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lanalyse numrique
Introduction
lanalyse numrique
Jacques Rappaz
Marco Picasso
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= (t + 1)t = t2 + t.
(t2 t0 )(t2 t1 )
2
2
2
0 (t)
0 1 2
[1, +1]
1
0.8
0.6
2
0.4
0.2
0
-0.2
-1
P2
t0 t1 t2 . . . t n
0 , 1 , 2 , . . . , n
t2 . . . t n
t0 t1
Pn
2 . . . n
p Pn
n
X
pj j (t).
j=0
(n + 1)
0 1
k = 0, 1, 2, . . . , n
p(tk ) =
n
X
j=0
pj j (tk ) = pk
| {z }
0
1
j6=k
j=k
p0 , p1 , . . . , pn
~a
p~
t1 = 0
1
p1 = 3
p(t) = 8
t0 = 1
p0 = 8
p2 = 6
p(t) = 80 (t) + 31 (t) + 62 (t)
0
t2 = 1
1 2 1
1 2 1
t t + 3(1 t2 ) + 6
t + t
2
2
2
2
= 4t2 t + 3.
j=0
n
j=0
2
;>= @5 J;%@5#@J ')F#&BDB\ % P=W N<3_ E
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)+)$ +34
t 0 , t1 , t2 , . . . , t n
f (t) = et
e2 (t)
1 0
0 , 1 , 2
p(t) =
=
1
e
1 2 1
1 2 1
t t + (1 t2 ) + e
t + t
2
2
2
2
e
1
e 2
1
t +
t + 1.
1+
2e
2
2 2e
1 0
3
f
p
2.5
2
1.5
1
0.5
0
-1
S)r:+-<12)t-,/#
X!#B#R\!3Wl#*?-EW :( wx)7LE#%3EIra:+6+-U4<@)74<@+-$ )u!3#A8 6M[\#*+- )9sQ@4<+-) !3(*l)4#":L
4)7E8 #%3 O+L4<v#A,[\L#%4E)7,/E#%( )L)7i8CQ 2$E)++#y)74< /[\+(%)579HE)v446+!3#*)4)7$ EE@4#*4=ca(%+-$$E4Y!@4YL[k)#H$ R9H+-)$9H8C46+-!3)-9L(%@J E#%4<+-)2$ ) Nx$X#yVUNx#g#H!3o4<9*@# !3$D+-+5)4u)(*##%$D$E:+-r4<)7;) $ 8
aWJ #*+)74)7E@4#*$ 9;'+46$E4FL8ai O !3#%57(*9#i )0+Q :jJ$nL)+LEE.0#%$ E+-)}Q Q$ })2/5+1s4<8 :+-W#0J 4/$G)7&E=#*!34@#*(*a)l+)6,/L4F)7+f)7E!3@# *#*57!3F#/J 4<&!3#*!3?-(%E:( #%)! L3!3I #
0
0 }-Q<})151
+5,/4 +-)-@E#%R<#g@(%$E<@U#%&$ C$E6g4 =)7$E#R* !3#&P?;L)?-#S!3# $@$E+29*4<(%#RV
Q $")/:#%3
O
f (t) = et
[a, b]
tj j = 0, 1, 2, . . . , n
j = 0, 1, 2, . . . , n
t0 , t1 , . . . , t n
n
1 0
f : [a, b] R
[a, b]
h = (b a)/n
tj = a + jh
n
pn
pn
pn (t) =
n
X
f (tj )j (t),
j=0
0 , 1 , . . . , n
Pn
t0 , t1 , . . . , t n
(n+1)
(n+1)
(n+1)
t[a,b]
t[a,b]
n+1
n+1
1
n 2(n + 1)
lim
ba
n
(n+1)
= 0.
{C9*E) +
@@E(%#_<@4<EE.0(-$F8C;9HL#HE46E!3#>#*,/U#%)-@,k UE#%4+9 )~Q^#%]S$ q#X$ +-' (*O )#%+-)7,/n.*[ )#C$E#0$E$G#>k4<9* $G@E(D!L):$FWJ #*I2#%,/<#S$ 4 aL#*)73% Q
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8 8 8
maxt[a,b] |f (n+1) (t)|
[1, +1]
|f (n) (1)|
... n
n=5
[1, +1]
pn
n = 10
tj = 1 + 2j/n j = 0 1
2
f
p5
p10
1.5
1
0.5
0
-0.5
-1
-0.5
0.5
[1, +1]
tj = a +
t 0 , t1 , . . . , t n
(b a)
2
1 + cos
(2j + 1)
2(n + 1)
j = 0, 1, 2, . . . , n,
1
a#*+;$ D*9*(%+E)+T$ <E+-@@$@457E#R# WJ 4)7E@#%#*E)a! +6L#%)7@ $DWJ 4)3!3l# )4e8a829HL+,/+;,/$`W#gJ #%<E#M@#*,/+- )-@E#f6Tl?@#T}Q Q
O
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f
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0.5
0
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0
0
0
0
0
0
1
1
0
1
0
0
0
1
8
3
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$") O (%E4<l#M57#geJ +)> *
0
0 (t0 ) = 1,
0 }Q}H431
(t t1 )2 (2t + t1 3t0 )
.
(t0 t1 )3
1 (t1 ) = 1,
1 (t) =
00 (t0 )
01 (t1 )
= 1,
(t t0 )2 (2t + t0 3t1 )
.
(t1 t0 )3
0 (t) =
1
10 (t1 ) = 1,
= 1 (t0 ) = 01 (t0 ) = 0.
(t t1 )2 (t t0 )
.
(t0 t1 )2
1
1 (t) =
(t t0 )2 (t t1 )
.
(t1 t0 )2
0 , 1 , 0 , 1
0 , 1 , 0 , 1
P3
t0
0 1 0
t1
[t0 , t1 ]
0 , 1 , 0 , 1
t0 , t1
[t0 , t1 ]
[t0 , t1 ]
p(t0 ) = f (t0 ),
p0 (t0 ) = f 0 (t0 ),
p(t1 ) = f (t1 ),
p0 (t1 ) = f 0 (t1 ).
0.8
0.6
0.4
0
0.2
0
-0.2
t0
t1
[a, b]
N +1
[a, b]
n1
t0 = xi tj = xi,j
1 j n 1 tn = xi+1
f
tj 0 j n
n
h=
max
|xi+1 xi |,
[xi , xi+1 ]
fh : x [a, b] fh (x) R
fh
(n + 1)
[a, b]
fh
f : [a, b] R
n
xi 1 i N 1
x[a,b]
fh
0}
3
{C;>L)>=#E4<%46$E.'Q)783&),-+<'.#g:#$R@%'+(*=3+-@E#*.%),T+-#)$ }-Q<* }M$E&WJ 4)7E#% O L#
#*)i<4#*i#*A69H#B!#MeJ 4<)7@#*EN
O
[xi , xi+1 ]
[a, b]
1
max |f (t) fh (t)|
t[xi ,xi+1 ]
2(n + 1)
dA4<)$E4F)+-$R O +-)$
max
|f (t) fh (t)| C
xi+1 xi
n
max
(n+1)
0jN 1
max
t[xi ,xi+1 ]
|xj+1 xj |
|f (n+1) (t)|.
0 }Q7/K171
n+1
#*k+54
C=
i = 0, 1, 2, . . . , N 1
1
max |f (n+1) (t)|
2(n + 1)n(n+1) t[a,b]
[a-+-H$E+4Y&@)B4Y)[ V"#f9H4#D)7#HcE5-#%$ E4:# +@)/(H;$E+U@@4<k4<#*+-)!)q!#X!3q@a$'+#*(*4)B)7+-E@.%$ ,T$#T:}#*Q7E/M4<%#08U$GLc+6j;$ $E 4 OO #%9)-@#Q !2#&4Z+)r$ $C#g#%!3)+)<):#"$C?9H)u+;L) #*):)7!T#*@@4<!?#%##
O #HA$E4
O #*;$ *(*@+/<+-@ $@O57#09 # @#*)! O #*;$ *(*@+8Q3+m`)i&L#HI3; #*,/#8a$ 4P+)i:+7$ #
n
x 1 , x2 , . . . , x N
h
i = 0, 1, 2, . . . , N
xi = a + ih
N
maxx[a,b] |f (x)fh (x)|
h = (b a)/N
0.8 N = 4
x4 = 0.8
n=1
n=1
n =2
xi,1 =
[xi , xi+1 ]
xi +xi+1
2
xi
C1
[xi , xi+1 ]
[a, b]
[xi , xi+1 ]
[t0 , t1 ]
f (xi )
xi
[a, b]
f 0 (xi )
}}
0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0
0.2
x1
0.4
x2
0.6
x3
0.8
b = x4
0.5 0.6
x2,1 x3
0.7 0.8
x3,1 b = x4
0.6
x3
0.8
b = x4
1.2
1
0.8
0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0
0.1 0.2
x0,1 x1
0.3 0.4
x1,1 x2
1.2
1
0.8
0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0
0.2
x1
0.4
x2
}H/
3
. & .
f9*+e)7*E4H)2kL#&kL#& L3I W L$"#*) ;$E$C!3# a+-$E#*#o)7@574<.%E#>#0$CeJ $ +#%) 9*#*+,/)#*))7%487$@9L$E#vJ #%$ #%Nx$ VUNxO !34<E#%#c+;$)$Ea+-!K$EJ #A)9H#i+-)[\)2+-)#%9s$_@4<+-#%) $
L#*@$ O
f (t)
tR t
p(t)
f (t)
f
t
tR t
p(t)
k = E[t]
p
k 1, f (k 1) ,
k, f (k) ,
k + 1, f (k + 1) ,
t ]k, k+1[
k + 2, f (k + 2) .
VTLEE4&!3# Q
,-,AD BW& d&?+-E4<E',/#f[\+E)46$@$E)-
R#@'"U
ZB%('.,S#@
A(*l)4<E4+)o!3#0$D[\+)9HE4+)$
8 8 8
p = p(t)
1
0 (x) := x(x 1)(x 2)
6
1
1 (x) := (x + 1)(x 1)(x 2)
2
1
2 (x) := (x + 1)x(x 2)
2
1
3 (x) := (x + 1)x(x 1)
6
t
F4E#
24
24<)+)
k := E[t]
t=k
p := fk ;
:= fk1 0 (t k)
+fk 1 (t k)
+fk+1 2 (t k)
+fk+2 3 (t k)
0 1 2 3
]DL69HF!3#
34 #0$GR#%)-@4<#%
24)+)v+)>9%L69H#
p(t)
.} 1
]S+-)3[\+@,/(*,/#*)7&LIuE(0$ Y;U@$R!#f6$E#%9s@4<+-)y}-Q :8 #%$ c#Ma+17)t,/#M!3(Hl)4FL
0 }-Q /L71
+543Ia+8 4)7@$ 8 8 8 #08 $GB6i=8-$ #!3#uQK{CL)?-@3)E4?<46#T$@L!3)7#%M$MeaJ (*+?7L12)4Y@t( ,/#0}$BQ723!31s#q8K!3)#%?9%@L( 69H1>C-$E$E$E4<+3,/9H4(*##
0
!+))#,*
0 1 2 3
k1 k k+1 k+2
1
0 (t) = (t k)(t k 1)(t k 2),
6
1
1 (t) = (t k + 1)(t k 1)(t k 2),
2
1
2 (t) = (t k + 1)(t k)(t k 2),
2
1
3 (t) = (t k + 1)(t k)(t k 1).
6
x ]0, 1[
$E+4<&#*):9H+@#
0 (x) = 0 (x + k),
2 (x) = 2 (x + k),
t ]k, k + 1[
8<+-@$
1 (x) = 1 (x + k),
3 (x) = 3 (x + k),
1
0 (x) = x(x 1)(x 2),
6
1
1 (x) = (x + 1)(x 1)(x 2),
2
1
2 (x) = (x + 1)x(x 2),
2
1
3 (x) = (x + 1)x(x 1).
6
X!FJJ #%)-<?-@+E(%@#q4Y@'$ +-,/)7#> 9H+@@#%$E:#*+-B)<!#0L$ )7/L#%#*$ q;$ @(%$E#*)7E(>!)$/QkF<#i#;L=@#%,T .*E@}#Q}!3QC#qF#0$ +-$ @4<# @,T#0.*$GEB@#%6 $
O
O <#% Q
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}Qc{`I349*4Y@#*&)va+12)t,/# !3#M!3#%?@(1n@#*P57#
+ f (k + 1)2 (t k) + f (k + 2)3 (t k).
p(t)
tR
fk = f (tk )
t0 < t 1
< t 1 t0
p (t0 ) = p (t0 + ) = 1,
p (t1 ) = p (t1 + ) = 0.
0<
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8_,T+-)7E@#*/5-#
8
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0 1 2 3
t1 t1 +
t0 t0 +
P3
(t t0 )(t t1 )(t t1 )
,
()(t0 t1 )(t0 t1 )
(t t0 )(t t1 )(t t1 )
1 (t) =
.
(t0 t1 + )(t0 t1 )
0 (t) =
(t t1 )(t t1 )
(t0 t1 )(t0 t1 )(t0 t1 + )
(t0 t1 )(t t0 ) (t0 t1 + )(t t0 )
(t t1 )(t t1 )(3t0 t1 2t + )
.
(t0 t1 )(t0 t1 )(t0 t1 + )
#*A!3+)983#*)>!3(%E4 O L)7%83)+-$c+=E#*)+)$
0
(t t1 )2 (3t0 t1 2t)
,
(t0 t1 )3
0 (t) =
t0
t1
p
R +1
p(t)dt
1
f (1), f (0)
f
f (+1)
[1, +1]
1, 0, +1
})2
3%
0 1 2
+1
p(t)dt = f (1)
A)>9*L69HP$ 4,/#g!+))#
+1
+1
0 (t)dt + f (0)
1
0 (t)dt = ,
3
+1
p(t)dt =
+1
1
+1
1 (t)dt + f (+1)
4
1 (t)dt = ,
3
R +1
1
f (t)dt
#Hc#%$
+1
2 (t)dt.
+1
2 (t)dt =
1
R/57L)7@4Y@(
1
f (1) + 4f (0) + f (+1) .
3
1
f (1) + 4f (0) + f (+1) .
3
J(f ) =
#*&L&9*+)$E(%57#%)7
1
1, 0, +1
P2
J(f )
J(f )
J(f )
1
,
3
!(Hl)4#M
4<)7@.*?@#/#HI9HE#%,T#%)7B<#0$
+1
q(t)dt = J(q)
^O. (
M(
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S(t ) = f (t ) . . . S(t ) = f (t )
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f (x0 + h) f (x0 )
h
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h
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0.0600
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0.0100
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h
0.0600000
0.0600000
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103
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h f (x0 )/h
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2
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= f (x0 ) + 2(f (x1 ) f (x0 )) + (f (x2 ) 2f (x1 ) + f (x0 )) = f (x2 ).
pm (x1 ) = f (x0 ) +
J/ 2
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0
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pm
x 0 , x1 , x2 , . . . , x m
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m
dm
m
h f (x0 )
p
(x)
=
.
m
dxm
hm
xj = x0 + jh
(i)
h f (x0 )
2 f (x0 )
(x x0 ) + h m (x x0 )(x x1 )
h
2!h
m
f
(x
)
0
+ + h m (x x0 )(x x1 ) (x xm1 );
m!h
dm
m
h f (x0 )
p
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.
m
0
m
dx
hm
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(ii)
0 /Q /L231
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pm
max
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1
hm+1
max
|f (m+1) (x)|.
2(m + 1)
x[x0 ,x0 +mh]
pm
x = x0
q2
x0 h x0
m
h
hm
x0 + h
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d2
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f 000 (x0 ) 2
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h
24
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000
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h
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f 0 (x0 )
%
h4 %
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4
(4)
f (x0 ) h f (x0 ) Ch2 .
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1!
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(2h)4
(2h)5
(2h)6
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f (x0 )
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,
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h6
h4
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1
2
3
h
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h f (x0 )
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h
2h
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g(xj ) = f (xj )
0 [x0 , x1 ] 1 [x1 , x2 ]
j = 0, 1, 2
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= h f (x0 + h) h f (x0 )
1 [x1 , x2 ]
r0 (0 ) = 0
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f 0 (1 ) = g 0 (1 ).
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r0
r00 () = 0.
[0 , 1 ]
r000
00
00
00
r (x) = r (x) r () =
r000 (t)dt.
f 000 (t)
00
r (x) =
f 000 (t)dt.
1-
3
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x
x0
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Z
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|r0 (s)| |
t [x0 , x1 ]
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x [x1 , x2 ]
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6
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x [x0 , x2 ]
8)+-$R O +-)$
f 00 (x0 )
(x x0 )2 .
2
f 000 ()
(x x0 )3 |
6
(x2 x0 )3
max |f 000 (t)|
x0 tx2
6
4
= h3 max |f 000 (t)|.
3 x0 tx2
|f (x) G(x)| = |
1}
3%
x0
x0
[x0 , x0 + 2h]
x0
x0 +2h
Z
1*/
c
&*
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O [a, b]
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f (x)dx.
0 1Q<}21
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x i = 0, 1, 2, . . . , N
a = x < x < x < x < < x
< x = b.
0 1Q /51
3+4<
h = max |x
x |
0 1Q 151
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5)7F+J L$R:a9H+-)$E+#u):@$ 4$E+))+O :$M4<):9H4<E#uV>9;'+-4$E4j!3#%x$B4<)7E#% O <#%$B!#q<+-)?h#*;$M!34<ha(%E#%)-@#%$%8
#* x = a + ih, i = 0, 1, . . . , N.
ba
h=
N
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Z
XZ
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f (x)dx.
f (x)dx =
1J1
i+1
N 1
0iN 1
i+1
N 1
i=0
xi+1
xi
1
3
]S#M$E+)7&L4)$ 4P<#0$c4<)7E(%?;L#%$
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f (x)dx
xi
"% "#
[1, +1]
t=2
x xi
1
xi+1 xi
x [xi , xi+1 ]
t [1, +1]
xi+1
xi
x = xi + (xi+1 xi )
t+1
,
2
xi+1 xi
f (x)dx =
2
+1
gi (t)dt,
gi
gi (t) = f
t+1
xi + (xi+1 xi )
2
R +1
1
[1, +1]
t [1, +1].
g(t)dt g
;>@FBD=P=L < %BD#@J ')#&B% N\W&6A J>L < E J :=E UL AV:=E U:=E6LTACE6<KJI>M< B
[1, +1]
def
j=1
+1
1
9&+-$R@(%$E#*)7@+)$D,L4)7E#*):L)7R)i#HI3#*,/#M!3#g[\+@,j#M!3#B57!@LE@#Q
M =2
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0
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0
t1 = 1, t2 = +1, 1 = 1, 2 = 1
J(g) = g(1) + g(1).
J(g)
R +1
1
J(g)
g(t)dt
" (
g(t)
Q
X #R\W N\W& | +-E,n#g!u@@:. *#M$
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fL):$XWJ (%?-<4<E( 0 1Q 4F1C)+:$S@+29;O '+)$
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1 = t1
1 = t2
[1, +1]
R xi+1
xi
R +1
1
f (x)dx
gi (t)dt
J(gi )
0 1Q<}-}[1
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M
xi+1 xi X
tj + 1
j f xi + (xi+1 xi )
.
2
2
j=1
b
a
!
0 1Q<}H/31
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t = 1 t = 1 = = 1
0
$%J (%9H@4< *
X x
x
L (f ) =
f (x ) + f (x ) .
0 1Q<})151
2
9*+ @E[\#0+$ @a,j+):<!u# VT0 1eJQL}.415@1T#f#0':$Gu9;'2[ 9H@4(*#g#!3Vp#M4)-n@#*l@?-@@(H#E#%1qQ /?Q ;L'457#%,/#*)7 *S6p57L)7E4<E( L (f )
Lh (f ) =
N
1
X
i=0
M
xi+1 xi X
tj + 1
j f xi + (xi+1 xi )
.
2
2
j=1
2
N 1
i+1
i+1
i=0
1L5
3
f
x0
x1
x2
x3
x4
!)$c<#B9%$c+54 Q
X #&RUWN\W : |+-E,n#g!r@@:. *#ga+&@+29;'#*
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9;!3';U#%_@g@#M57LL&)7@64Y@( !3+-))(*#B!# L`:+-6g4<)75-@:$ L)7E4<E( *U+-#*")T!3!3# (*l)4<Ca+)46!#D$ [\+@,j<#R!3#R57UN
@0 9H457#%$T#0a$D++4r)7@!$/#%#%#H$D$qq<:+-9*?+-#%464<$T9H)74@:#*$ 6+-$c4!!3$T#M$E$E9*L+LE)7466$G9H[?4$(%$@1 L))7(*+;L)r#*1,/Q L/5E#%1 E1n)-4<ET#H4+qE)(%+-:))~#%#" W@9%J +L4)7@69HE4<(0#%$n #O !LL)# $/!3#0$jL#*;/L)v=64<)7#%@$T[\#*+-)2EO ,n,/<#%(H#$N
0
9*+,/:+7$ 4<E# 0 0 1Q})/31HQ
$E+)$cd O))7#gM!E#n+-,/@4<+(*)7E(M@E!3#%f(%$E9*4@+,/=,/<#g#*!3)7# g9*+)$ QE@4E#T!3#%$f[\+-E,n#%$f!3#5-:!3;U@E#-8:!3(*l)46$GN
;>= %#@')#&B% N\W : E @=ACB]PYH<KJ)NQP :=BMR < NQJ @3J H<KP5@=BDPFLT< B]J
Rb
a
Rb
a
[xi , xi+1 ]
Lh (f )
t 1 , t2 , . . . , t M
f (x)dx
M
f (x)dx
N =4
1 , 2 , . . . , M
[a, b]
Lh (f )
xi
J(g)
J(g) =
M
X
j g(tj )
j=1
+1
1
g(t)dt
J(p) =
+1
p(t)dt
b
a
J(g) =
M
X
j g(tj )
+1
1
1*4
U:F:FE R U` LTAV:2:F>ME ACL J @3J\ > L E6P=AV>J >J ` WBPFBD\ 3
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A 2bP N bJ^ >M< N :=B-BN> a ACE6>ML A JBNQP
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a
H<KJ
0 1Q<}%71
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0 ]S6L4@#*,/#*)7f$E4 #%$ g0 O )oa+17)t,/#n!3#/!3#%?@( 8Z9LJ #%$ NxVUNx!34<@#j$E4 $%J (09H@4Yg$ +-$&6
[\+-E,/#
f
[a, b]
h
r+1
C
xi
Z
b
f (x)dx Lh (f ) Chr+1 .
a
Lh (f )
, R
+1
p(t)dt = J(p).
R +1
1
r=1
[a, b]
i = 0, 1, 2, . . . , N
[a, b]
h = (ba)/N xi = a+ih
Z
b
f (x)dx Lh (f ) Ch2 ,
a
Rb
a
g(t)dt
f (x)dx
Rb
a
f (x)dx
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p
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r>3
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i =
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i (t)dt,
+54#%$@$A$ +3[\+9H4)(*9H#gE4L+)Iu$ :+-4<8 )7;$ 8 8 8 E$ +Q)7"{C)i#%$"3@:4<+-46<$E12))-t-R,/WJ #%(%$f?-!3<4<#jE( 6q}-=Q -25$ 1D#T)!3+#/:$RPL?-+@):)$ ?#B!#
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t1 t2 t3 t4
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1 =
2 =
t
t1
,
1 1 1
t
t1
,
1
1 (t)dt =
1
1
2 (t)dt =
1 1 32
,
3 1 2
2
1
.
3 1 2
4 = 1
3 = 2
J(p)
p
r1
r
aR
J(p) = a
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j trj + J(q)
j=1
"+):9L87:+-X57#
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p(t)dt = a
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r
t dt +
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q(t)dt.
J(q) =
R +1
1
J(p) =
q(t)dt
R +1
1
p(t)dt
J(tr ) =
r1
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tr dt.
*8
3
J(t ) =
4
X
j t4j
j=1
R +1
J(t4 )
1 = 4 =
1
6
t4 dt =
2
.
5
= 1/ 5
t4 dt
2 = 3 =
J(g) =
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=
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3
1 2
5
6
1
5
g(1) + g(1) +
g 1/ 5 + g 1/ 5 .
6
6
J(t ) = 0 =
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t6
6 6
5
1
26
6
6
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=
6
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7
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L6
i (t)dt,
i i = 1, 2, 3
t1 t2 t3
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2
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1
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Z
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4
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1
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t4 dt
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3/5
3/5
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3
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t t2
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2
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1
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]9*S+6,/L4:E#%+7,/$ 4<#*E)74+&) $ 4K)+-!3$c# (%9;O 8U':,L)?-4$k#*+):)$S#c!3!3#0(0$R9H+4<,/?-)a#%+-$R$E4Y!3@#4<+-) 8)+:!3$c#c)F"J +-,=3EU4E#*@):46!39H# E+-)$cO!)-$k$c-)57#M#*!3(H<# N
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$E+4 +!%E8U#49H) +-) $E134$G#*@).*!,/@# f!KJ #HI3(%9*3E#% `O #0#*)/9/9H#H@E#*E,/#u4<#%!_(%9H<4+-#*,//:#%+7$_$ 4<aE#*4+@),j3;UE4 +O ):#0$`99H+9;'@@L#%)$EO ?:#*+-,/)!#%)-LB)7@!3#%# $
$aE+-O A$E4Y@#j4<+-$E) #%9*+)O!v ,/#0#*9A,n9;='E# )?#%Q,Twx#%#%)7$ Df!3!3#f+-)9M4 4+L,T082a++)uE@,/)7(%A,T5-+-PE46J Vq$E#"9;':#%$D57a#*#M@,j(H;3L;aU#nE4!3+#j):$Sq!3#g!(%4<9H?-+-),T#%$N
O
O
LU
U~x(`) = ~y (`) .
LU
LU
N N
U
L
N
Y
`jj ,
j=1
LU
det(A)
A
N! N
N ! = 100! ' 10158
N = 100
109
10149
200
100!
LU
A
A
3 10141
100
LU
A
(1 k < N )
akk
j > k
LU
LU
A~x = ~b
~b
LU
LU
K4 2
a57#*@#,jeJ +@) U@4< +-)6#H1DI3(0#H9H&3)@+(*#%$%$cQCam_+-+$E+u)$ 9H#>[ 4<@#8`)+$r!3(Hl)4$@$ +-)$/) N O #09s@#* 0 !4Yi!3#
p~
A=A
N N
~y A~y 0
y~
~y A~y = 0
~y = 0
~z
N N
N N
Ak
~zT Ak ~z
y~ =
~z
0
Ak
N
~y
}k
} (N k)
~z T Ak ~z = y~T A~y .
(ii)
~z T Ak ~z 0
(iii)
~z T Ak ~z = 0
~z = 0
A = LLT
Ak
K4 5
3
3
;>2=:+7$ %+-.)'Q$j,-57'.## % $E+4<n$ 12,/(H@E4657#u!3(*l)4#qa+-$E4Y@4 #QdA<+-@$j#*)p3@4<46$E)-T<#0$M@'(*+N
)@.*+,/E#%#%E$ +-)23$ Q7/v#H 23Q}8F4S#*I34$ E#q)#u#*j)#v$ #%<#r!3(%9*+O ,/:+7$ 4<E4+) !# 57#r)+$
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0
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(%@#%<(%$E,T:2#0#%4 9s)7@@4 $CO #*8!3,/46L#*?-)7+%#H)82 4K3In#%$ !3c$E# +[ )79HB4QLmC#g#%$B!46# $E$@+5-O (*$#@N4Y8,/l:#%#*)LcE@5-4#%9* #%# @$f/!@n4<):@9H'4(*+-LE.%#%,/$MQ !K#2J+-23+4YQ7; /3!38 @# 8 #0!$GD# $ 12,/8 (H@E#*4682 57#%#$
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0
0
#*%84$@57# #%$ A$ 12,/(H@E4657#83)+-$R O +-)$cL$@$E4
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9*]S++-,/,T!3,/,/# # # #%$ C#0$G#0`)$G46C57)#c)# #&,E,U'@U(*E+E469H@@46#D.*9H,/@#cE# E46L@2346)LQ?-}[)1H?-8U6L)4+E:#D4<@$`$#c9H4<+a)):(*[\(*@9H@4#*4<#%+@)E#D$_#R !3#*O #0C#%$_9DE!3#%46#%$EL$c57E}R4+#A!)$ M)!3$_23(0$EQ7/39Hg+-}[!3,T1P46#HLa ?-+-+$E23)4<EQ7/K4+<57#-) 1 8
0
0
0
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LU
LU
A = LU
Ak
N N
L
k
Uk
L
k
A L
`kk 1 k N
Ak
k Uk
Ak = L
k = 1, 2, 3, . . . , N
`jj > 0,
D=
N N
q
def
j = 1, 2, . . . , N.
`11 ,
`22 ,
`33 , . . . ,
`N N
`11 , `22 , `33 , . . . , `N N .
E = D2 =
N N
= LE
1
L
A = LEU
T .
A = AT = U T E L
LU
T
L
UT E
A
T = U.
L
L
T = LDD
T .
A = LE
L
N N
4J4
,U@E469H#f@E46L)?-4<@#f4<)3[\(%E4#*E# !3(Hl:)4<#M:L
wx$ 3/A!KJ 4)-@E+3!34<@#g
2Q /J851
0
a+&+=3@#*)4R6T!(%9H+-,/:+7$ 4<E4+)i!3#n]S'+-<#0$!21
2Q /J651
0
9*]S+#*,/ @a#T+-!3$E4Y(0@9H4<+-+-),Ta+-$E4<E4+)o#0$Gg)4657#QZ{C)y#HhZ#H%8K$Ea+-$E+)$f57FJ 4<_#HI346$G@#j)#T3E@#n!3(*N
N N
L = LD
A = LLT .
LLT = M M T
LT M T = L1 M
LT
M T
LT M T
L1 M
L1 M
`jj
mjj
=
,
mjj
`jj
`jj
1 j N,
N N
L1 M = I
mjj
I
M =L
A = LLT
L
LU
k
akj = ajk
akk
A~x = ~b,
A
A = LLT
L~y = ~b,
LT ~x = y~.
4K8
3
3
LU
(aij )1jiN
a11 :=
A = LLT
a11
i=2
`11
akk
aN N
k =2 N 1
k1
P 2 1/2
:= akk
akj
`kk
j=1
i=k+1 N
k1
P
1
aik
aik :=
aij akj
akk
j=1
1/2
NP
1
2
:= aN N
aN j
`N N
j=1
S
ij
ij
4 6
57P#f4.*$ ]SE@+3#*6L)79 4UR@L#*?-,/-#"$S#*!3)76#"%T8K,/n#%(*$j,,/!3U+(%@@E9*446+$@9H,/U# @:4<+-+7)u$a4<#*!3E34#0+&$c):$E(*$ #&(*[,/4<#*@)7##H@82 $c)2S6#*$RI257!K#%,/J 4F)$E<+#q#-)787,D!L#%4)vE?@4!+9*):#*#/'L!+-#&#@$c=!3LLc#g)!36!n46#L=:?-)L+#q))!3@#H#-<# N Q
9*+,/,/#M<#g,/+)7@E#gWJ #*I2#%,/<# 2Q<}-Q
LLT
LU
A = 0
`
6
`
4<?-)#%$
9H+-<+-))#%$
(%@X #*<(%#,/R\,/#%W #*)-)7me&AW&)2 )+-oW)vQ L)E@(%49H9*#0#v$E$@!3L#i4@#*=,/)#*!3)7c#>)7!3#>F!3#H"#%,TT4<,/N#*E)7?-@#*4<+-) )#MQ`6wG/9H4 -9H,T#B#%!K)7J E4)i+)(*)(*#i,/6#%)-&)-9H(%#i9H#0!K$E$@J L4<) N
`
N N
,U@E469H#f@E46!34?+-)L# !(Hl)4#gL
A
A=
1 2 1
1 2
*#9A#MC+@!3'+$(*)+-9XOE.%4<+-3,T)#0$ #n$G_O 2BaQ :+-!8$@L$ ))4=+$F:#SR$c!3$E:#S#%+-9H[ EL44+E+-)M#D)$c)Q 36R#cE574!34(0$E#`9H#*+6AR,/!,a#*3U+-EI$E@4Y@469H4<+-#0# 9s)jE!3#%#0#&$G;]S$ $E'12+,/#H#% (H$ E21@46!35-#B#C9H+-!3,T(Hla)+-4<$@#CQLanJ)7+-@#%$E$4<E@4 O .%#$ 8
O
O
A
d~
A = LLT
~e
dj
8-
3
3
1jN
#H 8
ej 1 j N 1
LLT
d21 = 2;
e22
$E+4<R#*)9*+@#
d1 =
d1
d2
dN 1
eN 1
dN
e21 + d22 = 2;
e1 d1 = 1;
d23
QQQ QQQ
QQQ
e
1
L=
{C)v[ 4$@L)7R<#ME+3!34<
LU
= 2;
8#H&a+
e3 d3 = 1;
j = 1, 2, . . . , N 1
H#
$EfL4 O)$r)79HE##* 9*$ueJ L?+-E4<E',T#y!3#!3(09H+,/a+-$E4Y@4<+-)
|L4@# V
ej = 1/dj
d1 =
e2 d2 = 1;
e2N 1 + d2N = 2,
dj+1 =
LLT
2 e2j .
!3# $E#o,/#Hv$E+:$q6p[\+@,/#
A
j =1 N 1
ej := 1/dj
q
dj+1 := 2 e2j .
dj =
j+1
j
dj
ej =
j
.
j+1
S
. & .
f e*)H# kL#&kL mEW ,3+U4<@ E46A9H#g!3 #MN9H+2#*N9*4<#%)7,@L$ E@49*#qE@46!34?+-)!3+L)#u)(%!3$%#vQ2{XeJ #H9HI3@4<#%@,T#g<)i# L23Q?}u+@#H4<E'$E,/+4<#
B
;aL+=c#%9* N9*#*N A B Q #*)u)PJ 3@4<46$E)-R57FJ (b)r$E)#*a;L=#%uV N (%<(%,T#%)7@$%87VT$E O +4C#
QFF#0#0$R$&$ #%(b+-)- @@E4<)(%#0#%$D$&$E!#*@#j+W)7J R<?-#%+$R@9H4Y@+2'#*,/#B9*4<$ #%#%)7E@+-$ )-R#%$"9H+2#Hq9H4#*!3)7#M;$ 6T(b,/L) E@49*# !#BQ q,/LE@49*#
B
(b )
A B
j2+-4Y D\')#&B6 % ,U@E469H#c!3(*l)4#D:L
VT@(%$EC+!3@N# ACN= B Qmk+- 1 j NC 8=)+LA@+)$BB~Q A(*#HE #*C@~,/4<<)#0#*$ _jNW"4.*,,/U#%@$RE469*9H+# +C))@##%O$c4<!3#%)7#%$
ij 1i,jN
ij 1i,jN
ij 1i,jN
1
ij 1i,jN
8 }
,LE@49*#%$ @# #H4#* )7kVA8:EE#0(0$ $ a+-#%9H!3E@4 O# #*,/#%)-0Qm`L"8 !3(Hl)4Y@4<+-)!3Q >fL)@$+3!3)+4<E"@#S,LU?@E+-46E9H4<4E#*'W8,T@#-(%80$E+9*#%$ !3@#
$E!13#f$G@]S.*',/+#%#%$A$ <214)O (0L4E#0$&$ +-)7A!E#R(0$g+-<,:$&U@$ E4,j469H#Y;L8 )(%+,T4k#%#*)7I3%#*Q,/9A+#g$A233QE}4QU4{C$E+):)$ $A4<E#A!)(%+9H+-$C,/E(0:$ +7+-$ 4<E+4+)) $
$ 13$ E.%,T#0$j4)(%4<@#%$jE@4)?4<@#%$j4<)3[\(%EO 4#*@$
8
8_46O $
9#0$E13-+$GA$G@)!.*$&(%,/9H<#%#0@4<$g$RR,!4)LU(%)E@$R4<46@9H#%#f#%$"$ @E@=468 <L#0)L?-[#*23Q 4<1@Q #%!$fL$E)$A:(%<#BE4,/#*b%@,T$ #g;L=#% 8
QaCJ QeL9A?++-E4<$ME'$ ,/E+# N
~j = B
~j 1 j N
AC
AC = B
A = LLT
~j = B
~j 1 j N
LX
~j = X
~j 1 j N
L C
(bij )1i,jN
B X
bij 1 i, j N
bij 1 i, j N
di 1 i < N
ei 1 i < N 1
d1 =
i=1
N 1
ei := 1/di
p
di+1 := 2 e2i
j=1 N
b := b1j /d1
1j
i=2 N
j=1 N
bij := (bij ei1 bi1,j )/di
j=1 N
b := bN j /dN
Nj
i=N 1 1
1
j=1 N
bij := (bij ei bi+1,j )/di
|4<@# V
|4<@# V
|:L4E# V
|4<@# V
|4<@#
V -$R!3#
|:L4E# V
R(0$ +-<E4+)i!3#
R(0$ +-<E4+)i!3#
LX = B
LT C = X
@f +e3*@#%$TkJ#&)kL+-Y) me)2W : <2#%+$%4<8_ $ +-4Y) #H N O #%9H3! E#*#%I R!3#M9H+,/aN+-O $@#%L9H)7EE#%#0$ @$n!38 #r9*+,/a+-$@L)7E8#0$$Ea#*+- $E(*#0$ 8
~a
~b
ai i = 1, . . . , N
~c
(N 1)
bi
ci
8*/
3
3
i = 1, . . . , N 1
Qa]S+)$E46!3(*@+)$D6
A=
N N
a1
a2
,LE@49*# !(Hl)4#M
A
b1
QQQ
c1
c2
...
QF]S+-)$E4!3(%E+-)$&!3#%3I>,UE@469H#%$
cN 1
b2
bN 1
aN
aN 1
LU
L=
d1
d2
QQQ
dN 1
, U =
1
QQQ
e1
e2
eN 1
0 23Q 1}21
-} Q 24F)46+5-)v#q$ !3(%:9*+7+$ ,/#M:57+7$ # 4<E4+)#%$ !3R# )#g!3,#/UEr@46[\9H+-#gE,/E(%#?4.*@#82!3(*,/8Z+5+4 )7@E#%c#H 57FJ 4K+#H)7I3M4$ eEJ L#g)E##
!3+))(*#M#*) 2Q 1}[1HQ
/Qc{`I3<469H4<E#%&W0 J <?-+@4Y@',/#g!#g!(%9H+-,/:+7$ 4<E4+)
Q
j}-QmCD\')46#&$@B5-%#B<#0$&)+-,j=@#%$ $ +-)7"$ :+7$ (0$&)+-)>)2$%8:<+-@$c#%$f$E+$ NW,LE@49*#%$c@4<)N
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}$Eg4`#*)Rf+-L4<$f):):$S$ )4Z#T#g4 9*9*O+L)!3):ERL#f46,/$E!3$Eq4<+#%)3@$"'Iu(*573+-F@E4<J.%,T46$ #%#D@5+^Q I3)4<87#g,),TU+-@(*4 E$S'#*9*+3,/+!3)#*#M)7$ @f!3L#ME<#T+-$E)$S@LE;57#%LL,/# I3.*LEE@4#j+) +#%$ 0 DE4,/<$D1H?-Q @"#)M8Z!q)57+-$%#$ 8
O +)$C4<)7E(%Eb*SVM8)#A+$E:$RE9H( +O ):L$G;#*U`E+-)3$c@!tLLD):57$cFJnVMO l#A?-$E+E#$ 5NW(Q<}MO L57# #*0QU{C)q#*ha#*%82$ 4:)+$X:+7$ +-)$
#H
,{X9*#j)qL57E[ @L44P4<9*%#%,/82$ )+-+-)-@#HE$X#g)+@4<E#*+-@)i)#B$CU4$@u$@@L,/[ L)7L4 EE#C4+zG)F+VTQ ?-#%"D!3)9;#0$'$X#g0 @5t#HQ &/L#%7#%$S1D)>$ )#%!3,j+-(*=$&66L %=O L<+#0)7)$X $cV @V/4 O #H!34 @(*+?4<4E(g#%#B)u<!3#0!3$&#g(H@Wl:tJ (%)?-#%4$@$R$@<L!34<E)7#0(-$ Q
)#M(H;La#M4<)7E#%E,/(0!344<@#g9H+,/,/#B$E4Y *
0 5Q /*4F1
0 5Q /J851
A =K M
1
1
n+1
D E ~x
=
D + F ~xn + ~b.
"
<1
G =
%
%
"
"#
"#
=1 "
"
>1
1
DE
1
1
D+F
(G )
opt
(Gopt ) < (G )
opt
0<<2
opt
opt =
(J)
(G )
1+
2
,
1 (J)2
J
opt
>1
opt
f () = (G )
lim f 0 () =
opt
<opt
lim f 0 () = 1,
opt
>opt
F
E
1
1
n
D E y~ =
D + F ~xn + ~b,
1
1
n+1
D F ~x
=
D + E ~y n + ~b,
6*/
3
3
(G )
1
(G) = (J)2
opt 1
opt
(G )
~y n
~xn+1
~xn
A~x = ~b
~b
L(~y ) =
1 T
~y A~y ~bT ~y .
2
L(~y )
A
A~x = ~b
~y
RN
N N
~x
~y
~x
~x
A~x = ~b
~z = ~x y~
~y
~x
1
(~x ~z)T A(~x ~z) ~bT (~x ~z)
2
1
1
1
1
= ~xT A~x ~bT ~x ~zT A~x ~xT A~z + ~z T A~z + ~bT ~z.
2
2
2
2
~bT ~z = ~zT ~b
#*%84$@57#
A~x = ~b
J6 1
4<)$E4R57#
1
L(~y ) = L(~x) ~z T A~x + ~zT ~b + ~zT A~z
2
1
= L(~x) ~zT A~x ~b + ~z T A~z,
2
8)+$c+-=3E#%)+)$
1
L(~y ) = L(~x) + ~z T A~z.
2
~z
~x
~xn
~xn+1
w
~ n+1
n+1
%
f ()
f () = L ~xn + w
~ n+1 .
~xn+1
*
w
~ n+1
~xn
%%
%
#
~x
N =2
~xn
w
~ n+1
~xn+1
~x
N =2
n+1
f (
n+1
) f () R
n+1
f ()
6
)+-$R O +-)$
3
3
0 5Q 1L/51
N
N
X
1 X
L(~y ) =
aij yi yj
bi y i
2 i,j=1
i=1
#*&LR$E4Y@#8#%)vE#*):L)7&9H+,/3@#B!3#M6T$E12,/(HE@4#g!#
0 5Q 1J171
aij yj bi .
L(~y ) =
yi
j=1
L(~xn + w
~ n+1 )
y
i
i=1
N
N
X
X
aij xnj + wjn+1 bi
win+1
=
f 0 () =
win+1
j=1
i=1
= (w
~
~ n+1 ~b .
) A ~xn + w
n+1 T
f 0 (n+1
0 5Q 1L?1
8)+-$D!3(%!34$E+)$
)=0
n+1
0 5Q 1L251
{C)>!3(*l)46$E$@L)7R#*):9H+@#
5Q 1J571
0
~r = ~b A~x
574<)4`$E4K#0$Gj+;$E57:F#%J +<() #*A9*L6Vr9HW<J#%(H @:# n 8FV/6v,/ @(H4<RE'!3+2# !#q!3#/* i!3#0$E9*#*)7E#/a#*3j$E#/E(0$ ,/#%
O
+)>9;'+46$E4YR)#M!34@#%9s@4<+-)>~x!3#M!3#%$@9H#%)-@# w~ ~x
+)>9*9*<#
(w
~
) ~r
;
=
0 5Q 1*431
n+1 =
(w
~ n+1 )T ~b A~xn
(w
~ n+1 )T Aw
~ n+1
n+1
n+1 *
n+1
n+1 T n
(w
~ n+1 )T Aw
~ n+1
6L2
Q
+ )i9*9*#
+!3#BE#i$E+pEE#g57V/#0$G9H@#B4<+-57) #g#0$G6/,T,(*LE4)7'E+3#%!3)#BL)79*+q) !3#>#%E=?-#4#*Q ) 9;'+46$E4<6 3! 4<@#%9HE4+) !3#>!3#%$@9H#%)7E#
O
`a!4<@#%9HE,-4+)>FEDU!3 #M!3\#%W&$@9H#%$")7)pE# ,/+)7@EQ#v{C5-)i#u#*ha#*#u&@+(%)>$E4!3 VoWJ (*@La# %# $ T+- @'+?-+)CVo6
~xn+1 = ~xn + n+1 w
~ n+1
w
~ n+1
n+1
w
~ n+1
n+1
w
~
=
L(~y )/yi
L(~x )
w
~ n+1 =
~xn
i
L(~y )
~rn
~x
~rn 6= 0
~x
n+1 =
~rn
k~rn k2
.
(~rn )T A~rn
~rn+1
~rn
~z n+1
~r
n+1
= ~r
~z
~x0
~xn+1
~zn+1 = A~rn
n+1 n+1
n = 0, 1, 2, . . .
~rn+1
~r0 = ~b A~x0
~zn+1 = A~rn ,
n+1 =
k~rn k2
,
(~rn )T ~zn+1
~rn+1 = 0 :
).
6L5
3
3
,nR #%,Y@L4<;<5-469*L+E)4+$/)i57!3#M#ieTJ +,a(*U;@UE@464<9H+-# ) 6R<#$qO 9H#%+ 9H3EE#*#% $E#i!#v!W)J L$ ?0 +5@Q :4<E}['1s,/Q #>9H4<N!#%$@$ $T#0$Gq6
wxF#0$G&a+-$@$ 4=#M!3#M,/+)7E@#*c#f@(%$E<@LR$E4 O L)7%Q
N Q:F=B>)SNQPZRZ \L \G:[W @3JS@5P J`5`NQP JNQ` :FN EG<?>#> H3<KBDP=J E @3J J` >JL^EK<L J E J U]:FRZE=P=JL BBM5AVUJ J b > =RZ\L BMAVH<KJ#@5\ EKAVJ ` :2>MACLTA =J b
$E!3#j#0$ca0D#*#*@4<3#%Ef)u#%,/57;b*$D,/#A!F9*#J #H8KE !@@+#A)),/!$&4(H$c@#%'9H$f+3+-L,/!3#",T$E<46+46$E9*4<#%LD$cE9*4+++)) ;O$A$D#%!E#%@?-L$&#*E)79%46E57L#-68U9H#%#*$%68:<$*#f57Q F9H+-J #*) O <#n#*@)?#n#R9*$E++) OO #%#*E)7?-C#M<#%)7E$"#*,/Vu#%9%)-L0Q-$Ewx#
!34#*)79&A+-9*+$R)UzGL?-+)($RQ !3+-)9gL,/(*4+@#*c9H#HEE#g,/(H@'+3!3#M#*)v@+a+-$@L)7D6T,/(HE'+2!#g!v?-@LN
~rn
~xn
~x
n+1
~x
~rn
k kA
w
~n
n+1
~x ~x
k~ykA = (~y T A~y )1/2
y~
w
~ n+1 = ~rn + n w
~ n,
k~x ~xn+1 kA
n
n =
(~rn )T Aw
~n
.
(w
~ n )T Aw
~n
~zn
~z n = Aw
~n
~rn = ~b A~xn = ~b A ~xn1 + n w
~ n = ~rn1 n ~zn .
~x0
w
~ 1 = ~r0
1 =
(~r0 )T w
~1
,
(w
~ 1 )T ~z 1
~x1 = ~x0 + 1 w
~ 1.
~r0 = ~b A~x0
~z 1 = Aw
~ 1,
*6 4
a@#*+6UE 4+):$D$E4 L)7E#0$ * 8+-) 9*9*<# 8 8 8 8 8 Ln<#0$
O
$ E+-
0 $E4
0 5Q 2}[1
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0
0 5Q 2L231
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U
l
)
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y
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)
y
#
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@)4<+E',/$R+-# =30 E5#%Q)L+85):1xN$c0 5<#gQ72K@57(%1X$E#0Y$G;"U&+E$EE'4 +-?+)-):0QLKVTE+-$&#%$RE(09H(%!#*)7@$
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O
U=H \W G
P JN :=EG> H<KJ JM>ML< E J
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` :2>MACACL L \A2BDP=J bL AV :=EKNQ:F> B>INQACPZEG>MRSA'\`3ACL`NKJ]: _5@5A J;>L @FJ < 3BDP5@=AVJEKL JL NOUH:F<KE J < 3<K\ :=< BME6ACL NQP >:FN < LTAV:FE JE P=< ` N <?>
b ,/ #n!3 ?-@-!34<#%)7f9H+-)UzG?-(/:#%3ML; 6Eb @#n:LE[ L4<f4$@57FJ 4C9H+-) #*@?#
X
J
<
?
+
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Y
4
@
'
#%9*)j#HBL)j?)+-+E,n4<E='E,T#C#jl)#%$43g!K$EJ 4Y+@(*;U#*E)74"+):,$*Qo_9*L+')#*!4Y@E4<#%+-)$ )#%(,/8K#*9*)7#T%8057!L4`)r$:#%+-$kL"#*ha46#*9*BU@!34<#T+-)!$F(*?@;LE!O 46#*5-A#%6 $
9*+) O{X#%)jE?-[ #*)4Y09*8U#+Q )n9*+)$ @LE# O #*_+-)ja#*3C!3(%,/+)7E@#*M1P57#DWJ #%E@#*k+=E#*)2#cL/9H+-;$!3#0$
4<57E(%#j@L<E#B4+))+$k,j!3=#SE#BA!3,T#n(*E9H'+):+3!3!3#D4Y@0 4<!3+-B)o?-$ @a-#%!39H4<E#%;)7L 9H+-)UzG?!3#B(S!36/4,/,4<)2UE@#D469H!K# J 3@#0$G)7&a#H@4Y$0Qa@dA4<4):!$ #*4W,/8:#*))7#
464!3)(%(%# 4<!@##y=-$ #a+>L,/(%<4+L@p#*v4<#%9H #HEE!3# # ,/(H@'+3!3#pQkwG9H9H+4S):$ >46$G@,#yLV~E@49H9*+-# )$ 46!3#%(%$ En#%r)##u$E,/13$GL@E.*@,/49*##
a$E12#H,/@4YD(HE5-@465-# #X!3(Hl:Q-)4<#Sf:,/+7L$ 4<EE@4 4O 9*#S# 9;'+46$ 4#X)F!3J#D(H@$ +-)7 @C#CV&9H$`#D$E1257,T# (*E@457#c)+-$E$`+L4<P)+#*) $_@#*,/,/+3#*!3)74<_l#*C<:#$
m_$E13+-$G@&.*,/9H#f# [ L4@#f)+$c@+39H(080!3a++)$ckVTa+) #MO +!34(0P9H+-E,T4<46a$ +-#%_$E4<E"4+,/)i(H!3E#j'+2]S!'#D+!3#%n$ 21?q;!3!3# 4#*)7_#%9H)r+)LazG+-$@?L)7(- Q
~rn n w
~ n+1 ~zn+1 n+1 ~xn+1
n = 1, 2, 3, . . .
n =
~rn = 0 :
),
n T n
(~r ) ~z
,
(w
~ n )T ~z n
w
~ n+1 = ~rn + n w
~ n,
~zn+1 = Aw
~ n+1 ,
n+1 =
(~rn )T w
~ n+1
,
(w
~ n+1 )T ~z n+1
%
%'
(w
~ n )T ~zn
~rn
ne
~r0 , ~r1 , . . . , ~rn1
N N
~x
~rn = 0
nN
(A)
C 1 A~x = C 1~b
A~x = ~b
(C 1 A)
(A)
C 1 A~x = C 1~b
C 1 A
L
C b
1~
A~x = L
A? = L1 ALT ,
1~
AL
~x? = LT ~x
C 1 A~x = C 1~b
A? ~x? = ~b? .
L ~x = L
1~
~b? = L1~b.
C 1 A~x =
L6 8
3
3
@mC!3(%#v$E4+$@57@!+3E9H#"#X(%6!9*n#*#Dj,/!#0#*L@$GE)@44<9*L#%#k:$E13#%$G<(%@#0#.*$G,/R#D$E17,/L k(*E"@457,/(H#f@'!3+3(H!3l#R)4<!3#fj:?-+7@$ -4<E!34 4<O #%#f)7k)+-9H+-)U$XzGa+?- O(+Q):]S$*#H87E#*E#D)u,E'L(%)+4@.*4<@#-# Q8
9A+$g)#q!4$@9H3@+)$g:$M!)$M9H#9;'874Y)@E4K#-!38K#A)64CM!3,/p46$ 9;#"'+-#* 4Y) IyM!#T6@i#A,!3#"U@jE46 9H,T# (*E'8P+3L!3#-:Q-#%m`<(%#
9*+)7E@#82 )+-$&!3+-))+):$D!#%$R@(H[\(%E#%)9H#0$S=4<=4+?;L'457#0$c!L)O $c6/$ #09s@4<+-) 5Q 5Q
. & .
Q
f e*HkL#&kL eW $")>9*+)$E4!.*@#"6T,/LE@49*#
}-Q >+)7E@#*&57#g6T,/LE@49*# !3(Hl:)4<#M:L 0 5Q /L231S#%$ &!3+))(*#M
0 5Q72L431
A?
"#
%
#
'
A=
1 2
2
G =
2 .
(1 ) 1 +
2
4
/ Q !32+(%!34< 4<@#Bn57,#gU<E#B@469*9H+7#"#*!q# 9H
74#*)79*+=4Z!3(Hl:!3)(H4<l:#g)4F 0 5Q 565Q71H/KQ 57o1 +)73E@ #*c57#
Q7{C)
Q
0 O
1Q >+)7E@#*&57#gWJ +-)>
$E4
$E4
P;9*#*c<#M?-@'#g!3#M6j[\+-)9s@4<+-)
Q
:Q >+)7E@#*&57#-8$ 4 #%$ RT[\+-)9s@4<+-)v!(Hl)4#M
8L+;$D+)i
#H
j D\')#&B%
}-QA9&+L@+)$
QP!(Hl)4<E4+) 0 5Q /L231D!3+-))#MWJ (%?-L4<E(M$ 4 O L)7@#1*
J
(J) =1/2
opt = 8 4 3
opt
(G ) = (1 +
(G ) = 1
p 2
2
)+
16 + 16
8
8
(G )
lim f 0 () =
G =
g11
g12
g21
g22
G =
1
f () = (G )
opt
>opt
1
1
0 2
2
0
1 g11
1 =
2
g21
wxP$%J L?4<R!3+)9M!#f@(%$E+:!3E#f#%$&!3#%3Ir$E13$G@.*,/#%$c4<)(%L4@#%$
#H
[opt , 2].
lim f 0 () = 1.
opt
<opt
[0, opt ],
1
0 g11 2
2 =
g21
0
g12
.
g22
0 g12 1
2 = 1 ,
g22
2
J6 6
=9*#r4<#%+)57)$c4D!3#%+-$ )n9f=)4#u#*)i,/8 9;'+#u)7E@4(M$E(*5-#u#MT46$E,57U#r@E8469H# ,/46$ LE@4#09*$G#q&#%!3$ +-j))@E8 (*46#ML):?L 6L54EQ #-2*QU4F1s9AQ +$j+=3@Q#*9&)+-+:)$$
O
0
/Qm`L&!3(*l)4<E4+)F836/,U@E469H#M!3#
79H+-=4K#%$ &!3+))(*#M *
g12 = /2 g22 = 1 + 2 /4
0
1
1
,
J = D1 (E + F ) =
2 1 0
det(J I) = det 1
2
1
1
2
= 2 .
4
(J) = 1/2
Q $")q!3(%!34Y
2 2
det(G I) = det
(1 ) 1 +
2
4
2
= 2 2(1 ) +
+ (1 )2 .
4
0 5Q 2J851
2
2
= 2(1 ) +
4(1 )2
4
2
2
= 1+
16
2
=
(8 + 4 3) (8 4 3) .
16
!!P##*#>3O +-$Iv4)?@$c)-#v!39H4+)!3):#% 9"$ 9*!3+@4$@(*)9H#%$E@<44!#%,T(*$@1c4)#*!3Sv)-!/#*E3@!34Iu)(*at9%#*,/):$%#M! Q 3$ 9*+-4 )7 4<@#*,/#*)7!3# QkmX4$@57# 83L+;$
0
8_#H)c+<#0$$
0 2
0 8 4 3 = opt
0
2
+
1 = (1 ) +
1+
8
2r
2
2 = (1 ) +
1+
8
2
2
,
16
2
,
16
0}
#*A!3+)9
3
3
(G ) = max{|1 |, |2 |}
24
opt < 2
8<+-@$
= (1 ) +
<0
2
p 2
16 + 16.
+
8
8
#H&#%$R!3#%3Ir;9*4<)#%$ 0 *9 +,/#HI3#%$1D!3vE@4<)t-,/#g$E+)7
r
2
1 = (1 ) +
(1 +
+i
8
2r
2
i
(1 +
2 = (1 ) +
8
2
#*A!3+)9
2
),
16
2
),
16
(G ) = max{|1 |, |2 |}
= 1.
P#f?-@'#M!3#g6j[\+-)9s@4<+-)
(G )
X #&RUW\W N P#g?;L'#g!3#M6n[\+)9HE4+)
!3+-)9 QKm_+7$ +-)$
24
< opt
#*A!3+)9
f () = (G )
8+-)v
f 0 () = 1 +
Q24
opt = 8 4 3
(G )
> opt
8K+-)v=4#*)( O 46!3#*,/,/#*)7
f 0 () = 1
lim f 0 () = 1.
opt
>opt
1p 2
(2 16)
+
16 + 16 +
4
8
16 2 16 + 16
lim f 0 () = .
opt
<opt
#H
!f (Hel*)46kJ$R#&kL
\W : wxX$%J ?4<M!#E(0$ +-!3@#n#q$ 13$ E.%,T#4)(%4<@#
A=
A~x = ~b
0} }
3+ 4 #H $E+)7
A
~b
1
~b = .
1
3/2
~x0 =
2
A~x = ~b
L
~x2 = ~x
~x
det(A I) = det
= (2 )2 1,
=1
~r0 = b A~x0 =
,
3/2
3/2
,
~z1 = Aw
~1 =
3
3/2
,
~x1 = ~x0 + 1 w
~1 =
5/4
(~r1 )T ~z1
1
= ,
(w
~ 1 )T ~z1
4
9/8
,
~z2 = Aw
~2 =
0
1
~x2 = ~x1 + 2 w
~2 = .
1
1 =
=3
A
w
~ 1 = ~r0 ,
(~r0 )T w
~1
1
= ,
1
T
(w
~ ) ~z1
2
3/4
,
~r1 = ~r0 1 ~z1 =
0
3/4
,
w
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lim Q Q Q . . . Q = Q.
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T
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lim T
= D.
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(k)
k=1
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T (k) = Q(k)T T (k1) Q(k) ,
k = 1, 2, . . . ,
(k)
(k1)
(k)
(k)
ij
ij
(k1)
mn
(k)
(k)
(k)
(k1)
(k)
mn
Q(k)
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(k)
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= qnn
= cos k ,
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0
0
(k)
(k)
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= qnm
= sin k ,
(k)
qii
(k)
qij
=1
i 6= m
i 6= n,
=0
(k)
tmn
mn
t(k)
mn =
N
X
qim tij
i,j=1
(k) (k1) (k)
(k) (k1) (k)
=qmm
tmn qnn + qmm
tmm qmn
mC4$@57#S#%$k,U@E469H#0$
O (*@4Yl+-)$c57#
T (k)
(k1)
(k1)
(k1)
t(k)
cos2 k sin2 k + tmm
tnn
(cos k sin k )
mn = tmn
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(k1)
t(k)
cos 2k +
mn = tmn
1 (k1)
(k1)
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sin 2k .
2
0 42Q 1J871
tmn = 0
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T (k)
tnn
(k1)
tmm
(k1)
2tmn
T (k1)
}-}.1
(k)
(k1)
(k)
tnj
(k)
tjn
(k1)
tmj
(k1)
cos k tnj
sin k ,
j 6= m
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(k1)
=
=
sin k + tnj cos k ,
j 6= m j 6=
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2
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(k1)
t(k)
sin2 k 2tmn
sin k cos k ,
mm = tmm cos k + tnn
2
(k)
(k1)
(k1)
2
(k1)
tnn = tmm sin k + tnn cos k + 2tmn sin k cos k ,
(k)
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mn = tnm = 0,
(k)
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,
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n,
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k
sin k
cos k
sin k
cos k
T =
(k1)
tmm
tnn
(k1)
1
=
2
1
T
T
2k .
1 T2
,
2T
2tmn
T 2 + 2T 1 = 0.
1 + 2
T = 1 + 2
T =
cos k =
(k1)
h = T tmn
,
1
1 + T2
C=
0,
< 0.
sin k =
1
,
1 + T2
S = T C,
T
.
1 + T2
S
,
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(k)
(k)
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S tnj
+ tmj
(k1)
(k1)
(k1)
= tnj
+ S tmj tnj
(k1)
tnj = tjn
j 6= m
j 6= n,
j 6= m
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(k1)
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(k1)
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+ h,
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T (k1)
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3
amn =
anm
j 6= m, j 6= n,
j=
6 m, j 6= n,
amm := amm h,
ann := ann + h,
amn = anm := 0.
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A
amn
amn
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#
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amn
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. . . Q(k) (= R(k1) Q(k) )
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~x(0)
~x(0) =
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~x(4)
~x(0)
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x1 = x 2
n = 1, 2, . . .
~x
(n)
= A~x
(n1)
~x(3) = A3 ~x(0)
= A2 ~x(n2) = = An ~x(0) .
~x(4) = A4 ~x(0)
A3
A2 =
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2
1
1
2 1
5 4
=
.
2
1 2
4 5
13
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14
~x(3) = A3 ~x(0)
~x(4) = A4 ~x(0)
#H
40
.
A4 = A 3 A =
40 41
41
(0)
13 x1
,
=
(0)
13 14
x2
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41 40 x1
.
=
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x2
14
~x(3)T ~x(4)
~x(0)T A3 A4 ~x(0)
= (0)T 3 3 (0) .
(3)
2
k~x k
~x
A A ~x
13
14
13
365
364
=
,
A3 A3 =
13 14
13 14
364 365
1094
1093
41
40
14
13
.
=
A3 A4 =
1093 1094
40 41
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14
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+
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(0)
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(3) =
1094
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365
(3)
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(0)
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x1 = x 2
~x(0)
~x
(0)
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.
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(0)
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0 < x 1 < x2
limn (n) = 1
(0)
(0)
0 < x 2 < x1
limn (n) = 2
(n1)
(n1)
x1
~x(n1)
(n1)
x1
(n1)
6= 0
x2
(n1)
x2
6= 0,
n=1
(n1)
(n1)
(n1) 2
2(x1
(n1) 2
(x1
)
(n1) 2
) + (x2
+
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)
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0
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(n)
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(n1)
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(n)
x1
(n)
(n)
x2
(n)
x1
(n1)
x1
(n1)
6= 0
!3
#*
x2
(0)
(0)
x1 < x 2
(0)
(0)
x2 < x 1
x1
(n1)
(n)
x2
x2
6= 0
(n2)
x1
!3
(n1)
x1
(n2)
x2
lim
! 32
(0)
= = (1)n
#H
(n)
x1
(n)
x2
(n)
x1
lim (n)
n x
2
n
=0
x1
(0)
x2
! 3n
lim (n) = 1,
#*
= +
lim (n) = 2.
A = LR
}-}.8
3
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1
LU
A2 = R 1 Q1
Ak = Q k Rk
Ak
LR
LR
QR
QR
LR
Ak
Ak+1
A1 = A
A 1 = Q 1 R1
QR
LR
= R k Qk
A2 = R1 Q1 = QT1 AQ1
Ak
k
A
TM
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LR
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c
c
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f (x, y, t) = g(x, t)
0
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#
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u(tn )
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g(x, t) = x
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u(t) = sin t + u0 cos t,
P = 2/
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1
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u = u0 ,
u1 = u0 + hv0 .
n = 1, 2, . . . ,
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|| 1
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P = 2/
|un |
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T >0
tn = nh
h
n = 0, 1, 2, . . . , N
N
h = T /N
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n+1
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x
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n+1
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n+1 m
x, y R.
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`(t) = 0
n = 0, 1, 2, . . . ,
u1
u1 = u0 + h (u1 )m + cos(t1 )
= h (u1 )m + cos(h) .
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u1
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lim un = 0
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2 h2
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n+1
n
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+
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)
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+
u
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1
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h
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n
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,
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h 2 h2
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,
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vh (x)dx =
ZZ
f (x)vh (x)dx
%
j = 1, 2, . . . , N
A N N
vh Vh
"#
Aji =
ZZ
1 , 2 , . . . , N
uh (x) = u1 1 (x) + + uN N (x)
~u N
i (x)
Vh
v h = j
u 1 , u2 , . . . , u N
j (x)dx,
f~
f 1 , f2 , . . . , fN
ZZ
fj =
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u1 , u2 , . . . , u N
N
X
Aji ui = fj
j = 1, 2, . . . , N,
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Vh ={g : R g
1}.
Pi i = 1, 2, . . . , N
g(Pi )
i = 1, 2, . . . , N
1 2 . . . N
g(Pi )
Vh
1
i (Pj ) = ij =
0
% '
i=j
Th
g Vh
g
%
Pi
i, j = 1, . . . , N,
i 6= j
i
Pi
Vh
g(x) =
N
X
gi i (x)
gi R i = 1, 2, . . . , N,
i=1
g(Pi ) = gi i = 1, 2, . . . , N
i
x2
Pi
x1
1 , 2 , . . . , N
f~
fj j = 1, 2, . . . , N
f~
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~u
uh
uh (Pj ) = uj
Aij =
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a11
i j
i j
+ a12
x1 x1
x1 x2
i j
i j
dx.
+ a21
+ a22
x2 x1
x2 x2
a12 = a21
A
R2
L
= 1/(L + 1)
h
Qij
x1 = i h
x2 = j h
i, j = 0, 1, . . . , L + 1
Th
Qij
Th
N L2
1
1 =
1
1 =
?;!
1 =
1
0
$
K1
K2
?-@-!
1
1 =
1
1 =
h
1 =
? ;!
$
?-@-!
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?;!
?;!
A11 =
1
1
K3
1
0
0
1
1
1
K4 ,
$
K5 ,
$
K6 .
ZZ
6 ZZ
X
2
2
1 dx =
1 dx = 4.
k=1 K
})8L/
1
x2
PL+1
P1
Q01
Q11
P2
PL
Q21
x1
Q10
Q20
L=4
K3
K4
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O
$E12,T(*E@4<#
1 1
2 =
h
0
A12 = A21 =
ZZ
ZZ
K3
2 dx +
ZZ
2 dx = 1.
K4
K3
A1,L+1 = AL+1,1 =
K4 ,
2 dx
1 1
2 =
h
1
ZZ
L+1 dx = 1.
A2,L+1
L+1
Aii = A11 = 4,
i = 1, 2, . . . , N,
i = 1, 2, . . . , N 1,
i 6= L
,T+3!
L,
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% %3
x2
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K1
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Q10
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Aij
C
A=
+54i)+$R O +)$D)+E(
1 4 1
B=
1 4 1
1 4
B
C
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L=4
C =
1
1
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f~
ZZ
g(x)dx '
(K)
S 1 , S2 , S3
f1 =
g(x) = x1 + x2 +
ZZ
'
f (x)1 (x)dx =
6 ZZ
X
j=1 K
j
2
1
h
2.
f (P1 ) 6
= f (P1 )h
3
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f (x)1 (x)dx
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j h)
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j h)
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U0,j = UL+1,j = Uj,0 = Uj,L+1 = 0
j = 0, 1, . . . , L + 1.
Ui,j i, j = 1, . . . , L
u1 = U1,1 u2 =
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|
u uh
|u uh |0 Ch2 ,
|u uh |1 Ch,
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Vh
|u uh |0 Chk+1
k > 1
|u uh |1 Chk
k=2
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1
x3
x2
x2
0
x1
x1
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#%f #/)-e@4<*#%EH+-jkL=#&akL.*+- ,/$E4Y@# 4YB[G0 Q_W&} m_}-Q+-17$Ef 1 +&):0=}$ }Q 7%(1"')! ) $f%U#<# 9*H-$fkJ'.+3#*,An4 %)R+DE#%&+$,S):M#@$<#/ 9* E9&@#%(n+-$j:$&)+-9;4Y4<@')7(#%;@$n!39;# '!3+-#v)9H$RQ+2V/+2;+-@!3(%4Y+-$E+))!3(*#0@) #$
4^)717EL(*)7@&4#*:8;+-$&gV $ +-,TQZd ,/#*9;@'$"57<#0$A#Ma) +M4)7@!i$ QX]S4<)7+@)(*QF@$E4<46]S#%!3#H(*E@E+#T)$$n86=Z!3$E4 O 4=Z$E4<!3+-4 )O 46$E9H4<+-+-)7) 8E4)!3#*+-)7# $A#%<) +)@$A#%9H@$@) L$ M)+3?9H4!#%#*$$
)#A[\+-)9s@4<+-)u!3#A=:$E# 9H+-)$G@E4Y@#ACE#%)$E+@4$@U@4<+-)q!3#A[\+-)9s@4<+-)$D!3#A=-$ #fVB)#
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h
Qij
(ih, j h) i, j = 0, 1, . . . , L + 1
Qij
Qij 1 i, j L
ij
j = 0, 1, 2, . . . , L + 1
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s 1 , s2 , . . . , sL
1 , 2 , . . . , L
s
i : [0, 1] R
i
R2
N L2
[sj , sj+1 ]
j = 0, 1, 2, . . . , L,
P#%$D[\+):9sE4+):$R!3#M=$E# $ +-)7R<+-@$c!3(*l)4#%$R:L
i (sj ) = ij
j = 0, 1, 2, . . . , L + 1.
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~v
w 1 , . . . , wN
N
X
wj j (x)
j=1
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vj j (x)
j=1
w(x)
v(x)
Th
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x R
x = gx (t) t > 0
x=x
t=0
t>0
g x (t)
g x (t) = u gx (t), t ,
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gx (0) = x.
gx (t) =
u
u
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gx (t), t .
x
t
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t > 0
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%
gx (t)
u
u
gx (t), t + u gx (t), t
gx (t), t = 0,
t
x
u gx (0), 0 = u(x, 0).
+
%
t > 0,
'#
w : x R w(x) R
u : (x, t) R R+ u(x, t) R
u
u
(x, t) + u(x, t) (x, t) = 0
t
x
u(x, 0) = w(x)
x R,
t > 0,
x R.
u(x, t)
: t R+
(t) R
(t)
= u (t), t ,
t > 0,
(0) = x
x R
(t) = u (t), t .
u
u
(t), t u (t), t +
(t), t .
x
t
(t)
= 0,
= u (t), t = u (0), 0
(t) =
= u(x, 0) = w(x)
t > 0.
0 }.1Q 2J851
(t)
= (t) = w(x)
t > 0,
(t) = w(x)t + x
t > 0.
u(x, t)
u w(x)t + x, t = w(x)
x R,
t > 0.
L/ /J/
3
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x = w(x)t + x
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u(x, t)
w(x) = x
w(x) = x
t
u = 0.5
u=1
u = 0.5
u = 1
u=1
u = 1
u=2
u=2
1
u = 2
u=3
u = 3
?7X L#R\9;W'-#2Ne1SW #HN R<S] +-+-@$@57@=:##0$B9*@-9sE(%E46$ E8464e5-Q #Q#%$"<+-@$@57# 0 l?Q:!3#B8P4e!3Q #@+Q 4<E#[1HQ
2 1
u = 2
1 2
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3 2 1
w(x) = x
x = xt + x
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w
%
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#
w(x)
=x
%
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w(x) = x
(0, 1)
u
t=1
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unj
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u(xj , tn )
un+1
unj
unj unj1
j
+ c0
= 0.
c0
n+1
uj
j
jZ
unj
h
Z
sup |un+1
| sup |unj |.
j
jZ
jZ
c0 h
x 0 w(x) = 0
h
x>0
c0 = 2 h =
w(x) = 1
c0 >
n = 1, 2, 3, 4
unn = 2n
un+1
= (1 )unj + unj1 ,
j
= c0 /h
c0 h
unj1
c0
1 0
unj
un+1
j
unj
un+1
j
jZ
| |1 ||unj | + |||unj1 |.
|un+1
j
1 0
|un+1
| (1 )|unj | + |unj1 |
j
kZ
= sup |unk |,
w(x) 0 x R
u(x, t) 0 x R t 0
xR
L/ /U
3
P!346#%$@$9H@#HE&+-!3@#%4<$c(*E(%E$+-57E4#X(H)@(%+-$R9*$k4YNx!3O #%+$@):$E$P!3$*Q(%,T+-)7E@(*#%$LBa+4)7S}S)#D$E+)7_!3+)9S57#XWJ )L+?-#
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9A$ @+=$g<# O #*+-)i))$A+!@+,/)#M9 !3O i(%E,/4<lL(nI3574<,n#T,#T1s$@Q 9;'(*,r!3# O 4#*)7g!L)$f9H#/9*-$")2,/(%E4657#*,/#*)7f4<)3N
0
c0 = 2 h =
un+1
= unj + 2unj1 .
j
n = 1, 2, 3, 4
unn = 2n
n jZ
16
4 8
T > 0 c0 > 0
u
u
(x, t) + c0 (x, t) = 0
t
x
u(0, t) = 0
u(x, 0) = w(x)
x ]0, 1[,
t ]0, T [.
t ]0, T [,
x ]0, 1[,
N
xj = j h j = 0, 1, . . . , N + 1
M
= T /M
tn = n n = 0, 1, . . . , M
unj
u(xj , tn )
n = 0, 1, . . . , M
1 j N +1
unj n = 1, . . . , M
unj1
n
un+1
un+1
un+1
j1
j1 uj1
j
+ c0
= 0,
u0j = w(xj )
h = 1/(N + 1)
un0 = 0
n = 0, 1, . . . , M
/L/J2
c0 h
unj1 n = 0, 1, . . . , M
unj n = 0, 1, . . . , M
w(x) 0 x [0, 1]
0nM
0nM
c0 < 0
un+1
j
u
xj1
h
h n
u .
= 1
un+1
j1 +
c0
c0 j1
u0j1 u1j1 . . . uM
j1
|
|un+1
j
xj
u0j1 u1j1 . . . uM
u1j u2j . . . uM
j1
j
c0 h
1jM
u0j = w(xj ) 0
1
2
M
uj uj . . . u j
c0 h
h n+1
h n
1
|uj1 | +
|u |
c0
c0 j1
h n
h
|u |
|un+1
= 1
j1 | +
c0
c0 j1
h
h
1
max |um
j1 | +
c0 0mM
c0
max |um
j1 |.
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0
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0
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O
O
0mM
c0
unj
0 j N +1
unj
un+1
unj unj1
j
+ c0
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c0 h
un+1
1 j N +1
j
/L/K5
t=1
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#*#%D)n!3[\+-)@9s#*@,/4<+-)q$c!3!/)$C$X#"!3#R$@9;E'#%(*,/, $`0 a}.+1Q 5X4F-1s$E8-$E4<a@#%#*$ `S6)M+$G@;,/L=4:4Y57@(&#&!3# #A:})1$DQ 5*!K43J1s#0QL$ d&:4)9H#"$E4$ +-#&4YD$E9;<'4,/(*,4Y@(
0
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4
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c =
f (x) = f =
x = jh j = 1, . . . , N O
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h = 1/(N + 1)
=
N Z xk+1
X
k=0
xk
xk
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j = 1, . . . , N.
k+1/2
N Z
X
k=0
xk+1
xk
f (x)0j (x)dx = f0
N
X
1
0
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= f0 (j (1) j (0)) = 0.
Aji + c20 Bji ui = f0 h
j = 1, . . . , N,
N N
1
1
B=
QQQ
QQQ
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0 }*Q7/3}21
N N
1 2
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1
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coth
2
2
h
c0
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c0
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.
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1
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+ O( 3 ).
2
2
12
lim
1
1
coth
2
2
1
.
2
12 c0
1 h
=
2 c0
< 6,
6.
c
xj
k = |c(xk+1/2 )|
%
hk
,
hk = xk+1 xk ,
%
"
"
k
hk
12 |c(xk+1/2 )|
1
hk
k =
2 |c(xk+1/2 )|
k =
k < 6,
k 6.
"
k = 0
h = max1kN hk
[xk , xk+1 ]
[xk , xk+1 ]
hk
Ox1 x2
f : (x, t) R+ f (x, t) R
~c : (x, t) R+ ~c(x, t) R2
w : x w(x) R
u : (x, t) R+ u(x, t) R
?-@-!
u
(x, t) u(x, t) + ~c(x, t)
u(x, t)
t
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0 }*:Q /L71
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x ,
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O
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h
uh
1 , . . . , N
uh (x, t) =
N
X
ui (t)i (x),
1 , . . . , N
u1 (t), . . . , uN (t)
N
X
u i (t)
i=1
ZZ
i (x)j (x)dx +
N
X
i=1
ui (t)
ZZ
?-@-!
i (x)
?-@-!
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? ;!
0 }*Q7/J251
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@#%@$ (% 9*(%!3#%)7E#& #*XE#%,/-H+-)$*8-$ D9;'57#c@E46L)?# !3#&6gE@46L)?-LE4+)F8g[\+-)9s@4<+-)
?-@-!
+
N
X
i=1
ZZ
ZZ
ui (t)
~c(x, t)
i (x) j (x)dx =
f (x, t)j (x)dx,
j = 1, . . . , N
j + K ~c(QK )
j ,
J/ 1J6
+5!4(Hl)40QS#09&$G+-"<#B$c+9*#*=3)7@E#*@)#B+-)!3$R#BL?-4@) $EO 4K4<E(M$E!3#*i,/E4<@N46!L4)$@9H?-@<(H# @4$@U@#*4<A+-)u+34 $ :UE46L#%$ # & &)>m )] +-,j$E=4@#MLa)7E+-#$E4Y@* 4Y[CV
O
?;!
?;! ?-@-!
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?-@-!
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0 }*:Q /J551
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QK
N
X
u i (t)
i=1
X ZZ
KTh K
N
X
~c(QK )
ui (t)
i=1
ZZ
KTh
X ZZ
ZZ
i (x)
j (x)dx
j (x) dx
j (x) dx,
f (x, t) j (x) + K ~c(QK )
KTh K
j = 1, . . . , N
K
hK
hK
[:#L4Y/!L):$B6>$ #09sE4+)p E(09H(%!#*)7E#-8F)+:$j!3(*Q l"#)A46$E[ $E-+H)+$B)r<$#04$B,/)4<6+-L,j4E=#f@Vj#%$ 9*#f57#"!L))+$ $c0 }* :O Q +/J)55$1
$E4
0 }*:Q /*4F1
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wx$@`9;'@(%#%,/$ E#ni#*!K)J {C$E4<E#*#jVuE(*!E4@$@+9H?@;(H@!4$E#j#* + 0 }%]SQ7;/KL55) 1&7N9&Lf469;;'L+6a$E++)FEf8Z9HVr+-,T ,/O L#@)4+-=$g# WJ #%)+)3$"@4<[4L$@4<Lj)7!g)) $
=#i<.%9;,T'#nL!34<E#B@#9H+-}H) /3Qk#%9Hd&E44+))3$ 4cNx!34<ha)~$E$E9;4+') (*,}* :Q /LA71Dm"$] #%@a/+!3+-/))6o(M@(%$E&+3)E4#B+)p!4$@)29H@,/(H@(%4O $@EU4657@4<+-#r)u!3@ #*,/:@++LNN
@!#*4YhZ#T(*@$#*@)7E)4#*! L;}*! O :Q 0 /J{C551HQ #*gE(*E@+?-@-!30 #M+p]S@) 7N 9A49;'+-$E+)>:Lf#HI3#*,/#[1"!3y$E13$G@.*,/#
0
. & .
f e*kJ#&kL)_\#gW [\+)39H+E4<4 +)>!3+))(*#H#-QS9&+-!3#*$R9;I '#*);+9;,j'+-=)E#0$c$B@)(*#g#*6[\$n+-)#H9sT@4<$E+-+) 4<
$@UE46$ [ L46$E)-
%
%
"
K = |~c(QK )|
"
hK
K
12 |~c(QK )|
1 hK
=
2 |~c(QK )|
K =
K < 6,
K 6.
> 0
c0
w : x [0, 1]
u : (x, t) [0, 1]
w(x) R
R+ u(x, t) R
0 }%Q7/K851
t > 0,
0 }*}%:QQ /J165511
x ]0, 1[.
0
PP#y+;$E57E+-#=<.%,/#y9H4<#*Nx!3 #%$@$ :$u#0$G8Fi9H#/)@+=E+-.*=,/<.%#/,/9H#y+W)!3# 9*4!3 #/ #09j#/@+= .*,/#/!3#/i9;'<#% Q
O
=1
c =0
u
2u
u
(x, t) 2 (x, t) + c0 (x, t) = 0
t
x
x
u(0, t) = u(1, t) = 0
u(x, 0) = w(x)
x ]0, 1[,
t > 0,
)
L/ - 3
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!34<hZ(*m_@+#*)g9*#%@8$_(%l$E+)8 4<#0!$*EQ #B2)24 Q ,/24 #%(%$EX4657#%$k)#*,/#%)n)7#*E)7)4M#*+-C,j9H#Ta=+-@$E#D@4Y@+E4Y(%=[G#*8-.*7),/:++7:#$ 8a$C4<E))4<+-[a+E!3+$f+-):)3$ )E4(-<8U46$E)++)$f$k))+#TE+-,/)$(H8 @'+3!3#T!# 88
879*9*<(%#
VT @4<&!3>$@9;'m_(*+,T $ l4 O I3L()78L )*+-$C)+LE+-)$ WJ @+^I24,U@4<+-)T!3#
=0
N
i = 0, 1, 2 . . . N +1
n = 0, 1, 2, . . .
n
h = 1/(N + 1) xi = ih
tn = n
u(xi , tn )
uni
un + 2uni uni+1
uni+1 uni1
un+1
uni
i
+ i1
+
c
= 0,
0
h2
2h
n
n
u0 = uN +1 = 0,
1 i N,
0 }*:Q 1}[1
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}-Q $")rlI2#gWJ #%)7E4#* n #H&+)i$Ea+-$E#g57#
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h
0 }*:Q 1*/31
2
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0 }*:Q 1L151
max |u
| max |u |.
EP4f+)E$#%L0 }*E:4+Q 1*) /30 1s}*Q :Q 1L151P?-L;L)7@4Y_5-#S#R$E9;'(%, 0 }*Q 1}21K#0$GC$ @L=<#c$ +-$k<#0$`9H+-)!34<N
/Q $") 9*+)$E46!38 .*@#r#o$@9;'#*(*f,!3 +-)0 9 }*:Q 1}[1n!L):1D$#* <#057#*R)+-Q:$/]D@#*9*)+-<#%)&$ #Hw(x)
8CE#*$E 4
= 1
"
E
%
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E
0
(
$
%
#
7
)
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a+ n = 1, 2, 3, 4, 5h!=L)1/5
$c#%$R9%$R$E=4 O 1/50
)-;$ *
(u )
0 71 = 1 8 c = 10 8
0 =69 11 = 1 88 c = 30 Q
]S0 +,/,/ #*=)7A5 9H+-c)9H=30@#
j}-QFD\#B')$@#&9;B'% (*,n)7,T(%E4657# }%Q 1}[1S$%J (09H@4Y
0
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u
= +c
u
+ 1 2
u . 0
u + c
h
2h
h
h
2h
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0
h
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O
u0i = w(xi ),
1 i N.
n
i
n+1
i
1iN
n+1
i
n
i
1iN
n 4
i i=1
0
0
0
n+1
i
n
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n
i
n+1
i
n
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n
i1
n
i
n
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2
h
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n
n
|ui1 | + 1 2 2 |uni | + 2 c0
|ui+1 |
|un+1
| 2 + c0
i
2h
h
h
2h
h
2 + c0
max |un |
h
2h 1jN j
+ 1 2 2 max |unj | + 2 c0
max |un |
h 1jN
h
2h 1jN j
= max |unj |.
n = 1, 2, 3, 4, 5
t5
6
0
t4
t3
t2 = 2/50 0
t1 = 1/50 0
t0 = 0
x1
x2
x3
x4
x5 = 1
= 1 c0 = 10 h = 1/5
= 1/50
#Hg<#
n = 1, 2, 3, 4, 5
h2 /(2)
u/x
t5
6
0
t4
t3
14
44
14
16
t2 = 2/50 0
t1 = 1/50 0
t0 = 0
x1
x2
x3
x4
x5 = 1
= 1 c0 = 30 h = 1/5
= 1/50
3/2
h2 /(2)
h 2/|c0 |
=1
u/x
c0
"
un+1
un+1
un+1 + 2un+1
un+1
uni
un+1
i+1
i
i1
i
i
+ i1
+
c
= 0,
0
h2
h
un+1
= un+1
0
N +1 = 0,
u0i = w(xi ),
1 i N.
1 i N,
0 }*:Q 1*231
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t5
6
0
t4
380
772
656
160
t3
67
112
56
16
t2 = 2/50 0
13
15
t1 = 1/50 0
t0 = 0
2292
5872
5264
3264
x1
x2
x3
x4
x5 = 1
= 5 c0 = 30 h = 1/5
= 1/50
un+1
i
uni i = 1, 2, . . . , N
i = 1, 2, . . . , N
max
0iN +1
|un+1
|
i
max
0iN +1
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n+1
n+1
2 + c0
= uni .
ui
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h
h
h
h
h i+1
n
k
un+1
un+1
j
k
N +1
j = 0, 1, 2, . . . , N + 1.
k
0
k
i=k
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h
h
h
h
h k+1
n+1
n+1
un+1
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h
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h k
h k
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0
0
k=0
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unj
un+1
unk .
k
0 un+1
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j
k
j = 0, 1, 2, . . . , N + 1,
k=0
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= un+1
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k
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k
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j = 0, 1, 2, . . . , N + 1,
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un+1
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)
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