TEMA 6 Derivacio oliscreta Metoolesod Eoler i

Range -

Kotta

Bezivacio discreta

Mofivacio : Tenis E BO volem reso ldrey ' f (x y)

oe
=
oma ,

Iolea combinacions ole

:
aproximaz y per y

点
)

liwoY
( xt 和 ) -

YEx
Recordem :
'

y
=

h …
Bendent '

y [x )

y1
…
…

Teorema ole f (x )
Taylor :
y
=

,0 器
+
fl ( ε
n"
f

品 ^" δ^ ( )
+{ ( )
x
+
h · f( x
x
f
δ (x f (x ) !
+ h) + )
"( x 的 hurol )
a )
=

) =
= n≥

" "
"
+ (

"
foe

f"
" 品品
)
f
t f
ht ( 品 则 ^( x ! (ε )
f (x h )
( )
,
-
=
f ( ∝) -

x) + 吃 x) = m " ( x
州 q
=
, 0

ε lx + h | -

f (∞ 3
OCh 3
Taylor anolavant
'

f (x 3
,
. =
+

f( )x -

f [x -
h )
O (h )
Tay lor f (x )
'
a
enodarzere ∞ =
+

h
☆
ABzoximaci
ordre 2

= f( x + h 3

- f( x

- "

Tay lor
3
Centrat flxth f ( xt flx h ) chfYx ] [h } f '( x O ( hz }
combinem f (x h 3 t O +
,
h )
∞
: ) i
=
-

n -
-

2n

Iolea :
Aproximant 5 '
per
combinacions odels valors ole f (xtkh )
poodem obtenir mes precisio
Reesczibim teorema ole Taylor
zn 州⽂
品
la "
= n flxtzh ) =
f (x )
n >, 0

! fncxs
品
f (x Ʃn
lah
D
) otus
=
-

n ,

( xtrn } = ( hf ' (R }
exemple x3 t
F 2 Ex ) t O
: f

f (x h
3 ff
(x) ( x3
.

=
+ O ( 班1

4f (x + h 3 -

f ( xtzn } = 3 f (x ) + zh f (x ) '

+ O ( hi )

f( x + 2 ] + 4 f ( xtn }
-

3 f (x )

=∞
'

f (x } =
t Oln } Enolawant
孙

= 35{ x 3
- 4 f ( ∝←& 1 +
f (x rm 1
f '( x Emolazzera
-

=
D ) tO {n ]
卫贴

f ( xtrh ) 8 fEx f{x ch )

8 ( xth }
-

+
-
-

h ) + -

centzat
4
=∞ f( α ) =
y O [h ]
Rh

品
0 ( a
^
③
{ (x + kh ) = f (x 1
ns , !

CE ,
品
,
系 (x -
kb ) = Cy " Cre ]
n 3 0 f

arflxtkh)
Bonaola
an L deshores ↑( x 1
eta
es una
Def 1 i
reian
-

4
=

CakleE an m
O
: ,
=
uta 法 > 0

olerivaoda ole f olorolve :

p
^
'
"
=
s
f (x 1 =
f (x 3 tO [ h )

bt
(0 + "
f (ε )
pel t Taylor Nerror es molt
=∞
.

,
petit ,
com a molt , ) :

f (xth ) -

ε (x ) f ( "R5) -

f( ( )

. δ; (x ) =

n
orlre s .
fice ) =

O
'
E5
= 4 O 88244

8 f (x b) + f( x ch )
tfco
)
5 ε coab )
-

8 f (xth 8 f ( " 253

-

f (xt 2 h " o
-

) + ) 5
-

δ( i( ) =
-

orolve
"
,
4 3 ⼦ 1 ⼦ Q 25
)
←
x =
^
? l 2n t 2 .

0 25

t '[ ( )
(

Cal colar f les

'

flx 3 et tx am 的 h =δ '
25
.
f x] = * | mf =
et 1 =
3718281
per
=
a
Derivaoles dordre soperior
(

mateix metoode permet " x3

(

E 1 , " x) .
ens
aproximar f t
…

f ( xth ) C f (x ) t f (x -

h )
↑
-

" es ona oiozdre 2

exemple : (x ) =
aprox
的已

" f (xth ) -

2 f (x ) tf (x - h)
δ (x ) = t O ( hE }
亿

exemple :

fExtah ) 2 f (× th ) + f (x }
f
-

orodze
"

(x ) = aprox s
亿

f ( xt 2 h ( 6 f (x 3 OE [x ) 16 EEx ) f (x h )
=~ ) + + h ) t n 2
-

"
-

f Ex 3 caprox ordre 4

H 已 HR

ex s
'
-

f {x + 是h |+ 6 ε {x + h 3 -

3 与 (x } -

Ʃ f (∝ -
h )

f [α ] =

符
③ f (x ) Ʃ fCx h }
8 l 6 f { xt 2 n) 6 f ( x th )
4
- +
- -

"
-

-
,
-

f ( xtzh } f (x1 2 hf ' x , "

δ
( x +
"
(x ) -

f (x ) tO ( hs ) f (x )
"
=
+ O (引

√
)

= (
-
]
-

牌
台 6 h

o + 6
+ ) 第 装
[
+σ }
:
.
6 f (xth ) = 6 f (x ) + 6 hf '( x ) 的 f" ( x o ε" ( x

) -

. δ" [ ∝ )

f [x ]
"

3 号 ε (* 1
-

。 -

rf ( x -

n } = -

2 f (x 3 Ʃ hf ( x
)
-
2
盟 δ {)
"
+ 三管 t
"

Eα ] -

Ʃ 璧⼦ “
( x) + O (h ]

h) hf x .ah
4 "
f (xt h ] 5
-

2 + 6[ ( xth ) -

3 ε (x ) -

2 f [x -

= 6 (
}

q [x ) + O [h ]

Me toles momeriss a EBos

per
n n ⼩

}
Broblema valors inicials f (t … …
'

de (t) y )
y
: =
,
…

tot 垃 t 场号
y (t Yo
.

0 ) =

Biscretit cem h Lit tith

"

Resolucio
"

nomerica 1 variable aims fent

petif y ( tf
:
: a on
pas ) i : 1

Lobjectio es el valor ole pont tf Ho fem olividint iintemsitat( to sl nombre dle

aproximar y en on . ,
Ʃ
en o n c e r t pasos

εω
t
D
nwmezo ole h ; t { th
passos
=
-

s = =
. 0

'

Metole d Ewler

toy
Problema

}
volem calcolar
— nT (t %1 ay : fito % ollt -
'
f (t y ) yt 5 ) o
passos per
%

y en
= 0 ,
,
, Y

y (t ) Yc
=

, t hf ( t Y03 ]
⾼⾔
—
《 +
0 0
,

tε
1

Befinim h { ti tot ih
-

=
; =
Yitc =
Yi + hf ( ti yil
i i
,

江
,

Ezzor cones

Tay loz Y (ti + , ) =

Y ( Li + .
) =

y {t)
+ hf ( ti
,
Yi ) t 吃 y绝
)
"

E 5 ro r
Tenim olos tipus oderzors

0
Ezzoz le tromcament : 整 y
"

(E)

a
Error pels anteriors : Y i an ole y ( ti 3
passos
oc

Qwam sanalitzen es vew

oue ier ror es oorodre Och )

volem
exemple =
'

y l - t 1Y } aproximary pas ' 3 to

lo
: = )
amb o
2

=
, a
h o

≈
Y[ ∞ ) =
⽀
t

Solocid exacta e -
[

D
y (t 3
=
∞ =

,
L =^ 3 ∞

Y =
Y * hf ( t Y o ) = l +
o
3 [{ ( C σ ) ] =
式可
.
-

0
,

.
.

. 0 ,
%

,
tr = 06 ∞
c =
Y %
+ hf ( t 0
, Y 0 ] = Ʃ o … [ ( - 203 i 3 I =↑ ' 45
,
ts =δφ Y3 hf ( to ] f
'
450 ←δ q [[ - . δ 6 , ↑ 4 δ ] : dl ⻢ ☆
Yo
∞
}

+
1

Y
C
= :
0

⻓ 、 ,
,
Problema olel metode deuler e s fae molt gran ,
es
pot cacotar ierror per

☆ δ{
“

E {y ] ≤ [e ) ([ , y 3 M ly
"
< to +τ ) 2≥
s
; 3 (t )
=
,

,
,

millorar reoloint el pas el calcol sincrementa

o

Es
pol =
h
s

n
Existeix on metoole olEoler millor

Metode d ' Euler millorat

=

←☆
t

1
y =f ( y } volem apro anb ,
, ximan yltt
' h
1
t
0 passos

Y (t 0 } =
Y 0

"

Yi + 1
=
Yi +
是 5 ( tith
,
Y thf ( ti
.
,
Yi 3 }

0
lerror e s O<
R
}

Es
Barticolar de uetoole de Ringe rKutta
.

on cas -

Metoole de
Tay lor oiorlre 2

Otilitzaz mes termes olel olesenvolo pazment ole Tay lor , calculant derivales olordre soBerior

y y
了
< …

hy t] + (ε )
( Tayloz )
+ 整 ( 毙( Li
售
"
(
“
+
|= 达] +
1

y (t ( t) + '
整

]
h
+

Yi + 1
=
Yi + h ( ti ,
Y% i ) , Yi ) 步⽐ i
, Yi } f ( ti , yi

毙 步皆
"

=δ
"

y ( t ) (t ,
y ) =
+

o
Lerzor es O [ BE )

el
problema analitic
"
,
; calcol de
y

dletodele Range - Kotta

'
ehlloc ole y ct
3

Hem wist Eoler Yiel =

Yi + ht ( ti Yi }
,
k, = f (t , , )

l
y

Range - kutta dorolze 2 :

Yit 1
=
Yit h (ank .
t
aaka ) on
ar =
f ( ti tgh Yith k
. )
,

了
si compleis h + 1
es , Qz =

aleshozes lerroz ordre { muy

a
2 P =
是 es o

az .

g =
专
hli ha infin it R K Els mes
impor tants som
-

kr
h
Eoler millorat 是 fctith h ) "
.
( Hewm } :
Yit 1
=
Y 1
t ,

hr =
,
Yi + k,
Ur =
Yc ,
ar
=
k ,
P =
g = I

Mig kih 是 {
,

pont :
Yit , =
Yi +
r
= f ( ti +

,
Yi + r 」 ar = 1
,
a
1
= 0
,
β= q =
⽕

☆
k
管
t

Raltson 为 { } rim
s Y3
.

}
0
:
Yi Kr f { tit m Yi
Yit az φ= g
+ = + = =
ac
=
" =

, ,
,

Metoole de Ronge- Kutta diordre 3

e3
k t 4 kat
Yit 1 =
Yif
,
n on
k ,
= f ( ti
,
yi ]
va
3
= f (t ith
, , Yitkch )
6

kz =
f ( ti +
{ ,
∴ 望⼼ . 3 Ezroz O ( 33

letode de Kottoa odordre

Runge - 4

Er + kz + 46
Yita f ( L th Yitrah OCh 刘
2 2 k

on k ( ti , yi ) ) Error
Yit .
+

1 = f k = ,
= 3 ,

rkr = fltit 是
, Yi 是⼼ }⽐ 4 = f ( tth , YitEh 了

eX 5

} yitht
' (t 3
Y
=
y (t ) -

tr + 1
,
0 ≤ tE ω^ 4 嘴
b了

f t
2
interval [o ]
'

} [0] =☆ 的 ( ti ,i ) (t ,
y } =
y
-

+ 1 ,
o 4

y = ⽀ —
→
1∞ (t , >|≤ L =
l

[ ' et
}
' Ʃ
∞

Y = 015 + 0 2 .(
O
' B

-
δ
" + "
) =δ 8 Y
"

(t) = Ect + ) - δ

5 et =
2 -

o5
1

'
42 + 1
) els [ 1 ll 5
Yz C σ5
' ^
,

= 08 +δ C -

(O 8 -

0 = 1 ) 5⾥ l = B -

☆
,

≤∞
| y ( t)
"
| ≤ M

☆
'
5
0 σ ε y 1 .
=-
te iso
lsa 33 co 4 arror δ

0 8 '

OCE 3 为了
(
O " d "

o"
5

^
E {⽕} :
.
1 ) =
0
l 023 ⼦⼦ er ron 0
4

'

⻔万已 δ 06 Coq 和了
e× 17

Eoler -
→
Yit 1 =
Yit hf (ti
, yi )
"
2 216 R k
Yit
"
hf { ti 是 {fcti
-

Yi
→
1 +
Yi 3
Yit
-

=
+
, ,

3
2125 ⼰ 16 红的

之 OG R 6 G

}
Y(R 05 (
'
.
53 = 15 + d + ( E -

< 5 R =Ʃ " z 的

T
( I 5 ) 5
<
Y
5
.
= R - 宝

21
=

Y (
"
} Yi h (l ( ti 是 ( Yi 是 ( rt
k
] } <
C
。 C 5 =
+
+ +
-

+ ε ti -

yi } ] = 0 q

R
σ

Y [ ∞ 3 = 2 MR 5 +☆^ 5 ( l +(
R
( 5
"R ☆ - ] = i 6r 53

Y ( s } =
3 -

号 = 2 δ

Y
σ

( 3 } = 2 66

e × 1 号

ti taylor
'

Eoler R -

k .
y (t |= stt +
y (t ) o ≤ t ≤ '
0 2

0
Y( ) ⽀
,
∞ =

01 以

Ewler n Yit .
=
Y: + hf ( ti ,
Yi )

☆
Y1 = l + 0"
(

1 + 0 t " )
=µ^ E

"

Yz =↑ 2 + o " .

[ tto ' " t i 23 = 14 }

Taylor 。
哔 = ⽀
,
[ = t =∞ Yi + 1
=
Y .
+ h ( + ti + Yi ) + 答 { zttitYi }

.
Y ,
=
lt ω 1 .

( l + ot 1 ) + 215
0005 ( + ) i 2 0 t " =

Y 2
= i
µ 的z
+δ ( { +
s 0 ( + ) +δ 005 { i c +δ 1 +↑ 215 } = 代 46

ti tm
Rk ,
Yit 1
=
是 + I ( lttityi + 1 + + Y i th ( ( + tityi })

”
% = 式炮河

计
,
Y 为
= 463