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数学

常微分方程简介

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本文内容主要参考自 ODE-The Bright Side of Mathematics

1. 常微分方程的定义

k阶常微分方程 (ODE of order k):

\[ F(t, x, \dot{x}, ..., x^{(k)}) = 0 \]

1.1 autonomous ODE

  • autonomous ODE: \(\dot{x} = w(t, x)\)
  • non-autonomous ODE: \(\dot{x} = v(x)\)

1.2 homogeneous ODE

  • homogeneous ODE: \(\dot{x} = A(t)v(x)\)
  • non-homogeneous ODE: \(\dot{x} = A(t)v(x) + B(t)\)

1.3 linear ODE

  • linear ODE: \(\dot{x} = A(t)x + B(t)\)