常系数非齐次线性微分方程特解的一种求法--升阶法

考虑 n阶常系数非齐次线性方程y(n) +p1y(n- 1) +… +pn- 1y′+pny =f ( x) ( 1 )方程 ( 1 )的通解等于其对应的齐次方程y(n) +p1y(n- 1) +… +pn- 1y′+pny =0 ( 2 )的通解与它本身的一个特解之和。而方程 ( 2 )的通解 ,只要能求得 ( 2 )对应的特征方程的特征根 ,则( 2 )的通解问题就解决了。因此 ,求得 ( 1 )的一个特解就成为求微分方程 ( 1 )的通解的关键了。一般常微分方程教材或参考书 ,对于 f( x)的不同类型 ,分别采用降阶法、待定系数法、常数变易法、拉普拉斯变换法、算子法等方法求得其特解。本文再介绍一种新的方法——升阶法 ,用…     

用升阶法求常系数非齐次线性微分方程的特解

一、引子线性非齐次方程的通解等于相应的齐次方程的通解加上自身的一个特解。对于二阶常系数非齐次线性方程y″+py′+qy =f ( x) ( 1 )因其相应的齐次方程 y″+py′+qy=0的通解已解决 ,这样方程 ( 1 )的特解的求得 ,就成为 ( 1 )通解求得的关键。针对 ( 1 )中 f( x)是某些特殊类型的函数 ,特别是 p( x) ,p( x) eλx,[p1( x) cosωx+p2 ( x) sinωx]eλx,(其中 p( x) ,p1( x)和 p2 ( x)为多项式 )时 ,一般教科书均按待定系数法来求得 ( 1 )的特解。当然 ,待定系数法有其方程式化的特点 ,但计算量太大。本文用升阶法来求常系数非齐次线性方程…     

两类一阶线性偏微分方程的解

利用二元复合函数求导的链式法则,推导一阶线性齐次偏微分方程P(x)f1x+Q(y)f1y=0的解,由此得出一阶线性非齐次偏微分方程P(x)f1x+Q(x)f1y=R(x)f和P(x) f1zx+Q(y)f1y=R(x)f的通解.     

一类二阶常数非齐次微分方程的解法

我们学过对于二阶常系数非齐次线性微分方程 y"+py′+qy=f(x) 当f(x)具有eλxpm(x)或eλx[Pl(x)cosωx十Pn(x)sinωx]时的解法,其中较繁琐的是求其特解.由此,我想针对一类特定方程,提出一种可避开求特解这一过程的解法.     

求高阶常系数非齐次线性微分方程特解的新方法

求高阶常系数非齐次线性微分方程:y(n)+P1y(n-1)+…+Pny=f(x)(P1,P2,…,Pn是实数)的特解的一种新方法.首先将该方程降为n个一阶非齐次线性微分方程组:其中w1,w2,…,wn是对应的齐次方程的特征方程:tn+P1tn-1+…+Pn=0的n个根.然后得出了求原方程一个特解的迭代公式.     

一类二阶常系数非齐次微分方程的解法

我们学过对于二阶常系数非齐次线性微分方程 y"+py′+qy=f(x) 当f(x)具有eλxpm(x)或eλx[Pl(x)cosωx十Pn(x)sinωx]时的解法,其中较繁琐的是求其特解.由此,我想针对一类特定方程,提出一种可避开求特解这一过程的解法.     

高阶常系数线性微分方程的一种积分形式特解

利用微分算子及n阶常系数非齐次线性微分方程的特征方程根与系数的关系给出其特解的逐次积分形式,并由此给出自由项f(x)=Pm(x)eλx(其中Pm(x)为m次多项式)时特解的简单递推公式.     

用积分法求解二阶常系数微分方程

给出二阶常系数线性非齐次微分方程y〃+py′+qy=f(x)特解的积分形式公式,并借助实例加以说明.     

高阶常系数非齐次线性微分方程的新解法

提出了高阶常系数非齐次线性微分方程y(n)+P1y(n-1)+…+Pny=f(x)(P1,P2,…,Pn是实数)的一种新解法.首先将该方程降为n个一阶非齐次线性微分方程组:y1′-w1y1=f(x),y2′-w2y2=y1,…………………yn′-wnyn=yn-1,其中w1,w2,…,wn是对应的齐次方程的特征方程tn+P1tn-1+…+Pn=0的n个根.然后求出它的通解y=yn,最后得出了求原方程一个特解的迭代公式.     

有限递推法与待定系数法的计算复杂性比较——用于求y"+py'+qy=P_m(x)e~(ax)cosbx(或sinbx)的特解时

分析了在求二阶常系数线性常微分方程y"+py'+qy=P_m(x)e~(ax)cos bx;y"+py'+qy=P_m(x)e~(ax)sin bx的特解时;采用有限递推法或待定系数法的各自计算复杂性.证明了在求上述方程特解时,有限递推法在计算复杂性上优于待定系数法.     

变量代换法在解微分方程中的应用

归纳总结利用变量代换求解不同类型常微分方程的方法与技巧,并借助两个实例的多种解法加以说明.     

利用Prüfer变换求解微分方程

针对一类二阶非线性常微分方程,利用Prüfer变换将其约化为特殊的一阶常微分方程组,从而使其求解过程得以简化.实例说明应用Prüfer变换求解一类偏微分方程边值问题的技巧.     

Solving Inhomogeneous Linear Partial Differential Equations

Lagrange＇s variation-of-constants method for solving linear inhomogeneous ordinary differential equations （ode＇s） is replaced by a method based on the Loewy decomposition of the corresponding homogeneous equation. It uses only properties of the equations and not of its solutions. As a consequence it has the advantage that it may be generalized for partial differential equations （pde＇s）. It is applied to equations of second order in two independent variables, and to a certain system of third-order pde＇s. Therewith all possible linear inhomogeneous pde＇s are covered that may occur when third-order linear homogeneous pde＇s in two independent variables are solved.     

Solving Differential Matrix Equations using Parareal

Differential matrix equations appear in many applications like optimal control of partial differential equations, balanced truncation model order reduction of linear time varying systems and many more. Here, we will focus on differential Riccati equations (DRE). Solving such matrix-valued ordinary differential equations (ODE) is a highly time consuming process. We present a Parareal based algorithm applied to Rosenbrock methods for the solution of the matrix-valued differential Riccati equations. Considering problems of moderate size, direct matrix equation solvers for the solution of the algebraic Lyapunov equations arising inside the time intgration methods are used. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Correction Procedure for Solving Partial Differential Equations

The correction procedure has been discussed by L. Fox and V. Pereyra for accelerating the convergence of a certain approximate solution. Its theoretical basis is the existence of an asymptotic expansion for the error of discretization proved by Filippov and Rybinskii and Stetter: $u-u_h=h^2 v+O(h^4)$, where $u$ is the solution of the original differential equation, $u_h$ the solution of the approximate finite difference equation with parameter $h$ and $v$ the solution of a correction differential equation independent of $h$. Stetter et al. used the extrapolation procedure to eliminate the auxiliary function $v$ while Pereyra et al. used some special procedure to solve v approximately. In the present paper we will present a difference procedure for solving $v$ easily.     

Operator Method of Solving Nonlinear Differential Equations

We discuss the possibility of applying linear structures for solving nonlinear differential equations.     

Second-Order Methods for Solving Stochastic Differential Equations

In this paper we discuss the numerical methods with second-order accuracy for solving stochastic differential equations. An unbiased sample approximation method for $I_n=\int ^{t_{n+1}}_{t_n}(B_u-B_{t_n})^2du$ is proposed, where {$B_u$} is a Brownian motion. Then second-order schemes are derived both for scalar cases and for system cases. The errors are measured in the mean square sense. Several numerical examples are included, and numerical results indicate that second-order schemes compare favorably with Euler's schemes and 1.5th-order schemes.     

Solving Second-Order Differential Equations with Lie Symmetries

Lie"s theory for solving second-order quasilinear differential equations based on its symmetries is discussed in detail. Great importance is attached to constructive procedures that may be applied for designing solution algorithms. To this end Lie"s original theory is supplemented by various results that have been obtained after his death one hundred years ago. This is true above all of Janet"s theory for systems of linear partial differential equations and of Loewy"s theory for decomposing linear differential equations into components of lowest order. These results allow it to formulate the equivalence problems connected with Lie symmetries more precisely. In particular, to determine the function field in which the transformation functions act is considered as part of the problem. The equation that originally has to be solved determines the base field, i.e. the smallest field containing its coefficients. Any other field occurring later on in the solution procedure is an extension of the base field and is determined explicitly. An equation with symmetries may be solved in closed form algorithmically if it may be transformed into a canonical form corresponding to its symmetry type by a transformation that is Liouvillian over the base field. For each symmetry type a solution algorithm is described, it is illustrated by several examples. Computer algebra software on top of the type system ALLTYPES has been made available in order to make it easier to apply these algorithms to concrete problems.     

变量代换法在常微分方程求解中的应用

本文总结归纳了常数代换法在常微分方程中的应用技巧,从而对常微分方程的求解方法进行了拓展.