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Αριθμητική Ανάλυση-Αργύρης Δελής
Αριθμητική Ανάλυση-Αργύρης Δελής
Αριθμητική Ανάλυση-Αργύρης Δελής
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1:
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: x
x ( ),
= |x x
|
=
, 4 ...
|x
x|
|x| ,
x 6= 0.
6
x;
, 4 ...
x;
()
x, . xn x n .
xn+1 xn.
|xn+1 xn|
=
|xn+1|
(%) : 100
, 4 ...
:
-
, 4 ...
:
-
:
: 0,1,2 . . . 9
z
}|
{ z
}|
{
x = (aN aN 1 a0 . a1a2 an)10 =
N
X
ak 10k
k=n
:
:
, 4 ...
PN () = aN N + + a1 + a0
Qn() = an n + a1 1.
8
:
2
: 0, 1, . . . 1
PN
z
}|{ z
}| {
x = (aN aN 1 a0 . a1a2 an) = k=n ak k
, 4 ...
:
2
: 0, 1, . . . 1
PN
z
}|{ z
}| {
x = (aN aN 1 a0 . a1a2 an) = k=n ak k
: = 2
(101.11)2 = 1 22 + 0 21 + 1 2 + 1 21 + 1 22 = (5.75)10
, 4 ...
:
2
: 0, 1, . . . 1
PN
z
}|{ z
}| {
x = (aN aN 1 a0 . a1a2 an) = k=n ak k
: = 2
(101.11)2 = 1 22 + 0 21 + 1 2 + 1 21 + 1 22 = (5.75)10
: = 8
(53473)8 = 5 84 + 3 83 + 4 82 + 7 81 + 3 80 = (22331)10
, 4 ...
:
2
: 0, 1, . . . 1
PN
z
}|{ z
}| {
x = (aN aN 1 a0 . a1a2 an) = k=n ak k
: = 2
(101.11)2 = 1 22 + 0 21 + 1 2 + 1 21 + 1 22 = (5.75)10
: = 8
(53473)8 = 5 84 + 3 83 + 4 82 + 7 81 + 3 80 = (22331)10
1
2
, 4 ...
(x) (x)10
(x)10 = PN ()
= aN N + + a1 + a0
= a0 + (a1 + (a2 + (a3 + + (aN 1 + aN ) ))
Horner
(x)10 = aN
i = N 1, . . . , 0
(x)10 = ai + (x)10
, 4 ...
10
(x) (x)10
(x)10 = PN ()
= aN N + + a1 + a0
= a0 + (a1 + (a2 + (a3 + + (aN 1 + aN ) ))
Horner
(x)10 = aN
i = N 1, . . . , 0
(x)10 = ai + (x)10
(x) (x)10
(0.11)2 = 1 21 + 1 22 = 21 + 14 = (0.75)10
, 4 ...
10
(x)10 (x) ( )
369
= (46)10 a0 = 1
8
46
= (5)10
8
5<8
a1 = 6
a2 = 5
(369)10 = (561)8
, 4 ...
11
(x)10 (x)
(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2
, 4 ...
12
(x)10 (x)
(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2
2x = 0.744 a1 = 0 1 = 0.744
, 4 ...
12
(x)10 (x)
(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2
2x = 0.744 a1 = 0 1 = 0.744
21 = 1.488 a2 = 1 2 = 0.488
, 4 ...
12
(x)10 (x)
(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2
2x = 0.744 a1 = 0 1 = 0.744
21 = 1.488 a2 = 1 2 = 0.488
22 = 0.976 a3 = 0 3 = 0.976
, 4 ...
12
(x)10 (x)
(x)10 = (.a1a2a3 . . .) = a1 1 + a2 2 +
x = (a1.a2a3 . . .) = a1 + a2 1 +
(.a2a3 . . .) = a2 + a3 1 +
: (x)10 = (0.372)10 = (.a1a2 . . .)2
2x = 0.744 a1 = 0 1 = 0.744
21
= 1.488 a2 = 1 2 = 0.488
22
= 0.976 a3 = 0 3 = 0.976
23
= 1.952 a4 = 1 4 = 0.952
(0.371)10 = (.01011 . . .)2
, 4 ...
12
-
x 6= 0
x = (0.d1d2d3 . . .) e,
d1 6= 0
0 di 1,
, 4 ...
i = 2, 3,
13
-
x 6= 0
x = (0.d1d2d3 . . .) e,
d1 6= 0
0 di 1,
i = 2, 3,
, 4 ...
13
-
x 6= 0
x = (0.d1d2d3 . . .) e,
d1 6= 0
0 di 1,
i = 2, 3,
, 4 ...
13
-
x 6= 0
x = (0.d1d2d3 . . .) e,
d1 6= 0
0 di 1,
i = 2, 3,
13
, 4 ...
(x 6= 0)
z
}|
{
x = (0.d1d2d3 . . . dt) e = f (t) e,
d1 6= 0
(floating point).
, 4 ...
(x 6= 0)
z
}|
{
x = (0.d1d2d3 . . . dt) e = f (t) e,
d1 6= 0
(floating point).
M (, t, L, U )
(precision) t = ()
f (mantissa).
, U , , L, (exponent) e Z, .
L e U L ' U .
S
e
M M (, t, L, U ) = { x = f (t) } {0}
, 4 ...
, 4 ...
M (, t, L, U )
, t, L, U M
(6= 0) .
1 L
min {|x |} = (0.10 0) = = L1
xM
max{|x |} =
xM
0.( 1)( 1) ( 1) U
t
X
( 1) U
=
k
k=1
t1
t
X
X
1
1 U
1 U
=
= 1 t
k
k
k=0
, 4 ...
k=1
M (, t, L, U )
e , (e)x ,
( ) M .
x = f e x
= f e
(e)
1 e
e
e
x = |x x
| = |f f | = (.0 01) = t = t e
, 4 ...
M (, t, L, U )
e , (e)x ,
( ) M .
x = f e x
= f e
(e)
1 e
e
e
x = |x x
| = |f f | = (.0 01) = t = t e
() M
, e.
M (2, 4, 1, 3) :
(2)
1 2 1
x2 = (0.0001)2 = 4 2 = ,
2
4
, 4 ...
(3)
1 3 1
x2 = (0.0001)2 = 4 2 =
2
2
3
M (, t, L, U )
.
, 4 ...
M (, t, L, U )
.
, t, mantissa f ,
,
, e,
.
, 4 ...
M (, t, L, U )
.
, t, mantissa f ,
,
, e,
.
, e, e
2( 1) t1.
M
2(U L + 1)( 1) t1.
, 4 ...
M (, t, L, U )
.
, t, mantissa f ,
,
, e,
.
, e, e
2( 1) t1.
M
2(U L + 1)( 1) t1.
M
R (
0.1 L ).
, 4 ...
M (, t, L, U )
x R
(underflow)
, 4 ...
M (, t, L, U )
x R
(underflow)
x R
|x| > max{|x |}
xM
(overflow)
, 4 ...
M (, t, L, U )
x R
(underflow)
x R
|x| > max{|x |}
xM
(overflow)
, 4 ...
, 4 ...
, 4 ...
M M (2, 3, 1, 2)
.
, 4 ...
M M (2, 3, 1, 2)
.
M
x = f e = (0.1d2d3)2 2e,
0 di 1, i = 2, 3
() M (0.100)2 21 = 14 .
e f
0.100,
0.101,
0.110,
0.111
e = 1, 0, 1, 2 M :
, 4 ...
. . .. . .
, 0 .
, 4 ...
. . .. . .
(1/4, 0)
(1/4, 0).
, .
.
, 4 ...
10
M (, t, L, U )
x = (0.d1d2d3 . . . dtdt+1 ) k = q k .
() t,
.
: M x;
, 4 ...
11
M (, t, L, U )
x = (0.d1d2d3 . . . dtdt+1 ) k = q k .
() t,
.
: M x;
x
/ M
fl(x) M . .
|x f l(x)| |x y|,
, 4 ...
y M
11
M (, t, L, U )
x = (0.d1d2d3 . . . dtdt+1 ) k = q k .
() t,
.
: M x;
x
/ M
fl(x) M . .
|x f l(x)| |x y|,
y M
x0, x00,
x, :
, 4 ...
11
() x0
dt+1 x,
.
x0 = (0.d1d2d3 . . . dt) k ,
() x00
(0.00 . . . 01) = t t
x, .
12
. . . . . .
() :
1 0
1 kt
00
|x x | = |x f l(x)| |x x | = ,
2
2
0
1
0.d1 q < 1,
, 4 ...
()
() |x| = q k k1
13
. . . . . .
() :
1 0
1 kt
00
|x x | = |x f l(x)| |x x | = ,
2
2
0
1
0.d1 q < 1,
()
() |x| = q k k1
x M
|x|
2 |x|
2
(1)
(1) .
() .
, 4 ...
13
. . . . . .
(rounding) f l(x)
x
t x .
, 4 ...
14
. . . . . .
(rounding) f l(x)
x
t x .
(chopping) x
, x0 (. .
).
|f l(x) x|
1t
|x|
, 4 ...
(2)
14
. . . . . .
(rounding) f l(x)
x
t x .
(chopping) x
, x0 (. .
).
|f l(x) x|
1t
|x|
(2)
= 10 t = 5 x = (.a1a2a3a4a5a6 )10k ,
, 4 ...
14
|f l(x) x|
u,
|x|
(
u=
1 1t
2
1t
u =
, 4 ...
15
|f l(x) x|
u,
|x|
(
u=
1 1t
2
1t
u =
f l(x) x
= = f l(x) = x(1 + ), = (x), || u << 1
x
f l(x) x.
, 4 ...
15
|f l(x) x|
u,
|x|
(
u=
1 1t
2
1t
u =
f l(x) x
= = f l(x) = x(1 + ), = (x), || u << 1
x
f l(x) x.
,
,
.
, 4 ...
15
x R f l(x) M (, t, L, U )
x 7
, 4 ...
H/Y(u,M)
7 f l(x)
16
x R f l(x) M (, t, L, U )
x 7
H/Y(u,M)
7 f l(x)
? , ,
? {+, , , }
, 4 ...
16
x R f l(x) M (, t, L, U )
x 7
H/Y(u,M)
7 f l(x)
? , ,
? {+, , , }
x, y R f l(x), f l(y) M (, t, L, U )
x ? y 7
H/Y(u,M)
7 z f l f l(x) ? f l(y)
|z x ? y|
=|
|x ? y|
, 4 ...
f l f l(x) ? f l(y) x ? y|
|x ? y|
16
M (10, 5, 10, 10) x, y R
, 4 ...
17
M (10, 5, 10, 10) x, y R
10
z = f l f l(x) + f l(y) = 0.58913 104 ( /)
, 4 ...
17
M (10, 5, 10, 10) x, y R
10
z = f l f l(x) + f l(y) = 0.58913 104 ( /)
, 4 ...
17
M (10, 5, 10, 10) x, y R
10
z = f l f l(x) + f l(y) = 0.58913 104 ( /)
a = 1, b = 3 105, c = 3 105
(a + b) + c = 1!
a + (b + c) = 1.0001
, 4 ...
17
M (10, 5, 10, 10)
x = 4 105(x M )
, 4 ...
18
M (10, 5, 10, 10)
x = 4 105(x M )
!!!
, 4 ...
18
M (10, 5, 10, 10)
x = 4 105(x M )
!!!
, 4 ...
18
eps 1
1 + eps > 1
eps 12 eps
, 4 ...
19
eps 1
1 + eps > 1
eps 12 eps
, 4 ...
19
eps 1
1 + eps > 1
eps 12 eps
, 4 ...
19
, 4 ...
xy 7
H/Y(u,M)
7 z f l f l(x)f l(y)
|z xy|
3u + 4u2
|xy|
u << 1 u2 << u
(
).
, 4 ...
xy 7
H/Y(u,M)
7 z f l f l(x)f l(y)
|z xy|
3u + 4u2
|xy|
u << 1 u2 << u
(
).
|z x/y|
z = fl
3u.
f l(y)
|x/y|
f l(x)
, 4 ...
-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)
|x + y|
|x + y|
, 4 ...
-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)
|x + y|
|x + y|
x, y |x + y| = |x| + |y|
2u, . .
, 4 ...
-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)
|x + y|
|x + y|
x, y |x + y| = |x| + |y|
2u, . .
x, y x y
2u (|x|+|y|)
||x||y|| .
, 4 ...
-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)
|x + y|
|x + y|
x, y |x + y| = |x| + |y|
2u, . .
x, y x y
2u (|x|+|y|)
||x||y|| .
: x = 451852000 y = 45185100
x + y = 1000
, 4 ...
-
|z (x + y)| 2u(|x| + |y|)
z = f l f l(x) + f l(y)
|x + y|
|x + y|
x, y |x + y| = |x| + |y|
2u, . .
x, y x y
2u (|x|+|y|)
||x||y|| .
: x = 451852000 y = 45185100
x + y = 1000
: x = .45142708 y = .45115944
x + y = .26764 103
, 4 ...
: x = .45142708 y = .45115944
x + y = .26764 103
M (10, 5, 10, 10) :
|z (x + y)|
| | =
= 88 104
|x + y|
.451
=
.
,
,
().
, 4 ...
: x = .45142708 y = .45115944
x + y = .26764 103
M (10, 5, 10, 10) :
|z (x + y)|
| | =
= 88 104
|x + y|
.451
=
.
,
,
().
z x :
, 4 ...
|| = |x z| 21 10d z x d ()
| | = |x z|/|x| 5 10k z x k ()
, 4 ...
|| = |x z| 21 10d z x d ()
| | = |x z|/|x| 5 10k z x k ()
: x = 0.028254 z = 0.028271
, 4 ...
|| = |x z| 21 10d z x d ()
| | = |x z|/|x| 5 10k z x k ()
: x = 0.028254 z = 0.028271
, 4 ...
|| = |x z| 21 10d z x d ()
| | = |x z|/|x| 5 10k z x k ()
: x = 0.028254 z = 0.028271
, 4 ...
|| = |x z| 21 10d z x d ()
| | = |x z|/|x| 5 10k z x k ()
: x = 0.028254 z = 0.028271
:
.
: M (10, 10, L, U )
z=
7892 = 0.8883692926 102
7892 7891
z = 0.5628470000 102
, 4 ...
:
.
: M (10, 10, L, U )
z=
7892 7891
z = 0.5628470000 102
xy
y=
x y
z = 0.56284768294 102
, 4 ...
, 4 ...
Sn = 1 +
n
X
k=1
, 4 ...
1
k2 + k
Sn = 1 +
n
X
k=1
1
1
=2
( )
2
k +k
n+1
, 4 ...
Sn = 1 +
n
X
k=1
1
1
=2
( )
2
k +k
n+1
(
S0 = 1,
1
Sk = Sk1 + k(k+1)
,
, 4 ...
k = 1, 2 . . . , n
Sn = 1 +
n
X
k=1
1
1
=2
( )
2
k +k
n+1
(
S0 = 1,
1
Sk = Sk1 + k(k+1)
,
, 4 ...
k = 1, 2 . . . , n
S0 =
1
n(n+1) ,
1
Sk = Sk1 + (nk)(nk+1)
,
S = S
n
n1 + 1
, 4 ...
k = 1, . . . , n 1,
S0 =
1
n(n+1) ,
1
Sk = Sk1 + (nk)(nk+1)
,
S = S
n
n1 + 1
k = 1, . . . , n 1,
M (10, 10, L, U )
n
99
999
9999
1
1.990000003
1.999000003
1.999899972
2
1.9900000000
1.999000000
1.999900000
2 1;
, 4 ...
sN =
s 1 = a1 ,
sk = sk1 + ak ,
PN
i=1 ai
k = 2, 3, . . . , N
ai M
s1 = a1,
sk = f l(
sk1 + ak ) = (
sk1 + ak )(1 + k ),
|k | u
|
sN sN |
N
u =: N u
|sN |
|sN |
= |s2| + |s3| + + |sN | ( )
N = ()
.
, 4 ...
sN =
s 1 = a1 ,
sk = sk1 + ak ,
PN
i=1 ai
k = 2, 3, . . . , N
ai M
s1 = a1,
sk = f l(
sk1 + ak ) = (
sk1 + ak )(1 + k ),
|k | u
|
sN sN |
N
u =: N u
|sN |
|sN |
= |s2| + |s3| + + |sN | ( )
N = ()
.
1 N n
( !)
2 N 21 log n
( ).
, 4 ...
ai ;
sk >> sN (
) N >>.
, 4 ...
ai ;
sk >> sN (
) N >>.
: ex x >> 1
sN
N 1
x2
x
=1x+
+ (1)N 1
2!
(N 1)!
sN ex, N x,
N . .....
, 4 ...
ai ;
sk >> sN (
) N >>.
: ex x >> 1
sN
N 1
x2
x
=1x+
+ (1)N 1
2!
(N 1)!
sN ex, N x,
N . .....
x = 100 e100 0, s2 = 99, s3 = 4901, s4 = 161766.
, 4 ...
ai ;
sk >> sN (
) N >>.
: ex x >> 1
sN
N 1
x2
x
=1x+
+ (1)N 1
2!
(N 1)!
sN ex, N x,
N . .....
x = 100 e100 0, s2 = 99, s3 = 4901, s4 = 161766.
M (10, 5, L, U ) N = 25 x = 5.5
:
()
.
.
(
) () .
, 4 ...
10
:
()
.
.
(
) () .
, 4 ...
10
: ex Taylor
sN
x2
=1x+
2!
, 4 ...
11
: ex Taylor
sN
x2
=1x+
2!
.
,
1
1
sN = x =
x2
e
1 + x + 2! +
.
, 4 ...
11
: ex Taylor
sN
x2
=1x+
2!
.
,
1
1
sN = x =
x2
e
1 + x + 2! +
.
ex, x
ex = em+f
z }|y {
= (em)ef =(e1+f /m)m,
m = , 0 f < 1,
y [0, 2).
, 4 ...
11
Z
In =
xnex1dx,
n = 1, 2, 3 . . .
, 4 ...
12
Z
In =
xnex1dx,
n = 1, 2, 3 . . .
In > 0 n 1,
In+1 < In
, 4 ...
1
n+1
(0,1)
In 0, n
12
:
1
xnex1dx,
In =
n = 1, 2, 3 . . .
In > 0 n 1,
In+1 < In
1:
(
I1 =
1
n+1
(0,1)
In 0, n
1
e
In = 1 nIn1,
n = 2, 3, . . .
2:
(
Im,
m > n ( )
In1 = (1 In)/n,
n = m, . . . k
I9
M (10, 6, L, U ) :
, 4 ...
12
n 1()
1
2
3
..
9
.367879
.264242
.207274
..
-.068480
n
2()
(m =)20
.00000
19
18
..
=9
.05000
.05000
..
.0916123
1, m, .
, n
, 4 ...
13
n 1()
1
2
3
..
9
.367879
.264242
.207274
..
-.068480
n
2()
(m =)20
.00000
19
18
..
=9
.05000
.05000
..
.0916123
1, m, .
, n
1: n = (1)n1n!1, ()
1 4.4 107 9 = 9!1 0.16
1
1
1
2: k = (1)mk k+1
k+2
m m
, 4 ...
()
13
()
.
, 4 ...
14
()
.
:
, .
.
, 4 ...
14
()
.
:
, .
.
() .
, 4 ...
14
()
.
:
, .
.
() .
(
Ax = b, A Rnn).
, 4 ...
14
: () (x 2)6 ,
x = 2 ( 6).
(x 2)6 = 106
, 4 ...
15
: () (x 2)6 ,
x = 2 ( 6).
(x 2)6 = 106
1 2ik/6
xk = 2 + e
,
10
k = 0, 1, 2, . . . , 5
106 101
(|xk 2| = 1/10).
, 4 ...
15
, 4 ...
16
;
Ariane 5. 4 1996
().
40 .
.
500,000,000.
Intel Pentium Bug. 30 1994
...
Pentium.
. 20
6 .
10,000,000.
Patriot. 25 1991,
Patriot
Scud 28 ...
100. Patriot .
, 4 ...
16
/ EURO.
/
1 . French National Council for the
Consumer
supermarkets 500,000 EUR.
ROSAT. 1991
- Manchester
.
, ,
.
.
4 3
.
( 3000 ).
20 . 25 1983,
524.811. 3
. 1098.892 .
. 5 1992
Schleswig - Holstein .
, 4 ...
17
5% .
5% 4.97%.
.
.
, 4 ...
18
, 4 ...
. 2:
f (x) = 0
f (x) x.
, 4 ...
. 2:
f (x) = 0
f (x) x.
(.. 4.)
, 4 ...
.
x? f (x?) = 0.
[a, b] ()
x?.
,
.
, 4 ...
.
x? f (x?) = 0.
[a, b] ()
x?.
,
.
I R
C(I) I ,
C(I) = {f |f : I R, f }
C n(I) = {f |f C(I) : f
, 4 ...
n I}
2
Bolzano
: f (x) C[a, b] f (a) f (b) < 0
x? (a, b) f (x?) = 0.
, 4 ...
Bolzano
: f (x) C[a, b] f (a) f (b) < 0
x? (a, b) f (x?) = 0.
[a, b]
x?, .
, ,
()
x1, x2, . . .
{xn}, n = 0, 1, 2 . . . x?.
x?
.
, 4 ...
(. f (x) C[a, b]
f (a)f (b) < 0) (a, b) () .
[a, b]
, x? (a0, c0)
a1 = a0 b1 = c0, [a1, b1]
.
, 4 ...
[a0, b0], [a1, b1], . . . , [an, bn]
a0 a1 a2 . . . b0
b0 b1 b2 . . . a0
f (an) f (bn) 0,
n = 0, 1, 2, . . .
1
bn an = (bn1 an1)
2
{an} , .
{bn} , .
b0 a0 b a
bn an =
= n
n
2
2
, 4 ...
. . . . . .
x? = lim bn = lim an
n
[f (x?)]2 0
., x? f .
, 4 ...
. . . . . .
x? = lim bn = lim an
n
[f (x?)]2 0
., x? f .
[an, bn],
xn x? [an, bn] .,
an + bn
xn = cn =
2
, 4 ...
ba
|x xn| n .
2
?
, 4 ...
( )
(1)
ba
|x xn| n .
2
?
( )
(1)
|x? xn|
(1) n
ba
n
2
, 4 ...
h log(b a) log 2 i
log 2
8
n [an, bn]
x? f (x) = 0.
( ).
f (x)
.
(b a)/2n
.
f (x) (
)
[a, b]
, 4 ...
, 4 ...
10
f (x) [a, b] f (a)f (b) < 0
d=ba
1 d d/2
|d| , a, b x? [a, b]
c = (a + b)/2, f (c)
a, b, c, d, f (c)
f (c) = 0 ( |f (c)| < ) c x?
, 4 ...
11
f (x) [a, b] f (a)f (b) < 0
d=ba
1 d d/2
|d| , a, b x? [a, b]
c = (a + b)/2, f (c)
a, b, c, d, f (c)
f (c) = 0 ( |f (c)| < ) c x?
, 4 ...
11
:
1. |f (c)| <
2. |d|
3. |f (c)| < |d| .
, 4 ...
12
()
|f (c)| <
= 12 10k ( ).
c
< f (c) < , f (c) = 0.
= x?.
, 4 ...
13
()
|d|
, c
< d < , |xn+1 xn| .
, 4 ...
14
()
|d|
, c
< d < , |xn+1 xn| .
|xn+1 xn|
,
|xn+1|
, 4 ...
xn+1 6= 0
14
,
c f (c) .
u
. , t
, 21 10t+2.
xn |xn+1 xn| 0,
, 4 ...
15
,
c f (c) .
u
. , t
, 21 10t+2.
xn |xn+1 xn| 0,
|f (c)| <
, 4 ...
|d|
15
i = 1, Nmax
d=ba
1 d d/2
|d| , a, b x? [a, b]
c = a + (b a)/2, f (c)
a, b, c, d, f (c)
f (c) = 0 ( |f (c)| < ) c x?
ii+1
1
, 4 ...
16
, 4 ...
17
f (x) = x3 2x 5 = 0, [2, 3] 1 (;)
x? = 2.0945524815423.
a = 2, b = 3, = 106
:
n
c(= xn)
f (c)
1
2
3
4
5
...
18
19
2.0000000
2.0000000
2.0000000
2.0000000
2.0625000
...
2.0945511
2.0945511
2.0945511
3.0000000
2.5000000
2.2500000
2.1250000
2.1250000
...
2.0945587
2.0945549
2.0945530
2.5000000
. 2.2500000
2.1250000
2.0625000
1.0937500
...
2.0945549
2.0945530
2.0945520
0.5000000
0.2500000
0.1250000
0.0625000
0.0312500
...
0.0000038
0.0000019
5.6250000
1.8906250
0.3457031
-0.3513184
-0.0089417
...
0.0000381
0.0000167
19
, 4 ...
18
ba
|x xn| n
2
?
n
< 105.
ba
5
5
10 n >
16.6
n
2
log10 2
., n = 17
, 4 ...
19
, 4 ...
20
3 106 [1, 2]
.
, 4 ...
21
3 106 [1, 2]
.
x = 3 x2 = 3 x2 3 = 0 = f (x)
?
f (1) = 2 f (2) = 1 x =
3 [1, 2].
ba
| 3 xn| n 106 2n > 106
2
ln 10
n>6
20 .
ln 2
, 4 ...
21
(Regular Falsi)
,
c
.
., f (x) C[a, b]
f (a)f (b) < 0.
x?, ,
x0 (a, f (a))
(b, f (b)) x
, 4 ...
22
a0 = a, b0 = b
(a0, f (a0)) (b0, f (b0))
(2)
23
(2) y = 0 x = x0
b0 a0
a0f (b0) b0f (a0)
x0 = b0 f (b0)
=
f (b0) f (a0)
f (b0) f (a0)
f (a0) f (b0) < 0 0
x0 .
, 4 ...
n = 0, 1, 2 . . .
24
(2) y = 0 x = x0
b0 a0
a0f (b0) b0f (a0)
x0 = b0 f (b0)
=
f (b0) f (a0)
f (b0) f (a0)
f (a0) f (b0) < 0 0
x0 .
n = 0, 1, 2 . . .
, 4 ...
24
i = 1, Nmax
1d=ba
|d| , a, b x? [a, b]
af (b)bf (a)
c = f (b)f (a) , f (c)
a, b, c, d, f (c)
f (c) = 0 ( |f (c)| < ) c x?
ii+1
1
, 4 ...
25
, 4 ...
26
( ) ()
.
?
1: {xn}
n=0 x .
c p
|xn+1 x?|
lim
= c 6= 0
n |xn x?|p
{xn}
n=0 p (),
( ) c.
p = 1 = c < 1.
n >> n = xn x?
|n+1| c|n|p
( : )
, 4 ...
27
... ...
2: {xn}
n=0 ()
, C < 1
n >>
() p > 1, C > 0
n N
p = 2, 3 .
, 4 ...
28
... ...
2: {xn}
n=0 ()
, C < 1
n >>
() p > 1, C > 0
n N
p = 2, 3 .
:
|xn+1 x?| 1
lim
=
?
n |xn x |
2
, 4 ...
28
, 4 ...
( ) ()
.
?
1: {xn}
n=0 x .
c p
|xn+1 x?|
lim
= c 6= 0
n |xn x?|p
{xn}
n=0 p (),
( ) c.
p = 1 = c < 1.
n >> n = xn x?
|n+1| c|n|p
( : )
, 4 ...
... ...
2: {xn}
n=0 ()
, C < 1
n >>
() p > 1, C > 0
n N
p = 2, 3 .
, 4 ...
... ...
2: {xn}
n=0 ()
, C < 1
n >>
() p > 1, C > 0
n N
p = 2, 3 .
:
|xn+1 x?| 1
lim
=
?
n |xn x |
2
, 4 ...
-
f (x) = 0 x = (x)
.
, 4 ...
-
f (x) = 0 x = (x)
.
:
: x? (x)
(fixed point) x? = (x?).
x? = (x?) f (x?) = 0 x? f (x).
, 4 ...
-
f (x) = 0 x = (x)
.
:
: x? (x)
(fixed point) x? = (x?).
x? = (x?) f (x?) = 0 x? f (x).
x0 {xn}
n=0 ..
xn = (xn1),
n = 0, 1, 2,
limn xn = x? f (x).
(x) : x? = lim xn = lim (xn1) = (lim xn1) = (x?)
, 4 ...
: ( )
g : [a, b] [a, b] (. ,
g([a, b]) [a, b]) [a, b] () .
, 4 ...
: ( )
g : [a, b] [a, b] (. ,
g([a, b]) [a, b]) [a, b] () .
, 4 ...
. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
, 4 ...
. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
, 4 ...
. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
, 4 ...
. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
, 4 ...
. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
(0) = 1 (1) = 1/2 [0, 1].
, 4 ...
. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
(0) = 1 (1) = 1/2 [0, 1].
0(x) = ln 2 2x < 0, () .
, 4 ...
. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
(0) = 1 (1) = 1/2 [0, 1].
0(x) = ln 2 2x < 0, () .
([0, 1]) = [ 21 , 1] [0, 1] &
[0, 1].
, 4 ...
. . . . . .
: g(x) = 2x2 () g : [1, 1] [0, 2].
g([1, 1]) [1, 1]) g(0) = 0 g(1/2) = 1/2.
0 1/2 g(x).
: (x) = 2x () [0, 1];
: . [0, 1].
([0, 1]) [0, 1]);
(0) = 1 (1) = 1/2 [0, 1].
0(x) = ln 2 2x < 0, () .
([0, 1]) = [ 21 , 1] [0, 1] &
[0, 1].
.
, 4 ...
. . . . . .
: : [a, b] R
Lipschitz, L 0 ..
, 4 ...
x, y [a, b].
. . . . . .
: : [a, b] R
Lipschitz, L 0 ..
x, y [a, b].
, 4 ...
. . . . . .
: : [a, b] R
Lipschitz, L 0 ..
x, y [a, b].
L = max |0(x)|
axb
, 4 ...
. . . . . .
: : [a, b] R
Lipschitz, L 0 ..
x, y [a, b].
L = max |0(x)|
axb
....
, 4 ...
Banach
: : [a, b] [a, b] L(< 1).
[a, b] , .
, 4 ...
Banach
: : [a, b] [a, b] L(< 1).
[a, b] , .
, 4 ...
Banach
: : [a, b] [a, b] L(< 1).
[a, b] , .
x?
x0 [a, b]
xn = (xn1), n = 1, 2, . . .
, 4 ...
x?
x0 [a, b]
xn = (xn1), n = 1, 2, . . .
xn x?
, 4 ...
x?
x0 [a, b]
xn = (xn1), n = 1, 2, . . .
xn x?
, 4 ...
: xn = (xn1) (x) = 2x
x? [0, 1];
, 4 ...
: xn = (xn1) (x) = 2x
x? [0, 1];
(x) = 2x [0, 1]
([0, 1] [0, 1],
0x1
, 4 ...
: xn = (xn1) (x) = 2x
x? [0, 1];
(x) = 2x [0, 1]
([0, 1] [0, 1],
0x1
, 4 ...
, 4 ...
10
, 4 ...
10
(2) = 2 + 1/4
, 4 ...
10
(2) = 2 + 1/4
, 4 ...
x [2, 3]
10
(2) = 2 + 1/4
x [2, 3]
( 00(x))
1
| (x)| = | 2/x |
x [2, 3] ()
4
0
(x) = .
x0 [2, 3] x? [2, 3]
, 4 ...
10
f (x) = x2 x 2 2 -1.
x? = 2 .
, 4 ...
11
f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)
, 4 ...
11
f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)
2
() (x) = x 2
() (x) = 2 + x
() (x) = 1 + 2/x
, 4 ...
() (x) = x
x2x2
,m
m
6= 0
11
f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)
2
() (x) = x 2
() (x) = 2 + x
() (x) = 1 + 2/x
() (x) = x
x2x2
,m
m
6= 0
, 4 ...
11
f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)
2
() (x) = x 2
() (x) = 2 + x
() (x) = x
() (x) = 1 + 2/x
x2x2
,m
m
6= 0
1
%
(x) =
2 2+x
0
x > 0 (x) > 0 0 (x) 1/ 8 < 1 ()
()
, 4 ...
11
f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)
2
() (x) = x 2
() (x) = 2 + x
() (x) = x
() (x) = 1 + 2/x
x2x2
,m
m
6= 0
1
%
(x) =
2 2+x
0
x > 0 (x) > 0 0 (x) 1/ 8 < 1 ()
, 4 ...
11
f (x) = x2 x 2 2 -1.
x? = 2 .
f (x) = 0 x = (x)
2
() (x) = x 2
() (x) = 2 + x
() (x) = x
() (x) = 1 + 2/x
x2x2
,m
m
6= 0
1
%
(x) =
2 2+x
0
x > 0 (x) > 0 0 (x) 1/ 8 < 1 ()
xn+1 = 2 + xn x? = 2.
, 4 ...
11
x0 = 0 [0, k],
xn+1 =
2 + xn ,
k 2,
n = 1, 2, . . .
x1 =
x2 =
x3 =
x4 =
x5 =
..
2 = 1.41421
2 + x1 = 3.41421 1.
2 + x2 = 3.84776 1.96157
2 + x3 = 3.96157 1.99037
2 + x4 = 3.99037 1.99759
..
x? = 2.
, 4 ...
12
:
(, );
, 4 ...
13
:
(, );
;
.
, 4 ...
13
:
(, );
;
.
13
(6)
L<1
{xn}
, 4 ...
14
(6)
L<1
{xn}
.
.
n [xn, x?], ..
, 4 ...
14
(6)
L<1
{xn}
.
.
n [xn, x?], ..
|n+1|
|xn+1 x?|
0 ?
lim
= lim
=
(x )
n |n|
n |xn x?|
14
, 4 ...
15
, 4 ...
16
, 4 ...
16
1
g(x) = 0
f (x)
, 4 ...
16
1
g(x) = 0
f (x)
xn+1 = (xn)
f (xn)
xn+1 = xn 0
f (xn)
, 4 ...
16
L
|xn+1 x |
,
1L
?
: xn
n = N ..
|xN +1 xN | <
, 4 ...
17
x0 (x)
1 n = 1, Nmax
xn (xn1)
|xn xn1| , xn, N = n, x? = xn
nn+1
1
, 4 ...
18
, 4 ...
Newton-Raphson (NR)
.
(
)
, 4 ...
1 ?
0 = f (x ) = f (xn) + (x xn)f (xn) + (x xn)2f 00(),
2
?
xn x?.
, 4 ...
1 ?
0 = f (x ) = f (xn) + (x xn)f (xn) + (x xn)2f 00(),
2
?
xn x?.
, 4 ...
1 ?
0 = f (x ) = f (xn) + (x xn)f (xn) + (x xn)2f 00(),
2
?
xn x?.
f (xn)
0 f (xn) + (x xn)f (xn) x = xn 0
f (xn)
?
, 4 ...
1 ?
0 = f (x ) = f (xn) + (x xn)f (xn) + (x xn)2f 00(),
2
?
xn x?.
f (xn)
0 f (xn) + (x xn)f (xn) x = xn 0
f (xn)
?
NR
f (xn)
xn+1 = xn 0
,
f (xn)
, 4 ...
n = 0, 1, 2, . . .
f (xn, f (xn))
f (xn)
x = xn 0
f (xn)
, 4 ...
(x ) = 0 < 1
0
2
(f (x))
, 4 ...
(x ) = 0 < 1
0
2
(f (x))
, xn n = N ..
|xN +1 xN | <
|x? xn+1|
.
, 4 ...
: f (x) = x3 2x 5 = 0
x? = 2.09455148 . . .. = 5 106
(. ),
, 4 ...
: f (x) = x3 2x 5 = 0
x? = 2.09455148 . . .. = 5 106
(. ),
x0 = 2 N = 7,
, 4 ...
: f (x) = x3 2x 5 = 0
x? = 2.09455148 . . .. = 5 106
(. ),
x0 = 2 N = 7,
( )
x0
, 4 ...
NR
: x? f (x)
f (x) C[x? d, x? d], d > 0. I
x?, .. x0 I {xn}
NR x?.
|n+1|
|xn+1 x?|
|f 00(x?)|
lim
= lim
=
=M
2
?
2
0
?
n |n|
n |xn x |
2|f (x )|
(1)
. . ( f 00(x?) 6= 0
.)
, 4 ...
NR
: x? f (x)
f (x) C[x? d, x? d], d > 0. I
x?, .. x0 I {xn}
NR x?.
|n+1|
|xn+1 x?|
|f 00(x?)|
lim
= lim
=
=M
2
?
2
0
?
n |n|
n |xn x |
2|f (x )|
(1)
. . ( f 00(x?) 6= 0
.)
x0
(9)
M 2n
21
22
2n
|n+1|
|M n+1| |M n| |M n1| |M 0|
1
lim |n+1| 0 |M 0| < 1 I |x? x0| < M
, 4 ...
NR
: x? f (x)
f (x) C[x? d, x? d], d > 0. I
x?, .. x0 I {xn}
NR x?.
|n+1|
|xn+1 x?|
|f 00(x?)|
lim
= lim
=
=M
2
?
2
0
?
n |n|
n |xn x |
2|f (x )|
(1)
. . ( f 00(x?) 6= 0
.)
x0
(9)
M 2n
21
22
2n
|n+1|
|M n+1| |M n| |M n1| |M 0|
1
lim |n+1| 0 |M 0| < 1 I |x? x0| < M
x0 M , M x0
x? NR .
, 4 ...
NR
, 4 ...
f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .
, 4 ...
f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .
, 4 ...
f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .
.
: f (x) = x2 x? = 0 ,
1
x2n
= xn
xn+1 = xn
2xn 2
, 4 ...
xn+1 x? 1
=
( )
?
xn x
2
f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .
.
: f (x) = x2 x? = 0 ,
1
x2n
= xn
xn+1 = xn
2xn 2
xn+1 x? 1
=
( )
?
xn x
2
, 4 ...
f (,
) NR.
: f C 2[a, ] f 0(x) > 0, f 00(x) > 0 x a
f (a) < 0. 1 [a, ]. x0 a
NR .
.
: f (x) = x2 x? = 0 ,
1
x2n
= xn
xn+1 = xn
2xn 2
xn+1 x? 1
=
( )
?
xn x
2
;
x?.
, 4 ...
m
: x? m f (x)
f (x) = (x x?)mh(x) x 6= x?, limxx? h(x) 6= 0.
, 4 ...
m
: x? m f (x)
f (x) = (x x?)mh(x) x 6= x?, limxx? h(x) 6= 0.
: x? f (x) C m[a, b] m
, 4 ...
f (m)(x?) 6= 0
m
: x? m f (x)
f (x) = (x x?)mh(x) x 6= x?, limxx? h(x) 6= 0.
: x? f (x) C m[a, b] m
f (m)(x?) 6= 0
xn+1 x?
1
lim
=1
?
n xn x
m
. m 6= 1 .
, 4 ...
NR m
f (xn)
xn+1 = xn m 0
,
f (xn)
n = 0, 1, 2, . . .
x0 p = 2. ()
, 4 ...
10
NR m
f (xn)
xn+1 = xn m 0
,
f (xn)
n = 0, 1, 2, . . .
x0 p = 2. ()
NR m 1
f (xn)f 0(xn)
xn+1 = xn 0
,
2
00
[f (xn)] f (xn)f (xn)
n = 0, 1, 2, . . .
x0 p = 2
,
f 00(xn). ()
, 4 ...
10
NR
: :
(1) f (x) C 2[a, b]
(2) f (a) f (b) < 0
(3) f 0(x) 6= 0
(4) f 00(x) [a, b]
(5) c [a, b] |f 0(x)|
| ff0(c)
(c) | b a,
x0 [a, b] NR
x? f (x) [a, b].
, 4 ...
11
, 4 ...
12
, 4 ...
13
, 4 ...
13
, 4 ...
13
, 4 ...
13
13
. NR c x0 > 0.
, 4 ...
14
. NR c x0 > 0.
. :
(1) (2) [a, b]
0<a<
c<b
(3) (4)
f 0(x) = 2x 6= 0, f 00(x) = 2 > 0 x [a, b].
, 4 ...
14
. NR c x0 > 0.
. :
(1) (2) [a, b]
0<a<
c<b
(3) (4)
f 0(x) = 2x 6= 0, f 00(x) = 2 > 0 x [a, b].
, (5) ( |f 0(a)| < |f 0(b)|)
f (a)
c a2
| 0 |=
ba
f (a)
2a
b > 12 (a + ac ).
NR
, 4 ...
c x 0 > 0.
14
. NR k c x0 > 0
3
x0 8.
, 4 ...
15
. NR k c x0 > 0
3
x0 8.
17 x0 = 4
x1 = 4.12
x2 = 4.123106
x3 = 4.1231056256177
x4 = 4.123105625617660549821409856
x4 28 .
.
, 4 ...
15
. NR k c x0 > 0
3
x0 8.
17 x0 = 4
x1 = 4.12
x2 = 4.123106
x3 = 4.1231056256177
x4 = 4.123105625617660549821409856
x4 28 .
.
(100 .).
, 4 ...
15
, 4 ...
: 1/c .
NR c > 0 1/c.
1/e x0 = 0.3 = 106.
, 4 ...
: 1/c .
NR c > 0 1/c.
1/e x0 = 0.3 = 106.
NR-
f (xn)
xn+1 = xn
,
g
n = 0, 1, 2, . . .
, 4 ...
NR ,
x0 x? f 0(x).
NR f 0(xn) n. f
.
.
.
, 4 ...
NR ,
x0 x? f 0(x).
NR f 0(xn) n. f
.
.
.
() f 0(xn)
f (xn) f (xn1)
f (xn)
xn xn1
0
.
, 4 ...
f C[a, b] x1, x0
f (xn)(xn xn1)
xn+1 = xn
,
f (xn) f (xn1)
, 4 ...
n = 0, 1, 2, . . .
f C[a, b] x1, x0
f (xn)(xn xn1)
xn+1 = xn
,
f (xn) f (xn1)
, 4 ...
n = 0, 1, 2, . . .
p = (1 + 5)/2 1.62.
, 4 ...
p = (1 + 5)/2 1.62.
f f 0.
x1, x0 .
f 0 NR
f (xn) . (
f 0
f
.)
NR .
, 4 ...
NR
:
xy = z 2 + 1
xyz + y 2 = x2 + 2
ex + z = ey + 3
X = [x, y, z]T;
, 4 ...
NR
:
xy = z 2 + 1
xyz + y 2 = x2 + 2
ex + z = ey + 3
X = [x, y, z]T;
f1(x1, x2, . . . , xN ) = 0
f2(x1, x2, . . . , xN ) = 0
..
..
..
fN (x1, x2, . . . , xN ) = 0
, 4 ...
NR
2 - [x?1 , x?2 ]T
f1(x1, x2) = 0
f2(x1, x2) = 0
Taylor
f1
f1
?
+ (x2 x2)
+ ...
= 0 = f1(x1, x2) +
x1 )
x1
x2
f2
f2
? ?
?
?
f2(x1 , x2 ) = 0 = f2(x1, x2) + (x1 x1)
+ (x2 x2)
+ ...
x1
x2
f1(x?1 , x?2 )
(x?1
"
J(x1, x2)
J(x1, x2) =
f1
x1
f2
x1
f1
x2
f2
x2
#
.
J(x1, x2)
x?1
x?2
, 4 ...
x1
x2
h1
= J(x1, x2)
h2
f1(x1, x2)
f2(x1, x2)
(1)
h1
h2
= J
, 4 ...
f1(x1, x2)
f2(x1, x2)
= J1F(x1, x2)
(2)
h1
h2
= J
"
, 4 ...
(n+1)
x1
(n+1)
x2
f1(x1, x2)
f2(x1, x2)
#
"
=
(n)
x1
(n)
x2
= J1F(x1, x2)
"
+
(n)
h1
(n)
h2
(2)
h1
h2
= J
"
(n+1)
x1
(n+1)
x2
f1(x1, x2)
f2(x1, x2)
#
"
=
(n)
x1
(n)
x2
= J1F(x1, x2)
"
+
(n)
h1
(n)
h2
(2)
, X(0) NR
(n)
(n)
X(n+1) = X(n) J1
(X
)
F(X
),
n
n = 0, 1, 2, . . .
fi
xj ,
Jn = J(X(n)), Jij =
, 4 ...
h1
h2
= J
"
(n+1)
x1
(n+1)
x2
f1(x1, x2)
f2(x1, x2)
#
"
=
(n)
x1
(n)
x2
= J1F(x1, x2)
"
+
(n)
h1
(n)
h2
(2)
, X(0) NR
(n)
(n)
X(n+1) = X(n) J1
(X
)
F(X
),
n
n = 0, 1, 2, . . .
fi
xj ,
Jn = J(X(n)), Jij =
NR
, 4 ...
NR
J(x, y)
"
#
J=
J
f1
x
f2
x
f1
y
f2
y
1
=
det(J)
, 4 ...
3x 3y
6xy
2
3x 3y
6xy
6xy
3x2 3y 2
6xy
3x2 3y 2
J1
0
1
=
36
0 6
6 0
NR
J(x, y)
"
#
f1
x
f2
x
J=
J
f1
y
f2
y
(1)
=
2/3
5/6
3x 3y
6xy
1
=
det(J)
(1)
3x 3y
6xy
=X
(0)
J1
0
6xy
3x2 3y 2
6xy
3x2 3y 2
F(X
(0)
),
J1
0
F(X
1
=
36
(0)
)=
0 6
6 0
1
2
, 4 ...
, 4 ...
.
{xn} xn = (xn1)
x? .
|xn+1 x?|
lim
= C,
n |xn x?|
0 < C < 1.
{b
xn} , .. n >>
xn+1 x? xn+2 x?
?
?
xn x
xn+1 x
2
2
x
x
x
(x
x
)
n+2
n
n+1
n
n+1
x? = xn
x? =
xn+2 2xn+1 + xn
xn+2 2xn+1 + xn
, 4 ...
.
{xn} xn = (xn1)
x? .
|xn+1 x?|
lim
= C,
n |xn x?|
0 < C < 1.
{b
xn} , .. n >>
xn+1 x? xn+2 x?
?
?
xn x
xn+1 x
2
2
x
x
x
(x
x
)
n+2
n
n+1
n
n+1
x? = xn
x? =
xn+2 2xn+1 + xn
xn+2 2xn+1 + xn
Aitken 2
xn = xn+1 xn ( )
2xn = (xn+1 xn) = xn+1 xn = xn+2 2xn+1 + xn
, 4 ...
-Aitken 2
(xn)2
x
bn = xn 2
xn
{b
xn} x? {xn}.
, 4 ...
10
-Aitken 2
(xn)2
x
bn = xn 2
xn
{b
xn} x? {xn}.
Steffensen
Aitken
, 4 ...
10
-Aitken 2
(xn)2
x
bn = xn 2
xn
{b
xn} x? {xn}.
Steffensen
Aitken
(x) . [a, b].
xn = (xn1) x?,
, 4 ...
10
Steffensen
x0, Nmax, (x)
1 n = 1, Nmax
x1 = (x0)
x2 = (x1)
(x0)2
x
x0 2x
0
|
x x0| , x, N = n, x? = x
x0 x
nn+1
1
, 4 ...
11
, 4 ...
12
, 4 ...
12
k
X
mi = n ..
i=1
12
Muller (1956)
.
Muller
P (x) = a(x x2)2 + b(x x2) + c
(x0, f (x0)), (x1, f (x1)), (x2, f (x2)).
a, b, c P (x0) = f (x0), P (x1) = f (x1),
P (x2) = f (x2) x3 P (x).
, 4 ...
13
Muller: a, b, c
, 4 ...
14
Muller: a, b, c
2c
2c
x3 x2 =
x3 = x2
2
b b 4ac
b + sgn(b) b2 4ac
, 4 ...
14
Muller: a, b, c
2c
2c
x3 x2 =
x3 = x2
2
b b 4ac
b + sgn(b) b2 4ac
x0 = x1
x1 = x2 x2 = x3
, 4 ...
14
Muller
x0, x1, x2, , Nmax.
1 n = 1, Nmax
h1 = x1 x0, h2 = x2 x1
1 = (f (x1) f (x0))/h1
2 = (f (x2) f (x1))/h2;
d = (2 1)/(h2 + h1)
b = p
2 + h2 d
D = b2 4f (x2)d %
|b D| < |b + D|
E = b + D
E = b D
h = 2f (x2)/E
x = x2 + h
|h| < x, N = i, x? = x
x0 x 1 , x 1 x2 x3 x
nn+1
1
, 4 ...
15
: f (x) = ex + 1 ( ,
x? = i) x0 = 1, x1 = 0, x2 = 1.
, 4 ...
16
: f (x) = ex + 1 ( ,
x? = i) x0 = 1, x1 = 0, x2 = 1.
P (x) = a(x + 1)2 + b(x + 1) + c
, 4 ...
16
: f (x) = ex + 1 ( ,
x? = i) x0 = 1, x1 = 0, x2 = 1.
P (x) = a(x + 1)2 + b(x + 1) + c
2c
, 4 ...
16
.... :
, 4 ...
c 0.9952 + 0.3389i
17
, 3 ..., 2008
. 3:
(.. )
{xi} (.. )
f . f
.
, 3 ..., 2008
. 3:
(.. )
{xi} (.. )
f . f
.
, (xi, yi), i = 0, 1, 2, . . . , n,
n + 1 xi y
p(x) ..
p(xi) = f (xi), i = 0, 1, 2, . . . , n.
, 3 ..., 2008
. 3:
(.. )
{xi} (.. )
f . f
.
, (xi, yi), i = 0, 1, 2, . . . , n,
n + 1 xi y
p(x) ..
p(xi) = f (xi), i = 0, 1, 2, . . . , n.
, 3 ..., 2008
()
x
y
x0 x1
y0 y1
xn
yn
n + 1
: pn(x),
n ..
i = 0, 1, 2, . . . , n.
pn(x) ( ).
, 3 ..., 2008
()
x
y
x0 x1
y0 y1
xn
yn
n + 1
: pn(x),
n ..
i = 0, 1, 2, . . . , n.
pn(x) ( ).
, 3 ..., 2008
;
, .
Weierstrass: f C[a, b] > 0
P [a, b] ..
, 3 ..., 2008
;
, .
Weierstrass: f C[a, b] > 0
P [a, b] ..
, 3 ..., 2008
( Lagrange): {xi}n
i=0 R n + 1
{yi}n
i=0 R.
p n ( p Pn) ..
p(xi) = yi, i = 0, 1, . . . , n.
, 3 ..., 2008
( Lagrange): {xi}n
i=0 R n + 1
{yi}n
i=0 R.
p n ( p Pn) ..
p(xi) = yi, i = 0, 1, . . . , n.
: p(x) = a0 + a1x + anxn a0, a1, . . . , an.
p(xi) = yi, i = 0, 1, . . . , n (n + 1)
(n + 1) .
Va=y
1
1
1
:
1
x20
x21
x0
x1
:
:
:
:
xn x2n
xn0
xn1
xnn
a0
a1
a2
:
an
y0
y1
y2
:
yn
(1)
V Vandermonde.
, 3 ..., 2008
( Lagrange): {xi}n
i=0 R n + 1
{yi}n
i=0 R.
p n ( p Pn) ..
p(xi) = yi, i = 0, 1, . . . , n.
: p(x) = a0 + a1x + anxn a0, a1, . . . , an.
p(xi) = yi, i = 0, 1, . . . , n (n + 1)
(n + 1) .
Va=y
1
1
1
:
1
x20
x21
x0
x1
:
:
:
:
xn x2n
xn0
xn1
xnn
a0
a1
a2
:
an
y0
y1
y2
:
yn
(1)
V Vandermonde.
(1) (;)
, 3 ..., 2008
Lagrange
x0, x1, . . . , xn
n Li(x)
Li(xj ) = ij =
, 3 ..., 2008
1 i=j
0 i=
6 j
Lagrange
x0, x1, . . . , xn
n Li(x)
Li(xj ) = ij =
1 i=j
0 i=
6 j
L0, . . . , Ln Lagrange
, 3 ..., 2008
Lagrange
n n
p(x) =
n
X
yiLi(x) ( Lagrange)
i=0
, 3 ..., 2008
Lagrange
n n
p(x) =
n
X
yiLi(x) ( Lagrange)
i=0
p(x) =
n
X
f (xi)Li(x) (2)
i=0
p(x) (2) n,
{xi}n
i=0 f (xk ) x = xk
k = 0, 1, 2, . . . , n.
, 3 ..., 2008
p3(x) 4 .
Lagrange 0 3.
, 3 ..., 2008
: Lagrange
x0 = 1.5, x1 = 0.75, x2 = 0, x3 = 0.75, x4 = 1.5
f (x) = tan(x).
, 3 ..., 2008
: Lagrange
x0 = 1.5, x1 = 0.75, x2 = 0, x3 = 0.75, x4 = 1.5
f (x) = tan(x).
f (x0) = 14.1014, f (x1) = 0.931596, f (x2) =
0, f (x3) = 0.931596, f (x0) = 14.1014.
, 3 ..., 2008
: Lagrange
x0 = 1.5, x1 = 0.75, x2 = 0, x3 = 0.75, x4 = 1.5
f (x) = tan(x).
f (x0) = 14.1014, f (x1) = 0.931596, f (x2) =
0, f (x3) = 0.931596, f (x0) = 14.1014.
Lagrange
L0(x) =
L1(x) =
L2(x) =
L3(x) =
L4(x) =
x x1
x 0 x1
x x0
x 1 x0
x x0
x 2 x0
x x0
x 3 x0
x x0
x 4 x0
x x2
x0 x 2
x x2
x1 x 2
x x1
x2 x 1
x x1
x3 x 1
x x1
x4 x 1
, 3 ..., 2008
x x3
x0 x 3
x x3
x1 x 3
x x3
x2 x 3
x x2
x3 x 2
x x2
x4 x 2
x x4
x0 x4
x x4
x1 x4
x x4
x2 x4
x x4
x3 x4
x x3
x4 x3
1
x(2x 3)(4x 3)(4x + 3)
243
8
=
x(2x 3)(2x + 3)(4x 3)
243
3
=
(2x + 3)(4x + 3)(4x 3)(2x 3
243
8
=
x(2x 3)(2x + 3)(4x + 3)
243
1
=
x(2x + 3)(4x 3)(4x + 3)
243
=
. . . . . .
1
p(x) =
f (x0)x(2x 3)(4x 3)(4x + 3)
243
8f (x1)x(2x 3)(2x + 3)(4x 3)
+ 3f (x2)(2x + 3)(4x + 3)(4x 3)(2x 3)
8f (x3)x(2x 3)(2x + 3)(4x + 3)
+ f (x4)x(2x + 3)(4x 3)(4x + 3)
= 4.834848x3 1.477474x.
, 3 ..., 2008
. . . . . .
1
p(x) =
f (x0)x(2x 3)(4x 3)(4x + 3)
243
8f (x1)x(2x 3)(2x + 3)(4x 3)
+ 3f (x2)(2x + 3)(4x + 3)(4x 3)(2x 3)
8f (x3)x(2x 3)(2x + 3)(4x + 3)
+ f (x4)x(2x + 3)(4x 3)(4x + 3)
= 4.834848x3 1.477474x.
, 3 ..., 2008
, 3 ..., 2008
f C n+1[a, b] x0, x1, . . . , xn
. p Pn {xi}n
i=0
x [a, b]
n
Y
1
f (x) p(x) =
f (n+1)() (x xi),
(n + 1)!
i=0
(a, b),
, 3 ..., 2008
f C n+1[a, b] x0, x1, . . . , xn
. p Pn {xi}n
i=0
x [a, b]
n
Y
1
f (x) p(x) =
f (n+1)() (x xi),
(n + 1)!
i=0
(a, b),
n
Y
||f (n+1)||
.
||f (x) p(x)|| max (x xi)
axb
(n + 1)!
i=0
, 3 ..., 2008
: f (x) C 2[a, b]
. px(x)
x = a x = b.
, 3 ..., 2008
: f (x) C 2[a, b]
. px(x)
x = a x = b.
f (b) f (a)
p1(x) = f (a) +
(x a)
ba
, 3 ..., 2008
: f (x) C 2[a, b]
. px(x)
x = a x = b.
f (b) f (a)
p1(x) = f (a) +
(x a)
ba
||f (x) p1(x)||
, 3 ..., 2008
1
max |(x a)(x b)| ||f (2)||
2 axb
: f (x) C 2[a, b]
. px(x)
x = a x = b.
f (b) f (a)
p1(x) = f (a) +
(x a)
ba
||f (x) p1(x)||
=
, 3 ..., 2008
1
max |(x a)(x b)| ||f (2)||
2 axb
(b a)2
max |f 00(x)|
axb
8
: f (x) C 2[a, b]
. px(x)
x = a x = b.
f (b) f (a)
p1(x) = f (a) +
(x a)
ba
||f (x) p1(x)||
=
, 3 ..., 2008
1
max |(x a)(x b)| ||f (2)||
2 axb
(b a)2
max |f 00(x)|
axb
8
:
p2 f (x) = sin(x)
x0 = 0, x1 = /4, x2 = /2
|| sin(x) p2(x)||
, 3 ..., 2008
max x(x )(x ) || sin(3)(x)||
3! 0x 2
4
2
:
p2 f (x) = sin(x)
x0 = 0, x1 = /4, x2 = /2
|| sin(x) p2(x)||
=
max x(x )(x ) || sin(3)(x)||
3! 0x 2
4
2
3
1
3
1 0.031
3! 288
()
, 3 ..., 2008
Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.
, 3 ..., 2008
Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.
, 3 ..., 2008
Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.
(x + 3 )(x 3 )(x 2
9(x + 3 )(x 3 )(x 2
3 )
3 )
=
4 3
(x0 + 3 )(x0 3 )(x0 2
)
3
L1(x) =
2
2
2
(x + 2
)(x
)(x
)
9(x
+
)(x
)(x
3
3
3
3
3
3 )
2
2 =
2 3
(x1 + 3 )(x1 3 )(x1 3 )
L2(x) =
2
(x + 2
9(x + 2
3 )(x + 3 )(x 3 )
3 )(x + 3 )(x 3 )
2
2 =
2 3
(x2 + 3 )(x2 + 3 )(x2 3 )
L3(x) =
(x + 2
)(x
+
)(x
)
9(x
+
)(x
+
)(x
3
3
3
3
3
3)
2
=
4 3
(x3 + 3 )(x3 + 3 )(x3 3 )
, 3 ..., 2008
Lagrange
p(x) =
=
3
3
3
3
L0(x)
L1(x) +
L2(x) +
L3(x)
2
2
2
2
9 3
2
2
2
(x
+
)(x
)(x
2(x
+
)(x
)(x
)
3
8
3
3
3
3
3
3
2
2
2
, 3 ..., 2008
Lagrange
p(x) =
=
3
3
3
3
L0(x)
L1(x) +
L2(x) +
L3(x)
2
2
2
2
9 3
2
2
2
(x
+
)(x
)(x
2(x
+
)(x
)(x
)
3
8
3
3
3
3
3
3
2
2
2
p(x)
, 3 ..., 2008
3
Y
3
Y
1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||
3
3
Y
Y
1
1
|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0
, 3 ..., 2008
3
Y
3
Y
1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||
3
3
Y
Y
1
1
|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0
|sin(x) p(x)| ( )
, 3 ..., 2008
3
Y
3
Y
1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||
3
3
Y
Y
1
1
|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0
|sin(x) p(x)| ( )
0.
, 3 ..., 2008
, 3 ..., 2008
1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x
h = x1 x0 = x2 x1 x0 x x2
1
1
x
||e p2(x)||
max (x x0)(x x1)(x x2)e
3! x[1,1]|
, 3 ..., 2008
1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x
h = x1 x0 = x2 x1 x0 x x2
1
1
x
||e p2(x)||
max (x x0)(x x1)(x x2)e
3! x[1,1]|
x1 = 0, x0 = h, x2 = h
, 3 ..., 2008
1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x
h = x1 x0 = x2 x1 x0 x x2
1
1
x
||e p2(x)||
max (x x0)(x x1)(x x2)e
3! x[1,1]|
x1 = 0, x0 = h, x2 = h
h
w0(x) =
=0
6
, 3 ..., 2008
x = h/ 3
7
(x x )(x x )(x x )
h3
0
1
2
max
= w(h/ 3) =
6
x[1,1]
9 3
3
h
||ex p2(x)|| e 0.174h3
9 3
, 3 ..., 2008
(x x )(x x )(x x )
h3
0
1
2
max
= w(h/ 3) =
6
x[1,1]
9 3
3
h
||ex p2(x)|| e 0.174h3
9 3
k .
h3
1 k
e 10
2
9 3
, 3 ..., 2008
s
r
3 9 3
3 2.87
.
h
k
k
2e10
10
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
, 3 ..., 2008
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
p(x0) = y0
, 3 ..., 2008
a0 = y0
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
p(x0) = y0
p(x1) = y1
, 3 ..., 2008
a0 = y0
y1 a0
a1 =
x1 x0
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
p(x0) = y0
p(x1) = y1
p(x2) = y2
, 3 ..., 2008
a0 = y0
y1 a0
a1 =
x1 x0
y a
.
2
0
a2 =
a1 (x2 x1)
x 2 x0
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
p(x0) = y0
p(x1) = y1
p(x2) = y2
p(x3) = y3
, 3 ..., 2008
a0 = y0
y1 a0
a1 =
x1 x0
y a
.
2
0
a2 =
a1 (x2 x1)
x 2 x0
a3 =
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
, 3 ..., 2008
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
, 3 ..., 2008
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
p(2) = 1/2
, 3 ..., 2008
1
a0 =
2
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
p(2) = 1/2
p(2.5) = 2/5
, 3 ..., 2008
1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
p(2) = 1/2
p(2.5) = 2/5
p(4) = 1/4
, 3 ..., 2008
1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
2/5 1/2
.
1
a2 =
+ 1/5 (1.5) =
2
20
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
p(2) = 1/2
p(2.5) = 2/5
p(4) = 1/4
1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
2/5 1/2
.
1
a2 =
+ 1/5 (1.5) =
2
20
10
( f (x) = 1 + x3)
xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .
, 3 ..., 2008
11
( f (x) = 1 + x3)
xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .
x(x 1)
x(x 1)(x 2)
p3(x) = 1 + 1 x + 6
+6
= 1 + x3
2
6
f (1.5) = p3(1.5) = 4.375.
, 3 ..., 2008
11
( f (x) = 1 + x3)
xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .
x(x 1)
x(x 1)(x 2)
p3(x) = 1 + 1 x + 6
+6
= 1 + x3
2
6
f (1.5) = p3(1.5) = 4.375.
x(x 1)
p2(x) = 1 + 1 x + 6
2
p2(1.5) = 4.75.
, 3 ..., 2008
11
Lagrange
, 3 ..., 2008
12
Lagrange
Lagrange
xn+1
Lagrange Li, .
, 3 ..., 2008
12
Lagrange
Lagrange
xn+1
Lagrange Li, .
an+1,
.
yi.
, 3 ..., 2008
12
Lagrange
Lagrange
xn+1
Lagrange Li, .
an+1,
.
yi.
x (
) Lagrange
ai O(n) Horner (. . 1).
, 3 ..., 2008
12
f C[a, b] x0, x1, . . . , xn [a, b] xi 6= xj , i 6= j .
i
0(x0)(f ) = f (x0)
0
0
(x
)(f
)
..
..
..
, 3 ..., 2008
13
f C[a, b] x0, x1, . . . , xn [a, b] xi 6= xj , i 6= j .
i
0(x0)(f ) = f (x0)
0
0
(x
)(f
)
..
..
..
, 3 ..., 2008
13
() a0, a1, . . . , an
, 3 ..., 2008
i = 0, . . . , n
14
() a0, a1, . . . , an
i = 0, . . . , n
x0 f (x0) &
1(x0, x1)(f ) &
2(x0, x1, x2)(f )
x1 f (x1) %
1(x1, x2)(f ) %
x2
f (x2)
1(x2, x3)(f )
x3
f (x3)
..
..
..
..
, 3 ..., 2008
14
f (x) = x2 4x + 1 x0 = 2, x1 = 3, x2 = 5
.
, 3 ..., 2008
15
f (x) = x2 4x + 1 x0 = 2, x1 = 3, x2 = 5
.
xi f (xi)
2 3
3 2
5 6
, 1(x0, x1).
2 3 &
1
3 2 %
5
1(x1, x2),
, 3 ..., 2008
15
6 (2) 8
(x1, x2) =
= = 4,
53
2
1
1
3 2 &
.
4
5 6%
2(x0, x1, x2)
41 3
2
= = 1,
(x0, x1, x2) =
52 3
2 3
1&
3 2
4%
5
, 3 ..., 2008
6
16
p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f
, 3 ..., 2008
17
p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f
,
1 3/2 0
2
xi
f (xi) = yi 3 13/4 3 5/3
, 3 ..., 2008
17
p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f
,
1 3/2 0
2
xi
f (xi) = yi 3 13/4 3 5/3
(p P3)
:
, 3 ..., 2008
17
3&
1/2 &
3/2 13/4 %
1/3 &
1/6 %
2
5/3 %
3
2/3
, 3 ..., 2008
5/3
18
3&
1/2 &
3/2 13/4 %
1/3 &
1/6 %
2
5/3 %
3
2/3
5/3
a0 = 0(x0)(f ) = 3
a1 = 1(x0, x1)(f ) = 1/2
a2 = 2(x0, x1, x2)(f ) = 1/3
a3 = 3(x0, x1, x2, x3)(f ) = 2
1
1
p3(x) = 3 + (x 1) + (x 1)(x 3/2)2(x 1)(x 3/2)x
2
3
, 3 ..., 2008
18
n
.
n
Y
||f (n+1)||
Qn
xi)
||f (n+1)||
||f (x) p(x)|| ||n+1||
(n + 1)!
n+1 =
i=0(x
[a, b] = [1, 1] xi = 1 + ih
h = n2
(n+1)
n! n+1 ||f (n+1)||
||f
||
n+1
||f (x) p(x)|| h
h
4
(n + 1!)
(n + 1)
, 3 ..., 2008
19
n
.
n
Y
||f (n+1)||
Qn
xi)
||f (n+1)||
||f (x) p(x)|| ||n+1||
(n + 1)!
n+1 =
i=0(x
[a, b] = [1, 1] xi = 1 + ih
h = n2
(n+1)
n! n+1 ||f (n+1)||
||f
||
n+1
||f (x) p(x)|| h
h
4
(n + 1!)
(n + 1)
f C[1, 1]
, 3 ..., 2008
19
1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].
, 3 ..., 2008
20
1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].
, 3 ..., 2008
20
1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].
( Runge)
n
, 3 ..., 2008
20
xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n
, 3 ..., 2008
21
xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n
, 3 ..., 2008
21
xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n
Chebyshev Tn+1
x [1, 1]
n .
, 3 ..., 2008
21
Runge Chebyshev
f=
1
1+25x2
n = 17
n = 17 Chebyshev
, 3 ..., 2008
22
Runge Chebyshev
, 3 ..., 2008
23
Runge Chebyshev
:
Faber (1914)
xni [1, 1] f C[1, 1], .. pn
f xn0, . . . , xnn,
, 3 ..., 2008
23
Runge Chebyshev
:
Faber (1914)
xni [1, 1] f C[1, 1], .. pn
f xn0, . . . , xnn,
. Faber
n
.
, 3 ..., 2008
23
, 3 ..., 2008
f C n+1[a, b] x0, x1, . . . , xn
. p Pn {xi}n
i=0
x [a, b]
n
Y
1
f (x) p(x) =
f (n+1)() (x xi),
(n + 1)!
i=0
(a, b),
, 3 ..., 2008
f C n+1[a, b] x0, x1, . . . , xn
. p Pn {xi}n
i=0
x [a, b]
n
Y
1
f (x) p(x) =
f (n+1)() (x xi),
(n + 1)!
i=0
(a, b),
n
Y
||f (n+1)||
.
||f (x) p(x)|| max (x xi)
axb
(n + 1)!
i=0
, 3 ..., 2008
: f (x) C 2[a, b]
. px(x)
x = a x = b.
, 3 ..., 2008
: f (x) C 2[a, b]
. px(x)
x = a x = b.
f (b) f (a)
p1(x) = f (a) +
(x a)
ba
, 3 ..., 2008
: f (x) C 2[a, b]
. px(x)
x = a x = b.
f (b) f (a)
p1(x) = f (a) +
(x a)
ba
||f (x) p1(x)||
, 3 ..., 2008
1
max |(x a)(x b)| ||f (2)||
2 axb
: f (x) C 2[a, b]
. px(x)
x = a x = b.
f (b) f (a)
p1(x) = f (a) +
(x a)
ba
||f (x) p1(x)||
=
, 3 ..., 2008
1
max |(x a)(x b)| ||f (2)||
2 axb
(b a)2
max |f 00(x)|
axb
8
: f (x) C 2[a, b]
. px(x)
x = a x = b.
f (b) f (a)
p1(x) = f (a) +
(x a)
ba
||f (x) p1(x)||
=
, 3 ..., 2008
1
max |(x a)(x b)| ||f (2)||
2 axb
(b a)2
max |f 00(x)|
axb
8
:
p2 f (x) = sin(x)
x0 = 0, x1 = /4, x2 = /2
|| sin(x) p2(x)||
, 3 ..., 2008
max x(x )(x ) || sin(3)(x)||
3! 0x 2
4
2
:
p2 f (x) = sin(x)
x0 = 0, x1 = /4, x2 = /2
|| sin(x) p2(x)||
=
max x(x )(x ) || sin(3)(x)||
3! 0x 2
4
2
3
1
3
1 0.031
3! 288
()
, 3 ..., 2008
Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.
, 3 ..., 2008
Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.
, 3 ..., 2008
Lagrange
x0 = 2/3, x1 = /3, x2 = /3, x3 = 2/3 f (x) = sin(x)
[, ], .
.
(x + 3 )(x 3 )(x 2
9(x + 3 )(x 3 )(x 2
3 )
3 )
=
4 3
(x0 + 3 )(x0 3 )(x0 2
)
3
L1(x) =
2
2
2
(x + 2
)(x
)(x
)
9(x
+
)(x
)(x
3
3
3
3
3
3 )
2
2 =
2 3
(x1 + 3 )(x1 3 )(x1 3 )
L2(x) =
2
(x + 2
9(x + 2
3 )(x + 3 )(x 3 )
3 )(x + 3 )(x 3 )
2
2 =
2 3
(x2 + 3 )(x2 + 3 )(x2 3 )
L3(x) =
(x + 2
)(x
+
)(x
)
9(x
+
)(x
+
)(x
3
3
3
3
3
3)
2
=
4 3
(x3 + 3 )(x3 + 3 )(x3 3 )
, 3 ..., 2008
Lagrange
p(x) =
=
3
3
3
3
L0(x)
L1(x) +
L2(x) +
L3(x)
2
2
2
2
9 3
2
2
2
(x
+
)(x
)(x
2(x
+
)(x
)(x
)
3
8
3
3
3
3
3
3
2
2
2
, 3 ..., 2008
Lagrange
p(x) =
=
3
3
3
3
L0(x)
L1(x) +
L2(x) +
L3(x)
2
2
2
2
9 3
2
2
2
(x
+
)(x
)(x
2(x
+
)(x
)(x
)
3
8
3
3
3
3
3
3
2
2
2
p(x)
, 3 ..., 2008
3
Y
3
Y
1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||
3
3
Y
Y
1
1
|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0
, 3 ..., 2008
3
Y
3
Y
1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||
3
3
Y
Y
1
1
|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0
|sin(x) p(x)| ( )
, 3 ..., 2008
3
Y
3
Y
1 (4)
1
f (x) p(x) = f () (x xi) =
sin((x)) (x xi)
4!
24
i=0
i=0
||f (x) p(x)||
3
3
Y
Y
1
1
|| sin(x)|||| (x xi)||
1 max (x xi)
24
24
x[,]
i=0
i=0
|sin(x) p(x)| ( )
0.
, 3 ..., 2008
, 3 ..., 2008
1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x
h = x1 x0 = x2 x1 x0 x x2
1
1
x
||e p2(x)||
max (x x0)(x x1)(x x2)e
3! x[1,1]|
, 3 ..., 2008
1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x
h = x1 x0 = x2 x1 x0 x x2
1
1
x
||e p2(x)||
max (x x0)(x x1)(x x2)e
3! x[1,1]|
x1 = 0, x0 = h, x2 = h
, 3 ..., 2008
1
e p2(x) = (x x0)(x x1)(x x2)e
3!
x
h = x1 x0 = x2 x1 x0 x x2
1
1
x
||e p2(x)||
max (x x0)(x x1)(x x2)e
3! x[1,1]|
x1 = 0, x0 = h, x2 = h
h
w0(x) =
=0
6
, 3 ..., 2008
x = h/ 3
7
(x x )(x x )(x x )
h3
0
1
2
max
= w(h/ 3) =
6
x[1,1]
9 3
3
h
||ex p2(x)|| e 0.174h3
9 3
, 3 ..., 2008
(x x )(x x )(x x )
h3
0
1
2
max
= w(h/ 3) =
6
x[1,1]
9 3
3
h
||ex p2(x)|| e 0.174h3
9 3
k .
h3
1 k
e 10
2
9 3
, 3 ..., 2008
s
r
3 9 3
3 2.87
.
h
k
k
2e10
10
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
, 3 ..., 2008
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
p(x0) = y0
, 3 ..., 2008
a0 = y0
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
p(x0) = y0
p(x1) = y1
, 3 ..., 2008
a0 = y0
y1 a0
a1 =
x1 x0
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
p(x0) = y0
p(x1) = y1
p(x2) = y2
, 3 ..., 2008
a0 = y0
y1 a0
a1 =
x1 x0
y a
.
2
0
a2 =
a1 (x2 x1)
x 2 x0
x0, x1, . . . , xn R
y0, y1, . . . , yn R pn(x) pn(xi) = yi
p(x0) = y0
p(x1) = y1
p(x2) = y2
p(x3) = y3
, 3 ..., 2008
a0 = y0
y1 a0
a1 =
x1 x0
y a
.
2
0
a2 =
a1 (x2 x1)
x 2 x0
a3 =
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
, 3 ..., 2008
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
, 3 ..., 2008
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
p(2) = 1/2
, 3 ..., 2008
1
a0 =
2
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
p(2) = 1/2
p(2.5) = 2/5
, 3 ..., 2008
1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
p(2) = 1/2
p(2.5) = 2/5
p(4) = 1/4
, 3 ..., 2008
1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
2/5 1/2
.
1
a2 =
+ 1/5 (1.5) =
2
20
10
f (x) = 1/x
x0 = 2, x1 = 2.5, x2 = 4.
2
p(2) = 1/2
p(2.5) = 2/5
p(4) = 1/4
1
a0 =
2
2.5 1/2
1
a1 =
=
0.5
5
2/5 1/2
.
1
a2 =
+ 1/5 (1.5) =
2
20
10
( f (x) = 1 + x3)
xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .
, 3 ..., 2008
11
( f (x) = 1 + x3)
xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .
x(x 1)
x(x 1)(x 2)
p3(x) = 1 + 1 x + 6
+6
= 1 + x3
2
6
f (1.5) = p3(1.5) = 4.375.
, 3 ..., 2008
11
( f (x) = 1 + x3)
xi
0 1 2 3
f (xi) = yi 1 2 9 28
4
3 3
f (1.5) .
x(x 1)
x(x 1)(x 2)
p3(x) = 1 + 1 x + 6
+6
= 1 + x3
2
6
f (1.5) = p3(1.5) = 4.375.
x(x 1)
p2(x) = 1 + 1 x + 6
2
p2(1.5) = 4.75.
, 3 ..., 2008
11
Lagrange
, 3 ..., 2008
12
Lagrange
Lagrange
xn+1
Lagrange Li, .
, 3 ..., 2008
12
Lagrange
Lagrange
xn+1
Lagrange Li, .
an+1,
.
yi.
, 3 ..., 2008
12
Lagrange
Lagrange
xn+1
Lagrange Li, .
an+1,
.
yi.
x (
) Lagrange
ai O(n) Horner (. . 1).
, 3 ..., 2008
12
f C[a, b] x0, x1, . . . , xn [a, b] xi 6= xj , i 6= j .
i
0(x0)(f ) = f (x0)
0
0
(x
)(f
)
..
..
..
, 3 ..., 2008
13
f C[a, b] x0, x1, . . . , xn [a, b] xi 6= xj , i 6= j .
i
0(x0)(f ) = f (x0)
0
0
(x
)(f
)
..
..
..
, 3 ..., 2008
13
() a0, a1, . . . , an
, 3 ..., 2008
i = 0, . . . , n
14
() a0, a1, . . . , an
i = 0, . . . , n
x0 f (x0) &
1(x0, x1)(f ) &
2(x0, x1, x2)(f )
x1 f (x1) %
1(x1, x2)(f ) %
x2
f (x2)
1(x2, x3)(f )
x3
f (x3)
..
..
..
..
, 3 ..., 2008
14
f (x) = x2 4x + 1 x0 = 2, x1 = 3, x2 = 5
.
, 3 ..., 2008
15
f (x) = x2 4x + 1 x0 = 2, x1 = 3, x2 = 5
.
xi f (xi)
2 3
3 2
5 6
, 1(x0, x1).
2 3 &
1
3 2 %
5
1(x1, x2),
, 3 ..., 2008
15
6 (2) 8
(x1, x2) =
= = 4,
53
2
1
1
3 2 &
.
4
5 6%
2(x0, x1, x2)
41 3
2
= = 1,
(x0, x1, x2) =
52 3
2 3
1&
3 2
4%
5
, 3 ..., 2008
6
16
p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f
, 3 ..., 2008
17
p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f
,
1 3/2 0
2
xi
f (xi) = yi 3 13/4 3 5/3
, 3 ..., 2008
17
p2(x) = 3 + 1 (x 2) + 1 (x 2)(x 3)
= 1 4x + x2.
( )
f
,
1 3/2 0
2
xi
f (xi) = yi 3 13/4 3 5/3
(p P3)
:
, 3 ..., 2008
17
3&
1/2 &
3/2 13/4 %
1/3 &
1/6 %
2
5/3 %
3
2/3
, 3 ..., 2008
5/3
18
3&
1/2 &
3/2 13/4 %
1/3 &
1/6 %
2
5/3 %
3
2/3
5/3
a0 = 0(x0)(f ) = 3
a1 = 1(x0, x1)(f ) = 1/2
a2 = 2(x0, x1, x2)(f ) = 1/3
a3 = 3(x0, x1, x2, x3)(f ) = 2
1
1
p3(x) = 3 + (x 1) + (x 1)(x 3/2)2(x 1)(x 3/2)x
2
3
, 3 ..., 2008
18
n
.
n
Y
||f (n+1)||
Qn
xi)
||f (n+1)||
||f (x) p(x)|| ||n+1||
(n + 1)!
n+1 =
i=0(x
[a, b] = [1, 1] xi = 1 + ih
h = n2
(n+1)
n! n+1 ||f (n+1)||
||f
||
n+1
||f (x) p(x)|| h
h
4
(n + 1!)
(n + 1)
, 3 ..., 2008
19
n
.
n
Y
||f (n+1)||
Qn
xi)
||f (n+1)||
||f (x) p(x)|| ||n+1||
(n + 1)!
n+1 =
i=0(x
[a, b] = [1, 1] xi = 1 + ih
h = n2
(n+1)
n! n+1 ||f (n+1)||
||f
||
n+1
||f (x) p(x)|| h
h
4
(n + 1!)
(n + 1)
f C[1, 1]
, 3 ..., 2008
19
1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].
, 3 ..., 2008
20
1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].
, 3 ..., 2008
20
1
. . . . . . f (x) = 1+25x
2 , x [1, 1]
p5 p9 (6 10 )
[1, 1].
( Runge)
n
, 3 ..., 2008
20
xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n
, 3 ..., 2008
21
xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n
, 3 ..., 2008
21
xi = 1 + 2i
n = 1 + ih, i = 0, . . . , n
Chebyshev Tn+1
x [1, 1]
n .
, 3 ..., 2008
21
Runge Chebyshev
f=
1
1+25x2
n = 17
n = 17 Chebyshev
, 3 ..., 2008
22
Runge Chebyshev
, 3 ..., 2008
23
Runge Chebyshev
:
Faber (1914)
xni [1, 1] f C[1, 1], .. pn
f xn0, . . . , xnn,
, 3 ..., 2008
23
Runge Chebyshev
:
Faber (1914)
xni [1, 1] f C[1, 1], .. pn
f xn0, . . . , xnn,
. Faber
n
.
, 3 ..., 2008
23
11
, 3 ..., 2008
splines
s00(x0) = s00(xn) = 0.
hi = xi+1 xi :
, 3 ..., 2008
splines
s00(x0) = s00(xn) = 0.
hi = xi+1 xi :
00
1: s00
(x
)
:=
s
i
i
i , i.
( ),
S 00(x) .
, 3 ..., 2008
splines
s00(x0) = s00(xn) = 0.
hi = xi+1 xi :
00
1: s00
(x
)
:=
s
i
i
i , i.
( ),
S 00(x) .
00
2:[ s00
(x)]
S
(x)
i
s00i (xi+1) := s00i+1
1
s00i (x) =
s00i (xi+1 x) + s00i+1(xi x)
hi
, 3 ..., 2008
splines
s00(x0) = s00(xn) = 0.
hi = xi+1 xi :
00
1: s00
(x
)
:=
s
i
i
i , i.
( ),
S 00(x) .
00
2:[ s00
(x)]
S
(x)
i
s00i (xi+1) := s00i+1
1
s00i (x) =
s00i (xi+1 x) + s00i+1(xi x)
hi
3:[ si(x)] si(x) 2
s00
i (x)
1 00
si (xi+1 x)3 +s00i+1(xxi)3 +Ci(xxi)+Di(xi+1 x) (1)
si(x) =
6hi
, 3 ..., 2008
yi+1 hi 00
Ci =
si+1
hi
6
[xi, xi+1]
y
y h s00
00
h
s
1 00
i
i+1
i
i
si (xi+1x)3+s00i+1(xxi)3 +
si(x) =
i+1 (xxi)+
i (xi+1x
6hi
hi
6
hi
6
(2)
, 3 ..., 2008
yi+1 hi 00
Ci =
si+1
hi
6
[xi, xi+1]
y
y h s00
00
h
s
1 00
i
i+1
i
i
si (xi+1x)3+s00i+1(xxi)3 +
si(x) =
i+1 (xxi)+
i (xi+1x
6hi
hi
6
hi
6
(2)
y
1
yi hi 00
i+1 hi 00
0
00
2
00
2
si(x) =
si (xi+1 x) +si+1(xi x) +
si+1 + si (3)
2hi
hi
6
hi 6
s0i(xi) = s0i1(xi)
s0i(xi)
z
}|i
{
1
hi 00
hi 00
= 6 si+1 3 si + (yi+1 yi)
hi
(4)
bi1
s0i1(xi) =
, 3 ..., 2008
hi1 00
6 si1
hi1 00
3 si +
}|
{
1
(yi yi1)
hi1
(5)
i = 1, . . . , n 1 (6)
. (n 1) (n 1)
, 3 ..., 2008
i = 1, . . . , n 1 (6)
. (n 1) (n 1)
6:[ () s00
i]
1
h0 u1 h1
h1 u2 h2
h2 u3 h3
... ...
...
s000
s001
s002
s003
...
s00n2
s00n2
s00n
0
v1
v2
v3
...
vn2
vn1
0
(7)
(
s0(x0) = f 0(x0),
0
s (xn) = f (xn)
(8)
(
s00(x0) = f 00(x0),
00
00
s (xn) = f (xn)
(9)
,
. (11)
2 (10)
(5).
, 3 ..., 2008
(
s0(x0) = f 0(x0),
0
s (xn) = f (xn)
(8)
(
s00(x0) = f 00(x0),
00
00
s (xn) = f (xn)
(9)
,
. (11)
2 (10)
(5).
,
, spline
,
, 3 ..., 2008
spline
xi
-1 0 1
f (xi) = yi 1 2 -1
, 3 ..., 2008
spline
xi
-1 0 1
f (xi) = yi 1 2 -1
(9)
0
1
s000
00
h0 u1 h1 s1 = v1
0
1
s002
(10)
b0 =
1
h0 (y1
y0) = 1, b1 =
1
h1 (y2
y1) = 3
, 3 ..., 2008
spline
xi
-1 0 1
f (xi) = yi 1 2 -1
(9)
0
1
s000
00
h0 u1 h1 s1 = v1
0
1
s002
(10)
b0 =
1
h0 (y1
y0) = 1, b1 =
1
h1 (y2
y1) = 3
, 3 ..., 2008
(10)
0
s000
00
s1 = 6
0
s002
, 3 ..., 2008
(10)
0
s000
00
s1 = 6
0
s002
(4)
y
y h s00
00
h
s
1 00
i
i+1
i
i
i+1
si(x) =
si (xi+1x)3+s00i+1(xxi)3 +
i (xi+1x
(xxi)+
6hi
hi
6
hi
6
, 3 ..., 2008
(10)
0
s000
00
s1 = 6
0
s002
(4)
y
y h s00
00
h
s
1 00
i
i+1
i
i
i+1
si(x) =
si (xi+1x)3+s00i+1(xxi)3 +
i (xi+1x
(xxi)+
6hi
hi
6
hi
6
S(x) =
(
s1(x) = (x + 1)3 + 3(x + 1) x 1,
s2(x) = (1 x)3 x + 3(1 x),
, 3 ..., 2008
x [1, 0]
x [0, 1]
spline
xi
1 2 3 4
f (xi) = yi 1 21 13 14
, 3 ..., 2008
spline
xi
1 2 3 4
f (xi) = yi 1 21 13 14
(9)
h0 u1 h1
h1 u2 h2
s000
s001
s002
s003
0
v1
v2
0
(11)
hi = h = 1
, 3 ..., 2008
spline
xi
1 2 3 4
f (xi) = yi 1 21 13 14
(9)
h0 u1 h1
h1 u2 h2
s000
s001
s002
s003
0
v1
v2
0
(11)
hi = h = 1
, 3 ..., 2008
s1(x) =
S(x) = s2(x) =
s (x) =
3
1
7
3
(x
1)
x [1, 2]
12
12 (x 1) + 1,
1
1
1
1
3
2
(x
2)
+
(x
2)
(x
1)
+
12
4
3
2,
1
1
(x
4)
+
x [3, 4]
12
4,
, 3 ..., 2008
x [2, 3]
s1(x) =
S(x) = s2(x) =
s (x) =
3
1
7
3
(x
1)
x [1, 2]
12
12 (x 1) + 1,
1
1
1
1
3
2
(x
2)
+
(x
2)
(x
1)
+
12
4
3
2,
1
1
(x
4)
+
x [3, 4]
12
4,
, 3 ..., 2008
x [2, 3]
spline
, 3 ..., 2008
Hermite
spline
spline 100
, 3 ..., 2008
10
spline 100
, 3 ..., 2008
10
spline
f C 4[a, b], := a = x0 < x1 < . . . < xn = b
S S3() spline (10)
h
.
M=
min1in(xi xi1)
Cm, m = 0, 1, 2, 3 ( f h) ..
5
,
C0 =
384
1
C1 = ,
24
, 3 ..., 2008
3
C2 = ,
8
n 1
1 o
C3 = max 2, (M + ) .
2
M
11
spline
f C 4[a, b], := a = x0 < x1 < . . . < xn = b
S S3() spline (10)
h
.
M=
min1in(xi xi1)
Cm, m = 0, 1, 2, 3 ( f h) ..
5
,
C0 =
384
1
C1 = ,
24
3
C2 = ,
8
n 1
1 o
C3 = max 2, (M + ) .
2
M
, 3 ..., 2008
11
() ()
spline () spline,
, 3 ..., 2008
12
, 3 ..., 2008
13
. 4:
()
(data).
, 3 ..., 2008
14
. 4:
()
(data).
(--).
()
.
, 3 ..., 2008
14
. 4:
()
(data).
(--).
()
.
,
.
, 3 ..., 2008
14
. 4:
()
(data).
(--).
()
.
,
.
, 3 ..., 2008
14
(
) n ,
n .
, 3 ..., 2008
15
(
) n ,
n .
(, , ..)
n xi, i = 1, . . . , n n yi, i = 1, . . . , n.
f := f (x, a1, a2, . . . am)
( a1, a2, . . . am) .
, .
min
n h
X
i2
yi f (xi, a1, a2, . . . am) = min ||E||22
i=1
, 3 ..., 2008
15
(
) n ,
n .
(, , ..)
n xi, i = 1, . . . , n n yi, i = 1, . . . , n.
f := f (x, a1, a2, . . . am)
( a1, a2, . . . am) .
, .
min
n h
X
i2
yi f (xi, a1, a2, . . . am) = min ||E||22
i=1
E
E
= 0,
ai
, 3 ..., 2008
i = 1, . . . , m
15
p, ( ),
(xi, yi), i = 1, . . . , n, .
p(x) = ax + b
, 3 ..., 2008
16
p, ( ),
(xi, yi), i = 1, . . . , n, .
p(x) = ax + b
a b, .. E
E(a, b) =
n h
X
i2
yi (axi + b) ,
i=1
, 3 ..., 2008
16
p, ( ),
(xi, yi), i = 1, . . . , n, .
p(x) = ax + b
a b, .. E
E(a, b) =
n h
X
i2
yi (axi + b) ,
i=1
, 3 ..., 2008
16
E
=0
a
E
=0
b
, 3 ..., 2008
Pn h
i
2 i=1 yi (axi + b) xi = 0
i
Pn h
2 i=1 yi (axi + b) = 0
17
E
=0
a
E
=0
b
Pn h
i
2 i=1 yi (axi + b) xi = 0
i
Pn h
2 i=1 yi (axi + b) = 0
( )
n
X
x2i + b
i=1
n
X
xi =
i=1
n
X
xi + nb =
i=1
P
n
2
x
Pni=1 i
i=1 xi
, 3 ..., 2008
Pn
i=1 xi
n
X
i=1
n
X
xiyi
yi
i=1
a
b
Pn
xiyi
i=1
= Pn
i=1 yi
17
n
1X
(xi xj )2 6= 0
=
2 i,j=1
j6=i
()
n
n
n
h
i
X
X
X
1
a =
n
xiyi
xi
yi
i=1
i=1
i=1
b =
, 3 ..., 2008
n
h
X
1
i=1
x2i
n
X
i=1
yi
n
X
i=1
xiyi
n
X
xi
i=1
18
(xi, yi), i = 1, . . . , n
.
,
.
, 3 ..., 2008
19
(xi, yi), i = 1, . . . , n
.
,
.
Pn
i=1 xiyi
Pn
i=1 xi
Pn
i=1 yi
r = r
P
P
P
Pn
n
n
n
n( i=1 x2i ) ( i=1 xi)2 n( i=1 yi2) ( i=1 yi)2
, 3 ..., 2008
19
(xi, yi), i = 1, . . . , n
.
,
.
Pn
i=1 xiyi
Pn
i=1 xi
Pn
i=1 yi
r = r
P
P
P
Pn
n
n
n
n( i=1 x2i ) ( i=1 xi)2 n( i=1 yi2) ( i=1 yi)2
1 1.
,
.
, 3 ..., 2008
19
xi yi.
,
.
, 3 ..., 2008
20
(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.
, 3 ..., 2008
21
(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.
i
xi
yi
x2i
yi2
xiyi
1
2
3
4
5
6
1
2
3
4
5
6
0
3
5
8
10
13
1
4
9
16
25
36
0
9
25
64
100
169
0
6
15
32
50
78
21
39
91
367
181
, 3 ..., 2008
21
(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.
i
xi
yi
x2i
yi2
xiyi
1
2
3
4
5
6
1
2
3
4
5
6
0
3
5
8
10
13
1
4
9
16
25
36
0
9
25
64
100
169
0
6
15
32
50
78
21
39
91
367
181
91 21
21 6
a
b
=
181
39
a = 2.543, b = 2.4
r 2 = 0.998 ( ).
, 3 ..., 2008
21
12
, 3 ..., 2008
p, ( ),
(xi, yi), i = 1, . . . , n, .
p(x) = ax + b
, 3 ..., 2008
p, ( ),
(xi, yi), i = 1, . . . , n, .
p(x) = ax + b
a b, .. E
E(a, b) =
n h
X
i2
yi (axi + b) ,
i=1
, 3 ..., 2008
p, ( ),
(xi, yi), i = 1, . . . , n, .
p(x) = ax + b
a b, .. E
E(a, b) =
n h
X
i2
yi (axi + b) ,
i=1
, 3 ..., 2008
E
=0
a
E
=0
b
, 3 ..., 2008
Pn h
i
2 i=1 yi (axi + b) xi = 0
i
Pn h
2 i=1 yi (axi + b) = 0
E
=0
a
E
=0
b
Pn h
i
2 i=1 yi (axi + b) xi = 0
i
Pn h
2 i=1 yi (axi + b) = 0
( )
n
X
x2i + b
i=1
n
X
xi =
i=1
n
X
xi + nb =
i=1
P
n
2
x
Pni=1 i
i=1 xi
, 3 ..., 2008
Pn
i=1 xi
n
X
i=1
n
X
xiyi
yi
i=1
a
b
Pn
xiyi
i=1
= Pn
i=1 yi
n
1X
(xi xj )2 6= 0
=
2 i,j=1
j6=i
()
n
n
n
h
i
X
X
X
1
a =
n
xiyi
xi
yi
i=1
i=1
i=1
b =
, 3 ..., 2008
n
h
X
1
i=1
x2i
n
X
i=1
yi
n
X
i=1
xiyi
n
X
xi
i=1
(xi, yi), i = 1, . . . , n
.
,
.
, 3 ..., 2008
(xi, yi), i = 1, . . . , n
.
,
.
Pn
i=1 xiyi
Pn
i=1 xi
Pn
i=1 yi
r = r
P
P
P
Pn
n
n
n
n( i=1 x2i ) ( i=1 xi)2 n( i=1 yi2) ( i=1 yi)2
, 3 ..., 2008
(xi, yi), i = 1, . . . , n
.
,
.
Pn
i=1 xiyi
Pn
i=1 xi
Pn
i=1 yi
r = r
P
P
P
Pn
n
n
n
n( i=1 x2i ) ( i=1 xi)2 n( i=1 yi2) ( i=1 yi)2
1 1.
,
.
, 3 ..., 2008
xi yi.
,
.
, 3 ..., 2008
(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.
, 3 ..., 2008
(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.
i
xi
yi
x2i
yi2
xiyi
1
2
3
4
5
6
1
2
3
4
5
6
0
3
5
8
10
13
1
4
9
16
25
36
0
9
25
64
100
169
0
6
15
32
50
78
21
39
91
367
181
, 3 ..., 2008
(1, 0), (2, 3), (3, 5), (4, 8), (5, 10), (6, 13).
,
.
i
xi
yi
x2i
yi2
xiyi
1
2
3
4
5
6
1
2
3
4
5
6
0
3
5
8
10
13
1
4
9
16
25
36
0
9
25
64
100
169
0
6
15
32
50
78
21
39
91
367
181
91 21
21 6
a
b
=
181
39
a = 2.543, b = 2.4
r 2 = 0.998 ( ).
, 3 ..., 2008
(xi, yi), i = 1, . . . , n
.
, 3 ..., 2008
(xi, yi), i = 1, . . . , n
.
y = AeBx
, 3 ..., 2008
(xi, yi), i = 1, . . . , n
.
y = AeBx
ln y = ln A + Bx = a + bx,
a = ln A, b = B
, ,
E(a, b) =
n h
X
n h
i2 X
i2
ln yi (ln A + Bxi) =
ln yi (a + bxi)
i=1
, 3 ..., 2008
i=1
E
a
= 0 E
b = 0
7
( )
na + b
n
X
i=1
xi + b
n
X
i=1
n
X
i=1
xi =
x2i =
n
X
i=1
n
X
ln yi
xi ln yi
i=1
a b A = ea B = b
, 3 ..., 2008
( )
na + b
n
X
i=1
xi + b
n
X
i=1
n
X
i=1
xi =
x2i =
n
X
i=1
n
X
ln yi
xi ln yi
i=1
a b A = ea B = b
, 3 ..., 2008
y = AeBx
y x = 0.3.
, 3 ..., 2008
y = AeBx
y x = 0.3.
xi
yi
ln yi
x2i
xi ln yi
1
2
3
4
0.00
.25
0.40
0.5
9.532
7.983
4.826
5.503
2.255
2.077
1.574
1.705
0.00
0.063
0.160
0.250
0.00
0.519
0.630
0.853
7.611
0.473
2.002
, 3 ..., 2008
1.15
y = AeBx
y x = 0.3.
xi
yi
ln yi
x2i
xi ln yi
1
2
3
4
0.00
.25
0.40
0.5
9.532
7.983
4.826
5.503
2.255
2.077
1.574
1.705
0.00
0.063
0.160
0.250
0.00
0.519
0.630
0.853
7.611
0.473
2.002
1.15
B = b = 1.316
y = 9.787e1.326x.
x = 0.3
y = AxB
, 3 ..., 2008
10
y = AxB
ln y = ln A + B ln x = a + b
x,
a = ln A, b = B
, ,
E(a, b) =
n h
X
n h
i2 X
i2
ln yi (ln A + B ln xi) =
ln yi (a + bxi)
i=1
, 3 ..., 2008
i=1
E
a
= 0 E
b = 0
10
( )
na + b
n
X
i=1
ln xi + b
n
X
ln xi =
n
X
i=1
n
X
i=1
n
X
i=1
i=1
ln2 xi =
ln yi
ln xi ln yi
a b A = ea B = b
, 3 ..., 2008
11
( )
na + b
n
X
i=1
ln xi + b
n
X
ln xi =
n
X
i=1
n
X
i=1
n
X
i=1
i=1
ln2 xi =
ln yi
ln xi ln yi
a b A = ea B = b
, 3 ..., 2008
11
y = AxB
y x = 0.3.
, 3 ..., 2008
12
y = AxB
y x = 0.3.
xi
yi
ln xi
ln yi
ln2 xi
ln xi ln yi
1
2
3
4
1
2
4
10
2.87
4.51
6.11
9.43
0.000
0.693
1.386
2.303
1.054
1.506
1.810
2.244
0.000
0.480
1.922
5.302
0.000
1.044
2.509
5.167
4.382
6.614
7.704
8.720
, 3 ..., 2008
12
y = AxB
y x = 0.3.
xi
yi
ln xi
ln yi
ln2 xi
ln xi ln yi
1
2
3
4
1
2
4
10
2.87
4.51
6.11
9.43
0.000
0.693
1.386
2.303
1.054
1.506
1.810
2.244
0.000
0.480
1.922
5.302
0.000
1.044
2.509
5.167
4.382
6.614
7.704
8.720
B = b = 0.508
y = 2.997x0.508.
, 3 ..., 2008
12
, 3 ..., 2008
13
Ax
y=
B+x
, 3 ..., 2008
1 B1 1
=
+
y Ax A
y = a
x+b
13
Ax
y=
B+x
1 B1 1
=
+
y Ax A
y = a
x+b
y = a + b ln x
, 3 ..., 2008
y = a + b
x
13
Ax
y=
B+x
1 B1 1
=
+
y Ax A
y = a
x+b
y = a + b ln x
y = a + b
x
.
, 3 ..., 2008
13
()
(xi, yi), i = 1, . . . , n p, k
( k << n), p(x) = a0 + a1x + a2x2 + + ak xk
, 3 ..., 2008
14
()
(xi, yi), i = 1, . . . , n p, k
( k << n), p(x) = a0 + a1x + a2x2 + + ak xk
a0, . . . ak , ..
E ,
E(a0, . . . , ak ) =
n h
X
i2
yi (a0 + a1xi + a2x2i + + ak xki ) ,
i=1
, 3 ..., 2008
14
()
(xi, yi), i = 1, . . . , n p, k
( k << n), p(x) = a0 + a1x + a2x2 + + ak xk
a0, . . . ak , ..
E ,
E(a0, . . . , ak ) =
n h
X
i2
yi (a0 + a1xi + a2x2i + + ak xki ) ,
i=1
k + 1
n
X
E
= 2
xji yi a0 a1xi ak xik = 0,
aj
i=1
j = 0, 1, . . . , k
() (k + 1) (k + 1)
.
, 3 ..., 2008
14
:
k
X
m=0
am
n
X
xj+m
=
i
i=1
, 3 ..., 2008
n
X
xj iyi,
j = 0, 1, . . . , k,
i=1
15
:
k
X
am
n
X
m=0
xj+m
=
i
i=1
n
X
xj iyi,
n
X
xi + a2
i=1
a0
a0
i=1
n
X
xi + a1
x2i + a1
n
X
i=1
n
X
i=1
x2i + a2
x3i + a2
i=1
a0
i=1
xki + a1
n
X
i=1
n
X
x2i + + ak
i=1
n
X
i=1
n
X
x3i + + ak
x4i + + ak
xk+1
+ a2
i
n
X
i=1
n
X
i=1
xki
xk+1
=
i
xk+2
=
i
i=1
...
n
X
n
X
i=1
i=1
...
n
X
i=1
a0n + a1
n
X
j = 0, 1, . . . , k,
xk+2
+ + ak
i
n
X
i=1
n
X
i=1
n
X
yi
xiyi
x2i yi
i=1
...
n
X
i=1
...
x2k
i
n
X
xki yi
i=1
a0, . . . ak
, 3 ..., 2008
15
, 3 ..., 2008
16
, 3 ..., 2008
16
, 3 ..., 2008
16
xi
yi
0.05
0.956
0.11
.15
0.31
0.46
0.52
0.890
0.832
0.717
0.571
0.539
, 3 ..., 2008
0.70
0.378
0.74
0.370
0.82
0.306
0.98
0.242
1.17
0104
17
xi
yi
0.05
0.956
0.11
.15
0.31
0.46
0.52
0.890
0.832
0.717
0.571
0.539
0.70
0.378
0.74
0.370
0.82
0.306
0.98
0.242
1.17
0104
xi
yi
x2i
x3i
x4i
xiyi
x2i yi
6.01
5.905
4.6545
4.1150
3.9161
2.1839
1.3347
1
2
3
4
5
6
7
8
9
10
11
, 3 ..., 2008
17
a0 = 0.998,
a1 = 1.018,
a2 = 0.225.
(
2 )
, 3 ..., 2008
18
.
x1, x2
y = a + bx1 + cx2
(x1i, x2i, yi).
, 3 ..., 2008
19
.
x1, x2
y = a + bx1 + cx2
(x1i, x2i, yi).
a, b, c ..
, 3 ..., 2008
19
.
x1, x2
y = a + bx1 + cx2
(x1i, x2i, yi).
a, b, c ..
E(a, b, c) =
n h
X
i2
yi (a + bx1i + a2x2i) ,
i=1
, 3 ..., 2008
19
.
x1, x2
y = a + bx1 + cx2
(x1i, x2i, yi).
a, b, c ..
E(a, b, c) =
n h
X
i2
yi (a + bx1i + a2x2i) ,
i=1
E
= 0,
a
, 3 ..., 2008
E
= 0,
b
E
= 0.
c
19
an + b
n
X
x1i + c
i=1
a
a
n
X
i=1
n
X
x1i + b
x2i + b
i=1
n
X
i=1
n
X
i=1
x21i + c
n
X
x22i =
i=1
n
X
x1ix2i =
i=1
x1ix2i + c
n
X
i=1
x22i =
n
X
i=1
n
X
i=1
n
X
yi
x1iyi
x2iyi
i=1
, x1i x2i, i = 1, . . . , n
.
, 3 ..., 2008
20
an + b
n
X
x1i + c
i=1
a
a
n
X
i=1
n
X
x1i + b
x2i + b
i=1
n
X
i=1
n
X
i=1
x21i + c
n
X
x22i =
i=1
n
X
x1ix2i =
i=1
x1ix2i + c
n
X
i=1
x22i =
n
X
i=1
n
X
i=1
n
X
yi
x1iyi
x2iyi
i=1
, x1i x2i, i = 1, . . . , n
.
s
Ryx1x2 =
2 )2 + (r 2 )2 2(r 2 )2(r 2
2(r 2 )2
(ryx
)
yx
yx
x
x
yx1
1
2
1
1 2
1 (rx21x2 )2
.
, 3 ..., 2008
20
-
.
(X, || ||) Y X ,
x X . y Y
z Y
x Y .
, 3 ..., 2008
21
-
.
(X, || ||) Y X ,
x X . y Y
z Y
x Y .
:
.
Pn
n
: R , (x, y) = i=1 xiyi := (x, y)2
C[a, b], (f, g) =
Rb
a
f (x)g(x)dx
C[a, b]
||f ||22 =
f 2(x)dx
a
, 3 ..., 2008
21
f (x) C[a, b]
(.. Pn)
, 3 ..., 2008
22
f (x) C[a, b]
(.. Pn)
C[a, b], .
||E||22 =
, 3 ..., 2008
22
f (x) C[a, b]
(.. Pn)
C[a, b], .
||E||22 =
a
n
Pn
i
a
x
,
i
i=0
E
= 0, j = 0, . . . , n. .,
aj
n
Z b
Z b
X
ai
xi+j dx =
xj f (x)dx, j = 0, . . . , n
i=0
, 3 ..., 2008
22
n
X
ai(xi, xj ) = (f, xj ),
j = 0, . . . , n , .,
i=0
..
, 3 ..., 2008
23
n
X
ai(xi, xj ) = (f, xj ),
j = 0, . . . , n , .,
i=0
..
, 3 ..., 2008
23
n
X
ai(xi, xj ) = (f, xj ),
j = 0, . . . , n , .,
i=0
..
23
2 0 23
a0
0
2
0 3 0 a1 = 0
2
2
2
a
0
2
3
5
2
a0 =
15
,a
4 2 1
45
= 0, a2 = 4
2 ,
15
p2(x) = 2 (1 3x2).
4
, 3 ..., 2008
24
2 0 23
a0
0
2
0 3 0 a1 = 0
2
2
2
a
0
2
3
5
2
a0 =
15
,a
4 2 1
45
= 0, a2 = 4
2 ,
15
p2(x) = 2 (1 3x2).
4
||f p2|| =
Z
, 3 ..., 2008
(cos x p2(x))2dx
1/2
45 1/2
= 1 4
2
24
, 3 ..., 2008
25
, 3 ..., 2008
25
, 3 ..., 2008
25
, 3 ..., 2008
25
ai = (f, i)
, 3 ..., 2008
25
ai = (f, i)
Pn, G Gram ,
Pn
.
, 3 ..., 2008
25
,
Pn, Legendre.
, 3 ..., 2008
26
,
Pn, Legendre.
Legendre, Pn, (, )
[1, 1]
n1
P0(x) = 1 P1(x) = x.
, 3 ..., 2008
26
,
Pn, Legendre.
Legendre, Pn, (, )
[1, 1]
n1
P0(x) = 1 P1(x) = x.
1
P2(x) = (3x2 1)
2
1
P3(x) = (5x3 3x)
2
1
P4(x) = (35x4 30x2 + 3),
8
, 3 ..., 2008
..
26
,
Pn, Legendre.
Legendre, Pn, (, )
[1, 1]
n1
P0(x) = 1 P1(x) = x.
1
P2(x) = (3x2 1)
2
1
P3(x) = (5x3 3x)
2
1
P4(x) = (35x4 30x2 + 3),
8
, 3 ..., 2008
2
(Pi, Pi) =
,
2i + 1
i.
..
(1)
26
p2 P2
f (x) = cos x, P2 [1, 1]
P2 Legendre.
, 3 ..., 2008
27
p2 P2
f (x) = cos x, P2 [1, 1]
P2 Legendre.
Legendre
, 3 ..., 2008
27
p2 P2
f (x) = cos x, P2 [1, 1]
P2 Legendre.
Legendre
, 3 ..., 2008
i = 0, 1, 2
27
p2 P2
f (x) = cos x, P2 [1, 1]
P2 Legendre.
Legendre
a0 = 0,
,
a1 = 0,
15
a2 =
2 2
15
y = p2(x) = 2 (1 3x2)
4
, 3 ..., 2008
27
13
, 3 ..., 2008
. 4:
, 3 ..., 2008
()
, ,
f , .
, 3 ..., 2008
()
, ,
f , .
(xi, yi) ()
xi x 6= xi.
, 3 ..., 2008
()
, ,
f , .
(xi, yi) ()
xi x 6= xi.
Taylor
.
, 3 ..., 2008
()
, ,
f , .
(xi, yi) ()
xi x 6= xi.
Taylor
.
(, spline ...)
, 3 ..., 2008
Taylor
f : R R x
f (x + h) f (x)
f (x) = lim
h0
h
0
, 3 ..., 2008
Taylor
f : R R x
f (x + h) f (x)
f (x) = lim
h0
h
0
f (x + h) f (x)
f (x)
,
h
0
, 3 ..., 2008
()
Taylor
f : R R x
f (x + h) f (x)
f (x) = lim
h0
h
0
f (x + h) f (x)
f (x)
, ()
h
Taylor f (x) C n[a, b] x
0
h2 00
2! f (x)
h2 00
2! f (x)
f (x + h) = f (x) + hf (x) +
f (x h) = f (x) hf (x) +
, 3 ..., 2008
h3 000
3! f (x)
h3 000
3! f (x)
+ +
hn (n)
(1) (1)
n! f
+ +
hn (n)
(2) (2)
n! f
Taylor
f : R R x
f (x + h) f (x)
f (x) = lim
h0
h
0
f (x + h) f (x)
f (x)
, ()
h
Taylor f (x) C n[a, b] x
0
h2 00
2! f (x)
h2 00
2! f (x)
f (x + h) = f (x) + hf (x) +
f (x h) = f (x) hf (x) +
h3 000
3! f (x)
h3 000
3! f (x)
+ +
hn (n)
(1) (1)
n! f
+ +
hn (n)
(2) (2)
n! f
f (x+h)f (x)
h 00
h
2! f (1)
h 00
= f (x)fh(xh) + 2!
f (2)
(1) f 0(x) =
(2)
f 0(x)
, 3 ..., 2008
( ) (3)
( )
(4)
Taylor
f : R R x
f (x + h) f (x)
f (x) = lim
h0
h
0
f (x + h) f (x)
f (x)
, ()
h
Taylor f (x) C n[a, b] x
0
h2 00
2! f (x)
h2 00
2! f (x)
f (x + h) = f (x) + hf (x) +
f (x h) = f (x) hf (x) +
h3 000
3! f (x)
h3 000
3! f (x)
+ +
hn (n)
(1) (1)
n! f
+ +
hn (n)
(2) (2)
n! f
f (x+h)f (x)
h 00
h
2! f (1)
h 00
= f (x)fh(xh) + 2!
f (2)
(1) f 0(x) =
(2)
f 0(x)
, 3 ..., 2008
( ) (3)
( )
(4)
3
(2) (1)
2
f
(x
+
h)
f
(x
h)
h
f 0(x) =
[f 000(1) + f 000(2)] ( )
2h
12
(5)
, 3 ..., 2008
(2) (1)
2
f
(x
+
h)
f
(x
h)
h
f 0(x) =
[f 000(1) + f 000(2)] ( )
2h
12
(5)
, 3 ..., 2008
(2) (1)
2
f
(x
+
h)
f
(x
h)
h
f 0(x) =
[f 000(1) + f 000(2)] ( )
2h
12
(5)
f (xi+1) f (xi)
f (xi) =
+ O(h)
h
f (xi) f (xi1)
0
f (xi) =
+ O(h)
h
f (xi+1) f (xi1)
0
f (xi) =
+ O(h2)
2h
0
O()
Taylor.
, 3 ..., 2008
(2) (1)
2
f
(x
+
h)
f
(x
h)
h
f 0(x) =
[f 000(1) + f 000(2)] ( )
2h
12
(5)
f (xi+1) f (xi)
f (xi) =
+ O(h)
h
f (xi) f (xi1)
0
f (xi) =
+ O(h)
h
f (xi+1) f (xi1)
0
f (xi) =
+ O(h2)
2h
0
O()
Taylor.
O hk , k 0 (h) = O(hk )
C R : |(h)| Chk .
, 3 ..., 2008
2f
(x)
+
f
(x
h)
h
(4)
(4)
f 00(x) =
[f
(
)
+
f
(2)]
1
2
h
24
(6)
(7)
( 3 ).
, 3 ..., 2008
2f
(x)
+
f
(x
h)
h
(4)
(4)
f 00(x) =
[f
(
)
+
f
(2)]
1
2
h
24
(6)
(7)
( 3 ).
(7) Taylor xi
f (xi+1) f (xi) h 00
f (xi) + O(h2)
f (xi) =
h
2
0
2
h
2
h
f (xi+1) f (xi1)
0
f (xi) =
+ O(h2)
2h
0
, 3 ..., 2008
,
x = 0.5
f (x) = 0.1x4 0.15x3 0.5x2 0.25x + 1.2, h = 0.5
h = 0.25 .
, 3 ..., 2008
,
x = 0.5
f (x) = 0.1x4 0.15x3 0.5x2 0.25x + 1.2, h = 0.5
h = 0.25 .
h = 0.5
xi1 = 0
f (xi1) = 1.2
xi = 0.5
f (xi) = 0.925
xi+1 = 1.0
f (xi+1) = 0.2
0.2 0.925
0.925 1.2
0
(.) f (0.5)
= 1.45, (.) f (0.5)
= 0.55
0.5
0.5
0
0.2 1.2
(.) f (0.5)
= 1.0
2 0.5
0
, 3 ..., 2008
f (xi) =
f 0(xi) =
f 00(xi) =
f 00(xi) =
f 000(xi) =
f 000(xi) =
f (xi+1) f (xi)
+ O(h)
(8)
h
f (xi+2) + 4f (xi) 3f (xi)
+ O(h2)
(9)
2h
f (xi+2) 2f (xi+1) + f (xi)
+ O(h)
(10)
2
h
f (xi+3) + 4f (xi+2) 5f (xi+1) + 2f (xi)
2
+
O(h
)
(11)
h2
f (xi+3) 3f (xi+2) + 3f (xi+1) f (xi)
+ O(h)
(12)
h3
3f (xi+4) + 14f (xi+3) 24f (xi+2) + 18f (xi+1) 5f (xi)
2
+
O(h
(13)
)
3
2h
, 3 ..., 2008
f 0(xi) =
f 0(xi) =
f 00(xi) =
f 00(xi) =
f 000(xi) =
f 000(xi) =
f (xi) f (xi1)
+ O(h)
(14)
h
3f (xi) 4f (xi1) + f (xi2)
+ O(h2)
(15)
2h
f (xi) 2f (xi1) + f (xi2)
+ O(h)
(16)
2
h
2f (xi) 5f (xi1) + 4f (xi2) f (xi3)
2
+
O(h
)
(17)
2
h
f (xi) 3f (xi1) + 3f (xi2) f (xi3)
+ O(h)
(18)
h3
5f (xi) 18f (xi1) + 24f (xi2) 14f (xi3) + 3f (xi4)
2
+
O(h
)(19)
3
2h
, 3 ..., 2008
f (xi) =
f 0(xi) =
f 00(xi) =
f 00(xi) =
f 000(xi) =
f 000(xi) =
f (xi+1) f (xi1)
+ O(h2)
2h
f (xi+2) + 8f (xi+1) 8f (xi1) + f (xi2
+ O(h4)
12h
f (xi+1) 2f (xi) + f (xi1)
2
)
+
O(h
2
h
f (xi+2) + 16f (xi+1) 30f (xi) + 16f (xi1) f (xi2
4
+
O(h
)
12h2
f (xi+2) 2f (xi+1) + 2f (xi1) f (xi2)
2
+
O(h
)
2h3
f (xi+3) + 8f (xi+2) 13f (xi+1) + 13f (xi1) 8f (xi2) + f (xi3
)+O
3
8h
, 3 ..., 2008
f (xi) =
f 0(xi) =
f 00(xi) =
f 00(xi) =
f 000(xi) =
f 000(xi) =
f (xi+1) f (xi1)
+ O(h2)
2h
f (xi+2) + 8f (xi+1) 8f (xi1) + f (xi2
+ O(h4)
12h
f (xi+1) 2f (xi) + f (xi1)
2
)
+
O(h
2
h
f (xi+2) + 16f (xi+1) 30f (xi) + 16f (xi1) f (xi2
4
+
O(h
)
12h2
f (xi+2) 2f (xi+1) + 2f (xi1) f (xi2)
2
+
O(h
)
2h3
f (xi+3) + 8f (xi+2) 13f (xi+1) + 13f (xi1) 8f (xi2) + f (xi3
)+O
3
8h
f C n+1[a, b] x0, x1, . . . , xn
. pn Pn {xi}n
i=0
x [a, b]
n
Y
1
f (x) pn(x) =
f (n+1)() (x xi),
(n + 1)!
i=0
pn(x) =
n
X
(a, b),
f (xi)Li(x) ( Langrange)
(26)
(27)
i=0
, 3 ..., 2008
10
f C n+1[a, b] x0, x1, . . . , xn
. pn Pn {xi}n
i=0
x [a, b]
n
Y
1
f (x) pn(x) =
f (n+1)() (x xi),
(n + 1)!
i=0
pn(x) =
n
X
(a, b),
f (xi)Li(x) ( Langrange)
(26)
(27)
i=0
(26)
n
X
Qn
h
i
(x
x
)
d
i
i=0
f 0(x) =
f (xi)L0i(x) +
f (n+1)() +
dx
(n + 1)!
i=0
Qn
i=0(x xi) d
+
[f (n+1)()]
(n + 1)! dx
, 3 ..., 2008
(28)
10
x x0, x1, . . . , xn
(28)
n
X
n
(n+1)
Y
f
()
0
0
f (xi) =
f (xi)Li(xi) +
(xi xj )
(n + 1)!
i=0
i=0
(29)
i6=j
, 3 ..., 2008
11
x x0, x1, . . . , xn
(28)
n
X
n
(n+1)
Y
f
()
0
0
f (xi) =
f (xi)Li(xi) +
(xi xj )
(n + 1)!
i=0
i=0
(29)
i6=j
xi (29)
Taylor,
. ()
, 3 ..., 2008
11
x x0, x1, . . . , xn
(28)
n
X
n
(n+1)
Y
f
()
0
0
f (xi) =
f (xi)Li(xi) +
(xi xj )
(n + 1)!
i=0
i=0
(29)
i6=j
xi (29)
Taylor,
. ()
(
) .
, 3 ..., 2008
11
x x0, x1, . . . , xn
(28)
n
X
n
(n+1)
Y
f
()
0
0
f (xi) =
f (xi)Li(xi) +
(xi xj )
(n + 1)!
i=0
i=0
(29)
i6=j
xi (29)
Taylor,
. ()
(
) .
splines
.
, 3 ..., 2008
11
/
Fourier
dT
= kC
dz z=0
z=0
q = , > 0 , W/m2,
k = 3.5 107m2/s
= 1800Kgr/m3
C = 840J/(Kgr o C)
, 3 ..., 2008
12
/
Fourier
dT
= kC
dz z=0
z=0
q = , > 0 , W/m2,
k = 3.5 107m2/s
= 1800Kgr/m3
C = 840J/(Kgr o C)
(dT /dz ) (z = 0) /
q
zi(cm)
0
1.25 3.75
Ti(oC) 13.5 12
10
, 3 ..., 2008
12
(2) ,
L0(z), L1(z), L2(z)
L00(z), L01(z), L02(z)
n
X
dT
0
= T (0) =
TiL0i(zi)
dz z=0
i=0
, 3 ..., 2008
13
(2) ,
L0(z), L1(z), L2(z)
L00(z), L01(z), L02(z)
n
X
dT
0
= T (0) =
TiL0i(zi)
dz z=0
i=0
L00(z)
2z z0 z2
2z z1 z2
0
L1(z) =
,
=
(z0 z1)(z0 z2)
(z1 z0)(z1 z2)
, 3 ..., 2008
L02(z)
2z z0 z1
=
(z2 z0)(z2 z1)
13
(2) ,
L0(z), L1(z), L2(z)
L00(z), L01(z), L02(z)
n
X
dT
0
= T (0) =
TiL0i(zi)
dz z=0
i=0
L00(z)
2z z0 z2
2z z1 z2
0
L1(z) =
,
=
(z0 z1)(z0 z2)
(z1 z0)(z1 z2)
L02(z)
2z z0 z1
=
(z2 z0)(z2 z1)
T 0(0) = 13.5
, 3 ..., 2008
13
(2) ,
L0(z), L1(z), L2(z)
L00(z), L01(z), L02(z)
n
X
dT
0
= T (0) =
TiL0i(zi)
dz z=0
i=0
L00(z)
2z z0 z2
2z z1 z2
0
L1(z) =
,
=
(z0 z1)(z0 z2)
(z1 z0)(z1 z2)
L02(z)
2z z0 z1
=
(z2 z0)(z2 z1)
T 0(0) = 13.5
, 3 ..., 2008
13
(xi, f (xi))
, 3 ..., 2008
14
(xi, f (xi))
, 3 ..., 2008
14
(xi, f (xi))
, 3 ..., 2008
14
...
(n + 1) (n + 1)
w0, w1, . . . , wn.
, 3 ..., 2008
15
...
(n + 1) (n + 1)
w0, w1, . . . , wn.
w1, w1
w1f (x1) + w1f (x1)
, f 0(x0),
xi = x0 + ih, i = 1, 0, 1.
, 3 ..., 2008
15
...
(n + 1) (n + 1)
w0, w1, . . . , wn.
w1, w1
w1f (x1) + w1f (x1)
, f 0(x0),
xi = x0 + ih, i = 1, 0, 1.
15
10 = 0 = w1 1 + w1 1
x0 = 1 = w1 x1 + w1 x1 = w1 (x0 h) + w1 (x0 + h)
w1 + w1 = 0
(w1 + w1)h = 1
w1 = w1 = h1 .
f (x1) f (x1)
( )
f (x0)
2h
0
, 3 ..., 2008
16
10 = 0 = w1 1 + w1 1
x0 = 1 = w1 x1 + w1 x1 = w1 (x0 h) + w1 (x0 + h)
w1 + w1 = 0
(w1 + w1)h = 1
w1 = w1 = h1 .
f (x1) f (x1)
( )
f (x0)
2h
w0, w1, w2
w0f (x0) + w1f (x1) + w2f (x2) /h
, f 0(x0),
xi = x0 + ih, i = 0, 1, 2.
0
, 3 ..., 2008
16
(extrapolation) Richardson
.
: D q(h)
O(h)
h > 0,
ci
(30)
h
2
(30)
h
h2
h3
h
D = q( ) + c1 + c2 + c3 +
2
2
4
8
(31)
h h
h
i
h2
h3
D = q( ) + q( ) q(h) + c2
h2 + c3
h3 + (32)
2
2
2
4
D O(h2)
, 3 ..., 2008
17
q1(h) = q(h)
h
i
h h
8
32
(33)
h h2 (33) ,
(33) ( c2)
q2( h2 ) q2(h) i
h
3h3
D = q2 ( ) +
+ c3
+
2
3
32
h
D O(h3)
q2( h2 ) q2(h) i
h
q3(h) = q2( ) +
2
3
h
, 3 ..., 2008
18
k = 2, 3, , . . . , m
O(hk )
2k1qk1( h2 ) qk1(h)
qk (h) =
2k1 1
, 3 ..., 2008
19
k = 2, 3, , . . . , m
O(hk )
2k1qk1( h2 ) qk1(h)
qk (h) =
2k1 1
h, O(h2k )
4k1qk1( h2 ) qk1(h)
qk (h) =
4k1 1
, 3 ..., 2008
19
f (x) = x ln x x0 = 2 h = 0.1 O(h4)
Richardson.
, 3 ..., 2008
20
f (x) = x ln x x0 = 2 h = 0.1 O(h4)
Richardson.
(
)
f (x0 + h) f (x0 h)
f (x0) =
+ O(h2)
2h
0
f (x0 + h) f (x0 h)
q1(h) =
2h
1 h
q1(0.1) =
(2.1) ln(2.1) (1.9) ln(1.9) = 1.692728
0.2
i
1h
q1(h/2) = f (x0 + h/2) f (x0 h/2)
h
h
i
1
q1(0.05) =
(2.05) ln(2.05) (1.95) ln(1.95) = 1.693043
0.1
, 3 ..., 2008
20
k = 2
4q1( h2 ) q1(h)
q2(h) =
41
4q1(0.05) q1(0.1)
= 1.693148
q2(0.1) =
3
, 3 ..., 2008
21
k = 2
4q1( h2 ) q1(h)
q2(h) =
41
4q1(0.05) q1(0.1)
= 1.693148
q2(0.1) =
3
, 3 ..., 2008
21
, 3 ..., 2008
22
, 3 ..., 2008
23
, 3 ..., 2008
24
14
, 3 ..., 2008
. 4:
f (x)dx,
I(f ) =
[a, b] R f : [a, b] R.
, 3 ..., 2008
. 4:
f (x)dx,
I(f ) =
[a, b] R f : [a, b] R.
Rb
, 3 ..., 2008
. 4:
f (x)dx,
I(f ) =
[a, b] R f : [a, b] R.
Rb
n
X
wif (xi)
i=0
xi [a, b] wi ( R).
, 3 ..., 2008
(1)
I(f ) Qn+1(f ) =
n
X
wif (xi)
i=0
, 3 ..., 2008
I(f ) Qn+1(f ) =
n
X
wif (xi)
i=0
, 3 ..., 2008
Newton-Cotes
[a, b] R n + 1 ( )
xi = a + ih, i = 0, . . . , n h = (b a)/n.
Newton-Cotes .
Newton-Cotes .
, 3 ..., 2008
Newton-Cotes
[a, b] R n + 1 ( )
xi = a + ih, i = 0, . . . , n h = (b a)/n.
Newton-Cotes .
Newton-Cotes .
f (x) pn(x)
f (x) pn(x)
Z b
Z b
I(f ) =
f (x)dx
pn(x)dx
a
, 3 ..., 2008
Newton-Cotes
[a, b] R n + 1 ( )
xi = a + ih, i = 0, . . . , n h = (b a)/n.
Newton-Cotes .
Newton-Cotes .
f (x) pn(x)
f (x) pn(x)
Z b
Z b
I(f ) =
f (x)dx
pn(x)dx
a
Qn+1 ..
Z
Qn+1(f ) = I(pn) =
pn(x)dx
a
. .
Qn+1 n .
, 3 ..., 2008
( )
p1 f C[a, b] ( x0 = a, x1 = b).
x x0
x x1
+ f (x1)
p1(x) = f (x0)L0(x) + f (x1)L1(x) = f (x0)
x0 x1
x1 x0
, 3 ..., 2008
( )
p1 f C[a, b] ( x0 = a, x1 = b).
x x0
x x1
+ f (x1)
p1(x) = f (x0)L0(x) + f (x1)L1(x) = f (x0)
x0 x1
x1 x0
Z
f (x)dx
i
(b a) h
p1(x)dx = =
f (a) + f (b) = Q2(f )
2
, 3 ..., 2008
Z
Rn+1(f ) = I(f ) Qn+1(f ) = I(f ) I(pn) =
[f (x) pn(x)]dx
a
1
=
(n + 1)!
, 3 ..., 2008
Z
a
f (n+1)()
n
Y
(x xi)dx,
(a, b),
i=0
Z
Rn+1(f ) = I(f ) Qn+1(f ) = I(f ) I(pn) =
[f (x) pn(x)]dx
a
1
=
(n + 1)!
f (n+1)()
n
Y
(x xi)dx,
(a, b),
i=0
n = 1
1
R2(f ) =
2!
(b a)3 00
R2(f ) =
f ()
12
, 3 ..., 2008
( )
[a, b]
, 3 ..., 2008
[a, b]
, 3 ..., 2008
[a, b] n , h = (b a)/n
[xi+1 xi] .
b=xn
I(f ) =
x1
f (x)dx =
a=x0
x2
xn
f (x)dx + +
f (x)dx +
x0
x1
f (x)dx
xn1
h1
i
1
QTn+1 = h f (x0) + f (x1) + + f (xn1) + f (xn)
2
2
.
, 3 ..., 2008
[xi, xi+1], i = 0, . . . , n
2
f C [a, b] (a, b)
T
|Rn+1
|
T
Rn+1
b a 2 00
=
h f ()
12
b a 2 00
h ||f || f C 2[a, b]
12
( h 0) . O(h2).
, 3 ..., 2008
[xi, xi+1], i = 0, . . . , n
2
f C [a, b] (a, b)
T
|Rn+1
|
T
Rn+1
b a 2 00
=
h f ()
12
b a 2 00
h ||f || f C 2[a, b]
12
( h 0) . O(h2).
n
k . ,
T
|Rn+1
|
, 3 ..., 2008
1
10k
2
8
I(f ) [0, 1]
x2
5
f (x) = e
.
, 3 ..., 2008
I(f ) [0, 1]
x2
5
f (x) = e
.
.
T
|Rn+1
|
b a 2 00
1
h ||f || 105
12
2
(2)
00
x2
(2)
1
1 1
2 1 105
12 n
2
n > 183
, 184
.
, 3 ..., 2008
R4
I(f ) = 0 xe2xdx
. n
4 ;
, 3 ..., 2008
10
R4
I(f ) = 0 xe2xdx
. n
4 ;
I(f ) = 5216.926477.
, 3 ..., 2008
10
(
).
, 3 ..., 2008
11
(
).
, .
, 3 ..., 2008
11
(
).
, .
, 3 ..., 2008
11
(
).
, .
, 3 ..., 2008
11
(
).
, .
QTn+1 =
n
X
xi xi1
i=1
, 3 ..., 2008
[f (xi1) f (xi)]
11
R 4 2x
I(f ) = 0 xe dx [0, 4]
h1 = 2, h2 = 1, h3 = 0.5, h4 = 0.5 %
.
, 3 ..., 2008
12
R 4 2x
I(f ) = 0 xe dx [0, 4]
h1 = 2, h2 = 1, h3 = 0.5, h4 = 0.5 %
.
, 3 ..., 2008
12
R 4 2x
I(f ) = 0 xe dx [0, 4]
h1 = 2, h2 = 1, h3 = 0.5, h4 = 0.5 %
.
, 3 ..., 2008
12
() Simpson 1/3
2
x0 = a, x1 = a+b
2 , x2 = b
, 3 ..., 2008
13
() Simpson 1/3
2
x0 = a, x1 = a+b
2 , x2 = b
, 3 ..., 2008
13
() Simpson 1/3
2
x0 = a, x1 = a+b
2 , x2 = b
Z
I(f ) =
Z
f (x)dx
, 3 ..., 2008
p2(x)dx =
a
Z bX
2
f (xi)Li(x)dx
a i=0
13
() Simpson 1/3
2
x0 = a, x1 = a+b
2 , x2 = b
Z
I(f ) =
Z
f (x)dx
p2(x)dx =
a
Z bX
2
f (xi)Li(x)dx
a i=0
Z
Q3(f ) =
a
i
(b a) h 1
4 a+b
1
f (a) + f (
) + f (b)
p2(x)dx = =
2
3
3
2
3
, 3 ..., 2008
13
i
hh
Q3(f ) = f (x0) + 4f (x1) + f (x2)
3
, 3 ..., 2008
14
i
hh
Q3(f ) = f (x0) + 4f (x1) + f (x2)
3
Simpson 2
. f (x) = x3 . . . . . .
, 3 ..., 2008
14
i
hh
Q3(f ) = f (x0) + 4f (x1) + f (x2)
3
Simpson 2
. f (x) = x3 . . . . . .
I(x3) Q3(x3) =
Z
a
h
a + b 3
i
b
a
x3dx
a3 + 4
+ b3 = = 0!
6
2
Simpson 1/3
( ) .
, 3 ..., 2008
14
Simpson 1/3
2
1
R3(f ) =
2!
Z
a
a+b
(x a)(x
)(b x)f (3)()
2
(b a)5 (4)
h5(b a) (4)
R3(f ) = 4
f () =
f ()
2 180
180
Simpson 1/3 3.
, 3 ..., 2008
15
Simpson 1/3
n ,
xi = a + ih, i = 0, 1, . . . , n Simpson 1/3
[x0, x2], [x2, x4], . . . , [xn2, xn].
, 3 ..., 2008
16
Simpson 1/3
n ,
xi = a + ih, i = 0, 1, . . . , n Simpson 1/3
[x0, x2], [x2, x4], . . . , [xn2, xn].
.
,
Simpson 1/3
h
i
h
QSn+1 = f (x0) + 4f (x1) + 2f (x2) + 4f (x3) + 4f (xn1) + f (xn)
3
, 3 ..., 2008
16
R4
I(f ) = 0 xe2xdx
Simpson 1/3 [0, 4] 3 5 %
.
, 3 ..., 2008
17
R4
I(f ) = 0 xe2xdx
Simpson 1/3 [0, 4] 3 5 %
.
, 3 ..., 2008
17
R4
I(f ) = 0 xe2xdx
Simpson 1/3 [0, 4] 3 5 %
.
, 3 ..., 2008
17
R4
I(f ) = 0 xe2xdx
Simpson 1/3
x0 = 0, x1 = 1.5, x2 = 3, x3 = 3.5, x4 = 4 % .
, 3 ..., 2008
18
R4
I(f ) = 0 xe2xdx
Simpson 1/3
x0 = 0, x1 = 1.5, x2 = 3, x3 = 3.5, x4 = 4 % .
, 3 ..., 2008
18
R4
I(f ) = 0 xe2xdx
Simpson 1/3
x0 = 0, x1 = 1.5, x2 = 3, x3 = 3.5, x4 = 4 % .
, 3 ..., 2008
18
Simpson 1/3
[xi, xi+2],
4
f C [a, b] (a, b)
S
|Rn+1
|
S
Rn+1
b a 4 (4)
=
h f ()
180
(b a) 4 (
h ||f 4)|| f C 4[a, b]
180
( h 0) . O(h4).
, 3 ..., 2008
19
Simpson 1/3
[xi, xi+2],
4
f C [a, b] (a, b)
S
|Rn+1
|
S
Rn+1
b a 4 (4)
=
h f ()
180
(b a) 4 (
h ||f 4)|| f C 4[a, b]
180
( h 0) . O(h4).
n
k . ,
S
|Rn+1
|
, 3 ..., 2008
1
10k
2
19
15
, 3 ..., 2008
() Simpson 3/8
3
x0 = a, x1 = a + h, x2 = b + 3h, x3 = b
h = (b a)/3
, 3 ..., 2008
() Simpson 3/8
3
x0 = a, x1 = a + h, x2 = b + 3h, x3 = b
h = (b a)/3
, 3 ..., 2008
() Simpson 3/8
3
x0 = a, x1 = a + h, x2 = b + 3h, x3 = b
h = (b a)/3
Z
I(f ) =
Z
f (x)dx
, 3 ..., 2008
p3(x)dx =
a
Z bX
3
f (xi)Li(x)dx
a i=0
() Simpson 3/8
3
x0 = a, x1 = a + h, x2 = b + 3h, x3 = b
h = (b a)/3
Z
I(f ) =
Z
f (x)dx
p3(x)dx =
Z bX
3
f (xi)Li(x)dx
a i=0
Simpson 3/8
i
3h h
f (x0) + 3f (x1) + 3f (x2) + f (x3)
Q3/8(f ) =
8
, 3 ..., 2008
Simpson 3/8
3
1
R3/8(f ) =
4!
3h5 (4)
R3/8(f ) =
f ()
80
Simpson 3/8 3.
, 3 ..., 2008
R4
I(f ) = 0 xe2xdx
Simpson 1/3 3/8 % .
, 3 ..., 2008
R4
I(f ) = 0 xe2xdx
Simpson 1/3 3/8 % .
Simpson 1/3
, 3 ..., 2008
R4
I(f ) = 0 xe2xdx
Simpson 1/3 3/8 % .
Simpson 1/3
Simpson 3/8
, 3 ..., 2008
R4
I(f ) = 0 xe2xdx
Simpson 1/3 3/8 % .
Simpson 1/3
Simpson 3/8
, 3 ..., 2008
R1
I(f ) = 0 (1 + ex sin(4x))dx
Simpson 1/3 3/8.
, 3 ..., 2008
R1
I(f ) = 0 (1 + ex sin(4x))dx
Simpson 1/3 3/8.
, 3 ..., 2008
R1
I(f ) = 0 (1 + ex sin(4x))dx
Simpson 1/3 3/8.
Simpson 1/3
, 3 ..., 2008
Simpson 3/8
R1
I(f ) = 0 (1 + ex sin(4x))dx
Simpson 1/3 3/8.
Simpson 1/3
, 3 ..., 2008
Simpson 3/8
( ) ,
( )
. h = .25 ( )
, 3 ..., 2008
( ) ,
( )
. h = .25 ( )
, 3 ..., 2008
( ) ,
( )
. h = .25 ( )
: Simpson 1/3 ()
, 3 ..., 2008
Simpson 3/8 ()
( ) ,
( )
. h = .25 ( )
: Simpson 1/3 ()
, 3 ..., 2008
Simpson 3/8 ()
R 2 x
I(f ) = 0 (e sin(8x2/3) + 1)dx
Simpson 1/3 3/8 121 .
, 3 ..., 2008
R 2 x
I(f ) = 0 (e sin(8x2/3) + 1)dx
Simpson 1/3 3/8 121 .
Simpson 1/3
Simpson 3/8
, 3 ..., 2008
Newton-Cotes
.
xi = x0 + ih, i = 0, 1, . . . , n,
x0 = a + h,
ba
h=
n+2
Newton-Cotes
f (x)dx
I(f ) =
a
, 3 ..., 2008
Z bX
n
f (xi)Li(x)dx +
a i=0
Newton-Cotes
.
xi = x0 + ih, i = 0, 1, . . . , n,
x0 = a + h,
ba
h=
n+2
Newton-Cotes
f (x)dx
I(f ) =
a
Z bX
n
f (xi)Li(x)dx +
a i=0
, 3 ..., 2008
(), n = 0
, 3 ..., 2008
(), n = 0
a+b
Qm = (b a)f (
) = 2hf (x0)
2
, 3 ..., 2008
(), n = 0
a+b
Qm = (b a)f (
) = 2hf (x0)
2
(b a)3 00
h3 00
f () = f ()
: Rm =
24
3
, 3 ..., 2008
(), n = 0
a+b
Qm = (b a)f (
) = 2hf (x0)
2
(b a)3 00
h3 00
f () = f ()
: Rm =
24
3
()
n1
X
h
Qm
f xi +
n+1 = h
2
i=0
, 3 ..., 2008
(), n = 0
a+b
Qm = (b a)f (
) = 2hf (x0)
2
(b a)3 00
h3 00
f () = f ()
: Rm =
24
3
()
n1
X
h
Qm
f xi +
n+1 = h
2
i=0
3
(b
a)
2 00
: Rm
=
h
f ()
n+1
24
, 3 ..., 2008
n = 1
, 3 ..., 2008
n = 1
Qm
1
, 3 ..., 2008
(b a)
=
[f (x1) + f (x2)]
2
n = 1
Qm
1
(b a)
=
[f (x1) + f (x2)]
2
3
(b
a)
00
: Rm
=
f
()
1
108
, 3 ..., 2008
n = 1
Qm
1
(b a)
=
[f (x1) + f (x2)]
2
3
(b
a)
00
: Rm
=
f
()
1
108
, 3 ..., 2008
n = 2 Milne
, 3 ..., 2008
10
n = 2 Milne
Qm
2
(b a)
=
[2f (x1) f (x2) + 2f (x3)]
3
, 3 ..., 2008
10
n = 2 Milne
Qm
2
(b a)
=
[2f (x1) f (x2) + 2f (x3)]
3
, 3 ..., 2008
Rm
2
10
n = 2 Milne
Qm
2
(b a)
=
[2f (x1) f (x2) + 2f (x3)]
3
, 3 ..., 2008
Rm
2
10
I(f ) Qn+1
n
X
wif (xi)
i=0
xi [a, b] wi ( R).
, 3 ..., 2008
(1)
11
I(f ) Qn+1
n
X
wif (xi)
i=0
(1)
xi [a, b] wi ( R).
Qn+1
.
. f (x) = a0 + a1x + + anxn , n.
f (x)dx Qn+1(f ) = 0,
Rn =
a
, 3 ..., 2008
11
I(f ) Qn+1
n
X
wif (xi)
i=0
(1)
xi [a, b] wi ( R).
Qn+1
.
. f (x) = a0 + a1x + + anxn , n.
f (x)dx Qn+1(f ) = 0,
Rn =
a
j (x) = xj , j = 0, 1, . . . , n
Z b
n
wixji =
i=0
, 3 ..., 2008
xj dx,
j = 0, . . . , n
(2)
11
. . .
n = 0 ,
b
x0 = a, x1 = b, h = b a, (4)
Z
w0 1 =
1dx
w0 = b a = h
()
, 3 ..., 2008
12
. . .
n = 1
,
Z
b
(4) j = 0, 1
b
Z
w0 1 + w1 1 =
1dx w0 + w1 = (b a)
a
Z b
w0x0 + w1x1 =
a
x2 b b2 a2
xdx w0x0 + w1x1 = =
2 a
2
w0 = w1 =
ba
2
ba
Q2 =
[f (a) + f (b)]
2
.
, 3 ..., 2008
13
, 3 ..., 2008
14
.
C
Z
a
h
f (x)dx = [f (a) + f (b)] + Cf (2)()
2
f (x) = x2
Z
h 2
x dx = (a + b2) + 2C
2
a
b3 a3 h 2
= (a + b2) + 2C
3
2
h3
C= .
12
, 3 ..., 2008
14
ROMBERG
(
(extrapolation) Richardson).
(k)
T0
(k+1)
h/2k , h = b a
(k)
2j
2
Tj1 Tj1
(k)
Tj =
,
2j
2 1
j = 1, 2, . . .
O(h2(j+1)), j = 1, 2 . . ..
j = 1 Simpson 1/3
h/2k+1.
, 3 ..., 2008
15
(0)
Q0
&
(0)
Q1 &
(1)
(0)
Q0 %
Q2
(0)
(1)
Q1 %
(1)
(2)
Q2
Q0
(2)
Q1
(3)
Q0
Q3
..
...
..
..
..
, 3 ..., 2008
16
R4
I(f ) = 0 xe2xdx
Romberg O(h10) %
.
, 3 ..., 2008
17
R4
I(f ) = 0 xe2xdx
Romberg O(h10) %
.
, 3 ..., 2008
17
R4
I(f ) = 0 xe2xdx
Romberg O(h10) %
.
17
.
, 3 ..., 2008
17
R4
I(f ) = 0 xe2xdx
Romberg O(h10) %
.
17
.
n
Simpson 1/3 ;
, 3 ..., 2008
17
16
, 3 ..., 2008
GAUSS
Gauss
xi, i = 1, . . . , n [a, b]
..
Qn =
n
X
wif (xi)
i=1
, 3 ..., 2008
GAUSS
Gauss
xi, i = 1, . . . , n [a, b]
..
Qn =
n
X
wif (xi)
i=1
Gauss xi
[a, b].
, 3 ..., 2008
GAUSS
Gauss
xi, i = 1, . . . , n [a, b]
..
Qn =
n
X
wif (xi)
i=1
Gauss xi
[a, b].
wi xi.
, 3 ..., 2008
GAUSS
Gauss
xi, i = 1, . . . , n [a, b]
..
Qn =
n
X
wif (xi)
i=1
Gauss xi
[a, b].
wi xi.
Gauss n
2n 1 (. 2n 1 ).
, 3 ..., 2008
Gauss ,
Gauss ( )
.
, 3 ..., 2008
Gauss ,
Gauss ( )
.
[1, 1]
R1
I(g) = 1 g(x)dx [a, b], ,
, 3 ..., 2008
Gauss ,
Gauss ( )
.
[1, 1]
R1
I(g) = 1 g(x)dx [a, b], ,
, 3 ..., 2008
Gauss ,
Gauss ( )
.
[1, 1]
R1
I(g) = 1 g(x)dx [a, b], ,
[a, b]
n
b a
X
b
a
b
+
a
n(f ) =
Q
wif
xi +
2 i=1
2
2
, 3 ..., 2008
Gauss ,
Gauss ( )
.
[1, 1]
R1
I(g) = 1 g(x)dx [a, b], ,
[a, b]
n
b a
X
b
a
b
+
a
n(f ) =
Q
wif
xi +
2 i=1
2
2
, 3 ..., 2008
Gauss [1, 1]
I(f ) Gauss Qn
I(f ) Qn(f ) =
n
X
wif (xi)
(1)
i=1
, 3 ..., 2008
Gauss [1, 1]
I(f ) Gauss Qn
I(f ) Qn(f ) =
n
X
wif (xi)
(1)
i=1
Qn
2n 1.
. f (x) = a0 + a1x + + a2n1x2n1 ,
Z 1
2n 1.
f (x)dx Qn(f ) = 0,
Rn =
, 3 ..., 2008
Gauss [1, 1]
I(f ) Gauss Qn
I(f ) Qn(f ) =
n
X
wif (xi)
(1)
i=1
Qn
2n 1.
. f (x) = a0 + a1x + + a2n1x2n1 ,
Z 1
2n 1.
f (x)dx Qn(f ) = 0,
Rn =
j (x) = xj , j = 0, 1, . . . , 2n 1
n
X
wixji =
i=1
, 3 ..., 2008
xj dx,
j = 0, . . . , 2n 1
(2)
Gauss [1, 1] n = 1
Q1 = w1f (x1)
.
(6) j = 0, 1
w1 1 =
1dx = 2
w1 = 2
(3)
xdx = 0
x1 = 0
(4)
1
Z 1
w 1 x1 =
1
, 3 ..., 2008
Gauss [1, 1] n = 1
Q1 = w1f (x1)
.
(6) j = 0, 1
w1 1 =
1dx = 2
w1 = 2
(3)
xdx = 0
x1 = 0
(4)
1
Z 1
w 1 x1 =
1
f (x)dx 2f (0)
( )
, 3 ..., 2008
Gauss [1, 1] n = 2
Q1 = w1f (x1) + w2f (x2)
. (6) j = 0, 1, 2, 3
w1 1 + w2 1 =
1dx = 2
w1 + w2 = 2
xdx = 0
w 1 x1 + w 2 x2 = 0
w1x1 + w2x2 =
1
w1x21 + w2x22 =
w1x21 + w2x22 =
x3dx = 0
w1x31 + w2x32 = 0
w1x31 + w2x32 =
2
3
x2dx = 0
1
, 3 ..., 2008
Gauss [1, 1] n = 2
Q1 = w1f (x1) + w2f (x2)
. (6) j = 0, 1, 2, 3
w1 1 + w2 1 =
1dx = 2
w1 + w2 = 2
xdx = 0
w 1 x1 + w 2 x2 = 0
w1x1 + w2x2 =
1
w1x21 + w2x22 =
w1x21 + w2x22 =
x3dx = 0
w1x31 + w2x32 = 0
w1x31 + w2x32 =
2
3
x2dx = 0
1
w1 = w2 = 1 x2 = x1 =
1
3
1
1
f (x)dx f ( ) + f ( )
3
3
1
, 3 ..., 2008
Gauss [1, 1] n = 3
Q1 = w1f (x1) + w2f (x2) + w3f (x3)
5 .
, 3 ..., 2008
Gauss [1, 1] n = 3
Q1 = w1f (x1) + w2f (x2) + w3f (x3)
5 .
(6) j = 0, 1, 2, 3, 4, 5
()
8
5
w1 = w3 = , w2 =
9
9
r
3
x1 = x3 =
, x2 = 0
5
, 3 ..., 2008
R4
I(f ) = 0 te2tdt
Gauss 2, 3 4 % .
, 3 ..., 2008
R4
I(f ) = 0 te2tdt
Gauss 2, 3 4 % .
[0, 4] [1, 1]
, 3 ..., 2008
R4
I(f ) = 0 te2tdt
Gauss 2, 3 4 % .
[0, 4] [1, 1]
Gauss 2
, 3 ..., 2008
R4
I(f ) = 0 te2tdt
Gauss 2, 3 4 % .
[0, 4] [1, 1]
Gauss 2
, 3 ..., 2008
Gauss 3
, 3 ..., 2008
Gauss 3
Gauss 4
, 3 ..., 2008
Gauss 3
Gauss 4
, 3 ..., 2008
Gauss, [1, 1]
Gauss-Legendre.
, 3 ..., 2008
Gauss, [1, 1]
Gauss-Legendre.
xi Legendre.
, 3 ..., 2008
Gauss, [1, 1]
Gauss-Legendre.
xi Legendre.
, Legendre, Pn,
(, ) [1, 1]
(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),
n1
P0(x) = 1 P1(x) = x.
, 3 ..., 2008
Gauss, [1, 1]
Gauss-Legendre.
xi Legendre.
, Legendre, Pn,
(, ) [1, 1]
(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),
n1
P0(x) = 1 P1(x) = x.
1
P2(x) = (3x2 1)
2
1
P3(x) = (5x3 3x)
2
1
P4(x) = (35x4 30x2 + 3),
8
, 3 ..., 2008
..
Gauss, [1, 1]
Gauss-Legendre.
xi Legendre.
, Legendre, Pn,
(, ) [1, 1]
(n + 1)Pn+1(x) = (2n + 1)xPn(x) nPn1(x),
n1
P0(x) = 1 P1(x) = x.
1
P2(x) = (3x2 1)
2
1
P3(x) = (5x3 3x)
2
1
P4(x) = (35x4 30x2 + 3),
8
, 3 ..., 2008
..
17
, 3 ..., 2008
. 5:
(..) (..)
, 3 ..., 2008
. 5:
(..) (..)
,
,
( ).
, 3 ..., 2008
. 5:
(..) (..)
,
,
( ).
.
.
, 3 ..., 2008
. 5:
(..) (..)
,
,
( ).
.
.
.. (
) .
, 3 ..., 2008
(..)
[a, b] R f : [a, b] R R.
:
, 3 ..., 2008
(..)
[a, b] R f : [a, b] R R.
:
y : [a, b] R, :
y 0(t) = f t, y(t) , a t b
y(a) = y0 ( )
(1)
y C 1[a, b] (1)
...
, 3 ..., 2008
(..)
[a, b] R f : [a, b] R R.
:
y : [a, b] R, :
y 0(t) = f t, y(t) , a t b
y(a) = y0 ( )
(1)
y C 1[a, b] (1)
...
, 3 ..., 2008
f (x, t)
S
, 3 ..., 2008
f (x, t)
S
.. (1)
() y t (a, b].
, 3 ..., 2008
f (x, t)
S
.. (1)
() y t (a, b].
[a, b] N
ti = a + ih,
i = 0, . . . , N,
h = (b a)/N ( )
y i y(ti), i = 1, . . . N .
, 3 ..., 2008
Euler
.. ...
.
, 3 ..., 2008
Euler
.. ...
.
(1)
y 0(t) = f t, y(t) , a t b
y(a) = y 0 ( )
(2)
, 3 ..., 2008
n = 0, . . . , N 1 (3)
Euler
n = 0, . . . , N 1
: .. (1) t = tn
y 0(tn) = f tn, y(tn)
y 0(tn)
(. )
n+1
n
y(t
)
y(t
)
0 n
y (t )
h
y n y(tn)
y n+1 y n
= f (tn, y n)
h
, 3 ..., 2008
Euler ( )
y 0 y(t),
y00 = f (t0, y 0) (t0, y 0)
y00 . (t1, y 1),
y10 = f (t1, y 1)
(t1, y 1) y10 (t2, y 2) ...
, 3 ..., 2008
, 3 ..., 2008
, 3 ..., 2008
, 3 ..., 2008
, 3 ..., 2008
, 3 ..., 2008
Euler
( )
n = y n y(tn)
:
(), .
(
).
, 3 ..., 2008
Euler
( )
n = y n y(tn)
:
(), .
(
).
:
(. ).
(.
).
, 3 ..., 2008
Euler
( )
n = y n y(tn)
:
(), .
(
).
:
(. ).
(.
).
= +
, 3 ..., 2008
. Euler
(tn, y(tn)) (.
y tn),
y n+1 :
y n+1
}|
hz
i{
n = y(tn) + hf tn, y(tn) y(tn+1),
(4)
Taylor y(tn+1)
i
i h
2
h
n = y(tn) + hf tn, y(tn) y(tn) + hy 0(tn) + y 00( n) ,
2
h
(5)
2
h
n = y 00( n)
2
. h 0 , O(h2).
, 3 ..., 2008
10
.
: ... (1) y C 2[a, b] .
y 0, y 1, . . . , y N Euler
h = (b a)/N ,
M
eL(ba) 1 h = Ch
max |y n y(tn)|
0nN
2L
(6)
, 3 ..., 2008
11
.
: ... (1) y C 2[a, b] .
y 0, y 1, . . . , y N Euler
h = (b a)/N ,
M
eL(ba) 1 h = Ch
max |y n y(tn)|
0nN
2L
(6)
, 3 ..., 2008
11
.
: ... (1) y C 2[a, b] .
y 0, y 1, . . . , y N Euler
h = (b a)/N ,
M
eL(ba) 1 h = Ch
max |y n y(tn)|
0nN
2L
(6)
O(h).
, 3 ..., 2008
11
Euler
.. ()
(
y 0(t) = y,
< 0,
t [0, )
y(0) = 1 ( )
(7)
(7) y(t) = et ( t .)
, 3 ..., 2008
12
Euler
.. ()
(
y 0(t) = y,
< 0,
t [0, )
y(0) = 1 ( )
(7)
(7) y(t) = et ( t .)
tn = nh Euler
(
y n+1 = y n + hy n,
0
y =1
, 3 ..., 2008
n0
yn = (1 + h)n
(8)
12
Euler
.. ()
(
y 0(t) = y,
< 0,
t [0, )
y(0) = 1 ( )
(7)
(7) y(t) = et ( t .)
tn = nh Euler
(
y n+1 = y n + hy n,
0
y =1
n0
yn = (1 + h)n
(8)
t , t = nh, h 0 n
n
t
et,
y n = (1 + h)n = 1 +
n
, 3 ..., 2008
n .
12
. . . Euler
h. (8)
|y n| = |1 + h|n n .
tn = nh :
|y n| 0,
|1 + h| < 1,
|y n| = 1,
|1 + h| = 1,
|y n| , |1 + h| > 1,
, 3 ..., 2008
13
. . . Euler
h. (8)
|y n| = |1 + h|n n .
tn = nh :
|y n| 0,
|1 + h| < 1,
|y n| = 1,
|1 + h| = 1,
|y n| , |1 + h| > 1,
y n y(t) = et
|1 + h| < 1.
, 3 ..., 2008
13
. . . Euler
h. (8)
|y n| = |1 + h|n n .
tn = nh :
|y n| 0,
|1 + h| < 1,
|y n| = 1,
|1 + h| = 1,
|y n| , |1 + h| > 1,
y n y(t) = et
|1 + h| < 1.
1: .. (1)
h > 0, ,
y n 0 n .
I (, 0), ..
h I , .
, 3 ..., 2008
13
. . . Euler
Euler 0 < h < 2, .
I = (2, 0).
, 3 ..., 2008
14
. . . Euler
Euler 0 < h < 2, .
I = (2, 0).
|| >> 0 < h < 2
h y n
.
, 3 ..., 2008
14
. . . Euler
Euler 0 < h < 2, .
I = (2, 0).
|| >> 0 < h < 2
h y n
.
.. ()
(
y 0(t) = y,
C, Re < 0,
t [0, )
y(0) = 1,
(9)
y : [0, ] C y(t) = et
|y(t)| = e(Re)t 0,
, 3 ..., 2008
t .
14
. . . Euler
2: .. (1)
h > 0, ,
(9) y n |y n| 0 n .
S - {z C : Rez < 0}, ..
h S ,
.
, 3 ..., 2008
15
. . . Euler
2: .. (1)
h > 0, ,
(9) y n |y n| 0 n .
S - {z C : Rez < 0}, ..
h S ,
.
Euler
S = {z C : Re z < 0, |1 + z| < 1}
. |1 + z|
1 -1,
-.
, 3 ..., 2008
15
f : [0, ) R .
...
(
y 0(t) = y(t) + f 0(t) f (t),
C, Re < 0,
y(0) = y0,
, 3 ..., 2008
t [0, )
(10)
(11)
16
f : [0, ) R .
...
(
y 0(t) = y(t) + f 0(t) f (t),
C, Re < 0,
y(0) = y0,
t [0, )
(10)
(11)
f t
0
.
.. (10) ,
t,
t?,
t?, t
t? .
t? = 0.
, 3 ..., 2008
16
(11) t = nh ( )
(12)
(13)
(12) (13)
, 3 ..., 2008
17
(11) t = nh ( )
(12)
(13)
(12) (13)
17
... (1), .
- -.
, 3 ..., 2008
18
... (1), .
- -.
Euler
y 0(tn)
(. )
n
n1
y(t
)
y(t
)
0 n
y (t )
h
y n y(tn)
y n y n1
= f (tn, y n)
h
Euler
n = 0, . . . , N 1
(14)
18
. . . Euler
() y n+1 (14)
(. . 2).
(x) = y n + f (tn+1, x) R
y n+1, ( )
xk+1 = (xk ) x0 = y n,
x? = y n+1.
, 3 ..., 2008
19
. . . Euler
() y n+1 (14)
(. . 2).
(x) = y n + f (tn+1, x) R
y n+1, ( )
xk+1 = (xk ) x0 = y n,
x? = y n+1.
(14) (9)
1
y n = (1h)
n.
-
|1 h| 1, Re 0.
Euler -.
, 3 ..., 2008
19
Euler
.
, 3 ..., 2008
20
Euler
.
y n+1
Newton-Raphson.
, 3 ..., 2008
20
Euler
.
y n+1
Newton-Raphson.
Euler , ,
, .
:
max |y n y(tn)| Ch
0nN
C h.
, 3 ..., 2008
20
18
, 3 ..., 2008
.
.. y 0 = f (t, y)
y(tn+1) y(tn) =
tn+1
f (t, y(t))dt.
(1)
tn
, 3 ..., 2008
.
.. y 0 = f (t, y)
y(tn+1) y(tn) =
tn+1
f (t, y(t))dt.
(1)
tn
, 3 ..., 2008
.
.. y 0 = f (t, y)
y(tn+1) y(tn) =
tn+1
f (t, y(t))dt.
(1)
tn
(15)
h
n
n
n+1
n+1
[f
t
,
y(t
)
+
f
t
,
y(t
) ] (. )
2
h
i
h
y n+1 = y n + f (tn, y n) + f tn+1, y n+1 ,
2
, 3 ..., 2008
n = 0, . . . , N 1 (2)
Heun (-)
.
n+1
h
= y + [f (tn, y n) + f (tn+1, y n+1)],
2
n
n = 0, . . . , N 1
y n+1 Euler, .
y n+1 = y n + hf (tn, y n)
(16) Heun
h
i
h
y n+1 = y n + f (tn, y n) + f tn+1, y n + hf (tn, y n) , n = 0, .., N 1
2
(3)
, 3 ..., 2008
Heun , .
0nN
C h p = 2.
, 3 ..., 2008
Heun , .
0nN
C h p = 2.
- Heun
-.
, 3 ..., 2008
Heun , .
0nN
C h p = 2.
- Heun
-.
, ( Euler)
h
h
y n+1 = y n +hf tn + , y n + f (tn, y n) , n = 0, .., N 1 (4)
2
2
, 3 ..., 2008
( )
y n (. y(tn)),
y n+1
[tn, tn+1].
, 3 ..., 2008
( )
y n (. y(tn)),
y n+1
[tn, tn+1].
, 3 ..., 2008
y 0 = y , y(0) = 1 [0, 4]
Euler h = 1 h = 0.25.
y = et.
, 3 ..., 2008
Runge-Kutta (RK)
.
, 3 ..., 2008
Runge-Kutta (RK)
.
.
.
, 3 ..., 2008
Runge-Kutta (RK)
.
.
.
RK
.
, 3 ..., 2008
Runge-Kutta (RK)
.
.
.
RK
.
RK
y n+1
y n.
, 3 ..., 2008
Runge-Kutta (RK)
RK ( q ) y n+1
y n+1 = y n + h
q
X
n = 0, . . . , N 1
(5)
i=1
:
bi : i = 1, . . . , q ,
tn,i = tn + ih, [tn, tn+1], i
.
y n,i : q ( ) y(tn,i)
y n,i = y n + h
q
X
i = 1, . . . q
(6)
j=1
ai,j
, 3 ..., 2008
i , bi ai,j , j = 1, . . . , q
[0, i].
, 3 ..., 2008
i , bi ai,j , j = 1, . . . , q
[0, i].
() ( Butcher) :
a11 a12
a21 a22
a1q
a2q
1
2
..
..
..
aq1 aq2
b1 b2
aqq
bq
..
, 3 ..., 2008
A
= T
b
i , bi ai,j , j = 1, . . . , q
[0, i].
() ( Butcher) :
a11 a12
a21 a22
a1q
a2q
1
2
..
..
..
aq1 aq2
b1 b2
aqq
bq
..
A
= T
b
aij = 0 i j ( y n,i
y n,j , i > j .)
, 3 ..., 2008
i , bi ai,j , j = 1, . . . , q
[0, i].
() ( Butcher) :
a11 a12
a21 a22
a1q
a2q
1
2
..
..
..
aq1 aq2
b1 b2
aqq
bq
..
A
= T
b
aij = 0 i j ( y n,i
y n,j , i > j .)
aij 6= 0 i j
q q (
),
.
, 3 ..., 2008
RK
(19) (20) k n,i = f (tn,i, y n,i)
P
q
n,j
n,i
n,i n
a
k
,
k
=
f
t
,
y
+
h
ij
j=1
i = 1, . . . , q,
(7)
y n+1 = y n + h Pq b k n,i
i=1 i
, 3 ..., 2008
RK
(19) (20) k n,i = f (tn,i, y n,i)
P
q
n,j
n,i
n,i n
a
k
,
k
=
f
t
,
y
+
h
ij
j=1
i = 1, . . . , q,
(7)
y n+1 = y n + h Pq b k n,i
i=1 i
aij = 0 i j . RK
n,1
n,1 n
k
=
f
(t
,y )
n,2
n,2 n
n,1
k
=
f
(t
,
y
+
ha
k
)
21
...
q1
n,1
n
y
=
y
n,2
n
n,1 n,1
y = y + ha21f (t , y )
...
, 3 ..., 2008
aij = 0 i < j . RK
n,1
n
n,1 n,1
y
=
y
+
ha
f
(t
,y )
11
n,2
n
n,1 n,1
n,2 n,2
y
=
y
+
ha
f
(t
,
y
)
+
ha
f
(t
,y )
21
22
(9)
..
, 3 ..., 2008
10
RK
(I )
0 0
1
Euler
(
y n,1 = y n
y
, 3 ..., 2008
n+1
= y + hf (t , y
n,1
(10)
11
RK
(I )
0 0
1
Euler
(
y n,1 = y n
y
n+1
= y + hf (t , y
n,1
(10)
(II )
1 1
1
Euler
(
, 3 ..., 2008
n+1
= y + hf (t
n+1
,y
n,1
(11)
11
(III )
1
2
1
2
(
y n,1 = y n + h2 f (tn + h2 , y n,1)
y
, 3 ..., 2008
n+1
= y + hf (t +
h n,1
)
2, y
(12)
12
(III )
1
2
1
2
(
y n,1 = y n + h2 f (tn + h2 , y n,1)
y
n+1
= y + hf (t +
h n,1
)
2, y
(12)
(IV )
0 0 0
1
1
2
2 1
1
2
1
2
n,1
n
y
=
y
h
i
(13)
, 3 ..., 2008
12
(IV )
1 2 1
1
2
1
2
(-)
RK,
R, , (p = 2). = 12 63 p = 3
( )/
, 3 ..., 2008
13
(IV )
1 2 1
1
2
1
2
(-)
RK,
R, , (p = 2). = 12 63 p = 3
( )/
(IV )
1
4
1
4
+
1
2
1
4
1
4
1
2
1
2
1
2
3
6 ,
RK, =
p = 4 ( ).
Gauss-Legendre i bi
Gauss-Legendre [0, 1].
, 3 ..., 2008
13
Runge-Kutta (RK)
(p = 4).
0
, 3 ..., 2008
1
2
0
0
0
0
0
0
0
1
1
6
1
3
1
3
1
2
0
0
0
0
1
6
0
1
2
1
2
14
Runge-Kutta (RK)
(p = 4).
0
1
2
0
0
0
0
0
0
0
1
1
6
1
3
1
3
1
2
0
0
0
0
1
6
0
1
2
1
2
n,1
k n,2
n,3
k n,4
= f (tn,1, y n) = f (tn, y n)
= f (tn,2, y n + ha21k n,1) = f (tn + h2 , y n + h 12 k n,1)
= = f (tn + h2 , y n + h 12 k n,2)
= = f (tn+1, y n + hk n,1)
, 3 ..., 2008
(14)
14
Runge-Kutta (RK)
(p = 4).
0
1
2
0
0
0
0
0
0
0
1
1
6
1
3
1
3
1
2
0
0
0
0
1
6
0
1
2
1
2
n,1
k n,2
n,3
k n,4
= f (tn,1, y n) = f (tn, y n)
= f (tn,2, y n + ha21k n,1) = f (tn + h2 , y n + h 12 k n,1)
= = f (tn + h2 , y n + h 12 k n,2)
= = f (tn+1, y n + hk n,1)
(14)
(21)
y n+1
1
1
1
1
= y n + h k n,1 + k n,2 + k n,3 + k n,4
6
3
3
6
, 3 ..., 2008
(15)
14
Runge-Kutta ,
...
y(t)
y (t) =
,
1+t
0
t [0, 0.2],
y(0) = y 0 = 1 h = 0.05.
, 3 ..., 2008
15
Runge-Kutta ,
...
y(t)
y (t) =
,
1+t
0
t [0, 0.2],
y(0) = y 0 = 1 h = 0.05.
N = (b a)/h = (0.2 0)/0.05 = 4
y 1
hk 0,1
0,2
hk
0,3
hk
hk 0,4
y
1
= hf (t0, y 0) = 1+t
0 = 1+0 = 1
= hf (t0 + h2 , y 0 + h 12 k 0,1) = 0.04637195
= = hf (t0 + h2 , y 0 + h 12 k 0,2) = 0.04654466
= = hf (t0 + h, y 0 + hk 0,1) = 0.04328938
(16)
1
1
1
y 1 = y 0 + k 0,1 + k 0,2 + k 0,3 + k 0,4 = 0.9534795
6
3
3
6
1
n = 1, 2, 3 y 2, y 3, y 4.
, 3 ..., 2008
15
Runge-Kutta
p
-.
, 3 ..., 2008
16
1
1
M (, t, L, U ).
() M .
0.0040332.
() x M x + 1 =
1, ;
() M (2, 5, 5, 5);
()
;
2
2
x3 2x 5 = 0
()[12] , , [2, 3]
(4 ).
105 ;
3
()[10] x0 = 3
x0 = 3.5 |xn+1 xn | 0.01.
4
()[8] xn+1 := (x3n 5)/2,
n = 1, 2, . . .. , ,
x0 [2, 3]; , ;
5
3
( Y ), , ( X )
X
Y
25
110
30
120
35
120
40
130
45
130
50
140
55
150
60
140
65
150
70
170
() [20] 80
.
6
() [15] spline S(x)
(Ai , Bi ) B A = 4.5.
7
4
Z
I=
ex dx,
Trapez(n) Simpson(n) ( )
Simpson . :
()[8] Trapez(n) n = 4.
8
()[10] Simpson(n) n = 4.
9
()[10] n Trapez(n)
T
, |R|, 5 106 ( Rn+1
= ba
h2 f 00 ()).
12
10
.
Jma 1
(a)[5] Jewrste to arijmhtik ssthma kinhtc upodiastolc, me snolo arijmn mhqanc to M (, t, L, U )
ttoio ste, = 2, t = 3, L = 1 kai U = 2. Na brejon kai na parastajon loi oi arijmo
mhqanc x M .
(b)[5] Ti onomzoume sflma stroggleushc sthn parstash twn arijmn kai stic prxeic kai poi
enai ta shmantik dekadik yhfa enc arijmo?
Jma 2
(a)[5]'Estw xk , xk+1 , xk+2 trec proseggseic thc rzac mac m grammikc exswshc f (x) = 0, oi
opoec prokuyan ap t qrsh trin arijmhtikn mejdwn (a), (b), (c). Dikaiologste poa ap tic
gnwstc mejdouc antistoiqe se kajna ap ta paraktw sqmata.
f(x)
f(x)
xk
x k+2
x k+1
f(x)
xk
(a)
xk
x k+1
x k+2
(b)
x k+2
(c)
x k+1
(a)[15] Gia thn lsh thc exswshc x+ln x = 0, thc opoac h apl rza enai kont sto 0.5 protenontai
oi paraktw epanalhptikc mjodoi:
(M 1) xn+1 := ln xn ,
(M 2) xn+1 := exn
(M 3) xn+1 :=
xn + exn
.
2
Poio apo touc parapnw tpouc kai giat mporon na qrhsimopoihjon? Poi enai h txh sgklishc
gia kje mjodo pou mpore na qrhsimopoihje?
Jma 3
(a)[6] Poia enai ta basik kritria pou prpei na lbei kapoioc upyh tou gia to an ja epilxei: (1)
poluwnumik parembol, (2) parembol me kubikc splines, (3) prosggish elaqstwn tetragnwn (grammik, poluwnumik, ekjetik, . . . ) gia prosarmog sta paraktw dedomna. Dste sugkekrimnec protseic gia kje omda dedomnwn.
5
(b)[15] Ta paraktw dedomna antistoiqon se shmea kai timc miac gnwsthc sunrthshc f (x).
xi
f (xi )
-1
-2
0
1
1
0
2
1
6
(g)[14] Ddontai ta dedomna
xi
yi
1
0.5
2
1.7
3
3.4
4
5.7
Qrhsimopoiste thn mjodo twn elaqstwn tetragnwn gia na upologsete thn bltisth kamplh
thc morfc y(x) = AxB (A kai B gnwstoi) pou proseggzei ta parapnw dedomna.
Jma 4
(a)
[10] Ta paraktw dedomna antistoiqon se shmea kai timc miac gnwsthc sunrthshc f (x).
xi
f (xi )
0.1
-0.454
0.2
-1.584
0.3
-2.934
0.4
-3.904
0.6
-1.584
0.8
13.056
Efarmzontac katllhlo sunduasm twn kannwn oloklrwshc Simpson 1/3 kai 3/8 na upologiste
R 0.8
to oloklrwma 0.1 f (x)dx
8
(b)[15] (a) Kataskeuste me th mjodo aprosdiristwn suntelestn ton tpo oloklrwshc twn
Gauss-Legendre do shmewn kai (b) qrhsimopoiste ton gia na upologsete to oloklrwma
0.8
0.2
1
dt.
t2
Jma 5
[10]Gia to prblhma arqikn timn (PAT)
y 0 (t) = 15y(t),
y(0) = 1,
t [0, ]
(1)
(a) meletste thn eustjeia thc mejdou tou Euler gia to parapnw PAT kai (b) me bma h thc
epilogc sac (msa sthn perioq eustjeiac) upologste to y(0.4).
10
.
1
()[7] M = M ( =
10, t = 5, L = 10, U = 10) x = 5891.26 y = 0.0773414.
x+y ,
, x+y
.
()[5]
z = 7892 7891; ;
2
, , c
dc
= W Qc kV c.
dt
c=
W Qc 2
kV
c=
W kV
Q
3
()[15]
Newton-Raphson.
.
3
(p) 20
t
p
1
100
5
200
10
450
15
950
20
2000
.
5 .
()[15]
y = AteBt .
5
()[10] , ,
5 [5]
t = 15.
4
() [10]
. (m) , Simpson 1/3
Simpson 3/8.
t(min)
v(m/s)
1
5
2
6
3.25
5.5
4.5
7
6
8.5
7
8
8
6
9
7
9.5
7
10
5
7
()[14]
i(t) = 10et/T sin(2t/T ), 0 t T /2, T = .
T /2
i(t)2 dt
(1)
8
()[6] f
C 2 [a, b]
T
Rn+1
=
b a 2 00
h f ()
12
(1) Gauss-Legendre
() .
5
[15] ()
t [0, ]
(2)
() Euler ()
h ( ) ()
Euler .
10
11
1
1
()[7] M =
M ( = 10, t = 5, L = 10, U = 10) x = 5891.26 y = 0.0773414.
x+y ,
, x+y
.
()[5]
z = 7892 7891; ;
2
2
.
( )
V = h2
(3R h)
3
3 Newton-Raphson
.
3
()[10] h = (h) () ;
r
h=
h3 + (3V /)
3R
4
()[10] -
Newton-Raphson (x? , y ? ),
(x 4)2 + (y 4)2 = 5
x2 + y 2 = 16.
[ :
(x0 , y0 ).]
5
3
t
y
0.75
1.2
2
1.95
3
2
4
2.4
6
2.4
8
2.7
8.5
2.6
y t = 10.
()[15]
t
y = A B+t
.
6
()[13] , ,
()
t
y
0.75
1.2
2
1.95
4
2.4
8
2.7
7
4
() [10] M ,
,
Z
t2
Qcdt,
M=
t1
Q = 0.3m3 /s
, c,
t(min)
0
1
4
6
8 12 16 20
c(mg/m3 ) 12 22 32 45 58 75 70 48
Newton-Cotes.
8
()[15] Gauss-Legendre 3
gm
c
c = 9.8, c = 12.5 m = 68.
10
0
(1 e(c/m)t )dt,
9
5
[15] ()
t [0, 4]
(1)
10
11
1
1
()[10] f (x) = x2 3, x [1.5, 2].
( 4 )
f (x) [1.5, 2], x0 = 2, x1 = 1.5
|x
xn |
= n+1
< 102 .
|xn+1 |
xn1
f (xn1 )
xn
f (xn )
2.0000
1.0000
1.5000
-0.7500
xn+1
f (xn+1 )
2
()[13] (. ) Newton-Raphson
A.
Newton-Raphson xn+1 =
3
xn |
< 102
x0 = 2, = |xn+1
|xn+1 |
4 .
xn
2.0000
xn+1
3
2
[12] f (x) = x3 4x xk = 1, 1, 2, 3.
Newton
Pn (x), (. n = 0, 1, 2, 3), f (x).
xk
f [xk ]
f [xk1 , xk ]
-1
1
2
3
P0 (x) =
P1 (x) =
P2 (x) =
P3 (x) =
f (x) Px (x) n 3;
4
3
(xk , yk ) :
(1,
0.7) (2,
1.7) (3,
3.4) (4,
6.7) (5,
12.6)
C=
xk
yk
1
2
3
4
5
0.7000
1.7000
3.4000
6.7000
12.600
Xk
Yk
D=
5
()[15] Spline S(x) (xk , yk ).
6
4
, I =
Simpson 1/3 N = 2
Qs =
i
hh
f (x0 ) + 4f (x1 ) + f (x2 ) ,
3
Rb
a
f (x)dx,
x0 = a, x2 = b.
QsN (f )=
7
() [10] Simpson 1/3 N = 4
Z
I=
0
Iw
ex dx.
8
5
[15] ()
dy
dx
= xy 2 ,
y(1) = 1,
x [0, 1.5]
h
yn+1 = yn + (k1 + k2 )
2
k1 = f (xn , yn )
k2 = f (xn+1 , yn + hk1 )
y(1.5) h = 0.25 2 .
10
1
1
( ).
[4](i) (25)10 = (?)2
() 100110
() 10011
() 11001
() 110010
[4](iv ) x = 0.028254 x
e = 0.028271 x, x
e
;
() 2
() 3
() 4
() 5
2
2
f (x) = x3 x 4 .
()[15] f (x) x? , 3
[a, b]
x? [a, b]
4 .
3
()[10] f (x) ( 4
) Newton-Raphson f (x),
x0
= |xn+1 xn | < 104 .
n
0
xn
f (xn )
xn+1
f (xn+1 )
4
() [5] xn+1 = (xn ) x3n 4,
x? f (x).
n = 0, 1, 2, . . .
5
3
() [10] S(x) [0, 3],
s0 (x) = 1 + 4x x , x [0, 1]
S(x) = s1 (x) = 2x,
x [1, 2]
2
s2 (x) = 2 x + x ,
x [2, 3]
spline; .
6
() [15] , Pn (x),
, g(x)
x = 1.2
xi
1
1.5
1.75
2
g(xi ) 0.0000 0.4054 0.5596 0.6931
() [5] f () , , (),
g 0 (1.75) (i) 2 (ii) 3
.
7
4
(xi , yi ) :
(0,
2) (1,
5) (2,
10) (3,
18) (4,
[15] y = eax+b ,
4
,
xi
yi
0
1
2
3
4
2
5
10
18
37
70
8
5
()[10] v(t)
(
2t,
x [1, 5],
v(t) =
2
5t + 3, x (5, 14].
() Simpson 1/3
( ) t = 2 t = 9
() 949.33
() 1039.7
() 1200.5
() 1350.5
9
() [10]
() 11.672
() 11.807
() 12.811
() 13.633
R 2.2
0.2
xex dx Gauss
10