. ..

.. , ..

2008 .

 2
"
". 4 , 3
,
.

c

. .., 2008 .
c .., .., 2008 .

1
1.1 . . . .
1.1.1
1.1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1.2 . . . . . . . . . . . . . . . .
1.2.1 . . . .
1.2.2 . . . . . .

5
5
5
6
8
8
9

2
2.1 . . . . . . . .
2.1.1 . . . . . . . . . . . . . . . . .
2.1.2 . . . . . . . . . . .
2.1.3 . . . . . . . . . . . . . . . . . . . . . .
2.1.4 . . . . . . . . . . . . . .
2.1.5 . . . . . . . . . . . . . . . . . . . . . . . .
2.1.6 . . .
2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3 .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3.1 . . . . . . . . . . . . . . . . . . .
2.3.2 . . . . . . . . . . . . .
2.3.3 . . . . . . . . . . . . . . . . . . . . . . . . . .
2.3.4 . . . . . . . . . . . . . . . .
2.3.5 . . . . . . . . . . . . . . . . . . . .
2.3.6 . . . . . . . . . . . . . . . . . . . . . . . . .
2.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.4.1 . . . . . . . . . . . . .
2.4.2 : 1 , 2 R, 1 6= 2 , 1 2 > 0. . . . . . . . . . . . . . . . . . . . .
2.4.3 : 1 = 2 6= 0, dim ker(A 1 E) = 2. . . . . . . . .
2.4.4 : 1 = 2 6= 0, dim ker(A 1 E) = 1. . . . . . . . . .
2.4.5 : 1 , 2 R, 2 < 0 < 1 . . . . . . . . . . . . . . . . . . . . . . . .
2.4.6 : 1,2 = i C, 6= 0, 6= 0. . . . . . . . . . . . . . . . . . . .
2.4.7 : 1,2 = i C, 6= 0. . . . . . . . . . . . . . . . . . . . . . . .
2.4.8 A: det A = 0. . . . . . . . . . . . . . . .
2.4.9 . . . . . . . . . . . .

12
12
12
13
14
15
16
17
18
21
21
22
22
23
24
26
26
26
27
28
28
29
29
29
30
30

3
3.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.1 . . . . . . . . . . . . . . . . . . . . . . . . .
3.1.2 . . . . . . . . . . . . . . .
3.1.3 . . . . . . . . . . . . . . . . . . .
3.1.4 . . . . . . . . . . . . . . . . . . . . . . .
3.2 . . . . . . . . . . . .
3.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.3 . . . . . . . . . . . .
3.2.4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.2.5 . . . . .
3.3 - . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

32
32
33
33
34
34
35
35

4
4.1 . . . . . . . . . . . . . . . . . .
4.1.1 . . . . . . . . . . . . . . . . . . . . . .
4.1.2 . . . . . . . . . . . . .
4.1.3 . . . . . . . . . . . . . . . .
4.1.4 . . . . . . . . . . . . . . . . . . . . . .
4.2 . . . . . . . . . . . . . .
4.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2.2 . . . . . . . . . . . . . . . . . . . . . . . . . .
4.2.3 .
4.2.4 . . . . . . . . . . . . . .
4.2.5 . . . . . . . . . . . . . . . . .

46
46
46
46
47
47
49

5
5.1 . . . . . . . . . . . . . .
5.1.1 . . . . . . . . . . . . .
5.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.3 . . . .
5.3.1 ,
5.3.2 , . . . . . .
5.4 . . . . . . . . . . . . . .
5.5
- . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.6.1 . . . . . . . . . . . . . . . . . . . .
5.6.2 . . . . . . . .

56
56
58
58
60
60
62
64

. . .
. . .
. . .
. . .
. . .
. . .
. . .
. . .
. . .
. . .
. . .

36
37
39
41
42
45

49
49
51
53
54

67
68
68
69

1.1.

1


1.1

1.1.1

,
y 0 (t) = f (t, y(t)),
y(t0 ) = y0 .

t [t0 T, t0 + T ],

(1.1)
(1.2)

f (t, y) y0 ,
(1.1)-(1.2). , - f (t, y) y0 ?
, . ,
.
1.1.1. fi (t, y), i = 1, 2,
Q = {(t, y) R2 :

|t t0 | T,

a y b}

f1 (t, y) Q y, .. L > 0
,
|f1 (t, y) f1 (t, ye)| L|y ye|, (t, y), (t, ye) Q.
, yi (t), i = 1, 2, [t0 T, t0 + T ]

 0
 0
y2 (t) = f2 (t, y2 (t)),
y1 (t) = f1 (t, y1 (t)),
y1 (t0 ) = y01 ,
y2 (t0 ) = y02 ,



max
|y1 (t) y2 (t)| |y01 y02 | + T max |f1 (t, y) f2 (t, y)| exp{LT }.
(1.3)
t[t0 T,t0 +T ]

(t,y)Q

.
, yi (t) C 1 [t0 T, t0 +T ], a yi (t) b, i = 1, 2,

Zt
y1 (t) = y01 +

f1 (, y1 ( ))d,

t [t0 T, t0 + T ],

f2 (, y2 ( ))d,

t [t0 T, t0 + T ].

t0

Zt
y2 (t) = y02 +
t0

1.

,
Z t





|y1 (t) y2 (t)| |y01 y02 | + 
f1 (, y1 ( )) f2 (, y2 ( )) d  , t [t0 T, t0 + T ].
t0

Zt
f1 (, y2 ( ))d,
t0


Z t
 
 
|y1 (t) y2 (t)| |y01 y02 | +  f1 (, y1 ( )) f1 (, y2 ( ))d  +
Zt0t

 
 



+
f1 (, y2 ( )) f2 (, y2 ( )) d  , t [t0 T, t0 + T ]. (1.4)
t0

, f1 (t, y) ,
Z t





f1 (, y2 ( )) f2 (, y2 ( )) d  T max |f1 (t, y) f2 (t, y)|, t [t0 T, t0 + T ],

(t,y)Q

t0

(1.4)


|y1 (t) y2 (t)| |y01 y02 | + T max |f1 (t, y) f2 (t, y)| +
(t,y)Q
 t

Z




+ L  |y1 ( )) y2 ( ))|d  ,



t [t0 T, t0 + T ].

t0

|y1 (t) y2 (t)| -,

|y1 (t) y2 (t)| |y01 y02 | + T max |f1 (t, y) f2 (t, y)| exp{L|t t0 |}, t [t0 T, t0 + T ],
(t,y)Q

(1.3). 1.1.1 .
1.1.2

.
.

Q+ = {(t, y) :

t0 t t0 + T,

a y b}.

, .
. f (t, y) Q+ Q+
fy (t, y). (t, y1 ), (t, y2 ) Q+
Z1
f (t, y1 ) f (t, y2 ) =

fy (t, y2 + (y1 y2 ))d (y1 y2 ).

(1.5)

,
.

1.2.

1.1.2. ( .) fi (t, y), i = 1, 2

f1
Q+ f1 (t, y) Q+
(t, y). ,
y
yi (t), i = 1, 2, [t0 , t0 + T ]


y10 (t) = f1 (t, y1 (t)),

y1 (t0 ) = y01 ,

y20 (t) = f2 (t, y2 (t)),

y2 (t0 ) = y02 ,

f1 (t, y) f2 (t, y),

(t, y) Q+ ,

y01 y02 ,

y1 (t) y2 (t),

t [t0 , t0 + T ].

. y1 (t) y2 (t) [t0 , t0 +T ]

, yi (t) C 1 [t0 , t0 +T ], a yi (t) b,
y10 (t) y20 (t) = f1 (t, y1 (t)) f2 (t, y2 (t)),

t [t0 , t0 + T ].

(1.6)

,
(1.5),
f1 (t, y1 (t)) f2 (t, y2 (t)) = f1 (t, y1 (t)) f1 (t, y2 (t)) + f1 (t, y2 (t)) f2 (t, y2 (t)) =
Z1




f1
t, y2 (t) + (y1 (t) y2 (t)) d y1 (t) y2 (t) + f1 (t, y2 (t)) f2 (t, y2 (t)).
=
y
0

v(t) = y1 (t) y2 (t),
Z1
p(t) =

f1
t, y2 (t) + (y1 (t) y2 (t)) d,
y

h(t) = f1 (t, y2 (t)) f2 (t, y2 (t)).

f1 (t, y1 (t)) f2 (t, y2 (t)) = p(t)v(t) + h(t) (1.6)
v 0 (t) = p(t)v(t) + h(t),

t [t0 , t0 + T ].

v(t0 ) = y01 y02 ,

v(t) = (y01 y02 ) exp

nRt
t0

Zt

p()d +
t0

nRt
o
exp p()d h( )d,

t [t0 , t0 + T ].

, (y01 y02 ) 0 h(t) 0 t [t0 , t0 + T ],

v(t) = y1 (t) y2 (t) 0, t [t0 , t0 + T ] 1.1.2 .

1.

1.2

, , ,
.

Q = {(t, y, ) :

|t t0 | T,

ayb

1 2 }.

f (t, y, ) Q , y0 ()
[1 , 2 ].

y 0 (t) = f (t, y(t), ),
y(t0 ) = y0 ().

t [t0 T, t0 + T ],

(1.7)
(1.8)

(1.7)-(1.8), , ,
t, . (1.7),
(1.8) y(t, ). y(t, )
?
1.2.1

1.2.1. f (t, y, ) Q Q y, -
|f (t, y1 , ) f (t, y2 , )| L|y1 y2 |,

(t, y1 , ), (t, y2 , ) Q ,

y0 () [1 , 2 ].
, y(t, ) (1.7)-(1.8) [t0 T, t0 + T ]
[1 , 2 ], y(t, ) t [t0 T, t0 + T ], [1 , 2 ].
. y(t, ) t [t0
T, t0 + T ], [1 , 2 ] a y(t, ) b t [t0 T, t0 + T ], [1 , 2 ].
0 0 + [1 , 2 ].
y(t, 0 ) y(t, 0 + ), .
y1 (t) = y(t, 0 ),
f1 (t, y) = f (t, y, 0 ),
y01 = y0 (0 ),

y2 (t) = y(t, 0 + ),
f2 (t, y) = f (t, y, 0 + ),
y02 = y0 (0 + ).

y1 (t) y2 (t) 1.1.1

. ,
max

t[t0 T,t0 +T ]

|y(t, 0 ) y(t, 0 + )| =
max
|y1 (t) y2 (t)|
t[t0 T,t0 +T ]


|y01 y02 | + T max |f1 (t, y) f2 (t, y)| exp{LT } =
(t,y)Q


= |y0 (0 ) y0 (0 + )| + T max |f (t, y, 0 ) f (t, y, 0 + )| exp{LT }, (1.9)
(t,y)Q

1.2.

Q = {(t, y) R2 : |t t0 | T, a y b}.
, (1.9) y(t, ) 0 .
. , (),
t [t0 T, t0 + T ]
|y(t, 0 + ) y(t, 0 )|
(1.10)
|| () .
[1 , 2 ] y0 ()
, 1 () ,
|y0 (0 + ) y0 (0 )|

exp{LT }
2

(1.11)

|| 1 () .
Q f (t, y, )
, 2 () ,
t [t0 T, t0 + T ] y [a, b]
|f (t, y, 0 + ) f (t, y, 0 )|

exp{LT }
2T

(1.12)

|| 2 ().
(1.9), (1.11) (1.12) , || () = min{1 (), 2 ()}
(1.10), y(t, ) .
1.2.1 .
, 1.2.1 [t0
T, t0 + T ] [1 , 2 ] .
, y(t, ) (t, )
[t0 T, t0 + T ] [1 , 2 ].
1.2.2

, , (1.7)-(1.8)
y(t, ) .
1.2.2. f (t, y, ) Q Q
fy (t, y, ), f (t, y, ), y0 ()
[1 , 2 ].
, y(t, ) (1.7)-(1.8) [t0 T, t0 + T ]
[1 , 2 ], y(t, ) t [t0 T, t0 + T ], [1 , 2 ]
.
. y(t, ) t [t0
T, t0 + T ], [1 , 2 ] a y(t, ) b t [t0 T, t0 + T ], [1 , 2 ].
+ [1 , 2 ].
y(t, ) y(t, + ).
v(t, , ) =

y(t, + ) y(t, )
.

y(t, + ), y(t, ) (1.7) ,

v 0 (t, , ) = ()1 [f (t, y(t, + ), + ) f (t, y(t, ), )],

t [t0 T, t0 + T ]. (1.13)

10

1.

,
()1 [f (t, y(t, + ), + ) f (t, y(t, ), )] =
()1 [f (t, y(t, + ), + ) f (t, y(t, ), + )]
+()1 [f (t, y(t, ), + ) f (t, y(t, ), )].
(1.5),
()1 [f (t, y(t, + ), + ) f (t, y(t, ), + )] =
Z1
fy (t, y(t, ) + (y(t, + ) y(t, )), + )d

=
0

(y(t, + ) y(t, ))()1 .

Z1
fy (t, y(t, ) + (y(t, + ) y(t, )), + )d,

p(t, , ) =
0

q(t, , ) = ()1 [f (t, y(t, ), + ) f (t, y(t, ), )].

,
()1 [f (t, y(t, + ), + ) f (t, y(t, ), )] =
= p(t, , )v(t, , ) + q(t, , ).
(1.13), , v(t, , + )

v 0 (t, , ) = p(t, , )v(t, , ) + q(t, , ),

t [t0 T, t0 + T ].

(1.14)

v(t, , + ) ,
v(t0 , , ) = ()1 [y0 ( + ) y0 ()].

(1.15)

(1.14)-(1.15),
v(t, , ) = ()1 [y0 ( + ) y0 ()] exp

t
Z

p(, , )d

t0

Zt
+

q(, , ) exp

t
Z

t0

p(, , )d

t [t0 T, t0 + T ].

(1.16)

y

(t, ) , v(t, , ) 0. ,
(1.16) 0.
y0 () ,

lim ()1 [y0 ( + ) y0 ()] =

dy0
().
d

1.2.

11

p(t, , ) 0.
fy (t, y, ) p(t, , ) ,
lim p(t, , ) =

f
(t, y(t, ), ).
y

f (t, y, )
lim q(t, , ) =

f
(t, y(t, ), ).

(1.16)
0,

t
Z

y
dy0
fy (, y(, ))d +
(t, ) = lim v(t, , ) =
() exp
0

d
t0

Zt
+

f (, y(, ), ) exp
t0

t
Z

p(, , )d

t [t0 T, t0 + T ].

(1.17)

.
y
(t, ) =
(t, ), 0 (t, ) (t, )
t. (1.17) , (t, )

0 (t, ) = fy (t, y(t, ), )(t, ) + f (t, y(t, ), ), t [t0 T, t0 + T ],

(t0 , ) = y00 ().

12

2.

2

2.1

t = t0
t [t0 ; +).
t0 = 0.
2.1.1.
y 0 = ay,

y(0) = y0 ,

y0 t [0; +), a R .
y(t; y0 ) = y0 exp{at}.
a < 0
|y(t; y0 ) y(t; ye0 )| = |y0 ye0 | exp{at} |y0 ye0 | 0
y0 ye0 0 t 0, |y(t; y0 ) y(t; ye0 )| 0 t +.
a = 0
|y(t; y0 ) y(t; ye0 )| = |y0 ye0 | 0
y0 ye0 0 t 0, |y(t; y0 ) y(t; ye0 )| 9 0 t +.
a > 0
|y(t; y0 ) y(t; ye0 )| = |y0 ye0 | exp{at} 9 0
y0 ye0 0 t 0,
.
, T > 0
[0, T ]:
max |y(t; y0 ) y(t; ye0 )| |y0 ye0 | exp{|a|T } 0

t[0,T ]

y0 ye0 0. ,
t 0.
2.1.1

y(t) = (y1 (t), y1 (t), . . . , yn (t))> .

dy(t)
= f (t, y(t)),
dt
y(t0 ) = y 0 ,

(2.1)
(2.2)

f (t, y) = (f1 (t, y), f2 (t, y), . . . , fn (t, y))> , y 0 = (y10 , y20 , . . . , yn0 )> . , fi (t, y) fi (t, y)/yj

2.1. .

13

= [0, +) Rn i, j = 1, 2, . . . , n. y 0 Rn
(2.1)-(2.2) [0, T ] y(t; y 0 ), y 0 . (2.2) ye0 ,
P
1/2
n
y(t; ye0 ). kyk =
yj2

j=1

y = (y1 , . . . , yn )> Rn .
2.1.1. y(t; y 0 ) (2.1)-(2.2) , > 0 (, y 0 ) > 0 ,
ye0 , ke
y0 y 0 k < (, y 0 ), y(t; ye0 ) (2.1) t 0

ky(t; ye0 ) y(t; y 0 )k < ,

t [0, +).

(2.3)

, (2.3) t t0 ,
(2.3) sup ky(t; ye0 ) y(t; y 0 )k < .
tt0

2.1.2. y(t; y 0 ) (2.1)-(2.2) , , 0 > 0 , ye0 ,

ke
y0 y 0 k < 0 ,


lim y(t; ye0 ) y(t; y 0 ) = 0.

t+

(2.4)

2.1.2. 2.1.1 y(t) = y0 exp{at}

a < 0, ( ) a = 0, a > 0.
2.1.2

f (t, 0, . . . , 0) = , y 0 = (2.1)-(2.2) =
(0, . . . , 0)> .
.
2.1.3. y(t) = (2.1)-(2.2)
, > 0 () > 0 ,
ye0 , ke
y0 k < (),
y(t; ye0 ) (2.1) t 0
ky(t; ye0 )k < ,

t [0, +).

(2.5)

2.1.4. y(t) = (2.1)-(2.2)

, ,
0 > 0 , ye0 , ke
y0 k < 0 ,
lim y(t; ye0 ) = 0.

t+

(2.6)

(t)
. y 0 = ye0 (0)

14

2.

, y(t) = y(t; ye0 ) (t) , ye0 , (0). y(t)

dy(t)
= F (t, y(t)), y(0) = y 0 ,
(2.7)
dt
F (t, y(t)) = f (t, (t) + y(t)) f (t, (t)). (t) y(t) = (2.7).
2.1.3

2.1.1. B(t) = (bij (t)) ,

b(t):
|bij (t)| b(t),

i, j = 1, . . . , n.

x(t) = (x1 (t), . . . , xn (t))> , y(t) = (y1 (t), . . . , yn (t))> y(t) = B(t)x(t),
ky(t)k nb(t)kx(t)k.
P
. yj (t) = nk=1 bjk (t)xk (t), -,
|yj (t)| =

n
X

|bjk (t)| |xk (t)| b(t)

k=1

n
X

|xk (t)|

k=1

X
1/2
1/2 X
n
n

2
2
b(t)
1
xk (t)
= b(t) nkx(t)k.

k=1

k=1

j = 1, . . . , n, 2.1.1.
2.1.2. t 0 y(t) = (y1 (t), . . . , yn (t))>

Rt
Zt


y()d n ky()kd.
0

.
Zt

Rt
Ij (t) = yj ()d,

y()d = (I1 (t), . . . , In (t))> ,

j = 1, . . . , n.

t 0
t
 Zt
Zt
R

|Ij (t)| =  yj ()d  |yj ()|d ky()kd.
0

j = 1, . . . , n, 2.1.2

2.1. .

15

2.1.3. Y (t) dy/dt = Ay aij R, i, j = 1, . . . , n, 1 , 2 , . . . n

A , p = max Re k .
k=1,...,n

Z(t, ) = Y (t)Y ( )1
1. Z(t, ) = Z(t , 0);
2. > 0 C > 0 ,
|Zij (t, )| C exp{(p + )(t )},

t .

.
dZ(t, )
= AZ(t, ),
dt

Z(, ) = E.

e
s = t , , Z(s)
= Z( + s, ). ,

e
dZ(s)
e
e
= AZ(s),
Z(0)
= E.
ds

e
Z(s)
= Z(s, 0). t, Z(t, ) = Z(t , 0).
Z(s, 0) = Y (s)Y (0)1 .
,
Z(s, 0) s:
Zij (s, 0) = zij (s) exp{s},

deg zij (s) n 1,

(2.8)

{1 , . . . , n } . > 0 Cij > 0

|zij (s)| Cij exp{s},

s 0,

| exp{s}| = exp{ Re s} exp{ps},
(2.8)
|Zij (s, 0)| |zij (s)| | exp{s}| C exp{(p + )s},

C = max Cij .
i,j=1,...,n

s = t ,
2.1.3.
2.1.4

dy
= Ay, A = (aij ) Rnn .
(2.9)
dt
1 , . . . , n A
.

16

2.

2.1.1. A
,
Re k < 0,
k = 1, . . . , n,
y(t) = .
. y(t) = y(t; y 0 )
dy
= Ay,
dt

y(0) = y 0 .

y(t) = Z(t, 0)y 0 .

(2.10)

p = max Re k < 0. > 0,

k=1,...,n

= p + < 0.
2 2.1.3 C ,
|Zij (t, 0)| C exp{t},

t 0.

2.1.1 B(t) = Z(t, 0) b(t) = C exp{t}

ky(t)k nC exp{t}ky 0 k.

() =
, ky 0 k < () 2nC
ky(t)k < t 0.
exp{t} 0 t +.
2.1.5

2.1.2. A
,
Re k 0,
k = 1, . . . , n,
, , Re = 0,
.
y(t) = (2.9) ,
.
. Z(t, 0) = Y (t)Y (0)1
t 0 . Yij (t) ,
= Re < 0,

|Yij (t)| |yij (t)| exp{t} Cij ,

t 0.

, Yij (t) , = iq
y(t) = h exp{t}, h

2.1. .

17

( ). , :
|Ykl (t)| = |hl | | exp{iqt}| Ckl ,

t 0.

Y (0)1
eij , t 0.
|Zij (t, 0)| C
(2.10) 2.1.1 B(t) = Z(t, 0)
e = max C
eij
b(t) = C
i,j=1,...,n

e 0 k.
ky(t)k nCkx
() =

,
e
2nC
2.1.2.
. h Cn - , = iq. , khk = 1.
y(t) = 0.50 Re h exp{iqt},

0 > 0,

(2.9) h exp{iqt}.
t = 0
y(0) = 0.50 Re h,

ky(0)k 0.50 khk = 0.50 .

q 6= 0 0 > 0 0 -
y(t), y(t)
6
t +, , , y(tk ) = 0.50 Re h 6=
tk = 2k/q, k N. q = 0 .
2.1.6

2.1.3. :
1. A .
2. A m , Rem = 0, , m ,
.
y(t) = .
. A = p + iq, p > 0.
h = hR + ihI , hR , hI Rn .
, khk = 1.
y(t) = 0.5Re h exp{(p + iq)t} =


= 0.5 exp{pt} hR cos qt hI sin qt ,

> 0, (2.11)

(2.9) h exp{(p +
iq)t}. t = 0
y(0) = 0.5hR ,

ky(0)k 0.5khk = 0.5.

18

2.

q 6= 0 > 0 -
(2.11) y(t), t +, , ,
y(tk ) = 0.5hR exp{2kp/q},

ky(tk )k = 0.5khR k exp{2kp/q} +

tk = 2k/q, k +, k N. q = 0 .
A = iq, q R, , > 0
(2.9)
y(t) = 0.5Re (g + th) exp{iqt} =


= 0.5 (g R + thR ) cos qt (g I + thI ) sin qt ,
y(0) = 0.5Re g, ky(0)k 0.5,

> 0,

h = hR + ihI , g = g R + ig I , kgk =
1. y(t) t = 0 -
t +, , , q 6= 0,
y(tk ) = 0.5(g R + 2kp/qhR ),

ky(tk )k kkhR k +

tk = 2k/q, k +, k N. q = 0 .

2.2

dy(t)
= f (y(t)),
dt

(2.12)

f (y) = (f1 (y), f2 (y), . . . , fn (y))> . , (2.12) y(t) = , .. f () = . , , t = 0 , t 0.

, fj (y) (2.12)
Rn .
.
fj (y)
.


fi
f (y) = Ay + R(y), A =
(0, . . . , 0) , i, j = 1, . . . , n, R(y) = o(kyk).
(2.13)
yj
, R(y) = o(kyk) ,


> 0 > 0 : kyk < R(y) < kyk.

(2.14)

2.2.1. (2.13)
A :
Re k < 0 k = 1, . . . , n.

2.2.

19

0 > 0 0 0 > 0 , t 0 y(t)

dy(t)
= Ay(t) + R(y(t)), y(0) = y 0 ,
(2.15)
dt
t = 0 y 0 , ky 0 k < 0 ,
t 0 ky(t)k < 0 .
. , y(t) (2.15)
Zt
y(t) = Z(t, 0)y 0 +

Z(t, )R(y( ))d.

(2.16)

,
F (t) = R(y( )),

(2.17)

, y(t)
F (t)
dy(t)
= Ay(t) + F (t),
dt

y(0) = y 0 ,

Zt
y(t) = Z(t, 0)y 0 +

Z(t, )F ( )d.
0

(2.17), (2.16).
(2.16). 2.1.1, 2.1.3 2.1.1
, y 0 < 0 M > 0 ,

kZ(t, 0)y 0 k M exp{t}ky 0 k.
(2.16):
kZ(t, )R(y( ))k M exp{(t )}kR(y( ))k.
2.1.1
Zt
ky(t)k M exp{t}ky 0 k + M exp{(t )}kR(y( ))kd.
(2.18)
0

> 0 ,
M
1
.
||
4
(2.14) 0 > 0 , kyk < 0
kR(y)k < kyk.

(2.19)

20

2.

n o
0
0
,
.
4M 2
, 0 0 .
y(t) (2.15) t = 0 ky(0)k < 0 ,
ky(0)k < 0 , ky(t)k < 0
[0, t1 ). , t1 = +.
, t1 (0, +)
0 = min

ky(t)k < 0

t [0, t1 ),

ky(t1 )k = 0 .

kR(y( ))k ky( )k 0 0 t1 . , ky 0 k 0

(2.18)
0
0 = ky(t1 )k
exp{t1 }+M
4

Zt1

0 0
exp{(t1 )}d +
4 4

0
,
4M

Zt1
exp{(t1 )}d

0
.
2

2.2.1.
2.2.1. fj (y) , j = 1, . . . , n.
A = (fi (0, . . . , 0)/yj ) (2.13)
,
Re k < 0,

k = 1, . . . , n,

.
A = (fi (0, . . . , 0)/yj )
,
{1 , . . . , n } : Re > 0,
.
. .
2.2.1 0 0 . 0 y 0 y(t)
(2.15) (2.16).
2.2.1 t 0 ky(t)k 0 , (2.19)

kR(y( ))k < ky( )k, 0.
(2.18)
Zt
ky(t)k M exp{t}ky 0 k + M exp{t}

exp{ )}ky( )kd,

0

exp{t}
u(t) = exp{t}ky(t)k
Zt
0 u(t) M kx0 k + M

u( )d.
0

2.3.

21

-, u(t) M ky 0 k exp{M t}.

, M /4
ky(t)k M ky 0 k exp{(M + )t} M ky 0 k exp{3t/4}.
.

2.3

2.3.1

.
.

2.3.1. V (y) : Rn R ( ), :
1. V (y) 0 y ;
2. V (y) = 0 y = .
,
R > 0 : = {y Rn : kyk R}.
2.3.1. V (y) .
1. 1 > 0 2 > 0 , x , kyk 1
V (y) 2 ;
2. 2 > 0 3 > 0 , y , V (y) 2
kyk 3 .
. .
1. , . 1 > 0,
2 > 0 y, 1 kyk R, V (y) < 2 . 2
0 < 2,k 0, y k ,
1 ky k k R, V (y k ) 0. y k ,
, y km ye, 1 ke
y k R. V (y km ) V (e
y ) = 0,
ye = . .
2. , . 2 > 0, 0 < 3,k 0
y k , ky k k 3,k , V (y k ) 2 .
V (y k ) V (0) = 0, .
, V (y) =
2 , kyk = 3
kyk = 1 .
2.3.1. y k , k +
y k V (y k ) 0.
y(t) , t 0, t +
y(t) V (y(t)) 0.

22

2.

,
y Rn . , V (y) = kyk .
, .
2.3.1. V (y1 , y2 ) = y12 + y22 ,
. ,
.
r
y12 y22
2.3.2. V (y1 , y2 ) =
+
(a > 0, b > 0, a 6= b) a2 b 2
, .
, a, b.
2.3.2

. .

dy(t)
= f (y(t)),
dt

()

f (y) = (f1 (y1 , . . . , yn ), f2 (y1 , . . . , yn ), . . . , fn (y1 , . . . , yn ))> ,

fi (0, . . . , 0) = 0, i = 1, . . . , n. V (y)
. ()

n
X
dV 
V (y)
(y) =
fj (y).

dt ()
yj
j=1
2.3.2.
V (y) (),
() ,

dV 
(y) 0, y .
(2.20)
dt ()
2.3.3

2.3.1. (). y(t) = () .

. 0 < < R. 2.3.1
2 = 2 () , y kyk ,
V (y) 2 .

(2.21)

V (y) 2 = (2 ()) ,
kyk <
2
V (y) .
(2.22)
2
, .
y 0 - ,
ky 0 k < , , t 0 y(t) () ky(t)k < . t = 0 , ky(0)k < ,
(2.22)
2
V (y(0)) .
(2.23)
2

2.3.

23

ky(t)k < t [0; t1 ). t1 = +, .

0 < t1 < + , ky(t1 )k ,
(2.21) V (y(t1 )) 2 . (2.23),

2
2
=
> 0.
(2.24)
V (y(t1 )) V (y(0)) 2
2
2
, (2.20)
n

X V (y(t))
dV (y(t)) X V (y(t)) 0
=
yj (t) =
fj (y(t)) 0,
dt
yj
yj
j=1
j=1

t [0, t1 ].

, V (y(t)) [0, t1 ], (2.24).

, > 0 = () ,
ky 0 k < ky(t)k < t 0,
.
2.3.3. (0, 0)

dx/dt = xy 4 ,
dy/dt = yx4 .
f1 (x, y) = xy 4 , f2 (x, y) = yx4 ,
f1 (0, 0)

x
A=
f2 (0, 0)
x

f1 (0, 0)


0 0

y
=
.
f2 (0, 0)
0 0
y

, A
1 = 2 = 0.
V (x, y) = x4 + y 4
, ,

dV 
= 4x3 (xy 4 ) + 4y 3 (yx4 ) 0.
dt ()
, (2.20). 2.3.1 .
2.3.4

2.3.2. V (y) (),


dV 
(y) W (y), y ,
(2.25)
dt ()
W (y) .
y(t) = ()
.

24

2.

. 2.3.1.
, y(t) t +, y(0)
.
3.3.2 y(t), - . V (y(t)),
t,

dV 
dV (y(t))
=
(y(t)) W (y(t)) 0,
dt
dt ()
(2.25).
lim V (y(t)) = 0.

t+

, = 0. , > 0, ( V (y(t))) V (y(t)) . 2 2.3.1

ky(t)k 3 > 0 t 0, 3 = 3 (). 2.3.1 . 1 W (y), W (y(t))
t 0, = (3 ) > 0. t + (2.25)


dV 
(y())t W (y())t t ,
V (y(t)) V (y(0)) =
dt ()
V (y).
V (y(t)) = 0, 2.3.1
, y(t) t +.
2.3.4. (0, 0)

dx/dt = y x3 ,
dy/dt = x y 3 .
f1 (0,0)
x
f2 (0,0)
x

f1 (0,0)
y
f2 (0,0)
y


0 1
=
.
f1 (x, y) = y x , f2 (x, y) = x y , A =
1 0
, A
1,2 = i. V (x, y) = (x2 + y 2 )/2

dV 
= x (y x3 ) + y (x y 3 ) = (x4 + y 4 ),
dt ()
3

(2.25) W (x, y) = x4 +y 4 . 2.3.2

.
2.3.5

2.3.3. = {y Rn : kyk } > 0

D 0 , 0 , kyk = y .
D = D 0
U (y), :
1. U (y) = 0 y 0 , U (y) > 0 y D;

2.3.

25

2. > 0 = () > 0 , y D U (y)


dU 
(y) ,
dt ()

dU 

U ()
dt ()
y(t) = () .
. , .. .
> 0 > 0 , y(t), t = 0
ky(0)k < , t 0 ky(t)k < ,
y(t) . 0 , y(0) D, U (y(0)) = u0 > 0,
dU 
(y(0)) > 0.
dt ()
t = 0
 D y(t) dU 
> 0. U (y(t)) ,
, y(t) D,
dt ()
,
U (y(t)) > U (y(0)) = u0 > 0, t 0.

D0 = {y D : U (y) u0 }.
= u0 0 > 0 , y(t)

dU 
dU (y(t))
=
0 .
dt
dt ()
[0, t], t +
U (y(t)) U (y(0)) + 0 t +,

y(t) D0 ,

U (x) D0 . . .
2.3.5. (0, 0)

dx/dt = xy 4 ,
dy/dt = x4 y.
! 

f1 (0,0)
f1 (0,0)
0 0
x
y
4
4
f1 (x, y) = xy , f2 (x, y) = x y, A =
=
.
f2 (0,0)
f2 (0,0)
0 0
x
y
, A 1,2 = 0.
U (x, y) = xy, D , , 0
OX OY .

dU 
= y xy 4 + x x4 y = xy(x4 + y 4 ) = xy((x y)2 + 2(xy)2 ) 2(xy)3 23
dt 
()

xy > 0. , 2.3.3 () = 23 ,
.

26

2.

2.3.6

y 0 Rn ( )
dy(t)
= f (y(t)),
dt

(2.26)

f (y 0 ) = 0. ,

f1 (y1 , . . . , yn ) = 0,
...

fn (y1 , . . . , yn ) = 0.
y 0 , y(t) = y 0 t
(2.26).
Rn+1 , (y1 , . . . , yn ) . y 0 ( ) ,
y(t) = y 0 ( ) .
y(t) =
yb(t) + y 0
db
y (t)
= fb(b
y (t)),
dt

fb(y) = f (y + y 0 ).

2.2.1 A = (aij ):
aij =

fbi
fi
(0, . . . , 0) =
(y ).
yj
yj 0

( ) .
2.3.4. y 0 (2.26), fj (y)
y 0 , j = 1, . . . , n.
A = (fi (y 0 )/yj )
,
Re k < 0, k = 1, . . . , n,
y 0 .
A = (fi (y 0 )/yj )
,
{1 , . . . , n } : Re > 0,
y 0 .

2.4
2.4.1

2.1.1-2.1.3
,
:
t +, .

2.4.

27

, , .
(n = 2).

y(t) = (y1 (t), y2 (t))>


dy
a11 a12
= Ay, A =
R22 .
(2.27)
a
a
dt
21
22
(.. (y1 , y2 )) (2.27). , , t
(2.27)
a11 y1 + a12 y2
dy1
=
.
(2.28)
dy2
a21 y1 + a22 y2
(0, 0) (2.28), .
(0, 0) , . ,
(0, 0) (2.27) (2.28)
.
A. n = 2


1 , 2. 1 6= 2 ,
h11
h12
h1 =
h1 =
C2 . 1 = 2 ,
h21
h22
,
; , . A:
det A 6= 0.
2.4.2

: 1 , 2 R, 1 6= 2 , 1 2 > 0.

(2.27)






y1 (t)
h11
h12
y(t) =
= C1
exp{1 t} + C2
exp{2 t},
y2 (t)
h21
h22

C1 , C2 R.

(2.29)

, :
2 < 1 < 0. . t + :
y(t) . , .

C1 h11 1 + C2 h12 2 e(2 1 )t
dy1
C1 h11 1 e1 t + C2 h12 2 e2 t
=
=
.
dy2
C1 h21 1 e1 t + C2 h22 2 e2 t
C1 h21 1 + C2 h22 2 e(2 1 )t

(2.30)

dy1
h11

t +, ..
dy2
h21


 h1 .
h12
C1 = 0, y(t) = C2
e2 t C2 6= 0 ,
h22
h2 , t +.
2 1 < 0, C1 6= 0

28

2.

t . , , .
(2.29) C2 6= 0
dy1
C1 h11 1 e(1 2 )t + C2 h12 2
h12

=
,
(

)t
1
2
dy2
C1 h21 1 e
+ C2 h22 2
h22

t ,

(1 2 > 0),

..


h11
e1 t C1 6= 0 ,
h2 . C2 = 0, y(t) = C1
h21
h1 . ,
,
t.
0 < 1 < 2
, , ,
.
:
.
2.4.3

: 1 = 2 6= 0, dim ker(A 1 E) = 2.

= 1 = 2 h1 h2 A.
(2.29)
y(t) = (C1 h1 + C2 h2 ) exp{t}
(y1 , y2 ) ,
< 0 ( ) > 0
( ), t +.
2.4.4

: 1 = 2 6= 0, dim ker(A 1 E) = 1.

= 1 = 2 h1 A p1 .
(2.27)
y(t) = C1 h1 exp{t} + C2 (p1 + th1 ) exp{t}.
C2 = 0, y(t) = C1 h1 exp{t}
, < 0 ( > 0)
t + . C2 6= 0, t
,
y(t) = t exp{t}(C2 h1 + o(1)), t +.
, t + < 0,
t > 0. t > 0, t +
< 0 , t.
.

2.4.
2.4.5

29

: 1 , 2 R, 2 < 0 < 1 .

, . (2.29). C1 6= 0 t +










h11
h11
h12
y(t) = exp{1 t} C1
+ C2
exp{(2 1 )t} = exp{1 t} C1
+ o(1) .
h21
h22
h21
h11
dy1

, .. t
dy2
h21
+ ,
h1 . C1 = 0, y(t) = C2 h2 exp{2 t} C2 6= 0 ,
h2 , t +.
t :
C2 6= 0 , h2 ;
C2 = 0 y(t) = C1 h1 exp{1 t} C1 6= 0 ,
h1 , t .
.
, (2.30) ,

2.4.6

: 1,2 = i C, 6= 0, 6= 0.

, A
. h = h1 +ih2
h1,2 ,
1 = + i.
z(t) = h exp{1 t} :




y 1 (t) = Re z(t) = exp{t} h1 cos th2 sin t , y 2 (t) = Im z(t) = exp{t} h1 sin t+h2 cos t .





y(t) = C1 y 1 (t) + C2 y 2 (t) = exp{t} C1 cos t + C2 sin t h1 + exp{t} C2 cos t C1 sin t h2 .
p
C = C12 + C22 6= 0
sin = C1 /C,

cos = C2 /C,

, h1 h2 :
y(t) = 1 (t)h1 + 2 (t)h2 .

1 (t) = C exp{t} sin(t + ),

2 (t) = C exp{t} cos(t + ),

, t + < 0
( , 12 (t) + 22 (t) 0) > 0 ( ,
12 (t) + 22 (t) +).
2.4.7

: 1,2 = i C, 6= 0.

, A
. , ,

30

2.

.
h = h1 + ih2 h1 h2
y(t) = 1 (t)h1 +
2 (t)h2
1 (t) = C sin(t + ),

2 (t) = C cos(t + ),

12 (t) + 22 (t) = C 2 . (1 (t), 2 (t))

,
.
2.4.8

A: det A = 0.

.
.
1 = 0, 2 6= 0, h1 , h2
.
y(t) = C1 h1 + C2 h2 exp{2 t}.
, h1 ,
. ,
h2 , t +
2 < 0 t 2 > 0.
.
1 = 2 = 0 dim ker A = 2, ..
h1 h2 . A , (2.27)

y(t) = C1 h1 + C2 h2 .
(. ).
1 = 2 = 0 dim ker A = 1, .. h. p.
(2.27)
y(t) = C1 h + C2 (p + th) = (C1 + C2 t)h + C2 p.
, h,
. , h,
, C2 > 0 C2 < 0.
.
2.4.9

y 0 Rn
dy(t)
= f (y(t))
dt

(2.31)

,
A = (aij ),

aij =

fi
(y ),
yj 0

i, j = 1, . . . , n,

(2.32)

2.4.

31

n .
2.3.4. , (2.31)

db
y (t)
= Ab
y (t)
(2.33)
dt
.
(n = 2) (2.33),
: , .
, ,
(2.33)
(2.32).
2.4.1.

dx/dt = x 1,
dy/dt = x2 y 2 .


x 1 = 0,
x2 y 2 = 0,
: (1, 1)> . f1 (x, y) = x 1, f2 (x, y) =
x2 y 2 ,
f1
f2
f2
f1
= 1,
= 0,
= 2x,
= 2y.
x
y
x
y


1 0
>
(1, 1) A =
1 = 1,
2 2
2 = 2. (1, 1)> .


1 0
>
(1, 1) A =
1 = 1,
2 2
2 = 2. (1, 1)> .

32

3.

3


3.1

. n-
, ,
(n 1)- . ,
.
.
y . F , t, y(t)
y 0 (t). ,
y(t)
y 00 (t) = F (t, y(t), y 0 (t)),

t0 t t1 .

(3.1)

,
y(t0 ) = y0 , y(t1 ) = y1 .
(3.2)
, : y(t), (3.1) (3.2).
,
u(x)


du
d
k(x)
q(x)u = f (x), 0 x l,
(3.3)
dx
dx
u(0) = u0 ,

u0 (l) = 0.

(3.4)

u(0) = u0 ,
, u0 (l) = 0 , . k(x), q(x) f (x) .
u(x), (3.3)-(3.4).
, n- ,
, [0, l], y(x), ,
, x = 0, x = l.

.
, ,
, . ,
y 00 (x) + y(x) = 0,

0 x ,

(3.5)

3.1.

33

y(0) = 0,

y() = y1 .

(3.6)

(3.5) c1 sin x + c2 cos x. y(0) = 0

, y(x) = c1 sin x. y1 6= 0, (3.5)-(3.6) .
y1 = 0, (3.5)-(3.6) y(x) = c1 sin x, c1
- , - . ,
(3.5) y(x0 ) = y0 , y 0 (x0 ) = y1
y0 , y1 x0 [0, ].
3.1.1

a0 (x)y 00 (x) + a1 (x)y 0 (x) + a2 (x)y(x) = f1 (x),
1 y 0 (0) + 1 y(0) = u0 ,

0xl

2 y 0 (l) + 2 y(l) = u1 ,

(3.7)
(3.8)

ai (x), i = 0, 1, 2, f1 (x) 1 , 1 , 2 , 2 .
(3.7)-(3.8). , ai (x), i = 0, 1, 2,
f1 (x) , a0 (x) 6= 0, 1 , 1 , 2 , 2 , i2 + i2 > 0,
i = 1, 2.
(3.7). a0 (x), Rx

a1 (s)
p(x) = exp
ds
. ,
a0 (s)
0

d
dx

dy
p(x)
dx


q(x)y = f2 (x),

0 x l,

(3.9)

p(x) C 1 [0, l], p(x) > 0, q(x) = p(x)a2 (x)/a0 (x) C[0, l], f2 (x) = p(x)f1 (x)/a0 (x)
C[0, l].
3.1.2

(3.8). u0 = u1 = 0, , - . , (3.9)-(3.8)
. y(x) -
(3.9)-(3.8). z(x) = y(x)v(x) , v(x) - , (3.8).
(3.9)-(3.8) y(x) = z(x) + v(x), z(x)



dz
d
p(x)
q(x)z = f (x), 0 x l,
dx
dx
1 z 0 (0) + 1 z(0) = 0,

2 z 0 (l) + 2 z(l) = 0,

d
f (x) = f2 (x)
dx

dv
p(x)
dx


+ q(x)v.

v(x), (3.8)
, .

34

3.

,


d
dy
p(x)
q(x)y = f (x), 0 x l,
(3.10)
dx
dx
1 y 0 (0) + 1 y(0) = 0,

2 y 0 (l) + 2 y(l) = 0.

(3.11)

. (3.10)-(3.11)
, f (x) = 0 .
3.1.3

, .



d
dy
L[y] =
p(x)
q(x)y.
dx
dx
y(x) C 2 [0, l] z(x) C 2 [0, l], L[y] L[z],





d
dy
d
dz
z(x)L[y] y(x)L[z] = z(x)
p(x)
y(x)
p(x)
.
dx
dx
dx
dx

d
z(x)
dx

dy
p(x)
dx

d
y(x)
dx

dz
p(x)
dx




dz
d
dy
=
p(x) z(x) y(x)
,
dx
dx
dx




dz
d
dy
z(x)L[y] y(x)L[z] =
p(x) z(x) y(x)
,
dx
dx
dx

0 x l.

(3.12)

.
. y1 (x), y2 (x)
L[y] = 0, - L[y1 ] = L[y2 ] = 0. y1 (x), y2 (x) (3.12),



dy1
dy2
d
y2 (x)
p(x) y1 (x)
= 0, 0 x l.
(3.13)
dx
dx
dx
W (y1 , y2 ) = y1 (x)y20 (x) y2 (x)y10 (x) p(x)W (y1 , y2 ) = c, 0 x l, c - ,
W (y1 , y2 ) =
3.1.4

c
,
p(x)

0 x l.

(3.14)

(3.12) 0 l,
Zl

x=l
(z(x)L[y] y(x)L[z]) dx = p(x) z(x)y 0 (x) y(x)z 0 (x)  .
x=0

(3.15)

3.2.

35

, y(x) z(x) (3.11),

Zl
(z(x)L[y] y(x)L[z]) dx = 0.

(3.16)

, ,




p(l) z(l)y 0 (l) y(l)z 0 (l) p(0) z(0)y 0 (0) y(0)z 0 (0) = 0.
,
z(0)y 0 (0) y(0)z 0 (0) = 0.

(3.17)

1 = 0, 1 6= 0, y(0) = 0, z(0) = 0, (3.17) . 1 6= 0

1 y 0 (0) + 1 y(0) = 0,

1 z 0 (0) + 1 z(0) = 0,

z(0), y(0). ,
1 (z(0)y 0 (0) y(0)z 0 (0)) = 0,
(3.17). ,
z(l)y 0 (l) y(l)z 0 (l) = 0.
(3.16) .

3.2



d
dy
p(x)
q(x)y = f (x),
L[y]
dx
dx

0 x l,

(3.18)

1 y 0 (0) + 1 y(0) = 0,

(3.19)

2 y 0 (l) + 2 y(l) = 0,

(3.20)

p(x), q(x), f (x) , 1 , 1 , 2 , 2 ,

p(x) C 1 [0, l], p(x) > 0, x [0, l], q(x), f (x) C[0, l], i2 + i2 > 0, i = 1, 2.
3.2.1. y(x) (3.18)-(3.20),
y(x) C 2 [0, l] (3.18)-(3.20).
3.2.1

, (3.18)-(3.20).
3.2.2. G(x, )
(3.18)-(3.20), [0, l] [0, l]
:

36

3.
1) (0, l) G(x, ) x [0, ) (, l]


d
dG(x, )
p(x)
q(x)G(x, ) = 0, 0 x l, x 6= .
dx
dx
2) G(x, ) x:
1 Gx (0, ) + 1 G(0, ) = 0,

2 Gx (l, ) + 2 G(l, ) = 0,

[0, l].

3) G(x, ) [0, l] [0, l], Gx (x, )

= x
Gx (x, x 0) = lim Gx (x, ),
x0

Gx (x, x + 0) = lim G(x, ),

x+0

Gx (x, x 0) Gx (x, x + 0) =
3.2.2

1
,
p(x)

x (0, l).

(3.18)(3.20).
3.2.1. G(x, ).

L[v] = 0, 1 v 0 (0) + 1 v(0) = 0, 2 v 0 (l) + 2 v(l) = 0

(3.21)
, (3.18)-(3.20) ,

Zl
y(x) =

G(x, )f ()d,

0 x l.

(3.22)

. , y(x) (3.22) (3.18)-(3.20).

x (0, l) , (3.18).
(3.22) x
[0, x) (x, l], :
Zx
y(x) =

Zl
G(x, )f ()d +

G(x, )f ()d.
x

x. ,
y 0 (x) =

Zx

Zl
Gx (x, )f ()d + G(x, x 0)f (x) +

Gx (x, )f ()d G(x, x + 0)f (x).

x

3.2.

37

G(x, ) G(x, x0)G(x, x+0) = 0.

Zx
Zl
0
y (x) = Gx (x, )f ()d + Gx (x, )f ()d,
0

Zx

p(x)y (x) =

Zl
p(x)Gx (x, )f ()d +

p(x)Gx (x, )f ()d.

x

x,

0
p(x)y (x) =
0

Zx
(p(x)Gx (x, ))x f ()d + p(x)Gx (x, x 0)f (x)
0

Zl
(p(x)Gx (x, ))x f ()d p(x)Gx (x, x + 0)f (x).

+
x

p(x)(Gx (x, x 0) Gx (x, x + 0)) = 1,


0
p(x)y (x) =
0

Zx

Zl
(p(x)Gx (x, ))x f ()d +

(p(x)Gx (x, ))x f ()d + f (x).

x

Zx
L[y] =

Zl
L[G(x, )]f ()d +

L[G(x, )]f ()d + f (x) = f (x),

x

.. (3.18).
(3.19)-(3.20). 0 < x <
1 y 0 (x) + 1 y(x) =

Zl

1 Gx (x, ) + 1 G(x, ) f ()d.

x 0 + 0, (3.19).
(3.20).
. ye(x)
(3.18)-(3.20). v(x) = y(x) ye(x) (3.21) , - y(x) ye(x) 0,
3.2.1 .
3.2.3

3.2.2. (3.21) , (3.18)-(3.20) .

38

3.

. y1 (x) L[y1 ] = 0, 0
x l, y1 (0) = 1 , y10 (0) = 1 , y2 (x) L[y2 ] =
0, 0 x l, y2 (l) = 2 , y20 (l) = 2 . , y1 (x)
(3.19), y2 (x) (3.20). y1 (x) y2 (x)

.


c1 ()y1 (x), 0 x ,
G(x, ) =
c2 ()y2 (x), x l,
c1 () c2 () . ,
G(x, ) 1) 2) . c1 () c2 ()
, 3). G(x, ) x = ,
c1 ()y1 () = c2 ()y2 ().
Gx (x, ) x =
c2 ()y20 () c1 ()y10 () =

1
.
p()

,
c1 () c2 (). ,
c1 () =

y2 ()
,
W ()p()

c2 () =

y1 ()
,
W ()p()

W () = y1 ()y20 () y2 ()y10 () . (3.14)

W ()p() = g0 .

y1 (x)y2 ()

, 0 x ,

g0
G(x, ) =
(3.23)

y1 ()y2 (x)

, x l.

g0
. . b ).
, G(x, ), G(x,
b ).
(0, l). z(x) = G(x, ) G(x,
[0, l] z 0 (x),
bx (x, ) x = .
Gx (x, ) G
L[z] = 0, x 6= ,
z 00 (x) =

q(x)z(x) p0 (x)z 0 (x)

,
p(x)

x = x 0. z(x)
x = ,
L[z] = 0, 0 x l,
(3.19)-(3.20).
[0, l] . z(x) = 0, G(x, ) =
b ), 3.2.2 .
G(x,

3.2.

39

3.2.1.
y 00 (x) + a2 y(x) = f (x),
y(0) = 0, y(l) = 0,

0 x l,

a 6= nl1 , n = 1, 2, . . . .
y1 (x) = sin ax, y2 (x) = sin a(x l). , yi00 (x) + a2 yi (x) = 0, i = 1, 2
y1 (0) = y2 (l) = 0.
g0 = p(x)W (x) = y1 (x)y20 (x) y2 (x)y10 (x) = a sin al.
(3.23) ,

sin ax sin a( l)

, 0 x ,

a sin al
Ga (x, ) =
(3.24)

sin
a
sin
a(x

l)

, x l.
a sin al
3.2.4

.

y 00 (x) + a2 y(x) = F (x, y(x)),

0 x l,

y(0) = y(l) = 0.

(3.25)
(3.26)

3.2.3. F (x, y) x [0, l] y R

|F (x, y1 ) F (x, y2 )| L|y1 y2 |,

x [0, l], y1 , y2 R.

lL(a| sin al|)1 < 1, (3.25),(3.26) .

. y(x) - (3.25)-(3.26).
f (x) = F (x, y(x)). y(x)
y 00 (x) + a2 y(x) = f (x),
y(0) = 0, y(l) = 0,

0 x l,

(3.24). ,

Zl
y(x) = Ga (x, )f ()d, 0 x l.
0

f (x),
Zl
y(x) =

Ga (x, )F (, y())d,
0

0 x l.

(3.27)

40

3.

, , y(x) (3.25)(3.26) , (3.27).

. y(x) [0, l]
(3.27). (3.24), (3.27) ,
y(x) (3.26). (3.27)
y(x) y 00 (x) (3.25), , y(x) . (3.27)
(3.25)-(3.26). , ,
(3.25)-(3.26) (3.27).
(3.27), [0, l] .
y0 (x) = 0,
Zl
yn+1 (x) =

Ga (x, )F (, yn ())d,

0 x l,

n = 0, 1, 2 . . .

(3.28)

yn (x) [0, l].

,
n

lL
, 0 x l, n = 0, 1, 2...,
|yn+1 (x) yn (x)| M
a| sin al|

(3.29)

 l

Z



M = max |y1 (x)| = max  Ga (x, )F (, 0)d  .
0xl
0xl 

0

, n = 0 . n = m 1. ,
n = m. |ym+1 (x) ym (x)|.
|Ga (x, )| (a| sin al|)1

0 x, l,

Zl
|ym+1 (x) ym (x)|

|Ga (x, )||F (, ym ()) F (, ym1 ())|d

0

Zl

(a| sin al|) L


|ym () ym1 ()|d M

lL
a| sin al|

m
,

0 x l.

(3.29) .

k
X
yk (t) =
(yn (t) yn1 (t)),
n=1

yk (t) [0, l]

X
(yn (t) yn1 (t)).
n=1

(3.29) ,
[0, l] . yk (x) [0, l] y(x) . yk (t) ,

3.3. -

41

y(x) [0, l]. (3.28) n , , y(x) (3.27).

(3.25)-(3.26).
(3.25),(3.26).
, (3.27) . ,
y1 (x), y2 (x), (3.27).
Zl
y1 (x) y2 (x) =

Ga (x, )[F (, y1 ()) F (, y2 ())]d,

0 x l.

Ga (x, ),
Zl
|y1 (x) y2 (x)| =

|Ga (x, )|L|y1 ()) y2 ()|d < max |y1 (x) y2 (x)|,
0xl

0 x l.

y1 (x) = y2 (x). ,
3.2.3 .
3.2.5

(3.18)-(3.20) , .
L[y] = 0 (3.19)-(3.20)
(x). , c(x) , c - , . , .
(x) , L[] = 0 (x)
(3.19)-(3.20). , (x) = c1 (x), c1 .
(x), (x) L[] = L[] = 0.
W (, )(x) = (x) 0 (x) 0 (x)(x) x = 0.
1 = 0 , (0) = (0) = 0 W (, )(0) = 0. , 1 6= 0, 0 (0) = 1 (1 )1 (0)
, 0 (0) = 1 (1 )1 (0) W (, )(0) = 0. , W (, )(0) = 0 , [0, l] (x) (x)
, (x) = c1 (x).
(3.18)-(3.20)
, .
3.2.4. (x) L[] = 0 (3.19)-(3.20), y(x) L[y] =
f (x) (3.19)-(3.20).
Zl
f (x)(x)dx = 0.

(3.30)

. (3.16) y(x) (x):

Zl
(y(x)L[] (x)L[y])dx = 0.
0

L[y] = f (x) L[] = 0, (3.30). 3.2.4 .

42

3.

3.3

d
L[y] =
dx

dy
p(x)
dx


q(x)y = y,

0 x l,

(3.31)

1 y 0 (0) + 1 y(0) = 0,

(3.32)

2 y 0 (l) + 2 y(l) = 0,

(3.33)

p(x), q(x), f (x) , 1 , 1 , 2 , 2 , p(x) C 1 [0, l], p(x) > 0, x [0, l], q(x), f (x) C[0, l],
i2 + i2 > 0, i = 1, 2 .
, (3.31)-(3.33)
y(x) = 0.
3.3.1. 1 (3.31)-(3.33) y1 (x), 1 , y1 (x)
.
.
, , , y(x) - , cy(x) , c -
, .
(3.31) L[y] = y(x). , (3.32)-(3.33) . L[y] = y(x) ,
.
, .
.
(3.31)-(3.33).

-.
3.3.1. .
. 1 , y1 (x) . , , - 1 = a+ib, y1 (x) =
u(x) + iv(x). y1 (x) (3.31), L[y1 ] =
1 y1 (x).
L[u] = au(x) + bv(x),
(3.34)
L[v] = bu(x) av(x).

(3.35)

y1 (x) (3.32)-(3.33), u(x),

v(x) .

3.3. -

43

(3.34) v(x), (3.35) u(x) ,

0 l .
Zl

Zl
(v(x)L[u] u(x)L[v])dx = b

((u(x))2 + (v(x))2 )dx.

Zl
(v(x)L[u] u(x)L[v]) dx = 0,

(3.36)

Zl
b

((u(x))2 + (v(x))2 )dx = 0.

b = 0. 1 y1 (x) .
3.3.2. .
. y1 (x), y2 (x). , (3.31) (3.32)-(3.33). (3.32) ,
W (y1 , y2 )(0) = 0. y1 (x), y2 (x)
(3.31), y2 (x) = cy1 (x).
v(x) w(x)
Zl
(v, w) =

v(x)w(x)dx.
0

v(x) w(x) ,
, - (v, w) = 0.
3.3.3. ,
, .
. 1 6= 2 , y1 (x), y2 (x) . y1 (x), y2 (x)
(3.32)-(3.33), (3.16) ,
Zl
(L[y1 ], y2 ) (y1 , L[y2 ]) =

(L[y1 ]y2 (x) y1 (x)L[y2 ])dx = 0.

0

L[y1 ] = 1 y1 (x) , L[y2 ] = 2 y2 (x),

(1 2 )(y1 , y2 ) = 1 (y1 , y2 ) 2 (y1 , y2 ) =
= (1 y1 , y2 ) (y1 , 2 y2 ) = (L[y1 ], y2 ) + (y1 , L[y2 ]) = 0.
(1 2 )(y1 , y2 ) = 0, (y1 , y2 ) = 0 y1 (x), y2 (x) .

44

3.
3.3.4. 1 = 2 = 0. , ,
min q(x).

(3.37)

0xl

. , 1 , y1 (x)

1 < min q(x).
0xl

q(x) 1 > 0 [0, l]. (3.31) ,



dy1
d
p(x)
= (1 + q(x))y1 (x).
dx
dx
0 x,
p(x)y10 (x)

p(0)y10 (0)

Zx
(q(s) 1 )y1 (s)ds.

(3.38)

y1 (x) (3.32), (3.33) 1 = 2 = 0, y1 (0) =

y1 (l) = 0. y1 (x) (3.31), y10 (0) 6= 0.
y10 (0) > 0. y10 (x) > 0 x [0, l]. , . x0
, y10 (x0 ) = 0. x [0, x0 ) y10 (x) > 0,
y1 (x) > 0. (3.38) x = x0 q(x) 1 ,
, y10 (x0 ) > 0. y10 (x) x
[0, l]. y1 (x) > 0 x (0, l], y1 (l) = 0.
(3.37) .
- .
3.3.1. p(x) = 1, q(x) = 0, 1 = 2 = 0, l = .
y 00 (x) + y(x) = 0,

0 x ,

y(0) = y() = 0.

(3.39)
(3.40)

.
. (3.39)

y(x) = c1 e

+ c2 e

x = 0, x = l (3.40),
c1 c2
c1 + c2 = 0

c1 e

+ c2 e

= 0,

, c1 = c2 = 0. . , 3.3.4. ,
= 0 .
. (3.39)

y(x) = c1 sin x + c2 cos x.

, c2 = 0.
sin = 0.
n = n2 , n = 1, 2, ....
yn (x) = c sin nx, c .

3.3. -
3.3.1

45

, , , .
- (3.31)-(3.33). , . yn (x), n = 1, 2, ....
, , ,
Zl
(yn (x))2 dx = 1.
0

. f (x) [0, l] .
Zl
fn =

f (x)yn (x)dx,

n = 1, 2, . . .

3.3.5. ( ) f (x) C 2 [0, l]
(3.32)-(3.33),

X
fn yn (x)
n=1

[0, l] f (x),
f (x) =

X
n=1

fn yn (x),

0 x l.

46

4.

4.1
4.1.1

n-

dx1 (t)

= f1 (t, x1 (t), . . . , xn (t)),

dt
..
.

dxn (t)

= fn (t, x1 (t), . . . , xn (t)),

dt

(4.1)

fi (t, x) D1 Rn+1 fi (t, x)/xj , i, j = 1, . . . , n.

4.1.1. () (4.1) D1 v(t, x1 , . . . , xn ) C 1 (D1 ),
D1 (4.1).
, x(t) = (x1 (t), . . . , xn (t)) (4.1)
C ,
v(t, x1 (t), . . . , xn (t)) C.
(4.2)

(, ..).
4.1.2

.
(4.1).
4.1.2. v(t, x1 , . . . , xn ) C 1 (D1 )
(4.1)

n
v(t, x) X v(t, x)
dv 
=
+
fj (t, x),
dt (4.1)
t
xj
j=1

(t, x) D1 .

4.1.1. v(t, x1 , . . . , xn ) C 1 (D1 ) (4.1) D1 , (4.1)

D1 :

dv 
= 0, (t, x) D1 .
(4.3)
dt (4.1)
. v(t, x1 , . . . , xn ) C 1 (D1 )
(4.1) D1 . D1 (t, x(t)),

4.1.

47

x(t) (4.1), (4.2). (4.2) t

dxj (t)/dt (4.1),
n

v(t, x(t)) X v(t, x(t)) dxj (t)

+
=
t
x
dt
j
j=1
n

v(t, x(t)) X v(t, x(t))

+
fj (t, x(t)).
t
x
j
j=1

, (4.1) .
(t0 , x0 ) D1
(4.1) x(t0 ) = x0
, (4.3).
, v(t, x1 , . . . , xn ) C 1 (D1 ) (4.3).
, (4.3) (t, x(t)) D1 .
n

v(t, x(t)) X v(t, x(t))

+
fj (t, x(t)) =
t
x
j
j=1
=

n


v(t, x(t)) X v(t, x(t)) dxj (t)
d
+
=
v(t, x(t)) .
t
xj
dt
dt
j=1

v(t, x(t)) t
, .. v(t, x(t)) C. v(t, x)
(4.1).
4.1.3

4.1.2. v(t, x1 , . . . , xn ) C 1 (D1 ) (4.1) D1 , C0 , D1 ,

j {1, . . . , n} v(t, x)/xj 6= 0 D1 .
v(t, x1 , . . . , vn ) = C0 Rn+1 n- , (4.1).
. (t0 , x0 ) D1 v(t, x) = C0 , .. v(t0 , x0 ) =
C0 .
(4.1) x(t0 ) = x0
(t, x(t)), (t0 , x0 ). v(t, x) ,
v(t, x(t)) = v(t0 , x(t0 )) = v(t0 , x0 ) = C0
, v(t, x) = C0
t 6= t0 .
4.1.4

v1 (t, x), . . . , vk (t, x) (4.1). Rk (y1 , . . . , yk )

(t, x) = (v1 (t, x), . . . , vk (t, x))
(4.1).

48

4.

4.1.3. v1 (t, x), . . . , vk (t, x) (4.1) D1 ,

k:


vi (t, x)
rang
= k, (t, x) D1 .
xj

.
4.1.1. D1 n v1 (t, x), . . . , vn (t, x) (4.1). (t0 , x0 ) D1

dx(t)
= f (t, x), x(t0 ) = x0
(4.4)
dt

v1 (t, x) = c1 ,
..
(4.5)
.

v (t, x) = c0 ,
n
n
c0j = vj (t0 , x0 ), j = 1, . . . , n.
. (4.5)
(t0 , x0 ). , (. 5.6.3
)
(x1 , . . . , xn ) : det vi (t0 , x0 )/xj 6= 0.
(. 5.6.1 ) t0
xj (t) = gj (t, c01 , . . . , c0n ), j = 1, . . . , n,
, g(t) = (g1 (t), . . . , gn (t)) (4.5) :

v1 (t, g(t)) = c1 ,
..
(4.6)
.

v (t, g(t)) = c0 .
n
n
x(t) (4.4).
vj (t, x(t)) = vj (t0 , x(t0 )) = vj (t0 , x0 ) = c0j ,

j = 1, . . . , n.

, x(t)
(4.6), g(t). t0
: x(t) g(t).
, (t0 , x0 ) D1 Rn+1
n (4.1).

4.1.2. (4.1) (.. fj = fj (x), j = 1, . . . , n)
n
P
x0 ,
fj2 (x0 ) 6= 0, (n 1)
j=1

t
(4.1).

4.2.

4.2
4.2.1

49

u(x) = u(x1 , . . . , xn ) (x1 , . . . , xn ) D0 , D0

Rn .
F (x1 , . . . , xn , u,

u
u
,...,
)=0
x1
xn

, F (x1 , . . . , xn , u, p1 , . . . , pn ) n .

, , ..
n
X

aj (x, u)

j=1

u
= b(x, u),
xj

aj (x, u), b(x, u) D1 Rn+1 ,

n
P
D1
a2j (x, u) 6= 0.
j=1

, u,
:
n
X
u
= 0,
aj (x)
x
j
j=1
aj (x) D0 Rn , D0 n
P

a2j (x) 6= 0. ,
j=1

.
4.2.1. u = u(x) D0 Rn ,
1. u(x) C 1 (D0 ),
2. x D0 (x, u(x)) D0 ,
3. u(x)
D0 .
4.2.2

D0 Rn
u
u
u
+ a2 (x)
+ + an (x)
= 0,
x1
x2
xn
n
X
1
aj (x) C (D0 ), j = 1, . . . , n,
a2j (x) 6= 0, x D0 .
a1 (x)

j=1

(4.7)
(4.8)

50

4.

(4.7)
n-

dx1 (t)

= a1 (x1 (t), . . . , xn (t)),

dt
..
(4.9)
.

dxn (t) = a (x (t), . . . , x (t)).

n 1
n
dt
4.2.2. x(t) = (x1 (t), . . . , xn (t)) (4.9) Rn ,
(4.7).
(4.9) (4.7) .
4.2.1. u(x) C 1 (D0 )
(4.7) , u(x)
t (4.9) D0 .
. u(x) t
(4.9) D0 . 4.1.1 (4.9) D0 :

n
X
du 
u(x)
=
aj (x) = 0,

dt (4.9) j=1 xj

x D0 .

u(x) (4.7).
, u(x) (4.7).
u(x) (4.9),
D0 . 4.1.1 ,
u(x) (4.9) D0 .
4.2.1. D0 (4.9) n1
t
v1 (x1 , . . . , xn ),

v2 (x1 , . . . , xn ),

...,

vn1 (x1 , . . . , xn ).

M0 (x01 , . . . , x0n ) D0 (4.7)

u(x) = F (v1 (x), v2 (x), . . . , vn1 (x)),

(4.10)

F (y1 , . . . , yn1 ) .
. vj (x) (4.9), j = 1, . . . , n 1,
F (y1 , . . . , yn1 ) u(x), (4.10), , t.
4.2.1 u(x) (4.7).
, (4.10) (4.7) M0 (x01 , . . . , x0n ) D0 . u(x)
(4.10). v1 (x), . . . , vn1 (x)

4.2.

51

(4.9), 4.2.1) (4.7). ,

n
X

u(x)

aj (x)
= 0,

xj

j=1

v1 (x)

aj (x)
= 0,
xj
(4.11)
x D0 .
j=1

..

X
v

n1 (x)

= 0,
aj (x)

xj
j=1

(4.8) x D0 (4.11) a1 (x), . . . , an (x) . ,

,
D(u, v1 , . . . , vn1 )
= 0,
D(x1 , x2 , . . . , xn )

x D0 .

v1 (x), . . . , vn1 (x) (n 1) .

M0 F (y1 , . . . , yn1 )
, M0 (4.10).
4.2.3

D Rn+1
u
u
u
+ a2 (x, u)
+ + an (x, u)
= b(x, u),
x1
x2
xn
n
X
aj (x, u) C 1 (D), j = 1, . . . , n,
a2j (x, u) 6= 0, (x, u) D.
a1 (x, u)

(4.12)
(4.13)

j=1

(4.12)
(n + 1)- .

dx1

= a1 (x, u),

dt

..

.
(4.14)
dx
n

=
a
(x,
u),

dt

du = b(x, u).
dt
4.2.3. (x1 (t), . . . , xn (t), u(t)) (4.14) Rn+1 ,
(4.12).
(4.14) (4.12) .

52

4.

4.2.2. v(x, u) t (4.14)

D, N0 (x01 , . . . , x0n , u0 ) D
v(N0 ) = C0 ,

v
(N0 ) 6= 0.
u

(4.15)

N0
v(x1 , . . . , xn , u) = C0

(4.16)

u = u(x1 , . . . , xn ),
(4.12).
. v(x, u) t
(4.14). 4.1.1
(4.14) D:

n
X
dv 
v(x, u)
v(x, u)
=
aj (x, u) +
b(x, u) = 0, (x, u) D.
(4.17)

dt (4.14) j=1 xj
u
(4.16) (4.15) M0 (x01 , . . . , x0n ), u = u(x1 , . . . , xn ), (4.16)
:
v(x1 , . . . , xn , u(x1 , . . . , xn )) C0 .

v
u v
=

,
xj
xj u

j = 1, . . . , n.

(4.17) v/u 6= 0
n
X

aj (x, u)

j=1

u
= b(x, u)
xj

M0 . u(x)
(4.12).
(4.14) (n + 1).
?? D
n t
v1 (x, u),

...,

vn (x, u).

F (y1 , . . . , yn )
w(x, u) = F (v1 (x, u), . . . , vn (x, u))
(4.14). 4.2.2
w/u 6= 0 u(x),
F (v1 (x, u), . . . , vn (x, u)) = 0
(4.18)
(4.12). ,
(4.18) (4.12) N0 .
, , [].

4.2.
4.2.4

53

u = f (x1 , . . . , xn ) C 1 (D0 ) (4.12) n (x1 , . . . , xn , u).

.
4.2.3. u = f (x1 , . . . , xn ) C 1 (D0 ) (4.12) , , (4.14) (.. , ).
.
P = {(x1 , . . . , xn , u) Rn+1 : u = f (x1 , . . . , xn )},

(4.19)

f (x1 , . . . , xn ) C 1 (D0 ),
= {(x1 (t), . . . , xn (t), u(t))} P,
.
(4.14)
=(

dx1 (t)
dxn (t) du(t)
,...,
,
) = (a1 (x(t), u(t)), . . . , an (x(t), u(t)), b(x(t), u(t))),
dt
dt
dt

u(t) = f (x(t)). P,
P.
n=

f
f
(x(t)), . . . ,
(x(t)), 1).
x1
xn

, ( , n)Rn+1 = 0,
a1 (x, u)

f
f
(x) + + an (x, u)
(x) b(x, u) = 0,
x1
xn

(x, u) .

(4.20)

, u = f (x)
(4.12) .
, (4.12)
D0 .
, u = f (x) (4.12) D0 . ,
M0 (x01 , . . . , x0n , u0 ) P P (x01 , . . . , x0n , u0 ).
(x01 , . . . , x0n ),

dx1

= a1 (x, f (x)), x1 (t0 ) = x01 ,

dt
..
(4.21)
.

dxn = a (x, f (x)), x (t ) = x0 ,

n
n 0
n
dt
x(t) = (x1 (t), . . . , xn (t)).

= {(x1 = x1 (t), . . . , xn = xn (t), u(t) = f (x1 (t), . . . , xn (t)))}.

(4.22)
P. , , ..
(4.14). n (4.21).

54

4.

(4.14). , xi (t), i = 1, . . . , n,
(4.21), u = f (x) (4.12),
n

X f (x(t))
du X f
dxj
=
(x(t))
(t) =
aj (x(t), u(t)) = b(x(t), u(t)).
dt
x
dt
x
j
j
j=1
j=1
, . , , P .
4.2.5

n = 2, ,
a1 (x, y, u)

u
u
+ a2 (x, y, u)
= b(x, y, u),
x
y

(4.23)

aj (x, y, u) C 1 (D), j = 1, 2, a21 (x, y, u) + a22 (x, y, u) 6= 0, (x, y, u) D, D

R3 .
(4.23) u =
f (x, y), (4.23)
` = {(x, y, u) = (1 (s), 2 (s), 3 (s)), s [s0 , s1 ]}, ..
3 (s) = f (1 (s), 2 (s)),

s [s0 , s1 ].

4.2.4.


a1 (s) 10 (s)
6= 0,
det
a2 (s) 20 (s)

(4.24)

s [s0 , s1 ],

(4.25)

aj (s) = aj (1 (s), 2 (s), 3 (s)), j = 1, 2.

`
(4.23)-(4.24).
. (4.23):

dx

= a1 (x, y, u),

dt
dy
(4.26)
= a2 (x, y, u),

dt

du = b(x, y, u).
dt
(4.26) t = 0 `
x|t=0 = 1 (s),

y|t=0 = 2 (s),

u|t=0 = 3 (s)

(4.27)

x = 1 (t, s),

y = 2 (t, s),

u = 3 (t, s).

(4.28)

(4.27)-(4.28)
1 (0, s) = 1 (s),

2 (0, s) = 2 (s),

3 (0, s) = 3 (s),

s [s0 , s1 ].

(4.29)

4.2.

55

(4.28) P.
` (4.27).
, `
u = f (x, y), , 4.2.3, f (x, y)
(4.23). (4.28)
x = 1 (t, s), y = 2 (t, s),
(4.30)
(t, s) (x, y).
,
`, .. t = 0. (4.26)
dx
1
(0, s) =
|t=0 = a1 (s),
t
dt

2
dy
(0, s) = |t=0 = a2 (s).
t
dt

(4.27) ,
1
(0, s) = 10 (s),
s

2
(0, s) = 20 (s).
s

(4.25)

1 1


a1 (s) 10 (s)
t

s
det (0, s) = det
6= 0, s [s0 , s1 ].
1
2
a2 (s) 20 (s)
t
s
, (x0 , y0 ) = (1 (0, s), 2 (0, s))

t = t(x, y), s = s(x, y),
(4.30) . (4.28)

u = 3 (t(x, y), s(x, y)) = f (x, y).
,
4.2.3 (..
(4.28)), ` .
(4.25) . = (a1 , a2 , b)
, (10 , 20 , 30 ) `, , (4.25) (a1 , a2 ) (10 , 20 ) (x, y). ,
` .

56

5.

5

5.1

M , C[a, b].
5.1.1. M .

M C[a, b].
[y(x)] [y(x)] = y(a) + 2y(b). , ,
Zb
[y(x)] =

y(x)dx.
a

. M [a, b] , y(a) = y0 , y(b) = y1 ,

y0 , y1 .
Zb
[y(x)] =

[y(x) + 2(y 0 (x))2 ]dx.

.
5.1.2. y0 (x) M
y(x) , y0 (x) + y(x) M .
, M ,
y(x) y0 (x), ty(x)
y0 (x) t R.
5.1.3. [y0 (x), y(x)] [y(x)] y0 (x)
M

d

[y0 (x) + ty(x)] .
dt
t=0
, , ,
.
M = C[a, b].
Zb
[y(x)] =

(y(x))2 dx.

[y0 (x), y(x)] =


d

[y0 (x) + ty(x)] =
dt
t=0

5.1.
d
=
dt

57
Zb



[y0 (x) + ty(x)]2 dx

Zb
=2

y0 (x)y(x)dx.

t=0

[y0 (x), y(x)] y0 (x).

Zb
|y(x)|dx

[y(x)] =
a

y0 (x) = 0, y(x) = 1,


d
d


[y0 (x), y(x)] = [y0 (x) + ty(x)] = (b a)|t| ,
dt
dt
t=0
t=0
.
5.1.4. [y(x)] y0 (x) M () M , y(x) M
[y0 (x)] [y(x)] ([y0 (x)] [y(x)]).
M y(x),
ky(x)k = max |y(x)|.
axb

5.1.5. [y(x)] y0 (x) M () M , > 0 ,

y(x) M ky(x) y0 (x)k < ,
[y0 (x)] [y(x)] ([y0 (x)] [y(x)]).
. , ,
.
.
5.1.1. [y(x)] y0 (x) M M , y0 (x) , [y0 (x), y(x)]
y(x).
. [y(x)] y0 (x) . [y0 (x) + ty(x)], y(x) y0 (x). y0 (x) y(x) [y0 (x) + ty(x)] t :
(t) = [y0 (x) + ty(x)]. [y(x)] y0 (x) , (t) t = 0 .
, 0 (0) , 0 (0) = 0. 0 (0) [y(x)] y0 (x)


d
d


(t) = [y0 (x) + ty(x)] .
dt
dt
t=0
t=0


d

[y0 (x), y(x)] = [y0 (x) + ty(x)] = 0
dt
t=0
y(x). 5.1.1 .

58
5.1.1

5.
.

, , .
C0n [a, b], n 1 n
[a, b] y(x) , y (m) (a) = y (m) (b) = 0, m = 0, 1, . . . , n 1.
5.1.1. f (x) [a, b] ,
Zb
f (x)y(x)dx = 0
a

y(x) C0n [a, b]. f (x) = 0, x [a, b].

. , f (x) [a, b]. x1 (a, b) , f (x1 ) 6= 0.
f (x1 ) > 0. f (x) > 0 , f (x) f (x1 )/2 > 0
x [x1 , x1 + ] (a, b).
y(x) (x(x1 ))n+1 ((x1 +)x)n+1 x [x1 , x1 +]
[x1 , x1 + ]. y(x) C0n [a, b] y(x) > 0
x (x1 , x1 + ).
xZ1 +

Zb

f (x)
y (x)dx > 0,

f (x)
y (x)dx =
x1

. 5.1.1 .

5.2

M [a, b] y(x) , y(a) = y0 , y(b) = y1 .

Zb
[y(x)] =

F (x, y(x), y 0 (x))dx,

(5.1)

F (x, y, p) .
M .
5.2.1. , x [a, b], (y, p) R2 F (x, y, p) . (5.1)
y0 (x) M , [a, b], y0 (x)
Fy (x, y(x), y 0 (x))

d
Fp (x, y(x), y 0 (x)) = 0,
dx

a x b.

(5.2)

. (5.1) y0 (x). M , y(x) y0 (x) [a, b] ,

. y(x) C01 [a, b].

5.2.

59

,

d

[y0 (x), y(x)] = [y0 (x) + ty(x)] =
dt
t=0
d
=
dt

Zb
F (x, y0 (x) +

ty(x), y00 (x)



+ t(y) (x))dx
0

=
t=0

Zb
=

n
Fy (x, y0 (x) + ty(x), y00 (x) + t(y)0 (x))y(x)+

+Fp (x, y0 (x) +

ty(x), y00 (x)

o 

+ t(y) (x))(y) (x) dx
0

t=0

Zb n
o
0
0
0
=
Fy (x, y0 (x), y0 (x))y(x) + Fp (x, y0 (x), y0 (x)(y) (x) dx
a

,
y0 (x) , -
Zb

Fy (x, y0 (x), y00 (x))y(x)dx +

Zb

Fp (x, y0 (x), y00 (x)(y)0 (x)dx = 0.

, y(a) = y(b) = 0 ,
Zb n
o
d
Fy (x, y0 (x), y00 (x)) Fp (x, y0 (x), y00 (x) y(x)dx = 0
dx
a

y(x) C01 [a, b].

,
Fy (x, y0 (x), y00 (x))

d
Fp (x, y0 (x), y00 (x)) = 0,
dx

a x b.

y0 (x) (5.2) 5.2.1 .

(5.2) (5.1). y0 (x), (5.1),
M ,
d
Fp (x, y(x), y 0 (x)) = 0,
dx
y(b) = y1 .

Fy (x, y(x), y 0 (x))

y(a) = y0 ,

a x b,

.
, ,
f (x) y(x). ,
y 0 (x) .
. f (x) , f (a) = f (b) = 0.
Zb
a

(y(x) f (x))2 dx +

Zb
a

(y 0 (x))2 dx,

(5.3)

60

5.

. , y(x) f (x), y 0 (x) .

(5.3) y(x) , y(x) C 1 [a, b], y(a) = y(b) = 0,
(5.3).
F (x, y, p) = (y f (x))2 + p2 ,

Fy (x, y, p) = 2(y f (x)),

Fp (x, y, p) = 2p,

2(y(x) f (x))

d
(2y 0 (x)) = 0.
dx

y(a) = y(b) = 0,
y(x)
y 00 (x) ()1 y(x) = ()1 f (x),

a x b,

y(a) = y(b) = 0.

(5.4)
(5.5)

, ,
(5.3) , (5.4)-(5.5). ,
(f (x) = 0) (5.4)-(5.5) , (5.4)-(5.5) f (x).
, (5.3).

5.3

.
5.3.1

M y(x) C n [a, b] ,
y(a) = ya0 , y 0 (a) = ya1 , y 00 (a) = ya2 , . . . , y (n1) (a) = yan1 ,

(5.6)

y(b) = yb0 , y 0 (b) = yb1 , y 00 (b) = yb2 , . . . , y (n1) (b) = ybn1 .

(5.7)

Zb
[y(x)] =

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

(5.8)

F (x, y, p1 , . . . , pn ) x [a, b], (y, p1 , . . . , pn )

Rn+1 .
(5.8) M .

5.3.

61

5.3.1. F (x, y, p1 , . . . , pn ) x [a, b], (y, p1 , . . . , pn )

Rn+1 2n. y(x) M , y(x)
C 2n [a, b], (5.8) M , y(x)

Fy

dn
d
Fp1 + + (1)n n Fpn = 0,
dx
dx

a x b.

(5.9)

. (5.8)
y(x) y(x)
C0n [a, b].


d

y (x) + ty(x)] =
[
y (x), y(x)] = [
dt
t=0
d
=
dt

Zb

(n)

(n)

F (x, y(x) + ty(x), y (x) + t(y) (x), . . . , y (x) + t(y)



(x))dx

.
t=0

t, t = 0
,
Zb

Fy y(x) + Fp1 (y)0 (x) + + Fpn (y)(n) (x) dx = 0.

, y(x)
,
Zb 

Fy


dn
d
Fp1 + + (1)n n Fpn y(x)dx = 0.
dx
dx

y(x) C0n [a, b], , y(x)

(5.9). 5.3.1 .
, y(x) C 2n [a, b] (5.8) M ,
(5.9), (5.6), (5.7).
f (x) y(x).
,
y(x) .

Zb
a

2
y(x) f (x) dx +

Zb

(y 0 (x))2 + (y 00 (x))2 dx,

(5.10)

.
, f (x) , f (a) = f (b) = 0, f 0 (a) = f 0 (a) = 0
(5.10) y(x) ,
y(x) C 2 [a, b], y(a) = y(b) = 0, y 0 (a) = y 0 (a) = 0.
F (x, y, p1 , p2 ) = (y f (x))2 + p21 + p22 ,

62

5.

(5.9)
d
d2
(2y 0 (x)) + 2 (2y 00 (x)) = 0.
dx
dx
y(a) = y(b) = 0, y 0 (a) = y 0 (a) = 0,
y(x)
2(y(x) f (x))

y (4) (x) y 00 (x) + ()1 y(x) = ()1 f (x),

y(a) = y 0 (a) = 0,
5.3.2

a x b,

y(b) = y 0 (b) = 0.

, .

, . ,
u(x, y)
ZZ
F (x, y, u(x, y), ux (x, y), uy (x, y))dxdy,
(5.11)
[u(x, y)] =
D

F (x, y, u, p, q) , D , L.
, F (x, y, u, p, q) (x, y) D = D L, (u, p, q) R3 .
M u(x, y), D L u(x, y) = (x, y), (x, y) L.
u(x, y), M , u(x, y),
D L, u(x, y) = 0,
(x, y) L.
(5.11). ,
5.3.1. f (x, y) D.
ZZ
f (x, y)v(x, y)dxdy = 0
D

v(x, y), D L, f (x, y) = 0, (x, y) D.

. , f (x, y) D. (x0 , y0 ) D , f (x0 , y0 ) 6= 0. f (x0 , y0 ) > 0.
f (x, y) (x0 , y0 ) ,
S = {(x, y) : (x x0 )2 + (y y0 )2 < 2 }
, f (x, y) f (x0 , y0 )/2 > 0 (x, y) S D. v(x, y)
,


2
(x x0 )2 + (y y0 )2 2 , (x, y) S;
v0 (x, y) =
0,
(x, y) D\S.

ZZ

ZZ
f (x, y)v0 (x, y)dxdy =

f (x0 , y0 )
f (x, y)v0 (x, y)dxdy
2

ZZ
v0 (x, y)dxdy > 0,
S

. ,
. 5.3.1 .

5.3.

63

5.3.2. , F (x, y, u, p, q) (x, y) D, (u, p, q) R3 .

(5.11) u(x, y) M ,
D,
Fp Fq

= 0, (x, y) D.
(5.12)
Fu
x
y
. (5.11) u(x, y)
M , D.
, (5.11)
[
u(x, y), u(x, y)] =
-
d
dt

ZZ


d

[
u(x, y) + tu(x, y)] = 0,
dt
t=0



F (x, y, w(x, y, t), wx (x, y, t), wy (x, y, t))dxdy 

= 0,
t=0

w(x, y, t) = u(x, y) + tu(x, y). t t

,
ZZ
Fu (x, y, u, ux , uy )u(x, y)dxdy+
D

ZZ n
o
+
Fp (x, y, u, ux , uy )(u)x (x, y) + Fq (x, y, u, ux , uy )(u)y (x, y) dxdy = 0. (5.13)
D

. ,

Fp

Fp u
u,
x
x

Fq

Fq u
u.
Fq (x, y, u, ux , uy )(u)y (x, y) =
y
y

Fp (x, y, u, ux , uy )(u)x (x, y) =

ZZ n
o
Fp (x, y, u, ux , uy )(u)x (x, y) + Fq (x, y, u, ux , uy )(u)y (x, y) dxdy =
D

ZZ 
ZZ 





Fp Fq 
=
Fp u +
Fq u dxdy
+
u dxdy.
x
y
x
y
D

ZZ 


(Fp u) +
(Fq u) dxdy,
x
y
D

, u(x, y) = 0, (x, y) L,
ZZ 
I





Fp u +
Fq u dxdy =
Fp udy Fq udx = 0.
x
y
D

64

5.

ZZ


Fp (x, y, u, ux , uy )(u)x (x, y) + Fq (x, y, u, ux , uy )(u)y (x, y) dxdy =
D

ZZ 
Fp Fq 
=
+
u dxdy,
x
y
D

(5.13)
ZZ n
o

Fu (x, y, u, ux , uy )
Fp (x, y, u, ux , uy )
Fq (x, y, u, ux , uy ) u(x, y) dxdy = 0.
x
y
D

5.3.1 , u(x, y) (5.12).

5.3.2 .
, u(x, y) , u M , D (5.12),

Fp Fq

= 0, (x, y) D,
x
y
u(x, y) = (x, y), (x, y) L.
Fu

, . f (x, y),
D u(x, y). f (x, y) L D .

Z Z n

o
(u(x, y) f (x, y))2 + (ux (x, y))2 + (uy (x, y))2 dxdy
D

(5.12) , , u(x, y), D

L,

uxx (x, y) + uyy (x, y) 1 u(x, y) = 1 f (x, y),

5.4

(x, y) D.

Zb
[y(x)] =

F (x, y(x), y 0 (x))dx

(5.14)

G(x, y(x), y 0 (x))dx,

(5.15)

Zb
[y(x)] =
a

5.4.

65

F (x, y, p), G(x, y, p) .

. y(x),
(5.14)


M = y(x) C 1 [a, b] : y(a) = y0 , y(b) = y1 , [y(x)] = l .
(5.16)
(5.14) , (5.15)
. .
(5.15)
M = {y(x) C 1 [a, b] :

y(a) = y0 ,

y(b) = y1 }.

y(x) , y(x) C 1 [a, b],

y(a) = y(b) = 0. [y(x)] y(x) M

d

y (x) + ty(x)] .
[
y (x), y(x)] = [
dt
t=0
t , t = 0,
Zb n
o
[
y (x), y(x)] =
Gy (x, y(x), y0 (x))y(x) + Gp (x, y(x), y0 (x))(y)0 (x) dx.

(5.17)

y(x) (5.14) M .
5.4.1. y(x) M , y(x) C 2 [a, b], (5.14) M .
y0 (x) C 1 [a, b],

y0 (a) = y0 (b) = 0

, [
y (x), y0 (x)] 6= 0, , y(x)
Ly (x, y(x), y 0 (x))

d
Lp (x, y(x), y 0 (x)) = 0,
dx

a x b,

(5.18)

L(x, y, p) = F (x, y, p) + G(x, y, p).

(5.19)

. y(x) , y(x) C 1 [a, b],

y(a) = y(b) = 0.
(t, ) = [
y (x) + ty(x) + y0 (x)],
(t, ) = [
y (x) + ty(x) + y0 (x)],
t, .
(t, ) (t, ) ,
(0, 0) = [
y (x)],
t (0, 0) = [
y (x), y(x)],

(0, 0) = [
y (x)],
(0, 0) = [
y (x), y0 (x)],

66

5.
t (0, 0) = [
y (x), y(x)],

(0, 0) = [
y (x), y0 (x)].

,


D(, ) 
[
y (x), y(x)], [
y (x), y0 (x)]
= det
= 0,

[
y (x), y(x)], [
y (x), y0 (x)]
D(t, ) t= =0

y(x).

(5.20)

, y(x) ,


[
y (x), y(x)], [
y (x), y0 (x)]
det
6= 0.
[
y (x), y(x)], [
y (x), y0 (x)]
y(x)
(t, ) = u,

(t, ) = v

(u, v), (u0 , v0 ),

u0 = (0, 0), v0 = (0, 0).
, , y(x) - .
(t, ) = (0, 0) = [
y (x)] ,
(t, ) = (0, 0) = [
y (x)] = l.
((0, 0) , (0, 0)) (u0 , v0 ), t , . ,
(t , ) = [
y (x) + t y(x) + y0 (x)] = [
y (x)] ,
(t , ) = [
y (x) + t y(x) + y0 (x)] = l.
y(x)+t y(x)+ y0 (x), M (5.14) y(x). ,
y(x) .
(5.20).
, (5.20),
[
y (x), y(x)][
y (x), y0 (x)] [
y (x), y0 (x)][
y (x), y(x)] = 0,

y(x).

[
y (x), y0 (x)] 6= 0. [
y (x), y0 (x)]
=

[
y (x), y0 (x)]
,
[
y (x), y0 (x)]

[
y (x), y(x)] + [
y (x), y(x)] = 0,

y(x).

[
y (x), y(x)] [
y (x), y(x)]

Zb n
o
Fy (x, y(x), y0 (x)) + Gy (x, y(x), y0 (x)) y(x)dx +
a

Zb
+
a

n
o
Fp (x, y(x), y0 (x)) + Gp (x, y(x), y0 (x)) y 0 (x)dx = 0,

y(x).

5.5. -

67

(5.19) L(x, y, p),

Zb n
o
d
Ly (x, y(x), y0 (x)) Lp (x, y(x), y0 (x))] y(x)dx = 0,
dx

y(x) C01 [a, b].

, , y(x) (5.18). 5.4.1 .

5.4.1 , ,
, (5.18). , ,
.
y(a) = y0 , y(b) = y1 , [y(x)] = l.

5.5

-. ,


dy
d
k(x)
q(x)y = y, 0 x l,
(5.21)
dx
dx
y(0) = 0,

y(l) = 0

(5.22)

. n , yn (x) -.
.
Zl

(yn (x))2 dx = 1.

(5.23)

Zl
[y(x)] =

k(x)(y 0 (x))2 + q(x)(y(x))2 dx.

(5.24)

, yn (x) - (5.21)(5.22), n ,
[yn (x)] = n .

(5.25)

,
Zl

k(x)(yn0 (x))2 dx

Zl
=

k(x)yn0 (x)yn0 (x)dx =

x=l
k(x)yn0 (x)yn (x)x=0

Zl

(k(x)yn0 (x))0 yn (x)dx

Zl
=
0

(k(x)yn0 (x))0 yn (x)dx,

68

Zl
[yn (x)] =

k(x)(yn0 (x))2 + q(x)(yn (x))2 dx =

Zl
=

((k(x)yn0 (x))0 q(x)yn (x)) yn (x)dx = n

Zl

(yn (x))2 dx = n .

(5.24) , (5.22) (5.23). (5.23)

Zl
[y(x)] = 1,

[y(x)] =

(y(x))2 dx.

y(x) C 2 [0, l].

, y(x)
Ly

d
Lp = 0,
dx

0 x l,

L(x, y, p) = k(x)p2 + q(x)y 2 y 2 , -

2q(x)y(x) 2y(x) 2(k(x)y 0 (x))0 = 0,

0 x l.

, y(x) (5.21) (5.22). , (5.23). , y(x) -

(5.21)-(5.22). y1 (x), 1 . (5.25)
, [y1 (x)] = 1 .
, , (5.24)-(5.23)
-, (5.24) .

5.6
5.6.1

m m + n
(u1 , . . . , um , x1 , . . . , xn ) Rm+n :

F1 (u1 , . . . , um , x1 , . . . , xn ) = 0,
...
(5.26)

Fm (u1 , . . . , um , x1 , . . . , xn ) = 0.
(5.26) u1 , . . . , um . (5.26)
D Rn
u1 = 1 (x1 , . . . , xn ),

...,

um = m (x1 , . . . , xn ),

(5.27)

69

, (5.26)
:
Fi (u1 (x1 , . . . , xn ), . . . , um (x1 , . . . , xn ), x1 , . . . , xn ) = 0,

(x1 , . . . , xn ) D,

i = 1, . . . , m.

F1 , . . . , Fm u1 , . . . , um

F1
F1 F1
.
.
.
u1 u2
um
F
F
F2

2
2
D(F1 , . . . , Fm )
...

= det u1 u2
um ,
...
D(u1 , . . . , um )
... ... ...

Fm Fm
Fm
...
u1 u2
um
(u1 , . . . , um , x1 , . . . , xn ).
5.6.1. m
F1 (u1 , . . . , um , x1 , . . . , xn ),

...,

Fm (u1 , . . . , um , x1 , . . . , xn )

N0 (u01 , . . . , u0m , x01 , . . . , x0n ),

Fi /uj N0 , i, j = 1, . . . , m.
D(F1 , . . . , Fm )
Fi (N0 ) = 0, i = 1, . . . , m,
(N0 ) 6= 0,
D(u1 , . . . , um )
1 , . . . , m M0 (x01 , . . . , x0n ),
m (5.27), |ui u0i | < i , i = 1, . . . , m, (5.26),
M0 .
, . 13, 2.
5.6.2

m n

u1 = 1 (x1 , . . . , xn ),
...

um = m (x1 , . . . , xn ).

(5.28)

, i (x1 , . . . , xn ), i = 1, . . . , m,
n- D. .
k {1, . . . , m} .
5.6.1. uk D
(5.28), x = (x1 , . . . , xn ) D
uk (x) = (u1 (x), . . . , uk1 (x), uk+1 (x), um (x)),

(5.29)

, . u1 , . . . , um D, D .

70

,
D (5.29) k {1, . . . , m},
u1 , . . . , um D.
5.6.2. m n m (5.28)
M0 (x01 , . . . , x0n ).
- m M0 ,
M0 .
i (x1 , . . . , xn ), i = 1, . . . , m,
M0 (x01 , . . . , x0n ),
M0 .
(5.28)

1 1
1
.
.
.
x1 x2
xn

2
2
2
...

(5.30)
x1 x2
xn ,
...

.
.
.
.
.
.
.
.
.

m m
m
...
x1 x2
xn
m n .
5.6.3. (5.30)
1) r- M0 (x01 , . . . , x0n );
2) (r +1)- M0 (
r = min(m, n), ).
r , r- ,
M0 ,
r .
, . 13, 3.