BI THU HOCH MN BI TON NGC - BI TON (P3 )

Ging vin: TS. Nguyn Huy Tun

Hc vin: Nguyn Th Hin - MSHV: 1322013
V Minh Lc - MSHV: 1322016
Vng Trung Dng - MSHV: 1322012
Xt bi ton

uxx uyy = f (x), vi 0 < x < , 0 < y < +

u(0, y) = u(, y) = 0

(P3 ) u(x, 0) = 0

u(x, y) |y+ b chn

u(x, 1) = g(x)
Cho g bit trc. Tm hm ngun f (x).
1) Thit lp ton t K tha mn Kf = g
t X = L2 (0, ). Do) X l khng gian Hilbert v hn chiu vi c s trc chun l
(
r

2
n (x) =
sin (nx)
.

n=1

Ta c:
huxx , n i + huyy , n i = hf, n i

Z
i
2 Z

2
ux (x, y)n (x) u(x, y)n (x) |x=
u(x, y)(x)dx 2 u(x, y)(x)dx = hf, n i
x=0 + n
y

2
y 2

u(x, y)(x)dx n2

t v(y) =

Z
u(x, y)(x)dx = hf, n i

()

u(x, y)(x)dx, theo () ta c

v 00 n2 v = hf, n i

(1)

Phng trnh thun nht ca (1) c dng

v 00 n2 v = 0
1

(2)

Phng trnh c trng ca (2) l k 2 n2 = 0 k = n

Nghim ca phng trnh (1) c dng
v(y) = C1 eny + C2 eny + vp

(3)

Tm mt nghim ring vp ca (1) c dng

vp = Ax + B,

(4)

vp n2 vp = n2 (Ax + B)

(5)

t (1) ta c
00

T (1) v (5), ta c
n2 (Ax + B) = hf, n i

A=0
n2 Ax = 0

B = hf, n i
n2 B = hf, i
n
n2

T (4) suy ra vp =

hf, n i
, thay vo (3) ta c nghim ca phng trnh (1) l
n2
v(y) = C1 eny + C2 eny +

hf, n i
n2

(6)

Do u(x, y) |y+ b chn nn v(y) cng b chn, do C1 = 0, thay vo (6) ta c

v(y) = C2 eny +

hf, n i
n2

(7)

Chn y = 0 (7), ta c
v(0) = C2 +

hf, n i
n2

(8)

Hn na
Z
v(0) =

u(x, 0)(x)dx = 0

(9)

T (8) v (9), ta suy ra C2 =

hf, n i
Suy ra
n2

v(y) =

hf, n i ny hf, n i
e
+
n2
n2
2

(10)

Chn y = 1 (10), ta c
v(1) =

hf, n i n hf, n i
e +
n2
n2

(11)

Hn na
Z
v(1) =

Z
g(x)(x)dx = hg, n i

u(x, 1)(x)dx =
0

(12)

T (11) v (12), ta c
1 en
hg, n i =
hf, n i
n2
V g L2 (0, ) nn
g=

hg, n i n =

n=1

X
1 en
n=1

n2

t K : L2 (0, ) L2 (0, ) xc nh bi f 7 Kf =

hf, n in

1 en
P
hf, n in , f L2 (0, )
n2
n=1

v ta c phng trnh Kf = g.
2) Chng minh K compact
K : L2 (0, ) L2 (0, )
f 7 Kf =

X
1 en
n=1

n2

hf, n in

Chng minh K tuyn tnh

Ly f, h L2 (0, ), R, ta c
K(f + h) =
=

X
1 en
n=1

X
n=1

n2

hf + h, n in

X
1 en
1 en
hf,

i
+

hh, n in
n
n
2
n2
n
n=1

= Kf + Kh
Chng minh K b chn

(13)

Cho f L2 (0, ) ta c
kKf kL2 (0,)


X
X
 1 en 
1 en


 |hf, n i|

=
hf, n i n =
n=1 n2
n=1  n2 
! 21
 !1

X
 1 en 2 2 X
2


|hf, n i|

 n2 
n=1
n=1
! 12

X
(1 en )2
=
kf kL2 (0,) .
n4
n=1

Do

X
(1 en )2

kKk

! 12

n4

n=1

< .

Vy K b chn.

Xt KN : L2 (0, ) L2 (0, )
f 7 KN f =

N
X
1 en
n=1

n2

hf, n in

Tng t ta cng chng minh c

- KN tuyn tnh.

- KN b chn v kKN k

N (1 en )2
P
n4
n=1

 21
< .

- R (KN ) = dim (Im KN ) = N < . Do KN l ton t hu hn chiu.

Suy ra KN compact.
Chng minh KN K trong L2 (0, ).





X

n
X
 1 en 
1

e




kKf KN f kL2 (0,) =
hf, n i n =
 n2  |hf, n i|
2


n
n=N +1
n=N +1
1
! 21
!



X
 1 en 2 2 X



|hf, n i|2
 n2 
n=N +1
n=N +1
1
!

2
X
(1 en )2

kf kL2 (0,) .
n4
n=N +1


P
(1 en )2
n4
n=N +1


Suy ra kK KN k = sup k(K KN ) f kL2 (0,)
kf k=1

(v

 12
0, N

(1 en )2
P
< ). Vy K compact.
n4
n=1

2*) Tm ton t lin hp K

Cho f, g L2 (0, ) ta c
hf, K giL2 (0,) = hKf, giL2 (0,) =

*
X 1 en
n=1

=
=

X
1 en
n=1

X
n=1
*

f,

n2

n2

+
hf, n i n , g

hf, n i hn , gi

1 en
hg, n i hf, n i
n2

X
1 en
n=1

n2

+
hg, n i n

Suy ra
*
f, K g

X
1 en
n=1

n2

+
hg, n i n

= 0.

1 en
P
Chn f = K g
hg, n i n th f 0. Do
n2
n=1

X
1 en

K g=
hg, n i n , g L2 (0, ) .
2
n
n=1

2**) Tm SVD ca K
K : L2 (0, ) L2 (0, ) tuyn tnh, compact
K : L2 (0, ) L2 (0, ) t lin hp
Hn na
1 en
P
1 em
Km =
hm , n i n =
m , n = 1, 2, ...
n2
m2
n=1
1 en
P
1 em
K m =
h
,

=
m , n = 1, 2, ...
m
n
n
n2
m2
n=1
1 em
Do : m =
, fm = gm = m , n = 1, 2, ...
m2


1 en
Vy SVD ca K l (n , fn , gn ) =
, n , n .
n2
3) Thit lp mt s chnh ha

Xt q : (0, ) (0, kKk] R

2

(1 en )
(, n ) q(, n ) = 4
n + (1 en )2
5

tha lim q(, ) = 1, vi mi 0 < kKk, ton t R : L2 (0, ) L2 (0, ), vi > 0 v

0

R g =

n=1

(1 en ) n2
hg, n in , vi g L2 (0, )
n4 + (1 en )2

Ta s chng minh R l mt s chnh ha

Chng minh R tuyn tnh.
Ly f, h L2 (0, ), R, ta c
R (f + h) =
=

X
n=1

X
n=1

(1 en ) n2
hf + h, n in
n4 + (1 en )2

X
(1 en ) n2
(1 en ) n2
hf,

i
+

hh, n in
n
n
4 + (1 en )2
n4 + (1 en )2
n
n=1

= R f + R h.
Chng minh R b chn.

X

kR gk =

n=1

(1 en ) n2
n4 + (1 en )2

2

|hg, n i|2

n4 + (1 en )2 2 (1 en )n2 , n = 1, 2, ...

(14)
(15)

T (14) v (15) th

1 X
1
kR gk
kgk2 .
|hg, n i|2 =
4 n=1
4
2

Suy ra
1
kR k , > 0.
2
Chng minh: kR Kf f kL2 (0,) 0 khi 0, vi mi f L2 (0, ) .
R Kf =

X
n=1

X
n=1

X
n=1

(1 en ) n2
hKf, n i n
n4 + (1 en )2
(1 en ) n2 (1 en )
hf, n i n
n4 + (1 en )2
n2
2

(1 en )
hf, n i n .
n4 + (1 en )2

(16)

kR Kf f k2L2 (0,)

V f L2 (0, ) nn

X

n 2
X
(1

e
)


=
hf,

hf,

i
n
n
n
n
n=1 n4 + (1 en )2

n=1

2
!

2
X

(1 en )


=

1
hf,

n
n
4
n
2


n + (1 e )
n=1
!
2

2
X
(1 en )
=
1 |hf, n i |2
4 + (1 en )2
n
n=1
!2
N
2
X
(1 en )
1 |hf, n i |2
=
4 + (1 en )2
n
n=1
!2
+
2
X
(1 en )
+
1 |hf, n i |2
4 + (1 en )2
n
n=N +1

()

|hf, n i|2 < . Cho > 0, do , tn ti N N sao cho

n=1

2

.
4 kf k2 + 1

|hf, n i|2 <

n=N +1

(17)

Mt khc
n 2

!2

(1 e )
1
+ (1 en )2

n4

n 2

(1 e )
+ (1 en )2

n4

!2

+ 12 2(12 + 12 ) = 4

(18)

T (17) v (18)

X
n=N +1

!2

n 2

(1 e )
1
4
n + (1 en )2

2
|hf, n i| <
.
kf k2 + 1
2

(19)

Vi n = 1, 2, ..., N ta c
!
2
(1 en )
1 0 khi .
n4 + (1 en )2
Do , tn ti > 0 sao cho: 0 < < th
!2
2
(1 en )
2

1
<
.
n4 + (1 en )2
kf k2 + 1

(20)

T (20) suy ra
N
X
n=1

!2
N
2
X
(1 en )
2
2
2
2

1
|hf,

i
|

|hf,

i
|

kf k2L2 (21)
n
n
n4 + (1 en )2
kf k2 + 1 n=1
kf k2 + 1
7

T (), (19), (21) ta c

kR Kf f k2L2 (0,)

2
2
2
kf
k
+
= 2
2
L
kf k2 + 1
kf k2 + 1

Suy ra kR Kf f kL2 (0,) 

Vy R l mt s chnh ha vi > 0.
4) Dng phng php Tikhonov chnh ha bi ton v kho st s hi t gia
nghim chnh ha v nghim chnh xc
Gi f l nghim chnh xc ca bi ton v f l nghim chnh ha ca bi ton.
Gi g l d liu chnh xc v g  l d liu nhiu, f := R g l nghim chnh ha ng vi d
liu chnh xc v fe := R g  ng vi d liu nhiu.
Gi s g  L2 (0, ) sao cho ||g  g|| .
Ta c
||f f || = ||f R g + R g f ||
||f R g|| + ||R g f ||
||R g  R g|| + ||f f ||
||R ||.||g  g|| + ||f f ||
1
. + ||f f ||
2
Mt khc
2

||f f || = ||R Kf f ||

s
t E =


X

2
(1 en )2
1 hf, n i2
=
4 + (1 en )2
n
n=1 
2

X
n4
=
hf, n i2
4 + (1 en )2
n
n=1 
2

X
n4
2

hf, n i2
n )
2
n
(1

e
n=1

X
n4

hf, n i2
4 n=1 (1 en )2

n4
hf, n i2 < . Ta c
n )2
(1

e
n=1

||R Kf f ||
E
2

nn
||f

f || . +
E.
2
2
8

Chn = () =


ta c
E
r
1
||f f || r . +

2
E

Vy ||f f || 0 khi  0.

E
E = E.
2