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一阶常微分方程解的存在唯一性

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(1)

~‡©•§

1nÙ ˜

~‡©•§)

•3•˜5

þ°ã²ŒÆA^êÆX April 19, 2010

(2)

˜

wª‡©•§

•Ä˜ wª~‡©•§ Њ¯K ( dy dx = f (x, y) y|x=x0 = y0 (1) Ù¥f (x, y)•4Ý/«• R : |x − x0| ≤ a, |y − y0| ≤ b þ ëY¼ê"

(3)

Lipschitz^‡

½Â XJ•3~êL > 0§¦ ±eØ ª |f (x, y1) − f (x, y2)| ≤ L|y1− y2| é∀(x, y1), (x, y2) ∈ RѤá§K¡¼êf (x, y)3«•RS' uy÷vLipschitz^‡§~êL¡•Lipschitz~ê"

(4)

Picard•3•˜5½n

½n3.1£Picard•3•˜5½n¤

e¼êf (x, y)3«•R = [x0− a, x0+ a] × [y0− b, y0+ b]þëY§ …'uy÷vLipschitz^‡§@o~‡©•§ÐŠ¯K(1)3« mI = [x0− h, x0+ h]þ•3•˜)§Ù¥~ê h = min  a, b M  , M = max (x,y)∈R |f (x, y)|

(5)

Picard•3•˜5½n y²

y²L§©¤nÚµ Äky²‡©•§ÐŠ¯K(1) duÈ©•§ y(x) = y0+ Z x x0 f (t, y(t))dt (2) Ùg^PicardÅg%C{y²) •35" • y²) •˜5"

(6)

Picard•3•˜5½n y²

y²L§©¤nÚµ Äky²‡©•§ÐŠ¯K(1) duÈ©•§ y(x) = y0+ Z x x0 f (t, y(t))dt (2) Ùg^PicardÅg%C{y²) •35" • y²) •˜5"

(7)

Picard•3•˜5½n y²

y²L§©¤nÚµ Äky²‡©•§ÐŠ¯K(1) duÈ©•§ y(x) = y0+ Z x x0 f (t, y(t))dt (2) Ùg^PicardÅg%C{y²) •35" • y²) •˜5"

(8)

Picard•3•˜5½n y²

y²L§©¤nÚµ Äky²‡©•§ÐŠ¯K(1) duÈ©•§ y(x) = y0+ Z x x0 f (t, y(t))dt (2) Ùg^PicardÅg%C{y²) •35" • y²) •˜5"

(9)

5

1

duPicard•3•˜5½n• y )3Û܉ŒS •35§ ù3¢S¦^¥š~Ø•B"Ï• ½Â•R*Œ± §) • 3«•IŒU‡ ¬ "'u)•3 •Œ«mò3e˜!? Ø"

(10)

5

2

•3•˜5½n¥ëêh AÛ¿ÂŒ±ù 5£ãµ½n¥ M = max (x,y)∈R|f (x, y)|"Ïd§Œ±)º¤á3«•R¥ L(x0, y0) È©-‚y = ϕ(x) ƒ‚ ÇýéŠ •ŒŠ"†é {`§È©-‚ ƒ‚ Ç0u†‚AEÚBD ÇM†−Mƒ m£ëwã1¤"ù §3È©-‚lm«•Rƒc§§˜½á3 ÒK«• n (x, y) ∈ R2 |y − y0| ≤ M |x − x0|, |x − x0| ≤ h o S"

(11)

ã

1

y x O R B A C D E 0 y b y0 b y0 a x0 x0h x0 x0h x0a ) , (x0 [0 ) , (x0 K0 G [0 0 [ ) ( :y x l [ ) ( : ~ x y l K : : w D ã1µPicard•3•˜5½nëêh AÛ¿Â (þ°ã²ŒÆA^êÆX) ~‡©•§ 1nÙ April 19, 2010 8 / 42

(12)

5

3

3¢S¦^¥§Lipschitz^‡ Ju § ~^f(x, y)3Rþk éy ëY ê5O“"¢SþO“ ^‡'Lipschitz^‡•î ‚§•´‰1å5 ••B"XJ3Rþ∂f ∂y•3…ëY§@ o∂f ∂y3Rþk." 3Rþ ∂f ∂y ≤ L§ K∀(x, y1), (x, y2) ∈ R, 0 < θ < 1§k |f (x, y1) − f (x, y2)| = ∂f (x, y2+ θ(y1− y2)) ∂y

|y1− y2| ≤ L|y1− y2| ‡L5§÷vLipschitz^‡ ¼êf(x, y)ؘ½k ê• 3"~X§¼êf (x, y) = |y|3?Û«•Ñ÷vLipschitz^‡§ 3y = 0? êØ•3"

(13)

5

4

) •˜5y²¢Sþ¿ØI‡•6) •35 y²§Ùy² Œ±´ Õá £äNy²Œ±ëw[“ ^§5~‡©•§ù Â(1 ‡)6§<¬ ˜Ñ‡ §1979]¤"˜„/§3,‡«• S§•‡•§(1) mà‘f(x, y)3T«•SëY…'uy÷ vLipschitz^‡§K•§(1)LT«•S˜: )Ò´•˜ "

(14)

˜

󻥤

•Ä˜ Ûª•§ F (x, y, y0) = 0 (3) ½n3.2 XJ3:(x0, y0, y00) ,˜‡ •¥§ 1 F (x, y, y0)é¤kC (x, y, y0)ëY§…•3ëY ê¶ 2 F (x0, y0, y00) = 0¶ 3 ∂F (x0, y0, y00) ∂y0 6= 0 K•§(3)•3Ž˜)y = y(x), |x − x0| ≤ h§£h•v ꤧ÷vЩ^‡ y(x0) = y0, y0(x0) = y00 (4)

(15)

ål9ål˜m

½Â

½Â3.2 X•˜‡š˜8ܧXJ∀x, y ∈ X§Ñ∃ρ(x, y) ∈ R†ÙéA… ÷v±en‡^‡µ (1) šK5µ ρ(x, y) ≥ 0§… …= x = yž§ρ(x, y) ≡ 0¶ (2) é¡5µ ρ(x, y) = ρ(y, x)¶ (3) n Ø ªµ ρ(x, y) ≤ ρ(x, z) + ρ(z, y)§z ∈ X" K¡ρ•Xþ ål§¡X´±ρ•ål ål˜m"

(16)

Ä

:

Ú

˜m

½Â3.3 éuål˜mX¥ : {xn}§XJ∀ε > 0§∃N > 0§¦ m, n > N ž ρ(xm, xn) < ε K¡{xn}•Cauchy: ½öÄ : "XJX¥ ?˜Ä : 7ÂñuX¥ ,˜:§K¡X• ål˜m"

(17)

ål˜mþ

N

!ëYN

½Â3.4 X, YÑ´ål˜m§XJéuz˜‡x ∈ X§7kY¥•˜˜ :y†ƒéA§K¡ù‡éA'X´˜‡N "~^PÒT 5L «§=T x = y" ½Â3.5 XJ∀x ∈ X±9,˜‰½ x0 ∈ X§N T ÷v±e^ ‡µ∀ε > 0§∃δ > 0§¦ ρ(x, x0) < δž§kρ(T x, T x0) < ε§ K¡N T 3x0?ëY"XJN T 3X¥ z˜:ÑëY§Ò ¡T 3XþëY½ö¡T ´ëYN "

(18)

ål˜mþ

N

!ëYN

½Â3.4 X, YÑ´ål˜m§XJéuz˜‡x ∈ X§7kY¥•˜˜ :y†ƒéA§K¡ù‡éA'X´˜‡N "~^PÒT 5L «§=T x = y" ½Â3.5 XJ∀x ∈ X±9,˜‰½ x0 ∈ X§N T ÷v±e^ ‡µ∀ε > 0§∃δ > 0§¦ ρ(x, x0) < δž§kρ(T x, T x0) < ε§ K¡N T 3x0?ëY"XJN T 3X¥ z˜:ÑëY§Ò ¡T 3XþëY½ö¡T ´ëYN "

(19)

Ø N

½Â3.6 X´˜‡ ål˜m§ρ´Xþ ål§T ´dX Xg N §¿…∀x, y ∈ X§¤á ρ(T x, T y) ≤ θρ(x, y) (5) Ù¥θ´÷v0 ≤ θ < 1 ½ê"@o¡T •Xþ Ø N "

(20)

BanachØ N” n

½n3.3

X´˜‡ ål˜m§T ´Xþ ˜‡Ø N "@

(21)

¦^

BanachØ N” n5y²½nPicard•

3•˜5½n£

Ø” f Lipschitz~êL > 0"∀θ ∈ [0, 1)§P ˜ h = min  a, b M, θ L  ^XL««m[x0− ˜h, x0+ ˜h]þ ÜëY¼ê|¤ ˜m"du~ ‡©•§ÐŠ¯K(1) du±eÈ©•§(2) y(x) = y0+ Z x x0 f (t, y(t))dt Ïd§·‚3XS½ÂN Z x

(22)

¦^

BanachØ N” n5y²½nPicard•

3•˜5½n£

3XþÚ\ål ρ(y1, y2) ≡ ky1− y2k ∆ = max x∈[x0−˜h,x0+˜h] |y1(x) − y2(x)|, ∀y1, y2 ∈ X @o§ ρ(T y1, T y2) = max x∈[x0−˜h,x0+˜h] Z x x0 f (t, y1(t)) − f (t, y2(t))dt ≤ max x∈[x0−˜h,x0+˜h] Z x x0 L|y1(t) − y2(t)|dt ≤ L˜h max x∈[x0−˜h,x0+˜h] |y1(t) − y2(t)| = L˜hρ(y1, y2) ≤ θρ(y1, y2) ÏdT ´Xþ Ø N "

(23)

¦^

BanachØ N” n5y²½nPicard•

3•˜5½n£

Šâ½n3.3§•3•˜ ëY¼êy0(x)(x ∈ [x0− ˜h, x0+ ˜h])¦ y0(x) = y0+ Z x x0 f (t, y0(t))dt =•§(1)3x ∈ [x0 − ˜h, x0 + ˜h]þk•˜)"d u[x0− ˜h, x0+ ˜h] ⊂ I = [x0 − h, x0 + h]§Ïd±þy² (J† ½n3.1£Picard•3•˜5½n¤ (Øÿk å"·‚Œ±Š â~‡©•§ÐŠ¯K(1)¥ Щ^‡§|^e! ) òÿ •{§ò(Øòÿ Iþ"

(24)

éu)

òÿ

ßÿ

~1 ( dy dx = x 2 + y2 y(0) = 0 ßÿ§´Äf (x, y) = x2+ y2 •3«•R Œ§K) •3«m • Œº

(25)

éu)

òÿ

ßÿ

~1 ( dy dx = x 2 + y2 y(0) = 0 ßÿ§´Äf (x, y) = x2+ y2 •3«•R Œ§K) •3«m • Œº

(26)

éußÿ

£‰

XJf (x, y) = x2+ y2 •3«m •R1 = n (x, y) |x| ≤ 1, |y| ≤ 1 o §=a1 = 1, b1 = 1"@oéA M1 = max (x,y)∈R1 f (x, y) = 2§h1 = min  a1,Mb1 1  = 12" X Jf (x, y) •3«m •R2 = n (x, y) |x| ≤ 2, |y| ≤ 2 o § =a2 = 2, b2 = 2"@oéA M2 = max (x,y)∈R2 f (x, y) = 2§h2 = min  a2,Mb22  = 14"w,§« •R2ŒuR1§ ´) •3«m‡ d|x| ≤ h1 = 12 |x| ≤ h2 = 14"

(27)

éußÿ

£‰

XJf (x, y) = x2+ y2 •3«m •R1 = n (x, y) |x| ≤ 1, |y| ≤ 1 o §=a1 = 1, b1 = 1"@oéA M1 = max (x,y)∈R1 f (x, y) = 2§h1 = min  a1, b1 M1  = 12" X Jf (x, y) •3«m •R2 = n (x, y) |x| ≤ 2, |y| ≤ 2 o § =a2 = 2, b2 = 2"@oéA M2 = max (x,y)∈R2 f (x, y) = 2§h2 = min  a2,Mb22  = 14"w,§« •R2ŒuR1§ ´) •3«m‡ d|x| ≤ h1 = 12 |x| ≤ h2 = 14"

(28)

Œòÿ)!

Ú)

½Â

½Â3.7 镧(1)§ y = ϕ(x)´•§½Â3(α1, β1)S ˜‡)"e•3 •§ ,˜‡½Â3(α2, β2) )y = ψ(x)§÷v (1) (α2, β2) ⊃ (α1, β1)§ (α1, β1) 6= (α2, β2)¶ (2) ψ(x) ≡ ϕ(x)§ x ∈ (α1, β1)

K¡y = ϕ(x)•Œòÿ)§¿¡y = ψ(x)´)y = ϕ(x) ˜‡ò ÿ"

eØ•3÷vþã^‡ )y = ψ(x)§K¡

)y = ϕ(x), x ∈ (α1, β1)••§ ˜‡ Ú)§•3«m(α1, β1)• Ú«m½•Œ•3«m"

(29)

ÛÜ

Lipschitz^‡

½Â3.8

éu•§(1)§b f(x, y)3m«•GSëY"XJéGSz˜ :§Ñ•3±T:•¥% áuG 4«•S" …3S¥§ •§màf (x, y)'uy÷vLipschitz^‡"·‚Ò¡f(x, y)÷vÛ ÜLipschitz^‡"^••{' êƪf5L«µ ∀(x1, y1) ∈ G, ∃a1 > 0, b1 > 0, s.t. S =n(x, y) |x − x1| ≤ a1, |y − y1| ≤ b1 o ⊂ G …•3~êL£†x1, y1, a1, b1k'¤§é∀(x, y0), (x, y00) ∈ S§k 0 00 0 00

(30)

'u)

òÿ

{üŽ{

Šâ½n3.1§XJ•§(1) mà‘f(x, y)3Ù•3«•GS' uy÷vÛÜLipschitz^‡§K∃h1 > 0§¦ • §(1)3[x0− h1, x0+ h1]þ•3Ž˜)ϕ1(x)", §·‚2 ±x0+ h1, ϕ1(x0+ h1)  •# Њ§ù Šâ½n3.1§•3, ˜‡h2 > 0§¦ •§(1)3[x0+ h1− h2, x0+ h1+ h2]þ•3Ž˜ )ϕ2(x)"ù ) •3«mÒ •mòÿ £ëwã3.2¤"Ó ±x0− h1, ϕ1(x0− h1)  •# Њ§ÒŒ±¦)•†òÿ" ‡E?1ù òÿÒŒ± •Œ ) •3«m"ù ˜‡ ) òÿL§lAÛþwÒ´3 5 È©-‚y = ϕ1(x)†mü à þÈ©-‚ã§l ¦ ‡È©-‚ ò "

(31)

)

•mòÿ

y x O G E 0 y ) ( 0 1 1 x h

M

  1 0 h x  x0 x0h1  

(32)

)

òÿ½n

@o§È©-‚ .Uò õ Qº±e ) òÿ½n‰Ñ ‰Y£½n y²ëw[¶Ó;!o«£§5~‡©•§ § £1 ‡¤6§p ˜Ñ‡ §2004]¤" ½n3.4 XJ•§(1) mà‘f(x, y)3k.«•GSëY§¿…'uC y÷vÛÜLipschitz^‡"q P0(x0, y0)•GS ?¿˜ :§y = ϕ(x)•²LP0£÷v•§(1)Щ^‡¤ ˜^È©-‚"@oy = ϕ(x) •Œ•3«m´˜‡m«m(α, β)§…È©-‚ò3«•GS•†mü‡••ò >.£†óƒ§éu?Û k.4«•Ω(P0 ∈ Ω ⊂ G)§È©-‚òò Ωƒ ¤"

(33)

)

òÿ½n

@o§È©-‚ .Uò õ Qº±e ) òÿ½n‰Ñ ‰Y£½n y²ëw[¶Ó;!o«£§5~‡©•§ § £1 ‡¤6§p ˜Ñ‡ §2004]¤"

½n3.4

XJ•§(1) mà‘f(x, y)3k.«•GSëY§¿…'uC y÷vÛÜLipschitz^‡"q P0(x0, y0)•GS ?¿˜ :§y = ϕ(x)•²LP0£÷v•§(1)Щ^‡¤ ˜^È©-‚"@oy = ϕ(x) •Œ•3«m´˜‡m«m(α, β)§…È©-‚ò3«•GS•†mü‡••ò >.£†óƒ§éu?Û k.4«•Ω(P0 ∈ Ω ⊂ G)§È©-‚òò Ωƒ ¤"

(34)

5

1

dk•CX½n´ µXJG´k.4«•§Kf (x, y)3Gþ÷v ÛÜLipschitz^‡ du§3Gþ÷v NLipschitz^‡"

G´m«•ž§Gþ ÛÜLipschitz^‡KfuGþ

NLipschitz^‡"éu?¿«•G§XJf(x, y)3GþéykëY ê§Kf éy÷vÛÜLipschitz^‡"

(35)

5

2

)•Œ•3«m(α, β)§±màβ•~§7,u)e œ/ƒ˜µ (1) β = +∞¶ (2) β < +∞§ x → β − 0ž§ϕ(x)Ã.¶ (3) β < +∞§ x → β − 0ž§:(x, ϕ(x))†G >.∂G ål ªu0" aq•Œ±?؆à:α œ/"

(36)

~K

~2 ?Ø•§dy dx = y 2L:(1, 1)±9:(3, −1) È©-‚ •3« m" ) f (x, y) = y2§∂f ∂y = 2y3xoy²¡SëY§…÷vòÿ½nÚ) •3Ž˜5½n ^‡"|^©lCþ{) y = c−x1 , y = 0" L:(1, 1) È©-‚•µy = 1 2−x" x = 2žÃ¿Â§ÏdTÈ ©-‚ •Œ•3«m•(−∞, 2); L:(3, −1) È©-‚•µy = 1 2−x"Ó x = 2žÃ¿Â§ džTÈ©-‚ •Œ•3«m•(2, +∞)" ¦+f (x, y)3 ²¡þ÷vòÿ½n^‡§ È©-‚ؘ½¿ ÷(−∞, +∞)", ²…)y = 0 •Œ•3«m•(−∞, +∞)"

(37)

~K

~2 ?Ø•§dy dx = y 2L:(1, 1)±9:(3, −1) È©-‚ •3« m" ) f (x, y) = y2§∂f ∂y = 2y3xoy²¡SëY§…÷vòÿ½nÚ) •3Ž˜5½n ^‡"|^©lCþ{) y = c−x1 , y = 0" L:(1, 1) È©-‚•µy = 1 2−x" x = 2žÃ¿Â§ÏdTÈ ©-‚ •Œ•3«m•(−∞, 2); L:(3, −1) È©-‚•µy = 1 2−x"Ó x = 2žÃ¿Â§ džTÈ©-‚ •Œ•3«m•(2, +∞)"

(38)

GronwallØ ª

½n3.5£GronwallØ ª¤ α ∈ R§u(x), ϕ(x)Úλ(x)´«m[x0, X]þ n‡ëY¼ ê§λ(x) ≥ 0…¤á±eØ ª u(x) ≤ α + Z x x0 [λ(t)u(t) + ϕ(t)]dt, (x0 ≤ x ≤ X) (6) K u(x) ≤ αe Rx x0λ(t)dt+ Z x x0 eRtxλ(τ )dτϕ(t)dt, (x0 ≤ x ≤ X) (7)

(39)

|^

GronwallØ ª Ñ...

b ü‡‰½•§ dy dx = f1(x, y), y(x0) = ξ0 (8) Ú dy dx = f2(x, y), y(x0) = η0 (9) Ù¥f1, f2 ∈ C[a, b] × (−∞, ∞)§…©O÷véy Lipschitz^‡" q éx ?˜«m[c, d] ⊂ (a, b)§•3ëY¼êδ(x)§¦Ø ª

|f1(x, y) − f2(x, y)| ≤ δ(x), x ∈ [c, d] (10) 阃y¤á"2 y = ξ(x)´•§(9) ²L:(x0, ξ0) )-‚¶y = η(x)´•§(10) ²L:(x0, η0) )-‚§Ù

(40)

)éЊ

ëY5½n

½n3.6£)éЊ ëY5½n¤ •§ dy dx = f (x, y) (12) màf (x, y)3«•D¥ëY§¿…÷vLipschitz^ ‡"y = ξ(x)´•§(12) ²L(x0, ξ0) )§½Âu« m[x0, X]£X < b¤"K∀ε > 0§∃δ > 0§ |η0− ξ0| < δž§(12) ²L:(x0, η0) )-‚y = η(x)• 3[x0, X]þk½Â§¿… |η(x) − ξ(x)| ≤ ε, x0 ≤ x ≤ X (13) y²L§ëwã3.3"

(41)

ã

3.3

y x O R B A C D E 0 y b y0 b y0 a x0 x0h x0 x0h x0a ) , (x0 [0 X x ) , (x0 K0 [0G G [0 0 [ 0 x x ) ( :y x l [ ) ( : ~ x y l K : : w D

(42)

)'u•§mà¼ê

ëY5½n

½n3.7£)'u•§mà¼ê ëY5½n¤ y = ξ(x), x ∈ [x0, X], X < b´•§ (12) ²L(x0, ξ0) )"K∀ε > 0§∃δ(x) ≥ 0§δ(x) ∈ C[x0, X]§ é?Û•§ dy dx = g(x, y) (14) •‡g(x, y)3«•D¥ëY§÷vÛÜLipschitz^‡±9±eØ ª |f (x, y) − g(x, y)| ≤ δ(x), x0 ≤ x ≤ X, −∞ < y < ∞ @o(14) ²L(x0, ξ0) È©-‚y = η(x)•73[x0, X]þk½ §¿…3[x0, X]þ÷vØ ª(13)"

(43)

)éëê

ëY5½n

éu•§mà¹këêλ ‡©•§ dy dx = f (x, y; λ) (15) P Dλ = {(x, y, λ)|(x, y) ∈ D, α < λ < β} (16) f (x, y; λ)3DλSëY§…'uy÷vÛÜLipschitz^‡§ ÙLipschitz~êL†ëêλÃ'"Kæ^aq½n3.6 y²•{§ Œ± ±e )éëê ëY5½n"

(44)

)éëê

ëY5½n

½n3.8£)éëê ëY5½n¤ f (x, y; λ)3(16)¥½Â «•DλSëY§¿…3DλS'uy˜ —/÷vÛÜLipschitz^‡"(x0, ξ0, λ0) ∈ Dλ§y = ξ(x)´• §(15)²L:(x0, ξ0)§ëêλ •λ0ž È©-‚§Ù ¥x ∈ [x0, X], X < b"K∀ε > 0§∃δ > 0§ |λ1− λ0| < δž§• § dy dx = f (x, y; λ1) (17) ²L:(x0, ξ0) È©-‚y = η(x)•3[x0, X]þk½Â§¿… ÷vØ ª(13)"

(45)

)éЊÚëê

ëYŒ‡5½n

˜„§éu‡©•§½)¯K ( dy dx = f (x, y; λ) y|x=x0 = y0 (18) ¥ Њ(x0, y0)Úëêλ§·‚?ØbX(x0, y0, λ)CħKƒA Њ¯K(18) )‘ƒXÛ?1CÄ"•Ò´`§ÐŠ¯K )Ø==•6ugCþx§Óž••6uЊ(x0, y0)Úëêλ" ½n3.9£)éЊÚëê ëYŒ‡5½n¤ •§(18)¥ f(x, y, λ) (x, y) ∈ D§λ ∈ (α, β) = I´ëY¼ ꧅'ux, y, λkëY ê"K•§(18) )y(x, x0, y0, λ)k

(46)

)éЊÚëê

ëYŒ‡5½n

˜„§éu‡©•§½)¯K ( dy dx = f (x, y; λ) y|x=x0 = y0 (18) ¥ Њ(x0, y0)Úëêλ§·‚?ØbX(x0, y0, λ)CħKƒA Њ¯K(18) )‘ƒXÛ?1CÄ"•Ò´`§ÐŠ¯K )Ø==•6ugCþx§Óž••6uЊ(x0, y0)Úëêλ" ½n3.9£)éЊÚëê ëYŒ‡5½n¤ •§(18)¥ f(x, y, λ) (x, y) ∈ D§λ ∈ (α, β) = I´ëY¼ ꧅'ux, y, λkëY ê"K•§(18) )y(x, x0, y0, λ)k 'ux0§y0Úλ ëY ê"

(47)

Sturm-Liouville¯K

3¦)êÆÔn Nõ¯Kž§~~¬- ¦)Xe/ª ~‡ ©•§ A Š¯K£¡•Sturm-Liouville¯K¤        d dx  k(x)dy dx  − q(x)y(x) + λρ(x)y(x) = 0, (a < x < b) (19)  −α1dy dx + β1y  x=a = 0,  α2 dy dx + β2y  x=b = 0 (20)

Ù¥λ•A Š§éA š")•A ¼ê"(19)¥ k(x)!q(x)Úρ(x)•x3(a, b)¥¿©1w ¼ê§ …

x ∈ (a, b)ž§k(x) > 0, ρ(x) > 0, q(x) ≥ 0"ex = a•k(x) ˜ ":§K‡¦A ¼êy(x)3x = aC k.¶ex = b•k(x) ˜ ":§K‡¦y(x)3x = bC k."ùp ρ(x)¤• ¼

(48)

Sturm-Liouville¯K¥•¹ 錘a>.^

A

Š¯K

(20)¥•¹ 錘a>.^‡ A Š¯K"~X§ eα1 = 0§K3x = a?•1˜a>.^‡¶eβ1 = 0§K 3x = a?•1 a>.^‡¶eα1 6= 0!α2 6= 0§K3x = a? •1na>.^‡"éux = b? >.^‡•kaq ?Ø" ,§¯K(20)vkr±Ï>.^‡•)? "éu±Ï>.^ ‡¯K§•kaq ?اùpÒØ?Ø "

(49)

Sturm-Liouville¯K¥•¹ 錘a~‡©

•§

A

Š¯K

(19)•¹ 錘a~‡©•§ A Š¯K"~X§ k(x) = x, q(x) = νx2, ρ(x) = x (0 < x < l)ž§(19)Òz •ν Bessel•§ d dx  xdy dx  −ν 2 xy + λxy = 0 qX§ k(x) = 1−x1 2, q(x) ≡ 0, ρ(x) ≡ 1 (−1 < x < 1)ž§(19)Òz •Legendre•§ d dx  (1 − x2)dy dx  + λy = 0 2X§

(50)

(19)Òz•·‚õg-Sturm-Liouville¯K¥•¹ 錘a~‡©

•§

A

Š¯K

(19)•¹ 錘a~‡©•§ A Š¯K"~X§ k(x) = x, q(x) = νx2, ρ(x) = x (0 < x < l)ž§(19)Òz •ν Bessel•§ d dx  xdy dx  −ν 2 xy + λxy = 0 qX§ k(x) = 1−x1 2, q(x) ≡ 0, ρ(x) ≡ 1 (−1 < x < 1)ž§(19)Òz •Legendre•§ d dx  (1 − x2)dy dx  + λy = 0 2X§ k(x) ≡ 1, q(x) ≡ 0, ρ(x) ≡ 1ž§ (19)Òz•·‚õg-~‡©•§ y00(x) + λy(x) = 0

(51)

Sturm-Liouville¯K¥•¹ 錘a~‡©

•§

A

Š¯K

(19)•¹ 錘a~‡©•§ A Š¯K"~X§ k(x) = x, q(x) = νx2, ρ(x) = x (0 < x < l)ž§(19)Òz •ν Bessel•§ d dx  xdy dx  −ν 2 xy + λxy = 0 qX§ k(x) = 1−x1 2, q(x) ≡ 0, ρ(x) ≡ 1 (−1 < x < 1)ž§(19)Òz •Legendre•§ d dx  (1 − x2)dy dx  + λy = 0 2X§

(52)

(19)Òz•·‚õg-Sturm-Liouville¯K¥•¹ 錘a~‡©

•§

A

Š¯K

(19)•¹ 錘a~‡©•§ A Š¯K"~X§ k(x) = x, q(x) = νx2, ρ(x) = x (0 < x < l)ž§(19)Òz •ν Bessel•§ d dx  xdy dx  −ν 2 xy + λxy = 0 qX§ k(x) = 1−x1 2, q(x) ≡ 0, ρ(x) ≡ 1 (−1 < x < 1)ž§(19)Òz •Legendre•§ d dx  (1 − x2)dy dx  + λy = 0 2X§ k(x) ≡ 1, q(x) ≡ 0, ρ(x) ≡ 1ž§ (19)Òz•·‚õg-~‡©•§ y00(x) + λy(x) = 0

(53)

Sturm-Liouville¯K) 5Ÿ

1 A Šλ ≥ 0"AO § β1+ β2 > 0£=üàØÓž•1 a>Š¯K¤ž§¯K(19)!(20) ¤kA Šλ > 02 kŒ áõ‡šKA Šλ1, λ2, · · · ÷v 0 ≤ λ1 ≤ λ2 ≤ · · · , lim n→∞λn= +∞ 5Ÿ3 éAuØÓA Š A ¼ê3[a, b]¥´‘ "

(54)

Sturm-Liouville¯K) 5Ÿ

1 A Šλ ≥ 0"AO § β1+ β2 > 0£=üàØÓž•1 a>Š¯K¤ž§¯K(19)!(20) ¤kA Šλ > 02 kŒ áõ‡šKA Šλ1, λ2, · · · ÷v 0 ≤ λ1 ≤ λ2 ≤ · · · , lim n→∞λn= +∞ 5Ÿ3 éAuØÓA Š A ¼ê3[a, b]¥´‘ "

(55)

Sturm-Liouville¯K) 5Ÿ

1 A Šλ ≥ 0"AO § β1+ β2 > 0£=üàØÓž•1 a>Š¯K¤ž§¯K(19)!(20) ¤kA Šλ > 02 kŒ áõ‡šKA Šλ1, λ2, · · · ÷v 0 ≤ λ1 ≤ λ2 ≤ · · · , lim n→∞λn= +∞ 5Ÿ3 éAuØÓA Š A ¼ê3[a, b]¥´‘ "

(56)

Sturm-Liouville¯K) 5Ÿ

1 A Šλ ≥ 0"AO § β1+ β2 > 0£=üàØÓž•1 a>Š¯K¤ž§¯K(19)!(20) ¤kA Šλ > 02 kŒ áõ‡šKA Šλ1, λ2, · · · ÷v 0 ≤ λ1 ≤ λ2 ≤ · · · , lim n→∞λn= +∞ 5Ÿ3 éAuØÓA Š A ¼ê3[a, b]¥´‘ "

(57)

Sturm-Liouville¯K) 5Ÿ

4 éuÓ˜A Š§éA A ¼ê•õ•kk•‡"e,A ŠéA ‚5Ã'A ¼ êØŽ˜‡§|^ z•{§Œ¦ù A ¼êpƒ‘ ρ(x) "duéAØÓA Š A

¼ê´‘ ρ(x) §ù B [a, b]þ ‘ ρ(x) A ¼ê X{yn(x), n = 1, 2, · · · }§¦é[a, b]þ?˜²•ŒÈ¼êf (x)§ÑŒ±UdA ¼êX?

1FourierÐm§ f (x) = ∞ X n=1 cnyn(x) (21) Ù¥ cn= 1 σn Z b a f (x)yn(x)ρ(x)dx, n = 1, 2, · · · (22) (22)¥ σn• σn= Zb a ρ(x)[yn(x)]2dx, n = 1, 2, · · · (23) (21)¥ Âñ´3L2[a, b] ‰ê¿Âƒeµ lim  Z b f (x) − n X c y (x) 2 dx 1 2 = 0 (24)

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