1 Dialexh: F X, Y, Dy DX, D y DX, - .
1 Dialexh: F X, Y, Dy DX, D y DX, - .
1 Dialexh: F X, Y, Dy DX, D y DX, - .
Kje sqèsh pou sundèei th metablht x, thn gnwsth sunrthsh y(x) kai tic parag¸gouc
thc lègetai sun jhc diaforik exÐswsh. H genik morf miac diaforik c exÐswshc eÐnai h
à !
dy d2 y
(1.1) F x, y, , 2 , . . . = 0,
dx dx
dy
ìpou h sunrthsh F (x, y, z, w, . . .) eÐnai dedomènh sunrthsh twn metablht¸n x, y , z = dx
,
d2 y
w= dx2
, . . .. Gia na lÔsoume mia tètoia exÐswsh ja prèpei na broÔme mia sunrthsh y(x) h
opoÐa ikanopoieÐ thn (1.1) gia kje x.
Taxinìmhsh twn diaforik¸n exis¸sewn:
(i) Kat thn txh thc an¸terhc parag¸gou pou emfanÐzetai sthn exÐswsh.
Genik morf miac exÐswshc pr¸thc txhc
à !
dy
F x, y, = 0,
dx
y 0 − x2 y + sinx = 0, y 0 − 2y = 0.
(y 00 )2 − xy = 0, y 00 − yy 0 + 1 = 0.
EmeÐc ja asqolhjoÔme me tic diaforikèc exis¸seic pou eÐnai lumènec wc proc thn an¸terh
pargwgo, opìte oi exis¸seic ja grfontai se morf
PARADEIGMA. JewroÔme thn exÐswsh y 00 = 1. EÐnai profanèc ìti gia na lÔsoume thn
exÐswsh aut ja prèpei duo forèc na thn oloklhr¸soume. Dhlad ,
00 0 x2
y = 1 =⇒ y = x + C1 =⇒ y = + C1 x + C2 .
2
H prxh olokl rwshc pnta sunodeÔetai apì mia stajer. Oloklhr¸nontac duo forèc
paÐrnoume duo stajerèc.
H sunrthsh pou dÐnei thn lÔsh miac diaforik c exÐswshc kai perièqei tìsec aujaÐretec s-
tajerèc ìsh eÐnai h txh thc exÐswshc onomzetai genik lÔsh thc exÐswshc. H sunrthsh
aut mac dÐnei to sÔnolo ìlwn twn lÔsewn thc exÐswshc. H sunrthsh aut onomzetai
genik lÔsh thc exÐswshc. Dhlad , genik lÔsh miac prwtotxiac exÐswshc dÐnetai apì mia
monoparametrik oikogèneia sunart sewn. H genik lÔsh miac deuterotxiac exÐswshc dÐne-
tai apì mia diparametrik oikogèneia sunart sewn. Gia na broÔme mia kai monadik lÔsh
miac diaforik c exÐswshc qreizetai na epiblloume sumplhrwmatikèc sunj kec. Autèc tic
sunj kec tic qreiazìmaste gia na prosdiorÐsoume tic stajerèc thc genik c lÔshc. O arijmìc
twn sunjhk¸n pou prèpei na epiblloume isoÔtai me thn txh thc exÐswshc.
PARADEIGMA. H exÐswsh y 00 + y = 0 se sunduasmì me tic legìmenec arqikèc sunj kec
y(0) = α, y 0 (0) = β
orÐzoun mia kai monadik lÔsh. Prgmati, me noer periplnhsh stic gnwstèc sunart seic
diapist¸noume ìti oi sinx kai cosx eÐnai lÔseic thc en lìgw exÐswshc kai h genik lÔsh mporeÐ
na grafeÐ se morf y(x) = C1 cosx + C2 sinx. Apì tic arqikèc sunj kec èqoume
y = αcosx + βsinx.
pou den lÔnontai me tetragwnismì. Stic peript¸seic autèc epiqeiroÔme na tic lÔsoume pros-
eggistik. O kldoc thc jewrÐac twn sun jwn diaforik¸n exis¸sewn, pou asqoleÐtai me thn
eÔresh twn lÔsewn proseggistik¸n lÔsewn diaforik¸n exis¸sewn onomzetai posotik
jewrÐa. 'Otan h epÐlush miac diaforik c exÐswshc den eÐnai euqer c, tìte anakÔptoun lla
probl mata, ta opoÐa sun jwc sqetÐzontai me to prìblhma arqik¸n ( sunoriak¸n tim¸n)
kai eÐnai:
1. Probl mata uprxewc miac lÔsewc thc (1.2).
2. Probl mata monadikìthtac thc lÔsewc thc (1.2).
3. Prìblhma eustjeiac miac lÔsewc thc (1.2).
'Otan èna prìblhma èqei mia kai monadik lÔsh kai eÐnai eustajèc, tìte lème ìti to prìblh-
ma eÐnai kal topojethmèno. Sth perÐptwsh ìtan h lÔsh miac diaforik c exÐswshc den mporeÐ
na brejeÐ se kleist morf tÐjetai jèma thc melèthc thc poiotik c sumperiforc thc lÔshc,
ìpwc h eÔresh twn oriak¸n tim¸n thc sto peiro, to pl joc kai h katanom twn shmeÐwn mh-
denismoÔ thc klp. O kldoc thc jewrÐac twn sun jwn diaforik¸n exis¸sewn, pou asqoleÐtai
me ta proanaferìmena probl mata onomzetai poiotik jewrÐa.
DIAQWRISIMES EXISWSEIS
dy
(1.3) = f (x, y) = A(x)B(y).
dx
H onomasÐa aut c thc kathgorÐac exis¸sewn prokÔptei apì thn mèjodo epÐlushc pou sunÐs-
tatai ston diaqwrismì twn metablht¸n x kai y .
Eidikèc peript¸seic thc (1.3) apoteloÔn oi exis¸seic
Mèjodoc epÐlushc:
Knoume allag anexrththc metablht c t = t(x). Opìte h exÐswsh (1.3) paÐrnei th morf
dy dy dt
(1.4) = = A(x)B(y).
dx dt dx
Z
dt 1 dy
(1.6) = , t= .
dy B(y) B(y)
Me poio qalarì qeirismì twn diaforik¸n dx kai dy h diaqwrÐsimh exÐswsh (1.3) grfetai
amèswc se morf
dy
= A(x)dx.
B(y)
'Etsi den èqoume par na oloklhr¸soume aut th sqèsh kai katal goume sthn
Z Z
dy
= A(x)dx.
B(y)
dy
= xy.
dx
dy dy
= xy =⇒ = xdx.
dx y
x2 x2 x2 x2
ln|y| = + c =⇒ |y| = e 2 +c = ec e 2 = c1 e 2 , c1 > 0.
2
Upojètontac t¸ra ìti h stajer c1 mporeÐ na paÐrnei kai arnhtikèc timèc, paraleÐpoume thn
apìluth tim tou y kai èqoume
x2
y = c1 e 2 , −∞ < c1 < ∞.
dy
= −y 2 .
dx
LUSH. Grfoume thn exÐswsh se diaqwrismènh morf :
dy dy
= −y 2 =⇒ 2 = −dx.
dx y
Oloklhr¸noume kai ta duo mèrh thc teleutaÐac isìthtac kai paÐrnoume
1 1
= x + c =⇒ y = .
y x+c
Blèpoume ìti wc apotèlesma p rame mia monoparametrik oikogèneia sunart sewn kai autì
sumfwneÐ me to gegonìc ìti h exÐswsh eÐnai prwtotxia. ParathroÔme tautìqrona ìti y = 0
eÐnai epÐshc lÔsh thc exÐswshc. 'Omwc aut h lÔsh den sumperilambnetai sthn genik lÔsh.
Tètoiec lÔseic onomzontai idizousec. Se aut th perÐptwsh h idizousa lÔsh mporeÐ na
parastajeÐ san mèloc thc genik c lÔshc ìtan c → ∞. All sun jwc h idizousa lÔsh eÐnai
teleÐwc xèqwrh apì thn genik lÔsh. 'Omwc uprqei mia sqèsh h opoÐa eÐnai pnta swst
anmesa sthn idizousa lÔsh kai thn genik lÔsh. H idizousa lÔsh eÐnai h peribllousa
thc genik c lÔshc. Dhlad , h kampÔlh pou paristnei thn idizousa lÔsh efptetai me ìla
ta mèlh thc genik c lÔshc.
EXISWSEIS POU ANAGONTAI SE DIAQWRISIMES
dy du
y = ux =⇒ =u+x .
dx dx
Epomènwc h exÐswsh (1.7) prei th morf
du du 1
u+x = f (u) =⇒ = (f (u) − u).
dx dx x
kai ètsi katal goume pli se mia diaqwrÐsimh exÐswsh.
PARADEIGMA. Na brejeÐ h genik lÔsh thc exÐswshc
dy y x2
= + 2.
dx x y
y
LUSH. Knontac thn allag u = x
katal goume sthn
du 1 du 1
u+x = u + 2 =⇒ x = 2.
dx u dx u
'Ara
dx u3
u2 du = =⇒ = ln|x| + c.
x 3
Epomènwc
1 1
u3 = 3ln|x| + c =⇒ u = (3ln|x| + c) 3 =⇒ y = x(3ln|x| + c) 3 .
du du
u+x = u + cos2 u =⇒ x = cos2 u.
dx dx
'Ara
du dx
2
= =⇒ tan u = ln|x| + c.
cos u x
Epomènwc
u = arctan(ln|x| + c) =⇒ y = x arctan(ln|x| + c).
2 DIALEXH
EXISWSEIS POU ANAGONTAI SE DIAQWRISIMES. SUNEQEIA
dy
(2.1) = f (αx + βy),
dx
dz dy dz
=α+β , = α + βf (z),
dx dx dx
dy
= 2x + y.
dx
Jètoume z = 2x + y , epomènwc
dy dz dz
= − 2, − 2 = z.
dx dx dx
QwrÐzontac tic metablhtèc ja proume
dz
= dx =⇒ ln|z + 2| = x + lnc =⇒ z = −2 + cex
z+2
=⇒ 2x + y = −2 + cex =⇒ y = cex − 2x − 2.
α1 x + β1 y + γ1 = 0, α2 x + β2 y + γ2 = 0.
O eleÔjeroc suntelest c kai stic duo exis¸seic twn eujei¸n ja mhdenisteÐ kai oi suntelestèc
dy dY
twn x kai y ja meÐnoun ametblhtoi. EpÐshc ja èqoume dx
= dX
, ìpou X kai Y eÐnai kainoÔriec
metablhtèc. 'Ara h (2.2) ja metatrapeÐ se
à !
dY α1 X + β1 Y
=f ,
dX α2 X + β2 Y
alli¸c à !
Y µ ¶
dY α1 + β1 X Y
=f Y =ϕ ,
dX α2 + β2 X X
ìpou h teleutaÐa exÐswsh eÐnai mia omogeneÐc exÐswsh. Met proqwroÔme sthn anagwg thc
omogenoÔc se diaqwrÐsimh.
PARADEIGMA. Na brejeÐ h genik lÔsh thc exÐswshc
dy x−y+1
= .
dx x+y−3
LÔnoume to sÔsthma exis¸sewn x − y + 1 = 0, x + y − 3 = 0, apì ìpou x1 = 1, y1 = 2.
Jètontac x = X + 1, y = Y + 2 èqoume
dY X −Y
= .
dX X +Y
Y
Kai ètsi katal goume se mia omogen exÐswsh. Knontac thn allag z = X
katal goume se
diaqwrÐsimh exÐswsh thc morf c
dz 1−z (1 + z)dz dX
z+X = =⇒ =
dX 1+z 1 − 2z − z 2 X
1 1
=⇒ − ln|1 − 2z − z 2 | = ln|X| − lnc
2 2
=⇒ (1 − 2z − z 2 )X 2 = c, X 2 − 2XY − Y 2 = c
kai tèloc
x2 − 2xy − y 2 + 2x + 6y = c1 .
Ed¸ den desmeuìmaste wc proc to poia metablht eÐnai exarthmènh kai poia anexrthth.
Anazhtme thn lÔsh thc (2.3) se morf ϕ(x, y) = c, ìpou c eÐnai stajer. To diaforikì thc
ϕ eÐnai
dϕ = ϕx dx + ϕy dy.
ProspajoÔme na broÔme mia ϕ to diaforikì thc opoÐac sumpÐptei me thn arister pleur thc
(2.3). SugkrÐnontac to diaforikì thc ϕ me thn (2.3) katal goume stic ex c sqèseic
∂ϕ ∂ϕ
(2.4) = P, = Q.
∂x ∂y
∂2ϕ ∂2ϕ
An isqÔei h (2.4), tìte ϕ(x, y) = c eÐnai lÔsh thc (2.3). 'Eqontac upìyh ìti ∂x∂y
= ∂y∂x
∂P ∂Q
(2.5) = .
∂y ∂x
An alhjeÔei h (2.5) tìte h arister pleur thc (2.3) onomzetai tèleio diaforikì kai h
diaforik exÐswsh (2.3) apokaleÐtai akrib c diaforik exÐswsh.
PARADEIGMA. Na brejeÐ h genik lÔsh thc exÐswshc
y 2 dx + 2xydy = 0.
LUSH. 'Eqoume P = y 2 , Q = 2xy . 'Ara
∂Q ∂P
= 2y = .
∂x ∂y
'Ara h arister pleur thc exÐswshc upì melèth paristnei to tèleio diaforikì miac ϕ kai h
diaforik exÐswsh aut eÐnai akrib c diaforik exÐswsh. Gia na broÔme thn ϕ èqoume tic ex c
sqèseic
(2.6) ϕx = y 2 , ϕy = 2xy.
ParagwgÐzontac thn sqèsh (2.7) wc proc y kai sugkrÐnontac to apotèlesma me thn deÔterh
isìthta sthn (2.6) katal goume sthn
dC(y) dC(y)
ϕy (x, y) = 2xy + = 2xy =⇒ = 0.
dy dy
'Ara C(y) eÐnai stajer, opìte h genik lÔsh dÐnetai apì ton tÔpo
xy 2 = C.
'Estw h (2.5) den isqÔei. Pollaplasizoume thn (2.3) me mia µ(x, y) me skopì na meta-
trèyoume thn (2.3) se akrib diaforik exÐswsh
H µ(x, y) onomzetai oloklhrwtikìc pargontac. Apì thn (2.5) prokÔptei ìti prèpei na isqÔei
h sunj kh
∂(µP ) ∂(µQ)
=
∂y ∂x
gia na eÐnai h (2.8) akrib . Poio analutik
à !
∂µ ∂µ ∂Q ∂P
(2.9) Q −P + − µ = 0.
∂x ∂y ∂x ∂y
H (2.9) mporeÐ na lujeÐ mìno se eidikèc peript¸seic. Se autèc tic peript¸seic jewroÔme ìti
h µ(x, y) eÐnai sunrthsh enìc sunduasmoÔ twn x kai y eÐnai sunrthsh mìno tou x mìno
tou y . Apì autèc tic proôpojèseic prokÔptoun orismènec sunj kec. An h sunj kec autèc
isqÔoun tìte h exÐswsh (2.9) aplopoieÐtai kai mporeÐ na brejeÐ mia lÔsh.
'Estw µ eÐnai sunrthsh mìno tou x. Apì thn (2.9) prokÔptei
à !
dµ ∂Q ∂P
(2.10) Q + − µ = 0,
dx ∂x ∂y
ìpìte
dµ ∂P ∂Q
dx ∂y
− ∂x
(2.11) = .
µ Q
Epomènwc o oloklhrwtikìc pargontac µ(x) pou metatrèpei thn arqik exÐswsh se mia akrib
exÐswsh uprqei an kai mìno an to dexiì mèloc thc (2.11) eÐnai sunrthsh mìno tou x. Gia na
uprqei oloklhrwtikìc pargontac pou exarttai mìno apì to y ja prèpei
∂Q ∂P
∂x
− ∂y
P
na eÐnai sunrthsh mìno tou y . Me parìmoio trìpo mporoÔn na brejoÔn oi sunj kec upì
tic opoÐec uprqei ènac oloklhrwtikìc pargontac pou exarttai apì kpoio ξ = ξ(x, y).
Prgmati, sthn perÐptwsh ìpou µ = µ(ξ(x, y)) h exÐswsh (2.9) paÐrnei thn morf
à !
∂Q ∂P
(2.12) Qµξ ξx − P µξ ξy + − µ = 0,
∂x ∂y
epomènwc
µξ Py − Qx
(2.13) = .
µ Qξx − P ξy
Epomènwc o oloklhrwtikìc pargontac µ(ξ) pou metatrèpei thn arqik exÐswsh se mia akrib
exÐswsh uprqei an kai mìno an to dexiì mèloc thc (2.13) eÐnai sunrthsh mìno tou ξ .
PARADEIGMA. Na brejeÐ h genik lÔsh thc exÐswshc
(x + y 2 )dx + xydy = 0.
∂Q ∂P
= y 6= 2y = ,
∂x ∂y
'Eqoume
∂P ∂Q
∂y
− ∂x 1
= ,
Q x
ra
dµ
dx 1
= =⇒ µ = x.
µ x
Met ton pollaplasiasmì thc exÐswshc epÐ µ = x èqoume
P1 = µP = x2 + xy 2 , Q1 = µQ = x2 y,
ìpou
∂Q1 ∂P1
= .
∂x ∂y
Gia na broÔme thn ϕ èqoume tic ex c sqèseic
(2.14) ϕx = x2 + xy 2 , ϕy = x2 y.
1 1
(2.15) ϕ(x, y) = x3 + x2 y 2 + C(y).
3 2
ParagwgÐzontac thn sqèsh (2.15) wc proc y kai sugkrÐnontac to apotèlesma me thn deÔterh
isìthta sthn (2.14) katal goume sthn
dC(y) dC(y)
ϕy (x, y) = x2 y + = x2 y =⇒ = 0.
dy dy
'Ara C(y) eÐnai stajer, opìte h genik lÔsh dÐnetai apì ton tÔpo
1 3 1 2 2
x + x y = C.
3 2
(x − y)dx + (x + y)dy = 0.
∂Q ∂P
= 1 6= −1 = ,
∂x ∂y
kai ra
1 y
dln(x2 + y 2 ) + darctan = 0.
2 x
Oloklhr¸nontac paÐrnoume
q y
ln x2 + y 2 = −arctan + lnc
x
q y
x2 + y 2 = ce−arctan x
EpÐshc mporoÔsame na anazht soume thn lÔsh se morf ϕ = c, ìpou gia thn eÔresh thc ϕ
èqoume tic ex c sqèseic
x−y x+y
ϕx = , ϕy =
x2 + y 2 x2 + y 2
PARADEIGMA. Na brejeÐ to sq ma tou fakoÔ, o opoÐoc antanakl parllhla se mia
dedomènh kateÔjunsh ìlec tic aktÐnec oi opoÐec exèrqontai apì èna dedomèno shmeÐo.
LUSH. Ja topojet soume thn arq ton axìnwn sto dedomèno shmeÐo kai ja jewr soume
ìti h dedomènh dieÔjunsh sumpÐptei me ton x-xona. 'Estw h aktÐna pèftei ston fakì s-
to shmeÐo M (x, y). JewroÔme thn tom tou fakoÔ me to (x, y) epÐpedo. SqhmatÐzoume thn
eujeÐa M N h opoÐa efptetai sthn tom tou fakoÔ me to epÐpedo (x, y). Epeid h prospÐp-
tousa gwnÐa isoÔtai me thn anakl¸menh gwnÐa èqoume ìti to trÐgwno M N O eÐnai isoskelèc.
Epomènwc
y
tanM N O = y 0 = √ 2 ,
x + x + y2
ìpou h gwnÐa M N O eÐnai h gwnÐa pou sqhmatÐzoun h efaptomènh kai o x-xonac. H exÐswsh
aut mporeÐ na lujeÐ me thn antikatstash xy . 'Enac lloc trìpoc epÐlushc eÐnai na gryoume
thn exÐswsh se morf
q
xdx + ydy = x2 + y 2 dx.
√
Diair¸ntac thn exÐswsh dia x2 + y 2 ja proume
xdx + ydy q
√ 2 = dx =⇒ x2 + y 2 = x + c =⇒ y 2 = 2cx + c2
x + y2
Dhlad to sq ma tou fakoÔ eÐnai parabolikì.
3 DIALEXH
GRAMMIKES EXISWSEIS PRWTHS TAXHS
dy
(3.1) + P (x)y = R(x),
dx
ìpou P (x) kai R(x) eÐnai suneqeÐc sunart seic tou x. H exÐswsh (3.1) onomzetai mh omogen c
ìtan R(x) den eÐnai mhdenik sunrthsh, alli¸c onomzetai omogen c.
Ja xekin soume apì thn omogen
dy
(3.2) + P (x)y = 0
dx
h opoÐa eÐnai tou qwrizìmenou tÔpou, opìte èqoume
dy dy
= −P (x)y =⇒ = −P (x)dx.
dx y
Oloklhr¸nontac thn teleutaÐa sqèsh paÐrnoume
Z R
ln|y| + c = − P (x)dx =⇒ ec |y| = e− P (x)dx
.
Jewr¸ntac ìti h pollaplasiastik stajer mporeÐ na paÐrnei kai arnhtikèc timèc mporoÔme
na paraleÐyoume thn apìluth tim tou y kai isodÔnama na gryoume
R
(3.3) y(x) = ce− P (x)dx
.
Gia na lÔsoume thn mh omogen exÐswsh (3.1) ja qrhsimopoi soume thn allag exarthmènhc
metablht c thc morf c
(3.4) y(x) = g(x)v(x),
ìpou v(x) eÐnai nèa exarthmènh metablht kai g(x) proc to par¸n aujaÐreth sunrthsh thn
opoÐa ja prosdiorÐsoume sthn poreÐa. H v(x) ikanopoieÐ thn
à !
dv dg dv dg
(3.5) g(x) + v + P gv = R =⇒ g(x) + + Pg v = R
dx dx dx dx
dy
− y = ex .
dx
LUSH. 'Eqoume P (x) = −1, R(x) = ex . Xekinme pr¸ta apì thn omogen exÐswsh
dy dy
− y = 0 =⇒ =y
dx dx
dy
= dx =⇒ ln|y| = x + c =⇒ y = Aex .
y
Ed¸ A mia aujaÐreth stajer pou mporeÐ na eÐnai kai arnhtik . Jètoume g = Aex , epomènwc
apì thn (3.4) èqoume
Z Z
R ex
y=g dx =⇒ y = Aex dx
g Aex
ra
Z
x
y=e dx = ex (x + c) = ex x + cex
Par thn Ôparxh duo aìristwn oloklhrwmtwn h telik apnthsh perièqei mìno mia aujaÐreth
stajer, epeid h pr¸th stajer A apaleÐfetai afoÔ h g emfanÐzetai kai ston arijmht kai
ston paranomast .
dy
(3.8) µ + µP (x)y = µR(x).
dx
Jèloume to pr¸to mèloc thc (3.8) na mporeÐ na parastajeÐ wc pargwgoc tou ginomènou µy .
ParagwgÐzoume to µy
d(µy) dµ dy
= y+µ .
dx dx dx
Eklègoume thn µ(x) ètsi ¸ste
dµ
(3.9) = µP (x),
dx
opìte h (3.7) ja grafeÐ se morf
d(µy)
(3.10) = µR(x).
dx
Apì thn (3.9) paÐrnoume
R
P (x)dx
(3.11) µ=e .
dy 1
+ y = x.
dx x
LUSH. Apì thn (3.11) amèswc paÐrnoume
R 1
dx
µ(x) = e x = |x|.
ParaleÐpontac thn apìluth tim , pollaplasizoume kai ta duo mèlh thc exÐswshc me x
dy d(xy) dy
x + y = x2 =⇒ = x + y = x2 .
dx dx dx
Apì thn (3.12) paÐrnoume à !
1Z 2 1 x3
y= x dx = +c .
x x 3
4 DIALEXH
EXISWSEIS Bernoulli kai Ricatti
dy
(4.1) = a(x)y + b(x)y ν ,
dx
ìpou ν eÐnai stajer. H exÐswsh Bernoulli eÐnai mia mh grammik exÐswsh. O skopìc mac
eÐnai na thn metatrèyoume se mia grammik . Ja qrhsimopoi soume mia mh grammik allag
exarthmènhc metablht c thc morf c
(4.2) y = uµ ,
ìpou µ eÐnai stajer. AntikajistoÔme thn (4.2) sthn (4.1) kai paÐrnoume
du
µuµ−1 = a(x)uµ + b(x)uµν
dx
isodÔnama
du a(x) b(x) µν−µ+1
(4.3) = u+ u .
dx µ µ
1
Dialègoume to µ ètsi ¸ste µν − µ + 1 = 0, ra µ = 1−ν
. Epomènwc me thn allag
1
y = u 1−ν
katal goume sthn
du
= (1 − ν)a(x)u + (1 − ν)b(x),
dx
pou eÐnai mia grammik exÐswsh.
EpÐshc mporoÔme na qrhsimopoi soume mia grammik allag exarthmènhc metablht c kai
na persoume apì thn Bernoulli se mia mh grammik ìmwc diaqwrÐsimh exÐswsh. Knoume thn
allag y = gv kai h (4.1) metatrèpetai se
dv dg
(4.4) g +v = agv + bg ν v ν .
dx dx
dy y x
= + 3.
dx 4x y
LUSH. H exÐswsh aut eÐnai mia exÐswsh Bernoulli me ν = −3. QrhsimopoioÔme thn allag
1 1
y = u 1−ν = u 4 . Antikajist¸ntac sthn exÐswsh paÐrnoume
1
1 − 3 du u4 3
u 4 == + xu− 4 .
4 dx 4x
3
Pollaplasizontac epÐ 4u 4 kai ta duo mèlh thc exÐswshc katal goume sthn
du 1
= u + 4x.
dx x
du0 1 R 1
= u0 =⇒ u0 = e x = |x|.
dx x
ParaleÐpontac thn apìluth tim paÐrnoume thn genik lÔsh thc mh omogenoÔc sÔmfwna me
ton tÔpo (3.6)
Z Z Z
4x 4x
u = u0 dx = x dx = x 4dx = x(4x + c).
u0 x
Opìte gia thn y èqoume
1
y = (x(4x + c)) 4 .
dv dg g x
(4.6) g +v = v + 3 3.
dx dx 4x g v
dg 1 R 1 1
dx
= g =⇒ g = e 4x = cx 4 .
dx 4x
1
PaÐrnontac c = 1 gia lìgouc aplìthtac kai antikajist¸ntac thn g = x 4 sthn exÐswsh (4.6)
paÐrnoume
dv x 1 dv x
g
= 3 3 =⇒ x 4 = 3
dx g v dx x 4 v3
dv 1 v4 1
= 3 =⇒ = x + c =⇒ v = (4x + c) 4 .
dx v 4
'Ara
1 1 1
y = x 4 (4x + c) 4 = (x(4x + c)) 4 .
JewroÔme t¸ra thn exÐswsh Ricatti
dy
(4.7) = a(x)y 2 + b(x)y + c(x).
dx
Gia na broÔme thn genik lÔsh thc (4.7) qrhsimopoioÔme thn allag
(4.8) y = gv + h,
ìpou y kai v pali kai nèa exarthmènh metablht antÐstoiqa kai g , h aujaÐretec sunart seic
tou x. Antikajist¸ntac thn (4.8) sthn (4.7) paÐrnoume
dg
dv − dh + a(x)h2 + b(x)h + c(x)
(4.9) = a(x)g(x)v 2 + (b(x) + 2a(x)h(x) − dx )v + dx ,
dx g(x) g(x)
poÔ eÐnai pli mia exÐswsh tÔpou Ricatti. All sthn (4.9) èqoume duo eleÔjerec sunart seic
tic h kai g . Epomènwc mporoÔme na tic dialèxoume ètsi ¸ste na aplopoihjeÐ h (4.9). 'Estw
dh
(4.10) = a(x)h2 + b(x)h + c(x),
dx
dg
(4.11) = b(x)g(x) + 2a(x)h(x)g(x)
dx
Apì thn (4.11) prokÔptei ìti
R
(b(x)+2a(x)h0 (x))dx
(4.12) g=e ,
ìpou h h0 eÐnai mia merik lÔsh thc (4.10), dhlad mia lÔsh thc arqik c exÐswshc Ricatti.
Me autèc tic eklogèc h (4.9) katal gei se mia diaqwrÐsimh exÐswsh
dv 1
= agv 2 =⇒ v = − R .
dx agdx
Dhlad gia na broÔme thn genik lÔsh thc (4.7) prèpei na broÔme mia merik lÔsh h0 aut c
thc exÐswshc. Kai h genik lÔsh thc exÐswshc Ricatti ja prei thn morf
g
(4.13) y = −R + h0 .
agdx
dy
= y 2 − (2x + 1)y + (x2 + x + 1).
dx
LUSH. Gia na broÔme thn genik lÔsh thc exÐswshc sÔmfwna me thn (4.13) ja prèpei na
broÔme mia merik lÔsh thc en lìgw exÐswshc, ìpou en gènei to prìbl ma autì eÐnai arket
dÔskolo. Stic peript¸seic ìtan oi suntelestèc thc exÐswshc eÐnai polu¸numa mporoÔme na
prospaj soume na broÔme mia merik lÔsh se klsh poluwnÔmwn. Ac poÔme se morf miac
dÔnamhc tou x. FaÐnetai ìti h dÔnamh aut den mporeÐ na xepernei to 1 epeid h dÔnamh
pou ja prokÔyei apì ton ìro y 2 den ja mporeÐ na apaleifjeÐ me kamÐa llh, afoÔ ìlec ja
eÐnai mikrìterèc thc. Anazhtme loipìn thn merik lÔsh thc exÐswshc se morf y = kx.
AntikajistoÔme thn upoy fia lÔsh sthn jewroÔmenh exÐswsh kai paÐrnoume
k = k 2 x2 − 2kx2 − kx + x2 + x + 1
k 2 − 2k + 1 = 0, −k + 1 = 0 =⇒ k = 1.
Opìte h merik lÔsh eÐnai h yµ = x. Ed¸ mporoÔme na efarmìsoume èna pio aplì grammikì
metasqhmatismì se sqèsh me thn (4.8)
y = v + x.
d(v + x)
= (v + x)2 + x2 + x + 1 − (2x + 1)(v + x).
dx
Aplopoi¸ntac paÐrnoume
dv
= v 2 − v.
dx
Dhlad katal xame se mia exÐswsh Bernoulli h opoÐa eÐnai epÐshc kai diaqwrÐsimh (to opoÐo
en gènei den isqÔei)
Z
dv dv dv
= v 2 − v =⇒ 2 = dx =⇒ x + c = 2
.
dx v −v v −v
e−x
y =x+ .
e−x + c
5 DIALEXH
JEWRHMATA UPARXHS KAI MONADIKOTHTAS
'Estw èqoume mia diaforik exÐswsh thc morf c
ìpou f (x, y) eÐnai orismènh se kpoio qwrÐo G tou (x, y)-epipèdou. H exÐswsh (5.1) se kje
shmeÐo tou G orÐzei thn klÐsh pou èqei h efaptomènh sto grfhma thc lÔshc thc (5.1). An
se kje shmeÐo (x, y) ∈ G ja parast soume me èna dinusma thn dieÔjunsh thc efaptomènhc
h opoÐa orÐzetai apì thn tim thc f (x, y) sto (x, y), tìte wc apotèlesma ja proume to
legìmeno pedÐo dieujÔnsewn pou orÐzetai apì thn (5.1). To prìblhma eÔreshc miac lÔshc
thc (5.1) mporoÔme na jèsoume me ton ex c trìpo: na brejeÐ mia kampÔlh y = φ(x), tètoia
¸ste se kje shmeÐo thc èqei mia efaptomènh pou orÐzetai apì thn exÐswsh (5.1). Ja prèpei
na epishmnoume ed¸ ìti jètontac me autìn ton trìpo to prìblhma exairoÔme dieujÔnseic oi
opoÐec eÐnai parllhlec ston y -xona, afoÔ se aut n thn perÐptwsh ja èqoume f (x, y) = ∞.
Parllhla ja prèpei na shmei¸soume ìti jewr¸ntac mìno thc kampÔlec pou eÐnai sunart seic
tou x, exairoÔme tic kampÔlec pou tèmnontai me tic katakìrufec eujeÐec pnw apì mia for.
Gia na genikeÔsoume thn prohgoÔmenh topojèthsh tou probl matoc ja deqìmaste sth
sunèqeia ìti to pedÐo dieujÔnsewn mporeÐ se merik shmeÐa na eÐnai parllhlo me ton y -xona.
Se autèc tic peript¸seic antÐ gia thn (5.1) ja jewroÔme thn
dx 1
(5.2) = f1 (x, y) = ,
dy f (x, y)
ìpou ja upojètoume ìti se opoiod pote shmeÐo tou G mia apì tic f f1 eÐnai orismènh. Apì ed¸
prokÔptei h nèa topojèthsh tou probl matoc eÔreshc thc lÔshc thc (5.1): na brejoÔn ìlec oi
kampÔlec sto G oi opoÐec se kje shmeÐo tou G èqoun thn dieÔjunsh h opoÐa kajorÐzetai apì
tic exis¸seic (5.1), (5.2). Ed¸ antikajistoÔme thn arqik exÐswsh (5.1) me thn exÐswsh (5.2)
sta shmeÐa sta opoÐa f (x, y) = ∞. Autèc oi kampÔlec onomzontai oloklhrwtikèc grammèc
. Dhlad jewroÔme ìti to pedÐo dieujÔnsewn eÐnai orismèno se ìla ta shmeÐa sta opoÐa èqei
nìhma mia apì tic sunart seic f f1 .
PARADEIGMA. JewroÔme thn exÐswsh
dy y
(5.3) = .
dx x
H exÐswsh aut orÐzei to pedÐo dieujÔnsewn pantoÔ sto epÐpedo (x, y) ektìc apì to shmeÐo
y x
(0, 0), ìpou kai h f = x
kai h f1 = y
den eÐnai orismènec. EÐnai profanèc ìti h sunrthsh
y = kx gia opoiod pote k mac dÐnei thn lÔsh aut c thc exÐswshc. Oi oloklhrwtikèc grammèc
orÐzontai apì thn sqèsh ax + by = 0, ìpou a kai b eÐnai aujaÐretoi arijmoÐ oi opoÐoi den
mhdenÐzontai tautìqrona. 'Ara oi oloklhrwtikèc grammèc ed¸ eÐnai oi hmieujeÐec, oi opoÐec
exèrqontai apì to shmeÐo (0, 0). Parìlo pou oi oloklhrwtikèc grammèc den orÐzontai sto
(0, 0), wc lÔseic thc en lìgw exÐswshc mporoÔme na jewroÔme tic eujeÐec y = k1 x x = k2 y
sumperilambnontac kai to shmeÐo (0, 0). H anwmalÐa autoÔ tou shmeÐou arqÐzei na faÐnetai
an ja jèsoume to prìblhma arqik¸n tim¸n gia thn (5.3):
dy y
(5.4) = .
dx x
y(0) = c.
EÐnai profanèc ìti den uprqei lÔsh tou probl matoc (5.4) ìtan c 6= 0, epeid gia opoiad pote
lÔsh thc (5.3) èqoume y(0) = 0.
PARADEIGMA. JewroÔme thn exÐswsh
dy y
(5.5) = − 2.
dx x
H exÐswsh aut orÐzei to pedÐo dieujÔnsewn pantoÔ sto epÐpedo (x, y) ektìc apì to shmeÐo
2
(0, 0), ìpou kai h f = − xy2 kai h f1 = − xy den orÐzontai. H exÐswsh (5.5) ìpwc kai h (5.3)
an kei sthn kathgorÐa twn diaqwrÐsimwn exis¸sewn kai eÐnai eÔkolo na brejeÐ h genik thc
1
lÔsh, h opoÐa ja èqei th morf y = ce x . EpÐshc h (5.5) èqei kai duo idizousec lÔseic y ≡ 0
1
kai x ≡ 0 oi opoÐec mazÐ me thn monoparametrik oikogèneia y = ce x diamorf¸noun to pedÐo
dieujÔnsewn thc (5.5). Gia thn monoparametrik oikogèneia lÔsewn to shmeÐo (0, 0) eÐnai
shmeÐo asunèqeiac kai me kanènan trìpo den mporeÐ na sumperilhfjeÐ se autèc.
'Estw èqoume mia diaforik exÐswsh pr¸thc txhc
kai èstw G eÐnai to pedÐo orismoÔ thc f (x, y). EÐnai gnwstì ìti h exÐswsh (5.6) orÐzei sto
G èna pedÐo dieujÔnsewn, to opoÐo prèpei na èqoun oi oloklhrwtikèc grammèc, dhlad oi
lÔseic thc (5.6), afoÔ sto G h f eÐnai fragmènh. Se kje shmeÐo (x0 , y0 ) ∈ G antistoiqeÐ
mia eujeÐa, pou èqei wc klÐsh thn f (x0 , y0 ). Pnw se aut n thn eujeÐa ja proume èna
shmeÐo (x1 , y1 ) ∈ G. Ja sqedisoume mia eujeÐa pou pernei apì to shmeÐo (x1 , y1 ) kai èqei
klÐsh f (x1 , y1 ). Pnw se aut n thn eujeÐa ja dialèxoume èna shmeÐo (x2 , y2 ) ∈ G k.o.k.
JewroÔme ìti x0 < x1 < x2 < . . .. H tejlasmènh gramm pou paÐrnoume me autìn ton
trìpo onomzetai tejlasmènh tou Euler. EÐnai fusikì na perimènei kaneÐc ìti h polugwnik
gramm pou orÐzetai apì thn parapnw kataskeu ja sugklÐnei proc thn lÔsh thc (5.6)
ìtan o mègistoc krÐkoc thc tejlasmènhc tou Euler teÐnei sto mhdèn. Sthn perÐptwsh ìtan
f (x, y) eÐnai suneq c sunrthsh mporoÔme na kataskeusoume tètoia akoloujÐa tejlasmènwn
tou Euler ¸ste aut ja sugklÐnei sth zhtoÔmenh lÔsh. 'Omwc se aut n thn perÐptwsh den
ja èqoume monadikìthta, dhlad mporoÔn na uprqoun diaforetikèc oloklhrwtikèc grammèc
pou pernoÔn apì to Ðdio shmeÐo (x0 , y0 ). Gia na uprqei monadikìthta prèpei na epiblloume
prìsjetec sunj kec pnw sthn f (x, y) tic opoÐec ja suzht soume sth sunèqeia.
JEWRHMA (Ôparxhc tou P eano). 'Estw h f (x, y) eÐnai fragmènh kai suneq c sto
anoiqtì qwrÐo G. Tìte apì kje shmeÐo (x0 , y0 ) ∈ G pernei toulqiston mia lÔsh thc (5.6).
PARATHRHSH. y(x) eÐnai lÔsh tou probl matoc arqik¸n tim¸n
y 0 = f (x, y),
y(x0 ) = y0
sto disthma [a, b]. Ed¸ to disthma [a, b] eÐnai ousiastik mia arket mikr perioq tou
shmeÐou x0 , dhlad to je¸rhma P eano èqei topikì qarakt ra. Mac endiafèrei h epektasimìth-
ta thc lÔshc y(x) pèran tou diast matoc [a, b]. Gia na epekteÐnoume thn lÔsh y(x) proc dexi
mporoÔme na proume x0 = b kai na kataskeusoume tic tejlasmènec tou Euler ìpwc kname
prohgoumènwc. Kai ètsi ja proume thn epèktash thc y(x) se èna disthma [a, b0 ] me b0 > b.
Met mporoÔme pli na epanalboume thn diadikasÐa kataskeu c twn tejlasmènwn Euler
paÐrnontac wc x0 to shmeÐo x0 = b0 k.o.k. Me tètoion trìpo mporoÔme na ftsoume ìso
jèloume kont sto sÔnoro tou G. Dhlad èqoume tic ex c peript¸seic:
1. b0 = +∞
2. |y(x)| → ∞ ìtan x → b0 − 0
Me ton Ðdio trìpo mporoÔme na exetsoume thn epektasimìthta thc lÔshc y = φ(x) pèran tou
diast matoc [a, b] proc arister.
PARADEIGMA 5.1. JewroÔme to prìblhma arqik¸n tim¸n
1
(5.7) y0 = , y(1) = 0.
x
LÔnoume thn exÐswsh kai paÐrnoume y = ln |x| + C . Apì thn arqik sunj kh bgaÐnei ìti
1
C = 0. Epomènwc h lÔsh thc (5.7) eÐnai h y = ln |x|. H sunrthsh f (x, y) = x
eÐnai suneq c
ektìc apì to x = 0. Blèpoume ìti lim |y(x)| = lim ln |x| = ∞. Kai lème ìti parathreÐtai
x→0 x→0
èkrhxh thc lÔshc enìc probl matoc arqik¸n tim¸n ìtan
ìpou x∗ 6= ±∞. Kat kpoion trìpo h èkrhxh sthn perÐptwsh (5.7) eÐnai anamenìmenh epeid
to deÔtero mèroc thc exÐswshc den eÐnai suneq c sunrthsh sto shmeÐo x = 0.
PARADEIGMA 5.2. JewroÔme to prìblhma arqik¸n tim¸n
Dhlad èqoume èkrhxh thc lÔshc sthn perÐptwsh ìpou to deÔtero mèroc thc exÐswshc den
parousizei kamÐa asunèqeia se ìlo to epÐpedo xy . Aut h èkrhxh ofeÐletai sthn mh gram-
mikìthta tou probl matoc (5.9). An h sunrthsh f (x, y) eÐnai suneq c se ìlo to epÐpedo xy ,
tìte gia na uprqei lÔsh qwrÐc èkrhxh gia −∞ < x < +∞ prèpei na isqÔei h sunj kh
H sunèqeia thc f (x, y) den mac exasfalÐzei thn monadikìthta thc lÔshc tou probl matoc
arqik¸n tim¸n . Gia na uprqei monadikìthta ja prèpei na epiblloume sthn f (x, y) mia
sumplhrwmatik sunj kh.
JEWRHMA (Osgood). 'Estw h f (x, y) gia opoiad pote shmeÐa (x, y1 ) kai (x, y2 ) sto G
ikanopoieÐ thn sunj kh
(5.12) |f (x, y2 ) − f (x, y1 )| ≤ K|y2 − y1 |
ìpou K > 0 stajer. Tìte mèsw opoioud pote shmeÐou (x0 , y0 ) apì to G pernei to polÔ mia
lÔsh thc exÐswshc (5.1).
H sunj kh (5.12) onomzetai sunj kh tou Lipschitz . Sthn perÐptwsh ìtan to G eÐnai
kurtì sÔnolo wc proc thn y h sunj kh (5.12) epalhjeÔetai gia tic sunart seic oi opoÐec
èqoun fragmènh thn pr¸th pargwgo wc proc y .
PARADEIGMA 5.4. JewroÔme thn exÐswsh
√
(5.13) y0 = y.
H genik lÔsh thc (5.13) èqei thn morf y = 14 (x − c)2 . ParathroÔme ìti kai h y ≡ 0 eÐnai
√
epÐshc lÔsh thc (5.13). ParagwgÐzontac to deÔtero mèroc thc (5.13) paÐrnoume ( y)0 = 2√1 y .
1
H sunrthsh √
2 y
sto shmeÐo y = 0 den eÐnai fragmènh, ra to prìblhma arqik¸n tim¸n
√
(5.14) y0 = y, y(x0 ) = 0
mporeÐ na mhn èqei monadikìthta. Prgmati, antikajist¸ntac thn genik lÔsh sthn arqik
sunj kh paÐrnoume ìti h y = 14 (x−x0 )2 eÐnai lÔsh tou probl matoc (5.14). 'Omwc tautìqrona
kai h y ≡ 0 eÐnai lÔsh tou probl matoc (5.14). Dhlad èqoume duo lÔseic kai h monadikìthta
parabizetai.