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HC VIN CNG NGH BU CHNH VIN THNG
===== =====
SCH HNG DN HC TP
TON CHUYN NGNH

(Dng cho sinh vin ngnh T-VT h o to i hc t xa)
Lu hnh ni b
H NI - 2006
HC VIN CNG NGH BU CHNH VIN THNG
SCH HNG DN HC TP
TON CHUYN NGNH

Bin son :
Ts. L B LONG
LI NI U
Tip theo chng trnh ton hc i cng bao gm gii tch 1, 2 v ton i s. Sinh vin
chuyn ngnh in t-vin thng cn cn trang b thm cng c ton xc sut thng k v ton k
thut.
p ng nhu cu hc tp ca sinh vin chuyn ngnh in t vin thng ca Hc vin,
chng ti bin son tp bi ging Ton k thut t nm 2000 theo cng chi tit mn hc
ca Hc vin. Qua qu trnh ging dy chng ti thy rng cn hiu chnh v b sung thm
cung cp cho sinh vin nhng cng c ton hc tt hn. Trong ln ti bn ln th hai tp bi ging
c nng ln thnh gio trnh, ni dung bm st hn na nhng c th ca chuyn ngnh vin
thng. Chng hn trong ni dung ca php bin i Fourier chng ti s dng min tn s f thay
cho min . Da vo tnh duy nht ca khai trin Laurent chng ti gii thiu php bin i Z
biu din cc tn hiu ri rc bng cc hm gii tch. Tuy nhin do c th ca phng thc
o to t xa nn chng ti bin son li cho ph hp vi loi hnh o to ny.
Tp gio trnh bao gm 7 chng. Mi chng cha ng cc ni dung thit yu v c
coi l cc cng c ton hc c lc, hiu qu cho sinh vin, cho k s i su vo lnh vc vin
thng. Ni dung gio trnh p ng y nhng yu cu ca cng chi tit mn hc c
Hc vin duyt. Trong tng chng chng ti c gng trnh by mt cch tng quan i n cc
khi nim v cc kt qu. Ch chng minh cc nh l i hi nhng cng c va phi khng qu
su xa hoc chng minh cc nh l m trong qu trnh chng minh gip ngi c hiu su hn
bn cht ca nh l v gip ngi c d dng hn khi vn dng nh l. Cc nh l kh chng
minh s c ch dn n cc ti liu tham kho khc. Sau mi kt qu u c v d minh ho.
Cui cng tng phn thng c nhng nhn xt bnh lun v vic m rng kt qu hoc kh nng
ng dng chng. Tuy nhin chng ti khng i qu su vo cc v d minh ho mang tnh chuyn
su v vin thng v s hn ch ca chng ti v lnh vc ny v cng v vt ra khi mc ch
ca cun ti liu.
Th t ca tng V d, nh l, nh ngha, c nh s theo tng loi v chng. Chng
hn V d 3.2, nh ngha 3.1 l v d th hai v nh ngha u tin ca chng 3 Nu cn
tham kho n v d, nh l, nh ngha hay cng thc no th chng ti ch r s th t ca v
d, nh l, nh ngha tng ng. Cc cng thc c nh s th t theo tng chng.
H thng cu hi n tp v bi tp ca tng chng c hai loi. Loi trc nghim ng sai
nhm kim tra trc tip mc hiu bi ca hc vin cn loi bi tp tng hp gip hc vin vn
dng kin thc mt cch su sc hn.
V nhn thc ca chng ti v chuyn ngnh in t Vin thng cn hn ch nn khng trnh
khi nhiu thiu st trong vic bin son ti liu ny, cng nh cha a ra ht cc cng c ton hc
cn thit cn trang b cho cc cn b nghin cu v chuyn ngnh in t vin thng. Chng ti rt
mong s ng gp ca cc nh chuyn mn chng ti hon thin tt hn tp ti liu ny.
Tc gi xin by t li cm n ti PGS.TS. L Trng Vinh, TS T Vn Ban, c bn tho
v cho nhng kin phn bin qu gi v c bit ti KS Nguyn Ch Thnh ngi gip ti
bin tp hon chnh cun ti liu.
Chng 1: Hm bin s phc

Cui cng, tc gi xin by t s cm n i vi Ban Gim c Hc vin Cng ngh Bu
Chnh Vin Thng, Trung tm o to Bu Chnh Vin Thng 1 v bn b ng nghip
khuyn khch, ng vin, to nhiu iu kin thun li chng ti hon thnh tp ti liu ny.
H Ni 5/2006
Tc gi
CHNG I: HM BIN S PHC

PHN GII THIU
Gii tch phc l mt b phn ca ton hc hin i c nhiu ng dng trong k thut.
Nhiu hin tng vt l v t nhin i hi phi s dng s phc mi m t c. Trong chng
ny chng ta tm hiu nhng vn c bn ca gii tch phc: Ln cn, gii hn, hm phc lin
tc, gii tch, tch phn phc, chui s phc, chui ly tha, chui Laurent nghin cu cc
vn ny chng ta thng lin h vi nhng kt qu ta t c i vi hm bin thc. Mi
hm bin phc w = f ( z ) = f ( x + iy ) = u ( x, y ) + iv( x, y ) tng ng vi hai hm thc hai bin
u ( x, y ) , v( x, y ) . Hm phc f ( z ) lin tc khi v ch khi u ( x, y ) , v( x, y ) lin tc. f ( z ) kh vi

khi v ch khi u ( x, y ) , v( x, y ) c o hm ring cp 1 tha mn iu kin Cauchy-Riemann. Tch
phn phc tng ng vi hai tch phn ng loi 2 Mi chui s phc tng ng vi hai
chui s thc c s hng tng qut l phn thc v phn o ca s hng tng qut ca chui s
phc cho. S hi t hay phn k c xc nh bi s hi t hay phn k ca hai chui s thc
ny.
T nhng tnh cht c th ca hm bin phc chng ta c cc cng thc tch phn
Cauchy. l cng thc lin h gia gi tr ca hm phc ti mt im vi tch phn dc theo
ng cong kn bao quanh im ny. Trn c s cng thc tch phn Cauchy ta c th chng
minh c cc kt qu: Mi hm phc gii tch th c o hm mi cp, c th khai trin hm
phc gii tch thnh chui Taylor, hm gii tch trong hnh vnh khn c khai trin thnh chui
Laurent.
Bng cch tnh thng d ca hm s ti im bt thng c lp ta c th p dng tnh cc
tch phn phc v tch phn thc, tnh cc h s trong khai trin Laurent v php bin i Z
ngc.
Da vo tnh duy nht ca khai trin Laurent ta c th xy dng php bin i Z.Php bin
i Z cho php biu din dy tn hiu s ri rc bng hm gii tch.
hc tt chng ny hc vin cn xem li cc kt qu ca gii tch thc.
NI DUNG
1.1. S PHC
1.1.1. Dng tng qut ca s phc
S phc c dng tng qut z = x + iy , trong x, y l cc s thc; i 2 = 1 .
x l phn thc ca z , k hiu Re z . y l phn o ca z , k hiu Im z .

Khi y = 0 th z = x l s thc; khi x = 0 th z = iy gi l s thun o.
S phc x iy , k hiu z , c gi l s phc lin hp vi s phc z = x + iy .

Hai s phc z1 = x1 + iy1 v z2 = x2 + iy2 bng nhau khi v ch khi phn thc v phn o
ca chng bng nhau.
z1 = x1 + iy1 , z2 = x2 + iy2 ;
x = x2
z1 = z2 1
y1 = y2
(1.1)
Tp hp tt c cc s phc k hiu .
1.1.2. Cc php ton
Cho hai s phc z1 = x1 + iy1 v z2 = x2 + iy2 , ta nh ngha:
a) Php cng: S phc z = ( x1 + x2 ) + i ( y1 + y2 ) c gi l tng ca hai s phc z1 v
z2 , k hiu z = z1 + z2 .
b) Php tr: Ta gi s phc z = x iy l s phc i ca z = x + iy .
S phc z = z1 + ( z2 ) = ( x1 x2 ) + i ( y1 y2 ) c gi l hiu ca hai s phc z1 v z2 ,
k hiu z = z1 z2 .
c) Php nhn: Tch ca hai s phc z1 v z2 l s phc c k hiu v nh ngha bi
biu thc:
z = z1 z2 = ( x1 + iy1 )( x2 + iy2 ) = ( x1 x2 y1 y2 ) + i ( x1 y2 + y1 x2 ) .
d) Php chia: Nghch o ca s phc z = x + iy 0 l s phc k hiu
(1.2)
1
hay z 1 , tha
z
mn iu kin zz 1 = 1 . Vy nu z 1 = x '+ iy ' th
xx ' yy ' = 1
x
y
.
, y'= 2
x' = 2
2
x +y
x + y2
yx '+ xy ' = 0
(1.3)
x x + y1 y2
y1x2 x1 y2
S phc z = z1z21 = 1 2
c gi l thng ca hai s phc z1 v
+
i
x22 + y22
x22 + y22
z
z2 , k hiu z = 1 ( z2 0 ).
z2
V d 1.1: Cho z = x + iy , tnh z 2 , z z .
2
Gii: z 2 = ( x + iy ) = x 2 y 2 + i ( 2 xy ) , z z = x 2 + y 2 .
V d 1.2: Tm cc s thc x, y l nghim ca phng trnh
5 ( x + y )(1 + i ) ( x + 2i )( 3 + i ) = 3 11i .
Gii: Khai trin v ng nht phn thc, phn o hai v ta c
2 x + 5 y + 2 = 3
7
x = 3, y = .
5
4 x + 5 y 6 = 11
6
z + iw = 1
V d 1.3: Gii h phng trnh
.
2 z + w = 1 + i
Gii: Nhn i vo phng trnh th nht v cng vo phng trnh th hai ta c
( 2 + i ) z = 1 + 2i
z=
1 + 2i (1 + 2i )( 2 i ) 4 + 3i
,
=
=
2+i
5
5
3+i
1 + 3i
.
w = i ( z 1) = i
=
5
5
V d 1.4: Gii phng trnh z 2 + 2 z + 5 = 0 .
Gii: z 2 + 2 z + 5 = ( z + 1) + 4 = ( z + 1) ( 2i ) = ( z + 1 2i )( z + 1 + 2i ) .
2
Vy phng trnh c hai nghim z1 = 1 + 2i , z2 = 1 2i .

1.1.3. Biu din hnh hc ca s phc, mt phng phc
Xt mt phng vi h ta trc chun
Oxy , c vc t n v trn hai trc tng ng l
JG
JG
i v j . Mi im M trong mt phng ny hon
ton c xc nh bi ta ( x; y ) ca n tha
JJJJG
JG
JG
mn OM = x i + y j .
JJG
j
S phc z = x + iy cng hon ton c

xc nh bi phn thc x v phn o y ca n.
V vy ngi ta ng nht mi im c ta
( x; y ) vi s phc z = x + iy , lc mt phng
JJG
i
ny c gi l mt phng phc.
1.1.4. Dng lng gic ca s phc

Trong mt phng vi h ta trc chun
JJG
Oxy , nu ta chn Ox lm trc cc th im

M ( x; y ) c ta cc
JJG JJJJG
r = OM , = Ox, OM
( r; )
xc nh bi
JJG
j
x = r cos
tha mn
y = r sin
r
JJG
i
Ta k hiu v gi
z = r = OM = x 2 + y 2
(1.4)
Argz = + k 2 , k
(1.5)
l m un v argument ca s phc z = x + iy .

Gc ca s phc z = x + iy 0 c xc nh theo cng thc sau
tg = y/x
cos = x/ x 2 + y 2
(1.6)
Gi tr ca Argz nm gia v c gi l argument chnh, k hiu arg z . Vy
< arg z .
T cng thc (1.4) ta c
z = x + iy = r ( cos + i sin )
(1.7)
gi l dng lng gic ca s phc.

S dng khai trin Maclaurin c th chng minh c cng thc Euler
ei = cos + i sin
ei + e i
cos =
,
2
Do
ei e i
sin =
.
2i
(1.8)
(1.9)
T (1.7)-(1.8) ta c th vit s phc di dng m
z = z ei
(1.10)
Cc tnh cht ca s phc
z
z1 + z2 = z1 + z2 ; z1z2 = z1 z2 ; 1 =
z2
Re z =
z+z
zz
; Im z =
. z
2
2i
z1 = z2
z1 = z2
arg z1 = arg z2
2
zz = z ,
z1
.
z2
(1.11)
z = z.
(1.12)
z1 = z2

Argz1 = Argz2 + k 2
(1.13)
z
z z
1
z
z
=
=
, 1 = 1 2 .
2
z2 z 2
z zz z
2
(1.14)
z
z1
= 1 ,
z2
z2
(1.15)
z1z2 = z1 z2 ,
z1 + z2 z1 + z2 .
z
Arg ( z1z2 ) = Argz1 + Argz2 , Arg 1 = Argz1 Argz2
z2
(1.16)
x z
v z x + y
z = x + iy
y z
(1.17)

V d 1.5: a) Tp cc s phc z tha mn z 2 = 3 tng ng vi tp cc im c khong
cch n I (2; 0) bng 3, tp hp ny l ng trn tm I bn knh 3.
b) Tp cc s phc z tha mn z 2 = z + 4 tng ng vi tp cc im cch u
A(2;0) v B(4;0) l ng trung trc ca on AB c phng trnh x = 1 .

1.1.5. Php nng ly tha, cng thc Moivre
Ly tha bc n ca s phc z l s phc z n =
"
z
zz
n ln
T cng thc (1.15)-(1.16) ta c cng thc Moivre:
zn = z
( cos n + i sin n ) ,
Argz = + k 2 .
(1.18)
c bit, khi z = 1 ta c
( cos + i sin ) n = ( cos n + i sin n )
V d 1.6: Tnh 1 + 3i
Gii:
( 1 + 3i )
10
10
(1.18)'
.
10

2
2
= 2 cos
+ i sin
3
3

20
20
= 210 cos
+ i sin
3
3
2
2 10 1
3
i = 29 + i 329 .
= 210 cos
+ i sin
= 2 +
3
3
2 2
1.1.6. Php khai cn
S phc c gi l cn bc n ca z , k hiu = n z , nu n = z .
Nu vit di dng lng gic: z = r (cos + i sin ) , = (cos + i sin ) th
z = n
n = r

n = + k 2 , k
=nr

+ k 2 .
(1.19)
V Argument ca mt s phc xc nh sai khc mt bi s nguyn ca 2 nn vi mi s

phc z 0 c ng n cn bc n . Cc cn bc n ny c cng m un l n r , Argument nhn
k 2
cc gi tr = +
ng vi k = 0, 1, ... , n 1 , v vy nm trn nh ca n-gic u ni tip
n
n
y
trong ng trn tm O bn knh n r .
z1
V d 1.7: Gii phng trnh z + 1 = 0
Gii: Nghim ca phng trnh l cn bc 4
ca 1 = cos + i sin tng ng l:
z0
O
9
z2
z3
z 0 = cos
1+ i
,
+ i sin =
4
4
2
z1 = iz 0 =
1+ i
2
z2 = z0 =
z 3 = iz 0 =
2
2
(S )
1 i
1 i
O
x
1.1.7. Cc khi nim c bn ca gii tch phc
1.1.7.1. Mt cu phc
Trong 1.1.3 ta c mt biu din hnh hc ca tp cc s phc
bng cch ng nht
mi s phc z = x + iy vi im M c ta ( x; y ) trong mt phng vi h ta Oxy . Mt
khc nu ta dng mt cu ( S ) c cc nam tip xc vi mt phng Oxy ti O, khi mi im z
thuc mt phng Oxy s tng ng duy nht vi im l giao im ca tia Pz v mt cu
( S ) , P l im cc bc ca ( S ) .
Vy mi im trn mt phng Oxy c xc nh bi mt im trn mt cu ( S ) ngoi tr
im cc bc P.
Ta gn cho im cc bc ny s phc v cng . Tp hp s phc
cng c gi l tp s phc m rng
thm s phc v
. Nh vy ton b mt cu ( S ) l mt biu din hnh
hc ca tp s phc m rng.
Quy c:
z
= ( z 0) , z = ( z 0) , z + = , z = .
0
1.1.7.2. Ln cn, min

a. Ln cn
Khi nim ln cn ca z 0
trong
c nh ngha hon ton tng t vi ln cn
, l hnh trn c tm ti im ny v bn knh bng .
B ( z 0 ) = z
N ln cn
B N ( ) = z
z z0 <
(1.23)
z > N {}
(1.23)
b. im trong, tp m
Gi s E l mt tp cc im ca mt phng phc hoc mt cu phc. im z 0 c gi
l im trong ca E nu tn ti mt ln cn ca z 0 nm hon ton trong E .
Tp ch gm cc im trong c gi l tp m.
10

c. im bin
im z1 , c th thuc hoc khng thuc E , c gi l im bin ca E nu mi ln cn
ca z1 u c cha cc im thuc E v cc im khng thuc E .
Tp hp cc im bin ca E c gi l bin E , k hiu E .
Hnh trn m z
z z 0 < r v phn b ca hnh trn m z
tp m c bin ln lt l z
} {
z z 0 = r v z
z z 0 > r l cc
z z 0 = r {}.
Hnh trn ng z
z z 0 r khng phi l tp m v cc im bin z z 0 = r
khng phi l im trong.

d. Tp lin thng, min
Tp con D ca mt phng phc hay mt cu phc c gi l tp lin thng nu vi bt k
2 im no ca D cng c th ni chng bng mt ng cong lin tc nm hon ton trong D .
Mt tp m v lin thng c gi l min.
Min D cng bin D ca n c gi l min ng, k hiu D = D D . Min ch c
mt bin c gi l min n lin, trng hp ngc li gi l min a lin.
Ta qui c hng dng trn bin ca min l hng m khi ta i trn bin theo hng
th min D bn tay tri.
Min D c gi l b chn nu tn ti R > 0 sao cho z R , z D .
1.2. HM BIN PHC

1.2.1. nh ngha hm bin phc
hoc
l mt quy
nh ngha 1.1: Mt hm bin phc xc nh trn tp con D ca
lut cho tng ng mi s phc z D vi mt hoc nhiu s phc w , k hiu w = f ( z ), z D .
Nu vi mi z ch cho tng ng duy nht mt gi tr w th f ( z ) c gi l hm n tr.
Trng hp ngc li f c gi l hm a tr.
Hm s w = f ( z ) = z 2 + 3 l mt hm n tr, cn hm s w = f ( z ) =
z l mt hm a
tr.
Tp D trong nh ngha trn c gi l tp xc nh. Ta ch xt tp xc nh D l mt
min, v vy D c gi l min xc nh.
Thng thng ngi ta cho hm phc bng cng thc xc nh nh f ( z ) , khi min xc
nh D l tp cc s phc z m f ( z ) c ngha.
Hm s w = f ( z ) =
z
2
z +1
c min xc nh l D = { z z i } .
Ta c th biu din mt hm phc bi hai hm thc ca hai bin ( x, y ) nh sau:
11
u = u ( x, y )
z = x + iy v w = f ( z ) = u + iv th
v = v ( x, y )
(1.24)
Gi u ( x, y ) l phn thc, v( x, y ) l phn o ca hm f (z ) .
u = x 2 y 2 + 3
Hm s w = z 2 + 3 = ( x + iy ) 2 + 3 = ( x 2 y 2 + 3) + i 2 xy c
.
v = 2 xy
Trng hp min xc nh D
th ta c hm phc bin s thc, ta k hiu w = f (t ) c
bin s l t thay cho z .

Trng hp min xc nh D l tp s t nhin
ta thng k hiu dy s l ( z n )n
th ta c dy s phc z n = f (n ), n ,
hay (z n )
n =1 .
1.2.2. Gii hn
nh ngha 1.2: Dy s (z n )
n =1 hi t v z 0 = x 0 + y 0 , k hiu lim z n = z 0 , nu
n
> 0, N > 0 : n N z n z 0 <
(1.25)
Dy s (z n )
n =1 c gii hn l , k hiu lim z n = , nu
n
> 0, N > 0 : n N z n >
(1.26)
T (1.17) suy ra rng
lim x n = x 0
n

lim y n = y 0
n
lim z n = z 0 = x 0 + iy 0
(1.27)
nh ngha 1.3: Ta ni hm phc w = f ( z ) xc nh trong mt ln cn ca z 0 c gii hn
l L khi z tin n z 0 , k hiu lim f (z ) = L , nu vi mi ln cn B (L ) tn ti ln cn

z z0
B ( z 0 ) sao cho vi mi z B ( z 0 ), z z 0 th f ( z ) B (L ) .
Trng hp z 0 , L
nh ngha trn c vit di dng c th sau:
lim f ( z ) = L > 0, > 0 : z , 0 < z z 0 < f ( z ) L <
(1.28)
z z0
T (1.17), (1.24), tng t (1.27) ta c:
lim f (z ) = L
z z0
lim
( x , y )( x0 , y0 )
lim
( x , y )( x0 , y0 )
trong z 0 = x0 + iy 0 , L = u 0 + iv0 .
12
u ( x, y ) = u 0
v ( x, y ) = v 0
(1.29)

1.2.3. Lin tc
nh ngha 1.4: Hm phc w = f ( z ) xc nh trong min cha im z 0 c gi l lin
tc ti z 0 nu lim f (z ) = f ( z 0 ) . Hm phc w = f ( z ) lin tc ti mi im ca min D c
z z0
gi l lin tc trong D .
T (1.29) suy ra rng mt hm phc lin tc khi v ch khi hai hm thc hai bin (phn
thc, phn o) xc nh bi (1.24) l lin tc. Do ta c th p dng cc tnh cht lin tc ca
hm thc hai bin cho hm phc.
1.2.4. Hm kh vi, iu kin Cauchy-Riemann
nh ngha 1.5: Gi s z = x + iy l mt im thuc min xc nh D ca hm phc n
tr w = f ( z ) . Nu tn ti gii hn
lim
z 0
f ( z + z ) f ( z )
z
(1.33)
th ta ni hm w = f ( z ) kh vi (hay c o hm) ti z , cn gii hn c gi l o hm ti
z , k hiu f ' ( z ) hoc w' ( z ) .
V d 1.8: Cho w = z 2 , tnh w' ( z ) .

Gii: w = ( z + z )2 z 2 = 2 zz + z 2
w
= 2 z + z ,
z
w
= lim (2 z + z ) = 2 z .
z 0 z
z 0
Do w' ( z ) = lim
nh l 1.1: Nu hm phc w = f ( z ) = u ( x, y ) + iv( x, y ) kh vi ti z = x + iy th phn thc
u ( x, y ) v phn o v( x, y ) c cc o hm ring ti ( x, y ) v tha mn iu kin CauchyRiemann
u
(x, y ) = v (x, y )
x
y
u
(x, y ) = v (x, y )
y
x
(1.34)
Ngc li, nu phn thc u ( x, y ) , phn o v( x, y ) kh vi ti ( x, y ) v tha mn iu kin
Cauchy-Riemann th w = f ( z ) kh vi ti z = x + iy v
f ' (z ) =
u
(x, y ) + i v (x, y ) = v (x, y ) i u (x, y ) .
x
x
y
y
2
2
2
V d 1.8: Hm w = z = x y + i 2 xy V d 1.7 c
ti mi im v w' ( z ) = 2 x + i 2 y = 2 z .
13
(1.35)
u
v
= 2x =
x
y
, do hm kh vi
u
v
= 2 y =
y
x
u
v
= 1,
= 1 khng tha mn iu kin Cauchy-Riemann,
x
y
do hm khng kh vi ti bt k im no.
V d 1.9: Hm w = z = x iy c
1.2.5. Hm gii tch

nh ngha 1.6: Hm n tr w = f ( z ) kh vi trong mt ln cn ca z c gi l gii
tch ti z . Nu f ( z ) kh vi ti mi im ca D th ta ni f ( z ) gii tch trong D. f ( z ) gii tch

trong D nu n gii tch trong mt min cha D .
Khi nim kh vi v o hm ca hm phc c nh ngha tng t nh trng hp hm
thc. V vy cc tnh cht v quy tc tnh o hm bit i vi hm thc vn cn ng i vi
hm phc.
( f ( z) g ( z) ) ' =
( f ( z) g ( z) ) ' =
f '( z ) g '( z ) .
f '( z ) g ( z ) + f ( z ) g '( z ) .
(1.38)
'
f ( z ) f '( z ) g ( z ) f ( z ) g '( z )
, g ( z) 0 .
=
g ( z)
( g ( z ) )2
( f (u ( z ) ))' =
f ' (u ).u ' ( z ) .
1.2.6. Cc hm phc s cp c bn
1.2.6.1. Hm ly tha w = z n , n nguyn dng 2.
Hm s xc nh v gii tch vi mi z , o hm w = nz n 1 .
Nu z = r (cos + i sin ) th w = r n (cos n + i sin n) .
Vy nh ca ng trn z = R l ng trn w = R n . nh ca tia Arg z = + k 2 l
tia Arg w = n + k '2 . nh ca hnh qut 0 < arg z <
2
l mt phng w b i trc thc dng.
n
2
n
O
w
14

1.2.6.2. Hm cn w = n z
Hm cn bc n : w = n z l hm ngc ca hm ly tha bc n .
Mi s phc khc 0 u c ng n cn bc n, v vy hm cn l mt hm a tr.
1.2.6.3. Hm m w = e z
M rng cng thc Euler (1.12) ta c nh ngha ca hm m
w = e z = e x + iy = e x (cos y + i sin y )
(1.39)
w = e x , Arg w = y + k 2 .
( ) =e
Hm m gii tch ti mi im v e
e z1 e z 2 = e z1 + z 2 ,
i
e z1
e
z2
= e z1 z 2 ,
z '
(e )
z n
= e nz , e z + ik 2 = e z .
(1.40)
e 0 = 1 , e 2 = i , e i = 1 .
Qua php bin hnh w = e z , nh ca ng thng x = a l ng trn w = e a , nh
ca ng thng y = b l tia Argw = b + k 2 .

nh ca bng 0 < y < 2 l mt phng w b i na trc thc dng.
y
x=a
y=b
ea
1.2.6.4. Hm lgarit
Hm ngc ca hm m c gi l hm lgarit. w = Ln z z = e w
w = Ln z = u + iv z = e w = e u + iv = e u (cos v + i sin v )
Vy
Re w = ln z
w = Lnz
Im w = arg z + k 2
15
(1.41)

iu ny chng t hm lgarit phc l hm a tr. ng vi mi z c v s gi tr ca w ,
nhng gi tr ny c phn thc bng nhau cn phn o hn km nhau bi s nguyn ca 2 . Vi
mi k = k 0 c nh ta c mt nhnh n ta tr ca hm w = Ln z .
w = ln z + i (arg z + k 0 2 )
Nhnh n tr ng vi k = 0 c gi l nhnh n tr chnh v c k hiu ln z .
ln z = ln z + i arg z
trong ln v tri l hm bin phc, cn v phi l hm bin thc.
Mt s tnh cht ca hm lgarit.
Ln ( 1) = ln 1 + i (arg(1) + k 2) = (2k + 1)i ln ( 1) = i
z
Ln ( z1 z 2 ) = Ln ( z1 ) + Ln ( z 2 ) , Ln 1
z2
= Ln ( z1 ) Ln( z 2 ) , Ln z n = nLn z .
Cc nhnh n tr ca hm lgarit gii tch trn na mt phng phc Z b i na trc thc

m ( x < 0) .
1.2.6.5. Cc hm lng gic phc
M rng cng thc (1.12) cho cc i s phc ta c cc hm lng gic phc
cos z =
tg z =
e iz + e iz
e iz e iz
, sin z =
; z
2
2i
(1.42)
sin z
cos z
, z (2k + 1) ; cotg z =
; z k .
cos z
2
sin z
Cc hm lng gic phc cn gi c nhiu tnh cht ca hm lng gic thc.

Hm cos z , sin z tun hon chu k 2 , hm tg z , cotg z tun hon chu k .
Cc hm lng gic phc gii tch trong min xc nh
(sin z )' = cos z , (cos z )' = sin z , (tg z )' =
1
2
cos z
, (cotg z )' =
sin 2 z
cos 2 z + sin 2 z = 1; z
Cc cng thc cng gc, h bc, tng thnh tch, tch thnh tng vn cn ng.
Tuy nhin c nhng tnh cht ca hm lng gic thc khng cn ng i vi hm lng
gic phc. Chng hn hm lng gic thc b chn nhng hm lng gic phc khng b chn (ta
c th chng minh iu ny bng cch p dng nh l Louville):
cos x 1, sin x 1 , x
nhng cos ni =
16
en + en
en en
> 1, sin ni =
> 1.
2
2i

1.2.6.6. Cc hm lng gic hyperbolic phc
ch z =
sh z
ch z
e z + ez
e z ez
, coth z =
, sh z =
, th z =
2
2
ch z
sh z
(1.43)
Cc hm lng gic hyperbolic phc gii tch trong min xc nh
(sh z )' = ch z , (ch z )' = sh z , (th z )' =
1
2
ch z
, (coth z )' =
sh 2 z
ch z + sh z = e z , ch z sh z = e z , sin iz = ish z , cos iz = ch z .

ch 2 z sh 2 z = 1, sh 2 z = 2ch z sh z , ch 2 z = ch 2 z + sh 2 z .
1.3. PHP BIN HNH BO GIC

Nhiu vn trong khoa hc v thc tin (v d bi ton n mn, bi ton thit k cnh my
bay) a n bi ton: Tm php bin hnh bo gic bin min D thnh min no m ta
bit hoc d dng kho st hn. Trong mc ny ta a ra vi nguyn l v phng php tm php
bin hnh trong nhng trng hp n gin.
1.3.1. nh ngha php bin hnh bo gic
nh ngha 1.7: Php bin hnh w = f ( z ) c gi l bo gic ti z nu tho mn hai
iu kin sau:
i. Bo ton gc gia hai ng cong bt k qua im z ( k c ln v hng).
ii. C h s co dn khng i ti z , ngha l mi ng cong i qua im ny u c h
s co dn nh nhau qua php bin hnh.
Php bin hnh w = f ( z ) c gi l bo gic trong min D nu n bo gic ti mi im
ca min ny.
nh l sau y cho iu kin ca php bin hnh bo gic.
nh l 1.2: Nu hm w = f ( z ) kh vi ti z v f ' ( z ) 0 th php bin hnh thc hin bi
hm w = f ( z ) bo gic ti im z , ng thi arg f ' (z ) l gc quay v f ' ( z ) l h s co gin ti
im z ca php bin hnh .
T nh l ny ta suy ra rng nu w = f ( z ) gii tch trong D v f ' ( z ) 0 , z D th n l
mt php bin hnh bo gic trong D.
1.3.2. Php bin hnh tuyn tnh w = az + b , a 0
v w' ( z ) = a 0 , z .
Php bin hnh ny bo gic trong ton min
Nu a = a e i th w = a e i z + b . iu ny chng t php bin hnh tuyn tnh l hp ca

ba php bin hnh sau:
Php v t tm O t s k = a ,
Php quay tm O, gc quay ,
17

Php tnh tin theo vc t b .
Vy php bin hnh tuyn tnh l mt php bin hnh ng dng (hp ca mt php v t,
php quay, php tnh tin). N bin mt hnh bt k thnh mt hnh ng dng vi n. c bit
bin mt ng trn thnh mt ng trn, bin mt ng thng thnh mt ng thng, mt a
gic thnh mt a gic ng dng.
V d 1.10: Tm php bin hnh bo gic bin tam gic vung cn c cc nh A( 7 + 2i ) ,
B( 3 + 2i ) , C ( 5 + 4i ) thnh tam gic vung cn c cc nh A1 (2i ) , B1 (0 ) , C1 (1 + i ) .
Gii: Hai tam gic vung cn bt k u ng dng vi nhau nn tn ti mt php ng

dng w = az + b , a 0 bin ABC thnh A1 B1C1 . Php bin hnh ny bin A thnh A1 ,
bin B thnh B1 , do a, b tha mn h phng trnh
a=
2i = a( 7 + 2i ) + b
i
3
2

w = z 1 i .
2
2
0 = a( 3 + 2i ) + b
b = 1 3 i
i
2
Thay z = 5 + 4i ta c w = (5 + 4i ) 1
y
C
3
i = 1+ i .
2
v
4i
2i
2i
A1
B1
1
z
1
c th m rng ln mt phng phc m rng
z
ca z = 0 l v nh ca z = l w = 0 .
Php bin hnh w =
o hm w' ( z ) =
1
z2
1.3.3. Php nghch o w =
C1
bng cch cho nh
0 , z 0 , nn php bin hnh bo gic ti mi im z 0 , .
Hai im A, B nm trn mt tia xut pht t tm I ca ng trn

l lin hp hay i xng qua
(C ) nu IA.IB = R 2 .
18
(C ) bn knh R c gi

V Arg
Ngoi ra z .
1
1
= Arg z = Arg z nn z v w =
cng nm trn mt tia xut pht t O.
z
z
1
z
= 1 , do z v w =
1
i xng nhau qua ng trn n v.
z
1
l hp ca php i xng qua ng trn n v v
z
php i xng qua trc thc. Php bin hnh ny bin:
Vy php bin hnh nghch o w =
Mt ng trn i qua O thnh mt ng thng.

Mt ng trn khng i qua O thnh mt ng trn.
Mt ng thng i qua O thnh mt ng thng qua O.
Mt ng thng khng i qua O thnh mt ng trn i qua O.
Nu ta xem ng thng l mt ng trn (c bn knh v hn) th php bin hnh w =
1
z
bin mt ng trn thnh mt ng trn.

nh ca ng trn z = R l ng trn w =
1
, nh ca hnh trn z < R l phn ngoi
R
1
. nh ca M trn tia OB l N trn tia OB', B' l i xng ca B qua trc
R
thc v OM.ON = 1 .
ca hnh trn w >
y
M
O
B
O
u
B'
N
3.4. Php bin hnh phn tuyn tnh w =
W
az + b
; c 0 , ad bc 0
cz + d
az + b
ln mt phng phc m rng
cz + d
d
a
cch cho nh ca z = l v nh ca z = l w = .
c
c
Ta c th m rng hm phn tuyn tnh w =
19
bng

o hm w' ( z ) =
ad bc
(cz + d )
d
0 , z , nn php bin hnh bo gic ti mi im
c
d
, .
c
w=
1
az + b acz + bc a(cz + d ) + bc ad a bc ad
=
=
= +
.
cz + d c(cz + d )
c(cz + d )
c
c
cz + d
Do php bin hnh phn tuyn tnh l hp ca 3 php bin hnh:
z 6 cz + d ,
Php bin hnh tuyn tnh:
Php nghch o:
cz + d 6
Php bin hnh tuyn tnh:
1
1
bc ad
a
6
+ .
cz + d
c
cz + d c
1
,
cz + d
V cc php bin hnh tuyn tnh v nghch o bin mt ng trn thnh mt ng trn
v bo ton tnh i xng ca 2 im i xng qua ng trn, nn php bin hnh phn tuyn
tnh cng c tnh cht .
Php bin hnh w =
az + b
, c 0 c th vit li
cz + d
a
b
z+
c = a1 z + b1 hoc w = k z + b2
w= c
d
z + d2
z + d1
z+
c
(1.44)
v vy ch ph thuc 3 tham s. Do mt hm phn tuyn tnh hon ton c xc nh

khi bit nh w1 , w2 , w3 ca 3 im khc nhau bt k z1 , z 2 , z 3 . xc nh 3 tham s
a1 , b1 , d1 ta gii h phng trnh sau y.
w1 =
a z +b
a1 z1 + b1
a z +b
, w2 = 1 2 1 , w3 = 1 3 1
z1 + d1
z 2 + d1
z 3 + d1
(1.45)
Hoc hm phi tm c th xc nh bi phng trnh
w w1 w2 w1 z z1 z 2 z1
w w3 w2 w3 z z 3 z 2 z 3
(1.46)
c bit nu w( z 0 ) = 0 v w(z1 ) = , theo (1.44) ta c
w=k
z z0
z z1
20
(1.47)

1.3.5. Cc nguyn l tng qut ca php bin hnh bo gic
a. S tn ti ca php bin hnh
nh l 1.3 (nh l Riemann): Nu D v l hai min n lin (khng phi l mt phng
phc m rng hay mt phng phc m rng b i mt im) th tn ti php bin hnh w = f ( z )
gii tch, bo gic n tr hai chiu bin D thnh .
Hn na nu cho trc z 0 D, w0 v 0
w0 = f (z 0 ) , Arg f ' ( z 0 ) = 0 .
th ch c duy nht w = f ( z ) tho mn
nh l Riemann ch cho ta bit s tn ti ca php bin hnh ch khng cho ta cch tm c

th php bin hnh ny. Trong thc hnh, tm php bin hnh bin min D thnh min ngi
ta tm php bin hnh bin D, v hnh trn n v z < 1 hay na mt phng trn. (Cc php
bin hnh ny c th tm trong cc s tay ton hc).
Nu = f ( z ) bin hnh n tr hai chiu bin D ln hnh trn < 1 ,
Nu = g (w) bin hnh n tr hai chiu bin ln hnh trn < 1 ,
th w = g 1 D f ( z ) bin D thnh .
b. S tng ng bin
nh l 1.4: Cho hai min n lin D v c bin l D, . Gi s D, l ng
trn tng khc, b chn. Nu w = f ( z ) gii tch trong D v lin tc trong D , bin hnh 1-1
D ln sao cho khi z chy trn D theo chiu dng, tng ng w chy trn cng theo
chiu dng, th hm w = f ( z ) bin hnh bo gic n tr hai chiu t D ln .
c. S bo ton min
nh l 1.5: Nu hm w = f ( z ) gii tch, khc hng s trn min D th nh = f (D ) cng
l mt min.
Mt vi ch khi tm php bin hnh bo gic trong cc trng hp thng gp sau:
1. i vi hai min ng dng ta dng php bin hnh tuyn tnh w = az + b , a 0 .
2. Bin mt cung trn thnh mt cung trn hay ng thng ta dng hm phn tuyn tnh
az + b
; c 0 , ad bc 0 .
w=
cz + d
3. Bin mt gc thnh na mt phng, ta xt w = z n .
4. Bin mt bng song song vi trc thc ln na mt phng ta dng w = e z .
V d 1.11: Tm php bin hnh bo gic w = f ( z ) bin na mt phng trn Im z > 0
thnh hnh trn w < 1 sao cho w( z 0 ) = 0 , vi Im z 0 > 0 .
21

Gii: V z 0 i xng vi z 0 qua Ox , i xng vi 0 qua w = 1 , do theo nguyn
l tng ng bin ta ch cn tm hm phn tuyn tnh bin trc thc Im z = 0 ln w = 1 v bo
ton chiu.
Hai min cho khng ng dng nn c 0 . Mt khc w( z 0 ) = 0 v tnh cht bo ton
( )
tnh i xng nn w z 0 = , do theo (1.47) ta c th xt hm phn tuyn tnh dng
w=k
z z0
z z0
th w( x ) = 1 k
. Khi z = x
k = e i . Vy w = e i
z z0
z z0
x z0
x z0
=k
x z0
x z0
= 1 k = 1.
V d 1.12: Tm php bin hnh bo gic w = f ( z ) bin hnh trn z < 1 thnh hnh trn
w < 1 sao cho w( z 0 ) = 0 , vi 0 < z 0 < 1 .

Gii: V z 0 i xng vi
1
1
qua z = 1 , do nh ca z 0 l 0 th nh ca
l v
z0
z0
0, i xng nhau qua w = 1 . Tng t v d 1.11 v cng thc (1.47) ta c th xt hm phn

tuyn tnh dng w = k
z z0
z z0
= z0 k
.
1
1
z
z
0
z
z0
1
.
z
V nh ca z = 1 l w = 1 v z = 1 z =
1 = w = z0 k
z z0
z0 z 1
= z0k
z z0
z0
z
Vy w = e i
z z0
z0 z 1
= z0 k
z z0 z
z0 z
= z 0 k z 0 k = e i .
V d 1.13: Tm php bin hnh bo gic w = f ( z ) bin hnh qut 0 < arg z <
thnh
3
hnh trn w < 1 sao cho w e i / 6 = 0 v w(0 ) = i .
Gii: Php bin hnh = z 3 bin hnh qut 0 < arg z <
3
thnh na mt phng trn
Im > 0 v e i / 6 = e i / 2 = i , (0 ) = 0 . Theo V d 1.11, php bin hnh w = e i
Im > 0 thnh w < 1 tha mn w(i ) = 0 , w( i ) = .
22
i
bin
+i

Nu ta thm iu kin w(0 ) = i th i = e i
Vy php bin hnh cn tm l w = i
0i
e i = i .
0+i
z3 i
z3 + i
z <1
V d 1.14: Tm php bin hnh bo gic w = f ( z ) bin min D :

i 1 thnh bng
z >
2 2
1 < Re w < 1 .
az + b
bin i, 0, i ln lt thnh , i, i , do
z i
Gii: Php bin hnh phn tuyn tnh =

bin min D thnh bng 1 < Im < 1 .
Php quay w = i bin bng 1 < Im < 1 thnh bng 1 < Re w < 1 .
Vy php bin hnh cn tm l w = i
3iz + 1 3z + i
=
.
z i
z i
3iz + 1
z i
w = i
i
i
1.4. TCH PHN PHC, CNG THC TCH PHN CAUCHY

Trong mc ny ta nghin cu cc tnh cht v cc biu din ca hm phc gii tch, v vy
ta ch xt cc hm n tr.
1.4.1. nh ngha v cc tnh cht ca tch phn phc
Khi nim tch phn phc dc theo mt ng cong c nh ngha tng t tch phn
ng loi 2.
Gi s w = f ( z ) = u ( x, y ) + iv(x, y ) xc nh n tr trong min D. L l ng cong (c th
ng kn) nm trong D c im mt u l A mt cui l B.
Chia L thnh n on bi cc im A z 0 , z1 , z 2 , ... , z n B nm trn L theo th t tng
dn ca cc ch s.
23
z k 1
A z0
B zn
zk
Chn trn mi cung con z k 1 , z k ca ng cong L mt im bt k k = k + i k .

t zk = xk + iyk , zk = zk zk 1 , xk = xk xk 1 , yk = yk yk 1 ; k = 1, 2, ..., n.
n
S n = f ( k )z k
(1.48)
k =1
c gi l tng tch phn ca hm f ( z ) trn L ng vi phn hoch v cch chn cc im i

din trn. Tng ny ni chung ph thuc vo hm f ( z ) , ng L, cch chia L bi cc im z k v
cch chn cc im k .
Nu khi max z k 0 tng S n tin ti gii hn I
khng ph thuc cch chia ng
1k n
L v chn cc im k th I c gi l tch phn ca hm f ( z ) dc theo ng cong L t A n

B, k hiu
f ( z ) dz .
Vy
p
AB
I=
f ( z ) dz =
p
AB
lim
f ( k ) zk
max zk 0 k =1
1 k n
(1.49)
Tng tch phn (1.48) c th phn tch thnh tng ca 2 tng tch phn ng loi 2.
n
k =1
f ( k ) zk = u ( k , k ) + iv ( k ,k ) ( xk + iyk )
k =1
= u ( k ,k ) xk v ( k ,k ) yk + i v ( k ,k ) xk + u ( k ,k ) yk
k =1
(1.50)
k =1
Tng t (1.27), p dng (1.17) ta c
max xk 0
1k n
max zk 0
1 k n
max yk 0
1k n
V vy tch phn phc (1.49) tn ti khi v ch khi hai tch phn ng loi 2 c tng tch
phn (1.50) tn ti v c ng thc
24
f ( z ) dz = udx vdy + i
p
AB
p
AB
vdx + udy
(1.51)
p
AB
AB trn tng khc th tn

Nu hm w = f ( z ) = u ( x, y ) + iv(x, y ) lin tc trn D v cung p
ti hai tch phn ng loi 2 v phi ca (1.51) do tn ti tch phn phc tng ng.
ng thc (1.51) suy ra rng tch phn phc c cc tnh cht nh cc tnh cht ca tch phn
ng loi 2.
( f ( z ) + g ( z ) ) dz = f ( z ) dz + g ( z ) dz .
p
AB
p
AB
kf ( z ) dz = k
p
AB
f ( z ) dz ; k const .
p
AB
f ( z ) dz = f ( z ) dz .
p
AB
p
AB
p
BA
f (z )dz f (z ) ds ,
v phi ca bt ng thc l tch phn ng loi 1 trn cung L c vi phn cung l
ds = dz = dx 2 + dy 2 . c bit, nu f ( z ) M , z L v l l di ca ng cong L th
f ( z ) dz Ml .
(1.52)
Khi A trng vi B th L l ng cong kn (ta ch xt cc ng cong kn khng t ct, gi

l ng Jordan). Tch phn trn ng cong kn L c quy c ly theo chiu dng, k hiu l
v f ( z ) dz .
L
V d 1.15: Tnh tch phn I =
z 2 dz ; A = 1 + i , B = 2 + 4i
p
AB
1.
Dc theo parabol y = x 2 , 1 x 2 .
2.
Dc theo ng thng ni A v B.
y
4i
Gii:
25
I=
2
2
2
( x + iy ) ( dx + idy ) = ( x y ) dx 2 xydy + i
z 2 dz =
p
AB
p
AB
1.
p
AB
2 xydx + x 2 y 2 dy
p
AB
Nu ly tch phn dc theo y = x 2 th dy = 2 xdx

2
[(
I = x x
1
) 4 x ]dx + i [2 x 3 + (x 2 x 4 )2 x]dx = 386 6i .

2
Nu ly tch phn dc theo ng thng ni t A n B th y = 3 x 2 , dy = 3dx
2.
2
86
2
2
I = x 2 ( 3 x 2 ) 2 x ( 3 x 2 ) 3 dx + i 2 x ( 3 x 2 ) + 3 x 2 ( 3 x 2 ) dx =
6i.
3
1
1
Qua v d trn ta nhn thy gi tr ca tch phn khng ph thuc vo ng ly tch phn t A
n B. Cc nh l sau cho iu kin cn v tch phn phc khng ph thuc vo ng ly
tch phn ni hai u mt ca ng.
1.4.2. nh l tch phn Cauchy
nh l 1.6: iu kin cn v tch phn ca hm f ( z ) trong min D khng ph thuc
vo ng ly tch phn l tch phn ca f ( z ) dc theo mi ng cong kn bt k (khng t ct

nhau) trong D phi bng 0.
nh l 1.7: Nu hm phc w = f ( z ) gii tch trong min n lin D th tch phn ca
f ( z ) dc theo mi ng cong kn L bt k trong D u bng 0.
Chng minh: p dng nh l Green a tch phn ng loi 2 v tch phn kp v

cng thc (1.51) ta c
v f ( z ) dz = v udx vdy + i v vdx + udy = x y dxdy + i x y dxdy

L
trong l hnh phng gii hn bi ng cong kn L nm trong D.

V w = f ( z ) gii tch trong min n lin D nn cc hm di du tch phn trong hai tch
phn kp trn u bng 0 do tha mn iu kin Cauchy-Riemann. Vy
v f ( z ) dz = 0 .
L
H qu 1: Nu w = f ( z ) gii tch trong min kn, n lin D th. v

f ( z ) dz = 0 .
D
Chng minh: Tn ti min n lin G D v f ( z ) gii tch trong G. p dng nh l 1.9
cho hm f ( z ) trong G v tch phn ly trn ng cong kn D G .
H qu 2: Gi s hm f ( z ) gii tch trong min kn a lin D c bin ngoi l 0 v bin

trong l 1 , ..., n th
f ( z ) dz =
v f ( z ) dz
k =1 k
26
(1.53)

Chng minh:
1
n
Ct D theo cc lt ct ni 0 vi 1 , ... , n th ta c mt min n lin. Tch phn trn

bin ca min ny bng 0 v ch rng lc tch phn trn ng ni 0 vi 1 , ... , n c
ly hai ln ngc chiu nhau v vy tch phn trn bin bng
f ( z ) dz
v f ( z ) dz = 0 .
k =1 k
C th chng minh c rng h qu 1 v h qu 2 cn ng khi f ( z ) gii tch trong D v

lin tc trong D .
V d 1.16: Tnh tch phn I n = v
dz
L ( z a)
; n
trong L l ng cong kn bt k
khng i qua a .
Gii:
Gi D l min c
gii hn bi L.
Cr
Nu a D th f ( z ) =
( z a )n
Nu a D . Gi C r = z
gii tch trong D nn I n = 0 .
z a = r l ng trn tm a bn knh r . Chn r
b C r D . Xt D' l min nh lin c c bng cch ly min D b i hnh trn tm a bn

1
knh r . D' c bin ngoi l L, bin trong l C r . f ( z ) =
gii tch trong D' . Theo h qu
( z a )n
2 ta c:
I n = v
L
dz
( z a)
= v
Cr
dz
( z a)
Phng trnh tham s ca C r : z = a + re it ; 0 t 2 . Do
27
In =
rie it
r n e int
0
khi n = 1
idt
2i
0
=
dt =
2
0
1
i (1 n )t
e
dt
khi
n
1
n+1
r
0
n =1
khi n 1.
khi
(1.54)
1.4.3. Tch phn bt nh, nguyn hm

Hm F ( z ) c gi l mt nguyn hm ca hm phc f ( z ) nu F ' ( z ) = f ( z ) .
Tng t nh hm thc, ta c th chng minh c rng nu F ( z ) l mt nguyn hm ca
f ( z ) th F ( z ) + C cng l mt nguyn hm ca f ( z ) v mi nguyn hm ca f ( z ) u c dng

nh th.
Tp hp cc nguyn hm ca f ( z ) c gi l tch phn bt nh ca f ( z ) , k hiu
f (z )dz .
nh l 1.8: Gi s hm f ( z ) gii tch trong min n lin D, z 0 D . Khi
F ( z) =
f ( z ) dz = f ( z ) dz
zp
0z
z0
l mt nguyn hm ca f ( z ) . Trong v phi ca ng thc trn l tch phn phc c ly

theo ng cong bt k nm trong D ni z 0 n z .
nh l 1.9: (Cng thc Newton - Lepnitz)
Nu hm f ( z ) gii tch trong min n lin D th tn ti mt nguyn hm F (z ) . Khi ,
vi mi z 0 , z1 D ta c:
z1
f ( z ) dz = F ( z )
z0
V d 1.17:
z
z
e dz = e + C ,
2 + 4i
2
z dz =
1+i
z3
3
n
z dz =
2 + 4i
1+i
z1
z0
= F ( z1 ) F ( z0 )
z n+1
+C,
n +1
(1.55)
sin zdz = cos z + C ;
86
6i .
3
1.4.4. Cng thc tch phn Cauchy

nh l 1.10: Gi s f ( z ) gii tch trong min D (c th a lin) c bin l D . Khi ,
vi mi a D ta c:
f (a) =
f ( z)
1
dz
v
2 i D z a
tch phn c ly theo chiu dng ca D .
28
(1.56)

Chng minh: Vi mi > 0 chn r b ng trn tm a bn knh r : C r D v
f ( z ) f (a ) < (iu ny c c v f ( z ) lin tc ti a). Gi Dr' l min c c bng cch b
i hnh trn C r = z
za < r
t min D. Bin ca Dr' gm bin D ca D v C r . Hm
f (z )
gii tch trong min Dr' , p dng h qu 2 ca nh l 1.6 ta c
za
f ( z)
f ( z)
1
1
dz =
dz
v
2 i D z a
2 i Cr z a
Mt khc, t v d 1.16 ta c
f ( z)
f ( z)
f (a)
1
1
1
dz
f
a
dz
dz
(
)
2 i vD z a
2 i Cvr z a
2 i Cvr z a
=
f ( z) f (a)
1
1
2r = .
dz <
v
2 i Cr
2 r
za
f ( z)
f ( z)
1
1
dz f ( a ) = 0 f ( a ) =
dz .
v
2 i D z a
2 i D z a
V > 0 b tu cho trc nn
1.4.5. o hm cp cao ca hm gii tch

nh l 1.11: Hm f ( z ) gii tch trong D th c o hm mi cp trong D v vi mi
a D ta c:
f (n) ( a ) =
f ( z)
n!
dz
v
2 i C ( z a )n +1
(1.57)
T (1.56)-(1.57) ta c cng thc tch phn Cauchy:
f ( z)
f ( z)
v z a dz = 2 if ( a ) , v ( z a )
n +1
dz =
2 i ( n )
f (a)
n!
(1.58)
trong C l ng cong kn bt k bao quanh a nm trong D.

Nhn xt:
1. nh l trn suy ra rng o hm ca mt hm gii tch l mt hm gii tch.
2. Kt hp nh l 1.7 v nh l 1.10, ta suy ra rng: iu kin cn v hm n tr
f ( z ) c nguyn hm trong min D l gii tch trong D.
V d 1.18: Tnh tch phn I = v
cos z
dz , trong C l ng trn: z 1 = 3 .
( z + 1) z 2
Gii: Bng phng php ng nht h s, ta c th phn tch

thc hu t ti gin
1 1
1
.
= +
+
z z2 z +1
(z + 1)z 2
29
(z + 1)z 2
thnh tng cc phn

Do I = v
cos z
cos z
cos z
cos z
dz = v
dz + v 2 dz + v
dz .
2
z
z
z +1
( z + 1) z
C
C
C
Cc im z = 0 v z = 1 u nm trong hnh trn gii hn bi C. p dng cng thc

(1.56)' v (1.57)' ta c:
I = 2 i cos z
z =0
+ 2 i ( cos z ) '
z =0
+2 i cos z
z =1
= 2 i ( 1 + cos1) .
1.4.6. Bt ng thc Cauchy v nh l Louville

T cng thc (1.58) suy ra rng, nu ng trn C R : z a = R nm trong D v
f (z ) M vi mi z C R th
f (n) ( a ) =
n!
2
f ( z)
v ( z a )
n +1
dz
CR
n ! M 2 R
2 R n +1
hay
f ( n) (a )
n! M
Rn
; n = 0 , 1, ...
(1.59)
Bt ng thc (1.58) c gi l bt ng thc Cauchy.

nh l 1.12 (nh l Louville): Nu f ( z ) gii tch trong ton mt phng v b chn th n
l mt hm hng.
Chng minh: Theo gi thit, tn ti M > 0 sao cho f ( z ) M vi mi z
bt ng thc Cauchy (1.58) vi n = 1 , ta c f ' ( a )
vi mi a
. p dng
M
vi mi R > 0 suy ra f ' ( a ) = 0
R
p dng cng thc Newton - Lepnit, ta c
f (z ) f (z0 ) =
'
f (z )dz = 0
f ( z ) = f ( z 0 ) , z
z0
1.5. L THUYT CHUI PHC

1.5.1. Chui s phc
Cho dy s phc
{ }
un
n=0,
ta nh ngha mt cch hnh thc
un
l mt chui cc s
n=0
phc m s hng th n l u n .
Tng S n = u 0 + u1 + " + u n c gi l tng ring th n ca chui trn.
30

Nu dy cc tng ring {S n }
n = 0 c gii hn hu hn l S
t v S c gi l tng ca chui, k hiu S =
th ta ni chui
un
hi
n =0
un .
n =0
Trong trng hp ngc li, dy {S n }

n =0 khng c gii hn hoc c gii hn bng th
ta ni chui phn k.
un
Tng t (1.27), mi chui phc
hi t khi v ch khi hai chui s thc tng ng
n =0
an ,
n =0
bn hi tu v
n =0
un =
n =0
n=0
n =0
an + i bn ; trong un = an + ibn .
Vi nhn xt ny, ta c th p dng cc kt qu bit i vi chui s thc cho cc chui

s phc. Chng hn:
iu kin cn chui
un
n =0
hi t l lim u n = 0 .
n
Nu chui cc mun
un hi t th chui
n=0
un
un
cng hi t. Khi ta ni chui
n =0
hi t tuyt i. Nu chui
n =0
un
hi t nhng chui cc mun
u
n=0
n =0
khng hi t th
ta ni chui bn hi t.
1.5.2. Chui lu tha
Chui c dng
cn (z a )n , vi cn , z , a
(1.60)
n=0
c gi l chui lu tha tm a . Khi cho z mt gi tr c th ta c mt chui s phc, chui

s phc ny hi t hoc phn k. Min hi t ca chui (1.60) l tp hp cc gi tr z m chui
ny hi t.
R rng rng mi chui lu tha tm a bt k c th a v chui lu tha tm 0 bng cch
t = z a :
cn n , vi cn ,
(1.61)
n =0
V vy n gin, trong cc trng hp sau ta ch xt s hi t ca chui ly tha tm 0.
31
Mt v d c bit ca chui lu tha l chui cp s nhn
z n , c tng ring l tng ca
n=0
cc s hng ca cp s nhn S n = 1 + z + z 2 + " + z n =
1 z n +1
vi z 1 , do
1 z
1
khi z < 1
z
=
z
n=0
phn k khi z 1
nh l 1.13 (nh l Abel):

1. Nu chui (1.61) hi t ti z 0 th hi t tuyt i trong hnh trn
{ z < z0 } .
2. T suy ra rng nu chui (1.61) phn k ti z1 th phn k ti mi im z : z > z1 .
Chng minh: Chui
cn z0n
n=0
cn z 0n
hi t suy ra lim cn z 0n = 0 , v vy tn ti M > 0 sao cho

n
M , n = 0, 1, 2 , ... Do cn z
Chui
n=0
zn
z 0n
c n z 0n
hi t khi z < z 0 .
zn
z 0n
zn
z 0n
Suy ra chui
cn z n
hi t tuyt i khi
n =0
z < z 0 . Phn 2. ca nh l l h qu ca phn 1.

nh ngha 1.8: S R ( 0 R ) tha mn mt trong nhng iu kin sau c gi l
bn knh hi t ca chui (1.61):
Nu chui (1.61) hi t ti mi z th ta t R = .
Nu chui (1.61) ch hi t ti z = 0 th ta t R = 0 .
Chui (1.61) hi t khi z < R , phn k khi z > R .

nh l 1.14: Nu = lim
hoc
= lim
cn +1
cn
(tiu chun D'Alembert)
cn (tiu chun Cauchy) th
R=
0 nu =
1
nu 0 < <
nu = 0
l bn knh hi t ca chui (1.61).
32
(1.62)

Nhn xt: nh l trn cho ta cch xc nh bn knh hi t ca chui (1.61). tm min
hi t ca chui ny ta ch cn xt thm s hi t ca chui trn ng trn z = R .
nh l 1.15: a) Nu chui (1.61) c bn knh hi t R th tng ca chui f ( z ) =
cn z n
n=0
l mt hm gii tch trong hnh trn hi t z < R , o hm f ' ( z ) =
ncn z n1 .
n =1
b) F ( z ) =
n +n 1 z n+1
l mt nguyn hm ca f ( x) .
n =0
c)
ncn z n1 ,
n =1
n +n 1 z n+1 cng c bn knh hi t l R.
n =0
1.5.3. Chui Taylor

nh ngha 1.9: Chui ly tha c dng
f ( n) (a )
n! ( z a) n
n =0
(1.63)
c gi l chui Taylor ca hm f ( z ) ti a .
nh l 1.16: 1) Chui lu tha bt k l chui Taylor ca hm tng ca n trong hnh trn
hi t.
2) Ngc li, mi hm f ( z ) gii tch ti a th c th c khai trin thnh chui Taylor trong
ln cn z a < R . C th chn R l s thc dng ln nht sao cho f ( z ) gii tch trong ln cn
za < R.
Nhn xt: Nu hm f ( z ) gii tch ti a th hm c th khai trin duy nht thnh chui lu
tha tm a , chnh l chui Taylor ca f ( z ) ti a . V vy, nu c th bng mt phng php

khc, ta c khai trin f ( z ) =
cn (z a )n th
n =0
cn =
f ( z)
1
f ( n) (a)
cn =
dz
v
n!
2 i C ( z a )n +1
Chui Taylor ti im a = 0 c gi l chui Mac Laurin.

1.5.4. Khai trin thnh chui Mac Laurin ca cc hm s s cp c bn
a.
Hm f ( z ) = e
Vi mi n , f ( n ) ( z ) = e z f ( n ) (0 ) = 1 . Vy
33
(1.64)
ez = 1+
n
z z2
zn
z
+
+"+
+ "=
1! 2!
n!
n = 0 n!
Hm gii tch ti mi im nn bn knh hi t ca chui l R = .

b.
Hm f ( z ) = sin z
n
iz n
( )
eiz eiz 1 ( iz )
sin z =
=
2i
2i n=0 n ! n=0 n !
2 n +1
1 (iz )n
n
n z
1
1
)
=
(
1
)
.
2i n = 0 n!
(2n + 1)!
n=0

c.
Hm f ( z ) = cos z
2n
(2n + 1) z 2 n+1
n z
= (1)
.
cos z = (sin z ) = (1)
(2n + 1)!
(2n)!
n =0
n =0
'

d.
Hm f ( z ) =
1
z +1
1
1
=
= (1) n z n .
z + 1 1 ( z ) n = 0
Bn knh hi t ca chui l R = 1 v hm s khng gii tch ti 1 .

e.
Nhnh chnh ca hm lgarit v hm ly tha
V hm ln(1 + z ) l mt nguyn hm ca
z n +1
1
nn ln(1 + z ) = (1) n
.
n
+
1
z +1
n=0
Bn knh hi t ca chui l R = 1 .
Hm ly tha m :
(1 + z )m = 1 + mz + m(m 1) z 2 + " + m(m 1)...(m n + 1) z n + "

2!
n!
Bn knh hi t ca chui l R = 1 .
c bit:
1
1+ z
= (1 + z )
1 3
1
(1) n (2n)! n
2
2 z 2 + "=
= 1 z +
z .
2n
2
2
2!
n = 0 2 ( n!)
1.5.5. Khng im ca mt hm gii tch, nh l v tnh duy nht

nh ngha 1.10: im a c gi l khng im ca hm gii tch f ( z ) nu f (a ) = 0 .
34

Khai trin Taylor ca f ( z ) ti khng im a c dng
f (z ) = cn (z a )n + cn +1 (z a )n +1 + " =
S t nhin n b nht sao cho cn =
ck (z a )k =
k =n
k =n
f ( k ) (a )
(z a )k .
k!
f ( n) (a )
0 th c gi l cp ca khng im a .
n!
Nu n l cp ca khng im a th
f (z ) = (z a )n ( z ) , vi (a ) = c n 0 .
(1.65)
( z ) l tng ca mt chui lu tha c cng bn knh hi t vi chui Taylor ca f ( z ) ti a nn

gii tch trong ln cn ca a .
nh l 1.17: Gi s f ( z ) gii tch ti a v khng ng nht bng 0 trong bt k ln cn
no ca a . Khi , nu a l khng im ca f ( z ) th tn ti mt ln cn ca a sao cho trong

ln cn ny khng c mt khng im no khc.
Chng minh: V a l khng im ca f ( z ) nn c th biu din di dng (1.65) trong
hm gii tch ( z ) tha mn (a ) 0 . V vy tn ti mt ln cn ca a trong ln cn ny
( z ) 0 , do f ( z ) cng khc 0.
H qu: Nu f ( z ) gii tch ti a v tn ti dy khng im {an }

n = 0 c gii hn l a khi
n , th f ( z ) ng nht bng 0 trong mt ln cn ca a .
nh l 1.18 (nh l v tnh duy nht): Nu f ( z ) , g ( z ) l hai hm gii tch trong min D
v trng nhau trn mt dy hi t v a trong D th f ( z ) = g ( z ), z D .

1.5.6. Chui Laurent v im bt thng
C th xy ra trng hp hm f ( z ) khng gii tch ti a nhng gii tch trong mt ln cn

ca a b i im a : 0 < z a < R hoc gii tch trong hnh vnh khn r < z a < R . Trong
trng hp ny hm f ( z ) khng th khai trin thnh chui lu tha (chui Taylor) ti a . Tuy
nhin, c th khai trin c di dng chui Laurent ti a nh sau.
1.5.6.1. Chui Laurent
nh ngha 1.11: Gi s hm f ( z ) gii tch trong hnh vnh khn K = z r < z a < R ;
0 r < R . Khi chui
cn (z a )n , vi c
n =
f ( z)
1
C ( z a )n+1 dz
2 i v
(1.66)
c gi l chui Laurent ca hm ti a, trong C l ng cong kn bt k nm trong K

bao quanh a .
35

Tng
f1 ( z ) =
cn (z a )n c gi l phn u v f 2 (z ) =
n=0
(z an )n
c gi l
n =1
phn chnh ca chui Laurent (1.66).

nh l 1.19 (nh l tn ti v duy nht ca chui Laurent):
1. Mi hm f ( z ) gii tch trong hnh vnh khn K: r < z a < R u c th khai trin thnh
chui Laurent (1.66).
2. Ngc li, chui bt k c dng
cn (z a )n
hi t trong hnh vnh khn K:
n =
r < z a < R ; 0 r < R c hm tng l f ( z ) th chui ny l chui Laurent ca hm tng

f ( z ) trong hnh vnh khn K.
V d 1.19: Khai trin hm f ( z ) =
( z 1)( z 2 )
thnh chui Laurent c tm ti z = 1 .
Gii: R rng rng hm f ( z ) khng gii tch ti 1 v 2. V vy, khi khai trin theo chui
Laurent tm ti 1 th ch khai trin c trong hai min: 0 < z 1 < 1 v z 1 > 1
L1
O
L2
1
x
2
a. Khai trin Laurent trong min 0 < z 1 < 1 :
1
1
Chn ng cong kn L1 bao quanh 1 nm trong min ny. cn =
L ( z z1)2n+ 2 dz .
2 i v
1
n+20
c n = 0 (theo nh l 1.7).
1
1
z 2 dz = 1
n = 1 c1 =
v
z 1
z2
2 i
L1
z =1
36
= 1 (theo cng thc (1.56) nh l 1.9).

n0
1 1
cn =
(n + 1)! z 2
( n +1)
z =1
1 (1) n +1 (n + 1)!
= 1 (theo cng thc
(n + 1)! (1) n + 2
(1.57) nh l 1.11).
Vy f ( z ) =
cn (z 1)n =
n =
(z 1)n .
n = 1
b. Khai trin Laurent trong min z 1 > 1 :

Chn ng cong kn L2 bao quanh 1 nm trong min ny.
cn =
1
1
dz .
v
2 i L2 ( z 2 )( z 1)n+ 2
Chn 1 , 2 ln lt l 2 ng cong kn nm trong L2 bao quanh 1, 2.

p dng cng thc (1.53) h qu 2 ca nh l 1.7 ta c:
1
( z 2)
( z 1) dz
1
1
1
1
cn =
dz =
dz +
n+2
n+ 2
v
2 i L2 ( z 2 )( z 1)
2 i 1 ( z 1)
2 i 2 ( z 2 )
Tng t trn ta c
n+2
1
( z 2)
1 nu n 2
1
dz =
n+2
v
2 i 1 ( z 1)
0 nu n 1
1
( z 1) dz = 1
1
n+2
v
2 i 2 ( z 2 )
( z 1)
n+2
0 nu n 2
Vy c n =
1 nu n 1
f (z ) =
= 1 vi mi n .
z =2
cn (z 1)
n =
(z 1)n .
n=2
Ta cng c th khai trin Laurent ca hm f ( z ) cch phn tch thnh tng ca cc phn
thc hu t ti gin
f ( z) =
1
1
1
=
.
( z 1)( z 2) z 2 z 1
Trong min 0 < z 1 < 1 th
Trong min z 1 > 1 th
1
1
= ( z 1)n f ( z ) = (z 1)n .
=
z 2 1 ( z 1)
n=0
n = 1
1
=
z2
( z 1) 1
z 1
37
=
n=0
( z 1)
n +1
=
n =1
( z 1)
f (z ) =
(z 1)n
n =1
1
1
=
.
z 1 n = 2( z 1)n
1.5.6.2. im bt thng c lp
nh ngha 1.12: Nu hm f ( z ) gii tch trong hnh vnh khn 0 < z a < R v khng
gii tch ti a th a c gi l im bt thng c lp hay k d c lp ca hm f ( z ) .
Theo nh l 1.19 c th khai trin thnh chui Laurent ca hm trong hnh vnh khn ng
vi im bt thng c lp. C ba trng hp xy ra:
a.
Nu khai trin Laurent ca hm ch c phn u, ngha l
f ( z ) = c0 + c1 ( z a ) + c 2 ( z a )2 + "
th tn ti lim f ( z ) = c0 . Do nu t f (a ) = c0 th f ( z ) gii tch trong hnh trn
z a
z a < R . V vy a c gi l im bt thng b c.
b. Nu phn chnh ch c mt s hu hn cc s hng, ngha l
f (z ) =
c n
(z a )
+"+
c 1
+ c0 + c1 ( z a ) + c 2 ( z a )2 + "
za
trong c n 0 th a c gi l cc im v n c gi l cp ca cc im. Cc im
cp 1 c gi l cc im n.
c.
Nu phn chnh c v s s hng th a c gi l im bt thng ct yu.
V d 1.20: sin z = z
z2 z4 z6
sin z
z3 z5 z7
+
+"
= 1
+
+"
3! 5! 7!
3! 5! 7!
z
Vy z = 0 l im bt thng b c.
Hm f ( z ) =
Hm
1
ez
( z 1)( z 2 )
= 1+
trong v d 1.19 c z = 1 l cc im cp 1.
1
1
1
+
+"+
+ " c z = 0 l im bt thng ct yu.
2
z 2! z
n! z n
1.6. THNG D V NG DNG

1.6.1. nh ngha thng d
Gi s f ( z ) gii tch trong hnh vnh khn K = z 0 < z a < R
c a l im bt
thng c lp. T h qu 2 ca nh l 1.10 ta suy ra rng tch phn ly theo mi ng cong kn

C bt k bao im a nm trong hnh vnh khn K l mt s phc khng ph thuc vo ng C.
Ta gi s phc ny l thng d ca f ( z ) ti a , k hiu
1
Res f ( z ) ; a =
f ( z ) dz
2 i v
C
38
(1.67)

1.6.2. Cch tnh thng d
a. T cng thc khai trin Laurent ca hm trong hnh vnh khn K : 0 < z a < R (cng
thc (1.67)), ta c
Res f ( z ) ; a = c1
trong c1 l h s ca s hng ng vi
(1.68)
1
trong khai trin Laurent ca hm f ( z ) .
za
1
;1 = 1
Res
( z 1)( z 2 )
Chng hn, t v d 1.19 ta c

b. Thng d ti cc im n
Nu a l cc im n ca f ( z ) th
Res f ( z ) ; a = lim ( z a ) f ( z )
z a
c bit, nu f ( z ) =
(1.69)
( z )
tha mn iu kin (a ) 0 , (a ) = 0, ' (a ) 0 th
(z )
( z) (a)
; a =
Res
( z ) '(a)
1
;
V d 1.21: Res
( z 1)( z 2)
(1.70)
cos ( 0 )
1
= 1 . [ Res cotg z;0] =
=1.
2 = lim
'
z 2 z 1
sin
z
( )
z =0
c. Thng d ti cc im cp m
Gi s a l cc im cp m ca f ( z ) th
1
d m 1
m
lim m 1 ( z a ) f ( z )
Res f ( z ) ; a =
(m 1)! z a dz
(1.71)
1
1
d 2 1 1
1
2
V d 1.22: Res
;
2
lim
=
= lim 3 = .
3
2
z ( z + 2)
8
2! z 2 dz z 2! z 2 z
1.6.3. ng dng ca l thuyt thng d
nh l 1.21: Cho min ng D c bin l D . Gi s f ( z ) gii tch trong D , ngoi tr
ti mt s hu hn cc im bt thng c lp a1 , ... , a n D . Khi
n
v f ( z ) dz = 2 i Res f ( z ) ; a
k =1
V d 1.23: Tnh tch phn I = v
ez
, trong
( z 1)( z + 3) 2
39
(1.72)

a. C l ng trn: z =
3
.
2
b. C l ng trn: z = 10 .
Gii: Hm
ez
c z = 1 l cc im n v z = 3 cc im kp.
( z 1)( z + 3) 2
ez
ez
e
=
= ,
Res
;1
lim
z 1
2
2
( z 1)( z + 3)
( z + 3) 16
1
ez
d ez
1
5e 3
z 1
=
=
Res
;
3
lim
lim
e
2
( z 1)( z + 3) 2
16
1! z 1 dz z 1 z 1 z 1 ( z 1)
a. Khi C l ng trn z =
Vy I = 2i
3
th trong C hm cho ch c mt cc im z = 1 .
2
e ei
=
.
16
8
b. Khi C l ng trn. z = 10 th trong C hm cho c hai cc im z = 1 v z = 3 .
e 5e 3 i e 4 5
=
.
Do I = 2i
3
16
16
8
e
1.6.4. p dng l thuyt thng d tnh cc tch phn thc
1.6.4.1. Tnh tch phn I =
P(x )
Q(x ) dx , trong P(x ), Q(x ) l hai a thc thc.
B : Gi s hm f ( z ) gii tch trong na mt phng Im z 0 , tr ra ti mt s hu hn

cc im bt thng c lp v tho mn:
lim
Im z 0; z
Khi lim
f (z )dz = 0 ,
zf ( z ) = 0
trong C R = z
(1.73)
z = R, Im z 0 .
CR
nh l 1.22: Gi s P ( z ), Q(z ) l hai a thc h s thc bin phc, bc ca P ( z ) ln hn
bc ca Q(z ) t nht l hai. Nu Q( x ) 0 , x

mt phng Im z > 0 ca phn thc R ( z ) =
v a1 , ... , a n l cc cc im nm trong na
P(z )
. Khi
Q( z )
n
R ( x ) dx = 2 i Res R ( z ) ; ak
k =1
40
(1.74)

0
Gii: Hm R ( z ) =
(z
dx
(x
+1
) ( z i) ( z + i)
+1
c cc im kp z = i nm trong na mt
phng Im z > 0 . Vy
1
dx
I=
2 x 2 + 1
1.6.4.2. Tch phn dng
2
1
1
d 1
= 2 i Res
= i
= .
; i = i lim
2
2
3
z i dz ( z + i )
2
(2i )
4
z2 +1
R ( x ) cos xdx , R ( x ) sin xdx
Hai tch phn trn l phn thc v phn o ca tch phn
R ( x) e
i x
dx .
B : Gi s hm f ( z ) gii tch trong na mt phng Im z 0 , tr ti mt s hu hn cc

im bt thng c lp v tho mn:
f (z )
th lim
i z
, z C R ; k > 0 , M l hng s
Rk
f ( z )dz = 0 , vi mi > 0 . Trong C R = z
(1.75)
z = R, Im z 0 .
CR
nh l 1.23: Gii s R (z ) =
P( z )
l mt phn thc hu t tho mn cc iu kin sau:
Q( z )
i. R (z ) gii tch trong na mt phng Im z > 0 ngoi tr ti mt s hu hn cc cc im
a1 , ... , a n .
ii. R (z ) c th c m cc im b1 , ... , bm trn trc thc v R ( x )e
i x
kh tch ti nhng
im ny.
iii. Bc ca Q(z ) ln hn bc ca P (z ) t nht l 1.
Khi
k =1
k =1
R ( x ) ei x dx = 2 i Res R ( z ) ei z ; ak + i Res R ( z ) ei z ; bk

0
cos x
dx ,
x2 + a2
( , a > 0) .
Gii: V hm di du tch phn l hm chn nn
41
(1.76)
ea
1 cos x
1
ei x
e i x
.
I= 2
dx
Re
dx
Re
2
i
Res
;
ai
=
=
=
x2 + a2
x2 + a2
2 x + a 2
2
2a
sin x
dx .
x
1
Gii: V hm di du tch phn l hm chn nn I =
2
Hm R ( z ) =
sin x
1 e ix
x dx = 2 Im x dx .
1
tho mn cc iu kin ca nh l 1.23, c cc im n duy nht z = 0
z
1
eiz 1
trn trc thc. Do I = Im i Res ;0 = Im ( i ) = .
2
z 2
2
2
R(cos nx, sin nx )dx .
1.6.4.3. Tch phn dng
t z = e ix th cos nx =
dz
z n + z n
z n z n
, sin nx =
, dx =
iz
2
2i
Khi x bin thin t 0 2 th z = e ix vch ln ng trn n v C theo chiu dng. V

vy
2
z n + z n z n z n dz
,
R ( cos nx,sin nx ) dx = v R
2
2i iz
C
2
(1.77)
dx
5 + 3 sin x
0
i
2
2
ch c mt cc im n z = nm
=
i
10i
3
z 1 3 z + (z + 3i )
3 z 2 +
3
3
trong ng trn n v C, do
Gii: V hm s
I = v
C
1
dz
=
3
1 iz v
C
5+ z
2i
z
2dz
10i
3 z2 +
z 1
3
= 2 i Res
2
i
; = .
10i
3 2
3 z2 +
z 1
1.7. PHP BIN I Z

Da vo tnh cht xc nh duy nht ca hm s gii tch trong hnh vnh khn r < z < R
bi dy cc h s trong khai trin Laurent ca n (1.66) - nh l 1.19, ngi ta xy dng php
bin i Z v s dng biu din cc tn hiu ri rc qua cc hm gii tch trong hnh vnh khn.
42

Php bin i Z c rt nhiu ng dng trong l thuyt x l tn hiu v lc s, v ni chung vic
kho st cc hm gii tch s thun li v d dng hn so vi kho st cc dy ri rc.
1.7.1. nh ngha php bin i Z
nh ngha 1.13: Bin i Z ca dy tn hiu {x(n)}
n = l hm phc
X ( z) =
x ( n) z
x(n)(z 1 )
(1.78)
n =
n =
Min hi t ca chui (1.78) l min xc nh ca bin i Z.

Trng hp dy tn hiu {x(n)}
n = ch xc nh vi n 0 , ngha l x ( n) = 0, n < 0 ,
khi bin i Z ca tn hiu ny c gi l bin i mt pha.
2 n nu < n 3
V d 1.28: Tm bin i Z ca tn hiu x(n) =
0
nu
n>3
Gii: X ( z ) =
x ( n) z n =
n =
n =
z3
2n z n =
4
z2
1
2
+ 1 + 2n z n .
z
n =
i m = n vo chui cui cng v phi trn ta c:
1+
n n
= 1+
n =
Vy X ( z ) =
m m
m =1
8
z3
4
z2
z
=
m=0 2
z
2
2
, vi z < 2 .
2z
2
2
+
vi 0 < z < 2 .
z 2 z
1.7.2. Min xc nh ca bin i Z

tm min xc nh ca php bin i Z ta c th p dng tiu chun Cauchy hoc tiu
chun D'Alembert (nh l 1.14, cng thc (1.62)).
Ta tch chui v hn hai pha thnh tng ca 2 chui:
X ( z) =
x ( n) z n =
n =
trong X 1 ( z ) =
x(n)(z 1 )
n =
( )n , X 2 ( z) =
x(n) z 1
n=0
= X1( z) + X 2 ( z) .
( )n = x(m) z m (t m = n ).
x(n) z 1
n =
m =1
C hai tiu chun sau v min xc nh ca X (z ) .

Tiu chun D'Alembert
Nu
r = lim
x(n + 1)
x ( n)
x ( n)
1
= lim
R n x(n + 1)
43
(2.79)

th X ( z ) xc nh khi r < z < R .
Tiu chun Cauchy
Nu
r = lim
1
= lim n x(n)
R n
x(n) v
(2.80)
th X ( z ) xc nh khi r < z < R .

Trong v d 1.28: x(n) = 0 , n > 3 r = 0 .
x ( n) = 2 n , n 3
x ( n)
2n
1
=
=
n
+
1
x(n + 1) 2
2
n n
1
hoc n x(n) =
2 = , n < 0 R = 2
2
Vy bin i Z c min xc nh 0 < z < 2 .

n
3
V d 1.29: Tm bin i Z ca tn hiu xc nh bi x(n) = .
4
n
( )
3
X 1 ( z ) = z 1
n = 0 4
X 2 ( z) =
x(n)(z
1
n =
1 n
3
3
4z
1
3
=
, vi
< 1 hay z > .
= =
3
4z 3
4
4z
n = 0 4 z
1
4z
1
3
=
n = 4
(z )
1 n
3z
=
m =1 4
(t m = n )
3z
4
3z
4
1
3z
1 =
1 =
, vi
< 1 hay z < .
= 1 =
3z
4 3z
3
4
4 3z
m=0 4
1
4
Vy X ( z ) =
3
4
4z
3z
7z
, vi
< z < .
+
=
4
3
4 z 3 4 3 z (4 z 3)(4 3 z )
n
3
3
Ta cng thy rng r = lim n x(n) = lim n = .
4
n
n
4
lim
x(n) = lim
3

4
= lim
3
3
=
4
4
R=
4
.
3
1.7.3. Bin i Z ngc

Theo nh l 1.19, mi hm phc X (z ) gii tch trong hnh vnh khn r < z < R ,
( 0 r < R ) u c th khai trin thnh chui Laurent:
44
cn z n
X ( z) =
n =
vi cn =
1
X ( z)
dz ,
v
2 i C z n+1
C l ng cong kn bao quanh gc O v nm trong hnh vnh khn r < z < R .

t x(n) = c n th
X ( z) =
x ( n) z n
1
z n1 X ( z )dz .
v
2 i C
vi x ( n) =
n =
(2.81)
Theo (2.81) {x(n)}

n = xc nh duy nht bi X (z ) c gi l bin i ngc ca bin
i Z ca X (z ) .
Tng t khai trin Laurent, do tnh cht duy nht ca khai trin hm s gii tch trong hnh
vnh khn r < z < R thnh tng ca chui ly tha nn ta c th s dng phng php tnh trc
tip theo cng thc (2.81) hoc cc phng php khai trin thnh chui ly tha tm bin i
ngc ca php bin i Z .
1
z+2
z+2
gii tch ti mi
V d 1.30: Hm X ( z ) = 2
=
= 2 +
1 z 3
3
2z 7z + 3
2 7
2 z z + z
2
2
2
1
z , 3 . V vy ta c th tm bin i ngc trong 3 min sau:
2
a. Min z <
X ( z) =
0
1
1
1 zn
1
1
+
= 2n z n n = 2n n +1 z n = 2 n n +1 z n
1 2z
3 n=0 3
3
3
z
n =0
n =
3 1 n =0
3
Vy
b. Min
X ( z) =
Vy
1
:
2
1
n
2 n +1
x ( n) =
3
nu < n 0
nu
n>0
1
< z < 3:
2
1
1
2 z 1
2z
1
z
3 1
3
3n 1
x ( n) =
n
2
0
1 n n 1 z n
n n
z
z
2
3n 1 z n .
n
2 z n=0
3 n=0 3
n =1
n =
nu < n 0
nu
n>0
45

c. Min 3 < z :
X ( z) =
1 n n 1 n n
n n
2
+
3
=
2
+
3n 1 z n Vy
z
z
z
2 z n=0
z n =0
n =1
n =1
3
2 z 1 z 1
2z
z
0
nu < n 0
.
x(n) = n 1 n
nu n 1
3 2
TM TT
Dng tng qut ca s phc
z = x + iy , trong x, y l cc s thc; i 2 = 1 .
Dng lng gic, dng m ca s phc
z = x + iy = r ( cos + i sin ) , z = z ei .
Trong z = r = OM =
ln cn ca z 0
x 2 + y 2 , Argz = + k 2 , k
: B ( z 0 ) = z
z z0 < .
Min
im z 0 c gi l im trong ca E nu tn ti mt ln cn ca z 0 nm hon ton
trong E . Tp ch gm cc im trong c gi l tp m.
D l tp lin thng nu vi bt k 2 im no ca D cng c th ni chng bng mt

ng cong lin tc nm hon ton trong D .
Mt tp m v lin thng c gi l min.
Hm bin phc
hoc
l mt quy lut cho tng ng
Mt hm bin phc xc nh trn tp con D ca
mi s phc z D vi mt hoc nhiu s phc w , k hiu w = f ( z ), z D .
z = x + iy v w = f ( z ) = u + iv
u = u ( x, y )
th
. Gi u (x, y ) l phn thc, v( x, y ) l
v = v ( x, y )
phn o ca hm f ( z ) .
lim f ( z ) = u 0 + iv0
z z0
lim
( x , y )( x0 , y0 )
lim
( x , y )( x0 , y0 )
u ( x, y ) = u 0
v ( x, y ) = v 0
Hm phc lin tc khi v ch khi phn thc, phn o l hai hm thc hai bin lin tc.
Hm kh vi, iu kin Cauchy-Riemann. Hm gii tch
Nu tn ti o hm f ' ( z ) = lim
z 0
f (z + z ) f ( z )
z
46
ta ni hm kh vi ti z .

Nu hm phc w = f ( z ) = u ( x, y ) + iv( x, y ) kh vi ti z = x + iy th phn thc u ( x, y ) v
phn o v( x, y ) c cc o hm ring ti ( x, y ) v tha mn iu kin Cauchy-Riemann
u
(x, y ) = v (x, y )
x
y
u
(x, y ) = v (x, y )
y
x
Ngc li, nu phn thc u ( x, y ) , phn o v( x, y ) kh vi ti ( x, y ) v tha mn iu kin
Cauchy-Riemann th w = f ( z ) kh vi ti z = x + iy v
f ' (z ) =
u
(x, y ) + i v (x, y ) = v (x, y ) i u (x, y ) .
x
x
y
y
Hm n tr w = f ( z ) kh vi trong mt ln cn ca z c gi l gii tch ti z . Nu
f ( z ) kh vi ti mi im ca D th ta ni f ( z ) gii tch trong D. f ( z ) gii tch trong D nu n

gii tch trong mt min cha D .
Php bin hnh bo gic
Php bin hnh w = f ( z ) c gi l bo gic ti z nu tho mn hai iu kin sau:
i. Bo ton gc gia hai ng cong bt k qua im z ( k c ln v hng).
ii. C h s co dn khng i ti z , ngha l mi ng cong i qua im ny u c h s
co dn nh nhau qua php bin hnh.
Php bin hnh w = f ( z ) c gi l bo gic trong min D nu n bo gic ti mi im
ca min ny.
Nu hm w = f ( z ) kh vi ti z v f ' ( z ) 0 th php bin hnh thc hin bi hm
w = f ( z ) bo gic ti im z , ng thi arg f ' (z ) l gc quay v f ' ( z ) l h s co gin ti

im z ca php bin hnh . Nu w = f ( z ) gii tch trong D v f ' ( z ) 0 , z D th n l
mt php bin hnh bo gic trong D.
Tch phn phc
Gi s w = f ( z ) = u ( x, y ) + iv(x, y ) xc nh n tr trong min D. L l ng cong (c th
ng kn) nm trong D c im mt u l A mt cui l B.
Chia L thnh n on bi cc im A z 0 , z1 , z 2 , ... , z n B nm trn L theo th t tng
dn ca cc ch s. Chn trn mi cung con z k 1 , z k ca ng cong L mt im bt k
k = k + i k . t zk = xk + iyk , z k = z k z k 1 ; k = 1, n .
I=
f ( z )dz =
AB
lim
f ( k )z k .
max zk 0 k =1
1 k n
f (z )dz = udx vdy + i vdx + udy .
AB
AB
AB
47

Cng thc tch phn Cauchy
Gi s f ( z ) gii tch trong min D (c th a lin) c bin l D . Khi , vi mi
a D ta c:
f (a) =
f ( z)
f ( z)
1
n!
dz ; f ( n ) ( a ) =
dz
v
2 i C ( z a )n +1
2 i D z a
tch phn c ly theo chiu dng ca D .

Chui Taylor
f ( n) (a )
n! ( z a) n c gi l chui Taylor ca hm f (z ) ti a .
n =0
Chui ly tha c dng
1) Chui lu tha bt k l chui Taylor ca hm tng ca n trong hnh trn hi t.

2) Ngc li, mi hm f ( z ) gii tch ti a th c th c khai trin thnh chui Taylor
trong ln cn z a < R .
Chui Laurent
Gi s hm f ( z ) gii tch trong hnh vnh khn K = z r < z a < R ;
0 r < R . Khi chui
cn (z a )n ,
n =
vi cn =
f ( z)
1
dz c gi l
v
2 i C ( z a )n +1
chui Laurent ca hm ti a, trong C l ng cong kn bt k nm trong K bao quanh a .

Thng d
Gi s f ( z ) gii tch trong hnh vnh khn K = z 0 < z a < R
c a l im bt
thng c lp. Ta gi s phc sau y l thng d ca f ( z ) ti a , k hiu
1
Res f ( z ) ; a =
C f ( z ) dz .
2 i v
Cho min ng D c bin l D . Gi s f ( z ) gii tch trong D , ngoi tr ti mt s hu
hn cc im bt thng c lp a1 , ... , a n D . Khi
f ( z ) dz = 2 i Res f ( z ) ; ak .
k =1
Bin i Z
Bin i Z ca dy tn hiu {x(n)}
n = l hm phc X ( z ) =
48
x ( n) z n =
n =
x(n)(z 1 )
n =

Ngc li dy {x(n)}
n = xc nh bi cng thc x( n) =
1
z n 1 X ( z )dz c gi l
v
2 i C
bin i ngc ca bin i Z ca X (z ) .
CU HI N TP V BI TP
1.1. Nu hm phc w = f (z ) c o hm ti z 0 th c o hm mi cp ti z 0 .
ng
Sai
1.2. Hm phc w = f ( z ) gii tch ti z 0 th c th khai trin thnh tng ca chui ly tha tm
z0 .
ng
Sai
1.3. Hm phc w = f ( z ) c o hm khi v ch khi phn thc v phn o u (x, y ) , v( x, y ) c o

hm ring cp 1.
ng
Sai
1.4. Nu z 0 l im bt thng c lp ca hm phc w = f (z ) th c th khai trin Laurent ca

hm s ny ti z 0 .
ng
Sai
1.5. Tch phn ca hm phc gii tch w = f ( z ) trong min n lin D khng ph thuc ng
i nm trong D .
ng
Sai
1.6. Tch phn trn mt ng cong kn ca hm phc gii tch w = f (z ) trong min n lin D
lun lun bng khng.
ng
Sai
1.7. Thng d ca hm phc w = f ( z ) ti z 0 l phn d ca khai trin Taylor ca hm ny ti

z0 .
ng
Sai
1.8. Hm phc w = f (z ) c nguyn hm khi v ch khi gii tch.

ng
Sai
1.9. Tch phn ca mt hm phc w = f ( z ) ch c mt s hu hn cc im bt thng c lp

trn mt ng cong kn C (khng i qua cc im bt thng) bng tng cc thng d ca
w = f (z ) nm trong ng C .
ng
1.10.
C th tm c mt hm phc b chn v gii tch ti mi im.

ng
1.11.
Sai
Sai
Rt gn cc biu thc sau
49

a. 2(5 3i ) 3( 2 + i ) + 5(i 3) ,
b.
1
1
,
1 + 3i 1 3i
10
1 i
c.
,
1+ i
d.
(1 + i )( 2 + 3i )( 4 2i )
3
(1 + 2i ) (1 i )
1.12. Gii cc phng trnh sau

a. z 2 + z + 1 = 0 ,
b. z 3 2 z 4 = 0 ,
1.13. Tnh: a. 3 1 + i ,
b. 3 4 2 + 4 2i .
1.14. Tnh qu tch nhng im trong mt phng phc tho mn

a.
z 3 4i = 2 ,
b. arg(z i ) =
c.
z 2 + z +2 = 6,
d.
,
4
z + 2 = 2 z 1 .
1.15. Tnh phn thc v phn o ca cc hm s sau

a. w = z 3
1.16. Cho w = z +
b. w =
1
1 z
c. w = e 3 z .
1
. Tm o hm w' ( z ) trc tip t nh ngha. Vi gi tr no ca z th hm
z
s khng gii tch.

1.17. Chng minh hm w = z z khng gii tch ti mi z .
1.18. Chng minh rng hm
a. w = z 4
b. w =
1
z2 +1
, z i
tho mn iu kin Cauchy-Riemann. Tnh w' ( z ) trong mi trng hp trn.

1.19. Tm hm phc gii tch w = f ( z ) = u ( x, y ) + iv ( x, y ) bit phn thc
a. u ( x, y ) = x 3 3xy 2 ,
b. u ( x, y ) = x 2 y 2 + 2 x ,
1.20. Tm hm phc gii tch w = f ( z ) = u ( x, y ) + iv ( x, y ) bit phn o

a. v( x, y ) =
y
( x + 1) 2 + y 2
b. v( x, y ) = 2 xy + 3 x ,
1.21. Tm nh ca cc ng cong sau y qua php bin hnh w =
1
.
z
a. x 2 + y 2 = 4 ,
b. y = x ,
c. , 0 , 1 ,
d. ( x 1) 2 + y 2 = 1 .
50

1.22. Tm nh ca ng thng nm trn tia Arg z =
1+ z
+ k qua php bin hnh w =

.
3
1 z
1.23. Cho php bin hnh tuyn tnh w = (1 + i ) z 1

a. Tm nh ca on thng ni z1 = 1 i v z 2 = i .
b. Tm nh ca ng trn z (1 + i ) = 2 .
1.24. Tm php bin hnh bo gic bin hnh trn z < 1 thnh na mt phng Im w > 0 sao cho
cc im 1, 1, i bin ln lt thnh , 0 , 1 .
1.25. Tnh tch phn I =
z dz trong hai trng hp sau
a. C l on thng ni 2 im 1 v +1.
b. C l na cung trn tm 0 nm trong na mt phng trn i t im 1 n im 1 .
1.26. Cho C l ng trn z 1 = 3 , tnh cc tch phn sau:
cos z
a. v
C z dz ,
b.
v
C
ez
dz .
z ( z + 1)
1.27. Tnh tch phn I = zdz trong C l ng gp khc c nh ln lt l 2, 1 + 2i,

C
1 + i, 2 .
1.28. Tnh tch phn I = v
1.29. Tnh tch phn I = v
sin
4 dz trong C l ng trn x 2 + y 2 2 x = 0 .
z 1
2
dz
( z + 1) ( z 1)
3
trong cc trng hp sau:
a. C l ng trn z 1 = R, R < 2 ,
b. C l ng trn z + 1 = R, R < 2 ,
c. C l ng trn z = R, R < 1 .
1.30. Tm min hi t ca cc chui sau:
a.
zn
n =1 n
2 n
b.
(z i )3n
n =0
3n + n
1.31. Vit bn s hng u trong khai trin Taylor ca hm s di y ti z = 0 .

a. w =
1
1
e z
b. w = sin
51
1
.
1 z

1.32. Khai trin Laurent ca hm s w =
z +1
2
z +z2
a. Trong hnh vnh khn 1 < z < 2 .

b. Trong hnh trn z < 1 .
c. Trong min ngoi ca hnh trn z > 2 .
1.33. Tnh tch phn
dz
v ( z 1) ( z
2
1.34. Tnh tch phn
v z
C
+1
, C l ng trn x 2 + y 2 = 2 x + 2 y .
dz
, C l ng trn x 2 + y 2 = 2 x .
+1
1.35. Tnh cc tch phn thc sau
a. I =
x2 +1
4
x + 1
b. I =
dx ;
(x
dx
2
)(
+ 4 x +1
a. I =
x sin 2 x
x2 + 4
b. I =
dx ;
sin x
2
x x +1
dx ;

2
a. I =
dx
;
2 cos x
b. I =
dx
sin x + cos x + 2 .
0
1.38. Chng minh cc tnh cht sau y ca php bin i Z :

Tn hiu: x(n)
Bin i Z tng ng: X (z )
a.
ax1 (n) + bx 2 (n)
aX 1 ( z ) + bX 2 ( z )
(tnh tuyn tnh).
b.
x ( n n0 )
z n0 X ( z )
(tnh tr).
c.
a n x ( n)
z
X
a
z
d. nx(n)
e.
x1 (n) * x2 (n) =
(tnh ng dng).
dX ( z )
dz
(o hm nh)
x1 (k ) x2 (n k )
X 1 ( z ) X 2 ( z ) (tch chp).
k =
1.39. Ta gi v k hiu dy tn hiu xc nh nh sau l tn hiu bc nhy n v:
52
0
u ( n) =
1
nu n < 0
.
nu n 0
Tm bin i Z ca cc dy tn hiu sau:

a) x(n) = e inu (n) .
b) x(n) = ne na u (n) .
c) x(n) = a n u ( n 1) .
d) x(n) = 2 n rect N (n) , trong rect N (n) = u (n) u (n N ) : gi l dy ch nht.

1.40. Tm bin i Z ngc ca hm gii tch X ( z ) =
53
4
3
z (2 z 1)
trong min z >
1
.
2
Chng 2: Cc php bin i tch phn
CHNG II: CC PHP BIN I TCH PHN

GII THIU
Trong chng I chng ta s dng tnh duy nht ca khai trin Laurent ca hm gii tch
trong hnh vnh khn xy dng php bin i Z. Nh php bin i Z ta c th biu din tn
hiu s {x(n)} bi hm gii tch X (z ) . Trong chng ny chng ta s nghin cu hai php bin
i tch phn l bin i Laplace v bin i Fourier.
Nhiu vn trong k thut, trong in t vin thng, trong l thuyt mch, a v gii
cc phng trnh, h phng trnh cha o hm, tch phn ca cc hm no , ngha l phi gii
cc phng trnh vi phn, tch phn hay phng trnh o hm ring. Vic gii trc tip cc
phng trnh ny ni chung rt kh. K s Heaviside l ngi u tin vn dng php bin i
Laplace gii quyt cc bi ton lin quan n mch in.
Php bin i Laplace bin mi hm gc theo bin t thnh hm nh theo bin s . Vi php
bin i ny vic tm hm gc tho mn cc biu thc cha o hm, tch phn (nghim ca
phng trnh vi phn, phng trnh tch phn, phng trnh o hm ring) c quy v tnh
ton cc biu thc i s trn cc hm nh. Khi bit hm nh, ta s dng php bin i ngc
tm hm gc cn tm.
Trong mc ta ny gii quyt hai bi ton c bn ca php bin i Laplace l tm bin i
thun, bin i nghch v mt vi ng dng ca n.
Cc hm s trong chng ny c k hiu l x(t ), y (t ), ... thay cho f ( x), g ( x), ... v
x(t ), y (t ) c k hiu cho cc tn hiu ph thuc vo thi gian t .

Php bin i Fourier hu hn c pht trin trn tng ca khai trin hm s tun
hon thnh chui Fourier, trong mi hm s hon ton c xc nh bi cc h s Fourier ca
n v ngc li. C ba dng ca chui Fourier: dng cu phng (cng thc 2.57, 2.57'), dng cc
(cng thc 2.63) v dng phc (cng thc 2.64, 2.68). Phn 1 ca mc ny s trnh by ba dng
ny ca chui Fourier, cc cng thc lin h gia chng v km theo li nhn xt nn s dng
dng no trong mi trng hp c th. Trng hp hm khng tun hon php bin i Fourier
ri rc c thay bng php bin i Fourier, php bin i ngc duy nht c xy dng da
vo cng thc tch phn Fourier.
Khi cc hm s biu din cho cc tn hiu th bin i Fourier ca chng c gi l biu
din ph. Tn hiu tun hon s c ph ri rc, cn tn hiu khng tun hon s c ph lin tc.
i s ca hm tn hiu l thi gian cn i s ca bin i Fourier ca n l tn s, v vy php
bin i Fourier cn c gi l php bin i bin min thi gian v min tn s.
Php bin i Fourier ri rc c s dng tnh ton bin i Fourier bng my tnh,
khi cc tn hiu c ri rc ho bng cch chn mt s hu hn cc gi tr mu theo thi gian
v ph cng nhn c ti mt s hu hn cc tn s. Tuy nhin thc hin nhanh php bin i
Fourier ri rc, ngi ta s dng cc thut ton bin i Fourier nhanh.
54

Hng ng dng vo vin thng: Phn tch ph, phn tch truyn dn tn hiu, ghp knh v
tuyn, ghp knh quang, nh gi cht lng WDM...
NI DUNG
2.1. PHP BIN I LAPLACE
2.1.1. nh ngha bin i Laplace
nh ngha 2.1: Gi s x(t ) l hm s thc xc nh vi mi t > 0 . Bin i Laplace ca
hm s x(t ) c nh ngha v k hiu:
L {x(t )} = X (s) = e st x(t )dt
(2.1)
Php bin i Laplace ca hm s x(t ) gi l tn ti nu tch phn (2.1) hi t vi gi tr s

thuc min no . Trng hp ngc li ta ni php bin i Laplace ca hm s x(t ) khng
tn ti. Php bin i Laplace l thc hay phc nu bin s s ca hm nh X ( s ) l thc hay
phc.
Theo thi quen ngi ta thng k hiu cc hm gc bng cc ch thng x(t ), y (t ), ... cn
cc bin i ca n bng cc ch in hoa X ( s ), Y ( s ), ... . i khi cng c k hiu bi
~
x ( s ), ~
y ( s ), ... .
2.1.2. iu kin tn ti
nh ngha 2.2: Hm bin thc x(t ) c gi l hm gc nu tho mn 3 iu kin sau:
1) x (t ) = 0 vi mi t < 0 .
2) x(t ) lin tc tng khc trong min t 0 .
iu ny c ngha l, trn na trc thc t 0 , hm ch gin on loi 1 nhiu nht ti mt
s hu hn cc im. Ti cc im gin on, hm c gii hn tri v gii hn phi hu hn.
3) x(t ) khng tng nhanh hn hm m khi t . Ngha l tn ti M > 0, 0 0 sao
cho
x (t ) Me 0t , t > 0 .
(2.2)
0 c gi l ch s tng ca x(t ) .
R rng 0 l ch s tng th mi s 1 > 0 cng l ch s tng.
V d 2.1: Hm bc nhy n v (Unit step function)
0 nu t < 0
(t ) =
1 nu t 0
(2.3)
Hm bc nhy n v (t ) lin tc vi mi t 0 , khng tng hn m vi ch s tng
0 = 0 .
55

V d 2.2: Cc hm s cp c bn x(t ) u lin tc v khng tng nhanh hn hm m.
Nhng vn cha phi l hm gc v khng tho mn iu kin 1) ca nh ngha 2.2. Tuy nhin
hm s sau:
nu t < 0
nu t 0
0
x(t )(t ) =
x(t )
(2.4)
l mt hm gc.
nh l 2.1: Nu x(t ) l hm gc vi ch s tng 0 th tn ti bin i Laplace
L {x(t )} = X (s) = e st x(t )dt

0
xc nh vi mi s phc s = + i sao cho > 0 v
lim
Re( s )
X (s) = 0 .
Hn na hm nh X ( s ) gii tch trong min Re(s) > 0 vi o hm
X ' ( s ) = (t )e st x(t )dt
(2.5)
Chng minh: Vi mi s = + i sao cho > 0 , ta c: x(t )e
( ) t
e 0 dt hi t, do tch phn
x(t )e
X ( s ) v X ( s )
x(t )e
st
dt hi t tuyt i. V vy tn ti bin i Laplace
dt = x(t )e
t i t
dt = x(t )e t dt
0
Me( 0 )
t
Me( 0 ) dt =
0
Ngoi ra lim
Tch phn
M
=0
0
lim
Re( s )
st
x(t )e dt hi t v tch phn
trong min s Re( s ) 1 vi mi
o hm X ' ( s ) =
s (x(t )e
st
=
0
M
.
0
X ( s) = 0 .
Me(0 )t m
st
st
st
st
s x(t )e dt = x(t )e (t ) dt hi t u
0
1 , 1 > 0 (theo nh l Weierstrass), suy ra hm nh c
)dt ti mi s thuc cc min trn. V vy X (s) gii tch trong
min Re( s) > 0 .
56

Nhn xt:
1. Theo nh l trn th mi hm gc u c nh qua php bin i Laplace. Tn gi "hm
gc" l do vai tr ca n trong php bin i ny.
2. T v d 2.2, cng thc (2.4) suy ra rng mi hm s cp c bn x(t ) u c bin i
L {x(t )(t )} th
L {x(t )}. Chng hn ta vit L {sin t} thay cho L {(t ) sin t}, L {1} thay cho L {(t )}.
Laplace
L {x(t )(t )}.
Tuy nhin, n gin thay v vit ng
ta vit tt
lim x(t ) = x(0) .
3. Ta quy c cc hm gc lin tc phi ti 0. Ngha l
t 0+
V d 2.3: V hm (t ) c ch s tng 0 = 0 do bin i
L {1} = e
st
e st
dt =
s
=
0
1
vi mi s , Re( s ) > 0 .
s
V d 2.4: Hm sin t c ch s tng 0 = 0 do bin i
L {sin t} = X (s) = e st sin t dt
tn ti vi mi s , Re( s ) > 0 .
p dng cng thc tch phn tng phn ta c:
X ( s ) = cos te st
se st cos t dt = 1 se st sin t
0
s 2 e st sin t dt
0
1 + s 2 X (s) = 1 X (s) =
1
1+ s2
2.1.3. Cc tnh cht ca php bin i Laplace

2.1.3.1. Tnh tuyn tnh
nh l 2.2: Nu x(t ) , y (t ) c bin i Laplace th vi mi hng s A, B, Ax(t ) + By (t )
cng c bin i Laplace v
L {Ax(t ) + By (t )} = AL {x(t )} + BL {y (t )}.

V d 2.5:
L {5 + 4 sin t} = 5 L {1} + 4 L {sin t} = 5 +

s
4
s2 +1
(2.6)
2.1.3.2. Tnh ng dng

nh l 2.3: Nu X ( s ) =
L {x(t )} th vi mi a > 0 ,
L {x(at )} = 1 X s .
a
V d 2.6:
L {sin t} = 1
(s / ) + 1
2
s + 2
57
a
.
(2.7)

2.1.3.3. Tnh dch chuyn nh
nh l 2.4: Nu X ( s ) =
L {x(t )} th vi mi a ,
L {e at x(t )}= X (s a ) .
V d 2.7:
L {e
at
}= L {e }
L {sh t} = L e
e t + e t
s
;
L {ch t} = L
= 2
2
s 2
at
1
.
1 =
sa
e t
.
= 2
2
s 2
(2.8)
L {e at sin t}=
( s a) 2 + 2
2.1.3.4. Tnh tr
nh l 2.5: Nu X ( s ) =
L {x(t )} th vi mi a ,
L {(t a) x(t a)} = e sa X (s ) .
(2.9)
th ca hm (t a ) x (t a ) c c bng cch tnh tin th ca (t ) x (t ) dc theo

trc honh mt on bng a . Nu x(t ) biu din tn hiu theo thi gian t th x (t a ) biu din
tr a n v thi gian ca qu trnh trn.
(t ) x(t )
O
V d 2.8:
L {(t a)} = e
(t a) x(t a )
as
V d 2.9: Hm xung (Impulse) l hm ch khc khng trong mt khong thi gian no .
x(t ) = (t )
0
nu t < a
nu a < t < b
nu t > b
(2.10)
Hm xung n v trn on [a ; b ] :
a,b (t ) = 1
0
nu t < a
nu a < t < b = (t a) (t b)
nu t > b
(2.11)
Hm xung bt k (2.10) c th biu din qua hm xung n v
x(t ) = (t a ) (t ) (t b) (t ) = a,b (t ) (t )
58
(2.12)
L {a,b (t )} = L { (t a)} L { (t a)} = e

x
as
ebs
.
s
(t )
1
O
x
V d 2.10: Tm bin i Laplace ca hm bc thang
0
2
x(t ) =
4
1
nu
nu
nu
nu
t < 0 hoc t > 3

0 < t <1
1< t < 2
2<t<3
x(t ) = 20,1 (t ) + 41,2 (t ) + 2,3 (t )
= 2[(t ) (t 1)] + 4[2(t 1) (t 1)] + [(t 2) (t 3)]
= 2(t ) + 2(t 1) 3(t 2) (t 3) .

Do
2 + 2e s 3e 2 s e 3s
L {x(t )} =
.
s
V d 2.11: Tm bin i Laplace ca hm xung x(t ) = sin t

0
nu t < 0
nu 0 < t <
nu t >
Theo cng thc (2.12) ta c th vit
x(t ) = (t ) sin t (t ) sin t = (t ) sin t + (t ) sin(t ) .

Vy
L {x(t )} =
1
s2 +1
e s
s2 +1
1 + e s
s2 +1
2.1.3.5. Bin i ca o hm
nh l 2.6: Gi s hm gc x(t ) c o hm x' (t ) cng l hm gc. Nu X ( s ) =
L {x(t )}
th
L {x' (t )} = sX (s ) x(0) .
Tng qut hn, nu x(t ) c o hm n cp n cng l hm gc th
59
(2.13)
L { x(n) (t )} = s n X ( s ) s n1x(0) s n2 x '(0) " x(n1) (0) .
(2.14)
sin t ' 1
s
sin 0 =
V d 2.12: L {cos t} = L
.
= s 2
2
2
s +
s + 2

H qu: Vi gi thit ca nh l 2.6 th
lim
Re( s )
sX ( s ) = x(0) .
Chng minh: p dng nh l 2.1 cho o hm x' (t ) ta c
lim
Re( s )
sX ( s ) x(0) = 0 .
2.1.3.6. Bin i Laplace ca tch phn

nh l 2.7: Nu hm gc x(t ) c X ( s ) =
L {x(t )} th hm s
(t ) = x(u ) du cng l
0
hm gc v
L x(u)du = X (s ) .
t
(2.15)
2.1.3.7. o hm nh
nh l 2.8: Gi s x(t ) l mt hm gc c X ( s ) =
L {t n x(t )}= ( 1)n

V d 2.13:
L {t
}= ( 1)
L {x(t )} th
dn
ds n
dn 1
n!
= n +1 .
n s
ds s
X (s ) .
(2.16)
V d 2.14: Hm dc
0
t
x(t ) =
a
1
x(t ) =
nu t < 0
nu 0 t a
nu t a
t
t
t
t
ta
0a (t ) + (t a) = (t ) (t a) + (t a) = (t )
(t a) .
a
a
a
a
a
L {x(t )} =
1
as 2
e as
as 2
1 e as
as 2
x
.
V d 2.15: Hm xung tam gic n v
60
0
t
(t ) =
2 t
0
t<0
0 t 1
1 t 2
t>2
nu
nu
nu
nu
(t ) = t [(t ) (t 1)] + (2 t )[(t 1) (t 2)]
= t(t ) 2(t 1)(t 1) + (t 2)(t 2) .
L {(t )} =
1
s2
2e s
s2
e 2s
s2
2
(
e s 1)
=
.
s2
2.1.3.8. Tch phn nh

nh l 2.9: Gi s
lim
t 0
x(t )
l mt hm gc (chng hn x(t ) l mt hm gc v tn ti
t
x (t )
hu hn). t X ( s ) =
t
L {x(t )},
s th
L x(t ) = X (u )du .
t s
V d 2.16: V lim
t 0+
sin t
= 1 v
t
L {sin t} =
1
s2 +1
(2.17)
L sin t = 2du = arctg u s = arctg s = arcotg s = arctg 1 .

2
s
t s u +1
t
Hm tch phn sin: Si t =

0
sin u
du , t > 0 c bin i Laplace
u
0 u
L sin u du = 1 arctg 1 .
s
2.1.3.9. Bin i Laplace ca hm tun hon

nh l 2.10: Gi s x(t ) l mt hm gc tun hon chu k T > 0 th
T
X ( s ) = L {x(t )} =
e
0
st
x(t )dt
1 e sT
(2.18)
V d 2.17: Tm bin i Laplace ca hm gc tun hon chu k 2a > 0 sau:
1
a
2a
3a
61
4a

2a
e
0
st
x(t )dt = e st dt
0
(
X (s) =
e as 1
2a
st
s 1 e2 as
dt =
st a
e
s
as
1 1 e
1
=
=
s 1 + e as s
st 2 a
e
s
as
e2
as
e2
e as 1
s
e
+e
as
2
as
2
as
sh
1
2 = 1 th as .
=
2
s ch as s
2
2.1.3.10. nh ca tch chp

nh ngha 2.3: Tch chp ca hai hm s x(t ), y (t ); t 0 l hm s c k hiu v xc
nh bi cng thc
t
x(t ) y (t ) = x(u ) y (t u ) du
(2.19)
Tnh cht:
x(t ) y (t ) = y (t ) x(t ) (tch chp c tnh giao hon)
Nu x(t ), y (t ) l hai hm gc th tch chp ca chng x(t ) y (t ) cng l hm gc.
nh l 2.11: Nu X ( s ) =
L {x(t )}, Y ( s) = L {y(t )} th

L { x(t ) y(t )} = X (s)Y (s)
(2.20)
Ngoi ra nu x' (t ), y ' (t ) cng l hm gc th ta c cng thc Duhamel:
L { x(0) y(t ) + x '(t ) y(t )} = L { x(t ) y(0) + x(t ) y '(t )} = sX (s)Y (s)
V d 2.17:
L {t sin t} = L {t} L {sin t} =

=
(2.21)
1
1
2
2
s s +1
1
1
1
= 2 2
= L {t sin t} .
2
s +1
s s +1 s
2
Do tnh duy nht ca bin i ngc (nh l 2.12) ta suy ra: t * sin t = t sin t .
2.1.4. Php bin i Laplace ngc
T v d 2.17 cho thy cn thit phi gii bi ton ngc: Cho hm nh, tm hm gc.
Trong mc ny ta s ch ra nhng iu kin mt hm no l hm nh, ngha l tn ti hm
gc ca n, ng thi cng ch ra rng hm gc nu tn ti l duy nht.
nh ngha 2.4: Cho hm X (s) , nu tn ti x(t ) sao cho
L {x(t )} = X ( s) th ta ni
x(t )
l bin i ngc ca X (s) , k hiu x(t ) = L 1{X ( s)}.

2.1.4.1. Tnh duy nht ca bin i ngc
nh l 2.12: Nu x(t ) l mt hm gc vi ch s tng 0 v
im lin tc t ca hm x(t ) ta c:
62
L {x(t )} = X ( s) th ti mi
1
x(t ) =
2i
+ i
st
X ( s )ds
(2.22)
trong tch phn v phi c ly trn ng thng Re(s ) = theo hng t di ln, vi
0 .
l s thc bt k ln hn
Cng thc (2.22) c gi l cng thc tch phn Bromwich.

Cng thc Bromwich cho thy bin i Laplace ngc nu tn ti th duy nht.
2.1.4.2. iu kin mt hm c bin i ngc
nh l 2.1 cho thy khng phi mi hm phc gii tch no cng c bin i ngc. Chng
hn hm X ( s ) = s 2 khng th l nh ca hm gc no v
lim
Re( s )
X ( s) = .
nh l sau y cho ta mt iu kin hm gii tch c bin i ngc

nh l 2.13: Gi s hm phc X (s ) tho mn 3 iu kin sau:
i. X (s) gii tch trong na mt phng Re(s) > 0 ,
ii. X ( s ) M R vi mi s thuc ng trn s = R v lim M R = 0 ,
R
+ i
X (s)ds hi t tuyt i.
iii. Tch phn
Khi X (s ) c bin i ngc l hm gc x(t ) cho bi cng thc (2.22).

c gi c th tm hiu chng minh nh l 2.12, nh l 2.13 trong Ph lc C ca [2] hoc
nh l1 trang 29 ca [5].
2.1.4.3. Mt vi phng php tm hm ngc
a. S dng cc tnh cht ca bin i thun v tnh duy nht ca bin i ngc
T tnh duy nht ca bin i ngc, ta suy ra rng tng ng gia hm gc v hm nh

l tng ng 1-1 . V vy ta c th p dng cc tnh cht bit ca php bin i thun
tm hm ngc.
V d 2.18:
1
4t
=e L
6
(s + 4 )
e 5 3s
5
=e L
6
(s + 4 )
L 1
5
1
4t t
6=e
5!
s
5
e 3s
5 4(t 3) (t 3)
=
e
e
(t 3) .
5!
(s + 4 )6
b. Khai trin thnh chui ly tha

Nu
X (s) =
a0 a1 a2 a3 a 4
+
+
+
+
+ " th
s s 2 s3 s 4 s5
63
x(t ) = L
{X ( s)} = a0 + a1t + a2t
2!
a 3t 3 a 4 t 4
+
+"
3!
4!
(2.23)
V d 2.19:
1
1 s 1 1
1
1
1
1
1
1
1 1
+
" = 2 +
+
"
e = 1 +
2
3
4
3
4
s
s s 2! s
3! s
4! s
2! s 3! s
4! s 5
s s
x(t ) = L
1
t2
t3
t4
+
"
e s = 1 t +
(2!)2 (3!) 2 (4!) 2
s
1 1
(2 t ) + (2 t ) (2 t )
= 1
2
22
22 42
(2 t )
22 42 62
2 2 4 2 6 28 2
( )
" = J0 2 t
trong J 0 l hm Bessel bc 0 (xem chng III).

c. S dng thng d ca tch phn phc
Vi iu kin ca nh l 2.13 th X (s ) c bin
i ngc x(t ) xc nh bi cng thc Bromwich

(2.22).
Mt khc gi s hm X (s) ch c mt s hu
CR
a
hn cc im bt thng c lp a1 , a2 , ..., an trong

na mt phng Re(s ) < vi no > 0 .
Chn R ln sao cho cc im bt thng ny

u nm trong phn ca mt phng c gii hn bi
ng trn C R tm O bn knh R v ng thng
O
an
a1
B'
Re(s ) = . Khi
x(t ) = L
{X (s)} = [Res e st X (s) ; a k ]

n
(2.24)
k =1
c bit nu X ( s ) =
P( s)
, trong bc ca a thc Q(s ) ln hn bc ca a thc P (s ) .
Q( s)
Gi s Q(s ) ch c cc khng im n l a1 , a2 , ..., an v chng khng phi l khng im ca

P (s ) th ta c cng thc Heavyside:
x(t ) = L
V d 2.20: Tm hm gc x(t ) =
P( s ) n P(ak ) ak t
e
=
Q( s ) k =1 Q '(ak )
s 2 + 3s + 5
.
( s 1)( s + 2)( s + 3)
L 1
64
(2.25)

Gii: Hm nh
P( s)
Q' ( s)
=
s =1
P( s)
s 2 + 3s + 5
c cc cc im n l 1, 2 , 3 .
=
Q( s ) ( s 1)( s + 2)( s + 3)
3 P( s)
,
4 Q' ( s)
P( s)
Q' ( s)
= 1 ,
s = 2
V d 2.21: Tm hm gc x(t ) = L
=
s = 3
3
5
5
x(t ) = e t e 2t + e 3t .
4
4
4
3s 2 + 3s + 2
2
( s 2) s + 4s + 8
3s 2 + 3s + 2
P( s )
=
Gii: Hm nh
c cc cc im n l 2 , 2 + 2i , 2 2i .
Q( s) ( s 2) s 2 + 4s + 8
P( s)
Q' ( s)
= 1,
s=2
P( s)
Q' ( s)
s = 2 + 2 i
i P( s)
= 1+ ,
4 Q' ( s )
s = 2 2i
P(2 + 2i )
i
i
= 1 + = 1 .
=
4
4
Q' (2 + 2i )
i
i
x(t ) = e 2t + 1 + e 2t + 2it + 1 e 2t 2it
4
4
i
1
= e 2t + e 2t e 2it + e 2it + e 2t e 2it e 2it = e 2t + e 2t 2 cos 2t sin 2t .

4
2
d. Tm hm gc ca cc phn thc hu t
P( s)
, trong bc ca Q(s ) ln hn bc ca P (s )
Q( s)
u c th phn tch thnh tng ca cc phn thc ti gin loi I v loi II.
Mi phn thc hu t c dng X ( s ) =
Cc phn thc hu t loi I:
1
1
hay
, a c hm gc:
sa
( s a) n
n 1
at t
.
e
=
(n 1)!
( s a) n
1
at
=e ,
s
a
L 1
Cc phn thc hu t loi II:
L 1
Ms + N
( ( s + a)
2 n
(2.26)
, M , N , a, .
S dng tnh cht dch chuyn nh ta c th a cc phn thc ti gin loi II v mt trong
hai dng sau:
s
s2 +
2 n
hoc
1
s2 + 2
(2.27)
Trng hp n = 1 , t v d 2.6 v v d 2.12 ta c:
L 1
s
2
s +
= cos t ,
L 1
65
1
2
s +
sin t
(2.28)

Trng hp n = 2 :
2
2
s +
Trng hp n = 3 :
t sin t
=
,
2
2
2
2
s +
2
2
s +
2
2
s +
sin t t cos t
=
2
2 3
(2.29)
2
t sin t t cos t
=
,
2
3
3 2t 2 sin t 3t cos t
=
2
8 3
(2.30)
3s 2 + 3s + 2
V d 2.22: Hm nh v d 2.21. X ( s ) =
c th phn tch thnh tng
( s 2) s 2 + 4s + 8
cc phn thc ti gin
X (s) =
x(t ) = L
1
2s + 3
1
2( s + 2)
1
+
=
+
s 2 s 2 + 4s + 8 s 2 ( s + 2) 2 + 4 ( s + 2) 2 + 4
1
3s 2 + 3s + 2
2
( s 2) s + 4s + 8
1 2t
2 t
2t
= e + 2e cos 2t e sin 2t .
2
V d 2.25: Tm hm gc ca X ( s) =
5s 2 15s 11
( s + 1)( s 2) 3
Ta c th phn tch X (s ) thnh tng cc phn thc ti gin
1
1
4
7
X ( s) =
= 3 + 3 +
+
( s + 1)( s 2) 3 s + 1 s 2 ( s 2) 2 ( s 2) 3
5s 2 15s 11
x(t ) = L
2 15s 11
1 t 1 2t
2t 7 2 2t
= e + e + 4te t e .
3
3
3
2
( s + 1)( s 2)
1 5s
2.1.5. ng dng ca bin i Laplace

2.1.5.1. ng dng ca bin i Laplace gii phng trnh vi phn tuyn tnh
a. Phng trnh vi phn tuyn tnh h s hng
an
d nx
dt
+ a n1
d n1 x
dt
n 1
+ " + a1
dx
+ a 0 x = y (t )
dt
(2.31)
tha mn iu kin u
x(0) = x0 , x' (0) = x1 , ... , x ( n 1) (0) = xn 1
66
(2.32)
L {x(t )} , Y ( s) = L {y (t )}.
Ta tm nghim l hm gc bng cch t X ( s ) =
p dng cng thc bin i Laplace ca o hm (2.13), (2.14) vi iu kin u (2.32),
L {a0 x(t )} = a0 X (s)

L {a1x' (t )} = a1 (sX (s) x0 )
.. ... ... ... ... ... ... ... ... ... ... ... ...
L {a x
n
(n)
(t ) = an s n X ( s ) s n 1 x0 " sxn 2 xn 1 .
(2.33)
Thay vo (2.31) ta c
(a s
n
+ an 1s n 1 + " + a1s + a0 X ( s ) = Y ( s ) + x0 an s n 1 + an 1s n 2 + " + a1
+ x1 an s n 2 + an 1s n 3 + " + a2 + " + xn 1an .

Vy phng trnh nh c dng: A( s ) X ( s ) = Y ( s ) + B ( s ) X ( s ) =
Y ( s) + B( s)
.
A( s )
nh ngc x(t ) = L 1{X ( s )} l nghim cn tm.

V d 2.27: Tm nghim ca phng trnh: x ( 4) + 2 x"+ x = sin t tha mn iu kin u
x(0) = x' (0) = x" (0) = x (3) (0) = 0 .
Gii: Phng trnh nh: s 4 + 2 s 2 + 1 X ( s ) =
1
1
X (s) =
.
3
s +1
s2 + 1
( 3 t ) sin t 3t cos t .
x(t ) = L { X ( s )} =
8
2
p dng cng thc (2.30) ta c nghim
t
V d 2.28: Tm nghim ca phng trnh: x"+ x = e tha mn iu kin u x (1) = 1 ,
x ' (1) = 0 .
Gii: Bng cch t u = t 1 ta a iu kin u t = 1 v iu kin u u = 0 .
t y (u ) = x (u + 1) = x(t ) . S dng quy tc o hm hm hp ta c:
dy dx dx dt dx
d 2 y d 2x
=
=
=
, tng t
.
=
du du dt du dt
du 2 dt 2
Do phng trnh cho c th vit li tng ng: y" (u ) + y (u ) = e u +1 vi iu kin
u y (0) = 1, y ' (0) = 0 .
t Y ( s ) =
L {y(u)} L {y" (u )} = s 2Y (s) s .
Phng trnh nh: s 2 + 1 Y ( s ) =
s
e
e
.
+ s Y (s) =
+ 2
2
s 1
( s 1) s + 1 s + 1
67
e
e
e
s
e
e
e
y (u ) = e u + 1 cos u + sin u .
Y ( s ) = 2 + 1
2
2
2
( s 1) 2 s 2 + 1 s 2 + 1
2
Vy phng trnh cho c nghim x(t ) =
e
1 t e
e + 1 cos(t 1) + sin(t 1) .
2
2
2
b. H phng trnh vi phn tuyn tnh h s hng

V d 2.29: Tm nghim ca h phng trnh vi phn:
x' = 2 x 3 y
x ( 0) = 8
vi iu kin u
.
y' = y 2 x
y (0) = 3
L {x(t )} , Y ( s) = L {y (t )}
Gii: t X ( s ) =
L {x(t )} = sX 8 , L {y (t )} = sY 3 .
Thay vo h phng trnh trn ta c h phng trnh nh:
sX 8 = 2 X 3Y
sY 3 = Y 2 X
( s 2) X + 3Y = 8
2 X + ( s 1)Y = 3
hay
Gii h phng trnh nh ta c nghim:
8s 17
5
3
X = ( s + 1)( s 4) = s + 1 + s 4
Y = 3s 22 = 5 2
( s + 1)( s 4) s + 1 s 4
x(t ) = 5e t + 3e 4t
y (t ) = 5e t 2e 4t .
c. Phng trnh vi phn tuyn tnh h s bin thin
t x" + x' + 4tx = 0
V d 2.31: Gii phng trnh

t X ( s ) = L { x( t )} th
L {tx"( t )} = d ( s
ds
L {4tx( t )} = 4 dX , L { x'( t )} = sX x( 0 ) .
X sx( 0 ) x'( 0 )) = 2 sX s 2
Phng trnh nh: 2sX s 2

Hay
( s2 + 4 )
ds
dX
+ x( 0 ) .
ds
dX
dX
+ x( 0 ) + sX x( 0 ) 4
= 0.
ds
ds
dX
dX
s
= sX
= 2
ds .
ds
X
s +4
Gii phng trnh ny ta c:
X( s ) =
Nghim ca phng trnh l hm gc
C
s2 + 4
C
x( t ) = L 1
= CJ 0 ( 2t ) .
2
s +4
xc nh C ta thay t = 0 vo 2 v ca ng thc trn: x( 0 ) = CJ 0 ( 0 ) = C .

Vy nghim ca phng trnh l:
x( t ) = x( 0 )J 0 ( 2t ) .
68

2.1.5.2. ng dng ca bin i Laplace gii phng trnh tch phn
Xt phng trnh tch phn dng tch chp
t
A x(t ) + B x(u ) k (t u ) du = C f (t )
(2.34)
A, B , C l cc hng s, f (t ), k (t ) l cc hm gc.
Gii phng trnh (2.34) l tm tt c cc hm thc x(t ) tha mn ng thc vi mi t
thuc mt min no .
Gi s x(t ) l hm gc. t X ( s ) =
L {x(t )} , F ( s) = L { f (t )}, K ( s) = L {k (t )}.
Phng trnh nh A X ( s ) + B X ( s ) K ( s) = C F ( s) X ( s) =
C F ( s)
.
A + B K ( s)
Nghim
x (t ) = L
C F ( s)
A + B K ( s)
(2.35)
V d 2.33: Gii phng trnh tch phn Abel:

t
x(u )
(t u ) du = f (t ) ;
0 < < 1.
{ }
Gii: Ta c A = 0 , B = C = 1 ; K ( s ) = L t =
(1 )
.
s1
F ( s)
s1
=
F ( s ) . Nghim ca phng trnh x(t ) = L
Do X ( s ) =
K ( s ) (1 )
Chng hn =
X ( s) =
{X ( s)}.
1
1 1 2
, f (t ) = 1 + t + t 2 th (1 ) = , F ( s ) = + 2 + 3 .
2
s s
s
s 1 1
2
1 1
1
2
+ 2 + 3 =
1 + 3 + 5
s s
s
s2 s2 s2
1
3 + 6t + 8t 2 .
x(t ) =
3 t
2.1.5.3. ng dng ca bin i Laplace gii cc bi ton mch in

Mt s bi ton v tnh ton cc mch in c a v gii phng trnh vi phn, phng
trnh tch phn, hoc phng trnh o hm ring V vy, nu chuyn qua nh ca bin i
Laplace th vic gii cc bi ton s n gin hn.
Gi s trn mt on mch c in tr R , mt cun dy c h s t cm L v mt t in
c in dung C .
JJG
i
L
C
R
u1
u3
u2
69
u4

Gi u (t ) l hiu in th ca hai u on mch, i (t ) l cng dng in ca mch ti
thi im t . u (t ) v i (t ) tha mn cc ng thc sau:
t
1
di(t )
+
i
(
t
)
dt
q
; u 4 u3 =
u (t ) = u 2 u1 = R i (t ) ; u3 u 2 = L
0 .
C
dt
0
(2.36)
t
I q
di (t )
0
.
t I ( s ) = L {i (t )}, U ( s ) = L {u (t )} th L
= sI i (0) , L i (t )dt + q0 = +
dt
s
s
Trong q0 l in lng ban u ( t = 0 ) trn cc thnh t in. Trong cc bi ton ng

mch cc iu kin ban u u bng 0: q0 = 0 , i(0) = 0 . Lc t s gia in th nh v cng
U
nh gi l tr khng nh Z = . Nh vy cc tr khng nh ca in tr R , cun dy c h s
I
t cm L v t in c in dung C tng ng l:
Z = R ; Z = Ls ; Z =
1
Cs
(2.37)
Khi tnh ton mt mng gm nhiu mch in kn ta p dng nh lut th nht ca

Kirchoff (Kichp) cho tng nt v nh lut th hai cho tng mch kn, sau chuyn cc
phng trnh tm c sang phng trnh nh.
p dng hai nh lut Kirchoff ta c th tm tr khng nh tng ng ca mch mc ni
tip v mch song song c bn sau:
Tr khng nh tng ng Z ca hai tr khng Z1 , Z 2 mc ni tip bng tng hai
tr khng ny.
Z2
Z1
Gi u1 , u 2 , u ln lt l hiu in th gia A, B; B, C v A, C. theo nh lut 1 Kirchoff ta

c u = u1 + u 2 . Chuyn qua nh U = U1 + U 2 ZI = Z1I + Z 2 I . Vy
Z = Z1 + Z 2
(2.38)
Nghch o ca tr khng nh tng ng ca hai tr khng Z1 , Z 2 mc song song

bng tng nghch o hai tr khng ny.
Z1
I1
I
A
B
I2
Z2
70

Gi I1 , I 2 , I ln lt l cng nh trong mch 1, mch 2 v mch chnh. U l in th
nh gia A v B.
p dng nh lut 2 Kirchoff ti nt A ta c I = I1 + I 2
U U
U
=
+
. Vy:
Z Z1 Z 2
1
1
1
=
+
Z Z1 Z 2
(2.39)
V d 2.34: Mt t in c in dung C c np in c in lng q0 . Ti thi im

t = 0 , ta mc n vo 2 mt ca 1 cun dy c in cm L . Tm in lng q(t ) ca t in v
cng i (t ) ca dng in trong mch ti thi im t > 0 .
Gii: p dng nh lut Kirchoff th nht cho mch vng ta c:
t
di 1
=0.
+
i
dt
q
L +
0
dt C
0
V i (t ) =
d 2q
dt 2
dq
nn phng trnh trn tr thnh
dt
t
2
1 dq
=0 Ld q + q =0.
+
dt
q
0
C dt
dt 2 C
0
t Q ( s ) =
L {q(t )} , v q(0) = q0 , q' (0) = i(0) = 0 . Do ta c phng trnh nh:
L s 2 Q sq0 +
Q
= 0 Q = q0
C
Vy q(t ) = q0 cos
t
CL
; i (t ) =
s
s2 +
1
CL
q
dq
t
= 0 sin
.
dt
CL
CL
2.2. PHP BIN I FOURIER

2.2.1. Chui Fourier
2.2.1.1. Khai trin Fourier ca hm tun hon chu k 2
nh ngha 2.5: Cho x(t ) l mt hm tun hon chu k 2 , chui
a0
+ ( an cos nt + bn sin nt )
2 n=1
(2.40)
c cc h s xc nh bi
1
a0 =
1
x(t )dt ; an =
x(t ) cos ntdt ;

71
bn =
x(t ) sin ntdt ; n = 1, 2, ...

0
(2.41)

c gi l chui Fourier ca hm x(t ) . Cc h s (2.41) gi l h s Fourier.
C th chng minh c rng nu
x(t ) =
a0
+ a n cos nt + bn sin nt
2 n =1
(2.42)
th cc h s a0 , an , bn l cc h s Fourier (2.41) ca hm x(t ) .

Ngc li mi hm tha mn iu kin Dirichlet th c th khai trin thnh chui Fourier.
nh l 2.14 (nh l Dirichlet): Gi s hm x(t ) tun hon chu k 2 , n iu tng
khc v b chn (gi l iu kin Dirichlet), ti cc im gin on ta k hiu
x(t ) =
x(t + 0) + x(t 0)
2
(2.43)
Khi chui Fourier hi t v c ng thc (2.42), trong x (t + 0), x(t 0) ln lt l

gii hn phi v gii hn tri ca x(t ) ti t .
2.2.1.2. Khai trin Fourier ca hm tun hon chu k T0 = 2l
Chui Fourier ca hm x(t ) tun hon chu k 2l c dng:
x(t ) =
a0
n
n
+ an cos
t + bn sin
2 n=1
l
l
(2.44)
Cc h s Fourier c tnh theo cng thc sau:

2l
a0 =
2l
2l
1
1
n
1
n
x(t )dt ; a n = x(t ) cos tdt ; bn = x(t ) sin tdt ; n = 1, 2, ...
l
l
l
l
l
0
(2.45)
Nhn xt:
1. Hm tun hon chu k 2 l mt trng hp c bit ca hm tun hon chu k 2l , v
vy cc nhn xt sau y c gi thit l hm tun hon chu k 2l . Ngoi ra do tnh
cht tch phn ca hm tun hon nn cc h s Fourier (2.45) cng c th tnh nh sau:
1
a0 =
l
bn =
2l + c
1
x(t )dt ; an = l
c
1
l
2l + c
x(t ) sin
2l + c
x(t ) cos
n
tdt ;
l
n
tdt ; n = 1, 2, ...c
l
2. Nu x(t ) l hm l tun hon chu k 2l th x(t ) cos
(2.46)
n
n
t l hm l v x(t ) sin t l
l
l
hm chn, do cc h s Fourier (2.44) tha mn

l
a0 = a n = 0 ; bn =
2
n
x(t ) sin tdt ; n = 1, 2, ...
l
l
0
72
(2.47)

3. Nu x(t ) l hm chn tun hon chu k 2l th x(t ) cos
x(t ) sin
n
t l hm chn v
l
n
t l hm l, do cc h s Fourier (2.44) tha mn
l
l
2
2
n
bn = 0 ; a0 = x(t )dt ; a n = x(t ) cos tdt ; n = 1, 2, ...
l
l
l
0
(2.48)
4. Gi s x(t ) l hm xc nh, b chn v n iu tng khc trong khong (a , b ) . Ta c

th m rng thnh hm tun hon chu k 2l = b a . Do x(t ) c th khai trin thnh
chui Fourier, cc h s Fourier c tnh nh sau
b
2
2
2 n
a0 =
x(t )dt ; a n =
x(t ) cos
tdt ;
ba
ba
ba
b
2
2 n
bn =
x(t ) sin
tdt ; n = 1, 2, ...
ba
ba
(2.49)
5. Gi s x(t ) l hm xc nh, b chn v n iu tng khc trong khong (0 , l ) . Khi

ta c th m rng thnh hm chn hoc hm l tun hon chu k 2l . Nu m rng thnh
hm chn th cc h s Fourier c tnh theo cng thc (2.48) v nu m rng thnh
hm l th cc h s Fourier c tnh theo cng thc (2.47).
2.2.1.3. Dng cc ca chui Fourier (Polar Fourier Series)
T cng thc (2.42) nu ta t
A0 =
a0
; An = a n2 + bn2
2
(2.50)
v gc n , 0 n < 2 xc nh bi
an
bn
, sin n =
An
An
(2.51)
a0
n
n
n
+ a n cos t + bn sin t = A0 + An cos t + n

2 n =1
l
l
l
n =1
(2.52)
cos n =
th cng thc (2.42) c th vit li
x(t ) =
Cng thc (2.42) c gi l chui Fourier dng cu phng (Quadrature Fourier Series).
Cng thc (2.52) c gi l chui Fourier dng cc ca x(t ) .
2.2.1.4. Dng phc ca chui Fourier (Complex Fourier Series)
S dng cng thc Euler (1.8) v thay vo (2.42) ta c
a0
a0 eint + e int
eint e int
+ ( an cos nt + bn sin nt ) =
+ an
+ bn
x(t ) =
2 n=1
2 n=1
2
2i
73
a0 an ibn int an + ibn int

+
e +
e
2 n =1
2
2
Vy ta c th vit chui Fourier di dng phc
x(t ) =
cn eint
(2.53)
n =
trong cc h s Fourier phc cn xc nh nh sau
c0 = a0 / 2
cn = (an ibn ) / 2
c = (a + ib ) / 2
n
n
n
a0 = 2c0
an = cn + c n
b = i (c c )
n
n
n
hoc
(2.54)
Cc h s Fourier phc (2.54) c th tnh trc tip
cn =
1
2
c + 2
x(t )e
int
dt , c
(2.55)
Hm tun hon chu k T0 = 2l c khai trin Fourier dng phc
x(t ) =
cn e
n
t
l
n =
Nu k hiu f 0 =
c + 2l
1
cn =
2l
x(t )e
n
t
l dt
, c
(2.56)
1
l tn s c bn ca hm tun hon chu k T0 th cng thc (2.68)
T0
c biu din
x(t ) =
ce
n =
i 2 n f0t
1
, cn =
2l
c + 2l
x (t )e i 2 n f0t dt , c
(2.57)
nh l 2.15: i vi mi hm x (t ) tun hon chu k T0 = 2l tho mn iu kin

Dirichlet th c ng thc Parseval
1
T0
c + T0
x(t ) dt =
cn
(2.58)
n =
Nhn xt: Cng thc (2.44), (2.52), (2.56) cho thy dng cc, dng phc v dng cu
phng ca chui Fourier l hon ton tng ng, ngha l t dng ny ta c th biu din duy
nht qua dng kia v ngc li. Vy th dng no c ng dng tt nht? Cu tr li ph thuc
vo tng trng hp c th. Nu bi ton thin v gii tch th s dng dng phc s thun li hn
v vic tnh cc h s cn d hn. Tuy nhin khi o cc hm dng sng c thc hin trong
phng th nghim th dng cc s thun tin hn, v cc thit b o lng nh vn k, my phn
tch ph s c c bin v pha. Dng cc kt qu th nghim o c, cc nh k thut c
74

th v cc vch ph mt pha l cc on thng ng vi mi gi tr bin An ti tn s
f n = nf 0 =
n
.
T0
2.2.2. Php bin i Fourier hu hn

2.2.2.1. nh ngha php bin i Fourier hu hn
Bin i Fourier hu hn ca tn hiu ri rc { x( n)}
n = l
l
X(f ) =
F { x(n)} = x(n)ei 2 nf
(2.59)
n =
nu chui v phi hi t.
Cng thc bin i ngc
1
x (n) =
F 1 { lX ( f )} = lX ( f )ei 2 nf df
(2.60)
V d 2.36: Tm bin i Fourier hu hn ca tn hiu ri rc x(n) = rect N (n) , N l 1 s t

nhin.
Gii:
l
X(f ) =
x( n)e i 2 nf =
n =
N 1
ei 2 nf =
n =0
1 e i 2 Nf
1 e i 2 f
e iNf e iNf e iNf

sin Nf
.
if
= e i( N 1) f
if
if
sin f
e
e e
Nhn xt:
1. Trong cng thc bin i Fourier 2.59, 2.60 i s f c k hiu cho tn s. C ti
liu khng biu din bin i Fourier qua min tn s m qua min nh sau
l
X ( ) =
F { x(n)} =
x(n)ei n , x(n) =
n =
F 1 { lX ( )} = 21 lX ( )ein d
(2.61)
2. Hai cch biu din ny tng ng vi nhau qua php i bin s = 2f .

3. Mt iu kin tn hiu ri rc { x(n)}
n = tn ti bin i Fourier hu hn l
x ( n) < .
n =
X(f )
4. Cng thc bin i ngc (2.60), (2.61) l khai trin Fourier dng phc ca hm l
X ( ) ) . V vy bin i ngc tn ti khi l
X ( f ) (hoc l
X ( ) ) tha mn iu
(hoc l
kin Dirichlet.
75

2.2.2.2. Tnh cht ca php bin i Fourier hu hn
Tng t php bin i Laplace, php bin i Fourier hu hn c cc tnh cht sau:
1. Tuyn tnh:
F { Ax(n) + By(n)} = AF { x(n)} + B F { y(n)}
(2.62)
2. Tr:
l
X(f ) =
F { x(n)}
F { x(n n )} = e
l
X( f ).
(2.63)
x ( n) = l
X ( f f0 ) .
(2.64)
i 2 n0 f
3. Dch chuyn nh:
l
X(f ) =
F { x(n)}
F {e
i 2 nf0
4. iu ch:
F { x(n) cos(2 nf )} = F x(n) e

0
l
X(f ) =
5. Lin hp phc:
i 2 nf0
X ( f f0 ) + l
X ( f + f0 )
+ e i 2 nf0 l
=
.
2
2
F { x(n)} = x(n)e
(2.65)
i 2 nf
n =
F { x(n)} = x(n)e
i 2 nf
n =
x ( n )e
i 2 nf
=l
X ( f )
(2.66)
n =
Do nu x (n) thc th l
X(f ) = l
X ( f ) .
l
X(f ) =
6. Bin s o:
F { x(n)} = x(n)e
i 2 nf
n =
F { x(n)} =
x(n)e i 2 nf =
n =
x( n)ei 2 ( n )( f ) = l
X ( f )
(2.67)
n =
7. Tch chp:
F { x(n) y(n)} = F { x(n)} F { y(n)}
(2.68)
8. Tch chp nh:
F { x(n) y(n)} = F { x(n)} F { y(n)}
(2.69)
9. Bin i ca hm tng quan
rx, y (n) =
x(m) y(m n) F { rx, y (n)} = lX ( f )Yl ( f )
(2.70)
m =
Nu x( n), y ( n) thc th rx, y (n) =
x(m) y(m n) F { rx, y (n)} = lX ( f )Yl ( f ) .
m =
10. nh l Weiner-Khinchin:
76
F { rx, x (n)} = lX ( f )
(2.71)
11. o hm nh:
l
X(f ) =
F { x(n)}
F { nx(n)} = 2i d Xdf( f )
(2.72)
12. ng thc Parseval:
n =
x ( n) y ( n) = l
X ( f )Yl ( f )df ;
0
n =
2
x ( n) = l
X ( f ) df .
2
(2.73)
2.2.3. Php bin i Fourier

2.2.3.1. Cng thc tch phn Fourier
nh l 2.16: Nu hm x(t ) kh tch tuyt i trn ton b trc thc (
| x(t ) | dt < ) v
tho mn iu kin Dirichlet th c ng thc
1
x(t ) = d x(u ) cos (u t )du
(2.74)
Cng thc (2.74) c gi l cng thc tch phn Fourier.

V hm cosin l hm chn v sin l hm l nn t cng thc (2.74) ta c:
1
x(t ) = F ()d =
2
=
1
2
d x(u ) cos (u t )du
d x(u )(cos (u t ) i sin (u t ))du =
1
2
i ( u t )
du
d x(u )e
(2.74)
(2.74) c gi l cng thc tch phn Fourier phc.

Ch :
1. Cc cng thc trn s dng quy c (2.43) ti nhng im khng lin tc.
2. Nu x (t ) l hm chn th
2
x(t ) = cos td x(u ) cos udu .
(2.76)
3. Nu x (t ) l hm l th
2
x(t ) = sin td x(u ) sin udu .
77
(2.77)

4. Cc cng thc tch phn Fourier, nh l 2.16 c pht biu v chng minh cho trng
hp x(t ) l hm thc. Tuy nhin do tnh cht tuyn tnh ca tch phn nn cc kt qu
trn vn cn ng cho trng hp hm phc bin thc x(t ) kh tch tuyt i c phn
thc, phn o tha mn iu kin Dirichlet.
5. Nu i bin = 2 f
x(t ) =
d = 2 df , thay vo cng thc (2.75) ta c
df x(u)e
i 2 f ( u t )
du = x(u )e i 2 fu du ei 2 ft df

(2.78)
2.2.3.2. nh ngha php bin i Fourier

nh ngha 2.6: Gi s hm x(t ) kh tch tuyt i trn trc thc v tha mn iu kin
Dirichlet. Bin i Fourier (vit tt l FT) ca x(t ) l
l
X(f ) =
F { x(t )} = x(t )e
i 2 ft
dt , f
(2.79)
X ( f ) c gi
Trong k thut, nu x(t ) l hm dng sng (waveform) theo thi gian t th l
l ph hai pha ca x (t ) (two - sided spectrum), cn tham s f ch tn s, c n v l Hz.
T cng thc tch phn Fourier (2.78) ta c cng thc bin i ngc
x(t ) =
F 1 { lX ( f )} = lX ( f )ei 2 ft df
(2.80)
X ( f ) c th vit di dng cc
Hm nh qua php bin i Fourier l
l
X(f ) = l
X ( f ) ei ( f )
(2.81)
trong
l
X(f ) = l
X ( f )l
X ( f ) , ( f ) = l
X(f )
(2.82)
c gi dng bin - pha ca php bin i.
X ( f ) c gi l cp bin i Fourier.
Cp x(t ), l
2.2.3.3. Tnh cht ca php bin i Fourier
a. Tng t cc tnh cht (2.63)-(2.73) ca php bin i Fourier hu hn, php bin i
Fourier c cc tnh cht c tng kt trong bng sau:
(2.83)
Tnh cht
1. Tuyn tnh
Hm x (t )
X(f )
Bin i Fourier l
Ax1 (t ) + Bx 2 (t )
l1( f ) + B l
AX
X 2( f )
78

2. ng dng
x(at )
1 l
X ( f / a)
|a|
3. Lin hp
x(t )
l
X ( f )
4. i ngu
l
X (t )
x( f )
x(t Td )
ei 2 Td l
X( f )
e i 2 f0 t x(t )
l
X ( f f0 )
x(t ) cos 2f 0 t
1l
1
X ( f f0 ) + l
X ( f + f0 )
2
2
5. Tr
6. Dch chuyn nh
7. iu ch
d n x(t )
8. o hm
dt
X(f )
( i 2 f )n l
1
l
X(f )+ l
X (0) ( f )
i 2 f
2
x(u )du
9. Tch phn
( i 2 f )
10. o hm nh
t x(t )
11. Tch chp
x1 x2 (t ) =
x (u ) x (t u )du
1
dn l
X(f )
df n
l
X 1( f ) l
X 2( f )
l
X 1( f ) l
X 2( f )
x1 (t ) x 2 (t )
12. Tch
Hm trong tnh cht 9. l hm Dirac (xem v d 2.40).

b. T nh ngha bin i Fourier (2.79) ta nhn thy rng nu x(t ) l hm thc chn th
bin i Fourier ca n cng l hm thc chn. Kt hp vi tnh cht i ngu 4. ta c th chuyn
X ( f ) cho nhau, ngha l
i vai tr ca x(t ) v l
l
X(f ) =
F { x(t )}
F { lX (t )} = x( f )
(2.84)
2.2.3.4. nh l Parseval v nh l nng lng Rayleigh

Nu x1 (t ), x 2 (t ) l hai hm bnh phng kh tch (gi l hm kiu nng lng) th ta c
ng thc Parseval
x1 (t ) x2 (t )dt =
lX 1 ( f ) lX 2 ( f )df
Khi x1 (t ) = x 2 (t ) = x (t ) ta c nh l nng lng Rayleigh
79
(2.85)
x(t ) dt =
2
l
X 1 ( f ) df
(2.86)
Nh vy c th thay th vic tnh nng lng trong min thi gian bng vic tnh nng
lng trong min tn s.
2.2.3.5. Bin i Fourier ca cc hm c bit
V d 2.37: Xung vung n v
1 nu | t | < 1 / 2
(t ) =
0 nu | t | > 1 / 2
1
i 2 ft
l( f ) =
e dt = ei 2 ft
1/ 2
i 2 f
1/ 2
(2.87)
nu f = 0
1/ 2
1 / 2
nu f = 0
1
= sin( f )
nu f 0
nu f 0
nu t = 0
1
sin c(t ) = sin( t )

nu t 0
t
Ta c:
(2.88)
F { (t )} = sin c( f ) . p dng tnh cht b. cng thc (2.84) ta cng c

F {sin c(t )} = ( f ) .
V d 2.38: Xung tam gic n v
1 | t | nu | t | < 1
(t ) =
nu | t | > 1
0
(2.89)
p dng quy tc tch phn tng phn ta c
l( f ) =
(1 t ) e
i 2 ft
dt = 2 (1 t ) cos(2 ft )dt = ( sin c( f ) )

0
p dng tnh cht b. cng thc (2.84) ta cng c
F {sin c 2 (t )}= ( f ) .
V d 2.39: Hm phn b m hai pha x (t ) = e
l
X(f ) =
t i 2 ft
, >0.
dt = 2 e t cos 2 ft dt
0
p dng quy tc tch phn tng phn, t
U = e t
dU = e t dt
dV = cos 2 ftdt
V = sin 2 ft / 2 f
80
e t sin 2 ft
l
X( f ) = 2
2 f

t
sin
2
e
ft
dt
f
0
2 f
sin 2 ft dt
U = e t
dU = e t dt

Tip tc t
dV = sin 2 ftdt
V = cos 2 ft / 2 f
e t cos 2 ft
l
X(f ) =
f
2 f
l
X(f ) =
0
2 f
e
ft
dt
X ( f )
cos
2
=
0
f 2 f 4 f
2
.
+ 4 2 f 2
2
=e
+ 4 t
Ngc li
2 2
, > 0.
V d 2.40: Hm Dirac hai pha (t ) l hm suy rng, hm chn tha mn tnh cht
0 vi t 0
(t ) =
vi t = 0
(t )dt = 1
(2.90)
1.
f (t )(t )dt = f (0) vi mi hm f (t ) lin tc ti 0.
2.
F { (t )} = (t )ei 2 ft dt = 1
(t ) =
F 1 { 1} = ei 2 ft df .
3. Nu gi thit (t ) l hm chn th
(t ) = (t ) =
i 2 ft
df .
4. p dng tnh ng dng ca bin i Fourier ta c
(at ) =
1
(t ) .
a
5. i bin s ly tch phn ta c
f (t0 ) =
f (t ) (t t0 )dt = f (t0 ) vi mi hm f (t ) lin tc ti t0 .
Hm Dirac cn c gi l hm xung kim.

V d 2.41: Hm bc nhy
t
1 nu t > 0
u (t ) =
= ( ) d
0 nu t < 0
81
(2.91)

Hm u (t ) khng kh tch tuyt i trong ton b trc thc nhng t tnh cht A. 9. v
du (t )
= (t ) ta c th m rng v xem
dt
F {u(t )} = F
1
1
+ ( f ) .
()d =

i 2f 2
V d 2.42: Hm du
1 nu t > 0
sgn(t ) =
= u (t ) u (t )
1 nu t < 0
(2.92)
F {sgn(t )} = F {u(t )} F {u(t )} = i21f + 12 ( f ) i12f + 12 ( f ) = i1f
2.2.4. Php bin i Fourier ri rc (DFT: Discrete Fourier Tranform)

Vic tnh ton bin i Fourier da vo my tnh phi c ri rc ho bng cch chn mt
s hu hn cc gi tr mu theo thi gian v ph c c cng nhn ti mt s hu hn cc tn s.
l ni dung ca php bin i Fourier ri rc.
Gi s N > 0 l mt s t nhin cho trc, cn bc N ca 1:
cht sau:
i.
tha mn cc tnh
(2.93)
N 1
E kn = 0 nu n lN . E kn = N
k =0
iii.
2
N
E N +n = E n , n .
N 1
ii.
E =e
nu n = lN , l nguyn dng
(2.94)
k =0
Vi mi dy tn hiu {x (n)} tun hon chu k N : x( n + N ) = x(n) th
x ( n) =
1
N
N 1 N 1
k =0 m =0
x(m) E mk E nk
(2.95)
Da vo (2.95) ta c th nh ngha php bin i Fourier ri rc ca dy tn hiu {x (n)}

tun hon chu k N .
nh ngha 2.7: Bin i Fourier ri rc ca dy tn hiu {x (n)} tun hon chu k N l
l
X (k ) = DFT { x(n)} =
N 1
x(m) E mk
(2.96)
m =0
Bin i Fourier ri rc ngc
1
x(n) = IDFT l
X (k ) =
N
N 1
lX (k ) E nk
(2.97)
k =0
V d 2.43: Tm bin i Fourier ri rc ca dy tn hiu {x (n)} tun hon chu k N xc

nh bi x(n) = a n , n = 0, ... , N 1 .
82

Gii: l
X (k ) =
N 1
x ( m) E
mk
m =0
N 1
a E
m
mk
m =0
1 a N E Nk
=
=
1 aE k
1 aN
1 ae
2
k
N
Nhn xt:
1.
E =e
2
N
tun hon chu k N (2.93), do php bin i Fourier ri rc ch xt cc

dy tn hiu {x (n)} tun hon. nh l
X (k ) ca bin i Fourier ri rc ca dy tn hiu
{x(n)} tun hon chu k
N cng tun hon chu k N .
2. Mt dy tn hiu hu hn {x(n)}nM=01 c th c m rng thnh dy tun hon chu k
N >M.
3. c cng thc i xng i khi ngi ta nhn
1
N
N vi v phi ca (2.96) v chia
vi v phi ca (2.97):
1
l
X (k ) = DFT { x(n)} =
N
N 1
1
x(m) E mk , x(n) = IDFT lX (k ) = N
m =0
N 1
lX (k ) E nk .
k =0
4. Hu ht cc tnh cht ca FT cng cn ng cho DFT.

5. Chng trnh MATLAB dng lnh:
X = fft (x )
(2.98)
tnh DFT (cng thc (2.96)), trong x = {x ( n)}nN=1 v X = {X ( n)}nN=1 (cng thc c tnh
ng vi n = 1, ... , N thay cho n = 0 , ... , N 1 ).
Dng lnh tnh bin i ngc IDFT (cng thc (2.97)).
x = ifft ( X )
TM TT
nh ngha bin i Laplace
Bin i Laplace ca hm s thc x(t ) xc nh vi mi t > 0
L {x(t )} = X (s) = e st x(t )dt

0
Cc tnh cht ca php bin i Laplace

1. L {Ax (t ) + By (t )} = AL {x (t )} + BL {y (t )}.
2. Vi mi a > 0 ,
3.
L {x(at )} = 1 X s .
L {e at x(t )}= X (s a ) .
83
(2.99)

4. Vi mi a ,
L {(t a) x(t a)} = e sa X (s ) .
5.
L {x' (t )} = sX (s ) x(0) ; L {x (n) (t )}= s n X (s ) s n 1 x(0) s n 2 x' (0) " x (n 1) (0) .
6.
L x(u)du = X (s ) .
7.
L {t n x(t )}= ( 1)n
8.
L x(t ) = X (u )du .
dn
X (s ) .
ds n
9. x(t ) l mt hm gc tun hon chu k T > 0 th X ( s ) =

10.
L {x(t )} = 0
st
x(t )dt
1 e sT
L { x(t ) y(t )} = X (s)Y (s)
Bin i Laplace ngc
x(t ) = L
{X (s)} l bin i ngc ca
X (s ) nu
1
Cng thc tch phn Bromwich x(t ) =
2i
+ i
st
L {x(t )} = X ( s) .
X ( s )ds
Bin i Fourier hu hn ca tn hiu ri rc { x( n)}

n = l
l
X(f ) =
F { x(n)} = x(n)ei 2 nf
n =
Cng thc bin i ngc x(n) =
F 1 { lX ( f )} = lX ( f )ei 2 nf df .
0
Php bin i Fourier

Gi s hm x(t ) kh tch tuyt i trn trc thc v tha mn iu kin Dirichlet. Bin i
X ( f ) = F { x(t )} =
Fourier ca x(t ) l l
x(t )e
i 2 ft
dt , f .
Cng thc bin i ngc:
x(t ) =
F 1 { lX ( f )} = lX ( f )ei 2 ft df .
Php bin i Fourier ri rc

Gi s N > 0 l mt s t nhin cho trc,
E =e
84
2
N
l cn bc N ca 1.

Bin i Fourier ri rc ca dy tn hiu {x (n)} tun hon chu k N l
l
X (k ) = DFT { x(n)} =
N 1
x(m) E mk .
m =0
1
Bin i Fourier ri rc ngc: x(n) = IDFT l
X (k ) =
N
N 1
lX (k ) E nk .
k =0
CU HI N TP V BI TP
2.1 Hm nh F (s ) ca bin i Laplace l mt hm gii tch trong na mt phng.
ng
Sai
2.2 Nu f (t ) l hm gc th o hm f ' (t ) cng l hm gc.

ng
Sai
.
t
2.3 Nu f (t ) l hm gc th tch phn (t ) = f (u )du cng l hm gc.

0
ng
Sai
2.4 Php bin i Laplace c tnh cht tuyn tnh.

ng
Sai
2.5 Bin i Laplace ca tch hai hm gc bng tch hai hm nh.

ng
Sai
2.6 Ch c cc hm tun hon mi tn ti bin i Fourier.

ng
Sai
2.7 Php bin i Fourier hu hn c s dng kho st cc tn hiu ri rc { x( n)}

n = .
ng
Sai
2.8 Mi hm gc ca bin i Laplace u tn ti bin i Fourier.

ng
Sai
2.9 Php bin i Fourier ri rc p dng cho cc dy tn hiu {x (n)} tun hon chu k N .
ng
Sai
2.10 Php bin i Fourier bin min thi gian v min tn s.

ng
Sai
2.11. Tm bin i Laplace ca cc hm gc sau:

a. sin 3 t
d.
(1 + te t )3
b. cos 4 t
c. e 2t ch 3t
e. ch 2t cos t
f. e t sin 2t cos 4t .
2.12. Tm bin i Laplace ca cc hm gc sau:
85
d.
c. t 3 sin t
b. t cos tch a t
a. tch 3t
sin 4t
t
e.
cos at cos bt
t
e at e bt
.
t
f.
2.13. Tm bin i Laplace ca cc hm gc:
( t 1)2
b. x(t ) =
0
a. (t b) cos (t b)
c. x(t ) = 2 t
0
nu 0 < t < 1
nu
0 < t <1
nu 0 < t <
.
nu t >
cos t
d. x(t ) =
sin t
nu 1 < t < 2
nu t > 2
nu t > 1
2.14. Tm bin i Laplace ca cc hm gc:

t
a. x(t ) = u 2 u + e u du
b. x(t ) = (u + 1) cos u du
0
1 eu
du .
u
0
c. x(t ) = cos(t u ) e 2u du
d . x(t ) =
2.15. Chng minh rng nu X ( s) = L { x(t )} th
t1
L dt x(u) du = X (s) .
0
s2
2.16. Tm bin i Laplace ca cc hm gc tun hon c th hoc xc nh nh sau:

a.
b.
1
1
c.
86

d.
x(t ) = cos t .
2.17. S dung cng thc nh ngha Laplace tnh cc tch phn sau:
a.
3 t
t e sin t dt
0
sin t
dt
t
3t
e 6t
dt
t
cos 6t cos 4t
c.
dt
t
d.
a. Chng minh rng bin i Laplace
L {sin 2n+1 t} =
b. Chng minh rng bin i Laplace
L {sin 2n t} =
2.18.
b.
(2n + 1)!
( s + 1)"( s
2
+ (2n + 1)2
(2n)!
) (
s s 2 + 4 " s 2 + (2n)2
2.19. Tm hm gc ca cc hm s sau:
a.
d.
s2
b.
( s 1) 3
4 s + 12
e.
s 2 + 8s + 16
s+3
c.
s 2 + 6 s + 11
(s
s3
2
+4
f.
6s 4
s 2 4 s + 20
(s
3s + 2
2
4s + 6
2.20. Tm hm gc:
a.
c.
3s + 1
b.
( s 1) s 2 + 1
s 1
( s + 3) s 2 + 2 s + 2
d.
s3 s3 + 1
5s 2 15s 11
( s + 1)( s 2) 2
2.21. Tm hm gc:
4
a.
s 9 s + 16 s 4 s + 5
b.
s 5 4 s 4 + 5s 3
s
3
s ( s 2 + 1)
2.22. Tnh:
J 0 (u) J 0 (t u )du ,
(t > 0) .
1
e s
2.23. Tm hm gc ca hm nh:
87
c.
1
2s + 3
d.
e 4 3s
( s + 4)

2.24. Gii cc phng trnh vi phn tuyn tnh h s hng vi cc iu kin u:
a. x"+2 x'+ x = t 2 e t ,
x(0) = x' (0) = 0 .
b. x" '+3x"+3x'+ x = 6e t ,
x (0) = x ' (0) = x" (0) = 0 .
c. x" x = 4 sin t + 5 cos 2t ,
x(0) = 1, x' (0) = 2 .
d. x"+9 x = cos 2t ,
x(0) = 1, x( / 2) = 1 .
2.25. Gii cc phng trnh vi phn tuyn tnh h s hng vi cc iu kin u:
a. x"+ a 2 x = f (t ) ,
x(0) = 1, x' (0) = 2 .
b. x"a 2 x = g (t ) ,
x(0) = C1 , x' (0) = C 2 .
2.26. Gii h phng trnh:
x'+ y ' = t
a.
x" y = e t
x(0) = 3, x' (0) = 2

vi iu kin u
.
y (0) = 0
x' y '2 x + 2 y = sin t

b.
x"+2 y '+ x = 0
x(0) = x' (0) = 0

vi iu kin u
.
y ( 0) = 0
3x"+3 y" = te t 3 cos t

c.
tx" y ' = sin t
x(0) = 1, x' (0) = 2

vi iu kin u
.
y (0) = 4, y ' (0) = 0
2.27. Cho mch in nh hnh v c ni tin vi sut in ng E volts, in dung 0,02 farads,
h s t cm 2 henry v in tr 16 Ohms. Ti thi im t = 0 in lng t in v cng
dng in trong mch bng 0. Tm in lng v cng dng in ti thi im t nu:
a. E = 300 (Volts)
b. E = 100 sin3t (Volts)
C = 0.02 F
2h
16
2.28. Cho mch in nh hnh v:
E = 500 sin 10t
R1 = 10ohms
JG
i1
L = 1henry
R2 = 10ohms
C = 0, 01 farad .
Nu in th t in v cng
R1
i1 , i2 bng khng ti thi im t = 0 .
Tm in lng ti t in ti thi im t > 0 .
88
JG
i2
R2
0 nu 5 < t < 0
3 nu 0 < t < 5
2.29. Cho x(t ) l hm tun hon chu k 10 v x(t ) =

a. Tm chui Fourier ca x(t ) .
b. x(t ) nhn gi tr bao nhiu ti t = 5, 0, 5 chui Fourier hi t v x(t ) vi mi
t [ 5;5] .
2.30. Cho x(t ) = 2t , 0 < t < 4 .
a. Tm khai trin Fourier ca x(t ) theo cc hm sin .
b. Tm khai trin Fourier ca x(t ) theo cc hm cos .
1 / 3n
0
n0
2.31. Cho dy tn hiu ri rc x(n) =
n<0
a.
Tm bin i Z ca x (n) .
b.
Tm bin i Fourier ca x (n) .
c.
Tm bin i Fourier ca y ( n) = nx ( n) .
e i 2fn0
f < f0
2.32. Tm bin i Fourier ngc ca X ( f ) =

0
nu ngc li
trong trng hp f 0 =
1
, n0 = 4 .
4
1 nu T < t < T
2.33. a. Tm bin i Fourier ca x(t ) =
0 nu t > T
b. Hy suy ra gi tr ca tch phn
sin T cos t
d .
c. Tnh
sin u
du .
u
0
d. p dng ng thc Parseval cho hm x (t ) cu a, suy ra gi tr ca tch phn:
sin 2 u
0 u 2 du .
2.34. Tm hm chn tha mn phng trnh tch phn
x(t ) cos t dt = 0
0
nu 0 1
nu > 1
89
2.35. Chng minh rng
cos t
t
d = e .
2
2
+1
0
2.36. Tm bin i Fourier ca cc hm s sau:

a.
x(t ) = (t / T ) sin 0t .
b.
t
1
(t / T ) =
T
0
t <T
t >T
2.37. Tm bin i Fourier ca cc hm s sau:

a.
et / T
x(t ) =
0
b. x(t ) = e
t /T
t>0
, T > 0.
t<0
, T > 0.
1
, a > 0.
t 2 + a2
c.
x(t ) =
d.
1 t 2 nu 1 < t < 1
x(t ) =
0 nu t > 1
90
Chng 3: Cc hm s v cc phng trnh c bit
CHNG III: CC HM S V CC PHNG

TRNH C BIT
GII THIU
Ta gp cc hm s cp c bn thc v phc, l cc hm lng gic, lng gic
ngc, hm m, hm lgarit, hm a thc. Cc hm nhn c bng cch thc hin mt s hu
hn cc php ton cng tr nhn chia, ly hm hp t cc hm s cp c bn c gi l cc hm
s cp. Cc hm khng phi s cp gi l cc hm siu vit. Trong chng ny chng ta kho st
cc hm siu vit c bit thng c s dng trong k thut ni chung v trong ngnh in t
vin thng ni ring.
Cc hm ny c th c xt di dng tng qut hm bin phc gm c:
Cc hm tch phn: Tch phn sin, tch phn cos, tch phn m.
Hm Gamma, hm Bta
Cc hm xc sut trong c hm xc sut li.
Cc hm Bessel loi I, loi II l nghim ca phng trnh Bessel.
i vi mi hm trn ta kho st cc tnh cht ca chng: Bin i Laplace, khai trin Mac
Laurin v khai trin tim cn.
Khai trin Mac Laurin kho st dng iu ca hm s ti 0, khai trin tim cn kho st
dng iu ca hm s ti .
T cng thc tch phn Lommel ca hm Bessel loi I ta xy dng h trc giao v khai trin
Fourier-Bessel ca hm s trn on [0; 1] .
NI DUNG
3.1. KHI NIM V KHAI TRIN TIM CN HM S
3.1.1. nh ngha khai trin tim cn
Chui hm
a0 +
a1 a 2
+
+
z z2
an
zn
(3.1)
Trong ai ( i = 0, 1, 2,...) l cc hng s phc, gi l khai trin tim cn ca hm s f ( z )

nu tho mn hai iu kin di y :
lim Rn ( z ) = lim z n { f ( z ) S n } = 0 , ( n c nh)

z
91
a
trong : S n = a0 + 1 +
an
zn
l tng ring th n chui (3.1)
f ( z ) S n khng dn n 0 khi n vi z c nh.
Chui hm tim cn ca hm s f ( z ) thng k hiu
f (z ) ~ a0 +
an
zn
a1
+
z
an
zn
l s hng tng qut th n ca khai trin tim cn.
Ch 1: iu kin th nht ca khai trin tim cn c ngha l :

>0 >0 : z> ; n c nh th
z n { f ( z ) S n ( z )}
Ch 2: Nh vo khai trin tim cn c th tnh gn ng gi tr ca nhng hm s c

bit.
V d 3.1: Cho hm s f ( x ) = t 1e x t dt
, ( x > 0)
Bng cch lp li cc tch phn tng phn s nhn c
1
f (x ) = e x t
t
t 2 e x t dt =
x
(n 1)! + ( 1)n x n t n 1e x t dt
1 1!
2! 3!
=
+
+
2
x x
x3 x 4
+ ( 1)
Xt tng ring: S n ( x ) =
1 1!
2!
2
x x
x3
n 1
Suy ra: Rn ( x ) <
n!
x
n +1
xn
0 < f ( x ) S n ( x ) = n! t n1e x t dt =
x
1
1 1!
t 2 e x t dt =
+ 2! t 3 e x t dt
2
x
x x
x
x
+ ( 1)n1
n!
x n +1
(n 1)!
xn
(n + 1)! t n 2 e x t dt <
x
n!
x n +1
Vi n c nh th lim x n Rn ( x ) = 0 chng t S n ( x ) l tng ring ca khai trin tim cn

x
hm s f (x ) mc d bit rng chui hm phn k vi mi gi tr ca x . Chng ta hy tnh f (10 ) .

S hng tng qut l
(1) n n!
10 n +1
c gi tr tuyt i gim theo n t 1 n 10 v sau tng ln v
hn.
92
f (x ) S n (x ) <
Theo nh gi trn
n!
x
n +1
nn c th coi f (10) S10 v f (10) S10 <
10!
1011
= 0,0000362
Bng s di y cho thy s gim v tng ca dy tng ring:

S1 = 0,1
S6 = 0,091720
S11 = 0,091782
S16 = 0,091685
S2 = 0,09
S7 = 0,091792
S12 = 0,091743
S17 = 0,091895
S3 = 0,092
S8 = 0,091742
S13 = 0,091791
S18 = 0,091545
S4 = 0,0916
S9 = 0,091782
S14 = 0,091729
S19 = 0,092185
S5 = 0,09184
S10 = 0,091746
S15 = 0,091816
Ch 3: Hm s f(z) khai trin tim cn trn min D th khai trin l duy nht trn min D.
Tht vy:
a 0 = lim f ( z ), a1 = lim { f ( z ) a 0 }, a 2 = lim f ( z ) a 0 1 ,

z
z
z
z
(3.2)
Tuy nhin hai hm khc nhau c th c cng mt khai trin tim cn. Chng hn hm s
f1 ( z ) v f 2 ( z ) = f1 ( z ) + e
0,1...) ca hm e
, Re > 0 c cng mt khai trin tim cn v cc h s ai ( i =
tnh theo cng thc (3.2) u bng khng.
3.1.2. Tnh cht
Cho
an
bn
,
(
)
~
g
z
n
n
n =0 z
n =0 z
f ( z) ~
nh l 3.1: S hng tng qut th n ca khai trin tim cn hm s f ( z ) + g ( z )

( , = const ) c dng:
an + bn
zn
nh l 3.2: S hng tng qut th n ca khai trin tim cn hm f ( z ) g ( z ) c dng :
1
zn
ak .bn k
k =0
nh l 3.3: Nu hm (w ) khai trin thnh chui lu tha c bn knh hi t l R (tc l

hi t khi w < R ) th khai trin tim cn hm hp ( z ) = ( f ( z )) nhn c bng cch t trc
tip khai trin tim cn hm w = f ( z ) vi iu kin
a0 < R vo chui lu tha ca hm
(w ) .
nh l 3.4: Nu f (z ) v f ' ( z ) c th khai trin tim cn th khai trin ca f ' ( z ) nhn
c bng cch ly o hm tng t ca khai trin f (z ) .
93
f ( z) ~
an
zn
f ' ( z) ~
n =0
na n
n =0
z n+1
nh l 3.5 : Nu f (z ) c khai trin tim cn v a0 = a1 = 0 th khai trin tim cn hm
f ( z )dz nhn c bng cch ly tch phn tng t ca khai trin hm s
f (z ) .
f ( z) ~
an
zn
n =0
f ( z )dz ~
(n 1)nz n1 .
n =0
Ch 4: Gi s f ( z ) khng th khai trin tim cn, tuy nhin tn ti hm s g (z ) m t s
a
a
f ( z)
~ a0 + 1 + 2 +
g ( z)
z z2
f ( z)
c th khai trin tim cn
g ( z)
a
a
f ( z ) ~ g ( z ) a 0 + 1 + 2 +
z z2
khi thng vit :
Gi tch a0 g (z ) l phn chnh biu din tim cn hm s f ( z ) .
3.2. CC HM S TCH PHN

3.2.1. nh ngha cc hm s tch phn
et
dt , x > 0
t
x
1. Ei(x ) =
c l hm tch phn m ca x.
(3.2)
sin t
dt , x > 0
t
0
2. Si(x) =
c l hm tch phn sin ca x.
(3.3)
cos t
dt , x > 0 c l hm tch phn cosin ca x.
t
x
3. Ci(x ) =
(3.4)
Ngoi ra k hiu:
sin t
dt
t
x
si(x) =
sin t
dt =
suy ra
t
2
cng c l tch phn sin ca x..
Si( x) =
(3.5)
+ si( x) .
3.2.2. Khai trin thnh chui lu tha v bin i Laplace ca cc hm tch phn
x
sin t
t 2n
sin t
x 2 n +1
dt = (1) n
= (1) n
Si(x) =
t
(2n + 1)!
t
(2n + 1)!(2n + 1)
n =0
n =0
0
94
(3.6)
Bin i Laplace:
L {Ei(t )} = e
st
L {Ei(t )} = e st e
1
1 1
ln (s + 1)
dv dt = e st e vt dt dv =
dv =
v
v0
v v+s
s
1
1
tv
Tng t
eu
u
du
du dt , i bin s v = dv =
t
t
t u
L {Ci(t )} = e
ln s 2 + 1
cos u
cos tv
st
du dt = e
dv dt =
2s
0
t u
1 v
st
p dng php bin i Laplace c th khai trin hm Ei( x ) v Ci( x ) nh sau :
(1) n x n+1
x2n
; Ci( x) = ln x + + (1) n
.
(2n)!2n
n =1 n + 1 ( n + 1)!
n =1
Ei( x) = ln x +
(3.7)
trong :
= lim (1 +
m
1
1
+ .... + ln m) gi l hng s Euler.
2
m
t 2n
nn
Mt khc, v cos t = (1)
(2n)!
n=0
n
(3.8)
t 2n
1 cos t
dt . Vy:
(
1
)
t
(2n)!2n
n =1
n
Ci( x) = ln x +
0
1 cos t
dt
t
(3.9)
Vi x kh b ( k hiu x << 1 ) s nhn c cc cng thc sp x nh sau :
Si( x) ~ x , Ci( x) ~ + ln x , Ei( x) ~ ln x .

3.2.3. Khai trin thnh chui tim cn
eit
dt
t
x
Ci( x) + isi( x) =
Lp li cc tch phn tng phn v so snh cc phn thc, phn o tng ng nhn c:
Si( x) ~
cos x
(2n + 1)!
n (2n)! sin x
(
1)
(1) n
2n
x n =0
x
x n =0
x 2 n+1
sin x
(2n)! cos x
(2n + 1)!
Ci( x) ~
(1) n 2 n
(1)n
x n=0
x
x n =0
x 2 n +1
Cc cng thc gn ng cho php xc nh cc gi tr Si( x) v Ci( x ) .
th ca cc hm Si( x) v Ci( x ) cho trn hnh 3.1.
S
95
(3.10)

+2
Si( x)
Ci( x)
0
Hnh.3.1
3.3. HM GAMMA
3.3.1. nh ngha hm Gamma (Gauss)
Hm s Gamma, k hiu (z), l hm s bin s phc xc nh vi mi
z 0, 1, 2,
cho bi biu thc:
m!m z
( z ) = lim
m z ( z + 1)( z + 2)...( z + m)
(3.11)
nh l 3.6: Hm gamma c cc dng sau y:

1. Cng thc Weierstrass:
z
z
1
= ze z . 1 + e m
m
( z )
m =1
trong l hng s Euler, thng ly gn ng
(3.12)
1 3
( 10 1) = 0,5772173
2
2. Cng thc Euler:
( z ) = e t t z 1dt
nu Re z > 0
(3.13)
3.3.2. Cc tnh cht ca hm Gamma

1. ( z + 1) = z( z )
(3.14)
m.m!
= 1.
m 1.2...( m + 1)
(3.15)
3. Vi z = n th (n + 1) = n! (1) = n!
(3.16)
2.
4.
(1) = lim
( z )(1 z ) =
, z 0, 1, 2, 3,...
sin z
96
(3.17)

Trong ( 3.17 ) thay z bi z +
5.
1
ta nhn c:
2
1 1
1 3 5
z + z =
, z , , ,...
2 2
2 2 2
cos z
(3.18)
1
=
2
6.
(3.19)
7. T cng thc nh ngha (3.11 ) suy ra: ( n) = vi n .
1 (2n 1)!!
n + =
2
2n
8.
(3.20)
t z = n vo (3.18), t (3.20) suy ra:
1
(2) n
n + =
2 (2n 1)!!
(3.21)
th hm s Gamma vi z l s thc cho trn hnh 3.2 (theo cng thc (3.11)).
( x + 1)
4
3
4 /3
2
1
/2
x
16 / 105
-5
-4
-3
-2
-1 -1/2
1/2
-1
8 / 15
-2
2
-3
-4
Hnh 3.2
97

V d 3.2: Tnh (5 / 2) ; (3 / 4)(5 / 4) .
3 3 3 3 1 3 1 1 3
5
.
Gii: = + 1 = = + 1 = =
2 2 2 2 2 2 2 2 4
2
2
3 5
3 1 1 3 1 1
= + 1 = =
=
.
4
4 4
4 4 4 4 4 4 sin
4
3.3.3. Biu din hm Gamma qua tch phn Cauchy
Xt tch phn:
I=
1 e z dz
2i z +1
L
Chu tuyn L gm ng trn tm gc to vi bn knh b v hai nhnh chy dc

theo phn m ca trc thc.
y
Gi I1 l tch phn theo ng trn z = rei : I1 =
1
e r (cos + i sin ) i. .r d .
2
Nu Re < 0 th I1 0 khi r 0
Gi I 2 l tch phn theo na ng di z = xe
e i
: I2 =
2i
Gi I 3 l tch phn theo na ng trn z = xei : I 3 =
e i
2i
e x
x +1 dx
0
e x
x +1 dx
0
Suy ra
sin x 1
sin
I = I 2 + I3 =
e x
dx =
( )
Theo cng thc (3.17):
sin
1
( ) =
( + 1)
1 e z dz
1
Mt khc
=
+1
2 i L z
2 i
e z dz
trong C l ng khp kn bao quanh O. Do :
z +1
1
1
=
( + 1) 2 i
98
e z dz
z +1
(3.22)

3.3.4. Lin h gia hm Beta v hm Gamma
nh ngha 3.1: Hm s biu din di dng tch phn ph thuc hai tham s thc
p, q > 0
1
B( p, q ) = x p 1 (1 x) q 1 dx
(3.23)
gi l hm Beta hay l tch phn Euler loi 1.

Hm Gamma gi l tch phn Euler loi 2.
Tnh cht:
1.
B ( p, q ) = B (q, p ) .
(3.24)
2. t x = cos 2 khi :
B ( p, q ) = 2 cos 2 p 1 sin 2 q 1 d
(3.25)
3.
B(m, n) =
(m).(n)
( m + n)
d
=
tg
(3.26)
1
cos 2
sin
1
2
3 1

2
1 3 1
4
4
= B , = =
=
2(1)
2
2 4 4
2 sin
4
3.4. CC TCH PHN XC SUT

3.4.1. nh ngha hm li
Tch phn ph thuc cn trn:
erf ( x ) =
2 x t 2
e dt
0
(3.27)
xc nh mt hm s ca bin s x c gi l hm li (error function).
1
Hm mt ca phn b chun tc N (0,1) : ( x ) =
e
2
ca hm Gauss c cho trn hnh 3.3:
99
x2
2
gi l hm Gauss. th
(x)
1
2
0
Hnh 3.3
Din tch ca hnh phng gii hn bi trc Ox v th hm s Gauss bng n v, tht vy:
+
S=
( x)dx =
t x = 2u S =
1
2
1
2 du
x2
2
dx =
x2
2
dx
1
= 1
2
Din tch hnh phng gii hn bi hm Gauss, na trc honh bn tri tnh t im c honh
x s l:
2
x t
e 2
( x) =
dt
(3.28)
y l hm phn b chun tc N (0;1) .
x
erf
=
2
t u = t 2 vo (3.27) s c:
x u
e 2
du , m
x
erf
+ 1 = 2(x )
2
Vy
0 u
e 2
du =
1
.
2
(3.29)
Cc hm erf ( x) v ( x) ng vai tr rt quan trng trong l thuyt xc sut, c bit

thng c s dng khi phn tch cc nhiu tn hiu.
3.4.2. Khai trin lu tha ca hm li
t 2
t 2n
= (1)
n!
n=0
n
erf ( x) =
t
e dt =
0
x 2n +1
(1) n n!(2n + 1)
n =0
2
x3 x5
x
1!3 2!5
+ (1) n
100
x 2 n +1
+
n!(2n + 1)
(3.30)

Chui v phi hi t vi mi x.
3.4.3. Chui tim cn ca hm i li (complementary error function)
Hm i li c nh ngha v k hiu:
2
2 t 2
2
t 2
erfc( x) = 1 erf ( x) =
e t dt .
e dt e dt =
0
x
0
t u = t th erfc( x ) =
1
2
e u du =
u
x2
x2
(3.31)
u
u 2 de
Sau khi lp li cc tch phn tng phn nhn c:
erfc( x) =
e .u
1
2
x2
x2
2
2
e x
erfc( x )
x
2
3
de
2
2
x2 5
1 e x
e x
1 .3
2 de u
.
u
=
x
2x3 22
1
1.3 1.3.5
n 1 (2n 3)!!
1 2 + 2 4 3 6 + ...(1)
2 .x 2 .x
2n 1 x 2 n 2
2x
(3.32)
x
2
3.4.4. Biu din hm erfc qua tch phn Cauchy

Trong cng thc (3.32) thay x bi
x
nhn c
2
2
x 2n+1
x
n
erfc = 1
(
1
)
n =0
2
n!2 2n+1 (2n + 1)
nu r = 0
n
1
(1) (2n 1)!!
T cng thc (3.21) vi n c
=
r
.2n
1
2
0
nu r = 2n + 1
nu r = 2n
(1) r x r
x
erfc =
2 r = 0 r!1 r
Suy ra:
T cng thc (3.23 ) thay =
r
s c:
2
r
1
2
1
2 i
e z dz
z1 r 2
T nhn c:
1
x
erfc =
2 2 i
r
e z (1) x z
1
dz =
z r =0
r!
2 i
Chu tuyn C xc nh 3.3.3.
101
ezx
z
dz
(3.33)
3.5. CC HM BESSEL
3.5.1. Cc hm Bessel loi 1 v loi 2
3.5.1.1. Phng trnh Bessel
Phng trnh vi phn tuyn tnh thun nht
d2y
dz 2
1 dy
2
+ (1
)y = 0
z dz
z2
(3.34)
Gi l phng trnh Bessel ng vi tham s , di y thng xt vi v thng

gi l phng trnh Bessel cp 0 .
Nghim ring ca phng trnh (3.34) gi l hm Bessel cp . R rng nu J ( z ) v
Y (z ) l hai nghim c lp tuyn tnh ca (3.34) th nghim tng qut ca n c dng

y( z ) = AJ ( z ) + BY ( z ) = Z ( z )
(3.35)
Trong A, B l cc hng s tu .
3.5.1.2. Hm Bessel loi 1
Ta tm nghim ca phng trnh (3.34) theo phng php Frobenius bng cch xt cc
nghim di dng chui:
y ( z ) = z a r z r , a0 0 .
r =0
Thay vo phng trnh (3.34) v ng nht h s suy ra cc hng s v a r (r = 0,1,2...)

tho mn cc phng trnh
( 2 2 )a0 = 0
( + 1) 2 2 a1 = 0
................................
2
2
( + r ) a r + a r 2 = 0
................................
(3.36)
Gi s a0 0 khi =
1. Trng hp th nht: =
( + r ) 2 2 = ( + r ) 2 2 = (2 + r )r
ar =
ar 2
r 0
r (2 + r )
(1) r
, a0 tu .
a 2 r +1 = 0 r = 0, 1, 2, ... v a 2r = a0
2 2r r (1 + )(2 + )...(r + )
102
(3.37)

Ly
a0 =
2 (1 + )
v bit rng:
(1 + r + ) = (1 + )(2 + )...(r + ) (r + )
Suy ra:
z
y( z) =
2
(1) r
z
r!( + r + 1) 2
r =0
2r
J ( z)
(3.38)
Nu = n th:
z
J n ( z) =
2
(1) r z
r!(r + n)! 2
r =0
2r
(3.39)
c bit
(1) r z
J0 =

2
r =0 ( r!) 2
2r
(3.40)
2. Trng hp th hai: =
( + r ) 2 2 = ( + r ) 2 2 = (2 + r )r
Cc h s chn lin h theo cng thc
2r (2r 2 )a 2 r + a 2 r 2 = 0
(3.41)
Cc h s l tho mn
(2r + 1)(2r + 1 2 )a 2r +1 + a 2r 1 = 0 .
a) Nu
2k + 1
, k th a 2 r +1 = 0 vi mi r , khi tng t nh trn, chn a0
2
thch hp s c
z
y( z) =
2
b) Nu =
v h s l a 2 r +1
(1) r
z
r!(r + 1 ) 2
r =0
2r
J ( z)
(3.42)
2k + 1
, k (cp bn nguyn) th h s l a 2 r +1 = 0 vi mi ch s r < k
2
c th khc khng khi r k . Tuy nhin nu ta chn cc h s l u bng
khng v chn a0 thch hp vn c nghim c dng ( 3.42).

Gi J ( z ) v J ( z ) l cc hm Bessel loi 1.
nh l 3.7:
1. Nu khng phi l s t nhin th J ( z ) v J ( z ) c lp tuyn tnh.
Trong trng hp ny nghim tng qut ca ( 3.34 ) c dng: Z ( z ) = AJ ( z ) + BJ ( z ) .
2. Nu = n th J n (z ) v J n (z ) ph thuc tuyn tnh, hn na
103
J n ( z ) = (1) n J n ( z ) .
(3.43)
3.5.1.3. Hm Bessel loi 2

Xt hm s
cos .J ( z ) J ( z )
sin
Y ( z ) =
lim Y ( z )
n
nu n
(3.44)
nu = n
cng l nghim ca phng trnh Bessel (3.34), c gi l hm Bessel loi 2.

p dng quy tc De LHospital nhn c
Yn (z ) =
J ( z )
1 J n ( z )
( 1)n n
n
n
(3.45)
Nh vo cng thc o hm ca hm s ln ( z ) nhn c kt qu sau:
z
2
1 n 1 (n r 1)! z
Yn ( z ) = + ln J n ( z )

r!
2
r =0
2
trong :
n2r
Snr z
(1)

r !(n + r )! 2
r =c
1
2r + n
(3.46)
S nr = 1 +
1
1
1
1
, r0
+ .... + + 1 + + ..... +
2
2
r
r+n
(3.47)
S no = 1 +
1
1
+ ...... + .
n
2
(3.48)
Vi mi , cc hm J ( z ) v Y ( z ) l c lp tuyn tnh.
Theo l thuyt ca phng trnh vi phn tuyn tnh thun nht cp 2:
d2y
dz 2
+ p(z )
dy
+ q(z ) y = 0 .
dz
Nu bit y1 ( z ) l mt nghim th ta c th tm nghim c lp tuyn tnh vi y1 ( z ) theo
1 p ( z ) dz
cng thc: y 2 ( z ) = y1
e
dz .
y12
V vy vi trng hp phng trnh Bessel cp n nguyn, ta c th tm nghim c lp vi
J n (z ) theo cng thc:
dz
y ( z ) = J n ( z ) A + B
zJ n2 ( z )
Chn A, B thch hp s c hm s Yn ( z ) cho bi (3.46). Hm s Yn ( z ) gi l hm

Weber.
i khi cn s dng hm s c lp tuyn tnh vi J ( z ) theo cng thc:
104
N ( z) =
1
Y ( z ) + (ln 2 ) J ( z )
2
(3.49)
Gi l hm s Neumann.
Gi Y ( z ), N ( z ) l cc hm Bessel loi 2.
3.5.2. Cc cng thc truy ton i vi hm Bessel
Cc cng thc sau ng vi mi (k c trng hp < 0 ):
1. J +1 ( z ) =
2
J ( z ) J 1 ( z ) .
z
(3.50)
2. zJ ' (z ) = J ( z ) zJ +1 ( z ) .
(3.51)
= 0 J '0 ( z ) = J1 (z ) . Chng t cc khng im ca J 1 ( z ) lm cho J 0 (z ) t cc

i hoc cc tiu.
3.
J ' (z ) =
1
[J 1 (z ) J +1 (z )] .
2
4.
zJ ' (z ) = zJ 1 ( z ) J ( z ) .
5.
d
z J (z ) = z J 1 ( z ) .
dz
6.
(3.52)
(3.53)
(3.54)
(3.55)
d
z J ( z ) = z J +1 ( z ) .
dz
z
z J 1 (z )dz =
7.
z0
z
dz (z
z
(3.56)
(3.57)
z0
z0
z J +1 (z )dz =
z0
J ( z ) dz = z J ( z ) .
z0
z
d
z J ( z ) dz = z J ( z ) .
z0
dz
8.
J (z )dz = 2[J +1 (z ) + J + 3 (z ) + ] = 2 J + 2k +1 (z ) .
k =0
c bit
(3.58)
k =0
J 0 (z )dz = 2[J1 (z ) + J 3 (z ) + ] = 2 J 2k +1 (z ) .
(3.59)
9. Vi mi s nguyn dng m *+ t: I m = z m J m ( z )dz th

0
I m = z m J m1 ( z ) + (2m 1) I m1 .
z
10. Vi mi cp s t nhin m, n , n < m t: I m, n = z m J n (z )dz th

0
105
(3.60)
I m, n = z m J n +1 ( z ) ( m n 1) I m 1, n +1 .
(3.61)
3.5.3. Cc tch phn Lommel

nh l 3.8:
z
k 2 l 2 . (3.62)
k 2 l 2 . (3.63)
J ( kz ) J ( lz ) zdz = k 2 l 2 {kJ ( lz ) J +1 ( kz ) lJ ( kz ) J +1 ( lz )} ,
0
z
J ( kz ) J ( lz ) zdz = k 2 l 2 {lJ 1 ( lz ) J ( kz ) kJ 1 ( kz ) J ( lz )} ,
0
2
zJ (kz )dz =
0
1 2 2
2 2
z J ' (kz ) + 1
J (kz ) .
2 2
2
k z
(3.64)
3.5.4. Quan h gia hai hm Bessel vi cp hn km nhau mt s nguyn

T cng thc (3.55) suy ra: z 1 J +1 ( z ) =
1 d
z J ( z)
z dz
Thay bi + 1 vo cng thc trn s c:
z 2 J + 2 ( z) =
hay
1 d 1
1 d 1 d
z
J +1 ( z ) =
z J ( z)
z dz
z dz z dz
z 2 J + 2 ( z ) = (1) 2
d2
( zdz )
{z J ( z)}
.....................................................................
z n J + n ( z ) = (1) n
dn
( zdz )
{z J ( z)}
(3.65)
Tng t t cng thc (3.54 ) nhn c
z 1 J 1 ( z ) =
d
z J ( z)
dz
z n J n ( z ) =
dn
( zdz )
[z
J ( z)
3.5.5. Khai trin theo chui cc hm Bessel

3.5.5.1. Nghim ca hm Bessel
Chng ta xt nghim ca phng trnh J ( x ) = 0 vi x v > 1 .
nh l 3.9: Tt c cc nghim ca J ( x ) = 0 u thc.
nh l 3.10: Cc nghim x > 0 ca J (x ) = 0 v J +1 ( x ) = 0 xen k nhau.
106
(3.66)

3.5.5.2. Khai trin Fourier - Bessel
nh l 3.11: Dy hm
{ x J ( i x)}, i = 1, 2, 3, ... trc
giao trn
[0; 1]
trong
1 , , i , l nghim ca phng trnh J (x ) = 0 .
nh ngha 3.2: Nu hm s f(x) biu din di dng

f (x) =
ai J ( i x )
(3.67)
i =1
th ni rng hm s khai trin c thnh chui Fourier - Bessel.

T nh l 3.11 suy ra rng, nu f (x) khai trin thnh chui Fourier - Bessel th cc h s
ca chui tnh theo cng thc:
ai =
x. f ( x).J ( i x)dx ;
J ' 2 ( i ) 0
i = 1, 2, ...
(3.68)
Gi l cc h s Fourier - Bessel.
V d 3.4: Hy khai trin hm s f ( x) = 1 thnh chui Fourier-Bessel trong khong (0; 1)
xJ o (i x), i = 1, 2... .
theo h cc hm
Theo (3.68 ) s c: a i =
Vy
2
2
J '0 ( i )
xJ 0 ( i x ) dx
0
i xJ 0 (i x)d (i x)
i2 J12 (i ) 0
f ( x) = 1 =
xJ 0 ( x)dx = i J1 (i ) ;
i2 J12 (i ) 0
2 J 0 (1 x) 2 J 0 ( 2 x ) 2 J 0 ( 3 x )
+
+
+
1 J1 (1 ) 2 J1 ( 2 ) 3 J1 ( 3 )
i = 1, 2, ...
2 J 0 ( i x )
+
i J1 ( i )
3.5.6. Cc hm Bessel loi 1 v loi 2 vi cp bn nguyn

Xt phng trnh Bessel vi cp bn nguyn =
1
, tc l phng trnh c dng:
2
1
d 2 y 1 dy
+
+ 1 2 y = 0 .
2
dz
z dz 4 z
t y = uz 1 2 , dn phng trnh v dng:
d 2u
dz 2
+u = 0.
Phng trnh ny cho nghim tng qut u = A cos z + B sin z .

Do : y =
1
( A cos z + B sin z ) . Tm A, B y trng vi J1 2 ( z ) hoc J 1 2 (z ) .
z
V J1 2 (0 ) = 0 suy ra A = 0 .
107
(3.69)

1
(1) r z
z 2
sin z = J1 2 ( z ) =

z
2 r =0 r! r + 1 2
(1) r z 2r +1
B=
z r =0 (2r + 1)!
2
sin z
z
J1 2 ( z ) =
Do
2r
(3.70)
2
cos z
z
J 1 2 ( z ) =
(3.71)
T (3.45 ) nhn c hm Bessel loi 2:
Y1 2 ( z ) = J 1 2 ( z ) =
2
cos z ;
z
T cng thc truy ton (3.50), ly =
ly =
1
s nhn c: J 3 2 ( z ) =
2
Y1 2 ( z ) = J1 2 ( z ) =
1
s nhn c: J 3 2 ( z ) =
2
2
sin z .
z
2 sin z
cos z
z z
2
cos z
sin z
z
z
Tng t ta c cc cng thc sau:
J 5 2 ( z) =
2 3
3
2 1 sin z cos z ,
z z
z
J 7 2 ( z) =
2 15 6
15
3 sin z 2 1 cos z ,
z z
z
z
J 7 2 ( z ) =
2
z
J 5 2 ( z) =
2 3
3
sin z + 2 1 cos z
z z
z
15
15 6
1 2 sin z 3 cos z ,
z
z
z
105 10
2 105 45
4 2 + 1 sin z 3 cos z ,
z z
z
z
z
J 9 2 ( z) =
J 9 2 ( z ) =
2 105 10
105 45
3 sin z + 4 + 2 + 1 cos z .
z z
z
z
z
T cc cng thc (3.65) (3.66) ta nhn c cc cng thc truy ton ca hm Bessel vi
cp bn nguyn nh sau:
n+
n
1 ( z ) = ( 1)
1 ( z) =
2
n+
1
2
n+
1
2
d n sin z
n +1
; Yn + 1 ( z ) = (1) J n 1 ( z )
n
( zdz ) z
2
2
d n cos z
n
; Y 1 ( z ) = (1) J n + 1 ( z )
( zdz ) n z n 2
2
108
(3.72)

3.5.7. ng dng hm Bessel tnh cc tch phn Fresnel
Tch phn cosin Fresnel
t 2
C() = cos
dt
2
(3.73)
Tch phn sin Fresnel
S() = sin
0
t 2
dt
2
(3.74)
t 2
= z v ch n cc cng thc (3.70), (3.71) nhn c
t
2
2
C ( ) =
1
2
S( ) =
1
2
2
1
cos zdz =
z
2
1
2
( z ) dz
2
1
sin zdz =
z
2
J 1 ( z ) dz
2
T cng thc (3.58) suy ra:

C( ) = J 1 2 ( ') + J 5 2 ( ') + J 9 2 ( ') +
S( ) = J 3 2 ( ') + J 7 ( ') + J 11 2 ( ') +
(3.75)
. 2
; '=
3.5.8. Hm Bessel cp nguyn
Xt hm s
zt
e2
z
1
(t )
2
t
zt
2
= e .e
z
2t
1z
zt 1 zt
= tn = 1+ + +
2 2! 2
n = 0 n! 2
z
2t
(1) n
=
n = 0 n!
1 zt
+ +
n! 2
2
z 1 z
z n
t = 1 +
2t 2! 2t
2
1 z
+ (1)
+
n! 2t
n
Hai chui hi t tuyt i vi t 0. Thc hin php nhn chui. H s ca t n l chui lu

tha ca z chnh l J n ( z ) cn h s ca t n chnh l J n (z ) .
z
zt
e 2 e 2t
Tht vy
An t n +
n =0
k
1 z (1) k + n z
An =

k =0 k! 2 ( k + n)! 2
k +n
z
=
2
Bn t n
n =0
(1) k + n z

k =0 k!( k + n)! 2
109
2( k + n )
z
=
2
Bn =
Do e
(1) r z
r!(r n)! 2
r =0
2r
= J n (z ) .
(1) k z
1 z
k! 2 (k + n)! 2
k =0
z
1
(t )
2
t
= J 0 ( z ) + tJ1 ( z ) +
k +n
z
=
2
(1) k z

k =0 k!( k + n)! 2
1
+ J 1 ( z ) +
t
+ t n J n ( z) +
2k
= J n (z ) .
1
J n ( z) +
tn
J n ( z ) = (1) n J n ( z )
V:
nn c:
Hm s F (t , z ) = e
z (t 1 )
2 t
z
1
(t )
2
t
n (1) n
= J 0 ( z ) + J n ( z ) t + n
t
n =1
(3.76)
gi l hm sinh i vi hm Bessel loi 1 cp nguyn, n c
biu din qua chui (3.76) hi t tuyt i vi mi z v vi mi t 0 .

t t = ei v thay vo (3.76) s c:
iz sin
= J 0 ( z ) + J n ( z ) e in + (1) n e in
n=1
k =1
k =1
= J 0 ( z ) + 2 J 2k ( z ) cos 2k + 2i J 2k 1 ( z ) sin(2k 1)
So snh cc phn thc v phn o hai v nhn c:
cos( z sin ) = J 0 ( z ) + 2 J 2k ( z ) cos 2k
(3.77)
k =1
sin( z sin ) = 2 J 2k 1 ( z ) sin(2k 1)
(3.78)
k =1
Thay bi
vo cc cng thc trn s c

2
cos( z cos ) = J 0 ( z ) + 2 (1) k J 2k ( z ) cos 2k
(3.79)
k =1
sin( z cos ) = 2 (1) k J 2 k 1 ( z ) cos(2k 1)
(3.80)
k =1
Nh vy chng ta nhn c khai trin Fourier cc hm s cos ( z cos ) , sin ( z cos ) ,
cos ( z sin ) , sin ( z sin ) . T suy ra:
110
1
J 2 k ( z ) = cos( z sin ) cos 2kd ;
1
J 2 k 1 ( z ) = sin( z sin ) sin(2k 1)d
sin(2m 1) sin 2k d = 0 ,
V rng:
cos 2m cos(2k 1) d = 0;
Theo (3.77) - (3.78) ta c:
1
1
sin( z sin ) sin 2kd = 0 ; cos( z sin ) cos(2k 1)d = 0
1
Cui cng nhn c: J n ( z ) = {cos( z sin ) cos n + sin( z sin ) sin n}d .
J n ( z) =
1
cos(n z sin )d
(3.81)
Gi v phi ca (3.81) l tch phn Bessel

3.5.9. Biu din hm Bessel J(z) qua tch phn xc nh
T (3.25 ), (3.26) nhn c
1
2
=
cos 2 p 1 sin 2q 1 d
( p + q ) ( p ) ( q )
0
t p = r +
Thay
1
1
1
, q = + ta c
=
2
2
(r + + 1)
2
2
cos 2 r sin 2 d
1
1
r + + 0
2
2
1 1.3.....(2r 1)
1
vo biu thc ca J ( z ) v r + =
2
( r + + 1)
2r
Khi
J ( z ) =
2
z
12
+
2
2
z
12
+
2
z

12
+
2
r 2r
(1) z
r =0
(1) r z 2 r cos 2 r
d
(2
r
)
!
r =0
2
sin
0
sin
1.3...(2r 1).2.4...2r cos2r sin 2 d
cos( z cos )d
111

t u = cos th
z

1 2
+
2
J ( z) =
1
2 2
1 u
cos zudu , >
1
2
(3.82)
3.5.10. Biu din hm J(z) qua tch phn Cauchy

Thay ( + r + 1) bi tch phn Cauchy (3.22) vo cng thc (3.38) ca hm J ( z ) s
nhn c

z
J ( z ) =
2
(1)
r = 0 2 i
r !t
+1
z
z 1
dt =
2 2 i
4t
2
z2
4t
e
dt
t +1
(3.83)
Chu tuyn C ni r mc 3.3.3.

3.5.11. Cc phng trnh vi phn a v phng trnh Bessel
3.5.11.1. Phng trnh dng
d2y
dx 2
i bin z = kx
1 dy 2 2
+ k
y =0.
x dx
x 2
dy
dy dy dz
d2y
d2y
, tng t
.
= k2
=
=k
dx dz dx
dz
dx 2
dz 2
Thay vo phng trnh trn dn n phng trnh Bessel
d2y
dz 2
1 dy 2
+ 1
y=0
z dz
z 2
khi nghim tng qut s l:
AJ (kx ) + BJ (kx ) nu n
Z (kx ) =
AJ (kx ) + BY (kx ) nu = n
V d 3.5: Gii phng trnh y ' '+
a
y '+by = 0 , trong a, b l hng s.
x
{[
Thay bin y = x u s c: x u"+(a + 2) x 1u '+ (a 1) + 2 x 2 + bx u = 0

Chn =
1 a
1
2
a + 2 = 1 , ta c: u ' ' + u ' + b
u = 0.
2
2
x
x
Nghim tng qut l:
y=
V d 3.6: Gii phng trnh
1 a
x 2 Z
y '' +
1 a ( x
2
b)
a '
c
y + (bx m ) y = 0 , (c 0) .
x
x2
112

m
+1
1 a
Tng t trn t: y = x u , =
v thay bin t = x 2 s nhn c phng trnh
2
1 ' 4b
(1 a ) 2 + 4c 1
u + u +
u =0.
( m + 2) 2
t
(m + 2) 2 t 2
''
2 b
t
m+2
Nghim tng qut: u = Z '
y=
1 a
x 2 Z
m+2
2 b
x 2 vi
'
m+2
Chng hn phng trnh: y ' '+
(1 a) 2 + 4c
, (m 2)
'=
m+2
5
y '16 x 4 y = 0 c nghim
x
y = x 2 Z 2 ix 3
3
Cc trng hp ring ca v d 3.6:

a.
C
y ' '+ bx m +
y = 0 cho nghim tng qut di dng:
x2
m+2
1 4C
2 b
.
y = xZ
x 2 , =
m+2
m+2
( )
b.
p ( p + 1)
y ' '+ b
y = 0 c nghim tng qut y = x Z 1 x b .
p+
x2
c.
m+2
y ' '+bx y = 0 c nghim tng qut y = x Z 1 2

x 2 .
m+2
m+2
d.
e.
y ' '+bxy = 0
c nghim tng qut y =
2
xZ 1
bx 2 .
3
3
a
y ' '+ y '+bx m y = 0 c nghim tng qut y = x
x
V d 3.7:
1 a
2 Z
m+ 2
2 b
x 2 .
1 a
m+2
m+ 2
d dy
x
+ bx y = 0.
dx dx
Dn n phng trnh e. vi m = v a = .
Nhn xt: Khi m = 2 phng trnh trong v d 3.6 dn n phng trnh Euler:
x 2 y ' '+ axy'+ ky = 0 .

113

Bng cch t x = e u s dn n phng trnh h s hng:
d2y
du
+ (a 1)
dy
+ ky = 0 .
du
1
a 2
y ' '+ 2a + y '+ b +

y=0
x
x x 2
(3.84)
t: y = e ax u s nhn c phng trnh
1
2
u '' + u ' + b a 2
u =0.
2
x
x
(3.85)
a.
2
Khi b a 2 nghim tng qut c dng: y = e ax Z
b a x
b.
Khi b = a 2 v 0 , (3.66)' l phng trnh Euler c hai nghim c lp u1 = x v
u 2 = x . Vy nghim tng qut ca (3.66): y = e ax Ax + Bx ; A,B l hng s tu .

c.
Khi b = a 2 v 0 , (3.66)' c nghim tng qut u = A + B ln x . Vy (3.66) c
nghim tng qut
y = e ax ( A + B ln x) ; A,B l hng s tu .

2
g ( x)
1

y ' '+ 2 g ( x) y ' 1
+ g 2 ( x) g ' ( x)
y = 0
x
x
x 2
Nghim tng qut c dng:
y = e g ( x ) dx Z ( x ) .
2
tgx
1

V d 3.8: y ' '+ 2 tgx y '+
+
y=0
x
x
x 2
1
Z ( x) .
cos x
C nghim
y=
V d 3.9:
2
cotgx
1

y ' '+ + 2cotgx y '
y=0
x
x
x 2
C nghim
y=
1
Z ( x) .
sin x
TM TT
Khai trin tim cn
114
(3.86)
a
a1 a 2
+
+ + n+
trong ai ( i = 0, 1, 2,...) l cc hng s phc,
z z2
zn
gi l khai trin tim cn ca hm s f ( z ) nu tho mn hai iu kin di y :
Chui hm
a0 +
lim Rn ( z ) = lim z n { f ( z ) S n } = 0 , ( n c nh)

z
a
Trong : S n = a0 + 1 +
z
an
l tng ring th n .
zn
f ( z ) S n khng dn n 0 khi n vi z c nh.
Cc hm s tch phn
et
Ei(x) =
dt , x > 0
t
x
c l hm tch phn m ca x.
sin t
dt , x > 0
t
0
Si(x) =
c l hm tch phn sin ca x.
cos t
dt , x > 0 c l hm tch phn cosin ca x.
t
x
Ci(x) =
sin t
dt
t
x
Ngoi ra k hiu: si(x) =
cng c l tch phn sin ca x.
Hm s Gamma
m!m z
m z ( z + 1)( z + 2)...( z + m)
z 0, 1, 2,
( z ) = lim
(cng thc Gauss)
z
1
Cng thc Weierstrass:

= ze z . 1 + e m
m
( z )
m=1
Cng thc Euler: ( z ) = e t t z 1dt
nu Re z > 0 .
Hm Bta
Hm s biu din di dng tch phn ph thuc hai tham s thc p, q > 0
1
B( p, q) = x p 1 (1 x) q 1 dx
0
gi l hm Beta. B ( p, q ) = 2 cos 2 p 1 sin 2 q 1 d , B ( m, n) =

0
115
( m).( n)
.
( m + n)

Hm li erf ( x ) =
x
2 x t 2
e dt . erf
+ 1 = 2 (x ) .
0
2
Phng trnh Bessel cp

Phng trnh vi phn tuyn tnh thun nht
d2y
dz 2
1 dy
2
+ (1
)y = 0.
z dz
z2
Hm Bessel loi 1:
z
J ( z) =
2
(1) r
z
r!( + r + 1) 2
r =0
2r
z
; J ( z) =
cos .J ( z ) J ( z )
sin
Hm Bessel loi 2: Y ( z ) =
lim Y ( z )
n
(1) r
z
r!(r + 1 ) 2
r =0
2r
nu n
nu = n
Khai trin Fourier - Bessel

Nu f (x ) biu din di dng f ( x ) =
a i J ( i x ) th ni rng hm s khai trin
i =1
c thnh chui Fourier Bessel. Trong 1 ,, i , l nghim ca phng trnh J ( x ) = 0

v ai =
x. f ( x).J ( i x)dx ; i = 1, 2, ... l cc h s Fourier-Bessel.
J ' 2 ( i ) 0
CU HI N TP V BI TP
3.1 Khai trin tim cn l khai trin Laurent ca hm s ti .
ng
Sai
3.2 Cc hm tch phn m, tch phn cosin, tch phn sin c o hm mi cp.
ng
Sai
a a
3.3 Nu a0 + 1 + 2 +
z z2
ng
Sai
an
z
l khai trin tim cn ca f (z ) th f ( z ) =
Sai
3.5 Hm Gama ch xc nh vi mi s phc Re z > 0 .

ng
Sai
3.6 Hm Bta l hm thc hai bin ( p, q ) xc nh vi mi p > 0, q > 0 .

ng
Sai
3.7 Hm Bessel l nghim ca phng trnh Bessel.
116
z nn .
n =0
3.4 Cc hm tch phn l cc hm s cp.

ng

ng
Sai
3.8 Hm Bessel loi I J (z ) v loi II Y (z ) lun lun c lp tuyn tnh.

ng
Sai
3.9 Hm Bessel loi I J ( z ) v J ( z ) lun ph thuc tuyn tnh.

ng
Sai
3.10 Nu hm f (x) khai trin thnh chui Fourier-Bessel th f (x ) l hm tun hon.

ng
Sai
3.11. p dng php bin i Laplace suy ra cc cng thc khai trin sau:
(1) n x n+1
(1) n x 2n
Ei( x) = ln x +
; Ci( x) = + ln x +
.
n=0 n + 1 (n + 1)!
n=0 2n ( 2n)!
3.12. Tnh
5
(3)
2
a.
11

2
1
b.
2
1 1
d. .
4 4
5
c.
2
3.13. S dng hm Gamma tnh cc tch phn sau:
a.
3 x
x e dx
b.
6 2 x
dx
3.14. S dng hm Gamma tnh cc tch phn sau:
a.
y e y dy
b.
4t 2
dt
3.15. Chng minh:
(ln x) dx =
(1) n n!
(m + 1) n +1
n , m , m > 1 .
3.16. p dng hm Beta tnh cc tch phn sau:

1
a.
4
3
x (1 x )dx
0
b.
x 2 dx
c.
2x
8 x 3 dx
3.17. p dng hm Beta tnh cc tch phn sau:
a.
sin
0
cos 5 d
b.
cos
c.
117
tg d
(n 1)!!
2 n!!
3.18. Chng minh: sin n d = sin n d =
(n 1)!!
0
0
n!!
nu n chn
nu n l
(2k+1)!! = 1.3.5...(2k+1).
(2k)!! = 2.4.6...(2k).
3.19. t I =
sin
2p
xdx ,
J=
sin
2p
2 xdx, p > 0
a. Chng minh: I = J
1
( p + )
2
;
b. Chng minh: I =
2( p + 1)
2 p 1
1
( p +
2
(2p + 1)
J=
c. Suy ra cng thc nhn i ca hm Gamma:
2 2 p 1 ( p) p + = (2 p) .
2
3.20. Chng minh rng:
a.
x p 1
x + 1 dx = ( p )(1 p ) , 0 < p < 1 .
0
b.
dx
x p + 1 = 1 + p 1 p ,
p > 1.
3.21. Tnh cc tch phn sau
a.
dx
x 4 + 1 dx
b.
xdx
x6 + 1
c.
x 2 dx
x4 +1 .
0
3.22. Chng minh cc cng thc truy ton i vi hm Bessel
1) J +1 ( z ) =
2
J ( z ) J 1 ( z ); 2) zJ' ( z ) = zJ 1 ( z ) J ( z );
z
3) zJ' ( z ) = J ( z ) zJ +1 ( z );
5)
d
( z J ( z )) = z J 1 ( z );
dz
4) J' ( z ) =
6)
1
{J 1 ( z ) J +1 ( z )};
2
d
( z J ( z )) = z J +1 ( z );
dz
118
7) z -n J n ( z ) =
dn
( zdz )
( z J ( z )); z -n J + n ( z ) = (1) n
z J 1 ( z )dz = z J ( z )
8)
z0
9)
z0
dn
( zdz )
( z J ( z ));
z0
z0
z J +1 ( z )dz = z J ( z )
10)
J ( z )dz = 2{J +1 ( z ) + J + 3 ( z ) + }
0
3.23. Tnh cc tch phn khng xc nh:

a.
J n 1 ( x )dx
b.
J n( x+)1
dx
c.
c.
J 0 ( x) sin xdx
J1 ( x ) dx
3.24. Tnh theo J1 ( x) v J 0 ( x)

a. J 3 ( x)
b.
J1 (3 x )dx
3.25. Chng minh:

a. 1 = J 0 ( x) + 2 J 2 ( x) + 2 J 4 ( x) +
b. J1 ( x) J 3 ( x) + J 5 ( x) J 7 ( x) +
1
= sin x .
2
3.26. Chng t rng

a.
J 0 ( n x )
1 x2
=
, 0 < x < 1.
3
8
J
(
x
)
n=1 n 1 n
Trong n l nghim thc dng ca phng trnh J 0 () = 0 .

b. x 3 =
2(8 2n ) J1 ( n x)
n=1
3n J '1 ( n x)
, 0 < x < 1.
Trong n l nghim thc dng ca phng trnh J 1 ( ) = 0 .
3.27. Chng minh rng nu
f ( x) = a n J 0 ( n x) , 0 < x < 1 ; trong n l nghim thc

n=1
dng ca phng trnh J 0 () = 0 th
3.28.
a. Chng t rng x =
n =1
n =1
2
2 2
x( f ( x)) dx = a n J1 ( n ) .
J 1 ( n x )
, 0 < x < 1 . Trong n l nghim thc dng
n J 2 ( n x )
ca phng trnh J 1 ( ) = 0 .
119
b. S dng bi 27. v a. chng t
3.29. Chng t rng phng trnh:
d2y
dx 2
2
n =1 n
1
.
4
1 dy
2
+ (k 2
)y = 0
x dx
x2
c nghim tng qut: y = AJ (kx) + BY (kx)

3.30. Gii cc phng trnh sau:
a. zy" + y' + ay =0
b. 4zy" + 4y' + y =0
c. zy" + 2y' + 2y = 0
d. y" + z2y = 0.
120
Chng 4: Phng trnh o hm ring
CHNG IV: PHNG TRNH O HM RING

GII THIU
Phng trnh vi phn l phng trnh cha hm s mt bin c lp, cc o hm ca
chng v bin c lp. L thuyt phng trnh vi phn c kho st trong chng trnh ton
gii tch II.
Phng trnh o hm ring l phng trnh cha hm s nhiu bin s, cc o hm ring
ca chng v cc bin c lp. Phng trnh sng in t Maxuell ni ring v phng trnh
truyn sng ni chung l nhng phng trnh o hm ring thng c s dng m t cc
hin tng vt l p dng trong in t vin thng.
Trong chng ny ta kho st cc khi nim c bn ca phng trnh o hm ring:
Nghim ca phng trnh o hm ring, iu kin bin, iu kin u. Mt vi phng
php tm nghim ca phng trnh o hm ring.
Tm nghim ca phng trnh o hm ring tuyn tnh cp 1, cc phng trnh tuyn
tnh cp cao h s hng dng chnh tc.
Gii bi ton Dirichlet i vi phng trnh Laplace.
Gii bi ton Cauchy i vi phng trnh truyn sng: Cng thc Kirchoff, Poisson,
DAlembert.
Gii bi ton Cauchy i vi phng trnh truyn nhit.
hc tt chng ny hc vin nn xem li cc kin thc gii tch II: Hm nhiu bin, o
hm ring, tch phn mt. Cc nh l Green, Stock, Odstrograsky.
NI DUNG
4.1. BI TON DN N PHNG TRNH O HM RING V CC NH
NGHA
4.1.1. Phng trnh dao ng ca si dy
Trong mt phng Oxu xt si dy AB v tr cn bng, n song song vi trc Ox . Chng
ta nghin cu dao ng ngang ca si dy tc l trong qu trnh chuyn ng cc cht im ca
n lun lun dch chuyn thng gc vi trc Ox (xem hnh 4.1).
(x)
M1
A
O
M2
( x + dx)
O
121
x + dx

Gi s si dy AB rt mnh chu un v c sc cng T tng i ln so vi trng lng ca
n. V vy trong qu trnh xem xt c th b qua trng lng ca si dy.
Gi u ( x, t ) l lch ca dy so vi v tr cn bng ca im vt cht M (x ) trn dy ti
2
u
u
thi im t . Coi rng dao ng l nh nn
<< 1 ; Vy c th coi = 0 . T gi thit ny
x
x
ta thy ngay trong qu trnh dao ng, di l = AB khng thay i. Tht vy, di ca dy ti
thi im t s l l ' th
b
l ' = 1 + u ' dx dx = b a = l
2
x
Chnh v vy, theo nh lut Hook (s gia lc cng t l vi s gia ca chiu di ca si

dy), sc cng T ca si dy ti mi thi im t v v tr x c cng nh nhau:
T ( x, t ) = T0 , x [a; b] , t .
Gi s ngoi lc tc dng vo dy c hng song song vi trc Ou vi hm mt

F ( x, t ) , gi (x ) l t khi ca si dy.
Xt dao ng ca on dy c di l dx .
Theo nh lut Newton ta c:
u "tt ( x)dx = T0 sin ( x + dx) T0 sin ( x) + F ( x, t )dx

v sin ( x + dx) tg ( x + dx) =
v
u ( x + dx, t ) u 'x ( x, t ) u "xx ( x, t )dx

x
sin ( x) tg ( x) = u 'x ( x, t ) . Vy u"tt ( x) = T0u" xx + F ( x, t ) .

t a 2 =
T0
F ( x, t )
, f ( x, t ) =
ta c:
( x)
( x)
u"tt = a 2 u" xx + f ( x, t )
(4.1)
Gi (4.1) l phng trnh dao ng ca si dy hay gi l phng trnh truyn sng mt

chiu. Bi ton xt dao ng ca mt thanh n hi cng dn n phng trnh dng trn.
Tng t gi phng trnh di y l phng trnh truyn sng hai chiu:
u"tt = a 2 u" xx +u" yy + f ( x, y, t )
(4.2)
Phng trnh truyn sng trong khng gian (v d: truyn m):
u"tt = a 2 u" xx +u" yy +u" zz + f ( x, y , z , t )
(4.3)
4.1.2. Cc nh ngha c bn
a. Phng trnh o hm ring
Phng trnh o hm ring l mt phng trnh lin h gia hm nhiu bin phi tm
u ( x1 , x2 ,..., xn ) , cc o hm ring ca chng v cc bin c lp x1 , x2 , ..., xn .
122

Cc phng trnh t (4.1 ) n (4.3) l cc phng trnh o hm ring m cc hm phi tm
ln lt l hm ca hai, ba v bn bin.
b. Cp ca phng trnh o hm ring l cp cao nht ca o hm ring c mt trong
phng trnh .
Vy mt phng trnh o hm ring cp m c dng tng qut sau y:
u
u 2u 2u
mu
mu
," ,
,
,
," , m ," , m = 0
F x1," , xn , u ,
x1
xn x12 x1x2
x1
xn
(4.4)
Trong phng trnh trn c mt t nht mt o hm ring cp m.

c. Phng trnh (4.4) gi l tuyn tnh nu F l mt hm tuyn tnh i vi hm s phi
tm u v v cc o hm ring ca n. Phng trnh khng tuyn tnh gi l phi tuyn, Nu F l
hm phi tuyn nhng tuyn tnh i vi o hm ring cp cao nht th gi l phng trnh
tuyn.
V d 4.1:
2u
x 2
+2
2u
2u
u
u
sin x 2 y
+ cos y
3e xy
+ ( x y 5 )u = 0 l phng
2
xy
y
y
trnh tuyn tnh cp 2.
2u
x 2
+2
2 u
2u
2u
u
sin x 2 y
+ cos y 3e xy
+ cos u = 0 l phng trnh tuyn.
xy
y
x
y 2
d. Hm s u = u ( x1 , x2 ,..., xn ) gi l mt nghim ca (4.4) nu thay n vo phng trnh

s c mt ng nht thc i vi cc bin x1 , x2 , ..., xn trong mt min xc nh no .
Chng hn c th d dng kim tra c hm s u = x 2 + y 2 l mt nghim ca phng trnh:
2u
x 2
2u 2u
= 0.
xy y 2
4.1.3. iu kin ban u v iu kin bin

Ni chung cc qu trnh vt l xy ra l mt qu trnh khng dng, tc l khng nhng
ph thuc vo v tr m cn ph thuc vo thi gian. Yu t khi u ca qu trnh ng vai tr c
bn vo c qu trnh. M hnh ton hc phn nh iu thng qua dng h thc gia cc gi tr
ca tham s bit v cc o hm ring ca chng ti thi im ban u. Cc h thc ny gi l
cc iu kin ban u. Bi ton tm nghim ca phng trnh vi iu kin ban u gi l bi
ton Cauchy. Chng hn, bi ton v dao ng ca dy c th cho iu kin ban u l
u ( x,0) = ( x) gi l dng ban u ca dy.
u ( x,0)
= ( x) gi l vn tc ban u ca dy.
t
3
Qu trnh vt l xy ra trong min hu hn , ng nhin n phi quan h mt
thit vi phn cn li ca khng gian. H thc m t quan h gia cc gi tr ca tham s bit
v cc o hm ring ca chng trn bin ca gi l cc iu kin bin.
123

Chng hn i vi phng trnh (4.1), iu kin u mt bn tri c th l:
u ( a, t ) = 0 ,
u (a, t )
= 0 : tc l u mt bn tri lun buc cht.
t
Bi ton vi iu kin bin c th c cc tn ring, nh bi ton Dirichlet.

Bi ton gm c iu kin ban u v iu kin bin gi l bi ton hn hp.
4.1.4. Khi nim v tch phn tng qut
Nh ta bit, i vi phng trnh vi phn thng, tn ti cc nghim dng tng qut ph
thuc vo mt vi tham s m mt nghim ring bt k c th nhn c bng cch cho tham s
ca nghim tng qut nhng gi tr c th no . Mt vi dng nghim tng qut c th tm c
bng cch tch phn ca phng trnh. i vi phng trnh o hm ring cng vy, s c
nghim tng qut bng cch tnh tch phn ca phng trnh. Tuy nhin c s khc nhau c bn
so vi phng trnh vi phn thng, y nghim tng qut ph thuc vo cc hm s tu ch
khng phi cc hng s tu nh phng trnh vi phn thng. minh ha iu ny chng ta
hy xt v d sau
V d 4.2: Xt phng trnh:
2u
=0
xy
(4.5)
u
u
= ( x) .
=0
y x
x
Phng trnh (4.5) vit di dng:
u ( x, y ) = ( x ) dx + g ( y )
Vy
u ( x, y ) = f ( x ) + g ( y )
(4.6)
y f(x), g(y) l cc hm tu v gi l tch phn tng qut ca phng trnh (4.5).

4.1.5. ng dng ca bin i Laplace gii phng trnh o hm ring
C th s dng php bin i Laplace gii cc bi ton bin ca phng trnh o hm
ring tuyn tnh cp 2 dng:
2u
t
+ a1
2u
x
+b
u
u
+ b1
+ cu = 0 .
t
x
(4.7)
thuc loi Hyperbolic hay Parabolic v cc h s ca phng trnh ch ph thuc x ch khng

ph thuc t (trong cc bi ton thc t bin s t l bin thi gian, t 0 ).
Gi s u ( x, t ) ,
u 2 u
l cc hm gc i vi bin t khi c nh bin x . t:
,
x x 2
U ( x, s ) = L {u ( x, t )} = e st u ( x, t ) dt
0
Da vo tnh hi t u ca tch phn suy rng (4.8) ta chng minh c:
124
(4.8)
u
u
= s 2U ( x, s ) su ( x,0) ( x,0)
t
t 2
L u = sU ( x, s) u( x,0) ; L
t
L u = U
x
u 2U
=
x 2 x 2
(4.9)
(4.10)
Thay (4.8)-(4.10) vo (4.7) ta c phng trnh nh. Gii phng trnh nh ta c

nghim nh U ( x, s ) . Bin i Laplace ngc ca U ( x, s ) l nghim ca phng trnh (4.7).
V d 4.3: Tm nghim ca phng trnh o hm ring:
2
u
2 u
, a > 0 ; 0 < x < l ;t > 0
=a
t
x 2
u (0, t ) = 0
.
vi iu kin u u ( x,0) = 3 sin 2x v iu kin bin
u (l , t ) = 0
Gii: Thay (4.8)-(4.10) vo phng trnh trn ta c phng trnh nh
sU u ( x,0) = a 2
2U
x 2
2U
a2
x 2
sU = 3 sin 2x
(*)
Nu xem s l tham s th phng trnh nh (*) l phng trnh tuyn tnh cp 2 i vi

bin x c nghim tng qut:
U ( x, s ) = C1
T iu kin bin U (0, s ) =
s
x
e a
L {u (0, t )} = 0
C1 + C 2 = 0
s
C e a + C e
2
1
Do U ( x, s ) =
+ C2e
3
s + 4 2 a 2
s
a
s
x
a
3
s + 4 2 a 2
v U (1, s ) =
sin 2x .
L {u (1, t )} = 0 . Suy ra:
C1 = C 2 = 0 .
=0
sin 2x .
2 2
Vy u ( x, t ) = L 1{U ( x, s )} = 3 e 4 a t sin 2x .
4.2. PHNG TRNH O HM RING CP 1

4.2.1. Phng trnh tuyn tnh cp 1 thun nht
Phng trnh dng
n
X k ( x1 , ..., xn ) x
k =1
125
=0
(4.11)

gi l phng trnh tuyn tnh thun nht cp 1.
Ta xt trng hp phng trnh (4.11) vi gi thit cc hm X k ( x1 , ... , x n ) , k = 1, n l cc
hm lin tc cng cc o hm ring ca chng ti ln cn im X 0 = ( x10 , ... , x n0 ) v khng
ng thi trit tiu ti X 0 , chng hn
( )
Xn X 0 0.
(4.12)
R rng mi hm hng u ( x1 , ..., xn ) = C (C l hng s no ) l nghim ca (4.11) . Ta

gi l nghim tm thng. Sau y ta s tm nghim khng tm thng ca (4.11).
Gi h phng trnh vi phn dng i xng:
dx
dx1 dx2
=
="= n
X1 X 2
Xn
(4.13)
l h i xng tng ng vi phng trnh (4.11).

Kt hp vi iu kin (4.12), h (4.13) c th vit di dng chun tc sau:
dx1 X 1
dx = X
n
n
""""
dx
X
n 1 = n 1
dxn
Xn
(4.14)
Hm s = ( x1 , ..., xn ) kh vi lin tc v khng phi l hm hng c gi l tch phn

ca (4.13) hay (4.14) nu n tr thnh hm hng khi thay x1 , ..., xn 1 bi bt k mt nghim ring
no ca h .
nh l 4.1: a. Nu = ( x1 , ..., xn ) l tch phn ca (4.13) th hm s u = ( x1 , ..., xn ) l
mt nghim ca (4.11).
b. Ngc li, nu u = ( x1 , ..., xn ) khc hng s l mt nghim ca (4.11) th
= ( x1 , ..., xn ) l tch phn ca (4.13).

Nh vy vic tm nghim ca (4.11) a v vic tm cc tch phn ca (4.13). L thuyt
phng trnh vi phn ch ra rng h (4.13) c n 1 nghim c lp. Vy nu tm c n 1 tch
phn c lp ca h (4.13) l i = i ( x1 , ..., xn ) ; i = 1, ..., n 1 . Khi hm s:
= (1 , 2 , ..., n 1 )
trong l hm s tu kh vi lin tc, cng l tch phn tng qut ca h (4.13). V vy hm
s:
u = (1 , 2 , ..., n 1 )
l nghim tng qut ca (4.11).
V d 4.4: Tm nghim tng qut ca phng trnh
126
(4.15)
u
u
u
+y
+z
=0
x
y
z
Gii: H i xng tng ng:
dx dy dz
=
=
x
y
z
dx dz
x = z
hay
dy = dz
y
z
x = C1 z
y = C2 z
trong C1 ,C 2 l hng s tu .
x
y
, 2 = ; z 0 l hai tch phn c lp ca h i xng trn, vy nghim
z
z
tng qut ca phng trnh l:
D thy 1 =
x y
u = ,
z z
vi l hm kh vi lin tc bt k.
4.2.2. Phng trnh tuyn tnh khng thun nht
Phng trnh dng
n
X k ( x1 , ... , xn , u ) x
k =1
= f ( x1 , ... , x n , u )
(4.16)
gi l phng trnh tuyn tnh khng thun nht cp 1.

Ta xt trng hp phng trnh (4.16) vi gi thit cc hm X k ( x1 , ... , xn , u ) , k = 1, n v
f ( x1 , ..., xn , u ) l cc hm lin tc cng cc o hm ring ca chng ti ln cn im
( )
Y 0 = ( x10 , ... , x n0 , u 0 ) . Cc hm ny khng ng thi trit tiu ti Y 0 , chng hn X n Y 0 0 .

Chng ta s tm nghim ca (4.16) di dng n: V ( x1 , ..., xn , u ) = 0 , trong V kh vi
V
x
u
V 0
= i ; i = 1, n . Vy
lin tc v
(Y ) 0 . Theo nh l hm n suy ra
V
xi
u
u
n
X k ( x1 , ..., xn , u) x
k =1
+ f ( x1 , ... , xn , u )
V
= 0.
u
(4.17)
l phng trnh tuyn tnh thun nht c trnh by on trn.

Gi i = i ( x1 , ... , xn , u ) ; i = 1, ..., n l cc tch phn c lp ca h i xng tng ng
vi (4.14). Khi nghim tng qut ca (4.17) l:
V = (1 , 2 , ..., n ) .
127

Suy ra tch phn tng qut ca (4.17)
(1 , 2 , ..., n ) = 0 .
Vi l hm tu kh vi lin tc.
4.2.3. Nghim ca bi ton Cauchy i vi phng trnh thun nht
Xt bi ton Cauchy: Hy tm nghim u = u ( x1 , x2 , ..., xn ) ca phng trnh
n
X k ( x1 , ..., xn ) x
k =1
=0
(4.18)
Tho mn iu kin:
u ( x1 , x2 , ... , xn 1 , xn0 ) = ( x1 , x2 , ... , xn 1 )

Trong
(4.19)
X i ; i = 1, n lin tc cng cc o hm ring cp 1 ln cn
X 0 = x10 , x 20 , ... , x n0 v l hm kh vi lin tc.

gii bi ton (4.18) - (4.19) ta lm nh sau:
Lp h i xng tng ng ca (4.18) v tm n 1 tch phn c lp ca h :
i = i ( x1 , ..., xn ) ; i = 1, ..., n 1
Lp h phng trnh vi cc n s x1 , x2 , ..., xn 1
1 ( x1 , ... , xn 1 , xn0 ) = 1
"""""""""""
0
n 1 ( x1 , ..., xn 1 , xn ) = n 1
v gii h phng trnh ny c
x1 = 1 (1 , ..., n 1 )
""""""""""
x
n 1 = n 1 (1 , ..., n 1 )
Thay 1 , 2 , ..., n 1 bng cc hm s 1 , 2 , ..., n 1 ta c nghim ca bi ton
Cauchy (4.18)-(4.19):
u = (1 (1 , 2 , ..., n 1 ) , ..., n 1 (1 , 2 , ..., n 1 ) ) .
(4.20)
Tht vy, theo (4.16) th u l nghim ca (4.18), chng ta kim tra iu kin (4.19).
ux
= x n0
= (1 ( 1 , 2 , ... , n 1 ) , ... , n 1 ( 1 , 2 , ... , n 1 ) ) = ( x1 , x 2 , ... , x n 1 ) .
Nhn xt:
128

1. Trong cc bi ton thc t bin th n biu din s ph thuc vo thi gian do thng
c k hiu l t thay cho xn . Lc iu kin (4.19) ca bi ton Cauchy c gi l
iu kin u.
2. Qu trnh tm nghim ca bi ton Cauchy i vi phng trnh khng thun nht l
tng t v chng ta a v phng trnh thun nht (4.17). Th d di y s minh ha
iu .
V d 4.5: Tm nghim ca bi ton Cauchy sau
u
2 u
x x + ( y + x ) y = u
u ( x, y )
= y4
x=2
Gii: a v dng thun nht (4.17): x
V
V
V
+ (y + x2 )
+u
= 0 c nghim di dng
x
y
u
hm n V ( x, y , u ( x, y ) ) = 0 .
H phng trnh vi phn i xng dng (4.13) tng ng:
dx
dy
du
.
=
=
x
u
y + x2
dx
dy
dy y
=
= + x y = x(C1 + x) (phng trnh vi phn tuyn tnh cp 1).

x
dx x
y + x2
dx du
=
u = C 2 x . Do nhn c hai tch phn c lp
x
u
1 ( x, y, u ) =
y x2
u
, 2 ( x, y , u ) = .
x
x
y4
1 (2, y, u ) = 2 = 1
Gii h phng trnh
(2, y, u ) = u =
2
2
2
y = 2 1 + 4
Nhn c:
u = 2 2
iu kin (4.19) tng ng V (2, y , u ( 2, y ) ) = 0 l u ( 2, y ) = y 4 suy ra 2 2 = 2 1 hay
2 = 1 . Cng thc (4.15):
u y x2
=
.
x
x
Vy u = y x 2 l nghim cn tm.
4.3. PHN LOI PHNG TRNH O HM RING RING TUYN TNH CP 2

TRNG HP HM HAI BIN
Xt phng trnh:
a( x, y ) u xx + 2b( x, y ) u xy + c( x, y ) u yy + F ( x, y, u, u x , u y ) = 0
trong k hiu:
129
(4.21)
u x thay cho u ' x =
u
2u
2u
; u xx thay cho u" xx =
; u xy thay cho u" xy =
"
x
xy
x 2
(4.22)
a ( x, y ), b( x, y ), c( x, y ) l cc hm lin tc trong 2 . F l hm lin tc v biu

din tuyn tnh i vi u, u x , u y .
Ta phn loi (4.21) ti M 0 ( x0 , y 0 ) nh sau:
a. Phng trnh (4.21) thuc loi hyperbolic ti M 0 nu (b 2 ac) M > 0 .
0
b. Phng trnh (4.21) thuc loi elliptic ti M 0 nu (b 2 ac) M < 0 .
0
c. Phng trnh (4.21) thuc loi parabolic ti M 0 nu (b 2 ac) M = 0 .

0
Phng trnh (4.21) thuc loi hyperbolic (elliptic, parabolic) ti mi im M ( x, y ) th
ta ni rng n thuc loi hyperbolic (elliptic, parabolic) trn min .
Di y s dng cc php bin i thch hp a (4.21) v dng rt gn, gi l cc
phng trnh chnh tc ca n.
Xt php bin i khng suy bin
= ( x , y )
D (, )
vi iu kin J =
0.
D ( x, y )
= ( x, y )
(4.23)
Trong php bin i ny ta gi thit rng ( x, y ), ( x, y ) l cc hm kh vi lin tc n cp

2.
nh l 4.2: Loi ca phng trnh (4.21) (ti 1 im hay trn 1 min) khng thay i qua
php bin i khng suy bin (4.23).
Chng minh: T (4.23), p dng cng thc o hm ca hm hp, suy ra:
u x = u x + u x , u y = u y + u y
u xx = u 2x + 2u x x + u 2x + u xx + u xx
u xy = u x y + u ( x y + y x ) + u x y + u xy + u xy
u yy = u 2y + 2u y y + u 2y + u yy + u yy
Thay vo (4.21) nhn c:
a1 (, ) u + 2b1 (, ) u + c1 (, ) u + F1 (, , u, u , u ) = 0
(4.24)
trong :
a1 (, ) = a 2x + 2b x y + c 2y ,
(4.25)
b1 (, ) = a x x + b( x y + y x ) + c y y ,
(4.26)
130
c1 (, ) = a 2x + 2b x y + c 2y .
(4.27)
T suy ra b12 a1c1 = b 2 ac J 2 . Chng t b12 a1c1 v b 2 ac cng u. nh l

c chng minh.
Ch 1: T (4.25)-(4.27) ta nhn thy rng nu mun a1 = 0 hoc c1 = 0 qua php bin
i khng suy bin = ( x, y ) , = ( x, y ) th hm s ny phi tha mn phng trnh sau gi l
phng trnh c trng ca phng trnh (4.21)
a ( x, y ) 2x + 2b( x, y ) x y + c( x, y ) 2y = 0
(4.28)
B : Gi s ( x, y ) kh vi lin tc trn v trn 2x + 2y > 0 . = ( x, y ) l

nghim ring ca (4.26) cn v l ( x, y ) = C ( C l hng s) l tch phn tng qut ca
phng trnh vi phn sau
a( x, y ) (dy ) 2 2b( x, y ) dxdy + c( x, y ) (dx) 2 = 0
(4.29)
Phng trnh vi phn cp 1 khng tuyn tnh (4.29) cng gi l phng trnh cc ng c
trng ca (4.21).
Phng trnh (4.29) thng vit di mt trong hai dng sau y:
a ( y ' ) 2 2b y '+c = 0 , (a 0)
(4.30)
a 2b x'+c( x' ) 2 = 0 , (c 0)
(4.31)
By gi ty theo du ca biu thc = b 2 ac s tm c php bin i thch hp (4.23)

a phng trnh (4.21) v dng chnh tc.
1. Trng hp ' = b 2 ac > 0 : phng trnh thuc loi hyperbolic
a. Nu a 0 ( c 0 cng tng t).
Phng trnh c trng (4.30) cho hai phng trnh tng ng
y' =
b '
a
y' =
b + '
a
T tm c hai tch phn tng qut tng ng 1 ( x, y ) = C1 v 2 ( x, y ) = C 2 ;
C1 , C 2 l cc hng s ty .
= 1 ( x, y )
Ta thc hin php i bin:
th phng trnh (4.25) c dng:
= 2 ( x, y )
u = F1* (, , u , u , u )
(4.32)
F
trong t F1* = 1 .
2b1
b. Nu a = 0 , c = 0 th b 0 v ' > 0 . R rng khi phng trnh c dng (4.32).
131
= +
Nu thc hin php bin i:
th (4.32) a v dng:
=
u u = F1** (, , u , u , u )
(4.33)
Cc phng trnh (4.32), (4.33) u gi l dng chnh tc ca phng trnh loi hyperbolic
(4.21).
2. Trng hp = b 2 ac < 0 : phng trnh thuc loi elliptic.
V 0 b 2 < ac nn a, c 0 . Phng trnh c trng (4.30) cho hai phng trnh vi phn
tng ng vi n.
y' =
b i '
a
y' =
b + i '
a
T tm c hai tch phn tng qut: ( x, y ) = C1 v ( x, y ) = C2 ; ( x, y ) l lin hp

ca ( x, y ) .
= ( x, y )
Gi s ( x, y ) = ( x, y ) + i( x, y ) . Ta thc hin php i bin:
= ( x, y )
Khi phng trnh (4.24) a v dng:
u + u = F2* (, , u , u , u )
(4.34)
F
trong t F2* = 1 .
a1
Gi (4.34) l dng chnh tc ca phng trnh elliptic (4.21)
3. Trng hp ' = b 2 ac = 0 : phng trnh thuc loi parabolic.
a. Nu b 0 th ac 0 v a, c cng dng hoc cng m. Khi phng trnh c
trng (4.30) dn n phng trnh vi phn tng ng vi n: y ' =
b
a
Gi s phng trnh trn cho tch phn tng qut l ( x, y ) = const. Theo b
= ( x, y ) l nghim ca ( 4.28). Thc hin php i bin
= ( x, y )
= ( x, y )
trong ( x, y ) c chn sao cho n c lp vi ( x, y ) tc l
D (, )
0.
D ( x, y )
Vi php bin i trn phng trnh ( 4.24) dn v dng:
u = F1*** (, , u , u , u )
132
(4.35)
F
trong : F1*** = 1
c1
b. Nu b = 0 th a = 0, c 0 hoc a 0, c = 0 bn thn ( 4.21) c dng (4.35).
Gi ( 4.35) l dng chnh tc ca phng trnh parabolic. T s phn loi trn kt lun
rng:
Phng trnh truyn sng thuc loi hyperbolic.
Phng trnh Laplace thuc loi elliptic.
Phng trnh truyn nhit thuc loi parabolic.
V d 4.6: Hy tm nghim tng qut ca phng trnh dao ng ca dy:
utt = a 2 u xx , a = const .
Gii:
= x + at
Thc hin php bin i:
= x at
Phng trnh a v dng u = 0 . Theo V d 4.1 ta c nghim tng qut c dng:
u = f () + g () = f ( x + at ) + g ( x at ) ; f , g l hai hm ty .
4.4. DNG CHNH TC CA PHNG TRNH C H S HNG S

Chng ta xt phng trnh:
a u xx + 2b u xy + c u yy + d1u x + d 2 u y + e u + f ( x, y ) = 0
(4.36)
y a, b, c, d1 , d 2 , e l cc hng s; f ( x, y ) l hm lin tc trong min 2 no .

R rng phng trnh c trng ca (4.32) cng c h s hng s, cc tch phn tng qut
hay gi l cc c trng ca n l cc ng thng.
b b 2 ac
b b 2 ac
y=
dx =
x+C
a
a
Thc hin cc php bin i thch hp trnh by trong mc 3. phng trnh (4.36) c
dn v mt trong cc dng sau:
a. Dng phng trnh elliptic
u + u + d1u + d 2u + e u + f ( x, y ) = 0 .
(4.37)
b. Dng phng trnh hyperbolic:
u + d1u + d 2u + e u + f ( x, y ) = 0
hay
(4.38)
u u + d1u + d 2u + e u + f ( x, y ) = 0 .
c. Dng phng trnh parabolic
u + d1u + d 2u + e u + f ( x, y ) = 0
133
(4.39)

Tuy nhin, chng ta cn c th n gin ha cc phng trnh trn nh vo vic i bin:
u = v e +
Trong , s c chn thch hp. Chng hn xt phng trnh (4.37). Theo bin mi,
hy thay cc bin thc sau vo (4.37).
u = e + v + v , u = e + v + v .
(
)
u = e + (v + 2 v + 2 v ).
u = e + v + 2v + 2 v , u = e + v + v + v + v .
v + v + ( d1 + 2 )v + ( d 2 + 2)v + 2 + 2 + d1 + d 2 + e v + f1 = 0 .
d
d
Ly = 1 , = 2 . Khi (4.37) c dng
2
2
v + v + v + f1 (, ) = 0 .
(4.40)
Tng t (4.38)-(4.39) a v dng
v + v + f1 (, ) = 0 .
v v + v + f1 (, ) = 0 .
hay
v + b2 v + f1 (, ) = 0 .
(4.41)
(4.42)'
Sau y chng ta gii quyt cc bi ton tng ng vi tng loi phng trnh vi h s
hng dng chnh tc.
4.5. PHNG TRNH LOI ELLIPTIC

4.5.1. Phng trnh Laplace v hm iu ha
Ton t Laplace: =
2
x 2
2
y 2
2
z 2
Phng trnh Laplace l phng trnh c dng: u = 0

Theo k hiu (4.22) phng trnh Laplace c vit li:
u xx + u yy + u zz = 0
(4.43)
Hm u ( x, y, z ) tha mn phng trnh (4.43) trong min b chn 3 gi l hm iu

ha trong .
Nu khng b chn trong 3 , hm u ( x, y , z ) gi l iu ha trn nu n iu ha ti
mi im ca , ngoi ra tha mn nh gi:
u ( x, y , z )
C
, C > 0, r = x 2 + y 2 + z 2
r
134

4.5.2. Nghim c bn ca phng trnh Laplace
Ly X 0 = ( x0 , y 0 , z 0 ) 3 . Hm s dng:
( X , X 0 ) =
trong
1
4 X X 0
(4.44)
X X 0 = ( x x0 ) 2 + ( y y 0 ) 2 + ( z z 0 ) 2 = r , l mt hm iu ha trong
3 \ {X 0 }; gi l nghim c bn ca (4.43).
chng t ( X , X 0 ) l mt hm iu ha, ta hy tnh:
2rrx = 2( x x0 ) rx =
x =
Suy ra:
xx =
rx
4r
x x0
4r 3
x x0
r ( x x0 )rx
, rxx =
.
r
r2
1 r 2 3( x x0 ) 2
1 r 3 ( x x0 )3r 2 rx
.
4
4
r6
r5
1 r 2 3( y y 0 ) 2
1 r 2 3( z z 0 ) 2
.
; zz =
4
4
r5
r5
Tng t c:
yy =
Vy:
( X , X 0 ) = 0 .
Tng t ta c th kim tra c hm s:
( X , X 0 ) =
1 1
trong X X 0 = ( x x0 ) 2 + ( y y 0 ) 2 = r
ln
2 r
tha mn phng trnh Laplace trong khng gian hai chiu: u xx + u yy = 0 .

Ch 2: Nhc li mt s kt qu ca gii tch vc t.
1) Ton t Napla:
JJG JG JJG JG
J
= ; ; =
i+
j+
k .
y
z
x y z x
JJG JG JJG
Trng hp trong mt phng ton t Napla l: = ; =
i+
j.
y
x y x
2) Ton t Laplace: =
JJG JJG
= (tch v hng).
x 2 y 2 z 2
JJJJG
JJG
JJG JJG JJG
JJG JJG JJG
3) grad f = f ; div F = F ; rot F = F (tch vc t).
JJG JJG
JJG JJG
JJG JJG
JJG
4) Vc t n v n = ( cos ;cos ;cos ) , = ( n , Ox); = ( n , Oy ); = ( n , Oz ) .
Vc t php tuyn n v pha ngoi ca mt cu tm ( x0 ; y0 ; z 0 ) bn knh R l:
135
(4.45)
JJG x x y y z z
0;
0;
0 .
n =
R
R
R
JJJJG JJG JJG JJG

f
JJG = grad f n = f n .
n
JJG
6) Tch phn mt ca mt trng vc t F = ( P; Q; R) trn mt S c vc t php tuyn
JJG
n v n = ( cos ;cos ;cos ) :
5) o hm theo hng:
JJG JJG
Pdydz
+
Qdzdx
+
Rdxdy
=
P
cos
+
Q
cos
+
R
cos
dS
=
(
)
F n dS .
JJG JJG
JJG
JJG JJG
7) nh l Ostrogradsky: F n dS = div F dV = F dV .
8) nh l Green:
JJJJJG
JJJJG JJG
v
u
JJ
G
JJ
G
u
v
dS
u
grad
v
v
grad
u n dS
n n
JJG JJG
JJG
= u v v u dV = ( u v vu ) dV .
JJG
Trong n l vc t php tuyn ngoi ca .
B : Gi s ( x, y, z ) lin tc ti ln cn X 0 v S l mt cu tm X 0 bn knh l
khi :
a.
b.
lim
JJG
( X , X 0 )
JJ
G
,
(
n l php tuyn ngoi).
(
)
=
(
)
X
dS
X
0
S n
(4.46)
lim
( X , X
(4.47)
) ( X )dS =0 .
4.5.3. Biu din tch phn ca hm iu ha

nh l 4.3: Gi s l min b chn trong 3 c bin trn tng mnh. Nu u ( X )
iu ha trn v c o hm ring cp 1 lin tc trn th ta c.
u( X 0 ) =
( X , X 0 )
( X , X 0 )
u ( X )
JJG u ( X )
JJG
dS
n
n
JJG
trong X 0 , n l php tuyn ngoi ca .
4.5.4. Cc tnh cht c bn ca hm iu ha
a. Hm iu ha trong min b chn c o hm mi cp trong min
Tht vy, t cng thc (4.48) v tnh cht ca hm ( X , X 0 ) suy ra c iu ny.
b. Nu u iu ha trong min b chn th
136
(4.48)
JJnG dS = 0
(4.49)
JJG
y n l php tuyn ca .
Tht vy, p dng cng thc Green vi hai hm iu ha u v v = 1 , ta c:
0=
u JJnG v JJnG dS = JGnJ dS .
c. nh l gi tr trung bnh ca hm iu ha
nh l 4.4: Gi s u ( X ) l hm iu ha trong hnh cu ng R tm X 0 bn knh R
khi :
u( X 0 ) =
u ( X )dS
4 R 2
(4.50)
d. Nguyn l cc tr ca hm iu ha
nh l 4.5: Gi s l min b chn, nu u ( X ) l hm iu ha trn , lin tc trn
v t gi tr ln nht hay gi tr b nht ti mt im trong ca th u ( X ) phi l hng s trn
.
T nh l suy ra mt s h qu quan trng sau y:
H qu 1: Nu hm u ( X ) l hm iu ha trn , lin tc trn v khng phi l hng
s th u ( X ) t gi tr ln nht v gi tr nh nht trn bin .
H qu 2: Gi s hm u ( X ) l hm iu ha trn , lin tc trn .
i. Nu u ( X ) 0 trn th u ( X ) 0 trn .
ii. Nu u ( X ) 0 trn th u ( X ) 0 trn .
H qu 3: Gi s u1 , u 2 iu ha trn , lin tc trn .
i. Nu u1 ( X ) u 2 ( X ) vi mi X th u1 ( X ) u 2 ( X ) vi mi X .
ii. Nu u1 ( X ) u 2 ( X ) vi mi X th u1 ( X ) u 2 ( X ) vi mi X .
H qu 4: Gi s u iu ha trn , lin tc trn .
i. Nu u ( X ) = 0 vi mi X th u ( X ) = 0 vi mi X .
ii. Nu u ( X ) = C = hng s, vi mi X th u ( X ) = C = hng s, vi mi X .
4.5.5. Bi ton Dirichlet
Bi ton Dirichlet i vi phng trnh Laplace c pht biu nh sau: Tm hm iu ha
u ( X ) trn min b chn , trng vi hm ( X ) cho trc trn . Tc l tm u ( X ) tha mn
cc iu kin:
137
u = 0 , X
u = ( X ), X
(4.51)
4.5.5.1. Tnh duy nht nghim v s ph thuc lin tc ca nghim vo iu kin bin
nh l 4.6: Nghim ca bi ton (4.51) nu tn ti s duy nht.
Chng minh: Gi s u1 ( X ), u 2 ( X ) l hai nghim ca bi ton (4.51). R rng
u = u1 u 2 tha mn phng trnh trn vi iu kin bin u = ( X ) ( X ) = 0, X .

Theo h qu 4 th u ( X ) = 0 , vi mi X hay u1 ( X ) = u 2 ( X ) , vi mi X .
nh l 4.7: Nghim ca bi ton (4.51) ph thuc lin tc vo iu kin bin, tc l nu
u1 , u 2 ln lt l nghim ca bi ton:
u = 0 , X
u = 1 ( X ), X
u = 0 , X
.
u = 2 ( X ), X
Khi nu 1 ( X ) 2 ( X ) < , X th u1 ( X ) u 2 ( X ) < , X .

Trong > 0 b cho trc.
Chng minh nh l ny ch cn n h qu 3.
4.5.5.2. Hm Green i vi phng trnh Laplace trong min
Cho l min b chn trong 3 . Hm s G( X , X 0 ) gi l hm Green ca phng trnh
Laplace trong nu tha mn hai iu kin:
X , X 0 hm G( X , X 0 ) c dng:
G( X , X 0 ) = ( X , X 0 ) + g ( X , X 0 )
(4.52)
Trong ( X , X 0 ) l nghim c bn ca phng trnh Laplace cn g ( X , X 0 ) l hm iu

ha theo X trong c cc o hm ring cp1 lin tc trong .
G ( X , X 0 ) = 0
(4.53)
T nh ngha trn suy ra: G( X , X 0 ) l hm iu ha ti mi X \ {X 0 } ,
g ( X , X 0 ) = ( X , X 0 ) v khi X X 0 th G( X , X 0 ) + .
Gi X 0 l im cc im ca hm Green.
4.5.5.3. Biu din nghim ca bi ton (4.41) qua hm Green
nh l 4.8: Gi s trong min tn ti hm G( X , X 0 ) v tn ti nghim u ( X ) ca bi
ton (4.51), vi u ( X ) c o hm ring cp1 lin tc trn .
Khi :
138
G ( X , X 0 )
JJG ( X )dS
n
u ( X 0 ) =
(4.54)
JJG
n l php tuyn ngoi ca .
4.5.5.4. Gii bi ton Dirichlet i vi hnh cu tm O bn knh R
Xt bi ton (4.51) trn hnh cu tm O bn knh R, k hiu VR . Bin ca hnh cu k hiu
SR .
JJJJG JJJJJG
Ly X 0 VR , gi X 0 l im i xng ca X 0 qua S R , tc l OX 0 O X 0 = R 2 . Gi
JJJJJG
JJJJJG
JJJJG
JJJJJG
OX 0 = , O X 0 = ' . Ly X V R , t X 0 X = r , X 0 X = r ' .
X0
X*
'
X0
r'
nh l 4.9: Hm Green trong hnh cu VR c dng
G( X , X 0 ) =
1 1 R

4 r r '
(4.55)
R
1 1
ln ln
2 r
r '
(4.56)
Hm Green trong hnh trn c dng:
G( X , X 0 ) =
nh l 4.10: Gi s tn ti nghim u ( X ) ca bi ton (4.51) kh vi lin tc trong hnh cu

ng V R khi :
u ( X 0 ) = P( X , X 0 )( X )dS
(4.57)
SR
trong P( X , X 0 ) =
JJJJJG
1 R 2 2 JJG JJJJJG
; s = X 0 X , s = X 0 X gi l nhn Poisson, cn (4.57) gi

3
Rs
4
l cng thc Poisson.

Nhn Poisson P( X , X 0 ) c cc tnh cht sau:
P( X , X 0 ) > 0 ; X 0 VR , X S R .
139
P( X , X 0 )dS = 1 .
SR
P( X , X 0 ) l hm iu ha theo X 0 VR .
Nh vy cng thc (4.56) cho ta cch xy dng hm u ( X ) nu n tn ti l nghim ca
(4.51). Vn t ra l khi no tn ti nghim ca (4.51). nh l sau y tr li cu hi .
nh l 4.11: Nu hm ( X ) lin tc trn bin S R th hm u ( X 0 ) cho bi cng thc
Poisson (4.57) chnh l nghim ca bi ton (4.51). Tc l:
u ( X 0 ) lin tc ti mi X 0 VR ,
u ( X 0 ) = 0 vi mi X 0 VR v lim u ( X 0 ) = ( X ' 0 ) vi mi X '0 S R .
X X '0
4.5.5.5. Gii bi ton Dirichlet trong hnh trn

Theo nh l 4.6 nghim ca bi ton (4.51) nu tn ti th duy nht. Trong phn ny chng
ta s dng phng php tch bin hay gi l phng php Fourier tm nghim ca bi ton
(4.51) trong hnh trn tm O bn knh a v l nghim duy nht ca bi ton.
u = 0
u S = f1 ( s )
(4.58)
Trong S l ng trn tm O bn knh a , s l di cung c tnh t mt im c

nh ca ng trn, f1 ( s ) l hm lin tc v tha mn iu kin f1 ( s + 2a ) = f1 ( s ) .
Phng trnh Laplace trong h ta cc c dng:
2u
r 2
1 u 1 2 u
+
=0
r r r 2 2
(4.49)
iu kin bin tng ng:
u (r , )
r =a
= f (), f ( + 2) = f () .
(4.60)
Gii bi ton (4.59) - (4.60) bng phng php Fourier nh sau:

Tm nghim ca n trong dng:
u ( r , ) = R (r ) () tha mn () = ( + 2) .
" () = 0 ,
Thay vo (4.59) nhn c: R"+ R' () +
r
r2
hay
1 2
"
r R"+ rR ' =
.
R
V hai v ca ng thc trn ph thuc vo hai bin c lp khc nhau, nn ng thc xy

ra khi c hai v cng bng mt hng s, gi l hng s .
140
r 2 R"+ rR'R = 0
"+ = 0.
"+ = 0
() = ( + 2).
i vi () ta c bi ton:
Nu < 0 th 0 .
Nu 0 (do iu kin tun hon chu k 2 ca ) th
() = C1 cos + C 2 sin , vi = n 2 , n .
Nh vy ta tm c tp hp cc hm (): n () = an cos n + bn sin n .
Thay = n 2 vo phng trnh i vi R (r ) s c:
r 2 R"+rR'n 2 R = 0 .
l phng trnh Euler, c hai nghim c lp tuyn tnh R = r n v R = r n . Chng ta
cn tm nghim trong hnh trn tm O , vy ly R = r n . Theo tnh cht ca phng trnh tuyn
tnh th nghim ca bi ton (4.59) c dng:
u (r , ) =
r n (an cos n + bn sin n)
n=0
Cc hng s an , bn c xc nh bi iu kin bin.

Ta c
u (a, ) = f () =
an* cos n + bn* sin n
n=0
Mt khc
u (a, ) =
a n (an cos n + bn sin n)
n=0
So snh cc h s ca cos n v sin n , n cng thc tnh cc h s Fourier ca
f () .
a0 =
Suy ra:
an =
bn =
a n*
an
bn*
an
1
=
2
a 0*
an
1
an
f ()d
0
f () cos n d
0
f () sin n d
0
Tm li nghim ca (4.59) - (4.60) l:
141
1
u (r , ) =
2
1 r
f ()d +
n =1 a
n 2
f () cos n( ) d
(4.61)
Tng t, nghim ca bi ton Dirichlet ngoi hnh trn tm O bn knh a :
u = 0
u S = f1 ( s )
1
C dng: u (r , ) =
2
1 a
f ()d +
n =1 r
n 2
f () cos n( ) d
(4.62)
4.6. PHNG TRNH LOI HYPERBOLIC

Phng trnh loi Hyperbolic n gin l phng trnh truyn sng.
Dng tng qut l:
u tt = a 2 u + f ( x, y, z , t )
Trong
u = u xx + u yy + u zz .
a l hng s, gi l vn tc truyn sng, t l bin thi gian. Nu f = 0 ta c phng trnh

truyn sng thun nht.
4.6.1. Bi ton Cauchy i vi phng trnh truyn sng v nh l duy nht nghim
4.6.1.1. Bi ton Cauchy
d hnh dung v hnh hc chng ta hy xt u = u ( x, y , t ) .
Bi ton t ra: Hy tm nghim ca phng trnh
u tt = a 2 u xx + u yy + f ( x, y, t )
(4.63)
tha mn cc iu kin ban u:
u ( x, y,0) = ( x, y )
(4.64)
ut ( x, y,0) = ( x, y)
(4.65)
Trong hnh nn K gii hn bi mt phng t = 0 v mt nn c phng trnh
( x x0 ) 2 + ( y y 0 ) 2 = a 2 (t t 0 ) 2 , t 0 .
x0 , y0 , t 0 l cc hng s no . Cc hm ( x, y ), ( x, y ) xc nh trn hnh trn:

t = 0
( x x0 ) 2 + ( y y0 ) 2 = R 2 = a 2t 0 2
Sau y gi mt hnh nn l S, y mt nn l B.
Tng t nh cng thc (4.28), chng ta xt trong khng gian 3 cc mt nn:
F ( x, y, t ) = a 2 (t t 0 ) 2 ( x x0 ) 2 ( y y 0 ) 2 = 0
142

chnh l cc c trng ca phng trnh (4.63).
4.6.1.2. nh l duy nht nghim
nh l 4.12: Nghim ca bi ton (4.63) - (4.65) c o hm ring n cp 2 lin tc trong
K l duy nht.
Chng minh: Nu u1 , u 2 l nghim ca bi ton (4.63) - (4.65) th u = u1 u 2 l nghim
ca bi ton sau y:
u tt = a 2 u xx + u yy
(4.66)
u ( x , y , 0) = 0
(4.67)
ut ( x, y,0) = 0
(4.68)
Ta chng minh bi ton (4.66)-(4.68) c nghim u ( x, y , t ) = 0 trn K .

Trc ht ta chng minh u = 0 ti nh A ca hnh nn K . lm iu ta bin i nh
sau:
t
A( x0 , y0 , t 0 )
JJG
n
S
JJG
m
y
A'
B'
Nhn (4.66) vi 2ut , ri ly tch phn trn K , s c
I = 2utt ut a 2 (2ut u xx + 2ut u yy ) dxdydt = 0

K
( )
( )
( )
Nhn thy: 2u tt u t = u t2 t ; 2ut u xx = 2(ut u x ) x u x2 ; 2ut u yy = 2(ut u y ) y u 2y .

t
t
Suy ra:
{(
I = ut2 + a 2u x2 + a 2u 2y
K
)t 2a2 (ut ux ) x 2a2 (ut u y ) y }dxdydt = 0
p dng cng thc Ostrogradski:

JJG JJG
JJG JJG
JJG JJG
I = ut2 + a 2u x2 + a 2u 2y cos( n , Ot ) 2a 2ut u x cos( n , Ox) 2a 2ut u y cos( n , Oy ) dS = 0
K
{(
Trn bin B , t (4.67) v (4.68) suy ra ut = u x = u y = 0 . Vy:
143
{(
JJG JJG
JJG JJG
JJG JJG
I = ut2 + a 2u x2 + a 2u 2y cos( n , Ot ) 2a 2ut u x cos( n , Ox) 2a 2ut u y cos( n , Oy ) dS = 0
S
JJG JJG
V cos( n , Ot ) = sin A ' AH =
{(
at0
HA '
a
=
=
= hng s.
2
AA ' t a 2 + 1
a +1
0
)}
JJG JJG
JJG JJG
JJG JJG
JJG JJG
J = ut2 + a 2u x2 + a 2u 2y cos( n , Ot ) 2a 2 ut u x cos( n ,Ox)+ut u y cos( n ,Oy ) cos( n , Ot )dS
S
JJG JJG
= cos( n , Ot ) I = 0 .
Mt khc t phng trnh mt nn F ( x, y, t ) = 0 suy ra: Ft2 = a 2 Fx2 + a 2 F y2
JJJJG
JJG
Fy
F
F
JJGt JJG =
JJGx JJG =
JJG JJG .
cos( n , Ot ) cos( n , Ox) cos( n , Oy )
JJG JJG
JJG JJG
JJG JJG
Vy cos( n , Ot ) = a 2 cos( n , Ox) + a 2 cos( n , Oy ) .
v grad F // n
T J c th biu din di dng:
JJG JJG
JJG JJG 2
JJG JJJG
JJG JJG 2
J = aut cos( n , Ox) au x cos( n , Ot ) dS + aut cos( n , Oy ) au y cos( n , Ot ) dS
Do J = 0 suy ra cc biu thc di du tch phn phi bng khng.
uy
ux
u
JJG JJG =
JJG JJG =
JJGt JJG = v
cos( n , Ox) cos( n , Oy ) cos( n , Ot )
Chng t:
JG
Gi m l vc t ch phng ca ng sinh ca mt nn, trn ng sinh , chng ta c:
JJG JJG
JJG JJG
JJG JJG
u JJJJG JJG
JJG = grad u m = u x cos( m , Ox) + u y cos( m , Oy) + ut cos(m , Ot )
m
JJG JJG
JJG JJJG
JJG JJG
JJG JJJG
JJG JJG
JJG JJJG
= v cos( m , Ox) cos( n , Ox ) + cos( m , Oy) cos( n , Oy ) + cos( m , Ot ) cos( n , Ot )
JJG JJG
=v m n =0.
Suy ra u l hng s trn ng sinh. Theo (4.67) nn u = 0 trn dng sinh, ni ring
u = 0 ti A.
Ly ty P K . Dng mt nn nh P , y ca n l B' B .
Nh vy;
B'
= ut
B'
= 0 . Theo trn u = 0 ti P.
V P ly ty thuc K , vy u = 0 trn K .
4.6.2. Cng thc nghim ca bi ton Cauchy
Trong phn ny s gii quyt vn tn ti nghim ca bi ton Cauchy ca phng trnh
truyn sng bng cch thit lp nghim c th ca bi ton ny.
144

Xt bi ton:
utt = a 2 u xx + u yy + u zz + f ( x, y, z, t )
(4.69)
u ( x, y, z ,0) = ( x, y, z )
(4.70)
ut ( x, y, z,0) = ( x, y, z )
(4.71)
Hy tm nghim ca bi ton trong min t > 0 vi gi thit c cc o hm ring lin tc

n cp 3, c cc o hm ring lin tc n cp 2 cn f lin tc theo bin t v c cc o
hm ring lin tc n cp 1 theo x, y, z . Bi ton (4.69) - (4.71) c gii quyt trn c s gii
quyt ba bi ton ph sau y:
Bi ton 1:
vtt = a 2 v xx + v yy + v zz
v( x, y, z,0) = 0
v ( x, y, z ,0) = ( x, y, z )
t
Bi ton 2:
tt = a 2 xx + yy + zz
( x, y, z,0) = ( x, y, z )
( x, y, z ,0) = 0
t
(4.72)
(4.73)
u * = a 2 u * + u * + u * + f ( x, y , z , t )
xx
yy
zz
tt
*
Bi ton 3 (dao ng cng bc): u ( x, y, z ,0) = 0
*
u t ( x, y, z,0) = 0
(4.74)
Nghim ca bi ton ban u s l u = v + + u * trong v, , u * l nghim ca bi

ton 1, 2, 3 tng ng.
a. Gii bi ton 1
nh l 4.13: Nghim ca bi ton 1 (4.72)c dng
v ( x, y , z , t ) =
1
4a
S at
(, , )
dS
t
(4.75)
Trong t > 0, S at l mt cu tm ( x, y , z ) , bn knh at c phng trnh:
( x ) 2 + ( y ) 2 + ( z ) 2 = a 2 t 2 .
b. Gii bi ton 2
nh l 4.14: Gi s v l nghim ca bi ton 1 ng vi iu kin bin . Kh nghim
ca bi ton 2 (4.73)l:
( )t = vt
( x, y, z , t ) = v
145
(4.76)

c. Gii bi ton 3
nh l 4.15 (Nguyn l Duhamel): Nu V (, x, y , z , t ) l nghim ca bi ton sau y:
Vtt = a 2 V
V (, x, y, z,0 ) = 0
V (, x, y, z,0 ) = f ( x, y, z , )
t
th hm s cho bi cng thc di y l nghim ca bi ton 3 (4.74)
t
u * ( x , y , z , t ) = V ( , x , y , z , t ) d .
(4.77)
Cui cng nghim ca bi ton Cauchy (4.69)-(4.71) biu din trong dng:
( )t
u = v + v
f , , , t
+ u* =
+
+
dS
dS
dV

t t
r
4 a 2 S t
S
V
at
at
at
(4.78)
trong : r = ( x) 2 + ( y ) 2 + ( z ) 2 .
Cng thc (4.78) gi l cng thc Kirchoff.
4.6.3. Cng thc nghim ca bi ton Cauchy c s bin khng gian t hn ba
4.6.3.1. Cng thc Poisson
Tm nghim ca bi ton:
u tt = a 2 u xx + u yy
u ( x, y,0) = ( x, y )
u ( x, y,0) = ( x, y )
t
(4.79)
V nghim ca bi ton Cauchy l duy nht nn ta c th xem nghim ca bi ton (4.60) l

nghim ca bi ton c 3 bin khng gian sau
utt = a 2 u xx + u yy + u zz
u ( x, y, z,0) = ( x, y )
u ( x, y, z ,0) = ( x, y )
t
p dng cng thc (4.78) ta c nghim: u =

+
dS
dS

t t
4a 2 S t
S
at
at
1
146
(4.80)
JJG
n
S at
Dat ( x, y,0)
S at : ( x) 2 + ( y ) 2 + ( ) 2 = a 2t 2
Dat : ( x) 2 + ( y ) 2 a 2t 2 , hnh trn tm ( x, y ) bn knh at .
JJG JJJG
d d = dS cos n , O
4 a 2
Sat
1
dS =
t
2 a
Dat
= dS
at
dS = at
d d
a 2t 2 ( x)2 ( y )2
d d
a 2t 2 ( x)2 ( y )2
Vy nghim ca bi ton (4.80) cho bi cng thc:
1
( , ) d d
( , ) d d
u ( x, y , t ) =
+

2 2
2
2
2 2
2
2
2 a
t
a
t
(
x
)
(
y
)
a
t
(
x
)
(
y
)
Dat
Dat
(4.81)
gi (4.81) l cng thc Poisson.

4.6.3.2. Cng thc D/Alembert
Tm nghim ca bi ton dao ng ca dy:
utt = a 2 u xx
u ( x,0) = ( x)
u ( x ,0 ) = ( x )
t
Theo v d 4.4 phng trnh utt = a 2 u xx c nghim tng qut
u ( x, t ) = f ( x + at ) + g ( x at ) .
p dng iu kin u ta c:
f ( x) + g ( x) = ( x)
af ' ( x) ag ' ( x) = ( x)
Do :
f ( x + at ) + g ( x + at ) = ( x + at )
f ( x at ) + g ( x at ) = ( x at )
147
(4.82)

x + at
f(x + at) f(x at) g(x + at) + g(x at) =
x at
(v )
dv .
a
Vy nghim ca (4.82) c dng:
( x + at ) + ( x at ) 1
u ( x, t ) =
+
2
2a
x + at
(v)dv
(4.83)
x at
Cng thc (4.83) gi l cng thc D'Alembert.

4.6.4. Bi ton hn hp
Cho 3 l min b chn c bin l . Gi hnh tr trong 4 l hnh cho bi
QT = (0, T ) vi T > 0 . Mt xung quanh ca QT l S T = (0, T ) . y di v y trn
ca QT ln lt l v T
Trong T xt bi ton hn hp i vi phng trnh truyn sng sau y:
utt = a 2 (u xx + u yy + u zz )
u ( x, y, z , 0) = ( x, y, z )
ut ( x, y, z , 0) = ( x, y, z )
u
u ( x, y, z , t ) = 0 hay JJ
G
S
T
(4.84)
ST
=0
JJG
Bit rng kh vi lin tc trn , lin tc trn v n l vc t php ca ST .
4.7. PHNG TRNH LOI PARABOLIC

Trong 2 cho min m b chn, c bin .
Ta k hiu nh sau:
Hnh tr QT = (0, T ) vi T > 0 .

Mt tr
S T = (0, T ) .
y trn T = ( x, y, T ) ( x, y )
Trong T xt phng trnh truyn nhit
ST
O
y
x
T u ut (u xx + u yy ) = f ( x, y, t )
148
(4.85)

4.7.1. Nguyn l cc tr trong min b chn i vi phng trnh (4.85)
4.7.1.1. Nguyn l cc tr
nh l 4.16: Nu u ( x, y , t ) l nghim ca phng trnh Tu = 0 v lin tc trn T th u
t gi tr ln nht v gi tr b nht trn min = S T .
min u ( x, y, t ) u ( x, y, t ) max u ( x, y, t )
4.7.1.2. Tnh duy nht nghim ca bi ton bin th nht i vi phng trnh truyn nhit
Bi ton bin th nht c dng sau y:
T u ut (u xx + u yy ) = f ( x, y, t )
u = ( x, y, t )
(4.86)
nh l 4.17: Nghim ca bi ton (4.86) nu c l duy nht

Chng minh: Gi s bi ton bin th nht c hai nghim u1 ,u 2 khi u = u1 u 2 l
nghim ca bi ton:
T u = 0
u = 0
T bt ng thc m t nguyn l cc tr suy ra u1 = u 2 .
4.7.2. Nguyn l cc tr trong min khng b chn i vi phng trnh truyn nhit
K hiu GT = 2 (0, T ), T > 0 .
Xt phng trnh truyn nhit T u ut (u xx + u yy ) = 0 trn GT .
4.7.2.1. Nguyn l cc tr
nh l 4.18: Nu u ( x, y , t ) b chn trn GT v c o hm ring theo x, y lin tc n
cp 2, c o hm ring theo t lin tc n cp 1 ng thi l nghim ca phng trnh T u = 0
th
inf u ( x, y,0) u ( x, y, t ) sup u ( x, y,0) , ( x, y, t ) GT .

2
2
4.7.2.2. Bi ton Cauchy v nh l duy nht nghim

Xt bi ton Cauchy trong min GT = 2 (0, T ) sau:
T u ut (u xx + u yy ) = f ( x, y, t )
u ( x, y,0) = ( x, y )
nh l 4.19: Nghim b chn ca bi ton Cauchy (4.87), nu c l duy nht.
4.7.3. Cng thc Poisson i vi phng trnh truyn nhit
Xt bi ton:
149
(4.87)
u t = a 2 u xx
(4.88)
u ( x,0) = ( x) , x
(4.89)
Ta tm nghim b chn bi ton (4.88)-(4.89) bng cch dng php bin i tch phn
Fourier (cng thc (2.77)-(2.80) chng II).
U ( f , t) =
F { u( x, t )} = u( x, t )ei 2 fx dx .
F { ut ( x, t )} =
u ( x, t ) i 2 fx
e
dx =
t
t
u ( x, t )e
i 2 fx
dx =
U ( f , t) .
t
F { uxx ( x, t )} = (i2 f )2U ( f , t ) .
p dng cng thc bin i Fourier ca o hm ta c:
U ( f , t ) = 4 2 f 2 a 2U ( f , t ) .
t
Thay vo phng trnh (4.88) ta c phng trnh nh:
Gii phng trnh vi phn theo bin s t dng tch bin c nghim
2 2 2
U ( f , t ) = C ( f )e 4 f a t
Theo iu kin u: C ( f ) = U ( f , 0) =
F { ( x)} = ( x)ei 2 fx dx .
U ( f , t) = e
Suy ra
4 2 f 2a 2t
( x )e
i 2 fx
dx .
p dng cng thc bin i ngc (2.80) ta c nghim ca phng trnh (4.88)-(4.89):
u ( x, t ) =
{ U ( f , t )} = U ( f , t )e
i 2 fx
df =
u ( x, t ) =
( )d e
df =
i ( x ) f
4 2a 2t f 2 +
2 a 2t df
( x )
2
= e 4a t
Vy
i 2 fx i 2 f 4 2 f 2a 2t
i 2 fx 4 2 f 2 a 2t
( )d
i ( x )
4 2a 2t f +
4 a 2t
u ( x, t ) =
2a t
( )e
( )ei 2 f d df
i ( x ) f
4 2a 2t f 2 +
2 a 2t df
df = e
( x )2
4 a 2t d
( x )2
4 a 2t
1
2a t
(4.90)
Nhn xt:
1. Nu ta gi X l bin ngu nhin c phn b chun N ( x; 2a 2t ) th cng thc nghim
(4.90) c th xem l k vng u ( x, t ) = E ( X ) .
150

2. Trong chng minh trn ta s dng tch phn Euler
I=
a 2 x 2 + 2bx
dx =
b
i bin s y = a x
a2
I=
a 2 x 2 + 2bx
dx =
b2
2
ea
y2
dy =
b2
2
ea
b2
2 2
2
e a x +i 2bx dx = e a
J=
2b
b2
a 2 x2 2 x
2
e a dx = e a
a2 x 2
a
dx ; ( a > 0)
ta c
Tng t
t 1/ 2
dt =
b2
2
ea
ib
a x 2
e a
dx =
b 2
2
ea
(4.91)
(4.92)
3. Bng cch hon ton tng t c cc kt qu sau y:

Nghim ca bi ton Cauchy trong khng gian hai chiu:
ut = a 2 u xx + u yy ; u ( x, y,0) = ( x, y ) , x, y
c cho bi cng thc Poisson sau:
u ( x, y , t ) =
( 2a
( , )e
( x )2 +( y )2
4 a 2t
d d
(4.93)
Nghim ca bi ton Cauchy trong khng gian 3 chiu
u t = a 2 u xx + u yy + u zz ; u ( x, y, z ,0) = ( x, y, z ) , x, y, z
cho bi cng thc Poisson sau:
u ( x, y , z , t ) =
( 2a
( , , )e
( x )2 + ( y )2 + ( z ) 2
4 a 2t
d d d
(4.94)
TM TT
Phng trnh o hm ring
Phng trnh o hm ring l mt phng trnh lin h gia hm nhiu bin phi tm
u ( x1 , x2 ,..., xn ) , cc o hm ring ca chng v cc bin c lp x1 , x2 , ..., xn .
Cp ca phng trnh o hm ring l cp cao nht ca o hm ring c mt trong
phng trnh .
151

n
X k ( x1 , ..., xn ) x
Phng trnh tuyn tnh cp 1 thun nht
k =1
= 0 c nghim tng
qut l u = (1 , 2 , ..., n 1 ) , trong l hm s tu kh vi lin tc v
i = i ( x1 , ..., xn ) ; i = 1, ..., n 1 l n 1 tch phn c lp ca h
dx
dx1 dx2
=
="= n .
X1 X 2
Xn
Phng trnh tuyn tnh khng thun nht
X k ( x1 , ... , xn , u) x
k =1
= f ( x1 , ... , x n , u )
c a v phng trnh tuyn tnh thun nht bng cch tm nghim di dng hm n
V ( x1 , ..., xn , u ) = 0 tha mn
X k ( x1 , ..., xn , u ) x
k =1
+ f ( x1 , ... , xn , u )
V
= 0.
u
Phn loi phng trnh o hm ring tuyn tnh cp 2 trng hp hm hai bin
a( x, y ) u xx + 2b( x, y ) u xy + c( x, y ) u yy + F ( x, y, u, u x , u y ) = 0
Phng trnh thuc loi hyperbolic, elliptic hay parabolic ty theo ' = b 2 ac dng, m
hay bng 0. Trong mi trng hp ta c th s dng php i bin a v dng chnh tc.
Phng trnh Laplace u xx + u yy + u zz = 0
Nghim ca phng trnh Laplace trong min b chn 3 gi l hm iu ha trong
. Nu khng b chn trong 3 , hm u ( x, y, z ) gi l iu ha trn nu n iu ha ti

mi im ca , ngoi ra tha mn nh gi: u ( x, y, z )
C
.
r
u = 0 , X
Bi ton Dirichlet
c nghim u ( X 0 ) = P( X , X 0 )( X )dS
u = ( X ), X
SR
trong P ( X , X 0 ) =
JJJJJG
1 R 2 2 JG JJJJJG
;
=
,
=
s
X
X
s
X 0 X gi l nhn Poisson.
0
4
R s3
u = 0
Bi ton Dirichlet trong hnh trn

c nghim
u S = f1 ( s ) = f ()
u (r , ) =
1
2
f ()d +
1 r

n =1 a
n 2
f () cos n( ) d .
0
Phng trnh loi Hyperbolic n gin l phng trnh truyn sng.

Dng tng qut l: u tt = a 2 u + f ( x, y , z , t ) , trong u = u xx + u yy + u zz . Nghim ca
phng trnh tha mn cc iu kin ban u:
u ( x, y, z ,0) = ( x, y, z )
ut ( x, y, z,0) = ( x, y, z )
152
f , , , t
a
+ u* =
dS
+
dS +
dV .
2
t
t
r
4 a S t
Sat
Vat
at
( )t
u = v + v
Nghim ca bi ton truyn sng trong mt phng:
2 a
Dat
u ( x, y , t ) =
( , ) d d
a 2t 2 ( x) 2 ( y ) 2
Dat
Nghim ca bi ton truyn sng trn dy: u ( x, t ) =
a 2t 2 ( x) 2 ( y ) 2
( , ) d d
( x + at ) + ( x at ) 1
+
2
2a
x + at
(v)dv .
x at
Cng thc nghim bi ton Cauchy ca phng trnh truyn nhit

Trn dy u t = a 2 u xx , u ( x,0) = ( x ) , x :
u ( x, t ) =
2a t
( x ) 2
2
( )e 4a t d
Trong mt phng ut = a 2 u xx + u yy ; u ( x, y,0) = ( x, y ) , x, y
u ( x, y , t ) =
( 2a
( x ) 2 ( y ) 2
4 a 2t
( , )e
d d .
Trong khng gian u t = a 2 u xx + u yy + u zz ; u ( x, y, z ,0) = ( x, y, z ) , x, y, z
u ( x, y , z , t ) =
( 2a
( x )2 ( y )2 ( z )2
4 a 2t
( , , )e
d d d
CU HI N TP V BI TP
4.1 Phng trnh o hm ring l phng trnh ch cha cc o hm ring.
ng
Sai
4.2 Nghim tng qut ca phng trnh o hm ring ph thuc cc hm s ty

ng
2u
Sai
.
3
2u
2 u
u
sin x y
+ cos y 3e xy
+ cos u = 0 l phng trnh o hm ring
4.3
y
x
x 2
y 2
cp 3.
ng
Sai
153

4.4 Phng trnh o hm ring ring tuyn tnh cp 2 c th phn 3 loi: Hyperbolic, eliptic,
parabolic v loi ca phng trnh khng thay i khi thc hin php i bin s khng suy
bin.
ng
Sai
4.5 Nghim ca phng trnh Laplace trong min b chn c gi l hm iu ha.

ng
Sai
4.6 Nu hm u ( X ) l hm iu ha trn , lin tc trn v khng phi l hng s th u ( X )

t gi tr ln nht v gi tr nh nht trn bin .
ng
Sai
4.7 Bi ton Dirichlet i vi phng trnh Laplace nu tn to l duy nht.

ng
Sai
4.8 Phng trnh truyn sng thuc loi parabolic.

ng
Sai
4.9 Nghim ca bi ton Cauchy ca phng trnh truyn nhit l mt hm tun hon v c th
tm nghim bng php bin i Fourier.
ng
Sai
4.10 Cng thc Kirchoff, cng thc Poisson v cng thc DAlembert ln lt biu din nghim
ca bi ton Cauchy ca phng trnh truyn sng trong khng gian, trong mt phng v trn
dy.
ng
Sai
4.11 Xc nh loi ca phng trnh v a v dng chnh tc cc phng trnh sau y:

a.
u xx + 3u xy + 4u yy + 5u x 2u y + 4u = 2 x 3 y .
b.
u xx + 2u xy + 5u yy 32u = 0 .
c.
u xx 2u xy + u yy + 9u x + 9u y 2u = 0 .
d.
u xx + 4u xy + 13u yy + 3u y 9u + 9( x + y ) = 0 .
4.12. Xc nh loi cc phng trnh sau:

a.
u xx 2 cos u xy (3 + sin 2 x )u yy yu y = 0 .
b.
xu xx + yu yy + 3 y 2 u x = 0 .
u ( x,0) = sin 2 x
4.13. Tm nghim ca phng trnh: 4utt = 25u xx vi iu kin: ut ( x,0) = 0

u (0, t ) = 0
154
u ( x,0) = x 2
4.14. Tm nghim ca phng trnh u xy = x 2 y tha mn iu kin:
.
u (1, y ) = cos y
4.15. Tm tch phn tng qut ca cc phng trnh:
a.
u xx + 3u xy + 2u yy = 0 .
b.
4u xx 4u xy + u yy = 0 .
4.16. Tm nghim tng qut ca phng trnh:

a.
u xx + u yy = e 2 x + y bit rng phng trnh c nghim ring dng u = ke 2 x + y .
b.
u xx 4u yy = e 2 x + y bit rng phng trnh c nghim ring dng u = kxe2 x+ y .
4.17. Mt thanh c chiu di 3 n v, c h s khuych i tn bng hai n v.
u (0, t ) = 0
u (3, t ) = 0
u ( x, t )
x=0
x=3
Gi u ( x, t ) l nhit vo thi im t ti v tr x trn thanh. Gi s nhit ban u ti
x l: u ( x,0) = 5 sin 4x 3 sin 8x + 2 sin 10x .

Nhit hai u lun bng 0 th u ( x, t ) l nghim ca phng trnh:
ut = 2u xx , 0 < x < 3, t > 0 .

u (0, t ) = u (3, t ) = 0
Vi iu kin:
u ( x,0) = 5 sin 4x 3 sin 8x + 2 sin 10x
a. Gii phng trnh bng php bin i Fourier hu hn
b. Gii phng trnh bng php bin i Laplace.
4.18. Tm k cc hm s sau y l hm iu ha
a.
u ( x, y ) = x 3 + kxy 2 , ( x, y ) 2 .
b.
u=
1
r
vi r =
x12 + x22 + " + xn2 , ( x1 , x2 , ... , xn ) n .
4.19. Tm cc gi tr ln nht v b nht ca cc hm iu ha sau y:

a.
u ( x, y ) = xy
trn min D : x 2 + y 2 1 .
155

b.
u ( x, y ) = x 2 y 2 trn min D :
x2 y2
+
1.
4
9
4.20. Gi s u l hm kh vi lin tc n cp 2 trong 3 v
JJnG dS = 0 vi mi mt cong
S
JJG
kn S bt k nm trong , n l vc t php tuyn n v ca S . Chng minh u l hm iu
ha trn .
4.21. Gii bi ton Dirichlet i vi phng trnh u = 0 trong cc trng hp sau:
a.
Tm nghim pha trong hnh trn tm O bn knh bng 1 tha mn iu kin
u = sin 2 (0 2) trn ng trn x 2 + y 2 = 1 .

b.
Tm nghim pha ngoi hnh trn tm O bn knh bng 2 tha mn:
u S = x 2 xy 2 + 2 , S l ng trn tm O bn knh bng 2.

4.22. Gii bi ton Cauchy sau y:
4 y 2 u xx + 2(1 y 2 )u xy u yy
2y
1+ y2
(2u x u y ) = 0
u ( x,0) = ( x) , u y ( x,0) = ( x) ; ( x), ( x) kh vi lin tc n cp 2.

4.23. Tm nghim ca phng trnh: u xx + u yy + u zz utt = 0 trong mi trng hp sau:
a.
u ( x, y, z,0) = e x cos y
b.
u ( x, y, z ,0) =
v ut ( x, y, z ,0) = x 2 y 2 .
1
v ut ( x, y, z,0) = 0 , ( x 0) .
x
utt = u xx + u yy
3 2
u ( x, y,0) = x y
2 4
2
ut ( x, y,0) = x y 3x
4.24. Tm nghim ca bi ton:
4.25. Tm nghim ca bi ton:
utt = u xx + u yy
a. u ( x, y,0) = x 2 + y 2
u ( x, y,0) = 1
t
utt = u xx
b. u ( x,0) = e x
x
u t ( x ,0) = e
4.26. Gii bi ton Cauchy sau:

a.
ut = a 2 u xx + u yy + u zz , t > 0
.
2
3
u ( x, y, z,0) = sin x + cos y + cos z , ( x, y, z )
156

b.
ut = u xx , t > 0
.
u ( x,0) = sin 2 x , x
4.27. Tm nghim ca bi ton Cauchy sau:

a.
ut = u xx , t > 0
.
u ( x,0) = sin x , x
b.
ut = u xx + u yy , t > 0
2
u ( x, y, 0) = sin l1 x + cos l2 y , ( x, y ) , l1 , l2 l cc hng s .
157
Chng 5: Qu trnh dng
CHNG V: QU TRNH DNG

GII THIU
Chui Markov, qu trnh Poisson nghin cu s tin trin theo thi gian ca cc h ngu
nhin m trong tng lai ch ph thuc hin ti v c lp vi qu kh (tnh Markov). Khi
nim qu trnh ngu nhin v chui Markov c nghin cu trong gio trnh xc sut thng
k.
Ngoi nhng qu trnh Markov, trong thc t ta cn gp cc h ngu nhin m qu kh ca
n c nh hng ln n s tin trin ca qu trnh trong tng lai. c bit vi qu trnh m hm
t tng quan thun nht theo thi gian (qu trnh dng) c rt nhiu ng dng trong vin thng.
Cc tn hiu, nhiu ca mt h thng vin thng l cc qu trnh dng. Khi nim qu trnh dng
c nh ton hc ngi Nga Khintchine a ra ln u tin vo nm 1934. Ngy nay qu trnh
dng tr thnh mt trong nhng lnh vc quan trng v c nhiu ng dng ca l thuyt xc
sut.
C hai nh ngha v qu trnh dng: Qu trnh dng theo ngha hp v ngha rng. Trong
chng ny ch yu xt qu trnh dng theo ngha rng, l qu trnh ngu nhin c k vng
khng ph thuc thi gian v hm t tng quan thun nht theo thi gian. Cc tn hiu vin
thng v nhiu l cc qu trnh dng. Cc qu trnh ny c k hiu bng ch thng x(t ) . Cc
qu trnh m xt trong chng 6 c k hiu bng ch in hoa X (t ) .
i n khi nim qu trnh dng ta xt cc qu trnh cp 2, l cc qu trnh tn ti
mment cp 2 v hm t tng quan. Ta cng xt mt cch s lc v khi nim o hm, tch
phn ca mt qu trnh ngu nhin cp 2.
Khi qu trnh dng biu din cc tn hiu th nh nh l Wiener-Khintchine ta c th tnh
cng sut trung bnh ca tn hiu thng qua ph ca qu trnh dng, l bin i Fourier ca
hm t tng quan ca qu trnh.
Trung bnh theo gii gian (time average) ca mt qu trnh ngu nhin bao gi cng d thc
hin hn trung bnh theo tp hp (ensemble average), v vy khi trung bnh theo thi gian trng
vi trung bnh theo tp hp th vic nghin cu chng s thun li hn. Qu trnh c trung bnh
theo thi gian trng vi trung bnh theo tp hp c gi l qu trnh ergodic. Chng ta s ch ra
nhng tiu chun nhn bit qu trnh dng l qu trnh ergodic.
hc tt chng ny hc vin nn xem li l thuyt xc sut v php bin i Fourier.
NI DUNG
5.1. QU TRNH CP 2
5.1.1. Khi nim qu trnh ngu nhin
Hu ht cc qu trnh xy ra trong t nhin v x hi u l cc qu trnh ngu nhin.
158
Chng 5: Qu trnh dng

Cc tn hiu ca cc h thng thng tin l cc tn hiu ngu nhin v ngoi thnh phn mang
tin cn c s tc ng ca giao thoa ngu nhin v nhiu ca thit b.
Gi s mt tn hiu no m ti mi thi im t ch xy ra ng vi cc bin c
{Ei , i N } ca khng gian mu. Tn hiu ny nhn gi tr c k hiu l x(t , Ei ) nu ti thi
im t bin c Ei xy ra. Nh vy x(t , Ei ) l mt mu ca qu trnh ngu nhin x(t ) . Qu trnh
ngu nhin x(t ) va ph thuc thi gian t , va ph thuc yu t ngu nhin Ei .
x(t , E1 )
x(t , E2 )
t1
t1
x(t , E3 )
Qu trnh ngu nhin x(t )
x(t , E4 )
t1
t1
{ x(t1, Ei ), i N }
t2
t2
t2
t2
{ x(t2 , Ei ), i N }
Mt cch tng qut mt qu trnh ngu nhin l mt h cc bin ngu nhin
{ x(t , ); t I } . Cc qu trnh ny va ph thuc vo thi gian
t v khi c nh tham s t th
x (t , ) l bin ngu nhin theo . Tp ch s I thng biu din tham s thi gian.
Qu trnh ngu nhin {x(t , ); t I } c gi l c thi gian ri rc hay lin tc nu tp ch
s I l tp m c hay l mt khong no . Qu trnh ngu nhin l thc hay phc nu cc
bin ngu nhin x (t , ) nhn gi tr thc hay phc.
Ngi ta thng vit tt qu trnh { x (t ) }tI thay cho qu trnh ngu nhin {x(t , ); t I } .
5.1.2. Khi nim qu trnh cp 2
Xt qu trnh ngu nhin { x (t ) }tI . Nh vy vi mi t I th x(t ) l mt bin ngu nhin
ca khng gian xc sut ( ,
F , P ).
Bin ngu nhin x(t ) c cc c trng nh: K vng,
phng sai, tng quan, moment .

Moment cp m ca bin ngu nhin X nh ngha nh sau:
Nu bin ngu nhin X ri rc c bng phn b xc sut
159
Chng 5: Qu trnh dng
X
P
u1
p1
ui
pi
( )
th E X m = uim pi .
i
( )
Nu bin ngu nhin X lin tc c hm mt f (u ) th E X m =
f (u )du .
nh ngha 5.1: Qu trnh ngu nhin x(t ) c gi l qu trnh cp 2 nu tn ti moment

cp 2 vi mi
tI
. Ngha l
2
E x(t ) < , t I .
5.1.3. Hm trung bnh v hm t tng quan
m(t ) = Ex(t ) , t I
K hiu
r ( s, t ) = E [ x( s) x(t )] ,
(5.1)
s, t I
(5.2)
Cng thc (5.1) c gi l hm trung bnh v (5.2) l hm t tng quan ca qu trnh
x(t ) .
Hip phng sai
C ( s, t ) = cov [ x ( s ), x (t ) ] = E ( x ( s ) m( s ) )( x (t ) m(t ) )
= E [ x( s ) x(t )] m( s)m(t ) , s, t I .
c bit phng sai var x (t ) = C (t , t )
nh l 5.1: Hm hip phng sai C ( s, t ) c tnh cht:
1) i xng: C ( s, t ) = C (t , s ) ,
t, s .
2) Xc nh khng m: n , t1 , t2 ,..., tn I , b1 , b2 ,..., bn

n
bi b jC (ti , t j ) 0 ,
i =1 j =1
trong z = a ib l s phc lin hp ca s phc z = a + ib .

Ngc li ngi ta cng chng minh c nu hm C (t , s ) c hai tnh cht trn th lun tn
ti mt qu trnh cp 2 nhn C (t , s ) lm hm t tng quan.
Nu { x(t ) }tT l mt qu trnh phc th hm t tng quan c nh ngha nh sau:
r ( s, t ) = E x( s ) x(t )
c cc tnh cht:
1') i xng: C ( s, t ) = C (t , s ) , t , s .
160
(5.3)
Chng 5: Qu trnh dng

2') Xc nh khng m: n , t1 , t2 ,..., tn I , b1 , b2 ,..., bn
n
bi b j C (ti , t j ) 0 .
i =1 j =1
Sau y ta xt mt cch tng qut cc qu trnh l qu trnh phc.

V d 5.1: (Qu trnh Wiener) Qu trnh w(t ) , t 0 c gi l mt qu trnh Wiener vi
tham s 2 nu n tho mn cc tnh cht sau:
1) w(0) = 0 .
2) Vi mi 0 s < t th w(t ) w( s ) l bin ngu nhin c phn b chun
N ( 0 ; 2 (t s) ) .
3) w(t ) , t 0 l qu trnh vi gia s c lp, tc l vi mi 0 t1 < t 2 ... < t n th cc bin
ngu nhin: w(t 2 ) w(t1 ) , w(t 3 ) w(t 2 ) , ... , w(t n ) w(t n1 ) l c lp.
Nh vy w(t ) , t 0 l mt qu trnh cp 2 c: m(t ) = Ew(t ) = 0 t 0 .
t , s 0 , C ( s, t ) = E [ w( s ) w(t ) ] = E w( s ) ( w( s ) + w(t ) w( s ) )
= E[ w( s) ]2 + E[ (w( s ) w(0) )(w(t ) w( s ) )] (do tnh cht tuyn tnh ca k vng)

= 2 s + E[ w( s ) w(0)]E[ w(t ) w( s )] = 2 s . (do gia s c lp v Ew( s ) = 0 )
Vy
C ( s, t ) = 2 min( s, t ) .
5.1.4. Php tnh vi phn cho qu trnh cp 2

nh ngha 5.2: Qu trnh cp 2
{ x(t ) }tI
1)
c gi l L2 lin tc ti t0 nu
2)
c gi l L2 kh vi ti t0 v c o hm x' (t 0 ) nu:
lim
h 0
trong X = E X
lim x(t ) x(t 0 ) = 0 .
t t0
x(t 0 + h) x(t 0 )
x' (t 0 ) = 0 ,
h
(5.4)
Nu x(t ) l L2 lin tc (tng t L2 kh vi) ti mi t th ta ni l L2 lin tc (tng

t L2 kh vi).
nh l 5.2: Qu trnh x(t ) L2 kh vi ti t0 nu v ch nu:
1) m(t ) kh vi ti t 0 ,
2) Tn ti gii hn
161
Chng 5: Qu trnh dng
lim
h 0
k 0
1
[C (t0 + h, t0 + k ) C (t0 + h, t0 ) C (t0 , t0 + k ) + C (t0 , t0 )] .
hk
(5.5)
T nh l ny ta suy ra qu trnh Wiener khng L2 kh vi ti bt c im no. Tht vy,

thay C ( s, t ) = 2 min( s, t ) vo biu thc trn vi k = h > 0 ta c
lim
h0 h 2
[C (t0 + h, t0 + h) C (t0 + h, t0 ) C (t0 , t0 + h) + C (t0 , t0 )]

lim
h 0
2
h
t + h t0 t0 + t0 ] = lim
2 [0
h 0
2
h
=.
2C ( s , t )
ca hm
st
hip phng sai lin tc th qu trnh x(t ) l L2 kh vi, o hm x' (t ) cng l mt qu trnh
cp 2. Hn na
nh l 5.3: Nu hm trung bnh m(t ) kh vi v o hm ring cp 2
Ex '(t ) = m '(t ),
2C ( s , t )
,
st
C ( s, t )
cov [ x '( s ), x(t ) ] =
.
s
cov [ x '( s ), x '(t ) ] =
(5.6)
Tng t ta c th xy dng cc khi nim L2 kh vi cp 2, 3

5.1.5. Php tnh tch phn ca qu trnh cp 2
Cho qu trnh cp 2
{ x(t ) }tI
ng vi mi phn hoch
v on [a; b] I .
: a = t 0 < t1 < ... < t n = b ca on [a; b] , bin ngu nhin sau
c gi l tng tch phn ca qu trnh
S () =
n 1
x(si )(ti+1 ti ) ,
i =0
trong si [t i ; t i +1 ] . t = max t i +1 t i .
0i n 1
Nu tn ti gii hn
lim S ( ) I = 0 khng ph thuc cch chia phn hoch v cch
chn cc im i din si th ta ni qu trnh x(t ) l L2 kh tch. I l mt bin ngu nhin c

moment cp 2 hu hn c gi l tch phn ca x(t ) trn on [a;b]. K hiu
b
I = x(t )dt
a
162
Chng 5: Qu trnh dng

b
Ch rng
x(t )dt cng l mt bin ngu nhin.

a
nh l 5.4: L2 tch phn c cc tnh cht sau

1) Nu x(t ) l L2 lin tc trong [a; b] th tn ti tch phn
x(t )dt ,
a
2) Nu x (t ) 0 , t [ a; b] th
x(t )dt 0 ,
a
3)
x(t )dt + x(t )dt = x(t )dt ,

a
(5.8)
Nu x (t ) = g (t ) X trong X l mt bin ngu nhin cn g (t ) l mt hm s ph

b
thuc bin s t th
x(t )dt = Xg (t )dt = X g (t )dt .

a
6)
( x(t ) + y(t )) dt = x(t )dt + y(t )dt ,

a
5)
(5.7)
4)
( a < c < b)
(5.9)
Gi s x(t ) l L2 lin tc.

t
t y (t ) = x( s )ds th y (t ) l L2 kh vi v y ' (t ) = x (t ) ,
(5.10)
7) Nu x(t ) l L2 lin tc trn [a;b] th ta c cng thc Newton- Leibnitz

b
x' (t )dt = x(b) x(a) .
(5.11)
nh l 5.5: Nu hm trung bnh m(t ) kh tch trn [a;b] v hm hip phng sai C ( s, t )
kh tch trn [a; b] [ a; b] th qu trnh x(t ) l L2 kh tch trn [a;b]. Hn na:
b
b
b
bb
E x(t )dt = m(t )dt , var x(t )dt = C ( s, t )dsdt ,
a
aa
a
a
d
b
bd
cov x( s )ds , x(t )dt = C ( s, t )dsdt ; [c; d ] [a; b] ;
c
a
ac
b
b
cov x( s ) , x(t )dt = C ( s, t )dt .
163
(5.12)
Chng 5: Qu trnh dng

V d 5.2: Gi s w(t ) ; t 0 l mt qu trnh Wiener vi tham s 2 xt trong v d 1.
Qu trnh ny c hm trung bnh m(t ) = 0 v hm t tng quan C ( s, t ) = 2 min(t , s ) l hai
t
hm kh tch. Theo nh l trn ta c tch phn x(t ) = w( s )ds vi mi t 0 . Khi t thay i ta

0
c qu trnh {x(t ); t 0} gi l qu trnh Weiner tch hp.
t
t
E[x(t )] = E w( s )ds = m( s)ds = 0 ,
0
0
Ta c
t
tt
var [ x(t ) ] = var w( s )ds = C ( s, u )dsdu
0
00
t
= min(s, u )dsdu = min(s, u )ds + min(s, u )ds du
u
00
00
t t
t u
2t 3
= sds + uds du =
.
3
u
00
t u
Vi mi 0 s < t , ta c x(t ) = x( s) + (t s ) w( s ) + (w(v) w( s ) )dv

s
E[x( s ) x(t )] = E x( s ) + (t s )E[x( s) w( s)] + E x( s) (w(v) w( s ) ) dv
s
2
Mt khc E x( s )
= var [x( s)] =
2s3
.
3
s
s
s
2s 2
E[x( s) w( s)] = cov w(t )dt , w( s) = r ( s, t )dt = 2 tdt =
.
2
0
0
0
s
x( s ) = w(v)dv = (w(v) w(0) )dv v

0
(w(v) w(s))dv
c lp
E x( s ) (w(v) w( s) ) dv = E[x( s)]E (w(v) w( s ) )dv = 0
2s3
2s 2
2s 2
+ (t s )
= (3t s )
cov [x( s), x(t )] =
.
3
2
6
164
Chng 5: Qu trnh dng
5.2. QU TRNH DNG

5.2.1. Khi nim dng theo ngha hp
Qu trnh ngu nhin {x(t ); t I } gi l qu trnh dng theo ngha hp (hay dng theo
ngha cht) nu vi mi n , vi mi t1,..., tn v vi mi T th vc t ngu nhin ( x(t1 ),..., x(tn ) )
v ( x(t1 + T ),..., x(tn + T ) ) c cng lut phn b.
T nh ngha suy ra rng nu qu trnh ngu nhin {x(t ); t I } dng theo ngha hp th
mi bin ngu nhin x(t ) ti thi im t bt k ca qu trnh u c cng lut phn b vi x(0) .
Qu trnh ngu nhin theo ngha hp i hi qu cht v vy t gp trong thc t. Ngi ta
xt qu trnh dng theo ngha rng nh sau.
5.2.2. Khi nim qu trnh dng
Qu trnh cp 2 {x(t ); t I } c gi l qu trnh dng (theo ngha rng) nu:
1) m(t ) = Ex(t ) = m = const ,
2) Hm t tng quan:
r ( s, t ) = E x( s ) x(t ) ch ph thuc vo s t ; ngha l tn ti
hm K x () sao cho
r ( s, t ) = K x ( s t ) ; s, t I .
Theo nh l 1.2 hm t tng quan K x () c cc tnh cht sau
nh l 5.6:
1)
K x () = K x () .
2)
K x ( ) K x (0) = E x(t ) = E x(0) , t.
Nu x(t ) l dy tn hiu th K x (0) = E x(t )
c gi l cng sut trung bnh ca tn hiu.
Ch : Gi s hm trung bnh m(t ) = Ex (t ) = m = const , khi hm hip phng sai
cov( x ( s ), x (t )) = E ( x ( s ) m )( x (t ) m ) = E x ( s ) x (t ) m
ch ph thuc vo s t khi v ch khi hm t tng quan r ( s, t ) = E x( s ) x(t ) ch ph thuc

vo s t . V vy c th nh ngha qu trnh dng theo ngha rng l qu trnh cp 2 tha mn hai
iu kin sau:
1) m(t ) = Ex(t ) = m = const ,
2) Hm hip phng sai C ( s, t ) = cov [ x( s ), x(t )] = E ( x( s ) m( s ) )( x(t ) m(t ) ) ch
ph thuc vo s t ; ngha l tn ti hm K x () sao cho C ( s, t ) = K x ( s t ) ; s, t I .

R rng rng hai nh ngha ny trng nhau khi m(t ) = Ex (t ) = 0, t .
165
Chng 5: Qu trnh dng

V d 5.3: Gi s U, V l hai bin ngu nhin tho mn EU = EV = 0 , cov(U , V ) = 0 ,
var U = var V = 2 ; l mt hng s th qu trnh x(t ) = U cos t + V sin t l qu trnh dng

c hm t tng quan K x () = 2 cos .
Gii:
Ex (t ) = cos tEU + sin tEV = 0 .
r ( s, t ) = E[x( s) x(t )] = E[(U cos s + V sin s )(U cos t + V sin t )]
= E U 2 cos s cos t + V 2 sin s sin t + UV (cos s cos t + sin s sin t )

= 2 cos (t s) K x () = 2 cos .
V d 5.4: Qu trnh Wiener khng phi l qu trnh dng.
5.2.3. Biu din ph ca qu trnh dng
nh ngha 5.3: Gi s
{ x(t ) }tI
qu trnh dng vi hm t tng quan K x . Nu tn ti
P ( f ) sao cho:
1/ 2
K x ( n) =
in 2 f
P ( f )df
khi I =
(5.7)
i 2 f
P ( f )df
khi I =
(5.8)
1/ 2
hoc
K x () =
th
P ( f ) c gi l mt ph ca qu trnh dng { x(t ) }tI .

nh l 5.7: 1) Trng hp thi gian ri rc I = : Nu
K x ( n) <
th tn ti mt
n =
ph
P ( f ) = e in2f K x (n) .
(5.9)
n =
2) Trng hp thi gian lin tc I = : Nu K x () kh tch tuyt i trn th tn ti

mt ph
P ( f ) = e i 2 f K x ()d .
(5.10)
Nh vy hm mt ph l bin i Fourier ca hm t tng quan v hm t tng quan

l bin i Fourier ngc ca mt ph.
P ( f ) = F {K x ()} ,
K x () =
nh l l h qu ca cc iu trnh by trang 75, 78.
166
F 1{P ( f )} .
Chng 5: Qu trnh dng

5.2.4 Mt ph cng sut
Cho qu trnh { x (t ) }tI biu din cc tn hiu.
x(t )
Vi mi T > 0 xt: xT (t ) =
0
nu
t <T 2
nu
t T 2.
F {xT (t )}
t bin i Fourier ca xT (t ) l X T ( f ) =
XT ( f ) =
xT (t )e
i 2 ft
T /2
dt =
x(t )e
i 2ft
dt.
T / 2
xT (t ) v X T ( f ) cng l hai qu trnh ngu nhin.
p dng ng thc Parseval ta c:
ET = xT
ET
XT ( f )
(t )dt =
df .
cng l mt qu trnh ngu nhin. p dng nh l nng lng Rayleich, cng thc
(2..86) ta c
ET = E xT 2 (t )dt = ExT 2 (t )dt = E X T ( f ) 2 df .
Cng sut trung bnh ca qu trnh
1
P = lim
T T
T 2
T 2
xT2 (t )
1
dt = lim
T T
E(
xT2 (t )
1
2
E X T ( f ) df
) dt = Tlim
T
Mt ph cng sut ca qu trnh, vit tt PSD (Power Spectral Density), l

1
2
E XT ( f ) .
T T
lim
(5.11)
nh l 5.8: (nh l Wiener - Khintchine) Mt ph cng sut PSD ca qu tnh dng

{ x(t ) }tI c gi tr trung bnh Ex(t ) = 0 bng mt ph ca qu trnh ny v bng bin i
Fourier ca hm t tng quan:
1
2
( f ) = lim E X T ( f ) v ta c P =
T T
P ( f )df
(5.12)
Nhn xt: nh l 5.8 cho ta ngha ca khi nim mt ph ca qu trnh dng, l

mt ph cng sut ca qu trnh. Nh vy ta c th tnh mt ph ca mt qu trnh dng
theo 2 cng thc khc nhau (5.9)-(5.10) hoc (5.12). Tuy nhin tn ti qu trnh ngu nhin khng
dng (khng c mt ph) nhng c mt ph cng sut.
V d 5.4: Xt qu trnh tn hiu cc vi d liu nh phn x(t )
x(t ) =
an f (t nTb ) ,
n =
167
(5.13)
Chng 5: Qu trnh dng
1
trong f (t ) l xung mu f (t ) =
0
{ an }
nhin
nu
t < Tb 2
nu
t > Tb 2,
Tb l chu k 1 bt.
l dy cc bin ngu nhin c lp biu din cc d liu nh phn. Cc bin ngu
a n c phn b ri rc nhn hai gi tr 1 ng kh nng.

1
1
Vy P{a n = 1} = P{an = 1} = 1 / 2 ; E [ an ] = 0 ; var [ an ] = E an2 = 12 + (1) 2 = 1 ;

2
2
cov[a n , a m ] = E[a n a m ] E[a n ]E[a m ] = 0 .

t T = (2 N + 1)Tb th qu trnh xT (t ) ca qu trnh (5.13) s l
xT (t ) =
an f (t nTb )
n=N
F {xT (t )} = an F { f (t nTb )} = an F ( f )ei nT

n = N
n = N
F ( f ) = F { f (t )} = Tb sin c(Tb f ) (v d 2.37 chng II)
XT ( f ) =
Trong
= F( f )
n = N
an e i nTb
E XT ( f ) = E F ( f )
an am e i ( n m )Tb
n, m = N
2
= F( f )
n, m = N
2
E an am ei ( nm )Tb = F ( f )
1= F( f )
(2 N + 1) .
n=N
Vy mt ph cng sut PSD

2
F ( f ) (2 N + 1) F ( f )
1
2
lim E X T ( f ) = lim
=
T T
T
(2 N + 1)Tb
Tb
= Tb sin c 2 (Tb f ) .
Tuy nhin r (t , t + ) = E[x(t ) x(t + )] = E a n f (t nTb ) a m f (t + mTb )
n=
m=
=
n = m =
E[a n a m ] f (t nTb ) f (t + mTb ) =
1 nu t nTb < Tb / 2 v
trong f (t nTb ) f (t + mTb ) =
0 nu ngc li
f (t nTb ) f (t + mTb )
n =
t + nTb < Tb / 2
iu ny chng t r (t , t + ) cn ph thuc vo thi im t nn qu trnh x(t ) khng

dng.
V d 5.5: Sng ngu nhin nh phn
168
Chng 5: Qu trnh dng

Xt qu trnh ngu nhin {x(t ); t } gm cc bit 1 v cc bit 0 tho mn cc iu kin
sau:
1) Bit 1 v 0 ln lt c biu din bi cc xung ch nht vi bin + A v A volt
vi rng ca xung l T giy.
2) Cc hm mu (sample functions) l khng ng b v gi thit rng thi im xut pht
ca xung th nht t d xy ra ng kh nng trong khong t 0 n T. iu ny c ngha l t d l
gi tr mu ca bin ngu nhin Td c phn b u trong on [0; T ] .
3) Trong khong thi gian xung bt k (n 1)T < t t d < nT , hai bit 1 v 0 l ng kh
nng xut hin, ngha l x(t ) nhn gi tr + A hoc A trong sut khong xung ny vi xc sut
1 2 . x(t ) v x( s ) l c lp nu t , s trong khong xung thi gian khc nhau.

t; Ex(t ) = A 1 2 + ( A) 1 2 = 0 .
Ta c:
rx (t k , t i ) = E[x(t k ), x(t i )] .
Hm t tng quan:
* Nu t k ti > T th x(t k ), x(ti ) c lp
rx (t k , t i ) = E[x(t k ), x(t i )] = 0 .
* Nu t k ti < T v gi s rng x(t k ), x(ti ) cng c tr l t d th x(t k ), x(ti ) cng

xung khi v ch khi t k ti < T t d .
td
Vy
A 2
E[x(t k ), x(t i ) t d ] =
0
nu t d < T t k t i
nu ngc li .
p dng cng thc xc sut y
E[x(tk ), x(ti )] =
T t k ti
2
T t k ti
A fTd (td )dtd =
t t
A2
dtd = A2 1 k i
T
T
A 1 nu < T
t = t k t Hm t tng quan K x () = T
nu T .
0
169
Chng 5: Qu trnh dng

Mt ph cng sut
Px ( f ) = F {K x ()} = A2 1 T e -i2f d
T
-T
= A 2T sin c 2 ( fT ) .
V d 5.6: Nhiu trng (White Noise) c m t nh l mt qu trnh dng (theo ngha

N
rng) m mt ph cng sut l mt hng s W ( f ) = 0 .
2
H s 1 2 ch mt na cng sut ng vi tn s dng v mt na ng vi tn s m.
N 0 c n v watt/ hertz. Hm t tng quan

KW () =
F -1 N20 = N20 () .
KW ()
PW ( f )
N0 2
( N 0 2)()
Qu trnh nhiu trng khng phi l mt qu trnh vt l c thc v c cng sut bng .
Trong quang hc, mt ph nng lng ca nh sng trng l khng i
P ( ) = hng s vi
mi tn s (Nng lng nh sng trng phn b u theo mi tn s ). V vy nhiu vi mt

ph hng s c gi l nhiu trng.
5.3. QU TRNH DNG ERGODIC
Trong nhiu bi ton v qu trnh ngu nhin i hi phi tnh cc gi tr trung bnh ca
qu trnh theo thi gian. Ngha l phi tnh tch phn ngu nhin (xem mc 1.5.). Bi ton ny
s tr nn n gin hn nu trung bnh theo thi gian trng vi trung bnh theo tp hp.
Gi thit Ergodic cho rng trung bnh theo thi gian cc cp trng vi trung bnh theo tp
hp cng cp tng ng. Gi thit ny ng tic l khng phi lun ng nh mt s cc nh k
thut u th k 20 tin tng. Khong nm 1931 hai nh ton hc G. D. Birkhoff (M) v A. Ia.
Khintchine (Nga) chng minh rng trung bnh theo thi gian lun lun tn ti v ch ra cc
iu kin n trng vi trung bnh tp hp.
Ta c cc nh ngha sau v tnh cht ergodic ca cc qu trnh cp 2.
nh ngha 5.4:
1) Qu trnh dng thi gian ri rc { x(n); n 0 } gi l ergodic nu
170
Chng 5: Qu trnh dng

2
x(0) + x(1) + ....x(n 1)

lim E
m = 0 ; m = Ex ( n ) .
n
n
2) Qu trnh dng vi thi gian lin tc {x(t ); t } c hm trung bnh m(t ) = m gi l
ergodic nu
2
1
lim E x(t )dt m = 0 .
T
T 0
nh l 5.9: Qu trnh dng thi gian ri rc { x(n); n 0 } vi hm t tng quan K x (n)

l ergodic khi v ch khi
1 n
K ( m) = 0 .
n n m =0
lim
(5.14)
nh l 5.10: Qu trnh dng { x(t ); t } vi hm t tng quan K x () l ergodic khi v

ch khi
lim
T T 2
TT
K x (t s)dtds = 0 .
(5.15)
00
nh l 5.11: Qu trnh dng { x(t ); t } vi hm t tng quan K x () l ergodic khi v

ch khi
T
t
1
lim 1 K x (t )dt = 0 .
T
T T
0
(5.16)
H qu: Nu lim K x () = 0 th qu trnh { x(t ); t } l ergodic.
V d 5.7: Xt qu trnh ngu nhin x(t ) = A cos(0t + ) . Trong A , 0 l hai hng s.
l bin ngu nhin c phn b u trn on [0; 2] vi hm mt

1
f (u ) = 2
0
nu 0 u 2
nu ngc li
E[ x(t )] = E[A cos(0 t + )] = A cos(0 t + u ) f (u )du = A
r (t , t + ) = E[x(t ) x(t + )] = E[A cos(0 t + ) A cos(0 (t + ) + )]
=
=
A2
E[cos (0 (2t + ) + 2) + cos ]
2
2
A2
(E[cos (0 (2t + ) + 2)] + E[cos ]) = A cos
2
2
171
cos(0t + u ) 2 du = 0
Chng 5: Qu trnh dng

Nh vy { x(t ) } l mt qu trnh dng vi hm t tng quan K x () =
A2
cos .
2
T
T
T
A2
1 A2
1
d
1
cos
sin sin + cos
0
0
0
2T
T T 2
T
0
A2
1 cos T
sin T sin T +
0 khi T
T
2T
Theo nh l 5.11 { x(t ) } l mt qu trnh dng tho mn iu kin (5.11) do l mt qu

trnh ergodic.
Ta cng c th kim chng iu ny bng cch tnh trc tip nh sau: V qu trnh tun
2
hon theo thi gian vi chu k T0 =
nn trung bnh theo thi gian
0
1
T0
1 sin(0 t + )
A cos(0t + )dt = T0 A 0
0
T0
1
T0
T0
2
2
A cos (0t + )dt =
0
T0
= 0 = E[x(t )]
A2
= K x (0) = E x 2 (t ) .
2
5.4. MT VI NG DNG CA QU TRNH DNG

5.4.1 B lc tuyn tnh
Gi s x(t ) l mt qu trnh dng v h(t ) l hm kh tch tuyt i. Ta xc nh qu trnh
mi
L{x(t )}
L{x(t )} = y(t ) = h(t s) x( s)ds = h(t ) x(t )
(5.17)
c gi l b lc tuyn tnh vi p ng xung h(t ) (impulse response).

Hm H ( f ) =
F {h(t )} c gi l hm truyn t (transfer function) ca b lc.
Trng hp qu trnh vi thi gian ri rc
{ h(n) }, n = 0, 1, 2, ... th u ra c dng
{ x(n); n 0}
v p ng xung l dy
L{x(n)} = y (n) = h(n m) x(m) ;

m =
Hm truyn t H ( f ) =
h(m)e i 2 mf
m =
nh l 5.12: u ra y (t ) ca b lc tuyn tnh (5.17) cng l qu trnh dng vi hm t

tng quan
172
Chng 5: Qu trnh dng
K y () = h() h() K x ()
(5.18)
Py ( f ) = H ( f ) 2 Px ( f )
(5.19)
v mt ph
V d 5.8: Lc thng thp ( RC low - pass filter). Xt mch in nh hnh v, trong in

tr thun R , t in c in dung C ; in p u vo x(t ) , in p u ra y (t ) .
i (t )
x(t )
y (t )
p dng nh lut Kirchoff ta c RC
dy
+ y (t ) = x(t )
dt
Trng hp x(t ) l tt nh (deterministic): y (t ) = h (t ) x (t ) , bng cch p dng php bin

i Fourier ta tnh c
(1 RC )e t
h(t ) =
0
RC
nu t 0
nu t < 0
H( f ) = Y( f ) X( f ) =
1
1 + i (2RC ) f
Do nu x(t ) l qu trnh dng, theo cng thc (5.19) ta c mt ph ca u ra ca

lc thng thp
Py ( f ) =
1
1 + 4 2 R 2 C 2 f 2
Px ( f )
PW ( f ) = N20
Nu u vo w(t ) l nhiu trng vi hm mt ph cng sut
Py ( f ) = H ( f ) 2 Px ( f ) =
N0 2
1 + 4 2 R 2 C 2 f
S dng bin i Fourrier ngc ta c K y () =
Cng sut trung bnh Py = E y 2 (t ) = K y (0) =

Ta c
ln
Py ( f ) = ln(N 0
1+ f 2
th u ra
N 0
=
e
2 2 2 2
1 + 4 R C f 4 RC
F 1
N0
4 RC
2) ln(1 + 4 2 R 2C 2 f 2 )
1+ f 2
N0 2
173
ln
Py ( f ) df > .
1+ f 2
RC
Chng 5: Qu trnh dng

Tng qut hn ta c nh l sau.
nh l 5.13 (A. N. Kolmogorov): Gi s qu trnh y (t ) c th biu din di dng b lc
L {x(t )} = y(t ) = h(t s) x(s)ds = h(t ) x(t )
trong p ng xung tho mn h(t ) = 0 ; t < 0 (b lc nhn qu) vi hm truyn t H ( f ) .
Khi x(t ) l nhiu trng khi v ch khi
ln
Py ( f ) df > .
1+ f 2
5.4.2. Qu trnh ngu nhin Gauss

nh ngha 4.5. Qu trnh ngu nhin
{ x(t ) } gi l qut trnh Gauss nu vi mi
N v
mi t1 , t 2 , ... , t N
X = ( x(t1 ) , x(t 2 ) , ... , x(t N ) )

l vc t ngu nhin c phn b Gauss
N chiu.
Nh vy hm mt ca X c dng
1
( xm )C 1 ( xm )t
1
f X ( x1 , x2 ,..., xN ) =
e2
2 det C
(5.20)
trong x = ( x1 , x2 ,..., xN ) ; m = ( m1 , m2 ,..., mN ) , mi = E [ x(ti )] ; ma trn vung hip phng

sai C = Cij
N N
; Cij = cov x(ti ), x(t j ) .
Qu trnh Gauss l qu trnh dng nu
mi = E [ x(ti )] = m = hng s v Cij + m = K x (ti t j ) .

2
(5.21)
Ngoi ra, nu x(ti ), x (t j ); i j khng tng quan, ngha l
E x(ti ) x(t j ) = E [ x(ti )] E x(t j )

th ma trn hip phng sai c dng
2 0
2
0
C=
0
0
(5.22)
trong 2 = K x (0) = cov [ x(ti ), x(ti ) ] .

Qu trnh Gauss c cc tnh cht sau:
1) f X ch ph thuc vo ma trn M v vect m , v vy vc t ngu nhin Gauss ch ph
thuc vo cc moment cp 1 v cp 2.
174
Chng 5: Qu trnh dng

2) X = ( x(t1 ) , x(t 2 ) , ... , x(t N ) ) l vc t ngu nhin c phn b Gauss
cc bin ngu nhin thnh phn x(ti ) cng c phn b Gauss.
N chiu, do
3) Cc bin ngu nhin thnh phn x(t1 ) , x(t2 ) ,..., x(t N ) c lp khi v ch khi khng
tng quan. iu ny xy ra khi ma trn hip phng sai C l ma trn ng cho dng (5.22).
4) Qu trnh Gauss dng theo ngha rng khi v ch khi dng theo ngha cht (Xem
Chanmugan & Breipoht, 1988, trang 141).
5) Nu
( y(t1 ) ,
X = ( x(t1 ) , x(t 2 ) , ... , x(t N ) )
mt
vc
ngu
nhin
Gauss
th
y (t2 ),..., y (t N ) ) cng l mt vc t ngu nhin Gauss, vi
[ y (t1 ) ,
y (t2 ) ,..., y (t N ) ] = A [ x(t1 ) , x(t2 ) ,..., x(t N ) ]
trong A l mt ma trn vung cp N bt k.

T tnh cht 5) ngi ta c th chng minh c kt qu rng hn nh sau.
nh l 5.14: u ra ca mt qu trnh Gauss qua lc tuyn tnh l mt qu trnh Gauss.
Ngha l nu x(t ) l qu trnh Gauss th
y (t ) = h(t ) x(t ) =
h(t ) x()d
cng l mt qu trnh Gauss.
TM TT
Khi nim qu trnh ngu nhin
Qu trnh ngu nhin l mt h cc bin ngu nhin {x(t , ); t I } , I c gi l tp cc
ch s (thng ch thi gian).
Qu trnh cp 2
Qu trnh ngu nhin x(t ) c gi l qu trnh cp 2 nu tn ti moment cp 2 vi mi
tI
. Ngha l E x(t )
< , tI .
Hm trung bnh m(t ) = Ex (t ) , t I

Hm t tng quan r ( s, t ) = E x( s ) x(t )
Khi nim qu trnh dng
Qu trnh cp 2 { x (t ) }tI c gi l qu trnh dng nu:
1) m(t ) = Ex (t ) = m = const ,
2) Hm t tng quan r ( s, t ) = E x( s ) x(t ) ch ph thuc vo s t ; ngha l tn ti hm
K x () sao cho r ( s, t ) = K x ( s t ) ; s, t I .
175
Chng 5: Qu trnh dng

Biu din ph ca qu trnh dng
Gi s { x (t ) }tI qu trnh dng vi hm t tng quan K x . Nu tn ti
1/ 2
K x ( n) =
in 2 f
e
khi I = hoc K x () =
P ( f )df
1/ 2
th
i 2 f
P ( f ) sao cho:
P ( f )df
khi I =
P ( f ) c gi l mt ph ca qu trnh dng { x(t ) }tI .

nh l Wiener Khintchine: Mt ph cng sut PSD ca qu tnh dng { x (t ) }tI c
gi tr trung bnh Ex (t ) = 0 bng mt ph ca qu trnh ny.

Qu trnh dng ergodic
Gi thit Ergodic cho rng trung bnh theo thi gian mi cp trng vi trung bnh theo tp
hp cp tng ng. Qu trnh dng thi gian ri rc { x(n); n 0 } gi l ergodic nu
2
x(0) + x(1) + ....x(n 1)

lim E
m = 0 ; m = Ex ( n ) .
n
n
Qu trnh dng vi thi gian lin tc {x(t ); t } c hm trung bnh m(t ) = m gi l
2
1
ergodic nu lim E x(t )dt m = 0 .
T
T 0
Qu trnh dng { x(t ); t } vi hm t tng quan K x () l ergodic khi v ch khi

T
1
t
1 K x (t )dt = 0 .
T
T T
0
lim
CU HI N TP V BI TP
5.1 Hm trung bnh m(t ) = Ex(t ) , t I ca qu trnh ngu nhin
{ x(t ) }tI
l mt bin ngu
{ x(t ) }tI
l mt bin ngu
nhin.
ng
Sai
5.2 Trung bnh theo thi gian
1
T
T /2
x(t )dt
ca qu trnh ngu nhin
T / 2
nhin.
ng
Sai
5.3 Hm t tng quan ca mt qu trnh dng { x (t ) }tI , l mt hm 2 bin theo thi gian.
ng
Sai
5.4 Mt ph ca qu trnh dng bng bin i Fourier ca hm t tng quan.

ng
Sai
176
Chng 5: Qu trnh dng

5.5 Hm t tng quan ca qu trnh dng bng bin i Fourier ca mt ph ca qu trnh.
ng
Sai
Qu trnh dng c hm trung bnh l hm hng nn trung bnh theo thi gian bng trung bnh theo tp
hp.
ng
Sai
{ x(t ) }tI l mt qu trnh dng vi hm trung bnh Ex(t ) = m, t . Chng minh rng
{ y (t ) }tI , y (t ) = x(t ) m l qu trnh dng c hm trung bnh Ey (t ) = 0, t v hm t
5.6 Cho
tng quan K y = K x .
5.7 Cho
{ x(t ) }tI
l mt qu trnh cp 2 c tnh cht Ex ( s ) v Ex ( s ) x ( s + t ) khng ph thuc
vo s . Chng minh rng { x (t ) }tI l qu trnh dng.
{ x(t ) }tI l mt qu trnh dng vi hm t tng quan K x () . Chng minh rng

{ y (t ) }tI , y (t ) = x(t + 1) x(t ) cng l qu trnh dng. Tm hm trung bnh v hm t
5.8 Cho
tng quan.
5.9 Cho l bin ngu nhin lin tc c phn b u trn on [0, 2] , A0 , 0 l hai hng s.
Chng minh rng x(t ) = A0 sin(0 t + ) l mt qu trnh dng. Tm hm t tng quan.
Qu trnh x(t ) c phi l qu trnh ergodic?
5.10 Cho l bin ngu nhin lin tc c phn b u trn on [0, 2] , R l bin ngu nhin
r 2
2 2 , nu 0 < r <
lin tc c hm mt f R (r ) = 2 e
.
0 ,
nu r 0
Gi s v R c lp, > 0 . Chng minh rng x(t ) = R cos(t + ) l mt qu trnh

dng vi trung bnh 0 v hm t tng quan K x (t ) = 2 cos t .
5.11 Cho A l bin ngu nhin c phn b chun N (0 ; 2 ) . t x (t ) = A cos(10 t ) . Tm hm
mt xc sut ca x(t ) . Qu trnh { x (t ) }tI c phi l qu trnh dng khng?
5.12 Cho Z1 v Z 2 l hai bin ngu nhin c lp c cng phn b xc sut
1
. t x(t ) = Z1 cos t + Z 2 sin t , l hng s. Chng minh
2
x(t ) l qu trnh dng. Tm hm t tng quan.
P{Z1 = 1} = P{Z1 = 1} =
5.13 Cho qu trnh dng
{ x(n) }n=
c trung bnh Ex ( n) = 2 v hm t tng quan
2 3
K x ( n) =
. Tm mt ph.
7 4
177
Chng 5: Qu trnh dng

5.14 Cho W (t ) l qu trnh Wiener vi tham s 2 . t x(t ) = e tW (e 2t ) , > 0 l hng s.
Chng minh rng x(t ) l qu trnh Gauss dng vi hm t tng quan K x (t ) = 2 e
< t < . Tm mt ph.
1
( B f ), nu f B
5.15 Cho qu trnh dng ergodic x(t ) c mt ph Px ( f ) = 2
.
0,
nu ngc li
Tm hm t tng quan.
178
Chng 6: Qu trnh Poisson
CHNG VI: QU TRNH POISSON

GII THIU
u th k XX, A. A. Markov- nh Ton hc v Vt l ni ting ngi Nga a ra m
hnh ton hc m t chuyn ng ca cc phn t cht lng trong bnh kn. V sau m hnh ny
c pht trin v s dng trong nhiu lnh vc khc nh c hc, sinh hc, y hc, kinh t,
v.v.v c mang tn l Qu trnh Markov.
Trong nhng nm gn y, qu trnh Markov c ng dng rt nhiu trong cc bi ton
kinh t, tin hc, vin thng, c bit l cc bi ton v iu khin tng i v.v
Qu trnh Poisson l dng c bit ca qu trnh Markov vi thi gian lin tc. Qu trnh
Poisson X (t ) m t qu trnh m s ln xut hin mt bin c A no cho n thi im t .
Qu trnh Poisson c ng dng nhiu trong vin thng, lin quan n bi ton truyn tn hiu,
cc h phc v, bi ton chuyn mch ...
Nu s cuc gi n mt tng i l mt qu trnh Poisson, mi cuc gi chim dng thit
b trong mt khong thi gian no , gi s cc khong thi gian ny l cc bin ngu nhin c
lp cng phn b, khi tng s gi gi l mt qu trnh Poisson phc hp.
Qu trnh Poisson X (t ) m t qu trnh m s ln xut hin mt bin c A no cho
n thi im t . Gi s bin c A c phn thnh 2 loi A1 , A2 v ti mi thi im vic xut
hin bin c A1 hoc A2 l c lp nhau, khi ta c qu trnh Poisson c phn loi.
Qu trnh Poisson phc hp v qu trnh Poisson phn loi gip ta tnh c sn lng
trung bnh khi khai thc dch v vin thng.
Trong chng ny chng ta kho st cc vn sau:
Qu trnh m, qu trnh im.
Qu trnh Poisson.
Cc phn b lin quan n qu trnh im Poisson: thi im n th n (hay thi

gian ch) v khong thi gian gia hai ln n lin tip th n .
Qu trnh Poissson c phn loi.
Qu trnh Poisson phc hp.
Qu trnh Poisson l c s quan trng kho st qu trnh sp hng c nghin cu trong

chng tip theo.
hc tt chng ny hc vin phi nm cc kin thc c bn ca l thuyt xc sut.
179
NI DUNG
6.1. KHI NIM QU TRNH POISSON
6.1.1. Qu trnh m
Qu trnh m rt thng gp trong thc t.
Gi s A l bin c no . K hiu X (t ) , t > 0 l s ln bin c A xut hin trong
khong thi gian t 0 n t . Khi {X (t ), t > 0} c gi l qu trnh m.
Chng hn ta c nhng v d sau v qu trnh m:
A l bin c khch vo im phc v no . Khi y X (t ) l s khch vo im phc

v tnh n thi im t .
A l bin c c cuc gi n mt tng i no . Khi y X (t ) l s cuc gi n tng

i tnh n thi im t .
Qu trnh m
{X (t ); t 0} c cc tnh cht c trng sau:
1. X (0) = 0 ;
(6.1)
2. X (t ) ch nhn gi tr l cc s t nhin;
(6.2)
3. X ( s ) X (t ), 0 s t .
(6.3)
4. X ( s, t ] = X (t ) X ( s ) , 0 s < t , l s ln bin c A xy ra trong khong thi gian
( s, t ] .
(6.4)
Ta gi {X ( s, t ] , 0 s < t} l qu trnh im ng vi qu trnh m {X (t ); t 0}.

6.1.2. Qu trnh Poisson
nh ngha 6.1: Ta ni rng qu trnh {X (t ); t 0} l qu trnh Poisson vi cng
(hoc tham s ) nu:
i) X (0) = 0 ;
ii) X (t ) ch nhn gi tr l cc s t nhin;
iii) {X (t ); t 0} l qu trnh c gia s c lp, tc l, vi bt k 0 = t 0 < t1 < t 2 < ... < t n
cc gia s X (t1 ) X (t 0 ) , X (t 2 ) X (t1 ) , ... , X (t n ) X (t n1 ) l cc bin ngu nhin c lp.
iv) Mi gia s X ( s + t ) X ( s ) c phn b Poisson vi tham s t vi mi s 0, t > 0 .
nh l 6.1: Nu qu trnh m {X (t ); t 0} tha mn cc iu kin sau:
1. C gia s c lp, tc l m = 2, 3, ... v vi mi 0 = t 0 < t1 < ... < t m th cc gia s
X (t 0 ; t1 ], X (t1 ; t 2 ], ... , X (t m1 ; t m ] l cc bin ngu nhin c lp,

2. C gia s dng, tc l vi mi s > 0. 0 t1 < t 2 th cc gia s X (t1 + s; t 2 + s ] ,
X (t1 ; t 2 ] c cng phn b xc sut. Nh vy lut phn b ch ph thuc vo khong thi gian v
khng ph thuc thi im.
180

3. Xc sut xut hin bin c A gn u; tc l tn ti > 0 (tc xut hin bin c A )
sao cho vi h > 0 kh b th
P { X (h) = 1} = h + o(h) .
(6.5)
P { X (h) 2} = o(h) ,
(6.6)
4. Vi h > 0 kh b th
th {X (t ); t 0} l qu trnh Poisson tham s .

Ngc li, qu trnh Poisson l qu trnh m tha mn 4 iu kin trn.
Chng minh: iu kin i), ii) ca nh ngha qu trnh Poisson c suy t tnh cht ca
qu trnh m. T 1) ta suy ra iu kin iii). Theo 2) chng minh iu kin iv) ta ch cn chng
minh X (t ) c phn b Poisson (t ) .
t p n (t ) = P{X (t ) = n }, n = 0,1, 2, ...
p 0 (t + h) = P{X (t + h) = 0} = P{X (t ) = 0, X (t + h) X (t ) = 0}
= p0 (t ) p0 (h) = p0 (t ) (1 h + o(h) ) ,
p0 (t + h) p0 (t )
o( h)
= p0 (t ) +
p0 '(t ) = p0 (t ) p0 (t ) = Ce t .
h
h
p 0 (0) = 1 p0 (t ) = e t ; t 0 .
Tng t
p n (t + h) = P{X (t + h) = n } = P{X (h) = 0 , X (t + h) X (h) = n }
+ P{X (h) = 1, X (t + h) X (h) = n 1 } +
P{X (h) = k , X (t + h) X (h) = n k }
k 2
= p0 ( h) pn (t ) + p1 ( h) pn 1 (t ) + pn k (t )o( h) = (1 h) pn (t ) + hpn1 (t ) + o(h)

k 2
p n ' (t ) = p n (t ) + p n1 (t ) .
t bin i Laplace ca pn (t ) l Pn ( s ) =
L { pn (t ) }
L { pn ' (t ) } = sPn (s) = Pn (s) + Pn1 (s)

n
n

Pn ( s) =
P0 ( s) =
+s
( + s) n+1
Vy X (t ) c phn b Poisson
Pn ( s ) =
Pn1 ( s )
+s
n
n n t
t e .
pn (t ) = L 1
=
n +1
(
s
)
n
!
+
P ( t ) .
Ngc li nu {X (t ); t 0} l qu trnh Poisson tham s th X (t ) c phn b Poisson
P (t ) nn E[X (t )] = var[X (t )] = t . Khai trin Taylor ta c

P { X (h) = 0} = e h = 1 h + o(h) khi h 0 ,
181
P { X (h) = 1} = he h = h (1 h + o(h) ) = h + o(h) khi h 0 .

Do P { X (h) 2} = 1 P { X (h) = 0} P { X (h) = 1} = o(h) khi h 0 .
Nhn xt: Gi s qu trnh {X (t ) ; t 0 } m s ln xut hin bin c A l qu trnh
Poisson tham s > 0 th E[X (1)] = . Nh vy l s ln trung bnh xy ra bin c A trong

khong 1 n v thi gian. Nu qu trnh {X (t ) ; t 0 } m s khch n im phc v th l
tc n trung bnh.
6.1.3. Cc phn b lin quan n qu trnh Poisson
nh ngha 6.2: Gi s {X (t ); t 0} l qu trnh Poisson m s ln xut hin bin c A .
1)
Ta k hiu W ( n) l thi im n (arrival time) (hay thi gian ch, waiting time) th n ,
l thi im m bin c A xut hin ln th n .

Quy c W (0) = 0 .
2) K hiu S ( n ) l khong thi gian
S3
gia 2 ln n lin tip th n

(interarrival time), l khong thi
gian tnh t thi im bin c A xy
ra ln th n 1 n thi im xy ra
bin c A ln th n .
S2
S1
O
Vy S ( n) = W ( n) W ( n 1) .
W1
W3
W2
nh l 6.2:
1. Cc thi gian n trung gian S (1) , S (2) ,..., S ( n ) l cc bin ngu nhin c lp c cng
phn b m tham s vi hm mt
f S ( n) (t ) = e t ; t 0 .
(6.7)
2. W ( n) c phn b Erlang tham s n, vi hm mt
fW ( n ) (t ) =
n t n 1 t
e
; t 0.
( n 1)!
(6.8)
c bit W (1) c phn b m.

3. Vi mi 0 < s < t v 0 k n
k
n!
s s
P{X ( s ) = k X (t ) = n} =
1
k!(n k )! t t
nk
(6.9)
Ch rng nu X1, X 2 ,..., X n l cc bin ngu nhin c lp c cng phn b m tham s

th X = X1 + X 2 + " + X n c phn b Erlang tham s n, . Do c k vng v phng sai:
E [ X1 + X 2 + " + X n ] =
; var [ X1 + X 2 + " + X n ] =
182
(6.10)

V d 6.1: Gi s s khch n ca hng no l 1 qu trnh Poisson vi tc = 4
khch/ gi. Ca hng m ca lc 8h.
1. Tnh xc sut n 8h30 c c thy 1 khch; ng thi n 10h30 c c thy 5 khch
n ca hng.
2. Tnh thi im trung bnh khch th 10 ti.
3. Tnh xc sut khong thi gian gia khch th 10 v khch th 11 ln hn 1/2 gi.
Gii:
1. Xem t 0 = 8h. Vy xc sut cn tm l
P{X (1 2) = 1; X (5 2) = 5} = P{X (1 2) = 1; X (5 2) X (1 2) = 4}
= P{X (1 2) = 1}.P{X (2) = 4} = 2.e 2 .
2. EW (10) =
8 4 8
e 0,0155 .
4!
10 10
=
= 2 h 30' .
1
4
2
3. P {S (1) > 1 2} = 1 P {S (1) < 1 2} = 1 1 e 2 = e 0,135 .
V d 6.2: Cho hai qu trnh Poisson c lp {X 1 (t ) ; t 0 } v {X 2 (t ) ; t 0 } vi cc tham

s tng ng 1 , 2 . Tm xc sut X 1 (t ) = 1 trc khi X 2 (t ) = 1 .
Gii: Ta cn tm xc sut P W1 < W1

1
} , trong Wn1 l thi im n th n ca qu trnh
X 1 (t ) cn Wm2 l thi im n th m ca qu trnh X 2 (t ) .
P W <W
1
1
2
1
} =
1e
1x
2e
0 x < y
2 y
dxdy = 1e 1x 2e 2 y dxdy =
0 x
1 + 2
Tng qut, ta c th chng minh cng thc sau
P W <W
1
n
2
m
n + m 1
}= C
k =n
k
n + m 1
1 2
1 + 2 1 + 2
n + m 1 k
(6.11)
6.2. QU TRNH POISSON C PHN LOI

Xt qu trnh Poisson {X (t ) ; t 0 } vi cng (tng ng vi qu trnh m s ln
xy ra bin c A ). Gi s mi khi bin c A xy ra th n c phn thnh hai loi: loi I vi xc
sut p v loi II vi xc sut q = 1 p . Hn na, gi s s phn loi bin c ny l c lp vi
s phn loi bin c kia.
Chng hn, khch n ca hng theo qu trnh Poisson {X (t ) ; t 0 } vi cng ,
khch c phn lm hai loi: nam vi xc sut 1/2 v n vi xc sut 1/2.
183

Ta k hiu X 1 (t ) v X 2 (t ) l qu trnh m tng ng vi bin c loi I v bin c loi II.
R rng l X (t ) = X 1 (t ) + X 2 (t ) .
nh l 6.3: Vi cc iu kin trn ta c X 1 (t ) v X 2 (t ) l hai qu trnh Poisson vi
cng tng ng p v q . Hn na, hai qu trnh ny l c lp.
Chng minh: Theo cng thc xc sut y
P{X 1 (t ) = n , X 2 (t ) = m } =
P{X 1 (t ) = n , X 2 (t ) = m
X (t ) = k }P{X (t ) = k }.
k =0
V X (t ) = X 1 (t ) + X 2 (t ) P{X 1 (t ) = n , X 2 (t ) = m X (t ) = k } = 0 k n + m , do
P{X 1 (t ) = n , X 2 (t ) = m } = P{X 1 (t ) = n , X 2 (t ) = m X (t ) = n + m }P{X (t ) = n + m } .
Mt khc trong n + m bin c c n bin c loi I v m bin c loi II. Do , t gi thit

c lp ca s phn loi bin c v P{X (t) = n + m } =
P{X 1 (t ) = n , X 2 (t ) = m }
P{X 1 (t ) = n } =
= C nn+ m p n q m
( t ) n + m t
suy ra:
e
( n + m)!
(t ) n + m t (tp ) n tp (tq ) m tq
e
e
=
e
( n + m)!
n!
m!
P{X 1 (t ) = n, X 2 (t ) = m } =
m =0
(tp ) n tp
.
e
n!
iu ny chng t {X 1 (t ) ; t 0 } l qu trnh Poisson vi cng p .

Tng t
{X 2 (t ) ; t 0 } l qu trnh Poisson vi cng q .
6.3. PHN B U V QU TRNH POISSON

Gi s ta c mt on thng chiu di bng t v c n ht cho trc. Ta ri cc ht ln on
thng ny sao cho v tr ca cc ht trn on ny lp thnh n bin ngu nhin c lp c phn b
u (mi ht ng kh nng ri vo tng im). Ta k hiu U k l v tr ca ht th
k ; k = 1, 2, ..., n . Theo cch ri ca ta th U1 , ..., U n l cc bin ngu nhin c lp c cng phn

b u vi hm mt .
fU (u ) = t
0
nu
0ut
nu ngc li .
By gi ta sp xp li dy cc v tr theo th t t b n ln. Bng cch y ta c dy

W1 W2 .... Wn , trong W1 l b nht trong s U1 , ..., U n ; tng t W2 l b th hai trong
s U1 , ..., U n . Ta gi W1 ,W2 ,.... ,Wn l thng k th t ca phn b u trn on (0; t] .
nh l 6.4: Hm phn b ng thi ca W1 ,W2 ,.... ,Wn c hm mt l
184
fW1 ,.... ,Wn ( w1 ,.... , wn ) =
n!
vi 0 < w1 < w2 < .... < wn t .
tn
(6.12)
nh l 6.5: Gi s {X (t ) ; t 0} l qu trnh Poisson vi tham s v W1 ,W2 ,.... ,Wn l

cc thi gian n trong qu trnh Poisson ny. Khi , vi iu kin X (t ) = n , phn b ng thi
ca W1 ,W2 ,.... ,Wn c mt
fW1 ,.... ,Wn | X ( t )=n ( w1 ,.... , wn ) =
n!
vi 0 < w1 < w2 < .... < wn t .
tn
(6.13)
ngha ca nh l 6.5 l: Vi iu kin c ng n bin c xy ra trong khong thi gian

(0 ; t ] th cc thi gian n l thng k th t ca phn b u trn on (0 ; t ] .
V d 6.3: Khch n mt ca hng theo qu trnh Poisson vi cng . Mi khch
hng tr 1 nghn ng vo ca ti thi im t = 0. Sau gi c gim theo thi gian vi tc
h gi l . Ta cn tnh s tin trung bnh M ca hng thu c trong khong thi gian (0 ; t ] .
Khch hng th k n ti thi im Wk nn phi tr v vo ca vi gi e Wk . Gi N (t )
l s khch n trong khong thi gian (0 ; t ] th
N (t ) Wk
M = E e
k =1
Theo cng thc xc sut y ta c
N (t )
M = E e Wk N (t ) = n P { N (t ) = n} .
n =1 k =1
Gi s U1 , ..., U n l cc bin ngu nhin c lp v c phn b u trn on [0;t]. Do tnh
N (t )
cht giao hon ca php cng trong cng thc E e Wk
k =1
N (t )
Wk
k =1
Suy ra
M=
n U
k
N (t ) = n = E e
k =1
1
1 e t
t
v nh l 6.5 ta c
= nE e U1 = n e u du = n 1 e t .
t 0
t
) nP { N (t ) = n} = 1t (1 e ) EN (t ) = (1 e ) .
n =1
6.4. QU TRNH POISSON PHC HP

nh ngha 6.3: Gi s {X (t ) ; t 0} l qu trnh Poisson vi cng > 0 . Y1 , ..., Yn
dy cc bin ngu nhin c lp, cng phn b v dy ny c lp vi {X (t ) ; t 0}. Khi ta

gi
Z (t ) =
X (t )
Yk
k =1
185
; t0
(6.14)

l qu trnh Poisson phc hp.
V d 6.4: 1. Nu Yk 1 th Z (t ) = X (t ) . Do , qu trnh Poisson thng thng l qu
trnh Poisson phc hp.
2. Gi s khch ri ca hng l qu trnh Poisson v tin mua hng ca khch l dy cc
bin ngu nhin c lp, cng phn b v dy ny c lp vi s khch. Khi ta c qu trnh
Poisson phc hp Z (t ) l tin bn hng thu c tnh n thi im t .
3. Cc cuc gi n tng i l qu trnh Poisson v thi gian gi ca mi cuc l dy cc
bin ngu nhin c lp, cng phn b v dy ny c lp vi cc cuc gi n. Khi tng thi
gian ca tt c cc cuc gi cho n thi im t l mt qu trnh Poisson phc hp.
4. Gi s cc ln chuyn i ti th trng chng khon din ra theo qu trnh Poisson. Gi
Yk l lng thay i gi c phiu gia ln chuyn i th k 1 v th k . Khi ta c qu trnh
Poisson phc hp Z (t ) l s bin ng tng cng gi c phiu tnh n thi im t .
nh l 6.6: K vng v phng sai ca qu trnh Poisson phc hp:
EZ (t ) = tEY1 ; var Z (t ) = tEY12 ,
(6.15)
Hm phn b
P{Z (t ) < z} =
trong
( t ) n t
n! e Fn ( z ) ,
n =0
(6.16)
F0 ( z ) = 1 , z ,
F1 ( z ) = FX1 ( z ) = P{ X 1 < z } , z ,
Fn (z ) l hm phn b ca Y1 + " + Yn .
c bit nu Y1 + " + Yn c phn b m tham s th Fn (z ) l hm phn b Erlang
tham s n,
n 1
( z )k z ( z )k z
.
e
e
=
k!
k!
k =0
k =n
Fn ( z ) = 1
(6.17)
V d 6.5 (M hnh chn ng) Gi s X (t ) l s ln chn ng trong h no v Yk l
lng thit hi tng cng do chn ng th k gy ra P{Yk 0} = 1 . Khi Z (t ) l lng thit

hi tng cng do chn ng gy ra tnh n thi im t . H tip tc lm vic khi lng thit hi
tng cng b hn a v ngng hot ng trong trng hp ngc li. K hiu T l thi im h
ngng hot ng. Tnh ET (l thi gian trung bnh h ngng hot ng).
Gii: Ta c T > t khi v ch khi Z (t ) < a , tc l {T > t} = {Z (t ) < a}
P{T > t} = P{Z (t ) < a} =
( t ) n t
e Fn (a ) .
n =0 n!
186

( t ) n t
1
e dt Fn (a ) = Fn (a ) .
Do ET = P {T > t}dt =
n =0
n =0 0 n !
0
c bit khi cc Yk c phn b m tham s th
T=
n =0
( a)k a 1
k! e =
k =n
k =0
( a)k a 1
( a)k a 1
k ! e = (1 + k ) k ! e = (1 + a) .
n=0
k =0
k
Ch thch: Trong v d trn ta s dng cng thc tnh k vng ca bin ngu nhin
nhn gi tr khng m. Nu X l bin ngu nhin, X 0 th EX = P{X > x}dx . c bit X

0
k =1
k =1
l bin ngu nhin ri rc nhn cc gi tr k = 0,1, 2, ... th EX = kP { X = k } = P { X k} .
TM TT
Qu trnh Poisson
Ta ni rng qu trnh {X (t ); t 0} l qu trnh Poisson vi cng (hoc tham s )
nu:
1. X (0) = 0 ;
2. X (t ) ch nhn gi tr l cc s t nhin;
3. {X (t ); t 0} l qu trnh c gia s c lp, tc l, vi bt k 0 = t 0 < t1 < t 2 < ... < t n
cc gia s X (t1 ) X (t 0 ) , X (t 2 ) X (t1 ) , ... , X (t n ) X (t n 1 ) l cc bin ngu nhin c lp.
4. Mi gia s X ( s + t ) X ( s ) c phn b Poisson vi tham s t vi mi s 0, t > 0 .
Nu qu trnh m {X (t ); t 0} tha mn cc iu kin sau:
1. C gia s c lp, tc l m = 2, 3, ... v vi mi 0 = t 0 < t1 < ... < t m th cc gia s
X (t 0 ; t1 ], X (t1 ; t 2 ], ... , X (t m1 ; t m ] l cc bin ngu nhin c lp,
2. C gia s dng, tc l vi mi s > 0. 0 t1 < t 2 th cc gia s X (t1 + s; t 2 + s ] ,
X (t1 ; t 2 ] c cng phn b xc sut. Nh vy lut phn b ch ph thuc vo khong thi gian v
khng ph thuc thi im.
3. Xc sut xut hin bin c A gn u; tc l tn ti > 0 (tc xut hin bin c A )
sao cho vi h > 0 kh b th P { X (h) = 1} = h + o(h) .
4. Vi h > 0 kh b th P { X (h) 2} = o(h) , th {X (t ); t 0} l qu trnh Poisson tham
s .
Thi im n v thi gian gia hai ln n lin tip
Ta k hiu W (n) l thi im n th n , l thi im m bin c A xut hin ln th
n . Quy c W (0) = 0 .
187

K hiu S (n ) l khong thi gian gia hai ln n lin tip th n , l khong thi gian
tnh t thi im bin c A xy ra ln th n 1 n thi im xy ra bin c A ln th n .
1. Cc thi gian n trung gian S (1) , S (2) ,..., S (n ) l cc bin ngu nhin c lp c cng
phn b m tham s vi hm mt f S ( n ) (t ) = e t ; t 0 .
2. W (n) c phn b Erlang tham s n, vi hm mt fW ( n ) (t ) =
n t n 1 t
e
; t 0.
(n 1)!
c bit W (1) c phn b m.

k
n!
s s
3. Vi mi 0 < s < t v 0 k n : P{X ( s ) = k X (t ) = n} =
1
k!(n k )! t t
nk
4. Vi iu kin X (t ) = n , phn b ng thi ca W1 ,W2 ,.... ,Wn c mt
fW1 ,.... ,Wn | X (t )=n ( w1 ,.... , wn ) =
n!
tn
vi
0 < w1 < w2 < .... < wn t .
Qu trnh Poisson c phn loi

Xt qu trnh Poisson {X (t ) ; t 0 } vi cng (tng ng vi qu trnh m s ln
xy ra bin c A ). Gi s mi khi bin c A xy ra th n c phn thnh hai loi: loi I vi xc
sut p v loi II vi xc sut q = 1 p . Hn na, gi s s phn loi bin c ny l c lp vi
s phn loi bin c kia. Ta k hiu X 1 (t ) v X 2 (t ) l qu trnh m tng ng vi bin c loi
I v bin c loi II. R rng l X (t ) = X 1 (t ) + X 2 (t ) .
Vi cc iu kin trn ta c X 1 (t ) v X 2 (t ) l hai qu trnh Poisson vi cng tng
ng p v q . Hn na, hai qu trnh ny l c lp.
Qu trnh Poisson phc hp
Gi s {X (t ) ; t 0} l qu trnh Poisson vi cng > 0 . Y1 , ..., Yn dy cc bin ngu
nhin c lp, cng phn b v dy ny c lp vi {X (t ) ; t 0}. Khi ta gi
Z (t ) =
X (t )
Yk
; t 0 l qu trnh Poisson phc hp. K vng v phng sai ca qu trnh
k =1
Poisson phc hp: EZ (t ) = tEY1 ; var Z (t ) = tEY12 , P{Z (t ) < z} =
CU HI N TP V BI TP
6.1 Qu trnh Poisson c khng gian trng thi l tp cc s t nhin.
ng
Sai
6.2 Mi qu trnh m l qu trnh Poisson.

ng
Sai
188
( t ) n t
e Fn ( z ) .
n =0 n!

6.3 Nu qu trnh {X (t ) ; t 0 } m s ln xut hin bin c A l qu trnh Poisson tham s
> 0 th l s ln trung bnh xy ra bin c A trong khong 1 n v thi gian..

ng
Sai
6.4 Gi s {X (t ); t 0} l qu trnh Poisson m s ln xut hin bin c A . W (n) l thi gian

n th n . W (n) l cc bin ngu nhin c lp c cng phn b Poisson.
ng
Sai
6.5 Gi s {X (t ); t 0} l qu trnh Poisson m s ln xut hin bin c A . S (n ) l thi gian

n trung gian th n . S (n ) l cc bin ngu nhin c lp c cng phn b m.
ng
Sai
6.6 Gi s {X (t ); t 0} l qu trnh Poisson m s ln xut hin bin c A . Gi s mi khi

bin c A xy ra th n c phn thnh hai loi: loi I v loi II. Hn na, gi s s phn
loi bin c ny l c lp vi s phn loi bin c kia. Ta k hiu X 1 (t ) v X 2 (t ) l qu
trnh m tng ng vi bin c loi I v bin c loi II th X 1 (t ) v X 2 (t ) cng l hai qu
trnh Poisson.
ng
Sai
6.7 Cc bc in gi ti bu in l qu trnh Poisson vi tc trung bnh 3 bc trong 1 gi.

a) Tnh xc sut t 8h00 n 12h00 khng c bc in no.
b) Tnh phn b ca thi im ti nhn c bc in u tin sau 12h00.
6.8 S cuc gi n tng i l qu trnh Poisson X (t ) vi tc trung bnh 2 cuc gi trong
mt n v thi gian. Hy tnh:
a) P{X (1) = 2} v P{X (1) = 2, X (3) = 6}.
b) P X (1) = 2 X (3) = 6 v P X (3) = 6 X (1) = 2 .

6.9 Cho X (t ), t 0 l qu trnh Poisson vi cng = 2 . Hy tnh:
a) EX (2) , EX 2 (1) , E[X (1) X (2)] .
b) P{X (1) 2}, P{X (1), X (2) = 3}.
6.10 Cho {X 1 (t ), t 0} v {X 2 (t ), t 0} l cc qu trnh Poisson c lp vi cc cng l 1
v 2 tng ng. Chng minh rng {X (t ) = X 1 (t ) + X 2 (t ), t 0} l qu trnh Poisson vi cng

l = 1 + 2 .
6.11 Cho {X 1 (t ), t 0} v {X 2 (t ), t 0} l hai qu trnh Poisson c lp vi cc cng l 1

v 2 tng ng.
a) Tnh xc sut X 1 (t ) = 1 trc khi X 2 (t ) = 1 .
b) Tnh xc sut X 1 (t ) = 2 trc khi X 2 (t ) = 2 .
189

c) Tnh xc sut X 1 (t ) = n trc khi X 2 (t ) = m .
6.12 Khch ti ca hng theo qu trnh Poisson vi cng 5 ngi mt gi. Bit rng trong 2
gi u c 12 khch ti, tnh xc sut (c iu kin) c 5 khch ti trong gi u tin.
6.13 Khch ti ca hng theo qu trnh Poisson vi cng 10 ngi mt gi. Khch c th
mua hng vi xc sut p = 0,3 v khng mua hng vi xc sut q = 0,7 . Tnh xc sut trong
gi u tin c 9 ngi vo ca hng trong s 3 ngi mua hng, 6 ngi khng mua.
6.14 Cho qu trnh Poisson {X (t ) , t 0} vi tham s . Gi S n l thi gian n trung gian th
n . Hy tnh ES 4 v E X (4) X (2) X (1) = 3 .
190
Chng 7: L thuyt sp hng
CHNG VII: L THUYT SP HNG

GII THIU
Trong nhiu h thng phc v, cc khch hng (costumer) phi dng chung ti nguyn, phi
ch c phc v v i khi b t chi phc v. L thuyt qu trnh sp hng (queueing
process) xc nh v tm cc phng n ti u h thng phc v tt nht.
Trong na u ca th k 20 l thuyt sp hng c ng dng nghin cu thi gian
i trong cc h thng in thoi. Ngy nay l thuyt sp hng cn c nhiu ng dng trong cc
lnh vc khc nhau nh trong mng my tnh, trong vic qun l x nghip, qun l giao thng v
trong cc h phc v khc Ngoi ra l thuyt sp hng cng cn l c s ton hc nghin
cu v ng dng trong nhiu bi ton kinh t nh u t, kim k, ri ro ca bo him, th
trng chng khon ... Chui Markov l qu trnh sp hng vi thi gian ri rc c xem xt
trong gio trnh xc sut thng k. Qu trnh sinh t cng l qu trnh sp hng, trong sinh biu
th s n v t biu th s ri hng ca h thng.
Ngi ta phn loi cc qu trnh sp hng da vo lut phn b ca qu trnh n, lut phn
b phc v, nguyn tc phc v v c cu phc v. Trn c s phn loi ny ta c k hiu
Kendall A / B / k hoc A / B / k / N , trong A l k hiu lut phn b ca qu trnh n (hay
qu trnh n trung gian), B k hiu lut phn b ca qu trnh phc v, k k hiu s server v
N k hiu dung lng ti a ca hng.
i vi l thuyt sp hng ta quan tm n cc s o hiu nng, l cc gi tr trung bnh
khi qu trnh t trng thi dng bao gm: di hng i trung bnh ca hng, di hng i
trung bnh ca h thng, thi gian i trung bnh ca hng (tr ca hng) v thi gian i trung
bnh ca h thng (tr ca h thng). tnh cc i lng ny ta c th s dung phng php
gii phng trnh tch phn dng Wiener-Hopf hoc phng php kho st chui Markov nhng.
T suy ra cc cng thc tnh cc phn b n nh cho cc loi hng M / M / k , M / M / k / N ;
Cng thc tng qut tnh cc gi tr trung bnh ny cho cc hng G / G / 1 v cng thc c th cho
cc hng c bit M / M / 1 , M / D / 1 v M / E k / 1 . Tuy nhin trong chng ny chng ti ch
cung cp cc kt qu di dng cc cng thc v khng chng minh.
H ng ng dng vo vin thng: Mt trong nhng bi ton quan trng ca l thuyt
chuyn mch l vn xung t thng tin, nghn mch hoc rt cuc gi. L thuyt sp hng s
xc lp phng n ti u khc phc nhng vn trn. Ngoi ra l thuyt sp hng cng c
ng dng rng ri trong cc h phc v khc.
191
NI DUNG
7.1. KHI NIM V PHN LOI QU TRNH SP HNG
7.1.1. Khi nim qu trnh sp hng
M hnh tng qut ca l thuyt sp hng l khch hng n mt thi im ngu nhin
no v yu cu c phc v theo mt loi no . Gi thit thi gian phc v c th ngu
nhin
Ngun vo
Cc khch hng yu cu
v tm kim dch v
Qu trnh n
Qu trnh n trung gian t n
di
hng
ca h
thng
Hng i
di
hng
i
Dung lng:
Hu hn hoc v hn
Quy tc phc v:
FIFO hoc LIFO
Phng tin phc

v
Cc khch hng c phc v
u ra
t t n l khong thi gian gia 2 ln n ca khch hng th n v th n + 1 . Ta gi nh
rng tt c cc t n ( n 1 ) l c lp v c cng phn b. V vy vic n ca cc khch hng to
thnh 1 hng k tip nhau vi tc n l =
1
. Ta gi qu trnh {t n ; n = 1, 2, ...} l qu
E(t1 )
trnh n. Khch hng n h thng yu cu cc server ca h thng phc v. Ta gi s rng
192

khch hng th n cn mt thi gian phc v l s n ( n 1 ), tt c cc s n c lp v c cng phn
b. Qu trnh {s n ; n = 1, 2, ...} c gi l qu trnh phc v. Ta cng gi thit rng cc thi gian
n trung gian c lp vi thi gian phc v.
Qu trnh sp hng c phn loi da vo cc tiu ch sau:
1) Phn b ca qu trnh n (input process) {t n ; n = 1, 2, ...} .
2) Phn b ca thi gian phc v (service distribution) {s n ; n = 1, 2, ...}.
3) Nguyn tc phc v: Cc khch hng n c sp xp vo hng ch n lt c
phc v. n gin ta gi thit ch c mt hng. Tuy nhin trong nhiu trng hp c
th m rng cho nhiu hng cng hot ng song song. Nu di hng c t ngng
th cc n v n hng khi hng y vt ngng s b loi. Cc khch hng c
chn phc v theo nguyn tc "n trc phc v trc" (FIFO), ngha l phc v
cho khch no ng u hng.
4) C cu phc v: Mt phng tin phc v bao gm mt hay nhiu Server. Cc Server
c th kt ni thnh chui v th mi yu cu phc v c phc v theo nhiu cch
hoc ln lt hoc song song.
7.1.2. Phn loi Kendall
Kendall (1951) a ra k hiu A / B / k m t cc tham s c bn ca h thng sp
hng, trong A biu din dng ca phn b thi gian n trung gian, B l dng phn b thi
gian phc v v k l s Server.
Nu lut phn b c xt di dng tng qut th A hoc B ly k hiu G
(General). i khi ngi ta cn k hiu GI (general independence).
Nu qu trnh n l qu trnh Poisson, ngha l thi gian n trung gian c phn b m
th A c k hiu M (Markovian). Tng t nu thi gian phc v c phn b m
th B cng c k hiu M .
Nu thi gian n trung gian hoc thi gian phc v c phn b Erlang-k th A , B
c k hiu E k .
Nu thi gian n trung gian hoc thi gian phc v l hng s th A hoc B c k
hiu D (Deterministic).
Khi mt vi thit b phc v c dung lng hu hn th h thng ch c th cha n N
khch hng. Nu trong hng c N khch hng cha c phc v th khch hng mi n
s b t chi hoc b mt. Trong trng hp ny h thng c k hiu A / B / k / N .
7.1.3. Cc s o hiu nng
1) Lq : di hng i trung bnh ca hng, l k vng ca chui thi gian lin tc
{l (t )}
q
t 0
trong l q (t ) l s khch hng i trong hng ti thi im t .
193

2) L : di hng i trung bnh ca h thng, l k vng ca chui thi gian lin tc
{l (t )}t 0 trong l (t ) l s khch hng trong h thng ti thi im t . Vy
l (t ) = l q (t ) + s khch hng ang c phc v.

3) Wq : Thi gian i trung bnh ca hng l k vng ca qu trnh thi gian ri rc
{q n ; n = 1, 2, ...} trong
q n l khong thi gian m khch hng th n phi i trong
hng cho n lc anh ta c nhn phc v.

4) W : Thi gian i trung bnh ca h thng l k vng ca qu trnh thi gian ri rc
{wn ; n = 1, 2, ...} trong wn = q n + s n l thi gian khch hng th n trong h
thng, l thi gian i trong hng v thi gian c phc v.
7.1.4. Kt qu nh ( Little's result )
Cng thc lin h gia di hng i v thi gian i trng thi cn bng
L = W
(7.1)
Lq = Wq
(7.2)
trong l tc n c nh ngha nh sau:
= lim
E {s khch n trong khong ( 0; t ]}

t
(7.3)
7.2. HNG M / M / k
7.2.1. Trng thi n nh ca hng M / M / k
Hng M / M / k c qu trnh n Poisson, thi gian phc v theo phn b m v k Server.
Trong trng hp ny chui thi gian lin tc {l (t )}t 0 vi khng gian trng thi {0,1, 2, ...} l
mt qu trnh sinh t v hn c c tc sinh i = v tc t i = min(k , i ) .
Khi > k hay cng lu thng (traffic intensity) =
> k th h thng khng t
c trng thi n nh. Chui {l (t )}t 0 khng hi qui (transient). S cc khch hng
trong h thng s dn n v hn.
Khi = k hay = k , chui {l (t )}t 0 hi qui khng (null - recurrent), h thng cng
khng t trng thi n nh. S khch hng trong h thng khng tin v mt trng thi
no. Thi gian trung bnh h thng xut pht t mt trng thi bt k quay v li trng
thi ny l v hn.
Khi < k hay < k , chui {l (t )}t 0 hi qui dng (positive recurrent) v h thng
t c trng thi n nh. Ngha l khi tc n nh hn tc phc v ti a ca h
thng th s khch hng trong h thng c khuynh hng tin v khng v h thng
quay tr li trng thi 1 nu c mt khch hng mi n khi h thng ang rng.
194

Ti thi im t bt k t d (t ) l khong thi gian cho n khi khch hng tip theo ri
khi h thng. nh l Burke pht biu rng khi t th d (t ) c phn b m vi
tham s v c lp vi s khch hng trong h thng ti thi im t . Ni cch khc,
chui gii hn cc khch hng ri khi h thng M / M / k l mt qu trnh Poisson
tham s (Burke, 1976).
R rng rng tc ri khi h thng phi bng tc n h thng tr li trng thi n
nh. Tuy nhin, rt kh hnh dung c khong thi gian gii hn cho ti khi khch hng tip
theo ri h thng li c lp vi s khch hng trong h thng
7.2.2. Phn b dng ca hng M / M / k
Khi < k hay =
< k th h thng t trng thi n nh c phn b dng tho mn:
pn +1 =
01...n
12 ...n+1
p0 n
nu 0 n k
n!
p0 =
n
p0
k n k k ! nu n > k
(7.4)
T iu kin
p n = 1 suy ra
n =0
k k k 1 n
p0 =
+
k ! k n =0 n !
(7.5)
7.2.3. Hng M / M / k / N
y l hng c qu trnh n Poisson vi tc , thi gian phc v c phn b m tc
vi k Server. Trng thi ca h thng b gii hn bi s lng N . Khi mt khch hng n h
thng th xy ra hin tng sau: Nu c N khch hng trong hng th lp tc khch hng
ny ri khi h thng cn trng hp ngc li th khch hng s xp vo hng ch. Nh vy
khng gian trng thi ca chui {l (t )}t 0 l {0,1, ..., N }, y l mt qu trnh sinh t hu hn.
Chui l (t ) chuyn t trng thi i n i + 1 khi mt khch hng n v i trng thi i v i 1
khi mt phc v va hon tt. Tc sinh l hng s i = vi mi i = 1, 2, ... . Tc t
i = min(k , i ) .
H thng t trng thi n nh vi phn b dng tho mn:
p0 n
nu 0 n k
n!
pn =
n
p0
k n k k ! nu k < n N
k
p0 =
k !
n
n
k 1
k + n !
n =0
n =0
N k
195
(7.6)
(7.7)
Mt vi trng hp c bit
Khi N ta c nhn c cng thc (7.4)-(7.5) ca trng hp M / M / k .
Khi N = k ta c cng thc mt ca Erlang (Erlang's loss formula).
7.3. HNG G / G / 1
H thng c 1 Server, qu trnh n l tng qut nhng cc thi gian n trung gian t n c
lp, c cng phn b v c k vng chung l E[t1 ] . Thi gian phc v trong mi chu k cng c
lp, cng phn b v c k vng chung E[s1 ] . Kendall k hiu h thng ny l G / G / 1 (cng c
khi k hiu GI / GI / 1 , y I thay cho independence ngha l c lp).
Ta s a ra 3 phng php phn tch cc trng hp c bit i vi qu trnh sp hng
G / G / 1.
Phng php th nht c gi l phng php phng trnh tch phn. Phng php
ny a bi ton tm cc phn b gii hn thi gian i ca khch hng th n (khi
n ) v bi ton gii phng trnh tch phn dng Wiener - Hopf.
Phng php th 2 kho st chui Markov nhng (Embedded Markov Chain). Nu qu
trnh n l Poisson th chui Markov nhng c xt l di ca hng ti nhng thi
im khi c mt khch hng va c phc v xong.
Nu thi gian phc v c phn b m v qu trnh n c phn b tng qut th chui
Markov nhng c c bng cch k khai kch thc ca hng ti mi thi im khi c mt
khch hng mi n. Khi qu trnh tr thnh mt chui Markov vi cu trc c bit.
Phng php th 3 nghin cu cc tnh cht ca bin ngu nhin W (t ) l thi gian mt
khch hng phi i nu anh ta n h thng ti thi im t . i lng ny c gi l
thi gian i thc s ca khch hng vi gi thit khch hng n h thng ti thi im
t.
7.3.1. Phng php phng trnh tch phn
K hiu:
Wn l thi gian i ca khch hng th n (khng bao gm thi gian phc v).
s n l thi gian phc v khch hng th n .
t n l thi gian n trung gian ca khch hng th n v th n + 1 .
Tn l thi im khch hng th n n h thng,
vi gi thit W0 , s 0 , T0 u bng 0. Ngha l ta gi thit rng ngi th nht n ti thi im
t = 0 v khng c ai ng ch trc anh ta.

R rng Wn + s n l khong thi gian khch hng th n trong h thng (thi gian ch +
thi gian phc v). Do , nu t n > Wn + s n th khi khch hng th n + 1 n s khng c ai
196

trong hng v vy thi gian i Wn+1 = 0 . Trng hp t n Wn + s n th thi gian i l
Wn + s n t n . Tm li
Wn + s n t n
Wn+1 =
0
nu Wn + s n t n 0
nu Wn + s n t n < 0
(7.8)
K hiu
U n = s n t n v Z + = max(Z , 0)
(7.9)
Wn+1 = (Wn + s n t n )+ = (Wn + U n )+
(7.10)
th
{U n }n=1
l dy cc bin ngu nhin c lp, cng phn b vi U . Gi s Fn (x) l hm
phn b ca Wn v g (x ) l hm mt phn b ca U . V Wn v U n l cc bin ngu nhin

c lp, do vi mi x 0 :
Fn+1 ( x) = P {Wn+1 < x} = P {max(Wn + U n ;0) < x} = P {Wn + U n < x}
P {Wn + U n < x U n = y} g ( y)dy =
Fn ( x y ) g ( y )dy
(7.11)
y x
V ngi th nht n h thng ti thi im t = 0 v khng i nn
1 nu x 0
F1 ( x) =
0 nu x < 0
(7.12)
Mt khc: Fn ( x) = 0 vi mi x < 0 , vi mi n = 0,1, 2, ... Do
F1 ( x) F2 ( x) 0 , x .
Fn ( x) Fn+1 ( x ) =
[Fn1 ( x y) Fn ( x y)]g ( y )dy
y x
Bng qui np ta chng minh c, vi mi n
Fn ( x) Fn+1 ( x) 0 , x .
(7.13)
Dy hm {Fn ( x )}
n =1 khng tng, khng m nn hi t v hm F ( x ) , x . Chuyn qua
gii hn ca ng thc (7.11) ta c:
F ( x) =
F ( x y) g ( y )dy
y x
t z = x y ta c
197
(7.14)
F ( x) = F ( z ) g ( x z )dz = F ( x) * g ( x )
(7.15)
nh l 7.1:
(i) Vi mi x < 0 , F ( x ) = 0 .
(ii) Nu E [U ] =
xg ( x)dx 0 th F ( x) = 0 ,
x .
(iii) Nu E[U ] =
xg ( x)dx < 0 th F (x) l hm phn b (l hm khng gim, lin tc tri v
tho mn lim F ( x) = 0 , lim F ( x) = 1 ).

x
nh ngha 7.1: Thi gian t lc mt khch hng ri khi h thng v h thng tr thnh
rng cho n khi c mt khch hng tip theo n h thng gi l chu k ri ca h thng. K
hiu chu k ri th n l in .
nh l 7.2: Nu E[U ] < th h thng t c trng thi n nh v thi gian i trung
bnh trong hng
Wq =
E U 2
2E [U ]
E i12
2E [i1 ]
(7.16)
trong i1 l chu k ri u tin.

Nhn xt: Nu ta tnh c moment cp1v cp 2 ca thi gian ri i1 th cng thc (7.16)
cho ta tnh c thi gian i trung bnh ca hng Wq . Da vo "kt qu nh" (7.1) s cho php
tnh c cc s o hiu nng cn li L, Lq v W .
7.3.2. Hng M / G / 1
Ta gi thit qu trnh n Poisson tc , ngha l qu trnh n trung gian t n c phn b
m tc . Qu trnh phc v {s n } c xt mt cch tng qut nhng gi thit thi gian phc
v trong cc chu k l c lp vi nhau v c cng lut phn b.
E [t1 ] =
2
; E t12 = 2 .
Do cng lu thng
E [ s1 ]
E [t1 ]
= E [ s1 ] ,
E [U1 ] = E [t1 s1 ] =
198
1
=
>0
1 2
2(1 )
2
E U12 = E ( s1 t1 ) = E s12 2E [ s1 ] + 2 = E s12 +
.

2
Mt khc, v qu trnh n l Poisson nn khong thi gian t mt thi im bt k n lc
c mt khch hng tip theo n h thng lun c phn b m. Do thi gian t lc mt khch
hng ri khi h thng v h thng tr thnh rng cho n khi c mt khch hng tip theo n h
thng (chu k ri ca h thng) cng c phn b m tc . Vy
E [i1 ] =
2
; E i12 = 2 .
Thay vo cng thc (7.16) ca nh l 7.2 ta c cng thc Pollaczek - Khinchin (P-K)
cho hng M / G / 1
Wq =
2(1 )
E s12 +
2
2(1 )
2
2
=
E s12
2(1 )
W = Wq + E [ s1 ]
(7.17)
(7.18)
T "kt qu nh" (7.1)-(7.2) suy ra cc s o hiu nng cn li.

7.3.3. Cc trng hp c bit ca hng M / G / 1
1) Hng M / M / 1 : Qu trnh n Poisson vi tc n , thi gian phc v c phn
b m tc .
E [ s1 ] =
; E s12 = 2 ; = .
(7.19)
2
Wq =
W = Wq +
L = W =
2

2 1

1
( )
1
1
+ =
( )
; Lq = Wq =
2
( )
(7.20)
(7.21)
(7.22)
2) Hng M / D / 1 : Qu trnh n Poisson vi tc n , thi gian phc v khng i

tc .
E [ s1 ] =
2
; var [ s1 ] = E s12 -E [ s1 ] = 0 E s12 = 2 ; = .
199
( 7.23)
Wq =
W = Wq +
L = W =
2 ( )
(7.24)
1
2
+ =
2 ( ) 2 ( )
(7.25)

2 1

2
+ ; Lq = Wq =
2 ( )
2 ( )
(7.26)
3) Hng M / E k / 1 : Qu trnh n Poisson vi tc n , thi gian phc v ngu

nhin c lp c cng phn b Erlang- k vi tc .
E [ s1 ] =
; var [ s1 ] =
02
1
k
1
1
E s12 =
+ 2;= .
2
(k + 1)
(k + 1)
k2
Wq =
=
2k ( )
2 1

W = Wq +
L = W =
(k + 1)
1
+
2k ( )
(k + 1) 2
(k + 1) 2
+ ; Lq = Wq =
2k ( )
2k ( )
( 7.27)
(7.28)
(7.29)
(7.30)
Trong cng thc trn ta s dng (6.10) chng 6.
Nhn xt:
1. Thi gian i trung bnh Wq m mt khch hng phi mt hng i l s o tr xy
ra h thng sp hng. Ta c
Wq M / D /1 Wq M / Ek /1 Wq M / M /1
(7.31)
Khi k = 1 : Wq M / Ek /1 = Wq M / M /1 .
Khi k : lim Wq M / Ek / 1 = Wq M / D /1 .
k
2. Xt h to trc chun Oxy . Trn trc honh ta chn cc honh nguyn
k = 1, 2, ... , trc tung chn n v l
th th ca Wq M / Ek /1 l hyperbol
( )
k +1 1 1
1
t cc i bng 1 khi k = 1 v tim cn n
khi k .
= +
2k
2 2k
2
200
ln nu gn bng . Nh vy khi tc n gn vi tc phc v

( )
th hng i tng ln nhanh chng t l nghch vi hiu s hai tc .
3. H s
( )
1
2
7.3.4. Phng php chui Markov nhng p dng cho hng G / M / 1

Xt h thng sp hng c 1 server, cc chu k thi gian phc v s n c lp cng c phn
b m tc . Qu trnh n l c lp, tng qut, c cng phn b v thi gian n trung gian
l bin ngu nhin c hm phn b H (u ) .
Ta xt chui Markov nhng l s khch hng trong hng ti nhng thi im khi c khch
hng mi n h thng.
Gi q l trng thi ca h thng khi c 1 ngi mi n v gi q ' l trng thi sau khi c 1
ngi tip theo n :
q' = q + 1 N
(7.32)
trong N l s khch hng c phc v trong chu k gia hai ln n. V phn b m c tnh
cht "khng nh" nn s khch hng N c phc v trong chu k gia 2 ln n ch ph thuc
vo di ca khong v q m khng ph thuc vo phm vi phc v m khch hin ti c
nhn phc v. Vi cc gi thit ny cng thc (7.32) xc nh chui Markov c xc sut chuyn
P = pij tha mn :
[ ]
201
pij = P {q ' = j q = i} =
P { N = i + 1 j}
nu
j > i +1
nu i + 1 j 1
(7.33)
t a k = P{N = k } th
j > i +1
nu i + 1 j 1
0
pij =
ai +1 j
nu
(7.34)
p dng cng thc xc sut y v t gi thit thi gian phc v c phn b m vi tc

c th chng minh c (xem mc 5 chng 14 [6]) :
ak = e u
0
uk k
dH (u )
k!
(7.35)
trong H (u ) l hm phn b ca chu k n trung gian.

Cui cng cc xc sut chuyn pi 0 ( j = 0 ) l xc sut m tt c i ngi trong hng
c phc v trc khi c ngi mi n.
pi 0 = 1 pij = 1 a0 a1
j =1
ai
(7.36)
(7.37)
Vy ma trn xc sut chuyn
r0
r1
P = r2
r3
trong ri = 1 a0 a1
Cng lu thng
a0
a1
a0
a2
a1
a0
a3
a2
a1
a0
ai .
=1
kak .
k =0
H thng t trng thi n nh khi < 1 hay
kak
> 1.
k =0
Phn b dng
= [ 0 , 1 , 2 , ...] c dng i = (1 0 ) i0 ; i = 0,1, 2, ...
(7.38)
trong 0 l nghim duy nht ca phng trnh
f ( 0 ) = 0 (0 < 0 < 1) vi
202
f ( ) =
ak k
k =0
(7.39)

Thi gian i W
Nu < 1 th h thng t trng thi n nh, khi hm phn b di ca hng cng t
n phn b n nh. Vi iu kin ny ta xt thi gian i W .
Xc sut khng phi i l 0 = 1 0 .
Nu khch hng n v c n 1 khch hng trong hng th anh ta phi i vi tng s
n ln phc v c phn b c lp v cng phn b m trc khi n lt anh ta.
Ta bit rng tng ca n phn b m c lp tham s l phn b Erlang- n tham s .
Do
t
P {W < t c n ngi trong hng} =
n n 1
e d , n 1 .
(7.40)
P {c n ngi trong hng} = n = (1 0 ) 0n , n 1 .
(7.41)
(n 1)!
0
Mt khc
p dng cng thc xc sut y ta c
W (t ) = P {W < t} = P {W < t c n ngi trong hng} P {c n ngi trong hng} + 0

n =1
= (1 0 )
n n1
(n 1)!
0 n =1
e 0n d + (1 0 ) .
W (t ) = (1 0 ) + 0 1 e t (10 ) .
(7.42)
7.3.5. Cc cn trn ca thi gian i trung bnh ca hng

tnh cc s o hiu nng ca hng G / G / 1 ta c cng thc (7.16) v "kt qu nh"
2
(7.1)-(7.2). Tuy nhin trong trng hp tng qut cha c qui tc tnh E[i1 ] v E i1 . Thay cho
cng thc tnh chnh xc ngi ta tm cc cn trn v cn di ca chng. y ngi ta nu mt
vi cn trn cho Wq .
2
1. V s hng E i1 E [i1 ] 0 nn
Wq
E U 2
2E [U ]
(7.43)
2. Mt khc ta cn c th chng minh c 2E [U ]Wq var [U ] v 2E[U ] > 0 , do
Wq
var [ U ]
2E [U ]
203
(7.44)

3. Khi cng lu thng 0 th thi gian ri i1 tin n 0. iu ny lm cho E i12
2
tin n 0 nhanh hn E [i1 ] . Do E i1 E [i1 ] 0 , v vy
lim Wq
var [ U ]
2E [U ]
var [ u1 ]
2E [ u1 ]
var [ t1 ] + var [s1 ]
2E [ u1 ]
( var [ t1 ] + var [s1 ])

2(1 )
(7.45)
TM TT
Khi nim qu trnh sp hng
M hnh tng qut ca l thuyt sp hng l khch hng n mt thi im ngu nhin
no v yu cu c phc v theo mt loi no . Gi thit thi gian phc v c th ngu
nhin
Phn loi Kendall
Kendall (1951) a ra k hiu A / B / k hoc A / B / k / N m t cc tham s c bn
ca h thng sp hng, trong A biu din loi ca phn b thi gian n trung gian. B l loi
phn b thi gian phc v v k l s Server. N l dung lng ca hng.
Cc s o hiu nng
Lq : di hng i trung bnh ca hng.

L : di hng i trung bnh ca h thng.
Wq : Thi gian i trung bnh ca hng.
W : Thi gian i trung bnh ca h thng.

Kt qu nh
Cng thc lin h gia di hng i v thi gian i trng thi cn bng
L = W ; Lq = Wq
trong l tc n c nh ngha nh sau:
= lim
E {s khch n trong khong ( 0; t ]}

t
Phn b dng ca hng M / M / k

Khi < k hay =
pn +1 =
01...n
12 ...n+1
< k th h thng t trng thi n nh c phn b dng tho mn:
p0 n
1
nu 0 n k
k k k 1 n
n!
p0 =
; p0 =
.
+
n
k ! k n =0 n !
p0
k n k k ! nu n > k
204

Hng M / M / k / N
H thng t trng thi n nh vi phn b dng tho mn:
p0 n
nu 0 n k
k
n!
pn =
; p0 =
n
k !
p0
k
n
N
<
nu
k n k k !
n
n
k 1
+ n ! .
n =0 k
n =0
N k
Hng G / G / 1
Wn l thi gian i ca khch hng th n (khng bao gm thi gian phc v).
s n l thi gian phc v khch hng th n .
t n l thi gian n trung gian ca khch hng th n v th n + 1 .
U n = sn t n .
{U n }n=1 l dy cc bin ngu nhin c lp, cng phn b vi U .
Nu E[U ] < th h thng t c trng thi n nh v thi gian i trung bnh trong
hng Wq =
E U 2
2E [U ]
E i12
2E [i1 ]
, trong i1 l chu k ri u tin.
Hng M / G / 1
Ta gi thit qu trnh n Poisson tc , ngha l qu trnh n trung gian t n c phn b
m tc . Qu trnh phc v {s n } c xt mt cch tng qut nhng gi thit thi gian phc
v trong cc chu k l c lp vi nhau v c cng lut phn b. E [t1 ] =
Do cng lu thng =
Chu k ri u tin E [i1 ] =
2
; E t12 = 2 .
E [ s1 ]
= E [ s1 ] .
E [t1 ]
2
; E i12 = 2 .
Tr trung bnh ca hng v ca h thng:
Wq =
2(1 )
E s12 +
2
2(1 )
2
2
=
Cc trng hp c bit ca hng M / G / 1
205
E s12
2(1 )
; W = Wq + E [ s1 ] .
2
Hng M / M / 1 : Wq =
2

2 1

1
1
; W = Wq + =
+ =
( )
( )
2
L = W =
; Lq = Wq =
.

( )
Hng M / D / 1 :
Wq =
2

2 1

1
2
; W = Wq + =
;
+ =
2 ( )
2 ( ) 2 ( )
L = W =
2
+ ; Lq = Wq =
.
2 ( )
2 ( )
(k + 1)
(k + 1)
1
(k + 1)
1
k2
=
; W = Wq + =
+ ;
Hng M / E k / 1 : Wq =
2k ( )
2k ( )
2 1

L = W =
(k + 1) 2
(k + 1) 2
+ ; Lq = Wq =
.
2k ( )
2k ( )
Phng php chui Markov nhng p dng cho hng G / M / 1

Gi q l trng thi ca h thng khi c 1 ngi mi n v gi q ' l trng thi sau khi c 1
ngi tip theo n: q ' = q + 1 N , trong N l s khch hng c phc v trong chu k gia
hai ln n. V phn b m c tnh cht "khng nh" nn s khch hng N c phc v trong
chu k gia 2 ln n ch ph thuc vo di ca khong v q m khng ph thuc vo phm
vi phc v m khch hin ti c nhn phc v. Vi cc gi thit ny ta c chui Markov vi
xc sut chuyn P = pij tha mn :
[ ]
pij = P{q ' = j q = i} =

P{N = i + 1 j}
j > i +1
nu i + 1 j 1
nu
Cc cn trn ca thi gian i trung bnh ca hng G / G / 1
Wq
E U 2
2E [U ]
; Wq
var [ U ]
. Khi cng lu thng 0 th thi gian ri i1 tin
2E [U ]
n 0. iu ny lm cho E i12 tin n 0 nhanh hn E [i1 ] . Do E i12 E [i1 ] 0 ,
lim Wq
var [ U ]
var [ u1 ] var [ t1 ] + var [s1 ] ( var [ t1 ] + var [s1 ])
.
=
=
=
2E [U ] 2E [ u1 ]
2E [ u1 ]
2(1 )
206
CU HI N TP V BI TP
7.1 Kt qu nh cho cng thc lin h gia cc s o hiu nng ca mt h thng sp hng.
ng
Sai
7.2 Trong k hiu Kendall A / B / k nu qu trnh n l qu trnh Poisson th A c k hiu l

P.
ng
Sai
7.3 Qu trnh trnh n trong mi h thng sp hng u l qu trnh Poisson.

ng
Sai
7.4 Hng M / M / 1 vi tc n < tc phc v th h t trng thi n nh vi tr

trung bnh ca hng i l Wq =
ng
Sai
.
( )
7.5 Hng M / E k / 1 vi tc n < tc phc v th h t trng thi n nh c di

trung bnh ca h thng l L =
ng
Sai
(k + 1) 2
.
2k ( )
7.6 Vi iu kin tc n < tc phc v th h M / G / 1 t trng thi n nh, trong

vi tr trung bnh ca hng i ca hng M / D / 1 l b nht trong s tr trung bnh ca
hng i ca hng M / G / 1 .
ng
Sai
7.7 Gi s h thng sp hng c tc n = 10 , tc phc v = 12 .
a. Tm tr phc v trung bnh ca h thng v di trung bnh ca hng trng thi cn

bng trong cc trng hp sau: M / M / 1 , M / D / 1 , M / E5 / 1 .
b. Tm k nh nht di trung bnh ca hng LM / E /1 khng vt qu 3.
k
7.8 Hng M / M / k / N c phn b dng tha mn cng thc (7.6)-(7.7). Khi k = N cc xc
sut pi vi mi i = 0,1,..., k c bit vi tn gi l cng thc xc sut mt Erlang. Tm xc sut
mt Erlang khi k = N = 2 .
7.9 T cng thc phn b dng (7.4)-(7.5) ca hng M / M / k . Chng minh rng
Lq =
k +1
(k 1)!(k ) 2
p0 .
Hy tnh cc s o hiu nng: L ; W ,Wq .

7.10 Hy tnh cc s o hiu nng: L, Lq ; W , Wq ca hng M / M / 2 vi = 12 , = 10 .
207
208
Hng dn tr li
HNG DN TR LI
HNG DN V P S CHNG I
1.1
1.2
1.3
1.4
1.5
1.6
1.7
1.8
1.9
1.10
Sai
ng
Sai
ng
ng
ng
Sai
ng
Sai
Sai
1.11
1.12.
3
5
a. 1 4i
b. i
c. 25
d. 9 46i
e. 1
f.
a.
1
3
i
2 2
b. 2, 1 + i, 1 i
3
+ 2 k
i 4
3
1.13.
a. z =
1.14 .
a. ng trn tm (3;4) bn knh 2.
2e
16 2
i.
5 5
, k = 0, 1, 2
b.
z = 2e
i4
b. Na ng thng gc ti z = i v to vi trc thc gc
+ 2 k
, k = 0, 1, 2 .
c. Ellipse vi tiu im F1 (2;0), F2 (2;0) di trc ln 2a = 6 .

d. ng trn tm (2;0) bn knh 2.
1.15.
a. u ( x, y ) = x 3 xy ,
3
b. u ( x, y ) =
1 x
y
.
, v ( x, y ) =
2
2
(1 x) + y
(1 x) 2 + y 2
c. u ( x, y ) = e cos3 y ,
3x
1.16. w '( z ) = 1
v ( x, y ) = 3 x 2 y y 3 .
v( x, y ) = e3 x sin 3 y .
1
, khng gii tch ti z = 0 .
z2
1.17. u ( x, y ) = x x 2 + y 2 ,
v ( x, y ) = y x 2 + y 2 .
208
Hng dn tr li
u
= x2 + y 2 +
x
v
= x2 + y 2 +
,
2
2
y
x +y
u
=
y
v
=
x
xy
x2 + y 2
x2
xy
x2 + y 2
y2
x2 + y2
Hm s khng tha mn iu kin Cauchy-Riemann ti mi z 0 .
z z
w(z ) w(0)
= lim
= 0 . Vy w '(0) = 0 .
z 0
z 0
z
z
lim
1.18.
a. w '( z ) = 4 z
1.19.
a. v( x, y ) = 3 x y y + C , w( z ) = z + Ci .
b. w '( z ) =
2z
.
( z + 1) 2
2
b. v( x, y ) = 2 xy + 2 y + C , w( z ) = z + 2 z + Ci .
2
1.20.
a. u ( x, y ) =
x +1
1
+ C , w( z ) =
+C .
2
2
z +1
( x + 1) + y
b. u ( x, y ) = x y 3 y + C , w( z ) = z + 3iz + C .
2
1.21. Php bin hnh w =
1
l hp ca php i xng qua ng trn n v v php i xng
z
qua trc thc.

a. Bin ng trn tm O bn knh 4 thnh ng trn tm O bn knh
u2 + v2 =
1
:
4
1
.
4
b. Bin ng phn gic th nht thnh ng phn gic th hai: v = u .
c. u 2 + v 2 u = 0 .
d.
1
.
2
1+ z
bin 1, 0 , ln lt thnh 0 , 1, 1 v vy php bin hnh
1 z
phn tuyn tnh ny bin trc thc thnh trc thc, bin ng thng nm trn tia Arg z = + k
3
(i qua gc O lp vi trc thc mt gc ) thnh ng trn i qua 1, 1 v tip tuyn ti 1 lp

3
2
vi trc thc mt gc : u 2 + v 2
v = 1.
3
3
1.22. Php bin hnh w =
1.23.
a. on thng ni w1 = 1 v w2 = i .
209
Hng dn tr li
b. ng trn tm (1; 2) bn knh 4: w + 1 2i = 2 2 .
1.24. p dng cng thc (1.47) ta c: w = k
1.25.
I=
z dz =
a.
b.
1.26.
x 2 + y 2 (dx + idy ) .
C
1
1 x 1
C :
y=0
I=
a.
I = 2i cos = 2i .
b.
I = v
z2
I=
2
x dx = 2 xdx = 1 .
0
x = cos( t )
C :
y = sin( t ) ; 0 t
1.27.
1 z
z 1
; w(i ) = 1 k = i w = i
.
1+ z
z +1
I = (sin( t ) i cos( t ) )dt = 2 .

0
ez
1
1
0
1
dz = v e z
dz = 2 i e e .
1
z ( z + 1)
z
z
+
= 0.
z = 2
1.28. C : z 1 = 1 I = v
1.29. a. I = v
sin( z / 4)
z + 1 dz = 2 i sin( z / 4) = i .
z 1
2
z + 1 z =1
1
''
2 i 1
( z + 1)3
dz =
2! ( z + 1)3
( z 1)3
b. I = v
=
z =1
1
''
2 i 1
( z 1)3
dz =
2! ( z 1)3
( z + 1)3
i
1.30. a. R = 2; z = 2e
=
z =1
1.31. a. Cch 1: w ' = e
1
1 z
3 i
. c. I = 0 .
8
zn
1
=
min hi t z 2 .
n 2 2n n 2
i
b. t u = ( z i ) ; R = 3, u = 3e
3
3 i
.
8
un
ein
=
0 : min hi t z i < 3 3 .
n
n
3 + n 1+
3n
1
1
1
2
1 z
=
+
,
''
,
w
e
4
3
(1 z )2
(1 z ) (1 z )
210
Hng dn tr li
1
1 z
1
2
4
6
+
+
+
4
6
5
5
(1 z ) (1 z ) (1 z ) (1 z )
3
13
w = e 1 + z + z 2 + z 3 + " .
2
6
w ''' = e
Cch 2:
1
1 z
= e1+ z + z
2 + z3 + o ( z3 )
= e e z+ z
2 + z 3 + o ( z3 )
z + z 2 + z 3 + o( z 3 )
z + z 2 + z 3 + 0( z 3 )
= e 1+
+
1!
2!
) + (z + z
2
+ z 3 + o( z 3 )
3!
+ o( z )
3
13
= e 1 + z + z 2 + z 3 + o( z 3 ) .
2
6
b.
w = sin 1 + z + z 2 + z 3 + o( z 3 ) = sin1cos z + z 2 + z 3 + o( z 3 ) sin z + z 2 + z 3 + o( z 3 ) cos1

1
w = sin1 + cos1 z + cos1 sin1 z 2 + cos1 sin1 z 3 + "

2
1.32. w =
2 / 3 1/ 3
+
z 1 z + 2
a. w =
21 1 1
1 z z 2 z3
1 + + " + + 2 + 3 + "
6 2 4 8
z
3 z z
2
1 z z 2 z3
+ " 1 + z + z 2 + "
b. w = 1 +
6 2 4 8
3
c. w =
1 1 2 4
21 1 1
2 + 3 " + + 2 + 3 + " .
3 z z
z
z
3 z z
dz
1
1.33. I = v
C ( z 1)2 ( z 2 + 1) dz = 2 i z 2 + 1
'
1.34. Phng trnh z 4 + 1 = 0 ch c hai nghim
p dng cng thc (1.71) ta c I = v
1
+ 2 i
2
( z 1) ( z + i )
z =1
1 i
2
=
z= i
nm trong ng trn C (xem v d 10).
dz
1
1
= i .
2
i
=
+
3
1+ i 3
z4 +1
2
1 i
4
4
2
2
211
Hng dn tr li
1.35.
a.
z2 +1 1+ i
z 2 + 1 1 + i
I = 2i Re s
+
;
Re
s
;

4
4
2
2
z
z
+
+
1
1
2
1 + i 2
1+ i
+1
+1
2
2
+
= 2i
= 2 .
3
3
1+ i
+
i
1
4
2
2
b.
I=
1.36. p dng cng thc (1.76).
1
a. I = Im
2
1
b. I = Im
2
xe i 2 x
x2 + 4
e ix
e 4
ze i 2 z
1
Im 2i Re s
; z = 2i =
.
2
2
z2 + 4

dx =
2
2
x( x + 1)
dx
(2e 3)

1
e iz
e iz
Im 2i Re s
; z = i + Re s
; z = 0 =
.
2
2
2
2
2
4
e
z
(
z
1
)
z
(
z
1
)
+
+
1.37. p dng cng thc (1.77).

a. I =
1.39.
2
3
b. I = 2 .
x ( n) z
a. X ( z ) =
na n
x ( n) z
d. X ( z ) =
'
ne
na n
n =0
ea z
ea z
=
= z
; z > e a .
e a z 1 (e a z 1) 2
z
a n u (n 1) z n = a
n =
n=0
N 1
e i
= z ; z > 1.
=
z e i
n=0 z
in n
1
ea z
=
=
; z > ea .
a
a
e z 1
n=0 e z
n=
c. X ( z ) =
n=0
n=0
X ( z) =
n =
b. Ta c
z
z n = a
n=0
n=0
n +1
n +1
z N 1
z N 1 (z 1)
212
z
; z <a.
za
; z .
Hng dn tr li
1.40. Trong min z >
1
;
2
n
1 n
1
X ( z) =
=
=
=
z
n5
z 3 (2 z 1) z 4 1 1 z 4 n=0 2 z
2
n =4
2z
1
x (n) =
u ( n 4) .
n 5
2
HNG DN V P S CHNG II
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
2.9
2.10
ng
Sai
ng
ng
Sai
Sai
ng
Sai
ng
ng
2.11. Tm bin i Laplace

a.
b. cos 4 t =
c.
6
3 sin t sin 3t
X (s) =
.
2
4
( s + 1)( s 2 + 9)
x(t ) = sin 3 t =
L {ch3t} =
13
4s
s
3 1
1
+
+ cos 2t + cos 4t X ( s) = +
8 s s 2 + 4 2 s 2 + 16 2
8 2
8
s
s 9
d. x(t ) = 1 + te t
L {e 2t ch3t}=
s+2
( s + 2) 2 9
)3 = 1 + 3te t + 3t 2e 2t + t 3e 3t
X (s) =
1
3
6
6
+
+
+
.
s ( s + 1) 2 ( s + 2) 3 ( s + 3) 4
e 2t + e 2t
s 3 3s
cos t X ( s ) =
.
2
s 4 s 2 + 25
e.
x(t ) = ch 2t cos t =
f.
x(t ) = e t sin 2t cos 4t =

X (s) =
e t
(sin 6t sin 2t )
2
3
2
s + 2 s + 37
1
2
s + 2s + 5

'
a.
s
s2 + 9
.
X ( s ) =
=
s 2 9 ( s 2 9) 2
213
Hng dn tr li
s2 2
b. L {t cos t} = 2
( s + 2 )2
1 ( s + a)2 2
(s a)2 2
L {t cos tch at} =
.
+
2
2 ( s + a)2 + 2 2
( s a)2 + 2
) (
'''
24 s ( s 2 1)
1
.
t sin t = 2 =
4
2
s +1
+
s 1
c.
L{
d.
L sin 4t = 4 L sin 4t = arctg 4 .
e.
f.
X (s) = L
X ( s) = L
4t
u
1 s 2 + b2
cos at cos bt
u
=
du = ln 2
t
2 s + a 2
s u 2 + a 2 u 2 + b2
e at ebt 1
1
s+b
=
du = ln
.
t
s+a
s u + a u + b
s2 + 2
s ( s 2 + 4)
a.
L {cos2 t} =
L { (t b) cos2 (t b)} = ebs
b.
x(t ) = (t 1) 2 (t 1) X ( s ) = e s
c.
x(t ) = t ( (t ) (t 1) ) + (2 t ) ( (t 1) (t 2) )
s2 + 2
.
s ( s 2 + 4)
2
.
s3
= t (t ) 2(t 1) (t 1) + (t 2) (t 2) X ( s) =
1 2e s + e2 s
.
s2
d. x(t ) = cos t ( (t ) (t ) ) + sin t (t )
= (t ) cos t + (t ) ( cos(t ) sin(t ) ) X ( s ) =

a.
1 2 1
1
3 2+
ss
s +1
s
c.
x(t ) = cos t * e2t X ( s ) =
b.
1 s3 + s 2 + 2 s 2
.
2
2
2
s
s +
s
.
( s 2)( s 2 + 1)
214
s + ( s 1)e s
.
s2 + 1
Hng dn tr li
d.
1
1 et
1
s +1
=
du = ln

s
t s u u + 1
t
X (s)
2.15. t y (t ) = x(u ) du Y ( s ) =
s
0
L 1 e
u
1 1
du = ln 1 + .
s s
t
Y ( s ) X ( s )
= 2 .
y (t1 )dt1 =
s
s
0
a.
1
e s
b. 2
s
s (1 e s )
1 s
th
s 2
s
c.
th
2
2
s
1
1
2
d. 2
s+ s
s +1
e 2 (1 e s
2.17. p dng cng thc nh ngha bin i Laplace X ( s) = e st J 0 (t )dt .

0
a.
t 3
e t sin tdt =
S dng cu 2, c,
b.
e sin t
1
dt = arctg
t
s
0
=
s =1
24 s ( s 2 1)
( s + 1)
2
= 0.
4
s =1
c. p dng cu 2. e,
cos 6t cos 4t
1 s 2 + 42
dt
ln 2
=
t
2
s +6
0
3t
d. p dng cu 2. f,
= ln
s =0
2
.
3
e6t
s+6
= ln 2 .
dt = ln
t
s + 3 s =0
2.18. Chng minh theo quy np v s dng cng thc sau:

a.
(sin
2 n +1
t = (2n + 1)(2n) sin 2 n 1 t (2n + 1) 2 sin 2 n +1 t .
b.
(sin
2n+2
t = (2n + 2)(2n + 1) sin 2 n t (2n + 2) 2 sin 2 n+ 2 t .
''
''
2.19. Tm hm gc
s2
( s 1 + 1)2
1
2
1
t2
t
=
=
+
+
x(t ) = e 1 + 2t + .
a.
2
( s 1)3
( s 1)3
( s 1)3 ( s 1) 2 s 1
b. e 3t cos 2t
c. 2e2t ( 3cos 4t + sin 4t )
d. 4e 4t (1 t )
e. cos 2t t sin 2t
215
Hng dn tr li
e 2t
t + 2 sin 2t 2t cos 2t .
2 2
f.
2.20. Tm hm gc
a. 2e t 2 cos t + sin t .
b.
1
1
1
1
1
s2
= 3 3
= 3
+
3
2
s ( s + 1) s s + 1 s 3( s + 1) 3( s s + 1)
3
1
1
( s 1/ 2) 3 / 2
t 2 1 t 1 2
3
1 2
3
t
e sin
t
= 3
+
x(t ) = e + e cos
2
2 3
3
2
2
s 3( s + 1)
3
1 3
3 s +
2 4
1 t
4
e ( 4 cos t 3sin t ) e3t
c.
5
5
1 t 2t 1
7t 2
e + e + 4t
3
2
3
d.
2.21. Tm hm gc
a. 3 +
t2
e2t ( 2 cos t + sin t ) . b. (t 1/ 3) (t 1/ 3) cos(t 1/ 3)
2
1 e
2 t
c.
2.22.
2.23.
3t
2
(1 3) .
1 1/ s 1 1
1
1
1
1
1 1
= 1 +
+ " = 2 +
+"
e
2
3
3
s
s s 2! s 3! s
s s 2! s 3! s4
a. x(t ) =
t
t
2
(2!)
(3!) 2
t 2 et
12
a. x(t ) = cos at 2
(2 t ) + (2 t ) (2 t )
+" = 1
2
22
22 42
22 42 62
+ " = J 0 (2 t ) .
b. x(t ) = t 3et
c. x (t ) = 2sin t cos 2t
2.25.
4 (t 3)3 e4(t 4)
J 0 (t ) * J 0 (t ) = sin t .
x(t ) = 1 t +
2.24.
d.
d. x(t ) =
sin at
sin at
+ f (t ) *
a
a
b. x(t ) = C1ch at + C2
sh at
sh at
+ g (t ) *
.
a
a
216
4
4
1
cos 3t + sin 3t + cos 2t .
5
5
5
Hng dn tr li
1 2 1 t 3
1
(
)
2
sin
cos t
=
+
+
+
x
t
t
e
t
2
2
2
2
2.26. a.
y (t ) = 1 1 e t + 3 sin t 1 cos t
2
2
2
1 t 4 2t 2
1
1 t
x(t ) = 9 e + 45 e 5 sin t 8 cos t + 3 te

b.
y (t ) = 1 e t 1 e2t + 1 te t
9
9
3
2 2 5 2 1 t
x(t ) = 3 t + 3 t 3 3 e
.
c.
2
8
1
1
2
t
y (t ) = t + + e + te + cos t
3
3 3
3
2.27. Phng trnh nh 16 +
Hay 16 +
a.
Q=
50
+ 2s I = L { E}
s
50
+ 2 s ( sQ q (0)) = L { E} 16s + 50 + 2s 2 Q = L { E} .
s
150
q (t ) = 6 6e 4t cos3t 8e 4t sin3t ;
s ( s + 8s + 25)
2
i(t ) =
b. Q =
dq
= 50e4t sin 3t .
dt
150
( s + 9)( s 2 + 8s + 25)
2
25
25
( 2sin 3t 3cos3t ) + e4t ( 2sin 3t + 3cos3t )
52
52
dq 75
25
i (t ) =
= ( 2cos3t + 3sin 3t ) e 4t (17sin 3t + 6cos3t ) .
dt 52
52
q(t ) =
2.28. q (t ) = sin10t 2cos10t + e
2.29.
a. a0 = 3, an = 0; bn =
a. x(t ) = 1 (1) n
n =1
( sin10t + 2cos10t ) .
3 1 (1)n
b. x(5) = x(0) = x(5) =

2.30.
10 t
) . Chui Fourier 3 +
2
3
.
2
) n4 sin n4 t .
217
3 1 (1) n
n =1
) sin n t .
5
Hng dn tr li
) n16
b. x(t ) = 4 + (1) n 1
n =1
2.31.
cos
2
n
t.
4
x ( n) z
x(n)ei 2 nf = 3ei 2 f
a. Bin i Z : X ( z ) =
n =
1
3z
1
1
= =
=
, z > .
1 3z 1
3
n =0 3 z
1
3z
b. Bin i Fourier:
l
X(f ) =
n =
c.
n=0
=
1
d l
X ( f ) = (i 2 n) x(n)ei 2 nf
df
n =
i d 3ei 2 f
3ei 2 f
Yl ( f ) =
i 2 f
=
2 df 3e
1 3ei 2 f 1
2.32. x(n) =
l
X ( f )ei 2 n f df =
1/ 4
i 8 f i 2 n f
1
3e
i 2 f
1/ 4
df =
b. I =
1 d l
X(f )
i 2 df
ei 2 ( n4) f df
1/ 4
1 sin ((n 4) / 2 )
2 (n 4) / 2
= 2 cos(2(n 4) f ) df =
1
nx(n)ei 2 nf =
1/ 4
X(f ) =
a. l
3ei 2 f
= X ( z ) z =ei 2 f .
3ei 2 f 1
n =
1/ 4
2.33.
n4
=
n=4
1
n4
sin c
.
2
2
x(t )ei 2 ft dt = 2 cos ( 2 ft ) dt = 2T sin c (2Tf ) .

0
sin T cos t
d =
sin T it
e d .
t <T
sin 2fT i 2ft

i bin s = 2f I =
e
2df = F 1{x(t )} = / 2 t = T .
2f
t >T
0
sin u
1
c. S dng kt qu b. vi T = 1, t = 0
du =
u
2
d.
x(t ) dt =
2
l
X ( f ) df
218
sin
d = .
Hng dn tr li
2T =
sin 2 2Tf
2
(f )
2T
df =
sin 2 u
u2
4T
du =
sin 2 u
u2
du
sin 2 u
u2
du =
.
2
2.34. p dng cng thc (2.93) tch phn Fourier cho hm chn:
x(t ) =
cos t d x(u ) cos u du = (1 ) cos t d =
2(1 cos t )
.
t2
2.35. p dng cng thc (2.93) tch phn Fourier cho hm chn:
cos t d e
cos u du v
cos u du = L {cos t} s =1 =
1
1 + 2
A
a. l
X ( f ) = i T [sin cT ( f + f 0 ) sin cT ( f f 0 )] .
2
2.36.
X ( f ) = T sin c 2 (Tf ) .
b. l
a. l
X(f ) =
2.37.
x(t )e
i 2 ft
b. l
X(f ) =
dt = e
t
T e i 2 ft dt
t
T e i 2 ft dt
t + i 2
e T
f t
dt
= 2 e
t
T
T
.
1 + i 2 Tf
cos(2 ft )dt = L {cos(2 ft )} s = 1 =

T
2T
.
1 + (2 Tf ) 2
ei 2 ft
cos(2 ft )
2 cos(2 fa)
2 a f
.
t 2 + a 2 dt = 2 t 2 + a 2 dt = a 2 + 1 d = a e
0
0
sin(2 f ) (2 f ) cos(2 f )
l
X ( f ) = 2 (1 t ) cos(2 ft )dt =
2 3 f 3
0
4/3
d.
X(f ) =
c. l
f 0
f =0
HNG DN V P S CHNG III

3.1
3.2
3.3
3.4
3.5
3.6
3.7
3.8
3.9
3.10
Sai
ng
Sai
Sai
Sai
ng
ng
ng
Sai
Sai
3.12. a.
16
b. 2
315
3.13.
a. 3!
3.14.
a.
c.
12
d. 4 2 (s dng ( 1/ 4 ) = 4 ( 3/ 4 ) ).
b. i bin s y = 2 x suy ra
i bin s x = y suy ra
3
(7) 45
=
27
8
(1/ 2) =
3
3
219
b.
2 4 ln 3
Hng dn tr li
3.15. i bin s y = ln x = ln
1
180
3.16.
a.
3.17.
a.
3.20.
a. t y =
8
315
3.23.
a. x n J n ( x) + C
3.24.
a. J 3 ( x) =
64 2
15
b.
5
12
16
9 3
c.
b.
8 x2
c.
x p 1
p
x + 1 dx = B( p,1 p) . b. t x = y v p dng a.
2
4
a.
b.
x +1
3.21.
1
.
x
c.
3 3
J ( x)
+C
b. n
xn
J1 ( x)
4
J 0 ( x)
x
2 2
c. (8 x 2 x 4 ) J 0 ( x) + (4 x 3 16 x) J1 ( x) + C .
b. 6 3 xJ1 ( 3 x ) 3 3 x 2 J 0 ( 3 x ) + C
c. xJ 0 ( x) sin x xJ1 ( x) cos x + C .

3.30.
a. y = z 0 ( 2
1
ax 2 )
b. y = z 0
1
(x 2 )
c. y = x
2z
( x)
1
d. y = x 2 z 1 ( x 2 ) .
4 2
HNG DN V P S CHNG IV
4.1
4.2
4.3
4.4
4.5
4.6
4.7
4.8
4.9
4.10
Sai
ng
Sai
ng
ng
ng
ng
Sai
Sai
ng
= x 8 y
92
4 7
64
32
288
u + u =
4.11. a.t
u + u + u
.
7
7
7
7
7 7
= 7 y
= y x
u + u 8u = 0 .
b. t
= 2x
= x+ y
c. t
= x
u + 18u + 9u 2u = 0 .
220
Hng dn tr li
= 2x y
d. t
= 3x
4.12.
= 2 x + sin x + y
a. t
= 2 x sin x y
2
b. b ac = xy
u + u 2u + u u = .
u +
u u = 0 .
32
Hyperbolic trong min
Parabolic trong min

Eliptic trong min
xy < 0
xy = 0
xy > 0
4.13. u ( x, t ) = sin 2 x cos 5t .

4.14. u ( x, y ) =
4.15.
1 3 2
1
x y + cos y y 2 1 + x 2 .
6
6
a. u ( x, y ) = F ( x y ) + G ( x
1
y) .
2
b. u ( x, y ) = ( x + 2 y ) F ( x) + G ( x) .
4.16.
1
a. u ( x, y ) = F ( x + iy ) + G ( x iy ) + e 2 x + y .
5
b. u ( x, y ) = F ( x + 2 y ) + G ( x 2 y ) +
1 2x + y
.
xe
4
2 2
2
2
4.17. u ( x, t ) = 5e 32 t sin 4x 2e 128 t sin 8x + 2e 20 t sin 10 x .
4.18.
a. k = 3
b.
4.19.
a. u max =
1
1
1 1
1
,
,
ti
v
;
2
2
2
2 2
u min =
k = 0 v k = n 2 vi n > 2 .
1
1
1 1
1
,
,
ti
v
.
2
2 2
2
b. u max = 4 ti ( 2 , 0 ) ; u min = 9 ti (0 , 3) .
8 x2 y2 6x
4x
64 x3
=
+
+
u
(
x
,
y
)
4
4.21. a. u ( x, y ) = 2 xy b.
2
x2 + y2
x2 + y 2
x2 + y2
4.22. a phng trnh v dng chnh tc u = 0 . Tch phn phng trnh ny v s dng cc
iu kin bin ta c:
4.23.
u ( x, y ) = f x y 2 +
3
a. u ( x, y, z, t ) = e x cos y + t ( x 2 y 2 ) .
x+2y
g (t ) dt .
2
x y2
3
b. u ( x, y, z , t ) =
221
x
2
x t2
Hng dn tr li
4.24. u ( x, y, z , t ) = x 3 y 2 + (3 xy 2 + x 3 )t 2 + xt 4 + ( x 2 y 4 3 x 3 )t
1
1
1
+ ( y 4 9 x + 6 x 2 y 2 )t 3 + (2 y 2 + x 2 )t 5 + t 7 .
3
2
15
b. u ( x, t ) = e x ch t + e x sh t .
4.25.
a. u ( x, y, t ) = x 2 + y 2 + t + 2t 2 .
4.26.
2
2
2
1
1
a. u ( x, y, z , t ) = e a t sin x + e 4a t cos 2 y + e a t cos z + .
2
2
b. u ( x, t ) =
4.27.
x
(1 + 4t ) 3
x2
4t +1 .
b. u(x,y,t) = e l1 t sin l1 x + e l 2 t cos l 2 y .

2
a. u ( x, t ) = e t sin x .
HNG DN V P S CHNG V
5.1
5.2
5.3
5.4
5.5
Sai
ng
Sai
ng
Sai
5.8 E[ y (t ) ] = E[x(t + 1) x(t )] = E[x(t + 1)] E[x(t )] = 0 .
cov( y (t + ); y (t ) ) = cov( x(t + + 1) x(t + ); x(t + 1) x (t ) )

= cov ( x (t + + 1); x (t + 1) ) cov ( x (t + ); x (t + 1) ) cov ( x (t + + 1); x (t ) ) + cov ( x (t + ); x(t ) )
= K x () K x ( 1) K x ( + 1) + K x () khng ph thuc t . Vy {y (t )} l qu trnh dng c

hm t tng quan K y () = 2 K x () K x ( 1) K x ( + 1) .
2
A
1
5.9. E[x (t )] = E[ A0 sin( 0 t + )] = A0 sin( 0 t + )
d = 0 cos( 0 t + )
= 0.
2
2
=0
0
cov[x(t + ); x(t )] = E[( A0 sin(0 (t + ) + ) )( A0 sin(0 t + ) )] .

=
A02
A2
E[cos( 0 ) cos( 0 (2t + ) + 2)] = 0 cos( 0 ) .
2
2
A02
cos( 0 ) .
Vy {x (t )} l qu trnh dng c hm t tng quan K x () =
2
T
A02 sin 0
1
A02
1
cos
d
0
2T 0
T T 2
0
T
0
222
1 sin 0
T
0
T
0
cos 0
02
Hng dn tr li
A02
=
2T 0
1 cos 0T
sin 0T sin 0T +
T 0
khi T
Theo nh l 5.11 { x (t ) } l mt qu trnh dng tho mn iu kin (5.16) do l mt qu

trnh ergodic.
5.10 Theo gi thit R v c lp, do E [ x(t ) ] = E [ R cos(t + ) ] = E [ R ] E [ cos( t + )] .
Mt khc E [ R ] =
0
r2
r2
2
e 2 dr
1
2 t 2 et dt
= 2(3 / 2) =
; E [ cos(t + )] = 0 .
Vy E[x (t )] = 0 .
cov [ x (t + ); x (t ) ] = E ( R cos( (t + ) + ) )( R cos( t + ) )
= E R 2 E ( cos( (t + ) + ) )( cos(t + ) )
cos ( (2t + ) + 2 ) + cos
2 cos
= E R 2 E
= E R
2
2
r3
E R = 2
r2
2
e 2 dr
= 2
Vy
te
dt = 2 2(2) = 2 2 .
{x(t )} l qu trnh dng c hm t tng quan
K x ( ) = 2 cos .
5.11 E [ x(t ) ] = E [ A cos(10 t ) ] = cos(10 t ) E [ A] = 0 .
cov [ x(t + ); x(t )] = E ( A cos(10 (t + )) )( A cos(10 t ) = E A2 cos(10 (t + )) cos(10 t )

= 2 cos(10 (t + )) cos(10 t ) .
Hm tng quan ph thuc t do qu trnh khng dng.
5.12 E[x (t )] = E[Z 1 cos t + Z 2 sin t ] = cos t E[Z 1 ] + sin t E[Z 2 ] = 0 .
Theo gi thit Z 1 , Z 2 c lp do :
cov [ Z1 cos (t + ) + Z 2 sin (t + ); Z1 cos t + Z 2 sin t ]
= cos (t + ) cos t E Z12 + sin (t + ) sin t E Z 22 = cos .

Vy
{x(t )} l qu trnh dng c hm t tng quan
K x ( ) = cos .
5.13 p dng cng thc (5.9) ta c
n =
n=
P ( f ) = ein2 f K x (n) = ein2 f 17 34
223
Hng dn tr li
1
3ei 2 f
3ei 2 f
= 1
7 4 + 3ei 2 f 4 + 3ei 2 f
1
.
=
25 + 24 cos 2 f
5.14 Theo v d 5.1 ta c E [ x(t )] = E e tW (e2 t ) = e t E W (e2 t ) = 0 .
Vi mi 0 :
E [ x(t + ) x(t )] = e (2t + ) E W (e (2t + ) )W (e2 t ) = e (2t + ) 2e2 t = 2e .

Do K x ( ) = 2 e
Theo cng thc (5.10) v v d 2.39 ta c:
P(f )= e
i 2 f
K x ( )d =
i 2 f
2 2
d = 2
.
+ 4 2 f
5.15 Theo cng thc (5.10) v v d 2.38
K x ( ) =
ei 2
P ( f )df =
1
B2
i 2 f
( B f ) df
= sinc2 B .
HNG DN V P S CHNG VI
6.1
6.2
6.3
6.4
6.5
6.6
ng
Sai
ng
Sai
ng
ng
6.7 Gi X (t ) l s bc in gi ti bu in trong khong thi gian t , theo gi thit X (t ) l

qu trnh Poisson tham s = 3 .
a) Xc sut t 8h00 n 12h00 khng c bc in no bng :
P{X (12) X (8) = 0} = P{X (4) = 0} = e 12 .

b) P { X (t ) = 1 X (12) = 0} = P { X (t 12) = 1} = e 3(t 12) 3(t 12); t > 12 .
6.8 Gi X (t ) l s cuc gi n tng i trong khong thi gian t , theo gi thit X (t ) l qu
trnh Poisson tham s = 2 .
a) P{X (1) = 2} = e 2
22
= 2e 2 ;
2!
P { X (1) = 2, X (3) = 6} = P { X (1) = 2, X (3) X (1) = 4} = e2

224
22 4 44
43
= e6 .
e
2!
4!
3
Hng dn tr li
43
P { X (1) = 2, X (3) = 6} e 3 5!43 5.44 5 2 4
=
=
=
= . .
b) P { X (1) = 2 X (3) = 6} =
6
P { X (3) = 6} .
3.65 3.64 3 3
6 6
e
6!
6
P{X (3) = 6 X (1) = 2} =
P{X (1) = 2, X (3) = 6}

44
.
= P{X (2) = 4}. = e 4
P{X (1) = 2}.
4!
6.9 X (t ) l qu trnh Poisson tham s = 2 .

a)
X (2) l bin ngu nhin c phn b Poisson tham s 4 do E [X ( 2)] = 4 .
X (1) l bin ngu nhin c phn b Poisson tham s = 2 do E X 2 (1) = 2 + = 6 .

E [X (1) X ( 2)] = E [X (1)( X (3) X (1) )] = E [ X (1)].E[ X (3) X (1)]
= E [X (1)].E [X (3)] E [ X (1)].E [ X (1)] = 2.6 2 2 = 8 .

b) P{X (1) 2} = e
2 22
1+ +
1! 2!
P{X (1) = 1, X (2) = 3} = P{X (1) = 1, X (2) X (1) = 2} = e 2
2 2 2 2
e
= 4e 4 .
1!
2!
6.11 p dng cng thc (6.10) v d 6.2 ta c:
a) P W11 < W12 =
b) P
W21
< W22
c) P W < W
1
n
2
m
1
.
1 + 2
2
n + m 1
}= C
k =n
k
n + m 1
6.12 P { X (1) = 5 X (2) = 12} =
1
1
2
= 3
+
.
1 + 2 1 + 2 1 + 2
1 2
1 + 2 1 + 2
n + m 1 k
P { X (1) = 5, X (2) = 12} P { X (1) = 5, X (2) X (1) = 7}

=
P { X (2) = 12} .
P { X (2) = 12} .
55 5 57
.e
5!
7! = C 5 1 (cng thc 6.9).
12 12
12
2
10 10
e
12!
e 5
6.13 Gi X (t ) l s khch hng ti ca hng trong khong thi gian t , theo gi thit X (t ) l
qu trnh Poisson tham s = 10 . Gi X 1 (t ) , X 2 (t ) ln lt l s khch hng ti ca hng c
mua hng v khng mua hng trong khong thi gian t th X 1 (t ) l qu trnh Poisson tham s
1 = 10 0,3 = 3 cn X 2 (t ) l qu trnh Poisson tham s 2 = 10 0, 7 = 7 .
225
Hng dn tr li
P { X 1 (1) = 3, X 2 (1) = 6} = e
3 6
33 7 76
10 3 7
=e
e
.
3!
6!
3!6!
6.14 Theo nh l 6.2 v cng thc (6.7) cc bin ngu nhin S (n) c phn b m tham s ,
1
do E [ S (4) ] = .
V X ( 4) X ( 2) v X (1) c lp do
E X (4) X (2) X (1) = 3 = E [ X (4) X (2) ] = 4 2 = 2 .
HNG DN V P S CHNG VII

7.1
7.2
7.3
7.4
7.5
7.6
ng
Sai
Sai
ng
Sai
ng
7.7 a) di trung bnh ca hng v tr phc v ca h thng

Hng M / M / 1 : Lq =
1
25
;W = .
2
6
Hng M / D / 1 : Lq =
7
25
.
;W =
24
12
Hng M / E5 / 1 : Lq =
1
5
;W = .
4
2
c) di trung bnh ca hng M / E k / 1 l
(k + 1) 2
25(k + 1)
nh hn 3 khi v ch khi
=
2k ( )
12k
25(k + 1)
25
. Chn k nh nht tha mn iu kin l k = 3 .
3 k
12k
11
N
7.8 p2 =
N!
m =0
7.9 Lq =
, =
m!
k +1
(k 1)!(k ) 2
p0 ; Wq =
Lq
k +1
(k 1)(k ) 2
p0 .
k +1 p0
k +1 p0
1
1
; L = W =
=
+
+ ;
W = Wq +
2
2
k (k 1)(k )
k
k
(k 1)(k )
1
k k k 1 n
p0 =
+ .
k ! k n =0 n !
226
Hng dn tr li
7.10 k = 2 Lq =
3
3
3
1
3
W
=
W
=
+
L
=
+
;
;
;
.
q
2
2
4
2
4
(4 2 )
( 4 2 ) 2
27
27
12 6
Lq =
= 0, 675; Wq =
= 0, 056 ;
=
=
40
480
10 5
W=
27
1
51
51
+
=
= 0,106; L = 12W =
= 1, 275 .
480 20 480
40
227
Ph lc
PH LC
PH LC A: GI TR HM PHN B CHUN TC (t ) =
e
2
x2
2 dx
(t )
t
t
0,0
0,1
0,2
0,3
0,4
0,5
0,6
0,7
0,8
0,9
1,0
1,1
1,2
1,3
1,4
1,5
1,6
1,7
1,8
1,9
2,0
2,1
2,2
2,3
2,4
2,5
2,6
2,7
2,8
2,9
0,5000
5398
5793
6179
6554
0,6915
7257
7580
7881
8159
0,8413
8643
8849
9032
9192
0,9332
9452
9554
9641
9712
0,9773
9821
9861
9893
9918
0,9938
9953
9965
9974
9981
3,0
5040
5438
5832
6217
6591
6950
7291
7611
7910
8186
8438
8665
8869
9049
9207
9345
9463
9564
9649
9719
9778
9826
9864
9896
9920
9940
9955
9966
9975
9982
3,1
5080
5478
5871
6255
6628
6985
7324
7642
7939
8212
8461
8686
8888
9066
9222
9357
9474
9573
9656
9726
9783
9830
9868
9898
9922
9941
9956
9967
9976
9982
3,2
5120
5517
5910
6293
6664
7019
7357
7673
7967
8238
8485
8708
8907
9082
9236
9370
9484
9582
9664
9732
9788
9834
9871
9901
9925
9943
9957
9968
9977
9983
3,3
5160
5557
5948
6331
6700
7054
7389
7703
7995
8264
8508
8729
8925
9099
9251
9382
9495
9591
9671
9738
9793
9838
9875
9904
9927
9945
9959
9969
9977
9984
3,4
5199
5596
5987
6368
6736
7088
7422
7734
8023
8289
8531
8749
8944
9115
9265
9394
9505
9599
9678
9744
9798
9842
9878
9906
9929
9946
9960
9970
9978
9984
3,5
5239
5636
6026
6406
6772
7123
7454
7764
8051
8315
8554
8770
8962
9131
9279
9406
9515
9608
9686
9750
9803
9846
9881
9909
9931
9948
9961
9971
9979
9985
3,6
5279
5675
6064
6443
6808
7156
7486
7794
8078
8340
8577
8790
8980
9147
9292
9418
9525
9616
9693
9756
9808
9850
9884
9911
9932
9949
9962
9972
9979
9985
3,7
5319
5714
6103
6480
6844
7190
7517
7823
8106
8365
8599
8810
8997
9162
9306
9429
9535
9625
9699
9761
9812
9854
9887
9913
9934
9951
9963
9973
9980
9986
3,8
5359
5753
6141
6517
6879
7224
7549
7852
8132
8389
8621
8830
9015
9177
9319
9441
9545
9633
9706
9767
9817
9857
9890
9916
9936
9952
9964
9974
9981
9986
3,9
0,9987
9990
9993
9995
9996
9997
9998
9999
9999
9999
t
(t )
228
Ph lc
PH LC B: Bng tm tt cc tnh cht c bn ca php bin i
Fourier
l
X(f ) =
i 2 ft
x(t ) dt
Hm x(t )
X( f )
Bin i Fourier l
1. Tuyn tnh
Ax1 (t ) + Bx2 (t )
l1( f ) + B l
AX
X 2( f )
2. ng dng
x(at )
1 l
X ( f / a)
|a|
3. Lin hp
x(t )
l
X ( f )
4. i ngu
l
X (t )
x( f )
x(t Td )
ei 2 Td l
X( f )
e i 2 f0 t x(t )
l
X ( f f0 )
7. iu ch
x(t ) cos 2f 0 t
1l
1
X ( f f0 ) + l
X ( f + f0 )
2
2
8. o hm
d n x(t )
dt n
X(f )
( i 2 f )n l
Tnh cht
5. Tr
6. Dch chuyn nh
1
l
X( f )+ l
X (0) ( f )
2
i 2 f
x(u )du
9. Tch phn
( i 2 f )
t x(t )
10. o hm nh
11. Tch chp
x1 (t ) * x2 (t ) =
x1 (u ) * x2 (t u )du
dn l
X(f )
df n
l
X 1( f ) l
X 2( f )
12. Tch
l
X 1( f ) * l
X 2( f )
x1 (t ) x2 (t )
229
Ph lc
PH LC C: Bng tm tt cc tnh cht c bn ca php bin i Laplace
X ( s ) = e ist x(t )dt

0
Hm x(t )
Bin i Laplace X (s )
1. Tuyn tnh
Ax1 (t ) + Bx2 (t )
AX 1 ( s ) + BX 2 ( s )
2. ng dng
x(at )
1 s
X
a a
e a t x(t )
X ( s a)
x(t a) (t a)
e as X (s )
5. o hm
dx(t )
dt
sX ( s) x(0)
6. o hm
d n x(t )
dt n
s n X ( s ) s n 1 x(0) " x ( n 1) (0)
Tnh cht
3. Dch chuyn nh
4. Tr
t x(t )
n
n d X (s)
( 1)
n
x(u)du
X (s)
s
7. o hm nh
ds
8. Tch phn
0
t
9. Tch phn
10. Tch phn nh
" x(u)du =
(t u )n 1 x(u )du
X (s)
(n 1)!
sn
x (t )
t
X (u )du
s
11. Tch chp
x1 (t ) * x2 (t )
X 1 (s) X 2 ( s)
12. Duhamel
x1 (0) x2 (t ) + x '1 (t ) * x2 (t )
sX 1 ( s ) X 2 ( s )
T
13. Tun hon
x(t + T ) = x(t )
230
X (s) = 0
st
x(t )dt
1 e sT
Ph lc
2
u
1
e 4t x(u ) du
t 0
14.
1
s
J 0 (2 ut ) x(u) du
15.
16.
n n
t 2 u 2 J n (2 ut ) x(u ) du
0
1
f
s n +1 s
1
f s +
s
s2 +1
1
J 0 (2 u(t u) ) x(u) du
0
x(t 2 )
18.
19.
2
3 s
u 2 e 4u X (u ) du
t x(u )
(u + 1) du
f (ln s )
s ln s
P( s)
Q( s)
20.
1
f
s
17.
( s)
P(a )
Q' (ak )e ak t
k =1
231
Bc P(s) < bc Q(s), Q(s) ch c cc

nghim n l a1 , ... , a n
Ph lc
PH LC D: Bin i Laplace ca cc hm thng gp
X ( s ) = e ist x(t )dt

0
TT
nh bin i Laplace X (s )
Hm gc x(t )
1.
1
s
2.
1
sn
3.
6.
7.
8.
9.
10.
11.
12.
t 1
( )
; >0
1
sa
4.
5.
t n 1
(n 1)!
; n = 1, 2, 3, ...
1
( s a) n
e at
; n = 1, 2, 3, ...
t n 1 at
e
( n 1)!
; >0
t 1 at
e
( )
1
( s a )
1
2
s +a
sin at
a
cos at
s2 + a2
e bt sin at
a
( s b) 2 + a 2
sb
2
( s b) + a
ebt cos at
1
2
s a
sh at
a
ch at
s2 a2
232
Ph lc
13.
14.
e bt sh at
a
( s b) 2 a 2
s b
2
( s b) a
e bt ch at
1
15.
(s
sin at at cos at
t sin at
2a
sin at + at cos at
2a
+ a2
1
cos at at sin at
2
t cos at
tsh at
2a
sh at + at ch at
2a
1
ch at + at sh at
2
t ch at
+a
2a 3
s
16.
17.
18.
19.
(s
+a
s2
(s
+a
s3
(s
s2 a2
(s
+ a2
1
20.
(s
atch at sh at
2a 3
s
21.
22.
23.
24.
(s
s2
(s
a
s3
(s
s2 + a2
(s
a2
1
25.
(s
+ a2
(3 a 2t 2 ) sin at 3at cos at
8a 5
233
Ph lc
s
26.
27.
28.
29.
30.
31.
32.
33.
34.
(s
+ a2
t sin at at 2 cos at
8a 3
s2
(s
+ a2
(1 + a 2t 2 ) sin at at cos at
8a 3
s3
(s
+ a2
3t sin at + at 2 cos at
8a
(3 a 2t 2 ) sin at + 5at cos at

8a
(8 a 2t 2 ) cos at 7 at sin at
8
s4
(s
+ a2
s5
(s
+ a2
3s 2 a 2
(s
+ a2
t 2 sin at
2a
s 3 3a 2 s
(s
+a
1 2
t cos at
2
s 4 6a 2 s 2 + a 4
(s
+a
1 3
t cos at
6
t 3 sin at
24a
s3 a 2 s
(s
+ a2
1
35.
(s
a2
(3 + a 2t 2 ) sh at 3at ch at
8a 5
s
36.
37.
38.
(s
a2
at 2 ch at t sh at
8a 3
s2
(s
a2
at ch at + (a 2t 2 1) sh at
8a 3
s3
(s
a2
3t sh at + at 2 ch at
8a
234
Ph lc
39.
40.
41.
42.
43.
44.
45.
46.
47.
48.
49.
50.
51.
s4
(s
a2
(3 + a 2t 2 ) sh at + 5at ch at
8a
(8 + a 2t 2 ) ch at + 7 at sh at
8
s5
(s
a2
3s 2 + a 2
(s
a2
t 2 sh at
2a
s 3 + 3a 2 s
(s
1 2
t ch at
2
s 4 + 6a 2 s 2 + a 4
(s
1 3
t ch at
6
t 3 sh at
24a
s3 + a 2 s
(s
a2
3 at
3 at
e at / 2
cos
+ e 3at / 2
3 sin
2
2
3a 2
1
s3 + a3
3 at
3 at
e at / 2
+ cos
e 3at / 2
3 sin
3a
2
2
s
s3 + a3
1 at
3 at
at / 2
e
2
cos
+
e
3
2
s2
s3 + a3
e at / 2 3at / 2
3 at
3 at
3 sin
cos
e
2
2
3a 2
1
s3 a3
3 at
3 at
e at / 2
cos
+ e 3at / 2
3 sin
3a
2
2
1
s3 a3
1 at
3 at
e + 2e at / 2 cos
3
2
s2
s3 a3
1
s 4 + 4a 4
4a 3
235
{sin at ch at cos at sh at}
Ph lc
52.
53.
54.
55.
56.
57.
58.
59.
60.
sin at sh at
s 4 + 4a 4
2a 2
s2
1
{sin at ch at + cos at sh at}
2a
s 4 + 4a 4
s3
4
s + 4a
cos at ch at
s4 a4
2a 3
s a
2a
s2
{sh at sin at}

{ch at cos at}
1
{sh at + sin at}
2a
s4 a4
s3
1
{ch at + cos at}
2a
s4 a4
e bt e at
1
s+a + s+b
2(b a ) t 3
1
s s+a
erf at
a
61.
1
s ( s a)
e at erf at
a
62.
1
sa +b
2
1
be b t erfc(b t )
e at
t
63.
64.
1
2
s +a
J 0 (at )
I 0 (at )
1
2
s a
65.
s2 + a2 s
; n > 1
s2 + a2
a n J n (at )
236
Ph lc
n
66.
s s2 a2
; n > 1
s2 a2
s2 +a2 )
eb ( s
67.
2
2
eb s + a
(t b) J 0 (a t 2 b 2 )
2 3
tJ1 ( at )
a
s +a
69.
(s + a )
s
70.
74.
75.
76.
77.
78.
tJ 0 (at )
(s 2 + a 2 )3
s2
71.
73.
J 0 (a t (t + 2b) )
s2 + a2
68.
72.
a n I n (at )
J 0 (at ) tJ1 ( at )
2 3
(s + a )
1
s (e s 1)
1
s
s (e r )
es 1
s
s (e r )
es
x(t ) = n , n t < n + 1, n = 0, 1, 2, ...
s (1 e s )
es
s (1 re
x(t ) =
s (1 re
r k ; [t ] l phn nguyn ca t
k =1
1 e s
s
[t ]
x(t ) = r n , n t < n + 1, n = 0, 1, 2, ...
e s / a
s
cos 2 at
t
e s / a
sin 2 at
a
s3
e s / a
s +1
/2
t

a
; > 1
J (2 at )
a2
1
e 4t
ea s
s
237
Ph lc
ea s
79.
a2
e 4t
2 t 3
80.
1 ea s
s
a
erf
2 t
81.
ea s
s
a
erfc
2 t
82.
ea s
s ( s + b)
83.
a / s
s +1
e b(bt + a ) erfc b t +
2 t
; > 1
t a
2 +1
u2
e 4a 2 t J
84.
s+a
ln
s+b
e bt e at
t
85.
1 s 2 + a 2
ln
2 s a 2
Ci (at )
86.
1 s+a
ln
s a
Ei (at )
87.
88.
89.
+ ln s
6s
2(cos at cos bt )
t
( + ln s ) 2
s
90.
ln s
s
91.
ln 2 s
s
92.
ln t ; l hng s Euler
s2 + a2
ln
s2 + b2
( + 1) ( + 1) s
s +1
2 ( 2 u ) du
ln 2 t ; l hng s Euler
(ln t + )
2
(ln t + )
;
> 1
t ln t
238
2
6
Ph lc
93.
a
arctg
s
sin at
t
94.
1
a
arctg
s
s
Si (at )
95.
96.
97.
98.
ea / s
erfc
s
e
s2 / 4a2
es
/ 4a2
a/s
e 2 at
t
erfc ( s / 2a )
2a a 2 t 2
e
erfc ( s / 2a )
s
erf (at )
e as
erfc
s
as
1
(t + a )
1
t+a
99.
e as Ei (as)
100.
cos as Si (as ) sin as Ci ( as )

2
101.
sin as Si (as ) + cos as Ci (as )

2
102.
cos as Si (as ) sin as Ci ( as )

2
acrtg (t / a )
103.
sin as Si (as ) + cos as Ci (as )

2
1 t 2 + a 2
ln
2 a 2
104.
2
Si ( as) + Ci (as )
2
1 t 2 + a 2
ln
t a 2
105.
(t ) - hm Dirac
106.
e as
(t a)
1
t 2 + a2
t
2
t + a2
239
Ph lc
107.
e as
s
(t a)
108.
1 sh xs
s sh as
x 2 (1) n
nx
nt
sin
cos
+
a n =1 n
a
a
109.
1 sh xs
s ch as
(2n 1)t
(2n 1)x
4 (1) n
sin
sin
n =12n 1
2a
2a
110.
1 ch xs
s sh as
t 2 (1) n
nx
nt
cos
sin
+
a n =1 n
a
a
111.
1 ch xs
s ch as
112.
1 sh xs
s 2 sh as
113.
1 sh xs
s 2 ch as
1+
(2n 1)t
(2n 1)x
4 (1) n
cos
cos
n =12n 1
2a
2a
xt 2a (1) n
nx
nt
sin
cos
+
2
2
a n =1 n
a
a
x+
8a
(1)n
(2n 1)2 sin

n =1
(2n 1) x
(2n 1) t
cos
2a
2a
114.
1 ch xs
s 2 sh as
t 2 2a (1) n
n x
n t
+ 2 2 cos
1 cos
a
a
2a n=1 n
115.
1 ch xs
s 2 ch as
8a
116.
117.
t+
119.
1 ch x s
s sh a s
n =1
(2n 1) x
(2n 1) t
sin
2a
2a
2 2
(1) n ne n
2
a
t / a2
sin
n =1
ch x s
ch a s
118.
(2n 1)2 cos
sh x s
sh a s
1 sh x s
s ch a s
(1)n
(2 n 1)2 2t
2
(1)n1 (2n 1)e 4a
(2n 1) x
n =1
a n=1
(2 n1)2 2t
2
(1) n1 e 4a
1 2
+
a a n=1
240
cos
nx
a
sin
n2 2t
2
(1)n e a
2a
(2n 1) x
cos
2a
n x
2a
Ph lc
120.
1 sh x s
s sh a s
121.
1 ch x s
s ch a s
122.
1 sh x s
s 2 sh a s
123.
2 2
n t
x 2
(1)n
n x
2
+
e a sin
a n =1 n
2a
2 2t
(2 n 1)
(1)n
2
1+
e 4a
n=1 2n 1
xt 2a 2
+
a 2
x2 a2
1 ch x s
s 2 ch a s
+t
16a
(1)n
2 (1 e
n =1 n
(1)n
n =1 (2n 1)
1 J 0 (ix s )
s J 0 (ia s )
a2
126.
as 2
129.
130.
a2s2 + 2
ch (
as 2
4a
2a
1
as
)
2
(a s + )(1 e
2a
e as
s (1 e as )
as
2a
3a
4a
1
0
a
2 2
(2n 1) x
1 , 2 , ... l cc nghim dng ca J 0 ( ) = 0
as
)
2
2a
n t / a
e
J 0 (n x / a)
x2 a2
2
+ t + 2a
3
4
n J1 (n )
n =1
1
as
th ( )
s
2
127.
128.
th (
cos
n x
1 , 2 , ... l cc nghim dng ca J 0 ( ) = 0
1 J 0 (ix s )
s 2 J 0 (ia s )
) sin
125.
2a
n 2 2t
(2 n1)2 2t
2
e 4a
(2n 1) x
e n t / a J 0 (n x / a )
1 2
n J1 (n )
n =1
124.
cos
2a
3a
2a
3a
2a
3a
1
)
1
0
241
Ph lc
131.
132.
133.
134.
135.
e as
(1 e bs )
s
(t a) (t a b)
n [ (t (n 1)a ) (t na )]
s (1 e as )
n =1
e s + e 2s
s (1 e
n 2 [ (t n) (t (n + 1))]
s 2
n=0
1 e s
r n [ (t n) (t (n + 1))]
s (1 re as ) 2
n=0
a(1 + e as )
( (t ) (t a) )sin t
a2s 2 + 2
242
Ti liu tham kho
TI LIU THAM KHO

1. L B Long, Ti liu hng dn hc tp mn xc sut thng k cho h o to t xa
chuyn ngnh in t vin thng.
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ngnh in t vin thng. Hc vin Cng Ngh Bu Chnh Vin Thng, 2006.
3. Nguyn Phm Anh Dng, Cc hm v xc sut ng dng trong vin thng. Trung Tm
o To Bu Chnh Vin Thng 1, 1999.
4. Nguyn Quc Trung, X l tn hiu v lc s. NXB Khoa hc v K thut, H Ni, 2004
5. Nguyn Duy Tin (v tp th), Cc m hnh xc sut v ng dng, tp 1, 2, 3. NXB i
Hc Quc Gia H Ni, 2000.
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et des ttcommunications. Paris, 1957.
8. A. V. Bitsadze, Equations of Mathematical Physics, Mir Publishers Moscow, 1980.
9. P.J. Buker, 1976. Proof of a conjecture on the interarrival-time distribution in an M/M/1
queue with feedback. IEEE Transactions on Communications, COM-24, 575-576.
10. L. W. Couch, II, Digital and Analog Communication Systems. 6th ed, Prentice Hall, 2001.
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Mir 1979.
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ting Php bi Djilali Embarex, Mir 1978.
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London, New York, Sydney, Toronto 1980.
14. J. L. Doob, 1953. Stochastic Processes. Willey and Sons, New York.
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Gia Lch, L Vn Thnh v Ng Vn Lc, NXB Khoa hc H Ni, 1969.
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244
TON CHUYN NGNH

M s : 491TNC214
Chu trch nhim bn tho
TRUNG TM O TO BU CHNH VIN THNG 1
(Ti liu ny c ban hnh theo Quyt nh s : /Q-TTT1,
ngy /07/2006 ca Gim c Hc vin Cng ngh Bu chnh Vin thng)

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HC VIN CNG NGH BU CHNH VIN THNG

TON CHUYN NGNH

HC VIN CNG NGH BU CHNH VIN THNG

TON CHUYN NGNH

Chng 1: Hm bin s phc

Chng 1: Hm bin s phc

CHNG I: HM BIN S PHC

u ( x, y ) , v( x, y ) . Hm phc f ( z ) lin tc khi v ch khi u ( x, y ) , v( x, y ) lin tc. f ( z ) kh vi

x l phn thc ca z , k hiu Re z . y l phn o ca z , k hiu Im z .

Chng 1: Hm bin s phc

mn iu kin zz 1 = 1 . Vy nu z 1 = x '+ iy ' th

V d 1.2: Tm cc s thc x, y l nghim ca phng trnh

Chng 1: Hm bin s phc

Vy phng trnh c hai nghim z1 = 1 + 2i , z2 = 1 2i .

S phc z = x + iy cng hon ton c

1.1.4. Dng lng gic ca s phc

Oxy , nu ta chn Ox lm trc cc th im

Chng 1: Hm bin s phc

Gi tr ca Argz nm gia v c gi l argument chnh, k hiu arg z . Vy

gi l dng lng gic ca s phc.

T (1.7)-(1.8) ta c th vit s phc di dng m

Cc tnh cht ca s phc

Chng 1: Hm bin s phc

A(2;0) v B(4;0) l ng trung trc ca on AB c phng trnh x = 1 .

( cos + i sin ) n = ( cos n + i sin n )

V Argument ca mt s phc xc nh sai khc mt bi s nguyn ca 2 nn vi mi s

V d 1.7: Gii phng trnh z + 1 = 0

Gii: Nghim ca phng trnh l cn bc 4

ca 1 = cos + i sin tng ng l:

Chng 1: Hm bin s phc

1.1.7. Cc khi nim c bn ca gii tch phc

. Nh vy ton b mt cu ( S ) l mt biu din hnh

1.1.7.2. Ln cn, min

c nh ngha hon ton tng t vi ln cn

, l hnh trn c tm ti im ny v bn knh bng .

Chng 1: Hm bin s phc

z z 0 < r v phn b ca hnh trn m z

z z 0 r khng phi l tp m v cc im bin z z 0 = r

khng phi l im trong.

1.2. HM BIN PHC

Ta c th biu din mt hm phc bi hai hm thc ca hai bin ( x, y ) nh sau:

Chng 1: Hm bin s phc

Gi u ( x, y ) l phn thc, v( x, y ) l phn o ca hm f (z ) .

th ta c hm phc bin s thc, ta k hiu w = f (t ) c

bin s l t thay cho z .

> 0, N > 0 : n N z n z 0 <

> 0, N > 0 : n N z n >

T (1.17) suy ra rng

nh ngha 1.3: Ta ni hm phc w = f ( z ) xc nh trong mt ln cn ca z 0 c gii hn

l L khi z tin n z 0 , k hiu lim f (z ) = L , nu vi mi ln cn B (L ) tn ti ln cn

nh ngha trn c vit di dng c th sau:

lim f ( z ) = L > 0, > 0 : z , 0 < z z 0 < f ( z ) L <

T (1.17), (1.24), tng t (1.27) ta c:

Chng 1: Hm bin s phc

th ta ni hm w = f ( z ) kh vi (hay c o hm) ti z , cn gii hn c gi l o hm ti

z , k hiu f ' ( z ) hoc w' ( z ) .

V d 1.8: Cho w = z 2 , tnh w' ( z ) .

nh l 1.1: Nu hm phc w = f ( z ) = u ( x, y ) + iv( x, y ) kh vi ti z = x + iy th phn thc

u ( x, y ) v phn o v( x, y ) c cc o hm ring ti ( x, y ) v tha mn iu kin CauchyRiemann

Ngc li, nu phn thc u ( x, y ) , phn o v( x, y ) kh vi ti ( x, y ) v tha mn iu kin

Chng 1: Hm bin s phc

1.2.5. Hm gii tch

tch ti z . Nu f ( z ) kh vi ti mi im ca D th ta ni f ( z ) gii tch trong D. f ( z ) gii tch