v. 0.

63

.. , ..

20 2011 .

1.1

, . . . . . . . . . . . . .

11

1.2

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

13

1.2.1

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

14

1.2.2

, . . . . . . . . . .

16

1.2.2.1

* . . . . . . . . . . . . . . . . . . . . .

18

, . . . . . . . . . .

19

1.2.3.1

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

21

. . . . . . . .

23

1.2.4.1

. . . . . . . . . .

23

1.2.4.2

. . . . . .

23

1.2.4.3

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

25

1.2.4.4

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

27

1.2.4.5

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

29

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

30

1.2.5.1

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

31

1.2.5.2

. . . . . . . . . . .

32

* . . . . . . . . . . . . . . . . . .

33

1.3.1

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

34

1.3.2

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

34

1.3.3

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

36

1.3.4

* . . . . . . . . . . . . . . . . . . . .

38

* . . . . . . . . . . . . . . . . . . . . . . . . . .

41

1.4.1

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

42

1.4.2

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

43

1.2.3
1.2.4

1.2.5

1.3

1.4

1.5

-* . . . . . . . . . . . . . . . . . . . . . . . . . .

44

1.5.1

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

44

1.5.2

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

45

1.5.3

. . . . . . . . . .

48

1.5.4

* . . . . . . . . . . . . . . . . .

49

1.5.5

-** . . . . . . . . .

50

1.5.6

- * . . .

52

1.5.7

* . . . . . . . . . . . . . . . . . . . . . . .

55

59

2.1

. . . . . .

59

2.2

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

61

2.2.1

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

61

2.2.2

- . . . . . . . . . . . . . . . . . . . . . . .

63

2.2.3

RK4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

65

2.2.4

* . . . . . . . . . . . . . . . . . . . . . .

66

2.2.5

. . . . . . . . .

66

2.2.6

. . . . . . . .

67

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

68

2.3.1

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

68

2.3.2

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

70

2.3.2.1

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

71

2.3.2.2

- . . . . . . . . . . . . . . .

72

. . . . . . . . .

73

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

74

2.4.1

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

75

2.4.2

- . . . . . . . . . . . . . . . . . . .

75

2.4.3

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

77

. . . . . .

78

2.5.1

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

79

2.5.2

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

80

2.5.2.1

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

80

2.5.2.2

2.3

2.3.3
2.4

2.5

. . . . . . . . . . . . . . . . . . . . . . . . . . . .
2.5.2.3

81

. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2

82

2.5.3

2.5.4

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

83

2.5.3.1

. , 5 . . . . . . .

84

2.5.3.2

. , 9 85

2.5.3.3

* . . . . . . . . . . . . . . . . . . .

88

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

89

II

91

92

3.1

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

92

3.1.1

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

92

3.1.2

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

94

3.1.3

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

96

3.1.4

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

99

3.1.5

. . . . . . . . . . . . . . . . . . . . . . 101

3.1.6

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103

3.1.7

. . . . . . . . . . . . 105

3.1.8

. . . . . . . . . . . . . . . . . . . . 107

3.1.9

. . . . . . . . . . . . . . . . . . . . . . 109

3.1.10 L2 . . . . . . . . . . . . . . . . . . . . . . . . . . 113
3.2

3.3

. . . . . . . . . . . . . . . . . . . . . . . . . 116
3.2.1

L2 . . . . . . . . . . . . . . . . . . . 119

3.2.2

. . . . . . . . . . . . . . . . . . . 120

3.2.3

. . . . . . . . . . . . . . . . . . . . . . . . . . . 121

3.2.4

. . . . . . . . . . . 122
3.2.4.1

. . . . . . . . . . . . . . . . . . . . 123

3.2.4.2

. -. . . 124

3.2.4.3

, , . . . . . . . . 125

3.2.4.4

. . . . . . . . . . . . . . . . . 128

. . . . . . . . . . . . . . . . . . . 130
3.3.1

3.3.2

, . . . . . . . . . 130
3.3.1.1

. . . . . . . . . . . . . . . . . . . 130

3.3.1.2

. . . . . . . . . 131

L2 . . . . . . . . . . . . . . . . . . . . . . . . . 133
3.3.2.1

. . . 134

3.3.2.2

. . . . . . . . . . . . . . . . . . . . 136
3

3.3.3
3.4

3.3.2.3

. . . . . 136

3.3.2.4

. . . . . . . . . . . . . . . . . . . . . . . . . 138

. * . . . . . . . . . . . . 140

. . . . . . . . . . . . . . . . . . . . . . . . 140
3.4.1

3.4.2

. . . . . . . . . . . . . . . . . . . . . . . 140
3.4.1.1

- . . . . . . . . . . . . . . . 140

3.4.1.2

n = 0, 1 . . . . . . . 144

. . . . . . . . . . . . . . . . . 146
3.4.2.1

. . . . . . . . . . . . . . . . . . . 146

3.4.2.2

. . . . . . . . . . . . . . . . . . . . . . . 147

3.4.2.3

. . . . . . . . 149

3.4.2.4

. . . . . . . . . . . . . . . . . . . . 151

3.4.2.5

- . . . . . . . . . . . . . . 152

3.4.2.6

- . . . . . . . . . . . . . . 156

3.4.2.7

* . . . . . . . . . . 157

161

4.1

. . . . . . . . . . . . . . . . . . . 161

4.2

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
4.2.1

4.3

. . . . . . . . . 164

L2 . . . . . . . . . . . 165
4.3.1

. . . . . . . . . . . . . 165

4.3.2

L2 . . . . . . . . . . . . . . . . . . . . 166

4.3.3

. . . . . . . . . . . . . . . . . . . . . 167
4.3.3.1

. . . . . . . . . . . . 169

4.3.4

* . . . . . . . . . . . 169

4.3.5

* . . . . . . . . . . . . . . 171

4.3.6

. . . . . . . . . . . . . . . . . . . . . . . 174

4.3.7

. . . . . . . . . . . . . 175

4.4

. . . . . . . . . . . . . . . . 177

4.5

. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179

4.6

. . . . . . . . . . . . . . . . . . . . . . 181

4.7

. . . . . . . . . . . . . . . . . . . . . . . . . . . 183

4.8

. . . . . . . . . . . . . . . . . . . . . . . . . . . 185
4.8.1

. . . . . . . . . . . . . . . . . . . . . . . 185
4.8.1.1

. . . . . . . . . . . . . . . . . . . . 188
4

4.8.2

- . . . . 189

4.8.3

- . . . . . . 190

193

193

A.1

193

A.2 . . . . . . . . . . . . . . . . . . . . . 195
A.3 . . . . . . . . . . . . . . . . . . . . 196

197

B.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
B.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
B.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201

203

C.1 Hn . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
()

C.2 Ln

. . . . . . . . . . . . . . . . . . . . . . . . . . 204

C.3 Pn . . . . . . . . . . . . . . . . . . . . . . . . . . 204
C.4 I Tn . . . . . . . . . . . . . . . . . . . . . 205
C.5 II Un . . . . . . . . . . . . . . . . . . . . . 205
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206

D L2

208

D.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
D.1.1 . . . . . . . . . . . . . . . . . . . . . . 208
D.1.2 . . . . . . . . . . . . . . . . . . . . . . 210
D.2 . . . . . . . . . . . . . . . . . . . . . . . . . . . 211


. ,
,
.
,
(!) .
1 . ,
. , , .
, .
, ,
, .
, . , , , .
,
.
, .
, 1

(omputer algebra system, CAS) , -

. ,
Mathematica, Maple, MatLab; Maxima, Sage. wolframalpha, -
Mathematica, .

; .
, .

.
,  2000 .
, .

.
, ,
. ,
, .

. ,
. , , , (
 ). , .
    .
 . . .  , . ,
 .
.

08.2011

 1

Interpolation theory

.
, ( ) .
,

.  .
.

n = {(x; a0 , . . . , an ), ai R} ,

(1.1)

n+1 {ai }ni=0 . (interpolation

problem) n , ai (,
, ), n + 1
{(xi , fi )}ni=0 , xi ,

(xi ; a0 , . . . , an ) = fi ,

i = 0, . . . , n.

(1.2)

xi , -

, (xi , fi )  1 .
,  , , , .
1

: the pairs (xi , fi ) are support points, locations xi are support

abscissas,

fi support ordinates, the set {xi } is the support.

 ai

(x; a0 , . . . , an ) = an 0 (x) + a1 1 (x) + . . . + an n (x),

(1.3)

n
, .

k (x) = xk ,

k (x) = ei kx .
, . , .
,
. (. )
 , .
. 
.
-.
i
(x0 , xn ) , (xi , xi+1 ) .
:

(x; a0 , . . . , an , b0 , . . . , bm ) =

a0 + a1 x + . . . + an x n
,
b0 + b 1 x + . . . + bm x m

(x; a0 , . . . , an , 0 , . . . , n ) = a0 e0 x + . . . + an en x .

10

1.1

(1.3)

(x; a0 , . . . , an ) = an 0 (x) + a1 1 (x) + . . . + an n (x),

, , .
i (x) -2 . n (1.1) n

n + 1. (x; a0 , . . . , an ) = ai i (x)
i=0

i . , i = xi , .
(x), f (x)
{xi }ni=0 ,
n

(xj ) ai i (xj ) = f (xj ) j = 0, 1, . . . , n,

(1.4)

i=0

ai
, , i (xj )ni,j=0 ,
.
, [a, b], (x)

n , (1.4),
{xi [a, b]}ni=0 . , , ai (1.4) {xi }ni=0 . ,
:

RRR
R
RRR 0 (x0 ) 1 (x0 ) . . . n (x0 ) RRRRR
RRR
R
RRR 0 (x1 ) 1 (x1 ) . . . n (x1 ) RRRRR
x0 , x1 , . . . , xn [a, b] = RR
R 0.
RRR

RRRR
R
RRR
RRR0 (xn ) 1 (xn ) . . . n (xn )RRRRR
R
R
n

(1.5)

: [a, b] (n + 1) ,

ai i (x) a2i 0.

i=0

: (x) = ai i (x), a2i 0,

i=0

n [a, b].
2

, {i }
i=0 - .

11

Def.: (x) = ai i (x), a2i 0,

i=0

[a, b] n , (n + 1) 0 , 1 , 2 , . . . , n
3 (Chebyshev system) [a, b].
, :

0 : 4 f (x) R[a,b] x0 , x1 , x2 , . . . , xn [a, b] n

(x) = ai i (x), i=0

, {i (x)}ni=0 . .
ai :

ak =

k
,

(x) =

1
k k (x).
k

k k - , k = i f (xi )ik ,

(x) =

1
f (xi )ik k (x) = f (xi )i (x),
i,k
i

i (x) =
k

ik
k (x)

(1.6)

 , f .
(xj )=f (xj ), 5

i (xj ) = ij ,

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

(1.7)

, , , . , ,

[1, 2],

{i (x)}n
0

[1, 1].

{x, x2 }

: -

[a, b]?

T0 .:

i (x) (n + 1)

{i }ki=0

[a, b],

[a, b]

{i (x)}n
i=0

k n

 .

...
3

, 1821-1894. -

, .-. , , , .
Chebychev, Chebyshov, Tchebyche, Tschebysche.
  ,
.
4R
[a,b]  , [a, b].
5 P (x )
i
j
. ,
,
, (1.4).
6 W [ , . . . , ] { }k 1
k
i i=1
(k + 1) (k + 1), Wij = di j /dxi , i, j = 0, . . . , k .

12

1.2

,
1885:

T0 : f (x)  [a, b], < a < b < .

> 0 p(x),

f (x) p(x) < x [a, b].

, [a, b] -

7 .
, i i = xi .
n

n, :
n = {1, x, x2 , . . . , xn } ,

= {1, x, x2 , . . . , xn , . . .} .

(1.8)

n n n :

n = span {n } ,

= span {} .

(1.9)

i (x) = xi , i = 0, . . . , n, . , {i (x)}n0 = n  ,
. :

y(x):

xi [a, b];

y(xi ) = yi ,

i = 0, . . . , n;

Pn (x) n ,

Pn (xi ) = yi ,

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

:
1. ;
2. ;
3. .
7

. .3.1.9.

13

1.2.1

f {xi }ni=0
(1.6):

Pn (x) = f (xj )Lj (x),

j=0

Lj (x) n  n, (n+1)
(1.7). Lj (x) -

. ,

Lj (x) =
ij
i=0

(x x0 )(x x1 ) . . . (x xj1 )(x xj+1 ) . . . (x xn )

x xi
=
.
xj xi (xj x0 )(xj x1 ) . . . (xj xj1 )(xj xj+1 ) . . . (xj xn )

(1.10)

, (1.7) , Lj (x)  .

Pn (x) = f (xj )
j

ij
i=0

x xi
xj xi

(1.11)

8 (interpolation polynomial
in the Lagrange form), Pn 

.

n

n (x) n (x; x0 , . . . , xn ) = (x xi ).

(1.12)

i=0

Pn

Pn (x) = f (xj )
j

n (x)
.
(x xj )n (xj )

(1.13)

y = x3 .
a)

0 1

xi 1 2

yy 1 8 27.
8

, Joseph-Louis Lagrange, 1736-1813. , ,

, . , ,
(. -).

14

 P2 (x):

1
(x x1 )(x x2 )
= (x2 5x + 6);
(x0 x1 )(x0 x2 ) 2
(x x0 )(x x2 )
L1 (x) =
= (x2 4x + 3);
(x1 x0 )(x1 x2 )
1
(x x0 )(x x1 )
= (x2 3x + 2);
L2 (x) =
(x2 x0 )(x2 x1 ) 2
L0 (x) =

P2 (x) = 1 12 (x2 5x + 6) 8(x2 4x + 3) + 27 21 (x2 3x + 2) = 6x2 11x + 6.

P2 :

1.9

2.3

2.8

P2 (x)

6.76

12.44

22.24

x3

6.859 12.167 21.952

) (0, 0) , P3 :

0 1 2

xi 0 1 2

yi 0 1 8 27

1
1
L0 (x) = (x1)(x2)(x3); L1 (x) = x(x 2)(x 3);
6
2
1
1
L2 (x) = x(x 1)(x 3);
L3 (x) = x(x 1)(x 2).
2
6
P3 (x) = 21 x(x 2)(x 3) 4x(x 1)(x 3) + 29 x(x 1)(x 2) = x3 .
, , , .. 3 .
, , L0 .
, ,
.
, ,
. ,
.
, , ,
xi , fi .
15

1.2.2

, ,
.
.
{xi , fi }ni=0 .

Pi0 i1 ...ik1 (x) k1

,

Pi0 i1 ...ik1 (xij ) = fij

j = 0, 1, . . . , k 1 < n,

,  f {xi0 , . . . , xik1 },

{xi0 , . . . , xik1 }, {xi0 , . . . , xik1 }.
, P... f ; P1673 3,
f {x1 , x3 , x6 , x7 }; , , .
, ,
k , k 1 , , k + 1 :

Pi0 i1 ...ik (x) =

(x xi0 )Pi1 ...ik (x) (x xik )Pi0 i1 ...ik1 (x)

.
x i k xi 0

(1.14)

(1.14) R(x). k .
x = xi0 , . . . , xik (1.14), ,

R(xi0 ) = Pi0 ...ik1 (xi0 ) = fi0 ;

R(xik ) = Pi1 ...ik (xik ) = fik ;
(xij xi0 )fij (xij xik )fij
R(xij ) =
= fij j = 1, . . . , k 1.
xi k x i 0

(1.15)

xi0 , . . . , xk , R(x), . ..

(Neville's algorithm) 9 x. (1.14),

9

E. H. Neville, 1889-1961,

16

 : ,  ,
, .
,

k=0

x0 P00 = f0
P01
x1 P11 = f1

P012
P12

x2 P22 = f2

P0123

P23
x3 P33 = f3

P123

k - k ,
k + 1 ,
(1.14),

RRR
1
RRR x xm Pm...n1 (x)
Pm...n (x) =
R
xn xm RRRR x xn Pm+1...n (x)
R

RRR
RRR
RRR .
RRR

(1.16)

, m<n; n m=1, Pjj

0, j ,
Pjj =fj .
, x
, f .  .
, , , .
.

y(x) x=2.3 y =x3 , x = 1, 2, 3, 4, 5.

17

xi

x xi k = 0
1.3

1
10.1

0.3

12.44
13.7

0.7

27

12.167
11.81

1.1
4

1.7

64

12.167
12.167

15.38
39.7

2.7

125

( ) 10

RRR
R
1
RRR 0.3 11.81 RRRRR
R = 12.167.
R
5 2 RRRR 2.7 15.38 RRRR
R
R
12.167
x2 , x3 , x4 , x5 x=2.3. , ,
, x .
12.167 , .. , .
2.33 .

1.2.2.1

11 (Aitken's algorithm)
, .
01, 02, 03, . . . , 0n,
012, 013, . . . , 01n, . (1.16)

10

RRR
1
RRR x xn1 P0...n2,n1 (x)
P0...n (x) =
R
xn1 xn RRRR x xn
P0...n2,n (x)
R

RRR
RRR
RRR .
RRR

(xi xj ), ,

!
11 Alexander Craig Aitken, 18951967, , ,
.

18

: y(x) x = 2.3
y =x3 ,

i xi xxi

yi

P0i

P01i

P012i

1.3

1 2

0.3

10.1

0.7

27

17.9 12.44

1.7

64

28.3 12.83 12.167

4 5

2.7 125 41.3 13.22 12.167

1
5 2

RRR
R
RRR 0.3 10.1 RRRRR
RRR
R = 13.22
RRR 2.7 41.3 RRRRR

,
, , .

1.2.3

,
, , ..
.
,


.
, Pi0 i1 ...ik (x) Pi0 i1 ...ik1 (x) ( ) k , xi0 , xi1 , . . . , xik1 ,
. fi0 i1 ...ik ,

Pi0 i1 ...ik (x) = Pi0 i1 ...ik1 (x) + fi0 i1 ...ik (x xi0 )(x xi1 ) . . . (x xik1 ).
, fi0 i1 ...ik Pi0 i1 ...ik (x),
.
Pi0 i1 ...ik1 , Pi0 fi0 ,
Pi0 i1 ...ik (x),

19

 12 ( -)

Pi0 i1 ...ik (x) = fi0 + fi0 i1 (x xi0 ) + . . . +fi0 i1 ...ik (x xi0 )(x xi1 ) . . . (x xik1 ). (1.17)

Pi0 i1 ...ik1 (x)

fi0 i1 ...ik (divided differen-

ces).
, . , fi0 i1 ...ik
Pi0 i1 ...ik (x). , (1.14) x,

fi1 ...ik fi0 ...ik1

,
xi k xi 0
, 13 .
fi0 i1 ...ik =

(1.18)

, ij = j j = 0, . . . , n. , (1.18), ,

k=0
x0

...

f0
f01

x1

f1
f12

x2

f2

(1.19)

f012

, ,
( ).
, f1 f01 , f2 f12 f012 ,
. , k -
, k {xi , fi }ni=0 :

P01...k (x) = f0 + f01 (x x0 ) + . . . + f01...k (x x0 )(x x1 ) . . . (x xk1 ).

(1.20)

x0 , . . . , xn ,  ,
12

, Isaac Newton, 1643-1727, -

, , .
13 ,
, .

20

 , . , ,

. (1.18), , , .
, ,
.

1.2.3.1

() . h: xi = x0 +ih.
, xn xm = h(n m). k -
(1.19), (1.18),

fm...m+k =

fm+1...m+k fm...m+k1 fm+1...m+k fm...m+k1

=
.
xm+k xm
kh

k -

fm...m+k =

m...m+k
,
k!hk

 , (1.19),
(xn xm ):

m...m+k = m+1...m+k m...m+k1 ,

j = fj .

fi , /4:

i k=0 k=1 k=2

k=3

f0

01

012 0123

f1

12

123

f2

23

f3

fi

...

(1.21)

i
f

2 fi

3 fi

...

, m...m+k
.
k - fm (dierence operator)
, {Ai }N
i=0 ,
:

i = Ai+1 Ai .
A
21

(1.22)

0
2 f0
f

(x x0 ) +
(x x0 )(x x1 )+
h
2h2
k f0

+ ... +
(x x0 )(x x1 ) . . . (x xk1 ).
k! hk

P01...k (x) =f0 +

(1.23)

, h 0, x0 ,
k f0 /hk

k f0

f (k) (x0 )
k
h
(1.20), (1.23) .
, -

14 . .

() y = x3 , 1, 2, 3, 4. ( , 19 = 27 8)

i xi 0 yi =yi 1 yi 2 yi 3 yi
1

19

18

27

37

24

64

61

125

6
(1.24)

, 3 yi  ,  . ..
y = x3 , 3 .
2.33 .

P1 = 0 y1 = y1 = 8;
1

P12 = 8 + hy1 (x x1 ) = 8 + 19(x 2) = 19x 30;

2

2
P123 = 19x 30 + 2hy21 (x x1 )(x x2 ) = 19x 30 + 18
2 (x 2)(x 3) = 9x 26x + 24;

P1234 = 9x2 26x + 24 + 66 (x 2)(x 3)(x 4) = x3 .

x = 2.3, :

P1 (2.3) = 8; P12 (2.3) = 13.7, P123 (2.3) = 11.81, P1234 (2.3) = 12.167.
14

22

1.2.4

1.2.4.1

f (x)  (n + 1) .

(x) = f (x) Pn (x) K n (x),

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

(x0 )=(x1 )= . . . = (xn )=0.

K (x)
x
x0 , . . . , x n :

K=

f (
x) Pn (
x)
.
(
x x0 ) . . . (
x xn )

(x) (n + 2) [a, b];

(x) (n + 1) [a, b];
...

...

...

(n+1) (x) [a, b]: [a, b] (n+1) () = 0.

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

f (
x) Pn (
x) =

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

f (n+1) ()
(
x x0 ) . . . (
x xn ).
(n + 1)!

, .. x
[a, b],

x[a, b]
sup f (n+1) ()
f (x) Pn (x)

[a,b]

(n + 1)!

(x x0 ) . . . (x xn ) =
sup f (n+1) ()

[a,b]

(n + 1)!

n (x) .

(1.25)

. x0 , . . . , xn
n (x) .

1.2.4.2

: ,
?
23

xk+1 xk = h k = 0, . . . , n 1.

(1.26)

xk = x0 + kh

n (x) = (xx0 )(xx0 h) . . . (xx0 nh) = hn+1 t(t1) . . . (tn), t = (xx0 )/h.

n (t) = t(t 1) . . . (t n),

n (x) = hn+1 n (t). x[x0 , xn ], t[0, n]. n (t):
1. n = 2k n (t) t = n/2;
n = 2k + 1 n (t) t = n/2;
2. n (t + 1) =

t+1
tn n (t).

, [0, n]

[0, 1], [1, 2], . . . , [n 1, n],

t+1
tn .

t+1
t [0, n1
2 ] tn < 1, -

.
20

15

10

0.2

0.4

0.6

0.8

1.0

-5

-10

-15

. 1.1: 6 (t) (, ) 7 (t)/5 (, ), [0, 1].

: x / [x0 , xn ], .. .
, . . 1.1.

24

1.2.4.3

(1.25), n (n + 1)- ,
()
, . ,
. , , n, "
" . , .
,

f (x) =

1
.
1 + 25x2

x=1 15

f (n) (1) 0.07 0.21 0.79 3.6 19.8

, n.
[1, 1] (, , ) , ,

lim ( max f (x) Pn (x)) = .

n x[1,1]

16 (Runge's phenomenon) (. . 1.2).

*
. , ..
,

(x x0 )k (k)
(x x0 )n+1 (n+1)
y (x0 ) +
f
(),
k!
(n + 1)!
k=0
n

y(x) =
15

[x0 , x],

, , -

 ( )
wolframalpha.com. , N[D[(1+25 x^2)^(-1),{x,5}]/.x->1]
16 , Carl David Tolm

e Runge, 1856-1927. , . -
.

25

1.0

0.5

-1.0

-0.5

0.5

1.0

-0.5

. 1.2: f (x) n = 5, 7, 10, 12, [1, 1], . ,

.

. ,
.. ,

sin x, ex , Pn (x), , .
, ,
R. , n- n!.
y = ln x.

y =1/x, . . . , y (n) = (1)n1 (n 1)!xn .

, y = ln x
x, , n ,
n!.
: " "
n!. , n- a0 n!, .
( !). ,
, ,
.
26

 , , , ,
f .
( )
, ,
. ,
[1, 1] (1 x2 )1/2 .
.

1.2.4.4

(-)17 (De Moivre's formula)

cos n + i sin n = ein = (cos + n sin )n ,

, cos n sin n  cos sin .
sin , cos n 

cos ( sin2 = 1 cos2 ), n. 18 (Chebyshev polynomials) :

Tn (x) = cos(n arccos x) x [1, 1].

(1.27)

T0 = 1,

T1 = x;

cos(n + 1) + cos(n 1) = R(ei(n+1) + ei(n1) ) = R(ein 2 cos ) = 2 cos cos n,

= arccos x

Tn+1 (x) = 2xTn (x) Tn1 (x).

(1.28)

, Tn (x) x n, 2n1 . , {Ti (x)}n0 .

17

, Abraham de Moivre, 1667-1754. ,

. , 1685 . .
18 ; , . .3.2.4.4.

27

T0 (x) = 1;

T5 (x) = 16x5 20x3 + 5x;

T1 (x) = x;

T6 (x) = 32x6 48x4 + 18x2 1;

T2 (x) = 2x2 1;
T3 (x) = 4x3 3x;
T4 (x) = 8x4 8x2 + 1;

T7 (x) = 64x7 112x5 + 56x3 7x;

T8 (x) = 128x8 256x6 + 160x4 32x2 + 1
T9 (x) = 256x9 576x7 + 432x5 120x3 + 9x.

. 1.3: T25 (x) T50 (x)

Tn (x) cos(n arccos x) = 0 n arccos x =

xk = cos

(2k1)
2

(2k 1)
,
2n

[1, 1] Tn (x) n (..

, [1, 1]): k n 1,
n [1, 1] .
, , , n, (1 x2 )1/2 :

k
dx 1

(2k + 1)
=
( ) = ( sin
)
x
dk
n
2n

n/
=
.
1 x2

max Tn (x) = 1 n + 1 [1, 1], :

(n,k)

xextr = cos

k
;
n

28

k = 0, . . . , n.

1.2.4.5

[1, 1], {xi }n0

(n + 1),
n

n (x) = (x xi ) =
i=0

1
1
T
(x)

sup

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

Tn+1 (x) (. . 1.3), (1.25)

f (x) Pn (x)

sup f (n+1) (x)

.
(n + 1)! 2n

, x0 , x1 , . . . , xn sup n (x) .

. , n (x) 
n + 1, [1, 1],
2n .

fn = n (x) n (x) n ,
.. n n . ,
n ( Tn+1 )
(n+1,k)

n (xextr

(n+1,k)

) < n (xextr

) = 2n ,

fn > 0 n , fn < 0 n .
Tn+1 [1, 1]  n + 2, .
fn n + 1 , n,
.
, -

, Tn+1
.
, , f , , , n
:
f .

[a, b]

z = (2xab)/(ba)

[a, b]

[1, 1]

f (x) Pn (x)

sup f (n+1) (x) (b a)n+1

(n + 1)!

29

22n+1

(1.29)

1.2.5

y(x) x0 , x1 , x2 , . . . , xn :

y(xi ) = yi

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

: y (x) x0 , x1 , x2 , . . . , xn .

, .
y(x) , , x0 , x1 , x2 .
, :

P (x) = P2 (x) = C0 + C1 (x x0 ) + C2 (x x0 )(x x1 ),

C1 = h1 01 = h1 (y1 y0 );

C0 = y0 ;

C2 =

1
2h2 012

1
2h2 (y2 2y1 +y0 ).

P (x) = C1 + C2 (2x x0 x1 )

y0 P (x0 ) = C1 + C2 (x0 x1 ),
y0 P (x0 ) = C2 .
C1,2 ,

y0 =

1
1
1
(y1 y0 ) + 2 (y2 2y1 +y0 )(h) = (2y1 2y0 y2 + 2y1 y0 ),
h
2h
2h

y0 =

3y0 + 4y1 y2
,
2h

y0 =

y2 2y1 + y0
.
2h2

(1.30)

( ).

(1.30) y = f (x)
.

f (x + ) = f (x) + f (x) +
30

2
3
f (x) + f (x) + . . .
2!
3!

(1.31)

 x = x0 , = h, f (x0 + h) = f (x1 ) = y1 :

y1 = y0 + hf (x0 ) +

h2
h3
f (x0 ) + f (x0 ) + . . .
2
6

x = x0 , = 2h, f (x0 + 2h) = f (x2 ) = y2 :

y2 = y0 + 2hf (x0 ) + 2h2 f (x0 ) +

4h3
f (x0 ) + . . .
3

f (x0 ):

2
4y1 y2 = 3y0 + 2hf (x0 ) h3 f (x0 ) + . . . ,
3
y0 f (x0 ):

y0 =

h2
3 y0

3y0 + 4y1 y2 h2
+ f (x0 ) + . . . .
2h
3

(1.32)

(1.30)

1.2.5.1

, , , , .
1. y0

y2 + 4y1 3y0 h2
+ y0  ;
2h
3
y1 y1 h2
=
y0  ;
2h
6
3y0 4y1 + y2 h2
=
+ y0  .
2h
3

y0 =
y0
y0

2. y0

2y3 9y2 + 18y1 11y0 h3 (4)

y0
 ;
6h
4
11y0 18y1 + 9y2 2y3 h3 (4)
+ y0
 .
=
6h
4

y0 =
y0

3. y0

y0 =

y2 + 8y1 8y1 + y2 h4 (5)

+ y0
12h
30
31

 .

4. y0

y2 2y1 + y0
hy0  ;
h2
y1 2y0 + y1 h2 (4)
 ;
y0
=
h2
12
y0 2y1 + y2
=
+ hy0  .
h2

y0 =
y0
y0

1.2.5.2

[x(t), y(t)] = maxx(t)y(t).

[a,b]

: x(t) x
n (t) = x(t) +

1
n

sin [n2 (t a)].

1
1
[x, xn ] = max sin [n2 (t a)] = .
[a,b] n
n
x
n (t) = x (t) + n cos [n2 (t a)]

[x , xn ] = maxn cos [n2 (t a)] = n.

[a,b]

, .

(.1.1 .1.3 )
,

sin nx,
.
n, , ,  ,
n .

: , .
, ,
 . , , .
32


, , , .
.

1.3

1885 , ,
, :

T0 : f (x)  [0, 2]. > 0

19

(x) =

A0 M
+ (An cos nx + Bn sin nx),
2 n=1

(1.33)

f (x) (x) < x [0, 2].

(1.34)

(1.3)
1
{xk , fk }N
k=0 ,

xk [0, 2],

. , Ai Bi ,

(xk ) = fk ,

k = 0, 1, . . . , N 1.

, 20

N = 2M + 1.

xk =
19

2k
,
N

k = 0, 1, . . . , N 1.

(1.35)

(. .

1.3.4 3.1.10)
20 N = 2M B sin M x 
M
, . ,
.

33

1.3.1

(1.33,1.34) (1.35), ,
(N 1)

p(x) = 0 + 1 eix + . . . + N 1 ei(N 1)x ,

(1.36)

N i ,

p(xk ) = fk ,

k = 0, 1, . . . , N 1.

(1.37)

,
einxk = e2i nk/N = e2i (N n)k/N = ei(N n)xk .

(1.38)

, p(xk ) ,
(, N = 2M + 1),
N 1

n=1

n=1

N 1

fk = p(xk ) = 0 + n einxk = 0 + n einxk + n einxk =

^
^

^
^
= ^ l = N n
^
^
^ (1.38)
^

n=M +1

^
^
^
M
^
^ = 0 + [n einxk + N n einxk ] =
^
n=1
^
^
^

= 0 + [ (n + N n ) cos nxk + i(n N n ) sin nxk ].

n=1

A0 /2

An

Bn

, Ak Bk i .
:

0 =

A0
,
2

1
n = (An iBn ),
2

1
N n = (An + iBn ),
2

n = 1, . . . , M.

, p(xk ) = (xk ) = fk , ,
p(x) = (x). ,
,
.

1.3.2

(DFT)

= eix ,

k = eixk = e2i k/N ,

P () = 0 + 1 + . . . + N 1 N 1 ,
34

, 21 ,
. , , , , . ,

.
i
, . -, , 22

nj = jn ,

nj = nj ,

0 j, n N 1.

(1.39)

-,
N 1

j
k kn = N jn

(1.40)

k=0

jn , N ,

N 1 = ( 1) ( N 1 + N 2 + . . . + 1) .
, jn = 1, .. j = n (
(1.40) N ),
N 1

N 1

N 1

k=0

k=0

k=0

k
0 = jn
= kjn = kj kn .

(1.40) .

N -
n
w(n) = (1, 1n , . . . , N
1 ),

n = 0, 1, . . . , N 1,

N 1

(u, v) = uj vj .
j=0
1
(1.40) , {w(n) }N
n=0 (

(w(j) , w(n) ) = N jn ,
21

0 j, k N 1, j k j k .
.

22

35

(1.41)

 N f = (f0 , f1 , . . . , fN 1 ):
N 1

N 1

fk = 0 + 1 k1 + . . . + N 1 kN 1 = j kj = j (w(j) )k ,
j=0

j=0

N 1

f = j w(j) ,
j=0

j , (1.41):

j =

1 N 1
1 N 1
(f, w(j) )
j
=

=
f

fk e2i jk/N .
k k
N k=0
(w(j) , w(j) ) N k=0

j =

1 N 1
fk e2i jk/N ,
N k=0

j = 0, 1, . . . , N 1.

(1.42)

f -

23 (discrete Fourier transform, DFT).

1.3.3

(FFT)

, N [0, 2] (DFT) f (1.42).

DFT 24 , ( lossy ) (jpeg), (mp3), (theora).
, , ,

(fast Fourier transform, FFT).

(1.42) O(N 2 ) , FFT
(1.42), O(N ln N ) .
(the Cooley-Tukey method, 1965) ,

N = Np 2p ,
23

p N,

, Jean Baptiste Joseph Fourier; 1768-1830. -

; (17981801)
.
24 , ,
(DCT). .

36


.
N 1

p(x) = k eikx

p(xj ) = fj ,

xj =

k=0

2j
,
N

j = 0, 1, . . . , N 1.

q(x)

r(x), (Np1 1) , q(x)

, r(x2/N ) :

q(x2n ) = f2n ,

r(x2n ) = r(x2n1 2/N ) = f2n+1 ,

n = 0, 1, . . . , N1 1.

r(x) , q(x) r(x) ,

.
,

eiN xk /2 = eiNp1 xk = e2i Np1 k/Np = eik = (1)k ,

q(x) r(x):

p(x) = q(x) (

1 + eiN x/2
1 eiN x/2
) + r(x 2/N ) (
).
2
2

(1.43)

eiN x/2 () N /2, p(x)  N 1,

.
q r , ,
.
, p-

N = 2p .
p = 3. a (b 1), f b , a/2
(2b 1), f 2b :
..
0(0)
1(1)
2(2)
3(3)
4(4)
5(5)
6(6)
7(7)

0, 4 0 (0, 4) 0, 2 0 (0, 2, 4, 6) 0, 1 0 (0, . . . , 7).

1, 5 1 (1, 5) 1, 3 1 (1, 3, 5, 7)
2, 6 2 (2, 6)
3, 7 3 (3, 7)
37

 r ( ), , f , . 1, 2, . . . , 8,
fk .
:

m (m=1, . . . , p)

N
N
=
m
2
M
(M 1), M =
R = 2pm =

2m :
(m)

pr

(m)

(m)

(m)

= r,0 + r,1 eix + . . . + r,21 e(M 1)ix ,

r = 0, 1, . . . , R 1.

2R (M /2 1), M /2 , (1.43):
(m)

(m1)

2pr (x) = pr

(m1)

(x) (1 + eiM x/2 ) + pR+r (x 2/M ) (1 eiM x/2 ) .

r, , ( ) , . (m)

pr

, ,

R. pR+r .

(m)

(m1)

(m1)

(m1)

r,j

+ R+r,j e2ij/2 ,

2r,M +j = r,j

R+r,j e2ij/2 ,

2r,j =
(m)

(m1)

r = 0, 1, . . . , R 1,

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


(0)

k,0 = fk ,

k = 0, . . . , N 1

(p)

0,j = j ,

1.3.4

j = 0, . . . , N 1.

. DFT*

,
, (DFT).
38


f (x), [, ], f () = f (),
25

a0
+ (ak cos kx + bk sin kx) .
2 k=1

f (x) =

(1.44)

ak bk , sin nx cos nx
:

1
ak = d cos k f ();

1
bk = d sin k f ().

(1.44) -,

f (x) = ck e

ikx

1
ck =
d eik f ().

k=

(1.45)

, f (x) [, ], ,
, f (x)x[,] .
f f ,

f , 2 .
, ? , .
f (x) = f (x + 2l). t = x /l, , f (t l/),
t, 2 (1.45).
x,
+

f (x) = cn e
n=

inx/l

1
cn = d einl f ().
2l

(1.46)

l ,  (
, . ) , (, ).
25

(. . 3.1.10).

39

(1.46)
l

1
f (x) =
d f ()ein (x) ,

n= 2l
l

n = n .
l

1 n = n

l
l
d

1
d

,
2l
2

1
d d ei(x) f ().
f (x) =
2

(1.47)

 ( ):
+

f (x) = d e

ix

F (),

1
F () =
d ei f ().
2

(1.48)

DFT
, 2l
(1.46). ,
= l,
l

2l

1
^
^ (1)n
d f()ein/l ,
cn = d f ()ein/l = ^ein = (1)n ^ =
^
^
2l
2l
l

f() = f ( l). , , , . ,
N ,

(1)n cn

^
1 N 1 2l
j ^ 1 N 1
f (xj )einxj /l = ^^xj = 2l ^^ =
f (xj )e2ikn/N .
2l j=0 N
N ^ N k=0
^

(1.42).
, , ,
l

l . . . . DFT
.
, DFT .
40

1.4

{xi }m
i=0 ,

x0 < x1 < . . . < xm ,

(k)

fi

i = 0, . . . , m,

k = 0, 1, . . . , ni 1.

(Hermite interpolation problem)

P n ,

n = ni 1,
i=0

P (k) (xi ) = f (k) (xi ),

i = 0, 1, . . . , m;

k = 0, 1, . . . , ni 1.

(1.49)

, i-
,

ni 1  ni . ni = 1.
, , m
i=0 ni = n + 1 n + 1
, ,
.

. P1,2 (x)
n, (1.49). Q = P1 P2
n.

Q(k) (xi ) = 0,

k = 0, 1, . . . , ni 1,

i = 0, 1, . . . , m,

xi ni - Q,

ni = n + 1 , . , Q
, .
, .

41

1.4.1

, , f ,
m ni 1

(k)

P (x) = fi Lik (x).

(1.50)

i=0 k=0

Lik (x) (. (1.10)).

()

Lik (xj ) = ij k ,

k, = 0, 1, . . . , ni 1,

(1.51)

(1.50)
(1.49).
.

lik =

(x xi )k m x xj nj
) ,
(
k!
j=0 xi xj

0 i m, 0 k ni .

ji

Li,ni 1 (x) = li,ni 1 (x),

i = 0, 1, . . . , m,

Lik , k ,
ni 1

()

Lik (x) = lik (x) lik (xi )Li (x).

(1.52)

=k+1

, Lik
(1.51).

, < nj lik
:
()

lik (xi )

= k

lik (xj )

=0

()

k,
i j.

. k = ni 1. Lik = li,ni 1 ,
()

()

Li,ni 1 (xi ) = li,ni 1 (xi ) = ni 1, ;

,

()

()

Li,ni 1 (xj ) = 0 j i.

Li,ni 1 (xj ) = ij ni 1,
.

42

(1.53)
(1.54)

 , (1.51) k = q, . . . , ni 1. ,
k = q 1. , (1.52)
()

ni 1

()

()

()

ni 1

()

()

Li,q1 (xj ) = li,q1 (xj ) li,q1 (xi )Li (xj ) = li,q1 (xj ) ij li,q1 (xi )k .
=q

k=q

< q < ni , ,

^
^
^
^

()
()
^ = ij q1, .
Li,q1 (xj ) = li,q1 (xj ) = ^^
^
^ (1.53,1.54) ^
^
^
q < ni , , ( = ),
, . , i, j,
k = q1. k = 0, . . . , ni 1,
(1.51) .

1.4.2

(n+1) [a, b] f (x),

{xi [a, b]}m
i=0 ,
(k)

fi

= f (k) (xi ).

x [a, b] f (x) P (x) =

f (n+1) ()

(x),
(n + 1)!

[a, b],

(x) = (x x0 )n0 (x x1 )n1 . . . (x xm )nm .

(1.55)
(1.56)

(1.25):

(x) = f (x) P (x) K
(x).
xj (x) nj ; , , nj = n + 1.
K (x)
x
x0 , . . . , x n :

K=

f (
x) P (
x)
.

(
x)

(x) (n + 2) [a, b]; (x) (n + 1) ;

; (n+1) (x) [a, b]:

[a, b] (n+1) () = 0.
43

 P (x)n ,

0 = (n+1) () = f (n+1) () K(n + 1)!.

K ,

f (
x) P (
x) =

f (n+1) ()

(
x).
(n + 1)!

.. x
[a, b], x[a, b]
.
ni = N , ,

sup
= sup(n )N =

1
2N n

f (x) Pn (x)

sup f (n+1) ()
.
(n + 1)! 2nN

N ( N = 2)
n , ,
n Pn f .

1.5
1.5.1

-*
. .

D , .. ,

D , ,
n. ,
D k -
(k n).
-  C 2 .
.

- :
[a, b] a = x0 < x1 < . . . < xn = b,
{fk }nk=0 f (x), [a, b]. [a, b] g(x), :
44

1. g(x)

g(x) C 2 [a, b];

(1.57)

2. [xk1 , xk ] g(x) :

g(x)

[xk1 ,xk ]

gk (x) = aik (x xk )i ;

(1.58)

i=0

3. g(x) f (x):

g(xk ) = fk

k = 0, 1, . . . , n;

(1.59)

4. " "

g (a) = g (b) = 0.

1.5.2

(1.60)

g(x) (14).
:

g(x) [xi1 , xi ], i = 1, . . . , n,
:

g (x)gi (x) = mi1

xi x
xxi1
+ mi
hi
hi

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

(1.61)

hi = xi xi1 , mi = g (xi ).
(1.61) ,
,

g(x) = mi1

(xi x)3
(x xi1 )3
xi x
x xi1
+ mi
+ Ai
+ Bi
.
6hi
6hi
hi
hi

(1.62)

Ai , Bi (3): g(xi1 ) = fi1 g(xi ) = fi .

x = xi1 , xi (1.62),
fi1 = mi1

h2i
+ Ai ;
6

45

fi = mi

h2i
+ Bi .
6

(1.63)

 (1.62) gi gi

(x xi1 )3
(xi x)3
+ mi
+
6hi
6hi
h2 xi x
h2 x xi1
+ (fi1 mi1 i )
+ (fi mi i )
;
6
hi
6
hi
(xi x)2
(x xi1 )2
gi (x) = mi1
+ mi
+
2hi
2hi
fi fi1 mi mi1
+

hi .
hi
6
gi (x) = mi1

(1.64)

(1.65)

g . (1.65)
x1 , . . . , xn :

hi
hi
fi fi1
mi1 + mi +
;
6
3
hi
hi+1
fi+1 fi
hi+1

mi
mi+1 +
.
g (xi + 0) gi+1
(xi ) =
3
6
hi+1
g (xi 0) gi (xi ) =

, (n 1) mi , i = 0, . . . , n:

hi
hi + hi+1
hi+1
fi+1 fi fi fi1
mi1 +
mi +
mi+1 =

.
6
3
6
hi+1
hi

(1.66)

m0 = mn = 0, (1.60), {mi }n1

i=1 .

Am = Hf.

(1.67)

A  (n 1) (n 1)

A=

h1 +h2
3
h2
6

...

h3
6
h3 +h4
3

...

h2
6
h2 +h3
3
h3
6

...

...

...

hn2 +hn1
3
hn1
6

hn1
6
hn1 +hn
3

m f
m1

m=

mn1

, f =

46

f0

f1

fn1

fn

(1.68)

 H  (n + 1) (n 1)
1
...
0
h11 ( h11 + h12 )
h2

1
0
0
( h12 + h13 ) . . .
h2
H =

1
0
0
0
. . . ( hn1 + h1n )

0
.

1
h
n

A .
B = (bij )  ,

x = (x1 , . . . , xn ).

xi

x1 x2 . . . x1 .

x1 0,

Ax = x

b11 x1 + . . . + b1n xn = x1 .

x1

xj ,

b11 bi1 ,

(1.69)

i>1

b11

R = bi1 .
i>1

() , 
. , ,
(, ,
).

aii > 0,

aii > aij .

ji

,
. , ,
, , .

m1 , m2 , . . . , mn1 (1.67)
. , - g(x) (1.64) -
g(x) . , (. .2.4.3).
gi , (1.67) mi (1.64).

47

1.5.3

- , -. , W22 [a, b], [a, b]

:
b

2
dx(u (x)) < .
a

u(x) W22 [a, b], {xi }n0 f (x)

b

[u] = dx [u (x)]
2

(1.70)

I = inf {[u] u(xk )=fk

k =0, . . . , n;

u(x)W22 [a, b]}

(1.71)

, - - g(x), .

[u g] = dx [u (x) g (x)] .
2

g (a) = g (b) = 0,
b

b
2

[ug] = dx([u ] [g ] +2g (g u ))=[u][g]+2 g d(g u ) =

a

a
b

= [u] [g] + 2 [g (g u )]a 2 (g u )g dx =

b

a
b

= [u] [g] 2 (g u )g dx
a

(xi1 , xi ), i = 1, . . . , n g

g = ci
n

[u g] = [u] [g] 2 ci [g(x) u(x)]xii1 = [u] [g].

i=0

[g] = [u] [u g] [u]

g , . . . .
48

[g] = [u]

[g u] = 0

u = g ,

u(x) g , mi , g .
(1.71), , -

- - : W22 [a, b],

(1.70).
- , [u] , (xk , fk ),
.

1.5.4

, (1.60),
" " a b.
.

g (b) = fn .

g (a) = f0 ;

(1.72)

a b,

g (a) = f0 ;

g (b) = fn .

(1.73)

,
b a, f0 = fn

g (a) = g (b);

g (a) = g (b).

(1.74)

(1.67) ?
(1.60) (1.66) m0 = mn = 0.
(1.72) , (1.65),

2
1
2 f1 f0
m0 + m1 =
(
f0 ) ,
3
3
h1
h1

1
2
2
fn fn1
mn1 + mn =
(fn
);
3
3
hn
hn
49

 (1.73)

m0 = f0 ,

mn = fn ;

, (1.74)

hn
h1
f1 f0 fn fn1
h1 + hn
mn + mn1 + m1 =

.
3
6
g
h1
hn

m0 = mn ,

(1.67). ,
a b.
,
(1.70),
W22 [a, b], ,
, .

1.5.5

-**

- .
(1.72) , , hi = h.
. , f .
Am = Hf (1.67)
mi . A H
:

A = hB;

B=

0 ... 0 0

6 ... 0 0

0
3 ... 0 0
;

0 0 0 . . . 23 61

1
2
0 0 0 ... 6 3
2
3
1
6

1
6
2
3
1
6

1
H=
h

1 2
0

2 . . . 0 0
.

0 . . . 2 1
1

...

. (h, ) (x), [a, b],

(h, ) =

sup (x ) (x ).

x ,x [a,b]
x x h

50

 () (x)
h [a, b].
h1 Hf d. Am = Hf h,
Bm = d. Bd,

m d = B 1 (I B) d.

(1.75)

H ,

dj =

fj+1 2fj + fj1 1 fj+1 fj fj fj1

= (

).
h2
h
h
h

f . , , 26 f xj1 , xj xj , xj+1 ,

j (xj1 , xj+1 ) dj = f (j ).
, ..

dj1 dj = f (j1 ) f (j ),

j (xj , xj+2 ),

j j1 (h, 3h),

dj1 dj dj+1 dj
dj1 + dj+1 dj
=
+

j
6
3
6
6
1
1
(dj1 dj + dj dj+1 ) (3h, f ) (h, f ).
6
3

((I B)d) =

(1.76)

(h), 27 .
28 B 1 B . , B
2/3 1/3,
( B ) 1/3.
B 1 3 B 1 3. (1.75) (1.76)29

mj dj B 1 max ((I B)d) 3(h, f ).

j

26

, .
f h , f

27

3h 3 .
28 A A = sup Ax , x Ax
x
x

A x.
29 m d B1 (I B)d,
- amax = maxaj
j

51

, ,

f (xj ) dj (h, f ),

f (xj ) mj f (xj ) dj + dj mj 4(h, f ).

x (xj1 , xj ) :

f (x) mj f (x) f (xj ) + f (xj ) mj (h, f ) + 4(h, f ) = 5(h, f ),

(1.61),

f (x)g (x)

xj x
x xj1
f (x) mj1 +
f (x) mj 5(h, f ).
h
h

f (xj )=g(xj ), (xj1 , xj ) j , f (j ) = g (j ).

x

f (x) g (x) = dx[f (x) g (x)] 5h(h, f ).

j

5
f (x) g(x) h2 (h, f ).
2
, , . ,
f
,
-. , (1.73) (1.74).
f (x) .

O(h4 ), , , f (x) .

1.5.6

- *

,
: a = x0 < x1 < . . . < xn = b. fi
.
52

 ,
. , ,
"" . , .
, g(x)
W22 [a, b]
b

2
2

[u]
= dx [u (x)] + pk [u(xk ) fk ] ,

(1.77)

k=0

pk >0  . [u]
"" . pk , ,
. pk (.3.3.1),
pk 0 .
(1.77) , . .
, (1.57), (1.58) (1.60) ( (1.59)).

u0 W22 [a, b]  . g(x) ,

g(xk ) = u0 (xk ) k =0, 1, . . . , n.
(1.77) g(x) u0 (x),

,
[u]
[g]
b

b
2
dx [u0 (x)]

dx [g (x)] .
2

(1.78)

, .1.5.3, g(x)  ,
b

u0 (x) a dx [u ] . u0 g .

, [u]

2

{k }n , {xk }n , [u]

0

0 , 1 , . . . , n .
, g (x)  - (1.61).
53

 (1.77),
xk

xk

xk x
xxk1 2 hk
] = {m2k1 + mk1 mk + m2k }.
dx[u (x)] = dx [mk1 h + mk h
3
k
k
2

xk1

xk1

n
hk
2

2
2
dx[u (x)] = 3 {mk1 + mk1 mk + mk } =
k=1
a

= . . . = mk (
k=1

hk
hk + hk+1
hk+1
mk1 +
mk +
mk+1 ) = (Am)k mk (Am, m),
6
3
6

m n- , mi ,

n

[g]
= (Am, m) + pk (k fk ) .
k=0

(1.67) Am = H, m ,
[g]
.
,

(Am, m) + 2ps (s fs ) = 0 s = 0, 1, . . . , n.
s s

(1.79)

A H , A = A+ , (1.67) Am = H

(Am, m)
Am
H

=2 (
, m)=2 (
, m)=2 (
, H + m)=2 (H + m)s .
s
s
s
s
(1.79)

H + m + P = P f,

(1.80)

f =

f0

fn

P =

p0

p1

... 0
.

. . . pn
...

(1.81)

(1.80) HP 1 H = Am,

(A + HP 1 H + ) m = H f.

(1.82)

, (1.82) ,

54

. . . .

 , , . (1.82)
, . , m ,
,
(1.80): = f P 1 H + m. (1.64) g(x).

1.5.7

, , .
C p . x1 < x2 < . . . < xn  , f1 , f2 , . . . , fn ,
n . p n.
C p [x1 , x2 ] . P0 (x) p
, x1 , x2 , . . . , xp+1 , P1 (x)

p  , f x2 , x3 , . . . , xp+2 . Q1 (x) 2p+1 , 2p + 2

dk P 0
dk Q1

,
dxk x=x1 dxk x=x1

dk Q1
dk P 1

,
dxk x=x2 dxk x=x2

k = 0, 1, . . . , p.

, , 2p + 2
.
, p = 1 ,

Q1 (x) = a0 + a1 (x x1 ) + a2 (x x1 )2 + a3 (x x1 )3 ,
(1.18)

a0 = f1 ,

a1 =

f2 f1
f21 ,
x2 x1

a2 =

x3 x1
f321 ,
x2 x1

a3 =

. . .

x3 x1
f321 .
(x2 x1 )2

g(x) (x1 , x2 )
Q1 (x). (x2 , x3 ) ,
x2 . g(x)
55

 (xnp1 , xnp ). g(x)

- C p ;
2p + 1.
p = 2, ,
.
, ,
g(x), 6, , .
, .
. , f C q g(x) C p , p q ,

...

Dk (f g) C(p)hqk sup maxDa f (x),

x

a=q

k = (k1 , k2 , . . . , kr ) , C(p) p
h f .

, ,

-
. , , ,

.
.
, , .
. ,
56

 , :
,

. , , .
,
. ,
.
,
, , . f (x) ,
.
, , ,
f (x) xk ,
, .
, ,
.
(. .3.3.1).
-, , () , ,
. ,

, - .
, 30 (B
ezier splines) , (Adobe Illustrator/Flash/Photoshop, PostScript, , etc.; , ).  ,
(B
ezier curves). 30

. Bezier and B-spline Technology.

57

 (Bernstein polynomials)

b,n (x) = Cn x (1 x)n ,

= 1, . . . , n,

n N,

(1.83)

[0, 1].

Stoer J., Bulirsch R. Introduction to numerical analysis, 2002, [1].

, , . ,
.
. . ,
, .

:
1. .. , .. , ., , [2].
. , .
 .

2. .. , , [3].

3. .. , [4].
4. .. , .. , .. , -

, [5].

58

 2

Numerical Dierential Equations

, . , ,
.
-
, .

2.1

, (ordinary differential equations,

ODEs)  , .
, .
.

(Cauchy problem, initial value problem) 

, . 59

 , .

y (x) = f (x, y(x)),

y(x0 ) = y0 .

(2.1)

(boundary value problem). ,

y = f (x, y, y ),

y(a) = 0,

y (b) = y(b).

.
:
,
y = y(x)
. -.
,
y = y(x) . , ,
-, .
,
, - .

.
, :
1. . , .
2. , .
3. , - ,
, .
60

 , , .

, ,
(numerically stable). , , ,
.

2.2

.

, .

2.2.1

(2.1)

y (x) = f (x, y),

y(a) = ya ,

x [a, b].

y(x) x = xi [a, b] :

y(xi + h) = y(xi ) + hy (xi ) +

h2
y (xi ) + . . .
2!

(2.2)

I. ,
y(xi + h) = y(xi ) + hy (xi ) = y(xi ) + hf (xi , y(xi )).
, n

h {xi }n1
1 , y(x)

yi+1 = yi + hf (xi , yi ),

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

(2.3)

(Euler method) ( ). , ,
. 

h2 y . (. ).
61

a)

b)

. 2.1: (a) .
(b) , ,
.

II. h2 y (xi )/2, yi =

yi+1 yi
h

y
yi+1
i
.
h

yi =

h2 1
(f (xi , yi ) f (xi+1 , yi+1 )).
2 h
f yi + hf (xi , yi ),

yi+1 = yi + hf (xi , yi ) +
yi+1

h, ,

h
yi+1 = yi + [f (xi , yi ) + f (xi + h, yi + hf (xi , yi ))],
2

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

(2.4)

h3 y .

III. [xi , xi+1 ] :

h
h
yi+1 = yi + hf (xi + , yi + f (xi , yi )),
2
2

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

(2.5)

 h3 y . , , 
(xi , yi ) h2 :

yi+1 yi + h[f + h2 fx + h2 fy yx ]x ,y = yi + hy +
i

h2
h2
[fx + fy y ]x ,y = yi + hyi + yi
i i
2
2

62

2.2.2

- (RungeKutta)

n- , - .
, ,
, , , ..
- (xi , xi+1 ). ,

(xi , xi+1 ) , f . .

f ,
y(x), :
s

yn+1 = yn + h bi ki .

(2.6)

i=1

-1

: s

k1 = f (xn , yn );
k2 = f (xn + c2 h, yn + a21 hk1 );
k3 = f (xn + c3 h, yn + a31 hk1 + a32 hk2 );

(2.7)

ks = f (xn + cs h, yn + as1 hk1 + as2 hk2 + + as,s1 hks1 ),

i1

aij = ci .

j=1

(, stages2 )

s N, {aij }1j<is {bi }si=1 . 1

Carl Runge (18561927) Martin Wilhelm Kutta (1867

1944).
2 , y
n+1 yn . ,
h [a, b], , , ,
, , , 
.

63

 ( , Butcher tableau)

0
c2 a21
c3 a31 a32

cs as1 as2 . . . as,s1

b1

b2

...

bs1

bs

0
0

1
1

0
1

1/2 1/2

1/2 1/2

. , y(x) h
x = xn :

yn+1 = yn + hfn +

h2

h3
2
(
+ f )f + (
+ f ) f + ....
2 x
y
3! x
y

yn+1 (2.6,2.7). , - , ki i h
.
p , h f fxxy fyy , 
aij , bk .
, : s = 2 (a21 , b1 b2 ),

s = 3 6, 10, .
( ) p.
4 ,
, ;
4 8  .
,
6 ,  7, .
64

 (
), aij , bl , ck .
, s ,
, s.
, .

2.2.3

RK4

4 ,
- (RK4 or "the RungeKutta method"),
, h4 .

0
1/2 1/2
1/2

1/2

1/6 1/3 1/3 1/6

h5 , h4 . ,
, (. ).

k1 = f (xi , yi ) ;
k1 + 2k2 + 2k3 + k4
yi+1 = yi + h
;
6

k2 = f (xi + h2 , yi + h k21 );

(2.8)

k3 = f (xi + h2 , yi + h k22 );
k4 = f (xi + h, yi + hk3 ) .

- 4 :

k1 = f (xi , yi ) ;
yi+1 = yi + h

k1 + 4k3 + k4
;
6

k2 = f (xi +
k3 = f (xi +

h
, yi
4
h
, yi
2

+ h k41 );
+ h k22 );

k4 = f (xi + h, yi + h(k1 2k2 + 2k3 )) ;

yi+1 =

h5 (5)
().
120 y

65

1/4

1/4

1/2

1/2

1/6

2/3

1/6

.
y = 2x2 + 2y , y(0) = 1, x[0, 1].
y = 23 e2x x2 x 21 .
0.1:

2.2.4

xi

1.0000

1.0000

1.0000

1.0000

0.1

1.2000

1.2210

1.2221

1.2221

0.5

2.5569

2.7680

2.8274

2.8274

7.0472

8.0032

8.5834

8.5836

y = g(x, y, y ). y = z , , ,

z = g(x, y, z)

y = f (x, y, z);

y(x0 ) = y0
z(x0 ) = z0 .

(2.9)

f (x, y, z) = z . , , . ,
-, y(x) = (y(x), z(x)).
- RK4 (2.9) :

k1 + 2k2 + 2k3 + k4
;
6
k1 = f (xi , yi , zi ) ;

l1 + 2l2 + 2l3 + l4
;
6
l1 = g(xi , yi , zi ) ;

yi+1 = yi + h

zi+1 = zi + h

k2 = f (xi + h2 , yi + h k21 , zi + h l21 ) ;

l2 = g(xi + h2 , yi + h k21 , zi + h l21 ) ;

k3 = f (xi + h2 , yi + h k22 , zi + h l22 ) ;

l3 = g(xi + h2 , yi + h k22 , zi + h l22 ) ;

k4 = f (xi + h, yi + hk3 , zi + hl3 ) ;

l4 = g(xi + h, yi + hk3 , zi + hl3 ) .

(2.10)

, , .

2.2.5

p, h
hp+1 :

h y = ytrue yh = Chp+1 ,
66

(2.11)

 C . kh,

k ,
Chp+1 k p+1 , yh ykh = Chp+1 1 k p+1 . ,
, .
( k =1/2)

h y =

yh yh/2 p+1 yh yh/2

2 =
2p+1 1
1 2(p+1)

(2.12)

() , 3 ,
.
h ,
, .
.
,
yj (

h h/2).
, , . , .
, -  p

p 1.

.

2.2.6

1. .
2.  , . RK4,
, 4 .
3. ,
. "".  .
4. "" .
3 :

yh yh/2 .

67

2.3
2.3.1

y = f (x, y) c y(x0 )=y0 .

, , .
(n)

yi+1 (n 1) (xi , xi+1 ).  xi , xi1 , xi2 , . . .

y ( ).

yn+1
f s , s-

.

xi+k

yi+k = yip + f (x, y)dx.

(2.13)

xip

:
(2.13) k = 1, p = 3.
xi+1

yi+1 = yi3 + f (x, y)dx.

(2.14)

xi3

, y , f (x, y), i, i1, . . . , yi+1 .

f (x, y) , f xi3 , xi2 , xi1 , xi ( , ). , xi = x0 + ih.

(1.23)
. h (h)
( ) ( ),

68

 i + k i k :

2 f0
3 f0
f0
(xxi ) +
(xx
)(xx
)
+
(xxi )(xxi+1 )(xxi+2 );
i
i+1
h
2h2
3! h3
f0
2 f0
3 f0
(3)
P =f0
(xxi ) + 2 (xxi )(xxi1 ) 3 (xxi )(xxi1 )(xxi2 ).
h
2h
3! h
(2.15)
(3)

P+ =fi +

f0 = fi1 fi ;

2 f0 = (fi1 fi ) = fi2 2fi1 + fi ;

...

(2.15) (2.14), ,
xi +h

2
dx (x xi ) = d = 4h ;
xi 3h

3h

xi +h

16 3
dx (x xi )(x xi1 ) = d ( + h) = 3 h ,

xi 3h

3h

,
[xi 3h, xi + h].
,
xi +h

(3)

yi+1 yi3 dx P = fi 4h
xi 3h

fi1 fi
fi2 2fi1 + fi 16 3
(4h2 ) +
h;
h
2h2
3

4h
(2fi fi1 + 2fi2 )
(2.16)
3
(explicit) , .. yi+1 yi , yi1 , yi2 .

yi+1 yi3 +

(implicit) , - , xi+1 .
, , xi1 xi+1 (,
,
xi1 , xi , xi+1 ):

h
(fi+1 + 4fi + fi1 ) .
3
, .
yi+1 = yi1 +

yi+1

(2.17)

, , k p (2.13) . , (Adams-Bashforth) s , p = 0, k = 1, f xi , . . . , xis+1 

69

. - (Adams-Moulton) s , p = 0, k = 1, f

xi+1 , . . . , xis+2  .
, yi+1
, (. (2.16)) fi+1 = f (xi+1 , yi+1 ).
, .
(linear multistep methods),

0 yi + 1 yi+1 + . . . + k yi+k = h [0 f (xi , yi ) + 1 f (xi+1 , yi+1 ) + . . . + k f (xi+k , yi+k )] ,

2.3.2

k 3.

(predictor-corrector methods) . ,  ( ) ( ).
yi yi+1 :
1. yi+1 
(0)

yi+1 ;
2. f (x, y), (0)

(0)

: fi+1 = f (xi+1 , yi+1 );

(0)

3. fi+1 (1)

yi+1 ;
(1)

(0)

4. yi+1 yi+1 .
: (1)

, fi+1
, (2-4),
. , : ,
70

 ,  .

.
.

2.3.2.1

(Milne's method).

, (2.16) xi , . . . , xi3 xi3

xi+1 ( ):

yi+1 = yi3 +
4

28 5 (5)
(),
90 h y

4h
(2fi fi1 + 2fi2 ) .
3

(2.18)

(xi , xi+1 ).

fi , fi1 , fi2 , ,
yi+1 , fi+1 f (xi+1 , yi+1 )
.

. 2.2: () () . ,
(2.13).
(2.17),
xi1 xi+1 (

4

. -

.
yi+1 .

71

 xi1 , xi , xi+1 ):

yi+1 = yi1 +

h
(fi+1 + 4fi + fi1 ) .
3

(2.19)

1 5 (5)
90
hy .

fi+1 , yi+1 .
, .
 .
, ,
.

2.3.2.2

- (Adams-Bashforth m.)

, - 4 -
4 ( ).

. 2.3: () () -.

xi3 , . . . , xi xi xi+1 :

yi+1 = yi +

h
251 5 (5)
(55fi 59fi1 + 37fi2 9fi3 ) +
hy ;
24
720

(2.20)

( , xi2 ,. . . ,xi+1 )

yi+1 = yi +

h
19 5 (5)
(9fi+1 + 19fi 5fi1 + fi2 )
hy .
24
720

(2.21)

 ,
 .
72

 (, Hamming's m.)* :
(0)

yi+1 = yn3 +

4h
28
(2fi fi1 + 2fi2 ) + h5 y (5) .
3
90

:
(0)

(0)

yi+1 = yi+1 +

112
(0)
(yi yi );
121

(0)

(0)

(
yi+1 ) = f (xi+1 , yi+1 ) .

yi+1 =

1
1
(9yi yi2 + 3h (fi+1 + 2fi fi1 )) h5 y (5) .
8
40

,
.

2.3.3

1. "" , .
2. . , ,
.
3. , RK ,
f s ,  2
( ). , , s = 4
, - .
, , .

73

 .
-, ,
.
 .

, .
A. ,
. -
. - -
, . ,
.
B. - , f (x, y) , ,
 . ,
,
- .
C. , f (x, y)
, , - .
.

2.4

:
. ,
.
. , - .

74

 ( )

y = f (x, y );

2.4.1

x(a, b);

y(a) = A,

y(b) = B.

(2.22)

(shooting m.)

A. ,
..

y = f1 (x)y + f2 (x)y + f3 (x) y(a)=A, y(b)=B,

.
y1 (x)  y(a)=A, y (a)=

1 , y2 (x)  y(a)=A, y (a)=2 .

y1 (b) = 1 , y2 (b) = 2 ,

y(x) =

1
[(B 2 )y1 (x) (B 1 )y2 (x)]
1 2

B. , ,
, y(a)=A, y (a)=,
, y(b) = B .
: , y(a) = A

= y (a), , . 2.4: Shooting...

2.4.2

y(b) = B .

- (nite dierences m.)

.
,

y = f (x, y, y );

y(a) = A,
75

y(b) = B

[a, b]

 [a, b] n : xi =x0+ih, i=1, 2, . . . , n,

h=(b a)/n; x0 =a, xn =b. xi yi .

- ,
. ,

y (xi ) =

yi+1 yi1
,
2h

y (xi ) =

yi+1 2yi + yi1

.
h2

(2.23)

i = 1,. . ., n 1
, n 1 n 1 .
, .
,
.
:

y p(x)y = f (x);

y(a) = A,

y(b) = B.

(2.24)

1) y (2.23),

yi+1 2yi + yi1

pi y i = f i ,
h2

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

y0 = A, yn = B.

(2.25)

n 1 n 1 .

2) :
ri

yi+1 2yi + yi1

1
h2 h3 h4 (4)

y
=
{y
+
hy
+
y + y + y + ...+
i
i
h2
h2
2
3!
4!
2
3
4
h
h
h
h2 (4)
+ yi hy + y y + y (4) + . . . 2yi } yi = yi + O(h4 y (6) ).
2
3!
4!
12

yi+1 2yi + yi1 h2 (4)

yi + O(h4 y (6) ).
(2.26)
h2
12
,
yi =

yi+1 2yi +yi1 yi+2 4yi+1 +6yi 4yi1 +yi2

pi yi =fi ,
h2
12h2

i=1, . . . , n1.

(2.27)

n 1 n 1 .
y1 yn+1
/.
76

3) , y = f + py y (4) = (f + py)
(fi+1 + pi+1 yi+1 ) 2(fi + pi yi ) + (fi1 + pi1 yi1 )
.
h2
,
(4)

yi

1
h2

(2.28)

(yi+1 2yi +yi1 )

1
12

(2.29)

[(fi+1 +pi+1 yi+1 )2(fi +pi yi )+(fi1 +pi1 yi1 )] pi yi =fi ,

i=1, 2, . . . , n1,

.
(1)

, ri

(6)

h4 yi
240

(8)

+O(h6 yi ) -

2.4.3

( 2.25)

a10 y0
+
a11 y1
+ a12 y2 = b1 ;

a11 y1
+
a22 y2
+ a23 y3 = b2 ;
y0 = A;

yn = B.

an1,n2 yn2 + an1,n1 yn1 + an1,n yn = bn1 ;

, , . .

1. .
y0 = c0 y1 + 0 , c0 = 0 0 = A, y0 =A.
y0 , y1 y2 ,
c1 1 :

y1 = c1 y2 + 1 .
y1 a21 y1 + a22 y2 + a23 y3 = b2 , y2
y3 , c2 2 :

y2 = c2 y3 + 2 .
, cn1 n1

yn1 = cn1 yn + n1 .
{ci }n1
{i }1n1 .
1
77

2. . yn = B . yn1 = cn1 yn + n1 ,

yn1 , , .
yn1 , yn2 , . . . , y1 .
, (2.24), :

c0 = 0
0 =A

f1 , p1

f2 , p 2

fn1 , pn1

c1 , 1 c2 , 2 . . . cn1 , n1

y1

2.5

...

y2

...

yn1

yn =B

(Numerical PDEs)

(partial differential equations, PDEs)  . :

,
.
.
, , .
.
:
. , ,
. , .
( ) 5 .
. . -

(nite dierence methods),

. .
5

78

2.5.1

G
( ).
, (
) .
G
. . ,
. G
( ).
:
1. ? , . ,
, .
2. , , ..
? , , ,
(a) ;
(b) G .
, .
3. , ,
, .
, (
) , 6 .
6

, :

, , .

79

2.5.2

2.5.2.1

u(x, y)

Lu(x, y) = f (x, y),

(2.30)

f  , L  .
:

L = ax2 + by2 + cx y + dx + ey + g,

(2.31)

a, b, c, d, e, g  x y ,

x ,
x

n
xn .
xn

G,
G u = .

i
,
k+1

i
1,
k

i
,
k

i
+1,
k

i
,
k1
. 2.6: , -

. 2.5: G ,

, h x l y ,
(i, k)
:
ui+1,k ui1,k
u
u
;
y ui,k y ui,k = i,k+12l i,k1 ;
2h
u
2u +ui1,k
u
2u +u
x2 ui,k i+1,k hi,k
;
y2 ui,k i,k+1 l2i,k i,k1 ;
2
u
u
u
u
u
+u
x y ui,k y i,k+12l i,k1 = i+1,k+1 i1,k+14hl i+1,k1 i1,k1 .

x ui,k x ui,k =

80

 (2.30)
, - . c = 0, ,

ui1,k1 , ,
Aik ui,k+1 + Bik ui,k1 + Cik ui+1,k + Dik ui1,k + Eik uik = fik ,

(i, k) G. (2.32)

, u , (. . 2.6). c 0,
.
 , 
.
, G. ,

uik = ik

2.5.2.2

(i, k) G.

ax2 u by2 u + dx u + ey u = f,
uy=0 = (x), y uy=0 = (x);

xR.

(2.33)

, (2.32). u
, .
(. . 2.7):

. 2.7: . y = 0

81

 ui0 = i ;
j =1 :

 a) i = y uy=0 =

ui1 ui0
l

 b) i = y uy=0 =

ui,1 ui,1
2l

+ O(l) ui1 = ui0 + i l + O(l2 );

+ O(l2 ) ui,1 = ui,1 2li + O(l3 );

(2.31) j k = 0:

Ai0 ui,1 +Bi0 (ui,1 2li )+Ci0 ui+1,0 +Di0 ui1,0 +Ei0 ui,0 =fi0
ui,1 =

1
Ai0 +Bi0

[fi0 + 2lBi0 i Ci0 ui+1,0 Di0 ui1,0 Ei0 ui,0 ] ;

l3 .

: h/l, , :
. 2.8: (1) (2)


.
(3) (4)

0 :

. . . .

2.5.2.3

7  (2.33)

7 A

uy=0 = (x),

y uy=0 = (x);

ux=0 = 1 (y),

ux=1 = 2 (y);

x[0, 1].

(boundary conditions, b.c.): I 

Dirichlet (or rst type) b.c.; II  Neuman (or second type) b.c; III  Robin (or third type) b.c.;
 mixed type b.c.

82

 :
1. j = 0 .
ui,0 =i ;
2. j =

1 ui,1
.
3.
. 2.9:
.

u01 = 1 (y1 ),

un,1 = 2 (y1 ).

4. ui,j+1 , 2 3.

: (2.33) .
uy=0 = (x);

(x u + 1 u)x=0 = F1 (y);

y uy=0 = (x);

(x u + 2 u)x=1 = F2 (y).

x=0, 1 , :

u1,k u0,k
+ 1 u0,k = F1 (yk );
h
un,k un1,k
+ 2 un,k = F2 (yk ).
h

u0,k =
un,k =

u1,k hF1 (yk )

;
1h1
un1,k +hF2 (yk )
.
1+h2

, 3.

, 1 = 2 = 0.

2.5.3

(2.30)

Lu = f u
- .
(x, y),
. (i, k) . : (i, k) , N
83

 1 N (. . 2.10), N
j=0 cj uj .
, Lu.

cj uj = f0 .

(2.34)

j=0

- . ,
, .

, L = x2 + y2 , :

(x2 + y2 )u = f.

(2.35)

,
(discrete Laplace operators) .

2.5.3.1

. , 5

2.10, :
L L

= c0 u0 + c1 u1 + c2 u2 + c3 u3 + c4 u4 .
Lu
0
L , c1 =c2 =c3 =c4 ,

. 2.10: , 5 .

( , L L
84

 u 0, )

= c0 u0 + c1 (u1 +u2 +u3 +u4 ).

Lu
u1,2,3,4 8 :

u1 =u(x0 +h, y0 +h) =

= u0 + h(x +y )u +

h3
h2
(x +y )2 u + (x +y )3 u + O(h4 );
2
3!

u2 =u(x0 h, y0 +h) =
= u0 + h(x +y )u +

h2
h3
(x +y )2 u + (x +y )3 u + O(h4 );
2
3!

u3 =u(x0 h, y0 h) =
= u0 h(x +y )u +

h2
h3
(x +y )2 u (x +y )3 u + O(h4 );
2
3!

u4 =u(x0 +h, y0 h) =
u0 + h(x y )u +

h2
h3
(x y )2 u + (x y )3 u + O(h4 ).
2
3!

, h, .

(x y )n . ,
2

=(c0 +4c1 )u0 +4c1 { h (x2 +y2 )u + O(h4 )} .

Lu
0
2
:

c0 + 4c1 = 0

h2

4c1 2 = 1

c1 =

2
1
, c0 = 2 .
2
2h
h

= 1 2 [u1 + u2 + u3 + u4 4u0 ];
Lu
2h
0
= u + O(h2 )
Lu
0
0
(2.35),

u1 + u2 + u3 + u4 4u0 = 2h2 f0 + O(h4 ).

, h4 .

2.5.3.2

. , 9

, 9 (.
. 2.11). Lu

= c0 u0 + c1 (u1 +u2 +u3 +u4 ) + c2 (u5 +u6 +u7 +u8 ).

Lu
85

(2.36)

. 2.11: , 9 .
, , u1,...,8
, h6 .

u5,6,7,8 ( , ).
, , h
, .

u5 =u(x0 +h, y0 +h) = u0 + h(. . .) +

h2
(x +y )2 u + h3 (. . .)+
2

h6
h4
(x +y )4 u + h5 (. . .) + (x +y )6 u + O(h7 )
4!
6!
h2
u6 =u(x0 h, y0 +h) = u0 + h(. . .)u + (x +y )2 u + h3 (. . .)+
2
4
6
h
h
+ (x +y )4 u + h5 (. . .) + (x +y )6 u + O(h7 )
4!
6!
...
+

(x y )2k . , (x y )2k , ,

x,y . u5,6,7,8 ,
h2 2 2
h4
(x + y )u + (x4 +6x2 y2 +y4 )u+
2
4!
6
h
+ (x6 +15x4 y2 +15x2 y4 +y6 )u + O(h8 )} .
6!

u5 +u6 +u7 +u8 = 4 {u0 +

u1,2,3,4 , . u1,2

h2 2
h4
h6
x u + h3 (. . .) + x4 u + h5 (. . .) + x6 u + O(h7 );
2!
4!
6!
4
6
h2 2
h
h
u2 = u(x0 , y0 + h) =u0 + h(. . .) + y u + h3 (. . .) + y4 u + h5 (. . .) + y6 u + O(h7 );
2!
4!
6!
u1 = u(x0 + h, y0 ) =u0 + h(. . .) +

8 ,

0.

86

 u3,4 h (h). ,

u1 +u2 +u3 +u4 = 4u0 +2 {

h2 2 2
h4
h6
(x + y )u+ (x4 +y4 )u+ (x6 +y6 )u + O(h8 )} .
2!
4!
6!

,
6
= (c0 + 4c1 + 4c2 )u0 + c2 {h4 x2 y2 u + h (x4 y2 +x2 y4 )u} +
Lu
12
4
2h6 6 6
h
( + )u} + O(ci h8 ).
+ (c1 +2c2 ) {h2 (x2 + y2 )u + (x4 +y4 )u +
12
6! x y

c0 + 4c1 + c2 = 0,

(2.37)
2 (c + 2c ) = 1.

1
2

, , c2 .

, 4 =x2 +y2 . c2 = 1/(6h2 ) 

c2 x2 y2 +

1
1
( 2 + 2 )2 ,
(c1 + 2c2 )(x4 + y4 ) =
12
12h2 x y

6 :
2
4
+ O(h6 ) = (x2 + y2 )u + h (x2 +y2 )2 u + 2h {x6 + y6 + 5(x4 y2 +x2 y4 )} u =
Lu
12
6!
2
4
h
2h
{(x2 +y2 )3 + 2x2 y2 (x2 +y2 )} u =
= (x2 + y2 )u + (x2 +y2 )2 u +
12
6!
h2
2h4
(2 + 2x2 y2 )} u =
= {1 + +
12
6!
h2
2h4
(2 + 2x2 y2 )} f.
(2.38)
= {1 + +
12
6!

, 4 , .
. , u = f , h6 .

c2 =

1
6h2

(2.37) c1 =

4
6h2

20
c0 = 6h
2 .

(2.36),

= 1 {20u0 + 4(u1 + u2 + u3 + u4 ) + (u5 + u6 + u7 + u8 )} .

Lu
0
6h2
(2.38),

4(u1 + u2 + u3 + u4 ) + (u5 + u6 + u7 + u8 ) 20u0 =

h4
h6 4
( f + 4x2 y2 f + y4 f )0 + O(h8 ).
= 6h2 f0 + (f )0 +
2
60 x
87

 f (x, y) , ,
(f )0 =

1
2h2 (f5

+ f6 + f7 + f8 4f0 ) ( ,

h4 ),

4(u1 + u2 + u3 + u4 ) + (u5 + u6 + u7 + u8 ) 20u0 =

h2
= (f5 + f6 + f7 + f8 + 20f0 ) + O(h6 ).
4

2.5.3.3

. (. . 2.12).
0,
,

u1 + u2 + u3 + u4 + u5 + u6 6u0 =

3h2
3h4
f0 +
(f )0 + O(h6 ).
2
32

. 2.12: , 7

. 2.13: , 13

, 13 .
x4 u + 2x2 y2 u + y4 u = f (x, y).
2.3.2 (0, 2) (2, 0) 0 (. .2.13),

20u0 8(u1 + u2 + u3 + u4 ) + 2(u5 + u6 + u7 + u8 ) +

+(u9 + u10 + u11 + u12 ) = h4 f0 + O(h6 ).
88

: , , ,
, ,
, , ,
. , .

2.5.4

, G

G :
{G, } {G , }
, , :
,
;
, , ;
- , .

. , [6];
Wikipedia: Numerical ordinary dierential equations, MathWorld: ODEs;
J. Butcher, Numerical methods for ordinary dierential equations [7],

, Numerical dierential equations methods,

.

89

:
.. , .. , .. [5];
.. [4];
.. [3], .

.
.. , .. , [9]. 2, 9 
, 10  .
- EqWorld.
:
.. , [3], 9;
.. , . , [10], I.

90

 II

91

 3


3.1

Functional Spaces

, , . , .

3.1.1

Def.: (Group). G 1 "" , 2

a, bG

a bG (, closure);

a, b, cG (a b) c = a (b c) (, associativity);
eG aG a e = a (
1

()

, identity element);

 , ,

.
2 , () "";  +, .

92

 aG bG a b = e (

()

, inverse element)3

(commutativity)

a, bG a b = b a,  (Abelian group).

:
1. Z ( 0);
2. Q, R C
( 0) ( , 1);
3. , : (), Rn ( ),
R41,3 ( ). . .

Def.: (Field). F "+" () "" (), ,

( );
;
(distributivity)

a (b + c) = a b + a c.

: Q, R, C; Zp 
p.
n n - . , , 4 .
3

3 4 ,

ae=a
ea=ae=a

1
1

a a = e (a1 )1 = a.

aa =e

(a1 )1 x a1 x=e a = a e = a (a1 x) = (a a1 ) x = e x = x (a1 )1 = a

1
1

e a = (a a )a = a (a a) = a e = a.
.
4 . B.1.

93

3.1.2

Def.: () V M (Linear space /

vector space V over eld M )  , , ( , "+") (
M ),
V ;
 5  M ,
1. aV, m, nM (mn)a = m(na) ();
2. a, bV, mM m(a + b) = ma + mb ();
3. aV, m, nR (m + n)a = ma + na ();
4. aV 1a = a ( ).
R C.
{ai }ni=1  () V . n

i ai ,
i=1

i M .

{ai }ni=1 - (linear-independent),

i ai =0 , i =0 i
i=1

{ai }ni=1 (complete) V ,

xV {i }ni=1 x = i ai .
(basis) V  - V . 6 .
n N -

{ai }ni=1 , .- . , .-  , .
5

R, R- (module over ring R, R-module structure), -

A R ,
4 .
6 , .

94

  -

( ). {yi }n1 , ,
{xi }n1 , , , , () , .. ,
.

0
1. C[a,b]
 (continuous) , [a, b];
k
2. C[a,b]
C k [a, b]  7 k [a, b];

3. R[a,b]  , (integrable) [a, b]

a dx f (x) < ;
2
4. R[a,b]
 ,

[a, b] :

2
a dx f (x) < ;

5. , [a, b] ;
6. n n;
7. ,
, . (x).

(Inner product) : a, bV (a, b)M

7 .

f  k (k N), f C k , k -

. C 0 ; C
-, (smooth).
k
C[a,b]
.

95

 (a, b)=(b, a) M =R, (a, b)=(b, a) M =C

(1 a1 + 2 a2 , b) = 1 (a1 , b) + 2 (a2 , b)

{(a, a)=0 a=e} (e0  V )

(a, a) 0

ab, a b, (a, b), (a; b), a, b, ab.

(Norm) : aV aR

{a = 0 a = e}

a 0

a = a

a, bV

a + b a + b ( )

(Metric) : a, bV (a, b)R

(a, b) 0

{(a, b) = 0 a = b}

(a, b) = (b, a)
cV

(a, b) (a, c) + (b, c) ( )

, ,

3.1.3

(/ )

a =

(a, a).

(3.1)

.
, (
R):

a (a, a) 0 a, b V, R (a+b, a+b) = 2 (b, b)+2(a, b)+(b, b) 0. ( )

(a, a)(b, b) (a, b)2 0

(a, b) a b  -(-) .
96

(3.2)

 a+b2 = (a+b, a+b) = (a, a)+(b, b)+2(a, b) a2 +b2 +2a b = (a+b)2

a + b a + b, . ..

Def.: E ,
, (Inner product space) 8 .
{ai E}ni=1 :
(orthogonal), ij (ai , aj )=0,
(orthonormal), i, j (ai , aj ) = ij .

9 G {ai }ni=1 :

Gij =(ai , aj ).

(3.3)

G[a1 , . . . , an ]  {ai }ni=1 .

T0 : {ai }ni=1 - G[a1 , . . . , an ] 0.

detG = 0.

{i }n
i=1 ,

-, ..

i Gij = 0
i

j:

{ai }n
i=1

{ai }n
i=1

i ai = 0,

..

{i }n
i=1 ,

aj : i Gij = 0
i

detG = 0

j.

i (ai , aj ) = 0
i

( i ai ) = 0

i ai = 0.
i

{ai }n
i=1

j.

detG = 0.

, .

1. n- Rn ,
x = (x1 , x2 , . . . , xn ),

(a, b) a b = a1 b1 + a2 b2 + . . . + an bn .

(3.4)

10 ;
8

; , .

- , ( ) .
9 Jrgen Pedersen Gram (1850  1916), . ,
""!; / Gram matrix / Gramian .
10 . scalar/dot product
Euclidean space , (3.4), scalar/dot product. Inner product
, ,
.

97

2
2. C[a,b]
[a, b], -

(f, g) = dx f (x)g(x)
a

(   )
3. [a, b] -

f = max f (x)
x[a,b]

(3.5)

(, ), , ..  .

2
R[a,b]
-

[a, b].
b

(f, g) = dx f (x)g(x).
a

f = dx f 2 (x) <
2

(3.6)

- (3.2) , 2
f, g R[a,b]
. -

(f, g) ,

f 2 = 0

f = 0.

, dxf 2 = 0 , f
.  , . R

(is a Lebesgue null set), > 0 < (

[a, b] (a, b) R (b a)).
98

 . , , . 
, .
, ,
, f 2 = 0. ,
,

f = 0 f = 0,
, .
( ),
, .
,
(3.6) .

3.1.4

(.. ) , . ,

0 x = y,
(x, y) =

1 x y,
, , .

(x, y) = x y
R1 ,
.
-

{fn }
n=1 f0 (fn , f0 ) 0.
n

(3.7)

.
, , : f (x) x,
{xn }, xn x, f (xn ) f (x).
99

 {fn }
n=1 ( -

, , / Cauchy
sequence),

> 0 N N m, n>N

(fm , fn ) < .

(3.8)

, :

{fn } f0 :
(fn , f0 )0 >0 N N n > N

(fn , f0 )</2

>0 N N m, n>N

(fn , fm )(fn , f0 ) + (fm , f0 )<

, , .

Def.: (complete space)  , (..

)11 .
, Q (q1 , q2 ) = q1 q2 , 12 R. R , , Q
( . ), ..

> 0, x R q Q x q < .
,

T0 : R R , .. , R
R . . . . .
:
{xn } {yn } R 13 , (xn , yn ) 0. R
11

, 

, .
, ,
.
12 .
13 ,
1) a a; 2) a b b a; 3) a b, b c a c. 
, .

100

R. , {xn } x
{yn } y , R (x , y ) = lim (xn , yn ).
n

x R
, xn = x.

3.1.5

(a, b) = a b

(3.9)

.
, 14

(a, b) = (a + c, b + c) (a, b) = (a, b),

: ,
. . .

Def.: (Banach space) 

, , .
, ( ) , ..

xn x

yn y

xn + yn x + y

(xn , yn ) (x, y).

, M

(3.10)

( ).

xn = x + un , yn = y + vn . un 0, vn 0.

(x, y) (xn , yn ) = (x, vn ) (un , y) + (un , vn )

- (3.2)

(x, y)(xn , yn )x vn +un y+un vn 0,

.. (xn , yn ) (x, y)
14

101


. 15 ,
.
1. n- n x = (x1 , x2 , . . . , xn ),

x =
2

x2k
k=1

1/2

(x, y) = ( (yk xk ) )
2

(3.11)

k=1

(x, y) = xk yk , Rn .
2. Lp -, p- :
n

x = ( xk p )

1/p

1/p

(x, y) = ( xk yk p )

k=1

p 1,

(3.12)

k=1
(n)

Rp . p = 2.
p = 1 taxicab geometry 16 :
n

(x, y) = xk yk .

(3.13)

k=1

p (uniform) (
-, )

(x, y) = max xk yk .

(3.14)

1kn

1/p

( ak + bk p )
k=1

1/p

( ak p )

+ ( bk p )

k=1

1/p

(3.15)

k=1

3. -

l2

x = (x1 , x2 , . . . , xn , . . .)

xk 2 < ,

(3.16)

k=1
15

(. ), R.
16 , ,
.

102

1/2

(x, y) = ( xk yk )
2

(3.17)

k=1

17 , ,
x2 = xk 2 (x, y) =
k=1 xk yk . - (3.2).
(.3.1.8).
4. C[a,b] , [a, b],

(f, g) = max g(t) f (t)

(3.18)

t[a,b]

,
 C[a,b] . (3.5). . , 2.

C[a,b]

. . .

2
5. C[a,b]
[a, b],

, (3.6)
b

(f, g) = ( dt [g(t) f (t)] )

1/2

(3.19)

2
C[a,b]
, (. .3.1.10)

(3.18) (3.19) , (3.5) (3.6), .

3.1.6

Fourier series in innite-dimensional spaces

B , . , , .
17

(n)

Rp ,

p- lp , p-:

xk < ,

p 1;

1/p
p

(x, y) = ( xk yk )

k=1

k=1

103

 {ai }
1  , .. (ai , aj ) = 0 ij .
B

ai

(3.20)

i=1

, (3.20) , n1 ai n .
ai n ai

> 0 N N n N, p 1 an+1 + . . . + an+p <

an+1 2 + . . . + an+p 2 < 2 , a1 + . . . + an 2 =
a1 2 + . . . + an 2 .
n ai 2
ai 2 .
, {fi }
1  , ..

(fi , fj )=ij i, j ,

k fk

(3.21)

k=1

k2 ( R,
C k 2 ).
(3.21) , x. (n1 k fk , fp ). , n , (n1 k fk , fp ) =

p p . ,
n

(n1 k fk , fp ) (x, fp ).
n

k = (x, fk ).

k x
{fk }, (3.21)

x = (x, fk ) fk

(3.22)

k=1

x {f }.
k

, (3.21) ,
x. 18
n

x k fk 2 = (x k fk )2 = (x, x) 2 k (x, fk ) + k2 = x2 k2 ,
18

() f

(f, f ) f 2 . x,
.

104

 .. n ,

k2 = x2 .

(3.23)

k=1

xB .
k = (x, fk ) (3.22) x
fk . .. x n k fk 2 = x2 n k2 ,
n

k2 x2
k=1

 n k2
, .
xB .
x, n ,
(3.23).
{fk } x B (3.23), {fk } .
{fk }.
B , .
( ), . ,

B .

3.1.7

Def.: A (dense) M A,

mM >0 aA (m a) < .
, Q R ( (x, y) =

x y). (countable) 19 .
19

, N.

105

 M (separable), . , R .
, , ,  . - a = supai  i

T0 : B ,
.

w v  .

(w v, w v) = 2. w uk uk

w . < 1/ 2. , k

w v =

 w v . w v

w uk + v uk < 2, . ,
k , {uk }, . (,
, ), . ..

{fk }
1 ,

(x, fk ) = 0 k

, x = 0.

{fk }
1 , .

x k , y  k . k = k k , (x y, fk ) =
0 k x y = 0

x=y

T0 : , .

{fk } . k (x, fk ) = 0 k
x2 = k2 =0 x=0. , {fk } .
{fk } . xn k fk : (n k fk , fp )
n p n (x
n

k fk , fp ) = 0 p. x = k fk k2 = x2 , ..
.

106


T0 : B , ,
{ui }
i=1 , {wi }i=1 .

{ui } - {
ui }. {ui } ,
, ,
. {
ui } -:
n1

w1 =

u1
u2 (
u2 , w1 )w1
; w2 =
, . . . , wn =
u1

u2 (
u2 , w1 )w1

un (
un , wi )wi
i=1
n1

, ...

un (
un , wi )wi

(3.24)

i=1

wi

uj .
, {wi }
i=1 . , f B

(f, wi ) = 0 i. (f, ui ) = 0 i. {ui } B ,

> 0 ui , f ui < .

f 2 = (f, f ) = (f, f ) (ui , f ) = (f ui , f ) f ui f < f ,

f = 0, f = 0, {wi } ,
.
: B {wi }, ci wi 20 B . ,
:

T0 : B
.

3.1.8

(Hilbert space)

, , , ,
 . ,
20

, -

Q.

107

 .
, , , .

(Hilbert space)  ".....": -

21 . H .
, ,
, , .
 .
, ( ) ,
(Schauder basis) 22 .
H ,
, . .. -
H
l2 (3.16). , -
, , 23 . ( ) .
H l2 24 . l2 .
, l2 " "

H , n- n xi yi n-
, .
, . ,
.
21

.
22 (Hamel basis), V , V
. .
23 l2 , (3.17).
24 .

108

3.1.9

? , , C[a,b]
[a, b].

25 (Weierstrass' fundamental theorem of approximation theory):

T0 : f (x)  [a, b], < a < b < .

> 0 p(x),

f (x) p(x) < x [a, b].

(3.25)

, [a, b]
.

fn (x)

()

x [a, b], > 0

fn (x)

N n > N

> 0

f (x)

N n > N

f (x)

f (x) fn (x) < .

f (x) fn (x) <

x [a, b].

, .

1. , f , x0 < x1 < . . . < xm

f ( ). - ()
m1

g (m) (x) = g1 (x) + [gi+1 (x) gi (x)] (x xi ),

i=1

gi (x)  26 , f (x) , xi xi1 ,

(x)

0 x < 0,
(x) =

1 x 0.
25

, Karl Theodor Wilhelm Weierstrass (1815  1897). -

1885, 70 (!) .
26

gi (x) = f (xi ) +

x xi
[f (xi ) f (xi1 )] ,
xi xi1

109

 , x (xj1 , xj ) (x xi )
xi < x, i = 1, 2, . . . , j 1. ,

x (xj1 , xj )

g (m) (x) = g1 + (g2 g2 ) + . . . + (gj gj1 ) = gj (x).

(x)  g (m) (x)

2.

(1 + x)n 1 + nx,

n = 0, 1, . . . ;

x > 1.

(3.26)

. n = 0 (3.26) 1 1, . (3.26) n = k.
(1 + x)k+1 (1 + x)(1 + kx) = 1 + (k + 1)x + kx2 1 + (k + 1)x,

(3.26)

n = k + 1.

3.
2n

qn (x) = (1 xn ) .
,

1
1 0 x < 1/2;
lim qn (x) = ( x)
n

0 1/2 < x 1.

x [0, 1/2) (3.26)

2n

1 qn = (1 xn )

1 xn 2n = 1 (2x)n ,

(sandwich theorem)

x [0, 1/2)

lim qn (x) = 1.

x (1/2, 1)
n

1
xn 2
(2x)n
1
=
(1
+
=
)

1
+
> (2x)n ,
n
qn (x) (1 xn )2
1 xn
1 xn

0 < qn (x) < 1/(2x)n

2x > 1,

x (1/2, 1)

lim qn (x) = 0.

110

 f . .
, , x
(0, 1/2). x
N , n > N qn (
x)1 < , x <

x , [0, 1/2] [1/2+, 1]

> 0.
4. - g (m) (x) xi ,
[a, b]/O (xi ) > 0.
( )
g (m) (x) - xi , O (xi ),

g (m) (x) = f (xi ) + [ + (x xi )](x xi ).

Qi,n (x)  , (x
(m)

xi ), Pn

, g (m) ,

(m)

Pn
(m)

Rn

(m)

(x) = f (xi ) + [ + Qi,n (x)](x xi ) + Rn (x),

 ,

.
(m)

g (m) Pn

[(x xi ) Qi,n ](x xi ) + Rn = O(1) x xi + Rn

O (xi )
. n [xi1 + 1 , xi+1 1 ] 1 > 0. , g (m)

xi ,  [a, b].
5. , f
g (m) (x), g (m) (m)

Pn
(n)

.
(n)

f Pn f gn + gn Pn ,
.

111

T0 : C[a,b] [a, b]

(f, g) = max f (x) g(x).

x[a,b]

Lp

p > 1:
fn (x) p(x) < x [a, b],

1/

( dx fn p )

< b a1/ .

C[a,b] Lp c p > 1,
(3.6).
Q (
Lp ), , .
p
C[a,b]
.

2
C[a,b]
,

0 : (1.33)
C[0,2] [0, 2] .
, ,
2
C[0,2]
.

. -

, .  ,
. 
. ,
,
.3.2.4.4. , .

112

3.1.10

L2

2
C[a,b]
, -

[a, b],
b

1/2

x = ( dt x (t))
2

(x, y) = x y,

(3.27)

(x, y) = dt x(t)y(t),

(3.28)

.
, ,
2
. , C[a,b]
. -

1 t < 1/n;

n (t) = nt t < 1/n;

+1 t > 1/n,
. . . , , , n .
(.3.1.4),

, ,
. C 2 C 2 . Q C 2 , C 2
C 2 , Q C 2 , . ,

C 2 , , , .
, C 2 C 2 , , (.3.1.3). ,
 . ,
, L2 . .

L2
, C 2 , L2 ,
.

= {1, x, x2 , . . . , xn , . . .},
113

 , L2 , f (x) L2 ,
f (x) L2 :
b

f (x) = fn x ,
n

n=0

n
0
dx (f (x) fn x ) N

n=0

, , .
, , L2 [0, 2] (1.33):

T = {1, sin x, cos x, sin 2x, cos 2x, . . . , sin nx, cos nx, . . .}
L2 , ( ) (3.28). ( ) f (x)L2 [0, 2] -

(1.44):

f (x) =

a0
+ (ak cos kx + bk sin kx) .
2 k=1

ak bk sin nx cos nx
0 2 .

, L2 C 2 :
{xn }  C 2 , x L2 ,

xL2 = lim xn C 2 = lim (

n

1/2
2
dt xn (t)) .

,
b

lim dt x2n (t),

dt x(t) = n
a

, , C 2 ,

1 xQ
D(x) IQ =
,

0
x

R/Q

114

 , C 2 .
, C 2 , 27 .
28 , .
,
B.
. ,
, , (. 29 ).

. 3.1: () ().
, , ,
,  . , D(x) 1

. 0 D(x) = 1,
D(x) = 0 Q, 
R/Q. ,
27

[0, 1]  {qi }
i=1 .
, q1 1/2. 
q1 q2 , 1/22 . , ( ) ,

, D(x).
28 , [11], [12].
29 demonstrations.wolfram.com .

115

 .
, .

T0 : f (x), [a, b], a < b,

. .., [a, b].

T0 : f (x) [a, b] , , . ,
.
, L2 [a, b] ,
[a, b]  .
30 R2 [a, b] , [a, b]
(3.27), L2 , ,

C 2:
C 2 [a, b] R2 [a, b] L2 [a, b].
L2 (3.9), , ,
.
, .. , , R2 . ,
- , , , R2 , R2
L2 , R2 .
"" , , . , , , ,
.

3.2

Orthogonal Polynomials

V f (x), C = [a, b], ( )

p(x), ..
2
d f (x)< f (x)V,

d = p(x)dx > 0

(3.29)

C
30

, L2 , -

, .

116

k = 0, 1, . . .

k d xk ,

0 = d;

, , V .
L2 : [a, b],

(f, g) = d f (x)g(x),

(3.30)

; , .
, 31 L2[a,b] (p).

, , C[a,b] ,

, . ,

L2 (1), L2 (p), ..
f pn <

d f pn < 0 ,

2
{xn }
n=0 L . , -

, p(x) [a, b] (3.30),

( ) L2 (p).
-, k .

(pn , pm ) = nm ,

n, m = 0, 1, 2, . . .

(3.31)

(n)

(n)

(n)

pn (x) = kn xn + kn1 xn1 + . . . + k0 ,

pn (x)

pn
(n)
(n)
= xn + 1 xn1 + . . . + 0 ,
kn

(n)

kn kn > 0;
(n)

(n)

ki
.
kn

(3.32)
(3.33)

kn  (leading coecients) pn , pn 
(monic) .
, n

(pn , xk ) = 0,
31

k = 0, 1, . . . , n 1.

(3.34)

, [a, b]

p, .

117

(n)

(3.34) i :
n1

(n)

ik i

+ nk = 0 k = 1, . . . , n 1,

(3.35)

i=0

ik = (xi , xk ) = d xi+k = i+k

(3.36)

(n n)  (ij )n1
i,j=0 .
n1
{xi }i=0
, --

, .
(n)

(3.35) , i , .
:
RRR
R
01 . . . 0,n1
1 RRRR
RRR 00
RR
RRR
11 . . . 1,n1
x RRRR
RRR 10
RR
1
RRR
pn (x) =
(3.37)

RRRR ,
RR
R
RRR
Dn Dn1 RR
RRR n1,0 n1,1 . . . n1,n1 xn1 RRR
RRR
RR
RRR n0
n RRR

.
.
.

x
n1
n,n1
RR
R
Dn = det[(ij )ni,j=0 ]  {xk }nk=0 . ,

pn (x) .
(3.37) Qn . n. xk (k < n) p, ,
k -,
k
dQn (x)x = 0,

k = 0, 1, . . . , n 1,

Qn n.
Qn ,
:
n
2
n
dQn = dQn (x Dn1 + . . .) = Dn1 dQn x = Dn1 Dn .

, n
, ,
Qn . , (3.37).
, {pi (x)}, L2 (p) ,
i pi (x)
i2 pn 2 < ( pn 2
, ).
118

 *

C ( ) .
d > 0 (  p(z) ),

(f, g) = d f (x)g(x),
C

. k ik

ik = (z i , z k ) = d z i z k
C

.
, C
- .
. ,
.

3.2.1

L2

T0 :
L2 .

, n,
Pn = xn + . . ., L2 , ..
2
d Pn = min .

(3.38)
n

Pn pn : Pn = ci pn .
i=0

2
2
d Pn = ci ,
i=0

cn = 1/kn , .. Pn 1.
, ck
, .. Pn = pn .

119

3.2.2

T0 : :

xpn (x) = an pn+1 (x) + bn pn (x) + a

n pn1 (x),

(3.39)

an =

(xpn+1 , pn )
kn
=
> 0,
(pn+1 , pn+1 ) kn+1

bn =

(xpn , pn )
,
(pn , pn )

a
n = an1

pn+1 2
.
pn 2

(3.40)

xpn (x) {pi (x)}n+1

i=0 :
xpn (x) = ck pk ,
ck

(3.41)

(xpn , pk ) d xpn (x) pk (x) (xpk , pn )

=
=
.
(pk , pk )
(pk , pk )
(pk , pk )

(3.42)

, ck k < n 1, .
xpk (x) n.
(3.41), , cn+1 =

kn /kn+1 . , (3.42)
cn1 =

(xpn1 , pn ) pn+1 2 (xpn1 , pn ) pn+1 2

pn+1 2 kn1
=
=
c
=

.
n+1
(pn , pn )
pn 2 (pn+1 , pn+1 )
pn 2
pn 2
kn

cn (3.42) k = n..

pi 2 =1.
:

p0 = 1/ , p1 = 0 ( (3.39) n = 0, p1 (3.37)).

*:
(3.39) an > 0 bn ,

...

q1 =1, q0 =0
(3.39) a1 = 1,
qn n1,
- .

(pn  ),

...

qn (z) = p0 d
a

pn (z) pn (x)
.
zx

120

3.2.3

T0 : n pn , (a, b),
pn pn+1 .
pn pn+1 (. .3.2).
1.0

. 3.2:

0.5

-1.0

-0.5

0.5

1.0

T8 (x) T9 (x) (.
.3.2.4.4)

-0.5

-1.0

1) , pn n (a, b).
m < n , y1 , . . . , ym ,
q(x) = m
j=1 (x yj ) m < n, ..
q(x)pn (x) .
2) (3.39), x = xk ,

0 = an pn+1 (xk ) + an1 pn1 (xk ),

(3.43)

.. pn+1 (xk ) pn1 (xk ) .

3) .
. , p0  , p1 [a, b], x0 . p2

[a, b], p2 (a) > 0, p2 (b) > 0. (3.43) , p2 (x0 ) < 0.
, p2 (a, x0 ) (x0 , b) .
, , pn pn1 ,
xn < xn1 < . . . < x1 pn . , (n 1) pn1
pn , xk , xk+1
: sign pn1 (xk ) = (1)k+1 (x1 pn1 ,
pn1 , pn1 (x1 ) > 0). (3.43)
, (n 1) (xk , xk+1 ) pn+1 ,
.
pn+1 . , (a, xn )

(x1 , b) , , .
121

3.2.4


.
(

En = h(n
+ 1/2)); ( ); (
) .
y(z)

(z)y + (z)y + y = 0,

(3.44)

(z) (z)  .
32 ,
 .  ..
, y .
, (3.44), v1 (z) y (z)

(z)v1 + 1 (z)v1 + 1 v1 = 0,
1 (z) = (z) + (z),

1 = + (z).

(z) (z)  , .
(3.44).
z , , vn (z) y (n) (z)

(z)vn + n (z)vn + n vn = 0,
n = + n ,

(3.45)

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

k 0 k = 0, 1, . . . , n 1, (3.45)
vn = y (n) , y(z)  (3.44).
(3.44), . , (3.45)
32

122

n = 0 vn (z) = const. vn (z) = y (n) (z),

,

1
= n n n(n 1)
(3.46)
2
. y = yn (z), n. . .
(3.44).

3.2.4.1

(3.44) 

d
dy
[(z)(z) ] + (z)y = 0,
dz
dz
(z)

(3.47)

[(z)] = (z).

(3.48)

dz
1
exp
.
(3.49)

, (3.47) (3.48),
=

vn y (n) :

[n vn ] + n n vn = 0,

(n ) = n n .

(3.50)

n = + n (3.45), n 0 :

= +n ,
n

n = n .
n+1 = n , (3.50), vn+1 = vn ,

n vn =

(n+1 vn+1 ) .
n

y = yn (z) n, vn = const,
(n)

y 0 v0 (1 v1 ) (2 v2 ) . . . (n vn )(n) n ( n )(n) ,

yn (z) =

1
d
[(z) n (z)],
n
n (x) dz

(3.51)

n , .
123

3.2.4.2

. -.

yn ym  (3.47), = n = m :

[yn ] = n yn ;

[ym
] = m ym .

ym , yn , ,

ym [yn ] yn [ym
] =

 .

d
[ W [ym , yn ]],
dz

RRR
R
RRR u v RRRRR
W [u, v] = RR
RRR u v RRRRR
R
R

z a b,
b

(m n ) (yn , ym ) = [ W [yn , ym ]] ,
a

(3.52)

(z)

[a, b]:
b

(f, g) = dz (z) f (z)g(z).

(3.53)

.
- (Sturm-Liouville problem)

(3.47) : ,
[a, b]

1 y (a) + 1 y(a) = 0;

2 y (b) + 2 y(b) = 0

(3.54)

yn,m  ( ), n,m .
(3.54), y

y , W x = a, b ,
(3.52) . n m ,

n m, (3.53) :
(yn , ym ) nm .
124

 ,
(3.44) ,

(z)(z)z k

z=a,b

= 0,

k = 0, 1, . . .

(3.55)

, (3.55), (3.44) [a, b] (z)

L2[a,b] (). (3.37), -

(3.39) (.3.2.3).
-.

3.2.4.3

, ,


. , .
, (3.44), )
- , , , , ) ,
- .

(Hermite).  ,  :

= 0 ;

= 0 (x x0 ).

(3.49) , :

exp (

0 x2
( xx0 )) .
0 2

, , 0 /0 < 0 .
, 0 = 1, 0 = 2, x0 = 0,
33 :

= ex ;
2

33

a = , b = +.

125

, , , Hn (x).
= 1 = 2x (3.44); (3.46),

Hn 2xHn + 2nHn = 0.
- , -

m
2 /2

() = const e
Hn (), =
x; En = h(n + 1/2).
h
, .

. 3.3: Hn ()
(0)

Ln ().

(Laguerre).  :
= 0 (x x1 );

= 0 (x x0 ).

(3.49) , :
0

x x1 0

(x0 x1 )

e 0 .

, x1 ( )
( 0 /0 ) . ,
0 = 1, 0 = 1 x1 = 0; :

x ex ;

a = 0, b = +.
126

, , ()

, Ln (x). = x0 1
 .
> 1, , x = 0,
()

, Ln

, , , .
, = x

= (x 1) (3.44), (3.46):
()

xLn

()

+ ( + 1 x)Ln

()

+ nLn = 0;

> 1.

()

Ln (x) (associated)
()

, Ln

0. :
(2l+1)

nlm Ylm (, ) e/2 l Lnl1 (),

2r
.
na0

(Jacobi). ,  :
= 0 (x x1 )(x x2 );

= 0 (x x0 ).

(3.49) , :

x x1 +1 x x2 +1 ,
 ,

x0,1,2 0 /0 .
x1,2 , > 1.
, 0 = 1 x1,2 = 1; :

= (1 x) (1 + x) ;

a = 1, b = +1.

, , (,)

, Pn

(x)  -

.
,
:

(1 x2 )y + [ x( + + 2)]y + n(n + + + 1)y = 0.

127

 = (ultraspherical)
, (Gegenbauer) Cn .

(Legendre) Pn ( Ln )
( .), = =0, ..

(x) = 1 [1, 1];

(1 x2 )Pn 2xPn + n(n + 1)Pn = 0.

 .

3.4:

[1, 1]

3.2.4.4

I II

. 3.5: Tn Un
I II , = =1/2 = =+1/2 .
I Tn

1
(x) =
1 x2

[1, 1];
128

(1 x2 )Tn xTn + n2 Tn = 0.

 II Un

(x) =

1 x2

[1, 1];

(1 x2 )Un 3xUn + n(n + 2)Un = 0.

Tn , Tntr = cos(n arccos x)

. 1.2.4.4:

, , Tntr
:
1

dx Tntr (x)Tmtr (x)

dx cos(n arccos x) cos(m arccos x)

=
=

2
2
1

x
1

x
1
d cos cos n cos m
=
=
sin

n=0;

= dx cos nx cos mx = mn

0
/2 n1.
Tn Tntr , Tn . ,
Tn (1) = Tntr (1) = cos 0 = 1. .
(.1.2.4.5), I , . , Tn
[1, 1] L , .. maxPn (x) [1,1]

n.

Tn * ,
C[1,1] [1, 1] L2 [(1 x2 )1/2 ].
, , f C[1,1]
I Tn :

f (x) = fk Tk (x),

Tk (x) = cos(k arccos x),

fk =

k=0

1
1
dx

f (x)Tk (x),

Tk 2 1 1 x2

T0 2 = , k > 1 Tk 2 = /2.
x = cos , [0, ]. Tk = cos(k),
F () f (cos )

F () = Fk cos k,
k=0

F k = fk =

1
dF () cos k.
Tk 2 0

129

, F F () = F (), ,

F0 =

1
dF ();

Fk =

1
dF () cos k k > 1.

-  (1.44) ,
.
, . , C[0, 2]
L2 (1). (. .3.1.9)
.
 ,
, .

3.3

Least squares approximation

3.3.1

3.3.1.1

. .
{xk }m
1 , , ,
m
{fk = f (xk )}m
1 , {pk > 0}1 , -

, .
m- Vm , {xk }m
k=1 ,

m

(f, g) = pk f (xk )g(xk ),

f 2 = (f, f ).

(3.56)

k=1

2 (f, g) = f g2 = pk [f (xk ) g(xk )] .

k=1

{i (x)}n1 , {xi }
-34 . {i }n1 (n < m) n-
34

{1, x, . . . , xn1 }, n < m. n > m, -

{xi }m
1 , , , n, m.

130

 Vm , S .
n

, (x) = ci i ,
f :

i=1

(f , f ) pk (fk (xk ))2 = min .

(3.57)

k=1

(3.57)

S f .
, ,

f , , - ,
. ,
- , , xi fi ,
.
 . , , , .
{pk }
{xi , fi }: i pi
, f

fi (xi ) () pi (fi (xi ))2

,  , fi (xi ) ,
.
  n < m; n = m

{i } Vm , f = fi i , ci = fi
,
; n > m , ..
.

3.3.1.2

V
L, x, y L, x + y L , .
L V

L = {x V a L xa}.
, , (L ) = L.
131

T0 : L  V , xV
x = x + x ,

x L,

x L

. x

x L, x x
L .

{i }ni=1  L. , x
n

x = i i + x , x L .
i=1

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

(x, j ) = i (i , j ).
i=1

i ,
{i }, -.
, x = i i , x = x x .

0 : S f f S .

f f = f + f , f S , f S .
f S :

= ci i ,

f = fi i .

f 2 = (f + (fi ci )i ) = f2 + ((fi ci )i ) ,
f 2 (f, f ).

ci , , , . .., ci = fi . = f , . ..

(x) = fi i (x),

(3.58)

i=1

fi
n

(f, j ) = fi (i , j ),

j = 1, . . . , n.

(3.59)

i=1

, {i }n1
(3.56). , {xi } (3.56) pk ,
132

 35 . (3.58) (3.59)

(f, i )
i (x).
i=1 (i , i )
n

(x) =

(3.60)

sin x x [1, 1] 3, 1, 12 , 0, 12 , 1
( 1).
P3 (x) = C0 + C1 x + C2 x2 + C3 x3 . ..

{i = xi }3i=0 ,
(3.59):
3

(y, i ) = Ci (i , j ) j = 0, 1, 2, 3.
i=0

-1

-1/2

1/2

-1

-1

-1/2

1/2

1/4

1/4

-1

-1/8

1/8

5/2

5/2

17/8

17/8

0
65/32

1/4

3.3.2

0 = 5 C0 + 5/2 C2
1 = 5/2 C1 + 17/8 C3
0 = 5/2 C0 + 17/8 C2

C2 = 0
...

1/4 = 17/8 C1 + 65/32 C3

C0 = 0
C1 = 8/3

8
P3 (x) = (x x3 ).
3

C3 = 8/3

L2

m
, [a, b]:
35 .

[16] (3.82).

133

 [a, b] f (x),
( ) p(x) > 0 - {i (x)}n1 .

b

(f, g) = dx p(x) f (x)g(x).

a

(x) = ci i ,
i=1

f :
b
2

(f, ) dx p(x) [f (x) (x)] = min .

2

(3.61)

, f, {i }L2[a,b] (p); ,

, {i }
. .

3.3.2.1

, m . , , , .
.

f H 36 S =
span{1 , . . . , n } S ,

f = inf f s.
sS

37 H
L, x, y L, x+y L , .
36 span{

 {i }ni=1 .
37 .
1 , . . . , n }

134

  (.. )
38 .

. , . H
.
L H

L = {x H a L xa}.
, L L

. . . .

T : L  H , xH
0

x = x + x ,

x L,

x L

. . . .

x x L, x  L .

T0 : f S 
f S . .
,
(. (3.58), (3.59))

(x) = fi i (x),
i=1

fi
n

(f, j ) = fi (i , j ),

j = 1, . . . , n.

(3.62)

i=1

{i }ni=1 , (3.62)
(f, j ) = j 2 fj , (3.58)
n

= fi i ,
i=1

fi =

(f, i )
1

d p()f ()i ().

2
i
i 2

(3.63)

{i }n1 {i }
1 ,

f {i }
1 .
38

 C[a,b] , -

, L2  .

135

3.3.2.2

f :
2

n2 f 2 = (f fi i )2 = f 2 2 fi (f, i ) + ( fi i ) =
i

= f 2 2 fi fj (j , i ) + ( fi i , fj j ) = f 2 fi fj (i , j ).
i

i,j

(i , j ) = i 2 ij fi = (f, i )/i 2 .

n
fi2
(f, i )2
=
(f,
f
)

2
i=1 (i , i )
i=1 i
n

n2 = f 2

(3.64)

, ,
b

n2 = dx p(x)f 2 (x)

( dx p(x)f (x)i (x))

a

i=1

(3.65)

.
dx p(x)2i (x)

i = 1
n
n2 =f 2 fi2 =
i=1
a

3.3.2.3

dx p(x)f (x) ( dx p(x)f (x)i (x)) .

2

i=1

(3.66)

, {i }n1 ,
n . i = xi1 ,  - f p(x) n. ,
, f . ,
, ( , .  , ,
) . ,
, {i },
(3.63).
: 
 f p(x)
136

 {i }
1 . ,
{i }
1 (, )
. n n n
.
, {i } f . n n+1 -
n ,
f (3.63) (3.63) . ,
.
, p(x) ,
.
, .
, ,
- .
, [1, 1].

p(x),
, .
f (3.61),
, L2 (p),
.
, ,

p = 1 .
, p = (1 x2 )1/2 I ; , p=(1x2 )+1/2
II . 
.

()

. Ln

x x = , x ex .

137

3.3.2.4

1. f (x) = x
(, ) 5, p = ex .
2

x
2
dx e Hn (x)Hm (x) = nm Hn .
2

39 C:

H0 = 1

H3 = 8x3 12x

H1 = 2x

H4 = 16x4 48x2 + 12

H2 = 4x2 2

H5 = 32x5 160x3 + 120x

Hn 2 =

n
2 n!

f , Hn .
(f, H1 ) = (f, H3 ) = (f, H5 ) = 0

f (x) H0 (x)

(f, H0 )
(f, H2 )
(f, H4 )
+ H2 (x)
+ H4 (x)
.
2
2
H0
H2
H4 2

(f, x ) = dxe
2n

x2

xx

2n

= 2 dx x

2n+1 x2

= d n e = n!,
0

(f, 1) = 0! = 1, (f, x2 ) = 1! = 1, (f, x4 ) = 2! = 2.

(f, H0 ) = 1;
(f, H2 ) = (f, 4x2 2) = 4 2 = 2;
(f, H4 ) = (f, 16x4 48x2 + 12) = 16 2 48 + 12 = 4
f , Hn ,

4H4
3 32 + 3 8(4x2 2) (16x4 48x2 + 12)
H0 2H2
=

=
f +
8 128 3
3 32
1
1
(16x4 + 16 9x2 + 36) = (4x4 + 36x2 + 9).
=
3 32
24
f (x) , , .
39

, wiki, MathWorld, wolfram|alpha,

HermiteH[5,x] Mathematica, hermite(5,x) Maxima. . .

138

 2*. f (x) =
2

ex
1+25 x2

[1, 1] 8, 12 16,

p = 1.
,

[1, 1] 1. ,
. , , .
-, mathematica f , m- n- :
x
In[1]:=

f@x_D =

;
1 + 25 x2
LeastSquaresLegendre@x_, n_, m_D :=
SumBLegendreP@i, xD NIntegrate@f@zD LegendreP@i, zD, 8z, 1, 1<D

2i+1
2

, 8i, n, m<F

-, n = 8, 12, 16
In[3]:=

LSALeg8@x_D = Expand@LeastSquaresLegendre@x, 0, 8DD Quiet

LSALeg12@x_D = Expand@LSALeg8@xD + LeastSquaresLegendre@x, 9, 12DD Quiet
LSALeg16@x_D = Expand@LSALeg12@xD + LeastSquaresLegendre@x, 13, 16DD Quiet

- , :
In[6]:=

Plot@8f@xD, LSALeg8@xD, LSALeg12@xD, LSALeg16@xD<,

8x, 1, 1<, PlotRange 80, 1<, PlotStyle Thickness@.004DD
1.0

3.6.
In[6]:=

Plot@8f@xD, LSALeg8@xD, LSALeg12@xD, LSALeg16@xD<,

8x, 1, 1<, PlotRange 80, 1<, PlotStyle Thickness@.004DD

0.8

1.0

0.8

0.6

. 3.6: f (x)
-

Out[6]=
0.6

8, 12, 16 -

0.4
Out[6]=

L2[1,1] (1).

0.4

0.2
0.2

-1.0

-1.0

-0.5

0.0
-0.5

0.5

0.0

139

1.0

0.5

1.0

3.3.3

. *

. .
,
f (x) = ln(17/16 x/2) [1, 1] < 0, 0005.
I . . , a<1

ln(12a cos + a2 ) = ln[(aei )(aei )] = ln(1aei ) + ln(1aei )=

a2
a3
a2
a3
= {aei e2i e3i + . . .}+ {aei e2i e3i + . . .}=
2
3
2
3
k
a2
a3
a
= 2 (a cos + cos 2 + cos 3 + . . .) = 2 cos k.
2
2
k=1 k
cos = x a = 1/4, :

17 x
1 1
1
Tn (x)
ln ( ) = ln (1 2x + 2 ) = 2 n cos(n arccos x) = 2 n .
16 2
4 4
n=1 4 n
n=1 4 n

: L2 ,
f [1, 1].

Tk (x)
1
2
1
2

2
T
(x)

=
.

k
k
k
k
n + 1 k=n+1 4 k 3(n + 1)4n
k=n+1 4 k
k=n+1 4 k

n = 2

, , n < 0, 0005 n 5.
I ,

1
1
1
1
1
P5 (x) = T1 (x) T2 (x) T3 (x)
T4 (x)
T5 (x) =
2
16
96
512
2560
31 241
7
13 3 x4 x5
= ... =

x x2
x

.
512 512
64
384
64 160

3.4

Numerical integration

3.4.1

3.4.1.1

1. f (x)dx

140

a)

b)

c)

. 3.7: .

A. f (x) , .. 
yk1/2 :

S1 = 2 yk1/2 .

(3.67)

B. f (x) , .. 
yk1 yk :

yk1 + yk
.
(3.68)
2
C. f (x) ,
S2 = 2

.
y = ax2 + bx + c

y() = yk1 ,

a2 b + c = yk1

c = yk1/2

a + b + c = yk

y(0) = yk1/2 ,

y() = yk :

a = 21 2 (yk1 2yk1/2 + yk )

1
b = 2
(yk yk1 )

c = yk1/2 .

S3 = dx(ax2 + bx + c)

S3 = (

ax3 bx2
23

+
+ cx) = a
+ 2c = (yk1 + 4yk1/2 + yk ) .
3
2
3
3

(3.69)

D. f (x) n, f (x) n+1

(1.11):

f (xj ) = Pn (xj ),
n

x0 < x1 < . . . < xn

Pn (x) = f (xj )Lj (x),

Lj (x) =

j=1

ij
i=0

141

x xi
xj xi

 ,
{xj }, f (x).
,
[a, b]

xj = a + jh,

h=

ba
,
n

j = 0, 1, . . . , n.

t, x = a + ht: Lj (x) = Lj (a + ht) j (t).

Pn (x) a b,
b

Sn dx P (x) = fj dx Lj (x) = h fj dt j (t) = h fj j ,

a

j=0

j=0

j=0

j ,
n

j = dt j (t).
0

f (x) 1,
j = n.
. s , j = sj .
, -

40
b

ba n
dx
f
(x)

j fj .

ns j=0

(3.70)

n = 1, 2, . . . , 6 -, 40

. , Roger Cotes (1682-1716) 

,
Principia. ,
 , .
  .

142

ns

32

12

32

5 19

75

50

50

75

6
8
90
19

288

6 41 216 27 272 27 216 41 840

1 (2)
h3 12
f ()
1 (4)
h5 90
f ()
3 (4)
f ()
h5 80
1
h7 90 f (6) ()
275
h7 12096
f (6) ()
9
h9 1400
f (8) ()

3/8
/

Weddle

n j ,
, . b a = 1 , n = 0, 1 .
.
b

2. f (x)dx.
a

. 3.8: [a, b] ...

- n. [a, b] ,
n ( 24).

ba
, j = 0, 1, . . . , m,
m
m , xj = a + jh,

h=

n ; h  ,

= (b a)/2m.

143

 S1 , S2 , S3 ,
( (3.67-3.69)):

A. (rectangle rule):
b

f (x)dx h (y1/2 + y3/2 + . . . + ym1/2 ) ;

(3.71)

B. (trapezoidal rule):
b

y0
yn
f (x)dx h ( 2 + y1 + y2 + . . . + yn1 + 2 ) ;

(3.72)

C. (, Simpson's rule):
b

h
f (x)dx 6 (y0 +ym +2(y1 +y2 +. . .+ym1 )+4 (y1/2 +y3/2 +. . .+ym1/2 ));

(3.73)

.
m , .

n.

3.4.1.2

n = 0, 1

, n = 0. 1

() = f (x)dx.

: () = ();

(0) = (0) = . . . = 0;

() = f () + f ()
,  () S1 , S1 = 2f (0) = (0).

()
:

1
1
()=0+ (0)+0+ (t)( t)2 dt= (0)+ (t)( t)2 dt.
2
2

S1 () = 12 (t)( t)2 dt , 0

1
3
3
f () ,
S1 () = () ( t)2 dt =
f () + f () =
2
6
3
0

144

 (, ), f  ,
.
: ni bi / ni
bi .
(xk , xk+1 ).
,
(a, b)

Rnrect

3
3
3
= (b a) f ()
.
f ( 1 ) + . . . + f ( n ) = n f ()
3
3
24n2

Rnrect

(b a)3
sup f () .
24 n2 [a,b]

(3.74)

, n = 1. n . n = 1 ( ,
). (1.25) , :

R(x) =

sup f (n+1) ()
n (x)
(n + 1)!

Rn=1 =

sup f ()
(x x0 )(x x1 ).
2

x0 = , x1 = , ,
[, ]:

R1trap

sup f ()
sup f () 4 3 23

dx(x2 2 ) =
=
sup f ().

2
2
3
3

= (b a)/2n ,

Rntrap n

2(b a)3
(b a)3

sup
f
()
=
sup f ().
3(2n)3
12n2

, n , .. n
, . ,

, - n 
n = 2m n = 2m + 1 h.

145

3.4.2

Gaussian quadrature

3.4.2.1

 , , - (3.70)
 dx f (x) =
wi f (xi )+R, - {xi },
wi .
(..

R ) f x.
f . .

, , n,
, .. ,
.
 p(x) > 0.
, {xi }n1 {wi }n1 , ,

dx p(x)f (x) = wk f (xk )

(3.75)

k=1

f
m

f (x) = a0 + a1 x + . . . + am xm = ai xi m .

(3.76)

i=0

, m=2n1.
(3.75)

.
, m = 2n .
(3.75) f (x) = xi , i = 0, . . . , m ( d = p(x)dx) xk
wk
n

wk xik
k=1

= dxi i ,

i = 0, 1, . . . , m.

(3.77)

i = d xi  , 0 = d
. m + 1 2n
146

, m 2n 1, . ..
m = n 1
() {xi }ni=1 . . f (x) (1.11) f {xi }n (
i=1

):
n

f(x) = f (xk )k (x),

k (x) =
ij
i=1

k=1

nk (x) =

n (x)
;
x xk

x xi
nk (x)

;
xj xi nk (xk )

n (x) = (x x1 )(x x2 ) . . . (x xn ).

(3.78)
(3.79)

,
: , n , , Lk k+1

k  . (3.78-3.79)
.
, k (xi ) = ik ; k (x), f(x) n1 .
f n1 , f f
n

k=1

k=1

d f = d f= d f (xk )k = f (xk ) dk (x).

d f (x)= f (xk )wk ,

k=1

wk = d k (x).

(3.80)

, m = n1 . , ,
m = (2n 1) ( , 2n
), .

3.4.2.2

. , f 2n1 . , f 2n1
n n (3.79)

f (x) = n (x)q(x) + r(x),

q(x) n1  f n , r(x) n1  .
r(x)  n 1,
147

 (3.80), n (xk )=0,

d r(x) = r(xk )wk = f (xk )wk .

df = d(n (x)q(x) + r(x)) = f (xk )wk + d n (x)q(x).

, f
, n (x) p(x)

q(x) n 1. , n (3.79)
, , :

(3.75) f (x) 2n1 . .., n (x)

n ,
(f, g) = df g :
(n)

(f, g) = df (x)g(x);

(n)

n (x) = xn + n1 xn1 + . . . + 0 ;

(n , m ) nm .

, ,
(n)

(n)

(3.32) pn = kn xn + . . . k0 . {xi } 

pn .
(3.75) ,
,
: - p = 1 - p = (1

x2 )1/2 [1, 1], - (, ) ex .

2

. (3.80),
k n pn .
p(x) .
.
(3.75) n f (x)
pj , c j = 0, . . . , n 1,
p(x).
b

1
p0 2
0j .
wk pj (xk ) = dpj (x) = dpj (x)p0 (x) =
p0
p0
k=1
n

p0 =
2

p20
a

d = p20 ,

148

 wk :
n

wk pj (xk ) = 0j p0 ,

j = 0, 1, . . . , n 1.

(3.81)

k=1

, A .

. A = [pj (xk )] ,
w
= (w0 , . . . , wn1 ), Aw = 0.

A (3.81), , wi pi (x) n1 ,
n x1 , . . . , xn , . {pi }, A ,
. ..

3.4.2.3

(3.81) .

. {pn }  [a, b] p(x). pi pj i, j (n1)

2n
n

(pi , pj ) dpi pj = wk pi (xk )pj (xk ).

k=1

, , (pi , pj ) = ij pi 2 , i, j = 0, 1, . . .,
pi :
n

wk pi (xk )pj (xk ) = ij pi 2 ,

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

(3.82)

k=1

, ,
,
(3.57).
,
. , pn (x),
. Tn
, .
, (. [16]).

149

 . (3.82)
n
pi (xk ) pj (xk )
) ( wk
) = ij ,
( wk
pi
pj
k=1

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

Q n n

pj (xi )
Qij = wi
,
pj
k Qki Qkj = ij , QT Q = I (I  ).

QQT =I . , k Qik Qjk = ij ,

pk (xi ) pk (xj )
) ( wj
) = ij ,
( wi
pk
pk
k=0

n1

i=j

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

p2k (xi )
=1,
2
k=0 pk

n1

wi

p2k (xi )
}
2
k=0 pk

n1

wi = {

> 0.

(3.83)

*.
(Golub-Welsch algorithm).
pn (x), ,
(3.39).
2
pn+1 = (x n+1 )
pn n+1
pn1 ,

n+1 =

(x
pn ,
pn )
(
pn ,
pn )

(xpn ,pn )
(pn ,pn ) ;

2
n+1

(
pn ,
pn )
(
pn1 ,
pn1 ) .

.
() n n

1 2

2 2

Jn =

n n

(3.84)

T0 : xi , i = 1, . . . , n pn Jn .
150

T0 : v(i) = (v1(i) , . . . , vn(i) )  Jn , xi ,

(i) 2

wi =

(i) 2

(v1 )

(v (i) , v (i) )

(v1 )
n

k=1

3.4.2.4

(i) 2
(vk )

f  2n ,

n

R df (x) wk f (xk ) =
k=1

f (2n) ()
n 2 ,
(2n)!

[a, b].

(3.85)

h 2n1  (1.49) f :
h(xi ) = f (xi ),

h (xi ) = f (xi ),

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

h
b

i=1

i=1

dh(x) = wi h(xi ) = wi f (xi ),

a

R = d(f (x) h(x)).

a

, (1.55), 41

f (x) h(x) =

f (2n) ()
f (2n) () 2
(x x1 )2 (x x2 )2 . . . (x xn )2 =
(x),
(2n)!
(2n)!

[a, b].

, , (3.85).
,
. ,
, ,
n

f . , ,
2n  .
41

(1.55) n + 1 .

n + 1 2n.

151

3.4.2.5

p(x) = 1, , . .
,
[1, 1] p=1. , Pn (1) = 1. (3.51) 42

Pn (x) =

1 dn
[(x2 1)n ]
2n n! dxn

(3.86)

43

Pn (x) =

2n (n!)2
n! dn
2
n
[(x
]
1)
=
Pn
(2n)! dxn
(2n)!

(3.87)

[a, b] 1 Pn Pn
x =

b+a
2

ba
2 t,

(1) a, (+1) b. ,

(x a)n (x b)n , n
:

n (x) =

n! dn
[(x a)n (x b)n ] .
(2n)! dxn

(3.88)

Pn (3.86) (.
C):

P0 = 1

P4 = 81 [35x4 30x2 + 3]

P1 = x

P5 = 81 [63x5 70x3 + 15x]

P2 = 21 [3x2 1]

P6 =

P3 = 12 [5x3 3x]

P7 =

1
6
16 [231x
1
7
16 [429x

315x4 + 105x2 5]
693x5 + 315x3 35x]

. , Pn ,
n=5 () , n=7
(). c n = 10 ,
, . Pn ,
(3.83) wk ,
.
42

(x2 1) = (x + 1)(x 1) n-

. x = 1 , ,

n (x 1)n . [x2 1](n) x=1 = (1 + 1)2 n!, Pn (1) = 1.

43 (x2n )(n) = (2n)! xn .
n!

152

 [a, b]
Pn [1, 1] ,
[a, b].

*. (3.80) (3.83),
.

nk (x)

(3.79) ,

nk (xk ) = n
(xk ).

nk (xi ) = ik nk (xk );

nk n1 ,

2
nk
2n2

(3.75):

2
2
2
d nk = wi nk (xi ) = wk nk (xk ),
i=1

wk =
,

2
d nk =

2n2,

2 (x )
nk
k

p=1

2
dx n

(x xk )2

2
d nk (x)

nk 2
.
2 (x )
nk
k

2
= n
d

nk

(3.89)

(3.89) :

dx n n
1
=
+ 2
.
x xk
x xk a
x xk
2
n

dx n n
xxk

.
= dx nk n

(3.90)

(3.80):

2
dx nk n = wi n (xi )nk (xi ) = wk n (xk )nk (xk ) = wk nk (xk ).
i

(3.89) (3.90)

2
wk nk
(xk ) =

n (x)x=a,b

x=a

(x a)n .

(3.88). (3.88)

, ,

n (a) =

2
n
.
x xk a

n (b),

(n!)2
(a b)n .
(2n)!

2
2
n
(a) = n
(b) =

(n!)4
(b a)2n .
[(2n)!]2

(3.91)

(3.91) ,

2
n
1
1
(n!)4
(b a)2n+1
2
= n
(b) (

)=
.
2
x xk a
b xk a xk
[(2n)!] (xk a)(b xk )

wk p(x)=1 :

wkLeg [a, b] =

(b a)2n+1
1
(n!)4
2
.
2
[(2n)!] (xk a)(b xk ) nk (xk )

(3.92)

[n (xk )]2 .
n
2
a=1, b = 1 (3.87) n Pn = 2 (n!) Pn , (3.92),
(2n)!

wkLeg [1, 1] =

2
2
[Pn (xk )] .
2
1 xk
153

(3.93)

 . n = Pn (3.85) . Pn 2 = 2/(2n + 1), (3.87)

n 2 = 22n

(n!)4
22n+1 (n!)4
2
P

=
.
n
[(2n)!]2
2n + 1 [(2n)!]2

(3.85)
Leg
R[1,1]
(f ) =

22n+1 (n!)4
f (2n) (),
3
(2n + 1)[(2n)!]

[a, b]

R(f ) =

[1, 1].

(3.94)

[a, b].

(3.95)

...

(b a)2n+1 (n!)4
3

(2n + 1) [(2n)!]

f (2n) (),

ba = 1 n, n:

n
2

G.-Legendre
1 (4)
f ()
2592

Simpson
1
f (4) ()
4 104

1
f (8) ()
2 109

1
f (4) ()
7 105

1
1
f (12) ()
f (4) ().
15
5 10
3 107

, f
, .
n 3.

. , p = 1
[1, 1] -
1

dx f (x) = wk f (xk ) + R(f ),

1

k=1

Pn (3.86), (3.83) (3.93), (3.94).

154

 n:

Pn (x)

xi

wi

1 (2)
3f

1
2
2 (3x

1/ 3

1
(4)
135 f

3/5

32 6/5

7
3+ 6/5

8/9

f (6)
15 750

18+ 30
36

18 30
36

0, 932 469 514 203

0, 171 324 492 379 170

0, 661 209 386 466

0, 360 761 573 048 138

0, 238 619 186 083

0, 467 913 934 572 691

1
3
2 (5x

1)

3x)

1
4
2
8 (35x 30x +3)

231x6 315x4 +105x2 5

16

5/9

f (8)
3.5106

f (12)
6.41011

,
.
 , , n=3
n=6. .
- n =

3, 6, 12, 24 m = 1, 2, 4, 8 (. 
 , ) :
b

dx f (x)
a

3.2

dx x
x2 +1

dx ex arctan(x+1)

x+2

3.2

dx ex x
ln(4x2 +x+2)
2

f (x)
Simpson m = 1

1.98901988112

4.04007836678

2.12292234843

Simpson m = 3

1.98899926573

4.02411689900

1.67097644818

Simpson m = 6

1.98899916887

4.02390926239

1.66074632172

Simpson m = 12

1.98899916408

4.02389612394

1.66073662614

Gauss-L n = 3

1.98899978616

4.02380410716

1.79395322693

Gauss-L n = 6

1.98899916378

4.02389524582

1.65561069898

Gauss-L n = 12

1.98899916378

4.02389524524

1.66075432476

Gauss-L n = 24

1.98899916378

4.02389524524

1.66073754983

1.98899916378
4.02389524524
1.66073754990
. , .
155

3.4.2.6

-
. f ( )
,
, .
p(x) . , (-),
.
, -, .- ( ,
ex ), .- ( , ex ) .- 
2

1/2

[a, b], ((bx)(xa)) . .-.

1/ 1 x2 ( [1, 1]) ,
-, , , -,
.
.- [1, 1]:
1

n
f (x)

dx
=
wi f (xi ) + R(f ).

2
1

x
i=1
1

I Tn (x),
[1, 1]. .. Tn = cos(n arccos x),
n arccos x = (k + 1/2) :

xk = cos

(2k + 1)
,
2n

k = 1, . . . , n,

{xi }n1 = { cos

3
5
(2n 1)
, cos , cos , . . . , cos
}.
2n
2n
2n
2n

wi (3.83).
(3.2.4.4)

T0 2 = ,

n 1 Tn 2 = /2.

156

wi1

cos2 (0) 2 n1 2
1 1 n1
+ cos (k arccos xi ) = + [1+cos(2k arccos xi )] =
=

k=1
k=1
=

n 1 n1
+ cos(2ki ),
k=1

i = arccos xi .

, , xi Tn , cos(ni )=0.
.

cos + cos = 2 cos

+
cos
,
2
2

cos 2 + cos[2(n1)i ] cos ni = 0.

, , cos ni .

wi =

.
n

(3.85), ( n > 0) Tn 2 = /2,

2n1 ( ).
, -
:
1

f (x)dx n
2
= f (xk ) +
f (2n) (),

2n
2
n
(2n)!
2
1x
k=1
1

xk =cos

, n = 5 R5 (f ) =

3.4.2.7

(2k1)
.
2n

(3.96)

(10) ().
1,8109 f

-. ,
. , - n,
, , . ,
,
157

 . , n, , n
.
,
. n 2n 1.
n + 1 , 3n + 1.
- (Gauss-Kronrod). ,
, .
. "G7K15" c 15

wi

0.94910 79123 42759

0.12948 49661 68870

0.74153 11855 99394

0.27970 53914 89277

0.40584 51513 77397

0.38183 00505 05119

0.00000 00000 00000

0.41795 91836 73469

0.99145 53711 20813

0.02293 53220 10529

0.94910 79123 42759

0.86486 44233 59769

0.06309 20926 29979

0.10479 00103 22250

0.74153 11855 99394

0.58608 72354 67691

0.14065 32597 15525

0.16900 47266 39267

0.40584 51513 77397

0.20778 49550 07898

0.19035 05780 64785

0.20443 29400 75298

0.00000 00000 00000

0.20948 21410 84728

-. , .

- (ClenshawCurtis quadrature). 1

. 1 dx f (x). ,
x = cos ,
1

1 dx f (x) = 0 d sin f (cos ).

f (cos )  , - 44

a0
+ ak cos k,
2 k=1

f (cos ) =

...

2a2k
0 d sin f (cos ) = a0 + 1 (2k)2 .
k=1

44

158

ak =

2
df (cos ) cos(k).
0

, . FFT (. .1.3.3),
. , - (DCT)

ak

N 1
2 f (1) f (1)
n
nk
[
+
(1)k + f ( cos
) cos
].
N
2
2
N
N
n=1

DCT N /2

N /21
f (1)+f (1)
n
n
nk
k

) + f ( cos
)} cos
a2k
+f (0)(1) + {f (cos
,

2
N
N
N /2

n=1

FFT ( N = 2p ).
2

,
TN : xk = cos n
N . ,
, = arccos x
Tn (x).
, , ,
N 2N .

.. , .. , -

, [11]. .

.. . , [12]
.
.. , , 5, [13].

Allan Pincus, Weierstrass and Approximation Theory, J. Approx. Theory, 107

(2000), 1-66, [14].

159


V. Totik, Orthogonal polynomials, Surveys in Approximation Theory (2005),

1, 70-125, [15].

. .

.. , .. , ,
[16].

, -

, .

. C.

., ., , [9].

Stoer J. and Bulirsch R. Introduction to Numerical Analysis, [1].
John A. Gubner, Gaussian quadrature and the eigenvalue problem, [17], (.
gubner.ece.wisc.edu);

: 
wiki: Orthogonal polynomials, MathWorld wolfram|alpha;
alglib.sources.ru , ; wiki: gaussian quadrature
, , .

160

 4

Integral Equations

4.1

: -

(Fredholm) I II
b

ds K(x, s)y(s) = f (x)

(4.1)

a
b

II y(x) ds K(x, s)y(s) = f (x)

(4.2)

(Volterra) I II
x

ds K(x, s)y(s) = f (x)

(4.3)

a
x

II y(x) ds K(x, s)y(s) = f (x).

(4.4)

K(x, s) (kernel) .

,

K(x, s) = 0 s > x,
.
161

 , f (x), ,
,  .
(Hermite), K(x, s) = K(s, x) ( ). -

( , symmetric) K(x, s)=K(s, x).

.
K(x, s)=K(xs), K  (dierence kernel).
(polar),

K(x, s) =

(x, s)
,
x s

0< <1,

(x, s) .

n

K(x, s) = i (x)i (s),

(4.5)

i=1

(degenerate).

4.2

, K(x, s) f (x) , , . ,
.
, ,
, - , ..
b

dx F (x) = wj F (xj ) + R(F ),

(4.6)

j=1

x1 , x2 , . . . , xn [a, b] , wi  , x F , R(F )  .
, , II (4.2),
b

y(xi ) ds K(xi , s)y(s) = f (xi ),

a

162

i = 1, . . . , n,

 (4.6). n n
n

yi wj Kij yj = fi ,

j = 1, . . . , n,

(4.7)

j=1

yi =y(xi ), fi =f (xi )

K(xi , xj ) = Kij .
, {yi }n1  {xi }n1 .
(. . 4.7).

Y (x) = f (x) + wj K(x, xj )yj

j=1

{xi }n1 {yi }n1 , ,

.

x1 = a +

h
,
2

x2 = a +

3h
,
2

. . . , xn = a +

w1 = w2 = . . . = wn =

ba
n

= h.

(2n1)h
;
2

n = 2m+1, h =

ba

2m

x1 = a, x2 = a + h, . . . , x2m+1 = a + 2mh;
w1 = w2m+1 =

h
;
3

w2 = w4 = . . . = w2m =

4h
;
3

w3 = w5 = . . . = w2m1 =

2h
.
3

, , ,

f.

(4.7), f = 0. ,
, , .
n- .

1 , . . . , n  . (4.7) f = 0 ( )
K(x, s).
, ,
. , , , .
163

 n, , , (4.7).
, , , , , . , ,
L2 .

y(x) + x ds (exs 1)y(s) = ex x

(4.8)

:
1

n=3 0 f (s)ds 61 (f (0) + 4f (1/2) + f (1)).

x
y(x) + [(ex0 1)y0 + 4(ex/2 1)y1/2 + (ex 1)y1 ] = ex x.
6
1
x = 0, 2 , 1,
x=0
x=

1
2

x=1

y0 = 1,
1 1/4
3 (e
2 1/2
3 (e

1
+ 2)y1/2 + 12
(e1/2 1)y1 = e1/2 21 ,

1)y1/2 + 16 (e + 5)y1 = e 1.

, y0 = 1, y1/2 = 0.999, y1 = 0.9996.

, y 1,
.

4.2.1

II
(4.2).

1. K(x, s)  , f (x) . y(x) =

f (x) + z(x), ,
b

z(x) + f (x) ds K(x, s)z(s) ds K(x, s)f (s) = f (x)

a

a
b

z(x) ds K(x, s)z(s) = ds K(x, s)f (s)

a

164

 , , "" .

2. K(x, s) s x = s (
,
). :
b

y(x)[1 ds K(x, s)] ds K(x, s)(y(s) y(x)) = f (x).

a

.
K(x, s)(y(s)y(x)), ,
, K(x, s) x=s.

4.3

L2

4.3.1

, f K . "" K .
K(x, s) , ..
b

M dx ds K(x, s)2 < ,

a

(4.9)

y(x) L2 [a, b].

(4.1) ds K(x, s)y(s) = f (x) A,
,
b

= Ay

(x) = ds K(x, s)y(s).

(4.10)

, L2 [a, b], K . (4.1) (4.2) ,

(4.9), f (x), y(x)L2 [a, b] ( ).
165

 (4.1) A (4.10) I

Ay = f,

= 1/.

, (4.1-4.4) L2 : ( ),
( ). A
K ,  .
(4.1-4.4) , , ,
. , A .

,
, , .

4.3.2

L2

L2 [a, b]
p(x)=1:
b

(f, g) = dx f (x)g(x).

(4.11)

, , .
(4.11), ,
L2 , ,
(. .3.1.10) {sin kx, cos kx}.

. ,
H ,

A = sup Ay.
y=1

(4.12)

.
, H
(A, B) = A B , , .
166

 B ,

>0 bB

b .

A A, -

(bounded). ,
.
 1 .

. -, x
b

(x) = ds K(x, s)y(s) dsK(x, s) dsy(s) = dsK(x, s)2 y2 .

2

x,
b

Ay = ds (s) y dx dsK(x, s)2 = y M,

2

L2 ,

T0 : A ,
A

M.

(4.13)

. A y ,
>0 () {y z< AyAz<};
(continuous), y H .

T0 : . .., . . . .

4.3.3

, (4.5)
n

K(x, s) = i (x)i (s),

i=1

n  . , ,

i (x)  -2 .
y = x1/4 L2[0,1] (.. 0 dx y 2 ), y x5/4 , dx(y )2
. , d/dx L2 .
2 -
1 ,

167

 A, L2 [a, b]
, 1 , . . . , n :
b

Ay = ds K(x, s)y(s) = i (x) ds i (s)y(s)

i=1

.
(4.5) (4.2),
b

y(x) = f (x) + i (x) ds i (s)y(s).

i=1

(4.14)

(4.11)
:

y(x) = f (x) + Ci i (x) Ci = ds i (s)y(s) (i , y).

(4.15)

y ,

Ci i (x)= i (x)(i , f (x)+ Cj j (x)),

j

i (x) {Ci ij Cj fi } = 0,
i=1

fi = (i , f ) = ds i (s)f (s),

ij =(i , j ) = ds i (s)j (s).

i , -

Ci :
n

Ci ij Cj = fi ,

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

(4.16)

j=1

 , .
. , n.
, ,
, ..
.

168

4.3.3.1

n  ( ) L2 [a, b]. m (x)n (s)

L2 ([a, b] [a, b]), K i (x)j (s):

K(x, s) = amn m (x)n (s).

m n

KN (x, s) = amn m (x)n (s)

(4.17)

m,n=1

KN ,
AN .
, KN K L2 ,
b

b
2

0,
dx ds [K(x, s)KN (x, s)] N

A AN 0.

(4.18)

3 .

4.3.4

, ,
, ,
(compact) 4 .
5 .
, D .
3
4

. , .4.3.7.
, -

, .- ,
.
5 . , , (), .

169

 yn , .

K ( ),
K , .. , K .
( ,
), . .. - ,
( K ).

0 : En
, 6

. . . .

E
. , E . ,
.
, l2 {xi } :

(1, 0, 0, . . .), (0, 1, 0, . . .) , i- i-

, . i xi = 1,

. xi xj = 2, . ,
{xi } , , . l2 .
, , 
( ).
:

E .
(" ")

l2  (x1 , x2 , . . .) xi 1/2i1 ,  .

A , yn Ayn . , 6 .

- . ,

170

 .
, . . , , , , !

T0 :
. . .

T0 : ,

. . . .

. :
T0 . (4.9, 4.10) .
.
, (4.17), A

(4.18) AN . AN , , L2 [a, b] ,

1 , . . . , N .
L2 L2 ,
.
AN . , , A .

4.3.5

A, H , -

(self-adjoint), x, y H (Ax, y) = (x, Ay).

C (
).

K A,
K  A.
. -
171

T0 (-):
. . .

A -

H ( ) {i },
{i }, H

= ck k + ,
A = 0,

(4.19)

A = k ck k ,

lim n 0.

,
1 = A.
, A .

{i } , , , , A (..
, =0).
.
(.
).

1 = A

y1

1 = max {Ay y H, y = 1}.

H1

y1 .

K (2) (x, s) = K(x, s) 1 y1 (x)y1 (s)

K(x, s),

K (m) 0,

K(x, s).

{y1 , 1 }.

, . ,
, .
172

 . Ay = y {yi , i }ni=1 ( n
, ).
y Ay = f

y = f + ci yi ,
yi , .
,

f + ci yi A(f + ci yi ) = f,

ci yi (1 /i ) = Af.

f yi : f = fi yi +f , fi = (f, yi ), f  f
H {yi }, n . Af = 0, A H
.
1
Af = 1
i fi yi , yi i {ci (i ) fi } = 0.
, ( )

ci (i ) = fi ,

i = 1, . . . , n.

i ,

ci =

fi
i

fi yi (x)
.
i=1 i
n

y(x) = f (x) +

= p , , p yp1 , . . . , ypm . ci

i p1, . . . , pm , i = p1, . . . , pm

ci 0 = fi ,

i = p1, . . . , pm.

 fi = 0 i = p1, . . . , pm, .. f A, = p , ci

,
n

y(x) = f (x) +
i=1

173

fi yi (x) pm
+ ci yi (x).
i i=p1

 , i =

p1, . . . , pm.

  .

4.3.6

, ,
-. , ,
, . , ,
II (4.2)
b

y(x) ds K(x, s)y(s) = f (x),

(4.20)

( )
b

z(x) ds K(s, x)z(s) = g(x).

(4.21)

, (4.9),

. . . :

1.  K(x, s),
(4.20) , f
(4.21) ( (4.11)).
2. : K(x, s), (4.20,4.21)
f, g .
3.  K(x, s), (4.20,4.21)
- .
, ,
(. ).
I
f K .
174

 , . -
., .

4.3.7

Degenerate kernel method

,
( ) , , .
. [9], 2, 599:

T0 :
b

y(x) ds K(x, s)y(s) = f (x) z(x) ds H(x, s)z(s) = g(x),

a

,
b

x[a, b]

dsK(x, s)H(x, s)<,

f (x)g(x)<,

dsR(x, s, ) < N,

(1+N )<1,

R  ( ):
b

y(x) = f (x) + dsR(x, s, )f (s).

a

y(x) z(x) <

(1 + N )2
maxf (x) + (1 + N ).
1 (1 + N ) [a,b]

, Hn (x, s), -

K(x, s), zn (x)

Hn (x, s) y(x)

K(x, s).
: K(x, s)
175

 , , ,
. . .

(4.8):
1

y(x) + x ds (exs 1)y(s) = ex x.

0

K(x, s) =

x(exs

1) -

K(x, s) H(x, s) = x2 s +

x3 s 2 x4 s 3
+
2
6
1

z(x) + ds H(x, s)z(s) = ex x.

0
:

z(x) = ex x + C1 x2 + C2 x3 + C3 x4 .
,
1

C1 x + C2 x + C3 x + ds (x2 s+
2

x3 s 2 x4 s 3
+
) (es s+ C1 s2 + C2 s3 + C3 s4 )=0.
2
6

x2 , x3 , x4 ,
1

C1 + ds s (es s+ C1 s2 + C2 s3 + C3 s4 ) = 0,
0

C2 + ds s2 (es s+ C1 s2 + C2 s3 + C3 s4 ) = 0,
1
2

0
1

C3 + ds s3 (es s+ C1 s2 + C2 s3 + C3 s4 ) = 0,
1
6

1
1
2
5

C1 = 0.5010

4 C1 + 5 C2 + 6 C3 = 3

13
1
9
5 C1 + 6 C2 + 7 C3 = 4 e
. . . C2 = 0.1671

1
1
49
29

C
+
C
+
C
=
2e

1
2
3
7
8
5
6
C3 = 0.0422.
,

z(x) = ex x 0.5010 x2 0.1671 x3 0.0422 x4 .

z(x) , z(0) = 1.0000,

z(1/2) = 1.0000, z(1) = 1.0080. , y(x) 1,

, .
176

4.4

II

(I A)y = f,

(4.22)

I  ,

y = 0 + 1 + 2 2 + . . . + n n + . . .
y (4.22)
,

0 = f,

1 = Af,

n = An1 = An f, . . .

...,

(4.23)

, , :

0 (x) = f (x),
b

1 (x) = ds K(x, s)0 (s),

a

2 (x) = ds K(x, s)1 (s),

a

...
b

n = ds K(x, s)n1 (s),

a

...
y (x) f
b

y (x) = f (x) + ds R(x, s, )f (s),

a

R(x, s, ) K .
, ,
(4.22)

y = (I A)1 f.
A < 1, .. <

1
A ,

(I A)1 , H

. . . 7 .

(I A)1 = I + A + 2 A2 + . . . + n An + . . . ,
7

177

 ( ) <

1
A .

, -

(4.22)

y = f + Af + 2 A2 f + . . . + n An f + . . . ,
(4.23).
, , , , .
, , > A1 .
K<k ,

M ds dxK2 (ba)2 k 2 Mm ,

A2 M Mm .

1/2

( ) < Mm . ,

[9]:

n+1
( Mm )

y(x) n (x)
maxf (x).
1 Mm [a,b]

: II
x

y(x) ds exs y(s) = 12 (ex + e3x ).

0

( =1), : y = 0 + 1 + 2 + . . .

1
0 (x) = f (x) = (ex + e3x );
2
x
x
3ex 2e3x e5x
1
xs
1 (x) = ds e
0 (s) = ds exs (ex +e3x )=
;
2
8
0

2 (x) = ds exs 1 (s) =

0
x

3 (x) = ds exs 2 (s) =

0
x

4 (x) = ds exs 3 (s) =

0

5ex 9e3x +3e5x +e7x

;
48
7ex 20e3x +18e5x 4e7x e9x
;
384
9ex 35e3x +50e5x 30e7x +5e9x +e11x
.
3840

1
(3839ex + 5e3x 10e5x + 10e7x 5e9x + e11x ) .
3840
y (x) = ex .
y (0) = 1.00000, y4 (0) = 1.00000,
:
y (1) = 0.36788, y4 (1) = 0.36783.
y4 =

178

4.5

II f (x) ( ) -
{i (x)}ni=1 .

y(x) = f (x) + Ci i (x).

(4.24)

i=1

, , .
(4.24) y Ay = f ,

f + Ci i Af Ci Ai = f
Ci (i Ai ) Af = 0.
j , j = 1, . . . , n, Ci :
n

Ci [(i , j ) (Ai , j )] (Af, j ) = 0,

j = 1, . . . , n.

(4.25)

i=1

=0 , ,
{i }, .
Ci y(x).
, (i , j ) = i 2 ij
n

j 2 Cj Ci (Ai , j ) = (Af, j ).
i=1

A(x) = ds K(x, s)(s),

b

(Af, i ) = dx ds K(x, s)f (s)i (x).

a

, , Ln ,

f , ,
() Ln . n , {i } H , (4.25)
.
, .
179

x(1 s) 0xs1,
u(x) ds K(x, s)u(s)=0 K(x, s) =

Example-kernel.nb

0
s(1 x) 0sx1.
1

1
0.75

0.5
0.25
0

0.2

0.1 K

0
1
0.75
0.5
0.25

. 4.1: K(x, s)
, u(x) u = A1 +B2 +C3 ,
-

1 (x) = 1,

2 (x) = x(1 x),

3 (x) = x(1 x)(1 2x).

(4.25), ,

) + B6 (1 10
) = 0,
A (1 12

B
17
6 (1 10 ) + 30 (1 168 ) = 0,

(1 40
) = 0.

210

, :

(2 180 + 1680)( 40) = 0.

,

1 = 9.8751,

2 = 40,

180

3 = 170.1249.

1 : A = 0.01176B , C = 0. B

2
dx y (x)=1, y1 (x) = 0.0684 + 5.817 x(1 x).
0
2 : A = B = 0, C ,

y2 (x) = 14.49 x(1 x)(1 2x)

:

2 sin x,

2 = 4 2 39.4784; y2 = 2 sin 2x.

1 = 2 9.8696;

y1 =

y1,2 y1,2 [0, 1], ,

, .

4.6

y(x) = Ci i (x), {i }  - . (II ) y Ay = f ,

n

(C1 , . . . , Cn ; x) Ci (i Ai ) f = 0.
i=1

= 0
, .
{Ci } ,

, .. Ci 2 .

Ci

(Cj j f, Cj j f ) = 0,

i=1, . . . , n;

j=1

j = j Aj .

(4.26)

Cj (i , j ) = (f, i ).

(4.27)

j=1

(i , j ) = dx i (x)j (x) = dx(i (x)Ai (x))(j (x)Aj (x)) =

b

= dx(i (x) ds K(x, s)i (s))(j (x) ds K(x, s)j (s)).

a

181

 . f = 0, , , .

I
:
1

ds K(x, s)u(s) = x 2x + x,
4

x(1 s) 0 x s 1,
K(x, s) =

s(1 x) 0 s x 1.

, 1, x = 0
x = 1, , f = x4 2x3 + x.

1. u1 (x) = C1 + C2 x, 1 = 1,
2 = x. ,

1 = f Au1 = f ds K(x, s)u1 (x).

1

1
1 A1 = ds K(x, s) 1 = ds x(1 s) + ds s(1 x) = . . . = (x x2 ),
2
0

1
2 A2 = ds K(x, s) s = ds xs(1 s) + ds s2 (1 x) =. . .= (x x3 ),
6
0

1 = f + C21 (x2 x) + C62 (x3 x).

(4.26) (1 , C
1 ) = 0 i = 1, 2,
i

dx [f + C21 (x2 x) + C62 (x3 x)] (x2 x) = 0,

0
1

C1
C2

2
3
3

dx [f + 2 (x x) + 6 (x x)] (x x) = 0.

f = x4 2x3 + x ,

C1
C2
17
345 + 456 3457
C1
4C2
17
58 + 579 + 578

= 0
= 0

14C1 + 7C2 = 34

63C1 + 32C2 =153

C1 = 17/7

C2 = 0.

, u1 (x) = 17/7 2.4286

182

2 u2 (x) = C1 + C2 x + C3 x2 ,
1 = 1, 2 = x, 3 = x2 .
2 = f Au2 = f ds K(x, s)u2 (x).

3 A3 = ds K(x, s) s2 =. . .=
0

2 = f +

C1
2
2 (x

x) +

C2
3
6 (x

1
(x x4 ),
12

x) + C123 (x4 x) Ci :

C2
C3
C1
2
3
4
2

dx [f + 2 (x x) + 6 (x x) + 12 (x x)] (x x) = 0,

1
dx [f + C21 (x2 x) + C62 (x3 x) + C123 (x4 x)] (x3 x) = 0,

dx [f + C21 (x2 x) + C62 (x3 x) + C123 (x4 x)] (x4 x) = 0.

C2
5C3
C1
17
+ 456
+ 4667
3457
345
C1
4C2
11C3
17
+ 579 + 35812 578
58
5C1
11C2
9C3
13
+ 3568 + 912 459
467

=0
=0
=0

84C1 + 42C2 + 25C3 = 204

252C1 + 128C2 + 77C3 = 612

450C1 + 231C2 + 140C3 = 1092

C1 = 0

C2 = 12

C3 = 12.

, , u2 (x) =

12x(1 x). , u2 (x) .

4.7

f K K(x, x) 0, I
II : (4.3) x

K(x, x),
x

y(x) + ds
a

f (x)
Kx (x, s)
y(s) =
.
K(x, x)
K(x, x)

K(x, x) 0, x,
(m)

m- Kxm (x, t)

x=t

. -

II .

II (4.4) K(x, s) .

183

 II c
K(x, s) f (x)
.
, .
, k = maxK(x, s), R = {a s x b}, A
R

M = k(b a) . . .

k
maxf (x).
k/2 k! [a,b]
k=n+1 M

y(x) yn (x)

. ,
.

.
x

1
y(x) ds exs y(s) = (ex + e3x )
2
0

, h = 0.2, ..

xi = 0, 0.2, 0.4, 0.6, 0.8, 1.

:

xi

K0i

K1i

K2i

K3i

K4i

K5i

fi

1.00000

0.81873

0.67032

0.54881

0.44993

0.36788

1.00000

0.81873

0.67032

0.54881

0.44993

0.36788

0.30119

0.68377

0.67032

0.54881

0.44993

0.36788

0.30119

0.24660

0.48576

0.54881

0.44993

0.36788

0.30119

0.24660

0.20190

0.35706

0.44993

0.36788

0.30119

0.24660

0.20190

0.16530

0.27002

0.36788

0.30119

0.24660

0.20190

0.16530

0.13534

0.20883

, . ,
(4.7), x = xi xi ,
i . , i = 2, xi = 0.4

1
1
f2 = y2 + h( K00 y0 + K11 y1 + K12 y2 ),
2
2
184

 ,
i1

yi (1 Aii Kii ) = fi + Aij Kij yj

j=1

A, (4.7), : A0j = Ajj = h/2,

h. :

y0 = f0 = 1.00000,
h
1
(f1 + K10 y0 ) = 0.8206,
y1 =
h
2
1 2 K11
1
h
y2 =
(f2 + K20 y0 + hK21 y1 ) = 0.6731,
h
2
1 2 K22
1
h
(f3 + K30 y0 + h(K31 y1 + K32 y2 )) = 0.5518,
y3 =
h
2
1 2 K33
h
1
(f4 + K40 y0 + h(K41 y1 + K42 y2 + K43 y3 )) = 0.4522,
y4 =
h
2
1 2 K44
1
h
y5 =
(f5 + K50 y0 +h(K51 y1 +K52 y2 +K53 y3 +K54 y4 ))= 0.3705.
h
2
1 2 K55
y = ex

4.8

xk

0.2

0.4

0.6

0.8

1.0000

0.8127

0.6703

0.5488

0.4493

0.3679

y5

1.0000

0.8287

0.6731

0.5418

0.4522

0.3705

0.0000

0.0019

0.0028

0.0030

0.0029

0.0026

,
. ,
. ,
.

4.8.1

, ,
 ,
, - ,  .

185


-, .
, , , .

 . ,
.

. , , q ,

S dt L(q (t), q (t)) = min,

L(q, q)
 .
q (r) ( q = 1, . . . , n )

L[] = d3 r L(q , q ),
:

S dt L[] = d L(q , i )q = min,

d = dt dx dy dz  . (t, x, y, z) = (x0 , x1 , x2 , x3 ), 8 q = 1, . . . , n i = 0, 1, 2, 3; i /xi .
-:

L
L
0 =S = d L = d {
q +
(i q )} =
q
i q
^
^
= ^^(i q ) = i (q ) dA (i q ) = d q i A^^ =
^
^
L
L
L
L
i
}
i
= 0 q.
= d q {
q
i q
q
i q
8

, -

,
.

186


, i = 0 t1,2
, i = = 1, 2, 3
:
t2
3
dA(0 q ) = d r {Aq t1 dt q 0 A} = dq 0 A;
3
dA( q ) = dt { dS Aq d r q A} = dq A.

-. -
I

y(a) = A,

y(b) = B.

d
dy(x)
[k(x)
] + p(x)y(x) = f (x);
dx
dx

b

I[y] = dx {k(x)y 2 (x) + p(x)y 2 (x) 2f (x)y(x)}

(4.28)

, 9
b

y(a) = A, y(b) = B,

y(x)

W21 [a, b]

y2W 1 [a,b]
2

dx [y 2 + (y )2 ] < .
a

, I :
^
^ dxY y = Y dy =
I = dx{2ky y + 2pyy 2f y} = ^^
^ = Y yba dY y = dx Y y
^

= 2 dx{[k(x)y (x)] + p(x)y(x) f (x)}y.

^
^
^=
^
^
^

[k(r)u] + p(r)u = f,

r G; uG = u0 .
9 ,

2
3
2

I[y] d r{k (u) + pu 2f u} = min,

G

uG = u0 .

(4.29)

, . , -

, 

k p,  , . p k
, . ,
W21 .

187

 k = 1, p = 0, f = 0 u = 0, .

I[u(x, y)] = dx dy [(x u)2 + (y u)2 ]

.

4.8.1.1

, Ly = f . , , . .
-, y = y + y0 , y0 . y

y = f
L
.
{i }, ()
, y, y ,
n :

y = Ci i
i=1

y f = 0 (
L
y f)
) , (L
{1 , . . . , n }. (f, g),

y f, i ) = 0,
(L

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

(4.30)

L , y

{i }, Ci :
n

j , i ) = (f, i ).
Cj (L
j=1

, , . L
, Cj .
.
188

4.8.2

- (4.28)
b

I[y] = dx {k(x)y 2 (x) + p(x)y 2 (x) 2f (x)y} = min .

a

,
, .
{i }
1  - ,
. , [0, 1] I
(1)

k = sin (kx);
(2)

k = xk (1 x);
(3)

k = x(1 x)Ti (2x 1), . . .

y(x)
n

y yn = Ck k .
k=1

I ,
n

i,j=1

i,j=1

i=1

I = dx {k Ci Cj i j + p Ci Cj i j 2f Ci i }.
Ck :

I
=0
Ck

i=1

i=1

dx {k Ci i k + p Ci i k f k } = 0,

k = 1, . . . , n.

Ck

Ci ik = k , ik = dx {ki k + pi k };

k = dx f k .

, Ci yn . {yn }

W21 {i }
y W21 , > 0 n, {Ci }n1

...

y Ci i W 1 < .
2

, ij 10 .
10

(2)

. {k }, , ,
(n)

(n)

ij  max /min n ,  .
(3)

(n)

(n)

{k }, max /min = O(n ).

189

4.8.3

,
{i } -
(f, g) = df g , ij , n
n2 . .
-, , - n n
(n)

(n)

(n)

{1 , 2 . . . , n } {1 , 2 , . . . , n }.

y W21 , > 0 n, Ci

(n)
y Ci i W 1 < .
2

[0, 1]. 0 = x0 <

x1 < . . . < xn = 1 ,
[xi , xi+1 ], [0, 1] 11 .
(n)

, - i

[0, 1]

- 

x x

x [0, x1 ],
1
= x1

x x1 ;

xxi1

xi xi1 x [xi1 , xi ],

(n)
i+1 x
i = xxi+1
xi x [xi , xi+1 ],

;
0

x < xn1 ,
(n) 0
n = xx
n1

xn xn1 x [xn1 , xn ].
(n)
0

i = 1, . . . , n 1

(4.31)

, ij ,
12
11

.
12 , n = 1, 2, . . . , [0, 1] , . W21 .

190

-
. Ly f = 0
, y :

dx[Ly f ] = 0.
Ly = [ky ] + py ( -). ,

(y, ) dx[ky + py f ] = 0.

n

(n)

yn = Ci i ,
(n)

  (4.31),  ,

. (y, ) ,
Ci
(n)

(yn , i ) = 0,

i = 1, . . . , n,

, , , 2, [9].
.. . -

, [11].
.. , IV V, [13].
.. . , -

, [18].

, .

.., .. , [19].

, -

Polyanin A.D., Manzhirov A. Handbook of integral equations, [20].

, 2500 .

191

 .., .., .. , [2];

9, 10  .

192

 A

. () A,
i xi ,

Axi = i xi .

(A.1)

i ; ,
 .
:
1. ;
2. ;
3. .

A.1

(A.1) x

(A I)x = 0,

det(A I) = 0.
 n , n . O(n!) .
193

 .
, A A  B -, A = B 1 AB , B
. Ax = x,

A (B 1 x) = B 1 ABB 1 x = B 1 Ax = (B 1 x).
, B - , x = Bx .
A F , :

p1 p2 p3

1 0 0

0 1 0
F =

0 0 0

0 0 0

. . . pn1 pn

... 0
0

... 0
0

... 0
0

... 1
0

(A.2)

, F , det(F

I) = 0, ,
(1)n [n p1 n1 p2 n2 . . . pn1 pn ] = 0,

n p1 n1 p2 n2 . . . pn1 pn = 0.

(A.3)

a11

a21
A=

a31

a41

a12 a13 a14

a22 a23 a24

a32 a33 a34

a42 a43 a44

B1 ,

0
0
0
1

0
1
0
0
1

,
B1 =

a41 a42 a43 a44

0
0
0
1

194

0
1

1
1
0
B1 =

a43 a41 a42

0
0

0 0

1 a44

0 1
0

( ).
A B , :

b11 b12 b13 b14

b21 b22 b23 b24

1

A1 = B1 AB1 = . . . =

b31 b32 b33 b34

0
0
1
0

0
0
0
1

b31 b32 b33 b34

1
,

B2 =

0
0
1
0

0
0
0
1

1
b31
B2 =
b32
0

1 b33
0

b34
,

A2 = B21 A1 B2 = (cij )
. ,

A3 = B31 B21 B11 AB1 B2 B3 = B 1 AB,

B = B1 B2 B3

(A.2).
(A.3), A3 x = x:

x = (n1 , n2 , . . . , 2 , , 1).
Bx A.

A.2

, - . ,
.
A , n ( ).

n n1 . . . 1 ,
195

 ei  . x Rn

x = xi ei ,

(Ax, x) = i x2i ,

n x2i = n (x, x) (Ax, x) 1 (x, x) = 1 x2i ,

(Ax, x)
1 .
(x, x)

. ,

min = inf

A.3

(Ax, x)
,
(x, x)

max = sup

(Ax, x)
.
(x, x)

1 2 . . . n .
x = xi ei n A, n

An x = xi ni ei = n1 (

i n
) xi ei = n1 x1 e1 + O((i /1 )n ).
1

,
x, ( ) , .

1 =

(An+1 x)i
(An x)i

i .

196

 B

(Lebesgue integral)  . ,
, , . ,
, ,
.
, .
.

B.1

(measure) I = (a, b), ab,
m(I) = (b a) ( a = b).
, [a, b].
:
1. m() = 0;
2. m(I) 0;
3. : {Ik }
k=1 
Ii Ij = 0 i, j ,

m (
i=1 Ik )

= m(Ik ).
i=1

197

(B.1)

 ( , outer measure) A  ,
A

( , .. )

(A) = inf m(Ik ).

AIk

(B.2)

( , inner measure) 
A [a, b] [a, b]:

(A) = sup {(b a) ([a, b] A)} .

[a,b]

(B.3)

A , (A) = (A),
(A) = (A) = A

(Lebesgue measure) A.
F (x)  , .
:

m(a, b) = F (b) F (a + 0);

m[a, b] = F (b + 0) F (a);
m[a, b) = F (b + 0) F (a + 0);

(B.4)

m(a, b] = F (b) F (a);

,
, m, .
, F , -

(Lebesgue-Stieltjes measures)

, , .

(Ring) : R, "+"
( ) "" (
), :
1. R "+";
198

2. "": a, b, cR

a (b c) = (a b) c;

3. "+" (distributive) "":

a, b, cR a (b + c) = a b + a c, (b + c) a = b a + c a.
"" , -

.
1 e (1 R a R 1a = a) (a R, a e, b ab = 1, b a1 ),
() . .
, , .
"".
. ,
R
1. "+" ( ; 0 = R):
(a) (a + b) + c = a + (b + c)
(b) 0 + a = a + 0 = a
(c) a + b = b + a
2. "" ( ; 1 = ):
(a) (a b) c = a (b c)
(b) 1 a = a 1 = a
3. "" "":
(a) a (b + c) = (a b) + (a c)
(b) (a + b) c = (a c) + (b c)
4. 0 a = a 0 = 0

:
A (semiring),
1. : A ;
199

2. : A, B A AB A;
3. A, A1 A A1 A A A = ni=1 Ai , Ai
 A,
A1 .

(A) A A () ,
1. A
2. (A) 0 A
3. (A) , .. Ai Aj = 0 i j; i, j = 1, . . . , n,
n

m (n1 Ak ) = m(Ak ).

(B.5)

i=1

, ..

{Ak }
k=1 m (1 Ak ) = m(Ak ), i=1

( -) .
,
.
,
, .

B.2

(Borel set) 
,
.
. , ,
.
X Y  , X Y . y = f (x) X Y

(X , Y)-, {A Y f 1 (A) X }.
200

 X Y , .. ,
.
y = f (x) X R ,

cR {x X f (x) < c} .

B.3

,
, ,
.
, . X , - f (x).
1. f (x) = 1A (x)  A, ..

f (x) = 1 xA x / A.
f (x)(dx) f (x)d = (A).
X

2. f (x)  , .. X . n

f (x) = fi 1Fi (x), fi R, {Fi }n1 

i=1

X .
n

f (x)d = fi (Fi ).
i=1

3. f (x)0 xX  .
{fs (x)}, fs (x) < f (s) xX .

f (x)d = sup fs (x)d.

fs

4. f (x)  .

f (x) = f + (x) f (x),

f + (x) = max{f (x), 0},
f (x) = min{0, f (x)}.
201

f (x)d = f (x)d f (x)d.

X

5. , A  X ,

f (x)d = f (x)1A (x)d.

A

202

 C


C.1

Hn

(, ) 1 ex .
2

kn = 2n ,

Hn 2 =

n
2 n!

Hn :

H0 = 1

H4 = 16x4 48x2 + 12

H1 = 2x

H5 = 32x5 160x3 + 120x

H2 = 4x2 2

H6 = 64x6 480x4 + 720x2 120

H3 = 8x3 12x

H7 = 128x7 1344x5 + 3360x3 1680x

T0 : f (x) - (, )

x 2
dxxe f (x),
2

f (x)
21 [f (x + 0) + f (x 0)] .
f (x) Hn :

x f (x)H (x);

fk = 2(1)
k
k k! dxe

2
n2 = dxex f 2 (x) 2k k! fk2 .
k

k=0

"" , ex

203

/2

 L()
n

C.2

[0, ) x ex .
kn = (1)n /n!,
()

Ln 2 = (+n+1)/n!

()

=1

L0 = 1

()

= x + + 1

L1 = x + 1

()

L0
L1

(0)

(0)
(0)

(+2)(+1)
x2
2 ( + 2)x +
2
2
()
(+3)(+2)x (+3)(+2)(+1)
x3 (+3)x
L3 = 6 + 2
+
2
6

L2

L2 = 12 [x2 4x + 2]
(0)

L3 = 16 [x3 +9x2 18x+6]

T0 : f (x) - (0, )

x/2
f (x),
0 dx x 2 4 e

f (x)
21 [f (x + 0) + f (x 0)] .
()

f (x) Ln

()

1
x
fk = k!(+k+1)
dx x e f (x)Lk (x);

n2 = dx x exf 2 (x) k!(+k+1)fk2 .

k=0

C.3

Pn

[1, 1] 1.
Pn (1) = 1;

Pn 2 =

2
.
2n + 1

P0 = 1

P4 = 81 [35x4 30x2 + 3]

P1 = x

P5 = 81 [63x5 70x3 + 15x]

P2 = 12 [3x2 1]

P6 =

P3 = 12 [5x3 3x]

P7 =

1
6
16 [231x
1
7
16 [429x

315x4 + 105x2 5]
693x5 + 315x3 35x]

T0 : f (x) [1, 1],

[1, 1].
204

 f (x) Pn :
1

2k + 1
fk =
dx f (x)Pk (x);
2

n2 =

C.4

2
fk2 .
2k
+
1
k=0

dx f 2 (x)

I Tn

[1, 1] (1 x2 )1/2 .
Tn (1)=1;

T0 2 =,

n>1 Tn 2 =/2.

Tn :

T0 = 1

T4 = 8x4 8x2 + 1

T1 = x

T5 = 16x5 20x3 + 5x

T2 = 2x2 1

T6 = 32x6 48x4 + 18x2 1

T3 = 4x3 3x

T7 = 64x7 112x5 + 56x3 7x.

T0 : f (x) [1, 1],

I [1, 1].
f (x) Tn :

f0 =

n2 =

C.5

df (cos ); fk =
0

dx f 2 (x)

1x2

d cos(k)f (cos ); k 1
0

2 [2C0 + fk2 ] .
k=1

II Un

[1, 1] (1 x2 )1/2 ;

Un (x) =

Tn+1
(x) sin[(n + 1) arccos x]

=
.
n+1
1 x2

Un (1)=n+1

Un 2 =/2.
Un :

U0 = 1

U4 = 16x4 12x2 + 1

U1 = 2x

U5 = 32x5 32x3 + 6x

U2 = 4x2 1

U6 = 64x6 80x4 + 24x2 1

U3 = 8x3 4x

U7 = 128x7 192x5 + 80x3 8x

205

T0 : f (x) [1, 1], II

[1, 1].
f (x) Un :

fk =

d sin cos((k + 1))f (cos );

0
1
n

2
n = dx 1 x2 f 2 (x) 2 fk2 .
2

k=1

+1

II [1, 1] L1 , .. 1 dx Pn (x),
n.

206

207

3

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V
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S
T

O

H

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 D
L2
D.1

, ,
,
(compact)

( -

, , .- 
)

. -

1 .

D.1.1

yn , .

K ( ),
K , .. , K .
( ,
), . .. - ,
( K ).
1

. -

, , (), .

208

0 : En
, 2 .

K , : .
K .
xk , xk . ,
. K .
. .
K , : . K . K ,
x / K . , K . . .
K , : . K
. xk ,
K . K , .
L,
. L , 2n (n
 .-).
xk . , . xk , , . K , K .
. .
E  .
,
E .
, .
, l2 {xi } :

(1, 0, 0, . . .), (0, 1, 0, . . .) , i- i-

, . i xi = 1,

. xi xj = 2, . ,
{xi } , , . l2 .
, , 
2 .

- . ,

209

.
:

E .
(" ")

l2  (x1 , x2 , . . .) xi 1/2i1 .

. M  R, >0. A R - M ,

x M a A (x, a) < .
, -.
M , ,
. .., .

D.1.2

A , yn Ayn . , .
, . . , , , ,
!

T0 :
..

T0 : , .

AN , A, {xi }  xi <

C.
A1 , {A1 xi } (1)

. {xi } {xi },
(1)

{A1 xi } .
210

(1)

- {A2 xi }. (2)

-, A2 . {xi } -
(1)

(2)

(2)

{xi }, {A2 xi } . , {A1 xi } .

(m)

, m {xi

(m)
{An xi }

},

n=1, 2, . . . , m.
(1)

(n)

(2)

x1 , x2 , . . . , xn , . . .. A1 , A2 , . . . .

(n)

(m)

(n)

(n)

(n)

(m)

(m)

(m)

Axn Axm Axn Ak xn + Ak xn Ak xm + Ak xm Axm .

{AN } A, k
A Ak < C , (n)

. , Ak xn
.

(n)
{Axn }

( ). , A , . ..

D.2

T0 : (4.9, 4.10)
b

Ay =

ds K(x, s)y(s) = (x),

2
dx ds K(x, s) M < ,
a

-, , A (4.13).
b

(4.9) , a dsK(x, s)2 x. , K(x, s) s

x L2 [a, b]. , (4.10) x,
.. .
, A . ,
(4.17), A (4.18) AN .
AN , , L2 [a, b] , 1 , . . . , N .
L2 L2 , 211

AN .
,
, A .
A
.

212


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214