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MATH009 本科

常微分方程与边值问题

一本针对本科STEM学生的综合性入门教材,涵盖常微分方程和偏微分方程的理论、求解方法及应用,包括边值问题和数值方法。

4.9
33.0h
634 名学生
11 lessons
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数学
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课程概述

📚 内容概要

一本面向本科理工科学生的综合性导论教材,涵盖常微分方程与偏微分方程的理论、求解方法及其应用,包括边值问题和数值方法。

掌握微分方程在科学与工程中的基础理论与实际建模应用。

作者: 威廉·E·博伊塞(William E. Boyce)、理查德·C·迪普里马(Richard C. DiPrima)、道格拉斯·B·米德(Douglas B. Meade)

致谢: 部分由美国国家科学基金会(NSF)资助;感谢卡内基梅隆大学、西弗吉尼亚大学以及伦斯勒理工学院等机构的多位评审专家。

🎯 学习目标

  1. 根据物理定律建立微分方程,特别是物体在大气中下落时的牛顿第二定律。
  2. 构造并解读方向场,以可视化一阶微分方程解的行为特征。
  3. 识别并分析平衡解与终端速度,从而判断系统的定性行为。
  4. 按阶数分类微分方程,并判断其线性或非线性性质。
  5. 使用积分因子、变量分离法,以及恰当方程或伯努利方程的求解方法,求解一阶微分方程。
  6. 将一阶常微分方程应用于建模实际现象,如混合问题、放射性碳测年及冷却定律。
  7. 求解具有常系数的二阶线性齐次方程,并利用朗斯基行列式验证解的基本集合。
  8. 应用待定系数法与参数变易法求解非齐次方程的特解。
  9. 建模与分析物理系统(振动与电路),识别共振、拍频以及瞬态/稳态行为等现象。
  10. 确定 n 阶线性初值问题解的存在性与唯一性区间。

课程

Lesson

This lesson introduces mathematical modeling as the process of using differential equations to describe how physical systems evolve over time. Students learn to translate physical laws, such as Newton’s Second Law, into mathematical expressions and explore how equilibrium solutions represent the long-term behavior of dynamic systems.

This lesson explores the structural taxonomy of first-order differential equations, focusing on classifying linear, autonomous, and exact equations to model physical systems. Students learn to solve these equations using integrating factors and Euler’s method, while also examining the conditions for solution existence, uniqueness, and stability.

This lesson introduces second-order linear differential equations, focusing on the principle of superposition, existence and uniqueness theorems, and solving constant-coefficient equations using characteristic roots. Students will also learn to apply these concepts to physical vibration models and utilize the Wronskian to determine the linear independence of solution sets.

This lesson explores the transition from second-order to $n$th-order linear differential equations, emphasizing that the principle of superposition and the need for $n$ linearly independent solutions remain consistent as system complexity increases. Students learn to solve these higher-order equations using characteristic equations, accounting for repeated roots, and applying the method of undetermined coefficients to find particular solutions.

This lesson introduces power series as a method for solving differential equations that lack closed-form solutions, focusing on the concept of analyticity and Taylor series representations. Students learn to transform differential equations into algebraic recurrence relations and determine the radius of convergence based on the proximity of singular points.

Integral transforms simplify complex differential equations by mapping them from the time domain into an algebraic transform domain using a specific kernel. This lesson explores the foundations of the Laplace transform, focusing on how improper integrals and convergence criteria enable us to solve initial value problems more efficiently.

This lesson explores how to transform $n$-th order linear differential equations into systems of first-order equations by defining state-space vectors. Students learn to apply matrix algebra to solve these coupled systems, which model complex physical interactions in mechanical, fluid, and electrical systems.

This lesson introduces numerical methods as a way to approximate solutions to differential equations by discretizing the Fundamental Theorem of Calculus. Students learn how to implement the Euler method and predictor-corrector approaches while exploring the critical roles of existence theorems, step-size refinement, and numerical stability.

This lesson explores the dynamics of autonomous nonlinear systems, focusing on how critical points and phase plane analysis reveal complex behaviors that differ from linear models. Students learn to evaluate system stability using Liapunov functions, linearization, and nullcline analysis to understand the local and global topography of nonlinear trajectories.

This lesson introduces two-point boundary value problems (BVPs), which require satisfying differential equations at two distinct spatial locations rather than a single initial point. Unlike initial value problems, BVPs are sensitive to boundary conditions and may result in zero, unique, or infinitely many solutions depending on the system's parameters.

This lesson explores how physical conservation laws, such as those governing vibrating strings and electrical transmission lines, are modeled using partial differential equations. It demonstrates how the method of separation of variables transforms these equations into the generalized Sturm-Liouville eigenvalue problem, providing a unified framework for analyzing spatial dynamics.