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4

:

2010 .

( . .)

( . .)
( . . )

"

"

2010

( . .)


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

1 -
1.1
1.2 - . . . . . . . . . . . . . . . . .
1.2.1 - . . . . . . . . . . . . . .
1.2.2 - . . . . . . . . . . . . .
1.2.3 - . . . . . . . . . . .
1.3 . . . . . . . . . . . . . . . . . .
1.4 - . . . . . .
1.4.1 . . . .
1.4.2 , . . . . . . . . . .
1.4.3 ,
. . . . . . . . . . . . . . . . . . . . . . . . . .
1.4.4 . . . . . . . . . . . .
1.4.5 . . . . . . . . . . . .
1.5 - . . . . .
1.5.1 - . . . . . . . . . . . . . . . . . . . . .
1.5.2 . . . . . .

6
6
11
11
13
15
17
22
22

2
2.1 - . .
2.2 -
2.3 2.1. , . . . . . . . . . . . . . .
2.4 2.2. . . . . . . . . . . . . . . . . .
2.5 2.3. .

40
40
42

26
28
30
32
36
36
39

44
46
47

2.6 2.4. . ,
. . . . . . . . . . . . . . . . . . . . . . . . . .
2.7 2.5.
. . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1. . . . . . . . . . . . . . . . . . . . . . . . . . .
2. (t) . . . . . .
3. . . . . . . . . . .
4. . . .

48
51
54
55
56
57
58
61


- . ,
- ,
,
.
- . ,
-
.
, .
, , .
() , . - . - , . ,
-
.
-
.
:
1) - ( ,
, );
2)
-;
3)
-;

4) .
- .
, -, [3], [7],
[9].
, -, ; [4], [5], [6], [7].
- [8].

- [6].
, , ,
[4], [6].
MATLAB
[10].
- [1], [2], [11].
,
.
.
2.
.
, , , .
.


-
1.1

(, S, P (S)),
1) , ; ;
2) S , -, ..
()
, ;
, (, , ) S;
3) P (S) ,

 ..

P
P
S , P () = 1 P
Ai =
P (Ai ), Ai i=1

i=1

S.
A S , P (A) .
:
1) P (A) 0;
2) P () = 1;
3) A, B S, A B = P (A B) = P (A) + P (B);
4) A1 A2 . . . ,
n=1 An = lim P (An ) = 0.
n

X(), S-, { :
X() < x} S x.
6

, (, S, P (S)), S- X(), .
X()
FX (x) = P { : X() < x} (FX (x) = P (X < x)),

(1.1)

, , ,
lim FX (x) = 0, lim FX (x) = 1.


, .
,
Zx
f (t)dt,

F (x) =

f (x) = F 0 (x) .
:
1) f (x) > 0;
R
2)
f (x)dx = 1.

X
n
X
x i pi ,
(1.2)
M [X] =
i=1

xi X, pi .
pi (i = 1, ..., n) :
1) i pi > 0;
n
P
2)
pi = 1.
i=1

M [X], :
n
P
x i pi
i=1
M [X] = P
.
n
pi
i=1

, M [X] X,
xi .

Z
M [X] =
xf (x)dx.
(1.3)

.
- X
f (x). g(x)
Y = g(X), .

Z
M [g(X)] =
g(x)f (x)dx.
(1.4)

:
c - , X Y
,
1) M [X + c] = M [X] + c;
2) M [c X] = c M [X];
X Y :
3) M [X Y ] = M [X] M [Y ].
D[X]
X M [X]:
D[X] = M [(X M [X])2 ].
, D[X] > 0.
, ,
n
X
D[X] =
(xk M [X])2 P (X = xk ).
k=1

(1.5)

(1.6)

,
Z
D[X] =

(x M [X])2 f (x)dx.

(1.7)

(1.5) :
D[X] = M [X 2 2X M [X]+(M [X])2 ] = M [X 2 ]2M [X]M [X]+(M [X])2 ,

D[X] = M [X 2 ] (M [X])2 .
(1.8)
.
:
c - ,
1) D[X + c] = D[X];
2) D[c X] = c2 M [X];
X Y :
3) D[X + Y ] = D[X] + D[Y ].
R, (a, b)
1
f (x) = ba
, (a, b).
,
(ba)2
M [R] = b+a
,

D[R]
=
2
12 .
()
, (, )
(xm)2

1
e 22 , m > 0 - ,
f (x) = 2
M [] = m, D[] = 2 .

. m f (x)
P {m 3 < X < m + 3} = 0.997,

m+3
Z

f (x)dx = 0.997.
m3

0,997 1,
:
X, M [X] 3.

.
X1 , ..., Xn ,
M [Xi ] = m D[Xi ] = 2 ,

n
P

(Xi m)
Zt2

z2
1
t1 < t2 lim P t1 < i=1
< t2 =
(1.9)
e 2 dz
n

2
n

t1
t2 = t1 = t :

(
)
r
N
1 X

D[X]


lim P
(Xi m) < t
= 2(t),
N
N

N
i=1

(1.10)

1
(t) =
2

Zt

z2

dz.

(1.11)

, N
(
)
r


D[X]
m < t
P X
2(t).
N

(1.12)

,
t. , ( ) t = t
2(t) = .
r


m < t D[X]
X
(1.13)
N
.
= 0.95,
x = 1.96; = 0.997, x = 3(
).

10

1.2

1.2.1

- .
,
, .
,
,
.
,
1873 . .
, ()
-. ,
- , . ,
1944 .,
. .
, ,
. 19551956 (, ).
,
.
.
-
,
. , . ,
11

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


, ,
, . , - ,
- .
( ) ,
-.
- -
, . ,
. - ,
. , , ,
(,
). , ,
(simulation).

12

1.2.2

-
. m
.
X, m : M [X] = m.
: () N
xi X,
N
P
1
x = N
xi . i=1

, , , N
. , N x m.
- . , ,
- .
,
, .
, -
.
.
: R , (0, 1); ri (i = 1, 2, ...)
( R).
1. , X,
X x1 x2 . . . xn
p p1 p2 . . . p n
:
13

1. (0, 1) Or n ;
2. (, ) ri .
ri ,
xi .
2 ( ).
xi X,
F (x), xi , xi
F (xi ) = ri .
3. , xi X, f (x),
ri xi
Zxi
f (x)dx = ri ,

(1.14)

f (x)dx = ri .

(1.15)

Zxi
a

a X.

14

1.2.3

m X,
M [X] = m. N
x1 , . . . , xN X
N
1 X
xi .
x =
N i=1
, X
D[X] = M [X 2 ] (M [X])2 .
:
(
)
r
m| < t D[X] 2(t ) = .
P |X
N

(1.16)

D[X]
(1.17)
N
.
(1.17) , , 10
( ,
), N 100 .
p
= D[X] N , :
2 t2
N=
.
(1.18)
2

. . .
N = N0 .
N0
:
!2
N0
N0
X
X
1
1
S2 =
x2i
xi .
(1.19)
N0 i=1
N0 i=1
= t

15

S 2 , N :
S 2 t2
N=
.
2

(1.20)

, N > N0 , .

16

1.3

, -, .
- ,

.
,
, , , , , , . ,
(0, 1).
,
, ,
, .
. R
(a, b),
 1
a x b,
(1.21)
f (x) = ba
0, .
R

0, x < a,
xa
a x b,
F (x) =
ba
1, x > b.

(1.22)


a+b
ba
M [R] =
, R = .
(1.23)
2
2 3

17

(0, 1):

1 0 x 1,
f (x) =
(1.24)
0, ,

0, x < 1,
F (x) =
x 0 x 1,
(1.25)

1, x > 1,

1
1
(1.26)
M [R] = , R = .
2
2 3
, , (0,1).
, 10
0, 1,..., 9. ,
. ,
.
, :
= 0.1 2 ...k ...
,
=

k 10k .

k=1

. 1 , ..., k , ...
. ,
1 , ..., k , ... , = 0.1 2 ...k ... .
,
e = 0.1 ...n .
. , N
, N
1 2 ...N . ( ) , ,
(. 1,
18

).
. , s
. ,
n , = 0.s s+1 ...s+n1 .
.
. , , ,
, , .

.
, . .
.
(
)
; .
:
;
.
:
;
;
.
, -, : , .
. (, , .). ,
,
. , , E0 t.
19

. 1.1:

, (mod2), .
. 0 1 . 0 1
, ,
.
m
, ,
= 0.1 ...m , m-
. ,
,
.
:
;
;
.
:
;
;
.
. , ,
. , ,
- , .
20

1 , 2 , ..., N , -
, .
,
,
n+1 = F (n ),
(1.27)
0 .
(1.27) ,
.
:
;
;
;
;
.
.
.
-.

21

1.4

1.4.1


Zb
I=

(x)dx.

(1.28)

X, 1
.
(a, b) f (x) = ba

Zb
M [(x)] =

1
(x)f (x)dx =
ba

(x)dx.

(1.29)

Zb
(x)dx = (b a)M [(x)].

(1.30)

M [(x)]
, (1.28)
N
P

I1 = (b a)

(xi )

i=1

(1.31)

xi X, N .
(a, b)
1
f (x) = ba
, xi
1
ba

Zxi
dx = ri
a

xi = a + (b a)ri , ri - .
22

(1.32)

, (1.28) (1.31).
(X)
2 =

Zb

2 (x)f (x)dx (M [(X)])2 .

(1.33)

,
( N > 30),
!2
N
N
2
X
X
ui
ui
,
(1.34)

S=
N
N
i=1
i=1
( N < 30)


1
S=
N 1

N
X
u2i

i=1 N

N
P

2
ui

i=1

(1.35)

ui = (xi ).

,
.
1.1
:

R3

) I = (x + 1)dx;
1

) |I I |;
) , 0.95 0.1.
. )
N
P

I1

= (b a)
23

(xi )

i=1

, a = 1, b = 3, (x) = x + 1.
10
P

N = 10.
xi

I1

= 2

(xi +1)

i=1

10

xi = a + (b a) ri = 1 + 2 ri .
.
ri 1.
, i
ri
i + 2ri
xi + 1

1
0.100
1.200
2.200

2
0.973
2.946
3.946

10
P

3
0.253
1.506
2.506

4
0.376
1.752
2.752

5
0.520
2.040
3.040

6
0.135
1.270
2.270

7
0.863
2.726
3.726

8
0.467
1.934
2.934

9
0.354
1.708
2.708

10
0.876
2.752
3.752

(xi ) = 29.834.

i=1

I1 = 2

29.834
= 5.967
10

) , I =

R3

(x + 1)dx = 6,

|6 5.967| = 0.033
) (X) = X + 1, ,
X (1, 3)

D[X] = (3 1)

2
1
= .
12 3

1
2 = D[X + 1] = D[X] = .
3
, 0.95
= 0, 1. (t) = 0.95/2 =
0.475 2 t = 1.96.

1.962
t2 2
N=
=
2
0.12
24

1
3

= 128.

1.2
I =

/2
R

cos xdx

(1.31). ,
0.95 = 0.1.
.
(x) = cos X,
, X (0, 2 ) f (x) = 2 :

2
Z/2
Z/2

2 =
cos2 xdx
cos xdx = 0.09.
2
2
0

(t) = 0.95/2 = 0.475 (2.7) t = 1.96.


t2 2
1, 962 0, 09
N=
=
= 35.
2
0, 12

25

1.4.2

(1.28) f (x) - X (a, b), ..


Zb
f (x)dx = 1.
(1.36)
a

(1.28)
Zb
I=

(x)
f (x)dx.
f (x)

(1.37)

I F (X) = (X)
f (X) .
,
(1.28),
I2

N
1 X (xi )
=
.
N i=1 f (xi )

(1.38)

, f (x) , (x)
f (x) , , .. ([3], . 109.).
, (1.28) (1.38),
f (x)
X, xi X, Rxi
f (x)dx = ri ; N .
a

1.3
I2

R1

ex dx.

.
ex = 1 + x + ..., X
R1
f (x) = C (1 + x). C (1 + x)dx = 1 C = 32 . ,
0

26

f (x) = 23 (x + 1).
Z1
I=
0

ex
2

(x + 1)dx.
2
3
(x
+
1)
3

, I
ex
.
2 (x+1)
3
( ):
10

10

X exi
1 X
e xi
=
0.15
,
10 i=1 23 (xi + 1)
x
+
1
i
i=1
xi X,
2
f (x) = (x + 1).
3
Rxi
23 (x + 1)dx = ri . 0

X:
xi =

1 + 3 ri 1.

10 :
, i
ri
xi = 1 + 3ri 1
exi
xi + 1
ex i
xi +1

1
0.100
0.140
1.150
1.140
1.009

2
0.973
0.980
2.664
1.980
1.345

3
0.253
0.326
1.385
1.326
1.044

4
0.376
0.459
1.582
1.459
1.084

5
0.520
0.600
1.822
1.600
1.139

6
0.135
0.185
1.203
1.185
1.015

7
0.863
0.894
2.445
1.982
1.291

8
0.467
0.550
1.773
1.550
1.118

10
P
i=1

exi
xi +1

9
0.354
0.436
1.546
1.436
1.077

10
0.876
0.905
2.472
1.905
1.298

= 11.42. -

, I2 = 0.15 11.42 = 1.713. ,


I = 1, 718...

27

1.4.3

(1.28),

0 (x) c,
.
(X, Y ),
D (ba) c ,

 1
, D;
f (x, y) = (ba)c
0,
D.
X (a, b) 1
ba
; Y (0, c)
1
c . N (xi , yi ), D , n ,
, (1.28), D
Rb

(x)dx

(b a)c

n
.
N

(1.39)

Zb
(x)dx (b a)c

n
.
N

(1.40)

, (1.28)
I3 (b a)c

n
,
N

(1.41)

N (xi , yi ), D ; n
, y = (x).
1.4
R2

(4 x2 )dx.
0

28

. (0, 2) (x) = 4 x2
, (x) (0) = 4; ,
c = 4.
(X, Y ), D b a = 2 1
c = 4, f (x, y) = 24
= 18 .
N = 10 (xi , yi ), D. , X (0, 2)
f1 (x) = 12 Y (0, 4) f2 (y) = 14 ,
(xi , yi ), D,
(ri , Ri ):
1

Zxi

1
dx = ri ,

Zyi
dy = Ri .
0

xi = 2 ri , yi = 4 Ri . , yi < 4 x2i ,
(xi , yi ) Y = (X) n .
.
, i
1
2
3
4
5
6
7
8
9
10

ri
0.100
0.253
0.520
0.863
0.354
0.809
0.911
0.542
0.056
0.474

xi = 2 ri
0.200
0.506
1.040
1.726
0.708
1.618
1.811
1.084
0.112
0.948

x2i
0.040
0.256
1.082
2.979
0.501
2.618
3.320
1.175
0.013
0.899

4 x2i
3.960
3.744
2.918
1.021
3.499
1.382
0.680
2.825
3.987
3.101

Ri
0.973
0.376
0.135
0.467
0.876
0.590
0.737
0.048
0.489
0.296

yi = 4 Ri
3.892
1.504
0.540
1.868
3.504
2.360
2.948
0.192
1.956
1.184

yi < 4 x2i
1
1
1

1
1
1

n = 6. I3 = (ba)c Nn =
6
2 4 10
= 4.8.

29

1.4.4

(1.28). X, 1
(a, b) f (x) = ba
. , g(x), (x) , -.

Zb
F (X) = (b a) [(X) g(X)] +

g(x)dx

(1.42)

I.
, , X
1
(a, b) ba
,
Zb
M [F (X)] = (b a)

1
[(X) g(X)]
dx +
ba

Zb

Zb
g(x)dx =
a

(x)dx = I.
a

, M [F (X)],
I, N
F (X) :
N

baX
I4 =
[(xi ) g(xi )] +
N i=1

Zb
g(x)dx,

(1.43)

xi X,
xi = (b a) ri .
1.5
I4
.
g(x) = 1 +

R1

1 + x2 dx.

0
2

1 + x2 = 1 + x2 + ... (|x| 1),


x2
2 . , N = 10,
10

1 X
I4 =
10 i=1

q


 Z1 

2
2
x
x
1 + x2i 1 + i
+
1+
dx.
2
2
0

30

,

10  q
X
1
1
I4 =
2 1 + x2i x2i + .
20 i=1
6
, a = 0, b = 1, x
xi = a + (b a) ri = ri .
.
, i
xi = ri
x2i
1 + x2i
p
2
p 1 + xi
2
2 1 + xi x2i

1
0.100
0.010
1.010
1.005
2.000

2
0.973
0.947
1.947
1.395
1.843

3
0.253
0.064
1.064
1.032
2.000

4
0.376
0.141
1.141
1.068
1.995

5
0.520
0.270
1.270
1.127
1.984

6
0.135
0.018
1.018
1.009
2.000

7
0.863
0.745
1.745
1.321
1.897

8
0.467
0.218
1.218
1.104
1.990

9
0.354
0.125
1.125
1.061
1.997

10
0.876
0.767
1.767
1.329
1.891

, 19.597.
1
, I4 = 19,597
20 + 6 = 1.145. , I = 1.147.

31

1.4.5

y = f (x1 , ..., xm )
G m- I G:
Z
Z
I = f (x1 , . . . , xm )dx1 . . . dxm .
(1.44)
G

I (m + 1)- Ox1 x2 . . . xm y, G y = f (x),


x = (x1 , . . . , xm ).
, m- . G m- ak xk bk
(k = 1, . . . , m).

xk = ak + (bk ak )k (k = 1, . . . , m).

(1.45)

m- m-
0 k 1(k = 1, . . . , m), , , .
:



b1 a1
0
.
.
.
0



D(x1 , . . . , xm )
0
b 2 a2 . . .
0
= (b1 a1 )(b2 a2 ). . .(bm am ).
=

.
.
.
.
.
.
.
.
.
.
.
.
D(1 , . . . , m )



0
0
. . . bm am
(1.46)
,
I = (b1 a1 ) (b2 a2 ) . . . (bm am ) J,

(1.47)

f [a1 + (b1 a1 )1 , . . . , am + (bm am )m ]d1 . . . dm

(1.48)

Z
J=

m-
0 k 1 (k = 1, . . . , m).
(1.49)
32


F (1 , . . . , m ) = f [a1 + (b1 a1 )1 , . . . , am + (bm am )m ].

(1.50)

N [0, 1] :
(1)

(1)

(1)

1 , 2 , . . . , m ;
(2)
(2)
(2)
1 , 2 , . . . , m ;
...
... ... ...
(N )
(N )
(N )
1 , 2 , . . . , m .
(i)

(i)

(1.51)

(i)

Mi (1 , 2 , . . . , m ).
N M1 , . . . , MN ,
. n .
, , , , ,
. ;
.
n Mi , F
:
n
X
1
F (Mi );
(1.52)
Fe =
n i=1
J
Je = F ,

(1.53)

m- .
e = n ( ,
N
).
, Ie I:
e
Ie = V Fe ,

(1.54)

V = (b1 a1 ). . .(bm am ) ,
G.
n
V X
e
F (Mi ).
I=
N i=1

33

(1.55)

, , Mi , n = N
N
X
V
Ie =
F (Mi ).
N i=1

(1.56)

1.6

R1

R1

dx (x + y)dy. 10 .

. y = x, x = 1,
x = 0 , , .
( )
S=

11
= 0.5.
2


n
P

I1

=S

f (xi , yi )

i=1

n (xi , yi ),
; yi > xi ( ,
n ). (xi , yi ) 1,
. 10
.

34

, i
xi
yi
yi xi f (xi , yi ) = xi + yi
1
0.100 0.973
0.253
0.376
2
0.100 0.973
1
1.073
3
0.520 0.135
4
0.863 0.467
5
0.354 0.876
1
1.230
6
0.809 0.590
7
0.911 0.737
8
0.542 0.048
9
0.056 0.489
1
0.545
10
0.474 0.296
P
4
3.477
n = 4,

4
P

f (xi , yi ) = 3.477.

i=1

, :
I1 = 0.5

3.477
= 0.435.
4

I = 0.5 .

35

1.5

1.5.1

,
Z
Z
I = f (x1 , . . . , xm )dx1 dx2 . . . dxm
G


e
Ie = V Fe ,
V , G;
e ,
(1.45);
Fe , (1.45). .
:



e
e
e
I = (V F ) = V F + Fe .
(1.57)

(
r )


12


P F Fe t
;
n
(
r )


2

e t 2 ;
P
N
..
r
F = t

12
n

r
, = t

36

22
;
N

1X
e = n.
Fe =
F (Mi ),
n i=1
N
(1.57).
!
r
r


2
2
1 e
2 e
I = V t
+ t
F .
n
N

(1.58)

, 1
2 ,

e
F
e

I = V t 1 + 2 .
(1.59)
n
N
, 12 22 .

 2

2
2
e
S1 = (F ) Fe ,
e (1 ),
e
S22 =

1X
1X 2
e = n.
Fe =
F (Mi ), (Fe2 ) =
F (Mi ),
n i=1
n i=1
N

e
F
e

I = V t S1 + S2 .
n
N
n
N

e N,
, n =

p
e
S
F
e
2
S1

I = V t
+
N
N

e=
,

(1.60)

(1.61)

e (
N , n, Fe F
F N ). ,

 p
e + Fe S2
V t S1
37

N (



p
e + Fe S2 .
). c = V t S1
= cN . ,
() 0 . N 0 ,

c 2
0
N = 0
.

38

1.5.2

, , , , . , , , .
, ,
, -
. , ,

.
,
, , -.

, ,
, - ,
.
.

, ()
G.
B G B, -
G B. B ,
.
(
)
,
-, . , ,
,
, .

39

2.1

1. ;
t , ;
f (x1 , . . . , xm ); N .
2. ai , bi (i = 1, m), ai xi bi (i = 1, . . . , m),
.. ~a = [a1 , ..., am ] ~b = [b1 , ..., bm ].
, ,
V = (b1 a1 ) . . . (bm am ).
3. n = 0, sumF = 0, sumF2 = 0.
4. k 1 N :
(k)
(k)
4.1. (1 , . . . , m ), ,
(k)
0 i 1, i = 1, m;
(k)
(k)
4.2. xi = ai + (bi ai )i i = 1, m;
(k)
(k)
4.3 x(k) = (x1 , ..., xm ) , ,
4.3.1. fx = f (x(k) )
4.3.2. n = n + 1;
4.3.3. sumF = sumF + fx;
40

4.3.4. sumF2 = sumF2 + fx2 ;


e=
5. Fe = n1 sumF, (Fe2 ) = n1 sumF2,

n
N.

e
6. Ie = V Fe .
7. S12 = (Fe2 ) (Fe )2 ,
e (1 ).
e
S22 =

8. = V t

e 1
S

|Fe
|S2
N


.

9. , N 0 ,
,
  
c 2
N0 =
+ 1,


 p

e
c = V t S1 + S2 Fe , [ ] .
3 - 7
N 0 .

41

2.2

-, MATLAB ( 7.5.0)
. MATLAB
. MATLAB Basic, C++, Java, Object Pascal.
MATLAB ( ,
). ,
.
MATLAB
.
- MATLAB
. MATLAB
, ,
.
. , Dannie.m
. :
1. t , ;
2. , , a = [a1 , a2 , . . . , am ]
(m );
3. ,
, b = [b1 , b2 , . . . , bm ];
4. ,
x(1), x(2), . . . , x(m);
42

5. , f x = f x(x(1), x(2), . . . , x(m)).


t
( ) .
t
3
0.997
1.96
0.95
t (t), 2.

Integrirovanie.m.

.
,
.
3.

e , c).
(Fe , F , ,


N 103 107 N 10
.
IntegrirovanieModif.m.
4.

.

43

2.3

2.1. ,

-

1
(3) =
2

Z3

t2

e 2 dt.

(2.1)

(t) =

1
2

Rt

z2

e 2 dz (. 2). -

- t
2(t ) = . t = 3,
" ". (3) = 0.49865. (3) - . :
N ;
I ; ;
Fe ;
e
;
F ;
;
c , . 1.5.1 .

.
.
N
103
104
105
106
107

Ie

0.49621 0.04
0.49969 0.02
0.49862 0.004
0.49827 0.002
0.49863 0.0004

Fe
0.16540
0.16657
0.16621
0.16609
0.16621
44

1
1
1
1
1

Fe
c
0.01319 0 1.25083
0.00415 0 1.25024
0.00132 0 1.25277
0.00042 0 1.25285
0.00013 0 1.25337

.. (
(1.45) ) ,
e = 1 = 0. = 0,
Fe ,
10 N 100 .
N = 107 ; 4, 3 .
, N = 105 ;
4, ..
. , c , c 1.25.

45

2.4

2.2.

-
Z2

Z2x
dx (x + y)dy

(2.2)

x2


52
15 = 3.4(6).
N

Ie
Fe
103 3.35998
1.2 2.67514
4
10 3.39984 0.36 2.57564
105 3.488625 0.12 2.60246
106 3.47595 0.037 2.60472
107 3.46782 0.012 2.59979

0.1570
0.1650
0.1675
0.1668
0.1667

Fe
0.32710
0.10090
0.03173
0.01008
0.00318

0.03451
0.01114
0.00345
0.00109
0.00035

c
36.34891
36.21483
36.76507
36.74984
36.65983

, 100 ,
e Fe 10 .
N , Fe 1N . , ,
e , .. Fe ,
,
. N = 107 . 1
, 2. .
, c .

46

2.5

2.3. .

R = 2.
- , ,
..
ZZZ
V =
dx dy dz,
(2.3)
G

G = {(x, y, z) : x2 + y 2 + z 2 4, x 0, y 0, z 0}.
3
c V = 18 4R
3 = 4.18879020 . . . .
N
103
104
105
106
107

Ie
Fe

4.1520 0.4
1
4.1944 0.2
1
4.1966 0.04
1
4.1922 0.02
1
4.1871 0.004 1

c
0.5190 0 0.04740 11.99133
0.5243 0 0.01498 11.98582
0.5246 0 0.00474 11.98550
0.5240 0 0.00150 11.98614
0.5233 0 0.00047 11.98587

, N 100
, 10 . 1, Fe = 1 F = 0. e .
, c , c 11.99. N = 107 .
2, ,
.

47

2.6

2.4. . ,

v
3
V = {(x, y, z) : x2 + y 2 1 z 2 (x2 + y 2 + 1)},
5
..
ZZZ
dxdydz.

(2.4)

(2.5)

.
S1 , x2 + y 2 1 = z 2 OZ.
S2 : 53 (x2 + y 2 + 1) = z 2
OZ.
S1 S2
,
2
2
x + y = 4 z = 3.

. 2.1: () ()

XOY, XOZ, Y OZ, v = 8 v1 , v1 V1 V ,


.

48

. 2.2: V () V1 ()

V1 D1 D2 .
D1
r
3 2
0z
(x + y 2 + 1),
5
D2 :
r
p
3 2
x2 + y 2 1S z
(x + y 2 + 1).
5

. 2.3: V1 XOY (), V1 ()

49

ZZ

v = 8

D1

3
2
2
5 (x +y +1)

dz
dxdy +

ZZ
D2

3
2
2
5 (x +y +1)

dz
dxdy ,

x2 +y 2 1

#
ZZ r
Z Z "r
p
3 2
3 2
v = 8
(x + y 2 + 1)dxdy +
(x + y 2 + 1) x2 + y 2 1 dxdy .
5
5
D1

D2


1
1
v = 8 3 3 30
15 = 8 1.408221497 = 11.265771976.
, .
V - ,
.
.
N
103
104
105
106
107

Ie
Fe
10.5863 2.1
1
11.4288 0.68
1
11.4637 0.21
1
11.3052 0.068 1
11.2744 0.021 1

e
F

0.1910 0 0.03729 65.3616


0.2062 0 0.01214 67.2716
0.2068 0 0.00384 67.3475
0.2040 0 0.00148 67.0008
0.2034 0 0.00038 66.9328

, N 100 , 10 .
1, Fe = 1 F = 0.
, c . N = 107 . ,
, ,
.
, N
, ,
, .

50

2.7

2.5.

, ,
, ,
.

.
D (x, y, z), D0
0 (x0 , y 0 , z 0 ) (
).
dF x ,
dv = dx dy dz dv 0 = dx0 dy 0 dz 0
,
(x, y, z)0 (x0 , y 0 , z 0 )
(x x0 )dx dy dz dx0 dy 0 dz 0 ,
3
r
G
p
r = (x x0 )2 + (y y 0 )2 + (z z 0 )2 .
G

(2.6)

Fx , (2.6) . ,
Fx , D D0 ,
ZZ ZZ ZZ
(x, y, z)0 (x0 , y 0 , z 0 )
Fx = G
(x x0 )dx dy dz dx0 dy 0 dz 0 . (2.7)
3
r
DD0

(x, y, z) D, (x0 , y 0 , z 0 ) D0 . , (2.7)


,
D D0 D D0 . :
ZZ ZZ ZZ
(x, y, z)0 (x0 , y 0 , z 0 )
Fy = G
(y y 0 )dx dy dz dx0 dy 0 dz 0 , (2.8)
3
r
DD0

51

ZZ ZZ ZZ
Fz = G

(x, y, z)0 (x0 , y 0 , z 0 )


(z z 0 )dx dy dz dx0 dy 0 dz 0 .
3
r

(2.9)

DD0


q
F = Fx2 + Fy2 + Fz2 .

(2.10)

- 6-
(2.7), (2.8), (2.9), (2.10) .
. ,

.
:
2
G = 6.67 1011
2 ;
m1 = 6 1024 ;
m2 = 7.35 1022 ;
r = 384467000 ;
1 = 5520 3 ;
2 = 3346 3 ;
R1 = 6367000 ;
R2 = 1737000 .
,
:
m1 m2
F =G
,
(2.11)
r2
m1 m2 . . (2.11),
F = 1.98997 1020 .
-
.

52

N
Ie

5
20
10 1.98226 10
0.11 1020
107 1.98148 1020 0.0099 1020
, 100 , 10 .
, , (2.11) , (2.7), (2.8), (2.9),(2.10), .
,
. - .
.

53


-
. 11 .
- ,
,
.
,
.
.
.
-, ,
.

-.
MATLAB . .

.

54


[1] .., .. . - ., 1967. 736 . .
[2] .., .. . - .:, 1965. 608 .
.
[3] .. -. - .:, 1973. 312 . .
[4] .. - ( , . 46). .:, 1968. 64 .
[5] . - . - .:,
1978.
[6] .., .. (-)
. - .: ,
1961.
[7] .. - . - .:, 1975. 472 .
.
[8] .. : . - 3- .,.
. - .:., 1979. 400 . .
[9] Reuven Y. Rubinstein, Dirk P. Kroese. Simulation and monte carlo method. 2nd ed. Published by John Wiley and Sons, Inc., Hoboken, New Jersey. Published
simultaneously in Canada.
[10] .., .., .. MATLAB 7, , . - .:-, 2005. 752 . .
[11] .. . -
. - , 2006

55

1.

56

2. (t) =

57

1
2

Rt
0

x2

e 2 dx

3.
Dannie.m
function [I,MF,Omega,S1,S2,n,V, tB]=Dannie(N)
sumF=0;
sumDf=0;
n=0;
%------------------------------------------% tB, B
tB=3;
%-------------------------------------------

%------------------------------------------%, :
%
a=[0,0];
%
b=[2,4];
%------------------------------------------V=1;
m=numel(a);
for i=1:m
V=V*(b(i)-a(i));
end
for j=1:N
x=a+(b-a).*rand(size(a));
%------------------------------------------% :
if (0<=x(1))&&(x(1)<=2)&&(x(1)^2<=x(2))&&(x(2)<=2*x(1))
%------------------------------------------n=n+1;

58

%------------------------------------------% :
fx=x(1)+x(2);
%------------------------------------------sumF=sumF+fx;
sumDf=sumDf+fx^2;
end
end
MF=sumF/n;
I=V*sumF/N;
Df=sumDf/n-(sumF/n)^2;
S1=sqrt(Df);
Omega=n/N;
S2=sqrt(Omega*(1-Omega));
Integrirovanie.m
rand(state,sum(100*clock));
N=input( N=);
[I,MF,Omega,S1,S2,n,V, tB]=Dannie(N);
c=V*tB*(sqrt(Omega)*S1+MF*S2);
E=c/sqrt(N);
disp( I=)
disp(I)
disp( E=)
disp(E)
E1=input( , E=);
N1=ceil((V*tB*(S1*sqrt(Omega)+S2*MF)/E1)^2);
disp(N1=)
disp(N1)
[I1,MF1,Omega1,S3,S4,n1,V1, tB]=Dannie(N1);
c1=V1*tB*(sqrt(Omega1)*S3+MF1*S4);

59

E2=c1/sqrt(N1);
disp( I=)
disp(I1)
disp( E=)
disp(E2)

60

4.
IntegrirovanieModif.m
rand(state,sum(100*clock));
q=1000;
for k=0:4
[I,MF,Omega,S1,S2,n,V,tB]=Dannie(q*10^k);
c=V*tB*(sqrt(Omega)*S1+MF*S2);
E=c/sqrt(q*10^k);
disp( N=)
disp(q*10^k)
disp( I=)
disp(I)
disp( E=)
disp(E)
disp( MF=)
disp(MF)
disp( Omega=)
disp(Omega)
disp( MF DeltaF=)
disp(tB*S1/sqrt(n))
disp( Omega
DeltaOmega=)
disp(tB*S2/sqrt(q*10^k))
disp( c=)
disp(c)
disp(------------)
end

61

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