η0 ). A
(ξ0 , η0 ) ∈ A.
Z t Z t
φki (t) = xki + f (s, φki (s))ds = ηki + f (s, φki (s))ds.
tki ξk i

, i → +∞
Z t Z t
φ(t) = x0 + f (s, φ(s))ds = η0 + f (s, φ(s))ds.
t0 ξ0
φ(t) . R(A) Cauchy R(A) , .
5.11(21mid, ) f (t, x) .
dx
= f (t, x), x(ξ) = η
dt

54
 5.1

x = φ(t; ξ, η)
∂φ(t; ξ, η) X ∂φ(t; ξ, η)
n
+ fi (ξ, η) = 0.
∂ξ ∂ηi
i=1
.
Z t
φ(t; ξ, η) = η + f (s, φ(s; ξ, η))ds.
ξ

Z tX
n
∂φj (t; ξ, η) ∂fj (s, φ(s; ξ, η)) ∂φk (s; ξ, η)
= ds − fj (ξ, η).
∂ξ ξ ∂xk ∂ξ
k=1
Z tX
n
∂φj (t; ξ, η) ∂fj (s, φ(s; ξ, η)) ∂φk (s; ξ, η)
= δij + ds.
∂ηi ξ ∂xk ∂ηi
k=1

δij Kronecker .
∂φj (t; ξ, η) X ∂φj (t; ξ, η)
n
Φj (t; ξ, η) ≜ + fi (ξ, η)
∂ξ ∂ηi
i=1
n Z t
!
X ∂fj (s, φ(s; ξ, η)) ∂φk (s; ξ, η) X ∂φk (s; ξ, η)
n
= + fi (ξ, η) ds
ξ ∂xk ∂ξ ∂ηi
k=1 i=1
Z tX n
∂fj (s, φ(s; ξ, η))
= Φk (t; ξ, η)ds.
ξ ∂xk
k=1
Φ(t; ξ, η) = (Φ1 (t; ξ, η), · · · , Φn (t; ξ, η))T , n
Φ′ (t; ξ, η) = J(t; ξ, η)Φ(t; ξ, η), Φ(ξ) = 0.
∂fj (t,x)
J(t; ξ, η) = ( ∂xk )1⩽j,k⩽n f x Jacobi , f J(t; ξ, η) t n
. ( ), Φ1 ≡ · · · ≡ Φn = 0,

∂φ(t; ξ, η) X ∂φ(t; ξ, η)
n
+ fi (ξ, η) = 0.
∂ξ ∂ηi
i=1

5.12 y ′ (x) = λ(1 + sin2 x + sin2 y) + x, λ . : λ,

y(0) = y(1) = 0 .
S-L . Picard y ′ (x) = λ(1 + sin2 x + sin2 y) + x
y(0) = 0 y(x; λ). ω(λ) = y(1; λ), ω(λ) R
. λ
Z x 
∂y(x; λ) 2 2 ∂y(s; λ)
= 1 + sin s + sin y(s; λ) + λ sin 2y(s; λ) ds.
∂λ 0 ∂λ
∂y(x;λ) ∂y(0;λ)
∂λ x ∂λ =0 Cauchy ,
Z x ∫x
∂y(x; λ)
= (1 + sin2 s + sin2 y(s; λ))e s λ sin 2y(u;λ)du
ds.
∂λ 0

ω ′ (λ) =∂y(1;λ)
∂λ > 0, ω(λ) . , λ=0 , y(x; 0) = x2
2 ,
ω(0) = y(1; 0) = 12 ; λ = −1 , y ′ (x; λ) = x − 1 − sin2 x − sin2 y ⩽ x − 1, y(0; λ) = 0

55
 5.2 : ?

x2
y(x; λ) ⩽ 2 − x ⇒ ω(−1) = y(1; λ) ⩽ − 12 . ω(λ) (−1, 0) .
5.13 f (t, x, y) [0, 1] × R2 , φ(t)
ẍ = f (t, x, ẋ), x(0) = a, x(1) = b
. G fx (t, x, y) > 0, : b β,
ẍ = f (t, x, ẋ), x(0) = a, x(1) = β
.
, . φ̇(0) = α0 , Picard
ẍ = f (t, x, ẋ) x(0) = a, ẋ(0) = α0 φ(t). , α0
∂ψ(t;α0 )
α, ẍ = f (t, x, ẋ), x(0) = a, ẋ(0) = α [0, 1] ψ(t; α). ω(t) = ∂α ,
ω(t) .
d2 ∂ψ(t; α) ∂ d2 ψ(t; α) ∂f (t, ψ(t; α), ψ̇(t; α))
2
= 2
=
dt ∂α ∂α dt ∂α
∂f ∂ψ(t; α) ∂f d ∂ψ(t; α)
= (t, ψ(t; α), ψ̇(t; α)) + (t, ψ(t; α), ψ̇(t; α)) .
∂x ∂α ∂y dt ∂α
∂ψ(t;α)
∂α . ,
∂ψ(0; α) d ∂ψ(0; α) ∂ dψ(0; α)
= 0, = = 1.
∂α dt ∂α ∂α dt
ω(t)
ω̈ = p(t)ω̇ + q(t)ω, ω(0) = 0, ω̇(0) = 1.
p(t) = fy (t, ψ(t; α0 ), ψ̇(t; α0 )), q(t) = fx (t, ψ(t; α0 ), ψ̇(t; α0 )). q(t) .
: ω(t) (0, 1) .
∫t Z t ∫s
−
ω̇(t)e 0 p(s)ds
=1+ q(s)ω(s)e− 0 p(u)du
ds.
0
ω(t) (0, 1) , ξ ≜ inf{0 < x < 1 : ω̇(x) = 0}. ω̇(0) = 1
ξ ∈ (0, 1) ω̇(ξ) = 0. (0, ξ) ˙ > 0,
(x) ω(0) ω(t) (0, ξ)
, Z
∫ξ ξ ∫s
−
ω̇(ξ)e 0 p(s)ds
=1+ q(s)ω(s)e− 0 p(u)du
ds > 0,
0
∂ψ(1;α0 )
! ω(t) , ω(1) = ∂α > ω(0) = 0. g(α, β) ≜ ψ(1; α) − β
(α0 , b) , α . b , β = β(α)
ψ(1; α) = β(α). ẍ = f (t, x, ẋ), x(0) = a, x(1) = β . Happy!

5.2 : ?

, ,
. , Riccati , ,
. , ,
. :

56
 5.2 : ?

5.1
y ′ (x) = f (x, y), f S : α < x < β, −∞ < y < +∞ (
−∞ ⩽ α < β ⩽ +∞),
|f (x, y)| ⩽ A(x)|y| + B(x).
A(x), B(x) (α, β) , (α, β) .
♠

y1 + b

y1

y1 − b
x1 + h
α
x1 − h x1 β̄ β

y(x), y(x0 ) = y0 ( α < x0 < β).

[x0 , β), .
y(x) [x0 , β̄), x0 < β̄ < β.
, . A(x), B(x) A(x), B(x) ⩽ C, ∀x0 ⩽ x ⩽ β − ε, ε
, C > 0. a < min(β − ε − β̄, 2C
1
), x1 < β̄ β̄ < x1 + a, y1 = y(x1 ).
b, R : |x − x1 | ⩽ a, |y − y1 | ⩽ b, R ⊂ S. y(x) y(x1 ) = y1
, Peano [x1 − h, x1 + h] ,

b
h = min a, , M = sup |f (x, y)|.
M (x,y)∈R

b h = a, .
|f (x, y)| ⩽ C(|y| + 1) ⩽ C(b + |y1 | + 1) ⇒ M ⩽ C(b + |y1 | + 1).
aC(|y1 |+1)
b⩾ 1−aC
b
M ⩾ a, h = a.
, . ODE
, .
5.1
φ(x), ψ(x) I = (ξ, ξ + h] , φ(x) < ψ(x) (ξ, ξ + ε)
. :
1. φ(x) < ψ(x) x∈I .
2. x0 ∈ I φ(x) < ψ(x) x ∈ (ξ, x0 ) , φ(x0 ) = ψ(x0 ), φ′ (x0 ) ⩾ ψ ′ (x0 ).
♥

1 , x0 = inf{ξ + ε < x ⩽ ξ + h : φ(x) = ψ(x)}, φ(x0 ) = ψ(x0 ).

57
 5.2 : ?

0 < δ < ε, φ(x0 − δ) < ψ(x0 − δ),

φ(x0 ) − φ(x0 − δ) ψ(x0 ) − ψ(x0 − δ)
⩾ .
δ δ
δ → 0+ φ′ (x0 ) ⩾ ψ ′ (x0 ).

, P φ ≜ φ′ −f (x, φ), φ y ′ (x) = f (x, y) (defect).

Pφ ,φ . φ P φ ≡ 0.

5.1 ( )
φ(x), ψ(x) I = (ξ, ξ + h] ,
1. φ < ψ (ξ, ξ + ε) .
2. P φ < P ψ I .
φ<ψ I .
♥

x0 ∈ I φ(x0 ) = ψ(x0 ),
φ′ (x0 ) = P φ(x0 ) + f (x0 , φ(x0 )) < P ψ(x0 ) + f (x0 , ψ(x0 )) = ψ ′ (x0 ).
2 , 1 , φ(x) < ψ(x), ∀x ∈ I.
:
5.1
φ(x), ψ(x) I = [ξ − h, ξ) ,
1. φ(x) < ψ(x) (ξ − ε, ξ) .
2. P φ > P ψ I .
φ<ψ I .
♥

, , .
. :

5.1 ( , )
D R2 u(t) ,
dx
= f (t, x)(t0 ⩽ t ⩽ ξ + h), x(t0 ) = x0 (5.1)
dt
(upper solution, supersolution), I = [ξ, ξ + h]
u′ (t) > f (t, u(t)) in I, u(t0 ) ⩾ x0 .
, v(t) 5.1 (lower solution, subsolution), I
v ′ (t) < f (t, v(t)) in I, v(t0 ) ⩽ x0 .
♣

,
5.2 ( )
u, v 5.1 , x(t) 5.1 , v(t) < x(t) < u(t), ∀t ∈ I.
♥

I P u = u′ (t) − f (t, u(t)) > 0 = P x. u(t0 ) = x0 , u′ (t0 ) > f (t, x0 ) = x′ (t0 ),

ε>0 u(t) > x(t) (ξ, ξ + ε) ; u(t0 ) > x0 . u(t) > x(t),

58
 5.2 : ?

∀t ∈ I. v(x) < x(t).

, . , u(t)
u′ < f (t, u), u(t0 ) ⩾ x0 .
v(t)
v ′ > f (t, v), v(t0 ) ⩽ x0 .

.

, ,
PDE . ,
.
, . ,
.
5.1 Riccati
dx
= t2 + x 2 , x(0) = 1. (5.2)
dt
dx
, β . dt =
1 dx
x2 , x(0) = 1 5.2 , v(t) = 1−t , β < 1. dt = x2 + 1, x(0) = 1
5.2 , u(t) = tan(t + π4 ),
1  π π
< x(t) < tan t + (0 < t < min{β, }).
1−t 4 4
t → β− x(t) → +∞( ), β ⩾ π4 , 4 ⩽ β ⩽ 1.
π

1
. ? . u(t) = 1−λt (λ >
1), u ,
λ 1
u′ (t) > u2 + t2 ⇒ > + t2 ⇒ t2 (1 − λt)2 < λ − 1.
(1 − λt) 2 (1 − λt)2
 4
1 λt + 1 − λt 1
t (1 − λt) ⩽ 2
2 2
= (0 < t < λ−1 ).
λ 2 16λ2
λ λ2 (λ − 1) > 1
16 . λ= 17
16 ,
1 16 16
< x(t) < (0 < t < min{β, }).
1−t 16 − 17t 17
16
17 ⩽ β ⩽ 1. , ,
0.9698106539304 < β < 0.9698106539313.
β .

, , .

5.2 ( , )
f (x, y) D ⊂ R2 , x(t), x(t)
dx
= f (t, x), x(t0 ) = x0 , (t0 , x0 ) ∈ D (5.3)
dt
, : x(t), x(t) ⩽ x(t) ⩽ x(t)(t

59
 5.2 : ?

), x(t) 5.3 (maximal solution), x(t) 5.3 (minimal solution).

♣

: 5.3 .
5.3 .
, . GTM182(93-94),
.
5.2
f S = I ×R , I = [t0 , t0 + h]. 5.3 I
.
♠

, . : ,
5.3, .
, Arzelà-Ascoli . un (t)
dx 1 1
= f (t, x) + in I, x(t0 ) = x0 +
dt n n
, I . un (t) 5.3 . f , {un (t)} .
, Z    
t2
1 1
|un (t1 ) − un (t2 )| = f (s, un (s)) + ds ⩽ M+ |t1 − t2 |.
t1 n n
M |f | . {un (t)} . Arzelà-Ascoli {un (t)}
{un (t)}, u(t).
Z t 
1 1
u′n (t) = x0 + + f (s, u′n (s)) + ds.
n t0 n
n → ∞, Z t
u(t) = x0 + f (s, u(s))ds.
t0

u(t) 5.3 I . , 5.3 I x(t), x(t) < u′n (t), ∀n, ∀t ∈

I. n→∞ x(t) ⩽ u(t) in I. u(t) 5.3 .

, :
5.3 ( )
f (t, x), F (t, x) D ⊂ R2 f (t, x) ⩽ F (t, x). φ(t)
x′ (t) = f (t, x), x(t0 ) = x0 (a, b) , ψ(t) x′ (t) =
F (t, x), x(t0 ) = x0 (a, b) ,
φ(t) ⩽ ψ(t)(t0 ⩽ t < b), φ(t) ⩾ ψ(t)(a < t ⩽ t0 ).
♥

60
 6 (by )

6.1

6.1 (206-8)
f (t, x) , ∂f (t,x)
∂x . x′ (t) = f (t, x)
x = φ(t) −∞ < t < +∞.
♥

1. x′ (t) = f (t, x) . , (t0 , x0 )

∂f (t,x) ∂f (t,x)
, ∂x , ∂x , Lipschitz .
.
2. x = φ(t) −∞ < t < +∞. (t0 , x0 ), φ(t)
x′ (t) = f (t, x) x0 = x(t0 ) . f (t, x) R2 ,
M, (t0 , x0 ) {[t0 − n, t0 + n] × [x0 − nM, x0 + nM ] : n ∈ N}.
: n ∈ N, In = [t0 − n, t0 + n]
, n (−∞, +∞).

6.2 ( 5-1)
:

1.
dx
= 2
1
. 2.
dx
= t2 x sin x. 3. t2 x′ = tx + x2 .
dt t + x2 dt ♥

1. 

 dt = t2 + x2
dx (6.1)

(x, t) 6= (0, 0)

f (t, x) = t2 + x2 ∈ C 1 (R2 ), , f (t, x) Lipschitz ,

(6.1) , .
dt
Ricatti dx = t2 + x2 ( x) , (6.1)
dt
, t . dx = t2 + x 2 (0, 0) , (6.1)
(t, x) 6= (0, 0), t , t .
(−∞, +∞) (−∞, 0) (0, +∞).
2. ( 5.1) . f (t, x) = t2 x sin x ∈ C 1 (R2 ), |f (t, x)| =
t2 |x|| sin x| ⩽ t2 |x|, A(t) = t2 , B(t) = 0. −∞ < t < +∞
.
3. x≡0 (−∞, +∞) . x = tu,
du du dt
t + u = u + u2 ⇒ 2 = .
dt u t
 6.1

(t0 , x0 ),
t t0 −t
− = ln |t| − − ln |t0 | ⇒ x = (t0 6= 0, x0 6= 0).
x x0 ln |t| − ln |t0 | − t0
x0
t1 ln |t1 | = ln |t0 | + t0
x0 , t → ±t1 , x → ∞. |t| |x| < |t|.
−t t
ln |t0 |+ x0
t0
x= , |t1 | = e 0 = |t0 |e x0 ,
ln |t| − ln |t1 |
t0
x0 >0 , |t1 | > |t0 |; t0
x0 <0 , |t1 | < |t0 |.
t0 x0 , −|t1 | < t0 < |t1 |, (−|t1 |, |t1 |).
t0 > 0, x0 < 0 , t0 > |t1 |. (|t1 |, +∞).
t0 < 0, x0 > 0 , t0 < −|t1 |. (−∞, −|t1 |).

6.3 ( 5-2)
dx 2
= (1 − x2 )etx .
dt ♥

x=1

x = −1

2
x = ±1 (−∞, +∞) . |x| > 1 (1 − x2 )etx < 0, dx
dt <0
|x| > 1 , |x| < 1 .
1. |x0 | < 1 , (t0 , x0 ) x = φ(t) [t0 , +∞) x0 < x ⩽ 1,
−1 ⩽ x < x0 . −∞ < t < +∞.
2. x0 < −1 , (t0 , x0 ) x = φ(t) −∞ < t ⩽ t0 x0 ⩽ x ⩽ −1(
), x = φ(t) (−∞, t0 ] . . x(t),
t⩾0 t ⩾ t0
2 2
(1 − x2 )etx ⩽ (1 − x20 )etx ⩽ (1 − x20 )tx2 .
dx̃
dt = (1 − x20 )tx̃2 , x̃(t0 ) = x0 ,
2
x̃(t) = .
(x20 − 1)(t2− t20 ) + 2
x0
p p
x̃(t) (−∞, t20 + 2/(x0 (1 − x20 ))), t→ t20 + 2/(x0 (1 − x20 )) x̃(t)
. x(t) ⩽ x̃(t), x(t) .
3. x0 > 1 , [t0 , +∞) . J −.

62
 6.1

(1) t0 ⩽ 0 , J− , β<0 t ⩽ β, J− .
2 2 1 2 1
|(1 − x2 )etx | ⩽ |etx | + |tx2 etx | ⩽ 1 − ,
|t| eβ
2
( : t⩽β<0 , |etx | ⩽ 1, 1
|t| < − β1 . g(u) = ueu (−∞, 0)
2
[− 1e , 0), |tx2 etx | < 1
e ). |x(t)| ⩽ |x(β)| + (1 − eβ )|t − β|,
1

.
(2) t0 > 0 , (1) (t0 , x0 ) −∞.
(1) +∞, t t > 0 x(t) > 1.
( ), −∞. :
t0 > 0, x0 > 1, J− .
Claim: t30 ⩾ 27π
16(x20 −1)2
, J− .
√
π
g(α) = α + √ 12
> 0). (α
α(x0 −1) 2
√ √ r r
π π π π
g(α) = α + √ + √ ⩾3 3 α=33 .
4 α(x0 − 1) 4 α(x0 − 1)
2 2 16α(x0 − 1)
2 2 16(x0 − 1)2
2
√ 2 q
α = ( 4(x2π−1) ) 3 , min g(α) = 3 3 16(x2π−1)2 . α > 0,
0 α>0 0

√
1 π
t0 ⩾ α + √ > α.
α(x0 − 1) 2
2

J− α > 0,
Z t0 Z Z
t0
x′ (t)dt t0
x′ (t)dt
t0 − α = dt = ⩽
α α (1 − x2 )etx2 α (1 − x2 )eαx2
Z x(α) x(α) Z Z +∞
dx 1 dx 1
e−αx dx
2
= ⩽ 2 <
x0 (x − 1)e
2 αx 2
x − 1 x0
2
e αx x0 − 1
2
0
√ Z ∞ 0 √
y= αx 1 −y 2 1 π
====== √ e dy = √ .
α(x0 − 1) 0
2 α(x0 − 1) 2
2

! J− α.

6.4 (222-1(2))
dx
= 3t2 ex (t0 , x0 ) , .
dt ♥

: e−x dx = 3t2 dt. (t0 , x0 ) e−x = e−x0 + t30 − t3 , x = − ln(e−x0 − t3 + t30 ).

f (t, x) = 3t2 ex , .

6.5 (222-3)
dx 2
x = φn (t) dt = xe(t+x) , φn ( n1 ) = 1
n2
. ε>0
A, B, N n ⩾ N , φn (t) A ⩽ t ⩽ B ,
|φn (t)| < ε.
♥
2 ∂f (t,x) 2
f (t, x) = xe(t+x) , ∂x = (2x(t + x) + 1)e(t+x) . f (t, x) L- ,
. x≡0 (0, 0) , (−∞, +∞).
. [A, B], [−m, m], m=
max{|A|, |B|}, [−m, m] , ∀ε > 0, ∃δ > 0,

63
 6.1

( n1 , n12 ), | n1 −0| < δ, | n12 −0| < δ , φn (t) [−m, m] , |φn (t)| < ε.
[A, B] .

6.6 (272-7)
ẋ = αx + y, ẏ = −x + αy .
♥

x(0) = x0 , y(0) = y0 , x20 + y02 6= 0.

x = eαt (x0 cos t + y0 sin t), y = eαt (y0 cos t − x0 sin t).
p p
x2 + y 2 = eαt x20 + y02 .
p p
1. α < 0 , ε > 0, δ = ε, x20 + y02 < δ , x2 + y 2 < δ = ε,
p q
lim x(t)2 + y(t)2 = x20 + y02 lim eαt = 0.
t→+∞ t→+∞
.
p
2. α = 0 , δ = ε, x2 + y 2 ≡ ε, .
p
3. α > 0 , lim x2 + y 2 = +∞, .
t→+∞

6.7 (272-8)
g(t), f (t) 0 ⩽ t < +∞ , dx
dt = g(t)x + f (t)
:
R∞
1. g(t)dt < +∞, .
R0∞
2. g(t)dt = −∞, .
R0∞
3. g(t)dt = +∞, .
0 ♥

x = φ(t) , t ∈ [0, +∞), x(0) = φ(0). x(0) = x0

∫t
 Z t ∫s

g(s)ds − g(u)du
x(t) = e 0 x0 + f (s)e 0 ds .
0
x0 ,
∫t ∫t
|x(t; 0, x0 ) − φ(t)| = e 0 g(s)ds
(x0 − φ(0)) = e 0 g(s)ds
|x0 − φ(0)|.
R∞ ∫t
1. 0 g(t)dt < +∞, ε > 0, M = maxt⩾0 e 0 g(s)ds
. δ= ε
M, |x0 − φ(0)| < δ ,
∫t
|x(t; 0, x0 ) − φ(t)| = e 0 g(s)ds
|x0 − φ(0)| < M δ < ε.
.
R∞
2. 0 g(t)dt = −∞,
∫∞
lim |x(t; 0, x0 ) − φ(t)| = e 0 g(s)ds
|x0 − φ(0)| = 0.
t→+∞
1 , .
R∞ ∫t
3. 0 g(t)dt = +∞, e 0 g(s)ds
0 ⩽ t < +∞ . .

64
 6.2

6.8 (289-6)

 dx

 = y − 3z − x(x + y − 2z)2
 dt


dy
= 2x + 3z − y(x − y + z)2

 dt



 dz = 2x − y − z
dt
.
♥

      
x 0 1 −3 x −x(x + y − 2z)2
d   
y  = 2 0
   
 y  +  −y(x − y + z)2  .
3
dt       
z 2 −1 −1 z 0
dx
dt = Ax+N (t, x). dx
dt = Ax , det(λI −A) = λ3 +λ2 +7λ−14,
φ(0) = −14 < 0. A . .

6.9 (295-5(3)(4))
.
dx dy
1. = ln(1 + x + y), = x − y − x2 .
dt dt
dx dy dz
2. = ex sin y + sin x + ez − 1, = sin(x + y), = tan(x + z).
dt dt dt ♥

1. Taylor
! ! !
d x x 1 1
=A , A= .
dt y y 1 −1
√ √
det(λI − A) = (λ + 2)(λ − 2), . .
2. Taylor
     
x x 1 1 1
d    
y  = A y  ,
 
A= 1 1 0 .
dt      
z z 1 0 1
det(λI − A) = (λ2 − 2λ − 1)(λ − 1), . .

6.2

65
 6.2

6.1 ( )
f (t, x) D : {(t, x) ∈ Rn+1 : |t − t0 | ⩽ a, |x − x0 | ⩽ b} x Lipschitz
,
dx
= f (t, x), x(t0 ) = x0
dt
I = [t0 − h, t0 + h] , h = min{a, Mb }, M = maxD |f (t, x)|.
♥

6.2 ( )
dx
f (t, x) D ,Γ dt = f (t, x) D P0 = (t0 , x0 )
, Γ D . P0 G ⊂ D, Γ G
.
♥
2
6.1 dx
dt = (t − x)etx (t0 , x0 ) .

t x=t

x
t0 t0

Nullcline L : x = t( ), L ,
;L , .
1. t0 ⩾ x 0 , G = [t0 , +∞) × R, φ(t) G .
, L , [t0 , +∞).
2. t0 < x 0 , [t0 , +∞).

, .
6.2 : dx
dt = (t2 − x2 )f (t, x), f ∈ C(R2 ) xf (t, x) > 0,
∀x 6= 0.

Recall: ?

6.1
dx
x = φ(t) dt = f (t, x), [t0 , +∞) .
1. ∀ε > 0, ∃δ > 0, x0 |x0 − φ(t0 )| < δ, x(t0 ) = x0
x = x(t; t0 , x0 ) [t0 , +∞) , t ⩾ t0 , |x(t; t0 , x0 ) − φ(t)| < ε, φ(t)
; .

66
 6.2

2. φ(t) δ1 ∈ (0, δ), x0 |x0 − φ(t0 )| < δ1 , lim |x(t; t0 , x0 ) −

t→+∞
φ(t)| = 0. φ(t) .
♣

: (1) ; (2) Lyapunov .

6.3 a∈R ,

 dx
 = ax − 2y + xy 2
dt

 dy = 1 x + ay − 2x2 y
dt 2
.

!
dx a −2
= Ax, A= 1
.
dt a
2

det(λI − A) = (λ − a)2 + 1, λ = a ± i. a>0 ,a<0

. a=0 , , Lyapunov .
dx dy 1
= −2y + xy 2 , = x − 2x2 y.
dt dt 2
V (x, y) = x2 + 4y 2 , V
1
V̇ (x, y) = 2x(−2y + xy 2 ) + 8y( x − 2x2 y) = −14x2 y 2 ⩽ 0.
2
a=0 .

6.2
dx
dt = f (t, x) x(t0 ) = x0 x = φ(t; t0 , x0 ) [a, b] .
ε > 0, δ = δ(ε; t0 , x0 ), |t∗0 − t0 | < δ|, |x∗0 − x0 | < δ t∗0 , x∗0 , x(t∗0 ) = x∗0
φ(t; t∗0 , x∗0 ) [a, b] , t ∈ [a, b]
|φ(t; t∗0 , x∗0 ) − φ(t; t0 , x0 )| < ε,
(t0 , x0 ) .
♣

: (1) ; (2) .

6.3 ( )
f (t, x) D x L- , (t0 , x0 ) ∈ D x =
φ(t; t0 , x0 ) t ∈ [a, b] (t, φ(t; t0 , x0 )) ∈ D,


 dx = f (t, x)
dt

x(t∗ ) = x∗
0 0

x = φ(t; t∗0 , x∗0 ) (t0 , x0 ) (t∗0 , x∗0 ).

♥

, .

67
 6.2

6.4 t0 , f x L , φ(t; x0 ) (t, x0 ) .

L- Gronwall
|φ(t; x∗0 ) − φ(t; x0 )|
Z t
⩽|x∗0 − x0 | + (f (s, φ(s, x∗0 )) = f (s, φ(s; x0 )))ds
t0
Z t
⩽|x∗0 − x0 | + L |φ(s; x∗0 ) − φ(s; x0 )|ds
t0

⩽|x∗0 − x0 |e L|t−t0 |
.
∀t1 , t2 ∈ I = [t0 − h, t0 + h],
|φ(t1 ; x∗0 ) − φ(t2 ; x0 )|
⩽|φ(t1 ; x∗0 ) − φ(t2 ; x∗0 )| + |φ(t2 ; x∗0 ) − φ(t2 ; x0 )|
⩽|φ(t1 ; x∗0 ) − φ(t2 ; x∗0 )| + |x∗0 − x0 |eL|t2 −t0 |
⩽|φ(t1 ; x∗0 ) − φ(t2 ; x∗0 )| + |x∗0 − x0 |eLh .
t1 → t2 , x∗0 → x0 |φ(t1 ; x∗0 ) − φ(t2 ; x0 )| → 0.
6.5 x′ = f (x), x(0) = x0 , f (x) .
1. : φ(t; x0 ) .
2. [−h, h] φ(t, x0 ) (t, x0 ) .
3. φ(t; x0 ) [0, +∞) . x0 k |φ(k; x0 ) − x0 | < M ,
M >0 . : φ(t; x0 ) [0, +∞) .
19mid .

68
 7 (by )

7.1

7.1 (289-9)
...
x + ẍ − 2x = 0 .
♥


ẋ = y



ẏ = z



ż = 2x − z

 :

0 1 0
 
1. A = 0 0 1 

,
2 0 −1
det(λI − A) = (λ − 1)(λ2 + 2λ + 2), λ = 1, −1 ± i.
A , .
2. , . V (x, y, z) = xy + yz + zx,
(0, 0, 0) , x = y = z 6= 0 V (x, y, z) = 3x2 > 0.
V̇ (x, y, z) = (y + z)y + (x + z)z + (2x − z)(x + y) = 2x2 + y 2 + z 2 + 2xy = (x + y)2 + x2 + z 2
. .

, ,
.
dx
= f (x), (7.1)
dt
x = 0.

7.1
V (x), : (1) V ; (2) V
V̇ Ω . (7.1) .
♥

V V .
V B(0, r) . δ ∈ (0, r), a ∈ B(0, δ) V (a) > 0.
a φ(t) = φ(t; t0 , a), T > t0 , |φ(T )| ⩾ r, .
. , V̇ (φ(t)) ⩾ 0 t ⩾ t0 , V (φ(t)) ⩾ V (φ(t0 )) = V (a) > 0.
V (0) = 0 σ >0 V (x) < V (a), ∀x ∈ B(0, σ), σ ⩽ |φ(t)| < r,
∀t ⩾ t0 . m = min V̇ (x), V m > 0.
σ⩽|x|⩽r

V̇ (φ(t)) ⩾ m ⇒ V (φ(t)) ⩾ m(t − t0 ) + V (a), ∀t ⩾ t0 .

 7.1

t → +∞ , RHS , ! .

7.2
V Ω, V̇ = λV + W , λ > 0, W
, a V (a)W (a) > 0, .
♥

P281 4 .
7.2 (289-10)
Lyapunov
d2 φ dφ g
+b + sin φ = 0
dt2 dt l
, l b ,g .
♥


 dφ
 =ψ
dt

 dψ = − g sin φ − bψ
dt l

2g ψ2 1
V (φ, ψ) = (1 − cos φ) + + (bφ + ψ)2 .
l 2 2
V ,
   g 
2g bg
V̇ (φ, ψ) = sin φ + b(bφ + ψ) ψ + (ψ + (bφ + ψ)) − sin φ − bψ = −bψ 2 − φ sin φ
l l l
, .
7.3 (289-11)

 dx

 = −x − y + z − 1 + (x − 1)[(x − 1)2 + y 2 + (z − 2)2 ]

 dt

dy
= x − 2y + 2z − 5 + y[(x − 1)2 + y 2 + (z − 2)2 ]

 dt



 dz = x + 2y + z − 3 + (z − 2)[(x − 1)2 + y 2 + (z − 2)2 ]
dt
x = 1, y = 0, z = 2 .
♥

x 7→ x − 1, y 7→ y, z 7→ z − 2,

 dx

 = −x − y + z + x(x2 + y 2 + z 2 )

 dt

dy
= x − 2y + 2z + y(x2 + y 2 + z 2 )

 dt



 dz = x + 2y + z + z(x2 + y 2 + z 2 )
dt
. :

70
 7.1
 
−1 −1 1
 
1. A=
 1 −2 2 ,

1 2 1
det(λI − A) = λ3 + 2λ2 − 5λ − 9 ≜ φ(λ).
φ(2) = −3, φ(3) = 21, φ λ ∈ (2, 3), .
2. V (x, y, z) = z 2 − x2 − y 2 , x = y = 0, z 6= 0, V (x, y, z) = z 2 >
0.
V̇ (x, y, z) = 2(x2 + y 2 + z 2 )(1 + z 2 − x2 − y 2 )

, .
7.4 ( )
a , .

 dx
 
 = ax − y − x5
 dx 
 dt
 = −y + ax3 
dt dy
= ay − z − y 5

 dy = x + ay 3 
 dt


dt 
 dz = az − x − z 5
dt ♥

1. V (x, y) = x2 + y 2 , V
V̇ (x, y) = 2x(−y + ax3 ) + 2y(x + ay 3 ) = 2a(x4 + y 4 ).
a > 0, V̇ , ; a < 0, V̇ , ; a = 0, V̇ ,
( V (x, y) = V (x0 , y0 ) ⇒ x2 + y 2 ≡ x20 + y02 ).
2.  
a −1 0
 
A=
0 a −1

−1 0 a
√ √
A a − 1, a + 1
2 − 3
2 i, a + 1
2 + 3
2 i. a > − 12 , ,
; a < − 21 , , . a= − 12 , .
V (x, y, z) = x2 + y 2 + z 2 ,
V
 x   y   z 
V̇ (x, y, z) = 2x − − y − x5 + 2y − − z − y 5 + 2z − − x − z 5
2 2 2
= −(x + y + z) − 2(x + y + z )
2 6 6 6

, .
7.5 (301-4)
∂z ∂z
y −x = 0.
∂x ∂y
♥

dx dy
= , x2 + y 2 = C. z = g(x2 + y 2 ), g
y −x

71
 7.1

.
7.6 (301-6)
∂u ∂u ∂u
xz + yz − (x2 + y 2 ) = 0.
∂x ∂y ∂z
♥

dx dy dz
= =− 2 .
xz yz x + y2
x
y = C1 , x 2 + y 2 + z 2 = C2 . u = g( xy , x2 + y 2 + z 2 ).

7.7 (302-11)
∂u 1 ∂u  2 z  ∂u
+ + xz − = 0.
∂x z ∂y x ∂z
♥

xdz
dx = zdy = .
−z
x2 z 2
3 3
1
x+ xz = C1 , y− x6 − 2z
x
= C2 . 1
u = g(x+ xz .y− x6 − 2z
x
).

7.8 (302-14)
x − y ∂v x − y ∂v ∂v ∂v
+ + (x − y + 1) + = 0.
z − u ∂x z − u ∂y ∂z ∂u
♥

z−u z−u dz
dx = dy = = du.
x−y x−y x−y+1
x − y = C1 , (x − y + 1)u − z = C2 , (u − z)e−y = C3 ,
v = g(x − y, (x − y + 1)u − z, (u − z)e−y ).

. . ODE
. PDE
Xn
∂u
bi (x, u) = c(x, u). (7.2)
∂xi
i=1
x ∈ D, D Rn .
dxi dz
= bi (x(t), z(t))(i = 1, · · · , n), = c(x(t), z(t)).
dt dt
7.3 ( )
γ (x0 , z0 ) z = u(x) , γ .
♥

γ : t 7→ (x(t), z(t)). y(t) = u(x(t)) − z(t), y(t) t

72
 7.1

, γ .
dy du(x(t)) X
n
∂u dxi X ∂u
n
= − z ′ (t) = − z ′ (t) = bi (x(t), z(t)) (x(t)) − c(x(t), z(t))
dt dt ∂xi dt ∂xi
i=1 i=1
X
n
∂u
= bi (x(t), u(x(t)) − y(t)) (x(t)) − c(x(t), u(x(t)) − y(t)).
∂xi
i=1
PDE y≡0 , y(t0 ) = u(x0 ) − z0 = 0 y ≡ 0.
7.1( 20mid) 

 ẋ = (εx + 4y)(z + 1)


ẏ = (−x + εy)(z + 1)



ż = −z 3

, ε 6= 0.  
ε 4 0
 
ε>0 , A= 
−1 ε 0, λ1 = 0, λ2 = ε + 2i, ε − 2i,
0 0 0
, .
ε<0 , V (x, y, z) = x2 + 4y 2 + z 2 , V ,
V̇ (x, y, z) = 2x(εx + 4y)(z + 1) + 8y(−x + εy)(z + 1) − 2z 4 = 2ε(x2 + 4y 2 )(z + 1) − 2z 4
(0, 0, 0) . .
7.2( )
1. Lienard ẍ + f (x)ẋ + g(x) = 0 , f (x), g(x) R , xf (x) >
0, xg(x) > 0, ∀x 6= 0.
2. ẍ + pẋ + q(x − x3 ) = 0 . p ∈ R, q > 0.

1. 2 , Lienard Lienard .
Rx
. F (x) = 0 f (s)ds, y = ẋ + F (x), xF (x) > 0(x 6= 0)
ẋ = y − F (x), ẏ = −g(x).
Rx
V (x, y) = 12 y 2 + 0 g(s)ds, V
V̇ (x, y) = g(x)(y − F (x)) − yg(x) = −F (x)g(x).
V̇ (x, y) . Lienard .
2. , .
ẋ = y, ẏ = −qx − py + qx3 .

! ! !
d x x 0 1
=A , A= .
dt y y −q −p
√
−p± ∆
det(λI − A) = λ2 + pλ + q, λ= 2 , ∆ = p2 − 4q.
(a) p2 − 4q < 0, , − p2 . p < 0, ; p > 0,

73
 7.1

. p = 0,
ẋ = y, ẏ = −qx + qx3 .
q > 0. V (x, y) = 2q x2 − 4q x4 + 21 y 2 ( ), V

V̇ (x, y) = (qx − qx3 )y + y(−qx + qx3 ) = 0.

, V (x, y) ≡ V (x0 , y0 ) > 0, .

(b) p2 = 4q, λ= − p2 . p < 0, ; p > 0, . p = 0,
q = 0, (x0 , y0 ) x(t) = y0 t + x0 , y(t) = y0 , .
(c) p2 − 4q > 0, . q < 0, , . q > 0,
. p > 0, , ; p < 0, , . q = 0,

ẋ = y, ẏ = −py.

(x0 , y0 )
y0
x(t) = x0 + (1 − e−pt ), y(t) = y0 e−pt .
p
p<0 ,p>0 .
7.3(21 mid) n A ,n B(t) [0, +∞)
, Z ∞
kB(t) − Akdt < +∞.
0

: ẋ = B(t)x .
dx
dt = Ax + (B(t) − A)x, x(0) = x0
Z t
x(t) = eAt x0 + eA(t−s) (B(s) − A)x(s)ds.
0
A , α>0 M >0 keAt k ⩽ M e−αt , ∀t ⩾ 0. y = e−At x,
Z t
|y(t)| ⩽ |x0 | + kB(s) − Ak · |y(s)|ds.
0
Gronwall
∫t ∫∞
∥B(s)−A∥ds ∥B(s)−A∥ds
|y(t)| ⩽ |x0 |e 0 ⩽ |x0 |e 0 ≜ N.
|x(t) ⩽ keAt k · |y(t)| ⩽ M N e−αt → 0(t → +∞), .
7.4 u a(x, y)ux + b(x, y)uy = −u xy Ω C1 . ∂Ω
a(x, y)x + b(x, y)y > 0, u ≡ 0.

dx dy du
= a(x, y), = b(x, y), = −u.
dt dt dt
, z(t) = u(x(t), y(t)). Ω = {(x, y) : x2 + y 2 ⩽ 1} , u
(x0 , y0 ), γ∩Ω . (x0 , y0 ) = γ(t0 ), :
d2 z
1. (x0 , y0 ) ∈ Ω̊ , dt2 t=t0
⩽ 0 ⇒ z(t0 ) ⩽ 0. maxΩ u = z(t0 ) ⩽ 0.

74
 7.2

2. (x0 , y0 ) ∈ ∂Ω .
1d 2
a(x, y)x + b(x, y)y = ẋx + ẏy = (x + y 2 ) > 0.
2 dt
, t , x2 + y 2 . Ω Ω .
dz
dt t=t0 < 0, t0 t1 < t 0 , z(t1 ) > z(t0 ). γ(t1 ) ∈ Ω,
(x0 , y0 ) . −z(t0 ) = dz
dt t=t0 ⩾ 0 ⇒ maxΩ u = z(t0 ) ⩽ 0.
maxΩ u ⩽ 0. minΩ u ⩾ 0, u ≡ 0.

7.2

, . ( max),
, , .
, .

120 , . ODE PDE ,

, . :
1. :4 , 20 (Median: 15, Mean: 13.94, Max: 20).
2. :6 , , 36 (Median: 30, Mean: 28.39, Max:
35).
3. : ODE , 12 (Median: 6, Mean: 5.94, Max: 12).
4. : , : (1) S-L ; (2) ,
( ); (3) , Sturm . 12 (Median: 9, Mean: 8.52, Max: 12).
5. : , , 5 (5(1): Median: 3, Mean:
2.25, Max: 5; 5(2): Median: 3, Mean: 2.35, Max: 5).
6. : , , 5 (6(1): Median: 1, Mean: 1.01, Max: 5;
6(2): Median: 0, Mean: 0.99, Max: 5)( ).
7. : , , 5 (7(1): Median: 3, Mean: 2.72, Max: 5; 7(2): Median: 4,
Mean: 2.82, Max: 5).
8. : PDE , , 10 (Median: 0, Mean: 2, Max: 10)(
).

,
, , . .
, , , .
.

ODE , .
:( ) ( ) Bernoulli( ) Riccati( )
Clairaut( ) Bessel( ) , ··· Clairaut .

75
 7.2

Lu = f , L n . f ≡ 0,
n ; f 6= 0, , n /
( n+1 !). .

.
√ √
1. , 19mid: ( t2 − x2 + x)dt − tdx = 0, 16mid: (x + t2 + x2 )dt − tdx = 0.
, sgn . !
2. ( ) : , P (t, x)dt + Q(t, x)dx = 0
. 19mid: (2t3 + x)dt + (4t2 x −
t)dx = 0. .
3. : , y = ax + bt + c , x′ =
f (ax + bt + c) ; , , 16mid:
xdt + (t2 + t + x2 )dx = 0. , . ,
, .
4. : : t = F (x, p), x = F (t, p), F (x, p) = 0, ,
. , ,
. , . , ,
.
5. : ;
: (1) ; (2) .
, Lu = f1 , · · · , Lu = fn
, Lu = f1 + · · · + fn = f .
(n = 2, 3), .
, .
, . . :
P (D)eat = P (a)eat , P (D)(eat x(t)) = eat P (D + a)x(t).
P(D2 ) cos ωt = P (−ω 2 ) cos ωt, P (D2 ) sin ωt = P (−ω 2 ) sin ωt.

, Taylor , .
6. : , / / (
, !), Liouville .
( t0 ),
( ). 19mid: x′′ − 2tx′ + 4x = 0, 20mid: x′′ + x sin t = 0.
, a2 t2 x′′ + a1 tx′ + a0 x = f (t).

ODE , Φ(t),
Z t
x(t) = Φ(t)Φ−1 (t0 )x0 + Φ(t) Φ−1 (s)f (s)ds
t0
x(t0 ) = x0 . ( ):
1. A .

76
 7.2

2. .
3. .
4. .
, , , . , ,
, , ( !).
, , .

Sturm-Liouville , S-L ,
( ), .
. Sturm-Liouville ( ) ,
. 16mid .

Picard : (1) ; (2) Picard /

. Picard , .
:
1. ε, ε . / Picard

M Lk
|φk (t) − φ(t)| ⩽ |t − t0 |k+1 .
(k + 1)!
M = supR |f |, L f R ( 4-1).
2. o((t−t0 )n ) : ψ(t), ψ(t)−φ(t) = o((t−t0 )n ).
ψ(t) = a0 + a1 (t − t0 ) + · · · + an (t − t0 )n . :
Picard , φk (t) o((t − t0 )n ) .
, .
4-2 , Picard (Picard
), . f ⇒
Lipschitz ⇒ , .

, , ,
5( t0 > 0, x0 > 1 ) . , ,
. , (
):
Gronwall / Nullclines/ x(t) ⩽ g(t).
, J+ = [t0 , +∞).
, , Riccati ,
. , ,
, .
, , (
).

77
 7.2

, ( 20 ),
, .
20mid: x′ = (2t − x)(1 + x2 ), x(0) = 0.

1. Gronwall , , . 19mid:
x′ = f (x), x(0) = x0 φ(t; x0 ) x0 , f .
2. , “ ”( , ). 22
( ).

. , ,
∂φ ∂φ ∂φ
/ , ∂t0 (t; t0 , x0 ), ∂x0 (t; t0 , x0 ), ∂λ (t; λ) (
, !). :
dy
= f (x, y; λ), y(x0 ) = y0 ,
dx
f x, y, λ , φ(x; x0 , y0 , λ).
Z x
φ(x; x0 , y0 , λ) = y0 + f (s, φ(s; x0 , y0 , λ); λ)ds.
x0
x0 , y 0 , λ
Z x
∂φ(x; x0 , y0 , λ) ∂f (s, φ(s; x0 , y0 , λ); λ) ∂φ(s; x0 , y0 , λ)
= ds − f (x0 , y0 ; λ).
∂x0 x0 ∂y ∂x0
Z x
∂φ(x; x0 , y0 , λ) ∂f (s, φ(s; x0 , y0 , λ); λ) ∂φ(s; x0 , y0 , λ)
=1+ ds.
∂y0 x0 ∂y ∂y0
Z x 
∂φ(x; x0 , y0 , λ) ∂f (s, φ(s; x0 , y0 , λ); λ) ∂φ(s; x0 , y0 , λ) ∂f (s, φ(s; x0 , y0 , λ); λ)
= + ds.
∂λ x0 ∂y ∂λ ∂λ

∂φ(x; x0 , y0 , λ) ∂φ(x; x0 , y0 , λ) ∂φ(x; x0 , y0 , λ)

= −f (x0 , y0 , λ), = 1, = 0.
∂x0 x=x0 ∂y0 x=x0 ∂λ x=x0
, x , ,
.

, .
: (1) , ; (2) Lyapunov (1)
. ( , ;
, ; , ),
V, V̇ , ; , ; ,
. Lyapunov , / .

PDE / PDE , PDE (

).
1. PDE : , .

78
 7.2

2. PDE : , .
: (1) α(s), θ(s); (2) ( ); (3)
x = x(s, t), u = u(s, t); (4) s = φ(x), t = ψ(x); (5)
u = u(φ(x), ψ(x)). 19mid Burgers .
3. ( ) PDE , .
, ( ). :
! ( )!

79
 8 11 (by )

8.1 (309-7)
PDE :
∂z ∂z √
z(x + z) − y(y + z) = 0, l : x = 1, z = y.
∂x ∂y
♥
√
α(s) = (1, s), θ(s) = s.
√ √
s(1 + s) 0 √ √
J= √ = s(1 + s).
−s(s + s) 1
s 6= 0 , J 6= 0, .


 dx = z(x + z), dy = −y(y + z), dz = 0
dt dt dt
x(0) = 1, y(0) = s, z(0) = √s


√ √ √ s √
x = ( s + 1)e st − s, y= √ √ √ , z= s.
( s + 1)e st − s

z2 √
y= ⇒ z = ± xy.
x
√
z= xy.

8.2 (310-20)
PDE:
∂z ∂z
xz + yz + xy = 0.
∂x ∂y
♥

dx dy dz
= =− .
xz yz xy
y
x = C1 , z 2 + xy = C2 , g( xy , z 2 + xy) = 0 ,g
.
8.3 (309-11)
PDE :
∂z ∂z
z + (z 2 − x2 ) + x = 0, l : y = x2 , z = 2x.
∂x ∂y
♥

α(s) = (s, s2 ), θ(s) = 2s.

2s 1
J= = s2 .
3s2 2s
s 6= 0 , J 6= 0, .


 dx = z, dy = z 2 − x2 , dz = −x
dt dt dt

x(0) = s, y(0) = s2 , z(0) = 2s

3s2
x = s cos t + 2s sin t, y= sin 2t + 2s2 cos 2t − s2 , z = 2s cos t − s sin t.
2
z = f (x, y) , .
z 2 − x2 3 4
x2 + z 2 = 5s2 , z 2 − x2 = 3s2 cos 2t − 4s2 sin 2t ⇒ 2 2
= cos 2t − sin 2t.
z +x 5 5
y
2y 2 3 4
+ = sin 2t + cos 2t.
z2 +x 2 5 5 5

 2  2
2y 2 z 2 − x2
+ + = 1 ⇒ (5y + z 2 + x2 )2 = 25x2 z 2 .
z 2 + x2 5 z 2 + x2
5y + z 2 + x2 = 5xz,
p
5x ± 21x2 − 20y
z= .
2
p
5x − 21x2 − 20y
z= .
2
8.4 (309-12)
PDE :
∂z ∂z
y2 + yz + z 2 = 0, l : x − y = 0, x − yz = 1.
∂x ∂y
♥

s−1
α(s) = (s, s), θ(s) = s .

s2 1
J= = s2 − s + 1 > 0.
s−1 1
.

 dx dy dz
 = y2, = yz, = −z 2
dt dt dt
x(0) = y(0) = s, z(0) = s − 1

s

(s − 1)2 3 s−1
x= t + s(s − 1)t2 + s2 t + s, y = (s − 1)t + s, z= .
3 (s − 1)t + s
y 3 (z 3 − 1) + 3xy + 1 = 0 .

81
 8.5 ( )
PDE :


(ρ − y − N u)
∂u
= cN n
∂u
+ c, y<ρ
∂x ∂y

u|
x=0=0
ρ, c, N, n .
♥

α(s) = (0, s)(s < ρ), θ(s) = 0.

ρ−s 0
J= = ρ − s 6= 0,
−cN n 1
.


 dx = ρ − y − N u, dy = −cN n, du = c
dt dt dt

x(0) = 0, y(0) = s, u(0) = 0

cN (n − 1) 2
x = (ρ − s)t + t , y = −cN nt + s, u = ct.
2

N (n + 1)u2 + (2ρ − 2y)u + 2cx = 0.

p
ρ−y± (ρ − y)2 − 2cN (n + 1)x
u= .
N (n + 1)

p
ρ−y− (ρ − y)2 − 2cN (n + 1)x
u= .
N (n + 1)

8.6 (319-4)
z = − a2 x + 2ay − a2 .
♥

a
x
0=− + 2y − 2a.
2

x 2
z= −y .
4
8.7 (319-7)
yzx − xzy = 0 .
♥

: z = f (x) + g(y) ,
∂z ∂z f ′ (x) g ′ (y)
= f ′ (x), = g ′ (y) ⇒ yf ′ (x) − xg ′ (y) = 0 ⇒ = ≜ 2a.
∂x ∂y x y
a . f (x) = ax2 +λ, g(x) = ax2 +µ. z = f (x)+g(y) = a(x2 +y 2 )+b, b ≜
λ + µ. z = a(x2 + y 2 ) + b .

82
 b = ω(a), z = a(x2 + y 2 ) + ω(a). a
0 = x2 + y 2 + ω ′ (a).
ω ′ (a) a , a = g(x2 + y 2 ), g .
z = g(x2 + y 2 )(x2 + y 2 ) + ω(g(x2 + y 2 )) ≜ φ(x2 + y 2 ).
z = φ(x2 + y 2 ).
z = a(x2 + y 2 ) + b. a, b
0 = x2 + y 2 , 1 = 0.
. .

8.8 ( )
Burgers Cauchy
ut + uux = 0(x, t ∈ R), u|t=0 = x2
.
♥

α(s) = (0, s), θ(s) = s2 .

1 0
J= = 1 6= 0.
s2 1
Burgers .



dt
= 1,
dx
= u,
du
=0
dy dy dy

t(0) = 0, x(0) = s, u(0) = s2

t = y, x = s2 y + s, u = s2 . y = t, s = x − ut,
u = (x − ut)2 ⇒ t2 u2 − (2xt + 1)u + x2 = 0.
t 6= 0 ,
√
2xt + 1 ± 4xt + 1
u(x, t) = (t 6= 0), u(x, 0) = x2 .
8t2
t=0 C1 ,
√
2xt − ( 4xt + 1 − 1)
u(x, t) = (t 6= 0), u(x, 0) = x2 .
8t2
8.9 ( )
Burgers Cauchy
u|t=0 = e−x .
2
ut + uux = 0(x ∈ R, t > 0),
.
♥

θ(s) = e−s .
2
α(s) = (0, s),
1 0
J= = 1 6= 0.
e−s
2
1

83
 Burgers .



dt
= 1,
dx
= u,
du
=0
dy dy dy

t(0) = 0, x(0) = s, u(0) = e−s2

t = y, x = e−s y + s, u = e−s . u = e−(x−ut)

2 2 2
y = t, s = x − ut,
.
,
ut + a(u)ux = 0, u(x, 0) = φ(x).
u = φ(x − a(u)t) . α = x − a(u)t, u = φ(α), x = α + a(φ(α))t.
∂x ∂α φ′ (α)
= 1 + a′ (φ(α))φ′ (α)t ⇒ ux = φ′ (α) = .
∂α ∂x 1 + a′ (φ(α))φ′ (α)t
1 + a′ (φ(α))φ′ (α)t . tb , α0
a′ (φ(α))φ′ (α) ,
1
tb = − .
a′ (φ(α0 ))φ′ (α0 )

a(u) = u, φ(α) = e−α , a′ (φ(α))φ′ (α) = −2αe−α ≜ f (α), f ′ (α) = −2e−α (1 −

2 2 2
,
√
2
2α2 ), α = α0 = 2 , f (α) ,
r
1 e
tb = = .
e−α0
2
2α0 2

√
xb = α0 + e−α0 tb =
2
2.

8.10 (19-4)
Suppose that some particles which are suspended in a liquid medium would be pulled down at the constant
velocity V > 0 by gravity in the absence of diffusion. Taking acount of the diffusion, find the equation
for the concentration of particles. Assume homogeneity in the horizontal directions x and y. Let the z
axis point upwards.
♥

z
Φ1 (z + ∆z, t)

Φ2 (z + ∆z, t)

z + ∆z
∆z
z

Φ1 (z, t)
z=0
Φ2 (z, t)

84
 Fick : ( )
. , , . z, t
Φ1 (z, t), Φ2 (z, t), u(z, t).
∂u
Φ1 = V u, Φ2 = −k ,
∂z
k>0 . A.
dm
= (Φ2 (z + ∆z, t) − Φ1 (z, t)) − (Φ1 (z + ∆z, t) − Φ1 (z, t)) · A.
dt
∆z V ′, V ′ = A∆z, m m
A = V ′ ∆z = u∆z.
∂u Φ2 (z + ∆z, t) − Φ1 (z, t) Φ1 (z + ∆z, t) − Φ1 (z, t)
= − .
∂t ∆z ∆z
∆z → 0,
∂u ∂Φ2 ∂Φ1 ∂2u ∂u
= − =k 2 +V .
∂t ∂z ∂z ∂z ∂z
.
8.11 (24-4)
A rod occupying the interval 0 ⩽ x ⩽ l is subject to the heat source f (x) = 0 for 0 < x < l
2, and
l
f (x) = H for 2 < x < l where H > 0. The rod has physical constants c = ρ = κ = 1, and its ends are
kept at zero temperature.
1. Find the steady-state temperature of the rod.
2. Which point is the hottest, and what is the temperature there?
♥

u(x, t),
∂u ∂2u
= + f (x).
∂t ∂x2
, x ,

 l
d2 u 0, 0<x<
= −f (x) = 2
dx2 
 − H, l
<x<l
2
 l

Ax + B, 0⩽x⩽
2
u(x) =
 2
 − Hx + Cx + D, l
⩽x⩽l
2 2
, ,
       
l l ′ l ′ l
u −0 =u +0 , u −0 =u +0 .
2 2 2 2

Hl2 Al Hl2 Cl Hl
B = 0, − + Cl + D = 0; +B =− + + D, A=− + C.
2 2 8 2 2

Hl 5Hl Hl2
A= , B = 0, C= , D=− .
8 8 8

85
  Hl l

 x, 0⩽x⩽
8 2
u(x) =

− Hx 2 5Hl Hl 2 l
+ x− , ⩽x⩽l
2 8 8 2
Hl2 9Hl2
, x = 2l , 16 ; , x= 5l
8 , 128 .
5l 9Hl2
x= 8 , 128 .

8.12 (27-4)
Consider the Neumann problem
∂u
= 0 on ∂D.
∆u = f (x, y, z) in D,
∂n
1. What can we surely add to any solution to get another solution? So we don’t have uniqueness.
2. Use the divergence theorem and the PDE to show that
ZZZ
f (x, y, z)dxdydz = 0
D
is a necessary condition for the Neumann problem to have a solution.
3. Can you give a physical interpretation of part 1 and 2 for either heat flow of diffusion?
♥

1. u(x, y, z) , C, u(x, y, z) + C ,
.
2. u(x, y, z), 1
ZZZ ZZZ ZZZ
f (x, y, z)dxdydz = ∆udxdydz = div(∇u)dxdydz
D
ZZ D
ZZ D
∂u
= ∇u · ndS = dS = 0.
∂D ∂D ∂n
3. , Part 1 D ( ). Part 2
, ,
, f ( D ).
.

1
: U Rn , C1 , u ∈ C 1 (U ; Rn ),
Z Z
div udx = u · ndS.
U ∂U

n ∂U .

86
 9 2019 (I) ( )(By )

9.1(15 ) ,5 .
9.2(35 ) :

′
1. dx
= cos2 (x − t). 4. x′ + ex − x
= 0.
√
dt 2
2. ( t2 − x2 + x)dt + tdx = 0. 5. x′′ + 3x′ − 40x = 2 + (t + 1)e5t .
3. (2t3 + x)dt + (4t2 x − t)dx = 0. 6. x′′ − 2tx′ + 4x = 0.

dy
1. y = x − t, dt = dx
dt − 1 = − sin2 y.
(a) sin y = 0, x = kπ + t(k ∈ Z).
(b) sin y 6= 0,
dy
− = dt ⇒ cot y = t + C.
sin y
cot(x − t) − t = C.
2. t=0 , x = 0, . t 6= 0, x = ut,
p p
(|t| 1 − u2 + ut)dt − t(udt + tdu) = 0 ⇒ 1 − u2 dt = |t|du.
(a) u = ±1 , x = ±t.
(b) u 6= ±1 ,
du dt
√ = ⇒ arcsin u = sgn(t) ln |t| + C.
1−u 2 |t|
arcsin xt − sgn(t) ln |t| = C.
3. t=0 . t 6= 0 ,
t2 (2tdt + 4xdx) + (xdt − tdx) = 0.
1
µ= t2
,
xdt − tdx  x
(2tdt + 4xdx) + = d t 2
+ 2x 2
− = 0.
t2 t
t2 + 2x2 − x
t = C.
4. p = x′ , x = 2(p + ep ). t
p = 2p′ + 2p′ ep .
(a) p = 0, x = 2.
(b) p 6= 0,
2(1 + ep )
dt = dp.
p
:
Z
2(1 + ep )
t= dp(+C), x = 2p + 2ep .
p
5. x = C1 e5t + C2 e−8t ,
 
1 1 D2 + 3D 1
x0 (t) = 2 (2 + (t + 1)e ) = −
5t
1+ + ··· 1 + ((t + 1)e5t )
D + 3D − 40 20 40 (D − 8)(D − 5)
  2 
1 1 1 1 D D2 t
=− +e 5t
(t + 1) = − + e · 5t
1− + − ··· +t
20 (D + 13)D 20 13 13 169 2
 2 
1 t 12 12
= − + e5t + t− .
20 26 169 13 × 169
,
 2 
−8t t 12 1
5t
x = C1 e + C2 e +e 5t
+ t − .
26 169 20
P∞ n
6. : . x = n=0 Cn t ,
X∞ X∞
′ ′′
x = nCn t n−1
, x = n(n − 1)Cn tn−2 .
n=1 n=2

∞
X ∞
X ∞
X
n(n − 1)Cn t n−2
−2 n
nCn t + 4 Cn tn = 0.
n=2 n=1 n=0

(n + 2)(n + 1)Cn+2 = 2(n − 2)Cn .

C2n = 0(n ⩾ 2), C2 = −2C0 .
(2n − 3)!!
C2n+1 = C1 (n ⩾ 1).
n!(2n + 1)!!

∞ ∞
!
X
X (2n − 3)!! 2n+1
x= Cn t = C0 1 − 2t
n 2
+ C1 t+ t .
n!(2n + 1)!!
n=0 n=1
: Liouville . φ1 (t) = t2 − 21 . Liouville

  Z !   Z !
1 1 ∫ 1 et
2

x= t −
2
C1 + C2 e 2tdt
dt = t −
2
C1 + C2 dt .
2 (t2 − 12 )2 2 (t2 − 12 )2
9.3(10 ) x′′ + 2βω0 x′ + ω02 x = q sin ωt, ω , ω0
,β ,q . , .

x′′ + 2βω0 x′ + ω02 x = qeiωt .

x(t) = Aeiωt .
q
A= .
ω02 − ω2 + 2βωω0 i

q(cos ωt + i sin ωt)

x(t) =
ω02 − ω 2 + 2βωω0 i
q
= 2 [((ω02 − ω 2 ) cos ωt + 2βωω0 sin ωt)
(ω0 − ω ) + 4β 2 ω 2 ω02
2 2

+ i((ω02 − ω 2 ) sin ωt − 2βωω0 cos ωt)].

88
 q((ω02 − ω 2 ) sin ωt − 2βωω0 cos ωt)
x(t) = .
(ω02 − ω 2 )2 + 4β 2 ω 2 ω02

  12
(ω02 − ω 2 )2 + 4β 2 ω02 ω 2 q
A= q 2
=p .
((ω02 − ω 2 )2 + 4β 2 ω02 ω 2 )2 (ω − ω0 )2 + 4β 2 ω02 ω 2
2 2
p
ω= 1 − 2β 2 ω0
q
A= p .
2β 1 − β 2 ω02
9.4(10 ) :


 dx

 = x + et sin 2t

 dt



 dy = 2x + y − 2z
dt

 dz

 = 3x + 2y + z




dt

x(0) = y(0) = 0, z(0) = −1

 
1 0 0
 
A= 
2 1 −2 , det(λI − A) = (λ − 1)(λ2 − 2λ + 5) ⇒ λ1 = 1, λ2 = 1 + 2i, λ3 = 1 − 2i.
3 2 1
λ1 = 1 α1 = (2, −3, 2)T , λ2 = 1 + 2i α2 = (0, i, 1)T . λ2 , λ 3 ,
     
0 0 0
     
e(1+2i)t α2 = et (cos 2t + i sin 2t)   t  t 
 i  = e − sin 2t + ie cos 2t .
1 cos 2t sin 2t

 
2 0 0
 
Φ(t) = et  
−3 − sin 2t cos 2t .
2 cos 2t sin 2t

 
1
0 0
 2 
Φ−1 (s) = e−s  −
 2
3
sin 2s − cos 2s − sin 2s cos 2s .

3
2 cos 2s − sin 2s cos 2s sin 2s

89
 x0 = (0, 0, −1)T ,
Z t
x = Φ(t)Φ(0)−1 x0 + Φ(t)Φ(s)−1 f (s)ds
 
0
    
1 s sin 2s
0 0 0 Z e
 2   t   
= Φ(t) 

−1 0 1  0  +
  Φ−1 (s) 
 0  ds
 
0
3
2 1 0 −1 0
    
1
0 Z t 2 sin 2s
    
= Φ(t)   
−1 +
 3 cos 4s − 1 sin 4s − 3  ds
4 2 4 
0
4 sin 4s + 2 cos 4s − 2
3 1 1
0
   
0 − 14 cos 2t + 41
   
= Φ(t)  −1 +  3 sin 4t + 1 cos 4t − 3 t − 1 
   16 8 4 8 
0 − 16
3
cos 4t + 18 sin 4t − 2t + 16 3
 
− 12 cos 2t + 12
 
= et 
 4
3
t sin 2t − t
2 cos 2t + 3
4 cos 2t + 5
4 sin 2t − 3 .
4 
− 34 t cos 2t − 2t sin 2t − 32 cos 2t + 83 sin 2t + 12
9.5(20 )
1. x′ = t2 f (x), f ∈ C 1 (R) xf (x) < 0(∀x 6= 0). : x(t0 ) = x0
x(t) [t0 , +∞) .
2. I = [a, b], f ∈ C(I) K ∈ C(I × I). :
Z t
x(t) = f (t) + K(t, s)x(s)ds
a
I .

1. f ∈ C 1 (R) . f (0) = 0, f (x) < 0(x > 0), f (x) > 0(x <
0).
(a) x(t0 ) = 0, , .
(b) x(t0 ) = x0 > 0, x = 0 , x′ (t) = t2 f (x) <
0(x > 0) t ⩾ t0 x=0 , [t0 , +∞).
x0 < 0 .
2. maxI×I |K| = M , C(I) , kxk = maxt∈I e−M (t−a) |x(t)|, C(I)
Banach .
Z t
T : C(I) → C(I), (T x)(t) = f (t) + K(t, s)x(s)ds.
a

90
 x1 , x2 ∈ C(I),
Z t
e−M (t−a) |(T x1 )(t) − (T x2 )(t)| ⩽ e−M (t−a) |K(t, s)||x1 (s) − x2 (s)|ds
a
Z t
−M (t−a)
⩽e M eM (s−a) · e−M (s−a) |x1 (s) − x2 (s)|ds
a
t
⩽ kx1 − x2 ke−M (t−a) e−M (s−a)
a
−M (b−a)
⩽ (1 − e )kx1 − x2 k.
kT x1 − T x2 k ⩽ θkx1 − x2 k, θ = 1 − e−M (b−a) ∈ (0, 1). T ,
T C(I) , I .
9.6(10 ) x′ = f (x), x(0) = x0 , f (x) .
1. φ(t, x0 ) (t, x0 ) .
2. φ(t; x0 ) [0, +∞) . x0 k |φ(k; x0 ) − x0 | < M ,
M >0 . : φ(t; x0 ) [0, +∞) .

1. f R f Lipschitz , ,
[−h, h].
Z t
x(t) = x0 + f (x(s))ds.
0
f [−h, h] Lipschitz L. t ∈ [−h, h],
Z t
|φ(t; x∗0 ) − φ(t; x0 )| ⩽ |x∗0 − x0 | + |f (φ(s; x0 )) − f (φ(s; x∗0 ))|ds
0
Z t
⩽ |x∗0 − x0 | + L |φ(s; x0 ) − φ(s; x∗0 )|ds .
0
Gronwall
|φ(t; x∗0 ) − φ(t; x0 )| ⩽ |x∗0 − x0 |eL|t| ⩽ |x∗0 − x0 |eLh .
t1 , t2 ∈ [−h, h],
|φ(t1 ; x∗0 ) − φ(t2 ; x0 )| ⩽ |φ(t1 ; x∗0 ) − φ(t1 ; x0 )| + |φ(t1 ; x0 ) − φ(t2 ; x0 )|
⩽ |x∗0 − x0 |eLh + |φ(t1 ; x0 ) − φ(t2 ; x0 )| → 0((t1 , x∗0 ) → (t2 , x0 )).
φ(t; x0 ) (t, x0 ) .
2. , . φ(t; x0 ) [0, +∞) , k
φ(t; x0 ) [k, k + 1] Mk > M + |x0 |. t1 = inf{k < t < k + 1 : φ(t; x0 ) = Mk }.
M + |x0 | ⩽ x ⩽ Mk ,
ξx = inf{k < t < t1 : φ(t; x0 ) = x}, ηx = sup{t1 < t < k + 1 : φ(t; x0 ) = x}.
, φ(k; x0 ), φ(k + 1; x0 ) < M + |x0 |. : φ′ (ξx ; x0 ) ⩾ 0. ,
ε > 0, φ′ (t; x0 ) (ξx − ε, ξx ) , φ(ξx − ε) > φ(ξx ) = x.
ξ ∈ (k, ξx − ε), φ(ξ; x0 ) = x, k < ξ < ξ x < t1 , ! φ′ (ηx ; x0 ) ⩽ 0.
f (x) = φ′ (ξx ; x0 ) = φ′ (ηx ; x0 ) ⇒ f (x) = 0. ! η < t1 , :
(1) φ(η; x0 ) < φ(t1 ; x0 ) = Mk ; (2) M + |x0 | < φ(t; x0 ) < Mk , ∀t ∈ [η, t1 ).

91
 t2 ∈ (η, t1 ),
φ(t1 ; x0 ) − φ(η; x0 )
φ′ (t2 ; x0 ) = > 0.
t1 − η
f (φ(t2 ; x0 )) = φ′ (t2 ; x0 ) > 0 M + |x0 | < φ(t2 ; x0 ) < Mk , !
9.7(10 )
dx dy x
= ax − 2y + xy 2 , = + ay − 2x2 y
dt dt 2
.

! ! !
d x x a −2
=A , A= 1
.
dt y y a
2

det(λI − A) = (λ − a)2 + 1, λ = a ± i.
1. a > 0, .
2. a < 0, .
3. a = 0,
1
ẋ = −2y + xy 2 , ẏ = x − 2x2 y.
2
V (x, y) = x2 + 4y 2 , V
x
V̇ (x, y) = 2x(−2y + xy 2 ) + 8y( − 2x2 y) = −14x2 y 2
2
. .
9.8(10 ) PDE

ut + a(u)ux = 0, x ∈ R, t > 0
u| = φ(x), φ ∈ C ∞ (R)
t=0

1. .
2. .
α(s) = (0, s), θ(s) = φ(s). Jacobi
1 0
J= = 1 6= 0,
a(φ(s)) 1
.

 dt = 1, dx = a(u), du = 0

dy dy dy

t(0) = 0, x(0) = s, u(0) = φ(s)

t = y, x = a(u)y + s, u = φ(s). y = t, s = x − a(u)t,

u(x, t) u = φ(x − a(u)t) .

92
 10 2021 (I) ( )(By )

1 6 5 .
10.1(15 ) (y 2 − 2xy)dx + x2 dy =0 .
y = ux,
dx du
(u2 − u)dx + xdu = 0 ⇒ + 2 = 0.
x u −u

u−1 x2
x =C⇒y= .
u x−C
dy 2
10.2(15 ) y 2 (1 + ( dx ) )=1 .
p = ẏ = tan θ(− π2 <θ< π
2 ),
1
y2 = = cos2 θ ⇒ y = ± cos θ.
1 + p2

dy ∓ sin θdθ
dx = = = ∓ cos θ ⇒ x = C ∓ sin θ.
p tan θ
(x − C)2 + y 2 = 1.
10.3(15 ) 
 dx

 = 2x − y − z

 dt

dy
= 2x − y − 2z
 dt




 dz = 2z − x + y
dt
 
2 −1 −1
 
A=
2 −1 −2
, det(A − λI) = (1 − λ)3 , λ=1 A .
−1 1 2
 
−1 −1 1
 
A−I = 
 2 −2 −2 , (A − I)2 = (A − I)3 = O.
−1 1 1

(A − I)3 r = 0 r 1,0 = (1, 0, 0)T , r 2,0 = (0, 1, 0)T , r 3,0 = (0, 0, 1)T ,
r 1,1 = (A − I)r 1,0 = (1, 2, −1)T , r 1,2 = 0.
r 2,1 = r 3,1 = (−1, −2, 1)T , r 2,2 = r 3,2 = 0.

R1 = (1 + t, 2t, −t)T , R2 = (−t, 1 − 2t, t)T , R3 = (−t, −2t, 1 + t).

  
  1+t −t −t
 
Φ(t) = R1 R2 R3 = et 
 2t 1 − 2t −2t 
.
−t t 1+t

   
x et ((C1 − C2 − C3 )t + C1 )
   
y  = Φ(t)C =  et (2(C1 − C2 − C3 )t + C2 )  .
   
z t
e (2(−C1 + C2 + C3 )t + C3 )
10.4(15 ) x2 y ′′ − xy ′ + 2y = x ln x .
Euler . t = ln x,
dy dy dx dy
= =x ,
dt dx dt dx
   
d2 y d dy dx d dy 2
2d y dy
2
= x = x = x 2
+x .
dt dt dx dt dx dx dx dx

d2 y dy
− 2 + 2y = tet .
dt2 dt
d2 y
1. dt2
− 2 dy
dt + 2y = 0 y = et (C1 cos t + C2 sin t).
2.
1 1
(tet ) = et 2 t = et (1 − D2 + D4 − · · · )t = tet .
D2 − 2D + 2 D +1

y = et (C1 cos t + C2 sin t) + tet = x(C1 cos ln x + C2 sin ln x + ln x).

10.5(15 ) y ′′ + α(t)y = 0, α(t) R . ϕ1 (t), ϕ2 (t)
,
lim (|ϕ1 (t)| + |ϕ′1 (t)|) = 0,
t→+∞

:
lim (|ϕ2 (t)| + |ϕ′2 (t)|) = +∞.
t→+∞

z = ẏ,
! ! ! !
d y 0 1 y y
= ≜ A(t) .
dt z −α(t) 0 z z
ϕ1 (t), ϕ2 (t) (ϕ1 (t), ϕ′1 (t))T , (ϕ2 (t), ϕ′2 (t))T . Liouville

∫t
W (t) = ϕ1 (t)ϕ′2 (t) − ϕ′1 (t)ϕ2 (t) = W (t0 )e
tr(A(s))ds
t0 = W (t0 ) ≜ C 6= 0.

(|ϕ1 (t)| + |ϕ′1 (t)|)(|ϕ2 (t)| + |ϕ′2 (t)|) ⩾ |W (t)| = |C| > 0.

94
 |ϕ1 (t)| + |ϕ′1 (t)| → 0 |ϕ2 (t)| + |ϕ′2 (t)| → +∞(t → +∞).
10.6(15 ) ( )
2xy ′′ + (1 − 2x)y ′ − y = 0.
P
y(x) = ∞ k=0 Ck x
k+ρ ,

∞
X X∞
y ′ (x) = Ck (k + ρ)xk+ρ−1 , y ′′ (x) = Ck (k + ρ)(k + ρ − 1)xk+ρ−2 .
k=0 k=0

∞
X ∞
X
Ck (k + ρ)(2k + 2ρ − 1)xk+ρ−1 − Ck (2k + 2ρ + 1)xk+ρ = 0.
k=0 k=0

∞
X
C0 ρ(2ρ − 1)xρ−1 + (2k + 2ρ + 1)(Ck+1 (k + ρ + 1) − Ck )xk+ρ = 0.
k=0

C0 = 1. :
P∞ xk
1. ρ = 0, Ck+1 (k + 1) = Ck (k ⩾ 0). Ck = 1
k! , k=0 k! = ex .
2k P∞ 2k k+ 12
2. ρ = 21 , Ck+1 (k + 32 ) − Ck = 0(k ⩾ 0). Ck = (2k+1)!! , k=0 (2k+1)!! x .

∞
X 2k 1
y(x) = C1 ex + C2 xk+ 2 .
(2k + 1)!!
k=0

10.7(15 ) ( )
ẋ = y − 2x2 , ẏ = x − 1.
1. ( ).
2. Nullcline , ( Nullcline).

1. x = 1, y = 2. ξ = x − 1, η = y − 2,
ξ˙ = −4ξ + η − 2ξ 2 ,
η̇ = ξ.
!
˙ξ = −4ξ+η, η̇ = ξ, −4 1
A= , p = −tr(A) = 4, q = det A = −1.
1 0
x = 1, y = 2 . ξ=0 . η = kξ ,
dη ξ 1
k= = = .
dξ η=kξ η − 4ξ η=kξ k−4
√
k 2 − 4k = 1, k = 2 ± 5.

95
 (1, 2)

2. x-Nullcline y = 2x2 , y-Nullcline x = 1. .

10.8(15 )
ẋ = −y − x3 , ẏ = x − y 3

.
V (x, y) = x2 + y 2 , V
V̇ (x, y) = −2xy − 2x4 + 2xy − 2y 4 = −2(x4 + y 4 )
, .
10.9(15 ) f (x, y) 0 ⩽ x ⩽ a, |y| < b , y 1 ⩽ y2 , f (x, y1 ) ⩽
f (x, y2 ). x, f (x, 0) ⩾ 0. Picard :
dy
= f (x, y), y(0) = 0
dx
0⩽x⩽h ,
 
b
h = min a, , M = max |f (x, y)|.
M R

( : Peano !)
Picard :
Z x
φ0 (x) = 0, φk (x) = f (s, φk−1 (s))ds(k ⩾ 1).
0
x ∈ [0, h] , :
1. φ0 (x) = 0.
2. |φk (x)| ⩽ b,
Z x Z x
|φk+1 (x)| ⩽ |f (s, φk (s))|ds ⩽ max |f |ds ⩽ M h ⩽ b.
0 0 R

|φk (x)| ⩽ b, ∀x ∈ [0, h], ∀k. ,

Rx
1. φ1 (x) = 0 f (s, 0)ds ⩾ 0 = φ0 (x).
2. φk (x) ⩾ φk−1 (x),
Z x
φk+1 (x) − φk (x) = (f (s, φk (s)) − f (s, φk−1 (s)))ds ⩾ 0.
0
φ0 (x) ⩽ φ1 (x) ⩽ φ2 (x) ⩽ · · · , ∀x ∈ [0, h]. [0, h] , φk
φ, φ0 ⩽ φ1 ⩽ · · · ⩽ φ.
,
[0, h] , {φk } ,
Z x Z y Z x
|φk (x) − φk (y)| = f (s, φk−1 (s))ds − f (s, φk−1 (s))ds ⩽ |f (s, φk−1 (s))|ds ⩽ M |x − y|.
0 0 y

96
 {φk } . Arzelà-Ascoli {φk } {φkn }, φ.
∀ε > 0, ∃N = N (ε) ∈ N, n ⩾ N, x ∈ [0, h],
φ(x) = φkn (x) = |φkn (x) − φ(x)| < ε.
k ⩾ kN ,
|φk (x) − φ(x)| = φ(x) − φk (x) ⩽ φ(x) − φkN (x) < ε.
φk [0, h] φ.
Z x Z x
φ(x) = lim φk (x) = lim f (s, φk (s))ds = f (s, φ(s))ds.
k→∞ k→∞ 0 0
φ(x) .
10.10(15 ) : λ = λ0
dy
= λ(1 + sin2 x + sin2 y) + x, y(0) = y(1) = 0
dx
.
Picard y ′ (x) = λ(1 + sin2 x + sin2 y) + x y(0) = 0
y(x; λ). ω(λ) = y(1; λ), ω(λ) R . λ
Z x 
∂y(x; λ) 2 2 ∂y(s; λ)
= 1 + sin s + sin y(s; λ) + λ sin 2y(s; λ) ds.
∂λ 0 ∂λ
∂y(x;λ) ∂y(0;λ)
∂λ x ∂λ =0 Cauchy ,
Z x ∫x
∂y(x; λ)
= (1 + sin2 s + sin2 y(s; λ))e s λ sin 2y(u;λ)du
ds.
∂λ 0

ω ′ (λ) =
∂y(1;λ)
∂λ > 0, ω(λ) . , λ=0 , y(x; 0) = x2
2 ,
ω(0) = y(1; 0) = 12 ; λ = −1 , y ′ (x; λ) = x − 1 − sin2 x − sin2 y ⩽ x − 1, y(0; λ) = 0
2
y(x; λ) ⩽ x2 − x ⇒ ω(−1) = y(1; λ) ⩽ − 12 . ω(λ) (−1, 0) .
10.11(15 ) n A ,n B(t) [0, +∞)
, Z ∞
kB(t) − Akdt < +∞.
0

: ẋ = B(t)x .
( : ẋ = Ax + (B(t) − A)x.)
dx
dt = Ax + (B(t) − A)x, x(0) = x0
Z t
x(t) = eAt x0 + eA(t−s) (B(s) − A)x(s)ds.
0
A , α>0 M >0 keAt k ⩽ M e−αt , ∀t ⩾ 0. y = e−At x,
Z t
|y(t)| ⩽ |x0 | + kB(s) − Ak · |y(s)|ds.
0
Gronwall
∫t ∫∞
∥B(s)−A∥ds ∥B(s)−A∥ds
|y(t)| ⩽ |x0 |e 0 ⩽ |x0 |e 0 ≜ N.
|x(t) ⩽ keAt k · |y(t)| ⩽ M N e−αt → 0(t → +∞), .

97
 11 2022

( , 20 , 5 )
1. (2t3 − 3xt2 − x3 )dt − (t3 + tx2 − 2x3 )dx = 0 ( ).

(A) ; (C) ;
(B) ; (D) .

2. 2txx′ = x′ 3 + 4x2 , ( )

(A) ; (C) .
(B) ; (D) .

3. x′ + t2 x′ + tx = et ( )

(A) 1 ; (C) 2 ;
(B) 2 ; (D) 3 .

x′ = (t − x)etx
2
4. ( )

(A) . (C) .
(B) t>0 x=t . (D) [0, +∞) .

(1) (C). (2) (B). (3) (C). (4) (D).

( 12 ) .


 dx

 = −x + y

 dt



 dy = −y + et
dt

 dz

 = x − 4z




dt

x(0) = y(0) = z(0) = 0

( : )
dy et − e−t
= −y + et , y(0) = 0 ⇒ y(t) = . · · · · · · (4′ )
dt 2

dx et − e−t et − e−t te−t

= −x + , x(0) = 0 ⇒ x(t) = − . . . · · · (8′ ).
dt 2 4 2

dz et − e−t te−t et e−t te−t e−4t

= −4z + − ⇒ z(t) = − − − . · · · · · · (12′ )
dt 4 2 20 36 6 45
.
( : )
 
−1 1 0
 
A= 
 0 −1 0  , det(A − λI) = (λ + 1)2 (λ + 4).
1 0 −4
A λ1 = −1( 2), λ2 = −4( 1). · · · · · · (3′ )
(1) (1)
1. (A + I)2 r = 0 r1,0 = (1, 3, 0)T , r2,0 = (0, −9, 1)T .
(1) (1) (1) (1)
r1,1 = (I + A)r1,0 = (3, 0, 1)T , r2,1 = (A + I)r2,0 = (−9, 0, −3)T .

(1) (1) (1) (1)

R1 = r1,0 + tr1,1 = (1 + 3t, 3, t), R2 = r2,0 + tr2,1 = (−9t, −9, 1 − 3t).
2. λ2 = −4 R3 = (0, 0, 1)T .

 
(1 + 3t)e−t −9te−t 0
 
Φ(t) = (e−t R1 , e−t R2 , e−4t R3 ) = 
 3e
−t −9e−t 0  . · · · · · · (7′ )
te −t (1 − 3t)e −t e −4t

 
et −tet 0
 t 
Φ(t)−1 =  e
 3 − 3t+1
9 e
t 0 . · · · · · · (9′ )
4t e4t
− e3 9 e5t

f (t) = (0, et , 0)T

Z t
T
(x(t), y(t), z(t)) = Φ(t) Φ(s)−1 f (s)ds
 0
  
(1 + 3t)e−t −9te−t 0 Z t −se2s
   
=  3e −t −9e −t 0 

− 3s+1 e2s  ds
 9 
0
te−t (1 − 3t)e−t e−4t e5s
9
   2t 
(1 + 3t)e−t −9te−t 0 e
(1 − 2t) − 1
   2t4 4 
=  3e −t −9e −t 0   e (1 − 6t) − 1 
  36 36 
te−t (1 − 3t)e−t e−4t e5t
45 − 1
45
 −t −t

e −e
t
− te2
 4 
= e −e−t  · · · · · · (12′ )
t
 2 
et e−t te−t e−4t
20 − 36 − 6 − 45
: , , 10 .

.
(1) ( 6 ) x′ = (x + t)2 .
u = x + t,
du dx
= + 1 = u2 + 1 · · · · · · (2′ )
dt dt

99
 du
= dt ⇒ arctan u = t + C ⇒ x = tan(t + C) − t. · · · · · · (6′ )
u2 + 1
(2) ( 6 ) t2 x′ = tx + x2 .
x = ut, x′ = u′ t + u.
t2 (u′ t + u) = ut2 + u2 t2 ⇒ tu′ = u2 . · · · · · · (2′ )
u=0 , x = 0(3′ ). u 6= 0,
du dt 1
2
= ⇒ = C − ln |t|.
u t u
x= t
C−ln |t| · · · · · · (6′ ).
(3) ( 6 ) (et + x − 1)dt − (cos x − t)dx = 0.

∂ ∂ t
(t − cos x) = (e + x − 1) = 1.
∂t ∂x
(2′ ). Φ(x, t) = C,
Z t
Φ(x, t) = (es + x − 1)ds + ϕ(x) = et − 1 + (x − 1)t + ϕ(x).
0
Z x
Φ(x, t) = (t − cos u)du + ψ(t) = tx − sin x + ψ(t).
0

ϕ(x) = − sin x, ψ(t) = et − t − 1, Φ(x, t) = et − t − 1 + xt − sin x.

et − t + xt − sin x = C. · · · · · · (6′ )
:
Z t Z x
Φ(x, t) = (es + x − 1)ds + (− cos u)du = et − 1 + (x − 1)t − sin x.
0 0
(4) ( 6 ) x3 dt + 2t(t − x2 )dx = 0.
t=0 (1′ ), t 6= 0. y = x2 ,
x4 dt + t(t − x2 )(2xdx) = 0 ⇒ y 2 dt + t(t − y)dy = 0. · · · · · · (3′ )
y = ut,
u2 t2 dt + t2 (1 − u)(udt + tdu) = 0 ⇒ udt + t(1 − u)du = 0. · · · · · · (4′ )
u=0 , x = 0. u 6= 0,
u−1 dt
du = ⇒ ut = Ceu .
u t
x2
x2 = Ce t , x=0 . · · · · · · (6′ )
(5) ( 6 ) x′′ − 8x′ + 7x = (2t − 1)et + sin t.
λ1 = 1, λ2 = 7, x(t) = C1 et + C2 e7t (2′ ). ,

x′′ − 8x′ + 7x = (2t − 1)et (i), x′′ − 8x′ + 7x = sin t(ii)

100
 (i) x1 (t) = t(At + B)et ,
x′1 (t) = (At2 + (B + 2A)t + B)et , x′′1 (t) = (At2 + (B + 4A)t + 2B + 2A)et .
(i)
1 1
(−12At + 2A − 6B)et = (2t − 1)et ⇒ A = − , B = .
6 9
(i) t2 ′
x1 (t) = (− 6 + 9 )e . · · · · · · (4 )
t t

(ii) x2 (t) = C cos t + D sin t,

x′2 (t) = −C sin t + D cos t, x′′2 (t) = −C cos t − D sin t.
(ii)
2 3
(6C − 8D) cos t + (8C + 6D) sin t = sin t ⇒ C = , D= .
25 50
2 3
(ii) x2 (t) = 25 cos t + 50 sin t.

 
t2 t 2 3
t
x(t) = C1 e + C2 e + e 7t t
− + + cos t + sin t. · · · · · · (6′ )
6 9 25 50
(6) ( 6 ) 2t2 x′′ − tx′ + (t + 1)x = 0.
P∞ k+ρ ,
t=0 , . x(t) = k=0 Ck t
∞
X ∞
X
x′ (t) = Ck (k + ρ)tk+ρ−1 , x′′ (t) = Ck (k + ρ)(k + ρ − 1)tk+ρ−2 .
k=0 k=0

∞
X ∞
X
Ck ((k + ρ)(2k + 2ρ − 3) + 1)t k+ρ
+ Ck tk+ρ+1 = 0.
k=0 k=0

C0 (2ρ2 − 3ρ + 1) = 0, Ck ((k + ρ)(2k + 2ρ − 3) + 1) + Ck−1 = 0(k ⩾ 1). . . . · · · (2′ )

, 2ρ2 − 3ρ + 1 = 0, C0 = 1. :
(a) ρ = 21 ,
(−1)k
Ck (2k 2 − k) + Ck−1 = 0 ⇒ Ck = .
k!(2k − 1)!!

∞
X
√ (−1)k
x1 (t) = t· tk . · · · · · · (4′ )
k!(2k − 1)!!
k=0

(b) ρ = 1,
(−1)k
Ck (2k 2 + k) + Ck−1 = 0 ⇒ Ck = .
k!(2k + 1)!!

∞
X (−1)k
x2 (t) = tk+1 .
k!(2k + 1)!!
k=1

,
∞
X X (−1)k ∞
√ (−1)k
x(t) = C1 t · tk + C 2 tk+1 . · · · · · · (6′ )
k!(2k − 1)!! k!(2k + 1)!!
k=0 k=1

101
 ( 12 , 6 )
d2 y
1. dx2
+ λy = 0(a < x < b); y ′ (a) = 0, y(b) + y ′ (b) = 0 .
2. m F , a + bv(t)2 ,
v(t) t , m, F, a, b . lim v(t).
t→+∞
(1) ( 6 ) S-L , . · · · · · · (2′ )
(a) λ = 0: y = Ax + B, A = 0, Ab + B + A = 0 ⇒ A = B = 0,
, 0 . · · · · · · (3′ )
√
(b) λ > 0: ω= λ > 0, y = A cos ωx + B sin ωx.

 − ωA sin ωa + ωB cos ωa = 0,
(cos ωb − ω sin ωb)A + (ω cos ωb + sin ωb)B = 0

A, B,
−ω sin ωa ω cos ωa
∆= = 0.
cos ωb − ω sin ωb ω cos ωb + sin ωb
ω ω = cot(ω(b − a)). µ = (b − a) cot µ µ1 , µ 2 , · · · ,
µn aµn
ωn = b−a . B = A tan b−a ,
 
µ2n x−a
λn = , yn (x) = cos µn . · · · · · · (6′ )
(b − a)2 b−a
(2) ( 6 )
mv̇ = F − (a + bv 2 ), v(0) = 0.

F > a, , q . · · · · · · (2′ )
F −a
( : Nullcline ) Nullcline L:v= b ≜ v0 (
v̇ = 0 ), v = v0 . f (v) = F − (a + bv 2 ) v∈R
Lipschitz , . L ,
, L , L. v(t) v0 , lim v(t) ≜
t→+∞
v1 ∈ (0, v0 ](4′ ).
Z t Z v(t)
mv̇ mv̇(s) mdv
=1⇒t= ds = .
F − (a + bv )
2
0 F − (a + bv(s) )
2
0 F − (a + bv 2 )
t → +∞ , +∞, v1 < v 0 , , ! lim v(t) = v0 =
q t→+∞
F −a
b . · · · · · · (6′ )
( : )
r √ √
mdv 1 b F − a + bv bt
= dt ⇒ ln √ √ = + C.
(F − a) − bv 2 2 F −a F − a − bv m
v(0) = 0
√
r 2 b(F −a) r
F −ae m t−1 ′ F −a ′
v(t) = √
2 b(F −a)
(5 ) ⇒ lim v(t) = .(6 )
b t→+∞ b
e m t+1
( 10 , 5 )
1. x′ = 2t cos t − x2 , x(0) = 0 o(t8 ) .
2. : x′′ − 2tx′ − et x = 0 x(t), e −t2 x(t)x′ (t) .

102
(1) ( 5 ) Picard
Z t
φ0 (t) = 0, φk (t) = (2s cos s − φk−1 (s)2 )ds. · · · · · · (1′ )
0

Z t Z t 
s5 s7
φ1 (t) = 2s cos sds = 2s − s +3
− 7
+ o(s ) ds
0 0 12 360
t4 t6 t8
= t2 − + − + o(t8 ).
4 72 2880
Z t
φ2 (t) = (2s cos s − φ1 (s)2 )ds
0
Z t    
s5 s7 s6
= 2s − s +3
− + o(s ) − s −
7 4 7
+ o(s ) ds
0 12 360 2
t4 t5 t6 t7 t8
= t2 − − + + − + o(t8 )
4 5 72 14 2880
Z t
φ3 (t) = (2s cos s − φ2 (s)2 )ds
0
Z t    
s5 s7 s6 2s7
= 2s − s +
3
− + o(s ) − s −
7 4
− 7
+ o(s ) ds
0 12 360 2 5
t4 t5 t6 t7 143 8
= t2 − − + + + t + o(t8 )
4 5 72 14 2880
Z t
φ4 (t) = (2s cos s − φ3 (s)2 )ds
0
Z t    
s5 s7 s6 2s7
= 2s − s +
3
− + o(s ) − s −
7 4
− 7
+ o(s ) ds
0 12 360 2 5
t4 t5 t6 t7 143 8
= t2 − − + + + t + o(t8 ), · · ·
4 5 72 14 2880
, o(t8 )
t4 t5 t6 t7 143 8
x(t) = t2 − − + + + t . · · · · · · (3′ )
4 5 72 14 2880
∫t
J = (α, β)(−∞ ⩽ α < 0 < β ⩽ ∞). u=e 0 x(s)ds
, u
u′
x= u . u
u′′ − 2t cos t · u = 0, u(0) = 1, u′ (0) = 0.
u(t) x(t) . α < − 7π
3 ,β >
10π
3 . :
3 ,− 3 ]
[− 7π −2t cos t > −2 × ×
5π
(a) , (− 5π
3 )
1
2 = 5π
3 > 4.
2π
3 > √π ,
4
Sturm u(t) , u ! − 7π
3 ⩽
α < 0. · · · · · · (4′ )
(b) [ 8π 10π
3 , 3 ] , −2t cos t > −2 × 8π
3 × (− 12 ) = 8π
3 > 8. 2π
3 >
√π ,
8
Sturm u(t) , u ! 0<β ⩽ 10π
3 .
· · · · · · (5′ )
: (i) 2 , ( φ2 (t) )
1 ; (ii) , .

103
 e−t x(t)
2
(2) ( 5 )
e−t x(t)x′′ (t) − 2te−t x(t)x′ (t) − et−t x(t)2 = 0. · · · · · · (2′ )
2 2 2

d −t2
(e x(t)x′ (t)) = e−t x(t)x′′ (t) − 2te−t x(t)x′ (t) + e−t x′ (t)2
2 2 2

dt
= et−t x(t)2 + e−t x′ (t)2 ⩾ 0.
2 2

e−t x(t)x′ (t) · · · · · · (5′ )

2
.
: : t0 x(t0 ) = x′ (t0 ) = 0,
, x ! .
.
( 10 , 5 )
1. x(t; t0 , x0 ) tx′ − t sin xt − x = 0, x(t0 ; t0 , x0 ) = x0 , (t0 , x0 )
∂x(t;t0 ,x0 )
, ∂t0 t=t0
, ∂x(t;t
∂x0
0 ,x0 )
t=t0
.
2. : x′ = −x + f (t, x) x(t) lim x(t) = 0, |f (t, x)| ⩽ a(t)|x|, (t, x) ∈
R +∞ t→+∞
R × R, −∞ a(t)dt < +∞.
(1) ( 5 ) D = {(x, t) : t 6= 0} :
x x
x′ = sin + , x(t0 ) = x0 .
t t
f (t, x) = sin xt + xt ,
Z t
x(t) = x0 + f (s, x(s))ds.
t0
f ∈ C 1 (D), f D Lipschitz . · · · · · · (1′ )
(t0 , x0 ) ∈ D, D R : |t − t0 | ⩽ a, |x − x0 | ⩽ b, L f R
Lipschitz ,M |f | R . x(t; t0 , x0 ) [t0 − h, t0 + h]
t, ε > 0, δ= ε −Lh , (t∗0 , x∗0 ) ∈D |t∗0 − t0 |, |x∗0 − x0 | < δ,
M +1 e

|x(t; t∗0 , x∗0 ) − x(t; t0 , x0 )|

Z t0 Z t
∗ ∗ ∗
⩽ |x0 − x0 | + |f (s, x(s; t0 , x0 ))|ds + |f (s, x(s; t∗0 , x∗0 )) − f (s, x(s; t0 , x0 ))|ds
t∗0 t0
Z t
⩽ |x∗0 − x0 | + M |t∗0 − t0 | + L |x(s; t∗0 , x∗0 ) − x(s; t0 , x0 )|ds
t0
Z t
⩽ (M + 1)δ + L |x(s; t∗0 , x∗0 ) − x(s; t0 , x0 )|ds .
t0
Gronwall
|x(t; t∗0 , x∗0 ) − x(t; t0 , x0 )| ⩽ (M + 1)δ · eL|t−t0 | ⩽ εe−Lh · eLh = ε.
x(t; t0 , x0 ) (t0 , x0 ) . · · · · · · (3′ )
f ∈ C 1 (D) x(t; t0 , x0 ) (t0 , x0 ) ,
:
Z t
∂x(t; t0 , x0 ) ∂f ∂x(s; t0 , x0 )
= (s, x(s)) ds − f (t0 , x0 ).
∂t0 t0 ∂x ∂t0

104
 Z t
∂x(t; t0 , x0 ) ∂f ∂x(s; t0 , x0 )
=1+ (s, x(s)) ds.
∂x0 t0 ∂x ∂x0

∂x(t; t0 , x0 ) x0 x0
= −f (t0 , x0 ) = − sin − , · · · · · · (4′ )
∂t0 t=t0 t0 t0

∂x(t; t0 , x0 )
= 1. · · · · · · (5′ )
∂x0 t=t0

: (i) ; (ii) ; (iii)

, .
(2) ( 5 ) (t0 , x0 ) x(t), y(t) = x(t)et , y(t)
y ′ = f (t, ye−t )et , y(t0 ) = y0 := x0 et0 . · · · · · · (1′ )

Z t
y(t) = y0 + f (s, y(s)e−s )es ds.
t0

t ⩾ t0 ,
Z t Z t
−s
|y(t)| ⩽ |y0 | + |f (s, y(s)e )|e ds ⩽ |y0 | +
s
a(s)|y(s)|ds.
t0 t0
Gronwall
∫t ∫ +∞
· · · · · · (4′ ).
a(s)ds a(t)dt
|y(t)| ⩽ |y0 |e t0 ⩽ |y0 |e −∞ ≜ M < +∞
|x(t)| = |y(t)|e−t ⩽ M e−t , ∀t ⩾ t0 , lim x(t) = 0. · · · · · · (5′ )
t→+∞
( 10 ) a ∈ R, :

 dx
 = ax + 4y − xy 2
dt

 dy = −4x + ay + 1 x2 y
dt 2

! ! !
d x x a 4
=A , A= · · · · · · (1′ ).
dt y y −4 a
det(λI − A) = (λ − a)2 + 16, A λ = a ± 4i. · · · · · · (2′ )
1. a > 0: . · · · · · · (4′ )
2. a < 0: . · · · · · · (6′ )
3. a = 0: . V (x, y) = x2 + y 2 , V (7′ )
1
V̇ (x, y) = 2x(4y − xy 2 ) + 2y(−4x + x2 y) = −x2 y 2 ⩽ 0 · · · · · · (9′ )
2
. · · · · · · (10′ )
: , , .

( 10 , 5 )

105
 a φ , Cauchy :


 ∂u + a(u) ∂u = 0, x ∈ R, t > 0
∂t ∂x

u|t=0 = φ(x)

1. u(x, t).
2. a(u) = 1 a(u) = 4u, Oxt .
(1) ( 5 ) α(s) = (0, s), θ(s) = φ(s). Jacobi
1 0
J= = 1 6= 0,
a(φ(s)) 1
(2′ ).



dt
= 1,
dx
= a(u),
du
=0
dy dy dy

t(0) = 0, x(0) = s, u(0) = φ(s)

t = y, x = a(u)y + s, u = φ(s). · · · · · · (4′ )

y = t, s = x − a(u)t, u(x, t) u = φ(x − a(u)t) .
· · · · · · (5′ )
(2) ( 5 ) a(u) = 1, u = φ(x − t), . C1 φ
. · · · · · · (1′ )
a(u) = 4u, u = φ(x − 4ut) . :
φ′ (x) ⩾ 0, ∀x ∈ R.
. α∈R φ′ (α) < 0, α1 < α 2 , φ(α1 ) > φ(α2 ).
α = x − 4ut, x = α + 4tφ(α). L1 : x = α1 + 4φ(α1 )t, L2 :
x = α2 + 4φ(α2 )t, , t
1 α2 − α1
T = > 0.
4 φ(α1 ) − φ(α2 )
u(x, t) φ(α1 ), φ(α2 ), , u(x, t)
, ! · · · · · · (3′ )
, . t ∈ R+ , α ∈ R, x(t, α) = α + 4tφ(α),
∂x
= 1 + 4tφ′ (α) ⩾ 1.
∂α
x(t, α) α∈R , R. t > 0, α = α(t, x),
∀t ∈ R+ , x ∈ R, α(t, x) C1 . x = α + 4tφ(α)
∂α ∂α ′ ∂α 1
1= + 4t φ (α) ⇒ = .
∂x ∂x ∂x 1 + 4tφ′ (α)
∂α ∂α ∂α 4φ(α)
0= + 4φ(α) + 4t φ′ (α) ⇒ =− .
∂t ∂t ∂t 1 + 4tφ′ (α)

α(t, x) − x
u(x, t) = (t > 0), u(x, 0) = φ(x).
4t
u ∈ C 1 (R+ × R) ∩ C(R⩾0 × R), t>0 ,
∂u x − α(t, x) 1 ∂α (x − α)(1 + 4tφ′ (α)) − 4tφ(α) φ′ (α)(x − α)
= + = = .
∂t 4t2 4t ∂t 4t2 (1 + 4tφ′ (α)) t(1 + 4tφ′ (α))

106
  
∂u 1 ∂α φ′ (α)
= −1 =− .
∂x 4t ∂x 1 + 4tφ′ (α)
ut + 4uux = 0(t > 0, x ∈ R). u(t, x) C1 . · · · · · · (5′ )

107
 12 (by )

12.1

12.1 (31-2)
(1 + x)uxx + 2xyuxy − y 2 uyy = 0 xy
.
♥

∆ = (xy)2 − (1 + x)(−y 2 ) = (x2 + x + 1)y 2 . y=0 ∆ = 0, ; y 6= 0

,∆ < 0, . .
12.2 (31-4)
uxx − 4uxy + 4uyy = 0 PDE? f, g, u(x, y) =
f (2x + y) + xg(2x + y) .
♥

∆ = (−2)2 − 4 = 0, . u(x, y) = f (2x + y) + xg(2x + y)

.
dy
(dy)2 + 4dxdy + 4(dx)2 = 0, dx = −2 ⇒ 2x + y = C. ξ = 2x + y, η = x,

ux = 2uξ + uη uy = uξ
uxx = 4uξξ + 4uξη + uηη uxy = 2uξξ + uξη uyy = uξξ

uξξ = 0. u = f (ξ) + ηg(ξ) = f (x + 2y) + xg(y + 2x).

12.3 (31-5)
u = veαx+βy y ′ = γy uxx + 3uyy − 2ux + 24uy + 5u = 0
vxx + vyy + cv = 0.
♥

, .
ux = eαx+βy (vx + αv) uy = eαx+βy (vy + βv).
uxx = eαx+βy (vxx + 2αvx + α2 v) uyy = eαx+βy (vyy + 2βvy + β 2 v)

eαx+βy (vxx + 3vyy + (2α − 2)vx + (6β + 24)vy + (α2 + 3β 2 − 2α + 24β + 5)v) = 0
2α − 2 = 6β + 24 = 0, α = 1, β = −4, vxx + 3vyy − 44v = 0. y′ = √1 y,
3
vyy = 31 vy′ y′ . vxx + vy′ y′ − 44v = 0.

12.4 (31-6)
3uy + uxy = 0.
1. .
 12.1

2. .
3. u(x, 0) = e−3x uy (x, 0) = 0 , ?
♥

1. .
2. v = uy , vx + 3v = 0. ODE v = f (y)e3x . u = F (y)e−3x + G(x).
3. F (0)e−3x + G(x) = e−3x , F ′ (0)e−3x = 0. G(x) = 0, F (y) = 1
u = e−3x . , F (y) = y 2 + 1, G(x) = 0, u(x, y) =
(y 2 + 1)e−3x .

12.5 (38-2)
utt = c2 uxx , u(x, 0) = ln(1 + x2 ), ut (x, 0) = 4 + x.
♥

d’Alembert
Z
1 1 x+ct
u(x, t) = (φ(x + ct) + φ(x − ct)) + ψ(s)ds
2 2c x−ct
1  
= ln (1 + (x + ct)2 )(1 + (x − ct)2 ) + (4 + x)t.
2
12.6 (38-8)
u(x, t) , r .
 
2
utt = c2 urr + ur .
r
1. v = ru vtt = c2 vrr .
2. v, u.
3. u(r, 0) = ϕ(r), ut (r, 0) = ψ(r) u. ϕ(r) ψ(r) r
. ♥

1. v = ru ,
vt vtt
ut = , utt = .
r r
vr r − v r2 vrr − 2rvr + 2v
ur = , urr = .
r2 r3
utt = c2 vrr .
2. v(r, t) = f (r−ct)+g(r+ct). u= 1
r [f (r − ct) + g(r + ct)].
3. v(r, 0) = rϕ(r), vt (r, 0) = rψ(r). d’Alembert
Z r+ct
1 1
v(r, t) = [(r + ct)ϕ(r + ct) + (r − ct)ϕ(r − ct)] + sψ(s)ds
2 2c r−ct

Z r+ct
1 1
u(r, t) = [(r + ct)ϕ(r + ct) + (r − ct)ϕ(r − ct)] + sψ(s)ds
2r 2cr r−ct

109
 12.1

12.7 (38-9)
uxx − 3uxt − 4utt = 0, u(x, 0) = x2 , ut (x, 0) = ex
♥

L ≜ ∂x2 − 3∂x ∂t − 4∂t2 = (∂x − 4∂t )(∂x + ∂t ). v = ux + ut ,


vx − 4vt = 0
v(x, 0) = 2x + ex

 ux + ut = v
u(x, 0) = x2

t t
v(x, t) = 2x + + ex+ 4
2
v
t2 4 x+ t 4
u(x, t) = x2 + + e 4 − ex−t
4 5 5
12.8 (41-5)
.
♥

utt = c2 uxx (x, t ∈ R), u(x, 0) = 0, ut (x, 0) = 0.

Z
1
E(t) = (u2 + c2 u2x )dx
2 R t

Z Z Z
dE
= (ut utt + c2 ux utx )dx = c2 ut uxx d + c2 ux utx dx
dt R R R
+∞ Z Z
2
= c ut ux −c 2
ux uxt dx + c 2
ux uxt dx = 0
−∞ R R
E , E(t) ≡ E(0) = 0, ut ≡ ux ≡ 0 ⇒ u , u ≡ 0.

12.9 (41-5)
utt − c2 uxx + rut = 0(r > 0) .
♥

Z
1
E(t) = (u2t + c2 u2x )dx
2 R

Z Z
dE
= (c2 ut uxx − ru2t + c2 ux utx )dx = −r u2t dx ≤ 0.
dt R R

. :

110
 12.2

12.1 ( )
u ∈ C 2,1 (Rn × [0, T ])
ut − ∆u = 0(x ∈ Rn , 0 < t < T ), u(x, 0) = φ(x)(x ∈ Rn )
2
. u : u(x, t) ⩽ Aea|x| (x ∈ Rn , 0 ⩽ t ⩽ T ), A, a > 0,
sup u = sup φ.
Rn ×[0,T ] Rn
♥

T < 1
4a . 0<ε< 1
4a − T, y ∈ Rn η > 0,
 
η |x − y|2
v(x, t) = u(x, t) − n exp (x ∈ Rn , t > 0).
(T + ε − t) 2 4(T + ε − t)
vt − ∆v = 0(check it!). U = B(y, r), UT = B(y, r) × (0, T ), maxU T v =
maxΓT v. RHS .
 
η |x − y|2
v(x, 0) = u(x, 0) − n exp ⩽ u(x, 0) = φ(x).
(T + ε) 2 4(T + ε)
, x ∈ ∂U , 0 ⩽ t ⩽ T ,
 
η r2
v(x, t) = u(x, t) − n exp
(T + ε − t) 2 4(T + ε − t)
 
a(|y|+r)2 η r2
⩽ Ae − n exp
(T + ε) 2 4(T + ε)
2 n 2
= Aea(|y|+r) − η(4(a + ξ)) 2 e(a+ξ)r .
ξ =a− 1
4(T +ε) > 0. r , supRn φ. r v ΓT
supRn φ,
η
v(y, t) ⩽ sup φ ⇒ u(x, t) − n ⩽ sup φ.
Rn (T + ε − t) 2 Rn
η ↓ 0, u(y, t) ⩽ supRn φ, ∀t ∈ Rn , 0 ⩽ t ⩽ T .
T > 1
4a ,
1
[0, 8a ], [ 8a , 4a ], · · ·
1 1
.
 2
ut − ∆u = f, u(x, 0) = φ(x) u(x, t) ⩽ Aea|x|
: u1 , u 2 , u1 − u2 u2 − u1 ,
sup(u2 − u1 ), sup(u1 − u2 ) ⩽ 0, u1 ≡ u2 .

12.2

12.2.1 Rn

: (i) U Rn , ∂U U , ∂U C1 . (ii)
ν = (ν1 , · · · , νn ) ∂U , x ∈ ∂U C1 . (iii) u ν
∂u
∂ν = ∇u · ν. (iv) dx = dx1 · · · dxn .
Rn ,
.

111
 12.2

12.2 (Gauss-Green )
u ∈ C 1 (U ), Z Z
∂u
dx = uν i dS.
∂xi
U ∂U ♥

Linear Functional Analysis: An Application-Oriented Introduction 270 A8.8

R R
. Stokes M dω = ∂M ω .

12.1 ( )
u ∈ C 1 (U ; Rn ), Z Z
∇ · udx = u · νdS.
U ∂U ♥

Gauss-Green :
Z n Z
X Z X
n Z
∂ui
∇ · udx = dx = ui ν i dS = u · νdS.
U U ∂xi ∂U i=1 ∂U
i=1

Newton-Leibniz Green Gauss .

12.2 ( )
u, v ∈ C 1 (U ), Z Z Z
uxi vdx = uvν i dS − uvxi dx.
U ∂U U ♥

Gauss-Green
Z Z Z Z
∂
uxi vdx + uvxi dx = (uv)dx = uvν i dS.
U U U ∂xi ∂U

, .

, Green . :

12.3 (Green )
u, v ∈ C 2 (U ), Z Z
∂u
dS.
∆udx =
U ∂U ∂ν
Z Z Z
∂v
∇v · ∇udx = u dS − u∆vdx.
U ∂U ∂ν U
Z Z  
∂v ∂u
(u∆v − v∆u)dx = u −v dS.
∂ν ∂ν
U ∂U
♥

112
 12.2

Z n Z
X
∇u · ∇vdx = uxi vxi dx
U i=1 U
Xn Z Z 
= uvxi ν dS −
i
uvxi xi dx
i=1 ∂U U
Z Z
∂v
= u dS − u∆vdx.
∂U ∂ν U
.

Green , .

12.1
:


 utt − c2 ∆u = f (x, t), x ∈ U, t > 0





 u(x, 0) = φ(x), ut (x, 0) = ψ(x), x∈U




u|∂U = g(x, t), x ∈ ∂U, t ⩾ 0 (D)

 ∂u

 = g(x, t), x ∈ ∂U, t ⩾ 0 (N)

 ∂ν ∂U




 ∂u


 σ(x)u + = g(x, t), x ∈ ∂D, t ⩾ 0 (R)
∂ν ∂U
σ(x) ⩾ 0. .
♠

. w ,
.
1. Dirichlet (D) Neumann ,
Z
1
E(t) = (w2 + c2 |∇w|2 )dx.
2 U t
Green
Z Z Z
dE ∂w
= (wt wtt + c ∇w · ∇(wt ))dx =
2
wt (wtt − c ∆w)dx + c
2 2
wt dS = 0.
dt U U ∂U ∂ν
0 ⩽ E(t) ⩽ E(0) = 0 ⇒ E(t) = 0. wt ≡ ∇w ≡ 0 ⇒ w .
w .
2. Robin (R) , . :
Z Z
1 c2
E(t) = (wt2 + c |∇w| )dx +
2 2
σ(x)w2 dS.
2 U 2 ∂U
Green
Z Z Z
dE
= ∇w · ∇(wt )dx + c2
wt wtt dx + c2 σ(x)wwt dS
dt
Z U U
Z  ∂U

∂w
= wt (wtt − c ∆w)dx + c
2 2
wt σ(x)w + dS = 0.
U ∂U ∂ν
0 ⩽ E(t) ⩽ E(0) = 0 ⇒ E(t) ≡ 0. wt ≡ 0, ∇w ≡ 0 ⇒ w ,
w .

.

113
 12.2

12.4
1. f : Rn → R , x 0 ∈ Rn ,
Z Z Z !
∞
f dx = f dS dr.
Rn 0 ∂B(x0 ,r)

2. f , x 0 ∈ Rn r > 0,
Z ! Z
d
f dx = f dS.
dr B(x0 ,r) ∂B(x0 ,r)
♥

x0 = 0. φ : Rn \ {0} → (0, +∞) × Sn−1 , x

φ(x) = (|x|, |x| ) ≜ (r, ω),
Sn−1 ⊂ Rn . φ .
!
Z Z Z ∞ Z  Z ∞ Z
f dx = f dx = f (rω)dS(ω) rn−1 dr = f (y)dS(y) dr.
Rn Rn \{0} 0 Sn−1 0 ∂B(0,r)

, , B(0, R), ∀R > 0. r 0 ⩽ r ⩽ R.

Z Z Z ! Z ! Z
r
d
f dx = f dS dρ ⇒ f dx = f dS.
B(0,r) 0 ∂B(0,ρ) dr B(0,r) ∂B(0,r)
R
12.1 ρ > 0, Ω = {x ∈ Rn : |x| ⩾ 1} dx
Ω |x|ρ .

Z Z Z ! Z
∞ ∞
dx 1 dr
= dS dr = nωn ,
Ω |x|ρ 1 rρ ∂B(0,r) 1 rρ−n+1
ωn Rn , nωn Rn . ρ>n ,
ρ⩽n .

12.2.2 Fourier

Fourier , , Fourier
PDE.
12.1 (Fourier )
f (x) Rn , Fourier
Z
fˆ(ξ) = f (x)e−ix·ξ dx.
Rn
f (x) Fourier
Z
1
fˇ(x) = f (ξ)eix·ξ dξ.
(2π)n Rn
f Fourier Fourier F [f ] F −1 [f ].
♣

Fourier , .

Fourier F , F [αf + βg] = αF [f ] + βF [g].
e−k|ξ| t
2
12.2 f (ξ) = Fourier , ξ ∈ Rn , t > 0.

114
 12.2

Z n Z
1 −k|ξ|2 t iξ·x 1 Y
e−kξi t+iξi xi dξi .
2
fˇ(x) = e e dξ =
(2π)n Rn (2π)n R i=1

Z Z ∞
−kξ 2 t+iξxi
e−kξ t cos(ξxi )dξ ≜ It (xi ).
2
e dξ = 2
R 0

It (xi ). r
Z ∞
−kξ 2 t π
It (0) = 2 e dξ = .
0 kt
,
Z ∞ Z
dIt 1 ∞ d
ξe−kξ t sin(ξxi )dξ = sin(ξxi ) (e−kξ t )dt
2 2
= −2
dxi kt 0 dt
Z ∞
0
xi xi
e−kξ t cos(ξxi )dξ = −
2
=− It .
kt 0 2kt
It xi ,
r
π − x2i
It (xi ) = e 4kt .
kt

1 Y
n
1 |x|2
− 4kt
fˇ(x) = I (x
t i ) = n e .
(2π)n (4πkt) 2
i=1

f (x) = e−ε|x|
2
12.3 Fourier , x ∈ Rn , ε > 0.

Z Z r π n
Y
n ∞ Y
n
π − ξk2 |ξ|2
−ε|x|2 −x·ξ −εx2k
fˆ(ξ) = e− 4ε .
2
e e dx = 2 e cos(xk ξk )dxk = e 4ε =
Rn 0 ε ε
k=1 k=1

Fourier .
∂ α1 ∂ αn
Dα ≜ ··· , α = (α1 , · · · , αn ), |α| = α1 + · · · + αn .
∂xα1 1 ∂xαnn

12.5
f, g .
1. f , d
D α f (ξ) = (iξ)α fˆ(ξ), xα ≜ xα1 1 · · · xαnn .
2. f[
∗ g(ξ) = fˆ(ξ)ĝ(ξ).
3. xα f , F [xα f ] = i|α| Dα F [f ].
4. (Parseval ) f ,
1 ˆ n
ˇ
kf kL2 (Rn ) = n kf kL2 (Rn ) = (2π) 2 kf kL2 (Rn ) .
(2π) 2
ˇ
5. f , f = fˆ.
♥

115
 12.2

1.
Z Z
d
D α f (ξ) = α
(D f )(x)e dx = (−1) ix·ξ
f (x)Dα (e−ix·ξ )dx |α|
Rn Z Rn

= (iξ)α f (x)e−ix·ξ dx = (iξ)α fˆ(ξ).

Rn
2.
Z Z  Z Z 
f[
∗ g(ξ) = f (x − y)g(y)dy e−ix·ξ dx = f (x − y)e−ix·ξ dx g(y)dy
Rn
Z R Z Rn
ZR
n n
 Z
z=x−y −iz·ξ −iy·ξ −iz·ξ
====== f (z)e dz g(y)e dy = f (z)e dz g(y)e−iy·ξ dy
Rn Rn Rn Rn

= fˆ(ξ)ĝ(ξ).
3.
Z Z
i|α| Dα F [f ] = i|α| f (x)Dα (e−ix·ξ )dx = xα f (x)e−ix·ξ dx = F [xα f ].
Rn Rn
4. : u, v,
Z Z
uv̂dx = ûvdx.
Rn Rn
û, v̂ , .
Z Z Z  Z Z  Z
−ix·ξ −ix·ξ
uv̂dξ = u(ξ) v(x)e dx dξ = v(x) u(ξ)e dξ dx = ûvdx.
Rn Rn Rn Rn Rn Rn
|ξ|2
( πε ) 2 e− 4ε ,
n
e−ε|x|
2
. Fourier
,
Z π n Z
|x|2
û(x)e−ε|x| dx = u(x)e− 4ε dx.
2 2

Rn ε Rn
, . g(x) = f (−x),
Z Z
−ix·ξ
ĝ(ξ) = f (−x)e dx = f (−x)eix·ξ dx = fˆ(ξ).
Rn Rn
h = f ∗ g, ĥ = fˆĝ = |fˆ|2 ,
Z
|fˆ(x)|2 dx = lim ĥ(x)e−ε|x| dx
2

Rn ε↓0
Z
1 |x|2
= (2π) lim n
n h(x)e− 4ε dx
ε↓0 (4πε) 2 Rn

≜ (2π)n lim Iε .
ε↓0
|x|2
{ 1
n e− 4ε : ε > 0} 1, h M = khkL∞ < +∞.
(4πε) 2
η > 0, δ > 0, |h(x) − h(0)| < η, ∀x ∈ B(0, δ).
Z
1 |x|2
− 4ε
|Iε − h(0)| ⩽ n |h(x) − h(0)|e dx
Rn (4πε) 2
Z Z
1 |x|2 1 |x|2
− 4ε − 4ε
⩽η n e dx + M n e dx
|x|<δ (4πε) 2 |x|⩾δ (4πε) 2
Z
1 |x|2
− 4ε
⩽η+M n e dx.
|x|⩾δ (4πε) 2

R
1
RRn {φε (x) : ε > 0} , : (i) φε (x) ; (ii) Rn
φε dx = 1; (iii) ∀δ > 0,
lim |x|⩾δ φε (x)dx = 0. .
ε↓0

116
 12.2

Z
kfˆk2L2 (Rn ) = (2π)n lim Iε = (2π)n h(0) = (2π)n f (x)g(−x)dx = (2π)n kf k2L2 (Rn ) .
ε↓0 Rn
.
5. : Z Z
1 ¯
uv̄dx = ûv̂dξ.
Rn (2π)n Rn

Parseval : α ∈ C,
1
ku + αvk2L2 (Rn ) = kû + α
cvk2L2 (Rn ) ,
(2π)n

Z Z
1 ¯ αv) + û(ᾱv̂)
¯ + |c
(|u| + ū(αv) + u(ᾱv̄) + |αv| )dx =
2
n
2
(|û|2 + û(c αv|2 )dξ.
R n (2π) R n

Parseval
Z Z
1 ¯ ¯
(ū(αv) + u(ᾱv̄)dx = (û(αv̂) + û(ᾱv̂))dξ.
Rn (2π)n Rn
α = 1, i, Z Z
1 ¯ + ûv̂)dξ.
¯
(ūv + uv̄)dx = (ûv̂
Rn (2π)n Rn
Z Z
1 ¯ − ûv̂)dξ.
¯
(ūv − uv̄)dx = (ûv̂
Rn (2π)n Rn
. , 4 :
Z Z
ǔvdx = uv̌dx.
Rn Rn
ˇ
¯=
ǔ 1 ˆ
(2π)n ū(check it!). , g = fˆ − f ,
Z Z Z Z Z Z
ˇ 1
|g| dx +
2
f ḡdx = fˆḡdx = fˆḡˇdx = fˆĝdx
¯ = f ḡdx.
Rn Rn Rn Rn (2π)n Rn Rn
R ˇ
Rn |g|2 dx = 0, g = 0 ⇒ f = fˆ.

Fourier PDE , :
1. x ∈ Rn Fourier , t ODE(
t ξ PDE) .
2. 1 Fourier , .
(ii) .
12.1 Fourier n :
ut = k∆u(x ∈ Rn , t > 0), u(x, 0) = φ(x).
x Fourier ,
dû
+ k|ξ|2 û = 0, û(ξ, 0) = φ̂(ξ).
dt
ODE
û(ξ, t) = φ̂(ξ)e−k|ξ| t .
2

117
 12.2

e−k|ξ| t
2
Fourier . Fourier ,
1 |x|2
−
K(x, t) = n e 4kt .
(4πkt) 2
K(x, t) n 2.
Z
1 |x−y|2
−1
u(x, t) = F [φ̂(ξ)K̂(ξ, t)] = (φ ∗ K)(x, t) = n e− 4kt φ(y)dy.
(4πkt) 2 Rn

n , , .
e−9|x| .
2
12.2(19final) u(x, t) ut = 9∆u(x ∈ Rn , t > 0), u(x, 0) = lim u(0, t) =( ).
t→+∞
n
Z Z
1 |y|2
− 36t −9|y|2
u(0, t) = K(−y, t)φ(y)dy = n e dy
Rn (36πt) 2 Rn
n Z
Y  − n Yn Z
1 −( 36t +9)|yk |2 1 1 2
e−|zk | dzk
1 2
= n e dyk = n +9
(36πt) 2 k=1 R (36πt) 2 36t k=1 R
 n
1 2
= → 0(t → +∞).
1 + 324t
12.3( ) K(x, t) n ,
Z
Ltx [φ] = K(x − y, t)φ(y)dy, t > 0.
Rn
t, s > 0, Ltx Lxs = Lxt+s .
φ,
Z 
Ltx Lsx [φ] = Ltx K(x − y, s)φ(y)dy
Rn
Z Z 
= K(z − y, s)φ(y)dy K(x − z, t)dz
Rn Rn
Z Z 
= K(x − z − y, s)φ(y)dy K(z, t)dz
Z R Z R
n n

= K(x − z − y, s)K(z, t)dz φ(y)dy.
Rn Rn
.
Z Z  
1 1 |x − z − y|2 |z|2
K(x − z − y, s)K(z, t)dz = n n exp − − dz
Rn (4kπs) 2 (4kπt) 2 Rn 4ks 4kt
n Z  
1 1 Y (xi − yi − zi )2 zi2
= n exp − − dzi
(4kπ)n (st) 2 R 4ks 4kt
i=1
Z (   )
1 1 Yn (xi −yi )2
− 4k(s+t) t+s t(xi − yi ) 2
= n e exp − zi + dzi
(4kπ)n (st) 2 R 4kst s+t
i=1
  r
1 Y
n
1 (xi − yi )2 4kst
= n n exp − · π
(4kπ) (st) 2 4k(s + t) t+s
i=1
 
1 |x − y|2
= n exp − = K(x − y, t + s).
(4kπ(t + s)) 2 4k(t + s)

2
, n .

118
 12.2

Z
Ltx Lsx [φ] = K(s − y, t + s)φ(y)dy = Lt+s
x [φ].
Rn

Ltx Lsx = Lxt+s .


(1) φ x ∈ Rn , lim kLtx [φ] − φk∞ = 0.
t↓0
(C0 - ). ,
II .
(2) , Fourier
.
12.4(19final) k>0 c ,

ut = k∆u + cu + f (x, t), x ∈ R3 , t > 0
u(x, 0) = φ(x)

Fourier , , . u x
Fourier ,
dû
+ (k|ξ|2 − c)û = fˆ(ξ, t), û(ξ, 0) = φ̂(ξ).
dt

Z t
−(k|ξ|2 −c)t
fˆ(ξ, s)e−(k|ξ| −c)(t−s) ds.
2
û(ξ, t) = e φ̂(ξ) +
0
RHS Fourier .
Z
ect |x−y|2
F −1 [e−(k|ξ|
2 −c)t
φ̂(ξ)] = ect F −1 [K̂(ξ, t)φ̂(ξ)] = 3 e− 4kt φ(y)dy.
(4πkt) 2 R3
Z t  Z t
−1 −(k|ξ|2 −c)(t−s)
F ˆ
f (ξ, s)e ds = ec(t−s) F −1 [K̂(ξ, t − s)fˆ(ξ, s)]ds
0 0
Z t Z
ec(t−s) |x−y|2
− 4k(t−s)
= 3 e f (y, s)dyds.
0 (4πk(t − s) 2 R3

Z Z t Z
ect −
|x−y|2 ec(t−s) |x−y|2
− 4k(t−s)
u(x, t) = 3 e 4kt φ(y)dy + 3 e f (y, s)dyds.
(4πkt) 2 R3 0 (4πk(t − s) 2 R3

12.5 Fourier
ut − uxx + xu = 0(x ∈ R, t > 0), u(x, 0) = φ(x).
x Fourier ,
ût + ξ 2 u + iuξ = 0.

û t, ξ PDE.
2 t+iξt2 + t3
û(ξ, t) = φ̂(ξ − it)e−ξ 3 .
3
−ξ 2 t+iξt2 + t3
f (ξ) = e Fourier .
Z t Z
3
∞ t3
1 2 t+iξt2 + t3 iξx e 3 e 3 (t2 +x)2
−ξ −ξ
cos((t + x)ξ)dξ = √ e− 4t .
2t
fˇ(x) = e 3 e dξ = e 2
2π R π 0 2 πt

119
 12.2

,
Z Z
−1 1 e−xt
F [φ̂(ξ − it)] = φ̂(ξ − it)e ixξ
dξ = φ̂(ξ − it)eix(ξ−it) dξ = e−xt φ(x).
2π R 2π R
3.

t3 Z  
−1 −ξ 2 t+iξt2 + t3
3 e3 (t2 + x − y)2
u(x, t) = F [φ̂(ξ − it)e ]= √ φ(y) exp −yt − dy.
2 πt R 4t
12.6( , ) :
utt − c2 ∆u = 0(x ∈ Rn , t > 0), u(x, 0) = φ(x), ut (x, 0) = ψ(x).
φ, ψ ∈ Cc∞ (Rn ). :
Z Z
1 c2
lim u2t dx = lim |∇u|2 dx.
t→+∞ 2 Rn t→+∞ 2 Rn
Fourier , Fourier Parseval .
u x Fourier ,
2
d û
+ c2 |ξ|2 û = 0, û(ξ, 0) = φ̂(ξ), ût (ξ, 0) = ψ̂(ξ).
dt2

ψ̂(ξ)
û(ξ, t) = φ̂(ξ) cos(c|ξ|t) + sin(c|ξ|t).
c|ξ|

Z Z
1 c2
E(t) = u2t dx + |∇u|2 dx.
2 Rn 2 Rn

E(t) (check it!). :

Z Z
1
lim c |∇u| dx = E(0) =
2 2
(ψ 2 + c2 |∇φ|2 )dx.
t→+∞ Rn 2 Rn
F [∂xi u] = iξi û,
Z 2 Z
∂u 1
dx = ξi2 |û|2 dξ.
Rn ∂xi (2π)n Rn

3
. R > 0, :

−R R

−it

f (z) = φ̂(z)eixz . Fourier |z| → ∞ |φ̂(z)| → 0( Riemann-Lebesgue ).

ε > 0, R , z∈C |z| ⩾ R, |φ̂(z)| < ε. ,
Z R Z R
φ̂(ξ − it)eix(ξ−it) dξ − φ̂(ξ)eixξ dξ ⩽ 2tε.
−R −R

R → +∞, ε → 0, Z Z
φ̂(ξ − it)eix(ξ−it) dξ = φ̂(ξ)eixξ dξ.
R R

120
 12.2

Z Z
c2
c 2
|∇u| dx =
2
|ξ|2 |û|2 dξ
Rn (2π)n Rn
Z
1
= (c2 |ξ|2 |φ̂|2 cos2 (c|ξ|t) + |ψ̂|2 sin2 (c|ξ|t))dξ+
(2π)n Rn
Z
c ¯ ¯
|ξ| cos(c|ξ|t) sin(c|ξ|t)(φ̂ψ̂ + ψ̂ φ̂)dξ
(2π)n Rn
1 c
≜ n
I1 + I2 .
(2π) (2π)n
. f,
Z Z Z Z !
1 1 ∞
cos(c|ξ|t) sin(c|ξ|t)f (ξ)dξ = sin(2c|ξ|t)f (ξ)dξ = sin(2crt) f dS dr
Rn 2 Rn 2 0 ∂B(0,r)
Z ∞ Z !
1 d
=− (cos(2crt)) f dS dr
4ct 0 dr ∂B(0,r)
Z ∞ Z !  
1 d 1
= cos(2crt) f dS dr = O .
4ct 0 dr ∂B(0,r) t
¯ ¯
Rn g ≜ |ξ|(φ̂ψ̂ + ψ̂ φ̂) gn L1 (
).
Z Z
I2 − cos(c|ξ|t) sin(c|ξ|t)gn (ξ)dξ ⩽ |g(ξ) − gn (ξ)|dξ → 0(n → ∞).
Rn Rn
I2 = O( 1t ). .
1 + cos(2c|ξ|t) 1 − cos(2c|ξ|t)
cos2 (c|ξ|t) = , sin2 (c|ξ|t) = ,
2 2
Z Z
1 1
I1 = (c2 |ξ|2 |φ̂|2 + |ψ̂|2 )dξ + (c2 |ξ|2 |φ̂|2 cos(2c|ξ|t) − |ψ̂|2 cos(2c|ξ|t))dξ
2 Rn 2 Rn
Z  
1 1
= (c |ξ| |φ̂| + |ψ̂| )dξ + O
2 2 2 2
.
2 Rn t
Parseval ,
Z Z Z Z
1 1
|∇φ| dx =
2
|ξ|2 |φ̂|2 dξ, 2
ψ dx = |ψ̂|2 dξ.
Rn (2π)n Rn Rn (2π)n Rn
, Z Z  
1 1
c 2
|∇u| dx =
2
(c |∇φ| + ψ )dx + O
2 2 2
.
Rn 2 Rn t
Happy!

: f , ϕn , : (1) 0 ⩽
ϕn ⩽ 1; (2) ϕn B(0, n) 1; (3) ϕn B(0, n + 1) . fn = f ϕ n ,
fn . : ϕn ?
R  1
 e− t , t ⩾ 0
h(t) =
0, t<0

121
 12.2

h ∈ C ∞ (R). 0 < a < b < +∞,

h(b2 − |x|2 )
ϕ(x) = , x ∈ Rn .
h(|x|2 − a2 ) + h(b2 − |x|2 )
ϕ ∈ Cc∞ (Rn ), 0 ⩽ ϕ ⩽ 1. |x| ⩽ a , ϕ(x) = 1; |x| ⩾ b , ϕ(x) = 0. a = n, b = n + 1
ϕn . ϕ , . ( )
: L1 ; , L1 Cc∞ (Rn ) L1 (Rn )
.

12.2.3

. ,
. : QT = {(x, t) : x ∈ U, 0 < t ⩽ T } ⊂ Rn+1 , U
. ΓT ≜ QT \ QT , QT .
u∈ C 2,1 (Q T ) ∩ C(QT ) ut − k∆u ⩽ 0 , u ut − k∆u = 0 .
.

12.6 ( )
u ut − k∆u = 0 ,
max u = max u.
QT ΓT
♥

: QT ut − k∆u < 0, . u QT
(x0 , t0 ). (x0 , t0 ) ∈ QT , u x Hessian D2 u , ut ⩾ 0( ).
∆u = tr(D2 u) ⩽ 0, (x0 , t0 ) ut − k∆u ⩾ 0, !
QT ut − k∆u ⩽ 0, ε > 0, v = u − εt, QT
vt − k∆v = ut − k∆u − ε < 0.
maxQ v = maxΓT v.
T

max u − εT ⩽ max v = max v ⩽ max u ⩽ max u.

QT QT ΓT ΓT QT

ε → 0, maxQ u = maxΓT u.
T

v, −v , . :

12.3 ( )
u ut − k∆u = 0 ,
max |u| = max |u|.
QT ΓT
♥

u , .
12.7(19final) c⩽0 ,


ut = uxx + cu, 0 < x < 1, t > 0


u|t=0 = x



u| = 0, u|
x=0 x=1 =1

122
 12.2

: 0 ⩽ u(x, t) ⩽ 1 x ∈ [0, 1], t ⩾ 0 .

T > 0, : x ∈ [0, 1], 0 ⩽ t ⩽ T , 0 ⩽ u(x, t) ⩽ 1. u
QT .
maxQ u > maxΓT u, ε>0 , v ≜ u − εt maxQ v > maxΓT v. v
T T

QT (x0 , t0 ) ∈ QT , vxx (x0 , t0 ) ⩽ 0 vt (x0 , t0 ) ⩾ 0. v

vt = ut − ε = uxx + cu − ε = vxx + cv + ε(ct − 1).
v 1
0 ⩽ vt (x0 , t0 ) = vxx (x0 , t0 ) + cv(x0 , t0 ) + ε(ct0 − 1) ⩽ ε(ct0 − 1) < 0.
! maxQ u = maxΓT u. minQ = minΓT u, .
T T

v = u ± εx2 , .
12.8(19final) D⊂ Rn (n ⩾ 2) , :

∆u + u2 (1 − u) = 0 in D
u| =0
∂D

u(x) 0 ⩽ u(x) ⩽ 1, x ∈ D.
x1 , x 2 ∈ D u D .
u(x1 ) < 0, x1 ∈ D. Hessian D2 u , ∆u(x1 ) = tr(D2 u(x1 )) ⩾
0. ∆u(x1 ) = u(x1 )2 (u(x1 ) − 1) < 0,
u(x2 ) > 1, x2 ∈ D. Hessian D2 u , ∆u(x2 ) = tr(D2 u(x2 )) ⩽
0. ∆u(x2 ) = u(x2 )2 (u(x2 ) − 1) > 0,
0 ⩽ u(x) ⩽ 1 x∈D .
12.9 Lu = f (x, t), L
L ≜ ∂t − a2 ∂x2 + b(x, t)∂x + c(x, t).
u ∈ C 2,1 (QT ) ∩ C(QT ) Lu ⩽ 0.
1. c(x, t) ⩾ 0, u+ (x, t) = max{(u(x, t), 0} u ,
max u ⩽ max u+ .
QT ΓT

2. c(x, t) ⩾ −c0 , c0 > 0 . maxΓT u(x, t) ⩽ 0, maxQ u(x, t) ⩽ 0.

T

1. maxQ u > maxΓT u+ , ε > 0, v(x, t) = u(x, t) − εt, maxQ v >

T T

maxΓT v+ ⩾ maxΓT v. v QT (x0 , t0 ), (x0 , t0 ) ∈

/ ΓT , vx (x0 , t0 ) =
0, vxx (x0 , t0 ) ⩽ 0, vt (x0 , t0 ) ⩾ 0.
ut = vt + ε, u x = vx , uxx = vxx .

Lu(x0 , t0 ) = vt (x0 , t0 ) + ε − a2 vxx (x0 , t0 ) + b(x0 , t0 )vx (x0 , t0 ) + c(x0 , t0 )(v(x) , t0 ) + εt0 )
⩾ ε + c(x0 , t0 )εt0 > 0.
! maxQ u ⩽ maxΓT u+ .
T

123
 12.2

2. u = we−c0 t ,
0 ⩾ Lu = (wt − a2 wxx + b(x, t)wx + (c(x, t) + c0 )w)ec0 t .
c(x, t)+c0 ⩾ 0, 1 maxQ w ⩽ maxΓT w+ . maxΓT u(x, t) ⩽ 0, maxΓT w+ (x, t) =
T

0 ⇒ maxQ w(x, t) ⩽ 0. maxQ u(x, t) ⩽ 0.

T T

124
 13 (by )

13.1 (46-4)
:
ut = uxx (0 < x < 1, 0 < t < ∞), u(0, t) = u(1, t) = 0, u(x, 0) = 4x(1 − x).
1. : 0<x<1 t > 0, 0 < u(x, t) < 1.
2. : 0⩽x⩽1 t ⩾ 0, u(x, t) = u(1 − x, t).
R1
3. u2 dx t .
0 ♥

1. u(x, t) . u(x, t)max = 1, u(x, t)min =

0, 0 < u(x, t) < 1, ∀t > 0, 0 < x < 1, .
2. u(x, t) ut = uxx , u(1 − x, t),
∂ ∂2
u(1 − x, t) = u(1 − x, t).
∂t ∂x2
:
u(1 − x, t)|x=0 = u(1, t) = 0, u(1 − x, t)|x=1 = u(0, t) = 0,
u(1 − x, t)|t=0 = u(1 − x, 0) = 4(1 − x)x.

u(1 − x, t) , u(x, t) = u(1 − x, t), ∀t ⩾ 0, 0 ⩽ x ⩽ 1.

R1 2
3. E(t) = 0 u dx,
Z Z 1 Z 1 Z 1 Z 1
dE d 1 2 1
= u dx = 2uut dx = 2uuxx dx = 2uux 0 − 2 ux dx = −2
2
u2x dx ⩽ 0.
dt dt 0 0 0 0 0
R1 2
: ∃t0 , 0 ux (x, t0 )dx = 0 ux (x, t0 ) = 0, ∀x ∈
dE
R1 2
[0, 1], u(x, t0 ) = u(0, t0 ) = 0, 1 ! dt < 0, 0 u dx t
.
13.2 (46-7)
1. ut − kuxx = f, vt − kvxx = g, f ⩽g x = 0, x = l, t = 0 u ⩽ v. :
0 ⩽ x ⩽ l, 0 ⩽ t < ∞, u ⩽ v.
2. 0 ⩽ x ⩽ π, 0 < t < ∞, vt − vxx ⩾ sin x, v(0, t) ⩾ 0, v(π, t) ⩾ 0
v(x, 0) ⩾ sin x, 1 v(x, t) ⩾ (1 − e−t ) sin x.
♥

1. w = v − u, w wt − kwxx = g − f ⩾ 0, w(x, 0) ⩾ 0, w(0, t) ⩾ 0, w(l, t) ⩾ 0.

Q = (0, l) × (0, ∞), Γ ,
min w = min w ⩾ 0.
Q Γ

w ⩾ 0, ∀x ∈ [0, l], t ⩾ 0, u ⩽ v.
2. u = (1 − e−t ) sin x,
ut − uxx = e−t sin x + (1 − e−t ) sin x = sin x, u(0, t) = u(π, t) = 0, u(x, 0) = sin x.
1 v ⩾ u = (1 − e−t ) sin x.

13.3 (46-8)
x ∈ (0, l) Robin ux (0, t) − a0 u(0, t) = 0, ux (l, t) + al u(l, t) = 0
Rl 2
. a0 > 0, al > 0, 0 u dx .
♥

Z l Z l Z l Z l
d 1
2
u dx = 2uut dx = 2k uuxx dx = − 2k u2x dx
2kuux 0
dt 0 0 0 0
 Z l 
= 2k −al u (l, t) − a0 u (0, t) −
2 2
ux dx ⩽ 0.
2
0
Rl
0 u2 dx .

13.4 (52-8)
δ > 0, t→0 max S(x, t) → 0.
|x|⩾δ
♥

t > 0,
1 x2 1 δ2
sup S(x, t) = sup √ e− 4kt = √ e− 4kt .
|x|⩾δ |x|⩾δ 4πkt 4πkt

1 δ2
lim sup S(x, t) = lim √ e− 4kt = 0.
t→0+ |x|⩾δ t→0+ 4πkt

13.5 (53-9,10)
1. u(x, 0) = x2 ut = kuxx : uxxx
( uxxx ), u(x, t) = A(t)x2 +
B(t)x + C(t), A, B, C .
x−y
√
2. 1, p= .
R +∞ −p2
4kt
3. −∞ p2 e dp .
♥

1. u(x, 0) = x2 ux (x, 0) = 2x, uxx (x, 0) = 2, uxxx (x, 0) = 0. ut = kuxx (uxxx )t =

k(uxxx )xx , uxxx uxxx (x, 0) = ϕ(x) ≡ 0 , uxxx = 0,
u(x, t) = A(t)x2 + B(t)x + C(t).
x2 A′ (t) + xB ′ (t) + C ′ (t) = 2kA(t), A(0)x2 + B(0)x + C(0) = x2 .

A′ (t) = B ′ (t) = 0, C ′ (t) = 2kA(t); A(0) = 1, B(0) = C(0) = 0.

A(t) ≡ 1, B(t) ≡ 0, C(t) = 2kt. u(x, t) = x2 + 2kt.

126
2. Z
1 (x−y)2
u(x, t) = (S ∗ φ)(x, t) = √ y 2 e− 4kt dy.
4kπt R
x−y
√ √
p= √
4kt
, y = x − p 4kt, dy = 4ktdp,
Z √
1
(x − p 4kt)2 e−p dp.
2
u(x, t) = √
π R
3. 2
Z √ Z
1 2 −p2 4kt
p2 e−p dp.
2
u(x, t) = √ (x − 2xp 4kt + 4ktp )e dp = x + √
2 2
π R π R
R 2 −p2 √
π
1 Rp e dp = 2 .

13.6 (53-14)
2
ϕ(x) , |ϕ(x)| ⩽ Ceax . u(x, 0) = ϕ(x)
1
0<t< , t .
4ak ♥

1 2
: t= 4ak , ϕ(x) = Ceax (C > 0),
  r Z r Z
1 a −a(x−y)2 a
e−ax +2axy dy
2
u x, = e ϕ(y)dy = C
4ak π R π R
r
C 1 −ax2 2ay +∞
= e e −∞
= +∞.
2x πa
e−ay ,
1 2
. t< 4ak , .

13.7 (53-15)
Neumann :
ut − kuxx = f (x, t)(0 < x < l, t > 0), u(x, 0) = ϕ(x), ux (0, t) = g(t), ux (l, t) = h(t).
♥

u, v Neumann , w = u − v. w

wt − kwxx = 0, 0 < x < l, t > 0
w(x, 0) = 0
Rl
E(t) = 0 w2 (x, t)dx,
Z l Z l
dE
=2 wwt dx = 2k wwxx dx
dt 0 0
 Z l  Z l
l
= 2k wwx 0 − wx dx = −2k
2
wx2 dx ⩽ 0.
0 0
E(t) t , 0 ⩽ E(t) ⩽ E(0) = 0 ⇒ E(t) ≡ 0 ⇒ w ≡ 0 ⇒ u = v,
.
13.8 (54-17)
:
ut − kuxx + bt2 u = 0(x ∈ R), u(x, 0) = ϕ(x),
bt3 bt3
b>0 . (Hint. ODE wt + bt2 w = 0 Ce− 3 , u = e− 3 v,

127
v )
♥
bt3
u(x, t) = e− 3 v(x, t),
bt3 bt3 bt3 bt3
ut = −bt2 e− 3 v + e− 3 vt = −bt2 u + e− 3 vt , uxx = e− 3 vxx .


vt − kvxx = 0
v(x, 0) = ϕ(x)

Z bt3 Z
1 (x−y)2
− 4kt e− 3 (x−y)2
v(x, t) = √ e ϕ(y)dy ⇒ u(x, t) = √ e− 4kt ϕ(y)dy.
4πkt R 4πkt R

13.9 (61-5)
1. 61-4( ) Robin :
ut = kuxx (0 < x < ∞, 0 < t < ∞), u(x, 0) = x, ux (0, t) − hu(0, t) = 0.
h .
2. ϕ(x) .
♥


x, x>0
1. 61-4 . f (x) = f ′ (x) − hf (x) ,
g(x), x < 0
2 2
g(x) = x + − ehx .
h h
v x∈R , x>0 u .


 vt = kvxx 

 (vx )t = k(vx )xx
v(x, 0) = f (x)

 v (x, 0) = f ′ (x)

v (0, t) − hv(0, t) = 0 x
x

w = vx − hv, w 
wt = kwxx
w(x, 0) = f ′ (x) − hf (x)

Z
1 (x−y)2
w(x, t) = √ e− 4kt (f ′ (y) − hf (y))dy
4πkt ZR Z
1 (x−y)2 h (x−y)2
− 4kt ′
=√ e f (y)dy − √ e− 4kt f (y)dy.
4πkt R 4πkt R
vx
Z Z
1 (x−y)2 1 (x−y)2
− ′
vx = √ e 4kt f (y)dy ⇒ v = √ e− 4kt f (y)dy.
4πkt R 4πkt R

128
 
ϕ(x), x > 0
2. ϕ(x), f (x) = f ′ (x) − hf (x) ,
g(x), x < 0

g ′ (x) − hg(x) = −ϕ′ (−x) + hϕ(−x).

,
 Z x 
′ −hs
g(x) = e hx
C+ (−ϕ (−s) + hϕ(−s))e ds ≜ ehx (C + I).
0
I
Z x Z −x
′ −hs
I= (−ϕ (−s) + hϕ(−s))e ds = (ϕ′ (s) − hϕ(s))ehs ds
0 0
Z x Z −x Z −x
= ehs dϕ(s) − h ehs ϕ(s)ds = ϕ(−x)e−hx − ϕ(0) − 2h ehs ϕ(s)ds.
0 0 0

 Z −x 
g(x) = Ce hx
+ ϕ(−x) − e hx
ϕ(0) + 2h hs
e ϕ(s)ds .
0

g(0) = 0 C = 0, g(x), f (x) f ′ (x) − hf (x) .

v x∈R , x>0 u .


 vt = kvxx 

 (vx )t = k(vx )xx
v(x, 0) = f (x)

 v (x, 0) = f ′ (x)

v (0, t) − hv(0, t) = 0 x
x

w = vx − hv, w 
wt = kwxx
w(x, 0) = f ′ (x) − hf (x)

Z
1 (x−y)2
w(x, t) = √ e− 4kt (f ′ (y) − hf (y))dy
4πkt ZR Z
1 (x−y)2 h (x−y)2
− 4kt ′
= √ e f (y)dy − √ e− 4kt f (y)dy.
4πkt R 4πkt R
vx
Z Z
1 (x−y)2 1 (x−y)2
− ′
vx = √ e 4kt f (y)dy ⇒ v = √ e− 4kt f (y)dy.
4πkt R 4πkt R

13.10 (66-5)

utt = 4uxx (0 < x < ∞), u(0, t) = 0, u(x, 0) = 1, ut (x, 0) = 0.

.
♥

U u x ∈ R . ϕ(x) ≡ 1 Φ(x) = sgn x, ψ(x) .

d’Alembert U (x, t) = 21 (Φ(x + 2t) + Φ(x − 2t)).

1, x > 2t
u(x, t) = U (x, t)|x⩾0 =
0, x < 2t

129
 x = 2t .

13.11 (66-6)

utt = c2 uxx (0 < x < ∞, 0 ⩽ t < ∞), u(x, 0) = 0, ut (x, 0) = V, ut (0, t) + aux (0, t) = 0.
V, a, v , a > c.
♥

v = ut (x, t) + aux (x, t), utt = c2 uxx ,

vtt − c2 uxx = (utt )t + a(utt )t − c2 [(uxx )t + a(uxx )x ] = (utt − c2 uxx )t + a(utt − c2 uxx )x = 0.
v 

vtt = c2 vxx , x > 0, t > 0


v(x, 0) = V, vt (x, 0) = 0



v(0, t) = 0

,
 
V, x > ct V, x > ct
v(x, t) = ⇒ ut + aux =
0, 0 < x < ct 0, 0 < x < ct
PDE,

f (x − at) + V t, x > ct
u(x, t) =
g(x − at), 0 < x < ct
u f = 0. , x = ct , g(ct − at) = V t ⇒
V
g(s) = c−a s. 

 V (x − at), 0 < x < ct
u(x, t) = c − a

V t, x ⩾ ct

13.12 (71-3)
Neumann :
wt − kwxx = 0(0 < x < ∞, 0 < t < ∞), wx (0, t) = h(t), w(x, 0) = ϕ(x).
♥

u = w − xh(t), u Neumann :
ut − kuxx = −xh′ (t)(0 < x < ∞, 0 < t < ∞), ux (0, t) = 0, u(x, 0) = ϕ(x) − xh(0).
f (x, t) = −xh′ (t), φ(x) = ϕ(x) − xh(0). u, f, φ U, F, Φ,
Ut − kUxx = F (x, t)(x ∈ R, 0 < t < ∞), U (x, 0) = Φ(x).

zt − kzxx = 0(x ∈ R, t > τ > 0), z(x, τ ) = F (x, τ ).

Z (x−y)2
1 − 4k(t−τ )
z(x, t; τ ) = p e F (y, τ )dy.
4πk(t − τ ) R

130
 Z Z t
1 (x−y)2
− 4kt
U (x, t) = √ e Φ(y)dy + z(x, t; τ )dτ
4πkt R 0
Z Z tZ (x−y)2
1 (x−y)2 1 −
− 4kt
=√ e Φ(y)dy + p e 4k(t−τ ) F (y, τ )dydτ.
4πkt R 0 R 4πk(t − τ )

Z ∞
1 (x−y)2 (x+y)2
u(x, t) = U (x, t) x⩾0
=√ (e− 4kt + e− 4kt )(ϕ(y) − yh(0))dy−
4πkt 0
Z tZ ∞ (x−y)2 (x+y)2
1 − −
p (e 4k(t−τ ) + e 4k(t−τ ) )yh′ (τ )dydτ
0 0 4πk(t − τ )
w(x, t) = u(x, t) + xh′ (t) .

13.13 (79-5)
RR
f (x, t) , u(x, t) = 1
2c △ f, 4 . :
utt = c2 uxx + f, u(x, 0) = ut (x, 0) = 0.
♥

Z tZ x+c(t−s)
1
u(x, t) = f (y, s)dyds.
2c 0 x−c(t−s)

Z Z x+c(t−s) !
1 t ∂
ut = f (y, s)dy ds
2c 0 ∂t x−c(t−s)
Z
1 t
= (f (x + c(t − s), s) + f (x − c(t − s), s))ds
2 0
Z
1 t ∂
utt = (f (x + c(t − s), s) + f (x − c(t − s), s))ds + f (x, t)
2 0 ∂t
Z
c t
= (fx (x + c(t − s), s) − fx (x − c(t − s), s))ds + f (x, t)
2 0
Z Z x+c(t−s) !
1 t ∂
ux = f (y, s)dy ds
2c 0 ∂x x−c(t−s)
Z
1 t
= (f (x + c(t − s), s) − f (x − c(t − s), s))ds
2c 0
Z
1 t ∂
uxx = (f (x + c(t − s), s) − f (x − c(t − s), s))ds
2c 0 ∂x
Z
1 t
= (fx (x + c(t − s), s) − fx (x − c(t − s), s))ds.
2c 0
utt − c2 uxx = f (x, t), u(x, 0) = ut (x, 0) = 0.

13.14 (80-14)
Neumann ux (0, t) = k(t) , x ∈ (0, ∞) .
♥

v = u − xk(t), v
vtt = c2 vxx − xk ′′ (t)(x > 0), vx (0, t) = 0, v(x, 0) = −xk(0), vt (x, 0) = −xk ′ (0).

131
f (x, t) = −xk ′′ (t), ϕ(x) = −xk(0), λ(x) = −xk ′ (0), v, f, ϕ, λ V, F, Φ, Λ,

Vtt = c2 Vxx + F (x, t)(x ∈ R, t > 0), V (x, 0) = Φ(x), Vt (x, 0) = Λ(x).

ztt = c2 zxx (x ∈ R, t > τ > 0), z(x, τ ) = 0, zt (x, τ ) = F (x, τ ).

Z x+c(t−τ )
1
z(x, t; τ ) = F (y, τ )dy.
2c x−c(t−τ )

Z x+ct Z tZ x+c(t−τ )
1 1 1
V (x, t) = (Φ(x − ct) + Φ(x + ct)) + Λ(y)dy + F (y, τ )dydτ.
2 2c x−ct 2c 0 x−c(t−τ )
0⩽t⩽ x
c ,
Z x+ct Z tZ x+c(t−τ )
1 ′ 1
v(x, t) = −xk(0) − yk (0)dy − yk ′′ (τ )dydτ − xk(t).
2c x−ct 2c 0 x−c(t−τ )
u(x, t) = v(x, t) + xk(t) = 0.
x
t> c ,
Z Z Z Z x+c(t−τ )
1 ct−x ′ 1 x+ct ′ 1 t
v(x, t) = −ctk(0) − yk (0)dy − yk (0)dy − yk ′′ (τ )dydτ
c 0 2c ct−x 2c t− x x−c(t−τ )
c
Z t− x Z x+c(t−τ ) Z t− x Z c(t−τ )−x
1 c 1 c
− yk ′′ (τ )dydτ − yk ′′ (τ )dydτ
2c 0 c(t−τ )−x c 0 0
Z t− x
c
= −xk(t) − c k(τ )dτ.
0

Z t− xc
u(x, t) = v(x, t) + xk(t) = −c k(τ )dτ.
0

13.15 ( 6-1)
: 
utt = c2 uxx + f (x, t), x ∈ R, t > 0
u| = φ(x), ut |t=0 = ψ(x), x∈R
t=0

u(x, t) L∞ - .
♥

Z x+ct Z tZ x+c(t−τ )
1 1 1
u(x, t) = (φ(x − ct) + φ(x + ct)) + ψ(y)dy + f (y, τ )dydτ.
2 2c x−ct 2c 0 x−c(t−τ )
T > 0, D = R × [0, T ], R k · k1 , D k · k2 . ε > 0,
φ, ψ, f
ε ε 2ε
kφk1 ⩽ , kψk1 ⩽ , kf k2 ⩽ ,
6 3T 3T 2

Z t
T2
kuk2 ⩽ kφk1 + tkψk1 + kf k2 (t − τ )dτ ⩽ kφk1 + T kψk1 + kf k2 ⩽ ε.
0 2

132
 13.16 ( 6-2)
φ(x) R lim φ(x) = A, lim φ(x) = B, :
x→+∞ x→−∞

ut = uxx , x ∈ R, t > 0
u| = φ(x), x∈R
t=0
A+B
u(x, t)
t→+∞
lim u(x, t) = 2 .
♥

Z y−x
p= √
Z √
1 (x−y)2 1
− 4kt
e−p φ(x + 4ktp)dp
2
u(x, t) = √ φ(y)dy ====== √
4kt
e
4πkt R π R
Z +∞ √ Z +∞ √
1 1
e−p φ(x + 4ktp)dp + √ e−p (x − 4ktp)dp
2 2
=√
π 0 π 0
I1 (x, t) + I2 (x, t)
≜ √ .
π
, Z √
+∞
−p2
√ π
lim I1 (x, t) = e lim φ(x + 4ktp)dp = A.
t→+∞ 0 t→+∞ 2
, Z √
+∞ √ π
e−p
2
lim I2 (x, t) = lim φ(x − 4ktp)dp = B.
t→+∞ 0 t→+∞ 2
A+B
lim =
t→+∞ 2 .

13.17 ( )
: φ(x), ψ(x) ∈ C 4 [0, l] ,
φ(0) = ψ(0) = φ(l) = ψ(l) = 0, φ′′ (0) = φ′′ (l) = 0
, .
♥

ut = c2 uxx (0 < x < l, t > 0), u|t=0 = φ(x), ut |t=0 = ψ(x), u|x=0 = u|x=l = 0.

∞ h
X cnπ cnπ i nπ
u(x, t) = Cn cos t + Dn sin t sin x.
l l l
n=1

Z l Z l
2 nπ 2 nπ
Cn = φ(s) sin sds, Dn = ψ(s) sin sds.
l 0 l cnπ 0 l
. φ(0) = ψ(0) = 0, φ(l) =
ψ(l) = 0. 2l Φ(x), Ψ(x), [−l, l]
 
φ(x), 0⩽x⩽l ψ(x), 0⩽x⩽l
Φ(x) = Ψ(x) =
 − φ(−x), −l ⩽ x < 0  − ψ(−x), −l ⩽ x < 0

133
 Z x+ct
1 1
v(x, t) = (Φ(x + ct) + Φ(x − ct)) + Ψ(s)ds, 0 ⩽ x ⩽ l.
2 2c x−ct
Φ, Ψ Fourier
∞
X ∞
X
nπ nπ
Φ(x) = C̃n sin x, Ψ(x) = D̃n sin x.
l l
n=1 n=1

Z l Z
2 nπ 2 l nπ
C̃n = Φ(x) sin
xdx = φ(x) sin xdx = Cn .
0l l l 0 l
Z Z
2 l nπ 2 l nπ cnπ
D̃n = Ψ(x) sin xdx = ψ(x) sin xdx = Dn .
l 0 l l 0 l l

∞
X X ∞
cnπ nπ cnπ nπ
u(x, t) = Cn cos t sin x+ Dn sin t sin x
l l l l
n=1 n=1
1
∞
X hnπ nπ i ∞
1 X l h nπ nπ i
= C̃n sin (x + ct) + sin (x − ct) + D̃n cos (x − ct) − cos (x + ct)
2 l l 2c nπ l l
n=1 n=1
∞ Z
1 1 X x+ct
nπ
= (Φ(x + ct) + Φ(x − ct)) + D̃n sin sds
2 2c x−ct l
n=1
Z ∞
1 1 x+ct X nπ
= (Φ(x + ct) + Φ(x − ct)) + D̃n sin sds(∗)
2 2c x−ct l
n=1
Z
1 1 x+ct
= (Φ(x + ct) + Φ(x − ct)) + Ψ(s)ds = v(x, t).
2 2c x−ct
P∞ nπ
(∗) Fourier n=1 D̃n sin l s .

.

13.18 (89-3)
, ((0, l) ) , (0, l)
Dirichlet Schrödinger ut = iuxx (0 < x < l). .
♥

ut = iuxx (0 < x < l, t > 0), u(x, 0) = φ(x), u(0, t) = u(l, t) = 0.

T (t)X(x),
T ′ (t) X ′′ (x)
T ′ (t)X(x) = iT (t)X ′′ (x) ⇒ = ≜ −λ.
iT (t) X(x)
λ . S-L
X ′′ (x) + λX(x) = 0, X(0) = X(l) = 0.
λn = ( nπ Xn (x) = sin nπ l x(n ⩾ 1).
2
l ) ,
 nπ 2
Tn′ (t) + i Tn (t) = 0 ⇒ Tn (t) = Cn e−i( l ) t .
nπ 2

134
 ∞
X nπ
Cn e−i(
nπ 2
) t
u(x, t) = l sin x.
l
n=1

,
∞
X Z l
nπ 2 nπ
u(x, 0) = Cn sin x = φ(x) ⇒ Cn = φ(s) sin sds.
l l 0 l
n=1

∞ Z 
2X l
nπ nπ
sds e−i( l ) t sin
nπ 2
u(x, t) = φ(s) sin x.
l 0 l l
n=1

13.19 (89-4)

utt = c2 uxx − rut (0 < x < l), u(0, t) = u(l, t) = 0, u(x, 0) = ϕ(x), ut (x, 0) = ψ(x).
2πc
0<r< . .
l ♥

T (t)X(x),
T ′′ (t) + rT ′ (t) X ′′ (x)
(T ′′ (t) + rT ′ (t))X(x) = c2 T (t)X ′′ (x) ⇒ = ≜ −λ.
c2 T (t) X(x)
λ . S-L
X(x)′′ + λX(x) = 0, X(0) = X(l) = 0.
λn = ( nπ l x(n ⩾ 1).
Xn (x) = sin nπ
2
l ) ,
 cnπ 2
Tn′′ (t) + rTn′ (t) + Tn (t) = 0 ⇒ Tn (t) = e− 2 t (Cn cos αn t + Dn sin αn t).
r

l
q
αn = 2 ( l ) − r 2 .
1 2cnπ 2

∞
X nπ
e− 2 t (Cn cos αn t + Dn sin αn t) sin
r
u(x, t) = x.
l
n=1

∞
X Z l
nπ 2 nπ
φ(x) = Cn sin x ⇒ Cn = φ(s) sin sds.
l l 0 l
n=1
∞  Z
X r  nπ 1 l
nπ
ψ(x) = αn Dn − Cn sin x ⇒ Dn = (rφ(s) + 2ψ(s)) sin sds.
2 l αn l 0 l
n=1

Cn , D n , α n .

13.20 (89-6)
tut = uxx + 2u, u(0, t) = u(π, t) = 0 , :
u(x, 0) = 0 .
♥

T (t)X(x),
tT ′ (t) − 2T (t) X ′′ (x)
(tT ′ (t) − 2T (t))X(x) = T (t)X ′′ (x) ⇒ = ≜ −λ.
T (t) X(x)

135
 X(x) S-L λn = n2 , Xn (x) = sin(nx)(n ⩾ 1).
Cn
tTn′ (t) + (n2 − 2)Tn (t) = 0 ⇒ Tn (t) = n2 −2 .
t

X∞
Cn
u(x, t) = sin(nx).
n=1
t 2 −2
n

t=0 , C2 = C3 = · · · = 0, u(x, t) = Ct sin(nx),

u(x, 0) = 0. .

13.21 (92-2)
utt = c2 uxx (0 < x < l), ux (0, t) = 0, u(l, t) = 0.
1
1. cos[(n + 2 )πx/l].
2. .
♥

T (t)X(x),
T ′′ (t) X ′′ (x)
T ′′ (t)X(x) = c2 T (t)X ′′ (x) ⇒ 2
= ≜ −λ.
c T (t) X(x)
S-L
X ′′ (x) + λX(x) = 0, X ′ (0) = 0, X(l) = 0.

S-L λ ⩾ 0. λ = 0, X(x) = A + Bx. A = B = 0, ;

√
λ > 0, ω= λ > 0, X(x) = A cos ωx + B sin ωx,
(n + 12 )π
ωB = 0, A cos ωl + B sin ωl = 0 ⇒ B = 0, (n ⩾ 0).
ω=
l
λn = (n + 21 )2 π 2 /l2 , Xn (x) = cos[(n + 21 )πx/l].
" #2    
′′ c(n + 12 )π c(2n + 1)π c(2n + 1)π
Tn (t) + Tn (t) = 0 ⇒ Tn (t) = An cos t + Bn sin t .
l 2l 2l

∞ 
X      
c(2n + 1)π c(2n + 1)π (2n + 1)π
u(x, t) = An cos t + Bn sin t cos x .
2l 2l 2l
n=0

Z  
hφ, Xn i 2 l
(2n + 1)π
An = =
φ(s) cos s ds.
kXn k
0
2 l 2l
Z l  
2l hψ, Xn i 4 (2n + 1)π
Bn = = ψ(s) cos s ds.
c(2n + 1)π kXn k2 c(2n + 1)π 0 2l

13.22 (100-6)
Robin a0 = al = a, :
1. a ⩾ 0, ; − 2l < a < 0, ; a < − 2l ,
.
2. a=0 − 2l .
♥

136
1. a ⩾ 0, S-L , .
a < 0, λ = −ω 2 (ω > 0) , X(x) = Aeωx + Be−ωx .
(a − ω)A + (a + ω)B = 0, (ω + a)eωl A + (a − ω)e−ωl B = 0.
(A, B),
a−ω a+ω
∆= = (a − ω)2 e−ωl − (a + ω)2 eωl = 0.
(a + ω)eωl (a − ω)e−ωl

(a + ω)eωl = ω − a or (a + ω)eωl = a − ω.

, f (t) = (a + t)elt − t + a,
f ′ (t) = elt (lt + la + 1) − 1, f ′′ (t) = lelt (lt + la + 2).
f ′ (t) t>0 , . t f ′ (t) , f ′ (0) = la < 0.
t0 > 0, f (t) (0, t0 ) , (t0 , +∞) . f (0) = 2a < 0, t
f , f (t) t>0 , .
, g(t) = (a + t)elt + t − a,
g ′ (t) = elt (lt + la + 1) + 1, g ′′ (t) = lelt (lt + la + 2).
: − 2l < a < 0,
g ′ (0) = la + 2 > 0, g ′′ (t) > g ′′ (0) = l(la + 2).
g ′ (t) t>0 , g ′ (t) , g(t) t>0 . g(0) = 0,
g(t) t>0 . − 2l <a<0 .
a < − 2l , g ′ (0) < 0, g ′ (t) 0 < t < −a − 2
l , t > −a − 2
l . t
g ′ (t) , t1 > 0 g(t) 0 < t < t1 , t > t1 . g(t) t
, g(t) t>0 , .
, a < − 2l .
2. X(x) = A + Bx .
B − aA = B + a(A + Bl) = 0.
a = 0, − 2l , X(x) = 1 X(x) = l − 2x. a 6= 0, − 2l ,
−a 1
∆= = −a(al + 2) 6= 0.
a al + 1
A = B = 0, .
13.23 (102-14)
λ > 1, x2 u′′ + 3xu′ + λu = 0(1 < x < e), u(1) = u(e) = 0.
♥

t = ln x,
du du dx du d2 u dx du dx d2 u 2
2d u du
= =x , 2
= + x 2
= x 2
+x .
dt dx dt dx dt dt dx dt dx dx dx

d2 u du
2
+2 + λu = 0.
dt dt

137
 √ √
−t
√ √
A cos( λ − 1 ln x) + B sin( λ − 1 ln x)
u = e (A cos( λ − 1t) + B sin( λ − 1t)) = .
x
√
B sin( λ − 1)
A = 0, = 0 ⇒ A = 0, λn = 1 + n2 π 2 (n ⩾ 1).
e
λn = 1 + n2 π 2 , Xn (x) = sin(nπ ln x)/x(n ⩾ 1).
13.1(19final) k>0 c ,

ut = k∆u + cu + f (x, t), x ∈ R3 , t > 0
u(x, 0) = φ(x)

.

vt = k∆v + cv, x ∈ R3 , t > 0
v(x, 0) = φ(x), x ∈ R3
v̄ = ve−ct , v̄t = (vt − cv)e−ct , ∆v̄ = ∆v · e−ct ,
v̄t = k∆v̄, v̄(x, 0) = φ(x).

Z
ect |x−y|2
v(x, t) = v̄(x, t)e = ct
3 e− 4kt φ(y)dy.
(4kπt) 2 R3


wt = k∆w + cw + f (x, t), x ∈ R3 , t > 0
w(x, 0) = 0, x ∈ R3

zt = k∆z + cz(t > τ > 0), z(x, τ ) = f (x, τ ).

Z
ec(t−τ ) |x−y|2
− 4k(t−τ )
z(x, t; τ ) = 3 e φ(y)dy.
(4kπ(t − τ )) 2 R3

Z t Z t Z
ec(t−τ ) |x−y|2
− 4k(t−τ )
w(x, t) = z(x, t; τ )dτ = 3 e φ(y)dydτ.
0 0 (4kπ(t − τ )) 2 R3

Z Z t Z
ect −
|x−y|2 ec(t−τ ) |x−y|2
− 4k(t−τ )
u(x, t) = 3 e 4kt φ(y)dy + 3 e φ(y)dydτ.
(4kπt) 2 R3 0 (4kπ(t − τ )) 2 R3

13.2
 x

 ut = uxx + sin , 0 < x < π, t > 0

 2

x
u(x, 0) = sin , 0⩽x⩽π

 2


u(0, t) = 0, u (π, t) = 0, t⩾0
x

138
 , Fourier .


vt = vxx , 0 < x < π, t > 0

 x
v(x, 0) = sin , 0⩽x⩽π

 2


v(0, t) = 0, vx (π, t) = 0, t⩾0
v(x, t) = X(x)T (t),
T ′ (t) X ′′ (x)
T ′ (t)X(x) = T (t)X ′′ (x) ⇒ = ≜ −λ.
T (t) X(x)
X(x) X ′′ (x) + λX(x) = 0 X(0) = X ′ (π) = 0. S-L λ ⩾ 0,
λn = ( 2n+1 2
2 ) , Xn (x) = sin 2n+1
2 x.
∞
X ∞
X 2n + 1
u(x, t) = gn (t)Xn (x) = gn (t) sin x.
2
n=0 n=0

∞
X ∞ 
X 
2n + 1 2n + 1 2 2n + 1
ut = gn′ (t) sin x, uxx = − gn (t) sin x.
2 2 2
n=0 n=0

∞
"   #
x X 2n + 1 2 2n + 1 x
′
ut − uxx = sin ⇒ gn (t) + gn (t) sin x = sin .
2 2 2 2
n=0

 2
1 2n + 1
g0′ (t) + g0 (t) = 1, gn′ (t) + gn (t) = 0(n ⩾ 1).
4 2
u(x, 0) = sin x2 ,
∞
X 2n + 1 x
gn (0) sin x = sin ⇒ g0 (0) = 1, g1 (0) = g2 (0) = · · · = 0.
2 2
n=0

g0 (t) = 4 − 3e− 4 ,
t
g1 (t) = g2 (t) = · · · = 0.

x
u(x, t) = (4 − 3e− 4 ) sin .
t

2
13.3


 ut = kuxx , 0 < x < l, t > 0


u(x, 0) = 0, 0⩽x⩽l



u(0, t) = 0, u(l, t) = At, t⩾0
v =u− At
l , v


 Ax

 vt = kvxx − , 0 < x < l, t > 0
 l
 v(x, 0) = 0, 0⩽x⩽l



v(0, t) = 0, v(l, t) = 0, t⩾0
v :
T ′ (t) X ′′ (x)
v(x, t) = T (t)X(x) ⇒ = ≜ −λ.
kT (t) X(x)

139
 X ′′ (x) + λX(x) = 0, X(0) = X(l) = 0. S-L λn = ( nπ 2
l ) ,
P
Xn = sin nπx
l . f (x) = − Ax
l {Xn (x)}∞ 1 , f (x) = ∞ nπx
n=1 fn sin l ,
Z l
2 nπs 2A
fn = f (s) sin ds = (−1)n .
l 0 l nπ
P
v= ∞ nπx
n=1 gn (t) sin l , vt − vxx = f (x),
X∞   nπ 2  ∞
′ nπx X 2A nπx
gn (t) + kgn (t) sin = (−1)n sin .
l l nπ l
n=1 n=1

 nπ 2 2A
gn′ (t) + kgn (t) = (−1)n .
l nπ
v gn (0) = 0,
2Al2 (−1)n
(1 − e−k( l ) t ).
nπ 2
gn (t) = 3 3
kn π
X ∞
At nπx At
u=v+ x= gn (t) sin + x
l l l
n=1
∞
X
At 2Al2 (−1)n nπx
(1 − e−k(
nπ 2
) t
= x+ l ) sin .
l kn3 π 3 l
n=1

140
 14 (by )

14.1

14.1 ( 7-1)
a>0 Fourier


 ut = a2 uxx + f (x, t), 0 < x < l, t > 0


u|t=0 = φ(x)




u|x=0 = u|x=l = 0
♥

S-L
X ′′ (x) + λX(x) = 0, X(0) = X(l) = 0.
λn = ( nπ l x)(n ⩾ 1).
Xn (x) = sin( nπ
2 Fourier
l )
∞
X ∞
X ∞
X
nπ nπ nπ
u(x, t) = Tn (t) sin( x), f (x, t) = f˜n (t) sin( x), φ(x) = An sin( x).
l l l
n=1 n=1 n=1

Z Z
hf, Xn i 2 l
nπ 2 l
nπ
f˜n (t) = = f (x, t) sin( x)dx, An = φ(x) sin( x).
kXn k2 l 0 l l 0 l

anπ 2
Tn′ (t) + ( ) Tn (t) = f˜n (t), Tn (0) = An .
l

Z t
−( anπ
f˜n (s)e−( l ) (t−s) ds
anπ 2
)2 t
Tn (t) = An e l +
0

∞
X Z t
−( anπ nπ
f˜n (s)e−( l ) (t−s) ds) sin( x).
anπ 2
)2 t
u(x, t) = (An e l +
0 l
n=1

14.2 ( 7-2)
ω∈R


 u|tt = 4uxx + sin(πx) sin(ωt), 0 < x < 1, t > 0


u|t=0 = ut |t=0 = 0



u| = u|
x=0 =0 x=1

u(x, t) [0, 1] × [0, +∞) .

♥
 14.1

. z(x, t; τ )


 ztt = 4zxx , 0 < x < 1, t > τ


u|t=τ = 0, ut |t=τ = sin(πx) sin(ωτ )




u|x=0 = u|x=1 = 0
T ′′ (t−τ ) X ′′ (x)
T (t − τ )X(x), 4T (t−τ ) = X(x) := −λ. X x
λn = n2 π 2 , Xn (x) = sin(nπx).
T ′′ (t − τ ) + (2nπ)2 Tn (t − τ ) = 0 ⇒ Tn (t − τ ) = An cos(2nπ(t − τ )) + Bn sin(2nπ(t − τ )).

∞
X ∞
X
An sin(nπx) = 0, 2nπBn sin(nπx) = sin(πx) sin(ωτ ).
n=1 n=1

Fourier

Z 1

 sin(ωτ ) , n = 1
1 2π
An = 0, Bn = sin(ωτ ) sin(πx) sin(nπx)dx =
nπ 0 
0, n 6= 1

sin(ωτ )
z(x, t; τ ) = sin(2π(t − τ )) sin(πx).
2π


 sin(πx) 2π sin(ωt) − ω sin(2πt)

 · , ω 6= ±2π
Z t 
 2π 4π 2 − ω 2

sin(πx) sin(2πt) − 2πt cos(2πt)
u(x, t) = z(x, t; τ )dτ =
 · , ω = 2π
0 
 4π 2π

 2πt cos(2πt) − sin(2πt)

 sin(πx)
· , ω = −2π
4π 2π
1 2π+|ω|
ω 6= ±2π |u(x, t)| 2π |4π 2 −ω 2 | ω = ±2π u(x, t) .

14.3 ( 7-3)



u|tt = uxx − 2ux + e sin(πx), 0 < x < 1, t > 0
x


u|t=0 = ut |t=0 = 0



u|
x=0 = u|x=1 = 0
♥

S-L

X ′′ (x) − 2X ′ (x) + λX(x) = 0
X(0) = X(1) = 0

λn = 1 + n2 π 2 , Xn (x) = ex sin(nπx).

142
 14.1

Xn : n = 1, 2, ... Fourier
∞
X
u(x, t) = Tn (t)ex sin(nπx).
n=1

∞
X
(Tn′′ (t) + (1 + n2 π 2 )Tn (t))ex sin(nπx) = ex sin(nπx).
n=1


1, n = 1 ′
Tn′′ (t) + (1 + n2 π 2 )Tn (t) = Tn (0) = Tn (0) = 0.
0, n 6= 1

√
1 − cos 1 + π 2 t
T1 (t) = , Tn (t) = 0(n ≥ 2).
1 + π2

√
1 − cos 1 + π 2 t x
u(x, t) = e sin(πx)
1 + π2
14.4 ( 7-4)



 ut = uxx + sin(πx), 0 < x < 1, t > 0


u|t=0 = x



u|
x=0= t, u| =1−t
x=1
♥

,
v(x, t) = u(x, t) − (1 − 2t)x − t.

v 

 vt = vxx + sin(πx) + 2x − 1, 0 < x < 1, t > 0


v|t=0 = 0



v|
x=0 = v|x=1 = 0

ODE 
F ′′ (x) + sin(πx) + 2x − 1 = 0
F (0) = F (1) = 0

sin(πx) x3 x2 x
F (x) = − + − + .
π2 3 2 6
w = v − F (x), w


 wt = wxx


w|t=0 = −F (x)



w| = w|
x=0 =0 x=1

143
 14.1

T (t)X(x),
T ′ (t) X ′′ (x)
T ′ (t)X(x) = T (t)X ′′ (x) ⇒ = ≜ −λ
T (t) X(x)
S-L X ′′ (x) + λX(x) = 0, X(0) = X(l) = 0. λn = (nπ)2
P∞
Xn (x) = sin(nπx)(n ≥ 1). n=1 Tn (t)Xn (x) ,
Tn′ (t) + (nπ)2 Tn (t) = 0, Tn (0) = −Fn .

Z 1
hF, Xn i sin(πx) x3 x2 x
Fn = = 2 (− + − + ) sin(nπx)dx
kXn k2 0 π2 3 2 6
 1

 − 2, n = 1

 π

= 1
 , n = 2k

 2k 3 π 3


0, n = 2k + 1(k ≥ 1)
Tn (t) = −Fn e−(nπ) t .
2

u(x, t) = w(x, t) + F (x) + (1 − 2t)x + t

∞
sin(πx) −π 2 t x3 x2 x X 1
e−(2kπ) t sin(2kπx).
2
= (1 − 2t)x + t − 2
(1 − e ) + − + − 3 3
π 3 2 6 2k π
k=1

14.5 (160-9)
1 2, . 100℃,
∂u
∂r = −γ < 0, γ .
1. ( : ).
2. .
3. γ 20℃.
♥

u 

∆3 u = 0, 1 < |x| < 2

 ∂u
u||x|=1 = 100, = −γ
∂r |x|=2

1. u , u(x) = v(r), r = |x|.

X
3 X3  2 
∂ xi ′ r − x2i ′ x2i ′′ 2
0 = ∆3 u = ( v (r)) = v (r) + v (r) = v ′′ (r) + v ′ (r).
∂xi r r3 r2 r
i=1 i=1
v(1) = 100, v ′ (2) = −γ, ODE
4γ 4γ
u(x) = v(r) = + 100 − 4γ = p 2 + 100 − 4γ.
r x1 + x22 + x23
2. 1 r .
umax = v(1) = 100, umin = v(2) = 100 − 2γ.
3. 2 100 − 2γ = 20 ⇒ γ = 40.

144
 14.1

14.6 (165-3)
D = 0 < x < π, 0 < y < π ,
uy |y=0,π = 0, u|x=0 = 0, u|x=π = cos2 y.
♥

X(x)Y (y),
X ′′ (x) Y ′′ (y)
X ′′ (x)Y (y) + X(x)Y ′′ (y) = 0 ⇒ =− ≜ λ.
X(x) Y (y)
S-L
Y ′′ (y) + λY (y) = 0, Y ′ (0) = Y ′ (π) = 0.

λn = n2 , Yn (y) = cos(ny)(n ≥ 0).

Xn′′ (x) − n2 Xn (x) = 0 ⇒ X0 (x) = A0 + B0 x, Xn (x) = An cosh(nx) + Bn sinh(nx)(n ⩾ 1).

∞
X ∞
X
u(x, y) = Xn (x)Yn (y) = A0 + B0 x + (An cosh(nx) + Bn sinh(nx)) cos(ny).
n=0 n=1
x
∞
X
u(0, y) = A0 + An cos(ny) = 0 ⇒ An = 0(n ⩾ 0).
n=1
X∞
1 + cos 2y
u(π, y) = B0 π + Bn sinh(nπ) cos(ny) = cos2 y = .
2
n=1

1 1
An = 0(n ≥ 0); B0 = , B2 = , B1 = B3 = B4 = · · · = 0.
2π 2 sinh(2π)

x sinh(2x) cosh(2y)
u(x, y) = + .
2π 2 sinh(2π)

14.7 (172.4)
Poisson P (r, θ) D .
♥

R2 Poisson
a2 − r 2 X  r n
∞ X ∞
P (r, θ) = 2 = 1 + 2 cos(nθ) ≜ 1 + 2 Pn (r, θ).
a − 2ar cos θ + r2 a
n=1 n=1

∂ 2 Pn 1 ∂Pn 1 ∂ 2 Pn
∆Pn = + +
∂r2 r ∂r r2 ∂θ2
n(n − 1) r   n−2 n r n−1 n2  r n
= cos nθ + ( ) cos nθ − cos nθ
a2 a ar a  r2 a
 r n n(n − 1) n n2
= cos nθ + − = 0.
a r2 r2 r2
∆P = 0.

145
 14.1

14.8 (176-11 )
D ⊂ Rn , :


 − ∆u = f inD
 
 ∂u
 u+σ |∂D = g
∂ν
, σ(x) ≥ 0.
♥

u1 , u 2 , w = u1 − u2 , w


 − ∆w = 0 in D
 
 ∂w
 w+σ =g
∂ν ∂D
R R
D |∇w| + σ · ( ∂w
∂ν ) dS ≥ 0,
E= 2 2 Green
∂D
Z   Z
∂w ∂w
E= w+σ dS − w∆wdx = 0.
∂D ∂ν ∂ν D
∇w ≡ 0 ⇒ w , w , u1 ≡ u2 .
14.9 (177-13)
:

uxx + uyy = 0
u| = 0, u|r=a = g(θ), u|r=b = h(θ)
θ=α,β
♥

.


 1 1

 urr + ur + 2 uθθ = 0, α < θ < β, a < r < b
 r r
 u(r, α) = u(r, β) = 0



u(α, θ) = g(θ), u(β, θ) = h(θ)

R(r)Θ(θ),
1 1 r2 R′′ (r) + rR′ (r) Θ′′ (θ)
R′′ (r)Θ(θ) + R′ (r)Θ(θ) + 2 R(r)Θ′′ (θ) = 0 ⇒ =− ≜ λ.
r r R(r) Θ(θ)
Θ(θ) S-L
Θ′′ (θ) + λΘ(θ) = 0, Θ(α) = Θ(β) = 0.

θ−β )(n ⩾ 1).

nπ 2
λn = ( β−α ) , Θn (θ) = sin(nπ θ−α
 2
nπ nπ
− β−α
nπ
r 2
Rn′′ (r) + rRn′ (r) − Rn (r) = 0 ⇒ Rn (r) = An r β−α + Bn r
β−α

∞
X ∞
X  
nπ
− β−α
nπ θ−α
u(r, θ) = Rn (r)Θn (θ) = (An r β−α + Bn r ) sin nπ .
θ−β
n=1 n=1

146
 14.1

r , Fourier
 Z 
nπ
− β−α
nπ hg, Θn i 2 θ−α β
An a β−α + Bn a = = g(θ) sin nπ dθ ≜ Cn
kΘn k 2 β−α α θ−β
Z β  
nπ
− β−α
nπ hh, Θn i 2 θ−α
An b β−α + Bn b = = h(θ) sin nπ dθ ≜ Dn .
kΘn k2 β−α α θ−β
nπ nπ
− β−α
nπ
− β−α
nπ
Cn a β−α − Dn b β−α Dn b − Cn a
An = , Bn = .
2nπ 2nπ
− β−α
2nπ
− β−α
2nπ
a β−α − b β−α b −a
14.1 {uk } U ⊂ Rn uk u(x) u(x) U
.
u(x) U . x∈U r>0 B(x, r) ⊂ U , uk
∂B(x, r) u.
Z Z
1 1
u(y)dy = lim uk (y)dy = u(x).
nωn rn−1 ∂B(x,r) k→∞ nω nr
n−1
∂B(x,r)

14.2 Rn Bessel −∆u + u = f , f ∈ L2 (Rn ).

u x Fourier ,
fˆ(ξ)
(1 + |ξ|2 )û = fˆ(ξ) ⇒ û = .
1 + |ξ|2
1
g(ξ) = 1+|ξ|2
Fourier .
Z Z Z ∞ 
1 eix·ξ 1 −(1+|ξ|2 )t
ǧ(x) = dξ = e dt eix·ξ dξ
(2π)n Rn 1 + |ξ|2 (2π)n Rn 0
Z ∞  Z  Z ∞
−t 1 −|ξ|2 t ix·ξ
e−t F −1 [e−|ξ| t ]dt
2
= e n
e e dξ dt =
0 (2π) Rn 0
Z ∞ −t
e |x|2
− 4t
= n e dt.
0 (4πt) 2
Z ∞ Z
−1 e−t |x−y|2
u(x) = F [fˆ(ξ)g(ξ)] = (f ∗ ǧ)(x) = n e− 4t f (y)dydt.
0 (4πt) 2 Rn

14.3 U ⊂ Rn , v ∈ C 2 (U ) , U ∆v ⩾ 0.
1. : v
Z
1
v(x) ⩽ v(y)dy, ∀B(x, r) ⊂ U.
ωn r n B(x,r)
2. U .
x ∈ U, r>0 B(x, r) ⊂ U ,
Z Z
1 1 z= y−x
r
φ(r) = v(y)dS(y) ====== v(x + rz)dS(z).
nωn rn−1 ∂B(x,r) nωn ∂B(0,1)

147
 14.1

Z
′ 1
φ (r) = ∇v(x + rz) · zdS(z)
nωn ∂B(0,1)
Z
1
= ∇v(y) · zdS(y)
nωn rn−1 ∂B(x,r)
Z
1
= ∆v(y)dy ⩾ 0.
nωn rn−1 B(x,r)
φ(r) r ,
Z
1
v(x) = lim φ(r) ⩽ φ(r) = v(y)dS(y).
r→0 + nωn rn−1 ∂B(x,r)

Z Z Z ! Z
r r
1 1 1
v(y)dy = v(y)dS(y) dρ ⩾ n nρn−1 v(x)dρ = v(x).
ωn r n B(x,r) ω nr
n
0 ∂B(x,ρ) r 0

: max v > max v, u = v+ ε|x|2 , ε > 0

U ∂U
max u > max u. x0 ∈ U u Hessian D2 u(x0 ) , ∆u(x0 ) =
U ∂U
tr(D2 u(x0 )) ⩽ 0. ∆u = ∆v + 2ε > 0, ! .
: U . x0 ∈ U v , A = {x ∈ U : v(x) =
v(x0 )}, A 6= ∅. U A , A = U, v .A
, x ∈ A, r>0 B(x, r) ⊂ U . y ∈ B(x, r) v(y) < v(x0 )
Z Z
1
v(x0 ) = v(x) ⩽ v(y)dy < v(x0 )dy = v(x0 ).
ωn rn B(x,r) B(x,r)
!
14.4 U ⊂ Rn , u ∈ C ∞ (U ). U
∆u = f (x ∈ U ), u|∂U = g.
C = C(U, n) > 0,
max |u| ≤ C(max |f | + max |g|).
U U ∂U

: . M = max |f | v = u+ 2n |x| ,
M 2
U
∆v = ∆u + M ≥ 0, v . R = max |x|, ∂U
Ū
M 2 M 2
v ⩽ |u| + R ⩽ max |g| + R .
2n ∂U 2n
2
C = max{1, Rn } = C(U, n),
M 2 R2
max u ⩽ max |v| + R ⩽ max |g| + max |f | ⩽ C(max |f | + max |g|).
U U 2n ∂U n U U ∂U

.
14.5( Hadamard ) 0 < r < R < ∞, U = {x ∈ R2 : r < |x| < R}.
u ∈ C(U ) U , M (ρ) = max u(x)(r ⩽ ρ ⩽ R). : M (ρ) [r, R] log ρ ,
|x|=ρ

log R − log ρ log ρ − log r

M (ρ) ⩽ M (r) + M (R).
log R − log r log R − log r

148
 14.1

φ(ρ) = α + β log ρ(r ⩽ ρ ⩽ R), φ(r) = M (r), φ(R) = M (R),

M (r) log R − M (R) log r M (r) − M (R)
α= ,β = .
log R − log r log R − log r

log R − log ρ log ρ − log r

φ(ρ) = M (ρ) ⩽ M (r) + M (R).
log R − log r log R − log r
v(x) = u(x) − φ(|x|). ρ = |x|,
  
X   X x2i
2
∂ xi ′
2
ρ − 2
xi ′′  φ′ (ρ)
∆(φ(ρ)) = φ (ρ) =  ρ  ′
φ (ρ) + φ (ρ) = φ ′′
(ρ) + =0
∂xi ρ ρ2 ρ2 ρ
i=1 i=1

∆v = ∆u ⩾ 0. v U . |x| = r |x| = R , v(x) ⩽ 0,

v(x) ⩽ 0 ,
log R − log ρ log ρ − log r
u(x) ⩽ φ(ρ)(∀|x| = ρ) ⇒ M (ρ) ⩽ M (r) + M (R).
log R − log r log R − log r
14.6 U ⊂ Rn .
X
n  
∂ ∂
L≜ aij (x) .
∂xj ∂xi
i,j=1

A(x) = (aij (x))n×n U . u ∈ C 2 (U ) ∩ C(U )

Lu ⩾ 0( u Lu = 0 ), max u = max u.
Ū ∂U
u(x0 ) = max u > max u, x0 ∈ U . L . P = P (x) ∈ C 1 (U ; Rn×n )
U ∂U
, P AP T = diag(λ1 , · · · , λn ), λi = λi (x) > 0 A(x) . y =
x0 + (x − x0 )P , x = x0 + (y − x0 )P T . P = (pkl ),
X
n
∂2u X
n
∂aij ∂u
Lu(x) = aij (x) + (x)
∂xi ∂xj ∂xj ∂xi
i,j=1 i,j=1
Xn
∂2u X
n
∂u
= aij pki plj + bj
∂yk ∂yl ∂yj
i,j,k,l=1 j=1
X n
∂2u X
n
∂u
= (P AP T )kl + bj
∂yk ∂yl ∂yj
k,l=1 j=1
X
n
∂2u X
n
∂u
= λk + bj .
∂yk2 j=1
∂yj
k=1

bj .
X
n
∂2 X ∂
n
L≜ λi 2 + bj
∂xi ∂xj
i=1 j=1

. λi , bj ∈ C(U ), λi .
max u > max u, v = u + εeM x1 .
U ∂U
X
n
∂2 Xn
∂
M x1
Lv = Lu + λi 2 (εe ) + bj (εeM x1 ) = Lu + εM (M λ1 (x) + b1 (x))eM x1 .
∂xi ∂xj
i=1 j=1

λ0 , b 0 > 0 λ1 (x) ⩾ λ0 , |b1 (x)| ⩽ b0 (∀x ∈ U ), M = b0

λ0 > 0,
2
ε > 0, max v > max v. x0 = (x101 , · · · , x0n ) ∈U v ∂v 0
∂xi (x )
∂ v
= 0, ∂x 2 (x ) ⩽
0
U ∂U i

149
 14.2

0, ∀i.
0 0
0 ⩾ Lv(x0 ) = Lu(x0 ) + εM (M λ1 (x0 ) + b1 (x0 ))eM x1 ⩾ εM (M λ0 + b0 )eM x1 > 0.
! max u = max u.
U ∂U

14.2

14.2.1 Poisson

Rn (n ⩾ 2) Poisson
∆u = f. (14.1)
f ∈ Cc2 (Rn ). Laplace ∆ , ∆u =
0 u(x) = v(r)(x 6= 0), r = |x|.
X ∂  xi
n  X n  2 
′ r − x2i ′ x2i ′′ n−1 ′
0 = ∆u = v (r) = 3
v (r) + 2 v (r) = v ′′ (r) + v (r).
∂xi r r r r
i=1 i=1
w(r) = v ′ (r), w′ (r) + n−1
r w(r) = 0. w(r) = Cr1−n .


a + b ln r, n = 2
v(r) =

c +
d
, n⩾3
rn−2
, :
 1

 ln |x|, n=2
2π
V (x) = (x 6= 0)

− 1 1
, n ⩾ 3
n(n − 2)ωn |x|n−2

Fourier ∆u = δ(x) . n⩾3 : u
x Fourier
1
|ξ|2 û(ξ) = −1 ⇒ û(ξ) = − .
|ξ|2
Fourier
  Z Z Z ∞ 
−1 1 1 eix·ξ 1 −|ξ|2 t
u(x) = F − 2 =− dξ = − e dt eix·ξ dξ
|ξ| (2π)n Rn |ξ|2 (2π)n Rn 0
Z ∞ Z  Z ∞
1 1 |x|2
−|ξ|2 t ix·ξ − 4t
=− e e dξ dt = − n e dt
0 (2π)n Rn 0 (4πt) 2
|x|2 Z ∞ 2 n Z ∞
p= 4t |x| p 2
−p 1
p 2 −2 e−p dp
n
====== − e dp = − n
0 4p 2 π|x| 2
4π 2 |x|n−2 0
1  n 
=− n Γ − 1 (n ⩾ 3).
4π 2 |x| n−2 2

n n n
π2 π2 π2
ωn = = n = .
2 ( 2 − 1)Γ( 2 − 1)
n n n n n
Γ( 2 + 1) 2 Γ( 2 )

n
1 4π 2 1 1
u(x) = − · =− .
− − |x|
n
4π |x|
2 n−2 n(n 2)ω n n(n 2)ω n
n−2

150
 14.2

Fourier , (14.1)
Z
u(x) = (V ∗ f )(x) = V (x − y)f (y)dy.
Rn
.

14.1 (Poisson )
u = V ∗ f,
1. u ∈ C 2 (Rn ).
2. u Poisson (14.1).
♥

i = 1, · · · , n h 6= 0,
Z
u(x + hei ) − u(x) f (x − y + hei ) − f (x − y)
= V (y) dy
h h
ZR
n

f (y + hei ) − f (y)
= V (x − y) dy
Rn h
supp f ,
f (y + hei ) − f (y)
⇒ fxi (y), as h → 0.
h
Z
u(x + hei ) − u(x)
uxi = lim = V (x − y)fxi (y)dy = (V ∗ fxi )(x).
h→0 h Rn

u , u ∈ C 2 (Rn ). u Poisson (14.1).

ε > 0,
Z
∆u = V (y)∆x f (x − y)dy
ZR
n
Z
= V (y)∆x f (x − y)dy + V (y)∆x f (x − y)dy
B(0,ε) Rn \B(0,ε)

≜ I1 + I2 .
.
R
f ∈ Cc2 (Rn ) ∆f , M > 0, |I1 | ⩽ M B(0,ε) |V (y)|dy. ε<1

Z Z Z ε ε
1
|V (y)|dy = − ln |y|dy = − r ln rdr ⩽ −ε(r ln r − r) = ε2 ln ε(n = 2).
B(0,ε) 2π B(0,ε) 0 0
Z Z Z ε
1 1 1 ε2
|V (y)|dy = dy = rdr = (n ⩾ 3).
B(0,ε) n(n − 2)ωn B(0,ε) |y| n−2 n−2 0 2(n − 2)

ε → 0+ ,I1 → 0.
Green
Z Z
∂f
I2 = V (y) (x − y)dS(y) − ∇V (y) · ∇x f (x − y)dy ≜ J1 − J2
∂B(0,ε) ∂ν Rn \B(0,ε)
R
. J1 , |∇f | N > 0, J1 ⩽ N ∂B(0,ε) |V (y)|dS(y).
ε<1 ,
Z Z
1
|V (y)|dS(y) = − ln |y|dS(y) = −ε ln ε(n = 2).
∂B(0,ε) 2π ∂B(0,ε)

151
 14.2
Z Z
1 1 ε
|V (y)|dS(y) = dS(y) = (n ⩾ 3).
∂B(0,ε) n(n − 2)ωn ∂B(0,ε) |y| n−2 n−2

ε → 0+ , J → 0. J2 , Green :
Z 1 Z
∂V
J2 = (y)f (x − y)dS(y) − ∆V (y)f (x − y)dy
∂B(0,ε) ∂ν Rn \B(0,ε)
Z
∂V
= (y)f (x − y)dS(y).
∂B(0,ε) ∂ν
∂V
∂ν = ∇V · ν . ∂B(0, ε) , ν = − yε ,
∂V 1 yi 1 y ∂V 1
= ⇒ ∇V = ⇒ =− .
∂yi nωn |y|n nωn |y|n ∂ν y∈∂B(0,ε) nωn εn−1

Z Z
1 1
J2 = − f (x − y)dS(y) = − f (y)dS(y) → −f (x)(ε → 0+ ).
nωn εn−1 ∂B(0,ε) nω nε
n−1
∂B(x,ε)
∆u = f , .

14.2.2 Poisson

n(n ⩾ 3) Dirichlet

∆u = 0, x ∈ B(0, R)
(14.2)
u| = φ(x)
∂B(0,R)

Green . x∗ = ( |x|
R 2
) x x ∈ B(0, R) . n=3
Green
1 R |x|
G(x, y) = − + ∗
= V (x − y) − V ( (y − x∗ )).
4π|y − x| 4π|x||y − x | R

14.1 (Green )
n(n ⩾ 3) Dirichlet Green
|x|
G(x, y) = V (x − y) − V ( (y − x∗ )).
R ♠

H(x, y) ≜ −V ( |x| ∗
R (y − x )) . x∗ , ∆Hy (x, y) = 0, ∀y ∈
B(0, R). y ∈ ∂B(0, R) ,
|x| |x|2 |x|2 R2 R4
(y − x∗ ) = 2 (|y|2 − 2y · x∗ + |x∗ |2 ) = 2 (R2 − 2y · 2 x + )
R R R |x| |x|2
= |x|2 − 2y · x + R2 = |x − y|2 .
H(x, y) = −V (x − y). .

Poisson Dirichlet 14.2 .

∂V (x − y) 1 yi − x i
= .
∂yi nωn |x − y|n

152
 14.2

|x|
R yi − |x| xi
R
∂G 1 yi − x i 1 |x|
= −
nωn |x − y| n |x|n ∗ n
Rn |y − x |
∂yi nωn R
1 yi − x i 1 |x|2 Rn−2 yi − Rn xi
= − .
nωn |x − y| n nωn |x|n |y − x∗ |n
y ∈ ∂B(0, R) ,
∂G X
n
yi ∂G 1 R2 − x · y 1 |x|2 − x · y R2 − |x|2 1
= = − = .
∂ν R ∂yi nωn R |x − y| n |x|
nωn R |(y − x∗ )|n nωn R |x − y|n
i=1 R
B(0, R) Poisson , P (x, y). (14.2)
Z Z
R2− |x|2 φ(y)
u(x) = φ(y)P (x, y)dS(y) = dS(y). (14.3)
∂B(0,R) nωn R ∂B(0,R) |x − y|n
(14.3) (14.2) .

14.2
φ ∈ C(∂B(0, R)) (14.3) u.
1. u ∈ C ∞ (B(0, R)).
2. ∆u = 0 in B(0, R).
3. lim
x→x0
u(x) = ϕ(x0 ), ∀x0 ∈ ∂B(0, R).
x∈B(0,R)
♥

1. x ∈ B(0, R), y ∈ ∂B(0, R), Poisson P (x, y) x u ∈

C ∞ (B(0, R)),
Z
α
D u= φ(y)Dxα P (x, y)dS(y).
∂B(0,R)
2. P (x, y) x (check it!)
Z
∆u = φ(y)∆x P (x, y)dS(y) = 0.
∂B(0,R)
R
3. ∂B(0,R) P (x, y)dS(y) = 1. x = rz, r ⩾ 0, z ∈ ∂B(0, R).
|rz − y|2 = r2 |z|2 − 2rz · y + |y|2 = r2 |y|2 − 2ry · z + |z|2 = |ry − z|2 .
P (x, y) = P (rz, y) = P (ry, z).
Z Z
P (x, y)dS(y) = P (ry, z)dS(y) = nωn Rn−1 P (0, z) = 1.
¶B(0,R) ∂B(0,R)
ε > 0, φ ∈ C(∂B(0, R)) φ , r = r(ε) > 0, y ∈ ∂B(0, R) ∩

153
 14.2

B(x0 , r). |φ(y) − φ(x0 )| < ε. M = max |φ| < +∞, |x − x0 | < r/2
∂B(0,R)
Z
|u(x) − φ(x0 )| = (φ(y) − φ(x0 ))P (x, y)dS(y)
∂B(0,R)
Z
⩽ P (x, y)|φ(y) − φ(x0 )|dS(y)+
∂B(0,R)∪B(x0 ,r)
Z
P (x, y)|φ(y) − φ(x0 )|dS(y)
∂B(0,R)\B(x0 ,r)
Z
R2 − |x|2 dS(y)
< ε + 2M ·
nωn R ∂B(0,R)\B(x0 ,r) |x − y|n
− R2
1 |x|2
⩽ ε + 2M · · nωn Rn−1
nωn R (r/2)n
2n+1 M Rn−2 (R2 − |x|2 )
=ε+ .
rn
|x − x0 | |u(x) − φ(x0 )| < 2ε. u(x) → φ(x0 )(x → x0 , x ∈ B(0, R)).

Rn Rn+ Dirichlet
.

, Poisson .

14.3 ( )
U⊂ Rn ,u U \ {x0 } , x0
lim |x − x0 |n−2 u(x) = 0, n > 2.
x→x0
u x0 , u U .
♥

x0 = 0, B(0, R) ⊂ U . Poisson B(0, R)

Z
R2 − |x|2 u(y)
v(x) = dS(y).
nωn R ∂B(0,R) |x − y|n
: x ∈ B(0, R) \ {0}, u(x) = v(x). u(0) v(0) .
ε > 0, w(x) = ε(|x|2−n − R2−n ). |x|n−2 u(x) →0 δ > 0,
∂B(0, δ) |u − v| < w. w(x) B(0, R) \ B(0, δ) , w(x) = 0 on ∂B(0, R).
∆(u − v − w) = 0 in B(0, R) \ B(0, δ),
(u − v − w)|∂B(0,R) = 0, (u − v − w)|∂B(0,δ) < 0.

u − v ⩽ w in B(0, R) \ B(0, δ). v − u ⩽ w in B(0, R) \ B(0, δ).

|u − v| ⩽ w. δ→ 0+ , |u − v| ⩽ w in B(0, R) \ {0}. ε↓0 u = v in B(0, R) \ {0}.

14.4 (Schwarz )
U+ ⊂ Rn {x ∈ Rn : |x| < R, xn > 0}. u ∈ C 2 (U+ ) ∩ C(U + ) U+ ,
∂U+ ∩ {xn = 0} . B(0, R)

u(x1 , · · · , xn ), xn ⩾ 0
v(x) =
 − u(x , · · · , x
1 n−1 , −xn ), xn < 0

154
 14.2

v ∈ C 2 (B(0, R)) B(0, R) .

♥

v ∈ C(B(0, R)). Poisson

Z
R2 − |x|2 v(y)
w(x) = dS(y)
nωn R ∂B(0,R) |x − y|n
B(0, R) ∂B(0, R) w = v. v ∂U+ ∩ {xn = 0}
w = 0, w = v = u. w|∂U+ = u|∂U+ . w = u in U + . v

n
v(x) = w(x1 , · · · , xn ), xn ⩾ 0 − w(x1 , · · · , xn−1 , −xn ), xn < 0

: w . , v ∈ C 2 (B(0, R)),
vxk xn (k = 1, · · · , n) .
lim vxk xn (x1 , · · · , xn ) = wxk xn (x1 , · · · , xn−1 , 0)
xn →0+
xn ∈B(0,R)

∂2
= (−w(x1 , · · · , xn−1 , −xn ))
∂xk ∂xn xn =0

= lim vxk xn (x1 , · · · , xn )(k 6= n).

xn →0−
xn ∈B(0,R)

, w = 0, wxk xk = 0(k 6= n), w wxn xn = 0,

w xn xn . , v = w, ; xn < 0,
vxk xk (x1 , · · · , xn ) = −wxk xk (x1 , · · · , xn−1 , −xn ) ⇒ ∆v = 0.
v B(0, R) .

14.2.3 Harnack

U Rn . V ⊂⊂ U , V ⊂V ⊂U V .

14.5 (Harnack )
V ⊂⊂ U , C = C(n, V, U ), U u,
sup u ⩽ C inf u.
V V
♥

(1) “ ” : “ ” . (2) Harnack
: u(x) ⩽ Cu(y), ∀x, y ∈ V .
r= 1
2 d(V, ∂U )( U = Rn , r=1 ), x, y ∈ U |x − y| < r,
Z Z
1 1 1 1
u(x) = n
u(z)dz ⩾ n n
u(z)dz = n u(y).
ωn (2r) B(x,2r) 2 ωn r B(y,r) 2
V , B(ξk , 2r )(1 ⩽ k ⩽ N ) V , ηk ∈ B(ξk , 2r ) ∩
B(ξk+1 , 2r ). x, y ∈ V , x ∈ B(ξk , 2r ), y ∈ B(ξk+s , 2r )(1 ⩽ s ⩽ N − k),
1 1 1 1
u(x) ⩾ n u(ηk ) ⩾ 2n u(ηk+1 ) ⩾ · · · ⩾ (s+2)n u(y) ⩾ n(N +1) u(y).
2 2 2 2

155
 14.2

14.1
un U , x∈U {un (x)} , un U
.
♥

V ⊂⊂ U , W ⊂⊂ U , x∈W V ⊂ W. m > n, um − un U
. Harnack C = C(n, W, U ) > 0,
sup(um − un ) ⩽ sup(um − un ) ⩽ V inf (um − un ) ⩽ C(um (x) − un (x)).
V W W

{un (x)} {un } U , 14.1 .

Harnack .
14.2
r > 0, u ∈ C(B(0, r)) B(0, r) .
r − |x| r + |x|
rn−2 u(0) ⩽ u(x) ⩽ rn−2 u(0).
(r + |x|) n−1 (r − |x|)n−1
♠

Poisson
Z
r2 − |x|2 u(y)
u(x) = dS(y).
nωn r ∂B(0,r) |x − y|n

Z
r2 − |x|2 1 1 r + |x|
u(x) ⩽ u(y)dS(y) = rn−2 u(0).
r (r − |x|) nωn
n
∂B(0,r) (r − |x|)n−1

Z
r2 − |x|2 1 1 r − |x|
u(x) ⩾ u(y)dS(y) = rn−2 u(0).
r (r + |x|) nωn
n
∂B(0,r) (r + |x|)n−1
14.7( ) B(0, r) Rn (n ⩾ 3) , r > 0 .
−∆u + f (u, x) = 0 B(0, 2r) u(x), f ⩽0 . : u B(0, r)
, B(0, r) u > 0.
∆u ⩽ 0,
Z
1
u(x) ⩾ u(y)dy, ∀B(x, ρ) ⊂ B(0, 2r).
ωn ρn B(x,ρ)
( ). u Harnack (check it!). u
B(0, r)
0 < sup u ⩽ C inf u ⇒ inf u > 0.
B(0,r) B(0,r) B(0,r)

B(0, r) u > 0.

14.2.4 Hopf

, U ( ut = 0) , ∆u = 0.
,u ∂U . , U U ,
∂u
∂ν ⩽ 0; , U U , ∂u
∂ν ⩾ 0. Hopf
. Hopf .

156
 14.2

14.1 (Hopf )
u ∈ C(B(0, R)) B(0, R) , x0 ∈ ∂B(0, R) u(x) < u(x0 ), ∀x ∈ B(0, R).

∂u
(x0 ) > 0.
∂ν ♥

u(x0 ) > u(x), ∀x ∈ B(0, R); u(x0 ) ⩾ u(x), ∀x ∈ ∂B(0, R). u x0
, ∂u
∂ν (x0 ) ⩾ 0. , .
e−α|x| e−αR ,
2 2
f (x) = − α>0 .
X
n
∂ X
n
(−2αxi e−α|x| ) = −2α (e−α|x| − 2αx2i e−α|x| ) = e−α|x| (4α2 |x|2 − 2αn).
2 2 2 2
∆f =
∂xi
i=1 i=1
α , |x| ⩾ R
2, ∆f > 0. v(x) = u(x) − u(x0 ) + εf (x),
ε > 0,
 
R
∆v ⩾ 0 in U ≜ B(0, R) \ B 0, .
2
∂B(0, R) , v⩽0 v(x0 ) = 0. ε>0 , ∂B(0, R2 ) v < 0.
w x0 , ∂w
⩾ 0,
∂ν (x0 )
∂u ∂f
(x0 ) ⩾ −ε (x0 ) = 2αRεe−αR > 0.
2

∂ν ∂ν

U ⊂ Rn . ,
, .

14.1 ( )
U Rn , U x0 ∈ ∂U (inner sphere condition, ISC),
B ⊂ U, x0 ∈ B ∩ ∂U . U ∂U , U .
♣

, ,
C i (i = 1, 2) .

14.3
U ⊂ Rn C2 , U .
♠

y ∈ ∂U , y = 0( ). ∂U C2 : ρ>0 C2 γ
γ(0) = 0, ∇γ(0) = ⃗0,
U ∩ Bρ (0) = {x ∈ Bρ (0) : xn > γ(x1 , · · · , xn−1 )}.
x′ = (x1 , · · · , xn−1 ), Taylor |γ(x′ )| ⩽ M |x′ |2 , M >0 . 0 < r < ρ2 .
x0 = (0, · · · , 0, r), x ∈ B(x0 , r) \ U ,
|x′ |2 + (xn − r)2 < r2 ⇒ |x′ |2 + x2n − 2rxn < 0.

xn < γ(x′ ) ⩽ M |x′ |2 < M (2rxn − x2n ) ⩽ 2M rxn .

r< 1
2M , B(x0 , r) ⊂ U . 0 ∈ ∂B(x0 , r) ∩ ∂U .

157
 14.2
 3
C1 . : U = {(x, y) ∈ R2 : y > |x| 2 },
(0, 0) .

14.6 (Hopf )
U ⊂ Rn , u ∈ C(U ) U .
1. U x0 .
2. x ∈ U, u(x) < u(x0 ).
∂u ∂u
u x0 ν , > 0.
∂ν ∂ν ♥

B(x1 , r) ⊂ U , x0 ∈ B(x1 , r) ∩ ∂U . u ∈ C(B(x1 , r)) B(x1 , r) ,

u(x) < u(x0 ), ∀x ∈ B(x1 , r). Hopf ∂u
∂ν (x0 ) > 0.

Hopf .
14.8 Hopf .
U , u ∈ C(U ) ∩ C 2 (U ) U . u x0 ∈ U
, A = {x ∈ U : u(x) < u(x0 )}. u , A . x ∈ A,
R = sup{r > 0 : B(x, r) ⊂ A}, B = B(x, R) ⊂ A, ∂B U \A (check it!).
y ∈ ∂B ∩ (U \ A), u(y) = M , ∀z ∈ B, u(z) < u(y) = M . Hopf ∂u
∂ν (y) > 0. u
y M, ∇u(y) = 0, !
14.9 : U⊂ Rn , Neumann


∆u = f, x∈U


∂u
= g, x ∈ ∂U
∂ν
.
u1 , u 2 , w = u1 − u2 ,


∆w = 0, x∈U


∂w
= 0, x ∈ ∂U
∂ν
w , x0 ∈ ∂U , w(x) < w(x0 ), ∀x ∈ U . Hopf
∂w
∂ν (x0 ) > 0, !

14.2.5

: , .
: (mollifier). Uε = {x ∈ U : d(x, ∂U ) > ε}.

14.2 ( )
η∈ Cc∞ (Rn ),
  

C exp
1
, |x| < 1
η(x) = |x| − 1
2


0, |x| ⩾ 1
R
C>0 Rn η(x)dx = 1. {ηε : ε > 0} ηε (x) = 1 x
εn η( ε ).
♣

158
 14.2

(1) r = |x| , η η(r)(r ⩾ 0). (2)
ηε ∈ Cc∞ (Rn ), Z
ηε (x)dx = 1, supp(ηε ) ⊂ B(0, ε).
Rn

{ηε } .

, 1f ∈ C(U ) (mollification)
Z
f ε = ηε ∗ f = ηε (x − y)f (y)dy.
U

14.4
f ∈ C(U ), f ε ,
1. f ε ∈ C ∞ (Uε ).
2. f ε U fa
a
V ⊂⊂ U , f ε V f.
♠

1. i = 1, · · · , n, h1 x + hei ∈ Uε ,
Z     
f (x + hei ) − f (x)
ε ε 1 1 x + hei − y x−y
= n η −η f (y)dy
h ε U h ε ε
Z     
1 1 x + hei − y x−y
= n η −η f (y)dy.
ε V h ε ε
V U . V ,
      
1 x + hei − y x−y 1 x−y
η −η ⇒ η xi .
h ε ε ε ε
h → 0, Z
fxεi (x) = ηε,xi (x − y)f (y)dy.
U

η , fε ,
Z
Dα f ε (x) = Dα ηε (x − y)f (y)dy.
U
2. V ⊂⊂ U , f V .
Z
1
lim |f (y) − f (x)|dy = 0.
r↓0 ωn r n B(x,r)

Z Z
C
|f (x) − f (x)| ⩽
ε
ηε (x − y)|f (y) − f (x)|dy ⩽ n |f (y) − f (x)|dy.
B(x,ε) ε B(x,ε)
.

, f ,
.

.
1
, . .

159
 14.2

14.7 ( )
u U , u ∈ C ∞ (U ).
♥

u uε ∈ C ∞ (Uε ). x ∈ Uε ,
Z Z  
1 |x − y|
ε
u (x) = ηε (x − y)u(y)dy = n η u(y)dy
U ε B(x,ε) ε
Z ε   Z ! Z ε  
1 r 1 r
= n η u(y)dS(y) dr = n η nωn rn−1 · u(x)dr
ε 0 ε ∂B(x,r) ε 0 ε
Z ε Z ! Z
1 r
= u(x) n
η dS dr = u(x) ηε (x − y)dy = u(x).
0 ε ε ∂B(x,r) B(x,ε)

u ≡ uε in Uε . ε u ∈ C ∞ (U ).

14.2.6

PDE : . ,
Liouville , .

14.2 ( )
u ∈ C(B(x0 , R)) B(x0 , R) .
1. i = 1, · · · , n,
∂u n
⩽ max |u|.
∂xi R B(x0 ,R)

2. u ,
∂u n
⩽ u(x0 ).
∂xi R
♥

1. i, uxi B(x0 , R) .
Z Z
1 ∂u 1
|uxi (x0 )| = (y)dy = uν i dS
ωn Rn B(x0 ,R) ∂xi ωn Rn ∂B(x0 ,R)
Z
1 n
⩽ n
max |u|dS = max |u|.
ωn R ∂B(x0 ,R) B(x0 ,R) R B(x0 ,R)
2.
Z Z
1 1 n
|uxi (x0 )| = uν dS ⩽ i
udS = u(x0 ).
ωn R n ∂B(x0 ,R) ωn R n ∂B(x0 ,R) R

14.8 (Liouville )
Rn ( ) .
♥

. u Rn u(x) ⩽ M , v(x) = M − u(x), v Rn

. x ∈ Rn , R > 0,
∂u n
(x) ⩽ v(x), i = 1, · · · , n.
∂xi R

160
 14.2

R → +∞ vxi (x) = 0, i x v , u .

Harnack .
Liouville .
14.2
f ∈ Cc2 (Rn )(n ⩾ 3), ∆u = f (x)(x ∈ Rn )
Z
u(x) = V (x − y)f (y)dy + C.
Rn ♥

n⩾3 , V (x − y) = − n(n−2)ω
1 1
n |x−y|
n−2 , lim V (x − y) = 0. f ∈ Cc2 (Rn )
|x|→∞
Z Z
lim V (x − y)f (y)dy = lim V (x − y)f (y)dy = 0.
|x|→∞ Rn Rn |x|→∞
Poisson . u, v , u−v
, Liouville u−v , .

. Liouville , ,
? , R2 ,
14.5
R2 .
♠

u R2 A. x ∈ R2 \ {0}, 0 < r < |x| < R < ∞,

Hadamard
log R − log |x| log |x| − log r
u(x) ⩽ M (r) + M (R).
log R − log r log R − log r
M (a) ≜ max|y|=a u(y) ⩽ A, ∀a > 0. R → +∞, u(x) ⩽ M (r). r ↓ 0,
u(x) ⩽ u(0), u(0) = max u(x). ρ > 0, u(0) = max u(x),
x∈R2 x∈B(0,ρ)
u B(0, ρ) . ρ u R2 .

, Lp (p ⩾ 1) , ? :

14.6
u Rn , u ∈ Lp (Rn )(p ⩾ 1),
Z
|u(x)|p dx < +∞.
Rn
u .
♠

x 0 ∈ Rn R > 0. p = 1,
Z
1 1
|u(x0 )| ⩽ n
|u(x)|dx ⩽ kukL1 (Rn ) .
ωn R B(x0 ,R) ωn R n
R → +∞ u(x0 ) = 0. p > 1, q>1 1
p + 1
q = 1, Hölder
Z Z !1
1 1 p
1 kukLp (Rn )
|u(x0 )| ⩽ |u(x)|dx ⩽ |u(x)|p dx · (ωn Rn ) q = 1 .
ωn R n B(x0 ,R) ωn R n B(x0 ,R) (ωn Rn ) p
R → +∞ u(x0 ) = 0.

161
 14.2

Hölder , : U ⊂ Rn , p, q > 1 1
p + 1
q = 1,
kf gkL1 (U ) ⩽ kf kLp (U ) kgkLq (U ) ,
Z Z  1 Z 1
p q
|f (x)g(x)|dx ⩽ |f (x)| dx
p
|g(x)| dx
q
.
U U U
p = q = 2, Cauchy-Schwarz . U Vol(U ) , g=1
Z Z 1
p 1
|f (x)|dx ⩽ |f (x)|p dx · Vol(U ) q .
U U

. .

14.9 ( )
u ∈ C(B(x0 , R)) B(x0 , R) , α,
nk ek−1 k!
|Dα u(x0 )| ⩽ max |u|.
Rk B(x0 ,R)

k = |α|.
♥

k=1 , . k , k+1
α. Dα = ∂ xi Dβ , β k , 0 < r < R,
n nk+1 ek−1 k!
|Dα u(x0 )| ⩽ max |Dβ u| ⩽ max |u|.
r B(x0 ,r) r(R − r)k B(x0 ,R)
R
r= k+1 ,
 k
1 nk+1 ek−1 (k + 1)! nk+1 ek (k + 1)!
|D u(x0 )| ⩽
α
1+ max |u| ⩽ max |u|.
k Rk+1 B(x0 ,R) Rk+1 B(x0 ,R)

!
14.10 ( )
u U⊂ Rn , u ∈ C ω (U ).
♥

x0 ∈ U , r = 12 d(x0 , ∂U ) > 0. h ∈ Rn |h| < r, Taylor :

X X Dα u(x0 )
u(x0 + h) = hα + RN (h).
α!
0⩽k<N |α|=k

α! = α1 ! · · · αn !, hα = hα1 1 · · · hαnn .
X Dα u(x0 + θh)
RN (h) = hα ,
α!
|α|=N

θ ∈ (0, 1) . h1 N →∞ RN (h) → 0 .

X N! N!
nN = (1 + · · · + 1)N = ⇒ α! ⩾ N .
α! n
|α|=N

 N
nN nN eN −1 N ! |h|n3 e
|RN (h)| ⩽ nN · · max |u| · |h|N ⩽ max |u|.
N! rN B(x,r) r B(x,r)

|h| < r
en3
, RN (h) → 0(N → +∞), .

162
 15 (by )

15.1

15.1 (184-3)
∂u
Poisson Robin + a(x)u(x) = h(x) , a(x) > 0.
∂ν ♥

∂u
∂ν + a(x)u(x) = 0 .
Z
E= |∇u|2 dx ⩾ 0.
D
Green
Z Z Z
∂u
E= u dS − u∆udx = − a(x)u(x)2 dS ⩽ 0.
∂D ∂ν D ∂D
E = 0 ⇒ ∇u ≡ 0 ⇒ u . u .
15.2 (184-5)
Neumann Dirichlet : D C 2 (D) ∩ C(D)
Z Z
1
E[w] = |∇w| dx −
2
hwdS
2 D ∂D
w=u , u
∂u
−∆u = 0 in D, = h(x) on ∂D
∂ν
. h ∂D .
♥

w ∈ C 2 (D) ∩ C(D), v = w − u,
Z Z Z
1
E[w] − E[u] = |∇u + ∇v| dx −
2
|∇u| dx −
2
hvdS
2 D
Z Z D Z ∂D
1
= |∇v|2 dx + ∇u · ∇vdx − hvdS
2 D
Z Z D
Z 
∂D

1 ∂u
= |∇v| dx −
2
v∆udx + v − h dS
2 D ∂ν
Z D ∂D
1
= |∇v|2 dx ⩾ 0.
2 D
, w Neumann , v , E[w] = E[u].
minw E[w] = E[u].

15.3 (187-2)
ϕ ∈ Cc2 (R3 ), Z
1 dx
ϕ(0) = − ∆ϕ(x) .
R3 |x| 4π
♥

V (x − y) = − 4π|x−y|
1
. B(0, R) supp ϕ ⊂ B(0, R),
 15.1

∂B(0, R) ϕ ≡ 0, ∂ϕ
∂ν ≡ 0. B(0, R)
Z Z
1 dx
ϕ(0) = V (x)∆ϕ(x)dx = − ∆ϕ(x) .
B(0,R) R3 |x| 4π

15.4 ( )
, u u(0, 0, 0) = 1, u(0, 0, 12 ) = 10?
♥

. Poisson
Z
1 − |x|2 u(y)
u(x) = dS(y).
4π ∂B(0,1) |x − y|3
  Z
1 3
u 0, 0, ⩽ ×8 u(y)dS(y) = 6u(0) = 6.
2 16π ∂B(0,1)

u(0, 0, 21 ) = 10 .

15.5 (190-1)
Green .
♥

x, G1 , G 2 D Green , G = G1 − G2 ,
∆y G(x, y) = 0 in D, G(x, y) = 0 on ∂D.
maxD |G| ⩽ max∂D |G| = 0, G , G1 ≡ G2 .

15.6 (190-3)
R3 Dirichlet
ZZ
z0 h(x, y)
u(x0 , y0 , z0 ) = 3 dxdy
2π R2 ((x − x0 )2 + (y − y0 )2 + z02 ) 2
, z0 → 0 u(x0 , y0 , z0 ) → h(x0 , y0 ). h .
♥

z=0 , x = x0 + r cos θ, y = y0 + r sin θ,

ZZ Z Z
z0 dxdy z0 2π ∞ rdrdθ
3 = 3 = 1.
2π R2 ((x − x0 )2 + (y − y0 )2 + z02 ) 2 2π 0 0 (r2 + z02 ) 2
p
ε > 0, h δ > 0 (x, y) (x − x0 )2 + (y − y0 )2 < δ, |h(x, y) −
h(x0 , y0 )| < ε.
ZZ
|z0 | |h(x, y) − h(x0 , y0 )|
|u(x0 , y0 , z0 ) − h(x0 , y0 )| ⩽ 3 dxdy
2π R2((x − x0 )2 + (y − y0 )2 + z02 ) 2
ZZ ZZ !
|z0 | |h(x, y) − h(x0 , y0 )|
= + 3 dxdy
2π Bδ (x0 ,y0 ) R2 \Bδ (x0 ,y0 ) ((x − x0 )2 + (y − y0 )2 + z02 ) 2
Z
|z0 |khkL∞ (R2 ) ∞ 2πr
⩽ε+ 3 dr
π δ (r + z 2 ) 2
2
0
2khkL∞ (R2 )
=ε+ |z0 |.
π(δ 2 + z02 )
επδ 2
|z0 | ⩽ 2∥h∥L∞ (R2 ) , |u(x0 , y0 , z0 ) − h(x0 , y0 )| ⩽ 2ε. u(x0 , y0 , z0 ) → h(x0 , y0 ).

164
 15.1

15.7 (197-9)
{(x, y, z) : ax + by + cz > 0} Green .
♥

P1 = (x1 , y1 , z1 ), P2 = (x2 , y2 , z2 ). P1 ax + by + cz = 0
P1∗ = (x∗1 , y1∗ , z1∗ ),
 ∗
 x − x1 y ∗ − y1 z ∗ − z1
 1 = 1 = 1
a b c
∗+x ∗+y ∗+z
 x
a 1 1 y 1 z 1
+b 1 +c 1 =0
2 2 2


 x∗1 = x1 −
2a(ax1 + by1 + cz1 )



 a 2 + b2 + c 2

2b(ax1 + by1 + cz1 )
y1∗ = y1 −

 a 2 + b2 + c 2




z1∗ = z1 − 2c(ax1 + by1 + cz1 )
a 2 + b2 + c 2
P1 −ε, Dirichlet P1∗ +ε. Green G(P1 , P2 ), P2

!
1 1 1
G(P1 , P2 ) = p ∗ ∗ ∗
−p .
4π (x1 − x2 ) + (y1 − y2 ) + (z1 − z2 )
2 2 2 (x1 − x2 ) + (y1 − y2 )2 + (z1 − z2 )2
2

15.8 (197-14)

D = {x2 + y 2 + z 2 < a2 , x > 0, y > 0, z > 0}

Green . ♥

15.1:
−−→
Dirichlet P ε B(0, a) + εa
r , r = |OP |.
P1 = (x1 , y1 , z1 ), P2 = (x2 , y2 , z2 ) ∈ D, P1 (
−−→
), . r = |OP1 |, (x, y, z)

165
 15.1

(x∗ , y ∗ , z ∗ ) = R2
x2 +y 2 +z 2
(x, y, z), Green G(P1 , P2 ), P2

1 a 1
G(P1 , P2 ) = p ∗ ∗ ∗
−p
4π r (x1 − x2 ) + (y1 − y2 ) + (z1 − z2 )
2 2 2 (x1 − x2 ) + (y1 − y2 )2 + (z1 − z2 )2
2

a 1
− p ∗ ∗ ∗
−p
r (x1 + x2 ) + (y1 − y2 ) + (z1 − z2 )
2 2 2 (x1 + x2 ) + (y1 − y2 )2 + (z1 − z2 )2
2

a 1
+ p ∗ − p
r (x1 + x2 )2 + (y1∗ + y2 )2 + (z1∗ − z2 )2 (x1 + x2 )2 + (y1 + y2 )2 + (z1 − z2 )2
a 1
− p ∗ ∗ ∗
−p
2 2
r (x1 + x2 ) + (y1 + y2 ) + (z1 + z2 ) 2 (x1 + x2 ) + (y1 + y2 )2 + (z1 + z2 )2
2

a 1
+ p ∗ ∗ ∗
−p
r (x1 + x2 ) + (y1 − y2 ) + (z1 + z2 )
2 2 2 (x1 + x2 ) + (y1 − y2 )2 + (z1 + z2 )2
2

a 1
− p ∗ ∗ ∗
−p
r (x1 − x2 ) + (y1 + y2 ) + (z1 − z2 )
2 2 2 (x1 − x2 ) + (y1 + y2 )2 + (z1 − z2 )2
2

a 1
+ p ∗ ∗ ∗
−p
r (x1 − x2 ) + (y1 + y2 ) + (z1 + z2 )
2 2 2 (x1 − x2 )2 + (y1 + y2 )2 + (z1 + z2 )2
!
a 1
− p ∗ −p .
r (x1 − x2 )2 + (y1∗ − y2 )2 + (z1∗ + z2 )2 (x1 − x2 )2 + (y1 − y2 )2 + (z1 + z2 )2

15.9 (197-18)
1. O = {(x, y, z) : x > 0, y > 0, z > 0} Green .
2. 1 Dirichlet

uxx + uyy + uzz = 0, in O
u(0, y, z) = 0, u(x, 0, z) = 0, u(x, y, 0) = h(x, y), x > 0, y > 0, z > 0
♥

15.2:

1. , O P1 = (x1 , y1 , z1 ) P2 = (x2 , y2 , z2 ), P1 ε

166
 15.1

, Green G(P1 , P2 ), P2
1 1 1
G(P1 , P2 ) = p −p
4π (x1 + x2 ) + (y1 − y2 ) + (z1 − z2 )
2 2 2 (x1 − x2 ) + (y1 − y2 )2 + (z1 − z2 )2
2

1 1
+p −p
(x1 − x2 ) + (y1 − y2 ) + (z1 + z2 )
2 2 2 (x1 + x2 ) + (y1 − y2 )2 + (z1 + z2 )2
2

1 1
+p −p
2 2
(x1 + x2 ) + (y1 + y2 ) + (z1 + z2 ) 2 (x1 − x2 ) + (y1 + y2 )2 + (z1 + z2 )2
2
!
1 1
+p −p .
(x1 − x2 )2 + (y1 + y2 )2 + (z1 − z2 )2 (x1 + x2 )2 + (y1 + y2 )2 + (z1 − z2 )2
2. z=0 ν = (0, 0, −1), Poisson
ZZ
∂G
u(x, y, z) = − h(x0 , y0 ) (x, y, z, x0 , y0 , 0)dx0 dy0 .
R2 ∂z0

∂G z − z0 1 1
= 3 − 3
∂z0 4π ((x + x0 )2 + (y − y0 )2 + (z − z0 )2 ) 2 ((x − x0 )2 + (y − y0 )2 + (z − z0 )2 ) 2
1 1
− 3 − 3
((x − x0 )2 + (y − y0 )2 + (z + z0 )2 ) 2 ((x + x0 )2 + (y − y0 )2 + (z + z0 )2 ) 2
1 1
− 3 − 3
((x + x0 )2 + (y + y0 )2 + (z + z0 )2 ) 2 ((x − x0 )2 + (y + y0 )2 + (z + z0 )2 ) 2
!
1 1
+ 3 − 3 .
((x − x0 )2 + (y + y0 )2 + (z − z0 )2 ) 2 ((x + x0 )2 + (y + y0 )2 + (z − z0 )2 ) 2
z0 = 0, u(x, y, z)
ZZ
z 1 1
h(x0 , y0 ) 3 + 3
2π R2 ((x + x0 )2 + (y + y0 )2 + z2) 2 ((x − x0 )2 + (y − y0 )2 + z 2 ) 2
!
1 1
− 3 − 3 dx0 dy0 .
((x + x0 )2 + (y − y0 )2 + z 2 ) 2 ((x − x0 )2 + (y + y0 )2 + z 2 ) 2

15.10 (198-23)
{x > 0, y > 0} Neumann .
♥

P4 P1
−ε −ε

O x

−ε −ε
P3 P2

167
 15.1

Neumann , .
. , P0 = (x0 , y0 ), P1 = (x1 , y1 ), Green G(P0 , P1 ), P0

1
G(P0 , P1 ) = [ ln((x0 − x1 )2 + (y0 − y1 )2 ) + ln((x0 − x1 )2 + (y0 + y1 )2 )+
4π
ln((x0 + x1 )2 + (y0 + y1 )2 ) + ln((x0 + x1 )2 + (y0 − y1 )2 )].
Neumann
∂u
∆u = f (x)(x ∈ D), = φ(x)
∂ν ∂D

Z Z
u(x) = G(x, y)f (y)dy − φ(y)G(x, y)dS + C.
D ∂D

, u(0, y) = g(y), u(x, 0) = h(x),

Z ∞Z ∞
1
C+ f (x0 , y0 )[ln((x0 − x1 )2 + (y0 − y1 )2 ) + ln((x0 − x1 )2 + (y0 + y1 )2 )+
4π 0 0

ln((x0 + x1 )2 + (y0 + y1 )2 ) + ln((x0 + x1 )2 + (y0 − y1 )2 )]dx0 dy0

∞ Z
1
− g(y0 )[ln(x2 + (y − y0 )2 + ln(x2 + (y + y0 )2 ]dy0
2π 0
Z ∞
1
+ h(x0 )[ln((x − x0 )2 + y 2 ) + ln((x + x0 )2 + y 2 )]dx0 .
2π 0

15.11 (234-6)
1. D Dirichlet Neumann .
2. Robin ?
♥

D utt = c2 ∆u.
1. (D) (N) ,
Z
1
E(t) = (u2t + c2 |∇u|2 )dx.
2 D

Z Z Z
dE ∂u
= (ut utt + c2 ∇u · ∇(ut ))dx = ut (utt − c2 ∆u)dx + c2 ut dS = 0.
dt D D ∂D ∂ν
E .
∂u
2. (R) ∂ν + σ(x)u = 0 , σ ,
Z Z
1 c2
E(t) = (u2t + c |∇u| )dx +
2 2
σ(x)u2 dS.
2 D 2 ∂D

Z Z  
dE ∂u
= ut (utt − c2 ∆u)dx + c2 ut + σ(x)u dS = 0.
dt D ∂D ∂ν
. σ , .

168
 15.1

15.12 (234-8)
Klein-Gordon utt − c2 ∆u + m2 u = 0(m > 0).
1. .
2. causality principle( ), (x0 , t0 )
{x ∈ R3 : |x − x0 | ⩽ ct0 } .
♥

.
1. Z
1
E(t) = (u2t + c2 |∇u|2 + m2 u2 )dx.
2 R3

Z
dE
= (ut utt + c2 ∇u · ∇(ut ) + m2 uut )dx
dt R3
Z
= ut (utt − c2 ∆u + m2 u)dx = 0.
R3
2. : B(x0 , ct0 ) , u(x0 , t0 ) = 0. C(x0 , t0 ) =
{(x, t) : 0 ⩽ t ⩽ t0 , |x − x0 | ⩽ c(t0 − t)},
Z
1
e(t) = (u2 + c2 |∇u|2 + m2 u2 )dx.
2 B(x0 ,c(t0 −t)) t

Z Z !
c(t0 −t)
de 1d
= (u2t + c |∇u| + m u )dS
2 2 2 2
dτ
dt 2 dt 0 S(x0 ,τ )
Z Z
c
= (ut utt − c2 ∇u · ∇(ut ) + m2 uut )dx − (u2t + c2 |∇u|2 + m2 u2 )dS
B(x0 ,c(t0 −t)) 2 S(x0 ,c(t0 −t))
Z Z  
c ∂u
= (ut (utt − c ∆u + m u))dx −
2 2
ut + c |∇u| − 2cut
2 2 2 2 2
+ m u dS
B(x0 ,c(t0 −t)) 2 S(x0 ,c(t0 −t)) ∂ν
Z  
c ∂u
=− ut + c |∇u| − 2cut
2 2 2 2 2
+ m u dS.
2 S(x0 ,c(t0 −t)) ∂ν
Cauchy
∂u
2cut = |2cut (∇u · ν)| ⩽ 2|ut | · c|∇u| ⩽ u2t + c2 |∇u|2 .
∂ν
de
dt ⩽ 0. e(0) = 0, e(t) ≡ 0, ∀t ⩾ 0.
ut ≡ 0, ∇u ≡ 0 ⇒ u , u . (x0 , t0 ) u
.
15.13 (240-7)
1. :
φ(x) = A(|x| < ρ), φ(x) = 0(|x| ⩾ ρ), ψ(x) ≡ 0.
A .
2. . ?
3. |x0 | < ρ, (x0 , 0) , u(x0 + tv, t), |v| = c.
:t→∞ , tu(x0 + tv, t) .
♥

169
 15.1

1. |x| = r,


 4Aπc2 t2 , r + ct < ρ
ZZ 


ρ − (r − ct)
2 2
φ(x)dS = πcAt · , |ρ − ct| ⩽ r ⩽ ρ + ct

 r
Sct (x) 

0, otherwise
Kirchhoff


A, r + ct < ρ
ZZ ! 

∂ 1 A(r − ct)
u(x, t) = φ(x)dS = , |ρ − ct| ⩽ r ⩽ ρ + ct
∂t 4πc2 t Sct (x) 
 2r


0, otherwise
2. |x| = ρ − ct, ρ + ct, ct − ρ .
3.
A(|x0 + tv| − ct) A(|x0 + tv|2 − c2 t2 )
tu(x0 + tv, t) = t · =t·
2|x0 + tv| 2|x0 + tv|2 + 2ct|x0 + tv|
At(|x0 |2 + 2(x0 · v)t)
= 1
2c2 t2 + 24(x0 · v)t + 2ct(|x0 |2 + 2(v · x0 )t + c2 t2 ) 2 + 2|x0 |2
A(v · x0 )
→ (t → +∞).
2c2
15.14 (241-9)
1. , : (x, y, z) t,
u(x, y, z, t) = 0.
2. : t→∞ u(x, y, z, t) = O(t−1 ).
♥

1. Kirchhoff :
ZZ  ZZ 
1 ∂ 1
u(x, y, z, t) = ψ(ξ, η, ζ)dS + φ(ξ, η, ζ)dS .
4πc2 t Sct ∂t 4πc2 t Sct
φ, ψ , (x, y, z), t ,φ ψ Sct = Sct (x, y, z)
, u(x, y, z, t) = 0.
R
2. , x ∈ R3 (x, y, z), − . Kirchhoff

Z Z !
∂
u(x, t) = t− ψ(y)dS(y) + t− φ(y)dS(y) .
∂B(x,ct) ∂t ∂B(x,ct)

Z ! Z !
∂ ∂
t− φ(y)dS(y) = − φ(x + ctz)dS(z)
∂t ∂B(x,ct) ∂t ∂B(0,1)
Z
=− cz · ∇φ(x + ctz)dS(z)
∂B(0,1)
Z
y−x
=− ∇φ(y) · dS(y).
∂B(x,ct) t

170
 15.1

Z
u(x, t) = − (tψ(y) + φ(y) + ∇φ(y) · (y − x))dS(y).
∂B(x,ct)

Z
1
|tu(x, t)| ⩽ − (t|ψ(y)| + |φ(y)| + |∇φ(y)||y − x|)dS(y)
4πc2 t ∂B(x,ct)
Z Z
1 1
⩽ (|ψ(y)| + c|φ(y)|)dS(y) + |φ(y)|dS(y)
4πc2 ∂B(x,ct) 4πc2 t ∂B(x,ct)
Z
1 1
⩽ (kψkL1 (R3 ) + ckφkL1 (R3 ) ) + |φ(y)|dS(y).
4πc2 4πc2 t ∂B(x,ct)
RHS . φ B(0, R), ∂B(x, ct)
B(0, R) , 2R, R.
4πR2 .
Z
1 1 R2
|φ(y)|dS(y) ⩽ · 4πR 2
kφkL ∞ (R3 ) = kφkL∞ (R3 ) ,
4πc2 t ∂B(x,ct) 4πc2 t c2 t
Z
1
|φ(y)|dS(y) ⩽ tkφkL∞ (R3 ) .
4πc2 t ∂B(x,ct)

Z  
1 R2 R
|φ(y)|dS(y) ⩽ min kφkL∞ (R3 ) , tkφkL∞ (R3 ) = kφkL∞ (R3 ) .
4πc2 t ∂B(x,ct) c2 t c
C > 0, |tu(x, t)| ⩽ C, ∀x ∈ R3 , t > 0.

15.15 ( )
Fourier 
ut = k∆u + f (x, t), x ∈ Rn , t > 0
u(x, 0) = φ(x)

f, φ .
♥

u x Fourier
dû
+ k|ξ|2 û = fˆ(ξ, t), û(ξ, 0) = φ̂(ξ).
dt
ODE Z t
−k|ξ|2 t
fˆ(ξ, s)e−k|ξ| (t−s) ds.
2
û(ξ, t) = φ̂(ξ)e +
0

1 |x|2
F −1 [e−k|ξ| t ] = − 4t
2
n e = K(x, t).
(4πkt) 2

Z t
−1
u(x, t) = F [φ̂(ξ)K̂(ξ, t)] + F −1 [fˆ(ξ, s)K̂(ξ, t − s)]ds
0
Z Z t Z |x−y|2
1 |x−y|2 1 − 4k(t−s)
− 4kt
= n φ(y)e dy + n f (y)e dyds.
(4πkt) 2 Rn 0 (4πk(t − s)) 2 Rn

171
 15.1

15.16 ( 9-1)
utt + (u2 )xx = −uxxxx u(x, t) = v(x − ct) , v ODE.
|x| → ∞ v , .
♥

y = x − ct. u(x, t) = v(y)

c2 v ′′ + (v 2 )′′ = −v (4) ⇒ (v ′′ + c2 v + v 2 )′′ = 0.
v |x| → ∞ V.
v ′′ + c2 v + v 2 = Ay + B.
|y| → ∞ A = 0, B = c2 V + V 2 . , 2v ′
 
d 2v 3 2v 3
(v ′ )2 + c2 v 2 + = 2(c2 V + V 2 )v ′ ⇒ (v ′ )2 + c2 v 2 + = 2(c2 V + V 2 )v + C.
dy 3 3
|y| → ∞
2V 3 4V 3
c2 V 2 + = 2(c2 V + V 2 )V + C ⇒ C = −c2 V 2 − .
3 3
v
2v 3 4V 3
(v ′ )2 + c2 v 2 + − 2(c2 V + V 2 )v + c2 V 2 + = 0.
3 3
15.17 ( 9-2)
Ω⊂ Rn , u(x, t) :

utt − ∆u + u3 = 0, (x, t) ∈ Ω × [0, T ]
u(x, t) = 0, (x, t) ∈ ∂Ω × [0, T ]
1. u .
2. : u|t=0 = ut |t=0 = 0, u .
♥

Z  
1 u4
E(t) = u2t + |∇u| + 2
dx.
2 Ω 2
1.
Z
dE
= (ut utt + ∇u · ∇(ut ) + u3 ut )dx
dt
ZΩ Z
∂u
= ut (utt − ∆u + u3 )dx + ut dS = 0.
Ω ∂Ω ∂ν
.
2. u|t=0 = ut |t=0 = 0, E(0) = 0, E(t) ≡ 0 ⇒ ut ≡ 0, ∇u ≡ 0 ⇒ u .
u .
15.1 u Rn , d u(x) = O(|x|d )(|x| → ∞). :u
d .

, . :
f , z→∞ f (z) = O(|z|d ), f d .
x0 ∈ Rn , u(x) = O(|x − x0 |d ). M > 0,

172
 15.1

R > 0,
max |u| ⩽ M Rd .
B(x0 ,R)

k(k > d) α,
nk ek−1 k! M nk ek−1 k!
|Dα u| ⩽ max |u| ⩽ .
Rk B(x0 ,R) Rk−d
R → +∞ Dα u = 0. u d .
15.2 U⊂ Rn , φ, σ ∂U , σ0 > 0 σ ⩾ σ0 .
u ∈ C 2 (U ) ∩ C(U ) 

 − ∆u + u3 = 0 in U


∂u
+ σu = φ, on ∂U
∂ν
:
1
max |u| ⩽ max |φ|.
U σ0 ∂U
M= 1
σ0 max∂U |φ|,

0, t⩽M
η(t) =
t − M, t > M

v = η(u),
Z Z Z Z
∂u
3
u vdx = v∆udx = v dS − ∇v · · · ∇udx
U ZU ∂U ∂ν Z U

= η(u)(φ − σu)dx − |∇u|2 η ′ (u)dx.

∂U U
u η(u), η(u)(σu−φ), |∇u| η ′ (u)
3 2 , u3 η(u) ≡ 0. x0 ∈ U
u(x0 ) > M , u(x0 ) > 0 η(u(x0 )) > 0, ! u ⩽ M. u ⩾ −M (check
it!).
15.3 :

utt = c2 (uxx + uyy ), (x, y) ∈ R2 , t > 0
u| = φ(x, y), ut |t=0 = ψ(x, y)
t=0

: u φ, ψ R3 z ,
Kirchhoff . Sct : (ξ − x)2 + (η − y)2 + ζ ⩽ c2 t2 ,
p
+
Sct ζ = c t − (ξ − x) − (η − y)2 .
2 2 2 f = f (x1 , x2 ), Σct
(ξ − + (η −
x)2 ⩽ y)2 c 2 t2 ,
ZZ ZZ ZZ
f f q 1 f (ξ, η)
dS = 2 2
1 + ζξ + ζη dξdη = p dξdη.
+ 4πc t
Sct
2 2
Σct 4πc t 4πc Σct c2 t2 − (ξ − x)2 − (η − y)2
,
ZZ ZZ
f 1 f (ξ, η)
dS = p dξdη.
Sct
2
4πc t 2πc Σct c t − (ξ − x)2 − (η − y)2
2 2

ZZ  ZZ 
1 ψ(ξ, η) ∂ 1 φ(ξ, η)
u(x, y, t) = √ dξdη + √ dξdη .
2πc Σct c t −r
2 2 2 ∂t 2πc Σct c 2 t2 − r 2

173
 15.2 :
p
r= (ξ − x)2 + (η − y)2 .
15.4

utt = a2 (uxx + uyy ) + c2 u, (x, y) ∈ R2 , t > 0
u| = φ(x, y), ut |t=0 = ψ(x, y)
t=0
cz
v(x, y, z) = e u(x, y),
a
cz
cz ea
vtt = e utt ,
a ∆v = 2 (a2 (uxx + uyy ) + c2 u).
a
v

vtt = a2 ∆v, (x, y, z) ∈ R3 , t > 0
v| cz
= φ(x, y)e a , vt |t=0 = ψ(x, y)e a
cz
t=0

ZZ ZZ !
1 cζ ∂ 1 cζ
v(x, y, z) = ψ(ξ, η)e dS +
a φ(ξ, η)e dS
a .
4πc2 t Sct (x,y,z) ∂t 4πc2 t Sct (x,y,z)

u(x, y) = e− a v(x, y, z)
cz
z , z=0
ZZ ZZ !
1 cζ ∂ 1 cζ
u(x, y) = 2
ψ(ξ, η)e a dS + φ(ξ, η)e dS
a .
4πc t Sct (x,y,0) ∂t 4πc2 t Sct (x,y,0)

15.2 :

PDE , : (1) ; (2)

, , . .

15.2.1 “ ”

Cole-Hopf , ,
, . :

ut − k∆u + λ|∇u|2 = 0, x ∈ Rn , t > 0
(15.1)
u(x, 0) = φ(x), x ∈ Rn

v = Φ(u), .
vt = ut Φ′ (u),
X
n
∂ X
n
∆v = (uxi Φ′ (u)) = (uxi xi Φ′ (u) + u2xi Φ′′ (u)) = Φ′ (u)∆u + Φ′′ (u)|∇u|2 .
∂xi
i=1 i=1

vt − k∆v = 0,
−kΦ′′ (u) = λΦ′ (u).

v = Φ(u) = e− k u .
λ
Cole-Hopf . v

174
 15.2 :


vt − k∆v = 0, x ∈ Rn , t > 0
v(x, 0) = e− λk φ(x) , x ∈ Rn

Z
1 (x−y)2
v(x, t) = n e− 4kt
−λ
k
φ(y)
dy.
(4πkt) 2 Rn

(15.1)
 Z 
k k 1 (x−y)2
− −λ
u(x, t) = − ln v = − ln n e 4kt k
φ(y)
dy .
λ λ (4πkt) 2 Rn

, Burgers , .

ut − uxx + uux = 0, x ∈ R, t > 0
(15.2)
u(x, 0) = φ(x), x ∈ Rn
L1 , φ ∈ L1 (R).
Z x
v= u(s, t)ds,
−∞
u = vx .
Z x Z x
u2 v2
vt = ut (s, t)ds = (uss − uus )ds = ux − = vxx − x .
−∞ −∞ 2 2
v

 2
vt − vxx + vx = 0, x ∈ R, t > 0
2

v(x, 0) = ψ(x), x∈R
Rx
ψ(x) = −∞ φ(s)ds.
 Z 
1 |x−y|2 ψ(y)
− − 2
v(x, t) = −2 ln √ e 4t dy .
4πt R
(15.2)
R x−y − |x−y| ψ(y)
− 2
2

t e dy
4t
R
u(x, t) = vx = R |x−y|2 ψ(y)
.
− − 2
Re dy
4t

Legendre :
!
∇u
∇· p = 0, x ∈ Rn .
1 + |∇u|2
n=2 ,
(1 + u2y )uxx − 2ux uy uxy + (1 + u2x )uyy = 0. (15.3)
, . 1744 , Euler :
y = f (x), x ? Euler
: (x, f (x)) , . 19 ,
Joseph Plateau : ,
, ? :
, .

175
 15.2 :

: D ⊂ R2 , (x, y) ∈ ∂D
f (x, y), f D , ? 18
60 Lagrange , ,
.
M = (x, y, f (x, y)) , g(x, y; t) ∈ C 2 (D × (−ε, ε)),
∂g
g(x, y; 0) = f (x, y), g|∂D φ(x, y)( ġ ≜ ∂t (x, y) ∈ ∂D ).
Mt = (x, y, g(x, y; t)), , A(t) ≜ Area(Mt ) t=0
.
ZZ q ZZ
d ġx gx + ġy gy
Ȧ = 1 + gx2 + gy2 dxdy = q dxdy
dt
D D 1 + gx2 + gy2
    
ZZ
========= − ġ 
∂ 
q
gx  + ∂  q gy  dxdy.
D ∂x 2
1+g +g 2 ∂y 2
1+g +g 2
x y x y

t=0
    
ZZ
∂ f ∂ f
ġ(x, y; 0)  q + q  dxdy = 0.
x y
D ∂x 2 2
1 + fx + fy ∂y 2 2
1 + fx + fy

ġ(x, y; 0) Cc1 (D) , 1

!    
∇f ∂  fx  + ∂ q fy  = 0.
∇· p = q
1 + |∇f |2 ∂x 2 2
1 + fx + fy ∂y 2 2
1 + fx + fy

(15.3) . : u
Jacobi J = D2 u . p = ux (x, y), q = uy (x, y), x =
x(p, q), y = y(p, q).
! ! ! !
∂x ∂y
∂p 1 ∂p 0
J ∂x
= , J ∂y
= .
∂q 0 ∂q 1

∂x uxx ∂x ∂y uxy ∂y uyy

= , = =− , = .
∂p det J ∂q ∂p det J ∂q det J
Legendre
v(p, q) = px(p, q) + qy(p, q) − u(x(p, q), y(p, q)).

∂x ∂y ∂x ∂y
vp = x + p +q − ux − uy = x(p, q).
∂p ∂p ∂p ∂p
∂x ∂y ∂x ∂y
vq = p +y+q − ux − uy = y(p, q).
∂q ∂q ∂q ∂q
1
, (x, y, f (x, y))
" ! !#
κ1 + κ2 1 ∂ fx ∂ fy
H= = p + p .
2 2 ∂x 1 + fx2 + fy2 ∂y 1 + fx2 + fy2

Σ ⇔ H = 0, .

176
 15.2 :

uxx uxy uyy

vpp = , vpq = − , vqq = .
det J det J det J
(15.3)
(1 + q 2 )vpp + 2pqvpq + (1 + p2 )vqq = 0.
.

, .

uxx
ut = , x ∈ R, t > 0.
u2x
ux > 0. , y = u(x, t) x = v(y, t).
vy 1 vyy
ut = − , u x = , uxx = − 3 .
vt vy vy
vt = vyy , .

: ,
, ( ).

15.2.2

: (porous median equation, PME)2

ut − ∆(uγ ) = 0, x ∈ Rn , t > 0. (15.4)
u ⩾ 0, γ > 1. . u(x, t) = X(x)T (t),
T ′ (t) ∆(X(x)γ )
γ
= −λ = .
T (t) X(x)
T (t) ODE
1
T (t) = (µ − λ(1 − γ)t) 1−γ .

, µ ⩾ 0. ,X ∆(X γ ) + λX = 0,
. . X(x) = |x|α ,
0 = ∆(|x|γα ) + λ|x|α = γα(n + γα − 1)|x|γα−2 + λ|x|α .
,
2 2γ(n − 1 − (n + 1)γ)
α= , λ= .
γ−1 (γ − 1)2
2
. , .
, , The Porous Medium
Equation: Mathematical Theory. , x t
, ε ∈ (0, 1) , ρ, p, ⃗,
V : (1)
ερt + ∇ · (ρV⃗ ) = 0; (2) Darcy : µV ⃗ = −k∇p, µ ,k
; (3) p = p 0 ρn , n . (1)(2)(3)

ρt = c∆(ργ ).

nkp0
γ = 1 + n, c = .
(n + 1)εµ

177
 15.2 :

, µ ⩾ 0,
  1
2γ(γ(n + 1) − n + 1) 1−γ 2
u(x, t) = µ− t |x| γ−1
γ−1
(15.4) .
µ(γ − 1)
tb = ,
2γ(γ(n + 1) − n + 1)
x 6= 0 t ↑ tb , ,
.

Poisson 3:

−∆u = up , x ∈ Rn , p > 1. (15.5)

Laplace , u(x) = v(r), r = |x|.
X
n   
X r 2 − x2
n 
∂ xi ′ i ′ x2i ′′ n−1 ′
∆u = v (r) = v (r) + v (r) = v ′′ (r) + v (r).
∂xi r r3 r2 r
i=1 i=1

n−1 ′
v ′′ (r) + v (r) + v(r)p = 0.
r
ODE. , Emden-Fowler :
2t
t = ln r, w=e p−1 v.
ODE
d2 w n + 2 + (2 − n)p dw p2 + (2 − 2n)p + 1 + 2n
+ + w = 0. (15.6)
dt2 1−p dt 1−p
. . p= n+2
n−2 (n > 2), x ∈ B(0, 1),
: u= α(1 − |x|2 )−β , α, β > 0. ,
, .

, :
1. Hamilton-Jacobi ut + H(∇u) = 0(x ∈ Rn , t > 0) u(x, t) = X(x) + T (t)
, H: Rn →R .
2. , PME ut = ∆(uγ ) . 1− n2 < γ < 1,
u(x, t) = 1 x
tα v( tβ ) , |x| → ∞ .

3
Poisson −∆u = f (x, u).

178
 16 : (By
)

PDE , . ,
. , Fourier .
, , , 1. ODE ,
: . ,
. , ,
Sobolev .
, .

16.1

n
utt − ∆u + f (u) = 0, x ∈ Rn , t > 0. (16.1)
, (16.1) utt − ∆u = 0 . : (1)
; (2) .

, , (16.1)
Z  
1 2
E(t) = (u + |∇u| ) + F (u) dx.
2
(16.2)
Rn 2 t
F :R→R Z y
F (y) = f (z)dz.
0

, .

16.1 ( )
(16.2) .
♥

Z
dE
= (ut utt + ∇u · ∇(ut ) + ut F ′ (u))dx
dt Rn
Z
= ut (utt − ∆u + f (u))dx = 0.
Rn

,
. (x0 , t0 ) ∈ Rn × (0, +∞)
C(x0 , t0 ) ≜ {(x, t) : 0 ⩽ t ⩽ t0 , |x − x0 | ⩽ t0 − t}.
1
Hahn-Banach .
 16.2

16.2 ( )
F , (16.1) x ∈ B(x0 , t0 ), t = 0 , u .
♥

Z  
1 2
e(t) = (u + |∇u| ) + F (u) dx.
2
B(x0 ,t0 −t) 2 t

Z "Z   #
de d t0 −t 1 2
= (ut + |∇u| ) + F (u) dS dτ
2
dt dt 0 ∂B(x0 ,τ ) 2
Z t0 −t Z !
= (ut utt + ∇u · ∇(ut ) + ut f (u))dS dτ −
0 ∂B(x0 ,τ )
Z  
1 2
(u + |∇u| ) + F (u) dS
2
∂B(x0 ,t0 −t) 2 t
Z
= ut (utt − ∆u + f (u))dx−
B(x0 ,t0 −t)
Z    
1 ∂u
ut + |∇u| − 2ut
2 2
+ F (u) dS
∂B(x0 ,t0 −t) 2 ∂ν
Z  
1 ∂u
⩽ ut + |∇u| − 2ut
2 2
dS.
2 ∂B(x0 ,t0 −t) ∂ν
Cauchy |2ut ∂u
∂ν | ⩽ ut + |∇u| ,
2 2 ė(t) ⩽ 0. e(0) = 0,
e(t) ≡ 0(0 ⩽ t ⩽ t0 ), ut ≡ 0, ∇u ≡ 0 in C(x0 , t0 ) ⇒ u , u
.

, , t ⩾ 0, u(x, t) x .
.

16.2

, .

utt − ∆u + f (u) = 0, x ∈ R3 , t > 0
(16.3)
u| = φ, ut |t=0 = ψ, x ∈ R3
t=0

φ, ψ ∈ Cc∞ (R3 ), f ∈ C ∞ (R) f (0) = 0.

16.1 ( )

utt − ∆u = g(x, t), x ∈ R3 , t > 0
u| = 0, ut |t=0 = 0, x ∈ R3
t=0

Z
1 g(y, t − |x − y|)
u(x, t) = dy.
4π B(x,t) |x − y|

180
 16.2

.

ztt − ∆z = 0, x ∈ R3 , t > τ
z| = 0, zt |t=τ = g(x, τ ), x ∈ R3
t=τ

Kirchhoff
Z
1
z(x, t; τ ) = g(y, τ )dS(y).
4π(t − τ ) ∂B(x,t−τ )

Z t Z
1
u(x, t) = g(y, τ )dS(y)dτ
0 4π(t − τ ) ∂B(x,t−τ )
Z t Z
1
= g(y, t − τ )dS(y)dτ
0 4πτ ∂B(x,τ )
Z
1 g(y, t − |x − y|)
= dy.
4π B(x,t) |x − y|

16.3 ( )
T > 0, (16.3) R3 × [0, T ] u(x, t).
♥

(16.3) . u(x, t) , u = v + w,
 
vtt − ∆v = 0, x ∈ R3 , t > 0 wtt − ∆w = −f (u(x, t)), x ∈ R3 , t > 0
v| = φ, vt |t=0 = ψ, x ∈ R3 w| = 0, wt |t=0 = 0, x ∈ R3
t=0 t=0

v Kirchhoff , (16.2)
Z
1 f (u(y, t − |x − y|))
w(x, t) = − dy.
4π B(x,t) |x − y|
ū(y) = u(y, t − |x − y|), v .
. T > 0,
X ≜ {u ∈ C(R3 × [0, T ]) : u|t=0 = φ, ku − vkL∞ ⩽ 1}.
L∞ ,X Banach (C(R3 × [0, T ]), k · k∞ ) , Banach .
A : X → C(R3 × [0, T ])
Z
1 f (ū(y))
(Au)(x, t) = v(x, t) − dy.
4π B(x,t) |x − y|
, T ,A X . T A .
f , Lipschitz. X , L = L(f, X) > 0,
|f (ū) − f (v̄)| ⩽ L|ū − v̄|, ∀u, v ∈ X.
Z
L |ū(y) − v̄(y)|
kAu − Avk L∞ (X) ⩽ sup dy
x∈R 3 4π B(x,t) |x − y|
t∈[0,T ]
Z t Z
L 1
⩽ ku − vkL∞ (X) dSdτ
4π 0 τ ∂B(x,τ )
LT 2
⩽ ku − vkL∞ (X) .
2
q
T < 2
L . (16.3) R3 × [0, T ] .

181
 16.3 :

. : (16.3) ODE ?
, ? ?
.

16.4 ( )
(16.3) , β > 0,
lim ku(·, t)kL∞ (R3 ) = +∞.
t↑β
♥

, u x, t ,
u(x+hek ,t)−u(x,t)
. h 6= 0, k = 1, · · · , n, u U= h , U

Utt − ∆U + σU = 0, x ∈ R3 , 0 < t ⩽ T < β
U | = Φ, Ut |t=0 = Ψ, x ∈ R3
t=0

φ(x + hek ) − φ(x) ψ(x + hek ) − ψ(x)

Φ(x) = , Ψ(x) = .
h h
Z t
σ(x, t) = (f ′ (su(x + hek , t) + (1 − s)u(x, t))ds.
0

u σ , σ k, h .
Z
1 σ̄ Ū
U (x, t) = V (x, t) − dy. (16.4)
4π B(x,t) |x − y|
V 
Vtt − ∆V = 0, x ∈ R3 , t > 0
V | = Φ, Vt |t=0 = Ψ, x ∈ R3
t=0

, V , . (16.4) k, h M >0
Z t
kU (·, t)kL∞ ⩽ M + M kU (·, t)kL∞ dt.
0
Gronwall
kU (·, t)kL∞ ⩽ M eM t ⩽ M eM β .

, u . u
. u t=β , !

16.3 :

, .

utt − ∆u + f (u) = 0, x ∈ Rn , t > 0
(16.5)
u| = φ(x), ut |t=0 = ψ(x), x ∈ Rn
t=0

f (0) = 0. , (16.2)
 Z 
1 1 2
E(0) = (ψ + |∇φ| ) + F (φ(x)) dx < 0.
2
(16.6)
2 Rn 2

182
 16.3 :

λ > 2, f
yf (y) ⩽ λF (y), ∀y ∈ R. (16.7)

16.5
(16.6) (16.7) , (16.5) ( t⩾0 ).
♥

u.
Z
1
I(t) = u2 dx.
2 Rn

Z Z
′′ d
I (t) = uut dx = (u2t + uutt )dx
dt Rn Rn
Z
= [u2t + u(∆u − f (u))]dx
Z R n

= (u2t + |∇u|2 − uf (u))dx

Rn
λ−2
α= 4 , E(t) = E(0),
I ′′ (t) = (2 + 4α)E(t) + I ′′ − (2 + 4α)E(0)
Z Z Z
= (2 + 2α) 2
ut dx + 2α |∇u| dx +
2
((2 + 4α)F (u) − uf (u))dx − (2 + 4α)E(0).
Rn Rn Rn
uf (u) ⩽ (2 + 4α)F (u),
Z
′′
I (t) ⩾ (2 + 2α) u2t dx − (2 + 4α)E(0).
Rn
R
I ′ (t) = Rn uut dx, Hölder
Z  Z 
′
(1 + α)I (t) ⩽ (1 + α)
2 2
u dx u2t dx ⩽ I(t)(I ′′ (t) + λE(0)).
Rn Rn
J(t) = I(t)−α , β = −λE(0) > 0,
J ′′ (t) = α(α + 1)(I ′ )2 I −α−2 − αI ′′ I −α−1 ⩽ −αβI −α−1 = −αβJ 1+ α .
1

J t .
T >0 J ′ (T ) < 0.
J(t) ⩽ J(T ) + (t − T )J ′ (T )(t ⩾ 0).
t J < 0, J !
J ′ (t) ⩾0 , J .
J ′′ (t) ⩽ −αβJ(t)1+ α ⩽ −αβJ(0)1+ α ≜ −γ.
1 1

γ > 0.
J ′ (t) ⩽ J ′ (0) − γt.

t J ′ (t) < 0, !
(16.5) .

.

183
 16.3 :

, . :

utt − ∆u + |u|p−1 u, x ∈ R3 , t > 0
u| = φ, ut |t=0 = ψ, x ∈ R3
t=0

1 < p ⩽ 5. Sobolev ,
. (II) !

184
 17 2019 (I) ( )(by )

17.1( 5 , 30 )
1. uxx − 2 sin yuxy − cos2 yuyy + xux − yuy + u = 0 ( ).
2. utt − 4uxx = 0, u|t=0 = x2 , u t |t=0 = 2x ( ).
3. ut = 2uxx (0 < x < 1, t > 0); u|t=0 = x2 (1 − x), u|x=0 = 0, u|x=1 = sin2 t
u(x, t) [0, 1] × [0, +∞) ( ).
R
4. u D ⊂ Rn (n ⩾ 2) , D , ∂u
∂D ∂ν dS =
( ).
ut = 9∆u(x ∈ Rn , t > 0), u|t=0 = e−9|x| ,
2
5. u(x, t) lim u(0, t) = ( ).
t→+∞
6. ut = 8uxx + 2u2x vt = 8vxx v(u) = ( ).

1. ∆ = (− sin y)2 + cos2 y = 1 > 0, .

2. d’Alembert
Z x+2t
1 1
u(x, t) = [(x + 2t)2 + (x − 2t)2 ] + 2sds = x2 + 4t2 + 2xt.
2 4 x−2t
3. Q = (0, 1) × (0, +∞), Γ = Q \ Q,
max u = max u = 1, min u = min u = 1.
Q Γ Q Γ

4. Green Z Z
∂u
dS = ∆udx = 0.
∂D ∂ν D

5. n
Z Z
1 |y|2
e− 36t −9|y| dy
2
u(0, t) = K(−y, t)φ(y)dy = n
Rn (36πt) 2 Rn
Y
n Z  − n Yn Z
1 −( 36t +9)|yk |2 1 1 2
e−|zk | dzk
1 2
= n e dy k = n + 9
(36πt) 2 k=1 R (36πt) 2 36t k=1 R
  n
1 2
= → 0(t → +∞).
1 + 324t
6.
ut = u′ (v)vt , ux = u′ (v)vx , uxx = u′′ (v)vx2 + u′ (v)vxx .

8u′′ (v) + 2u′ (v)2 2

vt = 8vxx + vx .
u′ (v)
u
8u′′ (v) + 2u′ (v)2 = 0, u = 4 ln v, v = e4 .
17.2(10 ) u(x, t)

utt − c2 ∆u = 0, x ∈ R3 , t > 0
u| = φ(x), ut |t=0 = ψ(x), x ∈ R3
t=0

, c > 0 , φ(x), ψ(x) ∈ Cc∞ (R3 ). : C > 0 |u(x, t)| ⩽ C

t (x ∈
 R3 , t > 0).
Kirchhoff
Z Z !
∂ 1.
u(x, t) = t− ψ(y)dS(y) + t− φ(y)dS(y)
∂B(x,ct) ∂t ∂B(x,ct)

Z ! Z !
∂ ∂
t− φ(y)dS(y) = − φ(x + ctz)dS(z)
∂t ∂B(x,ct) ∂t ∂B(0,1)
Z
=− cz · ∇φ(x + ctz)dS(z)
∂B(0,1)
Z
y−x
=− ∇φ(y) · dS(y).
∂B(x,ct) t
Z
u(x, t) = − (tψ(y) + φ(y) + ∇φ(y) · (y − x))dS(y).
∂B(x,ct)

Z
1
|tu(x, t)| ⩽ − (t|ψ(y)| + |φ(y)| + |∇φ(y)||y − x|)dS(y)
4πc2 t ∂B(x,ct)
Z Z
1 1
⩽ (|ψ(y)| + c|φ(y)|)dS(y) + |φ(y)|dS(y)
4πc2 ∂B(x,ct) 4πc2 t ∂B(x,ct)
Z
1 1
⩽ (kψkL1 (R3 ) + ckφkL1 (R3 ) ) + |φ(y)|dS(y).
4πc2 4πc2 t ∂B(x,ct)
RHS . φ B(0, R), ∂B(x, ct) B(0, R)
, 2R, R. 4πR2 .
Z
1 1 R2
|φ(y)|dS(y) ⩽ · 4πR 2
kφkL ∞ (R3 ) = kφkL∞ (R3 ) ,
4πc2 t ∂B(x,ct) 4πc2 t c2 t
Z
1
|φ(y)|dS(y) ⩽ tkφkL∞ (R3 ) .
4πc2 t ∂B(x,ct)

Z  
1 R2 R
|φ(y)|dS(y) ⩽ min kφkL∞ (R3 ) , tkφkL∞ (R3 ) = kφkL∞ (R3 ) .
4πc2 t ∂B(x,ct) c2 t c
C > 0, |tu(x, t)| ⩽ C, ∀x ∈ R3 , t > 0.
17.3(10 ) ω∈R


 u|tt = 4uxx + sin(πx) sin(ωt), 0 < x < 1, t > 0


u|t=0 = ut |t=0 = 0



u|
x=0 = u|x=1 = 0

u(x, t) [0, 1] × [0, +∞) .

1
R
− , Z Z
1
− f= f.
U |U | U

186
 . z(x, t; τ )


 ztt = 4zxx , 0 < x < 1, t > τ


u|t=τ = 0, ut |t=τ = sin(πx) sin(ωτ )




u|x=0 = u|x=1 = 0
T ′′ (t−τ ) X ′′ (x)
T (t − τ )X(x), 4T (t−τ ) = X(x) := −λ. X x
λn = n2 π 2 , Xn (x) = sin(nπx).
T ′′ (t − τ ) + (2nπ)2 Tn (t − τ ) = 0 ⇒ Tn (t − τ ) = An cos(2nπ(t − τ )) + Bn sin(2nπ(t − τ )).

∞
X ∞
X
An sin(nπx) = 0, 2nπBn sin(nπx) = sin(πx) sin(ωτ ).
n=1 n=1

Fourier

Z 1

 sin(ωτ ) , n = 1
1 2π
An = 0, Bn = sin(ωτ ) sin(πx) sin(nπx)dx =
nπ 0 
0, n 6= 1

sin(ωτ )
z(x, t; τ ) = sin(2π(t − τ )) sin(πx).
2π


 sin(πx) 2π sin(ωt) − ω sin(2πt)

 · , ω 6= ±2π
Z t 
 2π 4π 2 − ω 2

sin(πx) sin(2πt) − 2πt cos(2πt)
u(x, t) = z(x, t; τ )dτ =
 · , ω = 2π
0 
 4π 2π

 2πt cos(2πt) − sin(2πt)

 sin(πx)
· , ω = −2π
4π 2π
1 2π+|ω|
ω 6= ±2π |u(x, t)| 2π |4π 2 −ω 2 | ω = ±2π u(x, t) .
17.4(10 ) c⩽0 ,


 ut = uxx + cu, 0 < x < 1, t > 0


u|t=0 = x



u| = 0, u|
x=0 x=1 =1
: 0 ⩽ u(x, t) ⩽ 1 x ∈ [0, 1], t ⩾ 0 .
T > 0, : x ∈ [0, 1], 0 ⩽ t ⩽ T , 0 ⩽ u(x, t) ⩽ 1. u
QT .
maxQ u > maxΓT u, ε>0 , v ≜ u − εt maxQ v > maxΓT v. v
T T

QT (x0 , t0 ) ∈ QT , vxx (x0 , t0 ) ⩽ 0 vt (x0 , t0 ) ⩾ 0. v

vt = ut − ε = uxx + cu − ε = vxx + cv + ε(ct − 1).
v 1
0 ⩽ vt (x0 , t0 ) = vxx (x0 , t0 ) + cv(x0 , t0 ) + ε(ct0 − 1) ⩽ ε(ct0 − 1) < 0.
! maxQ u = maxΓT u.
T

minQ u <∈ΓT u, ε>0 v = u + εt, minQ v < minΓT v.

T T

187
v QT (x0 , t0 ) ∈ QT , vxx (x0 , t0 ) ⩾ 0 vt (x0 , t0 ) ⩽ 0. v
vt = ut + ε = vxx + cv + ε(1 − ct).
v 0
0 ⩾ vt (x0 , t0 ) = vxx (x0 , t0 ) + cv(x0 , t0 ) + ε(1 − ct0 ) ⩾ ε(1 − ct0 ) > 0.
! minQ u = minΓT u.
T

17.5(10 ) k>0 c ,

ut = k∆u + cu + f (x, t), x ∈ R3 , t > 0
u(x, 0) = φ(x)

.

vt = k∆v + cv, x ∈ R3 , t > 0
v(x, 0) = φ(x), x ∈ R3
v̄ = ve−ct , v̄t = (vt − cv)e−ct , ∆v̄ = ∆v · e−ct ,
v̄t = k∆v̄, v̄(x, 0) = φ(x).

Z
ect |x−y|2
v(x, t) = v̄(x, t)e = ct
3 e− 4kt φ(y)dy.
(4kπt) 2 R3


wt = k∆w + cw + f (x, t), x ∈ R3 , t > 0
w(x, 0) = 0, x ∈ R3

zt = k∆z + cz(t > τ > 0), z(x, τ ) = f (x, τ ).

Z
ec(t−τ ) |x−y|2
− 4k(t−τ )
z(x, t; τ ) = 3 e φ(y)dy.
(4kπ(t − τ )) 2 R3

Z t Z t Z
ec(t−τ ) |x−y|2
− 4k(t−τ )
w(x, t) = z(x, t; τ )dτ = 3 e φ(y)dydτ.
0 0 (4kπ(t − τ )) 2 R3

Z Z t Z
ect |x−y|2 ec(t−τ ) |x−y|2
− 4k(t−τ )
u(x, t) = 3 e− 4kt φ(y)dy + 3 e φ(y)dydτ.
(4kπt) 2 R3 0 (4kπ(t − τ )) 2 R3

17.6(10 ) D0 ⊂ D ⊂ Rn (n ⩾ 2) ,


∆u = 0 in D \ D0
   
 ∂u ∂u
 u+ = 0, u − =0
∂ν ∂D ∂ν ∂D0
.

188
 u ,
Z
E= |∇u|2 dx
D\D 0
Z Z Z
∂u ∂u
= u dS − u dS − u∆udx
∂D ∂ν ∂D0 ∂ν D\D 0
Z Z
=− u dS −
2
u2 dS ⩽ 0.
∂D ∂D0
, E ⩾ 0, E = 0 ⇒ ∇u ≡ 0 ⇒ u . u .
17.7(10 ) D ⊂ Rn (n ⩾ 2) , :

∆u + u2 (1 − u) = 0 in D
u| =0
∂D

u(x) 0 ⩽ u(x) ⩽ 1, x ∈ D.
x1 , x 2 ∈ D u D .
u(x1 ) < 0, x1 ∈ D. Hessian D2 u , ∆u(x1 ) = tr(D2 u(x1 )) ⩾
0. ∆u(x1 ) = u(x1 )2 (u(x1 ) − 1) < 0,
u(x2 ) > 1, x2 ∈ D. Hessian D2 u , ∆u(x2 ) = tr(D2 u(x2 )) ⩽
0. ∆u(x2 ) = u(x2 )2 (u(x2 ) − 1) > 0,
0 ⩽ u(x) ⩽ 1 x∈D .
17.8(10 ) D = {(x1 , x2 , x3 ) ∈ R3 : x21 + x22 + x23 < 1, x3 > 0} Green
∆u = 0(x ∈ D), u|∂D = x1 x2 x3 .
M1 (z1 , z2 , z3 ), +q

M0 (x1 , x2 , x3 ), −ε

M3 (x1 , x2 , −x3 ), +ε

M2 (z1 , z2 , −z3 ), −q

, M0 (x1 , x2 , x3 ) M (y1 , y2 , y3 ). M0 −ε, M1 = (z1 , z2 , z3 )

M0 , M2 , M 3 M1 , M 0 . M1 +q,
, |x| · |z| = 1,
−ε q ε
k +k =0⇒q= .
1 − |x| |z| − 1 |x|

189
 Green G(x, y), M
1 1
G(x, y) = p
4π (x1 − y1 ) + (x2 − y2 )2 + (x3 + y3 )2
2

|x|
+p
(x1 − |x|2 y1 )2 + (x2 − |x|2 y2 )2 + (x3 − |x|2 y3 )2
|x|
−p
(x1 − |x|2 y1 )2 + (x2 − |x|2 y2 )2 + (x3 + |x|2 y3 )2
!
1
−p .
(x1 − y1 )2 + (x2 − y2 )2 + (x3 − y3 )2
y ∈ ∂B(0, 1) ,
(x1 − |x|2 y1 )2 + (x2 − |x|2 y2 )2 + (x3 − |x|2 y3 )2 = |x|2 ((x1 − y1 )2 + (x2 − y2 )2 + (x3 − y3 )2 ).
(x1 − |x|2 y1 )2 + (x2 − |x|2 y2 )2 + (x3 + |x|2 y3 )2 = |x|2 ((x1 − y1 )2 + (x2 − y2 )2 + (x3 + y3 )2 ).

∂G X
3
∂G
= yi
∂ν ∂D∩R3+ ∂yi
i=1
!
1 − |x|2 1 1
= 3 − 3 .
4π ((x1 − y1 )2 + (x2 − y2 )2 + (x3 − y3 )2 ) 2 ((x1 − y1 )2 + (x2 − y2 )2 + (x3 + y3 )2 ) 2

Z
1 − |x|2 1
u(x) = y1 y2 y3 3
4π ∂D∩R3+ ((x1 − y1 )2 + (x2 − y2 )2 + (x3 − y3 )2 ) 2
!
1
− 3 dS(y).
((x1 − y1 )2 + (x2 − y2 )2 + (x3 + y3 )2 ) 2
:
1. Laplace :
     
1 ∂ ∂ 1 ∂2 1 ∂ 2 ∂ 1 ∂ ∂ 1 ∂2
∆2 = r + 2 2 , ∆3 = 2 r + 2 sin θ + 2 2 .
r ∂r ∂r r ∂θ r ∂r ∂r r sin θ ∂θ ∂θ r sin θ ∂φ2
Z Z Z
∂u 1 |x|2
−
2. Green : v∆udx = v dS − ∇v · ∇udx; n S(x, t) = n e 4kt .
D ∂D ∂ν D (4πkt) 2
1 1
3. : V (x − y) = ln |x − y|(n = 2), V (x − y) = − (n = 3).
2π 4π|x − y|
4. Kirchhoff : x ∈ R3 , t > 0
Z Z
1 1 ∂ φ(y)
u(x, t) = 2
ψ(y)dS(y) + 2
dS(y).
4πc t Sct (x) 4πc ∂t Sct (x) t
5. Rn Fourier :
Z Z
−ix·ξ −1 1
F [f ](ξ) = fˆ(ξ) = f (x)e dx, F [f ](x) = fˇ(x) = f (ξ)eix·ξ dξ.
Rn (2π)n Rn

190
 18 2020 (I) ( )(By )

18.1(30 )
1. (15 ) .

∂t2 u − ∂x2 u = −2b∂t u + g(x, t), 0 < x < l, t > 0



u(0, t) = u(l, t) = 0, t⩾0



u(x, 0) = u (x, 0) = 0,
t 0⩽x⩽l
b>0 .
2. (15 ) .

1. S-L ,
 nπ 2 nπx
λn = , Xn (x) = sin (n ⩾ 1).
l l
{Xn (x) : n = 1, 2, · · · } Fourier ,
X ∞ ∞
X
nπx nπx
u(x, t) = Tn (t) sin , g(x, t) = gn (t) sin .
l l
n=1 n=1

Z l
2 nπx
gn (t) = g(x, t) sin dx.
l 0 l

 nπ 2
Tn′′ (t) + 2bTn′ (t) + Tn (t) = gn (t), Tn (0) = Tn′ (0) = 0. (18.1)
l
.
(1) n ⩾ 1, b 6= nπ
l , (18.1)
r  nπ 2 r  nπ 2
λn = −b − b2 − , µn = −b + b2 − .
l l
(18.1) Z t
eµn (t−s) − eλn (t−s)
Tn (t) = gn (s)ds.
0 µ n − λn

∞ Z !
X t
eµn (t−s) − eλn (t−s) nπx
u(x, t) = gn (s)ds sin .
0 µ n − λn l
n=1
λn , µ n , g n .
(2) b= mπ
l , m ∈ N+ . n=m (18.1) −b,
Z t
t−s
Tm (t) = gm (s)ds.
0 eb(t−s)

Z ! Z t 
X t
eµn (t−s) − eλn (t−s) nπx t−s mπx
u(x, t) = gn (s)ds sin + gm (s)ds sin .
0 µ n − λn l 0 e
b(t−s) l
1⩽n̸=m

λn , µ n , g n .
2. u1 , u 2 , w = u1 − u2 , w


 ∂ 2 w − ∂x2 w = −2b∂t w, 0 < x < l, t > 0

 t
w(0, t) = w(l, t) = 0, t⩾0



w(x, 0) = w (x, 0) = 0,
t 0⩽x⩽l

Z l
1
E(t) = (wt2 + wx2 )dx.
2 0

Z l Z l l Z l
dE
= (wt wtt + wx wtx )dx = wt (wtt − wxx )dx + wx wt = −2b wt2 dx ⩽ 0.
dt 0 0 0 0
0 ⩽ E(t) ⩽ E(0) = 0, ∀t ⩾ 0. E(t) ≡ 0 ⇒ wt ≡ wx ≡ 0 ⇒ w .
w . u1 ≡ u2 , .
18.2(20 )
1. (15 ) 
ut = ∆u + ⃗b · ∇u, x ∈ Rn , t > 0
u(x, 0) = u (x), x ∈ Rn
0

⃗b = (1, 1, · · · , 1).
2. (5 ) u0 , t → +∞ , ?

1. Fourier . u x Fourier ,
dû
+ |ξ|2 û = i(⃗b · ξ)û, û(ξ, 0) = û0 (ξ).
dt
ODE
⃗ 2 )t
û(ξ, t) = û0 (ξ)e(i(b·ξ)−|ξ| .

Fourier
Z n Z
⃗ 1 ⃗ 1 Y ∞ −ξ2 t
F −1 [e(i(b·ξ)−|ξ| e−|ξ| t ei(tb+x)·ξ dξ =
2 )t 2
]= e i cos(xi + t)ξi dξi .
(2π)n Rn πn 0
i=1

Z ∞
e−η t cos((xi + t)η)dη.
2
It (xi ) =
0
1
pπ
It (−t) = 2 t,
Z ∞ Z
dIt −η 2 t 1 ∞ d −η2 t
=− ηe sin((xi + t)η)dη = (e ) sin((xi + t)η)dη
dxi 0 2t 0 dη
∞ Z
1 xi + t ∞ −η2 t
= e−η t sin((xi + t)η) −
2
e cos((xi + t)η)dη
2t 0 2t 0
xi + t
=− It (xi ).
2t
ODE r
1 π − (xi +t)2
It (xi ) = e 4t .
2 t

192
 Fourier
1 Y e− 4 − |x|2 − 1⃗b·x
n nt
−1 (i(⃗b·ξ)−|ξ|2 )t
F [e ]= n It (xi ) = n e 4t 2 ≜ K(x, t).
π (4πt) 2
i=1

Z
e− 4
nt
|y|2 ⃗
−1
u(x, t) = F [û0 (ξ)K̂(ξ, t)] = (u0 ∗ K)(x, t) = n e− 4t
− 2b ·y
u0 (x − y)dy.
(4πt) 2 Rn
2.
( )   ( )
|y|2 ⃗b 1 |t⃗b|2 nt
exp − − ·y = exp − (|y + t⃗b|2 − |t⃗b|2 ) ⩽ exp =e4.
4t 2 4t 4t

Z
e− 4
nt
nt ku0 kL1
|u(x, t)| ⩽ n e 4 |u0 (x − y)|dy = n .
(4πt) 2 Rn (4πt) 2
lim u(x, t) = 0.
t→+∞
18.3(10 ) u, v R3 ∂t2 u − ∆u = f (x, t), ∂t2 v − ∆v = (f 1E )(x, t),
E = {(x, t) : |x| > |t|}, 1E (x, t) E . u(x, 0) = v(x, 0), ∂t u(x, 0) = ∂t v(x, 0).
: |x| > |t| , u(x, t) = v(x, t).
F = R4 \ E = {(x, t) : |x| ⩽ |t|}, w = u − v, w

∂ 2 w − ∆w = (f 1F )(x, t)
t
w(x, 0) = 0, wt (x, 0) = 0

Z
1
e(t) = (wt2 + |∇w|2 )dx.
2 |x|⩾|t|

Z Z ∞Z
1d 1d
ė(t) = (wt2 + |∇w|2 )dx = (wt2 + |∇w|2 )dSdτ
2 dt |x|⩾|t| 2 dt |t| ∂B(x,τ )
Z Z ∞Z
sgn(t)
=− (wt2 + |∇w|2 )dS + (wt wtt + ∇w · ∇(wt ))dSdτ
2 |x|=|t| |t| ∂B(x,τ )
Z Z
sgn(t)
=− (wt2 + |∇w| )dS + 2
(wt wtt + ∇w · ∇(wt ))dx
2 |x|=|t| |x|⩾|t|
Z Z Z
sgn(t) ∂w
=− (wt2 + |∇w| )dS + 2
(wt (wtt − ∆w))dx + wt dS
2 |x|=|t| |x|⩾|t| |x|=|t| ∂ν
Z Z
sgn(t) ∂w
=− (wt2 + |∇w|2 )dS + wt dS.
2 |x|=|t| |x|=|t| ∂ν
t > 0,
Z   Z
1 ∂w 1
ė(t) = − wt2 + |∇w| − 2wt 2
dS ⩽ − (|wt | − |∇w|)2 dS ⩽ 0.
2 |x|=|t| ∂ν 2 |x|=|t|
t < 0,
Z   Z
1 ∂w 1
ė(t) = wt2 + |∇w| + 2wt 2
dS ⩾ − (|wt | − |∇w|)2 dS ⩾ 0.
2 |x|=|t| ∂ν 2 |x|=|t|
0 ⩽ e(t) ⩽ e(0) = 0, ∀t ∈ R ⇒ e(t) ≡ 0. E wt = 0, ∇w = 0 ⇒ w .

193
 w , u(x, t) = v(x, t).
18.4(20 ) Ω R3 . x0 ∈ Ω, G(x, x0 ) Ω .
1. (10 ) .
2. (10 ) : x ∈ Ω \ {x0 }, − 4π|x−x
1
0|
< G(x, x0 ) < 0.

1. G1 , G 2 Green , F = G 1 − G2 ,
∆x F (x, x0 ) = 0, F |x∈∂Ω = 0.
x0 ∈ Ω,
max |F (x, x0 )| = max |F (x, x0 )| = 0 ⇒ F ≡ 0.
x∈Ω x∈∂Ω

G1 ≡ G2 , Green .
2. H(x, x0 ), G(x, x0 ) = V (x − x0 ) + H(x, x0 ). H

∆Hx (x, x0 ) = 0, x∈Ω
H(x, x ) = −V (x − x ), x ∈ ∂Ω
0 0

x0 ,
1
min H(x, x0 ) = min H(x, x0 ) = min > 0.
x∈Ω x∈∂Ω x0 ∈∂Ω 4π|x − x0 |

1
G(x, x0 ) = V (x − x0 ) + H(x, x0 ) > V (x − x0 ) = − .
4π|x − x0 |
, lim G(x, x0 ) = −∞ ρ > 0 B(x0 , ρ) ⊂ Ω G(x, x0 ) < 0, ∀x ∈
x→x0
B(x0 , ρ) \ {x0 }. G


 ∆x G(x, x0 ) = 0, x ∈ Ω \ B(x0 , ρ)


G(x, x0 ) = 0, x ∈ ∂Ω



G(x, x ) < 0,
0 x ∈ ∂B(x0 , ρ)
G(x, x0 ) < 0, ∀x ∈ Ω \ B(x0 , ρ). G(x, x0 ) < 0.
18.5(20 ) u Ω⊂ R3 , Ω ∆u ⩾ 0. : u ∈ C(Ω) ∩ C 2 (Ω)
B(x0 , r) ⊂ Ω,
Z
1
u(x0 ) ⩽ u(x0 + rω)dS(ω).
4π |ω|=1
u ,
Z
1
φ(r) = u(x0 + rω)dS(ω).
4π |ω|=1

Z
1
φ′ (r) = ∇u(x0 + rω) · ωdS(ω)
4π |ω|=1
Z
1 x − x0
= 2
∇u(x) · dS(x)
4πr |x−x0 |=r r
Z
1
= ∆u(x)dx ⩾ 0.
4πr2 |x−x0 |⩽r

194
 φ(r) r ,
Z
1
u(x0 ) = lim φ(r) ⩽ φ(r) = u(x0 + rω)dS(ω).
r↓0 4π |ω|=1
, u Ω , x0 ∈ Ω ∆u(x0 ) < 0. R>0 ∆u
B(x0 , R) ⊂ Ω . φ(r) . 0 < r < R,
Z
1
φ′ (r) = ∆u(x)dx < 0.
4πr2 |x−x0 |⩽r
φ(r) r ∈ (0, R) .
Z
1
u(x0 ) = lim φ(r) > φ(r) = u(x0 + rω)dS(ω), ∀r ∈ (0, R).
r↓0 4π |ω|=1
! u Ω .

195
 Bibliography

[1] , : , , 1984.

[2] , , , : , , , 1985.

[3] Wolfgang Walter: (GTM182)Ordinary Differential Equations, first edition, 1998.

[4] Po-Fang Hsieh, Yasutaka Sibuya: Basic Theory of Ordinary Differential Equations, first edition, 1999.

[5] , : , , , 2004.

[6] : , , , 2006.

[7] Walter A. Strauss: Partial Differential Equations, An Introduction, second edition, 2008.

[8] Lawrence C. Evans: Partial Differential Equations, second edition, 2010.

[9] , : Elliptic Partial Differential Equations, second edition, 2011.

[10] : A Basic Course in Partial Differential Equations, first edition, 2011.

[11] : , , , 2018.

[12] : I , 2021.