Kc.

1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 1

1.
Eaiuoq oiuopikev cioeocev c to MATHEMATICA



1.1 Lvvq0ct Atootkc ctoeoct (LAE)

Miu ouvq0q oiuopikq cioeoq (AE) n-tuq tq uveotq ouvuptqoq
( ) x x t R acpipuctui c iu cioeoq tq opq

2
( )
2
( , , , ,..., ) 0 q ( , , ', '',..., ) 0
n
n
n
dx d x d x
F t x F t x x x x
dt dt dt
(1)
Oi AE oto MATHEMATICA puovtui oc uvtiotoiiu c tq aupuauve opq, oquoq q
pqoioaoievtu tov tccotq D[,] tou MATHEMATICA q tov ouoioo x[t],
x[t] k.o.k. 1toi q LAE
' '' 1 x t x , (2)
iu tqv oaoiu q x uaotcci tqv uveotq ouvuptqoq kui t civui q uvcuptqtq ctuqtq,
puctui
In[1]:= eq1 x't tx''t 1
Out[1]= x

t tx

t 1
q
In[1]:= eq1 Dxt, t t Dxt, t, 2 10
Out[1]= 1 x

t tx

t 0

Oae uivctui uao to aupuauve aupuociu, q uveotq ouvuptqoq x apcaci auvtu vu
ouvoocuctui uao tqv uvcuptqtq ctuqtq tq. H oiuopikq cioeoq uao0qkcuctui kui
aopouc vu uvucpouotc ouutq c to ouoo eq1.
H caiuoq tq AE ivctui c tqv cvtoq DSolve q oaoiu ouvtuooctui c tpiu uoiku
opioutu, e
DSolve[ s_o.on , c..o:n ou.b:non, c.s_b:n:n s:cXn:n]
DSolve[equation, x[t],t]
H..
In[2]:= sol1 DSolveeq1, xt, t
Out[2]= xt t C2 C1 Logt

Eaioq oto ocutcpo opiou tq DSolve aopci q uveotq ouvuptqoq vu ciou0ci epi
tqv uvcuptqtq ctuqtq, oaotc auipvouc tq uoq oc opq ku0upq ouvuptqoq (pure
function), a..
In[3]:= sol1 DSolveeq1, x, t
Out[3]= x Functiont, tC2 C1 Logt

Oi aoootqtc, C[2] ka uaotcouv ti uu0uipctc otu0cpc tq uoq kui oi oaoic civui
oc upi0o ooc kui q tuq tq AE. Oi C[i] civui apootutcuocvc (protected) aoootqtc
uao to MATHEMATICA kui iu vu aupouv oukckpicvc tic q vu ivouv ouou aou
aopci vu oiucipiotci o pqotq 0u apcaci vu uvtikutuotu0ouv c tov tccotq
uvtikutuotuoq /. ,
Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 2
In[3]:= sol1 sol1 . C1 c1, C2 c2
Out[3]= xt c2 t c1Logt

Luvq0e oi AE uvticteaiovtui ouv apoqutu upikev tiev otu oaoiu qtouvtui
uoci aou ikuvoaoiouv oukckpicvc upikc ouv0qkc, oquoq iu t=t
0
q tiq tq
qtoucvq ouvuptqoq x kui tev aupueev tq cpi tqv n-1 tuq couv oukckpicvc
tic (x(t
0
)=a, x(t
0
)=b ka). Ltqv acpiateoq uutq q uoq aou apokuatci civui iu cpikq
uoq epi uu0uipctc otu0cpc kui q DSolve ouvtuooctui e cq
DSolve[{AE, ouv0qkq1,ouv0qkq2,...}, Aveotq ouvuptqoq, Avcuptqtq ctuqtq]
DSolve[{equation,y[x
0
]==a,y[x
0
]=b,...},y[x],x]
Iiu aupuociu uv iu tqv cioeoq (2) uvuqtqoouc tq uoq q oaoiu iu t=1 oivci
x(1)=1kui x(1)=1/2, 0u aupouc tq uoq

In[5]:= msol1 DSolveeq1, x1 1, x'1 1 2,xt,t
Out[5]= xt
1
2
2tLogt


q oaoiu apokuatci uao tq cvikq uoq (out[3]) iu C[1]=-1 kui C[2]=0. 1toi uou
oi upikc ouv0qkc ouvocovtui c ti uu0uipctc otu0cpc aopouc vu aupouc tq cvikq
uoq ctoi eotc uvti tev C[i] vu cuviovtui ucou oi upikc ouv0qkc, a
In[6]:= msol1 DSolveeq1, x1 a, x'1 b, xt, t
Out[6]= xt 1 at Logt bLogt

Luvq0e oi upikc ouv0qkc uvucpovtui oc t=0 uu uuto ocv civui ouvuto otqv
aupuauve acpiateoq.

1.2 Lvoxqoxo Atootkev ctoeocev
Auo q acpioootcpc oiuopikc cioeoci, oi oaoic acpicouv acpioootcpc uao iu
uveotc ouvuptqoci iu uvcuptqtq ctuqtq, oqutiouv cvu ouotqu oiuopikev
cioeocev. Mc tov opo uoq tou ouotquto cvvoouc tqv cupcoq oev tev uveotev
ouvuptqocev oi oaoic ikuvoaoiouv oc ti cioeoci tou ouotquto.
O, aupuociu, 0cepouc to aupukute ouotqu :
0 , x x y x y (3)
aou uaotccitui uao ouo LAE c uveotc ouvuptqoci ti x kui y tq uvcuptqtq
ctuqtq t. H caiuoq tou ouotquto ivctui c tqv cvtoq DSolve kui q oaoiu
ouvtuooctui e cq
DSolve[{Eiocop1, Eiocop2 ka},{Ayv.ocvoo:pop1, Ayv.ocvoo:pop 2, ka}, Avcoo: nc:op:p]
DSolve[{eq1,eq2,...},{y1[x],y2[x],..},x]


Oi aupuauve uoci civui apuutikc uv kui oto MATHEMATICA ivctui ti acpioootcpc
opc pqoq iuoikev ouoev. Eaioq aopouc, oae kui otqv acpiateoq tq iu
LAE, vu 0cepqoouc cvu apoqu upikev tiev.
0.5 1 1.5 2 2.5 3
1.25
1.5
1.75
2
2.25
2.5
2.75
Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 3
In[1]:= eq1 x''t xt 0;
eq2 y't xt yt;
sol1 DSolveeq1, eq2, x, y, t FullSimplify

Out[3]= y Function{t],
t
C[2]
1
2
C[1] (
t
Cos[t] Sin[t])
1
2
C[3] (
t
Cos[t] Sin[t]),
x Function[{t], C[3] Cos[t] C[1] Sin[t]]

Lto aupukute aupuociu caiuouc to ioio ouotqu iu upikc ouv0qkc
0 0 0
(0) , (0) , (0) x x x v y y

In[4]:= sol1 DSolveeq1, eq2,x0 x0, x'0 v0, y0 y0,x,y,t FullSimplify

Out[4]= y Function{t],
1
2
(
t
v0
t
x0 2
t
y0v0Cos[t] x0Cos[t] v0Sin[t] x0Sin[t]),
x Function[{t], x0Cos[t] v0Sin[t]]


1.3 Mcxooqoxto LAE ovexcq xq oc ooxqo ctoeocev 1
q
xq
Miu LAE uvetcpq tuq n>1 aopci vu ctuoqutiotci oc cvu iooouvuo ouotqu n
oiuopikev cioeocev 1
q
tuq ciouovtu ouv vcc ctuqtc ti n-1 aupueou tq
uveotq ouvuptqoq x tq LAE. 1ote q LAE 2
q
tuq
2
2
sin 0
d x dx
t
dt dt
(4)
Av 0coouc p=dx/dt, q (4) puctui ouv ouotqu c tq opq
, sin
dx dp
p p t
dt dt
(5)
Oi (4) kui (5) uaotcouv iooouvuc ckpuoci. H cupoq tq DSolve otqv (4) 0u u
oeoci tqv uoq x=x(t;c
1
,c
2
) cve to p= p(t;c
1
,c
2
) apokuatci uao tqv aupueioq tq x
In[1]:= og oe o oeo ouvtgog +
solution= DSolvex''t -x't + Sint = 0, x, t
Out[1]= x- Function{t], c
t
C[1] + C[2] -
Cos[t]
2
+
Sin[t]
2


In[2]:= + etotor tg Xog oe ouveg ouvtgog +
xt = xt .solution1
Out[2]= c
t
C[1] + C[2]-
Cos[t]
2
+
Sin[t]
2

In[3]:= + roo+og tg Xog +
pt = Dxt, t
Out[3]= c
t
C[1] +
Cos[t]
2
+
Sin[t]
2

Av cupooouc tqv DSolve otqv (5) 0u aupouc e uoq kui ti ouo ouvuptqoci x kui p
tuutopovu
Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 4
In[1]:= eq1= x't = pt;
eq2= p't = pt -Sint;
solution= DSolveeq1,eq2, x, p,t ;
xt = xt .solution1 Simplify
pt = pt .solution1 Simplify
Out[4]= C[1]- C[2] + c
t
C[2] -
Cos[t]
2
+
Sin[t]
2
Out[5]=
1
2
(2c
t
C[2] + Cos[t] + Sin[t])

Mc tov ioio tpoao aou acpipuuc aupuauve, iu LAE n-tuq ctutpcactui oc
ouotqu uv 0coouc p
1
=dx/dt, p
2
=d
2
x/dt
2
, . , p
n-1
=d
n-1
x/dt
n-1
. Av kui to MATHEMATICA
ocv cci acpiopioou e apo tov tpoao puq tev cioeocev, o tpoao puq (5) civui
aio cupqoto kui ctoi ouvq0e uvucpouotc oc ouotqutu tq opq

1
1 1 2
2
2 1 2
1 2
1 2
( , ,..., , )
( , ,..., , )
( , ,..., , ) 1,...,
( , ,..., , )
n
n i
i n
n
n n
dx
f x x x t
dt
dx
f x x x t dx
f x x x t i n dt
dt
dx
f x x x t
dt
q
=
=
' = =
=

(6)
oaou tu x
i
uaotcouv ti n uveotc ouvuptqoci tou t tq opq

1 2
( ) ( ; , ,..., )
i i n
x t x t c c c = (7)
c c
1
, c
2
, ...,c
n
uu0uipctc otu0cpc aou ouvocovtui c ti upikc ouv0qkc, oquoq ti
tic tev x
i
= x
i0
oc iu ocoocvq povikq otiq t=t
0
.
Av to ouotqu (6) civui tq opq

1 11 1 12 2 1 1
2 21 1 22 2 2 2
1 1 2 2
/
/
q ( ) ( )
/
n n
n n
n n n nn n n
dx dt a x a x a x b
dx dt a x a x a x b
dx
t x b t
dt
dx dt a x a x a x b
= + + + +
= + + + +
' = +
= + + + +
A

(8)
oaou A={a
ij
} cvu nn aivuku c otoiciu ouvuptqoci tq uvcuptqtq ctuqtq t kui
, x b

tu oiuvuoutu-otqc (x
1
,x
2
,,x
n
)
T
kui (b
1
,b
2
,,b
n
)
T
, b
i
=b
i
(t) uvtiotoiu, to ouotqu
ovouctui yotk. Av oi ouvtccotc tou ouotquto a
ij
kui b
i
ocv cuptevtui uao to
povo totc q (8) uaotcci cvu puiko ouotqu c otu0cpou ouvtccotc.

1.4 Entvotxqxo LAE ovexcq xq
Mc tov opo caiuoiotqtu iu cvu ouotqu LAE cvvoouc tq ouvutotqtu cupcoq
uvuutikq uoq. Av q uoq ckpuctui c iu ocipu uao acacpuocvo upi0o opev oi
oaoioi ouacpiuuvouv ti ouvq0ci apuci q/kui kuooikc veotc apuutikc
ouvuptqoci (a. cos, sin, log ka) totc cc ae q uoq ckpuctui oc kctoxq oq. Lc
aoc acpiateoci oe oi uvuutikc uoci aopci vu oivovtui kui otq opq iu
oukivouou ocipu. Av oi LAE uao ti oaoic apokuatouv oi uoci-ocipc couv ioiuitcpq
oquoiu iu aou caiotqoviku apoqutu, totc oc upkctc acpiateoci civui ouvuto vu
Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 5
uaooeoouc ti aupuauve ocipc oc vcc cioikc ouvuptqoci (special functions), oae civui
iu aupuociu oi cciatikc ouvuptqoci, q ouvuptqoq Bessel ka. Lto MATHEMATICA q
DSolve oc oivci uoci oc opq ocipu aupu ovo uoci oc kciotq opq q uoci c
cioikc ouvuptqoci. Eaioq to MATHEMATICA ocv aopci vu cvtoaioci ioiuouoc uoci. Oi
ouvutotqtc tou couv e cq
u) Auvci ku0c oiuopikq cioeoq 1
q
tuq (ioe ckto kuaoiev cioikev acpiateocev)
u) Auvci ku0c tuq puiko ouotqu c otu0cpou ouvtccotc
) Maopci vu uoci ti acpioootcpc acpiateoci puikev ouotqutev 2
q
tuq (c
ouvtccotc ouvuptqoci tq uvcuptqtq ctuqtq t)
) Maopci vu uoci kuaoic cioikc opc q-puikev ouotqutev.

Oi aupuauve acpiopiooi ocv ociovtui cv cvci otqv cciq tev kutuqev
uopi0ev oto MATHEMATICA uu otqv q uaupq uvuutikev uocev.
- 1vu q yotk ouotqu tuq n>1 cviku cv cct uvuutikc uoci.

Hoooociyno. Avti tq puikq cioeoq (4) 0cepouc tqv caioq puikq cioeoq c
q otu0cpou ouvtccotc
2 2
/ / sin 0 d x dt dx dt x t + = .
In[1]:= solution= DSolvex''t - x't + xt Sint = 0,x, t
Out[1]= DSolve[Sin[t] x[t]- x

[t]+ x

[t] == 0, x, t]

To MATHEMATICA ocv aopci vu pci tq uoq cve uaupci. Iiu tq q puikq cioeoq
2 2 3
/ / sin 0 d x dt dx dt x t + =
couc
In[2]:= solution= DSolvex''t - x't + xt^3Sint =0, x, t
Out[2]= DSolve[Sin[t] x[t]
3
- x

[t] + x

[t] == 0, x, t]

H uvuutikq uoq ocv aopci vu pc0ci iuti ocv uaupci.

Lc aoc acpiateoci q uoq oivctui oc accvq opq kui to MATHEMATICA oivci
to uaotccou coe tq ouvuptqoq Solve. H
In[1]:= DSolvex't t xttxt, x, t

Out[1]= SolveArcTan
x[t]
t

1
2
Log1
x[t]
2
t
2
C[1] Log[t], x[t]

Lc uc acpiateoci couc uvuutikc uoci aou apuktiku civui aou ouokoo vu
ti kutuvoqoouc kui vu ti pqoioaoiqoouc, a
In[3]:= eq x''t xtxt^2 0;
DSolveeq, x, t

Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 6
Out[4]= Solve

4EllipticFArcSin_
Root[3C[1] 3#1
2
2#1
3
&, 3] x[t]
Root[3C[1] 3#1
2
2#1
3
&, 2] Root[3C[1] 3#1
2
2#1
3
&, 3]
,
Root[3C[1] 3#1
2
2#1
3
&, 2] Root[3C[1] 3#1
2
2#1
3
&, 3]
Root[3C[1] 3#1
2
2#1
3
&, 1] Root[3C[1] 3#1
2
2#1
3
&, 3]

2
(Root[3C[1] 3#1
2
2#1
3
&, 2] Root[3C[1] 3#1
2
2#1
3
&, 3])
(Root[3C[1] 3#1
2
2#1
3
&, 1] x[t]) (Root[3C[1] 3#1
2
2#1
3
&, 2] x[t])
(Root[3C[1] 3#1
2
2#1
3
&, 3] x[t])
|

(Root[3C[1] 3#1
2
2#1
3
&, 1] Root[3C[1] 3#1
2
2#1
3
&, 3])
(Root[3C[1] 3#1
2
2#1
3
&, 2] Root[3C[1] 3#1
2
2#1
3
&, 3])

C[1] x[t]
2

2x[t]
3
3
|

(t C[2])
2
, x[t]


1.5 Bootkc cvvotc xq At0qxtkq Ookqeoq

1ote iu oiuopikq cioeoq 1
q
tuq, tq opq
( , )
dx
f t x
dt
= (9)
c uveotq ouvuptqoq tqv x=x(t). H ucoq upi0qtikq aqpoopiu aou u aupcci q (9)
civui q kioq tq ouvuptqoq x(t), oquoq q tiq tq f iu ku0c t kui x. Iiu to oqcio t=t
0
,
x=x
0
=x(t
0
), uao tov opioo tq aupueou, couc tqv ukoou0q apoocioq (Hoocyytoq
Euler) :

0
0 0 0
0
( ) ( ) ( ( )
lim ( 1)
t
t t
x t t x t x t t x t dx
t
dt t t
A
=
+ A + A
= A
A A
(10)

q

0 0 0 0
( ) ( , ) x t t x t f t x + A + A (11)
Aao tqv ocoq (11) apokuatci oti uv vepiouc tqv tiq x
0
tq uveotq ouvuptqoq oc
cvu oqcio t=t
0
totc aopouc vu uaooioouc apoociotiku, oc cvu citoviko oqcio t
1

=t
0
+At, tqv tiq tq ouvuptqoq x
1
=x(t
1
). Akoou0evtu, iu cauvuqatikq oiuoikuoiu,
oae uivctui oto aupukute oqu, auipvouc cvu ouvoo oqciev (t
k
,x
k
) tu oaoiu
uaotcouv iu apoociotikq ociutoqiu iu tqv uveotq ouvuptqoq x=x(t).
Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 7
Iiu tqv apuutoaoiqoq tq aupuauve cauvuqatikq oiuoikuoiu, uauitcitui q veoq
cvo upikou oqciou. Oe, uao oaoiooqaotc oqcio (x
0
,y
0
) kui uv ckivqoouc, q
aupuauve cauvuqatikq oiuoikuoiu, kui iu ooo opictui q ouvuptqoq f(t,x) oto
apuutiko epo, 0u u oeoci cvu ouvoo oqciev

2
0 0
( , ) {( , ) , 0,1,..., }
k k
A t x t x R k N = e = (12)
c qo At=t
k
-t
k-1
(otu0cpo). To aupuauve ouvoo, uou apocpctui uao iu uaooiotikq
oiuoikuoiu, ocv aopci vu civui uacipo, uu 0u uvucpctui auvtu oc cvu acacpuocvo
oiuotqu tq uvcuptqtq ctuqtq t.
Ku0c oqcio (t
0
,x
0
) uaotcci iu upikq ouv0qkq, kui iu ku0c upikq ouv0qkq
uvtiotoici iu ovuoikq cpikq uoq tq oiuopikq cioeoq
1
. Ouoiuotiku, oqevovtu,
to upiko oqcio (t
0
,x
0
) opiouc acov cvu apoqu upikev tiev, aou q uoq tou
x=x(t) ocv acpicci uu0uipctc otu0cpc. To ouvoo tev oqciev (12) uaotcci iu
apoociotikq upi0qtikq aupuotuoq tq cpikq uoq tou apoquto upikev tiev
kui ovouctui ot0qxtkq oq cve q cauvuqatikq oiuoikuoiu aou ukoou0citui
ovouctui ot0qxtkq ookqeoq.
H uvuutikq uoq iu oiuopikq cioeoq , q oaoiu aopci vu acpipuci kuaoio
uoiko ouotqu, u uaokuuatci aqpe tq ouacpiopu tou ouotquto, tu kpioiu kui
ouoieoq oqciu tou. Avti0ctu, ukoou0evtu ovo tqv upi0qtikq ookqpeoq, epi
kuaoic 0cepqtikc cvocici iu tqv ouacpiopu tev uocev, ivctui iu tuq
ccpcuvqoq tou epou tev upikev ouv0qkev kui ovo iu acacpuocvu oiuotqutu tq
uvcuptqtq ctuqtq t. H oiuotuoq tou epou tev upikev ouv0qkev uuuvctui c tqv
tuq tq oiuopikq cioeoq q tou ouotquto oiuopikev cioeocev kui ctoi oc
ouotqutu cuq tuq, q aqpq ccpcuvqoq oev tev ouvutev ccicev iu to
ouotqu civui uouvutq. Oe q upi0qtikq ookqpeoq civui cvu uaupuitqto cpucio
otu acpioootcpu apoqutu aou acpipuovtui uao LAE uou ouvq0e ocv couv
uvuutikc uoci. Oi AE (n>1) aou uvovtui uvuutiku uaotcouv cuipcoci, oi oaoic
uvtiotoiouv oc cktcvci uaouotcuoci kuaoiou aouaokou ouotquto. Iiu aupuociu
q cioeoq
2 2 2
/ 0 d x dt k x + = uaotcci iu apoocioq iu aupu aou uoiku apoqutu
aou tu cctouc kovtu otu oqciu iooppoaiu tou.
Miu upi0qtikq uoq uaotcci apoocioq tq apuutikq uoq. Ocepouc iu
aupuociu to apoqu upikev tiev
/ , (0) 1/ 2 dx dt x y x = + =
c uoq tqv 1 / 2
t
x t e = + q oaoiu aupouoiuctui c tq ouvcq kuauq tou oquto 2.
Av caiuoouc to aupuauve apoqu upi0qtiku, c tqv oiuoikuoiu aou acpipuuc oto
oqu 1, kui c At=0.1, 0u aupouc tqv ukoou0iu tev oqciev (t,x)

1
Ocepouc oti, oi ouv0qkc tev 0cepqutev uaupq kui ovuoikotqtu ikuvoaoiouvtui.
(t
0
,x
0
)
t
1
=t
0
+At
x
1
=x
0
+ At f(t
0
,x
0
)
t
2
= t
1
+At =t
0
+2At
x
2
=x
1
+ At f(t
1
,x
1
)
t
k
= t
k-1
+At =t
k
+(k-1)At
x
k
=x
k
+ At f(t
k
,x
k
)
Lqo 1 Eauvuqatikq oiuoikuoiu apoocioq tq uoq
Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 8
(0,0.5), (0.1,0.55), (0.2,0.595), ka
Tu oqciu uutu aupouoiuovtui caioq oto oqu 2 kui uaotcouv tqv upi0qtikq uoq.

0.5 1 1.5 2 2.5 3
-4
-3
-2
-1

Lqo 2 Avuutikq (ouvcq puq) kui upi0qtikq uoq (oqciu)

H upi0qtikq uoq, cve upiku ukoou0ci oeotu tqv uvuutikq (apuutikq) uoq, otq
ouvcciu aupouoiuci iu uuuvocvq uaokioq. H uaokioq uutq ovouctui
ovoxqoxtk oo tq upi0qtikq c0ooou kui ocictui oto covo oti q aupueo
dx/dt=f(t,x) oto oiuotqu (t
k
,t
k+1
), 0cepq0qkc otu0cpq kui ioq c (x
k+1
-x
k
)/At. Miu kuutcpq
apoocioq 0u aopouoc vu caitcu0ci cievovtu to qu ookqpeoq, covo oe aou
ouvcauctui ti ukoou0c caiateoci:
- Aauitcitui cuutcpo upi0o cauvuqcev iu tqv kuuq tq ioiu acpioq
(0,xmax) kui ctoi uuuvctui q aouaokotqtu tou uopi0ou kui uauitcitui
cuutcpo uaooiotiko povo (CPU time).
- Oi oiuopc aoootqtc uvtiapooeacuovtui c apuutikou upi0ou
acacpuocvq ukpiciu. To u0o q q otpouoaoiqoq tou tccutuiou ockuoikou aopci
vu apokuci uuuvocvu ouutu ctu uao ku0c cauvuqq. 1toi ooo uuuvctui o
upi0o tev cauvuqcev, to 0o oxoyyvonoqoq (roundoff error) aopci vu ivci
aou oquvtiko.
H c0ooo Euler uaotcci tqv aio uaq c0ooo upi0qtikq ookqpeoq. H uvuatuq
c0ooev upi0qtikq caiuoq oiuopikev cioeocev uaotcci uvtikcicvo tq
At0qxtkq Avvoq. Buoiko otoo, tq upi0qtikq uvuuoq, oto acoio uuto, civui
q kutuokcuq c0ooev ookqpeoq c tu aupukute uoiku upuktqpiotiku
u) Mikpotcpu kui ccocvu ouutu
) Mikpotcpq aouaokotqtu, oquoq iotcpc cauvuqci kui, cviku, iotcpc
upi0qtikc apuci
) Eukoq kui uaoootikq apooupoq tq c0ooou iu ooo to ouvuto acpioootcpc
kutqopic LAE.
Oi aio veotc, oqcpu c0oooi, civui oi Runge-Kutta, Adams, Bulirsch-Stoer k.u. [11][12]

1.6 Envoq LAE kot ovoxqxev LAE c xqv NDSolve
Oae toviotqkc otqv apoqoucvq aupupuo, iu upi0qtikq uoq uvucpctui otq
uoq cvo apoquto upikev tiev kui iu cvu acacpuocvo oiuotqu tq uvcuptqtq
ctuqtq (oioo:pno ookpocop). H upi0qtikq caiuoq oto MATHEMATICA ivctui c tqv
cvtoq NDSolve, q oaoiu ouvtuooctui oae kui q DSolve (iu cvu apoqu upikev
tiev) uu ui c tqv oqeoq tq uvcuptqtq ctuqtq oqevctui kui to oiuotqu
ookqpeoq
t
x
Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 9
DSolve[Hoopno Ao,ikcv :incv, Ayvco:p ocvoo:pop, Avc. Mc:op:p&Aioo:pno
Ookpocop]
DSolve[{LAE , Apikc ouv0qkc}, x,{t,tmin,tmax}]
To uaotccou tq NDSolve oivctui ouv iu ovvxqoq nocoq (Interpolating
function) tou MATHEMATICA coe tq oaoiu aopouc vu aupouc tu aupuauve cuq
tiev iu oaoiooqaotc t oto oiuotqu (tmin,tmax).

Ocepouc tq LAE
2 2
/ / sin 0 d x dt dx dt x t + + = kui ti upikc ouv0qkc x(0)=0, x(0)=1.
Ltov aupukute keoiku caiuouc upi0qtiku tqv aupuauve cioeoq. H ouvuptqoq
aupcoq aou apokuatci uvuti0ctui oto ouoo x to oaoio uaotcci otq ouvcciu tqv
ouvuptqoq tq uoq, coe tq oaoiu aopouc vu aupouc ti tic uutq q kui tev
aupueev tq oc oukckpicvu oqciu .
In[1]:= Clear"Global`+";
solution= NDSolvex''t +x't + xt Sint = 0,x0 = 0, x'0 =1,x, t, -2,20
x= x.solution1;
Plotxt,t,-2, 20


Out[2]= {{x- InterpolatingFunction[{{-2., 20.]], >]]]
5 10 15 20
-0.4
-0.2
0.2
0.4
0.6
Out[4]= ~ Graphics ~

In[5]:= Print"+o t=10 , x10=",x10
Print"o+ e rouo x'10=", x'10
c t=10 , x(10)=-0.00962113
c ,e .co,.,o x'(10)=-0.0262346


1.7 Entoyc kot ccyo xq At0qxtkq Ookqeoq
H NDSolve pqoioaoici kuooikc c0ooou upi0qtikq ookqpeoq (a Runge-
Kutta, Adam, Gear) . Oi aupuauve c0oooi pqoioaoiouv aupuctpou oi oaoic
ku0opiovtui uutoutu uao tqv NDSolve. Yaupouv oe kui cpikc uoikc aupuctpoi
oi oaoic aopouv vu uu0ouv c uoq ti uauitqoci tou oukckpicvou apoquto.
1toi, ouvoiku, q NDSolve ouvtuooctui e cq
NDSolve[equations, {y
1
,y
2
,...},{x,xmin,xmax}, Eaioyp1 N/o Tinp, Eaioyp2 N/o Tinp k..a., ]
Oi oiu0coic Eaioc kui q pqoq tou civui oi ukoou0c
1. ethod (Hpocaiccvq tiq utomatic)
Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 10
Eaicouc aoiu upi0qtikq c0ooo 0u pqoioaoiqoci q NDSolve, a ethod
RungeKutta. Mc tqv caioq Automatic to MATHEMATICA cvuuooci ti c0ooou
Adams kui Gear, uvuou c tq ouacpiopu tq uoq, iu tqv caitcuq cuutcpq
ukpiciu.
2. WorkingPrecision ( Hpocaiccvq tiq $MachinePrecision)
Eivui o upi0o tev oquvtikev qiev aou pqoioaoiouvtui kutu tou coetcpikou
uaooioou. Oi oqcpivoi apooeaikoi uaooiotc cktcouv caccpuoiu otu 32-bit q
oaoiu aupcci tou apuutikou upi0ou c ukpiciu 16 oquvtikev qiev
($MachinePrecision). Av 0coouc WorkingPrecision<$MachinePrecision totc
ocv uuvctui uaoq q vcu tiq aou oeouc. Av 0coouc WorkingPrecision>
$MachinePrecision, totc oi apuci ivovtui c keoikc uu0uipctq ukpiciu
(arbitrary precision), cievovtui tu ouutu otpouoaoiqoq uu q uaooiotikq
aouaokotqtu uuuvci puouiu.
3. AccuracyGoal kui PrecisionGoal (Hpocaiccvq tiq=6)
Ku0opiouv to uaouto kui to octiko ouu tq uoq, uvtiotoiu, iu to ku0c qu
ookqpeoq kui ckpuovtui c tov upi0o tev oquvtikev qiev aou cai0uouc. H
NDSolve otuutuci ti coetcpikc cauvuqci uv caitcu0ci coxe q o uao ti aupuauve
ouv0qkc. Ou apcaci vu tovioouc oti oi tic AccuracyGoal kui PrecisionGoal ocv
ckpuouv to apuutiko ouu ctu to tco tq ookqpeoq, uu octiovtui c to
ouu iu to ku0c qu.
4. MaxSteps (Hpocaiccvq tiq=1000)
Kutu tqv upi0qtikq ookqpeoq c tqv NDSolve, uao0qkcuovtui otq vqq oi tic tq
uoq uvu oiuotqutu c qu At tq uvcuptqtq ctuqtq kui kutuokcuuctui uao
uutu q ouvuptqoq aupcoq. H tiq MaxSteps ku0opici to cioto upi0o qutev
aou caitpcaouc vu aupuci q NDSolve. H uuqoq tou MaxStep oquivci aupueq
acpioootcpev oqciev kui ouvcae cuutcpc uauitqoci oc vqq. H caioq
MaxSteps, caitpcaci oto MATHEMATICA vu pqoioaoiqoci oou qutu pciuovtui iu
vu caitcu0ci q cai0uqtq ukpiciu.
5. StartingStepSize (Hpocaiccvq tiq=Automatic) kui MaxStepSize
(Hpocaiccvq tiq=):
To StartingStepSize civui to qu At c to oaoio ckivuci q ookqpeoq. Mc tqv
caioq MaxStepSize oqevouc cvuv acpiopioo iu tqv ciotq tiq tqv oaoiu aopci
vu aupci to qu ookqpeoq.
6. InterpolationPrecision (Hpocaiccvq tiq =WorkingPrecision)
Avucpctui otqv ukpiciu tev qiev aou caiotpcci q ouvuptqoq aupcoq aou
ckpuci tq uoq. Acv octictui c tqv ukpiciu tq upi0qtikq ookqpeoq.
7. Compiled (Hpocaiccvq tiq=rue) : Mc tqv tiq True, oi cioeoci kui q c0ooo
upi0qtikq caiuoq ctutpcaovtui oc keoiku quvq (coe compiler tq C).

Hupuociu. Ltqv upi0qtikq caiuoq tou aupukute apoquto upikev tiev iu to
oiuotqu t(0,100), couc
In[4]:= NDSolvex''t + x't + xt Sin5 t = 0,x0 = 0,x'0 =1, x, t, 0, 100
NDSolve::mxst : Maximum number of 1000 steps reached at the point t == 51.538886450328256`.
Out[4]= {{x- InterpolatingFunction[{{0., 51.5389]], >]]]

Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 11
To qvuu oqevci oti iu tqv apocaicocvq tiq MaxSteps=1000, q ookqpeoq
caitcu0qkc ovo cpi tqv tiq t=51.538 . Iiu vu ivci q ookqpeoq cpi to t=100
uauitcitui uuqoq tq tiq tou MaxSteps.
In[5]:= NDSolvex''t +x't + xt Sin5 t = 0,x0 = 0,x'0 =1, x, t,0,100,
MaxSteps- 2000
Out[5]= {{x- InterpolatingFunction[{{0., 100.]], >]]]



ALKHLEIL


1. Iiu tqv oiuopikq cioeoq

1
sin
5 2 5 3
x x t
x
| |
+ + =
|
\ .

u) pcitc tq cvikq uoq (uvuutiku)
) Lcoiuotc oto oiuotqu 0 20 t s s ti uoci c upikc ouv0qkc (0) 0 x =
kui (0) 0.1, 0.3, 0.5, 0.7, 0.9, 1.1 x = .

) Eaiuotc upi0qtiku tqv Aiuopikq cioeoq kui ocoiuotc ti uoci c upikc
ouv0qkc oae aupuauve.
o) Bpcitc tqv tiq tq x kui tq x iu t=2000 pqoioaoievtu tqv uvuutikq kui tqv
upi0qtikq uoq c upikc ouv0qkc (0) 0.5, (0) 0 x x = = . Bpcitc tq oiuopu.


2. Iiu tq oiuopikq cioeoq

1
''( ) 1 '( ), y x y x a R
a
= + e
u) vu pc0ci q cvikq uoq
) vu ocoiuotouv cpikc uoci aou acpvouv uao to oqcio (0,0) iu o=1
) Nu ocoiuotouv oi uoci iu o=1 aou acpvouv uao to (0,0) c kioq 0


3. Iiu tq oiuopikq cioeoq
''( ) '/ 2 0 y x y y + + =
u) vu pc0ci q cvikq uoq
) vu ocoiuotouv cpikc uoci aou acpvouv uao to oqcio (0,1)
) Huputqpqotc oti oi aupuauve uoci acpvouv kui aui oc ui uao koivo oqcio. Hoio
civui uuto to oqcio (x,y);


4. Aivctui to puiko ouotqu cioeocev

2
/ 4
x x y
y x y
= +
=

u) Nu pc0ci q cvikq uoq
) Nu ocoiuotci q cciq tev x(t), y(t) iu upikc ouv0qkc x
0
=1, y
0
=1 (t0=0).
) Nu ocoiuotouv cpikc aupuctpikc kuauc (x(t),y(t)) otov tctpueviko toao
1<x<1, -1<y<1(oto ioio oiupuu).


Kc. 1 - Eaicop oioooikcv ciococcv nc :o MATHEMATICA

I. Bocyio:p,2/10/2010 12
5. u) Nu u0ci upi0qtiku q AE
( ) sin( ) ( ), (0) 0 y t t y t y = =
iu y(0)=0, 1 kui 2 kui oto poviko oiuotqu 0sts15 kui vu ocoiuotouv oi uoci y=y(t).
) Iiu tq uoq c y(0)=y(0)=0 vu uaooiotci kui vu ocoiuotci to uaouto ouu
err=|y(t)-y
a
(t)|, oaou y
a
q uvuutikq (ukpiq) uoq, oto oiuotqu 0sts15.


6. Iiu to apoqu upikev tiev

3
sin , (0) '(0) 0 y y t y y = + = =
u) Nu ocoiuotci q uoq y=y(t) kui q aupueo tq ( ) y y t = iu 0sts50
) Nu ocoiuotci q uoikq kuauq ( ( ), ( )), 0 50 y t y t t s s
) Nu uaooiotci q aupuauve uoq (cote y
1
) uao t=0 cpi t=500, to ioio iu ti upikc
ouv0qkc (0) 0.01, (0) 0 y y = = (cote uoq y
2
) kui vu ocoiuotci q oiuopu
1 2
( ) | ( ) ( ) | y t y t y t A = .
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 13

2.
Eioueq otu ouvuiku ouotqutu


2.1 Bootkc cvvotc kot otoo

1vu ouvuiko ouotqu uaotcci cviku cvu uitiokputiko u0qutiko ovtco to oaoio
acpipuci tqv kutuotuoq cvo ouotquto ku0e cciooctui oto povo. H kutuotuoq tou
ouotquto acpipuctui uao cvu acacpuocvo upi0o uvcuptqtev ctpqoiev
aoootqtev x
i
(, i=1,..,n. H veoq tev x
i
oc kuaoiu povikq otiq t u caitpcaci vu
cuouc ku0c uaupuitqtq aqpoopiu iu tqv otiiuiu kutuotuoq tou ouotquto kui vu
opioouc c ouqvciu tov kuvovu aou 0u u caitpcci tqv cupcoq tq kutuotuoq tou
ouotquto (oquoq tev aoootqtev x
i
) tq otiq t+At . Kutu tqv cciq oiaov cvo
ouvuikou ouotquto oi aoootqtc x
i
uaotcouv ouvuptqoci tou povou kui ovouovtui
cxoqxc tou ouotquto. O upi0o n tev ctuqtev opici tq toxooq tou
ouotquto cve o n-oiuotuto epo cou otov oaoio uvtiapooeacuovtui tu oiuvuoutu-
0coci (x
1
,x
2
,,x
n
) iu ku0c povikq otiq t ovouctui eo koxooxocev (configuration
space). O povo t aopci vu civui iu ouvcq ctuqtq (t() q vu auipvci oiukpitc tic
t=t
k
=k At, oaou kZ. Ltqv apetq acpiateoq to ouvuiko ouotqu ovouctui ovvcc cve
otq ocutcpq toktx.
Lc cvu ouvcc ouotqu tu x
i
(t) uaotcouv ouvcci ouvuptqoci tou povou kui q t-
aupuctpikq kuauq (x
1
(t),x
2
(t),,x
n
(t)) uaotcci iu ouvcq kuauq cou oto epo
kutuotuocev, c oukckpicvq opu oiupuq, aou ovouctui xot (trajectory). Lc cvu
oiukpito ouotqu ouv tpoiu tou ouotquto opictui to upi0qoio ouvoo oqciev
( ) ( ) ( )
1 2
( , ,..., )
k k k
n
x x x oaou
( )
( ) ,
k
i i k
x x t k Z = e e .

x
1
x
2
t
1
t
2
t
3
x
1
x
2
t
4
t
5
t
1
t
2
t
3
t
4
t
5
(u) ()

Lqo 1 4uoikq tpoiu u) ouvcou ouotquto ) oiukpitou ouotquto. Lto ouvcc ouotqu iu
ku0c t uvtiotoici kuaoiu kutuotuoq cve iu to oiukpito ouotqu q kutuotuoq tou opictui ovo ti
povikc otic t
k
. H opu tq tpoiu kui oti ouo acpiateoci opictui uao tov tpoao oiupuq
tq ku0e uuuvctui o povo.


2.2 Lvvcq Avvotk ovoxqoxo c Atootkc ctoeoct

1vu ouvcc ouvuiko ouotqu q iu poq (flow) oiuotuoq n opictui cv cvci coe cvo
ouotquto n oiuopikev cioeocev 1
q
tuq
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 14
1 1 1 2
2 2 1 2
1 2
( , ,..., , )
( , ,..., , )
...............
( , ,..., , )
n
n
n n n
x f x x x t
x f x x x t
x f x x x t
=
=
=

(13)

to oaoio puctui oc oiuvuoutikq opq e
1 2
( , ) , ( , ,..., )
n
x f x t x x x x =
Tu ociu cq tev cioeocev opiouv to tovvooxtk nco tou ouotquto f=(f
1
,f
2
,,f
n
).
Miu oukckpicvq (cpikq) uoq tou ouotquto (13) apokuatci 0cepevtu upikc
ouv0qkc oi oaoic ckpuouv tqv kutuotuoq tou ouotquto oc iu povikq otiq t=t
0
,
oquoq 0cepevtu
0 0 0
( ) ,
n
i i i
x t x x D = e c (14)
Eaiuvovtu to apoqu upikev tiev (13)-(14) auipvouc tq uoq x
i
=x
i
(t ; x
0
,t
0
) q oaoiu
u oivci tqv cciq tou ouotquto otov povo (apo to cov iu t>t
0
kui apo to
aupc0ov iu t< t
0
).

Ltu caocvu 0u 0cepouc auvtu oti oi ouvuptqoci f
i
opiovtui auvtu oc cvu uvoito
uaoouvoo D
+
={(x
1
,x
2
,..,x
n
,t)} tou (
n+1
aou ovouctui ouvu ckxcxocvo eo ocev
(extended phase space). Eaioq cou oto D
+
oi f
i
civui ouvcci kui oi aupueoi f
i
/x
j
,
i,j=1,..,n opiovtui kui civui caioq ouvcci. Kute uao ti aupuauve apoao0coci
cuouictui q noq kot ovotkxqxo xev ocev tou ouotquto upikev tiev.
Iiu ku0c ouvoo upikev tiev, kui iu ocoocvq upikq tiq tou povou t=t
0
uaupci iu
kui ovuoikq uoq aou uvtiotoici oc uutc. Tu oqciu (x
1
(t),x
2
(t),,x
n
(t),t)D
+
, aou
apokuatouv uao tqv ovuoikq uoq, opiouv iu ouvcq kuauq cou otov D
+

aou
ovouctui ookqextkq konq. H uaupq kui ovuoikotqtu tev uocev u
cuouici oti

- Aao ku0c oqcio tou cktcktucvou epou tev uocev acpvuci iu kui ovuoikq
ookqpetikq kuauq. Aquoq, q cciq tou ouotquto civui apoku0opiocvq uv
opiotci aqpe q kutuotuoq tou oc kuaoiu oukckpicvq povikq otiq.

Av tu ociu cq tev cioeocev tou ouotquto (13) ocv acpicouv to povo (f
i
/t=0,
i=1,..,n) to ouotqu ovouctui ovxvoo. Ltqv acpiateoq uutq, to oiuvuoutiko acoio tou
ouotquto civui otu0cpo oto epo kutuotuocev o oaoio kucitui kui eo xev
ocev. Miu upikq 0coq (x
10
,x
20
,, x
n0
) tou ouotquto oto epo tev uocev,
uvcuptqtu uao tqv povikq otiq otq oaoiu uvucpctui, ku0opici aqpe to oiuvuou
(f
1
,f
2
,,f
n
) to oaoio ku0opici tqv oicu0uvoq apo tqv oaoiu 0u kivq0ci to ouotqu. H tpoiu
(q uie ootkq konq), q oaoiu 0u oiupuci, ocici vu civui auvtu conxcvq oto
tovvooxtk nco kui 0u cuptutui uaokciotiku ovo uao tqv upikq 0coq tou
ouotquto.

H upq tou povou aopci vu opiotci uu0uipctu kui, cviku, 0ctouc t
0
=0. Aoe tq
ovuoikotqtu tev uocev, kui c cuipcoq tu oqciu iooppoaiu (. aupupuo 2.4)
ouacpuivouc tu ukoou0u
- Aao ku0c oqcio tou epou tev uocev acpvuci iu ovuoikq tpoiu iu te(-,).
- Miu tpoiu ocv aopci vu tcvci ckupoiu tov cuuto tq.

Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 15
x
x
1
2
x
x
1
2
(u)
()

Lqo 2 u) 4uoiko aoptpuito uutovoou oiooiuotutou ouotquto ) q caitpcatc tpoic iu
te[t
0
,t
1
] (tcvocvc, tcvouou tov cuuto tq, q aupueioiq)

To ouvoo oev tev tpoiev q uoikev kuauev ovouctui ootk tyoo (q
uoiko aoptpcto). H kutuvoq kui q aoiotikq opq tev tpoiev oto uoiko epo
oqioupouv iu toaooikq cikovu q oaoiu civui upuktqpiotikq iu to ouotqu. Movo
otqv acpiateoq cvo ouotquto 2 oiuotuocev couc ucoq caoatciu tou uoikou epou .
Lti tpci oiuotuoci o uoiko epo apouctui ouoiuotiku oto caiacoo kui q kutuvoqoq
tou ivctui ouocpq.


2.3 Totc kot notoxtkq koxqyotonoqoq

Oae uvucpuc aupuauve iu ootkq konq q uau xot (trajectory) acpipuctui
aupuctpiku uao ti ococi
1 1 0 0 2 2 0 0 0 0
( ; , ), ( ; , ), ... ( ; , )
i i n n i
x x t x t x x t x t x x t x t = = = (15)
oi oaoic apokuatouv uao tqv caiuoq tou ouotquto tev oiuopikev cioeocev (13) c
upikc ouv0qkc x(t
0
)=x
i0
.

Av oi ococi (15) piokovtui uvuutiku kui aopcoouc vu uauciouc to povo t, totc
acpipuouc tqv tpoiu c uvuutiko tpoao, ouvq0e ouv toq caiuvciev. Iiu tu
uutovou ouotqutu oi tpoic aopouv vu apokuouv uao tqv uoq tou ouctpikou
ouotquto
1 2
1 1 2 1 1
( ,.., ) ( ,.., ) ( ,.., )
n
n n n n
dx dx dx
f x x f x x f x x
= = = (16)

Ltqv Yaooiotikq Auvuikq, oaou ivctui pqoq tou ouoikou q kuooikou
apopuutioou, oi tpoic acpipuovtui cviku c tqv aupuctpikq opq (15) iu tou
aupukute oou
1. Oi ococi (15) civui ucou oiu0coic citc uao tqv uvuutikq citc uao tqv upi0qtikq
caiuoq tev oiuopikev cioeocev.
2. Oi oiuopikc cioeoci cv cvci ocv uvovtui q oivovtui uao aouaokc ouvuptqoci
kui q uauoiq tou povou ocv civui apuktiku ciktq.
3. O ouoiko apopuutioo ocv aopci vu oiucipiotci, apo to aupev, ucou
cioeoci tq opq (16) q, cvikotcpu, ocv aopci vu pci xo ookqeoxo tev
oiuopikev cioeocev (uv uaupouv) uao tu oaoiu apokuatci iu uvuutikq acpipuq
tev tpoiev.
4. Ocepevtu iu oiuotuoq, a tqv x
1
, e uvcuptqtq ctuqtq, aopouc vu uoouc
to ouotqu (16) kui vu aupouc iu uoq otq opq x
j
=(x
1
), j=2,3,..,n. Oe ukou
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 16
kui otuv civui ouvutq iu tctoiu uoq oi ouvuptqoci aou apokuatouv civui upkctu
aouaokc.

Miu tpoiu tq opq (15) 0u ovouctui nctotkq uv uaupci cvu T tctoio eotc oc ku0c
povikq otiq vu iouci
0 0 0 0
( ; , ) ( ; , ) 1,..,
i j i j
x t T x t x t x t i n + = = (17)
To T ovouctui acoiooo tq tpoiu kui oqevci cvu tukto poviko oiuotqu oto oaoio to
ouotqu cauvcpctui uvu otqv upikq tou 0coq oto epo tev uocev. Oi acpiooikc
tpoic ouvu ovouovtui kkoi (cycles) iuti civui toaooiku iooouvuc c cvuv
cectpiko kuko.
Miu tpoiu tq opq (15) 0u ovouctui ncoxecvq q pucvq uv cciooctui
oc cvu pucvo uaoouvoo tou uoikou epou, oquoq uaupci M>0 tctoio eotc

0 0
| ( ; , ) | 1,..,
i j
x t x t M i n < =
Hpouve, iu acpiooikq tpoiu civui acputecvq uu ocv iouci uvukuotiku to
uvti0cto.
Av
0 0
[1,.., ], ( ; , ) iu kui
i j
i n x t x t t - e + q tpoiu ovouctui q-
acputecvq q ovotxq.

Maopouc caioq vu opioouc qi-acputecvc q qi-uvoitc tpoic oi oaoic civui
acputecvc iu t+ kui uvoitc iu t- (q to uvtiotpoo).

Av uaupci oqcio
* * * *
1 2
( , ,..., )
n
x x x = x tou epou uocev, tctoio eotc

* *
0 0 0 0
1,.. , ( ; , ) ( ; , )
lim lim
i j i i j i
t t
i n x t x t x x t x t x q
+
' = = = ,
q tpoiu ovouctui oovnxextkq. Ltqv acpiateoq uutq to ouotqu tcivci apo iu
otu0cpq kutuotuoq q apocpctui uao iu oukckpicvq kutuotuoq. H cvvoiu tq
uouatetikq ouacpiopu cci kui cvikotcpq cvvoiu uv uvti tou oqciou x
*
opioouc cvu
uaoouvoo U
*
tou epou uocev c oiuotuoq 0<m<n apo to oaoio tcivci q tpoiu.

Lto MATHEMATICA o uaooioo tev tpoiev ivctui c tqv uvuutikq (uv
uaupci uoq) q upi0qtikq caiuoq tou ouotquto. Oi ouvuikc ctuqtc x
i
aopouv
auvtotc vu aupuotu0ouv oc cvu oiupuu t-x
i
iu ku0c iu cepiotu. Avti0ctu oi uoikc
tpoic aopouv vu aupuotu0ouv puiku ovo iu ouotqutu 2 kui 3 oiuotuocev. Eivui
ouvutq oe q apooq tev tpoiev oc caiacou x
i
-x
j
. H ookqpeoq, oiucipioq kui
aupuotuoq tev tpoiev aupouoiuctui c tu aupukute aupuociutu.

Hoooociyno 2-1
Iiu to uutovoo ouvuiko ouotqu
2
1 2 2
, x x x k x = = c upikc ouv0qkc
x
1
(0)=x10 kui x
2
(0)=x20 auipvouc tqv aupukute cvikq uoq :
In[1]:= deq1= x1't = x2t; deq2 =x2't = -k^2x1t; + [+ooe+ uvo+o ouototo+
sol= DSolvedeq1,deq2,x10 = x10,x20 =x20,x1t,x2t, t FullSimplify;
x1t= x1t .sol1; x2t= x2t .sol1;
Print"ev+ og x1t=",x1t, " x2t=",x2t
x1(t)=x10Cos[kt]+
x20Sin[kt]
k
x2(t)=x20Cos[kt] - kx10Sin[kt]


Oc oi tpoic tou ouotquto civui veotc coe tq cvikq uoq. H cciq tev
x
1
=x
1
(t) kui x
2
=x
2
(t) ku0e kui oi tpoic (x
1
(t),x
2
(t)) aopouv vu aupuotu0ouv puiku
0cepevtu oukckpicvc upikc ouv0qkc kui oukckpicvq tiq iu tqv aupuctpo k tou
ouotquto. Iiu aupuociu iu k=1, x10=1, x20=0.5 0u couc
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 17

In[4]:= (+ Me+s Xoe+ +o k=1, x10=1, x20=0.5+)
x1ta= x1t /.{k- 1, x10- 1, x20- 0.5};
x2ta= x2t /.{k- 1, x10- 1, x20- 0.5};
(+E[sX+[g tuv etopXgtv x1,x2 oto 5+otgo -10<t<10+)
graph1= Plot[x1ta,{t,-10,10},AxesLabel- {"t","x1"}, DisplayFunction-Identity];
graph2= Plot[x2ta,{t,-10,10},AxesLabel- {"t","x2"}, DisplayFunction-Identity];
Show[GraphicsArray[{graph1,graph2}, DisplayFunction- $DisplayFunction]]
(+ To_+ - 4oo+ orXg +)
ParametricPlot[{x1ta,x2ta},{t, 0,10},PlotLabel->"Trajectory"]


-10 -5 5 10
t
-1
-0.5
0.5
1
x1
-10 -5 5 10
t
-1
-0.5
0.5
1
x2












Octovtu oiuopctikc tic upikev ouv0qkev kui oiutqpevtu otu0cpq tqv aupuctpo k
0u aupouc uc tpoic tou ouotquto kui q tuutopovq puikq tou aupuotuoq 0u
u oeoci to uoiko aoptpcto tou ouotquto. Ou apcaci vu oqcieoouc oti q ctuoq
tq aupuctpou k oquivci ouoiuotiku ctuoq tou ouotquto. 1toi, cviku, iu ku0c
tiq tev aupuctpev cvo ouotquto uvtiotoici kui cvu oiuopctiko uoiko aoptpcto.

In[10]:= (+ Me+s Xoe+ +o k=1, o+ 5+oo x10, x20+)
x1ta= x1t /. {k- 1, x10- 1, x20- 0.5}; x2ta= x2t /.{k- 1, x10- 1, x20- 0.5};
x1tb= x1t /. {k- 1, x10- 0.5, x20- 0.5}; x2tb= x2t /.{k- 1, x10- 0.5, x20- 0.5};
x1tc= x1t /. {k- 1, x10- 1, x20- 1}; x2tc= x2t /.{k-1, x10- 1, x20- 1};
(+Show[GraphicsArray[{graph1,graph2}, DisplayFunction-$DisplayFunction]]+)
phase1= ParametricPlot[{{x1ta, x2ta}, {x1tb,x2tb}, {x1tc,x2tc}}, {t,0, 10},
AxesLabel- {"x1", "x2"},PlotRange- {-2.5, 2.5}, DisplayFunction- Identity];
(+ Me+s Xoe+ +o k=2, o+ 5+oo x10, x20+)
x1ta= x1t /. {k- 2, x10- 1, x20- 0.5}; x2ta= x2t /.{k- 2, x10- 1, x20- 0.5};
x1tb= x1t /. {k- 2, x10- 0.5, x20- 0.5}; x2tb= x2t /.{k- 2, x10- 0.5, x20- 0.5};
x1tc= x1t /. {k- 2, x10- 1, x20- 1}; x2tc= x2t /.{k-2, x10- 1, x20- 1};
phase2= ParametricPlot[{{x1ta, x2ta}, {x1tb,x2tb}, {x1tc,x2tc}}, {t,0, 10},
AxesLabel- {"x1", "x2"}, PlotRange- {-2.5,2.5}, DisplayFunction- Identity]
Print["Phase Portrait for k=1 Phase Portrait for k=2"]
Show[GraphicsArray[{phase1, phase2}, DisplayFunction- $DisplayFunction]]

Apikq Ocoq (t=0)
4opu tq tpoiu iu
t
-1 -0.5 0.5 1
-1
-0.5
0.5
1
Trajectory
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 18
Phase Portrait for k=1 Phase Portrait for k=2
-2 -1.5 -1 -0.5 0.5 1 1.5 2
x1
-2
-1.5
-1
-0.5
0.5
1
1.5
2
x2
-2 -1 1 2
x1
-2
-1
1
2
x2


Huputqpouc uao tu aupuauve uoiku aoptpctu oti oi tpoic civui oc ccici (q
kukoi iu k=1) c ckkcvtpotqtu aou cuptutui ovo uao to k (oquoq tqv uuq tou
ouotquto). Luevu c tqv ocoq (16) c uutu aou uvucpuc otqv upq tq
aupupuou, oi cioeoci tev uoikev tpoiev aopouv vu apokuouv uao to ouotqu
2 1 2 2 1
2
2 1 1 2
dx dx dx x
k
x k x dx x
= =

Hpuuti, caiuvovtu tqv aupuauve cioeoq 0cepevtu tqv x
2
e tqv uveotq
ouvuptqoq, tqv x
1
e tqv uvcuptqtq ctuqtq kui upikq ouv0qkq tqv x
2
(x
10
)=x
20
,
couc
In[20]:= DSolve]]x2'[x1] = -k
2
x1/x2[x1], x2[x10] = x20), x2[x1], x1 // FullSimplify
Out[20]= x2[x1] - -
_
k
2
(-x1
2
+ x10
2
) + x20
2
, x2[x1] -
_
k
2
(-x1
2
+ x10
2
) + x20
2

oquoq
2 2 2 2 2 2
2 1 20 10
otu0. x k x x k x + = + = (18)
Mc tqv uvuutikq uoq (18) uaoocikvuctui oti oc oi tpoic tou ouotquto civui
ccici c kcvtpo to (0,0). Aao tu aupuauve uoiku aoptpctu aou aqpuc uaooiotiku
couc ovo cvocici iu to oti kui oi uaooiac tpoic, ckto tev tpiev cvociktikev, civui
caioq ccici.

To ouvuiko ouotqu tou aupuauve aupuociuto civui to veoto iu tq 4uoikq
ouotqu tou oonoviko :oov:c:p. Oae 0u oouc oto kcuuio 3, cci ioiuitcpq oquoiu
iu tqv cctq aio aouaokev ouvuikev ouotqutev. Eacioq o upoviko tuuvtetq
cci veotq kui uaq cvikq uoq, pqoioaoiq0qkc q uvuutikq caiuoq c tqv cvtoq
DSolve kui oi tpoic uaooiotqkuv otqpiocvoi oc uutq.


Hoooociyno 2-2.
1ote to uutovoo ouotqu 3 oiuotuocev
2
1 2 3 2 1 3 3 1
1
, ,
2
x x x x x x x x = + = = +
To ouotqu civui q puiko oe tou opou x
1
2
otqv tpitq cioeoq kui ocv aopci vu
pc0ci q cvikq tou uoq. H cciq tou ouotquto apcaci vu pc0ci c upi0qtikq uoq
tou ouotquto caicovtu kuaoic oukckpicvc upikc ouv0qkc x
1
(0)=x10,
x
2
(0)=x20, x
3
(0)=x30 ku0e kui oukckpicvo poviko oiuotqu ookqpeoq (0,tmax).

Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 19
In[1]:= deq1= x1'[t] = x2[t] + 0.5+x3[t];
deq2= x2'[t] = -x1[t];
deq3= x3'[t] = -x3[t]+ x1[t]^2;
x10= 1;x20= 0; x30= -1; tmax= 100;
sol= NDSolve[{deq1, deq2, deq3,x1[0] =x10,x2[0] =x20, x3[0] =x30},
{x1, x2, x3},{t, 0,tmax}]
x1t= x1[t] /. sol[[1]];x2t =x2[t] /.sol[[1]]; x3t= x3[t] /. sol[[1]];
Plot[x1t, {t, 0, tmax}, PlotPoints- 1000,AxesLabel- {"t", "x1"}]
Plot[x2t, {t, 0, tmax}, PlotPoints- 1000,AxesLabel- {"t", "x2"}]
Plot[x3t, {t, 0, tmax}, PlotPoints- 1000,AxesLabel- {"t", "x3"}]
ParametricPlot3D[{x1t, x2t,x3t},{t,0, tmax}, AxesLabel- {"x1", "x2","x3"},
PlotLabel- "Trajectory", PlotPoints- 2000,PlotRange- {{-1, 1}, {-1,1},{-1, 1}}]




20 40 60 80 100
t
-0.8
-0.6
-0.4
-0.2
0.2
0.4
0.6
x2


Trajectory
-1
-0.5
0
0.5
1
x1
-1
-0.5
0
0.5
1
x2
-1
-0.5
0
0.5
1
x3
-1
-0.5
0
0.5
1
x1
-1
-0.5
0
0.5
1
x2


Lto aupuauve aupuociu oi ctuqtc tou ouotquto uivctui vu tuuvtevovtui c
cioucvo otuoiuku auto to oaoio tcivci uouatetiku apo kuaoiu otu0cpq tiq. H
ouacpiopu uutq acpipuctui uao tqv uvtiotoiq uoikq tpoiu c tq acpiciq tq aou
kutuqci tciku upe uao iu kciotq kuauq (opiuko kuko) tou tpiooiuotutou
uoikou epou. H tpoiu ocv tcvci tov cuuto tq, uou to ouotqu civui uutovoo. H
cciq uutq tou ouotquto uvucpctui oti oukckpicvc upikc ouv0qkc. Eckivevtu
to ouotqu uao kuaoiu uq 0coq q ouacpiopu tou aopci vu civui tccie oiuopctikq.
H caoatciu tou uoikou aoptpctou, oquoq q aupuotuoq aoev tpoiev otov
tpiooiuotuto uoiko epo, ocv civui apuktiku eciq.



20 40 60 80 100
t
-0.75
-0.5
-0.25
0.25
0.5
0.75
1
x1
20 40 60 80 100
t
-0.1
0.1
0.2
0.3
0.4
x3
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 20

2.4. Atovvooxtk nco kot oqco tooono


Oae uvucpuc, iu cvu uutovoo ouotqu to otoicieoc cuatocvo otq tpoiu
oiuvuou
1 2
( , ,..., )
n
dr dx dx dx =

ocici vu civui aupuqo tou otu0cpou oiuvuoutikou

acoiou (. ocoq (16)).

To oiuvuoutiko acoio cvo ouotquto ouo oiuotuocev aopci vu ocoiuotci c tqv pqoq
tq cvtoq PlotVectorField. aou oto MATHEMATICA 4 q 5 oivctui coe tq
iio0qkq Graphics`PlotField`. Hupuociu iu to ouotqu

3
1 1 2 2 1 1
, x x x x x x = + =
puouc
In[1]:= Graphics`PlotField`
f1 x2x1;
f2 x1x1^3;
gr1 PlotVectorFieldf1, f2, x1, 2, 2, x2, 2, 2, Frame True

kui auipvouc
-2 -1 0 1 2
-2
-1
0
1
2



Iiu to aupuociu 2-1 to oiuvuoutiko acoio cci tqv opq


Hpuuti aopouc vu auputqpqoouc oti to
oiuvuoutiko acoio ooqci oc acpiotpcocvc tpoic c
opu tqv kutcu0uvoq tou oiuvuoutikou acoiou.


H caoatciu tou oiuvuoutikou epou oc 3 oiuotuoci civui upkctu acpiaokq, a

In[1]:= <<Graphics`PlotField`
f1= x2;
f2= -x1;
PlotVectorField[{f1,f2}, {x1, -1,1}, {x2,-1,1},
Frame- True]
-1 -0.5 0 0.5 1
-1
-0.5
0
0.5
1
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 21
In[1]:= Graphics`PlotField3D`
f1 x2 x1;
f2 x1x1^3x3;
f3 x1x3
gr1 PlotVectorField3Df1,f2,f3, x1,1, 1, x2, 1, 1, x3, 1, 1, Frame True




Lc cvu q ovxvoo ooxqo to oiuvuoutiko acoio uuci c to povo kui upu cci
oiuopctikq opq oc ku0c povikq otiq. Ev cvci otu ouvuiku ouotqutu, q ctuoq
tou oiuvuoutikou acoiou civui acpiooikq oto povo. Akoou0ci cvu aupuociu

In[10]:= Clear"Global`";
Graphics`PlotField`
f1 x2; f2t_ x1Sint x1^3
Fort 0, t 2Pi, t tPi3,
PlotVectorFieldf1, f2t, x1, 1.5, 1.5, x2, 1, 1

t=0

t=a/3

t=2a/3

t=a

t=4a/3

t=5a/3






Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 22
Lquvtiko poo otq oiuopeoq tq toaooiu tou epou uocev uaotcouv tu oqco
tooono tou ouotquto (equilibrium points). 1vu oqcio
* * *
1 2
( , ,..., )
n
x x x tou epou
uocev kucitui oqcio iooppoaiu uv
* * *
1 2
( , ,..., ) 0, 1, 2,...,
i n
f x x x i n = = (19)
oquoq, tu oqciu iooppoaiu civui tu kpioiu oqciu tou oiuvuoutikou acoiou. Iiu
upikc ouv0qkc
* * *
10 20 0 1 2
( , ,..., ) ( , ,..., )
n n
x x x x x x = 0u couc

0
0 otu0. ( 1,.., )
i i i
x x x i n = = = =
oquoq to q kutuotuoq tou ouotquto aupucvci otu0cpq oto povo.

Tu oqciu iooppoaiu cuptevtui uao ti tic tev otu0cpev aupuctpev tou
ouotquto kui piokovtui caiuvovtu to ucpiko ouotqu (19). Av aopouv vu
pc0ouv uvuutiku oi pic tou (19) (c tqv cvtoq Solve) totc auipvouc tu oqciu
iooppoaiu iu ku0c tiq tev aupuctpev tou ouotquto.

Hoooociyno 2.3
Nu pc0ouv tu oqciu iooppoaiu tou ouotquto
2
1 1 2 2 1 1 2
2 , x x x x kx x x = = +

In[1]:= f1= x1- 2x2; f2= kx1+ x1+x2^2;
EqPoints= Solve[{f1= 0, f2= 0}, {x1, x2}]

Out[2]= {x1- 0, x2- 0], x1- -2f
_
k, x2- -f
_
k, x1- 2f
_
k, x2- f
_
k


Huputqpouc oti iu 0ctikc tic tq aupuctpou k couc cvu oqcio iooppoaiu to (0,0)
(uou oi uaooiac pic civui iuoikc) cve iu k<0 couc tpiu oqciu iooppoaiu. Iiu
tqv kpioiq tiq k=0 cc oti couc cvu opncio oiokoocop tou ouotquto cve tu
oiupuutu <aupuctpo-0coq>, oquoq iu tq oukckpicvq acpiateoq tu k-x
1
kui k-x
2

ovouovtui oiupuutu oiukuoeocev.

-1 -0.5 0 0.5 1
-2
-1
0
1
2
Biffurcation Diagram k-x1


Av to ouotqu ocv cci kuaoiu aupuctpo q 0couc vu pouc tu oqciu iooppoaiu iu
iu oukckpicvq tiq tq aupuctpou, pqoioaoiouc tqv NSolve

In[1]:= f1 x12x2;
f2 kx1x1x2^2;
NSolvef1 0, f2 0. k 1, x1, x2


Out[3]= x1 0. 2., x2 0. 1.,
x1 0. 2., x2 0. 1., x1 0., x2 0.


q
In[4]:= NSolvef1 0, f2 0. k 12, x1, x2

Out[4]= x1 1.41421, x2 0.707107,
x1 1.41421, x2 0.707107, x1 0., x2 0.

In[3]:= x11= x1/. EqPoints[[1]] ;
x12= x1/. EqPoints[[2]];
x13= x1/. EqPoints[[3]];
Plot[{x11, x12, x13},{k, -1, 1}, Frame -True, Axes- False,
PlotLabel-> "Biffurcation Diagram k-x1"]
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 23

Oi uopi0oi tev cvtoev Solve kui NSolve citoupouv cyycpn/vo oeotu
otuv to oiuvuoutiko acoio oivctui uao aouevuikc ouvuptqoci tev ouvuikev
ctuqtev. Lc uq acpiateoq cv cvci ocv aopouv vu u0ouv uvuutiku oi cioeoci q
aopci vu qv aupouc oc ti uoci.

Otuv uouvutouv oi Solve kui NSolve vu u oeoouv ti uoci totc
kutucuouc otqv upi0qtikq cupcoq tev piev. To MATHEMATICA uoaoici tov
uopi0o Newton-Raphson c tqv cvtoq FindRoot. Mc tq c0ooo uutq:
u) apcaci vu apocouc iu upikq tiq iu tq qtoucvq piu
) 0u aupouc e uaotccou iu kui ovuoikq piu uvuou c tqv upikq apocq kui
tov toao oukioq tq piu

Hoooociyno 2.4.
1ote to ouvuiko ouotqu c oiuvuoutiko acoio
In[1]:= f1 x2; f2 ArcTanx1 x1^2;

H pqoq tq NSolve ivci ovo tqv apetq cioeoq oivovtu iu to x
2
tqv apouvq tiq
x
2
=0
In[2]:= NSolvef1 0, f 0, x1, x2

Out[2]= x2 0.

H FindRoot, ckivevtu c tqv apocq x
1
=1, x
2
=0 u oivci tqv apouvq uoq
(x
1
=0, x
2
=0) c cvu upi0qtiko ouu tq tuq tou 10
-22
:
In[3]:= FindRootf1 0, f2 0, x1, 1, x2, 0

Out[3]= x1 1.161710
22
, x2 0.

Eckivevtu c tqv apocq x
1
=-1, x
2
=0, auipvouc tqv ocutcpq piu
In[4]:= FindRootf1 0, f2 0, x1, 1, x2, 0

Out[4]= x1 0.833606, x2 0.


Hoooociyno 2.5.
1ote to ouvuiko ouotqu c oiuvuoutiko acoio
In[1]:= f1 x2; f2a_ ArcTanx1 ax1^2;
,
oaou a iu aupuctpo tou ouotquto. Ocouc vu pouc tu oqciu iooppoaiu oto
oiuotqu [1, 2] ae c upikq apocq to oqcio (-1,0)
In[2]:= min 1; max 2; step 0.1;
x10 1; x20 0;
data ;

Ltq iotu data 0u uao0qkcuoouc tu uaotccoutu e cuq (a,x
10
), vepiovtu cuiu
oti auvtu civui x
20
=0. Ektcouc tqv cauvuqatikq oiuoikuoiu
In[5]:= Fork min, k max, k step,
sol FindRootf1 0, f2k 0, x1, x10, x2, x20;
x10 x1. sol1; x20 x2 .sol2;
AppendTodata, k, x10;

data

Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 24
c uaotccou tq iotu data
Out[6]= 1, 0.833606, 1.1, 0.773723, 1.2, 0.721812,
1.3, 0.676343, 1.4, 0.636165, 1.5, 0.600394, 1.6, 0.568338,
1.7, 0.539447, 1.8, 0.513274, 1.9, 0.489455, 2., 0.467689

q oc opq puquto
In[8]:= ListPlotdata, AxesLabel "k", "x1", PlotStyle PointSize0.02


H pqoq tq FindRoot u oivci, otqv
kuutcpq acpiateoq, e cooo iu piu iu
ku0c tiq tq aupuctpou kui ctoi
oqutiouc iu ovoaupuctpikq
oikocvciu uao oqciu iooppoaiu (oae
uutq tou aupuauve apopuuto). To
ouotqu oe aopci vu cci kui uc
pic oi oaoic apoooiopiovtui uv caicci
kutuqu q 0coq ckkivqoq (x
10
,x
20
) tq
FindRoot.

Miu oquvtikq ioiotqtu tev oqciev iooppoaiu civui q cvox0ct tou. 1vu cviko
opioo tq cuotu0ciu civui o cq : Av ckivevtu c upikc ouv0qkc otq citoviu cvo
oqciou iooppoaiu, oc oi tpoic aupucvouv kovtu oto oqcio iooppoaiu ku0e
t+ totc to oqcio iooppoaiu ovouctui cuotu0c. Av uaupci cote kui iu tpoiu
aou uaoukpuvctui uao to oqcio iooppoaiu totc to oqcio civui oo:o0/. Mc tqv
cuotu0ciu 0u uooq0ouc cioikotcpu otu caocvu kcuuiu kui 0u oeoouc aio
uuotqpou opioou.


2.5 Atoxqqxtk kot q toxqqxtk ovoxqoxo

1ote cvu n-oiuotuto uutovoo ouotqu
1
( ,.., )
i i n
x f x x = kui D cvu pucvo kui ouvcc
uaoouvoo tou epou uocev
n
c oko V
D

1 2
...
...
n
D n
D R
V dx dx dx
c
=
}} }

Ku0c oqcio tou D uaotcci iu upikq ouv0qkq A=(x
10
,..,x
n0
). Eckivevtu c uctqpiu to
oqcio uuto, kute uao tqv poq oc povo t to ouotqu 0u pc0ci otq 0coq B=(x
1
,..,x
n
)

=
(x
1
(t), .. , x
n
(t))
n
q, c uu oiu, cc oti to oqcio A uacikovictui oto oqcio B
kute uao tq poq f
t
.
Ocepevtu tqv aupuauve oiuoikuoiu iu ku0c oqcio tou D 0u aupouc tqv uacikovioq tou
D kute uao tq poq f
t
(. oqu 3). Av iu ku0c D
n
kui iu ku0c t iouci V
D
=V
D
,
oquoq o oko tou epou tev uocev oiutqpcitui kute uao tqv poq tou ouvuikou
ouotquto, to ouotqu ovouctui toxqqxtk (area preserving) . Av V
D
<V
D
, oquoq o
oko 0ivci c to povo, to ouotqu ovouctui ooxqo c onectc (dissipative) cve uv
V
D
>V
D
, oquoq o oko uuuvci c to povo, to ouotqu ovouctui ckqkxtk
(explosive).
Tu ckpqktiku ouotqutu ooqouv oc uoci aou tcivouv oto uacipo kui ocv aupouoiuouv
ioiuitcpo cvoiucpov. Avti0ctu tu ouotqutu c uaecic ooqouv to ouotqu apo cvu
cktiko ouvoo ikpotcpq oiuotuoq uao uutq tou ouotquto kui ctoi q cctq tq
cciq tev tpoiev uvuctui otqv cctq tev ioiotqtev uutou tou cktikou uaoouvoou.
Tu oiutqpqtiku ouotqutu aupouoiuouv caioq cepioto cvoiucpov kui ouutu
1.2 1.4 1.6 1.8 2
k
-0.75
-0.7
-0.65
-0.6
-0.55
-0.5
x1
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 25
acpiuuvovtui tu quviku ouotqutu aou oiutqpouv tqv cvcpciu kui, cvikotcpu, tu
Xuitoviuvu ouotqutu.

t
0
D
t
1
div 0 f <
D'
t
1
div 0 f =
D'
(u) () ()

Lqo 3. u) Yaoouvoo upikev ouv0qkev (t
0
=0) oto epo uocev ) Kutuvoq 0cocev iu t
1
> t
0

oc cvu oiutqpqtiko ouotqu ) to ioio oae to () iu cvu ouotqu c uaecic.

H oiutqpqoq q oi tev okev oto epo tev uocev cuptutui uao tqv uaokioq tou
oiuvuoutikou acoiou tou ouotquto:
0 div f =

Aiutqpqtiko ouotqu
0 div f <

Luotqu c uaecic
0 div f >

Ekpqktiko ouotqu
Ev cvci couc ( )
i
div f g x =

kui q cciq tou ouotquto cuptutui uao tqv acpioq tev

upikev ouv0qkev oto epo tev uocev. Kui ouutq tqv acpiateoq to ouotqu
ovouctui ouotqu c uaecic (dissipative).


Hoooociyno 2.6
Iiu to ouotqu tou aupuociuto (2-2) couc







oquoq couc cvu ouotqu c uaecic.



ALKHLEIL

1. Mcctqotc tqv cciq tou ouotquto
2
1 2 2
, x x x k x = = . Acitc oti oi uoikc
tpoic civui uvoitc kui oukckpicvu uacpoc. Bpcitc cvu ookqpeu.


2. Iiu to ouotqu

2 2
1 2 2 1 2 1
1
, ( 1)
2
x x x x x x = = +
kui c upikc ouv0qkc
1 2
(0) 3, (0) 0 x x = =
u) Nu ocoiuotci q uoq
1 2
( ), ( ) x t x t iu 0sts50
) Nu ocoiuotci q uoikq kuauq
1 2
( ( ), ( )), 0 50 x t x t t s s , aou uvtiotoici otq
aupuauve uoq.
In[1]:= <<Calculus`VectorAnalysis`
SetCoordinates[Cartesian[x1, x2, x3]];
f= {x2+ x3/2, -x1, -x3+ x1^2};
Print["ArX+og = div f = ", Div[f]]
.`o; = div f = -1
In[5]:= (+ArXooteo+)
f1= x2+x3/2; f2= -x1; f3=-x3+x1^2;
divf= D[f1,x1] +D[f2, x2]+ D[f3, x3]
Out[6]= -1
Kc. 2 - Eiooycyp o:o ocvoniko oco:pno:o

I. Bocyio:p,2/10/2010 26
) Lcoiuotc oto ioio oiupuu iu ouou uao uoikc kuauc c upikc ouv0qkc
1 2
1.5 (0) 1.5, (0) 0 x x s s = .


3. Iiu to ouotqu tou Lorenz
1 2 1 2 1 2 1 3 3 1 2 3
( ), 10 , 3 x x x x x x x x x x x x o = = =
kui iu upikc ouv0qkc x
1
=x
2
=x
3
=5.0 uaooiotc tqv tpoiu tou ouotquto iu t kui
iu oiuopc tic tq aupuctpou o>1 (a 2, 10, 30,100).

4. Iiu to q uutovoo ouvuiko ouotqu
1 2 2 1 2
, sin 2 x x x x x t t = = aupuotqotc
puiku to oiuvuoutiko tou acoio iu ti povikc otic t=0, 0.25, 0.5, 0.75. Lcoiuotc
tqv tpoiu tou ouotquto iu upikc ouv0qkc x
1
=x
2
=1; He kututuooctui aoiotiku q
aupuauve tpoiu;



5. Nu pc0ouv tu oqciu iooppoaiu tou ouotquto
3
1 1 2 2 1 2
/ 2, x x x x k x x = + = + oto
oiuotqu [0, 2] k e , pqoioaoievtu tqv FindRoot ckivevtu tqv cupcoq tq piu uao
to oqcio ckkivqoq x
10
=x
20
=1. Bpcitc caioq iu uq oikocvciu oqciev iooppoaiu
ckivevtu c (x
10
,x
20
)=(1,-1).

6. Acitc oti to ouotqu
1 2 1 2 1 2 1 3 3 1 2 3
( ), , x x x x r x x x x x x x bx o = = =
oaou o,r,b otu0cpc, civui ouotqu c uaecic iu ku0c 0ctikq tiq tev aupuctpev tou.
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 27

3
Luotqutu Evo Bu0ou Ecu0cpiu



3.1 Oto
1vu ouvuiko ouotqu cvo o0no ccc0coio (1BE) acpipuctui uao tqv uutovoq
oiuopikq cioeoq 2
q
tuq tq opq
( ), x f x x = e (20)
Ou 0cepouc auvtu tqv f e uvuutikq ouvuptqoq otov epo aou cctouc to ouotqu.
Ltu auioiu tq quvikq, q (20) aopci vu acpipuci, iu aupuociu, tqv ovooiuotutq
kivqoq cvo uikou oqciou, uu m, uao tqv caiopuoq iu ouvuq F=f(x)/m. H (20)
puctui uao tqv ouvq0q opq ouvuikou ouotquto e
1 2 1
2 1 2
( ) ( )
x x f x p
x f x f p f x
q
= = = | |
'
|
= = =
\ .


(21)
oaou x
1
=x kui x
2
=p. Av to aupuauve ouotqu ckpuci tqv ovooiuotutq kivqoq aou
uvucpuc aupuauve totc q ctuqtq x civui q 0coq kui q ctuqtq p q opq tou
oeuto q oaoiu ouaiatci c tqv tuutqtu iu m=1. Luvq0ictui vu pqoioaoiouvtui oi
opoi 0coq kui xoxqxo iu ti ctuqtc x kui p, uvtiotoiu, tou oaoiou kui 0u
pqoioaoiouc otu aupukute.

3.2 Icvtk ookxqtoxtk xq vvotkq
To ouotqu (21) civui cvu uutovoo ouotqu 2 oiuotuocev c epo uocev to caiacoo
0coq-xoxqxo (x-p). Kutu ouvcaciu oi upikc ouv0qkc 0u civui oi x
0
kui p
0
kui aopouv
vu uvucpovtui oto povo t=0.
Huputqpouc oti to ouotqu civui toxqqxtk, uou
1 2
1 2
( )
0
f f p f x
div f
x x x p
c c c c
= + = + =
c c c c

(22)
kui opiovtu tqv ovvxqoq vvotko
( ) ( ) U x f x dx =
}
(23)
apokuatci oti to ouotqu oiu0ctci to ookqeo cvcycto
2
1
( ) otu0.
2
E p U x = + = (24)
Iiu ocoocvq upikq tiq tq cvcpciu E
0
=p
0
2
/2+U(x
0
) , q uoikq tpoiu (x(t),p(t)) ocici
vu oiutqpci uutq tqv tiq, oquoq E(x,p)=E
0
, t . 1toi q cvcpciu uaotcci tqv cioeoq
tev uoikev kuauev kui to uoiko oiupuu apokuatci uao uoikc kuauc iu
oiuopc tic tq cvcpciu. Lqcievouc oti oc iu tiq cvcpciu E=E
0
aopci vu
uvtiotoiouv acpioootcpc uao iu tpoic.
Aao tqv (24) apokuatci oti apcaci vu aqpcitui q ocoq
( ) 0 E U x > (25)
H uviootqtu (25) opici tu to xq kvqoq. Iiu iu ocoocvq tiq tq cvcpciu couc
ti ukoou0c acpiateoci
x
min
_x_x
max
: acputecvq uoikq tpoiu
x
min
_x q x_x
max
q x(-,+): uvoitq uoikq tpoiu
Iiu to ouotqu (21) ku0c uoikq tpoiu uvtiotoici oc iu tiq cvcpciu, kui kutu
ouvcaciu iu to ioio ouotqu kciotc kui uvoitc tpoic aopouv vu ouvuaupouv.
Eaioq, uao tqv (24) apokuatci oti
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 28
2( ( )) p E U x = (26)
oaotc, cou otu opiu tq kivqoq, to uoiko aoptpcto aupouoiuci ovcxo e apo tov
uovu tev x.

Miu acputecvq uoikq tpoiu acpvuci uao tu oqciu (x
min
,0) kui (x
max
,0). 1toi oto
oiuotqu (x
min
,x
max
) couc iu tpoiu c p_0 uu kui tq ouctpikq tq c p_0 aou
cvevovtui otu aupuauve oqciu. Aoe oe tq ovuoikotqtu tev uocev, oi aupuauve
tpoic ocv aopouv vu tcvovtui ckupoiu uu vu cvevovtui ouu kui vu uaotcouv
ouoiuotiku tqv ioiu tpoiu. Apu iu ncoxecvq tpoiu tou ouotquto (21) civui iu
kctoxq tpoiu kui, uou to ouotqu civui uutovoo, ocici vu civui nctotkq.
Av T civui q acpiooo iu acputecvq tpoiu cvcpciu E, totc q kivqoq uao tq
0coq x
min
ce tq 0coq x
max
, kui uvtiotpou, 0u oiupkci povo t=T/2, oaotc uao tqv
ookqpeoq tq ocoq (26) (0uiouc p=dx/dt), apokuatci
max
min
2
2( ( ))
x
x
dx
T
E U x
=

}
(27)


Hoooociyno 3.1
Ocepouc uiko oqcio m=1 aou kivcitui otov uovu x uao tqv ouvuq
3 2
4 F x x x = + (28)
To ouvuiko U kui tu oiupuutu ouvuq kui ouvuikou 0u civui

In[1]:= fx_ = x^3+ x^2-4 x;
Ux_ = -Integratefx, x
plot1= Plotfx, x, -4,4, DisplayFunction- Identity;
plot2= PlotUx,x,-4,4,PlotRange-> -5,10, DisplayFunction-Identity;
ShowGraphicsArrayplot1, plot2, DisplayFunction- $DisplayFunction

Out[2]= 2x
2

x
3
3

x
4
4
-4 -2 2 4
-10
-5
5
10
15
-4 -2 2 4
-4
-2
2
4
6
8
10


Ocepouc tpoic iu to caiacoo cvcpciu E=1. Ltqv cvcpciu uutq tu opiu tev tpoiev
apokuatouv uao tqv ocoq (25) q oaoiu u oivci
In[6]:= <<Algebra`InequalitySolve`
domain= 1- Ux z 0;
InequalitySolvedomain,x

Out[8]= x Root[12 24#1
2
4#1
3
3#1
4
&, 1]||
Root[12 24#1
2
4#1
3
3#1
4
&, 2] x Root[12 24#1
2
4#1
3
3#1
4
&, 3]||
x Root[12 24#1
2
4#1
3
3#1
4
&, 4]

Huputqpouc oti oi upi0qtikc tic tev opiev tq kivqoq oivovtui coe tev piev
x1,x2,x3 kui x4 tou aouevuou 12-24x
2
+4x
3
+3x
4
oi oaoic civui oi
In[9]:= NSolve1- Ux =0, x
Out[9]= {{x 3.5164], {x 0.688266], {x 0.796613], {x 2.07471]]

Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 29
Apu oto caiacoo cvcpciu E=1 uvtiotoiouv tpci tpoic :

1
q
tpoiu x_-3.5164 (uvoitq)
2
q
tpoiu -0.688266_x_0.796613 (kciotq-acpiooikq)
3
q
tpoiu x_2.07471 (uvoitq)

Iiu vu ocoiuoouc tpci uvtiapooeacutikc tpoic iu E=1, caicouc tpci upikc
tic iu tq 0coq x kui apoooiopiouc tqv tuutqtu p uao tq ocoq (26) (c 0ctiko q
upvqtiko apooqo). Otuv 0cepqoouc upikc tic x=x
0
aou uvtiotoiouv otu opiu tq
kivqoq totc 0u apcaci vu couc p
0
=0.
Iiu vu cctqoouc tq povikq cciq tev ctuqtev x=x(t) kui p=p(t) caiuouc ti
oiuopikc cioeoci tou ouotquto, c ti uvtiotoic upikc ouv0qkc, upi0qtiku c
tqv NDSolve (iuti ocv pqoioaoicitui q DSolve;) kui cou oc poviku oiuotqutu tu
oaoiu 0u apcaci vu aqpouv tu aupukute kpitqpiu:
1. Oi uvoitc tpoic cuouv aou pqopu apo to uacipo kui iu uuto to oo tu
poviku oiuotqutu caiuoq apcaci vu civui octiku ikpu. Lc cuu oiuotqutu, q
upi0qtikq caiuoq uaotuuvci oe tev aou cuev upi0ev aou auipvouv oi
ctuqtc tou ouotquto.
2. To poviko oiuotqu aopci cktcivctui kui oc upvqtikc tic iu vu oiuaioteoouc tqv
cciq tq tpoiu oto aupc0ov
3. Iiu ti acpiooikc tpoic, upkci cvu oiuotqu ookqpeoq ioo c iu acpiooo.

Hoooociyno 3.2
Iiu to ouotqu tou aupuociuto 3.1 piokouc tqv cciq tq tpoiu c upikc
ouv0qkc x
0
=-0.5 , p
0
= -0,5. Aqevouc upiku tqv ouvuptqoq ouvuq, uaooiouc to
ouvuiko kui tq ouvuptqoq cvcpciu kui oqevouc ti oiuopikc cioeoci
In[1]:= f x^3x^24x
U[x_]
_
fx
Ener[x_, p_] (1/2)p^2U[x]
deq1 x'[t] p[t];
deq2 p'[t] x[t]^3x[t]^24x[t];

Eaiuouc ti oiuopikc cioeoci iu ti ooocvc upikc ouv0qkc kui ocoiuouc tq
povikq cciq tou x iu 0 10 t s s .
In[6]:= x0 0.5; p0 0.5;
sol1 NDSolve[{deq1, deq2, x[0] x0, p[0] p0}, {x, p}, {t, 0, 10}]
xt1 x[t] /. sol1[[1]]; pt1 p[t] /.sol1[[1]];
Plot[xt1, {t, 0, 10}]

2 4 6 8 10
-0.4
-0.2
0.2
0.4
0.6

Huputqpouc oti apokuatci iu acpiooikq cciq. Oi aupuauve upikc ouv0qkc
uvtiotoiouv oc cvcpciu
In[10]:= E0 Ener[x0, p0]
Out[10]= 0.651042

Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 30
Tu opiu tq tpoiu 0u pc0ouv cou uao ti pic tq cioeoq:

In[12]:= root NSolve[E0 U[x] 0,x]
Out[12]= x 3.53655, x 0.555732, x 0.61926, x 2.13969


Huputqpevtu to oiupuu tq povikq cciq tou x auputqpouc oti tu opiu
uvtiotoiouv oti pic
In[13]:= xmin x/. root[[2]]
xmax x/. root[[3]]

Out[13]= 0.555732
Out[14]= 0.61926


Eupoovtu tepu tov tuao (27) piokouc tqv acpiooo tq tpoiu

In[15]:= T 2 NIntegrate[(2(E0 U[x]))^(1/2), {x, xmin, xmax}]
Out[15]= 3.28679 2.3009510
11

To uvtuotiko cpo tou uaotccouto civui aou ikpo kui ocictui oc upi0qtiku
ouutu. Apu kutuqouc oti q acpiooo tq aupuauve tpoiu civui T=3.28679.
Ltqv ioiu tiq cvcpciu (E
0
=0.651042) uvtiotoici kui iu tpoiu c x
0
=3. H uvtiotoiq
upikq opq 0u apcaci vu civui q
In[16]:= x0 3; p0
_---------------------------
2(E0 U[x0])
Out[16]= 4.87874

Eaiuovtu to ouotqu oae kui aupuauve piokouc
In[17]:= sol2 NDSolve[{deq1, deq2, x[0] x0, p[0] p0}, {x, p}, {t, 1, 0.4}]
xt2 x[t] /. sol2[[1]]; pt2 p[t] /.sol2[[1]];
Plot[xt2, {t, 1, 0.4}]

-1 -0.8 -0.6 -0.4 -0.2 0.2 0.4
3
4
5
6
7

Huputqpouc tepu oti ku0e t to x uuuvci ck0ctiku. Hpcaci vu couc oiaov iu
uvoitq tpoiu.
Oi ouo uoikc tpoic aou uvtiotoiouv oti aupuauve upikc ouv0qkc 0u couv tqv
opq tou aupukute oquto. Lc uuto couc aupu0coci kui to oiuvuoutiko acoio aou
ocivci tq opu oiupuq tev uoikev kuauev
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 31

In[25]:= Graphics`PlotField`
vectorfield PlotVectorField[{p,x^3 x^24x}, {x,1,3.5},{p,2,2}]
phasecurve1 ParametricPlot[{xt1, pt1},{t,0,T}]
phasecurve2 ParametricPlot[{xt2, pt2},{t,0.8, 0.02}]
Show[{vectorfield, phasecurve1, phasecurve2}, PlotRange{2,2}, FrameTrue,
FrameLabel {"x", "p"}]

-1 0 1 2 3
x
-1.5
-1
-0.5
0
0.5
1
1.5
2
p


3.3. Lqco tooono kot cvox0cto
Luevu c tov opioo tq aupupuou 2.4, tu oqciu iooppoaiu apokuatouv uao tq uoq
tou ouotquto
0, ( ) 0 p f x = = (29)
Aquoq tu oqciu iooppoaiu uvtiotoiouv auvtu oc qocvikq tuutqtu kui oti 0coci
oaou q ouvuptqoq ouvuq f qocvictui q iooouvuu otu ukpotutu tq ouvuptqoq
ouvuikou U.
Hoooociyno 3-3
Tu oqciu iooppoaiu tou ouotquto tou aupuociuto (3.1) 0u civui :
In[1]:= f= x^3+ x^2- 4 x;
Solvef= 0, x
Out[2]= {x 0], x
1
2
1
_
17 ,, x
1
2
1
_
17 ,
q upi0qtiku
In[3]:= NSolvef= 0, x
Out[3]= {{x 2.56155], {x 0.], {x 1.56155]]


1ote x
0
cvu oqcio iooppoaiu, oaotc x(t)=x
0
=otu0. kui p=0, t. Luevu c tq c0ooo
oiutupuev, 0cepouc iu kov:ivp tpoiu oto oqcio iooppoaiu aou tqv acpipuouc c
tqv ocoq

0
( ) ( ), ( ) ( ), (| (0) | | (0) | 1) x t x x t p t p t x p = + A = A A + A (30)
H uaoukpuvoq q oi tq aupuauve tpoiu uao to oqcio iooppoaiu cuptutui uao tqv
cciq tev aoootqtev Ax kui Ap oto povo. Av uvtikutuotqoouc ti ococi (30) oto
ouvuiko ouotqu (21) 0u aupouc

0
, ( ) x p p f x x A = A A = + A
kui uvuatuooovtu tqv f(x
0
+Ax) oc ocipu Taylor cpi apetq tuq, auipvouc to
puiko ouotqu

0
, ,
x
df
x p p k x k
dx
A = A A = A = (31)
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 32
H povikq cciq tev Ax kui Ap oivctui uao tqv (31) otqv oaoiu couc ouo aoiotiku
oiuopctikc kutuotuoci.
Iiu k<0 to ouotqu (31) civui to ouotqu tou oonoviko :oov:c:p aou cctqouc
oto aupuociu 2.1, kui to oaoio u oivci acputecvc uoikc tpoic
Ap
2
+kAx
2
=otu0.(<<1)
kui to uoiko aoptpcto cci tq opq tou oquto 1u.
Iiu k>0 q (31) u oivci ti uvoitc uoikc tpoic
Ap
2
-kAx
2
=otu0. (uacpoc)
kui to uoiko aoptpcto cci tq opq tou oquto 1. Ekto uao tqv oikocvciu tev
uacpoikev uoikev kuauev couc kui ti uouatetc cu0cic Ap=k|Ax| otu
tcoocpu tctuptqopiu tou caiacoou tev uocev x-p.
(u)
()

Lqo 4 4uoiko aoptpcto iu to ouotqu (31) u) k<0 upoviko tuuvtetq kui cuotu0ciu ) k>0
ouotqu uaeotikev ouvucev kui uotu0ciu.
Aao to oqu 1 auputqpouc oti iu k=(df/dx)
x0
<0 oi kivqoci upe uao to oqcio
iooppoaiu x
0
civui acputecvc (oquoq tpoic aou ckivouv kovtu oto oqcio iooppoaiu
aupucvouv kovtu oc uuto) kui to oqcio iooppoaiu upuktqpictui e yotk
cvoxo0c. Iiu k>0, upe uao to oqcio iooppoaiu oi uoikc tpoic civui uvoitc
(oquoq tpoic aou ckivouv kovtu oto oqcio iooppoaiu cuouv ukpiu uao uuto c to
povo) kui to oqcio upuktqpictui e puiku uotu0c.
Huputqpouc oti kutu qko tev uouatetev cu0ciev oto 2
o
kui oto 4
o

tctuptqopio q kivqoq, iu t, apoocici to oqcio iooppoaiu, cve oto 1
o
kui oto 3
o

tctuptqopio, oi tpoic uaoukpuvovtui uao to oqcio iooppoaiu iu t (q iooouvuu,
to apoociouv iu t-). 1toi oi uouatetc cu0cic oqutiouv tqv cuotu0q (p=-k(x-
x
0
) kui tqv uotu0q (p=k(x-x
0
) oicu0uvoq iu to uotu0c oqcio iooppoaiu.
Iiu ku0c ouotqu cvo u0ou ccu0cpiu o uoiko epo kovtu otu oqciu
iooppoaiu tou apcaci vu civui xonooytk oto c uutov tev oqutev 1u kui 1
uvuou c to cioo tq cuotu0ciu q oaoiu uaooictui ucou uao tqv ocoq (31) c tov
apoooiopioo tq otu0cpu k. Aao tqv ioiu ocoq aopouc vu oiuaioteoouc oti tu
cuotu0q oqciu iooppoaiu uvtiotoiouv oc cuiotu tou ouvuikou U(x), cve tu uotu0q oc
ciotu. 1toi auve otov uovu tev x , otq acpiateoq uaupq 2 q acpioootcpev oqciev
iooppoaiu, to cioo tq cuotu0ciu cvuuooctui.
Iupe uao tu cuiotu tou ouvuikou oi tuuvteoci 0u acpipuovtui
apoociotiku uao tqv puikq cioeoq tou upovikou tuuvtetq kui kutu ouvcaciu q
acpiooo tou 0u apoocictui uao tq ocoq 2 / T k t = . Oe iu cvu q puiko
ouotqu, ukpiu uao to oqcio iooppoaiu q acpiooo ctuuctui kui civui ouvuptqoq
tq cvcpciu.
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 33

Iiu k=0, q cuotu0ciu kpivctui puiku kotq kui q cvikotcpq ouacpiopu tev
uocev upe uao to oqcio iooppoaiu cuptutui uao tou q puikou opou tq ocipu
Taylor tou ouotquto.

Hoooociyno 3.4.
Ou cctqoouc tqv cuotu0ciu tev oqciev iooppoaiu tou ouotquto tou
aupuociuto 3.1. Aao tqv ocoq (31) piokouc k=3x
0
2
+2x
0
-4, oaou x
0
q 0coq tou uao
cctq oqciou iooppoaiu tu oaoiu pc0qkuv oto aupuociu 3-3. To apooqo tou k 0u
ku0opioci to cioo tq cuotu0ciu. Mc tou aupukute uaooioou oiuaiotevouc oti iu
x=0 couc cuotu0c oqcio iooppoaiu, cve tu uu ouo civui uotu0q.

In[1]:= f= x^3+ x^2- 4 x;
X0= NSolvef= 0, x
kx_ = Df, x
x01= x. X01; x02 = x . X02; x03= x. X03;
Print"1st Equilibrium point x0=", x01, " Stability Index k=", kx01
Print"2nd Equilibrium point x0=", x02, " Stability Index k=", kx02
Print"3rd Equilibrium point x0=", x03, " Stability Index k=", kx03

Out[2]= {{x 2.56155], {x 0.], {x 1.56155]]

Out[3]= 4 2x3x
2

1st Equilibrium point x02.56155 Stability Index k10.5616
2nd Equilibrium point x00. Stability Index k4.
3rd Equilibrium point x01.56155 Stability Index k6.43845




3.4. Atokoeoct oqcev tooono
Lc aoc acpiateoci to ouotqu to oaoio cctouc cvocctui vu acpicci iu q
acpioootcpc aupuctpou aou ku0opiouv tqv cciq tou ouotquto. H uuq tev
tiev uutev tev aupuctpev cviku caqpcuci tqv ouacpiopu tou ouotquto c tqv
cuvioq q cuuvioq oqciev iooppoaiu c, cv cvci tqv uuq tq cuotu0ciu tou.
Hupukute 0u 0cepqoouc iu oou uaotqtu cvu ovoaupuctpiko ouotqu
, ( ; ) x p p f x a a = = e (32)
oaou to o ouoici tqv aupuctpo tou ouotquto. Eivui uvcpo oti oi pic tq
cioeoq f(x,a)=0, aou uaotcouv tu oqciu iooppoaiu tou ouotquto cuptevtui uao
tqv ckuototc tiq tq otu0cpu o. 1toi oi 0coci tev oqciev iooppoaiu x
0
=x
0
(a)
oqutiouv oikocvcic kuauev oto caiacoo (o-x
0
) aou oqutiouv to tyoo
tokoeocev. Oi aupuauve kuauc civui tooc ooc kui tu oqciu iooppoaiu tou
ouotquto. Av iu kuaoiu tiq o=o
*
o upi0o tev oqciev iooppoaiu uuci, to oqcio
uuto oto oiupuu (o-x
0
) ovouctui oqco tokeoq.
Hoooociyno 3.5
Ocepouc to ouotqu c ouvuptqoq ouvuq

3 2
, f x x ax a = + e (33)
To ouotqu (28) uaotcci iu uaoacpiateoq tou (33) oto oaoio acov couc tqv
apuutikq aupuctpo o q oaoiu ku0opici tq ouacpiopu tev uocev.
u) uvuutikq apoocioq
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 34
Tu oqciu iooppoaiu cuptevtui uao tqv aupuctpo o kui 0u apokuouv uao tq uoq tq
f=0:
In[1]:= f= x^3+ x^2-a+ x; EqPoint=Solvef=0,x
Out[1]= {x 0], x
1
2
1
_
1 4a,, x
1
2
1
_
1 4a,

Huputqpouc oti couc to oqcio x
10
=0 oqcio iooppoaiu iu ku0c tiq tou o. Avti0ctu
tu uu oqciu iooppoaiu x
20
kui x
30
cuviovtui iu o>-1/4 oaotc iu o=o
*
=-1/4 couc
cvu oqcio oiukuoeoq. H cuotu0ciu tou 0u ku0opiotci uao tov ociktq cuotu0ciu
k=df/dx|
x0
. Iiu to ku0c oqcio couc tou ociktc:
In[2]:= k= Df, x;+Stability index+
k1= k. EqPoint1;k2 =k .EqPoint2;k3= k. EqPoint3;
Print"k1=", k1, " k2=",k2," k3=",k3
k1a k21 a
_
1 4a
3
4
1
_
1 4a,
2
k31a
_
1 4a
3
4
1
_
14a,
2

Acou caouc oti to oqcio iooppoaiu x
10
=0 civui uotu0c iu o<0 kui cuotu0c iu o>0.
Iiu tu oqciu x
20
kui x
30
caiuouc ti uviootqtc k2>0 kui k3>0 (cco uotu0ciu)
In[5]:= << Algebra`InequalitySolve`
InequalitySolvek2> 0,a
InequalitySolvek3> 0,a

Out[6]= a
1
4

Out[7]= a 0

1ouc oiaov oti to oqcio x
20
, oto oiuotqu o>-1/4 aou opictui, civui auvtu uotu0c cve
to x
30
civui uotu0c oto oiuotqu o>0 kui ouvcae cuotu0c oto oiuotqu 1/4<o<0. Apu
kui oto oqcio 0 couc uuq tq cuotu0ciu kui to oqcio o=o
*
=0 aopci vu
upuktqpiotci caioq e oqcio oiukuoeoq. To oiupuu oiukuoeocev (aupouoiuctui
oto oqu 2u oto oaoio tu cuotu0q oqciu aupouoiuovtui c cvtovq puq) apokuatci
tciku uao tov keoiku

x10= x. EqPoint1; x20=x.EqPoint2; x30= x. EqPoint3;
gr1= Plotx10,a,-2,0, DisplayFunction- Identity;
gr2= p2= Plotx10,a,0,4,PlotStyle-Thickness0.01, DisplayFunction-Identity;
gr3= Plotx20,a,-14,4, DisplayFunction-Identity;
gr4= Plotx30,a,-14,0,PlotStyle-Thickness0.01, DisplayFunction-Identity;
gr5= Plotx30,a,0,4, DisplayFunction-Identity;
Showgr1,gr2,gr3,gr4,gr5, Frame-True, FrameLabel- "a","Xo",Axes- False,
DisplayFunction- $DisplayFunction



(u) ()

Lqo 5. Aiupuutu oiukuoeoq iu to ouotqu u) uvuutikq apoocioq ) upi0qtikq
apoocioq.
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 35

) Api0qtikq apoocioq
Ltqv acpiateoq aou q ouvuptqoq f aupouoiuci aouaokotqtu aou ocv u caitpcaci vu
apoepqoouc otqv uvuuoq aou acpipuuc aupuauve, totc apoepouc otqv
upi0qtikq uvuuoq tev oqciev iooppoaiu ukoou0evtu tqv aupukute oiuoikuoiu.
1. Opiouc cvu oiuotqu tiev [ o
min
,o
max
] tq aupuctpou o tou ouotquto kui cvu qu
Ao kui cctouc to ouotqu iu ku0c oukckpicvq tiq tq aupuctpou
o=o
min
+nAoso
max
, n=1,2,.. .
2. Iiu ku0c o piokouc upi0qtiku tu oqciu iooppoaiu c tqv NSolve q tqv
FindRoot. Lqcievouc oti q FindRoot (c0ooo Newton-Raphson) caiotpcci iu
ovo piu uvuou c tqv upikq tiq aou tq oivouc. 1toi apcaci q FindRoot vu
cktccotci iu upikc tic aou piokovtui kovtu oti pic eotc vu cvtoaiotouv oc oi
uoci. Ltqv acpiateoq tq solve 0u apcaci vu uaoppiatouc ti iuoikc uoci aou
apokuatouv.
3. Iiu ti apuutikc pic x
0
aou pc0qkuv aupuauve uaooiouc tov ociktq cuotu0ciu
k kui kutuepouc to oqcio (o,x
0
) uvuou tqv cuotu0ciu tou oc iu iotu (a tqv L1 iu
tu cuotu0q kui tqv L2 iu tu uotu0q).
4. Eauvuuuvouc tqv oiuoikuoiu 2 kui 3 iu oc ti oiukpitc tic tq aupuctpou o
kui ocoiuouc tu oqciu tq iotu L1 kui L2.
1vu aupuociu tq aupuauve oiuoikuoiu oivctui c to aupukute apopuu, to
uaotccou tou oaoiou aupouoiuctui oto oqu 2.

Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 36


3.5. dootk toyoxo

Lto oiooiuotuto epo uocev tev ouotqutev tq opq (21) oi uoikc tpoic
uaotcouv kuauc tq opq F(x,y)=otu0., uvoitc q kciotc. Iiu tu ouotqutu tou
cvo u0ou ccu0cpiu, aou cctuc ouuto to kcuuio, q ocoq aou acpipuci ti
uoikc kuauc oto uoiko caiacoo (x,p)civui to ookqpeu tq cvcpciu

2
0
1
( , ) ( )
2
E x p p V x E = + =
To uoiko oiupuu, oiaov, aopci vu apokuci e cvu ouvoo ioo-cvcpciukev
(ioootu0ikev) kuauev kui vu ocoiuotci ucou c tqv cvtoq tou MATHEMATICA :
ContourPlot[E(x,p),{x,x
min
,x
max
},{p,p
min
,p
max
},ContourShadingFalse]
Mc tqv tccutuiu aupuctpo tq cvtoq ocv ivctui peutioo tev acpioev tou
oiupuuto uu apokuatouv ovo oi ioootu0ikc kuauc. To MATHEMATICA
caicci uutoutu tov upi0o ioootu0ikev kuauev aou 0u ocoiuoci. Maopouc vu
uuouc uutov tov upi0o oc N kuauc c tq pqoq otqv cvtoq tq ioiotqtu
Contours N

+Biffurcation Diagram +
Clear"Global`+"
amin = -2; amax = 4; da = 0.1; +Interval of study amin<a<amax, da=Step+
fx_, a_ := x^3 + x^2-a +x; +System function+
kx_, a_ := EvaluateDfx, a, x ;+Stability index+
a = amin
ll1 = ; +list for storing a,x0 data for stable points k<0+
ll2 = ; +list for storing a,x0 data for unstable points k>0+
Whilea < amax,

a = a+ da;
X0 = NSolvefx, a = 0, x;
n = LengthX0;
Fori = 1, is n, i= i + 1,
x0 = x . X0i;
stability = 1;
IfImx0 = 0, stability= kx0, a;
Ifstability < 0, AppendToll1, a, x0, AppendToll2, a, x0;

plot1 = ListPlotll1, PlotJoined- False, PlotStyle-> PointSize0.02,

Frame - True, DisplayFunction - Identity;
plot2 = ListPlotll2, PlotJoined- False, PlotStyle-> PointSize0.015,
Frame - True, DisplayFunction - Identity;
Showplot1, plot2, Axes- False, FrameLabel - "a", "Xo",
DisplayFunction - $DisplayFunction
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 37
Eaioq uv q ocoiuoq ocv civui ikuvoaoiqtikq e apo ti catocpcic tou oiupuuto,
caicouc acpioootcpu oqciu ocoiuoq c tqv ioiotqtu PlotPoints.
Hoooociyno 3.6
1ote to ouotqu c ouvuptqoq ouvuq
2
1
2
f x x = + . To ouvuiko kui to ookqpeu
cvcpciu 0u civui
In[1]:= f[x_]
1
2
xx^2;
V[x_]
_
f[x]x
Plot[V[x],{x,2,3}, AxesLabel {"x","V"}]
Energy[x_, p_]
1
2
p^2V[x]

To uoiko oiupuu 0u civui
In[5]:= ContourPlot[Energy[x, p],{x,1.5,3},{p,2,2},ContourShading False,
Contours 12, PlotPoints 100, FrameLabel {"x","p"}]

-1 0 1 2 3
x
-2
-1
0
1
2
p

Tu oqciu iooppoaiu uaotcouv covecvu oqciu auve otov uovu tev 0cocev x.
Oae qoq uvucpuc otq apoqoucvq aupupuo, oi uoikc kuauc kovtu otu oqciu
iooppoaiu 0u couv tq opq uutq tev oqutev 1u q 1. Eioikotcpu oi uouatetc
cu0cic tev uotu0ev oqciev, ukputcpu uao uutc ti acpioc, ouvciouv oc kuauc
kui ovouovtui cvoxo0c kui ooxo0c noonxqxc . Lc kuaoic acpiateoci oi
aouaotqtc uutc aopci vu cvevovtui ouu oqutiovtu ti toetoxtkc ootkc
konc. Autc epiouv to epo uocev oc oiuopctikc acpioc aou oc ku0c iu oi
tpoic couv oiuopctiku aoiotiku upuktqpiotiku.
Lto aupuauve uoiko oiupuu ocv toviovtui tu uoiku upuktqpiotiku tou
oiupuuto kovtu otu oqciu iooppoaiu. Auto ocictui oto covo oti tu cvcpciuku
caiacou aou caccc to MATHEMATICA ocv acpiuuvouv ti cvcpcic tev oqciev
iooppoaiu. Eivui apouvc kui uao to oiupuu tou ouvuikou oti couc ouo ukpotutu,
oquoq ouo oqciu iooppoaiu. Autu civui tu
In[6]:= eqpoints NSolve[f[x] 0,x];
x01 x/.eqpoints[[1]]
x02 x/.eqpoints[[2]]

Out[7]= 0.366025
Out[8]= 1.36603

kui uvtiotoiouv oc cvcpciu
-2 -1 1 2 3
x
-2
-1.5
-1
-0.5
0.5
1
V
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 38
In[9]:= E1 Energy[x01,0]
E2 Energy[x02,0]

Out[9]= 0.0996794
Out[10]= 0.766346

Iiu vu ocoiuoouc kuutcpu cvu oiupuu, eotc vu ouacpiuouc tu oqciu
iooppoaiu ku0e kui ou tu cioq tpoiev oto uoiko oiupuu, caicouc ti
ioocvcpciukc kuauc aou apokcitui vu ocoiuotouv . Eaioq aopouc vu ocoiuoouc
kui to oiuvuoutiko acoio eotc vu uivctui kui q opu tq poq.
In[26]:= vf PlotVectorField]]p,
1
2
xx^2),{x,1.5,3},{p, 2,2};
ph ContourPlot[Energy[x, p],{x,1.5,3}, {p,2,2},ContourShading False,
Contours {E1, E20.001, 0.6,0.2,0, 0.5, 1,2},PlotPoints500, FrameLabel{"x","p"}];
Show[vf, ph, Frame True, FrameLabel {"x", "p"}]

-1 0 1 2 3
x
-2
-1
0
1
2
p

H cvcpciu
1
=0.0996794, aou uvtiotoici oto uotu0c oqcio iooppoaiu, u oivci tqv
oiuepiotikq kuauq tou oiupuuto q oaoiu epici to epo uocev oc tpci acpioc
(A, B kui I). Lti acpioc B kui I couc uvoitc tpoic. H oiuopu tev ouo acpioev
civui e apo tu opiu tq kivqoq. Ltqv acpioq B oi uoikc kuauc ocivouv oti q
kivqoq cpctui uao tu upiotcpu, acpvuci apetu to uotu0c oqcio iooppoaiu, ctu to
cuotu0c kui caiotpcci. Avti0ctu otqv acpioq I oi tpoic cpovtui uao tu upiotcpu kui
caiotpcouv apiv tuoouv oto uotu0c oqcio iooppoaiu. H acpioq A uaotccitui uao
kciotc uoikc kuauc, oquoq acpiooikc tpoic aou cciooovtui upe uao to
cuotu0c oqcio iooppoaiu aou uvtiotoici otqv cvcpciu
2
=-0.766346. Ltqv cvtoq
ContourPlot pqoioaoiqouc tqv tiq
2
+0.001, oquoq aou kovtu oto oqcio
iooppoaiu eotc vu aupouc cvu ikpo kuko upe uao uuto.

3.6. Mq yotkc xoovxeoct kot cvcycto
Oi acpiooikc tpoic otqv acpioq A tou aupuociuto 3.6 uvtiotoiouv oc q puikc
tuuvteoci kui couv acpiooo aou cuptutui uao tqv cvcpciu, oquoq T=T(E). Iiu ku0c
cvcpciu E
2
<E<E
1
aopouc vu uaooioouc tqv acpiooo cupoovtu tov tuao (27) kui
ctoi vu apoooiopioouc tqv ocoq T=T(E) c cvu puqu. H oiuoikuoiu acpipuctui oto
aupukute aupuociu
Hoooociyno 3.7
Ocepouc oti o aupukute keoiku acpiuuvci tou uaooioou tou aupuociuto 3.6.
Opiouc tq ouvuptqoq acpiooou
In[2]:= T[E0_, xmin_, xmax_] := 2+ NIntegrate[(2+(E0- V[x]))^(-1/2), {x, xmin, xmax}]

A
B
I
Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 39
kui ti aoootqtc aou opiouv to qu tq cvcpciu (de), tqv upikq tiq cvcpciu
(energy), tq iotu iu tqv uao0qkcuoq tev ocoocvev (E,T).
In[11]:= = 10^(-10);
de= (E1- E2)/100; (+ 100 poto otgv v+o+)
energy= E2+100 ; (+ o_+ v+o - uotoe ogo +oooro +)
data= {}; (+ X+oto +o tgv oroeuog 55ovuv (E0,T) +)

H ikpq aoootqtu A tq pqoioaoiouc iu vu uaououc apoqutu otou
uaooioou tq ouvuptqoq acpiooou T[E0,xmin,xmax] oe tq piu kui tou
aupuvouotq tq aupuotuoq. 1toi ckivuc c tiq cvcpciu q oaoiu civui io
cuutcpq uao tqv cvcpciu E
2
tou cuotu0ou oqciou iooppoaiu (kutu 100A) iuti
ukpie oto oqcio iooppoaiu q NIntegrate ocv oukivci. Eaioq tq pqoioaoiouc
kui otqv uacipootq cieoq tou oiuotquto tev opiev tq kivqoq iu vu uaououc
tuev upvqtiko uaopio otov tuao tq acpiooou.
Ektcouc oiaov iu cauvuqatikq oiuoikuoiu kutu tqv oaoiu
Yaooiouc tu opiu tq acputecvq kivqoq iu tqv tpcouou tiq cvcpciu
energy , aou oivovtui uao tqv ocutcpq kui tpitq piu tq cioeoq tev opiev.
Yaooiouc tqv acpiooo period kui caiouvuatouc tu cuq (energy,
period) otq iotu ocoocvev
Auuvouc tqv cvcpciu kutu cvu qu de

In[22]:= For[i= 1,is 99,i++,
xinterval= NSolve[energy- V[x] =0,x];
xmin= x/.xinterval[[2]]; xmax=x/.xinterval[[3]];
period= T[energy,xmin+, xmax-] ; AppendTo[data,{energy, period}];
energy= energy+de;
];
ListPlot[data,PlotJoined- True, Frame- True, PlotRange -{4,8}, FrameLabel-{"E", "T"}];


-0.6 -0.4 -0.2 0
E
4.5
5
5.5
6
6.5
7
7.5
8
T

Kovtu oto cuotu0c oqcio iooppoaiu (upq tou oiupuuto) q puikq apoocioq
u oivci iu tqv acpiooo tqv tiq
In[27]:= k2= D[f[x], x] /. x- x02; (+ stability index +)
Tper= 2+Pi
_--------
-k2 (+ period +)
Out[27]= 4.77419




Kc. 7 - Aiokoi:o ocvoniko oco:pno:o - Aacikovioci

I. Bocyio:p,2/10/2010 40

ALKHLEIL

1. Iiu to ouotqu
4 3
2 1 x x x x
u) pcitc kui ocoiuotc to ouvuiko
) pcitc tu oqciu iooppoaiu, tqv cuotu0ciu tou kui tqv cvcpciu otqv oaoiu
uvtiotoiouv.
) Lcoiuotc to uoiko oiupuu

2. Lcoiuotc to uoiko oiupuu tou ouotquto c ouvuptqoq ouvuq tqv
3 2
f x x x ,

3. Iiu to ouotqu c ouvuptqoq ouvuq tqv
3 2
f x ax x , oaou o apuutikq
otu0cpu, apoooiopiotc uvuutiku tu oqciu iooppoaiu, tqv cuotu0ciu tou ku0e kui tu
oqciu oiukuoeoq. Lcoiuotc to oiupuu oiukuoeocev

4. Bpcitc upi0qtiku tu oqciu iooppoaiu tou ouotquto c ouvuptqoq ouvuq tqv
2
1
log f a x
x
, x>0, c to a oto oiuotqu tiev (0.1, 10).

5. Iiu to ouotqu c ouvuiko
2
sin V x x u) Nu pc0ci to oqcio iooppoaiu kui q
cvcpciu tou E
0
) vu pc0ci q acpiooo tq tpoiu c cvcpciu E=2 ) Nu ivci to
oiupuu (E,T) iu E
0
<E<30


6. Iiu to ouotqu
3
3 2
x x
x pcitc to oiuotqu cvcpciu (tqv cuiotq kui tq ciotq
cvcpciu) cou oto oaoio aopouc vu couc kciotc tpoic. Lcoiuotc to x=x(t) iu ti
tpoic c upikq tuutqtu p
0
=0 kui cvcpciu E
0
=0.1.

7. Iiu to ouotqu
2
1
2 x
x
, 0cepouc tq tpoiu c upikc ouv0qkc x
0
=1 kui p
0
=1.
Lcoiuotc tu x=x(t) kui ( ) x x t uutq tq tpoiu ku0e kui tqv uoikq kuauq. Lc aoic
tic tou x q aupuauve tpoiu cci qocvikq tuutqtu kui iu aoiu tiq tou x q tuutqtu
ivctui ciotq.

8. To ouotqu
2
1 ( ) x Log x cci cvu cuotu0c kui cvu uotu0c oqcio iooppoaiu.
u) Bpcitc c puikq apoocioq tqv acpiooo tev tpoiev kovtu oto cuotu0c oqcio
iooppoaiu
) Lc aoio oqcio x=x* (ckto tou uotu0ou oqciou iooppoaiu) q oiuepiotikq kuauq
tcvci tov uovu x .
) Lcoiuotc tq povikq cciq x=x(t) tq tpoiu c upikc ouv0qkc x(0)=x*, p(0)=0 (iu
t>0 kui iu t<0)