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3
4.3
4.3
y ( x ) = a m x m + a m 1 x m 1 + a m 2 x m 2 + " + a 0
f (x)
m = 0
m = 1
m = 2
1 m 2m
1 n G = a f ( x)dx Ak f ( x k )
b
k =0
m = 2n 1
2. n
x k Ak
m = 2n 1
x0 , x1 , ", x n
(a)
(b)
f ( x ) = 1, x , x 2 , " , x m
ba
[ f (a ) + f (b)]
13: a f ( x)dx
2
f ( x ) = 1, x
ba
ba
[
1
+
1
]
=
[ f (a ) + f (b)]
a
2
2
b
1 2
ba
ba
2
f (b)]
a xdx = 2 (b a ) = 2 [a + b] = 2 [ f (a) +
b
1dx = b a =
f ( x) = x 2
3
3
b
a
ba 2
ba
x 2 dx =
[a + b 2 ] =
[ f (a) + f (b)]
3
2
2
c0 + c1 x
f ( x ) = 1, x
[-11]
f ( x)dx Ak f ( xk )
k =0
x0 , x1 , ", xn n + 1
( x) = ( x x0 )( x x1 )( x x2 )" ( x xn )
(x) n q(x)
1
1 ( x)q( x)dx = 0
2n + 1
1
( x)
x k
Ak = 1
dx
( x xk ) ( xk )
xk Ak
Legendre
1 dn
p n ( x) = n n [( x 2 1) n ]
2 n! dx
[-11]
1
1 pn ( x) pn+1 ( x)dx = 0
[2(n + 1)]!
p n+1 ( x ) n+1
2 [(n + 1)!]2
2 n +1[(n + 1)!]2
(n + 1)! d n +1
( x) =
pn +1 ( x) =
n +1 [( x 2 1) n +1 ]
[2(n + 1)]!
[2(n + 1)]! dx
n
p n+1 ( x) n + 1 : 1 f ( x)dx Ak f ( xk )
k =0
x0 , x1 , ", xn
1
xk Ak
( x)
dx
Ak = 1
( x xk ) ( xk )
1
Ak =
2
(1 xk2 )[ pn+1 ( xk )]2
2 2 n +3 [(n + 1)!]4 ( 2 n + 2 )
R( f ) =
f
( ), [-1,1]
3
2n + 3 [(2n + 2)!]
1 dn
p n ( x) = n n [( x 2 1) n ]
2 n! dx
(1) n = 0 (1
1 d 2
p1 ( x) =
( x 1) = x,
2 dx
2
Ak =
(1 xk2 )[ pn+1 ( xk )]2
p1 ( x) = 1
x0 = 0 A0 = 2
n
Ak f ( xk )
1 f ( x)dx
k =0
1
1
R( f ) = f ( )
3
f ( x ) dx 2 f (0)
1 dn
p n ( x) = n n [( x 2 1) n ]
2 n! dx
2n = 1 (2
Ak =
1 d2 2
1
2
2
p2 ( x ) =
(
1
)
x
=
(
3
x
1)
2
8 dx
2
2
(1 xk2 )[ pn+1 ( xk )]2
p2 ( x ) = 3 x
1
1
A0 = A1 = 1
x0 = , x1 =
3
3
1
2
1 f ( x)dx Ak f ( xk ) =
1
k =0
R( f ) =
f (
1
3
)+ f (
1 ( 4)
f ( )
135
3 (n = 2)
1
f ( x ) dx
5
15
8
5
15
f (
) + f ( 0) + f (
)
9
5
9
9
5
1
3
f ( x)dx A0 f ( x0 ) + A1 f ( x1 )
A0 , A1 , x0 , x13
2
3
f ( x) = 1, x, x , x
A0 + A1 = 2
A x + A x = 0
1 1
0 0
2
2
+
A
x
A
x
1 1 = 2/3
0 0
A x3 + A x3 = 0
1 1
0 0
x0 =
1
1
, x1 =
, A0 = A1 = 1
3
3
n 2
[-1,1]
[a, b] ,
1
1
x = (b + a) + (b a)t
2
2
[a, b] [-1,1]
ba 1
f ( x)dx =
(t )dt
1
2
a+b ba
+
t)
(t ) = f (
2
2
1
1
x = (b + a) + (b a)t
2
2
14
I = 0 1 + x 2 dx
1
a = 0 b = 1
1
I =
1 1 1+ t
x = + t =
2 2
2
1 1
1
1 + x dx = 1 + (1 + t ) 2 dt
2 1
4
2
f ( x)dx A0 f ( x0 ) + A1 f ( x1 )
1 2
1
1
1 2
1
[ 1 + (1
) + 1 + (1 +
) ]
2
4
4
3
3
= 1.147833092
(n=2)
subroutine Gauss(a,b,G)
dimension t(3),w(3)
data t/0.,0.774597,-0.774597/
data w/0.888889,0.555556,0.555556/
G=0.0
1
1
x = (b + a) + (b a)t
do 10 i=1,3
2
2
x=0.5*[(b+a)+(b-a)*t(i)]
n
1
10 G=G+w(i)*f(x)
f ( x)dx Ak f ( xk )
1
k =0
G=0.5*(b-a)*G
return
ba
f
(
x
)
dx
=
(t )dt
end
2
b
14
I = 0 1 + x 2 dx
1
external f
real*8 a,b,G
a=0.
b=1.
call gauss(a,b,G,f)
write(*,*) G
end
10
subroutine Gauss(a,b,G,f)
real*8 t(3),W(3),a,b,G,x
data t/0.,0.774597,-0.774597/
data W/0.888889,0.555556,0.555556/
G=0.0
do 10 i=1,3
x=0.5*((b+a)+(b-a)*t(i))
G=G+w(i)*f(x)
G=0.5*(b-a)*G
return
:
end
function f(x)
real*8 f,x
f=sqrt(1.+x**2)
end
N=1000, I=1.147793
I = 1.147801134
15
I=
2.0 ( b2 ) 1.5 ( b1 )
1.4 ( a 2 ) 1.0 ( a1 )
ln( x + 2 y )dxdy
1
1
x = 2 (b2 + a2 ) + 2 (b2 a2 )u
y = 1 (b + a ) + 1 (b a )v
1
1
1
1
2
2
2.0
1.5
I = ln( x + 2 y )dxdy
1.4 1.0
1 1
= 0.075 ln(0.3u + 0.5v + 4.2)dudv
1 1
n = 2
u0 = v0 = 0.774 5967 u1 = v1 = 0
u2 = v2 = 0.774 5967
A1 = 0.888 8889
A0 = A2 = 0.555 5556
:
I =
2 .0 ( b 2 )
1 .4
1 . 5 ( b1 )
( a 2 ) 1 . 0 ( a1 )
ln( x + 2 y ) dxdy
A A ln(0.3u
= 0.075
i =0 j =0
= 0.429 5545
+ 0.5v j + 4.2)
EX3-935 1
EX3-104
I =
2 .0
1 .4
1 .5
1 .0
ln( x + 2 y ) dxdy
EX3-11 n = 2, 4
/2
G=
dx
=
cos 2 x + 4 sin 2 x 4
1
dx
x
EX3-10(3)
external f
real*8 a1,b1,a2,b2,G
a1=1.
b1=1.5
a2=1.4
b2=2.0
call gauss(a1,b1,a2,b2,G,f)
write(*,*) G
end
subroutine Gauss(a1,b1,a2,b2,G,f)
real*8 t(3),W(3),a1,b1,a2,b2,G,x,y
data t/0.,0.774597,-0.774597/
data W/0.888889,0.555556,0.555556/
G=0.0
do i=1,3
x=0.5*((b2+a2)+(b2-a2)*t(i))
do j=1,3
y=0.5*((b1+a1)+(b1-a1)*t(j))
G=G+w(i)*w(j)*f(x,y)
enddo
enddo
G=0.25*(b2-a2)*(b1-a1)*G
return
end
function f(x,y)
real*8 f,x,y
f=dlog(x+2.*y)
end
1
1
(
)
(b2 a2 )u
x
=
b
+
a
+
2
2
2
2
y = 1 (b + a ) + 1 (b a )v
1
1
1
1
2
2
()
123
4.3
f ( x)dx f ( x
k =1
w(x)
w( x) f ( x)dx A
a
k =1
f ( xk )
xk,Akxk,Ak
4.3
1. Gauss - Legendre
f ( x )dx Ak f ( xk )
k =0
Legendre
2
Ak =
(1 xk 2 )Pn '( xk )2
Guassxk, GuassAk
4.3
4.3
n = 0,
1
1
1
1
f ( x )dx Ak f ( x k )
k =0
f ( x )dx 2 f (0)
n=1
1
n=2
4.3
: -
x + 1.5dx
:-
x + 1.5dx
1
1
1 x + 1.5dx 3 ( 0.5 + 4 1.5 + 2.5) = 2.395742
1
1
x + 1.5dx = 2.399529
4.3
Gauss - Legendre
[a,b]
ba
a+b
x=
t+
2
2
[a,b][-1,1],
ba 1 ba
a+b
)dt
f ( x )dx =
f(
t+
2
2
2
Gauss - Legendre
.
4.3
f ( x )dx
n = 1Gauss Legendre
1
Gaussx0 , x1A0 , A1
f ( x )dx A0 f ( x0 ) + A1 f ( x1 )
Gauss
1
1
1
1
x = (a + b ) + (b a )t = (1 + t ),
dx = dt
2
2
2
2
1
1 1
1
1 1
f ( x )dx = f ( (1 + t ))dt = F ( t )dt
1
0
2 1 2
2
1
Gauss Legendre F (t )dt F (0.577) + F (0.577)
1
1
1 1 1
1 1
1 1
0 f ( x)dx = 2 1 f ( 2 (1 + t ))dt = 2 f ( 2 (1 0.577)) + 2 f ( 2 (1 + 0.577))
4.3
f ( x )dx
n = 3Gauss Legendre
0
Gaussx0 , x1 , x2 , x3
A0 , A1 , A2 , A3
f ( x )dx A0 f ( x0 ) + A1 f ( x1 ) + A2 f ( x2 ) + A3 f ( x3 )
Gauss
1
1
1
1
x = (a + b ) + (b a )t = (1 + t ),
dx = dt
2
2
2
2
1 1
1
1 1
1
f ( x )dx = f ( (1 + t ))dt = F ( t )dt
0
2 1 2
2 1
1
1
F ( t )dt A0 F ( t 0 ) + A1 F ( t1 ) + A2 F ( t 2 ) + A3 F ( t 3 )
4.3
t i Ai ,( i = 0,1, 2, 3)
1 1
0 f ( x )dx = 2 1 F (t )dt
1
( A0 F ( t0 ) + A1 F ( t1 ) + A2 F ( t 2 ) + A3 F ( t 3 ))
2
1
1
1
1
= ( A0 f ( (1 + t0 )) + A1 f ( (1 + t1 )) + A2 f ( (1 + t 2 ))
2
2
2
2
1
+ A3 f ( (1 + t 3 )))
2
1
1
xi = (1 + t i )
Ai = Ai
i = 0,1, 2, 3
2
2
1
4.3
1
xi = (1 + t i )
2
1
Ai = Ai
2
i = 0,1, 2, 3
i=0
t i = 0.861136
0.339981
0.339981
0.861136
Ai = 0.347855
0.652145
0.652145
0.347855
xi = 0.069432
0.330009
0.669991
0.930568
Ai = 0.173927
0.326073
0.326073
0.173927
+ 0.326073 f (0.330009)
+ 0.326073 f (0.669991)
+ 0.173927 f (0.930518)
4.3
1
0
dx
1+ x
: x=1/2 (1+t),
1 dt
dx
=
I=
0 1+ x
1 3 + t
1
-Legendren=4
I 0.69314719"
I=ln2=0.69314718
.
4.3
:,
1 sin x
I=
dx
0
x
1Newton-Cotes
n=1I0.9270354
n=2, Simpson,
I 0.9461359
I=0.9460831
4.3
5Gauss
sin( t + 1) / 2
I =
dt
1
x=(t+1)/2,
t +1
1
I=0.9460831
12Gauss
I
sin
1
1
( 0 . 5773503 + 1 ) sin ( 0 . 5773503 + 1 )
2
2
+
= 0 .9460411
0 .5773503 + 1
0 .5773503 + 1
23Gauss
1
1
sin (0.7745907 + 1)
s
in
2
2
I 0.5555556
+ 0 .8 8 8 8 8 8 9
0.7745907 + 1
0+1
1
sin (0.7745907 + 1)
2
+ 0.5555556
= 0.9460831
0.7745907 + 1
4.3
Gauss
Gauss
[a , b] n
Gauss,
Gauss
Gauss-LegenderGauss
.
[a , b] n
ba
,
h=
n
x k = a + kh,
k = 0,1, ..., n
4.3
b
a
n 1
f ( x )dx =
k =0
x k +1
xk
f ( x )dx
xk +1 xk
xk + xk +1
x =
t+
2
2
[ x k , x k + 1 ][ 1,1].
xk + xk +1
1
xk +1 xk = h,
= a + (k + )h
2
2
1
x = a + (k + (1 + t ))h
2
b
1
h n1 1
f ( x)dx = f (a + (k + (1 + t ))h)dt
a
2 k=0 1
2
4.3
Gauss-Legender
Gauss.
,2Gauss-Legender,
9-4,n=1,Aj =1,xj=0.5773502692
,2Gauss-Legender
f ( x)dx
a
h n1
( f (a + (k + 0.211325h) + f (a + (k + 0.788675h))
2 k =0