- •Basic concepts and definitions of differential equations.
- •Equations with separated variables.
- •Linear equations of the first order.
- •Equations of the first order unsolved by derivatives.
- •6) Method of introducing a parameter. Lagrange and Clairaut equations.
- •7) Theorem about existence and uniqueness of Cauchy problem.
- •8) General properties of solutions. Continuity, differentiation of solutions of parameter axis and initial data.
- •9) Linear equations of the n-th order. Basic properties.
- •11) Linear inhomogeneous equations
- •12) Method of variation of arbitrary constants.
- •13) Integration of linear equations with permanent coefficients.
- •14) Euler method.
- •16) Fundamental system of solutions.
- •18) Integration of linear inhomogeneous system with quasi-polynomial right side.
- •20.Boundary problem for system of the second order. Green function.
- •Local properties of solutions.
- •Global properties of solutions.
- •26) Transformation of solutions and system.
- •27. Basic concepts. Stability by Lyapunov. Geometric means.
- •28. The main Lyapunov theorems.
- •30) Studying stability by Lyapunov function.
- •31.Differential equations in full differentials .Integral multiplier.
- •32.Integration methods. Homogeneous and linear differential equations of the first order.
- •33.Incomplete equations . Equations assuming reduction of order.
- •34) Local and global theorems.
- •35) Analyticity and differentiation of solutions.
- •36) Solution continuity of parameters and initial data.
- •37. Fundamental system of solutions
- •38. Wronskian determinant. Liouville formula.
- •39. Homogeneous and inhomogeneous linear equations. Liouville formula.
- •40 Integration of linear inhomogeneous equation with quasipolinomial right side.
- •41) Cauchy function. Fundamental solutions.
- •42. Systems of linear differential equations with constant coefficients
- •43. Linear systems of differential equations. Basic systems
- •44. Some methods of the system integration (leading to one equation etc)
- •45.Method of variation of constants
26) Transformation of solutions and system.
The transformation of the kth derivative of a function in on variable is a
follows:
Y (k) =1/k![dky/dxk (x)]x=x0, (1)
and the inverse transformation is defind by,
y(x) =∞k=0Y (k)(x − x0)k, (2)
The following theorems that can be deduced from equations (1) and (2) are
given below:
Theorem 1.If y(x) = y1(x) ± y2(x),then Y (k) = Y1(k) ± Y2(k).
Theorem 2.If y(x) = cy1(x), then Y (k) = cY1(k) ,where c is a constant.
Theorem 3.If y(x) = dny1(x)/dxn , then Y (k) = (k+n)! / k! Y1(k + n).
Theorem 4.If y(x) = y1(x)y2(x), then Y (k) =k,k1=0 Y1(k1)Y2(k − k1).
T
heorem
5.If
y(x)
= xn,
then Y
(k)
= δ(k−n)
where δ(k−n)
= 1 k
=
n
0 k n
Theorem 6.If y(x) = eλx, then Y (k) = λk
k! ,where λ is a constant.
Theorem 7.If y(x) = sin(ωx + α), then Y (k) = ωk
k! sin(kπ/2 + α), where ω and α constants.
Theorem 8.If y(x) = cos(ωx+ α), then Y (k) = ωk/k! cos(kπ/2 + α), where ω and α constants.
Consider the following system of liner differential equations
y_1(x) = y1(x) + y2(x) (1)
y_2(x) = −y1(x) + y2(x)
with the conditions
y
1(0)
= 0
y2(0) = 1 (2)
By using Theorems 1,2 and 3 choosing x0 = 0,equations (1) and (2) are
transformed as follows:
(k
+
1)Y1(k
+
1) −
Y1(k)
−
Y2(k)
= 0
(k + 1)Y2(k + 1) + Y1(k) − Y2(k) = 0
Y1(0) = 0, Y2(0) = 1,
consequently, we find
Y1(1) = 1, Y2(1) = 1
Y1(2) = 1, Y2(2) = 0
Y1(3) = 1/3, Y2(3) = −1/3
Y1(4) = 0, Y2(3) = −1/6
Y1(5) = −1/30, Y2(5) = −1/30 .
...
...
Therefore, from(4),the solution of equation(11) is given by
y1(x) = x + x2 + 1/3x3 – 1/30x5 ± O(x6),
y2(x) = 1+x – 1/3x3 – 1/6x4 ± O(x5).
27. Basic concepts. Stability by Lyapunov. Geometric means.
Definition1. Stability in the sense of Lyapunov
The equilibrium point x*=of is stable(in the sense of Lyapunov) at t=t0 if for any e>0 there exists a b(t0;e)>0 such that ||x(t0)||<b => ||x(t)||<e, any t>t0.
Definition2.Asymptotic stability
An equilibrium point x*=0 of is asymptotically stable at t=t0 if
1.x*=0 is stable, and
2.x*=0 is locally attractive; i.e., there exists b(t0) such that ||x(t0)||<b =>limx(t)=0
Definition3. Exponential stability, rate of convergence
The equilibrium point x*=0 is an exponentially stable equilibrium point of if there exist constants m,a>0 and e>0 such that ||x(t)||≤m*exp(-a(t-t0))||x(t0)|| for all ||x(t0)|| ≤e and t≥t0. The largest constant a which may be utilized in ||x(t)||≤m*exp(-a(t-t0))||x(t0)|| is called the rate of convergence.
Exponential stability is a strong form of stability; in partial, it implies uniform, asymptotic stability. Exponential convergence is important in applications because it can be shown to be robust to perturbations and is essential for the consideration of more advanced control algorithms,
Orbital stability
The orbital stability differs from the Lyapunov stabilities in that it concerns with the stability of a system output (or state) trajectory under small external perturbations. n
Let f(x) be a p-periodic solution, p>0, of the autonomous system x(t)=f(x), x(t0)=x0€۠۠۠R and let Г represent the closed orbit of f(x) in the state space, namely, Г={y|y=f(x0),0≤t<p}
If, for any e>0, there exists a constant b=b(e)>0 such that d(x0, Г):=inf||x0-y||<b the solution of the system, f(x) satisfies d(f(x), Г) < e, for all t≥t0 then this p-periodic solution trajectory, f(x) is said to be orbitally stable.
