Unit D2: First-Order Models and Exact Equations第D2单元:一阶模型与恰当方程
First-order differential equations turn verbal rules about rates into solvable models. This unit builds the modeling toolkit (mixing, cooling, logistic growth) alongside the exact-equation and integrating-factor machinery that solves them.
一阶微分方程将关于变化率的文字规律转化为可求解的模型。本单元建立建模工具包(混合问题、冷却、逻辑斯谛增长),同时介绍求解所需的恰当方程(exact equation)与积分因子(integrating factor)方法。
separable)和一阶线性方程。我们从将过程建模为一阶ODE开始,逐步介绍混合问题(水箱模型)、恰当方程(exact equation)、积分因子、Bernoulli方程与齐次换元,以及自治方程的稳定性。结尾部分将恰当性与保守场联系起来,并陈述存在唯一性定理。请先自行求解每个例题,再打开查看,并对照解析核查每道测验的答案。
Modeling with First-Order ODEs一阶ODE建模
A great many physical, biological, and financial processes are governed by a single rule: the rate at which a quantity changes is some known function of the quantity itself and of time. Writing $y(t)$ for the quantity and $y' = dy/dt$ for its rate of change, every such rule is a first-order ordinary differential equation. Building the equation from the description of the process is called modeling, and it is the first skill this unit develops.
大量物理、生物和金融过程都遵循同一规律:某量的变化率是该量本身与时间的某个已知函数。用 $y(t)$ 表示该量,$y' = dy/dt$ 表示其变化率,每条这样的规律就是一个一阶常微分方程。从过程描述建立方程称为建模,这是本单元培养的第一项技能。
The two workhorse models are exponential and logistic growth. Exponential growth assumes the rate is proportional to the present amount; logistic growth corrects this by slowing the rate as the population approaches a carrying capacity $K$.
两个核心模型是指数增长和逻辑斯谛增长(logistic)。指数增长假设变化率与当前量成正比;逻辑斯谛增长通过在种群接近环境容纳量(carrying capacity)$K$ 时降低增长速率来修正这一假设。
Remark. A first-order equation $y' = f(t,y)$ can be visualized by its direction field: at each point $(t,y)$ draw a short segment of slope $f(t,y)$. Solution curves thread through the field tangent to these segments, which lets you read off qualitative behavior before solving anything.
注记。 一阶方程 $y' = f(t,y)$ 可通过其方向场可视化:在每点 $(t,y)$ 处画一段斜率为 $f(t,y)$ 的短线段。解曲线沿与这些线段相切的方向穿越方向场,使你无需求解即可读出定性行为。
Worked Example 1.1: Newton's law of cooling例题 1.1:牛顿冷却定律
A body at temperature $T(t)$ sits in surroundings held at $T_a$. Newton's law states that the rate of cooling is proportional to the temperature difference. Model and solve.
温度为 $T(t)$ 的物体置于温度恒为 $T_a$ 的环境中。牛顿冷却定律(Newton's law of cooling)指出:冷却速率与温差成正比。建立模型并求解。
The verbal rule becomes $T' = -k(T - T_a)$ with $k > 0$. This is linear and separable. Let $u = T - T_a$, so $u' = T'$ and $u' = -ku$, giving $u = u_0 e^{-kt}$.
文字规律化为 $T' = -k(T - T_a)$,$k > 0$。此方程为一阶线性且可分离变量。令 $u = T - T_a$,则 $u' = T'$,$u' = -ku$,得 $u = u_0 e^{-kt}$。
$$ T(t) = T_a + (T_0 - T_a)\,e^{-kt}. $$As $t \to \infty$ the exponential decays and $T \to T_a$: the body approaches ambient temperature, exactly as physical intuition demands.
当 $t \to \infty$ 时指数项衰减,$T \to T_a$:物体趋近于环境温度,完全符合物理直觉。
Worked Example 1.2: a falling body with linear air resistance例题 1.2:有线性空气阻力的下落物体
A mass $m$ falls under gravity $g$ with air resistance proportional to velocity, $F_{\text{drag}} = -bv$ with $b > 0$. Model the velocity $v(t)$, solve, and interpret the long-run behavior.
质量为 $m$ 的物体在重力 $g$ 下下落,空气阻力与速度成正比:$F_{\text{drag}} = -bv$,$b > 0$。建立速度 $v(t)$ 的模型,求解并解释长期行为。
Newton's second law $m v' = mg - bv$ gives the first-order linear equation
牛顿第二定律 $m v' = mg - bv$ 给出一阶线性方程
$$ v' + \frac{b}{m}\,v = g, \qquad v(0) = v_0. $$Separate variables, or notice the constant-coefficient form. With $k = b/m$, the integrating factor is $e^{kt}$ and $(e^{kt}v)' = g\,e^{kt}$, so $e^{kt}v = \tfrac{g}{k}e^{kt} + C$. Solving for $v$ and applying $v(0) = v_0$,
分离变量,或注意到常系数形式。令 $k = b/m$,积分因子为 $e^{kt}$,$(e^{kt}v)' = g\,e^{kt}$,故 $e^{kt}v = \tfrac{g}{k}e^{kt} + C$。解出 $v$ 并代入 $v(0) = v_0$,
$$ v(t) = \frac{mg}{b} + \left(v_0 - \frac{mg}{b}\right)e^{-bt/m}. $$As $t \to \infty$ the exponential vanishes and $v \to mg/b$, the terminal velocity. This is exactly the equilibrium where drag balances gravity, $bv = mg$, so the body stops accelerating.
当 $t \to \infty$ 时指数项消失,$v \to mg/b$,即终端速度。这正是阻力与重力平衡 $bv = mg$ 的平衡解,物体停止加速。
Worked Example 1.3: reading a direction field例题 1.3:读取方向场
Without solving, describe the solutions of $y' = y - t$ that pass through the line $y = t$.
不求解,描述 $y' = y - t$ 中穿过直线 $y = t$ 的解的行为。
The slope at any point is $f(t,y) = y - t$. On the line $y = t$ the slope is $0$, so every solution crossing that line does so with a horizontal tangent. Above the line, $y > t$ gives $y' > 0$ (solutions rise); below it, $y < t$ gives $y' < 0$ (solutions fall).
任意点处的斜率为 $f(t,y) = y - t$。在直线 $y = t$ 上斜率为 $0$,故每条穿过该线的解曲线在此处有水平切线。线上方 $y > t$ 时 $y' > 0$(解上升);线下方 $y < t$ 时 $y' < 0$(解下降)。
The line $y = t + 1$ is itself a solution, since substituting $y = t+1$ gives $y' = 1$ and $y - t = 1$, an identity. Solutions above this line curve upward and away from it, while those below are funneled toward it for a while before bending away. Reading slopes alone reveals the linear solution $y = t+1$ acts as a separatrix, all visible before any integration.
直线 $y = t + 1$ 本身是一个解:代入 $y = t+1$ 得 $y' = 1$,$y - t = 1$,构成恒等式。此线上方的解曲线向上弯离,下方的解曲线先被吸引再弯离。仅读斜率便可发现线性解 $y = t+1$ 充当分界线(separatrix),无需积分即可看出。
Mixing Problems混合问题(水箱模型)
Mixing problems are the canonical application of first-order linear ODEs. A tank holds a solute dissolved in a fluid; brine flows in at one concentration and rate, the tank is kept well stirred, and the mixture flows out. We track the amount of solute $A(t)$ in the tank, and the governing principle is conservation of mass.
混合问题(水箱模型)是一阶线性ODE的经典应用。水箱盛有溶于液体中的溶质;盐水以某浓度和流率流入,水箱充分搅拌,混合液体流出。我们追踪水箱中溶质量 $A(t)$,基本原理是质量守恒。
When the inflow and outflow rates are equal, $V$ is constant and the equation is linear with constant coefficients. The standard linear form is $A' + p(t)A = q(t)$, solved by the integrating factor of Section 4.
当流入与流出速率相等时,$V$ 为常数,方程为常系数线性方程。标准线性形式为 $A' + p(t)A = q(t)$,用第4节的积分因子求解。
Worked Example 2.1: salt in a well-stirred tank例题 2.1:充分搅拌水箱中的盐
A tank holds $100$ liters of pure water. Brine with $2$ grams of salt per liter flows in at $5$ liters per minute; the stirred mixture flows out at $5$ liters per minute. Find $A(t)$, the grams of salt at time $t$.
水箱盛有 $100$ 升纯水。浓度为每升 $2$ 克的盐水以每分钟 $5$ 升的速率流入;搅拌后的混合液以每分钟 $5$ 升流出。求时刻 $t$ 时的盐量 $A(t)$(克)。
Volume stays at $100$ liters. Rate in is $(2)(5) = 10$ grams per minute. Rate out is $(A/100)(5) = A/20$ grams per minute.
体积保持 $100$ 升不变。流入速率为 $(2)(5) = 10$ 克/分钟;流出速率为 $(A/100)(5) = A/20$ 克/分钟。
$$ A' = 10 - \frac{A}{20}, \qquad A(0) = 0. $$Rewrite as $A' + \tfrac{1}{20}A = 10$. The integrating factor is $\mu = e^{t/20}$, so $(e^{t/20}A)' = 10\,e^{t/20}$. Integrate:
改写为 $A' + \tfrac{1}{20}A = 10$。积分因子为 $\mu = e^{t/20}$,故 $(e^{t/20}A)' = 10\,e^{t/20}$。积分:
$$ e^{t/20}A = 200\,e^{t/20} + C \implies A(t) = 200 + C e^{-t/20}. $$Apply $A(0) = 0$: $0 = 200 + C$, so $C = -200$.
代入 $A(0) = 0$:$0 = 200 + C$,故 $C = -200$。
$$ A(t) = 200\left(1 - e^{-t/20}\right). $$As $t \to \infty$, $A \to 200$ grams, which is the steady state where inflow concentration $2$ g/L fills the entire $100$ L tank.
当 $t \to \infty$ 时,$A \to 200$ 克,即稳态:流入浓度 $2$ 克/升充满整个 $100$ 升水箱。
Worked Example 2.2: a tank whose volume changes例题 2.2:体积变化的水箱
A tank starts with $200$ L of brine containing $10$ kg of salt. Pure water flows in at $4$ L/min and the well-stirred mixture flows out at $6$ L/min. Find the salt $A(t)$ while the tank still holds liquid.
水箱初始盛有含 $10$ 千克盐的 $200$ 升盐水。纯水以 $4$ 升/分钟流入,混合液以 $6$ 升/分钟流出。在水箱未排空期间求盐量 $A(t)$。
Now inflow and outflow differ, so the volume drains: $V(t) = 200 + (4 - 6)t = 200 - 2t$, valid for $0 \le t < 100$. The inflow is pure water, so the rate in is $0$. The rate out is the concentration $A/V$ times the outflow rate $6$:
流入与流出不等,体积减少:$V(t) = 200 + (4 - 6)t = 200 - 2t$,对 $0 \le t < 100$ 有效。流入为纯水,故流入速率为 $0$。流出速率为浓度 $A/V$ 乘以体积速率 $6$:
$$ A' = 0 - \frac{A}{200 - 2t}\cdot 6 = -\frac{6A}{200 - 2t} = -\frac{3A}{100 - t}. $$This is linear and separable. Separate: $\dfrac{dA}{A} = -\dfrac{3}{100 - t}\,dt$. Integrate, using $\int \frac{dt}{100 - t} = -\ln|100 - t|$:
方程为一阶线性且可分离。分离变量:$\dfrac{dA}{A} = -\dfrac{3}{100 - t}\,dt$。积分,用 $\int \frac{dt}{100 - t} = -\ln|100 - t|$:
$$ \ln|A| = 3\ln|100 - t| + C_1 \implies A = C(100 - t)^3. $$Apply $A(0) = 10$: $10 = C(100)^3$, so $C = 10/10^6 = 10^{-5}$. Hence
代入 $A(0) = 10$:$10 = C(100)^3$,故 $C = 10^{-5}$。从而
$$ A(t) = 10^{-5}(100 - t)^3, \qquad 0 \le t < 100. $$The salt falls to $0$ as the tank empties at $t = 100$, which is correct: with pure water in and brine out, all the salt is eventually flushed.
当 $t = 100$ 时水箱排空,盐量降至 $0$,这是正确的:纯水流入、盐水流出,最终所有盐都被冲走。
Worked Example 2.3: steady-state concentration directly例题 2.3:直接求稳态浓度
A $500$ L tank of pure water receives brine at $0.4$ kg/L flowing in at $10$ L/min, with equal outflow. Without solving the full IVP, find the eventual salt content, then confirm it is the equilibrium.
$500$ 升纯水水箱以每分钟 $10$ 升的速率接收浓度为 $0.4$ 千克/升的盐水,流出速率相等。不求解完整初值问题,直接求最终盐量,然后验证它是平衡解。
The model is $A' + \tfrac{10}{500}A = (0.4)(10) = 4$, that is $A' + 0.02A = 4$. The steady state is the constant solution where $A' = 0$:
模型为 $A' + \tfrac{10}{500}A = (0.4)(10) = 4$,即 $A' + 0.02A = 4$。稳态是 $A' = 0$ 时的常数解:
$$ 0 = 4 - 0.02A^{*} \implies A^{*} = 200 \text{ kg}. $$The full solution is $A(t) = 200 + Ce^{-0.02t}$; whatever the start, the transient $Ce^{-0.02t}$ decays and $A \to 200$. The steady concentration is $200/500 = 0.4$ kg/L, equal to the inflow concentration, exactly as conservation predicts when the tank is fully replaced by inflowing brine.
完整解为 $A(t) = 200 + Ce^{-0.02t}$;无论初始值如何,暂态项 $Ce^{-0.02t}$ 衰减,$A \to 200$。稳态浓度为 $200/500 = 0.4$ 千克/升,等于流入浓度,与守恒定律在盐水完全替换后的预测完全一致。
Exact Equations恰当方程(全微分方程)
Some first-order equations are neither separable nor linear, yet they carry a hidden conservation law. Written in differential form $M(x,y)\,dx + N(x,y)\,dy = 0$, an equation is exact when the left side is the total differential of a single function $F(x,y)$. The solutions are then the level curves $F = C$.
有些一阶方程既非可分离变量也非线性,但隐含着一条守恒律。写成微分形式 $M(x,y)\,dx + N(x,y)\,dy = 0$,当左端是某函数 $F(x,y)$ 的全微分时,该方程称为恰当方程(exact equation)。解为等值线 $F = C$。
The test comes straight from Clairaut's theorem on mixed partials: if $F_x = M$ and $F_y = N$, then $M_y = F_{xy} = F_{yx} = N_x$. The construction of $F$ mirrors recovering a potential from a conservative vector field.
该检验直接来自Clairaut混合偏导定理:若 $F_x = M$,$F_y = N$,则 $M_y = F_{xy} = F_{yx} = N_x$。构造 $F$ 的过程与从保守向量场中恢复势函数完全一样。
Going deeper: why $M_y = N_x$ certifies a potential深入探讨:为什么 $M_y = N_x$ 保证势函数存在
Suppose $M_y = N_x$ on a simply connected region. We build $F$ explicitly. Integrate $M$ in $x$, holding $y$ fixed:
设 $M_y = N_x$ 在单连通区域上成立。我们显式构造 $F$。固定 $y$,对 $M$ 关于 $x$ 积分:
$$ F(x,y) = \int M(x,y)\,dx + g(y), $$where the constant of integration is an unknown function $g(y)$ because $y$ was held fixed. Differentiating in $y$ and matching $F_y = N$:
积分常数是未知函数 $g(y)$,因为 $y$ 被固定。对 $y$ 求导并令 $F_y = N$:
$$ F_y = \frac{\partial}{\partial y}\int M\,dx + g'(y) = N \implies g'(y) = N - \frac{\partial}{\partial y}\int M\,dx. $$The right side is a function of $y$ alone: its $x$-derivative is $N_x - \partial_x \partial_y \int M\,dx = N_x - M_y = 0$ by hypothesis. So $g$ can be recovered by a single integration in $y$, and $F$ exists. This is the same logic that recovers a scalar potential for a conservative field.
右端仅是 $y$ 的函数:其对 $x$ 的偏导为 $N_x - \partial_x \partial_y \int M\,dx = N_x - M_y = 0$(由假设)。故 $g$ 可通过对 $y$ 的一次积分恢复,$F$ 存在。这与从保守场中恢复标量势的逻辑完全相同。
Worked Example 3.1: solving an exact equation例题 3.1:求解恰当方程
Solve $(2xy + 3)\,dx + (x^2 - 1)\,dy = 0$.
求解 $(2xy + 3)\,dx + (x^2 - 1)\,dy = 0$。
Here $M = 2xy + 3$ and $N = x^2 - 1$. Test: $M_y = 2x$ and $N_x = 2x$, equal, so the equation is exact.
此处 $M = 2xy + 3$,$N = x^2 - 1$。检验:$M_y = 2x$,$N_x = 2x$,相等,故方程为恰当方程。
Integrate $M$ in $x$: $F = x^2 y + 3x + g(y)$. Then $F_y = x^2 + g'(y)$ must equal $N = x^2 - 1$, so $g'(y) = -1$ and $g(y) = -y$.
对 $M$ 关于 $x$ 积分:$F = x^2 y + 3x + g(y)$。则 $F_y = x^2 + g'(y)$ 须等于 $N = x^2 - 1$,故 $g'(y) = -1$,$g(y) = -y$。
$$ F(x,y) = x^2 y + 3x - y = C. $$This implicit relation is the general solution; an initial condition fixes $C$.
此隐式关系为通解(general solution);初始条件确定 $C$ 的值。
Worked Example 3.2: an exact IVP, integrating $N$ in $y$ first例题 3.2:恰当初值问题,先对 $N$ 关于 $y$ 积分
Solve $(3x^2 y + 2xy + y^3)\,dx + (x^3 + x^2 + 3xy^2)\,dy = 0$ with $y(0) = 1$.
求解 $(3x^2 y + 2xy + y^3)\,dx + (x^3 + x^2 + 3xy^2)\,dy = 0$,初始条件 $y(0) = 1$。
Set $M = 3x^2 y + 2xy + y^3$ and $N = x^3 + x^2 + 3xy^2$. Test exactness:
设 $M = 3x^2 y + 2xy + y^3$,$N = x^3 + x^2 + 3xy^2$。检验恰当性:
$$ M_y = 3x^2 + 2x + 3y^2, \qquad N_x = 3x^2 + 2x + 3y^2. $$They agree, so the equation is exact. This time integrate $N$ in $y$ (holding $x$ fixed), which is the cleaner route here:
两者相等,方程为恰当方程。本次先对 $N$ 关于 $y$ 积分(固定 $x$),这里是更简洁的路径:
$$ F = \int N\,dy = x^3 y + x^2 y + xy^3 + h(x). $$Now match $F_x = M$: differentiating gives $F_x = 3x^2 y + 2xy + y^3 + h'(x)$, which must equal $M = 3x^2 y + 2xy + y^3$. Hence $h'(x) = 0$ and $h$ is a constant absorbed into $C$:
令 $F_x = M$:求导得 $F_x = 3x^2 y + 2xy + y^3 + h'(x)$,须等于 $M = 3x^2 y + 2xy + y^3$。故 $h'(x) = 0$,$h$ 为常数并入 $C$:
$$ F(x,y) = x^3 y + x^2 y + xy^3 = C. $$Apply $y(0) = 1$: every term has a factor of $x$, so $F(0,1) = 0 = C$. The particular solution is the implicit relation $x^3 y + x^2 y + xy^3 = 0$, equivalently $x\big(x^2 y + xy + y^3\big) = 0$.
代入 $y(0) = 1$:每项都含因子 $x$,故 $F(0,1) = 0 = C$。特解(particular solution)为隐式关系 $x^3 y + x^2 y + xy^3 = 0$,即 $x\big(x^2 y + xy + y^3\big) = 0$。
Worked Example 3.3: recognizing a non-exact equation例题 3.3:识别非恰当方程
Decide whether $(3xy + y^2)\,dx + (x^2 + xy)\,dy = 0$ is exact.
判断 $(3xy + y^2)\,dx + (x^2 + xy)\,dy = 0$ 是否为恰当方程。
With $M = 3xy + y^2$, $N = x^2 + xy$: $M_y = 3x + 2y$ while $N_x = 2x + y$. Since $3x + 2y \ne 2x + y$ in general, the equation is not exact, and the level-curve method does not apply as written.
设 $M = 3xy + y^2$,$N = x^2 + xy$:$M_y = 3x + 2y$,$N_x = 2x + y$。一般而言 $3x + 2y \ne 2x + y$,故方程不是恰当方程,等值线方法不可直接应用。
The remedy belongs to Section 4: test $(M_y - N_x)/N = (x + y)/(x^2 + xy) = (x+y)/\big(x(x+y)\big) = 1/x$, a function of $x$ alone, so the integrating factor $\mu = e^{\int (1/x)\,dx} = x$ restores exactness. The lesson is that failing the test is not a dead end, it is the signal to look for an integrating factor.
补救方法见第4节:检验 $(M_y - N_x)/N = (x + y)/(x^2 + xy) = 1/x$,仅为 $x$ 的函数,故积分因子 $\mu = e^{\int (1/x)\,dx} = x$ 可恢复恰当性。教训是:检验失败并非死路,而是寻找积分因子的信号。
Integrating Factors积分因子
Two distinct uses of the phrase integrating factor appear in first-order theory. First, every linear equation $y' + p(x)y = q(x)$ can be solved by multiplying through by a factor that turns the left side into an exact derivative. Second, a nonexact equation $M\,dx + N\,dy = 0$ can sometimes be made exact by multiplying by a suitable factor $\mu$.
积分因子(integrating factor)在一阶理论中有两种不同用途。第一,每个线性方程 $y' + p(x)y = q(x)$ 都可通过乘以某因子将左端转化为恰当导数来求解。第二,非恰当方程 $M\,dx + N\,dy = 0$ 有时可通过乘以合适因子 $\mu$ 使其变为恰当方程。
For a nonexact form, when the combination $(M_y - N_x)/N$ depends on $x$ alone, an integrating factor in $x$ exists; when $(N_x - M_y)/M$ depends on $y$ alone, one in $y$ exists.
对于非恰当形式,若组合 $(M_y - N_x)/N$ 仅依赖 $x$,则存在仅关于 $x$ 的积分因子;若 $(N_x - M_y)/M$ 仅依赖 $y$,则存在仅关于 $y$ 的积分因子。
Going deeper: deriving the linear integrating factor深入探讨:推导线性积分因子
We seek $\mu(x)$ so that multiplying $y' + p y = q$ by $\mu$ makes the left side a single derivative $(\mu y)'$. Expand the target:
我们寻求 $\mu(x)$,使得用 $\mu$ 乘以 $y' + p y = q$ 后,左端变为单一导数 $(\mu y)'$。展开目标:
$$ (\mu y)' = \mu y' + \mu' y. $$Multiplying the equation by $\mu$ gives $\mu y' + \mu p y = \mu q$. For the left side to equal $(\mu y)'$ we need the $y$ coefficients to match: $\mu' = \mu p$. This is itself a separable equation:
方程两端乘以 $\mu$ 得 $\mu y' + \mu p y = \mu q$。为使左端等于 $(\mu y)'$,需 $y$ 的系数匹配:$\mu' = \mu p$。这本身是一个可分离方程:
$$ \frac{d\mu}{\mu} = p\,dx \implies \ln|\mu| = \int p\,dx \implies \mu = e^{\int p\,dx}. $$With this $\mu$, the equation collapses to $(\mu y)' = \mu q$, and integrating once recovers the solution formula above.
选定此 $\mu$ 后,方程化为 $(\mu y)' = \mu q$,积分一次即恢复上述求解公式。
Worked Example 4.1: a linear equation by integrating factor例题 4.1:用积分因子求解线性方程
Solve $y' + \dfrac{2}{x}\,y = x^3$ for $x > 0$.
求解 $x > 0$ 时的 $y' + \dfrac{2}{x}\,y = x^3$。
Here $p = 2/x$, so $\int p\,dx = 2\ln x$ and $\mu = e^{2\ln x} = x^2$. Multiply through:
此处 $p = 2/x$,故 $\int p\,dx = 2\ln x$,$\mu = e^{2\ln x} = x^2$。两端乘以积分因子:
$$ (x^2 y)' = x^2 \cdot x^3 = x^5. $$Integrate: $x^2 y = \tfrac{1}{6}x^6 + C$, so
积分:$x^2 y = \tfrac{1}{6}x^6 + C$,故
$$ y(x) = \frac{x^4}{6} + \frac{C}{x^2}. $$Worked Example 4.2: a linear IVP with a trigonometric forcing例题 4.2:含三角函数驱动项的线性初值问题
Solve $y' + y = \cos x$ with $y(0) = 0$.
求解 $y' + y = \cos x$,初始条件 $y(0) = 0$。
Here $p = 1$, so $\mu = e^{\int 1\,dx} = e^{x}$. Multiply through: $(e^{x}y)' = e^{x}\cos x$. Integrate the right side by parts twice (a standard cycle):
此处 $p = 1$,故 $\mu = e^x$。两端乘以 $e^x$:$(e^x y)' = e^x \cos x$。对右端进行两次分部积分(标准循环):
$$ \int e^{x}\cos x\,dx = \frac{e^{x}(\cos x + \sin x)}{2} + C. $$Therefore $e^{x}y = \tfrac{1}{2}e^{x}(\cos x + \sin x) + C$, and dividing by $e^{x}$,
故 $e^x y = \tfrac12 e^x(\cos x + \sin x) + C$,除以 $e^x$,
$$ y(x) = \frac{\cos x + \sin x}{2} + C e^{-x}. $$Apply $y(0) = 0$: $0 = \tfrac{1}{2}(1 + 0) + C$, so $C = -\tfrac12$. The solution is $y = \tfrac12(\cos x + \sin x) - \tfrac12 e^{-x}$. The transient $-\tfrac12 e^{-x}$ decays, leaving the steady oscillation $\tfrac12(\cos x + \sin x)$, the periodic response to periodic forcing.
代入 $y(0) = 0$:$0 = \tfrac12(1+0) + C$,故 $C = -\tfrac12$。解为 $y = \tfrac12(\cos x + \sin x) - \tfrac12 e^{-x}$。暂态项 $-\tfrac12 e^{-x}$ 衰减,留下稳态振荡 $\tfrac12(\cos x + \sin x)$,即周期驱动的周期响应。
Worked Example 4.3: an integrating factor in $x$ for a non-exact equation例题 4.3:非恰当方程的 $x$ 型积分因子
Solve $(x^2 + y^2 + x)\,dx + xy\,dy = 0$.
求解 $(x^2 + y^2 + x)\,dx + xy\,dy = 0$。
With $M = x^2 + y^2 + x$, $N = xy$: $M_y = 2y$, $N_x = y$, so the equation is not exact. Test for an $x$-only factor:
设 $M = x^2 + y^2 + x$,$N = xy$:$M_y = 2y$,$N_x = y$,故方程非恰当。检验仅关于 $x$ 的因子:
$$ \frac{M_y - N_x}{N} = \frac{2y - y}{xy} = \frac{1}{x}, $$a function of $x$ alone, so $\mu = e^{\int (1/x)\,dx} = x$. Multiply through by $x$:
仅为 $x$ 的函数,故 $\mu = x$。两端乘以 $x$:
$$ (x^3 + xy^2 + x^2)\,dx + x^2 y\,dy = 0. $$Now $\tilde M_y = 2xy = \tilde N_x$, exact. Integrate $\tilde N = x^2 y$ in $y$: $F = \tfrac12 x^2 y^2 + h(x)$. Match $F_x = xy^2 + h'(x) = x^3 + xy^2 + x^2$, so $h'(x) = x^3 + x^2$ and $h = \tfrac14 x^4 + \tfrac13 x^3$. The solution is
现在 $\tilde M_y = 2xy = \tilde N_x$,为恰当方程。对 $\tilde N = x^2 y$ 关于 $y$ 积分:$F = \tfrac12 x^2 y^2 + h(x)$。令 $F_x = xy^2 + h'(x) = x^3 + xy^2 + x^2$,故 $h'(x) = x^3 + x^2$,$h = \tfrac14 x^4 + \tfrac13 x^3$。解为
$$ F(x,y) = \tfrac12 x^2 y^2 + \tfrac14 x^4 + \tfrac13 x^3 = C. $$Bernoulli and SubstitutionBernoulli方程与换元法
Not every equation is linear, but some nonlinear equations become linear after a clever change of variable. The Bernoulli equation is the most important example, and homogeneous equations form a second family that yields to substitution.
并非所有方程都是线性的,但某些非线性方程在经过巧妙换元后可变为线性方程。Bernoulli方程是最重要的例子,齐次方程构成了另一类可通过换元求解的方程族。
Homogeneous equations $y' = f(y/x)$, where the right side depends only on the ratio $y/x$, succumb to $v = y/x$, that is $y = vx$ and $y' = v + xv'$. This turns the equation into a separable one in $v$ and $x$.
齐次方程 $y' = f(y/x)$(右端仅依赖比值 $y/x$)可通过换元 $v = y/x$(即 $y = vx$,$y' = v + xv'$)求解,将方程化为关于 $v$ 和 $x$ 的可分离方程。
Going deeper: deriving the Bernoulli substitution深入探讨:推导Bernoulli换元
Start from $y' + p y = q y^n$. Divide by $y^n$ (assuming $y \ne 0$):
从 $y' + p y = q y^n$ 出发,两端除以 $y^n$(假设 $y \ne 0$):
$$ y^{-n} y' + p\,y^{1-n} = q. $$Let $v = y^{1-n}$. By the chain rule $v' = (1-n)y^{-n}y'$, so $y^{-n}y' = \dfrac{v'}{1-n}$. Substitute:
令 $v = y^{1-n}$。由链式法则 $v' = (1-n)y^{-n}y'$,故 $y^{-n}y' = \dfrac{v'}{1-n}$。代入:
$$ \frac{v'}{1-n} + p\,v = q \implies v' + (1-n)p\,v = (1-n)q. $$This is linear in $v$, solvable by the integrating factor $\mu = e^{\int (1-n)p\,dx}$. After finding $v$, revert with $y = v^{1/(1-n)}$.
这是关于 $v$ 的线性方程,用积分因子 $\mu = e^{\int (1-n)p\,dx}$ 求解。求出 $v$ 后,用 $y = v^{1/(1-n)}$ 还原。
Worked Example 5.1: a Bernoulli equation例题 5.1:Bernoulli方程
Solve $y' + y = y^2$ (here $p = 1$, $q = 1$, $n = 2$).
求解 $y' + y = y^2$(此处 $p = 1$,$q = 1$,$n = 2$)。
Set $v = y^{1-2} = y^{-1}$. The reduced equation is $v' + (1-2)(1)v = (1-2)(1)$, that is $v' - v = -1$.
令 $v = y^{1-2} = y^{-1}$。化简后方程为 $v' + (1-2)(1)v = (1-2)(1)$,即 $v' - v = -1$。
Integrating factor $\mu = e^{-x}$: $(e^{-x}v)' = -e^{-x}$, so $e^{-x}v = e^{-x} + C$ and $v = 1 + C e^{x}$.
积分因子 $\mu = e^{-x}$:$(e^{-x}v)' = -e^{-x}$,故 $e^{-x}v = e^{-x} + C$,$v = 1 + Ce^x$。
$$ y = \frac{1}{v} = \frac{1}{1 + C e^{x}}. $$Worked Example 5.2: a Bernoulli IVP with $n = 3$例题 5.2:$n = 3$ 的Bernoulli初值问题
Solve $y' + \dfrac{1}{x}y = x\,y^3$ for $x > 0$, with $y(1) = 1$.
求解 $x > 0$ 时 $y' + \dfrac{1}{x}y = x\,y^3$,初始条件 $y(1) = 1$。
Here $p = 1/x$, $q = x$, $n = 3$. Set $v = y^{1-3} = y^{-2}$. The reduced linear equation is $v' + (1-n)p\,v = (1-n)q$, that is
此处 $p = 1/x$,$q = x$,$n = 3$。令 $v = y^{1-3} = y^{-2}$。化简线性方程为 $v' + (1-n)p\,v = (1-n)q$,即
$$ v' + (1 - 3)\frac{1}{x}v = (1 - 3)x \implies v' - \frac{2}{x}v = -2x. $$The integrating factor is $\mu = e^{\int (-2/x)\,dx} = e^{-2\ln x} = x^{-2}$. Multiply through: $(x^{-2}v)' = -2x \cdot x^{-2} = -2/x$. Integrate:
积分因子为 $\mu = x^{-2}$。两端乘以 $x^{-2}$:$(x^{-2}v)' = -2/x$。积分:
$$ x^{-2}v = -2\ln x + C \implies v = x^2(C - 2\ln x). $$Revert with $v = y^{-2}$, so $y^2 = 1/v$ and
用 $v = y^{-2}$ 还原,故 $y^2 = 1/v$,
$$ y(x) = \frac{1}{x\sqrt{C - 2\ln x}}. $$Apply $y(1) = 1$: $1 = 1/\sqrt{C - 0}$, so $C = 1$, giving $y = 1/\big(x\sqrt{1 - 2\ln x}\,\big)$, valid while $1 - 2\ln x > 0$.
代入 $y(1) = 1$:$1 = 1/\sqrt{C}$,故 $C = 1$,得 $y = 1/\big(x\sqrt{1 - 2\ln x}\,\big)$,在 $1 - 2\ln x > 0$ 时有效。
Worked Example 5.3: a homogeneous equation by $v = y/x$例题 5.3:用 $v = y/x$ 求解齐次方程
Solve $y' = \dfrac{x^2 + y^2}{xy}$ for $x > 0$.
求解 $x > 0$ 时的 $y' = \dfrac{x^2 + y^2}{xy}$。
Divide numerator and denominator by $x^2$ to expose the ratio $v = y/x$: $y' = \dfrac{1 + (y/x)^2}{y/x} = \dfrac{1 + v^2}{v}$. With $y = vx$ and $y' = v + xv'$,
分子分母同除以 $x^2$,令 $v = y/x$:$y' = \dfrac{1 + v^2}{v}$。令 $y = vx$,$y' = v + xv'$,
$$ v + x\frac{dv}{dx} = \frac{1 + v^2}{v} \implies x\frac{dv}{dx} = \frac{1 + v^2}{v} - v = \frac{1}{v}. $$This is separable: $v\,dv = \dfrac{dx}{x}$. Integrate: $\tfrac12 v^2 = \ln x + C_1$, so $v^2 = 2\ln x + C$. Revert $v = y/x$:
方程为可分离变量:$v\,dv = \dfrac{dx}{x}$。积分:$\tfrac12 v^2 = \ln x + C_1$,故 $v^2 = 2\ln x + C$。用 $v = y/x$ 还原:
$$ \frac{y^2}{x^2} = 2\ln x + C \implies y^2 = x^2(2\ln x + C). $$Autonomous Equations and Stability自治方程与稳定性
An equation $y' = f(y)$ whose right side does not depend explicitly on $t$ is called autonomous. Such equations model self-regulating systems, and much of their behavior can be read off without solving them, purely from the sign of $f$.
右端不显含 $t$ 的方程 $y' = f(y)$ 称为自治方程。此类方程为自调节系统建模,其许多行为仅从 $f$ 的符号便可读出,无需求解。
equilibrium)是满足 $f(y^{*}) = 0$ 的常数 $y = y^{*}$。若附近解向其靠拢,平衡为稳定(汇);若附近解远离,则为不稳定(源)。由 $f'(y^{*})$ 的符号判断:$f'(y^{*}) < 0$ 稳定,$f'(y^{*}) > 0$ 不稳定。A phase line records this information: mark the equilibria on a vertical axis, then between them mark the sign of $f$ with an up or down arrow. Solutions increase where $f > 0$ and decrease where $f < 0$, and they cannot cross equilibria by uniqueness.
相线记录这些信息:在竖直轴上标出平衡点,在相邻平衡点之间用上下箭头标出 $f$ 的符号。解在 $f > 0$ 处递增,在 $f < 0$ 处递减,且由唯一性,解不能穿越平衡点。
Worked Example 6.1: stability of the logistic equation例题 6.1:逻辑斯谛方程的稳定性
Classify the equilibria of the logistic model $y' = ky(1 - y/K)$ with $k, K > 0$.
对逻辑斯谛模型 $y' = ky(1 - y/K)$($k, K > 0$)的平衡解进行分类。
Set $f(y) = ky(1 - y/K) = 0$. The equilibria are $y^{*} = 0$ and $y^{*} = K$. Differentiate $f$:
令 $f(y) = ky(1 - y/K) = 0$,平衡解为 $y^{*} = 0$ 和 $y^{*} = K$。对 $f$ 求导:
$$ f'(y) = k\left(1 - \frac{2y}{K}\right). $$At $y^{*} = 0$: $f'(0) = k > 0$, so the extinction state is unstable. At $y^{*} = K$: $f'(K) = k(1 - 2) = -k < 0$, so the carrying capacity is stable.
在 $y^{*} = 0$ 处:$f'(0) = k > 0$,故灭绝状态不稳定。在 $y^{*} = K$ 处:$f'(K) = -k < 0$,故环境容纳量 $K$ 稳定。
Hence any positive initial population is drawn toward $K$, the conclusion every ecologist expects from the logistic model.
故任何正初始种群都会被吸引趋向 $K$,这是每位生态学家对逻辑斯谛模型所期望的结论。
Worked Example 6.2: solving the logistic equation explicitly by partial fractions例题 6.2:用部分分数法显式求解逻辑斯谛方程
The phase line gave the qualitative answer; here is the exact solution of $y' = ky(1 - y/K)$, $y(0) = y_0$, which confirms it. Separate variables:
相线给出了定性结论;这里求 $y' = ky(1 - y/K)$,$y(0) = y_0$ 的精确解来验证。分离变量:
$$ \frac{dy}{y(1 - y/K)} = k\,dt. $$Decompose by partial fractions. Writing $\dfrac{1}{y(1 - y/K)} = \dfrac{1}{y} + \dfrac{1/K}{1 - y/K}$, integration gives
用部分分数分解:$\dfrac{1}{y(1 - y/K)} = \dfrac{1}{y} + \dfrac{1/K}{1 - y/K}$,积分得
$$ \ln|y| - \ln\left|1 - \frac{y}{K}\right| = kt + C_1 \implies \frac{y}{1 - y/K} = A e^{kt}. $$Solve for $y$ and fix $A$ from $y(0) = y_0$, namely $A = \dfrac{y_0}{1 - y_0/K}$. After simplifying,
解出 $y$,由 $y(0) = y_0$ 确定 $A = \dfrac{y_0}{1 - y_0/K}$。化简后,
$$ y(t) = \frac{K\,y_0}{y_0 + (K - y_0)e^{-kt}}. $$As $t \to \infty$ the exponential vanishes and $y \to K$, confirming the stable equilibrium found from $f'(K) = -k < 0$. The qualitative phase-line prediction and the exact formula agree.
当 $t \to \infty$ 时指数项消失,$y \to K$,验证了由 $f'(K) = -k < 0$ 得出的稳定平衡解。相线定性预测与精确公式完全吻合。
Worked Example 6.3: classifying a cubic with three equilibria例题 6.3:含三个平衡点的三次方程分类
Find and classify the equilibria of $y' = f(y) = y(1 - y)(y - 3)$.
求并分类 $y' = f(y) = y(1 - y)(y - 3)$ 的平衡解。
Set $f(y) = 0$: the equilibria are $y^{*} = 0,\ 1,\ 3$. Read the sign of $f$ on each interval, or differentiate. Expanding, $f(y) = -y^3 + 4y^2 - 3y$, so $f'(y) = -3y^2 + 8y - 3$.
令 $f(y) = 0$,平衡解为 $y^{*} = 0, 1, 3$。在各区间读取 $f$ 的符号,或求导。展开 $f(y) = -y^3 + 4y^2 - 3y$,故 $f'(y) = -3y^2 + 8y - 3$。
$$ f'(0) = -3 < 0\ (\text{stable}), \quad f'(1) = -3 + 8 - 3 = 2 > 0\ (\text{unstable}), \quad f'(3) = -27 + 24 - 3 = -6 < 0\ (\text{stable}). $$So $0$ and $3$ are sinks and $1$ is a source. A solution starting in $(1,3)$ rises to $3$; one starting in $(0,1)$ falls to $0$. The unstable equilibrium $y = 1$ is the threshold (a separatrix) dividing the two basins of attraction.
故 $0$ 和 $3$ 为汇,$1$ 为源。从 $(1,3)$ 出发的解趋向 $3$;从 $(0,1)$ 出发的解趋向 $0$。不稳定平衡 $y = 1$ 是阈值(分界线),将两个吸引域分开。
Going deeper: why the sign of $f'(y^{*})$ governs stability深入探讨:为什么 $f'(y^{*})$ 的符号决定稳定性
Let $y^{*}$ be an equilibrium of $y' = f(y)$, so $f(y^{*}) = 0$. Study a small perturbation $u(t) = y(t) - y^{*}$. Differentiating, $u' = y' = f(y^{*} + u)$. Taylor-expand $f$ about $y^{*}$, using $f(y^{*}) = 0$:
设 $y^{*}$ 是 $y' = f(y)$ 的平衡解,$f(y^{*}) = 0$。研究小扰动 $u(t) = y(t) - y^{*}$。求导得 $u' = y' = f(y^{*} + u)$。在 $y^{*}$ 处对 $f$ 做Taylor展开(利用 $f(y^{*}) = 0$):
$$ f(y^{*} + u) = f(y^{*}) + f'(y^{*})\,u + O(u^2) = f'(y^{*})\,u + O(u^2). $$For small $u$ the higher-order terms are negligible and the perturbation obeys the linear equation $u' \approx f'(y^{*})\,u$, whose solution is $u(t) \approx u(0)\,e^{f'(y^{*})\,t}$. Therefore:
对于小 $u$,高阶项可忽略,扰动满足线性方程 $u' \approx f'(y^{*})\,u$,解为 $u(t) \approx u(0)\,e^{f'(y^{*})\,t}$。因此:
$$ f'(y^{*}) < 0 \implies u \to 0 \ (\text{stable}), \qquad f'(y^{*}) > 0 \implies |u| \to \infty \ (\text{unstable}). $$The borderline case $f'(y^{*}) = 0$ is inconclusive at this order: the $O(u^2)$ term decides, and the equilibrium may be semi-stable (attracting from one side, repelling from the other). This is exactly the eigenvalue criterion of linear stability theory in one dimension.
临界情况 $f'(y^{*}) = 0$ 在此阶无法判断:由 $O(u^2)$ 项决定,平衡解可能是半稳定的(一侧吸引,另一侧排斥)。这正是一维线性稳定性理论中的特征值判据。
Going Deeper深入探讨
The methods of this unit are unified by a single geometric picture and bounded by a single guarantee. The picture is the potential function; the guarantee is the existence-uniqueness theorem. Both deserve a closer look.
本单元的方法由一个几何图像统一,并由一个保证约束。图像是势函数;保证是存在唯一性定理。两者均值得深入审视。
The hypothesis on $\partial f/\partial y$ is a Lipschitz condition; it is exactly what forbids two solution curves from crossing. Drop it and uniqueness can fail, as the next derivation shows.
关于 $\partial f/\partial y$ 的假设是一个Lipschitz条件;它正是禁止两条解曲线相交的保证。若去掉它,唯一性可能失败,如下推导所示。
Going deeper: failure of uniqueness without Lipschitz深入探讨:缺乏Lipschitz条件时唯一性失败
Consider $y' = \sqrt{|y|}$ with $y(0) = 0$. The right side $f(y) = \sqrt{|y|}$ is continuous, but $\partial f/\partial y = \tfrac{1}{2\sqrt{y}}$ blows up at $y = 0$, so the Lipschitz hypothesis fails there.
考虑 $y' = \sqrt{|y|}$,$y(0) = 0$。右端 $f(y) = \sqrt{|y|}$ 连续,但 $\partial f/\partial y = \tfrac{1}{2\sqrt{y}}$ 在 $y = 0$ 处趋于无穷,Lipschitz条件在此失败。
One obvious solution is the constant $y \equiv 0$. But separating variables for $y > 0$ gives $\int y^{-1/2}\,dy = \int dt$, so $2\sqrt{y} = t$, that is $y = t^2/4$ for $t \ge 0$. Both satisfy the IVP:
一个显然的解是常数 $y \equiv 0$。但对 $y > 0$ 分离变量得 $\int y^{-1/2}\,dy = \int dt$,即 $y = t^2/4$($t \ge 0$)。两者均满足初值问题:
$$ y(t) = 0 \quad\text{and}\quad y(t) = \frac{t^2}{4} \quad (t \ge 0). $$In fact infinitely many solutions exist, each staying at $0$ until some time $a$ and then leaving along $(t-a)^2/4$. Uniqueness genuinely fails because the theorem's hypothesis is violated. This is the standard cautionary example for why the smoothness condition matters.
事实上存在无穷多个解,每个解在某时刻 $a$ 之前停留在 $0$,之后沿 $(t-a)^2/4$ 离开。唯一性真正失败,因为定理假设被违反。这是说明光滑性条件重要性的标准警示例题。
Worked Example 7.1: solving by an integrating factor that restores exactness例题 7.1:用积分因子恢复恰当性后求解
Solve $y\,dx + (2x - y e^{y})\,dy = 0$, which is not exact.
求解 $y\,dx + (2x - y e^{y})\,dy = 0$(非恰当方程)。
With $M = y$, $N = 2x - ye^{y}$: $M_y = 1$, $N_x = 2$, so $M_y \ne N_x$. Try a factor in $y$: $(N_x - M_y)/M = (2 - 1)/y = 1/y$, a function of $y$ alone. So $\mu = e^{\int (1/y)\,dy} = y$.
设 $M = y$,$N = 2x - ye^y$:$M_y = 1$,$N_x = 2$,故 $M_y \ne N_x$。尝试仅关于 $y$ 的因子:$(N_x - M_y)/M = 1/y$,故 $\mu = y$。
Multiply through by $y$: $y^2\,dx + (2xy - y^2 e^{y})\,dy = 0$. Now $\tilde M = y^2$, $\tilde N = 2xy - y^2 e^{y}$, and $\tilde M_y = 2y = \tilde N_x$: exact.
两端乘以 $y$:$y^2\,dx + (2xy - y^2 e^y)\,dy = 0$。此时 $\tilde M_y = 2y = \tilde N_x$:为恰当方程。
Integrate $\tilde M$ in $x$: $F = xy^2 + g(y)$. Match $F_y = 2xy + g'(y) = 2xy - y^2 e^{y}$, so $g'(y) = -y^2 e^{y}$. Integrate by parts: $g(y) = -(y^2 - 2y + 2)e^{y}$.
对 $\tilde M$ 关于 $x$ 积分:$F = xy^2 + g(y)$。令 $F_y = 2xy + g'(y) = 2xy - y^2 e^y$,故 $g'(y) = -y^2 e^y$。分部积分:$g(y) = -(y^2 - 2y + 2)e^y$。
$$ F(x,y) = xy^2 - (y^2 - 2y + 2)e^{y} = C. $$Going deeper: Picard iteration constructs the solution深入探讨:皮卡迭代构造解
The existence half of the theorem is not magic; it is a constructive fixed-point argument. Integrate the IVP $y' = f(t,y)$, $y(t_0) = y_0$ from $t_0$ to $t$ to convert it into the equivalent integral equation
定理中的存在性部分并非魔法,而是一个构造性的不动点论证。将初值问题 $y' = f(t,y)$,$y(t_0) = y_0$ 从 $t_0$ 积到 $t$,转化为等价的积分方程
$$ y(t) = y_0 + \int_{t_0}^{t} f\big(s, y(s)\big)\,ds. $$Define the Picard iterates $y_0(t) = y_0$ and $y_{n+1}(t) = y_0 + \int_{t_0}^{t} f(s, y_n(s))\,ds$. The Lipschitz condition on $f$ in $y$ makes this map a contraction on a small time interval, so the iterates converge to a unique fixed point, which is the solution.
定义皮卡迭代:$y_0(t) = y_0$,$y_{n+1}(t) = y_0 + \int_{t_0}^{t} f(s, y_n(s))\,ds$。$f$ 关于 $y$ 的 Lipschitz 条件使该映射在小时间区间上为压缩映射,故迭代收敛到唯一不动点,即方程的解。
Concretely, for $y' = y$, $y(0) = 1$: the iterates are $y_1 = 1 + \int_0^t 1\,ds = 1 + t$, then $y_2 = 1 + \int_0^t (1 + s)\,ds = 1 + t + \tfrac{t^2}{2}$, then $y_3 = 1 + t + \tfrac{t^2}{2} + \tfrac{t^3}{6}$. The pattern is the partial sums of $e^{t}$, and $y_n \to e^{t}$, the known solution. The contraction guarantees both existence and uniqueness in one stroke.
以 $y' = y$,$y(0) = 1$ 为例:$y_1 = 1 + t$,$y_2 = 1 + t + \tfrac{t^2}{2}$,$y_3 = 1 + t + \tfrac{t^2}{2} + \tfrac{t^3}{6}$。规律正是 $e^t$ 的部分和,$y_n \to e^t$,即已知解。压缩映射一举保证存在性与唯一性。
Worked Example 7.2: a Bernoulli equation that is also exact after a factor例题 7.2:乘以积分因子后也成为恰当方程的伯努利方程
Solve $2xy\,dx + (y^2 - x^2)\,dy = 0$, illustrating that one equation can be attacked by several methods.
求解 $2xy\,dx + (y^2 - x^2)\,dy = 0$,说明同一方程可用多种方法求解。
Test exactness: $M = 2xy$, $N = y^2 - x^2$, $M_y = 2x$, $N_x = -2x$, not exact. Seek a $y$-only factor: $(N_x - M_y)/M = (-2x - 2x)/(2xy) = -2/y$, a function of $y$ alone, so $\mu = e^{\int (-2/y)\,dy} = y^{-2}$. Multiply through:
检验恰当性:$M = 2xy$,$N = y^2 - x^2$,$M_y = 2x$,$N_x = -2x$,非恰当。寻找仅关于 $y$ 的积分因子:$(N_x - M_y)/M = -2/y$,故 $\mu = y^{-2}$。两端乘以 $\mu$:
$$ \frac{2x}{y}\,dx + \frac{y^2 - x^2}{y^2}\,dy = 0. $$Now $\tilde M = 2x/y$, $\tilde N = 1 - x^2/y^2$, and $\tilde M_y = -2x/y^2 = \tilde N_x$, exact. Integrate $\tilde M$ in $x$: $F = x^2/y + h(y)$. Match $F_y = -x^2/y^2 + h'(y) = 1 - x^2/y^2$, so $h'(y) = 1$ and $h = y$. The solution is
此时 $\tilde M_y = -2x/y^2 = \tilde N_x$:为恰当方程。对 $\tilde M$ 关于 $x$ 积分:$F = x^2/y + h(y)$。令 $F_y = -x^2/y^2 + h'(y) = 1 - x^2/y^2$,故 $h'(y) = 1$,$h = y$。解为
$$ F(x,y) = \frac{x^2}{y} + y = C \implies x^2 + y^2 = Cy, $$a family of circles, recognizable as the homogeneous-equation answer too. The same curve emerges no matter which method you choose, a reassuring consistency check.
这是一族圆,与齐次方程的结果一致。无论选用哪种方法,得到的曲线相同,这是令人放心的自洽性验证。
Flashcards闪卡
Unit Quiz单元测验
Readiness Checklist准备情况自查
Tap each item you can do without notes. 0 / 8 mastered点击每个你无需参考笔记即可完成的项目。0 / 8 已掌握
- Translate a verbal rate law (cooling, growth, decay) into a first-order ODE and IVP.
- 将口头表述的变化率规律(冷却、增长、衰减)转化为一阶ODE和初值问题。
- Set up and solve a stirred-tank mixing problem with a mass balance.
- 建立并求解搅拌槽混合问题的质量守恒方程。
- Test whether $M\,dx + N\,dy = 0$ is exact and recover the potential $F$ when it is.
- 检验 $M\,dx + N\,dy = 0$ 是否为恰当方程,若是则求出势函数 $F$。
- Solve a linear equation $y' + p(x)y = q(x)$ with the integrating factor $\mu = e^{\int p\,dx}$.
- 用积分因子 $\mu = e^{\int p\,dx}$ 求解线性方程 $y' + p(x)y = q(x)$。
- Find an integrating factor that restores exactness to a nonexact equation.
- 求出能使非恰当方程恢复恰当性的积分因子。
- Reduce a Bernoulli equation with $v = y^{1-n}$ and solve a homogeneous equation with $v = y/x$.
- 用 $v = y^{1-n}$ 降阶伯努利方程,用 $v = y/x$ 求解齐次方程。
- Locate the equilibria of $y' = f(y)$ and classify each as stable or unstable.
- 找出 $y' = f(y)$ 的平衡点并判断各点的稳定性。
- State the existence-uniqueness theorem and give the standard example where uniqueness fails.
- 陈述存在唯一性定理,并举出唯一性失效的标准例子。