bi:

2
2
U
t x x

c c c
+ =
c c c

1. Ri rc ha biu thc
i
x
c
c
theo sai phn li bc 1
2. Ri rc ha biu thc
2
2
i
x
c
c
theo sai phn trung tm bc 2
3. Ri rc ha:
( )
1
1
n n
n
f
t


+
+

=
A

4. Xc nh truncation error
5. Xc nh bc sai s
6. Chng minh phng php ri rc ha c tnh cht consistency
7. Phn tch n nh ca s sai phn trn
8. S sai phn p dng c tha mn l thuyt LAX khng?
BI LM


Cu 1.
Ri rc ha biu thc
i
x
c
c
theo sai phn li bc 1
1 i i
i
a b
x

c
= +
c

Ta c c khai trin Taylor- Maclaurin ca hm
( ) ( )
( ) ( )
2 2 3 3
2 3
......
2! 3!
i i
i i
x x
x h x
i
i i
h h
h
x x x

=
c c c
= + +
c c c

Ta nhn ln lt 2 h s a,b v cng hai v phng trnh ta c
( )
2 2 3 3
2 3
( ) ....
2! 3!
i
x
i i
i i
h h
a b b h b b
x x x x

c c c c
= + + +
c c c c

Suy ra
0
1
a b
bh
+ =

=>
1/
1/
a h
b h
=

Vy
2 3 2
1
2 3
.....
2! 3!
i i
i
i i
h h
x h x x

c c c
= + +
c c c

1
0( )
i i
i
h
x h


c
= +
c

Vi
2 3 2
2 3
0( ) .....
2! 3!
i i
h h
h
x x
c c
= +
c c

Cu 2.
Ri rc ha biu thc
2
2
i
x
c
c
theo sai phn trung tm bc 2
2
1 1 2 i i i
i
a b c
x

+
c
= + +
c

Ta c c khai trin Taylor- Maclaurin ca hm
( ) ( )
( ) ( )
( ) ( )
2 2 3 3 4 4
2 3 4
2 2 3 3 4 4
2 3 4
......
2! 3! 4!
.......
2! 3! 4!
i i
i i
i i
x x
x h x
i
i i i
x h x
i
i i i
h h h
h
x x x x
h h h
h
x x x x

+
=
c c c c
= + + +
c c c c
c c c c
= + + + + +
c c c c

Nhn cc h s b,a,c vo v thay vo biu thc trn ta c
( ) ( ) ( ) ( ) ( )
2 2 2 3 3 4 4
2 2 3 4
.....
2! 3! 4!
xi
i
i i i i
h h h
a b c c a h c a c a c a
x x x x x

c c c c c
= + + + + + + + + +
c c c c c

Suy ra
2
a b c 0
c a 0
2
c a
h

+ + =

+ =

Suy ra
2
2
2
1
2
1
a
h
b
h
c
h

Vy
2
4 1 1
2 2
2
0( )
i i i
i
h
x h

+
+ c
= +
c

Vi
4 2
4
4
0( ) .....
12
i
h
h
x
c
= +
c

Cu 3.
( ) f
t

c
=
c

Ri rc ha:
( )
1
1
n n
n
f
t


+
+

=
A

Ta c:
( ) ( ) ( ) ( )
1 1
1
2 3
2 3
1 1 1 1 1 2 3
1 1
, , ( ) ....
2! 3!
n n
n
n n n n n
f f f
f t f t t t t t t t
t t t

+ +
+
+ + + + +
c c c
= + + + +
c c c

( ) ( )
1 1
1
2 2 3 3 4
1 1 2 3
1 1
, , ....
2 2! 3 3! 4
n
n
n n
n t t
n n
t
f t f t f t
f t f t t
t t t

+ +
+ +A
+ +
c A c A c A
= A + +
c c c
}

M :

1
( ) ( ) ( , ).
n
n
t t
n n
t
t t t f t dt
+A
+
+ A A =
}

Suy ra:
1 1
1
2 2 3 3 4
1
2 3
1 1
( ) ( ) ....
2 2! 3 3! 4
n n
n
n
n
f t f t f t
t t t f t
t t t

+ +
+
+
c A c A c A
+ A A = A + +
c c c


1 1
1
2 2 3 3
1
2 3
( ) ( ) 1 1
....
2 2! 3 3! 4
n n
n
n n
t t t f t f t f t
f
t t t t

+ +
+
+
+ A A c A c A c A
= + +
A c c c

Hay:
1
1
( ) ( )
0( )
0( ) .....
2
n n
n
t t t
f t
t
f t
t
t

+
+
+ A A
= + A
A
c A
A = +
c



Cu 4.
Xc nh truncation error
2
2
4 2
2
4
0( )
2!
0( )
12
i
i
h
h
x
h
h
x

c
=

2
2
( ) f U
x x


c c
= +
c c

Suy ra
1 1
1 ! 2 4 2
1 1 1 1
2 2 4
2
... ....
2! 12
n n
n n
n i i i i i
i i
h h
f U U
h x h x


+ +
+ +
+ +
+ c c
= + + +
c c

1
2
2
0( )
2
n
i
h
h U
x

+
c
=
c

( )
1
1
2
1
2
0( , ) 0 ( )
2 2
n
n
n
i
i
h f t
h t f U
x t

+
+
+
c c A
A = =
c c
(*)
Cu 5.
Sai s ca phng trnh l bc 1 theo c h v t A
Cu 6.
Khi h v t A tin ti 0 th phng trnh (*) cng tin ti 0. Tha iu kin consistency.
Nh vy phng php ri rc ha c tnh cht consistency
Cu 7.
Phn tch n nh

( )
1
1
2
1
2
n
n
n
f U
t x x


+
+
+
c c c
= = +
c c c

Vi :
1
1
...
n
i i
x h

+

c
= +
c
(cu 1)

1
2
1 1
2 2
2
...
n
i i i
x h

+
+
+ c
= +
c
(cu 2)
Suy ra:

1
1
n n
i i
U
t h

+

+
A
=
1 1
2
2
i i i
h

+
+
(Xt ti n+1)
Thay:
1 1 1 n n n
i exact i
f f
+ + +
= + Vo phng trnh trn
V sau khi rt gn
1
, x
n
i e act
f
+
Th ta c phng trnh nh sau:

1 1 1
1
n n n n
j j j j
U
t h

+ + +

+
A
=
1 1 1
1 1
2
2
n n n
j j j
h

+ + +
+
+
(2)
Mt khc,ta c cng thc ca sai s nh sau:

( )
j
ikx
n n n
j j k
x e

= =

j
ikx n n
j
e =

Suy ra
1
1
1 1
1 1 1
1
1 1 1
1
i
i i
i i
ikx n n
i
ikx ikx n n n ikh
i
ikx ikx n n n ikh
i
e
e e e
e e e

+
+ +
+ + +

+ + +
+
=
= =
= =

Sau ta th vo phng trnh (2),ri rt gn th ta c;


1 1 1 n n n n ikh
e
U
t h

+ + +

+ =
A

1 1 1
2
2
n ikh n n ikh
e e
h

+ + +
+

Suy ra:

1 1 1
. .
n n n n ikh
e
U t
t h

+ + +

+ A =
A

1 1 1
2
2
. .
n ikh n n ikh
e e
t
h

+ + +
+
A


1
2
1 2
1 . . . .
ikh ikh ikh
n n
e e e
U t t
h h


+
( | | | | +
+ A A =
( | |
\ . \ .


1
2
1
1 2
1 . . . .
n
n
ikh ikh ikh
e e e
U t t
h h

+

=
( | | | | +
+ A A
( | |
\ . \ .

Ta xt biu thc sau:

2
1 2
1 . . . . 1
ikh ikh ikh
e e e
U t t
h h

( | | | | +
+ A A =
( | |
\ . \ .
(3)
t:

2
.
.
U t
h
t
h

A
=
A
=

Suy ra:

( ) ( )
1 1 2 1
ikh ikh ikh
e e e

(
+ + =





( ) ( ) 1 1 cos i.sin cos .sin 2 cos .sin 1 kh kh kh i kh kh i kh ( + + + + =





( ) ( ) 1 1 cos i.sin 2cos 2 1 kh kh kh ( + + =




( ) cos 2 . .sin 2 kh i kh + = +



( ) cos 2 . .sin 2 0 kh i kh + + + =



( ) cos 2 . .sin 2 kh i kh + = +





Nhn thy y l phng trnh hnh elip






Im



2 +


Re

2 +
Vy iu gi s biu thc (3) bng 1 l ng,
Suy ra :

1
1
n
n

+
s .
Hay n lun n nh vi mi trng hp.
Cu 8.
S sai phn trn tha c hai iu kin l consistency v n nh. Nn tha mn l
thuyt LAX