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Lição 93 — EDOs lineares de 1ª ordem

y' + p(x)y = q(x). Fator integrante e^{∫p}. Aplicações: circuito RC, mistura, conta bancária.

Used in: Spécialité Maths (France, Terminale) · Math III japonês (avançado) · Leistungskurs alemão

y+p(x)y=q(x)    y=epdx ⁣[epdxq(x)dx+C]y' + p(x)\,y = q(x) \;\Longrightarrow\; y = e^{-\int p\,dx}\!\left[\int e^{\int p\,dx}\,q(x)\,dx + C\right]
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Rigorous notation, full derivation, hypotheses

积分因子 — 完整理论

规范形式

"形如 y+p(x)y=f(x)y' + p(x)y = f(x) 的方程称为一阶线性微分方程。" — Lebl, Notes on Diffy Qs, §1.4

积分因子法

为什么有效。 我们希望 μy+μpy\mu y' + \mu p y 是某个乘积的导数。由于 (μy)=μy+μy(\mu y)' = \mu' y + \mu y',我们需要 μ=μp\mu' = \mu p,即 μ/μ=p\mu'/\mu = p。积分得:μ(x)=ep(x)dx\mu(x) = e^{\int p(x)\,dx}

齐次部分 + 特解分解

图表:RC 系统解

tVVsV_C(t) = Vs(1 - e^(-t/RC))0RC3RC

RC 电路的阶跃响应:VCVsV_C \to V_s,以时间常数 τ=RC\tau = RC 指数衰减。

已解决的例子

Exercise list

36 exercises · 9 with worked solution (25%)

Application 18Understanding 5Modeling 8Challenge 3Proof 2
  1. Ex. 93.1Application

    y+y=0y' + y = 0

  2. Ex. 93.2ApplicationAnswer key

    y+2y=6y' + 2y = 6y(0)=1y(0) = 1

  3. Ex. 93.3ApplicationAnswer key

    y+3y=exy' + 3y = e^{-x}

  4. Ex. 93.4Application

    yy=e2xy' - y = e^{2x}y(0)=0y(0) = 0

  5. Ex. 93.5ApplicationAnswer key

    y+2xy=xy' + 2xy = x

  6. Ex. 93.6Application

    y+1xy=1y' + \frac{1}{x}\,y = 1y(1)=0y(1) = 0

  7. Ex. 93.7Application

    xy+2y=x3x y' + 2y = x^3

  8. Ex. 93.8Application

    yysinx=sinxy' - y\sin x = \sin x

  9. Ex. 93.9Application

    y+ycotx=2cosxy' + y\cot x = 2\cos x

  10. Ex. 93.10ApplicationAnswer key

    y2xy=xy' - 2xy = xy(0)=1y(0) = 1

  11. Ex. 93.11ApplicationAnswer key

    y+4y=8y' + 4y = 8 并指出稳态。

  12. Ex. 93.12Application

    y+y=sinxy' + y = \sin x

  13. Ex. 93.13Application

    y3y=6e3xy' - 3y = 6e^{3x}

  14. Ex. 93.14ApplicationAnswer key

    y+2xy=x2y' + \frac{2}{x}\,y = x^2

  15. Ex. 93.15Application

    y+ycosx=cosxy' + y\cos x = \cos x

  16. Ex. 93.16Application

    (1+x2)y+2xy=4x(1+x^2)y' + 2xy = 4xy(0)=0y(0) = 0

  17. Ex. 93.17Understanding

    y=exy = e^{-x}y+y=0y' + y = 0 吗?

  18. Ex. 93.18Application

    y=2y+4y' = 2y + 4

  19. Ex. 93.19Understanding

    找到 μ(x)\mu(x) 用于 y+(sinx)y=cosxy' + (\sin x)y = \cos x 并讨论解是否有闭形式。

  20. Ex. 93.20Application

    y+2y=t2y' + 2y = t^2(独立变量 tt)。

  21. Ex. 93.21Modeling

    RC 电路:R=2kΩR = 2\,\text{k}\OmegaC=50μFC = 50\,\mu\text{F}Vs=12VV_s = 12\,\text{V}(在 t=0t = 0 阶跃),VC(0)=0V_C(0) = 0。找到 VC(t)V_C(t)τ\tau

  22. Ex. 93.22Modeling

    RL 电路:L=0.5HL = 0.5\,\text{H}R=10ΩR = 10\,\OmegaV=5VV = 5\,\text{V}i(0)=0i(0) = 0。找到 i(t)i(t)τ=L/R\tau = L/R

  23. Ex. 93.23ModelingAnswer key

    CSTR 反应器:流量 Q=2L/minQ = 2\,\text{L/min},体积 V=100LV = 100\,\text{L},进口浓度 cin=5g/Lc_{in} = 5\,\text{g/L}c(0)=0c(0) = 0。找到 c(t)c(t)

  24. Ex. 93.24Modeling

    温度计在 20°C20\,\text{°C},浸入 80°C80\,\text{°C} 的水。时间常数 τ=30s\tau = 30\,\text{s}。何时显示 70°C70\,\text{°C}

  25. Ex. 93.25Modeling

    支票账户:初始余额为零,以 r=5%r = 5\% 年利率(连续)计息,每年接收 12000 巴西雷亚尔的连续存款。计算 10 年后的余额。

  26. Ex. 93.26Modeling

    加热器:T˙=k(TTamb)+P/C\dot T = -k(T - T_{\text{amb}}) + P/C,其中 k=0.1min1k = 0.1\,\text{min}^{-1}Tamb=20°CT_{\text{amb}} = 20\,\text{°C}P/C=5°C/minP/C = 5\,\text{°C/min}T(0)=20°CT(0) = 20\,\text{°C}。计算 TT_\infty 和达到 TT_\infty 的 90% 所需的时间。

  27. Ex. 93.27ModelingAnswer key

    RC 低通滤波器,输入 u(t)=sin(ωt)u(t) = \sin(\omega t)。对于 ωτ=0.1\omega\tau = 0.1ωτ=1\omega\tau = 1ωτ=10\omega\tau = 10 计算稳态响应的幅度。

  28. Ex. 93.28ModelingAnswer key

    200 L 水箱初始含 50 g 盐。盐水以 2 g/L 以 4 L/min 流入;混合物以 4 L/min 流出。1 小时后的盐量。

  29. Ex. 93.29Understanding

    证明若 ppqqII 上连续,则初值问题 y+py=qy' + p\,y = qy(x0)=y0y(x_0) = y_0 有唯一解。

  30. Ex. 93.30Understanding

    积分因子相差乘法常数而唯一 — 这影响最终解吗?

  31. Ex. 93.31Understanding

    Ly=y+py\mathcal{L}y = y' + p\,y 陈述叠加原理。

  32. Ex. 93.32Challenge

    伯努利方程:y+y=y2y' + y = y^2。做 u=1/yu = 1/y 来线性化并解。

  33. Ex. 93.33Challenge

    通过参数变化解 y+ytanx=secxy' + y\tan x = \sec x,并确认该结果与积分因子的结果相符。

  34. Ex. 93.34Challenge

    李卡提方程:y=y22xy+x21y' = y^2 - 2xy + x^2 - 1。验证 y1=x+1y_1 = x + 1 是特解,并使用代换 y=x+1+1/vy = x + 1 + 1/v 将其约化为 vv 中的线性方程。

  35. Ex. 93.35Proof

    严格证明 μ(x)=ep(x)dx\mu(x) = e^{\int p(x)\,dx}y+py=qy' + py = q 变成 (μy)=μq(\mu y)' = \mu q 并推导通解公式。

  36. Ex. 93.36Proof

    证明 y(x)=x0xG(x,s)q(s)dsy(x) = \int_{x_0}^{x} G(x,s)\,q(s)\,ds,其中 G(x,s)=esxp(t)dtG(x,s) = e^{-\int_s^x p(t)\,dt},解 y+py=qy' + py = qy(x0)=0y(x_0) = 0

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Updated on 2026-05-06 · Author(s): Clube da Matemática

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