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אנליזה נומרית
אנליזה נומרית
mantissa
+-
,
power
45 . 3 =0.453102
:
n
n1
0
a n an1 .. . a0 2 = an 2 a n1 2 . . . a 0 2 10
1
2
3
. c c c . .. = c 2 c 2 c 2 .. .
10
,2 0-
Eabs
1 0 0 %
accurate
value
E abs= accurate close
value
value
1n
x
=
x
chopping
=2
x
=
x 2
Cubic Spline
rounding
) ( x i ,x i1 .3
n+1 { x i xx i1 } hi
3:
Sx i =f xi .
i=0 .. . n
S'x
. , S ' ' xi
i
hi=x i1 x i , i=0,1,. . . n1
n+1 n hi
: hi
. . .
!1
!2
n1
f
xx 0 n1
! n1
x x0
. f n 1
xx 0
Condition
x-
f(x) f
x INSTABILITY -
f ' xx
f x
x x 3 M ixx i 3 M i1 x i1x f x i xx i f x i1 hi
Sx = i1
] [ x i1x M i xx i M i1
6 hi
hi
6
}M i =S ' 'x i , i={0,1,.. .n1
=R n1 x
) hi( :
condition=max
] [ x 0 , x n
xx j
= lk
j=0, j k x kx j
x0 2
1 x0
1 x1 x1
2
1 xn xn
i=1i
n-1 n+1 . 2
M 0= M n =0 , d0 =dn = n= 0=0
n=1 , n =0
P n x=l0 f x0 l1 f x 1 ln f x n = li f xi
M0
d0
M1
d1
Mn
dn
)
,
(:
known
6 f x if x 0
= d0
f
' x0
h0
h0
f x n f x n1
6
f ' xn
hn 1
hn1
} { } {]
i=0
0 =0 , 0 =1
n+1
hi
=i
hi1 hi
for hi=const
][ f xi1 2f x i f xi1
1
di=3
=; i =i
2
h2
'
n
=S' ' x
i M i 12 M i i M i1 =d i
f xi 1 f x i f x i f xi1
6
= di
hi1 hi
hi
hi1
E x= f xP n x
.
:
- ) (n+1
f n1 m
- '
n
. . . x0 a
f x0
n+1
0
n
. . . x1 a 1
= f x1
n
f xn
. . . xn a n
x i1 x
xxi
M i
M i1
hi
hi 1
Mi :
i=1,2,. . .n1
n+1 >= n
n+1 ) P n xi =f xi i =0,1,2, .. . , n
n n+1 (
f n1
=E x
xx j
n1 ! j=0
f 2n 2
=E 2n 1 x
xx j 2
2n2 ! j=0
] [ x0 , x n
x0 xx 0
Rn1
!n
1110 :2=5 1
510 :2 =2 1
210 :2 =1 0
110 :2 =0 1
=E rel
0.62510 =0.101 2
20.625 = 1.25 = 10.25 c1=1
= 20.25
= 0.5
00.5
c2=0
= 20.5
=1
10.0
c3=1
2-
1110= 10112
n+1 ,
} {i=0,1,. .. ,n
P x i = f x i , p ' xi =f ' x i
- 2 n1 2n+1
0
0
0
0
0
n1
2
2
1
0
0
0
3
n1
0
0
2
2
0
1
2
3
0
0
= dn
1
2
2
0
0
0
2
1
0
0
0
0
] k=max f , [ x 0, x n
h=max hi , i=0,1,. . . n1
M i=F i Ei M i1
M n =F n
k :
n ' n -
n
n1
f
2 E x -
f x= a i i x
. E x 2 :
i=0
n
f n 1
*
I
*
*
f x =P n x
x x j
"":
n 1 ! j=0
n
f n1
*
II
*
*
:
f x =P n x
x x j
n1 ! j= 0
n1
f
2
) (
sh k
384
E x=f xS x
0
i
=, E i
b0
bi Ei1 i
d
d F i1 i
F 0= 0 , F i= i
b0
biEi1 i
i=1,2,3,. . . n1
=E 0
n+1 ) (Sr
Newton Raphson
] S r= [ f x i f x i
i=1
) :(St
] S t= [ f x i f
i=1
) :(r
0
-1
0r1
St Sr
St
Sr
ai : a =0
i
= r
[ ]
:
f x=abx
] [ ]
x a0
f
x3 a 1 = fx
4
x2 f
x a2
:2
f x=a a xa x 2
0
1
2
x
x2
3
x
1
x
2
x
a
xi
1
2
3
f x= bx 2
x
f x i 2.7 5.9 9.4
,
:
f x=a bx 2
x
3
2
a
]S r= [ f x i b x i2
xi
i=1
3
S r
a
1
)I
=2 [ f x i b x i2 ] =0 |*1/3
a
xi
xi
i=1
3
S r
a
) II
=2 [ f x i b x i2 ] x i2=0 |*1/3
a
xi
i=1
3
3
3
fi 1 3 a
1
1
1
a
2
)I
=
] x 2 3 b x i = 3 [ x b x i
3
x
3
i=1
i
i=1
i=1
i=1
i
i
]
[a x ib x i
i =1
2.9274=a0.4537b2
36.967=2a32.667b
a2
b1
2
f x= x 2
x
=1
3
i=1
fi
f i x i2
2.7
23.6
84.6
36.967 averages
xi
2.7
2.95
3.133
2.9274
i=1
f x=aebx | ln
ln
f =lnae bx=ln
ab x
n :
] [ ][ ]
a1
=A
an
II ) 1 f i x i2 = 1
3 i=1
3
f
1
I ) =a 2 b x
x
x
2
4
II ) fx =a xb x
f
x i f x i
x i4
2
xi
1 2.7
1
1
2 5.9
0.25
16
3 9.4
1/9
81
20.4537 32.667
, A B a b
f x 1
=Y
f x n
ax i 3 b x i
=ABx
F
T
QQ A=QY
1 x1 1 x k
=Q
n x 1 n x k
iteration table
[ J xi ] Y=
f xi
xi 1= xi Yi
det J 0
i a
ab
2
f m f b0 a=m
f m f b0 b=m
=m
a f bb f a
f b f a
=m
1.67
-
f2
x2
fn
x2
x=F x
F ' 1
x i1 =F x i
x0
*
] [a,b ) . (
:
f a f b0 , F ' a1
F ' b 1
] f x=ln xx=0 [0,1
1
1
] [0,1 1 F ' 1
x
2
xix i1
x i1 f xi xi f x i 1
=f x i
f x i f xi 1
f x i f xi 1
x=lnx F x=ln x
:
1
1
F ' x=
=F ' x
x
x
x
x=ln x , e =x F x=e
:
x
F ' x=e
]F ' x=ex 1 [0,1
x 0 =0.55
0.55
x
x 1 =e
=0.57695
x i1=e
, x0=0.55 2
0.57695
=. . .
Fix Point
x 2 =e
=F , x i
F
x i f f xi x i0 f xi
=F ,x i
=
=
f f xi
0 f x i
c<1
p , c - i
= W i f x i
i= 0
e i 1C e i
b
Num
I = f x dx , I
a
I = f x dx= W i f x iEn
i=0
x 0 =a , x i=x 0 ih , . .. , x n=b
ba
=h
n
b
" Pn(x)f
f(xi)s
b
Newton Raphson
Newton-Cotes
:
1 ) (
1
f2
J x 1 , , xn = J
x = x 1
fn
x1
Fix Point
1
f x=0
Regula Falsi
f2
xn
fn
xn
wi
xiabscissas,
f =0 , f a f b0
b mi f b f m
] [
n
1 x a
= f
2
x x b
fx
2
} {
f1
x
f
x =0 ;
= f
;
] x =[ x 1 ,, x n
fn
x
i
:
f1 f 1
f1
1
xi1 = xi[ J xi ] f xi :
x
x
x
f 1 x i , x2 , , xn =0
f n x i , x 2 , , xn =0
f x i
f ' xi
W i= li x dx
':
x i1 =x i
x i1 =x i
Newton Raphson
,
p :
f xi
x i1 =x ip
f ' x i
:
:u
u x i
f xi
x i1 =x i
=ux i
u :
u' xi
f ' x i
f ' =0
I n = P n x dx
a
n
P n x= f x i li x
i=0
Newton-Cotes
) (a,b
.
n+1 : n n , n
: n=1
xx 2
xx1
ba
=P 1 x
f x 1
=f x2 ; h
h
h
3
a3 h
3h
O
=I 1 = P 1 x dx
f 1 f 2
2
a
: n=2
) 3(
O h
I 2 = 8 f 1 4 f 2 8 f 3
3
Newton-Cotes
) (a,b m 2n-1 :
. m , n
xi )(
N-C n+1.
m
n1
m1 =mn1
Wi
mn+1.
ba
=h
h m n
mn
Etotal
= Ei1 m12h f ''
1
i= 1
2
m
ba
mn
2
f ' '
Etotal
bah
1
12
=h
] ; [1,1
) (
f 2n
f x dx W i f x i
i= 1
'
f
:
2
i
x
x
x
g x dx= e g
x e dx= W i e g xi
f x
* 2 N-C n
*
* ) ' N-C
.
* .
)
(2-
h
=]I c2 = [ f 04 f 1 f 2 f 2 4 f 3 f 4 . . . f 2m 2 4 f 2m1 f 2m
3
h
]= [ f a4 f 1 2 f 2 4 f 3 2 f 4 . . .4 f 2m 1 f b
3
c ba
=E S
h4 f 4
180
Simpson
x 2
n! n 2n
E n= n
f
! 2 2n
i= 1
f 3 ) 2 (:
E = g h f
f x
n
[-1,1] -
ba
= ; h1
m2 n
i=1
Simpson
x
x
g x e dx= W i e g x i
g x dx= e x
h
ab
ba
I S = [ f a4f
= f b ] ; h
3
2
2
h
] = [ f 0 4 f 1 f 2
3
5
h 4
=E S
f
]; [ a , b
90
n!
=E n
f 2n
! 2n
:
m 1
:
mn
e x f x dx= W i f x i
c
h
ba
=I trapz= [ f a2 f a jh f b ] ; h
2
m
j=1
bh 2
c
E trapz=
h f ' '
]; [a , b
12
N-C
=E n
i=1
,n=2 3 , P2(x)u
f i= f ai h
ba
=h
2m
2i 1
x i=cos
2n
f 2n
2n 1
2n !2
]; [1,1
h
I Trapz = [ f af b] ; h=ba
2
h3
=E Traps
f ' '
] ; [ a, b
12
=dx
n
1 1x
=; W i
n
i= 1
n ) (
xi , :
; i=1,2, . . , n
=E n
f x
f x i
,n=1 2 , P1(x)u a .b
2n 1
2
n !
f 2n
2n 1 2n !3
):(n=1
i=1
-'
Newton-Cotes
] [a,b m -
.
f x dx= f t dt= f x i W i En
ba
= h1
m1 n
k
k=4 Simpson
n=2 Trapz
c
c
c
c
I accur =I
1 E 1 =I
2 E 2
for h 1
for h2
c
=I 2 g h2 f
Simpson
I 2 I 1
I 2 I 1
S
=E 1
=
4
4
m1
h2
1
1
m2
h1
I I
I I
E S2 = 2 4 1 = 2 4 1
m
h
2 1 1 1
m1
h2
I 2 I 1
2
h2
h1
I 2 I 1
n
k
F
x i , x i1 ,x i2
x i , x i1 , x i2
x i , x i1 , x i1 , x i2 , xi 2
.
.
.
1
k
I 2 I 1
Trapz
1
m1
m2
I 2 I 1
) (
=
m2 2
h 2
1 1 1
m1
h2
) (
N-C :
b
b
n
f n1
=E n= II n = [ f x= Pn x] dx= e n x dx e n x
xxi
:
n1
!
i=0
a
a
x0
x 0
2
' ' xx 0 f
xx 0 . . .
!1
!2
' f x=f x 0 f
x i1 x i=h
f ' x i
f ' ' xi 2
h
h
!1
!2
f xi1 f x i f ' ' x i
=f ' x i
h
h
2
f xi 1 =f x i
E Trapz
=
2
=; dx
x=F E h
I 1 g h1 f
Trapz
ba
dt
2
ba
ba
t
2
2
=x
xi
x i
2
' f xi1 =f x i f
' ' hf
h
!1
!2
x i1 x i=h
f xi 1 f x i f ' ' x i
=f ' x i
h
h
2
III 1
2
3
4
- :
h
h
h
b
n3 n2
f xi1 =f x ih f ' x i f '' xi f '' ' xi
f 4 x i /*a
n
E n=C n h f
; for even n
2
6
24
] f x dx= A h W i f xi En E =C hn2 f n1 ; for odd n [ a, b
2
3
4
i=0
h
h
h
4
a
n
n
f xi1 =f x ih f ' x i f '' xi f '' ' xi
f x i /*b
2
6
24
- :
b
n1
2
3
4
4h
8h
16 h 4
f x dx= A h W i f xi En
f xi2 =f x i2 h f ' x i
f '' xi
f ' '' x i
f x i
i=0
2
6
24
a
f',f''f
ah b h2 h=0
f'(x)f
h2
h2
h2
) (n+2 n ) (n+1 n , f''(x)f
a b 4 =0
2
2
2
a=1 b=3
.0 .
4
n
h
f x i1 3 f x i1 f x i2 =3 f x ih3 f ' '' xi f 4 xi
>= .n
2
h .
f x i1 3 f x i 1 f x i2 3 f x i h 4
* n n+1
=f '' ' xi
f xi
2
h3
* n , .
2 ' 2
xx 1 xx 2
xx 0 xx 2
xx0 xx 1
f x 0
f x 1
f x 2
x0 x 1 x0 x 2
x1 x 0 x1 x 2
x2 x 0 x2 x 1
h
1 1
1
P 2 x= 2 xx 1 xx 2 f x 0 xx0 xx 2 f x 1 xx 0 xx 1 f x 2
2
h 2
f '''
=E 2 x
xx0 xx 1 xx2
!3
1 1
1
P ' 2 x= 2 xx1 xx 2 f 0xx 2 xx 0 f 1 xx 0 xx 1 f 2
2
h 2
f '' '
=E '2 x
] xx 1 xx 2 xx 0 xx 2 xx0 xx 1
[
!3
, /... /
I 3 f 0 4 f 1 f 2 f ' '' 2 x=x0
=f ' x 0 =P ' x 0 E ' x 0
h
2h
3
f 2 f 0 f '' ' 2
I x=x1
=f ' x 1 =P ' x 1 E ' x 1
h
2h
6
f 0 4 f 1 3 f 2 f ' '' 2
I x=x2
=f ' x 2 =P ' x 2 E ' x 2
h
2h
3
f k
:
*
*
*
f x =P x E x .
. '
. k.
=P 2 x
Y ' x= f x ,Y x
f f
f f
=Y ' x
f x ,Y
x Y
x Y
f xh f x h
f ''
h
2
=f ' x
f 'h x
f '' M
Mh
f ' xf 'h x 2 h
h , h
h .
M h 2
2 M
:
2
h
,
, O(h2)d .
' ' . T -
:
1x1.5
2
:
y'=x y
y 1=1
4
h
h
h
y i 1 =y ihy i ' y i ''
y '' '
y 4
2
3! i
4! i
2
y' 0 =f x 0, y 0 =x0 y0 =2
2
y' '0 =[ f / xf f / y] x =2 x0 x 0 y 0 =4
): (T=O(h5)f
h=0.1
4h 6h
6h
:
y 1 =y 0 2 h
=1.221025
2
!3
!4
" n:
n1
n
n .1
.
:
h2
i=0 R-K 2
':
y =f x , y , y ' , ... , y
y x0 = y0
y ' x 0 =y '0
K y1 =f v 0
K v1= f x 0, y0, v0
h
K y2 =f v 0 K v1
2
h
h
h
K v2= f x 0 , y0 K y1 , v0 K v1
2
2
2
f x=f xe x
) (
f xhe xh f xe x f xh f x e xh e x
=
= f ' h x AB-AM
h
h
h
Predictor-Corrector 1 .4
e
xhe
x
2
P
h
5 3
if
e
x
y n 1= y n 3 y' n y 'n 1
h y '' '
h
h
2
12
:II
h
1 3
C
P
y n 1= y n y 'n1 y ' n
h y '' '
y ' x= f x, y
2
12
" y '' x=f x , y , y ' :
.2
'
h
h
y Pi 1/2 =y i f x i , y i y ''
2
8
h3 3
C
P
y i 1 =y ihf x i1/2 , y i 1/2
y
24
y'(x0)=2 y(xL)2
:
g i = y x L y L
1 2
3= 1
g 1
g 1 g 2
i
'
h
y Pi 1 =y ih f x i , y i y ' '
2
3
C
h
P
h
3
y i 1 =y i [ f x i , y i f x i1 , y i1 ]
y
2
12
Runge-Kutta II ) '(
3
h
y ''
24
h
h
K 2 = f xi y i K 1
2,
2
y i 1 =y ihK 2
K 1 =f x i ,y i
Runge-Kutta II ) '(
3
h
h
y i1 =y i K 1 K 2
y '' '
2
12
K 2 = f xih, y ih K 1
K 1= f xi , y i
Runge-Kutta IV
h
73
y i 1 =y i K 1 2 K 2 2 K 3 K 4
h5 y 5
6
720
K 4= f xih , y ih K 3
h
h
K 3 = f xi y i K 2
2,
2
h
h
K 2 = f xi y i K 1
2,
2
K 1 = f xi , y i
sin=sin cos cos sin
cos=coscossin sin
tan = tantan /1tan tan
sin sin =2sin / 2/2 cos/2/ 2
coscos=2cos/ 2/ 2cos/2/2
coscos=2cos/ 2/2 sin /2/2
sin cos=1/2 sinsin
sin sin =1/ 2coscos
coscos =1 /2coscos
tan tan tan=tan tan tan
sinx1=sin x/ 2 cosx /2
sin =cos 90
sin =cos 90
tan =cot 90
cot =tan90
1tan2 =cos1
cosh x=
e e
2
sinh x=
e e
2
[e ] '=e
[a x] '=a x lna
[lnx ] '=1
x
1
[loga x ] '=
x lna
[cosx]'=sin x
[sinx ]' =cosx
1
[tan x]'=
cos2 x
1
[cotx] '=
sin 2x
1
1
[
x ] '=
tan
tan2 xcos2 x
[arcsinx ]'= 1
1x 2
[arccosx]'=1
1x 2
1
[arctan x]'=
1x 2
1
[arccotx] '=
1x 2
1
x dx=a1 x a1c
1
x dx=lnxc
lnxdx=xlnxxc
a
sin xdx=cosxc
cosxdx=sinxc
1
cos2x dx=tan xc
1
dx=cot xc
sin2x
tanxdx=lncosxc
cotx dx=lnsinx c
a x c
axdx=lna
1
1
x
2 2 dx= a arctan a c
a x
1
1
ax
2 2 dx= 2a ln ax c
a x
1
x
2 2 dx=arcsin a c
a x
12 2 dx=lnx x 2a2c
x a
A dx=Alnxac
xa
A
c
A n dx=
xa
1n xa n1
AxB dx= A lnx 2pxq+
x 2pxq
2
+ 2BAp2 arcsin 2xp 2 c
Aqp
Aqp
If sin x is oddt=cos x
if cos x is odd t=sin x
if sin x and cosx are even t=tan x
If
If
If
sin x=
2t
1t 2
cosx=
p(x)sin(x)dx
ln(x)p(x)dx
p(x)cos(x)dx
arcsin(x)p(x)dx
p(x)exdx
arctan(x)p(x)dx
1t2
1t2
x
2
x=2 arctant
2
dx=
dt
1t 2
t=tan
.1
.
...A,B,C .2
, AX+B .3
. ln