偏微分方程通解求解2
题目
求下列方程的通解:
{ u x y = u x u y u − 1 ; u x y = u x u y ; u x y = u x u y u u 2 + 1 ; \begin{cases} u_{xy} = u_x u_y u^{-1}; \\ u_{xy} = u_x u_y; \\ u_{xy} = \dfrac{u_x u_y u}{u^2 + 1}; \end{cases} ⎩⎪⎪⎨⎪⎪⎧uxy=uxuyu−1;uxy=uxuy;uxy=u2+1uxuyu;
解答
下面分别求解每个方程。
方程 1: u x y = u x u y u − 1 u_{xy} = u_x u_y u^{-1} uxy=uxuyu−1
该方程可改写为 u x y = u x u y u u_{xy} = \frac{u_x u_y}{u} uxy=uuxuy。
设 v = ln u v = \ln u v=lnu,则:
v x = u x u , v y = u y u , v x y = ∂ ∂ y ( u x u ) = u x y u − u x u y u 2 . v_x = \frac{u_x}{u}, \quad v_y = \frac{u_y}{u}, \quad v_{xy} = \frac{\partial}{\partial y} \left( \frac{u_x}{u} \right) = \frac{u_{xy} u - u_x u_y}{u^2}. vx=uux,vy=uuy,vxy=∂y∂(uux)=u2uxyu−uxuy.
代入原方程 u x y = u x u y u u_{xy} = \frac{u_x u_y}{u} uxy=uuxuy,得:
v x y = ( u x u y u ) u − u x u y u 2 = u x u y − u x u y u 2 = 0. v_{xy} = \frac{ \left( \frac{u_x u_y}{u} \right) u - u_x u_y }{u^2} = \frac{u_x u_y - u_x u_y}{u^2} = 0. vxy=u2(uuxuy)u−uxuy=u2uxuy−uxuy=0.
因此, v x y = 0 v_{xy} = 0 vxy=0,其通解为 v ( x , y ) = f ( x ) + g ( y ) v(x, y) = f(x) + g(y) v(x,y)=f(x)+g(y),其中 f ( x ) f(x) f(x) 和 g ( y ) g(y) g(y) 为任意可微函数。
还原变量, ln u = f ( x ) + g ( y ) \ln u = f(x) + g(y) lnu=f(x)+g(y),即:
u ( x , y ) = e f ( x ) + g ( y ) = a ( x ) b ( y ) , u(x, y) = e^{f(x) + g(y)} = a(x) b(y), u(x,y)=ef(x)+g(y)=a(x)b(y),
其中 a ( x ) = e f ( x ) a(x) = e^{f(x)} a(x)=ef(x), b ( y ) = e g ( y ) b(y) = e^{g(y)} b(y)=eg(y) 为任意可微函数。
验证:若 u = a ( x ) b ( y ) u = a(x) b(y) u=a(x)b(y),则 u x = a ′ b u_x = a' b ux=a′b, u y = a b ′ u_y = a b' uy=ab′, u x y = a ′ b ′ u_{xy} = a' b' uxy=a′b′,而右边 u x u y u = ( a ′ b ) ( a b ′ ) a b = a ′ b ′ \frac{u_x u_y}{u} = \frac{(a' b)(a b')}{a b} = a' b' uuxuy=ab(a′b)(ab′)=a′b′,两边相等。
故通解为:
u ( x , y ) = a ( x ) b ( y ) , u(x, y) = a(x) b(y), u(x,y)=a(x)b(y),
其中 a ( x ) a(x) a(x) 和 b ( y ) b(y) b(y) 为任意可微函数。
方程 2: u x y = u x u y u_{xy} = u_x u_y uxy=uxuy
该方程为 u x y − u x u y = 0 u_{xy} - u_x u_y = 0 uxy−uxuy=0。
设 v = ln ∣ u x ∣ v = \ln |u_x| v=ln∣ux∣,则:
∂ v ∂ y = u x y u x . \frac{\partial v}{\partial y} = \frac{u_{xy}}{u_x}. ∂y∂v=uxuxy.
代入原方程 u x y = u x u y u_{xy} = u_x u_y uxy=uxuy,得:
∂ v ∂ y = u y . \frac{\partial v}{\partial y} = u_y. ∂y∂v=uy.
即:
∂ ∂ y ( ln ∣ u x ∣ ) = ∂ u ∂ y . \frac{\partial}{\partial y} (\ln |u_x|) = \frac{\partial u}{\partial y}. ∂y∂(ln∣ux∣)=∂y∂u.
移项得:
∂ ∂ y ( ln ∣ u x ∣ − u ) = 0. \frac{\partial}{\partial y} (\ln |u_x| - u) = 0. ∂y∂(ln∣ux∣−u)=0.
因此, ln ∣ u x ∣ − u \ln |u_x| - u ln∣ux∣−u 与 y y y 无关,是 x x x 的函数:
ln ∣ u x ∣ − u = h ( x ) , \ln |u_x| - u = h(x), ln∣ux∣−u=h(x),
即:
∣ u x ∣ = e u + h ( x ) = e h ( x ) e u . |u_x| = e^{u + h(x)} = e^{h(x)} e^u. ∣ux∣=eu+h(x)=eh(x)eu.
故:
u x = ± e h ( x ) e u = c ( x ) e u , u_x = \pm e^{h(x)} e^u = c(x) e^u, ux=±eh(x)eu=c(x)eu,
其中 c ( x ) = ± e h ( x ) c(x) = \pm e^{h(x)} c(x)=±eh(x) 为任意函数(可正可负)。
该方程为关于 x x x 的一阶偏微分方程( y y y 为参数):
∂ u ∂ x = c ( x ) e u . \frac{\partial u}{\partial x} = c(x) e^u. ∂x∂u=c(x)eu.
分离变量:
e − u d u = c ( x ) d x . e^{-u} du = c(x) dx. e−udu=c(x)dx.
积分:
∫ e − u d u = ∫ c ( x ) d x + d ( y ) , \int e^{-u} du = \int c(x) dx + d(y), ∫e−udu=∫c(x)dx+d(y),
其中 d ( y ) d(y) d(y) 为积分常数(依赖 y y y):
− e − u = A ( x ) + b ( y ) , -e^{-u} = A(x) + b(y), −e−u=A(x)+b(y),
其中 A ( x ) = ∫ c ( x ) d x A(x) = \int c(x) dx A(x)=∫c(x)dx, b ( y ) = − d ( y ) b(y) = -d(y) b(y)=−d(y)。
即:
e − u = − A ( x ) − b ( y ) . e^{-u} = -A(x) - b(y). e−u=−A(x)−b(y).
令 ϕ ( x ) = − A ( x ) \phi(x) = -A(x) ϕ(x)=−A(x), ψ ( y ) = − b ( y ) \psi(y) = -b(y) ψ(y)=−b(y),则:
e − u = ϕ ( x ) + ψ ( y ) . e^{-u} = \phi(x) + \psi(y). e−u=ϕ(x)+ψ(y).
由于 e − u > 0 e^{-u} > 0 e−u>0,需 ϕ ( x ) + ψ ( y ) > 0 \phi(x) + \psi(y) > 0 ϕ(x)+ψ(y)>0,解得:
u ( x , y ) = − ln ( ϕ ( x ) + ψ ( y ) ) . u(x, y) = -\ln (\phi(x) + \psi(y)). u(x,y)=−ln(ϕ(x)+ψ(y)).
验证:若 u = − ln v u = -\ln v u=−lnv, v = ϕ ( x ) + ψ ( y ) v = \phi(x) + \psi(y) v=ϕ(x)+ψ(y),则 u x = − ϕ x v u_x = -\frac{\phi_x}{v} ux=−vϕx, u y = − ψ y v u_y = -\frac{\psi_y}{v} uy=−vψy, u x y = ∂ ∂ y ( − ϕ x v ) = ϕ x ψ y v − 2 u_{xy} = \frac{\partial}{\partial y} \left( -\frac{\phi_x}{v} \right) = \phi_x \psi_y v^{-2} uxy=∂y∂(−vϕx)=ϕxψyv−2,而右边 u x u y = ( − ϕ x v ) ( − ψ y v ) = ϕ x ψ y v − 2 u_x u_y = \left( -\frac{\phi_x}{v} \right) \left( -\frac{\psi_y}{v} \right) = \phi_x \psi_y v^{-2} uxuy=(−vϕx)(−vψy)=ϕxψyv−2,两边相等。
故通解为:
u ( x , y ) = − ln ( ϕ ( x ) + ψ ( y ) ) , u(x, y) = -\ln (\phi(x) + \psi(y)), u(x,y)=−ln(ϕ(x)+ψ(y)),
其中 ϕ ( x ) \phi(x) ϕ(x) 和 ψ ( y ) \psi(y) ψ(y) 为任意可微函数,且满足 ϕ ( x ) + ψ ( y ) > 0 \phi(x) + \psi(y) > 0 ϕ(x)+ψ(y)>0(对所有 x , y x, y x,y)。
方程 3: u x y = u x u y u u 2 + 1 u_{xy} = \dfrac{u_x u_y u}{u^2 + 1} uxy=u2+1uxuyu
设 v = arctan u v = \arctan u v=arctanu,则:
v x = u x 1 + u 2 , v y = u y 1 + u 2 , v_x = \frac{u_x}{1 + u^2}, \quad v_y = \frac{u_y}{1 + u^2}, vx=1+u2ux,vy=1+u2uy,
v x y = ∂ ∂ y ( u x 1 + u 2 ) = u x y ( 1 + u 2 ) − u x ⋅ 2 u u y ( 1 + u 2 ) 2 . v_{xy} = \frac{\partial}{\partial y} \left( \frac{u_x}{1 + u^2} \right) = \frac{ u_{xy} (1 + u^2) - u_x \cdot 2u u_y }{ (1 + u^2)^2 }. vxy=∂y∂(1+u2ux)=(1+u2)2uxy(1+u2)−ux⋅2uuy.
代入原方程 u x y = u x u y u u 2 + 1 u_{xy} = \frac{u_x u_y u}{u^2 + 1} uxy=u2+1uxuyu,得:
v x y = ( u x u y u u 2 + 1 ) ( 1 + u 2 ) − 2 u u x u y ( 1 + u 2 ) 2 = u x u y u − 2 u u x u y ( 1 + u 2 ) 2 = − u u x u y ( 1 + u 2 ) 2 . v_{xy} = \frac{ \left( \frac{u_x u_y u}{u^2 + 1} \right) (1 + u^2) - 2u u_x u_y }{ (1 + u^2)^2 } = \frac{ u_x u_y u - 2u u_x u_y }{ (1 + u^2)^2 } = \frac{ -u u_x u_y }{ (1 + u^2)^2 }. vxy=(1+u2)2(u2+1uxuyu)(1+u2)−2uuxuy=(1+u2)2uxuyu−2uuxuy=(1+u2)2−uuxuy.
又 v x v y = u x 1 + u 2 ⋅ u y 1 + u 2 = u x u y ( 1 + u 2 ) 2 v_x v_y = \frac{u_x}{1 + u^2} \cdot \frac{u_y}{1 + u^2} = \frac{u_x u_y}{(1 + u^2)^2} vxvy=1+u2ux⋅1+u2uy=(1+u2)2uxuy,所以:
v x y = − u v x v y . v_{xy} = -u v_x v_y. vxy=−uvxvy.
由于 u = tan v u = \tan v u=tanv,有:
v x y = − tan v ⋅ v x v y . v_{xy} = - \tan v \cdot v_x v_y. vxy=−tanv⋅vxvy.
假设 v x ≠ 0 v_x \neq 0 vx=0,则:
v x y v x = − tan v ⋅ v y . \frac{v_{xy}}{v_x} = - \tan v \cdot v_y. vxvxy=−tanv⋅vy.
即:
∂ ∂ y ln ∣ v x ∣ = − tan v ⋅ ∂ v ∂ y . \frac{\partial}{\partial y} \ln |v_x| = - \tan v \cdot \frac{\partial v}{\partial y}. ∂y∂ln∣vx∣=−tanv⋅∂y∂v.
注意到:
∂ ∂ y ln ∣ cos v ∣ = − tan v ⋅ ∂ v ∂ y , \frac{\partial}{\partial y} \ln |\cos v| = -\tan v \cdot \frac{\partial v}{\partial y}, ∂y∂ln∣cosv∣=−tanv⋅∂y∂v,
所以:
∂ ∂ y ( ln ∣ v x ∣ ) = ∂ ∂ y ( ln ∣ cos v ∣ ) . \frac{\partial}{\partial y} (\ln |v_x|) = \frac{\partial}{\partial y} (\ln |\cos v|). ∂y∂(ln∣vx∣)=∂y∂(ln∣cosv∣).
因此:
ln ∣ v x ∣ − ln ∣ cos v ∣ = h ( x ) , \ln |v_x| - \ln |\cos v| = h(x), ln∣vx∣−ln∣cosv∣=h(x),
即:
ln ∣ v x cos v ∣ = h ( x ) , ∣ v x cos v ∣ = e h ( x ) . \ln \left| \frac{v_x}{\cos v} \right| = h(x), \quad \left| \frac{v_x}{\cos v} \right| = e^{h(x)}. ln∣∣∣cosvvx∣∣∣=h(x),∣∣∣cosvvx∣∣∣=eh(x).
故:
v x = c ( x ) cos v , v_x = c(x) \cos v, vx=c(x)cosv,
其中 c ( x ) = ± e h ( x ) c(x) = \pm e^{h(x)} c(x)=±eh(x) 为任意函数。
该方程为关于 x x x 的一阶偏微分方程( y y y 为参数):
∂ v ∂ x = c ( x ) cos v . \frac{\partial v}{\partial x} = c(x) \cos v. ∂x∂v=c(x)cosv.
分离变量:
sec v d v = c ( x ) d x . \sec v dv = c(x) dx. secvdv=c(x)dx.
积分:
∫ sec v d v = ∫ c ( x ) d x + d ( y ) , \int \sec v dv = \int c(x) dx + d(y), ∫secvdv=∫c(x)dx+d(y),
其中 d ( y ) d(y) d(y) 为积分常数(依赖 y y y):
ln ∣ sec v + tan v ∣ = A ( x ) + d ( y ) , \ln |\sec v + \tan v| = A(x) + d(y), ln∣secv+tanv∣=A(x)+d(y),
其中 A ( x ) = ∫ c ( x ) d x A(x) = \int c(x) dx A(x)=∫c(x)dx。
即:
∣ sec v + tan v ∣ = e A ( x ) + d ( y ) = e A ( x ) e d ( y ) . |\sec v + \tan v| = e^{A(x) + d(y)} = e^{A(x)} e^{d(y)}. ∣secv+tanv∣=eA(x)+d(y)=eA(x)ed(y).
令 f ( x ) = e A ( x ) f(x) = e^{A(x)} f(x)=eA(x), g ( y ) = e d ( y ) g(y) = e^{d(y)} g(y)=ed(y),则:
sec v + tan v = ± f ( x ) g ( y ) . \sec v + \tan v = \pm f(x) g(y). secv+tanv=±f(x)g(y).
令 s = ϕ ( x ) ψ ( y ) = ± f ( x ) g ( y ) s = \phi(x) \psi(y) = \pm f(x) g(y) s=ϕ(x)ψ(y)=±f(x)g(y),则:
sec v + tan v = s . \sec v + \tan v = s. secv+tanv=s.
利用恒等式 sec 2 v − tan 2 v = 1 \sec^2 v - \tan^2 v = 1 sec2v−tan2v=1 及 sec v + tan v = s \sec v + \tan v = s secv+tanv=s,解得:
sec v − tan v = 1 s . \sec v - \tan v = \frac{1}{s}. secv−tanv=s1.
联立:
sec v = 1 2 ( s + 1 s ) , tan v = 1 2 ( s − 1 s ) . \sec v = \frac{1}{2} \left( s + \frac{1}{s} \right), \quad \tan v = \frac{1}{2} \left( s - \frac{1}{s} \right). secv=21(s+s1),tanv=21(s−s1).
由于 u = tan v u = \tan v u=tanv,有:
u = 1 2 ( s − 1 s ) = 1 2 ( ϕ ( x ) ψ ( y ) − 1 ϕ ( x ) ψ ( y ) ) . u = \frac{1}{2} \left( s - \frac{1}{s} \right) = \frac{1}{2} \left( \phi(x) \psi(y) - \frac{1}{\phi(x) \psi(y)} \right). u=21(s−s1)=21(ϕ(x)ψ(y)−ϕ(x)ψ(y)1).
为简化,令 f ( x ) = ϕ ( x ) f(x) = \phi(x) f(x)=ϕ(x), g ( y ) = ψ ( y ) g(y) = \psi(y) g(y)=ψ(y),则:
u ( x , y ) = 1 2 ( f ( x ) g ( y ) − 1 f ( x ) g ( y ) ) . u(x, y) = \frac{1}{2} \left( f(x) g(y) - \frac{1}{f(x) g(y)} \right). u(x,y)=21(f(x)g(y)−f(x)g(y)1).
验证:令 w = f ( x ) g ( y ) w = f(x) g(y) w=f(x)g(y),则 u = 1 2 ( w − w − 1 ) u = \frac{1}{2} (w - w^{-1}) u=21(w−w−1)。计算导数并代入原方程,可得两边相等(过程略)。
故通解为:
u ( x , y ) = 1 2 ( f ( x ) g ( y ) − 1 f ( x ) g ( y ) ) , u(x, y) = \frac{1}{2} \left( f(x) g(y) - \frac{1}{f(x) g(y)} \right), u(x,y)=21(f(x)g(y)−f(x)g(y)1),
其中 f ( x ) f(x) f(x) 和 g ( y ) g(y) g(y) 为任意非零可微函数(即 f ( x ) g ( y ) ≠ 0 f(x) g(y) \neq 0 f(x)g(y)=0 对所有 x , y x, y x,y),以确保分母不为零。
最终答案
方程 1 : u ( x , y ) = a ( x ) b ( y ) 方程 2 : u ( x , y ) = − ln ( ϕ ( x ) + ψ ( y ) ) 方程 3 : u ( x , y ) = 1 2 ( f ( x ) g ( y ) − 1 f ( x ) g ( y ) ) \boxed{ \begin{array}{c} \text{方程 } 1: \\ u(x,y) = a(x) b(y) \\ \\ \text{方程 } 2: \\ u(x,y) = -\ln \left( \phi(x) + \psi(y) \right) \\ \\ \text{方程 } 3: \\ u(x,y) = \dfrac{1}{2} \left( f(x) g(y) - \dfrac{1}{f(x) g(y)} \right) \end{array} } 方程 1:u(x,y)=a(x)b(y)方程 2:u(x,y)=−ln(ϕ(x)+ψ(y))方程 3:u(x,y)=21(f(x)g(y)−f(x)g(y)1)
其中:
- a ( x ) a(x) a(x)、 b ( y ) b(y) b(y) 为任意可微函数;
- ϕ ( x ) \phi(x) ϕ(x)、 ψ ( y ) \psi(y) ψ(y) 为任意可微函数,且满足 ϕ ( x ) + ψ ( y ) > 0 \phi(x) + \psi(y) > 0 ϕ(x)+ψ(y)>0(对所有 x , y x, y x,y);
- f ( x ) f(x) f(x)、 g ( y ) g(y) g(y) 为任意非零可微函数(即 f ( x ) g ( y ) ≠ 0 f(x) g(y) \neq 0 f(x)g(y)=0 对所有 x , y x, y x,y)。