本書介紹常微分方程的基本理論、方法及相關(guān)應用。全書共7章,包括存在性、唯一性與穩(wěn)定性等理論,求解一階或高階微分方程(組)的分離變量法、積分因子法、特征值法、常數(shù)變易法、拉普拉斯變換法、冪級數(shù)法和數(shù)值方法等方法,以及其在人口、生物、金融、物理、氣象等不同領(lǐng)域中的應用。本書在編排上以實際問題的解決為牽引、以各類方程的求解為驅(qū)動、以具體方法的介紹為重點,在敘述上注重啟發(fā)性和系統(tǒng)性,在應用上注重與MATLAB等現(xiàn)代數(shù)學軟件的使用相結(jié)合。全書主要使用英語進行編寫,章節(jié)的標題以及一些重點詞匯用中、英文雙語進行表述。
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2017 江蘇省教學成果獎(高等教育類)一等獎:分類培養(yǎng)、協(xié)同育人、多元發(fā)展,信息與計算科學專業(yè)人才培養(yǎng)的改革與實踐
Contents
Preface
Chapter 1 Introduction引言 1
1.1 Differential Equation Models微分方程模型 1
1.2 General Concepts and Definitions基本概念與定義 6
1.2.1 Classification of Differential Equations微分方程的分類 6
1.2.2 Concepts of Solutions解的概念 8
1.3 Slope Fields and Solution Curves斜率場與解曲線 13
1.3.1 The Geometry of dy/dx=f(x,y) dy/dx=f(x,y)的幾何意義 13
1.3.2 Slope Fields斜率場 14
1.3.3 Construct Slope Fields by Using dfield繪制斜率場圖 15
Chapter 2 First-order Differential Equation一階微分方程 19
2.1 The Method of Separation of Variables分離變量法 19
2.1.1 Motivation: Solution by Integration動機:直接積分求解 20
2.1.2 Separable Equations變量可分離方程 20
2.1.3 How to Solve?求解方法 20
2.1.4 Separable Equations in Differential Form微分形式的變量可分離方程 23
2.1.5 Application: Population Dynamics應用:人口動力學 25
2.2 Method of Transformation of Variables變量代換方法 31
2.2.1 Homogeneous Polar Equation齊次極性方程 31
2.2.2 Equations That Can Be Transformed into Homogeneous Polar Equations可化為齊次極性方程的方程 32
2.2.3 Other Transformations其他變換 36
2.3 First-order Linear Equations一階線性方程 40
2.3.1 Homogeneous Equations齊次方程 41
2.3.2 Nonhomogeneous Equations非齊次方程 41
2.3.3 Bernoulli Differential Equations伯努利方程 46
2.3.4 Application: Electrical Circuit應用:電子電路 50
2.4 Exact Differential Equations and Integrating Factors全微分方程 (恰當微分方程) 與積分因子 56
2.4.1 Exact Differential Equations恰當微分方程 57
2.4.2 Integrating Factors積分因子 61
2.4.3 Method of Inspection觀察法 63
2.5 First-order Implicit Differential Equations一階隱式方程 66
2.5.1 y′ Can Be Solved可以解出y′的方程 66
2.5.2 x or y Is Missing (Parametric Method)不顯含x或y的方程 (參數(shù)法) 67
2.5.3 x or y Can Be Solved可以解出x或y的方程 69
Chapter 3 Fundamental Theorems of Ordinary Differential Equations常微分方程基本定理 74
3.1 The Existence-uniqueness Theorem存在唯一性定理 74
3.1.1 Motivation: Picard’s Iteration Method動機:皮卡迭代方法 75
3.1.2 Theorem of Existence-uniqueness of Solutions存在唯一性定理 78
3.1.3 The Proof of Existence存在性的證明 80
3.1.4 The Proof of Uniqueness唯一性的證明 82
3.1.5 Some Applications of Theorem 3.1.1定理3.1.1的應用舉例 83
3.2 Extension of Solutions解的延拓 87
3.2.1 Definition of Extension延拓的定義 87
3.2.2 Theorem of Extension延拓定理 88
3.2.3 Some Applications of the Theorem of Extension延拓定理的應用 89
3.2.4 The Comparison Theorems 比較定理 91
3.3 Dependence and Differentiability of Solutions on Initial Conditions 解對初始條件的依賴性與可微性 93
3.3.1 Motivation:Dependence of Solutions動機:解的依賴性 93
3.3.2 Continuous Dependence of Solutions on Initial Values解對初值連續(xù)依賴性 93
3.3.3 Further Generalization進一步推廣 95
3.4 Singular Solutions and Envelopes奇解與包絡 97
3.4.1 Singular Solutions奇解 98
3.4.2 Envelopes and the Methods of Finding Singular Solutions包絡及奇解的求法 101
Chapter 4 Higher Order Differential Equation高階微分方程 106
4.1 General Theory of High-order Linear Equations高階線性方程的一般理論 106
4.1.1 General concepts基本概念 106
4.1.2 Existence-uniqueness for Linear Equations線性方程的存在唯一性 108
4.1.3 Linear Dependence and Independence線性相關(guān)與線性無關(guān) 108
4.1.4 General Solutions of Homogeneous Equation齊次方程的通解 110
4.1.5 General Solution of Nonhomogeneous Equation非齊次方程的通解 111
4.1.6 Liouville’s Formula劉維爾公式 112
4.2 Homogeneous Equations with Constant Coefficients常系數(shù)齊次方程 115
4.2.1 Distinct Real Roots不同的實根 115
4.2.2 Distinct Complex Roots不同的復根 118
4.2.3 Repeated Real Roots重復的實根 120
4.2.4 Repeated Complex Roots重復的復根 123
4.3 Nonhomogeneous Equations with Constant Coefficients常系數(shù)非齊次方程 126
4.3.1 Method of Undetermined Coefficients待定系數(shù)法 127
4.3.2 Proof of the Method of Undetermined Coefficients待定系數(shù)法的證明 137
4.4 Nonhomogeneous Equations and Variation of Parameters非齊次方程與常數(shù)變易法 141
4.4.1 Variation of Parameters常數(shù)變易法 141
4.4.2 Examples例題 143
4.4.3 Initial Value Green’s Functions初值Green函數(shù) 145
4.4.4 Boundary Value Green’s Functions邊值Green函數(shù) 146
4.5 High-order Differential Equations That Can Be Reduced可降階的高階微分方程 148
4.5.1 Equations Immediately Integrable可積方程 149
4.5.2 The Dependent Variable Absent不含未知函數(shù)的方程 149
4.5.3 The Independent Variable Absent不含自變量的方程 151
4.5.4 Exact Derivation Equation恰當導數(shù)方程 152
4.6 Application: Mechanical Vibrations應用:機械振動 153
4.6.1 Undamped Free Vibrations無阻尼自由振動 155
4.6.2 Damped Free Vibrations阻尼自由振動 157
4.6.3 Undamped Forced Vibrations無阻尼受迫振動 158
4.6.4 Damped Forced Vibrations阻尼受迫振動 159
Chapter 5 Linear Systems of Differential Equations線性微分方程組 161
5.1 First-order Systems一階方程組 161
5.1.1 Introduction引入 161
5.1.2 Transformation Between Higher Order Equations and First-Order Systems高階方程和一階方程組間的轉(zhuǎn)換 162
5.1.3 Linear Systems線性方程組 164
5.1.4 The Method of Elimination消去法 165
5.2 Review of Matrices and Linear Algebraic Systems復習:矩陣和線性代數(shù)方程組 167
5.2.1 Matrix-valued Functions矩陣值函數(shù) 167
5.2.2 Systems of Linear Algebraic Equations線性代數(shù)方程組 168
5.2.3 Linear Independence線性無關(guān) 169
5.2.4 Eigenvalues and Eigenvectors特征值與特征向量 171
5.3 Basic Theory of Systems of First-order Linear Equations一階線性方程組的基本理論 173
5.3.1 First-order Linear Systems一階線性方程組 173
5.3.2 Independence and General Solutions無關(guān)性與通解 176
5.3.3 Initial Value Problems and Elementary Row Operations初值問題與初等行變換 177
5.3.4 Nonhomogeneous Systems非齊次方程組 179
5.4 Homogeneous Linear Systems—Distinct Eigenvalues齊次線性方程組——不同特征值 182
5.4.1 The Eigenvalue Method特征值方法 184
5.4.2 Distinct Real Eigenvalues實的不同特征值 185
5.4.3 Distinct Complex Eigenvalues復的不同特征值 191
5.4.4 Applications: Mixture Problems應用:混合物問題 195
5.4.5 Application: A Multiple Spring-Mass System應用:多重彈簧振子系統(tǒng) 198
5.5 Homogeneous Linear Systems—Repeated Eigenvalues齊次線性方程組——重復特征值 202
5.5.1 Complete Eigenvalues完備的特征值 203
5.5.2 Defective Eigenvalues虧損的特征值 205
5.6 Other Features of Homogeneous Linear Systems齊次線性方程組的其他特征 217
5.6.1 Fundamental Matrix基解矩陣 217
5.6.2 The Matrix eAt矩陣指數(shù)eAt 220
5.6.3 Diagonalizable Matrices可對角化矩陣 221
5.7 Nonhomogeneous Linear Systems非齊次線性方程組 226
5.7.1 Undetermined Coefficients待定系數(shù)法 226
5.7.2 Variation of Parameters常數(shù)變易法 228
Chapter 6 Other Methods of Solving Ordinary Differential Equations常微分方程的其他解法 235
6.1 Definition and Properties of the Laplace Transform拉普拉斯變換的定義及性質(zhì) 235
6.1.1 The Definition of the Laplace Transform拉普拉斯變換的定義 236
6.1.2 Basic Properties of the Laplace Transform 拉普拉斯變換的基本性質(zhì) 239
6.2 Use Laplace Transform to Solve Differential Equations利用拉普拉斯變換求解微分方程 246
6.2.1 Solution of Initial Value Problems初值問題的解 246
6.2.2 Linear Systems線性方程組 249
6.2.3 Step Functions分段函數(shù) 251
6.2.4 Periodic Functions周期函數(shù) 255
6.3 Power Series Solutions冪級數(shù)解 256
6.3.1 Definition定義 256
6.3.2 Series Solutions About Ordinary and Regular Singular Points常點與正則奇點的級數(shù)解 257
6.4 Numerical Solution of First-order Equations一階微分方程的數(shù)值方法 263
6.4.1 The Euler Method歐拉法 263
6.4.2 The Runge-Kutta Method龍格-庫塔法 267
6.5 Numerical Solution of Systems of Ordinary Differential Equations常微分方程組的數(shù)值方法 273
6.6 Numerical Solution of Nonlinear Boundary Value Problems非線性邊值問題的數(shù)值方法 276
Chapter 7 Qualitative Theory of Ordinary Differential Equations常微分方程的定性理論 281
7.1 Autonomous Systems and Phase Portraits自治系統(tǒng)與相圖 281
7.1.1 Autonomous Systems自治系統(tǒng) 282
7.1.2 Types of Solutions解的類型 283
7.1.3 Phase Portrait相圖 283
7.1.4 Vector Field Interpretation向量場解釋 285
7.2 Stability and Its Analysis by the Direct Method穩(wěn)定性分析的直接方法 287
7.2.1 Concept of Stability穩(wěn)定性的概念 288
7.2.2 Lyapunov’s Stability Method李雅普諾夫穩(wěn)定性方法 290
7.3 Stability of Critical Points in Linear Systems線性方程組臨界點的穩(wěn)定性 295
7.3.1 Some Fundamental Questions一些基本問題 295
7.3.2 Stability Analysis in Two-dimensional Systems二維系統(tǒng)的穩(wěn)定性分析 296
7.3.3 Stability Analysis in Three-dimensional Systems三維系統(tǒng)的穩(wěn)定性分析 305
7.4 Linearization and Local Stability線性化與局部穩(wěn)定性 308
7.4.1 Linearization for First-order Differential Equations一階微分方程的線性化 309
7.4.2 Linearization for Planar Autonomous Systems平面自治系統(tǒng)的線性化 310
7.4.3 Application: Predator-prey (Holling-Tanner) Model應用:捕食模型 313
7.5 Periodic Solutions and Limit Cycles周期解與極限環(huán) 316
7.5.1 Periodic Solutions周期解 317
7.5.2 Limit Cycles極限環(huán) 318
7.5.3 The Poincaré-Bendixson Theorem龐加萊-本迪克松定理 320
7.6 Hamiltonian System哈密頓系統(tǒng) 325
7.6.1 Definition of Hamiltonian System哈密頓系統(tǒng)的定義 326
7.6.2 Equilibrium Points of Hamiltonian Systems哈密頓系統(tǒng)的平衡點 327
7.7 Chaos and Strange Attractors混沌與奇異吸引子 330
7.7.1 The Lorenz System洛倫茲系統(tǒng) 331
7.7.2 The R.ssler System勒斯勒系統(tǒng) 334
Bibliography 338
Appendix 339
A.1 Glossary of Common Vocabulary Used in Bilingual Courses雙語課程常用詞匯表 339
A.2 Common Sentence Patterns in Bilingual Courses雙語課程常用句型 348
A.3 Common Trigonometric Identities常用三角等式 352
A.4 Common Derivative Formulas常用導數(shù)公式 353
A.5 Common Integral Formulas常用積分公式 353
A.6 Table of Laplace Transforms拉普拉斯變換表 356
A.7 Table of Inverse Laplace Transforms拉普拉斯逆變換表 357
Index 359