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H CH MINH
KHOA KHOA HC C BN
B MN TON
********************
Trng Vnh An - Phm Vn Hin - L Xun Trng
GIO TRNH
********************
Trng Vnh An - Pham Van Hien - Le Xuan Trng
GIAO TRNH
PHNG PHAP
TNH
LU HANH NOI BO
GIO TRNH
GII THIU
Cc bi ton ng dng trong kinh t, k thut thng l khng p v khng th gii
theo cc phng php tnh ng. Ngi ta cn cc phng php gii c tnh cht gii thut v,
nu cc kt qu l gn ng th sai s phi nh (thng l hi t v 0). Cho d cc phng
php i hi lng php tnh ln, th vi my tnh, bi tan d dng c gii quyt. Mt
trong cc ngnh hc nghin cu cc phng php nh trn l Gii tch s.
Gio trnh phng php tnh ny c vit vi mc ch nhp mn Gii tch s v dnh
ring cho sinh vin i hc S phm K thut TP.HCM. Vi mc ch v i tng nh vy, ti
liu khng o su cc c s ton hc ca gii thut cng nh tnh tng qut ca cc bi ton.
Cc lp lun ch yu dng cc l thuyt c bn m sinh vin hc trong ton cao cp A1 nh
nh ngha o hm, cc nh l trung bnh, khai trin Maclaurin
Trong cc lp lun, chng minh trong ti liu ny, ngi c hy xem cc iu kin u
vo l tha mn n mc cn thit. V d trong lp lun cn n o hm cp 3 ca f(x) th xem
nh f(x) m bo kh vi n cp 3 Cng nh tnh duy nht nghim ca cc bi ton l mc
nh.
D rt c gng nhng chc chn ti liu ny cn nhiu thiu st. Rt mong ngi c v
cc ng nghip quan tm v gp .
Nhm tc gi
Chng 1: Sai s
CHNG 1
SAI S
1. SAI S TUYT I V SAI S TNG I
1. Sai s tuyt i
Ta cn xp x A bng s gn ng a th ta vit A a. Khi sai s php tnh gn ng l mc chnh
lch gia A v a, tc l A a . Tuy nhin, v khng tnh ng A c nn ta cng khng th tnh c
mc chnh lch ny. Chng ta s nh gi sai s bng mt cn trn ca n
A a a
(1.1)
Khi a c gi l sai s tuyt i gii hn hay sai s tuyt i nu khng s nhm ln.
R rng l sai s tuyt i c nhiu chn la.
V d 1.1: Nu ly gn ng 3.14 , d khng bit chnh xc s nhng ta c
3,14 0,0016 0,002 0,003 . Nh vy ta c th chn sai s tuyt i l 0,0016 hay 0,002, hay nhiu
chn la khc.
Sai s tuyt i cho php chng ta xc nh khong gi tr ca i lng ng A, tc l
A a a ; a a hay cn vit l A a a . Do ta s chn a nh nht theo yu cu no .
Thng thng ta yu cu a gm mt ch s khc 0. Vi yu cu , trong v d trn ta c
3,14 2.103
2. Sai s tng i
Sai s tuyt i cho chng ta xc nh min gi tr ca i lng ng A nhng khng cho bit mc
chnh xc ca php tnh. so snh sai s nhiu php tnh gn ng khc nhau, chng ta xt sai s tng
i
a
a
(1.2)
1
0,111 c sai s tuyt i l 2.104 nh hn trong v d 1.1 nhng nu so snh
9
3
1
2.10
2.104
sai s tng i ta c
. Vy php tnh 0,111 c sai s ln hn php tnh 3,14
3,14
0,111
9
V d 1.2: Php tnh
V d 1.3: Tnh gn ng tch phn I e x dx . Trc ht chng ta thay tch phn (din tch hnh
2
1
1 e , sai s y c gi l sai s phng php, t l .
2
Trang | 1
Chng 1: Sai s
1
1 e 1,85914... 1,859 , sai s quy trn pht sinh
2
l 1,85914... 1,859 2.104 . Vy ta c kt qu I 1,859 2.104 .
3. CH S CHC
V d 1.3 cho thy sai s cui cng l tng sai s phng php v sai s quy trn. T y t ra yu
cu quy trn sao cho sai s quy trn khng lm tng ng k sai s cui cng. Chng ta t ra khi nim
ch s chc gii quyt yu cu.
Cho A a a trong a gm cc ch s ai: a ...a1a0 , a1... (ch s hng n v l a0, t tri sang
phi ch s gim dn). Khi ch s ai c gi l chc khi v ch khi a 0,5.10i
(1.3)
Nhn xt: Nu (1.3) ng vi i=i0 th cng ng vi mi i>i0 v nu (1.3) sai vi i=i0 th cng sai
vi mi i<i0. Nh vy cc ch s chc lun bn tri cc ch s khng chc.
m bo sai s quy trn khng nh hng n sai sai s cui cng, chng ta s lm trn gi li
mt ch s khng chc. Khi , sai s quy trn nh hn sai s trc quy trn.
T y tr v sau nu quy trn gi li ch s khng chc, ta s b qua sai s quy trn.
V d 1.4: Hy lm trn s gn ng vi mt ch s khng chc trong php tnh
A 12,345677 3.104 .
Xt bt ng thc (1.3) vi D = 3.10- 4 , ta thy i nh nht tha (1.3) l i=-3, tc l
0,5.104 3.104 0,5.103 . Vy s gn ng ch c 5 ch s chc 1, 2, 3, 4, 5. Theo yu cu ta s lm
trn l A 12,3457 . Khi sai s quy trn l 2,3.105 3.104 .
Nu lm trn ht cc ch s khng chc ta c A 12,346 v sai s quy trn s l 3, 23.104 ln hn
c sai s ban u.
Khi nim ch s chc cn c mt ngha khc. Xt v d: Cho s gn ng A 12,3 c mt ch
s khng chc. Khi ch s 2 l chc v ta c (1.3) tha vi i=0. Ni cch khc sai s khng qu
0,5.100 vy ta c biu din sai s A 12,3 5.101 .
(1.4)
3,14
ta
4
V .3,14.(13, 44)3 10164, 03591
3
Sai
khi
4
3
2
. 13, 44 4. 3,14 . 13, 44 R .
3
Theo v d 1.1 ta c 2.103 , xt cng thc sai s tng i (1.2) ta c R 13, 44.0,1% . Vy
Trang | 2
Chng 1: Sai s
5. BI TP
1.1 Cho s gn ng a = 12.45972 vi sai s tng i a 0.7% . Hy lm trn a vi 1 ch s
y
. Bit x 1.321 v y 0.9731 vi 1 ch s khng chc. Tnh u v sai
x
x y2
trong x 3,28 y 0,932 z 1,132 vi sai s tng i 0,3%. Hy tnh u vi
z
2 ch s khng chc.
1.4 Cho u
1.5 Dng cng thc (1.4) chng minh rng sai s tuyt i ca tng bng tng cc sai s tuyt i,
sai s tng i ca tch l tng cc sai s tng i.
1.6 Cho phng trnh bc hai x 2 + bx + c = 0 trong b 2.34; c - 1.57 vi cng sai s tng
e+ 1
v nh gi sai s.
2
1.8 Dng thc o c sai s tng i o chiu cao, y ln, y b ca mt hnh thang, kt
qu ln lt l 2,3cm; 12,5cm v 4,01cm. Hy cho bit khng qu bao nhiu sai s tng i khi tnh
din tch hnh thang khng qu 1%.
Trang | 3
CHNG 2
GII GN NG
PHNG TRNH I S V SIU VIT
1. NGHIM V KHONG TCH NGHIM
1. Nghim
Mt phng trnh i s c dng tng qut f(x) = 0 (2.1). Nghim phng trnh l gi tr x* tha
mn phng trnh, tc l f(x*) = 0.
Vic gii phng trnh (2.1) c chia thnh 2 bc:
- Bc s b: Tm cc khong tch nghim l nhng khong m trn phng trnh c nghim
duy nht
- Bc kin ton: Tm nghim gn
ng trn tng khong tch nghim
y=f(x)
H1
f ( x) 3x 2 3
-1
+
1
-
+
+
Tnh gi tr hm ta c
Trang | 4
2. PHNG PHP LP N
1. Ni dung phng php
Cho phng trnh (2.1) vi khong tch nghim [a,b]. Gi x* l nghim phng trnh trn [a,b]
a phng trnh v dng x ( x) sao cho
x q 1 x a, b
(2.2)
Chn mt gi tr x0 a, b lm gi tr ban u
Tnh dn cc phn t ca dy s
x1 x0 ; x2 x1 ;...; xn xn1
(2.3)
xn x *
q
xn xn1 n
1 q
(2.4)
2. S hi t v sai s
Trc ht chng ta chng minh s hi t ca phng php. p dng nh l gi tr trung bnh
Lagrange ta c:
xn 1 xn xn xn 1 c xn xn 1
n
q xn xn 1 ... q n 1 x1 x0
0
Do dy {xn} l dy C si nn hi t.
Mt khc do hm lin tc (c
lim xn X X lim xn 1 lim xn X .
n
hm
nn
lin
tc)
nn
ta
nu
Lagrange
ta
q
xn xn1 n .
1 q
Trang | 5
ab
f a f
0
2
ab
f a f
0
2
x0
b
( 2.5)
f(a) cng du f(
ab
)
2
x0=b
x0=a
x1=(x0)
q
x1 x0
1 q
x0=x1
x*x1
3. Mt cch khc nh gi sai s
Gi s phng trnh (2.1) c f(x) kh vi v f (x) m > 0 " x [a, b ]. Gi x* v xn ln lt l
nghim v nghim gn ng trn khong tch nghim [a,b]. Theo nh l trung bnh ta c
f (x *)- f (xn )
trong c nm gia x* v xn. Khi ta c nh gi sai s l
x * - xn =
f (c)
x * - xn
f (xn )
m
(2.5)
Trang | 6
x 3 3x 5 x
Khi vi mi x thuc [2;3] ta c
x
3
3 x 5
6 5
0.203 q
Bm trn my
Mn hnh
x0=2
2=
x1=(x0)
(3*ans+5)^(1/3) =
2,223980091
x2=(x1)
2,268372388
x3=(x2)
2,276967161
q
x3 x2 3.103
1 q
Vi mt ch s khng chc ta c kt qu
x* 2,277 3.103
b) Do nghim c mt ch s bn tri du thp phn nn nghim gn ng c 5 ch s chc nu ch
s th 4 sau du thp phn l chc. Tc l sai s khng qu 5.10-5
nh gi:
q
xn xn 1 5.105 xn xn1 1,96....104 (*)
1 q
Bc tnh
Bm trn my
Mn hnh
x0=2
2=
x1=(x0)
(3*ans+5)^(1/3) =
2,223980091
x2=(x1)
2,268372388
x3=(x2)
2,276967161
x4=(x3)
2,278623713
x5=(x4)
2,278942719
x6=(x5)
2,279004141
So sch t tri qua phi n ch s th 4 sau du thp phn trong cc gi tr xn ta nhn thy x6 tha
(*) nn vng lp dng v ta c kt qu x* 2,27900 vi 5 ch s chc, hay sai s khng qu 5.10-5.
3. PHNG PHP NEWTON
1. Ni dung phng php
Cho phng trnh (2.1) vi khong tch nghim [a,b]. Gi x* l nghim phng trnh trn [a,b].
Trang | 7
x1 x0
f x0
f x1
; x2 x1
;...
f x0
f x1
xn xn 1
f xn 1
f xn 1
(2.6)
xn x *
M
2
xn xn1
2m
(2.7)
Trong m v M nh gi t cc bt ng thc
f x m 0; f x M , x a, b
(2.8)
2. S hi t v sai s
Trc ht chng ta chng minh s hi t ca phng php.
Trong
khai
trin
Maulaurin
ti
x0
phn
Lagrange,
cho
x=x1
ta
f (c)
2
(x1 - x0 ) trong c nm gia x0 v x1. Th cng thc x1 t
2
(2.6) vo ta c
f (x1 ) =
f (c)
2
(x1 - x0 )
2
(*)
Xt trng hp f v f cng du dng. Biu thc (*) suy ra f(x1)0, mt khc hm ng bin nn
suy ra x1x*.
Dng biu thc (2.6) vi x1 vi lu f(x0) cng du dng vi f nn: x1 - x0 = -
f (x0 )
0
f (x0 )
hay x1x0.
Nh vy chng ta chng minh c x*x1x0, x1 thuc khong tch nghim v f(x1) cng du f.
Bng cch lm tng t v thay x0 l x1 ta li chng minh c iu tng t vi x2,
Do dy {xn} gim v b chn di bi x* nn hi t, t X = lim xn . Cho n trong biu
n
f (c)
2
(xn - xn- 1 )
2
Trang | 8
t m, M t (2.8) ta c xn+ 1 - xn
M
2
(xn - xn- 1 )
2m
a
x0
f x f x 0
(2.9)
f x f x 0
x0=b
x0=a
x1 x0
f x0
f x0
M
2
x1 x0
2m
x0=x
1
x*x1
3. Thc hnh trn my Casio
V d 2.3: Cho phng trnh f x x 3 3x 5 0 .
Dng phng php Newotn gii phng trnh trn khong tch nghim [2;3] vi yu cu:
a) 3 bc lp v nh gi sai s
b) Nghim gn ng c 5 ch s chc
c) 2 bc lp vi x0=2,4
Trang | 9
Bm trn my
Mn hnh
x0=3
3=
x1 x0
f x0
f x0
Ans-(ans^3-3*ans5)/(3*ans^2-3) =
2,458333333
x2 x1
f x1
f x1
2,294310576
x3 x2
f x2
f x2
2,279144331
Vy x3=2,279144331 l nghim gn ng
nh gi sai s ta tnh f (x) = 3x 2 - 3 9 = m v f (x) = 6 x 18 = M suy sai s
M
2
x3 x2 3.104
2m
Vi mt ch s khng chc ta c kt qu
x* 2, 2791 3.104
b) Tng t v d 2.2, yu cu sai s khng qu 5.10-5
nh gi
M
2
xn xn1 5.105 xn xn1 0, 0070... (*)
2m
Bc tnh (2.6)
Bm trn my
Mn hnh
x0=3
3=
x1 x0
f x0
f x0
Ans-(ans^3-3*ans5)/(3*ans^2-3) =
2,458333333
x2 x1
f x1
f x1
2,294310576
x3 x2
f x2
f x2
2,279144331
x4 x3
f x3
f x3
2,279018795
Bm trn my
Mn hnh
Trang | 10
x0=2,4
2.4 =
2.4
x1 x0
f x0
f x0
Ans-(ans^3-3*ans5)/(3*ans^2-3) =
2,28627451
x2 x1
f x1
f x1
2,27904723
x* 2, 27904 7.105
4. Tm cn bc k (k nguyn dng) mt s thc
Cho k nguyn dng, a>1 v xt phng trnh x k = a (2.10)
R rng (2.10) c nghim x* =
x0 = a
k
Vy dy s
(x ) - a (2.11) hi t v x* =
xn = xn- 1 - n- 1 k- 1
k (xn- 1 )
(xn ) - a
k
x0 = 3
2
p dng (2.11) ta c dy s
(x ) - 3 v sai s ca xn l
xn = xn- 1 - n- 1
2 (xn- 1 )
qu tnh ton:
xn
Sai s
1,75
3 - xn
(xn ) - 3
2
. Kt
1,73214.. 1,73205081
0,03.. 2.10-4
5.10-9
4. BI TP
Mi bi ton sau hy dng phng php lp n v phng php Newton gii gn ng vi yu cu
a) Hai bc lp (c nh gi sai s) vi hai gi tr ban u x0 khc nhau
b) Sai s khng qu 10-5.
c) Nghim gn ng c 7 ch s chc
Th vin H SPKT TP. HCM - http://www.thuvienspkt.edu.vn
Trang | 11
0.91 v
2.9 Dng (2.5) chng minh rng nu phng trnh (2.1) tha f v f cng dng trn khong tch
nghim th sai s phng php lp n v phng php Newton c th nh gi bng cng thc
f (xn )
x * - xn
f (a )
2.10 Chng minh rng sai s phng php lp n c th nh gi bng cng thc
qn
x * - xn
x0 - x1 .
1- q
p dng vo phng trnh x = 1 + sin x trn khong tch nghim [1;2] vi x0=1,5 tm s bc lp
cn thit sai s khng qu 10-9.
2.11 Cho phng trnh x 4 - 4 x 3 = -26 c khong tch nghim [2,5;3,2]. Hy thu hp khong tch
nghim cc iu kin ca phng php Newton tho mn
2.12 Dng nh ngha o hm chng minh rng nu hm (x) kh vi trn khong [a,b] v tn ti
s L thuc (0;1) sao cho:
j (x)- j ( y) L x - y " x, y [a, b] (2.12)
th
iu
kin
(2.2)
tha
mn,
tc
x q 1 x a, b .
p dng nh l gi tr trung bnh Lagrange chng minh chiu ngc li cng ng.
iu kin (2.12) c gi l iu kin Lipschitz.
Trang | 12
CHNG 3
...........................................
an1 x1 an 2 x2 ... ann xn bn
(3.1)
x1
x2
Ma trn A=[aij] gi l ma trn h s v tri, ma trn ct X =
, B =
...
x
n
ct cc n v ma trn ct h s t do (ta c th vit X = [x1
b1
b2
ln lt gi l ma trn
...
b
n
(3.2)
" a R, " v
- u+ v u + v
" u, v
Trn mt khng gian vec t, ta c nhiu cch xy dng chun. V d trn Rn ta c cc chun
hc:
- Chun Euclide x 2
x
i 1
, vi x x1 , x2 ,..., xn
Trang | 13
n gin, trong chng ny chng ta ch s dng mt chun trn khng gian ma trn m ta tm
gi l chun dng:
Cho ma trn A=[aij]mxn, khi chun dng A l
A = max d i =
1 i m
j= 1
aij (3.3)
Vi chun ma trn xy dng nh trn, t 3 tin ngi ta chng minh c tnh cht
u.v u v .
Ch thch: di l tng cc gi tr tuyt i cc phn t dng i.
V d 3.1: Tnh chun dng ma trn
T = - 2
0
1
X = - 0,5, Y =
0,9
0,9
- 0, 7
1, 05
0,1
X = 1; X - Y = 0, 2 = 0, 2
- 0,15
2 PHNG PHP LP N
1. Ni dung phng php
T phng trnh (3.2), chng ta bin i tng ng thnh
X = TX + C
(3.4)
X 0 = C
X k = TX k- 1 + C
(3.6)
T
1- T
X k - X k- 1
(3.7)
V cch chn X0: Vic chn X0 trong phng php trn khng i hi yu cu g (h c nghim
duy nht). Do cch chn n gin nht l X0= (ct khng), khi X1=C. Vy tit kim bc tnh
ta nn chn X0=C nu khng c yu cu g thm.
Th vin H SPKT TP. HCM - http://www.thuvienspkt.edu.vn
Trang | 14
X k - X * T ( X k- 1 - X *) T
( X k- 2 - X *) ... T
Do (3.5) nn nu k tng v hn T
( X 0 - X *)
dng, X k - X * chnh l gi tr ln nht cc chnh lch gia cc phn t tng ng trong Xk v X*.
Ni cch khc nu t X k = [xk1
*
x2* ... xn*
th ta c xki - xi X k - X * ,
do xki k
xi* .
X k - X * T X k- 1 - X * = T (X k- 1 - X k )+ (X k - X *)
T
( (X
k- 1
- X k ) + (X k - X *) )
0 x 5
x 0,1 0, 2
y 0, 2 0,1 0, 05 y 7 TX C
z 0
0,3 0, 05 z 1
Gii: Chun T = 0,35 < 1 nn phng php hi t
t X0=C=[5 7 -1]T. Ta c kt qu tnh ton
Bm my (a tc l alpha)
Mn hnh
-0.1X+0.2Y+5:0.2X+0,1
-0.1aX+0.2aY+5a:
0.2aX+0,1 aY+0.05aA+7a: Y+0.05A+7: 0.3Y+0.05A-1
0.3aY+0.05aA-1
calc
5=
X?
Nhp X0
Y?
7=
A?
-1 =
5.9
8.65
1.05
X?
5.9 =
Nhp X1
Cc
thnh
phn X1
Y?
8.65 =
A?
1.05 =
6.14
Cc
thnh
Trang | 15
9.0975
1.6475
phn X2
x 6,14
X *X 2
0,35
X1 X 2
1 0,35
0,35
max{0,024;0,04475;0,05975} 4.102
0,65
3. H cho tri
a t h phng trnh tuyn tnh (3.1) v dng ma trn (3.2) sao cho iu kin (3.5) tha mn
khng phi l d dng. Ty vo (3.1) c th m ta c cch bin i khc nhau. Trong phn ny ta xt
trng hp n gin m ta tm gi l A c dng cho tri.
Ma trn A=[aij] cho tri nu gi tr tuyt i phn t trn ng cho chnh ln hn tng cc gi tr
tuyt i cc phn t cn li cng dng vi n, tc l:
j 1
...
j n
Khi t h (3.1) chng ta chuyn v cc s hng bn tri dng aijxj m i khc j. Sau chia hai v
phng trnh th i cho aii ta c kt qu dng (3.4) vi T <1.
V d 3.3: Gii h phng trnh 0.1x 3.7 y 0.1z 3.8 bng phng php lp n hai bc
0.2 x 3.7 z 0.2
vi X0=[1 -1 0]T
7,9 0, 2 0,3
Gii: ma trn h s v tri A 0,1 3, 7 0,1 c dng cho tri. Bng cch bin i theo
0, 2
0
3, 7
hng dn ta a h v dng
x 0, 025 y 0, 038 z 0,975
0
- 0, 025 0, 038
0
- 0, 027 tha T = 0,0629 < 1 .
Dng (3.4) ny c ma trn T = 0, 027
- 0, 054
0
0
Trang | 16
x 0.996
Kt lun: y 0.997
z 0.108
Vi sai s X * X 2
0,0629
X 1 X 2 3.104 (cc s gn ng lm trn ht cc ch s khng
1 0,0629
chc)
3 PHNG PHP LP SEIDEN
1. Phng php lp seiden
Phng php lp Seidel l mt s ci bin ca phng php lp n. tng ca s thay i ny l
trong qu trnh tnh thnh phn th i (i>1) ca nghim gn ng Xk ta s dng ngay cc thnh phn th 1,
2, , i-1 trong Xk va tnh c. iu ny i hi php nhn ma trn phi thc hin tun t tng dng,
kt qu dng 1 dng cho php tnh dng 2, kt qu dng 2 dng trong php tnh dng 3 . C th l, i
vi phng php lp seidel, cng thc lp (3.6) c thay i di dng
.........
x k t x k t x k t x k t x k 1 c
n1 1
n2 2
n , n 1 n 1
nn n
n
n
Trong X k = [ x1( k )
(3.8)
V d 3.4: Gii h phng trnh 0.1x 3.7 y 0.1z 3.8 bng phng php lp Seiden ba bc.
0.2 x 3.7 z 0.2
z 0, 054 x 0, 054
1
2
3
Chn X0=C=[0,975 -1,027 -0,054]T. Th cc thnh phn X0 vo v phi phng trnh (1) c x
= 0,9986, gi tr ny thay cho thnh phn 0,975 trong X0. Sau th cc thnh phn mi X0 vo v
phi (2) c y = -0,99857, gi tr ny thay cho thnh phn -1,027 trong X0. Tip tc th cc thnh
phn
mi
X0
vo
(3)
c
z=-0,1079..
Kt
thc
bc
lp
th
nht
T
X1 0,9986 0,99857 0,1079
Qu trnh tnh X2 tng t.
2. Thc hnh trn my Casio 570
Bm my (a tc l alpha)
Mn hnh
X=aXacalc0.025aY+0.038aA+0,975a:aYacalc 0,025Y+0,038A+0,0975:
Th vin H SPKT TP. HCM - http://www.thuvienspkt.edu.vn
Trang | 17
X?
0,0975 =
Nhp X0
Y?
-1,027 =
A?
-0,054 =
0,9986
-0,99857
-0,1079.
X?
Khng nhp gi Y?
tr g
A?
=
=
0.99586
-0.99719
-0.10777
Cc thnh
phn X1
Cc thnh
phn X2
Tip tc bm cc du = ta c
X 3 0,99583 0,99720 0,107775
x 0,99583
3. Bi tp
Vi mi h phng trnh sau, hy gii bng phng php lp n v lp seiden vi 3 bc lp. Sinh
vin c th chn nhiu vect X0 khc nhau.
3.1
x1 0, 2 0,1 0,1 x1 1
x 0,3 0
0,1 x2 2
2
x3 0
0 0,3 x3 1
3.2
1 8 1 x1 1
7 0 2 x 2
2
2 1 9 x3 1
10 x y z 2
3.3 2 x 10 y z 9
x y 10 z 11
5 x 3 y z 6
3.4 2 x 7 y z 7
x y 5 z 12
Trang | 18
CHNG 4
A THC NI SUY
1. VN CHUNG
1. a thc ni suy
y=f(x)
Sai s ni suy
y=Pn(x)
x1
x2
xn
- Bi ton ni suy: Cho (n+1) mc ni suy phn bit xi (i=0,1,,n) thuc [a,b] trong a, b l hai
mc no .
Cho gi tr hm s f(x) ti xi l yi = f (xi ), (i = 0,1,..., n) .
Ta cn tnh gn ng f(x) vi mi x thuc [a,b].
- a thc ni suy: l a thc Pn (x)tha hai iu kin: bc khng qu n v c th i qua cc nt
ni suy (xi,yi) (hay yi=Pn(xi) ) vi i=0,1,,n). a thc Pn (x) gi l a thc ni suy. Ta dng a thc ni
suy xp x cho hm cn tm: f (x) Pn (x), " x [a, b] . Hm f(x) gi l hm ni suy v h thng nt (xi,
yi) gi l li ni suy, n l bc ni suy.
2. Sai s ni suy
Gi s hm ni suy kh vi cp (n+1) v tha
f(
n+ 1)
(4.1)
M
p (x) (4.2) trong p (x)= (x - x0 )...(x - xn ).
(n + 1)!
Chng minh: t F (x)= f (x)- Pn (x)- k. p (x) trong l l hng s. Cho trc gi tr x c nh
thuc [a,b] khc xi, khi F(x)=0 vi k =
f (x)- Pn (x)
.
p (x)
Trang | 19
k (k + 1)(2k + 1)
c bc 3 v c th i qua 4 nt trn. Vy chnh l a
6
k (k + 1)(2k + 1)
thc cn tm, hay 1 + 22 + ... + k 2 =
.
6
Ta nhn thy a thc
d0 (x) =
(x - x1 )(x - x2 )...(x - xn )
(x0 - x1 )(x0 - x2 )...(x0 - xn )
. dk (x) =
(k=0,1,,n).
Ta c th m t biu thc a thc c bn dk (x) (4.3) l: t thc l tch cc nhn t bc nht (x-xi)
thiu (x-xk), mu s chnh l t thc khi thay x bng xk.
Do cc xi phn bit nn cc biu thc c bn trn tn ti l cc a thc bc n v c cc tnh cht:
dk (xk ) = 1 " k
dk (xi ) = 1 " k i
(4.4)
Nhn xt:
- Cch tm a thc ni suy dng Lagrange trn ph hp khi cc xi c nh d yi thay i (hm ni
suy thay i). Khi ngi ta xy dng sn cc a thc c bn v dng cho nhiu hm ni suy khc nhau.
- Cch xy dng trn khng ph hp khi s nt ni suy thay i d cc nt c khng i (b sung
li ni suy). Khi nn dng cch xy dng khc ta s hc bi sau.
V d 4.2: Tm a thc ni suy cho cc hm f(x), g(x) trn an [0,1] vi cc nt:
Th vin H SPKT TP. HCM - http://www.thuvienspkt.edu.vn
Trang | 20
0,2
f(x)
7,1
2,3
4,5
g(x)
-1,2
3,5
0,8
(x (x0 (x d1 (x) =
(x1 (x d2 (x) =
(x2 d0 (x) =
x1 )(x - x2 ) (x - 0, 2)(x - 1)
=
= 5(x - 0, 2)(x - 1)
x1 )(x0 - x2 ) (0 - 0, 2)(0 - 1)
x0 )(x - x2 )
(x - 0)(x - 1)
=
= - 6, 25 x (x - 1)
x0 )(x1 - x2 ) (0, 2 - 0)(0, 2 - 1)
x0 )(x - x1 ) (x - 0)(x - 0, 2)
=
= 1, 25 x (x - 0, 2)
x0 )(x2 - x1 ) (1- 0)(1- 0, 2)
f (x) L2 (x)= 7,1d0 (x)+ 2,3d1 (x)+ 4,5d2 (x); " x [0,1]
Cho x=0,5 ta c
d0 (0,5)= - 0,75; d1 (0,5)= 1,5625; d2 (0,5)= 0,1875 v suy ra f (0,5) L2 (0,5)= - 0,8875 .
Vi g(x): ta c y0=-1,2; y1=3,5 v y2=0,8. Mt cch tng t ta c kt qu:
g (x) L2 (x)= - 1, 2d0 (x)+ 3,5d1 (x)+ 0,8d2 (x); " x [0,1]
V g (0,7) L2 (0,7)= 5,84375
2. Phn tch v phn thc ti gin
Bi
ton
ra
cn
phn
tch
B (x)=
Pn (x)
v
(x - x0 )(x - x1 )...(x - xn )
dng ti
gin
A0
An
A1
+
+ ... +
. Trong Pn(x) l a thc bc khng qu n v x0, x1, , xn l cc gi tr
x - x0 x - x1
x - xn
phn bit.
Do tnh duy nht ca a thc ni suy, Pn(x) l a thc ni suy ca chnh n vi (n+1) nt (xi,Pn(xi)).
p dng cch xy dng a thc ni suy trn, Pn(x)Ln(x) vi yi= Pn(xi).
Th cc dng (4.3), (4.4) vo phn thc B(x):
B (x) =
y0
yn
y1
+
+ ... +
T0 ( x - x0 ) T1 ( x - x1 )
Tn ( x - xn )
(x i
xk )
k i
Suy ra kt qu cn tm Ai =
Pn (xi )
(4.5).
Ti
- x3 + 2 x 2 + 5
V d 4.3: Phn tch
v dng ti gin.
( x - 1) x( x + 1)( x + 2)
Th vin H SPKT TP. HCM - http://www.thuvienspkt.edu.vn
Trang | 21
Nhn xt:
Trng hp xk l nghim ca Pn(x), khi ta c th rt gn t m mu thc cho (x-xk). Bi ton khi
s gim mt bc. Hoc p dng (4.5) ta cng c kt qu tng t l Ak=0.
3. A THC NI SUY NEWTON
1. Trng hp tng qut
Chng ta t cc t sai phn trn li ni suy nh sau:
- T sai phn cp 1:
T0(1) =
y - yi
y1 - y0
y - y1
; T1(1) = 2
;...; Ti (1) = i+ 1
(0 i n - 1)
x1 - x0
x2 - x1
xi+ 1 - xi
- T sai phn cp 2:
T0(2) =
T (1) - Ti (1)
T1(1) - T0(1)
;...; Ti (2) = i+ 1
(0 i n - 2)
x2 - x0
xi+ 2 - xi
- T sai phn cp k (1 k n)
(k )
0
Ti+( k1- 1) - Ti ( k - 1)
T1( k - 1) - T0( k - 1)
(k )
=
;...; Ti =
(0 i n - k ) (4.6)
xk - x0
xi+ k - xi
Chng ta s b tr cc t sai phn vo bng trong cc t sai phn cng cp thuc mt ct, cc t sai
phn cng ch s di thuc mt dng. Hai ct u tin l xi v yi, ct cui cng l T(n) ch c mt phn t
l T0( n ) :
x
T(1)
T(2)
x0
y0
T0(1)
T0(2)
x1
y1
T1(1)
T1(2)
..
..
..
..
T(n)
T0( n )
..
10
114
202
492
1302
T(1)
T(2)
T(3)
T(4)
28
12
114
88
19
Trang | 22
202
145
492
270
10
1302
25
(4.7)
Chng ta khng chng minh tnh cht ny. Lu rng cc h s l t sai phn trong (4.7) thuc
dng u tin trong bng t sai phn theo cch b tr nu trn.
V d 4.5: Cho bng gi tr hm s
x
0,2
f(x)
7,1
2,3
4,5
T(1)
T(2)
7,1
-24
26,75
0,2
2,3
2,75
4.5
Ln (x) N n (x)
(4.8)
Nhn xt: Do tnh cht t sai phn nu trn, nu li ni suy thm hay bt mt nt th vic xy dng
a thc ni suy Newton khng phi lm li t u. y l u im ca a thc ni suy Newton. Tuy nhin
nu cc gi tr yi thay i th ta nn dng cch xy dng a thc ni suy Lagrange.
2. Trng hp li u
Li ni suy l u nu cc
mc xi cch u mt bc li h
cho trc. Khi ta ch cn c x0
v h th s tnh c xi = x0 + ih
vi mi i=0,,n. (4.9)
x0
x1
x2
xn
Trang | 23
p dng vo cch tnh cc t sai phn (4.6), ta thy mu s trong t sai phn cp k l (kh) khng i.
Do ta s tnh t sai phn thng qua cc i lng sai phn n gii hn.
Ta gi sai phn trn li ni suy l:
- Sai phn cp 1:
D (1)
D 1(1) = y2 - y1;...; D i(1) = yi+ 1 - yi (0 i n - 1)
0 = y1 - y0 ;
- Sai phn cp 2:
(1)
(1)
D (2)
0 = D1 - D 0 ;
- Sai phn cp k (1 k n)
(k )
D i( k )
=
k !h k
(4.10)
By gi ta a xi v x0 v h. p dng (4.9):
x - x0
h
(x - xi )= (x - x0 - ih)=
i
h (t - i )h
D (1)
D 0(2)
0
N n (x) = y0 +
t+
t (t - 1)+ ...
1!
2!
D (n)
+ 0 t (t - 1)...(t - n + 1)
n!
Trong t =
(4.11)
x - x0
h
(4.12)
4 BI TP
Trong cc bi tp sau hy gii bng a thc thc ni suy Lagrange v a thc Newton (li u nu
c th c).
4.1 Cho
x
1,2
1,4
f(x)
3,2
5,7
4,1
4.2 Cho
x
1,2
1,4
1,6
f(x)
-3
-1,7
-4,1
1,2
1,4
1,6
Trang | 24
f(x)
-3
-5
-1,7
4,1
4.4 Cho
x
1,2
1,4
1,6
1,8
f(x)
-3
-1,7
4,1
9,2
4.5 Cho
x
1,2
1,4
1,6
1,9
f(x)
-3
-1,7
4,1
9,2
ex
trn an x [0;0,9]
x+ 1
4.7 Cho q(x) l a thc ni suy ca f(x) vi x0, x1, , xn v r(x) l a thc ni suy ca f(x) vi x1,
x2, , xn+1. Chng minh rng a thc ni suy ca f(x) vi x0, x1, , xn+1 l
p ( x) =
( x - x0 )r ( x) - ( x - xn+ 1 )q( x)
xn+ 1 - x0
4.8 Cho q(x) l a thc ni suy ca f(x) vi x0, x1, , xn v yn+1=q(xn+1) (xn+1 khc x0, x1, , xn).
Tm a thc ni suy ca f(x) vi x0, x1,.., xn+1.
4.9 Tm A1, A2, A3 sao cho
A3
A
A
x- 1
= 1+ 2 +
x (x + 1)(x + 3) x x + 1 x + 3
Trang | 25
CHNG 5
y=f(x)
y0
x0
x1
x1
f x dx P x dx
1
x0
x0
x1 x0
y0 y1
2
(5.1)
Tch phn P1(x) c th tnh bng cng thc Newton-Lebnitz nhng nu nhn vo hnh v, c th
thy tch phn c gi tr chnh l din tch mt hnh thang.
b
ba
. K hiu cc u on con l x0, x1, hay xi a ih v yi=f(xi) (i=0,1, ,n).
n
a=x0 x1
x2
b=xn
x1
x2
xn
x1
f (x )dx v cng
xn- 1
h
y0 y1 ... yn I H n
2
(5.2)
Sai s ca (5.2) l
I IH n
M 2 b a h2
12
Trong f x M 2
(5.3)
x a, b
Trang | 26
Tht
xi1
f x dx
xi
vy,
xi1
dng
Pi x dx
xi h
xi
ta h
xi
sai
ni
suy
trn
on
tng
nh
ta
M
Mh3
Cng sai s trn tng on nh vi lu
x xi x xi h dx
2
12
ba
c kt qu (5.3)
n
V d (5.1)
1
Tnh gn ng tch phn xc nh I f x dx bng cng thc hnh thang bit cc gi tr f(x):
0
0,2
0,4
0,6
0,8
f(x)
-1,23
-0,81
-0,22
0,4
0,1
0,5
I 0,13 102
V d (5.2) thc hnh trn my casio 570:
2
Cho I ln 2 x 3 dx .
1
Mode 7
ln 2 a X + 3 =
0=
1=
Mn hnh
f(X)=
Start?
End?
Step?
0,25=
0.25
0.5
0.75
calc
0=
0=
= (4 ln)
= (4 ln)
= (4 ln)
Trang | 27
Mn
hnh
A?
X?
Kt qu gn ng I 1,3742
nh gi sai s: Xt f x
22
2 x 3
2
M2
3
M 2 .0, 252
Suy ra sai s I 1,3742
3.103 .
12
Vy I 1,374 3.10 3
b) Xt cng thc sai s
M 2h 2
1
4.104 h 0,103... n 9,6...
12
h
Chn n = 10 suy ra h = 0,1 v tnh gn ng nh cu a. Bm mn hnh l
A=A+(ln(2X+3)+ln(2(X+0,1)+3))x0,12: X=X+0,1. Bm b (= 4 ln ) chn ln ta c kt qu
I 1,375454 .
2. CNG THC SIMPSON
y1
y=P2(x)
y0
y=f(x)
x0
x1
x2
y1 y0
y 2 y1 y0
x - x0
t 2
t t 1 trong t =
; h = x2 - x1 = x1 - x0 .
1
2
h
Sau xp x f(x) bng P2(x) trn [x0;x2] v dng cng thc Newton-Lepnitz ta c
x1
x2
f x dx P x dx 3 y
2
x0
4 y1 y2
(5.4)
x0
ba
. Ta c xi a ih v t
n
h
y0 4( y1 y3... yn1 ) 2( y2 y4 ... yn2 ) yn I S n
3
Trang | 28
f (4) x M 4
x a, b
ngi
M 4 b a h4
I IS n
180
ta
chng
minh
sai
(5.5)
l:
(5.6)
a) 4 on chia v nh gi sai s
b) Sai s khng qu 3.10-7.
Gii:
a) n = 4 suy ra h = 0,25
Dng mode table lp bng gi tr (570ES):
x
0.25
0.5
0.75
calc
0=
0=
= (4 ln)
Mn
hnh
A?
X?
0,624 1,3756666
Kt qu gn ng I 1,3756666...
nh gi sai s: Xt f (4) x
Suy ra sai s I 1,3742
24
2 x 3
2
M4
3
M 4 .0, 254
5.106 .
180
Vy I 1,375667 5.10 6
b) Xt cng thc sai s
M 4h 4
1
3.107 h 0,128... n 7,7...
180
h
Chn n = 8 suy ra h = 0,125 v tnh gn ng nh cu a.
Bm mn hnh l
A=A+(ln(2X+3)+4ln(2(X+0,125)+3)+ln(2(X+0,25)+3))x0,1253: X=X+0,25.
Bm b (du = 4 ln ) ba ln.
Ta c kt qu I 1,3756757 .
1. S phng php (cng thc hnh thang, cng thc Simpson)
Trang | 29
S on chia
Sai s
h, M2, M4
Bng gi tr f(x)
Tch phn
gn ng
2. ng dng tnh gn ng lna v bng php ton +,-,*,/
a
dx
. p dng tnh gn ng cc
x
Tng t vi p = 4
0
dx
. Ta cng tnh gn ng c .
1+ x2
1
dx
bng cng thc Simpson 4 on chia. T suy ra
x
0,5
0.5
2
0.625
0.75
0.875
Xt (1 / x )
M 4 .0,5.0,1254
24
6.10- 4 . Vy I = 0,6933 6.10 - 4
768
=
M
suy
ra
sai
s
4
5
180
x
1.1
e x dx
0
2,5
1.2
xdx
ln x
2
1,2
1.3
x + 1dx
Trang | 30
1.4
ln xdx
dx
1+ x
tr gn ng ca .
Trang | 31
CHNG 6
(6.1)
( f (x )- y )
i= 1
S c hiu l tng cc
(xi,yi). Do chng ta cn tm
c th c.
a1
n
y1
x1
... Sak = 0
y=f(x)
yn
{S = 0
y
y3
x2
S nh nht vi cc gi tr ai l
x3 .
xn
y2
(6.2)
Trng hp k = 2, h (6.2) vit thnh:
n
n
2
a1 f1 (xi ) + a2 f1 (xi ) f 2 (xi ) =
i= 1
i= 1
n
n
2
a1 f1 (xi ) f 2 (xi )+ a2 f 2 (xi )
=
i= 1
i= 1
yi f1 (xi )
i= 1
(6.3)
yi f 2 (xi )
i= 1
Sau y ta xt mt s trng hp
2. TUYN TNH y a1 a2 x
p dng (6.3) vi f1(x)=1 v f2(x)=x ta c
n
n
a1n + a2 x i = yi
i= 1
i= 1
n
n
n
a1 xi + a2 xi 2 = yi xi
i= 1
i= 1
i= 1
(6.4)
-1
10
10
yi
18
18
23
27
Trang | 32
i 1
i 1
i 1
i 1
Xut kt qu
S 1 7 A = (cho kt qu a1)
S 1 7 B = (cho kt qu a2)
3. HM ln y a1 a2 ln x (x>0)
p dng (6.3) vi f1(x)=1 v f2(x)=lnx ta c
n
n
a1n + a2 ln x i = yi
i= 1
i= 1
n
n
2
a1 ln xi + a2 (ln xi ) =
i= 1
i= 1
(6.5)
yi ln xi
i= 1
18
18
23
27
n 7, ln xi 10,135, ln xi 20,179,
i 1
y
i 1
i 1
101, yi ln xi 198, 02
i 1
Trang | 33
Xut kt qu
S 1 7 A = (cho kt qu a1)
S 1 7 B = (cho kt qu a2)
yi
139 115 97
51
18
0,7
Yi
7
ln0,7
A1 6, 41
p dng phng php bnh phng b nht ta c kt qu
. T ta suy ra h s t
a2 0,94
a e A1 608
dng ban u. 1
. ng cong cn tm y 608e0,94 x .
a2 0,94
Cch lm tuyn tnh ha trn cng c lp trnh sn trong my tnh Casio. C th, trong my Casio
c lp trnh sn cc dng ng cong sau (hoc dng bnh phng b nht trc tip, hoc tuyn tnh ha)
Th vin H SPKT TP. HCM - http://www.thuvienspkt.edu.vn
Trang | 34
Dng ng cong
My MS
My ES
y=a1+a2x
lin
Y=A+BX
quad
_+cX2
y=a1+a2lnx
log
lnX
y=a1+a2/x
inv
1/X
y a1ea2 x
exp
e^X
y a1 x a2
pwr
A.X^B
y=a1+a2x+a3x
5. BI TP
Vi b s liu sau hy p dng phng php bnh phng b nht tm cc ng cong xp x dng
a
y a1 a2 x , y = a1 x , y a1 2 , y a1ea2 x , y a1 x a2 x 2 , y a1 a2 ln x , y a1 x a2 ,
x
y a1 sin x a2 cos x .
Trng hp no phi dng tuyn tnh ha, trng hp no khng tm c ng cong, v sao?
6.1 S liu
x
12
34
76
101
122
74
26
10
-1
6.2 S liu
X
Y
6.3 S liu
x
0
y
-4
6.4 S liu
x
3
y
10
-2
12
21
21
21
15
30
31
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CHNG 7
1. BI TON CSI
Mt phng trnh vi phn cp mt c dng y (x)= f (x; y ) trong y l mt hm s theo x.
Nghim phng trnh l hm y(x) kh vi trn mt min x [a, b]v tha mn phng trnh. Mt phng
trnh vi phn cp mt thng c mt h nghim y=y(x,c) trong c l mt tham s, h nghim gi l
nghim tng qut ca phng trnh.
Khi thay c bng mt hng s c th trong nghim tng qut ta c mt nghim c th m ta gi l
nghim ring.
V d 7.1: Xt phng trnh y (x)= 2 x - y .
Chuyn v y, nhn hai v vi ex ta s c
d ( ye x )
dx
= 2 xe x .
Tch phn hai v ta c ye x = 2e x (x - 1)+ c hay y = 2(x - 1)+ ce- x l nghim tng qut phng
trnh.
Gi s ta c thm iu kin y(0)=0,5. Khi th x=0, y=0,5 v nghim tng qut ta c c=2,5. iu
kin trn gi l iu kin gi tr u.
Nh vy phng trnh vi phn y (x)= 2 x - y vi iu kin u y(0)=0,5 c nghim ring duy nht
y (x) = f (x, y )
, x [ x0 , xn = x0 + nh]
C th: Cho
y (x0 ) = y0
(7.1)
dung
phng
php:
phng
trnh
vi
phn
trong
(7.1)
ta
suy
ra
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x1
x0
x0
y x1 y x0 f x, y x dx f x0 , y0 dx
T y ta c cng thc gn ng y x1 y0 hf x0 , y0
(7.2)
y x0 y0
y xi yi yi 1 hf xi 1 , yi 1 i 1, 2,..., n
(7.3)
y (x) = 2 x - y
V d 7.2: Cho bi tan
, x [0,1]
y (0) = 0,5
0,5
hf(x,y) -0,1
0,4
0
0,4
0,48
0,8
0,624 0,8192
A.M
h
2L
trong y x M ,
(7.4)
f
x, y L v A eiLh
y
Chng minh:
p dng khai trin taylor n cp 2:
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y x y xi 1 hy xi 1
h2
y ci 1 , cho x=xi v thay y(xi) t phng trnh vi phn (7.1) ta c:
2
y xi y xi 1 hf xi 1 , y xi 1
h2
y ci 1
2
i i 1 h f xi 1 , y xi 1 f xi 1 , yi 1
h2
y ci 1
2
p dng nh l trung bnh theo bin th hai trong f(,) v ly tr tuyt i hai v ta c:
i i 1 h
f
h2
h2
xi 1 ,i 1 i 1 y ci 1 i 1 1 hL M
y
2
2
h2
Mh 2
hL
0
1
2
2
2
h
2 1 1 hL M
2
...
h2
i i 1 1 hL 2 M
Lm ng tc th bt ng thc trn xung di, dn dn ta c
h2 M
i 1
i
1 1 Lh ... 1 Lh . Dng tng cp s nhn cng bi (1+Lh) ta c
h 2 M 1 Lh
i
.
2
Lh
S phng php:
Bi ton Csi duy
nht nghim. Bc
li h, i=1
yi yi 1 hf xi 1 , yi 1
i=i+1>n
Bng kt
qu (xi,yi)
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x1
dng cng thc hnh thang (mt on chia) vo v phi v thay y(x0)=y0 ta c cng thc tnh gn ng:
h
y x1 y0 f x0 , y0 f x1 , y x1
2
(7.5)
n s cn tm y(x1) thuc c hai v ca (7.5). p dng cch tnh tng t phng php lp khi gii
phng trnh i s, chng ta dng gi tr u ca y(x1) l gi tr gn ng theo phng php le thay
vo v phi (7.5). Tnh ton v phi ta c v tri l y(x1) sau mt bc lp, li tip tc th kt qu sau
mt bc lp vo v phi ca (7.5) c gi tr v tri l y(x1) sau hai bc lp, .
Nu t gi tr gn ng y(x1) sau k bc lp l y x1 y1 , ta c:
k
y1 0 y0 hf x0 , y0
k
h
k 1
y1 y0 f x0 , y0 f x1 , y1
(7.6)
Thng thng, bc lp s dng li khi hai gi tr gn ng lin tip lch nhau khng qu cho
trc. Cng c khi s bc lp c quy nh t ban u.
Tng t cho cc nt kt tip.
Tng qut, nu yu cu 3 vng lp ta c b cng thc:
yi 0 yi 1 hf xi 1 , yi 1 i 1, 2,..., n
h
k
k 1
k 1, 2,3
yi yi 1 f xi 1 , yi 1 f xi , yi
y xi yi yi3 i 1,..., n
(7.7)
y x 2 xe y 1
V d 7.3: Xt bi ton
, x[0;0,2], h=0,05
y 0 1
a) Trc ht ta gii bi ton vi phng php le ci tin hai bc lp.
Xt i=1, thay x0=0, y0=1 vo phng trnh u ca (7.7) ta c y1 y0 h(2 x0e y0 1) 1,05 .
Thay kt qu vo phng trnh th hai trong (7.7) vi k=1 c:
0
Tip tc vi k=2 ta c:
1
Vy y x1 y1 y1 1,057195
2
0,05
0,1
0,15
0,2
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y(0)
(1)
1,057144
y(2)
(0)
(1)
0,05
0,1
1,05 1,121587
0,15
0,2
1,21082 1,321614
1,057144
y(2)
y(3)
y(4)
1.334158
yi 0 yi 1 hf xi 1 , yi 1
k=1
i=i+1>n
Bng kt
qu (xi,yi)
h
yi k yi 1 f xi 1 , yi 1 f xi , yi k 1
yi( k 1) yik
S
k=k+1
(7.8)
trong :
k1 h hf x0 ; y0
i 2,3,..., n (7.9)
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y x0 h y1 h vi sai s
a21
c3
a31
a32
cn
an1
an2
ann-1
b1
b2
bn
xc nh aij , bi , ci , ta xt iu kin
0 0 ... ( n) 0 0
(7.10)
y x ih yi h t y(x0+(i-1)h).
Sau y chng ta xt mt s trng hp n gin:
1. Trng hp bc 1 (RK1) v 2 (RK2)
Vi n=1 ta c:
h y x0 h y1 h y x0 h y0 b1hf x0 , y0
0 0
.
Suy ra
h 1. y x0 h b1 f x0 , y0
Vy iu kin (7.10.) dn ti
0 f x0 , y0 b1 f x0 , y0 0 b1 1
Ta c cng thc cui cng
y x0 h y0 hf x0 , y0 .
Cng thc ny cng chnh l cng thc ca phng php le
Vi n=2 ta c
h y x0 h y1 h y x0 h y0 b1k1 h b2k2 h .
0 0
Suy ra h 1. y x0 h b1 f x0 , y0 b2 k2 h
h y x0 h b2 k2 h
(7.11)
Ta tnh cc o hm
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y x0 h f x0 h; y x0 h
y x0 h f x x0 h; y x0 h
y x0 h f y x0 h; y x0 h
k2 h f x0 c2 h; y0 a21k1 h
d
f x0 c2 h; y0 a21k1
dh
d
k2 h 2.
f x0 c2 h; y0 a21k1
dh
d2
h. 2 f x0 c2 h; y0 a21k1
dh
Trong
d
f x0 c2 h; y0 a21k1 c2 f x x0 c2 h; y0 a21k1
dh
a21k1 h f y x0 c2 h; y0 a21k1
0 0
0 f x0 , y0 b1 f x0 , y0 b2 f x0 , y0
Th tt c v (7.11) ta c
0 f x x0 ; y0 f x0 , y0 f y x0 , y0
b2 2. c2 f x x0 , y0 a21 f x0 , y0 f y x0 , y0
b1 b2 1
Do iu kin (7.10) tr thnh
1
b2c2 b2 a21 2
1
b1 b2
H iu kin ny c nhiu nghim.
Mt trong cc nghim hay dng l
2 . Bng Butcher
0
1 1
c2 a21 1
1/2 1/2
Cng thc gn ng trong trng hp ny l
k1 = hf (x0 ; y0 )
k2 = hf (x0 + h; y0 + k1 )
1
y (x0 + h) y0 + (k1 + k2 )
2
(7.12)
Nhn xt: Cng thc (7.12) cng chnh l phng php le ci tin vi mt bc lp
y (x) = x - y
V d 7.4: p dng phng php RK2 gii bi ton
tm gn ng y(0,3) vi h=0,1
y (0) = 0,5
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0,5
0,1
0,2
0,3
k1
k2
-1
1/6
2
2/3
1/6
k1 = hf (x0 ; y0 )
k1
h
k2 = hf x0 + ; y0 +
2
2
k = hf (x + h; y - k + 2k )
0
0
1
2
3
1
y (x0 + h) y0 + (k1 + 4k2 + k3 )
6
(7.13)
Trng hp n=4
0
1/6
1/3
1/3
k1 = hf (x0 ; y0 )
k1
h
k2 = hf x0 + ; y0 +
2
2
k
h
k3 = hf x0 + ; y0 + 2
2
2
k4 = hf (x0 + h; y0 + k3 )
y x + h y + 1 k + 2k + 2k + k
) 0
(1
2
3
4)
( 0
6
1/6
(7.14)
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V d 7.5:
y (x) = xe- x - y
p dng RK3 v RK4 gii bi tan
vi h=0,15 tm gn ng y(0,6)
y (0) = 0, 2
y
k1
0,15
0,45
0,6
0,20851
-0,03
0,3
k2
k3
y (0,6) 0, 20851
Kt qu phng php RK4 (p dng 7.14)
x
0,15
0,3
0,45
0,6
k1
k2
k3
k4
y (0,6) 0, 208549
x 2
-x
e
Nghim ng bi ton y = + 0, 2
x
y ng
0,15
0,3
0,2 0,181825
0,45
0,6
i=i+1
i>n
y(x)y1
i<n
x0=x0+h
y0=y1
5. V MT CCH TNH S e
y y
Xt bi ton
c nghim y e x do y(1)=e.
y
0
1
Gii bi ton bng phng php RK(4) vi h
1
(n nguyn dng). Ta c:
n
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k
k
k1 hy0 ; k2 h y0 1 ; k3 h y0 2 ; k4 h y0 k3
2
2
1
h 2 h3 h 4
y1 y0 k1 2k2 2k3 k4 y0 1 h
6
2! 3! 4!
Tng qut
h 2 h3 h 4
h 2 h3 h 4
yi yi 1 1 h y0 1 h
2! 3! 4!
2! 3! 4!
h 2 h3 h 4
Do y 1 yn 1 h .
2! 3! 4!
1
1
1
1
e 1 2 3
(n ln)
4
n 2n 6n 24n
(7.15)
n
1
Lu : chng ta cng bit s e nh ngha theo gii hn l e lim 1 do vi n ln th
n
n
n
1
e 1 (7.16). So snh hai cng thc ta c
n
7.15
2.565784514
7.16
2.718276844
Lu s e ng l e=2,718281828
6. BI TP
Hy gii cc bi ton sau bng cc phng php hc v so snh nghim ng bi ton.
7.1
xy
y (x) = 2
x + 1 tnh y(1,1) vi h=0,05
y (1) = 0,5
7.2
x y
y (x) = +
y (1) = 2
7.3
y (x) = y + sin x
tm y(0,5) vi h=0,1
y (0) = 1
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MC LC
GII THIU .................................................................................................................................. 3
Chng 1: SAI S ....................................................................................................................... 5
Chng 2: GII GN NG PHNG TRNH I S V SIU VIT ......................... 9
Chng 3: GII H PHNG TRNH TUYN TNH BNG PHNG PHP LP... 21
Chng 4: A THC NI SUY .............................................................................................. 29
Chng 5: TNH TCH PHN XC NH ........................................................................... 39
Chng 6: PHNG PHP BNH PHNG B NHT ................................................... 47
Chng 7: GII GN NG PHNG TRNH VI PHN................................................ 51
TI LIU THAM KHO ........................................................................................................... 65
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