- •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
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,
41) Cauchy function. Fundamental solutions.
Def1: Linear inhomogeneous system of differential equations is called the system of the form:
(t)=A(t)x(t)+f(t) t€I=(t1,t2)
A(t)=
f(t)=
x(t)=
Suppose,
that all the elements are continuous on the I.
Def2:
Fundamental system of solutions of inhomogeneous system
is
called n arbitrary linear independent solutions of this equation. If
is fundamental
system of solutions, then
the matrix Ф(t)=
is
called the fundamental matrix of the system.
The
fundamental matrix satisfies to the equation
=A
Ф
.
General solution of homogeneous system can be written as x(t)=
Ф(t)C,
where
– some permanent vector. The general form of solutions of
homogeneous system with constant coefficients x(t)=
,(здесь
Pk,
k)
where
- eigenvalues of matrix A, with corresponding multiplicity m1,…ml.
Pk(t)
– vector quasi-polynomials with degree, that is not more than mk-1.
In the case of linear equation, we can show , that x(t)=t inhomog. (t)=x homog. (t)+x-(t)
Partial
solution of inhomogeneous system x-(t)
we will find in the form x-(t)
= Ф(t)C(t)
(method of variation of constants). Substituting in inhomogeneous
system, we get:
C(=AФ)
+ Ф
=AФC+f
= Ф
=f
=>
=
Ф
-1f
Hence,
C(t)=
We don` t care about constant, because we are finding arbitrary solution.By substituting C(t)in the expression for :
=
Ф(t)
,
Then x(t)=
Ф(t)C+Ф(t)
Suppose, x(t0)=x0. Substitute t0 to the expression for x(t) : x(t0)= Ф(t0)C, hence C= Ф-1(t0)x0
Suppose,
K(t,s)=
Ф(t)Ф-1(s)
– matrix of 2 variables. Then the general solution has the form:
x(t)=K(t,t0)x0+
.
Judging by the introduced matrix K, this is the Cauchy formula.If the
fundamental matrix is normalized in t0,
then
x(t)=
Ф(t)
x0+Ф(t)
If
matrix A is permanent, then Ф(t)
=
and
That is why
x(t)=
x0+Ф(t)
