- •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
36) Solution continuity of parameters and initial data.
Theorem.
Suppose that ƒ and
are continuous and bounded in a given region
U. Let
be
a solution of
(1)
passing through
,
and
be a solution of (1) passing through (
.
Suppose that ϕ
and
ψ
exist on some integral I.
Then,
for each ε > 0, there exists δ > 0 such that if |t
-
|
< δ and ||
||
< δ, then
||ϕ(t) – ψ( )|| < ε, for t, ∈ I.
Proof.
Since ϕ
is the solution of (1) through the point (
),
we have, for all t
∈
I,
ϕ(t)=
+
(2)
As
ψ is the solution of (1) through the point (
,
),
we have, for all t
∈
I,
ψ(t)=
+
(3)
Since
subtracting (3) from (2) gives
||
ϕ(t) – ψ(t) ||
||
||
+ ||
||+||
||
Using the boundedness assumptions on ƒ and to evaluate the right hand side of the latter inequation, we obtain
||
ϕ(t) – ψ(t) ||
||
||
+M
|
|
+ K
If | | < δ, || || <δ, then we have
||
ϕ(t) – ψ(t) ||
+Mδ
+ K ||
||
(4)
Applying Gronwall’s inequality to (4) gives
||ϕ(t)
– ψ(
)||
||ϕ(t)
– ψ(t)||
||ψ(t)
– ψ(
)||
Now,
given ε > 0, we need only choose
ε/[M
+
(1+
]
to obtain the desired inequality, completing the proof.
37. Fundamental system of solutions
Definition.
System of n
linearly
independent solutions
(t),
(t),
…,
(t)
of
system
is called a fundamental system of solutions or basis.
Theorem.
The system
has a fundamental system of solutions. If
(t), (t), …, (t) is basis, then the general solution has the form
where
are
arbitrary constants.
Concept of the fundamental matrix. Ostrogradsky-Liouville formula.
We consider the system
of n arbitrary vector solutions of the vector equation and form a matrix of the order nxn
Y(t)
=
and the Wronskian. If the system of vectors is linearly independent, then detY(t)=W(t)does not vanish for any value t of the interval of continuity of the matrix A(t). In this case the matrix Y(t) is called an integral or a fundamental matrix for the system . If Y( )= E, where E is the unit
40 Integration of linear inhomogeneous equation with quasipolinomial right side.
The particular solution y * (x) can be solved by trial, if the right side of the equation - quasipolynomial - function of the form
f(x) = exp(αx)(Mm(x)cos(βx) + Nn(x)sin(βx)). Here Mm (x) - a polynomial of degree m, Nn (x) - a polynomial of degree n, α and β - are real numbers.
Calculation method of selection of a particular solution of the inhomogeneous linear equations with quasipolynomial in the right side is the following. Carefully look at the right side of the equation and write down the number of α ± βi.
Then the characteristic equation of the homogeneous equation and find its roots. There are two cases: the roots of the characteristic polynomial is no root, equal to the number of α ± βi (nonresonantce case), and among the roots of the characteristic polynomial is r roots equal to the number of α ± βi (resonanCE case).
Consider the non-resonant case (among the roots of the characteristic polynomial is no root, equal to the number of α ± βi). Then the particular solution will search in the form
y*(x) = exp(αx)(Pk(x)cos(βx) + Qk(x)sin(βx)),
We consider the resonance case (among the roots of the characteristic polynomial is r roots equal to the number of α ± βi). Then the particular solution will be sought in the form
y*(x) = exp(αx)(Pk(x)cos(βx) + Qk(x)sin(βx))xr,
