You are on page 1of 114

. .

.

(VI )
. . , . .

v. 1.01f 19.03.2005


!. . .
, ! ,
- ,
. , ,
. .
, ,
, , , . , ,
TEX, ,
, . ,
, , . , ,
, , .
: , ; : , ,
. , : . , (,
!).
.
: , , ,
, , , .
. . ,
,
.

.

0.1, 28.02.2003 , . .
0.12, 11.03 .
0.19, 16.04 . , . .
0.35, 27.04 . - .
0.45, 13.05 . , .
. , , .
0.65, 16.05 , . .
0.7, 18.05 . .
.
0.71, 18.05 , .
0.79, 12.06 200 ,
. , .
0.80, 13.06 . 113 .
0.81, 15.06 . .
0.82, 16.06 -.
0.85, 22.06 , 30 . .
0.86, 23.06 , 318, 319 .
15 .
0.90, 26.06 . 50 .
.
1.00, 04.06.2004 - . - !
1.01, 19.03.2005 .
. ! !




( ), :
Ax = F,
A = (aij ) nn, det A 6= 0; x = (x1 , x2 , . . . , xn )T -
, F = (f1 , f2 , . . . , fn )T - .
, ( , A ).
. , x , x
{xk } : x = lim xk .
k

( ) . > 0. |xk x| < (x )


, xk+1 . .
, .
, ..
.
, x,
, ( k0 ()). , () O(n4 ),
O(n3 ).
, , . .

1.1


Ax = F.

(1.1)

1 ,
( , ,
1 . 1849., , . .

1.1. .

),
.
, , .
O(n), .

(1.1), A1 ,
x = A1 F.
A1 AA1 = E, A
, A1 .
aij A, zij A1 .
A A1 ( ), n2
:
n
X
ail zlj = ij , i, j = 1, n.
l=1

j,
n A1 .
Az j = ej , z j j- A1 , ej j-
E. n n .
, O(n4 ).
, (. .
3
A ), n3 .
A (1.1).
. A ,
( ):
1. ;
2. A ( (A)) ;
3. x 6= 0

hAx, xi > 0.

. 1 ( 3) .
n
X
|aij |, A = (aij ) .
: aii >
j=1
j6=i


(. . A = AT ) .
( ):
A = LLT ,

(1.2)

1.

L :

l11

L=

0
..
.

...

lij

..

0
..
.
.

lnn
(1.1). (1.2) A (1.1), :
LLT x = F.
LT x = y, y :
Ly = F.
, L , ( ). , y = LT x,
.
3
L n6 .
, L . L = (lij ), LT = (lij )
, lij = lji . ,
(1.2):

l11 0 . . . 0
l11

..
..
..

.
. lij
.
0
= (aij ).
LLT =

.
.
.
.
.
.

.
lij . 0 .
lnn
0 . . . 0 lnn
:
aij =

n
X

min(i, j)

lil llj = { } =

l=1

lil llj .

l=1

lij L. l11 :
a11 = l11 l11

2
a11 = l11

l11 =

a11

(a11 > 0).

l11 , L:
ai1 = li1 l11 = li1 l11

li1 =

ai1
,
l11

i = 2, n.

A :
ai2 = li1 l12 + li2 l22

li1 l21 + li2 l22 = ai2 ,

i = 2, n.

(1.3)

2
2
2
2
= a22 = l22
= a22 l21
l21 .
i = 2, l21
+ l22
, :
s
s
s
q
2
2
a
a
a11 a22 a221
2 =
l22 = a22 l21
a22 221 = l22 = a22 21 =
.
l11
a11
a11


a11 a12
2

> 0 , a11 > 0, a11 a22 a12 =
a21 a22
A.

1.1. .

(1.3) l22 ,
:
ai2 li1 l21
li2 =
,
i = 3, n.
l22
( k- ) A :
li1 l1k + li2 l2k + . . . + li(k1) l(k1)k + lik lkk = aik
li1 lk1 + li2 lk2 + . . . + li(k1) lk(k1) + lik lkk = aik ,

i = k, n.

(1.4)

i = k, (1.4) :
2
2
2
2
+ lkk
lk1
+ lk2
+ . . . + lk(k1)
= akk .
2
, lkk
, :

lkk =

q
2 . . . l2
akk lk1
k(k1) .

(1.5)

, k- ,
:
s
|...| > 0
lkk =
.
(. . .) > 0
(1.5) (1.4), :
lik =

aik li1 lk1 . . . li(k1) lk(k1)


,
lkk

i = k + 1, n.

L,
. , A,
lij , .

, ,
. ,
Ax = f

, det A 6= 0.

(1.6)

, A (A = AT )
. ,
A = LDLT ,

(1.7)

L , D :

L=

0
..
.

lij

... 0
..
.
;

..
. 0
1

D=

d11
0
..
.
0

0
..
.

...
..

...

.
0

0
..
.
.

0
dnn

1.

(1.7) (LT = (lij )):

0
..
.

lij

... 0
d11
..

.
0
.
..
. 0 ..
0
1

0
..
.

...
..

...

.
0

1
0
..
..

.
.
0
.
0 ..
dnn
0 ...

lij

= A.

..

.
0

DLT B = (bij ) , lij = lji .


L D. , aik
i > k :
aik = li1 b1k + li2 b2k + . . . + li(k1) b(k1)k + lik bkk
, L.
aik i = k :
akk = lk1 b1k + lk2 b2k + . . . + lk(k1) b(k1)k + lkk bkk .
,
bjk = djj ljk = djj lkj ,
:
aik = li1 (d11 lk1 ) + li2 (d22 lk2 ) + . . . + li(k1) (d(k1)(k1) lk(k1) ) + lik bkk ;

(1.8)

akk = lk1 (d11 lk1 ) + lk2 (d22 lk2 ) + . . . + lk(k1) (d(k1)(k1) lk(k1) ) + lkk bkk .

(1.9)

k = 1 (1.9) :
2
l11
d11 = a11 .

, l11 = 1, d11 :
d11 = a11 .
k = 1, i = 2, n. (1.8) :
li1 (d11 l11 ) = ai1

{l11 = 1}

li1 =

ai1
.
d11

, L.
, k = 2 (1.9) (1.8) :
l21 (d11 l21 ) + l22 (d22 l22 ) = a22
li1 (d11 l21 ) + li2 (d22 l22 ) = ai2

=
=

{l22 = 1}
li2 =

2
d22 = a22 l21
d11 ;

ai2 li1 d11 l21


.
d22

. D L :
2
2
dkk = akk (lk1
d11 + . . . + lk(k1)
d(k1)(k1) );

lik =

(aik li1 d11 lk1 . . . li(k1) d(k1)(k1) lk(k1) )


.
dkk

, dkk ,
A .

1.2.

, (1.7) . (1.6):
LDLT x = f

{ DLT x = y}

Ly = f.

y.
L, , .
y , :
DLT x = y

{ LT x = z}

Dz = y

, D. , z.
x :
LT x = z.
L, , .
, (1.7) x, 3
, n6 .


,
( ).
x0 , . x1 , x2 , . . . , xk , k
. (k + 1)- :
xk+1 = Fk+1 (x0 , x1 , . . . , xk ).
, , x,
.
. m, m :
xk+1 = Fk+1 (xkm+1 , . . . , xk1 , xk )
m = 1 m = 2.
. Fk+1 , .

1.2

, xk+1
:
xk+1 = S k+1 xk + k+1 ,
(1.10)
S k+1 , k+1 .
, x = A1 f ( )
xk+1 xk (1.10) :
A1 f = S k+1 A1 f + k+1 ,

10

1.

k.
, :
(A1 S k+1 A1 )f = k+1

k+1 = Qk+1 f,

Qk+1 = A1 S k+1 A1 . , , Qk+1


A :
S k+1 = E Qk+1 A.
(1.10):
xk+1 = xk Qk+1 Axk + Qk+1 f.
(Qk+1 )1 :
Qk+1

1

(xk+1 xk ) + Axk = f.

k+1 :
Qk+1

1

k+1

xk+1 xk
+ Axk = f.
k+1

1
Bk+1 = Qk+1
k+1 , :
xk+1 xk
+ Axk = f.
(1.11)
Bk+1
k+1
. k+1 , ,
Bk+1 k+1 .
.
.
. B
.
. Bk+1 = E, ( xk+1 ,
), .
. Bk+1 = B k+1 = , ,
.
. z k = xk x ( )
k- .
k

. , kz k k 0
|| ||.
, . ( 103 , 105 )

||xk x|| 6

||x0 x||
1

||xk x|| 6 ||x0 x||

k. , .

1.2.

11

, , k0 = k0 (),
k > k0 ().
k0 () ,
. , k0 (), .

Ax = f :

a11 x1 + a12 x2 + . . . + a1n xn = f1 ;

a21 x1 + a22 x2 + . . . + a2n xn = f2 ;

. . . . . . . . . . . . . . . . . . . . .

an1 x1 + an2 x2 + . . . + ann xn = fn .


X, .

(k + 1) , k
:

+ a12 xk2 + . . . + a1n xkn = f1 ;


a11 xk+1
1

a21 xk + a22 xk+1 + . . . + a2n xk = f2 ;


1

. . . . . . . . .
an1 xk1

+ an2 xk2

= fn .
+ . . . + ann xk+1
n

xk+1
:
i
fi
xk+1
=
i

i1
X

aij xkj

j=1

n
X

aij xkj

j=i+1

,
i = 1, n.
(1.12)
aii
, A , , :

A1 =

0
..

aij

..

.
0

A = A1 + D + A2 ,

a11

..

. 0

;
D=

..

.
0
ann

A2 =

0
..

aij
..

(1.13)

(1.12) ,
A1 xk + Dxk+1 + A2 xk = f.
(1.11) Dxk :
D(xk+1 xk ) + Axk = f.
Bk+1 k+1 :

Bk+1 = D;
k+1 = 1.
, .

12

1.

2
(k + 1) , :

a11 xk+1
+ a12 xk2
+ . . . + a1n xkn
= f1 ;

a21 xk+1 + a22 xk+1 + . . . + a2n xk


= f2 ;
n
1
2

. . . . . . . . . .
an1 xk+1
1

+ an2 xk+1
2

+ . . . + ann xk+1
n

= fn .

xk+1 : xk+1
,
1
xk+1

..
2
A A1 , D, A2
( ):
A = A1 + D + A2 ,
A1 , D , A2 . :
A1 xk+1 + Dxk+1 + A2 xk = f.
, :
(A1 + D)xk+1 + A2 xk = f

(A1 + D)(xk+1 xk ) + Axk = f.

:

Bk+1 = A1 + D;
k+1 = 1.
, .

:

Bk+1 = D + A1 ;
k+1 = ,
. ,
= 1.
, .

:

Bk+1
k+1

= E;
= .

(1.11), :
xk+1 xk
+ Axk = f.

.
2

. 1874 .

1.3.

13


Bk+1 , k+1 . k+1 ,
:
xk+1 xk
+ Axk = f.
k+1

1.3

1.1 ( ).
A , B ,
(xk+1 xk )
> 0, B
+ Axk = f

x0 , B A > 0.
2
, ,
[1].
1.1. A ,
n
X
: aii >
|aij |.
j=1
i6=j

.
. A , x 6= 0
:
hAx, xi =

n X
n
X

aij xi xj 6

i=1 j=1

1
2

n X
n
X

n X
n
X
i=1 j=1

|aij |x2i +

i=1 j=1

|aij ||xi xj | 6

hAx, xi > 0.



x2i + x2j
|xi xj | 6
6
2

n
n
n X
n
n
n


X
X
X
1 XX
|aji |x2j = {i j} =
|aij |x2i =
x2i |aii | +
|aij | <
2 i=1 j=1
i=1 j=1
i=1
j=1
i6=j

< { A } <
n
n
X
X
< 2
x2i |aii | = 2
|aii |xi xi = 2 hDx, xi .
i=1

i=1

, :
0 < hAx, xi < 2 hDx, xi .
,
2 hDx, xi hAx, xi > 0

2D A > 0.

(2D A) .
1.1 B = D = 1 .
1.2 ( ). B = D + A1 , = , A [0; 2], .

14

1.

. ( 1.1):
B

A > 0,
2

B . ,
,
2D + 2A1 A > 0
(1.14)
A (1.13), :


hAx, xi = hA1 x, xi + hDx, xi + x, AT2 x = { x, AT
2 x = hA1 x, xi} =
= hDx, xi + 2 hA1 x, xi .
(1.14):
h(2D + 2A1 A)x, xi > 0.
A :
2 hDx, xi + 2 hA1 x, xi 2 hA1 x, xi hDx, xi > 0.
:
(2 ) hDx, xi > 0,
hDx, xi > 0 , hAx, xi > 0
, (2 ) .
1.3 ( ).
A , .
2
, <
, (A)
max (A)
3
A.
. . , ,
<

2
max (A)

A :
<

2
(A)

(A) > 0
2

(E

A) > 0.
2

, E 2 A , . B = E, 1.1 .
. x0 = x + ,
A :
A = max (A).
:
xk+1 xk
+ Axk = f.

(1.15)

3 ; (, ) .

1.3.

15

xk z k : z k = xk x, x . :
z k+1 z k
+ Az k = 0

z k+1 = (E A)z k

k.

z k :
z k = (E A)z k1 = . . . = (E A)k z 0 .
, z 0 = :
(E A)k = (E A)k1 ( A) = (E A)k1 (1 max (A)) = . . . = (1 max (A))k .
:
z k = (1 max (A))k .
z k :
||z k || = |1 max (A)|k ||||.
k

( ||z k || 0 ), |1 max (A)| < 1. ,


:

2
1 max (A) < 1;
.
= 0 < <
1 max (A) > 1.
max (A)
.


.
B

xk+1 xk
+ Axk = f

z k+1 z k
+ Az k = 0.

(1.16)

z k = xk x :

z k+1 = (E B 1 A)z k , S = E B 1 A. S
. z k+1 :
z k+1 = Sz k .

(1.17)

1.2 ( ). (1.16) x0 ,
(S) |(S)| < 1.
. . S,
(S). x0 = + x, z 0 = x0 x = .
(1.17). z k
z k = Sz k1 = S 2 z k2 = . . . = S k z 0 ,
z 0 = ,
z k = S k = S k1 (S) = . . . = k (S).

16

1.

,
k

||z k || 0

||k (S)|| 0

|(S)|k |||| 0.

, |(S)| < 1.
. S , |(S)| < 1.
, , {i }ni=1 .
n
X
z 0 =
ci i z 0 . :

i=1

zk = S k z0 = S k

n
X

ci i = S k1

i=1

n
X

ci Si = S k1

i=1

n
X

ci i i = . . . =

n
X

i=1

ci ki i .

i=1

:

n
n
n
X
X
X
k



ci ki i 6
|ci | |i |k ||i || 6 { = max |i (S)| < 1} 6 k
|ci | ||i || 0,
||z k || =
i


i=1

n
X

i=1

i=1

|ci | ||i || .

i=1

.
1. , S . , .
2. , , ( ,
).
:
||xk x|| 6 q k ||x0 x||,

q (0, 1).

(1.18)

. , (1.18), q.
, > 0, q k < . :
||xk x|| < ||x0 x||.
1
, k-
.

, , ,
&
'
ln 1
k > k0 () =
.
ln 1q
. ln 1q .
. , q .
, q, (1.18).

1.4.

1.4

17

, A > B. ,
x hAx, xi > hBx, xi .
x, A :
p
||x||A = hAx, xi.
1.3 ( ). A, B , 1 , 2 ,
1 B 6 A 6 2 B.
(1.19)
,
B

xk+1 xk
+ Axk = f,

2
,
1 + 2

(1.20)

x0 :
||xk x||A 6 q k ||x0 x||A ,

q =

1
1
, = .
1+
2

. xk k- : z k = xk x.
, (1.20) :
B

z k+1 z k
+ Az k = 0,

,
z k+1 = Sz k ,

S = E B 1 A.

(1.21)

:
||z k+1 ||A 6 q||z k ||A .

(1.22)
1

, A = AT > 0 , A 2 ,
1
1
(A )2 = A, A 2 = (A 2 )T > 0.
(1.21) :
1
2

A 2 z k+1 = A 2 Sz k
1

A 2 z k+1 = A 2 SA 2 A 2 z k .

k = A 2 z k S = A 2 SA 2 , ,
k+1 = S k .
1

, S = A 2 SA 2 = A 2 (E B 1 A)A 2 = E A 2 B 1 A 2 .
1
1
C = A 2 B 1 A 2 , ,
S = E C.

(1.23)

, C S , C
( ).
||z k ||A :
rD
q
E rD 1
E q
1
1
1
k
k
k
k
k
||z ||A = hAz , z i =
A2 A2 z , z =
A 2 z k , A 2 z k = h k , k i = || k ||.

18

1.

, (1.22) ,
|| k+1 || 6 q|| k ||.

(1.24)

k+1 :
E

D 2
|| k+1 ||2 = k+1 , k+1 = S k , S k = S k , k .
2

q, S 6 q 2 E ,
(1.24).
2
, , S 6 q 2 E. , , ,
C , ,
qE 6 S 6 qE { (1.23)} qE 6 E C 6 qE


C 6 (1 + q)E;
E 6 (1 + q)C 1 ;
1

{ C }
C > (1 q)E.
E > (1 q)C 1 .
:
1 q 1
1 + q 1
C 6E6
C .

, C = A 2 B 1 A 2 , , C 1 = A 2 BA 2 . ,
:
1
1
1 q 1
1 + q 1
A 2 BA 2 6 E 6
A 2 BA 2 .

A 2 ,
1+q
1q
B6A6
B.

(1.25)

. ,
1q
= 1 ,

1+q
= 2 .

(1.26)

:
1
1 22
(2 + 1 ) (2 1 )
1q
+1
=
=
= 1 ;
2

2
2 +1
1
1 + 22
1+q
(2 + 1 ) + (2 1 )
+1
=
=
= 2 .
2

2
2 +1

, , ||z k+1 ||A 6 q||z k ||A


1 B 6 A 6 2 B .
, , ||z k+1 ||A 6 q||z k ||A k. ,
, :
||z k ||A 6 q||z k1 ||A 6 . . . 6 q k ||z 0 ||.
,
||xk x||A 6 q k ||x0 x||A .
.

1.4.

19

1. , , :




1
1+
2
ln = ln
= ln 1 +
2.
q
1
1
2. 1.3 , 1 , 2 .
B 1 A :
B 1 A = (B 1 A).
, A = (B 1 A)B ( B ). ,
1 B 6 A 6 2 B
(1.27)
, 1 hBx, xi 6 hAx, xi 6 2 hBx, xi x. x =
:
1 hB, i 6 hA, i 6 2 hB, i
1 hB, i 6 (B 1 A) hB, i 6 2 hB, i =
= 1 6 (B 1 A) 6 2 .
, ,
1 6 min (B 1 A),

2 > max (B 1 A).

, , (1.27),
1 = min (B 1 A), 2 = max (B 1 A).

=

2
min (B 1 A) + max (B 1 A)

. , q =

1
1+

1
2
1
2

min (B 1 A) = max (B 1 A).


, ,
.
. (1.27) 1 = min (B 1 A), 2 = max (B 1 A)
.

.
:


u00 (x) = f (x), 0 < x < 1;


u(0) = u(1) = 0.

, . [0; 1] N
h = N1 , xi :
0 = x0 < x1 < x2 < . . . < xN = 1;

h = xi+1 xi .

20

1.

, u00 (xi ) 2- :
u00 (xi )

u(xi+1 ) 2u(xi ) + u(xi1 )


h2
def

y(x) . , yi = y(xi ) = u(xi ). , ,


u (xi ) = f (xi ), ,
y :
00

y(xi+1 ) 2y(xi ) + y(xi1 )


= f (xi ),
h2

i = 1, N 1.

fi = f (xi ). , y0 = yN = 0.
:

yi+1 2yi + yi1 = fi , i = 1, N 1;


h2
(1.28)

y0 = yN = 0.
, , u(xi ) = yi .
Y = (y1 , y2 , . . . , yN 1 )T ;

F = (f1 , f2 , . . . , fN 1 )T .

(1.28), y0 yN ,

AY = F,

2
1

h2

2 1
h2

..
2

.
0

2
1 2 . . .
h2
h

..
..
..
..
..
A =
= 2
.
.
.
.
.

0 ...
0 . . . . . . h12

1
2
2
h
h2

(1.29)

..
.
.

..
. 1

1 2

, A = AT . , A > 0
.
, A = - -:

X 00 + X = 0, 0 < x < 1;
X(0) = X(1) = 0,
Xm (x) = sin mx. ,
A :
m

4
= 2
h

mh
sin
2

2
,

m = 1, N 1.

, m A . ,
:
0 < 1 < 2 < . . . < N 1 ,

1.5. -

21



2
2
4
h
h
4
1 = min = 2 sin
N 1 = max = 2 cos
. (1.29)
h
2
h
2
:
xk+1 xk
+ Axk = f.

1.3 , A = AT > 0 ( )
B = B 1 = E . , 2
1.3 1 = min (A), 2 = max (A)
=

2
h2
2
=
=
.
4
min (A) + max (A)
2
2 h
2 ( h ))
(sin
(
)
+
cos
2
2
h2


||xk x||A 6 q k ||x0 x||A ,

q =

min
1
, =
.
1+
max

,
||xk x||A 6 ||x0 x||A ,
, ,
'
&
ln 1
.
k0 () =
ln 1q
, ln
1
min (A)
ln 2 = 2
= 2 tg2
q
max (A)

h
2

1
:
q

2 2 h2
1
2
= {h = } =
.
4
N
2N 2

,
k0 () =

2N 2 1
N2 1
ln

ln .
2

, = 0, 5 104 e10 :
k0 () = 2N 2 .
, , 10 ,
N = 10, 200 , 100 ( N = 100 ) 20000
.
,
.
,
( , 20000 ...).

1.5

.
, B .

22

1.

:
B

xk+1 xk
+ Axk = f.

B
:
B = (E + R1 )(E + R2 ),
(1.30)

r11

R1 =

..

rij

..

r11

R2 =

..

rij
..

rnn

rnn

, R1 + R2 = A,
A.
1.4 ( ). A

(
, B (1.30), >
4
). - .
. B ,
. (1.30)
B = (E + R1 )(E + R2 ) = E + (R1 + R2 ) + 2 R1 R2 =
= { R1 + R2 = A} = E + A + 2 R1 R2 .
, A, R1 R2 :
R1 = R2T . A :
B = E A + 2 R1 R2 + 2A = (E R1 )(E R2 ) + 2A.
, 1.1.
:
hBx, xi = h(E R1 )(E R2 )x, xi + 2 hAx, xi .
(E R1 ) , ,
(E R1 ) = E R1T = E R2 , :
hBx, xi = h(E R2 )x, (E R2 )xi + 2 hAx, xi = ||(E R2 )x||2 + 2 hAx, xi .
hBx, xi > 2 hAx, xi , B > 2A, ,

> , : B > A.
4
2
.
1.5. A , > 0 > 0,
A > E,

A > R1 R2
4

(R1 R2 , 1.4).

1.5. -

23

=
, 2 =
, 1 =

1 + 2
2
4
+

= .

k+1
k
, = .
: ||x
x||A 6 q||x x||A , q =

1+3

. (1) ,
6 1.

, A > E
A > R1 R2 , :
4
||x||2 = hx, xi 6 hAx, xi ,

hR1 R2 x, xi 6

hAx, xi .
4

(1.31)

:
hR1 R2 x, xi = hR2 x, R2 xi = ||R2 x||2 .

(1.32)

(1.31) ,
2

||x||2 6 hAx, xi =

hAx, xi
.
hAx, xi

, A


hAx, xi = hR1 x, xi + hR2 x, xi = hR2 x, xi + x, R1T x = 2 hR2 x, xi ,

hAx, xi
4 hR2 x, xi
4||R2 x||2 ||x||2
=
6 {| hu, vi | 6 ||u|| ||v||} 6
.
hAx, xi
hAx, xi
hAx, xi
(1.31) (1.32):
4||R2 x||2 ||x||2
4 hAx, xi ||x||2
6
= ||x||2 .
hAx, xi
4 hAx, xi
, ||x||2 6 ||x||2 x 6= 0, , ,
6 = =

6 1.

(2) , . 1.4
, B > 2A ,
1
A6
B.
2
1

2 ,
2
1 .
:

E 6 1 A;
A > E;

A > R1 R2 .

R
R
A.
1 2 6
4
4

24

1.

( )
B = E + A + 2 R1 R2 ,
,
1

A + A + 2 A.

4
A :
1

2
1
B.
++
A>

4

1
1
2
1 =
, , 1.3,
++

4
B6

1 B 6 A 6 2 B.
, 1 2 , .
1.3, :
||xk x||A 6 q||xk1 x||A ,
1

1
2
1
2

2
. 1 2 (, , q ) .
1+
+1
q . , q .
2
2 ()
,
> 1,
. g =
1
1 ()
:
1

+ + 2

4 = 1 + + 1 .
g=
2
2
8
2
, g :
q =

=1

2
1

g0 =

8
2 2

2
(, , =

). 1 2 .


1
1

;
= 2
=


1 = 1
2
2

2
+
+
++ 4
= 2

= 1 = .
2
2
4
1 2 , q :

2 1
q=
=
2 + 1

+ 2



=
q .
=
=

+ + 2
+3
1+3
, , ,
. , -, .

1.6.

25

q 6= 0.
q

r
r

1
+
3
4
1

q
q
ln = ln
= ln 1 + 4
+
4
.
q

1
1

- (1.29)
A, k0 () :
ln 1
k0 () = q .

min (B 1 A)
,
=
= tg2

max (B 1 A)
k0 () :
k0 ()

ln 1
4 h
2

h
2

2 h2
,
4

ln 1
N = { = 5 105 e10 } 1, 6N.
2

( , ), ,
N = 100, 160 20000 .

1.6

Ax = f
:
xl xl1
+ Axl1 = f.
(1.33)
B
l
(, k, m ...), l
, k- :
||z k || inf .
l

, l- z l = xl x,
. :
B

z l z l1
+ Az l1 = 0.
l

z l :
z l = (E l B 1 A)z l1 ,

l = 1, k.

z k , - :
z k = (E k B 1 A)(E k1 B 1 A) . . . (E 1 B 1 A)z 0 .

(1.34)

, , : l , z k . , , (
, ...). , , , l
. - , ...
( ,
[1]).

26

1.

1.6. A B , l
(k ):

;
0 =
1

A) + max (B 1 A)
min (B

0
1
min (B 1 A)
l =
,
0 =
, =
;

1 + 0 tl
1+
max (B 1 A)

tl = cos (2l 1) , l = 1, k,
2k
xl (1.33).
||xk x||A ,
:
||xk x||A 6 qk ||x0 x||A ,

k1
1
.
qk =
,

=
1
1 + 2k
1+
1
1. , ,
, [2].
2. , k :
||xk x||A 6 ||x0 x||A .

(1.35)

1.6 , (.. (.. )) , qk 6 .


, , ,
k1
6 (k1 )2 k1 + > 0.
1 + 2k
1

k1 =

k
1 = ;
1 (1 22 )
1 42

=
1
2
2
k1 = + .

, qk 6

k1 6 ;

k1 >

1
+ .

1.6 k1 , .
( 1  1), ,
qk 6 k1 6 .
, (1.35)
&
k > k0 () =

ln 1
ln 11

'
.

ln 11 . :



p
p
1
1+
= ln 1 + 2 + O() 2 .
ln
= ln
1
1

(1.36)

1.6.

27

, (1.33) ( B ) (1.28). , :

2 1

1 2 . . . 0

..
..
..
A= 2
.
.
.
.

..
..

.
.
0
1

1 2
:
min =

4
h
sin2 ( ),
h2
2

max =

4
h
cos2 ( ),
h2
2

min
= max
= tg2 ( h
2 ).
, ( , -) = 0, 5 104 e10 .
(1.36) :

k0 () =

10
1
10
10
= {h = } =
N 3, 5N.

h
h
N

2 tg( 2 )

N = 10 35 , N = 100 350 ,
... , ( )
, , , .
, , -, - , ...

, . ,
(
). ,
- .
,
l , tl = cos( (2l1)
). - :
2k




(2l 1)
tl = cos
= cos
lk , lk = {1, 3, . . . , 2k 1}.
2k
2k
l lk .
, k : k = 2p .
:

11 = 1;

2m

= im ,
i = 1, m;
(1.37)
2i1
2m
2m
2i
= 4m 2i1
, i = 1, m.
m = 1, 2, 4, . . . , 2p1 .
:
k = 24 = 16 :

28

1.

11
2
1,2
4
1,...,4
8
1,...,8

m=1:
m=2:
m=4:

1;
1, 4-1=3;
1, 8-1=7, 3, 8-3=5;
1, 15, 7, 9, 3, 13, 5,

11;

lk tl l , .
, , , -
.
1.7. Ax = f (
k ):
xl xl1
B
+ Axl1 = f, l = 1, k,
l
B = (E + R1 )(E + R2 ), R1 + R2 = A ( R1 , R2 ,
1.4).
,
A > E,
,

0 =

l =

tl =

A > R 1 R2 .
4

l :
2
;
1 + 2

=
1
0
1
2( + )
, = ,
, 0 =

1 + 0 tl
1+
2

2 =
,
4


cos
k , lk (1.37).
2k l


||A(xk x)||B 1 6 ||A(x0 x)||B 1
ln 2
.
k0 () = q

2 2 4
. [1].
, (1.28). ,
, :

2 h

= min (A) = 2 sin ( );


h
2

4
h

= max (A) =
cos2 ( ).
h2
2
= 0, 5 104 e10 ,

ln 2 + 10
ln 2 + 10
1
(ln 2 + 10) N

k0 () = q
q
= {h = } =
3 N.
N
2
2 2 4 tg2 ( h
2 2 h
2 )
2

1.7.

29

, N = 10 10 , N = 100 30 . , :
B A. ,
, , .

1.7

.
:
xk xk1
B
+ Axk1 = f.
k
, xk z k = xk x :
B

z k z k1
+ Az k1 = 0.
k

(k + 1)- :
z k+1 = (E k+1 B 1 A)z k .

(1.38)

D : D = DT > 0. ,
1
D 2 ,
1

D 2 D 2 = D,

D 2 = (D 2 )T .

k+1 , ||z k+1 ||D (, z k ) .


||z k+1 ||D , :
rD
q
E
||z k+1 ||D =

hDz k+1 , z k+1 i =

D 2 z k+1 , D 2 z k+1 = ||y k+1 ||,

y k+1 = D 2 z k+1 .
, ||z k+1 ||D ||y k+1 ||. z k+1 (1.38):
1
1
z k+1 = (E k+1 B 1 A)D 2 D 2 z k .
1

D 2 :
1

D 2 z k+1
1

D 2 z k+1

= D 2 (E k+1 B 1 A)D 2 D 2 z k
=

(E k+1 D 2 B 1 AD 2 )D 2 z k .

, :
1

y k+1 = (E k+1 D 2 B 1 AD 2 )y k .
1

C = D 2 B 1 AD 2 , :
y k+1 = (E k+1 C)y k .
, ||y k+1 ||. :


||y k+1 ||2 = y k+1 , y k+1 = (E k+1 C)y k , (E k+1 C)y k .

30

1.


2
||y k+1 ||2 = ||y k ||2 + k+1
||Cy k ||2 2k+1 y k , Cy k .
: C.
||y k+1 || :
#
Cy k , y k
=
||y
|| = ||y || + Cy , Cy
2k+1
hCy k , Cy k i
"

k k # 2
k k 2

k

Cy , y
Cy , y
k 2
k

.
= ||y || + Cy , Cy
k+1
k
k
hCy , Cy i
hCy k , Cy k i
"

k+1 2

k 2

2
k+1

, ||y k+1 || , ,
, :

k k
Cy , y
k+1 =
hCy k , Cy k i
, C > 0. ,
1
1
1
(y k = D 2 z k , C = D 2 B 1 AD 2 ):
D

k+1

D 2 B 1 AD 2 D 2 z k , D 2 z k


DB 1 Az k , z k
E=
=D 1
.
1
1
1
1
1
hDB 1 Az k , B 1 Az k i
D 2 B 1 AD 2 D 2 z k , D 2 B 1 AD 2 D 2 z k

(1.39)

, k+1 z k .
D .
, .
Az k = A(xk x) = Axk Ax = Axk f = rk
4 .

B

xk+1 xk
+ Axk = f,
k+1

xk+1 :
xk+1 = xk k+1 B 1 (Axk f ) = xk k+1 B 1 rk = xk k+1 k .
k = B 1 rk .
(1.39), :

k+1


D k , z k
=
.
hD k , k i

(1.40)

? , z k - ,
. . .
D.
4 (

. ) .

1.8.

1.8

31

A, Ax = f,
(A = AT > 0), D = A,

k k

k k
A , z
, Az k
,r
k+1 =
=
=
k
k
k
k
hA , i
hA , i
hA k , k i
, rk , k+1 .
B . ,
1

C = D 2 B 1 AD 2 = {D = A = D 2 = A 2 } = A 2 B 1 AA 2 = A 2 B 1 A 2 ,
C,
D 1
E D
E
1
1
1
0 < hCx, xi = A 2 B 1 A 2 x, x = B 1 A 2 x, A 2 x .


1
A 2 x = y, B 1 y, y > 0, , B 1 y = u, hu, Bui > 0,
B .
B = E :

k k
r ,r
k+1
k
k
x
= x k+1 r , k+1 =
.
hArk , rk i
(e
) .
.
F (x) = hAx, xi 2 hf, xi =

F (x) :
n
X
i=1

(Ax)i xi 2

n
X

fi xi =

i=1

n
n X
X

aij xj xi 2

i=1 j=1

n
X

fi xi ,

x Rn .

i=1

A = AT , F (x),
:

T
F
F
grad F (x) =
, ...,
,
x1
xn

n X
n
n
n
X
X
X
F

=
aij
(xj , xi ) 2fl =
ail xi +
alj xj 2fl .
xl
xl
i=1 j=1
i=1
j=1

A, :
n
X
F
=2
ali xi 2fl = 2((Ax)l fl ) = 2rl .
xl
i=1

, , F (x) :
grad F (x) = 2r.
, xk+1 = xk k+1 rk , , ,
xk+1 xk F (x).

32

1.

k+1 . ,
F (xk+1 ) k + 1 .


min F (xk+1 ) = min Axk+1 , xk+1 2 f, xk+1 =
k+1
k+1


= min A(xk k+1 rk ), xk k+1 rk 2 f, xk k+1 rk .
k+1

, , ,


k k


2
Ar , r 2 f, xk + 2k+1 f, rk .
min F (xk+1 ) = min Axk , xk 2k+1 rk , Axk + k+1
k+1

k+1

k+1 , F (x)
0.


F (xk+1 )
= 2 rk , Axk + 2k+1 Ark , rk + 2 f, rk = 0.
k+1
k+1 :

k k
r ,r
r , Axk rk , f
=
.
k+1 =
k
k
hAr , r i
hArk , rk i
k+1
. , ,
F (x). , F (x) xk
.
. k+1 ,
z k+1 . , k+1 , , . , :
||z k+1 ||A 6 ||(E 0 B 1 A)z k ||A .

||z k+1 ||A 6 q||z k ||A . , , ,
, , , ( B ) 0 .
, .
, ,
( ) , B 1 A.

D D = AT A. , D = DT > 0. ,
(1.40), k+1 :


D k , z k
k+1 =
.
hD k , k i
k+1 , . D :

k k

k k
A A k , z k
A , r
A , r
k+1 =
=
=
T
k
k
k
k
hA A , i
hA , A i
||A k ||2

1.8.

33

k+1 , .
C. . ,
.
E
D 1
1
0 < hCx, xi = D 2 B 1 AD 2 x, x =
D 1
E


1
1
= { D 2 x = y} = D 2 B 1 Ay, D 2 y = DB 1 Ay, y = AT AB 1 Ay, y .
: Ay = u u = Bv,


hCx, xi = AB 1 u, u = hAv, Bvi = B T Av, v .
, , B T A .
B ,
.
. k+1 , :
q
q
q
min ||z k+1 ||D = min hDz k+1 , z k+1 i = min hAT Az k+1 , z k+1 i = min hrk+1 , rk+1 i = min ||rk+1 ||
k+1

k+1

k+1

k+1

k+1

, , .

D D = AT B 1 A, : D = DT > 0,
.. B .
B = E = rk = k . B D
k+1 :

T 1 k k

1 k k

k k
D k , z k
A B A , z
B A , r
A ,
k+1 =
=
=
=
.
hD k , k i
hAT B 1 A k , k i
hB 1 A k , A k i
hA k , A k i
, . C (C > 0 ) ,
. :
D 1
E
1
0 < hCx, xi = D 2 B 1 AD 2 x, x .
1

, D 2 x = y, Ay = u, B 1 u = v, :
E

D 1


1
0 < D 2 B 1 Ay, D 2 y = DB 1 Ay, y = AT B 1 AB 1 Ay, y =


= B 1 AB 1 Ay, Ay = B 1 AB 1 u, u = B 1 Av, Bv = hAv, vi
, .
. ,


||z k+1 ||2D = Dz k+1 , z k+1 = AT B 1 Az k+1 , z k+1 =


= B 1 Az k+1 , Az k+1 = B 1 rk+1 , rk+1 = k+1 , B k+1 = || k+1 ||2B .
, , .

34

1.


D B0 : B0 = B0T > 0,
. B :
B = (AT )1 B0 .
, k+1 :


D k , z k
B0 B 1 rk , z k
k+1 =
=
=
hD k , k i
hB0 B 1 rk , k i

k k

r , Az k
B0 B01 AT rk , z k
r ,r
1 T
1
= k
= {B = B0 A } =

= k
.
1 T k
k
k
hr , A i
hr , A k i
B0 B0 A r ,
, rk () wk () .
C. :
D 1
E
D 1
E
1
1
1
hCx, xi = D 2 B 1 AD 2 x, x = { y = D 2 x} = D 2 B 1 Ay, D 2 y =


= DB 1 Ay, y = {D = B0 , B = (AT )1 B0 } = B0 B01 AT Ay, y = hAy, Ayi .
, hAx, Axi , A . ,
A.
||z k+1 ||D = ||z k+1 ||B0
(k + 1)- .
.
. ,
, , A. ...

1.9

(, ). - Ax = f. ,
, , :
B

xk+1 xk + (1 k+1 )(xk xk1 )


+ Axk = f,
k+1 k+1

k = 1, 2, . . .

(1.41)

, , : x0
x . , B, k+1 , k+1 , .
D. ||z k+1 ||D , ,
, . k+1 k+1 :

D k , z k

k+1 =
, k = 1, 2, . . . ;

hD k , k i

1 = 1;

!1

k
k

D
,
z

k+1

, k = 1, 2, . . .
k+1 =
k k hD k1 , z k1 i
1

[2].
, z k
. .

1.9.

35


D = A, A
. , k+1 :

k k
,r
k+1 =
.
hA k , k i
, k+1 :

k k !1
,r
k+1
k+1 = 1
k1 k1
k k h
,r
i
, ,
.

D = AT A, , D = DT > 0.
k+1 k+1 ( ).
, :
DB 1 A = (DB 1 A)T > 0.

(1.42)

, B T A > 0. B.

D = AT B 1 A. , D = DT > 0, B = B T > 0.
(1.42) A. k+1 k+1
.

: D = B0 , B0 = B0T > 0, B0
.
B :
B = (AT )1 B0 .
(1.42) A.

(1) , , .
(2) , ,
. , .
(3) , 1 = 1, x1 ( ),
(1.41) k = 0 :
x1 x0
B
+ Ax0 = f
1 1
x1 .


. A = (aij ) n n, x = (x1 , x2 , . . . , xn )T
. x,
Ax = x,
. ,
x ,
(A E)x = 0.
, x .
, det(A E) = 0, .
, |A E| .
A , n ,
. , A : .
.
. ,
. (, A) ,
.

2.1

, . , (
). A : A = AT . ,
A ( ):
A = QT Q,

(2.1)

Q (QT = Q1 ), , A : = diag (1 , . . . , n ) .
(2.1) (QT )1 = Q , Q1 = QT ,
:
= QAQT
(2.2)
A
Q .

36

2.1.

37

Q A,
:
A1 = Vij1 A (Vij1 )T ;
A2 = Vij2 A1 (Vij2 )T ;

Ak = Vijk Ak1 (Vijk )T ,


. Vijk , (k ) Ak1 ( ij ).
, ,
, (2.2).
Vijk ( ):

1
0
.

..

cos
sin

1
0

.
Vij =
.
.
0

0
0 1

sin
cos

..
.

, vii vjj , , vji vij


. . , .
i j .
,
|aij | = max |aklm |,
l,m
l6=m

aklm Ak (k- ). i j , . ,
.
Ak :
t(Ak ) =

n X
n
X

(akij )2

i=1 j=1
j6=i
k

, t(Ak ) 0, Ak . , t(Ak )
.
aij Ak+1
Ak . Ak+1 :
Ak+1 = Vijk+1 Ak (Vijk+1 )T .
Bk = Ak (Vijk+1 )T = (bkms ) (Vijk+1 )T = (v k+1
lm )
k+1 T
(Vij ) . , ,
k
a ,
s 6= i, j;

n
ms
X
akmi cos akmj sin , s = i;
bkms =
akmp v k+1
(2.3)
ps =

p=1
k
k
ami sin + amj cos , s = j.

38

2.

, v k+1
p 6= i, j,
ps
p = i, j.
, , Ak+1 = Vijk+1 Bk . Ak+1 :
k
b ,
m 6= i, j;

n
ms
X
k+1 k
bkis cos bkjs sin , m = i;
ak+1
vmp
bps =
(2.4)
ms =

p=1
k
bis sin + bkjs cos , m = j.
k+1
(vmp
Vijk+1 ).
, aij A. (2.4) m = i s = j,
:

ak+1
= bkij cos bkjj sin .
ij
bkij bkjj (2.3), m = i, j s = j :
ak+1
ij

(akii sin + akij cos ) cos (akji sin + akjj cos ) sin =

(akii akjj ) sin cos + akij (cos2 sin2 ) =

{A = AT Ak = AT
k} =

(akii akjj ) sin 2


+ akij cos 2.
2

, A
. ak+1
ij . , . , :
=

2akij
1
arctg k
.
2
aii akjj

Ak+1 :
t(Ak+1 ) =

n X
n
X

2
(ak+1
ms ) .

m=1 s=1
s6=m

, Ak (Vijk+1 )T i- j-
. , Ak+1 B k i- j- .
Ak+1 Ak i- j - .
. , ,
:
t(Ak+1 )

n
X

n
X

m=1
s=1
m6=i,j s6=i,j,m
n
n
X
X
m=1
s=1
m6=i,j s6=i,j,m

(akms )2 +

(akms )2 +

n
n
X
X
 k 2

 k+1 2

2
(bmi ) + (bkmj )2 +
(ais ) + (ak+1
=
js )
m=1
m6=i,j
n
X

s=1
s6=i,j

 k 2
(ami ) cos2 + (akmj )2 sin2 2akmi akmj sin cos +

m=1
m6=i,j

n
X

 k 2
(bis ) cos2 + (bkjs )2 sin2
+(akmi )2 sin2 + (akmj )2 cos2 + 2akmi akmj sin cos +
s=1
s6=i,j


2bkis bkjs sin cos + (bkis )2 sin2 + (bkjs )2 cos2 + 2bkis bkjs sin cos =

2.2.

n
X

n
X

n
n
X
X
 k 2

 k 2

(ami ) + (akmj )2 +
(ais ) + (akjs )2 + 2(akij )2 2(akij )2 =

(akms )2 +

m=1
s=1
m6=i,j s6=i,j,m

39

m=1
m6=i,j

s=1
s6=i,j

= t(Ak ) 2(akij )2 .
, t(Ak+1 ) < t(Ak ) ,
, 2(akij )2
. ,
.
. akij
. :
t(Ak ) 6 n(n 1)(akij )2 .
t(Ak )
n > 2.
n(n 1)
t(Ak ) t(Ak+1 ) :
, (akij )2 >

t(Ak+1 ) = t(Ak ) 2(akij )2 6 t(Ak )

2
t(Ak ) = qt(Ak ),
n(n 1)

q = 1

2
< 1.
n(n 1)

k , :
t(Ak ) 6 q k t(A).
, Q
q.
:
n
X
(asi )2 ),
(, s,
i=1

. , ask
(2n n2 ).
. ,
.

2.2

A.

x0 , , xk ,

xk+1 = Axk , k = 0, 1, . . .
(2.5)
{k1 } :

k+1 k
x
,x
k
1 =
.
k
hx , xk i
, :
|1 | > |2 | > |3 | > . . . > |n |.

40

2.

. , .
, {k1 } 1 .
A , {i }
. x0 :
x0 =

n
X

i i .

(2.6)

i=1

(2.5) xk x0 :
xk = Axk1 = . . . = Ak x0 .
x0 , xk :
xk = Ak

n
X
i=1

i i = Ak1

n
X
i=1

i Ai = Ak1

n
X

i i i = . . . =

i=1

, |2 | > |i |, i = 3, n, ,

n
X

i ki i = 1 k1 1 +

i=1
n
X

n
X

i ki i

i=2

i ki i = O(|2 |k ).

i=2

k1 .

k k


x ,x
= 1 k1 1 + O(|2 |k ), 1 k1 1 + O(|2 |k )

k+1 k


x
,x
= 1 k+1
1 + O(|2 |k+1 ), 1 k1 1 + O(|2 |k )
1

k
k
= 12 2k
1 + O(|1 | |2 | );

= 12 2k+1
+ O(|1 |k+1 |2 |k ).
1

, k1 :

 
k
2 2k+1
1 1
1 + O 12
2 2k+1
k+1
k

+ O(|1 |
|2 | )

  = 1 1 + O
=
k1 = 1 21 2k
1 1 + O(|1 |k |2 |k )
k
2
2k
1 1 1 + O 12

k !!
2

1
1

k .
, k1 1
. , xk .
k !

xk
1 k1 1 + O(|2 |k )
1 k1 1 + O(|2 |k )

  = 1 + O 2
p
=
=
k
||x ||
1
k
hxk , xk i
|1 ||1 |k 1 + O 12
, xk 1 ( k,
k
||xxk || 1 ).
. (2.6) 1 ,
.
.

2.3.

41

. . A
D = A + cE, c . , (D) = (A) + c
max (D) = max (A) + c. , c, D . , max (D),
max (A).
c < 0 .
, .
,
| | = min |i |.

, A D = E c(AE)2 , c > 0.
(D) = 1 c((A) )2 , D
A, .

2.3

A. i
xi : Axi = i xi .
(A i E)xi = 0.
(2.7)
, xi . i
det(A i E) = 0.
i , xi . ,
i i , det(A i E) .
(2.7), xi xi = 0.
,
. b :
(A i E)x = b.

(2.8)

,
: x xi . :
(2.9)
(A i E)xk+1 = xk , k = 0, 1, . . . ,
x0 = b.
5 ,
xi , i .
, . X
A , X
{i }
(xi = C i ). b =
j j x =
j j
j

b x . (2.8)
X
X
j j =
j j ,
(A i E)
X
j

(j j j i )j =

X
j

j j ,

42

2.

[j (j i ) j ]j = 0.

, ,
. , j :
j =

j
.
j i

, x i i ( i i ). ,
(2.9) ,
i . , i .



f (x) , [a; b].
f (x) = 0 .
: : , ,
.

3.1

,
. [a; b] N [xk ; xk+1 ] :
x0 = a < x1 < x2 < . . . < xN = b.
: f (xk ) = fk .
, :
fk fk+1 < 0.

(3.1)

, , f (x)
, - .
, (3.1).
. f (a) f (b) < 0

, [a; b] . x0 = a+b
2
[a; b]. , f (a) f (x0 ) < 0, f (x0 ) f (b) < 0. ,
[a; x0 ] [x0 ; b] ,
.

3.2

x f (x) = 0, [a; b]. (x)


-, [a; b]. , ,
f (x) = 0 (x)f (x) = 0 x (x)f (x) = x.

43

44

3.

S(x) = x (x)f (x), ,


f (x) = 0 S(x) = x.

(3.2)

x :
xk+1 = S(xk ),

k = 0, 1, . . . ,

x0 .
{xk } : lim xk = x , x = S(x ), , (3.2),
k

. ,
, S(x), (x).
( ) , |S 0 (x)| < 1 [c; d] [a; b]
{xk }, [c; d]. ,
.
1
, x f (x) :
f (x ) = 0,

(3.3)

f 0 (x) , [a; b]. , ,


f (x) . (3.3) :
f (xk + (x xk )) = 0.
:
f (xk ) + f 0 (x)(x xk ) = 0, x [a; b].
x xk , x
x
. :
k+1

f (xk ) + f 0 (xk )(xk+1 xk ) = 0


xk+1 :
xk+1 = xk

f (xk )
.
f 0 (xk )

(3.4)

(3.3).
,
f (x), M (xk , f (xk )),
OX.
. ( ) :

xk+1 x = O (xk x )2 .
, .
, , S(x) :
S(x) = x
1

. (1669).

f (x)
,
f 0 (x)

3.2.

(x) =

1
f 0 (x)

45

, (.. ) ,
|S 0 (x)| < 1. :
S 0 (x) = 1

(f 0 (x))2 f (x)f 00 (x)


= |S 0 (x)| < 1
(f 0 (x))2


f (x)f 00 (x)
< 1.

(f 0 (x))2

(3.5)

, , (3.5) , x0 x .
x0 x , .

,
1
, (x) = f 0 (x
0 ) ,
xk+1 = xk

f (xk )
,
f 0 (x0 )

k = 0, 1, . . . ,

x0 .
, , , ,
:
|xk+1 x | = O(xk x ).
. ,
, OX
, f (x) M (x0 , f (x0 )).

, (3.4)
:
f (xk ) f (xk1 )
f 0 (xk )
.
xk xk1
:
xk+1 = xk

xk xk1
f (xk ),
f (xk ) f (xk1 )

k = 1, 2, . . .

(3.6)

: x0 x1 .
.
. ,
, M 0 (xk1 , f (xk1 )) M 00 (xk , f (xk )) ( ), :
y f (xk )
f (xk ) f (xk1 )
=
.
x xk
xk xk1
y = 0 x = xk+1 , (3.6). , xk+1
OX :

46

3.

M 00


M0


xk+1

3.3

xk

xk1

, xk+1 :
xk+1 = S(xk ),

k = 0, 1, . . . ,

(3.7)

x0 .
, r - a :
Ur (a) = {x : |x a| 6 r}.
.
3.1. r a S(x) Ur (a) q (0; 1) :
|S(x0 ) S(x00 )| 6 q|x0 x00 |

x0 , x00 Ur (a),

|S(a) a| 6 (1 q)r.
x = S(x) Ur (a) ,
(3.7) Ur (a),
k- :
|xk x | 6 q k |x0 x |
.
. x0 Ur (a). ,
xj Ur (a).
xj Ur (a), , xj+1 Ur (a).
|xj+1 a| = |S(xj ) a| = |S(xj ) S(a) + S(a) a| 6 |S(xj ) S(a)| + |S(a) a|
, S(x) - :
|xj+1 a| 6 q|xj a| + (1 q)r 6 qr + (1 q)r = r.

3.3.

47

, {xk } ,
x
= S(xk ), . ,
:
k+1

|xj+1 xj | = |S(xj ) S(xj1 )| 6 q|xj xj1 | 6 . . . 6 q j |x1 x0 |.


, :


X
X
p
p

k+j



k+j
k+j1
k+p
k
x

xk+j1 6
x
x
|x
x |=
6
j=1
j=1
6

p
X

k+j1

|x x | = q |x x |

j=1

p
X

j1

< q |x x |

j=1

q j1 =

j=1

qk
|x1 x0 |.
1q

p, > 0,
, k() .
, {xk }
k=0 k

x Ur (a). , x = S(x).
xk+1 = S(xk ), k .
xk+1 , , x Ur (a), S(xk )
- S(x) S(x ). , .
. : x x .
:
|x x | = |S(x ) S(x )| 6 q|x x |,
, x = x , , q < 1.

|xk x | = |S(xk1 ) S(x )| 6 q|xk1 x | 6 6 q k |x0 x |.
.
1.
p |xk+p xk | 6

qk
|x1 x0 |,
1q

qk
|S(x0 ) x0 |.
1q
, xk x , .

, p , |x xk | 6

qk
|S(x0 ) x0 | 6 = |x xk | 6 ,
1q
, , :

(1q)
ln |S(x
0 )x0 |
.
k() =

ln q

2. , S(x) -:
|S(x0 ) S(x00 )| 6 q|x0 x00 | x0 , x00 Ur (a).
, . , , q, :
|S(x0 ) S(x00 )| = { } = |S 0 ()| |x0 x00 | 6 q|x0 x00 |
-.

48

3.

3.4

,
:
|xk x | 6 q k |x0 x | = xk x aq k
(3.8)
a q.
, .
.
xk x = aq k ;
k+1
x
x = aq k+1 ;
k+2
x
x = aq k+2 .
x . ,
, :
xk+1 xk = aq k (q 1);
k+2
x
xk+1 = aq k+1 (q 1).
:
xk+2 2xk+1 + xk = aq k (q 1)2 .
:
a2 q 2k+2 (q 1)2
(xk+2 xk+1 )2
=
= aq k+2 = xk+2 x .
k+1
k
2x
+x
aq k (q 1)2

xk+2

(3.8) , x
:
(xk+2 xk+1 )2
x = xk+2 k+2
.
x
2xk+1 + xk
, , , x , xk+2 .
(xk+2 xk+1 )2
xk+2 = xk+2 k+2
,
x
2xk+1 + xk
xk .
( ) ,
xk , .
.

3.5

:
xk+1 = xk

f (xk )
.
f 0 (xk )

,
|S 0 (x)| 6 q < 1,
S(x) = x

f (x)
(f 0 (x))2 f (x)f 00 (x)
0
.
S
(x)
=
1

,
f 0 (x)
(f 0 (x))2


f (x)f 00 (x)
0

6 q < 1.
|S (x)| 6 q < 1
(f 0 (x))2

3.5.

49

, f (x) = 0, ,
S 0 (x) 6 q < 1, , .
3.2 ( ). x
f (x) = 0, f (x) Ur (x ),
.
,
0 < m1 =

inf

xUr (x )

|f 0 (x)|,

M2 =

|f 00 (x)|,

sup
xUr (x )

x0 Ur (x ) ,
M2 |x0 x |
= q < 1,
2m1

xk+1 = xk

f (xk )
, k = 0, 1, . . .
f 0 (xk )

x , k- :
|xk x | 6 q 2

|x0 x |.

(3.9)

. xk+1 xk .
(k + 1)- :
(xk x )f 0 (xk ) f (xk )
f (xk )

x
=
=
f 0 (xk )
f 0 (xk )
F (xk )
= { F(x) = (x x )f 0 (x) f(x)} = 0 k .
f (x )

xk+1 x = xk

F (xk ) -:
k

Zx

F ()d = {F(x ) = f(x ) = 0} =

F (x ) = F (x ) +
x

Zx

Zx

F ()d =
x

( x )f 00 ()d.

(k [x ; xk ]),
k

F (xk ) = f 00 (k )

Zx

( x )d = f 00 (k )

(xk x )2
.
2

F (xk ) ,
xk+1 x = f 00 (k )

(xk x )2
.
2f 0 (xk )

, ,
, .
.

50

3.

. k = 1 :
x1 x = f 00 (0 )

|x0 x |2
M2 |x0 x | 0

6
{

U
(x
)}
6
|x x | = q|x0 x |.
0
r
2f 0 (x0 )
2m1

, .
. (3.9) k :
|xk x | 6 q 2

|x0 x |.

. , k + 1. ,
|xk+1 x | = |f 00 ( k )|

|xk x |2
.
2|f 0 (xk )|

k Ur (x ), k ,
Ur (x ).
, :
|f 00 ( k )|

M2 (xk x )2
|xk x |2
M2 2k 1 2
6
6
(q
) |x0 x |2 .
0
k
2|f (x )|
2m1
2m1

M2 0
|x x | = q, :
2m1
|xk+1 x | 6 q 2

k+1

|x0 x |.

, , , , (q < 1 ,
k , , x ).
.
M2 |x0 x |
< 1. ,
2m1

x ? .

1. ,

M2 |x0 x |
< 1.
2m1

(3.10)

f (x0 ) = f (x0 ) f (x ) = f 0 (x)(x0 x ),


|x0 x | =

|f (x0 )|
|f (x0 )|
6
.
0
|f (x)|
m1

|x0 x | (3.10),
M2 |f (x0 )|
<1
2m21
, (3.10).
, m1 M2 , x0 , (
, ;
, ).
2. , x ; x
p, ,
.

3.6.

3.6

51

. n
:
fi (x1 , x2 , . . . , xn ) = 0, i = 1, n.
(3.11)
: ( , ),
. ,
, ,
.

, (3.11).
( x ) [a; b]. ,
:
xi = Si (x1 , x2 , . . . , xn ), i = 1, n,
(3.12)
Si . Si (x) :
Si (x1 , x2 , . . . , xn ) = xi i (x1 , x2 , . . . , xn )fi (x1 , x2 , . . . , xn ).
i -, x . ,
x (3.12).
(xkl xk , ):
xk+1
= Sl (xk1 , xk2 , . . . , xkn ),
l

k = 0, 1, . . .

x0 .
, :



k
xk = (xk1 , xk2 , . . . , xkn )T x .


|S 0 (x)| < 1
. ,
:
zik+1 = xk+1
xi = Si (xk1 , xk2 , . . . , xkn ) Si (x1 , x2 , . . . , xn ).
i
Si .
:
Si (xk1 , xk2 , . . . , xkn ) Si (x1 , x2 , . . . , xn ) =

n
X
Si (1k , 2k , . . . , nk ) k
(xl xl ).
xl
l=1

: Ak = (akij ) =
:
z k+1 = Ak z k .

Si (1k , 2k , . . . , nk )
xj


.

52

3.

, ||z k+1 || = ||Ak z k || 6 ||Ak || ||z k ||. , k


[a; b]
||Ak || 6 q < 1,
(3.13)
||z k || .


 .
Si
,
, (3.13) , A = max
[a; b] xj
. , , ||Ak || 6 ||A||, .
, i . , fi (x),
.

fi (x1 , x2 , . . . , xn ) .
x ,
fi (x1 , x2 , . . . , xn ) = 0, i = 1, n.
(3.14)
.
k- xk = (xk1 , xk2 , . . . , xkn )T i [1; n].
, (3.14) :
fi (xk1 + (x1 xk1 ), xk2 + (x2 xk2 ), . . . , xkn + (xn xkn )) = 0.
, :
fi (xk1 , xk2 , . . . , xkn ) +

n
X
fi (1k , 2k , . . . , nk )
(xl xkl ) = 0.
xl
l=1

,
, k xk , xl xk+1
l
:
n
X
fi (xk1 , xk2 , . . . , xkn ) k+1
fi (xk1 , xk2 , . . . , xkn ) +
(xl xkl ) = 0.
(3.15)
xl

xk+1
l

l=1

xkl

xk+1
l

xkl ,

n
X
fi (xk1 , xk2 , . . . , xkn )
xkl = fi (xk1 , xk2 , . . . , xkn ).
xl
l=1

xk Axk = f. , xk ,
xk+1
= xkl + xkl l = 1, n.
l
.
3.3.
( (3.15)) , A
. .
. : ( )
||xk+1 xk || <
= 105 3-5 .
.

3.6.

53


3.1. ( )
f (x) = x3 x 1. x3 x 1 = 0 [2; 3].
: :
2
7

xi
f (xi )

1
1

0
1

1
1

2
5

3
23

f (1)f (2) < 0, , [1; 2]


. .
1. , f (x) = 0 x = S(x), S(x)
S(x) = x (x)f (x). (x) = > 0.
S(x) = x (x3 x 1).
, :
xk+1 = S(xk ) = xk ((xk )3 xk 1).
, 3.1, |S 0 (x)| < 1 [1; 2]. , :
|S 0 (x)| < 1 |1 (3x2 1)| < 1
1 < 1 (3x2 1) < 1.

(3.16)

x [1; 2] (3.16) .
:
2
< 2
.
3x 1
x [1; 2] x = 2.
:
2
2
=
.
<
3 22 1
11
1
1 3
9
. S(x) = x
(x x 1), max |S 0 (x)| =
.
11
11
11
x[1; 2]
, . ,
, . ,
:
=

k
0
1
2
3
4
5
x 1.32472.

xk
1.1
1.16991
1.22161
1.25784
1.28218
1.29802

xk+1 = S(xk )
1.16991
1.22161
1.25784
1.28218
1.29802
1.30812

54

3.

2. - S(x) :
x3 x 1 = 0 = x =
S(x) =

x + 1.

x + 1. ,
S 0 (x) =

1
3(x + 1)

2
3

<

3(1 + 1) 3

0.2 = q.

3. ,
x3 x 1 = 0 x = x3 1.
, S(x) = x3 1, S 0 (x) = 3x2 > 1 [1; 2],
.
3.2. ( )
x3 1 = 0. , x = 1 ,
, , .
.

[ 23 , 43 ] :
xk+1 = S(xk ),

S(x) = x (x3 1). , :


S 0 (x) = 1 3 x2 .
:
|S 0 (x)| < 1 1 < 1 3 x2 < 1.
:

2
3
= .
0< <
3x2 x= 4
8
3

= 0.25, S(x) = x
, x0 = 1.1 :
k
0
1
2
3
4
5

x3 1
.
4
xk
1.1
1.01725
1.00409
1.00101
1.00025
1.00006

xk x
0.1
0.01725
0.00409
0.00101
0.00025
0.00006

, .
:
xk+2 = xk+2
:

(xk+2 xk+1 )2
.
2xk+1 + xk

xk+2

3.6.

xk x
0.1
0.01725
0.00409
0.000068
0.000001

xk
1.1
1.01725
1.00409
1.000068
1.000001

k
0
1
2
3
4

55

, .
.

,
xk+1 = xk

f (xk )
.
f 0 (xk )

, f (x) = x3 1, f 0 (x) = 3x2 , :


xk+1 = xk

(xk )3 1
.
3(xk )2

:
k
0
1
2
3

xk
1.1
1.00882
1.00008
1.000000006

xk x
0.1
0.00882
0.00008
0.000000006

, .
3.3. ( )
:

F (x, y) = x2 + y 2 4 = 0;
G(x, y) = xy 1 = 0.

(3.17)

( ) 4 . ,
.
2
1

3
4

:
x0 = 2, y 0 = 0.
. :
F k k
(x , y )xk +
x
G k k
(x , y )xk +
x

F k k
(x , y )y k
y
G k k
(x , y )y k
y

= F (xk , y k );
k = 0, 1, . . .
k

= G(x , y ),

56

3.

(3.17), :
F
= 2x,
x
G
=y,
x

F
= 2y;
y
G
=x.
y

(3.17), , :

2xk xk + 2y k y k = 4 (xk )2 (y k )2 ;
y k xk + xk y k = 1 xk y k .
:
 k+1
x
= xk + xk ;
y k+1 = y k + y k .
:
N
1

xk
2

yk
0

F
0

G
1

0.5

0.25

1.93

0.517

0.0077

0.0022

xk
0
1

15
...

y k
0.5
1
60
...

, .
F (x, y) G(x, y), F (x, y) = 0 G(x, y) = 0.
? .
(xk , y k ) z = F (x, y) z = G(x, y) .
z = 0 .
, , k + 1 .

.
, [a; b] (n + 1 ). . a = x0 < x1 < . . . < xn = b,
f (xk ) = fk , k = 0, n. ,
( ) .
, (x), . (x)
, , : (xk ) = f (xk ), k = 0, n. , ,
. ,
.
. i (x), i = 0, m
. (x)
i (x) :
m
X
(x) =
ai i (x).
i=0

:
1. : i (x) = xi ;
2. : ,
ix
, 2l sin ix
l cos l ;
3. - .



. ( n + 1 ,
), :
n
X

ai i (xk ) = f (xk ), k = 0, n.

i=0

57

(4.1)

58

4.

ai n + 1 , i (xk ) f (xk ) . , (4.1) .


.
:


0 (x0 ) 1 (x0 ) . . . n (x0 )


0 (x1 ) 1 (x1 ) . . . n (x1 )


(4.2)


. . . . . . .


0 (xn ) 1 (xn ) . . . n (xn )
. (4.2) :


1 x0 x20 . . . xn0


1 x1 x21 . . . xn1
= (x1 x0 )(x2 x0 ) . . . (xn x0 )(x2 x1 )(x3 x1 ) . . . (xn xn1 ) =



. . . . . . .


1 xn x2n . . . xnn
Y
=
(xm xk ) 6= 0, xi 6= xj i 6= j.
06k<m6n

, (4.1): , .
ai , (x).
:
Ln (x) =

n
X

Ck (x)fk .

k=0

. :
n
Y

Ck (x) =

i=0
i6=k
n
Y

(x xi )
.

(xk xi )

i=0
i6=k

(x) = (x x0 )(x x1 ) . . . (x xn ),
:
(x)
Ck (x) =
.
(x xk ) 0 (xk )
, . :

1, k = j;
Ck (xj ) =
0, k 6= j.
:
Ln (xk ) = fk = F (xk ).
, :
|f (x) L(x)| 6

Mn+1
|(x)|,
(n + 1)!

Mn+1 = sup |f (n+1) (x)|.


x[a; b]

59

, f (1) (xk ), f (2) (xk ), . . . , f (Nk 1) (xk ) Nk . , ,


N0 + N1 + . . . + Nn . Hm (x) m,
:
(i)
Hm
(xk ) = f (i) (xk ),

k = 0, n,

i = 0, Nk 1.

(4.3)

, Hm (x) = a0 + a1 x + . . . + am xm m + 1,
N0 + N1 + . . . + Nn ,
N0 + N1 + . . . + Nn 1.
. ,
, 1 .
, . (4.3), N0 + N1 + . . . + Nn 1.
:
(i)
Hm
(xk ) = 0,

k = 0, n, i = 0, Nk 1.

(4.4)

, .
(4.4) , xk Nk ,
N0 + N1 + . . . + Nn . ,
, , , .
, , ,
.
2 , :

i1
n NX
n
n
k 1 NkX
X
Y
f (i) (xk )

l Y
i+l
Nj

Hm (x) =
(x xj ) l
(x xj )Nj |x=x
.
i! l! (x xk )
k
x j=0
i=0
j=0
k=0

l=0

j6=k

j6=k

Nk = 1, .
: m
?

(n)

: n = {xk , k = 0, n}.
f (xk ). 0 = {x00 }, 1 = {x10 , x11 }, . . . , n = {xn0 , . . . , xnn },
. , , Ln (x) f (x).
. x f (x),
lim Ln (x) = f (x).
n

. f (x)
n
[a; b], max |Ln (x) f (x)| 0.
x[a; b]

4.1.
f (x) = |x| [1; 1].
xk (n) = nk , k = 0, n .
1

. . (1859) . (1864).
. (1878).

60

4.

, x 6= 1, 0 :
lim |Ln (x) f (x)| 9 0.

, .
4.1 (). n ,
f (x), [a; b], , , f (x)
[a; b].
4.2 (). f (x) [a; b] , n ,
f (x) [a; b].
.
, . ,
:
1) , ;
2) .
, [a; b], ,
. -
.
- m
Nk 1, ,
. , , .
.
m Nk 1, , , , :
sup |Hm (x) f (x)| inf .
x[a; b]

4.1

f (x) [a; b]. , xi :


a = x0 < x1 < . . . < xn = b.
, f (xi ) = fi ,
Sm (x), m :
Sm (x) = Pim (x) = ai0 + ai1 x + . . . + aim xm ,

x [xi1 ; xi ], i = 1, n.

, ( xi ) Sm (x) l- :
(l)
(l)
Pim (xi ) = P(i+1)m (xi ), l = 0, m 1, i = 1, n 1.
(4.5)
m [a; b].
, Sm (x) m + 1
n(m+1) . , (4.5) (n1)m .

4.1.

61

,
Sm (x) : f (x) :
Sm (xi ) = f (xi ),

i = 0, n.

n + 1 .
m 1 .
[a; b], , , - .
, aij n(m + 1)
- Sm (x).

III (m
3), , , i-
:
ci
di
S3 (x) = Pi3 (x) = ai + bi (x xi ) + (x xi )2 + (x xi )3 .
(4.6)
2
6
, [a; b] n , 4n . :
n + 1 :
S3 (xi ) = f (xi ),

i = 0, n.

3(n 1) :
(l)

(l)

Pi3 (xi ) = P(i+1) 3 (xi ),

i = 1, n 1, l = 0, 2.

2 :
S300 (a) = S300 (b) = 0.
. f (x) , .
, ci :



fi+1 fi
fi fi1

hi ci1 + 2(hi + hi+1 )ci + hi+1 ci+1 = 6

, i = 1, n 1;
(4.7)
hi+1
hi

c0 = cn = 0,
fi , hi [xi1 ; xi ]. , .
:

ci ci1

;
di =

hi
ci hi
h2i
fi fi1
b
=

d
+
, i = 1, n;

i
i

2
6
hi

ai = fi .
( ,
),
.

62

4.


, n
f (x) .
.
n = {xi = ai + h, i = 0, n, h =

ba
}
n

[a; b]. .
( : ):
||g(x)||C[a; b]

||gi ||C(n )

max |g(x)|;
x[a; b]

max |gi |

i=0, n

, :
M4 = ||f (4) (x)||C[a; b] .
,
|f 00 (x) S 00 (x)| .
. f (x) C 4 [a; b], S3 (x) ,
n . :
||f 00 (xi ) S300 (xi )||C(n ) 6

3
M4 h 2 .
4

(4.8)

. (4.6) , S300 (xi ) = ci . zi = S300 (xi ) f 00 (xi ),


ci = zi + f 00 (xi ). , (4.7) :

ci1 + 4ci + ci+1 = 6fxx,i , i = 1, n 1;
(4.9)
c0 = cn = 0,
i +fi1
f (x).
fxx,i = fi+1 2f
h2
ci , :

zi1 + 4zi + zi+1 = i , i = 1, n 1;
z0 = zn = 0,

00
00
i = 6fxx,i (fi1
+ 4fi00 + fi+1
).
- :

4zi = zi1 zi+1 + i .


, :
4|zi | 6 |zi1 | + |zi+1 | + |i | 6 2 max |zi | + max |i |.
i=0, n

i=1, n1

|zi | (,
z0 = zn = 0):
4||zi ||C(n ) 6 ||2zi ||C(n ) + ||i ||C(n ) .
,
||zi ||C(n ) 6

1
||i ||C(n ) .
2

(4.10)

4.1.

63

, (4.8) ,
||i ||C(n ) 6

3
M4 h 2 .
2

i :
00
00
i = 6fxx,i (fi1
+ 4fi00 + fi1
) = 6(fxx,i fi00 ) h2

00
00
fi1
2fi00 + fi+1
.
2
h

f 00 (x). ,
00
i = 6(fxx,i fi00 ) h2 fxx,i
.

(4.11)

:
fxx,i fi00 =

1
1
(fi1 2fi + fi+1 ) fi00 = 2 (f (xi h) 2f (xi ) + f (xi + h)) f 00 (xi ).
h2
h

f (xi h) f (xi + h) ( ) :
fxx,i fi00 =

1
h2
h3 (3) h3 (3)
h4
(fi + fi hfi0 + hfi0 + 2 fi00 fi + fi + 2 f (4) (i ) 2fi ) fi00 .
2
h
2
6
6
24

, ,
fxx,i fi00 = f (4) (i )

h2
.
12

00
fxx,i
:

1 00
1
00
(fi+1 2fi00 + fi1
) = 2 (f 00 (xi h) 2f 00 (xi ) + f 00 (xi + h)) =
2
h
h
1
h2
(3)
(3)
= { } = 2 (2fi00 + fi h fi h + 2f (4) (i ) 2fi00 ) = f (4) (i ).
h
2

00
=
fxx,i

, (4.11),
i =

1 (4)
f (i )h2 h2 f (4) (i ),
2

i , i [xi1 ; xi+1 ].

:
|i | 6

h2 (4)
3
3
|f (i )| + h2 |f (4) (i )| 6
max |f (4) (x)|h2 = M4 h2 .
2
2 x[a; b]
2

, :
||i ||C(n ) 6

3
M4 h 2 .
2

(4.10), .
4.3 ( ). f (x) C 4 [a; b]
n S3 (x).
:
||f (x) S3 (x)||C[a; b] 6 M4 h4 ;
(4.12)
||f 0 (x) S30 (x)||C[a; b] 6 M4 h3 ;

(4.13)

||f 00 (x) S300 (x)||C[a; b] 6 M4 h2 .

(4.14)

64

4.

. (1). (4.6) , x [xi1 ; xi ] :


S300 (x) = ci + di (x xi ).
, ci di :
di =

ci ci1
.
h

S300 (x) :
S300 (x) = ci + ci

x xi
x xi
x (xi h)
x xi
x xi1
xi x
ci1
= ci
ci1
= ci
+ ci1
.
h
h
h
h
h
h

i (x) =

x xi1
xi x
, i (x) =
, ,
h
h
S300 (x) = ci i (x) + ci1 i (x).

(4.15)

, i (x) + i (x) 1. , :
00
00
f 00 (x) = (i (x) + i (x))f 00 (x) + i (x)fi00 + i (x)fi1
i (x)fi00 i (x)fi1
.

fi00 = f 00 (xi ). (4.15), :


00
00
f 00 (x) S300 (x) = i (x)(fi00 ci ) + i (x)(fi1
ci1 ) + i (x)(f 00 (x) fi00 ) + i (x)(f 00 (x) fi1
).

:
00
00
|f 00 (x) S300 (x)| 6 i (x)|fi00 ci | + i (x)|fi1
ci1 | + |i (x)(f 00 (x) fi00 ) + i (x)(f 00 (x) fi1
)|. (4.16)

:
00
i (x)|fi00 ci | + i (x)|fi1
ci1 | 6 (i (x) + i (x)) max |fi00 ci | = max |fi00 ci |.
i

, ci = S300 (xi ), . :
00
i (x)|fi00 ci | + i (x)|fi1
ci1 | 6 ||f 00 (xi ) S300 (xi )||C(n ) 6

3
M4 h 2 .
4

00
(4.16) fi00 fi1
:

1
= f 00 (x) (f 00 (x) + f (3) (x)(xi x) + f (4) (i )(x xi )2 =
2
1 (4)
2
(3)
= f (x)(x xi ) f (i )(x xi ) , i [xi1 ; xi ].
2
1
00
00
00
00
f (x) f (xi1 ) = f (x) (f (x) + f (3) (x)(xi1 x) + f (4) (i )(xi1 x)2 =
2
1 (4)
(3)
= f (x)(x xi1 ) f (i )(xi1 x)2 , i [xi1 ; xi ].
2
f 00 (x) f 00 (xi )

(4.17)

4.1.

65

(4.16) :
00
|i (x)(f 00 (x) fi00 ) + i (x)(f 00 (x) fi1
)| =

i (x)f (4) (i )(x xi )2


i (x)f (4) (i )(xi1 x)2

|=
2
2
xi x
(x xi )(x xi1 )
(xi x)(x xi1 )
x xi1
; i (x) =
} = |f (3) (x)
+ f (3) (x)

= {i (x) =
h
h
h
h
(x xi1 )(x xi )2 (4)
(xi x)(xi1 x)2 (4)

f (i )
f (i )| =
2h
2h
= { } =
= |i (x)f (3) (x)(x xi ) + i (x)f (3) (x)(x xi1 )

=|


(x xi1 )(x xi ) 
(xi x)f (4) (i ) + (x xi1 )f (4) (i ) | 6
2h

(x xi1 )(xi x)
2M4 h =
6 { } 6 max
 x[xi1 ; xi ]
 2h

h
xi1 + xi
xi1 + xi
M4 h 2
= { x = xi } = M4
xi1
.
xi
=
2
2
2
4
(4.17) (4.16):
x [xi1 ; xi ] |f 00 (x) S300 (x)| 6 M4 h2 .
, i, :
||f 00 (x) S300 (x)||C[a; b] 6 M4 h2 .
, .
(2). . i x [xi1 ; xi ]. r(x) = f (x) S3 (x) , ,
, r(xi1 ) = r(xi ) = 0. r(x) ,
:
[xi1 ; xi ] : r0 () = 0.

|r0 (x)| = |r0 (x) r0 ()|
:
|r0 (x)| = |r00 ()(x )| 6 |r00 ()|h = |f 00 () S300 ()|h,

[xi1 ; xi ].

,
x [a; b] |S300 (x) f 00 (x)| 6 M4 h2 .
, x [xi1 ; xi ] |S 0 (x) f 0 (x)| 6 M4 h2 h = M4 h3 .
, :
||f 0 (x) S 0 (x)||C[a; b] 6 M4 h3 .
. . .
(3). .
x (xi1 ; xi ).
:
g(t) = f (t) S3 (t) K(t xi1 )(t xi ),

66

4.

K . K , g(x) = 0 :
f (x) S3 (x) K(x xi1 )(x xi ) = 0.
K =

f (x) S3 (x)
,
(x xi1 )(x xi )

g(t) = f (t) S3 (t)

f (x) S3 (x)
(t xi1 )(t xi ).
(x xi1 )(x xi )

, , , g(xi1 ) = g(xi ) = 0. , g(t)


[a; b] .
, , , g 00 () = 0.
g 00 (t) = f 00 (t) S300 (t) 2K,
g 00 () = 0 f 00 () S300 () 2

f (x) S3 (x)
=0
(x xi1 )(x xi )

x :
f (x) S3 (x) =

f 00 () S300 ()
(x xi1 )(x xi ).
2

, :
|f (x) S3 (x)| =

M4 h 2 h h
1 00
|f () S300 ()||(x xi1 )(x xi )| 6
6 M4 h 4 .
2
2

x i x [a; b].
:
||f (x) S3 (x)||C[a; b] 6 M4 h4 .
.
.
. n S3 (x),
n, f (x) || ||C[a; b] .

4.2

f (x)
.
(x) = a0 0 (x) + a1 1 (x) + . . . + am m (x).
m+1 , n+1
(m = n m > n ).
, m < n (, , ,
). :
,
, , :
~r = ((x0 ) f (x0 ), (x1 ) f (x1 ), . . . , (xn ) f (xn )) ,

4.2.

67

x0 , . . . , xn , f (x).
, -:
! 21
n
X
||~r||(1) =
((xi ) f (xi ))2 ;
i=0

||~r||(2)

max |(xi ) f (xi )|.


i

ai (x) , . ( )
. .
4.2.
f (x) x0 , x1 = x0 + h, x2 = x0 + 2h ( n = 2),

(x) = a0 0 (x) + a1 1 (x)
m 1. 0 (x) 1 (x) 0 1 :
0 (x) = 1; 1 (x) = x x1 .
, (x) = a0 + a1 (x x1 ), ~r :
~r = (a0 a1 h f0 , a0 f1 , a0 + a1 h f2 )T .
||~r||(1) , , :
||~r||2(1) = F (a0 , a1 ) =

2
X

ri2 = (a0 a1 h f0 )2 + (a0 f1 )2 + (a0 + a1 h f2 )2 .

i=0

, ,
:

F (a0 , a1 )

= 0;

2(a0 a1 h f0 ) + 2(a0 f1 ) + 2(a0 + a1 h f2 ) = 0;


a0

2(a0 a1 h f0 )(h) + 2h(a0 + a1 h f2 ) = 0.

F (a0 , a1 ) = 0.
a1

f0 + f1 + f2

;
a0 =
3a0 = f0 + f1 + f2 ;
3

f2 f0
2a1 h2 = f2 h hf0 .

a1 =
.
2h
, , ,
a0 , a1 F (a0 , a1 ) .
:
f0 + f1 + f2
f2 f0
(x) =
+
(x x1 ).
3
2h
. ||~r||2(1) :
||~r||2(1) =

n
X

ri2 = (a0 a1 h f0 )2 + (a0 f1 )2 + (a0 + a1 h f2 )2 =

i=0


=
=

f0 + f1 + f2
f2 f0

f0
3
2

1
62 (f0

+ 2f1 f2 )2 +

1
= (f0 2f1 + f2 )( 36
+

1
9

1
32 (f0

1
36 )

2


+

f0 + f1 + f2
f1
3

2f1 + f2 )2 +
=

1
62 (f0

(f0 2f1 + f2 )2
.
6

2


+

f0 + f1 + f2
f2 f0
+
f2
3
2

+ 2f1 f2 )2 =

2
=

68

4.

, f (x) C 2 [x0 ; x2 ]. f0 f2 :
h2
,
2
h2
f2 = f (x1 + h) = f1 + f10 h + f 00 () ,
2

f0 = f (x1 h) = f1 f10 h + f 00 ()

[x0 ; x1 ];
[x1 ; x2 ].

,
||~r||2(1)
M2 =


2
1
(f 00 () + f 00 ())2 h4
h2
00
00
=
=
(f () + f ())
.
6
2
24

max |f 00 (x)|, :
x[x0 ; x2 ]

||~r||2(1) 6

4M22 h4
h4
= M22 .
24
6

,
:
M2 h 2
||~r||(1) 6
6
, , .
.

p
H ||f || = hf, f i, i (i = 0, n)
.
= c0 0 + . . . + cn n ,

ci R,

f H. ||f ||.
. ,
e (
min ||f || = ||f ||),
e
.

, .
L2 [a; b] ( , )
f. L2 :
1

Zb
hg, f iL2 =

Zb
f (x)g(x) dx,

||f ||L2 =

2
2
f (x) dx .

. ||f ||,
. ( )
:
*
+
n
n
X
X
2
||f || = hf , f i = f
cl l , f
ck k =
= hf, f i

n
X

cl hl , f i

l=0

= ||f ||2 2

n
X
l=0

l=0
n
X

k=0

ck hk , f i +

k=0

cl hl , f i +

n X
n
X
l=0 k=0

n X
n
X
l=0 k=0

cl ck hl , k i =

cl ck hl , k i =

4.2.

= {

= ||f ||2 2

n
X
l=0

cl fl +

Rb

fl

= hl , f i =

akl

= hk , l i =

n X
n
X

69

f (x)l (x) dx;

Rb

} =
k (x)l (x) dx.

ck cl akl =

l=0 k=0

c = (c0 , c1 , . . . , cn )T ;
= {
f = (f0 , f1 , . . . , fn )T ; } =

A = (akl ).


= ||f ||2 2 c, f + hAc, ci = ||f ||2 + F (c).
, :
||f ||2 = ||f ||2 + F (c).

(4.18)

, ||f || F (c)
c.
A , . , ,
c 6= 0 hAc, ci > 0.
(4.18) f 0, , hAc, ci = ||||2 > 0. ,
y 6= 0 , hAy, yi = 0. , |||| = 0.
i , ,
yi = 0 i. ,
y = 0 = c 6= 0

hAc, ci > 0.

, A .
.
4.4. A , A = AT > 0, f ( ).


F (c) = hAc, ci 2 f , c
c , c , :
Ac = f .

(4.19)

. .
. c (4.19). ,
v F (c + v) > F (c) :


F (c + v) = hA(c + v), c + vi 2 f , c + v = hAc, ci + hAc, vi + hAv, ci + hAv, vi 2 f , c 2 f , v =


= {A = AT = hAc, vi = hAv, ci} = F (c) + hAv, vi + 2 v, Ac f = F (c) + hAv, vi .
A > 0, hAv, vi > 0. , c . .
. c F (c).
y v = y ( ). ,
,


F (c + v) = F (c) + hAv, vi + 2 v, Ac f = F (c) + 2 hAy, yi + 2 y, Ac f .
(4.20)

70

4.

, , g(). ,
= 0 g() . , , ,
g 0 (0) = 0. (4.20) , ,



Ac f , y = 0.
2 hAy, yi + 2 y, Ac f =0 = 0
y , Ac f = 0. , c
(4.19). .
,
F (c). , A ,
(4.19) . .

, f L2 [a; b]. :
1. (n + 1) k , k = 0, n L2 [a; b].
2. A = (akl ) :
Zb
akl =

k (x)l (x) dx.


a

3. f = (f0 , f1 , . . . , fn ), fi :
Zb
fi =

f (x)i (x) dx,

i = 0, n.

4. c = (e
c0 , e
c1 , . . . , e
cn ), Ac = f .
5.
e:

e=e
c0 0 + e
c1 1 + . . . + e
cn n .

.
,
e f, ||f ||.
e
.
.
e f.
hf ,
e i
e =0

e (f ).
e
.
e k :
*
+
n
n
n
n X
n
X
X
X
X
hf ,
e i
e = f
e
ck k ,
e
cl l =
e
cl hf, l i
e
ck e
cl hk , l i =
k=0

n
X

e
cl fl

l=0

n X
n
X

l=0

l=0

k=0 l=0


e
ck e
cl akl = { } = c, f hAc, ci = f Ac, c .

k=0 l=0

,
e c Ac = f , ,
hf ,
e i
e = 0.
.

4.2.

71

:
||f ||
e 2 = hf ,
e f i
e = hf ,
e f i hf ,
e i
e = hf ,
e f i = hf, f i h,
e fi .
, hf, i
e = h,
e i
e ,
||f ||
e 2 = hf, f i h,
e i
e = ||f ||2 ||||
e 2.
. {k } , h
ek ,
el i = kl , A = E.
, ck = hf, k i = fk , :

e=

n
X

fk k .

i=0

ck ,

e .
4.3.
. , f (x) x0 , x1 = x0 + h, x2 = x0 + 2h. F0 = f (x0 ), F1 = f (x1 ), F2 = f (x2 ).
:
0 (x) = 1,

1 (x) = x x1 .

, , , :
(x) =

F2 F0
F0 + F1 + F2
+
(x x1 )
3
2h

f :
1. 0 (x) = 1,

1 (x) = x x1 .
xZ1 +h

2. akl =

k (x)l (x) dx :
x1 h

a00

2h;
xZ1 +h

a10

= a01 =
x1 h
xZ1 +h

a11

(x x1 )2 dx =

=
x1 h

2h
= A =
0

x +h
(x x1 )2 1
= 0;
(x x1 ) dx =

2
x1 h
x +h
(x x1 )3 1
h3
2h3
h3
+
=
.
=

3
3
3
3
x1 h

0
2h3 .
3

3. , , f (x),
f0 f1 . : f0 , f1

72

4.

( , ):
xZ1 +h

f0

f (x) dx = f (x) 2h 2h

F0 + F1 + F2
;
3

x1 h
xZ1 +h

f1

Zb
ba
f (x)(x x1 ) dx { G(x) dx
(G0 + 4G1 + G2 )}
6

x1 h

h2
2h
[F0 (h) + 4F1 0 + F2 h] =
(F2 F0 )
6
3

4. Ac = f . A ,
:

F0 + F1 + F2
F0 + F1 + F2

c0 = 2h
;
c0 =
;
2he
e
3
3

2h3
F2 F0
h2

e
c1 =
.
e
c1 =
(F2 F0 ).
2h
3
3
5. e
c0 e
c1 , :
F0 + F1 + F2
F2 F0
(x)
e
=
+
(x x1 ).
3
2h
(x). :
f0 , . f0 , :
xZ1 +h

f (x) dx

h
[F0 + 4F1 + F2 ].
3

x1 h

Ac = f , e
c0 e
c1 :

F
+
4F
+
F
0
1
2

c0 =
;
e
6

F2 F0
e

c1 =
.
2h
:
F0 + 4F1 + F2
F2 F0
(x)
e
=
+
(x x1 ).
6
2h
: ?. ,
e

e :
F0 2F1 + F2
h2 F0 2F1 + F2
h2
(x)
e
(x)
e
=
=

=
fxx,1 ,
6
6
h2
6
fxx,1 f (x) x1 . ,

e f ||(x)
e
f (x)||2 :
||(x)
e
f (x)||2 =

1
(F0 2F1 + F2 )2 .
6

,
f
e
e .
e
- f . ,
, , ,
. .

du

= f (t, u(t)), 0 < t < T ;


dt

u|
= u .
t=0

.
[0; T ] = {tn = n, n = 0, 1, . . . T }, .
un = u(tn ), yn , n-
zn = yn un (zn , yn , un ).
u
, zn .
. tn
, tn m > k,
.
yn .
0

. yn un tn , |zn | 0.
. .
. |zn | = O( p ), p- .
:
yn+1 yn
u0 (tn ) =
,

:
yn+1 yn
= f (tn , yn ), n = 0, 1, . . .
(5.1)

yi .
yn
, y0 .

yn+1 = yn + f (tn , yn ); n = 0, 1, . . .
y0 = u 0 .

73

74

5.

, (n+1)- n- ,
( ).
,
. f (t, y) (tn+1 , yn+1 ) :
yn+1 yn
= f (tn+1 , yn+1 ).

yn+1 :

yn+1 = f (tn+1 , yn+1 ) + yn , y = 0, 1, . . . ;
y0 = u 0 .
, , ,
y . .
un+1 un
+ f (tn , un ) (
. n =

) (5.1) tn .
. , . - m = 1.
0

. tn , n 0 (
).
. p- tn ,
: |n | = O( p ).
.

5.1

-1 ,
:
m
X
yn+1 yn
=
i Ki (y),
(5.2)

i=1
Ki :
K1 (y)

f (tn , yn );

K2 (y)

f (tn + a2 , yn + b21 K1 (y));

K3 (y)

= f (tn + a3 , yn + b31 K1 (y) + b32 K2 (y));


...
m1
X
Km (y) = f (tn + am , yn +
bmi Ki (y)).
i=1

ai , bij , i -.
f . m, m- .
m > 5 ( 4- ).
1

. (1885).

5.1. -

75

- ,
? .
, (5.2) 0
( |n | 0). :
m

n =

un+1 un X
+
i Ki (u).

i=1

un+1 tn :
un+1 = un + u0n + O( 2 ).
Ki ( ):
Ki (u) = f (tn , un ) + O( ).
:
n =

u0n

+ f (tn , un )

m
X

i + O( ) = f (tn , un ) 1 +

i=1

m
X

!
i

+ O( ).

i=1

, , ( m
X
i = 1;
p = 1, n = O( )), ,
i=1

O( ).
, (5.2):
m
X

i = 1.

i=1

5.1 ( -). -
, yn un ,
.
. , f (t, u) - , u1 , u2 |f (t, u1 ) f (t, u2 )| 6 L|u1 u2 |, L .
: zn = yn un . yn = zn + un
(5.2). :
m
m
X
zn+1 zn
un+1 un X
=
+
i Ki (u) +
i (Ki (y) Ki (u)).

i=1
i=1
m

X
un+1 un X
+
i Ki (u) = n , n =
i (Ki (y) Ki (u)).

i=1
i=1
i |Ki (y) Ki (u)| :

i=1:
i=2:

|K1 (y) K1 (u)| = |f (tn , yn ) f (tn , un )| 6 L|yn un | = L|zn |.


|K2 (y) K2 (u)| = |f (tn + a2 , yn + b21 K1 (y)) f (tn + a2 , un + b21 K1 (u))| 6
6 L|yn un + b21 (K1 (y) K1 (u))| 6 L(|zn | + |b21 | |K1 (y) K1 (u)|) 6
6 L(|zn | + |b21 |L|zn |) 6 { b = max bij } 6 L|zn |(1 + bL).
i=2, n
j=1, m1

76

5.

i=3: i = 3, :
|K3 (y) K3 (u)| 6 L|zn |(1 + bL)2 .
. ,
|Kl (y) Kl (u)| 6 L|zn |(1 + bL)l1 ,

l = 1, m.

i :
|Ki (y) Ki (u)| 6 L|zn |(1 + bL)i1 ,
i + 1 :



i
X


b(i+1)j Kj (y)
|Ki+1 (y) Ki+1 (u)| = f tn + ai+1 , yn +

j=1




X

i
i
X


f tn + ai+1 , un +
b(i+1)j Kj (u) 6 L yn un +
b(i+1)j (Kj (y) Kj (u)) 6


j=1
j=1
6 { bij 6 b } 6




i
i
X
X
j1
(1 + bL)
=
|Kj (y) Kj (u)| 6 L |zn | + bL|zn |
6 L |yn un | + b
j=1

j=1



bL)i
= L|zn | 1 + bL 1(1+
= L|zn |(1 + bL)i .
1(1+ bL)
, (5.3) . |n | :
|n | 6

m
X

|i | |Ki (y) Ki (u)| 6 { = max |i |} 6


i=1, m

i=1

m
X

L|zn |(1 + bL)i1 = L|zn |(1 + bL)m1 m.

i=1

:
m(1 + bL)m1 6 {(1 + y) 6 ey } 6 me bL(m1) 6 { 6 T} 6 meT bL(m1) ,
|n | 6 |zn |L.
, ,

zn+1 zn
= n + n , :

|zn+1 | 6 |zn | + |n | + |n | 6 |zn | + |n | + |zn |L =


= |zn |(1 + L) + |n | 6 |zn1 |(1 + L)2 + |n1 |(1 + L) + |n |.
n 1 , :
|zn+1 | 6 |z0 |(1 + L)n +

n
X

|j |(1 + L)nj .

j=0

= max |j | , z0 = y0 u0 = 0, :
j=0, n

|zn+1 | 6

n
X
j=0

(1 + L)j 6 max (1 + L)j (n + 1).


j=0, n

(5.3)

5.2. -

77

, n = T,
|zn+1 | 6 T eT L ,
, , |i | 0,
(|zn | 0 ). ,
p- (n = O( p )), p- :
|zn | = O( p ).
, .
, f (t, y).

5.2

- m = 2. ( yn+1 ) :

yn+1 yn

= 1 K1 (y) + 2 K2 (y);

K1 (y) = f (tn , yn );
K2 (y) = f (tn + a2 , yn + b21 K1 (y)).

, 2- .
:
n =

un+1 un
+ 1 K1 (u) + 2 K2 (u),

(5.4)

, n = O( 2 ).
(5.4), :
un+1 un
1
1
2

= (u(tn + ) un ) = (un + u0n + u00n


+ O( 3 ) un ) = u0n + u00n + O( 2 ).

2
2
, K1 (u) = f (tn , yn ). fn . ,
K2 (u) :
K2 (u) = f (tn + a2 , un + b21 fn ) = fn + ft0 (tn , yn )a2 + fu0 (tn , un )b21 fn + O( 2 ).
(5.4), :
n = u0n u00n

+ 1 fn + 2 (fn + ft0 (tn , yn )a2 + fu0 (tn , un )b21 fn ) + O( 2 ).


2

u , :
 0
u = f (t, u);
u00 = ft0 + fu0 u0 = ft0 + fu0 f.
:
n = fn (1 + 1 + 2 ) + ft0 (tn , yn )(

+ 2 a2 ) + fu0 (tn , yn )fn ( + 2 b21 ) + O( 2 ).


2
2

78

5.

1 , 2 , a2 , b21 ,
. 1 , 2 , a2 , b21 ,

1 + 2 = 1;

1
2 a2 = ;
2

b = 1.
2 21
2

(5.5)

, a2 b21 . a.
2 = , , 1 = 1.
(5.5) :

1 = 1 ;
a = 1 .
2
, :
yn+1 yn = ((1 )f (tn , yn ) + f (tn + a, yn + af (tn , yn ) ))
1
2- , a = . ,
2
2- .
1
. = 1, a = :
2
yn+1 yn = f (tn +
=

f (tn , yn )
, yn +
).
2
2

1
, a = 1 :
2
yn+1 yn =

[f (tn , yn ) + f (tn+1 , yn + f (tn , yn )] .


2

,
. , - ,
, .
.
-
4- -
m=4:

1
yn+1 yn

=
(K1 (y) + 2K2 (y) + 2K3 (y) + K4 (y));

K1 (y) = f (tn , yn );

K2 (y) = f (tn + , yn + K1 (y));

2
2

K3 (y) = f (tn + , yn + K2 (y));

2
2

K4 (y) = f (tn + , yn + K3 (y)).


- .
, .

5.3.

5.3

79

. m- :
a0 yn + a1 yn1 + a2 yn2 + . . . + am ynm
= b0 fn + b1 fn1 + . . . + bm fnm .
(5.6)

ai , bj , ynk fni :

ynk = y(tnk );
fni = f (tni , yni ).
, m-
y0 , y1 , . . . , ym1 . y0 u0 ,
y1 , . . . , ym1 - .
, f (x)
f ,
y1 , . . . , ym1 .
(5.6) b0 , fn , ( , ). b0 6= 0,
( , , );
yn , .
, , (5.6) -
m
X
. , :
bi = 1. ,
i=0

(5.6)
:
f (tn , un )

m
X

bi f (tn i, u(tn i )) = { } =

i=0

= f (tn , un )

m
X

bi [f (tn , un ) + O( )]gg = fn (1

i=0

m
X

bi ) + O( ) = O( )

i=0

.
k- . :
m
X

n =

m
X

ai u(tn i )

i=0

m
X

bi f (tn i, u(tn i )) =

ai uni

i=0

i=0

m
X

bi f (tni , uni ).

i=0

:
u(tn i )

k
(j)
X
un
j=0

f (tni , uni )

j!

(i )j + O( k+1 );

= {u0 = f(t, u)} = u0ni = u0 (tn i ) =

k1
X
j=0

(j+1)

un
j!

(i )j + O( k ).

, :

m
k
m
k1
(j)
X
X
X
X u(j+1)
1
un
n
n =
ai
(i )j +
bi
(i )j + O( k ).
i=0
j!
j!
i=0
j=0
j=0

80

5.

,
j = 0, j = j + 1.
:
n

m
k
m
k
(j) m
(j)
X
X
1X
1 X un X
un
un ai
ai (i )j +
bi (i )j1 + O( k ) =
i=0
j=1 j! i=0
(j

1)!
i=0
j=1

m
k
m
(j)
X
un X
un j1 X
ai +

(i)j1 (iai + jbi ) + O( k ).


i=0
j!
j=1
i=0

, ai , bj ,
:
n = O( k ).
, k-
:
X
m

ai = 0;

i=0
(5.7)
m
X

j1

(i) (iai + jbi ) = 0, j = 1, k.

i=0

j = 1 :
m
X
i=0

m
X

iai +

m
X

bi = 0.

(5.8)

i=0

bi = 1, (5.8) :

i=0
m
X
i=0

iai = 1

m
X

iai = 1.

i=1

(5.7),
k- :
m
X

bi = 1;

i=0

ai = 0;

i=0
(5.9)
m

iai = 1;

i=1

ij1 (iai + jbi ) = 0, j = 2, k.

i=1

k + 2 , , ,
k- . 2m + 2 .
, , k + 2 6 2m + 2.
, m - 2m
. , ,
2m 1.
.

5.4.

5.4

81

. 2 m - ,

a0 = 1, a1 = 1, a2 = a3 = . . . = am = 0.
, yn :
yn yn1
= b0 fn + b1 fn1 + . . . + bm fnm .

(5.10)

, m- .
, :
m
X

bi = 1;

i=0

ai = 0;

i=0

m
X

iai = 1;

i=1

ij1 (iai + jbi ) = 0,

j = 2, k.

i=1

. ai
, :
m
X

bi = 1;

i=0
(5.11)
m
X

j1

j
i bi = 1, j = 2, k.

i=1

bi k- . k
, m + 1 . , , :
k 6 m + 1.
, m + 1.
, k = m + 1, (5.11) ,
, .
(5.10), , b0 = 0
yn . , (5.11) ,
k 6 m.
b0 6= 0, , yn ,
, :
yn b0 f (tn , yn ) = yn1 +

m
X
i=1

.
2

. (1855).

bm fni .

82

5.

5.1. b0 = 0, m = 1. , yn ,
m, 1. .
(5.11) b1 , ,
b1 = 1. :

yn yn1 = f (tn1 , yn1 ), n = 1, 2, . . .

y0 = u0 .
5.2. b0 = 0, m = 3.
3 . (5.11) bi :

23

;
b1 =

12

b1 + b2 + b3 = 1;

4
2(b1 + 2b2 + 3b3 ) = 1;
b2 = ;

3(b1 + 4b2 + 9b3 ) = 1.

b3 = 5 .
12
:
yn yn1
23fn1 16fn2 + 5fn3
=
, n > 3.

12
y0 , , u0 , y1 y2 -.
, ( k
).
5.3. m = 1. k,
2 . :


b0 + b1 = 1;
2b1 = 1.

b0 = ;
2

b = 1.
1
2

yn yn1 = fn + fn1 ,

y0 = u 0 .

n>1

yn , , . -
:

yn f (tn , yn ) = yn1 + fn1 .


2
2
, yn1 .
5.4. , m = 2 k = 3.
bi :

b0 = 12 ;

b0 + b1 + b2 = 1;

2
2(b1 + 2b2 ) = 1;
b1 = ;

3(b1 + 4b2 ) = 1.

b2 = 1 .
12

5.4.

83

yn yn1
5fn + 8fn1 fn2

=
, n>2

12

y = u0 ;

0
y1 - 3- .
yn .

. m - ,
b0 = 1, b1 = b2 = . . . = bm = 0. :
a0 yn + a1 yn1 + . . . + am ynm
= fn .

, , yn ,
, :
m
X
a0 yn f (tn , yn ) =
ai yni .
i=1

k-
m
X

bi = 1;

i=0

ai = 0;

i=0

m
X

iai = 1;

i=1

ij1 (iai + jbi ) = 0,

j = 2, k.

i=1

.
, :
m
X

ai = 0;

i=0

m
X
iai = 1;

i=1

ij ai = 0, j = 2, k.

(5.12)

i=1

m + 1 k + 1 . ,
k- , k
m. k = m , , ,
.

84

5.

5.5. m = 1, k = 1. ai
:


a0 + a1 = 0;
a0 = 1;

a1 = 1.
a1 = 1.
:
( y y
n
n1
= f (tn , yn ),

y0 = u 0 .

n > 1;

5.6. m = 2 k = 2, :

a0 + a1 + a2 = 0;
a1 + 2a2 = 1;

a1 + 4a2 = 0.

a0 = ;

a
=
2;
1

a = 1.
2
2

3yn 4yn1 + yn2

= f (tn , yn ),

n>2

y = u0 ;

0
y1 - 2- .
, yn :
1
3
yn f (tn yn ) = 2yn1 yn2 .
2
2
5.7. m = 3, k = 3. (5.12)
, :

11

a0 =
;

a
+
a
+
a
+
a
=
0;

0
1
2
3

a1 = 3;
a1 + 2a2 + 3a3 = 1;
3

a1 + 4a2 + 9a3 = 0;

a2 = ;

a1 + 8a2 + 27a3 = 0.

a3 = 1 .
3
:

11yn 18yn1 + 9yn2 2yn3

= f (tn , yn ),

n>2

y = u0 ;

0
y1 , y2 - 3- .
.
( ). ,
, .

5.5.

5.5

85

,
:

du

= f (t, u), t > 0;


dt

u t=0 = u0 .
. , u :
du
dt

t=0

= f (t, u),

t > 0;

(5.13)

= u0 .

U , :
dU
dt

U

t=0

= f (t, U ),

t > 0;

(5.14)

= u0 + u0 .

: U = u + u, u -. u,
U (5.14) f (t, u) :
(

u

du du
+
dt dt
+ u t=0
t=0

= f (t, u + u) = f (t, u) + fu0 (t, u)u + Rf ,

t > 0;

= u0 + u0 .

(5.13), :
(

du
dt
u

t=0

= fu0 (t, u)u + Rf ,

t > 0;

(5.15)

= u0 .

, fu0 (t, u) < 0, u(t) . , (5.13)


.
. (
fu0 < 0 ), , u (, ,
U u, ).
, ,
(5.15). :
(

du
dt
u

t=0

= u,

t > 0;

= const < 0;

= u0 ,

, , , (5.14), , u.
.
. , u0 , , . , , , ,
.

86

5.

,
.
.
5.8. . :
yn+1 yn
= f (tn , yn ).

, , f (tn , yn ) = yn ,
:
yn+1 = (1 + )yn .
, , yn
n. |yn+1 | = |1 + | |yn | , |1 + | 6 1,
2 6 6 0.
, > 0, < 0. ,

6

2
2
=
.

||

, , , ,
, f (t, u) ( f (t, u)).
f.
5.9. .
yn+1 yn
= f (tn+1 , yn+1 ).

, f (tn+1 , yn+1 ) = yn+1 ,


yn+1 (1 ) = yn .
, |yn+1 | 6 |yn |. ,
> 0 < 0, .
, .
,
, ,
.
.
:
yn+1 = an yn + an1 yn1 + . . . + a0 y0 .
. , . , , yi = q i .
. , |q| 6 1 ( ), .
, |q| > 1, .

5.5.

87

. .
yn+1 yn
= f (tn , yn ).

yn = q n .
yn+1 = (1 + )yn , q 1 + .
, |1 + | 6 1, .
, ,
.
, :
|q| =

1
.
|1 |

, ,
q , , . ,
, C.
, .
= C, :
|1 + | 6 1.

<

, , .
:
|1 | > 1.
, .
.
, |q| 6 1.
. -3 , .
, -, .
, , , -
.
3

88

5.

<

. .
. ( )-,
|arg()| < .

<

= rei()

,
= rei

arg() = .

, .
5.1. m- ( )-.
, ,
.
( )- .
.
5.10. .
1
3
yn 2yn1 + yn2 = f (tn , yn ).
2
2
5.11. .
1
(25yn 48yn1 + 36yn2 16yn3 + 3yn4 ) = f (tn , yn ).
12
. , f (tn , yn ) = yn , , = ,

5.5.

89

:
3
1
yn 2yn1 + yn2 = yn .
2
2

(5.16)

, yn = q n .
(5.16), :
1
3 2
q 2q + = q 2 .
2
2
:
1
3 2
= + 2.
2 q
2q
, |q| < 1.
, , . , |q| = 1, q = ei
:
3
1
3
1
1
2ei + ei2 = 2 cos + 2i sin + cos 2 i sin 2 =
2
2
2
2
2
3
1
= 2 cos + (2 cos2 1) + i(2 sin sin cos ).
2
2

() =

x = cos (x [1; 1]), :


p
= 1 2x + x2 i(2 x) 1 x2 .

|q| < 1
|q| > 1
4 <
|q| = 1

, , , = 23
.
. 1i

1/2

= 32 , , q =
, |q| < 1 , ,
3
, .
,
, , .

.
:
(
ut = f (t, u), t > 0;
u|t=0 = u0 ,
u = (u1 , u2 , . . . , un ) f = (f1 , f2 , . . . , fn ).

90

5.

-
, :

ut =

vt =
u(0)
=

v(0) =

f (t, u, v);
g(t, u, v);
u0 ;
v0 .

, -
( ). u(tn ) = yn , v(tn ) = zn , :
1
yn+1 yn
= (K1 + 2K2 + 2K3 + K4 );

zn+1 zn = 1 (M + 2M + 2M + M ).
1
2
3
4

Ki , Mi , i = 1, 2, 3, 4 :
K1
K2
K3
K4

= f (tn , yn , zn ),
M1 = g(tn , yn , zn );
= f (tn + 2 , yn + 2 K1 , zn + 2 M1 ), M2 = g(tn + 2 , yn + 2 K1 , zn + 2 M1 );
= f (tn + 2 , yn + 2 K2 , zn + 2 M2 ), M3 = g(tn + 2 , yn + 2 K2 , zn + 2 M2 );
= f (tn + , yn + K3 , zn + M3 ), M4 = g(tn + , yn + K3 , zn + M3 ).

, ,
, . . , , .
:
0
u + a1 u1 = 0, a1 > 0;

10
u2 + a2 u2 = 0, a2 > 0;
u1 (0) = u0 ;

u2 (0) = u0 ,
:


u1
u2

= u0 ea1 t ;
= u0 ea2 t .

, a1  a2
. t > t .
(, - ).
> 2, a1 a2 ,
= a1 = a2 . , 6 a21 (
, a1  a2 ).
, ,
. , (
), , .
, , ,
(, ).
. :

u
t
t=0

= f (t, u),
= u0 .

0 < t 6 T;

(5.17)

5.6. -

91

u
u0

u2 (t)
u1 (t)
t

():


fj (t, u)
A(t, u) =
ui
k (t), t [0; T ].
. (5.17) , :
Re k (t) < 0 k, t [0; T ];
max |Re k (t)|
sup
t[0; T ]

min |Re k (t)|

 1 .

5.6

.
:

(k(x)u0 (x))0 q(x)u(x) + f (x) = 0, 0 < x < l;


k(0)u0 (0) + u(0) = 1 ;
(5.18)

u(l) = 2 .
k, q, f u. ,

k(x) > k0 > 0;


q(x) > 0;

> 0,
(5.18) .
(5.18) .
.
(5.18) .
, .
, - .
,
.

92

5.

. [0; l] :
l
}
N

h = {xi = ih, i = 0, N , h =

, x0 = 0, xN = l. :
xi 21 = xi

h
.
2

ui = u(xi ) , W (x) = k(x)u0 (x).


, i [1; N 1]
(5.18) [xi 12 ; xi+ 12 ] :
xi+ 1

((k(x)u0 (x))0 q(x)u(x) + f (x)) dx = 0

xi 1
2

xi+ 1

xi+ 1

Wi+ 21 Wi 12

q(x)u(x) dx +

xi 1

f (x) dx = 0,

(5.19)

xi 1

Wi 21 = W (xi 12 ).

xi+ 1

Z
ui

q(x) dx. (5.19)

xi 1

:
xi+ 1

xi+ 1

Wi+ 21 Wi 12 ui

f (x) dx 0.

q(x) dx +

xi 1

(5.20)

xi 1

. :
xi+ 1

i =

1
h

xi+ 1

f (x) dx;

di =

xi 1

q(x) dx.

(5.21)

xi 1

, u0 (x) =

1
h

W (x)
. [xi ; xi+1 ], :
k(x)
x
Zi+1

ui+1 ui =

W (x)
dx.
k(x)

xi

:
x
Zi+1

ui+1 ui Wi+ 21
xi

dx
.
k(x)

5.6. -

93

ai+1

1
=
h

x
Zi+1

1
dx
,
k(x)

xi

ui+1 ui

;
Wi+ 21 ai+1
h

W 1 a ui ui1 .
i
i 2
h

(5.22)

(5.21) (5.22), (5.20)


:
ui ui1
ui+1 ui
ai
hdi ui + i h 0.
(5.23)
ai+1
h
h
yi , (5.23) ui :
ai+1

yi+1 yi
yi yi1
ai
hdi yi + i h = 0.
h
h

(5.24)

yi ui .
, ,
, , . yx,i+1
yx,i , (5.24) :
ai+1 yx,i+1 ai yx,i hdi yi + i h = 0.
h, :
(ayx )i+1 (ayx )i
(ayx )x,i .
h
:
(ayx )x,i di yi + i = 0.

(5.25)

i = 1, N 1.
( ) yi . N 1 N + 1
. 2
. (5.18) u(l) yN , ,
yN = 2 .

(5.26)

, (5.19), [0; h2 ].
:
h
h
Z2
Z2
W 12 W0 u0 q(x) dx + f (x) dx 0.
(5.27)
0

1
2

W0 ,
u1 u0
;
h
W0 u0 1 .
W 12 a1

94

5.

uk yk :

y1 y0
;
h
W0 = y0 1 .
W 21 = a1

,
h

0 =

1
h
2

Z2
f (x) dx,
0

d0 =

1
h
2

Z2
q(x) dx,
0

(5.27) :
h
h
a1 yx,0 y0 + 1 d0 y0 + 0 = 0
2
2
a1 yx,0 y0 = ,
d0 h2 ,

(5.28)

0 h2 .

= 1 +
= +
(5.25), (5.26) (5.28) ,
- .

. ,
. , (5.25) :


1
yi+1 yi
yi yi1
ai+1
ai
di yi + i = 0.
h
h
h
yi , :
Ai yi+1 Ci yi + Bi yi1 = Fi ,

i = 1, N 1,

Ai = ai+1 , Bi = ai , Ci = ai + ai+1 + di h2 .
(5.26) (5.28), N + 1 . , , ,
. , :
Ai , Bi > 0, Ci > Bi + Ai
yi , (5.25), (5.26) (5.28).

5.7

. , (5.18),
:

(k(x)u0 (x))0 q(x)u(x) + f (x) = 0, 0 < x < 1;
u(0) = u(1) = 0.
, u,
Z1
J[u] =
0

[k(x)(u0 (x))2 + q(x)u2 (x) 2f (x)u(x)] dx.

5.8.

95

[0; 1] , :
N Zxi
X


J[u] =
k(x)(u0 (x))2 + q(x)u2 (x) 2f (x)u(x) dx.
i=1x

i1

:
N Zxi
X


2
J[u]
k(x)ux,i
+ q(x)u2 (x) 2f (x)u(x) dx.
i=1x

i1

1
ai =
h

Zxi
k(x) dx, :
xi+1


Zxi
N 
X

2
ai ux,i h +
J[u]
q(x)u2 (x) 2f (x)u(x) dx .
i=1

xi1

, ui yi :
J[u] J[y] = Jh (y0 , y1 , . . . , yN ) =

= {y0 = yN = 0} =

N
X

2
h+
ai yx,i


N 
X
h
2
2
ai yx,i
h + (qi yi2 2fi yi + qi1 yi1
2fi1 yi1 ) =
2
i=1

N
1
X

(qi yi2 2fi yi )h.

i=1

i=1

, , yi , , , .
:
Jh
= 0
yi

1
1
2ai+1 yx,i+1 ( h) + 2ai yx,i ( h) + (2qi yi 2fi )h = 0
h
h
ai+1 yx,i+1 ai yx,i
qi yi + fi = 0
h
(ayx )x,i qi yi + fi = 0.

( ). , , -
, , .

5.8

.
.
xi [ ], [,
] [, ] h :
h
i
h0
h0
(xi ) 0 ||||h = ||||C(n ) = max |i | 0 .
i

96

5.

. p-
, i = O(hp ) xi , , ||i ||h = O(hp ).
,
.
, , - ,
. , ,
O(h2 ) :
0 = O(h2 ),

N = 0.

, ,
ai , di , i , :




ai = k xi 12 ;
di = q(xi );

i = f (xi ).
, :

1
1
1

+
;
=

a
k(x
)
k(x
i
i1
i)



1
di =
q xi 12 + q xi+ 12 ;

i = 1 f x 1  + f x 1 .
i 2
i+ 2
2
. ,
zi = yi ui .
h0

. yi xi , zi 0.
h0

. yi , ||zi ||h 0.
. zi ( ) O(hp ),
p- .
, ||z||C(i ) = O(h2 ). [1].
yi = ui + zi :
(azx )x,i di zi = (aux )x,i + di ui i .
:

(azx )x,i di zi = i ;

a1 zx,0 + z0 = ;

zN = 0.
, ,
, .
, , ,
||z||h 6 M1 ||||h .

5.9.

97

2- (||||h = O(h2 )), , ,


||z||h = O(h2 ). , , [1].
,
( ).
||y||h 6 M1 (||||h + |1 | + |2 |),

(5.29)

.
.
. (5.29), .

.
. 4 , :
1) ;
2) ;
3) ( ).
.
. , :
1) ;
2) ;
3) .
5.2. , , , . ,
, .
. ,
||y||h 6 M1 ||||h .
, :
h0

||z||h 6 M1 ||||h 0.
, ||||h = O(hp ), p-
.
.
( ). ,
, .

5.9

, , .
, .
4

. (1923).

98

5.

ut (x, t)

u(x, 0)
u(0, t)

u(1, t)

():
=
=
=
=

uxx (x, t) + f (x, t),


u0 (x),
1 (t),
2 (t),

0 < x < 1, 0 < t 6 T ;


0 6 x 6 1;
0 6 t 6 T;
0 6 t 6 T.

:


h =
xj = jh, j = 0, N , h = N1 ;


T
.
=
tn = n, n = 0, K, = K
N K .

j = 0, N ;
n = 0, K.

x = xj ,
t = tn ,

.
( ) .
t
T

hi

jk

lm

no

pq

rs

tu

vw

xy

z{

|}

~

NO

PQ

RS

TU

VW

XY

Z[

\]

^_

`a

bc

de

fg

45

67

89

:;

<=

>?

@A

BC

DE

FG

HI

JK

LM







"#

$%

&'

()

*+

,-

./

01

23



















.
:
u(xj , tn ) = unj ;
f (xj , tn ) = nj ,
:
unj+1 2unj + unj1
;
j , tn )
h2
un+1
unj
j
ut |(x , t )
.
j
n

- . , :
n+1
n
n
yj yjn
yj+1
2yjn + yj1

=
+ nj , j = 1, N 1, n = 0, K 1;

h2

yj0 = u0 (xj ), j = 0, N ;
(5.30)

y0 = 1 (tn ), n = 0, K;

n
yN
= 2 (tn ), n = 0, K.
uxx |(x

5.9.

99

(5.30). :
1) ;
2) ;
3) (. . );
4) .
( ) yjn+1 . t = const . (5.30)
:



2

n
n
yjn+1 = 1 2 yjn + 2 yj+1
+ yj1
+ nj , j = 1, N 1, n = 0, K 1.
h
h
n = 0 :
yj1 =


1

2
h2

yj0 +

0
0
yj+1
+ yj1
+ 0j ,
2
h

j = 1, N 1.

.
. . , , ,
. , . ,
t x. ,
.

. , .
,
.
:
jn =

un+1
unj
unj+1 2unj + unj1
j
+
+ nj .

h2

unj1 un+1
unj :
j
2

unj1

= unj unx,j h + unxx,j h2 unxxx,j h6 + O(h4 );

un+1
j

= unj + unt,j + O( 2 ).

:
jn = (unt,j + unxx,j + fjn ) + nj fjn + O( + h2 ).

100

5.

, unj .
nj , nj = fjn + O( + h2 ) (
nj ), :
||||h = O( + h2 )

h .
. ,
yjn : yjn = unj + zjn .
:
n+1
n
n
zj zjn
zj+1
2zjn + zj1

+ jn , j = 1, N 1, n = 1, K 1;
=

h2

zj0 = 0,
j = 0, N ;

z0n = 0,
n = 0, K;

n
zN = 0,
n = 0, K.
(n + 1)- :
zjn+1 = (1

2 n
n
n
)zj + 2 (zj+1
+ zj1
) + jn .
2
h
h

:



n n  n 




|zjn+1 | 6 1 2 2 |zjn | + 2 zj+1
+ zj1 + j 6 1 2 2 + 2 2 max zjn + max jn
j
j
h
h
h
h
j, :






max zjn+1 6 1 2 2 + 2 2 max zjn + max jn .
j
j
j
h
h


n- : zjn C( ) = max zjn . (n+1)-
n
j


n+1





z

zjn
6

2
+
2
+ jn C( ) .
1

j
2
2
C(
)
C(n+1 )
n
n
h
h

, 1 2 2 > 0 ( ),
h
n+1


z

6 zjn C( ) + jn C( ) ,
j
C(
)
n

n+1

n. n , :
n
zj
C(

n)

n1
X

jk
6 zj0 C( ) +
,
C( )
0

k=0


zj0 C(

0)

= 0 , :
n
zj
C(

n)

n1
X

k
j
.
C( )
k

k=0

5.9.

101

, : jn = O( + h2 ).
k
2

max Mk = M , :
j C( ) = Mk ( + h ),
k

k=0, n1

n
zj
C(

n)

6 ( + h )

n1
X

Mk 6 nM ( + h2 ).

k=0

, n = tn , nM = M
, :
n
zj
6 M ( + h2 )
C( )
n

h.
, ,
f, . , (
n1
X


kj
. ) , yjn C( ) 6 yi0 C(0 ) +
C( )
k

k=0

(
). , . ,
h2 6 12 , , ,
, .
, .
:
n
n
yjn+1 yjn
yj+1
2yjn + yj1
=
.

h2

(5.31)

:
yjn = q n eijh ,

(5.32)

q, .
yjn (5.31) :
q1

q1

q1


1 ih
e
2 + eih
=
2
h
1
=
(2 cos(h) 2) =
h2
2
= 2 2 sin2 h
=
2
h

= 1 4 2 sin2 h
2 .
h
=

(5.32) , |q| 6 1,
n. .
|q| > 1 - h, yjn n.
|q| 6 1.
:




1 4 sin2 h 6 1.

h2
2

102

5.

|q| > 1
|q| < 1

|q| = 1

, :

h
sin2
6 1.
2
h
2
, :
1 6 1 4

h
1

sin2
6 ,
h2
2
2

6
h2
2 sin2

h
2

. ,
:

1
6 .
h2
2
1
, 12 104 .
. h = 100
, , t = 1,
N = 1 20000, , , . ?
, , ,
?

5.10

:
n+1
n+1
n+1
yj yjn
yj+1
2yjn+1 + yj1

=
+ n+1
, j = 1, N 1, n = 0, K 1;

j
2

yj0 = u0 (xj ), j = 0, N ;

y0n+1 = 1 (tn+1 ), n = 0, K 1;

n+1
yN
= 2 (tn+1 ), n = 0, K 1.

(5.33)

:
jn+1 =


un+1
unj
1
j
n+1
n+1
+ 2 un+1
+ un+1
.
j+1 2uj
j1 + j

(5.34)

5.10.

103

n
, un+1
j1 uj :

un+1
j1
unj

h2
h3
un+1
+ O(h4 );
xxx,j
2
6
2
= un+1
un+1
j
t,j + O( ).
n+1
= un+1
un+1
j
x,j h + uxx,j

(5.34) fjn+1 .
:
n+1
n+1
jn+1 = (un+1
) + n+1
fjn+1 + O( + h2 ).
t,j + uxx,j + fj
j

n+1
fjn+1 O( + h2 ),
j
:
jn+1 = O( + h2 ).
, h.
. :
n+1
n+1
yjn+1 yjn
yj+1
2yjn+1 + yj1
=
.

h2

, . yjn = q n eijh
, :
eih 2 + eih
q1
=q

h2

4
q1
h
= q 2 sin2
.

h
2

q :


4
h
q 1 + 2 sin2
=1
h
2

q=

1
4
1 + 2 sin2
h

h
2

.

( ),
( h ).
, (5.33).
:


n+1
2
n+1
y

1
+
yjn+1 + 2 yj+1
= yjn + n+1
.
(5.35)
j1
j
2
2
h
h
h

Aj =

,
h2

Bj =

,
h2


Cj =

1+

2
h2


,

Fjn = yjn n+1


.
j

(5.35) :
n+1
n+1
Aj yj1
Cj yjn+1 + Bj yj+1
= Fjn .

n = 0 :
1
1
Aj yj1
Cj yj1 + Bj yj+1
= Fj0 ,

j = 1, N 1

1
y 1 = (y01 , y11 , . . . , yN
).
:
M y1 = F 0 ,

104

5.

F 0 Fj0 ( ),
M Aj , Bj , Cj , ( ). , ,
.
,
( ).

5.11

, .
.
.

:
n+1
yj yjn

yj0

y0n+1

n+1
yN

n+1
n+1
n
n
yj+1
2yjn+1 + yj1
yj+1
2yjn + yj1
+
(1

)
+ nj ,
h2
h2
0

j = 1, N 1,
n = 0, K 1;
(5.36)

j = 0, N ;

= u (xj ),
= 1 (tn+1 ),

n = 0, K 1;

= 2 (tn+1 ),

n = 0, K 1.

.
.
. , :
n+ 1 def
j 2 =

un+1
unj
j
n
n

+ un+1
xx,j + (1 )uxx,j + j .

, unj un+1
:
j
n+ 12

un+1
j

= uj

unj

= uj

n+ 12

1 n+ 1  2
+ utt,j 2
+ O( 3 );
2 2
2
1 n+ 1  2
n+ 1
ut,j 2 + utt,j 2
+ O( 3 ).
2 2
2
n+ 12

+ ut,j

:
n+ 12

n+ 12

= ut,j

n
n
+ O( 2 ) + un+1
xx,j + (1 )uxx,j + j .

(5.37)

5.11.

105


:
1
(u(xj+1 , t) 2u(xj , t) + u(xj1 , t)) =
h2
h2
h3
h4
h5
= {u(xj1 , t) = u(xj , t) ux (xj , t)h + uxx (xj , t) uxxx (xj , t) + uxxxx (xj , t) uxxxxx (xj , t) + O(h6 )} =
2
6
4!
5!
h2
4
= uxx (xj , t) + uxxxx (xj , t) + O(h ).
12

uxx (xj , t) =

(5.37):
h2
n+ 1
+ O(h4 ) = { xj 2 } =
12

h2
h2
n+ 21
n+ 12
n+ 21
n+ 12
= uxx,j + uxxt,j + uxxxx,j

+ uxxxxt,j
+ O( 2 + h4 );
2
12
12 2
h2
n+ 1
= unxx,j + unxxxx,j
+ O(h4 ) = { xj 2 } =
12

h2
h2
n+ 21
n+ 21
n+ 12
n+ 12
= uxx,j uxxt,j + uxxxx,j
uxxxxt,j
+ O( 2 + h4 ).

2
12
12 2

n+1
n+1
= un+1
uxx,j
xx,j + uxxxx,j

n
uxx,j

, :
n+ 21

n+ 21

= ut,j

n+ 1

n+ 12

fj
n+ 12

n+ 1

n+ 1

2
+ uxx,j2 + uxxxx,j

n+ 1

n+ 21

= ut,j 2 + uxx,j2 + fj

h2
1 n+ 12
1 n+ 12 h2
+ nj + ( )uxxt,j
+ O( 2 + h4 ).
+ ( )uxxxxt,j
12
2
2
12

, :
n+ 1

2
+ uxxxx,j

h2
1 n+ 12
1 n+ 12 h2
n+ 1
+ nj fj 2 + ( )uxxt,j
+ O( 2 + h4 ).
+ ( )uxxxxt,j
12
2
2
12

, :
n+ 12

n+ 1

2
= uxxxx,j

h2
1 n+ 21
1 n+ 21 h2
n+ 1
+ nj fj 2 + ( )uxxt,j
+ O( 2 + h4 ).
+ ( )uxxxxt,j
12
2
2
12

= 21 (5.36) . , nj
n+ 12

nj = fj

+ O( 2 + h2 )

:
n+ 12

= O( 2 + h2 ).

,
ut = uxx + f = uxxt = uxxxx + fxx .
:


2
1
h2 n+ 12
1 n+ 12
h2
n+ 1
n+ 1
n+ 1 h
j 2 = nj fj 2 fxx,j2
+ ( ) +
uxxt,j + ( )uxxxxt,j
+ O( 2 + h4 ).
12
2
12
2
12
1 h2
=
, , O(h4 ).
2 12
,
n+ 21

nj = fj

n+ 1

+ fxx,j2

h2
+ O( 2 + h4 ),
12

106

5.

:
n+ 12

= O( 2 + h4 ).

(5.36) . :
n+ 12

= O( + h2 )

,
n+ 21

nj = fj

+ O( + h2 ).

.
:
n+1
n+1
n
n
yjn+1 yjn
yj+1
2yjn+1 + yj1
yj+1
2yjn + yj1
=
+
(1

)
.

h2
h2
yjn = q n eijh . q, :
q1
q
1
= 2 (eih 2 + eih ) + (1 ) 2 (eih 2 + eih )

h
h
q1
q
1
h
h
= 4 2 sin2
4(1 ) 2 sin2
.

h
2
h
2
q :

h
h
sin2
) = 1 (1 )4 2 sin2
=
h2
2
h
2

h
1 (1 )4 2 sin2
h
2 .
q=

2 h
1 + 4 2 sin
h
2
q(1 + 4

, |q| 6 1.
:

2 h

6 1 + 4 2 sin2
;
1 (1 )4 2 sin
h
2
h
2

6 1 (1 )4 2 sin2
.
1 4 2 sin2
h
2
h
2
, > 0. :
8

h
sin2
6 4 2 sin2
+2
h2
2
h
2

>

h2
4 sin2

h
2

. , :
1 h2
.
>
2 4
1
=
. , 2
.
.
(5.36) :

n+1

n+1
n
y
(1 + 2 2 )yjn+1 + 2 yj1
= yjn (1 ) yxx,j
nj .
h2 j+1
h
h

5.12. 107

, yjk (j = 0, N , k = 0, K). ,
n = 0. .
, (, nj
). ,
yj1 . n ,
yj1 . , yjk .
.
, .

, .

5.12



u

(x,
t)
=
k(x,
t)
+ f (x, t),

t
x
x
u(0, t) = 1 (t), 0 6 t 6 T ;

u(1, t) = 2 (t), 0 6 t 6 T ;

u(x, 0) = u0 (x), 0 6 x 6 1.

0 < x < 1, 0 < t 6 T ;

. , ,
0 < c1 6 (x, t);
0 < c2 6 k(x, t),
.
ut :
u
unt,j ,
t
x - :






u
1
uj+1 uj
uj uj1
k(x, t)
aux x,j =
aj+1
aj
,
x
x
h
h
h
aj :

1
aj =
h

Zxj

1
dx

k(x, t)

k(xj 21 , t).

xj1

, . , :

n+1
n
yjn+1 yjn

= ayx x,j + (1 ) ayx x,j + nj ; j = 1, N 1, n = 0, K 1


(x
,
t)
j

yj0 = u0 (xj ), j = 0, N ;
(5.38)

y0 = 1 (tn ), n = 1, K;

n
yN
= 2 (tn ), n = 1, K.

108

5.

t ( aj
1
) . =
t = tn+ 21 ,
2
:
n+ 12

= O( 2 + h2 ).

:
jn = O( + h2 ).
, y :
n+1
n+1
Aj yj+1
Cj yjn+1 + Bj yj1
= Fj .

yn . , ,
( n = 0 ) , yjk .
, .

, :



u
u
=
k(u, x, t)
+ f (u, x, t).
t
x
x
, u, ,
, .
,
. :
n+1
yjn+1 yjn
= ayx x,j + f (yjn+1 ),

a y. ,
:
"
#
n+1
n+1
yjn+1 yjn
yj+1
yjn+1
yjn+1 yj1
1
n+1
n+1
=
aj+1 (yj )
aj (yj )
+ f (yjn+1 ).

h
h
h
yjn+1 . (k)

. yj yjn+1 ,
:

(k+1)
(k+1)
(k+1)
(k+1)
yjn
(k)
(k)
(k)
1
yj+1 yj
yj yj1
=
aj+1 ( yj )
aj ( yj )
+ f ( yj )

h
h
h

(k+1)
yj

. , ,
, (k + 1)- yjn+1 .
:
(5)

yjn+1 = yj .

5.13.

5.13

109

utt = uxx + f (x, t), 0 < x < 1, 0 < t 6 T ;

0 6 t 6 T;
u(0, t) = 1 (t),
u(1, t) = 2 (t),
0 6 t 6 T;

u(x, 0) = u0 (x),
0 6 x 6 1;

ut (x, 0) = (x),
0 6 x 6 1.

(5.39)

.
:


k =
xj = jh, h = N1 , j = 0, N ;


T
, n = 0, K .
=
tn = n, = K
, .
: u(xj , tn ) = unj
, yjn .
:
n
y
= 1 (tn );

0
n
yN = 2 (tn );

0
yj = u0 (xj ).
.
( t x).
:

1
n
utt utt,j
= 2 un+1
2unj + un1
;
j
j


1
uxx unxx,j = 2 unj+1 2unj + unj1 .
h
:

n
n
ytt,j
= yxx,j
+ nj , j = 1, N 1, n = 1, K 1;

y0n = 1 (tn ),
n = 1, K;

n
yN = 2 (tn ),
n = 1, K;
(5.40)

0
0

yj = u (xj ),
j = 0, N ;

1
0

yj yj = (xj ),
j = 0, N .

:
, , ( ,
, ), ,
. ,
() ,
.
.
u1j (xj , 0) :
u1j u0j

= u0t,j + u0tt,j + O( 2 ).

110

5.

u0tt,j . ,
utt = uxx + f (x, 0), :

u1j u0j
= u0t,j + u0xx,j + f (xj , 0)
+ O( 2 ),

2
u0xx,j + f (xj , 0) .
:

n
n
ytt,j
+ nj ,
j = 1, N 1, n = 1, K 1;
= yxx,j

y0n = 1 (tn ),
n = 1, K;

n
yN = 2 (tn ),
n = 1, K;

yj0 = u0 (xj ),
j = 0, N ;

yj yj = (xj ) + u0 (xj ) + f 0  , j = 0, N .
j

2 xx
O( 2 ). . nj = f (xj , tn ) + O(h2 + 2 ).
,
h.
.
yjn+1 :
n
yjn+1 = 2yjn yjn1 + 2 yxx,j
+ 2 nj .
(5.41)
, . (5.41)
n = 1 :

2 1
1
yj2 = 2yj1 yj0 + 2 yj+1
2yj1 + yj1
+ 2 1j .
h
yj0 , yj1 ,
2
yj . yj3 ,
( , ).
, , .
. .
:

2 n
n
yjn+1 2yjn + yjn1 = 2 yj+1
2yjn + yj1
.
h
yjn = q n eijh , :


2
2
2 h
ih
ih
2
2
q 2q + 1 = 2 q(e
2+e
) q 2 4 2 sin
q + 1 = 0.
h
h
2

5.14.

111

:

 s
2
2
h
2
2 h
q1,2 = 1 2 2 sin
1.

1 2 2 sin2
h
2
h
2
( ):
1. D > 0 :
, |q1 ||q2 | = 1. ( ,
) |q1 | |q2 | ,
.
2. D 6 0 :
, |q1 ||q2 | = 1. :
2

|q1 | =

2
h
1 2 2 sin2
h
2

2

2
h
+ 1 1 2 2 sin2
h
2


2
= 1.

|q1 | = |q2 | = 1, , , .
:
|1 2

h
2
sin2
| 6 1,
h2
2

, :
2
h
sin2
6 1.
h2
2
, :
1 6 1 2

2
h
sin2
6 1.
2
h
2
2

6 1,
6 1 (, h2
h
1

2 6 ). ,
h
2
.
, :
1) ( );
2) (, );
3) .

5.14

. , E 2 :

ux1 x1 + ux2 x2 = f (x1 , x2 ), 0 < x1 < l1 , 0 < x2 < l2 ;

u(0, x2 ) = 1 (x2 ),
0 6 x2 6 l2 ;

u(l1 , x2 ) = 2 (x2 ),
0 6 x2 6 l2 ;

u(x
,
0)
=

(x
),
0
6 x1 6 l1 ;

1 1
1

u(x1 , l2 ) = 2 (x1 ),
0 6 x1 6 l1 .

112

5.

:
hx1
hx2



l1
=
x1i = ih1 , i = 0, N1 , h1 =
;
N1


l2
.
=
x2j = jh2 , j = 0, N2 , h2 =
N2

( ):

`2

lm

no

pq

rs

tu

vw

xy

z{

|}

~

NO

PQ

RS

TU

VW

XY

Z[

\]

^_

`a

bc

de

fg

45

67

89

:;

<=

>?

@A

BC

DE

FG

HI

JK

LM







"#

$%

&'

()

*+

,-

./

01

23



















jk

hi

`1

y0,j
yN1 ,j
yi,0
yi,N2

=
=
=
=

1 (x2j ),
2 (x2j ),
1 (x1i ),
2 (x1i ),

j = 0, N2 ;
j = 0, N2 ;
i = 0, N1 ;
i = 0, N1 .

(5.42)

:
yx1 x1 ,ij + yx2 x2 ,ij = ij ,

i = 1, N1 1, j = 1, N2 1,

(5.43)

ij :
ij = f (x1i , x2j ) + O(h21 + h22 ).
.
(5.43) , .
(, , ),
, :
Y = y11 , y21 , . . . , y(N1 1)1 , y12 , y22 , . . . , y(N1 1)2 , . . . , y1(N2 1) , . . . , y(N1 1)(N2 1)

T

:
F = 11 , 21 , . . . , (N1 1)1 , 12 , 22 , . . . , (N1 1)2 , . . . , 1(N2 1) , . . . , (N1 1)(N2 1)

T

, , (5.42) (5.43), :
AY = F.
A ( -

5.14.

113

; i, j, s , N1 , N2 ):

a11 a12
0
0
...
0
a1j
0
0
...
0
a21 a22
a23
0
...
0
0
a2j
0
...
0

0 a32
a
a
.
.
.
0
0
0
a
.
.
.
0
33
34
3j

. . . . . . . . . . . . . . . . . . . . . . .

0 ...
0
a
a
a
0
.
.
.
0
0
a
jj
j1
j(j1)
j(j+1)

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
A=

ai1 0
.
.
.
0
a
a
a
0
.
.
.
0
0
ii
i(i1)
i(i+1)

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.

0 . . . a(s2)(i2)
0
0
.
.
.
0
a
a
a
0
(s2)(s3) (s2)(s2) (s2)(s1)

0 ...
0
a(s1)(i1) 0
0
...
0
a(s1)(s2) a(s1)(s1) a(s1)s
0 0
...
0
asi
0
0
...
0
as(s1)
ass
5 .
, , (, ,
, [2]).

( ).


1
1.1 . .
1.2 . . . . . . . .
1.3 . . . . . . .
1.4 .
1.5 - . . . . . . .
1.6 . . . . . . . .
1.7 . .
1.8 . . . .
1.9 . .

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.

4
4
9
13
17
21
25
29
31
34

2
36
2.1 . . . . . . . . . . . . . . . . . . . . . . . . 36
2.2 . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3
3.1 . . . . . . . .
3.2 . . . . . . .
3.3 . .
3.4 . . . . . . . . . . . . . . . .
3.5 . . . . . . . .
3.6 .

. . . . . . . .
. . . . . . . .
. . . . . . . .
. . . . . . . .
. . . . . . . .
. . . . . . . .

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

.
.
.
.
.
.

43
43
43
46
48
48
51

4
57
4.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
4.2 . . . . . . . . . . . . . . . . . . . . . . . . . . 66
5
5.1 - . . . . . . . . . . . . . . . . . . .
5.2 - . . . . . . .
5.3 . . . . . . . . . . . . . . . . . . .
5.4 . . . . . . . . . . . . . . . . . . . . . . . . .
5.5 . . . . .
5.6 - .
5.7 . . . . . . . .
5.8 . . . . . . . . . . . . . . . . . . .
5.9 . . . .
5.10 . . .
5.11 . . .
5.12
5.13 . . . . . . . . . . . . .
5.14 . . . . . . . . . . . . .

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

*
[1] . . , . . . " ".
[2] . . , . . . " ".

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

.
.
.
.
.
.
.
.
.
.
.
.
.
.

73
74
77
79
81
85
91
94
95
97
102
104
107
109
111