Εισαγωγή στις Διαφορικές Εξισώσεις για Μηχανικούς

Shmei¸seic Diaforik¸n Exis¸sewn
... gia MhqanikoÔc
Μανόλης Βάβαλης
4 Ιουνίου 2010
2
To keÐmeno autì morfopoi jhke se LATEX.
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'Eqete to dikaÐwma na qrhsimopoi sete, ektup¸sete, antigryete kai na dianèmete tic shmei¸seic autèc ìsec forèc
jèlete. MporeÐte na basÐsete tic dikèc sac shmei¸seic se autèc /kai na qrhsimopoi sete olìklhra mèrh touc, arkeÐ
na diathr sete thn paroÔsa deia qr shc analloÐwth. En skopeÔete na tup¸sete tic paroÔsec shmei¸seic gia
didaktikoÔc skopoÔc tìte mporeÐte na qre¸sete ìpou epijumeÐte to posì pou apaiteÐtai gia thn ektÔpwsh, thn dijesh
kai thn dianom tou ektupwmènou pakètou.

Perieqìmena
Eisagwg 4
0.1 ShmeÐwsh sqetik me tic shmei¸seic autèc. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
0.2 Eisagwg stic diaforikèc exis¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1 SDE pr¸thc txhc 10

1.1 LÔseic se morf oloklhrwmtwn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2 PedÐa kateujÔnsewn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3 DiaqwrÐsimec Exis¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.4 Grammikèc exis¸seic kai oloklhrwtikoÐ pargontec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.5 Antikatastseic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
1.6 Autìnomec exis¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2 Grammikèc SDE uyhlìterhc txhc 35

2.1 Grammikèc SDE uyhlìterhc txhc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.2 Grammikèc SDE deÔterhc txhc me stajeroÔc suntelestèc . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.3 Grammikèc SDE uyhlìterhc txhc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.4 Talant¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.5 Mh-omogeneÐc exis¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.6 Exanagkasmènec talant¸seic kai suntonismìc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
3 Sust mata SDE 63
3.1 Eisagwg sta sust mata SDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
3.2 Grammik sust mata SDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
3.3 Mèjodoc idiotim¸n . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.4 Sust mata dÔo diastsewn kai ta dianusmatik pedÐa touc . . . . . . . . . . . . . . . . . . . . . . . . . 74
3.5 Sust mata deÔterhc txhc kai efarmogèc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
3.6 Idiotimèc me pollaplìthta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
3.7 Ekjetik Pinkwn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
3.8 Mh-omogen sust mata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
4 Seirèc F ourier kai MDE 102

4.1 Probl mata sunoriak¸n tim¸n . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
4.2 Trigwnometrikèc seirèc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
4.3 Epiprìsjeta jèmata seir¸n F ourier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
4.4 Seirèc hmitìnwn kai sunhmitìnwn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
4.5 MDE, qwrismìc metablht¸n, kai h exÐswsh jermìthtac . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
4.6 Monodistath exÐswsh tou kÔmatoc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130
BibliografÐa 131
Euret rio 133
3
Eisagwg
0.1 ShmeÐwsh sqetik me tic shmei¸seic autèc.
Oi shmei¸seic autèc rqisan na grfontai stic arqèc tou 2010 parllhla me tic dialèxeic mou sto eisagwgikì mjhma
stic Diaforikèc Exis¸seic. Den filodoxoÔn oÔte na eÐnai pl reic oÔte prwtìtupec. Ousiastik apoteloÔn perÐlhyh
stoiqeÐwn tou biblÐou twn Edwards and Penney, Differential Equations and Boundary Value Problems [EP], kai tou
biblÐou twn Boyce and DiPrima, Elementary Differential Equations [BD], emploutismèno me dikèc mou parembseic
kpoiec apì tic opoÐec èginan me bsh thn antÐdrash tou akroathrÐou mou. Sac parakal¸ na epikoinwn sete mazÐ mou
gia opoiad pote dik mou ljh, kai paral yeic dikèc sac protseic.
EpiskefjeÐte thn istoselÐda http://diaek.wordpress.com/ gia perissìterec plhroforÐec.
4
0.2. ΕΙΣΑΓΩΓΗ ΣΤΙΣ ΔΙΑΦΟΡΙΚΕΣ ΕΞΙΣΩΣΕΙΣ 5
0.2 Eisagwg stic diaforikèc exis¸seic
0.2.1 Diaforikèc Exis¸seic
Oi nìmoi thc fusik c genik diatup¸nontai san diaforikèc exis¸seic. Gia ton lìgo autì ìloi oi epist monec kai oi
mhqanikoÐ qrhsimopoioÔn lloi lÐgo lloi polÔ diaforikèc exis¸seic. H katanìhsh twn diaforik¸n exis¸sewn epomèn-
wc eÐnai aparaÐthth gia thn katanìhsh sqedìn otid pote ja melet sete sta maj mat sac. MporeÐte na jewr sete ta
majhmatik san thn gl¸ssa twn episthm¸n kai tic diaforikèc exis¸seic san èna apì ta shmantikìtera sustatik thc.
'Eqete dh sunant sei pollèc diaforikèc exis¸seic, endeqomènwc qwrÐc na to antilhfjeÐte. 'Eqete mlista dh
lÔsei merikèc apì autèc sta maj mata tou LogismoÔ pou èqei prei. Ac epikentrwjoÔme ìmwc t¸ra se mia diaforik
exÐswsh pou mllon den thn èqete dei xan.

dx
+ x = 2 cos t, (1)
dt
ìpou x eÐnai h exarthmènh metablht kai t h anexrthth metablht . H exÐswsh (1) eÐnai mia klassik diaforik
exÐswsh. Sthn pragmatikìthta eÐnai èna pardeigma miac diaforik c exÐswshc pr¸thc txhc, mia kai emplèkei thn
pr¸th mìnon pargwgo thc exarthmènhc metablht c. H parapnw exÐswsh phgzei apì ton nìmo tou NeÔtwna gia thn
yÔxh enìc s¸matoc ìtan h jermokrasÐa tou peribllontoc q¸rou talant¸netai ston qrìno.
0.2.2 EpÐlush diaforik¸n exis¸sewn
EpilÔw thn parapnw diaforik exÐswsh shmaÐnei brÐskw to x to opoÐo exarttai apì to t. Jèloume dhlad na broÔme
mia sunrthsh tou t thn opoÐa kaloÔme x tètoia ¸ste en antikatast soume ta x, t, kai dx
dt
sthn exÐswsh (1) aut na
isqÔei. H idèa eÐnai akrib¸c Ðdia me aut pou sunantme stic algebrikèc exis¸seic, dhlad se exis¸seic pou emplèkontai
mìno to x kai to t kai ìqi oi pargwgoi. Sthn prokeÐmenh perÐptwsh to
x = x(t) = cos t + sin t
eÐnai lÔsh. P¸c mporoÔme na epibebai¸soume kti tètoio? Apl antikajist¸ntac to sthn exÐswsh! Pr¸ta prèpei na
dx dx
upologÐsoume thn
dt
. BrÐskoume ìti
dt
= − sin t + cos t. Ac upologÐsoume t¸ra to dexiì mèloc thc exÐswshc (1)
dx
+ x = (− sin t + cos t) + (cos t + sin t) = 2 cos t.
dt
Prgmati! Autì eÐnai Ðso me to dexiì thc mèloc. Den telei¸same ìmwc! MporoÔme na isqurisjoÔme oti h x =
cos t + sin t + e−t eÐnai epÐshc lÔsh. Ac dokimsoume,
dx
= − sin t + cos t − e−t .
dt
'Opwc kai prin ac thn antikatast soume sto aristerì mèloc thc exÐswshc (1)
dx
+ x = (− sin t + cos t − e−t ) + (cos t + sin t + e−t ) = 2 cos t.
dt
Kai prgmati eÐmaste bèbaioi ìti apoteleÐ lÔsh!
Sunep¸c mporeÐ na uprqoun perissìterec apì mia lÔseic. Mlista, gia thn sugkekrimènh exÐswsh ìlec oi lÔseic
pou uprqoun mporoÔn na sumptuqjoÔn kai na grafoÔn me thn ex c morf
x = cos t + sin t + Ce−t
ìpou C eÐnai mia kpoia stajer. Sto sq ma 1 sthn epìmenh selÐda mporoÔme na broÔme tic grafikèc parastseic gia
merikèc apì autèc tic lÔseic. Ja mjoume pwc mporoÔme na broÔme me susthmatikì trìpo ìlec autèc tic lÔseic se
lÐgec mèrec.
Mhn nomÐsete ìti h epÐlush twn diaforik¸n exis¸sewn eÐnai eÔkolh upìjesh. TounantÐon, ìpwc ja doÔme sÔntoma,
sun jwc eÐnai idiaÐtera dÔskolh. Den uprqoun genikèc mèjodoi ikanèc na lÔsoun opoiad pote diaforik exÐswsh mac
endiafèrei. Ja prèpei na anafèroume ìti ja perioristoÔme sthn eÔresh analutik¸n ekfrsewn gia tic lÔseic kai
den endiaferìmaste gia arijmhtikèc proseggÐseic twn lÔsewn tic opoÐec endeqomènwc na mporoÔme na ektim soume
6 ΕΙΣΑΓΩΓΗ
upologistik. Tètoiec proseggÐseic ja mac apasqol soun se maj mata episthmonik¸n upologism¸n kai arijmhtik c
anlushc.
'Ena meglo mèroc tou maj matoc mac ja afierwjeÐ stic legìmenec Sun jeic Diaforikèc Exis¸seic ( ordinary dif f erential equations
sta agglik) sunoptik SDE ( ODEs sta agglik), ìpou me ton ìro autì dhl¸noume ìti èqoume mÐa mìnon
anexrthth metablht , en¸ ìlec oi emplekìmenec pargwgoi aforoÔn thn en lìgw metablht . Sthn perÐptwsh pou
èqoume perissìterec apì mia eleÔjerec metablhtèc, odhgoÔmaste stic sun jwc legìmenec Merikèc Diaforikèc Ex-
∗
is¸seic (partial dif f erential equations sta agglik) sunoptik MDE ( P DEs sta agglik) me tic opoÐec ja
asqolhjoÔme sto deÔtero mèroc tou maj matoc.
Akìma kai gia tic SDE, oi opoÐec ìson afor thn
basik touc ènnoia, eÐnai eÔkola katanohtèc se bjoc, den 0 1 2 3 4 5
eÐnai apl upìjesh h eÔresh lÔsewn se ìla ta probl ma- 3 3
ta sta opoÐa emplèkontai. EÐnai shmantikì na gnwrÐzoume
pìte mporoÔme na lÔsoume eÔkola kpoio tètoio prìblhma

2 2
kai pwc sthn prxh mporoÔme na to knoume autì. Akìma
kai sthn perÐptwsh pou mporoÔme na broÔme thn lÔsh mac
me qr sh upologistik¸n susthmtwn, kti pou prgmati

1 1
sumbaÐnei sthn prxh, eÐnai aparaÐthto na katano soume
ti parist aut kai pwc akrib¸c kai ktw apì poiec sun-
j kec proèkuye. Epiprìsjeta, eÐnai polÔ suqn aparaÐth-

0 0
to na aplopoi soume tic exis¸seic mac na tic metatrèy-
oume se kpoia llh morf thn opoÐa katanoeÐ to logis-
mikì sÔsthma pou ja qrhsimopoi soume gia na tic lÔsoume. -1 -1
Endeqomènwc na qreizetai na knoume kpoiec shmantikèc
upojèseic sto majhmatikì mac montèlo gia na mporèsoume

0 1 2 3 4 5
na pragmatopoi soume kpoiec apì tic aparaÐthtec autèc
metatropèc.
Σχήμα 1: Γραφικές παραστάσεις μερικών από τις λύ-
Gia na gÐnete ènac petuqhmènoc mhqanikìc epist -
σεις της εξίσωσης dx x
dt + 2 = cos t.
monac, ja anagkasteÐte suqn na lÔsete probl mata pou
potè prin den èqete antimetwpÐsei sto pareljìn. EÐnai
sunep¸c shmantikì na mjete diadikasÐec epÐlushc problhmtwn tic opoÐec ja mporèsete na efarmìsete gia thn
epÐlush twn en lìgw problhmtwn. EÐnai sunhjismèno ljoc en gènei na perimènete ìti ja mjete suntagèc kai ètoi-
mouc proc mesh qr sh mhqanismoÔc gia na lÔsete ìla ta sqetik probl mata pou ja sunant sete sthn karièra sac.
Kti tètoio sÐgoura den prìkeitai na gÐnei sto mjhma autì.
0.2.3 Diaforikèc exis¸seic sthn prxh
Ac doÔme pwc mporoÔme na qrhsimopoi soume diaforikèc
exis¸seic stic epist mec kai thn mhqanik . 'Estw ìti èqete

Realistikì Prìblhma
kpoia realistik probl mata ta opoÐa jèlete na katano -
sete. Gia to katafèrete autì prèpei na knete kpoiec upo- afaÐresh ex ghsh
jèseic pou ja aplopoi soun ta prgmata kai ja sac epitrèy-
oun na dhmiourg sete èna majhmatikì montèlo. Me lla lì-

επίλυση
gia, prèpei na metafrsete to realistikì sac prìblhma (thn
Majhmatikì Majhmatik
pragmatikìthta en protimte) se èna sÔnolo diaforik¸n
montèlo lÔsh
exis¸sewn. AfoÔ to katafèrete autì mporeÐte na efar-
mìsete majhmatik ergaleÐa gia na dhmiourg sete kpoiac morf c majhmatik lÔsh. 'Omwc akìma den telei¸sate.
Prèpei na katano sete autì pou br kate. Prèpei dhlad na diapist¸sete ti mporeÐ h majhmatik lÔsh pou br kate
na sac pei sqetik to arqikì realistikì sac prìblhma.
Poll apì ta maj mata twn spoud¸n sac ja sac exoplÐsoun me katllhlec gn¸seic pou ja sac epitrèyoun
na diatup¸nete majhmatik montèla twn realistik¸n sac problhmtwn kai na katano sete ta apotelèsmat sac.
Sto mjhma autì ìmwc ja epikentrwjoÔme sthn majhmatik anlush thc ìlhc diadikasÐac. Arketèc forèc bèbaia
ja asqolhjoÔme me merik realistik probl mata gia na apokt soume kpoia bajÔterh katanìhsh kai kallÐterh
diaÐsjhsh all kai gia na apokt soume kpoio kÐnhtro gia aut pou ja knoume paraktw all kai gia ton trìpo pou
ja ta knoume.
∗ Pio katllhloc ìroc kat thn gn¸mh mou eÐnai Diaforikèc Exis¸seic me Merikèc Parag¸gouc, o opoÐoc dustuq¸c den eÐnai
idiaÐtera diadedomènoc
Ac doÔme èna pardeigma thc parapnw diadikasÐac. Mia apì tic poio basikèc diaforikèc exis¸seic eÐnai to
prìtupo montèlo ekjetik c aÔxhshc ( exponential growth model). 'Estw oti me P paristnoume ton plhjusmì kpoiwn
bakthridÐwn se èna doqeÐo. An upojèsoume ìti uprqei arket trof kai q¸roc tìte eÐnai eÔkolo na antilhfjoÔme
oti o rujmìc aÔxhshc tou plhjusmoÔ twn bakthridÐwn ja eÐnai anlogoc tou Ðdiou tou plhjusmoÔ. Dhlad , megloi
plhjusmoÐ auxnontai taqÔtera. En me t sumbolÐzoume ton qrìno (ac poÔme se deuterìlepta) tìte katal goume sto
ex c majhmatikì montèlo

dP
= kP
dt
ìpou k>0 eÐnai kpoia jetik stajer.
Pardeigma 0.2.1: 'Estw ìti uprqoun 100 bakt ria thn qronik stigm 0 kai 200 bakt ria met apì 10c. Pìsa
bakt ria ja uprqoun 1 leptì met thn arqik stigm 0? (dhlad se 60 deuterìlepta). Pr¸ta prèpei na lÔsoume thn
exÐswsh. MporoÔme na isqurisjoÔme ìti h lÔsh dÐnetai apì thn sqèsh
P (t) = Cekt ,
ìpou C eÐnai kpoia stajer. Ac to epibebai¸soume,
dP
= Ckekt = kP.
dt
Prgmati eÐnai lÔsh.
Ti katafèrame ìmwc? Den gnwrÐsoume to C ìpwc den gnwrÐzoume oÔte to k. Xèroume ìmwc arket lla prgmata.
Xèroume ìti P (0) = 100 ìpwc xèroume kai ìti P (10) = 200. Ac antikatast soume aut pou xèroume kai ac doÔme pou
ja katal xoume.
100 = P (0) = Cek0 = C,

200 = P (10) = 100 ek10 .
Sunep¸c, 2 = e10k
ln 2
10
= k ≈ 0.069. 'Ara gnwrÐzoume ìti
P (t) = 100 e(ln 2)t/10 ≈ 100 e0.069t .
Dhlad xèroume ìti met apì 1 leptì, t = 60, o plhjusmìc ja eÐnai P (60) = 6400. Ac doÔme kai to Sq ma 2.
Entxei mèqri ed¸, all ac prospaj soume na katano -
soume ta apotelèsmat mac. ShmaÐnei prgmati ìti met 0 10 20 30 40 50 60
apì 60c ja èqoume akrib¸c 6400 bakt ria sto doqeÐo? Pro-

6000 6000
fan¸c ìqi! Mhn xeqnte ìti kname paradoqèc pou mporeÐ
na mhn eÐnai swstèc. En ìmwc oi paradoqèc mac autèc eÐnai

5000 5000
logikèc, tìte prgmati ja uprqoun perÐpou 6400 bakt ria.
ShmeÐwste epÐshc ìti sthn pragmatikìthta to P eÐnai ènac 4000 4000
akèraioc arijmìc, kai ìqi kpoioc pragmatikìc arijmìc. Gi-
a pardeigma to montèlo mac mporeÐ na mac diabebai¸sei ìti 3000 3000
met apì 61c, P (61) ≈ 6859.35.

2000 2000
Sun jwc sthn prxh, to k sthn P 0 = kP eÐnai gnwstì,
kai prospajoÔme na lÔsoume thn exÐswsh gia diaforetikèc 1000 1000
arqikèc sunj kec. Ti ennooÔme me autì? Ac aplopoi -
soume thn katstash jètontac k = 1. 'Ac jewr soume 0 0

dP
dhlad thn exÐswsh
dt
=P ktw apì thn proôpìjesh ìti 0 10 20 30 40 50 60
P (0) = 1000 (h arqik sunj kh). Tìte eÔkola mporoÔme
na broÔme thn ex c lÔsh Σχήμα 2: Αύξηση του πληθυσμού των βακτηριδίων
τα πρώτα 60 δευτερόλεπτα.
P (t) = 1000 et .
Ja onomsoume thn P (t) = Cet genik lÔsh, mia kai h opoiad pote lÔsh thc exÐswshc mporeÐ na grafjeÐ sthn
morf aut gia kpoia katllhlh tim thc stajerc C. Qreiazìmaste mia arqik sunj kh gia na prosdiorÐsoume thn
sugkekrimènh tim thc C h opoÐa kajorÐzei thn sugkekrimènh lÔsh pou antistoiqeÐ sthn arqik sunj kh. Suqn me
8 ΕΙΣΑΓΩΓΗ
ton ìro sugkekrimènh lÔsh ja ennooÔme apl kpoia lÔsh en¸ me ton ìro genik lÔsh ja ennooÔme mia oikogèneia
lÔsewn.
Ac proqwr soume t¸ra se autèc pou ja onomsoume oi 4 jemeli¸deic exis¸seic oi opoÐec emfanÐzontai tìso
suqn pou kalì ja eÐnai na apomnhmoneÔsoume tic lÔseic touc. MporoÔme sqetik eÔkola na mantèyoume autèc
tic lÔseic enjumoÔmenoi idiìthtec twn ekjetik¸n, twn hmitonoeid¸n kai twn sunhmitonoeid¸n sunart sewn. EÔkola
epÐshc mporoÔme na epibebai¸soume to ìti eÐnai prgmati lÔseic. Tètoiec epibebai¸seic apoteloÔn pnta mia kal
genik praktik pou mporeÐ na mac prostateÔsei apotelesmatik apì difora probl mata (p.q. na mhn jumìmaste
swst thn lÔsh).
Prèpei na mporeÐte na lÔnete me eukolÐa tic exis¸seic autèc. H pijanìthta na deÐte mia h dÔo apì autèc se 'OLA
ta diagwnÐsmata tou maj matoc eÐnai idiaÐtera meglh. 'Iswc na mhn eÐnai kajìlou sqhmh idèa na apomnhmoneÔsete tic
lÔseic touc. Proswpik eg¸ tic jummai sun jwc. Den eÐmai ìmwc potè sÐgouroc gia thn mn mh mou me apotèlesma
na elègqw to ti jummai epibebai¸nontac to en h sunrthsh pou jummai eÐnai prgmati lÔsh. Fusik, den eÐnai kai
tìso dÔskolo na mantèyei kpoioc tic lÔseic autèc. Se kje perÐptwsh mhn mou peÐte ìti den sac proeidopoÐhsa.
H pr¸th jemeli¸dhc exÐswsh eÐnai h ex c,

dy
= ky,
dx
ìpou k>0 kpoia stajer. Ed¸ y eÐnai h exarthmènh kai x h anexrthth metablht . H genik lÔsh thc exÐswshc
aut eÐnai
y(x) = Cekx .
'Eqoume dh diapist¸sei ìti aut eÐnai h lÔsh prohgoumènwc an kai tìte eÐqame qrhsimopoi sei lla onìmata gia tic
metablhtèc mac.
Parìmoia, h exÐswsh
dy
= −ky,
dx
ìpou k>0 kpoia stajer, èqei thn ex c genik lÔsh
y(x) = Ce−kx .
0.2.1 Epibebai¸ste to gegonìc ìti h dojeÐsa y eÐnai pragmatik h lÔsh thc exÐswshc.
T¸ra jewr ste thn ex c diaforik exÐswsh deÔterhc txhc
d2 y
= −k2 y,
dx2
gia kpoia stajer k > 0. H genik lÔsh thc exÐswshc aut c eÐnai
y(x) = C1 cos(kx) + C2 sin(kx).
Shmei¸ste ìti epeid èqoume diaforik exÐswsh deÔterhc txhc èqoume dÔo stajerèc sthn genik thc lÔsh.
0.2.2 Epibebai¸ste to gegonìc ìti h dojeÐsa y eÐnai pragmatik h lÔsh thc exÐswshc.
Tèloc, ac doÔme thn ex c diaforik exÐswsh deÔterhc txhc
d2 y
= k2 y,
dx2
gia kpoia stajer k > 0. H genik lÔsh thc exÐswshc aut c eÐnai
y(x) = C1 ekx + C2 e−kx ,
isodÔnama
y(x) = D1 cosh(kx) + D2 sinh(kx).

Gia ìsouc den jumoÔntai, oi cosh kai sinh orÐzontai wc ex c
ex + e−x
cosh x = ,
2
x −x
e −e
sinh x = .
2
Merikèc forèc protimme na qrhsimopoioÔme tic sunart seic autèc par autèc pou perièqoun ekjetik kurÐwc lìgw
d
kpoiwn polÔ elkustik¸n idiot twn touc ìpwc oi cosh 0 = 1, sinh 0 = 0, kai
dx
cosh x = sinh x (ìqi, den uprqei
d
kpoio ljoc ed¸) kai
dx
sinh x = cosh x.
0.2.3 Elèxte ìti oi morfèc thc y pou d¸same parapnw eÐnai prgmati lÔseic thc exÐswshc.
0.2.4 Ask seic
0.2.4 DeÐxte ìti h x = e4t eÐnai lÔsh thc x000 − 12x00 + 48x0 − 64x = 0.
0.2.5 DeÐxte ìti h x = et den eÐnai lÔsh thc x000 − 12x00 + 48x0 − 64x = 0.
dy 2
= 1 − y2 ?

0.2.6 EÐnai h y = sin t lÔsh thc
dt
Dikaiolog ste thn apnths sac.
0.2.7 EÐnai h sunrthsh y = erx lÔsh thc exÐswshc y 00 + 2y 0 − 8y = 0 gia kpoia tim thc paramètrou r? En nai,
d¸ste ìlec tic dunatèc timèc thc r .
0.2.8 Epibebai¸ste ìti h x = Ce−2t eÐnai lÔsh thc x0 = −2x. BreÐte C pou antistoiqeÐ sthn arqik sunj kh
x(0) = 100.
0.2.9 Epibebai¸ste ìti h x = C1 e−t + C2 e2t eÐnai lÔsh thc x00 − x0 − 2x = 0. BreÐte C1 kai C2 pou na antistoiqoÔn
sthn arqik sunj kh x(0) = 10.
0.2.10 Qrhsimopoi¸ntac idiìthtec twn parag¸gwn gnwst¸n sunart sewn prospaj ste na breÐte mia lÔsh thc (x0 )2 +
2
x = 4.
Keflaio 1
SDE pr¸thc txhc

1.1 LÔseic se morf oloklhrwmtwn
SDE pr¸thc txhc eÐnai mia exÐswsh thc morf c
dy
= f (x, y),
dx
h thc morf c
y 0 = f (x, y).
Genik, den uprqei aplìc genikìc tÔpoc diadikasÐa pou ja mporoÔse kpoioc na akolouj sei gia na brei tic lÔseic
miac SDE ìpwc h parapnw. Stic epìmenec dialèxeic ja exetsoume sugkekrimènec peript¸seic gia tic opoÐec den eÐnai
dÔskolo na broÔme tic lÔseic.
Sthn pargrafo aut ac upojèsoume ìti h f eÐnai mia sunrthsh mìnon miac metablht c, thc x, dhlad èqei thn
ex c morf
y 0 = f (x). (1.1)
MporoÔme na oloklhr¸soume wc proc x kai ta dÔo mèrh thc exÐswshc.
Z Z
y 0 (x) dx = f (x) dx + C,
dhlad
Z
y(x) = f (x) dx + C.
Aut h sunrthsh y(x) eÐnai ousiastik h genik lÔsh. Dhlad gia na lÔsoume thn (1.1) br kame kpoia anti-pargwgo
thc f (x) kai katìpin kataskeusame thn genik lÔsh prosjètontac mia tuqaÐa stajer.
Ed¸ eÐnai katllhlh stigm na suzht soume èna jèma sqetikì me sto sumbolismì kai thn terminologÐa tou ma-
jhmatikoÔ logismoÔ. Poll biblÐa tou MajhmatikoÔ LogismoÔ dhmiourgoÔn sÔgqush ìtan me ton ìro olokl rwma
ennooÔn prwtarqik to apokaloÔmeno orismèno olokl rwma. To aìristo olokl rwma ìmwc eÐnai sthn ousÐa h an-
tipargwgoc (sthn pragmatikìthta mia mono-parametrik oikogèneia antiparag¸gwn). Sthn pragmatikìthta uprqei
mìnon èna olokl rwma kai autì eÐnai to orismèno olokl rwma. O mìnoc lìgoc pou qreizetai kpoioc na qrhsi-
mopoi sei ton sumbolismì tou aìristou oloklhr¸matoc eÐnai epeid mporoÔme pnta na gryoume thn antipargwgo
san èna (orismèno) olokl rwma. Prgmati me bsh to jemeli¸dec je¸rhma tou LogismoÔ mporoÔme na gryoume to
R
f (x) dx + C wc ex c
Z x
f (t) dt + C.
x0
H olokl rwsh eÐnai apl ènac trìpoc na upologÐsei kpoioc thn antipargwgo (ènac trìpoc pou eÐnai pntote apote-
lesmatikìc, deÐte to paraktw pardeigma). H olokl rwsh orÐzetai bèbaia san to embadìn tou qwrÐou pou brÐsketai
10
1.1. ΛΥΣΕΙΣ ΣΕ ΜΟΡΦΗ ΟΛΟΚΛΗΡΩΜΑΤΩΝ 11
ktw apì thn grafik parstash thc sunrthshc, apl tuqaÐnei na mac odhgeÐ kai sthn antipargwgo. Gia lìgouc
sumbatìthtac me difora biblÐa all kai lla maj mata, ja suneqÐsoume na qrhsimopoioÔme ton sumbolismì tou
aorÐstou oloklhr¸matoc gia na anaferjoÔme se antiparag¸gouc, pnta ìmwc ja prèpei na skeftìmaste to orismèno
olokl rwma.
Pardeigma 1.1.1: BreÐte thn genik lÔsh thc exÐswshc y 0 = 3x2 .

EÔkola parathroÔme ìti h genik lÔsh prèpei na eÐnai thc morf c y = x3 + C . Ac to epibebai¸soume: y 0 = 3x2 .
Odhghj kame akrib¸c pÐsw sthn exÐsws mac.
Sun jwc mia exÐswsh ìpwc h parapnw, sunodeÔetai apì mia arqik sunj kh san thn y(x0 ) = y0 gia kpoiouc
arijmoÔc x0 kai y0 (to x0 eÐnai sun jwc 0, all ìqi pnta). MporoÔme na gryoume thn lÔsh se mia polÔ ìmorfh
morf san orismèno olokl rwma.
'Estw ìti to prìblhm mac eÐnai y 0 = f (x), y(x0 ) = y0 . Tìte h lÔsh eÐnai
Z x
y(x) = f (s) ds + y0 . (1.2)
x0
Ac to epibebai¸soume! H y 0 = f (x)
(sÔmfwna me to jemeli¸dec je¸rhma tou logismoÔ gia pardeigma), eÐnai sÐgoura
x0 R
mia lÔsh. EÐnai ìmwc aut pou ikanopoieÐ thn arqik sunj kh? Prgmati eÐnai epeid 0 x0 0 0. y(x ) = f (x) dx + y = y
Parakal¸ shmei¸ste ìti to orismèno olokl rwma (anti-pargwgoc) eÐnai teleÐwc diaforetik majhmatik ontìthta
apì to aìristo olokl rwma. To orismèno olokl rwma eÐnai ousiastik ènac arijmìc. Sunep¸c h (1.2) eÐnai ènac tÔpoc
ton opoÐo mporeÐ kaneÐc na qrhsimopoi sei endeqomènwc mèsw enìc upologist gia na prei sugkekrimènouc arijmoÔc.
MporeÐ sunep¸c kpoioc na knei thn grafik parstash thc lÔshc kai na thn qrhsimopoi sei san na eÐnai mia
opoiad pote sunrthsh. Den eÐnai dhlad aparaÐthto na brei kpoioc thn analutik morf thc antiparag¸gou.
Pardeigma 1.1.2: LÔste thn

2
y 0 = e−x , y(0) = 1.
Me bsh thn prohghjeÐsa suz thsh, h lÔsh prèpei na eÐnai h ex c
Z x 2
y(x) = e−s ds + 1.
0
Den èqei kanèna nìhma na prospaj sete na breÐte thn lÔsh aut se analutik (merikoÐ thn lène kai kleist ) morf .
Apì thn mia meri den mporeÐte apì thn llh den qreizetai mia kai to en lìgw orismèno olokl rwma mporeÐ na d¸sei
pollèc plhroforÐec. To olokl rwma autì parempiptìntwc eÐnai idiaÐtera shmantikì sthn Statistik kai ìqi mìno.
Qrhsimopoi¸ntac thn mèjodo aut mporoÔme na lÔsoume kai exis¸seic thc morf c
y 0 = f (y).
Ac gryoume thn exÐswsh se mia llh morf qrhsimopoi¸ntac ton sumbolismì Leibniz
dy
= f (y).
dx
MporoÔme t¸ra na qrhsimopoi soume to je¸rhma thc antÐstrofhc sunrthshc tou logismoÔ gia na antistrèyoume
touc rìlouc twn metablht¸n x kai y katal gontac sthn exÐswsh
dx 1
= .
dy f (y)
H parapnw prospjei mac dÐnei thn entÔpwsh ìti knoume aplèc algebrikèc prxeic me ta dx kai dy . EÐnai sÐgoura
elkustikì na knei kaneÐc algebrikèc prxeic me ta dx kai dy jewr¸ntac ta aploÔc arijmoÔc. Sthn parapnw perÐptwsh
ìla doÔleyan mia qar. Prosoq ìmwc, tètoiec praktikèc aplopoihmènwn prxewn mporeÐ na mac dhmiourg soun so-
baroÔc mpeldec, idiaÐtera ìtan emplèkontai perissìterec apì mia anexrthtec metablhtèc. Sto shmeÐo autì mporoÔme
apl na oloklhr¸soume
Z
1
x(y) = dy + C.
f (y)
Telik, ac prospaj soume na lÔsoume wc proc y.
12 ΚΕΦΑΛΑΙΟ 1. ΣΔΕ ΠΡΩΤΗΣ ΤΑΞΗΣ
Pardeigma 1.1.3: Mantèyame ìti h y 0 = ky èqei thn ex c lÔsh Cekx . Ac epikur¸soume thn manteyi mac aut
upologÐzontac thn lÔsh aut ex' arq c. Shmei¸ste pr¸ta ìti h y=0 eÐnai profan¸c mia lÔsh. Ac upojèsoume ìmwc
ìti y 6= 0. 'Eqoume loipìn

dx 1
= .
dy ky
Oloklhr¸nontac paÐrnoume
1
x(y) = x = ln |y| + C 0 .
k
T¸ra ac lÔsoume wc proc y
0
ekC ekx = |y|.
0
En antikatast soume ton ìro ekC me kpoia tuqaÐa stajer C mporoÔme na apallaqtoÔme apì thn apìluth tim .
'Etsi èqoume enswmat¸sei kai thn lÔsh y = 0, katal gontac ousiastik sthn Ðdia genik lÔsh pou arqik mantèyame,
y = Cekx .
Pardeigma 1.1.4: BreÐte thn genik lÔsh thc y0 = y2 .

Xèroume ìti h y=0 eÐnai mia lÔsh. Ac upojèsoume proc stigm ìti y 6= 0 kai ac gryoume
dx 1
= 2.
dy y
Oloklhr¸nontac èqoume
−1
x= + C.
y
1
LÔnoume wc proc y= C−x
kai katal goume sthn ex c genik lÔsh
1
y= y = 0.
C −x
Parathr ste tic idiaiterìthtec thc lÔshc. An gia pardeigma jèsoume C = 1, tìte ìso plhsizoume to x = 1
parathroÔme miac suneq¸c kai me gorgoÔc rujmoÔc, auxanìmenh tim thc lÔshc katal gontac arg h gr gora se
#ekrhxh. EÐnai en gènei dÔskolo apl parathr¸ntac thn Ðdia thn exÐswsh na katalboume to pwc sumperifèretai h
lÔsh thc. H exÐswsh y 0 = y 2 faÐnetai mia qar kai eÐnai orismènh pantoÔ, h lÔsh thc ìmwc eÐnai orismènh mìnon se
kpoio disthma thc morf c (−∞, C) thc morf c (C, ∞).
Klassik probl mata pou mac odhgoÔn se diaforikèc exis¸seic tic opoÐec mporoÔme na epilÔsoume me apl olok-
l rwsh eÐnai probl mata pou aforoÔn taqÔthta, epitqunsh kai apìstash. Tètoia probl mata sÐgoura èqete dh
sunant sei sta maj mata tou LogismoÔ.
Pardeigma 1.1.5: Jewr ste èna ìqhma pou kineÐtai me taqÔthta et/2 mètra to deuterìlepto, ìpou me t paristnoume
to qrìno se deuterìlepta. Pìso makri ja èqei fjsei se 2 deuterìlepta kai pìso se 10 deuterìlepta?.
'Estw x h apìstash pou dianÔei to ìqhma. IsqÔei h exÐswsh
x0 = et/2 .
MporoÔme apl na oloklhr¸soume kai ta dÔo mèlh thc exÐswshc kai na katal xoume sthn ex c exÐswsh
x(t) = 2et/2 + C.
Shmei¸ste ìti akìma den èqoume upologÐsei to C. GnwrÐzoume ìmwc ìti ìtan to t=0 tìte x = 0, dhlad : x(0) = 0
opìte
0 = x(0) = 2e0/2 + C = 2 + C.
'Ara C = −2 kai sunep¸c
x(t) = et/2 − 2.
MporoÔme t¸ra na antikatast soume sthn exÐswsh gia na upologÐsoume thn apìstash pou ja dianÔsei to ìqhma met
apì 2 kai 10 deuterìlepta
x(2) = 2e2/2 − 2 ≈ 3.44 mètra , x(10) = 2e10/2 − 2 ≈ 294 mètra.

1.1. ΛΥΣΕΙΣ ΣΕ ΜΟΡΦΗ ΟΛΟΚΛΗΡΩΜΑΤΩΝ 13
Pardeigma 1.1.6: Upojèste ìti to ìqhma epitaqÔnei me rujmì t2 m/s2 . Thn qronik stigm t = 0 to ìqhma
brÐsketai se apìstash 1 mètrou apì thn arqik tou jèsh kai kin te me taqÔthta 10 m/c. PoÔ ja brÐsketai to ìqhma
thn qronik stigm t = 10?

Autì eÐnai èna prìblhma deÔterhc txhc. En parast soume me x thn apìstash pou dianÔei to ìqhma, tìte x0 eÐnai
h taqÔtht tou kai x00 h epitquns tou. To prìblhma (h exÐswsh kai oi arqikèc sunj kec) eÐnai tìte to ex c
x00 = t2 , x(0) = 1, x0 (0) = 10.
Fusik, en jèsoume x0 = v eÔkola katal goume sto ex c prìblhma pr¸thc txhc
v 0 = t2 , v(0) = 10,
to opoÐo mporoÔme na lÔsoume wc proc v, kai katìpin na oloklhr¸soume gia na broÔme to x.
1.1.1 LÔste wc proc v kai katìpin lÔste wc proc x.
1.1.1 Ask seic
dy
1.1.2 LÔste thn exÐswsh
dx
= x2 + x gia y(1) = 3.
dy
dx
= sin 5x gia y(0) = 2.
dy 1
dx
= x2 −1
gia y(0) = 0.
1.1.5 LÔste thn exÐswsh y0 = y3 gia y(0) = 1.
1.1.6 LÔste thn exÐswsh y 0 = (y − 1)(y + 1) gia y(0) = 3.

dy 1
1.1.7 LÔste thn exÐswsh dx = y 2 +1
gia y(0) = 0.
1.1.8 LÔste thn exÐswsh y 00 = sin x gia y(0) = 0.

1.2 PedÐa kateujÔnsewn
Sto shmeÐo autì den eÐnai sqhmh idèa na egkatast sete sthn M AT LAB sac to logismikì sÔsthma IODE to opoÐo
mporeÐte na breÐte sthn istoselÐda http://www.math.uiuc.edu/iode/ .
'Opwc eÐdame, oi exis¸seic pr¸thc txhc me tic opoÐec ja asqolhjoÔme èqoun thn ex c genik morf
y 0 = f (x, y).
En gènei, den eÐnai dunatìn na lÔsoume ìlec tic exis¸seic autoÔ tou tÔpou analutik. Ja epijumoÔsame na gnwrÐzame
toulqiston kpoia stoiqeÐa twn lÔse¸n touc, ìpwc h genik morf touc kai h en gènei sumperifor touc, èstw na
mporoÔsame na upologÐsoume proseggÐseic twn lÔsewn twn exis¸sewn aut¸n.
1.2.1 PedÐa kateujÔnsewn
MporoÔme eÔkola na diapist¸soume ìti h exÐswsh y 0 = f (x, y) ousiastik mac dÐnei thn tim thc klÐshc thc y se kje
shmeÐo tou epipèdou (x, y). MporoÔme na knoume thn grafik parstash thc en lìgw klÐshc qrhsimopoi¸ntac èna
mikrì eujÔgrammo tm ma se difora shmeÐa, arket ¸ste na sqhmatÐsoume mia kajar eikìna tou ti akrib¸c parist
ìpwc autì faÐnetai sto Sq ma 1.1.
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
-1 -1 -1 -1
-2 -2 -2 -2
-3 -3 -3 -3
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
Σχήμα 1.1: Πεδίο κατευθύνσεων της εξίσωσης y 0 = Σχήμα 1.2: Το πεδίο κατευθύνσεων της εξίσωσης
xy. y 0 = xy και η γραφική παράσταση της λύσης που
ικανοποιεί τις συνθήκες y(0) = 0.2, y(0) = 0, και
y(0) = −0.2.
Thn parapnw eikìna onomzoume pedÐo kateujÔnsewn thc exÐswshc. En mac dojeÐ mia sugkekrimènh arqik
sunj kh y(x0 ) = y0 , mporoÔme na xekin soume apì to shmeÐo (x0 , y0 ) sto epÐpedo kai na proqwr soume sthn grafik
parstash thc sugkekrimènhc lÔshc apl akolouj¸ntac katllhla tic klÐseic tou pedÐou. Parathr ste sqetik to
Sq ma 1.2.
Parathr¸ntac to pedÐo kateujÔnsewn loipìn mporoÔme na proume pollèc plhroforÐec sqetik me thn sumperifor
twn lÔsewn. Gia pardeigma, sto Sq ma 1.2 mporoÔme eÔkola na doÔme pwc pne oi lÔseic ìtan h arqik sunj kh eÐnai
y(0) > 0, y(0) = 0 kai y(0) < 0. Shmei¸ste ìti mia mikr allag stic arqikèc sunj kec mporeÐ na epifèrei drastikèc
allagèc sthn sumperifor thc lÔshc. Apì thn llh meri, en knoume thn grafik parstash merik¸n lÔsewn thc
exÐswshc y 0 = −y , parathroÔme ìti apì ìpou kai na xekin soume, ìlec oi lÔseic teÐnoun sto mhdèn kaj¸c to x teÐnei
sto peiro. DeÐte to Sq ma 1.3 sthn paroÔsa selÐda.

1.2. ΠΕΔΙΑ ΚΑΤΕΥΘΥΝΣΕΩΝ 15
-3 -2 -1 0 1 2 3
3 3
2 2
1 1
0 0
-1 -1
-2 -2
-3 -3
-3 -2 -1 0 1 2 3
Σχήμα 1.3: Πεδίο κατευθύνσεων της εξίσωσης y 0 = −y μαζί με την γραφική παράσταση μερικών συγκεκριμένων
λύσεων.
1.2.2 'Uparxh kai monadikìthta
Duo eÐnai ta jemeli¸dh erwt mata pou mac apasqoloÔn ìson afor to ex c prìblhma
y 0 = f (x, y), y(x0 ) = y0 .
i
( ) Uprqei lÔsh?
ii
( ) EÐnai h lÔsh monadik (en uprqei)?
Mhn biasteÐte na jewr sete ta parapnw erwt mata rhtorik me profan apnthsh kai sta dÔo to nai. Uprqoun
peript¸seic pou (anloga me to f (x, y)) h apnthsh se kpoio apì aut mporeÐ kllista na eÐnai ìqi.
Epeid genik oi exis¸seic mac prokÔptoun apì realistikèc katastseic kai fusik probl mata, faÐnetai logikì
na upojèsoume ìti pnta uprqei lÔsh. H en lìgw lÔsh epÐshc eÐnai logikì na upojèsoume ìti eÐnai monadik mia kai
ìloi mac pisteÔoume ìti o kìsmoc mac eÐnai nteterministikìc. En den uprqei lÔsh, h lÔsh den eÐnai monadik tìte
pijanìn na prospajoÔme na lÔsoume kpoio majhmatikì montèlo pou den antistoiqeÐ swst sto arqikì realistikì mac
prìblhma. Se kje perÐptwsh, eÐnai pnta shmantikì na gnwrÐzoume pìte èqoume prìblhma kai an eÐnai dunatìn giatÐ.
Pardeigma 1.2.1: Prospaj ste na lÔsete thn exÐswsh:
1
y0 = , y(0) = 0.
x
Oloklhr¸ste gia na breÐte thn lÔsh y = ln |x| + C . Shmei¸ste ìti h lÔsh aut den uprqei gia x = 0. DeÐte
to 1.4 sthn epìmenh selÐda.
Pardeigma 1.2.2: LÔste thn exÐswsh:
y0 = 2
p
|y|, y(0) = 0.
2
Shmei¸ste ìti h sunrthsh y = x eÐnai mia lÔsh kai ìti h y = 0 eÐnai epÐshc lÔsh (shmeÐwste ìmwc ìti h x2
apoteleÐ lÔsh mìno sthn perÐptwsh pou èqoume x > 0). DeÐte to Sq ma 1.5 sthn epìmenh selÐda.
EÐnai sthn pragmatikìthta dÔskolo na sumpernei kpoioc to en mia diaforik exÐswsh èqei monadik lÔsh
ìqi parathr¸ntac apl to pedÐo twn dieujÔnse¸n thc. Uprqei ìmwc kpoia elpÐda. Ac doÔme pr¸ta to paraktw
je¸rhma (gnwstì kai san je¸rhma tou P icard∗ ) to opoÐo parìlo pou den eÐnai dÔskolo na apodeiqjeÐ ja to deqjoÔme
qwrÐc apìdeixh.
∗ Charles Émile Picard (1856 – 1941)

-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
-1 -1 -1 -1
-2 -2 -2 -2
-3 -3 -3 -3
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
Σχήμα 1.4: Πεδίο διευθύνσεων της εξίσωσης y 0 = Σχήμα

p 1.5: Πεδίο διευθύνσεων της εξίσωσης y 0 =
1/x. 2 |y| με δύο λύσεις που ικανοποιούν την συνθήκη
y(0) = 0.
Je¸rhma 1.2.1 (Je¸rhma Ôparxhc kai monadikìthtac tou P icard). En h f (x, y) eÐnai suneq c (jewr¸ntac thn
∂f
san sunrthsh dÔo bebaÐwc metablht¸n) kai en h pargwgoc uprqei kai eÐnai suneq c se kpoia perioq gÔro
∂y
apì to (x0 , y0 ), tìte h lÔsh tou probl matoc
y 0 = f (x, y), y(x0 ) = y0 ,
uprqei (toulqiston gia kpoia x) kai eÐnai monadik .
y 0 = 1/x, y(0) = 0 y 0 = 2 |y|, y(0) = 0

p
Shmei¸ste ìti ta probl mata kai den ikanopoioÔn tic proôpojèseic tou
jewr matoc. Akìma kai sthn perÐptwsh pou mporoÔme na efarmìsoume to parapnw je¸rhma ofeÐloume na eÐmaste
prosektikoÐ pnw sto jèma thc Ôparxhc. EÐnai arket pijanìn h lÔsh na uprqei mìnon proswrin.
RÐxte mia mati sto ex c prìblhma
Pardeigma 1.2.3:
y0 = y2 , y(0) = A,
ìpou A kpoia stajer.
Xèroume pwc na broÔme thn lÔsh tou. Pr¸ta ac upojèsoume ìti A 6= 0, ìpote h y den eÐnai Ðsh me mhdèn toulqiston
gia kpoio x kont sto 0. Opìte x0 = 1/y2 , ra x = −1/y + C , sunep¸c
1
y = C−x . En y(0) = A, tìte C = 1/A ra
1
y= .
1/A −x
En A = 0, tìte h y = 0 eÐnai profan¸c mia lÔsh.

En sugkekrimèna A = 1 èqoume èkrhxh thc lÔshc gia x = 1. Sunep¸c, den èqoume Ôparxh lÔshc gia kpoia tim
thc x parìlo pou h exÐswsh fainìtan mia qar gia kje tim tou x. H exÐswsh y0 = y2 den prodÐdei kpoio prìblhma
kai fusik eÐnai orismènh pantoÔ.
Sto mjhma autì ja epikentrwjoÔme se probl mata diaforik¸n exis¸sewn ta opoÐa èqoun monadik lÔsh, sun jwc
gia kje tim tou x. EÐnai ìmwc aparaÐthto na suneidhtopoi soume ìti to jèma thc Ôparxhc kai thn monadikìthtac thc
lÔshc mporeÐ kllista na prokÔyei, akìma kai apì exis¸seic ìpwc h y0 = y2 oi opoÐec den prodiajètoun gia kti tètoio.
Prèpei toulqiston na eÐmaste se jèsh na diapist¸soume thn Ôparxh enìc tètoiou probl mata kai na prospaj soume
na katano soume ta aÐtia.
1.2. ΠΕΔΙΑ ΚΑΤΕΥΘΥΝΣΕΩΝ 17
1.2.3 Ask seic
1.2.1 Sqediste to pedÐo dieujÔnsewn thc exÐswshc y 0 = ex−y . Pwc sumperifèrontai oi lÔseic thc ìtan auxnoume
to x? MporeÐte na mantèyete mia sugkekrimènh lÔsh parathr¸ntac apl to pedÐo twn dieujÔnse¸n thc?
1.2.2 Sqediste to pedÐo dieujÔnsewn thc exÐswshc y 0 = x2 .
1.2.3 Sqediste to pedÐo dieujÔnsewn thc exÐswshc y0 = y2 .
1.2.4 EÐnai dunatìn na lÔsete thn exÐswsh y0 = xy

cos x
gia y(0) = 1? Dikaiolog ste thn apnths sac.
1.2.5 'Estw k, A, B, C eÐnai kpoiec stajerèc. AntistoiqÐste tic ex c diaforikèc exis¸seic me ta pedÐa kateujÔnsewn
pou dÐnontai paraktw.
dy
1.
dx
= ky , ìpou k>0
dy
2.
dx
= ky , ìpou k<0
dy
3.
dx
= 2x(A − x)
dy
4.
dx
= y(B − y)
dy
5.
dx
= x2 + exp(x2 ) cos2 (3y)
dy
6.
dx
= −ey − C(1 − cos(x))
2 −1 2
−1.2
1.5 1.5
−1.4
1 1
−1.6
0.5 0.5
−1.8
0 −2 0
y
−2.2
−0.5 −0.5
−2.4
−1 −1
−2.6
−1.5 −1.5
−2.8
−2 −3 −2
−3 −2 −1 0 1 2 3 −8 −6 −4 −2 0 2 4 6 8 −3 −2 −1 0 1 2 3
x x x
4 2
3
3.5
1.5 2
3
2.5
1 1
2
1.5 0.5 0
y
y
1
0 −1
0.5
0
−0.5 −2
−0.5
−3
−1 −1
−1 −0.5 0 0.5 1 1.5 2 2.5 3 −1 −0.5 0 0.5 1 1.5 2 −1.5 −1 −0.5 0 0.5 1 1.5
x x x
1.3. ΔΙΑΧΩΡΙΣΙΜΕΣ ΕΞΙΣΩΣΕΙΣ 19
1.3 DiaqwrÐsimec Exis¸seic
'Opwc eÐdame an h exÐsws mac eÐnai sthn morf

R y 0 = f (x), tìte mporoÔme na thn lÔsoume apl oloklhr¸nontac:
y = f (x) dx + C . Dustuq¸c o trìpoc autìc den mporeÐ na epektajeÐ eÔkola kai gia exis¸seic thc genik c morf c
y 0 = f (x, y). Oloklhr¸nontac kai ta duo mèlh èqoume
Z
y = f (x, y) dx + C.
Prosèxte ìti to olokl rwma exarttai apì to y.
1.3.1 DiaqwrÐsimec Exis¸seic
Ac exetsoume thn perÐptwsh pou h exÐswsh eÐnai diaqwrÐsimh, dhlad an èqei thn morf
y 0 = f (x)g(y),
ìpou f (x) kai g(y) kpoiec sunart seic. Ac gryoume thn exÐswsh aut sthn legìmenh morf Leibniz
dy
= f (x)g(y).
dx
T¸ra ac thn xanagryoume wc ex c
dy
= f (x) dx.
g(y)
'Eqoume sunep¸c diatup¸sei thn exÐswsh me trìpo pou na mporoÔme na oloklhr¸soume kai ta dÔo mèlh. Dhlad
èqoume
Z Z
dy
= f (x) dx + C.
g(y)
Sunep¸c en mporèsoume na upologÐsoume analutik to olokl rwma èqoume elpÐdec na lÔsoume thn prokÔptousa
algebrik exÐswsh wc proc y.
Pardeigma 1.3.1: Jewr ste thn exÐswsh
y 0 = xy.
Pr¸ta suneidhtopoi ste ìti h y = 0 apoteleÐ lÔsh, opìte ac asqolhjoÔme apì ed¸ kai pèra me thn perÐptwsh y 6= 0.
dy
Ac gryoume thn exÐswsh san
dx
= xy , opìte
Z Z
dy
= x dx + C.
y
UpologÐzontac thn antipargwgo katal goume sthn
x2
ln |y| = +C
2
isodÔnama sthn
x2 +C x2 x2
|y| = e 2 =e 2 eC = De 2 ,
ìpou D>0 kpoia stajer. Mia kai h y=0 eÐnai lÔsh kai lìgw thc apìluthc tim c mporoÔme na katal xoume sthn
lÔsh
x2
y = De 2 ,
gia kje arijmì D (sumperilambanomènou tou mhdèn kai ton arnhtik¸n arijm¸n).
Ac to elègxoume:
x2 x2
y 0 = Dxe 2 = x(De 2 ) = xy.
Swst!
OfeÐloume ìmwc na eÐmaste lÐgo pio prosektikoÐ me thn mèjodo aut . Oloklhr¸noume ousiastik wc proc dÔo
diaforetikèc metablhtèc kai autì den faÐnetai na eÐnai tìso swstì. FaÐnetai ìti den knoume thn Ðdia prxh kai sta
dÔo mèrh thc exÐswshc. Ac doulèyoume me perissìterh majhmatik austhrìthta.
dy
= f (x)g(y)
dx
dy
Ac xanagryoume thn exÐswsh, lambnontac up ìyin to ìti h y = y(x) eÐnai sunrthsh tou x ìpwc eÐnai kai h
dx
!
1 dy
= f (x)
g(y) dx
Ac oloklhr¸soume kai ta dÔo mèrh thc exÐswshc wc proc x.

Z Z
1 dy
dx = f (x) dx + C.
g(y) dx
Me allag metablht¸n t¸ra katal goume sthn
Z Z
1
dy = f (x) dx + C.
g(y)
Oloklhr¸same.
1.3.2 'Emmesec LÔseic
EÐnai fanerì ìti kpoiec forèc mporeÐ na mhn mporoÔme na proqwr soume sthn diatÔpwsh thc lÔshc se analutik
(kleist ) morf akìma kai an mporèsoume na upologÐsoume ìla ta emplekìmena oloklhr¸mata. Gia pardeigma, ac
jewr soume thn ex c diaqwrÐsimh exÐswsh

xy
y0 = .
y2 + 1
DiaqwrÐzoume tic metablhtèc
y2 + 1

1
dy = y+ dy = x dx
y y
kai oloklhr¸noume gia na proume
y2 x2
+ ln |y| = +C
2 2
kallÐtera
y 2 + 2 ln |y| = x2 + C.
Den eÐnai eÔkolo na broÔme thn lÔsh thc diaforik c exÐswshc se analutik (kleist ) morf epeid den eÐnai eÔkolo
na lÔsoume thn parapnw algebrik exÐswsh aut wc y. Ja kaloÔme loipìn kje sunrthsh y pou ikanopoieÐ thn
parapnw algebrik exÐswsh èmmesh lÔsh parìlo pou den mporoÔme na thn diatup¸soume se analutik morf . EÐnai
eÔkolo na elègxoume an prgmati mia algebrik exÐswsh emperièqei prgmati èmmesh lÔsh h opoÐa ikanopoieÐ thn
diaforik exÐswsh. Gi autì oloklhr¸noume kai èqoume

2
y 0 2y + = 2x.
y
EÐnai profanèc ìti h diaforik exÐswsh epalhjeÔetai. Ta prgmata mporeÐ na gÐnoun lÐgo pio dÔskola sthn perÐptwsh
pou prèpei na upologÐsoume merikèc timèc thc y kai na prèpei na qrhsimopoi soume kpoio tèqnasma. Gia pardeigma,
mporoÔme na knoume thn grafik parstash thc x san sunrthsh thc y, kai met na anapodogurÐsoume to qartÐ. Oi
upologistèc mporoÔn na mac bohj soun ousiastik me tètoia teqnsmata, prèpei ìmwc na eÐmaste prosektikoÐ.
Shmei¸ste ìti h parapnw exÐswsh èqei epiprìsjeta san lÔsh thn y = 0. Sthn perÐptwsh aut h genik lÔsh
eÐnai h y 2 + 2 ln |y| = x2 + C mazÐ me thn y = 0. Autèc tic apìkentrec lÔseic ìpwc h y = 0 pollèc forèc tic onomzoume
idizousec lÔseic.
1.3. ΔΙΑΧΩΡΙΣΙΜΕΣ ΕΞΙΣΩΣΕΙΣ 21
1.3.3 ParadeÐgmata
Pardeigma 1.3.2: LÔste thn exÐswsh x2 y 0 = 1 − x2 + y 2 − x2 y 2 , y(1) = 0.

ParagontopoioÔme pr¸ta to dexiì mèroc gia na proume thn exÐswsh
x2 y 0 = (1 − x2 )(1 + y 2 ).
DiaqwrÐzoume tic metablhtèc, oloklhr¸noume kai lÔnoume wc proc y

0 2
y 1−x
= ,
1 + y2 x2
0
y 1
= 2 − 1,
1 + y2 x
−1
arctan(y) = − x + C,
x
−1
y = tan −x+C .
x
T¸ra lÔnoume thn exÐswsh gia thn arqik sunj kh, 0 = tan(−2 + C) kai paÐrnoume ìti C = 2 ( 2 + π, etc. . . ).
Sunep¸c, h lÔsh pou yqnoume eÐnai h

−1
y = tan −x+2 .
x
Pardeigma 1.3.3: Upojèste ìti sto kulikeÐo ftiqnoun ton kafè sac qrhsimopoi¸ntac brastì nerì (100bajm¸n
KelsÐou) kai èstw ìti protimtai na pÐnete ton kafè sac stouc 70 bajmoÔc. En h jermokrasÐa tou peribllontoc
eÐnai 26 bajmoÔc kai èqete diapist¸sei ìti 1 leptì met thn paraskeu tou o kafèc sac èqei jermokrasÐa 95 bajmoÔ
pìte prèpei na pieÐte ton kafè sac?
'Estw T h jermokrasÐa tou kafè kai A h jermokrasÐa tou peribllontoc (kulikeÐou), tìte gia kpoio k h
jermokrasÐa tou kafè ikanopoieÐ thn exÐswsh:
dT
= k(A − T ).
dt
Gia to prìblhm mac A = 26, T (0) = 100, T (1) = 95. DiaqwrÐzoume tic metablhtèc kai oloklhr¸noume ( C kai D
paristoÔn tuqaÐec stajerèc) gia na proume ìti
1 dT
= k,
A − T dt
ln(A − T ) = −kt + C,
A − T = D e−kt ,
T = A − D e−kt .
Dhlad T = 26 − D e−kt . QrhsimopoioÔme thn pr¸th sunj kh 100 = T (0) = 26 − D kai katal goume sto D = −74.
−kt −k
Opìte èqoume T = 26 + 74 e . QrhsimopoioÔme thn 95 = T (1) = 26 + 74 e . LÔnoume wc proc k kai paÐrnoume
95−26
k = − ln 74 ≈ 0.07. T¸ra lÔnoume wc proc to t gia to opoÐo h jermokrasÐa tou kafè eÐnai 74 bajmoÔc. LÔnoume
ln 70−26
dhlad thn exÐswsh 70 = 26 + 74e−0.07t gia na proume t=− 74
0.07
≈ 7.43 lept.
−xy 2
Pardeigma 1.3.4: LÔste thn exÐswsh y0 = 3
.
Shmei¸noume pr¸ta ìti h y=0 eÐnai mia lÔsh (mia idizousa lÔsh). Upojètontac ìti y 6= 0 èqoume
−3 0
y = x,
y2
3 x2
= + C,
y 2
3 6
y= 2 = 2 .
x /2 + C x + 2C
1.3.4 Ask seic
1.3.1 LÔste thn exÐswsh y 0 = x/y.
1.3.2 LÔste thn exÐswsh y 0 = x2 y .

dx
dt
= (x2 − 1) t, gia x(0) = 0.
dx
dt
= x sin(t), gia x(0) = 1.
dy
dx
= xy + x + y + 1. Upìdeixh: Paragontopoi ste to dexiì mèroc.
1.3.6 BreÐte mia èmmesh lÔsh thc exÐswshc xy 0 = y + 2x2 y , ìpou y(1) = 1.
dy 2
1.3.7 LÔste thn exÐswsh x dx − y = 2x y , gia y(0) = 10.
1.4. ΓΡΑΜΜΙΚΕΣ ΕΞΙΣΩΣΕΙΣ ΚΑΙ ΟΛΟΚΛΗΡΩΤΙΚΟΙ ΠΑΡΑΓΟΝΤΕΣ 23
1.4 Grammikèc exis¸seic kai oloklhrwtikoÐ pargontec

'Enac apì touc shmantikìterouc tÔpouc diaforik¸n exis¸sewn pou ja melet soume eÐnai oi grammikèc exis¸seic. Sthn
pragmatikìthta mìnon se lÐgec peript¸seic ja asqolhjoÔme me mh-grammikèc exis¸seic. Ac epikentrwjoÔme proc to
parìn stic grammikèc exis¸seic pr¸thc txhc. Mia pr¸thc txhc diaforik exÐswsh eÐnai grammik en mporoÔme na
thn gryoume sthn ex c morf :
y 0 + p(x)y = f (x). (1.3)
H lèxh grammik en prokeimènw shmaÐnei grammik wc proc y. H exrthsh wc proc x mporeÐ fusik na eÐnai pio
perÐplokh.
Oi lÔseic twn grammik¸n exis¸sewn èqoun endiafèrousec idiìthtec. Gia pardeigma, h lÔsh uprqei arkeÐ na
mporoÔn na orÐzontai oi sunart seic p(x) kai f (x) sto disthma pou mac endiafèrei. Sthn perÐptwsh aut o omalìthta
thc lÔshc eÐnai h Ðdia me aut twn p(x) kai f (x), eÐnai dhlad ìso omal ìso kai oi dÔo autèc sunart seic. To
shmantikìtero ìmwc gegonìc, toulqiston gia t¸ra, eÐnai to ìti mporoÔme na diatup¸soume mia saf mèjodo gia thn
epÐlush grammik¸n diaforik¸n exis¸sewn pr¸thc txhc.
Ac pollaplasisoume kai ta dÔo mèrh thc exÐswshc (1.3) me kpoia sunrthsh r(x) tètoia ¸ste
d h i
r(x)y 0 + r(x)p(x)y = r(x)y .
dx
MporoÔme bèbaia na oloklhr¸soume kai ta dÔo mèlh
d h i
r(x)y = r(x)f (x).
dx
Parathr ste ìti to dexiì mèroc den exarttai apì to y en¸ to aristerì mèroc eÐnai h antipargwgoc miac sunrthshc.
MporoÔme na lÔsoume wc proc y . Fusik ìla ta parapnw ktw apì thn proôpìjesh ìti h sunrthsh r(x) eÐnai
gnwst . H sunrthsh aut r(x) onomzete oloklhrwtikìc pargontac kai kat sunèpeia h prokÔptousa mèjodoc
onomzete mèjodoc oloklhrwtikoÔ pargonta.
Yqnoume loipìn gia mia sunrthsh r(x) tètoia ¸ste en thn paragwgÐsoume, ja proume thn Ðdia thn sunrthsh
pollaplasiasmènh me p(x). Problèpetai ekjetik sunrthsh!
R
p(x)dx
r(x) = e
Ac knoume ìmwc tic prxeic.
y 0 + p(x)y = f (x),
R R R
p(x)dx 0 p(x)dx
e y +e p(x)y = e p(x)dx f (x),
d h R p(x)dx i R
e y = e p(x)dx f (x),
dx Z R
R
e p(x)dx y = e p(x)dx f (x) dx + C,
R
Z R
y = e− p(x)dx e p(x)dx f (x) dx + C .
Gia na proume bèbaia thn y se kleist morf prèpei na mporoÔme na upologÐsoume kai ta dÔo emplekìmena
oloklhr¸mata se kleist morf .
Pardeigma 1.4.1: LÔste thn exÐswsh
2
y 0 + 2xy = ex−x y(0) = −1.
2 R 2
Parathr ste pr¸ta ìti p(x) = 2x kai f (x) = ex−x . O oloklhrwtikìc pargontac eÐnai r(x) = e p(x) dx
= ex .
Pollaplasizoume kai ta dÔo mèrh me r(x) gia na proume
2 2 2 2
ex y 0 + 2xex y = ex−x ex ,
d h x2 i
e y = ex .
dx
Oloklhr¸noume
2
ex y = ex + C,
2 2
y = ex−x + Cex .
LÔnoume tic arqikèc sunj kec −1 = y(0) = 1 + C , gia na proume ìti C = −2. H lÔsh loipìn eÐnai
2 2
y = ex−x − 2ex .
R
p(x)dx
Parathr ste ìti den endiaferìmaste poia antipargwgo ja proume ìtan upologÐzoume to e . MporoÔme
dhlad na prosjèsoume mia stajer olokl rwshc all aut den prìkeitai na paÐxei kpoio rìlo mia kai en tèlei ja
enswmatwjeÐ sthn stajer olokl rwshc thc epìmenhc antiparag¸gou pou ja upologÐsoume.
1.4.1 Dokimste to. Prosjèste mia stajer olokl rwshc ìtan ja upologÐsete ton oloklhrwtikì pargonta kai
deÐxte ìti h lÔsh pou ja katal xete tautÐzetai me aut pou br kame parapnw.
Mia sumboul : Mhn prospaj sete na apomnhmoneÔsete ton telikì tÔpo. EÐnai dÔskolo kallÐtera, eÐnai eu-
kolìtero na jumste thn diadikasÐa kai na thn epanalbete.
Epeid den mporoÔme pntote na upologÐzoume ta emplekìmena oloklhr¸mata se kleist morf eÐnai qr simo na
xèroume pwc mporoÔme na gryoume thn lÔsh sthn morf orismènou oloklhr¸matoc. Mhn xeqnte ìti to orismèno
olokl rwma eÐnai kti to opoÐo mporeÐc na upologÐsoume qrhsimopoi¸ntac upologist kompouterki. 'Estw h exÐswsh
y 0 + p(x)y = f (x), y(x0 ) = y0 .
MporoÔme na d¸soume thn lÔsh grfontac ta oloklhr¸mata san orismèna oloklhr¸mata wc ex c
Z x
− xx p(s) ds
R Rt
p(s) ds
y(x) = e 0 e x0 f (t) dt + y0 . (1.4)
x0
Prèpei na eÐmaste prosektikoÐ sthn qr sh twn metablht¸n olokl rwshc bebaÐwc. Profan¸c mporoÔme na ulopoi -
soume thn parapnw lÔsh ston upologist ètsi ¸ste autìc na mac d¸sei mesa ìpoia arijmhtik tim thc lÔshc tou
zht soume.
1.4.2 Elègxete an h lÔsh (1.4) ikanopoieÐ thn sunj kh y(x0 ) = y0 .
1.4.3 Gryte thn lÔsh tou ex c probl matoc
2
y 0 + y = ex −x
, y(0) = 10.
san orismèno olokl rwma. prospaj ste na aplopoi sete thn lÔsh sac ìso eÐnai dunatìn. Shmei¸ste ìti den ja
mporèsete na gryete thn lÔsh se kleist morf .
Pardeigma 1.4.2: Ac doÔme t¸ra mia apl efarmog twn grammik¸n exis¸sewn tupik gia mia kathgorÐa prob-
lhmtwn pou suqn sunantme sthn prxh. Gia pardeigma, qrhsimopoioÔme suqn grammikèc exis¸seic gia na melet -
soume thn sugkèntrwsh miac ousÐac (qhmik c ousÐac, rÔpou, . . .) se èna mèso (nerì).
Sugkekrimèna, mia dexamen 100 lÐtrwn perièqei 10 kil alatioÔ dialumèna se 60 lÐtra neroÔ. Diluma neroÔ kai
alatioÔ (lmh) puknìthtac 0.1 kil an lÐtro eisgetai sto doqeÐo me rujmì 5 lÐtra to leptì. To diluma anakateÔetai
kal kai exgetai apì to doqeÐo me rujmì 3 lÐtra to leptì. Pìso alti ja perièqei h dexamen ìtan ja èqei gemÐsei?
Prèpei na kataskeusoume thn exÐswsh. Ac sumbolÐsoume me x thn posìthta tou alatioÔ (se kil) pou perièqei
h dexamen , kai me t to qrìno (se lept). Tìte gia mia mikr allag ∆t ston qrìno h allag sto x (pou thn
sumbolÐzoume me ∆x) eÐnai perÐpou
∆x ≈ (rujmìc eisagwg c × sugkèntrwsh eisagwg c )∆t − (rujmìc exagwg c × sugkèntrwsh exagwg c )∆t.
PaÐrnoume to ìrio ìtan to ∆t → 0 kai parathroÔme ìti
dx
= (rujmìc eisagwg c × sugkèntrwsh eisagwg c ) − (rujmìc exagwg c × sugkèntrwsh exagwg c ).
dt
1.4. ΓΡΑΜΜΙΚΕΣ ΕΞΙΣΩΣΕΙΣ ΚΑΙ ΟΛΟΚΛΗΡΩΤΙΚΟΙ ΠΑΡΑΓΟΝΤΕΣ 25
'Eqoume loipìn
rujmìc eisagwg c = 5,
sugkèntrwsh eisagwg c = 0.1,
rujmìc exagwg c = 3,
x x
sugkèntrwsh exagwg c = = .
ìgkoc 60 + (5 − 3)t
Katal goume sunep¸c sthn exÐswsh

dx x
= (5 × 0.1) − 3 .
dt 60 + 2t
Thn opoÐa bebaÐwc mporoÔme na gryoume sthn morf (1.3) wc ex c
dx 3
+ x = 0.5.
dt 60 + 2t
Ac prospaj soume na thn lÔsoume t¸ra. O oloklhrwtikìc pargontc thc eÐnai
Z
3 3
r(t) = exp dt = exp ln(60 + 2t) = (60 + 2t)3/2 .
60 + 2t 2
Pollaplasizontac kai ta duo mèlh èqoume
dx 3
(60 + 2t)3/2 + (60 + 2t)3/2 x = 0.5(60 + 2t)3/2 ,
dt 60 + 2t
d h i
(60 + 2t)3/2 x = 0.5(60 + 2t)3/2 ,
dt Z
(60 + 2t)3/2 x = 0.5(60 + 2t)3/2 dt + C,
(60 + 2t)3/2
Z
x = (60 + 2t)−3/2 dt + C(60 + 2t)−3/2 ,
2
1
x = (60 + 2t)−3/2 (60 + 2t)5/2 + C(60 + 2t)−3/2 ,
10
60 + 2t
x= + C(60 + 2t)−3/2 .
10
Ac broÔme t¸ra to C. GnwrÐzoume ìti t = 0, x = 10. 'Ara
60
10 = x(0) = + C(60)−3/2 = 6 + C(60)−3/2 ,
10
C = 4(603/2 ) ≈ 1859.03.
Jèloume na broÔme to x ìtan gemÐsei h dexamen . ParathroÔme ìti h dexamen eÐnai gemth ìtan 60 + 2t = 100,
dhlad ìtan t = 20. 'Ara
60 + 40
x(20) = + C(60 + 40)−3/2 ≈ 10 + 1859.03(100)−3/2 ≈ 11.86.
10
H sugkèntrwsh loipìn ìtan gemÐsei h dexamen ja eÐnai perÐpou 0.1186 kg/liter en¸ h arqik tim thc tan 1/6
0.167 kg/liter.
1.4.1 Ask seic
Stic paraktw ask seic prospaj ste na d¸sete thn lÔsh se kleist morf . En kti tètoio den eÐnai dunatìn,
mporeÐte na thn af sete sthn morf orismènou oloklhr¸matoc.
1.4.4 LÔste thn exÐswsh y 0 + xy = x.
1.4.5 LÔste thn exÐswsh y 0 + 6y = ex .

3
1.4.6 LÔste thn exÐswsh y 0 + 3x2 y = sin(x) e−x , ìtan y(0) = 1.
1.4.7 LÔste thn exÐswsh y 0 + cos(x)y = cos(x).

1
x2 +1
y 0 + xy = 3, ìtan y(0) = 0.
1.4.9 'Eqoume dÔo lÐmnec kai apì thn mia rèei nerì sthn llh. H rujmìc thc ro eisagwg c kai exagwg c neroÔ
apì thn kje lÐmnh eÐnai 500 lÐtra thn ¸ra. H pr¸th lÐmnh perièqei 100 qilidec lÐtra neroÔ kai h deÔterh 200
qilidec lÐtra. 'Ena butÐo pou metafèrei 500 kil miac toxik c ousÐac anatrèpetai mèsa sthn sthn pr¸th lÐmnh ìpou
kai qÔnetai to perieqìmenì tou. Upojètontac ìti h toxik ousÐa dialÔetai amèswc kai omoiìmorfa breÐte
1. Thn sugkèntrwsh thc toxik c ousÐac san sunrthsh tou qrìnou (se deuterìlepta) stic dÔo lÐmnec.
2. Pìte h sugkèntrwsh sthn pr¸th lÐmnh ja eÐnai mikrìterh apì 0.01 kil an lÐtro.
3. Pìte ja eÐnai h sugkèntrwsh sthn deÔterh lÐmnh ìso to dunatìn pio uyhl .
dx
1.4.10 O Nìmoc didoshc thc jermìthtac tou NeÔtwna mac diabebai¸nei ìti = −k(x − A) ìpou x eÐnai h
dt
jermokrasÐa enìc s¸matoc, t A h jermokrasÐa tou peribllontoc, kai k > 0 mia stajer. Upojèste ìti
eÐnai o qrìnoc,
A = A0 cos ω t gia kpoiec stajerèc A0 kai ω . Upojèste dhlad ìti h jermokrasÐa tou peribllontoc metablletai
periodik (pq lìgw metabol c thc jermokrasÐac metaxÔ mèrac kai nÔqtac) kai breÐte thn genik lÔsh x tou probl -
matoc. Exetste en oi arqikèc sunj kec ephrezoun ousiastik thn lÔsh sto makrinì mèllon. DikaiologeÐste ta
sumpersmat sac.
1.5. ΑΝΤΙΚΑΤΑΣΤΑΣΕΙΣ 27
1.5 Antikatastseic
'Opwc akrib¸c kai ìtan prospajoÔme na upologÐsoume oloklhr¸mata, ètsi kai gia thn epÐlush diaforik¸n exis¸sewn
mporoÔme na prospaj soume na knoume allagèc metablht¸n gia na katal xoume se aploÔsterec exis¸seic tic opoÐec
eÐnai eukolìtero na lÔsoume.
1.5.1 Antikatstash
Mia kai h exÐswsh
y 0 = (x − y + 1)2 .
den eÐnai oÔte diaqwrÐsimh oÔte grammik ac prospaj soume na allxoume tic metablhtèc thc ètsi ¸ste h nèa morf
thc (wc proc tic nèec metablhtèc) na eÐnai aploÔsterh. Ja qrhsimopoi soume mia nèa metablht thn v, thn opoÐa ja
jewr soume san sunrthsh tou x.

v = x − y + 1.
0 0
Prèpei na broÔme thn y sunart sei twn v,v kai x. ParagwgÐzontac (wc proc x) èqoume v0 = 1 − y0 . 'Ara y0 = 1 − v0 .
AntikajistoÔme sthn arqik diaforik exÐswsh gia na proume
1 − v0 = v2 .
Dhlad , v0 = 1 − v2 . Thn exÐswsh aut xèroume na thn lÔsoume.
1
dv = dx.
1 − v2
'Ara

1 v + 1
ln = x + C,
2 v − 1

v + 1 2x+2C
v − 1 = e ,

v+1
v−1
= De2x gia kpoia stajer D. Shmei¸ste ìti h v=1 kai h v = −1 eÐnai epÐshc lÔseic.
T¸ra ac antikatast soume proc ta pÐsw gia na proume
x−y+2
= De2x ,
x−y
ìpwc kai tic llec dÔo lÔseic x−y+1 = 1 y = x, kai x − y + 1 = −1 y = x + 2. Ac lÔsoume kai thn pr¸th
exÐswsh wc proc y.
x − y + 2 = (x − y)De2x ,
x − y + 2 = Dxe2x − yDe2x ,
−y + yDe2x = Dxe2x − x − 2,
y (−1 + De2x ) = Dxe2x − x − 2,
Dxe2x − x − 2
y= .
De2x − 1
Shmei¸ste ìti tim D=0 mac odhgeÐ sthn lÔsh y = x + 2, en¸ kami tim tou D den mac odhgeÐ sthn y = x.
H parapnw mèjodoc allag c metablht¸n gia thn epÐlush diaforik¸n exis¸sewn efarmìzetai ìpwc kai h antÐstoiqh
mejodologÐa ston Logismì. BasÐzetai dhlad se manteyièc. Gia mia exÐswsh mporeÐ na uprqoun polloÐ trìpoi ( na
mhn uprqei kanènac trìpoc) na efarmosjeÐ mia tètoia mèjodoc, mporeÐ ìmwc na eÐnai dÔskolo na broÔme kpoia apì
autèc. Prèpei en gènei na basistoÔme sthn majhmatik mac diaÐsjhsh kai koultoÔra. Uprqoun ìmwc kpoiec genikèc
arqèc pou anloga me thn exÐswsh ja mporoÔsan na mac bohj soun. Merikèc apì autèc eÐnai oi paraktw.
'Otan deic dokÐmase
yy 0 y2
y2 y0 y3
(cos y)y 0 sin y
(sin y)y 0 cos y
y 0 ey ey
Sun jwc prospajoÔme na apallagoÔme apì to pio perÐploko mèroc thc exÐswshc elpÐzontac ìti ètsi ja thn
aplopoi soume. O parapnw pÐnakac eÐnai apl¸c ènac praktikìc genikìc kanìnac. Uprqei bebaÐwc endeqìmeno na
mhn sac bohj sei kai na qreiasjeÐ na metatrèyete thn manteyi sac. Dhlad , en den doulèyei (den san odhg sei se
mia aploÔsterh exÐswsh) kpoia antikatstash ofeÐloume na dokimsoume kpoia llh.
1.5.2 Exis¸seic Bernoulli

Uprqoun merikoÐ tÔpoi exis¸sewn gia touc opoÐouc uprqoun metasqhmatismoÐ pou efarmìzontai se kje perÐptwsh
me epituqÐa. 'Enac tètoioc tÔpoc exis¸sewn eÐnai h exÐswsh Bernoulli† .
y 0 + p(x)y = q(x)y n .
H exÐswsh aut moizei polÔ me grammik exÐswsh, mia kai en den up rqe o ìroc yn prgmati ja tan grammik . Gia
n=0 n=1 h exÐswsh eÐnai grammik kai mporoÔme na thn lÔsoume. Se ìlec tic llec peript¸seic mporoÔme na
qrhsimopoi soume thn ex c allag metablht¸n v = y 1−n gia na metatrèyoume thn exÐswsh Bernoulli se grammik
exÐswsh. Shmei¸ste ìti den eÐnai aparaÐthto o n na eÐnai akèraioc.
xy 0 + y(x + 1) + xy 5 = 0, y(1) = 1.
Pr¸ta prèpei na suneidhtopoi soume ìti èqoume mia exÐswsh Bernoulli (p(x) = (x + 1)/x and q(x) = −1). Antika-
jistoÔme
v = y 1−5 = y −4 , v 0 = −4y −5 y 0 .
−y 5 0
Dhlad èqoume,
4
v = y0 . 'Ara
xy 0 + y(x + 1) + xy 5 = 0,
−xy 5 0
v + y(x + 1) + xy 5 = 0,
4
−x 0
v + y −4 (x + 1) + x = 0,
4
−x 0
v + v(x + 1) + x = 0,
4
kai telik
4(x + 1)
v0 − v = 4.
x
Katal xame loipìn se mia grammik exÐswsh thn opoÐa ja lÔsoume me oloklhrwtikì pargonta. Ac upojèsoume ìti
x>0 opìte |x| = x. H upìjes mac aut den eÐnai perioristik mia kai h arqik mac sunj kh eÐnai sto shmeÐo x = 1.
e−4x
Z
−4(x + 1)
r(x) = exp dx = e−4x−4 ln(x) = e−4x x−4 = .
x x4
† Uprqoun pollèc exis¸seic pou lègontai exis¸seic Bernoulli. Oi Bernoullis tan mia olìklhrh oikogèneia shmantik¸n
Elbet¸n majhmatik¸n. Oi exis¸seic me tic opoÐec ja asqolhjoÔme sto mjhma sqetÐzontai me ton Jacob Bernoulli (1654
1705).
1.5. ΑΝΤΙΚΑΤΑΣΤΑΣΕΙΣ 29
T¸ra
d e−4x e−4x

v = 4 ,
dx x4 x4
e−4x x
e−4s
Z
4
v= 4 4 ds + 1,
x 1 s
Z x −4s
4x 4 e
v=e x 4 ds + 1 .
1 s4
Prosèxte ìti den mporoÔme na upologÐsoume to olokl rwma se kleist morf . 'Opwc ìmwc èqoume dh tonÐsei, eÐnai
pl rwc apodektì na diatup¸soume thn lÔsh me èna orismèno olokl rwma. Ac antikatast soume proc ta pÐsw.'
x
e−4s
Z
−4 4x 4
y =e x 4 ds + 1 ,
1 s4
e−x
y= R 1/4 .
x e−4s
x 4 1 s4
ds + 1
1.5.3 OmogeneÐc exis¸seic
'Enac lloc tÔpoc exis¸sewn pou mporoÔme na lÔsoume me allagèc metablht¸n eÐnai oi legìmenec omogeneÐc exis¸seic.
Upojèste ìti mporoÔme na gryoume thn diaforik mac exÐswsh wc ex c
y
y0 = F .
x
Ed¸ prospajoÔme ton metasqhmatismì
y
v= kai sunep¸c y 0 = v + xv 0 .
x
Shmei¸ste ìti h exÐsws mac èqei metasqhmatisjeÐ wc ex c
v0 1
v + xv 0 = F (v) xv 0 = F (v) − v = .
F (v) − v x
'Ara mia èmmesh lÔsh eÐnai h ex c
Z
1
dv = ln |x| + C.
F (v) − v
x2 y 0 = y 2 + xy, y(1) = 1.
Ac thn fèroume pr¸ta sthn ex c morf y 0 = (y/x)2 + y/x. T¸ra mporoÔme na qrhsimopoi soume ton metasqhmatismì
v = y/x gia na proume mia diaqwrÐsimh exÐswsh
xv 0 = v 2 + v − v = v 2 ,
h opoÐa èqei thn ex c lÔsh
Z
1
dv = ln |x| + C,
v2
−1
= ln |x| + C,
v
−1
v= .
ln |x| + C
Antikajist¸ntac proc ta pÐsw èqoume
−1
y/x = ,
ln |x| + C
−x
y= .
ln |x| + C
Jèloume y(1) = 1, opìte

−1 −1
1 = y(1) = = .
ln |1| + C C
'Ara C = −1 kai h lÔsh mac eÐnai h ex c
−x
y= .
ln |x| − 1
1.5.4 Ask seic
1.5.1 LÔste thn exÐswsh xy 0 + y(x + 1) + xy 5 = 0, me y(1) = 1.
1.5.2 LÔste thn exÐswsh 2yy 0 + 1 = y 2 + x, me y(0) = 1.
1.5.3 LÔste thn exÐswsh y 0 + xy = y 4 , me y(0) = 1.
yy 0 + x = x2 + y 2 .
p
1.5.5 LÔste thn exÐswsh y 0 = (x + y − 1)2 .

2
1.5.6 LÔste thn exÐswsh y0 = √
x+y
2
, me y(0) = 1.
y y +1
1.6. ΑΥΤΟΝΟΜΕΣ ΕΞΙΣΩΣΕΙΣ 31
1.6 Autìnomec exis¸seic

Ac epikentrwjoÔme t¸ra se exis¸seic tou tÔpou
dx
= f (x),
dt
ìpou h pargwgoc twn lÔsewn exarttai mìnon apì thn (exarthmènh metablht ) x. Oi exis¸seic tou tÔpou autoÔ
lègontai autìnomec exis¸seic. To epÐjeto autìnomh prokÔptei apì to gegonìc ìti en jewr soume thn perÐptwsh pou
h metablht t parist qrìno, tìte oi exis¸seic autèc eÐnai anexrthtec apì ton qrìno.
Ac epistrèyoume sto prìblhma tou kafè. O nìmoc thc didoshc tou NeÔtwna mac diabebai¸nei ìti
dx
= −k(x − A),
dt
ìpou x eÐnai h jermokrasÐa, t eÐnai eÐnai o qrìnoc, k eÐnai kpoia stajer kai A eÐnai h jermokrasÐa tou peribllontoc
q¸rou. DeÐte to Sq ma 1.6 gia èna pardeigma.
Shmei¸ste ìti h x=A eÐnai lÔsh (sto pardeigma A = 5). AutoÔ tou eÐdouc tic lÔseic tic lème lÔseic isorropÐac.
Ta shmeÐa tou x xona sta opoÐa èqoume f (x) = 0 ta lème krÐsima shmeÐa. To shmeÐo dhlad x = A eÐnai èna
krÐsimo shmeÐo. Sthn pragmatikìthta, kje krÐsimo shmeÐo antistoiqeÐ se mia lÔsh isorropÐac. Shmei¸ste epÐshc,
parathr¸ntac thn grafik parstash, ìti h lÔsh x = A eÐnai eustaj s. Dhlad mikrèc diataraqèc sto x den
odhgoÔn se ousiastik diaforetikèc lÔseic gia arket meglo t. An loipìn allxoume lÐgo thn arqik sunj kh, tìte
ìtan t→∞ èqoume x → A. Tètoia krÐsima shmeÐa ta lème eustaj . Sto tetrimmèno pardeigm mac faÐnetai ìti ìlec
oi lÔseic teÐnoun sto A ìtan to t → ∞. An èna krÐsimo shmeÐo den eÐnai eustajèc tìte lème ìti autì eÐnai astajèc.
0 5 10 15 20
0 5 10 15 20 10 10
10 10
5 5
5 5
0 0
0 0
-5 -5
-10 -10 -5 -5
0 5 10 15 20 0 5 10 15 20
Σχήμα 1.6: Πεδίο κατευθύνσεων και η γραφική Σχήμα 1.7: Το πεδίο κατευθύνσεων και η γραφική
παράσταση μερικών λύσεων της εξίσωσης x0 = παράσταση μερικών λύσεων της εξίσωσης x0 =
−0.3(x − 5). −0.1x(5 − x).
Ac jewr soume t¸ra thn logistik exÐswsh
dx
= kx(M − x),
dt
gia kpoiouc jetikoÔc arijmoÔc k kai M. H exÐswsh aut qrhsimopoieÐtai suqn san plhjusmiakì montèlo en
gnwrÐsoume ìti o o plhjusmìc enìc eÐdouc den mporeÐ na uperbeÐ ton arijmì M. To montèlo autì odhgeÐ se ligìterec
katastrofikèc problèyeic gia ton pagkìsmio plhjusmì. Shmei¸ste ìti sthn pragmatikìthta den uprqei arnhtikìc
plhjusmìc, ja diathr soume ìmwc thn dunatìthta na èqoume arnhtikèc timèc gia to x gia majhmatikoÔc lìgouc.
Ac doÔme to Sq ma 1.7 gia pardeigma. Parathr ste ta dÔo krÐsima shmeÐa, x = 0 kai x = 5. To krÐsimo shmeÐo
sto x=5 eÐnai eustajèc en¸ autì sto x=0 eÐnai astajèc.
Den eÐnai aparaÐthto na èqoume tic akribeÐc lÔseic miac exÐswshc gia na apofanjoÔme sqetik me thn sumperifor
twn lÔsewn thc gia meglec timèc thc eleÔjerhc metablht c twn. Gia pardeigma apì ta parapnw mporoÔme eÔkola
na doÔme ìti

5
 an x(0) > 0,
lim x(t) = 0 an x(0) = 0,
t→∞ 
−∞ x(0) < 0.

DU an
'Opou DU shmaÐnei den uprqei. EÐnai dÔskolo, apl parathr¸ntac to pedÐo twn kateujÔnsewn, na apofanjoÔme gia
to ti sumbaÐnei ìtan x(0) < 0. MporeÐ h lÔsh na mhn uprqei ìtan to t teÐnei sto ∞. SkefjeÐte ìti h exÐswsh y0 = y2 ,
ìpwc èqoume dh dei ufÐstatai mìnon gia kpoio peperasmèno qronikì disthma. To Ðdio mporeÐ na sumbaÐnei kai me thn
twrin exÐswsh. 'Opwc ja diapist¸soume den uprqei lÔsh thc exÐswshc tou parapnw paradeÐgmatoc gia opoiod pote
qronik stigm . Gia na to doÔme ìmwc autì ja prèpei na prospaj soume na thn lÔsoume. Se kje perÐptwsh, h lÔsei
teÐnei sto −∞, endeqomènwc polÔ gr gora.
Arketèc forèc autì pou ousiastik mac apasqoleÐ eÐnai h sumperifor thc lÔshc se bjoc qrìnou kai sunep¸c se
mia tètoia perÐptwsh Ðswc na spatalme skopa enèrgeia prospaj¸ntac na broÔme akrib¸c thn lÔsh. EÐnai eukolìtero
apl na parathr soume to digramma fshc eikìna fshc, h opoÐa eÐnai ènac aplìc trìpoc gia na optikopoi soume
thn sumperifor twn autìnomwn exis¸sewn. Sthn prokeÐmenh perÐptwsh uprqei mia anexrthth metablht h x.
Sunep¸c sqedizoume ton x xona, shmei¸noume ìla ta krÐsima shmeÐa kai met sqedizoume bèlh metaxÔ touc. Proc
ta epnw bèlh paristoÔn jetikìthta kai proc ta ktw arnhtikèc timèc.
y=5
y=0
Exoplismènoi me to digramma fshc, mporoÔme eÔkola na sqedisoume prìqeira pwc perÐpou ja eÐnai oi lÔseic.
1.6.1 Prospaj ste na sqedisete merikèc lÔseic. Epibebai¸ste to apotèlesma sac qrhsimopoi¸ntac thn parapnw
grafik parstash.
Apì thn stigm pou èqoume sthn dijesh mac to digramma fshc, eÔkola mporoÔme na apofanjoÔme poia apì ta
krÐsima shmeÐa eÐnai eustaj kai poia astaj .
astaj c eustaj c
Epeid kje majhmatikì montèlo pou mac apasqoleÐ apoteleÐ mia en dunmei prosèggish kpoiac pragmatik c
katstashc, ta astaj shmeÐa shmatodotoÔn sun jwc sobar probl mata.
Ac exetsoume t¸ra thn logistik exÐswsh me katanlwsh. Oi logistikèc exis¸seic qrhsimopoioÔntai eurÔtata
gia thn montelopoÐhsh plhjusmiak¸n allag¸n. Upojèste ìti mia omda anjr¸pwn trèfetai me èna eÐdoc z¸ou sto
opoÐo basÐzesai gia thn epibÐws thc. Ektrèfei loipìn mia agèlh tètoiwn z¸wn kai ta katanal¸nei me rujmì h tètoia
z¸a ton qrìno. 'Estw ìti to x parist to pl joc twn z¸wn (ac poÔme se qilidec) kai to t parist qrìno (ac poÔme
se èth). 'Estw epÐshc ìti M eÐnai eÐnai o elqistoc plhjusmìc ktw apì ton opoÐo den epitrèpetai h katanlwsh twn
1.6. ΑΥΤΟΝΟΜΕΣ ΕΞΙΣΩΣΕΙΣ 33
z¸wn. k>0 eÐnai mia stajer pou exarttai apì to pìso gr gora anapargontai ta z¸a. H exÐsws mac èqei thn
ex c morf
dx
= kx(M − x) − h.
dt
'Eqoume ìti
dx
= −kx2 + kM x − h.
dt
'Ara ta krÐsima shmeÐa A kai B eÐnai
p p
kM + (kM )2 − 4hk kM − (kM )2 − 4hk
A= B= .
2k 2k
1.6.2 Sqediste to digramma fshc gia diaforetikèc katastseic. Shmei¸ste ìti autèc oi katastseic eÐnai oi
A > B, A = B, A kai B kai oi dÔo migadikèc (dhlad den uprqei pragmatik lÔsh).
EÔkola diapist¸noume ìti en h = 1, tìte ta A kai B eÐnai jetik kai nisa. To sqetikì grfhma dÐnetai sto
Sq ma 1.8. 'Oso o plhjusmìc paramènei megalÔteroc tou B to opoÐo eÐnai perÐpou 1,55 qilidec, tìte o plhjusmìc
twn z¸wn paramènei en¸ en pèsei ktw apì to ìrio tou B tìte o plhjusmìc twn z¸wn ja exaleifjeÐ, me apotèlesma
na exaleifjeÐ kai o anjr¸pinoc plhjusmìc lìgw èlleiyhc trof c.
0 5 10 15 20 0 5 10 15 20
10 10 10 10
8 8 8 8
5 5 5 5
2 2 2 2
0 0 0 0
0 5 10 15 20 0 5 10 15 20
Σχήμα 1.8: Το πεδίο κατευθύνσεων και μερικές λύ- Σχήμα 1.9: Το πεδίο κατευθύνσεων και μερικές λύ-
σεις της εξίσωσης x0 = −0.1x(8 − x) − 1. σεις της εξίσωσης x0 = −0.1x(8 − x) − 1.6.
'Otan h = 1.6, èqoume ìti A = B. Uprqei mìnon èna krÐsimo shmeÐo to opoÐo eÐnai astajèc. 'Otan o plhjusmìc
twn z¸wn pèsei ktw apì tic 1,6 qilidec autìc ja teÐnei sto mhdèn en¸ en eÐnai megalÔteroc apì 1,6 qilidec tìte
ja teÐnei na gÐnei 1,6 qilidec. 'Eqoume loipìn mia idiaÐtera epikÐndunh katstash ìpou en lìgw kpoiou endeqìmenou
mikroÔ ljouc apomakrunjoÔme lÐgo apì to shmeÐo isorropÐac ja epèljei katastrof . H katstash loipìn den
epidèqetai to paramikrì ljoc. DeÐte to Sq ma 1.9
Tèloc en katanal¸noun 2 qilidec z¸a ton qrìno, o plhjusmìc twn z¸wn ja exaleifjeÐ opwsd pote kai anexrth-
ta apì ton arqikì pl joc twn z¸wn. DeÐte to Sq ma 1.10 sthn epìmenh selÐda.
1.6.1 Ask seic
1.6.3 'Estw x0 = x2 . a) Sqediste to digramma fshc, breÐte ta krÐsima shmeÐa kai shmei¸ste poia apì aut eÐnai
eustaj kai poia astaj . b) Sqediste merikèc qarakthristikèc lÔseic thc exÐswshc. c) BreÐte to limt→∞ x(t) thc
lÔshc pou antistoiqeÐ sthn arqik sunj kh x(0) = −1.

0 5 10 15 20
10 10
8 8
5 5
2 2
0 0
0 5 10 15 20
Σχήμα 1.10: Πεδίο κατευθύνσεων και μερικές λύσεις της εξίσωσης x0 = −0.1x(8 − x) − 2.
1.6.4 'Estw x0 = sin x. a) Sqediste to digramma fshc gia −4π ≤ x ≤ 4π . Sto dishma autì breÐte ta krÐsima
shmeÐa kai shmei¸ste poia apì aut eÐnai eustaj kai poia astaj . b) Sqediste merikèc qarakthristikèc lÔseic thc
exÐswshc. c) BreÐte to limt→∞ x(t) thc lÔshc pou antistoiqeÐ sthn arqik sunj kh x(0) = 1.
1.6.5 'Estw ìti h f (x) eÐnai jetik gia 0 < x < 1 kai arnhtik eidllwc. a) Sqediste to digramma fshc gia
x0 = f (x), breÐte ta krÐsima shmeÐa kai shmei¸ste poia apì aut eÐnai eustaj kai poia astaj . b) Sqediste merikèc
qarakthristikèc lÔseic thc exÐswshc. c) BreÐte to limt→∞ x(t) thc lÔshc pou antistoiqeÐ sthn arqik sunj kh
x(0) = 0.5.
dx
1.6.6 Xekin ste me thn logistik exÐswsh
dt
= kx(M − x). Ac allxoume lÐgo ton trìpo pou katanal¸noume. Sug-
kekrimèna, ac upojèsoume ìti to posì pou katanal¸noume eÐnai anlogo tou uprqontoc plhjusmoÔ. Ja katanal¸noume
dhlad hx gia kpoio h > 0. a) Kataskeuste thn diaforik exÐswsh pou analogeÐ b) ApodeÐxte ìti en kM > h, tìte
h exÐswsh paramènei logistik . c) Ti sumbaÐnei ìtan kM < h?

Keflaio 2
Grammikèc SDE uyhlìterhc txhc

2.1 Grammikèc SDE uyhlìterhc txhc
Ac jewr soume thn ex c genik morf miac grammik c diaforik c exÐswshc deÔterhc txhc
A(x)y 00 + B(x)y 0 + C(x)y = F (x).
Suqn diairoÔme kai ta dÔo mèrh me A gia na thn proume sthn ex c morf
y 00 + p(x)y 0 + q(x)y = f (x), (2.1)
ìpou p = B/A, q = C/A, kai f = F/A. H lèxh grammik shmaÐnei ìti h exÐswsh den perièqei dunmeic twn sunart sewn
y , y , kai y 00 oÔte autèc emfanÐzontai san orÐsmata llwn sunart sewn.

0
Sthn eidik perÐptwsh f (x) = 0 èqoume mia omogen equation
y 00 + p(x)y 0 + q(x)y = 0. (2.2)
'Eqoume dh sunant sei kpoiec omogeneÐc grammikèc diaforikèc exis¸seic deÔterhc txhc.
y 00 + k2 y = 0 Duo lÔseic eÐnai: y1 = cos kx, y2 = sin kx.

00
y −k y =0 2
Duo lÔseic eÐnai:
kx
y1 = e , y2 = e−kx .
En mporèsoume kai broÔme dÔo lÔseic miac grammik c omogenoÔc exÐswshc, tìte èqoume apokt sei kai shmantik
epiprìsjeth plhroforÐa.
Je¸rhma 2.1.1 (Upèrjesh). An y1 kai y2 eÐnai dÔo lÔseic thc omogenoÔc exÐswshc (2.2) tìte h
y(x) = C1 y1 (x) + C2 y2 (x),
eÐnai epÐshc lÔsh thc (2.2) gia kpoiec stajerèc C1 kai C2 .
Dhlad , mporoÔme na prosjèsoume lÔseic ( na pollaplasisoume lÔseic me kpoion arijmì) kai to apotèlesma
na eÐnai epÐshc lÔsh.
Ac apodeÐxoume t¸ra to pr¸to mac je¸rhma. H apìdeix tou ja mac bohj sei ousiastik na katano soume tic
ènnoiec, ta qarakthristik kai touc mhqanismoÔc pou aforoÔn tic grammikèc diaforikèc exis¸seic.
Apìdeixh: 'Estw y = C1 y1 + C2 y2 . Tìte
y + py + qy = (C1 y1 + C2 y2 )00 + p(C1 y1 + C2 y2 )0 + q(C1 y1 + C2 y2 )

00 0
= C1 y100 + C2 y200 + C1 py10 + C2 py20 + C1 qy1 + C2 qy2

= C1 (y100 + py10 + qy1 ) + C2 (y200 + py20 + qy2 )
= C1 · 0 + C2 · 0 = 0
35
36 ΚΕΦΑΛΑΙΟ 2. ΓΡΑΜΜΙΚΕΣ ΣΔΕ ΥΨΗΛΟΤΕΡΗΣ ΤΑΞΗΣ
H apìdeixh mporeÐ na diatupwjeÐ akìma pio apl an qrhsimopoi soume ton sumbolismì twn telest¸n. Me ìso pio
apl lìgia gÐnetai, ac jewr soume telest kti pou tou dÐnoume kpoiec sunart seic kai autìc mac epistrèfei kpoiec
sunart seic (ìpwc akrib¸c dÐnoume arijmoÔc se mia sunrthsh kai mac epistrèfei arijmoÔc).
Ac orÐsoume ton diaforikì telest L wc ex c
Ly = y 00 + py 0 + qy.
To ìti o telest c L eÐnai grammikìc shmaÐnei ìti L(C1 y1 + C2 y2 ) = C1 Ly1 + C2 Ly2 kai h apìdeixh oloklhr¸netai wc
ex c.
Ly = L(C1 y1 + C2 y2 ) = C1 Ly1 + C2 Ly2 = C1 · 0 + C2 · 0 = 0.
DÔo llec lÔseic thc exÐswshc y 00 − k2 y = 0 eÐnai oi y1 = cosh kx kai y2 = sinh kx. JumhjeÐte ìti sÔmfwna me
ex +e−x x −x
gnwstì orismì, cosh x = kai
2
sinh x = e −e2
. 'Ara, me bsh to je¸rhma thc upèrjeshc, oi parapnw eÐnai
lÔseic mia kai eÐnai grammikoÐ sunduasmoÐ twn dÔo gnwst¸n ekjetik¸n lÔsewn.
Arketèc forèc eÐnai polÔ bolikìtero na qrhsimopoi soume tic sunart seic sinh kai cosh kai ìqi tic ekjetikèc. Ac
jumhjoÔme merikèc apì tic idiìthtèc touc.
cosh 0 = 1 sinh 0 = 0
d d
cosh x = sinh x sinh x = cosh x
dx dx
cosh2 x − sinh2 x = 1
2.1.1 ApodeÐxte tic parapnw idiìthtec qrhsimopoi¸ntac tic ekfrseic pou sundèoun tic sinh kai cosh me thn ekjetik
sunrthsh.
Ta erwt mata thc Ôparxhc kai tic monadikìthtac thc lÔshc eÐnai, sthn perÐptwsh twn grammik¸n exis¸sewn,
eÔkolo na apanthjoÔn.
Je¸rhma 2.1.2 ('Uparxh kai monadikìthta). 'Estw ìti oi p, q, f eÐnai suneqeÐc sunart seic kai ìti oi a, b0 , b1 eÐnai
stajerèc. H exÐswsh
y 00 + p(x)y 0 + q(x)y = f (x),

èqei akrib¸c mia lÔsh y(x) h opoÐa ikanopoieÐ tic ex c arqikèc sunj kec
y(a) = b0 y 0 (a) = b1 .
Gia pardeigma, h exÐswsh y 00 + y = 0 me y(0) = b0 kai y 0 (0) = b1 èqei thn ex c lÔsh
y(x) = b0 cos x + b1 sin x.
H exÐswsh y 00 − y = 0 me y(0) = b0 kai y 0 (0) = b1 èqei thn ex c lÔsh
y(x) = b0 cosh x + b1 sinh x.
Shmei¸ste parakal¸ to gegonìc ìti h qr sh twn cosh kai sinh mac epitrèpei na lÔsoume wc proc tic arqikèc sunj kec
me polÔ pio xekjaro trìpo sugkritik me to an qrhsimopoioÔsame ekjetikèc sunart seic.
'Hdh ja parathr sate ìti kje SDE deÔterhc txhc sundèetai me dÔo arqikèc sunj kec. Autì eÐnai anamenìmeno
mia kai gia na lÔsoume mia tètoia exÐswsh prèpei ousiastik na oloklhr¸soume dÔo forèc me apotèlesma na emplakoÔn
dÔo stajerèc olokl rwshc tic timèc twn opoÐwn bebaÐwc prèpei kpote na prosdiorÐsoume. Autì mporeÐ na gÐnei mìnon
en èqoume dÔo epiprìsjetec exis¸seic tic opoÐec mac prosfèroun oi arqikèc sunj kec.
Er¸thsh: Upojèste ìti oi y1 kai y2 eÐnai dÔo diaforetikèc metaxÔ touc lÔseic thc omogenoÔc exÐswshc (2.2).
MporeÐ kje llh lÔsh na dojeÐ (qrhsimopoi¸ntac upèrjesh) sthn morf y = C1 y1 + C2 y2 ?

H apnthsh eÐnai profan¸c nai! Upojètontac ìmwc ìti oi y1 kai y2 eÐnai arket diaforetikèc metaxÔ touc me thn
ex c ènnoia. Ja lème ìti oi y1 kai y2 eÐnai grammik anexrthtec en den eÐnai mia apì autèc pollaplsia (me stajer)
thc llhc. En breÐte dÔo grammik anexrthtec lÔseic, tìte kje llh lÔsh mporeÐ na grafjeÐ sthn morf
y = C1 y1 + C2 y2 .
2.1. ΓΡΑΜΜΙΚΕΣ ΣΔΕ ΥΨΗΛΟΤΕΡΗΣ ΤΑΞΗΣ 37
Sthn perÐptwsh aut h y = C1 y1 + C2 y2 lègetai genik lÔsh.
y1 = sin x kai y2 = cos x eÐnai lÔseic thc y 00 + y = 0. EÐnai profanèc ìti oi

Gia pardeigma, eÔkola brÐskoume ìti oi
sin kai cos den mporeÐ na eÐnai pollaplsia h mia thc llhc. En sin x = A cos x gia kpoia stajer A, tìte jètontac
x = 0 èqoume A = 0 = sin x, prgma topo. 'Ara oi y1 kai y2 eÐnai grammik anexrthtec. Sunep¸c h
y = C1 cos x + C2 sin x
00
eÐnai h genik lÔsh thc y + y = 0.
2.1.1 Ask seic
2.1.2 DeÐxte ìti oi y = ex kai y = e2x eÐnai grammik anexrthtec.
2.1.3 Mantèyte mia lÔsh thc y 00 + 5y = 10x + 5.
2.1.4 ApodeÐxte thn arq thc upèrjeshc gia mh-omogeneÐc exis¸seic. 'Estw ìti h y1 eÐnai mia lÔsh thc Ly1 = f (x)
kai y2 eÐnai mia lÔsh thc Ly2 = g(x) (kai oi dÔo èqoun to Ðdio telest L). DeÐxte ìti h y eÐnai lÔsh thc Ly = f (x)+g(x).
2.1.5 BreÐte dÔo grammik anexrthtec lÔshc thc x2 y 00 − xy 0 = 0 kai d¸ste thn genik lÔsh thc. Upìdeixh: Jèste
r
y=x .
ax2 y 00 + bxy 0 + cy = 0
Shmei¸ste ìti oi exis¸seic thc morf c onomzontai Exis¸seic Euler Exis¸seic Cauchy −
Euler. Gia na tic lÔsoume qrhsimopoioÔmai thn manteyi y = xr thn opoÐa antikajistoÔme sthn exÐswsh kai lÔnoume
wc proc r (gia eukolÐa mac ac upojèsoume ìti x ≥ 0).
2.1.6 Upojèste ìti (b − a)2 − 4ac > 0. a) D¸ste thn genik lÔsh thc ax2 y 00 + bxy 0 + cy = 0. Upìdeixh: Jèste
r
y=x kai breÐte thn katllhlh tim tou r. b) Ti sumbaÐnei ìtan (b − a) − 4ac = 0 ìtan (b − a)2 − 4ac < 0?
2
Ja epanèljoume argìtera sthn perÐptwsh pou (b − a)2 − 4ac < 0.
2.1.7 'Estw ìti (b − a)2 − 4ac = 0. D¸ste thn genik lÔsh thc ax2 y 00 + bxy 0 + cy = 0. Upìdeixh: Jèste y = xr ln x
gia na breÐte thn deÔterh lÔsh
H diadikasÐa eÔreshc miac deÔterhc lÔshc kpoiac grammik c omogenoÔc exÐswshc ìtan dh gnwrÐzeic mia lÔsh
lègetai mèjodoc elttwshc thc txhc.
2.1.8 'Estw ìti h y1 eÐnai lÔsh thc exÐswshc y 00 + p(x)y 0 + q(x)y = 0. DeÐxte ìti kai h
R
e− p(x) dx
Z
y2 (x) = y1 (x) dx
(y1 (x))2
eÐnai lÔsh.
Ac lÔsoume t¸ra merikèc fhmismènec exis¸seic.
2.1.9(exÐswsh Chebychev 1hc txhc) 'Estw (1 − x2 )y 00 − xy 0 + y = 0. a) DeÐxte ìti h y = x eÐnai lÔsh. b)
Qrhsimopoi ste thn mèjodo elttwshc thc txhc gia na breÐte mia deÔterh grammik anexrthth lÔsh. c) D¸ste
thn genik lÔsh.
2.1.10(ExÐswsh Hermite 2hc txhc) 'Estw y 00 − 2xy 0 + 4y = 0. a) DeÐxte ìti h y = 1 − 2x2 eÐnai lÔsh. b)
Qrhsimopoi ste thn mèjodo elttwshc thc txhc gia na breÐte mia deÔterh grammik anexrthth lÔsh. c) D¸ste
thn genik lÔsh.

2.2 Grammikèc SDE deÔterhc txhc me stajeroÔc suntelestèc

Jewr ste to prìblhma
y 00 − 6y 0 + 8y = 0, y(0) = −2, y 0 (0) = 6.

H parapnw exÐswsh eÐnai mia grammik kai omogen c exÐswsh deÔterhc txhc me stajeroÔc suntelestèc. Me ton ìro
stajeroÐ suntelestèc ennooÔme ìti oi sunart seic pou pollaplasizontai me touc ìrouc y 00 , y 0 , kai y eÐnai stajerèc,
den exartiìntai dhlad apì to x.

Mac boleÔei idiaÐtera (ja doÔme se lÐgo giatÐ) na jewr soume thn lÔsh thc parapnw exÐswshc san mia sunrthsh
opoÐa den allzei ousiastik en thn paragwgÐsoume me apotèlesma na elpÐzoume ìti ènac katllhloc grammikìc
sunduasmìc thc en lìgw sunrthshc kai twn parag¸gwn thc ja mac d¸sei mhdèn.
Me autì to skeptikì eÐnai logikì na exetsoume san lÔsh thn ex c sunrthsh y = erx . BebaÐwc èqoume y 0 = rerx
00 2 rx
kai y =r e kai antikajist¸ntac paÐrnoume
y 00 − 6y 0 + 8y = 0,
r2 erx − 6rerx + 8erx = 0,
r2 − 6r + 8 = 0 (diairèste kai ta dÔo mèlh me erx ),
(r − 2)(r − 4) = 0.
Sunep¸c gia r=2 gia r = 4, h erx eÐnai mia lÔsh. Katal goume loipìn stic y1 = e2x kai y2 = e4x .
2.2.1 Exetste kat pìso h y1 kai h y2 eÐnai lÔseic.
Oi sunart seic e2x kaie4x eÐnai grammik anexrthtec. En den tan ja mporoÔsame na gryoume e4x = Ce2x ,
2x
apì to opoÐo èqoume ìti e = C , prgma adÔnaton na sumbaÐnei. Sunep¸c mporoÔme na gryoume thn genik lÔsh
sthn ex c morf
y = C1 e2x + C2 e4x .
Prèpei na lÔsoume wc proc C1 kai C2 . To apply the initial conditionc we first find y 0 = 2C1 e2x + 4C2 e4x . We plug
in x=0 kai solve.
−2 = y(0) = C1 + C2 ,
6 = y 0 (0) = 2C1 + 4C2 .
Apì to parapnw sÔsthma algebrik¸n exis¸sewn eÔkola paÐrnoune ìti 3 = C1 + 2C2 , kai 5 = C2 me apotèlesma na
katal xoume ìti C1 = −7. H genik loipìn lÔsh eÐnai h ex c
y = −7e2x + 5e4x .
Ac genikeÔsoume thn parapnw mejodologÐa gia genikèc peript¸seic. 'Eqoume loipìn thn exÐswsh
ay 00 + by 0 + cy = 0, (2.3)
rx
ìpou a, b, c eÐnai kpoiec stajerèc. Dokimzontac thn manteyi y=e paÐrnoume
ar2 erx + brerx + cerx = 0,

ar2 + br + c = 0.
H exÐswsh ar2 + br + c = 0 onomzetai qarakthristik exÐswsh thc SDE. LÔnontac thn exÐswsh aut wc proc r kai
qrhsimopoi¸ntac ton tÔpo tou triwnÔmou.
√
−b ± b2 − 4ac
r1 , r 2 = .
2a
Opìte katal goume ìti oi er1 x kai er2 x eÐnai lÔseic. Uprqei bèbaia kai h perÐptwsh pou r1 = r2 , all aut eÐnai
eÔkolo na antimetwpisjeÐ..
Je¸rhma 2.2.1. 'Estw ìti r1 kai r2 eÐnai oi rÐzec tic qarakthristik c exÐswshc.
2.2. ΓΡΑΜΜΙΚΕΣ ΣΔΕ ΔΕΥΤΕΡΗΣ ΤΑΞΗΣ ΜΕ ΣΤΑΘΕΡΟΥΣ ΣΥΝΤΕΛΕΣΤΕΣ 39
i
( ) An r1 kai r2 eÐnai pragmatikèc kai diaforetikèc metaxÔ touc ( b2 − 4ac > 0), tìte h genik lÔsh thc (2.3) eÐnai h
ex c
y = C1 er1 x + C2 er2 x .
(ii) An r1 = r2 (b2 − 4ac = 0), tìte h genik lÔsh thc (2.3) eÐnai h ex c
y = (C1 + C2 x) er1 x .
Ac doÔme èna akìma pardeigma thc pr¸thc perÐptwshc jewr¸ntac thn exÐswsh y 00 − k2 y = 0 thc opoÐac h
2 2 −kx kx
qarakthristik exÐswsh eÐnai h ex c r −k = 0 dhlad (r − k)(r + k) = 0 kai sunep¸c e kai e eÐnai oi dÔo
grammik anexrthtec lÔseic.
Pardeigma 2.2.1: BreÐte thn genik lÔsh thc exÐswshc
y 00 − 8y 0 + 16y = 0.
H qarakthristik exÐswsh eÐnai h ex c r2 − 8r + 16 = (r − 4)2 = 0 h opoÐa èqei dipl rÐza r1 = r2 = 4 . 'Ara h
genik lÔsh eÐnai
y = (C1 + C2 x) e4x = C1 e4x + C2 xe4x .
2.2.2 EÐnai oi e4x kai xe4x grammikèc anexrthtec lÔseic?
H e4x eÐnai profan¸c lÔsh. Gia thn y = xe4x èqoume y 0 = e4x + 4xe4x kai y 00 = 8e4x + 16xe4x . Antikajist¸ntac
paÐrnoume
y 00 − 8y 0 + 16y = 8e4x + 16xe4x − 8(e4x + 4xe4x ) + 16xe4x = 0.

ra eÐnai lÔsh kai mlista epeid h xe4x = Ce4x sunepgetai to topo ìti x = C oi dÔo lÔseic eÐnai grammik
anexrthtec.
Prèpei na shmei¸soume ìti eÐnai sthn prxh exairetik spnio na èqoume dipl rÐza. Gia na katal xoume se dipl
rÐza prèpei ousiastik na èqoume epilèxei ek twn protèrw katllhla tou suntelestèc thc diaforik c exÐswshc.
Ac d¸soume tèloc mia sÔntomh apìdeixh tou giatÐ mac boleÔei h lÔsh xerx ìtan èqoume dipl rÐza. H en lìgw
perÐptwsh loipìn eÐnai h oriak katstash sthn opoÐa èqoume dÔo rÐzec nai men diafèroun metaxÔ touc all elqista.
er2 x −er1 x
Parathr ste ìti h
r2 −r1
eÐnai mia lÔsh ìtan oi rÐzec eÐnai diaforetikèc. 'Otan to 1 teÐnei sto 2 h en lìgw lÔsh r r
rx rx
teÐnei sthn pargwgo thc wc proc e
dhlad sthn r xe
, kai sunep¸c kai aut eÐnai epÐshc lÔsh sthn perÐptwsh
dipl c rÐzac.
2.2.1 MigadikoÐ arijmoÐ kai o tÔpoc tou Euler

Profan¸c oi rÐzec enìc poluwnÔmou mporeÐ na eÐnai migadikèc. Gia pardeigma h exÐswsh r2 + 1 = 0 èqei dÔo migadikèc
rÐzec kai pragmatik .
Ac knoume mia sÔntomh anaskìphsh twn migadik¸n arijm¸n . Ac jumhjoÔme ìti migadikìc arijmìc a + ib eÐnai
èna zeugri pragmatik¸n arijm¸n, (a, b) ìpou i2 = −1. BoleÔei kpoiec forèc na jewroÔme ènan migadikì arijmì san
èna shmeÐo tou epipèdou. Prosjètoume dÔo migadikoÔc arijmoÔc me ton profan trìpo en¸ touc pollaplasizoume
wc ex c
orismìc
(a, b) × (c, d) = (ac − bd, ad + bc).
2.2.3 BebaiwjeÐte ìti katanoeÐte (kai mporeÐte na dikaiolog sete) tic paraktw tautìthtec:
• i = −1, i3 = −i, i4 = 1,
2
1
• = −i,
i
• (3 − 7i)(−2 − 9i) = · · · = −69 − 13i,
• (3 − 2i)(3 + 2i) = 32 − (2i)2 = 32 + 22 = 13,
1 1 3+2i 3+2i 3 2
• 3−2i
= 3−2i 3+2i
= 13
= 13
+ 13
i.
Paraktw ja qrhsimopoi soume thn ekjetik sunrthsh ea+ib enìc migadikoÔ arijmoÔ h opoÐa mporeÐ na orisjeÐ
eÔkola en antikatast soume sto anptugma T aylor

x x2 x3
ex = 1 + + + + ···
1! 2! 3!
to x me a + ib opìte kai eÔkola blèpoume ìti idiìthtec ìpwc h ex+y = ex ey isqÔoun kai gia x kai y migadikoÔc.
a+ib a ib
H idiìthta aut mac odhgeÐ sthn ex c idiìthta e =e e kai sunep¸c en mporèsoume na upologÐsoume thn eib
a+ib
mporoÔme eÔkola na upologÐsoume kai thn e . Gia autì ja qrhsimopoi soume ton gnwstì tÔpo tou Euler.
Je¸rhma 2.2.2 (TÔpoc tou Euler).
eiθ = cos θ + i sin θ kai e−iθ = cos θ − i sin θ.

2.2.4 Elègxte tic paraktw tautìthtec qrhsimopoi¸ntac ton tÔpo tou Euler:
eiθ + e−iθ eiθ − e−iθ
cos θ = kai sin θ = .
2 2i
2
2.2.5 Tautìthtec diplsiac gwnÐac: Qrhsimopoi ste ton tÔpo tou Euler kai ta dÔo mèrh thc ei(2θ) = eiθ gia na
sumpernete ìti:
cos 2θ = cos2 θ − sin2 θ kai sin 2θ = 2 sin θ cos θ.

Qreizetai na xekajarÐsoume ton sumbolismì mac kai thn orologÐa mac. Se èna migadikì arijmì a+ib o a onomzetai
pragmatikì mèroc kai o b fantastikì mèroc tou arijmoÔ autoÔ. PolÔ diadedomènoc eÐnai o ex c sumbolismìc
Re(a + bi) = a kai Im(a + bi) = b.
2.2.2 Migadikèc rÐzec
Ac upojèsoume t¸ra ìti h qarakthristik exÐswsh ar2 + br + c = 0 thc diaforik c exÐswshc ay 00 + by 0 + cy = 0 èqei
2
migadikèc rÐzec. Dhlad èqoume b − 4ac < 0 kai kat sunèpeia oi rÐzec eÐnai oi ex c.
√
−b b2 − 4ac
r1 , r 2 = ±i .
2a 2a
'Opwc mporoÔme na doÔme, oi lÔseic ja eÐnai pnta se zeÔgh α ± iβ . Kai sthn perÐptwsh aut mporoÔme na gryoume
thn lÔsh me ton Ðdio trìpo ìpwc kai prohgoumènwc
y = C1 e(α+iβ)x + C2 e(α−iβ)x .
'Omwc h ekjetik sunrthsh èqei migadik orÐsmata kai ja qreiasjeÐ na epilèxoume katllhlouc migadikoÔc arijmoÔc
gia tic stajerèc C1 kai C2 ètsi ¸ste h lÔsh na mhn emplèkei migadikoÔc (kti pou profan¸c epijumoÔme). Kti tètoio
eÐnai men efiktì all endeqomènwc na apaiteÐ pollèc (kai Ðswc dÔskolec) prxeic. Se kje perÐptwsh ìmwc, ìpwc ja
doÔme, den eÐnai aparaÐthto.
MporoÔme na qrhsimopoi soume ton tÔpo tou Euler. Pr¸ta ac jèsoume
(α+iβ)x
y1 = e kai y2 = e(α−iβ)x .
Ac shmei¸soume ìti
y1 = eαx cos βx + ieαx sin βx,

y2 = eαx cos βx − ieαx sin βx.
Den xeqnme ìti kje grammikìc sunduasmìc lÔsewn eÐnai kai autìc lÔsh. Sunep¸c oi
y1 + y2
y3 = = eαx cos βx,
2
y1 − y2
y4 = = eαx sin βx,
2i
eÐnai epÐshc lÔseic kai mlista me pragmatikì pedÐo orismoÔ kai tim¸n. Den eÐnai idiaÐtera dÔskolo na apodeÐxoume ìti
eÐnai kai grammik anexrthtec (den eÐnai h mia pollaplsio thc llhc). 'Etsi katal goume sto paraktw je¸rhma.
2.2. ΓΡΑΜΜΙΚΕΣ ΣΔΕ ΔΕΥΤΕΡΗΣ ΤΑΞΗΣ ΜΕ ΣΤΑΘΕΡΟΥΣ ΣΥΝΤΕΛΕΣΤΕΣ 41
Je¸rhma 2.2.3. En oi rÐzec thc qarakthristik c exÐswshc thc diaforik c exÐswshc
ay 00 + by 0 + cy = 0.
eÐnai oi α ± iβ , tìte h genik thc lÔsh eÐnai
y = C1 eαx cos βx + C2 eαx sin βx.
Pardeigma 2.2.2: BreÐte thn genik lÔsh thc exÐswshc y 00 + k2 y = 0, gia kpoia stajer k > 0.
2 2
H qarakthristik thc exÐswshc eÐnai r + k = 0. Oi rÐzec thc eÐnai r = ±ik kai me bsh to parapnw je¸rhma h
genik lÔsh eÐnai
y = C1 cos kx + C2 sin kx.
Pardeigma 2.2.3: BreÐte thn lÔsh tou probl matoc y 00 − 6y 0 + 13y = 0, y(0) = 0, y 0 (0) = 10.
2
H qarakthristik thc diaforik c exÐswshc eÐnai r − 6r + 13 = 0 oi rÐzec thc opoÐac eÐnai r = 3 ± 2i. Me bsh to
parapnw je¸rhma h genik lÔsh eÐnai
y = C1 e3x cos 2x + C2 e3x sin 2x.
Gia na broÔme thn lÔsh tou sugkekrimènou probl matoc qrhsimopoioÔme thn pr¸th arqik sunj kh gia na proume
0 = y(0) = C1 e0 cos 0 + C2 e0 sin 0 = C1 .
'Ara C1 = 0 kai sunep¸c y = C2 e3x sin 2x. ParagwgÐzontac èqoume
y 0 = 3C2 e3x sin 2x + 2C2 e3x cos 2x.
Qrhsimopoi¸ntac thn llh arqik sunj kh èqoume 10 = y 0 (0) = 2C2 , C2 = 5 . 'Ara h lÔsh pou yqnoume eÐnai
y = 5e3x sin 2x.
2.2.3 Ask seic
2.2.6 BreÐte thn genik lÔsh thc exÐswshc 2y 00 + 2y 0 − 4y = 0.
2.2.7 BreÐte thn genik lÔsh thc exÐswshc y 00 + 9y 0 − 10y = 0.
2.2.8 LÔste to prìblhma y 00 − 8y 0 + 16y = 0 gia y(0) = 2, y 0 (0) = 0.
2.2.9 LÔste to prìblhma y 00 + 9y 0 = 0 gia y(0) = 1, y 0 (0) = 1.
2.2.10 BreÐte thn genik lÔsh thc exÐswshc 2y 00 + 50y = 0.
2.2.11 BreÐte thn genik lÔsh thc exÐswshc y 00 + 6y 0 + 13y = 0.
2.2.12 BreÐte thn genik lÔsh thc exÐswshc y 00 = 0 qrhsimopoi¸ntac thn mèjodo thc paragrfou aut c.
2.2.13 H mèjodo thc paragrfou aut c mporeÐ na efarmosjeÐ kai se exis¸seic txhc megalÔterhc tou dÔo. Ja
asqolhjoÔme me tètoiec exis¸seic an¸terhc txhc argìtera. Prospaj ste ìmwc na lÔsete thn ex c exÐswsh pr¸thc
txhc 2y 0 + 3y = 0 qrhsimopoi¸ntac thn mèjodo thc paragrfou aut c.
2.2.14 Ac epistrèyoume sthn exÐswsh tou Euler pou sunant same sthn skhsh 2.1.6 sth selÐda 37. 'Estw ìti
èqoume (b − a)2 − 4ac < 0. BreÐte ènan tÔpo gia thn genik lÔsh thc exÐswshc ax2 y 00 + bxy 0 + cy = 0. Upìdeixh:
xr = er ln x .
2.3 Grammikèc SDE uyhlìterhc txhc
Genik, oi pleioyhfÐa twn diaforik¸n exis¸sewn pou emfanÐzontai sthn prxh se efarmogèc eÐnai deÔterhc txhc.
Exis¸seic megalÔterhc txhc den emfanÐzontai suqn kai en gènei èqei epikrat sei h poyh ìti o fusikìc mac kìsmoc
eÐnai deÔterhc txhs.
H antimet¸pish SDE megalÔterhc txhc eÐnai parìmoia me aut n twn SDE deÔterhc txhc. Prèpei ìmwc na
diasafhjeÐ h ènnoia thc grammik c anexarthsÐac. Exllou h en lìgw ènnoia qrhsimopoieÐtai se pollèc llec perioqèc
twn Majhmatik¸n kai se poll lla shmeÐa akìma kai aut¸n twn shmei¸sewn. Sunep¸c axÐzei na thn katano soume
pl rwc.
Ac arqÐsoume me thn ex c genik omogen grammik exÐswsh
y (n) + pn−1 (x)y (n−1) + · · · + p1 (x)y 0 + p0 (x)y = 0. (2.4)
Je¸rhma 2.3.1 (Upèrjesh). En y1 , y2 , ..., yn eÐnai lÔseic thc omogenoÔc exÐswshc (2.4), tìte h
y(x) = C1 y1 (x) + C2 y2 (x) + · · · + Cn yn (x),
eÐnai epÐshc lÔsh sthc (2.4) gia opoiesd pote stajerèc C1 , ..., Cn .
IsqÔei to paraktw je¸rhma Ôparxhc kai monadikìthtac gia mh-omogeneÐc grammikèc exis¸seic.
Je¸rhma 2.3.2 ('Uparxhc kai monadikìthtac). 'Estw ìti oi sunart seic p0 , p1 , . . . , pn−1 , kai f eÐnai suneqeÐc
sunart seic kai oi a, b0 , b1 , . . . , bn−1 eÐnai stajerèc. H exÐswsh
y (n) + pn−1 (x)y (n−1) + · · · + p1 (x)y 0 + p0 (x)y = f (x), .
èqei akrib¸c mia lÔsh y(x) oi opoÐa ikanopoieÐ tic paraktw arqikèc sunj kec
y(a) = b0 , y 0 (a) = b1 , ..., y (n−1 )(a) = bn−1 .
2.3.1 Grammik anexarthsÐa
'Eqoume dh anafèrei ìti dÔo sunart seic y1 kai y2 eÐnai grammik anexrthtec an h mimÐa den mporeÐ na eÐnai pol-
laplsio thc llhc. 'Otan èqoume n sunart seic mporoÔme na doulèyoume parapl sia wc ex c. Oi sunart seic y1 ,
y2 , ..., yn eÐnai grammik anexrthtec an h exÐswsh
c1 y1 + c2 y2 + · · · + cn yn = 0,
èqei mìnon thn tetrimmènh lÔsh c1 = c2 = · · · = cn = 0. En mia apì tic stajerèc thc exÐswshc (èstw, qwrÐc periorismì
thc genikìthtac, h pr¸th) eÐnai mh-mhdenik c1 6= 0, tìte mporoÔme na ekfrsoume thn y1 san grammikì sunduasmì
twn upoloÐpwn. En oi sunart seic den eÐnai grammik anexrthtec tìte lème ìti eÐnai grammik exarthmènec.
Pardeigma 2.3.1: DeÐxte ìti oi ex , e2x , e3x eÐnai grammik anexrthtec.
Ac to knoume me diforec mejìdouc. Ta perissìtera didaktik biblÐa (sumperilambanomènwn twn [EP] kai [F])
eisgoun thn W ronskian. Kti tètoio den eÐnai aparaÐthto sthn perÐptws mac.
Jètontac z = ex sthn exÐswsh

c1 ex + c2 e2x + c3 e3x = 0.
kai qrhsimopoi¸ntac jemeli¸deic idiìthtec twn ekjetik¸n sunart sewn èqoume
c1 z + c2 z 2 + c3 z 3 = 0.
To aristerì mèroc eÐnai èna polu¸numo bajmoÔ trÐa wc proc z. MporeÐ eÐte na eÐnai tautotik Ðso me to mhdèn eÐte na
èqei to polÔ 3 rÐzec. H parapnw exÐswsh profan¸c isqÔei gia ìla ta z, ra eÐnai tautotik Ðsh me to mhdèn, dhlad
c1 = c2 = c3 = 0 kai oi dojeÐsec sunart seic eÐnai grammik anexrthtec.
Ac dokimsoume ènan llo trìpo xekin¸ntac apì thn sqèsh
c1 ex + c2 e2x + c3 e3x = 0.
h opoÐa bebaÐwc isqÔei gia kje x. Ac diairèsoume kai ta dÔo mèlh me e3x èqoume thn sqèsh
c1 e−2x + c2 e−x + c3 = 0.
h opoÐa epÐshc isqÔei gia kje x, ra, mporoÔme na proume to ìrio ìtan x→∞ kai na katal xoume ìti c3 = 0 . opìte
h exÐsws mac paÐrnei thn ex c morf
c1 ex + c2 e2x = 0.
Apl mènei na epanalboume thn parapnw diadikasÐa dÔo akìma forèc gia na doÔme ìti c2 = 0 kai c1 = 0.
Ac dokimsoume ènan trÐto trìpo xekin¸ntac apì thn sqèsh
c1 ex + c2 e2x + c3 e3x = 0.
MporoÔme kataskeusoume ìsec exis¸seic, me agn¸stouc ta c1 , c2 kai c3 , epijumoÔme tic opoÐec katìpin mporoÔme
na qrhsimopoi soume gia na broÔme touc en lìgw agn¸stouc. Kti tètoio bèbaia apaiteÐ arketèc prxeic. MporoÔme
epÐshc pr¸ta na paragwgÐsoume kai ta dÔo mèlh kai met na pargoume me ton parapnw trìpo kai llec exis¸seic.
Gia na aplopoi soume thn diadikasÐa ac diairèsoume me ex .
c1 + c2 ex + c3 e2x = 0.
Jètoume x=0 kai paÐrnoume thn exÐswsh c1 + c2 + c3 = 0. ParagwgÐzontac kai ta dÔo mèrh èqoume
c2 ex + 2c3 e2x = 0,
kai jètontac x = 0 èqoume ìti c2 + 2c3 = 0. Tèloc diairoÔme xan me ex kai paragwgÐzoume gia na proume 4c3 e2x = 0.
Opìte èqoume c3 = 0. 'Ara kai c2 = 0 mia kai c2 = −2c3 kai c1 = 0 epeid c1 + c2 + c3 = 0.
Pardeigma 2.3.2: Oi sunart seic ex , e−x , kai cosh x eÐnai grammik exarthmènec. Apl efarmìste ton orismì
tou uperbolikoÔ sunhmitìnou:
ex + e−x
cosh x = .
2
2.3.2 SDE uyhlìterhc txhc me stajeroÔc suntelestèc
H antimet¸pish omogen¸n grammik¸n exis¸sewn an¸terhc txhc me stajeroÔc suntelestèc eÐnai se meglo bajmì
parìmoia me thn mejodologÐa pou anaptÔxame parapnw. Apl¸c prèpei na broÔme perissìterec grammik anexrthtec
lÔseic. En loipìn h exÐswsh eÐnai nth txhc qreizetai na broÔme n grammik anexrthtec lÔseic. Ac xekajarÐsoume
ta prgmata me èna pardeigma.
Pardeigma 2.3.3: UpologÐste thn genik lÔsh thc exÐswshc
y 000 − 3y 00 − y 0 + 3y = 0. (2.5)
Antikajist¸ntac thn manteyi y = erx èqoume
r3 erx − 3r2 erx − rerx + 3erx = 0.
DiairoÔme me erx kai paÐrnoume.
r3 − 3r2 − r + 3 = 0.
Den eÐnai tetrimmènh upìjesh na broÔme tic rÐzec enìc poluwnÔmou. Uprqoun tÔpoi gia tic rÐzec enìc poluwnÔmou
bajmoÔ 3 kai 4 an kai eÐnai idiaÐtera polÔplokoi. Gia polu¸numa megalÔterou bajmoÔ den uprqoun tÔpoi. Fusik
autì den shmaÐnei ìti den uprqoun oi rÐzec. EÐnai gnwstì ìti èna polu¸numo nstou bajmoÔ èqei n rÐzec. Merikèc
apì autèc mporeÐ na eÐnai ìpwc mporeÐ merikèc apì autèc tic rÐzec na eÐnai migadikèc. Fusik uprqoun poll kai
exairetik logismik sust mata ta opoÐa mporoÔn na upologÐsoun proseggÐseic twn riz¸n enìc poluwnÔmou kpoiou
logikoÔ bajmoÔ. Epiprìsjeta, uprqoun kai majhmatik apotelèsmata thc jewrÐac arijm¸n ta opoÐa mac dÐnoun thn
dunatìthta na upologÐsoume akrib¸c tic rÐzec. Gia pardeigma gnwrÐzoume ìti o stajerìc ìroc kje poluwnÔmou
isoÔtai me to ginìmeno ìlwn twn riz¸n tou. Gia pardeigma èstw r3 − 3r2 − r + 3 = (r − r1 )(r − r2 )(r − r3 ) opìte kai
∗
èqoume
3 = (−r1 )(−r2 )(−r3 ) = (1)(−1)(−r3 ) = r3 .

EÐnai eÔkolo na epibebai¸soume ìti h r3 = 3 eÐnai mia rÐza. Sunep¸c gnwrÐzoume ìti oi e−x , ex kai e3x eÐnai lÔseic
thc (2.5). EpÐshc eÔkola mporoÔme na doÔme ìti eÐnai grammik anexrthtec, kai eÐnai treic, dhlad akrib¸c ìsec
qreiazìmaste. 'Ara h genik lÔsh eÐnai
y = C1 e−x + C2 ex + C3 e3x .
Gia na ikanopoi soume tic arqikèc sunj kec y(0) = 1, y 0 (0) = 2, kai y 00 (0) = 3 èqoume
1 = y(0) = C1 + C2 + C3 ,
2 = y 0 (0) = −C1 + C2 + 3C3 ,
3 = y 00 (0) = C1 + C2 + 9C3 .
H lÔsh tou parapnw algebrikoÔ grammikoÔ sust matoc eÐnai C1 = −1/4, C2 = 1 kai C3 = 1/4 kai sunep¸c h lÔsh
thc diaforik c exÐswshc pou ikanopoieÐ tic dojeÐsec arqikèc sunj kec eÐnai h
−1 −x 1
y= e + ex + e3x .
4 4
Ac upojèsoume t¸ra ìti ìlec oi rÐzec eÐnai pragmatikèc all me kpoia pollaplìthta (dhlad merikèc lÔseic
epanalambnontai). Ac perioristoÔme sthn perÐptwsh pou èqoume mia rÐza r me pollaplìthta k. Sthn perÐptwsh
aut , kai sto pneÔma thc mejodologÐac pou anaptÔxame gia thn anlogh perÐptwsh gia tic exis¸seic deÔterhc txhc,
anagnwrÐzoume tic lÔseic
erx , xerx , x2 erx , . . . , xk−1 erx

kai h genik lÔsh prokÔptei san ènac grammikìc touc sunduasmìc.
y (4) − 3y 000 + 3y 00 − y 0 = 0.
H qarakthristik exÐswsh eÐnai
r4 − 3r3 + 3r2 − r = 0.
Shmei¸ste ìti r4 − 3r3 + 3r2 − r = r(r − 1)3 . 'Ara oi rÐzec, me pollaplìthta, eÐnai oi r = 0, 1, 1, 1 opìte prokÔptei h
paraktw genik lÔsh
y= (c0 + c1 x + c2 x2 ) ex + c4 .
| {z } |{z}
ìroi proerqìmenoi apì thn r = 1 apì thn r = 0
Entel¸c parìmoia me thn perÐptwsh thc deÔterhc txhc mporoÔme na antimetwpÐsoume to endeqìmeno na prokÔyoun
migadikèc rÐzec. Oi migadikèc rÐzec ìpwc gnwrÐzoume èrqontai se zeÔgh r = α ± iβ . Oi antÐstoiqec lÔseic eÐnai oi
(c0 + c1 x + · · · + ck−1 xk ) eαx cos βx + (d0 + d1 x + · · · + dk−1 xk ) eαx sin βx.
ìpou c0 , ..., ck−1 , d0 , ..., dk−1 eÐnai tuqaÐec stajerèc.
y (4) − 4y 000 + 8y 00 − 8y 0 + 4y = 0.
r4 − 4r3 + 8r2 − 8r + 4 = 0,
(r2 − 2 + 2)2 = 0,
2
(r − 1)2 + 2 = 0.
∗ Sto mjhma tou EpisthmonikoÔ logismoÔ ja anaptÔxete kai ja analÔsete diforec arijmhtikèc mejìdouc gia ton upologismì
proseggÐsewn twn riz¸n akìma kai sthn genik perÐptwsh poluwnÔmwn opoioud pote bajmoÔ.
'Ara oi rÐzec eÐnai oi 1±i me pollaplìthta 2. Sunep¸c h genik lÔsh eÐnai h ex c
y = (c0 + c1 x) ex cos x + (d0 + d1 x) ex sin x.
O trìpoc pou lÔsame thn qarakthristik exÐswsh eÐnai manteÔontac ousiastik thn lÔsh kai dokimzontac tic manteyièc
mac. Kti tètoio den eÐnai pnta eÔkolo. Ac mhn xeqnme bèbaia ìti mporoÔme na prospaj soume na qrhsimopoi soume
kpoio apì ta uprqonta logismik sust mata eÔreshc riz¸n poluwnÔmwn.
2.3.3 Ask seic
2.3.1 BreÐte thn genik lÔsh thc exÐswshc y 000 − y 00 + y 0 − y = 0.
2.3.2 BreÐte thn genik lÔsh thc exÐswshc y (4) − 5y 000 + 6y 00 = 0.
2.3.3 BreÐte thn genik lÔsh thc exÐswshc y 000 + 2y 00 + 2y 0 = 0.
2.3.4 Upojèste ìti h (r − 1)2 (r − 2)2 = 0 eÐnai h qarakthristik exÐswsh miac diaforik c exÐswshc. a) BreÐte mia
tètoia diaforik exÐswsh. b) BreÐte thn genik lÔsh thc.
2.3.5 Upojèste ìti mia exÐswsh tètarthc txhc èqei thn paraktw lÔsh y = 2e4x x cos x. a) BreÐte mia tètoia
diaforik exÐswsh. b) BreÐte tic arqikèc sunj kec tic opoÐec ikanopoieÐ h dojeÐsa lÔsh.
2.3.6 BreÐte thn genik lÔsh thc exÐswshc thc skhshc 2.3.5.
2.3.7 'Estw ìti f (x) = ex − cos x, g(x) = ex + cos x, kai h(x) = cos x. EÐnai oi f (x), g(x), kai h(x) grammik
anexrthtec? En nai, apodeÐxte to, en ìqi, breÐte ènan grammikì sunduasmì pou mac boleÔei.
2.3.8 'Estw ìti f (x) = 0, g(x) = cos x, kai h(x) = sin x. EÐnai oi f (x), g(x), kai h(x) grammik anexrthtec? En
nai, apodeÐxte to, en ìqi, breÐte ènan grammikì sunduasmì pou mac boleÔei.
2.3.9 EÐnai oi x, x2 , kai x4 grammik anexrthtec? En nai, apodeÐxte to, en ìqi, breÐte ènan grammikì sunduasmì
pou mac boleÔei.
2.3.10 EÐnai oi ex , xex , kai x2 ex grammik anexrthtec? En nai, apodeÐxte to, en ìqi, breÐte ènan grammikì
sunduasmì pou mac boleÔei.

2.4 Talant¸seic
Ac rÐxoume mia mati se kpoiec efarmogèc twn grammik¸n exis¸sewn deÔterhc txhc me stajeroÔc suntelestèc.
2.4.1 Merik ParadeÐgmata
To pr¸to mac pardeigma eÐnai èna sÔsthma mzas-elathrÐou. Ac jewr -

k F (t) soume loipìn èna swmatÐdio mzac m > 0 (ac upojèsoume se kil) to opoÐo
m eÐnai sundedemèno me èna elat rio me stajer elathrÐou ( alli¸c stajer tou
Qouk) k>0 (ac upojèsoume se N ewtons an mètro) h llh krh tou opoÐou
eÐnai sundedemènh se ènan toÐqo. Epiprìsjeta, upojètoume ìti efarmìzoume
apìsbesh c sto swmatÐdio mia exwterik dÔnamh F (t). Tèloc upojètoume ìti to sÔsthma
upìkeitai se apìsbesh h opoÐa kajorÐzetai apì mia stajer c ≥ 0.

'Estw x h metatìpish tou swmatidÐou upojètontac ìti thn x = 0 eÐnai h jèsh isorropÐac kai h x auxnei ìso
metakineÐte to swmatÐdio proc ta dexi (apomakrunìmeno apì ton toÐqo). H dÔnamh pou askeÐ to elat rio sto swmatÐdio
eÐnai sÔmfwna me ton nìmo tou Qouknìmoc tou Qouk anlogo thc metatìpishc. EÐnai dhlad Ðsh me kx sthn antÐjeth
kateÔjunsh. Parìmoia, h dÔnamh pou ofeÐletai sthn apìsbesh eÐnai anlogh me thn taqÔthta tou swmatidÐou. SÔmfwna
me ton deÔtero nìmo tou NeÔtwnadeÔteroc nìmoc tou NeÔtwna h sunolik dÔnamh isoÔtai me mza epÐ epitqunsh.
Dhlad èqoume thn ex c
mx00 + cx0 + kx = F (t)

grammik SDE deÔterhc txhc me stajeroÔc suntelestèc. Ac kajorÐsoume thn orologÐa pou afor thn exÐswsh aut .
Lème ìti mia kÐnhsh eÐnai
i
( ) exanagkasmènh, an F 6≡ 0 (F den eÐnai tautotik mhdèn),
ii
( ) mh-exanagkasmènh eleÔjerh, an F ≡ 0,
( iii) me apìsbesh, an c > 0, kai
( iv) qwrÐc apìsbesh, an c = 0.

Parìlh thn aplìtht tou, to parapnw sÔsthma emfanÐzetai ston pur na poll¸n kai shmantik¸n pragmatik¸n
†
efarmog¸n. Pollèc llec efarmogèc mporoÔn an melethjoÔn san aplopoi seic enìc sust matoc mzac elathrÐou .
Ac doÔme dÔo paradeÐgmata.
OrÐste èna pardeigma hlektrologÐac. Jewr ste to kÔklwma RLC pou faÐnetai sthn
parpleurh eikìna. Uprqei mia antÐstash R ohms, èna phnÐo me suntelest autepagwg c
C
E L L henries, kai ènac puknwt c qwrhtikìthtac C f arads. Uprqei epÐshc kai mia hlektrik
R phg (p.q. mia mpatarÐa) pou mac dÐnei hlektrik tsh E(t) volts thn qronik stigm t (ac
upojèsoume deuterìlepta). Ac upojèsoume tèloc ìti Q(t) eÐnai to fortÐo tou puknwt se
columbs kai ìti I(t) to reÔma pou diarrèei to kÔklwma. EÐnai gnwstì ìti h sqèsh twn dÔo
0
aut¸n posot twn eÐnai h ex c Q = I . Epiprìsjeta, qrhsimopoi¸ntac jemeli¸deic nìmouc katal goume sthn exÐswsh
LI 0 + RI + Q/C = E . ParagwgÐzontac thn èqoume
1
LI 00 (t) + RI 0 (t) + I(t) = E 0 (t).
C
Aut eÐnai mia mh-omogen c grammik exÐswsh deÔterhc txhc me stajeroÔc suntelestèc. Epiprìsjeta, mia kai ta
L, R, kai C eÐnai ìla jetik, to sÔsthma autì sumperifèretai akrib¸c san èna sÔsthma mzac elathrÐou. H jèsh tou
swmatidÐou antikatastjhke me to reÔma, h mza me ???, h apìsbesh me thn antÐstash kai h stajer tou elathrÐou me
thn stajer qwrhtikìthtac. H diafor tshc apoteleÐ thn exwterik dÔnamh. 'Ara gia stajer tsh èqoume eleÔjerh
kÐnhsh.
To epìmeno pardeigm mac sumperifèretai proseggistik mìnon san èna sÔsthma mzac elathrÐou. 'Estw loipìn
ìti èqoume mia mza m sthn krh enìc ekkremoÔc m kouc L. Jèloume na broÔme mia exÐswsh gia thn gwnÐa θ(t). 'Estw
g h dÔnamh thc barÔthtac. Apl stoiqeÐa fusik c mac dÐnoun thn ex c exÐswsh
g
θ00 + sin θ = 0.
L
† Perissìterec plhroforÐec sthn ex c selÐda http : //el.wikipedia.org/wiki/
2.4. ΤΑΛΑΝΤΩΣΕΙΣ 47
Prgmati h parapnw exÐswsh prokÔptei apì ton deÔtero nìmo tou NeÔtwna, ìpou h dÔnamh isoÔtai me thn mza
epÐ thn epitqunsh. Profan¸c h epitqunsh eÐnai Lθ00 kai h mza eÐnai m. To ginìmeno touc ofeÐlei na eÐnai Ðso me
efaptìmenh sunist¸sa thc dÔnamhc thc barÔthtac. Se autì ofeÐletai o ìroc mg sin θ. To m gia kpoion parxeno
lìgo exafanÐzetai. Ac proqwr soume t¸ra sthn ex c prosèggish. Gia mikrèc se apìluth tim gwnÐec θ èqoume ìti
sin θ ≈ θ. Autì gÐnetai mesa apodektì apì to sq ma 2.1 ìpou mporoÔme na doÔme ìti gia perÐpou −0.5 < θ < 0.5
(se radians) oi grafikèc parastseic twn sin θ kai θ ousiastik tautÐzontai.
-1.0 -0.5 0.0 0.5 1.0
1.0 1.0
0.5 0.5
0.0 0.0
-0.5 -0.5
-1.0 -1.0
-1.0 -0.5 0.0 0.5 1.0
Σχήμα 2.1: Οι γραφικές παραστάσεις των sin θ και θ (σε radians).
Sunep¸c ìtan oi aiwr seic eÐnai mikrèc, mporoÔme na ekmetalleutoÔme to gegonìc ìti
oi gwnÐec θ eÐnai pnta mikrèc kai na montelopoi soume thn sumperifor tou ekremoÔc me
thn ex c aploÔsterh grammik exÐswsh
L g
θ θ00 + θ = 0.
L
Shmei¸ste ìti lìgw thc parapnw aploÔsteushc ta sflmata pou endeqomènwc na
prokÔyoun eÐnai dunatìn na megejÔnontai suneq¸c ìso parèrqetai o qrìnoc thc ai¸rhshc
me apotèlesma to montèlo na mac d¸sei mia ousiastik diaforetik sumperifor apì thn pragmatik sumperifor tou
sust matoc. 'Opwc ja doÔme, to montèlo mac odhgeÐ sto sumpèrasma ìti to pltoc thc talntwshc eÐnai anexrthto
thc periìdou kti pou bebaÐwc den isqÔei sthn prxh se èna ekkremèc. Parìla aut, gia arket mikrèc qronikèc
periìdouc kai mikrèc aiwr seic (p.q. gia ekkrem meglou m kouc) to parapnw montèlo proseggÐzei ikanopoihtik
to fusikì fainìmeno. 'Otan antimetwpÐzoume realistik probl mata, polÔ suqn anagkazìmaste na knoume tètoiou
eÐdouc paradoqèc kai aplopoi seic. Gia na diapist¸soume oi aplopoi seic mac autèc apodektèc, sto plaÐsio bebaÐwc
thc ekstote melèthc mac, eÐnai profan¸c aparaÐthto na katanooÔme to fusikì prìblhma tìso apì thn meri thc
fusik c ìso kai apì thn meri twn majhmatik¸n.
2.4.2 EleÔjerh kÐnhsh qwrÐc apìsbesh
Epeid den mporoÔme akìmh na lÔsoume mh-omogeneÐc exis¸seic sthn pargrafo aut ja asqolhjoÔme me eleÔjerh
(mh-exanagkasmènh) kÐnhsh. Ac xekin soume me thn perÐptwsh pou den uprqei apìsbesh, dhlad ìtan c = 0, opìte
kai èqoume
mx00 + kx = 0.
En diairèsoume me m kai upojèsoume ìti ω0 eÐnai ènac arijmìc tètoioc ¸ste ω02 = k/m tìte h exÐsws mac paÐrnei thn
morf
x00 + ω02 x = 0.
'Opwc xèroume h genik lÔsh thc exÐswshc aut c eÐnai
x(t) = A cos ω0 t + B sin ω0 t.

Parathr ste kat' arq n ìti, qrhsimopoi¸ntac gnwst trigwnometrik tautìthta, èqoume thn ex c sqèsh me tic llec
dÔo stajerèc C kai γ

A cos ω0 t + B sin ω0 t = C cos(ω0 t − γ).
√
Den eÐnai dÔskolo na doÔme ìti C = A2 + B 2 kai tan γ = B/A. sunep¸c mporoÔme na gryoume thn genik lÔsh wc
ex c x(t) = C cos(ω0 t − γ), ìpou C kai γ tuqaÐec stajerèc.
2.4.1 Dikaiolog ste thn tautìthta kai epibebai¸ste tic exis¸seic gia ta C kai γ.
Kajìson eÐnai genik eukolìtero na qrhsimopoi soume thn pr¸th morf thc lÔshc gia na broÔme tic timèc twn
stajer¸n A kai B pou ikanopoioÔn tic arqikèc sunj kec h deÔterh morf eÐnai stenìtera sundedemènh me to pragmatikì
prìblhma. Oi stajerèc C kai γ èqoun poll ìmorfh diermhneÐa. En parathr soume thn lÔsh sthn ex c morf
x(t) = C cos(ω0 t − γ)
blèpoume ìti to pltoc thc talntwshc eÐnai C , ω0 eÐnai h (gwniak ) suqnìthta, kai γ eÐnai mia posìthta gnwst
san metatìpish fshc. MetatopÐzei to grfhma thc sunrthshc proc ta dexi proc ta arister. H posìthta ω0
onomzetai fusik (gwniak ) suqnìthta. H kÐnhsh pou mìlic perigryame eÐnai gnwst san apl armonik kÐnhsh.
Ac knoume mia parat rhsh pou afor thn lèxh gwniak tou ìrou . H ω0 dÐdetai se radians an monda qrìnou,
kai ìqi se kÔklouc an monda qrìnou ìpwc sun jwc metrme thn suqnìthta. Epeid ìmwc ìpwc gnwrÐzoume ìti h
ω0
perifèreia enìc kÔklou eÐnai 2π , h sun jhc suqnìthta dÐdetai apì thn sqèsh
2π
. EÐnai dhlad apl¸c jèma to pou ja
topojethjeÐ h stajer 2π , kti to opoÐo apoteleÐ eleÔjerh epilog tou kajenìc.
H perÐodoc miac kÐnhshc isoÔtai me to antÐstrofo thc suqnìthtac (se kÔklouc an monda qrìnou) kai sunep¸c
2π
èqoume . EÐnai dhlad o qrìnoc pou apaiteÐtai gia na oloklhrwjeÐ mia pl rhc talntwsh.
ω0
Pardeigma 2.4.1: 'Estw ìti m = 2 kg kai k = 8 N/m. To sÔsthma mzac elathrÐou brÐsketai se èna ìqhma to
opoÐo kineÐtai me taqÔthta 1 m/s. To ìqhma sugkroÔetai kai stamat. To swmatÐdio to opoÐo mèqri tìte tan se jèsh
0.5 mètra makri apì thn jèsh isorropÐac (ekteÐnontac to elat rio) af netai eleÔjero kai arqÐzei na talant¸netai.
Poia eÐnai h suqnìthta kai poio to pltoc thc en lìgw talntwshc?
'Etsi katal goume sto ex c prìblhma
2x00 + 8x = 0, x(0) = 0.5, x0 (0) = 1.

p √
MporoÔme mesa na upologÐsoume to ω0 = k/m = 4 = 2. Dhlad h gwniak suqnìthta eÐnai 2. H suqnìthta
(peristrofèc an deuterìlepto) eÐnai 2/2π = 1/π ≈ 0.318 Hertz .
H genik lÔsh eÐnai
x(t) = A cos 2t + B sin 2t.

0 0
Jètontac x(0) = 0 shmaÐnei Tìte x (t) = −0.5 sin 2t + B cos 2t. Jètontac x (0) = 1
A = 0.5. √ èqoume B = 1. Sunep¸c,
√
to pltoc thc talntwshc eÐnai C = A + B = 1.25 ≈ 1.118. H lÔsh eÐnai
2 2
x(t) = 0.5 cos 2t + sin 2t.
H grafik parstash thc lÔshc x(t) dÐnetai sto Sq ma 2.2 sthn paroÔsa selÐda.
Gia thn eleÔjerh kÐnhsh qwrÐc apìsbesh, h lÔsh thc morf c
x(t) = A cos ω0 t + B sin ω0 t,
antistoiqeÐ stic arqikèc sunj kec x(0) = A kai x0 (0) = B .

EÐnai fanerì ìti h parapnw morf eÐnai polÔ bolikìterh en jèloume na upologÐsoume tic timèc twn A kai B, se
sÔgkrish me to en jèlame na upologÐsoume to pltoc kai thn metatìpish thc fshc.
0.0 2.5 5.0 7.5 10.0
1.0 1.0
0.5 0.5
0.0 0.0
-0.5 -0.5
-1.0 -1.0
0.0 2.5 5.0 7.5 10.0
Σχήμα 2.2: Απλή ταλάντωση χωρίς απόσβεση.
2.4.3 EleÔjerh kÐnhsh
Ac estisoume t¸ra sthn exanagkasmènh kÐnhsh kai ac xanagryoume thn exÐswsh wc ex c
mx00 + cx0 + kx = 0,
x00 + 2px0 + ω02 x = 0,

ìpou r
k c
ω0 = , p= .
m 2m
r2 + 2pr + ω02 = 0.
Oi rÐzec eÐnai
q
r = −p ± p2 − ω02 .
H morf thc lÔshc thc diaforik c exÐswshc exarttai apì to en oi rÐzec eÐnai pragmatikèc migadikèc. Pragmatikèc
rÐzec èqoume mìnon ìtan o paraktw arijmìc eÐnai mh-arnhtikìc.
c 2 k c2 − 4km
p2 − ω02 = − = .
2m m 4m2
To prìshmo tou p2 − ω02 eÐnai to Ðdio me to prìshma c2 − 4km. Sunep¸c èqoume pragmatikèc rÐzec an h c2 − 4km eÐnai
mh-arnhtik .
Ισχυρά φθίνουσα ταλάντωση

'Otan c2 − 4km > 0, lème ìti to sÔsthma eÐnai isqur fjÐnwn. Sthn perÐptwsh aut , uprqoun dÔo diaforetikèc
p
metaxÔ touc pragmatikèc rÐzec, r1 kair2 . Shmei¸ste
p ìti kai oi dÔo eÐnai arnhtikèc, mia kai h p2 − ω02 eÐnai pnta
mikrìterh apì to p opìte h posìthta −p ± p2 − ω02 eÐnai pnta arnhtik .
'Ara h lÔsh eÐnai
x(t) = C1 er1 t + C2 er2 t .

AfoÔ oi r1 , r 2 eÐnai arnhtikèc, x(t) → 0 ìtan t → ∞. Autì shmaÐnei ìti to swmatÐdio ja teÐnei na akinhtopoihjeÐ ìso
pernei o qrìnoc. To Sq ma 2.3 sthn epìmenh selÐda perièqei merikèc grafikèc parastseic lÔsewn gia diaforetikèc
arqikèc timèc.
Parathr ste ìti ousiastik den èqoume talntwsh. Mlista faÐnetai ìti h grafik parstash thc lÔshc tèmnei
ton x xona mìnon mia for gegonìc to opoÐo mporoÔme eÔkola na epibebai¸soume wc ex c. Ac prospaj soume na
lÔsoume thn 0 = C1 er1 t + C2 er2 t . 'Ara C1 er1 t = −C2 er2 t , kai sunep¸c
−C1
= e(r2 −r1 )t .
C2
Uprqei loipìn mia to polÔ lÔsh gia t ≥ 0.
Pardeigma 2.4.2: Upojèste ìti af noume to swmatÐdio apì thn jèsh isorropÐac. Dhlad èqoume x(0) = x0 kai
x0 (0) = 0. Tìte èqoume

x0
r1 er2 t − r2 er1 t .

x(t) =
r1 − r2
EÐnai eÔkolo na dei kaneÐc ìti h parapnw lÔsh ikanopoieÐ tic arqikèc sunj kec.
Κρίσιμα φθίνουσα κίνηση

0 25 50 75 100
'Otan c2 − 4km = 0, lème ìti to sÔsthma eÐnai krÐsima fjÐnonkrÐsima fjÐnon sÔsthma. Sthn perÐptwsh aut èqoume
1.5 1.5
mia rÐza, thn −p pollaplìthtac 2. 'Ara h lÔsh mac eÐnai
x(t) = C1 e−pt + C2 te−pt .

1.0 1.0
H sumperifor enìc krÐsima fjÐnontoc sust matoc eÐnai polÔ parìmoia me aut enìc isqur fjÐnontoc sust matoc.
Mlista sthn ousÐa èna krÐsima fjÐnon sÔsthma eÐnai me kpoia ènnoia to ìrio enìc isqur fjÐnontoc sust matoc.
Epeid oi diaforikèc exis¸seic apoteloÔn proseggÐseic pragmatik¸n susthmtwn, eÐnai exairetik spnio na sunant -
soume sthn prxh mia krÐsima fjÐnousa kÐnhsh. EÐnai logikì 0.5 0.5
mia kÐnhsh na eÐnai eÐte lÐgo isqur fjÐnousa eÐte lÐgo
asjen¸c fjÐnousa. Ac mhn proqwr soume loipìn se leptomèreiec pou aforoÔn krÐsima fjÐnousec kin seic.
Ασθενώς φθίνουσα κίνηση 0.0 0.0
2
1.0
0 5 10 15 20 25 30
1.0
'Otan c −4km < 0, lème ìti èqoume èna asjen¸c fjÐnon
sÔsthma.
0 Sthn perÐptwsh
25 aut
50 èqoume migadikèc
75 rÐzec
100
q
r = −pφθίνουσα
Σχήμα 2.3: Ισχυρά ω02
± p2 −κίνηση για διάφορες αρ-
0.5 0.5
χικές τιμές. √ q
= −p ± −1 ω02 − p2
= −p ± iω1 ,
0.0 0.0
p
ìpou ω1 = ω02 − p2 . H lÔsh mac eÐnai
-0.5 -0.5 x(t) = e−pt (A cos ω1 t + B sin ω1 t) ,
x(t) = Ce−pt cos(ω1 t − γ).

-1.0 -1.0
0 5 10 15 20 25 30
H grafik parstash miac tètoiac lÔshc dÐnetai sto Sq -
ma 2.4. Shmei¸ste kai sthn perÐptwsh aut èqoume ìti

Σχήμα 2.4: Ισχυρά φθίνουσα κίνηση και οι περικ- x(t) → 0 ìtan t → ∞.
λείουσες καμπύλες της. To en lìgw sq ma perilambnei kai tic perikleÐousec
kampÔlec Ce−pt kai −Ce−pt . H lÔsh talant¸netai metaxÔ
twn dÔo aut¸n kampÔlwn. Oi perikleÐousec kampÔlec dÐnoun to mègisto pltoc thc talntwshc se kje qronik
stigm . H metatìpish fshc γ apl metatopÐzei to grfhma eÐte proc ta dexi proc ta arister all pnta mèsa
sto q¸ro pou kajorÐzoun oi perikleÐousec kampÔlec (oi opoÐec bebaÐwc den metabllontai en metablhjeÐ to γ ).
Shmei¸ste tèloc ìti h gwniak yeudo-suqnìthta (den kaloÔme apl¸c suqnìthta epeid h lÔsh den eÐnai sthn ousÐa
periodik sunrthsh) ω1 elatt¸netai ìso o suntelest c c (kai sunep¸c kai o p) auxnei. Kti tètoio eÐnai logikì
mia kai en suneqÐsoume na metabloume to c se kpoio shmeÐo h lÔsh mac ja arqÐsei na moizei san thn lÔsh pou
antistoiqeÐ sthn isqur fjÐnousa thn krÐsima fjÐnousa perÐptwsh h opoÐa bebaÐwc den talant¸netai kajìlou.
Apì thn llh meri ìso elatt¸noume to c to ω1 teÐnei sto ω0 (paramènontac pnta mikrìtero) kai h lÔsh ìlo kai
perissìtera moizei me thn sun jh periodik kÐnhsh qwrÐc apìsbesh. Sthn perÐptwsh aut , ìso to p teÐnei sto 0, oi
perikleÐousec kampÔlec teÐnoun na ekfulistoÔn se eujeÐec parllhlec me ton xona tou x .
Leptomèreiec sqetik me thn optik je¸rhsh thc fusik c sto parapnw jèma all kai gia poll apì aut pou ja
akolouj soun sto parìn keflaio mporeÐ kaneÐc na brei stic shmei¸seic tou maj matoc Fusik c tou PanepisthmÐou
‡
Ajhn¸n .
2.4.4 Ask seic
2.4.2 Jewr ste èna sÔsthma mzac elathrÐou me mza m = 2, stajer elathrÐou k = 3, kai stajer apìsbeshc
c = 1. a) Diatup¸ste thn diaforik exÐswsh pou analogeÐ sto parapnw sÔsthma kai breÐte thn lÔsh tou. b) EÐnai
to en lìgw sÔsthma asjen¸c, krÐsima oriak fjÐnon? c) En to sÔsthma eÐnai krÐsima fjÐnon, breÐte mia tim tou c
h opoÐa to knei krÐsima fjÐnon.
2.4.3 LÔste thn 'Askhsh 2.4.2 gia m = 3, k = 12, kai c = 12.
2.4.4 Ac upojèsoume ìti agnooÔme thn apìsbesh kai ìti qrhsimopoioÔme tic diejneÐc mondec mètrhshc (mètra-kil-
deuterìlepta) 'Estw ìti jèloume na qrhsimopoi soume èna elat rio me stajer 4 N/m gia na zugÐzoume antikeÐmena.
'Estw epÐshc ìti topojetoÔme èna swmatÐdio sto elat rio kai to af noume na talantwjeÐ. a) En diapist¸soume
metr¸ntac thn suqnìthta talntwshc kai diapist¸soume ìti aut eÐnai 0.8 Hz (kÔkloi to deuterìlepto) ti mza èqei
to swmatÐdio? b) BreÐte ènan tÔpo gia thn mza tou swmatidÐou m wc proc thn suqnìthta ω se Hz .
2.4.5 'Estw ìti prosjètoume to endeqìmeno Ôparxhc apìsbeshc sto sÔsthma thc 'Askhshc 2.4.4. Epiprìsjeta,
upojètoume ìti den gnwrÐzoume thn tim thc stajerc tou elathrÐou, èqoume ìmwc dÔo swmatÐdia anaforc brouc 1
kai 2 kil¸n me ta opoÐa ja diametr soume to sÔsthma wc ex c. TopojetoÔme to kajèna apì aut sto sÔsthma kai
metrme thn suqnìthta talntwshc. 'Estw ìti gia to swmatÐdio tou 1 kiloÔ h suqnìthta tan 0.8 Hz , en¸ gia to 2
kil¸n tan 0.39 Hz . k kai thc stajerc apìsbeshc c. a) En diapist¸soume
a) BreÐte thn tim thc stajerc elathrÐou
metr¸ntac thn suqnìthta talntwshc kai diapist¸soume ìti aut eÐnai 0.2 Hz (kÔkloi to deuterìlepto) ti mza èqei
to swmatÐdio? b) BreÐte ènan tÔpo gia thn mza tou swmatidÐou m wc proc thn suqnìthta ω se Hz .
‡ http://web.cc.uoa.gr/
~ctrikali/aplets_web/fysiki_i/pendulum/lroom.htm
2.5 Mh-omogeneÐc exis¸seic
2.5.1 EpÐlush mh-omogen¸n exis¸sewn
MporoÔme loipìn pwc na lÔsoume (h toulqiston na prospaj soume na lÔsoume) grammikèc omogeneÐc exis¸seic me
stajeroÔc suntelestèc. Ac apallagoÔme t¸ra apì ton periorismì tou na eÐnai h exÐswsh omogen c. Kti tètoio
shmaÐnei ìti sto sÔsthm to opoÐo prospajoÔme na montelopoi soume dra mia exwterik dÔnamh. Mia tètoia, mh-
omogen c exÐswsh eÐnai h ex c
y 00 + 5y 0 + 6y = 2x + 1. (2.6)
Shmei¸ste ìti h exÐswsh paramènei me stajeroÔc suntelestèc. Dhlad oi suntelestèc twn y 00 , y 0 , kai y paramènoun
stajerèc.
Genik ja grfoume thn exÐswsh sthn morf Ly = 2x + 1 ìtan h sugkekrimènh morf tou diaforikoÔ telest
L den ephrezei ton sullogismì kai tic enèrgeièc mac. O trìpoc me ton opoÐo ja lÔsoume thn (2.6) eÐnai o ex c.
BrÐskoume thn genik lÔsh yc thc analogoÔshc omogenoÔc exÐswshsanalogoÔsa omogen c exÐswsh
y 00 + 5y 0 + 6y = 0. (2.7)
EpÐshc brÐskoume, me kpoion trìpo, mia sugkekrimènh lÔsh yp thc (2.6) opìte eÔkola diapist¸noume ìti h
y = yc + yp
eÐnai h genik lÔsh thc exÐswshc (2.6). H yc suqn onomzetai sumplhrwmatik lÔsh.
Shmei¸ste ìti h yp mporeÐ na eÐnai opoiad pote lÔsh. 'Estw ìti br kate mia diaforetik lÔsh ỹp . Ac orÐsoume
thn sunrthsh thc diaforc touc w = yp − ỹp kai ac antikatast soume thn w kai sta dÔo mèrh thc exÐswshc gia na
proume
w00 + 5w0 + 6w = (yp00 + 5yp0 + 6yp ) − (ỹp00 + 5ỹp0 + 6ỹp ) = (2x + 1) − (2x + 1) = 0.
H parapnw diadikasÐa gÐnetai aploÔsterh en qrhsimopoi soume sumbolismì telest¸n. Shmei¸ste ìti L eÐnai ènac
grammikìc telest c opìte èqoume
Lw = L(yp − ỹp ) = Lyp − Lỹp = (2x + 1) − (2x + 1) = 0.
'Ara h w = yp − ỹp eÐnai mia lÔsh thc (2.7) kai sunep¸c oi opoiesd pote dÔo lÔseic thc (2.6) diafèroun metaxÔ touc
kat mia lÔsh thc omogenoÔc exÐswshc (2.7). Epeid h yc eÐnai h genik thc omogenoÔc exÐswshc, h lÔsh y = yc + yp
sumperilambnei ìlec tic lÔseic thc (2.6).
Ta parapnw mac odhgoÔn sto ex c shmantikì sumpèrasma. En breÐte mia opoiad pote sugkekrimènh lÔsh me
kpoio trìpo kai mia opoiad pote llh diaforetik lÔsh me opoiond pote trìpo (p.q. manteyi) tìte mporeÐte na
breÐte thn genikeumènh lÔsh tou exÐswshc. H genik aut lÔsh mporeÐ na diatupwjeÐ me entel¸c diaforetikì trìpo
en epilèxoume llec sugkekrimènec lÔseic. Se kje perÐptwsh ìmwc h genik lÔsh parist thn Ðdia klsh lÔsewn,
dhlad sunart sewn pou ikanopoioÔn thn diaforik exÐswsh. Apì thn en lìgw klsh ja epilèxoume thn (monadik
en uprqei) katllhlh lÔsh tou probl matoc pou ikanopoieÐ kai thn exÐswsh kai tic arqikèc sunj kec.
2.5.2 Mèjodoc aprosdiìristwn suntelest¸n
EÐnai profan¸c epijumhtì na mporoÔme na manteÔoume thn lÔsh thc (2.6). Shmei¸ste ìti to 2x+1 eÐnai èna polu¸numo,
kai to aristerì mèroc thc exÐswshc ja eÐnai epÐshc polu¸numo en epilèxoume thn y na eÐnai èna polu¸numo tou Ðdiou
bajmoÔ. Ac prospaj soume loipìn jètontac
y = Ax + B.
Antikajist¸ntac èqoume
y 00 + 5y 0 + 6y = (Ax + B)00 + 5(Ax + B)0 + 6(Ax + B) = 0 + 5A + 6Ax + 6B = 6Ax + (5A + 6B).

1 1 3x−1
'Ara 6Ax + (5A + 6B) = 2x + 1. Opìte A = 1/3 kai B= −1/9. Autì shmaÐnei ìti yp = 3
x− 9
= 9
. LÔnontac to
sumplhrwmatikì prìblhma èqoume. ('Askhsh!)
yc = C1 e−2x + C2 e−3x .
2.5. ΜΗ-ΟΜΟΓΕΝΕΙΣ ΕΞΙΣΩΣΕΙΣ 53
'Ara h genik lÔsh thc (2.6) eÐnai

3x − 1
y = C1 e−2x + C2 e−3x + .
9
Ac upojèsoume ìti epiprìsjeta mac dÐnontai oi arqikèc sunj kec y(0) = 0 kai y 0 (0) = 1/3. Pr¸ta èqoume ìti
y 0 = −2C1 e−2x − 3C2 e−3x + 1/3. Tìte
1 1 1
0 = y(0) = C1 + C2 − = y 0 (0) = −2C1 − 3C2 + .
9 3 3
LÔnontac èqoume C1 = 1/3 kai C2 = −2/9. 'Ara h lÔsh eÐnai
1 −2x 2 −3x 3x − 1 3e−2x − 2e−3x + 3x − 1

y(x) = e − e + = .
3 9 9 9
2.5.1 Elègxte ìti h y apoteleÐ lÔsh thc exÐswshc.
ShmeÐwsh: 'Ena sÔnhjec ljoc eÐnai na upologÐsoume tic stajerèc qrhsimopoi¸ntac tic arqikèc sunj kec kai thn
yc kai katìpin na prosjèsoume thn sugkekrimènh lÔsh yp . Autì den ja mac odhg sei sthn lÔsh pou zhtme. Prèpei
pr¸ta na upologÐsoume thn y = yc + yp kai katìpin na lÔsoume wc proc tic stajerèc qrhsimopoi¸ntac tic arqikèc
sunj kec.
Me parìmoio trìpo mporoÔme na antimetwpÐsoume peript¸seic pou sto dexiì mèloc tic exÐswshc èqoume ekjetik
sunrthsh hmÐtona kai sunhmÐtona. Gia pardeigma
y 00 + 2y 0 + 2y = cos 2x
Ac upologÐsoume thn yp •qrhsimopoi¸ntac thn manteyi
y = A cos 2x + B sin 2x.
Antikajist¸ntac thn y sthn exÐswsh èqoume
−4A cos 2x − 4B sin 2x − 4A sin 2x + 4B cos 2x + 2A cos 2x + 2B sin 2x = cos 2x.
Gia na eÐnai to dexiì meroc Ðso me to aristerì prèpei na isqÔei −4A + 4B + 2A = 1 dhlad −4B − 4A + 2B = 0. 'Ara
−2A + 4B = 1 kai 2A + B = 0 kai sunep¸c A = −1/10 kai B = 1/5. 'Ara

− cos 2x + 2 sin 2x
yp = A cos 2x + B sin 2x = .
10
Me parìmoio trìpo mporoÔme na antimetwpÐsoume thn perÐptwsh pou to dexiì mèroc perièqei ekjetikèc sunart seic,
opìte kai h mantexi mac ja eÐnai epÐshc ekjetik sunrthsh. Gia pardeigma, an
Ly = e3x ,
(ìpouL eÐnai ènac opoiosd pote diaforikìc telest c me stajeroÔc suntelestèc) tìte h manteyi mac ja eÐnai h
y = Ae3x . EÐnai shmantikì na suneidhtopoi soume ìti basizìmenoi ston kanìna tou ginomènou gia thn parag¸gish
mporoÔme na sundusoume katllhla manteyièc. Gia pardeigma, gia thn exÐswsh
Ly = (1 + 3x2 ) e−x cos πx,
ac jewr soume thn manteyi
y = (A + Bx + Cx2 ) e−x cos πx + (D + Ex + F x2 ) e−x sin πx
thn opoÐa ja antikatast soume sthn exÐswsh elpÐzontac na proume to sÔsthma twn algebrik¸n exis¸sewn pou eÐnai
aparaÐthto gia na upologÐsoume tic timèc twn A, B, C, D, E, F .

There ic one hiccup in all thic. It could be that our guesc actually solvec the associated homogeneouc equation.
That ic, suppose we have Ac xedialÔnoume ton basikì mhqanismì thc mejìdou aut c jewr¸ntac thn exÐswsh
y 00 − 9y = e3x .
Mia profan c manteyi eÐnai h y = Ae3x , thn opoÐa ìmwc an antikatast soume sto aristerì mèroc ja proume
y 00 − 9y = 9Ae3x − 9Ae3x = 0 6= e3x .
Den uprqei trìpoc epilog c tou A ètsi ¸ste to dexiì mèroc na eÐnai Ðso me e3x . Gia na apofÔgoume thn pollaplìthta
thc sumplhrwmatik c lÔshc (profan¸c se aut ofeÐletai to prìblhma), mporoÔme na thn pollaplasisoume me x.
UpologÐzoume dhlad pr¸ta thn yc (thn lÔsh thc Ly = 0)
yc = C1 e−3x + C2 e3x
kai parathroÔme ìti uprqei se aut n o ìroc e3x o opoÐoc sumpÐptei me thn epijumht manteyi mac. MporoÔme na
apofÔgoume kti tètoio an metatrèyoume thn manteyi mac se y = Axe3x . T¸ra mporoÔme na proqwr soume wc
sun jwc paÐrnontac y 0 = Ae3x + 3Axe3x kai y 00 = 4Ae3x + 9Axe3x . 'Ara
y 00 − 9y = 4Ae3x + 9Axe3x − 9Axe3x = 4Ae3x .
Gia na eÐnai to dexiì mèloc Ðso me e3x èqoume ìti 4A = 1 kai ra A = 1/4. MporoÔme loipìn na gryoume thn genik
lÔsh wc ex c
1 3x
y = yc + yp = C1 e−3x + C2 e3x + xe .
4
Uprqei perÐptwsh o pollaplasiasmìc thc manteyic me x na mhn mac epitrèyei na apofÔgoume sÔmptwsh lÔsewn.
Gia pardeigma,
y 00 − 6y 0 + 9 = e3x .
Shmei¸ste ìti yc = C1 e3x + C2 xe3x . Sunep¸c h manteyi y = Axe3x den ja mac odhg sei poujen. Se aut thn
2 3x
perÐptwsh ac exetsoume thn ex c epilog y = Ax e . En gènei mporoÔme na pollaplasisoume thn manteyi mac
me x ìsec forèc qreizetai gia na apofÔgoume thn sÔmptwsh lÔsewn. until all duplication ic gone. 'Oqi ìmwc
perissìterec forèc! En pollaplasisoume perissìterec forèc apo ìsec prèpei ja odhghjoÔme kai pli se adièxodo.
Tèloc ac exetsoume thn perÐptwsh pou to dexiì mèroc eÐnai jroisma kpoiwn ìrwn, ìpwc gia pardeigma to
Ly = e2x + cos x.
Sthn en lìgw perÐptwsh brÐskoume mia sunrthsh u h opoÐa apoteleÐ lÔsh thc exÐswshc Lu = e2x kai mia sunrthsh
v Lv = cos x (antimetwpÐzoume kje ìro xeqwrist). Katìpin shmei¸ste ìti an

h opoÐa apoteleÐ lÔsh thc exÐswshc
2x
jèsoume y = u+v , èqoume Ly = e +cos x. Autì ofeÐletai sto gegonìc ìti o telest c L eÐnai grammikìc kai mporoÔme
2x
na qrhsimopoi soume upèrjesh twn lÔsewn. Me ton trìpo autì èqoume ìti Ly = L(u + v) = Lu + Lv = e + cos x.
Analutikèc epiprìsjetec analutikèc teqnikèc leptomèreiec thc parapnw mejìdou mporeÐte na breÐte sto biblÐo
twn Edwards kai P enney [EP] all kai se kje llo biblÐo diaforik¸n exis¸sewn.
2.5.3 Mèjodoc diakÔmanshc twn paramètrwn
H mèjodoc twn aprosdiìristwn suntelest¸n parìlo pou mac bohj na lÔsoume poll basik probl mata diaforik¸n
exis¸sewn dustuq¸c den mporeÐ na antimetwpÐsei poll lla. Sthn pragmatikìthta eÐnai apotelesmatik mìnon
sthn perÐptwsh pou to dexiì mèroc thc exÐswshc Ly = f (x) èqei mìnon peperasmèno arijmì grammik anexrthtwn
parag¸gwn, opìte kai eÐnai dunatìn na d¸sei kpoioc mia manteyi pou tic perilambnei ìlec touc. Kti tètoio eÐnai
idiaÐtera dÔskolo kpoiec forèc. Gia pardeigma, ac jewr soume thn exÐswsh
y 00 + y = tan x.
Shmei¸ste ìti oi pargwgoi thc tan x deÐqnoun teleÐwc diaforetikèc metaxÔ touc kai eÐnai adÔnaton na grafoÔn san
grammikìc sunduasmìc parag¸gwn kat¸terhc txhc. Prgmati èqoume sec2 x, 2 sec2 x tan x, klp . . . .
Gia thn epÐlush thc exÐswshc aut c qreizetai mia nèa mèjodoc. Ac anaptÔxoume loipìn thn mèjodo diakÔmanshc
twn paramètrwndiakÔmansh twn paramètrwn, h opoÐamporeÐ na mac bohj sei na antimetwpÐsoume opoiad pote exÐsw-
sh thc morf c Ly = f (x), arkeÐ bebaÐwc na eÐnai efiktì na upologÐsoume ta emplekìmena oloklhr¸mata. Gia na
aplousteÔsoume thn suz thsh, kai fusik qwrÐc periorismì thc genikìthtac, ac perioristoÔme se exis¸seic deÔterhc
2.5. ΜΗ-ΟΜΟΓΕΝΕΙΣ ΕΞΙΣΩΣΕΙΣ 55
txhc, èqontac bebaÐwc upìyin ìti h en lìgw mèjodoc mporeÐ me thn Ðdia eukolÐa na antimetwpÐsei exis¸seic uyhlìterhc
txhc (endeqomènwc mèsw eÔkolwn all baret¸n upologism¸n).
Ac prospaj soume na lÔsoume thn ex c exÐswsh.
Ly = y 00 + y = tan x.
Pr¸ta brÐskoume thn sumplhrwmatik lÔsh thc Ly = 0 brÐskontac sqetik eÔkola ìti yc = C1 y1 + C2 y2 ìpou
y1 = cos x kai y2 = sin x. Gia na prospaj soume t¸ra na broÔme mia lÔsh thc mh-omogenoÔc exÐswshc ac jewr soume
thn ex c sunrthsh
yp = y = u1 y1 + u2 y2 ,
ìpou oi u1 kai u2 eÐnai sunart seic kai ìqi stajerèc. An prospaj soume na ikanopoi soume thn exÐswsh Ly = tan x
ja katal xoume se mia sunj kh pou sundèei tic u1 kai u2 . Pr¸ta bebaÐwc prèpei na upologÐsoume (prosoq , me ton
kanìna tou ginomènou!)
y 0 = (u01 y1 + u02 y2 ) + (u1 y10 + u2 y20 ).

Mia kai lìgw thc poluplokìthtac thc eÐnai sugkritik dÔskolo na diaqeiristoÔme thn parapnw sqèsh, ac thn
aplopoi soume jètontac thn ex c perioristik sqèsh (u01 y1 +u02 y2 ) = 0. Kti tètoio ìqi mìnon eÐnai epitreptì all kai
ousiastik anagkaÐo mia kai prèpei na broÔme dÔo gnwstec sunart seic gegonìc pou apaiteÐ kai mia deÔterh exÐswsh
pèra apì thn arqik diaforik exÐswsh. 'Etsi kai o upologismìc thc deÔterhc parag¸gou eÐnai polÔ eukolìteroc.
y 0 = u1 y10 + u2 y20 ,
y 00 = (u01 y10 + u02 y20 ) + (u1 y100 + u2 y200 ).
T¸ra epeid y1 y2 eÐnai lÔseic thc y 00 + y = 0, gnwrÐzoume ìti y100 = −y1
kai kai y200 = −y2 . (ShmeÐwsh: An h exÐswsh
00 0 00 0
mac tan thc morf c y + ay + by = 0 ja eÐqame yi = −ayi − byi .)
'Ara
y 00 = (u01 y10 + u02 y20 ) − (u1 y1 + u2 y2 ).

Shmei¸ste ìti
y 00 = (u01 y10 + u02 y20 ) − y,

kai sunep¸c
y 00 + y = Ly = u01 y10 + u02 y20 .

Gia na ikanopoieÐ h y thn Ly = f (x) prèpei na èqoume f (x) = u01 y10 + u02 y20 .
Prèpei na lÔsoume tic dÔo exis¸seic (sunj kec) pou jèsame gia tic u1 kai u2
u01 y1 + u02 y2 = 0,
u01 y10 + u02 y20 = f (x).
MporoÔme t¸ra na lÔsoume wc proc tic u01 kai u02 sunart sei twn f (x), y1 kai y2 . Oi parapnw exis¸seic eÐnai Ðdiec gia
opoiasd pote sugkekrimènh exÐswsh thc morf c Ly = f (x). Uprqei sunep¸c genikìc tÔpoc upologismoÔ thc lÔshc
ston opoÐo arkeÐ na knei kpoioc tic aparaÐthtec antikatastseic, eÐnai ìmwc kallÐtero na epanalbei thn paraktw
diadikasÐa. Sthn perÐptws mac oi dÔi exis¸seic paÐrnoun thn morf
u01 cos x + u02 sin x = 0,

−u01 sin x + u02 cos x = tan x.
'Ara
u01 cos x sin x + u02 sin2 x = 0,

−u01 sin x cos x + u02 cos2 x = tan x cos x = sin x.
kai sunep¸c
u02 (sin2 x + cos2 x) = sin x,

u02 = sin x,
− sin2 x
u01 = x = − tan x sin x.
cos
T¸ra prèpei na oloklhr¸soume tic u01

u02 gia na upologÐsoume tic u1 kai u2 .
kai
Z Z
0 1 (sin x) − 1
u1 = u1 dx = − tan x sin x dx = ln + sin x,
2 (sin x) + 1
Z Z
u2 = u02 dx = sin x dx = − cos x.
'Ara h sugkekrimènh lÔsh mac eÐnai

1 (sin x) − 1
yp = u1 y1 + u2 y2 = cos x ln
+ cos x sin x − cos x sin x =
2 (sin x) + 1

1 (sin x) − 1
= cos x ln .
2 (sin x) + 1
H genik lÔsh thc y 00 + y = tan x eÐnai loipìn

1 (sin x) − 1
y = C1 cos x + C2 sin x + cos x ln .
2 (sin x) + 1
2.5.4 Ask seic
2.5.2 BreÐte mia sugkekrimènh lÔsh thc exÐswshc y 00 − y 0 − 6y = e2x .
2.5.3 BreÐte mia sugkekrimènh lÔsh thc exÐswshc y 00 − 4y 0 + 4y = e2x .
2.5.4 LÔste to ex c prìblhma y 00 + 9y = cos 3x + sin 3x gia y(0) = 2, y 0 (0) = 1.
2.5.5 Diatup¸ste thn genik morf miac sugkekrimènhc lÔshc thc y (4) − 2y 000 + y 00 = ex qwrÐc na lÔsete wc proc
touc suntelestèc.
2.5.6 Diatup¸ste thn genik morf kai breÐte mia sugkekrimènh lÔsh thc exÐswshc y (4) − 2y 000 + y 00 = ex + x + sin x
qwrÐc na lÔsete wc proc touc suntelestèc.
2.5.7 a) Qrhsimopoi ste thn mèjodo thc diakÔmanshc twn paramètrwn gia na breÐte mia sugkekrimènh lÔsh thc
exÐswshc y 00 − 2y 0 + y = ex . b) BreÐte mia sugkekrimènh lÔsh thc parapnw exÐswshc qrhsimopoi¸ntac thn mèjodo
twn aprosdiìristwn suntelest¸n. c) EÐnai oi dÔo lÔseic pou br kate parapnw Ðdiec? Ti sumbaÐnei?
2.5.8 BreÐte mia sugkekrimènh lÔsh thc exÐswshc y 00 − 2y 0 + y = sin x2 . Den qreizetai na upologÐzetai ta em-
plekìmena orismèna oloklhr¸mata.

2.6. ΕΞΑΝΑΓΚΑΣΜΕΝΕΣ ΤΑΛΑΝΤΩΣΕΙΣ ΚΑΙ ΣΥΝΤΟΝΙΣΜΟΣ 57
2.6 Exanagkasmènec talant¸seic kai suntonismìc
Ac epistrèyoume t¸ra sto sÔsthma mzac elathrÐou kai ac exetsoume
thn perÐptwsh twn exanagkasmènwn talant¸sewn. Ac exetsoume dhlad thn

k F (t)
exÐswsh m
mx00 + cx0 + kx = F (t)
gia kpoia mh-mhdenik exÐswsh F (t). Ac jumhjoÔme ìti sto sÔsthma mzac
elathrÐou, m eÐnai h mza tou swmatidÐou, c eÐnai h apìsbesh, k apìsbeshFc(t) eÐnai kpoia
eÐnai h stajer tou elathrÐou kai
exwterik dÔnamh pou dra pnw sto swmatÐdio.
Sun jwc h exwterik dÔnamh eÐnai periodik , ìpwc pq swmatÐdia peristrefìmena ektìc kèntrou brouc, peri-
odikoÔc qouc klp. 'Otan ja anaptÔxoume teqnikèc seir¸n F ourier ja doÔme ìti sthn ousÐa mporoÔme na antimetw-
pÐsoume kje periodik sunrthsh, opoioud pote tÔpou, jewr¸ntac sunart seic thc morf c F (t) = F0 cos ω t ( sin),
me ousiastik akrib¸c ton Ðdio trìpo.
2.6.1 Exanagkasmènh kÐnhsh qwrÐc apìsbesh kai suntonismìc
Qrin aplìthtac ac exetsoume pr¸ta thn perÐptwsh qwrÐc apìsbesh ( c = 0). 'Eqoume loipìn thn exÐswsh
mx00 + kx = F0 cos ω t.
h opoÐa èqei thn ex c sumplhrwmatik lÔsh (lÔsh thc antÐstoiqhc omogenoÔc exÐswshc)
xc = C1 cos ω0 t + C2 sin ω0 t,
p
ìpou ω0 = k/m. H ω0 lègetai (gwniak ) fusik suqnìthta. EÐnai h suqnìthta sthn opoÐa to sÔsthma jèlei na
talantwjeÐ qwrÐc thn ep reia exwterik¸n paragìntwn.
Ac upojèsoume ìti ω0 6= ω , ac dokimsoume thn manteyi xp = A cos ω t kai ac lÔsoume wc proc A. Shmei¸ste ìti
den eÐnai aparaÐthto na èqoume ìro hmitìnou sthn manteyi mac mia kai sto aristerì mèroc ja èqoume oÔtwc llwc
sunhmÐtona. Fusik mporeÐ kpoioc na sumperilbei ìrouc hmitìnou sthn manteyi, oi suntelestèc ìmwc twn ìrwn
aut¸n ja apodeiqjeÐ ìti eÐnai mhdèn.
LÔnontac parìmoia (knte to san skhsh) me thn mèjodo twn aprosdiìristwn suntelest¸n kai qrhsimopoi¸ntac
thn parapnw manteyi brÐskoume ìti

F0
xp = cos ω t.
m(ω02 − ω 2 )
F0
x = C1 cos ω0 t + C2 sin ω0 t + cos ω t.
m(ω02 − ω 2 )
h opoÐa mporeÐ na dojeÐ sthn ex c morf
F0
x = C cos(ω0 t − γ) + cos ω t.
m(ω02 − ω 2 )
EÐnai dhlad upèrjesh dÔo sunhmitonoeid¸n kumtwn diaforetik¸n suqnot twn.
Pardeigma 2.6.1: 'Estw ìti
0.5x00 + 8x = 10 cos πt
0
kai ìti x(0) = 0 kai x (0) = 0. p
Ac anagnwrÐsoume tic paramètrouc pr¸ta: ω = π , ω0 = 8/0.5 = 4, F0 = 10, m = 1. 'Ara h genik lÔsh eÐnai
20
x = C1 cos 4t + C2 sin 4t + cos πt.
16 − π 2
Ac lÔsoume t¸ra wc proc C1 kai C2 qrhsimopoi¸ntac tic arqikèc sunj kec. EÐnai eÔkolo na diapist¸soume ìti
−20
C2 = 0 kai C1 = 16−π 2
. 'Ara
20
x= (cos πt − cos 4t).
16 − π 2
•
Parathr ste thn sumperifor thc lÔshc sto Sq ma 2.5 wc proc to mègisto pltoc thc. Prgmati en qrhsi-
mopoi soume thn trigwnometrik tautìthta

A−B A+B
2 sin sin = cos B − cos A
2 2
ja doÔme ìti

20 4−π 4+π
x= 2 sin t sin t .
16 − π 2 2 2
Shmei¸ste ìti to x eÐnai èna uyhl c suqnìthtac kÔma to eÔroc tou opoÐou diamorf¸netai apì èna kÔma qamhl c
suqnìthtac.
'Estw t¸ra ω0 = ω . Profan¸c, den eÐnai dunatìn h

manteyi A cos ω t se sunduasmì me thn mèjodo twn apros- 10
0 5 10 15 20
10
diìristwn suntelest¸n na mac odhg sei sthn lÔsh. Sth-
n prokeÐmenh perÐptwsh blèpoume ìti h sunrthsh cos ω t

apoteleÐ lÔsh thc antÐstoiqhc omogenoÔc exÐswshc. 'Ara,
5 5
qreizetai na dokimsoume thn sunrthsh xp = At cos ω t+
Bt sin ω t mia kai deÔterh pargwgoc thc t cos ω t emperièqei
hmÐtona. Grfoume loipìn thn exÐswsh
0 0
00 F0
2
x +ω x= cos ω t.
m
Antikajist¸ntac sto aristerì mèroc èqoume -5 -5
F0
2Bω cos ω t − 2Aω sin ω t = cos ω t.
m
-10 -10
0 5 10 15 20
F0
'Ara A = 0 kai B = 2mω . H sugkekrimènh lÔsh eÐnai
F0 20
t sin ω t kai h genik lÔsh eÐnai
2mω Σχήμα 2.5: Η γραφική παράσταση της 16−π 2 (cos πt−
cos 4t).
F0
x = C1 cos ω t + C2 sin ω t + t sin ω t.
2mω
O shmantikìc ìroc eÐnai o teleutaÐoc (h sugkekrimènh
0 5 10 15 20 lÔsh pou br kame). EÔkola blèpoume ìti o ìroc autìc
5.0 5.0
auxnetai qwrÐc ìrio ìtan t → ∞. Sthn pragmatikìthta,
F0 t −F0 t
talant¸netai metaxÔ tou kai tou . Oi pr¸toi
2mω 2mωp
dÔo talant¸netai mìnon metaxÔ twn tim¸n ± C12 + C22 , oi
2.5 2.5 opoÐec gÐnontai, ìso auxnei to t, ìlo kai mikrìterec se
sÔgkrish me tic me tic antÐstoiqec timèc talntwshc tou
teleutaÐou ìrou. Sto Sq ma 2.6 blèpoume thn grafik

0.0 0.0
parstash thc lÔshc ìtan C1 = C2 = 0 , F0 = 2 , m = 1 ,
ω = π.
O exanagkasmìc enìc sust matoc se talntwsh se
-2.5 -2.5
kpoia sugkekrimènh suqnìthta mac odhgeÐ se polÔ parx-
enec talant¸seic. AutoÔ tou eÐdouc h sumperifor onomze-
-5.0 -5.0
taisuntonismìc fusikìc suntonismìc. Kpoiec forèc o
suntonismìc bèbaia endeqomènwc na eÐnai epijumhtìc. Gi-

0 5 10 15 20
a pardeigma, JumhjeÐte ìti ta paidi xekinn thn koÔnia
thc paidik c qarc me talant¸seic mikroÔc pltouc gia na

1
Σχήμα 2.6: Η γραφική παράσταση της π t sin πt. katal xoun, auxnontc to, na suntonistoÔn se talant¸-
seic me to epijumhtì pltoc kai suqnìthta.
'Allec forèc o suntonismìc mporeÐ na eÐnai katastrofikìc. Met apì èna seismì kpoia ktÐria paramènoun sqedìn
anèpafa en¸ lla katarrèoun. Autì ofeÐletai sto gegonìc ìti diaforetik ktÐria èqoun kai diaforetikèc suqnìthtec
suntonismoÔ (jumhjeÐte bebaÐwc kai ton anlogo jrÔlo twn teiq¸n thc IeriqoÔ). Sunep¸c h melèth thc suqnìthtac
suntonismoÔc enìc sust matoc mporeÐ na eÐnai zwtik c shmasÐac.
Suqn san pardeigma katastrofikoÔ suntonismoÔ suqnìthtac anafèretai kai h katrreush thc gèfurac T acomaN arrows
stic arqèc tou 20ou ai¸na stic H.P.A.. Kti tètoio eÐnai ìmwc ljoc mia kai kpoio llo fainìmeno eÐnai to kurÐwc
§
upeÔjuno gia thn en lìgw katastrof .
2.6.2 Exanagkasmènh talntwsh me apìsbesh kai suntonismìc sthn prx-
Profan¸c sthn pragmatikìthta ta prgmata den eÐnai tìso apl ìso ta perigryame parapnw. Gia pardeigma,
uprqei apìsbesh opìte kai h exÐsws mac paÐrnei thn ex c morf
mx00 + cx0 + kx = F0 cos ω t, (2.8)
gia kpoio c > 0. 'Eqoume dh lÔsei to antÐstoiqo omogenèc prìblhma. Opìte jètoume
r
c k
p= ω0 = .
2m m
AntikajistoÔme thn exÐswsh (2.8) me thn
F0
x00 + 2px0 + ω02 x = cos ω t.
m
EÔkola brÐskoume ìti oi rÐzec tou qarakthristikoÔ poluwnÔmou tou antÐstoiqou omogenoÔc probl matoc eÐnai oi ex c
p
r1 , r2 = −p ± p2 − ω02 . H morf thc genik c lÔshc tou omogenoÔc probl matoc exarttai, ìpwc dh eÐdame, apì to
2 2 2
prìshmo tou p − ω0 , h isodÔnama apì to prìshmo tou c − 4km. Dhlad

r1 t r2 t 2
C1 e + C2 e
 if c > 4km,
−pt −pt 2
xc = C1 e + C2 te if c = 4km,
 −pt

e (C1 cos ω1 t + C2 sin ω1 t) if c2 < 4km ,
p
ìpou ω1 = ω02 − p2 . Se kje perÐptwsh parathroÔme ìti xc (t) → 0 ìtan t → ∞. Epiprìsjeta, tÐpote den
mac empodÐzei na prospaj soume na oloklhr¸soume thn epÐlush tou probl matoc qrhsimopoi¸ntac thn mèjodo twn
aprosdiìristwn suntelest¸n se sunduasmì me thn manteyi xp = A cos ω t+B sin ω t. Shmei¸ste ed¸ ìti ta parapnw
anaferjènta katastrofik senria den eÐnai pijanìn na sumboÔn sthn pragmatikìthta ìpou uprqei kpoia, èstw kai
polÔ mikr , apìsbesh pou apotrèpei ton suntonismì. Ant' autoÔ èqoume fainìmena suntonismìc kpoiou llou tÔpou
me parapl sia ennoiologÐa.
Ac antikatast soume loipìn kai ac lÔsoume wc proc A kai B. Met apì pollèc kai aniarèc prxeic èqoume
F0
(ω02 − ω 2 )B − 2ωpA sin ω t + (ω02 − ω 2 )A + 2ωpB cos ω t =

cos ω t.
m
Telik paÐrnoume
(ω02 − ω 2 )F0
A=
m(2ωp)2 + m(ω02 − ω 2 )2
2ωpF0
B= .
m(2ωp)2 + m(ω02 − ω 2 )2
√
EÔkola brÐskoume ìti mia kai C= A2 + B 2 èqoume
F0
C= p .
m (2ωp)2 + (ω02 − ω 2 )2
§ K. Billah kai R. Scanlan, Resonance, Tacoma Narrows Bridge Failure, kai Undergraduate Physics Textbooks, American
Journal of Physics, 59(2), 1991, 118–124, http://www.ketchum.org/billah/Billah-Scanlan.pdf

Sunep¸c h sugkekrimènh mac lÔsh eÐnai
(ω02 − ω 2 )F0 2ωpF0

xp = cos ω t + sin ω t
m(2ωp)2 + m(ω02 − ω 2 )2 m(2ωp)2 + m(ω02 − ω 2 )2
Enallaktik, qrhsimopoi¸ntac ton deÔtero sumbolismì èqoume pltoc talntwshc C kai metakÐnhshc fshc γ ìpou
(ìtan ω 6= ω0 )
B 2ωp
tan γ = = 2 .
A ω0 − ω 2
'Ara èqoume
F0
xp = p cos(ω t − γ).
m (2ωp) + (ω02 − ω 2 )2
2
F0
'Otan ω = ω0 blèpoume ìti A = 0, B = C = 2mωp
kai γ = π/2.
O akrib c tÔpoc thc lÔshc den èqei ìsh spoudaiìthta èqei h basik idèa apì thn opoÐa proèkuye. Den qreizetai
loipìn na apomnhmoneÔsete ton sugkekrimèno tÔpo en¸ eÐnai aparaÐthto na enjumoÔmaste thn emplekìmenec idèec.
Shmei¸ste ìti akìma kai sthn perÐptwsh pou allxei èstw kai lÐgo to dexiì mèroc tìso h morf ìso kai h sumperifor
•
thc lÔshc mporeÐ na allxei drastik. Sunep¸c den uprqei ousiastikìc lìgoc apomnhmìneushc tou sugkekrimènou
autoÔ tÔpou kai eÐnai saf¸c protimìtero na ton anapargoume kje for pou ja ton qreiastoÔme.
Gia lìgouc pou ja exhg soume se lÐgo, ac onomsoume thn lÔsh xc metabatik lÔsh kai ac thn sumbolÐsoume me
xtr . Ac onomsoume epÐshc thn xp pou br kame parapnw eustaj periodik lÔsh kai ac thn sumbolÐsoume me xsp . H
genik lÔsh tou probl matoc mac eÐnai
x = xc + xp = xtr + xsp .
Shmei¸ste ìti h xc = xtr teÐnei sto mhdèn ìtan to
0 5 10 15 20 t→∞ san ìroc pou perilambnei thn ekjetik sunrthsh
5.0 5.0
me arnhtikì ìrisma. 'Ara gia megla t, o ìroc xtr eÐnai
amelhtèoc kai ousiastik epikrateÐ mìno h xsp thn ep reia
thc opoÐac eÐnai kai to mìno pou aisjanìmaste. Shmei¸ste
2.5 2.5 epÐshc ìti h xsp den emplèkei tuqaÐec stajerèc kai oi ar-
qikèc sunj kec ephrezoun mìnon thn xtr . Autì shmaÐnei
ìti h epÐdrash twn arqik¸n sunjhk¸n ja eÐnai amelhtèa

0.0 0.0 sthn arq (gia mikrì t). Autìc eÐnai o lìgoc pou onomsame
parapnw thn en lìgw lÔsh metabatik . Ex aitÐac thc
sumperiforc aut c, mporoÔme na epikentrwjoÔme sthn eu-

-2.5 -2.5
staj periodik lÔsh kai na agno soume thn metabatik .
'Eqontac kat nou ta parapnw, parathr ste sto Sq -
ma 2.7 tic grafikèc parastseic twn lÔsewn gia diafore-

-5.0 -5.0
tikèc arqikèc sunj kec.
0 5 10 15 20 Parathr ste ìti h taqÔthta me thn opoÐa h xtr teÐnei
sto mhdèn exarttai apì to p (kai ra apì to c). 'Oso
Σχήμα 2.7: Γραφικές παραστάσεις των λύσεων pio meglo eÐnai to p ( ìso pio meglo eÐnai to c), tìso
με διαφορετικές αρχικές συνθήκες και τις εξής poio gr gora h xtr gÐnetai amelhtèa. 'Ara ìso pio mikr
παραμέτρους k = 1, m = 1, F0 = 1, c = 0.7, και eÐnai h apìsbesh, tìso megalÔterh eÐnai h the metabatik
ω = 1.1. perÐodos. To sumpèrasma autì eÐnai sÔmfwno me thn parat rhsh
ìti ìtan h c = 0, oi arqikèc sunj kec ephrezoun thn
sumperifor thc lÔshc pnta (dhlad h metabatik perÐodos eÐnai gia pnta).
Ac perigryoume t¸ra ti shmaÐnei suntonismìc ìtan uprqei apìsbesh. Mia kai den uprqoun antifseic kat thn
epÐlush me thn mèjodo twn aprosdiìristwn suntelest¸n, den uprqei ìroc o opoÐoc na teÐnei sto peiro. Ac doÔme
ìmwc poia eÐnai h mègisth tim tou pltouc thc eustajoÔc periodik c lÔshc. 'Estw C to pltoc thc talntwshc
thc xsp . En knoume thn grafik parstash tou C san sunrthsh tou ω (jewr¸ntac ìlec tic llec paramètrouc
stajerèc) mporoÔme na broÔme to mègistì tou. H tim tou ω pou antistoiqeÐ sto mègisto autì onomzetai fusik
suqnìthta suntonismoÔ. To mègisto pltoc C(ω) eÐnai gnwstì me to ìnoma fusikì pltoc suntonismoÔ. Sunep¸c
ìtan uprqei apìsbesh milme gia fusikìc suntonismìc antÐ gia aplì suntonismì. Endeiktikèc grafikèc parastseic
gia treic diaforetikèc timèc tou c dÐdontai sto Sq ma 2.8. 'Opwc eÐnai fanerì to fusikì pltoc suntonismoÔ auxnei
ìtan h apìsbesh elatt¸netai kai o fusikìc suntonismìc exafanÐzetai ìtan h apìsbesh eÐnai meglh.
0.0 0.5 1.0 1.5 2.0 2.5 3.0
2.5 2.5
2.0 2.0
1.5 1.5
1.0 1.0
0.5 0.5
0.0 0.0
0.0 0.5 1.0 1.5 2.0 2.5 3.0
Σχήμα 2.8: Η γραφική παράσταση του C(ω) που αναδεικνύει συντονισμό στην πράξη με παραμέτρους k = 1,
m = 1, F0 = 1. Η επάνω καμπύλη είναι για c = 0.4, η μεσαία για c = 0.8, και η κάτω για c = 1.6.
Gia na broÔme to mègisto prèpei pr¸ta na upologÐsoume thn pargwgo C 0 (ω) h opoÐa eÔkola brÐskoume ìti eÐnai
−4ω(2p2 + ω 2 − ω02 )F0

C 0 (ω) = 3/2 .
m (2ωp)2 + (ω02 − ω 2 )2
EÐnai bebaÐwc mhdèn ìtan ω=0 h ìtan 2p2 + ω 2 − ω02 = 0. Me lla lìgia ìtan
q
ω = ω02 − 2p2 or 0
p
Den eÐnai dÔskolo na apodeÐxoume ìti h posìthta ω02 − 2p2 eÐnai jetik ìtan h ω02 − 2p2 eÐnai h fusik suqnìthta
suntonismoÔ (eÐnai dhlad to shmeÐo ìpou h C(ω) èqei to mègistì thc, ìpou sthn perÐptwsh aut C 0 (ω) > 0 gia mikrèc
timèc tou ω ). An to ω = 0 eÐnai to mègisto tìte den uprqei ousiastik fusikìc suntonismìc mia kai upojètoume
ìti gia to sÔsthm mac èqoumc ω > 0. Sthn perÐptwsh aut to pltoc auxnei ìtan h exanagkasmènh(??) suqnìthta
elatt¸netai.
Parìmoia mporoÔme na doÔme ìti en den sumbaÐnei fusikìc suntonismìc, h suqnìthta eÐnai mikrìterh apì to ω0 .
'Oso h apìsbesh c p) elatt¸nontai, tìso h fusik suqnìthta suntonismoÔ plhsizei thn ω0 . 'Ara
(kai sunep¸c kai h
ìtan h apìsbesh eÐnai polÔ mikr , h ω0 apoteleÐ mia kal prosèggish thc suqnìthtac suntonismoÔ. H sumperifor
aut sumfwneÐ me thn parat rhsh ìti ìtan to c = 0, tìte h ω0 eÐnai h suqnìthta suntonismoÔ.
H parapnw sumperifor eÐnai poÔ pio perÐplokh en h exwterik dÔnamh den eÐnai kÔma sunhmitìnou, all gia
pardeigma eÐnai èna tetrgwno kÔma. Ja exetsoume thn perÐptwsh aut mìlic exoplistoÔme me to ergaleÐo twn
seir¸n F ourier.
2.6.3 Ask seic
2.6.1 BreÐte ènan tÔpo gia thn xsp en h exÐswsh eÐnai mx00 + cx0 + kx = F0 sin ω t. Upojèste ìti c > 0.
2.6.2 BreÐte ènan tÔpo gia thn xsp en h exÐswsh eÐnai mx00 + cx0 + kx = F0 cos ω t + F1 cos 3ω t. Upojèste ìti c > 0.
2.6.3 'Estw h exÐswshmx00 + cx0 + kx = F0 cos ω t kai èstw m > 0 kai k > 0. Jewr ste thn sunrthsh C(ω). Gia
poiec timèc tou c (lÔste wc proc m, k , kai F0 ) den ja uprqei fusikìc suntonismìc (gia poiec timèc c den uprqei
mègisto tou C(ω) ìtan ω > 0).

2.6.4 'Estw h exÐswsh mx00 + cx0 + kx = F0 cos ω t kai èstw c > 0 kai k > 0. Jewr ste thn sunrthsh C(ω). Gia
poiec timèc tou m (lÔste wc proc c, k, kai F0 ) den ja uprqei fusikìc suntonismìc (gia poiec timèc m den uprqei
mègisto tou C(ω) for ω > 0).
Keflaio 3
Sust mata SDE
3.1 Eisagwg sta sust mata SDE
Sun jwc den èqoume mìnon mia exarthmènh metablht kai mìnon mÐa diaforik exÐswsh all èna sÔsthma allhloexart¸-
menwn diaforik¸n exis¸sewn ìpou emplèkontai pollèc exarthmènec metablhtèc wc proc tic opoÐec prèpei na lÔsoume.
Sthn perÐptwsh pou to prìblhma pou meletoÔme emplèkei perissìterec apì mia exarthmènec metablhtèc, èstw tic
y1 , y2 , ..., yn mporeÐ na èqoume diaforikèc exis¸seic pou na emplèkoun tìso ìlec autèc tic metablhtèc ìso kai tic
parag¸gouc twn. Gia pardeigma, y100 = f (y10 , y20 , y1 , y2 , x). Sun jwc ìtan emplèkontai dÔo exarthmènec metablhtèc
èqoume kai dÔo exis¸seic wc ex c
y100 = f1 (y10 , y20 , y1 , y2 , x),

y200 = f2 (y10 , y20 , y1 , y2 , x),
gia kpoiec sunart seic f1 kai f2 . H parapnw duda exis¸sewn onomzetai sÔsthma diaforik¸n exis¸sewn. Gia thn
akrÐbeia, eÐnai èna sÔsthma deÔterhc txhc. Kpoiec forèc èna sÔsthma eÐnai eÔkolo na epilujeÐ arkeÐ na lÔsoume thn
mia exÐswsh wc proc thn mÐa exarthmènh metablht kai met na lÔsoume wc proc thn deÔterh.
Pardeigma 3.1.1: Jewr ste to paraktw sÔsthma pr¸thc txhc
y10 = y1 ,
y20 = y1 − y2 ,
me arqikèc sunj kec thc morf c y1 (0) = 1, y2 (0) = 2.

Shmei¸ste ìti h genik lÔsh thc pr¸thc exÐswshc eÐnai y1 = C1 ex . Antikajist¸ntac aut thn y1 sthn deÔterh
0 x
exÐswsh, aut paÐrnei thn ex c morf y2 = C1 e − y2 , h opoÐa eÐnai grammik exÐswsh pr¸thc txhc kai sunep¸c
eÔkola mporoÔme na lÔsoume wc proc y2 . Prgmati me thn mèjodo twn oloklhrwtik¸n paragìntwn èqoume
C1 2x
ex y2 = e + C2 ,
2
y2 = C1 x
2
e + C2 e−x . Sunep¸c h genik lÔsh tou sust matoc eÐnai h ex c,
y1 = C1 ex ,
C1 x
y2 = e + C2 e−x .
2
MporoÔme t¸ra na prosdiorÐsoume ta C1 kai C2 qrhsimopoi¸ntac tic arqikèc sunj kec. Antikajist¸ntac to x=0
brÐskoume ìti C1 = 1 kai C2 = 3/2.
Genik, den ja eÐmaste pnta tìso tuqeroÐ na mporoÔme na lÔsoume èna sÔsthma brÐskontac ènan ènan tou
agn¸stouc ìpwc kname parapnw, all ja qreiasteÐ na touc broÔme ìlouc mazÐ.
63
64 ΚΕΦΑΛΑΙΟ 3. ΣΥΣΤΗΜΑΤΑ ΣΔΕ
San pardeigma efarmog c, ac jewr soume kai pli sust mata mzac elathrÐou. 'Estw loipìn ìti èqoume èna
elat rio stajerc k kai topojetoÔme sta kra tou dÔo swmatÐdia mzac m1 kai m2 . MporoÔme na jewr soume ta
swmatÐdia san bagonèta ta opoÐa kinoÔntai ousiastik qwrÐc trib . 'Estw x1 h metatìpish tou enìc bagonètou kai x2
h metatìpish tou deÔterou apì thn jèsh isorropÐac. Me ton ìro jèsh isorropÐac ennooÔme thn jèsh twn swmatidÐwn
ìtan den uprqei tsh sto elat rio. Dhlad , topojetoÔme ta dÔo bagonèta kpou ètsi ¸ste na mhn uprqei kajìlou
tsh sta elat ria kai shmei¸noume tic jèseic touc san jèseic mhdèn. Dhlad , x1 = 0 dhl¸nei diaforetik jèsh sto
q¸ro apì thn jèsh pou dhl¸nei to x2 = 0. En metakin soume ta bagonèta apì thn jèsh isorropÐac tìte, epeid
to elat rio ja epimhkunjeÐ (h ja sumpiesteÐ) kat x2 − x1 , h dÔnamh pou ja askhjeÐ sto pr¸to bagonèto ja eÐnai
k(x2 − x1 ) en¸ h dÔnamh pou ja askhjeÐ sto deÔtero bagonèto ja eÐnai Ðsh kai antÐjethc kateÔjunshc. SÔmfwna me
ton deÔtero nìmo tou NeÔtwna èqoume
m1 x001 = k(x2 − x1 ),
m2 x002 = −k(x2 − x1 ).
Den eÐnai efiktì na lÔsoume to parapnw sÔsthma wc proc x1 pr¸ta. Prèpei
k
dhlad na lÔsoume tautìqrona wc proc to x1 kai to x2 ìpwc exllou kai eÐnai
anamenìmeno mia kai h kÐnhsh tou enìc bagonètou exarttai apì thn kÐnhsh tou m2 m2
llou.
Prin suzht soume to pwc ja antimetwpÐsoume to parapnw sÔsthma, ac
shmei¸soume ìti, kat kpoia ènnoia, arkeÐ na asqolhjoÔme mìnon me sust mata pr¸thc txhc. Ac jewr soume mia
diaforik exÐswsh nsthc txhc
y (n) = F (y (n−1) , . . . , y 0 , y, x).

Ac orÐsoume t¸ra tic ex c metablhtèc u1 , . . . , u n kai ac diatup¸soume to sÔsthma wc ex c
u01 = u2
u02 = u3
.
.
.
u0n−1 = un
u0n = F (un , un−1 , . . . , u2 , u1 , x).
MporoÔme t¸ra na prospaj soume na lÔsoume wc proc u1 , u2 , ..., un kai mìlic tic broÔme na gno soume' tic u2 ,
u3 ... un kai na jèsoume y = u1 . Parathr ste ìti h y aut eÐnai lÔsh thc arqik c exÐswshc.
Parìmoia eÐnai h diadikasÐa gia thn epÐlush enìc sust matoc diaforik¸n exis¸sewn uyhlìterhc txhc. MporoÔme
gia pardeigma, na metatrèyoume èna sÔsthma k diaforik¸n exis¸sewn me k agn¸stouc, ìlec txhc n, se èna sÔsthma
n×k exis¸sewn pr¸thc txhc me n×k agn¸stouc.
Pardeigma 3.1.2: Merikèc forèc mporoÔme na qrhsimopoi soume thn parapnw idèa me antÐstrofh for. Jew-
r ste to sÔsthma
x0 = 2y − x, y 0 = x,
ìpou h anexrthth metablht eÐnai h t. Jèloume na broÔme thn lÔsh pou ikanopoieÐ tic ex c arqikèc sunj kec x(0) = 1,
y(0) = 0.
ParagwgÐzontac thn pr¸th exÐswsh èqoume y 00 = x0 kai sunep¸c gnwrÐzoume thn x0 san sunrthsh twn x kai y.
00 0 0
y = x = 2y − x = 2y − y .
'Ara èqoume t¸ra thn exÐswsh y 00 + y 0 − 2y = 0 thc opoÐac thn lÔsh y = C1 e−2t + C2 et mporoÔme na broÔme eÔkola.
'Eqontac thn y mporoÔme na antikatast soume kai na upologÐsoume thn x wc ex c

x = y 0 = −2C1 e−2t + C2 et .
Ac qrhsimopoi soume t¸ra tic arqikèc sunj kec 1 = x(0) = −2C1 + C2 kai 0 = y(0) = C1 + C2 . Sunep¸c, C1 = −C2
kai 1 = 3C2 . 'Ara C1 = −1/3 kai C2 = 1/3 kai h lÔsh eÐnai h ex c
2e−2t + et −e−2t + et
x= , y= .
3 3
3.1. ΕΙΣΑΓΩΓΗ ΣΤΑ ΣΥΣΤΗΜΑΤΑ ΣΔΕ 65
3.1.1 Epibebai¸ste ìti prgmati aut eÐnai lÔsh.
To parapnw pardeigma eÐnai èna grammikì sÔsthma pr¸thc txhc. Tautìqrona eÐnai kai èna mia kai oi exis¸seic
den exart¸ntai apì thn anexrthth metablht t.

MporoÔme eÔkola knoume thn grafik parstash tou pedÐou dieujÔnsewn dianusmatikì pedÐo kje autìnomou
sust matoc. EÐnai h Ðdia grafik parstash tou pedÐou kateujÔnsewn pou sunant same prohgoumènwc, mìnon pou
t¸ra antÐ na zwgrafÐsoume se kje shmeÐo thn klÐsh thc lÔshc ja zwgrafÐsoume th kateÔjunsh (kai to mègejoc).
To prohgoÔmeno pardeigma x0 = 2y − x, y 0 = x mac dhl¸nei ìti sto shmeÐo (x, y) h kateÔjunsh sthn opoÐa ofeÐloume
na badÐsoume gia na ikanopoi soume tic exis¸seic tou sust matoc eÐnai h kateÔjunsh pou orÐzei to ex c dinusma
(2y − x, x)•. H taqÔthta me thn opoÐa prèpei na badÐsoume prèpei na eÐnai Ðsh me to mètro tou en lìgw dianÔsmatoc.
ZwgrafÐzoume loipìn to dinusma (2y − x, x) sto shmeÐo (x, y) kai knoume to Ðdio gia ìpoio shmeÐo tou xy -epipèdou
epijumoÔme. Endeqomènwc bebaÐwc na qreiasjeÐ na allxoume klÐmata sto grfhm mac en jèloume na prosjèsoume
poll shmeÐo sto Ðdio pedÐo kateujÔnsewn. DeÐte sto Sq ma 3.1.
MporoÔme t¸ra na zwgrafÐsoume thn diadrom thc lÔshc sto epÐpedo. Sugkekrimèna, upojèste ìti h lÔsh dÐdetai
apì tic x = f (t), y = g(t), opìte kai mporoÔme na epilèxoume èna disthma tou t (ac epilèxoume gia pardeigma
0 ≤ t ≤ 2) kai na zwgrafÐsoume ìla ta shmeÐa (f (t), g(t)) gia t mèsa sto disthma pou epilèxoume. H eikìna pou ja
proume me ton trìpo autì sun jwc onomzetai parstash fsewn ( parstash fshc epipèdou). Thn sugkekrimènh
kampÔlh pou paÐrnoume onomzoume troqi kampÔlh epÐlushc. MporeÐte na deÐte èna qarakthristikì pardeigma
sto Sq ma 3.2. Sto Sq ma autì h kampÔlh xekin apo to shmeÐo (1, 0) kai kineÐtai pnw sto pedÐo dieujÔnsewn gia
apìstash 2 mondec tou t. Mia kai èqoume dh lÔsei to en lìgw sÔsthma xèroume ta x(2) kai y(2). 'Eqoume loipìn
ìti x(2) ≈ 2.475 kai y(2) ≈ 2.457. To shmeÐo autì antistoiqeÐ sto nw dexi kro thc grafik c parstashc thc lÔshc
sto Sq ma.
-1 0 1 2 3 -1 0 1 2 3
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
-1 -1 -1 -1
-1 0 1 2 3 -1 0 1 2 3
Σχήμα 3.1: Το πεδίο κατευθύνσεων του συστήματος Σχήμα 3.2: Το πεδίο κατευθύνσεων του συστήματος
x0 = 2y − x, y 0 = x. x0 = 2y − x, y 0 = x με την τροχιά της λύσης που
ξεκινά από το σημείο ωιτη (1, 0) για 0 ≤ t ≤ 2.
Parathr ste thn omoiìthta twn parapnw sqhmtwn me aut pou sunant same gia ta autìnoma sust mata miac
distashc. FantasteÐte t¸ra pìso pio perÐploka ja gÐnoun ta prgmata en prosjèsoume akìma mia distash.
Shmei¸ste epÐshc ìti mporoÔme na zwgrafÐsoume parastseic fsewn kai troqi¸n sto xy -epÐpedo akìma kai gia mh
autìnoma sust mata. Sthn perÐptwsh aut ìmwc den mporoÔme na zwgrafÐsoume pedÐa dieujÔnsewn, mia kai ta en lìgw
pedÐa allzoun ìtan to t allzei. MporoÔme bebaÐwc na èqoume gia kje t kai èna diaforetikì pedÐo dieujÔnsewn.
3.1.1 Ask seic
3.1.2 BreÐte thn genik lÔsh tou sust matoc x01 = x2 − x1 + t, x02 = x2 .

3.1.3 BreÐte thn genik lÔsh tou sust matoc x01 = 3x1 − x2 + et , x02 = x1 .
3.1.4 Gryte thn exÐswsh ay 00 + by 0 + cy = f (x) san èna sÔsthma SDE pr¸thc txhc.
3.1.5 Gryte tic exis¸seic x00 + y 2 y 0 − x3 = sin(t), y 00 + (x0 + y 0 )2 − x = 0 san èna sÔsthma SDE pr¸thc txhc.
3.2. ΓΡΑΜΜΙΚΑ ΣΥΣΤΗΜΑΤΑ ΣΔΕ 67
3.2 Grammik sust mata SDE
Prin xekin sete thn melèth thc paragrfou aut c eÐnai anagkaÐo na knete mia sÔntomh epanlhyh thc Grammik c
'Algebrac. Ja qreiasjeÐte kpoia basik stoiqeÐa ìpwc pollaplasiasmìc pinkwn, orÐzousec kai idiotimèc.
Ac asqolhjoÔme pr¸ta me sunart seic dianusmtwn kai pinkwn. Autèc den eÐnai tÐpote parapnw par dianÔsmata
kai pÐnakec ta stoiqeÐa twn opoÐwn exart¸ntai apì kpoia metablht h opoÐa ac upojèsoume ìti eÐnai h t. Tìte mia
dinusma sunart sewn ~
x(t) eÐnai kti pou èqei thn ex c morf
 
x1 (t)
 x2 (t) 
x(t) =  .  .
~
 
 .. 
xn (t)
Parìmoia ènac pÐnakac sunart sewn eÐnai kti pou èqei thn ex c morf
···
 
a11 (t) a12 (t) a1n (t)
 a21 (t) a22 (t) ··· a2n (t) 
A(t) =  . .
 
. . .
 .. .
.
.
.
.
.

an1 (t) an2 (t) ··· ann (t)
H pargwgoc A0 (t)
dA
dt
eÐnai kai aut ènac pÐnakac sunart sewn o opoÐoc sthn ij sth jèsh èqei thn sunrthsh a0ij (t).
Gia tic pÐnakec sunart sewn isqÔoun oi Ðdioi kanìnec parag¸gishc me autoÔc twn sumbatik¸n sunart sewn.
Dhlad gia kje pÐnakec sunart sewn A kai B, gia kje stajerì pragmatikì arijmì c kai gia kje sumbatikì
stajerì pÐnaka C isqÔoun (upojètoume ìti oi diastseic twn pinkwn eÐnai sunepeÐc me tic prxeic kai tic isìthtec
bebaÐwc) oi tautìthtec
(A + B)0 = A0 + B 0
(AB)0 = A0 B + AB 0
(cA)0 = cA0
(CA)0 = CA0
(AC)0 = A0 C
'Ena grammikì sÔsthma SDE pr¸thc txhc eÐnai èna sÔsthma to opoÐo mporeÐ na grafjeÐ wc ex c
x 0 (t) = P (t)~
~ x(t) + f~(t).
P eÐnai ènac pÐnakac sunart sewn, kai ~

x kai f~ eÐnai dianÔsmata sunart sewn. Suqn ja apokrÔptoume thn exrthsh
apì to t kai ja grfoume ~ x + f~.

x 0 = P~ H lÔsh eÐnai profan¸c èna dinusma sunart sewn ~
x to opoÐo ikanopoieÐ to
sÔsthma.
Gia pardeigma oi exis¸seic
x01 = 2tx1 + et x2 + t2 ,
x1
x02 = − x2 + et ,
t
mporoÔn na grafoÔn sthn morf
et
2
2t t
x0 =
~ ~
x+ t .
1/t −1 e
Ja epikentrwjoÔme kurÐwc se exis¸seic oi opoÐec den eÐnai mìnon grammikèc, all kai me stajeroÔc suntelestèc.
Dhlad , o pÐnakac P eÐnai ènac sumbatikìc pÐnakac kai stoiqeÐa pragmatikoÔc arijmoÔc kai den exarttai apì to t.
'Otan f~ = ~0 (to mhdenikì dinusma), tìte lème ìti to sÔsthma eÐnai omogenèc. H arq thc upèrjeshc isqÔei kai
gia omogen grammik sust mata ìpwc akrib¸c isqÔei kai gia mia mìno omogen exÐswsh.
Je¸rhma 3.2.1 (Upèrjesh). 'Estw x 0 = P~

~ x èna grammikì omogenèc sÔsthma SDE. 'Estw ìti ~
x1 , . . . , ~
xn eÐnai n
lÔseic thc exÐswsh, tìte h
~
x = c1 ~ x2 + · · · + cn ~
x1 + c2 ~ xn , (3.1)
eÐnai epÐshc lÔsh. An epiprìsjeta, eÐnai èna sÔsthma n exis¸sewn ( P eÐnai n × n), kai ta ~
x1 , . . . , ~xn eÐnai grammik
anexrthta, tìte kje lÔsh mporeÐ na grafjeÐ sthn morf thc exÐswshc (3.1).
H ènnoia thc grammik anexarthsÐa sunart sewn me dianÔsmata eÐnai ousiastik h Ðdia me aut twn sumbatik¸n
dianusmtwn me stoiqeÐa pragmatikoÔc arijmoÔc. Dhlad , ta dianÔsmata ~

x1 , . . . , ~
xn eÐnai grammik anexrthta an kai
mìnon an h
c1 ~
x1 + c2 ~ xn = ~0
x2 + · · · + cn ~
èqei mìnon mia lÔsh, thn c1 = c2 = · · · = cn = 0.
O grammikìc sunduasmìc c1 ~
x1 + c2 ~x2 + · · · + cn ~
xn mporeÐ pnta na grafjeÐ sthn morf
X(t) ~c,
ìpou X(t) eÐnai ènac pÐnakac me st lec ta dianÔsmata ~

x1 , . . . , ~
xn , kai ìpou ~c eÐnai to sthlo-dinusma me stoiqeÐa
c1 , . . . , cn . O X(t) onomzetai jemeli¸dhc pÐnakac, jemeli¸dhc pÐnakac epÐlushc.
MporoÔme na lÔsoume èna sÔsthma omogen¸n grammik¸n exis¸sewn pr¸thc txhc me thn Ðdia praktik pou qrhsi-
mopoi same gia mia mình exÐswsh tou Ðdiou tÔpou.
Je¸rhma 3.2.2. En ~ x + f~

x 0 = P~ eÐnai èna grammikì sÔsthma SDE kai en ~
xp mia opoiad pote sugkekrimènh
lÔsh tou, tìte kje lÔsh tou mporeÐ na grafjeÐ sthn morf
~
x=~
xc + ~
xp ,
ìpou ~xc eÐnai mia lÔsh thc antÐstoiqhc omogenoÔc exÐswshc ( x 0 = P~

~ x).
Sunep¸c h diadikasÐa eÐnai Ðdia me prohgoumènwc. BrÐskoume mia sugkekrimènh lÔsh thc mh-omogenoÔc exÐswshc,
met brÐskoume mia genik lÔsh thc antÐstoiqhc omogenoÔc exÐswshc kai tèloc prosjètoume tic dÔo autèc lÔseic.
'Estw ìti èqoume brei thn ex c genik lÔsh ~ x + f~

x 0 = P~ kai jèloume na broÔme thn lÔsh pou ikanopoieÐ kpoiec
arqikèc sunj kec thc morf c x(t0 ) = ~b

~ ìpou ~
b kpoio stajerì dinusma. 'Estw epÐshc ìti to X(t) eÐnai o jemeli¸dhc
pÐnakac epÐlushc thc antÐstoiqhc omogenoÔc exÐswshc (dhlad oi st lec tou X eÐnai lÔseic). Tìte h genik lÔsh èqei
thn ex c morf
~
x(t) = X(t)~c + xp (t).
AkoloÔjwc prèpei na broÔme èna dinusma ~c tètoio ¸ste
~b = ~
x(t0 ) = X(t0 )~c + xp (t0 ).
Me lla lìgia prèpei na lÔsoume to ex c mh-omogenèc sÔsthma grammik¸n algebrik¸n exis¸sewn
X(t0 )~c = ~b − xp (t0 )
wc proc ~c.
Pardeigma 3.2.1: Sto §3.1 lÔsame to ex c sÔsthma
x01 = x1 ,
x02 = x1 − x2 .
me arqikèc sunj kec x1 (0) = 1, x2 (0) = 2.

Mia kai prìkeitai gia èna omogenèc sÔsthma, èqoume f~ = ~0. Grfoume to sÔsthm mac wc ex c

1 0 1
x0 =
~ ~
x, ~
x(0) = .
1 −1 2
3.2. ΓΡΑΜΜΙΚΑ ΣΥΣΤΗΜΑΤΑ ΣΔΕ 69
Br kame ìti h genik lÔsh eÐnai h x1 = c1 et kai x2 = c1 t

2
e + c2 e−t . 'Ara se morf pinkwn, o jemeli¸dhc pÐnakac
epÐlushc eÐnai o ex c
et

0
X(t) = .
1 t
2
e e−t
Den eÐnai dÔskolo na doÔme ìti oi st lec tou pÐnaka autoÔ eÐnai grammik anexrthtec.
Sunep¸c gia na lÔsoume to prìblhma arqik¸n tim¸n prèpei na lÔsoume thn exÐswsh
X(0)~c = ~b,
me lla lìgia,

0 1
1
~c = 1 .
1 2
2
1
Met apì mia apl prxh metaxÔ twn gramm¸n brÐskoume ìti ~ c = 3/2 . 'Ara h lÔsh mac eÐnai
t
et

e 0 1
~
x(t) = X(t)~c = 1 t −t 3 = 1 t 3 −t .
2
e e 2 2
e + 2e
EÐnai ìpwc blèpoume Ðdia me thn lÔsh pou dh br kame parapnw.
3.2.1 Ask seic
3.2.1 Gryte to sÔsthma x01 = 2x1 − 3tx2 + sin t, x02 = et x1 + 3x2 + cos t sthn morf ~ x + f~(t).
x 0 = P (t)~
x 0 = [ 13 31 ] ~
1 −2t
3.2.2 a) epibebai¸ste ìti to sÔsthma ~ x èqei dÔo lÔseic [ 11 ] e4t kai −1 e . b) D¸ste thn genik lÔsh.
c) D¸ste thn genik lÔsh sthn morf x1 =?, x2 =? (dhlad d¸ste thn morf kje stoiqeÐou thc lÔshc).
t
1 t
3.2.3 Epibebai¸ste ìti ta [ 1
1 ] e kai −1 e eÐnai grammik anexrthta. Upìdeixh: Antikatast ste to t = 0.
h1i h 1 i h 1 i
t t 2t
3.2.4 Epibebai¸ste ìti ta 1 e , −1 e kai −1 e eÐnai grammik anexrthta. Upìdeixh: Prèpei profan¸c na
0 1 1
drsete poio èxupna apì ìti sthn prohgoÔmenh skhsh.
h i
t t3

3.2.5 Epibebai¸ste ìti ta
t2
kai eÐnai grammik anexrthta.
t4
3.3 Mèjodoc idiotim¸n
Sthn pargrafo aut ja mjoume p¸c ja mporoÔme na lÔnoume grammik omogen sust mata SDE me stajeroÔc
suntelestèc qrhsimopoi¸ntac thn mèjodo twn idiotim¸n. 'Estw to ex c grammikì omogenèc sÔsthma
x 0 = P~
~ x.
Ac prospaj soume na epekteÐnoume thn mèjodo pou dh qrhsimopoi same gia mia exÐswsh stajer¸n suntelest¸n
qrhsimopoi¸ntac thn manteyi eλt . Epeid ìmwc to ~

x eÐnai dinusma, eÐnai logikì na protim soume thn ex c manteyi
~v eλt , ìpou ~v eÐnai èna opoiod pote stajerì dinusma. Thn antikajistoÔme loipìn sthn exÐswsh kai èqoume
λ~v eλt = P ~v eλt .
DiairoÔme me eλt kai parathroÔme ìti prèpei na broÔme èna arijmì λ kai èna dinusma ~v tètoia ¸ste na ikanopoioÔn
thn exÐswsh
λ~v = P ~v .
Gia na lÔsoume to parapnw prìblhma ja qreiasjoÔme merik basik stoiqeÐa grammik c lgebra.
3.3.1 Idiotimèc kai idiodianÔsmata pinkwn
'Estw o tetragwnikìc kai stajerìc pÐnakac A. 'Estw epÐshc ìti uprqei ènac arijmìc λ kai èna mh mhdenikì dinusma
~v tètoia ¸ste
A~v = λ~v .
Onomzoume to en lìgw λ idiotim tou pÐnaka A kai to ~v to idiodinusma pou antistoiqeÐ sto λ.
Pardeigma 3.3.1: O pÐnakac [ 20 11 ] èqei mia idiotim λ=2 to opoÐo antistoiqeÐ sto ex c idiodinusma [ 10 ] epeid

2 1 1 2 1
= =2 .
0 1 0 0 0
Ac xanagryoume thn parapnw exÐswsh sthn ex c morf
(A − λI)~v = ~0.
ParathroÔme ìti uprqei mh-mhdenik lÔsh ~v mìnon ìtan o pÐnakac A − λI eÐnai mh-antistrèyimoc. En tan antistrèy-
imoc ja mporoÔsame na èqoume (A − λI)−1 (A − λI)~v = (A − λI)−1~0 to opoÐo sunepagetai ìti ~v = ~0. 'Ara o A èqei to
λ idiotim an kai mìnon an to λ eÐnai lÔsh thc exÐswshc
det(A − λI) = 0.
Shmei¸ste ìti h parapnw exÐswsh shmaÐnei ìti mporoÔme na broÔme mia idiotim qwrÐc na prèpei aparaÐthta na
upologÐsoume to antÐstoiqo idiodinusma to opoÐo mporoÔme na upologÐsoume argìtera, afoÔ èqoume dh upologÐsei
to λ pr¸ta.
h2 1 1i
Pardeigma 3.3.2: BreÐte ìlec tic idiotimèc tou pÐnaka 1 2 0 .
0 0 2
'Eqoume
     
2 1 1 1 0 0 2−λ 1 1
det 1 2 0 − λ 0 1 0 = det  1 2−λ 0  =
0 0 2 0 0 1 0 0 2−λ
= (2 − λ)2 ((2 − λ)2 − 1) = −(λ − 1)(λ − 2)(λ − 3).
kai sunep¸c oi idiotimèc eÐnai oi λ = 1, λ = 2, kai λ = 3.

3.3. ΜΕΘΟΔΟΣ ΙΔΙΟΤΙΜΩΝ 71
Shmei¸ste ìti gia ènan n×n pÐnaka, to polu¸numo det(A − λI) eÐnai bajmoÔ n, kai sunep¸c ja èqoume genik n
idiotimèc.
Gia na broÔme to idiodinusma pou antistoiqeÐ sto λ, qrhsimopoioÔme thn exÐswsh
(A − λI)~v = ~0,
kai kai lÔnoume gia èna mh-mhdenikì dinusma ~v . An to λ eÐnai prgmati idiotim tìte kti tètoio eÐnai pnta efiktì.
h2 1 1i
Pardeigma 3.3.3: BreÐte to idiodinusma pou antistoiqeÐ sthn idiotim λ=3 tou pÐnaka 1 2 0 .
0 0 2
'Eqoume
        
2 1 1 1 0 0 v1 −1 1 1 v1
(A − λI)~v = 1 2 0  − 3 0 1 0 v2  =  1 −1 0  v2  = ~0.
0 0 2 0 0 1 v3 0 0 −1 v3
LÔnontac to parapnw sÔsthma brÐskoume ìti v1 − v2 = 0, v3 = 0, ìpou h v2 eÐnai mia eleÔjerh metablht . MporoÔme
h1i
na epilèxoume mia opoiad pote tim gia to v2 kai na jèsoume v1 = v2 kai fusik v3 = 0. Gia pardeigma, ~v = 1 . Ac
0
dokimsoume:
      
2 1 1 1 3 1
1 2 0 1 = 3 = 3 1 .
0 0 2 0 0 0
EÐnai loipìn swstì.
3.3.1(eÔkolh) EÐnai ta idiodianÔsmata monadik? MporeÐte na breÐte èna diaforetikì apì autì pou br kate parapnw
idiodinusma gia thn idiotim λ = 3? Uprqei kpoia sqèsh metaxÔ twn dÔo aut¸n dianusmtwn?
3.3.2 H mèjodoc twn idiotim¸n me pragmatikèc idiotimèc qwrÐc pollaplìth-
ta
Jewr ste thn exÐswsh
x 0 = P~
~ x.
BrÐskoume tic idiotimèc λ1 , λ2 , . . . , λn tou pÐnaka P, kai ta antÐstoiqa idiodianÔasmata ~v1 , ~v2 , . . . , ~vn . Parathr ste
t¸ra ìti oi sunart seic ~v1 eλ1 t , ~v2 eλ2 t , ..., ~vn eλn t eÐnai lÔseic thc exÐswshc kai sunep¸c h x = c1~v1 eλ1 t + c2~v2 eλ2 t +
~
· · · + cn~vn eλn t eÐnai mia lÔsh.
Je¸rhma 3.3.1. 'Estw x 0 = P~

~ x. An P eÐnai ènac n×n pÐnakac o opoÐoc èqei n diaforetikèc metaxÔ touc pragmatikèc
idiotimèc, λ1 , ..., λn tìte uprqoun n grammik anexrthta antÐstoiqa idiodianÔsmata ~v1 , . . . , ~vn , kai h genik lÔsh
thc SDE mporeÐ na grafjeÐ wc ex c
x = c1~v1 eλ1 t + c2~v2 eλ2 t + · · · + cn~vn eλn t .

~
Pardeigma 3.3.4: BreÐte thn genik lÔsh tou sust matoc
 
2 1 1
x 0 = 1
~ 2 0 ~x.
0 0 2
h'Eqoume dh brei ìti oi idiotimèc eÐnai oi 1, 2, 3. Br kame ìti to idiodinusma pou antistoiqeÐ sthn idiotim 3 eÐnai
1
1
i h i
to 1 . Parìmoia mporoÔme na broÔme ìti to idiodinusma pou antistoiqeÐ sthn idiotim 1 eÐnai to −1 en¸ autì pou
0 h 0 i 0
antistoiqeÐ sthn idiotim 2 eÐnai to 1 (elègxte to san skhsh). 'Ara h genik lÔsh mac eÐnai
−1
et + e3t
      
1 0 1
x = −1 et +  1  e2t + 1 e3t = −et + e2t + e3t  .
~
0 −1 0 −e2t
3.3.2 Epibebai¸ste ìti h parapnw prgmati apoteleÐ lÔsh tou sust matoc.
ShmeÐwsh: En gryoume mia grammik omogen exÐswsh nsthc txhc me stajeroÔc suntelestèc san èna sÔsthma
exis¸sewn pr¸thc txhc (ìpwc dh kname sthn pargrafo §3.1) tìte h exÐswsh idiotim¸n
det(P − λI) = 0.
eÐnai ousiastik to Ðdio me thn qarakthristik exÐswsh pou sunant same stic paragrfouc §2.2 kai §2.3.
3.3.3 Migadikèc idiotimèc
'Enac pÐnakac mporeÐ na èqei migadikèc idiotimèc akìma kai sthn perÐptwsh pou ìla ta stoiqeÐa tou eÐnai pragmatikoÐ
arijmoÐ. Gia pardeigma ac jewr soume to sÔsthma

0 1 1
~
x = ~
x.
−1 1
1 1

Ac upologÐsoume tic idiotimèc tou pÐnaka P = −1 1 .

1−λ 1
det(P − λI) = det = (1 − λ)2 + 1 = λ2 − 2λ + 2 = 0.
−1 1−λ
SumperaÐnoume loipìn ìti λ = 1 ± i. Ta antÐstoiqa idiodianÔsmata eÐnai bebaÐwc kai aut migadik
(P − (1 − i)I)~v = ~0,

i 1
~v = ~0.
−1 i
Profan¸c apì tic dÔo exis¸seic iv1 + v2 = 0 kai −v1 + iv2 = 0 ja epilèxoume na lÔsoume mìnon thn mÐa (h llh
eÐnai pollaplsi thc). En epiprìsjeta epilèxoume gia pardeigma, v2 = 1ja katal xoume sto idiodinusma ~v = [ 1i ].
−i
Parìmoia brÐskoume ìti sthn idiotim 1+i antistoiqeÐ to idiodinusma
1 .
MporoÔme loipìn na gryoume thn lÔsh wc ex c
c1 ie(1−i)t − c2 ie(1+i)t

i (1−i)t −i (1+i)t
~
x = c1 e + c2 e = .
1 1 c1 e(1−i)t + c2 e(1+i)t 1
T¸ra ìmwc prèpei na yxoume gia poÐec migadikèc timèc twn c1 kai c2 ikanopoioÔntai oi arqikèc sunj kec. Ja m-
poroÔsame na qrhsimopoi soume thn praktik pou basÐzetai ston tÔpo tou Euler kai thn opoÐa sunant same parapnw
all ac ergastoÔme kpwc pio èxupna pr¸ta.
MporoÔme na isqurisjoÔme ìti den qreizetai na asqolhjoÔme me to deÔtero idiodinusma (oÔte me thn deÔterh
idiotim ) mia kai ìlec oi migadikèc idiotimèc (enìc pragmatikoÔ pÐnaka) sunantiìntai se zeÔgh suzug¸n. MporeÐte en
Jèlete na apodeÐxete thn endiafèrousa aut idiìthta san skhsh.

z+z̄
Pr¸ta ac jumhjoÔme ìti mporoÔme na upologÐsoume to pragmatikì mèroc enìc migadikoÔ arijmoÔ z wc ex c
2
,
ìpou h gramm pnw apì ton z shmaÐnei a + ib = a − ib. 'Etsi paÐrnoume ton suzug migadikì arijmì tou z. Shmei¸ste
ìti gia kje pragmatikì arijmì a èqoume ìti ā = a. Parìmoia mporoÔme na proume ton suzug dianusmtwn kai
pinkwn. En o P eÐnai pragmatikìc tìte P = P . Shmei¸ste epÐshc ìti P ~x=P~ x = P~x
(P − λI)~v = (P − λ̄I)~v .
Sunep¸c an to ~v eÐnai èna idiodinusma pou antistoiqeÐ sthn idiotim a + ib, tìte to ~v eÐnai èna idiodinusma pou
antistoiqeÐ sthn idiotim a − ib.

Ac upojèsoume t¸ra ìti a + ib eÐnai mia migadik idiotim tou P h opoÐa antistoiqeÐ sto idiodinusma ~v opìte kai
èqoume ìti h
x1 = ~v e(a+ib)t
~
0
eÐnai mia lÔsh (me migadikèc timèc) tou ~
x = P~
x. Tìte parathr ste ìti kai h ea+ib = ea−ib kai sunep¸c kai h
~ x1 = ~v e(a−ib)t
x2 = ~
3.3. ΜΕΘΟΔΟΣ ΙΔΙΟΤΙΜΩΝ 73
eÐnai epÐshc lÔsh. H sunrthsh
~
x1 + ~
x1 ~
x1 + ~
x2
~ x1 = Re ~v e(a+ib)t =
x3 = Re ~ =
2 2
z−z̄
eÐnai kai aut lÔsh kai mlista me pragmatikèc timèc. Parìmoia mia kai to Im z = 2i
eÐnai to fantastikì mèroc h
x1 − ~
~ x2
~
x4 = Im ~
x1 = .
2i
eÐnai mia lÔsh pragmatik¸n tim¸n epÐshc. EÔkola mporoÔme na diapist¸soume ìti oi ~
x3 kai ~
x4 eÐnai grammik anexrtht-
ec.
Epistrèfontac t¸ra sto prìblhm mac èqoume

t
ie cos t − et sin t

i (1−i)t i
et cos t + iet sin t = t

~
x1 = e = .
1 1 e cos t + iet sin t
EÐnai eÔkolo na diapist¸soume ìti oi
−et sin t

Re ~
x1 = t ,
e cos t
t
e cos t
Im ~
x1 = t ,
e sin t
eÐnai oi lÔseic pou yqnoume.
−et sin t
t
−c1 et sin t + c2 et cos t

e cos t
~
x = c1 + c 2 = .
et cos t et sin t c1 et cos t + c2 et sin t
'Otan ta c1 kai c2 eÐnai pragmatikoÐ arijmoÐ tìte h lÔsh aut èqei pragmatikèc timèc. MporoÔme t¸ra na lÔsoume wc
proc opoiesd pote arqikèc sunj kec mac dojoÔn wc ex c.
'Otan èqoume migadikèc idiotimèc tìte autèc èrqontai se suzug zeÔgh. Epilègoume mia apì autèc, èstw thn
λ = a + ib kai brÐskoume to antÐstoiqo idiodinusma ~v . Shmei¸ste ìti ta Re ~v e(a+ib)t kai Im ~v e(a+ib)t eÐnai epÐshc
lÔseic thc exÐswshc kai mlista grammik anexrthta metaxÔ touc kai me pedÐo tim¸n touc pragmatikoÔc. SuneqÐzoume
thn diadikasÐa epilègontac to èna apì to epìmeno zeÔgoc twn migadik¸n idiotim¸n thn epìmenh pragmatik idiotim kai
upologÐzw ta antÐstoiqa idiodianÔsmata. Me ton trìpo autì oi n diaforetikèc metaxÔ touc (pragmatikèc migadikèc)
idiotimèc ja mac odhg soun se n grammik anexrthtec lÔseic.
MporoÔme loipìn t¸ra na broÔme genikèc lÔseic me pedÐo tim¸n touc pragmatikoÔc kje omogenoÔc sust matoc tou
opoÐou o pÐnakac èqei diaforetikèc metaxÔ touc idiotimèc. H perÐptwsh pou uprqoun idiotimèc kpoiac pollaplìthtac
eÐnai pio perÐplokh kai me aut n ja asqolhjoÔme sthn pargrafo §3.6.
3.3.4 Ask seic
1
h i
3.3.3 'Estw o 3×3 pÐnakac A me mia idiotim 3 kai antÐstoiqo idiodinusma ~v = −1 . BreÐte to A~v .
3
3.3.4 a) BreÐte thn genik lÔsh tou sust matoc x01 = 2x1 , x02 = 3x2 qrhsimopoi¸ntac thn mèjodo twn idiotim¸n
0
(gryte pr¸ta to sÔsthma sthn morf ~
x = A~
x). b) LÔste to sÔsthma lÔnontac thn kje exÐswsh mình thc kai
sugkrÐnatè thn genik lÔsh pou ja breÐte me ton trìpo autì me aut pou br kate parapnw.
3.3.5 BreÐte thn genik lÔsh tou sust matoc x01 = 3x1 + x2 , x02 = 2x1 + 4x2 qrhsimopoi¸ntac thn mèjodo twn
idiotim¸n.
3.3.6 BreÐte thn genik lÔsh tou sust matoc x01 = x1 − 2x2 , x02 = 2x1 + x2 qrhsimopoi¸ntac thn mèjodo twn
idiotim¸n. Prospaj ste ètsi ¸ste h lÔsh sac na mhn sumperilambnei migadik ekjetik.
9 −2 −6
h i
3.3.7 a) BreÐte tic idiotimèc kai ta idiodianÔsmata tou pÐnaka A = −8 3 6 . b) BreÐte thn genik lÔsh tou
10 −2 −6
0
sust matoc ~x = A~
x.
h −2 −1 −1 i
3.3.8 BreÐte tic idiotimèc kai ta idiodianÔsmata tou pÐnaka 3 2 1 .
−3 −1 0
3.4 Sust mata dÔo diastsewn kai ta dianusmatik pedÐa

touc
Ac epikentrwjoÔme gia lÐgo se omogen sust mata sto epÐpedo. Sugkekrimèna ac exetsoume thn morf twn dianus-
matik¸n pedÐwn kai thn exrths touc apì tic idiotimèc. 'Eqoume loipìn ènan 2×2 pÐnaka P kai to ex c sÔsthma
0
x x
=P . (3.2)
y y
Ac doÔme pwc mporoÔme, me bsh tic idiotimèc kai ta idiodianÔsmata tou pÐnaka, na anakalÔyoume optik pwc moizei
to dianusmatikì pedÐo.
PerÐptwsh 1. Upojètoume ìti oi idiotimèc eÐnai prag-

-3 -2 -1 0 1 2 3 matikèc kai jetikèc. Ac broÔme tic dÔo idiotimèc kai ac
3 3
knoume thn grafik touc parstash. Gia pardeigma, ac
jewr soume ton ex c pÐnaka [ 10 12 ]. Oi idiotimèc eÐnai 1 kai 2

2 2
kai ta antÐstoiqa idiodianÔsmata eÐnai ta [ 10 ] kai [ 11 ]. DeÐte
to Sq ma 3.3.
1 1 Ac upojèsoume t¸ra ìti ta x kai y eÐnai suneujeiak me
thn gramm pou orÐzei èna idiodinusma ~v kpoiac idiotim c
0 0 λ. Dhlad èqoume [ xy ] = a~v gia kpoio arijmì a. Tìte
èqoume
-1 -1 0
x x
=P = P (a~v ) = a(P ~v ) = aλ~v .
y y
-2 -2
H pargwgoc loipìn eÐnai pollaplsio tou ~v kai sunep¸c
-3 -3 kajorÐzetai se meglo bajmì apì to ~v . 'Otan λ > 0, h

-3 -2 -1 0 1 2 3
dieÔjunsh thc parag¸gou tautÐzetai me thn dieÔjunsh tou
~v ìtan to a eÐnai jetikì, en¸ ìtan eÐnai arnhtikì h dieÔ-

Σχήμα 3.3: Τα ιδιοδιανύσματα του P .
junsh eÐnai akrib¸c antÐjeth. Ac qrhsimopoi soume bèl-
h gia na parast soume tic kateujÔnseic. DeÐte to Sq -
ma 3.4 sthn paroÔsa selÐda.
Sumplhr¸noume to sq ma prosjètontac merik akìma bèlh kai prosjètontac thn grafik parstash merik¸n
lÔsewn. DeÐte to Sq ma 3.5 sthn epìmenh selÐda. Parathr ste ìti h eikìna faÐnetai san na uprqei mia phg apì
thn opoÐa xephdn bèlh. Gia ton lìgo autì onomzoume to tÔpo autì thc grafik c parstashc phg merikèc forèc
astaj kìmboastaj c kìmboc.
PerÐptwsh 2. 'Estw t¸ra ìti kai oi dÔo idiotimèc eÐnai arnhtikèc. Gia pardeigma, ac jewr soume ton pÐnaka
−1 −1
thc perÐptwshc 1 me allagmèna ìla tou ta prìshma, 0 −2 . Oi idiotimèc tou eÐnai −1 kai −2 kai ta antÐstoiqa
idiodianÔsmata eÐnai ta Ðdia, dhlad [ 10 ] kai [ 11 ]. Tìso oi upologismoÐ mac ìso kai oi eikìnec eÐnai parìmoiec me thn
perÐptwsh 1. H mình diafor eÐnai to ìti oi idiotimèc eÐnai arnhtikèc kai sunep¸c h for twn bel¸n èqei antistrafeÐ.
PaÐrnoume loipìn thn eikìna tou Sq matoc 3.6 sthn paroÔsa selÐda. Kje tètoiou eÐdouc eikìna thn onomzoume
katabìjra h merikèc forèc eustaj kìmboeustaj c kìmboc.
1 1

PerÐptwsh 3. 'Estw ìti mia idiotim eÐnai jetik kai h llh arnhtik , ìpwc gia pardeigma o pÐnakac 0 −2
1

opoÐoc èqei idiotimèc 1 kai −2 kai antÐstoiqa idiodianÔsmata ta Ðdia me parapnw, dhlad [ 10 ] kai −3 . Antistrè-
foume loipìn ta bèlh se mia gramm (aut pou antistoiqeÐ sthn arnhtik idiotim ) kai paÐrnoume thn eikìna tou
Sq matoc 3.7 sthn epìmenh selÐda. Eikìnec autoÔ tou eÐdouc onomzontai sagmatik shmeÐasagmatikì shmeÐo.
Stic epìmenec treic peript¸seic ja upojèsoume ìti oi idiotimèc eÐnai migadikèc. BebaÐwc stic peript¸seic autèc kai
ta idiodianÔsmata eÐnai migadik kai sunep¸c den ja mporèsoume na knoume thn grafik touc parstash sto epÐpedo.
PerÐptwsh 4. Upojètoume ìti oi idiotimèc eÐnai fantastikèc, dhlad èqoun thn morf ±ib. 'Estw loipìn o pÐnakac
0 1 1
1

P = −4 0 oi idiotimèc tou opoÐou eÐnai ±2i kai ta idiodianÔsmata [ 2i ] kai −2i . Ac jewr soume thn idiotim 2i kai
3.4. ΣΥΣΤΗΜΑΤΑ ΔΥΟ ΔΙΑΣΤΑΣΕΩΝ ΚΑΙ ΤΑ ΔΙΑΝΥΣΜΑΤΙΚΑ ΠΕΔΙΑ ΤΟΥΣ 75
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
-1 -1 -1 -1
-2 -2 -2 -2
-3 -3 -3 -3
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
Σχήμα 3.4: Τα ιδιοδιανύσματα του P με τις κατευ- Σχήμα 3.5: Παράδειγμα διανυσματικού πεδίου πηγής
θύνσεις. μαζί με τα ιδιοδιανύσματα και τις λύσεις.
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
-1 -1 -1 -1
-2 -2 -2 -2
-3 -3 -3 -3
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
Σχήμα 3.6: Παράδειγμα διανυσματικού πεδίου Σχήμα 3.7: Παράδειγμα διανυσματικού πεδίου σαγ-
καταβόθρας μαζί με τα ιδιοδιανύσματα και τις λύσεις. ματικού σημείου μαζί με τα ιδιοδιανύσματα και τις λύ-
σεις.
to idiodinusm thc
1
[ 2i ] kai shmei¸ste ìti to pragmatikì kai fantastikì mèroc thc ~v ei2t eÐnai

1 i2t cos 2t
Re e = ,
2i −2 sin 2t

1 i2t sin 2t
Im e = .
2i 2 cos 2t
MporoÔme bebaÐwc na proume ìpoio grammikì sunduasmì touc jèloume. Ton poiìn sugkekrimèna apì autoÔc ja
epilèxoume ja mac to kajorÐsoun oi arqikèc sunj kec. Gia pardeigma, to pragmatikì mèroc eÐnai mia parametrik
exÐswsh èlleiyhc ìpwc kai to fantastikì mèroc kai sunep¸c kje grammikìc sunduasmìc touc. Den eÐnai dÔskolo
na suneidhtopoi soume ìti ta parapnw isqÔoun genik gia thn perÐptwsh pou èqoume kajar fantastikèc idiotimèc
opìte kai lème ìti èqoume lÔseic elleiptik¸n (dianusmatik¸n pedÐwn). O tÔpoc autìc thc eikìnac suqn lègete
kèntro. DeÐte to Sq ma 3.8.
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
-1 -1 -1 -1
-2 -2 -2 -2
-3 -3 -3 -3
-3 -2 -1 0 1 2 3 -3 -2 -1 0 1 2 3
Σχήμα 3.8: Παράδειγμα διανυσματικού πεδίου κέν- Σχήμα 3.9: Παράδειγμα διανυσματικού πεδίου
τρου. σπειροειδούς πηγής.
PerÐptwsh 5. 'Estw t¸ra ìti oi idiotimèc èqoun jetikì pragmatikì mèroc. 'Estw loipìn ìti oi idiotimèc eÐnai
1 1 a ± ib
gia kpoio a > 0. Gia pardeigma, èstw o pÐnakac P = −4 1 oi idiotimèc tou opoÐou eÐnai 1 ± 2i kai ta idiodianÔsmata
1
1
1
eÐnai [ 2i ] kai −2i . PaÐrnoume thn idiotim 1 + 2i kai to idiodinusma [ 2i ] kai shmei¸noume ìti ta pragmatik kai
fantastik mèrh thc ~v e(1+2i)t eÐnai

1 (1+2i)t cos 2t
Re e = et ,
2i −2 sin 2t

1 (1+2i)t sin 2t
Im e = et .
2i 2 cos 2t
Parathr ste to et sthn arq thc lÔshc. Autì shmaÐnei ìti oi lÔseic auxnoun se mègejoc speiroeid¸c ìso apo-
makrÔnontai apì thn arq twn axìnwn. Sunep¸c èqoume mia speiroeid phg speiroeid c phg . DeÐte to Sq ma 3.9.
PerÐptwsh 6. Tèloc ac jewr soume thn perÐptwsh twn migadik¸n idiotim¸n me arnhtikì akèraio mèroc. Dhlad
−1 −1
ja èqoume idiotimèc thc morf c
−a
1
± ib gia kpoio
1
a > 0. Gia pardeigma èstw o pÐnakac P =
1
4 −1 oi idiotimèc tou
−1 ± 2i kai ta idiodianÔsmata −2i kai [ 2i ]. PaÐrnoume thn idiotim −1 − 2i kai to idiodinusma [ 2i ] kai to pragmatikì
kai fantastikì mèroc thc ~ v e(1+2i)t ta opoÐa eÐnai

1 (−1−2i)t −t cos 2t
Re e =e ,
2i 2 sin 2t

1 (−1−2i)t − sin 2t
Im e = e−t .
2i 2 cos 2t
Parathr ste to e−t sthn arq thc lÔshc. Autì shmaÐnei ìti oi lÔseic elatt¸noun to mègejìc touc ìso apomakrÔnon-
tai speiroeid¸c apì thn arq twn axìnwn. 'Ara èqoume mia speiroeid katabìjraspeiroeid c katabìjra. DeÐte to
Sq ma 3.10 sthn paroÔsa selÐda.
Ac sunoyÐsoume thn sumperifor twn grammik¸n omogen¸n disdistatwn susthmtwn ston ex c PÐnaka 3.1.
3.4.1 Ask seic
3.4.1 jewr ste thn ex c exÐswsh enìc sust matoc mzac elathrÐou mx00 + cx0 + kx = 0, me m > 0, c ≥ 0 kai
k > 0. a) Metatrèyte thn exÐswsh aut se sÔsthma exis¸sewn pr¸thc txhc. b) KajorÐste thn sumperifor tou
3.4. ΣΥΣΤΗΜΑΤΑ ΔΥΟ ΔΙΑΣΤΑΣΕΩΝ ΚΑΙ ΤΑ ΔΙΑΝΥΣΜΑΤΙΚΑ ΠΕΔΙΑ ΤΟΥΣ 77
-3 -2 -1 0 1 2 3
3 3
2 2
1 1
0 0
-1 -1
-2 -2
-3 -3
-3 -2 -1 0 1 2 3
Σχήμα 3.10: Παράδειγμα διανυσματικού πεδίου σπειροειδούς καταβόθρας.
Ιδιοτιμές Συμπεριφορά
Πραγματικές και αμφότερες θετικές πηγή / ασταθής κόμβος
Πραγματικές και αμφότερες αρνητικές καταβόθρα / ευσταθής κόμβος
Πραγματικές και με αντίθετα πρόσημα σαγματικό
Καθαρά φανταστικές ςεντερ ποιντ / έλλειψη
Μιγαδικές με θετικό ακέραιο μέρος σπειροειδής πηγή
Μιγαδικές με αρνητικό ακέραιο μέρος σπειροειδής καταβόθρα
Πίνακας 3.1: Σύνοψη της συμπεριφοράς γραμμικών ομογενών δισδιάστατων συστημάτων.
sust matoc gia diaforetikèc timèc twn m, c, k. c) MporeÐte na exhg sete, me bsh thn fusik sac antÐlhyh, giatÐ
emfanÐzontai ìlec ta diaforetik eÐdh twn sumperifor¸n thc lÔshc sto en lìgw sÔsthma?
3.4.2 MporeÐte na anakalÔyete ti sumbaÐnei sthn perÐptwsh pou P = [ 10 11 ] ìpou èqoume mia dipl idiotim kai mìnon
èna idiodinusma? Pwc ja moizei h antÐstoiqh eikìna?
3.4.3 MporeÐte na anakalÔyete ti sumbaÐnei sthn perÐptwsh pou P = [ 11 11 ]. Se poia apì tic gnwstèc eikìnec antis-
toiqeÐ?
3.5 Sust mata deÔterhc txhc kai efarmogèc
3.5.1 Sust mata mzac elathrÐou qwrÐc ustèrhsh
Parìlo pou ìpwc èqoume anafèrei, sun jwc exetzoume sust mata pr¸thc txhc mìnon, merikèc forèc eÐnai idiaÐtera
apotelesmatikì na meletoÔme fainìmena ìpwc akrib¸c emfanÐzontai sthn prxh kai ta opoÐa endeqomènwc na eÐnai
deÔterhc txhc. Gia pardeigma, èstw ìti èqoume 3 swmatÐdia sundedemèna me elat ria metaxÔ dÔo toÐqwn. Profan¸c
to pl joc twn swmatidÐwn (kai twn elathrÐwn) na eÐnai polÔ megalÔtero all qrin aplìthtac ac perioristoÔme sta
3. Ac upojèsoume epÐshc ìti h trib eÐnai amelhtèa, dhlad èqoume èna sÔsthma qwrÐc ustèrhsh. 'Estw epÐshc ìti
ta swmatÐdia èqoun mza m1 , m2 , kai m3 kai ta elat ria èqoun stajerèc k1 , k2 , k3 , kai k4 . 'Estw tèloc ìti x1 eÐnai
h metatìpish tou pr¸tou swmatidÐou apì thn jèsh isorropÐac en¸ ta x2 kai x3 eÐnai oi metatìpishc tou deÔterou
kai trÐtou swmatidÐou. Ac jewr soume ìpwc sunhjÐzoume, ìti h kÐnhsh proc ta dexi antistoiqeÐ se jetikèc timèc
metatìpishc (ìso to x1 auxnei tìso to pr¸to swmatÐdio metakineÐtai dexi). DeÐte to Sq ma 3.11.
k1 k2 k3 k4
m1 m2 m3
Σχήμα 3.11: Σύστημα σωματιδίων με ελατήρια.
To aplì autì sÔsthma emfanÐzetai se aprosdìkhta Ðswc pollèc efarmogèc me parxeno trìpo. 'Iswc autì na
ofeÐletai sto ìti o kìsmoc mac apoteleÐtai ousiastik apì peira to pl joc mikr allhlepidr¸nta swmatÐdia
tm mata Ôlhc.
Ac epikentrwjoÔme se exis¸seic pou aforoÔn sust mata tri¸n swmatidÐwn. Me bsh ton nìmo tou Hooke èqoume
ìti h dÔnamh pou efarmìzei èna elat rio se kpoio swmatÐdio isoÔtai me to ginìmeno thc stajerc tou elathrÐou epÐ
thn metatìpis tou. Me bsh ton deÔtero nìmo tou NeÔtwna deÔtero nìmo tou NeÔtwna h dÔnamh isoÔtai me thn mza
epÐ thn epitqunsh. Sunep¸c, en ajroÐsoume tic dunmeic pou askoÔntai se kje swmatÐdio, prosèqontac na bloume
to swstì prìshmo se kje ìro anloga me thn kateÔjunsh sthn opoÐa dra h dÔnamh, katal goume sto ex c sÔsthma
exis¸sewn.
m1 x001 = −k1 x1 + k2 (x2 − x1 ) = −(k1 + k2 )x1 + k2 x2 ,

m2 x002 = −k2 (x2 − x1 ) + k3 (x3 − x2 ) = k2 x1 − (k2 + k3 )x2 + k3 x3 ,
m3 x003 = −k3 (x3 − x2 ) − k4 x3 = k3 x2 − (k3 + k4 )x3 .
Ac orÐsoume touc pÐnakec
   
m1 0 0 −(k1 + k2 ) k2 0
M = 0 m2 0  kai K= k2 −(k2 + k3 ) k3 
0 0 m3 0 k3 −(k3 + k4 )
kai ac gryoume tic parapnw exis¸seic sthn ex c morf
x 00 = K~
M~ x.
Sto shmeÐo autì ja mporoÔsame na eisaggoume 3 nèec metablhtèc kai na katal xoume se èna sÔsthma 6 exis¸sewn
pr¸thc txhc. MporoÔme na isqurisjoÔme ìti to nèo sÔsthma eÐnai pio aplì na epilujeÐ sugkrinìmeno me to arqikì
sÔsthma deÔterhc txhc. Ac onomsoume to ~

x dinusma metatìpishc, to M pÐnaka mzac, kai to K pÐnaka akamyÐac.
3.5.1 Epanalbate thn parapnw diadikasÐa (breÐte touc pÐnakec M kai K) gia 4 swmatÐdia kai gia 5 swmatÐdia kai
perigryte thn perÐptwsh twn n swmatidÐwn?
O antÐstrofoc tou pÐnaka M eÐnai o

1
0 0
 
m1
−1 1
M = 0 m2
0 
1
0 0 m3
3.5. ΣΥΣΤΗΜΑΤΑ ΔΕΥΤΕΡΗΣ ΤΑΞΗΣ ΚΑΙ ΕΦΑΡΜΟΓΕΣ 79
opìte jètontac A = M −1 K èqoume to sÔsthma sthn ex c morf x 00 = M −1 K~

~ x, sthn ex c
x 00 = A~
~ x.
Poll sust mata tou pragmatikoÔ kìsmou mac mporoÔn na montelopoihjoÔn me aut thn exÐswsh. Gia lìgouc aploÔs-
teushc, ja asqolhjoÔme mìno me probl mata maz¸n-elathrÐwn. Ac prospajoÔme mia lÔsh thc morf c
x = ~v eαt .
~
Gia thn manteyi mac aut n èqoume, x 00 = α2~v eαt .

~ Antikajist¸ntac èqoume ìti
α2~v eαt = A~v eαt .
Diair¸ntac me eαt èqoume α2~v = A~v . Sunep¸c mia idiotim tou A eÐnai α2 kai to antÐstoiqo idiodinusma eÐnai ~v kai
ra br kame mia lÔsh.
Sto pardeigm mac, ìpwc kai se pollèc llec peript¸seic, o prokÔpton pÐnakac A èqei arnhtikèc pragmatikèc
idiotimèc (mazÐ endeqomènwc me mia mhdenik idiotim ). Ac melet soume loipìn mìnon thn perÐptwsh aut ed¸. 'Otan
mia idiotim λ eÐnai arnhtik , shmaÐnei ìti to α2 = λ eÐnai arnhtikì. Sunep¸c uprqei kpoioc pragmatikìc arijmìc ω
2
tètoioc ¸ste −ω = λ. Tìte α = ±iω . kai h lÔsh pou mantèyame eÐnai
~
x = ~v (cos ω t + i sin ω t).
PaÐrnontac pragmatik kai fantastik mèrh (shmei¸ste ìti to ~v eÐnai pragmatikì), brÐskoume ìti ta ~v cos ω t kai
~v sin ω t eÐnai grammik anexrthtec lÔseic.
En mia idiotim eÐnai mhdèn, tìte ta ~v kai ~v t eÐnai epÐshc lÔseic en to ~v eÐnai to antÐstoiqo idiodinusma.
3.5.2 DeÐxte ìti an o pÐnakac A èqei mia mhdenik tim me ~v to antÐstoiqo idiodinusma, tìte to ~
x = ~v (a + bt) eÐnai
lÔsh tou ~x 00 = A~
x ìpou a kai b eÐnai tuqaÐec stajerèc.
Je¸rhma 3.5.1. 'Estw o n × n pÐnakac A o opoÐoc èqei n diaforetikèc metaxÔ touc arnhtikèc idiotimèc tic opoÐec
sumbolÐzoume me −ω12 > −ω22 > · · · > −ωn2 , en¸ ta antÐstoiqa idiodianÔmat touc me ~v1 , ~v2 , . . . , ~vn . An o A eÐnai
antistrèyimoc (opìte kai èqoume ìti ω1 > 0), tìte
n
X
~
x(t) = ~vi (ai cos ωi t + bi sin ωi t),
i=1
eÐnai h genik lÔsh tou
x 00 = A~
~ x,
gia kpoiec stajerèc ai kai bi . An o A èqei mia mhdenik idiotim , dhlad ω1 = 0 , en¸ ìlec oi llec idiotimèc eÐnai
arnhtikèc kai diaforetikèc metaxÔ touc tìte h genik lÔsh èqei thn ex c morf
n
X
~
x(t) = ~v1 (a1 + b1 t) + ~vi (ai cos ωi t + bi sin ωi t).
i=2
Shmei¸ste ìti mporoÔme na qrhsimopoi soume to parapnw je¸rhma gia na broÔme thn genik lÔsh problhmtwn
ìpwc aut pou perigryame sthn eisagwg aut c thc paragrfou, akìma kai sthn perÐptwsh pou kpoia apì ta
swmatÐdia /kai kpoia apì ta elat ria den uprqoun. Gia pardeigma, ìtan mac dojeÐ ìti èqoume 2 swmatÐdia me 2
elat ria, apl paÐrnoume mìnon tic exis¸seic pou analogoÔn sta swmatÐdia kai jètoume Ðsec me mhdèn ìlec tic stajerèc
twn elathrÐwn pou den uprqoun.

k1 k2
m1 m2
Σχήμα 3.12: Σύστημα μάζας ελατηρίου.
3.5.2 ParadeÐgmata
Pardeigma 3.5.1: 'Estw ìti èqoume to sÔsthma pou perigrfetai sto Sq ma 3.12, ìpou m1 = 2, m2 = 1, k1 = 4,
kai ìpou k2 = 2 .
Oi exis¸seic pou dièpoun to sÔsthma eÐnai oi ex c

2 0 00 −(4 + 2) 2
~
x = ~
x,
0 1 2 −2

−3 1
x 00 =
~ ~
x.
2 −2
1

Oi idiotimèc tou A eÐnai λ = −1, −4 (skhsh) kai ta idiodianÔsmata [ 12 ] kai −1 antÐstoiqa (llh skhsh).
Me bsh to parapnw je¸rhma èqoume ìti ω1 = 1 ω2 = 2. Sunep¸c h genik lÔsh

kai eÐnai

1 1
~
x= (a1 cos t + b1 sin t) + (a2 cos 2t + b2 sin 2t) .
2 −1
Oi dÔo ìroi thc lÔshc paristoÔn tic dÔo fusikoÔc trìpouc talntwshc kai oi dÔo (gwniakèc) suqnìthtec eÐnai oi
. H grafik parstash twn dÔo aut¸n ìrwn dÐdetai sto Sq ma 3.13.
0.0 2.5 5.0 7.5 10.0 0.0 2.5 5.0 7.5 10.0
2 2 1.0 1.0
1 1 0.5 0.5
0 0 0.0 0.0
-1 -1 -0.5 -0.5
-2 -2 -1.0 -1.0
0.0 2.5 5.0 7.5 10.0 0.0 2.5 5.0 7.5 10.0
Σχήμα 3.13: Οι δύο τρόποι ταλάντωσης ενός συστήματος μάζας ελατηρίου. Στα αριστερά τα σωματίδια κινούνται
στην ίδια κατεύθυνση ενώ στα δεξιά σε αντίθετη κατεύθυνση.
Ac diatup¸soume thn exÐswsh wc ex c

1 1
~
x= c1 cos(t − α2 ) + c cos(2t − α1 ).
2 −1 2
O pr¸toc ìroc,

1 c1 cos(t − α1 )
c1 cos(t − α1 ) = ,
2 2c1 cos(t − α1 )
analogeÐ sthn perÐptwsh pou ta swmatÐdia kinoÔntai sugqronismèna sthn Ðdia kateÔjunsh. O deÔteroc ìroc,

1 c2 cos(2t − α2 )
c2 cos(2t − α2 ) = ,
−1 −c2 cos(2t − α2 )
analogeÐ sthn perÐptwsh pou ta swmatÐdia kinoÔntai sugqronismèna all se antÐjetec kateujÔnseic.
H genik lÔsh eÐnai ènac sunduasmìc twn dÔo aut¸n ìrwn. Dhlad , h arqikèc sunj kec kajorÐzoun to pltoc
kai thn diafor fshc tou kje ìrou.
Pardeigma 3.5.2: Ac doÔme t¸ra èna llo pardeigma ìpou èqoume dÔo bagonèta. To èna èqei mza 2 kg kai
taxideÔei me taqÔthta 3 m/c proc to deÔtero to opoÐo èqei mza 1 kg. Sto deÔtero bagonèto uprqei ènac profulakt rac
o opoÐoc aposbaÐnei bebaÐwc thn sÔgkroush kai tautìqrona ta sundèei (en¸nei ta dÔo bagonèta) kai met ta af nei na
kinhjoÔn eleÔjera. O profulakt rac mporeÐ na jewrhjeÐ san èna elat rio stajerc k = 2 N/m. To deÔtero bagonèto
apèqei apì ènan toÐqo 10 mètra. DeÐte to Sq ma 3.14.
k
m1 m2
10 mètra
Σχήμα 3.14: Σύγκρουση δύο βαγονέτων.
MporoÔme na jèsoume difora erwt mata. Se pìso qrìno met thn ènws touc ta bagonèta ja sugkroustoÔn
ston toÐqo? Poia ja eÐnai h taqÔthta tou deÔterou bagonètou ìtan ja sugkrousteÐ ston toÐqo?
Ac kataskeusoume to sÔsthma pr¸ta. Ac upojèsoume ìti ta bagonèta en¸nontai thn qronik stigm t = 0.
'Estw x1 h sunrthsh pou mac dÐnei thn apomkrunsh tou pr¸tou swmatidÐou apì thn jèsh pou eÐqe thn qronik
stigm t = 0, kai èstw x2 h sunrthsh pou mac dÐnei thn apomkrunsh tou deÔterou swmatidÐou apì thn arqik jèsh
tou. EÐnai safèc ìti h sÔgkroush ja epèljei akrib¸c ìtan x2 (t) = 10. Gia thn qronik stigm t thc sÔgkroushc, h
taqÔthta bebaÐwc eÐnai x02 (t). To sÔsthma sumperifèretai akrib¸c ìpwc sumperiferìtan to sÔsthma tou prohgoumènou
paradeÐgmatoc qwrÐc ìmwc to k1 . 'Ara h exÐswsh eÐnai

2 0 00 −2 2
~
x = ~
x.
0 1 2 −2

−1 1
x 00 =
~ ~
x.
2 −2
Den eÐnai dÔskolo na upologÐsoume ìti oi idiotimèc tou pÐnaka
1
√ 0 kai −3 (skhsh) en¸ ta idiodianÔsmata
A eÐnai
eÐnai [ 11 ] kai −2 antÐstoiqa (llh skhsh). Shmei¸noume ìti ω2 = 3 kai qrhsimopoioÔme to deÔtero mèroc tou
jewr matoc gia na broÔme ìti h genik lÔsh eÐnai
√ √

1 1
~x = (a1 + b1 t) + a2 cos 3 t + b2 sin 3 t =
1 −2
√ √
a1 + b1 t + a2 cos √3 t + b2 sin √3t
=
a1 + b1 t − 2a2 cos 3 t − 2b2 sin 3 t
Ac efarmìsoume t¸ra tic arqikèc sunj kec. Ta bagonèta xekinne apì to shmeÐo 0 dhlad x1 (0) = 0 kai x2 (0) = 0.
To pr¸to taxideÔei me taqÔthta 3 m/c, ra x01 (0) = 3 kai to deÔtero xekin qwrÐc arqik taqÔthta, dhlad x02 (0) = 0.
Oi pr¸tec sunj kec mac dÐnoun ìti

~0 = ~ a1 + a2
x(0) = .
a1 − 2a2
Den eÐnai dÔskolo na diapist¸soume ìti to parapnw mac dÐnei a1 = a2 = 0. AntikajistoÔme tic timèc autèc twn a1
kai a2 kai paragwgÐzoume gia na proume ìti
√ √
0 b1 + √3 b2 cos √3 t
~
x (t) = .
b1 − 2 3 b2 cos 3 t
'Ara
√
3 b1 + √3 b2
x0 (0) =
=~ .
0 b1 − 2 3 b2
Den eÐnai dÔskolo na broÔme lÔnontac thn parapnw ìti b1 = 2 kai b2 = √1 . 'Ara h jèsh twn bagonètwn eÐnai (mèqri
3
na sugkrousjoÔn ston toÐqo)
" √ #
2t + √1 sin 3 t
~
x= 3 √ .
2t − √2 sin 3 t
3
Shmei¸ste pwc h parousÐa thc mhdenik c idiotim c eÐqe san apotèlesma ènan ìro pou perièqei to t. Autì shmaÐnei ìti
ta bagonèta ja taxideÔoun sthn jetik kateÔjunsh ìso o qrìnoc auxnei, prgma to opoÐo anamènoume bebaÐwc.
Autì pou pragmatik mac endiafèrei eÐnai h deÔterh èkfrash, aut pou afor to
√ x2 . 'Eqoume ìti x2 (t) = 2t −
2
√
3
sin 3 t. DeÐte sto Sq ma 3.15 thn grafik parstash tou x2 wc proc ton qrìno.
0 1 2 3 4 5 6
12.5 12.5
10.0 10.0
7.5 7.5
5.0 5.0
2.5 2.5
0.0 0.0
0 1 2 3 4 5 6
Σχήμα 3.15: Η θέση του δεύτερου βαγονέτου σαν συνάρτηση του χρόνου (αγνοώντας τον τοίχο).
Parathr¸ntac to grfhma mporoÔme na doÔme ìti h sÔgkroush ja epèljei se perÐpou 5 deuterìlepta met thn
√
qronik stigm mhdèn. Prgmati en lÔsoume thn exÐswsh 10 = x2 (t) = 2t− √23 sin 3 t ja broÔme ìti tsÔgkroush ≈ 5.22
0
√
'Oson afor thn taqÔthta èqoume ìti x2 = 2 − 2 cos 3 t. Thn stigm thc sÔgkroushc (5.22 deuterìlepta apì thn
0
stigm t = 0) brÐskoume ìti x2 (timpact ) ≈ 3.85.
√
Epiprìsjeta parathroÔme ìti h mègisth dunat taqÔthta isoÔtai me thn mègisth tim thc parstashc 2−2 cos 3 t,
dhlad me 4. Sunep¸c h sÔgkroush gÐnetai me sqedìn thn mègisth taqÔthta.
Ac upojèsoume t¸ra ìti èqoume thn dunatìthta na apomakrÔnoume to deÔtero bagonèto apì ton toÐqo ( na
plhsisoume ston toÐqo) qwrÐc ìmwc na mporoÔme na apofÔgoume thn epaf me to pr¸to bagonèto. MporoÔme
na apofÔgoume thn sÔgkroush me ton toÐqo metakin¸ntac to bagonèto? Pìso prèpei na to metakin soume gia na
katafèroume kti tètoio?
Parathr¸ntac to Sq ma 3.15, blèpoume èna plat¸ metaxÔ twn qronik¸n stigm¸n t=3 kai t = 4. EkeÐ uprqei
èna shmeÐo sto opoÐo h taqÔthta eÐnai mhdèn. Gia na broÔme autì to shmeÐo prèpei na lÔsoume thn exÐswsh x02 (t) = 0.
√ 2π √

Dhlad cos 3 t = 1 opìte èqoume t = √
3
, 4π3 , . . . . Antikajist¸ntac thn pr¸th tim paÐrnoume x2 2π
√
3
= 4π
√
3
≈ 7.26.
'Ara h asfal s apìstash eÐnai perÐpou 7,30 mètra apì ton toÐqo.
Aut bebaÐwc eÐnai kai h mikrìterh asfal c apìstash mia kai en antikatast soume tic upìloipèc timèc tou t gia
tic opoÐec br kame ìti antistoiqoÔn se x02 (t) = 0 kai llec asfaleÐc apostseic ìpwc h √
8π
3
≈ 14.51. BebaÐwc kai
h t=0 gia thn opoÐa èqoume x2 = 0 kti pou antistoiqeÐ sthn perÐptwsh pou to deÔtero bagonèto akoumpei ston
toÐqo.
3.5.3 Exanagkasmènec Talant¸seic
Telei¸nontac ac asqolhjoÔme me thn perÐptwsh twn exanagkasmènwn talant¸sewn. 'Estw loipìn ìti to sÔsthm mac
eÐnai to ex c
x 00 = A~
~ ~ cos ω t.
x+F (3.3)
Dhlad èqoume prosjèsei sto sÔsthma mia periodik dÔnamh sthn kateÔjunsh tou dianÔsmatoc ~.
F
Profan¸c arkeÐ na broÔme mia sugkekrimènh lÔsh ~
xp tou parapnw mh omogenoÔc probl matoc thn opoÐa prosjè-
tontac sthn genik lÔsh ~

xc tou omogenoÔc probl matoc ja proume thn genik lÔsh tou parapnw mh-omogenoÔc
probl matoc (3.3). An upojèsoume ìti to ω den eÐnai Ðso me kpoia apì tic fusikèc suqnìthtec tou x 00 = A~
~ x, tìte
mporoÔme na mantèyoume ìti
~
xp = ~c cos ω t,
ìpou ~c eÐnai kpoio gnwsto stajerì dinusma. Parathr ste ìti h manteyi mac den perièqei hmÐtono mia kai h exÐsws
mac emplèkei mìnon thn deÔterh pargwgo. En upologÐsoume to ~c èqoume brei thn ~
xp . Sthn ousÐa loipìn èqoume thn
mèjodo twn aprosdiìristwn suntelest¸n gia sust mata. ParagwgÐzoume dÔo forèc thn ~
xp kai èqoume
xp 00 = −ω 2~c cos ω t.
~
AntikajistoÔme t¸ra sthn exÐswsh

~ cos ω t
−ω 2~c cos ω t = A~c cos ω t + F
ApaleÐfontac to sunhmÐtono èqoume
~.
(A + ω 2 I)~c = −F
Opìte
~c = (A + ω 2 I)−1 (−F
~ ).
Profan¸c prèpei na upojèsoume ìti o pÐnakac (A + ω 2 I) = (A − (−ω 2 )I) eÐnai antistrèyimoc. O en lìgw pÐnakac
2
eÐnai antistrèyimoc an kai mìnon an kami idiotim tou A den eÐnai Ðsh me −ω . Autì sumbaÐnei an kai mìnon an to ω
den eÐnai mia fusik suqnìthta tou sust matoc.
Pardeigma 3.5.3: Ac jewr soume to pardeigma tou Sq matoc 3.12 sth selÐda 80 me tic Ðdiec ìpwc kai pro-
hgoumènwc paramètrouc, dhlad : m1 = 2, m2 = 1, k1 = 4, kai k2 = 2. Upojètoume t¸ra ìti èqoume epiprìsjeta kai
mia dÔnamh 2 cos 3t h opoÐa dra sto deÔtero bagonèto.
H exÐswsh loipìn eÐnai h ex c

00 −3 1 0
~
x = ~
x+ cos 3t.
2 −2 2
'Opwc èqoume dh dei lÔnontac to analogoÔn omogenèc prìblhma h sumplhrwmatik lÔsh eÐnai

1 1
~
xc = (a1 cos t + b1 sin t) + (a2 cos 2t + b2 sin 2t) .
2 −1
ParathroÔme ìti mia kai oi fusikèc suqnìthtec eÐnai 1 kai 2 kai bebaÐwc den eÐnai Ðsec me thn exwterik suqnìthta
h opoÐa isoÔtai me 3, mporoÔme na dokimsoume thn ~c cos 3t. ParagwgÐzontac kai antikajist¸ntac katal goume sto
ex c grammikì algebrikì sÔsthma

~
(A + ω 2 I)~c = −F
Dhlad
" # ! " # " #
−3 1 2 6 1 0
+3 I ~c = ~c = .
2 −2 2 7 −2
LÔnontac to parapnw sÔsthma paÐrnoume
" #
1
20
~c = −3
.
10
EÔkola t¸ra katal goume sthn paraktw genik lÔsh thc exÐswshc x 00 = A~

~ ~ cos ω t
x+F
" # " # " #
1
1 1 20
~
x=~
xc + ~
xp = (a1 cos t + b1 sin t) + (a2 cos 2t + b2 sin 2t) + −3
cos 3t.
2 −1 10
Oi stajerèc a1 , a2 , b1 , kai b2 ja prosdioristoÔn bebaÐwc qrhsimopoi¸ntac tic arqikèc sunj kec tou sust matoc.
An to ω sumpèsei me mia fusik suqnìthta tou sust matoc tìte èqoume to fainìmeno tou suntonismoÔsuntonismìc
epeid ja prèpei na prospaj soume mia sugkekrimènh lÔsh thc morf c (upojètontac ìti ìlec oi idiotimèc tou pÐnaka
twn suntelest¸n eÐnai diaforetikèc metaxÔ touc)
xp = ~c t sin ω t + d~ cos ω t.
~
Shmei¸ste ìti ìso to t auxnei tìso kai to pltoc talntwshc thc lÔshc aut c auxnei, qwrÐc kanèna ìrio.
3.5.4 Ask seic
3.5.3 BreÐte mia sugkekrimènh lÔsh tou sust matoc

−3 1 0
x 00 =
~ ~
x+ cos 2t.
2 −2 2
3.5.4 Jewr ste to pardeigma tou Sq matoc 3.12 sth selÐda 80 me tic Ðdiec timèc twn paramètrwn ìpwc kai pro-
hgoumènwc: m1 = 2, k1 = 4, kai k2 = 2 , ektìc apì thn m2 thn tim thc opoÐac den gnwrÐzoume. 'Estw ìti h dÔnamh
cos 5t dra sto pr¸to swmatÐdio. BreÐte mia tim thc m2 tètoia ¸ste na uprqei sugkekrimènh lÔsh gia thn opoÐa to
pr¸to swmatÐdio paramènei akÐnhto.
ShmeÐwsh: H parapnw idèa eÐnai gnwst me ton ìro dunamik apìsbesh. Sthn prxh bebaÐwc pnta uprqei mia
èstw kai mikr apìsbesh h opoÐa ja akinhtopoi sei to pr¸to swmatÐdio se kje perÐptwsh, endeqomènwc met apì
arket meglo qronikì disthma.
3.5.5 Ac jewr soume to pardeigma 3.5.2 sth selÐda 81, upojètontac t¸ra ìti thn stigm thc emplok c twn dÔo
bagonètwn to deÔtero bagonèto kineÐtai proc ta arister me taqÔthta 3 m/c. a) BreÐte thn sumperifor tou sust matoc
met thn emplok . b) Ja sugkrousjeÐ to deÔtero bagonèto ston toÐqo ìso pern o kairìc ja apomakrÔnetai apì
autìn? g) Me poia taqÔthta prèpei na kineÐtai to pr¸to ìqhma ètsi ¸ste to sÔsthma na parameÐnei akÐnhto met thn
emplok twn dÔo oqhmtwn?
3.5.6 Ac jewr soume to pardeigma tou Sq matoc 3.12 sth selÐda 80 me paramètrouc m1 = m2 = 1, k1 = k2 = 1.

Uprqei sunduasmìc arqik¸n sunjhk¸n gia ton opoÐo to pr¸to ìqhma kineÐtai en¸ to deÔtero paramènei akÐnhto? En
uprqei breÐte ton kai en den uprqei exhg ste giatÐ sumbaÐnei autì.
3.6. ΙΔΙΟΤΙΜΕΣ ΜΕ ΠΟΛΛΑΠΛΟΤΗΤΑ 85
3.6 Idiotimèc me pollaplìthta
MporeÐ fusik na tÔqei ì pÐnakc mac na èqei idiotimèc pou epanalambnontai. Dhlad , h qarakthristik exÐswsh
det(A − λI) = 0 mporeÐ na èqei epanalambanìmenec rÐzec. 'Opwc dh anafèrame, kti tètoio eÐnai mllon apÐjano
na sumbeÐ gia kpoion tuqaÐo pÐnaka. En diatarxoume lÐgo ton pÐnaka A (en dhlad allxoume lÐgo ta stoiqeÐa
tou A) ja proume ènan pÐnaka me diaforetikèc metaxÔ touc idiotimèc. 'Opwc kai se kje sÔsthma ìmwc, jèloume na
elègxoume ti ja mporoÔse na sumbeÐ se oriakèc katastseic, anexrthta apì to gegonìc ìti stic katastseic autèc
bebaÐwc mìnon asumptwtik plhsizoume.
3.6.1 Gewmetrik pollaplìthta
Jewr ste ton ex c diag¸nio pÐnaka

3 0
A= .
0 3
o opoÐoc profan¸c èqei idiotim 3 me pollaplìthta 2. Sun jwc onomzoume thn pollaplìthta twn idiotim¸n miac
qarakthristik c exÐswshc algebrik pollaplìthta. Sthn perÐptwsh pou exetzoume t¸ra uprqoun dÔo grammik
anexrthta idiodianÔsmata, ta [ 10 ] kai [ 01 ]. Autì shmaÐnei ìti h onomazìmenh gewmetrik pollaplìthta tic idiotim c
aut c eÐnai 2.
Se ìsa apì ta parapnw jewr mata apaitoÔsame o pÐnakac na èqei n diaforetikèc metaxÔ touc idiotimèc, ousiastik
jèlame na èqoume n grammik anexrthta idiodianÔsmata. Gia pardeigma, to sÔsthma x 0 = A~
~ x èqei thn ex c genik
lÔsh

1 3t 0 3t
~
x = c1 e + c2 e .
0 1
Ac epanadiatup¸soume to je¸rhma pou afor pragmatikèc idiotimèc. Sto paraktw je¸rhma ja epanalambnoume
kje idiotim ìsec forèc eÐnai h (algebrik ) pollaplìtht thc. Dhlad gia ton parapnw pÐnaka A ja lème ìti èqei
idiotimèc to 3 kai to 3.
Je¸rhma 3.6.1. 'Estw x 0 = P~

~ x. An P eÐnai èna n × n pÐnakac o opoÐoc èqei tic ex c n pragmatikèc idiotimèc (oi
opoÐec den eÐnai aparaÐthta diaforetikèc metaxÔ touc), λ1 , . . . , λn , kai an se autèc antistoiqoÔn ta ex c n grammik
anexrthta idiodianÔsmata ~v1 , ..., ~vn , tìte h genik lÔsh tou sust matoc SDE mporeÐ na grafjeÐ wc ex c
x = c1~v1 eλ1 t + c2~v2 eλ2 t + · · · + cn~vn eλn t .

~
H gewmetrik pollaplìthta miac idiotim c algebrik c pollaplìthtac n isoÔtai me to pl joc twn anexrthtwn
idiodianusmtwn thc pou mporoÔme na broÔme. EÐnai logikì na jewr soume ìti h gewmetrik pollaplìthta eÐnai pnta
mikrìterh Ðsh me thn algebrik pollaplìthta. Parapnw antimetwpÐsame thn perÐptwsh ìpou oi dÔo pollaplìthtec
eÐnai Ðsec. Sthn perÐptwsh aut pou h algebrik pollaplìthta isoÔtai me thn gewmetrik pollaplìthta h en lìgw
idiotim eÐnai pl rhc.
'Ara to parapnw je¸rhma mporeÐ na epanadiatupwjeÐ apait¸ntac ìlec oi idiotimèc tou P na eÐnai pl reic opìte kai
ta n idiodianÔsmata ja eÐnai grammik anexrthta kai sunep¸c ja èqoume thn genik lÔsh pou perigrfei to je¸rhma.
Shmei¸ste ìti an h gewmetrik pollaplìthta mia idiotim c eÐnai megalÔterh Ðsh me 2, tìte to sÔnolo twn gram-
mik anexrthtwn idiodianusmtwn den eÐnai monadikì (wc proc kpoia stajer) ìpwc anafèrame prohgoumènwc. Gia
1

pardeigma gia ton diag¸nio pÐnaka A ja mporoÔsame na epilèxoume tic idiotimèc [ 11 ] kai −1 , sthn pragmatikìthta
opoiad pote dÔo grammik anexrthta dianÔsmata.
3.6.2 AteleÐc idiotimèc
En ènac n×n pÐnakac èqei ligìtera apì n grammik anexrthta idiodianÔsmata, tìte lègete atel c. Sthn perÐptwsh
aut uprqei toulqiston mia idiotim thc opoÐac h algebrik pollaplìthta eÐnai megalÔterh apì thn gewmetrik . Mia
tètoia idiotim lègetai atel c thn de diafor twn pollaplot twn atèleia.
Pardeigma 3.6.1: O pÐnakac

3 1
0 3
èqei thn idiotim 3 me algebrik pollaplìthta 2. Ac prospaj soume na upologÐsoume ta idiodianÔsmata.

0 1 v1
= ~0.
0 0 v2
Prèpei na èqoume v2 = 0. 'Ara kje idiodinusma prèpei na eÐnai thc morf c [ v01 ]. Opoiad pote dÔo tètoia dianÔsmata
eÐnai grammik exarthmèna kai sunep¸c h gewmetrik pollaplìthta eÐnai 1. Sunep¸c, h atèleia eÐnai 1 kai den mporoÔme
na efarmìsoume thn parapnw mejodologÐa gia na broÔme thn lÔsh tou sust matoc twn SDE ta opoÐa èqoun pÐnaka
suntelest¸n me aut thn idiìthta.
Mia kaÐria parat rhsh, kombik c spoudaiìthtac, eÐnai ìti en λ eÐnai mia idiotim enìc pÐnaka A algebrik c pol-
laplìthta m, tìte mporoÔme na broÔme m grammik anexrthta idiodianÔsmata lÔnontac thn exÐswsh (A − λI)m~v = ~0.
Ta dianÔsmata aut onomzontai genikeumèna idiodianÔsmata.
Ac suneqÐsoume me to pardeigma A = [ 30 13 ] kai thn exÐswsh x 0 = A~

~ x. 'Eqoume mia idiotim λ = 3 (algebrik c)
pollaplìthtac 2 kai atèleia 1. 'Eqoume dh brei èna v1 = [ 10 ] apì thn opoÐa paÐrnoume thn lÔsh
idiodinusma ~
x1 = ~v1 e3t .
~
Sthn perÐptwsh aut , ac dokimsoume (sto pneÔma twn epanalambanìmenwn riz¸n thc qarakthristik c exÐswshc mia
SDE) mia lÔsh thc ex c morf c
x2 = (~v2 + ~v1 t) e3t .

~
ParagwgÐzontac èqoume
x2 0 = ~v1 e3t + 3(~v2 + ~v1 t) e3t = (3~v2 + ~v1 ) e3t + 3~v1 te3t .
~
To ~x2 0 prèpei na isoÔtai me A~
x2 , opìte
x2 = A(~v2 + ~v1 t) e3t = A~v2 e3t + A~v1 te3t .

A~
Parathr¸ntac touc suntelestèc twn e3t kai te3t blèpoume ìti 3~v2 + ~v1 = A~v2 kai 3~v1 = A~v1 . Autì shmaÐnei ìti
(A − 3I)~v1 = ~0, kai (A − 3I)~v2 = ~v1 .
En autèc oi dÔo exis¸seic ikanopoioÔntai, tìte to ~

x2 eÐnai mÐa lÔsh. GnwrÐzoume ìti h pr¸th apì tic exis¸seic
ikanopoieÐtai epeid to ~v1 eÐnai idiodinusma. Antikajist¸ntac thn deÔterh exÐswsh sthn pr¸th brÐskoume ìti
(A − 3I)(A − 3I)~v2 = ~0, or (A − 3I)2~v2 = ~0.
An mporoÔme loipìn na broÔme èna ~v2 to opoÐo na apoteleÐ lÔsh tou (A − 3I)2~v2 = ~0, kai na ikanopoieÐ thn sqèsh
(A − 3I)~v2 = ~v1 , tìte telei¸same. Prèpei loipìn na lÔsoume dÔo algebrik grammik sust mata, prgma arket
eÔkolo.
Parathr ste ìti gia thn apl perÐptwsh pou asqoloÔmaste o (A − 3I)2 eÐnai ènac mhdenikìc pÐnakac (skhsh).
Sunep¸c, kje dinusma ~v2 eÐnai lÔsh tou (A − 3I) ~v2 = ~0.
2
'Ara arkeÐ na sigoureutoÔme ìti (A − 3I)~v2 = ~v1 . Ac
gryoume

0 1 a 1
= .
0 0 b 0
Ac jèsoume a = 0 (to a mporeÐ na prei ìpoia tim jèloume) kai b = 1. Opìte èqoume ~v2 = [ 01 ]. 'Ara h genik lÔsh
tou x 0 = A~
sust matoc ~ x eÐnai
3t
c1 e + c2 te3t

1 3t 0 1
~
x = c1 e + c2 + t e3t = 3t .
0 1 0 c2 e
Ac perigryoume t¸ra ton genikì algìrijmo. Pr¸ta gia λ pollaplìthtac 2 kai atèleiac 1. Pr¸ta brÐskoume to
idiodinusma ~v1 pou antistoiqeÐ sto λ. Met prèpei na broÔme èna ~v2 tètoio ¸ste
(A − 3I)2~v2 = ~0,
(A − 3I)~v2 = ~v1 .
3.6. ΙΔΙΟΤΙΜΕΣ ΜΕ ΠΟΛΛΑΠΛΟΤΗΤΑ 87
Me ton trìpo autì paÐrnoume dÔo grammik anexrthtec lÔseic
x1 = ~v1 eλt ,
~
x2 = (~v2 + ~v1 t) eλt .
~
H parapnw mejodologÐa mporeÐ na genikeujeÐ gia megalÔterouc pÐnakec kai megalÔterec atèleiec. Parìlo pou den
ja asqolhjoÔme susthmatik me to jèma ac d¸soume thn genik idèa. 'Estw ìti o A èqei mia idiotim λ pollaplìthtac
m. BrÐskoume dianÔsmata tètoia ¸ste
(A − λI)k ~v = ~0, all (A − λI)k−1~v 6= ~0.
Ta dianÔsmata aut lègontai genikeumèna idiodianÔsmata. Gia kje idiodinusma ~v1 brÐskoume mia seir genikeumènwn
idiodianusmtwn ~v2 . . . ~vk tètoia ¸ste:
(A − λI)~v1 = ~0,
(A − λI)~v2 = ~v1 ,
.
.
.
(A − λI)~vk = ~vk−1 .
Kataskeuzoume tic grammik anexrthtec lÔseic
x1 = ~v1 eλt ,
~
x2 = (~v2 + ~v1 t) eλt ,
~
.
.
.
tk−2 tk−1

~
xk = ~vk + ~vk−1 t + · · · + ~v2 + ~v1 eλt .
(k − 2)! (k − 1)!
ProqwroÔme sthn eÔresh seir¸n èwc ìtou kataskeusoume m grammik anexrthtec lÔseic (m eÐnai h pollaplìthta).
Endeqomènwc na qreiasjeÐ na brejoÔn arketèc seirèc gia kje idiotim .
3.6.3 Ask seic
x 0 = A~
5 −3
3.6.1 'Estw A= 3 −1 . LÔste thn exÐswsh ~ x.
5 −4 4
h i
3.6.2 'Estw A = 0 3 0 . a) Poiec eÐnai oi idiotimèc? b) Poia/poièc eÐnai oi atèleiec twn idiodianusmtwn? c)
−2 4 −1
0
LÔste thn exÐswsh ~
x = A~ x.
h2 1 0i
3.6.3 'Estw A= 0 2 0 . a) Poiec eÐnai oi idiotimèc? b) Poia/poièc eÐnai oi atèleiec twn idiodianusmtwn? g) LÔste
0 0 2
thn exÐswsh ~x 0 = A~x me dÔo diaforetikoÔc trìpouc kai epibebai¸ste ìti prgmati br kate swst thn lÔsh.
h 0 1 2 i
3.6.4 'Estw A = −1 −2 −2 . a) Poiec eÐnai oi idiotimèc? b) Poia/poièc eÐnai oi atèleiec twn idiodianusmtwn? g)
−4 4 7
LÔste thn exÐswsh ~x 0 = A~
x.
h 0 4 −2 i
3.6.5 'Estw A = −1 −4 1 . a) Poiec eÐnai oi idiotimèc? b) Poia/poièc eÐnai oi atèleiec twn idiodianusmtwn? g)
0 0 −2
0
LÔste thn exÐswsh ~x = A~
x.
h 2 1 −1 i
3.6.6 'Estw A = −1 0 2 . a) Poiec eÐnai oi idiotimèc? b) Poia/poièc eÐnai oi atèleiec twn idiodianusmtwn? g)
−1 −2 4
0
LÔste thn exÐswsh ~
x = A~
x.
3.6.7 'Estw A ènac 2 × 2 pÐnakac me idiotim λ pollaplìthtac 2. 'Estw epÐshc ìti uprqoun dÔo grammik anexrthta
idiodianÔsmata. ApodeÐxte ìti o pÐnakac eÐnai diag¸nioc kai sugkekrimèna A = λI .

3.7 Ekjetik Pinkwn
3.7.1 OrismoÐ
Sthn pargrafo aut ja parousisoume ènan enallaktikì trìpo eÔreshc twn jemeliwd¸n lÔsewn enìc sust matoc.
Wc sun jwc, jewr ste to ex c sÔsthma stajer¸n suntelest¸n
x 0 = P~
~ x,
An to parapnw sÔsthma apoteleÐto apì mÐa mìnon exÐswsh (to P eÐnai ènac 1×1 pÐnakac, dhlad ènac arijmìc) tìte
h lÔsh ja eÐqe thn morf
x = eP t .
~
Parìmoia mporoÔme na genikeÔsoume orÐzontac katllhla thn èkfrash eP t . Ac jumhjoÔme o anptugma seirc T aylor
at
thc sunrthshc e gia kpoio arijmì a.
∞
(at)2 (at)3 (at)4 X (at)k
eat = 1 + at + + + + ··· = .
2 6 24 k!
k=0
JumhjeÐte ìti k! = 1 · 2 · 3 · · · k, kai 0! = 1. ParagogÐzontac èqoume
3 2 4 3
(at)2 (at)3

a t a t
a + a2 t + + + · · · = a 1 + at + + + · · · = aeat .
2 6 2 6
Ac knoume kti parìmoio gia pÐnakec. Ac orÐsoume pr¸ta gia kje n×n pÐnaka A ton ekjetikì pÐnaka wc ex c
def 1 2 1 3 1
eA = I + A + A + A + · · · + Ak + · · ·
2 6 k!
Fusik kai prèpei h parapnw seir na sugklÐnei all ac mhn mac apasqol sei to jèma autì t¸ra. Ac upojèsoume
dhlad ìti ìlec oi seirèc pou ja akolouj soun sugklÐnoun. Profan¸c gia kje pÐnaka P èqoume P t = tP opìte kai
paÐrnoume
d tP
e = P etP .
dt
tP
O P kai kat sunèpeia kai o e eÐnai ènac pÐnakac n × n. Autì pou mènei na broÔme eÐnai apl¸c èna dinusma.
Sugkekrimèna, sthn perÐptwsh pou o pÐnakac eÐnai 1 × 1 ousiastik mac mènei na pollaplasisoume me mia tuqaÐa
stajer gia na broÔme thn genik lÔsh. Sthn perÐptwsh twn n × n pinkwn apl pollaplasizoume thn lÔsh pou
br kame parapnw me èna stajerì dinusma ~ c.

Je¸rhma 3.7.1. En P eÐnai ènac n×n pÐnakac, tìte h genik lÔsh tou x 0 = P~
~ x eÐnai
x = etP ~c,
~
ìpou ~c eÐnai èna opoiod pote stajerì dinusma. Mlista isqÔei h sqèsh ~

x(0) = ~c.
Ac to epibebai¸soume.
d d tP
~
x= e ~c = P etP ~c = P ~
x.
dt dt
'Ara o etP eÐnai o jemeli¸dhc pÐnakac lÔsewn tou omogenoÔc sust matoc. En broÔme ènan trìpo upologismoÔ tou
ekjetikoÔ enìc pÐnaka tìte ja èqoume mia llh mèjodo epÐlushc omogen¸n susthmtwn me stajeroÔc suntelestèc.
H en lìgw mèjodoc mlista antimetwpÐzei thn diadikasÐa epilog c thc sugkekrimènhc lÔshc pou ikanopoieÐ dojeÐsec
arqikèc sunj kec me polÔ pio eÔkolo trìpo. Prgmati, gia na lÔsoume to x 0 = A~

~ x(0) = ~b,
x, ~ paÐrnoume thn lÔsh
x = etA~b.
~
Autì prokÔptei apì to gegonìc ìti e0A = I , opìte x(0) = e0A~b = ~b.
~
Uprqei èna mikrì prìblhma me ta ekjetik pinkwn. Genik èqoume ìti eA+B 6= eA eB . Autì ofeÐletai sto
gegonìc ìti uprqei sobarì endeqìmeno dÔo pÐnakec na mhn antimetatÐjentai, dhlad na èqoume AB 6= BA. H mh-
antimetajetikìthta aut twn pinkwn sunepgetai ìti eA+B 6= eA eB gegonìc pou mac dhmiourgeÐ sobar probl mata
3.7. ΕΚΘΕΤΙΚΑ ΠΙΝΑΚΩΝ 89
ìtan prospajoÔme na lÔsoume èna sÔsthma qrhsimopoi¸ntac seirèc T aylor. Fusik ìtan AB = BA, ìtan dhlad oi
A kai B antimetatÐjentai, tìte eA+B = eA eB prgma idiaÐtera bolikì ìpwc ja doÔme. Ac diatup¸soume ta parapnw
sumpersmata se morf jewr matoc.
Je¸rhma 3.7.2. En AB = BA tìte eA+B = eA eB . Eidllwc èqoume eA+B 6= eA eB .
3.7.2 Aplèc peript¸seic
Se merikèc peript¸seic arkeÐ na antikatast soume timèc stic metablhtèc twn seir¸n. Mia tètoia perÐptwsh eÐnai kai
aut pou o pÐnakac eÐnai diag¸nioc. Gia pardeigma, D = [ a0 0b ]. Tìte

k
a 0
Dk = ,
0 bk
kai a
1 a2 1 a3

D 1 2 1 3 1 0 a 0 0 0 e 0
e = I + D + D + D + ··· = + + + + ··· = .
2 6 0 1 0 b 2 0 b2 6 0 b3 0 eb
Me autì ton trìpo katal goume sto
ea

e 0 0
eI = kai eaI = a .
0 e 0 e
Ta parapnw apotelèsmata mac bohjne sto na upologÐsoume eÔkola ta ekjetik llwn pio genik¸n pinkwn. Gia
−3 3 −3
pardeigma shmei¸ste ìti o pÐnakac A = 35 −1 mporeÐ na grafjeÐ wc 2I + B ìpou B = 3 −3 . Shmei¸ste ìti oi
2I kai B antimetatÐjentai, kai ìti B 2 = [ 00 00 ]. Opìte B k = 0 gia kje k ≥ 2. Sunep¸c, eB = I + B . 'Estw ìti
jèloume na upologÐsoume ton etA . Oi 2tI kai tB antimetatÐjentai (epibebai¸ste to san skhsh) kai e
tB
= I + tB ,
since (tB)2 = t2 B 2 = 0. 'Eqoume loipìn
e2t

tA 2tI+tB 2tI tB 0
e =e =e e = (I + tB) =
0 e2t
e2t (1 + 3t) e2t −3te2t

0 1 + 3t −3t
= = 2t .
0 e2t 3t 1 − 3t 3te2t (1 − 3t) e
Br kame loipìn ton jemeli¸dh pÐnaka twn lÔsewn tou sust matoc x 0 = A~

~ x. Shmei¸ste ìti o pÐnakac A èqei mia
atel idiotim pollaplìthtac 2, uprqei dhlad mìnon èna idiodinusma gia thn en lìgw idiotim . 'Eqoume loipìn brei
mia en dunmei mèjodo antimet¸pishc tètoiwn peript¸sewn. Prgmati, en o pÐnakac A eÐnai 2×2 kai èqei mia idiotim
λ pollaplìthtac 2, tìte eÐte eÐnai diag¸nioc, eÐte A = λI + B ìpou B 2 = 0. H paraktw eÐnai mia polÔ kal kai
endeqomènwc lÐgo dÔskolh skhsh.
3.7.1 'Estw ìti o 2 × 2 pÐnakac A èqei mìnon mia idiotim , thn λ. ApodeÐxte ìti (A − λI)2 = 0. Tìte mporeÐte na
gryete ìti A = λI + B , ìpou B 2 = 0. Upìdeixh: Pr¸ta gryte thn exÐswsh pou prokÔptei apì to gegonìc ìti h
idiotim èqei pollaplìthta 2 kai met upologÐste to B2.
3.7.3 GenikoÐ pÐnakec
Genik o upologismìc tou ekjetikoÔ enìc pÐnaka den eÐnai tìso eÔkolo ìso eÐdame parapnw. Den mporoÔme sun jwc
na gryoume ènan pÐnaka san jroisma antimetijìmenwn pinkwn ìpote kai mporoÔme na suneqÐsoume thn diadikasÐa
epÐlushc eÔkola. Mhn apogohteÔeste ìmwc eidik an mporoÔme na broÔme arket idiodianÔsmata. Ja sthriqjoÔme
sto ex c ergaleÐo thc grammik c lgebrac. Gia kje tetragwnikoÔc pÐnakec A kai B èqoume ìti
−1
eBAB = BeA B −1 .
MporoÔme na doÔme thn orjìthta thc parapnw sqèshc qrhsimopoiìntac anaptÔgmata T aylor. Prin ìmwc parathr ste
ìti
(BAB −1 )2 = BAB −1 BAB −1 = BAIAB −1 = BA2 B −1 .

−1
Katèpèktash isqÔei ìti (BAB −1 )k = BAk B −1 . 'Ara ac gryoume to anptugma T aylor gia thn eBAB
−1 1 1
eBAB = I + BAB −1 + (BAB −1 )2 + (BAB −1 )3 + · · ·
2 6
1 1
= BB −1 + BAB −1 + BA2 B −1 + BA3 B −1 + · · ·
2 6
1 2 1 3 −1
= B I + A + A + A + ··· B
2 6
= BeA B −1 .
T¸ra ac gryoume ton pÐnaka A san EDE −1 , ìpou D eÐnai ènac diag¸nioc pÐnakac. H diadikasÐa aut onomze-
tai diagwnopoÐhsh. En mporoÔme na thn fèroume eic pèrac tìte o upologismìc tou ekjetikoÔ mac gÐnete eÔkola.
Prosjètontac katllhla to t parathroÔme ìti
etA = EetD E −1 .
Gia na broÔme ta E kai D qreiazìmaste n grammik anexrthta idiodianÔsmata tou A. Sthn perÐptwsh pou den ta
èqoume ja prèpei na prospaj soume kti poio perÐploko. Den axÐzei ìmwc na asqolhjoÔme sto mjhma autì me mia
tètoia perÐptwsh. 'Estw E o pÐnakac o opoÐoc èqei san st lec ta idiodianÔsmata tou A. 'Estw epÐshc λ1 , . . . , λn oi
idiotimèc kai ~v1 , ..., ~vn ta idiodianÔsmata tou A. SofÐ èqoume E = [ ~v1 ~v2 ··· ~vn ]. 'Estw tèloc D o diag¸nioc
pÐnakac pou èqei san diag¸nia stoiqeÐa tic idiotimèc tou A. Tìte èqoume
···
 
λ1 0 0
0 λ2 ··· 0
D= . . .
 
. .
 .. .
.
.
.
. 
.
0 0 ··· λn
'EÔkola blèpoume ìti
AE = A[ ~v1 ~v2 ··· ~vn ]

= [ A~v1 A~v2 ··· A~vn ]
= [ λ1~v1 λ2~v2 ··· λn~vn ]
= [ ~v1 ~v2 ··· ~vn ]D
= ED.
Oi st lec tou E eÐnai grammik anexrthtec epeid upojèsame oti ta idiodianÔsmata tou A eÐnai grammik anexrthta.
'Ara o E eÐnai antistrèyimoc. Epeid AE = ED, pollaplasizontac me E −1 èqoume
A = EDE −1 .
Dhlad eA = EeD E −1 . Prosjètontac kai to t katal goume ìti
 λ1 t
e 0 ··· 0

λ2 t
 0 e ··· 0 
etA = EetD E −1
 −1
=E . . E .

. . (3.4)
 .. .
.
.
.
. 
.
0 0 ··· eλn t
Sunep¸c h sqèsh (3.4) mac prosfèrei ènan tÔpo gia ton upologismì tou pÐnaka twn jemeliwd¸n lÔsewn etA tou
0
sust matoc ~x = A~
x sthn perÐptwsh pou o pÐnakac A èqei n grammik anexrthta idiodianÔsmata.
Shmei¸ste ìti h parapnw diadikasÐa mporeÐ mesa na efarmosjeÐ kai sthn perÐptwsh pou oi idiotimèc (kai ta
idiodianÔsmata profan¸c) eÐnai migadikèc. Apl oi prxeic mac ja gÐnontai me migadikoÔc arijmoÔc. Den eÐnai dÔskolo
na doÔme ìti en o pÐnakac A eÐnai pragmatikìc, tìte kai o etA ja eÐnai pragmatikìc. Tèloc jumhjeÐte ìti efarmìzontac
ton tÔpo tou Euler mporoÔme na aplopoi soume ta migadik apotelèsmat mac metatrèpontac ton pÐnaka A ètsi ¸ste
autìc na mhn perièqei kpoion migadikì arijmì.

3.7. ΕΚΘΕΤΙΚΑ ΠΙΝΑΚΩΝ 91
Pardeigma 3.7.1: UpologÐste ton pÐnaka twn jemeliwd¸n lÔsewn tou sust matoc qrhsimopoi¸ntac ekjetik
pinkwn
0
x 1 2 x
= .
y 2 1 y
UpologÐste epÐshc kai thn sugkekrimènh lÔsh h opoÐa ikanopoieÐ tic ex c arqikèc sunj kec x(0) = 4 kai y(0) = 2.
'Estw A o pÐnakac twn suntelest¸n [12 21 ]. Pr¸ta brÐskoume (skhsh) ìti oi idiotimèc tou eÐnai 3 kai −1 kai ìti
1
ta antÐstoiqa idiodianÔsmata eÐnai [ 11 ] kai −1 . 'Ara mporoÔme na doÔme ìti
−1
e3t

tA 1 1 0 1 1
e =
1 −1 0e−t −1 1
3t
1 1 e 0 −1 −1 −1
= −t
1 −1 0 e 2 −1 1
−t
3t
−1 e e −1 −1
=
2 e3t −e−t −1 1
−t
" e3t +e−t e3t −e−t
#
−e + e−t
3t 3t
−1 −e − e 2 2
= = e3t −e .
2 −e3t + e−t −e3t − e−t −t
e3t +e−t
2 2
Oi arqikèc sunj kec eÐnai x(0) = 4 kai y(0) = 2. 'Ara me bsh thn idiìthta e0A = I brÐskoume ìti h sugkekrimènh
tA~
lÔsh pou yqnoume eÐnai h e b ìpou ~b eÐnai [ 42 ]. H sugkekrimènh lÔsh pou yqnoume loipìn eÐnai h ex c
" e3t +e−t e3t −e−t # 3t
2e + 2e−t + e3t − e−t 3e + e−t
3t
x 2 2
4
= e3t −e −t 3t −t = 3t −t 3t −t = 3t −t .
y e +e 2 2e − 2e + e + e 3e − e
2 2
3.7.4 PÐnakac jemeliwd¸n lÔsewn
Shmei¸ste ìti en katafèrete na upologÐsete ton pÐnaka twn jemeliwd¸n lÔsewn me kpoion diaforetikì trìpo,
mporeÐte na ton qrhsimopoi sete gia na breÐte ton etA . pÐnaka twn jemeliwd¸n lÔsewn enìc sust matoc SDE den
eÐnai monadikìc. O ekjetikìc pÐnakac eÐnai o pÐnakac twn jemeliwd¸n lÔsewn o opoÐoc gia t = 0 gÐnetai o tautotikìc
pÐnakac. Prèpei loipìn na broÔme ton katllhlo pÐnaka twn jemeliwd¸n lÔsewn. En X eÐnai ènac opoiosd pote
pÐnakac twn jemeliwd¸n lÔsewn tou sust matoc x 0 = A~
~ x tìte mporoÔme na isqurisjoÔme ìti
etA = X(t) [X(0)]−1 .
Profan¸c en jèsoume t=0 sto X(t) [X(0)]−1 paÐrnoume ton tautotikì. Den eÐnai dÔskolo na diapist¸soume ìti
mporoÔme na pollaplasisoume ènan pÐnaka jemeliwd¸n lÔsewn apì ta dexi me opoiond pote stajerì antistrèyimo
pÐnaka kai na katal xoume se ènan llo pÐnaka twn jemeliwd¸n lÔsewn. Dhlad h parapnw diadikasÐa isodunameÐ
me allag twn tuqaÐwn stajer¸n thc genik c lÔshc ~

x(t) = X(t)~c.
3.7.5 Ask seic
3.7.2 BreÐte ton pÐnaka twn jemeleiwd¸n lÔsewn tou sust matoc x0 = 3x + y , y 0 = x + 3y .
3.7.3 UpologÐste ton pÐnaka eAt ìpou A = [ 20 32 ].
3.7.4 BreÐte ton pÐnaka twn jemeleiwd¸n lÔsewn tou sust matoc x01 = 7x1 + 4x2 + 12x3h, x02i = x1 + 2x2 + x3 ,
0
x03 = −3x1 − 2x2 − 5x3 . BreÐte met thn lÔsh pou ikanopoieÐ tic ex c arqikèc sunj kec ~
x= 1 .
−2
A
3.7.5 UpologÐste ton pÐnaka e ìtan A = [ 10 21 ].
3.7.6 'Estw AB = BA (antimetatijìmenoi pÐnakec). DeÐxte ìti eA+B = eA eB .
3.7.7 Qrhsimopoi ste thn skhsh 3.7.6 gia na deÐxete ìti (eA )−1 = e−A gegonìc pou shmaÐnei ìti o eA eÐnai anti-
strèyimoc akìma kai sthn perÐptwsh pou o A den eÐnai.

3.7.8 'Estw ìti o pÐnakac A èqei idiotimèc −1, 1, kai antÐstoiqa ididianÔsmata [ 11 ], [ 01 ]. a) BreÐte ènan pÐnaka A pou
ikanopoieÐ tic parapnw idiìthtec. b) BreÐte ton pÐnaka twn jemeleiwd¸n lÔsewn tou sust matoc x0 = A~
~ x. c) LÔste
to sÔsthma me tic ex c arqikèc sunj kec x(0) = [ 23 ]

~ .
3.7.9 'Estw ìti A ènac n×n pÐnakac me idiotim λ pollaplìthtac n kai n grammik anexrthta idiodianÔsmata.
DeÐxte ìti o pÐnakac A eÐnai diag¸nioc, kai sugkekrimèna A = λI . Upìdeixh: Qrhsimopoi ste diagwnopoÐhsh kai to
gegonìc ìti o tautotikìc pÐnakac antimetatÐjetai me opoiond pote llo pÐnaka.

3.8. ΜΗ-ΟΜΟΓΕΝΗ ΣΥΣΤΗΜΑΤΑ 93
3.8 Mh-omogen sust mata
3.8.1 Pr¸thc txhc sust mata me stajeroÔc suntelestèc
Ολοκληρωτικός παράγοντας
Ac epikentrwjoÔme pr¸ta sthn mh-omogen exÐswsh pr¸thc txhc
x 0 (t) = A~
~ x(t) + f~(t),
ìpou o A eÐnai stajerìc (den exarttai apì to t). H pr¸th mèjodoc pou ja exetsoume eÐnai h mèjodoc tou
oloklhrwtikoÔ pargonta. Apl xanagrfoume thn exÐswsh wc ex c.
x 0 (t) + P ~
~ x(t) = f~(t),
ìpou P = −A. Pollaplasizoume kai ta dÔo mèlh thc exÐswshc me etP
x 0 (t) + etP P ~
etP ~ x(t) = etP f~(t).
Shmei¸ste ìti P etP = etP P . Autì prokÔptei eÔkola en gryoume ton orismì tou etP san seir,

1 1 2 3
P etP = P I + tP + (tP )2 + · · · = P + tP 2 + t P + ··· =
2 2

1
= I + tP + (tP )2 + · · · P = etP P.
2
d
etP = P etP .

'Eqoume dh diapist¸sei ìti Sunep¸c,
dt
d tP
e ~ x(t) = etP f~(t).
dt
MporoÔme t¸ra na oloklhr¸soume. Oloklhr¸nontac bebaÐwc kje sunist¸sa twn dianusmtwn xeqwrist.
Z
etP ~
x(t) = etP f~(t) dt + ~c.
Qrhsimopoi¸ntac to gegonìc ìti (etP )−1 = e−tP èqoume
Z
x(t) = e−tP
~ etP f~(t) dt + e−tP ~c.
'Iswc ìla ta parapnw na eÐnai pio katanoht an qrhsimopoi soume orismèna oloklhr¸mata. Sthn perÐptwsh
aut mlista ja mporèsoume na broÔme tic lÔseic pou ikanopoioÔn tic arqikèc sunj kec eukolìtera. 'Estw loipìn h
paraktw exÐswsh kai arqikèc sunj kec.
x 0 (t) + P ~
~ x(t) = f~(t), x(0) = ~b.
~
H lÔsh t¸ra mporeÐ na grafjeÐ sthn ex c morf
Z t
x(t) = e−tP
~ esP f~(s) ds + e−tP ~b. (3.5)
0
Mhn xeqnte ìti to olokl rwma tou dianÔsmatoc esP f~(s) prokÔptei oloklhr¸nontac kje sunist¸sa tou xeqwrist.
Den eÐnai dÔskolo na doÔme ìti h (3.5) pragmatik ikanopoieÐ tic arqikèc sunj kec x(0) = ~b.
~
Z 0
x(0) = e−0P
~ esP f~(s) ds + e−0P ~b = I~b = ~b.
0
Pardeigma 3.8.1: Jewr ste to sÔsthma
x01 + 5x1 − 3x2 = et ,

x02 + 3x1 − x2 = 0,
kai tic ex c arqikèc sunj kec x1 (0) = 1, x2 (0) = 0.

Ac diatup¸soume to sÔsthma sthn ex c morf
t
5 −3 e 1
x0 +
~ ~
x= , ~
x(0) = .
3 −1 0 0
e−tP , dÐnontac
5 −3
'Eqoume dh upologÐsei to etP gia P = 3 −1 . EÔkola diapist¸noume ìti mporoÔme na upologÐsoume to
arnhtikì prìshmo sto t.
(1 + 3t) e2t −3te2t (1 − 3t) e−2t 3te−2t

etP = 2t , e−tP = −2t .
3te2t (1 − 3t) e −3te−2t (1 + 3t) e
AntÐ na upologÐsoume ìlon to tÔpo monomic ac ton upologÐsoume stadiak. ArqÐzoume me
t t
(1 + 3s) e2s −3se2s
Z Z s
e
esP f~(s) ds = ds
0 0 3se2s (1 − 3s) e2s 0
t
(1 + 3s) e3s
Z
= ds
0 3se3s
" #
te3t
= (3t−1) e3t +1 .
3
Then
Z t
x(t) = e−tP
~ esP f~(s) ds + e−tP ~b
0
" #
(1 − 3t) e−2t 3te−2t te3t (1 − 3t) e−2t 3te−2t

1
= −2t −2t (3t−1) e3t +1 +
−3te (1 + 3t) e 3
−3te−2t (1 + 3t) e−2t 0
te−2t (1 − 3t) e−2t

= et 1
−2t + −2t
− 3 + 3 +t e −3te
−2t
(1 − 2t) e

= t .
− e3 + 31 − 2t e−2t

OÔf!
Ac epibebai¸soume thn orjìthta autoÔ pou mìlic br kame.
x01 + 5x1 − 3x2 = (4te−2t − 4e−2t ) + 5(1 − 2t) e−2t + et − (1 − 6t) e−2t = et .
ParomoÐwc mporoÔme na doÔme ìti (skhsh) x02 + 3x1 − x2 = 0. Tèloc eÔkola diapist¸noume (llh skhsh) ìti kai
oi arqikèc sunj kec ikanopoioÔntai.
H mèjodoc twn oloklhrwtik¸n paragìntwn gia sust mata eÐnai apotelesmatik mìnon ìtan o pÐnakac P den
exarttai apì to t, dhlad o P eÐnai stajerìc. To prìblhma bebaÐwc eÐnai ìti en gènei èqoume
d R P (t) dt R
e 6= P (t) e P (t) dt ,
dt
epeid oi dÔo pÐnakec mporoÔn kllista na mhn antimetatÐjentai.
Παραγοντοποίηση Ιδιοδιανυσμάτων
H jewrÐa all kai h praktik thc paraktw mejìdou basÐzetai sto gegonìc ìti ta idiodianÔsmata enìc pÐnaka mac dÐnoun
tic kateujÔnseic stic opoÐec o en lìgw pÐnakac dra san arijmìc. En lÔsoume to sÔsthm mac stic kateujÔnseic autèc
tìte oi lÔseic autèc ja eÐnai aploÔsterec mia kai ja mporoÔme na diaqeirizìmaste ton pÐnaka san arijmì. MporoÔme
na sundusoume tic aplèc autèc lÔseic me katllhlo trìpo kai na proume thn genik lÔsh.
x 0 (t) = A~
~ x(t) + f~(t). (3.6)
Upojèste ìti o pÐnakac A èqei n grammik anexrthta idiodianÔsmata ~v1 , . . . , ~vn . Ac gryoume
x(t) = ~v1 ξ1 (t) + ~v2 ξ2 (t) + · · · + ~vn ξn (t).

~ (3.7)
Jèloume dhlad na gryoume thn lÔsh mac san grammikì sunduasmì twn idiodianusmtwn tou A. Gia na upologÐsoume
thn lÔsh mac ~x, arkeÐ na broÔme tic sunart seic ξ1 èwc ξn . Ac upologÐsoume kai thn f~ sunart sei twn idiodianusmtwn.
Ac gryoume
f~(t) = ~v1 g1 (t) + ~v2 g2 (t) + · · · + ~vn gn (t). (3.8)
Jèloume loipìn na broÔme tic g1 èwc gn oi opoÐec ikanopoioÔn thn sqèsh (3.8). Shmei¸ste ìti epeid ìla ta idiodianÔs-
mata tou pÐnaka A E = [ ~v1 ~v2 · · · ~vn ] eÐnai antistrèyimoc. Blèpoume ìti
eÐnai grammik anexrthta, o pÐnakac
mporoÔme na gryoun thn (3.8) wc ex c f~ = E~g , ìpou oi sunist¸sec thc ~g eÐnai oi sunart seic g1 èwc gn . Tìte èqoume
~g = E −1 f~. Sunep¸c eÐnai pnta efiktì na broÔme to ~g arkeÐ na uprqoun n grammik anexrthta idiodianÔsmata.
AntikajistoÔme thn (3.7) sthn (3.6), kai parathroÔme ìti A~ vk = λk ~vk .
x 0 = ~v1 ξ10 + ~v2 ξ20 + · · · + ~vn ξn0

~
= A (~v1 ξ1 + ~v2 ξ2 + · · · + ~vn ξn ) + ~v1 g1 + ~v2 g2 + · · · + ~vn gn
= A~v1 ξ1 + A~v2 ξ2 + · · · + A~vn ξn + ~v1 g1 + ~v2 g2 + · · · + ~vn gn
= ~v1 λ1 ξ1 + ~v2 λ2 ξ2 + · · · + ~vn λn ξn + ~v1 g1 + ~v2 g2 + · · · + ~vn gn
= ~v1 (λ1 ξ1 + g1 ) + ~v2 (λ2 ξ2 + g2 ) + · · · + ~vn (λn ξn + gn ).
En anakalÔyoume touc suntelestèc twn dianusmtwn ~v1 èwc ~vn katal goume stic exis¸seic
ξ10 = λ1 ξ1 + g1 ,
ξ20 = λ2 ξ2 + g2 ,
.
.
.
ξn0 = λn ξn + gn .
H kje mia apì tic exis¸seic autèc eÐnai anexrthth apì tic llec. EÐnai ìlec grammikèc exis¸seic pr¸thc txhc kai
mporoÔme eÔkola na tic lÔsoume me thn basik mèjodo twn oloklhrwtik¸n paragìntwn. Gia pardeigma gia thn kth
exÐswsh èqoume
ξk0 (t) − λk ξk (t) = gk (t).

Qrhsimopoi¸ntac ton oloklhrwtikì pargonta e−λk t paÐrnoume
d h i
ξk (t) e−λk t = e−λk t gk (t).
dx
Oloklhr¸nontac kai lÔnontac wc proc ξk katal goume sto
Z
ξk (t) = eλk t e−λk t gk (t) dt + Ck eλk t .
Shmei¸ste ìti en endiafèreste gia mia opoiad pote sugkekrimènh lÔsh tìte ja bìleue polÔ na jèsete to Ck Ðso
me to mhdèn. En den d¸soume timèc stic stajerèc, tìte apl èqoume thn genik lÔsh. Sugkekrimèna thn ~
x(t) =
~v1 ξ1 (t) + ~v2 ξ2 (t) + · · · + ~vn ξn (t).
eÐnai Ðswc protimìtero an, ìpwc kai prohgoumènwc, gryoume ta oloklhr¸mata san orismèna oloklhr¸mata. Ac
upojèsoume ìti èqoume thn ex c arqik sunj kh x(0) = ~b.

~
PaÐrnoume ~c = E −1~b kai parathroÔme ìti, ìpwc akrib¸c kai prin, èqoume ~b = ~v1 a1 + · · · + ~vn an . Met grafoume
Z t
ξk (t) = eλk t e−λk s gk (s) dt + ak eλk t ,
0
kai ètsi sthn ousÐa ja proume thn sugkekrimènh lÔsh x(t) = ~v1 ξ1 (t) + ~v2 ξ2 (t) + · · · + ~vn ξn (t)
~ h opoÐa ikanopoieÐ thn
~x(0) = ~b, epeid ξk (0) = ak .

h i
x + f~ ìpou f~(t) =
x0 = A~ 2et 3/16

Pardeigma 3.8.2: 'Estw A = [ 13 31 ]. LÔste to sÔsthma ~ 2t
gia ~
x(0) = −5/16 .
1 1
A eÐnai −2 kai 4 kai ta antÐstoiqa idiodianÔsmata eÐnai −1
Oi idiotimèc tou kai [ 1 ] antÐstoiqa (skhsh). Ac
gryoume ton pÐnaka E kai ac upologÐsoume ton antÐstrofì tou.

1 1 −1 1 1 −1
E= , E = .
−1 1 2 1 1
f~
1
AnazhtoÔme mia lÔsh thc morf c ~x = −1 ξ1 + [ 11 ] ξ2 . Jèloume na na ekfrsoume kai to sunart sei twn
~
t 1
idiodianusmtwn. Jèloume dhlad na gryoume f = 2e
2t
= −1 g1 + [ 11 ] g2 . 'Ara
t
1 1 −1 2et
t
g1 2e e −t
= E −1 = = t .
g2 2t 2 1 1 2t e +t
'Ara g1 = et − t kai g2 = et + t.
h Jèloume epiplèon na ekfrsoume to
i ~
x(0) sunart sei twn idiodianusmtwn. Jèloume dhlad na gryoume ~
x(0) =
3/16 1

−5/16 = −1 a1 + [ 11 ] a2 . Sunep¸c
" # " # " #
3 1
a1 −1 16 4
=E −5
= −1
.
a2 16 16
'Ara a1 = 1/4 kai a2 = −1/16. AntikajistoÔme to ~ x sthn exÐswsh kai paÐrnoume

1 1 0 1 1 1 1
ξ10 + ξ2 = A ξ1 + A ξ2 + g1 + g
−1 1 −1 1 −1 1 2

1 1 1 t 1
= (−2ξ1 ) + 4ξ2 + (e − t) + (et − t).
−1 1 −1 1
PaÐrnoume loipìn tic ex c exis¸seic
1
ξ10 = −2ξ1 + et − t, where ξ1 (0) = a1 = ,
4
−1
ξ20 = 4ξ2 + et + t, where ξ2 (0) = a2 = .
16
En lÔsoume me oloklhrwtikì pargonta (skhsh, prosoq ja prèpei na qrhsimopoi sete olokl rwsh kat mèrh)
èqoume
et
Z
t 1
ξ1 = e−2t e2t (et − t) dt + C1 e−2t = − + + C1 e−2t .
3 2 4
C1 eÐnai h stajer olokl rwshc Epeid ξ1 (0) = 1/4 èqoume ìti 1/4 = 1/3 + 1/4 + C kai sunep¸c C = −1/3. Parìmoia
1 1
èqoume
et
Z
t 1
ξ2 = e4t e−4t (et + t) dt + C2 e4t = −
− − + C2 e4t .
3 4 16
Epeid ξ2 (0) = 1/16 èqoume ìti −1/16 = −1/3 − 1/16 + C2 kai sunep¸c C2 = 1/3. H lÔsh eÐnai
" e4t −e−2t #
e − e−2t
t 4t
1 1 − 2t 1 e − et 4t + 1 + 3−12t
~x(t) = + + − 3
= e−2t +e4t +2et 16 .
−1 3 4 1 3 16 + 4t−5
3 16
e4t −e−2t 3−12t e−2t +e4t +2et 4t−5

Dhlad , x1 = 3
+ 16
kai x2 = 3
+ 16
.
3.8.1 Epibebai¸ste ìti ta x1 kai x2 eÐnai lÔseic tou sust matoc, ikanopoioÔn dhlad kai thn diaforik exÐswsh kai
thn arqik sunj kh.

Απροσδιόριστοι συντελεστές
MporoÔme bebaÐwc na epekteÐnoume thn mèjodo twn aprosdiìristwn suntelest¸n gia sust mata. Autì mporeÐ na gÐnei
idiaÐtera eÔkola mia kai h mình diafor ja eÐnai to ìti ja prospajoÔme na prosdiorÐsoume thn tim enìc dianÔsmatoc
kai ìqi enìc mìnon arijmoÔ. Profan¸c ìti probl mata antimetwpÐsame sthn perÐptwsh thc miac exÐswshc perimènoume
na antimetwpÐsoume kai sthn perÐptwsh twn susthmtwn. H mèjodoc aut loipìn den mporeÐ na antimetwpÐsei ìla ta
probl mata en¸ eÐnai idiaÐtera polÔplokh ìtan to dexiì mèroc thc exÐswshc eÐnai kpwc perÐploko. Epeid h mèjodoc
den diafèrei ousiastik kajìlou apì thn antÐstoiqh mèjodoc miac exÐswshc ac asqolhjoÔme amèswc me èna pardeigma.
x + f~
x0 = A~
−1 0
Pardeigma 3.8.3: 'Estw A = −2 1 . UpologÐste mia sugkekrimènh lÔsh tou sust matoc ~ ìpou
f~(t) =
t 1
e
t
. Oi idiotimèc tou A eÐnai −1 kai 1 kai ta idiodianÔsmata eÐnai [ 1 ] kai [ 01 ] antÐstoiqa. Sunep¸c h
sumplhrwmatik lÔsh mac eÐnai

1 −t 0 t
~
xc = α1 e + α2 e,
1 1
gia kpoiec stajerèc α1 kai α2 .
T¸ra jèloume na mantèyoume mia sugkekrimènh lÔsh tou
x = ~aet + ~bt + ~c.

~
'Omwc, kpoioc ìroc thc morf c ~aet faÐnetai na uprqei sthn sumplhrwmatik lÔsh. Epeid den gnwrÐzoume akìma
en to dinusma ~a eÐnai grammik exarthmèno (pollaplsio dhlad ) tou [ 01 ] den gnwrÐzoume en ja uprxei prìblhma.
Endeqomènwc bèbaia na mhn uprxei prìblhma. Gia na eÐmaste asfal c ìmwc ja prèpei na dokimsoume kai thn ~btet .
Ac dokimsoume loipìn kai thn ~aet kai thn ~btet san manteyièc, kai ìqi mìnon thn ~btet . Sunep¸c èqoume
x = ~aet + ~btet + ~ct + d.

~ ~
h i h i
Thuc we have 8 unknownc. We write ~a = [ aa12 ], ~b = bb12 , ~c = [ cc12 ], kai d~ = dd12 , Ac antikatast soume tic parapnw
0
sthn exÐswsh. Pr¸ta ac upologÐsoume ~
x .

x 0 = ~a + ~b et + ~btet + ~c.
~
T¸ra h ~x 0 prèpei na eÐnai Ðsh me x + f~ ra

A~
A~x + f~ = A~aet + A~btet + A~ct + Ad~ + f~ =

t
−a1 −b1 −c1 −d1 e
= et + tet + t+ + .
−2a1 + a2 −2b1 + b2 −2c1 + c2 −2d1 + d2 t
Ac exis¸soume t¸ra touc suntelestèc twn et , tet , t kai touc stajeroÔc ìrouc.
a1 + b1 = −a1 + 1,
a2 + b2 = −2a1 + a2 ,
b1 = −b1 ,
b2 = −2b1 + b2 ,
0 = −c1 ,
0 = −2c1 + c2 + 1,
c1 = −d1 ,
c2 = −2d1 + d2 .
MporoÔme na gryoume tic parapnw exis¸seic san èna 8×9 pÐnaka kai na lÔsoume to sÔsthma me apaloif . Sthn
perÐptws mac bèbaia to sÔsthma eÐnai tìso aplì pou mporoÔme eÔkola na diapist¸soume ìti b1 = 0, c1 = 0, d1 = 0.
Antikajist¸ntac tic timèc autèc stic exis¸seic brÐskoume ìti c2 = −1 kai d2 = −1. Oi upìloipec qr simec exis¸seic
eÐnai oi ex c
a1 = −a1 + 1,
a2 + b2 = −2a1 + a2 .
1
'Ara a1 = kai b2 = −1. To a2 mporeÐ na prei opoiad pote tim . Mia kai yqnoume mia opoiad pote lÔsh ac
2
epilèxoume a2 = 0. Tìte,
1 t
1
0 0 0 e
x = ~aet + ~btet + ~ct + d~ =
~ 2 et + tet + t+ = 2 .
0 −1 −1 −1 −tet − t − 1
Dhlad , x1 = 1
2
et , x2 = −tet − t − 1. H genik lÔsh tou sust matoc eÐnai ìpwc gnwrÐsoume to jroisma tic
sugkekrimènhc lÔshc pou mìlic br kame kai tic sumplhrwmatik c lÔshc. Parathr ste ìti mac qreisjhkan kai h ~aet
kai h ~btet .
3.8.2 Exetste en oi x1 kai x2 eÐnai prgmati lÔseic. EpÐshc dokimste na jèsete a2 = 1 kai dokimste en oi
prokÔptousec sunart seic eÐnai lÔseic. Poia eÐnai h diafor twn dÔo lÔsewn pou upologÐzoume me ton trìpo autì
3.8.2 Exis¸seic pr¸thc txhc me metablhtoÔc suntelestèc
Uprqei bebaÐwc kai h mèjodoc twn metablht¸n paramètrwn , thn opoÐa dh qrhsimopoi same gia na lÔsoume aplèc
exis¸seic. Gia thn perÐptwsh susthmtwn me stajeroÔc suntelestèc h mèjodoc aut ousiastik tautÐzetai me thn
mèjodo twn oloklhrwtik¸n paragìntwn me thn opoÐa asqolhj kame parapnw. H mèjodoc aut apokt idiaÐtero
endiafèron gia sust mata me mh-stajeroÔc suntelestèc kai idiaÐtera sthn perÐptwsh pou dh èqoume thn lÔsh tou
antÐstoiqou omogenoÔc probl matoc.
Ac jewr soume thn exÐswsh
x 0 = A(t) ~
~ x + f~(t) (3.9)
0
kai ac upojèsoume ìti èqoume dh lÔsei thn antÐstoiqh omogen exÐswsh ~
x = A(t) ~
x kai br kame ton pÐnaka twn
jemeliwd¸n lÔsewn X(t). H genikeumènh lÔsh tou omogenoÔc probl matoc eÐnai bebaÐwc X(t)~c gia kpoio stajerì
dinusma ~c. 'Opwc akrib¸c sthn perÐptwsh thc mÐac exÐswshc ac prospaj soume na broÔme thn lÔsh thc mh-omogenoÔc
qrhsimopoi¸ntac mia manteyi thc morf c
~
xp = X(t) ~
u(t),
ìpou ~
u(t) eÐnai èna dinusma ta stoiqeÐa tou opoÐou antÐ gia stajerèc eÐnai sunart seic. Antikajist¸ntac sthn (3.9)
èqoume
xp 0 (t) = X 0 (t) ~
~ u 0 (t) = A(t) X(t) ~
u(t) + X(t) ~ u(t) + f~(t).
Epeid o X eÐnai o pÐnakac twn jemeliwd¸n lÔsewn tou omogenoÔc èqoume ìti X 0 (t) = A(t)X(t), kai sunep¸c
X 0 (t) ~ u 0 (t) = X 0 (t) ~

u(t) + X(t) ~ u(t) + f~(t).
'Ara u 0 (t) = f~(t). En upologÐsoume to [X(t)]−1 , tìte ~

X(t) ~ u 0 (t) = [X(t)]−1 f~(t). Ac oloklhr¸soume t¸ra gia na
proume to ~
u kai katèpèktash thn ~ xp = X(t) ~
u(t). MporoÔme bebaÐwc na gryoume thn lÔsh wc ex c
Z
~
xp = X(t) [X(t)]−1 f~(t) dt.
Shmei¸ste ìti an o A eÐnai stajerìc kai prospaj soume thn manteyi X(t) = etA , èqoume ìti [X(t)]−1 = e−tA
tA −tA
f~(t) dt
R
kai sunep¸c paÐrnoume thn lÔsh ~
xp = e e dhlad ìti akrib¸c p rame qrhsimopoi¸ntac thn mèjodo tou
oloklhrwtikoÔ pargonta.
Pardeigma 3.8.4: BreÐte mia sugkekrimènh lÔsh tou

1 t −1 t
x0 =
~ ~
x+ (t2 + 1). (3.10)
t2 + 1 1 t 1
Sthn perÐptwsh aut o A = t21+1 [ 1t −1

t ] profan¸c den eÐnai stajerìc pÐnakac. Ac upojèsoume ìti gnwrÐzoume (h
0
manteÔoume) ìti o X = [ 1t −t
1 ] apoteleÐ lÔsh tou X (t) = A(t)X(t). Apì thn stigm pou èqoume thn sumplhrwmatik
lÔsh eÐnai eÔkolo na upologÐsoume thn genikeumènh lÔsh tou (3.10). Pr¸ta diapist¸noume ìti

1 1 t
[X(t)]−1 = .
t2 + 1 −t 1
Mia sugkekrimènh lÔsh tou (3.10) ìpwc gnwrÐsoume eÐnai h
Z
xp = X(t) [X(t)]−1 f~(t) dt
~
Z
1 −t 1 1 t t
= (t2 + 1) dt
t 1 t2 + 1 −t 1 1
Z
1 −t 2t
= 2 dt
t 1 −t + 1
t2

1 −t
= 1 3
t 1 −3 t + t
1 4
t
= 2 33 .
3
t +t
Prosjètontac se aut n thn sumplhrwmatik lÔsh paÐrnoume thn ex c genikeumènh lÔsh tou (3.10).
1 4
c1 − c2 t + 13 t4

1 −t c1 3
t
~
x= + 2 3 = .
t 1 c2 3
t +t c2 + (c1 + 1) t + 23 t3
3.8.3 Epibebai¸ste ìti prgmati oi x1 = 1

3
t4 kai x2 = 2
3
t3 + t apoteloÔn lÔsh tou (3.10).
3.8.3 Sust mata deÔterhc txhc me stajeroÔc suntelestèc
Απροσδιόριστοι συντελεστές
'Eqoume dh epilÔsei sust mata deÔterhc txhc me stajeroÔc suntelestèc qrhsimopoi¸ntac thn mèjodo twn apros-
diìristwn suntelest¸n sto § 3.5. H mèjodoc eÐnai ousiastik h Ðdia me thn mèjodo twn aprosdiìristwn suntelest¸n
gia sust mata pr¸thc txhc. MporoÔme na knoume kpoiec qr simec aplopoi seic, san autèc pou kname sthn § 3.5.
x 00 = A~
~ x+F ~ (t),
ìpou o pÐnakac A eÐnai stajerìc. An to dinusma F~ (t) eÐnai thc morf c F
~0 cos ω t, tìte mporoÔme na proume san
manteyi thc lÔshc thn ex c
~
xp = ~c cos ω t,
kai profan¸c den qreizetai na sumperilboume hmÐtona.
An to ~
F eÐnai jroisma sunhmitìnwn, tìte me bsh thn arq thc upèrjeshc, an ~ (t) = F
F ~0 cos ω0 t + F
~1 cos ω1 t,
mporoÔme na dokimsoume thn manteyi ~a cos ω0 t gia na lÔsoume to ~ x 00 = A~
x+F~0 cos ω0 t, mporoÔme na dokimsoume
thn manteyi ~b cos ω1 t gia na lÔsoume x 00 = A~
to ~ x+F ~0 cos ω1 t. Met mporoÔme apl¸c na prosjèsoume tic lÔseic.
Thn perÐptwsh na uprqei dh kpoioc ìroc thc manteyic mac kai sthn sumplhrwmatik lÔsh, h exÐswsh na eÐnai
thc morf c ~x 00 = A~
x 0 + B~ ~ (t),
x+F mporoÔme na thn antimetwpÐsoume me ton Ðdio akrib¸c trìpo pou qrhsimopoi same
gia ta sust mata pr¸thc txhc.
'Opwc èqoume tèloc dh diapist¸sei den ja qsoume tÐpote en sthn manteyi mac sumperilboume kai ìrouc thc
sumplhrwmatik c lÔshc, apl oi suntelest¸n twn ìrwn aut¸n ja diapist¸soume ìti èqoun tim mhdèn kai apl¸c ja
èqoume talaipwrhjeÐ qwrÐc lìgo me kpoiec epiprìsjetec prxeic pou den tan anagkaÐec.
Ανάλυση ιδιοδιανυσμάτων
Gia na lÔsoume to sÔsthma
x 00 = A~
~ ~ (t),
x+F
mporoÔme na qrhsimopoi soume anlush idiodianusmtwn, me akrib¸c ton Ðdio trìpo me ta sust mata pr¸thc txhc.
'Estw oi idiotimèc λ1 , ..., λn kai ta idiodianÔsmata ~v1 , ..., ~vn . 'Opwc kai prin me bsh to E = [ ~v1 · · · ~vn ] èqoume.
x(t) = ~v1 ξ1 (t) + ~v2 ξ2 (t) + · · · + ~vn ξn (t).

~
AnalÔoume to ~
F me ìrouc idiodianusmtwn
~ (t) = ~v1 g1 (t) + ~v2 g2 (t) + · · · + ~vn gn (t).

F
opìte èqoume ~.
~g = E −1 F
AntikajistoÔme kai ìpwc kai prin èqoume
x 00 = ~v1 ξ100 + ~v2 ξ200 + · · · + ~vn ξn00

~
= A (~v1 ξ1 + ~v2 ξ2 + · · · + ~vn ξn ) + ~v1 g1 + ~v2 g2 + · · · + ~vn gn
= A~v1 ξ1 + A~v2 ξ2 + · · · + A~vn ξn + ~v1 g1 + ~v2 g2 + · · · + ~vn gn
= ~v1 λ1 ξ1 + ~v2 λ2 ξ2 + · · · + ~vn λn ξn + ~v1 g1 + ~v2 g2 + · · · + ~vn gn
= ~v1 (λ1 ξ1 + g1 ) + ~v2 (λ2 ξ2 + g2 ) + · · · + ~vn (λn ξn + gn ).
Exis¸nontac touc suntelestèc twn idiodianusmtwn èqoume tic exis¸seic
ξ100 = λ1 ξ1 + g1 ,
ξ200 = λ2 ξ2 + g2 ,
.
.
.
ξn00 = λn ξn + gn .
Kje mia apì tic parapnw exis¸seic eÐnai anexrthth apì tic llec kai sunep¸c mporoÔme na thn lÔsoume me mejìdouc
tou kefalaÐou 2. Grfoume loipìn x(t) = ~v1 ξ1 (t) + · · · + ~vn ξn (t),

~ kai èqoume sunep¸c upologÐsei mia sugkekrimènh
lÔsh.
Pardeigma 3.8.5: Ac lÔsoume to sÔsthma tou paradeÐgmatoc § 3.5 qrhsimopoi¸ntac thn parapnw mèjodo.
'Eqoume loipìn thn exÐswsh

−3 1 0
x 00 =
~ ~
x+ cos 3t.
2 −2 2
E −1 = 1
1 1 1 1 1

Oi idiotimèc eÐnai −1 kai −4, kai ta idiodianÔsmata [ 12 ] kai −1 . 'Ara E = 2 −1 kai
3 2 −1 . Sunep¸c,
" # " #" # " #

2
g1 −1 1 1 1 0 cos 3t
=E ~ (t) =
F = 3
.
3 2 −2
g2 −1 2 cos 3t 3
cos 3t
Tèloc antikajistoÔme kai èqoume
2
ξ100 = −ξ1 + cos 3t,
3
2
ξ200 = −4 ξ2 − cos 3t.
3
Efarmìzontac thn mèjodo twn aprosdiìristwn suntelest¸n, manteÔontac ìti C1 cos 3t eÐnai h lÔsh thc pr¸thc exÐsw-
shc kai C2 cos 3t eÐnai h lÔsh thc deÔterhc exÐswsh kai antikajist¸ntac èqoume
2
−9C1 cos 3t = −C1 cos 3t + cos 3t,
3
2
−9C2 cos 3t = −4C2 cos 3t − cos 3t.
3
MporoÔme na lÔsoume kje mia apì tic parapnw exis¸seic xeqwrist kai na proume ìti −9C1 = −C1 + 2/3 kai
−9C2 = −4C2 − 2/3. 'Ara C1 = −1/12 kai C2 = 2/15. Sunep¸c h sugkekrimènh lÔsh mac eÐnai

1 −1 1 2 1/20
~
x= cos 3t + cos 3t = −3 cos 3t.
2 12 −1 15 /10
BebaÐwc h lÔsh mac aut tautÐzetai me aut n pou br kame sthn § 3.5.
3.8.4 Ask seic
3.8.4 BreÐte mia sugkekrimènh lÔsh tou sust matoc x0 = x+2y+2t, y 0 = 3x+2y−4, a) qrhsimopoi¸ntac thn mèjodo
tou oloklhrwtikoÔ pargonta, b) qrhsimopoi¸ntac thn mèjodo thc anlushc idiodianusmtwn, g) qrhsimopoi¸ntac
thn mèjodo twn aprosdiìristwn suntelest¸n.
3.8.5 BreÐte mia sugkekrimènh lÔsh tou sust matoc x0 = 4x+y −1, y 0 = x+4y −et , a) qrhsimopoi¸ntac thn mèjodo
tou oloklhrwtikoÔ pargonta, b) qrhsimopoi¸ntac thn mèjodo thc anlushc idiodianusmtwn, g) qrhsimopoi¸ntac
thn mèjodo twn aprosdiìristwn suntelest¸n.
3.8.6 BreÐte mia sugkekrimènh lÔsh tou sust matoc x001 = −6x1 + 3x2 + cos t, x002 = 2x1 − 7x2 + 3 cos t, a) qrhsi-
mopoi¸ntac thn mèjodo thc anlushc idiodianusmtwn, b) qrhsimopoi¸ntac thn mèjodo twn aprosdiìristwn sunte-
lest¸n.
3.8.7 BreÐte mia sugkekrimènh lÔsh tou sust matoc x001 = −6x1 + 3x2 + cos 2t, x002 = 2x1 − 7x2 + 3 cos 2t, a)
qrhsimopoi¸ntac thn mèjodo thc anlushc idiodianusmtwn, b) qrhsimopoi¸ntac thn mèjodo twn aprosdiìristwn
suntelest¸n.
3.8.8 Jewr ste thn exÐswsh
t2
1
0 t
−1
~
x = 1 ~
x+ .
1 t
−t
a) Epibebai¸ste ìti h

t sin t t cos t
~
xc = c1 + c2
−t cos t t sin t
eÐnai h sumplhrwmatik lÔsh. b) Qrhsimopoi ste thn mèjodo twn metablht¸n paramètrwn gia na breÐte mia sug-
kekrimènh lÔsh.
Keflaio 4
Seirèc F ourier kai MDE

4.1 Probl mata sunoriak¸n tim¸n
4.1.1 Probl mata sunoriak¸n tim¸n
Prin asqolhjoÔme me tic seirèc F ourier, prèpei na melet soume ta probl mata sunoriak¸n tim¸n Gia pardeigma,
èstw ìti gia kpoia stajer λ èqoume
x00 + λx = 0, x(a) = 0, x(b) = 0,
ìpou to x(t) èqei pedÐo orismoÔ to [a, b]. Se antÐjesh me prohgoumènwc, ìpou kajorÐzame thn tim kai thn pargwgo
thc lÔshc se èna shmeÐo, t¸ra orÐsoume thn tim thc lÔshc se dÔo diaforetik shmeÐa. Shmei¸ste ìti h x=0 eÐnai
profan¸c mia lÔsh thc exÐswshc, opìte kai to jèma thc Ôparxhc lÔsewn den mac apasqoleÐ. H monadikìthta thc
lÔshc ìmwc eÐnai èna llo endiafèron jèma. Perimènoume ìti sthn genik lÔsh tou x00 + λx = 0 ja emplèkontai dÔo
tuqaÐec stajerèc. EÐnai loipìn logikì (all ljoc!) na pisteÔoume ìti ikanopoi¸ntac tic dÔo sunoriakèc sunj kec
ja odhghjoÔme se monadik lÔsh.
Pardeigma 4.1.1: 'Estw λ = 1, a = 0, b = π . Dhlad èqoume,
x00 + x = 0, x(0) = 0, x(π) = 0.
Profan¸c h x = sin t eÐnai mia llh lÔsh (epiprìsjeta thc x = 0) h opoÐa bebaÐwc ikanopoieÐ tic sunoriakèc sunj kec.
Uprqoun ìmwc kai llec lÔseic? Ac gryoume thn genik lÔsh thc exÐswshc h opoÐa gnwrÐsoume ìti eÐnai h x =
A cos t + B sin t. H sunj kh x(0) = 0 mac anagkzei na jèsoume A = 0. H llh sunj kh x(π) = 0 den mac prosfèrei
kpoia epiprìsjeth plhroforÐa mia kai h x = B sin t thn ikanopoieÐ gia opoiad pote tim tou B . Uprqoun dhlad
peirec lÔseic thc morf c x = B sin t, ìpou B eÐnai mia tuqaÐa stajer.
Pardeigma 4.1.2: Ac exetsoume thn perÐptwsh tou λ = 2.
x00 + 2x = 0, x(0) = 0, x(π) = 0.

√ √
H genik lÔsh eÐnai x = A cos 2 t + B sin 2 √
t. Jètontac x(0) =√ 0 èqoume A = 0. Gia na ikanopoi soume thn deÔterh
sunj kh prèpei na èqoume 0 = x(π) = B sin 2 π . Epeid sin 2 π 6= 0 paÐrnoume ìti B = 0. 'Ara h x = 0 eÐnai h
monadik lÔsh tou probl matoc.
Ti sumbaÐnei loipìn me ta probl mata aut? Mac endiafèrei profan¸c na anakalÔyoume gia poiec stajerèc λ
èqoume mh-mhdenikèc lÔseic, kai fusik na upologÐsoume tic lÔseic autèc. To prìblhma autì eÐnai anlogo me to
prìblhma eÔreshc twn idiotim¸n kai twn idiodianusmtwn enìc pÐnaka.
102
4.1. ΠΡΟΒΛΗΜΑΤΑ ΣΥΝΟΡΙΑΚΩΝ ΤΙΜΩΝ 103
4.1.2 Probl mata idiotim¸n
Gia na anaptÔxoume ta basik stoiqeÐa twn seir¸n F ourier ja qreiasteÐ na melet soume ta paraktw trÐa probl mata
idiotim¸n.
x00 + λx = 0, x(a) = 0, x(b) = 0, (4.1)
00 0 0
x + λx = 0, x (a) = 0, x (b) = 0, (4.2)
kai
x00 + λx = 0, x(a) = x(b), x0 (a) = x0 (b), (4.3)
'Ena arijmìc λ lègetai idiotim tou (4.1) (antÐstoiqa tou (4.2) (4.3)) an kai mìnon an uprqei mh-mhdenik lÔsh (lÔsh
pou den eÐnai tautotik mhdèn) tou (4.1) (antÐstoiqa tou (4.2) (4.3)) me dedomèno to sugkekrimèno λ. H mh-mhdenik
aut lÔsh pou brÐskoume lègetai to antÐstoiqo idiodinusma.
Shmei¸ste thn omoiìthta me tic idiotimèc kai ta idiodianÔsmata pinkwn. H omoiìthta aut den eÐnai kajìlou tuqaÐa.
En fantastoÔme tic algebrikèc exis¸seic san diaforikoÔc telestèc, tìte akoloujoÔme akrib¸c th Ðdia diadikasÐa.
d2
Gia pardeigma jètoume L = − dt
2 . AnazhtoÔme mh-mhdenikèc sunart seic f
oi opoÐec na ikanopoioÔn sugkekrimènec
sunoriakèc sunj kec kai apoteloÔn lÔseic thc (L − λ)f = 0. Meglo mèroc rou formalismoÔ thc grammik c lgebrac
mporeÐ eÔkola na efarmosjeÐ kai gia ta probl mata tou kefalaÐou autoÔ. Den ja epektajoÔme ìmwc sto jèma autì.
Pardeigma 4.1.3: Ac upologÐsoume tic idiotimèc kai ta idiodianÔsmata tou ex c probl matoc
x00 + λx = 0, x(0) = 0, x(π) = 0.
Gia lìgouc pou sÔntoma ja katano soume, ac asqolhjoÔme me tic peript¸seic λ > 0, λ = 0 , λ < 0 xeqwrist. Ac
exetsoume pr¸ta thn perÐptwsh λ > 0, gia thn opoÐa h genik lÔsh thc exÐswshc x00 + λx = 0 eÐnai
√ √
x = A cos λ t + B sin λ t.
H sunj kh x(0) = 0 amèswc sunepgetai ìti A = 0. EpÐshc
√
0 = x(π) = B sin λ π.
√ B eÐnai mhdèn tìte

An to
√ h x den eÐnai mh-mhdenik lÔsh. 'Ara gia na proume mia mh-mhdenik lÔsh prèpei na√èqoume
sin λ π = 0. 'Ara, h λ π prèpei na eÐnai akèraio pollaplsio tou π . Me lla lìgia, prèpei na isqÔei λ = k
2
gia kpoio jetikì akèraio k . Sunep¸c oi jetikèc idiotimèc eÐnai k gia ìlouc tou akèraiouc k ≥ 1. MporoÔme na
epilèxoume eÔkola san antÐstoiqec idiosunart seic tic x = sin kt. Profan¸c, ìpwc kai sthn grammik lgebra, kje
pollaplsio enìc idiodianÔsmatoc eÐnai kai autì idiodinusma, ra arkeÐ na epilèxoume mìnon èna apì aut.
En λ=0 h exÐswsh ekfulÐzetai sthn x00 = 0 kai bebaÐwc h genik lÔsh eÐnai x = At + B . H sunj kh x(0) = 0
sunepgetai ìti B = 0, kai h x(π) = 0 ìti A = 0. Autì shmaÐnei ìti λ = 0 den eÐnai idiotim .
Tèloc ac upojèsoume ìti λ < 0. Sthn perÐptwsh aut èqoume thn ex c genik lÔsh
√ √
x = A cosh −λ t + B sinh −λ t.
Jètontac x(0) = 0 √
paÐrnoume ìti A=0 (jumhjeÐte ìti cosh 0 = 1 kai sinh 0 = 0). 'Ara h lÔsh mac prèpei na eÐnai thc
morf c x = B sinh −λ t kai kai na ikanopoieÐ thn sunj kh x(π) = 0. Kti tètoio eÐnai dunatìn mìnon en to B eÐnai
mhdèn. GiatÐ? Epeid h sinh ξ eÐnai mhdèn mìnon gia ξ = 0, knte thn grafik parstash thc sunrthshc sinh gia na
epibebai¸sete thn parat rhsh aut . Enallaktik mporoÔme na thn epibebai¸soume qrhsimopoi¸ntac ton orismì tou
et −e−t t −t
sinh me bsh ton opoÐo èqoume 0 = sinh t =
. 'Ara e =e
, to opoÐo mac dÐnei
2
kai to opoÐo isqÔei mìnont = −t
ìtan t = 0. 'Ara den uprqoun arnhtikèc idiotimèc.
Sumperasmatik, oi idiotimèc kai ta antÐstoiqa idiodianÔsmata eÐnai
λk = k 2 me idiodinusma xk = sin kt gia kje akèraio k ≥ 1.
x00 + λx = 0, x0 (0) = 0, x0 (π) = 0.

104 ΚΕΦΑΛΑΙΟ 4. ΣΕΙΡΕΣ F OU RIER ΚΑΙ ΜΔΕ
Ac exetsoume kai pli kje mia apì tic peript¸seic

√ λ > 0, λ √= 0, λ < 0 xeqwrist. Pr¸ta ac upojèsoume ìti
λ > 0. H genik lÔsh thc x00 + λx = 0 eÐnai x = A cosλ t + B sin λ t. 'Ara

√ √
x0 = −A sin λ t + B cos λ t.
H sunj kh x0 (0) = 0 sunepgetai B = 0. Epiprìsjeta èqoume
√
0 = x0 (π) = −A sin λ π.
√
Epeid o A den mporeÐ na eÐnai mhdenikìc en jèloume to λ na eÐnai idiotim , kai to sin λπ eÐnai mhdèn mìnon ìtan
√
λ = k gia kpoio jetikì akèraio k. Sunep¸c oi jetikèc idiotimèc eÐnai kai pli oi k2 gia kje akèraio k≥1 en¸ san
antÐstoiqa idiodianÔsmata mporoÔme na proume tic x = cos kt.

Ac upojèsoume t¸ra ìti λ = 0. Sthn perÐptwsh aut h exÐswsh ekfulÐzetai sthn x00 = 0 kai h genik lÔsh eÐnai
x = At + B opìte èqoume x = A. H x0 (0) = 0 sunepgetai ìti A = 0. Profan¸c jètontac x0 (π) = 0 den paÐrnoume
0
kpoia epiprìsjeth plhroforÐa sqetik me thn lÔsh. Autì shmaÐnei ìti to B mporeÐ na prei opoiad pote tim (ac
epilèxoume loipìn thn tim 1). 'Ara h λ = 0 eÐnai mia idiotim kai h x = 1 eÐnai to antÐstoiqo idiodinusma.
√ √
Tèloc, an λ < 0 h genik lÔsh èqei thn morf x = A cosh −λ t + B sinh −λ t kai sunep¸c
√ √
x0 = A sinh −λ t + B cosh −λ t.
EÐdame dh ìti (ta A kai B antallssoun touc rìlouc touc) gia na eÐnai h lÔsh mhdèn gia t=0 kai t=π prèpei
A = B = 0. Den uprqoun loipìn arnhtikèc idiotimèc.
λk = k 2 me idiodinusma xk = sin kt gia kje akèraio k ≥ 1,
kai uprqei kai mia akìma idiotim
λ0 = 0 me idiodinusma x0 = 1.
To paraktw prìblhma eÐnai autì pou mac odhgeÐ stic genikèc seirèc F ourier.
x00 + λx = 0, x(−π) = x(π), x0 (−π) = x0 (π).
Ac paraleÐyoume thn perÐptwsh λ< 0 thn opoÐa mporoÔme eÔkola na antimetwpÐsoume ìpwc parapnw katal -
gontac sto sumpèrasma ìti den uprqoun arnhtikèc idiotimèc.
λ = 0, h genik lÔsh eÐnai x = At + B . H sunj kh x(−π) = x(π) sunepgetai ìti A = 0 (h Aπ + B = −Aπ + B

Gia
sunepgetai ìti A = 0). H deÔterh sunj kh x0 (−π) = x0 (π) den epiblei kpoion periorismì stic timèc tou B kai
sunep¸c h λ = 0 eÐnai idiotim me antÐstoiqo idiodinusma x = 1.
√ √
Gia λ > 0 èqoume ìti x = A cos λ t + B sin λ t. T¸ra
√ √ √ √
A cos − λ π + B sin − λ π = A cos λ π + B sin λ π.
An jumhjoÔme ìti cos −θ = cos θ

sin −θ = − sin θ paÐrnoume
kai
√ √ √ √
A cos λ π − B sin λ π = A cos λ π + B sin λ π.
√
kai sunep¸c eÐte B = 0 sin λ π = 0. Parìmoia√ (skhsh) an paragwgÐsoume thn x kai antikatast soume sthn
deÔterh sunj kh brÐskoume ìti eÐte A = 0 sin λ π = 0. 'Ara gia na èqoume kai to A kai to B mhdèn prèpei na
√ √
isqÔei sin λ π = 0. Sunep¸c, h λ eÐnai kpoioc akèraioc kai ìpwc kai prohgoumènwc oi idiotimèc eÐnai xan λ = k2
gia kje akèraio k ≥ 1. Sthn perÐptwsh aut ìmwc h x = A cos kt + B sin kt eÐnai idiosunrthsh gia kje tim tou A
kai tou B . 'Ara èqoume tic ex c dÔo grammik anexrthtec idiosunart seic sin kt kai cos kt.
λk = k 2 me idiodianÔsmata cos kt kai sin kt gia kje akèraio k ≥ 1,

λ0 = 0 me idiodinusma x0 = 1.
4.1. ΠΡΟΒΛΗΜΑΤΑ ΣΥΝΟΡΙΑΚΩΝ ΤΙΜΩΝ 105
4.1.3 Orjogwniìthta idiodianusmtwn
Je¸rhma 4.1.1. En x1 (t) kai x2 (t) eÐnai dÔo idiosunart seic tou probl matoc (4.1), (4.2) (4.3) pou antistoiqoÔn
se dÔo diaforetikèc metaxÔ touc idiotimèc λ1 kai λ2 tìte autèc eÐnai orjog¸niec me thn ex c ènnoia
Z b
x1 (t)x2 (t) dt = 0.
a
To je¸rhma autì èqei thn ex c polÔ apl , komy kai diafwtistik apìdeixh. XekinoÔme me tic ex c dÔo exis¸seic
x001 + λ1 x1 = 0 kai x002 + λ2 x2 = 0.

Pollaplasizoume thn pr¸th me x2 kai thn deÔterh me x1 kai afairoÔme gia na katal xoume sthn sqèsh
(λ1 − λ2 )x1 x2 = x002 x1 − x2 x001 .

Ac oloklhr¸soume t¸ra kai ta dÔo mèlh thc exÐswshc.
Z b Z b
(λ1 − λ2 ) x1 x2 dt = x002 x1 − x2 x001 dt
a a
Z b
d
x02 x1 − x2 x01 dt

=
a dt
h ib
= x02 x1 − x2 x01 = 0.
t=a
H teleutaÐa isìthta prokÔptei ex aitÐac twn sunoriak¸n sunjhk¸n. Gia pardeigma, en jewr soume thn (4.1) èqoume
x1 (a) = x1 (b) = x2 (a) = x2 (b) = 0 kai ra x02 x1 − x2 x01 eÐnai mhdèn kai sto a kai sto b. Mia kai λ1 6= λ2 , h apìdeixh
èqei oloklhrwjeÐ.
4.1.1(eÔkolh) Oloklhr¸ste pl rwc thn apìdeixh tou jewr matoc (elègxte thn teleutaÐa isìthta thc apìdeixhc) gia
tic peript¸seic (4.2) kai (4.3).
'Opwc diapist¸same prohgoumènwc h sin nt eÐnai idiodinusma tou probl matoc x00 + λx = 0, x(0) = 0, x(π) = 0.
'Ara èqoume to olokl rwma
Z π
(sin mt)(sin nt) dt = 0, ìtan m 6= n.
0
Parìmoia èqoume
Z π
(cos mt)(cos nt) dt = 0, ìtan m 6= n.
0
kai telik èqoume
Z π
(sin mt)(sin nt) dt = 0, ìtan m 6= n,
−π
Z π
(cos mt)(cos nt) dt = 0, ìtan m 6= n,
−π
kai Z π
(cos mt)(sin nt) dt = 0.
−π
To parapnw je¸rhma isqÔei kai gia diaforetikèc sunoriakèc sunj kec. Gia pardeigma, eÐnai eÔkolo na doÔme
(deÐte to thn apìdeixh) ìti isqÔei gia tic x0 (a) = x0 (b) = 0, gia tic x(a) = x0 (b) = 0 gia tic x0 (a) = x(b) = 0.
MporoÔme, me bsh ta parapnw, na efarmìsoume to je¸rhma gia na broÔme tic timèc twn ex c oloklhrwmtwn
Z π Z π
(sin mt)(sin nt) dt = 0 kai (cos mt)(cos nt) dt = 0,
−π −π
ìtan m 6= n, kai
Z π
(sin mt)(cos nt) dt = 0,
−π
gia kje m kai n.
4.1.4 Enallaktikì je¸rhma tou F redholm

Ac asqolhjoÔme gia lÐgo me èna idiaÐtera qr simo je¸rhma twn diaforik¸n exis¸sewn. To je¸rhma autì isqÔei gia
polÔ pio genik probl mata apì autì pou ja asqolhjoÔme emeÐc. H apl morf tou, pou ja parousisoume paraktw,
ìmwc kalÔptei pl rwc tic angkec mac.
∗
Je¸rhma 4.1.2 (enallaktikì je¸rhma tou F redholm ). 'Etsw p kai q suneqeÐc sunart seic sto [a, b]. Tìte eÐte
to prìblhma
x00 + λx = 0, x(a) = 0, x(b) = 0 (4.4)
èqei mia mh-mhdenik lÔsh, eÐte to prìblhma
x00 + λx = f (t), x(a) = 0, x(b) = 0 (4.5)
èqei mia monadik lÔsh gia kje suneq sunrthsh f.
To je¸rhma isqÔei kai gia tic upìloipec (diaforetikoÔ tÔpou) sunoriakèc sunj kec pou èqoume sunant sei para-
pnw. To je¸rhma ousiastik mac dhl¸nei ìti en to λ den eÐnai idiotim , tìte to mh-omogenèc prìblhma (4.5) èqei
monadik lÔsh gia kje dexiì mèloc. Mac dhl¸nei epÐshc ìti an h λ eÐnai idiotim tìte to prìblhma (4.5) mporeÐ na
mhn èqei lÔsh gia kpoiec f, kai epiprìsjeta, akìma kai en èqei lÔsh tìte aut den ja eÐnai monadik .
4.1.5 Ask seic
√ √
Upìdeixh: Gia ìlec tic paraktw ask seic shmei¸ste ìti oi cos λ (t − a) kai sin λ (t − a) eÐnai epÐshc lÔshc tou
omogenoÔc probl matoc.
4.1.2 UpologÐste ìlec tic idiotimèc kai ta idiodianÔsmata tou probl matoc
• x00 + λx = 0, x(a) = 0, x(b) = 0.

• x00 + λx = 0, x0 (a) = 0, x0 (b) = 0.
• x00 + λx = 0, x0 (a) = 0, x(b) = 0.
• x00 + λx = 0, x(a) = x(b), x0 (a) = x0 (b).
4.1.3 Elègxte analutik thn perÐptwsh tou λ<0 gia to ex c prìblhma sunoriak¸n tim¸n x00 + λx = 0, x(−π) =
0 0
x(π), x (−π) = x (π). Eidikìtera deÐxte ìti den uprqoun arnhtikèc idiotimèc.
∗ P re to ìnom tou apì ton Souhdì majhmatikì Erik Ivar F redholm (1866 1927).
4.2. ΤΡΙΓΩΝΟΜΕΤΡΙΚΕΣ ΣΕΙΡΕΣ 107
4.2 Trigwnometrikèc seirèc
4.2.1 Periodikèc sunart seic
H melèth tou probl matoc
x00 + ω02 x = f (t), (4.6)
ìpou f (t) eÐnai kpoia periodik sunrthsh ja mac d¸sei èna safèc kÐnhtro gia na melet soume tic seirèc F ourier.
'Hdh èqoume lÔsei thn exÐswsh
x00 + ω02 x = F0 cos ω t. (4.7)
'Enac trìpoc gia na lÔsoume thn (4.6) eÐnai na analÔsoume thn f (t) san jroisma hmitìnwn (endeqomènwc kai sunhmitìn-
wn) kai katìpin na lÔsoume poll probl mata thc morf c (4.7). Met arkeÐ na qrhsimopoi soume thn arq thc
upèrjeshc, gia na ajroÐsoume ìlec tic lÔseic pou p rame kai ètsi na apokt soume thn lÔsh thc (4.6).
Prin proqwr soume parapèra, ac asqolhjoÔme gia lÐgo me merik jèmata twn periodik¸n sunart sewn. Lème ìti
mia sunrthsh eÐnai periodik me perÐodo P an isqÔei f (t) = f (t + P ) gia kje t. En suntomÐa ja lème ìti h f (t) eÐnai
P -periodik . Shmei¸ste ìti mia P -periodik sunrthsh eÐnai tautìqrona kai 2P -periodik , 3P -periodik kai oÔtw kaj'
ex c. Gia pardeigma, oi cos t kai sin t eÐnai 2π -periodik ìpwc bebaÐwc eÐnai kai oi cos kt kai sin kt gia kje akèraio
arijmì k. Oi stajerèc sunart seic apoteloÔn akraÐa paradeÐgmata periodik¸n sunart sewn. EÐnai periodikèc wc proc
opoiad pote perÐodo (giatÐ?).
Ac jewr soume mia sunrthsh f (t) orismènh se kpoio disthma [−L, L] thn opoÐa epijumoÔme na epekteÐnoume
periodik ètsi ¸ste na thn knoume 2L-periodik sunrthsh. MporoÔme na knoume thn epèktash aut orÐzontac
mia nèa sunrthsh F (t) tètoia ¸ste gia t sto disthma [−L, L], F (t) = f (t). Gia t sto disthma [L, 3L], orÐzoume
F (t) = f (t − 2L), gia t sto [−3L, −L], F (t) = f (t + 2L), kai oÔtw to kajex c.
Pardeigma 4.2.1: OrÐste thn f (t) = 1−t2 sto disthma [−1, 1] kai epekteÐnete thn periodik ètsi ¸ste na prete
mia 2-periodik sunrthsh. DeÐte to Sq ma 4.1.
-3 -2 -1 0 1 2 3
1.5 1.5
1.0 1.0
0.5 0.5
0.0 0.0
-0.5 -0.5
-3 -2 -1 0 1 2 3
Σχήμα 4.1: Περιοδική επέκταση της συνάρτησης 1 − t2 .
Prosoq ! H f (t) den tautÐzetai me thn epèktas thc. Gia pardeigma h f (t) mporeÐ na eÐnai epÐshc periodik me
llh perÐodo apì thn epèktas thc F (t).

4.2.1 OrÐste thn f (t) = cos t sto disthma [−π/2, π/2]. Kataskeuste thn π -periodik epèktas thc kai knte thn
grafik thc parstash. SugkrÐnete thn me thn grafik parstash thc cos t.
4.2.2 Eswterikì ginìmeno kai anlush idiodianusmtwn
Gia na analÔsoume to dinusma ~v se sunduasmì dianusmtwn w

~1 kai w
~2 orjog¸niwn metaxÔ touc èqoume
~v = a1 w
~ 1 + a2 w
~ 2.
Ac upologÐsoume ènan tÔpo gia ta a1 kai a2 . Pr¸ta ac upologÐsoume
h~v , w~1 i = ha1 w ~ 2 , w~1 i = a1 hw

~ 1 + a2 w ~ 1 , w~1 i + a2 hw
~ 2 , w~1 i = a1 hw
~ 1 , w~1 i.
'Ara,
h~v , w~1 i
a1 = .
hw~ 1 , w~1 i
Parìmoia èqoume
h~v , w~2 i
a2 = .
hw~ 2 , w~2 i
Pijan¸c na jumste ton parapnw tÔpo apì to mjhma tou LogismoÔ.
1
Pardeigma 4.2.2: Gryte to ~v = [ 23 ] san grammikì sunduasmì twn w~1 = −1 kai w ~2 = [ 11 ].
Xekin ste shmei¸nontac ìti ta w ~ 1 kai w ~ 2 eÐnai orjog¸nia metaxÔ touc mia kai hw ~ 2 i = 1(1) + (−1)1 = 0.
~ 1, w Tìte
h~v , w~1 i 2(1) + 3(−1) −1

a1 = = = .
hw~ 1 , w~1 i 1(1) + (−1)(−1) 2
h~v , w~2 i 2+3 5

a2 = = = .
hw~ 2 , w~2 i 1+1 2
Hence

2 −1 1 5 1
= + .
3 2 −1 2 1
4.2.3 Trigwnometrikèc seirèc
T¸ra, antÐ na analÔsoume èna dinusma wc proc ta idiodianÔsmata enìc pÐnaka, ac analÔsoume mia sunrthsh wc proc
tic idiosunart seic enìc probl matoc idiotim¸n. Sugkekrimèna, ac jewr soume to ex c prìblhma
x00 + λx = 0, x(−π) = x(π), x0 (−π) = x0 (π)
tou opoÐou ta idiodianÔsmata xèroume ìti eÐnai 1, cos kt kai sin kt. Jèloume na parast soume mia 2π -periodik
sunrthsh f (t) wc ex c
∞
a0 X
f (t) = + an cos nt + bn sin nt.
2 n=1
H parapnw seir lègete seir F ourier† trigwnometrik seir tou f (t). Shmei¸ste ìti, gia diki mac eukolÐa,
1
qrhsimopoi same thn idiosunrthsh
2
antÐ gia thn 1. MporoÔme bebaÐwc na jewr soume ìti 1 = cos 0t, kai sunep¸c
na asqolhjoÔme mìnon me tic cos kt kai sin kt.

Ac orÐsoume t¸ra to eswterikì ginìmeno sunart sewn. Gia pardeigma, gia na broÔme to an prèpei na up-
ologÐsoume to h f (t) , cos nt i. OrÐsoume loipìn to eswterikì ginìmeno wc ex c
Z π
def 1
h f (t) , g(t) i = f (t)g(t) dt.
π −π
Qrhsimopoi¸ntac ton orismì autìn, blèpoume ìti oi idiosunart seic cos kt (sumperilambanomènou tou stajeroÔ idio-
dianÔsmatoc), kai sin kt eÐnai, ìpwc apodeÐxame sthn prohgoÔmenh pargrafo, orjog¸niec me thn ex c ènnoia
h cos mt , cos nt i = 0 gia m 6= n,

h sin mt , sin nt i = 0 gia m 6= n,
h sin mt , cos nt i = 0 gia kje m kai n.
† Apì to ìnoma tou Gllou majhmatikoÔ Jean Baptiste Joseph F ourier (1768 1830).
EÔkola diapist¸noume ìti h cos nt , cos nt i = 1 (ektìc apì thn perÐptwsh n = 0) kai h sin nt , sin nt i = 1. Gia thn
stajer èqoume h 1 , 1 i = 2. Oi suntelestèc loipìn dÐnontai apì tic sqèseic

Z π
h f (t) , cos nt i 1
an = = f (t) cos nt dt,
h cos nt , cos nt i π −π
Z π
h f (t) , sin nt i 1
bn = = f (t) sin nt dt.
h sin nt , sin nt i π −π
O parapnw tÔpoc isqÔei kai gia n = 0, opìte èqoume
Z π
1
a0 = f (t) dt.
π −π
Ac elègxoume touc tÔpou pou p rame qrhsimopoi¸ntac tic idiìthtec orjogwniìthtac. Ac upojèsoume proc stigm
ìti
∞
a0 X
f (t) = + an cos nt + bn sin nt.
2 n=1
Tìte gia m≥1 èqoume
Da ∞ E
0
X
h f (t) , cos mt i = + an cos nt + bn sin nt , cos mt
2 n=1
∞
a0 X
= h 1 , cos mt i + an h cos nt , cos mt i + bn h sin nt , cos mt i
2 n=1
= am h cos mt , cos mt i.
h f (t) , cos mt i
kai sunep¸c am = h cos mt , cos mt i
.
4.2.2 UpologÐste analutik ta a0 kai bm .
Pardeigma 4.2.3: 'Estw h sunrthsh
f (t) = t
gia t sto disthma (−π, π]. EpekteÐnete periodik thn f (t) kai gryte thn se morf seirc F ourier. H sunrthsh
aut eÐnai gnwst me to ìnoma prionwt .
-5.0 -2.5 0.0 2.5 5.0
3 3
2 2
1 1
0 0
-1 -1
-2 -2
-3 -3
-5.0 -2.5 0.0 2.5 5.0
Σχήμα 4.2: Γραφική παράσταση της πριονωτής συνάρτησης.

H grafik parstash thc epektamènhc periodik c sunrthshc dÐnetai sto Sq ma 4.2 sthn prohgoÔmenh selÐda.
Ac upologÐsoume t¸ra touc suntelestèc xekin¸ntac apì to a0

Z π
1
a0 = t dt = 0.
π −π
Ja knoume suqn qr sh tou gegonìtoc ìti to olokl rwma miac peritt c sunrthshc se èna summetrikì disthma
eÐnai mhdèn. JumhjeÐte ìti lème ìti mia sunrthsh ϕ(t) eÐnai peritt an ϕ(−t) = −ϕ(t). Gia pardeigma oi sunart seic
t, sin t, kai en prokeimènw t cos mt eÐnai ìlec perittèc.
Z π
1
am = t cos mt dt = 0.
π −π
Ac upologÐsoume t¸ra ta bm . Ed¸ ja qrhsimopoi soume to gegonìc ìti to olokl rwma miac rtiac sunrthshc se
èna summetrikì disthma isoÔtai me to diplsio tou oloklhr¸matoc sto misì disthma. JumhjeÐte ìti lème ìti mia
sunrthsh ϕ(t) eÐnai rtia an ϕ(−t) = ϕ(t). Gia pardeigma h t sin mt eÐnai rtia.
1 π
Z
bm = t sin mt dt
π −π
Z π
2
= t sin mt dt
π 0
π Z π
2 −t cos mt 1
= + cos mt dt
π m t=0 m 0
2 −π cos mπ
= +0
π m
−2 cos mπ 2 (−1)m+1
= = .
m m
Qrhsimopoi same to gegonìc ìti
(
m 1 an to m eÐnai rtio,
cos mπ = (−1) =
−1 an to m eÐnai perittì .
'Ara oi seirèc eÐnai

∞
X 2 (−1)n+1
f (t) = sin nt.
n=1
n
Ac gryoume tic 3 pr¸tec armonikèc twn seir¸n tou f (t).
2
f (t) = 2 sin t − sin 2 t + sin 3 t + · · ·
3
H grafik parstash twn pr¸twn tri¸n aut¸n ìrwn twn seir¸n, mazÐ me aut twn pr¸twn 20 dÐdetai sto Sq -
ma 4.3 sthn epìmenh selÐda.
Pardeigma 4.2.4: Na epektajeÐ periodik h sunrthsh
(
0 an −π < t ≤ 0,
f (t) =
π an 0 < t ≤ π.
kai na grafjeÐ san seir F ourier. H en lìgw sunrthsh, kai oi parallagèc thc, emfanÐzetai suqn se pollèc
efarmogèc kai eÐnai gnwst me to ìnoma tetragwnikì kÔma.
H grafik parstash thc epektamènh periodik c sunrthshc dÐnetai sto Sq ma 4.4 sthn paroÔsa selÐda. Ac
upologÐsoume t¸ra touc suntelestèc xekin¸ntac apì to a0

Z π Z π
1 1
a0 = f (t) dt = π dt = π.
π −π π 0
-5.0 -2.5 0.0 2.5 5.0 -5.0 -2.5 0.0 2.5 5.0
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
-1 -1 -1 -1
-2 -2 -2 -2
-3 -3 -3 -3
-5.0 -2.5 0.0 2.5 5.0 -5.0 -2.5 0.0 2.5 5.0
Σχήμα 4.3: Οι πρώτες 3 (αριστερό γράφημα) και οι πρώτες 20 (δεξιό γράφημα) αρμονικές της πριονωτής
συνάρτησης.
-5.0 -2.5 0.0 2.5 5.0
3 3
2 2
1 1
0 0
-5.0 -2.5 0.0 2.5 5.0
Σχήμα 4.4: Γραφική παράσταση της συνάρτησης του τετραγωνικού κύματος.
AkoloÔjwc,
Z π Z π
1 1
am = f (t) cos mt dt = π cos mt dt = 0.
π −π π 0
kai telik
Z π
1
bm = f (t) sin mt dt
π −π
Z π
1
= π sin mt dt
π 0
π
− cos mt
=
m t=0
(
2
1 − cos πm 1 − (−1)m m
an to m eÐnai perittì ,
= = =
m m 0 an to m eÐnai rtio .
'Ara oi seirèc eÐnai

∞ ∞
π X 2 π X 2
f (t) = + sin nt = + sin (2k − 1) t.
2 n=1
n 2 2k − 1
k=1
n perittì
Ac gryoume tic 3 pr¸tec armonikèc twn seir¸n tou f (t).
π 2
f (t) = + 2 sin t + sin 3t + · · ·
2 3
H grafik parstash twn pr¸twn tri¸n aut¸n ìrwn twn seir¸n, mazÐ me aut twn pr¸twn 20 dÐdetai sto Sq ma 4.5.
-5.0 -2.5 0.0 2.5 5.0 -5.0 -2.5 0.0 2.5 5.0
3 3 3 3
2 2 2 2
1 1 1 1
0 0 0 0
-5.0 -2.5 0.0 2.5 5.0 -5.0 -2.5 0.0 2.5 5.0
Σχήμα 4.5: Οι πρώτες 3 (αριστερό γράφημα) και οι πρώτες 20 (δεξιό γράφημα) αρμονικές της συνάρτησης του
τετραγωνικού κύματος.
Den asqolhj kame, oÔte ja asqolhjoÔme, me thn sÔgklish twn seir¸n pou upologÐsame. Ac rÐxoume ìmwc mia
mati sto kat pìso aut exarttai apì endeqìmenec asunèqeiec. Ac estisoume sto shmeÐo asunèqeiac tou tetrag-
wnikoÔ kÔmatoc kai ac knoume thn grafik parstash twn pr¸twn 100 armonik¸n sto Sq ma 4.6 sthn paroÔsa selÐda.
Parathr ste ìti h seir apoteleÐ mia kal prosèggish thc sunrthshc makri apì ta shmeÐa asunèqeiac. To sflma
(uper-ektÐmhsh) kont sto asuneqèc shmeÐo t=π den faÐnetai na elatt¸netai. H sumperifor aut eÐnai gnwst kai
san fainìmeno tou Gibbs. H perioq ìpou to sflma eÐnai meglo ìmwc surrikn¸nesai ìso auxnoume touc ìrouc thc
seirc pou lambnoume upoyin mac.
4.2.4 Ask seic
4.2.3 EpekteÐnete periodik kai upologÐste tic seirèc twn sunart sewn f (t) oi opoÐec orÐzontai sto [−π, π] wc ex c
• f (t) = sin 5t + cos 3t

• f (t) = |t|
• f (t) = |t|3
(
−1 an −π < t ≤ 0,
• f (t) =
1 an 0 < t ≤ π.
• f (t) = t3
• f (t) = t2
1.75 2.00 2.25 2.50 2.75 3.00 3.25
3.50 3.50
3.25 3.25
3.00 3.00
2.75 2.75
1.75 2.00 2.25 2.50 2.75 3.00 3.25
Σχήμα 4.6: Η δράση του φαινομένου του Gibbs.

4.3 Epiprìsjeta jèmata seir¸n F ourier

4.3.1 2L-periodikèc sunart seic
'Eqoume asqolhjeÐ me seirèc F ourier gia 2π -periodikèc sunart seic. Ac asqolhjoÔme t¸ra kai me sunart seic me
diaforetikèc periìdouc. Mia tètoia epèktash eÐnai idiaÐtera eÔkolh kai apaiteÐ apl mia allag metablht¸n. 'Estw
π
loipìn ìti èqoume mia 2L-periodik f (t) sunrthsh (to L onomzetai hmi-perÐodoc). 'Estw s= L
t, tìte h sunrthsh

L
g(s) = f s
π
eÐnai 2π -periodik . Prèpei bebaÐwc na allxoume kai ta hmÐtona kai ta sunhmÐtona wc ex c.
∞
a0 X nπ nπ
f (t) = + an cos t + bn sin t.
2 n=1
L L
En allxoume thn metablht t se s blèpoume ìti
∞
a0 X
g(s) = + an cos ns + bn sin ns.
2 n=1
'Ara mporoÔme na upologÐsoume ta an kai bn ìpwc kai prohgoumènwc. Grfoume loipìn ta oloklhr¸mata kai allzoume
thn metablht mac epistrèfontac ètsi pÐsw sto t.

Z π Z L
1 1
a0 = g(s) ds = f (t) dt,
π −π L −L
Z π Z L
1 1 nπ
an = g(s) cos ns ds = f (t) cos t dt,
π −π L −L L
Z π Z L
1 1 nπ
bn = g(s) sin ns ds = f (t) sin t dt.
π −π L −L L
Oi dÔo sunart seic me tic opoÐec asqoloÔntai, lìgw thc aplìthtac touc, ta paradeÐgmat mac èqoun hmi-perÐodo π
kai 1. Na tonÐsoume ìti apl apaiteÐtai allag metablht¸n kai tÐpote llo. En èqoume katano sei tic seirèc F ourier
gia 2π -periodikèc sunart seic den ja sunant soume kanèna apolÔtwc prìblhma me thn perÐptwsh twn genik¸n 2L-
periodik¸n sunart sewn.
Pardeigma 4.3.1: 'Estw ìti h
f (t) = |t| gia −1 < t < 1,

èqei epektajeÐ periodik. H grafik parstash thc periodik c aut c epèktashc dÐdetai sto Sq ma 4.7 sthn epìmenh selÐda.
UpologÐste thn seir F ourier thc.

f (t) = a20 + ∞
P
Jèloume na proume
n=1 an cos nπt + bn sin nπt. Gia n≥1 èqoume ìti h |t| cos nπt eÐnai rtia kai
sunep¸c
Z 1
an = f (t) cos nπt dt
−1
Z 1
=2 t cos nπt dt
0
1 Z 1
t 1
=2 sin nπt −2 sin nπt dt
nπ t=0 0 nπ
(
2 (−1)n − 1

1 h i1 0 an to n eÐnai rtio ,
= 0 + 2 2 cos nπt = = −4
n π t=0 n2 π 2 n2 π 2
an to n eÐnai perittì .
4.3. ΕΠΙΠΡΟΣΘΕΤΑ ΘΕΜΑΤΑ ΣΕΙΡΩΝ F OU RIER 115
-2 -1 0 1 2
1.00 1.00
0.75 0.75
0.50 0.50
0.25 0.25
0.00 0.00
-2 -1 0 1 2
Σχήμα 4.7: Περιοδική επέκταση της συνάρτησης f (t).
O a0 upologÐzetai eÔkola wc ex c

Z 1
a0 = |t| dt = 1.
−1
Tèloc ac upologÐsoume ta bn . ParathroÔme ìti h |t| sin nπt eÐnai peritt kai sunep¸c èqoume
Z 1
bn = f (t) sin nπt dt = 0.
−1
'Ara h seir pou yqnoume eÐnai h

1 X −4
f (t) = + cos nπt.
2 n=1
n2 π 2
n perittìc
Ac gryoume analutik merikoÔc apì touc pr¸touc ìrouc thc seirc. Sugkekrimèna, ac asqolhjoÔme me tic treic
pr¸tec armonikèc.
1 4 4
f (t) ≈ − 2 cos πt − 2 cos 3πt − · · ·
2 π 9π
H grafik parstash thc parapnw seirc ìpwc kai aut c pou apoteleÐtai apì tic pr¸thc 20 armonikèc dÐnetai
sto Sq ma 4.8 sthn epìmenh selÐda. AxÐzei na parathr soume to pìso eÔkola proseggÐzei h seir thn pragmatik
•
sunrthsh kai thn apousÐa tou fainomènou tou Gibbs mia kai den uprqoun shmeÐa asunèqeiac.
4.3.2 Ask seic
4.3.1 'Estw ìti h

(
0 if −1 < t < 0,
f (t) =
t if 0 ≤ t < 1,
èqei epektajeÐ periodik. a) UpologÐste thn seir F ourier thc f (t). b) Gryte thn seir analutik mèqri kai thn 3h
thc armonik .
4.3.2 'Estw ìti h

(
−t if −1 < t < 0,
f (t) =
t2 if 0 ≤ t < 1,
thc armonik .
-2 -1 0 1 2 -2 -1 0 1 2
1.00 1.00 1.00 1.00
0.75 0.75 0.75 0.75
0.50 0.50 0.50 0.50
0.25 0.25 0.25 0.25
0.00 0.00 0.00 0.00
-2 -1 0 1 2 -2 -1 0 1 2
Σχήμα 4.8: Σειρές F ourier της f (t) με τις 3 πρώτες αρμονικές (αριστερά) και τις 20 πρώτες αρμονικές (δεξιά).
4.3.3 'Estw ìti h

(
−t
10
if −10 < t < 0,
f (t) = t
10
if 0 ≤ t < 10,
thc armonik .
4.4. ΣΕΙΡΕΣ ΗΜΙΤΟΝΩΝ ΚΑΙ ΣΥΝΗΜΙΤΟΝΩΝ 117
4.4 Seirèc hmitìnwn kai sunhmitìnwn
4.4.1 Perittèc kai rtiec periodikèc sunart seic
Ja parathr sate Ðswc ìti oi perittèc sunart seic den èqoun ìrouc sunhmitìnou sta anaptÔgmata touc se seirèc
F ourier oi rtiec den èqoun ìrouc hmitìnwn. Kti tètoio den eÐnai tuqaÐo ìpwc ja doÔme paraktw.
JumhjeÐte ìti h f (t) eÐnai mia peritt an f (−t) = −f (t). Mia sunrthsh f (t) eÐnai rtia an f (−t) = f (t). Gia
pardeigma, h cos nt eÐnai rtia kai h sin nt eÐnai peritt . Parìmoia h sunrthsh tk eÐnai rtia gia rtiec timèc tou k
kai peritt gia perittèc timèc tou k.
4.4.1 Jewr ste dÔo sunart seic f (t) kai g(t) kai orÐste ton ginìmenì touc h(t) = f (t)g(t). a) En kai oi dÔo eÐnai
perittèc, eÐnai kai h h(t) peritt ? b) En eÐnai mia peritt kai h llh rtia, eÐnai h h(t) peritt rtia? c) En kai oi
dÔo eÐnai rtiec, eÐnai kai h h(t) rtia?
An h f (t) eÐnai kai h g(t) eÐnai den mporoÔme na apofanjoÔme gia to en h f (t) + g(t) eÐnai kai aut rtia. Mlista,
to anptugma miac seirc F ourier miac opoiasd pote sunrthshc apoteleÐte apì to jroisma miac peritt c sunrthshc
(oi ìroi hmitìnwn) kai miac rtiac sunrthshc (oi ìroi sunhmitìnwn).
Sthn pargrafo aut ja asqolhjoÔme mìnon me sunart seic pou eÐnai eÐte perittèc rtiec. Prohgoumènwc
orÐsame 2L-periodikèc epektseic miac sunrthshc orismènhc se èna disthma thc morf c [−L, L]. Arketèc forèc mac
endiafèrei h sumperifor thc sunrthshc mìno sto disthma [0, L]. En h en lìgw sunrthsh eÐnai peritt ( rtia)
tìte den ja uprqoun oi ìroi twn hmitìnwn ( antÐstoiqa twn sunhmitìnwn).
'Estw loipìn ìti h sunrthsh f (t) eÐnai orismènh sto disthma [0, L]. MporoÔme na orÐsoume tic ex c sunart seic
sto disthma (−L, L]

(
ori f (t) an 0 ≤ t ≤ L,
Fperitt (t) =
−f (−t) an −L < t < 0,
(
ori f (t) an 0 ≤ t ≤ L,
Frtia (t) =
f (−t) an −L < t < 0.
kai epekteÐnoume tic Fperitt (t) kai Frtia (t) ètsi ¸ste na eÐnai 2L-periodik . Tìte h Fperitt (t) onomzetai peritt
periodik epèktash thc f (t), kai h Frtia (t) onomzetai rtia periodik epèktash thc f .
4.4.2 Epibebai¸ste ìti h Fperitt (t) eÐnai peritt kai h Frtia (t) rtia.
Pardeigma 4.4.1: 'Estw h sunrthsh f (t) = t(1 − t) orismènh sto disthma [0, 1]. To sq ma 4.9 perilambnei
tic grafikèc parastseic twn peritt¸n kai rtiwn epektsewn thc f (t).
-2 -1 0 1 2 -2 -1 0 1 2
0.3 0.3 0.3 0.3
0.2 0.2 0.2 0.2
0.0 0.0 0.0 0.0
0.0 0.0 0.0 0.0
-0.1 -0.1 -0.1 -0.1
-0.2 -0.2 -0.2 -0.2
-0.3 -0.3 -0.3 -0.3

-2 -1 0 1 2 -2 -1 0 1 2
Σχήμα 4.9: Περιττή και άρτια 2-περιοδική επέκταση της f (t) = t(1 − t), 0 ≤ t ≤ 1.
4.4.2 Seirèc hmitìnwn kai sunhmitìnwn
'Estw ìti f (t) eÐnai mia peritt 2L-periodik sunrthsh. An upologÐsoume to anptugma thc f (t) se seir F ourier,
upologÐzontac ìlouc touc suntelestèc an (sumperilambanomènou kai tou a0 ) èqoume
Z L
1 nπ
an = f (t) cos t dt = 0.
L −L L
Den uprqoun bebaÐwc ìroi sunhmitìnwn. To olokl rwma eÐnai mhdèn epeid h f (t) cos nπL t eÐnai peritt sunrthsh
(ginìmeno peritt c me rtia sunrthsh eÐnai peritt sunrthsh) kai to olokl rwma miac peritt c sunrthshc se èna
summetrikì disthma eÐnai pntote mhdèn. Epiprìsjeta, to olokl rwma mia rtiac sunrthshc se èna summetrikì
nπ
disthma [−L, L] eÐnai to diplsio tou oloklhr¸matoc thc sunrthshc sto disthma [0, L]. H sunrthsh f (t) sin L
t
eÐnai peritt mia kai eÐnai ginìmeno dÔo peritt¸n sunart sewn.
Z L Z L
1 nπ 2 nπ
bn = f (t) sin t dt = f (t) sin t dt.
L −L L L 0 L
MporoÔme t¸ra na gryoume thn seir F ourier thc f (t) wc ex c
∞
X nπ
bn sin t.
n=1
L
Parìmoia, an h f (t) eÐnai peritt 2L-periodik sunrthsh gia akrib¸c touc Ðdiouc me touc parapnw lìgouc
brÐskoume ìti bn = 0 kai ìti

Z L
2 nπ
an = f (t) cos t dt.
L 0 L
O parapnw tÔpoc isqÔei kai gia n=0 opìte kai èqoume
Z L
2
a0 = f (t) dt.
L 0
'Ara to anptugma se seir F ourier eÐnai

∞
a0 X nπ
an cos t.
2 n=1 L
Je¸rhma 4.4.1. En f (t) eÐnai mia tmhmatik suneq c sto [0, L] sunrthsh tìte h peritt thc epèktash èqei to
ex c anptugma se seir F ourier.

∞
nπ
Fperitt (t) =
X
bn sin t,
n=1
L
ìpou
Z L
2 nπ
bn = f (t) sin t dt.
L 0 L
H rtia epèktash thc f (t) èqei to ex c anptugma se seir F ourier
∞
a0 X nπ
Frtia (t) = + an cos t,
2 n=1
L
ìpou
Z L
2 nπ
an = f (t) cos t dt.
L 0 L
Pardeigma 4.4.2: UpologÐste to anptugma se seir F ourier thc rtiac periodik c epèktashc thc sunrthshc
f (t) = t2 gia 0 ≤ t ≤ π.
'Eqoume
∞
a0 X
f (t) = + an cos nt,
2 n=1
ìpou
π
2π 2
Z
2
a0 = t2 dt = ,
π 0 3
kai
Z π π Z π
2 2 21 4
an = t2 cos nt dt =
t sin nt − t sin nt dt
π
0 π n 0 nπ 0
Z π
4 h iπ 4 4(−1)n
= 2 t cos nt + 2 cos nt dt = .
n π 0 n π 0 n2
Ac gryoume analutik merikoÔc ìrouc thc seirc
π2 4
− 4 cos t + cos 2t − cos 3t + · · ·
3 9
4.4.3 Efarmogèc
'Opwc dh anafèrame oi seirèc F ourier eÐnai sundedemènec me ta probl mata sunoriak¸n tim¸n pou melet same
prohgoumènwc. Ac doÔme to pwc sundèontai ìmwc me perissìterh lÐgh leptomèreia.
Jewr ste to paraktw prìblhma sunoriak¸n tim¸n gia 0 < t < L,
x00 (t) + λ x(t) = f (t),
kai tic ex c sunoriakèc sunj kec Dirichlet x(0) = 0, x(L) = 0. Qrhsimopoi¸ntac to je¸rhma tou F redholm
(Je¸rhma 4.1.2 sth selÐda 106) shmei¸noume ìti en to λ den eÐnai idiotim tou antÐstoiqou omogenoÔc probl matoc,
tìte to parapnw prìblhma èqei monadik lÔsh. Shmei¸ste epÐshc ìti oi idiosunart seic pou antistoiqoÔn sto
nπ
parapnw prìblhma idiotim¸n eÐnai oi sunart seic sin L
t. 'Ara, gia na upologÐsoume thn lÔsh, pr¸ta anaptÔsoume
thn f (t) se seir F ourier. Grfoume kai to x san anptugma seir¸n hmitìnwn. BebaÐwc to en lìgw anptugma
sumperilambnei gnwstouc suntelestèc autoÔc F ourier touc opoÐouc fusik en upologÐsoume kai antikatast soume
sto anptugma tìte ja èqoume to x, dhlad ja èqoume thn lÔsh. Gia na katafèroume to parapnw ac antikatast soume
to anptugma thc x sthn diaforik exÐswsh kai ja lÔsoume.
Sthn perÐptwsh twn sunoriak¸n sunjhk¸n N eumann x0 (0) = 0, x0 (L) = 0 akoloujoÔme thn parapnw diadikasÐa
qrhsimopoi¸ntac ìmwc t¸ra seirèc sunhmitìnou. Se kje perÐptwsh o pio katllhloc trìpoc gia na katalboume tic
mejìdouc autèc eÐnai efarmìzontac tec se paradeÐgmata.
Pardeigma 4.4.3: Jewr ste to prìblhma sunoriak¸n tim¸n gia 0 < t < 1,
x00 (t) + 2x(t) = f (t),
ìpou f (t) = t gia 0 < t < 1. Jèloume na broÔme mia lÔsh x pou na ikanopoieÐ tic ex c sunoriakèc sunj kec Dirichlet
x(0) = 0, x(1) = 0. Ac anaptÔxoume thn f (t) se seir hmitìnwn
∞
X
f (t) = cn sin nπt,
n=1
ìpou
1
2 (−1)n+1
Z
cn = 2 t sin nπt dt = .
0 nπ
Ac gryoume kai thn x(t) wc ex c
∞
X
x(t) = bn sin nπt.
n=1
Antikajist¸ntac sthn exÐswsh èqoume
∞
X ∞
X
x00 (t) + 2x(t) = −bn n2 π 2 sin nπt + 2 bn sin nπt
n=1 n=1
X∞
= bn (2 − n2 π 2 ) sin nπt
n=1
∞
X 2 (−1)n+1
= f (t) = sin nπt.
n=1
nπ
Sunep¸c,
2 (−1)n+1
bn (2 − n2 π 2 ) =
nπ
or
2 (−1)n+1
bn = .
nπ(2 − n2 π 2 )
'Eqoume loipìn upologÐsei thn lÔsh san anptugma seirc F ourier
∞
X 2 (−1)n+1
x(t) = sin nπt.
n=1
nπ (2 − n2 π 2 )
Pardeigma 4.4.4: MporoÔme na antimetwpÐsoume sunj kec N eumann me ton Ðdio ousiastik trìpo. Ac jewr -
soume thn Ðdia exÐswsh gia 0 < t < 1,

x00 (t) + 2x(t) = f (t),
ìpou f (t) = t gia 0 < t < 1. Aut thn for ja èqoume tic ex c sunoriakèc sunj kec N eumann x0 (0) = 0, x0 (1) = 0.
Ac gryoume thn f (t) san anptugma seirc sunhmitìnwn
∞
c0 X
f (t) = + cn cos nπt,
2 n=1
ìpou
Z 1
c0 = 2 t dt = 1,
0
kai (
1 −4
2((−1)n − 1)
Z
π 2 n2
gia n perittì ,
cn = 2 t cos nπt dt = =
0 π 2 n2 0 gia n rtio.
Ac gryoume kai thn x(t) san anptugma seirc sunhmitìnwn
∞
a0 X
x(t) = + an cos nπt.
2 n=1
Antikajist¸ntac sthn exÐswsh èqoume
∞ h
X i ∞ h
X i
x00 (t) + 2x(t) = −an n2 π 2 cos nπt + a0 + 2 an cos nπt
n=1 n=1
∞
X
= a0 + an (2 − n2 π 2 ) cos nπt
n=1
∞
1 X −2
= f (t) = + cos nπt.
2 n=1
π 2 n2
n perittì
1
'Ara, a0 = 2
, an = 0 gia n rtio kai gia n perittì ( n ≥ 1)
−4
an (2 − n2 π 2 ) =
π 2 n2

−4
an = .
n2 π 2 (2 − n2 π 2 )
'Eqoume loipìn upologÐsei thn lÔsh san anptugma seir¸n F ourier wc ex c
∞
X −4
x(t) = cos nπt.
n=1
n2 π 2 (2 − n2 π 2 )
n odd
4.4.4 Ask seic
4.4.3 'Estw h sunrthsh f (t) = (t − 1)2 orismènh gia 0 ≤ t ≤ 1. a) D¸ste thn grafik parstash thc rtiac
periodik c epèktashc thc f. b) D¸ste thn grafik parstash thc rtiac periodik c epèktashc thc f.
4.4.4 UpologÐste ta anaptÔgmata seir¸n F ourier gia thn rtia kai gia thn peritt periodik epèktash thc sunrthsh-
c f (t) = (t − 1)2 gia 0 ≤ t ≤ 1.
4.4.5 UpologÐste ta anaptÔgmata seir¸n F ourier gia thn rtia kai gia thn peritt periodik epèktash thc sunrthsh-
c f (t) = t gia 0 ≤ t ≤ π.
4.4.6 UpologÐste to anptugma seir¸n F ourier gia thn rtia periodik epèktash thc sunrthshc f (t) = sin t gia
0 ≤ t ≤ π.
4.4.7 UpologÐste thn lÔsh thc exÐswshc
x00 (t) + 4x(t) = f (t),

ìpou f (t) = 1 gia 0 < t < 1 h opoÐa ikanopoieÐ a) tic ex c sunoriakèc sunj kec Dirichlet x(0) = 0, x(1) = 0. b) tic
ex c sunoriakèc sunj kec N eumann x0 (0) = 0, x0 (1) = 0.
4.4.8 UpologÐste thn lÔsh thc exÐswshc
x00 (t) + 9x(t) = f (t),

ìpou f (t) = sin 2πt gia0 < t < 1. a) tic ex c sunoriakèc sunj kec Dirichlet x(0) = 0, x(1) = 0. b) tic ex c
sunoriakèc sunj kec N eumann x0 (0) = 0, x0 (1) = 0.
4.4.9 'Estw ìti
x00 (t) + 3x(t) = f (t), x(0) = 0, x(1) = 0,

P∞
ìpou f (t) = n=1 bn sin nπt. D¸ste to anptugma se seir F ourier thc lÔshc x(t), ìpou oi suntelestèc na dÐnontai
sunart sei twn ìrwn bn .

4.5 MDE, qwrismìc metablht¸n, kai h exÐswsh jermìthtac
Mia exÐswsh lègetai merik diaforik exÐswsh MDE en perilambnei merikèc parag¸gouc wc proc perissìterec
‡
apì mia anexrthtec metablhtèc . H epÐlush MDE apoteleÐ Ðswc thn pio shmantik kai basik efarmog twn seir¸n
F ourier.
Mia MDE lègetai grammik an h anexrthth metablht kai oi pargwgoÐ thc den emfanÐzontai se kpoia dÔnamh
(megalÔterh tou 1) oÔte san ìrisma kpoiac sunrthshc. Ja asqolhjoÔme mìno me grammikèc MDE. MazÐ me mia
MDE, sun jwc orÐzoume kai kpoiec sunoriakèc sunj kec, me tic opoÐec kajorÐzoume thn tim thc lÔshc /kai thc
parag¸gou thc sto sÔnoro enìc qwrÐou. Epiprìsjeta, enallaktik, mporeÐ na orÐsoume kpoiec arqikèc sunj kec
me tic opoÐec kajorÐzoume thn tim thc lÔshc /kai thc parag¸gou thc se kpoia qronik stigm thn opoÐa jewroÔme
arqik . Merikèc forèc oi dÔo parapnw tÔpoi sunjhk¸n sumplèkontai kai tìte lème ìti èqoume genik pleurikèc
sunj kec.
Ja melet soume treic tÔpouc merik¸n diaforik¸n exis¸sewn, h kje mia apì tic opoÐec eÐnai antiproswpeutik
miac genikìterhc klshc diaforik¸n exis¸sewn. Pr¸ta ja melet soume thn exÐswsh thc jermìthtac, h opoÐa eÐnai
èna pardeigma parabolik c MDE. Katìpin ja melet soume thn exÐswsh tou kÔmatoc, h opoÐa eÐnai èna pardeigma
uperbolik c MDE. Tèloc ja melet soume thn exÐswsh tou Laplace, h opoÐa eÐnai èna pardeigma elleiptik c MDE.
H sumperifor kai h praktik epÐlushc kajemic apo tic parapnw exis¸seic eÐnai antiproswpeutikèc ìlhc thc klshc
twn exis¸sewn sthn opoÐa an koun.
4.5.1 Jermìthta se èna monwmèno kal¸dio
Ac melet soume pr¸ta thn exÐswsh thc jermìthtac 'Estw ìti èqoume èna kal¸dio ( mia lept metallik rbdo) h
opoÐa eÐnai monwmènh pantoÔ ektìc apì ta dÔo kra thc. 'Estw ìti me x sumbolÐsoume thn jèsh pnw sthn rbdo kai
ìti me t sumbolÐzoume ton qrìno. DeÐte to Sq ma 4.10.
jermokrasÐa u
0 L x
mìnwsh
Σχήμα 4.10: Μονωμένο καλώδιο.
Ac sumbolÐsoume t¸ra me u(x, t) thn jermokrasÐa tou kalwdÐou sto shmeÐo x thn qronik stigm t. H exÐswsh
pou dièpei to sÔsthma autì onomzetai mono-distath exÐswsh jermìthtac:
∂u ∂2u
= k 2,
∂t ∂x
ìpou k >0 eÐnai mia stajer. Dhlad , h metabol thc jermokrasÐac se kpoio sugkekrimèno shmeÐo eÐnai anlogh
thc deÔterhc parag¸gou thc jermokrasÐac thc rbdou.
Genik qrhsimopoioÔme èna pio bolikì sumbolismì gia tic merikèc parag¸gouc. Ja sumbolÐzoume loipìn me t thn u
∂u ∂2u
∂t
, kai ja sumbolÐzoume me xx u
thn
∂x2
. Qrhsimopoi¸ntac ton sumbolismì autì èqoume thn ex c morf thc exÐswshc
ut = kuxx .
H exÐswsh thc jermìthtac ja sumplhrwjeÐ, ìpwc kai ìlec oi diaforikèc exis¸seic bebaÐwc, me sunoriakèc sun-
j kec. Ac upojèsoume ìti to m koc thc rbdou eÐnai L kai ìti ta kra tou eÐte paramènoun se stajer jermokrasÐa
‡ EÐnai, kat thn gn¸mh mou polÔ pio orjì, all dustuq¸c kajìlou sunhjismèno oi exis¸seic autèc na lègontai exis¸seic me
merikèc parag¸gouc
4.5. ΜΔΕ, ΧΩΡΙΣΜΟΣ ΜΕΤΑΒΛΗΤΩΝ, ΚΑΙ Η ΕΞΙΣΩΣΗ ΘΕΡΜΟΤΗΤΑΣ 123
(euriskìmena p.q. se epaf me kpoio s¸ma h jermokrasÐa tou opoÐou paramènei stajer) eÐte eÐnai monwmèna. An
upojèsoume ìti h jermokrasÐa sta kra paramènei stajer 0, tìte èqoume tic ex c sunj kec
u(0, t) = 0 kai u(L, t) = 0.

Sthn perÐptwsh pou ta kra thc rbdou eÐnai monwmèna, èqoume tic ex c sunj kec
ux (0, t) = 0 kai ux (L, t) = 0.

Me lla lìgia, h jermìthta den mporeÐ oÔte na ekrèei oÔte na eisrèei apì ta kra thc rbdou. Shmei¸ste ìti h Ôparxh
deÔterwn parag¸gwn sthn x kateÔjunsh sthn exÐswsh sunepgetai thn anagkaiìthta gia dÔo pleurikèc sunj kec
ston xona tou x. Oi pleurikèc autèc sunj kec onomzontai omogeneÐc (dhlad , eÐte u eÐte h pargwgìc thc u eÐnai
mhdèn).
Epiprìsjeta, eÐnai logikì na upojèsoume ìti gnwrÐzoume thn arqik katanom thc jermokrasÐac sthn rbdo.
u(x, 0) = f (x),
ìpou f (x) eÐnai kpoia doj sa sunrthsh. H arqik aut sunj kh den eÐnai bèbaia omogen c pleurik sunj kh.
4.5.2 Diaqwrismìc Metablht¸n
Epeid h u kai oi pargwgoÐ thc den emfanÐzontai uywmènec se kpoia dÔnamh oÔte san orÐsmata llwn sunart sewn,
h exÐswsh thc jermìthtac eÐnai grammik . Sunep¸c h arq thc upèrjeshc mporeÐ na efarmosjeÐ sthn exÐswsh thc
jermìthtac (qwrÐc tic pleurikèc sunj kec). An oi u1 kai u2 eÐnai lÔseic kai oi c1 , c2 stajerèc, tìte h u = c1 u1 + c2 u2
eÐnai epÐshc lÔsh.
4.5.1 érify the principle of superposition for the heat equation.
Ac bloume t¸ra kai tic pleurikèc sunj kec sto paiqnÐdi thc uperjeshc. Sugkekrimèna, en u1 kai u2 eÐnai kpoiec
lÔseic oi opoÐec ikanopoioÔn tic sunj kecu(0, t) = 0 kai u(L, t) = 0, kai c1 , c2 eÐnai stajerèc, tìte h u = c1 u1 + c2 u2
eÐnai epÐshc lÔsh h opoÐa ikanopoieÐ tic sunj kec u(0, t) = 0 kai u(L, t) = 0. Parìmoia mporoÔme na doÔme thn
upèrjesh gia tic ex c sunoriakèc sunj kec ux (0, t) = 0 kai ux (L, t) = 0. Genik, h arq thc upèrjeshc isqÔei gia
opoiesd pote omogeneÐc pleurikèc sunj kec.
H mèjodoc tou diaqwrismoÔ twn metablht¸n prospajeÐ na upologÐsei lÔseic oi opoÐec eÐnai ajroÐsmata ginìmena
sunart sewn miac metablht c.Gia pardeigma, gia thn exÐswsh thc jermìthtac, prospajoÔme na upologÐsoume lÔseic
thc morf c
u(x, t) = X(x)T (t).

Ac prospaj soume na lÔsoume thn exÐswsh thc jermìthtac loipìn
ut = kuxx me u(0, t) = 0 kai u(L, t) = 0 kai u(x, 0) = f (x).

Ac upojèsoume ìti u(x, t) = X(x)T (t). Antikajist¸ntac sthn exÐswsh thc jermìthtac èqoume
X(x)T 0 (t) = kX 00 (x)T (t).

Ac to gryoume wc ex c
T 0 (t) X 00 (x)
= .
kT (t) X(x)
BebaÐwc h exÐswsh aut isqÔei gia kje x kai kje t. To aristerì mèroc ìmwc thc exÐswshc den exarttai apì to x
en¸ to dexiì mèroc den exarttai apo to t. 'Ara, kai oi dÔo pleurèc prèpei na eÐnai stajer. Ac onomsoume thn koin
aut stajer −λ (to arnhtikì prìshmo eÐnai, ìpwc ja doÔme sÔntoma, gia diki mac eukolÐa). Me ton trìpo autì
paÐrnoume tic ex c dÔo exis¸seic.

T 0 (t) X 00 (x)
= −λ = .
kT (t) X(x)
H me lla lìgia
X 00 (x) + λX(x) = 0,
T 0 (t) + λkT (t) = 0.
H sunoriak sunj kh u(0, t) = 0 X(0)T (t) = 0. Me bsh to gegonìc ìti profan¸c anazhtoÔme mh-
mac dÐnei ìti
tetrimmènec lÔseic mporoÔme na upojèsoume ìti h T (t) den eÐnai tautotik mhdèn. 'Ara katal goume ìti X(0) = 0.
Parìmoia, h u(L, t) = 0 sunepgetai ìti X(L) = 0. AnazhtoÔme mh-tetrimmènec lÔseic X gia to prìblhma idiotim¸n
2 2
X 00 + λX = 0, X(0) = 0, X(L) = 0. 'Eqoume dh upologÐsei ìti oi mìnec idiotimèc eÐnai oi λn = nLπ2 , gia kje akèraio
nπ
n ≥ 1, en¸ oi antÐstoiqec idiosunart seic eÐnai sin L x. Sunep¸c, ac epilèxoume tic lÔseic
nπ
Xn (x) = sin x.
L
Oi sunart seic Tn pou analogoÔn prèpei na ikanopoioÔn thn exÐswsh
n2 π 2
Tn0 (t) + kTn (t) = 0.
L2
Qrhsimopoi¸ntac thn mèjodo twn oloklhrwtik¸n paragìntwn, brÐskoume ìti h lÔsh tou probl matoc eÐnai
−n2 π 2
kt
Tn (t) = e L2 .
AxÐzei na shmei¸soume ìti Tn (0) = 1. Oi jemeli¸deic lÔseic mac eÐnai
nπ −n22π2 kt
un (x, t) = Xn (x)Tn (t) = sin x e L .
L
nπ
Shmei¸ste ìti un (x, 0) = sin L
x. Ac anaptÔxoume thn f (x) se seir sunhmitìnwn
∞
X nπ
f (x) = bn sin x.
n=1
L
Dhlad , upologÐzoume to anptugma se seir F ourier thc peritt c periodik c epèktashc thc sunrthshc f (x). H
sugkekrimènh qr sh twn seir¸n hmitìnwn ofeÐletai sto gegonìc ìti aut antistoiqoÔn sto prìblhma idiotim¸n gia ta
X(x) pou eÐdame parapnw. Finally, we use superposition to write the solution ac
∞ ∞
X X nπ −n22π2 kt
u(x, t) = bn un (x, t) = bn sin x e L .
n=1 n=1
L
GiatÐ perimènoume kti tètoio na èqei epituqÐa? Pr¸ta shmei¸ste ìti h en lìgw seir eÐnai, me bsh thn arq thc
upèrjeshc, lÔsh thc exÐswshc thc jermìthtac. IkanopoieÐ tic sunj kec u(0, t) = 0 kai u(L, t) = 0, epeid ta hmÐtona
mhdenÐzontai gia x=0 x = L. Telik, antikajist¸ntac to t = 0, parathroÔme ìti Tn (0) = 1 kai sunep¸c
∞ ∞
X X nπ
u(x, 0) = bn un (x, 0) = bn sin x = f (x).
n=1 n=1
L
Pardeigma 4.5.1: Ac upojèsoume ìti èqoume èna monwmèno kal¸dio m kouc 1, tètoio ¸ste ta kra tou eÐnai
bujismèna se pgo (jermokrasÐa 0). 'Estw k = 0.003. Upojèste epÐshc ìti h arqik katanom thc jermokrasÐac eÐnai
h ex c u(x, 0) = 50 x (1 − x). DeÐte to Sq ma 4.11 sthn paroÔsa selÐda.
Jèloume na broÔme thn sunrthsh thc jermokrasÐac u(x, t). Ac upojèsoume ìti epiprìsjeta jèloume na up-
ologÐsoume thn qronik stigm (gia poio t) sthn opoÐa h mègisth jermokrasÐa tou kalwdÐou ja meiwjeÐ sto misì thc
arqik c mègisthc (12.5).
Prèpei na lÔsoume loipìn to ex c prìblhma MDE:
ut = 0.003 uxx ,
u(0, t) = u(1, t) = 0,
u(x, 0) = 50 x (1 − x) gia 0 < x < 1.
Ac upologÐsoume to anptugma hmitìnwn thc sunrthshc f (x) = 50 x (1 − x) gia 0 < x < 1. Dhlad , f (x) =
P ∞
n=1 bn sin nπx, ìpou
(
1
200 (−1)n
Z
200 0 gia n ,
rtio
bn = 2 50 x (1 − x) sin nπx dx = 3 3 − = 400
0 π n π 3 n3 π 3 n3
gia n perittì .
0.00 0.25 0.50 0.75 1.00
12.5 12.5
10.0 10.0
7.5 7.5
5.0 5.0
2.5 2.5
0.0 0.0
0.00 0.25 0.50 0.75 1.00
Σχήμα 4.11: Αρχική κατανομή της θερμοκρασίας στο καλώδιο.
0
0.00 t
20
0.25 40
x 60
0.50
80
u(x,t)
0.75 100
1.00
12.5 12.5
11.700
10.400
9.100
10.0 10.0 7.800
6.500
5.200
7.5 7.5 3.900
2.600
1.300
5.0 5.0 0.000
2.5 2.5
0.0 0.0
0 0.25
20
0.50
40 x
60 0.75
t 80
1.00
100
Σχήμα 4.12: Η γραφική παράσταση της θερμοκρασίας του καλωδίου στην θέση x την χρονική στιγμή t.
H grafik parstash thc lÔshc u(x, t), tou Sq matoc 4.12 gia 0 ≤ t ≤ 100, apì tic ex c seirèc:
∞
X 400 2 2
u(x, t) = (sin nπx) e−n π 0.003 t .
n=1
π 3 n3
n perittì
Ac apant soume t¸ra to er¸thma pou afor thn mègisth jermokrasÐa. Den eÐnai polÔ dÔskolo na mantèyoume ìti
h mègisth jermokrasÐa ja eÐnai pnta sto shmeÐo x = 0.5, sto mèson tou kalwdÐou. H grafik parstash thc u(x, t)
epibebai¸nei thn manteyi mac aut .
An antikatast soume to x = 0.5 paÐrnoume
∞
X 400 2 2
u(0.5, t) = 3 3
(sin nπ 0.5) e−n π 0.003 t .
n=1
π n
n perittì
400 −π2 0.003 t

u(0.5, t) ≈ e .
π3
H prosèggish aut belti¸netai ìtan h tim tou t auxnei mia kai tìte to mègejoc twn ìrwn pou paraleÐpontai
elatt¸netai polÔ taqÔtera. Ac doÔme thn grafik parstash thc sunrthshc u(0.5, t), dhlad thn jermokrasÐa sto
mèson tou kalwdÐou thn qronik stigm t, sto Sq ma 4.13. To en lìgw Sq ma sumperilambnei kai thn grafik
parstash thc prosèggishc pou mac dÐnei mìnon o pr¸toc ìroc thc seirc.
0 25 50 75 100
12.5 12.5
10.0 10.0
7.5 7.5
5.0 5.0
2.5 2.5
0 25 50 75 100
Σχήμα 4.13: Η θερμοκρασία στο μέσον του καλωδίου (κάτω καμπύλη) και η προσέγγισή της η οποία προκύπτει
από τον πρώτο όρο της σειράς (άνω καμπύλη).
DÔskola mporoÔme na xeqwrÐsoume tic dÔo kampÔlec tou Sq matoc gia timèc megalÔterec tou t = 5. Sunep¸c, en
gènei h seir apoteleÐ polÔ kal ektÐmhsh thc lÔshc u(x, t) akìma kai sthn perÐptwsh pou lboume upoyin elqistouc
ìrouc. H sumperifor aut apoteleÐ mia qarakthristik idiìthta epÐlushc thc exÐswshc thc jermìthtac. Eidikìtera,
en mac endiafèrei h sumperifor thc lÔshc gia arket meglo t, arkoÔn ènac dÔo ìroi thc seirc.
Epistrèfontac sto jèma thc mègisthc jermokrasÐac, anazhtoÔme to pìte h jermokrasÐa sto mèson ja eÐnai 12.5 2 / =
6.25. Ac qrhsimopoi soume thn prosèggish thc lÔshc pou orÐzei mìnon o pr¸toc ìroc. 'Ara arkeÐ na lÔsoume
400 −π2 0.003 t

6.25 = e .
π3
That ic,
3
ln 6.25
400
π
t= ≈ 24.5.
−π 0.003
2
'Ara h mègisth jermokrasÐa ja meiwjeÐ sto misì sto t = 24.5.
4.5.3 Monwmèna kra
Ac exetsoume thn perÐptwsh pou mon¸noume ta dÔo kra tou kalwdÐou. Sthn perÐptwsh aut prèpei na lÔsoume to
ex c prìblhma
ut = kuxx ìtan ux (0, t) = 0 kai ux (L, t) = 0 kai u(x, 0) = f (x).

Upojètoume ìti h lÔsh mporeÐ na grafjeÐ sthn ex c morf qwrizomènwn metablht¸n u(x, t) = X(x)T (t). Me ton Ðdio
akrib¸c trìpo me parapnw katal goume stic ex c dÔo SDE
X 00 (x) + λX(x) = 0,
T 0 (t) + λkT (t) = 0.
H sunoriak sunj kh ux (0, t) = 0 sunepgetai ìti X 0 (0)T (t) = 0. 'Ara X 0 (0) = 0. Parìmoia h ux (L, t) = 0
sunepgetai ìti X 0 (L) = 0. AnazhtoÔme mh-tetrimmènec lÔseic X tou ex c probl matoc idiotim¸n X 00 + λX = 0,
2 2
X 0 (0) = 0, X 0 (L) = 0. 'Opwc dh èqoume upologÐsei oi mìnec idiotimèc eÐnai oi λn = nLπ2 , gia kje akèraio n ≥ 0,
nπ
kai oi antÐstoiqec idiosunart seic eÐnai oi cos x (sumperilambnoume kai thn stajer idiosunrthsh). 'Ara èqoume
L
tic ex c lÔseic
nπ
Xn (x) = cos x kai X0 (x) = 1.
L
Ta antÐstoiqa Tn prèpei na ikanopoioÔn thn exÐswsh
n2 π 2
Tn0 (t) + kTn (t) = 0.
L2
Gia n ≥ 1, ìpwc akrib¸c kai parapnw, èqoume
−n2 π 2
kt
Tn (t) = e L2 .
Gia n= 0, èqoume T00 (t) =0 kai sunep¸c T0 (t) = 1. 'Ara èqoume tic ex c lÔsh
nπ −n22π2 kt
un (x, t) = Xn (x)Tn (t) = cos x e L ,
L
kai
u0 (x, t) = 1.
nπ
Shmei¸ste ìti un (x, 0) = cos L
x. Ac anaptÔxoume thn sunrthsh f se seir sunhmitìnwn
∞
a0 X nπ
f (x) = + an cos x.
2 n=1
L
'Eqoume dhlad upologÐsei to anptugma thc rtiac periodik c epèktashc thc f (x).
QrhsimopoioÔme thn arq thc upèrjeshc gia na katal xoume sthn ex c lÔsh
∞ ∞
a0 X a0 X nπ −n22π2 kt
u(x, t) = + an un (x, t) = + an cos x e L .
2 n=1
2 n=1
L
Pardeigma 4.5.2: Ac lÔsoume t¸ra to paraktw prìblhma MDE, to opoÐo bebaÐwc antistoiqeÐ sto Ðdio fusikì
prìblhma me ta parapnw paradeÐgmata me thn mình diafor to gegonìc ìti ta kra eÐnai monwmèna
ut = 0.003 uxx ,
ux (0, t) = ux (1, t) = 0,
u(x, 0) = 50 x (1 − x) for 0 < x < 1.
Ac upologÐsoume to anptugma thc sunrthshc u(x, 0). Gia 0 < x < 1 èqoume
∞
25 X −200
50 x (1 − x) = + cos nπx.
3 n=2
π 2 n2
n rtio
'Ara h lÔsh tou parapnw probl matoc MDE, h grafik parstash tou opoÐou dÐdetai sto Sq ma 4.14 sthn epìmenh selÐda,
eÐnai h
∞
25 X −200 2 2
u(x, t) = + 2 n2
(cos nπx) e−n π 0.003 t .
3 n=2
π
n even
0.00 0
5 t
x 0.25
10
0.50 15
0.75 20
u(x,t)
25
1.00
30
12.5
11.700
12.5 10.400
10.0
9.100
7.800
10.0 6.500
7.5
5.200
3.900
7.5 2.600
5.0
1.300
0.000
5.0
2.5
2.5
0.0
0 0.0
0.00
5
10 0.25
15 0.50
20
0.75 x
t 25
30 1.00
Σχήμα 4.14: Γραφική παράσταση της θερμοκρασίας ενός μονωμένου καλωδίου στην θέση x την χρονική στιγμή
t.
4.5.4 Ask seic
4.5.2 Jewr ste èna kal¸dio m kouc 2, me k = 0.001 kai thn ex c arqik katanom jermokrasÐac u(x, 0) = 50x.
Upojèste ìti kai ta dÔo kra tou paramènoun bujismèna se pgo (temperature 0). UpologÐste thn jermokrasÐa tou
kalwdÐou u(x, 0).
4.5.3 UpologÐste thn lÔsh tou paraktw probl matoc
ut = uxx ,
u(0, t) = u(1, t) = 0,
u(x, 0) = 100 gia 0 < x < 1.
ut = uxx ,
ux (0, t) = ux (π, t) = 0,
u(x, 0) = 3 cos x + cos 3x gia 0 < x < π.
ut = uxx ,
ux (0, t) = ux (π, t) = 0,
u(x, 0) = cos x gia 0 < x < π.
ut = uxx ,
u(0, t) = 0, u(1, t) = 100,
u(x, 0) = sin πx gia 0 < x < 1.
4.5.7 UpologÐste thn lÔsh jemrokrasÐac stajerc katstashc san sunrthsh tou x mìnon, jètontac t→∞ stic
lÔseic twn ask sewn 4.5.5 kai 4.5.6. Epibebai¸ste ìti ikanopoieÐ thn uxx = 0.
4.5.8 Qrhsimopoi ste thn mèjodo twn qwrizomènwn metablht¸n gia na upologÐsete mia mh-tetrimmènh lÔsh thc
exÐswshc uxx + uyy = 0, ìtan u(x, 0) = 0 kai u(0, y) = 0.

4.6 Monodistath exÐswsh tou kÔmatoc

jewr ste mia qord (p.q. kijrac) m kouc L h opoÐa upojèste ìti talant¸netai mìnon se mia kateÔjunsh. Upojètoume
ìti me x sumbolÐzoume thn jèsh pnw sthn qord , me t sumbolÐzoume ton qrìno kai me y thn metatìpish apì thn jèsh
isorropÐac tou shmeÐou x thc qord c thn qronik stigm t. DeÐte to Sq ma 4.15.
0 L x
Σχήμα 4.15: Ταλαντωμένη χορδή.
H exÐswsh pou dièpei thn parapnw katstash onomzetai mono-distath exÐswsh tou kÔmatoc:
ytt = a2 yxx ,
gia kpoio a > 0.

wtt = a2 wxx ,
w(0, t) = w(L, t) = 0,
(4.8)
w(x, 0) = 0 gia 0 < x < L,
wt (x, 0) = g(x) gia 0 < x < L.
kai
ztt = a2 zxx ,
z(0, t) = z(L, t) = 0,
(4.9)
z(x, 0) = f (x) gia 0 < x < L,
zt (x, 0) = 0 gia 0 < x < L.
2
ytt = a yxx ,
y(0, t) = y(L, t) = 0,
(4.10)
y(x, 0) = f (x) gia 0 < x < L,
yt (x, 0) = g(x) gia 0 < x < L.
kaiBibliografÐaBibliografÐa
BibliografÐa
[BM] Paul W. Berg kai James L. McGregor, Elementary Partial Differential Equations, Holden-Day, San Francisco,
CA, 1966.
[BD] William E. Boyce kai Richard C. DiPrima Differential Equations and Boundary Value Problems, 9th edition,
Laurie Rosatone, 2009.
[EP] C.H. Edwards kai D.E. Penney, Differential Equations kai Boundary Value Problems: Computing and Modeling,
4th edition, Prentice Hall, 2008.
[F] Stanley J. Farlow, An Introduction to Differential Equations and Their Applications, McGraw-Hill, Inc., Prince-
ton, NJ, 1994.
[EP] C.H. Edwards kai D.E. Penney, Differential Equations kai Boundary Value Problems: Computing and Modeling,
4th edition, Prentice Hall, 2008.
[I] E.L. Ince, Ordinary Differential Equations, Dover Publications, Inc., New York, NY, 1956.
131
132 ΒΙΒΛΙΟΓΡΑΦΙΑ
Euret rio
rtia periodik epèktash, 117 diaqwrÐsimh, 19
rtia sunrthsh, 110, 117 diaqwrismìc twn metablht¸n, 123
èmmesh lÔsh, 20 dunamik apìsbesh, 84
Ôparxh kai monadikìthta, 16, 36
Ôparxhc kai monadikìthtac, 42 eikìna fshc, 32
MDE, 6 ekjetikì enìc pÐnaka, 88
ekjetikì pÐnaka, 88
aìristo olokl rwma, 10 eleÔjerh kÐnhsh, 46
algebrik pollaplìthta, 85 elleiptik c MDE, 122
anlush idiodianusmtwn, 99 elleiptikì (dianusmatikì pedÐo), 75
analogoÔsa omogen c exÐswsh, 52 enallaktikì je¸rhma tou F redholm

anexrthth metablht , 5 apl perÐptwsh, 106
antÐstoiqo idiodinusma, 103 epekteÐnoume periodik, 107
antipargwgoc, 10 epitqunsh, 12
apìstash, 12 eswterikì ginìmeno sunart sewn, 108
apl armonik kÐnhsh, 48 eustajèc krÐsimo shmeÐo, 31
aprosdiìristoi suntelestèc, 52 eustaj periodik lÔsh, 60
gia sust mata, 83 eustaj c kìmboc, 74
sust mata, 97 exÐswshBernoulli, 28
sust mata deÔterhc txhc, 99 exÐswshChebychev 1hc txhc, 37
arqikèc sunj kec, 7 ExÐswsh Hermite 2hc txhc, 37
arqikèc sunj kec miac MDE, 122 exÐswsh thc jermìthtac, 122
asjen c pÐnakac, 85 exÐswsh tou Euler, 41

asjen¸c fjÐnon sÔsthma, 50 exÐswsh tou Laplace, 122
astajèc krÐsimo shmeÐo, 31 exÐswsh tou kÔmatoc, 122
astaj c kìmboc, 74 exanagkasmènec talant¸seic, 83
atèleia, 85 exanagkasmènh kÐnhsh, 46, 49
atel c idiotim , 85 exarthmènh metablht , 5
autìnomh exÐswsh, 31 exis¸seic Cauchy − Euler, 37
autìnomo sÔsthma, 65 exis¸seic Euler, 37
deÔtero nìmo tou NeÔtwna, 46, 47, 64 fainìmeno tou Gibbs, 112
deÔteroc nìmoc tou NeÔtwna, 78 fantastikì mèroc, 40
digramma fshc, 32 fusikèc suqnìthtec, 80
dinusma metatìpishc, 78 fusik (gwniak ) suqnìthta, 48
dinusma sunart sewn, 67 fusik suqnìthta, 57
diaforik exÐswsh, 5 fusik suqnìthta suntonismoÔ, 60
diaforik exÐswsh deÔterhc txhc, 8 fusikì pltoc suntonismoÔ, 60
diaforik c exÐswshc pr¸thc txhc, 5 fusikìc suntonismìc, 58, 60
diag¸nioc pÐnakac fusikoÐ trìpoi talntwshc, 80
ekjetikì pÐnaka enìc, 89
diagwnopoÐhsh, 90 genik lÔsh, 7
diakÔmansh twn paramètrwn, 54 genikeumèna idiodianÔsmata, 86, 87
dianusmatikì pedÐo, 65 gewmetrik pollaplìthta, 85
133
134 ΕΥΡΕΤΗΡΙΟ
grammik anexrthtec, 36, 42 metatìpish fshc, 48
grammik exarthmènec, 42 mh-exanagkasmènh kÐnhsh, 46
grammikèc exis¸seic, 23 migadikèc rÐzec, 40
grammikèc exis¸seic pr¸thc txhc, 23 migadikìc arijmìc, 39
grammik exÐswsh, 35 mono-distath exÐswsh jermìthtac, 122
grammik MDE, 122 mono-distath exÐswsh tou kÔmatoc, 130
grammik c diaforik c exÐswshc deÔterhc txhc, 35 montèlo ekjetik c aÔxhshc, 7
grammikì sÔsthma pr¸thc txhc, 65 morf Leibniz , 19
grammikì sÔsthma SDE pr¸thc txhc, 67
grammikìc telest c, 52 nìmo tou Qouk, 46
gwniak suqnìthta, 48 Nìmoc didoshc thc jermìthtac tou NeÔtwna, 26
nìmoc thc didoshc tou NeÔtwna, 31
hmi-perÐodoc, 114 nìmoc tou Hooke, 78
idizousec lÔseic, 20 oloklhrwtikìc pargontac, 23
idiodinusma, 70, 103 omogenèc sÔsthma, 67
idiotim , 70 omogen grammik exÐswsh, 35
idiotim enìc probl matoc sunoriak¸n tim¸n, 103 Omogen c exÐswsh, 29
isqur fjÐnwn, 49 omogeneÐc pleurikèc sunj kec side, 123
orjog¸niec
je¸rhma tou P icard, 16 sunart seic, 105, 108
jemeli¸dhc pÐnakac, 68
jemeli¸dhc pÐnakac epÐlushc, 68 pÐnakac akamyÐac, 78
jemeli¸dhc pÐnakac lÔsewn, 88 pÐnakac mzac, 78
jemrokrasÐac stajerc katstashc, 129 pÐnakac sunart sewn, 67
parstash fsewn, 65
kèntro, 76 parabolik c MDE, 122
kÐnhsh me apìsbesh, 46 paragontopoÐhsh idiodianusmtwn, 95
kÐnhsh qwrÐc apìsbesh, 46 pedÐo kateujÔnsewn, 14
kÐnhsh qwrÐc ustèrhsh pedÐou dieujÔnsewn, 65
sust mata, 78 perÐodoc, 48
kÔklwma RLC , 46 periodik , 107
kampÔlh epÐlushc, 65 peritt periodik epèktash, 117
katabìjra, 74 peritt sunrthsh, 110, 117
katanlwsh, 32 phg , 74
krÐsima fjÐnon, 50 pltoc, 48
krÐsimo shmeÐo, 31 pl rhc idiotim , 85
pleurikèc sunj kec miac MDE, 122

lÔsh, 5
pollaplìthta, 44
lÔsh isorropÐac, 31
pollaplìthta miac idiotim c, 85
logistik exÐswsh, 31
pollaplasiasmìc migadik¸n arijm¸n, 39
logistik exÐswsh me katanlwsh, 32
prìblhma sunoriak¸n tim¸n, 102
pragmatikì mèroc, 40
mèjodoc elttwshc thc txhc, 37
prionwt , 109
mèjodoc oloklhrwtikoÔ pargonta, 23
mèjodoc tou oloklhrwtikoÔ pargonta

qarakthristik exÐswsh, 38
sust mata, 93
majhmatik lÔsh, 6 rÐzec pollaplìthtac, 43

majhmatikì montèlo, 6 realistik probl mata, 6
MDE, 122
merikèc diaforikèc exis¸seic, 6 sÔsthma diaforik¸n exis¸sewn, 63
merik diaforik exÐswsh, 122 sagmatikì shmeÐo, 74
metabatik lÔsh, 60 SDE, 6
metablhtèc parmetroi seir F ourier, 108
sust mata, 98 speiroeid c katabìjra, 76

ΕΥΡΕΤΗΡΙΟ 135
speiroeid c phg , 76
stajeroÐ suntelestèc, 38
stajeroÔc suntelestèc, 67
sugkekrimènh lÔsh, 7, 52
sumbolismì Leibniz , 11
sumplhrwmatik lÔsh, 52
sun jeic diaforikèc exis¸seic, 6
sunoriakèc sunj kec Dirichlet, 119
sunoriakèc sunj kec miac MDE, 122
sunoriak¸n sunjhk¸n N eumann, 119
suntonismìc, 58, 84
superposition, 42
sust mata tri¸n swmatidÐwn, 78
suzug migadikì, 72
tÔpo tou Euler, 40
tÔpo tou triwnÔmou, 38
taqÔthta, 12
tetrgwno kÔma, 61
tetragwnikì kÔma, 110
trigwnometrik seir, 108
troqi, 65
upèrjesh, 35, 68
upèrjeshc, 123
uperbolik c MDE, 122

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Shmei¸seic Diaforik¸n Exis¸sewn

... gia MhqanikoÔc

To keÐmeno autì morfopoi jhke se LATEX.

kai thn dianom tou ektupwmènou pakètou.

0.2 Eisagwg stic diaforikèc exis¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

1 SDE pr¸thc txhc 10

1.2 PedÐa kateujÔnsewn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

1.3 DiaqwrÐsimec Exis¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

1.4 Grammikèc exis¸seic kai oloklhrwtikoÐ pargontec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

1.6 Autìnomec exis¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31

2 Grammikèc SDE uyhlìterhc txhc 35

2.2 Grammikèc SDE deÔterhc txhc me stajeroÔc suntelestèc . . . . . . . . . . . . . . . . . . . . . . . . . 38

2.3 Grammikèc SDE uyhlìterhc txhc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

2.5 Mh-omogeneÐc exis¸seic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52

2.6 Exanagkasmènec talant¸seic kai suntonismìc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57

3.2 Grammik sust mata SDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

3.3 Mèjodoc idiotim¸n . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70

3.4 Sust mata dÔo diastsewn kai ta dianusmatik pedÐa touc . . . . . . . . . . . . . . . . . . . . . . . . . 74

3.5 Sust mata deÔterhc txhc kai efarmogèc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

3.6 Idiotimèc me pollaplìthta . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

3.7 Ekjetik Pinkwn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88

3.8 Mh-omogen sust mata . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93

4 Seirèc F ourier kai MDE 102

4.2 Trigwnometrikèc seirèc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107

4.3 Epiprìsjeta jèmata seir¸n F ourier . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114

4.4 Seirèc hmitìnwn kai sunhmitìnwn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117

4.5 MDE, qwrismìc metablht¸n, kai h exÐswsh jermìthtac . . . . . . . . . . . . . . . . . . . . . . . . . . . 122

4.6 Monodistath exÐswsh tou kÔmatoc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130

EpiskefjeÐte thn istoselÐda http://diaek.wordpress.com/ gia perissìterec plhroforÐec.

0.2 Eisagwg stic diaforikèc exis¸seic

0.2.1 Diaforikèc Exis¸seic

exÐswsh pou mllon den thn èqete dei xan.

0.2.2 EpÐlush diaforik¸n exis¸sewn

mìno to x kai to t kai ìqi oi pargwgoi. Sthn prokeÐmenh perÐptwsh to

x = x(t) = cos t + sin t

pou uprqoun mporoÔn na sumptuqjoÔn kai na grafoÔn me thn ex c morf

x = cos t + sin t + Ce−t

asqolhjoÔme sto deÔtero mèroc tou maj matoc.

Akìma kai gia tic SDE, oi opoÐec ìson afor thn

basik touc ènnoia, eÐnai eÔkola katanohtèc se bjoc, den 0 1 2 3 4 5

eÐnai apl upìjesh h eÔresh lÔsewn se ìla ta probl ma- 3 3

ta sta opoÐa emplèkontai. EÐnai shmantikì na gnwrÐzoume

pìte mporoÔme na lÔsoume eÔkola kpoio tètoio prìblhma

kai sthn perÐptwsh pou mporoÔme na broÔme thn lÔsh mac

me qr sh upologistik¸n susthmtwn, kti pou prgmati

j kec proèkuye. Epiprìsjeta, eÐnai polÔ suqn aparaÐth-

oume se kpoia llh morf thn opoÐa katanoeÐ to logis-

mikì sÔsthma pou ja qrhsimopoi soume gia na tic lÔsoume. -1 -1

Endeqomènwc na qreizetai na knoume kpoiec shmantikèc

upojèseic sto majhmatikì mac montèlo gia na mporèsoume

potè prin den èqete antimetwpÐsei sto pareljìn. EÐnai

Kti tètoio sÐgoura den prìkeitai na gÐnei sto mjhma autì.

0.2.3 Diaforikèc exis¸seic sthn prxh

Ac doÔme pwc mporoÔme na qrhsimopoi soume diaforikèc

exis¸seic stic epist mec kai thn mhqanik . 'Estw ìti èqete

oun na dhmiourg sete èna majhmatikì montèlo. Me lla lì-

na sac pei sqetik to arqikì realistikì sac prìblhma.

ex c majhmatikì montèlo

exÐswsh. MporoÔme na isqurisjoÔme ìti h lÔsh dÐnetai apì thn sqèsh

ìpou C eÐnai kpoia stajer. Ac to epibebai¸soume,

100 = P (0) = Cek0 = C,

P (t) = 100 e(ln 2)t/10 ≈ 100 e0.069t .

Entxei mèqri ed¸, all ac prospaj soume na katano -

1 SDE pr¸thc txhc 10

1.4 Grammikèc exis¸seic kai oloklhrwtikoÐ pargontec . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

2 Grammikèc SDE uyhlìterhc txhc 35

2.2 Grammikèc SDE deÔterhc txhc me stajeroÔc suntelestèc . . . . . . . . . . . . . . . . . . . . . . . . . 38

2.3 Grammikèc SDE uyhlìterhc txhc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42

3.2 Grammik sust mata SDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

3.4 Sust mata dÔo diastsewn kai ta dianusmatik pedÐa touc . . . . . . . . . . . . . . . . . . . . . . . . . 74

3.5 Sust mata deÔterhc txhc kai efarmogèc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

3.7 Ekjetik Pinkwn . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88

4.6 Monodistath exÐswsh tou kÔmatoc . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130

exÐswsh pou mllon den thn èqete dei xan.

mìno to x kai to t kai ìqi oi pargwgoi. Sthn prokeÐmenh perÐptwsh to

pou uprqoun mporoÔn na sumptuqjoÔn kai na grafoÔn me thn ex c morf

Akìma kai gia tic SDE, oi opoÐec ìson afor thn

basik touc ènnoia, eÐnai eÔkola katanohtèc se bjoc, den 0 1 2 3 4 5

pìte mporoÔme na lÔsoume eÔkola kpoio tètoio prìblhma

me qr sh upologistik¸n susthmtwn, kti pou prgmati

j kec proèkuye. Epiprìsjeta, eÐnai polÔ suqn aparaÐth-

oume se kpoia llh morf thn opoÐa katanoeÐ to logis-

Endeqomènwc na qreizetai na knoume kpoiec shmantikèc

Kti tètoio sÐgoura den prìkeitai na gÐnei sto mjhma autì.

0.2.3 Diaforikèc exis¸seic sthn prxh

oun na dhmiourg sete èna majhmatikì montèlo. Me lla lì-

na sac pei sqetik to arqikì realistikì sac prìblhma.

ìpou C eÐnai kpoia stajer. Ac to epibebai¸soume,

Entxei mèqri ed¸, all ac prospaj soume na katano -

soume ta apotelèsmat mac. ShmaÐnei prgmati ìti met 0 10 20 30 40 50 60

na mhn eÐnai swstèc. En ìmwc oi paradoqèc mac autèc eÐnai

akèraioc arijmìc, kai ìqi kpoioc pragmatikìc arijmìc. Gi-

a pardeigma to montèlo mac mporeÐ na mac diabebai¸sei ìti 3000 3000

met apì 61c, P (61) ≈ 6859.35.

soume thn katstash jètontac k = 1. 'Ac jewr soume 0 0

swst thn lÔsh).

T¸ra jewr ste thn ex c diaforik exÐswsh deÔterhc txhc

Tèloc, ac doÔme thn ex c diaforik exÐswsh deÔterhc txhc

SDE pr¸thc txhc

SDE pr¸thc txhc eÐnai mia exÐswsh thc morf c

Pardeigma 1.1.1: BreÐte thn genik lÔsh thc exÐswshc y 0 = 3x2 .

Pardeigma 1.1.2: LÔste thn

Pardeigma 1.1.4: BreÐte thn genik lÔsh thc y0 = y2 .

kpoio disthma thc morf c (−∞, C) thc morf c (C, ∞).

sto peiro. DeÐte to Sq ma 1.3 sthn paroÔsa selÐda.

Pardeigma 1.2.1: Prospaj ste na lÔsete thn exÐswsh:

Pardeigma 1.2.2: LÔste thn exÐswsh:

uprqei (toulqiston gia kpoia x) kai eÐnai monadik .

RÐxte mia mati sto ex c prìblhma

En A = 0, tìte h y = 0 eÐnai profan¸c mia lÔsh.

kai fusik eÐnai orismènh pantoÔ.

1.2.2 Sqediste to pedÐo dieujÔnsewn thc exÐswshc y 0 = x2 .

1.2.3 Sqediste to pedÐo dieujÔnsewn thc exÐswshc y0 = y2 .

pou dÐnontai paraktw.

Prosèxte ìti to olokl rwma exarttai apì to y.