1.
1. ()
, .
,
.
,
f(x), ( ).
,
:
dy
= f (x ).
dx
(1)
dy = f(x)dx.
(2)
.
, ,
(1) (2), :
y=
f (x )dx + C .
(3)
(3)
, .
3
, (1) (2) 4
.
, ,
.
(3) (1),
, . ,
,
, .
2. (1)
,
.
:
dx
F x, y, = 0,
dy
(4)
F .
, (
dy
),
.
dx
dy
(4)
dx
, ,
:
dy
= f ( x, y ),
dx
(5)
f , , ,
, , . .
(1) f . (4)
(5) ,
. , 4
, ,
.
(4) (5)
4
(6)
,
( ),
y'' = f(, , y').
(7)
. F
f ,
, ;
, , ' ( ) , ''
. (), ,
(6) (7),
.
.
, n :
F(x, y, y', y'',, y(n)) = 0,
y(n) .
3.
,
.
:
dy
= f ( x, y ).
dx
,
. (, ) , f,
dy
(5)
.
dx
5
y = (x) (5); ,
= (), 4
dy
.
dx
, .
, (, )
(5) ;
. ,
,
dy
arctg
(
dx
,
).
:
, ,
. ,
,
. :
dy
= x 2 + y 2.
dx
(8)
, ' = 0, = = 0 ( ),
1
1
1
),
y = , x 2 + y 2 = (
2
2
2
' = 1 2 + 2 = 1 . .
(8), (0, 0)
,
.
, . .
. ,
: 4
6
, 4
:
= (, ).
(9)
, (, )
,
.
(9),
. , ,
, (0, 0),
, :
, 0,
0
( ). ,
0 0 , , (9), :
y0 = (0, )
; ,
.
4. ,
.
.
,
(8) (8 )
,
n n
. ( );
,
,
.
,
. :
|
= (, ),
7
(10)
; , :
y' = (x, ).
(11)
(11) C,
:
y' = x| (x);
(12)
, (11) :
y = (x) + C
/
(11 ).
(11) ; (10)
, . . 'C (, ) 0, 0, C0,
'C (, 0) 0, :
= (,).
(13)
, ( ):
(14)
, (13),
(11),
:
y = ' x (x, (x, y)).
/
(15)
, (11)
. ,
(15), ' x (, ),
8
(16)
, , :
'x + 'yy' = 0.
(17)
(16) (17),
F(x, y, y') = 0.
(18)
, (16)
. :
(, , 1, 2, ,n) = 0,
(19)
1, 2, ,n.
, ,
(19),
? ,
.
(19) n . :
+
y = 0,
x
y
2
2
+2
y+
y ' '= 0,
2
xy
y
x
3
3
y
+
+
y
=
+
3
...
'
'
0,
3
2
y
x
x y
(n)
n
+ +
y = 0.
n
y
x
(18)
(19) (20) n + 1 ;
n C1, C2, .., Cn.
, . . x, y,
y',, y(n) n (n + 1)
. :
(21)
. . n .
, (19) y
(x, C1, C2, , Cn) ,
(20); (21),
(19) (20), ,
(x, C1, C2, , Cn),
, , (19),
(21). , , n
,
n .
,
. ,
, ,
n n
.
2.
1. :
dy
= f (x ).
dx
(1)
:
dy = f(x)dx.
10
(2)
(1) (2)
, () .
, f()
< < b
. , = b = ,
= , b = . ,
(),
f(x), (
).
,
.
, (1) (2) :
y=
f (x )dx + C .
(3)
,
, < < .
, ,
. , (3)
(1). ,
.
< < b. ,
(3)
:
x
y=
f (x )dx + C ,
(4)
x0
0 (, b).
0, :
(0) = .
11
0 = x0,
(3 ) :
/
y = y0 +
f (x )dx.
(5)
x0
, ,
, . . ,
()
0 . ,
(0, 0) (1)
f(x).
. , < x < b,
< <
/
//
(1). (3 ), (3 ) ,
x
, y = f ( x )dx ,
x0
y ( ) = 0.
f(x)
(3) .
, (1)
. ,
,
.
, ,
.
(. .
) , ,
, ,
.
12
2. ,
:
dy
= f (y )
dx
(6)
dy = f(y)dx.
(7)
, () 4
.
, f(y) < < b,
a > , b < + . = ()
, x = (y).
, ,
:
dx
1
=
.
dy
f (y)
(8)
,
, .
< y < ,
f(y) . (8) :
dx =
dy
,
f (y )
:
x=
dy
f ( y) + C .
13
(9)
x = x0 +
dy
f (y) + C .
(10)
y0
(9) (10) .
, .
( , ) f() ,
, ; 0
, (
)
. ,
. , = (x 0)
(4). ,
< x < + , < <
. ,
(8).
f(x) = 0
(11)
0. ,
= 0 (8) .
, , (10) (2, 3,
1), = 0 (
, ), 0 ,
(11).
= 0, = 0
= 0,
, , (x0, 0)
.
14
3. :
dy
= f ( x ) ( y ),
dx
(12)
, :
. ,
,
x dx,
dy.
dx (). :
dy
= f ( x )dx .
( y )
(13)
, : ,
,
(7). (7 )
. ,
, ,
. ,
; ,
. :
/
dy
(x ) = f (x ) dx + C ,
(14)
. ,
(12), (14),
x, . .
(12).
, ( ) .
15
, (14)
()
= 0, = 0. :
y
0=
y0
dy
( y )
f (x ) dx = (x, y; x , y ).
0
x0
, (x, y; x0 , y0 )= 0 ,
1
=
.
x0
( y0 )
y xy=
=y
0
0; ,
( y0 ) 0 . y = y0 (y0) = 0,
(12), ,
(14), y = y0. :
M(x)N(y)dx + P(x)Q(y)dy = 0,
(15)
(12),
, ,
. N(y)P(x):
M ( x )dx
Q( y )dy
+
= 0.
P(x)
N (y)
M ( x )dx
+
P (x )
Q( y )dy
= C.
N (y)
16
3.
dy
= f ( x, y )
dx
, f(x, y)
, . .
:
f(tx, t) = f(x, ).
(10) t =
(1)
1
, :
x
y
f ( x, y ) = f 1, .
x
y
.
x
y
, ,
x
:
dy
y
= .
dx
x
(2)
,
y
, ,
x
, :
u=
y
,
x
= ux.
17
(3)
dy
du
= u+ x
(2),
dx
dx
:
u+ x
du
= (u ),
dx
du = [(u) u]dx.
(4)
[(u) u],
, :
du
dx
= .
x
(u) u
du
(u)u = lnx + C .
(5)
y
u ,
x
(2).
,
dy
ax + by + c
=
,
dx a1x + b1y + c1
(6)
a, b, , c1 . = c1 = 0,
, .
.
: x = + h, = k, h k
18
. : dx = d , dy = d,
(15), :
d
a + b + ah + bk + c
=
.
d a1 + b1 + a1 h + b1 k + c1
h k
:
ah + bk + c = 0
,
a1b + b1 k + c1 = 0
(7)
:
d
a + b
=
.
d a1 + b1
x h, y k,
h k ,
(32). (16) ,
:
ab1 a1b = 0. .
a
b
1 = 1 = , , :
a
b
dy
ax + by + c
=
.
dx (ax + by ) + c1
(8)
,
:
z = ax + by.
19
dz
dy
, (8) :
= a+ b
dx
dx
z+c
1 dx a
=
.
b dz b z + c1
, ,
x, .
, :
dy
= f (x ).
dx
(9)
1 = , 1 = + ,
(10)
. dx = dx1, dy = dy1,
. , F(x, ) = 0
(1),
F(x1, y1) = 0,
F(x, y + C) = 0
(11)
.
(11),
(9).
(10) ,
(, )
(). (9)
(9), . .
( = 0,
20
, ).
f(x0).
(10) ,
F(, , ') = 0
:
F(, , ') = 0.
(12)
dy
= f (x ),
dx
(13)
x1 = x + C, y1 = y.
.
,
+ .
4.
,
,
:
dy
+ By + C = 0.
dx
, ,
. ,
,
21
.
:
dy
+ Py = Q,
dx
(1)
, Q . Q = 0,
:
dy
+ Py = 0.
dx
(2)
(2) (
), (1) .
(2)
:
dy
= Pdx, ln| y |= Pdx + ln|C |;
y
Pdx
y = Ce
(3)
(2),
, (3),
, .
(2)
(3),
, .
(3) (1),
:
dC
e
dx
Pdx
CPe
Pdx
+ CPe
22
Pdx
= Q,
dC
= Qe
dx
Pdx
C = Qe
Pdx
dx + C1,
C1 .
(3),
(3):
Pdx
Pdx
y= e
C1 + Qe
dx .
( 4)
,
. ,
(5) . C1e
Pdx
(2),
(37), . .
. e
Pdx
Qe
Pdx
dx
, ,
1 = 0.
: , Q
, n . n = 0,
,
n = 1 :
dy
+ (P Q ) y = 0
dx
23
, n 0, n 1.
(26) yn, :
y n
dy
+ Py n+1 = Q.
dx
, . . y n + 1.
:
z = yn+1,
:
dz
+ (n + 1) Pz = (n + 1) Q.
dx
z y n + 1,
,
. n > 0 = 0.
2.
,
1.
1. (0, 0) f(x, )
. :
: f(x, ) , (x, ) (x0, 0).
1
. 0
f ( x, y )
dx
1
(0, 0).
,
=
dy
f ( x, y )
(0, 0)
. ,
(0, 0). :
= (y); x = 0, = 0
dx
= 0.
dy
, (0, 0)
.
(0, 0)
.
: f(x, ),
(0, 0), ,
(, ) (0, 0),
1
f(x, )
. ,
f ( x, y )
ax + by
,
= 0, = 0.
cx + dy
, (, ) (0, 0),
25
+ by = 0, 0. (x, )
cx dy = 0, ( ),
;
. ,
(0, 0)
0/0.
2.
:
dy ax + by
=
.
dx cx + dy
(1)
ad bc = 0,
,
,
= x + y, = x + y,
(2)
, , , ,
,
. , ,
, (
). (2) :
d = dx + dx, d = dx = dy .
d
,
d
dx dy
(1) cx + dy + b. :
d (cx + dy )+ (ax + by )
=
.
d (cx + dy )+ (ax + by )
26
(2),
, . . :
(cx + dx ) + (ax + by ) = = (x + y ).
,
:
(c )+ a = 0
.
d + (b ) = 0
(3)
, :
c a
d
=0,
2 (b + c) + bc ad = 0.
(4)
,
(2)
, :
(c ) + = 0
.
d + ( ) = 0
(5)
, , . .
2 (b + ) + b ad = 0.
27
(6)
,
(5) (5 ). ,
1 2 . , 1,
(4), 2 (5),
, .
/
0
. , , , a 0,
(4) :
c 1
,
=
a
(5):
c 2
.
=
a
. . 0 . , (1)
(2), , , , , :
d 1
=
.
d 2
(7)
(2) (
) , (
, )
.
28
,
. (7)
:
d
d
= 1
.
ln| |+ ln|C |
2
.
1
= C | |
ln| |=
(8)
2.
1. ,
:
dy
= f ( x, y ),
dx
:
dy f(x, y)dx = 0,
, N(x, ),
:
(, )dx + N(x, )dy = 0.
(9)
, (9)
U(x, ):
M (x, y )dx + Ndy dU
29
U
U
dx +
dy .
x
y
(9)
() .
:
M=
U
U
,M =
.
x
y
(10)
(9) (1),
dU = 0, :
U(x,y) = C,
(10)
, (
); , , (11),
dU = 0. , (11),
, (9)
. ()
(1), = 0 0, ,
(11) , . .
U
(0, 0)
= N (x0 , y0 ) 0 ;
y x , y
0
(), (0, ),
:
,
, :
2U
;
xy
M N
=
.
y
x
(12)
, (11) ,
, ,
U(, y), (8).
U
= U ( x, y ) , , 0 "
x
, :
x
U ( x, y ) = M (x, y )dx + (y ).
(13
x0
(13) "
. , "
(12) (), "
(9).
(13),
x
U
M (x, y )
:
=
dx + ( y )
y
y
x0
.
(13), :
x
U
N ( x, y )
=
dx + ( y ) = N ( x, y ) N (x 0, y ) + ( y ).
y
x
x0
N(x, ), () =
y
= N(x0, 0), () ( y )= N (x , y )dy .
0
/
y0
31
, U(x, ) ;
, (12):
U (x, y )
M (x, y )dx +
x0
N (x , y )dy = C .
0
(14)
y0
2. (33)
, : (, ),
(33)
U(x, )?
. ,
, :
(Mdx + Ndy )= dU ; M =
U
U
, N =
.
x
y
(15)
:
?
, (1)
: U(x, y) = C.
x; , C
:
U
U
dx +
dy = 0
x
y
dy
U U
=
|
.
dx
x
y
dy
M
(33), :
.
=
dx
N
32
,
:
M
U U
=
|
N
x
y
U
U
x = y =
M
N
(
U
U
). : M =
, N =
,
y
x
. . . , )
, )
, . )
. ,
, a U(, ) = . 1,
,
. , 1(Mdx + Ndy) =
= (U) (Mdx + Ndy) = (U)dU
(U ) =
(U )dU . ,
= (U) (16)
1
(9). ,
(9)
(16). , , ,
1. :
V x, y;
, :
M =
U
V
U
V
, 1M =
.
, N =
, 1N =
y
y
x
x
:
U U
V V
:
=
:
x y
y y
U
x
V
x
U
y
=0
V
y
, U V
U
,
0,
y
: V = (U). (17) :
1 = (U) , .
3.
. :
/
( M ) ( N )
=
y
x
M N
M
=
x
y y
x
34
(19)
, (19) ,
N
ln
ln M N
M
=
.
x
y
y
x
(20)
(19) (20)
.
,
(9). ,
(19); ,
(19),
, (9) .
3. ,
1. n
1.
:
F(x, y, y') = 0.
(1)
, (1)
' n,
D
x ,
.
(2)
(2)
n '. , D
', . . n(, ),
.
(2) ,
n ' ( ).
y
, , , '
y
F
0 (. . (2)
y '
' ;
36
,
). , ,
F
a > 0,
y
(3)
' (1 )
.
2. n
: (1)
y';
;
, n
', n
,
. , y',
;
y' ,
,
. ,
n ,
, .
2. ,
1. '
, :
F(x, ) = 0.
(1)
(3)
, 0
37
,
:
p = f1(x), p = f2(x),
(2)
(2), , :
y=
y=
f (x )dx + C ,
1
f (x )dx + C ,
2
(1)
,
.
, , ,
(1).
2.
F(y, y') = 0
(3)
,
dy
1
=
, ,
.
dx
dx
, . . :
= (),
,
dy
= p ,
:
dx
dx =
dy
/ (p )dp
,
=
p
p
38
x=
/ (p )dp
+ C.
p
(5)
: y = (t), p = (t),
:
dx =
dy ' (t )dt
=
, x=
(t )
p
(t )dt
(t ) + C .
3. .
1. :
F(x. , ) = 0.
(1)
, ,
, (6)
. ,
u, v.
(1):
= (u, v), = (u, v), p = (u, v).
(2)
(2) (1).
dy
, (1) p =
,
dx
dy = pdx. ,
dy, dx, :
du +
dv = (u, v )
du +
dv .
u
u
v
u
39
u v. , a v
, :
dv
u
=
du
v .
,
.
: v = (u, C), (2) :
x = {u, (u, C)}, y = {u, (u, C)},
. . (1),
(u , ).
(2) ,
(1) ;
(2) p.
:
v = f(x, y).
(3)
dy = pdx, x y, :
f
f
dx +
dp = pdx
x
p
f f dp
+
= p.
x p dx
40
(4)
,
dp
; :
dx
p = (x, ).
(5)
(3),
:
y = f{x, (x, )}.
2. :
x = f(y, p).
(6)
dy = pdx,
;
,
, (6)
dy
1
dy
=
y ,
.
= p ,
dx
p
dx
:
1
p f dp
=
+
.
p
y
p dy
.
p = (y, )
(6), :
, (6) (3),
.
3. .
, ,
,
; , ,
. ,
,
,
. .
, , . .
: A(p)y + B(p)x = C(p), , ,
dy
p =
.
dx
( , () 0),
:
y = (p)x + (p).
(7)
(14) (
(10)), :
(8)
, ,
:
' (p )
' (p )
dx
+
x=
.
dp (p ) p
p (p )
(9)
, , ;
(p ) dp
(p ) p
: x = C (p) + (p), , , (p )= e
.
42
x ,
: y = [C (p) + (p)] + (p) + (p).
p;
,
(x, y, C) = 0.
4.
; :
y = px + (),
(10)
() .
; :
dp
p = p + [x + ' (p )] .
dx
dp
[x + ' (p )]= 0.
dx
;
dp
= 0 , p = C, (15)
:
dx
y = Cx + (C).
(11)
,
(10) . (11)
. + () = 0.
; = ().
(10), :
/
y = x (x) + [ (x)].
43
(15)
x = '(p) (12)
:
x = (p), y = p'(p) + (p).
/
(13)
, (13)
(10); , , ,
(12), :
dx = ''(p)dp,
dy = [p''(p) + '(p) (p)]dp = p''(p)dp,
/
dp
= 0. , , (10),
'
dx
:
y = Cx + (C), 0 = x + (C),
/
.
,
44
(11),
. , , . . (12),
(10). , #
,
.
4.
1.
.
. ,
,
dy
= f (x, y )
dx
(1)
, (0, 0)
(
); (
0) ,
.
,
,
,
, . ,
(16) y,
dy
= An (x )y n + An 1 (x )y n 1 + ...+ A1 (x )y + A0 (x ),
dx
(. . < < b, k < y < k,
< < b k
df
)
dy
45
(,
, , n = 1; , n = 2).
,
:
f (x, y ) =
P (x, y )
,
Q (x, y )
Q ,
0, 0,
Q(x0, y0) = 0, . . f = .
f (x, y ) =
P (x, y )
[ (0, y0) 0]
Q (x, y )
, ,
= ()
(. . ). ,
(0, 0) = Q(x0, y0) = 0 (
),
,
, . .
(, )
, .
,
; ,
, ,
. ,
,
. ,
(16) ,
,
. f(x, )
,
df
,
.
dy
46
, f
df
,
dy
, , .
2. , ,
df
dy
= f (x, y ) ,
, ,
dy
dx
f .
,
' ,
.
.
F(, , y') = 0
(2)
, n ', . . :
n(, )y'n + + 1(, )' + A0(x, y) = 0,
(3)
'.
k(, )
( , k(, )
, D
x ).
, (3) n
:
yi' = fi(x, y) (i = 1, 2, , n);
(4).
(4).
, n(, ).
,
f y '
.
y y
47
(2)
; :
F
y '
y
.
=
F
y
y '
(5)
Ak(x, )
, (5) ,
n 0 , . . , ,
,
:
F (x, y, y ')
= 0,
y '
(6)
' fi(x, ),
(2). ,
,
, y' (2) (6).
;
. (6)
' (2);
(2) '.
, . .
(2), '.
' (2) (6), :
(x, ) = 0,
48
(7)
, , .
( )
.
G k (k > 0) (4)
; .
, G,
(5)
y '
, ,
y
; k (4) ;
, k
.
. (, k
, ,
(4) .)
,
(4), ,
. , (5)
, ,
. G ,
.
G (4)
, ,
.
, . y
x
/
y = (x),
(8)
(7) ,
(2),
(5),
, , . .
(8).
(8) ,
: , ,
( ), , ,
49
(8), , , . ,
(2) :
y = (x),
(9)
(7). , ,
, ,
. . (2). ,
,
. , (9)
(
). , ,
G, :
. ,
. , (9),
(7),
(3), . ,
:
:
F ( x, y, p ) = 0, p =
dy
,
dx
(10)
, :
F (x, y, p )
= 0.
p
(11)
; ,
(10).
, ,
.
(10)
(, , ) = 0.
(12)
, (12),
, :
1) .
, (, , ')
(12); (12)
(10),
, . . ;
2) . , ,
;
;
, (4)
(10); ,
. ,
(12), ,
: (12)
:
(x, y,C )
= 0.
C
(13)
(12) (13) ,
(, ) = 0
( ) .
51
(14)
5.
1.
F(x, , ) = 0,
(1)
. ,
(1),
. = , #
2
. (30)
.
x1, y1. , , tg = k,
2
: 1 2 = ,
, 1 , . .
tg( 1 ) = k
dy1 dy
dx1 dx = k .
dy dy
1+ 1
dx1 dx
(2)
52
x, y x1, y1.
dy
(2), :
dx
F (x1 , y1 ,a ) y1 F (x1, y1 ,a )
+
y1
x1
x1
= k.
F (x1, y1,a ) F (x1, y1 ,a ) dy1
dx1
x1
y1
(3)
,
,
.
x1, y1 (1), x = x1,
y = y1:
F(x1, 1, a) = 0.
(4)
(4) (3), :
( x1, y1,
dy1
) = 0,
dx1
(5)
. , (5) #
(1).
(4):
(x , y , C) = 0
1 1
.
, :
2
1 =
dy
1
, tg 1 = ctg , 1 =
.
dy
2
dx1
dx
53
, (3) :
dy1 F (x1, y1,a ) F (x1, y1,a )
=0.
dx1
x1
y1
(6)
a (2) (6).
2. ,
:
1( x, y,
dy
)=0.
dx
(7)
(, )
dy
,
dx
. = 1, = 1;
(2), ,
dy
, :
dx
dy1
k
dy
dx1
.
=
dx k dy1 + 1
dx1
(7), ,
1, 1
, . . :
dy1
dx
= 0.
1 x1 , y1 , 1
dy1
+
1
k
dx
1
54
(8)
dy1
dy
dx1
dx
dy
1
=
.
dy1
dx
dx1
1
1 x1 , y1 ,
dy 1
dx 1
= 0.
(9)
4.
1.
1. ,
. n
(n > 1) :
(1)
F .
y(n).
x0, 0, 0',, 0(n), :
(2)
(2), = 0,
:
y = y0, y' = y0', , y(n1) = y0(n1),
56
(3)
(4)
, k k
, yk =
dky
dx k
= y (k ) (k = 1, 2, , n 1),
y (n ) =
dyn 1
,
dx
(2) :
dyn 1
= f (x, y, y1, , yn 1 ).
dx
(5)
(4) (5) n
n , y1, , yn2, yn1.
,
( ).
n
. , (4) (5)
57
,
, , y1, , yn1 .
(4) .
n
.
, y1, , yn1
: y1, y2, , yn. ,
:
dy1
dy2
dyn
= f n (x, y1, y2 ,..., yn ).
dx
(6)
2. n
(6)
.
(6) 0, y1(0), y2(0), , yn(0).
(6):
1) fi (i = 1, 2, , n)
:
2) D
y1, y2, ..., n:
1', y2', , yn' y1'', y2'', , yn''
, D,
:
|fi (x1 , y '1 , y '2 ,..., y 'n ) fi (x, y ' '1 , y ' '2 ,..., y ' 'n )| K {|y '1 y ''1 |+
+ |y '2 y ' '2 |+ ...+ |y 'n y 'n |} (i = 1, 2, , n),
(7)
.
, fi D
y1, y2, , yn, ,
:
)= yf (y y '' )+ ...+ yf
i
( )y
1 y
k
(y
y ' 'n ,
(8)
, yk (k = 1, 2,..., n)
//
.
fi
(i, k = 1, 2, , n) D
yk
(8) (7).
,
fi
D
(i, k = 1, 2, , n).
yk
59
, 1) 2)
(4):
(10)
.
yi(0). :
(
(
0)
0)
f1 x, y1 ,..., yn dx ,
x0
(
(
(
(
1)
0)
0)
0)
yn (x )= yn + f n x, y1 ,..., yn dx .
x0
y1(1)(x )= y1(0 )+
(11)
,
. ,
| x x0 | h
D. ,
1)
0)
0)
0)
(
(
(
(
| yi yi |= fi x, y1 , ..., yn dxM |x x0 |Mh b (i = 1, 2, , n)
x0
60
( h).
:
f1 x, y1(1), , yn(1)dx ,
x0
x0
(12)
, m
(m 1) :
x0
(
(
(
(
m)
0)
m 1)
m 1)
yn (x )= yn + f n x, y1
, ..., yn dx .
x0
(13)
, (m 1)
, , m
. , (m 1)
D | x x0 | < h,
m. ,
(m 1) :
61
x0
m = 1,
m. ,
(13) D
0 h < < 0 + h. ,
, . .
(i = 1, 2, , n). ,
, :
yi(0 )+ [ yi(1)(x ) yi(0 )]+ [ yi(2 )(x ) yi(1)(x )]+ [ yi(m )(x ) yi(m 1)(x )]+ ...
(i = 1, 2, , n).
(14)
,
, . :
x
| yi(1)(x ) yi(0 ) | = fi x, y10 , ..., yn(0 )dx
x 0
)M | x x |,
0
2)
1)
1)
1)
0)
0)
(
(
(
(
(
(
f x, y1 , , yn fi x, y1 , , yn dx <
| yi (x ) yi |=
i
x 0
[ (
<
1)
1)
0)
0)
(
(
(
(
fi x, y1 ,..., yn fi x, y1 ,..., yn
dx,
[ (
x0
)]
) (
)]
) (
62
(15)
| yi(1) yi(0) |,
x
2)
1)
(
(
| yi (x ) yi | K
x 0
() ( )
{| y y | + ...+
1
1
|x x0 |2
.+ yn(1) yn(0 ) dx MnK | x x0 |dx= MnK
2
x 0
|}
(16)
(i = 1, 2, , n)
, yi(m1)(x) yi(m2)(x)
:
|x x0 |
| yi(m 1)(x ) yi(m 2 )(x )| M (nK )(m 2 )
(m 1) !
m 1
(17)
(i = 1, 2, , n);
, m 1 m
. ,
x
m)
m 1)
(
(
| yi (x ) yi
(x )|= fi x, y1(m 1), ..., yn(m 1)
x 0
[ (
(
m 2 )
(
m 2 )
fi x, y1
,..., yn
dx<
)]
<
| f (x, y
i
) f (x, y (
(m 1), ..., y (m 1)
n
1
x0
63
m 2)
, ...,
x n
,..., yn(m 2 ) dx |K
yl(m 1) yl(m 2 ) dx<
x 0 l =1
| x x0 | m 1dx = M (nK )m 1 | x x0 | m .
< M (nK )m 1
(m 1)!
m!
x 0
(18
, , (18)
m. , | x x0 | < h, ,
(14), ,
,
hm
M (nK ) m 1
. ,
m!
m=1
, ; , (14)
x0 h < x < x0 + h.
,
. Yi(x) (i = l, 2, , n), :
Yi ( x ) = yi(0) +
( y
l
i
i =1
.
, (6).
(13) :
{f (x, y
i
(m 1)
1
x0
64
(19)
x0
(i = 1, 2,, n).
:
x
(
{f (x, y
m 1)
,..., yn(m 1)
1
m 1
1
x 0
x0
m 1)
(
fi (x,Y1 ,...,Yn ) dx
..., yn
x0
(20)
( ).
yi(m1)() (m = 1, 2, ...) (x0 h,
x0 + h) Yi(x) (i = 1, 2, ..., n),
N, m 1 > N
(m 1)(x ) Y (x )|<
: | yi
(i = 1, 2,, n),
i
nKh
(19) (20)
:
x
( )
(
{f (x, y ), ..., y
1
x0
m 1
1
m 1 )
fi
n
hnK = .
nKh
, m .
65
(19) :
Yi (x )= yi(0 )+
x0
(i = 1, 2, , n), . . Yi(x)
(6). , ,
, .
, , Y1(), , Yn(),
Z1(x), , Zn(x), Yi(x0) =
= Zi(0) = i(0) (i = 1, 2, , n) Zi Yi.
, ()
(x )= |Y1 (x ) Z 1 (x )|+ |Y2 (x ) Z 2 (x )|+ ...+ |Yn (x ) Z n (x )|
(21)
(x0 h, x0 + h).
, () 0
x, x0 , , , x0
x0 < < 1 () = 0,
, , x1,
, 0
x. [0, 0 + h1], h1
, h. (x)
, ,
[0, x0 + h1] ,
0, , h1.
(21)
[0, x0 + h1]
x = , 0 < < x0 + h1. Yi(x)
Zi(x) (6),
:
dYi
dZ i
= fi (x,Y1 , ...,Yn ),
= fi (x, Z 1 , ..., Z n ),
dx
dx
66
d (Yi Z i )
= fi (x,Yi , ...,Yn ) fi (x, Z 1, ..., Z n )
dx
(22)
)}dx
x0
(i = 1, 2, , n). ,
, (10)
[0, 0 + h1] . :
|Yi (x ) Z i (x )|
(x )| }dx <
x0
x
<
Kdx = K (x x )
0
x0
(i = 1, 2, , n). i = 1, 2, , n,
:
(23)
. , h1
1
;
nK
< , < .
.
(0 h, x0 + h).
, , D
(n + 1) ,
, 1, 2, , n. yi = yi(x)
(i = 1, 2, , n)
, (x0, y1(0), y2(0), , yn(0)).
,
0 + h x0 + h,
, f1
1 2 (, , x = x0 + h),
x0(1) = x0 + h, yi(1) = yi(x0 + h), i = 1, 2, , n
(x0(1) h(1), x0(1) + h(1)).
[x0 h, x0 + h]
[x0(1) h(1), x0(1) + h(1)]. ,
, .
,
, fi
1 2. , ,
. ,
n
n 1
x, y, dy ,..., d y
=
f
dx
dx n
dx n 1
dny
(24)
dyn 1
dy1
dy
dy
= f (x, y, y1 , ..., yn 1 ),
= y2 , ..., n 2 = yn 1.
= y1,
dx
dx
dx
dx
68
i ,
,
( ) (24):
n ,
,
dy
d n 1 y
,
, ..., n 1 ,
dx
dx
, :
dy
d n 1y
(n 1) (
= 0 = y 0 , = y, ..., n 1 = y0
dx
dx
).
3.
( ,
). ,
, (x0, y1(0), y2(0), , yn(0)).
. 0 , a y1(0), y2(0),
, yn(0) ,
, , , D.
. (n + 1)
, = 0,
. ,
P x0 , y1(0 ), ..., yn(0 )
. | x0 x0 | ,
= 0, y1, 2, , yn = 0
(x0, y1(0), y2(0), , yn(0)). ,
(x0, y1(0), y2(0), , yn(0)), . ,
D ,
D, , = 0
/
69
(25)
(24) (4)
D'. , n
,
yi(0).
n ,
, ,
1, 2, , yn1 ;
(25) ,
.
. , (24)
:
y = (x, y0, y0', , y0(n1)). (26)
, 0, 0', , y0(n1)
, . . ,
: nM n
:
y = (x, C1, C2, , Cn).
70
(27)
, , n
, , :
(, , C1, 2, , Cn) = 0,
(28)
(24) (25).
n 1 ;
n
. n,
(27)
(28) ( ) ,
. . , .
(27) , (28)
(24) (25), 1, 2, ..., n
, ', , y(n1).
, ,
(27). (27) ,
,
0, , ', , y(n1)
, :
(29)
(29) n n
, 1, 2, , n, , ,
1, 2, , n, ,
. ,
71
(28), , (27)
(24), (28)
, . ,
, .
; :
(x0 , y0 ,C1 ,C 2 , ...,Cn )= 0
y '0 = 0
x 0 y 0
2
2
2
+ 2
y ' +
y ' +
y ' '0 = 0
0
2
x
xy
y
y 0
n 1
(n 1) = 0
+ ...+
y
y 0
x n 1
(30)
( )0 , x y
x0 y0. n
n , 1, 2, , n, . . ,
, .
2. no ,
1.
y(n) = f(x)
(1)
. ,
(1) :
y (n 1) =
x0
f (x )dx + C1, y (n 2 ) =
f (x )dx + C (x x )+ C ,
dx
x0
72
x0
y (n 3 ) =
x x
2
C (x x0 )
dx dx f (x )dx + 1
+ C 2 (x x0 )+ C3,
2
x0
x0
x0
, ,
y=
x x
C (x x0 ) n1
dx dx f (x )dx + 1
+
(n 1)!
n
C2 (x x0 )
(n 2)!
n 2
+ Cn1 (x x0 )+ Cn .
(2)
(2) (1);
, (2)
(1),
: = 0
y0 = Cn, y0 = Cn1, y0(n2) = C2, y0(n1) = C1.
/
, (18)
y=
x0
x0
x0
dx dx... f (x )dx.
(3)
(1),
(n 1)
x = x0. (3), n
, ,
.
2.
F(y(n), y(n1)) = 0
73
(4)
n.
, (4) y(n):
(n) =f(y(n1)); (5)
z : z = y(n1). (5) :
z' = f(z).
:
x + C1 =
dz
f (z ).
, z: z =
dx dx (x, C ) dx + C x
1
n 1
+ C 3 x n 2 + + C n 1 x + C n .
y =
(4)
n, (n) (n1)
t:
y(n) = (t), y(n1) = (t),
dy(n1) = y(n)dx, dx =
dx =
' (t )dt
, :
(t )
x=
' (t )dt
+ C1.
(t )
74
(6)
dy (n 1)
y (n )
, :
(t ) ' (t )dt
dy (n 2 ) = y (n 1)dx =
,
(t )
y (n 2 )=
(t ) ' (t )dt
+ C 2,
(t )
, ,
y = y ' dx + Cn ,
. . t n
C1, C0, , Cn, , .
3.
F(y(n), y(n2)) = 0
(7)
.
z = y(n2) (21) :
F(z'', z) = 0.
(8)
(8) z'', . . :
z'' = f(z),
(9)
:
2z', : 2z'z'' = 2f(z)z', : d(z'2 ) =
75
= 2f(z)dz, z 2 = 2 f (z )dz + C1 .
dz
= dx ;
:
2 f (z )dz + C1
(22 ):
dz
f (z )dz + C1
= x + C2 .
(10)
.
:
dy(n1) = y(n)dx,
dy(n2) = y(n1)dx,
t, .
dx,
(n1): y(n1)dy(n1) = y(n)dy(n2) (10),
y(n1)dy(n1) = (t) (t)dt, (y(n1))2.
:
/
y (n 1) = 2 (t ) ' (t )dt + C .
76
(n1) (n2),
(10). n 1
.
3. .
,
1. . n
k+1,
Ck+2, , Cn) = 0,
(1)
k (
) n k .
n k , ; :
+
y '+...+ (k ) y (k+1)= 0
x
y
y
n k
(n )
+ ...+ (k ) y = 0
x n k
y
77
(2)
n k + 1 (23) (2)
n k Ci (i = k + 1, , n) a,
(1)
a. , (1)
, . . : (x, y, y', , y(n1), C) = 0,
(1).
(1),
, k, k
< n. , (1)
F(x, y, y', , y(n)) = 0. , = ()
(1), ,
(1) (2), ; , F(x,
y, y', , y(n)) = 0, (1) (2),
, .
(1), k
1,2, , k
k+1, , n,
F(x, y, y', , y(n)) = 0, n , . .
. ,
(1)
n
k < n, . . .
2. ,
. n
; ,
k 1 ', , (k1)
, , y(k)
(1 < k < n 1). :
78
(3)
y(x) = z, (3) :
F(x, z, z', , z(n1)) = 0 (4)
n k. , (4)
. n
n k < n. ,
(4):
(, z, C1, 2, , Cnk) = 0
(6)
:
dy
p =
;
dx
.
:
y ' '=
dy ' '
=
y ' ' '=
dx
dp dp dy
dp
=
=p ,
dx dy dx
dy
dp
d p
2
2
2
dy dy = p p d p + dp = p 2 d p +
dy2
dy
dx
dy 2 dy
79
dp
p
dy
, y x p
dp
,
dy
p
dky
. ,
dx k
dp
d k 1y
p,
, , k 1 . y'', y''',
dy
dx
, y(n) (6),
n 1:
F1(y, p,
d k 1y
dp
, ,
) = 0.
dy
dx k 1
,
dp
, C1, , Cn1) = 0,
(y, p, C1, , Cn1) = 0, (y,
dy
(26),
, .
3.
.
(1)
, ', '', , y(n) , . . :
(7)
k; m . ,
1() , Cy1()
( ). ,
()
1() m
1(),
. u = ln,
, u1() ,
u1 + lnC = u1(x) + C1 . ,
80
1 = , u1 = u + .
,
. ,
, u' = z
n 1. u,
y z:
y= e
zdx
(8)
,
z,
y (8).
.
(8) x, :
y '= ze
zdx
zdx
, , y(k) e
zdx
zdx
z k 1.
, (7)
:
F x, e
zdx
, ze
zdx
,(z / + z 2 )e
zdx
,... e
zdx
F ( x,1, z, z '+z 2 ,)
(m ). e
zdx
, n 1:
F(x, 1, z, z' + z2, ) = 0.
81
,
(1), n 1 , :
(z, x, C1, 2, , Cn1) = 0
y'
, x, C1, C2, , Cn1) = 0.
y
z ,
(28), n:
y= e
zdx + lnC n
= Cne zdx .
,
, ,
, , dx, dy, d2y, , dny.
(1) :
(29)
,
(29) ( n)
, . . :
(k, k, kdx, kdy, kd2y, , kdny) km(, , dx, dy, d2y, , dny).
, ,
x ( ).
y
u =
, c
x
u1 = u, 1 = . ,
= lnx, ,
82
u , : u1 = u, 1 = + C.
, ;
.
,
, u:
= e , = ue .
(10)
. :
dx = e d , dy = e (du + ud );
dy
du
=
+ u.
dx
d
.
,
d 2y
dx
d 3y
dx
d
d
d 2u du
du
d
,
+ u
= e 2 +
d
d
d
dx
d 3u du
du d
d d 2u
+
= e 2 3
2
d
d dx
d
d d
. . , :
x = e , y = ue , dx = e d , dy = e (du + ud ),
d 2 y = e (d 2u + dud ), d 3 y = e (d 3u dud 2 )
(11)
( d 2y, d 3y, ,
, a d 2u, d 3 u, ,
). (11) 9),
83
em ; : (1, u, d ,
du + ud , d2u + dud , , dnu + ) = 0.
n , ;
.
, (9),
, dx
dp
, , dy, d2y, m;
dy
m 1,
d 2y
m 2 . .
dx 2
: x = e , y = uem ;
:
du
d
du
dy
= e m
+ mu
= e (m 1)
+ mu ,
dx
d
dx
d
d 2y
dx
d
d
(m 1) du
d
+ mu
=
e
d
dx
d 2u
du
= e (m 2 ) 2 + (2m 1) + m(m 1) u .
d
e ,
F;
.
, , . .
.
4. ,
, (3)
(n 1) , . .
84
d
(, y, y', , y(n1)),
dx
+
y' ++
y(n),
y (n 1)
x
u
(1)
, (1)
:
(, y, y', , y(n1)) = C,
(2)
, , (2)
(1). , (2)
(1);
.
5.
1.
1. n
,
dy
dny
,
, ..., n (y , x
dx
dx
). ,
n :
(1)
0, 1, , n ( F)
( ,
). n,
0 . ,
<<b
(2)
0() 0 F()
. 0(x)
:
p1 =
ai
F (x )
(i = l, 2, , n), f (x ) =
,
a0
a0
86
(1) :
(3)
1, , n f() .
, (3). (1) (3)
,
. ( )
, F() f(), ,
:
(4)
(5)
(6)
n
, /( )
87
< < ,
(2) (
= (),
(2)). (6) : dx = ().
, :
/
dy dy d
1 dy
=
=
,
dx d dx ' ( ) d
d 2y
1 d 1 dy
1 d 2 y ()dy dy
,....
=
= 2
() d () d () d
3() d
dx
dky
(
dx k
2
dky
dy d y
,
,
...
)
,
,
d d2
d k
.
(1) ai
F(x) (4), :
b0
dny
d n 1 y
dy
+ b1 n 1 + ...+ bn 1 + bn y = ( ),
n
d
d
d
b0 ( )=
a0 [ ( )]
0
[' ( )]n
< < ;
2)
. ,
:
= v() + (x),
88
(7)
v, n
v(x) 0 (2). :
dy
d
=v
+ v ' + ',
dx
dx
d 2y
dx 2
=v
d 2
dx 2
+ 2v'
d
+ v ' ' + ' '.
dx
, n
( ) k
; (1)
;
a0v(x)
(2). , :
y = v(x)
(8)
. (8) ,
(n 1)
0. , (8) :
y(n) = v
(n)
+ nv'(n1) +,
y(n1) = v (n1) +
(5), :
(n)
+ (nv' + p1v)
(n1)
v(x) , nv' + p1v = 0, . .
89
+ = 0.
(n1)
2.
1. :
(1)
L[]
(
, pi(x) ),
(1), L[]
, $
.
:
1) L[y1 + y2] = L[y1] + L[y2],
(2)
1 2 , n
. ,
, : L[y1 + y2] = (y1 + y2)(n) + p1(y1 + y2)(n1) + +
+ pn1(y1 + y2) + pn(y1 + y2) = (y1(n) + p1y1(n1) + + pny1) +
+ (y2(n) + p1y2(n1) + + pny2) = L[y1] + L[y2].
.
, , ,
.
2) L[Cy] = CL[y],
(3)
n ,
, . .
.
, .
, (2) (3),
.
90
1. 1 2 () (1),
1 + 2 .
. 1 2 ,
: L[1] = 0, L[2] = 0. (2) L[1 + 2] = L[1] + L[2],
. .
2. 1 (1), Cy1
( ).
. (7) L[C1] = CL[1],
L[y1] = 0, .
1. (1) 1,
2, , k,
C1y1 + C2y2 + + kk (1,
2, , ).
2. 1, 2, , n
n ,
(4)
, n .
, (4)
.
2. ,
, (4)
, $
. 1(x), 2(x),, n(x),
(, b),
, 1, 2, n,
, ,
:
(5)
1, 2, n,
(5)
91
( , i ),
( ).
( , + ).
3. n ,
(n 1) : y1, y2, , yn.
..., yn
W [y1 , y2 ,..., yn ] W (x )y1
y2
y '
'
...
'
y
,
y
n
1
2
(n 1) (n 1)
(
n 1)
..., yn
y2
y1
(6)
.
:
3. y1, y2, , yn ,
.
y1, y2, , yn n , . .
:
(7)
i .
, n 0 (
). (7) n,
:
yn = 1y1 + 2y2++ n1yn1
( i =
(8)
i
, i = 1, 2,, n 1).
n
(11 ) :
92
(9)
(6) 1,
, , (n 1)
2
n1 .
W , (8) (9)
,
, W 0, . y1,
y2, , yn ,
, .
4. y1, y2, , yn [
(2)], W[y1, y2, , yn]
. :
W(x0) = 0, < 0 < b. i = 0 yi0
i(k)(0) yi0(k) :
C1y10 + C 2 y20 + ...+ Cn yn 0 = 0
(10)
(11)
1 1 2
(1); (10) = 0:
~
~
~
y (0) = 0, y (0) = 0,, y (n1)(0) = 0.
/
(12)
(12),
(1). ,
93
, = 0, ,
~
y () 0 ( < < b), (11):
an1 an 2 ...ann
(13)
. n y1, y2, , yn
(1) : = 0 yi = ai1,
y'i = ai2,..., yi(n1) = ain (i = 1, 2, ..., n).
(2). (13)
W[y1, y2, , yn] = 0. , W(x)
94
= 0, 3
, y1, y2, , yn , . .
(, W(x)
(, b)).
6. y1, y2, , yn
L[] = 0, :
(14)
2 20
n n0
0
(15)
(15) ( )
C1, C2, ..., n. (8),
, ,
(14). .
4. , (8)
n , y1, y2, , yn
.
:
7. n + 1
(1) y1, y2, , yn+1,
. n : y1,
y2, , yn. .
y1, y2, , yn ;
, n
n + 1 ,
n+1 .
y1, y2, , yn ;
,
. , yn+1 : yn+1 = A1y1 + A2y2 + + Anyn.
. .
8.
(16)
,
, . . pi(x) pi (x) (i = l, 2, ..., n).
. (16),
(n 1) :
( p1 p1 ) y (n 1)+ ( p2 p2 ) y (n 2 )+ ...+ ( pn pn ) y = 0.
96
(17)
p1 p1 ,
< x < , p1 0.
1
(17) 1 p1 ,
( , ) (1), . . ,
1. (17),
, (16), . .
(n 1) , 1,
n . 7
, 1() p1 (). , (17)
: (p2 p2 )y(n2) + (p3 p3 )y(n3) + (pn pn )y = 0.
, ,
,
p3 p3 , , pn pn .
.
,
1. .
( a < x < b): y1, y2, , yn.
.
,
:
W [y1 , y2 , ..., yn , y ]y1
y2
... yn
y = 0.
(n ) (n )
(
n)
(
n)
...
y2
yn
y
y1
(18)
,
, (18)
n .
i (i = l, 2, ..., n)
.
97
; , (18)
y1, y2, , yn. (n) W[y1, y2, , yn]. ,
, (, b).
(18), n
, ,
. , , . (18)
:
y2 yn
y ' y 'n
y'
+ .... +
y (n ) y '1 y '2 y 'n y (n 1) (n 1 2 ) (n 22 )
y
y
yn(n 2 )
1
2
y1(n 1) y2(n 1) yn(n 1)
y1(n ) y2(n ) yn(n )
y1
y1
y2 yn
:
y(n) + p1y(n1)+ +pny = 0,
:
p1 =
y1
y2 yn
y '1 y '2 y 'n
y1(n 2 ) y2(n 2 ) yn(n 2 )
y1(n ) y2(n ) yn(n )
W [y1, y2 , ..., yn ]
,
, .
, ,
, ,
,
98
,
, n
.
, n 1
, , . . ,
, ,
W ' (x )
, W(x) =
p 1 . , : p1 =
W (x )
x
p1dx
x0
= Ce
. e.
W(x) = 0; :
x
W(x) = W(x0) e
p1dx
x0
(19)
(19), (
)
(n1),
.
: y'' + p1y' +
+ p2y = 0, 1.
, y1.
W[y1, y] (19):
y1
y1
y = Ce
p1dx
y .
x
p1dx
, : y1y' y1'y = C e
99
x0
y12, :
d
dx
y
1
=
Ce
y
y12
1
p1 dx
p1dx
Ce
y = y1
dx + C '
2
y1
(20)
, , . ,
, .
5. .
(21)
, y, ',
zdx
'',; y = e
n 1.
, (
z) , ,
, .
,
. ,
,
.
,
. y = y1
100
(21). z
:
y = y1z.
(22)
(22) z
, ;
. (22)
. :
y' = y1z' + y'1z,
y'' = y1z'' + 2y'1z' + y1nz,
n
y(n) = y1z(n) + 1 y'1z(n1) +
n
y'' z(n2) ++ y (n)z.
1
2 1
(3 ) :
n
y1z(n) + [ 1 y'1 + p1y1]z(n1) + + [y1(n) + p1y1(n1) ++ pn1y'1 +
+ pny1] = 0.
z n;
z L[1], ,
(1). ,
,
u = z'. , ,
y1, :
u(n1) + q1u(n2) + + qn1u = 0
(23)
n 1.
, , :
u = z '=
d y
.
dx y1
101
: u1, u2, , un1. n z :
u dx, u dx, , u
1
n 1dx ,
,
(3 ). ,
: C1y1 + C2y2 + + Cnyn = 0. 1
(
), :
/
, : C1u1 +
+ C2u2 + + Cnun1 = 0,
u1, u2, , un1. , 2 = C3 =
= Cn = 0. 1 0, , , 1 = 0, y1,
2, ..., n . ,
(1),
n 1.
(1), 1 2. , ,
y
u = , (23)
y1
n 1.
y
u1 = 2 ,
y1
. ,
,
102
. r
(1) (z < n): y1, y2, , yn
/
y
u = (23),
y1
/
y
r 1 : u1 = 2 ,
y1
/
y
y
u2 = 3 , , ur 1 = r . .
y1
y1
, :
1u1 + 2u2 ++ rur 1 = 0, , x, :
( 2
y2
y
y
+ 3 3 + ... + r r = 1 ),
y1
y1
y1
u
. v = (v
u1
), v n 2,
/
u
r 2 2
u1 ,
/
u3
u
, , r 1 . ,
u
u
1
1
, ,
n r. , r
, r .
3.
1. .
:
L[y] y(n) + p1y(n1) + + pny = f(x).
103
(1)
f = 0
, ,
L[y] y(n) + p1y(n1) + + pny = 0,
(2)
, , ,
(1). , (1)
(2) .
. Y
(1),
.
Y (1 ), :
/
L[y] = f(x).
(3)
z,
y = Y + z.
(4)
(4) (1),
(6) L[], L[Y] + L[z] = f(x).
(2), : L[z] = 0
, (1).
(1) (2)
: y1, y2, . (2) : C1y1 +
+C2y2 + + Cnyn. z
(4), (1):
y = C1y1 + C2y2 + + Cnyn + Y.
(5)
n .
, , ,
(5)
104
y ' '= C1y ' '1 +C 2 y ' '2+...+ Cn y ' 'n+Y ' ' ,
(6)
(7)
f() ,
y1, y2,, n
:
y(n) + p1y(n1) + p2y(n2) + + pn1y' + pny = 0.
(8)
(8) :
(9)
dC1
dC
dC
+ y2 2 + ...+ yn n .
dx
dx
dx
, ,
; n 1
, ,
:
y1
dC1
dC
dC
+ y2 2 + ... + yn n = 0.
dx
dx
dx
106
(10)
' :
(11)
, Ci.
'' (11) ;
,
i ( ):
y '1
dC1
dC
dC
+ y '2 2 + ...+ y 'n n = 0,
dx
dx
dx
(12)
//
:
'' = 1''1 + C2y''2 ++ ny''n.
(13)
,
(n 1) :
y1(n 2 )
dC1
dC
dC
+ y2(n 2 ) 2 + ... + yn(n 2 ) n = 0,
dx
dx
dx
(14)
(n1) :
(15)
, , (n):
dC
y (n )= C1y1(n )+ C 2 y2(n )+ ...+ Cn yn(n )+ y1(n 1) 1 +
dx
dC
dC
+ y2(n 1) 2 + ... + yn(n 1) n .
dx
dx
107
(16)
C ( y ( )+ p y (
i
1 i
n 1)
i =1
dC
dC
dC
+ y1(n 1) 1 + y2(n 1) 2 + ...+ yn(n 1) n = f (x ) .
dx
dx
dx
, Ci
,
(1) ,
Ci:
y1(n 1)
dC1
dC
dC
+ y2(n 1) 2 + ...+ yn(n 1) n = f (x ).
dx
dx
dx
(17)
n
dCi
(11), (12), ..., (15), (17) n
(i = 1, 2, ..., n).
dx
; ;
dCi
, ,
dx
dCi
= i (x ) , :
:
dx
Ci = i (x )dx + i
(18)
( i ).
(9),
(7):
n
y = 1y1 + 2 y2 + ... + n yn +
y (x )dx .
i
i =1
108
,
; ,
i , , ,
n
(8),
y (x )dx
i
i=1
(7). ,
,
.
4.
1. .
: :
(19)
z(x),
(29) (n
) . z()
L[].
, i ,
, . (29)
z
zL [y ]dx , ,
,
. , :
a yzdx = a yzdx,
a y' zdx = a zy y (a z )'dx,
a y '' zdx = a zy ' ' (a z )'y 'dx = a
n
n 1
n2
n 1
n2
n 1
n 2
109
n 2 zy '
a y
1
+ ( 1)
n 2
a y
0
n 1
, ,
, , :
zL[y ]dx = a
n 1zy
, ,
(20)
M[z] = anz (an1z)' + + (1)n1(a1z)(n1) + (1)n(a0z)(n) (21)
L[]
( ), [y, z ]
, ', ..., (n1), , z, z', ..., z(n1) , :
[y, z ]= y {an 1z (an 2z )'+...+ ( 1)
n 1
(an 3z )'+...+ ( 1)
n2
(a0 z )n 2 } +
110
(22)
n
[z] = 0
(23)
,
L[y] = 0.
(24)
(20) ,
z.
z (33), z = z , (20)
d
[ y, z ] .
: zL[ y ] dx = [ y, z ] , , , zL[ y ] =
dx
,
:
(19) z (23),
(n 1) [ y, z ] . ,
z L[y]
, , [ z ] 0. , z
(13),
:
zL[y ]=
d
1[y ],
dx
(25)
, , 1
, y ,..., y(n1):
/
d
| y, z | +yM [z ] .
dx
111
(26)
(25) (26) :
d
{1[ y ] [ y, z ]} yM [z ] = 0 .
dx
(27)
(27) n
;
,
, (26)
. (25)
:
/
. . 1[ y ] [ y, z ] , (27) : [ z ] = 0.
, :
z ()
L[y] , ,
(23).
(23)
(23); (24)
. , (24)
:
[ y, z ],
(28)
() n 1.
, L[y] = f(x),
z ,
[ ] f (x )zdx + C .
: y, z =
+ = Q, ,
, : Pz z = 0;
/
z = e
Pdx .
112
6.
1.
1.
. ,
n
, :
L[y ]=
dny
dx
+ a1
d n 1y
dx
n 1
+ a2
d n 2 y
dx n 2
+ ...+ an 1
dy
+ an y = 0,
dx
(1)
1, 2, , an
() . ,
(1)
,
. ,
n ,
, . .
. ,
(1) . ,
, .
113
,
; kx, k . ,
,
y = ekx,
(2)
k , .
(2) , , , n ,
:
(3)
(4)
(4), , n
k .
,
L. F(k):
F(k) kn + a1kn1 + a2kn2 + + an1k + an.
(4) :
L[ekx] = ekxF(k).
(5)
,
L[],
k.
114
(2) (1),
(4) .
ekx 0; , :
(6)
(6) k.
.
k (2) k
(6), (4)
k x
, . . e 1
(1).
n ; , n .
,
.
(7)
(6)
(1):
y1 = e
k1x
, y2 = e
k2 x
, , yn = e
kn x
(8)
,
; :
... y 'n
y '
y
'
1
2
(n 1) (n 1)
(
n 1)
...
y2
yn
y1
115
k x
= e 1
k1x
k1e
n 1 k x
1
k1 e
= e
k2 x
k2e
k2 x
...
k2n 1
...
k1
n 1
k1
kn x
kn x
kne
k x
knn 1e n
...
...
k2
...
k2n 1
...
k3
knn 1
; (k1 k2)(k1 k3) (k1 kn) (k2 k3)(k2
kn) (kn1 kn) , , ,
(5) . ,
(7) ,
(1) :
y = C1 e
k1x
+ C2 e
k2 x
+ + Cn e
kn x
(9)
i)x.
(10)
(10) , ,
;
. f(x)
:
f(x) = u(x) + iv(x),
(11)
u(x) v(x)
. , ,
u(x) v(x) (11)
. .
. (11)
(
)
L[y] = 0,
(12)
u(x) v(x) (
) (12).
,
L[y] :
(13)
(13) ,
L[u] L[v] .
(13) ,
, : L[u(x)] = 0, L[v(x)] = 0,
.
(10).
, :
y1 = e xei x = e x(cos x + isin x) = e xcos x + ie xsin x.
117
: k1 = + i
(1):
y1 = e xcos x; 2 = e xsin x.
(14)
, k2 = i
, , ,
: 2 = e xcos x ie xsin x, . . (
)
(14). , ,
(6)
(1) (14).
. (6)
, (7) < n,
, ,
(8) n.
.
L
uv. :
1
(uv )(n 1) = u (n 1)v + n 1 u (n 2 )v '+ n 1 u (n 3)v ' '+uv (n 1 ),
1
2
(uv )' '= u' ' v + 2u' v '+uv ' ' , (uv )
= u v + uv , uv = uv.
1, a1, ,
an , :
L|uv |= vL[u ]+
v (n )
v'
v''
v (n 1)
Ln [u ] (15)
Ln 1[u ]+
L1[u ]+ L2 [u ]+ ... +
(n 1)!
1!
2!
n!
118
n 2
n 1 y,
(16)
Fr(k) = F(r)(k).
(17)
(15), k
. :
L[x me kx ] = x m L[e kx ] +
m m 1
m(m 1) m 2
x L1[e kx ] +
x
L2[e kx ] + ... +
1
12
m
+
xLm 1 [e kx ] + Lm[e kx ]
m 1
119
m
m
L[ x me kx ] = e kx x mF (k )+ x m 1F ' (k )+ x m 2F ' ' (k )+ ...+
1
2
m (m 1 )
(k )+ F (m )(k ).
+
(19)
xF
m 1
k1 (6)
m. , , F(k1) = 0, F (k1) = 0,,
F( m1 1 )(k1) 0, F( m1 )(k1) 0. (19)
m , m1,
; , m1
(1),
k1:
/
e k1 x , x e k1 x , x 2e k1 x , , x m1 1e k1 x .
(20)
,
, k2 m2, ..., kp mp, mi > 1,
m1 + m2 + + mp = n, kr ,
:
,
k px
k px
m p 1 k p x
e , xe ,..., x e
k2 x
, xe
k2 x
,..., x
m2 1
k2 x
(21)
(20) (21)
n . ,
. ,
:
(r ) m11 k x p
(r )
k x
A0 + A1(r )x + ...+ A m 1 x e r
Pr (x )e r = 0,
r
r =1
r =1
p
120
(22)
Aj(r) .
, p()
.
kx
e 1 :
P1 (x )+
P (x )e
(kr k1 )x
= 0.
r= 2
() m1
, ,
, ,
,
:
Q (x )e(
p
kr
k1 )x
= 0.
(23)
r=2
, Qp(x) . (23)
1 ; ,
, , :
R p (x ) e
( k p k p 1 ) x
= 0.
(24)
( k p k p 1 ) x
0 ,
(24) , e
Rp(x), , p(),
. (20)
(21), (1)
:
p
y=
,
r =1
121
(25)
Gr(x) mr 1
. (25)
m1 + m2 + + mp = n, . . ,
.
2.
.
:
L[y] = V(x),
(26)
,
,
,
, .
,
. ,
.
L[y] = V1(x) + V2(x), , Y1 Y2
: L[y] = V1(x), L[y] = V2(x),
: Y = Y1 + Y2. ,
: L[Y1 + Y2] = L[Y1] + L[Y2]. L[Y1] V1(x), L[Y2]
V2(x), L[Y1 + Y2] V1(x) + V2(x), .
k
L[ y ] =
P (x )e
r
r =1
[Pr(x) ] ,
.
:
L[y] = Pm(x)e x,
(27)
1) ,
F( ) 0. ,
, , :
Y = Qm(x)e x,
(28)
e x L[Qm(x) e x] = Pm(x).
(29)
, (17);
,
F( ):
m
e x L[Qm (x )ex ] = qm x m F ( )+ x m 1F ' ( )+
1
m
+ x m 2F ' ' ( )+ ...+ F (m )( ) +
2
m 1
m 1 m2
+ qm 1 x F ( )+
x F ' ( ) + ...+
1
+ q1{ xF ( )+ F / ( )} + q0F ( ).
(30)
(30) m()
, m + 1
m + 1 q0, q1, ..., qm
123
qm F ( ) = pm ,
qm 1F ( ) + qm F ( ) = pm 1,
m 1
qm 2F ( ) + qm 1
F ( ) = pm 2 ,
m r + 1
qm r F ( ) + qm r +1
F ( ) +
m r + 2
m (r )
+q m r + 2
F (a ) + ... + qm F ( ) = pm r ,
2
r
(m)
+qm F ( ) = p0 .
(31)
F( ) 0. (31)
qm, qm1..., q0:
qm =
qm 1 =
pm
,
F ( )
1
p
m
m pm
pm 1 qm F ' ( ) = m 1
F ' ( )
1
F ( ) 1 F ( )
F ( )
. . ,
(28) ( (31) q0, q1, ..., qm
,
[F( )]m+1 0);
2)
r > 1. F( ) = F ( ) = = F (r1)( ) = 0,
F(r)( ) 0. (19) ,
L[e xxm] e x m r.
e x, m,
:
/
(32)
(27) ,
(26) , :
e xL[xrQm(x)e x] = m().
(33)
, (19)
, F( ) = F'( )= ... = F (r1)( ) = 0. :
(34) (33)
$
(26 ), m + 1 $
q0, q1, q2,, qm:
/
125
(35)
m+ r m+ r 1 r
...
r
r
r
(r )
[F ( )]m+1 0,
qi(i = 0, 1, 2, ..., m)
, (26). ,
:
m(x)e x :
xrQm(x)e x,
(36)
r > 0 ,
Qm , m.
(28)
(32) Qm(x).
, e x
,
. ,
.
3.
. :
L[y] = V(x), L[y]
, a V(x)
, 2 .
, L
, . . L[y] y'' + qy.
V(x)
. , :
L[] y'' + qy = V(x) ~
a0
+
2
126
(a cosnx + b sinnx),
n
n= 1
(37)
q . Y(x)
:
Y (x )=
A0
+
(Ancosnx + Bnsinnx ).
2 n=1
(38)
(38) (37)
, (37)
(. .
). , :
a
A
L 0 = 0
2
2
A0
a
= 0,
2
2
A0 =
a0
.
q
(38): 0 0, q 0 ( q = 0
0 = 0, 0 ).
, cosnx
sinnx, . .
L[ncosnx + nsinnx] = ncosnx + bnsinnx.
(39)
cosnx sinnx
(39), :
An =
an
2
n +q
, Bn =
bn
n2 + q
(40)
(40) , ,
n2 + q = 0. , q = n2,
. . L[y] = y'' + n2y.
n,
ncosnx + bnsinnx ;
a priori ( . a priori )
( n = bn = 0,
, ncosnx + Bnsinnx
An, Bn
). , , ,
(30) :
Y (x )=
a0
a
b
n cosnx n sinnx .
+
2
2
2q n=1 n q
n q
(41)
, (41)
(37).
. n, bn V(x)
0; ,
n, | an | < 1, | bn | < 1.
a
Y (x ) = 0 n
2q
A
2 ( > 0 ). , (41),
n
,
2A
, . . (41) !
n2
. , , Y()
(37). : qY + V(x);
128
x; ,
Y V, (37) (41) :
a
q 0 +
2q
n
n= 1
an
2
n 2an
(ancosnx + bnsinnx )=
n=1
n=1
cosnx
n q
a0
+
+
2
n q
bn
cosnx +
sinnx . (42)
n q
n 2bn
2
(41); ,
Y(x), :
Y'' (x) = pY + V(x), . . Y(x) (37).
n :
/
y (n ) + p2 y (n 2 ) + ... + pn y = V (x ) ~
a0
+
2
(a cosmx + b sinmx ),
m
(43)
m= 1
.
n = 4 :
A0 =
a0
(m 4 p2m 2 + p4 )am + p3mbm
,
, Am =
p4
(m 4 p2m 2 + p4 )2 + p32m 2
Bm =
(44)
2.
1. .
:
y'' + P(x)y' + Q(x)y = 0
129
(1)
p0()'' + p1()' + 2() = 0. (2)
, Q 0, 1, 2
.
.
:
d dy
p + qy = 0.
dx dx
(3)
,
. (3), ,
py'' + p'y' + qy = 0, , '
''.
(2) (x)
, :
( p0(x))' = p1(x). :
p0 '+p '0 = p1,
' p1 p'0
=
,
p0
ln =
p1
p dx
0
p '0 dx
,
p0
p1
dx
1
p
e 0 .
=
p0
(2) :
p1
p1
p1
dx
dx
dx
p p
p p
p
e
y ' '+ e
y '+ e
y = 0,
0
p0
p0
130
p1
p1
dx
dx
d p0
dy p2
p
e
+
e 0 y = 0,
dx
dx p0
. ., , (3),
p
p dx ,
p= e
0
p1
dx
p2
p0
q=
e
.
p0
:
y'' + Q(x)y = 0.
(4)
, . . (4).
7.
1.
1. .
.
dyi
= fi ( x, y1 , y2 ,..., yn ; ) (i = 1, 2,, n)
dx
(1)
, 1, 2 ..., n
0
x x0 a, yi yi b (i = 1, 2, , n), 0 1,
(2)
fi
yk
(i = 1, 2, , n), ,
(0, 10, 20, ..., n0),
1 2 . ,
fi (2)
fi
: | fi | (i = 1, 2, , n),
yk
:
fi
<K (i = 1, 2, , n).
yk
fi
1, 2 ..., n:
|fi(x, y'1,, y'n; ) fi(x, y''1,, y''n; )| < K{|y'1 y''1| + + |y'n y''n|}.
132
,
1 2 x0 h < x <
b
< x0 + h, h = min a,
,
M
,
f (x, y
i
x0
(i = 1, 2, , n; m = 1, 2, 3,)
(3)
,
.
m , , (1):
(4)
(4) , ,
.
(4),
.
2. .
dyi
= fi (x, y1 , y2 , ..., yn )
dx
(i = 1, 2, n)
0
D: | x x 0 | < a, yi y i b (i = 1, 2, , n)
fi
(i = 1, 2, n), ,
yk
133
(5)
:
yi
yi
,
(i = 1, 2, , n; k = 1, 2, , n).
x0 yk
, (5) 0, i0
,
0
b
h
0
D'( | x0 x 0 | , yi y i ). yi (5)
2
2
(4), . , (5)
yk0 yk0 ;
~
y i = i ( x, x0 , y10 , ..., yk0 + yk0 , ..., yn0 ) (i = 1, 2, , n).
(6)
, (4),
:
~
d y i yi
dx
(7)
(i = 1, 2, , n).
(7)
:
~ ~
~
~ ~
~
134
0 < ij <1.
( ij(x, yk0))
, yk0. ,
x yk0 ,
y j y j 0 ,
, ij:
aij ( x, y ) =
0
k
) (
yy
),
0.
0
0
y j y j x x , yk y k ,
ij
fi
yk
y y
, , , aij yk0 = 0
aij (x,0 )=
.
135
(7) yk0,
:
~y y
i
i
d
y 0
k
dx
(
n
aij x, yk0
j =1
~
yj
) y y .
j
0
k
(8)
(37)
~
y1 y
1
, :
yk0 ,
~
y2
y2
yk0
~
yn
yn
yk0
; ij(, yk0)
yk0.
yk0
| yk0 |. ,
, :
y0 y0
= i 0 i = 0
yk
x= x
~
0
y y
y
k
k
i = k;
= k0 = 1.
y k
yk
x= x 0
~y y
i
i
i k;
y 0
k
(9)
:
(8) , ,
, :
~
yi y
( x; x0 , y10 , ..., yn0 ) yi
i
= i
lim
0
yk0
yk0
yk0 0 yk
(i, k = 1, 2, , n).
136
(10)
(10)
10, , yn0) D', . . .
:
(0,
dzi
=
dx
fi (x, yi , ..., yn )
zj
y j
j=1
n
(11)
(i, k = 1, 2, , n).
2.
1. :
dy1
= f1 (x, y1 , y2 , ..., yn ),
dx
dy2
dyn
= f n (x, y1, y2 , ..., yn ).
dx
(1)
, D
f1, f2, , fn y1, 2, ..., n
.
.
x0, y10, y20, ..., yn0 D ,
D,
, : yi = yi0
x = x0 (i = 1, 2,, n). :
/
137
(2)
x0, y10, ..., yn0,
, .
D (x0, y10, ..., yn0)
(, 1, ..., n), ,
. x0, y10, ..., yn0, ,
, 1, ..., n , (2).
(, 1, ..., n) ,
(x0, y10, ..., yn0),
, , :
y20 = 2 ( x0 ; x, y1 , y2 , ... yn ),
yn0 = n ( x0 ; x, y1 , y2 , ... yn ).
(3)
(3) , (2)
/
( D )
y00, y10, ..., n0,
, 1, 2, , n. ,
, 10,
20, ..., n0 1, 2, ..., n
0 ,
:
1 = ( x, y1 , y2 , ..., yn ) = C1,
2 = ( x, y1, y2 , ..., yn ) = C 2 ,
n = ( x, y1, y2 , ..., yn ) = Cn .
( 4)
(4)
(1), (4) $
138
. ,
.
(4) ,
, 1,
2, , n (2), . .
(1) (, ,
, , ). ,
, :
1) (1)
, ,
, .
,
,
. ,
(4).
,
;
2) ,
,
,
(1). ,
. ,
(5)
,
,
(1), , 1, 2, , n
139
, 1, 2, ..., n,
, , .
2.
,
. ,
(1) 1,
2, , n. , , (3)
, 1, 2, , n.
(4),
,
, 1, 2, , n. ,
(4) (3)
(5), ,
. ,
(x, y ,, y ) = C
1
n
(6)
y1, , n (1);
,
. ,
:
dy1
dyn
+
+ ... +
= 0.
x y1 dx
y n dx
(7)
y1, , n (1),
dy1
dy
, ..., n (7)
dx
dx
(1), :
140
(8)
(8) y1, , n ,
(1). , (, y1, , n)
(n + 1)
, .
(6)
, (8) (, y1, , n),
.
(0,10, ..., n)
, , ,
(8)
, . . , y1, , n. ,
(8). , ,
(8) ;
(1) (7), , (6).
,
.
, (8)
, (6) .
, (8),
:
.
3. n
(1), . . ,
1, 2, , n,
1, 2, , n n 1, 2, ..., n.
(1). ,
(4) ,
D ( 1, 2, ..., n )
.
D (y1 , y2 , yn )
0, 10, ,yn0 .
1, 2, , n
1, 2, ..., n .
~
y20, ..., n0
C1 , C 2 , ..., Cn , ,
(1):
y1 = 1( x, C1, C 2 , , Cn ), , yn = n ( x, C1 , C 2 , , Cn ),
= 0
~
3.
1. (4), (1),
,
. ,
,
yi.
(1),
.
142
( ),
, . ,
(4) :
dx
dy1
dy2
dyn
=
=
= ... =
1
f1 (x, y1 , y2 , .., yn ) f 2 (x, y1 , y2 , ..., yn )
f n (x, y1 , y2 , ..., yn )
,
(
,
). ,
dx ,
. :
x, 1, 2, , n x1, x2, , xn.
:
dx1
dx2
dxn
=
= ... =
.
X 1 (x1, x2 , ..., xn ) X 2 (x1, x2 , ..., xn )
X n (x1 , x2 , ..., xn )
(9)
1 (x1 , x2 , ..., xn )= C1 ,
2 (x1 , x2 , ..., xn )= C 2 ,
n 1 (x1 , x2 , ..., xn )= Cn 1.
(10)
,
, i
x1, x2, , xn.
143
(9) (1), ,
n, . :
X n 1
dx1
X (x , x , ..., xn ) dx2
dx
X
= 1 1 2
= 2 , , n 1 =
,
.
(
)
dxn X n x1 , x2 , ..., xn dxn
dxn
Xn
Xn
(11)
,
, 10, 20, ..., n0
n(10, 20, ..., n0) 0.
Xn,
i, i .
(45 )
,
10, 20, ..., n0
i: X1(10, 20, ..., n0) = X2(10, 20, ..., n0) == Xn(10,
20, ..., n0) = 0.
;
(9). ,
.
. ,
(10)
/
(x , x , , x ) = C
1 2
n
(12)
,
.
; ,
, , :
= dx1 +
dx2 + ...+
dxn = 0.
x1
x2
xn
144
dxi
(9) i;
, :
X 1 (x1, x2 , ..., xn ) + X 2
+ ...+ X n
= 0.
x1
x2
xn
(13)
, ,
(13) x1, x2, , xn,
()
.
(12), (13)
. (
), (13)
, , ,
(13),
, .
(9), (10),
(
), n 1
n 1 = C (i = 1, 2, ..., n 1) (
i
, ,
; n 2 ,
.
4. .
1.
dxi
= X i (t, x1, x2 , ..., xn ),
dt
(1)
X i
(i, j = 1, 2, ..., n).
x j
x1, x2,, xn ,
t, t0 < t < . (1)
. ,
t = t0, i = i0,
(2)
~
~
0 0
0
0
0
146
(3)
(i = 1, , n) t0 < t < + . ,
, ;
, 0 > 0, > 0
~
, ( x10 , x 20 , , xn0 ) t = ,
i :
~
~
0
0
0
0
, x k0 x k0 < (k = 1, 2, , n).
, t0, 10, , xn0,
,
~
xi = x i + xi(t) (i = 1, 2, , n).
(4)
d xi d
+ ( xi (t )) = X i (t; x 1 + x1(t ), ..., x n + xn (t )).
dt
dt
147
o
x i , :
n
d xi d
X i
+ ( xi (t )) = X i (t; xi (t ), ..., xn (t )) +
xm
(t; xi (t ) +
dt
dt
xm
m=1
+ i x i , ..., xn (t )+ i x n ).
xi(t) (1), :
n
X i
d xi
=
xm
(t; x1(t )+ i x1, ..., xn (t ) + i x n ). (5)
dt
xm
m=1
, x m
(5) .
0
x i = 0 (i = 1, 2, ..., n)
x i (t) 0 (i = 1, 2, ..., n), .
,
,
: xi(t) 0 (i =1, 2, ..., n). (3),
, ,
t0 < t < +
. $
: ,
, ,
(1),
.
2. , Xi
i
, . .
X i (t , 0, 0, ...,0 )
= aij = const
x j
148
a x + (t; x , ..., x ),
X i (t; x1 , ..., xn )=
ij
j =1
i
x1 = x2 = ... = xn = 0. (1) :
dxi
=
dt
(6)
j =1
(6) ,
:
dxi
=
dt
a x
ij
(i = 1, 2,, n),
(7)
j =1
(6), ,
(1). (7)
(1)
.
3. ,
, . . (7),
,
(7) .
:
n
yy =
ik xk
(i = 1, 2,, n),
k =1
149
(8)
(7) .
(6), :
dy1
= 1 y1 + 1* (t, y1 , y2 , ..., yn ),
dt
dy2
= 2 y2 + 2* (t, y1 , y2 , ..., yn ),
dt
dyn
*
= n yn + n (t, y1 , y2 , ..., yn ).
dt
(9)
1, 2, , n
*
(8), i (t, y1, y2 , ..., yn ) :
(10)
k =1
. :
1)
(7) ;
2) i (t, y1, y2 , ..., yn ) (6)
:
1
+
n
2
2
|i (t, x1, x2 , ..., xn )| M xi
(i = 1, 2,, n),
i=1
(11)
M , > 0;
3)
(7)
(7) ,
(6) .
150
. 3
(6)
*
(9). , i (t, y1 , y2 ,..., yn )
(9) (11). ,
| ik | <
(i = 1, 2, , n). , (10), :
*
i
k =1
ik k
1
+
2
(12)
k =1
M1 = M n.
, .
xi:
xi =
ik yk ,
(13)
k =1
| ik |, . . | ik | < (i = 1, 2, , n),
2
xi2
n
n
=
ik yk |ik |yk | | 2
k = 1
k =1
k =1
2
2
(y
n
2
k
+ y 2j = n 2
k =1 j =1
|y ||y |
k
j =1
y .
2
k
k =1
151
| yk || y j |
yk2 + y 2j
2
,
n
xi2 L
y ,
2
k
(14)
k =1
i =1
L = n2 2. ,
yk2 = L1
k =1
x ,
2
k
(15)
k =1
L1 = n2 2. (12) (14)
:
| (t, y , y , ..., y )| M y
*
i
2
k
1
+
2
(16)
k =1
1
+
M = M 1L2
.
(56) 1, 2 , :
*
1 d
2 dt
y = y + y (t, y , ..., y ).
2
i
i =1
2
i i
i =1
*
i i
(17)
i =1
i ;
n n 1 ... i = ; > 0.
152
(18)
,
(17). (16) (18) :
1
n
n
n
2
1d n 2
yi yi2 + M * yi yk2
2 dt i =1
i =1
i =1
k =1
n
2
yi yk2 ,
k =1
1d n 2
yi yi2 + nM * yk2
k =1
2 dt i =1
1+
n
nM * n 2
1d n 2
2
yi 1
yi
yk .
2 dt i =1
u k =1
i =1
(19)
, k ,
1
1
y <
.
*
2 nM
k =1
n
2
k
(20)
,
t = t0 k ,
(20),
153
(20)
t = t0. (19) :
1d n 2
n
yk (t ) yk2 (t ),
2 dt k =1
2 k =1
, t0 t, :
t
ln yk2 (t ) (t t 0 )
k=1
t 0
y (t ) e
2
k
(t t 0 )
k =1
y (t ).
2
k
(21)
k =1
(21) ,
y (t )
2
k
k =1
t . , (20)
t0,
t > t0. , (21)
t > t0, t = t0 (20)
. (14) (15) ,
x (t ) LL e
2
k
(t t 0 )
k =1
, xk (t 0 ) <
LL1n
x (t ),
2
k
(22)
k =1
xk (t ) < , ,
(6) . ,
, (22), xk(t)
t . , .
154
4. . :
1)
(7) ;
2) i (t, x1, x2, ..., n) (6)
(11), (6) .
. (6)
:
dyn e +1
k
= k yn e +1 + yn e + 2 +
t, y1 , ..., y2 ),
(
n ek +1
k
k
dt
dyn
dt
dy1
= 1y1 + y2 + 1 (t, y1, ..., yn ),
dt
dy2
= 1y2 + y3 + 2 (t, y1, ..., yn ),
dt
dye
1
= 1 ye + e (t, y1, ..., yn ),
1
1
dt
(23)
ik k
k =1
(16) , > | ik |.
n n 1 ... 1 = , > 0.
(23) y1 2 . .
k ,
1 d
2 dt
i =1
yi2
i=1
yi2 +
yi yi+1 +
i =1
i i
(24)
i =1
,
i = e1 1 + 2, ..., n k, n.
155
*
(16) i (t , y1..., yn ) , yi yi +1 yi yi +1
yi2 + yi2+1
,
2
, (24), :
1
n
n
n
n
2
1d n 2
yi yi2 + yi2 + M yi yk2 .
2 dt i =1
i =1
i =1
i =1
k =1
(25)
, +
, : + = 1, 1 > 0.
(25) ,
(19), :
n
nM n 2
1d n 2
2
yi 1
yi 1
y .
2 dt i =1
1 k =1 k
i =1
(26)
(26) ,
(19), , (19)
(6), !
(6) .
, , !
, .
1. .
,
. . . . . . . . . . . . . . . . . 3
1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3
2. . . . . . . . . . . . . . . . . . . . .10
3. . . . . . . . . . . . . . . . . . . . . . . . . . . .17
4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .21
2.
,
. . . . . . . . . . . . . . . 25
1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .25
2. . . . . . . . . . . . . . . . . . . . . . . .29
3. ,
. . . . . . . . . . . . . 36
1. n . . . . . . . . . . . .36
2. ,
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .37
3. .
. . . . . . . . . . . . . . . . . . . . . . . .39
4. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .45
5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .52
157
4.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
1. . . . . . . . . . . . . . . . . . . . . . . . . . . .56
2. n ,
. . . . . . . . . . . . . . . . . . . . . . . . . .72
3. .
, . . . . . . . . .77
4. ,
. . . . . . . . . . . . . . . . . . . . . . .84
5.
. . . . . . . . . . . . . . . . 86
1. . . . . . . . . . . . . . . . . . . . .86
2.
. . . . . . . . . . . . . . . . . . .90
3. . . . . . . . . . . . . . .103
4. . . . . . . . . . . . . . . . . . . . . . . . . .109
6.
. . . . . . . . . . . . . . . 113
1.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .113
2. . . . . . . . . . . . . .129
7.
. . . . . . . . . . 132
158
1.
. . . . . . .132
2.
. . . . . . .137
3.
. . . . . . . . . . . . . . . . . . . . .142
4. .
. . . . . . . . . . . . . . . . . . . . . . . . . .146