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9
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c70db175ba | ||
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d93b24e356 | ||
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df5ec7ac25 | ||
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88a5ea6757 |
@@ -5,3 +5,5 @@
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*.synctex.*
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*.synctex.*
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*.fls
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*.fls
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*.out
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*.out
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*.pdf
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!analysisII.pdf
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@@ -294,7 +294,7 @@ Für $\mathunderline{blue}{x_0 =1,\; y_0 = 0}$ hingegen gibt es keine Umgebung v
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f'' &= -\left(\pdv{F}{y}\right)^{-1}\left(\pdv{^2F}{x^2} + 2\pdv{^2F}{y\partial x}f' + \pdv{^2F}{y^2}{f'}^2\right)
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f'' &= -\left(\pdv{F}{y}\right)^{-1}\left(\pdv{^2F}{x^2} + 2\pdv{^2F}{y\partial x}f' + \pdv{^2F}{y^2}{f'}^2\right)
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\end{align*}
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\end{align*}
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\end{bsp}
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\end{bsp}
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\vspace*{-1cm}
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\subsection{Umkehrabbildungen}
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\subsection{Umkehrabbildungen}
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Fragestellung: Sei $f \colon D\subset \R^n \to \R^n$. Existiert die Umkehrabbildung $f^{-1}: B_f \to \R^n$?
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Fragestellung: Sei $f \colon D\subset \R^n \to \R^n$. Existiert die Umkehrabbildung $f^{-1}: B_f \to \R^n$?
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\begin{definition}
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\begin{definition}
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@@ -55,7 +55,7 @@ $\forall x \in U(\hat{x}) \cap S$.
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\begin{align*}
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\begin{align*}
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\varphi\colon U(\hat{z}) &\to U(\hat{y}) \\
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\varphi\colon U(\hat{z}) &\to U(\hat{y}) \\
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z &\mapsto \varphi(z) = y
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z &\mapsto \varphi(z) = y
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, \end{align*} s.d. $\varphi$ folgende Eigenschaften erfüllt sind
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, \end{align*} s.d. $\varphi$ folgende Eigenschaften erfüllt
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\begin{enumerate}[(1)]
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\begin{enumerate}[(1)]
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\item $g(\varphi(z), z) = 0$ $\forall z \in U(\hat{z})$
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\item $g(\varphi(z), z) = 0$ $\forall z \in U(\hat{z})$
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\item $\hat{y} = \varphi(\hat{z})$
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\item $\hat{y} = \varphi(\hat{z})$
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@@ -0,0 +1,462 @@
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\documentclass{lecture}
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\usetikzlibrary{math}
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\begin{document}
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\newcommand{\dv}[2]{\frac{\mathrm{d} #1}{\mathrm{d} #2}}
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\newcommand{\graph}{\operatorname{Graph}}
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\chapter{Systeme gewöhnlicher Differentialgleichungen}
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\section{Explizite Differentialgleichungen}
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Differentialgleichungen (DGLn) sind Gleichungen der Form
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\[
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F(t,y,y',\dots, y^{(n)}) = 0\quad\text{implizite Form}
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\] oder
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\[
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y^{(n)} = f(t,y,y',\dots,y^{(n-1)})\quad\text{explizite Form}
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\]
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für eine gesuchte Funktion $y = y(t),\; t\in I,\; I\subset \R$ ,,Zeitinvervall``. % $(y^{(k)} = \frac{\d[k]}{\d t^k} y)$.
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Differentialgleichungen $n$-ter Ordnung sind äquivalent zu speziellen Systemen von Differentialgleichungen 1. Ordnung. Betrachte $y^{(n)} = f(t,y,y',\dots,y^{(n-1)})$ (sei $y\colon I\to \R,I\subset \R)$. Definiere Hilfsvariablen:
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\begin{align*}
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x_1 &\coloneqq y\\
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x_2 &\coloneqq y'\\
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&\vdots\\
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x_n &\coloneqq y^{(n-1)},
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\end{align*}
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also $x\in \R^n$. Ein äquivalentes System von Differentialgleichungen 1. Ordnung ist dann
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\[
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x' = \tilde{f}(t,x),\quad \tilde{f} = \begin{pmatrix}
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x_2\\x_3\\\vdots\\f(t,x)
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\end{pmatrix}
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\]
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Ein allgemeines System von Differentialgleichungen 1. Ordnung hat die Form
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\[
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x' = f(t,x),\quad x\in \R^n,\quad f\in \R^n
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\]
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Notationen: $x' = f(t,x), \dot x = f(t,x), \dv{x}{t} = f(t,x)$ (Dynamischer Prozess, der sich mit der Zeit ändert.)
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\begin{bsp}
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\begin{enumerate}
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\item einfache lineare Differentialgleichung \[x' = \alpha x,\quad \alpha \in \R\] hat die Lösung $x(t) = c\cdot e^{\alpha t}$, da \[\dv{f}{t} = c\cdot e^{\alpha t}\cdot \alpha = \alpha \cdot x(t)\]
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\item Newton: Kraft = Masse $\cdot$ Beschleunigung. \begin{align*}
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y(t)&\in \R &&\text{Ort eines Massenpunktes zur Zeit $t$}\\
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y'(t)&\in \R &&\text{Geschwindigkeit}\\
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y''(t)&\in \R &&\text{Beschleunigung}
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\end{align*}
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Kraftfunktion: $f(t,y,y') \in \R$.
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\[
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my'' = f(t,y,y')\quad \text{DGL 2. Ordnung}
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\]
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äquivalent zum System:
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\begin{align*}
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x_1'&= x_2& \text{mit } x_1 &= y,\\
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x_2'&= \frac{1}{m}f(t,x_1,x_2)& x_2&= y'
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\end{align*}
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\item Räuber-Beute-Gleichungen (Lotka-Volterra-Gleichungen)
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\begin{align*}
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N_1 &= N_1(t) &&\text{Anzahl von Beute}\\
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N_2 &= N_2(t) &&\text{Anzahl von Räuber}\\
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N_1' &= \alpha N_1 - \beta N_1N_2 &&\alpha > 0\text{ Reproduktionsrate der Beute}\\
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&&&\beta > 0\text{ Fressrate der Räuber pro Beute}\\
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N_2' &= -\gamma N_2 + \delta N_1N_2&&\gamma > 0\text{ Sterberate der Räuber, wenn keine Beute vorhanden ist}\\
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& &&\delta > 0\text{ Reproduktionsrate der Räuber pro Beute}
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\end{align*}
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\item SIR - Modell aus Epidemiologie (z.B. Corona):
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\begin{center}
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\begin{tabular}{ccc}
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succeptible & infected & removed\\
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$S(t)$ & $I(t)$ & $R(t)$
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\end{tabular}
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\end{center}
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\begin{align*}
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N &= I + S + R\\
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\dv{S}{t} &= \nu N - \beta \frac{SI}{N}-\mu S\\
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\dv{I}{t} &= \beta \frac{SI}{N} - \gamma I - \mu I\\
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\dv{R}{t} &= \gamma I - \mu R
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\end{align*}
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Dabei sei
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\begin{align*}
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\gamma&\text{ die Rate, mit der Infizierte genesen oder sterben,}\\
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\mu&\text{ die allgemeine Sterberate pro Person,}\\
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\nu&\text{ die Geburtsrate pro Person,}\\
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\beta&
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\text{ die Anzahl neuer Infektionen, die ein erster infektiöser Fall pro Zeit verursacht und}\\
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\frac{\beta}{N}& \text{ die Transmissionsrate.}
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\end{align*}
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\end{enumerate}
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\end{bsp}
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\begin{figure}[h]
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\centering
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\begin{tikzpicture}[declare function={f(\x) = 2*(\x-0.25);}]
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\begin{axis}%
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[%minor tick num=4,
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%grid style={line width=.1pt, draw=gray!10},
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%major grid style={line width=.2pt,draw=gray!50},
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axis lines=middle,
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%enlargelimits={abs=0.2},
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%ymax=5,
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%ymin=0
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width=0.6\textwidth, % Overall width of the plot
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axis equal image, % Unit vectors for both axes have the same length
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view={0}{90}, % We need to use "3D" plots, but we set the view so we look at them from straight up
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xmin=0, xmax=1.1, % Axis limits
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ymin=0, ymax=1.1,
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domain=0:1, y domain=0:1, % Domain over which to evaluate the functions
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xtick={0.7}, ytick={0.3525}, % Tick marks
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xticklabels={$t_0$},
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yticklabels={$y_0$},
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xlabel=$t$,
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ylabel=$y$,
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samples=11, % How many arrows?
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cycle list={ % Plot styles
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gray,
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quiver={
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u={1}, v={f(x)}, % End points of the arrows
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scale arrows=0.075,
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every arrow/.append style={
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-latex % Arrow tip
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},
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}\\
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red, samples=31, smooth, thick, no markers, domain=0:1.1\\ % The plot style for the function
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}
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]
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\addplot3 (x,y,0);
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\addlegendentry{$f(t,y)$}
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\addplot{(x-0.25)^2+0.15};
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\addlegendentry{$y(t)$}
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\end{axis}
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\end{tikzpicture}
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\caption{Veranschaulichung: Richtungsfeld für DGL der Form $y' = f(t,y)$}
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\end{figure}
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\begin{definition}[System erster Ordnung]
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Sei $D = I\times \Omega \subset \R\times \R^n,\ f\colon D\to \R^n$ stetig. Dann heißt
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\begin{equation}
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y'=f(t,y)\label{DGLOrd1}\tag{$\star$}
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\end{equation}
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ein System von $n$ Differentialgleichungen 1. Ordnung.
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\end{definition}
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Eine Lösung von \eqref{DGLOrd1} ist eine differenzierbare Funktion $y:I\to \R^n$ mit
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\begin{enumerate}[(a)]
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\item $\graph(y)\coloneqq \{(t,y(t))\in \R\times \R^n\mid t\in I\}\subset D$ und
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\item $y'(t) = f(t,y(t))\quad \forall t\in I$.
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\end{enumerate}
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\begin{bem}
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$y = \begin{pmatrix}
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y_1\\\vdots\\y_n
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\end{pmatrix}$ und $f=\begin{pmatrix}
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f_1\\\vdots\\f_n
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\end{pmatrix}$ Dann ist
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\begin{align*}
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\eqref{DGLOrd1} \Leftrightarrow y_1'&= f_1(t,y_1,\dots,y_n)\\
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\vdots&\\
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y_n'&= f_n(t,y_1,\dots,y_n)
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\end{align*}
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\end{bem}
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\begin{definition}[Anfangswertaufgabe/Anfangswertproblem]
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AWA zu \eqref{DGLOrd1} ist:
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\begin{align*}
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y' &= f(t,y),\quad t\in I \\
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y(t_0) &= y_0&&\text{Anfangsbedingung}
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\end{align*}
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Gesucht wird eine differenzierbare Funktion $y\colon I\to \R^n$ derart, dass
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\begin{enumerate}[(a)]
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\item $\graph(y) \subset D$
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\item $y'(t) = f(t,y(t)),\;t\in I$
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\item $y(t_0) = y_0$
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\end{enumerate}
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\end{definition}
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\begin{satz}[DGL $\leftrightarrow$ Integralgleichung]
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Sei $D\subset \R\times \R^n,\; f\colon D\to \R^n$ stetig, $(t_0,y_0)\in D$ und $y\colon I\to \R^n$ stetig mit $\graph(y)\subset D,\; t_0\in I$. Dann gilt
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\[
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y\text{ löst AWA }y'=f(t,y),\;y(t_0)=y_0\Leftrightarrow y(t) = y_0 + \int_{t_0}^t f(s,y(s))\d s \quad \forall t\in I
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\]
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\end{satz}
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\begin{proof}
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"$\Rightarrow$". Sei $y$ eine Lösung von AWA. Dann ist $y$ diffbar mit $y'(t) = f(t,y(t))$.
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\[\implies \int_{t_0}^t f(s,y(s)) \d s= \int_{t_0}^t y'(s)\d s \oldstackrel{\text{HDI}}{=} y(t) - y(t_0) = y(t)-y_0.\]
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"$\Leftarrow$". Sei die Integralgleichung erfüllt. Falls $t = t_0\implies y(t_0) = y_0 \implies$ (c). Aus dem HDI folgt komponentenweise $y'(t) = f(t,y(t)) \implies y$ löst AWA.
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\end{proof}
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\section{Anfangswertaufgaben: Existenz von Lösungen}
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\begin{satz}[Existenzsatz von Peano]\ \\
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Die Funktion $f(t,x)$ sei stetig auf dem $(n+1)$-dimensionalen Zylinder
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\[
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D = \{(t,x)\in \R\times \R^n\mid |t-t_0| \le \alpha,\; \norm{x-y_0}\le \beta\}
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\]
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Dann existiert eine Lösung $y(t)$ von AWA auf dem Intervall $I \coloneqq [t_0-T,t_0+T]$ mit \[T \coloneqq \min_{y(t)}\left\{\alpha,\frac{\beta}{M}\right\},\; M\coloneqq \max_{(t,x)\in D}\norm{f(t,x)}\]
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\end{satz}
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%\begin{figure}[h]
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% \begin{tikzpicture}
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% \begin{axis}%
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% [grid=none,
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% minor tick num=4,
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% grid style={line width=.1pt, draw=gray!10},
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% major grid style={line width=.2pt,draw=gray!50},
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% axis lines=middle,
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% %enlargelimits={abs=0.2},
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% ymax=5, ymin=-1.5,
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% xmin=2, xmax=7,
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% xtick={5}, ytick={2},
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% xticklabels={$t_0$},
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% yticklabels={$y_0$},
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% xlabel=$t$,
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% ylabel=$x$,
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% ]
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% \draw (4,1) rectangle (6,3);
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% \node at (5.8,1.3) {$D$};
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% \addplot[domain=1:10,samples=50,smooth,red] {2^(x-3)-2};
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% \addlegendentry{$y(t)$}
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% \end{axis}
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% \end{tikzpicture}
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%\end{figure}
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Reminder:
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\begin{enumerate}
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\item Gleichmäßige Stetigkeit: \[f\colon D\to \R,\; D\subset \R^n\] ist gleichmäßig stetig in $D$, falls $\forall \epsilon > 0,\;\exists \delta > 0$, sodass $\forall x,x_0\in D$ gilt \[\norm{x-x_0}< \delta \implies \norm{f(x)-f(x_0)}< \epsilon\]
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\item Gleichgradige Stetigkeit: Sei $\mathcal{F} \subset C[a,b]$. Dann ist $\mathcal{F}$ gleichgradig stetig, falls $\forall \epsilon> 0\;\exists \delta > 0$, sodass $\forall f\in \mathcal{F}$ gilt \[\forall t,t'\in [a,b],\; |t-t'| <\delta \implies \norm{f(t)-f(t')}<\epsilon\]
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\item Satz von Arzela-Ascoli:
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Sei $(f_n)_{n\in \N}$ eine Folge in $C[a,b]$, die gleichmäßig beschränkt und gleichgradig stetig ist, d.h.
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\[\sup_{n\in \N} \norm{f_n}_\infty < \infty\] und
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\[\forall\epsilon > 0,\;\exists \delta > 0,\forall n\in \N\colon\; \max_{\substack{t,t'\in [a,b]\\|t-t'|\le \delta}} \norm{f_n(t)-f_n(t')} < \epsilon.\]
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Dann existiert eine Teilfolge $(f_{n_k})_{k\in \N}$, welche gegen $f\in C[a,b]$ konvergiert, d.h. \[\norm{f_{n_k} - f}_\infty \to 0\]
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\item Dreiecksungleichung für Integrale. Sei $y\colon [a,b] \to\R^n$ stetig, $\norm{\cdot}$ irgendeine Norm auf $\R^n$. Dann
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\[\norm{\int_a^by(t)\d t} \le \int_a^b\norm{y(t)} \d t,\] hier:
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\[\int_a^by(t)\d t\coloneqq \begin{pmatrix}
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\int_a^by_1(t)\d t\\
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\vdots\\
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\int_a^by_n(t)\d t
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\end{pmatrix}\in \R^n\]
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\end{enumerate}
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\begin{proof} (Satz von Peano)\\
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Idee: Konstruiere eine Folge stetiger Funktionen (Eulersches Polygonzugverfahren). Aus dem Satz von Arzela-Ascoli folgt dann, dass es eine Teilfolge gibt, die gegen eine Lösung von AWA konvergiert.\\
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O.B.d.A. betrachte Halbintervall $I = [t_0,t_0+T]$. Sei $h>0$ Schrittweitenparameter $(h\to 0)$. Wähle eine äquidistante Unterteilung des Intervalls $I$.
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\[t_0 < t_1 < \dots < t_N = t_0 + T,\quad h = |t_k-t_{k-1}|\]
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Eulersches Polygonzugverfahren:\begin{itemize}
|
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\item Starte mit $y_0^h \coloneqq y_0$.
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\item Für $n\ge 1$, berechne $y_n^h=y_{n-1}^h + hf(t_{n-1},y_{n-1}^h)$.
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\end{itemize}
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Definiere die stückweise lineare Funktion $y^h(t)$
|
||||||
|
\[y^h(t)\coloneqq y_{n-1}^h + (t-t_{n-1})f(t_{n-1},y_{n-1}^h),\quad t\in [t_{n-1},t_n],\quad \forall n\ge 1\]
|
||||||
|
\begin{figure}[h]
|
||||||
|
\centering
|
||||||
|
\begin{tikzpicture}[declare function={
|
||||||
|
g(\x) = 0.5*exp(\x-2); % base function for y(t)
|
||||||
|
f(\x) = 0.5*exp(\x-2); % derivative
|
||||||
|
%g(\x) = 0.5*(\x-2.7)^3 - 2*(\x-2.7)^2; % base function for y(t)
|
||||||
|
%f(\x) = 1.5*(\x-2.7)^2 - 4*(\x-2.7); % derivative
|
||||||
|
}]
|
||||||
|
\def\h{1} % step length (accuracy of approximation)
|
||||||
|
\def\torig{2} % y_0
|
||||||
|
\def\yorig{1} % t_0
|
||||||
|
\begin{axis}%
|
||||||
|
[grid=none,
|
||||||
|
grid style={line width=.1pt, draw=gray!10},
|
||||||
|
major grid style={line width=.2pt,draw=gray!50},
|
||||||
|
axis lines=middle,
|
||||||
|
ymax=10, ymin=-1.5,
|
||||||
|
restrict y to domain=-2:12,
|
||||||
|
xmin=-1, xmax=7,
|
||||||
|
xtick={2,3,4,5},
|
||||||
|
ytick=\empty,
|
||||||
|
xticklabels={$t_0$, $t_1$, $t_2$, $t_3$},
|
||||||
|
xlabel=$t$,
|
||||||
|
ylabel=$y$,
|
||||||
|
legend pos=outer north east
|
||||||
|
]
|
||||||
|
\def\d{0}
|
||||||
|
\def\t{0}
|
||||||
|
\foreach \i/\colour [remember=\d as \dlast (initially \yorig),
|
||||||
|
remember=\t as \tlast (initially \torig)]
|
||||||
|
in {0/green,1/blue,2/orange,3/pink} {
|
||||||
|
\tikzmath{\t=\tlast+\h;\d=g(\tlast)+\dlast+\h*f(\tlast)-g(\t);}
|
||||||
|
\colour
|
||||||
|
\edef\temp{\noexpand
|
||||||
|
\addplot[domain=0:10,samples=50,smooth,\colour] {g(x) + \dlast - g(\torig)};
|
||||||
|
}
|
||||||
|
\temp
|
||||||
|
\if\i3
|
||||||
|
\edef\temp{\noexpand
|
||||||
|
\draw[dashed,->] (\tlast,{g(\tlast) + \dlast - g(\torig)})
|
||||||
|
-- (\t,{g(\t) + \d - g(\torig)});
|
||||||
|
}
|
||||||
|
\else
|
||||||
|
\edef\temp{\noexpand
|
||||||
|
\draw (\tlast,{g(\tlast) + \dlast - g(\torig)}) node[circle,fill,inner sep=0.5pt] {}
|
||||||
|
-- (\t,{g(\t) + \d - g(\torig)}) node[circle,fill,inner sep=0.5pt] {};
|
||||||
|
}
|
||||||
|
\fi
|
||||||
|
\temp
|
||||||
|
\edef\temp{\noexpand
|
||||||
|
\draw[dashed,\colour] (\tlast, {g(\tlast) + \dlast - g(\torig)}) -- (0, {g(\tlast) + \dlast - g(\torig)}) node[label=left:$y_{\i}$](){};
|
||||||
|
}
|
||||||
|
\temp
|
||||||
|
\edef\temp{\noexpand\addlegendentry{$y(t,t_{\i},y_{\i})$};}
|
||||||
|
\temp
|
||||||
|
}
|
||||||
|
\end{axis}
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Eulersches Polygonzugverfahren, Steigung der Tangenten ist $f(t,y)$}
|
||||||
|
\end{figure}
|
||||||
|
\begin{enumerate}[1)]
|
||||||
|
\item \textbf{z.Z.} dass dieses Verfahren durchführbar ist, d.h. $\graph(y^h)\subset D$. Sei $(t,y^h(t))\subset D$ für $t_0 \le t\le t_{k-1}$. Dann gilt
|
||||||
|
\[
|
||||||
|
\underbrace{(y^h(t))'}_{\coloneqq \dv{y^h(t)}{t}} \equiv f(t_{k-1},y_{k-1}^h),\quad t\in [t_{k-1},t_k]
|
||||||
|
\]
|
||||||
|
Nach Konstruktion gilt für $t\in [t_{k-1},t_k]$:
|
||||||
|
\begin{align*}
|
||||||
|
y^h(t)-y_0 &= y^h(t)-y_{k-1}^h + y_{k-1}^h - y_{k-2}^h+ \dots + y_1^h-y_0^h\\
|
||||||
|
&= y^k(t)-y_{k-1}^h + \sum_{i = 1}^{k-1}(y_i^h-y_{i-1}^h)\\
|
||||||
|
&= (t-t_{k-1})f(t_{k-1},y_{k-1}^h) + \sum_{i = 1}^{k-1}h\cdot f(t_{i-1},y_{i-1}^h)\\
|
||||||
|
\implies \norm{y^h(t)-y_0}&\le (t-t_{k-1})\norm{f(t_{k-1},y_{k-1}^h)} + h \sum_{i = 1}^{k-1}\norm{f(t_{i-1},y_{i-1}^h)}\\
|
||||||
|
&\le (t-t_{k-1})\cdot M + \underbrace{h(k-1)}_{=t_{k-1}-t_0} \cdot M\\
|
||||||
|
&= (t-t_0)\cdot M\\
|
||||||
|
&\le T\cdot M\\
|
||||||
|
&= \min \left\{\alpha,\frac{\beta}{M}\right\}\cdot M\\
|
||||||
|
&\le \beta
|
||||||
|
\end{align*}
|
||||||
|
Also ist $(t,y^h(t))\in D$ für $t_{k-1} \le t\le t_k$. Mit Annahme folgt $(t,y^h(t))\in D$ für $t_0\le t\le t_k \implies \graph(y^h)\subset D$.
|
||||||
|
\item \begin{enumerate}[(a)]
|
||||||
|
\item \textbf{z.Z.} dass die Funktionenfamilie $\{y^h\}_{h>0}$ gleichgradig stetig ist. Seien dafür $t,t'\in I, \ t'\le t$ beliebig mit $t\in [t_{k-1},t_k],\; t'\in [t_{j-1},t_j]$ für ein $t_j\le t_k$.
|
||||||
|
\begin{figure}[h]
|
||||||
|
\centering
|
||||||
|
\begin{tikzpicture}[declare function={f1(\x) = 0.5*(2)^(\x-1) + 10/(\x+2);
|
||||||
|
f2(\x) = 0.5*(2)^(\x-1);
|
||||||
|
f3(\x) = 0.5*(2)^(\x-1) - 10/(\x+2);
|
||||||
|
f4(\x) = 0.5*(2)^(\x-1) - 20/(\x+2);}]
|
||||||
|
\begin{axis}%
|
||||||
|
[grid=none,
|
||||||
|
%minor tick num=4,
|
||||||
|
grid style={line width=.1pt, draw=gray!10},
|
||||||
|
major grid style={line width=.2pt,draw=gray!50},
|
||||||
|
axis lines=middle,
|
||||||
|
%enlargelimits={abs=0.2},
|
||||||
|
ymax=10, ymin=-1.5,
|
||||||
|
xmin=1, xmax=6,
|
||||||
|
xtick={2,3,4,5},
|
||||||
|
ytick={1},
|
||||||
|
xticklabels={$t_0$, $t_1$, $t_2$, $t_3$},
|
||||||
|
yticklabels={$y_0$},
|
||||||
|
xlabel=$t$,
|
||||||
|
ylabel=$x$,
|
||||||
|
]
|
||||||
|
\addplot[domain=0:10,samples=50,smooth] {f2(x)};
|
||||||
|
\draw (2,{f2(2)}) node[circle,fill,inner sep=0.5pt] {}
|
||||||
|
(3,{f2(3)}) node[circle,fill,inner sep=0.5pt] {}
|
||||||
|
(4,{f2(4)}) node[circle,fill,inner sep=0.5pt] {}
|
||||||
|
(5,{f2(5)}) node[circle,fill,inner sep=0.5pt] {};
|
||||||
|
\draw[dashed,red] (2.4, {f2(2.4)}) -- (2.4, 0)
|
||||||
|
node [label={[label distance=-0.8mm]below:$t$}](){};
|
||||||
|
\draw[dashed,red] (4.7, {f2(4.7)}) -- (4.7, 0)
|
||||||
|
node [label={[label distance=-0.8mm]below:$t'$}](){};
|
||||||
|
\draw[dashed,blue] (3.2, {f2(3.2)}) -- (3.2, 0)
|
||||||
|
node [label={[label distance=-1mm]below:$t$}](){};
|
||||||
|
\draw[dashed,blue] (3.8, {f2(3.8)}) -- (3.8, 0)
|
||||||
|
node [label={[label distance=-1mm]below:$t'$}](){};
|
||||||
|
\draw[dashed,black] (2, {f2(2)}) -- (0, {f2(2)})
|
||||||
|
node [label={[label distance=-1mm]below:$t$}](){};
|
||||||
|
%\draw[dashed,blue] (3, {f2(3)}) -- (0, {f2(3)}) node[label=left:$y_1$](){};
|
||||||
|
%\draw[dashed,orange] (4, {f3(4)}) -- (0, {f3(4)}) node[label=left:$y_2$](){};
|
||||||
|
%\draw[dashed,pink] (5, {f4(5)}) -- (0, {f4(5)}) node[label=left:$y_3$](){};
|
||||||
|
\end{axis}
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Blau: erster Fall, Rot: zweiter Fall}
|
||||||
|
\end{figure}
|
||||||
|
\begin{itemize}
|
||||||
|
\item $t,t' \in [t_{k-1},t_k]$:
|
||||||
|
\begin{align*}
|
||||||
|
y^h(t)-y^h(t')&= y_{k-1}^h + (t-t_{k-1})f(t_{k-1},y_{k-1}^h)\\
|
||||||
|
&\quad - (y_{k-1}^h + (t'-t_{k-1})f(t_{k-1},y_{k-1}^h))\\
|
||||||
|
&= (t-t') f(t_{k-1},y_{k-1}^h)\\
|
||||||
|
\implies \norm{y^h(t)-y^h(t')} &\le |t-t'| \cdot M
|
||||||
|
\end{align*}
|
||||||
|
\item $t_j<t_k$: \begin{align*}
|
||||||
|
y^h(t)-y^h(t') &= y^h(t) -y_{k-1}^h + y_{k-2}^h - \dots -y_{j-1}^h + y_{j-1}^h-y^h(t')\\
|
||||||
|
&= y^h(t) - y_{k-1}^h + \sum_{i = j}^{k-1}(y_i^h-y_{i-1}^h) + y_{j-1}^h -y^h(t')\\
|
||||||
|
&= (t-t_{k-1})f(t_{k-1},y_{k-1}^h) + \sum_{i = j}^{k-1}hf(t_{i-1},y_{i-1}^h)\\
|
||||||
|
&\quad + (t_{j-1} -t')f(t_{j-1},y_{j-1}^h)\\
|
||||||
|
&= (t-t_{k-1})f(t_{k-1},y_{k-1}^h) + \sum_{i = j+1}^{k-1}hf(t_{i-1},y_{i-1}^h)\\
|
||||||
|
&\quad +hf(t_{j-1},y_{j-1}^h) + (t_{j-1}-t')f(t_{j-1},y_{j-1}^h)\\
|
||||||
|
&= (t-t_{k-1})f(t_{k-1},y_{k-1}^h) + h\sum_{i = j+1}^{k-1}f(t_{i-1},y_{i-1}^h)\\
|
||||||
|
&\quad + (\underbrace{h + t_{j-1}}_{t_j} - t')f(t_{j-1},y_{j-1}^h)
|
||||||
|
\end{align*}
|
||||||
|
Daraus folgt
|
||||||
|
\[\norm{y^h(t)-y^h(t')}\le (t-t_{k-1})M + (t_{k-1}-t_j)M + (t_j-t')M\\
|
||||||
|
= |t-t'|M\]
|
||||||
|
\end{itemize}
|
||||||
|
Wählt man für ein beliebiges $\epsilon > 0$ also $\delta = \frac{\epsilon}{M}$, so gilt $\forall h$
|
||||||
|
\[|t-t'| < \delta \implies \norm{y^h(t)-y^h(t')} < \epsilon\]
|
||||||
|
Daher ist $\{y^h\}_{h>0}$ gleichgradig stetig (sogar gleichgradig Lipschitz-stetig).
|
||||||
|
\item \textbf{z.Z.} $y^h$ ist gleichmäßig beschränkt. Es gilt $\forall t\in [t_0,t_0+T]$
|
||||||
|
\begin{align*}
|
||||||
|
\norm{y^h(t)} &= \norm{y^h(t) - \smash[b]{\underbrace{y_0}_{\mathclap{y^h(t_0) = y_0}}} + y_0}
|
||||||
|
\vphantom{\underbrace{y_0}_{\mathclap{y^h(t_0) = y_0}}}
|
||||||
|
\\
|
||||||
|
&\le \underbrace{\norm{y^h(t)-y_0}}_{\text{siehe 1)}} + \norm{y_0}\\
|
||||||
|
&\le M\cdot T + \norm{y_0}
|
||||||
|
\end{align*}
|
||||||
|
Also ist $y^h$ gleichmäßig beschränkt.
|
||||||
|
\end{enumerate}
|
||||||
|
Nach dem Satz von Arzela-Ascoli existiert eine Nullfolge $(h_i)_{i\in \N}$ und eine stetige Funktion $y\colon I\to \R^n$ so dass
|
||||||
|
\[\max_{t\in I} \norm{y^{h_i} - y(t)} \xrightarrow{i\to \infty} 0\]
|
||||||
|
Offenbar ist $\graph(y)\subset D$.
|
||||||
|
\item \textbf{z.Z.} $y(t)$ erfüllt die Differentialgleichung $y'(t) = f(t,y(t))$ oder äquivalent dazu: $y(t)$ erfüllt die Integralgleichung \[y(t) = y_0 + \int_{t_0}^{t} f(s,y(s))\d s\]
|
||||||
|
|
||||||
|
Sei dazu $t \in [t_{k-1}, t_k] \subseteq I$, $y^{i}(t) \coloneqq y^{h_i}(t)$. Für
|
||||||
|
ein $i$ gilt
|
||||||
|
\begin{salign*}
|
||||||
|
y^{i}(t) \stackrel{\text{\ \ \ \ }}{=}& y_{k-1}^{i} + (t - t_{k-1}) f(t_{k-1}, y_{k-1}^{i}) \\
|
||||||
|
=& y_{k-2}^{i} + (t_{k-1} - t_{k-2})f(t_{k-2}, y_{k-2}^{i})
|
||||||
|
+ (t - t_{k-1}) f(t_{k-1}, y_{k-1}^{i}) \\
|
||||||
|
\vdots \; & \\
|
||||||
|
=& y_0 + \sum_{j=1}^{k-1} (t_j - t_{j-1}) f(t_{j-1}, y_{j-1}^{i})
|
||||||
|
+ (t-t_{k-1})f(t_{k-1}, y_{k-1}^{i}) \\
|
||||||
|
=& y_0 + \sum_{j=1}^{k-1} \int_{t_{j-1}}^{t_j} f(t_{j-1}, y_{j-1}^{i}) \d s
|
||||||
|
+ \int_{t_{k-1}}^{t} f(t_{k-1}, y_{k-1}^{i}) \d s \\
|
||||||
|
&+ \int_{t_0}^{t} f(s, y^{i}(s)) \d s - \int_{t_0}^{t} f(s, y^{i}(s)) \d s \\
|
||||||
|
=& y_0 + \sum_{j=1}^{k-1} \int_{t_{j-1}}^{t_j} (f(t_{j-1}, y_{j-1}^{i})
|
||||||
|
- f(s, y^{i}(s)) \d s \\
|
||||||
|
&+ \int_{t_{k-1}}^{t} (f(t_{k-1}, y_{k-1}^{i}) - f(s, y^{i}(s))) \d s
|
||||||
|
+ \int_{t_0}^{t} f(s, y^{i}(s)) \d s
|
||||||
|
\tageq \label{eq:peano:1}
|
||||||
|
.\end{salign*}
|
||||||
|
Die Funktionen der Folge $(y^{i})_{i \in \N}$ sind gleichgradig stetig, d.h.
|
||||||
|
$\forall i$, $\forall \epsilon' > 0$, $\exists \delta _{\epsilon'}$ s.d.
|
||||||
|
\[
|
||||||
|
|t-t'| < \delta_{\epsilon'} \implies \Vert y^{i}(t) - y^{i}(t') \Vert < \epsilon'
|
||||||
|
.\]
|
||||||
|
Da $D$ kompakt, ist die stetige Funktion $f(t,x)$ auch gleichmäßig stetig. Damit folgt
|
||||||
|
$\forall \epsilon > 0$, $\exists \epsilon' < \epsilon$, $\exists \delta_{\epsilon'}$, s.d.
|
||||||
|
\[
|
||||||
|
|t-t'| < \delta_{\epsilon'}, \Vert y^{i}(t) - y^{i}(t') \Vert < \epsilon'
|
||||||
|
\implies \Vert f(t, y^{i}(t)) - f(t', y^{i}(t')) \Vert < \epsilon
|
||||||
|
.\] Falls $h_i$ hinreichend klein folgt damit $\forall k$
|
||||||
|
\[
|
||||||
|
\max_{s \in [t_{k-1}, t_k]} \Vert f(t, y^{i}(t)) - f(s, y^{i}(s) \Vert \le \epsilon
|
||||||
|
\tageq \label{eq:peano:2}
|
||||||
|
.\] Damit folgt
|
||||||
|
\begin{salign*}
|
||||||
|
\left\Vert y^{i}(t) - y_0 - \int_{t_0}^{t} f(s, y^{i}(s)) \d s \right\Vert
|
||||||
|
\kern -1mm \stackrel{\ref{eq:peano:1}}{=}&
|
||||||
|
\Bigg\Vert \sum_{j=1}^{k-1} \int_{t_{j-1}}^{t_j}
|
||||||
|
\left( f(t_{j-1}, y_{j-1}^{i}) - f(s, y^{i}(s)) \right) \d s \\
|
||||||
|
&+ \int_{t_{k-1}}^{t} \left( f(t_{k-1} y_{k-1}^{i}) - f(s, y^{i}(s)) \right) \d s
|
||||||
|
\Bigg\Vert \\
|
||||||
|
\le& \sum_{j=1}^{k-1} \int_{t_{j-1}}^{t_j} \Vert f(t_{j-1}, y_{j-1}^{i}) - f(s, y^{i}(s)) \Vert \d s \\
|
||||||
|
&+ \int_{t_{k-1}}^{t} \Vert f(t_{k-1}, y_{k-1}^{i}) - f(s, y^{i}(s)) \Vert \d s \\
|
||||||
|
\stackrel{\ref{eq:peano:2}}{\le}& \sum_{j=1}^{k-1} \epsilon \int_{t_{j-1}}^{t_j} \d s
|
||||||
|
+ \epsilon \int_{t_{k-1}}^{t} \d s \\
|
||||||
|
=& \epsilon |t - t_0|
|
||||||
|
\intertext{Damit folgt}
|
||||||
|
\Bigg\Vert \underbrace{y^{i}(t)}_{\xrightarrow{i \to \infty} y(t)} - y_0
|
||||||
|
- \int_{t_0}^{t} \underbrace{f(s, y^{i}(s))}_{\xrightarrow{i \to \infty} f(s, y(s))} \d s
|
||||||
|
\Bigg\Vert
|
||||||
|
\kern -1mm \le& \epsilon |t-t_0|
|
||||||
|
\intertext{Also folgt}
|
||||||
|
\left\Vert y(t) - y_0 - \int_{t_0}^{t} f(s, y(s)) \d s \right\Vert \kern -1mm\le& \epsilon |t-t_0|
|
||||||
|
.\end{salign*}
|
||||||
|
Da $\epsilon$ beliebig ist, folgt damit
|
||||||
|
\[
|
||||||
|
y(t) = y_0 + \int_{t_0}^{t} f(s, y(s)) \d s
|
||||||
|
.\]
|
||||||
|
\end{enumerate}
|
||||||
|
\end{proof}
|
||||||
|
|
||||||
|
\end{document}
|
||||||
@@ -0,0 +1,273 @@
|
|||||||
|
\documentclass{lecture}
|
||||||
|
|
||||||
|
\begin{document}
|
||||||
|
|
||||||
|
\begin{bem}[Bedeutung des Existenzsatz von Peano]
|
||||||
|
Für die lokale Lösbarkeit des Systems $y' = f(t,y)$ reicht
|
||||||
|
die Stetigkeit der rechten Seite. Aber auch wenn $f(t,y)$ auf einem
|
||||||
|
Streifen $[a,b] \times \R^{n}$ stetig ist, kann nicht erwartet werden, dass die Lösung
|
||||||
|
der AWA im Intervall $[a,b]$ definiert ist.
|
||||||
|
|
||||||
|
Zum Beispiel: $y' = 1 + y^2$. $f(t,y) = 1 + y^2$ ist stetig auf $\R \times \R$. Als Lösung
|
||||||
|
folgt $y = \tan(t + c)$, denn
|
||||||
|
\begin{align*}
|
||||||
|
y' = \frac{1}{\cos^2(t+c)} = \frac{\cos^2(t+c) + \sin^2(t+c)}{\cos^2(t+c)}
|
||||||
|
= 1 + \tan^2(t+c) = 1 + y^2
|
||||||
|
.\end{align*}
|
||||||
|
Das heißt Lösungen sind nur in Intervallen der Länge $\pi$ definiert. Der Satz von Peano
|
||||||
|
macht eine Aussage über die Größe des Existenzintervalls (die nur von Stetigkeitseigenschaften
|
||||||
|
von $f(t,x)$ abhängig ist).
|
||||||
|
\end{bem}
|
||||||
|
\begin{figure}[h]
|
||||||
|
\label{fig:tan-dgl-solution}
|
||||||
|
\centering
|
||||||
|
\begin{tikzpicture}
|
||||||
|
\begin{axis}%
|
||||||
|
[default 2d plot,
|
||||||
|
ymax=4,
|
||||||
|
ymin=-4,
|
||||||
|
xmin=-4,
|
||||||
|
xmax=4,
|
||||||
|
xtick={-3.14, -1.57, 0, 1.57, 3.14},
|
||||||
|
xticklabels={$\pi$, $-\frac{\pi}{2}$, $0$, $\frac{\pi}{2}$, $\pi$}
|
||||||
|
]
|
||||||
|
\addplot[domain=1.58:4.70,samples=100,smooth,red] {tan(deg(x))};
|
||||||
|
\addplot[domain=-1.56:1.56,samples=100,smooth,red] {tan(deg(x))};
|
||||||
|
\addplot[domain=-4.72:-1.58,samples=100,smooth,red] {tan(deg(x))};
|
||||||
|
\end{axis}
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Lösung $y = \tan(t+c)$ nur in Intervallen der Länge $\pi$ definiert.}
|
||||||
|
\end{figure}
|
||||||
|
|
||||||
|
\begin{satz}[Fortsetzungssatz]
|
||||||
|
Sei $f(t,x)$ stetig auf $D \subseteq \R \times \R^{n}$, $D$ abgeschlossen und $(t_0, y_0) \in D$.
|
||||||
|
Sei weiter $y(t)$ Lösung der AWA für $t \in [t_0 - T, t_0 + T]$.
|
||||||
|
|
||||||
|
Dann ist $y$ nach rechts und links auf ein maximales Existenzintervall $I_{\text{max}} = (t_0 - T^{*}, t_0 + T^{*})$
|
||||||
|
bis zum Rand von $D$ (stetig diff'bar) fortsetzbar.
|
||||||
|
\end{satz}
|
||||||
|
|
||||||
|
\begin{proof}
|
||||||
|
Wiederholte Anwendung des Satz von Peano (siehe R.R. S. 111).
|
||||||
|
\end{proof}
|
||||||
|
|
||||||
|
\begin{bem}
|
||||||
|
Die maximal fortgesetzten Lösungen nach links und rechts laufen bis der Graph von $y$ an
|
||||||
|
den Rand von $D$ stößt. Dabei ist es möglich, dass
|
||||||
|
\[
|
||||||
|
\text{Graph}(y) = \{ (t, y(t)) , t \in I_{\text{max}}\}
|
||||||
|
\] unbeschränkt ist, weil $t \to t_0 + T^{*} = \infty$ oder
|
||||||
|
$\Vert y(t) \Vert \xrightarrow{t \to t_0 + T^{*}} \infty$.
|
||||||
|
|
||||||
|
\begin{figure}[h]
|
||||||
|
\centering
|
||||||
|
\begin{tikzpicture}[declare function={f(\x) = tan(deg(\x-2));}]
|
||||||
|
\begin{axis}%
|
||||||
|
[default 2d plot,
|
||||||
|
grid=none,
|
||||||
|
ymax=4,
|
||||||
|
ymin=-4,
|
||||||
|
xmin=0,
|
||||||
|
xmax=4,
|
||||||
|
xtick=\empty, ytick=\empty,
|
||||||
|
]
|
||||||
|
\addplot[domain=0.56:3.56,samples=100,smooth,red] {f(x)};
|
||||||
|
\draw[dashed] (0.56, 5) -- (0.56, -5);
|
||||||
|
\draw[dashed] (3.45, 5) -- (3.45, -5);
|
||||||
|
\draw (2.56, {f(2.56)}) node[fill,inner sep=1pt]{};
|
||||||
|
\draw (2.56, {f(2.56)}) node[draw,shape=rectangle,minimum width=10mm, minimum height=7mm,
|
||||||
|
anchor=center] {};
|
||||||
|
\draw (2.85, {f(2.85)}) node[fill,inner sep=1pt]{};
|
||||||
|
\draw (2.85, {f(2.85)}) node[draw,shape=rectangle,minimum width=9mm, minimum height=7mm,
|
||||||
|
anchor=center] {};
|
||||||
|
\draw (3.02, {f(3.02)}) node[fill,inner sep=1pt]{};
|
||||||
|
\draw (3.02, {f(3.02)}) node[draw,shape=rectangle,minimum width=6mm, minimum height=6mm,
|
||||||
|
anchor=center] {};
|
||||||
|
\draw (3.12, {f(3.12)}) node[fill,inner sep=1pt]{};
|
||||||
|
\draw (3.12, {f(3.12)}) node[draw,shape=rectangle,minimum width=5mm, minimum height=5mm,
|
||||||
|
anchor=center] {};
|
||||||
|
\draw (3.18, {f(3.18)}) node[fill,inner sep=1pt]{};
|
||||||
|
\draw (3.18, {f(3.18)}) node[draw,shape=rectangle,minimum width=4mm, minimum height=4mm,
|
||||||
|
anchor=center] {};
|
||||||
|
\draw (3.65, -4) node{$\partial D$};
|
||||||
|
\end{axis}
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Schrittweise Fortsetzung einer Lösung bis zum Rand von $D$}
|
||||||
|
\end{figure}
|
||||||
|
\end{bem}
|
||||||
|
|
||||||
|
\begin{korollar}[Globale Existenz]
|
||||||
|
Sei $f(t,x)$ auf ganz $\R \times \R^{n}$ definiert und stetig. Seien alle lokalen Lösungen
|
||||||
|
$y(t)$ beschränkt durch eine stetige Funktion $\rho\colon \R \to \R$ mit
|
||||||
|
\[
|
||||||
|
\Vert y(t) \Vert \le \rho(t), \quad t \in [t_0 - T, t_0 + T]
|
||||||
|
.\] Dann ist $y$ fortsetzbar auf ganz $\R$.
|
||||||
|
\end{korollar}
|
||||||
|
\begin{proof}
|
||||||
|
Wegen der Schranke, kann keine lokale Lösung auf einem beschränkten Zeitintervall
|
||||||
|
einen unbeschränkten Graphen haben. Also ist $y$ fortsetzbar auf ganz $\R$.
|
||||||
|
\end{proof}
|
||||||
|
|
||||||
|
\begin{satz}[Regularitätssatz]
|
||||||
|
Sei $y$ eine Lösung der AWA $y' = f(t,y)$ auf dem Intervall $I$ und
|
||||||
|
sei $f \in C^{m}(D)$ mit $m \ge 1$. Dann gilt $y \in C^{m+1}(I)$.
|
||||||
|
\end{satz}
|
||||||
|
|
||||||
|
\begin{proof}
|
||||||
|
Da $y(t)$ Lösung, folgt
|
||||||
|
\[
|
||||||
|
y(t) = y_0 + \int_{t_0}^{t} f(s,y(s)) \d s, \quad t \in I
|
||||||
|
.\] Sei nun $f \in C^{1}(D)$. Dann ist $y$ zweimal stetig differenzierbar
|
||||||
|
mit
|
||||||
|
\begin{align*}
|
||||||
|
y''(t) = \frac{\mathrm{d}}{\mathrm{d}t} f(t, y(t))
|
||||||
|
= \underbrace{\frac{\partial}{\partial t} f(t, y(t))}_{\text{stetig}}
|
||||||
|
+ \underbrace{\frac{\partial}{\partial y} f(t, y(t))}_{\text{stetig}}
|
||||||
|
\underbrace{\frac{\mathrm{d}y}{\mathrm{d}t}}_{= f \text{ also stetig}}
|
||||||
|
.\end{align*}
|
||||||
|
Durch Wiederholung dieses Arguments folgt $y \in C^{m+1}$ falls $f \in C^{m}(D)$ ist.
|
||||||
|
\end{proof}
|
||||||
|
|
||||||
|
\begin{bsp}
|
||||||
|
Was kann passieren, falls $f(t,x)$ nicht stetig ist? Beispiel: Coulomb Reibung. Sei
|
||||||
|
$c > 0$ und $v(0) = v_0$.
|
||||||
|
\begin{align*}
|
||||||
|
\dot{s} &= v \\
|
||||||
|
\dot{v} &= -c \cdot \text{sign}(v)
|
||||||
|
.\end{align*}
|
||||||
|
Lösung: $v(t) = v_0 - ct$. Lösungen der DGL existieren ab $t = \frac{v_0}{c}$ nicht.
|
||||||
|
Abhilfe: Philipov Regel (siehe Literatur).
|
||||||
|
\begin{figure}[h]
|
||||||
|
\centering
|
||||||
|
\begin{tikzpicture}[declare function={f(\x) = -2;}]
|
||||||
|
\begin{axis}%
|
||||||
|
[%minor tick num=4,
|
||||||
|
%grid style={line width=.1pt, draw=gray!10},
|
||||||
|
%major grid style={line width=.2pt,draw=gray!50},
|
||||||
|
axis lines=middle,
|
||||||
|
legend pos=outer north east,
|
||||||
|
%enlargelimits={abs=0.2},
|
||||||
|
%ymax=5,
|
||||||
|
%ymin=0
|
||||||
|
width=0.6\textwidth, % Overall width of the plot
|
||||||
|
axis equal image, % Unit vectors for both axes have the same length
|
||||||
|
view={0}{90}, % We need to use "3D" plots, but we set the view so we look at them from straight up
|
||||||
|
xmin=0, xmax=2, % Axis limits
|
||||||
|
ymin=-1.1, ymax=1.1,
|
||||||
|
domain=0:2, y domain=-1:1, % Domain over which to evaluate the functions
|
||||||
|
xtick=\empty, ytick={1}, % Tick marks
|
||||||
|
xticklabels={$t_0$},
|
||||||
|
yticklabels={$v_0$},
|
||||||
|
xlabel=$t$,
|
||||||
|
ylabel=$v$,
|
||||||
|
samples=7, % How many arrows?
|
||||||
|
]
|
||||||
|
\addplot3[
|
||||||
|
y domain=1:0.1,
|
||||||
|
gray,
|
||||||
|
quiver={
|
||||||
|
u={1}, v={-2}, % End points of the arrows
|
||||||
|
scale arrows=0.1,
|
||||||
|
every arrow/.append style={
|
||||||
|
-latex % Arrow tip
|
||||||
|
},
|
||||||
|
}] (x,y+0.1,0);
|
||||||
|
\addplot3[
|
||||||
|
forget plot,
|
||||||
|
y domain=-1:-0.1,
|
||||||
|
gray,
|
||||||
|
quiver={
|
||||||
|
u={1}, v={2}, % End points of the arrows
|
||||||
|
scale arrows=0.1,
|
||||||
|
every arrow/.append style={
|
||||||
|
-latex % Arrow tip
|
||||||
|
},
|
||||||
|
}] (x, y-0.1,0);
|
||||||
|
\addlegendentry{$f(t,v) = - c \cdot \text{sign}(v)$}
|
||||||
|
\addplot[blue, domain=0:1] {2 - 2*x};
|
||||||
|
\addlegendentry{$v^{(1)}(t) = - c + v_0^{(1)}$}
|
||||||
|
\addplot[forget plot, blue, domain=0:0.5] {1 - 2*x};
|
||||||
|
\addplot[red, domain=0:0.75] {-1.5 + 2*x};
|
||||||
|
\addlegendentry{$v^{(2)}(t) = + c + v_0^{(2)}$}
|
||||||
|
\end{axis}
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Mögliche Lösungen der DGL $\dot{v} = - c \cdot \text{sign}(v)$ mit
|
||||||
|
$v_0^{(1)} > 0$ und $v_0^{(2)} < 0$. Ab $t = \frac{v_0}{c}$ existiert keine Lösung.}
|
||||||
|
\end{figure}
|
||||||
|
\end{bsp}
|
||||||
|
|
||||||
|
\begin{bsp}[Uneindeutigkeit von AWA]
|
||||||
|
Sei $y' = f(t,y) \coloneqq \sqrt{|y(t)|}$ mit $y(t_0) = y_0$. Es
|
||||||
|
ist $f(t,y)$ stetig auf $\R \times \R$.
|
||||||
|
|
||||||
|
Für $y_0 \ge 0$ gilt $\forall t_0 \in \R$:
|
||||||
|
\begin{align*}
|
||||||
|
y(t) &= \frac{(t-t_0 + 2 \sqrt{y_0})^2}{4} \qquad t_0 - 2 \sqrt{y_0} \le t < \infty
|
||||||
|
\intertext{Für $y_0 \le 0$ gilt $\forall t_0 \in \R$:}
|
||||||
|
y(t) &= - \frac{(t-t_0 - 2 \sqrt{-y_0})^2}{4} \qquad -\infty < t \le t_0 + 2 \sqrt{-y_0}
|
||||||
|
\intertext{Für $y_0 = 0$ ist jedoch $\forall t_0 \in \R$ auch}
|
||||||
|
y(t) &= 0
|
||||||
|
.\end{align*}
|
||||||
|
eine Lösung der AWA.
|
||||||
|
|
||||||
|
Falls $y_0 > 0$ oder $y_0 < 0$ ist $y(t; t_0, y_0)$ eindeutig bestimmt, aber für $y(t_0) = 0$
|
||||||
|
existieren unendlich viele Lösungen.
|
||||||
|
|
||||||
|
\begin{figure}[h]
|
||||||
|
\begin{subfigure}[b]{.5\linewidth}
|
||||||
|
\begin{tikzpicture}
|
||||||
|
\begin{axis}%
|
||||||
|
[default 2d plot,
|
||||||
|
grid=none,
|
||||||
|
ymax=10,
|
||||||
|
ymin=-10,
|
||||||
|
xmin=-10,
|
||||||
|
xmax=20,
|
||||||
|
xtick={6}, ytick={4,-4},
|
||||||
|
yminorticks=false,
|
||||||
|
minor tick style={draw=none},
|
||||||
|
xticklabels={$t_0$}, yticklabels={$y_0$, $y_0$}
|
||||||
|
]
|
||||||
|
\addplot[domain=2:10,samples=100,smooth,red] {((x-6+4)^2)/4};
|
||||||
|
\addplot[domain=-10:10,samples=100,smooth,blue] {-((x-6-4)^2)/4};
|
||||||
|
\addplot[dashed,domain=10:20,samples=100,smooth,red] {((-(x-6)+4)^2)/4};
|
||||||
|
\addplot[dashed,domain=-10:2,samples=100,smooth,blue] {-((x-6+4)^2)/4};
|
||||||
|
\end{axis}
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Lösungen für $y_0 > 0$ (rot) bzw. $y_0 < 0$ (blau) und ihre Fortsetzungen.}
|
||||||
|
\end{subfigure}
|
||||||
|
\begin{subfigure}[b]{.5\linewidth}
|
||||||
|
\begin{tikzpicture}
|
||||||
|
\begin{axis}%
|
||||||
|
[default 2d plot,
|
||||||
|
grid=none,
|
||||||
|
ymax=10,
|
||||||
|
ymin=-10,
|
||||||
|
xmin=-10,
|
||||||
|
xmax=20,
|
||||||
|
xtick={6}, ytick=\empty,
|
||||||
|
xticklabels={$t_0$}
|
||||||
|
]
|
||||||
|
\addplot[domain=-2:14,samples=100,smooth,orange] {0};
|
||||||
|
\addplot[domain=14:20,samples=100,smooth,orange] {((x-18+4)^2)/4};
|
||||||
|
\addplot[domain=-20:-2,samples=100,smooth,orange] {-((x+6-4)^2)/4};
|
||||||
|
\addplot[domain=2:10,samples=100,smooth,blue] {0};
|
||||||
|
\addplot[domain=10:20,samples=100,smooth,blue] {((x-14+4)^2)/4};
|
||||||
|
\addplot[domain=-20:2,samples=100,smooth,blue] {-((x+2-4)^2)/4};
|
||||||
|
\addplot[domain=4:8,samples=100,smooth,red] {0};
|
||||||
|
\addplot[domain=8:20,samples=100,smooth,red] {((x-12+4)^2)/4};
|
||||||
|
\addplot[domain=-20:4,samples=100,smooth,red] {-((x-4)^2)/4};
|
||||||
|
%\addplot[dashed,domain=10:20,samples=100,smooth,red] {((-(x-6)+4)^2)/4};
|
||||||
|
%\addplot[dashed,domain=-10:2,samples=100,smooth,blue] {-((x-6+4)^2)/4};
|
||||||
|
\end{axis}
|
||||||
|
\end{tikzpicture}
|
||||||
|
\caption{Für $y_0 = 0$ existieren beliebig viele zusammengesetzte Lösungen.}
|
||||||
|
\end{subfigure}
|
||||||
|
\caption{Zur Uneindeutigkeit von AWA}
|
||||||
|
\end{figure}
|
||||||
|
|
||||||
|
Beobachtung: $f(t,x)$ ist stetig auf $\R \times \R$, aber $f(t,x)$ ist nicht Lipschitz stetig
|
||||||
|
in $(t,0)$ $\forall t \in \R$.
|
||||||
|
\end{bsp}
|
||||||
|
|
||||||
|
\end{document}
|
||||||
@@ -70,8 +70,7 @@
|
|||||||
\item Für $K_1(0)$ gilt
|
\item Für $K_1(0)$ gilt
|
||||||
\begin{align*}
|
\begin{align*}
|
||||||
\partial K_1(0) &= \partial \{x \in \R^{n} \mid \Vert x \Vert < 1\} \\
|
\partial K_1(0) &= \partial \{x \in \R^{n} \mid \Vert x \Vert < 1\} \\
|
||||||
&= \;\; \{ x \in \R^{n} \mid \Vert x \Vert = 1 \} \\
|
&= \;\; \{ x \in \R^{n} \mid \Vert x \Vert = 1 \} \quad \quad \text{\glqq Einheitssphäre\grqq}
|
||||||
& \quad \quad \text{\grqq Einheitssphäre\glqq}
|
|
||||||
.\end{align*}
|
.\end{align*}
|
||||||
\item $\Q \subset \R$, $\partial \Q = \R$, weil in jeder Umgebung eines Punktes in
|
\item $\Q \subset \R$, $\partial \Q = \R$, weil in jeder Umgebung eines Punktes in
|
||||||
$\Q$, gibt es rationale und irrationale Zahlen. Der Rand von $\R$ ist leer.
|
$\Q$, gibt es rationale und irrationale Zahlen. Der Rand von $\R$ ist leer.
|
||||||
|
|||||||
Binary file not shown.
@@ -38,5 +38,7 @@ Rui Yang (\href{mailto:rui.yang@stud.uni-heidelberg.de}{rui.yang@stud.uni-heidel
|
|||||||
\input{ana13.tex}
|
\input{ana13.tex}
|
||||||
\input{ana14.tex}
|
\input{ana14.tex}
|
||||||
\input{ana15.tex}
|
\input{ana15.tex}
|
||||||
|
\input{ana16.tex}
|
||||||
|
\input{ana17.tex}
|
||||||
|
|
||||||
\end{document}
|
\end{document}
|
||||||
|
|||||||
+15
-2
@@ -26,9 +26,20 @@
|
|||||||
\RequirePackage{wasysym}
|
\RequirePackage{wasysym}
|
||||||
\RequirePackage{environ}
|
\RequirePackage{environ}
|
||||||
\RequirePackage{stackrel}
|
\RequirePackage{stackrel}
|
||||||
|
\RequirePackage{subcaption}
|
||||||
|
|
||||||
\usetikzlibrary{quotes, angles}
|
\usetikzlibrary{quotes, angles, math}
|
||||||
\pgfplotsset{compat=1.15} % or \pgfplotsset{compat=newest}
|
\pgfplotsset{
|
||||||
|
compat=1.15,
|
||||||
|
default 2d plot/.style={%
|
||||||
|
grid=both,
|
||||||
|
minor tick num=4,
|
||||||
|
grid style={line width=.1pt, draw=gray!10},
|
||||||
|
major grid style={line width=.2pt,draw=gray!50},
|
||||||
|
axis lines=middle,
|
||||||
|
enlargelimits={abs=0.2}
|
||||||
|
},
|
||||||
|
}
|
||||||
|
|
||||||
\geometry{
|
\geometry{
|
||||||
bottom=35mm
|
bottom=35mm
|
||||||
@@ -250,3 +261,5 @@
|
|||||||
|
|
||||||
\ExplSyntaxOff
|
\ExplSyntaxOff
|
||||||
|
|
||||||
|
% add one equation tag to the current line to otherwise unnumbered environment
|
||||||
|
\newcommand{\tageq}{\stepcounter{equation}\tag{\theequation}}
|
||||||
|
|||||||
Reference in New Issue
Block a user