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. ..

.. , ..

2009 .


" ",
. ..
" " .
c

. .., 2009 .
c .. , .. , 2009 .

1
1.1 . . . . . . . .
1.2 , . . . . . .
1.2.1 . . . . . . . . . . .
1.2.2 . . . . . . . . . . . .
1.3 , . . . . . .
1.4
. . . . . . . . . . . . . . . . . . .
1.4.1 . . . . . . . . . .
1.4.2 . . . . . . .
1.4.3 . . . . . . . . . . . . .
2
2.1 , . . . . . . . . . . . . . . .
2.1.1 . . . . . . .
2.1.2 - . . . . . . . . . . . . .
2.1.3 . . . . . . . . . . . . . . . . . . .
2.1.4 .
2.1.5
. . . . . . . . . . . . . . . . . . . . . .
2.2 , . . . . . . . . . . . . .
2.2.1 . . . . . . . . .
2.2.2
. . . . . . . . . . . . . . . . . . . . . .

7
7

. 10
. 10
. 12
. 13
.
.
.
.

15
17
19
22
25

.
.
.
.
.

25
25
27
29
30

. 31
. 36
. 36
. 39

2.2.3
2.2.4

2.3

2.4

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

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

n-
. . . . . . . . . . . . . . . . . . . . . . . . .
2.3.1
2.3.2
. . . . . . . . . . . . . . . .
2.3.3
. . . . . . . . .
2.3.4
n- . . . . . . . . . . . . .
2.3.5 n- .
2.3.6
n- . . . .
( )

3
3.1 n- . . . . . . . . . .
3.2 n- . . . . . . . . . . . . . . . . . . . . . . . .
3.3 . . . . . . . . . . . . . . . . . . . . . . . . . .
3.3.1
. . . . . . . . . . . . . . . . . . . . . . . . .
3.3.2
. . . . . . . . . . . . . . . . . . . . . . . . . . .
3.4 . . . . . . . . . . .
3.4.1
. . . . . . . . . . . . . . . . .
3.4.2 .
3.4.3

41
42

45
45
46
48
52
54
55
55

61

61
65
67
67

69
71
71
72
74


3.4.4
3.4.5

3.5

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

. . . . . . . . . . . . . . . .
3.4.6
. . . . . . . . . .
n . . . . . . . . . . . . . . . . .
3.5.1 . . . . . . . . . . . . . . . .
3.5.2 - . . . . . . . .

5
. 75

. 77

. 81
. 83
. 83
. 87

4
89
4.1 . . . . . . . . . . . . 89
4.1.1 . . . . . . . . . . . . 89
4.1.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
4.2 -
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
4.2.1 . . . . . . . . . . . . . . . . . . . . . . . . . 93
4.2.2

. . . . . . . . . . . . . . . . . . . . . . . . 95
4.3 . . . . . . . . . . . . . . . . . . . . . . . . . 96
4.3.1
. . . . . . . . . . . . . . . . . . 96
4.3.2 . . . 97
4.3.3 ,
. . . . . . . . . . . . . . 99
4.4 . . . . . . . . . . . . . . . . . . 101
4.4.1 ,
. . 102

4.4.2
4.4.3

,
103

. . . . . . . . . . . . . . . . . . 106

A
108
A.1 . . . . . . . . . . . . . . . . . 108
A.2 . . . . 109
B

112
B.1
- . . . . . . . . . . . . . . . . . . . . . . . . . 112
B.2
. . . . . . . . . . . . . . . . 114
B.3 . . . 116
B.4 , . . . . . . 117
B.5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120

122

1.1.

1

1.1.
,
. .
1.1.1. y(t) ,
y 000 (t) + (y 0 (t))2 et y(t) = 1 + t,

a 6 t 6 b.

1.1.2. u(t, x) ,
utt (t, x) + ut (t, x) = (t2 + x)u(t, x),

a 6 t 6 b,

c 6 x 6 d.

1.1.3. u(t, x) ,
ut (t, x) uxx (t, x) + u(t, x) = 0,

a 6 t 6 b,

c 6 x 6 d.

,
, .
, ,
.
, 1.1.1 1.1.2, ,
1.1.3 .

.
, , .

y(t)
F (t, y(t), y 0 (t)) = 0,

t [a, b],

1.

F (t, y, p) .
n- y(t)
F (t, y(t), y 0 (t), . . . , y (n) (t)) = 0,

t [a, b],

F (t, y, p1 , . . . , pn ) n + 2 .
n- , ,
y (n) (t) = F (t, y(t), y 0 (t), . . . , y (n1) (t)),

t [a, b],

(1.1)

F (t, y, p1 , . . . , pn1 ) n + 1 .

.
fi (t, y1 , y2 , . . . , yn ), i = 1, 2, . . . , n.

y1 (t), . . . , yn (t)
0
y (t) = f1 (t, y1 (t), y2 (t), . . . , yn (t)), t [a, b],

10
y2 (t) = f2 (t, y1 (t), y2 (t), . . . , yn (t)), t [a, b],
(1.2)
...

0
yn (t) = fn (t, y1 (t), y2 (t), . . . , yn (t)), t [a, b].
(1.1) (1.2).
, y(t) (1.1).

y1 (t) = y(t),

y2 (t) = y 0 (t),

...

yn1 (t) = y (n2) (t),

yn (t) = y (n1) (t).

y1 (t), . . . , yn (t)
0
y (t)
= y2 (t),
t [a, b],

10

= y3 (t),
t [a, b],
y2 (t)
...
(1.3)

y
(t)
=
y
(t),
t

[a,
b],

n1
= F (t, y1 (t), y2 (t), . . . , yn (t)), t [a, b].
yn0 (t)
. y1 (t), . . . , yn (t) (1.3), y(t) = y1 (t)
(1.1).

1.2.

. 1.1. 1.1.4: (),


().

(1.1) (1.2) .

.
(y1 (t), y2 (t), . . . , yn (t)) (1.2) n + 1
(t, y1 , y2 , . . . , yn ). (t, y1 (t), y2 (t), . . . , yn (t)) . (y1 , y2 , . . . , yn ) ,
(y1 (t), y2 (t), . . . , yn (t)) .
1.1.4.

y10 (t) = y2 (t),


y20 (t) = y1 (t),

t [0, 4],
t [0, 4]

y1 (t) = cos t, y2 (t) = sin t.


(t, y1 , y2 ) , , (.
. 1.1).

10

1.

1.2. ,


.
.
1.2.1.

, x. , f (t), t. t x(t).
,
d2 x
= f (t).
dt2

(1.4)

, f (t)
x(t).
(1.4)

Zt Z
x(t) =

f ()dd + c1 + c2 t,

(1.5)

t0 t0

t0 - , c1 c2 .
(1.5) , (1.4)
x(t). . ,
x(t) t0 ,
x0 = x(t0 ) v0 = x0 (t0 ). c1 = x0 ,
c2 = v0 x(t)
.
(1.4)
. , ,

1.2.

11

, x(t) x0 (t),
,
x(t),
d2 x
= f (t, x(t), x0 (t)),
dt2
f (t, x, p) .
. -
r(t) = (x(t), y(t), z(t)).
, , .
-
f(t, r(t), r0 (t)) = (f1 (t, r(t), r0 (t)), f2 (t, r(t), r0 (t)), f3 (t, r(t), r0 (t))).
r(t)

d2 r
= f(t, r(t), r0 (t)).
dt2
, x(t), y(t), z(t)
d2 x
= f1 (t, x(t), y(t), z(t), x0 (t), y 0 (t), z 0 (t)),
dt2
d2 y
= f2 (t, x(t), y(t), z(t), x0 (t), y 0 (t), z 0 (t)),
dt2
d2 z
= f3 (t, x(t), y(t), z(t), x0 (t), y 0 (t), z 0 (t)),
dt2
fi (t, x, y, z, u, v, w), i = 1, 2, 3 .
.
u(t) = x0 (t),

v(t) = y 0 (t),

w(t) = z 0 (t).

x(t), y(t),

12

1.

z(t), u(t), v(t) w(t)


x0 (t) = u(t),
y 0 (t) = v(t),
z 0 (t) = w(t),
u0 (t) = f1 (t, x(t), y(t), z(t), u(t), v(t), w(t)),
v 0 (t) = f2 (t, x(t), y(t), z(t), u(t), v(t), w(t)),
w0 (t) = f3 (t, x(t), y(t), z(t), u(t), v(t), w(t)).
, t0
, x(t0 ), y(t0 ),
z(t0 ), u(t0 ), v(t0 ) w(t0 ).
1.2.2.
. .
. , , t u(t).
u(t) ,

. u(t),
du
= au(t) bu(t),
dt

(1.6)

a , b . , u(t). (1.6)


u(t) = C exp (a b)t ,
C . , u0 = u(t0 ).

1.3.

13

(1.6)


u(t) = u0 exp (a b)(t t0 ) .
,
: . u(t), v(t).
, , . ,
,
. : u0 (t) = au(t) bu(t)v(t), a
b . ,
,
, . : v 0 (t) = cu(t)v(t) dv(t),
c d . ,
u(t) v(t)
u0 (t) = au(t) bu(t)v(t),
v 0 (t) = cu(t)v(t) dv(t).

t0 u0 = u(t0 ) v0 = v(t0 ).

1.3.
,


,
y 0 (t) = f (t, y(t)),

(1.7)

14

1.

. 1.2. y 0 (t) = f (t, y(t)).

f (t, y) D
(t, y).
(1.7).
1.3.1. y(t)
(1.7) [a, b], :
1. y(t) C 1 [a, b];
2. (t, y(t)) D t [a, b];
3. y 0 (t) = f (t, y(t)) t [a, b] .
C n [a, b] n N n
[a, b] , C[a, b]
.
y(t) (1.7) [a, b].
(t, y(t)), t [a, b]. . ,
. (t0 , y(t0 ))
(1, f (t0 , y(t0 )) (. . 1.2).
(1.7)
C y(t, C),
, .
1.3.1.
p
y 0 (t) = 3 y 2 (t).

(1.8)

1.4.

15

. 1.3. y0 (t) = 0.


y(t) =

(t C)3
,
27

(1.9)

C . (1.8)
y0 (t) = 0. , (1.9) C.
(1.7)
,
,
(1.7).
,
.
1.3.1 y0 (t) = 0 ,
(t0 , 0) (t t0 )3
(.
, y(t, t0 ) =
27
. 1.3).

1.4.

16

1.

. 1.4. 1.4.1 : y1 (t) =

C 2 t2 .

C 2 t2 y2 (t) =

t y, , y t.
,
,
. , y = y(t), t = t(y)
, , t = ( ), y = ( ), .
.
1.4.1.
y 0 (t) =

t
.
y(t)

(1.10)

[C + , C ] 0 < < C

p
p
y1 (t) = C 2 t2 , y2 (t) = C 2 t2 .
, [C, C],
t C t C
. (t, y1 (t))
, (t, y2 (t))
(. . 1.4). ,
(1.10) C
(C, 0) , (C, 0). ,
y = y(t).
,
.

1.4.

17

1.4.1.
( )
M (t, y)dt + N (t, y)dy = 0.

(1.11)

, M (t, y) N (t, y) D R2
|M (t, y)| + |N (t, y)| > 0,

(t, y) D.

(1.12)

(1.11)
(1.7), (1.11)
M (t, y) = f (t, y), N (t, y) = 1.
(1.11).
,
.
1.4.1. t = ( ), y = ( )
(1.11)
[1 , 2 ], :
1. ( ), ( ) [1 , 2 ]
|0 ( )| + | 0 ( )| > 0, [1 , 2 ];
2. (( ), ( )) D, [1 , 2 ];
3. t = ( ), y = ( ) (1.11) ,
M (( ), ( ))0 ( ) + N (( ), ( )) 0 ( ) = 0,

[1 , 2 ]. (1.13)

t = ( ), y = ( )
(1.11). (t, y) , t = ( ),
y = ( ), [1 , 2 ].
1 , 0 ( ) 6= 0, 0 ( ) 6= 0
0 (1 , 2 ). , , = 1 (t) = 1 (y) , , (1.11) y = (1 (t))

18

1.

t0 = (0 ), t = ( 1 (y))
y0 = (0 ).

(1.10).
1.4.2. (1.10)
tdt + ydy = 0.
t = C cos , y = C sin , [0, 2] , C. , (1.10),
-
.
, ,
[0, 2], y = y(t)
t = t(y), .
,
.
. (t, y, c)
(t, y) D c,
C0 .
1.4.2.
(t, y, c) = 0
(1.11) D,
c C0 (1.11).
,
(1.11), (1.11) t =
( ), y = ( ), D,
c C0 , (( ), ( ), c) 0.
, , ,
. .
1.4.3. tdt+ydy = 0 t2 + y 2 c = 0. C0
.

1.4.

19

p
1.4.4. y 0 (t) = 3 y 2 (t)
1.3.1 ,
y > 0,
y

(t C)3
= 0.
27

R2 ,
, y0 (t) 0
C.
1.4.2.

,
.
1.4.3. (1.11)
D, D V (t, y) V (t, y)



V (t, y) ,
+
>0
t
y
M (t, y) =

V (t, y)
,
t

N (t, y) =

V (t, y)
,
y

(t, y) D.

(1.14)

1.4.1. (1.11)
D
V (t, y) = C.

(1.15)

. 1.4.2 , (1.15) .
(1.15) (t0 , y0 ) D C0 = V (t0 , y0 ). (1.12) (1.14) :

V (t0 , y0 )
= M (t0 , y0 ) 6= 0,
t

V (t0 , y0 )
= N (t0 , y0 ) 6= 0.
y

. t0

20

1.

y = g(t) , y0 = g(t0 )
V (t, g(t)) = C0

(1.16)

. (1.16),
dC0 = 0 = dV (t, g(t)) =

V (t, g(t))
V (t, y)
dt +
dg(t) =
t
y
= M (t, g(t))dt + N (t, g(t))g 0 (t)dt,

t = t y = g(t)
(1.11). , (1.15) (1.11).
, (1.15) (1.11). t = ( ), y = ( ), [1 , 2 ]
(1.11) , (( ), ( )) D [1 , 2 ].
, C ,
V (( ), ( )) = C,

[1 , 2 ].

1.14 [1 , 2 ]
d
V (( ), ( )) = M (( ), ( ))0 ( ) + N (( ), ( )) 0 ( ).
d
( ), ( ) (1.11),
(1.13),
d
V (( ), ( )) = 0,
d

[1 , 2 ].

,
V (( ), ( )) = C,

[1 , 2 ],

(1.15)
(1.11).
1.4.1. 1.4.1 ,
(t0 , y0 ) D
(1.11), (1.14).

1.4.

21

1.4.2.
a(t, y) = (M (t, y), N (t, y)),
(1.14) :
a(t, y) = gradV (t, y).
, (1.11)
, .
1.4.2. M (t, y), N (t, y) D , , (1.12).
, (1.11) D, ,
M (t, y)
N (t, y)
=
,
y
t

(t, y) D.

(1.17)

. . (1.11) . V (t, y) , (1.14). y, t,


2 V (t, y)
M (t, y)
=
,
y
ty

N (t, y)
2 V (t, y)
=
,
t
yt

(1.17).
. (1.17).
Zy

Zt
M (, y)d +

V (t, y) =
t0

N (t0 , )d,
y0

(t0 , y0 ) D.
V (t, y)
t,
= M (t, y). y
t

22

1.

(1.17),
V (t, y)
=
y

Zt

M (, y)
d + N (t0 , y) =
y

t0

Zt
=

N (, y)
d + N (t0 , y) = N (t, y).
t

t0

, V (t, y) 1.4.3
(1.11) .
1.4.3.
1.4.4. D
= (t, y) 6= 0 ,

(t, y)M (t, y)dt + (t, y)N (t, y)dy = 0

(1.18)

.
1.4.3. M dt + N dy = 0
D (t, y) = C, (t, y)
D



(t, y) (t, y)

+

t y > 0, (t, y) D.
D.
. 1.4.1 1.4.1
D .
(( ), ( )) . (( ), ( )) C.

0 
0 = dC =
0 ( ) +
( ) d.
t
y
, (1.13):
M (( ), ( ))0 ( ) + N (( ), ( )) 0 ( ) = 0,

|0 ( )| + | 0 ( )| > 0.

1.4.

23

 0   
( )
0
t
=
y
0 ( )
0
M
N
.
,
N

M
.
t
y

, , - M = 0, N 6= 0,
= 0,
t

6= 0.
y

(t, y)
(t, y)
y
t
(t, y) =

6= 0.
M (t, y)
N (t, y)

M =

,
t

N =

,
y

(t, y) , (1.18)
V = (t, y).
1.4.3.
. , (t, y)
,
V (t, y) , dV = M dt + N dy. f (V ), f (s)
, f (s) 6= 0,
Z

f (V )dV = d
f (V )dV = f (V )M dt + f (V )N dy.
1 (t, y) = (t, y)f (V (t, y)) .

24

1.

, (1.18)
,




(t, y)M (t, y) =
(t, y)N (t, y) ,
y
t

.




M
N

M
=

.
(1.19)
N
t
y
y
t
.
, .
, (1.19)
.


N
1 M

= g(t) t,
1.
N
y
t
= (t). (1.19) 0 (t) = (t)g(t)
R
(t) = exp{ g(t)dt}.


1 M
N
2.

= h(y) y,
M
y
t
= (y). (1.19) 0 (y) = (y)h(y)
R
(y) = exp{ h(y)dy}.

2.1.

25

2

2.1. ,

f (t, y)
= {(t, y) :

|t t0 | 6 T,

|y y0 | 6 A}.

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

(2.1)

y(t0 ) = y0 .

(2.2)


y(t),
(2.1) (2.2). .
[t1 , t2 ] , t0 T 6 t1 < t2 6 t0 + T ,
t0 [t1 , t2 ].
2.1.1. y(t) y (t) y0 | 6 A
(2.1), (2.2) [t1 , t2 ], : y(t) C 1 [t1 , t2 ], |
t [t1 , t2 ], y(t) (2.1) t [t1 , t2 ]
(2.2).
2.1.1.
, (2.1), (2.2) .
[t0 T, t0 + T ] y(t)
Zt
y(t) = y0 +

f (, y( ))d.
t0

(2.3)

26

2.

,
y(t) .
2.1.1. y(t) (2.1),
(2.2) [t1 , t2 ] , y(t) C[t1 , t2 ],
|
y (t) y0 | 6 A t [t1 , t2 ] y(t) (2.3)
t [t1 , t2 ].
. y(t) (2.1), (2.2) [t1 , t2 ]. 2.1.1
, y(t) C[t1 , t2 ], |
y (t) y0 | 6 A t [t1 , t2 ]. ,
y(t) (2.3) t [t1 , t2 ]. (2.1) t0 t,
Zt

Zt

y ( )d =
t0

f (, y( ))d,

t [t1 , t2 ].

t0

(2.2),
Zt
y(t) = y0 +

f (, y( ))d,

t [t1 , t2 ].

t0

, y(t)
(2.3) t [t1 , t2 ].
y(t) , y(t) C[t1 , t2 ], |
y (t) y0 | 6 A
t [t1 , t2 ] y(t) (2.3) t [t1 , t2 ],
Zt
y(t) = y0 +

f (, y( ))d,

t [t1 , t2 ].

(2.4)

t0

, y(t)
(2.1), (2.2).
(2.4) t = t0 , , y(0) = y0 . (2.2) . y(t) [t1 , t2 ],

Zt
y(t) = y0 +

f (, y( ))d
t0

2.1.

27

[t1 , t2 ]
t f (, y( )) C[t1 , t2 ]. , y(t) [t1 , t2 ]. (2.4), , y(t) (2.1), 2.1.1 .
2.1.2. -
(2.1), (2.2).
,
-.
2.1.2. z(t) C[a, b] ,
t

Z



0 6 z(t) 6 c + d z( )d , t [a, b],
(2.5)


t0

c , d , t0
[a, b].
z(t) 6 ced|tt0 | ,

t [a, b].

(2.6)

. t > t0 .
Zt
p(t) =

z( )d,

t [t0 , b].

t0
0

p (t) = z(t) > 0, p(t0 ) = 0. (2.5) , p0 (t) 6 c + dp(t),


t [t0 , b]. ed(tt0 ) ,
p0 (t)ed(tt0 ) 6 ced(tt0 ) + dp(t)ed(tt0 ) ,


d 
p(t)ed(tt0 ) 6 ced(tt0 ) ,
dt

t [t0 , b].

t [t0 , b].

t0 t ,
p(t)ed(tt0 ) p(t0 ) 6 c

Zt
t0

ed( t0 ) d =


c
1 ed(tt0 ) ,
d

t [t0 , b].

28

2.

, p(t0 ) = 0, dp(t) 6 ced(tt0 ) c. ,


z(t) 6 c + dp(t) 6 c + ced(tt0 ) c = ced(tt0 ) ,

t [t0 , b]

(2.6) t [t0 , b] .
(2.6) t [a, t0 ].
(2.5)
Zt0

Zt
0 6 z(t) 6 c d

z( )d = c + d
t0

z( )d,

t [a, t0 ].

Zt0
q(t) =

z( )d,

t [a, t0 ].

t
0

q (t) = z(t) 6 0, q(t0 ) = 0. (2.5) ,


q 0 (t) 6 c + dq(t), t [a, t0 ]. ed(t0 t) ,

q 0 (t)ed(t0 t) 6 ced(t0 t) + dq(t)ed(t0 t) ,

t [a, t0 ].


d 
q(t)ed(t0 t) 6 ced(t0 t) ,
dt

t [a, t0 ].

t t0 ,
d(t0 t)

q(t)e

Zt0
q(t0 ) 6 c

ed(t0 ) d =


c
1 ed(t0 t) ,
d

t [a, t0 ].

, dq(t) 6 ced(t0 t) c.
z(t) 6 c + dq(t) 6 c + ced(t0 t) c = ced|tt0 | ,

t [a, t0 ]

(2.6) t [a, t0 ] , 2.1.2.

2.1.

29

2.1.3.
.
2.1.2. f (t, y), ,
y,
|f (t, y1 ) f (t, y2 )| 6 L|y1 y2 |,

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

L .
2.1.1. f (t, y) fy (t, y)
, f (t, y)
y. , fy (t, y) , L ,
|fy (t, y)| 6 L,

(t, y) .

,
|f (t, y1 ) f (t, y2 )| = |fy (t, )(y1 y2 )| 6 L|y1 y2 |,

(t, y1 ), (t, y2 ) .

2.1.2. f (t, y) y, . , ,
f (t, y) = (tt0 )|yy0 |. ,
y = y0 , t 6= t0 , (t, y1 ), (t, y2 )


|f (t, y1 ) f (t, y2 )| = |t t0 | |y1 y0 | |y2 y0 | 6 T |y1 y2 |.
2.1.3. f (t, y)
y, . , ,

y,
0 6 y 6 1;
f (y) =
p
|y|, 1 6 y 6 0.
, [1, 1]. ,
. , .
L,

| y 1 y 2 | 6 L|y1 y2 |, y1 , y2 [1, 1].


y1 > 0, y2 = 0. y1 6 L2 y12 , , 0 < y1 < L2 ,
.

30

2.

2.1.4.

(2.1), (2.2).
2.1.1. f (t, y) y. y1 (t), y2 (t)
(2.1), (2.2) [t1 , t2 ], y1 (t) = y2 (t) t [t1 , t2 ].
. y1 (t) y2 (t) (2.1),
(2.2), 2.1.1 , (2.3).
Zt
y1 (t)

= y0 +

f (, y1 ( ))d,

t [t1 , t2 ],

f (, y2 ( ))d,

t [t1 , t2 ].

t0

Zt
y2 (t)

= y0 +
t0

t

Z

Zt



|y1 (t) y2 (t)| = f (, y1 ( ))d f (, y2 ( ))d 6


t0
t0
t

Z




6 |f (, y1 ( )) f (, y2 ( ))|d , t [t1 , t2 ].


t0

,
t

Z




|y1 (t) y2 (t)| 6 L |y1 ( ) y2 ( )|d ,

t [t1 , t2 ].

t0

z(t) = |y1 (t) y2 (t)|,


t

Z



0 6 z(t) 6 L z( )d , t [t1 , t2 ].


t0

2.1.

31

- 2.1.2 c = 0 d = L,
z(t) = 0, t [t1 , t2 ]. , y1 (t) = y2 (t), t [t1 , t2 ]
2.1.1 .
2.1.4. ,
(2.1), (2.2) . ,
(
f (y) =

y ,
0 6 y 6 1,
p
|y|, 1 6 y 6 0,

y 0 (t) = f (y(t)), y(0) = 0



y1 (t) = 0,

y2 (t) =

t2 /4,
t2 /4,

0 6 t 6 2,
2 6 t 6 0.

2.1.5.

. ,
[t0 T, t0 + T ], , , .
.
2.1.2. f (t, y) , y
|f (t, y)| 6 M,

(t, y) .

[t0 h, t0 + h],
 A
h = min T,
,
M
y(t) , y(t) C 1 [t0 h, t0 +h], |y(t)y0 | 6
A, t [t0 h, t0 + h],
y 0 (t) = f (t, y(t)), t [t0 h, t0 + h],
y(t0 ) = y0 .

(2.7)
(2.8)

32

2.

. 2.1.1 , y(t) C[t0 h, t0 +h]


, |y(t) y0 | 6 A, t [t0 h, t0 + h],

Zt
y(t) = y0 +

f (, y( ))d,

t [t0 h, t0 + h].

(2.9)

t0

, . yk (t), k =
0, 1, 2, . . . , y0 (t) = y0 ,
Zt
yk+1 (t) = y0 +

f (, yk ( ))d,

t [t0 h, t0 + h], k = 0, 1, 2, . . . . (2.10)

t0

, ,
k = 0, 1, 2, . . .
yk (t) C[t0 h, t0 + h],

|yk (t) y0 | 6 A,

t [t0 h, t0 + h].

k = 0 , y0 (t) = y0 .
k = m.
ym (t) C[t0 h, t0 + h],

|ym (t) y0 | 6 A,

t [t0 h, t0 + h].

,
Zt
ym+1 (t) = y0 +

f (, ym ( ))d,

t [t0 h, t0 + h]

(2.11)

t0

, ym+1 (t) C[t0 h, t0 +h] |ym+1 (t)y0 | 6 A, t [t0 h, t0 +h].


, |ym (t)y0 | 6 A, t [t0 h, t0 +h],
f (t, ym (t)) [t0 h, t0 + h]. ,
(2.11), t [t0
h, t0 + h]. , ym+1 (t) C[t0 h, t0 + h].

2.1.

33

t

Z



|ym+1 (t) y0 | = f (, ym ( ))d 6


t0
t
t

Z
Z




A



= A,
6 |f (, ym ( ))|d 6 M d 6 M h 6 M
M



t0

t [t0 h, t0 +h].

t0

|ym+1 (t) y0 | 6 A, t [t0 h, t0 + h]. ,


yk (t) C[t0 h, t0 +h] |yk (t)y0 | 6 A, t [t0 h, t0 +h],
k = 0, 1, 2, . . . .
, , t
[t0 h, t0 + h]
|yk+1 (t) yk (t)| 6 ALk

|t t0 |k
,
k!

k = 0, 1, 2, . . . .

(2.12)

k = 0




Zt



|y1 (t) y0 (t)| = y0 + f (, y0 )d y0 6


t0
t

Z




6 f (, y0 )d 6 M h 6 A,

t [t0 h, t0 + h],

t0

k = 0 (2.12) .
(2.12) k = m 1. ,
k = m.




Zt
Zt



|ym+1 (t) ym (t)| = y0 + f (, ym ( ))d y0 f (, ym1 ( ))d 6


t0
t0
t


Z


6 |f (, ym ( )) f (, ym1 ( ))|d , t [t0 h, t0 + h].


t0

34

2.

(2.12) k = m 1,
t

Z




|ym+1 (t) ym (t)| 6 L |ym ( ) ym1 ( )|d 6


t0

t

Z
m1


|t t0 |m
m1 | t0 |

d = ALm
, t [t0 h, t0 + h].
6 L AL
(m 1)!
m!


t0

, (2.12) k = m,
k N.
yk (t)
yk (t) = y0 +

k
X

(yn (t) yn1 (t)),

n = 1, 2, . . .

n=1

yk (t)
[t0 h, t0 + h]

(yn (t) yn1 (t))

(2.13)

n=1

[t0 h, t0 + h]. (2.13) [t0 h, t0 + h].


(2.12) ,
|yn (t) yn1 (t)| 6 ALn1

hn1
= cn ,
(n 1)!

t [t0 h, t0 + h],

n = 1, 2, . . .

cn . ,

n=1

(2.13) [t0 h, t0 + h]. ,


yk (t)
[t0 h, t0 + h] y(t). yk (t)
[t0 h, t0 +h], y(t)
, y(t) C[t0 h, t0 + h].
, |y(t) y0 | 6 A, t [t0 h, t0 + h]. ,
|yk (t) y0 | 6 A, t [t0 h, t0 + h], k = 0, 1, 2, . . . .

2.1.

35

. 2.1. .

k t
[t0 h, t0 + h], , |y(t) y0 | 6 A, t [t0 h, t0 + h].
, y(t)
(2.9). [t0 h, t0 + h] yk (t)
y(t) > 0 k0 () ,
k > k0 () |yk (t) y(t)| <

t [t0 h, t0 + h]. > 0 () =


Lh
k0 = k0 (()) , k > k0
|f (, yk ( )) f (, y( ))| 6 L|yk ( ) y( )| <

,
h


t

Z

Zt


f (, yk ( ))d f (, y( ))d < |t t0 | 6 ,

h


t0

[t0 h, t0 + h].

t [t0 h, t0 + h],

t0

(2.10) k
t [t0 h, t0 + h]. , y(t) (2.9).
, , y(t) C[t0 h, t0 +h], |y(t)y0 | 6 A,
t [t0 h, t0 + h] (2.9).
, y(t)
[t0 h, t0 + h] 2.1.2 .
, [t0 T, t0 + T ], -

36

2.

A
}
M
(. . 2.1). , , (t, y(t)) ,
|y(t) y0 | 6 A, t [t0 h, t0 + h].
, f (t, y) M A
L. h = min{T, }
M
A, , , A M .
, , f (t, y)
.
2.1.1. a > 0
[t0 h, t0 + h], h = min{T,

y 0 (t) = a(y(t)2 + 1),

y(0) = 0.

f (t, y) = a(y 2 + 1) t
y. y(t) = tg(at) 


[h1 , h1 ], ,
.
2a 2a

2.2. ,

2.2.1.

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

(2.14)

, F (t, y, p) D (t0 , y0 , y00 ) R3 :


D = {(t, y, p) : |t t0 | 6 a, |y y0 | 6 b, |p y00 | 6 c},

(2.15)

a, b, c .
2.2.1. y(t)
(2.14) [t1 , t2 ], :

2.2. , y 0 37
1. y(t) [t1 , t2 ];
2. (t, y(t), y 0 (t)) D t [t1 , t2 ];
3. [t1 , t2 ] (2.14).
(2.14) ,
F (t, y, p) = p f (t, y),
f (t, y)
( ) (t0 , y0 ).

F (t, y(t), y 0 (t)) = 0,

y(t0 ) = y0 .

(2.16)

,
:
2

(y 0 (t)) (t + y(t))y 0 (t) + ty(t) = 0.

(2.17)

p (t + y)p + ty = 0
p1 = t, p2 = y,
, :
y 0 (t) = t,

y 0 (t) = y(t).


y1 (t) =

t2
+ C1 ,
2

y2 (t) = C2 exp{t},

C1 , C2 R.

2.2.1. (2.17) y(0) = 1 (. . 2.2):


t2
+ 1, y2 (t) = exp{t}.
(2.18)
2
(2.17) c y(0) = 0 (. . 2.2-):
y1 (t) =

t2
, ye2 (t) = 0,
2


ye1 (t), t < 0,
ye2 (t), t < 0,
ye3 (t) =
ye4 (t) =
ye2 (t), t > 0,
ye1 (t), t > 0.
ye1 (t) =

(2.19)

38

2.

. 2.2. 2.2.1, 2.2.2: .

,
(2.16). . ,
.

F (t, y(t), y 0 (t)) = 0,

y(t0 ) = y0 ,

y 0 (t0 ) = y00 .

(2.20)

2.2.2. (2.17)
y(0) = 1, y 0 (0) = 0,
(t0 , y0 , y00 ) = (0, 1, 0),

F (0, 1, 0)
= 1 6= 0,
p

F (0, 1, 0) = 0,

(2.21)

t2
+ 1.
2
(2.17) y(0) =
1, y 0 (0) = 1,
y(t) =

(t0 , y0 , y00 ) = (0, 1, 1),

F (0, 1, 1) = 0,

F (0, 1, 1)
= 1 6= 0,
p

(2.22)

y(t) = exp{t}.
(2.17) y(0) =
1, y 0 (0) = y00 , y00 6 {0; 1},
(t0 , y0 , y00 ) = (0, 1, y00 ),

F (t0 , y0 , y00 ) 6= 0,

(2.23)

2.2. , y 0 39
.
(2.17) y(0) =
0, y 0 (0) = 0,
(t0 , y0 , y00 ) = (0, 0, 0),

F (0, 0, 0) = 0,

F (0, 0, 0)
= 0,
p

(2.24)

(2.19).
(2.20):
1. (t0 , y0 , y00 ) R3 ;
F (t0 , y0 , y00 ) = 0;
2. y(t0 ) = y0 , y 0 (t0 ) = y00
F (t0 , y0 , y00 )
= 0.
p
2.2.2.

2.2.1. F (t, y, p) D, (2.15), :
F (t0 , y0 , y00 ) = 0;
F (t, y, p)
2. F (t, y, p),
,
y
F (t0 , y0 , y00 )
3.
6= 0.
p

1.

(2.25)
F (t, y, p)
D; (2.26)
p
(2.27)

h > 0 , [t0 h, t0 + h] (2.20).


. (t0 , y0 , y00 )
F (t, y, p) = 0.
(2.28)
(2.25)-(2.27) , 0 (t0 , y0 ),

40

2.

p = f (t, y), 0

F (t, y, f (t, y))/y


f (t, y)
=
,
(2.29)
y
F (t, y, f (t, y))/p
(2.28). ,
y00 = f (t0 , y0 ).
(2.30)
0 (2.14) y 0 (t) = f (t, y(t)), , (2.20)
y 0 (t) = f (t, y(t)),

y(t0 ) = y0 .

(2.31)

, (2.20) y 0 (t0 ) = y00 (2.30).


(2.31)
= {(t, y) :

|t t0 | 6 a0 ,

|y y0 | 6 b0 },

a0 , b0 , 0 .
, f (t, y) 0 ,
. y



f

L = max (t, y)
(t,y) y
f
(t, y), y
(2.29). ,
2.1.2 , .
, h > 0 , [t0 h, t0 + h] (2.31),
(2.20).

2.2.1. 2.2.2 2.2.1 (2.21), (2.22)


(2.23), (2.24).

2.2. , y 0 41
2.2.3.
(2.14),
. , .
y = f (t, y 0 ),
y,
y = f (t, p),

dy = pdt.

dy, :
dy =

f (t, p)
f (t, p)
dt +
dp = pdt.
t
p

t, p.
t = (, c), p = (, c),

t = (, c),

y = f ((, c), (, c).

t = f (y, y 0 ),
t, 2-
t = f (y, p),

dy = pdt.

dt, :
dt =

f (y, p)
f (y, p)
dy
dy +
dp =
.
y
p
p

y, p. y = (, c),
p = (, c),
y = (, c), t = f ((, c), (, c)).

42

2.
F (t, y, y 0 ) = 0 2-
F (t, y, p) = 0,

dy = pdt.

,
R3 ,
T (u, v), Y (u, v), P (u, v):
t = T (u, v),

y = Y (u, v),

p = P (u, v).

,
dy, dt (u, v),
:


Y (u, v)
T (u, v)
Y (u, v)
T (u, v)
du +
dv =
du +
dv P (u, v).
u
v
u
v
u, v. u = (, c), v = (, c),

t = T ((, c), (, c)),

y = Y ((, c), (, c)).

2.2.4.

2.2.2. y = (t)
F (t, y(t), y 0 (t)) = 0
[t1 , t2 ], y = (t)
2.2.1,
= {(t, y) :

y = (t),

t [t1 , t2 ]}


, .

2.2. , y 0 43
,
F (t, y(t), y 0 (t)) = 0,

y(t0 ) = y0 ,

y 0 (t0 ) = y00 ,

(t0 , y0 ) .

, 2.2.1
. , . .
F (t, y, p), .
2.2.3.
p
y0 = 3 y2
(2.32)
(t C)3
.
27
y0 (t) (2.32)
[t1 , t2 ], t0 [t1 , t2 ] C = t0 , (t0 , 0) y0 (t)
(t t0 )3
y(t, t0 ) =
27

(. . 1.3).
p
3
2
F (t, y, p) = p y ,

F
2
=
y
33y
y0 (t) 0 y(t, C) =

y = 0, (2.26).
, F
,
.
y
(2.26) F (t, y, p).
(t),

F (t, (t), 0 (t)) = 0,

F
(t, (t), 0 (t)) = 0.
p

44

2.

, (t, (t), 0 (t)) t

F (t, y, p) = 0,
F
(2.33)
(t, y, p) = 0.

p
(2.33) p
(t, y) = 0.
, .
:
1. (t, y) = 0 ;
2. (t, y) = 0 (2.14),
;
3. (t, y) = 0 ,
(2.14).
.
2.2.4. (2.32) 2.2.3
(y 0 )3 y 2 = 0.
(2.33)
 3
p y 2 = 0,
3p2 = 0
y(t) = 0, .
2.2.5.
(y 0 )2 y 2 = 0.
(2.33)
 2
p y 2 = 0,
2p = 0
y(t) = 0,
. , ,

y1 (t) = c1 exp{t},

y2 (t) = c2 exp{t}.

2.3.

45


y(t) = 0 . , y(t) = 0
.
2.2.6. (2.17). (2.33)

 2
p (t + y)p + ty = 0,
2p t y = 0
y(t) = t, (2.17). , .

2.3.

n-
n-
.
2.3.1.
fi (t, y1 , y2 , . . . , yn ), i = 1, 2, . . . , n
t [a, b], (y1 , y2 , . . . , yn ) Rn
y1 (t), y2 (t), . . . , yn (t),
[a, b]
0
y (t) = f1 (t, y1 (t), y2 (t), . . . , yn (t)),

10
y2 (t) = f2 (t, y1 (t), y2 (t), . . . , yn (t)),
(2.34)
...

0
yn (t) = fn (t, y1 (t), y2 (t), . . . , yn (t)),

y1 (t0 ) = y01 ,

y2 (t0 ) = y02 ,

...,

yn (t0 ) = y0n ,

(2.35)

46

2.

t0 [a, b], y01 , y02 , . . . y0n


.
(2.34).
2.3.1. y1 (t), y2 (t), . . . , yn (t) (2.34), (2.35) [a, b], :
1. yi (t) [a, b], i
1, 2, . . . , n;

2. yi0 (t) = fi (t, y1 (t), y2 (t), . . . , yn (t)), t [a, b], i = 1, 2, . . . , n;


3. yi (t0 ) = y0i , i = 1, 2, . . . , n.
2.3.2. f (t, y1 , y2 , . . . , yn )
y1 , y2 , . . . , yn , L > 0,
|f (t, y1 , y2 , . . . , yn ) f (t, ye1 , ye2 , . . . , yen )| 6

6 L |y1 ye1 | + |y2 ye2 | + + |yn yen | ,
t [a, b], (y1 , y2 , . . . , yn ), (e
y1 , ye2 , . . . , yen ) Rn . (2.36)
2.3.2.

(2.34), (2.35)
.
2.3.1. fk (t, y1 , y2 , . . . , yn ), k = 1, 2, . . . , n,
t [a, b], (y1 , y2 , . . . , yn ) Rn (2.36) L.
, y1 (t), y2 (t), . . . , yn (t) ye1 (t), ye2 (t), . . . , yen (t) (2.34), (2.35) [a, b],
yi (t) = yei (t) t [a, b], i = 1, 2, . . . , n.
. y1 (t), y2 (t), . . . , yn (t) (2.34), (2.35),
yi0 (t) = fi (t, y1 (t), y2 (t), . . . , yn (t)) t [a, b],

yi (t0 ) = y0i ,

i = 1, 2, . . . , n.

2.3.

47

t0 t (2.35), i = 1, 2, . . . , n
Zt
yi (t) = y0i +

fi (, y1 ( ), y2 ( ), . . . , yn ( ))d,

t [a, b].

(2.37)

t0

yei (t), i = 1, 2, . . . , n

Zt
yei (t) = y0i +

fi (, ye1 ( ), ye2 ( ), . . . , yen ( ))d,

t [a, b].

(2.38)

t0

(2.38) (2.37) (2.36), i = 1, 2, . . . , n t [a, b]


|yi (t) yei (t)| =
t

Z



= (fi (, y1 ( ), y2 ( ), . . . , yn ( )) fi (, ye1 ( ), ye2 ( ), . . . , yen ( ))) d 6


t0
t

Z 


6 L
|y1 ( ) ye1 ( )| + |y2 ( ) ye2 ( )| + + |yn ( ) yen ( )| d .


t0


z(t) = |y1 (t) ye1 (t)| + |y2 (t) ye2 (t)| + + |yn (t) yen (t)|.
:
t

Z



|yi (t) yei (t)| 6 L z( )d , i = 1, 2, . . . , n, t [a, b].


t0

,
t

Z



z(t) 6 nL z( )d ,


t0

t [a, b].

48

2.

- 2.1.2 , z(t) = 0, t [a, b].


,
yi (t) = yei (t) i = 1, 2, . . . , n,

t [a, b].

2.3.1 .
2.3.3.

(2.34), (2.35).
2.1.5. , ,
f (t, y) . ,
, .
fk (t, y1 , . . . , yn ),
.
(2.34), (2.35)
, 2.1.5, 2.4
2.3.2. fk (t, y1 , y2 , . . . , yn ), k = 1, 2, . . . , n,
t [a, b], (y1 , y2 , . . . , yn ) Rn (2.36) L.
y1 (t), y2 (t), . . . , yn (t), (2.34), (2.35) [a, b].
. [a, b]
yi (t)
Zt
yi (t) = y0i +

fi (, y1 ( ), y2 ( ), . . . , yn ( ))d,

i = 1, 2, . . . , n.

(2.39)

t0

, y1 (t), . . . , yn (t)
[a, b] (2.39),
(2.34), (2.35) [a, b].

2.3.

49

, (2.39) t = t0 , , yi (t) (2.35). (2.39) t, ,


(2.34).
, ,
yi (t) [a, b], (2.39).
yi (t), . y1k (t), y2k (t), . . . , ynk (t), k = 0, 1, 2, . . . ,
yik+1 (t)

Zt
= y0i +

fi (, y1k ( ), y2k ( ), . . . , ynk ( ))d,

yi0 (t) = y0i ,

(2.40)

t0

i = 1, 2, . . . , n, t [a, b]. , yik (t) [a, b].


yi0 (t) . , yim (t) , yim+1 (t). fi (t, y1 , y2 , . . . , yn )
t [a, b], (y1 , y2 , . . . , yn ) Rn , (2.40) ,
yim+1 (t) [a, b].
B
B=

max

Rt



max fi (, y01 , y02 , . . . , y0n )d .

i=1,2,...,n t[a,b] t
0

, i = 1, 2, . . . , n k = 0, 1, . . . [a, b]

|yik+1 (t) yik (t)| 6 B(nL)k

|t t0 |k
.
k!

(2.41)

k = 0 ,
t

Z



1
0

|yi (t) yi (t)| = fi (, y01 , y02 , . . . , y0n )d 6 B.


t0

(2.41) k = m 1. ,

50

2.

k = m. (2.40)
|yim+1 (t) yim (t)| 6
Z t


6 |fi (, y1m ( ), y2m ( ), . . . , ynm ( ))

t0




fi (, y1m1 ( ), y2m1 ( ), . . . , ynm1 ( ))|d 6

Z t



6 L |y1m ( ) y1m1 ( )| + |y2m ( ) y2m1 ( )| + . . .

t0



m
m1
+ |yn ( ) yn ( )| d .

,
t

Z

m1


|

t
|
|t t0 |m
0
m+1
m
m

|yi
(t) yi (t)| 6 B(nL)
d 6 B(nL)m
.
(m 1)!
m!


t0

, (2.41) .
[a, b]
yi0 (t)

(yim+1 (t) yim (t)),

i = 1, 2, . . . , n.

m=0

(2.41), [a, b]
|yim+1 (t) yim (t)| 6 B(nL)m

(b a)m
,
m!

m = 0, 1, . . . .

, ,
[a, b]. , [a, b]
yik (t) = yi0 (t) +

k1
X
m=0

(yim+1 (t) yim (t)),

i = 1, 2, . . . , n

2.3.

51

[a, b] yi (t).
k + (2.40), ,
yi (t)
(2.39), (2.34), (2.35). 2.3.2 .
2.3.1. (2.36) , fk (t, y1 , y2 , . . . , yn )


fk (t, y1 , y2 , . . . , yn )

6 D,


yj

t [a, b],

(y1 , y2 , . . . , yn ) Rn ,

k, j = 1, 2, . . . , n , D . ,
|fk (t, y1 , y2 , . . . , yn ) fk (t, ye1 , ye2 , . . . , yen )| 6
6 |fk (t, y1 , y2 , . . . , yn ) fk (t, ye1 , y2 , . . . , yn )|+
+|fk (t, ye1 , y2 , . . . , yn ) fk (t, ye1 , ye2 , . . . , yn )| + . . .
+ |fk (t, ye1 , ye2 , . . . , yn ) fk (t, ye1 , ye2 , . . . , yen )|.
,
|fk (t, y1 , y2 , . . . , yn ) fk (t, ye1 , ye2 , . . . , yen )| 6


6 D |y1 ye1 | + |y2 ye2 | + + |yn yen | .
, fk (t, y1 , y2 , . . . , yn ) (2.36) L = D.
, , 2.3.1 2.3.2.
2.3.1.
(y1 (t))3
,
1 + (y1 (t))2
0
y2 (t) = t2 y2 (t) + cos(y1 (t) + y2 (t))

y10 (t) = t sin(y1 (t) + y2 (t)) +

2.3.1 2.3.2,
[a, b].

52

2.

2.3.4. n-

n- , ,
y (n) (t) = F (t, y(t), y 0 (t), y 00 (t), . . . , y (n1) (t)),

t [a, b],

(2.42)

F (t, y1 , y2 , . . . , yn ) , y(t)
.
y(t)
y(t0 ) = y00 , y 0 (t0 ) = y01 , y (2) (t0 ) = y02 , . . . , y (n1) (t0 ) = y0n1 ,

(2.43)

t0 [a, b], y00 , . . . , y0n1


.
n- , ,
y(t), (2.42) (2.43).
2.3.3. y(t) (2.42), (2.43) [a, b], y(t) n
[a, b] , y(t)
(2.42) (2.43).

(2.42), (2.43).
2.3.3. F (t, y1 , y2 , . . . , yn )
t [a, b], (y1 , y2 , . . . , yn ) Rn L1 > 0,
|F (t, y1 , y2 , . . . , yn ) F (t, ye1 , ye2 , . . . , yen )| 6 L1

n
X

|yi yei |,

(2.44)

i=1

t [a, b],

(y1 , y2 , . . . , yn ), (e
y1 , ye2 , . . . , yen ) Rn .

y(t),
(2.42), (2.43) [a, b].
. .
y(t) (2.42), (2.43)

2.3.

53

[a, b].
y1 (t) = y(t),

y2 (t) = y 0 (t),

y3 (t) = y 00 (t),

...

yn (t) = y (n1) (t).

y(t) (2.42), (2.43)


[a, b], yi (t), i = 1, 2, . . . , n

0
y (t)
= y2 (t),

10

= y3 (t),
y2 (t)
...
(2.45)

y
(t)
=
y
(t),

n1
= F (t, y1 (t), y2 (t), . . . , yn (t))
yn0 (t)

yi (t0 ) = y0i1 ,

i = 1, 2, . . . , n.

(2.46)

(2.45) (2.34)

fi (t, y1 , y2 , . . . , yn ) = yi+1 , i = 1, . . . , n 1,
fn (t, y1 , y2 , . . . , yn ) = F (t, y1 , y2 , . . . , yn ).
t [a, b], (y1 , y2 , . . . , yn )
Rn (2.36)
L = max{1, L1 }.
(2.45), (2.46) 2.3.1
. , (2.45), (2.46) ,
(2.42), (2.43) .
(2.42), (2.43). (2.45), (2.46). 2.3.2 [a, b]. [a, b] yi (t), (2.45), (2.46). y1 (t) y(t), ,
y(t) n [a, b] ,
y (i1) (t) = yi (t), i = 1, 2, . . . , n y(t) (2.42), (2.43). y(t) (2.42), (2.43). 2.3.3
.

54

2.

2.3.5.
n-
[a, b] n-
0
y (t) = a11 (t)y1 (t) + a12 (t)y2 (t) + + a1n (t)yn (t) + fb1 (t),

10
y2 (t) = a21 (t)y1 (t) + a22 (t)y2 (t) + + a2n (t)yn (t) + fb2 (t),
(2.47)

...

0
yn (t) = an1 (t)y1 (t) + an2 (t)y2 (t) + + ann (t)yn (t) + fbn (t),
aij (t), fbi (t), i, j = 1, 2, . . . , n [a, b]
.

yi (t0 ) = y0i ,

i = 1, 2, . . . , n.

(2.48)


(2.47), (2.48).
2.3.4. aij (t) , fbi (t)
[a, b], i, j = 1, 2, . . . , n.
y1 (t), y2 (t), . . . , yn (t), (2.47), (2.48)
[a, b].
. (2.47)
(2.34)
fi (t, y1 , y2 , . . . , yn ) = ai1 (t)y1 +ai2 (t)y2 + +ain (t)yn +fbi (t), i = 1, 2, . . . , n.
fi (t, y1 , y2 , . . . , yn ) t [a, b],
(y1 , y2 , . . . , yn ) Rn (2.36)
L = max max |aij (t)|.
16i,j6n t[a,b]

, (2.47), (2.48) 2.3.1 2.3.2, [a, b].


2.3.4 .

2.4.

55

2.3.6.
n-

n
a0 (t)y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t) = f (t), (2.49)
ai (t), i = 0, 1, 2, . . . , n, f (t) [a, b] , a0 (t) 6= 0 [a, b].
y(t) t0 [a, b]
y (i) (t0 ) = y0i ,

i = 0, 1, . . . , n 1.

(2.50)

2.3.5. ai (t), f (t) [a, b], i =


1, 2, . . . , n, a0 (t) 6= 0 [a, b].
y(t), (2.49), (2.50) [a, b].
. (2.49) (2.42)
F (t, y1 , y2 , . . . , yn ) =

an (t)
an1 (t)
a1 (t)
f (t)

y1
y2
yn .
a0 (t)
a0 (t)
a0 (t)
a0 (t)

F (t, y1 , y2 , . . . , yn ) t [a, b],


(y1 , y2 , . . . , yn ) Rn (2.44)


ai (t)

.
L1 = max max
16i6n t[a,b] a0 (t)
, (2.49), (2.50) 2.3.3 [a, b]. 2.3.5 .

2.4.
( )
fi (t, y1 , y2 , . . . , yn ), i = 1, 2, . . . , n n + 1-
n+1 = {(t, y1 , y2 , . . . , yn ) :

|tt0 | 6 T,

|yi y0i | 6 A,

i = 1, 2, . . . , n}.

56

2.

0
y (t) = f1 (t, y1 (t), y2 (t), . . . , yn (t)),

10
y2 (t) = f2 (t, y1 (t), y2 (t), . . . , yn (t)),
(2.51)
...

0
yn (t) = fn (t, y1 (t), y2 (t), . . . , yn (t))

y1 (t0 ) = y01 ,

y2 (t0 ) = y02 ,

...,

yn (t0 ) = y0n ,

(2.52)

y01 , y02 , . . . , y0n .


2.4.1. y1 (t), y2 (t), . . . , yn (t) (2.51), (2.52) [t0 + h, t0 + h], h 6 T ,
:
1. yi (t) [t0 h, t0 + h], i =
1, 2, . . . , n;
2. (t, y1 (t), y2 (t), . . . , yn (t)) n+1 , t [t0 h, t0 + h];
3. yi0 (t) = fi (t, y1 (t), y2 (t), . . . , yn (t)), t [t0 h, t0 + h], i = 1, 2, . . . , n;
4. yi (t0 ) = y0i , i = 1, 2, . . . , n.
, 2.3.1, n+1 , n+1 fi (t, y1 , . . . , yn ).
2.4.2. f (t, y1 , y2 , . . . , yn )
n+1 y1 , y2 , . . . , yn , L > 0 ,
|f (t, y1 , y2 , . . . , yn ) f (t, ye1 , ye2 , . . . , yen )| 6

6 L |y1 ye1 | + |y2 ye2 | + + |yn yen | ,
(t, y1 , y2 , . . . , yn ), (t, ye1 , ye2 , . . . , yen ) n+1 . (2.53)
(2.51), (2.52)
.

2.4.

57

[t0 T, t0 + T ], , , .
.
2.4.1. fi (t, y1 , y2 , . . . , yn ), i = 1, 2, . . . , n,
n+1 , n+1 (2.53)
|fk (t, y1 , y2 , . . . , yn )| 6 M,

(t, y1 , y2 , . . . , yn ) n+1 ,

k = 1, 2, . . . , n.

y1 (t), y2 (t), . . . , yn (t),


(2.51), (2.52)


A
[t0 h, t0 + h], h = min T,
.
M
. 2.3.1.
. [t0 h, t0 + h]
yi (t)
Zt
yi (t) = y0i +

fi (, y1 ( ), y2 ( ), . . . , yn ( ))d,

i = 1, 2, . . . , n.

(2.54)

t0

, , y1 (t), y2 (t), . . . , yn (t) [t0 h, t0 + h],


|
yi (t) y0i | 6 A,

t [t0 h, t0 + h],

i = 1, 2, . . . , n

(2.55)

(2.54),
(2.51), (2.52) [t0 h, t0 + h].
, (2.55) ,
(t, y1 (t), y2 (t), . . . , yn (t)) n+1 t [t0 h, t0 + h].
(2.54) t = t0 , , yi (t)
(2.52). (2.54) t, ,
(2.51).
, ,
yi (t) [t0 h, t0 + h],

58

2.

(2.55) (2.54).
yi (t), . y1k (t), y2k (t), . . . , ynk (t), k = 0, 1, 2, . . . ,
yik+1 (t)

Zt
= y0i +

fi (, y1k ( ), y2k ( ), . . . , ynk ( ))d,

i = 1, 2, . . . , n, (2.56)

t0

yi0 (t) = y0i ,

i = 1, 2, . . . , n.

, yik (t) [t0 h, t0 +


h]
|yik (t) y0i | 6 A,

t [t0 h, t0 + h].

(2.57)

yi0 (t) . , yim (t) , yim+1 (t). fi (t, y1 , y2 , . . . , yn )


n+1 , (2.56) , yim+1 (t)
[t0 h, t0 + h]. ,
|yim+1 (t) y0i | 6 A,

t [t0 h, t0 + h].

(2.56). ,
t

Z



m+1
m
m
m

|yi
(t) y0i | 6 |fi (, y1 ( ), y2 ( ), . . . , yn ( ))|d 6


t0
t

Z



6 M d 6 M |tt0 | 6 M h 6 A, i = 1, 2, . . . , n, t [t0 h, t0 +h],


t0

.
, i = 1, 2, . . . , n k = 0, 1, . . . [t0
h, t0 + h]
|yik+1 (t) yik (t)| 6 A(nL)k

|t t0 |k
.
k!

(2.58)

2.4.

59

k = 0 ,

t
Z



0
0
0
1
0

|yi (t) yi (t)| = |fi (, y1 ( ), y2 ( ), . . . , yn ( ))|d 6 M h 6 A.


t0

(2.58) k = m 1. ,
k = m:
|yim+1 (t) yim (t)| 6
Z t


6 |fi (, y1m ( ), y2m ( ), . . . , ynm ( ))

t0


fi (, y1m1 ( ), y2m1 ( ), . . . , ynm1 ( ))|d

Z t



6 L |y1m ( ) y1m1 ( )| + |y2m ( ) y2m1 ( )| + . . .

t0



m
m1
+ |yn ( ) yn ( )| d .

,
t

Z

m1


|t t0 |m
m+1
m
m | t0 |

|yi
(t) yi (t)| 6 A(nL)
d 6 A(nL)m
.
(m 1)!
m!


t0

, (2.58) .
[t0 h, t0 + h]
yi0 (t)

(yim+1 (t) yim (t)),

i = 1, 2, . . . , n.

m=0

(2.58) , [t0 h, t0 + h]
|yim+1 (t) yim (t)| 6 A(nL)m

hm
,
m!

m = 0, 1, . . .

60

2.

, ,
[t0 h, t0 + h]. ,
yik (t) = yi0 (t) +

k1
X

(yim+1 (t) yim (t)),

i = 1, 2, . . . , n

m=0

[t0 h, t0 +h]
yi (t). k (2.57), ,
yi (t) (2.55).
(2.56), ,
yi (t) (2.54), (2.51), (2.52). .

3.1.

61

3.1.
n-


t [a, b]
y(t) , y(t) = u(t) + iv(t), u(t) v(t)
. y(t) [a, b], u(t) v(t) [a, b].
y(t) [a, b], u(t) v(t) [a, b], y 0 (t) = u0 (t) + iv 0 (t).
y(t).
.
3.1.1.
y 00 (t) + 2y 0 (t) + 5y(t) = 0.
(3.1)
y(t) = et , . (3.1)
et , 2 + 2 + 5 = 0.
1 = 1 + 2i, 2 = 1 2i. , z = x + iy, ez = ex cos y + iex sin y.
, (3.1)
y1 (t) = et cos 2t + iet sin 2t,

y2 (t) = et cos 2t iet sin 2t.

(3.2)

62

3.


n- .
[a, b]
a0 (t)y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t) = f (t) (3.3)
ak (t) f (t) = g(t) + ih(t), g(t), h(t) ,
a0 (t) 6= 0 [a, b].
3.1.1. y(t) = u(t) + iv(t)
(3.3) [a, b],
u(t) v(t) n [a, b] [a, b]
a0 (t)u(n) (t) + a1 (t)u(n1) (t) + + an1 (t)u0 (t) + an (t)u(t) = g(t), (3.4)
a0 (t)v (n) (t) + a1 (t)v (n1) (t) + + an1 (t)v 0 (t) + an (t)v(t) = h(t). (3.5)
(3.3). (3.3) ,
y (m) (t0 ) = y0m ,

m = 0, 1, . . . , n 1,

(3.6)

y0m y0m = u0m + iv0m , u0m , v0m R,


t0 [a, b].

(3.3), (3.6).
3.1.1. ak (t), k = 0, 1, . . . , n, g(t) h(t)
[a, b], a0 (t) 6= 0, t [a, b].
y(t), (3.3), (3.6) [a, b].
. (3.4)
u(m) (t0 ) = u0m ,

m = 0, 1, . . . , n 1.

(3.7)

2.3.5 2.3.6 (3.4), (3.7) u(t). (3.5)



v (m) (t0 ) = v0m ,

m = 0, 1, 2, . . . , n 1

(3.8)

3.1.

63

v(t).
y(t) = u(t) + iv(t) (3.3), (3.6) [a, b]. (3.3), (3.6)
(3.4), (3.7) (3.5), (3.8).
3.1.1 .
3.1.1. f (t) (3.3) ( h(t) = 0) (3.6)
( v0m = 0, m = 0, 1, . . . , n 1), (3.3), (3.6) .
n- . [a, b] n-
0
y (t) = a11 (t)y1 (t) + a12 (t)y2 (t) + + a1n (t)yn (t) + f1 (t),

10
y2 (t) = a21 (t)y1 (t) + a22 (t)y2 (t) + + a2n (t)yn (t) + f2 (t),
(3.9)
...

0
yn (t) = an1 (t)y1 (t) + an2 (t)y2 (t) + + ann (t)yn (t) + fn (t),
akj (t) , fk (t) = gk (t) + ihk (t) , k, j = 1, 2, . . . , n.
3.1.2.
y(t) = (u1 (t) + iv1 (t), u2 (t) + iv2 (t), . . . , un (t) + ivn (t))>
(3.9), uk (t), vk (t) [a, b], k = 1, 2, . . . , n,
0
u (t) = a11 (t)u1 (t) + a12 (t)u2 (t) + + a1n (t)un (t) + g1 (t),

10
u2 (t) = a21 (t)u1 (t) + a22 (t)u2 (t) + + a2n (t)un (t) + g2 (t),
(3.10)
...

0
un (t) = an1 (t)u1 (t) + an2 (t)u2 (t) + + ann (t)un (t) + gn (t),
0
v (t) = a11 (t)v1 (t) + a12 (t)v2 (t) + + a1n (t)vn (t) + h1 (t),

10
v2 (t) = a21 (t)v1 (t) + a22 (t)v2 (t) + + a2n (t)vn (t) + h2 (t),
(3.11)
...

0
vn (t) = an1 (t)v1 (t) + an2 (t)v2 (t) + + ann (t)vn (t) + hn (t)
t [a, b].

64

3.

yk (t0 ) = y0k = u0k + iv0k ,

(3.12)

u0k , v0k , k = 1, 2, . . . , n.

(3.9), (3.12).
3.1.2. akj (t), gk (t), hk (t)
[a, b], k, j = 1, 2, . . . , n. y(t), (3.9), (3.12)
[a, b].
. (3.10)
uk (t0 ) = u0k ,

k = 1, 2, . . . , n.

(3.13)

2.3.4 2.3.5 (3.10), (3.13)


(u1 (t), u2 (t), . . . , un (t)).
(3.11)
vk (t0 ) = v0k ,

k = 1, 2, . . . , n.

(3.14)

(v1 (t), v2 (t), . . . , vn (t)).


y(t) = (u1 (t) + iv1 (t), u2 (t) + iv2 (t), . . . , un (t) + ivn (t))>
(3.9), (3.12) [a, b]. (3.9), (3.12) (3.10), (3.13) (3.11), (3.14). 3.1.2 .
3.1.2. fk (t) (3.9) ( hk (t) = 0) (3.12)
( v0k = 0, k = 1, 2, . . . , n), (3.9), (3.12)
.

3.2. n-

65

3.2.
n-
n-
a0 (t)y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t) = f (t) (3.15)
[a, b]
ak (t), k = 0, 1, . . . , n, a0 (t) 6= 0, t [a, b] [a, b]
f (t).
n- .
3.2.1. n
Ly = a0 (t)y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t). (3.16)
L n [a, b] y(t), Ly(t) C[a, b].
, (3.15)
Ly = f (t),

t [a, b].

f (t) [a, b], (3.15)


, f (t)
[a, b], (3.15) .
3.2.1. yk (t), k = 1, 2, . . . , m m
P
Lyk = fk (t), y(t) =
ck yk (t) , ck
k=1

, Ly = f (t),
m
P
f (t) =
ck fk (t).
k=1

.
L, :
Ly = L

m
X
k=1

ck yk (t) =

m
X
k=1

ck Lyk =

m
X
k=1

ck fk (t) = f (t),

t [a, b].

66

3.

3.2.1. . .
3.2.2.
Ly = f (t),

y 0 (t0 ) = y01 ,

y(t0 ) = y00 ,

...,

y (n1) (t0 ) = y0n1

y(t) = v(t) + w(t), v(t)



Lv = f (t),

v(t0 ) = 0,

v 0 (t0 ) = 0,

...,

v (n1) (t0 ) = 0,

w(t)
Lw = 0,

w0 (t0 ) = y01 ,

w(t0 ) = y00 ,

...,

w(n1) (t0 ) = y0n1 .

. y(t) = v(t) + w(t) 3.2.1.

y (k) (t0 ) = v (k) (t0 ) + w(k) (t0 ) = 0 + y0k = y0k ,

k = 0, 1, . . . , n 1.

3.2.3.
Ly = 0,

y(t0 ) = y00 ,

y 0 (t0 ) = y01 ,

...,

y (n1) (t0 ) = y0n1


y(t) =

n1
X

ym (t)y0m ,

m=0

ym (t) :
Lym = 0,

(m)
ym
(t0 ) = 1,

(k)
ym
(t0 ) = 0,

k {0, 1, . . . , n 1}\{m}.

3.3.

67

. y(t) ym (t)
3.2.1. :
y

(k)

(t0 ) =

n1
X

(m)

(k)
ym
(t0 )y0

(k)

= yk (t0 )y0k = y0k ,

k = 0, 1, . . . , n 1.

m=0

3.3.

3.3.1.


1 (t), 2 (t), . . . , m (t),
[a, b] .

.
3.3.1. 1 (t), 2 (t), . . . , m (t) [a, b],
m
P
ck C, k = 1, . . . , m,
|ck | > 0, k=1


c1 1 (t) + c2 2 (t) + + cm m (t) = 0,

t [a, b].

(3.17)

(3.17)
ck = 0, k = 1, 2, . . . , n, 1 (t), 2 (t),
. . . , m (t) [a, b].
3.3.1. , , k (t)
, ck , k = 1, 2, . . . , m.

68

3.
3.3.1. [a, b]
1 (t) = t3 ,

2 (t) = t2 |t|.

0 < a < b, 1 (t) = 2 (t)


[a, b].
a < 0 < b, , t = d = min{|a|, b} t = d
c1 1 (t) + c2 2 (t) = 0, c1 d3 + c2 d3 = 0,
c1 d3 c2 d3 = 0, , c1 = c2 = 0, 1 (t) =
t3 2 (t) = t2 |t| [a, b].
3.3.2. 3.3.1 ,
, .
3.3.2.
1 (t), 2 (t), . . . , m (t), (m 1) [a, b] , t [a, b]

W [1 , . . . , m ](t) = det

1 (t)
01 (t)
..
.

2 (t)
01 (t)
..
.

...
...
..
.

(m1)

(m1)

...

(t) 2

(t)

m (t)
0m (t)
..
.
(m1)

(t)


.
3.3.1. (m1) [a, b] 1 (t), 2 (t), . . . , m (t) [a, b],
:
W [1 , . . . , m ](t) = 0,

t [a, b].

. k (t) [a, b],


c1 , c2 , . . . , cn , [a, b] (3.17).
m 1 :
(k)

c1 1 (t) + + cm (k)
m (t) = 0,

k = 0, 1, . . . , m 1,

t [a, b]. (3.18)

3.3.

69

(3.18) , -
t [a, b]. ,
t [a, b].
3.3.1. (m 1) [a, b] 1 (t), 2 (t), . . . , m (t)
t0 [a, b],
W [1 , . . . , m ](t0 ) 6= 0,
[a, b].
, , , . .
3.3.2. m = 2 [1, 1] , :
 3

t
t2 |t|
3
2
1 (t) = t , 2 (t) = t |t|, W [1 , 2 ](t) = det
0.
3t2 3t|t|
, 3.3.1,
[1, 1].
3.3.2.
n c [a, b] aj (t), j = 0, . . . , n, a0 (t) 6= 0 [a, b]:
a0 (t)y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t) = 0. (3.19)
y1 (t), y2 (t), . . . , yn (t), (3.19) n.
, . .

70

3.

(3.19) . ,
.
3.3.2. y1 (t), y2 (t), . . . , yn (t) (3.19) [a, b] :
/ W [y1 , . . . , yn ](t) 0 [a, b] y1 (t), y2 (t), . . . , yn (t) ;
/ W [y1 , . . . , yn ](t) 6= 0 t [a, b] y1 (t), y2 (t), . . . , yn (t)
[a, b].
. - t0 ,
yk (t), , W [y1 , . . . , yn ](t0 ) =
0. c1 , c2 , . . . , cn :

c1 y1 (t0 ) + c2 y2 (t0 ) + + cn yn (t0 ) = 0,

c1 y10 (t0 ) + c2 y20 (t0 ) + + cn yn0 (t0 ) = 0,


(3.20)
...

(n1)
(n1)
(n1)
(t0 ) = 0.
c1 y1
(t0 ) + c2 y2
(t0 ) + + cn yn

(W [y1 , . . . , yn ](t0 ) = 0),
n
P
e
c1 , e
c2 , . . . , e
cn ,
|e
ck | > 0.
k=1


ye(t) =

n
X

e
ck yk (t).

k=1

3.2.1 , (3.19), (3.20) ,



ye(m) (t0 ) = 0,

m = 0, 1, . . . , n 1.

, ye(t) (3.19)

3.4.

71

t0 .

[a, b]. ,
ye(t) =

n
X

e
ck yk (t) = 0,

t [a, b],

k=1

yk (t), k = 1, 2, . . . , n .
3.3.1 , , , [a, b].
b
t [a, b] , W [y1 , . . . , yn ]( b
t ) 6= 0.
,
[a, b], yk (t), k = 1, 2, . . . , n
.
3.3.3.
3.3.2 [1, 1]
1 (t) = t3 ,

2 (t) = t2 |t|


a0 (t)y 00 (t) + a1 (t)y 0 (t) + a2 (t)y(t) = 0,

t [1, 1]

a0 (t), a1 (t), a2 (t) a0 (t) 6= 0, W [1 , 2 ](t) 0 [1, 1].

3.4.

3.4.1.

3.4.1. n- (3.19)
[a, b] n .

72

3.

3.4.1. (3.19)
[a, b].
. B bij ,
i, j = 1, 2, . . . , n , det B 6= 0. yj (t)
(3.19)
(n1)

yj (t0 ) = b1j , yj0 (t0 ) = b2j , . . . , yj

(t0 ) = bnj ,

j = 1, 2, . . . , n.

(3.21)

2.3.5 n- yj (t) .
W [y1 , . . . , yn ](t), (3.21), ,
W [y1 , . . . , yn ](t0 ) = det B 6= 0. , 3.3.2
[a, b], yj (t)
[a, b]. ,
(3.19) .
3.4.1. 3.4.1 ,
(3.19) . , B ,
det B 6= 0,
(3.19).
3.4.2. aj (t) , (3.19) .
3.4.2.
3.4.2. n- (3.19)
n ,
(3.19)
.
3.4.2. y1 (t), y2 (t), . . . , yn (t) (3.19)
[a, b].
yOO (t) = c1 y1 (t) + c2 y2 (t) + + cn yn (t),

cj C.

(3.22)

3.4.

73

. (3.19) , ck yOO (t),


(3.22),
(3.19).
, (3.19)
(3.22) ck .
ye(t) (3.19). ck
c1 y1 (t0 ) + c2 y2 (t0 ) + + cn yn (t0 )
c1 y10 (t0 ) + c2 y20 (t0 ) + + cn yn0 (t0 )

= ye(t0 ),
= ye0 (t0 ),
...
(n1)
(n1)
(n1)
(t0 ) = ye(n1) (t0 ),
c1 y1
(t0 ) + c2 y2
(t0 ) + + cn yn

(3.23)

t0 [a, b].
t0 ,
y1 (t), y2 (t), . . . , yn (t) . , (3.23)
e
c1 , e
c2 , . . . , e
cn .

yb(t) =

n
X

e
ck yk (t).

k=1

(3.19).
e
c1 , e
c2 , . . . , e
cn (3.23),
yb(t) ,
yb(k) (t0 ) = ye(k) (t0 ),

k = 0, 1, . . . , n 1.

, yb(t) ye(t)
(3.19) t0 .

:
ye(t) = yb(t) =

n
X
k=1

3.4.2 .

e
ck yk (t).

74

3.

3.4.1. 3.4.2 , (3.19)


n .
, , , a0 (t)
[a, b].
3.4.1. [1, 3]
y1 (t) = t,

y2 (t) = t3 ,

y3 (t) = |t|3 .


t2 y 00 3ty 0 + 3y = 0,

t [1, 3],

a0 (t) = t2 , t = 0
[1, 3]
, a0 (t) 6= 0 t [a, b] 3.4.2
.
3.4.3. (3.19) , .
(. 3.4.1 ) (3.22)
cj R .
3.4.3.

[a, b]
aj (t),

j = 0, . . . , n,

a0 (t) 6= 0,

t [a, b]

[a, b] f (t):
a0 (t)y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t) = f (t). (3.24)
n- (3.24). .

3.4.

75

3.4.3.
n- (3.24) n ,
(3.24)
.
3.4.3. y1 (t), y2 (t), . . . , yn (t) (3.19)
[a, b], yH (t) ()
(3.24). (3.24)

yOH (t) = yH (t) + yOO (t) =
= yH (t) + c1 y1 (t) + c2 y2 (t) + + cn yn (t), (3.25)
c1 , c2 , . . . , cn .
. cj C (3.25)
(3.24)
.
, (3.25) (3.24), ye(t)
(3.24) e
c1 , e
c2 , . . . , e
cn ,
[a, b]
ye(t) = yH (t) + e
c1 y1 (t) + e
c2 y2 (t) + + e
cn yn (t).

(3.26)

ye(t) (3.24).
y(t) = ye(t) yH (t) (3.24) (3.19). 3.4.2
e
cj , y(t) = e
c1 y1 (t) + e
c2 y2 (t) + + e
cn yn (t),
(3.26).
3.4.4.
3.4.3 , (3.24) (3.19) -

76

3.

(3.24). yH (t) (3.24) , (3.19). , (3.22) , c1 , c2 , . . . , cn [a, b] c1 (t), c2 (t), . . . , cn (t),


:
yH (t) = c1 (t)y1 (t) + c2 (t)y2 (t) + + cn (t)yn (t).

(3.27)

c0k (t) ck (t) (3.27) t [a, b]

c01 (t)y1 (t) + c02 (t)y2 (t) + + c0n (t)yn (t)


(1)
(1)
(1)
c01 (t)y1 (t) + c02 (t)y2 (t) + + c0n (t)yn (t)

=
=
...
(n2)
(n2)
(n2)
(t) =
c01 (t)y1
(t) + c02 (t)y2
(t) + + c0n (t)yn
(n1)
c01 (t)y1
(t)

(n1)
c02 (t)y2
(t)

+ +

(n1)
(t)
c0n (t)yn

0,
0,
0,
f (t)
.
a0 (t)

yk (t) ,
c0k (t)
,
c0k (t) = gk (t),

k = 1, 2, . . . , n.

, ck (t) =

Rt

gk ( )d .

t0

(3.27)

0
yH
(t)
00
yH (t)

= c1 (t)y10 (t) + c2 (t)y20 (t) + cn (t)yn0 (t),


= c1 (t)y100 (t) + c2 (t)y200 (t) + cn (t)yn00 (t),
...
(n1)
(n1)
(n1)
yH
(t) = c1 (t)y1
(t) + c2 (t)y2
(t) + cn (t)yn(n1) (t),

3.4.

(n)

(n)

(n)

yH (t) = c1 (t)y1 (t) + c2 (t)y2 (t) + cn (t)yn(n) (t) +

n
X

77

(n1)

c0k (t)yk

(t) =

k=1
(n)

(n)

= c1 (t)y1 (t) + c2 (t)y2 (t) + cn (t)yn(n) (t) +

f (t)
.
a0 (t)

, (3.27) (n 1)
, cj (t) t
.
yH (t) (3.24),
n

LyH (t) = a0 (t)

X
X
f (t)
(n)
(n1)
+a0 (t)
ck (t)yk (t)+a1 (t)
ck (t)yk
(t)+. . .
a0 (t)
k=1

+ an1 (t)

k=1

n
X

ck (t)yk0 (t) + an (t)

n
X

ck (t)yk (t).

k=1

k=1

(3.16) L,
LyH (t) = f (t) +

n
X

ck (t)Lyk (t) = f (t) + 0 = f (t),

t [a, b],

k=1

yk (t), k = 1, 2, . . . , n (3.19), Lyk (t) = 0. , ,

yH (t) = c1 (t)y1 (t) + c2 (t)y2 (t) + + cn (t)yn (t) =

n
X

Zt
yk (t)

k=1

gk ( )d
t0

(3.24).
3.4.5.
n- c aj R, j = 0, . . . , n, a0 =
6 0:
a0 y (n) (t) + a1 y (n1) (t) + + an1 y 0 (t) + an y(t) = 0.

(3.28)

78

3.

Ly = 0, L
Ly = a0 y (n) (t) + a1 y (n1) (t) + + an1 y 0 (t) + an y(t).
L
M () = a0 n + a1 n1 + + an1 + an .

(3.29)

M () ,

M () = 0
(3.30)
.
, exp{0 t} (3.28) , 0 (3.30). 1 , . . . , `
, M (j ) = 0,
k1 , . . . , k` , k1 + + k` = n.
,
M () = a0 ( 1 )k1 ( 2 )k2 . . . ( ` )k` .

(3.31)

3.4.1. n
g(t) C
n


X
M (m) ()g (m) (t)
L exp{t}g(t) = exp{t}
.
m!
m=0

.
p
 X
 dpm
 dm

dp 
exp{t}g(t)
=
Cnp
exp{t}
g(t) =
p
pm
m
dt
dt
dt
m=0

= exp{t}

p
X
p(p 1) . . . (p (m 1)) pm (m)

g (t) =
m!
m=0

= exp{t}

p
X
dm  p  g (m) (t)

.
dm
m!
m=0

3.4.

79

,
n

 X

dp 
L exp{t}g(t) =
anp p exp{t}g(t) =
dt
p=0

= exp{t}

n
X
p=0

anp

p
X
dm  p  g (m) (t)

dm
m!
m=0

= exp{t}

n
X

anp

p=0

n
X
dm  p  g (m) (t)

,
dm
m!
m=0

dm p /dm = 0, m = p + 1, . . . , n. ,

n
n



X
g (m) (t) dm X
p
L exp{t}g(t) = exp{t}
a

=
np
m! dm p=0
m=0

= exp{t}

n
X
g (m) (t) (m)
M ().
m!
m=0

3.4.2. j (3.30) kj
exp{j t},

t exp{j t},

...,

tkj 1 exp{j t}

(3.28).
. j (3.30) kj ,
(3.31)
M () = ( j )kj R(),
R() n kj . ,
M (m) (j ) =

dm M ()
= 0,

dm =j

m = 0, 1, . . . , kj 1.

80

3.

3.4.1 g(t) = tp , p = 0, 1, . . . , kj 1
(m)
n


X
tp
p
M (m) (j ) =
L exp{j t}t = exp{j t}
m!
m=0
(m)
n
X
tp
= exp{j t}
M (m) (j ) = 0 ( p < kj ).
m!
m=kj

, ,
exp{j t},

t exp{j t},

...,

tkj 1 exp{j t},

j = 1, . . . , `.

(3.32)


(3.28). n (3.28).
3.4.4. (3.32) (3.28) [a, b].
. ,
(3.32)
[a, b]. ,
(3.32) :
kX
1 1
k=0

C1,k tk exp{1 t} +

kX
2 1
k=0

C2,k tk exp{2 t} + +

kX
` 1

C`,k tk exp{` t} 0,

k=0

P1 (t) exp{1 t} + P2 (t) exp{2 t} + + P` (t) exp{` t} 0,

(3.33)

sj = deg Pj (t) 6 kj 1, j = 1, . . . , `. , P` (t) ,


P` (t) = p` ts` + . . . , p` 6= 0. (3.33) exp{1 t}
P1 (t) + P2 (t) exp{(2 1 )t} + + P` (t) exp{(` 1 )t} 0.

3.4.

81

s1 + 1 .
ds1 +1 P1 (t)
deg P1 (t) = s1 ,
0. dts1 +1
,
(Pj (t) exp{t})0 = (Pj (t) + Pj (t)0 ) exp{t},

= j 1 6= 0,

.
ds1 +1
(Pj (t) exp{(j 1 )t}) = Qj (t) exp{(j 1 )t},
dts1 +1
deg Qj (t) = sj , Qj (t) = (j 1 )s1 +1 pj tsj + . . . .

Q2 (t) exp{(2 1 )t} + + Q` (t) exp{(` 1 )t} 0.
exp{(1 2 )t}
s2 + 1
R3 (t) exp{(3 2 )t} + + R` (t) exp{(` 2 )t} 0,
s2 +1

Rj (t) = (j 2 )

s1 +1

(j 1 )

pj t

sj

+ ...,

deg Rj (t) = sj ,
j = 3, . . . , `.

,
S` (t) exp{(` `1 )t} 0,
s`1 +1

S` (t) = (` `1 )

deg S` (t) = s` ,
. . . (` 2 )s2 +1 (` 1 )s1 +1 p` ts` + . . . .

P` (t) p` 6= 0. (3.32).
3.4.6.


(3.28) ,

82

3.

. (3.29) . ,
:
= + i, = i, , R.
(3.32) ,
Mn (), ,
:
y(t) = ts exp{t}(cos t + i sin t),

y (t) = ts exp{t}(cos t i sin t).

:
yR (t) = Re y(t) = ts exp{t} cos t,
yI (t) = Im y(t) = ts exp{t} sin t.

(3.34)

yR (t), yI (t) (3.28) .


n (3.28) .


[a, b]. ,
rj R
[a, b]. ,

+ r1 yR (t) + r2 yI (t) + = 0,

r12 + r22 > 0.

(3.34)
,
+ 0.5(r1 ir2 )y(t) + 0.5(r1 + ir2 )y (t) + = 0,

r12 + r22 > 0.

, c

(3.32) , .

3.5.

83

3.4.2.
,
y1 (t) = 1,

y2 (t) = sin(2t).


y1 (t) = exp{0 t},

y2 (t) = Im exp{2it}.

, y3 (t) = Re exp{2it} .

exp{0 t},

exp{2it},

exp{2it},

3,
1 = 0, 2 = 2i, 3 = 2i.
M () = ( 2i)( + 2i) = 3 + 4

y 000 + 4y 0 = 0.

3.5.
n-
3.5.1.


y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t) = 0,

(3.35)

. , :
, , . .

84

3.

3.5.1. am (t) [a, b], m = 1, 2, . . . , n.


(3.35)
.
. y1 (t), y2 (t), . . . , yn (t) (3.35). ,
n- [a, b] bm (t), m = 1, 2, . . . , n, y1 (t), y2 (t),
. . . yn (t) . ,
am (t) = bm (t), t [a, b], m = 1, 2, . . . , n.
, yk (t)
,
(n)

(n1)

yk (t) + a1 (t)yk
(n)
yk (t)

(t) + + an1 (t)yk0 (t) + an (t)yk (t) = 0,

(n1)
b1 (t)yk
(t)

+ +

bn1 (t)yk0 (t)

+ bn (t)yk (t) = 0,

t [a, b],
t [a, b],

k = 1, 2, . . . , n. k
,
(n1)

(a1 (t)b1 (t))yk

(t)+ +(an1 (t)bn1 (t))yk0 (t)+(an (t)bn (t))yk (t) = 0,

t [a, b] k = 1, 2, . . . , n. , t0
(a, b) , a1 (t0 ) 6= b1 (t0 ).
a1 (t), b1 (t) > 0,
a1 (t) 6= b1 (t),

t [t0 , t0 + ] [a, b].

a1 (t) b1 (t) pm (t) =


(n1)

yk

(n2)

(t)+p2 (t)yk

am (t) bm (t)
,
a1 (t) b1 (t)

(t)+ +pn1 (t)yk0 (t)+pn (t)yk (t) = 0, t [t0 , t0 +],

k = 1, 2, . . . , n. , , n y1 (t), y2 (t), . . . , yn (t)


(n 1)- pm (t). , (n 1)- n 1 . , a1 (t) = b1 (t), t [a, b].
.
3.5.1 .

3.5.

85

,
.
3.5.2. n [a, b] y1 (t), y2 (t), . . . , yn (t) ,
W [y1 , y2 , . . . , yn ](t) [a, b].
n- , y1 (t), y2 (t), . . . , yn (t)
.
. [a, b]
n-
y(t)

y1 (t)
y2 (t)
...
yn (t)
y(t)
0
0
0
0
y1 (t)
y (t)
y2 (t)
...
yn (t)

y100 (t)
y 00 (t)
y200 (t)
...
yn00 (t)

..
..
..
..
det
..
= 0. (3.36)
.

.
.
.
.

(n1)
(n1)
(n1)
y1
(t) y (n1) (t)
(t) y2
(t) . . . yn
(n)

y1 (t)

(n)

y2 (t)

...

(n)

yn (t)

y (n) (t)

, , (3.36)
n- , . y (n) (t) , y1 (t), y2 (t), . . .
yn (t), [a, b].
, (3.35)
[a, b] . y1 (t),
y2 (t), . . . yn (t) ,
y(t) = yk (t) (3.36)
. 3.5.2 .
3.5.1.
,

y1 (t) = t,

y2 (t) = exp{t2 },

y3 (t) = t2 ,

y4 (t) = 3t 2t2 .

86

3.

,
y4 (t) = 3y1 (t) 2y3 (t),
y1 (t), y2 (t) y3 (t)

t
W [y1 , y2 , y3 ](t) = det 1
0

exp{t2 }
t2
2t exp{t2 }
2t =
2
2
2
2 exp{t } + 4t exp{t } 2
= 2 exp{t2 }(2t4 t2 + 1) 6= 0, t R.

3.5.2,

t
exp{t2 }
t2 y
1
1
2t exp{t2 }
2t y 0

= 0.
det
2
2
0 (2 + 4t ) exp{t }
2 y 00 W [y1 , y2 , y3 ](t)
3
2
000
0 (12t + 8t ) exp{t } 0 y
3.5.2. [1, 2]
,
y1 (t) = 1,

y2 (t) = cos(t),

y3 (t) = sin2 (t/2).

,
y3 (t) = 0.5(y1 (t) y2 (t)),
y1 (t) y2 (t)


1 cos t
W [y1 , y2 ](t) = det
= sin t 6= 0, t [1, 2].
0 sin t
3.5.2,

1
cos t y
1
= 0,
y 00 ctg(t) y 0 = 0.
det 0 sin t y 0
W [y1 , y2 ](t)
00
0 cos t y

3.5.

87

3.5.2. -

(3.36), .
.
D(t) n- , , [a, b]. D0 (t) D(t) n ,
D(t)
.
(t) = W [y1 , y2 , . . . , yn ](t), n [a, b]
y1 (t), y2 (t), . . . , yn (t),

y1 (t)
y10 (t)
..
.

y2 (t)
y20 (t)
..
.

...
...
..
.

yn1 (t)
0
yn1
(t)
..
.

yn (t)
yn0 (t)
..
.

(t) = det
(n2)
(n2)
(n2)
(n2)
y1
(t)
(t) y2
(t) . . . yn1 (t) yn
(n)
(n)
(n)
(n)
y1 (t)
y2 (t)
. . . yn1 (t)
yn (t)
0

, (t). , , , , ,
. , ,
, 0 (t).
y1 (t), y2 (t), . . . , yn (t)
(3.35). 3.5.1 , . ,
(3.36) (t), (3.35). (3.36) ,
a1 (t) =

0 (t)
.
(t)

88

3.

t0 t, -
n Rt
o
(t) = (t0 ) exp a1 ( )d ,

t [a, b].

t0

3.5.1. a1 (t) = 0, t [a, b], W [y1 , y2 , . . . , yn ](t) [a, b].

4.1.

89

4.1.
[a, b]
[a, b] ai,j (t) fk (t):
dy(t)
= A(t)y(t) + f (t),
dt

t [a, b],

(4.1)

a1n (t)
.. ,
..
.
.
an1 (t) ann (t)

a11 (t)
..
A(t) = .

f1 (t)

f (t) = ... .
fn (t)
>

, y(t) = (y1 (t), . . . , yn (t)) (4.1) , , - y(t) =


u(t) + iv(t),
u(t) = (u1 (t), . . . , un (t))> ,

v(t) = (v1 (t), . . . , vn (t))> ,

uj (t), vj (t) , j = 1, . . . , n, , , .
4.1.1.
4.1.1. (4.1) ,
f (t) [a, b]. (4.1) .

90

4.

= (0, . . . , 0)> - .
4.1.1. y(t)
, y(t) C. y 1 (t) y 2 (t)
, y(t) = y 1 (t)+y 2 (t)
.
. dy(t)/dt = A(t)y(t),
d{y(t)}
dy(t)
=
= A(t)y(t) = A(t){y(t)}.
dt
dt
dy ` (t)/dt = A(t)y ` (t), ` = 1, 2,
dy(t)
d{y 1 (t) + y 1 (t)}
dy (t) dy 1 (t)
=
= 1
+
=
dt
dt
dt
dt
= A(t)y 1 (t) + A(t)y 2 (t) = A(t)y(t).

4.1.1. y ` (t) m
P
` = 1, . . . , m, y(t) =
` y ` (t) `=1

` C.
4.1.2.
[a, b] ai,j (t), i, j = 1, 2, . . . , n
dy(t)
= A(t)y(t),
dt

t [a, b],

(4.2)

a1n (t)
.. ,
..
.
.
an1 (t) ann (t)

a11 (t)
..
A(t) = .

y1 (t)

y(t) = ... .
yn (t)

4.1.

91

n -
y j (t) = (y1j (t), . . . , ynj (t))> ,

j = 1, . . . , n.

Y (t), :

y1n (t)
.. .
..
.
.
yn1 (t) ynn (t)

y11 (t)
..
Y (t) = (y 1 (t), y 2 (t), . . . , y n (t)) = .

(4.3)

(4.2)

dY (t)
= A(t)Y (t),
(4.4)
dt
, 
, dY (t)/dt = dyij (t)/dt .
, (4.4) [a, b]
(4.3), (4.4) . (4.4) (4.2) , : ""A(t) Y (t) . (4.2)
(4.4) .
4.1.1. - y 1 (t), y 2 (t), . . . , y n (t) (4.2) [a, b]
, Y (t) (4.3)
(4.4).
. y 1 (t), y 2 (t), . . . , y n (t) (4.2)
Y (t) (4.3).
dy j (t)
= A(t)y j (t),
dt

j = 1, . . . , n,

92

4.

,
,
dY (t)
=
dt

dy 1 (t) dy 2 (t)
dy (t)
,
,..., n
dt
dt
dt


=

= (Ay 1 (t), Ay 2 (t), . . . , Ay n (t)) = A(t)Y (t).


(4.4). ,
(4.4) , .

4.1.2. Y (t) (4.4). :


1. c = (c1 , c2 , . . . , cn )> , cj C, y(t) = Y (t)c (4.2);

2. B = bi,j , bi,j C, i, j = 1, . . . , n,
X(t) = Y (t)B
(4.4).
. 1.
Y (t) = (y 1 (t), y 2 (t), . . . , y n (t))
(4.4), 4.1.1 -
y j (t) (4.2),
n
X
y(t) = Y (t)c =
cj y j (t).
j=1

2.
, :
dX(t)
d
dY (t)
=
{Y (t)B} =
B =
dt
dt
dt
= {A(t)Y (t)} B = A(t) {Y (t)B} = A(t)X(t).

4.2.

93

4.2. -

4.2.1. -
- y 1 (t), y 2 (t), . . . , y m (t),
[a, b], y j (t) = (yj1 (t), . . . , yjm (t))> , j = 1, . . . , m, m N. .
4.2.1. - y 1 (t), y 2 (t), . . . , y m (t) [a, b], m
P
c1 , c2 , . . . , cm ,
|cj | > 0 ,
j=1

c1 y 1 (t) + c2 y 2 (t) + + cm y m (t) = ,

t [a, b].

(4.5)

(4.5) , c = (0, . . . , 0)> , - y 1 (t), y 2 (t), . . . , y m (t)


[a, b].
(4.5) , Y (t)
m m
Y (t)c = ,

t [a, b]

(4.6)

c = (c1 , . . . , cm )> .
4.2.1. - ,
cj , j = 1, . . . , m.
4.2.2.
[a, b] y 1 (t), y 2 (t), . . . , y m (t) t [a, b]
Y (t) = (y 1 (t), y 2 (t), . . . , y m (t)):
(t) = det Y (t).

94

4.

- .
4.2.1. y 1 (t), y 2 (t), . . . y m (t)
[a, b], :
(t) = 0,

t [a, b].

. (4.6) c = (c1 , . . . , cm )> , t0 [a, b]


Y (t0 )c = .

(4.7)

(4.7) , Y (t0 ) c. , det Y (t0 ) = 0.


,
(4.5),
Y (t) t [a, b].
-
, , .
-
.
4.2.1. m = 2 [1, 1]
-, :
 3
2 
3
t
t |t|
t
y 1 (t) = 2 , y 2 (t) =
, Y (t) = 2
t
t|t|
t


t2 |t|
, (t) = det Y (t) 0.
t|t|

- . , c =
(c1 , c2 )> Y (t)c =
[1, 1], t = 1 c1 + c2 = 0,
t = 1 c1 c2 = 0, c1 = c2 = 0.

4.2.

95

4.2.2.
n- - y 1 (t), y 2 (t), . . .
y n (t), (4.2), Y (t) (4.3). , -
.
.
4.2.2. y 1 (t), y 2 (t), . . . , y n (t) - (4.2) [a, b].
t0 [a, b],
det Y (t0 ) = 0,
- y 1 (t), y 2 (t), . . . , y n (t)
[a, b]
det Y (t) = 0, t [a, b].
. c = (c1 , . . . , cn )>
Y (t0 )c =

(4.8)

c = (c01 , . . . , c0n )> Y (t0 ), .


y(t) = Y (t)c0 . , y(t) (4.2) 4.1.2 , , y(t0 ) =
(4.8). ,
t = t0 :
0

dy(t)
= A(t)y(t), y(t0 ) = .
dt
2.1.2 .
= y(t) = Y (t)c0 = c01 y 1 (t) + c02 y 2 (t) + + c0n y n (t),

t [a, b],

- [a, b]. 4.2.1 det Y (t) = 0,


t [a, b].

96

4.

4.2.1 4.2.2
- .
4.2.3. - y 1 (t),
y 2 (t), . . . , y n (t), (4.2) [a, b], , det Y (t) 0 ( -
), , det Y (t) 6= 0,
t [a, b] ( - ).

4.2.2. 4.2.3,  3
t
y 1 (t) = 2 ,
t


y 2 (t) =


t2 |t|
t|t|

4.2.1

[1, 1] .

4.3.

4.3.1.

4.3.1.
dy(t)

=
dt
A(t)y(t) n [a, b] n y 1 (t), y 2 (t), . . . , y n (t) .
Y (t) = (y 1 (t), y 2 (t), . . . , y n (t))
.
(4.1.2) (4.4), (4.2.3) [a, b] ,
det Y (t) 6= 0.

4.3.

97

4.3.1. (4.2) [a, b] .


. t0 [a, b]

dY (t)
= A(t)Y (t),
dt

Y (t0 ) = E,

(4.9)

E . , , (4.9) n

dy j (t)
= A(t)y j (t),
dt

y j (t0 ) = (0, . . . , 0, |{z}


1 , 0, . . . , 0)> ,

j = 1, . . . , n,

. [a, b] y j (t) , Y (t)


(4.9), 2.1.2. Y (t) (4.9) 1, det Y (t0 ) =
det E = 1, y 1 (t), y 2 (t), . . . , y n (t) 4.2.3 . ,
y 1 (t), y 2 (t), . . . , y n (t) , Y (t) .
4.3.1. . (4.9) Y (t0 ) = B, det B 6= 0,
.
4.3.2. aij (t) ,
.
4.3.2.
4.3.2. n-
n ,
.

98

4.

4.3.2. Y (t) = (y 1 (t), y 2 (t), . . . , y n (t))


dy(t)
= A(t)y(t)
dt
[a, b].
y OO (t) = c1 y 1 (t) + c2 y 2 (t) + + cn y n (t) = Y (t)c,

(4.10)

c1 , c2 , . . . , cn , c = (c1 , c2 , . . . , cn ).
. 4.1.2 - Y (t)c c Cn .
,
y(t)
e
c Cn , [a, b]
y(t) = Y (t)e
c.

(4.11)

e
c t0 [a, b]
y 0 = y(t0 ).
e
c = (e
c1 , e
c2 , . . . , e
cn )> :
Y (t0 )e
c = y0 .

(4.12)

Y (t0 ) c det Y (t0 ) 6=


0 e
c = (e
c1 , e
c2 , . . . , e
cn )> .
ye(t) = Y (t)e
c y(t)

dy(t)
(4.13)
= A(t)y(t), y(t0 ) = y 0 ,
dt
, (4.11).
, y(t) e
c Cn
(4.11) .
4.3.1. 4.3.2 (4.13) y 0 . , (4.12)
e
c = Y 1 (t0 )y 0 (4.11)
y(t) = Z(t, t0 )y 0 ,

Z(t, t0 ) = Y (t)Y 1 (t0 ).

(4.14)

4.3.

99

Z(t, t0 ) .
t

dZ(t, t0 )
= A(t)Z(t, t0 ),
dt

Z(t0 , t0 ) = Y (t0 )Y 1 (t0 ) = E.

4.3.3. aij (t) , . ( )


(4.10) c Rn
.
4.3.3. ,

f (t) = (f1 (t), f2 (t), . . . , fn (t))> :
dy(t)
= A(t)y(t) + f (t),
dt

t [a, b].

(4.15)

, Y (t) (4.15) dy(t)/dt = A(t)y(t)


A(t).
4.3.3. n- (4.15)
n , (4.15)
.
4.3.3. y OH (t) (4.15)
y OH (t) = Y (t)c + y H (t),

c = (c1 , c2 , . . . , cn )> Cn ,

(4.16)

y H (t) () (4.15).
. (4.15) -
y OH (t) (4.15) c Cn .

100

4.

, , ye(t) (4.15)
e
c Cn , [a, b]
ye(t) = Y (t)e
c + y H (t).

(4.17)

ye(t) (4.15). y(t) = ye(t) y H (t) ,


dy(t)/dt = A(t)y(t). 4.3.2 e
c Cn ,
y(t) = Y (t)e
c,
(4.17).
(4.14) Z(t, ).
4.3.4. t0 [a, b]
Zt
y H (t) =

Z(t, )f (t)d,

t [a, b],

(4.18)

t0

(4.15), y H (t0 ) = 0.
. , ,
(4.10) ,
c - c(t) = (c1 (t), c2 (t), . . . , cn (t))> ,
:
y(t) = Y (t)c(t).
(4.19)

dY (t)/dt = A(t)Y (t),
dy(t)
dY (t)
dc(t)
dc(t)
=
c(t) + Y (t)
= A(t)Y (t)c(t) + Y (t)
.
dt
dt
dt
dt

(4.20)

(4.19) (4.20) (4.15),


- c(t):
Y (t)

dc(t)
= f (t).
dt

(4.21)

4.4. :

101


dc(t)/dt = Y 1 (t)f (t)
t0 t. , -
, ,
Zt
c(t) =

Y 1 ( )f ( )d.

t0

(4.19)
Zt
y(t) = Y (t)c(t) = Y (t)

Zt
( )f ( )d =

t0

Z(t, )f ( )d.
t0

4.3.2. y(t) = y(t; y 0 )



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

t [a, b]

t0 [a, b]
y(t0 ) = y 0

Zt
y(t; y 0 ) = Z(t, t0 )y 0 +

Z(t, )f ( )d.

(4.22)

t0

4.4.

A(t) A =
(ai,j ), ai,j R, i, j = 1, . . . , n:
dy(t)
= Ay(t).
dt

(4.23)

102

4.

y 0 (t) = ay(t), y(t) = h exp{at} h C,


(4.23)
y(t) = h exp{t},

h = (h1 , h2 , . . . , hn )> Cn ,

C.

(4.24)

- (4.24) (4.23)
C,
(4.25)
(A E)h =
h. , A, h A. M ():
M () = det(A E) = 0.

(4.26)

4.4.1. ,

n,
n (
), 1 , . . . , n , j C.
, , n
A. ,
n. ,
Cn .
4.4.1. A n
h1 ,

h2 ,

...,

hn ,


1 ,

2 ,

...,

n .

4.4. :

103

-
y 1 (t) = h1 exp{1 t}, y 2 (t) = h2 exp{2 t}, . . . y n (t) = hn exp{n t} (4.27)
(4.23)
[a, b].
. [a, b].
j = 1, . . . , n j
hj (4.25), y j (t) = hj exp{j t} (4.23) [a, b]
.
[a, b] . , 4.2.3
, , det Y (t) 6= 0
t [a, b], Y (t) = (y 1 (t), y 2 (t), . . . , y n (t)). [c, d], [a, b] t = 0:
[a, b] [c, d],

0 [c, d].

- (4.27) (4.23) [c, d]. t = 0

det Y (0) = det(h1 , h2 , . . . , hn ) 6= 0,


Y (0)
h1 , h2 , . . . , hn . 4.2.3 det Y (t) 6= 0
[c, d], [a, b].
4.4.2. ,

, A
, n.
j kj :
1 ,
k1 ,

2 ,
k2 ,

...,
...,

`
k`

,
,

i =
6 j i 6= j,
kj > 1, k1 + k2 + + k` = n.

104

4.

{1 , . . . , ` } k. ,
k -,
(4.23).
s = dim Ker(A E) , , , s = k,
(4.27).
, s < k, , 1
1
1
, h1 , h2 , . . . , hs ,
1
k hj
m
hj , m = 2, . . . , pj , j = 1, . . . , s, pj > 1,
p1 + p2 + + ps = k,
1

h1 ,
2
h1 ,
..
.

...
...

hj ,
2
hj ,
..
.

...
...

hs ,
2
hs ,
..
.

...
...
pj
ps
. . . hj , . . . hs ,

p1
h1 ,

Ahj

Ahj

Ahj

pj

Ahj

hj ,
2

= hj + hj ,
...
m
m1
= hj + hj ,
...
pj
pj 1
= hj + hj
.

(4.28)

k
y 1j (t)
y 2j (t)
..
.

= hj exp{t},


t 1
2
=
hj + hj exp{t},
1!

(4.29)

4.4. :

105

 m
t m1 t2 m2
tq mq
ym
(t)
=
h
+
h
+
h
+

+
h
+ ...
j
j
1! j
2! j
q! j

tm1
1
+
hj exp{t},
(m 1)!
..
.
 p
t pj 1 t2 pj 2
tq pj q
j
p
y j j (t) = hj + hj
+ hj
+ + hj
+ ...
1!
2!
q!
tpj 1 1 
+
h exp{t},
(pj 1)! j
j = 1, . . . , s.
, (4.23).
m
ym
j (t), dy j (t)/dt
, (4.28).
dy m
j (t)
=
dt
 m1
t m2 t2 m3
tq mq1
tm2
1
= hj
+ hj
+ hj
+ + hj
+ +
h +
1!
2!
q!
(m 2)! j
t m1 t2 m2
tq mq
tm2
m
2
+ hj
+ + hj
+ +
h +
+ hj + hj
1!
2!
q!
(m 2)! j

tm1
1
+
hj exp{t} =
(m 1)!
 m
t
t2 m2
tq
m1
mq
= Ahj + Ahj
+ Ahj
+ + Ahj
+ ...
1!
2!
q!

tm1
1
+
Ahj exp{t} = Ay m
j (t),
(m 1)!
m = 1, . . . , pj , j = 1, . . . , s.
, y m
j (t) (4.23).
, n -, {1 , . . . , ` } (4.29), [a, b]. [c, d], [a, b] [c, d], 0 [c, d]. - (4.29)

106

4.

(4.23) [c, d]. t = 0


, Y (0)
, A,
Cn . 4.2.3
, det Y (t) 6= 0 [c, d],
[a, b]. (4.23) [a, b] , ,
. .
4.4.2. n -, 1 ,
2 , . . . ` (4.29),
(4.23) [a, b].
4.4.3.

,
. . 4.3.1
4.3.1
. , ? . .
, . , (
) : = p + iq,
= p iq, M () = 0, M ( ) = 0.
4.4.2 -,
, ,
.
y(t) = (y1 (t), . . . , yn (t))> ,

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

4.4. :

107

,
y R (t) = Re y(t),

y I (t) = Im y(t).


y R (t) = 0.5(y(t) + y (t)),

y I (t) = 0.5i(y (t) y(t)),

(4.30)

y R (t), y I (t)
. - n .
[a, b]. ,
rj R
[a, b].
,
+ r1 y R (t) + r2 y I (t) + = 0,

r12 + r22 > 0.

(4.30)
-,
+ 0.5(r1 ir2 )y(t) + 0.5(r1 + ir2 )y (t) + = 0,

r12 + r22 > 0.

, c
-
,
.

108

A


A.1.
m
m + n (u1 , . . . , um , x1 , . . . , xn ) Rm+n :

F1 (u1 , . . . , um , x1 , . . . , xn ) = 0,
...
(A.1)

Fm (u1 , . . . , um , x1 , . . . , xn ) = 0.
(A.1) u1 , . . . , um . (A.1) D Rn
u1 = 1 (x1 , . . . , xn ), . . . , um = m (x1 , . . . , xn )
(A.2)
, (A.1)
:
Fi (u1 (x1 , . . . , xn ), . . . , um (x1 , . . . , xn ), x1 , . . . , xn ) = 0,
(x1 , . . . , xn ) D, i = 1, . . . , m.
F1 , . . . , Fm

F1
F1
...
u1
u2
F
F2

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

= det u1
u2

D(u1 , . . . , um )
...
...
...
Fm Fm
...
u1
u2

u1 , . . . , um F1
um
F2
um
...
Fm
um

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

109

A.1.1. m
F1 (u1 , . . . , um , x1 , . . . , xn ),

...,

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


N0 = N0 (u01 , . . . , u0m , x01 , . . . , x0n ),
Fi /uj N0 , i, j = 1, . . . , m.
,
Fi (N0 ) = 0,

i = 1, . . . , m,

D(F1 , . . . , Fm )
(N0 ) 6= 0,
D(u1 , . . . , um )

1 , . . . , m M0 (x01 , . . . , x0n ), m (A.2),


|ui u0i | < i , i = 1, . . . , m
(A.1),
M0 .
[2], . 13, 2.

A.2.
m n

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

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

(A.3)

, i (x1 , . . . , xn ), i = 1, . . . , m,
n- D. . k {1, . . . , m} .
A.2.1. uk D (A.3), x = (x1 , . . . , xn ) D
uk (x) = (u1 (x), . . . , uk1 (x), uk+1 (x), . . . , um (x)),

(A.4)

110

, .
u1 , . . . , um
D,
D .
,
D (A.4)
k {1, . . . , m}, u1 , . . . , um D.
A.2.1. m n > m (A.3)

M0 = M0 (x01 , . . . , x0n ).
, - m
M0 , M0 .
i (x1 , . . . , xn ), i = 1, . . . , m M0 (x01 , . . . , x0n ),
M0 . (A.3)

1
1
1
.
.
.
x1
x2
xn

2
2

2
...

(A.5)
x1
x2
xn ,
...
...
...
...

m m
m
...
x1
x2
xn
m n .
A.2.2. (A.5)
1) r-
M0 (x01 , . . . , x0n );
2) (r + 1)- M0 ( r = min(m, n),
).

111

r , r- ,
M0 , r .
[2], . 13, 3.

112

B




3 n- , 4
n- . ,
3 4.

B.1.
-
3.3, 4.2
-. - .
1 (t),

2 (t),

...,

m (t)

(m 1) [a, b]. j (t)


- j (t), j = 1, . . . , m,
m 1 :
(m1)

j (t) = (j (t), 0j (t), . . . , j

(t))> ,

j = 1, . . . , m.

(B.1)

B.1.1. 1 (t), 2 (t), . . . , m (t), (m1)


[a, b] ,

B.1.

113

, (B.1)
- 1 (t), 2 (t), . . . , m (t)
[a, b].
. (3.17)
c1 , c2 , . . . , cm , [a, b]
m
c1 1 (t) + c2 2 (t) + + cm m (t) = 0,
c1 01 (t) + c2 02 (t) + + cm 0m (t) = 0,
...
(m1)
(m1)
(m1)
c1 1
(t) + c2 2
(t) + + cm m
(t) = 0,

(B.2)

(3.17),
(3.17) .
(B.1) (B.2)
c1 1 (t) + c2 2 (t) + + cm m (t) = 0,

(B.3)

(4.5) -
1 (t), 2 (t), . . . , m (t).
, (B.1) 1 (t), 2 (t), . . . , m (t) (B.3) (B.2). (B.2)
(3.17).
- 3.3.1 4.2.1
-.
B.1.1. (m 1) [a, b] 1 (t), 2 (t), . . . , m (t),
[a, b], :
W [1 , . . . , m ](t) = 0,

t [a, b].

114

.
1 (t),

2 (t),

...,

m (t)

B.1.1
-
1 (t),

2 (t),

...,

m (t).

(B.1)
:
(t) = det(1 (t), 2 (t), . . . , m (t)) =

1 (t)
2 (t)
...
m (t)
0
01 (t)

(t)
.
.
.
0m (t)
1

= det
..
..
..
..

.
.
.
.
(m1)
(m1)
(m1)
(t)
1
(t) 2
(t) . . . m

= W [1 , . . . , m ](t).

W [1 , . . . , m ](t)
4.2.1, (t) = 0.

B.2.

n c [a, b] aj (t) R, j = 0, . . . , n, a0 (t) 6= 0:
a0 (t)y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t) = 0.

(B.4)

(B.4)
dy(t)
= A(t)y(t),
dt

(B.5)

B.2.

115

A(t) =

0
0
..
.

1
0
..
.

0
1
..
.

0
an (t)

a0 (t)

0
an1 (t)

a0 (t)

0
an2 (t)

a0 (t)

...
...

0
0
..
.

...
,

...
1

a1 (t)
...
a0 (t)

: y(t) (B.4),
y(t) = (y(t), y 0 (t), . . . , y (n1) (t))>
(B.5). , - y(t) = (y1 (t), y2 (t), . . . , yn (t))>
(B.5), y1 (t)
(B.4).
y1 (t), y2 (t), . . . , yn (t), (B.4) n.

-,
(B.4)
(B.5).
B.2.1. y1 (t), y2 (t), . . . , yn (t) (B.4) [a, b] :
W [y1 , . . . , yn ](t) 0 [a, b] y1 (t), y2 (t),
. . . , yn (t) ;
W [y1 , . . . , yn ](t) 6= 0 t [a, b] y1 (t), y2 (t), . . . , yn (t)
[a, b].
. t0 [a, b]
: W [y1 , . . . , yn ](t0 ) = 0.
-
(n1)

y j (t) = (yj (t), yj0 (t), . . . , yj

(t))> ,

j = 1, . . . , n,

(B.5),
Y (t) = (y 1 (t), y 2 (t), . . . , y n (t))

116

t = t0 : det Y (t0 ) = W [y1 , . . . , yn ](t0 ) = 0. 4.2.3 , det Y (t) 0


[a, b], - y 1 (t), y 2 (t), . . . , y n (t)
. B.1.1 y1 (t), y2 (t), . . . , yn (t)
W [y1 , . . . , yn ](t) 0 [a, b].
t0 [a, b] , det Y (t0 ) = W [y1 , . . . , yn ](t0 ) 6= 0, , 4.2.3 , , W [y1 , . . . , yn ](t) =
det Y (t) 6= 0 [a, b], - y 1 (t), y 2 (t), . . . , y n (t)
. B.1.1 y1 (t), y2 (t), . . . , yn (t)
.

B.3.


, (B.4) n [a, b] n .
B.3.1. (B.4) [a, b]
aj (t), j = 1, . . . , n, a0 (t) 6= 0,
[a, b].
. (B.4) (B.5). 4.3.1 Y (t), - (B.5). B.1.1
- (B.4)
.

B.4.

117

B.3.2. y1 (t), y2 (t), . . . , yn (t)


(B.4) [a, b].
yOO (t) = c1 y1 (t) + c2 y2 (t) + + cn yn (t),

cj C,

j = 1, . . . , n. (B.6)

. (B.6) (B.4) . , (B.6)


(B.6). ,
y(t) (B.6) -
y(t) = (y(t), y 0 (t), . . . , y (n1) (t))> ,
-
(n1)

y j (t) = (yj (t), yj0 (t), . . . , yj

(t))> ,

j = 1, . . . , n,

. (B.5),
B.1.1 - y 1 (t), y 2 (t), . . . , y n (t) [a, b] (B.5)
. 4.3.2 (B.5), y(t),
c1 , c2 , . . . , cn , [a, b]
y(t) = c1 y 1 (t) + c2 y 2 (t) + + cn y n (t),
y(t) = c1 y1 (t) + c2 y2 (t) + + cn yn (t).
, y(t) c1 , c2 , . . . , cn
. B.3.2 .

B.4.
,


[a, b] aj (t) R, j = 0, . . . , n,

118

a0 (t) 6= 0 f (t):
a0 (t)y (n) (t) + a1 (t)y (n1) (t) + + an1 (t)y 0 (t) + an (t)y(t) = f (t). (B.7)
y1 (t), y2 (t), . . . , yn (t) (f (t) 0) [a, b], yH (t) ()
(B.7). 3.4.3 (B.7)
yOH (t) = yH (t) + yOO (t) = yH (t) + c1 y1 (t) + c2 y2 (t) + + cn yn (t),
cj C, j = 1, . . . , n. (B.8)
yH (t) (B.7) ,
(B.4). , (B.6)
, c1 , c2 , . . . , cn [a, b]
c1 (t), c2 (t), . . . , cn (t), :
yH (t) = c1 (t)y1 (t) + c2 (t)y2 (t) + + cn (t)yn (t).

(B.9)

-
(n1)

y j (t) = (yj (t), yj0 (t), . . . , yj

(t))> ,

j = 1, . . . , n,

(B.5), Y (t) = (y 1 (t), y 2 (t), . . . , y n (t))


,
(n1)

0
y H (t) = (yH (t), yH
(t), . . . , yH

(t))> .

-
c(t) = (c1 (t), c2 (t), . . . , cn (t))> ,
y H (t) = Y (t)c(t)
:
dy(t)
= A(t)y(t) + f (t),
dt

(B.10)

B.5.

119

f (t) = (0, 0, . . . , 0, f (t)/a0 (t))> , A(t) (B.5).


4.3.4
(4.18) ,
Zt
y H (t) =

Z(t, )f (t)d,

Z(t, ) = Y (t)Y 1 ( ),

t0

-.
- c(t)
(4.21) 4.3.4 Y (t)dc(t)/dt = f (t),

y1 (t)
y10 (t)
..
.

y2 (t)
y20 (t)
..
.

...
...

yn (t)
yn0 (t)
..
.

c01 (t)
c02 (t)

..

(n2)
(t) c0n1 (t)
yn
(n1)
c0n (t)
(t)
yn

...
(n2)
(n2)
y1
(t) y2
(t) . . .
(n1)
(n1)
y1
(t) y2
(t) . . .

0
0
..
.




=
0

f (t)
a0 (t)

det Y (t) 6= 0,
c0k (t) = gk (t), t [a, b]. ,
Zt
ck (t) =

gk ( )d,

k = 1, 2, . . . , n,

t0

(B.7)

yH (t) =

n
X
k=1

Zt
yk (t)

gk ( )d.
t0

(B.4) (B.9).

120

B.5.


n c aj R, j = 0, . . . , n, a0 6= 0:
a0 y (n) (t) + a1 y (n1) (t) + + an1 y 0 (t) + an y(t) = 0.

(B.11)

(B.11) (B.11)

dy(t)
= Ay(t),
dt

0
1
0
0
0
1

..
..
..
.
.
A=
.
0
0
0
a
an1
an2
n

a0
a0
a0

...
...

0
0
..
.

...
...
1
a1
...
a0

(B.12)

.
A (B.12). , .
, ,

1
0
...
0

1
...
0

..
..
..
..
= 0.

.
.
...
.
det(A E) = det .

0
0
0
...
1

a
an1
an2
a1
n

...

a0
a0
a0
a0
,

121

(B.11):
a0 n + a1 n1 + + an1 + an = 0.

(B.13)

, j
{1 , . . . , ` } k1 , . . . , k` (k1 + + k` = n)
1
hj , dim Ker (A j E) = 1,
kj > 1, kj 1
2

kj

hj , hj , . . . , hj ,

j = 1, . . . , `.

(4.29) 4.4.2:


t 1
1
2
hj exp{j t},
hj + hj exp{j t}, . . .
1!


t kj 1 t2 kj 2
tkj 1 1
kj
+ hj
+ +
hj exp{j t},
. . . , hj + h j
1!
2!
(kj 1)!
j = 1, . . . , `.
- (B.11):
b1j

b2j


t 1
+ bj exp{j t}, . . .
1!

exp{j t},


t kj 1 t2 kj 2
tkj 1 1
kj
. . . , bj + b j
+ bj
+ +
b exp{j t}, (B.14)
1!
2!
(kj 1)! j
m

bm
j hj , j = 1, . . . , `. , b1j 6= 0, (B.14)
. (B.11)

exp{j t},

t exp{j t},

...,

tkj 1 exp{j t},

j = 1, . . . , `.

(B.15)

3.4.2 (B.15) [a, b]

122
(B.11).

1. ..
. .: - , 2007.
2. .., .., ..
. 1. .: - , 1985.
3. .. . .: , 2003.
4. .. .
.: , 1983.
5. .., .., .. . .: , 1985.
6. .. . .: , 2004.
7. .. . : - , 2000.
8. ..
. .: , 2002.