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Various types of differential equations with appropriate substitution will be considered in the following articles (see table 3.1).

 

 

 

 

 

 

 

 

 

Table 3.1

Equation of

 

Characteris-

Substitu-

The

 

Equation of the

 

the second

 

tics of

tion

second

first order

 

 

order

 

 

equations

 

derivative

 

 

 

 

 

 

 

 

Dependent

 

 

 

 

 

 

 

 

 

 

 

0

variable y

y ¢ = z(x)

y ¢¢ = z ¢

 

 

0

 

F(x, y , y )

 

absent

F(x, z, z )

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Independent

 

 

 

 

¢

 

 

 

 

 

 

0

variable x

y ¢ = p( y)

y

 

 

F ( y, p, p p) = 0

or

 

 

 

F( y, y , y )

 

absent

 

p p

 

 

 

 

 

 

 

 

 

 

 

Ф( y, p, p ¢) = 0

 

 

 

 

 

 

 

 

 

Consider other types of differential equations with appropriate substitution for reduction of order:

1) a differential equation

F(x, y(k ) , y(k 1) , ..., y(n) ) 0,

which does not contain y directly and derivatives of order less than ( k 1 ) using the substitution y(k ) z(x) . After substituting, we have

F(x, z, z , ..., z (n k) ) 0 ,

where order is ( n k );

2) a differential equation

F( y, y , ..., y(n) ) 0,

which does not contain independent variable x . It can be a lesser order of times one with substituting the new function:

y = p(y),

where p(y) is a new function of y. Thereafter

 

 

 

dp( y)

dp dy

 

 

 

 

 

 

 

dy

 

 

 

y

 

 

 

y

 

 

d( p p)

 

d( p p)

 

2

) p ,… .

 

 

dx

dy dx

p p;

 

 

dx

 

dy

dx

( p p ( p )

It can be expressed that the order of times one is less as well.

Consequently,

Ф( y, p, p , ..., p(n 1) ) 0 .

2.3. Linear differential equations of the order higher than the first.

The linear differential equation of the n’th order

213

 

a (x) y(n)

+a (x) y(n-1)

+...+a

n

(x) y = f (x),

 

( 3.20 )

 

0

1

 

 

 

 

where a0 (x), a1 (x), ...,

an (x), f (x)

are the given functions,

moreover

a0 (x) 0 is called linear differential equation of order n, since each term is of

the first degree in the form of y and contains its derivatives, but does not include their products.

An equation (3.20) if f (x) 0 is called right-hand member not zero. If f (x) 0 as shown,

 

a

0

(x) y(n) a (x)y

(n 1) ... a

n

(x)y 0

(3.21 )

 

 

 

1

 

 

 

it’s called homogeneous.

 

 

 

 

 

 

Properties of the linear homogeneous differential equation

1. If

y1 is a particular

solution

of (3.21) then C1 y1 ( C1 = const) is a

particular solution of (3.21) too.

 

 

 

 

2. If

y1 , y2 are the particular solutions of (3.21) then the sum of

y1 y2

and a linear combination C1 y1 C2 y2

are the solutions of (3.21).

 

In general case: if y1 , y2 , ..., yn are the particular solutions of (3.21) then

we are having linear combination

y C1 y1 C2 y2 ... Cn yn

is the solution of (3.21).

There are linear dependent and independent systems of the functions.

System of the functions

y1 (x),

y2 (x), ..., yn (x)

is

called a

linear

dependent on the range (a, b), if an identity

 

 

 

 

 

 

1 y1 2 y2

... n yn 0 ,

 

 

 

(3.22)

where 1 , 2 , ..., n are real numbers, exists if and only if

 

 

1 2

... n 0 .

 

 

 

 

If at least one of the terms among 1 , 2 , ..., n

is not equal to zero and

the identity (3.22) exists, then

the

functions y1 , y2 , ..., yn are

linear

For instance the functions y

sin2 x,

y

2

cos2 x,

y

1

are linearly

 

1

 

 

 

 

3

 

 

 

dependent, when 1 1, 2 1, 3

1 exists an identity

 

 

sin 2 x cos2 x 1 0,

 

x ( ; ).

 

 

In order to determine whether a system of functions y1 , y2 , ..., yn is linearly dependent or it is not, the Vronsky determinant is used.

214

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