University Calculus · Calculus IV大学微积分 · 微积分 IV

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。

Calculus IV ODEs Differential Equations MIT 18.03 / GT 2552
Read me first.阅读须知。 This unit assumes you can integrate by parts and substitution and that you have met separable and linear first-order equations. We begin by modeling processes as first-order ODEs, work through mixing problems, then develop exact equations, integrating factors, the Bernoulli and homogeneous substitutions, and the stability of autonomous equations. The closing section ties exactness to conservative fields and states the existence-uniqueness theorem. Solve each worked example by hand before opening it, and check every quiz answer against its explanation.本单元假设你已掌握分部积分与换元积分,并熟悉可分离变量(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。

Key idea.核心概念。 A first-order ODE in normal form is $y' = f(t, y)$. A solution on an interval is a differentiable function $y(t)$ that makes the equation an identity there. An initial value problem (IVP) pairs the equation with a condition $y(t_0) = y_0$, which selects one solution from the infinite family of antiderivatives.标准形式的一阶ODE为 $y' = f(t, y)$。区间上的是使方程成为恒等式的可微函数 $y(t)$。初值问题(IVP)将方程与条件 $y(t_0) = y_0$ 配对,从无穷多个原函数族中选出唯一一个解。

First-order IVP and the existence-uniqueness theorem一阶初值问题与存在唯一性定理
$$ y' = f(t, y), \qquad y(t_0) = y_0. $$ $$ \text{If } f \text{ and } \partial f/\partial y \text{ are continuous near } (t_0, y_0), \text{ a unique solution exists near } t_0. $$

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。

Exponential and logistic models指数模型与逻辑斯谛模型
$$ y' = ky \implies y(t) = y_0 e^{kt}, \qquad y' = ky\left(1 - \frac{y}{K}\right). $$

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。

Common error.常见错误。 Students translate "the population grows at $5\%$ per year" into $P' = 0.05$ instead of $P' = 0.05\,P$. A constant rate $P' = k$ produces straight-line growth; proportional growth, the phrase actually used, means the rate scales with the present amount, $P' = kP$, giving exponential growth. Always ask whether the verbal rate is absolute (units per time) or relative (per unit of the quantity, per time).学生常将"种群每年增长 $5\%$"错误地写成 $P' = 0.05$,而非 $P' = 0.05\,P$。常数速率 $P' = k$ 产生直线增长;而所述的比例增长意味着速率与当前量成比例:$P' = kP$,给出指数增长。务必判断文字速率是绝对量(单位/时间)还是相对量(每单位量/时间)。
Which IVP models a population growing at a rate proportional to its current size, starting at $P_0$?哪个初值问题描述了从 $P_0$ 出发、增长率与当前量成比例的种群?
1.1
$P' = kt,\ P(0) = P_0$
$P' = kP,\ P(0) = P_0$
$P' = k,\ P(0) = P_0$
$P'' = kP,\ P(0) = P_0$
Correct. Proportional to current size means the rate equals $k$ times $P$ itself: $P' = kP$.正确。与当前量成比例意味着速率等于 $k$ 乘以 $P$ 本身:$P' = kP$。
Proportional to current size means the rate is $k$ times $P$, not $t$ or a constant, and it is first order: $P' = kP$.与当前量成比例意味着速率是 $k$ 乘以 $P$,而非 $t$ 或常数,且为一阶:$P' = kP$。

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。

Key idea.核心概念。 The balance law is rate in minus rate out. The inflow rate of solute is (inflow concentration)(inflow volume rate). The outflow rate is (current concentration)(outflow volume rate), and the current concentration is $A(t)/V(t)$ where $V(t)$ is the volume in the tank.守恒律为流入速率减去流出速率。溶质流入速率 = (流入浓度)×(流入体积速率)。流出速率 = (当前浓度)×(流出体积速率),当前浓度为 $A(t)/V(t)$,其中 $V(t)$ 为水箱中的液体体积。

Mass-balance equation for a stirred tank搅拌水箱的质量守恒方程
$$ \frac{dA}{dt} = \underbrace{c_{\text{in}}\,r_{\text{in}}}_{\text{rate in}} \; - \; \underbrace{\frac{A(t)}{V(t)}\,r_{\text{out}}}_{\text{rate out}}, \qquad V(t) = V_0 + (r_{\text{in}} - r_{\text{out}})\,t. $$

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。

Common error.常见错误。 When inflow and outflow rates differ, students keep $V$ constant and write $A' = c_{\text{in}}r_{\text{in}} - \tfrac{A}{V_0}r_{\text{out}}$ with the initial volume. The concentration must use the current volume $V(t) = V_0 + (r_{\text{in}} - r_{\text{out}})t$. Freezing $V$ at $V_0$ silently changes the physics and produces a wrong, often constant-coefficient, answer. Always write $V(t)$ first, then form $A/V(t)$.当流入与流出速率不等时,学生常将 $V$ 保持为常数,用初始体积写出 $A' = c_{\text{in}}r_{\text{in}} - \tfrac{A}{V_0}r_{\text{out}}$。浓度必须使用当前体积 $V(t) = V_0 + (r_{\text{in}} - r_{\text{out}})t$。固定 $V$ 为 $V_0$ 会悄然改变物理本质,产生错误(通常为常系数)的答案。务必先写出 $V(t)$,再构造 $A/V(t)$。
In a stirred tank with equal inflow and outflow rates $r$ and volume $V$, the outflow rate of solute is:在流入与流出速率均为 $r$、体积为 $V$ 的搅拌水箱中,溶质的流出速率为:
2.1
$A\,V$
$r/V$
$\dfrac{A}{V}\,r$
$A\,r$
Correct. The outflow concentration is $A/V$, carried out at volume rate $r$, giving $(A/V)r$.正确。流出浓度为 $A/V$,以体积速率 $r$ 流出,故溶质流出速率为 $(A/V)r$。
Concentration is amount over volume, $A/V$, and it leaves at volume rate $r$, so the solute outflow is $(A/V)r$.浓度为量除以体积 $A/V$,以体积速率 $r$ 流出,故溶质流出速率为 $(A/V)r$。

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 $F = C$。

Key idea.核心概念。 The form $M\,dx + N\,dy = 0$ is exact on a simply connected region if and only if $M_y = N_x$. When it holds there is a potential $F$ with $F_x = M$ and $F_y = N$, and every solution satisfies $F(x,y) = C$ for some constant $C$.形式 $M\,dx + N\,dy = 0$ 在单连通区域上为恰当方程,当且仅当 $M_y = N_x$。此时存在势函数 $F$,满足 $F_x = M$,$F_y = N$,且每个解均满足 $F(x,y) = C$($C$ 为某常数)。

Test for exactness and the implicit solution恰当性检验与隐式解
$$ \frac{\partial M}{\partial y} = \frac{\partial N}{\partial x} \quad \Longleftrightarrow \quad \exists\,F: \; F_x = M,\ F_y = N, \qquad F(x,y) = C. $$

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。

Common error.常见错误。 After integrating $M$ in $x$ to get $F = \int M\,dx + g(y)$, students write the constant of integration as a plain constant rather than $g(y)$. Because $y$ was held fixed during the $x$-integration, the most general "constant" is any function of $y$. Dropping the $g(y)$ throws away the entire $y$-only part of the potential and gives a wrong $F$. The $g(y)$ is recovered precisely by matching $F_y = N$.对 $M$ 关于 $x$ 积分得 $F = \int M\,dx + g(y)$ 后,学生常将积分常数写成普通常数而非 $g(y)$。由于 $x$ 积分时 $y$ 被固定,最一般的"常数"是 $y$ 的任意函数。遗漏 $g(y)$ 会丢失势函数中仅依赖 $y$ 的全部内容,得到错误的 $F$。$g(y)$ 正是通过令 $F_y = N$ 来恢复的。
The equation $M\,dx + N\,dy = 0$ is exact on a simply connected region if and only if:方程 $M\,dx + N\,dy = 0$ 在单连通区域上为恰当方程,当且仅当:
3.1
$M = N$
$M_x = N_y$
$M_x = N_x$
$M_y = N_x$
Correct. Exactness is equivalent to the mixed-partial condition $M_y = N_x$.正确。恰当性等价于混合偏导条件 $M_y = N_x$。
A potential $F$ with $F_x = M$, $F_y = N$ forces $M_y = F_{xy} = F_{yx} = N_x$. The condition is $M_y = N_x$.势函数 $F$ 满足 $F_x = M$,$F_y = N$,由此得 $M_y = F_{xy} = F_{yx} = N_x$。条件为 $M_y = N_x$。

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。

Key idea.核心概念。 For the linear equation $y' + p(x)y = q(x)$, the integrating factor $\mu(x) = e^{\int p\,dx}$ makes the left side $(\mu y)'$. Integrating both sides then gives the solution in closed form. The factor is chosen precisely so that $\mu' = p\mu$.对于线性方程 $y' + p(x)y = q(x)$,积分因子 $\mu(x) = e^{\int p\,dx}$ 使左端变为 $(\mu y)'$。两端积分即得闭合形式的解。该因子的选取正是为了满足 $\mu' = p\mu$。

Linear first-order solution formula一阶线性方程求解公式
$$ \mu(x) = e^{\int p(x)\,dx}, \qquad y(x) = \frac{1}{\mu(x)}\left(\int \mu(x)\,q(x)\,dx + C\right). $$

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。

Integrating factors that restore exactness恢复恰当性的积分因子
$$ \frac{M_y - N_x}{N} = h(x) \implies \mu = e^{\int h\,dx}, \qquad \frac{N_x - M_y}{M} = k(y) \implies \mu = e^{\int k\,dy}. $$
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

$$ F(x,y) = \tfrac12 x^2 y^2 + \tfrac14 x^4 + \tfrac13 x^3 = C. $$
Common error.常见错误。 A frequent slip is to forget that the integrating factor multiplies the entire equation, including the right side $q(x)$. After forming $(\mu y)' = \mu q$, students integrate only $\mu$ or only $q$, not the product $\mu q$. A second slip is dropping the constant $C$ before dividing by $\mu$: the $C/\mu$ term is the homogeneous part of the solution and must survive. Write $(\mu y)' = \mu q$, integrate to $\mu y = \int \mu q\,dx + C$, and only then divide by $\mu$.常见失误是忘记积分因子要乘遍整个方程,包括右端 $q(x)$。形成 $(\mu y)' = \mu q$ 后,学生有时只积分 $\mu$ 或只积分 $q$,而非乘积 $\mu q$。第二个失误是在除以 $\mu$ 之前丢掉常数 $C$:$C/\mu$ 项是解的齐次部分,必须保留。正确步骤:写出 $(\mu y)' = \mu q$,积分得 $\mu y = \int \mu q\,dx + C$,然后再除以 $\mu$。
The integrating factor for the linear equation $y' + p(x)y = q(x)$ is:线性方程 $y' + p(x)y = q(x)$ 的积分因子为:
4.1
$e^{\int p\,dx}$
$e^{\int q\,dx}$
$e^{-\int p\,dx}$
$\int p\,dx$
Correct. $\mu = e^{\int p\,dx}$ satisfies $\mu' = p\mu$, making the left side $(\mu y)'$.正确。$\mu = e^{\int p\,dx}$ 满足 $\mu' = p\mu$,使左端变为 $(\mu y)'$。
The factor must satisfy $\mu' = p\mu$, whose solution is $\mu = e^{\int p\,dx}$.积分因子须满足 $\mu' = p\mu$,其解为 $\mu = e^{\int p\,dx}$。
For $y' + \tfrac{1}{x}y = 1$ with $x>0$, the integrating factor is:对于 $x>0$ 时的 $y' + \tfrac{1}{x}y = 1$,积分因子为:
4.2
$e^x$
$1/x$
$x$
$x^2$
Correct. $p = 1/x$, so $\int p\,dx = \ln x$ and $\mu = e^{\ln x} = x$.正确。$p = 1/x$,故 $\int p\,dx = \ln x$,$\mu = e^{\ln x} = x$。
With $p = 1/x$, $\int p\,dx = \ln x$, so $\mu = e^{\ln x} = x$.$p = 1/x$ 时,$\int p\,dx = \ln x$,故 $\mu = e^{\ln x} = x$。

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。

Key idea.核心概念。 The Bernoulli equation $y' + p(x)y = q(x)y^n$ with $n \ne 0, 1$ is nonlinear, but the substitution $v = y^{1-n}$ converts it into a linear equation in $v$, which the integrating factor of Section 4 then solves.Bernoulli方程 $y' + p(x)y = q(x)y^n$($n \ne 0, 1$)为非线性方程,但换元 $v = y^{1-n}$ 将其化为关于 $v$ 的线性方程,再用第4节的积分因子求解。

Bernoulli reductionBernoulli方程的线性化
$$ y' + p(x)y = q(x)y^n, \qquad v = y^{1-n} \implies v' + (1-n)p(x)\,v = (1-n)q(x). $$

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。

Homogeneous substitution齐次换元
$$ y' = f\!\left(\frac{y}{x}\right), \qquad y = vx,\ \ y' = v + x\frac{dv}{dx} \implies x\frac{dv}{dx} = f(v) - v. $$
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:

$$ \frac{y^2}{x^2} = 2\ln x + C \implies y^2 = x^2(2\ln x + C). $$
Common error.常见错误。 When applying $v = y^{1-n}$, students often forget the factor $(1-n)$ that the chain rule introduces, writing $v' + p v = q$ instead of $v' + (1-n)p\,v = (1-n)q$. Because $v' = (1-n)y^{-n}y'$, both the coefficient and the right side pick up the $(1-n)$ multiplier. Forgetting it (especially its sign, which is negative when $n > 1$) is the single most common Bernoulli mistake. A second slip is failing to revert: after solving for $v$, you must undo the substitution back to $y$.使用 $v = y^{1-n}$ 换元时,学生常忘记链式法则引入的因子 $(1-n)$,将方程写成 $v' + p v = q$ 而非 $v' + (1-n)p\,v = (1-n)q$。由于 $v' = (1-n)y^{-n}y'$,系数和右端均需乘以 $(1-n)$(当 $n > 1$ 时为负值)。这是Bernoulli方程最常见的错误。第二个失误是忘记还原:求出 $v$ 后必须将换元结果还原为 $y$。
Which substitution linearizes the Bernoulli equation $y' + p(x)y = q(x)y^n$?哪个换元能将Bernoulli方程 $y' + p(x)y = q(x)y^n$ 线性化?
5.1
$v = y/x$
$v = y^{1-n}$
$v = y^n$
$v = \ln y$
Correct. With $v = y^{1-n}$ the equation becomes linear in $v$.正确。令 $v = y^{1-n}$ 后方程化为关于 $v$ 的线性方程。
Dividing by $y^n$ and setting $v = y^{1-n}$ produces a linear equation, since $v' = (1-n)y^{-n}y'$.两端除以 $y^n$ 并令 $v = y^{1-n}$,由于 $v' = (1-n)y^{-n}y'$,方程化为线性。

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。

Key idea.核心概念。 The equilibrium solutions of $y' = f(y)$ are the constants $y = y^{*}$ with $f(y^{*}) = 0$. An equilibrium is stable (a sink) if nearby solutions move toward it, and unstable (a source) if they move away. The sign of $f'(y^{*})$ decides: $f'(y^{*}) < 0$ is stable, $f'(y^{*}) > 0$ is unstable.$y' = f(y)$ 的平衡解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。

Equilibria and the linearized stability test平衡解与线性化稳定性检验
$$ f(y^{*}) = 0, \qquad f'(y^{*}) < 0 \ \Rightarrow\ \text{stable}, \qquad f'(y^{*}) > 0 \ \Rightarrow\ \text{unstable}. $$

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。

Common error.常见错误。 Students treat the inconclusive case $f'(y^{*}) = 0$ as automatically stable or apply the linear test where it does not apply. For $y' = y^2$ the only equilibrium is $y^{*} = 0$ with $f'(0) = 0$; the equilibrium is actually semi-stable, since $f = y^2 \ge 0$ means solutions below $0$ rise toward it while solutions above $0$ flee. When $f'(y^{*}) = 0$, fall back to the sign of $f$ on each side rather than trusting the derivative test.学生常将 $f'(y^{*}) = 0$ 的无法判断情形视为自动稳定,或在不适用时仍套用线性检验。对于 $y' = y^2$,唯一平衡解为 $y^{*} = 0$,$f'(0) = 0$;该平衡解实为半稳定:$f = y^2 \ge 0$ 意味着 $0$ 以下的解趋向它,而 $0$ 以上的解远离。当 $f'(y^{*}) = 0$ 时,应退而查看平衡点两侧 $f$ 的符号,而非依赖导数检验。
For the autonomous equation $y' = f(y)$, an equilibrium $y^{*}$ with $f(y^{*}) = 0$ is stable when:对于自治方程 $y' = f(y)$,满足 $f(y^{*}) = 0$ 的平衡解 $y^{*}$ 稳定的条件是:
6.1
$f'(y^{*}) = 0$
$f'(y^{*}) > 0$
$f'(y^{*}) < 0$
$f(y^{*}) > 0$
Correct. A negative slope of $f$ at the equilibrium pushes nearby solutions back toward it: a stable sink.正确。$f$ 在平衡点处的负斜率将附近解推回:这是一个稳定汇。
Near $y^{*}$, $y' \approx f'(y^{*})(y - y^{*})$; the perturbation decays when $f'(y^{*}) < 0$.在 $y^{*}$ 附近,$y' \approx f'(y^{*})(y - y^{*})$;当 $f'(y^{*}) < 0$ 时扰动衰减。
The logistic equation $y' = ky(1 - y/K)$ has equilibria at:逻辑斯谛方程 $y' = ky(1 - y/K)$ 的平衡解为:
6.2
$y = 1$ only仅 $y = 1$
$y = k$ and $y = K$$y = k$ 和 $y = K$
$y = K$ only仅 $y = K$
$y = 0$ and $y = K$$y = 0$ 和 $y = K$
Correct. Setting $ky(1 - y/K) = 0$ gives $y = 0$ and $y = K$.正确。令 $ky(1 - y/K) = 0$ 得 $y = 0$ 和 $y = K$。
The product is zero when $y = 0$ or $1 - y/K = 0$, that is $y = K$.乘积为零当 $y = 0$ 或 $1 - y/K = 0$(即 $y = K$)时成立。

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。

Key idea.核心概念。 Exact equations, conservative vector fields, and the Fundamental Theorem for Line Integrals are three views of the same fact: a field $\langle M, N\rangle$ with $M_y = N_x$ has a potential $F$, and the curves $F = C$ organize all solutions. Existence and uniqueness, in turn, certify that an IVP names exactly one of those curves.恰当方程、保守向量场与曲线积分基本定理是同一事实的三种视角:满足 $M_y = N_x$ 的场 $\langle M, N\rangle$ 具有势函数 $F$,曲线 $F = C$ 组织了所有解。存在唯一性定理则保证每个初值问题恰好选出其中一条曲线。

Picard existence-uniqueness theoremPicard存在唯一性定理
$$ y' = f(t,y),\ y(t_0)=y_0, \quad f,\ \frac{\partial f}{\partial y} \text{ continuous on a box about } (t_0,y_0) \ \Rightarrow\ \text{unique local solution.} $$

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。

Common error.常见错误。 Students read the existence-uniqueness theorem as a global guarantee, expecting one solution for all $t$. It is purely local: it promises a unique solution only on some interval around $t_0$. The IVP $y' = y^2$, $y(0) = 1$ has the unique solution $y = 1/(1 - t)$, which blows up at $t = 1$ even though $f = y^2$ is perfectly smooth everywhere. Smoothness of $f$ does not prevent finite-time blow-up; it only guarantees a unique solution while the solution exists.学生常将存在唯一性定理理解为全局保证,认为解对所有 $t$ 均存在。该定理是局部的:只保证在 $t_0$ 附近某区间上有唯一解。初值问题 $y' = y^2$,$y(0) = 1$ 的唯一解为 $y = 1/(1 - t)$,在 $t = 1$ 处爆破,尽管 $f = y^2$ 处处光滑。$f$ 的光滑性不能防止有限时间爆破,只能保证解存在期间的唯一性。
The IVP $y' = \sqrt{|y|},\ y(0) = 0$ fails to have a unique solution because:初值问题 $y' = \sqrt{|y|}$,$y(0) = 0$ 无唯一解,原因是:
7.1
$\partial f/\partial y$ is not continuous at $y = 0$$\partial f/\partial y$ 在 $y = 0$ 处不连续
$f$ is not continuous$f$ 不连续
the equation is not first order该方程不是一阶方程
no solution exists不存在解
Correct. $f$ is continuous, but $\partial f/\partial y = 1/(2\sqrt{y})$ blows up at $0$, breaking the Lipschitz hypothesis.正确。$f$ 连续,但 $\partial f/\partial y = 1/(2\sqrt{y})$ 在 $0$ 处趋于无穷,不满足 Lipschitz 条件。
Solutions exist ($y \equiv 0$ and $y = t^2/4$); the failure is that $\partial f/\partial y$ is unbounded at $y = 0$.解存在($y \equiv 0$ 和 $y = t^2/4$);问题在于 $\partial f/\partial y$ 在 $y = 0$ 处无界。

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First-order IVP一阶初值问题
$y' = f(t,y),\ y(t_0) = y_0$. The initial condition selects one solution from the family.$y' = f(t,y)$,$y(t_0) = y_0$。初始条件从解族中选出一个特解。
Exponential vs logistic growth指数增长与逻辑斯谛增长
$y' = ky$ gives $y = y_0 e^{kt}$; $y' = ky(1 - y/K)$ saturates at the carrying capacity $K$.$y' = ky$ 给出 $y = y_0 e^{kt}$;$y' = ky(1 - y/K)$ 趋向承载容量 $K$。
Newton's law of cooling牛顿冷却定律
$T' = -k(T - T_a)$, solution $T = T_a + (T_0 - T_a)e^{-kt}$.$T' = -k(T - T_a)$,解为 $T = T_a + (T_0 - T_a)e^{-kt}$。
Mixing mass balance混合质量守恒
$A' = c_{\text{in}}r_{\text{in}} - \dfrac{A}{V}r_{\text{out}}$: rate in minus rate out.$A' = c_{\text{in}}r_{\text{in}} - \dfrac{A}{V}r_{\text{out}}$:流入速率减去流出速率。
Test for exactness恰当性检验
$M\,dx + N\,dy = 0$ is exact iff $M_y = N_x$; then $F_x = M$, $F_y = N$, and $F = C$.$M\,dx + N\,dy = 0$ 为恰当方程当且仅当 $M_y = N_x$;此时 $F_x = M$,$F_y = N$,$F = C$。
Linear integrating factor线性方程积分因子
For $y' + p(x)y = q(x)$, $\mu = e^{\int p\,dx}$ makes the left side $(\mu y)'$.对 $y' + p(x)y = q(x)$,$\mu = e^{\int p\,dx}$ 使左端化为 $(\mu y)'$。
Linear solution formula线性方程通解公式
$y = \dfrac{1}{\mu}\left(\int \mu q\,dx + C\right)$ with $\mu = e^{\int p\,dx}$.$y = \dfrac{1}{\mu}\left(\int \mu q\,dx + C\right)$,其中 $\mu = e^{\int p\,dx}$。
Integrating factor in $x$关于 $x$ 的积分因子
If $(M_y - N_x)/N = h(x)$, then $\mu = e^{\int h\,dx}$ restores exactness.若 $(M_y - N_x)/N = h(x)$,则 $\mu = e^{\int h\,dx}$ 可恢复恰当性。
Bernoulli substitution伯努利换元
$y' + py = qy^n$ becomes linear under $v = y^{1-n}$: $v' + (1-n)pv = (1-n)q$.$y' + py = qy^n$ 在 $v = y^{1-n}$ 下线性化为 $v' + (1-n)pv = (1-n)q$。
Homogeneous substitution齐次方程换元
$y' = f(y/x)$ with $y = vx$ gives the separable $x\,v' = f(v) - v$.$y' = f(y/x)$ 令 $y = vx$,化为可分离方程 $x\,v' = f(v) - v$。
Autonomous stability test自治方程稳定性判定
For $y' = f(y)$ at $f(y^*) = 0$: $f'(y^*) < 0$ stable, $f'(y^*) > 0$ unstable.对 $y' = f(y)$ 的平衡点 $f(y^*) = 0$:$f'(y^*) < 0$ 稳定,$f'(y^*) > 0$ 不稳定。
Existence and uniqueness存在唯一性定理
If $f$ and $\partial f/\partial y$ are continuous near $(t_0, y_0)$, the IVP has a unique local solution.若 $f$ 与 $\partial f/\partial y$ 在 $(t_0, y_0)$ 附近连续,则初值问题有唯一局部解。

Unit Quiz单元测验

The general solution of $y' = ky$ is:$y' = ky$ 的通解为:
Q.1
$y = kt + C$
$y = C k^t$
$y = C e^{kt}$
$y = e^{k}t$
Correct. Separating $dy/y = k\,dt$ gives $\ln|y| = kt + c$, so $y = Ce^{kt}$.正确。分离变量 $dy/y = k\,dt$,积分得 $\ln|y| = kt + c$,即 $y = Ce^{kt}$。
Separate variables: $dy/y = k\,dt$ integrates to $y = Ce^{kt}$.分离变量:$dy/y = k\,dt$ 积分得 $y = Ce^{kt}$。
In a tank with $V$ liters held constant and outflow rate $r$, the solute outflow term in $A'$ is:在容积恒为 $V$ 升、流出速率为 $r$ 的储罐中,$A'$ 中的溶质流出项为:
Q.2
$A r$
$\dfrac{r}{V}A$
$\dfrac{V}{r}A$
$A/V$
Correct. Concentration $A/V$ leaves at volume rate $r$, giving $(r/V)A$.正确。浓度 $A/V$ 以体积速率 $r$ 流出,贡献项为 $(r/V)A$。
The outflow concentration is $A/V$, carried at rate $r$: the term is $(r/V)A$.流出浓度为 $A/V$,以速率 $r$ 输送:该项为 $(r/V)A$。
Is $(3x^2 y + 2)\,dx + (x^3 + 4y)\,dy = 0$ exact?$(3x^2 y + 2)\,dx + (x^3 + 4y)\,dy = 0$ 是恰当方程吗?
Q.3
No, $M_y = 0$否,$M_y = 0$
No, $N_x = 0$否,$N_x = 0$
Cannot tell无法判断
Yes, $M_y = N_x = 3x^2$是,$M_y = N_x = 3x^2$
Correct. $M_y = 3x^2$ and $N_x = 3x^2$, so the equation is exact.正确。$M_y = 3x^2$,$N_x = 3x^2$,相等,故为恰当方程。
Compute $M_y = 3x^2$ and $N_x = 3x^2$; they agree, so it is exact.计算 $M_y = 3x^2$,$N_x = 3x^2$,两者相等,故为恰当方程。
For $y' + 3y = e^{x}$, the integrating factor is:对 $y' + 3y = e^x$,积分因子为:
Q.4
$e^{3x}$
$e^{-3x}$
$e^{x}$
$3x$
Correct. $p = 3$, so $\mu = e^{\int 3\,dx} = e^{3x}$.正确。$p = 3$,故 $\mu = e^{\int 3\,dx} = e^{3x}$。
With $p = 3$, $\int p\,dx = 3x$ and $\mu = e^{3x}$.$p = 3$,$\int p\,dx = 3x$,故 $\mu = e^{3x}$。
To linearize $y' + 2y = y^3$, substitute:将 $y' + 2y = y^3$ 线性化,应作换元:
Q.5
$v = y^3$
$v = y$
$v = y^{-2}$
$v = y/x$
Correct. Here $n = 3$, so $v = y^{1-n} = y^{-2}$.正确。$n = 3$,故 $v = y^{1-n} = y^{-2}$。
The Bernoulli substitution is $v = y^{1-n}$; with $n = 3$ this is $y^{-2}$.伯努利换元为 $v = y^{1-n}$;$n = 3$ 时即 $y^{-2}$。
For $y' = (y-1)(y-3)$, the equilibrium $y = 1$ is:对 $y' = (y-1)(y-3)$,平衡点 $y = 1$ 的稳定性为:
Q.6
unstable不稳定
stable稳定
a constant source常数源
undefined未定义
Correct. With $f(y) = (y-1)(y-3)$, $f'(y) = 2y - 4$, so $f'(1) = -2 < 0$: stable.正确。$f(y) = (y-1)(y-3)$,$f'(y) = 2y - 4$,$f'(1) = -2 < 0$:稳定。
Differentiate: $f'(y) = 2y - 4$, and $f'(1) = -2 < 0$, so $y = 1$ is stable.求导:$f'(y) = 2y - 4$,$f'(1) = -2 < 0$,故 $y = 1$ 稳定。

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