Professional Documents
Culture Documents
Integ Difff PDF
Integ Difff PDF
Integ Difff PDF
ي ﭘﻴ ﺮ
ﻣﺤﺎﺳﺒﺎت ﻋﺪدي
ﺒ
ﻓﺼﻞ 4
اﻧﺘﮕﺮال ﮔﮔﻴﺮي
ﻣﺸﺘﻖ و ا ﮕ ال
ﺸ
ﻣﺸﺘﻖ ﮔﻴﺮي
ﻣﺸﺘﻖ ﮔﻴﺮي ﻋﺪدي:
ﺿﺮورت ﺸ
• در دﺳﺖ ﻧﺒﻮدن ﺗﺎﺑﻊ
• ﭘﻴﭽﻴﺪﮔﻲ ﺗﺎﺑﻊ
ﻣﺸﺘﻖ ﮔﻴﺮي
: ﭘﺲ و ﻣﺮﻛﺰي،ﺗﻘﺮﻳﺐ اﺧﺘﻼف ﭘﻴﺶ
Forward Difference Estimation:
f (x + h ) − f (x) E = O (h )
f ′( x ) ≈
h
Backward Difference Estimation:
f (x) − f (x − h ) E = O (h )
f ′( x ) ≈
h
f ′( x ) ≈
f (x + h ) − f (x − h ) E = O (h2 )
h
۴ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
ﻣﺸﺘﻖ ﮔﻴﺮي
(Noncentral difference )ﻣﺸﺘﻖ ﻧﺎ ﻫﻢ ﻣﺮﻛﺰ:ﻣﺜﺎل
: ﻧﺸﺎن دﻫﻴﺪx وx+
x+2
2h ، x+h ﺑﺎ اﺳﺘﻔﺎده از ﺗﻌﺎرﻳﻒ ﺗﺎﺑﻊ در
4 f ( x + h ) − f ( x + 2h ) − 3 f ( x )
= f ′ ( x ) +O ( h 2 )
2h
f ( x + h ) = f ( x ) + hf ′ ( x ) + h2 ! f ′′ ( x ) + h3 ! f ′′′ ( x ) +
+"
2 3
4 f ( x + h ) − f ( x + 2h ) − 3 f ( x )
= f ′( x ) + −2 h 2
3! f ′′′ ( x ) + "
2h
۵ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
ﻣﺸﺘﻖ ﮔﻴﺮي
روش ﻛﺎﻫﺶ ﺧﻄﺎي ﮔﺮد ﻛﺮدن ﻳﺎ اﻓﺰاﻳﺶ دﻗﺖ ﺗﻘﺮﻳﺐ:ﺗﻘﺮﻳﺐ رﻳﭽﺎردﺳﻮن
Central difference Approximation: E = O (h2 )
:ﻣﻲ ﮔﻴﺮﻳﻢ
1
φ ( h ) = [ f ( x + h ) − f ( x − h )]
2h
= f ′ ( x ) + a 2 h 2 + a 4 h 4 + a6 h 6 + "
φ ⎛⎜ ⎞⎟ = f ′ ( x ) + a2 h 2 + a4 h 4 + a6 h 6 + "
h 1 1 1
⎝2⎠ 4 16 64
) − f ( x + 2h ) + 8 f ( x + h ) − 8 f ( x − h ) + f ( x − 2 h
≈ ) f ′( x
12h
) E = h30 f (5) ( c
4
ﻣﺸﺘﻖ ﮔﻴﺮي
1 ﺗﻤﺮﻳﻦ -ﭼﻨﺎﻧﭽﻪ:
]) ψ ( h ) = [ f ( x + h ) − f ( x − h
2h
ﻧﺸﺎن دﻫﻴﺪ:
2 4 6
h h h
ψ ( h ) = f ′( x ) + "f ′′′ ( x ) + f ( 5) ( x ) + f ( 7 ) ( x ) +
+
!3 !5 !7
ﻣﺸﺘﻖ ﮔﻴﺮي
:ﻣﺸﺘﻖ دوم
f ( x + h ) − f ( x − h ) = 2 f ( x ) + h 2 f ′′ ( x ) +"
f ( x + h ) − 2 f ( x ) + f ( x − h ) 1 2 ( 4)
f ′′ ( x ) = + h f (x)
h2 2
f (x + h ) − 2f (x) + f (x − h )
f ′′ ( x ) ≈
h2
ﻧﺪارد.
ﻛﺎرﺑﺮد ر
اي( رﺑﺮ
ﭼﻨﺪﺟﻤﻠﻪ ي
ﺗﻘﺮﻳﺐ ﭼ ﺟ
ﻣﺤﺪود )ﻳﻳﺎ ﺮﻳﺐ
و ﺮﻳﺐ
ﺗﻘﺮﻳﺐ اﺧﺘﻼﻓﺎت
آﻟﮕﻮرﻳﺘﻢ ﻣﻨﺎﺳﺐ:
ﺑﺮﭘﺎﺋﻲ درون ﻳﺎب ) (interpolatorﻳﺎ ﻋﺒﻮر ﻣﻨﺤﻨﻲ )(Curve fitting
oﻣﻴﺎن ﻳﺎب اﺳﭙﻼﻳﻦ درﺟﻪ 3
oﻣﻴﺎن ﻳﺎب ﻻﮔﺮاﻧﮋ
ﻣﺸﺘﻖ ﮔﻴﺮي
ﻣﺸﺘﻖ ﮔﻴﺮي
) ( xk−1 , fk−1 ), ( xk , fk ), ( xk+1, fk+1 • ﻣﺜﺎل :ﻣﻴﺎن ﻳﺎب ﻻﮔﺮاﻧﮋ
) ( x − xk )( x − xk+1
f ( x ) = fk−1
) ( xk−1 − xk )( xk−1 − xk+1
) ( x − xk−1 )( x − xk+1
+ fk
) ( xk − xk−1 )( xk − xk+1
) ( x − xk−1 )( x − xk
+ fk+1
) ( xk+1 − xk )( xk+1 − xk+1
xk+1 − xk = xk − xk−1 = h
) ( x − xk )( x − xk+1 ) ( x − xk−1 )( x − xk+1 ) ( x − xk−1 )( x − xk
f ( x ) = fk−1 − fk + fk+1
2h 2 h2 2h 2
١٢ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
ﻣﺸﺘﻖ ﮔﻴﺮي
ﭼﻨﺪﺟﻤﻠﻪ اي ﻻﮔﺮاﻧﮋ: • ﻣﺜﺎل
( xk − xk+1 )
f ′ ( xk ) = fk−1
h2
22h
(x − x ) (x − x )
− fk k 2 k+1 − fk k 2 k−1
h h
( xk − xk−1 )
+ fk+1
2h 2
( −h ) ( −h ) (h) (h)
f ′ ( xk ) = fk−1 − fk − fk + fk+1
2h 2 h2 h2 2h 2
fk+1 − fk−1
f ′ ( xk ) =
2h
١٣ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
ﻣﺸﺘﻖ ﮔﻴﺮي
. ﮔﺮادﻳﺎن ﺗﺎﺑﻊ ﻣﺤﺎﺳﺒﻪ ﻣﻲ ﺷﻮد:• دوﺑﻌﺪي
h = 0
h = 0.01
01;;
t = (0
t = (0:h:1
:h:1) ;
a = sin(2
a = sin(2*pi*
*pi*1
1*t);
*t); %
% 11Hz sin, from 0
Hz sin, from 0 to
to 1
1 sec.
sec.
da = (
= (2
2*pi*1
*pi*1)*
)*cos
cos((2*pi*
*pi*11*t);
df = diff(a,
= diff(a,11)/h;
subplot(211
subplot(211), plot(t,da,
), plot(t,da,’b’
’b’,t(
,t(2
2:end),df,
:end),df,’r’
’r’);
);
subplot(212
subplot(212), plot(t(
), plot(t(2
2:end),abs(da
:end),abs(da((2:end)
:end)‐‐df
df));
));
err = norm(df
err = norm(df‐‐da(2
da(2:end),2
:end),2)/norm(da(
)/norm(da(2
2:end),
:end),22); %
); %0.0314
ﻣﺸﺘﻖ ﮔﻴﺮي
Differentials
10
-5 Exact
Numerical
-10
10
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Error
0.2
0.15
0.1
0.05
0
0 01
0.1 02
0.2 03
0.3 04
0.4 0
0.5 06
0.6 0
0.7 08
0.8 09
0.9 1
h 0.01
h = 0
h = 01;;
t = (0
t = (0:h:1
:h:1) ;
a = sin(
a = sin(2
(2*pi*1
i (2*pi*
i*1*t);
* i*1*t); %
* ) % 1
% 1Hz sin, from
Hz sin, from 0
H i f 0 to
0 to 1
1 sec.
1 sec.
d2a = ‐
a = ‐((
((2
2*pi*1
*pi*1)^
)^22)*sin(
)*sin(2
2*pi*1
*pi*1*t);
d2f = diff(a,
f
f = diff(a,2
ff( 2)/(h*h);
)/(h*h)
subplot(211
subplot(211), plot(t,d
), plot(t,d2
2a,’b’
a,’b’,t(
,t(3
3:end),d2
:end),d2f,’r’
f,’r’);
);
subplot(212
subplot(212), plot(t(
), plot(t(3
3:end),abs(d2
:end),abs(d2a(3
a(3:end)‐
:end)‐d2f));
err = norm(d2
err = norm(d2f‐da(
da(3
3:end),
:end),2
2)/norm(d2
)/norm(d2a(3
a(3:end),
:end),2
2);
); %
%0.0622
ﻣﺸﺘﻖ ﮔﻴﺮي
2nd O
Order
de Differentials
e e as
40
20
-20 Exact
Numerical
-40
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Error
3
0
0 01
0.1 02
0.2 03
0.3 04
0.4 05
0.5 06
0.6 07
0.7 08
0.8 09
0.9 1
[x,y] = meshgrid(‐2:.2:2, ‐2:.2:2);
[x y] meshgrid( 2: 2:2 2: 2:2);
z = x .* exp(‐x.^2 ‐ y.^2);
[px,py] = gradient(z,.2,.2);
[px,py] gradient(z,.2,.2);
contour(z)
hold on
quiver(px , py)
hold off
ﻣﺸﺘﻖ ﮔﻴﺮي
40
35
30
25
20
15
10
5 10 15 20 25 30 35 40
f ( xn ) − f ( xn−1 )
f ′ ( xn ) ≈
h
1 2 3 4 ... N-2 N-1 N
ﻣﺸﺘﻖ ﮔﻴﺮي
f ( xn+1 ) − f ( xn−1 ) Matlab ﺑﺮﻧﺎﻣﻪ ﻧﻮﻳﺴﻲ
f ′ ( xn ) ≈
2h
1 2 3 4 ... N-2 N-1 N
df = [0; 0; (‐x(5:end)+8*x(4:end‐1)‐8*x(2:end‐3)+x(1:end‐4))/(12*h);
df = [0; 0; (‐x(5:end)+8 x(4:end‐1)‐8 x(2:end‐3)+x(1:end‐4))/(12 h); 0; 0];
∂x ∂y
L = del2
del2(f, hx
hx,, hy
;)hy
;)
L = del2
del2(f, hx
hx,, hy
hy,, hz
))hz
اﻧﺘﮕﺮاﻟﮕﻴﺮي
ﻃﺮح ﻣﺴﺌﻠﻪ:
∞
f ( x ) = ∫ e − x dx = 1 ﺗﺎﺑﻊ ﺗﺤﻠﻴﻠﻲ – ﺣﻞ ﺗﺤﻠﻴﻠﻲ
0
12
ﺗﺎﺑﻊ ﺗﺤﻠﻴﻠﻲ – ﺑﺪون ﺣﻞ
f ( x ) = ∫ e − x dx
2
1
(Discrete
Di t d ﮔﺴﺴﺘﻪ ) t
data
)data داده ﮔ ﺘ
ا
ﻧﻘﺎط xiو ﻣﻘﺎدﻳﺮ وزﻧﻲ Aiﺑﻪ روش ﻣﻮرد اﺳﺘﻔﺎده ﺑﺴﺘﮕﻲ دارﻧﺪ.
a
i =1 i =1
x b
x1 x2 x3 x4 xn−1 xn Ai = ∫ A i ( x ) dx
a a
٢۶
b داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
روش ﻫﺎي اﻧﺘﮕﺮال ﮔﻴﺮي
روش ﻧﻴﻮﺗﻦ -ﻛﻮﺗﺰ:
روش ﻫﺎي ﻣﺘﺪاول ﺑﺎ اﺳﺘﻔﺎده از روش ﻓﻮق
ذوزﻧﻘﻪ )،(n = 2
ﺳﻴﻤﭙﺴﻮن ،(n = 3) 1/3
ﺳﻴﻤﭙﺴﻮن ،(n = 4) 3/8
ﻧﻜﺘﻪ:
ﻣﻬﻤﺘﺮﻳﻦ روش :روش ذوزﻧﻘﻪ
ﺑﺎ ﺗﺮﻛﻴﺐ ﺑﺎ روش ﺑﺮون ﻳﺎﺑﻲ رﻳﭽﺎردﺳﻮن ،روش ﻣﻔﻴﺪ اﻧﺘﮕﺮال ﮔﻴﺮي
راﻣﺒﺮگ ﻧﺘﻴﺠﻪ ﻣﻲ ﺷﻮد.
b
I = ∫ f ( x ) dx
a
n −1 n −1
⎡h ⎤
⎥ ) = ∑ Ii = ⎢ f ( x1 ) + 2∑ f ( xi ) + f ( xn
i =1 ⎣2 i=2 ⎦
( b − a ) h 2 ′′
E=− f (ξ ) , ] ξ ∈ [ a,b
12
0.8
0.7
0.6
0.5
0.4
0.3
0.2
0.1
0
0 1 2 3 4 5 6 7 8 9 10
n −1
h 3 n−1 ( b − a ) h 2 ⎡ 1 n−1 ⎤ ( b − a )h2
E = ∑ Ei = − ∑ f ′′ (ξ i ) = − ⎢ ∑ f ′′ (ξ i ) ⎥ = − ) f ′′ (ξ
i =1 12 i=1 12 ⎣ n i=1 ⎦ 12
٣١ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
2 1
2
≥ ≤ 1×10−10 → n ×106
12n 6
٣٢ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
روش ﻫﺎي اﻧﺘﮕﺮال ﮔﻴﺮي
راﻣﺒﺮگ:
ﺗﺮﻛﻴﺐ روش ذوزﻧﻘﻪ ﺑﺎ ﺑﺮون ﻳﺎﺑﻲ رﻳﭽﺎردﺳﻮن
ﻛﺎرﺑﺮد ﺑﺮاي ﻫﺮ دو ﻣﻮرد
ﻛﺎﻫﺶ )ﻛﻨﺘﺮل( ﺧﻄﺎ
ﺗﻘ
ﺗﻘﺮﻳﺐ اﻧﺘﮕ ال
اﻧﺘﮕﺮال
)f(h
)( ) = I(h
ﺑﺎ ﺗﻌﺮﻳﻒ( ) :
1
= ) Error ( h R ⎦⎤ ) ⎡⎣ I ( h R ) − I ( h
R −1
n
1
Extrapolated value = I ( h R ) + ⎦⎤ ) ⎡ I ( h R ) − I ( h
⎣R n −1
٣٣ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
R = h (h 2) = 2
1 1
= ) Error ( h 2 ⎡ I ( h ) − I ( h ) ⎦⎤ ) ⎦ 3 ⎡⎣ I ( h 2 ) − I ( h
⎤ =
⎣ 22 − 1
2
1
Extrapolated value = I ( h R ) + ⎦⎤ ) ⎡⎣ I ( h R ) − I ( h
2 −1
2
a =0.2
2
h
First Estimate : I ( h ) = [ f ( a ) + 2 f ( a + h ) + f ( b )] = 0.66211
2
0.65 h
Second Estimate : h = ⇒ I ( h ) = [ f ( a ) + 2 f ( a + h ) + 2 f ( a + 2h )
2 2
+ 2 f ( a + 3h ) + f ( b )] = 0.65948
1
Better Estimate : 0.65947 + ( 0.65947 − 0.66211) = 0.65859
4 −1
٣۵ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
⎡ ( x − x1 )( x − x2 )
x2 x2
∫x f ( x ) dx ≈ ∫x ⎢⎣ ( x0 − x1 )( x0 − x2 ) f0 +
0 0
( x − x0 ) ( x − x2 ) ( x − x0 ) ( x − x1 ) ⎤
f1 +
( x1 − x0 ) ( x1 − x2 ) ( x2 − x0 ) ( x2 − x1 ) 2 ⎦⎥
f dx
x2
h h 5 ( 4)
∫x f ( x ) dx ≈ ( f0 + 4 f1 + f2 ) E = − f (c)
0
3 90
٣۶ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
روش ﻫﺎي اﻧﺘﮕﺮال ﮔﻴﺮي
ﻧﻘﻄﻪ n ،زوج(:
n+ﻧﻘﻄﻪ ﺳﻴﻤﭙﺴﻮن )) (1/3ﺑﺮاي 1
n+1
) ( x0 ,x1 ,",xn
xn − x0
=h
n
h h h
=I ) ( f0 + 4 f1 + f2 ) + ( f2 + 4 f3 + f4 ) + " + ( fn−2 + 4 fn−1 + fn
3 3 3
(b − a )h4
E=− ) f ( 4 ) (α
180
٣٧ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
f ( x ) = ai ( x − xi ) + bi ( x − xi ) + ci ( x − xi ) + di
3 2
xn
h4 n h3 n h2 n n
∑ ∫x f ( x ) dx = 4
i =1
ai + ∑ bi + ∑ ci + h ∑ di
3 i=1 2 i=1 i =1
0
ﻛﻪ nﻧﻘﻄﻪ ﺑﻔﻮاﺻﻞ ﻳﻜﺴﺎن داده ﺷﺪه و ﺗﺎﺑﻊ اﻧﺘﮕﺮال ﮔﻴﺮي ﻣﻌﻠﻮم اﺳﺖ.
) ∫ f ( x ) dx = ∑ A f ( x
a i =0
i i
در ﺻﻮرت اﻣﻜﺎن اﻧﺘﺨﺎب ) xiﻣﻮﻗﻌﻴﺖ ﻫﺎي ﻣﺤﺎﺳﺒﻪ ، (fاﻣﻜﺎن دﺳﺖ ﻳﺎﺑﻲ ﺑﻪ
دﻗﺖ ﺑﺎﻻﺗﺮ ﺑﺎ اﻧﺘﺨﺎب ﻣﻨﺎﺳﺐ ﻣﻘﺎدﻳﺮ xiﻫﺎ وﺟﻮد دارد.
nﻣﻘﺪار xiﻫﺎ و nﻣﻘﺪار Aiﻫﺎ اﻣﻜﺎن ﺗﻘﺮﻳﺐ ﭼﻨﺪﺟﻤﻠﻪ اي ﺑﺎ ﻣﺮﺗﺒﻪ 2n-1را
ﻓﺮاﻫﻢ ﻣﻲ ﻛﻨﻨﺪ ﻛﻪ دﻗﺖ ﺑﺎﻻﺗﺮي ﺣﺎﺻﻞ ﻣﻲ ﺷﻮد.
روش ﮔﻮس ﺑﺮ ﻣﺒﻨﺎي روش ﻓﻮق ﺑﻨﺎ ﺷﺪه اﺳﺖ.
۴٠ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
روش ﻫﺎي اﻧﺘﮕﺮال ﮔﻴﺮي
ﮔﻮس )ﻧﻘﺎط ﺗﻘﺴﻴﻢ ﻣﻌﻠﻮم
ﻣﻌﻠﻮم n + 1 ،ﻣﻘﺪار داده(:
{( xi , fi )}i=0
n
b n
∫ f ( x ) dx = ∑ A f ,
a i =0
i i x0 ≤ a < b ≤ xn
n + 1ﻣﺠﻬﻮل Aiﺑﺎ ﺟﺎﻳﮕﺬاري ﭼﻨﺪﺟﻤﻠﻪ اي fاز درﺟﻪ ﺻﻔﺮ ﺗﺎ nﻗﺎﺑﻞ ﻣﺤﺎﺳﺒﻪ اﻧﺪ.
b n
⎫
f = 1 ⇒ ∫ f ( x ) dx = b − a = ∑ Ai ⎪
a i =0
⎪
b
b −a
2 2 n ⎪
= f = x ⇒ ∫ f ( x ) dx = ∑ Ai xi ⎪
⎬ ⇒ { Ai }i=0
n
a
2 i =0
# ⎪
⎪
b n +1
b −a n +1 n ⎪
= f = x n ⇒ ∫ f ( x ) dx ⎪ = ∑ Ai xin
a
n +1 i =0 ⎭
۴١ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
2.3
=I ∫ e − x dx
2
a = 1.25 b = 2.3
1.25
I ≈ A0 f0 + A1 f1 + A2 f2 = 0.0875
) ∫ f ( t ) dt = af ( t ) + bf ( t
−1
1 2
ﺗﻌﺪاد ﻣﺠﻬﻮﻻت 4 :
+1
⎛ ⎞ 1 ⎞ ⎛ 1
∫ f ( t ) dt = f ⎝⎜ −
−1
⎟ ⎜⎟+ f
⎠3 ⎠⎝ 3
∫ f ( x ) dx
a
+1
b−a ⎡ ( b − a ) t + ( b + a ) ⎤ dt
b
b
) (b − a ) ⎧ ⎡ −(b − a ⎤ ) 3 + (b + a ) ⎡(b − a ⎫ ⎤ ) 3 + (b + a
≈ ∫ f ( x ) dx
a
2
⎢ ⎨f
⎣ ⎩ 2 ⎥
⎦
+ f ⎢
⎣ 2 ⎬⎥
⎭⎦
{ }
ﮔﻮس:
π ⎤π π ⎤π π
⎡ sin + + sin ⎡ − + ≈ 0.998473
4 ⎦⎥ ⎢⎣ 4 3 4 ⎦⎥ ⎢⎣ 4 3 4
2n+
n+1
ﭘﻴﺸﻨﻬﺎد ﮔﻮس :اﺳﺘﻔﺎده از ﭼﻨﺪﺟﻤﻠﻪ اي از ﺗﻮان ﺻﻔﺮ ﺗﺎ 1
:[‐1, +1
ﭼﻨﺪ ﺟﻤﻠﻪ اي ﮔﻮس داراي nرﻳﺸﻪ در ﺑﺎزه ], +1
P2 ( t ) = 4 ( 3t 2 − 1) → t = − 3 3, t = 3 3
) ∫ g ( t ) dt = A g ( t ) + A g ( t ) + " + A g ( t
−1
0 0 1 1 n n
dn 2
)Pn ( t ) = n ( t − 1
n
dt
P2 ( t ) = 4 ( 3t 2 − 1) → t = − 3 3, t = 3 3
⎧t = − 1
⎪0
⎨ ⇒ P2 ( t ) = 4 ( 3t − 1) = 0
2 3
⎪t1 = 1
⎩ 3
b
⎤ ) (b − a ) 1 ⎡(b − a )t + (b + a 1
= I = ∫ f ( x ) dx ⎢∫ f ⎥ dt = ∫ g ( t ) dt
a
2 −1 ⎣ 2 ⎦ −1
1
روش ﮔﻮس ﺑﺮاي ﺳﻪ ﻧﻘﻄﻪ:
) ∫ g ( t ) dt ≅ A g ( t ) + A g ( t ) + A g ( t
−1
0 0 1 1 2 2
⎧
⎧g ( t ) = 1 ⎪ A0 + A1 + A2 = 2
⎪ ⎪
⎨g ( t ) = t ⇒ ⎨ A0 t0 + A1t1 + A2 t2 = 0
⎪ ⎪
⎩g ( t ) = t
2
2
= ⎪ A0 t02 + A1t12 + A2 t22
⎩ 3
۵٢ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
روش ﻫﺎي اﻧﺘﮕﺮال ﮔﻴﺮي
:(n =
ﮔﻮس )ﻣﺜﺎل n = 3 :
n = 3
b
⎤ ) (b − a ) 1 ⎡(b − a )t + (b + a 1
= I = ∫ f ( x ) dx ⎢∫ f ⎥ dt = ∫ g ( t ) dt
a
2 −1 ⎣ 2 ⎦ −1
b
⎤ ) (b − a ) 1 ⎡(b − a )t + (b + a 1
= I = ∫ f ( x ) dx ⎢∫ f ⎥ dt = ∫ g ( t ) dt
a
2 −1 ⎣ 2 ⎦ −1
b
⎧ ) (b − a ⎛b+a ⎞3b−a
≅ I = ∫ f ( x ) dx ⎜ ⎨5 f −
a
18 ⎩ ⎝ 2 ⎠⎟ 5 2
⎞b+a ⎛b+a ⎫⎞ 3 b − a
⎜⎛ +8 f ⎜ ⎟ + 5f + ⎬
⎠ ⎝ 2 ⎝ 2 ⎭ ⎠⎟ 5 2
0
از روش ﺳﻴﻤﭙﺴﻮن:
1
I = ∫ x sin ( x ) dx ≅ ⎡ sin(1) + 4 ⎜⎛ ⎟⎞ sin ⎜⎛ ⎟⎞ + 0 sin(0)⎤ ≅ 0.30005
1 1 1
0
⎣⎢ 6 ⎠⎝2 ⎠⎝2 ⎦⎥
⎞ h ⎡ ⎛ 3 x1 − x0 x1 + x0 ⎤ ⎞ ⎛ 3 x1 − x0 x1 + x0
x1
∫
x0 =a
f ( x ) dx ≈
2
f
⎝ ⎣
−
⎢ ⎜ 3 2
+
2 ⎟
⎠
+ f ⎜ 3
⎝ 2
+
⎦⎥ ⎠⎟ 2
∫ f ( x ) dx
x1
d ≈ ⎢f ⎜ −
⎝ ⎣2 3 2
+
⎠ 2 ⎟ ⎜+ f
⎝ 3 2
+
⎦⎥ ⎠⎟ 2
#
xn =b
⎞ h ⎡ ⎛ 3 xn − xn−1 xn + xn−1 ⎤ ⎞ ⎛ 3 xn − xn−1 xn + xn−1
∫x f ( x ) dx ≈
2 ⎢ ⎜ 3
⎣
f
⎝
−
2
+
2 ⎟
⎠
+ f ⎜ 3
⎝ 2
+
2 ⎥⎟
⎦⎠
n −1
b
h n
]) I = ∫ f ( x ) dx ≈ ∑[ f ( Ci ) + f ( Di
a
2 i=1
ﻣﺜﺎل:
1
dx
h = 0.25, ∫=I ≈ 0.78540
0
1 + x2
b
h n
]) I = ∫ f ( x ) dx ≈ ∑ [5 f ( Ci ) + 8 f ( Ai ) + 5 f ( Di
a
18 i=1
ﺗﻤﺮﻳﻦ:
1
dx
h = 0.25, ∫=I ≈ 0.78540
0
1 + x 2
d
c
a b
d−c
b
≈ ∫ [ f ( x,d ) + f ( x,c )] dx
2 a
) ( b − a )( d − c
≈ ]) [ f ( a,d ) + f ( b,d ) + f ( a,c ) + f ( b,c
4
⎣⎢ 6 ∫a
≈ f ( x,d ) + 4 f ⎜ ⎟ ⎦⎥
⎝ ⎠ 2
⎡ ) ( b − a )( d − c ⎞ a+b
≈ ⎛⎜ , ) + 4 f
f ( a,d , ⎟ + f ( b,d
,d , )+
36 ⎣⎢ ⎝ 2 ⎠
⎞d+ c ⎛ a + b , d + c ⎞ + 4 f ⎛ b, d + c ⎞ +
4 f ⎛⎜ a, ⎜ ⎟ + 16 f ⎟ ⎜ ⎟
⎝ ⎠ 2 ⎝ 2 ⎠ 2 ⎝ ⎠ 2
⎞ a+b
⎜⎛ f ( a,c ) + 4 f ⎤ ) ,c ⎟ + f ( b,c
⎝ 2 ⎠ ⎦⎥
d
⎤ ⎡1 4 1
⎢1
⎥ 4 16 4
⎢ 36 ⎥
⎦⎥ ⎢⎣ 1 4 1
c
a b
s( ﺑﺮﻗﺮار اﺳﺖ.
≥( راﺑﻄﻪ ﺑﺎﻻ ﺑﺮاي ﻛﻠﻴﻪ ﭼﻨﺪﺟﻤﻠﻪ اي ﻫﺎ xαyβzγﺑﺎ ﻣﺮﺗﺒﻪ ) ≥ α+β+γ
+1 +1 +1
1
I = ∫ ∫ ∫ ( u − 1)( v + 1) e x dxdudv
16 −1 −1 −1
دو ﻣﻘﺪار ﺑﺮاي uو vو ﺳﻪ ﻣﻘﺪار ﺑﺮاي xدر ﻧﻈﺮ ﮔﺮﻓﺘﻪ ﺷﺪه اﺳﺖ.
1 2 2 3
I = ∑∑∑ ai a jbk ( ui − 1) ( vj + 1) e xk
16 i=1 j=1 k=1
a1 = a2 = 1,
5 8
= b0 = b3 = , b1
9 9
۶۴ داﻧﺸﮕﺎﻩ ﺁزاد اﺳﻼﻣﯽ واﺣﺪ ﮐﺮج
اﻧﺘﮕﺮال ﮔﻴﺮي
b ( )روش ﺳﻴﻤﭙﺴﻮن:Matlab •دﺳﺘﻮر
∫ fdx
a
• I = quad(@myfun,0,1) I = quad(@myfun,0,1);
d(@ f 0 1)
err = (pi – I)/pi; % err =
1.8e-8
1.8e 8
function y = myfun(x)
• I = quad(fun, a, b, tol); y = 4./(1
/( + x.^2);
);
• Tol = 1e-6 by default end
end