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آنالیز عددی 2
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آنالیز عددی 2
آنالیز عددی 2
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Ali jeffreyCopyright:
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ﺁﻧﺎﻟﻴﺰﻋﺪﺩﯼ ﺩﻭ
ﻣﺪﺭﺱ :ﺩﮐﺘﺮ ﺭﺷﻴﺪﯼ ﻧﻴﺎ
١
ﻓﻬﺮﺳﺖ ﻣﻄﺎﻟﺐ
ﻋﻨﻮﺍﻥ
ﺻﻔﺤﺎﺕ
ﺣﻞ ﺳﻴﺴﺘﻤﻬﺎﯼ ﺧﻄﯽ ﻓﺼﻞ ﺍﻭﻝ :
1–3 ................................................................................................ ﻣﻘﺪﻣﻪ
3-5 ................................................. .................................... ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ
5-7 .............................................................................. ﺭﻭﺵ ﺣﺬﻓﯽ ﮔﺎﻭﺱ
7 -13 .......................................................................... ﺭﻭﺵ ﺗﺠﺰﻳﻪ ﻣﺜﻠﺜﯽ LU
13-14 ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﺣﺪﺍﻗﻞ ﺳﺎﺯﯼ ..................................................................
15-16 ..................................................................................... ﺗﻤﺮیﻨﻬﺎﯼ ﻓﺼﻞ
ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ :
16-19 .......................................................................... ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ
19-23 ﺭﻭﺵ ﮔﺎﻭﺱ – ﺳﺎﻳﺪﻝ ..............................................................
23-31 ........................................................ ...... ﺭﻭﺵ ﺗﺨﻔﻴﻒ – SOR
ﺁﻧﺎﻟﻴﺰ ﺧﻄﺎ
32-35 .................................................................................... ﻣﻘﺪﻣﻪ :
35-39 ﺁﻧﺎﻟﻴﺰ ﺧﻄﺎﯼ ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ .....................................................
39-44 ﺁﻧﺎﻟﻴﺰ ﻫﻤﮕﺮﺍﻳﯽ ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ .................................................
44-48 ﻣﺜﺎﻟﻬﺎﯼ ﺣﻞ ﺷﺪﻩ .......................................................................
ﻣﻘﺎﺩﻳﺮ ﻭ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﻓﺼﻞ ﺩﻭﻡ :
49-50 ................................................................................................ ﻣﻘﺪﻣﻪ
50-51 ................................................................................ ﺭﻭﺵ ﺑﺴﻂ ﺩﺗﺮﻣﻴﻨﺎﻥ
51-52 ................................................................................... ﺭﻭﺵ ﻓﺎﺩﻳﻮ ﻟﻮﺭﻳﺮ
52-57 ...................................................................................... ﻗﻀﺎﻳﺎﯼ ﻣﺮﺑﻮﻃﻪ
ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻳﮏ ﻣﺎﺗﺮﻳﺲ :
57-62 .............................................................. ﺭﻭﺵ ﺑﻪ ﺗﻮﺍﻥ ﺭﺳﺎﻧﯽ
62-65 .................... ....................................... ﺭﻭﺷﻬﺎﯼ ﺗﺒﺪﻳﻠﯽ ﮊﺍﮐﻮﺑﯽ
65-68 .............................................................................. ﺭﻭﺵ LR
68-72 ﺭﻭﺵ ﻫﺎﻭﺱ ﻫﻮﻟﺪﺭ ...................................................................
73-74 ......................... ................................................ ﺗﻤﺮﻳﻨﻬﺎﯼ ﻓﺼﻞ
ﺣﻞ ﻋﺪﺩﯼ ﻣﻌﺎﺩﻻﺕ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﻓﺼﻞ ﺳﻮﻡ :
.......................................................................................... ﻣﻘﺬﻣﻪ
75-76
٢
ﺭﻭﺷﻬﺎﯼ ﺗﮏ ﮔﺎﻣﯽ
77-80 ﺭﻭﺵ ﺗﻔﺎﺿﻠﯽ ﺍﻭﻳﻠﺮ .................................................... .................
81-87 ............................................................... ﺭﻭﺷﻬﺎﯼ ﺭﺍﻧﮓ ﮐﻮﺗﺎ
87-89 ﻫﻤﮕﺮﺍﻳﯽ ﻭ ﺁﻧﺎﻟﻴ ﺰ ﺧﻄﺎﯼ ﺭﻭﺷﻬﺎﯼ ﺭﺍﻧﮓ ﮐﻮﺗﺎ ............................................
ﺭﻭﺷﻬﺎﯼ ﭼﻨﺪ ﮔﺎﻣﯽ
90-95 ﺭﻭﺷﻬﺎﯼ ﮔﺎﻣﯽ kﮔﺎﻣﯽ ﺻﺮﻳﺢ ﺁﺩﺍﻣﺰ ـ ﺑﺸﻔﻮﺭﺕ .............................
95 -98 ﺭﻭﺷﻬﺎﯼ ﭼﻨﺪ ﮔﺎﻣﯽ ﺿﻤﻨﯽ ﺁﺩﺍﻣﺰ ـ ﻣﻮﻟﺘﻮﻥ ....................................
ﺭﻭﺷﻬﺎﯼ ﭘﻴﺸﮕﻮﯼ ﺍﺻﻼﺣﮕﺮ 98 – 100 .......................................... ................................
– 100 ﺣﻞ ﻋﺪﺩﯼ ﻣﺴﺎﺋﻞ ﻣﻘﺪﺍﺭ ﻣﺮﺯﯼ ...................................................................
101
ﺭﻭﺵ ﺗﻔﺎﺿﻠﯽ ﻣﺮﺗﺒﻪ ﺩﻭﻡ 101 – ...........................................................................
104
ﺭﻭﺵ ﻧﻴﻮﻣﺮﻭ 104 – 106 ............................................................................................
ﺣﻞ ﻣﻌﺎﺩﻻﺕ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺑﺎ ﻣﺸﺘﺘﻘﺎﺕ ﺟﺰﻳﯽ 106 – 108 ..................................................
.
ﺭﻭﺵ ﺍﺳﻤﻴﺖ 109 – 111 ...............................................................................
– 111 ﺭﻭﺵ ﻻﺳﻨﻦ .................................................................................
113
ﺭﻭﺵ ﮐﺮﺍﻧﮏ ﻧﻴﮑﻠﺴﻮﻥ 113 – 114 ..................................................................
115 – ........................................................................ ﺭﻭﺵ ﺭﻳﭽﺎﺭﺩ ﺳﻮﻥ
116
116 ﻣﺜﺎﻝ ﻫﺎﯼ ﺣﻞ ﺷﺪﻩ ............................. ......................................................
– 118
– 118 ﺗﻤﺮﻳﻨﻬﺎﯼ ﻓﺼﻞ ﺳﻮﻡ .............................. ....................................................
119
٣
ﻓﺼﻞ ﺍﻭﻝ
ﺣﻞ ﺳﻴﺴﺘﻤﻬﺎﯼ ﺧﻄﯽ
ﻣﻘﺪﻣﻪ:
ﺳﻴﺴﺘﻢ nﻣﻌﺎﺩﻟﻪ ﻭ nﻣﺠﻬﻮﻝ ﺧﻄﯽ ﺯﻳﺮ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ
a 11 x1 + a 12 x2 + + a 1n xn = b1
a 21 x1 + a 22 x2 + + a 2 n xn = b2
)(1
a na x1 + a n 2 x2 + + a nn x x = bn
ﺑﻪ ﻃﻮﺭﯼ ﮐﻪ i, j = 1(1)nﻭ ) (a ijﻭ biﻣﻘﺎﺩﻳﺮ ﺣﻘﻴﻘﯽ ﻭ ﻣﻌﻠﻮﻡ ﺑﺎﺷـﻨﺪ xi ،ﻣﺠﻬـﻮﻻﺕ ﺳﻴـﺴﺘﻢ ﺧﻄـﯽ
)(۱ﻫﺴﺘﻨﺪ ﮐﻪ ﺑﺎﻳﺴﺘﯽ ﻣﺤﺎﺳﺒﻪ ﺷﻮﻧﺪ.ﺍﻳﻦ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﻓﺮﻡ ﻣﺎﺗﺮﻳﺴﯽ ﺯﻳﺮ ﻣﯽ ﺗﻮﺍﻥ ﻧﻮﺷﺖ:
a 11 a 12 a 1n x1 b1
a
21 a 22 a 2 n x2 = b2
a n1 a n 2 a nn xn bn
AX = b
ﺍﮔﺮ (bi ) = 0 , i = 1(1)nﺑﺎﺷﻨﺪ ﺳﻴﺴﺘﻢ ﺭﺍ ﻫﻤﮕﻦ ﻣﯽ ﻧﺎﻣﻴﻢ ﻭ ﺍﮔﺮ ﺣـﺪﺍﻗﻞ ﻳـﮏ biﻧﺎﺻـﻔﺮ ﺑﺎﺷـﺪ ﺩﺭ ﺍﻳـﻦ
ﺻﻮﺭﺕ ﺳﻴﺴﺘﻢ ﺭﺍ ﺳﻴﺴﺘﻢ ﻧﺎﻫﻤﮕﻦ ﺧﻮﺍﻧﻨﺪ.ﺳﻴﺴﺘﻢ ﻧﺎﻫﻤﮕﻦ ) (۱ﺩﺍﺭﺍﯼ ﺟـﻮﺍﺏ ﻳﮑﺘﺎﺳـﺖ ﺍﮔـﺮ ﻭ ﻓﻘـﻂ ﺍﮔـﺮ
ﺩﺗﺮﻣﻴﻨﺎﻥ Aﺻﻔﺮ ﻧﺒﺎﺷﺪ ﻳﻌﻨﯽ:
٤
a 11 a 12 a 1n
a 21 a 22 a 2 n
= )det( A ≠0
a n1 a n 2 a nn
ﺩﺭ ﺍﻳﻦ ﺻﻮﺭﺕ ﺟﻮﺍﺏ ﺳﻴﺴﺘﻢ) (۱ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺧﻮﺍﻫﺪ ﺑﻮﺩ:
X = A−1b
ﺳﻴﺴﺘﻢ ﻫﻤﮕﻦ AX = 0ﺩﺍﺭﺍﯼ ﺟﻮﺍﺏ X = 0ﺍﺳﺖ ﺍﮔﺮ det( A) ≠ 0ﺑﺎﺷﺪ.ﺑﻨـﺎﺑﺮﺍﻳﻦ ﺩﺭ ﻣـﺴﺎﺋﻞ ﻋﻤﻠـﯽ
ﻣﺎ ﺑﺎ ﺳﻴﺴﺘﻤﻬﺎﯼ ﻫﻤﮕﻦ ﻣﻮﺍﺟﻪ ﻫﺴﺘﻴﻢ ﻭ ﺟﻮﺍﺏ X = 0ﺑـﺮﺍﯼ ﻣـﺎ ﻋﻤـﻼ ﭘـﺬﻳﺮﻓﺘﻨﯽ ﻧﻴـﺴﺖ .ﻟـﺬﺍ ﭼﻨـﺎﻥ ﭼـﻪ
ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﺮﺣﺴﺐ ﭘﺎﺭﺍﻣﺘﺮ λﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺑﻨﻮﻳﺴﻴﻢ
AX = λX
ﻭ λﺭﺍ ﭼﻨﺎﻥ ﺑﻴﺎﺑﻴﻢ ﮐﻪ
det( A − λI ) = 0
ﺑﺎﺷﺪ ﺁﻧﮕﺎﻩ ﺟﻮﺍﺏ ﻧﺎﺻﻔﺮ ﺭﺍ ﺑﺮﺍﯼ Xﻣﯽ ﻳﺎﺑﻴﻢ.ﺍﻳﻦ ﻣﺴﺌﻠﻪ ﻣﺎ ﺭﺍ ﺑﻪ ﻣﺒﺤﺚ ﻣﻘـﺎﺩﻳﺮ ﻭﻳـﮋﻩ ﻭ ﺑﺮﺩﺍﺭﻫـﺎﯼ ﻭﻳـﮋﻩ
ﺭﻫﻨﻤﻮﻥ ﻣﯽ ﺳﺎﺯﺩ λ .ﺭﺍ ﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﻭ Xﺭﺍ ﺑﺮﺩﺍﺭ ﻭﻳﮋﻩ ﻣﺘﻨﺎﻇﺮ ﺑﺎ ﺁﻥ ﻣﯽ ﻧﺎﻣﻴﻢ .
⇒ AX = λX AX − λ X = 0 ⇒ ( A − λ I ) X = 0 )( 2
ﺑﺮﺍﯼ ﺍﻳﻨﮑﻪ ﺟﻮﺍﺏ ﻧﺎﺻﻔﺮ ﺑﮕﻴﺮﻳﻢ ﺑﺎﻳﺴﺘﯽ det( A − λI ) = 0ﺑﺎﺷـﺪ.ﺍﺯ ﺑـﺴﻂ ﺩﺗﺮﻣﻴﻨـﺎﻥ ﻳـﮏ ﭼﻨﺪﺟﻤﻠـﻪ ﺍﯼ
ﺩﺭﺟﻪ nﺍﻡ ﺑﺮ ﺣﺴﺐ λﺧﻮﺍﻫﻴﻢ ﺩﺍﺷﺖ ﮐﻪ ﺑﻪ ﻣﻌﺎﺩﻟﻪ ﻭﻳﮋﻩ ﻣﻌﺮﻭﻑ ﺍﺳﺖ .ﺍﺯ ﺁﻧﺠـﺎ ﮐـﻪ ﺳﻴـﺴﺘﻢ ﺧﻄـﯽ n
ﻣﻌﺎﺩﻟﻪ ﻭ nﻣﺠﻬﻮﻝ ﺩﺍﺭﺩ ﺍﻳﻦ ﻣﻌﺎﺩﻟﻪ ﺩﺍﺭﺍﯼ nﺭﻳﺸﻪ ﺍﺳﺖ ﮐﻪ λ1 , λ 2 ,..., λnﻣـﯽ ﺑﺎﺷـﻨﺪ .ﺭﻳـﺸﻪ ﻫـﺎﯼ ﺍﻳـﻦ
ﻣﻌﺎﺩﻟﻪ ﻣﯽ ﺗﻮﺍﻧﻨﺪ ﺟﻤﻠﮕﯽ ﻣﺠﺰﺍ ﻭ ﺣﻘﻴﻘﯽ ﺑﺎﺷﻨﺪ،ﻣﯽ ﺗﻮﺍﻧﻨﺪ ﺗﮑﺮﺍﺭﯼ ﻭ ﻣﺨﺘﻠﻂ ﻧﻴﺰ ﺑﺎﺷﻨﺪ .ﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﺍﯼ ﮐﻪ
ﺍﺯ ﻟﺤﺎﻅ ﮐﻤﯽ ﺑﻴﺸﺘﺮﻳﻦ ﻣﻘﺪﺍﺭ ﺭﺍ ﺩﺍﺷﺘﻪ ﺑﺎﺷﺪ ﺷﻌﺎﻉ ﻃﻴﻔﯽ ﻧﺎﻣﻴﻢ ﻭ ﺑﺎ ) ρ ( Aﻧﺸﺎﻥ ﺩﺍﺩﻩ ﻣﯽ ﺷﻮﺩ.
٥
ﺭﻭﺷﻬﺎﯼ ﺣﻞ ﺳﻴﺴﺘﻢ) (۱ﺑﻪ ﻃﻮﺭ ﺍﺟﻤﺎﻟﯽ ﺑﻪ ﺩﻭ ﺩﺳﺘﻪ ﮐﻠﯽ ﺗﻘﺴﻴﻢ ﻣﯽ ﺷﻮﻧﺪ ﮐﻪ ﻋﺒﺎﺭﺗﻨﺪ ﺍﺯ:
-۲ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ -۱ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ
ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ ﺭﻭﺷﻬﺎﻳﯽ ﻫﺴﺘﻨﺪ ﮐﻪ ﻫـﻢ ﺯﻣـﺎﻥ ﻫﻤـﻪ ﺟﻮﺍﺑﻬـﺎﯼ ﺳﻴـﺴﺘﻢ ) (۱ﺭﺍ ﺑـﻪ ﺩﺳـﺖ ﺧﻮﺍﻫﻨـﺪ ﺩﺍﺩ ﻭ
ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ ﺭﻭﺷﻬﺎﻳﯽ ﻫﺴﺘﻨﺪ ﮐﻪ ﺟﻮﺍﺏ ﺳﻴﺴﺘﻢ) (۱ﺭﺍ ﺑﺎﻳﮏ ﻣﻌﻴﺎﺭ ﺩﻗـﺖ ﺗﻘﺮﻳـﺐ ﻣـﯽ ﺯﻧﻨـﺪ.ﺩﺭ ﺯﻳـﺮ
ﺍﺑﺘﺪﺍ ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ ﺭﺍ ﺑﺮﺭﺳﯽ ﻣﯽ ﮐﻨﻴﻢ.
ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ
ﺍﺳﺎﺱ ﮐﺎﺭ ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ ﺍﻳﻦ ﺍﺳﺖ ﮐﻪ ﺍﮔﺮ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺗﻤﻬﻴﺪﺍﺗﯽ )ﺗﺒﺪﻳﻼﺗﯽ( ﺳﻴﺴﺘﻢ ﺭﺍ ﺑـﻪ ﺳﻴـﺴﺘﻤﻬﺎﯼ
ﻣﺸﺮﻭﺡ ﺯﻳﺮ ﺑﺮﮔﺮﺩﺍﻧﻴﻢ ﻣﯽ ﺗﻮﺍﻧﻴﻢ ﻣﺴﺘﻘﻴﻤﺎ ﺗﻤﺎﻣﯽ ﺟﻮﺍﺑﻬﺎ ﺭﺍ ﻫﻢ ﺯﻣﺎﻥ ﺑﻴﺎﺑﻴﻢ.
- Ιﭼﻨﺎﻧﭽﻪ ﺑﺘﻮﺍﻧﻴﻢ ﻣﺎﺗﺮﻳﺲ ﺿﺮﺍﻳﺐ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﻣﺎﺗﺮﻳﺲ ﻗﻄﺮﯼ ﻳﺎ ﺑﻪ ﻋﺒﺎﺭﺗﯽ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﺳﻴـﺴﺘﻢ ﻗﻄـﺮﯼ
ﺗﺒﺪﻳﻞ ﮐﻨﻴﻢ ﻳﻌﻨﯽ ﺍﮔﺮ A → Dﻳﻌﻨﯽ:
d ij = 0 if i ≠ j
d ij ≠ 0 if i = j
ﺁﻧﮕﺎﻩ
a 11 x1 = b1 ⇒ x1 = b1 a
11
a 22 x2 = b2 ⇒ x2 = b2
a 22
a nn xn = bn = ⇒ xn
bn
a nn
ﺑﻪ ﻃﻮﺭﯼ ﮐﻪ ﺍﮔﺮ a ii ≠ 0 , i = 1(1)nﺑﺎﺷﺪ ﻣﯽ ﺗﻮﺍﻥ x1 , x2 ,..., xnﺭﺍ ﻫﻤﺰﻣﺎﻥ ﻳﺎﻓﺖ.
ﺩﺭ ﺍﻳﻦ ﺣﺎﻟﺖ ﺍﻟﮕﻮﺭﻳﺘﻢ ﺑﺮﺍﯼ ﺳﻴﺴﺘﻢ ﺩﺍﺩﻩ ﺷﺪﻩ AX = bﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
-۱ﻣﺮﺣﻠﻪ ﺍﻭﻝ :ﺑﺮﺍﯼ . i = 1(1)n
-۲ﻣﺮﺣﻠﻪ ﺩﻭﻡ :ﻣﺤﺎﺳﺒﻪ ﻣﯽ ﮐﻨﻴﻢ . xi = bi a
ii
٦
- ΙΙﭼﻨﺎﻧﭽﻪ ﺑﺘﻮﺍﻥ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﺳﻴﺴﺘﻢ ﭘﺎﺋﻴﻦ ﻣﺜﻠﺜـﯽ ﺗﺒـﺪﻳﻞ ﮐﻨـﻴﻢ ﻳﻌﻨـﯽ ﻣـﺎﺗﺮﻳﺲ ﺿـﺮﺍﻳﺐ Aﺭﺍ ﺑـﻪ ﻳـﮏ
ﻣﺎﺗﺮﻳﺲ ﭘﺎﺋﻴﻦ ﻣﺜﻠﺜﯽ ﺑﺮﮔﺮﺩﺍﻧﻴﻢ:
A → L ⇒ lij ≠ 0 if j ≤ i
lij = 0 if j > i
a 11 x1 = b1
a 21 x1 + a 22 x2 = b2
a n1 x1 + a n 2 x2 + + a nn xn = bn
ﺍﺯ ﺭﺍﺑﻄﻪ ﺍﻭﻝ ﺍﺑﺘﺪﺍ ﻣﯽ ﺗﻮﺍﻥ x1ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺑﻪ ﺩﺳﺖ ﺁﻭﺭﺩ:
x1 = b1 a
11
ﻭ ﺍﮔﺮ x1ﺭﺍ ﺩﺭ ﺭﺍﺑﻄﻪ ﺩﻭﻡ ﻗﺮﺍﺭ ﺩﻫﻴﻢ x2ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﻳﺎﻓﺖ:
x2 = (b2 − a 21 x1 ) a
22
ﻭ ﺑﻪ ﻫﻤﻴﻦ ﻃﺮﻳﻖ ﺳﺮﺍﻧﺠﺎﻡ ﻣﯽ ﺗﻮﺍﻥ x4 ، x3ﺗﺎ xnﺭﺍ ﻳﺎﻓﺖ .ﻳﻌﻨﯽ:
n −1
) (bn − ∑ a nj x j
= xn j =1
a nn
ﻟﺬﺍ ﻣﯽ ﺗﻮﺍﻥ ﺍﻟﮕﻮﺭﻳﺘﻢ ﺟﺎﻳﮕﺰﻳﻨﯽ ﺍﺯ ﺑﺎﻻ ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺑﻨﻮﻳﺴﻴﻢ.
ﺑﺮﺍﯼ ﺳﻴﺴﺘﻢ AX = bﺍﻟﮕﻮﺭﻳﺘﻢ ﺟﺎﻳﮕﺰﻳﻨﯽ ﺍﺯ ﺑﺎﻻ ﺭﺍ ﺑﻪ ﺷﺮﺡ ﺯﻳﺮ ﻣﯽ ﻧﻮﻳﺴﻴﻢ:
-۱ﻣﺮﺣﻠﻪ ﺍﻭﻝ :ﺑﺮﺍﯼ . k = 1(1)n
k −1
) (bk − ∑ a kj x j
= . xk j =1
a kk -۲ﻣﺮﺣﻠﻪ ﺩﻭﻡ :ﻣﺤﺎﺳﺒﻪ ﮐﻦ
- ΙΙΙﺍﮔﺮ ﻣﺎﺗﺮﻳﺲ ﺿﺮﺍﻳﺐ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﻣﺎﺗﺮﻳﺲ ﺑﺎﻻ ﻣﺜﻠﺜﯽ ﺗﺒﺪﻳﻞ ﮐﻨﻴﻢ ﻳﻌﻨﯽ:
U ij ≠ 0 if i ≤ j
U ij = 0 if i > j
٧
a 11 x1 + a 12 x2 + ... + a 1n xn = b1
a 22 x2 + ... + a 2 n xn = b2
a nn xn = bn
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺟﺎﻳﮕﺰﻳﻨﯽ ﺍﺯ ﭘﺎﺋﻴﻦ ﺍﺑﺘﺪﺍ xnﺭﺍ ) ( xn = bn aﺭﺍ ﻣﺤﺎﺳﺒﻪ ﻣﯽ ﮐﻨﻴﻢ ﻭ ﺩﺭ ﺭﻭﺍﺑﻂ ﺑﺎﻻ ﻗﺮﺍﺭ ﻣﯽ
nn
ﺩﻫﻴﻢ ﻭ ﺳﺮﺍﻧﺠﺎﻡ ﻫﻤﻪ ﻣﻘﺎﺩﻳﺮ xﺭﺍ ﻣﺤﺎﺳﺒﻪ ﻣﯽ ﮐﻨﻴﻢ.ﺍﻟﮕﻮﺭﻳﺘﻢ ﺍﻳﻦ ﺣﺎﻟـﺖ ﺭﺍ ﮐـﻪ ﺍﻟﮕـﻮﺭﻳﺘﻢ ﺟـﺎﻳﮕﺰﻳﻨﯽ ﺍﺯ
ﭘﺎﺋﻴﻦ ﻣﯽ ﻧﺎﻣﻴﻢ ﺑﻪ ﺷﺮﺡ ﺯﻳﺮ ﺍﺳﺖ:
-۱ﻣﺮﺣﻠﻪ ﺍﻭﻝ :ﺑﺮﺍﯼ . k = n(−1)1
n
(bk − ) ∑ a kj x j
= . xk = +1
j k
a kk -۲ﻣﺮﺣﻠﻪ ﺩﻭﻡ :ﻣﺤﺎﺳﺒﻪ ﮐﻦ
ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺩﺭ ﺳﻪ ﺣﺎﻟﺖ ﻓﻮﻕ ﻋﻤﻼ ﻣﻘﺪﻭﺭ ﺍﺳـﺖ ﺟﻮﺍﺑﻬـﺎﯼ ﺳﻴـﺴﺘﻢ ﺭﺍ ﺑﻴـﺎﺑﻴﻢ .ﭘـﺲ ﺍﺳـﺎﺱ ﮐـﺎﺭ
ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ ﻭ ﻫﺪﻑ ﺁﻧﻬﺎ ﺗﺒﺪﻳﻞ ﺳﻴﺴﺘﻢ ﺑـﻪ ﺳـﻪ ﺣﺎﻟـﺖ ﻓـﻮﻕ ﺍﺳـﺖ.ﺩﺭ ﺯﻳـﺮ ﺭﻭﺵ ﺣـﺬﻓﯽ ﮔـﺎﻭﺱ ﺭﺍ
ﺑﺮﺭﺳﯽ ﻣﯽ ﮐﻨﻴﻢ.
ﺭﻭﺵ ﺣﺬﻓﯽ ﮔﺎﻭﺱ
ﺍﺳﺎﺱ ﺍﻳﻦ ﺭﻭﺵ ﻣﺴﺘﻘﻴﻢ ﺑﺮ ﺣﺬﻑ ﺳﺎﺩﻩ ﻣﺠﻬﻮﻻﺕ ﻭ ﺗﺒﺪﻳﻞ ﺳﻴﺴﺘﻢ ﺑﻪ ﺳﻴﺴﺘﻢ ﺑﺎﻻ ﻣﺜﻠﺜﯽ ﺍﺳﺖ ﻭ ﺑﺎ ﺍﺳـﺘﻔﺎﺩﻩ
ﺍﺯ ﺍﻟﮕﻮﺭﻳﺘﻢ ﺟﺎﻳﮕﺰﻳﻨﯽ ﺍﺯ ﭘﺎﺋﻴﻦ ﺩﺳﺘﮕﺎﻩ ﻣﻌﺎﺩﻻﺕ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺁﺳﺎﻧﯽ ﺣﻞ ﻧﻤﻮﺩ.ﺑﺮﺍﯼ ﺗﻮﺿﻴﺢ ﺍﻳـﻦ ﺭﻭﺵ
ﺍﺑﺘﺪﺍ ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﺳﻴﺴﺘﻢ AX = bﻳﮏ ﺳﻴﺴﺘﻢ n × nﻭ ﺧﻮﺵ ﻭﺿﻊ ﺑﺎﺷﺪ.ﺍﺑﺘﺪﺍﺳﻴـﺴﺘﻢ ﺭﺍ ﻣﺮﺗـﺐ ﻣـﯽ
ﮐﻨﻴﻢ ﻭ ﺗﻤﺎﻡ ﺿﺮﺍﻳﺐ ﺳﻴﺴﺘﻢ ﺭﺍ ﺩﺭ ﻣﺤﻠﻬﺎﯼ ﻣﻨﺎﺳﺐ ﺑﻪ ﺣﺎﻓﻈﻪ ﮐﺎﻣﭙﻴﻮﺗﺮ ﻣﯽ ﺳﭙﺎﺭﻳﻢ ﻭ ﻃﺮﻑ ﺭﺍﺳـﺖ ﺳﻴـﺴﺘﻢ
ﺭﺍ ﻧﻴﺰ ﺑﻪ ﺣﺎﻓﻈﻪ ﮐﺎﻣﭙﻴﻮﺗﺮ ﻭﺍﺭﺩ ﻣﯽ ﮐﻨـﻴﻢ.ﺳـﭙﺲ ﺭﺍﺑﻄـﻪ ﺍﻭﻝ ﺭﺍ ﻧﮕـﻪ ﻣـﯽ ﺩﺍﺭﻳـﻢ ﻭ ﺑـﻪ ﮐﻤـﮏ ﺍﻳـﻦ ﺭﺍﺑﻄـﻪ ﻭ
ﻣﻀﺮﺑﻬﺎﯼ ﻣﻨﺎﺳﺐ ﺿﺮﻳﺐ x1ﺭﺍ ﺣﺬﻑ ﻣﯽ ﻧﻤﺎﺋﻴﻢ .ﻫﻤـﻪ ﺿـﺮﺍﻳﺐ ﻣﺠﻬـﻮﻻﺕ ﺩﺭ ) (n − 1ﺭﺍﺑﻄـﻪ ﺑﺎﻗﻴﻤﺎﻧـﺪﻩ
ﺗﻐﻴﻴﺮ ﻣﯽ ﻧﻤﺎﻳﻨﺪ ﻭ ﺩﺭ ﻫﻤﺎﻥ ﻣﺤﻠﻬﺎﯼ ﻗﺒﻠﯽ ﺑﻪ ﺟﺎﯼ ﺿﺮﺍﻳﺐ ﻗﺒﻠﯽ ﺑﻪ ﺣﺎﻓﻈﻪ ﺳﭙﺮﺩﻩ ﻣﯽ ﺷﻮﻧﺪ (n − 1) .ﺭﺍﺑﻄـﻪ
٨
)bi = bi (1 i = 1(1) n
)(1
a i1
= )mi1(1 i = 2(1) n
)a11(1
ﺭﺍ ﮐﻪ ﺩﺳـﺘﺨﻮﺵ ﺗﻐﻴﻴـﺮ
)a ij ( 2 ) = a ij (1) − mi1(1) a1 j (1 i = 2(1) n , j = 1(1) n
)bi ( 2 ) = bi (1) − mi1(1)b1(1 i = 2(1) n ﺷﺪﻧﺪ ﺭﺍ ﻣﺠـﺪﺩﺍ ﻣﺮﺗـﺐ
)( 2
a i1 =0 i = 2(1) n
ﻣﯽ ﮐﻨـﻴﻢ .ﺩﺭ ﺩﻭﺭ ﺑﻌـﺪ
ﺑﻪ ﮐﻤﮏ ﺭﺍﺑﻄﻪ ۲ﺿﺮﻳﺐ x2ﺭﺍ ﺍﺯ ) (n − 2ﺭﺍﺑﻄﻪ ﺑﺎﻗﻴﻤﺎﻧﺪﻩ ﺻـﻔﺮ ﻣـﯽ ﺳـﺎﺯﻳﻢ ﻭ ﺍﻳـﻦ ﻋﻤـﻞ ﺭﺍ ﺍﺩﺍﻣـﻪ ﻣـﯽ
ﺩﻫﻴﻢ.
ﺣﺎﻝ ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﺑﻪ ﻣﺮﺣﻠﻪ kﺍﻡ ﺭﺳﻴﺪﻩ ﺍﻳﻢ ﻳﻌﻨﯽ ﻣﯽ ﺧﻮﺍﻫﻴﻢ ﺿﺮﻳﺐ xkﺭﺍ ﺍﺯ n − kﺭﺍﺑﻄﻪ ﺑﺎﻗﻴﻤﺎﻧـﺪﻩ
ﺻﻔﺮ ﺑﺴﺎﺯﻳﻢ .ﻣﻀﺮﺏ ﻣﻨﺎﺳﺐ ﺩﺭ ﺍﻳﻦ ﺣﺎﻟﺖ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
) a ik ( k
= ) mik ( k i = k + 1(1)n
) a kk ( k
) a ij ( k +1) = a ij ( k ) − mik ( k ) a kj ( k i = k + 1(1)n
j = k (1)n
) bi ( k +1) = bi ( k ) − mik ( k ) bk ( k i = k + 1(1)n
a ik ( k +1) = 0 i = k + 1(1)n
ﺑﺪﻳﻦ ﻃﺮﻳﻖ ﻭﻗﺘﯽ ﮐﻪ k = 1(1)nﺗﻐﻴﻴﺮ ﮐﻨﺪ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﺳﻴﺴﺘﻢ ﺑﺎﻻﻣﺜﻠﺜﯽ ﺗﺒﺪﻳﻞ ﻣﯽ ﮐﻨﻴﻢ.
ﭼﻨﺎﻧﭽﻪ ﻣﺎﺗﺮﻳﺲ ﺿﺮﺍﻳﺐ ﺳﻴﺴﺘﻢ ﺑﺰﺭﮒ ﺑﺎﺷﺪ ﺍﻳﻦ ﺭﻭﺵ ﺷﺎﻣﻞ ﺗﻌﺪﺍﺩ ﺍﻋﻤﺎﻝ ﺣﺴﺎﺑﯽ ﻗﺎﺑﻞ ﺗـﻮﺟﻬﯽ ﺍﺳـﺖ ﻭ
ﺩﺭ ﻫﺮ ﻣﺮﺣﻠﻪ ﺍﺯ ﺭﻭﻧﺪ ﻣﺤﺎﺳﺒﺎﺕ ،ﺍﻋﺪﺍﺩ ﻣﺤﺎﺳﺒﻪ ﺷﺪﻩ ﺭﺍ ﺩﺭ ﻣﺮﺣﻠﻪ ﺑﻌﺪ ﺑﻪ ﮐـﺎﺭ ﻣـﯽ ﺑـﺮﻳﻢ.ﺍﻳـﻦ ﻣـﻮﻗﻌﻴﺘﯽ ﺭﺍ
ﺍﻳﺠﺎﺩ ﻣﯽ ﮐﻨﺪ ﮐﻪ ﺩﺭ ﺁﻥ ﺍﻧﺒﺎﺷﺘﮕﯽ ﺧﻄﺎ ﻣﺤﺘﻤﻞ ﺍﺳﺖ ﻭ ﻣﯽ ﺗﻮﺍﻧﺪ ﻣﻨﺸﺎﺀ ﺧﻄـﺎﯼ ﺑﺰﺭﮔـﯽ ﺷـﻮﺩ.ﭘـﺲ ﺑﺎﻳـﺪ
ﺳﻌﯽ ﺷﻮﺩ ﮐﻪ ﺧﻄﺎ ﺭﺍ Minﺳﺎﺯﻳﻢ.ﺍﻳﻦ ﮐﺎﺭ ﺯﻣﺎﻧﯽ ﻋﻤﻠﯽ ﺍﺳﺖ ﮐﻪ ﻋﻨﺼﺮ ﻣﺤﻮﺭ ) a kk ( kﺑﺰﺭﮔﺘـﺮﻳﻦ ﻋﻨـﺼﺮ
٩
) a ik ( kﺩﺭ ﻫﻤﺎﻥ ﺳﺘﻮﻥ ﺑﺮﺍﯼ i ≥ kﺑﺎﺷﺪ ﻳﻌﻨﯽ ﻣﻀﺮﺑﻬﺎﯼ ﺑﻪ ﮐﺎﺭ ﺭﻓﺘﻪ ﺍﺯ ﻳـﮏ ﮐـﻮﭼﮑﺘﺮ ﺑﺎﺷـﻨﺪ ﺗـﺎ ﺧﻄـﺎﯼ
ﻣﺤﺎﺳﺒﺎﺗﯽ ﺑﻪ ﺣﺪﺍﻗﻞ ﻣﻘﺪﺍﺭ ﻣﻤﮑﻦ ﺑﺮﺳﺪ.
ﺑﺮﺍﯼ ﻧﻴﻞ ﺑﻪ ﺍﻳﻦ ﻫﺪﻑ ،ﻻﺯﻡ ﺍﺳﺖ ﮐﻪ ﺳﻴﺴﺘﻢ ﺭﺍ ﻣﺮﺗﺐ ﮐﻨﻴﻢ .ﻳﻌﻨﯽ ﺟـﺎﯼ ﺳـﻄﺮﻫﺎ ﺭﺍ ﻋـﻮﺽ ﻧﻤـﺎﻳﻴﻢ .ﺍﻳـﻦ
ﻧﻮﻉ ﻣﺮﺗﺐ ﮐﺮﺩﻥ ﺭﺍ ﻣﺤﻮﺭﮔﻴﺮﯼ ﺟﺰﺋﯽ ﻣﯽ ﻧﺎﻣﻴﻢ.ﺑﺎ ﻣﺤـﻮﺭﮔﻴﺮﯼ ﺟﺰﺋـﯽ ﻣﻤﮑـﻦ ﺍﺳـﺖ ﺩﺭ ﺣـﻴﻦ ﻋﻤﻠﻴـﺎﺕ
ﺗﻘﺴﻴﻢ ﺑﺮ ﺻﻔﺮ ﺻﻮﺭﺕ ﮔﻴﺮﺩ .ﭼﻨﺎﻧﭽﻪ ﭘﺲ ﺍﺯ ﻣﺤﻮﺭﮔﻴﺮﯼ ﺟﺰﺋﯽ ﻻﺯﻡ ﺑﺎﺷﺪ ﺗﺎ ﺍﺯ ﺗﻘﺴﻴﻢ ﺑﺮ ﺻﻔﺮ ﺟﻠﻮﮔﻴﺮﯼ
ﮐﻨﻴﻢ ﺁﻧﮕﺎﻩ ﻣﯽ ﺗﻮﺍﻥ ﺟﺎﯼ ﺳﺘﻮﻧﻬﺎ ﺭﺍ ﻋﻮﺽ ﻧﻤﺎﻳﻴﻢ ﺍﻳﻦ ﻋﻤﻞ ﺭﺍﻣﺤﻮﺭﮔﻴﺮﯼ ﮐﻠﯽ ﻣﯽ ﻧﺎﻣﻨﺪ.
ﺍﻳﻦ ﺭﻭﺵ ﺭﺍ ﺑﺎ ﻣﺜﺎﻝ ﺯﻳﺮ ﺗﻮﺿﻴﺢ ﻣﯽ ﺩﻫﻴﻢ.
2 x1 + 5 x2 + 8 x3 = 36 4 x1 + 8 x2 − 12 x3 = −16 )(1
4 x1 + 8 x2 − 12 x3 = −16 ⇒ 2 x1 + 5 x2 + 8 x3 = 36 )(2
x1 + 8 x2 + x3 = 20 x1 + 8 x2 + x3 = 20 )(3
ﻣﺮﺣﻠﻪ ﺍﻭﻝ :ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﺍﺑﻄﻪ ) (1ﺿﺮﻳﺐ x1ﺭﺍ ﺍﺯ ﺭﻭﺍﺑﻂ ) (2ﻭ ) (3ﺻﻔﺮ ﻣﯽ ﺳﺎﺯﻳﻢ.
4 x1 + 8 x2 − 12 x3 = −16 (1)′ 4 x1 + 8 x2 − 12 x3 = −16
m = − 12 x2 + 14 x3 = 44 ⇒ (2)′ 6 x2 + 4 x3 = 24
m = − 14 6 x2 + 4 x3 = 24 (3)′ x2 + 14 x3 = 44
ﻣﺮﺣﻠﻪ ﺩﻭﻡ:ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻣﻌﺎﺩﻟﻪ x2 (2)′ﺭﺍ ﺍﺯ ﻣﻌﺎﺩﻟﻪ (3)′ﺣﺬﻑ ﻣﯽ ﮐﻨﻴﻢ.
4 x1 + 8 x2 − 12 x3 = −16 (1)′′
6 x2 + 4 x3 = 24 (2)′′
m = − 16 40 x = 40 (3)′′
3 3
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺍﻟﮕﻮﺭﻳﺘﻢ ﺟﺎﻳﮕﺰﻳﻨﯽ ﺍﺯ ﭘﺎﺋﻴﻦ
x3 = 3
24 − 12
= x2 =2
6
x1 = 1
ﺭﻭﺵ ﺗﺠﺰﻳﻪ ﻣﺜﻠﺜﯽ LU
١٠
ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﮐﻪ ﺳﻴﺴﺘﻢ ﺧﻄﯽ ﺩﺍﺭﺍﯼ nﻣﻌﺎﺩﻟﻪ ﻭ nﻣﺠﻬﻮﻝ ﺑﺎﺷـﺪ ﻭ ﻣـﺎﺗﺮﻳﺲ ﺿـﺮﺍﻳﺐ ﺳﻴـﺴﺘﻢ ﻧـﺎﻣﻨﻔﺮﺩ
ﺑﺎﺷﺪ ﻭ ﮐﻬﺎﺩﻫﺎﯼ ﺍﺻﻠﯽ ﭘﻴﺸﺮﻭ ﺁﻥ ﻧﺎﺻﻔﺮ ﺑﺎﺷﻨﺪ .ﺩﺭ ﺍﻳﻦ ﺻﻮﺭﺕ ﻣﺎﺗﺮﻳﺲ ﺿﺮﺍﻳﺐ ﺳﻴـﺴﺘﻢ ﺭﺍﻣـﯽ ﺗـﻮﺍﻥ ﺑـﻪ
ﺩﻭ ﺳﻴﺴﺘﻢ ﺑﺎﻻ ﻭ ﭘﺎﻳﻴﻦ ﻣﺜﻠﺜﯽ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﺠﺰﻳﻪ ﮐﻨﻴﻢ.
A = LU
l11 0 u11 u12 u1n
l l u 22 u 2 n
L = 21 22 , U =
l n1 l n 2 l nn 0 u nn
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻗﺎﻧﻮﻥ ﺿﺮﺏ ﻣﺎﺗﺮﻳﺴﯽ L ،ﺭﺍ ﺩﺭ Uﺿـﺮﺏ ﻣـﯽ ﮐﻨـﻴﻢ ﻭ ﻋﻨﺎﺻـﺮ ﺣﺎﺻـﻠﻪ ﺭﺍ ﺑـﺎ ﺩﺭﺍﻳـﻪ ﻫـﺎﯼ
ﻣﺘﻨﺎﻇﺮ ﻣﺎﺗﺮﻳﺲ Aﻣﻘﺎﻳﺴﻪ ﻣﯽ ﮐﻨﻴﻢ.
ﺣﺎﺻﻞ ﺿﺮﺏ ﺳﻄﺮ iﺍﻡ ﺍﺯ Lﻭﺳﺘﻮﻥ jﺍﻡ ﺍﺯ Uﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
li1u1 j + li 2 u 2 j + ... + lin u nj = a ij i, j = 1(1)n
lij = 0 ji
u ij = 0 i j
ﺩﺭ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺗﻌﺪﺍﺩ ﻣﺠﻬﻮﻻﺕ ﺍﺯ ﺗﻌﺪﺍﺩ ﺭﻭﺍﺑﻂ ﺑﻴﺸﺘﺮ ﺍﺳﺖ ) nﻣﺠﻬﻮﻝ ﺑﻴﺸﺘﺮ( ﻟﺬﺍ ﺑﺮﺍﯼ ﺍﻳﻦ ﮐﻪ ﺩﺭﺍﻳﻪ
ﻫﺎﻳﯽ ﺑﻪ ﺻﻮﺭﺕ ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ ﺑﻴﺎﺑﻴﻢ ﻻﺯﻡ ﺍﺳﺖ ﮐﻪ:
u ii = 1 i = 1(1)n
ﺩﺭ ﺍﻳﻦ ﺻﻮﺭﺕ ﻣﯽ ﺩﺍﻧﻴﻢ ﮐﻪ ﻫﻤﻪ ﺩﺭﺍﻳﻪ ﻫﺎﯼ ﺍﻭﻟﻴﻦ ﺳﺘﻮﻥ Uﻣﻌﻠﻮﻡ ﻫﺴﺘﻨﺪ .ﻟﺬﺍ ﻣﯽ ﺗﻮﺍﻥ ﻫﻤﻪ ﺳﻄﺮﻫﺎﯼ L
ﺭﺍ ﺩﺭ ﺳﺘﻮﻥ ﺍﻭﻝ Uﺿﺮﺏ ﮐﺮﺩ .ﺑﻨﺎﺑﺮﺍﻳﻦ ﺩﺍﺭﻳﻢ :
li1 = a i1 i = 1(1)n
a
u1 j = 1 j l j = 2(1)n
11
ﺍﺑﺘﺪﺍ ﺍﻭﻟﻴﻦ ﺳﺘﻮﻥ Lﻭ ﺳﭙﺲ ﺍﻭﻟـﻴﻦ ﺳـﻄﺮ Uﺭﺍ ﺗﻌﻴـﻴﻦ ﮐـﺮﺩﻳﻢ.ﺣـﺎﻝ ﺩﻭﻣـﻴﻦ ﺳـﺘﻮﻥ Lﻭ ﺁﻧﮕـﺎﻩ ﺩﻭﻣـﻴﻦ
ﺳﻄﺮ Uﺭﺍ ﭘﻴﺪﺍ ﻣﯽ ﮐﻨﻴﻢ.
li 2 = a i 2 − li1u12 i = 2(1)n
) (a − l u
u 2 j = 2 j 21 1 j l j = 3(1)n
22
١١
j −1
lij = a ij − ∑ l ik u kj i≥ j
k =1
i −1
) ( a ij − ∑ l ik u kj
= u ij k =1
l ii i< j
ﻭ ﺳﭙﺲ ﺳﻮﻣﻴﻦ ﺳـﺘﻮﻥ Lﻭ
ﺳﻮﻣﻴﻦ ﺳﻄﺮ Uﺭﺍ ﻣﺤﺎﺳﺒﻪ ﻣﯽ ﮐﻨﻴﻢ ﻭ ﺍﺩﺍﻣﻪ ﻣﯽ ﺩﻫﻴﻢ .ﻳﻌﻨﯽ ﺑﻪ ﺗﺮﺗﻴﺐ:
ﭘﺲ ﺍﺯ ﺗﻌﻴﻴﻦ ﺩﺭﺍﻳﻪ ﻫﺎﯼ Lﻭ Uﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﺠﺰﻳﻪ ﻣﯽ ﮐﻨﻴﻢ.
AX = b
LUX = b
ﻭﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﺩﻭ ﺳﻴﺴﺘﻢ ﺑﺎﻻ ﻭ ﭘﺎﺋﻴﻦ ﻣﺜﻠﺜﯽ ﺗﺒﺪﻳﻞ ﻣﯽ ﮐﻨﻴﻢ.
UX = Z )(1
LZ = b )(2
ﺍﺑﺘﺪﺍ ﺳﻴﺴﺘﻢ ) (2ﺭﺍ ﮐﻪ ﺳﻴﺴﺘﻢ ﭘﺎﺋﻴﻦ ﻣﺜﻠﺜﯽ ﺍﺳﺖ ﺣﻞ ﮐﺮﺩﻩ ﻭ ﺑـﺎ ﺍﺳـﺘﻔﺎﺩﻩ ﺍﺯ ﺍﻟﮕـﻮﺭﻳﺘﻢ ﺟـﺎﻳﮕﺰﻳﻨﯽ ﺍﺯ ﺑـﺎﻻ
z1 , z2 ,..., znﺭﺍ ﻣﯽ ﻳﺎﺑﻴﻢ.ﺳﭙﺲ ﺳﻴﺴﺘﻢ ) (1ﺭﺍ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺍﻟﮕﻮﺭﻳﺘﻢ ﺟﺎﻳﮕﺰﻳﻨﯽ ﺍﺯ ﭘﺎﺋﻴﻦ ﺣﻞ ﻣﯽ ﮐﻨـﻴﻢ ﻭ
x1 ,..., xn −1 , xnﺭﺍ ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺁﻭﺭﻳﻢ.
١٢
:۱ﻣﺜﺎﻝ
.ﺳﻴﺴﺘﻢ ﺩﺍﺩﻩ ﺷﺪﻩ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﺭﻭﺵ ﺗﺠﺰﻳﻪ ﻣﺜﻠﺜﯽ ﺣﻞ ﮐﻨﻴﺪ
8 x1 + 2 x2 − 2 x3 = 8
x1 − 8 x2 + 3x3 = −4
2 x + x + 9 x = 12
1 2 3
l11 0 0 1 u12 u13 8 2 − 2
l u 23 = 1 − 8 3
21 l 22 0 0 1
l 31 l 32 l33 0 0 1 2 1 9
l11 = 8 , l 21 = 1 , l31 = 2
a 12 2 1 a −2 1
u12 = = = , u13 = 13 = =−
l11 8 4 l11 8 4
1 − 33
l 22 = a 22 − l 21u12 = −8 − 1 × =
4 4
1 1
l32 = a 32 − l31u13 = 1 − 2 × ( ) =
4 2
1
3 − 1 × (− )
u 23 = (a 23 − l 21u13 ) / l 22 = 4 = − 13
33 33
−
4
− 1 1 13 320
l31u13 + l32 u 23 + l33 = 9 ⇒ l33 = 9 − l31u13 − l32 u 23 = 9 − 2( ) − (− ) =
4 2 33 33
z1 8
8 0 0
LZ = b 1 33 20
− 0 z2 = − 4 ⇒ z1 = 1 , z2 = , z3 = 1
UX = Z 4 33
1 320
2
2 33 z3 12
1 1 x 1
x3 = 1
1 − 1
4 4
0 13
1 − x2 = 20 ⇒ 2x = 1
33
0 0 1 33
x 1 x1 = 1
3
١٣
:۲ﻣﺜﺎﻝ
.ﺳﻴﺴﺘﻢ ﺩﺍﺩﻩ ﺷﺪﻩ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﺭﻭﺵ ﺗﺠﺰﻳﻪ ﻣﺜﻠﺜﯽ ﺣﻞ ﮐﻨﻴﺪ
x1 + x2 + x3 = 1
4 x1 + 3 x2 − x3 = 6
3 x + 5 x + 3 x = 4
1 2 3
1 1 1 l11 0 0 1 u12 u13
4 3 − 1 = l
21 l 22 0 0 1 u 23
3 5 3 l 31 l 32 l33 0 0 1
l11 = 1 , l 21 = 4 , l31 =3
1
u12 = a 21 l = = 1
11 1
a 31 1
u13 = = =1
l11 1
l 22 = a 22 − l 21u12 = 3 − 4(1) = −1
l32 = a 32 − l31u12 = 5 − 3 = 2
a
u13 = 13 = 1
l11
−1 − 4
u 23 = (a 23 − l 21u13 ) l = =5
22 −1
l33 = a 33 − l31u13 − l32 u 23 = 3 − 3 − 2 × 5 = −10
1 0 0 z1 1
1
LZ = b ⇒ 4 − 1 0 z2 = 6 ⇒ z1 = 1 , z2 = −2 , z3 = −
2
3 2 − 10 z3 4
1 1 1 x1 1
1
UX = Z ⇒ 0 1 5 x2 = − 2 ⇒ x3 = − , x2 = 1 , x1 = 1
2
2
0 0 1 x3 1
−
2
١٤
: ۳ ﻣﺜﺎﻝ
. ﺣﻞ ﮐﻨﻴﺪLU ﺳﻴﺴﺘﻢ ﺩﺍﺩﻩ ﺷﺪﻩ ﺭﺍ ﺑﺎ ﺭﻭﺵ
4 x1 + 2 x2 − x3 =0
x − 2 x + 3 x + x = −5
1 2 3 4
2
1 x − 3 x 2 + 5 x 3 + x 4 = −5
− x1 + 2 x2 − x3 + 6 x4 = 3
l11 0 0 0 1 u12 u13 u14 4 2 −1 0
l 0 0 1 u 23 u 24 1 − 2
21 l 22 0 3 1
=
l 31 l 32 l33 0 0 0 1 u 34 2 − 3 5 1
l 41 l 42 l 43 l 44 0 0 0 1 − 1 2 −1 6
l11 = 4 , l 21 = 1 , l 31 = 2 , l 41 = −1
1
u12 = a 12 l =
11 2
a 13
u13 = =−1
l11 4
a
u14 = 14 = 0
l11
l 21u12 + l 22 = −2 ⇒ l 22 = − 5
2
1
3+
l 21u13 + l 22 u 23 = 3 ⇒ u 23 = 4 = − 13
−5 10
2
1− 0 2
l 21u14 + l 22 u 24 = 1 ⇒ u 24 = =−
5 5
−
2
l 21u12 + l32 = −3 ⇒ l32 = −3 − 1 = −4 , l 42 = 5
2
l31u13 + l32 u 23 + l33 = 5 ⇒ l 33 = 3
10
l 21u12 + l 22 u 24 = 1 ⇒ u 24 = − 2
5
l31u14 + l32 u 24 + l33u 34 = 1 ⇒ u 34 = −2 , l 42 = 5 2 , l 43 = 2
l 41u13 + l 42 u 23 + l 44 = −1 ⇒ l 44 = 11
١٥
4 0 0 0
z1 0
1 − 52 0 0
z2 = − 5 ⇒ z = 0 , z = 2 , z = 10 , z = −2
2 −4 3 z3 − 5 1 2 3 3
0
10
5 z4 3
− 1 2
2 11
1 1
1 2 − 4 0 x1 0
0 1 − 13 − 4 x2 = 2 ⇒ x = −3 , x = 9 , x = 6 , x = −2
10 10 x 10 1 2 3 4
0 0 1 −2
3
x4 − 2
0 0 0 1
ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺣﺪﺍﻗﻞ ﺳﺎﺯﯼ ﺧﻄﺎ
ﻳﮏ ﺩﺳﺘﮕﺎﻩ ﻣﻌﺎﺩﻻﺕ ﺧﻄﯽ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﻧﻮﺷﺖ:
a 11 x1 + a 12 x2 + a 13 x3 − b1 = R1
a 21 x1 + a 22 xx + a 23 x3 − b2 = R2
a 31 x1 + a 32 x2 + a 33 x3 − b3 = R3
ﺟﻤﻼﺕ R1ﻭ R2ﻭ R3ﺍﺻﻄﻼﺣﺎ ﺑﺎﻗﻴﻤﺎﻧﺪﻩ ﻧﺎﻣﻴﺪﻩ ﻣﯽ ﺷﻮﻧﺪ ﻭ ﻫﻨﮕﺎﻣﯽ ﺻﻔﺮ ﻣـﯽ ﺷـﻮﻧﺪ ﮐـﻪ x1ﻭ x2ﻭ
x3ﻣﻘﺎﺩﻳﺮ ﺩﻗﻴﻖ ﺧﻮﺩ ﺭﺍ ﺩﺍﺷﺘﻪ ﺑﺎﺷﻨﺪ.ﺑﻨﺎﺑﺮﺍﻳﻦ ﺭﻭﺷﻬﺎﯼ ﺣﺪﺱ ﺍﻭﻟﻴﻪ ﻃﻮﺭﯼ ﺑﺎ ﺗﮑﺮﺍﺭ ﺗﺼﺤﻴﺢ ﻣﯽ ﺷﻮﻧﺪ ﮐﻪ
ﻣﻘﺎﺩﻳﺮ Rﺗﺎ ﺩﻗﺖ ﻣﻄﻠﻮﺏ ﺑﻪ ﺻﻔﺮ ﻧﺰﺩﻳﮏ ﺷﻮﻧﺪ.
ﻣﺜﺎﻝ:
ﺩﺳﺘﮕﺎﻩ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﺭﻭﺵ ﺣﺪﺍﻗﻞ ﺳﺎﺯﯼ ﺣﻞ ﮐﻨﻴﺪ.
10 x1 − 2 x2 + x3 − 185 = R1
− 3 x1 − 6 x2 + 2 x3 − 93 = R2
x1 − 2 x2 − 5 x3 − 49 = R3
ﺑﺎ ﺗﻘﺮﻳﺐ ﺍﻭﻟﻴﻪ ) ( x1 = 0, x2 = 0, x3 = 0ﺷﺮﻭﻉ ﻣﯽ ﮐﻨﻴﻢ( R1 = −185, R2 = −93, R3 = −49 ).
١٦
ﭼﻮﻥ R1ﺑﺰﺭﮔﺘﺮﻳﻦ ﮐﻤﻴﺖ ﺭﺍ ﺩﺍﺭﺍﺳﺖ ﻭ x1ﺑﻴﺸﺘﺮﻳﻦ ﺳﻬﻢ ﺭﺍ ﺩﺭ ﺗﻐﻴﻴـﺮ ﺁﻥ ﺩﺍﺭﺩ x1ﺭﺍ ﻃـﻮﺭﯼ ﺗﻐﻴﻴـﺮ ﻣـﯽ
ﺩﻫﻴﻢ ﺗﺎ R1ﻣﻘﺪﺍﺭﯼ ﻧﺰﺩﻳﮏ ﺑﻪ ﺻﻔﺮ ﺩﺍﺷﺘﻪ ﺑﺎﺷﺪ.
x1 = 18 R1 = −5
x2 = 0 R2 = −147 ﺑﺰﺭﮔﺘﺮ
x3 = 0 R3 = −31
x1 = 18 R1 = 43
x2 = −24 R2 = −3
x3 = 0 R3 = 17
ﻣﺠﺪﺩﺍ ﺑﺮﺍﯼ ﮐﺎﻫﺶ R1ﺑﻪ ﻋﻨﻮﺍﻥ ﺑﺰﺭﮔﺘﺮﻳﻦ ﺑﺎﻗﻴﻤﺎﻧﺪﻩ ﻧﺎﭼـﺎﺭﺍ x1ﺭﺍ ﺗﻐﻴﻴـﺮ ﻣـﯽ ﺩﻫـﻴﻢ .ﺍﻳـﻦ ﻋﻤﻠﻴـﺎﺕ ﺭﺍ ﺑـﻪ
ﺑﺎ ﺩﻗﺖ ﻣﻄﻠﻮﺏ ﺑﻪ ﺻﻔﺮ ﻧﺰﺩﻳﮏ ﺷﻮﺩ. ∑R 2
ﻫﻤﻴﻦ ﺗﺮﺗﻴﺐ ﺍﺩﺍﻣﻪ ﺩﺍﺩﻩ ﺗﺎ
١٧
-۱ﻧﺸﺎﻥ ﺩﻫﻴﺪ ﮐﻪ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﻧﺎﻣﻨﻔﺮﺩ ﺍﺳﺖ ﺍﻣﺎ ﻧﻤﯽ ﺗﻮﺍﻥ ﺑﻪ ﺻﻮﺭﺕ LUﺗﺠﺰﻳﻪ ﺷﻮﺩ.
1 2 3
2 4 1
− 1 0 2
ﺭﺍﻫﻨﻤﺎﻳﯽ]:ﭼﻮﻥ l 22 = 0ﺍﺳﺖ[ ﻧﻤﯽ ﺗﻮﺍﻥ u 23ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﮐﺮﺩ.ﺑﺎ ﺍﻳﻦ ﮐﻪ A = 10 ≠ 0ﭼﻮﻥ
ﺯﻳﺮﻣﺎﺗﺮﻳﺴﯽ ﺑﺎ ﺩﺗﺮﻣﻴﻨﺎﻥ ﺻﻔﺮ ﺩﺍﺭﺩ ﺍﻳﻦ ﺭﻭﺵ ﺟﻮﺍﺏ ﻧﻤﯽ ﺩﻫﺪ.
-۲ﺩﺳﺘﮕﺎﻩ ﺳﻪ ﻣﻌﺎﺩﻟﻪ ﻭ ﺳﻪ ﻣﺠﻬﻮﻝ ﺯﻳﺮ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ.ﺑﺎ ﺭﻭﺷﻬﺎﯼ ﺣﺬﻓﯽ ﮔﺎﻭﺱ ﻭ LUﺣﻞ ﮐﻨﻴﺪ.
4 x + y + 2 z = 4
3 x + 5 y + z = 7
x + y + 3z = 3
2 x1 + x2 − 3x3 = −1
− x1 + 3 x2 + 2 x3 = 12
3 x + x − x = 0
1 2 3
-۳ﺳﻴﺴﺘﻤﻬﺎﯼ ﺧﻄﯽ ﺯﻳﺮ ﺭﺍ ﺑﺎﺭ ﻭﺵ ﺣﺬﻓﯽ ﮔﻮﺱ ﺑﺎ ﻣﺤﻮﺭﮔﻴﺮﯼ ﺟﺰﺋﯽ ﺣﻞ ﮐﻨﻴﺪ.
4 x1 + x2 + x3 = 4
x1 + 4 x2 − 2 x3 = 4
3 x + 2 x − 4 x = 6
1 2 3
x1 + x2 − x3 = 2
2 x1 + 3 x2 + 5 x3 = −3
3 x + 2 x − 3 x = 6
1 2 3
-۴ﺳﻴﺴﺘﻤﻬﺎﯼ ﺗﻤﺮﻳﻦ ۳ﺭﺍ ﺑﺎﺭ ﻭﺵ ﺗﺠﺰﻳﻪ ﻣﺜﻠﺜﯽ ﺣﻞ ﮐﻨﻴﺪ.
-۵ﺩﺳﺘﮕﺎﻩ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﻣﺤﻮﺭﮔﻴﺮﯼ ﺟﺰﺋﯽ ﺣﻞ ﮐﺮﺩﻩ ﻭ ﮐﻠﻴﻪ ﻋﻤﻠﻴﺎﺕ ﻣﺤﺎﺳﺒﺎﺗﯽ ﺭﺍ ﺗﺎ ﭼﻬﺎﺭ ﺭﻗﻢ ﺍﻋﺸﺎﺭ ﺍﻧﺠـﺎﻡ
ﺩﻫﻴﺪ.
4.01x1 + 1.23 x2 + 1.43 x3 − 0.73 x4 = 5.94
1.23 x1 + 7.41x2 + 2.41x3 + 3.02 x4 = 14.07
1.43 x1 + 2.41x2 + 5.79 x3 − 1.11x4 = 8.52
− 0.73 x1 + 3.02 x2 − 1.11x3 − 16.41x4 = 7.59
١٨
-۶ﻣﺎﺗﺮﻳﺲ Bﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﻌﺮﻳﻒ ﺷﺪﻩ ﺍﺳﺖ:
B = I + irA2
ﺩﺭ ﺍﻳﻨﺠﺎ Iﻣﺎﺗﺮﻳﺲ ﻭﺍﺣﺪ ﻭ Aﻣﺎﺗﺮﻳﺴﯽ ﻫﺮﻣﻴﺘﯽ ﻭ .ﺑﻴﺎﻧﮕﺮ ﻧﺮﻡ ﻫﻴﻠﺒﺮﺕ ﺍﺳﺖ.ﻫﻢ ﭼﻨﻴﻦ . i 2 = −1
ﻧﺸﺎﻥ ﺩﻫﻴﺪ ﺑﺮﺍﯼ ﺗﻤﺎﻡ ﻣﻘﺎﺩﻳﺮ ﺣﻘﻴﻘﯽ . B > 1 ، r ≠ 0
ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ
ﺍﻳﻦ ﺭﻭﺷﻬﺎ ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﺳﺎﺩﮔﯽ ﻭ ﻋﺪﻡ ﺣﺴﺎﺳﻴﺘﺸﺎﻥ ﻧﺴﺒﺖ ﺑﻪ ﺧﻄﺎﯼ ﮔﺮﺩ ﮐﺮﺩﻥ ) ( Round Errorﺑﺮﺍﯼ
ﮐﺎﺭﺑﺮﺩ ﺑﺎ ﺑﺮﻧﺎﻣﻪ ﻫﺎﯼ ﮐﺎﻣﭙﻴﻮﺗﺮﯼ ﻣﻨﺎﺳـﺒﺘﺮ ﺍﺯ ﺭﻭﺷـﻬﺎﯼ ﻣـﺴﺘﻘﻴﻢ ﻣـﯽ ﺑﺎﺷـﻨﺪ ،ﺯﻳـﺮﺍ ﺩﺭ ﻣﻘﺎﻳـﺴﻪ ﺑـﺎ ﺭﻭﺷـﻬﺎﯼ
ﻣﺴﺘﻘﻴﻢ ﺣﺎﻓﻈﻪ ﮐﻤﺘﺮﯼ ﺭﺍ ﺍﺷﻐﺎﻝ ﻣﯽ ﮐﻨﻨﺪ ﻭ ﻣﯽ ﺗﻮﺍﻧﻨﺪ ﻋﻤﻠﻴﺎﺕ ﺗﮑﺮﺍﺭ ﺭﺍ ﺗﺎ ﺭﺳﻴﺪﻥ ﺑﻪ ﺩﻗﺖ ﻣﻮﺭﺩ ﻧﻈﺮ ﺍﺩﺍﻣﻪ
ﺩﻫﻨﺪ.ﺑﺮﺍﯼ ﺁﺷﻨﺎﻳﯽ ﺑﺎ ﺍﻳﻦ ﺭﻭﺷﻬﺎ ﺍﺑﺘﺪﺍ ﺭﻭﺵ ﺗﮑﺮﺍﺭ ﮊﺍﮐﻮﺑﯽ ﺭﺍ ﻓﺮﺍﻣﯽ ﮔﻴﺮﻳﻢ.
ﺍﻟﻒ( ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ ﮊﺍﮐﻮﺑﯽ
ﺳﻴﺴﺘﻢ ﺧﻄﯽ
a 11 x1 + a 12 x2 + ... + a 1n xn = b1
a 21 x1 + a 22 x2 + ... + a 2 n xn = b2
a n1 x1 + a n 2 x2 + ... + a nn xn = bn
ﻣﻔﺮﻭﺽ ﺍﺳﺖ.ﺍﻳﻦ ﺭﻭﺵ ﺩﺭ ﺣﻘﻴﻘﺖ ﺗﻌﻤﻴﻢ ﺭﻭﺵ ﺗﮑﺮﺍﺭ ﺳﺎﺩﻩ ﺩﺭ ﺣﻞ ﻣﻌﺎﺩﻻﺕ ﻏﻴﺮ ﺧﻄﯽ ﻭ ﻳـﮏ ﻣﺘﻐﻴـﺮﻩ
ﺍﺳﺖ.ﺍﺑﺘﺪﺍ ﺳﻴﺴﺘﻢ ﺧﻄﯽ ﺭﺍ ﻣﺮﺗﺐ ﻣﯽ ﮐﻨﻴﻢ ﺑﻪ ﻃﺮﻳﻘﯽ ﮐﻪ ﺩﺭﺍﻳﻪ ﻫـﺎﯼ ﺭﻭﯼ ﻗﻄـﺮ ﻧﺎﺻـﻔﺮ ﺑﺎﺷـﻨﺪ ﻭ ﺍﺯ ﻟﺤـﺎﻅ
ﮐﻤﯽ ﻧﺴﺒﺖ ﺑﻪ ﺳﺎﻳﺮ ﺩﺭﺍﻳﻪ ﻫﺎﯼ ﻫﻢ ﺳﻄﺮ ﺁﻥ ﺑﻴﺸﺘﺮﻳﻦ ﮐﻤﻴﺖ ﺭﺍ ﺩﺍﺷﺘﻪ ﺑﺎﺷﺪ ﺳﭙﺲ ﺩﺳﺘﮕﺎﻩ ﻣﻌﺎﺩﻻﺕ ﺧﻄـﯽ
ﺭﺍ ﻃﻮﺭﯼ ﺑﺎﺯﻧﻮﻳﺴﯽ ﻣﯽ ﮐﻨﻴﻢ ﮐﻪ ﻫﺮﮐﺪﺍﻡ ﺍﺯ ﺭﻭﺍﺑﻂ ﻳﮑﯽ ﺍﺯ ﻣﺠﻬﻮﻻﺕ ﺭﺍ ﺑﺮﺣﺴﺐ ﻣﺠﻬﻮﻻﺕ ﺩﻳﮕـﺮ ﺑﻴـﺎﻥ
ﻧﻤﺎﻳﺪ.
١٩
x1 = (b1 − a 12 x2 − ... − a 1n xn ) a 11
x2 = (b2 − a 21 x1 − ... − a 2 n xn ) a 22
xn = (bn − a n1 x1 − ... − a n ,n −1 xn −1 ) a nn
ﺑــﺎ ﺗﻘﺮﻳــﺐ ﺍﻭﻟﻴــﻪ ﺩﻟﺨــﻮﺍﻩ ] ) X (0 ) = [ x1( 0) ,..., xn (0ﺷــﺮﻭﻉ ﻣــﯽ ﮐﻨــﻴﻢ ﻭ ﺩﻭﺭ ﺗﮑــﺮﺍﺭﯼ ﺭﺍ ﺁﻏــﺎﺯ ﻣــﯽ
ﻧﻤﺎﻳﻴﻢ.ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﺗﻘﺮﻳﺐ ) X (1ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﮐﺮﺩﻩ ﺍﻳﻢ .ﺳﭙﺲ ﺍﻳﻦ ﻣﻘـﺪﺍﺭ ﺭﺍ ﺑـﻪ ﻋﻨـﻮﺍﻥ ﺗﻘﺮﻳـﺐ ﺩﺭ ﺩﻭﺭ
ﺑﻌﺪ ﺑﻪ ﮐﺎﺭ ﻣﯽ ﮔﻴﺮﻳﻢ ﻭ ) X ( 2ﺭﺍ ﻣﯽ ﻳﺎﺑﻴﻢ ﻭ ﺍﻳﻦ ﻋﻤﻞ ﺭﺍ ﺍﺩﺍﻣﻪ ﻣﯽ ﺩﻫﻴﻢ .ﭘﺲ:
x1(1) = (b1 − a 12 x2 ( 0) − ... − a 1n xn ( 0) ) a 11
x2 (1) = (b2 − a 21 x1( 0) − ... − a 2 n xn (0 ) ) a 22
xn (1) = (bn − a n1 x1 ( 0) − ... − a n,n −1 xn −1( 0 ) ) a nn
ﺳﭙﺲ ) X (1ﺭﺍ ﺩﺭ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﻗﺮﺍﺭ ﻣﯽ ﺩﻫﻴﻢ.ﺩﺍﺭﻳﻢ:
x1( 2) = (b1 − a 12 x2 (1) − ... − a 1n xn (1) ) a 11
x2 ( 2 ) = (b2 − a 21 x1(1) − ... − a 2 n xn (1) ) a 22
xn ( 2 ) = (bn − a n1 x1 (1) − ... − a n,n −1 xn −1(1) ) a nn
ﺍﮔﺮ ﻓﺮﺽ ﮐﻨﻴﻢ ﺍﻳﻦ ﻋﻤﻠﻴﺎﺕ k − 1ﻣﺮﺗﺒﻪ ﺗﮑﺮﺍﺭ ﺷﻮﺩ ﺳﺮﺍﻧﺠﺎﻡ X kﺭﺍ ﺑﻪ ﺷﺮﺡ ﺯﻳﺮ ﻣﯽ ﻳﺎﺑﻴﻢ.
n
x1( k ) = (b1 − a 12 x2 ( k −1) − ... − a 1n xn ( k −1) ) a 11 = (b1 − ∑ a 1 j x j ( k −1) ) a 11
j =2
n
x2 ( k ) = (b2 − a 21 x1( k −1) − ... − a 2 n xn ( k −1) ) a 22 = (b2 − ∑ a 2 j x j ( k −1) ) a 22
j =1
j≠2
n −1
xn ( k ) = (bn − a n1 x1 ( k −1) − ... − a n,n −1 xn −1( k −1) ) a nn = (bn − ∑ a nj x j ( k −1) ) a nn
j =1
ﺍﻟﮕﻮﺭﻳﺘﻢ ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ
ﺳﻴـــﺴﺘﻢ AX = bﺩﺍﺩﻩ ﺷـــﺪﻩ،ﻳﮏ ﺗﻘﺮﻳـــﺐ ﺍﻭﻟﻴـــﻪ ] ) X (0 ) = [ x1( 0) , x2 ( 0) ,, xn (0ﺍﻧﺘﺨـــﺎﺏ ﻣـــﯽ
ﮐﻨﻴﻢ.ﺩﺳﺘﮕﺎﻩ ﺭﺍ ﻣﺮﺗﺐ ﮐﺮﺩﻩ ﺗﺎ ﺗﻘﺴﻴﻢ ﺑﺮﺻﻔﺮ ﺻﻮﺭﺕ ﻧﮕﻴﺮﺩ.
٢٠
-۱ﻣﺮﺣﻠﻪ ﺍﻭﻝ :ﺑﺮﺍﯼ . k = 0
-۲ﻣﺮﺣﻠﻪ ﺩﻭﻡ :ﺑﺮﺍﯼ i = 1(1)nﻣﺤﺎﺳﺒﻪ ﻣﯽ ﮐﻨﻴﻢ :
n
xi ( k +1) = (bi − ∑ a ij x j ( k ) ) a ii
j =1
j ≠i
-۳ﻣﺮﺣﻠــﻪ ﺳــﻮﻡ :ﺍﮔــﺮ ) xi ( k +1ﺑــﻪ ﺍﻧــﺪﺍﺯﻩ ﮐــﺎﻓﯽ ﺩﻗﻴــﻖ ﺑﺎﺷــﺪ ﻳﻌﻨــﯽ ﺑــﻪ ﻣﻌﻴــﺎﺭ ﺩﻗــﺖ ﺣــﻞ ﻣــﺴﺌﻠﻪ
X ( k +1) − X ( k ) ≤ ξﺭﺳﻴﺪﻩ ﺑﺎﺷﺪ ﺑﻪ ﻣﺮﺣﻠﻪ ﭼﻬﺎﺭﻡ ﻣﯽ ﺭﻭﻳﻢ.ﺩﺭ ﻏﻴﺮ ﺍﻳﻦ ﺻﻮﺭﺕ k = k + 1ﺑﻪ ﻣﺮﺣﻠـﻪ
ﺩﻭﻡ ﺑﺮﮔﺮﺩﻳﻢ.
-۴ﺭﻭﻧﺪ ﺭﺍ ﻣﺘﻮﻗﻒ ﮐﻨﻴﺪ.
ﺣﺎﻝ ﺍﻟﮕﻮﺭﻳﺘﻢ ﻓﻮﻕ ﺭﺍ ﺑﺎ ﻧﻤﺎﺩ ﻣﺎﺗﺮﻳﺴﯽ ﻧﺸﺎﻥ ﻣﯽ ﺩﻫﻴﻢ ﮐﻪ ﺟﻬﺖ ﮐﺎﺭﻫﺎﯼ ﻧﻈﺮﯼ ﻣﺎﻧﻨﺪ ﻫﻤﮕﺮﺍﻳـﯽ ﺭﻭﺵ ﺑـﻪ
ﺁﻥ ﻧﻴﺎﺯ ﺩﺍﺭﻳﻢ.
ﺍﮔﺮ ﻃﺮﻓﻴﻦ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺭﺍ ﺩﺭ a iiﺿﺮﺏ ﮐﻨﻴﻢ ﺧﻮﺍﻫﻴﻢ ﺩﺍﺷﺖ:
)a 11 x1 ( k ) = b1 − a 12 x2 ( k −1) − ... − a 1n xn ( k −1
)a 22 x2 ( k ) = b2 − a 21 x1( k −1) − ... − a 2 n xn −1( k −1
)a nn xn ( k ) = bn − a n1 x1( k −1) − ... − a n,n −1 xn −1( k −1
a 11 U x1 b1
a 22 x b
2 = 2 ⇒ DX ( k ) = −( L + U ) X ( k −1) + b
L a nn xn bn
X ( k ) = − D −1 ( L + U ) X ( k −1) + D −1b
ﮐﻪ ) − D −1 ( L + Uﺭﺍ ﺑﺮﺍﺑﺮ ﺑﺎ Hﻣﯽ ﮔﻴﺮﻧﺪ ﻭ ﻣﺎﺗﺮﻳﺲ ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ ﮊﺍﮐـﻮﺑﯽ ﮔﻮﻳﻨـﺪ.ﻣﻌﻤـﻮﻻ D −1b
ﺭﺍ ﻫﻢ ﺑﺮﺍﺑﺮ ﺑﺎ Cﻣﯽ ﮔﻴﺮﻧﺪ.ﭘﺲ ﺩﺍﺭﻳﻢ:
X ( k ) = H j X ( k −1) + C j k = 1,2,3,...
ﻣﯽ ﺗﻮﺍﻥ H jﺭﺍ ﻫﻢ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﻧﻮﺷﺖ:
٢١
)H j = − D −1 (− D + D + L + U ) = − D −1 (− D + A
)H j = ( I − D −1 A
ﺏ( ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ
ﺍﻳﻦ ﺭﻭﺵ ﺍﺻﻼﺡ ﺷﺪﻩ ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ ﺍﺳﺖ.ﺩﺭ ﺍﻳﻦ ﺭﻭﺵ ﺁﺧﺮﻳﻦ ﻣﻘﺪﺍﺭ ﻣﺤﺎﺳﺒﻪ ﺷـﺪﻩ ﺑـﺮﺍﯼ ﻣﺠﻬـﻮﻻﺕ )
ﺑﺮﺍﯼ ﻫﺮﻳﮏ ﺍﺯ ﻣﺠﻬﻮﻻﺕ( ﺩﺭ ﻣﻌﺎﺩﻻﺕ ﺑﻌﺪﯼ ﻣﻮﺭﺩ ﺍﺳـﺘﻔﺎﺩﻩ ﻗـﺮﺍﺭ ﻣـﯽ ﮔﻴﺮﻧـﺪ.ﺍﻳـﻦ ﺭﻭﺵ ﺩﺭ ﻋـﻴﻦ ﺣـﺎﻝ
ﺯﻭﺩﺗﺮ ﺍﺯ ﺭﻭﺵ ﻗﺒﻞ ﺑﻪ ﺟﻮﺍﺏ ﻣﯽ ﺭﺳﺪ ﻭ ﺣﺎﻓﻈﻪ ﮐﻤﺘﺮﯼ ﺍﺯ ﮐـﺎﻣﭙﻴﻮﺗﺮ ﺭﺍ ﺍﺷـﻐﺎﻝ ﻣـﯽ ﮐﻨـﺪ.ﺯﻳـﺮﺍ ﻫـﺮ ﺑـﺎﺭ ﺍﺯ
ﻣﺘﻐﻴﺮﻫﺎﯼ ﺟﺪﻳﺪ ﺍﺳﺘﻔﺎﺩﻩ ﻣﯽ ﮐﻨﺪ ﻭ ﻧﻴﺎﺯﯼ ﺑﻪ ﺫﺧﻴﺮﻩ ﺳﺎﺯﯼ ﻣﻘﺎﺩﻳﺮ ) x( kﻧﻤﯽ ﺑﺎﺷﺪ.ﺣﺪﺱ ﺍﻭﻟﻴﻪ ﻫـﻴﭻ ﮔﻮﻧـﻪ
ﺗﺎﺛﻴﺮﯼ ﺑﺮ ﺳﺮﻋﺖ ﻫﻤﮕﺮﺍﻳﯽ ﻧﺨﻮﺍﻫﺪ ﺩﺍﺷﺖ.
ﺍﮔﺮ ﺿﺮﺍﻳﺐ ﺭﻭﯼ ﻗﻄﺮ ﺳﻴﺴﺘﻢ ﺩﺭ ﻫﺮ ﺳﻄﺮ ﺍﺯ ﻣﺠﻤﻮﻉ ﺳـﺎﻳﺮ ﺿـﺮﺍﻳﺐ ﻫﻤـﺎﻥ ﺳـﻄﺮ ﺑﺰﺭﮔﺘـﺮ ﺑﺎﺷـﺪ ﻋﻤﻠﻴـﺎﺕ
ﺧﻴﻠﯽ ﺯﻭﺩﺗﺮ ﺑﻪ ﺟﻮﺍﺏ ﺧﻮﺍﻫﺪ ﺭﺳﻴﺪ.
ﺣﺎﻝ ﺍﮔﺮ ﺳﻴﺴﺘﻢ ﻣﺮﺗﺐ ﺷﺪﻩ ﮊﺍﮐﻮﺑﯽ ﺭﺍ ﺩﺭﻧﻈﺮ ﺑﮕﻴﺮﻳﻢ:
x1(1) = (b1 − a 12 x2 (0 ) − ... − a 1n xn ( 0 ) ) a 11
x2 (1) = (b2 − a 21 x1 (1) − ... − a 2 n xn (0 ) ) a 22
xn (1) = (bn − a n1 x1 (1) − ... − a n ,n −1 xn −1 (1) ) a nn
ﮐﻪ ) X (1ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺁﻳﺪ.ﻣﺠﺪﺩﺍ ﺍﻳﻦ ﺭﻭﺵ ﺭﺍ ﺍﺩﺍﻣﻪ ﻣﯽ ﺩﻫﻴﻢ .ﺍﻳﻦ ﺑﺎﺭ:
x1( 2 ) = (b1 − a 12 x2 (0 ) − ... − a 1n xn (1) ) a 11
x2 ( 2 ) = (b2 − a 21 x1 ( 2) − ... − a 2 n xn (1) ) a 22
xn ( 2 ) = (bn − a n1 x1 ( 2 ) − ... − a n, n−1 xn −1 ( 2) ) a nn
ﻭ ) X ( 2ﺣﺎﺻﻞ ﻣﯽ ﺷﻮﺩ.ﻓﺮﺽ ﮐﻨﻴﻢ ﺍﻳﻦ ﻋﻤﻞ k − 1ﺑﺎﺭ ﺍﻧﺠﺎﻡ ﺷﻮﺩ ﺩﺍﺭﻳﻢ:
٢٢
n
x1( k ) = (b1 − a 12 x2 ( k −1) − ... − a 1n xn ( k −1) ) a 11 = (b1 − ∑ a 1 j x j ( k −1) ) a 11
j =2
n
x2 ( k ) = (b2 − a 21 x1( k ) − ... − a 2 n xn ( k −1) ) a 22 = (b2 − a 21 x1 ( k ) − ∑ a 2 j x j ( k −1) ) a 22
j =3
n −1
xn ( k ) = (bn − a n1 x1 ( k ) − ... − a n, n−1 xn −1 ( k ) ) a nn = (bn − ∑ a nj x j ( k ) a nn
j =1
ﺍﻟﮕﻮﺭﻳﺘﻢ ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ
ﺑـﺮﺍﯼ ﺳﻴـﺴﺘﻢ AX = bﻭ ﺑـﺮﺍﯼ ﺗﻘﺮﻳـﺐ ﺍﻭﻟﻴـﻪ ﻣﻔــﺮﻭﺽ ) X (0ﻭ ﺑـﺎ ﺍﻧﺘﺨـﺎﺏ ζﻣﻌﻴـﺎﺭ ﺩﻗـﺖ ﺩﺍﺩﻩ ﺷــﺪﻩ
ﺍﻟﮕﻮﺭﻳﺘﻢ ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﺑﻪ ﺷﺮﺡ ﺯﻳﺮ ﺍﺳﺖ:
-۱ﻣﺮﺣﻠﻪ ﺍﻭﻝ :ﺑﺮﺍﯼ . k = 1
-۲ﻣﺮﺣﻠﻪ ﺩﻭﻡ :ﺑﺮﺍﯼ i = 1(1)nﻣﺤﺎﺳﺒﻪ ﮐﻦ :
i −1 n
xi ( k ) = (bi − ∑ a ij x j ( k ) − ∑ )( −1
a ij x j k ) a ii
j =1 = +1
j i
-۳ﻣﺮﺣﻠﻪ ﺳﻮﻡ :ﺍﮔﺮ ) X ( kﺑﻪ ﺍﻧﺪﺍﺯﻩ ﮐﺎﻓﯽ ﺩﻗﻴﻖ ﺑﺎﺷﺪ ﻳﺎ ﺑﻪ ﻋﺒﺎﺭﺕ ﺩﻳﮕﺮ X ( k ) − X ( k −1) ≤ ζﺑﺎﺷـﺪ ﺑـﻪ
ﻣﺮﺣﻠﻪ ﭼﻬﺎﺭﻡ ﺑﺮﻭ.ﺩﺭ ﻏﻴﺮ ﺍﻳﻦ ﺻﻮﺭﺕ k = k + 1ﻭ ﺑﻪ ﻣﺮﺣﻠﻪ ﺩﻭﻡ ﺑﺮﻭ.
-۴ﺭﻭﻧﺪ ﺭﺍ ﻣﺘﻮﻗﻒ ﮐﻨﻴﺪ.
ﺑﺮﺍﯼ ﻧﺸﺎﻥ ﺩﺍﺩﻥ ﻓﺮﻡ ﻣﺎﺗﺮﻳﺴﯽ ﺁﻥ ﺍﮔﺮ ) x( kﺭﺍ ﺩﺭ ﻃﺮﻑ ﭼـﭗ ﻭ ) x( k −1ﺭﺍ ﺩﺭﻃـﺮﻑ ﺭﺍﺳـﺖ ﺭﺍﺑﻄـﻪ ﻓـﻮﻕ
ﻗﺮﺍﺭ ﺩﻫﻴﻢ ﺑﺪﻳﻦ ﺻﻮﺭﺕ ﻣﺮﺗﺐ ﺧﻮﺍﻫﺪ ﺷﺪ.
٢٣
)a 11 x1 ( k ) = b1 − a 12 x2 ( k −1) − ... − a 1n xn ( k −1
)a 22 x2 ( k ) = b2 − a 21 x1 ( k ) − ... − a 2 n xn −1 ( k −1
) a nn xn ( k ) = bn − a n1 x1( k ) − ... − a n ,n −1 xn −1 ( k
−−−−−−−−−−−−−−−−−−−−−
a 11 x1 ( k ) = −a 12 x2 ( k −1) − ... − a 1n xn ( k −1) + b1
a 21 x1 ( k ) + a 22 x2 ( k ) = −a 23 x3 ( k −1) − ... − a 2 n xn ( k −1) + b2
a n1 x1 ( k ) + a n 2 x2 ( k ) + ... + a nn xn ( k ) = bn
⇒ ( L + D) X ( k ) = −UX ( k −1) + b
X ( k ) = −( L + D ) −1UX ( k −1) + ( L + D ) −1 b
X ( k ) = H g X ( k −1) + C g k = 1,2,3,...
H g = −( D + L) −1U , C g = ( D + L) −1 b
ﺍﺩﺍﻣﻪ ﺭﻭﺵ ﺗﮑﺮﺍﺭ ﺑﻪ ﺻﻮﺭﺕ ﻓﻮﻕ ﺑﺮﺍﯼ ﮐﺎﺭﻫﺎﯼ ﻧﻈﺮﯼ ﺑﻬﺘﺮ ﺍﺳﺖ.ﺑـﺮﺍﯼ ﮐـﺎﺭﺑﺮﺩ ﻋﻤﻠـﯽ ﺍﺭ ﻓـﺮﻡ ﺯﻳـﺮ ﺑﻬﺘـﺮ
ﺍﺳﺖ ﺍﺳﺘﻔﺎﺩﻩ ﺷﻮﺩ
i −1 n
(bi − ∑ a ij x j ∑
)( k +1
− ) a ij x j k
) (
= )xi ( k +1 j =1 = +1
j i
a ii i = 1(1)n
ﻣﺜﺎﻝ:
ﺩﺳﺘﮕﺎﻩ ﺳﻪ ﻣﻌﺎﺩﻟﻪ ﺳﻪ ﻣﺠﻬﻮﻝ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﻭ ﮊﺍﮐﻮﺑﯽ ﺣﻞ ﮐﻨﻴﺪ.ﻣﺮﺍﺣﻞ ﺗﮑﺮﺍﺭ ﺭﺍ ﺗـﺎ ۱۴
ﻣﺮﺣﻠﻪ ﺩﺭ ﻧﻈﺮ ﺑﮕﻴﺮﻳﺪ ﻭ ﺩﺭﺻﺪ ﺧﻄﺎﯼ ﻧﺴﺒﯽ ﺭﺍ ﺑﻴﺎﺑﻴﺪ.
2 x1 − x2 =7
− x1 + 2 x2 − x3 = 1
− x2 + 2 x3 = 1
ﺣﻞ ﺑﻪ ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ:
x1 = (7 + x2 ) 2
) x2 = (1 + x3 + x1 2
x = (1 + x ) 2
3 2
٢٤
ﺣﺎﻝ ﺗﻘﺮﻳﺐ ﺩﻟﺨﻮﺍﻩ ﺍﻭﻟﻴﻪ ] X (0 ) = [0,0,0ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ.ﭘﺲ ﺩﺍﺭﻳﻢ:
x1(1) = 3.5
) (1
] x2 = 0.5 ⇒ X = [3.5,0.5,0.5
)(1
) (1
x3 = 0.5
ﺣﺎﻝ ) X (1ﺗﻘﺮﻳﺒﯽ ﺑﺮﺍﯼ ﻣﺮﺣﻠﻪ ﺑﻌﺪﯼ ﻣﯽ ﺷﻮﺩ.
x1( 2 ) = 3.75
) ( 2
] x2 = 2.5 ⇒ X = [3.75,2.5,0.75
)( 2
) ( 2
x3 = 0.75
ﻭ ﺍﻳﻦ ﺭﻭﻧﺪ ﺭﺍ ﻣﺠﺪﺩﺍ ﺍﺩﺍﻣﻪ ﻣﯽ ﺩﻫﻴﻢ ﺗﺎ ﺟﺎﻳﯽ ﮐﻪ X ( m) − X ( m−1) ≤ 3 × 10 −4ﺷﻮﺩ.
ﺣﻞ ﺑﻪ ﺭﻭﺵ ﮔﺎﻭﺱ – ﺳﺎﻳﺪﻝ:
x1(1) = 3.5
x2 (1) = (1 + x1(1) + x3 ( 0) ) 2 = 2.25 ]⇒ X (1) = [3.5,2.25,1.625
x3 (1) = (1 + x2 (1) ) 2 = 1.625 X (1) − X ( 0 ) = max{ xi } = 3.5
1≤i ≤3
7 + 2.2.5
= ) x1( 2 = 4.625
2
1 + 4.625 + 1,625
) x2 ( 2 = = 3.625 ]⇒ X ( 2) = [4.625,3.625,2.3125
2
1 + 3.625
)x3 ( 2 = = 2.3125 X ( 2 ) − X (1) = 1.375
2
x1 (3) = 5.3125
x2 (3) = 4.3125
x3 ( 2 ) = 2.65625
ﺑﺎﻻﺧﺮﻩ ﺩﺭ ﻣﺮﺣﻠﻪ ۱۳ﺩﺍﺭﻳﻢ:
x1(13) = 5.9993
x2 (13 ) = 4.9993
x3 (13) = 2.9996
٢٥
ﻭﺩﺭ ﺗﮑﺮﺍﺭ : ۱۴
x1(14 ) = 5.9996
x2 (14 ) = 4.9996
x3 (14 ) = 2.9998
ﺣــﺎﻝ ﺧﻄــﺎﯼ ﻣﻄﻠــﻖ X (14 ) − X 13) = (0.0003,0.0003,0.0002) T = 3 × 10 −4ﻭﺩﺭﺻــﺪ ﺧﻄــﺎﯼ
)X (14) − X (13 0.0003
ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺁﻳﺪ. = × 100 ﻧﺴﺒﯽ × 100
X ) (14
5.9996
ﻣﺜﺎﻝ:
ﺁﻳﺎ ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ ﻳﺎ ﮔﺎﻭﺱ – ﺳﺎﻳﺪﻝ ﺑﺮﺍﯼ ﺣﻞ ﺳﻴﺴﺘﻢ ﺯﻳﺮ ﻫﻤﮕﺮﺍﺳﺖ؟
1 2 − 2
1 1 1
2 2 2
ﺣﻞ
3
ﭼﻮﻥ H = max ∑ a ij = 4 1ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ ﻭﺍﮔﺮﺍﺳﺖ.
i
j =1
0 2 − 2 0 2 − 2
1 0 0
−1
H g = −( L + D ) U = − 0 0 1 = 0 2 − 3
− 1 1 0
0 0 0 0 0 2
H g = max{4,5,2} = 5 1
ﻳﻌﻨﯽ ﺍﻳﻦ ﺭﻭﺵ ﻫﻢ ﻫﻤﮕﺮﺍ ﻧﻴﺴﺖ.
ﺭﻭﺵ ﺗﺨﻔﻴﻒ
ﻣﺎ ﺩﺭ ﻗﺒﻞ ﺑﺮﺭﺳﯽ ﮐﺮﺩﻳﻢ ﮐﻪ ﺳﺮﻋﺖ ﻫﻤﮕﺮﺍﻳﯽ ﻳـﮏ ﺭﻭﻧـﺪ ﺑـﻪ ﺷـﻌﺎﻉ ﻃﻴﻔـﯽ ﻣـﺎﺗﺮﻳﺲ ﺗﮑـﺮﺍﺭﯼ ﺁﻥ ﺭﻭﺵ
ﺑﺴﺘﮕﯽ ﺩﺍﺭﺩ.ﻳﮏ ﺭﺍﻩ ﺣﻠﯽ ﮐﻪ ﻣﻨﺠﺮ ﺑﻪ ﻫﻤﮕﺮﺍﻳﯽ ﺳﺮﻳﻊ ﻣﯽ ﺷﻮﺩ ،ﺁﻥ ﺍﺳﺖ ﮐﻪ ﺭﻭﺷـﯽ ﺍﻧﺘﺨـﺎﺏ ﺷـﻮﺩ ﮐـﻪ
ﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ ﺁﻥ ﮐﻮﭼﮑﺘﺮﻳﻦ ﺷﻌﺎﻉ ﻃﻴﻔﯽ ﺭﺍ ﺩﺍﺷﺘﻪ ﺑﺎﺷﺪ.
٢٦
ﺑﺮﺍﯼ ﺗﺴﺮﻳﻊ ،ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ.ﭼﻨﺎﻥ ﭼﻪ ﺟﻮﺍﺏ ﺗﻘﺮﻳﺒﯽ ﺩﺭ ﻣﺮﺣﻠﻪ kﺍﻡ
X ( k ) = ( x1( k ) , x2 ( k ) ,..., xi −1 ( k ) , xi ( k −1) ,..., xn ( k −1) ) T
ﺑﺎﺷﺪ ﻭﺩﺭ ﺭﻭﺍﺑﻂ ﺻﺪﻕ ﻧﻤﺎﻳﺪ ﺍﻳﻦ ﺟﻮﺍﺑﻬﺎ ﺟﻮﺍﺏ ﺩﻗﻴﻖ ﺳﻴﺴﺘﻢ ﻫﺴﺘﻨﺪ.ﺩﺭﻏﻴـﺮ ﺍﻳـﻦ ﺻـﻮﺭﺕ ﺍﮔـﺮ ﺩﺭ ﺭﻭﺍﺑـﻂ
ﺻﺪﻕ ﻧﮑﻨﻨﺪ ﺩﺭ ﻫﺮ ﺭﺍﺑﻄﻪ ﻳﮏ ﻣﺎﻧﺪﻩ ﺧﻮﺍﻫﻴﻢ ﺩﺍﺷﺖ.ﺑﻨﺎﺑﺮﺍﻳﻦ ﺑﺮﺩﺍﺭ ﻣﺎﻧﺪﻩ ﺭﺍ ﺑﺎ Rﻧﻤﺎﻳﺶ ﻣﯽ ﺩﻫﻴﻢ:
Ri ( k ) = (r1i ( k ) , r2i ( k ) ,..., rni ( k ) ) T
ﻣﻮﻟﻔﻪ iﺍﻡ ﺍﻳﻦ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻣﺎﻧﺪﻩ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
i −1 n
)rii ( k ) = bi − ∑ a ij x j ( k ) − ∑ a ij x j ( k −1 i = 1(1)n
j =1 j =i
i −1 n
)rii ( k ) + a ii xi ( k −1) = bi − ∑ a ij x j ( k ) − ∑ a ij x j ( k −1 i = 1(1)n
j =1 i +1
i −1 n
a ii xi ( k −1) + rii ( k ) = bi − ∑ a ij x j ( k ) − ∑ a ij x j k )( −1
i = 1(1)n )(1
j =1 j i= +1
ﻣﺎ ﺍﺯ ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﺩﺍﺭﻳﻢ:
i −1 n
(bi − ∑ a ij x j ∑ a ij x j
)(k )( k −1
− )
)(K
xi = j =1 = +1
j i
)(2
a ii
)( k −1 )(k )(k
( → a ii xi
)2 ) in (1
+ rii = a ii xi
)(k )( k −1 ) rii ( k
∴ xi = xi + )(3
a ii
ﭘﺲ ﺍﮔﺮ ﻣﺎﻧﺪﻩ ﺭﺍ ﺩﺭ ﻳﮏ ﻓﺎﮐﺘﻮﺭ ωﺿﺮﺏ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
)(k
ω rii
xi ( k ) = xi ( k −1) + )i = 1(1)n , k = 1,2,... (4
a ii
ﮐﻪ ﺩﺭ ﺁﻥ
-۱ﺍﮔﺮ ﻓﺎﮐﺘﻮﺭ 0 < ω < 1ﺑﺎﺷﺪ ﺩﺭﺍﻳﻦ ﺻﻮﺭﺕ ﺭﻭﺵ ﺭﺍ ﺗﺤﺖ ﺗﺨﻔﻴﻒ ﮔﻮﻳﻴﻢ ﻭ ﻣﯽ ﺗﻮﺍﻥ ﺁﻥ ﺭﺍ ﺟﻬﺖ ﺑﻪ
ﺩﺳﺖ ﺁﻭﺭﺩﻥ ﻫﻤﮕﺮﺍﻳﯽ ﺩﺳﺘﮕﺎﻫﻬﺎﻳﯽ ﮐﻪ ﺑﻪ ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﻫﻤﮕﺮﺍ ﻧﻴﺴﺘﻨﺪ ﺑﻪ ﮐﺎﺭ ﺑﺮﺩ.
٢٧
-۲ﺍﮔﺮ ﻓﺎﮐﺘﻮﺭ 1 < ω < 2ﺑﺎﺷـﺪ ﺩﺭ ﺍﻳـﻦ ﺻـﻮﺭﺕ ﺭﻭﺵ ﺭﺍ ﻓـﻮﻕ ﺗﺨﻔﻴـﻒ ﻳـﺎ SORﻣـﯽ ﻧـﺎﻣﻴﻢ ﻭ ﺑـﺮﺍﯼ
ﺳﺮﻋﺖ ﺑﺨﺸﻴﺪﻥ ﺑﻪ ﻫﻤﮕﺮﺍﻳﯽ ﺩﺳﺘﮕﺎﻫﻬﺎﻳﯽ ﮐﻪ ﺑﻪ ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﻫﻤﮕﺮﺍ ﻫﺴﺘﻨﺪ ﺑﻪ ﮐﺎﺭ ﻣﯽ ﺭﻭﺩ.
-۳ﺍﮔﺮ ω = 1ﺑﺎﺷﺪ ﺭﻭﺵ ﻫﻤﺎﻥ ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﺍﺳﺖ.
ﺍﮔﺮ ﺑﻪ ﺟﺎﯼ ) rii ( kﺩﺭ ) (4ﺭﺍﺑﻄﻪ ) (1ﻗﺮﺍﺭ ﺩﻫﻴﻢ:
ω i −1 n
xi ( k ) = xi ( k −1) + (bi − ∑ a ij x j − ∑ a ij xi
)(k )( k −1
) k = 1,2,... i = 1(1)n
a ii j =1 j =i
ω i −1 n
(bi − ∑ a ij x j ∑
)( k −1 )(k )( −1 )( k −1
= xi + − a ij x j k − a ii xi )
a ii j =1 = +1
j i
ω i n
(bi − ∑ a ij x j ∑ a ij x j
)( k −1 )( k −1 )(k )( k −1
= xi − ωxi + − )
a ii j =1 = +1
j i
ω i −1 n
(bi − ∑ a ij x j ∑ a ij x j
)(k )( k −1 )(k )( k −1
∴ xi = (1 − ω ) xi + − )
a ii j =1 = +1
j i
ﺍﻟﮕﻮﺭﻳﺘﻢ ﺭﻭﺵ SOR
ﺑﺮﺍﯼ ﺳﻴﺴﺘﻢ ﺩﺍﺩﻩ ﺷﺪﻩ AX = bﻭ ﻳﮏ ﺗﻘﺮﻳﺐ ﺍﻭﻟﻴﻪ ﻭ ﺍﻧﺘﺨﺎﺏ ωﻣﻨﺎﺳﺐ ﻭ ζﺩﺍﺩﻩ ﺷـﺪﻩ ﻋﺒـﺎﺭﺕ ﺍﺳـﺖ
ﺍﺯ:
-۱ﻣﺮﺣﻠﻪ ﺍﻭﻝ :ﺑﺮﺍﯼ . k = 1
-۲ﻣﺮﺣﻠﻪ ﺩﻭﻡ :ﺑﺮﺍﯼ i = 1(1)nﻣﺤﺎﺳﺒﻪ ﮐﻦ:
ω i −1 n
xi ( k ) = (1 − ω ) xi ( k −1) + (bi − ∑ a ij x j ∑ a ij x j
)(k )( k −1
− )
a ii j =1 = +1
j i
-۳ﺍﮔﺮ ) X ( kﺩﻗﻴﻖ ﺑﺎﺷﺪ ﻭ ﻳﺎ ﺑﻪ ﻋﺒﺎﺭﺕ ﺩﻳﮕﺮ X ( k ) − X ( k −1) ≤ ξﺑﺮﻭ ﺑﻪ ﻣﺮﺣﻠﻪ .۴
ﺩﺭ ﻏﻴﺮ ﺍﻳﻦ ﺻﻮﺭﺕ k = k + 1ﻭ ﺑﻪ ﻣﺮﺣﻠﻪ ۲ﺑﺮﻭ.
-۴ﻣﺘﻮﻗﻒ ﺷﻮ.
٢٨
ﺍﺛﺒﺎﺕ ﻫﻤﮕﺮﺍﻳﯽ ﺑﻪ ﺭﻭﺵ ﻣﺎﺗﺮﻳﺴﯽ:
i −1 n
a ii xi ( k ) = a ii (1 − ω ) xi ( k −1) + ω (bi − ∑ a ij x j ( k ) − ∑ a ij x j
)( k −1
)
j =1 = +1
j i
n
)a ii xi ( k ) = a ii (1 − ω ) xi ( k −1) + ωbi − ω ∑ a ij x j ( k −1
j =i +1
( D + ωL) X )(k
= [(1 − ω ) D − ωU ] X ( k −1) + ωb
X ( k ) = ( D + ωL) −1 [(1 − ω ) D − ωU ) X ( k −1) + ω ( D + ωL) −1 b
or
X ( k ) = H ω X ( k −1) + C k = 1,2,...
ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ ﻓﺎﮐﺘﻮﺭ ωﺟﻬﺖ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ SORﺍﺑﺘﺪﺍ ﺩﻭ ﻗﻀﻴﻪ ﺯﻳﺮ ﺭﺍ ﺑﻴﺎﻥ ﻣﯽ ﮐﻨﻴﻢ.
ﻗﻀﻴﻪ ﮐﺎﻫﺎﻥ:
ﺑﺮﺍﯼ ﻫﺮ ﻣﺎﺗﺮﻳﺲ ﺩﻟﺨﻮﺍﻩ ρ ( H ω ) ≥ ω − 1 An×n ،ﺍﺳﺖ.ﺍﮔﺮ ﺭﻭﺵ SORﻫﻤﮕﺮﺍ ﺑﺎﺷﺪ ﺁﻧﮕﺎﻩ
0<ω < 2
ﮐﻪ ﺩﺭ ﺁﻥ ] H ω = ( D + ωL) −1 [(1 − ω ) D − ωUﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ ﺭﻭﺵ SORﺍﺳﺖ.
ﺍﺛﺒﺎﺕ:
ﺑﺮﺍﯼ ﺍﺛﺒﺎﺕ ﻗﻀﻴﻪ ﻣﺎﺗﺮﻳﺲ I + ωD −1 Lﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ.ﺍﻳﻦ ﻳﮏ ﻣﺎﺗﺮﻳﺲ ﭘﺎﻳﻴﻦ ﻣﺜﻠﺜـﯽ ﺍﺳـﺖ ﻭ ﻗﻄـﺮ
ﺍﺻــﻠﯽ ﺁﻥ ﻭﺍﺣــﺪ ﻣــﯽ ﺑﺎﺷــﺪ.ﺑﻨــﺎﺑﺮﺍﻳﻦ ﺑــﺮﺍﯼ ﻫــﺮ ﻣﻘــﺪﺍﺭ ﺩﻟﺨــﻮﺍﻩ . det{( I + ωD −1 L)} = 1 ، ωﺑﻨــﺎﺑﺮﺍﻳﻦ
ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻣﺸﺨﺼﻪ ﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ H ωﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﻧﻮﺷﺖ:
) P (λ ) = det(λI − H ω ) = det( I + ωD −1 L)(λI − H ω
] = det[λ ( I + ωD −1 L) − ( I − ωD −1 L) H ω )(1
ﺍﻣﺎ ﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ SORﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
٢٩
] H ω = ( D + ωL) −1 [(1 − ω ) D − ωU
]) = [ D ( I + ωD −1 L)]−1 [ D((1 − ω ) I − ωD −1U
] = ( I + ωD −1 L) −1 D −1 D[(1 − ω ) I − ωD −1U
] = ( I + ωD −1 L) −1 [(1 − ω ) I − ωD −1U )(2
}] → P (λ ) = det{λ ( I + ωD L) − ( I + ωD −1 L)( I + ωD −1 L) −1 [(1 − ω ) I − ωD −1U
( 2 ) in )(1 −1
} = det{λ ( I + ωD −1 L) − (1 − ω ) I + ωD −1U
} = det{[λ − (1 − ω )]I + λωD −1 L + ωD −1U )(3
P (0) = det{−(1 − ω ) I + ωD −1U } = (ω − 1) n )(4
ﮐﻪ ﻣﺎﺗﺮﻳﺴﯽ ﺑﺎﻻﻣﺜﻠﺜﯽ ﺍﺳﺖ ﻭ ﺭﻭﯼ ﻗﻄﺮ ﺍﺻﻠﯽ ω − 1ﺍﺳﺖ.
n
∏
n
λi ( H ω ) = ω −1
i=1
} ) ρ ( H ω ) = max{ λi ( H ω
n
[ ρ ( H ω )]n ≥ ω − 1 ⇒ ρ (H ω ) ≥ ω − 1
ﺣﺎﻝ ﺍﮔﺮ ﺭﻭﺵ SORﻫﻤﮕﺮﺍ ﺑﺎﺷﺪ ﻻﺯﻡ ﺍﺳﺖ ﺩﺍﺷﺘﻪ ﺑﺎﺷﻴﻢ . ρ ( H ω ) < 1ﺑﻨﺎﺑﺮﺍﻳﻦ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ:
ρ (H ω ) ≤ ω − 1 ≤ 1 ⇒ 0 ω 2
ﺗﻌﺮﻳﻒ:
ﻣﺎﺗﺮﻳﺲ An×nﺭﺍ ﻣﻌﻴﻦ ﻣﺜﺒﺖ ﮔﻮﻳﻴﻢ ﻫﺮﮔﺎﻩ ﺑﺮﺍﯼ ﻳﮏ ﺑﺮﺩﺍﺭ ﻧﺎﺻﻔﺮ Xﺩﺍﺷﺘﻪ ﺑﺎﺷﻴﻢ:
X T AX 0
or
n n
X T AX = ∑∑ a ij x j xi 0
i =1 j =1
ﺍﮔﺮ X T AX ≥ 0ﻣﺎﺗﺮﻳﺲ ﺷﺒﻪ ﻣﻌﻴﻦ ﻣﺜﺒﺖ ﻧﺎﻣﻴﺪﻩ ﻣﯽ ﺷﻮﺩ.
ﻣﺜﺎﻝ:
ﻧﺸﺎﻥ ﺩﻫﻴﺪ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﻣﻌﻴﻦ ﻣﺜﺒﺖ ﺍﺳﺖ.
٣٠
4 3 0
A = 3 4 − 1
0 − 1 4
ﺣﻞ
Aﻣﺘﻘﺎﺭﻥ ﻭ ﺳﻪ ﻗﻄﺮﯼ ﺍﺳﺖ.
x1
X = x2 ≠ 0
x3
X T = [ x1 x2 ] x3
4 3 0 x1 4 x1 + 3 x2
[ x1 x2 x3 ]3 4 − 1 x2 = [ x1 x2 x3 ]3 x1 + 4 x2 − x3
0 − 1 4 x3 − x2 + 4 x3
2 2 2
= 4 x1 + 6 x1 x2 + 4 x2 − 2 x2 x3 + 4 x3
2 2
= x1 + 3( x1 + x2 ) 2 + ( x2 − x3 ) 2 + 3 x3 0
ﻳﻌﻨﯽ Aﻣﻌﻴﻦ ﻣﺜﺒﺖ ﺍﺳﺖ.
ﻗﻀﻴﻪ:
ﻫﺮﮔﺎﻩ ﻣﺎﺗﺮﻳﺲ An×nﻣﻌﻴﻦ ﻣﺜﺒﺖ ﻭ ﺳﻪ ﻗﻄﺮﯼ ﺑﺎﺷﺪ ﺁﻥ ﮔﺎﻩ:
ρ ( H g ) = [ ρ ( H j )]2 < 1
ﮐﻪ ﺩﺭ ﺁﻥ H gﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ ﺭﻭﺵ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﻭ H jﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ ﺍﺳﺖ.
ﺑﻬﺘﺮﻳﻦ ﺍﻧﺘﺨﺎﺏ ωﺭﻭﺵ SORﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
ρ (H ω ) = ω − 1
2
=ω
1 + 1 − [ ρ ( H j )] 2
٣١
ﻭ ﻳﺎ ﺩﺭ ﻣﺴﺎﺋﻞ ﻋﻤﻠﯽ ω optﺍﺯ ﻓﺮﻣﻮﻟﻬﺎﯼ ﺯﻳﺮ ﻣﺤﺎﺳﺒﻪ ﻣﯽ ﮔﺮﺩﺩ:
2
= ω opt
1 + sin πh
)1 − sin πh 2 − (1 + sin πh
= ) ρ (H ω = = ω opt − 1
1 + sin πh 1 + sin πh
1
= hﮔﺎﻣﻬﺎﻳﯽ ﺍﺳﺖ ﮐﻪ ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺑﺎ ﺁﻥ ﺣﻞ ﺷﺪﻩ ﺍﺳﺖ. ﮐﻪ
1+ n
ﻣﺜﺎﻝ:
ﺩﺳﺘﮕﺎﻩ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﺭﻭﺵ SORﺣﻞ ﮐﻨﻴﺪ.ﺩﺭ ﺻـﻮﺭﺗﯽ ﮐـﻪ ﻣﻌﻴـﺎﺭ ﺩﻗـﺖ ζ = 0.8 × 10 −2ﻭ ﺗﻘﺮﻳـﺐ ﺍﻭﻟﻴـﻪ
X (0 ) = [1,1,1]Tﺑﺎﺷﺪ.
4 x1 + 3 x2 = 24
3 x1 + 4 x2 − x3 = 30
− x2 + 4 x3 = −24
ﺣﻞ
4 3 0
A = 3 4 − 1
0 − 1 4
ﻣﺎﺗﺮﻳﺲ ﻣﺘﻘﺎﺭﻥ ﻭ ﺳﻪ ﻗﻄﺮﯼ ﺍﺳﺖ ﻭ ﺩﺭ ﻣﺜﺎﻝ ﻗﺒﻞ ﻧﺸﺎﻥ ﺩﺍﺩﻳﻢ ﻣﻌﻴﻦ ﻣﺜﺒﺖ ﻧﻴﺰ ﺍﺳﺖ .ﭘﺲ ﻣﯽ ﺗﻮﺍﻥ ﺍﺯ ﻗـﻀﻴﻪ
ﻓﻮﻕ ﺍﺳﺘﻔﺎﺩﻩ ﮐﺮﺩ ﻭ ﻓﺎﮐﺘﻮﺭ ωﺭﺍ ﻣﺤﺎﺳﺒﻪ ﻧﻤﻮﺩ.
2
=ω ) ; H ω = − D −1 ( L + ω
) 1 + 1 − ρ (H
2
ﺑﺮﺍﯼ ﺩﺳﺘﮕﺎﻩ ﺩﺍﺩﻩ ﺷﺪﻩ ﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ ﮊﺍﮐﻮﺑﯽ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
٣٢
1 3
4 0 0 0 3 0 0 − 4 0
1 3 0 − 1 3 1
Hj =− 0 0 = − 0
4 0 − 1 0 4 4
0 0 1 0 1
0
4 4
3
−λ − 0
4
λ1 = 0
3 1 10 10
H j − λI = − −λ = − λ (λ − ) = 0 ⇒
2
10 = ) ⇒ ρ (H j
2
4 4 16 λ 2,3 = ± 16
1 4
0 −λ
4
2
=ω ≅ 1.25
10
1+ 1−
16
ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﻣﻘﺪﺍﺭ ωﺍﺳﺘﻔﺎﺭﻩ ﺍﺯ ﺭﻭﺵ SORﻣﺠﺎﺯ ﺍﺳﺖ.
ﺳﻴﺴﺘﻢ ﺭﺍ ﻣﺮﺗﺐ ﻣﯽ ﮐﻨﻴﻢ.ﺳﭙﺲ ﻃﺮﻓﻴﻦ ﻓﻮﻕ ﺭﺍ ﺩﺭ ω = 1.25ﺿﺮﺏ ﻣﯽ ﮐﻨﻴﻢ.ﺩﺭ ﺍﻧﺘﻬﺎ x1ﻭ x2ﻭ x3ﺭﺍ
ﺩﺭ ﻃﺮﻑ ﭼﭗ ﻭ ﺑﻘﻴﻪ ﺭﺍ ﺑﻪ ﺳﻤﺖ ﺭﺍﺳﺖ ﺍﻧﺘﻘﺎﻝ ﻣﯽ ﺩﻫﻴﻢ.
٣٣
x1 = (24 − 3 x2 ) 4
x2 = (30 − 3 x1 + x3 ) 4
x3 = (−24 + x2 ) 4
_____________________
1.25 x1 = 7.5 − 0.937 x2
1.25 x2 = 9.375 − 0.937 x1 + 0.3125 x3
1.25 x3 = −7.5 + 0.3125 x2
_______________________
x1 = 7.5 − 0.937 x2 − 0.25 x1
x2 = 9.375 − 0.937 x1 + 0.3125 x3 − 0.25 x2
x3 = −7.5 + 0.3125 x2 − 0.25 x3
__________________________
x1(1) = 6.313
x2 (1) = 3.522
x3 (1) = −6.649
x1( 6 ) = 3.0214577
x2 (6 ) = 3.9821186
x3 ( 6) = −5.0044703
_______________________________ ⇒ X ( 7 ) − X ( 6 ) = 0.008
x1( 7 ) = 3.01341
x2 (7 ) = 3.98882
x3 ( 7 ) = −5.00279
٣٤
ﺁﻧﺎﻟﻴﺰ ﺧﻄﺎ
ﻧﺮﻣﻬﺎﯼ ﺑﺮﺩﺍﺭﯼ ﻭ ﻣﺎﺗﺮﻳﺴﯽ
ﺗﻌﺮﻳﻒ :ﻳﮏ ﻧﺮﻡ ﺑﺮﺩﺍﺭﯼ ﺭﻭﯼ ℜ nﻳﻌﻨﯽ ﻣﺠﻤﻮﻋﻪ ﺗﻤـﺎﻡ ﺑﺮﺩﺍﺭﻫـﺎﯼ nﺑﻌـﺪﯼ ﺑـﺎ ﻣﻮﻟﻔـﻪ ﻫـﺎﯼ ﺣﻘﻴﻘـﯽ ،
ﺗﺎﺑﻌﯽ ﺍﺳﺖ ﻣﺎﻧﻨﺪ .ﺍﺯ ℜ nﺑﺘﻮﯼ ℜ
. : ℜn → ℜ
ﮐﻪ ﺩﺭ ﺧﻮﺍﺹ ﺯﻳﺮ ﺻﺪﻕ ﻣﯽ ﮐﻨﺪ:
∀X ∈ ℜ n : X > 0 -۱
X > 0 -۲ﺍﮔﺮ ﻭ ﻓﻘﻂ ﺍﮔﺮ . X ≠ 0
∀α ∈ ℜ, X ∈ ℜ n : αX = α X -۳
∀X , Y ∈ ℜ n : X + Y ≤ X + Y -۴
ﺗﻌﺮﻳﻒ :ﻧﺮﻣﻬﺎﯼ l1ﻭ l 2ﻭ ∞ lﺑﺮﺍﯼ ﺑﺮﺩﺍﺭ X = ( x1 , x2 , , xn ) Tﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﻌﺮﻳﻒ ﻣﯽ ﺷﻮﻧﺪ:
-۱ﻧﺮﻡ ﺍﻗﻠﻴﺪﺳﯽ :
1
n 2
X 2
} ) = {∑ ( xi 2
i =1
-۲ﻧﺮﻡ ﻣﺎﮐﺰﻳﻤﻢ :
X ∞
} = max{ xi
1≤i ≤ n
-۳ﻧﺮﻡ ﻣﻄﻠﻖ :
n
X 1 = ∑ xi
i =1
٣٥
ﻗﻀﻴﻪ :ﺑﻪ ﺍﺯﺍﯼ ﻫﺮ Y, X ∈ ℜ n , α ∈ ℜ
X ∞
> 0 -۱
Xﺍﮔﺮ ﻭ ﻓﻘﻂ ﺍﮔﺮ X = 0 ∞
> 0 -۲
αX ∞
=α X ∞
-۳
X +Y ∞ ≤ X ∞
+ Y ∞ -۴
ﺍﺛﺒﺎﺕ:(۴
} X + Y ∞ = max xi + yi ≤ max{ xi + yi
1≤ i ≤ n 1≤i ≤ n
≤ max xi + max yi
1≤ i ≤ n 1≤i ≤ n
= X ∞
∞+ Y
ﺗﻌﺮﻳﻒ :ﺩﻧﺒﺎﻟﻪ {x( k ) }∞k =1ﺍﺯ ﺑﺮﺩﺍﺭﻫﺎﯼ ﺩﺭ ℜ nﺭﺍ ﻧﺴﺒﺖ ﺑﻪ ﻧﺮﻡ .ﻫﻤﮕﺮﺍ ﺑﻪ xﮔﻮﻳﻨﺪ ﺍﮔـﺮ ﺑـﻪ ﺍﺯﺍﯼ ﻫـﺮ
ζ 0ﻋﺪﺩ ﺻﺤﻴﺤﯽ ﻣﺎﻧﻨﺪ ) N (ζﻳﺎﻓﺖ ﺷﻮﺩ ﺑﻪ ﻃﻮﺭﯼ ﮐﻪ ﺑﻪ ﺍﺯﺍﯼ ﻫﺮ ) k ≥ N (ζﺩﺍﺷﺘﻪ ﺑﺎﺷﻴﻢ:
x( k ) − x < ζ
ﺗﻌﺮﻳﻒ ﻧﺮﻡ ﻣﺎﺗﺮﻳﺴﯽ
ﻳﮏ ﻧﺮﻡ ﻣﺎﺗﺮﻳﺴﯽ ﺑﺮ ﻣﺠﻤﻮﻋﻪ ﺗﻤﺎﻡ ﻣﺎﺗﺮﻳﺴﻬﺎﯼ n × nﺣﻘﻴﻘﯽ ﺗﺎﺑﻌﯽ ﺍﺳـﺖ ﺣﻘﻴﻘـﯽ ﻣﺎﻧﻨـﺪ .ﮐـﻪ ﺑـﺮ ﺍﻳـﻦ
ﻣﺠﻤﻮﻋﻪ ﺗﻌﺮﻳﻒ ﺷﺪﻩ ﺑﺎﺷﺪ ﻭ ﺑﻪ ﺍﺯﺍﯼ ﻫﺮ ﻣﻘـﺪﺍﺭ α ∈ ℜﻭ ﻣﺎﺗﺮﻳـﺴﻬﺎﯼ A ، n × nﻭ Bﺩﺭ ﺷـﺮﺍﻳﻂ ﺯﻳـﺮ
ﺻﺪﻕ ﮐﻨﺪ:
An×n > 0 -۱
A = 0 ⇔ A = 0 -۲
∀α ∈ ℜ, An×n : αA = α A -۳
∀An×n , Bn×n : A + B ≤ A + B -۴
AB A . B -۵
٣٦
ﻗﻀﻴﻪ :
ﻫﺮﮔﺎﻩ ) A = (a ijﻳﮏ ﻣﺎﺗﺮﻳﺲ n × nﺑﺎﺷﺪ ﺁﻥ ﮔﺎﻩ
n
A ∞ = max ∑ a ij
1≤ i ≤ n
j =1
ﺗﻌﺮﻳﻒ :
ﻳﮏ ﻣﺎﺗﺮﻳﺲ n × nﻣﺎﻧﻨﺪ ) A = (a ijﺭﺍ ﻫﻤﮕﺮﺍ ﻧﺎﻣﻴﻢ ﺍﮔﺮ
∀i, j = 1(1)n : lim( Ak ) ij = 0
∞→ k
ﻧﺮﻣﻬﺎﻳﯽ ﮐﻪ ﻣﻌﻤﻮﻻ ﺍﺳﺘﻔﺎﺩﻩ ﻣﯽ ﮐﻨﻴﻢ ﻋﺒﺎﺭﺗﻨﺪ ﺍﺯ:
(۱ﻧﺮﻡ ﺍﻗﻠﻴﺪﺳﯽ ) ﻓﺮﻭﺑﻴﻨﻴﻮﺱ( :
1
n 2
} ) F ( A) = { ∑ (a ij 2
i , j =1
(۲ﻧﺮﻡ ﻣﺎﮐﺰﻳﻤﻢ:
ﺍﻟﻒ :ﺳﻄﺮﯼ
n
} A ∞ = max{∑ a ij
i
j =1
ﺏ( ﺳﺘﻮﻧﯽ
n
} A ∞ = max{∑ a ij
j
i =1
(۳ﻧﺮﻡ ﻃﻴﻔﯽ )ﻫﻴﻠﺒﺮﺕ(
)A 2 = ρ ( AT A
٣٧
ﻟﻢ:
ﻫﺮﮔﺎﻩ ، A < 1ﺁﻧﮕﺎﻩ :
1 1
. ≤ ≤ ( I ± A) −1
1+ A 1− A
ﺑﺮﻫﺎﻥ(
ﺍﮔــﺮ A < 1ﻃﺒــﻖ ﺗﻌﺮﻳﻔــﯽ ﺩﺭ ﺟﺒــﺮ ﺧﻄــﯽ ρ ( A) < 1ﺁﻧﮕــﺎﻩ ). I − A ≠ 0ﭼــﻮﻥ ﺍﮔــﺮ λ 1ﺁﻧﮕــﺎﻩ
( Iλ − A = 0
ﻳﻌﻨﯽ ( I − A) −1ﻣﻮﺟﻮﺩ ﺍﺳﺖ .ﭘﺲ ﺩﺍﺭﻳﻢ:
( I − A) −1 ( I − A) = I n×n
I = ( I − A) −1 − ( I − A) −1 A
( I − A) −1 A = ( I − A) −1 − I )(1
( I − A) −1 A = ( I − A) −1 − I ≥ ( I − A) −1 − 1
⇒ ( I − A) −1 A ≥ ( I − A) −1 − 1
−1 −1
( I − A) A ≤ ( I − A) A
] 1 ≥ ( I − A) −1 [1 − A
1 1
∴ ≤ ( I − A) −1 ifA→
−A
→ ≤ ( I + A) −1
1− A 1− A
A = −A
ﺁﻧﺎﻟﻴﺰ ﺧﻄﺎﯼ ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻢ
ﺳﻴﺴﺘﻢ ﺧﻄﯽ
AX = b )(1
ﺭﺍ ﮐﻪ ﺩﺍﺭﺍﯼ ﺟﻮﺍﺏ ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ X = A−1bﺍﺳﺖ ﺭﺍ ﺩﺭ ﻧﻈﺮ ﻣﯽ ﮔﻴـﺮﻳﻢ.ﻓـﺮﺽ ﻣـﯽ ﮐﻨـﻴﻢ ﮐـﻪ δ A
ﺧﻄﺎﯼ ﺩﺭﺍﻳﻪ ﻫﺎﯼ ﻣﺎﺗﺮﻳﺲ Aﻭ δbﺧﻄﺎﯼ ﺑﺮﺩﺍﺭ bﺑﺎﺷﺪ .ﺩﺭ ﺍﻳـﻦ ﺻـﻮﺭﺕ ﺟـﻮﺍﺏ ﺗﻘﺮﻳﺒـﯽ Xﻋﺒـﺎﺭﺕ
ﺍﺳﺖ ﺍﺯ:
٣٨
( A + δA) X = b + δb ⇒ X = ( A + δA) −1 (b + δb) (2)
−1 −1
X − X = ( A + δA) (b + δb) − A b
= ( A + δA) −1 b + ( A + δA) −1 δb − A−1b
= [( A + δA) −1 − A−1 ]b + ( A + δA) −1 δb (3)
X − X ≤ ( A + δA) − A −1 −1
b + ( A + δA) −1
δb (3)′
( A + δA) −1 = ( A + δA) −1 − A−1 + A−1 ≤ ( A + δA) −1 − A−1 + A−1 (4)
:( ﺩﺍﺭﻳﻢ3)′ ( ﺩﺭ4) ﺑﺎ ﻗﺮﺍﺭ ﺩﺍﺩﻥ
X − X ≤ ( A + δA) −1 − A−1 b + ( A + δA) −1 − A−1 δb + A−1 δb
= ( A + δA) −1 − A−1 * [ b + δb ] + A−1 δb (5)
( A + δ A) −1 − A−1 = A−1 − ( A + δ A) −1 = A−1 − A( I − A−1δ A) [ ]
−1
= A−1 − ( I − A−1δ A) −1 A−1
= I − ( I − A−1δA) −1 ] A−1
≤ I − ( I − A−1δA) −1 A−1
= ( I − A−1δA) −1 [ I − A−1δA − I ] A−1
∴ ( A + δA) −1 − A−1 ≤ A−1 ( I − A−1δA) −1 − A−1δA (6)
: ﻃﺒﻖ ﻟﻢ ﺩﺍﺭﻳﻢA−1δA < 1 ﺍﮔﺮ ﻓﺮﺽ ﮐﻨﻴﻢ
1
( I − A−1δA) −1 <
1 − A−1δA
:( ﻗﺮﺍﺭ ﺩﻫﻴﻢ ﺩﺍﺭﻳﻢ6) ﺍﮔﺮ ﻋﺒﺎﺭﺕ ﻓﻮﻕ ﺭﺍ ﺩﺭ
−1 −1
A−1 A−1δA
( A + δA) − A ≤ (7 )
1 − A−1δA
:( ﻗﺮﺍﺭ ﻣﯽ ﺩﻫﻴﻢ5) ( ﺭﺍ ﺩﺭ7) ﺣﺎﻝ
٣٩
A−1 A−1δA
≤ X−X −1
[ b + δb ] + A−1 δb
1 − A δA
A−1 A X δA δb
≤ ∴ X−X −1
( + ) )(8
1 − A δA A A
AX = b ≤ A X
X−X A−1 A X δA δb
≤ ( + ) )(9
X 1 − A−1δA A X A X
X−X cond ( A) δA δb
≤ ( + ) )(10
X 1 − A−1δA A b
ﺣﺎﻝ ﺍﮔﺮ ) cond ( Aﻧﺰﺩﻳﮏ ﺑﻪ ﻋﺪﺩ ﻳـﮏ ﺑﺎﺷـﺪ ﺳﻴـﺴﺘﻢ ﺭﺍ ﺧـﻮﺵ ﻭﺿـﻊ ﻭ ﺍﮔـﺮ cond 1ﺳﻴـﺴﺘﻢ ﺭﺍ
ﺑﺪﻭﺿﻊ ﻣﯽ ﻧﺎﻣﻨﺪ.
ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﺭﺍﺑﻄﻪ ) (10ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐـﻪ ﺧﻄـﺎﯼ ﻧـﺴﺒﯽ ﺩﺭ ﺑـﺮﺩﺍﺭ ﺟـﻮﺍﺏ Xﺑـﺎ ﺧﻄـﺎﯼ ﻧـﺴﺒﯽ ﺩﺭﺍﻳـﻪ
ﻫﺎﯼ Aﻭ bﺩﺭ ﺍﺭﺗﺒﺎﻁ ﺍﺳﺖ .ﭼﻨﺎﻥ ﭼﻪ ﻋﺪﺩ ﺣﺎﻟﺖ ﺑﺴﻴﺎﺭ ﺑﺰﺭﮔﺘﺮ ﺍﺯﻳﮏ ﺑﺎﺷـﺪ )ﺩﺭ ﻋﻤـﻞ ﺑﻴـﺸﺘﺮ ﺍﺯ (۱۰ﺩﺭ
ﺍﻳﻨﺼﻮﺭﺕ ﮐﻮﭼﮑﺘﺮﻳﻦ ﺗﻐﻴﻴﺮﺍﺗﯽ ﺩﺭ bﻳﺎ Aﺑﺰﺭﮔﺘﺮﻳﻦ ﺗﻐﻴﻴﺮﺍﺕ ﺭﺍ ﺩﺭ ﺑﺮﺩﺍﺭ ﺟﻮﺍﺏ ﺍﻳﺠﺎﺩ ﻣﯽ ﮐﻨـﺪ.ﺩﺭ ﺍﻳـﻦ
ﺻﻮﺭﺕ ﺟﻮﺍﺑﻬﺎﯼ ﺣﺎﺻﻠﻪ ﺑﺎ ﺧﻄﺎﯼ ﺯﻳﺎﺩﯼ ﻫﻤﺮﺍﻩ ﻫﺴﺘﻨﺪ ﻭ ﻗﺎﺑﻞ ﺍﻃﻤﻴﻨﺎﻥ ﻧﻴﺴﺘﻨﺪ.ﻟﺬﺍ ﺳﻴـﺴﺘﻢ ﺭﺍ ﺳﻴـﺴﺘﻢ ﺑـﺪ
ﻭﺿﻊ ﻣﯽ ﻧﺎﻣﻨﺪ.
ﭼﻨﺎﻧﭽﻪ ﻋﺪﺩ ﺣﺎﻟﺖ ﻧﺰﺩﻳﮏ ﻭﮐﻮﭼﮑﺘﺮ ﺍﺯ ﻳﮏ ﺑﺎﺷﺪ ﺩﺭ ﺍﻳﻨﺼﻮﺭﺕ ﺑﺎ ﺗﻮﺟﻪ ﺑـﻪ ) (10ﻫﺮﮔﻮﻧـﻪ ﺗﻐﻴﻴـﺮﺍﺕ ﺩﺭ
Aﻭ bﺗﻐﻴﻴﺮ ﺁﻧﭽﻨﺎﻧﯽ ﺩﺭ ﺑﺮﺩﺍﺭ ﺟﻮﺍﺏ ﻧﻤﯽ ﺩﻫﺪ.ﻟﺬﺍ ﺳﻴﺴﺘﻢ ﺭﺍ ﺳﻴـﺴﺘﻢ ﺧـﻮﺵ ﻭﺿـﻊ ﻣـﯽ ﻧﺎﻣﻨـﺪ.ﺩﺭ ﻋﻤـﻞ
ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺗﻌﺮﻳﻒ ﻋﺪﺩ ﺣﺎﻟﺖ ﺑﻪ ﺧﺎﻃﺮ ﺍﻳﻦ ﮐﻪ ﺑﻪ ﺩﺳﺖ ﺁﻭﺭﺩﻥ ﻣﻌﮑﻮﺱ ﻣﺎﺗﺮﻳﺲ Aﭼﻨـﺎﻥ ﭼـﻪ ﺍﺑﻌـﺎﺩ ﺁﻥ
ﺑﺴﻴﺎﺭ ﺑﺰﺭﮒ ﺑﺎﺷﺪ ﻣﻘﺪﻭﺭ ﻧﻴﺴﺖ ،ﻣﺮﺳﻮﻡ ﻧﻴﺴﺖ ﻟﺬﺍ ﻣﯽ ﺗﻮﺍﻥ ﻣﻌﻴﺎﺭﻫﺎﯼ ﺩﻳﮕـﺮﯼ ﺭﺍ ﺟﻬـﺖ ﺑﺮﺭﺳـﯽ ﮐـﺮﺩﻥ
ﺧﻮﺵ ﻭﺿﻌﯽ ﻭ ﺑﺪﻭﺿﻌﯽ ﻳﮏ ﺳﻴﺴﺘﻢ ﻋﻤﻼ ﺑﻪ ﮐﺎﺭ ﺑﺮﺩ.ﻳﮑﯽ ﺍﺯ ﺍﻳﻦ ﻣﻌﻴﺎﺭﻫﺎ ﺍﻳﻦ ﺍﺳﺖ ﮐـﻪ ﺍﮔـﺮ ﻣﻴـﺎﻧﮕﻴﻦ
٤٠
ﺩﺭﺍﻳﻪ ﻫﺎﯼ ﻣﺎﺗﺮﻳﺲ ﻧﺴﺒﺖ ﺑﻪ ﺩﺗﺮﻣﻴﻨﺎﻥ ﺁﻥ ﻣﺎﺗﺮﻳﺲ ﺑﺴﻴﺎﺭ ﺑﺰﺭﮒ ﺑﺎﺷﺪ ﺩﺭ ﺍﻳﻦ ﺻـﻮﺭﺕ ﺳﻴـﺴﺘﻢ ﺭﺍ ﺑﺪﻭﺿـﻊ
ﻣﯽ ﻧﺎﻣﻴﻢ.ﻫﻤﭽﻨﻴﻦ ﻣﯽ ﺗﻮﺍﻥ ﺍﺯ ﻣﻌﻴﺎﺭ ﺑﺮﺭﺳﯽ ﻧﻴﻮﻣﻦ ﺍﺳﺘﻔﺎﺩﻩ ﮐﺮﺩ ﮐﻪ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
λ max
= ) cond ( A
λ min
λminﮐﻮﭼﮑﺘﺮﻳﻦ ﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﻭ λ maxﺑﺰﺭﮔﺘﺮﻳﻦ ﻣﻘﺪﺍﺭ ﻭﻳـﮋﻩ ﻣـﺎﺗﺮﻳﺲ ﺍﺳـﺖ .ﭼﻨـﺎﻥ ﭼـﻪ ﻧـﺴﺒﺖ ﺍﻳـﻦ ﺩﻭ
ﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﺑﺴﻴﺎﺭ ﺑﺰﺭﮒ ﺑﺎﺷﺪ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﺪﻭﺿﻊ ﻣﯽ ﻧﺎﻣﻨﺪ.ﺍﻣـﺎ ﺍﺯ ﻟﺤـﺎﻅ ﻋﻤﻠـﯽ ﭼﻨـﺎﻥ ﭼـﻪ ﺳﻴـﺴﺘﻢ ﺑـﺴﻴﺎﺭ
ﺑﺰﺭﮒ ﺑﺎﺷﺪ ﺑﻪ ﮐﺎﺭ ﺑﺮﺩﻥ ﻣﻌﻴﺎﺭ ﻫﺎﯼ ﻓﻮﻕ ﺍﻟﺬﮐﺮ ﻋﻤﻼ ﻣﻘﺪﻭﺭ ﻧﻴﺴﺖ ،ﻟﺬﺍ ﻣﯽ ﺗـﻮﺍﻥ ﺳﻴـﺴﺘﻢ ﻓـﻮﻕ ﺭﺍ ﺑﺎﻳـﮏ
ﺍﻟﮕﻮﺭﻳﺘﻢ ﻭ ﺑﺎ ﻣﻌﻴﺎﺭ ﺩﻗﺖ tﺭﻗﻢ ﺍﻋﺸﺎﺭ ﻣﺤﺎﺳﺒﻪ ﻧﻤﻮﺩ ﻭ ﺳﭙﺲ ﻫﻤﻴﻦ ﺍﻟﮕـﻮﺭﻳﺘﻢ ﺭﺍ ﺑـﺎ ﻣﻌﻴـﺎﺭ ﺩﻗـﺖ ﺩﻭ ﺑﺮﺍﺑـﺮ
ﻣﺤﺎﺳﺒﻪ ﻧﻤﻮﺩ .ﭼﻨﺎﻥ ﭼﻪ ﺟﻮﺍﺑﻬﺎﯼ ﻫﺮ ﺩﻭ ﺣﺎﻟﺖ ﻧﺰﺩﻳﮏ ﻫﻢ ﺑﺎﺷﻨﺪ ﺳﻴﺴﺘﻢ ﺭﺍ ﺧﻮﺵ ﻭﺿﻊ ﻣﯽ ﻧﺎﻣﻴﻢ ﺩﺭ ﻏﻴـﺮ
ﺍﻳﻦ ﺻﻮﺭﺕ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﺪﻭﺿﻊ ﻣﯽ ﻧﺎﻣﻴﻢ.
ﻧﺘﺎﻳﺞ:
ﺍﻟﻒ( ﺍﮔﺮ ﻓﺮﺽ ﮐﻨﻴﻢ ﮐﻪ ﺩﺭ ﺑﺮﺩﺍﺭ bﻫﻴﭻ ﺧﻄﺎﻳﯽ ﻭﺟﻮﺩ ﻧﺪﺍﺷـﺘﻪ ﺑﺎﺷـﺪ )ﻳﻌﻨـﯽ ( δ b = 0ﺁﻧﮕـﺎﻩ ﺧﻄـﺎﯼ
ﻧﺴﺒﯽ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
X−X cond ( A) δA
≤ ⋅
X 1 − A−1δA A
ﺏ(ﺍﮔﺮ ﻓﺮﺽ ﮐﻨﻴﻢ ﮐﻪ ﺩﺭ ﺩﺭﺍﻳﻪ ﻫﺎﯼ ﻣﺎﺗﺮﻳﺲ Aﺧﻄﺎﻳﯽ ﻭﺟـﻮﺩ ﻧﺪﺍﺷـﺘﻪ ﺑﺎﺷـﺪ )ﻳﻌﻨـﯽ ( δA = 0ﺩﺭ ﺍﻳـﻦ
ﺻﻮﺭﺕ ﺧﻄﺎﯼ ﻧﺴﺒﯽ ﺑﺮﺍﺑﺮﺍﺳﺖ ﺑﺎ:
X−X δb
()≤ cond ( A
X b
ﻣﺜﺎﻝ
ﺑﺪ ﻭﺿﻌﯽ ﻳﺎ ﺧﻮﺵ ﻭﺿﻌﯽ ﺩﺳﺘﮕﺎﻩ ﻫﺎﯼ ﺯﻳﺮ ﺭﺍ ﺑﺮﺭﺳﯽ ﮐﻨﻴﺪ.
٤١
41x1 + 40 x2 = 81
)(1
40 x1 + 39 x2 = 79
2.0000 x1 + 0.6667 x2 = 2.0000
)(2
1.0000 x1 + 0.3333 x2 = 1.0000
ﺣﻞ:
ﺟﻮﺍﺏ ﺩﺳﺘﮕﺎﻩ ) (1ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
x1 = x2 = 1
ﺩﺭ ﺣﺎﻟﯽ ﮐﻪ ﻣﻴﺎﻧﮕﻴﻦ ﺩﺭﺍﻳﻪ ﻫﺎ ۴۰ﻭ ﺩﺗﺮﻣﻴﻨﺎﻥ ﻣﺎﺗﺮﻳﺲ ﺿﺮﺍﻳﺐ -۱ﺍﺳﺖ.ﻳﻌﻨﯽ ﺳﻴﺴﺘﻢ ﺑﺪﻭﺿﻊ ﺍﺳﺖ.
ﭼــﻮﻥ ﺍﮔــﺮ 81 → 80.99ﻭ 79 → 79.01ﺟــﻮﺍﺏ ﺩﺳــﺘﮕﺎﻩ x1 = 1.79, x2 = 0.19ﻣــﯽ ﺷــﻮﺩ .ﻳﻌﻨــﯽ
ﮐﻮﭼﮑﺘﺮﻳﻦ ﺗﻐﻴﻴﺮ ﺩﺭ bﺑﺎﻋﺚ ﺑﺰﺭﮔﺘﺮﻳﻦ ﺗﻐﻴﻴﺮ ﺩﺭ ﺑﺮﺩﺍﺭ ﺟﻮﺍﺏ ﻣﯽ ﮔﺮﺩﺩ.
ﺑﺮﺍﯼ ﺩﺳﺘﮕﺎﻩ ) ( 2ﺟﻮﺍﺑﻬﺎ ﻋﺒﺎﺭﺗﻨﺪ ﺍﺯ:
x1 = 1.0000
x2 = 0
ﺣﺎﻝ ﺑﺎ ﺗﻐﻴﻴﺮ ۰,۶۶۶۷ﺑﻪ ۰,۶۶۶۶ﺟﻮﺍﺑﻬﺎ ﺑﻪ
x1 = 1 − 0.333k
x2 = k
ﺗﻐﻴﻴﺮ ﻣﯽ ﻳﺎﺑﻨﺪ.ﻫﻤﭽﻨﻴﻦ ﺩﺗﺮﻣﻴﻨﺎﻥ ﻣﺎﺗﺮﻳﺲ ﺑﻪ ﺻﻔﺮ ﺗﻘﻠﻴﻞ ﻣﯽ ﻳﺎﺑﺪ.ﭘﺲ ﺳﻴﺴﺘﻢ ﺑﺪﻭﺿﻊ ﺍﺳﺖ.
ﺁﻧﺎﻟﻴﺰ ﻫﻤﮕﺮﺍﻳﯽ ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ
ﺳﻴﺴﺘﻢ ﺧﻄﯽ ﺫﻳﻞ ﻣﻔﺮﻭﺽ ﺍﺳﺖ .ﭼﻨﺎﻥ ﭼﻪ ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ ﺭﺍ ﺟﻬﺖ ﺣﻞ ﺁﻥ ﺑﻪ ﮐﺎﺭ ﺑﮕﻴﺮﻳﻢ
AX = b
X ( k ) = HX ( k −1) + C )k = 1,2,3,... (1
٤٢
) X ( kﺟﻮﺍﺏ ﺗﻘﺮﻳﺒﯽ ﺍﺳﺖ ﮐﻪ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ ﭘﺲ ﺍﺯ kﻣﺮﺗﺒﻪ ﺗﮑﺮﺍﺭ ﻣﺤﺎﺳﺒﻪ ﺷـﺪﻩ ﺍﺳـﺖ ﻭ
Xﺟﻮﺍﺏ ﻭﺍﻗﻌﯽ ﺳﻴﺴﺘﻢ ﺍﺳﺖ.ﺩﺭ ﺍﻳﻦ ﺟﺎ ﻣﺎ ﺩﺭﺻﺪﺩ ﺑﺮﺭﺳﯽ ﺭﻓﺘﺎﺭ ﺟﻮﺍﺏ ﺳﻴﺴﺘﻢ ﻓﻮﻕ ﻫﺴﺘﻴﻢ .
ﺍﺯ ﺁﻧﺠﺎ ﮐﻪ Xﺟﻮﺍﺏ ﻭﺍﻗﻌﯽ ﺳﻴﺴﺘﻢ ﺍﺳﺖ ﭘﺲ ﺩﺭ ﺭﺍﺑﻄﻪ ﺗﮑﺮﺍﺭﯼ ﻓﻮﻕ ﺻﺪﻕ ﻣﯽ ﮐﻨﺪ.
X = HX + C )(2
ﺍﮔﺮ ) (2ﺭﺍ ﺍﺯ ) (1ﮐﻢ ﮐﻨﻴﻢ:
) X ( k ) − X = H ( X ( k −1) − X k = 1,2,...
)( k −1
ξ ) (k
= Hξ k = 1,2,...
) ξ (1) = Hξ (0
) ξ ( 2 ) = Hξ (1) = H 2ξ (0
)ξ ( k ) = H k ξ ( 0 )(3
ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﺭﺍﺑﻄﻪ ) (۳ﻣﯽ ﺗﻮﺍﻥ ﺩﺭﻳﺎﻓﺖ ﮐﻪ ﺍﮔﺮ kﺍﻓﺰﺍﻳﺶ ﺑﻴﺎﺑﺪ ﻳﺎ ﺑﻪ ﻋﺒﺎﺭﺗﯽ ∞ → kﺑﺮﺍﯼ ﺍﻳﻦ ﮐﻪ ﺧﻄﺎ
ﺑﻪ ﺳﻤﺖ ﺻﻔﺮ ﻣﻴﻞ ﮐﻨﺪ ﻻﺯﻡ ﺍﺳﺖ ﮐﻪ ﻣﺎﺗﺮﻳﺲ H kﺑﻪ ﺳﻤﺖ ﺻﻔﺮ ﻣﻴﻞ ﻧﻤﺎﻳﺪ.ﺟﻬﺖ ﺑﺮﺭﺳﯽ ﻫﻤﮕﺮﺍﻳﯽ
ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﮐﻪ ﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ Hﺩﺭ ﻫﺮ ﻣﺮﺣﻠﻪ ﺗﮑﺮﺍﺭ ﺛﺎﺑﺖ ﺑﺎﺷﺪ.ﺣﺎﻝ ﺟﻬﺖ ﺍﺛﺒﺎﺕ ﻫﻤﮕﺮﺍﻳﯽ
ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ ﺍﺑﺘﺪﺍ ﭼﻨﺪ ﻟﻢ ﻭ ﻗﻀﻴﻪ ﺯﻳﺮ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ ﻭ ﺳﭙﺲ ﻗﻀﺎﻳﺎﯼ ﻫﻤﮕﺮﺍﻳﯽ ﺭﺍ ﺍﺛﺒﺎﺕ ﻣﯽ
ﮐﻨﻴﻢ.
ﻟﻢ :۱ﺑﺮﺍﯼ ﻫﺮ ﻧﺮﻡ . pﺩﺍﺭﻳﻢ:
ρ ( A) ≤ A p
ﺍﺛﺒﺎﺕ(
ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ x, λﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﻭ ﺑﺮﺩﺍﺭ ﻭﻳﮋﻩ ﻣﺘﻨﺎﻇﺮ ﺑﺎ ﺁﻥ ﺑﺮﺍﯼ ﻣﺎﺗﺮﻳﺲ Aﺑﺎﺷﻨﺪ.ﭘﺲ ﺩﺍﺭﻳﻢ:
Ax = λx
λx p
= λ x = Ax p
≤ Ap x p
∴ λ x p
≤ Ap x p
⇒ λ ≤ Ap
ﺑﺮﺍﯼ ﻫﺮ ﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﺍﯼ ﺍﺯ ﺟﻤﻠﻪ ﺷﻌﺎﻉ ﻃﻴﻔﯽ .
ﻗﻀﻴﻪ:۱
limﺍﮔﺮ A < 1ﻭ ﺍﮔﺮ ﻭ ﻓﻘﻂ ﺍﮔﺮ . ρ ( A) < 1 ﻣﺎﺗﺮﻳﺲ An×nﻣﻔﺮﻭﺽ ﺍﺳﺖ ﺁﻧﮕﺎﻩ Ak = 0
∞→ k
٤٣
ﺑﺮﻫﺎﻥ ﻗﺴﻤﺖ ﺍﻭﻝ:
k
if A < 1 ⇒ Ak ≤ A
k
lim Ak ≤ lim A → 0 ⇒ lim Ak → 0 lim Ak = 0 ⇒ lim Ak = 0
∞→ k ∞→ k ∞→ k ∞→ k ∞→ k
ﺑﺮﻫﺎﻥ ﻗﺴﻤﺖ ﺩﻭﻡ:
ﺑﺮﺍﯼ ﺁﺳﺎﻧﯽ ﮐﺎﺭ ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﺗﻤﺎﻡ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﻣﻮﺭﺩ ﻧﻈﺮ ﻣﺠـﺰﺍ ﻭ ﺣﻘﻴﻘـﯽ ﺑﺎﺷـﻨﺪ ﺁﻧﮕـﺎﻩ ﻳـﮏ
ﺗﺒﺪﻳﻞ ﻣﺘﺸﺎﺑﻪ ﺳﺎﺯ ﻣﺎﻧﻨﺪ Sﻳﺎﻓﺖ ﻣﯽ ﺷﻮﺩ ﺑﻪ ﻃﻮﺭﯼ ﮐﻪ ﻣﺎﺗﺮﻳﺲ ﺭﺍ ﺑﻪ ﻣﺎﺗﺮﻳﺴﯽ ﻗﻄﺮﯼ ﻣﺜﻞ Dﺗﺒـﺪﻳﻞ ﻣـﯽ
ﮐﻨﺪ ﺑﻪ ﺻﻮﺭﺗﯽ ﮐﻪ ﺗﻤﺎﻡ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﻣﻮﺭﺩﻧﻈﺮ ﺭﻭﯼ ﻗﻄﺮ ﺍﺻﻠﯽ ﻣﺎﺗﺮﻳﺲ Dﻗﺮﺍﺭ ﺩﺍﺭﺩ.ﻳﻌﻨﯽ:
λ1 0
λ
D= 2
0 λn
⇒:
A2 = ( S −1 DS ) 2 = ( S −1 DS)( S −1 DS ) = S −1 D 2 S
Ak = S −1 D k S
λ1 k
k
λ2
⇒D =
k
k
λn
if ρ ( A) < 1 in (1) ⇒ λi < 1 i = 1,2,3,...
lim Ak = S −1 lim D k S → 0
∞→ k ∞→ k
⇐:
−1
if lim Ak = 0 ≡ lim S −1 D k S = 0 S, S
≠0
→ lim D k = 0
∞→ k ∞→ k ∞→k
≡ λi < 1 i = 1(1) n ⇒ max λi < 1
٤٤
ﻗﻀﻴﻪ:۲
ﺳﺮﯼ ﻧﺎﻣﺘﻨﺎﻫﯽ I + A + A2 + A3 + ...ﺑﻪ ( I − A) −1ﻫﻤﮕﺮﺍﺳﺖ ﺍﮔﺮ ). lim Ak = 0ﺍﻳﻦ ﺳﺮﯼ ﺑـﻪ ﺳـﺮﯼ
∞→ k
ﻧﻴﻮﻣﻦ ﻣﻌﺮﻭﻑ ﺍﺳﺖ(.
ﺍﺛﺒﺎﺕ( ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﻗﻀﻴﻪ ﻓﻮﻕ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ :
lim Ak = 0 theorem
1→ ρ ( A) < 1 ⇒ I − A ≠ 0
∞→ k
ﻳﻌﻨﯽ ( I − A) −1ﻣﻮﺟﻮﺩ ﺍﺳﺖ.
k +1
( I + A + A + + A )( I − A) = I − A
2 k
lim( I + A + A2 + + Ak ) = lim ( I − Ak +1 )( I − A) −1
∞→ k ∞→ k
Ak →0
→ I + A + A + = ( I − 0)( I − A) −1 = ( I − A) −1
2
ﻗﻀﻴﻪ ﻫﻤﮕﺮﺍﻳﯽ :۱
ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ X ( k ) = HX ( k −10 + C k = 1,2,...ﮐﻪ ﺑﺮﺍﯼ ﺣﻞ ﺳﻴـﺴﺘﻢ AX = bﺑـﻪ ﮐﺎﺭﮔﺮﻓﺘـﻪ ﻣـﯽ
ﺷﻮﺩ ﻋﻠﻴﺮﻏﻢ ﻫﺮ ﺗﻘﺮﻳﺐ ﺍﻭﻟﻴﻪ ﺍﯼ ﺑﻪ ﻣﻘﺪﺍﺭ ﻭﺍﻗﻌﯽ ﺟﻮﺍﺏ ﻫﻤﮕﺮﺍﺳﺖ ﺍﮔﺮ . H < 1
ﺑﺮﻫﺎﻥ:
ﺑﺪﻭﻥ ﺧﻠﻞ ﺑﻪ ﮐﻠﻴﺖ ﻣﺴﺌﻠﻪ ﺍﮔﺮ ﺑﺮﺩﺍﺭ ﺗﻘﺮﻳﺐ ﺍﻭﻟﻴﻪ X ( 0) = (0,0,...,0) = 0ﺭﺍ ﺍﻧﺘﺨﺎﺏ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
k = 1 X (1) = C
k = 2 X ( 2 ) = HX (1) + C = HC + C = ( H + I )C
k = 3 X (3) = HX ( 20 + C = H (( H + I )C ) + C = ( H 2 + H + I )C
lim X ( k ) = lim( H k −1 + H k − 2 + + H + I )C
∞→ k ∞→ k
lim X )(k
= ( I − H ) −1 C )( B
∞→ k
ﺣﺎﻟﺖ (۱ﺍﮔﺮ ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ ﮊﺍﮐﻮﺑﯽ ﺑﺎﺷﺪ:
H j = − D −1 ( L + U ) ; C j = D −1b
ﻭ ﺑﺎ ﻗﺮﺍﺭ ﺩﺍﺩﻥ ﺍﻳﻦ ﻋﺒﺎﺭﺕ ﺩﺭ ) ( Bﺩﺍﺭﻳﻢ:
٤٥
lim X ( k ) = ( I + D −1 (U + L)) −1 D −1b
∞→ k
= [ D −1 ( D + (U + L))]−1 D −1b
= ( D −1 A) −1 D −1b
= A−1 DD −1b
= A−1b
=X
H 1
→
*
lim ζ ( k ) = lim H k ζ (0 ) → 0
∞→ k ∞→ k
ﺣﺎﻟﺖ (۲ﺍﮔﺮ ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ ﮔﺎﻭﺱ -ﺳﺎﻳﺪﻝ ﺑﺎﺷﺪ:
H g = −( L + D) −1U ; C g = ( L + D ) −1 b
ﺑﺎ ﻗﺮﺍﺭ ﺩﺍﺩﻥ ﺍﻳﻦ ﻋﺒﺎﺭﺕ ﺩﺭ ) ( Bﺩﺍﺭﻳﻢ:
lim X ( k ) = ( I + ( L + D) −1U ) −1 ( L + D) −1 b
∞→ k
= (( L + D) −1 ( L + D + U )) −1 ( L + D) −1 b
= A−1 ( L + D )( L + D) −1 b = X
⇒ lim ζ ( k ) → 0
∞→ k
ﺣﺎﻟﺖ (۳ﺍﮔﺮ ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ SORﺑﺎﺷﺪ:
H ω = ( D + ωL) −1 [(1 − ω ) D − ωU ] ; Cω = ω ( D + ωL) −1 b
ﺑﺎ ﺟﺎﻳﮕﺬﺍﺭﯼ ﺩﺭ ﻋﺒﺎﺭﺕ ) ( Bﺩﺍﺭﻳﻢ:
lim X ( k ) = ( I − ( D + ωL) −1 [(1 − ω ) D − ωU ]) −1 ω ( D + ωL) −1 b
∞← k
= {( D + ωL) −1[ D + ωL − (1 − ω ) D + ωU ]}−1 ω ( D + ωL) −1 b
= A−1 ( D + ωL)( D + ωL) −1 b = X
⇒ lim ζ ( k ) → 0
∞→ k
ﻗﻀﻴﻪ ﻫﻤﮕﺮﺍﻳﯽ :۲
ﺷﺮﻁ ﻻﺯﻡ ﻭ ﮐﺎﻓﯽ ﺑﺮﺍﯼ ﺁﻧﮑﻪ ﻳﮏ ﺭﻭﺵ ﺗﮑﺮﺍﺭﯼ ﺑـﻪ ﻓـﺮﻡ X ( k ) = HX ( k −1) + C k = 1,2,...ﻫﻤﮕـﺮﺍ
ﺑﺎﺷﺪ ﺁﻥ ﺍﺳﺖ ﮐﻪ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ Hﺩﺭ ﺭﺍﺑﻄﻪ ﺯﻳﺮ ﺻﺪﻕ ﮐﻨﺪ:
λi ( H ) < 1 ; i = 1,2,...
٤٦
ﺑﺮﻫﺎﻥ:
ﻓﺮﺽ ﮐﻨﻴﻢ ﻣﺎﺗﺮﻳﺲ ﺗﮑﺮﺍﺭﯼ Hﺩﺍﺭﺍﯼ nﻣﻘﺪﺍﺭ ﻭﻳـﮋﻩ ﻣﺘﻤـﺎﻳﺰ λ1 , λ 2 ,..., λnﺑﺎﺷـﺪ.ﺍﮔـﺮ ) ζ ( 0ﺧﻄـﺎ ﺩﺭ
ﺗﻘﺮﻳﺐ ﺍﻭﻟﻴﻪ ﺍﻳﻦ ﺭﻭﺵ ﺑﺎﺷﺪ ﺍﺯ ﺁﻧﺠﺎ ﮐﻪ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺠﺰﺍ ﻫﺴﺘﻨﺪ ﻧﺘﻴﺠـﻪ ﻣـﯽ ﮔﻴـﺮﻳﻢ ﮐـﻪ ﺗﻤـﺎﻡ ﺑﺮﺩﺍﺭﻫـﺎﯼ
ﻭﻳﮋﻩ ﻣﺘﻨﺎﻇﺮ ﺍﻳﻦ ﻣﻘﺎﺩﻳﺮ x1 , x2 , , xnﻣﺴﺘﻘﻞ ﺧﻄﯽ ﻫﺴﺘﻨﺪ ﻭ ﺗﺸﮑﻴﻞ ﻓﻀﺎﯼ ﺑﺮﺩﺍﺭﯼ ﻣـﯽ ﺩﻫﻨـﺪ.ﻳﻌﻨـﯽ ﻫـﺮ
ﺑﺮﺩﺍﺭ ﺩﺭ ﺍﻳﻦ ﻓﻀﺎ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺻﻮﺭﺕ ﺗﺮﮐﻴﺐ ﺧﻄﯽ ﺍﺯ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻣﺴﺘﻘﻞ ﺧﻄﯽ ﻧﻮﺷﺖ:
ζ (0 ) = C1 X1 + C 2 X 2 + + C n X n Ci , Xi ≠ 0 )(1
Hζ ( 0) = C1 HX1 + C 2 HX 2 + + C n HX n HX =
λX
→
= C1λ1 X1 + C 2 λ 2 X 2 + + C n λ n X n
H 2ζ ( 0) = C1λ1 2 X1 + C 2 λ2 2 X 2 + + C n λn 2 X n
k k
) lim H k ζ ( 0) = lim (C1λ1 X1 + + C n λ n X n )(2
∞→ k ∞→ k
k
if lim H k → 0 or lim ζ ( k ) → 0 ⇔ because X i , C i ≠ 0 lim λi = 0 i = 1(1)n
∞→ k ∞→ k ∞→ k
⇔ λi 1 i = 1(1)n
ﺗﻌﺮﻳﻒ:
ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ vﺳﺮﻋﺖ ﻫﻤﮕﺮﺍﻳﯽ ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ ﺑﺎﺷﺪ ﺩﺭ ﺍﻳﻦ ﺻﻮﺭﺕ ﻣـﯽ ﺗـﻮﺍﻥ vﺭﺍ ﺑـﻪ ﺻـﻮﺭﺕ
ﺯﻳﺮ ﺗﻌﺮﻳﻒ ﻧﻤﻮﺩ:
) v = − log ρ ( H
ﺍﺯ ﺍﻳﻦ ﺗﻌﺮﻳﻒ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺗﻌﺪﺍﺩ ﻣﺮﺍﺣﻞ ﺗﮑﺮﺍﺭ ﻻﺯﻡ ﺑﺎ ﻧﺮﺥ ﻫﻤﮕﺮﺍﻳﯽ ﻧﺴﺒﺖ ﻣﻌﮑﻮﺱ ﺩﺍﺭﺩ.ﻳﻌﻨﯽ
ﻫﺮ ﭼﻘﺪﺭ ﺷﻌﺎﻉ ﻃﻴﻔﯽ ﻣﺎﺗﺮﻳﺲ Hﮐﻮﭼﮑﺘﺮ ﺑﺎﺷﺪ ﺗﻌﺪﺍﺩ ﻣﺮﺍﺣﻞ ﮐﻤﺘﺮ ﻭ ﻣﺮﺗﺒﻪ ﻫﻤﮕﺮﺍﻳﯽ ﺑﻴﺸﺘﺮ ﻣﯽ ﺷﻮﺩ.
ﻣﺜﺎﻝ:۱
ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﻪ ﺭﻭﺵ SORﺗﺎ ﺩﻭ ﻣﺮﺣﻠﻪ ﺣﻞ ﮐﺮﺩﻩ ﻭ ﺳﺮﻋﺖ ﻫﻤﮕﺮﺍﻳﯽ ﺁﻥ ﺭﺍ ﺑﻴﺎﺑﻴﺪ.
٤٧
3 x + 2 y = 4.5
2 x + 3 y − z = 5
− y + 2 z = −0.5
ﺭﺍﻫﻨﻤﺎﻳﯽ:ﻣﺎﺗﺮﻳﺲ ﺿﺮﺍﻳﺐ ﻣﺘﻘﺎﺭﻥ ،ﺳﻪ ﻗﻄﺮﯼ ﺍﺳﺖ.ﺛﺎﺑﺖ ﻣﯽ ﮐﻨﻴﻢ ﻣﻌﻴﻦ ﻣﺜﺒﺖ ﺍﺳﺖ.ﻳﻌﻨﯽ:
3 2 0 x
[x y z]2 3 − 1 y = 2( x 2 + 2 xy + y 2 ) + x 2 + z 2 + ( z − y) 2 0
0 − 1 2 z
2 2
=ω =
) 1 + 1 − ρ (H
2
7
1+
18
2
0 − 3 0
λ1 = 0
−1 2 1 11
H j = −D (L + U ) = − 0 ⇒ H j − λI = 0 ≡ = ) 11 ⇒ ρ ( H j
2
3
3
λ 2,3 = ± 18
1 18
0 0
2
ﻗﻀﻴﻪ :ﺍﮔﺮ ﺳﻴﺴﺘﻢ ﺧﻄﯽ AX = bﺍﮐﻴـﺪﺍ ﻏﺎﻟـﺐ ﻗﻄـﺮﯼ ﺑﺎﺷـﺪ ﺁﻧﮕـﺎﻩ ﺭﻭﺵ ﺗﮑـﺮﺍﺭﯼ ﮊﺍﮐـﻮﺑﯽ ﻫﻤـﻮﺍﺭﻩ
ﻫﻤﮕﺮﺍﺳﺖ.
ﺑﺮﻫﺎﻥ :ﻃﺒﻖ ﺗﻌﺮﻳﻒ )ﻏﺎﻟﺐ ﻗﻄﺮﯼ ( ﺩﺍﺭﻳﻢ:
٤٨
n n a ij
∑
j
a ij
=1
< a ii or ∑
j a=1
< 1 (*)
ii
j ≠i j ≠i
a 11 a 12 a 1n
a a 22 a 2 n
A= 21
; H = − D −1 ( L + U )
a n1 a n 2 a nn
1
a
a 11 11
1
a 0 0
D= 22 ⇒ D = −1
a 22
0 a nn
1
0
a nn
a 12 a 1,n −1 a 1n
0 a 12 a 1n 0
a 11 a 11 a 11
a 0 a 2n
L + U = 21 ⇒ H = −
a n1 a n, n−1
a n1 a n 2 0 0
a a nn
nn
: ﺭﺍ ﺣﺴﺎﺏ ﮐﻨﻴﻢ ﮐﻪH ﺣﺎﻝ ﮐﺎﻓﯽ ﺍﺳﺖ ﮐﻪ ﻧﺮﻡ ﻣﺎﮐﺰﻳﻤﻢ ﺳﻄﺮﯼ ﻣﺎﺗﺮﻳﺲ
n a ij
∑
j a =1 ii
j ≠i
:ﻳﻌﻨﯽ.ﻣﯽ ﺷﻮﺩ ﮐﻪ ﻃﺒﻖ )*( ﮐﻤﺘﺮ ﺍﺯ ﻳﮏ ﻣﯽ ﺑﺎﺷﺪ
H < 1 ⇒ lim H k = 0 ≡ lim ζ k = 0
k →∞ k →∞
.ﻳﻌﻨﯽ ﺍﻳﻦ ﺭﻭﺵ )ﮊﺍﮐﻮﺑﯽ( ﻫﻤﮕﺮﺍﺳﺖ
:۲ﻣﺜﺎﻝ
C ﻭB ﻭA ﺩﺍﺩﻩ ﺷﺪﻩ ﺍﺳﺖ ﮐﻪ ﺩﺭ ﺁﻥA = B − C ﺑﻪ ﺻﻮﺭﺕA ﻓﺮﺽ ﮐﻨﻴﻢ ﻣﺎﺗﺮﻳﺲ
٤٩
ﻧﺎﻣﻨﻔﺮﺩ ﻫﺴﺘﻨﺪ .ﻫﻤﭽﻨﻴﻦ BX ( m) = CX ( m−1) + Y m = 1,2,...ﻣﻔﺮﻭﺽ ﺍﺳﺖ .ﺷﺮﻁ ﻻﺯﻡ ﻭ ﮐﺎﻓﯽ ﺑـﺮﺍﯼ
ﺁﻥ ﮐﻪ lim X ( m) = A−1Yﭼﻴﺴﺖ؟
∞→m
ﺣﻞ:
X ( m) = B −1CX ( m−1) + B −1Y if B −1C = H , B −1Y = d
⇔ m = 1 X (1) = HX (0 ) + d
⇔ m = 2 X ( 2 ) = HX (1) + d = H ( HX (0 ) + d ) + d = H 2 X (0 ) + ( H + I )d
X ( m) = H m X ( 0) + ( H m−1 + H m−2 + + I )d
ﺣﺎﻝ ﺍﮔﺮ ﻓﺮﺽ ﮐﻨﻴﻢ
)*( H = B −1C 1
ﺩﺭ ﺍﻳﻦ ﺻﻮﺭﺕ
⇔ lim ( B −1C ) m = 0
∞←m
lim X ( m) = ( B −1 ( B − C )) −1 d ⇔
∞→m
lim X ( m) = A−1 Bd = A−1Y
∞→m
ﻳﻌﻨﯽ ﺷﺮﻁ ﻻﺯﻡ ﻭ ﮐﺎﻓﯽ ﻫﻤﺎﻥ )*( ﻣﯽ ﺑﺎﺷﺪ.
ﻗﻀﻴﻪ :ﺍﮔﺮ ﻣﺎﺗﺮﻳﺲ ﺿﺮﺍﻳﺐ ﺳﻴﺴﺘﻢ AX = bﺍﮐﻴﺪﺍ ﻏﺎﻟﺐ ﻗﻄـﺮﯼ ﺑﺎﺷـﺪ ﺁﻥ ﮔـﺎﻩ ﺭﻭﺵ ﮔـﺎﻭﺱ -ﺳـﺎﻳﺪﻝ
ﺑﺮﺍﯼ ﻫﺮ ) X (0ﻫﻤﮕﺮﺍﺳﺖ.
ﺍﺛﺒﺎﺕ(
e ( k ) = X + ( L + D ) −1U − ( L + D) −1 b
i −1 ) a ij ( k n a ij
∑ e (k) = − ej − ∑ )e j ( k −1
j =1 a ii j i a
= +1 ii
i −1 ) a ij ( k n a ij
∑ ≤ )e (k e + ∑ )e ( k −1
j =1 a ii j i a
= +1 ii
٥٠
i −1 a n a
(1 − ∑ ) e (k) ≤ ∑
ij ij
e ( k −1)
j =1 a ii j = i +1 a ii
n ⇒ e ( k ) e ( k −1) e ( 0 )
a ij =
i −1 a n a
∑ ∑ +∑
ij ij
1
j =1 a ii j =1 a ii j =i +1 a ii
j ≠i
. ﺳﺎﻳﺪﻝ( ﻫﻤﮕﺮﺍﺳﺖ- ﻳﻌﻨﯽ ﺍﻳﻦ ﺭﻭﺵ )ﮔﺎﻭﺱ
٥١
ﻓﺼﻞ ﺩﻭﻡ
ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻭ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ
ﺳﻴﺴﺘﻢ ﺧﻄﯽ ﺯﻳﺮ
AX= b
ﺭﺍ ﺩﺭﻧﻈﺮﺑﮕﻴﺮﻳﺪﮐﻪ ﺩﺭﺁﻥ b ≠ 0ﺑﺎﺷﺪ ﺩﺭ ﺍﻳﻦ ﺣﺎﻟﺖ ﺳﻴﺴﺘﻢ ﺭﺍ ﻧﺎﻫﻤﮕﻦ ﻭﺩﺭﻏﻴﺮ ﺍﻳﻦ ﺻـﻮﺭﺕ ﺳﻴـﺴﺘﻢ ﺭﺍ
ﻫﻤﮕﻦ ﻣﯽ ﺧﻮﺍﻧﻨﺪ.ﺍﮔﺮ ﺳﻴﺴﺘﻢ ﻫﻤﮕﻦ ﺑﺎﺷﺪ ﻭ ، det( A) ≠ 0ﺁﻧﮕﺎﻩ ﺗﻨﻬﺎ ﺟﻮﺍﺏ ﺩﺳـﺘﮕﺎﻩ ﻣـﯽ ﺗﻮﺍﻧـﺪ ﺟـﻮﺍﺏ
ﺑﺪﻳﻬﯽ ) ( X = 0ﺑﺎﺷﺪ.ﻭﻟﯽ ﻫﺮﮔﺎﻩ ﺳﻴﺴﺘﻢ ﻧﺎﻫﻤﮕﻦ ﻓـﻮﻕ ﺩﺍﺭﺍﯼ det A ≠ 0ﺑﺎﺷـﺪ ﺳﻴـﺴﺘﻢ ﺩﺍﺭﺍﯼ ﺟـﻮﺍﺏ
ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ X = A−1bﺍﺳﺖ.ﻳﺎﻓﺘﻦ ﺟﻮﺍﺏ ﻏﻴﺮﺻﻔﺮ ﺑﺮﺍﯼ ﺳﻴﺴﺘﻢ ﻫﻤﮕﻦ ﻣﻨﺠﺮ ﺑﻪ ﻣﺴﺌﻠﻪ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ
ﻭ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﻲ ﮔﺮﺩﺩ.ﺑﺪﻳﻦ ﻣﻨﻈﻮﺭ ﺑﺎﻳﺪ ﺩﺍﺷﺘﻪ ﺑﺎﺷﻴﻢ:
det ( A − λI ) = 0
ﮐﻪ ﻋﺒﺎﺭﺕ ﺑﺎﻻ ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﺍﺯ ﺩﺭﺟﻪ nﺑﺮﺣﺴﺐ λﺍﺳﺖ .ﻳﻌﻨﯽ:
Pn (λ ) = λn + a 1λ n −1 + + a n −1λ + a n = 0
ﺑﺎ ﺣﻞ ﺍﻳﻦ ﻣﻌﺎﺩﻟﻪ ﺗﻤﺎﻡ ﺭﻳﺸﻪ ﻫﺎﯼ ﺁﻥ ) (λ1 , λ2 , , λ nﺑﻪ ﺩﺳﺖ ﻣﯽ ﺁﻳﻨﺪ ﮐﻪ ﻫﻤﺎﻥ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣـﺎﺗﺮﻳﺲ
ﻣﻮﺭﺩﻧﻈﺮ ﻣﯽ ﺑﺎﺷﻨﺪ.
ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻤﯽ ﮐﻪ ﺍﺑﺘﺪﺍ ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻭﻳﮋﻩ ﻣﯽ ﻳﺎﺑﻨﺪ ﻭ ﺳﭙﺲ ﺑﺎ ﺣﻞ ﺭﻳﺸﻪ ﻫﺎﯼ ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻣـﯽ ﺗـﻮﺍﻥ
ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺭﺍ ﻳﺎﻓﺖ ﻋﺒﺎﺭﺗﻨﺪ ﺍﺯ ﺭﻭﺵ ﺑﺴﻂ ﺩﺗﺮﻣﻴﻨﺎﻥ ،ﺭﻭﺵ ﺑﺮﺩﺍﺭﯼ ﻭ ﺭﻭﺵ ﻓﺎﺩﻳﻮ ﻟﻮﺭﻳﺮ ﻭ ...
ﺍﻳﻦ ﺭﻭﺷﻬﺎ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻣﺜﺎﻝ ﺯﻳﺮ ﺑﺮﺭﺳﯽ ﻧﻤﻮﺩ.
ﻣﺜﺎﻝ:
ﻣﺎﺗﺮﻳﺲ Aﻣﻔﺮﻭﺽ ﺍﺳﺖ.ﺍﺑﺘﺪﺍ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺭﺍ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﺑﺴﻂ ﺩﺗﺮﻣﻴﻨﺎﻥ ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺁﻭﺭﻳﻢ.
٥٢
1 2 3
A = 2 3 1
3 1 2
ﺣﻞ ﺑﻪ ﺭﻭﺵ ﺑﺴﻂ ﺩﺗﺮﻣﻴﻨﺎﻥ:
1− λ 2 3
det( A − λI ) = 2 3−λ 1 =0
3 1 2−λ
(1 − λ )[(3 − λ )(2 − λ ) − 1] + 2(3 − 2(2 − λ )) + 3(2 − 3(3 − λ )) = 0
λ1 = 6
P3 (λ ) = −λ3 + 6λ2 + 3λ − 18 = 0 ⇒
λ 2,3 = ± 3
ﺍﻳﻦ ﻣﺜﺎﻝ ﺭﺍ ﺑﺎ ﺭﻭﺵ ﺑﺮﺩﺍﺭﯼ ﺣﻞ ﻣﯽ ﮐﻨﻴﻢ.ﺭﻭﺵ ﺑﺮﺩﺍﺭﯼ ﻣﺒﺘﻨﯽ ﺑـﺮ ﺍﺳـﺘﻔﺎﺩﻩ ﺍﺯ ﻗـﻀﻴﻪ ﮐﻴﻠـﯽ -ﻫـﺎﻣﻴﻠﺘﻮﻥ ﺩﺭ
ﺟﺒﺮ ﺧﻄﯽ ﺍﺳﺖ ﮐﻪ ﺑﻴﺎﻥ ﻣﯽ ﮐﻨﺪ ﻫﺮ ﻣﺎﺗﺮﻳﺲ ﺩﺭ ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻣﺸﺨـﺼﻪ ﺧـﻮﺩ ﺻـﺪﻕ ﻣـﯽ ﮐﻨـﺪ.ﺑﻨـﺎﺑﺮﺍﻳﻦ
ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻣﺸﺨﺼﻪ ﺁﻥ ﺑﺮﺍﯼ ﻣﺜﺎﻝ ﻓﻮﻕ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
P3 ( λ ) = − λ 3 + a 1 λ 2 − a 2 λ + a 3
ﻃﺒﻖ ﻗﻀﻴﻪ ﮐﻴﻠﯽ -ﻫﺎﻣﻴﻠﺘﻮﻥ ﻣﺎﺗﺮﻳﺲ Aﺩﺭ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺻﺪﻕ ﻣﯽ ﮐﻨﺪ.ﻳﻌﻨﯽ:
P3 ( A) = − A3 + a 1 A2 − a 2 A + a 3 I = 0
ﺣﺎﻝ ﺍﮔﺮ ﻳﮏ ﺑﺮﺩﺍﺭ ﺩﻟﺨﻮﺍﻩ ﻧﺎﺻﻔﺮ ﻣﺎﻧﻨﺪ Y = [1,0,0]Tﺭﺍ ﺍﻧﺘﺨﺎﺏ ﮐﻨﻴﻢ ﻭ ﺩﺭ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺿﺮﺏ ﻧﻤﺎﻳﻴﻢ
ﺩﺍﺭﻳﻢ:
− A3Y + a 1 A2Y − a 2 AY + a 3Y = 0
ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﻳﮏ ﺩﺳﺘﮕﺎﻩ ﺳﻪ ﻣﻌﺎﺩﻟﻪ ﻭ ﺳﻪ ﻣﺠﻬﻮﻝ ﺍﺳﺖ ﮐﻪ ﺩﺭ ﺁﻥ ﻣﺠﻬﻮﻻﺕ a 3 , a 2 , a1ﻫـﺴﺘﻨﺪ .ﺑـﺎ ﺣـﻞ
ﺍﻳﻦ ﺩﺳﺘﮕﺎﻩ
a 3 = −18, a 2 = −3, a 1 = 6
ﻣﯽ ﺑﺎﺷﻨﺪ.ﻟﺬﺍ ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻣﺸﺨﺼﻪ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﻓﺮﻡ ﺯﻳﺮ ﻳﺎﻓﺖ.
٥٣
P3 (λ ) = −λ3 + 6λ2 + 3λ − 18 = 0
ﻫﺪﻑ ﺩﻭ ﺭﻭﺵ ﻓﻮﻕ ﺍﻳﻦ ﺍﺳﺖ ﮐﻪ ﺑﻪ ﻃﺮﻕ ﻣﺨﺘﻠﻒ ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻣﺸﺨﺼﻪ ﺭﺍ ﻣﯽ ﻳﺎﺑﻨﺪ ﻭ ﺑﺎ ﺣﻞ ﭼﻨﺪﺟﻤﻠـﻪ
ﺍﯼ ﻣﺸﺨﺼﻪ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺭﺍ ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺩﻫﻨﺪ ﮐﻪ ﺍﺯ ﻟﺤﺎﻅ ﻣﺤﺎﺳﺒﺎﺗﯽ ﻣﻘﺮﻭﻥ ﺑﻪ ﺻﺮﻓﻪ ﻧﻴﺴﺘﻨﺪ.
ﻳﮑﯽ ﺩﻳﮕﺮ ﺍﺯ ﺭﻭﺷﻬﺎﯼ ﻣﺴﺘﻘﻴﻤﯽ ﮐﻪ ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺑﻪ ﮐﺎﺭﻣﯽ ﺭﻭﺩ ﺭﻭﺵ ﻓﺎﺩﻳﻮ ﻟـﻮﺭﻳﺮ ﺍﺳـﺖ ﮐـﻪ
ﺑﻪ ﺷﺮﺡ ﺁﻥ ﻣﯽ ﭘﺮﺩﺍﺯﻳﻢ.
ﺭﻭﺵ ﻓﺎﺩﻳﻮ ﻟﻮﺭﻳﺮ:
ﺍﻳﻦ ﺭﻭﺵ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺍﺛﺮ ﻣﺎﺗﺮﻳﺲ ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻣﺸﺨﺼﻪ ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﻭ ﺑﺎ ﺣـﻞ ﺍﻳـﻦ ﭼﻨﺪﺟﻤﻠـﻪ ﺍﯼ ﻣﻘـﺎﺩﻳﺮ
ﻭﻳﮋﻩ ﺭﺍ ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺩﻫﺪ.ﺍﺛﺮ ﻣﺎﺗﺮﻳﺲ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
tr ( An×n ) = a 11 + a 22 + + a nn
ﭼﻨﺎﻥ ﭼﻪ ﻓﺮﺽ ﮐﻨﻴﻢ ﻣﺎﺗﺮﻳﺲ Aﻳﮏ ﻣﺎﺗﺮﻳﺲ nﺑﻌﺪﯼ ﺑﺎﺷﺪ ﺁﻧﮕﺎﻩ ﻣﻌﺎﺩﻟﻪ ﻣﺸﺨـﺼﻪ ﺍﻳـﻦ ﻣـﺎﺗﺮﻳﺲ ﺭﺍ ﺑـﻪ
ﺻﻮﺭﺕ ﺯﻳﺮ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ:
Pn (λ ) = (−1) n λn + a 1λn −1 + ... + a n −1λ + a n
ﻃﺒﻖ ﺍﻟﮕﻮﺭﻳﺘﻢ ﺍﻳﻦ ﺭﻭﺵ ﻣﺎﺗﺮﻳﺲ ﻫﺎﯼ ﺟﺪﻳﺪ ﺑﻪ ﺷﺮﺡ ﺯﻳﺮ ﺳﺎﺧﺘﻪ ﻣﯽ ﺷﻮﻧﺪ:
B1 = A ) ⇒ a 1 = tr ( B1
1
) B2 = A( B1 − a 1 I = ⇒ a2 ) tr ( B2
2
1
) B3 = A( B2 − a 2 I ) ⇒ a 3 = tr ( B3
3
1
) Bn = A( Bn −1 − a n−1 I ) ⇒ a n = tr ( Bn
n
٥٤
ﺣﺎﻝ ﺑﺎ ﺗﻌﻴﻴﻦ ﺷﺪﻥ ﺿﺮﺍﻳﺐ ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻭ ﺟﺎﻳﮕﺰﻳﻨﯽ ﺁﻥ ،ﻣﻌﺎﺩﻟﻪ ﻣﺸﺨـﺼﻪ ﺗﻌﻴـﻴﻦ ﻣـﯽ ﺷـﻮﺩ .ﺑﺎﺣـﻞ ﺍﻳـﻦ
ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺭﺍ ﻣﯽ ﻳﺎﺑﻴﻢ.
ﻣﺜﺎﻝ(
ﺗﻤﺎﻡ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ Aﺭﺍ ﺗﻮﺳﻂ ﺭﻭﺵ ﻓﺎﺩﻳﻮ ﻟﻮﺭﻳﺮ ﺑﻴﺎﺑﻴﺪ.
1 2 3
A = 2 3 1
3 1 2
ﺣﻞ:
P3 (λ ) = (−1) 3 λ3 + a 1λ2 + a 2 λ + a 3 = 0
B1 = A ⇒ a 1 = tr ( B1 ) = 1 + 3 + 2 = 6
1 2 3 1 − 6 2 3 8 − 1 − 7
B2 = A( B1 − a 1 I ) = 2 3 1 2 3−6 1 = − 1 − 4 5
3 1 2 3 1 2−6 − 7 5 2
1
⇒ a 2 = tr ( B2 ) = (8 − 4 + 2) = 3
2
1 2 3 8 − 5 −1 −7 − 18 0 0
B3 = A( B2 − a 2 I ) = 2 3 1 − 1 −4−3 5 = 0 − 18 0
3 1 2 − 7 5 2 − 3 0 0 − 18
1
⇒ a 3 = tr ( B3 ) = (−18 − 18 − 18) = −18
3
∴ P3 (λ ) = −λ + 6λ2 + 3λ − 18 = 0
3
ﺣﺎﻝ ﮐﺎﻓﯽ ﺍﺳﺖ ﮐﻪ ﻣﻌﺎﺩﻟﻪ ﺑﺎﻻ ﺣﻞ ﮔﺮﺩﺩ ﻭ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺑﻪ ﺩﺳﺖ ﺁﻳﺪ.
ﻣﺰﻳﺖ ﺭﻭﺵ ﻟﻮﺭﻳﺮ ﺑﺮ ﺭﻭﺷﻬﺎﯼ ﺑﺴﻂ ﺩﺗﺮﻣﻴﻨﺎﻥ ﻭ ﺑﺮﺩﺍﺭﯼ ﺩﺭ ﺍﻳﻦ ﺍﺳﺖ ﮐﻪ ﺩﺭ ﺭﻭﺵ ﻟﻮﺭﻳﺮ ﺿﺮﺍﻳﺐ ﺭﺍﺣـﺖ
ﺗﺮ ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺁﻳﻨﺪ.
ﻗﻀﻴﻪ:۱
ﻣﺎﺗﺮﻳﺲ ﻫﺎﯼ Aﻭ ATﺩﺍﺭﺍﯼ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻳﮑﺴﺎﻥ ﻭ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﻣﺘﻌﺎﻣﺪ ﻫﺴﺘﻨﺪ.
٥٥
ﺍﺛﺒﺎﺕ:
ﭼﻮﻥ ) det( A) = det( ATﭘﺲ ﺩﺍﺭﺍﯼ ﭼﻨﺪﺟﻤﻠﻪ ﺍﻳﻬﺎﯼ ﻳﮑﺴﺎﻧﯽ ﻫﺴﺘﻨﺪ ﻳﻌﻨﯽ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻳﮑﺴﺎﻥ ﺩﺍﺭﻧﺪ.
ﺣﺎﻝ ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﻣﺎﺗﺮﻳﺲ Aﺩﺍﺭﺍﯼ nﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ λiﻣﺠﺰﺍ ﺑﺎﺷﺪ ﻭ u iﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﻣﺘﻨﺎﻇﺮﺑﺎ ﻣﻘﺎﺩﻳﺮ
ﻭﻳﮋﻩ ﺁﻥ ﺑﺎﺷﺪ ﻭﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﻣـﺎﺗﺮﻳﺲ ATﺩﺍﺭﺍﯼ ﻣﻘـﺎﺩﻳﺮ ﻭﻳـﮋﻩ λ jﻭﺑﺮﺩﺍﺭﻫـﺎﯼ ﻭﻳـﮋﻩ v jﺑﺎﺷـﺪ.ﻃﺒـﻖ
ﺗﻌﺮﻳﻒ ﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﺩﺍﺭﻳﻢ:
Au i = λi u i )i = 1(1)n (1
AT v j = λ j v j )j = 1(1)n (2
vjT A = λ jvjT )j = 1(1)n (3
v j T Au i = λ j v j T u i )(4
v j T Au i = λi v j T u i )(5
T
( → λ j vT j u i = λi v j u i
) 4 ),( 5
T
if i ≠ j v j T ui = 0 (7)
⇒ ( λ j − λi ) v j u i = 0 ⇒
if i= j v j T ui ≠ 0
ﺍﺯ ﺁﻧﺠﺎ ﮐﻪ ﻣﻮﻟﻔﻪ ﻫﺎﯼ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﭘﺎﺭﺍﻣﺘﺮﯼ ﻫﺴﺘﻨﺪ ﻟﺬﺍ ﻣﯽ ﺗﻮﺍﻥ ﻣﻮﻟﻔﻪ ﻫـﺎﯼ uﻭ vﺭﺍ ﻃـﻮﺭﯼ ﺍﻧﺘﺨـﺎﺏ
ﮐﺮﺩ ﮐﻪ :
v j T ui = 1 )(8
T 0 ; i ≠ j
( → v j u i =
) 7 ),( 8
1 ;i = j
ﻭ ﺍﻳﻦ ﻫﻤﺎﻥ ﻣﺘﻌﺎﻣﺪ ﺑﻮﺩﻥ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ Aﻭ ATﺍﺳﺖ.
ﻗﻀﻴﻪ:۲
ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ Aﻭ A−1ﻧﺴﺒﺖ ﺑﻪ ﻫﻢ ﻣﻌﮑﻮﺱ ﻫﺴﺘﻨﺪ ﺍﻣﺎ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﻳﮑﺴﺎﻧﯽ ﺩﺍﺭﻧﺪ.
٥٦
ﺍﺛﺒﺎﺕ:
ﻓﺮﺽ ﮐﻨﻴﻢ λiﻭ u iﺑﻪ ﺗﺮﺗﻴﺐ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻭﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ Aﺑﺎﺷﻨﺪ.ﭘﺲ ﺩﺍﺭﻳﻢ:
Au i = λi u i i = 1(1)n
−1
there
→ u i = λi A−1u i
is A
; because A−1 is : det( A) = λ1λ2 λn ≠ 0 ⇒ λi ≠ 0 ∀i
1
= A−1u i ui
λi
ﻳﻌﻨﯽ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ A−1ﻣﻌﮑﻮﺱ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ Aﻫﺴﺘﻨﺪ.
ﺗﻌﺮﻳﻒ:
ﻣﺎﺗﺮﻳﺲ Aﻭ Bﺭﺍ ﺩﻭ ﻣﺎﺗﺮﻳﺲ ﻣﺘﺸﺎﺑﻪ ﮔﻮﻳﻴﻢ ﻫﺮﮔﺎﻩ ﻳﮏ ﻣﺎﺗﺮﻳﺲ ﻧﺎﻣﻨﻔﺮﺩ ﻧﻈﻴﺮ Sﭼﻨﺎﻥ ﺑﻴﺎﺑﻴﻢ ﮐﻪ:
A = S −1 BS
ﺩﺭ ﺍﻳﻦ ﺭﺍﺑﻄﻪ Bﺗﺤﺖ ﻣﺘﺸﺎﺑﻪ ﺳﺎﺯ Sﻭ ﻣﺘﺸﺎﺑﻪ Aﻣﯽ ﺑﺎﺷﺪ.
ﻧﺘﻴﺠﻪ:
ﺩﻭ ﻣﺎﺗﺮﻳﺲ ﻣﺘﺸﺎﺑﻪ ﺩﺍﺭﺍﯼ ﺩﺗﺮﻣﻴﻨﺎﻧﻬﺎﯼ ﻳﮑﺴﺎﻧﯽ ﻫﺴﺘﻨﺪ.ﭼﻮﻥ:
) det( A) = det( S −1 ) det( B) det( S
)⇒ det( A) = det( B
−1
det( S ) det( S ) = 1
ﻗﻀﻴﻪ ﮔﺮﺷﮕﻮﺭﻳﻦ:
ﺷﻌﺎﻉ ﻃﻴﻔﯽ ﻳﮏ ﻣﺎﺗﺮﻳﺲ ﻧﻤﯽ ﺗﻮﺍﻧﺪ ﺍﺯ ﻧﺮﻡ ﺳﻄﺮﯼ ﺳﺘﻮﻧﯽ ﺁﻥ ﺗﺠﺎﻭﺯ ﮐﻨﺪ.ﻳﻌﻨﯽ:
ρ ( A) ≤ A
ﺍﺛﺒﺎﺕ:۱
AX = λX
AX = λX
AX = λ X
X 0
λ X = AX ≤ A X →⇒ A X ≥ λ X λ < A
٥٧
ﺍﺛﺒﺎﺕ:۲
AXi = λi Xi i = 1(1)n ) Xi = ( Xi ,1 , Xi , 2 , , X i ,n
a 11 Xi ,1 + a 12 X i , 2 + + a 1n Xi ,n = λi Xi ,1
a 21 Xi ,1 + a 22 Xi , 2 + + a 2 n Xi ,n = λi X i , 2
a n1 Xi ,1 + a n 2 Xi , 2 + + a nn Xi ,n = λi Xi ,n
ﺍﮔﺮ ﻓﺮﺽ ﮐﻨﻴﻢ ﮐﻪ Xi ,k = max Xi ,rﺑﺎﺷﺪ ﺭﺍﺑﻄﻪ kﺍﻡ ﺭﺍ ﺩﺭ ﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ :
r
a k1 Xi ,1 + a k 2 Xi , 2 + + a kk X i ,k + + a kn Xi , n = λi Xi , k
X i ,1 Xi Xi n
a k1 + a k 2 , 2 + + a kk + + a kn , = λi i = 1(1)n
Xi ,k Xi , k Xi , k
Xi ,1 Xi , 2 X i ,n
λi ≤ a k1 + a k2 + a kk + + a kn i = 1(1)n )(1
X i ,k Xi ,k Xi ,k
ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﻓﺮﺽ ﻓﻮﻕ ﺩﺍﺭﻳﻢ ﮐﻪ
Xi ,r
< 1 ∀r )(2
Xi ,k
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯﺭﺍﺑﻄﻪ) (۱ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ :
n
λi ≤ a k1 + a k 2 + + a kk + + a kn = ∑ a kj )(3
j =1
ﺍﻳﻦ ﻋﺒﺎﺭﺕ ﻫﻤﺎﻥ ﺗﻌﺮﻳﻒ ﻧﺮﻡ ﺳﻄﺮﯼ ﺍﺳﺖ.ﺣﺎﻝ ﻃﺒﻖ ﻗﻀﻴﻪ ۱ﺍﮔﺮ ﺟﺎﯼ ﺳﻄﺮ ﻭ ﺳﺘﻮﻧﻬﺎ ﻋﻮﺽ ﺷﻮﺩ ﻣﻘـﺎﺩﻳﺮ
ﻭﻳﮋﻩ ﺗﻐﻴﻴﺮ ﻧﻤﯽ ﮐﻨﺪ .ﭘﺲ ﺑﺮﺍﯼ ﻧﺮﻡ ﺳﺘﻮﻧﯽ ﻫﻢ ﺭﺍﺑﻄﻪ ﺑﺮﻗﺮﺍﺭ ﺍﺳﺖ.
ﻗﻀﻴﻪ ﺑﺮﺍﻭﺭ:
ﺑﺮﺍﯼ ﻣﺎﺗﺮﻳﺲ ، An×nﻫﺮﮔﺎﻩ Pkﺣﺎﺻﻠﺠﻤﻊ ﻗﺪﺭ ﻣﻄﻠﻖ ﻋﻨﺎﺻﺮ ﺳﻄﺮ kﺍﻡ ﺑـﻪ ﺟـﺰ ﺩﺭﺍﻳـﻪ ﺭﻭﯼ ﻗﻄـﺮ ﺑﺎﺷـﺪ
ﺁﻧﮕﺎﻩ ﺗﻤﺎﻡ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ An×nﺩﺍﺧﻞ ﻳﺎ ﺭﻭﯼ ﻳﮑﯽ ﺍﺯ ﺩﻭﺍﻳﺮ ﺯﻳﺮ
λ − a kk ≤ Pk k = 1(1)n
٥٨
ﻗﺮﺍﺭ ﺩﺍﺭﻧﺪ.
ﺑﺮﻫﺎﻥ:
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﺍﺑﻄﻪ ) (3ﺩﺭ ﻗﻀﻴﻪ ﮔﺮﺷﮕﻮﺭﻳﻦ ﺩﺍﺭﻳﻢ:
n
λi ≤ a k1 + a k 2 + + a kk + + a kn = ∑ a kj
j =1
n
λi − a kk ≤ a k1 + a k 2 + + a k , k −1 + + a kn = ∑ a kj
j =1
j≠k
ﺍﺯ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﻣﯽ ﺗﻮﺍﻥ ﻧﺘﻴﺠﻪ ﮔﺮﻓﺖ ﮐﻪ:
n
λi − a kk ≤ a k1 + a k 2 + + a k ,k −1 + a k ,k +1 + + a kn = ∑ a kj = Pk
j =1
j ≠k
ﻣﺜﺎﻝ )ﮐﺎﺭﺑﺮﺩ ﻗﻀﻴﻪ ﺑﺮﺍﻭﺭ(:
ﺣﺪﻭﺩ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﺭﺍ ﺗﻌﻴﻴﻦ ﮐﻨﻴﺪ.
1 2 3
2 3 1
3 1 2
ﺍﺑﺘﺪﺍ ﺩﻭﺍﻳﺮ ﺳﺘﻮﻧﯽ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ .ﺍﺯ ﺁﻧﺠﺎ ﮐﻪ ﻣﺎﺗﺮﻳﺲ ﻣﺘﻘﺎﺭﻥ ﺍﺳﺖ ﺍﺟﺘﻤﺎﻉ ﺩﻭﺍﻳﺮ ﺳـﻄﺮﯼ ﻭ ﺳـﺘﻮﻧﯽ
ﺑﺮﻫﻢ ﻣﻨﻄﺒﻖ ﺍﻧﺪ.
λ −1 ≤ 5
∪
λ −3 ≤ 3 ⇒ λ −1 ≤ 5
∪
λ−2 ≤4
)ﺷﮑﻞ(
٥٩
ﺩﺭ ﺍﻧﺘﻬﺎ ﻣﯽ ﺑﻴﻨﻴﻢ ﮐﻪ ﺑﺎﻳﺪ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺩﺭﻭﻥ ﻳﺎ ﺭﻭﯼ ﺩﺍﻳﺮﻩ ﺍﯼ ﺑﻪ ﺷﻌﺎﻉ ۵ﻭ ﻣﺮﮐﺰ ۱ﻗﺮﺍﺭﺩﺍﺷﺘﻪ ﺑﺎﺷﻨﺪ.ﻟـﺬﺍ ﺑـﺎ
ﺗﻮﺟﻪ ﺑﻪ ﺍﻳﻦ ﮐﻪ ﻗﺒﻼ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺍﻳﻦ ﻣﺎﺗﺮﻳﺲ ﺭﺍ ﻳﺎﻓﺘﻪ ﺍﻳﻢ ﻭ ﺷﻌﺎﻉ ﻃﻴﻔﯽ ﺁﻥ ۶ﻣﯽ ﺑﺎﺷﺪ ﻣﻘـﺎﺩﻳﺮ ﻭﻳـﮋﻩ ﻧﻤـﯽ
ﺗﻮﺍﻧﺪ ﺍﺯ ﺍﺟﺘﻤﺎﻉ ﺩﻭﺍﻳﺮ ﻓﻮﻕ ﺧﺎﺭﺝ ﮔﺮﺩﺩ.
ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻳﮏ ﻣﺎﺗﺮﻳﺲ
ﺍﺯ ﺭﻭﺷﻬﺎﯼ ﺗﮑﺮﺍﺭﯼ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺭﻭﺵ ﺗﻮﺍﻧﯽ ﻳﺎ ﺗﻮﺍﻥ ﺭﺳﺎﻧﯽ ) ( Power Methodﺍﺷﺎﺭﻩ ﮐﺮﺩ.
ﺍﻳﻦ ﺭﻭﺵ ﺩﺭ ﻫﺮ ﻣﺮﺣﻠﻪ ﺑﺰﺭﮔﺘﺮﻳﻦ ﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﻭ ﺑﺮﺩﺍﺭ ﻭﻳﮋﻩ ﻣﺘﻨﺎﻇﺮ ﺑﺎ ﺁﻥ ﺭﺍ ﺑﺎ ﻣﻌﻴﺎﺭ ﺩﻗﺖ ﻣـﻮﺭﺩ ﻧﻈـﺮﺗﻌﻴﻴﻦ
ﻣﯽ ﮐﻨﺪ.ﺑﺮﺍﯼ ﺁﺳﺎﻧﯽ ﮐﺎﺭ ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﮐﻪ ﺗﻤﺎﻡ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺠﺰﺍ ﻭ ﺣﻘﻴﻘـﯽ ﺑﺎﺷـﻨﺪ ﻭ ﺑـﻪ ﺻـﻮﺭﺕ ﺯﻳـﺮ
ﻣﺮﺗﺐ ﺷﺪﻩ ﺑﺎﺷﻨﺪ:
λ1 > λ2 > > λn
ﺩﺭ ﻣﺮﺣﻠﻪ ﺍﻭﻝ ﻳﮏ ﺑﺮﺩﺍﺭ ﺩﻟﺨﻮﺍﻩ ﻧﺎﺻﻔﺮ ﻣﺎﻧﻨﺪ ) v(0ﺭﺍ ﺍﻧﺘﺨﺎﺏ ﻣﯽ ﮐﻨﻴﻢ ﻭﺩﺭ ﻣﺎﺗﺮﻳﺲ ﻣﻮﺭﺩ ﻧﻈﺮ ﺿﺮﺏ ﻣﯽ
ﮐﻨﻴﻢ.ﻳﻌﻨﯽ:
v( 0 ) ∈ ℜ n : v ( 0 ) = c1v1 + + c n vn
Av (0 ) = c1 Av1 + c 2 Av2 + + c n Avn ; Avi = λi vi i = 1(1)n
v(1) = Av ( 0) = c1λ1v1 + c 2 λ 2 v2 + + c n λ n vn
λ2 λ
= λ1 [c1v1 + c 2 ] v2 + + c n n vn
λ1 λ1
٦٠
λ2 2 λ
( v( 2 ) = Av (1) = λ1 2 [c1v1 + c 2 ] ) v2 + + c n ( n ) 2 vn
λ1 λ1
λ2 k λ
( v( k ) = Av ( k −1) = λ1 k [c1v1 + c 2 ] ) v2 + + c n ( n ) k vn
λ1 λ1
λ2 k +1 λ
( v ( k +1) = Av ( k ) = λ1 k +1 [c1v1 + c 2 ] ) v2 + + c n ( n ) k +1 vn
λ1 λ1
)v ( k +1
(λ1 = lim )r
∞→ k ) v( k
λi k
⇒ ∞ → if k < 1 i = 2(1)n ⇒ v( k ) = λ1 c1v1
λ1
ﺩﺭ ﻫﺮ ﻣﺮﺣﻠﻪ ﺍﮔﺮ ﺑﺮﺩﺍﺭﻫﺎﯼ ﺣﺎﺻﻠﻪ ﺭﺍ ﻧﺮﻣﺎﻝ ﺳﺎﺯﻳﻢ ﻳﻌﻨﯽ ﻫﺮ ﺑﺮﺩﺍﺭ ﺭﺍ ﺑﺮ ﻧﺮﻡ ﻣﺎﮐﺰﻳﻤﻢ ﺁﻥ ﺗﻘﺴﻴﻢ ﮐﻨﻴﻢ ﺍﻳـﻦ
ﻋﻤﻞ ﺑﺎﻋﺚ ﻣﯽ ﺷﻮﺩ ﮐﻪ ﺩﺭ ﻣﺮﺣﻠﻪ ﭘﺎﻳﺎﻧﯽ ﺑﻪ ﺟﺎﯼ ﺍﻳﻨﮑﻪ λ1 kﺭﺍ ﺑﻪ ﺩﺳﺖ ﺁﻭﺭﻳـﻢ ﺗﻨﻬـﺎ λ1ﺭﺍ ﻣـﯽ ﻳـﺎﺑﻴﻢ .ﺍﺯ
ﻃﺮﻑ ﺩﻳﮕﺮ ﺑﺎ ﻧﺮﻣﺎﻝ ﺳﺎﺯﯼ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺩﺭﺍﻳﻪ ﻫﺎﯼ ) v( kﻫﺎ ﻫﻤﻪ ﮐﻮﭼﮑﺘﺮ ﺍﺯ ﻳﮏ ﻣﯽ ﺷﻮﻧﺪ .ﺍﻳـﻦ
ﻋﻤـﻞ ﺑﺎﻋــﺚ ﺟﻠــﻮﮔﻴﺮﯼ ﺍﺯ ﺣﺠــﻢ ﺑــﺰﺭﮒ ﻋــﺪﺩ ﺩﺭ ﺿــﺮﺑﻬﺎﯼ ﻣﺘــﻮﺍﻟﯽ ﻣــﯽ ﮔــﺮﺩﺩ ﻭﺑﺎﻋــﺚ ﻣﻬــﺎﺭ ﺧﻄــﺎﯼ
Round offﻣﯽ ﺷﻮﺩ.
λi
ﺩﺍﺭﺩ .ﻫﺮﭼﻪ ﺍﻳﻦ ﻧـﺴﺒﺖ ﮐﻤﺘـﺮ ﺑﺎﺷـﺪ ﺿﻤﻨﺎ ﺳﺮﻋﺖ ﻫﻤﮕﺮﺍﻳﯽ ﺍﻳﻦ ﺭﻭﺵ ﺑﺴﺘﮕﯽ ﺑﻪ ﻧﺴﺒﺖ )(i = 2(1)n
λ1
ﺳﺮﻋﺖ ﻫﻤﮕﺮﺍﻳﯽ ﺑﻴﺸﺘﺮ ﻣﯽ ﺷﻮﺩ.
ﺑﺮﺍﯼ ﻣﺮﺣﻠﻪ ﺑﻌﺪ ﻣﺎﺗﺮﻳﺴﯽ ﺭﺍ ﻣﻌﺮﻓﯽ ﻣﯽ ﮐﻨﻴﻢ ﮐـﻪ λ2ﺑﺰﺭﮔﺘـﺮﻳﻦ ﻣﻘـﺪﺍﺭ ﻭﻳـﮋﻩ ﺍﺵ ﺑﺎﺷـﺪ.ﻻﺯﻡ ﺍﺳـﺖ ﮐـﻪ
ﺑﺮﺩﺍﺭ v1ﺣﺎﺻﻠﻪ ﺭﺍ ﺩﺭ ﻣﺮﺣﻠﻪ ﻗﺒﻞ ﺑﺮ ﺍﻭﻟﻴﻦ ﻣﻮﻟﻔﻪ ﺍﺵ ﺗﻘـﺴﻴﻢ ﮐﻨـﻴﻢ.ﺩﺭ ﻧﺘﻴﺠـﻪ ﺍﻭﻟـﻴﻦ ﻣﻮﻟﻔـﻪ v1ﻳـﮏ ﻣـﯽ
ﮔﺮﺩﺩ.
ﻫﻤﭽﻨﻴﻦ ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ ﮐﻪ ﻣﻮﻟﻔﻪ ﺍﻭﻝ v2ﻧﻴﺰ ﻳﮏ ﺑﺎﺷﺪ.ﺣﺎﻝ ﺗﻌﺮﻳﻒ ﻣﯽ ﮐﻨﻴﻢ:
∆v = v1 − v2
٦١
ﺍﮔﺮ ﻓﺮﺽ ﮐﻨﻴﻢ a1ﺳﻄﺮ ﺍﻭﻝ ﻣﺎﺗﺮﻳﺲ Aﺑﺎﺷﺪ ﻣﺎﺗﺮﻳﺲ A1ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﻌﺮﻳﻒ ﻣﯽ ﮐﻨﻴﻢ:
A1 = A − v1 a 1
ﺑﺪﻳﻦ ﻃﺮﻳﻖ ﺳﻄﺮ ﺍﻭﻝ ﻣﺎﺗﺮﻳﺲ A1ﺻﻔﺮﺍﺳﺖ.
ﺣﺎﻝ ﻧﺸﺎﻥ ﻣﯽ ﺩﻫﻴﻢ ﮐﻪ ∆vﻭ λ2ﺑﻪ ﺗﺮﺗﻴﺐ ﺑﺮﺩﺍﺭ ﻭﻳﮋﻩ ﻭ ﺑﺰﺭﮔﺘﺮﻳﻦ ﻣﻘﺪﺍﺭﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ A1ﻫﺴﺘﻨﺪ.
) A1∆v = ( A − v1a1 )( v1 − v2
) = Av1 − Av2 − v1 ( a1v1 − a1v2
))= λ1v1 − λ2 v2 − v1 (λ1 (1) − λ2 (1
) = λ2 (v1 − v2
= λ 2 ∆v
ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﺗﻌﺮﻳﻒ A1ﻣﯽ ﺩﺍﻧﻴﻢ ﮐﻪ ﺳﻄﺮ ﺍﻭﻝ A1ﻫﻤﻪ ﺻﻔﺮﻫﺴﺘﻨﺪﻭ ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﻧﺘﻴﺠﻪ ﻣﯽ
ﮔﻴﺮﻳﻢ ﮐﻪ ﺑﻪ ﻋﻠﺖ ﺻﻔﺮ ﺑﻮﺩﻥ ﺍﻭﻟﻴﻦ ﻣﻮﻟﻔﻪ ∆vﺳﺘﻮﻥ ﺍﻭﻝ A1ﻫﻤﻪ ﺍﺯ ﻣﺮﺣﻠﻪ ﻋﻤﻠﻴﺎﺕ ﺧﺎﺭﺝ ﻣﯽ ﺷﻮﻧﺪ .ﻟﺬﺍ
ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺍﮔﺮ ﻣﺎﺗﺮﻳﺲ A1ﺭﺍ ﺩﺭﻧﻈﺮ ﺑﮕﻴﺮﻳﻢ ﻭ ﺍﺯ ﺍﻭﻟﻴﻦ ﺳﻄﺮ ﻭ ﺳﺘﻮﻥ ﺁﻥ ﺻﺮﻓﻨﻈﺮ ﮐﻨﻴﻢ ﻳﮏ
ﻣﺎﺗﺮﻳﺲ ﺑﺎ ﺑﻌﺪ n − 1ﺭﺍ ﺧﻮﺍﻫﻴﻢ ﺩﺍﺷﺖ ﮐﻪ ﺑﺰﺭﮔﺘﺮﻳﻦ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺁﻥ λ2ﺍﺳﺖ. .ﺣﺎﻝ ﺭﻭﻧﺪ ﻓﻮﻕ ﺭﺍ ﺭﻭﯼ
ﻣﺎﺗﺮﻳﺲ ﺣﺎﺻﻠﻪ ﺗﮑﺮﺍﺭ ﻣﯽ ﮐﻨﻴﻢ.
ﻣﺜﺎﻝ:
ﺑﺰﺭﮔﺘﺮﻳﻦ ﻣﻘﺪﺍﺭ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﺭﻭﺵ ﺗﻮﺍﻧﯽ ﺑﻪ ﺩﺳﺖ ﺁﻭﺭﻳﺪ(ε = 10 −2 ) .
1 2 3
2 3 1
3 1 2
ﺣﻞ:
ﺍﺑﺘﺪﺍ ﺑﺮﺩﺍﺭﯼ ﺩﻟﺨﻮﺍﻩ ﺍﻣﺎ ﻧﺎﺻﻔﺮ ﺍﻧﺘﺨﺎﺏ ﻣﯽ ﮐﻨﻴﻢ.
٦٢
1
V (0 )
= 0
0
1 2 3 1 1
V = AV = 2 3 1 0 = 2
(1) ( 0)
3 2 1 0 3
1
3
2
V (1) normal =
3
1
14
3
11
V ( 2 ) = AV (1) normal =
3
11
3
1
11
V ( 2 ) normal =
14
11
14
٦٣
0ﺗﻌــــــﺪﺍﺩ ۱ ۲ ۳ ۴ ۵ ۶ ۷ ۸ ۹
ﻣﺮﺍﺣﻞ
1 1 1 69 .993120 1 0.999424 0.999195 1
)V (k
0 3 11 7597945 .99653 0.998271 0.999209 0.999832 1
0ﻧﺮﻣــــــﺎﻝ 1 14 7297954 0.998281 1 1 1
2 11 75
1 14 1
ﺷﺪﻩ
1 14 69 5.89750 5.98618 5.991385 5.992658
)V (k
2 3 14 438 5.91780 5.97583 5.990094 5.996476
ﻧﺮﻣــــــﺎﻝ 3 11 72 75 5.93835 5.975890 5.994833 5.997481
3 14 429
11 75 75
ﻧﺸﺪﻩ
3 14 429
75
ﺑﺰﺭﮔﺘﺮﻳﻦ 3 4. 6 5.357142
.840 5.93835
5.98618
5.994833
5.997481
λﺩﺭ ﻫﺮ
ﻣﺮﺣﻠـــــﻪ
ﺗﮑﺮﺍﺭ
1 2 3 1 0 0 0
1 −2
A1 = A − V1 a 1 = 2 3 1 − 1[1 2 3] = 1 1 − 2 ⇒ A1 =
*
− 1 − 1
3 1 2 1 2 − 1 − 1
1− λ −2
= A1* − λI = 0 ⇒ λ1, 2 = ± 3
−1 −1 − λ
٦٤
ﺗﻤﺮﻳﻦ:ﺑﺰﺭﮔﺘﺮﻳﻦ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﺭﺍ ﺗﺎ ﺩﻭ ﻣﺮﺣﻠﻪ ﺗﻮﺳﻂ ﺭﻭﺵ ﺗﻮﺍﻧﯽ ﺗﻌﻴـﻴﻦ ﮐﻨﻴـﺪ.ﺿـﻤﻨﺎ ﺑـﺮﺩﺍﺭ
ﺩﻟﺨﻮﺍﻩ ﺍﻭﻟﻴﻪ X (0 ) = [1 1 1 1]Tﻣﯽ ﺑﺎﺷﺪ.
2 1 1 0
1 1 0 1
A=
1 0 1 1
0 1 1 2
a 0 0 an
0 a 0 a n−1
a n−2
Pn (λ ) = det( An − λI ), An = ﺛﺎﺑﺖ ﮐﻨﻴﺪ: ﺗﻤﺮﻳﻦ:ﻓﺮﺽ ﮐﻨﻴﻢ
a2
a n a n −1 a1
Pn (λ ) = (a − λ ) Pn −1 (λ ) − a n 2 (a − λ ) n − 2 -۱
P1 (λ ) = a1 − λ -۲
1
λi = a 1 i = 1(1)n − 2, λ = [(a + a 1 ) ± (a 1 − a ) 2 + 4(a n 2 a 2 2 ) ] -۳
2
ﺭﻭﺷﻬﺎﯼ ﺗﺒﺪﻳﻠﯽ ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ
ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ:
ﺍﻳﻦ ﺭﻭﺵ ﺩﺭ ﻣﻮﺭﺩ ﻣﺎﺗﺮﻳﺴﻬﺎﯼ ﻣﺘﻘﺎﺭﻥ ﺑﻪ ﮐﺎﺭ ﻣﯽ ﺭﻭﺩ.ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ a ikﺩﺭﺍﻳﻪ ﺍﯼ ﺍﺳﺖ ﮐﻪ ﺭﻭﯼ ﻗﻄـﺮ
ﺍﺻﻠﯽ ﻧﻴﺴﺖ ﻭ ﺍﺯ ﻟﺤﺎﻅ ﮐﻤﯽ ﺑﻴﺸﺘﺮﻳﻦ ﻣﻘـﺪﺍﺭ ﺭﺍ ﺩﺍﺭﺩ.ﺩﺭﺍﻳـﻪ ﻫـﺎﯼ a kkﻭ a kiﻭ a ikﻭ a iiﺭﺍ ﺩﺭﻧﻈـﺮ ﻣـﯽ
ﮔﻴﺮﻳﻢ ﻭ ﺯﻳﺮ ﻣﺎﺗﺮﻳﺲ A1ﺍﺯ Aﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﺸﮑﻴﻞ ﻣﯽ ﺩﻫﻴﻢ:
a ii a ik
a
ki a kk
cos θ − sin θ
S* =
sin θ cos θ
٦٥
ﺟﻤﻼﺕ ﺑﺎﻻ ﻭ ﭘﺎﻳﻴﻦ ﻗﻄﺮ ﺭﺍ ﻣﺘﺤﺪ ﺻﻔﺮ ﻗﺮﺍﺭ ﻣﯽ ﺩﻫﻴﻢ ﻭ ﺭﺍﺑﻄﻪ ﺯﻳﺮ ﺭﺍ ﻣﯽS * A1 S * ﺍﺯ ﺣﺎﺻﻞ ﺿﺮﺏ
−1
:ﻳﺎﺑﻴﻢ
(a kk − a ii ) sin θ cos θ + a ik (cos 2 θ − sin 2 θ ) = 0
1 2a ik
(a kk − a ii ) sin 2θ + a ik cos 2θ = 0 ⇒ tan 2θ =
2 a ii − a kk
1 2a ik
θ= tan −1 ( ) if a ii ≠ a kk
2 a ii − a kk
π
θ= if a ii = a kk , a ik > 0
4
π
θ =− if a ii = a kk , a ik < 0
4
1
0 1 0
cos θ − sin θ
S1 =
sin θ cos θ
0
1
B1 = S1−1 AS1
B2 = S2−1 S1−1 AS1 S2
Bk = Sk−1 S2−1 S1−1 AS1 S2 Sk = ( S1 S2 S k ) −1 A( S1 S 2 Sk )
Bk = S −1 AS
n2 − n
. ﻣﯽ ﺑﺎﺷﺪk = ﺿﻤﻨﺎ ﺗﻌﺪﺍﺩ ﺣﺪﺍﮐﺜﺮ ﻣﺮﺍﺣﻞ
2
٦٦
:ﻣﺜﺎﻝ
.ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﺑﺎ ﺭﻭﺵ ﮊﺍﮐﻮﺑﯽ ﺗﻌﻴﻴﻦ ﮐﻨﻴﺪ
1 2 2
2 3 2
2 2 1
:ﺣﻞ
1 2
A1 =
2 1
2 2
0 −
cos θ 0 − sin θ 2 2
θ=
π
⇒ S1 = 0 = 0
4
1 0 1 0
sin θ 0 cos θ 2 2
0
2 2
3 2 0
B1 = S1 AS1 = 2 3 0
−1
0 0 − 1
2 2
− 0
2 2
2 2
S2 = 0
2 2
0 0 1
5 0 0
B2 = S2 −1
B1 S2 = 0 1 0
0 0 − 1
. -۱ ﻭ۱ ﻭ۵:ﮐﻪ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻋﺒﺎﺭﺗﺪ ﺍﺯ
٦٧
1 1 2
− −
2 2 2
2 2
S = S1 S2 = 0
2 2
1 1 2
−
2 2 2
ﻻﺯﻡ ﺑﻪ ﺫﮐﺮ ﺍﺳﺖ ﮐﻪ ﺳﺘﻮﻧﻬﺎﯼ Sﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﻣﺘﻨﺎﻇﺮ ﺑﺎ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ λiﻣﯽ ﺑﺎﺷﻨﺪ.
ﺭﻭﺵ LR
ﺍﺯ ﺟﻤﻠﻪ ﺭﻭﺷﻬﺎﯼ ﺗﺒﺪﻳﻠﯽ ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺭﻭﺵ LRﺍﺷﺎﺭﻩ ﻧﻤﻮﺩ.
ﺍﻳﻦ ﺭﻭﺵ ﺩﺭﻣﻮﺭﺩ ﻣﺎﺗﺮﻳﺴﻬﺎﯼ ﻧﺎﻣﺘﻘﺎﺭﻥ ﻫﻢ ﮐـﺎﺭﺑﺮﺩ ﺩﺍﺭﺩ .ﺍﺳـﺎﺱ ﮐـﺎﺭ ﺍﻳـﻦ ﺭﻭﺵ ﺗﺒـﺪﻳﻞ ﻣـﺎﺗﺮﻳﺲ Aﺑـﻪ
ﺣﺎﺻﻞ ﺿﺮﺏ ﺩﻭ ﻣﺎﺗﺮﻳﺲ ﺑﺎﻻ ﻭ ﭘﺎﻳﻴﻦ ﻣﺜﻠﺜﯽ ﺍﺳﺖ ﮐﻪ ﺳﺮﺍﻧﺠﺎﻡ ﻣﺎﺗﺮﻳﺲ ﭘﺎﻳﻴﻦ ﻣﺜﻠﺜﯽ ﺩﺭ ﺩﻧﺒﺎﻟﻪ ﺗﮑـﺮﺍﺭﯼ ﺑـﻪ
ﻣﺎﺗﺮﻳﺲ ﻭﺍﺣﺪ ﻫﻤﮕﺮﺍ ﺍﺳﺖ ﻭ ﻣﺎﺗﺮﻳﺲ ﺑﺎﻻ ﻣﺜﻠﺜﯽ ﺑﻪ ﻳﮏ ﻣﺎﺗﺮﻳﺲ ﺑﺎﻻ ﻣﺜﻠﺜﯽ ﻫﻤﮕـﺮﺍ ﺍﺳـﺖ ﺑـﻪ ﻃـﻮﺭﯼ ﮐـﻪ
ﺗﻤﺎﻡ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ Aﺭﻭﯼ ﻗﻄﺮ ﺍﺻﻠﯽ ﻣﺎﺗﺮﻳﺲ ﺑﺎﻻ ﻣﺜﻠﺜﯽ ﻗﺮﺍﺭ ﺩﺍﺭﺩ.ﻟﺬﺍ ﺗﻌﺮﻳﻒ ﻣﯽ ﮐﻨﻴﻢ:
A = A1
A1 = L1 R1 , lii = 1 , i = 1(1)n
A2 = R1 L1 = L2 R2
A3 = R2 L2 = L3 R3
Ak = Rk −1 Lk −1 = Lk Rk
lim Ak = lim Lk lim Rk = IR = R
∞→ k ∞→ k ∞→ k
٦٨
ﺩﺭ ﺍﻳﻦ ﺭﻭﺵ ﻣﺎﺗﺮﻳﺲ ﺑﻪ ﻣﺎﺗﺮﻳﺴﯽ ﺗﺒﺪﻳﻞ ﻣﯽ ﺷـﻮﺩ ﮐـﻪ ﻣﻘـﺎﺩﻳﺮ ﻭﻳـﮋﻩ ﺁﻥ ﺑﺮﺍﺑـﺮ ﺑـﺎ ﻣﻘـﺎﺩﻳﺮ ﻭﻳـﮋﻩ ﻣـﺎﺗﺮﻳﺲ
Aﺍﺳﺖ.ﭼﻮﻥ ﮐﻪ:
A1 R1 −1 = L1
A2 = R1 L1 = R1 A1 R1 −1
) det( A2 ) = det( A1
A2 R2 −1 = L2
A3 = R2 L2 = R2 R1 A1 R1 −1 R2 −1
) det( A3 ) = det( A1
) det( Ak ) = det( A1
ﻭﻗﺘﯽ kﺍﻓﺰﺍﻳﺶ ﻣﯽ ﻳﺎﺑﺪ Akﺑﻪ ﺳﻤﺖ ﻳﮏ ﻣﺎﺗﺮﻳﺲ ﺑﺎﻻ ﻣﺜﻠﺜﯽ ﺑﺎﻳﮏ ﻣﻌﻴﺎﺭ ﺩﻗﺖ ﺗﺒﺪﻳﻞ ﻣﯽ ﺷﻮﺩ ﮐﻪ ﻫﻤـﻪ
ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ Aﺭﻭﯼ ﻗﻄﺮ ﺍﺻﻠﯽ Akﻗﺮﺍﺭ ﺩﺍﺭﺩ.ﻳﻌﻨﯽ:
∞→
Ak k
→ R
ﻭﻗﺘﯽ ﺳﻴﺴﺘﻢ ﺑﺰﺭﮒ ﺑﺎﺷﺪ ﺗﻌﺪﺍﺩ ﻋﻤﻠﻴﺎﺕ ﻣﺤﺎﺳﺒﺎﺗﯽ ﺯﻳﺎﺩ ﺷﺪﻩ ﻭ ﺧﻄﺎﯼ Round − offﻗﺎﺑﻞ ﮐﻨﺘﺮﻝ ﻧﻴـﺴﺖ
ﮐﻪ ﺍﻳﻦ ﻣﻮﺭﺩ ﺍﺯ ﻣﻌﺎﻳﺐ ﺍﻳﻦ ﺭﻭﺵ ﺷﻤﺮﺩﻩ ﻣﯽ ﺷﻮﺩ.
ﻣﺜﺎﻝ:
ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﺭﺍ ﺗﻮﺳﻂ ﺭﻭﺵ LRﺗﺎ ۶ﻣﺮﺣﻠﻪ ﺗﮑﺮﺍﺭ ﺗﻌﻴﻴﻦ ﮐﻨﻴﺪ.
4 3
A=
1 2
٦٩
:ﺣﻞ
1 0 4 3
4 3 1 0 r11 r12 1
A1 = = = 5
1 2 l 21 1 0 r22 1 0
4 4
L1 R1
r11 = 4 l 21 r11 = 1 ⇒ l 21 = 1 4
r12 = 3 l 21 r12 + r22 = 2 ⇒ r22 = 5 4
19
4 3 1 0 3
A2 = R1 L1 = 5 1 = 4
0 1 5 5
4 4
16 4
1 0 r11 r12
=
l 21 1 0 r22
19
1 0 3
=5 4
1 20
76 0
19
L2 R2
19
r11 =
4
r12 = 3
5 5
l 21 r11 = ⇒ l 21 =
16 76
5 20
l 21 r12 + r22 = ⇒ r22 =
4 19
٧٠
19 376
4 3 1 0 3
A3 = R2 L2 = 5 = 76
0 20 1 25 20
76
19 361 19
1 0 r11 r12
=
l 21 1 0 r22
94
1 0 3
= 25 19
1 1805
1786 0
1786
L3 R3
469 496
3 1 0 3
A4 = R3 L3 = 44 = 125 94
125 95 1 470
44086 0
8836 94 496
L4 R4
4.99786 3
A5 = R4 L4 = 470 = 1 0 4.99786 3
0.00284 0.000568 1 0 1.000426
469
L5 R5
4.99786 3 1 0 4.999564 3
A6 = R5 L5 = 0.000568 =
0 1.000426
1 0.000568 1.000426
if ε = 10 −3 ⇒ 0.000568 → 0 ≡ λ1 = 4.999564 , λ 2 = 1.000426
. ﻫﺴﺘﻨﺪ۱ ﻭ۵ﺩﺭ ﺻﻮﺭﺗﯽ ﮐﻪ ﻣﯽ ﺩﺍﻧﻴﻢ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻭﺍﻗﻌﯽ
:(ﺭﻭﺵ ﻫﺎﻭﺱ ﻫﻠﺪﺭ)ﺗﺒﺪﻳﻞ ﺑﻪ ﻣﺎﺗﺮﻳﺲ ﺳﻪ ﻗﻄﺮﯼ
ﺭﺍ ﺑـﻪA ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺗﺒﺪﻳﻼﺕ ﻣﺎﺗﺮﻳﺴﯽ ﻣﺘﻘﺎﺭﻥ ﻭ ﻣﺘﻌﺎﻣﺪ ﻣﯽ ﺗـﻮﺍﻥ. ﺑﺎﺷﺪn × n ﻣﺎﺗﺮﻳﺴﯽA ﻓﺮﺽ ﮐﻨﻴﻢ
. ﺗﻐﻴﻴﺮ ﮐﻨﺪA ﻣﺎﺗﺮﻳﺲ ﺳﻪ ﻗﻄﺮﯼ ﺗﺒﺪﻳﻞ ﮐﺮﺩ ﺑﺪﻭﻥ ﺍﻳﻦ ﮐﻪ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ
P = I − 2Wn×1W1×Tn ,W1×TnWn×1 = 1 , W ∈ ℜ n
P T = ( I − 2Wn×1W1×Tn ) T = I − 2(WW T ) T = I − WW T = P
. ﻣﺘﻘﺎﺭﻥ ﺍﺳﺖP ﻳﻌﻨﯽ
٧١
P T P = ( I − 2WW T )( I − 2WW T ) = I − 2WW T − 2WW T + 4W (W TW )W T
= I − 4WW T + 4WW T = I
. ﻣﺘﻌﺎﻣﺪ ﺍﺳﺖP ﻳﻌﻨﯽ
ﻓﺮﺽ ﮐﻨﻴﻢ ﮐﻪ
Pr = I − 2Wr WrT Wr ∈ ℜ n WrTWr = 1 2 ≤ r ≤ n − 1
Wr = [0
,0 0, xr ,..., xn ]
,...,
r −1
r = 2 ⇒ P2 = i − 2W2W2T
A = A1 , A2 = P2 A1 P2 ⇒ A2 (1, i ) = A2 (i,1) 3≤i ≤n
A3 = P3 A2 P3 ⇒ A3 (2, i ) = A3 (i,2) 4≤i≤n
Ak = Pk Pk −1 P2 A1 P2 P3 Pk
. ﻳﮏ ﻣﺎﺗﺮﻳﺲ ﺳﻪ ﻗﻄﺮﯼ ﺧﻮﺍﻫﺪ ﺷﺪAk ، k ﺑﺎ ﺍﻓﺰﺍﻳﺶ
ﻓﺮﺽ ﮐﻨﻴﻢ
a 11 a 12 a 13 a 14
a a 22 a 23 a 24
A= 21
a 31 a 32 a 33 a 34
a 41 a 42 a 43 a 44
r = 2 ⇒ W2T = [0, x2 , x3 , x4 ] W2T W2 = x22 + x32 + x42 = 1
1 0 0 0 0 0 0 0 0
0 x 2
1 0 0 0 x x2 x3 x2 x4
P2 = − 2 [0 x2 x4 ] = I − 2
2 2
x3
0 0 1 0 x3 0 x3 x2 x 2
x3 x4
3
0 0 0 1 x4 0 x4 x2 x4 x3 x42
1 0 0 0
0 1 − 2 x2 − 2 x2 x3 − 2 x2 x4
2
=
0 − 2 x2 x3 1 − 2 x32 − 2 x3 x4
0 − 2 x4 x2 − 2 x4 x3 1 − 2 x42
٧٢
A2 = P2 A1 P2
ﺳﻄﺮ ﺍﻭﻝ ) P2 ( A1 P2ﺑﺮﺍﺑﺮ ﺍﺳﺖ ﺑﺎ ﺳﻄﺮ ﺍﻭﻝ . A1 P2
ﺳﻄﺮ ﺍﻭﻝ ﺣﺎﺻﻞ ﺿﺮﺏ ﺑﺮﺍﺑﺮ ﺍﺳﺖ ﺑﺎ
[a 11 , a 12 (1 − 2 x22 ) − 2a 13 x2 x3 − 2a 14 x2 x4 ,−2a 12 x2 x3 + a 13 (1 − 2 x32 ) − 2a 14 x3 x4 ,
]) − 2a 12 x2 x4 − 2a 13 x3 x4 + a 14 (1 − 2 x42
[a 11 , a 12 − 2 x2 (a 12 x2 + a 13 x3 + a 14 x4 ), a 13 − 2 x3 (a 12 x2 + a 13 x3 + a 14 x4 ),
]) a 14 − 2 x4 (a 12 x2 + a 13 x3 + a 14 x4
ﺍﮔﺮ ﻓﺮﺽ ﮐﻨﻴﻢ ﮐﻪ q1 = a12 x2 + a13 x3 + a14 x4ﻟﺬﺍ ﺳﻄﺮ ﺍﻭﻝ ﺣﺎﺻﻞ ﺿﺮﺏ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺩﺭ ﻣﯽ ﺁ
ﻳﺪ:
] [a 11 , a 12 − 2 x2 q1 , a 13 − 2 x3 q1 , a 14 − 2 x4 q1
a 13 − 2 x3 q1 = 0 )(1
a 14 − 2 x4 q1 = 0 )(2
ﺑﺎﻳﺴﺘﯽ ﺣﺎﺻﻞ ﺟﻤﻊ ﻣﺠﺬﻭﺭﺍﺕ ﺳﻄﺮﻫﺎ ﻗﺒﻞ ﻭ ﺑﻌﺪ ﺍﺯ ﺗﺒﺪﻳﻞ ﺑﺮﺍﺑﺮ ﺑﺎﺷﺪ.ﻳﻌﻨﯽ:
a 112 + a 122 + a 132 + a 142 = a 112 + ( a 12 − 2 x2 q1 ) 2
⇒ a 12 − 2 x2 q1 = ± a 122 + a 132 + a 142
a 12 − 2 x2 q1 = ± S1 ) ( S1 = a 122 + a 132 + a 142 )(3
a 12 − 2 x2 q1 = ± S1 )(3
a 13 − 2 x3 q1 = 0 (1) → a 12 x2 + a 13 x3 + a 14 x4 − 2q1 = ± S1 x2
a − 2 x q = 0 (2) → q1 = ± S1 x2 )(4
14 4 1
ﺣﺎﻝ ﮐﺎﻓﯽ ﺍﺳﺖ ﺭﺍﺑﻄﻪ ) (4ﺩﺭ ﺭﺍﺑﻄﻪ ) (3ﻗﺮﺍﺭ ﺩﺍﺩﻩ ﺷﻮﺩ:
1 a 12
a 12 ± 2 x22 S1 = ± S1 → x22 = ( ± ) )(5
2 2 S1
ﺣﺎﻝ ﺭﺍﺑﻄﻪ ) (4ﺭﺍ ﺩﺭ ﺭﺍﺑﻄﻪ ) (1ﻗﺮﺍﺭ ﻣﯽ ﺩﻫﻴﻢ
a 13
a 13 − 2 x3 (± S1 x2 ) = 0 → x3 = ± )(6
2 S1 x2
٧٣
a 14
x4 = (7 )
2S1 x2
:ﻧﻬﺎﻳﺘﺎ ﺧﻮﺍﻫﻴﻢ ﺩﺍﺷﺖ
1 sgn( a 12 )a 12
x22 = ( + )
2 2 S1
a 13 sgn( a 12 )
x3 =
2 S1 x2
a 14 sgn( a 12 )
x4 =
2 S1 x2
:ﻣﺜﺎﻝ
.ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺍﻟﮕﻮﺭﻳﺘﻢ ﻫﺎﻭﺱ ﻫﻠﺪﺭ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﺭﺍ ﺳﻪ ﻗﻄﺮﯼ ﮐﻨﻴﺪ
4 −1 − 2 2
− 1 4 − 1 − 2
A=
− 2 − 1 4 − 1
− 2 − 1 − 1 4
S1 = a 122 + a 132 + a 142 = (−1) 2 + (2) 2 + (2) 2 = 3
W2T = [0 x2 x3 x4 ]
1 a 12 sgn( a 12 ) 1 (−1)(−1)
x22 = ( + )=( + )=2
2 2 S1 2 2×3 3
a 13 sgn( a 12 ) (−2)(−1) 1
x3 = = =
2S1 x2 2 6
2 × 3×
3
a 14 sgn( a 12 ) 2 × (−1) 1
x4 = = =−
2 S1 x2 2 6
2 × 3×
3
٧٤
ﻟﺬﺍ
2 1 1
W2T = [0, , ,− ]
3 6 6
ﺑﻨﺎﺑﺮﺍﻳﻦ
1 0 0 0
2
0 − 1 −
2
3 3 3
P2 = 2 2 1
0 −
3 3 3
2 1 2
0
3 3 3
4 3 0 0
16 2 1
3
3 3 3
A2 = P2 AP2 = 2 16 1
0 −
3 3 3
1 1 4
0 −
3 3 3
W3T = [0 0 x3 x4 ]
2 1
S2 = a 23
2
+ a 24
2
= ( )2 + ( )2 = 5
3 3 3
1 a 23 ∗ sgn( a 23 ) 1 1
x32 = ( + )=( + ) → x3 = 0.9732
2 2 S2 2 5
x4 = 1 − x32 = 0.2293
w3T = [0 0 0.9732 0.2293]
٧٥
ﺗﻤﺮﻳﻨﻬﺎﯼ ﻓﺼﻞ ٢
-١ﻧﺸﺎﻥ ﺩﻫﻴﺪ:
A2 = A∞ = n
∞
1 1
∑
k
( ) k Ak = A
=12n n
-٢ﻧﺸﺎﻥ ﺩﻫﻴﺪ ﻣﺎﺗﺮﻳﺲ ﺯﻳﺮ ﺩﺍﺭﺍﯼ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺣﻘﻴﻘﯽ ﺍﺳﺖ.
2 4
1 2 4 Ο
1 2 4
A=
1 2 4
Ο 1 2
ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﮐﻨﻴﺪ A−1 -٣ﺷﻌﺎﻉ ﻃﻴﻔﯽ
0 1 0 0 0 0
1 0 1 0 0 0
0 1 0 1 0 0
A=
0 0 1 0 1 0
0 0 0 1 0 1
0 0 0 0 1 0
-٤ﻣﺎﺗﺮﻳﺴﻬﺎﯼ A2×2ﻭ B2×2ﻣﻔﺮﻭﺿﻨﺪ ρ ( A) = 0 ،ﻭ . ρ ( B) = 1ﺁﻳﺎ ) ρ ( ABﮐﺮﺍﻧﺪﺍﺭ ﺍﺳﺖ؟
β 1 1 1
. B = 1ﺑﺮﺍﯼ ﭼﻪ ﻣﻘﺎﺩﻳﺮﯼ ﺍﺯ β1ﻭ β 2ﻭﻗﺘﯽ ∞ → k -٥ﻓﺮﺽ ﮐﻨﻴﻢ A = ﻭ
0 β2 1 1
ﺩﺍﺭﻳﻢ . ( AB) k → 0
-٦ﻣﺎﺗﺮﻳﺲ Aﺑﻪ ﻭﺳﻴﻠﻪ ﻣﺎﺗﺮﻳﺲ Tﺑﻪ ﻳﮏ ﻣﺎﺗﺮﻳﺲ ﻗﻄﺮﯼ ﺗﺒﺪﻳﻞ ﻣﯽ ﺷﻮﺩ.
1 − 2 3
A = 6 − 13 18
4 − 10 14
1 0 1
T = 3 3 4
2 2 3
٧٦
ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﻭ ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﻣﺎﺗﺮﻳﺲ ﺭﺍ ﺑﻴﺎﺑﻴﺪ.
-٧ﻧﺸﺎﻥ ﺩﻫﻴﺪ ﮐﻪ ﻣﺎﺗﺮﻳﺴﻬﺎﯼ ﺯﻳﺮ ﻣﻌﻴﻦ ﻣﺜﺒﺖ ﻫﺴﺘﻨﺪ.
12 4 − 1
A = 4 7 1
− 1 1 6
15 4 −2 9 0
4 7 1 1 1
B = − 2 1 18 6 6
9 1 6 19 3
0 1 6 3 11
-٨ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻗﻀﻴﻪ ﮔﺮﺷﮕﻮﺭﻳﻦ ﮐﺮﺍﻧﯽ ﺑﺮﺍﯼ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ λﻣﺎﺗﺮﻳﺲ ﺣﻘﻴﻘﯽ (n ≥ 3) An×nﺑﻴﺎﺑﻴﺪ.
a −1
−1 a −1 Ο
−1 a −1
A=
Ο − 1
−1 a
-٩ﻧﺸﺎﻥ ﺩﻫﻴﺪ ﮐﻪ ﻣﻮﻟﻔﻪ ﻫﺎﯼ xiﺑﺮﺩﺍﺭ ﻭﻳﮋﻩ Xﺩﺭ ﻳﮏ ﻣﻌﺎﺩﻟﻪ ﺗﻔﺎﺿﻠﯽ ﺻﺪﻕ ﻣﯽ ﻧﻤﺎﻳﻨﺪ ،ﺁﻧﮕﺎﻩ ﻫﻤﻪ
ﺑﺮﺩﺍﺭﻫﺎﯼ ﻭﻳﮋﻩ ﻭ ﻣﻘﺎﺩﻳﺮ ﻭﻳﮋﻩ ﺭﺍ ﺑﻴﺎﺑﻴﺪ.
-١٠ﺳﻴﺴﺘﻢ AX = Yﻣﻔﺮﻭﺽ ﺍﺳﺖ ﺑﻪ ﻃﻮﺭﯼ ﮐﻪ:
32
A=
12
x
X = 1
x2
1
Y=
2
ﺟﻮﺍﺏ ﺍﻳﻦ ﺳﻴﺴﺘﻢ ﺭﺍ ﺑﺎ ﺭﺍﺑﻄﻪ ﺗﮑﺮﺍﺭﯼ ﺯﻳﺮ ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺁﻭﺭﻳﻢ.
)X ( k +1) = X ( k ) + α ( AX ( k ) − Y
1
X (0 ) =
1
ﭼﮕﻮﻧﻪ ﭘﺎﺭﺍﻣﺘﺮ αﺭﺍ ﺑﻴﺎﺑﻴﻢ ﺗﺎ ﺭﻭﻧﺪ ﺗﮑﺮﺍﺭﯼ ﻓﻮﻕ ﺩﺍﺭﺍﯼ ﻫﻤﮕﺮﺍﻳﯽ ﺑﻬﻴﻨﻪ ﺑﺎﺷﺪ؟
]W3T = [0 0 0.9732 0.2293
٧٧
ﺣﻞ ﻋﺪﺩﯼ ﻣﻌﺎﺩﻻﺕ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﻣﻌﻤﻮﻟﯽ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﺑﺎ ﺷﺮﺍﻳﻂ ﺍﻭﻟﻴﻪ
)ﻣﺴﺎﺋﻞ ﻣﻘﺎﺩﻳﺮ ﺍﻭﻟﻴﻪ(
I .V.P (initial value )problem
ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ﺯﻳﺮ ﺭﺍ ﺩﺭﻧﻈﺮﻣﯽ ﮔﻴﺮﻳﻢ:
)y′ = f ( x, y a ≤ x≤b , y(a ) = α )(1
ﻣﺴﺌﻠﻪ ﻓﻮﻕ ﺩﺍﺭﺍﯼ ﺟﻮﺏ ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ ﺍﺳﺖ ﺍﮔﺮﺗﺎﺑﻊ fﺩﺭ ﺷﺮﺍﻳﻂ ﺯﻳﺮ ﺻﺪ ﻕ ﻧﻤﺎﻳﺪ:
f ( x, y) -۱ﺣﻘﻴﻘﯽ ﺑﺎﺷﺪ
-۲ﺗﺎﺑﻊ fﺩﺭ ﻧﺎﺣﻴﻪ ﻣﺴﺘﻄﻴﻠﯽ }∞ D = {( x, y) a x b , − ∞ y ﭘﻴﻮﺳﺘﻪ ﺑﺎﺷﺪ ﻭ
-۳ﺗﺎﺑﻊ ) f ( x, yﺑﻪ ﺍﺯﺍﯼ ﺟﻤﻴﻊ ﻣﻘﺎﺩﻳﺮ xﻣﺘﻌﻠﻖ ﺑﻪ ﺑﺎﺯﻩ ] [a , bﻭ ﺑﺮﺍﯼ ﻫـﺮ y1ﻭ y2ﮐـﻪ ﻣﺘﻌﻠـﻖ ﺑـﻪ ﻧﺎﺣﻴـﻪ
Dﺑﺎﺷﺪ ﺩﺭ ﺷﺮﻁ ﻟﻴﭗ ﺷﻴﺘﺰﺻﺪﻕ ﮐﻨﺪﻳﻌﻨﯽ:
f ( x, y1 ) − f ( x, y2 ) L y1 − y2
ﮐﻪ ﺩﺭ ﺁﻥ Lﺛﺎﺑﺖ ﻟﻴﭗ ﺷﻴﺘﺰ ﻧﺎﻣﻴﺪﻩ ﻣﯽ ﺷﻮﺩ،ﺁﻥ ﮔﺎﻩ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ) (۱ﺩﺍﺭﺍﯼ ﺟﻮﺍﺏ ﻣﻨﺤﺼﺮ ﺑـﻪ ﻓـﺮﺩ
) y( xﺍﺳﺖ ﮐﻪ ﺩﺭ ﺷﺮﻁ ﺍﻭﻟﻴﻪ ﺻﺪﻕ ﻣﯽ ﮐﻨﺪ.
ﺩﺭﺍﻳﻦ ﻓﺼﻞ ﻓﺮﺽ ﻣﺎ ﺑﺮ ﺍﻳﻦ ﺍﺳﺖ ﮐﻪ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴـﻪ) (۱ﺩﺍﺭﺍﯼ ﺟـﻮﺍﺏ ﻣﻨﺤـﺼﺮ ﺑـﻪ ﻓـﺮﺩ ﺍﺳـﺖ .ﺑـﺮﺍﯼ
ﺗﻮﺿﻴﺢ ﻭ ﺑﻴﺎﻥ ﺭﻭﺷﻬﺎﯼ ﺗﻔﺎﺿﻠﯽ ﺑﺮﺍﯼ ﺣﻞ ﻋﺪﺩﯼ ﺍﻳـﻦ ﻣـﺴﺌﻠﻪ ﺍﺑﺘـﺪﺍ ﺑـﺎﺯﻩ ] [a , bﺭﺍ ﺑـﻪ nﺯﻳﺮﺑـﺎﺯﻩ ﺑـﺎ ﮔـﺎﻡ
ﻣﺴﺎﻭﯼ hﺍﻓﺮﺍﺯ ﻣﯽ ﮐﻨﻴﻢ :
b−a
=h
n
x0 = a , x1 , , xn = b
x j = x0 + jh j = 0(1)n
)) y′( x j ) = f ( x j , y( x j j = 0(1) n )( 2
٧٨
ﺭﻭﺷﻬﺎﯼ ﺗﻔﺎﺿﻠﯽ ﺑﺮﺍﯼ ﺣﻞ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ﻓﻮﻕ ﺭﺍ ﺑﻪ ﺩﻭ ﺩﺳﺘﻪ ﮐﻠﯽ ﺯﻳﺮ ﻣﯽ ﺗﻮﺍﻥ ﺗﻘﺴﻴﻢ ﻧﻤﻮﺩ:
-۱ﺭﻭﺷﻬﺎﯼ ﺗﮏ ﮔﺎﻣﯽ
-۲ﺭﻭﺷﻬﺎﯼ ﭼﻨﺪﮔﺎﻣﯽ
ﺍﻳﻦ ﺭﻭﺷﻬﺎ ﺧﻮﺩ ﺑﻪ ﺩﻭ ﺑﺨﺶ ﺻﺮﻳﺢ ﻭ ﺿﻤﻨﯽ ﺗﻔﮑﻴﮏ ﻣﯽ ﺷﻮﻧﺪ.
ﺭﻭﺷﻬﺎﻳﯽ ﮐﻪ ﺩﺭ ﺁﻥ ﻃﺮﻑ ﺭﺍﺳﺖ ﻳﻌﻨﯽ y j +1ﺻﺮﺍﺣﺘﺎ ﻭ ﺑﺪﻭﻥ ﻭﺍﺳـﻄﻪ ﺩﺭ ﻫـﺮ ﻣﺮﺣﻠـﻪ ﺗﻮﺳـﻂ y jﺗﻌﺮﻳـﻒ
ﺷﺪﻩ ﺩﺭ ﻣﺮﺣﻠﻪ ﻗﺒﻞ ﻣﺤﺎﺳﺒﻪ ﺷﻮﻧﺪ ﺭﺍ ﺭﻭﺷﻬﺎﯼ ﺻﺮﻳﺢ ﻭ ﺩﺭﻏﻴﺮ ﺍﻳﻦ ﺻﻮﺭﺕ ﺭﻭﺷﻬﺎﯼ ﺿـﻤﻨﯽ ﺧﻮﺍﻧـﺪﻩ ﻣـﯽ
ﺷﻮﻧﺪ.
ﻓﺮﻡ ﮐﻠﯽ ﺭﻭﺷﻬﺎﯼ ﺗﮏ ﮔﺎﻣﯽ ﺻﺮﻳﺢ ﺑﻪ ﻓﺮﻡ ﺯﻳﺮ ﻣﯽ ﺑﺎﺷﺪ:
)y j +1 = y j + hφ ( x j , y j , h
ﮐﻪ ﺩﺭ ﺁﻥ φﺗﺎﺑﻊ ﺗﺼﺤﻴﺢ ﻧﺎﻣﻴﺪﻩ ﻣﯽ ﺷﻮﺩ ﻭ ﺗﺎﺑﻌﯽ ﺍﺯ ﮔﺎﻡ hﻭ fﻣﯽ ﺑﺎﺷﺪ.
ﻓﺮﻡ ﮐﻠﯽ ﺭﻭﺷﻬﺎﯼ ﺗﮏ ﮔﺎﻣﯽ ﺿﻤﻨﯽ ﺑﻪ ﻓﺮﻡ ﺯﻳﺮ ﻣﯽ ﺑﺎﺷﺪ:
)y j +1 = y j + hφ ( x j , y j +1 , h
ﺧﻄﺎﯼ ﺑﺮﺷﯽ ) ﻗﻄﻊ ﮐﺮﺩﻥ( ﻳﮏ ﺭﻭﺵ ﺗﮏ ﮔﺎﻣﯽ:
ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﻌﺮﻳﻒ ﻣﯽ ﮐﻨﻴﻢ:
)T j = y( x j +1 ) − y( x j ) − hφ ( x j , y( x j ), h
ﺩﻗﺖ ﻳﮏ ﺭﻭﺵ ﺗﮏ ﮔﺎﻣﯽ:
ﻳﮏ ﺭﻭﺵ ﺗﮏ ﮔﺎﻣﯽ ﺩﺍﺭﺍﯼ ﻣﺮﺗﺒﻪ pﺍﺳﺖ ﻫﺮﮔﺎﻩ ﺑﻪ ﺍﺯﺍﯼ ﻋﺪﺩ ﺣﻘﻴﻘﯽ ﻭ ﻣﺜﺒـﺖ ، pﺭﺍﺑﻄـﻪ ﺯﻳـﺮ ﺑﺮﻗـﺮﺍﺭ
ﺑﺎﺷﺪ.
) h −1T j ≤ O(h p
٧٩
ﺭﻭﺵ ﺗﻔﺎﺿﻠﯽ ﺍﻭﻳﻠﺮ:
ﺑﺮﺍﯼ ﺣﻞ ﻋﺪﺩﯼ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ﺭﺍﺑﻄﻪ ) (۱ﮐﻪ ﺩﺭ ﺁﻥ ﺑﺎﺯﻩ ] [a , bﺭﺍ ﺑﻪ nﺯﻳﺮ ﺑـﺎﺯﻩ ﺑـﺎ ﮔـﺎﻡ ﻣـﺴﺎﻭﯼ h
ﻧﻈﻴﺮ ﻓﻮﻕ ﺍﻓﺮﺍﺯ ﻧﻤﻮﺩﻩ ﺍﻳﻢ ﻭ ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺭﺍ ﺩﺭ ﻧﻘﺎﻁ ﮔﺮﻩ ﺍﯼ ﺩﺭ ﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ:
)) y′( x j ) = f ( x j , y( x j
ﺣﺎﻝ ﺩﺭ ﺻﺪﺩ ﺗﻘﺮﻳﺐ ﻣﺸﺘﻖ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﺑﺎ ﻳﮏ ﻓﺮﻣﻮﻝ ﻣﺸﺘﻖ ﮔﻴﺮﯼ ﺩﺍﺭﺍﯼ ﺩﻗﺖ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﻣﯽ ﺑﺎﺷﻴﻢ.
) ∆y( x j ) y( x j +1 ) − y( x j
= ) y′( x j = + Tj )) + T j = f ( x j , y( x j j = 0(1)n − 1
h h
ﭼﻨﺎﻥ ﭼﻪ ﺩﺭ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺍﺯ ﺧﻄﺎﯼ T jﺻﺮﻑ ﻧﻈﺮ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
) y j +1 = y j + hf ( x j , y j j = 0(1)n − 1 )(3
ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﻓﺮﻣﻮﻝ ﺭﻭﺵ ﺍﻭﻳﻠﺮ ﺍﺳﺖ ﮐﻪ ﻳﮏ ﺭﻭﺵ ﺗﮏ ﮔﺎﻣﯽ ﺻﺮﻳﺢ ﻣﯽ ﺑﺎﺷﺪ.ﺧﻄﺎﯼ ﺑﺮﺷـﯽ ﺍﻳـﻦ ﺭﻭﺵ
ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
)) T j = y( x j +1 ) − y( x j ) − hf ( x j , y( x j
ﭼﻨﺎﻥ ﭼﻪ ﺩﺭ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺍﺯ ﺭﺍﺑﻄﻪ ) (۲ﺍﺳﺘﻔﺎﺩﻩ ﮐﻨﻴﻢ ﻭ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺑﺴﻂ ﺳﺮﯼ ﺗﻴﻠﻮﺭ ﺣﻮﻝ x jﺩﺍﺭﻳﻢ:
h2
T j = y( x j ) + hy′( x j ) + ) y′′( x j ) + − hy′( x j ) − y( x j
!2
h2
= Tj ) y′′(ε ) = O(h 2
!2
ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ ﺗﻌﺮﻳﻒ ﻣﺮﺗﺒﻪ ﺩﻗﺖ ﺩﺍﺭﻳﻢ:
h
= h −1T j )y′′(ε ) = O(h
2
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺭﻭﺵ ﺍﻭﻳﻠﺮ ﺩﺍﺭﺍﯼ ﺩﻗﺖ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﻣﯽ ﺑﺎﺷﺪ.
٨٠
ﺁﻧﺎﻟﻴﺰ ﺧﻄﺎ ﻭ ﻫﻤﮕﺮﺍﻳﯽ ﺭﻭﺵ :
ﻗﺒﻞ ﺍﺯﭘﺮﺩﺍﺧﺘﻦ ﺑﻪ ﺁﻧﺎﻟﻴﺰ ﺧﻄﺎ ﻻﺯﻡ ﺍﺳﺖ ﺍﺷﺎﺭﻩ ﺍﯼ ﺑﻪ ﻣﻌﺎﺩﻟﻪ ﺁﺯﻣﻮﻥ ﻳﺎ Test Equationﺑﻨﻤﺎﻳﻴﻢ.
ﺭﻓﺘﺎﺭ ﺟﻮﺍﺏ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ) (۱ﺩﺭ ﻫﻤﺴﺎﻳﮕﯽ ﻧﻘﻄﻪ ﺍﯼ ﻧﻈﻴﺮ ) ( x, yﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﺎ ﺩﺭ ﻧﻈﺮ ﮔﺮﻓﺘﻦ ﻓﺮﻡ
ﺧﻄﯽ ﻣﺴﺌﻠﻪ ) (۱ﭘﻴﺶ ﺑﻴﻨﯽ ﻧﻤﻮﺩ.ﻟﺬﺍ ﺗﺎﺑﻊ ﻏﻴﺮ ﺧﻄﯽ ) f ( x, yﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺑﺴﻂ ﺳﺮﯼ ﺗﻴﻠﻮﺭ
ﺣﻮﻝ ) ( x, yﻭ ﻗﻄﻌﺬ ﺁﻥ ﺑﻌﺪ ﺍﺯ ﺟﻤﻼﺕ ﺍﻭﻝ ﺧﻄﯽ ﻧﻤﻮﺩ.ﻧﻬﺎﻳﺘﺎ ﻓﺮﻡ ﺧﻄﯽ ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﻓﻮﻕ ﻋﺒﺎﺭﺕ
ﺍﺳﺖ ﺍﺯ:
y′ = λ y + c
ﺩﺭ ﺻﻮﺭﺗﯽ ﮐﻪ
∂f
(= λ ) ) ( x, y
∂y
∂f ∂f
(c = f ( x, y) − y )) ( x , y) + ( ) ( x, y ) ( x − x
∂y ∂x
c
w = y +ﻣﻌﺎﺩﻟﻪ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺳﺎﺩﻩ ﻣﯽ ﺷﻮﺩ: ﺣﺎﻝ ﺑﺎ ﺍﻧﺘﺨﺎﺏ
λ
w′ = λw
ﺟﻮﺍﺏ ) w( xﻣﻌﺎﺩﻟﻪ ﻓﻮﻕ ﺩﺭﺻﻮﺭﺗﯽ ﮐﻪ λﻣﻄﻠﻘﺎ ﻣﻮﻫﻮﻣﯽ ﺑﺎﺷﺪ ﻣﺘﻨﺎﻭﺏ ﺧﻮﺍﻫﺪ ﺑﻮﺩ.
ﺷﮑﻞ ﺯﻳﺮ ﺭﻓﺘﺎﺭ ﺟﻮﺍﺏ ﺭﺍ ﻧﺸﺎﻥ ﻣﯽ ﺩﻫﺪ.
٨١
ﺣﺎﻝ ﺑﻪ ﺁﻧﺎﻟﻴﺰ ﺧﻄﺎﯼ ﺍﻭﻳﻠﺮ ﻣﯽ ﭘﺮﺩﺍﺯﻳﻢ.ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺗﻌﺮﻳﻒ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺩﺍﺭﻳﻢ:
)y( x j +1 ) = T j + y( x j ) + hf ( x j , y( x j )) (1
ﺩﺭ ﺭﻭﻧﺪ ﻣﺤﺎﺳﺒﺎﺕ ﺩﻗﻴﻖ ﻭ ﺣﺴﺎﺏ ﺩﻗﻴﻖ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﺍﻭﻳﻠﺮ y jﺭﺍ ﻣﯽ ﻳﺎﺑﻴﻢ ﺍﻣﺎ ﺩﺭ ﻋﻤﻞ
ﺩﺭﻣﺤﺎﺳﺒﺎﺕ ﺑﻪ ﻋﻠﺖ ﺗﺎﺛﻴﺮ ﺧﻄﺎﯼ ﺭﻭﻧﺪ ﮐﺮﺩﻥ ﻋﻤﻼ y jﺑﻪ ﺩﺳﺖ ﻧﻤﯽ ﺁﻳﺪ ﻟﺬﺍ ﻣﺎ ﺗﻘﺮﻳﺐ y jﺭﺍ ﻣﯽ ﻳﺎﺑﻴﻢ
.ﺑﻨﺎﺑﺮﺍﻳﻦ ﻣﯽ ﺗﻮﺍﻧﻴﻢ ﺗﻌﺮﻳﻒ ﮐﻨﻴﻢ ﮐﻪ:
y j +1 = y j + hf ( x j , y j ) − R j , j = 0(1)n − 1 )(2
ﺣﺎﻝ ﺍﮔﺮ ﺭﺍﺑﻄﻪ ) (۲ﺭﺍ ﺍﺯ ) (۱ﮐﻢ ﮐﻨﻴﻢ
) y( x j +1 ) − y j +1 = y( x j ) − y j + h[ f ( x j , y( x j ) − f ( x j , y j )] + (T j + R j
ﻭ ﺍﺯ ﻣﻌﺎﺩﻟﻪ ﺁﺯﻣﻮﻥ ﺍﺳﺘﻔﺎﺩﻩ ﻧﻤﺎﻳﻴﻢ ﺩﺍﺭﻳﻢ:
) y( x j +1 ) − y j +1 = y( x j ) − y j + hλ[ y( x j ) − y j ] + (T j + R j
ﺑﺎ ﻓﺮﺽ e j = y( x j ) − y jﻭ ﻗﺮﺍﺭ ﺩﺍﺩﻥ ﺁﻥ ﺩﺭ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﻣﻌﺎﺩﻟﻪ ﺧﻄﺎ ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﻣﯽ ﻳﺎﺑﻴﻢ:
) e j +1 = e j + hλe j + (T j + R j j = 0(1)n − 1
) e j +1 = (1 + λh)e j + (T j + R j
ﺣﺎﻝ ﺍﮔﺮ 1 + λh = Aﻭ T j + R j = Bﻓﺮﺽ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
e j +1 = Ae j + B j = 0(1)n − 1
j = 0 ⇒ e1 = Ae0 + B
j = 1 ⇒ e2 = Ae1 + B = A( Ae0 + B) + B = A2 e0 + ( A + 1) B
e3 = A3 e0 + A2 B + AB + B
e j = A j e 0 + (1 + A + A2 + + A j −1 ) B
Aj − 1 Aj − 1 1
e j = A j e0 + B ≤ A j e0 + B = A j e0 + )B ( A j − 1
A− 1 A− 1 hλ
e λh ≥ 1 + λ h = A
٨٢
) e j +1 = e j + hλe j + (T j + R j j = 0(1)n − 1
) e j +1 = (1 + λh)e j + (T j + R j
e hλ ≥ 1 + hλ = A ⇒ e hjλ ≥ A j ; jh = x j − x0 ≤ xn − x0
) λ ( x j − x0 ) ( xn − x
Aj ≤ e ≤e
e λ ( xn − x ) − 1
0
∴ e j ≤ e λ ( xn − x0 ) e0 + B
hλ
e λ ( xn − x ) − 1 T j + R j
0
≤ if e0 = 0 e j ( ) ; T = max T j , R = max R j
λ h
e λ ( xn − x ) − 1 T R
0
≤ ej ) ( + j = 0(1)n − 1
λ h h
T hﺩﺭﺟﻪ ﺍﻭﻝ )ﺧﻄﯽ ( ﺍﺳﺖ .ﭘﺲ ﻭﻗﺘﯽ h → 0ﺍﻳﻦ ﻋﺒـﺎﺭﺕ ﺑـﻪ ﺳـﻤﺖ ﺻـﻔﺮ ﻣـﯽ ﺭﻭﺩ.ﻭﻟـﯽ ﺩﺭ ﻣـﻮﺭﺩ
R hﻭﻗﺘﯽ h → 0ﺧﻄﺎ ﺑﻪ ﺑﯽ ﻧﻬﺎﻳﺖ ﻣﻴﻞ ﻣﯽ ﮐﻨﺪ.ﺑﻪ ﺍﻳﻦ ﺧﺎﻃﺮ ﺑﺎﻳﺪ ﺑﻴﻦ ﺍﻳﻦ ﺩﻭ ﺧﻄﺎ ﺗﻌـﺎﺩﻝ ﺑﺮﻗـﺮﺍﺭ ﺷـﻮﺩ
ﮐﻪ ﺧﻄﺎﯼ Roundﻣﻬﺎﺭ ﮔﺮﺩﺩ.ﺑﻬﺘﺮﻳﻦ ﺭﺍﻩ ﺍﻧﺘﺨﺎﺏ ﮔﺎﻡ ﻣﻨﺎﺳﺐ ﺍﺳﺖ.
ﭘﺎﻳﺪﺍﺭﯼ ﺭﻭﺵ:
ﺭﻭﺷﯽ ﭘﺎﻳﺪﺍﺭ ﺍﺳﺖ ﮐﻪ ﺩﺭ ﻏﻴﺎﺏ ﺧﻄﺎﯼ Roundﻭﻗﺘﯽ h → 0ﺧﻄﺎﯼ ﻣﺮﺣﻠﻪ ﭘﺎﻳﺎﻧﯽ ﺑﻪ ﺳﻤﺖ ﺻﻔﺮ ﻣﻴـﻞ
ﮐﻨﺪ.
٨٣
ﺭﻭﺵ ﻫﺎﯼ ﺭﺍﻧﮓ – ﮐﻮﺗﺎ:
ﺭﻭﺷﻬﺎﯼ ﺗﻴﻠﻮﺭ ﮐﻪ ﻗﺒﻼ ﺑﺤﺚ ﺷﺪ ﺩﺍﺭﺍﯼ ﻭﻳﮋﮔﯽ ﻣﻨﺎﺳﺒﯽ ﻫﺴﺘﻨﺪ ﮐﻪ ﻫﻤﺎﻧﺎ ﺧﻄﺎﯼ ﺑﺮﺷـﯽ ﻳـﺎ ﻣﻮﺿـﻌﯽ ﻣﺮﺗﺒـﻪ
ﺑﺎﻻﯼ ﺁﻧﻬﺎﺳﺖ .ﻭﻟﯽ ﻧﻴﺎﺯ ﺑﻪ ﻣﺤﺎﺳﺒﻪ ﻣﺸﺘﻘﺎﺕ ) f ( x, yﺩﺭﺑﺴﻴﺎﺭﯼ ﺍﺯ ﻣﺴﺎﺋﻞ ﻣﯽ ﺗﻮﺍﻧﺪ ﭘﻴﭽﻴﺪﻩ ﻭ ﻣـﻼﻝ ﺁﻭﺭ
ﺑﺎﺷﺪ ﺑﻨﺎﺑﺮﺍﻳﻦ ﺍﺯ ﺭﻭﺵ ﺗﻴﻠﻮﺭ ﺑﻪ ﻧﺪﺭﺕ ﺍﺳﺘﻔﺎﺩﻩ ﻣﯽ ﺷﻮﺩ.ﻣﺎ ﺍﺑﺘﺪﺍ ﺍﺻـﻮﻝ ﺍﺳﺎﺳـﯽ ﺭﻭﺷـﻬﺎﯼ ﺭﺍﻧـﮓ -ﮐﻮﺗـﺎ ﺭﺍ
ﺑﻴﺎﻥ ﻣﯽ ﮐﻨﻴﻢ.ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻗﻀﻴﻪ ﻣﻘﺪﺍﺭ ﻣﻴﺎﻧﮕﻴﻦ ﺩﺍﺭﻳﻢ:
) y ( x j +1 ) = y ( x j ) + h y ′( x j + θ h
)) = y ( x j ) + hf ( x j + θ h ), y ( x j + θ h ,0 < θ < 1
1
ﺑﻪ ﺍﺯﺍﯼ = θﺩﺍﺭﻳﻢ:
2
h h
y ( x j +1 ) = y ( x j ) + hf ( x j + , y( x j + ))
2 2
ﺭﻭﺵ ﺍﻭﻳﻠﺮ ﺑﺎ ﻧﺼﻒ ﮔﺎﻡ h 2ﺩﺍﺭﻳﻢ:
h h
y( x j + ) ≈ y j + f j
2 2
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺗﻘﺮﻳﺐ ﺯﻳﺮ ﺭﺍ ﺩﺍﺭﻳﻢ:
h h
) y j +1 = y j + hf ( x j + , y j + f j
2 2
ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺻﻮﺕ ﺯﻳﺮ ﻧﻮﺷﺖ:
k1 = hf j
h 1
) k2 = hf ( x j + , y j + k1
2 2
y j +1 = y j + k2
ﺍﻳﻦ ﺭﻭﺵ ﺭﺍ ﺭﻭﺵ ﺍﻭﻳﻠﺮ ﺑﺎ ﻧﺼﻒ ﮔﺎﻡ ﻣﯽ ﻧﺎﻣﻨﺪ.
ﺣﺎﻝ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﺍﻭﻳﻠﺮ ﻣﯽ ﺗﻮﺍﻥ ﺭﻭﻧﺪ ﺯﻳﺮ ﺭﺍ ﺑﺮﺭﺳﯽ ﮐﺮﺩ
٨٤
h 1
]) y′( x j + ) ≈ [ y′( x j ) + y′( x j +1
2 2
1
]) ≈ [ f ( x j , y j ) + f ( x j +1 , y j +1
2
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺗﻘﺮﻳﺐ ﺫﻳﻞ ﺭﺍ ﺧﻮﺍﻫﻴﻢ ﺩﺍﺷﺖ:
h
])) y j +1 = y j + [ f ( x j , y j ) + f ( x j +1 , y j + hf ( x j , y j
2
ﺍﻳﻦ ﺭﻭﺵ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﻓﺮﻡ ﺯﻳﺮ ﻧﻴﺰ ﻧﻮﺷﺖ:
) k1 = hf ( x j , y j
) k2 = hf ( x j + h, y j + k1
1
) y j +1 = y j + (k1 + k2 , j = 0(1)n − 1
2
ﺍﻳﻦ ﺭﻭﺵ ﺭﺍ ﺭﻭﺵ ﮐﻮﺷﯽ -ﺍﻭﻳﻠﺮ ﻣﯽ ﻧﺎﻣﻨﺪ.
ﺩﻭ ﺭﻭﺵ ﻗﺒﻞ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﻌﺒﻴﺮ ﻧﻤﻮﺩ:
)ﻣﺘﻮﺳﻂ ﺿﺮﻳﺐ ﺯﺍﻭﻳﻪ( y j +1 = y j + h
ﺍﻳﻦ ﺍﺳﺎﺱ ﺭﻭﺷﻬﺎﯼ ﺭﺍﻧﮓ – ﮐﻮﺗﺎ ﻣﯽ ﺑﺎﺷﺪ.ﻋﻤﻮﻣﺎ ﺩﺭ ﺭﻭﺷﻬﺎﯼ ﺭﺍﻧﮓ –ﮐﻮﺗﺎ ﻣﺎ ﺿﺮﻳﺐ ﺯﺍﻭﻳﻪ ﺭﺍ ﺩﺭ ﻧﻘﻄﻪ
x jﻭ ﺳﺎﻳﺮ ﻧﻘﺎﻁ ﺩﻳﮕﺮ ﻣﯽ ﻳﺎﺑﻴﻢ ﻭ ﻣﺘﻮﺳﻂ ﺍﻳﻦ ﺿﺮﻳﺐ ﺯﺍﻭﻳﻪ ﻫﺎﺭﺍ ﺩﺭ ﮔﺎﻡ hﺿﺮﺏ ﻣﯽ ﻧﻤﺎﻳﻴﻢ ﻭ ﺑﻪ ﺟﻮﺍﺏ
y jﺍﺿﺎﻓﻪ ﻣﯽ ﮐﻨﻴﻢ.ﺑﻨﺎﺑﺮﺍﻳﻦ ﺭﻭﺷﻬﺎﯼ ﺭﺍﻧﮓ -ﮐﻮﺗﺎ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺻﻮﺭﺕ ﮐﻠﯽ ﺯﻳﺮ ﺗﻌﺮﻳﻒ ﮐﺮﺩ:
ﺭﻭﺵ ﺭﺍﻧﮓ – ﮐﻮﺗﺎﯼ vﺿﺮﻳﺐ ﺯﺍﻭﻳﻪ ﺍﯼ:
ﺭﻭﺵ ﺭﺍﻧﮓ – ﮐﻮﺗﺎﯼ ﺑﺎ vﺿﺮﻳﺐ ﺯﺍﻭﻳﻪ ﺭﺍ ﻣﯽ ﺗﻮﺍﻥ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺗﻌﺮﻳﻒ ﮐﺮﺩ:
٨٥
) k1 = hf ( x j , y j
) k 2 = hf ( x j + c 2 h , y j + a 21 k1
) k = hf ( x + c h , y + a k + a k
3 j 3 j 31 1 32 2
k v = hf ( x j + c v h , y j + a v1 k1 + a v 2 k 2 + + a v ,v −1 k v −1 )
v v
y j +1 = y j + ∑ wi k i , ∑ wi = 1
i =1 i =1
ﺩﺭ ﻓﺮﻣﻮﻝ ﻓﻮﻕ ﺗﺎﺑﻊ ﺗﺼﺤﻴﺢ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ ﺗﺮﮐﻴﺐ ﺧﻄﯽ ﺿﺮﻳﺐ ﺯﺍﻭﻳـﻪ ﻫـﺎ ﺩﺭﻧﻘﻄـﻪ x jﻭ ﺗﻌـﺪﺍﺩ ﺩﻳﮕـﺮ
ﻧﻘﺎﻁ ﮐﻪ ﺩﺭ ﺑﻴﻦ x jﻭ x j +1ﻗﺮﺍﺭ ﺩﺍﺭﻧﺪ.ﺑـﺎ ﺩﺍﻧـﺴﺘﻦ ﻃـﺮﻑ ﺭﺍﺳـﺖ ﻣـﯽ ﺗـﻮﺍﻥ y j +1ﺭﺍ ﺑـﻪ ﺁﺳـﺎﻧﯽ ﻣﺤﺎﺳـﺒﻪ
ﻧﻤﻮﺩ.ﺑﻨﺎﺑﺮﺍﻳﻦ ﺭﻭ ﺵ ﺭﺍﻧﮓ – ﮐﻮﺗﺎ ﻳﮏ ﺭﻭﺵ ﺻﺮﻳﺢ vﺿﺮﻳﺐ ﺯﺍﻭﻳﻪ ﺍﯼ ﺍﺳﺖ.ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ cﻫـﺎ a ،ﻫـﺎ
ﻭ wﻫﺎ ﺩﺭ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﻣﺎ y j +1ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺳﺮﯼ ﺗﻮﺍﻧﯽ hﺑﺴﻂ ﻣﯽ ﺩﻫﻴﻢ ﺑﻪ ﻃﻮﺭﯼ ﮐﻪ ﺑـﺎ ﺑـﺴﻂ ﺳـﺮﯼ
ﺗﻴﻠﻮﺭ ﺟﻮﺍﺏ ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺗﺎ ﺗﻌﺪﺍﺩ ﻣﻌﻴﻨﯽ ﺍﺯ ﺟﻤﻼﺕ ﻣﻨﻄﺒﻖ ﺑﺎﺷﺪ.ﺑﺮﺍﯼ ﺁﺳﺎﻧﯽ ﮐﺎﺭ ﺩﺭ ﺫﻳـﻞ ﻧﺤـﻮﻩ ﺑـﻪ
ﺩﺳﺖ ﺁﻭﺭﺩﻥ cﻫﺎ a ،ﻫﺎ ﻭ wﻫﺎ ﺭﺍ ﺑﺮﺍﯼ ﺭﻭﺵ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺑﺎ ﺟﺰﺋﻴﺎﺕ ﺑﺤﺚ ﻭ ﺑﺮﺭﺳﯽ ﻣﯽ ﮐﻨﻴﻢ.
ﺭﻭﺵ ﺭﺍﻧﮓ ﮐﻮﺗﺎﯼ ﻣﺮﺗﺒﻪ ﺩﻭﻡ
ﺭﻭﺵ ﺭﺍﻧﮓ – ﮐﻮﺗﺎﯼ ﺩﻭ ﺿﺮﻳﺐ ﺯﺍﻭﻳﻪ ﺍﯼ ﺭﺍ ﻣﺪﻧﻈﺮ ﻗﺮﺍﺭ ﻣﯽ ﺩﻫﻴﻢ:
) k1 = hf ( x j , y j
k2 = hf ( x j + c 2 h, y j + a 21 k1 )
y j +1 = y j + w1 k1 + w2 k2
ﭘﺎﺭﺍﻣﺘﺮﻫﺎﯼ w1 ، a 21 ، c2ﻭ w2ﺭﺍ ﺑﻪ ﻃﺮﻳﻘﯽ ﻣﯽ ﻳـﺎﺑﻴﻢ ﺗـﺎ y j +1ﺑـﻪ ) y( x j +1ﻧﺰﺩﻳﮑﺘـﺮ ﮔـﺮﺩﺩ.ﺑﻨـﺎﺑﺮﺍﻳﻦ
ﺑﺴﻂ ﺳﺮﯼ ﺗﻴﻠﻮﺭ ﺟﻮﺍﺏ ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ) y( x j +1ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺩﺍﺭﻳﻢ:
٨٦
h2 h3
y( x j +1 ) = y( x j + h) = y( x j ) + hy′( x j ) + y′′( x j ) + y′′′( x j ) + (*)
2! 3!
y′( x j ) = f ( x, y) ⇒ y′( x j ) = f ( x j , y j )
dy
y′′( x j ) = f x + f y = f x + f y y′ = f x + f y f ⇒ y′′( x j ) = ( f x + ff y ) x j
dx
y′′′( x j ) = ( f xx + ff xy + ( f x + ff y ) f y + f ( f yx + ff yy )) x j
= ( f xx + 2 ff xy + f 2 f yy + ( f x + ff y ) f y ) x j
h2 h3
in
(*)
→ y( x j +1 ) = y( x j ) + hf + ( f x + ff y ) x j + ( f xx + 2 ff xy + f 2 f yy +
2! 3!
( f x + ff y ) f y ) x j + (**)
: ﺭﺍ ﺣﺴﺎﺏ ﻣﯽ ﮐﻨﻴﻢk2 ( ﻣﻘﺪﺍﺭx j , y j ) ﺣﻮﻝf ﺣﺎﻝ ﺑﺎ ﺑﺴﻂ
k2 = hf ( x j + c 2 h, y j + a 21 hf )
1 2 2
= h[ f ( x j , y j ) + (c 2 hf x + a 21 hff y ) + (c 2 h f xx + 2c 2 h 2 a 21 ff xy + (a 21 hf ) 2 f yy ) + ]
2!
ﺑﺎ ﺟﺎﻳﮕﺰﻳﻨﯽ
y j +1 = y j + w1 hf + w2 hf + h 2 ( w2 c 2 f x + w2 a 21 ff y ) +
h3 2
( w2 c 2 f xx + ﺩﺭk2 ﻭk1
2!
2
2 w2 c 2 a 21 ff xy + a 21 f 2 f yy w2 ) + (* * *) ﺭﺍﺑﻄﻪ ﻓﻮﻕ
:ﺩﺍﺭﻳﻢ
:ﺣﺎﻝ ﺑﺎ ﻣﺘﺤﺪ ﻗﺮﺍﺭ ﺩﺍﺩﻥ )**( ﻭ )* * *( ﺩﺍﺭﻳﻢ
w1 + w2 = 1
w2 c 2 = 1
2
w a = 1
2 21 2
c = a
2 21
٨٧
1 1
w1 = 1 −ﺑـﻪ ﻃـﻮﺭﯼ ﮐـﻪ c 2 ≠ 0 = w2ﻭ ﺟﻮﺍﺏ ﺩﺳﺘﮕﺎﻩ ﻓﻮﻕ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ ، a 21 = c2
2c 2 2c 2
ﭘﺎﺭﺍﻣﺘﺮ ﺁﺯﺍﺩ ﻣﯽ ﺑﺎﺷﺪ.ﭼﻨﺎﻥ ﭼﻪ ﺟﻮﺍﺏ ﺭﺍ ﺩﺭ ﺭﺍﺑﻄﻪ ﺑﺎﻻ ﻗﺮﺍﺭ ﺩﻫﻴﻢ ﺩﺍﺭﻳﻢ:
h2 h 3 c2
y j +1 = y j + hf j + ( f x + ff y ) x j + ( f xx + 2 ff xy + f 2 f yy ) x j +
2 4
ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
T j = y( x j +1 ) − y j +1
1 1 2
= h 3 [ ( f xx + 2 ff xy + f 2 f yy + ( f x + ff y ) f y − ( w2 c 2 f xx + 2c 2 a 21 w2 ff xy +
!3 !2
2
a 21 w2 f f yy ] +
2
c21 1
([ = h 3 − )( f xx + 2 ff xy + f 2 f yy ) − ( f x + ff y ) f y ] +
4 6 6
ﺍﻳﻦ ﺭﺍﺑﻄﻪ ﻧﺸﺎﻥ ﻣﯽ ﺩﻫﺪ ﮐﻪ ﺭﻭﺵ ﻓﻮﻕ ﺩﺍﺭﺍﯼ ﺩﻗﺖ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺍﺳﺖ.ﭘﺎﺭﺍﻣﺘﺮ ﺁﺯﺍﺩ c2ﻣﻌﻤﻮﻻ ﺑﻴﻦ ﺻﻔﺮ
ﻭﻳﮏ ﺍﻧﺘﺨﺎﺏ ﻣﯽ ﮔﺮﺩﺩ.ﺑﺮﺧﯽ ﺍﻭﻗﺎﺕ c2ﺭﺍ ﺑﻪ ﻃﺮﻳﻘﯽ ﺍﻧﺘﺨﺎﺏ ﻣﯽ ﮐﻨﻴﻢ ﮐﻪ ﻳﮑﯽ ﺍﺯ wﻫﺎ ﺻﻔﺮ
1
= c2ﺍﻧﺘﺨﺎﺏ ﺷﻮﺩ w1 = 0ﻣﯽ ﮔﺮﺩﺩ. ﺷﻮﻧﺪ.ﺑﻪ ﻋﻨﻮﺍﻥ ﻣﺜﺎﻝ ﺍﮔﺮ
2
1
) (aﺍﮔﺮ = c2ﺍﻧﺘﺨﺎﺏ ﺷﻮﺩ ﺩﺍﺭﻳﻢ:
2
h h
y j +1 = y j + hf ( x j + , y j + f j ) , j = 0(1)n − 1
2 2
ﺍﻳﻦ ﺭﺍﺑﻄﻪ ﻫﻤﺎﻥ ﺭﻭﺵ ﻧﺼﻒ ﮔﺎﻡ ﺍﻭﻳﻠﺮ ﺍﺳﺖ.
) (bﺍﮔﺮ c2 = 1ﺭﺍ ﺑﻪ ﻋﻨﻮﺍﻥ ﭘﺎﺭﺍﻣﺘﺮ ﺁﺯﺍﺩ ﺍﻧﺘﺨﺎﺏ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
h
y j +1 = y j + [ f ( x j , y j ) + f ( x j + h, y j + hf j )] , j = 0(1)n − 1
2
ﺍﻳﻦ ﺭﻭﺵ ﻫﻤﺎﻥ ﺭﻭﺵ ﮐﻮﺷﯽ – ﺍﻭﻳﻠﺮ ﺍﺳﺖ ﮐﻪ ﻗﺒﻼ ﺑﺤﺚ ﺷﺪ.
2
= c2ﺍﻧﺘﺨﺎﺏ ﺷﻮﺩ ﻳﻌﻨﯽ ﺿﺮﻳﺐ ﺟﻤﻼﺗﯽ ﺍﺯ ﺧﻄﺎﯼ ﻗﻄﻊ ﮐﺮﺩﻥ ﺭﺍ ﺻﻔﺮ ﺑﺴﺎﺯﻳﻢ ﺭﻭﺷﯽ ﺭﺍ ﮐـﻪ ) (cﺍﮔﺮ
3
ﺑﻪ ﺩﺳﺖ ﺧﻮﺍﻫﻴﻢ ﺁﻭﺭﺩ ،ﺭﻭﺵ ﺭﺍﻧﮓ – ﮐﻮﺗﺎﯼ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺑﻬﻴﻨﻪ ﻣﯽ ﺑﺎﺷﺪ.
٨٨
1 3
w1 = , w2 =
4 4
k1 = hf ( x j , y j )
2 2
k2 = hf ( x j + h, y j + k1 )
3 3
1
y j +1 = y j + (k1 + 3k2 ) , j = 0(1)n − 1
4
:ﮐﻮﺗﺎﯼ ﻣﺮﺗﺒﻪ ﺳﻮﻡ- ﺭﻭﺷﻬﺎﯼ ﺭﺍﻧﮓ
k1 = hf ( x j , y j )
k2 = hf ( x j + c 2 h, y j + a 21 k1 )
k3 = hf ( x j + c3 h, y j + a 31 k1 + a 32 k2 ) j = 0(1)n − 1
y = y + w k + w k + w k
j +1 j 1 1 2 2 3 3
1
ﺑﻪ ﻋﻨﻮﺍﻥ ﭘﺎﺭﺍﻣﺘﺮc2 = ﭼﻨﺎﻥ ﭼﻪ. ﻫﺎ ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﮐﺮﺩw ﻫﺎ ﻭc ، ﻫﺎa ﻧﻈﻴﺮ ﺭﻭﺵ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﻣﯽ ﺗﻮﺍﻥ
2
.ﺁﺯﺍﺩ ﺍﻧﺘﺨﺎﺏ ﮐﻨﻴﻢ ﺭﻭﺷﯽ ﮐﻪ ﻣﯽ ﻳﺎﺑﻴﻢ ﺭﺍﻧﮓ – ﮐﻮﺗﺎﯼ ﮐﻼﺳﻴﮏ ﻣﺮﺗﺒﻪ ﺳﻮﻡ ﻣﯽ ﺑﺎﺷﺪ
1 1 4
c 2 = a 21 = 2 , c3 = 1, a 31 = −1, a 32 = 2, w1 = w3 = 6 , w2 = 6
k1 = hf ( x j , y j )
1 1
k2 = hf ( x j + h, y j + k1 )
2 2
k3 = hf ( x j + h, y j − k1 + 2k2 ) j = 0(1)n − 1
y = y + 1 ( k + 4k + k )
j +1 j
6
1 2 3
:ﮐﻮﺗﺎﯼ ﻣﺮﺗﺒﻪ ﭼﻬﺎﺭﻡ- ﺭﻭﺵ ﻫﺎﯼ ﺭﺍﻧﮓ
k1 = hf ( x j , y j )
k2 = hf ( x j , c 2 h, y j + a 21 k1 )
k3 = hf ( x j + c3 h, y j + a 31 k1 + a 32 k2 )
k4 = hf ( x j + c 4 h, y j + a 41 k1 + a 42 k2 + a 43 k3 ) j = 0(1)n − 1
y j +1 = y j + w1 k1 + w2 k2 + w3 k3 + w4 k4
٨٩
ﺑﺎﺯ ﻫﻢ ﻧﻈﻴﺮ ﺭﻭﻧﺪ ﻓﻮﻕ ﻋﻤﻞ ﻣﯽ ﮐﻨﻴﻢ ﻭ cﻫﺎ a ،ﻫﺎ ﻭ wﻫﺎ ﺭﺍ ﻣﯽ ﻳﺎﺑﻴﻢ.ﻣﺎ ﺩﺭ ﺍﻳﻨﺠﺎ ﻓﻘﻂ ۱۲ﺭﺍﺑﻄﻪ ﺭﺍ ﺑﻪ
1
ﻣﺠﻬﻮﻻﺕ ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺩﺳﺖ ﺁﻭﺭﺩﻳﻢ ﺍﻣﺎ ﺗﻌﺪﺍﺩ ﻣﺠﻬﻮﻻﺕ ۱۳ﻣﯽ ﺑﺎﺷﺪ ،ﺑﺎ ﺍﻧﺘﺨﺎﺏ ﭘﺎﺭﺍﻣﺘﺮ ﺁﺯﺍﺩ ﺑﺮﺍﺑﺮ
2
ﺯﻳﺮ ﻣﯽ ﺗﻮﺍﻥ ﻣﺤﺎﺳﺒﻪ ﮐﺮﺩ .ﻟﺬﺍ ﺭﻭﺵ ﮐﻼﺳﻴﮏ ﻣﺮﺗﺒﻪ ﭼﻬﺎﺭﻡ ﺭﺍﻧﮓ – ﮐﻮﺗﺎ ﺭﺍ ﺧﻮﺍﻫﻴﻢ ﺩﺍﺷﺖ:
1
= c 2 = a 21 = c3 = a 32 , a 31 = 0
2
c 4 = 1 a 41 = a 42 = 0 a 43 = 1
1 2
= w1 = w4 = w2 = w3
6 6
ﺭﻭﺵ ﺭﺍﻧﮓ – ﮐﻮﺗﺎﯼ ﮐﻼﺳﻴﮏ ﻣﺮﺗﺒﻪ ﭼﻬﺎﺭﻡ:
) k1 = hf ( x j , y j
) k = hf ( x + 1 h, y + 1 k
2 j
2
j
2
1
1 1
k
3 = hf ( x j + h , y j + k1 )
2 2
) k4 = hf ( x j + h, y j + k3 j = 0(1)n − 1
) y = y + 1 ( k + 2k + 2k + k
j +1 j
6
1 2 3 4
ﺭﻭﺷﻬﺎﯼ ﻓﻮﻕ ﺻﺮﻳﺢ ،ﺗﮏ ﮔﺎﻣﯽ ﻭ ﺧﻮﺩﺷﺮﻭﻉ ﮐﻨﻨﺪﻩ ﻫـﺴﺘﻨﺪ.ﭼـﻮﻥ ﺍﺯ y(a ) = αﮐـﻪ ﺩﺭ ﺷـﺮﺍﻳﻂ ﺍﻭﻟﻴـﻪ
ﻣﺴﺌﻠﻪ ﺩﺍﺩﻩ ﺷﺪﻩ ،ﻣﯽ ﺗﻮﺍﻥ ﺍﺳﺘﻔﺎﺩﻩ ﮐﺮﺩ ﻭ ﺭﻭﺷﻬﺎ ﺭﺍ ﺭﺍﻩ ﺍﻧﺪﺍﺯﯼ ﻧﻤﻮﺩ.
ﻫﻤﮕﺮﺍﻳﯽ ﻭ ﺁﻧﺎﻟﻴﺰ ﺧﻄﺎﯼ ﺭﻭﺷﻬﺎﯼ ﺭﺍﻧﮓ ﮐﻮﺗﺎ:
ﺩﺭﺍﻳﻦ ﺟﺎ ﻣﺎ ﻫﻤﮕﺮﺍﻳﯽ ﺭﻭﺵ ﻣﺮﺗﺒـﻪ ﺳـﻮﻡ ﻳـﺎ ﺳـﻪ ﺿـﺮﻳﺐ ﺯﺍﻭﻳـﻪ ﺍﯼ ﺭﺍﻧـﮓ – ﮐﻮﺗـﺎ ﺭﺍ ﺍﺛﺒـﺎﺕ ﻣـﯽ ﮐﻨـﻴﻢ
.ﺑﻨﺎﺑﺮﺍﻳﻦ ﺩﺍﺭﻳﻢ:
) k1 = hf ( x j , y j
) k2 = hf ( x j + c 2 h, y j + a 21 k1
) k3 = hf ( x j + c3 h, y j + a 31 k1 + a 32 k2 j = 0(1)n − 1
) y = y + w k + w k + w k )(1
j +1 j 1 1 2 2 3 3
٩٠
ﻫﻤﭽﻨﻴﻦ ﻣﯽ ﺩﺍﻧﻴﻢ ﮐﻪ ﻓﺮﻡ ﮐﻠﯽ ﺭﻭﺵ ﺗﮏ ﮔﺎﻣﯽ ﺑﻪ ﻓﺮﻡ ﺯﻳﺮ ﺍﺳﺖ:
)y j +1 = y j + hφ ( x j y j , h )( 2
ﺍﺯ ﻣﻘﺎﻳﺴﻪ ) (۱ﻭ ) (۲ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺗﺎﺑﻊ ﺗﺼﺤﻴﺢ ﺭﻭﺵ ﻣﺮﺗﺒﻪ ﺳﻮﻡ ﺭﺍﻧﮓ – ﮐﻮﺗﺎ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
1
] φ ( x j , y j , h) = [ w1 k1 + w2 k2 + w3 k3 )(3
h
ﺣﺎﻝ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ﺯﻳﺮ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ .ﺍﻳﻦ ﻣﺴﺌﻠﻪ ﺩﺍﺭﺍﯼ ﺟﻮﺍﺏ ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ ﺍﺳـﺖ ﺍﮔـﺮ fﺩﺭ
ﺷﺮﻁ ﻟﻴﭗ ﺷﻴﺘﺰ ﺻﺪﻕ ﮐﻨﺪ:
)y′ = f ( x, y
f ( x, y1 ) − f ( x, y2 ) ≤ L y1 − y2
ﺍﺯ ﺁﻧﺠﺎ ﮐﻪ ki i = 1(1)3ﺗﻮﺍﺑﻌﯽ ﺍﺯ fﻫﺴﺘﻨﺪ ﺑﺎﻳﺴﺘﯽ ﺩﺭ ﺷﺮﻁ ﻟﻴﭙـﺸﻴﺘﺰ ﺻـﺪﻕ ﮐﻨﻨـﺪ.ﻟـﺬﺍ ﺑـﻪ ﺍﺯﺍﯼ y jﻭ
y* jﺩﺍﺭﻳﻢ:
) k1 = hf ( x j , y j
* k1 − k1* = h f ( x j , y j ) − f ( x j , y j * ) ≤ hL y j − y j )(4
) *k2 − k2 * = h f ( x j + c 2 h, y j + a 21 k1 ) − f ( x j + c 2 h, y j * + a 21 k1
* * * *
) ≤ hL ( y j + a 21 k1 ) − ( y j + a 21 k1 ) = hL ( y j − y j ) + a 21 (k1 − k1
* *
} ≤ hL{ y j − y j + a 21 k1 − k1
* * *
≤ hL{ y j − y j + a 21 hL y j − y j = hL(1 + a 21 hL) y j − y j )(5
) * k3 − k3* = h f ( x j + c3 h, y j + a 31 k1 + a 32 k2 ) − f ( x j + c3 h, y j * + a 31 k1* + a 32 k2
* * *
) ≤ hL ( y j + a 31 k1 + a 32 k2 ) − ( y j + a 31 k1 + a 32 k2
* * *
) = hL ( y j − y j ) + a 31 (k1 − k1 ) + a 32 (k2 − k2
* * *
} ≤ hL{ y j − y j + a 31 k1 − k1 + a 32 k2 − k2
* * *
≤ hL{ y j − y j + a 31 hL y j − y j + a 32 hL(1 + a 21 hL) y j − y j
*
= hL{1 + a 31 hL + a 32 hL(1 + a 21 hL)} y j − y j )(6
ﺣﺎﻝ ﺑﺎﻳﺴﺘﯽ ﺛﺎﺑﺖ ﮐﻨﻴﻢ ﻭﻗﺘﯽ ﮐﻪ h → 0ﺗﺎﺑﻊ ﺗﺼﺤﻴﺢ ﺭﺍﺑﻄﻪ ) (3ﻫﻢ ﺩﺭ ﺷﺮﻁ ﻟﻴﭙﺸﻴﺘﺰ ﺻﺪﻕ ﻣﯽ ﮐﻨﺪ.
٩١
* 1 * * *
= )φ ( x j , y j , h ) − φ * ( x j , y j , h ) ( w1 k1 + w2 k2 + w3 k3 ) − ( w1k1 + w2 k2 + w3 k3
h
1
= ) * w1 (k1 − k1* ) + w2 (k2 − k2 * ) + w3 (k3 − k3
h
1 * * *
} ≤ {w1 k1 − k1 + w2 k2 − k2 + w3 k3 − k3
h
1 * *
= {w1 hL y j − y j + w2 hL(1 + a 21 hL) y j − y j + w3 hL(1 + a 31 hL +
h
a 32 hL(1 + a 21 h)) y j − y j * } ( →
) 4 ),( 5 ),( 6
*
∴ φ − φ * ≤ L{w1 + w2 (1 + a 21 hL) + w3 (1 + a 31 hL + a 32 hL(1 + a 21 hL))} y j − y j
*
= L{( w1 + w2 + w3 ) + hL( w2 a 21 + w3 a 31 ) + hLa 32 w3 ) + w3 a 32 a 21 h 2 L2 } y j − y j
if *h → 0 ⇒ φ − φ * ≤ L yj − yj
ﻟﺬﺍ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺟﻮﺍﺏ ﻣﺤﺎﺳﺒﻪ ﺷﺪﻩ ﺑـﻪ ﺟـﻮﺍﺏ ﻭﺍﻗﻌـﯽ ﻫﻤﮕﺮﺍﺳـﺖ .ﺑـﺮ ﻫﻤـﻴﻦ ﺍﺳـﺎﺱ ﻣـﯽ ﺗـﻮﺍﻥ
ﻫﻤﮕﺮﺍﻳﯽ ﺭﻭﺷﻬﺎﯼ ﺭﺍﻧﮓ ﮐﻮﺗﺎﯼ ﻣﺮﺍﺗﺐ ﺑﺎﻻﺗﺮ ﺭﺍ ﻫﻢ ﺑﺮﺭﺳﯽ ﮐﺮﺩ.
ﺭﻭﺷﻬﺎﯼ ﭼﻨﺪﮔﺎﻣﯽ:
ﻳﮏ ﺭﻭﺵ ﭼﻨﺪﮔﺎﻣﯽ ﺭﺍ ﺩﺍﺭﺍﯼ ﺩﻗﺖ ﻣﺮﺗﺒﻪ Pﻧﺎﻣﻴﻢ ﻫﺮﮔﺎﻩ ﺧﻄﺎﯼ ﻣﻮﺿﻌﯽ ) (truncateﺁﻥ ﺭﺍ ﺑـﺎ ﺍﺳـﺘﻔﺎﺩﻩ
ﺍﺯ ﺳﺮﯼ ﺗﻴﻠﻮﺭ ﺣﻮﻝ x jﺑﺴﻂ ﺩﻫﻴﻢ:
) T j = C 0 y( x j ) + C1 hy′( x j ) + C 2 h 2 y′′( x j ) + + C P h P y ( P ) ( x j ) + C P +1 h P +1 y ( P +1) ( x j
) )+ O(h P + 2
ﺿﺮﺍﻳﺐ C i = 0 i = 0(1) P , C P +1 ≠ 0ﺑﺎﺷﺪ.
ﺳﺎﺯﮔﺎﺭﯼ ﺭﻭﺷﻬﺎﯼ ﭼﻨﺪﮔﺎﻣﯽ:
ﻳﮏ ﺭﻭﺵ ﭼﻨﺪﮔﺎﻣﯽ ﺧﻄﯽ ﺭﺍ ﺳﺎﺯﮔﺎﺭ ) (consis tan tﻣﯽ ﮔﻮﻳﻴﻢ ﺍﮔﺮ ﺩﺍﺭﺍﯼ ﺩﻗﺖ ﻣﺮﺗﺒﻪ ) P (> 1ﺑﺎﺷـﺪ
ﻳﻌﻨﯽ ﺣﺪﺍﻗﻞ C 0 = C1 = 0ﺑﺎﺷﺪ.
ﺭﻭﺵ kﮔﺎﻣﯽ:
ﻓﺮﻡ ﮐﻠﯽ ﺭﻭﺷﻬﺎﯼ kﮔﺎﻣﯽ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺍﺳﺖ:
٩٢
k
)y j +1 = ∑ a i y j −i +1 + hφ ( x j +1 , x j , , x j − k +1 , y′j +1 , , y′j −k +1 , h
i =1
ﺭﻭﺵ kﮔﺎﻣﯽ ﺧﻄﯽ:
ﻓﺮﻡ ﮐﻠﯽ ﺭﻭﺷﻬﺎﯼ kﮔﺎﻣﯽ ﺧﻄﯽ ﺑﻪ ﻓﺮﻡ ﺯﻳﺮ ﺍﺳﺖ:
k k
y j +1 = ∑ a i y j −i +1 + h∑ bi y′j −i +1
i =1 i =0
k k
] = ∑ a i y j −i +1 + h[b0 y′j +1 + ∑ bi y′j −i +1 )(1
i =1 i =1
ﺍﮔﺮ ﺩﺭ ﺭﺍﺑﻄﻪ ) b0 = 0 ، (1ﺑﺎﺷﺪ ﺭﻭﺵ kﮔﺎﻣﯽ ﺧﻄﯽ ﺭﺍ ﺭﻭﺵ ﺻﺮﻳﺢ ﻳﺎ ﺭﻭﺵ ﭘﻴﺸﮕﻮ ﻭ ﻳﺎ ﺑـﺎﺯ ﻭﺩﺭﻏﻴـﺮ
ﺍﻳﻨﺼﻮﺭﺕ ﺭﻭﺵ ﺿﻤﻨﯽ ﻳﺎ ﺍﺻﻼﺣﮕﺮ ﻭ ﻳﺎﺑﺴﺘﻪ ﺧﻮﺍﻧﺪﻩ ﻣﯽ ﺷﻮﺩ.
ﺭﻭﺵ ﻫﺎﯼ kﮔﺎﻣﯽ ﺻﺮﻳﺢ ﺁﺩﺍﻣﺰ – ﺑﺸﻔﻮﺭﺕ:
ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ﺯﻳﺮ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ:
y′ = f ( x, y) , a ≤ x ≤ b, y(a ) = α )(2
ﺍﺑﺘﺪﺍ ﺑﺎﺯﻩ ] [a , bﺭﺍ ﺑﻪ nﺯﻳﺮ ﺑﺎﺯﻩ ﺑﺎ ﮔﺎﻡ ﻣﺴﺎﻭﯼ hﺍﻓﺮﺍﺯ ﻣﯽ ﮐﻨﻴﻢ ﻟﺬﺍ ﺩﺍﺭﻳﻢ:
b−a
=h
n
x j = a + jh , j = 0(1) n
ﺣﺎﻝ ﺍﮔﺮ ﺍﺯ ﻣﻌﺎﺩﻟﻪ ﺩﺍﺩﻩ ﺷﺪﻩ ﺩﺭ ﻓﺎﺻﻠﻪ ] [ x j , x j +1ﻧﺴﺒﺖ ﺑﻪ xﺍﻧﺘﮕﺮﺍﻝ ﺑﮕﻴﺮﻳﻢ ﺩﺍﺭﻳﻢ:
x j +1 x j +1
= ∫ y′dx
xj
∫ f ( x, y)dx
xj
x j +1
y( x j +1 ) = y( x j ) + ∫ f ( x, y)dx
xj
)(3
ﺩﺭ ) (۳ﺍﺯ ﺗﺎﺑﻊ ﺯﻳﺮﻋﻼﻣﺖ ﺍﻧﺘﮕﺮﺍﻝ ﺍﺯ ﺁﻥ ﺟﺎ ﮐﻪ yﻣﺠﻬﻮﻝ ﻣﯽ ﺑﺎﺷﺪ ﻧﻤﯽ ﺗﻮﺍﻥ ﺍﻧﺘﮕﺮﺍﻝ ﮔﺮﻓـﺖ ﻟـﺬﺍ ﺁﻥ ﺭﺍ
ﺗﻮﺳﻂ ﻓﺮﻣﻮﻝ ﺩﺭﻭﻥ ﻳﺎﺏ ﭘﺴﺮﻭ ﻧﻴـﻮﺗﻦ ﺩﺭ ﻧﻘـﺎﻁ ﮔـﺮﻩ ﺍﯼ ﻗﺒـﻞ ﺍﺯ x jﻳﻌﻨـﯽ kﻧﻘﻄـﻪ x j , x j −1 , , x j −k +1
ﺗﻘﺮﻳﺐ ﻣﯽ ﺯﻧﻴﻢ.ﻟﺬﺍ ﺩﺍﺭﻳﻢ:
٩٣
x − xj ( x − x j )( x − x j −1 ) 2 ( x − x j ) ( x − x j −k + 2 ) k −1
Pk −1 ( x) = f j + ∇f j + ∇ f j + + ∇ fj
h 2h 2 (k − 1)!h k −1
) ( x − x j ) ( x − x j − k +1 ) ( k
+ ) f (c
!k
ﺣﺎﻝ ﺑﺎ ﺗﻐﻴﻴﺮ ﻣﺘﻐﻴﺮ ﺯﻳﺮ ﻣﯽ ﺗﻮﺍﻥ ﺣﺪﻭﺩ ﺍﻧﺘﮕﺮﺍﻝ ﮔﻴﺮﯼ ﺭﺍ ﺳﺎﺩﻩ ﻧﻤﻮﺩ .ﺑﻨﺎﺑﺮﺍﻳﻦ ﺩﺍﺭﻳﻢ:
x − xj
= u ⇒ dx = hdu
h
]x : [ x j , x j +1 ] ⇒ u : [0,1
1 u (u + 1) (u + k − 2) k −1
Pk −1 (u ) = f j + u∇f j + u (u + 1)∇ 2 f j + + ∇ fj
2 !)(k − 1
) u (u + 1) (u + k − 1) k ( k
+ ) h f (c )(4
!k
ﺣﺎﻝ ﺭﺍﺑﻄﻪ ) (۴ﺭﺍ ﺩﺭ ﺭﺍﺑﻄﻪ ) (۳ﻗﺮﺍﺭ ﻣﯽ ﺩﻫﻴﻢ ﺩﺍﺭﻳﻢ:
1
1 u (u + 1) (u + k − 2) k −1
y( x j +1 ) = y( x j ) + h ∫ [ f j + u∇f j + u (u + 1)∇ 2 f j + + ∇ f j ]du
0
2 !)(k − 1
1
) u (u + 1) (u + k − 1) k +1 ( k
∫+ h f (c )du
0
!k
1 5 2 3 251 4
y( x j +1 ) = y( x j ) + h{ f j + ∇f j + ∇ f j + ∇3 f j + ∇ f j + } + T j
2 12 8 720
ﺣﺎﻝ ﺍﮔﺮ ﺍﺯ ﺧﻄﺎﯼ ﻗﻄﻊ ﮐﺮﺩﻥ ﺻﺮﻑ ﻧﻈﺮ ﮐﻨﻴﻢ ﺭﺍﺑﻄﻪ ﺯﻳﺮ ﺭﺍ ﺩﺍﺭﻳﻢ.ﺍﺯ ﺍﻳﻦ ﺭﺍﺑﻄﻪ ﻣﯽ ﺗﻮﺍﻥ ﺧﺎﻧﻮﺍﺩﻩ ﺍﯼ ﺍﺯ
ﺭﻭﺷﻬﺎﯼ ﺁﺩﺍﻣﺰ -ﺑﺸﻔﻮﺭﺕ ﺭﺍ ﺑﺎ ﺍﻧﺘﺨﺎﺏ ﺟﻤﻼﺕ ﻣﺘﻔﺎﻭﺕ ﺁﻥ ﺑﻪ ﺩﺳﺖ ﺁﻭﺭﺩ.
1 5 2 3 251 4
y j +1 = y j + h{ f j + ∇f j + ∇ f j + ∇3 f j + }∇ f j + )(5
2 12 8 720
ﮐﻪ ﺧﻄﺎﯼ ﺁﻥ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
h k +1 1
k! ∫0
= Tj u (u + 1) (u + k − 1) f ( k ) (c)du )(6
ﺍﮔﺮ ﺩﺭ ﺭﺍﺑﻄﻪ ) (۵ﺗﺎ ﺗﻔﺎﺿﻞ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﺑﻪ ﻋﻨﻮﺍﻥ ﺗﻘﺮﻳﺐ ﺍﺳﺘﻔﺎﺩﻩ ﮐﻨﻴﻢ ﻳﺎ ﺑﻪ ﻋﺒﺎﺭﺕ ﺩﻳﮕﺮ ﺗـﺎﺑﻊ fﺭﺍ ﺑﺎﻳـﮏ
ﭼﻨﺪﺟﻤﻠﻪ ﺍﯼ ﺩﺭﺟﻪ ﺍﻭﻝ ﺗﻘﺮﻳﺐ ﺑﺰﻧﻴﻢ ﺭﻭﺵ ﺁﺩﺍﻣﺰ -ﺑﺸﻔﻮﺭﺕ ﺩﻭﮔﺎﻧﯽ ﻳﺎ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺭﺍ ﺧﻮﺍﻫﻴﻢ ﺩﺍﺷﺖ:
ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﺑﺸﻔﻮﺭﺕ ﻣﺮﺗﺒﻪ ﺩﻭﻡ
٩٤
1
) y j +1 = y j + h{ f j + ∇f j
2
1
y j +1 ]) = y j + h[ f j + ( f j − f j −1
2
h
] y j +1 = y j + [3 f j − f j −1 j = 1(1)n − 1
2
ﺣﺎﻝ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﺍﺑﻄﻪ ) (۶ﻭ ﺑﺎ ﺍﻧﺘﺨﺎﺏ k = 2ﺩﺍﺭﻳﻢ:
1
h3
2! ∫0
= Tj f ′′(c)u (u + 1)du ;0 < c < 1
ﺑﺮﺍﯼ ﻣﺤﺎﺳﺒﻪ ﺍﻳﻦ ﺍﻧﺘﮕﺮﺍﻝ ﺑﺎﻳﺪ ﺑﻪ ﻧﮑﺘﻪ ﺯﻳﺮ ﺗﻮﺟﻪ ﮐﻨﻴﻢ.
ﻧﮑﺘﻪ:
ﺍﮔﺮ ) f ( xﻭ ) g ( xﺩﻭ ﺗﺎﺑﻊ ﺑﺎﺷﻨﺪ ﻭ ﺑﺨﻮﺍﻫﻴﻢ ﺍﻧﺘﮕﺮﺍﻝ
b
∫a g ( x) f ( x)dx
ﺣﺴﺎﺏ ﮐﻨﻴﻢ ﮐﻪ ﺩﺭ ﺁﻥ ) f ( xﺗﺎﺑﻌﯽ ﭘﻴﻮﺳﺘﻪ ﺑﺎﺷﺪ ﻭ ) g ( xﺩﺭ ﻓﺎﺻـﻠﻪ ﺍﻧﺘﮕﺮﺍﻟﮕﻴـﺮﯼ ﺗﻐﻴﻴـﺮ ﻋﻼﻣـﺖ ﻧﺪﻫـﺪ
ﺁﻧﮕﺎﻩ ﻣﻘﺪﺍﺭ ﺍﻳﻦ ﺍﻧﺘﮕﺮﺍﻝ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
b b
∫a f ( x) g ( x)dx = f (ξ ) ∫ g ( x)dx
a
a <ξ <b
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭﺵ ﺁﺩﺍﻣﺰ –ﺑﺸﻔﻮﺭﺕ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
1
h3
= Tj f ′′(ξ ) ∫ u (u + 1)du ;0 < ξ < 1
!2 0
5 3
= ) h f ′′(ξ
12
) h −1T j = O(h 2
٩٥
ﻳﻌﻨﯽ ﺭﻭﺵ ﺩﺍﺭﺍﯼ ﺩﻗﺖ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺍﺳﺖ.
ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﺑﺸﻔﻮﺭﺕ ﻣﺮﺗﺒﻪ ﺳﻮﻡ
1 5 2
y j +1 = y j + h{ f j + ∇f j + )∇ fj
2 12
1 5
y j +1 ) = y j + h[ f j + ( f j − f j −1 ) + ( f j − 2 f j −1 + f j −2
2 12
h
y j +1 = y j + ] [23 f j − 16 f j −1 + 5 f j −2 j = 2(1)n − 1
12
3
)T j = h 4 f ′′′(c 0 c 1
8
) h −1T j = O(h 3
ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﺑﺸﻔﻮﺭﺕ ﻣﺮﺗﺒﻪ ﭼﻬﺎﺭﻡ
1 5 2 3
y j +1 = y j + h[ f j + ∇f j + ) ∇ f j + ∇3 f j
2 12 8
h
y j +1 = y j + ] [55 f j − 59 f j −1 + 37 f j −2 − 9 f j −3 j = 3(1)n − 1
24
) 251 5 ( 4
= Tj ) h f (c )c ∈ (0,1
720
) h −1T j = O(h 4
ﻣﺜﺎﻝ:
ﻣﺴﺎﻟﻪ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﮐﻠﻴﻪ ﺭﻭﺷﻬﺎﯼ ﺁﺩﺍﻣﺰ ﺑﺸﻔﻮﺭﺕ ﺑﺎ ﮔﺎﻡ h = 0.2ﺣﻞ ﮐﻨﻴﺪ.ﻫﻤﭽﻨﻴﻦ ﺟﻮﺍﺏ ﻣﺤﺎﺳﺒﻪ ﺷـﺪﻩ ﺩﺭ
x = 1ﺭﺍ ﺑﺎ ﺟﻮﺍﺏ ﻭﺍﻗﻌﯽ ﻣﻘﺎﻳﺴﻪ ﮐﺮﺩﻩ ﻭ ﻗﺪﺭ ﻣﻄﻠﻖ ﺧﻄﺎ ﺭﺍ ﺑﻴﺎﺑﻴﺪ.
y′ = x + y
0 ≤ x ≤ 1
y(0) = 1
ﺣﻞ(
ﺍﺑﺘﺪﺍ ﺟﻮﺍﺏ ﻭﺍﻗﻌﯽ ﺭﺍ ﺑﻪ ﺩﺳﺖ ﻣﯽ ﺁﻭﺭﻳﻢ.ﺍﺯ ﻣﻌﺎﺩﻻﺕ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺩﺍﺭﻳﻢ ﮐﻪ ﺑﺮﺍﯼ ﺣﻞ ﻣﻌﺎﺩﻟﻪ ﺧﻄـﯽ ﻣﺮﺗﺒـﻪ
ﺍﻭﻝ ﺑﺎﻳﺪ I .Fﻳﺎ ﻋﺎﻣﻞ ﺍﻧﺘﮕﺮﺍﻟﺴﺎﺯ ﺭﺍ ﺑﻴﺎﺑﻴﻢ.ﻳﻌﻨﯽ ﺍﮔﺮ
)y′ + f ( x) y = g ( x
٩٦
ﺁﻧﮕﺎﻩ
I .F = e ∫
f ( x) dx
y=e ∫ [ ∫ g ( x).e ∫
− f ( x) dx f ( x)dx
dx + c]
:ﭘﺲ ﺩﺍﺭﻳﻢ
I .F = e ∫ = e − x
− dx
y = e x [ ∫ xe − x dx + c] = e x [− xe − x − e − x + c]
y = − x − 1 + ce x
⇒ y = − x − 1 + 2e x ⇒ y(1) = 3.436564 (*)
y(0) = −1 + c = 1 ⇒ c = 2
:ﺍﺑﺘﺪﺍ ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﺑﺸﻔﻮﺭﺕ ﻣﺮﺗﺒﻪ ﺩﻭﻡ
. ﭼﻮﻥ ﺍﻳﻦ ﺭﻭﺵ ﺧﻮﺩﺷﺮﻭﻉ ﮐﻨﻨﺪﻩ ﻧﻴﺴﺘﻨﺪ، ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﮐﺮﺩﻳﻢy1 (*) ﻭﻟﯽ ﻗﺒﻞ ﺍﺯ ﺁﻥ ﻣﺎ ﺗﻮﺳﻂ
y1 = y( x1 = 0.2) = 1.242806
h
y j +1 = y j + (3 f j − f j −1 ) i = 1(1)4
2
x0 = 0 x1 = 0.2
1− 0
n= = 5 ⇒ x2 = 0.4 x3 = 0.6
0.2 x = 0.8 x = 1
4 5
j = 1 y2 = 1.242806 + 0.1(3(0.2 + 1.242806) − (0 + 1))
= 1.575647
j=2 y3 = 1.575647 + 0.1(3(0.4 + 1.575647) − (0.2 + 1.242806))
= 2.024061
j = 3 y4 = 2.024061 + 0.1(3(0.6 + 2.024061) − (0.4 + 1.575647))
= 2.613714
j = 4 y5 = 2.613714 + 0.1(3(0.8 + 2.613714) − (0.6 + 2.024061))
= 3.375422
= y( x5 = 1) (**)
٩٧
ﻣﻘﺪﺍﺭ )*( ﻣﻘﺪﺍﺭ ﻭﺍﻗﻌﯽ ﺩﺭ x = 1ﻭ )**( ﻣﻘﺪﺍﺭ ﻣﺤﺎﺳﺒﻪ ﺷﺪﻩ ﺩﺭ x = 1ﺍﺳﺖ.ﭘﺲ ﻗـﺪﺭ ﻣﻄﻠـﻖ ﺧﻄـﺎ ﺩﺭ
ﺍﻳﻦ ﻧﻘﻄﻪ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
e5 = y5 − y( x5 = 1) = 0.061142
ﺿﻤﻨﺎ ) (e0 , e1 ,, e5ﺑﺮﺩﺍﺭ ﺧﻄﺎﺳﺖ.ﺑﺎ ﻧﺮﻡ ﻣﺎﮐﺰﻳﻤﻢ ﮔﺮﻓﺘﻦ ﺍﻳﻦ ﺑـﺮﺩﺍﺭ ﺧﻄـﺎﯼ ﺣـﻞ ﻣـﺴﺌﻠﻪ ﺣﺎﺻـﻞ ﻣـﯽ
ﺷﻮﺩ.
ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﺑﺸﻔﻮﺭﺕ ﻣﺮﺗﺒﻪ ﺳﻮﻡ:
ﻭﻟﯽ ﻗﺒﻞ ﺍﺯ ﺁﻥ ﺑﺎﻳﺪ y2ﺭﺍ ﺍﺯ )*( ﻣﺤﺎﺳﺒﻪ ﮐﻨﻴﻢ.
y2 = y( x2 = 0.4) = 1.583649
h
y j +1 = y j + ] [23 f j − 16 f j −1 + 5 f j − 2 j = 2(1)4
12
j=2 ])y3 = 1.583649[23(0.4 + 1.583649) − 16(0.2 + 1.242806) + 5(0 + 1
= 2.042633
j = 3 y4 = 2.646903
j = 4 y5 = 3.428818
e5 = y5 − y( x5 = 1) = 0.0077462
ﺗﻤﺮﻳﻦ:
ﻣﺴﺌﻠﻪ ﻓﻮﻕ ﺭﺍ ﺑﺎ ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﺑﺸﻔﻮﺭﺕ ﻣﺮﺗﺒﻪ ﭼﻬﺎﺭﻡ ﺣﻞ ﮐﻨﻴﺪ.
ﺭﻭﺵ ﭼﻨﺪﮔﺎﻣﯽ ﺿﻤﻨﯽ ﺁﺩﺍﻣﺰ -ﻣﻮﻟﺘﻮﻥ
ﺍﺯ ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺭﺍﺑﻄﻪ ) (۲ﺩﺭ ﺑﺎﺯﻩ ] [ x j , x j +1ﺍﻧﺘﮕﺮﺍﻝ ﻣﯽ ﮔﻴﺮﻳﻢ .ﻟﺬﺍ ﺩﺍﺭﻳﻢ:
x j +1 x j +1
∫ y′dx = x∫ f ( x, y)dx
xj j
x j +1
y( x j +1 ) = y( x j ) + ∫ f ( x, y)dx
xj
)(1
٩٨
ﺣﺎﻝ ﭼﻨﺎﻥ ﭼﻪ ﺗﺎﺑﻊ fﺭﺍ ﺩﺭ k + 1ﻧﻘﻄﻪ ﻗﺒﻞ ﺍﺯ x j +1ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻓﺮﻣـﻮﻝ ﺩﺭﻭﻥ ﻳـﺎﺏ ﭘـﺴﺮﻭ ﻧﻴـﻮﺗﻦ ﻳﻌﻨـﯽ
ﺩﺭ ﻧﻘﺎﻁ x j +1 , x j ,, x j −k +1ﺗﻘﺮﻳﺐ ﺑـﺰﻧﻴﻢ ﭼﻨـﺪ ﺟﻤﻠـﻪ ﺍﯼ ﺩﺭﻭﻥ ﻳـﺎﺏ ﺩﺭﺟـﻪ kﺍﻡ ﺭﺍ ﺑـﻪ ﺻـﻮﺭﺕ ﺯﻳـﺮ
ﺩﺍﺭﻳﻢ:
x − x j +1 ( x − x j +1 )( x − x j ) 2 ) ( x − x j +1 )( x − x j ) ( x − x j −k + 2
Pk ( x) = f j +1 + ∇f j +1 + ∇ f j +1 + +
h 2!h 2
k!h k
)( x − x j +1 )( x − x j ) ( x − x j −k +1 ) ( k +1
∇ k f j +1 + f ) (c
!)(k + 1
x − xj
ﺍﺳـﺘﻔﺎﺩﻩ ﻣـﯽ ﮐﻨـﻴﻢ ﻟـﺬﺍ ﺑﺮﺍﯼ ﺁﺳﺎﻧﯽ ﮐﺎﺭ ﻭ ﺟﻬﺖ ﺗﻐﻴﻴﺮ ﺣﺪﻭﺩ ﺍﻧﺘﮕﺮﺍﻝ ﮔﻴﺮﯼ ﺍﺯ ﺗﻐﻴﻴﺮ ﻣﺘﻐﻴـﺮ = u
h
ﺩﺍﺭﻳﻢ:
dx = hdu
]u : [0,1
x − x j +1 x − ( x j + h) x − x j − h
= = = u −1
h h h
)u (u − 1 (u − 1)u (u + 1) 3
∴ Pk (u ) = { f j +1 + (u − 1)∇f j +1 + ∇ 2 f j +1 + ∇ f j +1 +
!2 !3
(u − 1)u (u + 1) (u + k − 2) k
+ ∇ f j +1
k!
*
)(u − 1)u (u + 1) (u + k − 1) ( k +1
+ h k +1 f ) (c
!)(k + 1
ﺣﺎﻝ ﺍﻳﻦ ﻋﺒﺎﺭﺕ ﺭﺍ ﺩﺭ ﺭﺍﺑﻄﻪ ) (1ﻗﺮﺍﺭ ﻣﯽ ﺩﻫﻴﻢ:
1 1
)(u − 1)u (u + 1) (u + k − 1) ( k +1
∫ y( x j +1 ) = y( x j ) + ∫ (*) dx + h k + 2 f (c ) du
0 0
!)(k + 1
ﺣﺎﻝ ﺍﮔﺮﺍﺯ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺍﻳﻦ ﺭﺍﺑﻄﻪ ﺻﺮﻑ ﻧﻈﺮ ﮐﻨﻴﻢ ﻭ ﺍﻧﺘﮕﺮﺍﻝ ﺑﮕﻴﺮﻳﻢ ﻭ ﻣﺤﺎﺳﺒﻪ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
٩٩
1 1 2 1 19 4
y j +1 = y j + h[ f j +1 − ∇f j +1 − ∇ f j +1 − ∇ 3 f j +1 − ∇ f j +1
2 12 24 720
27 5
− ]∇ f j +1 − )(2
1440
ﮐﻪ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺁﻥ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
h k+2 1
= Tj ∫
(k + 1)! 0
) (u − 1)u (u + 1) (u + k − 1) f ( k +1) ( µ )µ ∈ (0,1
ﺩﺭ ﺭﺍﺑﻄﻪ) (۲ﺑﺎ ﺍﻧﺘﺨﺎﺏ ﺟﻤﻼﺕ ﻣﺮﺍﺗﺐ ﻣﺨﺘﻠﻒ ﻣﯽ ﺗﻮﺍﻥ ﺭﻭﺷﻬﺎﯼ ﻣﺨﺘﻠﻒ ﺁﺩﺍﻣﺰ -ﻣﻮﻟﺘﻮﻥ ﺭﺍ ﺑـﻪ ﺩﺳـﺖ
ﺁﻭﺭﺩ .ﭼﻨﺎﻥ ﭼﻪ ﺗﺎ ﺗﻔﺎﺿﻞ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﺭﺍ ﺑﻪ ﻋﻨﻮﺍﻥ ﺗﻘﺮﻳﺐ ﺩﺭ ﻧﻈﺮ ﺑﮕﻴﺮﻳﻢ ﺭﻭﺵ ﺁﺩﺍﻣﺰ – ﻣﻮﻟﺘـﻮﻥ ﻣﺮﺗﺒـﻪ ﺩﻭﻡ
ﻭ ﺗﮏ ﮔﺎﻣﯽ ﺭﺍ ﺩﺍﺭﻳﻢ:
-۱ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﻣﻮﻟﺘﻮﻥ ﻣﺮﺗﺒﻪ ﺩﻭﻡ )ﺗﮏ ﮔﺎﻣﯽ(
1
] y j +1 = y j + h[ f j +1 − ∇f j +1
2
1
y j +1 ]) = y j + h[ f j +1 − ( f j +1 − f j j = 0(1)n − 1
2
h
] y j +1 = y j + [ f j +1 + f j
2
3 1
h h3
= T j +1 f ′′( µ ) ∫ (u − 1)udu = − ) f ′′( µ
!2 0
12
) h −1T j = O(h 2
-۲ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﻣﻮﻟﺘﻮﻥ ﻣﺮﺗﺒﻪ ﺳﻮﻡ )ﺩﻭﮔﺎﻣﯽ(
ﭼﻨﺎﻥ ﭼﻪ ﺩﺭ ﺭﺍﺑﻄﻪ ) (۲ﺗﺎ ﺗﻔﺎﺿﻞ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺭﺍ ﺑﻪ ﻋﻨﻮﺍﻥ ﺗﻘﺮﻳﺐ ﺍﺳﺘﻔﺎﺩﻩ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
1 1 2
y j +1 = y j + h[ f j +1 − ∇f j +1 − ] ∇ f j +1
2 12
1 1
y j +1 ]) = y j + h[ f j +1 − ( f j +1 − f j ) − ( f j +1 − 2 f j + f j −1 j = 1(1)n − 1
2 12
h
y j +1 = y j + ] [5 f j +1 + 8 f j − f j −1
12
1
h4 h4
= T j +1 f ′′′( µ ) ∫ (u − 1)u (u + 1)du = − ) f ′′′( µ
!3 0
24
) h −1T j = O(h 3
١٠٠
-۳ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﻣﻮﻟﺘﻮﻥ ﻣﺮﺗﺒﻪ ﭼﻬﺎﺭﻡ )ﺳﻪ ﮔﺎﻣﯽ(:
ﭼﻨﺎﻥ ﭼﻪ ﺩﺭ ﺭﺍﺑﻄﻪ ) (۲ﺗﺎ ﺗﻔﺎﺿﻞ ﻣﺮﺗﺒﻪ ﺳﻮﻡ ﺭﺍ ﺑﻪ ﻋﻨﻮﺍﻥ ﺗﻘﺮﻳﺐ ﺍﺳﺘﻔﺎﺩﻩ ﻧﻤﺎﻳﻴﻢ ﺩﺍﺭﻳﻢ:
1 1 2 1
y j +1 = y j + h[ f j +1 − ∇f j +1 − ] ∇ f j +1 − ∇ 3 f j +1
2 12 24
h
y j +1 = y j + ] [9 f j +1 + 19 f j − 5 f j −1 + f j −2 j = 2(1)n − 1
24
1
h5 )19h 5 ( 4
= T j +1 f )(4
( µ ) ∫ (u − 1)u (u + 1)(u + 2)du = − ) f (µ
!4 0
720
−1
) h T j = O(h 4
ﺭﻭﺵ ﻫﺎﯼ ﭘﻴﺸﮕﻮ ﺍﺻﻼﺣﮕﺮ ) PCM : (Pr edicted Corrected Method
P:
k k
y (j0) = ∑ a i y (j0−)i +1 + h∑ bi f j(−0i)+1
i =1 i =1
ﻭ ﺑﻪ ﻃﻮﺭ ﮐﻠﯽ :
C:
k k
y (jr++11) = ∑ a i y j −i +1 + hb0 f ( x j +1 , y (jr+)1 ) + h∑ bi f j −i +1 r = 0,1,2,
i =1 i =1
ﺍﺑﺘﺪﺍ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻳﮏ ﺭﻭﺵ ﭼﻨﺪﮔﺎﻣﯽ ﺻﺮﻳﺢ ﺟﻮﺍﺏ ﻣﻌﺎﺩﻟﻪ ﺭﺍ ﭘﻴﺸﮕﻮﻳﯽ ﻣﯽ ﮐﻨﻴﻢ
P : y (j0+)1
ﺳﭙﺲ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺟﻮﺍﺏ ﻣﺮﺣﻠﻪ ﭘﻴﺸﮕﻮﻳﯽ ﺟﻤﻠﻪ ﺿﻤﻨﯽ ﮐﻨﻨﺪﻩ ﺭﻭﺵ ﺍﺻﻼﺣﮕﺮ ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﻣﯽ ﮐﻨﻴﻢ
) E : f ( x j +1 , y (j0+)1
ﺩﺭ ﻣﺮﺣﻠﻪ ﺁﺧﺮﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻣﻮﺍﺭﺩ ﻓﻮﻕ ﺟﻮﺍﺏ ﻣﺮﺣﻠﻪ ﺗﺼﺤﻴﺢ ﺭﺍ ﻣﯽ ﻳﺎﺑﻴﻢ
C : y (j1+)1
ﺍﻳﻦ ﻋﻤﻞ ﺭﺍ ﻣﺠﺪﺩﺍ ﺗﮑﺮﺍﺭ ﻣﯽ ﮐﻨﻴﻢ ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ nﺑﺎﺭ ﺍﻳﻦ ﻋﻤﻞ ﺭﺍ ﺗﮑﺮﺍﺭ ﮐﺮﺩﻳﻢ ﺩﺭ ﻧﺘﻴﺠﻪ ﺩﺍﺭﻳﻢ:
١٠١
PECECEC EC ≡ P ( EC ) n n = 1,2,
ﻳﻌﻨﯽ ﻳﮑﺒﺎﺭ ﭘﻴﺸﮕﻮﻳﯽ ﻣﯽ ﮐﻨﻴﻢ ﻭ nﺑﺎﺭ ﻣﺤﺎﺳﺒﻪ ﻭ ﺍﺻﻼﺡ ﻣﯽ ﮐﻨﻴﻢ.
ﻣﺜﺎﻝ:
ﻣﺴﺌﻠﻪ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﺭﻭﺷﻬﺎﯼ ﭘﻴﺸﮕﻮ ﺍﺻﻼﺣﮕﺮﻣﺮﺗﺒﻪ ﺳﻮﻡ ﺗﺎ ﺩﻭ ﻣﺮﺣﻠﻪ ﺗﮑﺮﺍﺭ ) (r = 0,1ﺣﻞ ﮐﻨﻴﺪ.
y′ = x + y
0 ≤ x ≤1
y(0) = 1
h = 0.2
ﺣﻞ(
1− 0
=n =5
0.2
x0 = 0 x1 = 0.2
x2 = 0.4 x3 = 0.6
x = 0.8 x = 1
4 5
ﺍﺑﺘﺪﺍ ﺑﺎ ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﺑﺸﻔﻮﺭﺕ ﻣﺮﺗﺒﻪ ﺳﻮﻡ ﭘﻴﺸﮕﻮﻳﯽ ﻣﯽ ﮐﻨﻴﻢ:
P:
h
y j +1 = y j + ] [23 f j − 16 f j −1 + 5 f j −2
12
1
y (j0+)1 ]) = y j + [23( x j + y j ) − 16( x j −1 + y j −1 ) + 5( x j −2 + y j −2 j = 2(1)4
60
ﺣﺎﻝ ﺑﺎ ﺭﻭﺵ ﺁﺩﺍﻣﺰ ﻣﻮﻟﺘﻮﻥ ﻣﺮﺗﺒﻪ ﺳﻮﻡ ﺗﺼﺤﻴﺢ ﻣﯽ ﮐﻨﻴﻢ:
C:
h
y j +1 = y j + ] [5 f j +1 + 8 f j − f j −1
12
0.2
y (jr++11) = y j + ]) [5( x j +1 + y (jr+)1 ) + 8( x j + y j ) − ( x j −1 + y j −1
12
y = − x − 1 + 2e x ⇒ y1 = y( x1 = 0.2) = 1.242806
y2 = 1.583649
١٠٢
) for ( j = 2; j ≤ 4; j + +
)for (r = 0; r ≤ 1; r + +
1
y3( 0) = y2 + [23( x2 + y2 ) − 16( x1 + y1 ) + 5( x0 + y0 )] = 2.042634
60
0.2
y3(1) = y2 + [5( x3 + y3(0 ) ) + 8( x2 + y2 ) − ( x1 + y1 )] = 2.044309
12
0.2
y3( 2) = y2 + [5( x3 + y3(1) ) + 8( x2 + y2 ) − ( x1 + y1 )] = 2.044448
12
1
y4( 0 ) = y3( 2 ) + [ 23( x3 + y3( 2 ) ) − 16 ( x2 + y2 ) + 5( x1 + y1 )] = 2.649430
60
0 .2
)y4(1 = y3( 2 ) + [5( x4 + y4( 0 ) ) + 8( x3 + y3( 2 ) − ( x2 + y2 )] = 2.651433
12
) y4( 2 = 2.651599
1
y5( 0 ) = y4( 2 ) + [ 23( x4 + y4( 2 ) ) − 16 ( x3 + y3( 2 ) ) + 5( x2 + y2 )] = 3.434831
60
0 .2
)y5(1 = y4( 2 ) + [5( x5 + y5( 0 ) ) + 8( x4 + y4( 2 ) ) − ( x3 + y3( 2 ) )] = 3.437308
12
) y5( 2 = 3.437515
ﺣﻞ ﻋﺪﺩﯼ ﻣﺴﺎﺋﻞ ﻣﻘﺪﺍﺭ ﻣﺮﺯﯼ
ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺯﻳﺮ ﺭﺍ ﺩﺭ ﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ :
)y′′ = f ( x, y, y′ a ≤ x≤b )(1
ﺍﻳﻦ ﻣﻌﺎﺩﻟﻪ ﻣﯽ ﺗﻮﺍﻧﺪ ﺑﺎ ﺷﺮﺍﻳﻂ ﻣﺮﺯﯼ ﻧﻮﻉ ﺍﻭﻝ ﻫﻤﺮﺍﻩ ﺑﺎﺷﺪ ﻣﺎﻧﻨﺪ:
y(a ) = α , y(b) = β
ﻳﺎ ﺑﺎ ﺷﺮﺍﻳﻂ ﻣﺮﺯﯼ ﻧﻮﻉ ﺩﻭﻡ ﻣﺎﻧﻨﺪ:
y′(a ) = α , y′(b) = β
١٠٣
ﻭ ﻳﺎ ﺑﺎ ﺷﺮﺍﻳﻂ ﻣﺮﺯﯼ ﻧﻮﻉ ﺳﻮﻡ ﻣﺎﻧﻨﺪ:
c1 y′(a ) + c 2 y(a ) = d1 , c3 y′(b) + c 4 y(b) = d 2
ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﻣﺮﺯﯼ ) (۱ﺩﺍﺭﺍﯼ ﺟﻮﺍﺏ ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ ﺍﺳﺖ ﻭ ﻗﻀﻴﻪ ﺯﻳﺮ ﺍﻳﻦ ﻣﻮﺿﻮﻉ ﺭﺍ ﺭﻭﺷﻦ ﻣﯽ ﺳﺎﺯﺩ.
ﻗﻀﻴﻪ:
ﻣﻌﺎﺩﻟﻪ ) (1ﺩﺍﺭﺍﯼ ﺟﻮﺍﺏ ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ ) y( xﺍﺳﺖ ﻭﺩﺭﻳﮑﯽ ﺍﺯ ﺷﺮﺍﻳﻂ ﻣﺮﺯﯼ ﺩﺍﺩﻩ ﺷﺪﻩ ﺻﺪﻕ ﻣـﯽ ﮐﻨـﺪ
ﺍﮔــﺮ ) f ( x, y, y′ﺩﺭ ﻧﺎﺣﻴــﻪ }∞ D : {( x, y, y′) a ≤ x ≤ b,−∞ y, y′ ﭘﻴﻮﺳــﺘﻪ ﺑﺎﺷــﺪ ﻫﻤﭽﻨــﻴﻦ
∂f ∂f ∂f
∀( x, y, y′) ∈ D : ﭘﻴﻮﺳــــﺘﻪ ﺩﺭ ﻧﺎﺣﻴــــﻪ Dﺑﺎﺷــــﺪ ﻭ 0 , ﺩﺍﺭﺍﯼ ﻣــــﺸﺘﻘﺎﺕ ﻧــــﺴﺒﯽ ﺍﻭﻝ
∂y ∂y′ ∂y
∂f
∀( x, y, y′) ∈ D :ﺑﺎﺷﺪ. ﻭM
∂y′
ﻣﻌﺎﺩﻟﻪ ) (1ﻧﺴﺒﺖ ﺑﻪ yﻭ y′ﻣﯽ ﺗﻮﺍﻧﺪ ﺧﻄﯽ ﻭﻳﺎ ﻏﻴﺮ ﺧﻄﯽ ﺑﺎﺷﺪ.
ﺍﮔﺮ ﻣﻌﺎﺩﻟﻪ ) (1ﺧﻄﯽ ﺑﺎﺷﺪ ﺁﻥ ﮔﺎﻩ
)y′′ = p ( x) y′ + q( x) y + r ( x )(2
ﺗﻌﻤﻴﻢ ﻗﻀﻴﻪ ﺩﺭ ﻣﻮﺭﺩ ﻣﻌﺎﺩﻟﻪ ﺧﻄﯽ
ﻣﻌﺎﺩﻟﻪ ) (1ﺩﺍﺭﺍﯼ ﺟﻮﺍﺏ ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ ﺍﺳﺖ ﺍﮔﺮ ﺗﻮﺍﺑﻊ ) q( x) ، p( xﻭ ) r ( xﺩﺭ ] [a , bﭘﻴﻮﺳﺘﻪ ﺑﺎﺷـﻨﺪ
ﻭ
q( x) 0ﻭ . p( x) M
ﺭﻭﺵ ﺗﻔﺎﺿﻠﯽ ﻣﺮﺗﺒﻪ ﺩﻭﻡ
ﺣﺎﻝ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﻣﺮﺯﯼ ﺑﺎ ﺷﺮﺍﻳﻂ ﻣﺮﺯﯼ ﻧﻮﻉ ﺍﻭﻝ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ:
١٠٤
y′′ = p( x) y′ + q ( x) y + r ( x)
a ≤ x ≤ b
b−a
h= ; x j = a + jh j = 1(1)n (1)
y(a ) = α n
y(b) = β
y′′( x j ) = p ( x j ) y′( x j ) + q ( x j ) y( x j ) + r ( x j ) j = 0(1)n (2)
h2 h3 h4
y( x j +1 ) = y( x j + h) = y( x j ) + hy′( x j ) + y′′( x j ) + y′′′( x j ) + y ( 4) ( x j ) +
2! 3! 4!
h4
= ................................................................... + y ( 4 ) ( x +j ) (3)
4!
h2 h3 h4
y( x j −1 ) = y( x j − h) = y( x j ) − hy′( x j ) + y′′( x j ) − y′′′( x j ) + y (4) ( x j ) −
2! 3! 4!
h4
= ................................................................... + y ( 4 ) ( x −j ) (4)
4!
y( x j −1 ) − 2 y( x j ) + y( x j +1 ) h 2 ( 4)
( → y′′( x j ) =
3),( 4 )
− y (c1 ) (5)
h2 4!
y( x j +1 ) − y( x j −1 ) h 2
( 3) −( 4 )
→ y ( x j ) = ′ − y′′′(c 2 ) (6)
2h 3!
y( x j −1 ) − 2 y( x j ) + y( x j +1 ) h 2 ( 4 ) y( x j +1 ) − y( x j −1 ) h 2
( →
5 ),( 6 ) in (1)
− y ( c ) = p ( x j )[ −
h2 4! 2h 12
y′′′(c)] + q ( x j ) y( x j ) + r ( x j ) j = 1(1)n − 1
h
y j −1 − 2 y j + y j +1 = p ( x j )( y j +1 − y j −1 ) + h 2 q ( x j ) y j + h 2 r ( x j )
2
h h
∴ (1 + p ( x j )) y j −1 − (2 + h 2 q ( x j )) y j + (1 − p ( x j )) y j +1 = h 2 r ( x j ) j = 1(1)n − 1
2 2
h y1 2 h
− 2 − h q1 1 − p1
2
h r1 − α (1 + p1 )
2
y2 2
1+ h p − 2 − h 2 q2 1 − p2
h y3 h 2 r2
2
2
2 2
y4 = h r3
h h
1 + p n−2 − 2 − h 2 q n−2 1 − p n−2 yn −3 h 2 rn −2
2 2 y
h n − 2 h 2 r − β (1 − h ) p
1 + p n −1 − 2 − h 2 q n −1 yn −1 n −1 n −1
2 2
١٠٥
ﻣﺜﺎﻝ:
ﺑﺎ ﺭﻭﺵ ﺗﻔﺎﺿﻠﯽ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﻣﺴﺌﻠﻪ ﺯﻳﺮ ﺭﺍ ﺣﻞ ﮐﻨﻴﺪ.
)y′′ = −3 y′ + 2 y + (2 x + 3
0 ≤ x ≤1
y(0) = 2
y(1) = 1
h = 0.2
ﺣﻞ(
r ( x) = 2 x + 3
p ( x) = −3
q ( x) = 2 0
ﺗﻤﺎﻡ ﺗﻮﺍﺑﻊ ﭘﻴﻮﺳﺘﻪ ﺍﻧﺪ p( x) .ﮐﺮﻧﺪﺍﺭ ﻭ ) q( xﻣﺜﺒﺖ ﺍﺳﺖ.ﭘﺲ ﺷﺮﺍﻳﻂ ﻗﻀﻴﻪ ﻗﺒﻞ ﺣـﺎﮐﻢ ﺍﺳـﺖ ﻭﻣـﺎ ﺩﺍﺭﺍﯼ
ﺟﻮﺍﺏ ﻣﻨﺤﺼﺮ ﺑﻪ ﻓﺮﺩ ﻫﺴﺘﻴﻢ.
x0 = 0 x1 = 0.2
1− 0
=n = 5 ⇒ x2 = 0.4 x3 = 0.6
0.2 x = 0.8
4 x5 = 1
ﺣﺎﻝ ﻣﺎﺗﺮﻳﺲ ﻓﻮﻕ ﺭﺍ ﺗﺸﮑﻴﻞ ﻣﯽ ﺩﻫﻴﻢ.
− 2.08 1.3 0 0 y1 0.04(2 x1 + 3) − 2(0.7)
0.7 − 2.08 1.3 0 y 0.04(2 x2 + 3)
2 =
0 0.7 − 2.08 1.3 y3 0.04(2 x3 + 3)
0 0 0.7 − 2.08 y4 0.04(2 x4 + 3) − 1.3
ﺍﻳﻦ ﺩﺳﺘﮕﺎﻩ ﺗﻮﺳﻂ ﺭﻭﺵ ﺣﺬﻓﯽ ﮔﺎﻭﺱ ﺑﻪ ﺳﺎﺩﮔﯽ ﺣﻞ ﻣﯽ ﺷﻮﺩ.
١٠٦
ﺭﻭﺵ ﻧﻴﻮﻣﺮﻭ
ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﻣﺮﺯﯼ ﺑﺎ ﺷﺮﺍﻳﻂ ﻣﺮﺯﯼ ﻧﻮﻉ ﺍﻭﻝ ﺯﻳﺮ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ:
y′′ = f ( x, y) , a ≤ x ≤ b
y(a ) = α
y(b) = β )(1
ﺑﺎﺯﻩ ] [a , bﺭﺍ ﺑﻪ nﺯﻳﺮ ﺑﺎﺯﻩ ﺑﺎ ﮔﺎﻡ ﻣﺴﺎﻭﯼ ﺍﻓﺮﺍﺯ ﻣﯽ ﮐﻨﻴﻢ:
b−a
=h
n
x j = a + jh , j = 0(1)n
ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺩﺍﺩﻩ ﺷﺪﻩ ﺭﺍ ﺩﺭ x jﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ :
)) y′′( x j ) = f ( x j , y( x j j = 1(1)n )(2
ﺣﺎﻝ ﻣﺸﺘﻖ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺭﺍ ﺑﺎ ﻳﮏ ﻓﺮﻣﻮﻝ ﺳﻪ ﻧﻘﻄﻪ ﺍﯼ ﻭ ﺗﺎﺑﻊ fﺭﺍ ﺩﺭ ﺳﻪ ﻧﻘﻄﻪ ﺑﺎ ﺿﺮﺍﻳﺐ ﻧﺎﻣﻌﻴﻦ ﺗﻘﺮﻳﺐ ﻣﯽ
ﺯﻧﻴﻢ:
y( x j −1 ) − 2 y( x j ) + y( x j +1 ) = h 2 {β 0 f ( x j −1 , y( x j −1 )) + β1 f ( x j , y( x j )) +
β 2 f ( x j +1 , y( x j +1 ))} + T j )(3
ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ ﺿﺮﺍﻳﺐ ﻧﺎﻣﻌﻴﻦ ﮐﺎﻓﯽ ﺍﺳﺖ ﮐﻪ ﺍﺯ ﺭﺍﺑﻄﻪ ) (۲ﺍﺳـﺘﻔﺎﺩﻩ ﮐﻨـﻴﻢ ﻭ ﻫﻤﭽﻨـﻴﻦ ) ، y( x j +1 ) ، y( x j −1
) y′′( x j +1ﻭ ) y′′( x j −1ﺭﺍ ﺣﻮﻝ x jﺑﺎ ﺳﺮﯼ ﺗﻴﻠﻮﺭ ﺑﺴﻂ ﺩﻫﻴﻢ.
h2 h3 h4
L.H .S : y( x j ) − hy′( x j ) + y′′( x j ) − y′′′( x j ) + ) y ( 4) ( x j ) − − 2 y( x j
!2 !3 !4
h2 h3 h4
+ y( x j ) + hy′( x j ) + y′′( x j ) + y′′′( x j ) + y ( 4) ( x j ) +
!2 !3 !4
١٠٧
h4
R.H .S : h 2 {β 0 [ y′′( x j ) + 2 y ( 4) ( x j ) + 2 f (6 ) ( x j ) + = h 2 {β 0 y′′( x j ) −
!4
h2 h3 h4
hy′′′( x j ) + y ( 4) ( x j ) − y ( 5) ( x j ) + ]y ( 6) ( x j ) +
!2 !3 !4
h2 h3 h4
+ β1 y′′( x j ) + β 2 [hy′′( x j ) + y′′′( x j ) + y (5) ( x j ) + y ( 6) ( x j ) +
!2 !3 !4
]} + T j
ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺭﺍ ﻣﯽ ﮐﻨﻴﻢ.
R.H .S : ( β 0 + β1 + β 2 )h 2 y′′( x j ) + ( β 2 − β 0 )h 3 y′′′( x j ) +
h4 h5
) (β 2 + β 0 ) y ( 4) ( x j ) + ( β 2 − β 0 ) y ( 5) ( x j
!2 !3
6
h
) + (β 2 − β 0 y (6 ) ( x j ) + + T j
!4
ﺑﺎ ﻣﺘﺤﺪ ﻗﺮﺍﺭ ﺩﺍﺩﻥ ﺭﻭﺍﺑﻂ ﺳﻤﺖ ﺭﺍﺳﺖ ﺑﺎ ﺳﻤﺖ ﭼﭗ ﻣﯽ ﺗﻮﺍﻥ ﺭﻭﺍﺑﻂ ﺯﻳﺮ ﺭﺍ ﺑـﻪ ﺩﺳـﺖ ﺁﻭﺭﺩ ﮐـﻪ ﺍﺯ ﺍﻳـﻦ
ﺭﻭﺍﺑﻂ ﻣﯽ ﺗﻮﺍﻥ ﻣﺠﻬﻮﻻﺕ ﺭﺍ ﻣﺤﺎﺳﺒﻪ ﻧﻤﻮﺩ.
β 0 + β1 + β 2 = 1
1 10
β2 − β0 = 0 = ⇒ β0 = β2 = , β1
12 12
1
= β2 + β0
6
ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭﺵ ﻧﻴﻮﻣﺮﻭ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ ﺍﻭﻟﻴﻦ ﺟﻤﻠﻪ ﻧﺎﺻﻔﺮ ﻣﺘﻨﺎﻇﺮ ﺑﺎ ﻣﺠﻬﻮﻻﺕ ﻣﺤﺎﺳﺒﻪ ﺷﺪﻩ ﻓـﻮﻕ ﮐـﻪ
ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﻣﯽ ﻳﺎﺑﻴﻢ:
)1 h 6 ( 6 )1 6 ( 6
= Tj = ) Y (c ) h Y (c
!6 4 144
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺩﺍﺭﺍﯼ ﺩﻗﺖ ﻣﺮﺗﺒﻪ ) o(h 6ﺍﺳﺖ ﻟﺬﺍ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺭﻭﺵ ﻧﻴﻮﻣﺮﻭ ﺩﺍﺭﺍﯼ ﺩﻗﺖ
ﻣﺮﺗﺒﻪ ﭘﻨﺠﻢ ﻣﯽ ﺑﺎﺷﺪ.
ﺍﻟﮕﻮﺭﻳﺘﻢ ﺭﻭﺵ:
١٠٨
h2
y j −1 − 2 y j + y j +1 = [ f j −1 + 10 f j + f j +1 ] j = 1(1)n − 1
12
:ﻣﺜﺎﻝ
.ﻣﺴﺌﻠﻪ ﺯﻳﺮ ﺭﺍ ﺑﺎ ﺭﻭﺵ ﻧﻴﻮﻣﺮﻭ ﺣﻞ ﮐﻨﻴﺪ
2
y′′ = y + (2 x + 3)
x2
y(2) = y(3) = 0
h = 0.2
(ﺣﻞ
x0 = 2 x1 = 2.2
3−2
n= = 5 ⇒ x2 = 2.4 x3 = 2.6
0.2 x = 2.8
4 x5 = 3
1 2 2
y j −1 − 2 y j + y j +1 = [( 2 y j −1 + 2 x j −1 + 3) + 10( y j + 2 x j + 3) +
300 x j −1 x 2j
2
( y j +1 + 2 x j +1 + 3)] j = 1(1)4
x 2j +1
:ﺑﺎ ﺟﺎﻳﮕﺬﺍﺭﯼ ﺩﺭ ﻣﻌﺎﺩﻟﻪ ﺑﺎﻻ ﺩﺍﺭﻳﻢ
− 2.0137 0.9988 0 0 y1 0.296
0.9988 − 2.0115 0.9990 0 y 0.312
2 =
0 0.9988 2.0098 0.9991 y3 0.3266
0 0 0.9990 2.0085 y4 0.3307
.ﺍﻳﻦ ﺩﺳﺘﮕﺎﻩ ﺑﺎ ﺭﻭﺵ ﺣﺬﻓﯽ ﮔﺎﻭﺱ ﺑﻪ ﺭﺍﺣﺘﯽ ﺣﻞ ﻣﯽ ﮔﺮﺩﺩ
١٠٩
ﺣﻞ ﻣﻌﺎﺩﻻﺕ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺑﺎ ﻣﺸﺘﻘﺎﺕ ﺟﺰﺋﯽ ) ( PDE
ﻓﺮﻡ ﮐﻠﯽ ﻣﻌﺎﺩﻻﺕ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺑﺎ ﻣﺸﺘﻘﺎﺕ ﺟﺰﺋﯽ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺍﺳﺖ:
∂ 2u ∂u ∂ 2u ∂u ∂u
A + 2 B + C − F ( x, y, u, , ) = 0 )(1
∂x 2
∂x∂y ∂y 2
∂x ∂y
∂u ∂u
. ﻭ ﮐﻪ ﺩﺭ ﺁﻥ Aﻭ Bﻭ Cﻳﺎﺗﻮﺍﺑﻌﯽ ﺍﺯ xﻭ yﻫﺴﺘﻨﺪ ﻳﺎ ﺗﻮﺍﺑﻌﯽ ﺍﺯ
∂y ∂x
∂u ∂u
ﺑﺎﺷـﺪ ﺁﻥ ﮔـﺎﻩ ﻭ ﺍﮔﺮ Aﻭ Bﻭ Cﺗـﻮﺍﺑﻌﯽ ﺍﺯ xﻭ yﻭ Fﻳـﮏ ﺗـﺎﺑﻊ ﺧﻄـﯽ ﻧـﺴﺒﺖ ﺑـﻪ uﻭ
∂y ∂x
ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ) (1ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺧﻄـﯽ ﻣﺮﺗﺒـﻪ ﺩﻭﻡ ﻧﺎﻣﻴـﺪﻩ ﻣـﯽ ﺷـﻮﺩ ﮐـﻪ ﺩﺍﺭﺍﯼ ﺟـﻮﺍﺏ )u ( x, y
ﺍﺳﺖ.ﻳﻌﻨﯽ:
∂ 2u ∂ 2u ∂ 2u ∂u ∂u
A + 2 B + C +D +E + Hu + G = 0
∂x 2
∂x∂y ∂y 2
∂x ∂y
ﮐﻪ ﺩﺭ ﺁﻥ Aﻭ Bﻭ Cﻫﻢ ﻣﯽ ﺗﻮﺍﻧﻨﺪ ﺛﺎﺑﺖ ﺑﺎﺷﻨﺪ ﻭﻫﻢ ﺗﺎﺑﻌﯽ ﺍﺯ xﻭ . y
ﺍﮔﺮ ﺩﺭ ﺍﻳﻦ ﻣﻌﺎﺩﻟﻪ G = 0ﻣﻌﺎﺩﻟﻪ ﻫﻤﮕﻦ ﻭ ﺩﺭﻏﻴﺮ ﺍﻳﻦ ﺻﻮﺭﺕ ﻣﻌﺎﺩﻟﻪ ﻧﺎﻫﻤﮕﻦ ﺧﻮﺍﻧﺪﻩ ﻣﯽ ﺷﻮﺩ.
ﺣﺎﻟﺖ (۱ﺍﮔﺮ B 2 − AC = 0ﺑﺎﺷﺪ ﻣﻌﺎﺩﻟﻪ ﻓﻮﻕ ﺍﺯ ﻧﻮﻉ ﺳﻬﻤﻮﯼ ﺍﺳﺖ ﮐﻪ ﻣﻌﺎﺩﻟﻪ ﮔﺮﻣﺎ ﺍﺯ ﺟﻤﻠﻪ ﺍﻳﻨﻬﺎﺳﺖ.
ﺩﺭ ﺍﻳﻦ ﺻﻮﺭﺕ ﺩﺍﺭﻳﻢ:
dy B ± B 2 − AC
=
dx A
ﺣﺎﻟﺖ (۲ﺍﮔﺮ B 2 − AC 0ﻣﻌﺎﺩﻟﻪ ﻓﻮﻕ ﺍﺯ ﻧﻮﻉ ﻫﺬﻟﻮﻟﻮﯼ ﺍﺳﺖ ﮐﻪ ﻣﻌﺎﺩﻟﻪ ﻣﻮﺝ ﺍﺯ ﺍﻳﻦ ﺩﺳﺘﻪ ﺍﺳﺖ.
ﺣﺎﻟﺖ (۳ﺍﮔﺮ B 2 − AC 0ﺑﺎﺷﺪ ﻣﻌﺎﺩﻟﻪ ﻓـﻮﻕ ﺍﺯ ﻧـﻮﻉ ﺑﻴـﻀﻮﯼ ﺍﺳـﺖ ﻭ ﻣﻌﺎﺩﻟـﻪ ﻻﭘـﻼﺱ )ﭘﻮﺍﺳـﻮﻥ( ﺍﺯ
ﺟﻤﻠﻪ ﺍﻳﻨﻬﺎﺳﺖ.
١١٠
ﻣﻌﺎﺩﻟﻪ ﮔﺮﻣﺎ ﺩﺭ ﻓﻀﺎﯼ ﻳﮏ ﺑﻌﺪﯼ
ﻣﻌﺎﺩﻟﻪ ﺍﻧﺘﻘﺎﻝ ﺣﺮﺍﺭﺕ ﺩﺭ ﻓﻀﺎﯼ ﻳﮏ ﺑﻌﺪ ﭼﻨﺎﻥ ﭼﻪ ﺗﻤﺎﻣﯽ ﺛﺎﺑﺘﻬﺎﯼ ﻓﻴﺰﻳﮑﯽ ﺭﺍ ﻭﺍﺣﺪ ﺍﻧﺘﺨﺎﺏ ﻧﻤﺎﻳﻴﻢ
ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
∂u ∂ 2 u
= a ≤ x ≤ b, t 0 )(1
∂t ∂x 2
)u ( x,0) = f ( x
) u (a , t ) = g 1 (t )*(
) u (b, t ) = g (t
2
ﻫﺪﻑ ﻣﺎ ﻳﺎﻓﺘﻦ ﺟﻮﺍﺏ ﻣﻌﺎﺩﻟﻪ ﻓﻮﻕ ﻳﻌﻨﯽ ) u ( x, tﺍﺳﺖ ﮐﻪ ﺩﺭ ﻣﻌﺎﺩﻟـﻪ ) (1ﻭ ﺩﺭﺷـﺮﺍﻳﻂ ﻣـﺮﺯﯼ ﻭ ﺍﻭﻟﻴـﻪ )*(
ﮐﻪ ﺑﻪ ﺷﺮﺍﻳﻂ ﻣﺮﺯﯼ ﺩﻳﺮﻳﮑﻠﻪ ﻣﻌﺮﻭﻑ ﺍﺳﺖ ﺻﺪﻕ ﮐﻨﺪ.
ﺭﻭﺵ ﺗﻔﺎﺿﻠﯽ ﺑﺮﺍﯼ ﺣﻞ ﻋﺪﺩﯼ ﺑﻪ ﺻﻮﺭﺕ ﮐﻠﯽ ﺯﻳﺮ ﺍﺳﺖ:
ﺑﺎﺯﻩ ] [a , bﺭﺍ ﺑﻪ Mﺯﻳﺮ ﻓﺎﺻﻠﻪ ﺑﺎ ﮔﺎﻡ ﻣﺴﺎﻭﯼ hﺍﻓﺮﺍﺯ ﻣﯽ ﮐﻨﻴﻢ ﻭ ﻫﻤﭽﻨﻴﻦ ﺑﺎﺯﻩ ] [0, Tﺭﺍ ﺑﻪ Nﺯﻳﺮ ﺑﺎﺯﻩ ﺑﺎ
ﮔﺎﻡ ﻣﺴﺎﻭﯼ kﺍﻓﺮﺍﺯ ﻣﯽ ﮐﻨﻴﻢ ﺑﻨﺎﺑﺮﺍﻳﻦ ﺩﺍﺭﻳﻢ:
b−a
=h
M
xm = a + mh m = 0(1) M
T
=k
N
t n = nk n = 0(1) N
ﺷﺒﮑﻪ ﻋﻤﻮﻣﯽ ﻧﻘﺎﻁ ﻓﻮﻕ ﺭﺍ ﮐﻪ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ ) ( xm , t nﺩﺭ ﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ ﻭ ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺭﺍ ﺩﺭ ﺍﻳﻦ
ﺷﺒﮑﻪ ﻧﻘﺎﻁ ﮔﺴﺴﺘﻪ ﻣﯽ ﺳﺎﺯﻳﻢ.ﺑﺮﺍﯼ ﺁﺳﺎﻧﯽ ﮐﺎﺭ ﻓﺮﺽ ﻣﯽ ﮐﻨﻴﻢ
) u ( xm , t n ) = U mn ( Exact solution
)u mn (approximate Solution
١١١
ﺭﻭﺵ ﺻﺮﻳﺢ ﺍﺷﻤﻴﺖ ﺑﺮﺍﯼ ﺣﻞ ﻋﺪﺩﯼ ﻣﻌﺎﺩﻟﻪ ﮔﺮﻣﺎ ﺩﺭ ﻓﻀﺎﯼ ﺗﮏ ﺑﻌﺪﯼ:
ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺭﺍﺑﻄﻪ ) (۱ﺭﺍ ﺩ ﺭﻣﺠﻤﻮﻋﻪ ﻧﻘﺎﻁ ﮔﺴﺴﺘﻪ ﺩﺭ ﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ:
∂u ∂ 2u
) ( ) ( xm ,tn ) = ( 2 ) ( xm ,tn )(2
∂t ∂x
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻓﺮﺿﻴﺎﺕ ﻓﻮﻕ ﺩﺍﺭﻳﻢ:
∂U mn ∂ 2U mn
= )(3
∂t ∂x 2
ﺣﺎﻝ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻓﺮﻣﻮﻝ ﺗﻔﺎﺿﻠﯽ ﭘﻴﺸﺮﻭ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﺑﺮﺍﯼ ﺗﻘﺮﻳـﺐ ﻣـﺸﺘﻖ ﻧـﺴﺒﯽ ﻣﺮﺗﺒـﻪ ﺍﻭﻝ ﻧـﺴﺒﺖ ﺑـﻪ tﻭﺑـﺎ
ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻓﺮﻣﻮﻝ ﺗﻔﺎﺿﻞ ﻣﺮﮐﺰﯼ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺑﺮﺍﯼ ﺗﻘﺮﻳﺐ ﻣﺸﺘﻖ ﻧﺴﺒﯽ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﻧﺴﺒﺖ ﺑﻪ xﺩﺍﺭﻳﻢ:
) ∆ tU mn + O(k ) = δ x2U mn + O(h 2
U mn+1 − U mn U n − 2U mn + U mn +1
+ O (k) = m−1 ) + O(h 2 )(4
k h2
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﺍﺑﻄﻪ ) (۴ﺩﺭﺭﺍﺑﻄﻪ ) (۳ﻭ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺿﺮﺏ kﺩﺭ ﻃﺮﻓﻴﻦ ﺭﺍﺑﻄﻪ ﻧﻬﺎﻳﺘﺎ ﺩﺍﺭﻳﻢ:
k
= U mn +1 − U mn 2
]) [U mn −1 − 2U mn + U mn +1 ] + k[O(k + h 2
h
ﺑﺎﺍﻧﺘﺨﺎﺏ
k
=λ
h2
ﺩﺍﺭﻳﻢ:
]) U mn +1 − U mn = λ[U mn −1 − 2U mn + U mn +1 ] + k[O(k + h 2
ﺣﺎﻝ ﺍﮔﺮ ﺍﺯ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺻﺮﻓﻨﻈﺮ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
] u mn +1 − u mn = λ[u mn −1 − 2u mn + u mn +1
u mn +1 = λu mn −1 + (1 − λ )u mn + λu mn +1 n = 0(1) N − 1 , m = 1(1) M − 1 )(5
ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺭﺍ ﺭﻭﺵ ﺗﻔﺎﺿﻠﯽ ﺍﺷﻤﻴﺖ ﻣﯽ ﻧﺎﻣﻨﺪ.ﺑﺮﺍﯼ ﺗﻌﻴﻴﻦ ﺩﻗﺖ ﺭﻭﺵ ﺑﻪ ﺷﺮﺡ ﺯﻳﺮ ﻋﻤﻞ ﻣﯽ ﮐﻨﻴﻢ:
١١٢
ﺩﻗﺖ ﺭﻭﺵ :ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭﺵ ﻓﻮﻕ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
k n 2k k
Tmn = U mn +1 − 2
U m−1 − (1 − 2 )U mn − 2 U mn +1 )(6
h h h
ﺣﺎﻝ ﺭﺍﺑﻄﻪ )(۶ﺭﺍ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺳﺮﯼ ﺗﻴﻠﻮﺭﺣﻮﻝ ) ( xm , t nﺑﺴﻂ ﻣﯽ ﺩﻫﻴﻢ.ﺑﻨﺎﺑﺮﺍﻳﻦ ﺩﺍﺭﻳﻢ:
∂U mn k 2 ∂ 2U mn k 3 ∂ 3U mn k ∂U mn h 2 ∂ 2U mn
T =U +k
n
m
n
m + + + − 2 {U m − h
n
+ −
∂t 2! ∂t 2 3! ∂t 3 h ∂x 2! ∂x 2
h 3 ∂ 3U mn ∂U mn h 2 ∂ 2U mn h 3 ∂U mn
+ } − (1 − 2λ )U m
n
− λ {U n
m + h + + }+
3! ∂x3 ∂x 2! ∂x 2 3! ∂x3
ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺭﺍ ﺳﺎﺩﻩ ﻣﯽ ﮐﻨﻴﻢ:
∂ U mn ∂ 2U mn k 2 ∂ 2U mn kh 2 α 4U mn
( Tmn = k − ) + − +
∂t
∂ x 2! ∂ t 2 12 ∂ x 4
2
∗
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﺍﺑﻄﻪ ) (۳ﺩﺍﺭﻳﻢ:
k 2 ∂ 2U mn kh 2 ∂ 4U mn
= Tmn − +
2! ∂t 2 12 ∂x 4
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺩﻗﺖ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭﺵ ﺍﺷﻤﻴﺖ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
) Tmn = O(k 2 + kh 2
ﺑﺎ ﺗﻘﺴﻴﻢ ﺑﺮ kﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺩﻗﺖ ﺭﻭﺵ ﺍﺷﻤﻴﺖ ﺭﺍ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﻣﯽ ﻳﺎﺑﻴﻢ:
) k −1Tmn = O(k + h 2
1
≤ λﺭﻭﺵ ﺑﻨﺎﺑﺮﺍﻳﻦ ﺭﻭﺵ ﻓﻮﻕ ﺩﺍﺭﺍﯼ ﺩﻗﺖ ) o(k + h 2ﺍﺳﺖ.ﺍﻳﻦ ﺭﻭﺵ ﻣﺸﺮﻭﻁ ﭘﺎﻳـﺪﺍﺭ ﺍﺳـﺖ ﻭ ﺍﮔـﺮ
2
ﻫﻤﻮﺍﺭﻩ ﭘﺎﻳﺪﺍﺭ ﺍﺳﺖ.
١١٣
ﺭﻭﺵ ﺍﺷﻤﻴﺖ ﺭﻭﺷﯽ ﺍﺳﺖ ﺩﻭ ﻻﻳﻪ ﺍﯼ ﻭ ﺻﺮﻳﺢ .ﻓﺮﻡ ﺳﻠﻮﻟﯽ ﺭﻭﺵ ﻓﻮﻕ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
)ﺷﮑﻞ(
ﺭﻭﺵ ﺿﻤﻨﯽ ﻻﺳﻨﻦ ﺑﺮﺍﯼ ﺣﻞ ﻋﺪﺩﯼ ﻣﻌﺎﺩﻟﻪ ﮔﺮﻣﺎ ﺩﺭ ﻳﮏ ﻓﻀﺎﯼ ﺗﮏ ﺑﻌﺪﯼ:
ﺣﺎﻝ ﺍﮔﺮ ﻣﺸﺘﻖ ﻧﺴﺒﯽ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﻧﺴﺒﺖ ﺑﻪ tﺩﺭ ﻃﺮﻑ ﭼﭗ ﺭﺍﺑﻄﻪ ) (۳ﺭﺍ ﺑـﺎ ﺍﺳـﺘﻔﺎﺩﻩ ﺍﺯﻳـﮏ ﻓﺮﻣـﻮﻝ ﻣـﺸﺘﻖ
ﮔﻴﺮﯼ ﭘﺴﺮﻭ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﺗﻘﺮﻳﺐ ﺑﺰﻧﻴﻢ ﻭﺳﻤﺖ ﺭﺍﺳﺖ ﺍﻳﻦ ﺭﺍﺑﻄﻪ ﺭﺍ ﺑﺎ ﻳﮏ ﻓﺮﻣﻮﻝ ﺗﻔﺎﺿﻞ ﻣﺮﮐﺰﯼ ﻣﺮﺗﺒـﻪ ﺩﻭﻡ
ﺗﻘﺮﻳﺐ ﺑﺰﻧﻴﻢ ﺩﺍﺭﻳﻢ:
∇ tU mn = δ x2U mn
U mn − U mn −1 U n − 2U mn + U mn −1
+ O ( k ) = m+1 2
) + O (h 2 ) (7
k h
ﺣﺎﻝ ﺍﮔﺮ ﺭﺍﺑﻄﻪ ) (۷ﺭﺍ ﺩﺭ ﺭﺍﺑﻄﻪ ) (۳ﻗﺮﺍﺭ ﺩﻫﻴﻢ ﻭ ﻃﺮﻓﻴﻦ ﺍﻳﻦ ﺭﺍﺑﻄﻪ ﺭﺍ ﺩﺭ kﺿﺮﺏ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
) U mn − U mn −1 = λ (U mn −1 − 2U mn + U mn +1 ) + O (k 2 + kh 2
ﺣﺎﻝ ﭼﻨﺎﻥ ﭼﻪ ﺍﺯ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺻﺮﻓﻨﻈﺮ ﮐﻨﻴﻢ ﻭ ﻫﻢ ﭼﻨﻴﻦ ﺑﺎ ﺗﻐﻴﻴﺮ nﺑﻪ n + 1ﺩﺍﺭﻳﻢ:
u mn = −λu mn +−11 + (1 + 2λ )u mn +1 − λu mn ++11 m = 1(1) M − 1 , n = 0(1) N − 1 )(8
ﺭﻭ ﺵ ﻓﻮﻕ ﺭﻭﺵ ﻻﺳﻨﻦ ﻧﺎﻣﻴﺪﻩ ﻣﯽ ﺷﻮﺩ ﮐﻪ ﺭﻭﺷﯽ ﺿﻤﻨﯽ ﻭ ﺩﻭﻻﻳﻪ ﺍﯼ ﻟﺴﺖ ﮐﻪ ﻓﺮﻡ ﺳـﻠﻮﻟﯽ ﺁﻥ ﻋﺒـﺎﺭﺕ
ﺍﺳﺖ ﺍﺯ:
)ﺷﮑﻞ(
١١٤
ﺩﻗﺖ ﺭﻭﺵ :
ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭﺵ ﻻﺳﻨﻦ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
k n −1 2k k
Tmn = − 2
U m−1 + (1 + 2 )U mn +1 − 2 U mn ++11 − U mn
h h h
ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺭﺍ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺳﺮﯼ ﺗﻴﻠﻮﺭﺣﻮﻝ ) ( xm , t nﺑﺴﻂ ﻣﯽ ﺩﻫﻴﻢ ﺩﺍﺭﻳﻢ:
k ∂U mn ∂U mn 1 2 ∂ 2U mn ∂ 2U mn 2 ∂ Um
2 n
T = − 2 [U m + (k
n
m
n
−h ) + (k − 2kh +h )
h ∂t ∂x !2 ∂t 2 ∂x∂t ∂x 2
1 3 ∂ 3U mn 2 ∂ Um
3 n
∂ 3U mn 3 ∂ Um
3 n
+ (k − 3k h 2 + 3kh −h ) + + (1 + 2λ )[U mn
!3 ∂t 3
∂t ∂x ∂t∂x 2
∂x 3
∂U m k ∂ U m
n 2 2 n
+k + + ] − U mn
∂t 2! ∂t 2
ﺑﺎ ﺳﺎﺩﻩ ﮐﺮﺩﻥ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺩﺍﺭﻳﻢ:
∂U mn ∂ 2U mn k 2 ∂ 2U mn kh 2 α 4U mn
( Tmn = k − ) + − +
∂ ∂x 2! ∂t 12 ∂x 4
2 2
t
*
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﺍﺑﻄﻪ ) (۳ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺑﻪ ﺻﻮﺭﺕ ﺯﻳﺮ ﺳﺎﺩﻩ ﻣﯽ ﺷﻮﺩ:
k 2 ∂ 2U mn kh 2 ∂ 4U mn
= Tmn − +
2! ∂t 2 12 ∂x 4
ﻟﺬﺍ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭﺵ ﻻﺳﻨﻦ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
) Tmn = O ( k 2 + kh 2
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺩﻗﺖ ﺭﻭﺵ ﻻﺳﻨﻦ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
) k −1Tmn = O( k + h 2
١١٥
1
≤ λﭘﺎﻳﺪﺍﺭ ﺍﺳﺖ ﻟﺬﺍ ﺭﻭ ﺵ ﺭﺍ ﻣﺸﺮﻭﻁ ﭘﺎﻳﺪﺍﺭ ﻧﺎﻣﻨﺪ. ﺍﻳﻦ ﺭﻭﺵ ﺑﺮﺍﯼ
6
ﺭﻭﺵ ﮐﺮﺍﻧﮏ -ﻧﻴﮑﻠﺴﻮﻥ :
ﺍﻳﻦ ﺭﻭﺵ ﺩﺭ ﻭﺍﻗﻊ ﺗﺮﮐﻴﺒﯽ ﺍﺯ ﺩﻭ ﺭﻭﺵ ﻗﺒﻠﯽ ﺍﺳﺖ.
ﺳﺎﺩﻩ ﺗﺮﻳﻦ ﺭﻭﺵ ﺑﺮﺍﯼ ﺍﺛﺒﺎﺕ ﻓﺮﻣﻮﻝ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ ﻣﻴـﺎﻧﮕﻴﻦ ﮔـﺮﻓﺘﻦ ﺍﺯ ﺩﻭ ﺭﻭﺵ ﻓـﻮﻕ.ﺑﻨـﺎﺑﺮﺍﻳﻦ ﺩﻭﺭﻭﺵ
ﻓﻮﻕ ﺭﺍ ﺩﺭﻧﻈﺮ ﻣﯽ ﮔﻴﺮﻳﻢ:
u mn +1 = λu mn −1 + (1 − λ )u mn + λu mn +1 n = 0(1) N − 1 , m = 1(1) M − 1 )(9
u mn = −λu mn+−11 + (1 + 2λ )u mn +1 − λu mn ++11 m = 1(1) M − 1 , n = 0(1) N − 1 )(10
ﻭ ﺣﺎﻝ ﻣﻴﺎﻧﮕﻴﻦ ﺩﻭ ﺭﻭﺵ ﻓﻮﻕ:
λ n+1 λ λ λ
− u m−1 + (1 + λ )u mn +1 − u mn ++11 = u mn −1 + (1 − λ )u mn + u mn +1
2 2 2 2
n = 0(1) N − 1 , m = 1(1) M − 1
ﻓﺮﻡ ﺍﭘﺮﺍﺗﻮﺭﯼ ﺍﻳﻦ ﺭﻭ ﺵ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
λ 2 n +1 λ
(1 − δ x )u m = (1 + δ x2 )u mn n = 0(1) N − 1 , m = 1(1) M − 1 )(11
2 2
ﺍﻳﻦ ﺭﻭﺵ ﺭﺍ ﺭﻭﺵ ﮐﺮﺍﻧﮏ ﻧﻴﮑﻠﺴﻮﻥ ﻧﺎﻣﻨﺪ ﮐﻪ ﺭﻭﺷﯽ ﺩﻭ ﻻﻳﻪ ﺍﯼ ﻭ ﺿﻤﻨﯽ ﺍﺳﺖ.ﻓﺮﻡ ﺳﻠﻮﻟﯽ ﺍﻳﻦ ﺭﻭﺵ
ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
)ﺷﮑﻞ(
١١٦
ﺩﻗﺖ ﺭﻭﺵ :
ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭﺵ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ ﻣﻴﺎﻧﮕﻴﻦ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺩﻭ ﺭﻭﺵ ﺍﺷﻤﻴﺖ ﻭ ﻻﺳﻨﻦ:
Tmsn + Tmln ∂U n ∂ 2U mn k 2 ∂ ∂U mn ∂ 2U mn
= Tmn = k( m − ) + ( − )−
∂t∂x 2 ∂t ∂t ∂x 2
2
2
*
k ∂U 4
k ∂U
n 3 4 n
− m
) + = O(k 3 + kh 2
m
h ∂x
2 4
4 ∂x ∂t
2 2
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﺍﺑﻄﻪ ) (۳ﺩﺍﺭﻳﻢ:
∂ 4U mn k 3 ∂ 4U mn
Tmn = kh 2 − ) + = O (k 3 + kh 2
∂x 4
4 ∂x ∂t
2 2
ﻟﺬﺍ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺩﻗﺖ ﺭﻭﺵ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
) k −1Tmn = O(k 2 + h 2
ﺿﻤﻨﺎ ﺍﻳﻦ ﺭﻭﺵ ﻫﻤﻮﺍﺭﻩ ﭘﺎﻳﺪﺍﺭ ﺍﺳﺖ ﻳﻌﻨﯽ ﺑﺎ ﺍﻧﺘﺨﺎﺏ ﻫﺮ λﺍﯼ ﺭﻭﺵ ﻫﻤﮕﺮﺍ ﻣﯽ ﺷﻮﺩ.
ﺭﻭﺵ ﺭﻳﭽﺎﺭﺩﺳﻮﻥ:
ﺣﺎﻝ ﭼﻨﺎﻧﭽﻪ ﻣﺸﺘﻖ ﻧﺴﺒﯽ ﻣﺮﺗﺒﻪ ﺍﻭﻝ ﻧﺴﺒﺖ ﺑﻪ tﺭﺍﺩﺭ ﺭﺍﺑﻄﻪ ) (۳ﺑﺎ ﻳﮏ ﻓﺮﻣﻮﻝ ﻣﺸﺘﻖ ﮔﻴﺮﯼ ﻧﺴﺒﯽ ﻣﺮﺗﺒـﻪ ﺩﻭﻡ
ﺗﻘﺮﻳﺐ ﺑﺰﻧﻴﻢ ﺩﺍﺭﻳﻢ:
U mn+1 − U mn −1 U n − 2U mn + U mn +1
+ O (k 2 ) = m−1 ) + O(h 2
2k h2
k
= λﺩﺍﺭﻳﻢ: ﭼﻨﺎﻥ ﭼﻪ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺭﺍ ﺩﺭ 2kﺿﺮﺏ ﮐﻨﻴﻢ ﻭ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ
h2
) U mn +1 − U mn −1 = λ (U mn −1 − 2U mn + U mn +1 ) + O (k 2 + kh 2
ﭼﻨﺎﻥ ﭼﻪ ﺍﺯ ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺻﺮﻓﻨﻈﺮ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
u mn +1 = 2λ (u mn −1 − 2u mn + u mn +1 ) + u mn −1 n = 1(1) N − 1 m = 1(1) M − 1 )(12
١١٧
ﺭﻭﺵ ﻓﻮﻕ ﺭﺍ ﺭﻭﺵ ﺭﻳﭽﺎﺭﺩﺳﻮﻥ ﻣﯽ ﻧﺎﻣﻨﺪ ﮐﻪ ﺭﻭﺷﯽ ﺳـﻪ ﻻﻳـﻪ ﺍﯼ ﻭ ﺻـﺮﻳﺢ ﺍﺳـﺖ .ﻓـﺮﻡ ﺳـﻠﻮﻟﯽ ﻋﺒـﺎﺭﺕ
ﺍﺳﺖ ﺍﺯ:
)ﺷﮑﻞ(
ﺩﻗﺖ ﺭﻭﺵ:
ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭ ﺷﺮﻳﭽﺎﺭﺩﺳﻮﻥ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
Tmn = U mn +1 − 2λ (U mn −1 − 2U mn + U mn +1 ) − U mn −1
ﺑﺎ ﺑﺴﻂ ﺳﺮﯼ ﺗﻴﻠﻮﺭ ﺣﻮﻝ ) ( xm , t nﻭ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﺍﺑﻄﻪ ) (۳ﻧﻬﺎﻳﺘﺎ ﺩﺍﺭﻳﻢ:
) Tmn = O (k 3 + kh 2
ﺑﻨﺎﺑﺮﺍﻳﻦ ﺩﻗﺖ ﺭﻭﺵ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
) k −1Tmn = O ( k 2 + h 2
ﺭﻭﺵ ﺩﺍﻓﻮﺭﺕ – ﻓﺮﻧﮑﻞ:
ﺍﮔﺮ ﺩﺭ ﺭﻭﺵ ﺭﻳﭽﺎﺭﺩﺳﻮﻥ ﺍﺯ ﺗﻘﺮﻳﺐ ﺯﻳﺮ ﺍﺳﺘﻔﺎﺩﻩ ﮐﻨﻴﻢ:
1 n +1
≅ u mn ) (u m + u mn −1 )(1
2
ﺩﺍﺭﻳﻢ:
(1 + 2λ )u mn +1 = 2λ (u mn −1 + u mn +1 ) + (1 − 2λ )u mn −1
n = 0(1) N − 1 m = 1(1) M − 1
ﺣﺎﻝ ﺍﮔﺮ ﻃﺮﻓﻴﻦ ﺭﺍﺑﻄﻪ ﺭﺍ ﺩﺭ 1 + 2λﺗﻘﺴﻴﻢ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
2λ 1 − 2λ n −1
= u mn +1 (u mn −1 + u mn +1 ) + um n = 1(1) N − 1 m = 1(1) M − 1 )(13
1 + 2λ 1 + 2λ
١١٨
ﺭﻭﺵ ﻓﻮﻕ ﺭﻭﺷﯽ ﺍﺳﺖ ﺳﻪ ﻻﻳﻪ ﺍﯼ ﻭ ﺻﺮﻳﺢ ﮐﻪ ﻓﺮﻡ ﺳﻠﻮﻟﯽ ﺁﻥ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
ﺩﻗﺖ ﺭﻭﺵ:
ﺧﻄﺎﯼ ﺑﺮﺷﯽ ﺭﻭﺵ ﺩﺍﻓﻮﺭﺕ – ﻓﺮﻧﮑﻞ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
Tmn = (1 + 2λ )U mn +1 − 2λ (U mn −1 + U mn +1 ) + (1 − 2λ )U mn −1
ﭼﻨﺎﻥ ﭼﻪ ﺭﺍﺑﻄﻪ ﻓﻮﻕ ﺭﺍ ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺳﺮﯼ ﺗﻴﻠﻮﺭ ﺑﺴﻂ ﺩﻫﻴﻢ ﻭ ﺳﺎﺩﻩ ﮐﻨﻴﻢ ﺩﺍﺭﻳﻢ:
) Tmn = O(k 3 + kh 2
ﻟﺬﺍ ﻧﺘﻴﺠﻪ ﻣﯽ ﮔﻴﺮﻳﻢ ﮐﻪ ﺩﻗﺖ ﺭﻭﺵ ﻋﺒﺎﺭﺕ ﺍﺳﺖ ﺍﺯ:
−1
) k T = O(k + h
n
m
2 2
ﺿﻤﻨﺎ ﺍﻳﻦ ﺭﻭﺵ ﺍﺯ ﺭﻭﺵ ﻗﺒﻠﯽ ﭘﺎﻳﺪﺍﺭﺗﺮ ﺍﺳﺖ.
ﻣﺜﺎﻝ:۱
1 1
= kﻣﻌﺎﺩﻟﻪ ﺯﻳﺮ ﺭﺍ ﺑﺮﺍﯼ ﺩﻭ ﻻﻳﻪ n = 0,1ﺣﻞ ﮐﻨﻴﺪ. ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﺍﺷﻤﻴـﺖ ﻭ = , h
36 3
∂u ∂ 2 u
= t 0 0 ≤ x ≤1
∂t ∂x 2
u ( x,0) = sin πx
u (0, t ) = 0
u (1, t ) = 0
ﺣﻞ(
١١٩
1 1− 0
= ⇒M =3
3 M
1
x0 = 0 x1 =
3
xm = mh m = 0(1)3 ⇒
x = 2 x3 = 1
2 3
1
t n = nk n = 0,1 ⇒ t 0 = 0 t1 =
36
1
k 1
λ = 2 = 36 =
h 1 4
9
1 1
u mn +1 = (u mn −1 + u mn +1 ) + u mn
4 2
4u mn +1 = u m−1 + u m+1 + 2u mn
n n
for (n = 0; n ≤ 1; n + +)
for (m = 1; m ≤ 2; m + +)
n=0
m = 1,2
1 3
4u1 = u 0 + 2u1 + u 2 = sin πx0 + 2 sin πx1 + sin πx2 = 3
0 0 0
2 ⇒ 1 = 3 3 3
u1 u12 = 3
4u 2 = u 0 + 2u 0 + u 0 = sin πx + 2 sin πx + sin πx = 3 3 8 8
1 1 2 3 1 2 3
2
n =1
m = 1,2
4u12 = u 01 + 2u11 + u 12 9 9
2 1
⇒ u12 = 3 u 22 = 3
4u 2 = u1 + 2u 2 + u 3
1 1
32 32
:۲ﻣﺜﺎﻝ
.ﻣﺴﺎﻟﻪ ﺯﻳﺮ ﺭﺍ ﺑﺎﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﮐﺮﺍﻧﮏ ﻧﻴﮑﻠﺴﻮﻥ ﺑﺮﺍﯼ ﺩﻭ ﻻﻳﻪ ﺣﻞ ﮐﻨﻴﺪ
∂u ∂ 2 u
= t 0 0 ≤ x ≤1
∂t ∂x 2
u ( x,0) = sin πx
u (0, t ) = t
2
u (1, t ) = 2t
١٢٠
⇒ u 12 = 0.5567 u11 = 0.6742 ﺣﻞ(
n =1
m = 1,2
1 1
(u 02 = u (0, t 2 ) = t 2 2 t 2 = 2k = 2 =)
36 18
1
= u 32 = u (1, t 2 ) = 2t 2
9
1
u 10 = u (0, t1 ) = t1 2 = ( ) 2
36
1
= u 31 = u (1, t1 ) = 2t1
18
2 1
− u1 + 10u 22 = u11 + 6u 12 +
− u + 10u − u = u + 6u + u
2
0
2
1
2
2
1
0
1
1
1
2 6
2 ≡
− u1 + 10u 22 − u 32 = u11 + 6u 12 + u 31 10u 2 − u 2 = 6u 1 + u 1 + [ 1 + 1 ]
(18) 2 (36) 2
1 2 1 2
⇒ u12 = 0.5275 u 22 = 0.5443
ﺗﻤﺮﻳﻨﻬﺎﻱ ﻓﺼﻞ ﺳﻮﻡ
-١ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ﺯﻳﺮ ﻣﻔﺮﻭﺽ ﺍﺳﺖy = x + sin( y), y(0) = 1 :
'
ﺍﻳﻦ ﻣﺴﺌﻠﻪ ﺭﺍ ﺑﺎ ﺭﻭﺷﻬﺎﻱ ﺍﻭﻳﻠﺮ ﭘﻴﺮﺍﺳﺘﻪ ﺍﻭﻳﻠﺮﺭﻭﺷﻬﺎﻱ ﻣﺮﺍﺗﺐ ﻣﺨﺘﻠﻒ ﺭﺍﻧﮓ -ﻛﻮﺗﺎﻩ ﺑﺎ ﮔﺎﻡ h=0.1ﺣﻞ
ﻛﻨﻴﺪ ﻭ ﺟﻮﺍﺏ ﺗﻘﺮﻳﺒﻲ ) y(0.4ﺭﺍ ﺑﻴﺎﺑﻴﺪ.
-٢ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ﺯﻳﺮ ﻣﻔﺮﻭﺽ ﺍﺳﺖy ' = x( y + x) − 2, y(0) = 2 :
ﺍﻟﻒ :ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﺍﻭﻳﻠﺮ ﻭ ﮔﺎﻣﻬﺎﻱ h=0.15,h=0.2,h=0.3ﺟﻮﺍﺏ ﺗﻘﺮﻳﺒﻲ ﻣﻌﺎﺩﻟﻪ ﺭﺍﺩﺭ )y(0.6
ﺑﻴﺎﺑﻴﺪ).ﻣﺤﺎﺳﺒﺎﺕ ﺗﺎ ٥ﺭﻗﻢ ﺍﻋﺸﺎﺭ(
ﺏ:ﻣﺴﺌﻠﻪ ﺭﺍ ﺑﺎ ﮔﺎﻣﻬﺎﻱ ﻣﻨﺪﺭﺝ ﺩﺭ ﻓﻮﻕ ﺑﺎ ﺭﻭﺷﻬﺎﻱ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺭﺍﻧﮓ -ﻛﻮﺗﺎﻩ ﻭ ﭘﻴﺮﺍﺳﺘﻪ ﺍﻭﻳﻠﺮ ﺣﻞ ﻛﻨﻴﺪ.
١٢١
-٣ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﻛﻼﺳﻴﻚ ﺭﺍﻧﮓ -ﻛﻮﺗﺎﻩ ﻣﺮﺗﺒﻪ ﭼﻬﺎﺭﻡ ﺟﻮﺍﺏ ﺗﻘﺮﻳﺒﻲ ﻣﺴﺌﻠﻪ ﺯﻳﺮ ﺭﺍ ﺩﺭ x=0.8ﺑﻴﺎﺑﻴﺪ
y ' = x + y , y(0.4) = 0.41 ﺑﻪ ﻃﻮﺭﻳﻜﻪ h=0.2ﺑﺎﺷﺪ.
)( y + x
= 'y -٤ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ﺯﻳﺮ ﻣﻔﺮﻭﺽ ﺍﺳﺖ, y(0) = 1 :
)( y − x
ﺑﺎ ﮔﺎﻡ h=0.2ﺟﻮﺍﺏ ﻣﺴﺌﻠﻪ ﺭﺍ ﺩﺭ) y(0.4ﺑﺎ ﺭﻭﺵ ﺭﺍﻧﮓ -ﻛﻮﺗﺎﻩ ﻣﺮﺗﺒﻪ ﺳﻮﻡ ﻛﻼﺳﻴﻚ ﺑﻴﺎﺑﻴﺪ.
-٥ﺟﻮﺍﺏ ﺗﻘﺮﻳﺒﻲ ﻣﻌﺎﺩﻟﻪ ﺩﻳﻔﺮﺍﻧﺴﻴﻞ ﺯﻳﺮ ﺭﺍ ﺩﺭ ﻧﻘﻄﻪ x=0.3ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺵ ﺁﺩﺍﻣﺰ -ﺑﺸﻔﻮﺭﺕ ﻣﺮ ﺗﺒﻪ
ﺩﻭﻡ ﻭ ﺑﺎ ﮔﺎﻡ h=0.1ﺑﻴﺎﺑﻴﺪy ' = x − y 2 , y(0) = 1 .
.ﺑﺮﺍﻱ ﺷﺮﻭﻉ ﺭﻭﺵ ﺍﺯ ﺭﻭﺵ ﺭﺍﻧﮓ -ﻛﻮﺗﺎﻩ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﻛﻼﺳﻴﻚ ﺍﺳﺘﻔﺎﺩﻩ ﻛﻨﻴﺪ.
) y j +1 = ay j − 2 + h(by ' j + cy ' j −1 + dy ' j −2 + ey ' j −3 -٦ﺭﻭﺵ ﻣﺮﺗﺒﻪ ﭼﻬﺎﺭﻡ ﺑﻪ ﻓﺮﻡ:
ﺑﺮﺍﻱ ﺣﻞ ﻣﻌﺎﺩﻟﻪ ) y ' = f ( x, yﺗﻌﻴﻴﻦ ﻛﻨﻴﺪ ﻭ ﺧﻄﺎﻱ ﺁﻧﺮﺍ ﺑﻴﺎﺑﻴﺪ.
y ' = f ( x, y), y(0) = y0 -٧ﺑﺮﺍﻱ ﺣﻞ ﻣﻌﺎﺩﻟﻪ :
ﺭﻭﺵ ﺯﻳﺮ ﭘﻴﺸﻨﻬﺎﺩ ﻣﻲ ﺷﻮﺩ .ﺧﻄﺎﻱ ﺑﺮﺷﻲ ﺍﻳﻦ ﺭﻭﺵ ﺭﺍ ﺑﻴﺎﺑﻴﺪ ﻭ ﻣﺮﺗﺒﻪ ﺩﻗﺖ ﺁﻧﺮﺍ ﺗﻌﻴﻴﻴﻦ
18 4h
= y j +1 ( y j − y j − 2 ) + y j −3 + ﻛﻨﻴﺪ( f j +1 + 4 f j + 4 f j −2 + f j −3 ) .
19 19
b,c,a -٨ﺭﺍ ﺑﻄﺮﻳﻘﻲ ﺑﻴﺎﺑﻴﺪ ﻛﻪ ﺭﻭﺵ ﭼﻨﺪ
ﮔﺎﻣﻲy j +1 = (1 − a ) y j + ay j −1 + h(by ' j +1 + cy ' j + dy ' j −1 ) :
ﺩﺍﺭﺍﻱ ﺣﺪﺍﻛﺜﺮ ﻣﺮﺗﺒﻪ ﺩﻗﺖ ﺑﺮﺍﻱ ﺣﻞ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﺍﻭﻟﻴﻪ ) y ' = f ( x, yﮔﺮﺩﺩ.
-٩ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﻣﺮﺯﻱ ﺯﻳﺮ ﻣﻔﺮﻭﺽ ﺍﺳﺖx 2 y′′ − 2 y + x = 0, x ∈ [ 2,3], y( 2) = y(3) = 0 :
ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﺭﻭﺷﻬﺎﻱ ﺗﻔﺎﺿﻠﻲ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﻭ ﺭﻭﺵ ﻧﻴﻮﻣﺮ ﻭ ﺑﺎ ﮔﺎﻡ h=0.1,h=0.25ﺣﻞ ﻛﻨﻴﺪ.
]y′′ = xy + 1, x ∈ [0,1 -١٠ﺑﺎ ﺍﺳﺘﻔﺎﺩﻩ ﺍﺯ ﻳﻚ ﺭﻭﺵ ﻣﺮﺗﺒﻪ ﺩﻭﻡ ﺗﻔﺎﺿﻠﻲ ﻣﺴﺌﻠﻪ ﻣﻘﺪﺍﺭ ﻣﺮﺯﻱ
y(0) + y ' (0) = 1, y(1) = 1
ﺭﺍ ﺑﺎ ﮔﺎﻡ h=0.25ﺣﻞ ﻛﻨﻴﺪ.
١٢٢
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