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九州大学 システム情報科学府 情報理工学専攻・電気電子工学専攻 2018年8月実施 解析学・微積分

Author

Yu, Miyake

Description

微分方程式

22 つの関数 x(t),y(t)x(t),y(t) について, 次の連立微分方程式を解け。

{dxdt=x5ydydt=x3yx(0)=3,y(0)=1\left\{ \begin{aligned} &\frac{\text{d}x}{\text{d}t} = x - 5y\\ &\frac{\text{d}y}{\text{d}t} = x - 3y\\ &x(0) = 3,y(0) = 1 \end{aligned} \right.

複素関数論

解析関数 f(z)=u+ivf(z) = u + iv を考える。ただし, z=x+iyz = x + iy は複素数, xxyy は実数, uuvv は実数値関数, i=1i = \sqrt{-1} である。 xxyy が極形式 x=rcosθx = r\cos \thetay=rsinθy = r\sin \theta で表されるとき, 極形式のコーシー \cdot リーマンの方程式は以下の式で書けることを示せ。

ur=1rvθ,vr=1ruθ\frac{\partial u}{\partial r} = \frac{1}{r} \frac{\partial v}{\partial \theta} , \frac{\partial v}{\partial r} = -\frac{1}{r}\frac{\partial u}{\partial \theta}

题目描述

本题包括两部分。

微分方程:求解满足初始条件的线性常微分方程组

{dxdt=x5y,dydt=x3y,x(0)=3,y(0)=1.\begin{cases} \dfrac{dx}{dt}=x-5y,\\ \dfrac{dy}{dt}=x-3y,\\ x(0)=3,\quad y(0)=1. \end{cases}

复函数论:设解析函数 f(z)=u+ivf(z)=u+iv,其中 z=x+iyz=x+iyx,yx,y 为实数,u,vu,v 为实值函数,i=1i=\sqrt{-1}。把 x,yx,y 写成极坐标

x=rcosθ,y=rsinθ,x=r\cos\theta,\qquad y=r\sin\theta,

证明极坐标形式的柯西–黎曼方程为

ur=1rvθ,vr=1ruθ.\frac{\partial u}{\partial r} =\frac1r\frac{\partial v}{\partial\theta}, \qquad \frac{\partial v}{\partial r} =-\frac1r\frac{\partial u}{\partial\theta}.

考点

  • 线性常微分方程组:结合系数矩阵的特征结构和初始条件求 x(t),y(t)x(t),y(t)
  • 柯西–黎曼方程:从直角坐标形式出发,以链式法则推导其极坐标形式。
  • 极坐标偏导变换:正确计算 xr,yr,xθ,yθx_r,y_r,x_\theta,y_\theta,并消去直角坐标偏导。

Kai

微分方程式

dxdt=x5yy=15(xdxdt)\frac{\text{d}x}{\text{d}t} = x - 5y \Rightarrow y = \frac{1}{5}\big(x - \frac{\text{d}x}{\text{d}t}\big)
dydt=x3y に代入して,\frac{\text{d}y}{\text{d}t} = x - 3y \text{ に代入して,}
d2xdt2+2dxdt+2x=0\frac{\text{d}^2x}{\text{d}t^2} + 2\frac{\text{d}x}{\text{d}t} + 2x = 0
λ2+2λ+2=0λ=1±i\lambda^2 + 2\lambda + 2 = 0 \Rightarrow \lambda = -1 \pm i
x=et(c1cost+c2sint)x = e^{-t}(c_1\cos t + c_2\sin t)
dxdt=et[(c1c2)cost+(c1+c2)sint]\frac{\text{d}x}{\text{d}t} = -e^{-t}[(c_1 -c_2)\cos t + (c_1 + c_2)\sin t]
y=15et[(2c1c2)cost+(c1+2c2)sint]y = \frac{1}{5}e^{-t}[(2c_1 - c_2)\cos t + (c_1 + 2c_2)\sin t]
{x(0)=c1=3y(0)=15(2c1c2)=1{c1=3c2=1\left\{ \begin{aligned} &x(0) = c_1 = 3 \\ &y(0) = \frac{1}{5}(2c_1 - c_2) = 1 \end{aligned} \right. \Rightarrow \left\{ \begin{aligned} c_1 = 3\\ c_2 = 1 \end{aligned} \right.
{x=et(3cost+sint)y=et(cost+sint)\left\{ \begin{aligned} x &= e^{-t}(3\cos t + \sin t) \\ y &= e^{-t}(\cos t + \sin t) \end{aligned} \right.

複素関数論

x=rcosθ,y=rsinθx = r \cos \theta, y = r \sin \theta より、

xr=cosθ,  xθ=rsinθ,  yr=sinθ,  yθ=rcosθ \begin{aligned} \frac{\partial x}{\partial r} = \cos \theta , \ \ \frac{\partial x}{\partial \theta} = -r \sin \theta , \ \ \frac{\partial y}{\partial r} = \sin \theta , \ \ \frac{\partial y}{\partial \theta} = r \cos \theta \end{aligned}

なので、

ur=xrux+yruy=cosθux+sinθuy,uθ=xθux+yθuy=rsinθux+rcosθuy,vr=xrux+yruy=cosθvx+sinθvy,vθ=xθux+yθuy=rsinθvx+rcosθvy \begin{aligned} \frac{\partial u}{\partial r} &= \frac{\partial x}{\partial r} \frac{\partial u}{\partial x} + \frac{\partial y}{\partial r} \frac{\partial u}{\partial y} \\ &= \cos \theta \frac{\partial u}{\partial x} + \sin \theta \frac{\partial u}{\partial y} , \\ \frac{\partial u}{\partial \theta} &= \frac{\partial x}{\partial \theta} \frac{\partial u}{\partial x} + \frac{\partial y}{\partial \theta} \frac{\partial u}{\partial y} \\ &= -r \sin \theta \frac{\partial u}{\partial x} + r \cos \theta \frac{\partial u}{\partial y} , \\ \frac{\partial v}{\partial r} &= \frac{\partial x}{\partial r} \frac{\partial u}{\partial x} + \frac{\partial y}{\partial r} \frac{\partial u}{\partial y} \\ &= \cos \theta \frac{\partial v}{\partial x} + \sin \theta \frac{\partial v}{\partial y} , \\ \frac{\partial v}{\partial \theta} &= \frac{\partial x}{\partial \theta} \frac{\partial u}{\partial x} + \frac{\partial y}{\partial \theta} \frac{\partial u}{\partial y} \\ &= -r \sin \theta \frac{\partial v}{\partial x} + r \cos \theta \frac{\partial v}{\partial y} \end{aligned}

である。

さらに、コーシー・リーマンの方程式

ux=vy,  uy=vx \begin{aligned} \frac{\partial u}{\partial x} = \frac{\partial v}{\partial y} , \ \ \frac{\partial u}{\partial y} = - \frac{\partial v}{\partial x} \end{aligned}

を使うと、

ur=cosθux+sinθuy=cosθvysinθvx=1rvθ,vr=cosθvx+sinθvy=cosθuy+sinθux=1ruθ \begin{aligned} \frac{\partial u}{\partial r} &= \cos \theta \frac{\partial u}{\partial x} + \sin \theta \frac{\partial u}{\partial y} \\ &= \cos \theta \frac{\partial v}{\partial y} - \sin \theta \frac{\partial v}{\partial x} \\ &= \frac{1}{r} \frac{\partial v}{\partial \theta} , \\ \frac{\partial v}{\partial r} &= \cos \theta \frac{\partial v}{\partial x} + \sin \theta \frac{\partial v}{\partial y} \\ &= - \cos \theta \frac{\partial u}{\partial y} + \sin \theta \frac{\partial u}{\partial x} \\ &= - \frac{1}{r} \frac{\partial u}{\partial \theta} \end{aligned}

を得る。