Problem 1 — 丘成桐大学生数学竞赛 2025(分析与微分方程)
求解微分方程
$$r^3 R'''(r) + 2r^2 R''(r) - r R'(r) + R(r) = 2025, \quad r > 1$$
满足边界条件
$$R(1) = 2025, \quad R'(1) = 0, \quad R''(1) = 1.$$
这是一个 Cauchy-Euler 方程 (变系数线性 ODE),其一般形式为
$$a_n x^n y^{(n)} + a_{n-1} x^{n-1} y^{(n-1)} + \cdots + a_1 x y' + a_0 y = f(x).$$
标准解法:对齐次方程作代换 $R = r^m$ ,化为常系数特征方程。
令 $R = r^m$ ,则
$$R' = m r^{m-1}, \quad R'' = m(m-1) r^{m-2}, \quad R''' = m(m-1)(m-2) r^{m-3}.$$
代入齐次方程 $r^3 R''' + 2r^2 R'' - r R' + R = 0$ :
$$m(m-1)(m-2) + 2m(m-1) - m + 1 = 0.$$
展开:
$$m^3 - 3m^2 + 2m + 2m^2 - 2m - m + 1 = m^3 - m^2 - m + 1 = 0.$$
因式分解:
$$m^3 - m^2 - m + 1 = m^2(m-1) - (m-1) = (m-1)(m^2 - 1) = (m-1)(m-1)(m+1) = (m-1)^2(m+1) = 0.$$
故特征根为 $m = 1$ (二重根)和 $m = -1$ (单根)。
$m = 1$ (二重根)贡献 $C_1 r + C_2 r \ln r$
$m = -1$ (单根)贡献 $C_3 r^{-1}$
$$R_h(r) = C_1 r + C_2 r \ln r + C_3 r^{-1}.$$
右端为常数 $2025$ 。设特解 $R_p = A$ (常数),代入方程:
$$r^3 \cdot 0 + 2r^2 \cdot 0 - r \cdot 0 + A = A = 2025.$$
故 $R_p = 2025$ 。
$$R(r) = C_1 r + C_2 r \ln r + C_3 r^{-1} + 2025.$$
计算各阶导数:
$$R'(r) = C_1 + C_2(1 + \ln r) - C_3 r^{-2},$$
$$R''(r) = \frac{C_2}{r} + 2C_3 r^{-3}.$$
代入 $r = 1$ :
条件 1 :$R(1) = C_1 + C_3 + 2025 = 2025$,故
$$C_1 + C_3 = 0. \tag{i}$$
条件 2 :$R'(1) = C_1 + C_2 - C_3 = 0$,故
$$C_1 + C_2 - C_3 = 0. \tag{ii}$$
条件 3 :$R''(1) = C_2 + 2C_3 = 1$,故
$$C_2 + 2C_3 = 1. \tag{iii}$$
解方程组:
由 (i):$C_1 = -C_3$
代入 (ii):$-C_3 + C_2 - C_3 = 0$,即 $C_2 = 2C_3$
代入 (iii):$2C_3 + 2C_3 = 1$,即 $C_3 = \dfrac{1}{4}$
回代得:
$$C_3 = \frac{1}{4}, \quad C_2 = \frac{1}{2}, \quad C_1 = -\frac{1}{4}.$$
$$\boxed{R(r) = -\frac{r}{4} + \frac{r \ln r}{2} + \frac{1}{4r} + 2025, \quad r \geq 1.}$$
验证 ODE :将 $R(r) = -\dfrac{r}{4} + \dfrac{r \ln r}{2} + \dfrac{1}{4r} + 2025$ 代入:
项
计算
$r^3 R'''$
$r^3\left(-\dfrac{1}{2r^2} - \dfrac{3}{2r^4}\right) = -\dfrac{r}{2} - \dfrac{3}{2r}$
$2r^2 R''$
$2r^2\left(\dfrac{1}{2r} + \dfrac{1}{2r^3}\right) = r + \dfrac{1}{r}$
$-rR'$
$-r\left(\dfrac{1}{4} + \dfrac{\ln r}{2} - \dfrac{1}{4r^2}\right) = -\dfrac{r}{4} - \dfrac{r\ln r}{2} + \dfrac{1}{4r}$
$R$
$-\dfrac{r}{4} + \dfrac{r\ln r}{2} + \dfrac{1}{4r} + 2025$
求和:
$r$ 的系数:$-\dfrac{1}{2} + 1 - \dfrac{1}{4} - \dfrac{1}{4} = 0$ ✓
$r\ln r$ 的系数:$-\dfrac{1}{2} + \dfrac{1}{2} = 0$ ✓
$r^{-1}$ 的系数:$-\dfrac{3}{2} + 1 + \dfrac{1}{4} + \dfrac{1}{4} = 0$ ✓
常数项:$2025$ ✓
验证边界条件 :
$R(1) = -\dfrac{1}{4} + 0 + \dfrac{1}{4} + 2025 = 2025$ ✓
$R'(1) = \dfrac{1}{4} + 0 - \dfrac{1}{4} = 0$ ✓
$R''(1) = \dfrac{1}{2} + \dfrac{1}{2} = 1$ ✓