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M
c 2012 . ..

518.12
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. .. , 2012. 141 .: .
, :
, .
. .
2- . .. . .
. 22. . 17. . 10 .
- ...







c . .. , 2012

1.

1.1. .
1.1.1. .

9
9

1.1.2. . . . . . . . . . . . . . . . . . . . . . . . . . . . .

13

1.1.3. . . . . . . . . . . . . . . . . . . . . . .

15

1.1.4.
A . . . . .

16

1.2.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

17

1.2.1. . . . . . . . . . . . . . . . . .

17

1.2.2. . . . . . . . . . . . . . . .

18

1.2.3. . . . . . . .

18

1.2.4.
. . . . . .

22

1.3.
LU- . . . . . . . . . . . . . .

29

1.3.1.

LU-

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

30

1.4.
. . . . . . . . . . . . .

33


1.4.1.

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

36

1.5.

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

36

1.5.1.

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

39

1.6. . .

43

1.6.1. . . . . . . . . .

43

1.6.2. . . . . . . . . . . . . . . . . . . . . . . .

47

1.6.3. . . . . . . . . . . .

50

1.6.4. . . . . . . . . . . . . . . . . . . . . . . .

50

1.6.5.
. . . . . . . .
2.

51
55

2.1. . . . . . . . . . . . .

55

2.2. . . . . . . . . . . .

59

2.2.1.
. . . . .

63

2.3. . . . . . . . . . . . . . . . . . .

67

2.3.1.
. . . . . . . . . . . . .
3.

71
72


3.1. . . . . . . . . . . . . . . . . . . . . . . . . .

72

3.2. . . . . . . . . . . . .

72

3.2.1. . . . . . . . . . . . . . . . . . .

72

3.2.2. . . . . . . . . . . .

74

3.2.3. . . . . . . . . . . . . . . . . . . . . .

76

3.2.4. . . . . . . . . . . . . . . . . . . . . .

76

3.2.5. . . . . . . . . . . . .

77

3.2.6. . . . . . . . . . . . . . .

80

3.2.7. . . .

84

3.3. . . . . . . . . . . . . . . . . . .

87

4.

92

4.1. . . . . . . . . . . . . . . . . . . . . . . . . .

92

4.2. . . . . . .

92

4.2.1. . . . . . . . . . . . . . . . . . . . . . . . . .

93

4.2.2.
. . . . . . . . . . . . . . . . . . . . .

100

4.2.3.
. . . . . . . . . . . . . . .

102

4.3. . . . . . . . . . . . . . . . . . .

104

5.

108

5.1. . . . . . . . . . . . . . . . . . . . . . . . . .

108

5.2. . . . . . . . . . . . .

109

5.2.1. . . . . . . . . . . . . . . . . . . . .

109

5.2.2. - . . . . . . . . . . . . . . . . . . . .

115


5.2.3. . . . . . . . . . . . . . .

116

5.2.4. . . .

118

5.3.
. . . . . . . . . . . . . . . . . . . .

120

5.4. . . . . . . . . . . . . . . . . . .

123

6.

132

6.1. . . . . . . . . . . . . . . . . . . . . . . . . .

132

6.2. . . . . . . . . . .

132

6.2.1. . . . . . . . .

132

6.2.2. . . . . . . . . . . . .

134

6.2.3. . . . . . . . . . . . .

135

6.3. . . . . . . . . . . . . . . . . . .

137

140


" ".
1 . , , .
. , , LU-, ,
c
, :
.
. 2 . , . - .
3 , , , , .
. 4 :
.
. 5
.
, -
, .


.
. 6
:
.
,
, .
2- . .. .
.


1.1.
1.1.1. .
. L, x L
kxk ( ) , :
1) kxk 0, kxk = 0 x = 0;
2) kxk = || kxk, R;
3) kx + yk kxk + kyk, x, y L.
1. R1 . kxk = |x|, |x+y| |x|+|y|.
n
P
|xi |, ~x =
2. R1n n- . . k~xk =
i=1

(x1 , x2 , ..., xn ). 3:
k~x + ~y k1 =

n
X
i=1

|xi + yi |

n
X

(|xi | + |yi |) = k~xk1 + k~y k1 .

i=1

s 3. R2 n- ,
n
P
k~xk2 =
|xi |2 .
i=1
p
kxk = (x, x)

.
9

1.
n
4. R
n- k~xk = max |xi |.
i=1,...,n

3 :
k~x + ~y k = max |xi + yi | max (|xi | + |yi |)
i=1,...,n

i=1,...,n

max |xi | + max |yi | = k~xk + k~y k .

i=1,...,n

i=1,...,n

5. C[a, b] [a, b] , kf (x)k =


max |f (t)| .
t[a,b]

3 :
kf + gk = max |f (t) + g(t)| max (|f (t)| + |g(t)|)
t[a,b]

t[a,b]

max |f (t)| + max |g(t)| = kf k + kgk.


t[a,b]

t[a,b]

6. Rpn n-
kxkp =

n
X

! p1
|xi |p

, p 1.

i=1

7. :

a a ... a1n
11 12

a21 a22 ... a2n

A=

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

an1 an2 ... ann


:
kAk = sup
x6=0

kA~xk
= sup kA~y k,
k~xk
k~y k=1




kA~xk
~
x
,
=
A

k~xk
k~xk

10



~x


k~xk = 1.

1.
2
2

8.
A : R2 R2 ,

4 0
.
A=
0 1
:

y = 4 cos t
x = cos t
1
1
.
,
y2 = sin t
x2 = sin t

. 1.1 (
a , ). ,
kAk = 4.
, A - , 1 , 2 , ..., n , kAk = max |i |.
i=1,...,n

. 1.1.

:
1) kA + Bk kAk + kBk,
2) kABk kAk kBk.
11

1.
1 2 .
. kAxk kAk kxk.

kAxk
kAk.
kxk
.
.
1.
k(A + B)xk = kAx + Bxk kAxk + kBxk kAk kxk + kBk kxk.
kxk:
k(A + B)xk
kAk + kBk kA + Bk kAk + kBk.
kxk
2.
k(AB)xk = kA(Bx)k kAk kBxk kAk kBk kxk.
kxk.
9. A : Rn Rn , k~xk = max |xi |.
i=1,...,n


n
X



kA~xk = max
aij xj
i=1,...,n

j=1
n
n
X
X
max
|aij | |xj | max |xj | max
|aij | =
i=1,...,n

= max

i=1,...,n

j=1
n
X

i=1,...,n

i=1,...,n

|aij | kxk kAk max

j=1
n
X

i=1,...,n

j=1

|aij | .

j=1


kAk = max

i=1,...,n

n
X

|aij | ,

kAk1 = max

j=1,...,n

j=1

12

n
X
i=1

|aij | .

1.

A=

9 1
9 1

, kAk = 10,

kAk1 = 18.

1.1.2.
, .
A~x = f~,

A = (aij )mm .

(A + A)(~x + ~x) = f~ + f~,


A A, ~x
~x, f~ f~ .
f~ = 0 , .
A = 0 , .
. , C > 0, , k~xk C k f~k.
, A = 0, ..
.
A~x = f~,

~x = A1 f~.

k~xk/k~xk
kA1 f~k kA~xk kA1 f~k kA~xk
kAk kA1 k = (A),
=
=

k~xk
k f~k/kf~k
k~xk k f~k
k f~k
(A) A.

(A) 1.
13

1.
: 1 = kEk = kA A1 k kAk kA1 k = (A).
(A)  1 , , .. ( k f~k ), .
.

1000
x
1000
0
.
1 =

0.001
x2
0 0.001
x1 = 1, x2 = 1. k~xk = 1. (
) :
f1 = 0.1,

f2 = 0.1,

k f~k = 0.1.

1000

0.001

x1
x2

0.1
0.1

x1 = 0.0001,

x2 = 100,

k~xk = 100.

A1 =

0.001

1000

kAk = 1000,

kA1 k = 1000,

(A) = 1000 1000 = 1000000.


.
1

[1]. kAk < kA1 k ,


k~xk

k~xk

(A)

kAk
1 (A)
kAk
14

k f~k kAk
+
kAk
kf~k

!
.

1.
1.1.3.
A. 1 , 2 , ..., m - A. , |1 | >
|2 | > ... > |m |. i ( ) ~ei,1 , ~ei,2 , ..., ~ei,ki .
~x 0 = (x01 , x02 , ..., x0n ).
{~ei,k }, i = 1, 2, . . . , m, k = 1, . . . , ki , ki i- , i .
~x 0 = c1,1~e1,1 + c1,2~e1,2 + ... + c1,k1~e1,k1 + c2,1~e2,1 + ...
... + cm,1~em,1 + ... + cm,km~em,km .

A~x 0 = 1 c1,1~e1,1 + 1 c1,2~e1,2 + ... + 1 c1,k1~e1,k1 + 2 c2,1~e2,1 + ...
... + m cm,1~em,1 + ... + m cm,km~em,km ,
...,
Ap~x 0 = p1 c1,1~e1,1 + p1 c1,2~e1,2 + ... + p1 c1,k1~e1,k1 + p2 c2,1~e2,1 + ...
... + pm cm,1~em,1 + ... + pm cm,km~em,km .
, p , 1 . . :
A~x 0
~x =
,
k~x 0 k
1

A~x 1
~x =
,
k~x 1 k
2

...,

A~x p1
~x =
.
k~x p1 k
p

k~x p sign(xpi xp1


x p1 k < (
i )~
sign(xpi xp1
i ) ,
15

1.
), (,
= 0.000001). 1 xpi /xp1
x p1 k , ~x p = (xp1 , xp2 , ..., xpn ). i k~
, ~x 0 ,
1 .
1.1.4.
A
A , 1 , 2 , ..., m ,
kAk = max |i |.
1,...,m

kAk1 .

~x 1 =

A1~x 0
,
k~x 0 k

~x 2 =

A1~x 1
,
k~x 1 k

A1~x p1
,
k~x p1 k

...,

~x p =

...,

~x p1
A~x =
.
k~x p1 k

~x 0
A~x =
,
k~x 0 k
1

~x 1
A~x =
,
k~x 1 k
2

~x i A~x i = ~x i1 /k~x i1 k.
k~x p sign(xpi xp1
x p1 k < ,
i )~
( = 0.000001). 1 xpi /xp1
x p1 k
i k~
kA1 k = |1 |.
A (A) = kAkkA1 k.

16

1.

1.2.
( )

A~x = ~b,

a
11

a21
A=

...

an1

a12 ... a1n

a22 ... a2n


,

... ... ...

an2 ... ann

a
1,n+1

a
~b = 2,n+1

...

an,n+1


a11 x1 + a12 x2 + ... + a1n xn = a1,n+1 ,
a21 x1 + a22 x2 + ... + a2n xn = a2,n+1 ,

(1.2.1)

...
an1 x1 + an2 x2 + ... + ann xn = an,n+1 .
1.2.1.
, a11 6= 0, (1.2.1)
a11 .
x1 +

n
X

a11j xj = a11,n+1 .

(1.2.2)

j=2

(1.2.1) (i = 2, 3, . . . , n)
(1.2.2), ai1 .

n
X

a1ij xj = a1i,n+1 ,

j=2

17

i = 2, 3, . . . , n.

(1.2.3)

1.
, a122 6= 0, (1.2.3)
a122 :
x2 +

n
X

a22j xj = a22,n+1 .

(1.2.4)

j=3

(1.2.3) (i = 3, 4, . . . , n)
(1.2.4), a1i2 .

n
X

a2ij xj = a2i,n+1 ,

i = 3, 4, . . . , n.

(1.2.5)

j=3


xi +

n
X

aiij xj = aii,n+1 ,

i = 1, 2, . . . , n.

(1.2.6)

i = n, n 1, n 2, ..., 1.

(1.2.7)

j=i+1

.
1.2.2.
(1.2.6)
xi =

aii,n+1

n
X

aiij xj ,

j=i+1


const n3 .
, (. : , a11 6= 0...),
.
1.2.3.
k- ( k = 0 )
:
18

1.

n
X

xi +

aiij xj = aii,n+1 ,

i = 1, 2, . . . , k;

j=i+1
n
X

akij xj = aki,n+1 ,

i = k + 1, k + 2, . . . , n.

j=k+1

|akl,k+1 | = max |aki,k+1 |,

i = k + 1, k + 2, . . . , n.

l- (k + 1)- . |akl,k+1 | = 0 ,
, A
, ( ).
, , .
.

1 2

3 5

8 2

6 6

x
22
1

1 7 x2 38

=
.

0 2 x3 16

6 9
x4
60

.
1 . |a31 | = 8 = max |a0i,1 | > |a11 | = 1,
i=1,...,4

8 2

3 5

1 2

6 6

0 2
1
3
6

x
16
1

7 x2 38

=
.

4 x3 22

9
x4
60

19

1.
a0 011 = 8 ( 0
A
) ,
, a0 021 = 3, a0 031 = 1, a0 041 = 6,
.

1
4
17
4
7
4
9
2

0
1
3
6

4
31
4
17
4
21
2


x2 32
.
=


x3 20


48
x4
x1

9
17
= max |a1i,2 | > |a122 | = , 2 i=2,3,4
4
:
2 . |a142 | =

1
4
9
2
7
4
17
4

0
6
3
1

4
21
2
17
4
31
4

x1

x2 48
=
.

x3 20

x4
32

9

2
7 1
17
1
, a0 32 = , a0 42 = ,
4
4
.
1

a0 22 =

20

1.

1
1
1
0

4
4

4
7

0 1

3
3

2
1
0 0

3
6

13
14

0 0
3
6

32


3
x2
=
4

x3
3

40
x4

3
x1

14
2
= max |a2i,3 | > |a233 | = , i=3,4
3
3
:
3 . |a243 | =

1
1
1
0

4
4

4
7

0 1


3
3

14
13
0 0


3
6

1
2
0 0
3
6

32

x2

=
.

40

x3 3

4
x4
3
x1

14
2
a0 33 = ,
3
2
2
a0 43 = .
3

1
1
1
0

4
4

x
32
4
7 1


0 1

x
3
3 2

.
20

13

0 0 1
x3 7

28

4
x4

0 0 0
7
7

21

1.
1
4 . a344 = ,
7

1
1


1
0

4
4
2

7 1
4
32

0 1

x2
3
3

3
=


.
20

13

0 0 1
x3

7
28

x4

4
0 0 0
1

x4 = 4,
20 13

4 = 1,
7
28
7
32 4
1 4 = 0,
x2 =
3
3
3
 
1
1
x1 = 2 0 0 1
4 = 3.
4
4
x3 =

1.2.4.

1. ((. 1.1) (. 1.2) ).
2. .
.
3. :
) ,
) ,
22

1.
) ,
) .
1.1. A~x = ~b (A|~b)

1 2
2

3 5
4

0 3 |19

1 2 |

5 1

4 4 |22

3 2 |

1 |23 3

1 5 3 |

4 1

0 | 21 5

0 | 11

4 2 |14

3 2 1 |

0 1 2 |

8
4 5

4 |

2 1 2 1 |
4

0 1 1 |

4 |33

3 1 3

3 | 3

4 1 4 | 35

9
3

2 1 |11 2 1 2 3 | 7

6 1 5 5 3 |

0 4 | 12

2 |

3 2 1

1 2 1 3 | 23 3 4 2 2 | 39

2 4 3 4 4 | 48

3 1 |

1 3 1 | 2

3 3

4 |13 2 2 2 3 | 25 2
0

0 2 4 |12

0 1

7 3

1 2

3 3 3 1 | 1 1 4 4

23

9 3

2 4 |46

0 |12 4 2 2 2 | 8
1 | 18 3

2 |22

1.
. 1.1.
10
5

11
1

0 5 1
2

2 5

4 | 28 5

12
4

2 |27

1 | 7 4 4 1 4 | 16 2

0 3 4 | 31

2 |

2 1

1 |

4 3

1 1 |11

2 3 |45

3 2

2 |

2 5 3

1 2 | 34

13

14

3 2 4

3 | 38

2 4 |26

4 | 16

16

15

3 5

2 4 5 5 | 10 3

4 | 31

0 1

1 | 2

1 1 1 1 |

4 4 |20

3 1

0 5 | 3 3

4 3 3 | 37

4 4 |

1 3

2 4

4 3

4 4 | 6

1 5 4 2 |24

3 | 4 2 4

0 5 | 10 4 1 3

4 |28

3 3

0 4 1 3 | 31 5
19
0

3 4 3
4 3 4
2

2 3

2 5

2 |

4 |10
3 |

0 5 | 27

3 | 12 2 1

1 4 | 23

3 3 5 | 3 1 5

1 5 5

3 | 5 2

2 |15

21

6 3 5

22

0 4

3 3 |30

4 | 1

1 | 16

0 4 2 3 |18

4 4

2 |16 1 5 4

23

2 | 28

0 |10

24

2 1 3 5 | 20

1 2 5

4 4
5

3 |24 1

20

2 3

1 | 22

18

4 5 1
1

1 | 15

4 4

17

1 |15

4 |25

0 | 8

3 2

4 | 3

1 | 35

2 3

1 | 5 4

4 3

4 |53

0 3

0 | 3 3 2 3 5 | 15

0 | 22

4 |21 1

1 3

1
24

2 2 |

1.

. 1.1.
25

26

3 2 5 |11 2

0 1 1
2 3 3

27
1

3 | 1 4 3

3 | 7

0 4 | 21

28

1 3

4 3 |10

29

4 3

2 1 | 4

0 1

1 |

1 4 |

2 2 5 |
3

1 |14

30
2

5 1 4 4

4 | 1

3 | 14

3 1 1 1 | 10

2 | 4 5 4 5 1 | 48 1

4 2 2 5 |25

4 4 1

3 3

1 | 4 1 5

2 1 | 34

0 | 20

4 1 1 |36

4 4 | 1

0 2

1 |21

4 | 33

8 2 4 3 2 | 21 5

1.2. A~x = ~b (A|~b)

1 5 1 5 5 |17
0
3

1 1 5

1 3

3 |22 4

1 0 5 | 22
2 4 1 | 35

4 3 3 3 | 22 2 4 2 2

1 |3

3 2

4 5 | 39 4 3 1 4 4 | 38

3 4

4 3 | 9

25

3 3 5 | 44

1.
. 1.2.
3

0 5

1 5

1 3

1 4 |10

3 5 3

4 5
1 5

0 | 27 2

4 | 41

3 1 | 28

4 2 1 |17

3 2

4 |28

4 | 3

1 5 4 | 22 4 5 1

4 5 | 24

4 2

1 5 1 |17

2
4

4 2

1 3 |13

2 1 | 12 4

0 1 3 | 15

0 4

4 3 | 5

2 4

0 | 4

3 5

3 2 |20

1 2 2 1

3 | 9

0 2 5 |15 2 2 3 1 3 |12

7
1

2 5

3 |24 1

8
4

1 3

4 | 29

0 3 2 2

3 5

3 | 48

1 4

0 4 5 |14

1 3 4

2 2 |35

0 |

4 4 |13

4 |

2 3 1 1

1 | 1

3 2

0 |29

4 5 3 3

4 | 1

9
2

10
4 2 1 4 |31

3 5 3 2

3 |

2 1

2 2 1 | 10

4 1 2

0 5 |10

2 | 28

3 1 3 3

2 5

3 | 34

5 3 3

4 | 19

1 5

26

1 |

4 2 4 | 17
3 5 |26

1.
. 1.2.
11

12

4 1

4 5

3 | 5 5 3 3 5

2 4 3

0 |10 4

0 |10

5 5 5 2 5 |
3

3 3 3 4 |

3 3

1 3

4 |54

4 1 |13

0 2 2 | 3

9 5 1 1 3 3 |24
8 1

13

0 5 1 | 1

0 1 5 |27

14

2 3

1 4 1 | 25 3

3 | 14

4 3 5

2 | 32

0 2 3

3 | 30

4 2 2 1 1 |14

3 4 1 1

4 | 23

1 1

1 |15

1 3 4 | 16

4 4 1

2 |49

0 5 2

4 | 43

0 4 1

4 | 28

4 2
15

16

4 1

0 4 |26

3 2

3 4

3 | 12

2 5

1 3

4 | 25 5 3 4 3 4 | 16

4 4

0 | 4

1 2 3 | 2

4 3

1 4 1 | 28

1 3

4 | 16

4 | 22 3 3 4 4

0 |34

17
4
3

18
1

4 3

1 5 2 5 |16 2 2

0 5

0 1

2 5 3 |12

4 | 10 1 5 4 5 2 |46

1 2 2 2 4 |20 1 3

2 3 1 |14

1 1

3 1 | 9 2

27

1 2 | 37

1.
. 1.2.
19

20

3 5
3 5

2 4 4 |33

1 5 1

1 4 1 |16 5
4 |16 1

3 1 | 10 2

0 2

1 | 4 4

21
4

0 1 1

0 |13
0 |

1 4 4 2 | 4
0 5 3
1

1 | 6

1 4 |

22
1

3 3 3
4

4 3

1 5

1 1 | 24 1 5 1 5 4 |14
2 3 |
3

5 3

1 | 11

1 5 5 |17
1

4 4 | 15

23

2 5 3 | 24

3 2 2

3 1 |16

3 |

3 1

2 3 | 3

24

4 1 3
2 5

3 5 |23

0 2 1

4 | 25
0 |19

2 5 3 | 34

3 3 1

2 2 |31

1 2

3 |

3 2

4 |

0 5

1 5 2 |52

2 4

2 1

2 | 21 3

2 4 |26

1 5 |11

25

26

1 4 2 5 |

0 3 2 2

3 2

8 5

1 |

2 4

2 | 9

4 2 2 4 1 |17 4

1 1

1 2 |11

4 3

1 1 |17 4

3 1 | 4

3 5 |

0 5 2 |34

4 3

7 4

28

1.
. 1.2.
27

28
4 1 4 | 28

4 5 5 3 |16

3 3
2 5
4

3 2

3 |32

3 |

3 2 2 | 31 2 4

4 |36

1 3 | 21

29
3 1

3 2

0 1 | 36

0 2 2 3 2 | 16

4 3 4 2 3 | 28
30

0 | 34 3

4 1 2

1 | 7

3 4

4 | 24 5

3 1

0 4 | 6 3 1

1 1 2 5

1 |27

0 1 5 5 | 17

3 3

0 4 2 | 7

3 5 2 3 | 28
2

1 | 10

3 5 3 3 3 |

1.3.
LU-
A~x = f~. A = (aij ) , ..




a11 a12
6= 0,
a11 6= 0,

a21 a22

...,

detA 6= 0,

A A = LU , L - ; U -
.

29

1.
L U:
u11 = a11 ,
u1j = a1j ,
uii = aii
uij = aij

lj1 =
i1
X

aj1
,
u11

j = 2, 3, ..., n;

lik uki i = 2, 3, ..., n;

k=1
i1
X

lik ukj ,

lji =

k=1

i = 2, 3, ..., n;

1
uii

aji

i1
X

!
ljk uki ,

k=1

j = i + 1, i + 2, ..., n.

:
Ly = f,

U x = y.

1.3.1.

LU-
1. LU - (. 1.3).
2. LU -. .
3. :
) ,
) ,
) ,
) .

30

1.

1.3. A~x = ~b (A|~b) LU -

10 10

7 6 |

1 9

10

3 4 |

44 5

7
6

3 7 3 | 21
4 3 2 |

3
5

5 4

73 3

3 | 93
3 |

1 5

3 5 | 101

5 1 | 91

0 |

14

1 | 58

4 | 29 8

4 9 |

5 1

58

7 8

8 | 150

9 7 |

11

1 | 12 7

9 7 5 |

54

7 |23 5 7 5 7 |

76

9
4

3 |26

8 4

1 | 36

9 9 8 | 2 4

6 |

40

4 5

5 | 3

6 3 |

25

4 |11 8 8

3 7 |

4
4

11
5

3 6
7

4 |161 8
82

8 | 53

8 3 |100

7 |146

7 7 5 |

9 1 | 20

4 |70 5

21 4

10

5 |100

8
2

7 5

4 |70 1 5

5
9

6 5 1 8 | 158

3 8 |

41

7 1 2 8 |107
3 2 9
0

0 | 97
3 |

17

12
7
8

3 10 | 52 1

3 4

3 10

3 | 14 3 1 9

31

5 7

7 | 35
8 | 62

8 |74 9 7 1 8 |
0 | 72

8 8

46

7 |103

1.

. 1.3.

13

14

8
0

0 |10

15

7 |19

1 | 68

6 | 46 8

9 | 47

1 | 28

3 |17 6

7 10 | 117

3 |

28

1 |

13

6 10

6 |

24

2 |

13

0 10

7 |

75

9 |99

16

9 10

7 |46

17

18

3 | 67 5

1 | 11 5

3 | 82

1 |19

7 10 | 3

6 |14 1 10

19

7 |96 10
4 | 26

20

4 |

10

6 |

21

21

4 |67 7

2 | 34

3 |18 7

8 10

0 | 33

2 10 |129

7 | 13 2 10

1 | 62

7 10 | 122 2

6 | 39

22

23

6 10

7 |

61

7 10 |106

24

9 |17

5 | 116

1 10

1 |73

9 10

4 |15

3 | 137
3 |

13

5 10

8 |13

5 | 129

2 | 61

0 | 76

5 |82

0 | 33

32

1.
. 1.3.
25

26

2 3
3

2 | 15

9 | 1 10

27

5 10

6 | 1

7 9 1 |33

2 |10

7 |32
9 | 45

2 1 1 |15

9 | 64 9

9 1

5 |82 1

9 6 | 124

4 |71 2 3

3 2 | 12

6 |33 3

6 | 14

5 1

0 |40

2 |20

9 |46

28
10

29
6

1 1 |85

5 | 40

7 9 | 64

5 10 | 53

6 2 8
1 8
1

30

5 9

1 |28

6 10

4 | 110 2

1.4.

LU -. ,
.
A~x = f~. A = (aij ) , ..




a11 a12
6= 0,
a11 6= 0,

a21 a22

...,

detA 6= 0.

A
A = S TDS,
33

1.
S , S T , D
dii = 1, i = 1, ..., n.
A(n n) .
T

(S DS)ij =

n
X

sTik dkk skj .

k=1

n
X

sTik dkk skj = aij ,

i, j = 1, ..., n.

(1.4.1)

k=1

A , , , i j. (1.4.1)

i1
X

sTik dkk skj

n
X

+ sii dii sij +

k=1

sTik dkk skj = aij ,

k=i+1


sTik = ski = 0,

i < k.


sii dii sij +

i1
X

sTik dkk skj = aij ,

i j.

k=1

, i = j
2

|sii | dii = aii

i1
X

|ski |2 dkk ,

k=1
i1
X

dii = sign aii

!
|ski |2 dkk

k=1

sii =


!1/2
i1


X


2
|ski | dkk
.
aii


k=1

34

(1.4.2)

1.
i < j
aij
sij =

i1
X

ski skj dkk

k=1

sii dii

(1.4.3)

(1.4.2) (1.4.3) S. S D:
d11 , s11 , s12 , s13 , ..., s1n ,
d22 , s22 , s23 , s24 , ..., s2n ,
...
dnn , snn .
:
S T ~y = f~,

DS~x = ~y .

y1 = f1 /s11 ,

i1
X
fi
ski yk

k=1

yi =
, i = 2, 3, ..., n;
sii

xn = dnn yn /snn ,

n
X
dii yi
sik xk

k=i+1

, i = n 1, n 2, ..., 1.
xi =
sii
A = S TDS
n3 /6 n (., , [1]).
35

1.
1.4.1.


1. (. . 1.3).
2. .
.
3. A,
A A1 .
4. :
) ;
) ;
) ;
) .

1.5.


:
ai yi1 + bi yi + ci yi+1 = fi ,
y0 = 1 y1 + 1 ,

i = 1, 2, ..., n 1,

yn = 2 yn1 + 2 ,

36

(1.5.1)
(1.5.2)

1.

y
0

y1
.
Y~ =

...

yn

1 1 0

a1 b 1 c 1

0 a2 b2
A=

...

0
0 0

0
0 0

:

0
0
...
0 y0

0
0
...
0 y1


c2 0
...
0 y2


...
... ...


... an1 bn1 cn1 yn1

yn
0 ... 2 1

f1

f2
.

...

fn1

(1.5.1), (1.5.2)
yi = i+1 yi+1 + i+1 .

(1.5.3)

yi1 = i yi + i .

(1.5.4)

(1.5.3)

(1.5.4) (1.5.1):
ai (i yi + i ) + bi yi + ci yi+1 = fi ,

i = 1, 2, ..., n 1.

ci
fi ai i
yi+1 +
.
ai i + bi
ai i + bi
(1.5.3) (1.5.5),

ci

i+1

ai i + bi
yi =

f ai i

i+1 = i
,
ai i + bi
37

i = 1, ..., n 1.

(1.5.5)

1.
(1.5.2) 1 = 1 , 1 = 1 . (1.5.3) i = n 1
yn1 = n yn + n .

(1.5.6)

(1.5.6) (1.5.2)
yn =

2 n + 2
.
1 2 n

(1.5.7)

:
a) :
1 = 1 ,

1 = 1 ;

i+1 =

i+1 =

ci
;
ai i + bi

fi ai i
,
ai i + bi

i = 1, ..., n 1.

) :
yn =

2 n + 2
;
1 2 n

yi = i+1 yi+1 + i+1 ,

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

: |bi | |ai | + |ci |,


(|1 | 1 |2 | < 1) (|1 | < 1 |2 | 1).
. :

1 1 0 0

1 15 2 0

0 1 3 1

0 0 1 1

38

1.
:

38
.

11

1 = 1,
2 =

2 =

1 = 2;

c1
1
2
= ,
=
a1 1 + b1
1 + 15 8

f1 a1 1
38 + 2 5
=
= ;
a1 1 + b1
1 + 15 2

c2
1
8
=
= ,
a2 2 + b 2
0.125 + 3
23
11 + 2.5
f2 a2 2
108
=
3 =
=
;
a2 2 + b2
0.125 + 3
23
3 =

2 3 + 2
1 (108/23) + 6
=
= 2,
1 2 3
1 8/23
8
108
= 4,
y2 = 3 y3 + 3 = 2 +
23
23
1
y1 = 4 + 2, 5 = 3,
8
y0 = 3 2 = 1.
y3 =

1.5.1.


1.
(. 1.4).
39

1.
2. .
.
3. :
) ;
) ;
) ;
) .

1.4. A~x = ~b

.
1

2
1

10 10
0
0

0 0 |11

1 5

7 0 |13 9

6 5 3 | 54
7 1 |64

3
0

6 9

0 |27

8 3 | 14

1 | 12

5
1

0 0 | 63

0 |27 7 4 1

0 5
0

0 |

0 |34

0 6

6 5 | 15

1 | 49

0 |

1 9

0 | 86

1 1

1 0 | 24 9

5 1

0 |18

3 1 | 40

1 |61

0 8

0 2 1 |11

0 3

1 | 3

40

4 7

0 | 58

5 |22

0 7

1 | 65

1.

. 1.4.
.

0 | 37

1 6

0 | 45

0 | 15

5 7

0 | 17

2 2

0 |36

3 6

0 | 1

0 1

6 |

0 5 3

6 |63

4 9 | 71

1 | 51

10

1 |79

11

1 | 28

1 10

0 |

0 |68

12

0 | 33

1 8

1 2 8

0 |76

3 |42

7 6 | 109

3 8

3 | 26

0 8

1 |69

1 |21

1 |18

0 9
0
13

0 |80
0 |

8 8

14

1 5

15

0 | 13

0 |12

1 7

0 |26

8 4 3

0 | 92

9 7 10

0 |74

0 |

0 1 9

7 | 122

0 7 10 3 | 10

1 |49

16

1 | 1

17

0 5 3
0

1 |11

0 2

1 |

18

1 3

0 |19

1 10

0 |33

0 | 41

3 3

0 |53 5 5

0 | 13 4 3

0 |

5 1 6 | 17

0 1

9 7 | 32

0 6

1 | 47

41

1 | 47

0 5 7 5 |51
0

0 4

1 |11

1.

. 1.4.
19

20

0
0

0 |

39

0 | 57

1 3

0 | 28

0 | 4

0 | 27

6 1

0 | 105

4 |

96

3 2

1 | 11

0 1

4 | 47

1 | 21

0 9

1 |

1 | 46

22
1

21

38

23
7

7 10

24

0 | 16

0 |

0 | 87

0 |

46

0 |

0 2 10

0 | 62

62

0 6

7 9 |114

1 | 48

1 |70

1 5

0 |28

0 | 58

0 7

3 |61

10

1 |17

3 10 |

1 | 66

25

26

0 | 15

0 |

5 10

1 |

27

0 | 5

18 10

0 | 42 1

3 |119
71

28

0 1
0

7 10 | 197

3 3 |

0 4

10

1 | 8

29

30

10

0 |

71

0 | 43

0 |49

0 |142

0 | 71

1 1

0 | 13

2 | 26

9 6 |154

0 8

7 | 29

1 | 55

0 3

1 | 1

42

1 |

36

1.

1.6.
1.6.1.

x = (x).
(. 1.2).

. 1.2.

x
(x) y = x. x . , x - x0 .
:
xn+1 = (xn ),

n = 0, 1, 2, ..., .
43

1.
(. . 1.2).
xn , x . xn ,
n = x xn , n :
xn+1 = x n+1 = (xn ) = (x n ) = (x ) 0 (x )n + o(n ).
, n+1 n 0 (x ).
.
1. |0 (x )| > 1 n+1
n , xn+1 x
, xn . x " " , x ,
xn x .
2. |0 (x )| < 1 , |n+1 | < |n |,
x0 , x , xn x
q = 0 (x ).
0 (x ) > 0 n+1 n
. 0 (x ) < 0, n+1 n
, xn x ,
x . .
3. 0 (x ) = 0 n 0 n ,
.

~ x),
~x = (~
x1 = 1 (x1 , ..., xm ),
44

1.
x2 = 2 (x1 , ..., xm ),
...
xm = m (x1 , ..., xm ).

~ x n ),
~x n+1 = (~

xn+1
= i (xn1 , xn2 , ..., xnm ),
i

i = 1, 2, ..., m.

.
. X (.. , ),
Rn , y = (x) X .
0 q < 1 x1 , x2 X
k(x1 ) (x2 )k qkx1 x2 k,
.
( ). y = (x)
, y = (x) x
qk
kx x k
kx1 x0 k.
1q

.
kxn+1 xn k = k(xn ) (xn1 )k qkxn xn1 k,
,
kxn+1 xn k q n kx1 x0 k = q n a.

45

1.
l > n.
kxl xn k kxl xl1 k + ... + kxn1 xn k
q

l1

a + ... + q a q a

X
l=0

qn
q =
a.
1q
l

, xn . . : x y .
kx y k = k(x ) (y )k qkx y k,
.. .
. x . ~x Rm
:
~ x n ) (~
~ x ) 0 (~x )(~x n ~x ),
~x n+1 ~x = (~

0 (~x ) =

1
1
...
x1
xm
..
.
m
m
...
x1
xm

.
, k0 (~x )k < 1 , , ~x n
.

46

1.
1.6.2.
~x :
F~ (~x) = 0,

. ,
~x n
.
f (x) = 0:
f (x) f (xn ) + f 0 (xn )(x xn ) = 0.

x = xn

f (xn )
f 0 (xn )

, ..
n+1

f (xn )
=x 0 n .
f (x )
n


f (x) x0 :
y f (x0 ) = f 0 (x0 )(x x0 ).
y = 0,
f (x0 )
x=x 0 0 ,
f (x )
0

.
47

1.
. F~ : Rm Rm .
1

~x n+1 = ~x n [F 0 (~x n )]

F~ (~x n ).

a = {~x : k~x ~x k < a}. a, a1 , a2 ,


0 < a < , 0 a1 , a2 < , :
1) k [F 0 (~x)]1 k a1 ~x a ,
2) kF~ (~u1 ) F~ (~u2 )F 0 (~u2 )(~u1 ~u2 )k a2 k~u1 ~u2 k2 ~u1 , ~u2 a Rn .
c = a1 a2 ,

b = min(a, c1 ).

2 , ,
Fi (~y ) = Fi (~x) +

m
X
Fi (x1 , ..., xm )
j=1

xj


(yj xj ) + o k~y ~xk2 .

( ). 1, 2
~x b
1

~x n+1 = ~x n [F 0 (~x n )]

F~ (~x n )


2n
k~x n ~x k c1 ck~x 0 ~x k .
. ~x 0 b . ,
~x n b , ~x n+1 b . ~u1 = ~x , ~u2 = ~x n .

kF~ (~x ) F~ (~x n ) F 0 (~x n )(~x ~x n )k a2 k~x n ~x k2 .


F~ (~x n ) = F 0 (~x n )(~x n+1 ~x n ), F~ (~x ) = 0,
kF 0 (~x n )(~x n+1 ~x )k a2 k~x n ~x k2 .
48

1.
, :


0 n 1
0
n
n+1

~x )
k~x
~x k = [F (~x )] F (~x )(~x



0 n 1
[F (~x )] F 0 (~x n )(~x n+1 ~x )
n+1

(1.6.1)

a1 a2 k~x n ~x k2 = ck~x n ~x k2 .
:
k~x n+1 ~x k < cb2 = (cb)b b,
cb 1, ~x n+1 b . , ~x n b ,
~x 0 b .
qn = ck~x n ~x k. c (1.6.1)
:
qn+1 qn2 .
n

, qn (q0 )2
2n
ck~x n ~x k ck~x 0 ~x k
.
, .
.
,
:
F 0 (~x n ) (~x n+1 ~x n ) = F~ (~x n ),
~z n+1 = ~x n+1 ~x n ,
F 0 (~x n ) ~z n = F~ (~x n ),
~x n+1 = ~x n + ~z n .
, .
49

1.
.
F1 (x1 , x2 ) = x21 + x22 1,
F2 (x1 , x2 ) = x21 x2 ,
x01 = 0.5,
x02 = 0.5.

F 0 (~x) =

2x1 2x2
2x1 1

1 2x2
1
,

2x1 4x1 x2
2x1 2x1

n 2
n
n 2
n
x
(x ) + (x2 ) 1
1 2x2
1
.
= 1
1

n 4xn xn
2
n
n
n
n
n
2x
1
1 2
(x1 ) x2
x2
2x1 2x1
(F 0 (~x))1 =

xn+1
1

xn+1
2

1.6.3.
:
n0 = 0, n1 , n2 , ... . nk n < nk+1
1

~x n+1 = ~x n (F 0 (~x nk ))

F~ (~x n ).

, , "" .
1.6.4.
f (x) = 0
. .
50

1.
x0 . xn+1 , (x0 , f (x0 )), (xn , f (xn )) Ox.
n+1

f (xn )(xn x0 )
=x
.
f (xn ) f (x0 )
n

, xn+1
Ox , (xn1 , f (xn1 )),
(xn , f (xn )),
xn+1 = xn

f (xn )(xn xn1 )


.
f (xn ) f (xn1 )

1.6.5.

1. .
2. ( 1-22) .
3. .
.
.
4. :
1) ;
2) ;
3) ;
4) .

51

1.

1.5.

x2 + y 2 4 = 0,

x2 + y 2 4 = 0,

x y2 1 = 0

x2 y 1 = 0

(x2 + y 2 )2 4(x2 y 2 ) = 0,

x + y + xy 7 = 0,

x2 + y 2 1 = 0

x2 + y 2 + xy 13 = 0

3x2 + 5xy 2y 2 20 = 0,

2x2 + xy y 2 20 = 0,

x2 + xy + y 2 7 = 0

x2 4xy + 7y 2 13 = 0

x2 y 2 + 3y = 0,

(x + y)(x2 y 2 ) 16 = 0,

x2 + 3xy + 2y 2 + 2x + 4y = 0

(x y)(x2 + y 2 ) 40 = 0

10

(x + y)(x + 2y)(x + 3y) 60 = 0,

x4 + 6x2 y 2 + y 4 136 = 0,

(y + x)(y + 2x)(y + 3x) 105 = 0

x3 y + xy 3 30 = 0

11

12

10x2 + 5y 2 2xy 38x 6y + 41 = 0, x3 + y 3 19 = 0,


3x2 2y 2 + 5xy 17x 6y + 20 = 0
13

(xy + 8)(x + y) 2 = 0
14

x2 y 2 2x + y 2 = 0,

x3 + x3 y 3 + y 3 17 = 0,

2x2 4x + 3 + y 3 = 0

x + xy + y 5 = 0

52

1.
. 1.5.

15
(x2 + y 2 )(x + y) 15xy = 0,
(x4 + y 4 )(x2 + y 2 ) 85x2 y 2 = 0

16
p
p
1 x 2y x 1 = 0,
p
p
1 2y + 2y x 4 = 0

17

18

logy x 2 logx y 1 = 0,

22x 3y + 17 = 0,

x2 + 2y 2 3 = 0

2x 3y/2 + 1 = 0

19
cos(x y) 2 cos(x + y) = 0,
3
cos x cos y = 0
4

20
5
logx y + logy x = 0,
2

4 x3 y1=0

21

22

sin x sin 2y = 0,
cos x sin y = 0

3
= 0,
4

3
cos x sin y
=0
4
sin x cos y

23

23

x 2y + 3z 9 = 0,

tg x tg z 3 = 0,

x2 + 4y 2 + 9z 2 189 = 0,

tg y tg z 6 = 0,

3xz 4y 2 = 0

x+y+z =0

25
x y z
+ + 3 = 0,
y z x
y z x
+ + 3 = 0,
x y z
x+y+z3=0

26
(x + y)2 z 2 4 = 0,
(y + z)2 x2 2 = 0,
(z + x)2 y 2 3 = 0

53

1.

. 1.5.
27

28

xy + yz 8 = 0,

2x + y + z = 0,

yz + zx 9 = 0,

3x + 2y + z = 0,

zx + xy 5 = 0

3(x + 2)3 + 2(y + 1)3 + (z + 1)3 27 = 0

29
x + y + z 2 = 0,

30
x y + z 6 = 0,

x2 + y 2 + z 2 6 = 0, x2 + y 2 + z 2 14 = 0,
x3 + y 3 + z 3 8 = 0

x3 y 3 + z 3 36 = 0

54


2.1.
. -
, .
. Ln (x)
n, yi xi , i = 0, 1, 2, . . . , n (. 2.1).

. 2.1.

1. n = 1.
55

2.
(x0 , y0 ),(x1 , y1 ) (. 2.2)
L1 (x) = y0

x x1
x x0
+ y1
, L1 (x0 ) = y0 , L1 (x1 ) = y1 .
x0 x1
x1 x0

. 2.2.

n
(n + 1) (x0 , y0 ),(x1 , y1 ),...,(xn , yn ), xi 6= xj i 6= j
Ln (x) =

n
X
i=0

n
Y
(x xj )
yi
=
(x

x
)
i
j
j=0
j6=i

n
X

yi

i=0

(x x0 )(x x1 )...(x xi1 )(x xi+1 )...(x xn )


.
(xi x0 )(xi x1 )...(xi xi1 )(xi xi+1 )...(xi xn )

. .
2. n = 2.
(x0 , y0 ), (x1 , y1 ), (x2 , y2 ) : (. 2.3)
L2 (x) = y0

(x x1 )(x x2 )
(x x0 )(x x2 )
(x x0 )(x x1 )
+ y1
+ y2
,
(x0 x1 )(x0 x2 )
(x1 x0 )(x1 x2 )
(x2 x0 )(x2 x1 )
56

2.
L2 (x0 ) = y0 , L2 (x1 ) = y1 , L2 (x2 ) = y2 .

. 2.3.

.
f (x) n + 1 . f (x) Ln (x)
x 6= xi , i = 0, ..., n (. 2.4)

. 2.4.

57

2.

(t) = f (t) Ln (t) Kn (t),
K - , n (t) =

n
Q

(t xi ). (t) = 0

i=0

x0 , x1 , x2 , ..., xn , f (xi ) = Ln (xi ), n (xi ) = 0, i = 0, 1, ..., n.


K , (x) = 0. f (x)
Ln (x) Kn (x) = 0, (x) = 0 n + 2 .
0 (t) = 0 n + 1 (. 2.5).

. 2.5.

00 (t) = 0 n .. ,
(x0 , xn ) , (n+1) () = f n+1 () K(n + 1)! = 0.

K=

f (n+1) ()
,
(n + 1)!

58

2.

f (n+1) ()
f (x) Ln (x) =
n (x).
(n + 1)!
.

Mn = max |f (n) ()|,


[x0 ,xn ]

|f (x) Ln (x)|

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


, n
,
n .

2.2.
. [a, b] f (x). [a, b]

a = x0 < x1 < x2 < ... < xn = b

(2.2.1)

fi = f (xi ), i = 0, 1, ..., n. [xi1 , xi ], i = 1, 2, ..., n


i- .
f (x)
s(x), :
1) [xi1 , xi ], i = 1, 2, ..., n s(x)
;
2) s(x), s0 (x) s00 (x) [a, b];

59

2.
3) : s(xi ) = fi , i = 0, 1, ..., n.
(. 2.6).

y
si(x)

i+1

i
2

si+1(x)
fi

fn-1

fi+1

fn-2

fi-1

f1

fn

n-1

f0
x0=a

x1

... xi-1

xi

xi+1

... xn-2

xn-1

xn=b

. 2.6.

[xi1 , xi ]
si (x) = ai + bi (x xi1 ) + ci (x xi1 )2 + di (x xi1 )3 ,
x [xi1 , xi ],

(2.2.2)

i = 1, 2, ..., n.

,

si (xi ) = si+1 (xi ),

i = 1, 2, ..., n 1;

(2.2.3)

s0i (xi ) = s0i+1 (xi ),

i = 1, 2, ..., n 1;

(2.2.4)

s00i (xi ) = s00i+1 (xi ),

i = 1, 2, ..., n 1.

(2.2.5)

(2.2.3)(2.2.5), (2.2.1), [a, b] 60

2.
:
s001 (x0 ) = 0,

s00n (xn ) = 0.

(2.2.6)

(2.2.2) (. . 2.6) si (xi1 ) = ai = fi1 , i = 1, 2, ..., n;


si+1 (xi ) = ai+1 = fi , i = 0, 1, 2, ..., n 1.
(2.2.3)
fi1 + bi hi + ci h2i + di h3i = fi ,

i = 1, 2, ..., n,

(2.2.7)

hi = xi xi1 , i = 1, ..., n.
(2.2.2):
s0i (x) = bi + 2ci (x xi1 ) + 3di (x xi1 )2 ,
s00i (x) = 2ci + 6di (x xi1 ),

x [xi1 , xi ], i = 1, 2, ..., n.

(2.2.4) (2.2.5)
bi + 2ci hi + 3di h2i = bi+1 ,
2ci + 6di hi = 2ci+1 ,

i = 1, 2, ..., n 1,

i = 1, 2, ..., n 1.

(2.2.8)
(2.2.9)

(2.2.6)
c1 = 0,

2cn + 6dn hn = 0.

(2.2.10)

cn+1 , , (2.2.9) (2.2.10)


di
di =

ci+1 ci
,
3hi

i = 1, ..., n.

(2.2.7)
bi =

fi fi1
ci hi di h2i ,
hi
61

i = 1, ..., n.

(2.2.11)

2.
di
bi =

fi fi1 hi
(2ci + ci+1 ),
hi
3

i = 1, ..., n.

(2.2.12)

(2.2.12) (2.2.8)
fi fi1 hi
(2ci + ci+1 ) + 2ci hi + 3di h2i =
hi
3
=

fi+1 fi hi+1
(2ci+1 + ci+2 ),

hi+1
3

i = 1, 2, ..., n 1.

(2.2.11),
fi fi1 hi
3(ci+1 ci )h2i
(2ci + ci+1 ) + 2ci hi +
=
hi
3
3hi
=

fi+1 fi hi+1

(2ci+1 + ci+2 ),
hi+1
3

i = 1, 2, ..., n 1.

ci


fi+1 fi fi fi1
hi ci + 2(hi + hi+1 )ci+1 + hi+1 ci+2 = 3

,
hi+1
hi
i = 1, 2, ..., n 1;
c1 = 0,

(2.2.13)

cn+1 = 0.

. (2.2.3)
(2.2.5) 4n 2 4n
ai , bi , ci , di , i = 1, ..., n (. (2.2.2)). , , s(x) (2.2.6) (., : [5]).
. , hi = h = const,

62

2.
h = (b a)/n, (2.2.13) :


fi1 2fi + fi+1
ci + 4ci+1 + ci+2 = 3
,
h2
i = 1, 2, ..., n 1;
c1 = 0,

(2.2.14)

cn+1 = 0.


ai = fi1 ,
fi fi1

h
ci+1 ci
di =
,
3h
bi =

h
(2ci + ci+1 ),
3

(2.2.15)

i = 1, ..., n.

s(x) , f (x) [a, b] , .. s(a + ih) = f (a + ih), i = 0, 1, ..., n.


[1].
. f (x) C 4 [a, b]
kf 0 (x) s0 (x)kC[a,b] M4 h3 ,

kf (x) s(x)kC[a,b] M4 h4 ,
kf 00 (x) s00 (x)kC[a,b] M4 h2 ,

M4 = max | f (4) (x)|.


[a,b]

, h 0 (.. n ) s(i) (x), i = 0, 1, 2, f (i) (x),


i = 0, 1, 2.
2.2.1.

1. fi = f (a + ih) (. 2.1) [a, b]
h = (a b)/n.
63

2.
2. ,
.
3. , .. xci = a + (i 0.5)h, i = 1, 2, .., n.
4. n = 5, 25, 125.
, :
1) xci = a + (i 0.5)h, i = 1, 2, 3, 4, 5;
2) fci = f (xci ), i = 1, 2, 3, 4, 5;
3) n = 5
bi h ci h2 di h3
si = fi1 +
+
+
,
2
4
8

i = 1, 2, 3, 4, 5,

;
4) n = 25
bi h ci h2 di h3
si = fi1 +
+
+
,
2
4
8

i = 3 + 5j, j = 0, 1, 2, 3, 4,

.. , n = 5,
5) n = 125
bi h ci h2 di h3
si = fi1 +
+
+
,
2
4
8

i = 13 + 5j, j = 0, 1, 2, 3, 4,

.. , n = 5.
, n - .

64

2.

2.1.

f (x)

[a, b]

e x + sin x3

[0, 2]

ln(2x 1) sin x2

[1, 3]

arctg(2x + 3)

x + 2 + tg x


sin 2x
3


cos 2x +
3

[1, 3]

arcsin(2x 1)

[0, 1]

sh x

[0, 2]

ch x

[0, 2]

10

th x

[0, 2]

11

e x e 2x


sin x +
6

[1, 1]

13

ln(2x + 1) + 2 sin 3x

[0, 3]

14

e 2x cos 2x


ln(2x + 1) + sin x +
3

[0, 3]

4
5
6

12

15

65

[1, 1]
[0, ]
[0, ]

[0, ]

[0, 5]

2.

2.1.
.
16
17
18
19

f (x)

2x 1

+ sin 4x
3x + 1
3



2x + 1 sin 5x
6



sh x cos 5x
3



9x 2 + sin 3x +
3

[a, b]
[0, 3]
[0, 5]
[1, 4]
[1, 6]
[2, 3]

22

arctg (2x + 3) + cos x2




2x
e + sin 5x
4

sin(cos x + 3)

23

sin 25x

[0, 1]

24

x sin x2

[0, 5]

25

sin 5x
x

[0, 2]

26

cos(sin x2 )

[0, 3]

x + 2 + cos(sin x2 )



2x 1 + cos 5x +
6

[0, 3]

arctg (2x 1) sin x2



2x + 1

+ cos 4x +
3x 1
3

[0, 3]

20
21

27
28
29
30

66

[3, 3]
[3, 3]

[1, 4]

[1, 3]

2.

2.3.
yi xi , i = 0, 1, 2, ..., n, (a0 , a1 , ..., am , x)
- , a0 , a1 , ..., am . S:
S=

n
X

((a0 , a1 , ..., am , xi ) yi ) =

i=0

n
X

2i .

i=0

a0 , a1 , ..., am , S , .. (. 2.7).

. 2.7.


S
= 0, i = 0, 1, ., ..., m.
(2.3.1)
ai
( ) .
, (x)
m:
67

2.

(x) = am xm + am1 xm1 + ... + a1 x1 + a0 .


(2.3.1)
n

X
S
m1
=2
(am xm
+ ... + a1 x1i + a0 yi ) 1 = 0,
i + am1 xi
a0
i=0
n

X
S
m1
=2
(am xm
+ ... + a1 x1i + a0 yi )xi = 0,
i + am1 xi
a1
i=0
n

X
S
m1
=2
(am xm
+ ... + a1 x1i + a0 yi )x2i = 0,
i + am1 xi
a2
i=0
...
n

X
S
m1
=2
(am xm
+ ... + a1 x1i + a0 yi )xm
i + am1 xi
i = 0.
am
i=0


(n + 1)a0 +

n
P

xi a1 +

i=0

n
P

xi a0 +

i=0

...
n
P
i=0

n
P

n
P

xm
a0 +
i


a2 + ... +

i=0

x2i a1 +

i=0

x2i

n
P
i=0

n
P

xm+1
a1 +
i

xm
i


am =

i=0

x3i a2 + ... +

i=0

n
P

n
P

n
P

i=0

xm+1
am =
i

xm+2
a2 + ... +
i

bpq =

n
X

xip+q ,

i=0

cp =

n
X
i=0

68

yi ,

i=0

i=0

n
P

xpi yi .

n
P
i=0

n
P

xi y i ,

i=0

x2m
am =
i

n
P
i=0

xm
i yi .

2.
:
b00 a0 + b01 a1 + ... + b0m am = c0 ,
b10 a0 + b11 a1 + ... + b1m am = c1 ,
...
bm0 a0 + bm1 a1 + ... + bmm am = cm .
.
. :
x -1 0
y 1

1 2

-1 1 4

1. (x) = a0 + a1 x ,
. :
4a0 + 2a1 = 5,
2a0 + 6a1 = 8.
(x) = 0, 7 + 1, 1x (. . 2.8).
2. (x) = a0 +a1 x+a2 x2 ,
.
:
4a0 + 2a1 + 6a2 = 5,
2a0 + 6a1 + 8a2 = 8,
6a0 + 8a1 + 18a2 = 18,
, , (. 2.9) (x) = 1, 25x2 0, 15x 0, 55.

69

2.

. 2.8.

. 2.9.

70

2.
2.3.1.

1. , yi = f (a + ih)
( . 2.1) [a, b] h = (b a)/n, n = 10.
, ,
.
2. ,
:
1) xi = a + ih,

i = 1, 2, ..., n;

2) yi = f (xi ),

i = 1, 2, ..., n;

3) (x) = a0 + a1 x
xi ,

i = 1, 2, ..., n;
4) (x) = a0 + a1 x + a2 x2

xi ,

i = 1, 2, ..., n;
5) 3 (x) = a0 +a1 x+a2 x2 +

a3 x3 xi ,

i = 1, 2, ..., n;

6) , xi ,

i = 1, 2, ..., n;

7) .

71

3.1.

Zb
f (x)dx

I=
a

f (x) [a, b] .

3.2.
3.2.1.
I
In =

n
X

qi f (xi ),

(3.2.1)

i=0

f (xi ) f (x) x = xi , i = 0, 1, ...n, qi . (3.2.1) .


xi , qi
72

3.
.
Zb
Rn = I In =

f (x)dx

n
X

qi f (xi )

i=0

.
, .
, s,
f (x)
s I In .
,
.
1. , f (x)
C k [a, b], f C k [a, b], f (x) [a, b]
k .
2. (h) h
D h > 0, h D
. ,
h0 , c, k, , h D , 0 < h 6 h0 ,

| (h) |6 c hk ,

(h) = O(hk )
, (h) O hk

( h 0).

, . (h) = O(hk ), (h) = O(hk ), D = D ,


(h) + (h) = O(hk ),
73

3.
..
O(hk ) + O(hk ) = O(hk ).
k > m > 0, O(hk ) O(hm ). ,
(h) = O(hk ), (h) = O(hk ), , h.
.
3.2.2.
, f C 2 [ h2 , h2 ], h > 0.
Zh/2
f (x)dx h f0 ,

I=

(3.2.2)

h/2

f0 = f (0). (3.2.2) , , f (x), (. 3.1,a), -

f0 f (x) x = 0 [ h2 , h2 ]. (3.2.2)
.
v

a
y

f(x)

f(x)

f1
f0
f0

-h/2

h/2

0
. 3.1.

74

3.
.
Zx
F (x) = f (t)dt.
0
0

F (0) = 0, F 0 (0) = f0 , F 00 (0) = f0 , F 000 (x) = f 00 (x),


,
h 0
h2 00
h3 000
h
F ( ) = F (0) F (0) + F (0) F ( )
2
2
8
48

h
h
h2 0 h3 00
F ( ) = f0 + f0 f ( ),
2
2
8
48
h
, + , 2 < < 0 < + < h2 .

(3.2.3)

(3.2.3)
h

Z2

 


h
h3 f 00 ( ) + f 00 (+ )
h
f (x)dx = F
F
= h f0 +

.
2
2
24
2

h2

.
. f C[a, b], i [a, b] , i = 1, 2, ..., n.
[a, b],
[f (1 ) + f (2 ) + ... + f (n )]/n = f ().

min f (x) 6 [f (1 ) + f (2 ) + ... + f (n )]/n 6 max f (x)

x[a,b]

x[a,b]

.
,
h

Z2
f (x)dx = h f0 +

h3 00
h
f (), | |6 .
24
2

h2

75

3.
3.2.3.
f C 2 [0, h].
Zh
f (x)dx h

I=

f0 + f1
,
2

(3.2.4)

f0 = f (0), f1 = f (h). (3.2.4) ,


. (3.1, ) .
, . (3.2.2)

Zh

f0 + f1 h3 00
f (x)dx = h

f (), [0, h].


2
12

3.2.4.
, f C 4 [h, h]
Zh
I=

f (x)dx.
h

p(x)

f(x)

(. 3.2),

f1

f0
f-1

p(x),
(h, f1 ), (0, f0 ),

(h, f1 ),

fi = f (i h), i = 1, 0, 1.

-h

0
. 3.2.

76

3.

p(x) = f0 +

f1 f1
f1 2f0 + f1 2
x+
x
2h
2h2

Zh
p(x)dx =

h
(f1 + 4f0 + f1 ).
3

f (x)dx

h
(f1 + 4f0 + f1 ).
3

Zh

(3.2.5)


Zh

h5 (IV )
h
f
(), [h, h].
f (x)dx = (f1 + 4f0 + f1 )
3
90

(3.2.2),
(3.2.4) (3.2.5) .
3.2.5.
, ,
[a, b] n [xi1 , xi ],
xi = a + i h, i = 0, 1, ..., n; x0 = a, xn = b, h = (b a)/n.
.
h, 2h.
, .

77

3.
(. 3.3)
Zb
f (x)dx h (fc1 + fc2 + ... + fcn ),

(3.2.6)

h = (b a)/n, fci = f (xci ); xci = a + (i 1/2)h, i = 1, 2, ..., n


[xi1 , xi ].

y
f(x)
f(b)

f(a)
a xc1

xc2

...

xci

...

xcn b

. 3.3.

Rn

n

h3 X 00
h3
Rn =
f (i ) = n
24 i=1
24

!
n
1 X 00
f (i ) ,
n i=1

xi1 < i < xi . Rn


h3
(b a) 00
Rn =
n f 00 () = h2
f (), [a, b].
24
24
78

3.
M
f (x) [a, b], .. M = max | f 00 (x) |; Rn
x[a,b]

:
| Rn |6 h2

(b a) M
,
24

,
[a, b] O(h2 ) (. 2).
,
.
. , , . ,
Zb
f (x)dx

n
X

Zb
h fxi1 ,

f (x)dx

i=1

n
X

h f xi .

i=1

- O(h), ..
.

Zb


f (x)dx h

f0
fn
+ f1 + f2 + ... + fn1 +
2
2


,

(3.2.7)

fi = f (xi ), xi = a + i h, h = (b a)/n, i = 0, 1, ..., n.


Rn
Rn = h2

(b a) 00
f (), [a, b].
12


| Rn |6 h2

(b a) M
, M = max | f 00 (x) | .
12
x[a,b]
79

3.
, (3.2.7) , (3.2.6), (Rn = O(h2 ));
, , .

Zb
f (x)dx

f0 + f2n + 4

n
X

f2i1 + 2

i=1

n1
X

!
f2i ,

(3.2.8)

i=1

fj = f (xj ), xj = a + j h, h = (b a)/(2n), j = 0, 1, ..., 2n.



Rn = h4

(b a) (IV )
f
(), [a, b].
180


| Rn |6 h4

(b a) M
, M = max | f (IV ) (x) |,
180
x[a,b]

.. ,
. [a, b]
(Rn = O(h4 )).
, , ..
, (
).
3.2.6.
,
, [1, 1]. ,
80

3.

Z1
I=

f (x)dx.
1

,
,
. n
In =

n
X

qi f (xi ).

(3.2.9)

i=1

qi ,
xi , , (3.2.9) m.
. , m = 2n 1.
(3.2.9) f (x) = 1, x, x2 , ..., x2n1 , ..

In =

n
X
i=1

qi xli =

Z1
1


l+1 1
l
x
= 1 + (1) ,
xl dx =
l + 1 1
l+1

l = 0, 1, ..., 2n1. xi qi
2n :

q1 + q2 + ... + qn = 2 ,

q1 x1 + q2 x2 + ... + qn xn = 0 ,

2
q1 x21 + q2 x22 + ... + qn x2n = ,
3

..

2n1

q1 x2n1 + q2 x2n1 + ... + qn x2n1 = 1 + (1)


.
n
1
2
2n
81

(3.2.10)

3.
n = 1 (3.2.10) ,
, : In = 2 f (0),
f (x) = c0 + c1 x. n (.,
, [4]),
Pn (x),
Z1
qj =

Qn1,j (x)dx, j = 1, ..., n;

(3.2.11)


Qn1,j (x) =

(x x1 )(x x2 ) (x xj1 )(x xj+1 ) (x xn )


.
(xj x1 )(xj x2 ) (xj xj1 )(xj xj+1 ) (xj xn )

Qn1,j (x) (n 1).


(n 1)- (x xi ), i = 1, ..., n, i 6= j;
x = xj . ,
Qn1,j (x) xi

0, i 6= j,
Qn1,j (xi ) =
1, i = j.
.
Pn (x) =

1 dn 2
(x 1)n , n = 0, 1, 2, ...,
n
n
2 n! dx

(3.2.12)

(3.2.12) P0 (x)=1, P1 (x) = x. n



nPn (x) = (2n 1) x Pn1 (x) (n 1)Pn2 (x).

82

3.
, n = 2, 3, 4, 5:
1
P2 (x) = (3x2 1) ,
2
1
P4 (x) = (35x4 30x2 + 3) ,
8

1
P3 (x) = (5x3 3x) ,
2
1
P5 (x) = (63x5 70x3 + 15x).
8

Pn (x) n = 5 . 3.4.
a

Pn(x)

Pn(x)
P2(x)

P5(x) P3(x) 0.5

0.5

0.5
0

1.0 x

-0.5

0.5

-0.5

-0.5

P0(x)

1.0
x

P4(x)

P1(x)
-1.0

-1.0

. 3.4.

, . Pn (x) x = 1
: Pn (1) = 1, Pn (1) = (1)n .
(1, 1) Pn (x) n . Pn (x) x = 0.
, qj (3.2.11)
(., , [3]). , x = 0 xj = xn(j1)
, ,
n: qj = qn(j1) .
83

3.
xi qi n = 1, ..., 5:
n=1:
n=2:
n=3:
n=4:

n=5:

x1 = 0, q1 = 2;
p
x1 = x2 = 1/3, q1 = q2 = 1;
p
x1 = x3 = 3/5, x2 = 0, q1 = q3 = 5/9, q2 = 8/9;
q
q

x1 = x4 = (15 + 2 30)/35, x2 = x3 = (15 2 30)/35,

q1 = q4 = (18 30)/36,
q2 = q3 = (18 + 30)/36;
q
q

x1 = x5 = (35 + 2 70)/63, x2 = x4 = (35 2 70)/63,

q1 = q5 = (322 13 70)/900, q2 = q4 = (322 + 13 70)/900,


x3 = 0, q3 = 128/225.
(3.2.13)

xi qi (3.2.13)
. 3.1. (., , [5]).
3.2.7.
, f
C 2 [a, b]. , f 00 (x), O(h2 ). ,
.
f C 4 [a, b],

84

3.
I=

Rb

f (x)dx:

I = Ihnp + c h2 + O(h4 ),

(3.2.14)

Ihnp ,
h (h = (b a)/n); c ,
Rb 00
1
h, c = 24
f (x)dx.
a

ch2 (3.2.14) . , c = 0.
h4 . c 6= 0.
f C 4 [a, b],
I = Ihmp + c1 h2 + O(h4 ),

(3.2.15)

Ihmp I, Rb 00
1
h; c1 , h, c1 = 12
f (x)dx.
a

f C [a, b], (3.2.14) (3.2.15)



I = IhC + c h4 + O(h6 ),

(3.2.16)

IhC I, ; c h .
. Ih I, (
, ).
(3.2.14), (3.2.15) (3.2.16) :
I = Ih + c hk + O(hk+2 ),
85

(3.2.17)

3.
c h, k (k = 2
, k = 4 ). , f C k+2 [a, b].
(3.2.17) ,
 k
h
I = Ih/2 + c
+ O(hk+2 ).
2

(3.2.18)

(3.2.18) (3.2.17),
 k
h
(2k 1) + O(hk+2 ).
Ih/2 Ih = c
2

 k
Ih/2 Ih
h
c
= k
+ O(hk+2 )
2
2 1
, , (3.2.18), O(hk+2 )
I Ih/2

Ih/2 Ih
.
2k 1

(3.2.19)

(3.2.19)
(3.2.17), ..
I (3.2.17), .
2k (3.2.18) (3.2.17),
I (2k 1) = 2k Ih/2 Ih + O(hk+2 ).
I = Ih + O(hk+2 ),
Ih

2k Ih/2 Ih
=
.
2k 1

Ih I.
86

3.

3.3.

Zb
I=

f (x)dx
a

:
1) ,
2) = 0.0001:
,
,
.
. , ,
,

| Ih/2 Ih |
< .
2k 1
. . l- Il = Ih
I hl , Il+1 = Ih/2
, hl+1 =hl /2.
Il Il+1
| Il+1 Il |
< ,
2k 1
87

(3.3.1)

3.
. : Il Il+1 ,
n, Il+1 (3.3.1).
I0 ( l = 0)

h0 h0 k . , , h0 n0 ,
n0 = (b a)/h0 , . n
l , ,
, .
:


ba
ba
n0 =
+ 1, h0 =
n0

;


ba
ba

n0 =
+
1,
h
=
0
2n0
24

(3.3.2)

(3.3.3)

.
[ ]
.
3) , , Rn
;
4)
, ;
5) , .. 3 4;
88

3.
6) . , .
3.2.
3.1.


n i
1
2

xi

qi

x1 = x2

0.5773502692

x1 = x3

q1 = q 3

0.8888888889

0.7745966692

0.5555555556

x1 = x4

q1 = q 4

x2 = x3

q2 = q 3

0.3399810436

0.6521451549

0.8611363116

0.3478548451

x1 = x5

q1 = q 5

x2 = x4

q2 = q 3

0.5688888889

0.5384693101

0.4786286705

0.9061798459

0.2369268851

89

3.

3.2.

ex + 1

2x + 1/ ln 2

2/ ln 2

3x + 1/ ln 3

3/ ln 3

0.1

0.1 e

ln(10 x)

0.1

0.2

0.2 e

ln(5 x)

0.2

ex + 1/x

e(e 1) + ln 2

x ex

x2 + 16/x

(e3 1)/3 + 16

2x ex

1/e

10

2x + 1/x

3 + ln 2

11

3x2 + 1/x

7 + ln 2

12

4x3 ex

1/e

13

2x + ex

14

1/(1 + x2 )

/4

15

1 2xex

f (x)

90

1/e

3.

3.2.
1

16

2xex

17

1 xex

2/e

18

ln2 x/x

1/3

19

x/(1 + x4 )

20

e1/x /x2

/8

e e

21

ln 2

2 ln 2

1/(ex 1)

ln(3/2)

22

/2

cos3 x sin(2x)

2/5

23

/2

(x + sin x)/(1 + cos x)

/2

24

1/(x + x2 )

ln(4/3)

25

/2

ex cos x

(e/2 1)/2

26

ex+e

ee e

27

0.5

0.5 e

ln(2x)

1/2

28

4x

1/ ln 4

29

5x + 1/ ln 5

5/ ln 5

30

10x + 1/ ln 10

10/ ln 10

91

e1


4.1.

ZZ
I=
f (x, y) dx dy,

(4.1.1)

f (x, y) D x y.
. .
f (x, y) , .
, , .

4.2.
: .

92

4.
4.2.1.
D =
= {a 6 x 6 b, c 6 x 6 d}. f (x, y)
D f (x, y)
ZZ
1
f (x, y) dx dy, S = (b a) (d c).
(4.2.1)
f (x, y) =
S
D

,
: f (x, y) f (x, y), x = (a + b)/2, y = (c + d)/2;
(4.1.1)

ZZ
f (x, y) dx dy S f (x, y).

(4.2.2)

(4.2.2). f (x, y) , .. ,
. f (x, y) , ( (x, y))
f (x, y) = f (x, y) + (x x) f 0 x (x, y) + (y y) f 0 y (x, y)+
1
+ (x x)2 f 00 xx (x, y) + (x x)(y y) f 00 xy (x, y)+
2
1
+ (y y)2 f 00 yy (x, y) + ...
2

(4.2.3)

93

4.
(4.2.2) (4.2.3),
Zb Zd
f (x, y) dx dy S f (x, y)

R=
a

(4.2.4)

1
S [(b a)2 f 00 xx (x, y) + (d c)2 f 00 yy (x, y)],
24
, ,


D. , , ,
, .
(b a) (d c) ,
(4.2.4) . D (. 4.1) xi = a + ih1 ,
yj = a + jh2 , i = 0, 1, ..., m, j = 0, 1, ..., n; h1 = (b a)/m, h2 = (c d)/n
Dij = {xi1 6 x 6 xi , yj1 6 y 6 yj , i =
1, ..., m; j = 1, ..., n}.
(4.2.2) ,
m X
n
X
I Ih =
Sij f (xi , y j ),
(4.2.5)
i=1 j=1

Sij = h1 h2 , xi = (xi1 + xi )/2, y j = (yj1 + yj )/2


. Ih
(4.1.1), (4.2.5) h1
h2 .
(4.2.5) , f (x, y) ,
94

4.

( xi , yj )

h1
yn=d
yj

h2

yj -1
y0=c
x0=a

xi -1

xi

xm=b

. 4.1.

.
(4.2.4) Dij
Rij



1
Sij h21 f 00 xx (xi , y j ) + h22 f 00 yy (xi , y j ) .
24

(4.2.6)

(4.2.6) ,
R c1 h21 + c2 h22 ,

(4.2.7)

1
c1 =
24

ZZ

1
f 00 xx (x, y) dx dy, c2 =
24

ZZ

f 00 yy (x, y) dx dy

R = O(h21 + h22 ),

(4.2.8)

.. h1
h2 .
95

4.
, (4.2.6)
h1 h2 , (4.2.7) ,
.. h1 0 h2 0
h1 h2 .
(4.1.1) , (4.2.8),
. f (x, y)

(4.2.8),
h1 h2 . , f (x, y) , , Dij
. ,
h1 h2 , f (x, y)
, .
(4.1.1)
I = Ih + c1 h21 + c2 h22 + O(h41 + h21 h22 + h42 ).

(4.2.9)

c1 c2 (. (4.2.7)).
, c1 c2 h1 h2 , 0.
, , (4.1.1)
I Ih + c1 h21 + c2 h22 .

(4.2.10)

c1 c2 . 96

4.
, (4.1.1) ,
. Ih ,
Ih/2 . Ih/2 (4.1.1),
(4.2.5) h1 /2 h2 /2. , (4.2.10),


I Ih/2 + c1

h1
2

2


+ c2

h2
2

2
.

(4.2.11)

, x y
, (4.2.10) [c1 (h1 /2)2 + c2 (h2 /2)2 ] (4.2.11):
"
 2 #
 2
h2
h1
+ c2
.
I Ih + 4 c1
2
2

(4.2.12)

(4.2.11) (4.2.12) ,
"
"
 2
 2
 2 #
 2 #
h1
h1
h2
h2
Ih + 4 c1
Ih/2 + c1
.
+ c2
+ c2
2
2
2
2
(4.2.11)

c1

h1
2

2


+ c2

h2
2

2

Ih/2 Ih
.
3

(4.2.13)

, (4.2.11),
I Ih/2

Ih/2 Ih
.
3

(4.2.14)

, (4.2.13) (4.2.11), (4.1.1) , ..


I Ih =

4 Ih/2 Ih
,
3
97

4.
Ih I.
. 1. ,

, .. m/n .

(4.1.1)
(4.2.10) (4.2.11), .
2. , c1 = 0 c2 = 0, (4.1.1) (4.2.14) .
(4.2.5)
. ,
. ,
D = {a 6 x 6 b, 1 (x) 6 y 6 2 (x)} (. 4.2,a),
x = x(u) = (b a)u + a, y = 1 (x(u))+
+ v (2 (x(u)) 1 (x(u))) D
D0 = {0 6 u 6 1, 0 6 v 6 1} (. 4.2, )
. D Oxy D0 Ouv x = x(u, v), y = y(u, v),


x x


u v
6= 0,
J =

y
y


u v
98


4.
v

n2(x)

1
D
D
n1(x)
0

. 4.2.


ZZ
ZZ
f (x, y) dx dy =
f (x(u, v), y(u, v)) | J | du dv.
D

D0

,
, (. 4.3).
.

D ,
D

(4.2.5)
, D.

(4.2.5), -

0
. 4.3.


.
99

4.
, (4.2.5)
( ). (3.2.6), . 3.
4.2.2.
.
D = {a 6 x 6 b, c 6 x 6 d} (. 4.4).
(4.1.1)

Zd Zb
ZZ
I=
f (x, y) dx dy = f (x, y) dx dy.
c

(4.2.15)


Zd
I=

Zb
F (y) dy,

F (y) =

f (x, y) dx.

(4.2.16)


. 3. , x,
y (3.2.7).

F (yj ) h1

m
X

q1,i f (xi , yj ),

i=0

q1,i

1/2 i = 0 i = m,
=
1 i = 1, 2, ..., m 1.
100

(4.2.17)

4.

I h2

n
X

q2,j F (yj ),

(4.2.18)

j=0

q2,j

1/2 j = 0 j = n,
=
1 j = 1, 2, ..., n 1.

(4.2.17) (4.2.18),
I Ih = h1 h2

m X
n
X

qij f (xi , yj ),

(4.2.19)

i=0 j=0

qij = q1,i q2,j

1/4 i = 0, m; j = 0, n;

i = 0 i = m, j = 1, ..., n 1,

1/2
=
j = 0 j = n, i = 1, ..., m 1;

1 i = 1, ..., m 1, j = 1, ..., n 1.

. 4.4 ,
(4.1.1) (4.2.19). ,
, qij =
1, 1/2 1/4, .
,
f (x, y) (4.2.19) h1 h2
.
.
x y,
(4.2.5).
101

4.

y
h1
yn=d
yj

h2

yj -1
y0=c
0

x0=a

xi -1

xi

xm=b

. 4.4.

. ,
(. . 4.3).
.
4.2.3.
, (4.2.19) .
x(u) = (a + b)/2 + u (b a)/2,
y(v) = (c + d)/2 + v (d c)/2 {a 6 x 6 b, c 6 x 6 d}
D = {1 6 u 6 1, 1 6 v 6 1}. ,

102

4.
D = {1 6 x 6 1, 1 6 y 6 1}:
Z1 Z1

ZZ
f (x, y) dx dy =

I=

f (x, y) dxdy.

(4.2.20)

1 1

(4.2.20) x, y ,
In =

n X
n
X

qi qj f (xi , yj ).

(4.2.21)

i=1 j=1

x y . 3.1. n = 3
n = 4 . 4.5,a . 4.5,, :
y
1

-1

1 x

-1

1 x

-1

-1

. 4.5.

103

4.

4.3.

D, D {a 6 x 6 b,
1 (x) 6 y 6 2 (x)}:
ZZ
f (x, y) dx dy.

I=
D

:
1) ,
2) = 0.0001:
,

x y.
D
D0 (. . 4.2). .
. :
, , .
.
. , ,
,
. l, h1 h2 ,
m n,
: ) , ) .
. 4.1 4.2

104

4.

4.1.

1 (x)

2 (x)

f (x)

x2

1+x

x y2

1 + ln x

ey

/3

cos x

sin x/(1 + y)

x2

ln x

y/x

x2 1 + x y

x2

1+x

x2 y

ln x

1 + ln x

ey

/6

/2

sin x

cos x/(1 + y)

2x

x ln(x y)

10

ln x

y/x

11

3x

x + y2

12

ln x

1 + ln x

e x+y

13

/3

1/ cos x

y tg x

14

15

4x2 ln(1 + x y)
p
2
2x y 1 + x y 2

105

4.

4.1.
1

16

1+x

x + y 2

17

ln(1 + x) 1 + 2 ln(1 + x)

e x+y /(1 + x)

18 /6 /2

1/ sin x

y ctg x

19

2x

20

1/x

ln(y/x)

x 1+xy

21

22 1/4

1+x

23

ex

24

1x

25

x2

26

x/2

x/(x2 + y 2 )

27

2x2

2e y/x

28 /3 /2

cos(x + y)

29

30

106

x + y2

x x e xy
 
2 x
xy
(x + x )e cos
3e
ln(x + y)/x
1/[(1 + x2 )(1 + y)

8x2 y ln(1 + x y 2 )

1/ 1 + e 2y/x

y]

4.

4.2.

93/120

16

5/12

3e/2 1

17

e2 e + 1

2 ln 2 1.5 ln(1.5) 0.5

18

0.75

(3e2 + 24e 43)/12

10 5 8 2

1
3
15

19

4 (2 ln 2 1)

20

[2 (2 2 1)]/3

187/420

21

1.5 (e 1)

22

[2 (e e 1/8 7/8)]/3

2 ln 2 1.5 ln(1.5) 0.5

23

(9 e 2 )/(2 2 )

1
12

10 ln 2 3

8
9

24

7 ln 2 4

10

(3e2 5)/12

25

(7 2 )/144

5
12

26

/4 arctg(1/2)

12

e2 (e 1)

27

e (3e3 e 6)/2

13

0.75

28

0.25

14

25 ln 5 4 ln 2 25.5

10 5 8 2

1
3
15

29

25 ln 5 4 ln 2 25.5
!

(1 + 2)e

4 ln
1 + 1 + e2

11

15

30

107



5.1.
u(x)
u0 = f (x, u), u(x0 ) = u0 ,

(5.1.1)

u0 = du/dx, x0 u0 .
, f (x, u)
G = {|xx0 | 6 A, |uu0 | 6
B} u,
|x x0 | 6 , (5.1.1)
. f (x, u)
k- , u(x) (k +1)- . ,
, , . ,
, ,
- .
108

5.

5.2.
,
D =
{a 6 x 6 b, c 6 u 6 d}. (5.1.1)
[a, b]. [a, b] hi :
hi = {a = x0 < x1 < ... < xn1 < xn = b},

xi , i = 0, 1, ..., n

, hi = xi xi1 , i = 1, ..., n ; n .
hi = h = const, h .
h :
h = {xi = x0 + i h, x0 = a, h = (b a)/n, i = 0, 1, ...n}.

(5.2.1)

h h.
ui = u(xi ) (5.1.1) xi , yi
, .
5.2.1.
, f (x, u) D f /x f /u. ,
, (5.1.1)

u00 (x) =

f
f
(x, u) +
(x, u)f (x, u).
x
u
109

(5.2.2)

5.

yi+1 = yi + h f (xi , yi ), i = 0, 1, ..., n 1,

(5.2.3)

y0 = u0 .
(5.2.3) . u(x) xi :
h2 00
u(xi+1 ) = u(xi ) + h u (xi ) + u (i ) =
2
0

(5.2.4)

= u(xi ) + h f (xi , u(xi )) +

h 00
u (i ),
2

i [xi , xi+1 ], i = 0, 1, ..., n1.


u(xi ) yi .
. 5.1
.

a0 a1 a2


A2

, ..
y1 y2

A1

x = x1 x = x2 . -

A0

a0 , a1 a2 -

y0

y2

y1


u0 = f (x, u) -

x0

x1

x2

. 5.1.

u(x0 ) = u0 = y0 , u(x1 ) =
y1 u(x2 ) = y2 , . a0 (5.1.1),
A0 (x0 , u0 ). A1 A2
. a0 .
110

5.
. A0 A1 a0 A0 . A0 A1
u00 = f (x0 , u0 ). A1 A2
a1 . , ,
.
.
u0 = u x, u(0) = 1.
. (5.2.3),
y0 = 1,
y1 = y0 + h (y0 x0 ) = 1 h,
y2 = y1 + h (y1 x1 ) = 1 h + h (1 h h) = 1 2h 2h2 ,
y3 = y2 + h (y2 x2 ) = 1 3h 6h2 2h3
.. , u(x) = 1 + x
2e x . :


2
h
u1 = u(h) = 1 + h 2e h = 1 + h 2 1 + h + e 1 =
2
= 1 h h2 e 1 ,

0 < 1 < h;

u2 = u(2h) = 1 + 2h 2e 2h
= 1 2h 4h2 e 2 ,

4h2 2
e
= 1 + 2h 2 1 + 2h +
2



=

0 < 2 < 2h.

u3 = u(3h) = 1 3h 9h2 e 3 ,

0 < 3 < 3h.

, , h2 , ,
111

5.
i. ,
C h, C , h.

yi .
1. x = xi

i = |u(xi ) yi |.
,
yi , f (x, u) . , (m)

(.. ,

) ( , , ). ,
,
, . , yi .
2. [a, b]
(m)

(m) = max i .
16i6n


,
(m) 0 h 0.
3. (5.1.1) k- ,
(m) = O(hk ) h 0,
112

5.

(m) 6 C hk h 0,

(5.2.5)

C = const > 0 f (x, u), a, b


(5.1.1), h.
, . ,
.
.
. i = 0, 1, ..., n 1
i+1 6 (1 + c1 h)i + c2 hk+1 ,

(5.2.6)

h = (b a)/n; c1 > 0 c2 > 0 , h.


(5.1.1)
k- .
.
(5.2.5). ,
0 = |u(x0 ) y0 | = |u(x0 ) u0 | = 0.
(5.2.6)
i+1 6 (1 + c1 h)i + c2 hk+1 6
6 (1 + c1 h) [(1 + c1 h)i1 + c2 hk+1 ] + c2 hk+1 =
= (1 + c1 h)2 i1 + c2 hk+1 [1 + (1 + c1 h)] 6
6 ... 6
6 (1 + c1 h)i+1 0 + c2 hk+1 [1 + (1 + c1 h) + ... + (1 + c1 h)i ] =
i+1
1
k+1 (1 + c1 h)
.
= c2 h

(1 + c1 h) 1
113

5.
,
(1 + c1 h)i+1 = exp{(i + 1) ln(1 + c1 h)} 6 exp{(i + 1) c1 h} =
ba
(i + 1)} 6 e c1 (ba) .
= exp{c1
n

i+1

[c2 (e c1 (ba) 1)] k


6
h ,
c1

i = 0, 1, ..., (n 1). (5.2.5) C = [c2 (e c1 (ba) 1)]/c1 ,


.
, , , ,
i+1 6 (1 + c1 h)i + c2 hk+1 ,
i = 0, 1, ..., n 1.
(5.2.3) (5.2.4),
ui+1 yi+1

h2 00
= ui yi + h [f (xi , u(xi )) f (xi , yi )] + u (i ).
2

(5.2.7)


f (xi , u(xi )) f (xi , yi ) =

f
(xi , i ) (ui yi ),
u

i ui yi .
(5.2.7)
i+1 6 i + h c1 i + c2 h2 = i (1 + c1 h) + c2 h2 ,
c1 = max |fu0 (x, u)|, c2 = 0.5 max (|fx0 (x, u)| + |fu0 (x, u)| | f (x, u)|) (.
(x,u)D

(x,u)D

(5.2.2)).
114

5.
, ,
.
5.2.2. -
, h
.
- . :
k1 = h f (xi , yi ),
k2 = h f (xi + h, yi + k1 ),
(5.2.8)
1
yi+1 = yi + (k1 + k2 ), i = 0, 1, ..., n 1.
2
- . :
k1 = h f (xi , yi ),
h
k1
k2 = h f (xi + , yi + ),
2
2
h
k2
k3 = h f (xi + , yi + ),
2
2
k4 = h f (xi + h, yi + k3 ),

(5.2.9)

1
(k1 + 2k2 + 2k3 + k4 ), i = 0, 1, ..., n 1.
6
, yi+1
yi+1 = yi +

yi ,
. , . ,
. ,
l-, yi+1 l yil+1 , yil+2 , ... , yi .
115

5.
5.2.3.
(5.1.1) ,
Zxi+1
Zxi+1
Zxi+1
u(xi+1 ) u(xi ) =
u0 (x) dx =
f (x, u(x)) dx
p(x) dx,
xi

xi

xi

p(x) , f (x, u(x)). fi = f (xi , yi ),


yi (5.1.1), p(x) , l (xj , fj )
(j = (i l + 1), (i l + 2), (i l + 3), ... , i), (xi , fi ).

l = 1, (5.2.3). l = 2, p(x) (. 5.2,a), (xi1 , fi1 ) (xi , fi ):

fi+1

p(x)

p(x)
fi
fi-2

fi+1

fi-1

fi

fi-1

xi-2
0

xi-1

xi

xi+1

-h

xi-1
0

xi
h

xi+1
2h
x

. 5.2.

(xi x)
(x xi1 )
fi1 +
fi , p(xi1 ) = fi1 , p(xi ) = fi .
h
h
xi xi+1 ,
p(x) =

( -):
yi+1 = yi +

h
(3fi fi1 ).
2
116

(5.2.10)

5.
l = 3, p(x) , (xi2 , fi2 ),
(xi1 , fi1 ) (xi , fi ) (. 5.2, ),
yi+1 = yi +

h
(23fi 16fi1 + 5fi2 ).
12

(5.2.11)

(5.2.11) , ,
x xi1 (. . 5.2, ).
p(x) = ax2 + bx + c;
p(h) = ah2 bh + c = fi2 ,
p(0) = c = fi1 ,
p(h) = ah2 + bh + c = fi .

p(x) =

fi2 2fi1 + fi 2 fi fi2


x +
x + fi1 .
2h2
2h

(5.2.12)

(5.2.12) [h, 2h], (5.2.11).


l = 4

yi+1 = yi +

h
(55fi 59fi1 + 37fi2 9fi3 ).
24

(5.2.13)

l : y0 , y1 , ... , yl1 . , ,
(5.2.13) i < 3. - , -,
, .

117

5.
.
.
.
. . :
yi+1 = yi + h f (xi+1 , yi+1 ), i = 0, 1, ..., n 1.

(5.2.14)

yi+1 ( ) .
. . yi+1

yi+1 = yi +

h
[f (xi , yi ) + f (xi+1 , yi+1 )], i = 0, 1, ..., n 1.
2

(5.2.15)

5.2.4.
(. . 3 4) .
(h)

yi

xi y (h)

(5.1.1) [a, b], h, xi = a + i h, i = 0, 1, ..., n,


(h/2)

n [a, b], h = (b a)/n. yi

xi , y (h/2) , h/2,
.. 2n. , y (h/2)
(5.1.1) ,
(h/2)

| yi

(h)

yi |
< ,
2k 1

i = 1, 2, ..., n; k (, k = 1
(5.2.3), k = 4 - (5.2.9)).
118

5.
. , (5.1.1) -
(k = 4). ,
. . l , y l ,
hl , hl l- .
. y l+1 hl+1 = hl /2.

| yil+1 yil |
< ,
2k 1

(5.2.16)

, xi y l y l+1 .
(5.2.16) y l y l+1 , . {x0i }, n0 h0 : x0i = a + i h0 , i = 0, 1, ..., n0 ,
h0 = (b a)/n0 . n0 ( ) (.
(3.3.2) (3.3.3))



ba
n0 =
+ 1.
k

(5.2.17)

k , [ ], (3.3.2)
(3.3.3), .
h i
ba

. k = ba
k , ..

ba

, 1 (5.2.17) . , , k = 4,
[a, b] [0, 1], = 0.0001. ,
n0 10, 11 ( (5.2.17)),
h0 = 0.1.

119

5.

5.3.
m
u0 = f(x, u), u(x0 ) = u0 ,
u0 = du/dx,

u0 (x)
1

u0 = ...

u0m (x)

, u =

u1 (x)
f (x, u1 , ..., um )

1
.. , f(x, u) =
..

.
.

um (x)
fm (x, u1 , ..., um )

(5.3.1)

u0 = {u1,0 , ..., um,0 }; x0 , ui,0 , i = 1, ..., m .


(5.3.1) , - ,
u, f , y ki - (5.2.8)
(5.2.9) - u, f y
ki . u .
, , [a, b]
(5.3.1) m = 2,

u0 = f (x, u , u ),
u (x ) = u ,
1
1 2
1 0
1,0
1
,
, x0 = a.
u0 = f2 (x, u1 , u2 )
u2 (x0 ) = u2,0
2

(5.3.2)


u0 = f(x, u), u(x0 ) = u0 , m = 2,

120

(5.3.3)

5.

u0 =

u01 (x)
u02 (x)

, u =

u1 (x)
u2 (x)

, f(x, u) =

f1 (x, u1 , u2 )
f2 (x, u1 , u2 )

, u0 =

u1,0
u2,0

(5.3.3) -
2- 4- ( (5.2.8) (5.2.9))
.
-
(5.3.3):
k1 = h f(xi , yi ),
k2 = h f(xi + h, yi + k1 ),
1
yi+1 = yi + (k1 + k2 ), i = 0, 1, ..., n 1.
2

(5.3.4)

(5.3.4) :
k1,1 = h f1 (xi , y1,i , y2,i ),
k1,2 = h f2 (xi , y1,i , y2,i ),
k2,1 = h f1 (xi + h, y1,i + k1,1 , y2,i + k1,2 ),
k2,2 = h f2 (xi + h, y1,i + k1,1 , y2,i + k1,2 ),
1
y1,i+1 = y1,i + (k1,1 + k2,1 ),
2
1
y2,i+1 = y2,i + (k1,2 + k2,2 ), i = 0, 1, ..., n 1.
2

(5.3.5)

121

5.
(5.3.3):
k1 = h f(xi , yi ),

h
k2 = h f xi + , yi +
2

h
k3 = h f xi + , yi +
2


k1
,
2

k2
,
2

(5.3.6)

k4 = h f(xi + h, yi + k3 ),
yi+1 = yi +

1
(k1 + 2k2 + 2k3 + k4 ), i = 0, 1, ..., n 1.
6

(5.3.6) :
k1,1 = h f1 (xi , y1,i , y2,i ),
k1,2 = h f2 (xi , y1,i , y2,i ),

h
k2,1 = h f1 xi + , y1,i +
2

h
k2,2 = h f2 xi + , y1,i +
2

h
k3,1 = h f1 xi + , y1,i +
2

h
k3,2 = h f2 xi + , y1,i +
2

k1,1
, y2,i +
2
k1,1
, y2,i +
2
k2,1
, y2,i +
2
k2,1
, y2,i +
2


k1,2
,
2

k1,2
,
2

k2,2
,
2

k2,2
,
2

(5.3.7)

k4,1 = h f1 (xi + h, y1,i + k3,1 , y2,i + k3,2 ),


k4,2 = h f2 (xi + h, y1,i + k3,1 , y2,i + k3,2 ),
1
(k1,1 + 2k2,1 + 2k3,1 + k4,1 ) ,
6
1
= y2,i + (k1,2 + 2k2,2 + 2k3,2 + k4,2 ) , i = 0, 1, ..., n 1.
6

y1,i+1 = y1,i +
y2,i+1

, (5.3.4) (5.3.6)
m (5.3.1)
122

5.

5.4.
( ) :
1) ( )
;
2)
( ) - .
;
3) ( ) = 0.0001 ,
.
.
, .
,
. 5.15.6.

u00 + p(x)u0 + q(x)u = g(x) ,
u(x0 ) = A, u0 (x0 ) = B ;

(5.4.1)

x [a, b], x0 = a
.
123

5.
u1 (x) = u(x), u2 (x) = u0 (x). u1 (x) u2 (x) (5.4.1)

u0 = u ,
2
1
,
u0 = g(x) q(x) u1 p(x) u2
2

u (x ) = A,
1 0
u2 (x0 ) = B.

(5.4.2)

, ,
(.(5.3.2) (5.3.7)).

124

5.

5.1.

f (x, u)

u0

x/u

2u/x
x

u
1+x

ex+u
u
1
+
x ln x x
2
2x u + x ex
3u
x
x
1
tg x u +
cos x
2x
u + 1 + x2
2
1+x

0.5

e2

/3

10

2u + ex x

1/4

11

2u + e3x

6/5

12

u/x + 2 ln x + 1
2u
+ ex (1 + x)2
1+x

3
4
5
6
7
8
9

13

[a, b]

125

5.

5.1.
1

sin 1

15

u
+ x cos x
x
u + ex /x

16

(u + 1)/x

17

e2x ex u

18

(sin x u) cos x

19

1 + u/x

20

(x + u)/x

1/2

21

u + cos x

1/2

22

2u x2

1/4

23

u + 2x

24

u/x

25

u/(2x)

26

2u + 4x
u
u
ln
x
x

e2

2u/x
x

u
1+x

x/u

14

27
28
29
30

126

5.

5.2.

u(x)

u(x)

4 x2

16

x1

x2

17

ex 1

(x + 1) e x

18

e sin x + sin x 1

ln(2 ex )

19

x ln(1/x)

(1 + ln(ln x)) ln x

20

1 x

x 2

e x (1 + x2 /2)

21

(sin x + cos x)/2

x2 + x3

22

(2x2 + 2x + 1)/4

sin x + cos x

23

e x + 2x 2

x (1 + x2 )

24

10

e 2x e x +

11

e 2x +

x 1
+
2 4

25

e 3x
5

26

e 2x + 2x 1

12

x ln x + 1/x

27

x e 1+x

13

(x + 1)2 e x

28

2x2

14

x sin x

29

15

e x ln x

30

2 (x + 1) e x

1 x2

127

5.

5.3.

. p(x) q(x)
g(x)

[a, b] .
a
b
A
B

ex

3/2

cos x

4 [sin(2x) + cos(2x)]

e 5x

2e x

14

4e x

10

2 (1 x)

11

12

4e x cos x

13

3/5

14

5 sin(2x)

2/3

15

3e x

128

5.

5.4.

u(x)

u(x)

ex

7
1
2 e x + e 7x
6
6

x x
2+
e + e x
2

5 sin x + 2 cos x + 2e x

10

x2 + e x

11

8 4
2
+ x e 6x
3 3
3

12

e x [(2x 1) sin x

2
3
4
5

(7 3x)e x2

x
2+
sin x + sin x
2
1
3 cos(2x) + sin(2x)+
2
+x [sin(2x) cos(2x)]

6
7
15

cos x]

1 x 11 3x 1 5x
e + e + e
8
4
8

3 7
2
x + e 5x
5 5
5
5
e 2x1 2e x + e 1
14
4 sin x + cos x sin(2x)
3


3
2 + x + x2 e x
2
13

129

5.

5.5.

[a, b] .

f1 (x, u1 , u2 )

f2 (x, u1 , u2 )

u1,0

u2,0

1/u2

1/u1

(u2 1)/u2

1/(u1 x)

x/(u1 u2 )

x/u21

u2 /x
u1
2
x

u1 /x

e1

u2 + (2 + x)

u1
x

u1 + 3u2

u1 + 5u2

3u1 2u2 + x

3u1 4u2

u2 5 cos x

2u1 + u2

2u1 + u2 + 2 e x

u1 + 2u2 3 e 4x

10

3u1 + 2u2 + 3 e 2x

u1 + 2u2 + e 2x

11

u2 + cos x

1 u1

0.5

12

5u1 u2 + e x

u1 3u2 + e 2x

119
900

211
900

13

u2 + cos x

u1 + sin x

14

2u1 u2

u1 + 2u2

e4

13
18

11
12

5 e x sin x
15

2u1 4u2 + 4e 2x

2u1 2u2

130

5.

5.6.

u1 (x)

u2 (x)

e x/2

2 e x/2

x ex

e x

1/3

3
4

x + 1/x

x + 1/x

1/x2

e x 1/x2

3 e 2x

e 2x

2
5
2 e 2x + e 3x x
3
18

3 2
x +1
2

1/3

3 2
x +1
2

e 2x + 3 e 3x

x
1

2 12

e x + e 2x 2 sin x cos x e x + 2 e 2x + sin x + 3 cos x

e 3x + x e x e 4x

e 3x (1 + x) e x 2 e 4x

10

e x e 2x

e x e 2x

x
cos x
2
4
1
ex
e 2x
25
36

x
1
sin x cos x
2
2
1
7
ex +
e 2x
25
36

13

sin x + e x

e x

14

e x (2 cos x sin x)

e x (3 cos x + sin x)

15

e 2x

11
12

1+

131

6.1.
u(x),

u00 + p(x)u0 + q(x)u = f (x), a < x < b,

(6.1.1)

u(a) = A, u(b) = B.

(6.1.2)

(6.1.1), (6.1.2) ,
(6.1.2) [a, b].

6.2.
6.2.1.
[a, b] h (5.2.1). (6.1.1) h , (n 1)-
3(n 1) ui , u0i u00i :
u00i + pi u0i + qi ui = fi , i = 1, 2, ..., (n 1),
132

(6.2.1)

6.
ui = u(xi ), u0i = u0 (xi ), u00i = u00 (xi ), pi = p(xi ), qi = q(xi ), fi = f (xi ).
ui , u(x)
u(x) . , u(x)
. ui+1 ui1 , xi
:
ui+1
ui1

h2 00 h3 000
= ui +
+ ui + ui + O(h4 ),
2!
3!
h2
h3
4
= ui hu0i + u00i u000
i + O(h ).
2!
3!
hu0i

(6.2.2)

, O(hk ) (. . 3),

u(x) xi :

ui+1 ui
+ O(h),
h
ui ui1
(6.2.3)
u0i =
+ O(h),
h
ui+1 ui1
u0i =
+ O(h2 ),
2h
u(x)
u0i =

xi :
u00i =

ui1 2ui + ui+1


+ O(h2 ).
2
h

(6.2.4)

ui+1 ui ui ui1 ui+1 ui1


,
,
h
h
2h
(6.2.3) , , .
ui1 2ui + ui+1
h2
133

6.
(6.2.4) .
(6.2.3) , u0 (x)
h,
h. (6.2.4) , u00 (x) h.
6.2.2.
, , yi , ui u(x) xi . u00i u0i (6.2.1)
, , ui yi .
(6.1.1), (6.1.2)
:
yi1 2yi + yi+1
yi+1 yi1
+
p
+ qi yi = fi , i = 1, 2, ..., (n 1),
i
h2
2h

(6.2.5)

y0 = A, yn = B.

(6.2.6)

(6.2.6) (6.2.5), yi , i = 1, 2, ..., (n 1)


(n 1)-




h
h
2
2
(h q1 2)y1 + 1 + p1 y2 = h f1 A 1 p1 ,
2
2




h
h
1 pi yi1 + (h2 qi 2)yi + 1 + pi yi+1 = h2 fi ,
2
2
i = 2, ..., (n 2);
134

(6.2.7)

6.




h
h
2
2
1 pn1 yn2 + (h qn1 2)yn1 = h fn1 B 1 + pn1 .
2
2
(6.2.7) [1].
6.2.3.
.
(6.1.1)
u(x) = u0 (x) + c1 u1 (x) + c2 u2 (x),

(6.2.8)

u0 (x) (6.1.1), u1 (x) u2 (x)


, (6.1.1)
u00 + p(x)u0 + q(x)u = 0.

(6.2.9)

(6.1.2), (6.2.8),
u0 (a) + c1 u1 (a) + c2 u2 (a) = A,

(6.2.10)

u0 (b) + c1 u1 (b) + c2 u2 (b) = B.


u0 (x) (6.1.1), u0 (a) = A, u1 (x) u2 (x) (6.2.9)
u1 (a) = 0 u2 (a) 6= 0, . (6.2.10)

A + c1 0 + c2 u2 (a) = A,
.. c2 = 0, (6.2.8)
u(x) = u0 (x) + c1 u1 (x).

(6.2.11)

c1 (6.2.10): u(b) = u0 (b)+


+c1 u1 (b) = B. c1 = (B u0 (b))/u1 (b). ,
135

6.
u1 (b) 6= 0.
[3].
. , (6.2.11), y(x) h
yi = y0,i + c1 y1,i , i = 0, 1, ..., n.

(6.2.12)

y0,i y1,i , 0-
1- h :
y0,0 = A, y0,1 = D0 ,

(6.2.13)

y1,0 = 0, y1,1 = D1 6= 0,

(6.2.14)

D0 D1 .
D0 D1 (D1 6= 0), D0 = A + O(h) D1 = O(h).
y0,i y1,i , (6.1.1) (6.2.9)
y0,i1 2y0,i + y0,i+1
y0,i+1 y0,i1
+
p
+ qi y0,i = fi ,
i
h2
2h
y1,i1 2y1,i + y1,i+1
y1,i+1 y1,i1
+
p
+ qi y1,i = 0,
i
h2
2h
i = 1, ..., (n 1).
y0,i+1 y1,i+1 :


h
h2 fi 1 pi y0,i1 (h2 qi 2) y0,i
2
y0,i+1 =
,
h
1 + pi
2


h
1 pi y1,i1 (h2 qi 2) y1,i
2
y1,i+1 =
,
h
1 + pi
2
i = 1, ..., (n 1).
136

(6.2.15)

6.
(6.2.13) (6.2.14) (6.2.15) y0 (x) y1 (x) xi , i =
= 2, ..., n. c1 (. ): c1 = (B y0,n )/y1,n .
, , y1,n = 0. D0
D1 (6.2.13) (6.2.14) ,
D1 (6.2.14) y1 (x), y1,n 6= 0.
(6.1.1), (6.1.2) (6.2.12).

6.3.
, .
b :
u00 + p(x)u0 + q(x)u = f (x) ,
u(x0 ) = A, u0 (x0 ) = C ;
x [a, b], x0 = a.
B b u(x)
: B = u(b). . 6.1. a
b 0 1, [a, b] = [0, 1].

137

6.

6.1.

. p(x) q(x)
f (x)

.
A
C

e x sin x

3/2

12

x e x

x2

0.5

16

e 4x

2e x x2

ch(2x)

e x (x2 + x 3)

10

4e x

11

2 x2

12

e 2x

13

6x2 + 1

3.5625

14

16x e 2x

15

2x + 1

138

6.

6.1.

16

10

17

2x

18

sin(2x) + 1

0.25

19

2 sin x

0.2

20

2 sh x

21

cos x 3 sin x

22

23

sin x

24

ex

25

26

14

27

6 cos(3x)

28

5e 2x

29

3 sin(2x)

0.75

30

4x e x

139


1. .., .. . .: ,1989. 432 .
2. .. . .:
, 2005. 288 .
3. .., .., .. . .:
, 2002. 632 .
4. .., .. . .: , , 2006. 184 .
5. .. . .: , 1987. 248 .
6. .. . .: , 1978. 512 .
7. .., .., .. .
.: , 2008. 672 .
8. .. . .: . ., 2005. 840 .
9. .., .., ..
. .: . ., 2000. 190 .
10. .., .., ..
. .: , 2003. 208

140

. ..

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