3.3 解答

3.3

1. (a)

${\bf X}^{\prime} = \left(\begin{array}{cc}
2&1\\
3&4
\end{array}\right){\bf X} - \left(\begin{array}{c}
e^{t}\\
7e^{t}
\end{array}\right)$よりまず ${\bf X}^{\prime} = A{\bf X}$の解$\Phi$を求める.

$\displaystyle \det(A - \lambda I) = \left\vert\begin{array}{cc}
2-\lambda&1\\
3&4-\lambda
\end{array}\right\vert = \lambda^2 - 6\lambda + 5 = 0$

より固有値 $\lambda = 1,5$を得る.

固有値 $\lambda = 1$に対する固有ベクトル${\bf C}$をGaussの消去法を用いて求める.

$\displaystyle A - I = \left(\begin{array}{cc}
1&1\\
3&3
\end{array}\right) \longrightarrow \left(\begin{array}{cc}
1&1\\
0&0
\end{array}\right) $

より $c_{2} = \alpha$とおくと

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}
\end{array}\right...
...\end{array}\right) = \alpha \left(\begin{array}{c}
-1\\
1
\end{array}\right). $

よって解 ${\bf X}_{1} = \left(\begin{array}{c}
-1\\
1
\end{array}\right)e^{t}$を得る.

固有値 $\lambda = 5$に対する固有ベクトル${\bf C}$

$\displaystyle A - 5I = \left(\begin{array}{cc}
-3&1\\
3&-1
\end{array}\right) \longrightarrow \left(\begin{array}{cc}
1&-\frac{1}{3}\\
0&0
\end{array}\right) $

より $c_{2} = 3\beta$とおくと

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}
\end{array}\right...
...a
\end{array}\right) = \beta \left(\begin{array}{c}
1\\
3
\end{array}\right). $

よって解 ${\bf X}_{2} = \left(\begin{array}{c}
1\\
3
\end{array}\right)e^{5t}$を得る.これより基本行列$\Phi$

$\displaystyle \Phi(t) = \left(\begin{array}{cc}
-e^{t}&e^{5t}\\
e^{t}&3e^{5t}
\end{array}\right) $

で与えられる.

次に $\Phi {\bf U}^{\prime} = {\bf F}$を解き特殊解${\bf U}$を求める.

$\displaystyle \left(\begin{array}{cc}
-e^{t}&e^{5t}\\
e^{t}&3e^{5t}
\end{array...
...\end{array}\right) = \left(\begin{array}{c}
e^{t}\\
7e^{t}
\end{array}\right) $

をCramerの公式を用いて解くと

$\displaystyle u_{1}^{\prime} = \frac{\left\vert\begin{array}{cc}
e^{t}&e^{5t}\\...
...^{5t}\\
e^{t}&3e^{5t}
\end{array}\right\vert} = \frac{-4e^{6t}}{-4e^{6t}} = 1 $

よって

$\displaystyle u_{1} = \int 1 dt = t \ ($特殊解を求めるので積分定数をつけない$\displaystyle )$

また

$\displaystyle u_{2}^{\prime} = \frac{\left\vert\begin{array}{cc}
-e^{t}&e^{t}\\...
...
e^{t}&3e^{5t}
\end{array}\right\vert} = \frac{-8e^{2t}}{-4e^{6t}} = 2e^{-4t} $

よって

$\displaystyle u_{2} = \int 2e^{-4t} dt = -\frac{1}{2}e^{-4t} \ ($特殊解を求めるので積分定数をつけない$\displaystyle )$

したがって一般解は
$\displaystyle {\bf X}$ $\displaystyle =$ $\displaystyle \Phi{\bf C} + \Phi {\bf U}$  
  $\displaystyle =$ $\displaystyle \left(\begin{array}{cc}
-e^{t}&e^{5t}\\
e^{t}&3e^{5t}
\end{array...
...array}\right)\left(\begin{array}{c}
t\\
-\frac{1}{2}e^{-4t}
\end{array}\right)$  

で与えられる. \framebox{終}

(b)

${\bf X}^{\prime} = \left(\begin{array}{cc}
0&4\\
-1&0
\end{array}\right){\bf X} - \left(\begin{array}{c}
-3\cos{t}\\
0
\end{array}\right)$よりまず ${\bf X}^{\prime} = A{\bf X}$の解$\Phi$を求める.

$\displaystyle \det(A - \lambda I) = \left\vert\begin{array}{cc}
-\lambda&4\\
-1&-\lambda
\end{array}\right\vert = \lambda^2 + 4 = 0$

より固有値 $\lambda = \pm 2i$を得る.

固有値 $\lambda = 2i$に対する固有ベクトル${\bf C}$をGaussの消去法を用いて求める.

$\displaystyle A - 2i I = \left(\begin{array}{cc}
-2i&4\\
-1&-2i
\end{array}\ri...
...}\right) \longrightarrow \left(\begin{array}{cc}
1&2i\\
0&0
\end{array}\right)$

より $c_{2} = \alpha$とおくと

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}
\end{array}\right...
...end{array}\right) = \alpha \left(\begin{array}{c}
-2i\\
1
\end{array}\right). $

よって解 ${\bf X}_{1} = \Re {\bf C}e^{2it}, {\bf X}_{2} = \Im {\bf C}e^{2it}$を得る.ここで
$\displaystyle {\bf C}e^{2it}$ $\displaystyle =$ $\displaystyle \left(\begin{array}{c}
-2i\\
1
\end{array}\right)e^{2it} = \left(\begin{array}{c}
-2i\\
1
\end{array}\right)(\cos{2t} + i\sin{2t})$  
  $\displaystyle =$ $\displaystyle \left(\begin{array}{c}
2\sin{2t}\\
\cos{2t}
\end{array}\right) + i \left(\begin{array}{c}
-2\cos{2t}\\
\sin{2t}
\end{array}\right)$  

これより基本行列$\Phi$

$\displaystyle \Phi(t) = \left(\begin{array}{cc}
2\sin{2t}&-2\cos{2t}\\
\cos{2t}&\sin{2t}
\end{array}\right) $

で与えられる.

次に $\Phi {\bf U}^{\prime} = {\bf F}$を解き特殊解${\bf U}$を求める.

$\displaystyle \left(\begin{array}{cc}
2\sin{2t}&-2\cos{2t}\\
\cos{2t}&\sin{2t}...
...
\end{array}\right) = \left(\begin{array}{c}
-3\cos{t}\\
0
\end{array}\right) $

をCramerの公式を用いて解くと

$\displaystyle u_{1}^{\prime} = \frac{\left\vert\begin{array}{cc}
-3\cos{t}&-2\c...
...\sin{2t}\cos{t}}{2\sin^{2}{2t}+2\cos^{2}{2t}} = \frac{-3}{4}(\sin{3t}+\sin{t}) $

よって

$\displaystyle u_{1} = \frac{-3}{4}\int (\sin{3t}+\sin{t}) dt = \frac{3}{4}(\frac{\cos{3t}}{4} + \cos{t}) \ ($積分定数をつけない$\displaystyle )$

また

$\displaystyle u_{2}^{\prime} = \frac{\left\vert\begin{array}{cc}
2\sin{2t}&-3\c...
...}\right\vert} = \frac{3\cos{2t}{\sin{t}}}{2} = \frac{3}{4}(\cos{3t} + \cos{t}) $

よって

$\displaystyle u_{2} = \frac{3}{4} \int (\cos{3t} + \cos{t}) dt = \frac{3}{4}(\frac{\sin{3t}}{3} + \sin{t}). $

したがって一般解は
$\displaystyle {\bf X}$ $\displaystyle =$ $\displaystyle \Phi{\bf C} + \Phi {\bf U}$  
  $\displaystyle =$ $\displaystyle \left(\begin{array}{cc}
2\sin{2t}&-2\cos{2t}\\
\cos{2t}&\sin{2t}...
...rac{\cos{3t} + 3\cos{t}}{4}\\
\frac{\sin{3t} + 3\sin{t}}{4}
\end{array}\right)$  

で与えられる. \framebox{終}

(c)

${\bf X}^{\prime} = \left(\begin{array}{ccc}
1&1&1\\
0&-1&0\\
-2&-1&-2
\end{array}\right){\bf X} + \left(\begin{array}{c}
1\\
0\\
3e^{-t}
\end{array}\right)$よりまず ${\bf X}^{\prime} = A{\bf X}$の解$\Phi$を求める.

$\displaystyle \det(A - \lambda I) = \left\vert\begin{array}{ccc}
1-\lambda&1&1\...
...ay}\right\vert = (-1-\lambda)(\lambda^2 + \lambda) = -\lambda(\lambda + 1)^{2} $

より固有値 $\lambda = -1,0$を得る.

固有値 $\lambda = 0$に対する固有ベクトル${\bf C}$をGaussの消去法を用いて求める.

$\displaystyle A - 0 I$ $\displaystyle =$ $\displaystyle \left(\begin{array}{ccc}
1&1&1\\
0&-1&0\\
-2&-1&-2
\end{array}\...
...grightarrow \left(\begin{array}{ccc}
1&1&1\\
0&1&0\\
0&1&0
\end{array}\right)$  
  $\displaystyle \longrightarrow$ $\displaystyle \left(\begin{array}{ccc}
1&1&1\\
0&1&0\\
0&0&0
\end{array}\righ...
...grightarrow \left(\begin{array}{ccc}
1&0&1\\
0&1&0\\
0&0&0
\end{array}\right)$  

より $c_{3} = \alpha$とおくと,

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}\\
c_{3}
\end{arr...
...array}\right) = \alpha \left(\begin{array}{c}
-1\\
0\\
1
\end{array}\right). $

これより解 ${\bf X}_{1} = \left(\begin{array}{c}
-1\\
0\\
1
\end{array}\right)e^{0t} = \left(\begin{array}{c}
-1\\
0\\
1
\end{array}\right)$を得る.

固有値 $\lambda = -1$に対する固有ベクトル${\bf C}$を求める.

$\displaystyle A + I = \left(\begin{array}{ccc}
2&1&1\\
0&0&0\\
-2&-1&-1
\end{...
...gin{array}{ccc}
1&\frac{1}{2}&\frac{1}{2}\\
0&0&0\\
0&0&0
\end{array}\right) $

より自由度2なので, $c_{2} = \beta, c_{3} = \gamma$とおくと,

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}\\
c_{3}
\end{arr...
...ht) + \gamma \left(\begin{array}{c}
-\frac{1}{2}\\
0\\
1
\end{array}\right). $

よって解 ${\bf X}_{2} = \left(\begin{array}{c}
-\frac{1}{2}\\
1\\
0
\end{array}\right)e...
...X}_{3} = \left(\begin{array}{c}
-\frac{1}{2}\\
0\\
1
\end{array}\right)e^{-t}$を得る.これより基本行列$\Phi$

$\displaystyle \Phi(t) = \left(\begin{array}{ccc}
-1& - \frac{e^{-t}}{2}&- \frac{e^{-t}}{2}\\
0&e^{-t}&0\\
1&0&e^{-t}
\end{array}\right) $

で与えられる.

次に $\Phi {\bf U}^{\prime} = {\bf F}$より特殊解${\bf U}$を求める.

$\displaystyle \left(\begin{array}{ccc}
-1& - \frac{e^{-t}}{2}&- \frac{e^{-t}}{2...
...nd{array}\right) = \left(\begin{array}{c}
1\\
0\\
2e^{-t}
\end{array}\right) $

をCramerの公式を用いて解くと

$\displaystyle u_{1}^{\prime} = \frac{\left\vert\begin{array}{ccc}
1& - \frac{e^...
...t\vert} = \frac{e^{-2t} + e^{-3t}}{-e^{-2t} + \frac{e^{-2t}}{2}} = -2 -2e^{-t} $

よって

$\displaystyle u_{1} = \int (-2 -2e^{-t}) dt = -2t + 2e^{-t} \ ($特殊解を求めるので積分定数をつけない$\displaystyle )$

$\displaystyle u_{2}^{\prime} = \frac{\left\vert\begin{array}{ccc}
-1& 1&- \frac...
...-t}&0\\
1&0&e^{-t}
\end{array}\right\vert} = \frac{0}{-\frac{e^{-2t}}{2}} = 0 $

よって

$\displaystyle u_{2} = \int 0 dt = 0 \ ($特殊解を求めるので積分定数をつけない$\displaystyle )$

$\displaystyle u_{3}^{\prime} = \frac{\left\vert\begin{array}{ccc}
-1& - \frac{e...
...{array}\right\vert} = \frac{-2e^{-t}-1}{-\frac{e^{-2t}}{2}} = 4e^{t} + 2e^{2t} $

よって

$\displaystyle u_{3} = \int (4e^{t} + 2e^{2t}) dt = 4e^{t} + e^{2t} \ ($特殊解を求めるので積分定数をつけない$\displaystyle )$

したがって一般解は
$\displaystyle {\bf X}$ $\displaystyle =$ $\displaystyle \Phi{\bf C} + \Phi {\bf U}$  
  $\displaystyle =$ $\displaystyle \left(\begin{array}{ccc}
-1& - \frac{e^{-t}}{2}&- \frac{e^{-t}}{2...
...\left(\begin{array}{c}
-2t + 2e^{-t}\\
0\\
4e^{t} + e^{2t}
\end{array}\right)$  

で与えられる. \framebox{終}

(d)


$\displaystyle \det(A - \lambda I)$ $\displaystyle =$ $\displaystyle \left\vert\begin{array}{rrrr}
-\lambda&1&0&0\\
0&-\lambda&1&0\\ ...
...&-\lambda&1\\
1&0&0&-\lambda
\end{array}\right\vert = -\lambda(-\lambda^3) - 1$  
  $\displaystyle =$ $\displaystyle \lambda^4 - 1 = (\lambda^2 + 1)(\lambda + 1)(\lambda - 1) = 0$  

より固有値 $\lambda = -1,1,\pm i$を得る.

固有値 $\lambda = -1$に対する固有ベクトル${\bf C}$をGaussの消去法を用いて求める.

$\displaystyle A + I$ $\displaystyle =$ $\displaystyle \left(\begin{array}{rrrr}
1&1&0&0\\
0&1&1&0\\
0&0&1&1\\
1&0&0&...
...begin{array}{rrrr}
1&1&0&0\\
0&1&1&0\\
0&0&1&1\\
0&-1&0&1
\end{array}\right)$  
  $\displaystyle \longrightarrow$ $\displaystyle \left(\begin{array}{rrrr}
1&1&0&0\\
0&1&1&0\\
0&0&1&1\\
0&0&1&...
...\begin{array}{rrrr}
1&1&0&0\\
0&1&1&0\\
0&0&1&1\\
0&0&0&0
\end{array}\right)$  
  $\displaystyle \longrightarrow$ $\displaystyle \left(\begin{array}{rrrr}
1&1&0&0\\
0&1&0&-1\\
0&0&1&1\\
0&0&0...
...begin{array}{rrrr}
1&0&0&1\\
0&1&0&-1\\
0&0&1&1\\
0&0&0&0
\end{array}\right)$  

より $c_{4} = \alpha$とおくと,

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}\\
c_{3}\\
c_{4}...
...\right) = \alpha \left(\begin{array}{c}
- 1\\
1\\
-1\\
1
\end{array}\right) $

よって解 ${\bf X}_{1} = \left(\begin{array}{c}
- 1\\
1\\
-1\\
1
\end{array}\right)e^{-t}$を得る.

固有値 $\lambda = 1$に対する固有ベクトル${\bf C}$を求める.

$\displaystyle A - I$ $\displaystyle =$ $\displaystyle \left(\begin{array}{rrrr}
-1&1&0&0\\
0&-1&1&0\\
0&0&-1&1\\
1&0...
...in{array}{rrrr}
1&-1&0&0\\
0&-1&1&0\\
0&0&-1&1\\
0&1&0&-1
\end{array}\right)$  
  $\displaystyle \longrightarrow$ $\displaystyle \left(\begin{array}{rrrr}
1&-1&0&0\\
0&1&-1&0\\
0&0&1&-1\\
0&0...
...gin{array}{rrrr}
1&-1&0&0\\
0&1&-1&0\\
0&0&1&-1\\
0&0&0&0
\end{array}\right)$  
  $\displaystyle \longrightarrow$ $\displaystyle \left(\begin{array}{rrrr}
1&-1&0&0\\
0&1&0&-1\\
0&0&1&-1\\
0&0...
...gin{array}{rrrr}
1&0&0&-1\\
0&1&0&-1\\
0&0&1&-1\\
0&0&0&0
\end{array}\right)$  

より $c_{4} = \beta$とおくと,

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}\\
c_{3}\\
c_{4}...
...ay}\right) = \beta \left(\begin{array}{c}
1\\
1\\
1\\
1
\end{array}\right). $

よって解 ${\bf X}_{2} = \left(\begin{array}{c}
1\\
1\\
1\\
1
\end{array}\right)e^{t}$を得る.

固有値 $\lambda = i$に対する固有ベクトル${\bf C}$を求める.

$\displaystyle A - i I$ $\displaystyle =$ $\displaystyle \left(\begin{array}{rrrr}
-i&1&0&0\\
0&-i&1&0\\
0&0&-i&1\\
1&0...
...egin{array}{rrrr}
1&i&0&0\\
0&1&i&0\\
0&0&1&i\\
0&-i&0&-i
\end{array}\right)$  
  $\displaystyle \longrightarrow$ $\displaystyle \left(\begin{array}{rrrr}
1&i&0&0\\
0&1&i&0\\
0&0&1&i\\
0&0&-1...
...\begin{array}{rrrr}
1&i&0&0\\
0&1&i&0\\
0&0&1&i\\
0&0&0&0
\end{array}\right)$  
  $\displaystyle \longrightarrow$ $\displaystyle \left(\begin{array}{rrrr}
1&i&0&0\\
0&1&0&1\\
0&0&1&i\\
0&0&0&...
...\begin{array}{rrrr}
1&0&0&i\\
0&1&0&1\\
0&0&1&i\\
0&0&0&0
\end{array}\right)$  

より $c_{4} = \gamma$とおくと,

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}\\
c_{3}\\
c_{4}...
...\right) = \gamma \left(\begin{array}{c}
i\\
-1\\
-i\\
1
\end{array}\right). $

よって

$\displaystyle {\bf X}_{3} = \Re {\bf C}e^{it} = \left(\begin{array}{c}
-\sin{t}...
...\begin{array}{c}
\cos{t}\\
-\sin{t}\\
-\cos{t}\\
\sin{t}
\end{array}\right) $

これより,基本行列$\Phi$

$\displaystyle \Phi(t) = \left(\begin{array}{rrrr}
-e^{-t}&e^{t}&-\sin{t}&\cos{t...
...{-t}&e^{t}&\sin{t}&-\cos{t}\\
e^{-t}&e^{t}&\cos{t}&\sin{t}
\end{array}\right) $

で与えられる.

次に, $\Phi {\bf U}^{\prime} = {\bf F}$より特殊解${\bf U}$を求める.

$\displaystyle \left(\begin{array}{rrrr}
-e^{-t}&e^{t}&-\sin{t}&\cos{t}\\
e^{-t...
...d{array}\right) = \left(\begin{array}{c}
t^2\\
0\\
0\\
0
\end{array}\right) $

をCramerの公式を用いて解くと

$\displaystyle u_{1}^{\prime} = \frac{\left\vert\begin{array}{rrrr}
t^2&e^{t}&-\...
...\\
e^{-t}&e^{t}&\cos{t}&\sin{t}
\end{array}\right\vert} = \frac{2t^2 e^t}{-8} $

よって

$\displaystyle u_{1} = -\frac{1}{4} \int t^2 e^{t} dt = -\frac{1}{4}(t^2 e^{t} - 2t e^{t} + 2e^{t}) $

$\displaystyle u_{2}^{\prime} = \frac{\left\vert\begin{array}{rrrr}
-e^{-t}&t^2&...
...e^{-t}&e^{t}&\cos{t}&\sin{t}
\end{array}\right\vert} = \frac{-2t^2 e^{-t}}{-8} $

よって

$\displaystyle u_{2} = \frac{1}{4} \int t^2 e^{-t} dt = -\frac{1}{4}(t^2 e^{-t} + 2t e^{-t} + 2e^{-t}) $

$\displaystyle u_{3}^{\prime} = \frac{\left\vert\begin{array}{rrrr}
-e^{-t}&e^{t...
...e^{-t}&e^{t}&\cos{t}&\sin{t}
\end{array}\right\vert} = \frac{4t^2 \sin{t}}{-8} $

よって

$\displaystyle u_{3} = -\frac{1}{2} \int t^2 \sin{t} dt = \frac{1}{2}(t^2 \cos{t} - 2t \sin{t} - 2\cos{t}) $

$\displaystyle u_{4}^{\prime} = \frac{\left\vert\begin{array}{rrrr}
-e^{-t}&e^{t...
...^{-t}&e^{t}&\cos{t}&\sin{t}
\end{array}\right\vert} = \frac{-4t^2 \cos{t}}{-8} $

よって

$\displaystyle u_{4} = \frac{1}{2} \int t^2 \cos{t} dt = \frac{1}{2}(t^2 \sin{t} - 2t \cos{t} + 2\sin{t}) $

これより一般解は
$\displaystyle {\bf X}$ $\displaystyle =$ $\displaystyle \Phi{\bf C} + \Phi {\bf U}$  
  $\displaystyle =$ $\displaystyle \left(\begin{array}{rrrr}
-e^{-t}&e^{t}&-\sin{t}&\cos{t}\\
e^{-t...
...ight)\left(\begin{array}{c}
c_{1}\\
c_{2}\\
c_{3}\\
c_{4}
\end{array}\right)$  
  $\displaystyle +$ $\displaystyle \left(\begin{array}{rrrr}
-e^{-t}&e^{t}&-\sin{t}&\cos{t}\\
e^{-t...
...\cos{t})\\
\frac{1}{2}(t^2 \sin{t} - 2t \cos{t} + 2\sin{t})
\end{array}\right)$  

で与えられる. \framebox{終}

2.

$y_{1}^{\prime} = y_{2}$とおくと, $y_{2}^{\prime} = y^{\prime\prime} = -4y^{\prime} - 3y + t$.よって

$\displaystyle \left\{\begin{array}{l}
y_{1}^{\prime} = y_{2}\\
y_{2}^{\prime} = -4y_{2} - 3y_{1} + t
\end{array}\right. $

ここで ${\bf Y} = \left(\begin{array}{c}
y_{1}\\
y_{2}
\end{array}\right)$とおくと,

$\displaystyle {\bf Y}^{\prime} = \left(\begin{array}{cc}
0&1\\
-3&-4
\end{array}\right){\bf Y} + \left(\begin{array}{c}
0\\
t
\end{array}\right). $

と書き直せる.

$\displaystyle \det(A - \lambda I) = \left\vert\begin{array}{cc}
-\lambda & 1\\
-3 & -4 - \lambda
\end{array}\right\vert = \lambda^2 + 4\lambda + 3 = 0 $

より固有値 $\lambda = -3,-1$を得る.

固有値 $\lambda = -3$に対する固有ベクトル${\bf C}$をGaussの消去法を用いて求める.

$\displaystyle A + 3I = \left(\begin{array}{cc}
3&1\\
-3&-1
\end{array}\right) ...
...rightarrow \left(\begin{array}{cc}
1 & \frac{1}{3}\\
0 & 0
\end{array}\right) $

より $c_{2} = 3\alpha$とおくと,

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}
\end{array}\right...
...\end{array}\right) = \alpha \left(\begin{array}{c}
-1\\
3
\end{array}\right). $

よって解 ${\bf Y}_{1} = \left(\begin{array}{c}
-1\\
3
\end{array}\right)e^{-3t}$を得る.

固有値 $\lambda = -1$に対する固有ベクトル${\bf C}$をGaussの消去法を用いて求める.

$\displaystyle A + I = \left(\begin{array}{cc}
1&1\\
-3&-3
\end{array}\right) \longrightarrow \left(\begin{array}{cc}
1 & 1\\
0 & 0
\end{array}\right) $

より $c_{2} = 3\beta$とおくと,

$\displaystyle {\bf C} = \left(\begin{array}{c}
c_{1}\\
c_{2}
\end{array}\right...
...\end{array}\right) = \alpha \left(\begin{array}{c}
-1\\
1
\end{array}\right). $

よって解 ${\bf Y}_{2} = \left(\begin{array}{c}
-1\\
1
\end{array}\right)e^{-t}$を得る.これより基本行列$\Phi$

$\displaystyle \Phi(t) = \left(\begin{array}{cc}
-e^{-3t} & -e^{-t}\\
3e^{-3t} & e^{-t}
\end{array}\right) $

で与えられる.

次に, $\Phi {\bf U}^{\prime} = {\bf F}$より特殊解${\bf U}$を求める.

$\displaystyle \left(\begin{array}{cc}
-e^{-3t} & -e^{-t}\\
3e^{-3t} & e^{-t}
\...
...{\prime}
\end{array}\right) = \left(\begin{array}{c}
0\\
t
\end{array}\right) $

よりCramerの公式を用いると

$\displaystyle u_{1}^{\prime} = \frac{\left\vert\begin{array}{cc}
0&-e^{-t}\\
t...
...^{-t}
\end{array}\right\vert} = \frac{te^{-t}}{2e^{-4t}} = \frac{1}{2}te^{3t}. $

これより

$\displaystyle u_{1} = \frac{1}{2}\int te^{3t} dt = \frac{1}{2}(\frac{te^{3t}}{3} - \frac{e^{3t}}{9}). $

また

$\displaystyle u_{2}^{\prime} = \frac{\left\vert\begin{array}{cc}
-e^{-3t} & 0\\...
...-t}
\end{array}\right\vert} = \frac{-te^{-3t}}{2e^{-4t}} = -\frac{1}{2}te^{t}. $

これより

$\displaystyle u_{2} = -\frac{1}{2}\int te^{t} dt = -\frac{1}{2}(te^{t} - e^{t}). $

よって一般解は
$\displaystyle {\bf Y}$ $\displaystyle =$ $\displaystyle \Phi{\bf C} + \Phi {\bf U}$  
  $\displaystyle =$ $\displaystyle \left(\begin{array}{cc}
-e^{-3t} & -e^{-t}\\
3e^{-3t} & e^{-t}
\...
...{3t}}{3} - \frac{e^{3t}}{9})\\
-\frac{1}{2}(te^{t} - e^{t})
\end{array}\right)$  

で与えられる. \framebox{終}

3.

(a)

$\displaystyle \left\{\begin{array}{ll}
(D-2)x_{1} + (D-4)x_{2} & = e^{t}\\
Dx_{1} + (D-1)x_{2} & = e^{4t}
\end{array}\right.$ (A.10)

より

$\displaystyle \left\vert\begin{array}{cc}
D-2 & D-4\\
D & D-1
\end{array}\righ...
...\left\vert\begin{array}{cc}
e^{t} & D-4\\
e^{4t} & D-1
\end{array}\right\vert $

を得る.これを展開すると
$\displaystyle (D^2 - 3D + 2 - D^2 + 4D)x_{1}$ $\displaystyle =$ $\displaystyle (D-1)e^{t} - (D-4)e^{4t}$  
  $\displaystyle =$ $\displaystyle e^{t} - e^{t} - 4e^{4t} + 4e^{4t} = 0$  

つまり

$\displaystyle (D+2)x_{1} = 0 $

よって $x_{1} = c_{1}e^{-2t}$.同様にして$x_{2}$を求めることができるが,一般に $x_{2}$を求めるには,A.10の式から$Dx_{2}$を消去してそこに$x_{1}$を代入する方が簡単である.実際にやってみるとA.10の最初の式から次の式を引くと, $-2x_{1}-3x_{2} = e^{t} - e^{4t}$を得る.よって

$\displaystyle x_{2} = -\frac{1}{3}(2x_{1} + e^{4t} - e^{t}) = -\frac{1}{3}(2c_{1}e^{-2t} + e^{4t} - e^{t}). $

これより,一般解は

$\displaystyle \left\{\begin{array}{l}
x_{1} = c_{1}e^{-2t}\\
x_{2} = -\frac{1}{3}(2c_{1}e^{-2t} + e^{4t} - e^{t})
\end{array}\right. $

で与えられる. \framebox{終}

(b)

$\displaystyle \left\{\begin{array}{ll}
(D^2 - 1)x_{1} + (D + 1)x_{2} & = 1\\
(D-1)x_{1} + (D^2 + 1)x_{2} & = 0
\end{array}\right.$ (A.11)

より

$\displaystyle \left\vert\begin{array}{cc}
D^2 - 1 & D + 1\\
D-1 & D^2 + 1
\end...
...x_{1} = \left\vert\begin{array}{cc}
1 & D+1\\
0&D^2 +1
\end{array}\right\vert $

を得る.これを展開すると

$\displaystyle (D^4 - 1 - D^2 + 1)x_{1} = (D^2 + 1)1 - (D+1)0 = 1$

つまり

$\displaystyle D^2(D^2 - 1)x_{1} = 1. $

特性方程式は $m^2(m^2 - 1) = 0$より, $m = -1,0,0,1$. よって余関数は

$\displaystyle x_{1c} = c_{1}e^{-t} + c_{2} + c_{3}t + c_{4}e^{t}. $

で与えられる. 次に特殊解$x_{1p}$を未定係数法で求める. $D1 = 0$より

$\displaystyle D^3(D^2 - 1)x_{1} = D1 = 0.$

よって

$\displaystyle x_{1p} = At^2 + Bt + C $

と置くことができる. $D^2(D^2-1)x_{1p} = 1$より,$-2A = 1$.よって $A = -\frac{1}{2}$.これより,

$\displaystyle x_{1p} = -\frac{1}{2}t^2 $

よって

$\displaystyle x_{1} = x_{1c} + x_{1p} = c_{1}e^{-t} + c_{2} + c_{3}t + c_{4}e^{t} - \frac{1}{2}t^2. $

次に$x_{2}$を求める.A.11の式からまず. $x_{2}^{\prime\prime}$を消去すると

$\displaystyle (D^3 - 2D + 1)x_{1} + Dx_{2} - x_{2} = 0 $

を得る.これからA.11の最初の式を引くと,

$\displaystyle (D^3 - D^2 - 2D + 2)x_{1} -2x_{2} = 0 $

を得る.これより
$\displaystyle x_{2}$ $\displaystyle =$ $\displaystyle \frac{1}{2}(D^3 - D^2 - 2D + 2)x_{1}$  
  $\displaystyle =$ $\displaystyle \frac{1}{2}(D^2 - 2)(D - 1)x_{1}$  
  $\displaystyle =$ $\displaystyle \frac{1}{2}(D^2 - 2)(-2c_{1}e^{-t} -c_{2} + c_{3} - c_{3}t - t + \frac{1}{2}t^2)$  
  $\displaystyle =$ $\displaystyle \frac{1}{2}(-2c_{1}e^{-t} + 1 -2(-2c_{1}e^{-t} -c_{2} + c_{3} - c_{3}t - t + \frac{1}{2}t^2))$  
  $\displaystyle =$ $\displaystyle \frac{1}{2}(2c_{1}e^{-t} + 2c_{2} - 2c_{3} + 2c_{3}t + 2t - t^2).$  

よって一般解は

$\displaystyle \left\{\begin{array}{l}
x_{1} = c_{1}e^{-t} + c_{2} + c_{3}t + c_...
...= c_{1}e^{-t} + c_{2} - c_{3} + c_{3}t + t - \frac{1}{2}t^2
\end{array}\right. $

で与えられる. \framebox{終}

(c)

$\displaystyle \left\{\begin{array}{ll}
(2D + 1)x_{1} + (D + 5)x_{2} & = 1\\
(D + 2)x_{1} + (D + 2)x_{2} & = 0
\end{array}\right.$ (A.12)

より

$\displaystyle \left\vert\begin{array}{cc}
2D + 1 & D + 5\\
D + 2 & D + 2
\end{...
...x_{1} = \left\vert\begin{array}{cc}
4t & D+5\\
2&D + 2
\end{array}\right\vert $

を得る.これを展開すると
$\displaystyle (2D^2 + 5D + 2 - D^2 - 7D - 10)x_{1}$ $\displaystyle =$ $\displaystyle (D+2)4t - (D+5)2$  
  $\displaystyle =$ $\displaystyle 4+ 8t -10$  
  $\displaystyle =$ $\displaystyle 8t - 6$  

つまり

$\displaystyle (D^2 - 2D - 8 )x_{1} = 8t - 6. $

特性方程式は $m^2 - 2m - 8 = 0$より,$m = -2, 4$. よって余関数は

$\displaystyle x_{1c} = c_{1}e^{-2t} + c_{2}e^{4t}. $

で与えられる. 次に特殊解$x_{1p}$を未定係数法で求める. $D^2(8t-6) = 0$より

$\displaystyle D^2(D + 2)(D - 4)x_{1} = D^2(8t-6) = 0.$

よって

$\displaystyle x_{1p} = At + B $

と置くことができる. $(D^2 -2D - 8)x_{1p} = 8t-6$より, $A = -1, B = 1$.これより,

$\displaystyle x_{1p} = -t + 1 $

よって

$\displaystyle x_{1} = x_{1c} + x_{1p} = c_{1}e^{-2t} + c_{2}e^{4t} - t + 1. $

次に$x_{2}$を求める.A.12の式からまず. $x_{2}^{\prime}$を消去すると

$\displaystyle (D - 1)x_{1} + 3x_{2} = 4t - 2 $

を得る.これより
$\displaystyle x_{2}$ $\displaystyle =$ $\displaystyle \frac{1}{3}(4t - 2 -(D - 1)x_{1})$  
  $\displaystyle =$ $\displaystyle \frac{1}{3}(4t -2 - Dx_{1} + x_{1})$  
  $\displaystyle =$ $\displaystyle \frac{1}{3}(4t - 2 + 2c_{1}e^{-2t} - 4c_{2}e^{4t} + 1)$  
  $\displaystyle =$ $\displaystyle \frac{1}{3}(3c_{1}e^{-2t} - 3c_{2}e^{4t} + 3t)$  
  $\displaystyle =$ $\displaystyle c_{1}e^{-2t} - c_{2}e^{4t} + t .$  

よって一般解は

$\displaystyle \left\{\begin{array}{l}
x_{1} = c_{1}e^{-2t} + c_{2}e^{4t} - t + 1\\
x_{2} = c_{1}e^{-2t} - c_{2}e^{4t} + t
\end{array}\right. $

で与えられる. \framebox{終}

(d)

$\displaystyle \left\{\begin{array}{ll}
D^{2}x_{1} - Dx_{2} & = t +1\\
(D - 3)x_{1} + (D + 1)x_{2} & = 2t - 1
\end{array}\right.$ (A.13)

より

$\displaystyle \left\vert\begin{array}{cc}
D^2 & -D\\
D - 3 & D + 1
\end{array}...
... = \left\vert\begin{array}{cc}
t+1 & -D\\
2t - 1&D + 1
\end{array}\right\vert $

を得る.これを展開すると
$\displaystyle (D^3 + D^2 + D^2 - 3D)x_{1}$ $\displaystyle =$ $\displaystyle (D+1)(t+1) + D(2t-1)$  
  $\displaystyle =$ $\displaystyle 1 + t+1 + 2$  
  $\displaystyle =$ $\displaystyle t + 4$  

つまり

$\displaystyle D(D-1)(D+3)x_{1} = t + 4. $

特性方程式は $m(m-1)(m+3) = 0$より, $m = 0,-3,1$. よって余関数は

$\displaystyle x_{1c} = c_{1} + c_{2}e^{-3t} + c_{3}e^{t}. $

で与えられる. 次に特殊解$x_{1p}$を未定係数法で求める. $D^2(t + 4) = 0$より $D^3(D-1)(D+3)x_{1} = D^2(t + 4) = 0$.このうち, $m = -3,0,1$は余関数に用いられているので,

$\displaystyle x_{1p} = At^2 + Bt $

と置くことができる. $D(D-1)(D+3)x_{1p} = t + 4$より, $-6A = 1, 3B = -\frac{14}{3}$.これより,

$\displaystyle x_{1p} = -\frac{t^2}{6} - \frac{14t}{9} $

よって

$\displaystyle x_{1} = x_{1c} + x_{1p} = c_{1} + c_{2}e^{-3t} + c_{3}e^{t} -\frac{t^2}{6} - \frac{14t}{9} . $

次に$x_{2}$を求める.A.13の式からまず. $x_{2}^{\prime}$を消去すると

$\displaystyle (D^2 + D - 3)x_{1} + x_{2} = 3t $

を得る.これより
$\displaystyle x_{2}$ $\displaystyle =$ $\displaystyle 3t - (D^2 + D - 3)x_{1}$  
  $\displaystyle =$ $\displaystyle 3t - (9c_{2}e^{-3t} + c_{3}e^{t} - \frac{1}{3}$  
  $\displaystyle +$ $\displaystyle -3c_{2}e^{-3t} + c_{3}e^{t} - \frac{t}{3} - \frac{14}{3}$  
  $\displaystyle -$ $\displaystyle 3(c_{1} + c_{2}e^{-3t} + c_{3}e^{t} - -\frac{t^2}{6} - \frac{14t}{9}))$  
  $\displaystyle =$ $\displaystyle 3c_{1} - 3c_{2}e^{-3t} + c_{3}e^{t} - \frac{t^2}{2} - \frac{4t}{3} + \frac{17}{9} .$  

よって一般解は

$\displaystyle \left\{\begin{array}{l}
x_{1} = c_{1} + c_{2}e^{-3t} + c_{3}e^{t}...
... + c_{3}e^{t} - \frac{t^2}{2} - \frac{4t}{3} + \frac{17}{9}
\end{array}\right. $

で与えられる. \framebox{終}