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III

:
1. .. . .: , 1967.
2. .., .. . .:
, 1966.

VI

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

I = f ( x )dx . f ( x ) a

F ( x ) , I ,
-:
b

I = f ( x )dx = F (b ) F ( a ) .
a

, , F ( x ) . . , , , , , , , :
n

S n = f ( xi )xi .
i =0

, I
. - .
, , : f ( x )
( x ) , ( -) (, ). , , .
, ( ),
b

, .. I = p( x ) f ( x )dx . a

125

p( x ) , ( ), f ( x ) ,
.
:
1
1
dx
1
1
1 1 x 4 = 1 1 x 2 1 + x 2 dx .

p( x ) =

, f (x) =

.
1 x
1+ x2
f ( x ) (
), :
2

k =0

I = p( x ) f ( x )dx Ak f ( xk ) .

(1.1)

, (1.1), , Ak , xk .
n 2( n + 1) Ak
xk ( k = 0, n ). :
10. .
, . (1.1)
f ( x )
Qn ( x ) = c00 ( x ) + c11 ( x ) + L + cn n ( x )

, , x k
Ak (1.1)
i ( x ) , (1.1) ( )
f ( x ) . , , .
xk Ak : x k
Ak , (1.1) i ( x ) .
1. , (1.1)
m {i ( x )} , m
0 ( x ),..., m ( x ) m+1 ( x ) , ..
n
b
p( x )i ( x )dx = Aki ( x k ) , i = 0, m ,
k =0
a
b
n
p( x ) ( x )dx
Ak m+1 ( x k ).

m+1

k =0
a

126

(1.2)

{i ( x )} , , , .. i ( x ) = x i , :
2. , (1.1)
, m , m
( m + 1) ,
.
m
m ,
, {x i }. 2
n
b
i
(
)
=
p
x
x
dx
Ak x ki , i = 0, m ,

k =0
a
b
n
p( x )x m+1dx
Ak x km+1 .

k =0
a

(1.3)

(1.3)
,
. ( m + 1) (1.3) ( )
Ak , xk ( ).
20. .

b

k =0

Rn ( f ) = p( x ) f ( x )dx Ak f ( x k )

(1.4)

f ( x ) F , , , : sup Rn ( f ) ,
f F

.
: , f ( x ) xk k , k = 0, n . n

k k

k =0

, k k , ..
k ,
n

k =0

k =0

Ak k Ak .
n

Ak ,

k =0

127

p( x ) 0 [a; b] (1.1) , .
n

k =0

Ak = p( x )dx > 0 .
,
n

k =0

Ak Ak ,
k =0

, Ak .
, .. .

(, ..).
2.

, ,
.
[a; b] ( n + 1)
x0 , x1 , ..., xn f ( x ) . :

f ( x ) = Pn ( x ) + rn ( x ) ,

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

Pn ( x ) = k ( x ) f ( xk ) =
k =0

rn ( x ) .
:
b

k =0

I = p( x ) f ( x )dx = Ak f ( x k ) + Rn ( f ) ,

(2.1)

Ak = p( x ) k ( x )dx = p( x )

n+1 ( x )
dx ,
( x xk )n +1 ( xk )

(2.2)

Rn ( f ) = p( x )rn ( x )dx .
a

rn ( x ) , Rn ( f )
, , (2.1) .
128

k =0

I = p( x ) f ( x )dx Ak f ( xk ) .

(2.3)

(2.3),
(2.2), .
.
. (2.3) , ,
n (.. , n ).

.
. , f ( x ) n . , , rn ( x ) 0
(., , ). , Rn ( f ) = 0 , .. f ( x ) .
. n
. , (2.2), ..
b

Ak = p( x ) k ( x )dx , k = 0, n .
a

p( x )

( x )dx . j ( x ) n , -

, ..
b

p( x ) j ( x )dx = Ak j ( x k ) ,
k =0

j ( xk ) = jk , ,
b

p( x ) j ( x )dx = Ak j ( x k ) = A j , j = 0, n .
k =0

, ,
n ( n + 1) , .
rn ( x )
Rn ( f ) .
, , f ( x ) C n+1 [a ; b] .

rn ( x ) = n+1 ( x )

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

( n +1)

:
129

Rn ( f ) =

, f

1
p( x )n+1 ( x ) f
( n + 1)! a

( n +1)

( n+1)

( )dx .

(2.4)

( x ) M x [a ; b] ,

M
Rn ( f )
p( x )n+1 ( x ) dx ,
( n + 1)! a

(2.5)

, ,
() . , ,
, (2.5) .
2.1. -


-. .
ba
[a ; b] n h =

n
x k = a + kh , k = 0, n , .

b

p( x ) f ( x )dx (b a ) Bkn f ( a + kh ) ,

(2.6)

k =0

1
1
n+1 ( x )
Ak =
p( x )
dx , k = 0, n .

( x a kh )n +1 ( a + kh )
ba
ba a
b

Bkn =

x = a + th , .. t =

(2.7)

xa
. :
h

0 t n ; b a = nh ; x a kh = th kh = h(t k ); dx = hdt ;

n+1 ( x ) = n+1 ( a + th ) = h n+1t (t 1)L(t n );


n +1 ( xk ) = n +1 ( a + kh ) = ( xk a )( xk a h )L( xk a ( k 1)h ) ( xk a ( k + 1)h ) K
( x k a nh ) = kh ( k 1)h K h ( 1) h ( 2 ) h K ( 1)( n k ) h = ( 1)

nk

h n k !( n k )!.

(2.7), :
n
( 1)nk
h n+1t (t 1)L (t n )
B =
p( a + th )
hdt =
k ! ( n k )! (b a ) 0
h (t k ) h n
n
k

(2.8)

( 1)
t (t 1)L(t n )
p( a + th )
dt , k = 0, n .

(t k )
n k ! ( n k )! 0
nk

130

(2.8)
(2.6) ( p( x ) 1 ).
10. Bkn = Bnnk , .. .
,
Bnnk =

n
( 1)k
t (t 1)L(t n )
dt = [ t = n z ] =

n k ! ( n k )! 0
tn+k

0
( 1)k
( n z )( n z 1)( n z 2 )L( z )
( dz ) =
=

n k ! ( n k )! n
z+k

n
( 1)k
( 1)n+1 z ( z 1)L( z n )
( 1)n+k n z ( z 1)L( z n )
=
dz =
dz = Bkn .

n k ! ( n k )! 0
(z k )
n k ! ( n k )! 0
zk

20. (2.6) f ( x ) , [a ; b] (.. ,


a+b
a + b x ).
f x
= =f

a+b
, t = x
2
( t f ), :

b

b a
2

f ( x )dx = f (t )dt = 0 ,
a

b a
2

B
k =0

n
k

f ( a + kh ) = (B0n f ( a ) + Bnn f (b )) + (B1n f ( a + h ) + Bnn1 f (b h )) + L = 0

( ,
, ( ), ,
b
n
a+b
n
f
= 0 ). , f ( x )dx = (b a ) Bk f ( a + kh ) = 0 .
2
k =0
a
0
3 . n ( , ,
a+b
x=
) (2.6) 2
, ( n + 1) .
, (2.6) ,
n , 20
n +1
a+b

c x
. ,
2

x n+1 .

131

. 30, , , n
a+b
, , xk x * =
2
( n + 1) , . , , .
, n = 8 (2.6)
, n 10 Bkn ,
n ( , ).
n

n
k

k =0

.
- , , . [a ; b] .
n . .
2.2.
10. n = 0 ( ), -.
, , .
)

, .. x0 = a . f ( x )
P0 ( x ) = f ( a ) . f ( x )
, :
a
b
b

f ( x )dx (b a ) f (a ) .

(2.9)

, (2.9) , ,
f ( x ) (
).
f ( x ) C 1 [a ; b] ,
r0 ( x ) = ( x a ) f ( ) , [a ; b] ( x (!)).
b

, R ( f ) = r0 ( x )dx = ( x a ) f ( )dx .
0

, . ( x a ) (), ( [a ; b] )
132

R ( f ) = f ( ) ( x a )dx =

( b a )2
2

f ( ) .

(2.10)

, (2.9) , (2.10)
. , (2.9) ,
(2.10) . , ,
. (2.9) .
ba
[a ; b] N h =
, N
(2.9):
b

N 1 xk +1

f ( x )dx =

k =0 x k

N 1

N 1

k =0

k =0

f ( x )dx h f ( xk ) = h f ( a + kh ) .

(2.11)

(2.11) () . ,
(2.10)
h2
R ( f ) =
2

N 1

f (

) , k [xk ; xk +1 ] .

k =0

. f ( x ) [a ; b] , , .. m = min f ( x ) , M = max f ( x ) ,
x[a ; b ]

x[a ; b ]

m f ( x ) M x [a ; b] .

,
N 1

Nm f ( k ) NM m
k =0

1
N

N 1

f (

) M .

k =0


1 N 1
[a ; b] , f ( ) = f ( k ) .
N k =0
R ( f ) =

h2
2

N 1

k =0

f ( k ) =

(b a )
ba
h b a N 1

f ( ) , [a ; b] .
f ( k ) = h
f ( ) =

2 N k =0
2
2N
2

(2.12)

, , R ( f ) 0 , , N

, .
. , , .

133

N 1 xk +1

f ( x )dx =

k =0 x k

N 1

N 1

k =0

k =0

f ( x )dx ( x k +1 x k ) f ( x k ) = hk +1 f ( xk ) ,

(2.11)

:
N 1

hk2+1
R ( f ) =
f ( k )
k =0 2

, (2.12), .
.
)
x0 = b . f ( x ) C 1 [a ; b] , )
:
b

f ( x )dx (b a ) f (b ) .

(2.13)

R ( f ) = f ( ) ( x b )dx =

( b a )2

f ( ) , [a ; b] ,

(2.14)

k =1

k =1

(2.15)

(b a )
ba
R ( f ) = h
f ( ) =
f ( ) , [a ; b] .
2
2N

(2.16)

f ( x )dx =

xk

f ( x )dx h f ( x k ) = h f ( a + kh )

k =1 xk 1

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

.
)
, . , ..
a+b
x0 =
. 2

b
a+b
(2.17)
a f ( x )dx (b a ) f 2 .
.
(2.17) .
f ( x ) C 2 [a ; b]
134

2
a + b f ( )
.
r0 ( x ) = x

2
2

b
2
2
(b a )3
a + b f ( )
f ( )
a+b

R ( f ) = x
dx =
f ( ) , [a ; b] , (2.18)

x
dx =

2
2
2
2
24

a
a
b


b
N 1 xk +1
N 1
N 1
x k + x k +1 = h f a + kh + h
(
)
(
)
=

f
x
dx
f
x
dx
h
f
(2.19)

2
2

k =0 x k
k =0
k =0

R ( f ) = h 2

(b a )
ba
f ( ) =
f ( ) , [a ; b] .
24
24 N 2
3

(2.20)

20.

()
- (2.6) ( )
n = 1
b

f ( x )dx
a

ba
( f ( a ) + f (b ) ) .
2

(2.21)

f ( x ) C 2 [a ; b]
r1 ( x ) = ( x a )( x b )

f ( )
.
2

(
)
b

R1 ( f ) = ( x a )( x b )
a

b
(b a )3
f ( )
f ( )
(
)(
)
dx =
x

a
x

b
dx
=

f ( ) , [a ; b] , (2.22)
2
2 a
12

N 1 xk +1

f ( x )dx =

k =0 x k

f ( x )dx

h N 1
f ( a ) + f (b ) N 1

[
(
)
(
)
]
+
=
+ f ( xk )
f
x
f
x
h

k
k +1

2 k =0
2

k =1


R ( f ) = h 2

(b a )
ba
f ( ) =
f ( ) , [a ; b] .
12
12 N 2

(2.23)

(2.24)


( ) .
135

30. ()
- n = 2 . , f ( x ) , , , a+b
: x0 = a, x 1 =
, x 2 = b . (2.8)
2
p( x ) 1 ( 10) :
B02 = B22 =

B12 =

( 1)20 2 t (t 1)(t 2 )

2 0 ! 2 ! 0

( 1)21 2 t (t 1)(t 2 )
2 1!1! 0

t 1

dt =

1 2
(t 3t + 2)dt = 1 ,

40
6
2

dt =

1 2
(t 2t )dt = 4 .

20
6

,
b

f ( x )dx
a

ba
a + b + f (b ) .
f (a ) + 4 f

6
2

(2.25)

3. , .

a+b
f ( 4 ) ( )

,
r2 ( x ) = ( x a ) x
( x b)
2
4!

f ( x ) C 4 [a ; b] . , , .
a+b
f ( 4 ) ( )
f ( 4 ) ( )
a+b

( x a ) x
R ( f ) = ( x a ) x
dx =
( x b )dx =
( x b)

2
4!
4! a
2

a
b

(2.26)

(b a )
b a f ( )
f
=
=

90
2880
2
5

(4)

(4)

( ).

:
) [a ; b] ( N )
(2.25).
b

N 1 xk +1

f ( x )dx =

k =0 x k

f ( x )dx

h N 1
x + x k +1

f ( xk ) + 4 f k
+ f ( x k +1 ) .

6 k =0
2

(2.27)

(2.26)

136

R ( f ) = h 4

ba
f
2880

(4)

( ) =

(b a )5
2880 N 4

(4)

( ) , [a ; b] .

(2.28)

) ( 2 N ) ,
(.. 2h ). :
b

N 1 x2 k + 2

f ( x )dx =

k =0 x 2 k

f ( x )dx

2h N 1
[ f ( x2 k ) + 4 f ( x2 k +1 ) + f ( x2k +2 )] =
6 k =0

h
4h
[ f ( a ) + f (b )] + [ f ( a + h ) + f ( a + 3h ) + L + f (b h )] +
3
3

2h
[ f ( a + 2h ) + f ( a + 4h ) + L + f (b 2h )],
3


ba
R ( f ) = h
f
180
4

(4)

( ) =

(b a )5
2880 N

(4 )

( ) , [a ; b] .

(2.29)

(2.30)

. n = 3 ( ).
2.3.

, ( , ) , . ,
( N ,
) , (
).
, , ( b a )2 M 1
, R0 ( f )
, M k = max f ( k ) ( x ) ,
x[ a ; b ]
2N
, N

( b a )2 M 1
.
(2.31)
N
2

N

(b a )3 M 2
24

137

(2.32)

(b a )3 M 2

(2.32)

(b a )5 M 4

(2.32)

12

(2.28)
NS

2880



( ),
.
2.3.1.


, . , , . ,
,
.
, , . , , f ( x ) C 4 [a ; b] . O(h 2 ) (. (2.20)). , [xk ; xk +1 ] x k + 1 ,

x x k + 1 , :
2

xk +1

f ( x )dx =

xk

xk

x xk + 1
2
f xk + 1 + x xk + 1 f xk + 1 +
2
2
2
2

( ) (

xk +1

( )

= hf x k + 1 +
2

) ( )

( )

h3
h5
f x k + 1 +
f
2
24
1920

IV

k + 12

( )

f x k + 1 +
2

(x x )

k + 12

24

f IV ( ) d =

(k ) .

f ( x )dx = h f (x

N 1 xk +1

N 1

k =0 x k

k =0

I = f ( x )dx =

( )

f x k + 1 +

(x x )

k + 12

( )

h 2 N 1
h f x k + 1
+
2
24 k =0

4
h (b a ) IV
+ 1920 f ( ) .

,
, b

f ( x )dx , ..
a

138

N 1

( )

h f x k + 1 = f ( x )dx + O(h 2 ) .
2

k =0

,
b

N 1

k =0

( )

I = f ( x )dx = h f xk + 1 +
2

b
h 4 (b a ) IV
h2
h 2 IV
f ( x )dx +
f ( 1 ) +
f ( ) =
24 a
24
1920

(2.33)
N 1

( )

= h f xk + 1 +
k =0

h2
f ( x )dx + O(h 4 )
24 a

I = Q C ( h, f ) + Ch 2 + O(h 4 ) ,

Q C ( h, f ) (2.19),
b

C = f ( x )dx .
a

, .
, , , . .
.
.
(2.33) . C ,

b

N 1

k =0

( )

I = f ( x )dx Q 1 ( h, f ) = h f xk + 1 +
2

h2
( f (b ) f ( a ))
24

(2.34)

O(h 4 ) ( ).
2.3.2.

,
.
. , ,

, , .
, ,
(,
h ) ( -

139

,
..).
, .
,
R( h, f ) = Ch m + O(h m+ p ) .
, I , Q ( h, f ) ,
I = Q ( h, f ) + R( h, f ) Q ( h, f ) + Ch m .

h , , , C I :
I Q (h 1 , f ) + Ch 1m ,

I Q (h 2 , f ) + Ch m2 .
, I , :
C

Q ( h2 , f ) Q (h 1 , f )

R (h 1 , f ) h 1m

h 1m h2m

Q ( h2 , f ) Q (h 1 , f )
h 1m h2m

(2.35)

, , Q (h 1 , f ) .
( )
.
(.. h ). h
h2 = 1 .
2
h 1 = h2 .

Q (h 1 , f ) , , . ,
(2.35) ( ) .
,
. , , :

140

I Q (h 1 , f ) + h 1m

Q ( h2 , f ) Q (h 1 , f )
h 1m h2m

(2.36)

, ,
m (, ,
).
, , . , ,
, .
3.
( )

:
x k
b

p( x ) f ( x )dx Ak f ( x k )

(3.1)

k =0

Ak n . ,
( ) .
: , .
( n + 1) ,
( n + 1) , .. n + ( n + 1) = 2n + 1 .
, , 2n + 1 . xk
n+1 ( x ) = ( x x0 )L( x x n ) .
(
)
1. (3.1) ( n + 1)
( 2n + 1) , :
1) , ..
b

Ak = p( x )
a

n+1 ( x )
dx , k = 0, n ;
( x xk )n +1 ( xk )

(3.2)

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

p( x )

n +1

( x )Qm ( x )dx = 0 , m n .

141

(3.3)

.
. (3.1)
( 2n + 1) , n , 2 , ..
(3.2).
, Qm ( x ) m n .
n+1 ( x )Qm ( x ) ( 2n + 1) . , (3.1)
, ..
b

p( x )n+1 ( x )Qm ( x )dx = Akn+1 ( x k )Qm ( x k ) = 0


k =0

( , k = 0 , n x k
n+1 ( x ) , .. n+1 ( x k ) = 0 ). , (3.3).
. f ( x )
( 2n + 1) . , (3.1) . f ( x ) n+1 ( x ) , :
f ( x ) = Qm ( x )n+1 ( x ) + r ( x ) ,
Qm ( x ) n n .
xk n+1 ( x ) , ,
f ( xk ) = r ( xk ) , k = 0, n .
b

( 3.3 )

( 3.2 )

p( x ) f ( x )dx = p( x )n+1 ( x )Qm ( x )dx + p( x )r ( x )dx = 0 + p( x )r ( x )dx =


( 3.2 ) n

= Ak r ( xk ) = Ak f ( x k ).
k =0

k =0

, .
, , 1, .
n+1 ( x ) , (3.3), ,
[a ; b] .
2. p( x ) [a; b] , n+1 ( x ) ( n + 1) ,
p( x ) , n . ,
.
.
n+1 ( x ) :
142

n+1 ( x ) = x n+1 + a0 x n + a1 x n1 + L + an1 x + an .


n+1 ( x ) . ai , (i = 0, n ) .
n+1 ( x ) 1, x , x 2 ,..., x n . :
b

p( x )(x

n +1

+ a0 x n + a 1 x n1 + L + an1 x + an )x k dx = 0 , k = 0, n .

(3.4)

(3.4) ,

b

p( x )(a x

+ a 1 x n1 + L + an1 x + an )x k dx = 0 , k = 0, n .

(3.5)

ai = 0 , (i = 0, n ) .
k - (3.5) ank
k = 0 , n . :
b

p( x )(a x
0

+ a 1 x n1 + L + an1 x + an ) dx = 0 .
2

, , p( x ) [a ; b]
p( x ) , , ai = 0 , (i = 0, n ) .
, n+1 ( x ) , .
1 , 2 , ..., m n+1 ( x ) ,
[a; b] .
n+1 ( x ) P0 ( x ) 1 . ,
b

p( x )

n +1

( x )dx = 0 ,

p( x ) , n+1 ( x ) [a; b] ,
( ).
i n+1 ( x ) , , . , 1 m n + 1 .
m < n + 1 . 1 , 2 , ..., m m < n + 1
Qm ( x ) = (x 1 )L( x m ) , n+1 ( x ) , ..
b

p( x )

n +1

( x )Qm ( x )dx = 0 .

143

, n+1 ( x ) Qm ( x )
, , [a ; b] . , m = n + 1 .
. p( x ) [a; b] , (3.1) ( n + 1) , 2n + 1 ,
n.
: 2n + 1 ?
3. p( x ) , ( n + 1) (3.1)
2n + 2 .

. n2+1 ( x ) . 2n + 2 . ,
b

p( x )

2
n +1

( x )dx 0 xk , -

A
k

2
n +1

( xk ) = 0 , ..

k =0

p( x )n2+1 ( x )dx Akn2+1 ( x k ) .


k =0

, p( x ) [a ; b] ,
( n + 1) 2n + 1 .
( -).
,
4. (3.1) 2 n , p( x )
Ak ( p( x ) ).
. i2 ( x ) 2 n ,
b

p( x )
a

2
i

( x )dx = Ak i2 ( xk ) = Ai , i = 0, n .
k =0

, .
,
, .
.
( -).
Qi ( x ) , i = 0,1, ..., n, ...
144

Q (t )Q ( x ) = a
i

i =0

n ,n +1

Qn+1 (t ) Qn ( x ) Qn+1 ( x ) Qn (t )
.
tx

(3.5)

. (. . III, 1) , :
ai ,i+1Qi +1 ( x ) + ai ,i Qi ( x ) + ai1,i Qi 1 ( x ) = xQi ( x ) ,

(*)

ai ,k = p( x )Qi ( x )Qk ( x )dx .


a

(*) Qi (t ) . :
xQi ( x ) Qi (t ) = ai ,i+1Qi +1 ( x ) Qi (t ) + ai ,i Qi ( x ) Qi (t ) + ai ,i1Qi 1 ( x ) Qi (t ) .

(**)

x t :
tQi (t ) Qi ( x ) = ai ,i +1Qi +1 (t ) Qi ( x ) + ai ,i Qi (t ) Qi ( x ) + ai ,i1Qi 1 (t ) Qi ( x ) .
, (**), :

(t x )Qi (t ) Qi ( x ) = ai ,i+1 [Qi+1 (t ) Qi ( x ) Qi (t ) Qi+1 ( x )] ai1,i [Qi (t ) Qi1 ( x ) Qi ( x ) Qi1 (t )] .


i 0 n , :
n

(t x ) Qi ( x )Qi (t ) = an,n+1 [Qn+1 (t ) Qn ( x ) Qn+1 ( x ) Qn (t )]


i =0

Q (t )Q ( x ) = a
i

n ,n +1

i =0

Qn+1 (t ) Qn ( x ) Qn+1 ( x ) Qn (t )
.
tx

, Qn ( x )
Qn ( x ) = cn x n + L ,
(*)
ai ,i +1 (ci +1 x i+1 + L) + ai ,i (ci x i + L) + ai 1,i (ci x i1 + L) = x (ci x i + L) ,

, x i+1 , :
ai ,i+1ci+1 = ci ,
..
ai ,i +1 =

ci
, i = 0, 1, ... .
ci+1
145

(3.5)
cn Qn+1 (t ) Qn ( x ) Qn+1 ( x ) Qn (t )
.
tx
n +1

Q (t )Q ( x ) = c
i

i =0

(3.6)

(3.2)
, cn+1 , cn+1n+1 ( x ) = Qn+1 ( x ) :
b

Ak = p( x )
a

b
n+1 ( x )
Qn+1 ( x )
dx = p( x )
dx .
( x xk )n +1 ( xk )
( x xk )Qn+1 ( xk )
a

(3.7)

(3.6) t = x k , xk Qn+1 ( x ) . Qn+1 ( x k ) = 0


(3.6)
n

Q ( x )Q ( x
i

i =0

)=

cn
Q (x)
Qn ( x k ) n+1
.
cn+1
x xk

p( x ) [a; b] :
b

Qi ( xk ) p( x )Qi ( x )dx =
i =0

cn
Q (x)
Qn ( x k ) p( x ) n+1
dx .

cn+1
x
x
k
a
b

(***)

Qi ( x ) ,
b

0 , i 1,
i = 0.

p( x )Q ( x )dx = 1,
i

, (***) (3.7)
cn
Q (x)
c
Qn ( x k ) p( x ) n+1
dx = n Qn ( x k ) Qn +1 ( x k ) Ak .
cn+1
x xk
cn+1
a
b

1=

Ak =

cn+1
1

, k = 0, n .
cn Qn ( x k ) Qn +1 ( x k )

(3.8)

(3.8) (3.2), ( ).
, (3.8)
Qn ( x )
n ( x ) . , , ckk ( x ) = Qk ( x ) ,
(3.8) cn+1 .

146

Ak =

c n ( x k ) n +1 ( x k )
2
n

, k = 0, n ,


1 = Qn ( x ) = cn2 n ( x ) ,
2

Ak =

n ( x ) 2
, k = 0, n .
n ( xk ) n +1 ( xk )

(3.8)

,
. f ( x )
2n + 1 x0 , x 1 , ..., x n :
f ( x ) = P2 n+1 ( x ) + r2 n+1 ( x ) ,

r2 n+1 ( x ) = n2+1 ( x )

f ( 2 n+ 2 ) ( )
,
( 2n + 2 )!

f ( x ) C 2 n+ 2 [a ; b] .

p( x ) f ( x )dx = p( x )P

2 n +1

( x )dx + p( x )r2 n+1 ( x )dx .


a

, 2n + 1 ,
b

p( x )P

2 n +1

k =0

k =0

( x )dx = Ak P2 n+1 ( xk ) = Ak f ( xk ) .

,
b

Rn ( f ) = p( x )r2 n+1 ( x )dx = p( x )n2+1 ( x )


a

f ( 2 n+ 2 ) ( ) .
dx
( 2n + 2 )!

(3.9)
.

f ( 2 n+ 2 ) ( )
f ( 2 n+ 2 ) ( )
2
2
(
)
(
)
p
x

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

( 2n + 2 )! a
( 2n + 2 )!
b

3.1.


.
10. p( x ) 1 .
, f ( x ) ( ).
147

[a ; b] [ 1;1] , ,
1

f ( x )dx .

I=

(*)

. n ( x ) n -
, q( x )
n 1 .
x

1 ( x ) = n ( x )dx , i+1 ( x ) = i ( x )dx , i = 1, ..., n 1 .

(**)

, , :
1

0 = n ( x )q( x )dx = 1 ( x )q( x )


1

= [ 1 ( x )q( x ) 2 ( x )q( x )]

1 1
1 ( x )q( x )dx =
1 1

1 1
+ 2 ( x )q( x )dx = K =
1 1
n 1

] 11 + ( 1) ( x )q( ) ( x )dx .

= 1 ( x )q( x ) 2 ( x )q( x ) + L + ( 1) n ( x )q ( n1) ( x )

, ,
, q( x ) n 1 . , (**) i ( 1) = 0 , i = 1, n .
q( x ) ,

i (1) = 0 , i = 1, n .
, 2n n ( x ) n
x = 1 , ,

n ( x ) = C ( x + 1)n ( x 1)n = C (x 2 1) ,
n

C ( ).

n
dn 2
n ( x ) = C n (x 1) .
dx
C , n ( x ) .

148

n ( x ) = C

n
dn 2
d n 2n
(
)
(x L) =
x

1
=
C
dx n
dx n

= C ( 2n ) ( 2n 1) K ( n + 1)(x n L) = C

( 2n )!
n!

(x n L),

C=

n!
,
( 2n )!

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

(3.10)

n ( x ) , , , :
1

n
n d
dn 2
(
)
(x 2 1)n dx =
1
x

n
n
dx
dx
1

2
2
n ( x )dx = C

n +1
n 1
n d
n
n d
dn
d n1 2
1
(
)
(x 2 1)n dx =
x
1
= C n (x 2 1) n1 (x 2 1)

n +1
n 1
1

dx
dx
dx
dx

1
2

n 1
n2
n d
n
n d
n
dn
d n+1
1
= C 2 n (x 2 1) n1 (x 2 1) n+1 (x 2 1) n2 (x 2 1)
+
1

dx
dx
dx
dx

n+2
n d
d n2 2
(
)
(x 2 1)n dx = L =
1
x

n2
n+2
dx
dx
1

n 2
2 n 1
n 1
n d
n
n d
n
dn
d n+1
n 1 d
(x 2 1)n (x 2 1)n 11 +
= C 2 n (x 2 1) n1 (x 2 1) n+1 (x 2 1) n2 (x 2 1) + L + ( 1)
2 n 1
dx
dx
dx
dx
dx

+ ( 1)

d 2n 2
(x 1)n (x 2 1)n dx = ( 1)n C 2 (2n )! ( x 1)n ( x + 1)n dx =
2n
dx
1
1

1
( x 1)n ( x + 1)n+1 1

n
n
( x 1)n1 ( x + 1)n+1 dx =
= ( 1) C 2 ( 2n )!

1 n +1
n +1

1
( x 1)n ( x + 1)n+1

n ( x 1)n1 ( x + 1)n+ 2 1
n( n 1)
n
( x 1)n2 ( x + 1)n+2 dx =
= ( 1) C 2 ( 2n )!

+
1 ( n + 1)( n + 2 )
n +1
n +1
n+2

n 1
n+2
2n
( x 1)n ( x + 1)n+1
n ( x 1) ( x + 1)
1
n
n 1 n ! ( x 1)( x + 1)
= ( 1) C 2 ( 2n )!

+ L + ( 1)
+

1
( n + 1) K ( 2n )
n +1
n +1
n+2

+ ( 1) C 2 ( 2n )!
n

n!
n ! n ! ( x + 1)
( x + 1)2 n dx = ( 1)n C 2 ( 2n )!

( n + 1) K ( 2n ) 1
( 2 n )! 2 n + 1

2 n +1

2 n +1
( n !)2
2 2
(
(
)
)

n
!

.
2n + 1
(( 2n )!)2

149

1
=
1

( n !)2 2 n
2
n ( x ) =
,

( 2n )!
2n + 1

(3.11)

, , Qn ( x )
Qn ( x ) =

n ( x )
n!
2n + 1 ( 2n )!
2n + 1 1 d n 2
(
)
(x 1)n . (3.12)
=

x
=

n
2
n
n
n
n ( x ) ( 2n )!
n ! 2 dx
2
2
( n !) 2

: (*)
1

I=

f ( x )dx Ak f ( x k ) ,

(3.13)

k =0

x k ( n + 1) , (3.10), Ak (3.8) (3.8), (3.12) (3.10) .


, (3.9) (3.11), :
4
f ( 2 n+ 2 ) ( )
f ( 2 n+ 2 ) ( ) (( n + 1)!)
2 2 n+ 3
2
n+1 ( x ) =

=
Rn ( f ) =
( 2n + 2 )!
( 2n + 2 )! (( 2n + 2 )!)2 2n + 3
(3.14)
2

2
f ( 2 n+2 ) ( ) 2 2 n+3 (( n + 1)!)
.
=

( 2n + 2 )! ( 2n + 3) ( 2n + 2 )!

1. n ( x ) ( Qn ( x ) ), , ,

Pn ( x ) =

1 dn 2
(x 1)n ,
n
n
2 n ! dx

(3.15)

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

Ak =

2
, k = 0, n .
( n + 1)Pn ( xk )Pn+1 ( xk )


(1 x 2 )Pn( x ) = n[Pn1 ( x ) xPn ( x )] ,
150


2
Ak =
, k = 0, n .
(3.16)
2
(1 xk )[Pn+1 ( xk )]2
2.
.
20. p( x ) = (b x ) ( x a ) .
,
,
.
, ,

I = (1 x ) (1 + x ) f ( x )dx .

, , > 1 ( ).
,

, p( x ) = (1 x ) (1 + x ) [ 1;1] . .
( , )

Pn

(x) =

( 1)n
2n n!

(1 x ) (1 + x )

dn
(1 x ) +n (1 + x ) +n .
n
dx

(3.17)

,

1

I = (1 x ) (1 + x ) f ( x )dx Ak f ( x k ) ,

(3.18)

k =0

xk Pn(+1, ) ( x ) , Ak
Ak = 2 + +1

( + n + 2 ) ( + n + 2 )
, k = 0, n ,
2
d ( , )

2
( n + 1)! ( + + n + 2 ) (1 xk ) Pn+1 ( xk )
dx

(3.19)


Rn ( f ) =

f ( 2 n+ 2 ) ( ) + + 2 n+1 ( n + 1)!( + n + 2 ) ( + n + 2 ) ( + + n + 2 )
. (3.20)
2

( 2n + 2 )!
( + + 2n + 3) ( + + 2n + 3)

(3.19), (3.20) ( x ) - .
151

( = = 0 ), Tn ( x ) . 1
= = . 2
.
.
Tn+1 ( x ) (. 3, . IV)
x k = cos

2k + 1
, k = 0, n .
2n + 2

(3.21)

, , 1
p( x ) =
1 x2
. (3.19), :
3
2 n +
2

Ak =
.
2
d ( 12 , 12 )

2
( n + 1)! ( n + 1) (1 xk ) Pn+1 ( xk )

dx
( 1 , 12 )

Pn+12

( x ) = Cn+1Tn+1 ( x )

Tn+1 ( x k ) = [cos(( n + 1) arccos x )]

x = xk

= sin[( n + 1) arccos x k ]

n +1
1 x k2

( 1)k ( n + 1)
1 xk2

(1 xk2 ) d

dx

( 1 , 12 )

Pn+12

( xk ) = Cn2+1 ( n + 1)2

, ,
3
2 n +
2

Ak =
, k = 0, n .
( n + 1)! ( n + 1) Cn2+1 ( n + 1)2
k
Ak . A. A,
, , , ,
f ( x ) 1 (.. ) ,
,
n

Ak = (n + 1) A =
k =0

: A =

n +1

152

dx
1 x2

= .

, :
f (x)

I=

1 x

dx

2k + 1

f cos 2n + 2 ,
n +1

(3.22)

k =0

(3.20)

Rn ( f ) =

2 n +1

( 2n + 2 )!

f ( 2 n+ 2 ) ( ) .

(3.23)

30. I = x e x f ( x )dx .
0

[0 ; ) p( x ) = x e x ( > 1 ) -
L(n ) ( x ) = ( 1) x e x
n

d n +n x
(x e ) .
dx n

(3.24)

, (3.24) L(n+1) ( x ) ,
Ak =

( n + 2 ) ( n + + 2 )
, k = 0, n ,
2
d ( )

xk Ln+1 (x )
dx

(3.25)


Rn ( f ) =
40. I =

x2

( n + 2 ) ( n + + 2 ) ( 2 n + 2 )
( ) .
f
( 2n + 2 )!

(3.26)

f ( x )dx .

, ( ; + )
p( x ) = e x , -
2

H n ( x ) = ( 1) e x
n

d n x2
e .
dx n

(3.27)

, H n+1 ( x ) ,

Ak =

2 n+1 ( n + 1)!
, k = 0, n ,
2
d H 2 ( x )
dx n+1 k
153

(3.28)


Rn ( f ) =

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

(3.29)

, ( ) n .
.
1.
.
2. ,
.
4. ,

, ,
.

b

nm

l =1

k =0

p( x ) f ( x )dx Bl f ( al ) + Ak f ( x k ) ,

(4.1)

m a 1 , ..., am ( m n + 1) . 2n m + 2 Ak , x k ( k = 0, ..., n m ) Bl (l = 1, ..., m ) . ,


(4.1) .
, al xk :

m ( x ) = (x a 1 ) K ( x a m ) ,

nm+1 ( x ) = ( x x0 ) K ( x xnm ).
Ak B l (4.1) n . . ,
(4.1) ,
x k .
, 1 3 (
, m ( x ) ).
1. (4.1) 2n m + 1 , , :
1) , ..
b

Ak = p( x )
a

nm+1 ( x ) m ( x )
dx , k = 0, ..., n m ,
( x xk )n m+1 ( xk ) m ( xk )
(4.2)

B l = p( x )
a

nm+1 ( x ) m ( x )
dx , l = 1, ..., m ;
( x al )nm+1 ( al )m ( al )
154

2) nm+1 ( x ) [a ; b] p( x ) m ( x )
n m , ..
b

p( x )

( x )Q p ( x )nm+1 ( x )dx = 0 , p n m .

(4.3)

( 1 3).
. (4.1) 2n m + 1 2n m + 1 2 n ( n + 1) + 1 = n , n , , ( ).
, f ( x ) = m ( x )nm+1 ( x )Q ( x ) , Q ( x ) n m , : f ( x ) ,
2n m + 1 . , f ( x ) (4.1) .
b

nm

l =1

k =0

p( x ) m ( x )nm+1 ( x )Q ( x )dx = B l m (a l )nm+1 (a l )Q (a l ) + Ak m ( x k )nm+1 ( x k )Q ( x k ) = 0 .

. f ( x ) ,
2n m + 1 .
f ( x ) = m ( x )nm+1 ( x )Q ( x ) + r ( x ) ,
Q ( x ) n m , r ( x ) n ( f ( x ) m ( x )nm+1 ( x ) ). , ,
f (a l ) = r (a l ), l = 1, ..., m
f ( x k ) = r ( xk ) , , k = 0, ..., n m .
:
b

( 4.3 )

( 4.2 )

p( x ) f ( x )dx = p( x ) m ( x )nm+1 ( x )Q ( x )dx + p( x )r ( x )dx = 0 + p( x )r ( x )dx =


( 4.2 ) m

n m

nm

k =0

l =1

k =0

B l r (a l ) + Ak r( xk ) = B l f (a l ) + Ak f ( xk ).
l =1

.
, , 2 4 , , , ,
p( x ) m ( x ) ( p( x ) ). , nm+1 ( x ) , ..
(4.1), , 2n m + 1 ,
.
155

. , ,
f ( x ) [a ; b] :
P2 nm+1 (a l ) = f (a l ), l = 1, ..., m ,
P2 nm+1 ( x k ) = f ( x k ) , P2nm+1 ( x k ) = f ( x k ) , k = 0, ..., n m .

r ( x ) = m ( x )n2m+1 ( x )

f ( 2 nm+ 2 ) ( )
, [a ; b] .
( 2n m + 2 )!

f ( x ) = P2 nm+1 ( x ) + r ( x ) , (4.1)
b

Rn ( f ) = p( x )r ( x )dx = p( x ) m ( x )n2m+1 ( x )

f ( 2 nm+ 2 ) ( )
dx .
( 2n m + 2 )!

(4.4)

, , Ak , :
Ak =

cnm+1
1

, k = 0, ..., n m ,
cnm nm ( x k ) nm+1 ( x k ) m ( x k )

(4.5)

{ i ( x )} , [a ; b]
p( x ) m ( x ) .
,
, [a ; b] p( x ) m ( x ) .
.
2. m ( x ) = (x a 1 ) K ( x am ) ~ (x)
~ ( x ) , [a ; b]
P
s

p( x ) p( x ) m ( x ) .

~ (x) =

nm

m ( x )

~ (x)
P
n
~ (x)
P
n 1

~ (a ) K
P
n
1
~ (a ) K
P
n 1
1

~ (a )
P
n
m
~ (a )
P
n 1

(4.6)

~ (x) P
~ (a ) K P
~ (a )
P
nm
nm
1
nm
m

~ (a ) K
P
n 1
1

~ (a )
P
n 1
m

.
M
K
M
~
~
Pnm (a 1 ) K Pnm ( am )

~ ( x ) n
. m ( x )
nm
~ ( x )
n
x , P
s

156

~ (x) + c P
~
~
~ (x) = P
m ( x )
nm
n
1 n 1 ( x ) + c2 Pn 2 ( x ) + L .
~ ( x ) p( x ) ( x ) ,

n m
m
n m , ,
~ ( x ) s n m 1 . , P
s
~ ( x ) [a; b] . p( x )P
s

~ 2 dx ,
0 = c s p ( x )P
s
a

: cs = 0 .
,
~ (x) + c P
~
~
~
~ (x) = P
m ( x )
nm
n
1 n1 ( x ) + c2 Pn 2 ( x ) + L + cm Pn m ( x ) .

(4.7)

(4.7) x a 1 , a2 , ..., am , ci :
~
~
~
~
Pn (a 1 ) + c 1 Pn1 (a 1 ) + c2 Pn2 (a 1 ) + L + cm Pnm (a 1 ) = 0,

LL

~ (a ) + c P
~ (a ) + c P
~
~
P
1 n 1
m
2 n 2 ( a m ) + L + cm Pn m ( a m ) = 0
n m

(4.8)

( , (4.7) m ( x ) , , m ( x )
(4.7) ).
~ ( x ) , (4.8)
n m
, .. , ,
.
(4.6), (4.8) (4.7)
~
~
~
~
~
( m ( x ) nm ( x ) + Pn ( x )) 1 + c 1 Pn1 ( x ) + c2 Pn2 ( x ) + L + cm Pnm ( x ) = 0,

~ (a ) 1 + c P
~
~
~
P

1
1 n 1 (a 1 ) + c2 Pn 2 (a 1 ) + L + cm Pn m (a 1 ) = 0,
n

LL

~
~ (a ) + c P
~
~

Pn ( am ) 1 + c 1 P
2 n 2 ( am ) + L + cm Pn m ( a m ) = 0
n 1
m

, ( m + 1) 1, c 1 , ..., cm .
, , ..
~ (x) P
~ (x) K P
~ (x)
~ (x) + P
m ( x )
nm
n
n 1
n m
~
~
~
0 + Pn (a 1 ) Pn1 (a 1 ) K Pnm (a 1 )
= 0.
M
M
K
M
~ (a ) P
~ (a ) K P
~ (a )
0+ P
n
m
n 1
m
nm
m

157

,
, (4.6).
4.1. ( )

:
1 . m = 1 a1 = a ;
0

20. m = 1 a 1 = b ;
30. m = 2 a 1 = a, a2 = b .

p( x )
p( x ) m ( x ) [a ; b] , , , , 2n m + 1 ,
(. 2 3).
, 10 ( 20 x = a + b t ).

n 1

k =0

I = p( x ) f ( x )dx = Bf ( a ) + Ak f ( x k ) + R( f ) ,

(4.9)

Ak =

1
cn

, k = 0,1, ..., n 1,
cn1 b( xk a ) n1 ( x k )n ( x k )
(4.10)
b

B=

1
p( x ) n ( x )dx .
( a ) a

, .
. (4.10).

(4.9) 2n ,
b
f ( 2 n+1) ( )
(4.11)
R( f ) =
p( x )( x a )n2 ( x )dx .
( 2n + 1)! a
p( x ) 1 . ,
[a ; b] [ 1;1] . (4.9)
1

I=

n 1

f ( x )dx = Bf ( 1) + Ak f ( xk ) + R( f ) .

(4.12)

k =0

1 ( x ) = 1 + x , , n ( x )
Pn( 0 ,1) ( x ) , Ak
1
1 ( xk )
:
158

Ak =

4
d
(1 + xk )(1 x ) Pn(0,1) ( xk )
dx

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

2
k

(4.13)
1
1
2
n ( x )
,
dx
=
Pn( 0 ,1) ( x )dx =
( 0 , 1)
1 n ( 1)

Pn ( 1) 1
( n + 1)2
1

B=

2 2 n n ! ( n + 1)! f ( 2 n+1) ( )
R( f ) =

.
n + 1 ( 2n + 1)! ( 2n + 1)!

(4.14)

30. 2 ( x ) = ( x a )(b x ) .
2 , p( x ) 2 ( x ) :

Pn ( x )
Pn ( a )
Pn (b )
K n2
P ( x ) Pn1 ( a ) Pn1 (b ) ,
n 2 ( x ) =
( x a )( x b ) n1
Pn2 ( x ) Pn2 ( a ) Pn2 (b )
Pn ( x ) , p( x ) , K n2 .

b

n2

p( x ) f ( x )dx B1 f ( a ) + B2 f (b ) + Ak f ( x k )
k =0

( p( x ) ),
R( f ) =

f ( 2 n ) ( )
p( x )( x a )( x b )n21 ( x )dx .
( 2n )! a
b

, ,
[a ; b] = [ 1;1] .
1

I=

p( x ) 1

n2

f ( x )dx = B1 f ( 1) + B2 f (1) + Ak f ( x k ) + R( f ) .

(4.15)

k =0

, 2 ( x ) = 1 x 2 , n1 ( x )
Pn(1, 1) ( x ) , Ak
1
2 ( xk )
:
Ak = 8

n +1

(1 x )

2 2
k

d P (1 ,1) ( x )
dx n1 k

159

, k = 0,1, ..., n 2 ,

(4.16)

B 1 = B2 =

2
,
n( n + 1)

(4.17)
2

8n
2 n1 ( n 1)! ( n + 1)! f ( 2 n ) ( )

R( f ) =
( 2n )! .
( 2n )!
( 2n + 1)( n + 1)

(4.18)

5.

,
, .. ,
b

k =0

I = p( x ) f ( x )dx Cn+1 f ( xk ) .

(5.1)

.
(5.1) f ( x ) 1
b

p( x )dx = (n + 1)C

n +1

Cn+1

1
=
p( x )dx .
n + 1 a

(5.2)

, , , (5.1)
f ( x ) , x , x 2 ,..., x n+1 , xi

1
+
+
+
=
x
x
x
L
n
1
0
a p( x )xdx ,
C
n
+
1

1
2
2
2
x0 + x 1 + L + x n =
p( x )x 2 dx ,

(5.3)
Cn+1 a

LL

b
n+1
1
N +1
N +1
p( x )x N +1dx .
x0 + x 1 + L + x n =

Cn+1 a

, (5.1)
(5.2) Cn+1 , , (5.3), . , (5.3), (5.1) xi ,
ai n+1 ( x ) :

n+1 ( x ) = x n+1 + a0 x n + a 1 x n1 + L + an1 x + an .


, ai

n+1 ( x ) S k = x0k + x k1 + L + xnk . (5.3)


ai :
160

S 1 + a0 = 0 ,

S 2 + a0 S 1 + 2a 1 = 0 ,

LL

S + a S + a S + L + na = 0 ,
0
1
n 1
n2
n 1
n
S n+1 + a0 S n + a 1 S n1 + L + ( n + 1)an = 0 .

(5.4)

(5.4) ai (. (5.3)) S k . , n+1 ( x ) = 0 ,


x k , k = 0, n .

(5.1) ( n + 1) . . ,
(. 3).
p( x ) 1 [a ; b] = [ 1;1] ,
..
1

I=

f ( x )dx Cn+1 f ( xk ) .
k =0

(5.2) ,
1

Cn+1 =

1
2
,
dx =

n + 1 1
n +1


0, k ,
k
1 + ( 1)

1 x dx = k + 1 = 2 , k ,
k + 1
1

(5.3)
S 1 = x0 + x 1 + L + x n = 0 ,

S 2 = x02 + x 21 + L + x n2 = n + 1 ,

3
S = x 3 + x 3 + L + x 3 = 0 ,
n
0
1
3

n +1
4
4
4
,
S 4 = x0 + x 1 + L + x n =
5

LL

n +1
S = x n+1 + x n+1 + L + x n+1 = n + 1 1 + ( 1) .
0
1
n
n+1
2
n+2
, ai

161

(5.5)

a0 = 0 ,
n +1

+ 2a 1 = 0 ,
3

a2 = 0 ,
n +1 n +1

a 1 + 4 a3 = 0 ,
+
3
5
LL
, ai , , n+1 ( x ) , x . [ 1;1] x = 0 (
, , x = 0 , .. n = 2m
(5.5) ( n + 2 ) ).
.
0
1 . n =0.
a0 = 0 , 1 ( x ) = x . , x0 = 0 , , C 1 = 2 ,

1

I=

f ( x )dx 2 f (0 ) ,

1.
20. n = 1 .
C2 = 1 , ai
a0 = 0 ,

2
2 a 1 + 3 = 0 ,

1
1
1
1
, x1 =
a0 = 0 , a 1 = , .. 2 ( x ) = x 2 . , x0 =
3
3
3
3

1

I=

f ( x )dx

1
1 .
f
+ f

. , n > 8 p( x ) 1 , n+1 ( x ) ,
, .
( 1966 .) p( x ) ,
n .
6.

,
. ,
( ) -

162

, , , , ..
.
6.1.

f ( x ) , eix .
f ( p ) ( x ) ~ p .
, h << 1 , ..
. .
. f ( x ) = y ( x ) eix , , y ( x ) . y ( x ) , , ( , , eix ).
, , .

:
y ( x ) yk 1 , x [x k 1 ; xk ] .
2

( )

r ( x ) = y ( x ) y k 1 x x k 1 y k 1 .
2

I = e

ix

xk

y ( x )dx = e

ix

k =1 xk 1

y ( x )dx y k 1

k =1

xk

ix

dx =

xk 1

(6.1)

= yk 1

k =1

i hk

i hk
2

n
ix 1 e 2 e
eixk eixk 1
k
= yk 1 e 2
2

i
k =1
2i
2

k =1

k 12

sin hk ,
2

R = r ( x ) eix dx
a

k =1

y k 1

(x x )e

xk

xk 1

k 12

i x

dx =

k =1

x xk 1
xk
1
2

eix
y k 1
2
x k 1 i
i

xk

xk 1

ix

dx =

(6.2)
=

k =1

h 1

2 ixk 12
2i
sin hk + k (eixk + eixk 1 ) = 2
y k 1 2 e
2
2 2 i
i

163

k =1

h h
h ixk 12
y k 1 sin k k cos k e
2
2
2
2

, h 0 (6.1) (6.2)
.

.
. .
6.2.

, ,
. .
.
. . f ( x ) f 1 ( x ) + f 2 ( x ) , f 1 ( x ) b

f ( x ) I 1 = p( x ) f 1 ( x )dx a

, f 2 ( x ) .
:

I = ln sin xdx .
0


.
ln sin x = ln x + ln

sin x
.
x

I = I 1 + I 2 = ln xdx + ln

I1 =

sin x
dx .
x

ln 1 ,
2 2

I 2 I 2 , , .
p( x ) 1 . f ( x ) = ( x x0 ) ( x ) , > 1, x0 [a ; b] , ( x ) .
< 0 f ( x ) , > 0
f ( x ) .
( x ) :

(x) (x0 ) +

x x0
1!

( x 0 ) + L +
164

( x x 0 ) k 1 ( k 1)
(x0 )

( k 1)!

f ( x ) f ( x ) = f 1 ( x ) + f 2 ( x ) ,

( x x0 )k 1 ( k 1)
x x0

f 1 ( x ) = ( x x0 ) ( x0 ) +
( x0 ) + L +
( x0 ) ,
( k 1)!
1!

f 2 ( x ) = f ( x ) f 1 ( x ).
f 1 ( x ) , f 2 ( x ) , f 2 ( x ) (: k ,
(k )
( )


( x x0 )k ).
f 2 ( x ) = ( x x0 )

k!
6.3.

, , :
10. , .

a
[a ; + )
, f ( x )dx , a > 0 x =
1

t
a

[0 ;1] .
, ( ) .
20. .
,
+

f ( x )dx = f ( x )dx + f ( x )dx f ( x )dx .

,
b . (
). .
30.
(., , . 3.1, -
-).
40. , .

165

VII

:
1) . . , ,
, ;
2) ,
.

, . .
n - En

I = p( x ) f ( x )dx ,
(1)

x = (x 1 , x 2 , ..., xn ), dx = dx 1dx 2 K dx n ; p( x ) ( ) , . , p( x ) ,
( ) 1Kn = P( x )x11 K x nn dx .

(1) ( )
n

I = p( x ) f ( x )dx Ak f (x ( k ) )

(2)

k =0

, Ak , x ( k ) = (xi( k ) , x 2( k ) , ..., x n( k ) ) .
(2) f ( x ) n
m ( , m + 1 ), m (2).
, VI. :
1) ;
2) .
. , (. . VI). , -, 166

, .
,
.
, , n , , .
1. ,

, . , ,
.
:
b d

I = f ( x , y )dxdy .

(1.1)

a c

(1.1)
b

I = dx f ( x , y )dy .

(1.2)


, :
b

a+b
I = dx f ( x , y )dy (b a ) f
, y dy .
2

a
c
c

, :
a+b c+d
a +b ,c + d .
I (b a )( d c ) f
,

= S f
2
2
2
2

(1.3)

, .
10. :
b

I = dx f ( x , y )dy

d
d

ba
(
)
+
,
f
a
y
dy
f (b, y )dy

2 c

b a d c
d c
( f ( a , c ) + f ( a , d )) +
( f (b, c ) + f (b, d ))

2 2
2

S
[ f ( a, c ) + f ( a, d ) + f (b, c ) + f (b, d )].
4
167

(1.4)

20. :
d
d
d

ba
a+b

f ( a, y )dy + 4 f
I = dx f ( x , y )dy
, y dy + f (b, y )dy
6 c
2

a
c
c
c
b

S
[ f ( a, c ) + f ( a, d ) + f (b, c ) + f (b, d )] +
36

S c+d
a + b , c + f a + b , d + f b, c + d + 4 f a + b , c + d .
f a,
+ f

9
2
2
2
2

(1.5)

, . ,
(. (8.11) . IV)
n

n+1 ( x )m+1 ( y )
f ( xi , y j ) ,
+1 ( y j )
j =0 ( x xi )( y y )n +1 ( xi )m
m

Pn ,m ( x , y ) =
i =0

:
b d

I = f ( x , y )dxdy
i = 0 j =0

a c

d
n+1 ( x )
m+1 ( y )
f (xi , y j )
dx
dy .
( x xi )n +1 ( xi ) c ( y y j )m +1 ( y )
a
b

(1.6)

, , ,
( , , , ).

y2 ( x )

y1 ( x )

I = f ( x , y )dxdy = dx

f ( x , y )dy = F ( x )dx .

I , ,
f ( x , y ) , -, .
, f ( x , y ) , F ( x ) , , , ..
y 1 ( x ) y 2 ( x ) . [y 1 ( x ); y 2 ( x )] , , [0 ;1] y = y 1 ( x ) + ( y 2 ( x ) y 1 ( x )) .

F ( x ) = ( y2 ( x ) y 1 ( x )) f (x , y 1 ( x ) + ( y 2 ( x ) y 1 ( x )) )d = ( y 2 ( x ) y 1 ( x ))( x ) .
0

I = F ( x )dx y 2 ( x ) y 1 ( x ) a

. I = ( y 2 ( x ) y 1 ( x ))( x )dx
a

168

,
p( x ) = y2 ( x ) y 1 ( x ) , , .
, , ,
p( x )
.
. , ( x ) , [a ; b] : q( x ) = ( x ) p( x ) . , ,
p( x ) q( x ) , .
q( x ) = ( x a ) (b x ) .
,

(x) =

y2 ( x ) y 1 ( x )

, a x b,

(b x ) ( x a )

. , I
b

I = (b x ) ( x a ) ( x )dx .

, ,
, A x = a
y

B
A

y0
O

, = 0 , = 0,5 p( x ) = x a .

I = x a ( x )dx
a

(3.18), (3.19) VI.


, , ,
x = a x = b , p( x ) = ( x a )(b x ) ,
b

I = ( x a )(b x ) ( x )dx
a

(3.18), (3.19) VI.


169

2.

, ,
, ,
, (, ,
, , ). .
2.1.

: = [a ; b] [c ; d ]
( p( x , y ) ). ,

b d

I = f ( x , y )dxdy .

(2.1)

a c

x = b a u + b + a ,

2
2
,
d
c
d
c

+
y =
v+

2
2
1 = [ 1;1] [ 1;1] :

I=

(b a )( d c )
4

1 1

f1 (u, v )dudv =
1 1

S ( )

f1 (u, v )dudv .
4 1 1
1 1

,
1 1

I=

f ( x, y )dxdy .

(2.2)

1 1

, ,
, ..
1 1

I=

f ( x, y )dxdy A f ( x , y
0

).

(2.3)

1 1

( x0 , y0 ) A0 , .
1 1

1 1

1 1

1 1

1 1

1 1

dxdy = 4 , xdxdy = ydxdy = 0 ,

(2.3)

(2.3) , ,

170

A0 = 4 ,

A0 x0 = 0 ,
A y = 0,
0 0
, : A0 = 4 , ( x0 , y0 ) = (0 , 0 ) .
,
1 1

I=

f ( x, y )dxdy 4 f (0,0 ) .

(2.4)

1 1

( 1). .
f ( x , y )
(0 , 0 ) , :
f ( x , y ) = f (0,0 ) + x

f (0,0 )
f (0,0 ) x 2 2 f (0,0 )
2 f (0,0 ) y 2 2 f (0,0 )
xy
+y
+
+
+
+L.
2
2
x
y
x 2
xy
y 2

R0 ( f ) =

1 1

f ( x, y )dxdy 4 f (0,0 ) =

1 1

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

+
+
+
+
+ L dxdy =
x
y
xy
2
2
1 1 x
y
x
xy
y
2
2

1 1

(2.5)

2 2 f (0,0 ) 2 f (0,0 )
=
+
+ L.
y 2
3 x 2
, (2.1)
(2.4) :
b d

a+b c+d
I = f ( x , y )dxdy S ( ) f
,
,
2
2
a c

(2.4)

2 a + b c + d
2 a+b c+d
f
,
f
,

S ( )
2
2
2
2
2
2 + L.

(
)
R0 ( f ) =
d
c
(b a )
+

24
x 2
y 2

(2.5)

a+b c+d
, ( x , y ) =
,
,
2
2
(2.4) ( (2.4)) ( (1.3) ), .

171

()
.

(2.4), :

b d

I = f ( x , y )dxdy Si f ( x i , y i ) .

(2.6)

a c

Si i - , ( x i , y i )
. , , .
, (2.6) :
b d

Nx N y

a c

i = 1 j =1

I = f ( x , y )dxdy hx h y f ( x i , y i ) ,

(2.6)

[a ; b] N x , [c; d ] N y , ..
hx =

ba
d c
1
1
, hy =
, x i = a + i hx , y j = c + j h y .
Nx
Ny
2
2

ij (1.5), ..
S (ij ) 2 2 f (x i , y j ) 2 2 f (x i , y j )
hx
+ hy
Rij ( f ) =
+L.
x 2
y 2
24

, :
R0C ( f ) =

b d
b d

2 f ( x, y )
1 2 2 f ( x, y )
2
h
dxdy
+
h
dxdy + L = O(hx2 + h y2 ) .
x
y

2
2
x
y
24 a c

a c

, .
1.
.
(2.4)
I = f ( x , y )dxdy S ( ) f ( x , y ) ,

(2.7)

S ( ) , ( x, y ) , ..
S ( ) = dxdy ; x =

1
1
xdxdy ; y =
ydxdy .

S ( )
S ( )

(2.8)

, (2.7) , , , , .
172

2.
, .
(2.2),
. , , .
, .
.

,
( 1; 1) , (1; 1) ( 1;1) .

f ( x , y ) P1 ( x , y ) = f ( 1,1) + ( x + 1) f ( 1,1;1) + ( y + 1) f ( 1; 1,1)

1 1

I=

f ( x, y )dxdy 4 f ( 1,1) + 2 f ( 1,1;1) + 2 f ( 1;1,1) =

1 1

(2.9)

= 4 f ( 1,1) + 4

f (1,1) f ( 1,1)
f ( 1,1) f ( 1,1)
+4
= 2 [ f ( 1,1) + f (1,1)].
2
2

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

. ,
(1.4) (
):

1 1

I=

f ( x, y )dxdy f ( 1,1) + f ( 1,1) + f (1,1) + f (1,1) .

(2.10)

1 1

,
,
, xy .
, , .. ( 1, 0 ) , (0 ,1) , (1, 0 )
(0 , 1) . ( ). 173

(,
, ). ,

1 1

I=

f ( x, y )dxdy A f ( 1,0 ) + A
0

f (0,1) + A2 f (1,0 ) + A3 f (0,1) . (2.11)

1 1

1 1

(2.3),

x dxdy = 3 , 2

1 1

(2.11)

A0 + A1 + A2 + A3 = 4 ,

A2
= 0,
A0 +

A1
A3 = 0 ,

4
A +
A2
= ,
0
3
: A0 = A2 =
1 1

I=

2
4
, A1 = A3 = . , (2.11)
3
3
2

f ( x, y )dxdy 3 [ f ( 1,0 ) + 2 f (0,1) + f (1,0 ) + 2 f (0,1)].

1 1

, , 1 1
4
8 4
xy . y 2 dxdy = , A1 + A3 = . 3
3 3
1 1
,
.
, ,
, .., ,

. , , ( ,
( (!)) , ). [., , .. ]. .
,
, .
1 1

I=

f ( x, y )dxdy A f ( x , y
0

) + A1 f (x 1 , y 1 ) + A2 f ( x2 , y2 ) .

(2.12)

1 1

, :
r . , ,

174

. :
x0 = r cos , y0 = r sin ;

2
2

x1 = r cos +
;
, y1 = r sin +
3
3

2
2

x 2 = r cos
.
, y 2 = r sin
3
3

, (2.12)
+ A1
+ A2
= 4,
A0

r A0 cos + A1 cos + 2 + A2 cos 2 = 0 ,



3
3

2
2

r A0 sin + A1 sin +
= 0,
+ A2 sin
3
3


(2.13)
2
2
2 4
2
2
2
r A0 cos + A1 cos + 3 + A2 cos 3 = 3 ,


2
2 4
2
2
2
2
r A0 sin + A1 sin + 3 + A2 sin 3 = 3 ,

r 2 A cos sin + A cos + 2 sin + 2 + A cos 2 sin + 2 = 0 .

1
2
0
3
3
3
3

, :
r 2 (A0 + A1 + A2 ) =

8
,
3

2
.
3
A0 .
sin , cos
, :
, , : r =

2
2

A1 sin cos +
cos sin +
3
3

A1 sin

+ A sin cos 2 cos sin 2 = 0

2
3
3

2
2
+ A2 sin
= 0,
3
3

, A1 = A2 . (2.13),
:

2
A0 cos + A1 cos +

3

+ cos 2 = 0 .

175

A0 cos + 2 A1 cos cos

2
=0,
3

4
.
3
,

.. A0 = A1 = A2 . (2.13) : A0 = A1 = A2 =

2
2

cos + cos +
+ cos
3
3

= 0,

2
2

sin + sin +
+ sin
=0
3
3

(2.13) A0 , A1 , A2 r .
,
:
1 1

I=

f ( x, y )dxdy

1 1

2
f
cos ,
sin +
3
3

2
2 2
2
f
cos +
sin +
,
+
3 3
3

2
2 2
2
f
cos
sin
,
.
3
3 3

, :
1) = 0 :
1 1

I=

4 6
,0 +
3

f ( x, y )dxdy 3 f

1 1

2) =

6
2

,
f
,
2
6

(2.14)

1 1

I=

6 2

,
f
+
6 2

4 3 3
,
+
3 3

f ( x, y )dxdy 3 f

1 1

3 + 3 3 3

,
f
+
6
6

3 3 3 + 3
,
f
. (2.15)
6
6

, 3:
1 1

2
2

cos ,
sin +
I = f ( x , y )dxdy f
3
3

1 1

2
2

sin ,
cos +
f
3
3

(2.16)
2
2

cos ,
sin +
+ f
3
3

2
2

f
sin ,
cos .
3
3

176

x0 = r cos , y0 = r sin ;

x1 = r cos + = r sin , y1 = r sin + = r cos ;


2
2

x 2 = r cos( + ) = cos , y 2 = r sin ( + ) = r sin ;


3
3

x 3 = r cos +
= r cos .
= r sin , y 3 = r sin +
2
2


1 1

x y
i

dxdy = 0 , i + j = 3 i 0, j 0

11


+ A1
+ A2
+ A3
= 4,
A0

r (A0 cos A1 sin A2 cos + A3 sin ) = 0 ,


r (A sin + A cos A sin A cos ) = 0 ,
1
2
3
0
2
4
2
2
2
2
r A0 cos + A1 sin + A2 cos + A3 sin = ,
3

4
2
2
2
2
2
r A0 sin + A 1 cos + A2 sin + A3 cos = ,
3

r 2 (A cos sin A cos sin + A cos sin A cos sin ) = 0 ,


0
1
2
3

r 3 A cos3 A sin 3 A cos 3 + A sin 3 = 0 ,


0
1
2
3

3
3
3
3
r A sin + A cos A sin A cos 3 = 0 ,
0
1
2
3

r 3 A cos 2 sin + A cos sin 2 A cos 2 sin A cos sin 2 = 0 ,


0
1
2
3

r 3 A cos sin 2 A cos 2 sin A cos sin 2 + A cos 2 sin = 0 .


0
1
2
3

(
(
(
(

)
)

)
)

, , : r =

sin , cos , :

(*)

2
.
3

A1 + A3 = 0 ,

..
A1 = A3 .

, cos , sin , : A0 = A2 .
,
r 2 cos sin (2 A0 2 A1 ) = 0 ,

A0 = A1 ,

, ,
A0 = A1 = A2 = A3 = 1 .

, (*)
.

, (2.16):
1) = 0 :

177

1 1

I=

f ( x, y )dxdy

1 1

2) =

f 0,
+
3

,0 +
f
3

f 0,
,
3

(2.17)

:
1 1

I=

6
,0 +
f
3

3 3
,
+
3 3

f ( x, y )dxdy f

1 1

3 3

,
f
+
3 3

3
3

,
f
+
3
3

3
3
,
f
. (2.18)
3
3

. ,
,
, , .
. , , ,
.
2.2.

.
, ( ) , , ( ).

B
, . ,

M
A

xA
1
S = g ( A, B, C ) , g ( A, B, C ) = x B
2
xC

yA 1
yB 1 ,
yC 1

(2.19)

( )
x = xM =

x A + x B + xC
y + y B + yC
.
; y = yM = A
3
3

(2.20)

(2.7), (2.19), (2.20) .


(2.7) , .
.
A, B C , g
(2.19) ,
(, g ( A, C , B ) > 0, g ( A, B, C ) < 0 ),
f ( x , y ) (. (8.14) . IV),
( Q ,
( x, y ) )
1
[ f ( A)g (Q, C , B ) + f ( B )g ( A, C , Q ) + f (C )g ( A, Q, B )] .
P1 ( x , y ) =
(2.21)
g ( A, C , B )
178

g (Q, C , B ), g ( A, C , Q ) g ( A, Q, B ) x
y ,
(2.7), (2.19), (2.20), ,
, , ,
. ( M )

f ( x, y )dxdy P ( x, y )dxdy =
1

1
[ f ( A)g (Q, C , B ) + f ( B )g ( A, C , Q ) + f (C )g ( A, Q, B )]dxdy =
g ( A, C , B )

1
S [ f ( A)g ( M , C , B ) + f ( B )g ( A, C , M ) + f (C )g ( A, M , B )].
g ( A, C , B )

, (2.19) g ( A, C , B ) = 2 S ,
g ( M , C , B ) = g ( A, C , M ) = g ( A, M , B ) =

2
S .
3

,
1

f ( x, y )dxdy 2S

2
S
S [ f ( A) + f ( B ) + f (C )] S = [ f ( A) + f ( B ) + f (C )] .
3
3

(2.22)

, , . , . , ( ) (1 , 2 , 3 )
( x, y ) ( A, B, C )
1 + 2 + 3 = 1,

x A1 + x B 2 + xC 3 = x ,
y + y + y = y.
A 1
B 2
C 3

(*)

, A, B, C (.. ),
1
xA
yA

1
xB
yB

1
xC = g ( A, B, C ) 0
yC

, , (1 , 2 , 3 ) Q
179

1 =

g (Q , B , C )
g ( A, Q, C )
g ( A, B, Q )
, 2 =
, 3 =
.
g ( A, B, C )
g ( A, B, C )
g ( A, B, C )

(2.23)

, :
1. Q , i > 0, i = 1, 3 ;
2. Q , ;
3. A(1;0;0 ), B(0;1;0 ), C (0;0;1) ,
1 1 1
M ; ; .
3 3 3
, ABC , i > 0, i = 1, 3 , , .
(2.23).
1! 2 ! 3! 2!
, 0, i Z , i = 1, 3 . (2.24)
4. 11 ( x , y ) 2 2 ( x , y ) 3 3 ( x , y )dxdy = S
(1 + 2 + 3 + 2 )! i

(2.24). i Z , 1 , 2 ( , 3 = 1 1 2 (*)). (*)


x = xC + ( x A xC )1 + ( x B xC )2 ,

y = yC + ( y A yC )1 + ( y B yC )2 .
, :
x
D( x , y )

J=
= 1
D(1 , 2 ) y
1

x
x A xC
2
=
y
y A yC
2

1
x B xC
= xA
y B yC
yA

xB
yB

xC = g ( A, B, C ) .
yC

, J = 2! S ,

I = S 2! 11 2 2 (1 1 2 ) 3 d1d2 .
1 0 , 2 0
1 + 2 1

,
I = S 2!

1
1 0 , 2 0
1 + 2 1

11

2 (1 1 2 ) d1d2 = S 2! 1 d1 2 2 (1 1 2 ) 3 d2 .
2

2 = (1 1 )t , :

180

11

I = S 2! 11 d1 2 2 (1 1 2 ) 3 d2 = S 2! 11 (1 1 )

1 + 3 +1

= S 2! (1 + 1,1 + 3 + 2 ) ( 2 + 1, 3 + 1) = S 2!

d1 t 2 (1 t ) 3 dt =

(1 + 1) ( 2 + 1) ( 3 + 1)
.
(1 + 2 + 3 + 3)

i (2.24).

. , , ,
(2.21), ,
P1 ( x , y ) = P1 (1 , 2 , 3 ) = 1 f ( A) + 2 f ( B ) + 3 f (C ) .
(2.24)
(2.22).

. f ( x , y ) B
,

, . 8.4 IV: .
A
C1
(8.12), (8.13) ( ) (
1
Lk .i (Q ) (8.12) , )

C

A
B1
P2 ( x , y ) = P2 ( 1 , 2 , 3 ) =

BC (Q ) B 1C 1 (Q )
AC (Q ) A1C 1 (Q )

f ( A) +

f (B) +
BC ( A) B 1C 1 ( A)
AC ( B ) A1C 1 ( A)

AB(Q ) A1 B 1 (Q )
AB(Q ) AC (Q )

f (C ) +

f (A1 ) +
AB (A1 ) AC (A1 )
AB(C ) A1 B 1 (C )

BC (Q ) AB(Q )
BC (Q ) AC (Q )

f (B 1 ) +

f (C 1 ).
BC (B 1 ) AB (B 1 )
BC (C 1 ) AC (C 1 )

(2.25)

, B C ,

1 = 0 .
BC ( A) = 1; BC (B 1 ) = BC (C 1 ) =

1
.
2

B 1C 1 (Q ) = 1

1
1 1
B 1C 1 ( A) = 1 = ;
2
2 2

AC (Q ) = 2 AC ( B ) = 1; AC (A1 ) = AC (C 1 ) =

181

1
;
2

A1C 1 (Q ) = 2

1
1 1
A1C 1 ( B ) = 1 = ;
2
2 2

AB(Q ) = 3 AB(C ) = 1; AB (A1 ) = AB (B 1 ) =


A1 B 1 (Q ) = 3

1
;
2

1
1 1
A1 B 1 (C ) = 1 = .
2
2 2

, (2.25)
P2 ( 1 , 2 , 3 ) = 1 (2 1 1) f ( A) + 2 (2 2 1) f ( B ) + 3 (2 3 1) f (C ) +
+ 4 2 3 f (A1 ) + 4 13 f (B 1 ) + 4 12 f (C 1 ).

ABC . (2.24), :
S
(2.26)
f ( x, y )dxdy 3 [ f (A1 ) + f (B 1 ) + f (C 1 )] .
(2.24), ,
, 2. , , (
, 2).
. ,
, 2, .

, , ( 1 , 2 , 3 ) -

1 1 1
M ; ; ( 3 3 3
1
. ( , ,
) r =
6
, , )
.
(- )

f ( x, y )dxdy S [A f ( , , ) + A f ( , , ) + A f ( , , )] .

0
1

0
2

0
3

1
1

1
2

1
3

2
1

2
2

2
3

(2.27)

1, 1 , 2 , 12 , 22 , 12
(2.24) , (2.27)
A0 + A1 + A2 = 1,

1
A0 10 + A111 + A2 12 = ,
3

0
1
1
2
A0 2 + A12 + A2 2 = ,
3

1
2
2
2 2
1
0
A0 (1 ) + A1 (1 ) + A2 (1 ) = 6 ,

A (0 )2 + A (1 )2 + A (2 )2 = 1 ,
2
2
1
2
0 2
6

A 0 0 + A 1 1 + A 2 2 = 1 .
1 1 2
2 1 2
0 1 2
12

182

(2.28)

, A0 = A1 = A2 =

1
. 3


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

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

10 02 + 1112 + 12 22 = 1 .

(2.28)

12 = , 11 : 11 = 1 10 . , :
(10 )2 + (1 10 )2 = 1 2 ,
2

1 2 3 2
10 =
2
2
0 .
3
1 + 2 3 2
.
10 =
2

11 =

1 2 3 2
, 12 = .
2

, , :

02 =

1 + 2 3 2
1 2 3 2
2
, 12 =
, 22 = , 0 .
2
2
3

() , :

(1 )(1 ) + (1 ) 2 3 2 + (1 ) 2 3 2 + 2 3 2 2 3 2
4
+

(1 )(1 ) (1 ) 2 3 2 (1 ) 2 3 2 + 2 3 2 2 3 2
4

+ =

1
4

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

,
2 2 3 2 2 3 2 = ( 2 1) 2(3 1) .

(*)

, 10 02 ( , 11 12 )
, ,
2 2 3 2 2 3 2 = ( 2 1) 2(3 1) .

(**)

(*) (**) :

183

4(2 3 2 )(2 3 2 ) = ( 2 1) 4( 2 1)(3 1) + 4(3 1) ,


2

, (2.28) .
, :
4 2 4 (1 ) + ( 2 1) = 0 .
2

1 =

= 1 =

2 3 2 =

1 + 2 3 2
1 2 3 2
.
, 2 =
2
2

1 + 2 3 2
.
2

4(1 ) + 4 2 3 2 3 (1 ) + 2(1 ) 2 3 2 + 2 3 2
=
4
2

1 4 + 6 2 2(1 3 ) 2 3 2 (1 6 + 9 2 ) + 2 3 2 2(1 3 ) 2 3 2
=
=
4
4

1 3 2 3 2
=
2

( )

02 =

1 + 2 3 2 1 2 3 2 + 1 3 2 3 2 1 2 3 2
,
=
=
2
4
2

12 =

1 2 3 2 1 2 3 2 1 3 2 3 2
=
= .
2
4

, (2.28) (
, , ):

10 =

02 =

1 + 2 3 2
1 2 3 2
; 11 =
; 12 = ;
2
2
1 2 3
1 + 2 3
; 12 = ; 22 =
;
2
2
2

, , = 0 , :
1
2

1
2

10 = ; 11 = ; 12 = 0 ;
1
2

1
2

02 = ; 12 = 0 ; 22 = .
, (2.26).
2
, = , :
3

184

2
.
3

(2.29)

1
6

1
6

2
3

1
6

2
3

1
6

10 = ; 11 = ; 12 = ;

02 = ; 12 = ; 22 = .

f ( x, y )dxdy

S
3

f 1 ; 1 ; 2 + f 1 ; 2 ; 1 + f 2 ; 1 ; 1 .

6 6 3
6 3 6
3 6 6

(2.30)

, (2.29) .

, , , , , ,
, 2, ,
3. , ,
.
, , , ( , , ), . ,

f ( x, y )dxdy S

1 1 1
A( f (10 , 02 , 03 ) + f (11 , 12 , 13 ) + f (12 , 22 , 23 )) + Bf , , .

3 3 3

(2.31)

, ,
13 , 12 2 , 122 , 32 ,
3 A + B = 1,

1
1
A(10 + 11 + 12 ) + B = ,
3
3

1
1
0
1
2
A(2 + 2 + 2 ) + B = ,
3
3

1
1
0 2
1 2
2 2
A (1 ) + (1 ) + (1 ) + B = ,
9
6

1
1
2
2
2

0
1
2
A (2 ) + (2 ) + (2 ) + 9 B = 6 ,

1
1

0 0
1 1
2 2
A(1 2 + 12 + 1 2 ) + 9 B = 12 ,

A (0 )3 + (1 )3 + (2 )3 + 1 B = 1 ,
1
1
1

27
10

2
2
2
A (0 ) 0 + (1 ) 1 + (2 ) 2 + 1 B =
1
2
1
2
1
2

27

2
2
2
A 10 (02 ) + 11 (12 ) + 12 (22 ) + 1 B =
27

1
1
0 3
1 3
2 3
B= .
A (2 ) + (2 ) + (2 ) +

27
10

(2.32)

1
,
30
1
,
30

. (2.32) B A , , ,
, , .
10 , 11 , 12 , 02 , 12 , 22 . A , .

185

0
1 + 11 + 12 = 1,

1
1
0 2
1 2
2 2
,
(1 ) + (1 ) + (1 ) = +
A
3
18

1
1
0 3
1 3
2 3
(1 ) + (1 ) + (1 ) = 9 + 270 A

0
2 + 12 + 22 = 1,

1
1
0 2
1 2
2 2
,
(2 ) + (2 ) + (2 ) = +
A
3
18

1
1
0 3
1 3
2 3
(2 ) + (2 ) + (2 ) = 9 + 270 A .

(2.33)

, ,
( ).
. , 10 , 11 , 12 (.. 1 = 10 + 11 + 12 , 2 = 10 11 + 10 12 + 1112 ,

3 = 10 1112 ), :

1 = 1,

1
1
2
,
1 2 2 = +
3
18
A

1
17
3
1 3 1 2 + 3 3 = 9 + 270 A .
1
1
1
11
0
1
2
, 3 =

1
. , 1 , 1 , 1
3 36 A
27 60 A

1 = 1, 2 =

1
1
1
11
t 3 t 2 +
t 1
=0
27 60 A
3 36 A

(2.34)

( t 10 , 11 , 12 ).
, 02 , 12 , 22 (2.33)
(2.34). , , 10 , 11 , 12 , , 02 , 12 , 22 (.. ),
(2.32) ( ) , , , , (2.32) .
,
(2.32), , ( , (2.33), ):
1
1
2
0

11 12 10
,
02 22 12

11
22

12 10 11 12 10
,
,
02 02 22 12 22

11
02

12 10 11 12
,
.
12 22 12 02

. 10 = 12 , 11 = 02 , 12 = 22 , ,
(2.32)
2 0 1 + (2 )2 = 1 1 ,
1
1 1
3 36 A

0 2 1
0
1 2
2 3
(1 ) 1 + 1 (1 ) + (1 ) =

0 1 2
0 2 1
2 3
1 (1 ) + (1 ) 1 + (1 ) =

1
1

,
9 270 A
1
1

.
9 270 A

(2.35)

, . . , 2 , .. , 10 , 11 , 12 :

186

10 11 + 10 12 + 1112 = 210 11 + (12 )

12 )(12 11 ) = 0 .

0
1

, . 10 = 12 . , -,
(2.35)
2 0 1 + ( 0 )2 = 1 1 ,
1
1 1
3 36 A
(2.36)

0
1
0
1
( + ) + ( 0 )3 = 1 1 .
1
1
1 1 1
9 270 A
-, (2.34) , .. 10 , (2.34).
1
1
2
3(10 ) 210 =
.
3 36 A

(2.36), :
3(10 ) 210 = 210 11 (10 ) ,
2

10 =

1 11
.
2

(2.36)
1
(1 11 ) = 1 1 ,
1
(
)
1

1
1
4
3 36 A
0
1
1
1 3
1 (1 1 )(1 + 1 ) + (1 1 ) = 1 1

4
8
9 270 A
2

1
1
1
(1 1 )(31 + 1) 1
=
,

4
3 36 A

1
1 2
(1 1 ) 3(1 ) + 1 = 1 1 .

8
9 270 A

1
1
, , A :
15
2

(1 )(3
1
1

1
1

+ 1)

60

(1 )(3( )

1 2
1

1
1

)= 1

+1

16

30

(5

1
1

11 =

3)(311 1) = 0 .
2

3
25
1
27
. A =
, , 10 = 12 = , B = 1 3 A = .
5
48
5
48

,
S 1 3 1

3 1 1

1 1 3

1 1 1

f ( x, y )dxdy 48 25 f 5 , 5 , 5 + f 5 , 5 , 5 + f 5 , 5 , 5 27 f 3 , 3 , 3 .

187

(2.37)

.
1. , (2.37).
2. , 3, , (1 1 1
, O , , ).
3 3 3

188

IV

,
, ( ).


t

x, u ( x ), f ( x, s, u (s ))ds = 0 ,
a

(1)

u ( x ) , t {b, x}.
t = b , , ,
t = x , .
. .

b

A( x )u ( x ) + K ( x, s )u (s )ds = F ( x ) ,

(2)

A( x )u ( x ) + K ( x, s )u (s )ds = F ( x ) .

(3)

A( x ) [a; b] , u ( x ) .
. ,
b

K ( x, s )u (s )ds = F ( x )

(4)

K ( x, s )u (s )ds = F ( x ) .

(5)

, .
A( x ) 0 x [a; b] , (2), (3)
b

u ( x ) K (x, s )u (s )ds = f ( x )
a

189

(6)

u ( x ) K (x, s )u (s )ds = f ( x ) .

(7)

(6) (7)
. (7) K ( x, s ) 0 s > x ,
, . K ( x, s ) x = s , ,
, ,
.

VIII

1.

u ( x ) K (x, s )u (s )ds = f ( x ) .

(1.1)

[a; b] (n + 1) a x0 < x1 < K < x n b (1.1) , x k .


(1.1)
n

u ( x ) Ak K ( x, xk )u ( xk ) = f ( x ) + ( x ) ,

(1.2)

k =0

Ak , ( x ) . . ,
,
2
1
ba
h2

(b a ) (K (x, 2 )u ( )) .
x k = a + k + h, k = 0, n 1; h =
, Ak = h, ( x ) =
2
n
24
s

(1.2) x = xi , i = 0, n ,
:
n

u ( xi ) Ak K ( xi , xk )u ( xk ) = f ( xi ) + ( xi ), i = 0, n .

(1.3)

k =0

( x ) , , (1.3) ( xi ) ,

190

yi Ak K ik yk = fi , i = 0, n

(1.4)

k =0

( y i u ( xi ), K ik = K ( xi , x k ), f i = f ( xi ) ).
y i (1.4)
(1.1) xi , i = 0, n , ( )
(, ).
. y i , i = 0, n ,
[a; b] .
n

y ( x ) = f ( x ) + Ak K ( x, xk ) yk .

(1.5)

k =0

, , (1.4) , ..
1 A0 K 00
( ) =

A1 K 01

A0 K 10

1 A1 K 11 K

A0 K n 0

A1 K n1

An K 0 n
An K 1n

K
K 1 An K nn

0,

. ( ) = 0 , ,
,
. (1.4) f i = 0, i = 0, n ,
(1.1) (, ),
.. .
1.1.

.
, ( ) 0 . (1.4)
, , ().
i . y i , i = 0, n (1.4)
n

yi Ak Kik yk = fi i , i = 0, n .

(1.6)

k =0

, , :
yi =

ki ( f k k ), i = 0, n ,
n

( ) k =0

ki f k k i .
191

(1.7)

i = u ( xi ) yi
. , u ( xi ) (1.3). , (1.7), :
u ( xi ) =

ki ( f k + ( x k )), i = 0, n .
n

(1.8)

( ) k =0

(1.8) (1.7), :

i =

ki [ ( x k ) + k ], i = 0, n .
n

(1.9)

( ) k =0

( x )
( x ) = (n ) ( , ). ,
i = (n ) .
(1.9) ,

+ n
ki = B ( + ) ,
( ) k =0

(1.10)

B =

ki

k =0

( )

, ( ) ki
B ,
.
( x ) .
b

k =0

( x ) = K ( x, s )u (s )ds Ak K ( x, xk )u ( xk ) = u ( x ) = f ( x ) + K ( x, s )u (s )ds =
b
b
b
n

= K ( x, s ) f (s ) + K (s, t )u (t )dt ds
Ak K ( x, xk ) f ( xk ) + K ( xk , t )u (t )dt =
k =0

a
a
a

(1.11)
b

= K ( x, s ) f (s )ds

b b
n

K ( x, xk ) f ( xk ) + K ( x, s )K (s, t )ds
Ak K ( x, xk )K ( xk , t )u (t )dt =
a
k =0
k =0

a
n

= f ( x ) + K ( x, t )u (t )dt ,

k =0

f ( x ) = K ( x, s ) f (s )ds Ak K ( x, xk ) f ( xk )
192

k =0

K ( x, t ) = K ( x, s )K (s, t )ds Ak K ( x, x k )K ( x k , t ) .
f ( x ) K ( x, t ) , f (x ) K ( x, s ) , (1.11) :

( xi ) max ( x ) f + (b a ) K H ,

(1.12)

x[a ; b ]

H = max u ( x ) .
x[a ; b ]

(1.12) (1.10), :

i B[ ( f + (b a ) K ) + ], i = 0, n .

(1.13)

(1.13) . H .
H .
[a; b] (1.5), ( x ) :

( x ) = u ( x ) y ( x ) = Ak K ( x, x k ) k + ( x ) .
n

k =0

, (1.12), (1.13), ( , ):

k =0

( x ) Ak K ( x, xk ) k + ( x ) max k max K ( x, s ) Ak + ( x )
0 k n
( x, s )
k =0

{(b a )MB[ ( f + (b a ) K H ) + ] + f + (b a ) K H }.
~
M = max K ( x , s ) . H = max y ( x ) .
( x ,s )
x[a ; b ]
~
. u ( x ) = y ( x ) + (x ) , H H + max (x ) , , x[a ; b ]

( x ) , :

~
H H + {(b a )MB ( f + (b a ) K H ) + + f + (b a ) K H }

3
2
2
~ + [ + (b a )MB ( + )] .
H 1 (b a ) MB K (b a ) K H
f
f

(b a ) K [ (b a )MB + 1] > 0
193

H :
H

].
(b a ) [ (b a )MB + 1]

~
H + f + (b a )MB ( f + )
1

(1.14)

, (1.13), (1.14) .
, ,
(1.1): , ( x ) .
:
1. ;
2. .
,
(1.4), , ( K ( x, s ) ).
, , , . , ( ).
2.
. K ( x, s ) ,

K ( x, s ) = i ( x ) i (s ) .
n

i =0

(2.1)

i ( x ) i (s ) i = 0, n (2.1) , (2.1) .
:
1.
2.

K ( x, s ) = e x + s = e x e s = 0 ( x ) 0 (s ) ;
K ( x, s ) = sin ( x + s ) = sin x cos s + cos x sin s = 0 ( x ) 0 (s ) + 1 ( x ) 0 (s ) .

(1.1) .
, (1.1)
b
b n
u ( x ) = K ( x, s )u (s )ds + f ( x ) = i (x ) i (s )u (s )ds + f ( x ) =

a
a i = 0

i =0

i =0

= i ( x ) i (s )u (s )ds + f ( x ) = f (x ) + C i i ( x ),
..

194

u ( x ) = f ( x ) + C i i ( x ) ,
n

(2.2)

i =0

C i = i (s )u (s )ds , i = 0, n .

(2.3)

Ci , (2.2) (2.3):
b
n

C i = i (s ) f (s ) + C j j (s ) ds , i = 0, n
j =0
a

C i C j aij = bi , i = 0, n ,
j =0

(2.4)

bi = i (s ) f (s )ds ; aij = i (s ) j (s )ds , i = 0, n; j = 0, n .

(2.5)

, C i (2.2) .

( ) =

1 a 00 a 01 K
a10 1 a11 K
a n 0

a n1

a 0 n
a1n

K 1 a nn

, C i , , u ( x ) . ( ) = 0 .
(1.1), ~
K ( x, s ) K ( x, s )
.
:
1. :
) K ( x, s ) x
[a; b] , x :
i
n (x x ) K (x , s )
~
0
0
K ( x, s ) =
,
i =0
i!
x i
i

(2.6)

x0 [a; b] ( , , ).
, (2.1),
195

i ( x ) = ( x x0 )i , i (s ) =

1 i K (x0 , s )
.
i!
x i

) K ( x, s ) s [a; b] , s :
i
m (s s ) K ( x, s )
~
0
0
.
K ( x, s ) =
i
i =0
i!
s
i

(2.7)


1 i K ( x, s 0 )
i
i (x ) =
, i (s ) = (s s 0 ) .
i
i!
s
)
:
i

n 1

~
K ( x, s ) = ( x x 0 ) + (s s 0 ) K ( x0 , s 0 ),
i = 0 i!
x
s

(x0 , s0 [a; b]) .

(2.8)

, , (2.5).
2. .
. , [ l; l ] (,
, ). ( ,
K ( x, s ) x )
n
ix
1
~
K ( x, s ) = a0 (s ) + ai (s ) cos
,
i =1
l
2

(2.9)

a i (s ) =

2l
ix
dx , i = 0, n .
K ( x, s ) cos
l
l0

, [a; b] .
,
s , .
3. .
. [a; b] (n + 1) a x0 < x1 < K < x n b (
), :

n +1 ( x )
K ( xi , s ) .
i = 0 ( x x i ) n +1 ( x i )

n
~
K ( x, s ) =

196

(2.10)

s :

m +1 (s )
K (x, s j ) .
+1 (s j )
j = 0 (s s j ) m

m
~
K ( x, s ) =

(2.11)


. , ,

n +1 ( x ) m +1 (s )
K (xi , s j ) .
+1 (s j )
i = 0 j = 0 ( x x i )(s s j ) n +1 ( xi ) m

n m
~
K ( x, s ) =

(2.12)

, ,
.
4. ( 1922 ).
~
K ( x, s )
~
K ( x, s )
K (x0 , s )
K (xn , s0 )

K ( x, s 0 ) K K ( x , s n )
K (x0 , s 0 ) K K (x0 , s n )
= 0,
K
K (x n , s 0 ) K K (x n , s n )

x0 ,K, x n , s 0 ,K, s n [a; b] .



~
K ( x, s ) + 0, 0 + K ( x 0 , s ), K ,0 + K ( x n , s )

, :
K ( x, s 0 )
0
1 K (x0 , s ) K (x0 , s0 )
~
K ( x, s ) =

K (xn , s0 ) K (x n , s0 )

K K ( x, s n )
K K (x0 , s n )
K

(2.13)

K K (x n , s n )

K (x0 , s 0 ) K K (x0 , s n )
K (xn , s0 )

.
K
K K (xn , s n )

(2.14)

. , , (2.13),
~
~
(2.14), K ( xi , s ) = K ( xi , s ); K (x, s j ) = K (x, s j ) .

197

3.

(1.1).

u ( x ) = i i ( x ) ,
i =0

(3.1)

(1.1), i ( x ) .
(3.1) (1.1).

i =0

i =0

i
i
i ( x ) K ( x, s ) i (s )ds = f ( x ) .

( , (3.1) ) , , ( , ) (3.1):

0 (x ) = f ( x ),

(
)
=

x
K ( x, s ) i 1 (s )ds , i = 1, 2,K
i

(3.2)

, . .
R = [a; b] [a; b] K ( x, s ) M , -

[a; b] f ( x ) N .

(3.2) :

0 (x ) = f (x ) N ,
b

1 ( x ) = K ( x, s ) 0 (s )ds K ( x, s ) 0 (s ) ds NM (b a ) ,
2 ( x ) = K ( x, s ) 1 (s )ds K (x, s ) 1 (s ) ds NM 2 (b a )2 ,
KK
i ( x ) NM (b a ) , i = 0, 1, 2,K
i

, , (3.1) -

N ( M (b a )) , , ,

i =0

M (b a ) < 1 .

198

(3.3)

, (3.3), (3.1) [a; b] .


y ( x ) = y n ( x ) = i i ( x ) .
n

(3.4)

i =0

( ,
(3.2) ). :

n ( x ) = u( x ) y n ( x ) =

(x) N
i

i = n +1

n +1

M n+1 (b a ) (1 + M (b a ) + L) =
n +1

(3.5)
= N [ M (b a )]

n +1

1
, x [a; b].
1 M (b a )

n ( x ) .
, y n ( x ) u( x ) .
n

, , (3.2), ,
, .
,
, . , (1.1)
b

u ( x ) = K ( x, s )u (s )ds + f ( x ) .
a

(. ) , .
y 0 ( x ) ,
b

y n +1 ( x ) = K ( x, s ) y n (s )ds + f ( x ), n = 0, 1, K ,

(3.6)

y 0 ( x ) 0 (3.2), (3.4).
, (3.6) (3.5)
b

(u ) = K (x, s )u (s )ds . , a

(3.2), (3.4) , (3.5) .

199

4.
4.1.

, , K ( x, s ) 0 s > x .
, ,
. ~
, K ( x, s )
K - .
, .
,
x

u ( x ) K ( x, s )u (s )ds = f ( x ), x [a; b] .

(4.1)

[a; b] (n + 1) a x0 < x1 < K < x n b


(4.1) :
xi

u ( xi ) K ( xi , s )u (s )ds = f ( xi ), i = 0, n .

(4.2)

(4.2) (!) .
,
x0 , x1 , K, xi :
u ( xi ) AK(i ) K ( xi , x k )u ( x k ) = f ( xi ) + (i ) ( xi ) .
i

k =0

(4.3)

Ak(i ) ( -

i ), (i ) ( x ) .
(4.3) ,

(4.1) ( , 1
):
i

y i K ik y k = f i , i = 0, n ,
k =0

1 A0(0 ) K 00 y 0 = f 0 ,

(1)
(1)
A0 K 10 y 0 + 1 A1 K 11 y1 = f 1 ,

(
)
n
A K y L A (n ) K y + 1 A (n ) K y = f .
0
n0 0
n 1 nn 1 n 1
n
nn
n
n

200

(1.4)

. (1.4) .
4.2.

(. 3) (4.1)

u ( x ) = i i ( x ) ,

(1.5)

i =0

i ( x )
0 (x ) = f ( x ),

(
)
=

x
K ( x, s ) i 1 (s )ds , i = 1, 2,K

(1.6)

, .
,
, .
, , , R = [a; b] [a; b] K ( x, s ) M , [a; b] f ( x ) N ,

0 ( x ) = f ( x ) N , a x b,
x

1 ( x ) = K ( x, s ) 0 (s )ds K ( x, s ) 0 (s ) ds NM ( x a ), a x b ,
x

2 ( x ) = K ( x, s )1 (s )ds K ( x, s ) 1 (s ) ds NM (s a )ds NM
i ( x ) NM i

(x a )

( x a )2 , a x b ,
2!

KK

, a x b, i = 0, 1, 2,K
i!
, (1.5)
i
[ M ( x a )]
, , ,
N
i =0
i!
M ( xa )
), .. x ( N e

(4.1) .
n (x )
y n ( x ) = i i ( x )
n

i =0

:
201

n (x ) = i (x ) N
i

n +1

i = n +1

M n +1 ( x a )

(n + 1)!

n +1

M (x a )
[q = M (b a )]
1 +
L
+

2
n
+

q n +1
q
q2
q n +1
q
q2
1 +
1
+
+ K < N
+
+
+ K =

2
(n + 1)! n + 2 (n + 2)(n + 3)
(n + 1)! n + 2 (n + 2)

=N

q n +1

(n + 1)!

1
q
1
n+2

, a x b, n > q 2 .

IX

,
( )
,

, , .
, , ,
. , , .
1.

:
I. 0 ( x ), 1 ( x ),K .
,
. , , :
1. i i ( x ) ;
2. n {i ( x )}i=1 ;
3. {i ( x )} C ( : F ( x ) C [a; b] > 0
n

n c0 , c1 ,..., cn , F ( x ) cii ( x ) <


i =0

x [a; b] ).
II. 0 ( x ), 1 ( x ),K .
- .
, , C [a; b] . ,

202

f ( x ) ( x )dx = 0,
i

i = 0,1, ... , , f ( x ) 0 (-

,
: ( f , i ) = 0, i = 0,1,... f 0 ).

n

un ( x ) = f ( x ) + cii ( x ) .

(1.1)

i =0

( n + 1) . ,
.

b

Lu u( x ) K ( x , s )u( s )ds = f ( x ) ,

(1.2)

{ i ( x )} : un ( x )
(1.2), .. Lun f 0 ,

(Lun f , j ) = 0,

j = 0,1, 2, ...

( n + 1) ci ,
. ,
( n + 1) :

(Lun f , j ) = 0,

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

(1.3)

(1.3) ci . .
n

L , Lun = Lf + ci Li . (1.3) :
i =0

+
Lf
ci Li f , j = 0, j = 0,1, ..., n

i =0

( )
n

c (L , ) = ( f Lf , ),
i

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

i =0

,
(1.1), ,
n

c = b j , j = 0,1, ..., n ,

ji i

i =0

203

(1.4)

(
)
a ji = (Li , j ) = i x K ( x , s )i ( s )ds j ( x )dx =

a
a
b

b b

a a

= i ( x ) j ( x )dx K ( x , s )i ( s ) j ( x )dsdx ,

(1.5)

b j = ( f Lf , j ) = f ( x ) f ( x ) + K ( x , s ) f ( s )ds j ( x )dx =

a
a
b

b b

= K ( x , s ) f ( s ) j ( x )dsdx .
a a

{i ( x )} { i ( x )} (1.4), (1.5) .
, un ( x ) .
{i ( x )} { i ( x )} , . .
1.1.

, K ( x , s )
, . ,
{i ( x )} ( ,
), K ( x , s )
x K~ ( x , s ) n - .
:
n
K~ ( x , s ) = ( s ) ( x ) ,

i =0

i ( s ) = K ( x , s )i ( x )dx .
a

u( x ) K~ ( x , s )u( s )ds = f ( x )
a

( )
n

u( x ) = f ( x ) + cii ( x ) ,
i =0

ci (. (2.4), (2.5) VIII)


204

ci aij c j = bi , i = 0,1, ..., n ,


j =0

b b

a a

bi = f ( s ) i ( s )ds = K ( x , s ) f ( s )i ( x )dsdx ,
b

b b

a a

aij = i ( s ) j ( s )ds = K ( x , s )i ( s ) j ( x )dsdx ,


(1.4), (1.5) i ( x ) i ( x ), i = 0,1, ... .
. , (1.1):
n

un ( x ) = cii ( x ) .

(1.1)

i =0

ci (1.4)
, b j
b

b j = ( f , j ) = f ( x ) j ( x )dx .

(1.5)

2.
2.1.

(1.2) .
,
J (u ) = ( Lu f , Lu f ) ,
(2.1)
b

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

, , , , .
{i ( x )} , (
), (1.1):
n

un ( x ) = cii ( x ) .
i =0

(2.1)
n
n

J (un ) = ci Li f , ci Li f
i =0

i =0

205

(2.2)

c0 , c1 , ..., cn ( (2.2)).
, :
J (un )
n

= 2 ci Li f , L j = 0 , j = 0,1, ..., n .
c j
i =0

, c0 , c1 , ..., cn :
n

c = b j , j = 0,1, ..., n ,

ji i

(2.3)

i =0

b
b

a ji = (Li , L j ) = i ( x ) K ( x , s )i ( s )ds j ( x ) K ( x , s ) j ( s )ds dx ,

a
a
a
b

(2.4)

b j = ( f , L j ) = f ( x ) j ( x ) K ( x , s ) j ( s )ds dx .

a
a
b

2.2.

, Lu( x ) = f ( x ) .
(2.2) {i ( x )} .
, -
. (, ).
(1.2) . ,
Lun (x j ) = f (x j ), j = 0,1, ..., n

(2.5)

c = f (x j ), j = 0,1, ..., n ,

ji i

(2.6)

i =0

a ji = Li (x j ) = i (x j ) K (x j , s )i ( s )ds .

(2.7)

(2.7) , :
L0 ( x0 ) K L n ( x0 )
= K
0.
K
K
L0 ( x n ) K L n ( x n )

206

,
(, , ), {Li ( x )} [a; b] .
, {i ( x )} .
:
1. (,
-);
2. ( , ,
, )
( ) .

IX

, , (
) .
, .
,
.
1.

Au = f , u U , f F ,

(1.1)

A ( ), U F , f F
u U .

0
1 . :
b

K ( x, s )u( s )ds =

f ( x ), c x d ;

(1.2)

f ( x ), c x d ;

(1.3)

20.
x

K ( x, s )u( s )ds =
a

. u U (1.1)
( ),
f = f 0 F

207

) U ;
) U ;
) U , .. f F .
.
) ) , ( ).
,
1
A , F .

( , , ).

Au = f .
:
1) A , det A = 0 . ,
. , ),
);
2) A , det A 0 . ,
) ,
;
3) A . , ,
) ) .
, (1.2) .
. K ( x , s )
, .. K ( x , s ) = K ( s, x ) . , K ( x , s )
f ( x ) . , (., , : .. , .. . ), i ( x ) A:
b

Ai ( x ) = K ( x , s )i ( s )ds = ii ( x ) , i = 0,1, ...


a

(i , j ) = i ( s ) j ( s )ds = i j .
a

K ( x , s ) (
)

K ( x , s ) = ii ( x )i ( s ) ,
i =0

L2 -:

K ( x, s ) =

b b

K ( x, s )
a a

208

dxds .

, , , K = i
2

, , i 0 .

i =0

, i 0 0 i N i = 0 i > N .

N

K ( x , s ) = i i ( x ) i ( s ) ,
i =0

.. (1.2)
b

i =0

i =0

K ( x, s )u( s )ds = i i ( x ) i ( s )u( s )ds = i ( i , u ) i ( x ) = f ( x ) .


, , f ( x ) 0 ( x ), ..., N ( x ) , ..
N

f ( x ) = f i i ( x ) .
i =0

,
N

u( x ) = u0 ( x ) =
i =0

fi

i (x) .

, u( x ) (
)
N

u( x ) = C i i ( x ) ,
i =0

( u, k ) = Ck

i =0

i =0

i =0

K ( x, s )u( s )ds = i ( i , u ) i ( x ) = C i i i ( x ) = f ( x ) = f i i ( x ) ,
C i =

fi

, u( x ) ,

u( x ) = u0 ( x ) +

C (x) ,
i

i = N +1

< + , (1.2) (!).

i = N +1

209

, (1.2) ;
, , .
, i .

u( x ) =
i =0

fi

i ( x ) ,

, -, f i f ( x )
i ( x ) . f ( x ) L2 [a; b] , L2 , ..
(
).
, (1.2) f n ( x ), n = 0, 1, 2,...
f ( x ) L2 [a; b] , ..
2

fn f

= ( f i n f i ) n
0 ,

i =0

(1.2),

u u =
n

( fi n fi )2 ,

i =0

i2

, .
, f n ( x ) = f ( x ) + n n ( x ) .

fn f

n n 2 = n n
0 .

n
u
u u = u+
n n
n

.
n

, .
,
.
, (1.3) .
, ,
x

u( s )ds =

f ( x ) f (a )

(1.4)

, (1.4) (
f ( x ) (!)) u( x ) = f ( x ) .
.

210

2.

, . f ( x ) f ( x ) , u ( x ) , u ( x ) u( x ) , .
f ( x ) ,
, .
u( x ) .

Au = f

(2.1)

.
, u( x ) .
A u = f ,
(2.2)
> 0 ( ), u ( x ) .
. A , :
) (2.2) F
> 0;
( ) , u ( ) u U .
) ( ) ( ) , f f
F

, A , (2.2) f F , f f ; , . u ( x ) u ( x ) (2.1).
2.1.

K ( x, s )u( s )ds =

f ( x ), c x d .

(2.3)

, , f ( x ) 0
u( x ) 0 . f ( x ) F
, .
b

A( x , u( s )) = K ( x , s )u( s )ds
a

U F .
211

(2.4)

(2.3)
d

[A( x, u( s )) f ( x )] dx min .
2

(2.5)

M ( , f ( x ), u( s )) = [ A( x , u( s )) f ( x )] dx + (u( s )) min ,
2

(2.6)

(u( s )) . (u )

( u ) = n ( u ) = u

2
n
d k u( s )
= pk ( s )
ds
k
ds

k
=
0
a
b

2
W2n

n ( W2n ,
pk ( s ) ).
1. (2.6) u ( x ) f ( x ) F > 0 .
.
> 0 M ( , f , u ) .
f ( x ) : M = inf M ( , f , u ) . uU

ui ( s ) , lim M i = M , M i = M ( , f , ui ) . i

, M i .

(ui ) M i M 0 = const

(ui )

M0 .

, ui ( s ) u( s ) , (u ) const . , , U .
ui ( s ) uik ( s ) ,

u ( s ) U . M ( , f , u )
. u ( s ) U (2.6).
2. (2.6) (2.5).
.
~
u ( s ) (2.5) f ( x ) , u ( s )
~
~
(2.6) f ( x ) f ( x ) = A( x , u ( s )) .
~
~
M , f , u u ,

212

~~
~
M , f , u M , f , u .
:

(u~ ) M ( , f , u~ ) M ( , f , u ) = [A( x , u ) f ( x )] dx + (u ) =
~

(2.7)
d

~ 2
~
= f ( x ) f ( x ) dx + (u ) = f f
c

2
L2

+ (u ) .


~
ff

C ,

(2.8)

~
(u ) C 2 + (u ) = const .

(2.9)

L2

C .
(2.7) ,

~
, u U 0 U (, u
U 0 ).
F0 f ( x ) U 0 A.
A , .
F0 U 0 A1 U . ,
> 0 ( ) , f f ( ) ~
u u .
,
~
f f

d
d
~ 2
~ 2
~~
~
= f ( x ) f ( x ) dx = A( x , u ) f ( x ) dx M , f , u (C 2 + (u )) .
c

(2.8) :

~
~
f f f f + f f C + C 2 + ( u ) .

(2.10)

,
2

( )
.
0 ( )
2
C + C + (u )

(2.11)

(2.10) ( ) , ,
~
u u .
, 0 ( ) ( ) = C , ~
~
0 ( ) f f ( ) u u .

213

. (2.6) .
,
, , .
. W2n , n -
, ( ( n 1) ) . , n (u )
n = 0 , n = 1 ( n 1) -
n >1.
2.1.1.

, ~
f f .
, (2.8), ~
, u .
, (2.11), u~
, .
(2.8), (2.11) , ( ) .
.
,
(, 10 1 , 10 2 ,... ) ( ), ,
- .
. ,
h
: Ch m ,
( ) E = Ch m +

. , -

h = h = m+1

.
Cm
n . ,
n . ~
n = 0 u u .
n = 1 .
2.2.

A , (2.6) :
n

k =0 a

(
)
[
(
)
]
pk s u s ds + K ( x , s )u( s )ds f ( x ) dx min .

c a
(k )

(2.12)

~
, u ( x ) , (2.12), , : .
u ~ u1 := u + u , , :

214

d b
n b

b
0 = pk ( s )u ( k ) ( s )u ( k ) ( s )ds + K ( x , )u( )d f ( x ) K ( x , s )u( s )dsdx . (2.13)
k =0 a
a
c a

, , :
b

pk ( s )u ( k ) ( s )u ( k ) ( s )ds = u ( k 1) ( s ) pk ( s )u ( k ) ( s ) a u ( k 1) ( s )
b

k 1

= ( 1) u
j

( k 1 j )

j =0

d
[ pk ( s )u ( k ) ( s )]ds =
ds

dj
dk
( s ) j [ pk ( s )u ( k ) ( s )] + ( 1)k u( s ) k [ pk ( s )u ( k ) ( s )]ds.
ds
ds
a
a

(2.13), :
n

k 1

( 1) u
j

( k 1 j )

k =0 j =0

n
dj
dk
( s ) j [ pk ( s )u ( k ) ( s )] + ( 1)k u( s ) k [ pk ( s )u ( k ) ( s )]ds +
ds
ds
k =0
a
a

b
b
+ K ( x , )u( )d f ( x ) K ( x , s )u( s )dsdx = 0.
a
c a
d

(
u ( k ) ):
n

( j 1)

j =1

( s ) ( 1)
k= j

k j

n
d k j
dk
k
(k )
[ pk ( s )u ( s )] + ( 1) u( s ) k [ pk ( s )u ( k ) ( s )]ds +
k j
ds
ds
k =0
a
a

d b
d
b

+ K ( x , )u( )d K ( x , s )u( s )ds dx = f ( x ) K ( x , s )u( s )dsdx .


a

c a
c
a
n

q j (u ) = ( 1)
k= j

k j

d k j
[ pk ( s )u ( k ) ( s )].
ds k j

q j (u( a )) = q j (u(b )) = 0, j = 1, n

(2.14)

u( s ) ( - ), :
n

( 1) k
k =0

b d
d

dk
(k )
[
(
)
(
)
]
(
)
(
)
(
)
p
s
u
s
+
K
x
,

K
x
,
s
dx
u

=
k

a c
c K ( x, s ) f ( x )dx .
ds k

Q ( s, ) = K ( x , )K ( x , s )dx , ( s ) = K ( x , s ) f ( x )dx ,
c

215

(2.15)

( 1)k
k =0

dk
[ pk ( s )u ( k ) ( s )] + Q( s, )u( )d = ( s ) .
ds k
a

(2.16)

(2.14) (2.16) , Q ( x , s )
[a; b] [a; b] , , ( s ) .
( n = 0 ) (2.14) (2.16)
b

u( s ) + Q ( s, )u( )d = ( s ), a s b ,

(2.17)

..
, .
2.3.


. .

Au = f ,
u f .
n (u ) n = 0 , ,
M ( , f , u ) = Au f

+ u 2 min ( a

= ( a, a ) ).

(2.18)

n = 0 , .
( 0 ) .
(2.18) u ,

(AT A + E )u = AT f .
E ( ,
> 0 ), .
A .

216

V


( ), ( ), ,
.. , (..
), t .
(-, ).
( ).
, , ,
, : , .
, , n - , , :

u (n ) (t ) = f t , u , u , K, u (n 1) ,

(1)

f (n + 1) .
, , (1) u (k ) (t ) = u k +1 (t )


u k (t ) = u k +1 (t ), k = 1, K , n 1,

u n (t ) = f (t , u1 , K , u n ).



(, ).
, ,
u k (t ) = f k (t , u1 , K , u n ), k = 1, n ,


u (t ) = f (t , u ) ,

(2)

( u = (u1 , K , u n ) , f = ( f1 , K , f n ) ).
, , T
n C = (C1 , K , C n ) : u (t ) = u (t ; C ) .
, .. n u k (t ) . T

217

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

uk (t0 ) = uk0 , k = 1, n ,

(3)

.. t = t 0 .
0.

( )
. , ,
,
(2) ( , ).
, t 0 t T u (t )
u (t ) = f (t , u ) ,

(0.1)

u (t 0 ) = u 0 .

(0.2)


. , f (t , u )
.
( )
1. (
);
2. ( , ).
. u m (t ), m = 0,1,K u (t ) :
t

u m (t ) = u 0 + f (x, u m 1 ( x ))dx, t 0 t T , m = 1, 2,K,


t0

u 0 (t ) u 0 .

218

, , .
.
, .
.
. u m (t )
m

(t t 0 )i

i =0

i!

u m (t ) =

u (i ) (t 0 ), t 0 t T ,

(0.3)

u (0 ) (t 0 ) = u (t 0 ) = u 0 , u (1) (t 0 ) = u (t 0 ) = f (t 0 , u 0 ) ,

u (i ) (t 0 ), i = 2, 3,K , m ,
(0.1):
u (2 ) (t 0 ) = u (t 0 ) = f t (t 0 , u 0 ) + f u (t 0 , u 0 ) f (t 0 , u 0 ),
u (3 ) (t 0 ) = u (t 0 ) = f tt (t 0 , u 0 ) + 2 f tu (t 0 , u 0 ) f (t 0 , u 0 ) + f uu (t 0 , u 0 ) f

(t 0 , u 0 ) +

(0.4)

+ f u (t 0 , u 0 )( f t (t 0 , u 0 ) + f u (t 0 , u 0 ) f (t 0 , u 0 )),
KK

t , t 0 , (0.3) (0.4) m
u (t ) (0.1) (0.2).
t t 0 u (t ) u m (t ) , , , (0.3) , t
.
, t 0 < t1 < t 2 < K < t N = T
y j u (t j ), j = 1, 2,K , N .


y j +1 = F ( y j q , y j q +1 , K, y j , y j +1 , K, y j + s ),

(0.5)

F , (0.1) .
q = 0 s {0, 1} ,
q 1 s > 1 .
, (0.5)
s = 0 s 1 . s > 1 .

219

(0.5) , j = 0 j = N 1 .
, , , q y1 , K, y q
s 1 ( ) .
.
, j = t j +1 t j j

(,
).
.
, , ,
.
, , .
1. (0.5) (0.1)
r (t j , ) = u (t j +1 ) F (u (t j q ),K , u (t j ), u (t j +1 ), K, u (t j + s ))

(0.6)

(0.5).
2.

(t j , ) =

u (t j +1 ) u (t j )

F (u (t j q ), K, u (t j ), u (t j +1 ), K , u (t j + s )) u (t j )

r (t j , )

(0.1) (0.5).
, (t j , ) ( r (t j , ) )
.
(t j , ) = O( p ), p 1 , (0.5) p - .

X

:
1. ., ., . . . .: , 1990.
1.

, ,
( - ) u (t ) t j . , -
220

.
t j +1 [t j ; t j +1 ] .
, , (0.1), (0.2) t j ( 0 j < N ) ( , y k , k = 0,1, K, j )
t j +1 = t j + j . ,
j , .
(0.3),
t 0 t j , t t j +1 . :
m

i =0

i!

y j +1 =

y (ji ) ,

(1.1)

y (ji ) , , (0.4), t 0
t j , u y .
, (1.1) (, ) (..
) ,
.
(1.1) :
1. m = 1 : -
y j +1 = y j + f (t j , y j )

(1.2)

( (1.2) , );
2. m = 2 : -
y j +1 = y j + f (t j , y j ) +

2
2

( f (t
t

, y j ) + f (t j , y j ) f u (t j , y j )) . (1.3)

, , t 0 t j , - 0 , . , , m(m + 1)

,
2

, , .
m > 1 .
2. -

(0.1) t j ; t j +1 ,
u (t j + ) = u (t j ) + f ( x, u (x ))dx ,
t j +1
tj

221

(2.1)


. (2.1),
(0.1).

f (t , u (t )) t j ; t j + .

t j . , ,
b

( x )dx (b a ) (a ) .

( ),
y j +1 = y j + f (t j , y j ) ,
(1.2).
, ) (2.1 ,
y j +1 = y j + f (t j +1 , y j +1 ) ,

(2.2)

.
(2.1) , ( )
y j +1 = y j +

( f (t

, y j ) + f (t j +1 , y j +1 )) ,

(2.3)

.
, (2.2) (2.3) ( )
y j +1 ,
.
: , ,
(1.2), f .
- (2.1).
u = u (t j + ) u (t j ) (2.1) x = t j + . (2.1)
u = f (t j + , u (t j + ))d .
1

:
c1 , c 2 ,K , c s

( c = (c1 , c 2 , K , c s ) ),
T

222

(2.4)

a11 , a12 ,K, a1s


K

( Ass ),

a s1 , a s 2 ,K , a ss
b1 , b2 ,K , bs

( b = (b1 , b2 , K , bs ) ).
T


s
k1 = f t j + c1 , y j + a1l k l ,
l =1

s
k 2 = f t j + c 2 , y j + a 2l k l ,
l =1

KK

(2.5)

s
k s = f t j + c s , y j + a sl k l .
l =1

s
k i = f t j + ci , y j + ail k l , ,
l =1

f (t j + ci , u (t j + ci )) , -

. , , bi k i i = 1, s , :

y = bi k i
i =1

y j +1 = y j + bi k i .

(2.6)

i =1

(2.5), (2.6) s - -.

c

(2.7)

.
, a in = 0 n i i ( c1 = 0 ), k i k1 , K , k i 1 .
-.
a in = 0 n > i i aii 0 ,
, , ,
A ,
.
223

-.
, -
(, , - c, A b ).
, (2.6), (2.5)
( (2.7)) . ,
(0.1) ( f ) ,
(2.6) r (t j , )
:
r (t j , ) = u bi k i =
s

i =1

l =0

l
l!

r (l ) (t j , 0) +

k +1

(k + 1)!

r (k +1) (t j , ), 0 < < 1 .

c, A b ,
r (l ) (t j , 0 ) = 0, l = 0,1,K , k ,

(2.8)


r (t j , ) =

k +1

(k + 1)!

r ( k +1) (t j , ) ,

(2.9)

.. k - .
:
u (t j + ) = u (t j ) + u (t j ) +

2
2

u (t j ) + L = u + f +

2
2

( ft +

fu f ) + L .

(2.6) ( (0.1)), ..
u (t j ) + bi k i = u (t j ) + bi f (t j + ci , u (t j ) + (ai1 k1 + L + aii 1 k i 1 )) .
s

i =1

i =1

, f .
s k c, A
b .

.
2.1.

s = 1 , b1 . (2.6)
y j +1 = y j + b1 k1 = y j + f (t j , y j ) ,
224

r (t j , )
r (t j , ) = u (t j + ) u (t j ) b1 f (t j , u (t j )).
,
:
r (t j , ) = u (t j + ) b1 f (t j , u (t j )),
r (t j , ) = u (t j + ).

r (t j , ) b1 , l = 2 (2.8)
f . k = 1 (2.8)
r (t j , 0 ) = u (t j ) b1 f (t j , u (t j )) = (1 b1 ) f (t j , u (t j )) = 0 .
, b1 = 1 . , (2.7)
0 0
1
, (2.9),
r (t j , ) =

2
2

r (t j , ) =

2
2

u(t j + ).

2.2.

s = 2 ( s = 1 , ,
).
y j +1 = y j + (b1k1 + b2 k 2 ) .

, :
u (t j + ) = u (t j ) + u (t j ) +

2
2

u (t j ) +

3
6

( )

u (t j ) + O 4 =
(*)

= u + f +

( ft + fu f )+

(f
6
3

tt

) ( )

+ 2 f tu f + f uu f 2 + f u ( f t + f u f ) + O 4 .

225

u (t j ) + (b1 k1 + b2 k 2 ) = u (t j ) + b1 f (t j , u (t j )) + b2 f (t j + c 2 , u (t j ) + a 21 f (t j , u (t j ))) =
2 2

c 22 2
a 21

2
= u + b1 f + b2 f + c 2f t + a 21 f u f +
f tt + c 2 a 21 f tu f +
f uu f 2 + O 4 = (**)
2
2

( )

= (b1 + b2 ) f + b2 (c 2 f t + a 21 f u f ) +
2

3 b2
2

(c

2
2

2
f tt + 2c 2 a 21 f tu f + a 21
f uu f

) + O( ).
4

(*) (**) , f , .
c 2 , a 21 , b1 b2 :
b1 + b2 = 1,

2b2 c 2 = 1,
2b a = 1.
2 21

(2.10)

, s = 2 f
3 .
s = 2 - 2.
, (2.10), , , , : c 2 = a 21 = ; b2 =

1
1
, ,
; b1 = 1
2
2

, ( , (0; 1] ). , ,
0

0
0

1 1
2 2

((2 1)k1 + k2 ),
y
y
=
+
1
+
j
j

k1 = f (t j , y j ),

k 2 = f (t j + , y j + k1 ).

(2.11) =
0
1
2

0
1
2
0

0
0
1

y = y + k ,
2
j
j +1

k1 = f (t j , y j ),

k = f t + , y + k .
j
j
1
2
2
2

( (!)), = 1 :

226

(2.11)

1
, ..
2

(2.12)

0
1
1
2

0
1

0
0
1
2

y j +1 = y j + 2 (k1 + k 2 ),

k1 = f (t j , y j ),

k 2 = f (t j + , y j + k1 ).

(2.13)

( (!)).
(2.11), (*) (**),
r (t j , ) =

3
6

[ f (1 3c b ) + 2 ff
tt

2
2 2

tu

(1 3c2 a 21b2 ) +

2
f 2 f uu (1 3a 21
b2 ) + f u ( f t + f u f ) + O( 4 ) . (2.14)

, ,
. c 2 = a 21 = ,
1
, :
b2 =
2
1 3 2

1
= 0,
2

2
. (2.14) :
3
r (t j , ) =

3
6

f u ( f t + f u f ) + O( 4 ) ,

-
0
2
3

0
2
3
1
4

0
0
3
4

y j +1 = y j + (k1 + 3k 2 ),
4

(
k
f
t
,
y
=
1
j
j ),

k = f t + 2 , y + 2 k .
j
j
1
2
3
3

(2.15)

2.3. -

, . (0.1) t :

t 1

=
.
u f (t , u )

227

(0.1)

, ( ) . ( ) , .
:

(u ) = f (u ,..., u ), J = 1, ..., n
J

(2.16)

(2.6) (.. t j = t 0 )

(2.6) , k i = f (g i ) :
J
J
g i = y0 +

y J = y J +
0
1

a f (g
i 1

ij

j =1

n
1
j ,K, g j

b f (
s

j =1

g 1j , K ,

g nj

), i = 1,K s,
).

(2.17)

, (2.16) (0.1), (2.17) J = 1


i 1

gi1 = y10 + aij .

(*)

j =1

- ci ( )
ci =

ij

(2.18)

(*)
i 1

gi1 = y10 + aij = t0 + ci ,


j =1

.. (2.6) .
, (2.18),
(2.16).
, u1J , (2.17) (,
u y ).
u1J g iJ = 0 . (2.17) g iJ . ( )

( ( ))(q ) =0 = q ( ( ))(q 1) =0
:
q=0:

(g )( )
J
i

228

=0

= u 0J ,

(2.19)

(.0)

(g )( )
J
i

q =1:

=0

ij

f J,

(.1)

q =2:

( f (g ))( ) = f (g ) (g )( ) ,
1

J
K

K
j

(.1)

f KJ =

f J
( ),
u K

(g )( )
J
i

=0

= ( ) =

ij

(g ) = 2 a ( f (g ))( )
j

ij

=2

()
a f (g )(g )
J
K

ij

=0

K
j

=
=0

(.2)
=2

a a
f KJ

ij

jk

=2

ij a jk

j, k

f KJ

f .

(g )( )

( )
a ( f (g ))

=0

=3

ij

(2.20)

=0

(.1), :

( f (g ))( ) = f (g )(g )( )
J

J
K

K
j

(1)

()
()
( )
f (g )(g ) (g ) + f (g )(g )
J
KL

L
j

K
j

J
K

K,L

K
j

(.2)

(2.20), :

(g )( )
i

=0

()
()
( )
a f (g )(g ) (g ) + f (g )(g )

=3

ij

J
KL

K , L

L 1
j

K
j

J
K

K
j

=0

(.3)
=3

ij a jk a jl

j, k , l

J
f KL

+6

K,L

ij a jk a kl

j, k , l

f KJ

f LK

K,L

(2.17)
(.1) (.3), aij b j .
:

(u )( ) = f
1

(u )

(u )( ) = f
2

J
K

(.1)

(u ) (u K ) 1

()

(u )
J

(3 )

J
K

(.2)

f KJ

(1)

( f
K

J
KL

fLf

+ f KJ f LK f

)=

(.3)
=

f
K,L

J
KL

f
K,L

229

J
K

f LK f

, , - :

b j = 1,
j

2 b j a jk = 1,
j, k

3 b j a jk a jl = 1,
j, k , l

6 b j a jk a kl = 1.
j, k , l

(2.21)

(2.18), - , :
b = 1,
j

1
bjc j = 2 ,
j

1
2
bjc j = ,
3
j

1
b j a jk c k = ,
6
j, k

a ij = c i .
j

(2.22)

2.3.1.

. , .
. , (.3) j , k , l a jk , a jl , a kl , J , K , L
J
, f KJ , f LK .
f KL
:

t31:

t32:
j

k
j

,
(), .
l j , k j l k , k j .
( ) ,
.
230

1.
A
:
A = { j < k < l < m < L} Aq , q .

() q (q 1) t : Aq \ { j} Aq ,
t (z ) < z z Aq \ { j} .

q LTq . z -

t (z ) , t (z ) z ( t ). j ( ) t . q
. (t ) .
:

q = 1 A1 = { j}, A1 \ { j} = ;
:
j
k
q = 2 A2 = { j , k }, A2 \ { j} = {k } t (k ) = j ;

q = 3 A3 = { j , k , l}, A3 \ {k , l}

) t (k ) = j , t (l ) = j ;

:
l

) t (k ) = j , t (l ) = k ;

j
k

. LT4 .
2.

f (u ) f (u ) f (u )K

F J (t )(u ) =

K , L,K

J
KK

K
K

L
K

(2.23)

, t LTq .

q 1 K , L, K (
Aq \ { j} ) q f ,
Aq t ,
.
Aq Aq = {j1 < j 2 < L < j q }, F (t )
:
q

F J1 (t )(u ) =

J 2 , K, J q i =1

Ji
t 1 ( J i )

(u ) ,

(2.24)

t .

F J (t 31 )(u ) =

J
KL

f L,

F J (t 32 )(u ) =

K,L

f
K,L

231

J
K

f LK f

, , , LT4
l

; , J
J
J
f KM
f LK f M f L , f KL
f MK f L f M f KL
f K f ML f M ,
K , L, M

K , L, M

K , L, M

.
3. t u ,
q : Aq Aq , ( j ) = j
t = u Aq \ { j} .

, LTq .
4. q
() q .
q Tq .

LTq (t ) . (t )

t , .. t .
, .
0. 1 .
2.3.2.

, , q -
.
1. (2.16)

(u )( )
J

t =t 0

F (t )(u ) = (t )F (t )(u ) .
J

tLTq

(.q)

tTq

.
:
q = 1, 2, 3 (. (.1) (.3)).
: (q + 1) ,
(.q), (q 1)! q q fKK ,
q .
(2.16) u , . , q + 1 (

232

(q 1)!

q , q ! ).

( . ).
, (.q).
j

k
j
l
l

2.3.3.

q - u1 k
j
l
l

k
j

k
j

233

l
k
j

g j (.. (2.17) ). (.1) (.2) q - . , .


(.2) , , , l . , , . , (.2), :

( f (g ))( ) = f (g )(g )( ) (g )( ) (g )( ) + f (g )(g )( ) (g )( ) +


J

J
KLM

K
j

L
j

M
j

J
KL

K , L, M

K
j

L
j

K,L

f (g )(g ) (g )
J
KL

K
j

(1)

L
j

(2 )

f (g )(g ) (g )
J
KM

K,L

K
j

(2 )

M
j

(1)

K,M

f (g )(g )
J
K

K
j

(.3)

(3 )

.
:
1) f KJK , .. ,
j ;
2) g , .
. : .
5. LS q q , .. ,
.
( ). q 1

(f

(g )) q 1
(

J
K1KK m
uLS q K1 , K, K m

(g )(g K1 )

(1 )

K g Km

)(

m )

(.q-1)

u LS q m , 1 , K , m
, q = 1 + 1 + L + m .

1.
. (.q-1) , , .
2.3.4.

t j .
j (t ) =

k , l ,K

jk aK K

(2.25)

q 1 k , l , K ( 2),
q 1 a ,
- t .
234

Aq Aq = {j1 < j 2 < K < j q }, (2.25)


j1 (t ) =

j 2 , K, j q

at ( j ) j K at ( j ) j .
2
2
q
q

(2.26)

t LTq (t ) (t ) , t ,
( ).
:

(t ) = 9 2 6 1 4 1 1 1 1 = 9 12 4 = 432

2. g iJ

(g )( )
q

J
i

=0

(t ) a (t )F (t )(u )

ij

tLTq

(.q)

(2.17)

(u )( )
J
1

=0

(t ) b (t )F (t )(u ) = (t ) (t ) b (t )F (t )(u ) .
j

tLTq

tTq

(2.27)

.
, .
q , , (.1) (.3). (2.17) , :

(g )( )
q

J
i

=0

=q

(
a ( f (g ))
ij

q 1)

u =u 0

, (.1) (.q-1) (.. ( )


(.q-1) g Kj s s ) , s < q ).

( )

(g )( ) =

=q
J
i

=0

uLS q t1 LT1

t m LT m

a a

(t1 )K (t m )

ij

k1

( )K a jk

jk1 k1 t1

km

235

k m (t m )

J
K1 K K m

K1 ,K, K m

F K1 (t1 )(u0 )K F K m (t m )(u0 )

{u, t1 , K, tm },

u LS q , t s LT s ,

s = 1, K , m , t LTq ,

(t ) = q (t1 ) K (t m ) ,
F J (t )(u ) =

K1 , K, K m

j (t ) =

k1 , K, k m

jk1

J
K1 K K m

(u )F K (t1 )(u )K F K (t m )(u ) ,


m

K a jk m k1 (t1 )K k m (tm ) .

t u t1 ,K, tm ,
u t , .. . t LTq ,
. , ,
.
2
{u, t1 , K , t m } t .
q

p
n m
l

k
j

n m
l

j
t2

t1

q
k

. t . t = [t1 ,K, t m ] ,
( ) t1 ,K, t m ,
. , t 21 = [ ], t 31 = [ , ], t 32 = [ [ ] ]
..
, 1 2, :
3. - (2.17) p ,

1
b (t ) = (t )
j

(2.28)

p .
. , 1, 1 10.
1.
q

( )

card Tq

10

20

48

115

286

719

236

, 2,
, .
2.
q

(t )

(t )

F J (t )(u )

uJ

t21

12

24

t31

t 32

t41

t 42

t 43

t 44

jk

J
KL

K,L

jk a jl

jk akl

k ,l

J
K

f LK f

K,L

k ,l

J
KLM

fLfM

K , L, M

jk a jl a jm

jk a jm akl

jk a kl a km

jk a kl alm

k ,l , m

J
KM

f LK f L f M

K , L, M

k ,l , m

J
K

J
K

K
f LM
fLfM

K , L, M

k ,l , m

j
m

fK

J
K

j (t )

f LK f ML f M

K , L, M

k ,l , m

, 3 p .
3
p

10

17

37

85

200

486

1205

2.4.

3 ( 2),
p = 3 p = 4 .
:
237

p=3

b j = 1,
j

b a = 1,
j , k j jk 2

1
b j a jk a jl = ,
3
j, k , l

b a a = 1.
j , k , l j jk kl 6

(2.29)

, (2.18),

b j = 1,
j

b c = 1,
j j j 2

1
b j c 2j = ,
3
j

b a c = 1.
j , k j jk k 6

(2.30)

, , , s = 3 , :
b1 + b2 + b3 = 1 ,

b2 c 2 + b3 c3 = 1 ,

1
b2 c 22 + b3 c33 = ,
3

1
b3 a 32 c 2 = ,
6

c 2 = a 21 ,

c3 = a 31 + a32 .

, , , , :
0
1
3
2
3

0
1
3

2
3

1
4

3
4

p = 4:

238

b j = 1,
j

b j a jk = 2 ,
j, k

b j a jk a jl = ,
3
j, k , l

b j a jk a kl = ,

6
j, k , l

b j a jk a jl a jm = ,
4
j, k , l, m

b j a jk a jm a kl = ,

8
j, k , l, m

1
b j a jk a kl a km = ,

12
j, k , l, m

b j a jk a kl a lm =

24
j, k , l, m

b j = 1,
j

b jc j = 2 ,
j

1
b j c 2j = ,
3
j

b a c = 1,
j jk k

6
j, k

1
b j c 3j = ,
4
j

b c a c = 1,
j j jk k

8
j, k

1
2
b j a jk c k = ,
12
j, k

b j a jk a kl c l =
.

24
j, k , l

, (2.18),

s = 4
b1 + b2 + b3 + b4 = 1 ,

b2 c 2 + b3 c 3 + b4 c 4 = 1 ,

1
2
2
2
b2 c 2 + b3 c 3 + b4 c 4 = ,
3

3
1
3
2
b2 c 2 + b3 c 3 + b4 c 4 = ,
4

b a c + b (a c + a c ) = 1 ,
3 32 2
4 42 2
43 3
6

1
b3 a 32 c 2 c 3 + b4 c 4 (a 42 c 2 + a 43 c 3 ) = ,
8

1
2
2
2
b3 a 32 c 2 + b4 a 42 c 2 + a 43 c 3 = ,
12

b4 a 43 a 32 c 2 = 24 ,

c 2 = a 21 ,
c = a + a ,
31
32
3
c 4 = a 41 + a 42 + a 43 ,

, .
0
1
2
1
2
1

0
1
2

0 0

0 0

1
2
0

1 0

1
6

1
3

1
3

0 0

239

1
6

(2.31)

-.
. 1. ;
2. p = 5 ;
3. 6.
3.

-,
(0.1), (0.2) (2.4),
u (t j + ) = u (t j ) + z j ( )d ,
1

(3.1)

z j ( ) = f (t j + , u (t j + )) .
q

(3.1) Ai z j ( i ) . :
i =0

u (t j + ) u (t j ) + Ai z j ( i ) = u (t j ) + Ai f (t j + i , u (t j + i )) .
q

i =0

i =0

(3.2)

Ai , i , i = 0,1,K, q, , , ,
1

i =0

z j ( )d Ai z j ( i )

(3.3)

k 1
( 0 < k 2q + 2 ) . k

2q + 2 Ai , i (i = 0,1,K, q ) :

q A = 1,
i
i
=0
q
1
Ai i j =
, j = 1,K, k 1.
i =0
j +1

(3.4)

, ,

u (t j + ) u (t j ) + Ai f (t j + i , u (t j + i )) = u (t j ) + Ai u (t j + i )
q

i =0

i =0

k . , , (3.2)
240

1 q
Ai ik + O( k + 2 ) .
r (t j , ) = k +1u ( k +1) (t j )
(k + 1)! k! i = 0

(3.5)

z j ( )d 1,
0

(3.3), , 2q + 1 (
), q 0 . k = 2q + 2 (3.4)
, 0 < Ai 1, 0 < i < 1, i = 0, q . ,
1 k 2q + 2 . , (3.2) (..
).
(3.2) u (t j + i ), i = 0, q , , -

u (t j + )

u (t j )

k +1 .
u (t j + i ) , , (3.2),
i ,
u (t j + i in ) , , , . , (3.2) u (t j + i )
k , u (t j + i in ) k 1 , .., -

. (3.4),

( ). q , .
, , ,

) ( )

( ))

u t j + i in K inKl u t j + i in K inKlf t j , u t j ,

(3.6)

. , ,
2 . (3.2) ,
(3.3) .
, , :
[k ]

j +

[k ]
[k ]

= u t j + + O k , f j + = f t j + , y j + .

( )

) .
(3.4)

241

= 1.

(3.7)

i =0

i , i = 0, q , , ,
.
0 i 1 . (3.7), , q = 0 , : A0 = 1 .
0 = 0 , :
[2 ]

[2 ]

j +1

[2 ]

= y j + f j .

(3.8)

) .
(3.7)
q

A
i

i =0

1
.
2

(3.9)
1
2

q = 0 (3.7), (3.9) A0 = 1 , 0 = , :
[3] [3]
[2 ]
y
f j,
1 = y +
j
j + 2
2
[3]
[3]
[2 ]
y = y + f 1 .
j
j+ 2
j +1

(3.10)

q = 1 (3.7), (3.9)
A0 + A1 = 1 ,

1
A0 0 + A1 1 = 2 .

, , 0 = 0, 1 = 1 , : A0 = A1 =
[3]

[3]

y j +1 = y j +

1

2

[3] [3]
fj+ f
2

j +1

(3.11)

(3.6) (, , ), (3.11)
:
[3]
[3]
[2 ]

y
y
fj,
=
+
j
j +1
[3]
[3] [3] [2 ]
y j +1 = y j + f j + f j +1 .

(3.12)

, (3.12)
, , (3.12),
, :
242

[3]
[2 ]
[2 ]
y j +1 = y j + f j ,
[3]
[3] [2 ] [2 ]
y j +1 = y j + f j + f j +1 .

(3.13)

) .
(3.7), (3.9) :
q

A
i

i =0

2
i

1
= .
3

(3.14)

q = 1 ( q = 0 , , ), :

A0 + A1 = 1 ,

A0 0 + A1 1 = ,
2

2
2
A0 0 + A0 1 = 3 .
2
3

3
4

, 0 = 0 , : 1 = , A1 = , A0 =
(3.10) (

[3]
1
. y j + 2
3
4

2
), :
3
[4 ] [4 ]
[2 ]
y j + 13 = y j + f j ,
3

[
]
[
]
3
4

2 [2 ]
f j+ 1 ,
y j + 23 = y j +
3
3

[4 ] [4 ]
[3]
[4 ]

y j +1 = y j + f j + 3 f j + 23 .
4

(3.15)

q = 2 , ,
, :
[4 ] [i ]
[2 ]
y
f j,
1 = y +
j
+
j
4
4
[3]
[4 ]
[2 ]
y 1 = y + f 1 ,
j+ 2
j
j+ 4

2
[3]
[4 ]
[3]
y = y + f 1 ,
j +1
j
j+ 2

[4 ] [i ]
[3]
[3]
[4 ]
y
y
f
4
f
f j +1 .
=
+
+
+
1

j +1
j
j
j+ 2
6

(3.16)

i 3 4. i = 4

. i = 3 , , -

243

( ),
f (t , u ) .
, , (3.12) (3.13),
- .
u (t j +1 ) , 3 , ,
[3]

. y j +1
[4 ]

y j +1 -


u (t j +1 ) . , , .
,

, . , , (3.16)
.
. .
4.
,
.
, ,
.
4.1.

, k -
k (t ) , ..
u (t j + ) = y (t j + ) + k (t j ) + O( k + p ) .
, t j 1
2 , :

u(t j + ) y1 (t j + ) + 1k (t j ),

u(t j + ) y 2 (t j + ) + 2k (t j ),

(t j )

y1 y 2

2k 1k

(4.1)

t j + 1 2 244

y1 y 2 . ,

(t j ) k
:

= k

2k 1k
y1 y 2

1 2

(4.2)

2
(, ). (4.1) (4.2)
y y
2
(t j )
,
1
k
1 k
2

(2k 1) ,
y y
2

.
. ( ), (t j ) ,
(4.1) ( ) .
.
4.2.

3, , , . , , (3.12) (3.16).

(, ,
). ,
.
4.2.1. -

-, 2, , . , .

245

0
c2 a21
c3 a31
M
c s a s1

a32
L
as 2 K ass1

(4.3)

b1

b2 K

bs1

bs

b1

b2 K

bs1

bs

y j +1 = y j + (b1k1 + L + bs k s )

p ,

y j +1 = y j + b1k1 + L + bs k s

q ( q = p 1 q = p + 1 ).
, 2 3.
(4.3) ( s = 3 , s = 2 - )

0
c2 a21
c3 a31

a32

b1

b2

b3

b1

b2

b3

b1 + b2 + b3 = 1,

1 ( )
b2 c2 + b3c3 = 2

b1 + b2 + b3 = 1,

b c + b c = 1 ,
2 2 3 3 2

2 2 1 ( ).
b2 c2 + b3c3 = ,
3

b3a32 c2 = 6

1
.
2
1
1
1
4
. c3 = , b1 = , b2 = , b3 =
6
6
6
2
c2 = 1 b3 = 0 , : b2 = b1 =

246

1
. , (
4
RKF2(3) : --))
a32 =

0
1
1
2

1
1
4
1
2

1
4
1
0
2

1
6

1
6

(4.4)

4
6


.
. -.
5.
, .
, (0.1) t0 t T (0.2), u( ) = ,

( , ) D = {( , ) : t0 T ; u( , T , u(T , t0 , u0 ) ) u( , T , u(T , t0 , u0 ) + )} ,
u(t , , ) t u(t ) (0.1)
u( ) = .
(0.1), (0.2) t = T
(. .).
, .
.

u0

t0

u(t , , )
f ( x , u( x , , ))
= exp
dx .

.
u(t , , ) (0.1),
:
u(t , , ) f (t , u(t , , )) u(t , , )
=

t
u
247

(5.1)

u(t , , )
= f (t , u(t , , )) .
t

f (t , u(t , , ))
z (t ) =
z (t ) .
t

z ( ) =

u(t , , )
= z:

(5.2)

u( , , ) =
= 1 , (5.2) :

u(t , , )
f ( x , u( x , , ))
= exp
z (t ) =
dx .
t
u

M > 0 ,
u(t , , )
M , D, t .

(*)

, u(t , , ) t ,

y j +1 = F ( y j ), j = 0,1, ..., N 1 .

(5.3)

, , yi u(ti , t0 , u0 ) ,
(5.3) .
(5.3)
~
~
y j +1 = F ( y j ) j +1 , j = 0,1, ..., N 1 .

(5.4)

~
0 = y0 y0 ,
j +1 ( j + 1) - .

j = u(t j , t0 , u0 ) y j = u(t j , t0 , u0 ) u(t j , t j , y j )


.

~j = u(t j , t0 , u0 ) ~y j = u(t j , t0 , u0 ) u(t j , t j , ~y j ) .

(5.5)

(5.3)

~
~
~
u(t j +1 , t j , y j ) = F (u(t j , t j , y j )) + rj +1 = F ( y j ) + rj +1 .

(5.6)

rj +1 . , (5.6) (5.4), :

~
~
u(t j +1 , t j , y j ) y j +1 = rj +1 + j +1 .
248

(5.7)

(5.7) .
(5.5), :
j

~j = u (t j , t0 , y0 ) u (t j , t j , ~y j ) = u (t j , t0 , y0 ) u (t j , t0 , ~y0 ) + [u (t j , ti 1 , ~yi 1 ) u (t j , ti , ~yi )].


i =1

~
~
, u(t j , ti 1 , yi1 ) = u(t j , ti , u(ti , ti 1 , yi 1 )) ,
j

~j = u(t j , t0 , y0 ) u(t j , t j , ~y0 ) + [u(t j , ti , u(ti , ti 1 , ~yi 1 )) u(t j , ti , ~yi )] .


i =1

, ,

~j = ( y0 ~y0 )

~
u(t j , t0 ,0 )

~
j
~
~ u(t j , ti ,i )
+ [u(ti , ti1 , yi 1 ) yi ]
=

i =1

(5.8)

j
u(t j , ti ,i )
~ u(t j , t0 ,0 )
= 0
+ ( ri + i )
.

i =1

, , (*),

~j 0 + ( ri + i ) M ( 0 + j ( r + ))M ( 0 + N ( r + ))M = 0 +
i =1

( r + )(T t0 )

M ,

j = 1, 2, ..., N .
, 0 0,

r
0 0

0 , [t0 ; T ] , (5.3), .
r
~
, 0 = 0, i = 0 0 .

r = O( ) p > 0 . , p - .
, (5.8) (5.1) .
u
f
, ,
> 1 > 0 ,

u
f
,
< 0 .
u
p +1

249

XI

, .
(2.1) ,

t j +1

u(t j +1 ) = u(t j ) + u( x )dx .

(1.1)

tj

( ) y j k , ..., y j , u( x ) , , :
u( x ) (x , y j k ,..., y j ) ,

(1.2)

.
, .

.
1.
1.1.

(1.2) .
. , ,
:
k

u( x ) Lk ( x ) =
i =0

k
k +1 ( x )
k +1 ( x )
y (t j i ) =
f (t j i , y j i ) .
(x t ji )k +1 (t ji )
i =0 ( x t j i ) k +1 (t j i )

(1.3)

(1.1),
k

y j +1 = y j + i f (t j i , y j i ) ,

(1.4)

i =0

i =

t j +1

k +1 ( x )

(x t ) (t ) dx ,

tj

j i

k +1

i = 0, k .

(1.5)

j i

(1.4), (1.5) (k + 1) - .
, k ,
. , k = 1 , :

250

u( x ) L1 ( x ) =

x t j 1
x tj
fj +
f j 1
t j t j 1
t j 1 t j

, t j t j 1 = j 1
u( x ) L1 ( x ) =

x t j 1

j 1

fj

x tj

j 1

f j 1 .

t j +1

y j +1 = y j +

x t j 1

tj

= yj +

1
2 j 1

{[(t

j 1

fj

x tj

j 1

t j 1 ) (t j t j 1 ) f j (t j +1 t j ) f j 1 } = y j +
2

j +1

f j 1 dx =

( j + j1 )2 2j1
2 j 1

2j
fj
f j 1 .
2 j 1

. k = 2 .
1.1.1.

, .. j j = const = ,
. .
, -,
(1.1),
1

u(t j +1 ) = u(t j ) + u(t j + )d .

(1.1)

y j +1 = y j + i f j i ,

(1.6)

i =0

( 1)i 1 ( + 1)K( + k )
i =
d , i = 0, k .
i ! ( k i )! 0
+i
, :
1) k = 0 :
1

0 = d = 1
0

(1.6)

y j +1 = y j + f j .

2) k = 1 :
251

(1.7)

3
2

0 = ( + 1)d = ; 1 = d =
0

y j +1 = y j +

1
2

(3 f j f j 1 ) .

3) k = 2 :
1

1
23
4
1
5
0 = ( + 1)( + 2 )d = ; 1 = ( + 2 )d = ; 2 = ( + 1)d =
20
12
3
20
12
0

y j +1 = y j +

12

(23 f j 16 f j1 + 5 f j2 ) .

,
, . t j , t j 1 , ..., t j k , :
u(t j + ) u(t j ) +

1!

u(t j 1 ) +

( + 1)
2!

2 u(t j 2 ) + L +

( + 1)K( + k 1)
k!

k u(t j k ) , (1.8)


rk (t j + ) = k +1

( + 1)K( + k )

( k + 1)!

u ( k + 2 ) ( ) , t j k t j +1 .

u (1.1) ,
k

y j +1 = y j + Ci i f j i ,

(1.9)

i =0

1
Ci = ( + 1)K( + i 1)d .
i! 0

(1.10)

, (1.9), (1.10), (1.8),


1

rk (t j , ) = k + 2

( + 1)K( + k )

( k + 1)!

u ( k + 2 ) ( )d = Ck +1 k + 2 u ( k + 2 ) ( ) ,

(1.11)

.. (1.9), (1.10) ( k + 1) - . (1.10) ,


1

C0 = d = 1; C1 =
0

1
1
1
5
d = ; C2 = ( + 1)d = ;K .

1! 0
2
2! 0
12

252

, (1.9)
1
5
y j +1 = y j + f j + f j 1 + 2 f j 2 + L + Ck k f j k .
2
12

( ) .
, . k y j ( )
- (, ).
1.2.


: u( x ) t j , t j 1 , ..., t j k ,
t j +1 , t j , ..., t j k .
, , , .
(1.1) x = t j +1 + . :
0

u(t j +1 ) = u(t j ) + u(t j +1 + )d .

(1.1)


:
u(t j +1 + ) u(t j +1 ) +

1!

u(t j ) +

( + 1)
2!

2u(t j 1 ) + L +

( + 1)K ( + k )
k!

k +1u(t j k ) .

k +1 (t j +1 + ) = k +2

( + 1)K( + k + 1)

( k + 2 )!

u ( k +3 ) ( ) , t j k t j +1 .

,
k +1

y j +1 = y j + Ci*i f j +1i ,

(1.12)

i =0

1
C = ( + 1)K( + i 1)d ,
i ! 1
*
i

(1.13)


rk (t j , ) =

k +3

( + 1)K( + k + 1)

( k + 2 )!

u ( k +3 ) ( )d = Ck*+ 2 k +3u ( k +3 ) ( ) , t j k t j +1 ,

253

(1.14)

, (1.13) ,
0

C0* = d = 1; C1* =
1

1
1
1
1
d = ; C2* = ( + 1)d = ;K ,

1! 1
2
2! 1
12

.. (1.12)
1
1
y j +1 = y j + f j +1 f j 2 f j 1 L + Ck*+1k +1 f j k .
2
12

(1.12)

. ( ).
( ) . (1.12) , ,
, .
:

y j +1 = y j + f j +1 ( );
y j +1 = y j +
y j +1 = y j +

( f j+1 + f j ) ( );

12

(5 f j+1 + 8 f j f j1 ) ;
KKK

, , .
2. ,

k

i = 1

i = 1

ai y ji = bi f (t ji , y ji ) ,

(2.1)

() .
, a1 = 1, a0 = 1, a1 = K = ak = 0 .
, ai bi (2.1). , -: . (2.1):
k

r (t j , ) = [ai u(t j i ) bi f (t j i , u(t j i ))] .


i = 1

254

(2.2)


u(t j i ) = u j +

( i )
1!

uj +

( i )2 2
2!

uj + L,

f (t j i , u(t j i )) = u(t j i ) = uj +

( i )
1!

uj +

( i )2 2
2!

uj + L,

, (2.2), :

( )
k
k
k
r (t j , ) = ai u j (iai + bi ) uj + (i 2 ai + 2ibi )uj + L +
1! i=1
2 ! i =1
l!
i=1

i = 1

l 1

(iai + lbi ) u (jl ) + L .

, (2.1) p ,
k
ai = 0,
i =1
k
(ia + lb )i l 1 = 0 , l = 1, 2, ..., p.
i
i
i
= 1

(2.3)

(2.3), (2.1)

.
1. , (2.3), .
1. (2.1) ,
.
k

a y
i

i = 1

j i

l =0

i = 1

= l +1 bil f ( l ) (t j i , y j i ) .

(2.4)

.
2. .
2.
, , (, ).
3.
, , ,
.
, , , . ,
,
.

.
255

, , : , ( k -) k - .
, ,
()
, , (.. f (t , u ) ).
, f (t , u ) 0 , (2.1):
a1 y j +1 + a0 y j + L + ak y j k = 0 ,
.. ( k + 1) .
k

y j = Ci qi j ,
i = 1

Ci , (, ) , qi , i = 0, k (
)
a1q k +1 + a0 q k + L + ak = 0 .

(3.1)

, qi > 1 i , y j ,
j

u = f (t , u ) f (t , u ) 0 , , .
, qi0 = 1 ,
,
qi0j j , .
1. ,
, q0 , ..., qk (3.1)
,
.
, , ( ), .
. , ( ,
- ) , (3.1)

a1q + a0 = 0

a1 = 1, a0 = 1 , ..

q 1 = 0
q = 1 .
, ,
. ,
256

( f ) -
. , , , ,
, .
,
u(t ) = u(t ) ,

(3.2)


( Re < 0 ) . (3.2) ,
() (, ).
, (3.2) u(t ) = C e t ,
(3.2) , u(t ) 0 ,
t


u (t + ) u (t ) ,

.. . ,
.
, (2.1)
(3.2)
k

(a zb ) y
i

i = 1

j i

= 0,

(4.3)

z = .
( ) , (3.2) - .
2. z , z ( (3.3)), (3.2).
, , ,
.
3.
z , .
4.
.
.
10. :
y j +1 = y j + f j .
(3.2), :
257

y j +1 = (1 + z ) y j .
q = 1 + z .

1+ z 1.

(3.4)

, , z
z = x + iy , (3.4)
1 + x + iy 1

(1 + x )2 + y 2 1 .

, , ,
( 1; 0 ) . [ 2; 0] , . (,
, , (3.4) ).
20. :
y j +1 = y j + f j +1 ,

(1 z ) y j +1 = y j
q =

y j +1 =

1
yj .
1 z

1

1 z
1
1
1 z

1 z 1.

, (1; 0 ) .
, (0; 2 ) . , Re < 0
(
2
).

5. -, Re z < 0 .
, -
(.. > 0 ) , . , -,
. , , ,
(!).

258

. - .

, , ,
. , , .
, :
10. (3.2), , ;
20. ;
30. ( qi , i = 1,..., k ) ;
40. qi 1, i = 1,..., k , .
, , ( , ).
, : z
,
def

z max qi = 1 = q* q* = ei , [0; 2 ) ( i i

). z (, ), , . (, ),
.
:
10. (. (3.10)
)
y = y + f ,
j
j
j + 12
2

y j +1 = y j + f j + 1 .

(3.2), :
y j +1

z2

= 1 + z + y j .
2

q = 1+ z +

z2
= e i
2

z = z ( ) = 1 2ei 1 .

z ( ) , ( ).
1. -
.
20. (. (1.6), (1.7) )

259

y j +1 = y j +

(3 f j f j 1 ) .


3
z
y j +1 1 + z y j + y j 1 = 0 .
2
2

:
3
z
q 2 1 + z q + = 0 .
2
2

q = ei :
1

e 2i ei
z ( ) = 2 i
.
3e 1

(*)

,
, .
1.
(*) = .
,
z ( ) = 2

1+1
= 1 ,
3 ( 1) 1

.. z [ 1; 0] .
2. ,
.
2.
, ,
,
.

XII

1.
, , , .
, . , , , ,
. . . , , 260

, .
.
10.
u(t ) = u(t ) + F (t ) F (t ), t > 0, << 0,

u(0 ) = u0 ,

(1.1)

F (t ) , t (,
F (t ) = th t ). (1.1)
u(t ) = F (t ) + e t [u0 F (0 )] .
<< 0 , , , , , . , (1.1)
( -), ,
, (3.2) , a
2
( ), .. (!).

2 .

u1 (t ) = 1u1 (t ),

u2 (t ) = 2 u2 (t ), t > 0, 2 >> 1 > 0.

(1.2)

u(t ) = (u1 (t ), u2 (t )) = (u10 e 1t , u20 e 2t ) .


1 2 , , u2 (t ) ,
u1 (t ) , t u(t )
u1 (t ) . (1.2) , , u2 (t ) ,
. ,
2
,
,
T

, , , (1.2) -


u(t ) = Au(t ) ,

(1.3)

.
. (1.3) ( n n ) - A , :
261

1) Re k < 0, k = 1, n (.. );
max Re k
(, S > 10 );
2) S = 1k n
min Re k
1 k n

3) .
S (1.3).
(1.3) A t , , , S = S (t ) , .. .

u (t ) = f (t , u(t )) v(t )
u(t ) = f u (t , v + (u v ))u + b(t ) ,
f u , b(t ) = f (t , v ) f u (t , v + (u v ))v ,
. , , ( (.,
, , : -
)).
2. ,
, ,
, .
,
, , - (, ,
), , .
2.1. -

, , -, , ( X, 2). ,
.
10. .

c1 a11
b1
-, . .
1) .
( (2.28) X) . ,
262

b1 = 1,

c1 = a11 .

(2.1)

, . c1 = a11 = ,

y j +1 = y j + k1 ,

k1 = f (t j + , y j + k1 ).

(2.2)

, , , ( -). . f = y , :
k1 = ( y j + k1 ) ,

k1 =

yj
1 z

, ,
y j +1 = y j +
..
y j +1 =

z
1 z

yj ,

1 + (1 )z
yj .
1 z

1 + (1 )z
1
1 z


1 + (1 )z 1 z
2

(1 + (1 )x )2 + (1 )2 y 2 (1 x )2 + 2 y 2 ,
x y z = .
,
2 x + (1 2 ) x 2 + (1 2 ) y 2 0 .

(2.3)

:
1
) = . (2.3) x 0 , 2
(2.2), ;
263

) >

1
. (2.3)
2
2
2
x 1 + y2 1 .

2 1

2 1

,
1
1

, 0 , , 2 1
2 1
, .. (2.2) -;
1
) < . (2.3)
2
2
2
x + 1 + y2 1 .

1 2

1 2
,

1 2

1

, 0 , .. (2.2) .
1 2
, , (2.2)
1
.
2
2)
(2.1), ,
:
1
b1c1 = .
2

, ,
1
: b1 = 1; c1 = a11 = . , 2

1
2

1
2
1

y j +1 = y j + k1 ,

k1 = f t j + 2 , y j + 2 k1 .

(2.4)

, (2.2), 1
= , -.
2
0
2 . .

c1
c2

a11 a12
a21 a22
b1 b2
264

, , . ,
) .

b1 + b2 = 1,

1
b1c1 + b2 c2 = ,
2

c1 = a11 + a12 ,

c2 = a21 + a22 .

(2.5)

(), ,
,
. (.. a11 = a12 = c1 = = 0 ). , c2 = ,
a22 = . (2.5):
1
2 1
, b1 =
a21 = , b2 =
. , 2
2

0

2 1
2

1
2


y = y + [( 2 1)k + k ],
1
2
j
j +1
2

k1 = f (t j , y j ),

k 2 = f (t j + , y j + [( )k1 + k 2 ]).

(2.6)

,
- (. (2.11) X).
. (2.6) , :
k1 = y j . k 2
k 2 = [ y j + ( )y j + k 2 ] ,

k 2 = y j

1 + ( )z
.
1 z

,
y j +1 = y j +


1 + ( )z
z
1 + ( )z

( 2 1)y j + y j
= y j 1 +
2 1 +
=

2
1 z
1 z
2
265

z 2 1 ( 2 1)z + 1 + ( )z
z 2 + z (1 2 )

= y j 1 +

= y j 1 +

=
1 z
1 z
2

z + z2 1
1 z2
(
)
1
1
+

z
+

2
= y
2
.
= y j 1 +

j
1 z
1 z

, - 1
( ,
2
, , , z ,
1
= ). , (2.6)
2
1
. :
2
1) = 1 . ,
0
1

0 0
1 1
2 2
1 1
2 2

, .
1
2) = .
2
0
1
2

0
1
0
2
0 1

, (2.4) (.. (!)) (


).
) .

b1 + b2 = 1,

1
b1c1 + b2 c2 = ,
2

2
1
2
b1c1 + b2 c2 = ,
3

1
b1 ( a11c1 + a12 c2 ) + b2 ( a21c1 + a22 c2 ) = ,
6

c1 = a11 + a12 ,

c2 = a21 + a22 .

266

, .
, a12 = 0, a11 = a22 . ,
,
b1 + b2 = 1,

1
b1c1 + b2 c2 = ,
2

2
1
2
b1c1 + b2 c2 = ,
3

1
2
b1c1 + b2 ( a21c1 + c1c2 ) = 6 ,

c2 = a21 + c1.
a21 c1 c2 ,
:
b1 + b2 = 1,

1
b1c1 + b2 c2 = ,
2

1
2
2
b1c1 + b2 c2 = 3 ,

b c 2 + b (2c c c 2 ) = 1 .
2
1 2
1
1 1
6

, c1 ,
, c1 , ,

b1 + b2 = 1,

1
b2 (c2 c1 ) = c1 ,
2

(*)
1 1

b2 c2 (c2 c1 ) = 3 2 c1 ,

b (c c )2 = 1 .
2 2 1
6
, :
1 1
c1
3
2 .
c2 =
1
c1
2

(2.7)

, :

c2 c1 =

267

1
6

1
c1
2


1
1
c1 c12 +
6.
c2 = 2
1
c1
2

(2.8)

(2.7) (2.8),
1 1
1
1
c1 = c1 c12 +
3 2
2
6

c12 c1 +

1
= 0.
6

c1 =

3 3
.
6

3 3
3+ 3
. (2.7) , c2 =
.
6
6
1
1

( (*)), b2 = . , b1 =
2
2
3
a21 = c2 c1 =
.
3
,
c1 =

3 3
6
3+ 3
6

3 3
6
3
3

3 3
6

1
2

1
2

y j +1 = y j + [k1 + k 2 ],
2

3 3
3 3
, yj +
k1 ,
k1 = f t j +
6
6

3
3+ 3
3 3
k 2 = f t j +
, y j + k1 +
k 2 .
6
6

(2.9)

(2.9) .
1. (2.9).
2. .

268

2.2. ,
(- BDF-)

(2.1) ( 2 ) b0 = b1 = K = bk = 0 . :
k

a y
i

n i

= f (t j +1 , y j +1 ) .

(2.10)

i = 1

. ,
( ) ,
, . , , , ( (!)) .
(2.3) (. 2 ) (2.10)
k
ai = 0 ,
i = 1
k
i l a = ( 1)l l , l = 1, 2,..., p.
i
i
= 1

(2.11)

:
10. p = 1 . k = 0 . (2.11)
a1 + a0 = 0,

a1 = 1,
a1 = 1, a0 = 1 .
:
y j +1 y j = f (t j +1 , y j +1 ) .
(,
, -).
20. p = 2 . k 2. (2.11)
a1 + a0 + a1 = 0,

a1 + a1 = 1,
a + a = 2
1 1
a1 =

1
3
, a1 = , a0 = 2 ,
2
2


3
1
y j +1 2 y j + y j 1 = f (t j +1 , y j +1 ) .
2
2
269

(2.12)

1. , (2.12) -.
2. .
,

, .
2.3.

, , ,
. , ( ), , , ,
. ( ) . .
. . ( ,
) , . ,
y j +1 = y j + f (t j +1 , y j +1 ) .

(2.13)

) .
, , . ,
(2.13) ,
. ,
y j +1
k +1

j +1

k
= y j + f t j +1 , y j +1 , k = 0,1, ... .

(2.14)

y j +1 0

, .. y j +1 = y j .
(, , (2.13) ,
0

.. y j +1 = y j + f (t j , y j ) ).
(.., ,

k +1

j +1

y j +1 , ,

, , ( , )).

270


.
, , ( y j +1 )
. ,
< 1 ,
y
( y ) , .
f (t j +1 , y j +1 )

< 1 y
, , .
,
-, , ,
( ,
).
) .
(2.13) g ( y j +1 ) = 0 , g ( y j +1 ) = y j +1 y j f (t j +1 , y j +1 ) ,
y j +1 :

k +1

j +1

k
t , yk

f
j +1 j +1
j
j +1
k

, k = 0,1, ... .
= yj
k
f t j +1 , y j +1

1
y

(2.15)


. , , ,
. .
,
.
. (2.4) (2.9) : ) ; ) ) ; )
.
. (2.15)
0

y j +1 = y j ,

:
y j +1 = y j +

f (t j +1 , y j )
1

f (t j +1 , y j )

, - .

271

(2.16)

VI



. . , , ,
. , .
, [a; b]
n - ( n )
u ( n ) = f (x , u, u,K, u ( n1) ) ,
k x1 < x 2 < L < x k n ()
v j [u( x1 ), u( x1 ),K, u ( n1) ( x1 ),K, u( x k ), u( x k ),K, u ( n1) ( x k )] = 0, j = 1, 2,..., n .

, ( k -) .
, k = 1 , v j , .
(, , ) k = 2 x1 = a, x 2 = b .
( ).
, . .
:
Lu u ( n ) ( x ) + p1 ( x )u ( n1) ( x ) + K + pn1 ( x )u( x ) + pn ( x )u( x ) = f ( x ) ,

n 1

(
)
[ij u (i ) (a ) + ij u (i ) (b )] = Aj , j = 1, 2,..., n.

l
u

i =0

(1)
(2)

XIII
,
1.
(1), (2). . (1).
,
(1)
n

u( x ) = u0 ( x ) + Ci ui ( x ) ,
i =1

272

(1.1)

u0 ( x ) (1), ..
Lu0 ( x ) = f ( x ) ,
ui ( x ), i = 1, n , :
Lui ( x ) = 0, i = 1, n .
Ci , (2).
u0 ( x ) ui ( x ), i = 1, n , Ci , , (2), :
n

l j (u0 ) + Ci l j (ui ) = A j , j = 1, 2,..., n ,

(1.2)

i =1

, , n n .
(1.2) ,
, , Ci . ,
.
, , , u0 ( x ) ui ( x ) .
,
.
, u0 ( x ) ,
, , ( )
Lu0 ( x ) = f ( x ),
u ( a ) = 0,
0

L
u ( n1) ( a ) = 0.
0

(1.3)

,
ui ( x ) ,
:
a .
Lui ( x ) = 0,
( j)
j
ui ( a ) = i , j = 0, n 1; i = 1, n .
273

(1.4)

, .
, ( n + 1) (1.3), (1.4) (1.2) Ci .
, , ,
, (1.2) .
1.
. , (1.3), (1.4), ( ), (1.1). .
2.
(1), (2), , (1.1) (,
).
2. ()
,
.
,
, .

Lu( x ) u( x ) + p( x )u( x ) + q( x )u( x ) = f ( x ), a x b,

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

(2.1)

, : u0 ( x ) , . u0 ( a ) . , u0 ( x )
Lu0 ( x ) = f ( x ),

u0 ( a ) = A,
u ( a ) = , .
0
0
0

(2.2)

u1 ( x ) ,
Lu1 ( x ) = 0,

u1 (a ) = 0,
u(a ) = , 0 .
1
1
1

274

(2.3)

u0 ( x ) u1 ( x )
u( x ) = u0 ( x ) + Cu1 ( x )

(2.4)

(2.1) C .
, . ,
u0 (b ) + Cu1 (b ) = B ,
u1 (b ) 0
C=

B u0 (b )
u1 (b )

, , (2.1) (2.4).
.
. ,

u( x ) = A( x )u ( x ) + f ( x ), a < x < b

(2.5)
Bu (a ) = c,
Du (b ) = d ,

u, f , c, d n, n, n r , r , A, B, D
n n, ( n r ) n, r n . ,
B n r , D r .

Bu = c ,
(2.6)
. B n r , (2.6)
r

u0 + Ci ui ,
i =1

u0 (2.6), u1 , u2 ,..., ur
r Bu = 0 .
u1 , u2 ,..., ur , u0 - .
u0 ( x ) = A( x )u0 ( x ) + f ( x ),

u0 ( a ) = u0

275

(2.7)

uj ( x ) = A( x )u j ( x ),

j = 1, r.
u j ( a ) = u j ,

(2.8)

,
r

u( x ) = u0 ( x ) + C j u j ( x )

(2.9)

j =1

C j
(2.5) . , ,
:
r

D u0 (b ) + C j u j (b ) = d .
j =1

(2.10)

(2.10) r r . D (
r ), .
(2.5) :
1. (2.6), , r
(2.6) ;
2. (2.7), (2.8) ( ( r + 1) ),
(2.6) ;
3. (2.10) C j ;
4. (2.9) .
3.
, , .

Lu( x ) u( x ) + p( x )u( x ) + q( x )u( x ) = f ( x ), a x b,

(3.1)
0 u( a ) + 1u( a ) = A,
u(b ) + u(b ) = B.
0
1
(, , ,
) , .
, (3.1)
u( x ) = u0 ( x ) + C1u1 ( x ) + C2 u2 ( x ) .
,
( ). 276

,

u( x ) + P( x )u( x ) = F ( x ) .

(3.2)

, P( x ) , F ( x ) .
, (3.2)
(3.1) , , (3.1).
. (3.2) ,
u( x ) = F ( x ) P( x )u( x ) ,

u( x ) = F ( x ) P( x )u( x ) P( x )u( x ) = F ( x ) P( x )u( x ) P( x )[F ( x ) P( x )u( x )] .

(3.1), :
F ( x ) P( x )u( x ) P( x )[F ( x ) P( x )u( x )] + p( x )[F ( x ) P ( x )u( x )] + q( x )u( x ) = f ( x ) .

u( x ) , , u( x ) ,
, :
P( x ) + [ p( x ) P( x )]P( x ) = q( x ),

F ( x ) + [ p( x ) P( x )]F ( x ) = f ( x ).

(3.3)

, (3.2) (3.3).
P( x ) F ( x ) , (3.1): u( x )

0 u( a ) + 1 [F ( a ) P( a )u( a )] = A .
, u( a ) , :
P( a ) = 0 ,

F (a ) = A .

(3.4)

, 1 0 (
) P( x ) F ( x )
(3.3), (3.4). , (3.2). ,
(3.1).
0 u(b ) + 1u(b ) = B,
(3.5)

P(b )u(b ) + u(b ) = F (b ).


277

P (b )

1
1

0 , u(b )

u(b ) :
B
1

F (b ) 1
u ( b ) =
,

B
0

P (b ) F ( b )
.
u(b ) =

(3.6)

, (3.2) u(b ) (3.6) (,


) , (3.1) (,
( ), , ,
).
1. , (3.2)
. 1 = 0 , (3.4) P( x ) F ( x ) .
( 1 0 ) (3.4), . ,
, . 1 = 1 = 0 , .
2.
(, (2.5) ).
4.

:
u( x ) = f ( x , u( x )),

B(u( a )) = 0,
D ( u (b ) ) = 0 .

(4.1)

u = (u1 , u2 ,..., un ) , B = (b1 , b2 ,..., bnr ) , D = ( d1 , d 2 ,..., d r ) , u( x ) -, B D -


. (4.1) : . , , , r gi (u (a )) = i , i = 1, r , ( g i (u( a ))
, i ) ,

T

bi (u( a )) = 0, i = 1, n r ,

g j (u( a )) = j , j = 1, r

278

(4.2)

u( a ) j : u( a ) = ( ), = (1 ,...,r ) , (4.1) i : u( x ) = u( x , ) .
, , . :
def

( ) = D(u(b, )) = 0 .

(4.3)

, .
, (4.3), ,
( ) ,

. (4.2) (
(4.1)), () . . ,
(4.3) , , , ,
( , ).
( )
(4.1) n = 2, r = 1 , ..
u( x ) = f ( x , u( x ), v( x )),
v( x ) = g ( x , u( x ), v( x )),

(4.4)

(u( a ), v ( a )) = 0,
(u(b ), v(b )) = 0

u( a ) = ,

( , v( a )) = 0
v( a ) = ( ) . u( a ) =
v( a ) = ( ) (4.4) .
u( x; ), v ( x; ) , .
( ) ,
(4.4). , , : ,

( ) = (u(b; ), v(b, )) ,

(4.5)

. , -
, , ( ) 0 279

, .., , (4.4)

( ) = 0 .

(4.6)

, , .
( - ) i , (i ) .
i , i+1 . (4.6)). , [i ;i+1 ]
, () . .
( )
(4.4), .. . (4.6)
, , . .
0 , 1 ,

i+1 = i

(i i1 ) (i )
, i = 1, 2,...
(i ) (i 1 )

(4.7)

(4.7), , 0 1 .
. , (4.1) .

XIV

. ,
, ,
,
, .
,
. .
1.
1.1.

H A
, H A , H .

Au = f ,
280

(1.1)

f H , u H A .
A .
(1.1) .
, u 1 u2 . Au 1 = f
Au2 = f , : A(u 1 u2 ) = 0 , , (A(u 1 u2 ), u 1 u2 ) = 0 .

A > 0 , , u 1 u2 = 0 , .. u 1 = u2 ,
.
, (1.1) A , .
1. (1.1) u 1 ,

J (u ) = ( Au, u ) 2( f , u ) .

(1.2)

.
v H A v = u 1 + t .
J ( v ) = ( Av, v ) 2( f , v ) = (A(u 1 + t ), u 1 + t ) 2( f , u 1 + t ) =
= J (u 1 ) + 2(Au 1 f , t ) + ( At , t ) = J (u 1 ) + ( At , t ) J (u 1 ).

.
2. u 1 H A ,

J (u ) , (1.1).
.
v H A .
u 1 + v H A J (u 1 + v ) J (u 1 ) .
J (u 1 + v ) = (A(u 1 + v ), u 1 + v ) 2( f , u 1 + v ) = J (u 1 ) + 2 (Au 1 f , v ) + 2 ( Av, v ) .

2 ( Av, v ) + 2 (Au 1 f , v ) 0 .

, (Au 1 f , v ) =0.
H A H , , Au 1 f = 0 .
1.2.


( ) 281

, , (1.2).
, A
.

Lu( x ) p0 ( x )u( x ) + p1 ( x )u( x ) + p2 ( x )u( x ) = f ( x ) , x [a; b] .
L

( Lu, v ) = (u, Lv )

[( p u + p u + p u )v ( p v + p v + p v )u]dx 0 ,
0

u v .
, ,
, :
b
a

( Lu, v ) (u, Lv ) = p0 (uv uv ) + u( p0 v ) + v( p0 u ) + p1 (uv uv ) dx =


a

b b
= p0 (uv uv ) + ( p0 p1 )(uv uv )dx = 0.
a a
, , p0 ( x ) 0 , , u( x ) v( x )
, :
(uv uv)(b ) = (uv uv)(a ) = 0,

p0 ( x ) p1 ( x ) = 0.

(1.3)
(1.4)


( ).
,
u( a ) = A,

u(b ) = B.

(*)

(1.3) ,
, .. A = B = 0 . , (1.4) ,

p0 ( x )u( x ) + p1 ( x )u( x ) = ( p0 ( x )u( x )) .

, , ,

282

Lu( x ) ( p ( x )u( x )) + p ( x )u( x ) = f ( x ), a x b,


0
2

u( a ) = u(b ) = 0.
, p0 ( x ) p2 ( x )
L . u( x ) ( Lu, u ) > 0 , :
b

( Lu, u ) = ( p0 u ) + p2 u udx = p0 u u + [ p0 (u)2 + p2 u 2 ]dx =


b
a

= p0 ( x ) (u( x )) + p2 ( x )u( x ) dx > 0 .


2

, ( u( x ) )
p0 ( x ) c0 < 0,
x [a; b] .

p 2 ( x ) 0
,
Lu( x ) ( p( x )u( x )) + q( x )u( x ) = f ( x ), a x b,

u( a ) = u(b ) = 0.

(1.5)

p( x ) p0 > 0, p( x ) C 1 [a; b] q( x ) C [a; b], q( x ) 0, f ( x ) C [a; b] .


, (1.2)
b

J (u ) = ( Lu, u ) 2( f , u ) = ( p( x )u( x )) + q( x )u( x ) + 2 f ( x ) u( x )dx =


a

(1.6)
b

= p( x )(u( x )) + q( x )u 2 ( x ) + 2 f ( x )u( x ) dx ,
2

.. (1.5) (1.6).
(*) . , v( x ) , (*),
u( x ) = u1 ( x ) + v( x ) . u1 ( x )

Lu1 ( x ) = Lu( x ) Lv( x ) = f ( x ) Lv( x ) = f ( x ) + ( p( x )v( x )) q( x )v( x ) .


(1.6)
283

) ]

2
J (u1 ) = p( x )(u1 ( x )) + q( x )u12 ( x ) + 2 f ( x ) ( p( x )v( x )) + q( x )v ( x ) u1 ( x ) dx =
a

2
= p(u1 ) + qu12 + 2 fu1 2( pv ) u1 + 2qvu1 dx =
=

(
)
p
v
u

= 2 pvu1 + p(u1 ) + qu12 + 2 fu1 + 2 pvu1 + 2qvu1 dx =


a a
b

= p(u1 + v ) + q(u1 + v ) + 2 f (u1 + v ) dx p( v ) + qv 2 + 2 fv dx = J (u ) J ( v ).


2

v( x ) , J (u1 )
J (u )

0 u( a ) + 1u( a ) = A,

0 u(b ) + 1u(b ) = B

(1.7)

, (1.3). (1.7) , ( 1 0, 1 0 )
u( a ) =

A 0 u( a )

, u(b ) =

B 0 u (b )

(1.8)

(, v ( x ) ),
(1.3)
B 0u (b )

v(b ) u (b )

B 0v(b )

(v(b ) u (b )) =

A 0 u (a )

v(a ) u (a )

A 0 v (a )

(v(a ) u (a )) 0 ,

, , :
A = B = 0 , .. (1.7) ( ). (1.8)
u( a ) =

u( a ), u(b ) = 0 u(b ) .
1
1

(1.9)

(1.5), ( p( x ) p0 > 0 q( x ) 0 ):
b

( Lu, u ) = ( p( x )u( x )) + q( x )u( x ) u( x )dx = p( x )u( x )u( x ) + [ p(u)2 + qu 2 ]dx .


b

284

, (1.9)

p (b )

0 2

u (b ) p ( a ) 0 u 2 ( a ) .
1
1

0, 0 0 .
1
1
,
Lu( x ) ( p( x )u( x )) + q( x )u( x ) = f ( x ), a x b,

0 u( a ) + 1u( a ) = 0,
u(b ) + u(b ) = 0
1
0

(1.10)

J (u ) ,
J (u ) = ( Lu, u ) 2( f , u ) = p(b )

0 2

u (b ) p ( a ) 0 u 2 ( a ) +
1
1
(1.11)

+ p( x )(u( x )) + q( x )u 2 ( x ) + 2 f ( x )u( x ) dx.


2

. A B , ( (!)
(1.11)).
1.3.

J (u ) , ,
, , , .
( ) ,
.
b

J (u ) = F ( x , u, u )dx

(1.12)

u( x ) C 1 [a; b] , (*).
, J (u )
u* ( x ) ,
J (u* ) = min J (u ) = m .
u

285

, un ( x ), n = 0,1,... ,
J (un ) m , ..
mn = J (un ) m = J (u* ) ,
n

.
, , , .. ,
{un ( x )} , , u* ( x ) . , .
n - u* ( x ) n - {un ( x )} . , , .
1908 . .

un ( x ) = ( x , a1 , a2 ,..., an ), n = 1, 2,... ,

(1.13)

, a1 , a2 ,..., an . ,
ai :
1) ( x , a1 , a2 ,..., an ) C 1 [a; b] ;
2) ( a, a1 , a2 ,..., an ) = A; (b, a1 , a2 ,..., an ) = B .
, .
, (1.12) un ( x )
,
a1 , a2 ,..., an , ..
b

J (un ) = F ( x , un , un )dx = ( a1 , a2 ,..., an ) .


a

, J (un )
un ( x ) ( a1 , a2 ,..., an ) .
J (un* ) = min ( a1 , a2 ,..., an ) = mn = (a1* , a2* ,..., an* ) .
a1 ,...,an

,
a1* , a2* ,..., an* :
(a1* , a2* ,..., an* )
= 0, i = 1, 2,..., n .
ai
286

(1.14)

(1.14) ( ) ,
a . *
i

. , , J (un ) J (un* ) .
{un ( x )} (1.13) ,
, , ..
lim J (un* ) = m = J (u* )
n


3. F ( x , u, u ) a x b; < u, u <
< + , (1.13) n
C 1 -, {un* ( x )} .
.
u* ( x ) , J (u ) G . u* ( x ) G {un ( x )} C 1 ~
~
, > 0 n a1 ,..., an , x
[a; b]

~
~
u* ( x ) un ( x ) , (u* ) ( x ) un ( x ) .
F ( x , u, u ) , > 0
,
~
0 J (un ) J (u* ) .

(*)

{un* ( x )}
J (u * ) J (un* ) J (u~n ) .
(*) ,
0 J (un* ) J (u * ) ,
:
lim J (un* ) = J (u* ) = m .
n

1.4.

287

Lu( x ) ( p( x )u( x )) + q( x )u( x ) = f ( x ),

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

(1.15)

4. :
1) p( x ) p0 > 0 p( x ) C 1 [a ; b] ;
2) q( x ) 0 q( x ), f ( x ) C [a ; b] ;
3) {un ( x )} (1.6),
[a; b] u*( x )
(1.15).
.
n ( x ) = u* ( x ) un ( x ) , un ( x ) n - . n ( a ) = 0 ,
x

n ( x ) = n (t )dt .
a

, -, :
1
2

1
2

b
2
2
n ( x ) = n (t )dt 1 dt ( n (t )) dt b a ( n (t ))2 dt
a

a
a
a
x

b
2
p (t )
2

( (t )) dt
ba
min p( x ) n

a x[a ; b ]
=

b
2
ba
2
2
p(t )( n (t )) + q(t ) n (t ) dt =
min p( x ) a

x[ a ; b ]

ba
J n (u ) J (u* ) .
p0

:
b

[ p(t )( (t )) + q(t ) (t )]dt = (L


n

2
n

, n ) = (L(u * un ), u * un ) = (Lu * , u * ) 2(Lu * , un ) + ( Lun , un ) =

= ( Lun , un ) + 2( f , un ) (Lu * , u * ) + 2(Lu * , u* ) = J (un ) J (u* ).


{un ( x )} , J (un ) J (u* ) , n

x . n ( x ) 0 un ( x ) u ( x ) .
*

288

1.5. (1.15)

(1.14) (1.13)
. . { k ( x )}, k = 0,1, 2,... , :
1) k ( x ) C 1 [a; b], k = 0,1, 2,... ;
2) 0 ( x ) , .. 0 ( a ) = A, 0 (b ) = B;
k ( x )
, .. k ( a ) = k (b ) = 0, k = 1, 2,... ;
3) n 1 ( x ) ,..., n ( x ) ;
4) { k ( x )} {un ( x )} ,
n

un ( x ) = 0 ( x ) + ak k ( x ) ,
k =1

C 1 -.
{ k ( x )} ,
a1 , ..., an un ( x )
, .. .
, un ( x ) J (un ) (1.14) a1 , ..., an :
1 J (un )
= 0, i = 1, ..., n .
2 ai

(1.14)

:
1 J (un )
= ( puni + quni + fi )dx = 0 , i = 1, n
2 ai
a
b

(*)

n
n

+
p

+
q

+
j j i
a 0
0 a j j i + fi dx = 0 , i = 1, n .
j =1
j =1

j , :
b

a ( p + q )dx + ( p + q
j

j =1

289

+ fi )dx = 0 , i = 1, n

ij = ( pi j + qi j )dx , i = ( p0i + q0 j + fi )dx , i = 1, n ; j = 1, n

(1.16)

(1.14)
n

a
ij

+ i = 0 , i = 1, n .

(1.17)

j =1

, .
:
n

a
ij

= 0 , i = 1, n .

j =1

(*),
b

( pz + qz )dx = 0 , i = 1, n ,
n

z n ( x ) = a j j ( x ) .
j =1

i - ai i
n . :
b

( p( z )

+ qz n2 )dx = 0 .

,
:
p( z n ) + qz n2 0 ,
2

, ,
p( z n ) 0 qz n2 0 .
2

, p( x ) > 0 , zn ( x ) 0 , .. z n ( x ) = const ,
zn ( a ) = = zn (b ) = 0 , zn ( x ) 0 .
, ,
n

a (x) = z (x) 0 .
j

j =1

, {i ( x )} , a1 = a2 =
= K = an = 0 , .. , -

290

(1.16), (1.17) , .
, {un ( x )} ,
3 i ( x ) .
{i ( x )} :
1) i ( x ) = ( x a ) (b x ) i ( x ) = ( x a )(b x ) , i = 1, n ;
i

2) k ( x ) = sin k

(1.18)

xa
, k = 1, n .
ba

(1.19)
.
1) 1)-4) (1.18)-(1.19);
2) , (1.18), (1.19),
.

2.
x [a ; b]

F ( x , u, u, u ) = 0

(2.1)

u( a ) = A,

u(b ) = B.

(2.2)

, (2.1), (2.2) [a ; b] , C 2 [a ; b] .
(. VIII, 1),
:
I. { k ( x )}, k = 1, ..., ,
1) k ( x ) C [a ; b], k = 1, 2,... ;
2) k ( x ) , ..
b

f ( x )

( x )dx = 0, k = 1, 2,...

, f ( x ) 0 , f ( x ) C [a ; b] .
II. { k ( x )}, k = 0,1,... , :
1) k ( x ) C 2 [a ; b], k = 0,1, ... ;
2) n 1 ( x ), ..., n ( x ) [a ; b] ;
3) 0 ( x ) (2.2) 1 ( x ), ..., n ( x ) k ( a ) = k (b ) = 0, k = 1, 2,... ;
4) k ( x ) C 2 [a ; b] .
(2.1), (2.2)
. F (2.1)
{a x b, < u, u, u < } .
291

un ( x ) = 0 ( x ) + ak k ( x ) ,

(2.3)

k =1

ak . k ( x ) un ( x )
(2.2) ak .
.
(2.3)
(2.1):
F ( x , un , un , un ) = ( x , a1 , a2 ,..., an ) = n ( x ) .
n ( x ) . n
n ( x ) , F . , a1 , ..., an
, n ( x ) .
,
b

( x ) i ( x )dx = 0, i = 1, 2,... ,

(2.4)

{ k ( x )} ,
n ( x ) = 0 , .. un ( x ) (2.1), (2.2).
.
a1 , ..., an , n
(2.4), ..
b

( x ) i ( x )dx = 0, i = 1, 2,..., n ,

(2.4)

, n ( x )
n ( x ) 0 . , un ( x ) , n

(2.3), u( x ) .
, (2.3),
a1 , ..., an (2.4).
(2.1) , ..
F ( x, u , u, u) Lu ( x ) f ( x ) = 0

Lu( x ) u( x ) + p( x )u( x ) + q( x )u( x ) ,

(2.5)

(2.4) .
n

ki

ak Di = 0, i = 1, n ,

k =1

292

(2.6)

cki = L k ( x ) i ( x )dx , Di = [ f ( x ) L0 ( x )]dx .

(2.7)

, { i ( x )} {i ( x )} (
), (
VIII) .
, , (2.1)
, ..
d f ( x , u, u ) f ( x , u, u )
F ( x , u, u, u )

=0,
dx
u
u

, .. n , (2.3).
3.
, ,
. , .

.
(2.1), (2.2). F . ,
, (2.3), ..
n

un ( x ) = 0 ( x ) + ak k ( x ) ,

(3.1)

k =1

k ( x ) , .

n ( x ) = ( x , a1 ,..., an ) = F ( x , un , un , un ) .
a1 ,..., an :
n ( x ) [a; b] (, , L2 - ).
b

J (un ) = F 2 ( x , un , un , un )dx = ( a1 ,..., an ) .


a

( a1 ,..., an )
= 0, i = 1, n ,
ai

293

(3.2)

( ) a1 ,..., an .
, .. , (2.1) (2.5). (3.2)
n

c a
ij

bi = 0, i = 1, n ,

(3.3)

j =1

cij = Li ( x )L j ( x )dx , i, j = 1, n,
a

(3.4)
b

bi = ( f ( x ) L0 ( x ))i ( x )dx , i = 1, n .
a

(3.3), (3.4)

{i ( x )} , , , ,

Lu( x ) = 0,

u ( a ) = u ( b ) = 0

.
4.
(2.1), (2.2), { k ( x )} , ,
n

un ( x ) = 0 ( x ) + ak k ( x ) .
k =1

,
, , n ( x )
: [a; b] x1 ,..., x n
:

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

(4.1)

( )
a1 ,..., an .
(2.5) (.. ), (4.1)
:
n

a L (x ) = f (x ) L (x ),
i

j = 1, n .

i =1


294

(4.2)

L1 ( x1 ) L L n ( x1 )
L
0.
L1 ( xn ) L L n ( x n )

(4.3)

(4.2), , ,

{Li ( x )} [a ; b] .

f ( x ) , {Li ( x )} x1 ,..., x n ,
. , , (.
). , (4.3),
.
. -
,
( ) . , , , f ( x )
..).

295

VII

:
1. .. . .: . 1977.
2. .., .. . .: . 1973.
3. .., .. . .: .
1978.
4. .., .. .
.: . 1976.
( , )
,
: ,
, , ,
- (). , ( ). , ,
. .

XV

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

296

() , ,
, .
.
10. .
[0 ;1] N .

x =0 x
0

x =1

1
, N
xi = ih . xi [0 ;1] , h :
xi xi 1 = h =

1
.
N

h = xi = ih; i = 1, 2, ..., N 1; h =

. h :

h = xi = ih; i = 0,1, 2, ..., N ; h =

1
.
N

[0 ;1] u ( x ) y h ( xi ) .
xi , h .
20. .


x =0 x x

x

x =1
N1

[0 ;1] . 0 < x1 < x 2 < K < x N 1 < 1 , N .

h := {xi , i = 0, ..., N ; x0 = 0, x N = 1}
[0 ;1] .
hi = xi xi 1 i , .. .
h

= 1.

i =1

30. .
)
G a
b , Ox1 , Ox2 , ..

297

x2

G = {( x1 , x 2 ) : 0 x1 a; 0 x 2 b} .

[0 ; a ] [0 ; b] N1 N 2 .
Ox1 x1,i1 , Ox2 x 2,i2 ,

0 = x1, 0 < x1,1 < L < x1, N1 1 < x1, N1 = a ,


0

x1

0 = x 2, 0 < x 2,1 < L < x2, N 2 1 < x 2, N 2 = b .


x1 = x1, i1 , i1 = 0,1,..., N1 ;
x 2 = x 2, i2 , i2 = 0,1,..., N 2 ,
.
. ( N1 + 1) ( N 2 + 1) G . h = {h1,1 ,..., h1, N1 ; h2,1 ,..., h2, N 2 },
:
h1, i1 = x1, i1 x1, i1 1 , i1 = 1, ..., N1 ;
h2 , i2 = x 2, i2 x 2, i2 1 , i2 = 1, ..., N 2 .
x1 , x 2 , a
b
, h2,1 = h2, 2 = L h2, N 2 =: h2 =
,
, .. h1, 1 = h1, 2 = L h1, N1 =: h1 =
N1
N2

h = h h = (x1, i , x2, i ) : x1, i = i1h1; x2, i = i2 h2 ; h1 =

1 2

a
b

, h2 =
; i1 = 0, N1 , i2 = 0, N 2 .
N1
N2

h = h h = h h = {(x1, i , x2, i ), i1 = 0, N1 , i2 = 0, N 2 ; x1, 0 = 0, x1, N = a; x2, 0 = 0, x2, N = b}.


1 2

h1 = h2 , .
.
, , .
)
G , R .
( r , ) ,
. G = {( r , ) : 0 r R, 0 < 2 } .

298

, :
r = ri , i = 1, N1 ;

= j , j = 1, N 2 1 .
, , .

, .. r = (ri , j ), i = 0, N1 , j = 0, N 2 1; r0 = 0, rN1 = R; 0 = 0 = N 2 .
) -
), :
G = {( x , t ) : 0 x a, 0 t T }

h = (xi , t j ) : xi = ih, t j = j ; h =

a
T

,=
; i = 0, N1 , j = 0, N 2 ,
N1
N2

h = (xi , t j ) : xi = xi 1 + hi , t j = t j 1 + j ; i = 0, N1 , j = 0, N 2 ; x0 = 0, x N = a; t0 = 0, t N = T .
1

)
Ox1 x 2 x
2

c
a

b x1

G . G = [a ; b] [c ; d ] (
,
G , ,
, ). h . h , -

G , ,
h , h
. , h
, h . , .
)
G , x2
.
, .
,
G . , ,
, . ,
x
1

299

. ( )
: p = (x1, p , x 2, p ), p = 0, N . G ,
, , .
G
x2
,
.

. , (:

).
x1
: i1i2 = (x1,i1 , x 2,i2 ), i1 = 0, N1; i2 = 0, N 2 .
.
n > 2 .
, G x h , ..
xi G . u( x ) x G

y ( xi ) , .. xi ,
h . .
( x1 , x2 ,..., x N ) ,
Y = ( y1 , y 2 , ..., y N ) . G , , , N Y . G , , Y .
{h } , h . y h ( x ) h (
N ). h , h
h = (h 1 , h 2 , ..., hN ) . , G , .. x = (x1 , x 2 , ..., x p ) ; h = (h 1 , h 2 , ..., h p ) , h x1 , x 2 , .... x p .
u( x ) x G
H 0 . y h ( x ) H h . , , H 0 u( x ) H h y h ( x ) .
{h } , {H h } , h . H h
h , 0 H 0 .
H h
1
h = xi = ih, i = 0, N , h = [0 ;1] ( h y h ):
N

0
1 . C ( H 0 = C ):
300

= max y ( x )
xh

= max yi ;
0i N

20. L2 ( H 0 = L2 ):
1

N 1
2
y = hyi2
i =1

N
2
y ] = hyi2 .
i =1

u( x ) , u H 0 , y h () , y h H h .
y h u . y h u . y h u
:
1) y h , h (G ) , (,
) G . ~
y ( x , h ) x G . y ( x , h ) u( x ) ~
H 0 , y h u
~
y ( x , h ) u( x ) 0 (., , );
2) H 0 H h . u( x ) H 0
uh ( x ) , x h uh = Ph u H h ,
Ph H 0 H h . , Ph . , , u( x )
, ( ) uh ( x ) = u( x ) ,
x h . uh ( x ), x h u( x )
(, O( h ) ) xi . uh , y h uh H h . y h u , , y h uh h . ,


lim uh
h0

= u

u H 0 .

H h H 0 .
y h u .
2.
G h ,
: . .
. , L , u = u( x ) . 301

h Lh , uh , () , ..
( x ) , L Lh x h . ( x )
, L , .
:
) ;
) .
, ,

( x ) = Lh u( x ) Lu( x ), x h
L
Lh x h .
, , Lh L m > 0 x h , ( x ) = O ( h ) .
.
10. .
( x ) , Lh u( x )
u :
m

Lh u( x ) =

A ( x, )u( ) ,

( x )

(2.1)

Ah ( x , ) , ,
( x ) x ( ) .
( )
( x )

(x) =

A ( x , )u( ) Lu( x ) = B ( ) ( x )u ( ) ( x )

( )
j

j 0

() . , , Ah ( x , ) (2.1) .
, ,
k , , ( k + 1)
, u( x )
k - ( k + 1) - .

du( x )
1. Lu( x ) =
= u( x ) .
dx
, ,
, x .
) ( x ) x x + h , .. ( x ) = {x , x + h} . , (2.1), Lh
302

Lh u( x ) = a0 u( x ) + a1u( x + h ) .
( x )

( x ) = a0 u( x ) + a1u( x + h ) u( x )
x :

h2

( x ) = a0u ( x ) + a1 u ( x ) + hu ( x ) + u( x ) + L u( x ) =
2

= (a0 + a1 )u ( x ) + (ha1 1)u( x ) +

h2
a1u( x ) + L.
2

, :
a0 + a1 = 0,

ha1 1 = 0,
1
1
, a0 = .
h
h
,

a1 =

Lhu := u x =

u(x + h) u( x)
.
h

(2.2)

(2.2) .

(x) =

h2
h2 1
h
a1u( x ) + L = u( x ) + L = u( x ) + L = O( h ) ,
2
2 h
2

.. .
) ( x ) ( x ) = {x h, x} ,
:
Lh u := ux =

u( x ) u( x h )
.
h

(2.3)

(2.3) ,
h
2

( x ) = u x ( x ) u( x ) = u( x ) + O(h 2 ) = O(h ) .
) ( ( x ) = {x h, x , x + h}) (
)
L(h )u = ux + (1 )ux ,
(2.4)

303

.
h
2

( x ) = L(h )u( x ) u( x ) = ( 2 1) u( x ) + O(h 2 ) .


1
L(h )u
2
1
. = , ,
2
.
u + ux
u( x + h ) u( x h )
(2.5)
L(h0.5 )u = x
:= uxo =
2
2h
,

( x ) = uxo ( x ) u( x ) =

h2
u( x ) + L = O(h 2 ) .
6

20. (. 7 IV).
: ( x ) , u( x )
( ):
u( x ) = P ( x ) + r ( x ) .

L , :
Lu( x ) = LP( x ) + Lr ( x ) .

(2.6)

, (2.6) x , .
, x h , :
Lh u( x ) = LP( x ),

(2.7)

( x ) = Lr ( x ).
1.
) ( xi ) = {xi , xi + h} .
P( x ) = P1 ( x ) = u( xi ) + ( x xi )u( xi , xi + h );
P1( x ) = u( xi , xi + h ) =

u ( xi + h ) u ( xi )
= ux ,i .
h

304

r( x ) =

2 ( x )u( )
2!

( xi ) = r( xi ) =

d
h
1
1
2 ( x )u( ) + 2 ( x ) u( )
= 2 ( xi )u( ) = u( ) ,

dx
2!
2!
2
x = xi

.. , .
. , (2.4), (2.5).
d 2 u( x )

.
2. Lu( x ) = u ( x ) =
dx 2
. ( x ) = {x h, x , x + h} ,
Lh u( x ) := uxx =

u ( x + h ) 2u ( x ) + u ( x h )
,
h2

(2.8)

(x) =

h 2 IV
u ( x ) + O(h 4 ) = O(h 2 ) ,
12

(2.9)

.., , , .
.
d 4 u( x )
.
dx 4
(
) ( x ) = {x 2h, x h, x , x + h, x + 2h} , :

3. Lu( x ) = u IV ( x ) =

Lh u( x ) := uxxxx =

u ( x + 2 h ) 4u ( x + h ) + 6u ( x ) 4u ( x h ) + u ( x 2 h )
.
h4

(2.10)

.
,
uxxxx = u IV ( x ) +

h 2 VI
u ( x ) + O(h 4 ) ,
6

(x) =

h 2 VI
u ( x ) + O(h 4 ) = O(h 2 ) ,
6

.. .
. , , ..
, ,
305


. , ,
u ( x + h ) ux ( x )
uxx ( x ) = (ux ( x ))x = x
=
h
=

u ( x + h ) u( x ) u( x ) u( x h )

h
h
=
h

u ( x + h ) 2u ( x ) + u ( x h )
.
h2

h
. , (2.9) :
h 2 IV
u + O(h 4 ) = [ ( 2.10 )] =
12

uxx u =

2
h2
[uxxxx + O(h 2 )]+ O(h 4 ) = h uxxxx + O(h 4 ).
12
12

h2
uxxxx , 12
( x ) = {x 2h, x h, x , x + h, x + 2h} , Lu = u .

. , , . ,
( ,
..).
u 2 u
4. Lu =

, u = u( x , t ) .
t x 2
,
, , (2.2), (2.3) (2.8)
,
, ( , ).
Lu . ,
, , , .
:
, Lh u = uxx

( x h, t + ) ( x, t + )( x + h, t + )

( x, t + )

( x h, t )

( x, t )
)

( x + h, t )

( x, t )
)

( x h, t + ) ( x, t + )( x + h, t + )

( x h, t )

( x, t )

( x + h, t )

), , , :
306

L(h0)u =

u( x , t + ) u( x , t )

u ( x + h , t ) 2u ( x , t ) + u ( x h, t )
.
h2

(2.11)

:
u = u( x , t ); u = u( x , t + ); . = u( x , t ) .
(2.11)
L(h0)u = ut uxx .

(2.12)

),
L(h1) u = ut u xx .

(2.13)

(2.12) (2.13),

L(h )u = ut (u xx + (1 )uxx ) ,

(2.14)

0 1 ) ( = 0 (2.12), = 1 (2.13)).

u x , t +
u( x , t ) u( x , t )
u( x , t + ) u( x , t + )
2 + O( 2 ),
+
+ O( 2 ) =

+ O( 2 ) =
ut =
2
2 t
2
t
t
t 2
t
2

2 u( x , t ) h 2 4 u ( x , t )
+
+ O(h 4 ) =
uxx =
2
4
12 x
x

2 u x , t +
3u x , t +

2
2 + O( 2 + h 2 ),

2
2
2
x
x t

2 u x , t +
3u x , t +
u( x , t + ) h u( x , t + )
2 +
2 + O( 2 + h 2 ).

+
+ O(h 4 ) =
u xx =
2
4
2
2
12
2
x
x
x
x t
2

(2.12), (2.13) (2.14), :


L(h0)u =

u( x , t ) 2 u( x , t )
2 u( x , t ) h 2 4 u( x , t )
2
(
)
+
+
O

+ O(h 4 ) = Lu( x , t ) + O( + h 2 );

t
2 t 2
x 2
12 x 4

L(h1) u =

u( x , t + ) 2 u( x , t + )
2 u( x , t + ) h 2 4 u( x , t + )
2
(
)

+
O

+ O(h 4 ) =

2
2
4
t
2
t
x
12
x

= Lu( x , t + ) + O( + h 2 );

307

L(h )

2 u x , t +

3
u x , t +

u x , t +

2 + O( 2 )
2 +
2 + O( 2 + h 2 )

=
2
t
x 2
x 2 t

u x , t + 2 u x , t +
2 u x , t +
3

u x , t +

2
2 + O( 2 + h 2 ) =
2
2 +

(1 )
2
t
x 2
x 2
x 2 t

3u x , t +
3u x , t +

2 + O( 2 + h 2 ) = Lu x , t + + (1 2 )
2 + O( 2 + h 2 ).

+ (1 2 )

2
2
2
2
2
x t
x t

, L(h ) L
h , 0.5 ( = 0 = 1 ) = 0.5 .
2u 2u

.
t 2 x 2
,
L t . , :
5. Lu =

(x,t)

(x,t)

(x,t)

(x,t)

:
(1,0 )

Lh u = ut t u xx

(
u 2u + u

), ut t =
;
2

(2.15)

L(h0,0 )u = ut t u xx ( ) ) ;

(2.16)

(
L(h0,1)u = ut t u xx ( ) ) ;

(2.17)

) ( 4,
(2.15) (2.17))
(
L(h1 , 2 )u = ut t ( 1u xx + (1 1 2 )u xx + 2 u xx ) ,
(2.18)
(2.15) (2.17) ( 1 2 ).
308

, 4,
, (2.16) O( 2 + h 2 ) . (2.18) 1 = 2 = , .
.
(2.15), (2.17) (2.18) ( 1 2 ).

, 1 2 , ,
(2.14), , .
6. Lu = u .
2, h , ,
( x ) = {x h , x , x + h+ } .
, :

ux =

u ( x ) u (x h )
h

; ux =

:
h=

h+ + h

ux =

u (x + h + ) u ( x )
h+

u (x + h + ) u ( x )
h


(!)
1 u (x + h + ) u ( x ) u ( x ) u (x h ) u x u x
(2.19)

=: u xx .
Lh u =
=
h
h
h+
h

, h + = h = h (2.19) (2.8).

ux = u( x ) +

h+

ux = u( x )

Lh u = u( x ) +

h 2+ h 2
6h

u( x ) +

u( x ) +

h 2+
6
h 2
6

u( x ) + O(h 3+ ),

u( x ) + O(h 3 ),

u( x ) + O(h 2 ) = u( x ) +

h+ h
3

u( x ) + O(h 2 ) .

, (2.19) h + h
.

309

3.
( ).
(: ).
h G p - , H h , h , H 0 u( x ) , 0 H 0 , h H h . , , :
1) Ph : Ph u = uh H h u H 0 ;
2) h 0 , .. lim uh h = u 0 .
h 0

L : H 0 H 0 Lh : H h H h .
L Lh
h = Lh uh ( Lu )h ,
uh = Ph u, ( Lu )h = Ph ( Lu ) , u H 0 .
h h 0 , , Lh
h 0

L h .

h h = Lh uh ( Lu )h

= O( h

),

(3.1)

, ,
Lh uh ( Lu )h

Mh ,

M h , m > 0
, Lh L h m .
h :
) h = (h 1 ,..., h p ) ( p - ), , , h = h 12 + L + h p2 .
, h , = 1, ..., p
. (3.1)
Lh uh ( Lu )h

M hm ,
=1

m > 0 - .
m = min{m 1 , m2 ,..., m p }, (3.1).

) h , .. h = (h 1 ,..., hN ) , N ,
, , h = max hi , , .
1i N

.
1. ( 6
).

310

Lu =

d 2u
; u H 0 = C 4 [0 ;1]; h = xi , i = 0, N ; x0 = 0, x N = 1 ; ( Lh u )i = uxx ,i ,
dx 2

i =

hi +1 hi
ui + O (h 2i ), i = 1, 2, ..., N 1 .
3

, Lh u C :
h C = max i = O( h ) , h = max hi .
1i N 1

1i N

L2 - :
1

N 1
2
= h i i2 = O( h ) , h = max hi .
1i N
i =1

L2

h
h , .. h

2
N 1 i
2
= hi h k k

i =1 k =1

( 1)

( 1)

(3.2)

= O(h 2 ) , h = max hi . ,

i =

1i N

hi2+1 hi2
ui+ O(h 2i )
6h i

, ui= ui+1 + O( hi +1 ) ,
hi2+1ui+1 hi2 ui * o
i =
+ i = i + i* ,
6h i
i* = O(h 2 ) . .
1 i 2
hi2+1ui+1 hi2 ui
2

(
)
,
Si = h k k = hk +1uk +1 hk uk =
6 k =1
6
k =1
i

.. S Mh 2 .
,
1

( 1)

N 1
2
= hi Si2 = O(h 2 ) ,
i=1

( 1)

( 1)

+ h*

311

( 1)

= O (h 2 ) ,

( 1)

= O(h 2 ) .

,
.
, .
(,
), t ().
t
() x .

y h = max y (t ) h
(3.3)
t

1
2

2
= y ( t ) h .
t

(3.4)

u 2 u

, Lh u = ut uxx .
t x 2
, u( x , t ) x
t , (. 4 )

2. Lu =

h ( x, t ) = Lh u ( Lu )h = O( + h 2 ) .
, Lh L x
t , .
4.
. ,
. ,
, .
,
, .
( ), . .
1. :
u(t ) = f (t ), t > 0,
(4.1)

u(0 ) = u0 .

= {t j = j ; > 0; j = 0,1, ...} .


,

312

yt = ,

y (0 ) = u0

(4.2)

y j +1 y j
= j , j = 0,1, ...

y0 = u .

(4.2)

,
f = O( ) , ,

( t ) = f (t )

(t ) =

f ( t ) + f (t + )
t ,
2

j = f (t j )

j =

f (t j ) + f (t j +1 )
j = 0,1, ... .
2

, (4.2),
y j +1 = y j + j , j = 0,1, ...
0
y = u0 .

(4.3)

2. .
du(t ) + Au(t ) = 0, t > 0,

(4.4)
dt
u(0 ) = u0 ,

A n n -, u = (u1 , ..., un ) .
, 1.
( )
T

yt + Ay = 0,

y (0 ) = u0

y j +1 y j
+ Ay j = 0, j = 0,1,...

y0 = u

(4.5)

( y j = ( y1j , ..., y nj ) ).
(4.3):
y j +1 = y j Ay j , j = 0,1,...
0
y = u0 .
T

3. :
u( x ) = f ( x ), 0 < x < 1,

(4.6)
u ( 0 ) = 0 ,
u(1) = .

313

h .
y xx = , x h ,

y (0 ) = 0 ,
y (1) =

yi+1 2 yi + yi1 = , i = 1, ..., N 1,


i

h2

y0 = 0 ,
y = .
1
N

(4.7)

, 1,
f = O(h 2 ) . (4.7) (: (!) ) .
4. :
u 2 u

= f ( x , t ) , 0 < x < 1, 0 < t T ,


Lu

t t 2

u( x ,0 ) = u0 ( x ),
u(0, t ) = 0 (t ),

u(1, t ) = 1 (t ).

(4.8)

h = h
(. 4 2),
y t = y x x + , ( x , t ) h ,
y ( x ,0 ) = u ( x ), x ,

h
0

y (0, t ) = 0 (t ), t ,
y (1, t ) = 1 (t ), t

(4.9)


yij +1 yij yi+j 1 2 yij + yi j 1
=
+ i j , i = 1, N1 1; j = 0, N 2 1;
2

0
yi = u0 ( xi ), i = 0, N1 ,

y j = (t ), j = 0, N ,
0 j
2
0
y j = (t ), j = 0, N .
1 j
2
N1
, :
f = O( + h 2 ) , , i j = f (xi , t j ) i j = f xi , t j + 1 ..

(4.9) :
y
:
j +1

yij +1 = yij + ( y xjx ,i + i j ), i = 1, N1 1; j = 0, N 2 1.


yi0 , y0j y Nj 1 .
314

,
L (4.8) 4 2, :
yt = y xx + , ( x , t ) h ,

y ( x ,0 ) = u0 ( x ), x h ,

y (0, t ) = 0 (t ), t ,
y (1, t ) = 1 (t ), t

(4.9)


yi j +1 yij yij++11 2 yij +1 + yij +11
=
+ i j , i = 1, N1 1; j = 0, N 2 1;

h2

yi0 = u0 ( xi ), i = 0, N1 ,

y j = (t ), j = 0, N ,
0 j
2
0
y j = (t ), j = 0, N .
1 j
2
N1
y j +1
,
(,
3, ).
5.
,
Lu = f ( x ), x G,

lu = ( x ), x ,

(5.1)
(5.2 )

h + h
Lh yh = h , x h ,

lh yh = h ( x ), x h .

(5.3)
(5.4)

> 0
N ( ) . u
(5.1)-(5.2) y h (5.3)-(5.4), y h u( x ) . , ,
H h .
uh u( x ) h . (5.3)-(5.4): zh = y h uh .
y h = z h + uh (5.3) (5.4), :
Lh zh + Lh uh = h ,

l h zh + l h uh = h

Lh z h = h Lh uh := h , x h ,

l h zh = h l h uh := h , x h .
315

(5.5)

(5.5) ( h h ) (5.1) (5.3) (5.2) (5.4) (5.1)-(5.2).


z h h h (1h ) , ( 2h ) ( 3h ) .
, (5.3)-(5.4)
(5.1)-(5.2) (, : (5.3)-(5.4) ),
zh

(1h )

= y h uh

(1h )

0.
h 0

O ( h ) n - , h h0
n

zh

(1h )

= y h uh

(1h )

M h ,

M , h n > 0 .
, (5.3)-(5.4) n - ,
h ( 2h ) = O( h n ), h ( 3h ) = O( h n ) .
f h ( Lu )h f ( x ) Lu( x ) h ,
( f Lu )h = 0 , h

h = h Lh uh = (uh Lh uh ) ( f h ( Lu )h ) = ( h f h ) + (( Lu )h Lh uh ) = h(1) + h( 2 ) . (5.6)


, h h(1) = h f h

h = ( Lu )h Lh uh .
h (2)

, h

( 2h )

= O( h

) , ( )
1
h

h( 2 )

n - .
: ? , :
1) y h h ;
2) y h h , h .
, M > 0 , h , h h0
yh ~
yh

(1h )

M h ~h

~
~
y h h .
316

(2h )

+ h ~h

(3h )

),

(5.7)

( ), (5.6), (
).

().
, ,
.
.
~
Lh = ( Lh , l h ) (5.3)-(5.4) ,
(5.7) :
zh

(1h )

~
M h

( 2h )

zh

(1h )

M(h

( 2h )

+ h

( 3h )

).

(5.8)

, .
6.
, , , , , (5.6), , .
.
.
1. 1 4:

u(t ) = f (t ) ,

u(0 ) = u0 .

(6.1)


yt = , t

y (0 ) = u0 .

(6.2)

u(t ) (6.1):

(t ) = ut (t ) (t ) .

u(t + ) = u(t ) + u(t ) +

2
2

u(t ) +

3
6

u(t ) + O( 4 )

u(t ) = f (t ), u(t ) = f (t ), u(t ) = f (t ), ... ,

2
(t ) = u(t ) + u(t ) + u(t ) (t ) + O( 3 ) .
2

317

, :
1) (t ) = f (t ) + O( ) (, (t ) = f (t ) ( j = f j )), ;

2) (t ) = f (t ) + f (t ) + O( 2 ) (, (t ) = f t + (
2
2
j = f

j + 12

), (t ) = f (t ) +

f t (t ) ( j = f j +

f (t ) + f (t + )
f +f
( j =
2
2
;
j

(t ) =

3) , (t ) = f (t ) +
(, (t ) = f (t ) +

f to (t ) +

f (t ) +

2
6

f t j ),

j +1

) ..),

f (t ) + O( 3 )

f t t (t ) ( j = f j +

2
6
5 f (t + ) + 8 f (t ) f (t )
5f
( j =
(t ) =
12
.

j +1

fo j +

+8 f j f
12

f t tj )

j 1

)),

2.
u( x ) qu( x ) = f ( x ) , 0 < x < 1, q = const ,

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

(6.3)

h
y xx dy = , x h ,

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

(6.4)

(6.3) , ,
( ). (, ,
h ):
h = uxx du + .

h 2 IV

uxx = u + u + O(h 4 )
12

u = qu f ,

h2
h2
h = u + u IV du + + O(h 4 ) = qu f + u IV du + + O(h 4 ) =
12
12
h 2 IV
= ( q d )u + ( f ) + u + O(h 4 ).
12
318

, h = O(h 2 ) d = q + O(h 2 ), = f + O(h 2 ) .


u = qu f , :
u IV = qu f = q( qu f ) f .

h = ( q d )u + ( f ) +

h2
h2
q( qu f )
f + O(h 4 ) =
12
12

h2
h2

= f ( f + qf ) + q + q 2 d u + O(h 4 ).
12
12

,
d = q+

h2 2
h2
h2
q + O(h 4 ); = f + ( qf + f ) + O(h 4 ) = f + (qf + f xx ) + O(h 4 ) ,
12
12
12

() (6.3).
3.
u( x ) qu ( x ) = f ( x ) , 0 < x < 1, q = const ,

(6.5)
u(0 ) = 0u (0 ) 0 ,
u (1) = .
1

h ,
y xx dy = ,

(6.6)

= f + O(h 2 ), d = q + O(h 2 ) .
x = 1 :
y (1) = 1 .

(6.7)

u(0 ) y x (0 ) (
, ( x = h ) , ). x = 0
y x (0 ) = 0 y (0 ) 0

lh y = 0 ),

(6.8)

l h {0, h} ,
(6.6) (6.8), -

319


.
(. 2) , d
, (6.6)
h = O(h 2 ) . ,
u( h ) = u(0 ) + hu(0 ) +

h2
u(0 ) + O(h 3 ) ,
2

h
2

h (0 ) = ux (0 ) 0 u(0 ) + 0 = u(0 ) + u(0 ) + O(h 2 ) 0 u(0 ) + 0 =


h
h
= [u(0 ) ( 0 u(0 ) 0 )] + u(0 ) + O(h 2 ) = u(0 ) + O(h 2 ),
2
2

.. h (0 ) = O( h ) .
, , (6.6) (6.8) .
(6.8) ,
. ,
0 0 () 0 0 ,
y x (0 ) = 0 y (0 ) 0 .

(6.8)

, , :
h
2

h (0 ) = u(0 ) ( 0 u(0 ) 0 ) + u(0 ) + O(h 2 ) .


(6.5) (
x = 0 ) : u(0 ) = qu(0 ) f (0 ) , u(0 ) = 0 u(0 ) 0 .

h
h (0 ) = 0 u(0 ) 0 ( 0 u(0 ) 0 ) + ( qu(0 ) f (0 )) + O(h 2 ) =
2
h
h
= 0 0 q u(0 ) + 0 0 + f (0 ) + O(h 2 ) =
2
2

h
h
= 0 0 + f (0 ) 0 0 + q u(0 ) + O(h 2 ).
2
2

, ,
h
2

0 = + q, 0 = 0 +

320

h
f (0 ) ,
2

(6.9)

(6.8) ( )
.
4.
u 2u
t = x 2 + f ( x, t ) , 0 < x < 1, 0 < t T ,

u ( x,0 ) = u0 ( x ), 0 x 1,

u (0, t ) = 0u (0, t ) 0 (t ), 0 t T ,
x
u (1, t ) = (t ) , 0 t T .
1

(6.10)

h , ( 4 2),

y t = y x x + , ( x , t ) h

y ( x ,0 ) = u0 ( x ), x h ,
y (1, t ) = (t ), t .
1

(6.11)

( x , t ) = f ( x , t ) + O( + h 2 ) (6.10) ( ) O( + h 2 ) .
u
, x = 0

x
( ),
y x (0, t ) = 0 y (0, t ) 0 (t ) , t ,

(6.12)

, , x .

2
O( + h ) , x . 3
y x (0, t ) = 0 y (0, t ) 0 (t ) , t ,

(6.13)

0 0 (t ) , .
:

(0, t ) = ux (0, t ) 0 u(0, t ) + 0 (t ) =

= 0 u(0, t ) 0 (t ) +

u(0, t ) h 2 u(0, t )
+
+ O(h 2 ) 0 u(0, t ) + 0 (t ) =
2 x 2
x

h 2 u(0, t )
2 u(0, t ) u(0, t )

2
(
)
(
)
(
)
O
h

u
0
,
t

t
+

+
=
=
f (0, t ) =
0
0
2
2

2 x
t
x

= ( 0 0 )u(0, t ) 0 (t ) + 0 (t ) +

h u(0, t ) h
f (0, t ) + O(h 2 ) = ( 0 0 )u(0, t ) +
2 t
2

h
h
+ 0 (t ) 0 (t ) + ut (0, t ) f (0, t ) + O( 2 + h 2 ).
2
2

321


( , x = 0 ),
x .
, x
t ( ).
, ,

0 = , 0 (t ) = 0 (t ) +

h
h
f (0, t ) yt (0, t )
2
2

(6.14)

O( 2 + h 2 ) .
, , (6.10) O( + h 2 ) ,
y t = y x x + , ( x , t ) h ,
y ( x ,0 ) = u ( x ) , x ,
0
h

(6.15)
h
h

y x (0, t ) = 0 y (0, t ) 0 (t ) 2 f (0, t ) + 2 yt (0, t ) , t ,

y (1, t ) = 1 (t ) , t .
, 4, :
yi j +1 yi j yi +j 1 2 yi j + yi j 1
=
+ i j , i = 1, N1 1; j = 0, N 2 1,

h2

yi0 = u0 ( xi ) , i = 0, N1 ,
j +1
j +1
j +1
j
y1 y0 h y0 y0 = y j +1 (t ) h f (0, t ), j = 0, N 1,
0 0
0 j +1
2
j +1

h
2

2
j +1
y N1 = 1 (t j +1 ), j = 0, N 2 1.
, t j +1
j +1

j
j
j
j
j
yi = yi + 2 ( yi +1 2 yi + yi1 ) + i , i = 1, N1 1,
h

j +1
1
1 y j +1 + h y j + (t ) + h f (0, t ) , j = 0, N 1,
1
y0 = 1 h
0
0 j +1
2
j +1
2
2

+
+0 h
h 2

j +1
y N1 = 1 (t j +1 ), j = 0, N 2 1.
( t = 0 ) :
yi0 = u0 ( xi ) , i = 0, N1 .
O( + h 2 ) .
. .

322

5.

2u 2u
t 2 = x 2 + f ( x , t ) , 0 < x < 1, 0 < t T ,

u( x ,0 ) = u0 ( x ), 0 x 1,
u( x ,0 )
= u1 ( x ), 0 x 1,

u(0, t ) = 0 (t ), 0 t T ,

u(1, t ) = 1 (t ) , 0 t T .

(6.16)

h , , :
yt t = y xx + f , ( x , t ) h ,

y ( x ,0 ) = u0 ( x ) , x h ,

yt ( x ,0 ) = u1 ( x ) , x h ,
y (0, t ) = (t ) , t ,
0

y (1, t ) = 1 (t ) , t .

(6.17)

O( 2 + h 2 ) ,
.

1 ( x ,0 ) = ut ( x ,0 ) u 1 ( x ) =

u( x ,0 ) 2 u( x ,0 )
2 u( x ,0 )
2
(
)
(
)
+
+
O

u
x
=
+ O( 2 ) = O( ) .
1
t
2 t 2
2 t 2

,
, .
,
yt ( x ,0 ) = u 1 ( x ) ,
u 1 ( x ) .
:

1 ( x,0) = ut ( x,0) u 1 ( x ) =

u ( x,0 ) 2u ( x,0 )
+
+ O( 2 ) u 1 ( x ) =
2
t
2 t

2u ( x,0 ) 2u ( x,0 )

=
=
+ f ( x,0 ) = u0( x ) + f ( x,0 ) = u 1 ( x ) + (u0( x ) + f ( x,0 )) +
2
2
x
2
t

+ O( 2 ) u 1 ( x ).
, u 1 ( x ) , ,

u 1 ( x ) = u 1 ( x ) + (u0( x ) + f ( x ,0 ))
2
323

( u0( x ) ( ) ).
, :
:
yt t = y xx + f , ( x , t ) h ,
y ( x ,0 ) = u ( x ) , x ,
0
h

(6.18)
yt ( x ,0 ) = u1 ( x ) + (u0( x ) + f ( x ,0 )) , x h ,
2

y (0, t ) = 0 (t ) , t ,

y (1, t ) = 1 (t ) , t ,
:
yij +1 2 yij + yij 1 yij+1 2 yij + yij1
=
+ fi j , i = 1, N1 1; j = 1, N 2 1,

2
2
h

yi0 = u0 ( xi ) , i = 0, N1 ,
1
0

yi yi
= u 1 ( xi ) + (u0( xi ) + fi 0 ), i = 0, N1 ,

2

j
+
1
y0 = 0 (t j +1 ), j = 0, N 2 1,

y Nj +1 1 = 1 (t j +1 ), j = 0, N 2 1.


yi0 = u0 ( xi ) , i = 0, N 1 ,

y1 = y 0 + u ( x ) + (u( x ) + f 0 ) , i = 0, N ,
i
i
1
1 i 2 0 i
i

2 j
j +1
2 j
j
j 1
j
j
yi = 2 yi yi + 2 ( yi +1 2 yi + yi 1 ) + f i , i = 1, N 1 1,
h

y0j +1 = 0 (t j +1 ), j = 1, N 2 1,

y Nj +11 = 1 (t j +1 ), j = 1, N 2 1.

7.
,
.
, .
7.1.

,
.
10. .
324

,
(uv ) = uv + uv .
( )
. :

(uv )x = ux v + u ( +1)v x = ux v ( +1) + uv x ,

(7.1)

(uv )x = ux v + u ( 1)v x = ux v ( 1) + uv x ,

(7.2)

f ( 1) = f ( x h ) .
, , . ,
:
ui+1vi+1 ui vi ui +1 ui
v v
vi + ui+1 i +1 i .
=
h
h
h
.
20. .

1
1 1

0 uv dx = uv 0 0 uvdx .
, , :

(u, v x ) = uN v N u0 v1 (ux , v ] ,

(7.3)

(u, v x ) = uN vN 1 u0 v0 [ux , v ) ,

(7.4)

N 1

N 1

i =1

i =1

i =0

(u, v ) = hui vi , (u, v ] = hui vi , [u, v ) = hui vi .


, , (7.3):
N 1

N 1

N 1

i =1

i =1

i =1

(u, v x ) = (uv x )i h = [uv x = (uv )x ux v ( +1) ] = (uv )x ,i h ux ,i vi+1h =


N 1

i =1

i =1

= uN vN u1v1 ux ,i +1vi +1h = uN vN u1v1 ux ,i +1vi +1h + ux ,1v1h =


N

= uN v N u1v1 + u1v1 u0 v1 ux ,i +1vi +1h = uN vN u0 v1 (ux , v ],


i =1

.
30. .
325

(
)
u
k
v
dx
=

k
u
v
dx
+
ku
v
0
0
0

.
,
. (7.3) u = z , v = ay x ,

(z, (ay x )x ) = (ay x , z x ] + aN y x ,N z N a1 y x ,0 z0 .

(7.5)

(7.5) .
, .
z0 = z N = 0 ,

( z, (ay x )) = (ay x , z x ]

( z , y ) = (ay x , z x ], y = (ay x )x ; (7.5)

z = y :

( y , y ) = (a, ( y x )2 ] ,

(7.5)

( a ).
40. .

1

0 u(kv) dx 0 v(ku) dx = k (uv vu) 0 .

, (7.5)

( y, (az x )x ) = (az x , y x ] + aN z x ,N y N a1 z x ,0 y0 .

(7.6)

, (7.5) (7.6), :

(z, (ay x )x ) ( y, (az x )x ) = aN ( zy x yz x )N a1 ( zy x yz x )0 .

(7.7)

(7.7) . , , ,
y z x = 0 x = 1 ,

( z , y ) = ( y , z ) ,
.
50. -.
.

( u, v ) u v ,
326

(u, v ) ( ,
), u = (u, u ) . . -
b2
ab a +
,
4
2

. , ,

( u, v ) u v u 2 +

1
v
4

. .
7.2.


.

.
,
.
: ,

u( x ) + u( x ) = 0 , 0 < x < l ,
(7.8)

u ( 0 ) = u ( l ) = 0
.
:
1. (7.8) uk ( x )
k :
uk ( x ) =

2
kx
k 2 2
sin
, k = 2 , k = 1, 2, ... ;
l
l
l

(7.9)

2. uk ( x ) :
1

u ( x )u
k

( x )dx = km ;

3. f ( x ) ( f (0 ) = f (l ) = 0 ) ,
:
327

f ( x ) = f k uk ( x ) ,
k =1

f k = f ( x )uk ( x )dx ,
0

k =1

= f 2 ( x )dx = f k2 .

. .
(7.8)
h [0; l ]

y xx + y = 0, x h ,

y (0 ) = y (l ) = 0

(7.10)

y k ( x )
.
(7.10) :
h 2
yi+1 21
yi + yi 1 = 0 , i = 1, N 1 .
2

(7.11)

(7.11) . ,
h 2
r 2 21
(7.12)
r + 1 = 0
2

(7.10) ( (7.8) (!)) .


(7.10) 4
(7.12), , , 0 ; 2 .
h
r1r2 = 1 , (7.11) (
) y = sin x , .
yi+1 + yi1 = [xi = x ] = sin ( x + h ) + sin ( x h ) = 2 sin x cos h ,
(7.11) :
h 2
2 sin x cos h = 21
sin x .
2

, .. sin x ,

328

1
..

h 2
= cos h ,
2

2
4
h
(1 cos h ) = 2 sin 2 .
2
h
h
2

, y = sin x
(7.10): y (0 ) = y (l ) = 0 . x = 0 sin x = 0 ,
x = l :
sin l = 0 ,

l = k , k = 1, ..., N 1 .

k
=
= k , k = 1, ..., N 1 .
l
, (7.10). :
1. (7.10)
y ( k ) ( x ) = sin

kx
4
kh
, k = 2 sin 2
, k = 1, ..., N 1 .
l
h
2l

(7.13)

2. k ,
0 < 1 =

4
h
4
( N 1)h 4
h 4
.
< 2 < L < N 1 = 2 sin 2
= 2 cos2
<
sin 2
2
h
2l
h
2l
h
2l h 2

(7.14)

, , , (7.10) .
3. (7.10) y ( k ) ( x ) , y ( m ) ( x ) , , :

(y (k ) , y(m) ) = 0

k m .

,
:
0 = ( y x( kx ) , y ( m ) ) ( y ( k ) , y x( mx ) ) = (k m )( y ( k ) , y ( m ) )
k m , : ( y ( k ) , y ( m ) ) = 0 .
4.

l
.
2
,
y (k ) =

y (k )

N 1

N 1

= ( y ( k ) , y ( k ) ) = ( y ( k ) ( x s )) h = h sin 2
s =1

k =1

329

kx s N 1 h
2kx s
= 1 cos
.
l
l
k =1 2

(7.15)

2kh
: qk = exp i
.
l
2khs
2 kx s ; q N = exp i 2kx N = exp( 2ki ) = 1
qks = exp i

k
= exp i
l
l
l

N 1

h cos
s =1

N 1
2kx s
q N qk
1 qk
= Re hqks = Re h k
= Re h
= h .
l
qk 1
qk 1
s =1

(7.15) :
y (k )

h
Nh l
( N 1 + 1) =
= ,
2
2
2

.
,
2
kx
sin
, k = 1, N 1
l
l

2 (k )
y (x) =
l

(k ) ( x ) =

(7.16)

.
5. h f ( x ) , f (0 ) = f (l ) = 0 .
N 1

f ( x ) = fk (k ) ( x ) ,

(7.17)

k =1

f k = ( f ( x ), ( k ) ( x )) ,
f

N 1

= f k2 .

(7.18)

k =1

,
f

N 1
N 1
N 1
= ( f , f ) = f k ( k ) , f k ( k ) = f k2 ,
k =1
k =1
k =1

( ( k ) , ( m ) ) = km .
7.3.

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

330

1
yx ] .
2

(7.19)

.
h
y 2 ( x ) = (1 x ) y 2 ( x ) + xy 2 ( x ) .

(7.20)

y (0 ) = y (1) = 0 ,

x
y 2 ( x ) = y x ( x )h

x = h

1
y 2 ( x ) = y x ( x )h .

x = x + h

(7.20), :
2

x
y ( x ) = (1 x ) y x ( x )h + x y x ( x )h .

x = x + h

x = h
2

, -, :
x

x = h

x = h

y 2 ( x ) (1 x ) h hy x2 ( x ) + x

x = x + h

x = x + h

x = h

hy x2 ( x) = x(1 x ) hy x2 ( x) = x(1 x ) y x ] ,
2

1
1
1
2
, y 2 ( x ) y x ] y C y x ] .
4
4
2
:
1. h (0; l ) (7.19)
x (1 x )

l
yx ] .
2

(7.19)

2. y (0 ) y (l ) 0 , (7.19), , .
3. (7.19) .
. 1. 3.
2. y ( x ) , h (0; l )
x = 0 x = l ,
h2
l2
2
2
2
yx ] y
yx ] .
4
8

(7.21)

.
y ( x ) (7.10):
N 1

y ( x ) = Ck ( k ) ( x ) ,
k =1

N 1

Ck = ( y ( x ), ( k ) ( x )), y = Ck2 .
2

k =1


331

y x ] = ( y x x , y ) ,
2

x( kx ) = k ( k ) ,
N 1
N 1
N 1
2
y x ] = Ck k ( k ) , Ck ( k ) = Ck2 k .
k =1
k =1
k =1

:
2

1 y

1 =
1 . =

h
2l

y x ] N 1 y
2

4
4
h
h
sin 2 , N 1 = 2 cos 2
.
2
h
2l
h
2l

2 sin 2
1 = 2
.
l
l
sin

, 0 ; , , , f ( ) =
2

4
, :

min

sin

0 ;
4

2 2
= f =
.

2 2 2
8
1 2
= 2 .
l
l
, N 1 <

4
. ,
h2
8 2
4
2
2
y yx ] 2 y ,
2
l
h

(7.21).
7.4.


.
.

u( x ) + f ( x ) = 0 , 0 < x < 1,

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

332

(7.22)

[0 ;1] h (7.22)

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

y (0 ) = y (1) = 0 .

(7.23)

(7.23) y , :

( y xx , y ) + ( f , y ) = 0 .
,
2
yx ] = ( f , y ) .
(7.24)
( f , y ) f y , 2
l
l2
2
y
y x ] y
y x ] .
8
2 2

1
( f , y)
f yx ] .
2 2
2

, 1, (7.24) :
yx ] = ( f , y )

2y

2 2

yx ]

f yx ] ,

1
2 2

, ,

1
4 2

f .

(7.25)

(7.25) (7.23) .
, (7.23). . z = y u , z

z xx + ( x ) = 0 , x h ,
(7.26)

z (0 ) = z (1) = 0 ,
( x ) (7.22). (7.25) :
1
zC
,
4 2
= O(h 2 ) , , , z

= y u C Mh 2 , .. -

(7.23) (7.22) O(h 2 ) .


,
.
333

XVI

1. ,
,
, , .
.
,
. , ,
d 2u
q( x )u = f ( x )
dx 2

Lh yi =

yi +1 2 yi + yi1
d i yi = fi , d i = qi1 + (1 2 )qi + qi+1 ,
h2

.
f ( x ) . , d i ( f i )
h 2 ,
h .
, , . ,
. ,
Q ( ) . Q ( ) , ..
.

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

334

:
1) , .. K , ;
2)
K ;
3) K .
1.1.

,
, h
.
. :
) = { m1 , m1 + 1,..., 1, 0,1, ..., m2 } , m1 > 0 m2 > 0
, y ( j ), j ;
) = { m1 s m2 } , - k ( s ) ( ).
Ahj k ( s ) , F h k ( s ) , j , s , .


h ( y ( j )) =

A (k ( s ))y ( j ) + F (k ( s ))
m2

h
j

j = m1

:
y ( j ) = y h ( xi + jh ) , k ( s ) = k ( xi + sh ) h ,

(L y
h

+ F h )i =

m2

A (k ( x + sh )) y ( x + jh ) + F (k ( x + sh )) = 0 ,
h
j

i = m1

y h ( xi ) , k ( x ) - .
,
h
A j k ( s ) F h k ( s ) , j = m1 , m2 . -

, , .

d k ( x ) du( x ) q( x )u( x ) = f ( x ), 0 < x < 1,


(1.1)
dx
dx
u(0 ) = , u(1) = , k ( x ) c > 0, q( x ) 0 .
0
1
h {xi 1 , xi , xi+1} , = { 1, 0,1}

m1 = m2 = 1 . = { 1 s 1} Ah k ( s ) ,

B h k ( s ) , F h k ( s ) .

335

1 b yi +1 yi a yi yi 1 d y = , i = 1, ..., N 1,
i i
i
i
i
h
h
h
y = , y = ,
0
0
N
1

(1.2)

xi h k ( x ), q( x ), f ( x )
:
ai = Ah ( k ( xi + sh )) , bi = B h ( k ( xi + sh )) , d i = F h ( q( xi + sh )) , i = F h ( f ( xi + sh )) .

( d i i
). Ah , B h F h ,
h .
, (1.2) .

h
h2
ui+1 ui

= ui + ui + ui+ O(h 3 ),
h
2
6
ui ui 1
h
h2

= ui ui + ui+ O(h 3 ),
h
2
6
, , ku + k u qu + f = 0 ,
u u
u u
1
i = bi i +1 i ai i i 1 d i ui + i ( ki ui + kiui qi ui + fi ) =
h

bi + ai
b ai
ki ui ( d i qi ) ui + i fi + O(h 2 ).
ki ui + i
2
h

, (1.2) ,
bi + ai = k + O(h 2 );
i
2

bi ai = k + O(h 2 );
i
h

2
d i = qi + O(h );

2
i = fi + O(h )

336

(1.3)

k ( x + sh ) = k ( x ) + shk ( x ) +

s2h2
k ( x ) + O(h 3 ),
2

f ( x + sh ) = f ( x ) + shf ( x ) + O(h 2 );
q( x + sh ) = q( x ) + shq( x ) + O(h 2 ),
:
s 2h2

ai = A( k ( xi + sh )) = Aki + shki +
ki+ O(h 3 ) =
2

2
h
= A(1)ki + hkiA( s ) + kiA(s 2 ) + O(h 3 );
2
s2h2

bi = B( k ( xi + sh )) = B ki + shki +
ki+ O(h 3 ) =
2

2
h
= B(1)ki + hkiB( s ) + kiB (s 2 ) + O(h 3 );
2
d i = F ( q( xi + sh )) = F [qi + shqi + O(h 2 )] = F (1)qi + hqiF ( s ) + O(h 2 );

i = F ( f ( xi + sh )) = F [ fi + shf i+ O(h 2 )] = F (1) f i + hf iF ( s ) + O(h 2 ).


(1.3)
A(1) + B(1) k + hk A( s ) + B( s ) + O(h 2 ) = k + O(h 2 ) ;
i
i
i

2
2

2
2
2
B(1) B(1) k + hk B( s ) A( s ) + h k B (s ) A(s ) + O(h 2 ) = k + O(h 2 ) ;
i
i
i
i

2
h
h
h

2
2
F (1)qi + hqiF ( s ) + O(h ) = qi + O(h ) ;

2
2
F (1) fi + hf iF ( s ) + O(h ) = f i + O(h ) .

, h , :
A(1) + B(1) = 1;

(
)
B
A(1)
1

= 0;

h
A( s ) + B( s )

= 0;
2

B( s ) A( s ) = 1;

F (1) = 1;
F (s ) = 0 ;

B (s 2 ) A(s 2 )
= 0;

337

(*)

, :
A(1) = B(1) = F (1) = 1;

1
B( s ) = ;
2

1
(1.4)
A( s ) = ;
2

F (s ) = 0 ;
2
2
B(s ) = A(s )

(1.2) ,
ai > 0 , bi > 0 , ai + bi + h 2 d i ai + bi (
). ,
A, B F .
.
A, B F k ( s ) f ( s ) ,

( )
( )
( )

A k ( s ) = 1k ( 1) + 0 k (0 ) + 1k (1) ,

B k ( s ) = 1k ( 1) + 0 k (0 ) + 1k (1) ,

F k ( s ) = 1k ( 1) + 0 k (0 ) + 1k (1) ,

ai = 1ki1 + 0 ki + 1ki +1 ,
b = k + k + k ,
i
1 i 1
0 i
1 i +1

=
+
+
1 i 1
0 i
1qi +1 ,
i
i = 1 fi 1 + 0 fi + 1 fi +1 .

(1.4) , i , i , i :
1 + 0 + 1 = 1,
+ + = 1,
0
1
1
1 + 0 + 1 = 1,

1 + 1 = 0 ,

1
1 + 1 = 2 ,

+ = 1 ,
1
1
2

1 + 1 = 1 + 1 .
,
.
338

. (1.3)
(.. ) (*)
A(1) + B(1) = 1,

B(1) A(1) = 0 ,

B( s ) A( s ) = 1,
F (1) = 1,

A(1) = B(1) = F (1) = 1,

B( s ) A( s ) = 1.

(1.5)

1.2.

, ,
. ,
( ).
.
, , , ,
.
, , . , ,
d
du
k ( x ) = f ( x ), 0 < x < 1
dx
dx

(1.6)

u( x )
0 < x < 1 k ( x ) .
x x (1) x ( 2 ) , x (1) x x ( 2 ) :
W (x

(2)

x(2)

) W (x ) = f ( x )dx ,
(1)

W ( x ) = k ( x )

x (1 )

du
.
dx

(1.7)

(1.7) , () .
, ,
.
(1.2)
(1.6). q( x ) = 0 , (1.2)
y yi 1
1 yi +1 yi
ai i
= i
bi
h
h
h

339

yi+1 yi
y yi 1
bi ai+1 yi+1 yi
1
ai i
.

= i
ai +1
h
h
h
h
h

i1 i2 (x (1) = i1h ; x ( 2 ) = i2 h ) , :
i2

i2

i =i1

i =i1

Wi2h+1 Wi1h = hi + (bi ai +1 )

yi +1 yi
,
h

(1.8)

yi yi1
.
h
(1.8) (1.7).
(1.7)

Wi h = ai

i2

D = (bi ai +1 )
i =i1

yi +1 yi
,
h

yi
bi = ai+1 .

(1.9)

(1.9)
( y0 = y N = 0 y ).
. ,

d k ( x ) du = 0 , 0 < x < 1,


(1.10)
dx
dx
u(0 ) = 1, u(1) = 0
- :
k , 0 < x < ,
k(x) = 1
k 2 , < x < 1,

(1.11)

: = x n + h , 0 < < 1 .
,
( ):
[u] = u( + 0 ) u( 0 ) = 0 ,

[ku] = k 2 u( + 0 ) k1u( 0 ) = 0 .
.
[0 ; ) u( x ) = 0 , u( x ) = C0 + C1 x ,
x [0 ; ) , u(0 ) = 1 , C0 = 1 . , u( x ) = 1 0 x , x [0 ; ) .
x ( ;1] u( x ) = 0 , u( x ) = C2 + C3 x , x ( ;1]
C2 + C3 = 0 , .. u( x ) = 0 (1 x ) , x ( ;1] .
,
340

1 0 x , 0 x < ,
u( x ) =
0 (1 x ) , < x 1.
x = u( x ) , ,
, .
1 0 = 0 (1 ) .
, ,
k1 0 = k 2 0 .
, 0 0
1 0 = 0 (1 ),

k1 0 = k 2 0 .
: 0 =

k1
0 .
k2

, :
k1

(1 ) + = 1 .
k2

0 =

1
,
0

0 =

k1
(1 ) + .
k2

(1.10), (1.11) (1.2):


1 b yi +1 yi a yi yi 1 = 0, i = 1, N 1,

i
h i
h
h

(1.12)
y0 = 1,
y = 0.
N

, , bi = B( k ( xi + sh )) , ai = A( k ( xi + sh )) .
(
, ), (1.5). , 2h , , ai , bi ( A( k1 ) = k1 A(1) = k1 ..), ..
ai = bi = k1 , 0 < i < n ,

ai = bi = k 2 , n + 1 < i < N .
341

, i = 1, n 1 i = n + 2, N 1

yi+1 2 yi + yi 1 = 0
,
1 xi , 0 i n,
yi =
(1.13)
(1 xi ) , n + 1 i N .
(1.12) i :
i = n i = n + 1 :
bn ( y n+1 y n ) an ( y n y n1 ) = 0,
(1.14)

bn+1 ( yn+ 2 y n+1 ) an+1 ( y n+1 y n ) = 0 .


an+1 , bn , :
bn+1bn ( y n+ 2 y n+1 ) = an an+1 ( yn y n1 ) .

(1.15)

(1.13) ,
y n yn1 = (1 x n ) (1 xn1 ) = ( x n x n1 ) = h ,
(1.16)
y n+ 2 y n+1 = (1 x n+ 2 ) (1 xn+1 ) = ( x n+ 2 x n+1 ) = h ,
(1.15) :

bn+1bn ( h ) = an an+1 ( h ) ,

..

an an+1
.
bnbn+1

(1.17)

, , (1.14) ,

y n+1 yn = (1 x n+1 ) (1 x n ) ,
:
aa

bn n n+1 (1 xn+1 ) 1 + xn + an h = 0 ,
bnbn+1

a
an an+1
(1 xn+1 ) + xn + n
bn
bnbn+1

h = 1 ,

..

1
.
an
an an+1
(1 xn+1 )
h + xn +
bn
bnbn+1

(1.18)

,
(1.13), (1.17), (1.18). [0 ;1] . , , :
342

x xi
~( )
( yi+1 yi ) , x [xi ; xi+1 ] .
y x ; h = yi +
h
, (1.13) (1.16), i n 1

i n + 1

x xi
~( )
( h ) = 1 x ,
y x; h = 1 xi +
h
x xi
~( )
( h ) = (1 x ) .
y x; h = (1 xi ) +
h

[x n ; x n+1 ] :
i n 1 , i n + 1 . ,
~( ) 1 x , 0 x ,
y x; h =
(1 x ), x 1.

u( x ) ~
, .. ( x; h ) u( x ) , ,
h0

0 , 0 .
h0

h0

,

an an+1
k
1
h

0
bnbn+1
k2

bb
aa
Rn = n n+1 n n+1 0 .
(1.19)
k2
k1 h0
, A( k ( xi + sh )) B( k ( xi + sh )) ,

. , ,
, ..
ai = 1ki1 + 0 ki + 1ki+1 ,

bi = 1ki 1 + 0 ki + 1ki +1.


(1.5)
1 + 0 + 1 = 1,

1 + 0 + 1 = 1,
= 1 + .
1
1
1
1

343

(1.20)

, , i
i .
:
ai = k1 , i = 1, n 1,

ai = k 2 , i = n + 2, N 1,

an = 1k1 + 0 k1 + 1k 2 = ( 1 + 0 )k1 + 1k 2 = (1 1 )k1 + 1k 2 ,


a = k + k + k = k + ( + )k = k + (1 )k ,
n+1
1 1
0 2
1 2
1 1
0
1
2
1 1
1
2
bi = k1 , i = 1, n 1,

bi = k 2 , i = n + 2, N 1,

bn = 1k1 + 0 k1 + 1k 2 = ( 1 + 0 )k1 + 1k 2 = (1 1 )k1 + 1k 2 ,


b = k + k + k = k + ( + )k = k + (1 )k .
n+1
1 1
0 2
1 2
1 1
0
1
2
1 1
1
2

, an , an+1 , bn , bn+1
h , (1.19)
Rn =

bnbn+1 an an+1

= 0.
k2
k1

an , an+1 , bn , bn+1 , :
1
1
[(1 1 )k1 + 1k 2 ][ 1k1 + (1 1 )k 2 ] [(1 1 )k1 + 1k 2 ][ 1k1 + (1 1 )k 2 ] =
k2
k1
k

= t = 1 =
k2

2
2
k
k
= 2 [(1 1 )t + 1 ][ 1t + (1 1 )] 2 [(1 1 )t + 1 ][ 1t + (1 1 )] =
k2
k1
=

k 22
{t [(1 1 )t + 1 ][ 1t + (1 1 )] [(1 1 )t + 1 ][ 1t + (1 1 )]} = 0 .
k1

k 22
, k1

t :

1 (1 1 )t 3 + [1 1 + (1 1 )(1 1 ) 1 (11 )]t 2 +


+ [1 (1 1 ) (1 1 )(1 1 ) 1 1 ]t 1 (1 1 ) = 0.
t ,
t . ,
:
344

1 (1 1 ) = 0,
(1 ) = 0,
1
1

1 1 + (1 1 )(1 1 ) 1 (1 1 ) = 0,
1 (1 1 ) (1 1 )(1 1 ) 1 1 = 0 .

(1.21)

. : 1 = 0 , 1 = 1 .
:
) 1 = 1 .
1 1 1 + 1 = 0,

1 1 = 0,
1 = 1 ;
) 1 = 0 . :
, , 1 = 1 1 ;
:
) 1 = 1 .
1 1 + 1 = 0,

1 1 1 = 0,
1 = 1 1 ;
) 1 = 0 . :
, , 1 = 1 .
, (1.21) i i (1.20), .
) (1.20)
1 + 0 + 1 = 1,

0 + 0 + 1 = 1,
0 = 1 + 1,
1
1
, , i 0 , : 0 = 1 = 0, 1 = 0, 0 = 1 . ,
ai = ki 1 , bi = ki = ai +1 .
) :
1 + 0 + 0 = 1,

0 + 0 + 1 = 1,
0 = 1 + 0 ,
1
1
0 = 1 1 , 0 = 1 , 1 = 1 1 , ..
ai = 1ki1 + (1 1 )ki , bi = 1ki + (1 1 )ki +1 = ai+1 .
345

):

1 + 0 + 0 = 1,

1 + 0 + 1 = 1,
1 = 1 + 0 ,

1
1

1 = 0, 0 = 1, 1 = 0 = 0 , ..
ai = ki , bi = ki+1 = ai +1 .
, ):
1 + 0 + 1 = 1,

1 + 0 + 1 = 1,
1 = 1 + 1,

1
1
0 = 1 = 0, 1 = 1, 0 = 1 . A( k ( xi + sh )) .
,
(1.9).
,
(1.10)
, (1.19) .
,
ku + k u = 0

,
ki

yi+1 2 yi + yi 1 ki+1 ki 1 yi+1 yi 1


+

=0
2h
2h
h2

(1.22)

1 yi +1 yi
y yi 1
ai i
bi
= 0,
h
h
h

ai = ki

ki +1 ki1
k k
, bi = ki + i +1 i 1 .
4
4

, -, , 5k k
k k
. , an = k1 2 1 = 1 2 ,
4
4
k1 1
k
k 2 k1 5k 2 k1
> . , bn+1 = k 2 +
=
, 1 < 5 . ,
k2 5
k2
4
4
1
k
(1.22) 1 ; 5 .
k2 5
(1.19):

(3k1 + k 2 )(5k 2 k1 ) (5k1 k 2 )(3k 2 + k1 ) 3( k 2 k1 )


bb
aa

=
= 0.
Rn = n n+1 n n+1 =
16 k 2
16k1
16 k1k 2
k2
k1
3

346

k1 = k 2 .
, - .
. , .
2. - ( )

,
. ,

Lu( x ) ( k ( x )u( x )) q( x )u( x ) = f ( x ), 0 < x < 1 .

(2.1)

(2.1)
. ( ), [x (1) ; x ( 2 ) ]
W (x

(1)

x( 2 )

x( 2 )

(1 )

(1 )

) W (x ) q( x )u( x )dx + f ( x )dx = 0 .


(2)

(2.2)

, , du( x )
(2.1) . W ( x ) = k ( x )
dx
, k ( x ) > 0 , u( x ) .
(2.2) , (2.1). [0 ;1] h
xi0.5 = xi 0.5h , xi +0.5 = xi + 0.5h . (2.2) [xi 0.5 ; xi+0.5 ] :
Wi 0.5 Wi +0.5

xi + 0.5

xi +0.5

xi 0.5

xi 0.5

q( x )u( x )dx + f ( x )dx = 0 .

(2.3)

, (2.3). u( x ) [xi0.5 ; xi+0.5 ] : u( x ) P0 ( x ) = u( xi ) =: ui , x [ xi 0.5 ; xi +0.5 ] .


xi + 0.5

1 i + 0 .5
(
)
(
)
q
x
u
x
dx

hd
u
,

d
=
q( x )u( x ) dx , i = 1, N 1 .
i
i
i

h xi0.5
xi 0.5
. :
du( x )
W ( x)
=
,
dx
k( x)
[ xi 1 ; xi ] :
347

(2.4)

ui 1 ui =

xi

W ( x)
dx .
k( x)
xi 1

(2.5)

(2.3) , ,
W ( x ) : W ( x ) P0* ( x ) = Wi0.5
x [ xi1 ; xi ] . (2.5) :
ui ui 1 Wi 0.5

Wi 0.5 ai

xi

dx
k( x)
xi 1

ui ui 1
= ai ux ,i ,
h

(2.6)

1 xi dx
ai =
, i = 1, N .
h xi 1 k ( x )

(2.7)

(2.3) (2.4) (2.6), :


ai +1ux ,i +1 ai ux ,i hd i ui + hi 0 ,

i =

1 i + 0 .5
f ( x )dx .
h xi0.5

(2.8)

h
, :
1
y yi
y yi 1
ai i
ai+1 i +1
d i yi = i , i = 1, N 1
h
h
h

(ay x )x dy = ,

x h ,

(2.9)

(2.4), (2.7), (2.8).


(2.1). x = 0
~
~
u(0 ) = 0 u(0 ) g 0 .
k (x ) (2.1) .

k (0 )u(0 ) = 0 u(0 ) g 0 .

(2.10)

(2.10) , . h
(2.2) 0 ; :
2
348

h
2

h
2

W0 W0.5 q( x )u( x )dx + f ( x )dx = 0 .

(2.11)

(2.10) : W0 = k (0 )u(0 ) = 0 u(0 ) + g 0 . W0.5 (2.6) i = 1 , .. W0.5 a1ux ,1 = a1ux ,0 ,

u( x ) , ,
h
: u( x ) P0 ( x ) = u0 x 0 ; . 2
(2.10):
h
h

a1 y x ,0 = 0 + d 0 y0 g 0 + 0 ,
2
2

(2.12)

d0 =

h
2

h
2

2
2
q( x )dx , 0 = f ( x )dx .

h0
h0

(2.13)

,
k (1)u(1) = 1u(1) g1

(2.14)

h
(2.2), 1 ;1 , 2

h
h

a N y x , N = 1 + d N y N g1 + N ,
(2.15)
2
2

1
1
2
2
d N = q( x )dx , N = f ( x )dx .
(2.16)
h h
h h
1

, (2.1), (2.10), (2.14) (2.9), (2.12), (2.15).


2.1.

,
.
. ,
x

1 i dx

1
1
ds
1
1
=
,
= A
=
= B
,
(
)
(
)
(
)
(
)
+
+
+
ai
k
x
sh
h
k
x
k
x
sh
a
k
x
sh
i
i
i +1
i

1
xi 1

d i = F (q(xi + sh )) =

0.5

q (x

+ sh )ds , i = F ( f (xi + sh )) =

0.5

0.5

f (x

0.5

349

+ sh )ds , i = 1, N 1.

( ) ( )

1
1
A(1) = ds = 1, A(s ) = sds = , B(s ) = A(s + 1) = , B s 2 A s 2 = s 2 ds s 2 ds = 0 ,
2
2
1
1
1
0
F (1) =

0.5

0.5

0.5

0.5

ds = 1, F (s ) = sds = 0 .

, (1.4), , (2.9)
.
:

h
2

h
2

(0 ) = a1ux ,0 0 + d 0 u(0 ) + g 0 + 0 ,

h
u(h ) u(0 ) h
h

a1ux ,0 = k + O h 2
= k + O h 2 u + O h 2 =
h

2
2

( )

( )

( )

( )

( )

( )

h
h

= W + O h 2 = W (0 ) + W (0 ) + O h 2 = k (0 )u(0 ) + (ku ) (0 ) + O h 2 ,
2
2
2

, (2.1), :

(0 ) = 0 u(0 ) g 0 +

h
(q(0 )u(0 ) f (0 )) 0 + h d 0 u(0 ) + g 0 + h 0 =
2
2
2

( )

h
(q(0 ) d 0 )u(0 ) + h (0 f (0 )) + O h 2 .
2
2

q(0 ) d 0 = q(0 )

h
2

( )

2
2 h

q( x )dx = q(0 ) q(0 ) + O h 2 = O(h )

h0
h 2

( )

0 f (0 ) = O(h ) , (0 ) = O h 2 , ..
(2.10) .
,
.
, , , .
(, ,
, ,
). zh = y h uh :

350

(az x )x dz = , x h ,

~
a1 z x ,0 = 0 z0 (0 ),
z = 0.
N
z :

((az ) , z ) (d , z ) = ( , z ) .
2

x x

z N = 0 , :

a, z x2 a1 z x ,0 z0 d , z 2 = ( , z )

~
, a1 z x ,0 = 0 z0 (0 ) ,

~
a, z x2 0 z02 d , z 2 = ( , z ) (0 )z0 .
1 ,

(a, z ]+ ~ z + (d , z ) = ( , z ) + (0 )z .
2
x

2
0 0

(2.17)

k ( x ) c1 > 0 , q( x ) 0 , 0 0 .

(a, z ] c
2
x

2
~
z x ] , d , z 2 0 , 0 z02 0 .

, (2.17) :
c1 z x ] ( , z ) + (0 ) z0 .
2

:
N 1

( , z ) + (0 ) z0 h i
i =1

zi + (0 ) z0 z C

N 1

i =1

h + (0 ) =

zC

+ (0 ) .

, z , x = l (.. z N = 0 )
z C l z x ] (!). :
c1 z x ]
2

c1 2
2
z C = c1 z C
l

, ,

c1 z C z C

zC

c1

+ (0 ) ,

+ (0 ) .

C
.
351

, , , , . a, d , , k (x ), q( x ), f ( x ) .
, , ,

( )

ai = ki0.5 = k xi A k (s ) = k ( 0.5) ,
2

(F ( f (s )) = f (0))

d i = qi , i = fi

ai =

( ) (

ki + ki 1
1

A k (s ) = k ( 1) + k (0 ) ,
2
2

ai =

2ki ki1
ki + ki1

1
1 1
1

.
=
+
A k (s ) 2 k ( 1) k (0 )

( )

(2.4), (2.7), (2.8)


, ( ).
. (
C (!)) - , , .
.
3. -
3.1.

,
. , .

. , , ( ). , ,
(k ( x )u( x )) q( x )u( x ) = f ( x ), 0 < x < 1, k ( x ) c > 0, q( x ) 0,
1

k (0 )u(0 ) = 0 u(0 ) g 0 , 0 0,
k (1)u(1) = u(1) g , 0 ,
1
1
1

(3.1)

u( x ) ,
1

1
J (u ) = [u, u ] f ( x )u( x )dx g 0 u(0 ) g1u(1) ,
2
0

352

(3.2)

[u, v ] = [k (x )u(x )v(x ) + q(x )u(x )v(x )]dx + 0u(0 )v(0 ) + 1u(1)v(1) ,

(3.3)

(3.1) .
, (3.1)
, (3.2) W21 [0 ;1] . Vn W21 ,
W21 , Vn . Vn n

i(n ) , i = 0, n 1 , .. un
n 1

un = aii(n ) .

(3.4)

i =0

un u I (u ) , n a0 , a1 ,..., an1 .
, ai
J (un )
= 0 , i = 0, n 1 .
ai

(3.5)

, a0 , a1 ,..., an1 ,
I (un ) , (3.4) . (3.4), (3.2):
J (un ) =

n 1
n 1
n 1
1 n1 (n ) n1 (n )
(n )
(n )
(n )
(
)
(
)
(
)
a

,
a

f
x
a

x
dx

g
a

i i
i i
i i
0 i i
1 aii (1) .

2 i =0
i =0
i =0
i =0
i =0
0

J (un ) n1
= ai i(n ) , (jn ) f ( x ) (jn ) ( x )dx g 0 (jn ) (0 ) g1 (jn ) (1) = 0
a j
i =0
0

n 1

a
ij

= i , i = 0, n 1 ,

(3.6)

j =0

ij = [i(n ) , (jn ) ], i = f (x )i(n ) ( x )dx + g 0i(n ) (0 ) + g1i(n ) (1) .


1

(3.7)

,
.
[0 ;1] h N = n 1 . (3.6)
, , .. ij i j > 1 .
353

(3.6) , (3.4) un h .
(3.6) , Vn i j 2 (3.3).

, , , i(N +1) ( x ) ,

x xi h , x [0 ;1] (
1

).
uN +1 ,
i(N +1) (xi ) = 1 .

x
x
, W21 ,
i +1
x
1
h
0
i 1

0, x [xi1 ; xi+1 ],

x xi 1
i( N +1) (x ) =
, x [xi 1 ; xi ], i = 1, N 1,
h

xi+1 x
h , x [xi ; xi+1 ],

( N +1)

( N +1)

h x
, x [0 ; h ],
(x ) = h
0 , x [0 ; h ],

(3.8)

x 1+ h
, x [1 h ;1],
(x ) = h
0 , x [1 h ;1].

i(N +1) (x ) (3.8), (3.6)

ii 1 yi1 + ii yi + ii +1 yi+1 = i , i = 1, N 1 ,

(3.9)
00 y0 + 01 y1 = 0 ,

y + NN y N = N .
NN 1 N 1
(3.7), (3.8), ii i :

ii =

00 =

1
h2

xi
xi +1
xi +1

2
2
(
)
(
)
(
)
+

+
k
x
dx
q
x
x
x
dx
q( x )(xi +1 x ) dx , i = 1, N 1,

i 1

xi 1

xi 1
xi

h
h

1
2
(
)
k
x
dx
+
q( x )( x h ) dx + 0 ,
2

h 0
0

354

NN =

1
1

1
2
(
)
k
x
dx
q( x )(x 1 + h ) dx + 1 ,
+
2

h 1h
1 h

ii+1 = i +1i =

1
h2

xi +1
xi +1

k ( x )dx + q( x )(xi+1 x )(x xi )dx , i = 1, N 1,


xi

xi

1 i
i = f ( x )(x xi 1 )dx +
h xi1
x

xi +1

xi

f ( x )(xi+1 x )dx , i = 1, N 1,

0 =

1
f ( x )(h x )dx + g 0 ,
h 0

N =

1
f ( x )( x 1 + h )dx + g1 .
h 1h

(3.9) (2.9), (2.12), (2.15). ,


(2.9) :
ai
a
a +a

y i 2 i+1 + d i yi + i +21 yi +1 = i .
2 i 1
h
h
h

(3.9), ,
ai = hii 1 , i =

1
1
i , d i = (ii 1 + ii + ii+1 ) .
h
h

.
x
xi

1 i
ai = k ( x )dx q( x )(xi x )(x xi 1 )dx , i = 1, N ,
h xi1

xi 1

x
xi +1

1 i
d i = 2 q( x )(x xi 1 )dx q( x )(xi+1 x )dx , i = 1, N 1,
h xi 1

xi

1
h
2
2

(
)(
)
;
d
q
x
h
x
dx
d
q( x )( x 1 + h )dx ,
=

=
0
N
2
2
h
h
0
1
h

xi +1

xi
= 1 f (x )(x x )dx f ( x )(x x )dx , i = 1, N 1,
i
i 1
i +1
2

h xi 1

xi

h
1

2
2
0 = 2 f ( x )(h x )dx ; N = 2 f ( x )( x 1 + h )dx
h 0
h 1h

355

(3.10)

(3.9)

(ay ) dy = , x ,
h
x x

h
h

a1 y x ,0 = 0 + d 0 y0 g 0 + 0 ,
2
2

h
h

a N y x , N = 1 + d N y N g1 + N .
2
2

(3.11)

. (3.10),

(3.11).
3.2.

(3.1)
(3.2), (3.3),
:
1

J (u ) = k ( x )(u( x )) + q( x )u 2 ( x ) dx 2 f ( x )u( x )dx + 0 u 2 (0 ) + 1u 2 (1) 2 g 0 u(0 ) 2 g1u(1) , (3.12)


2

.
,
, .
-: ,
(3.12). h ,
(3.12), ,
N

xi

J (u ) = k ( x )(u( x )) dx +
2

i =1 xi 1

xi

(q(x )u (x ) 2 f (x )u(x ))dx + u (0 ) + u (1) 2 g u(0 ) 2 g u(1).


2

i =1 xi 1

:
xi

k (x )(u(x )) dx a (u ) h ,
2

x ,i

xi 1

xi

h
[q(x )u (x ) 2 f (x )u(x )]dx 2 [(q u
2

2
i i

) (

)]

2 f i ui + qi 1ui21 2 fi 1ui1 .

xi 1

ai , k ( x ) [xi 1 ; xi ] ,
x

1 i
, ai = k ( x )dx ai = ki0.5 ..
h xi 1

J (u )

356

N 1

) h2 [q y

J h ( y ) = hai y x2,i + h qi yi2 2 fi yi +


i =1

i =1

2
0

+ qN y N2 2 f 0 y0 2 f N y N +

+ 0 y02 + 1 y N2 2 g 0 y0 2 g1 y N

N
N 1
h
h

J h ( y ) = hai y x2,i + h qi yi2 2 f i yi + 0 + q0 y02 + 1 + qN y N2


2
2

i =1
i =1

h
h

2 g 0 + f 0 y0 2 g1 + f N y N .
2
2

: J h ( y ) (N + 1) yi ,
, , yi :
J h ( y )
= 0 , i = 0, N .
yi
i = 1, N 1 :
1
1
2hai+1 y x ,i +1 + 2hai y x ,i + 2hqi yi 2hf i = 0 , i = 1, N 1 .
h
h
i = 0
h
h
1

2ha1 y x ,1 + 2 0 + q0 y0 2 g 0 + f 0 ,
2
2

h
i = N
1
h
h

2ha N y x ,N + 2 1 + qN y N 2 g1 + f N .
h
2
2

(ay ) qy = f , x ,
h
x x

h
h

a1 y x ,0 = 0 + q0 y0 g 0 + f 0 ,
2
2

h
h

a N y x , N = 1 + q N y N g1 + f N .
2
2

(3.13)

. , (3.13) ai
.
. , ,
(3.11), .

357

3.3.

,
, ( ). , , , .
d
du ( x )
du( x )
dx k ( x ) dx + r ( x ) dx q( x )u( x ) = f ( x ), 0 < x < 1,


du (0 )

= 0 u(0 ) g 0 ,
k (0 )
dx

du (1)

k (1) dx = 1u(1) g1 .

(3.14)

ai
n 1

un = aii(n )
i =0

Lun f i(n ) .
(3.14) (Lu f , v ) = 0 ( , ,
)
1

[k (x )u(x )v(x ) r(x )u(x )v(x ) + q(x )u(x )v(x ) f (x )v(x )]dx +
0

+ 0 u(0 )v (0 ) + 1u(1)v (1) g 0 v (0 ) g1v (1) = 0 .

(3.15)

, : (3.8). uN +1 ( x )
N

uN +1 ( x ) = y j (jN +1) ( x ) ,

(3.16)

j =0

y j (3.14) h . (3.16) (3.15)


v ( x ) i( N +1) ( x ), i = 0, N , :
1
d (N +1)
d (N +1)
d (N +1)
( N +1)
( N +1)
( N +1)
k ( x ) y j j ( x ) i ( x ) r ( x ) y j j ( x )i ( x ) + q( x ) y j j ( x )i ( x )

dx
dx
dx
j =0 0
N

f (x )

d (N +1)
i ( x ) dx + 0 y j (jN +1) (0 )i(N +1) (0 ) + 1 y j (jN +1) (1)i( N +1) (1)
dx

g 0i(N +1) (0 ) g1i( N +1) (1) = 0 .


358

,
ii 1 yi 1 + ii yi + ii +1 yi +1 = i , i = 1, N 1 ,

00 y0 + 01 y1 = 0 ,

NN 1 y N 1 + NN y N = N ,

(3.17)

x
xi
xi

1 i

,
(
)
(
)
(
)
(
)
(
)(
)

k
x
dx
r
x
x
x
dx
q
x
x
x
x
x
dx
i 1
i
i 1
h2 x

x
x
i 1
i 1
i 1

ii 1 =

x
xi
xi +1
xi
xi +1

1 i +1
2
ii = 2 k (x )dx r (x )(x xi1 )dx + r (x )(xi+1 x )dx + q(x )(x xi1 ) dx + q(x )(xi +1 x )2 dx ,
h x

xi 1
xi
xi 1
xi
i 1

xi +1
xi +1
xi +1

1
ii +1 = 2 k (x )dx r (x )(xi+1 x )dx + q(x )(x xi )(xi+1 x )dx , i = 1, N 1 ,
h x

xi
xi
i

00 =

1
h2

h
h
h

2
(
)
(
)(
)
k
x
dx
r
x
h
x
dx
q(x )(h x ) dx + 0 ,
+

0
0

01 =

1
h2

h
h
h

(
)
(
)(
)
k
x
dx
r
x
h
x
dx
q(x )x (h x )dx ,

0
0

NN 1 =

NN

1
h2

1
= 2
h

1
1
1

(
)
(
)(
)
1
k
x
dx
r
x
x
h
dx
q(x )(1 x )(x 1 + h )dx ,

+
+

1h

1 h
1 h

1
1
1

2
k (x )dx r (x )(x 1 + h )dx + q(x )(x 1 + h ) dx + 1 ,
1h

1 h
1 h

1
i = f (x )(x xi1 )dx +
h x
i 1
xi

0 =

1
h

xi +1

xi

f (x )(xi +1 x )dx , i = 1, N 1 ,

f (x )(h x )dx + g

1
N =
f (x )(x 1 + h )dx + g1 .
h 1h

, , (3.17)
359


(ay ) + b + y + b y dy = , x
x
h
x
x x

h
h

+
a1 + b0 h y x ,0 = 0 + d 0 y0 g 0 + 0 ,
2
2

h
h

+
a N bN h y x ,N = 1 + d N y N g1 + N ,
2
2

(3.18)

x
xi

1 i
ai = k ( x )dx q( x )(xi x )(x xi 1 )dx , i = 1, N ,
h xi 1

xi 1

x
+ 1 i +1
bi = h 2 r ( x )(xi +1 x )dx , i = 0, N 1,
xi

i +1
bi = 12 r ( x )(x xi1 )dx , i = 1, N ,
h xi 1

x
xi +1

1 i
d i = 2 q( x )(x xi 1 )dx q(x )(xi +1 x )dx , i = 1, N 1,
h xi 1
xi

1
h
d = 2 q( x )(h x )dx ; d = 2 q( x )( x 1 + h )dx ,
N
0 h 2 0
h 2 1h

x
xi +1

1 i
i = 2 f ( x )(x xi1 )dx f ( x )(xi+1 x )dx , i = 1, N 1,
h xi 1

xi

h
1
= 2 f (x )(h x )dx ; = 2 f ( x )( x 1 + h )dx .
N
0 h2
h 2 1h
0

. , (3.18) .
3.4.

, .
h (3.15) ( ), , . 3.2:
xi
N xi

J (u, v ) = k ( x )u( x )v( x )dx + [q( x )u( x )v ( x ) f ( x )v ( x ) r ( x )u( x )v ( x )]dx +


i =1
xi 1
xi 1

+ 0 u(0 )v (0 ) + 1u(1)v (1) g 0 v (0 ) g1v (1)} = 0,


( ),
360

( ):
xi

k (x )u(x )v(x )dx ha y


i

v ,

x ,i x ,i

xi 1
xi

[q(x )u(x )v(x ) f (x )v(x ) r(x )u(x )v(x )]dx 2 q

xi 1

y v f i1vi 1 + qi yi vi f i vi ri y vi .
x ,i

i 1 i 1 i 1


N
N 1
h
h
h
J h ( y h , vh ) = hai y x ,i v x ,i + h qi yi vi fi vi ri y vi + q0 y0 v0 f 0 v0 r0 y x ,1v0 +

x
,i
2
2
2
i =1
i =1

h
h
h
qN y N v N f N v N rN y x ,N v N + 0 y0 v0 + 1 y N vN g 0 v0 g1vN =
2
2
2
N

N 1

h
h

= hai y x ,i v x ,i + h qi yi vi fi vi ri y vi + 0 + q0 y0 v0 + 1 + qN y N v N

x
,i
2
2

i =1
i =1
h
h
h
h

r0 y x ,0 v0 rN y x ,N v N g 0 + f 0 v0 g1 + f N v N = 0 .
2
2
2
2

v . , ,
v . ,

(ay x )x + r ( x ) y x qy = f ( x ), x h

h
h
h

a1 + r (0 ) y x ,0 = 0 + q(0 ) y0 g 0 + f (0 ) ,
2
2
2


h
h
h

a N r (1) y x ,N = 1 + q(1) y N g1 + f (1) ,


2
2
2

(3.19)

.
1. , , .
2.
,
.

361

XVII

1.
.
, , .

, , .
, . .
x = (x1 , ..., x p ) p - -

(). x ( x ) .
( x ) , , x , .. ( x ) = ( x ) \ {x} .

Sy ( x ) = F ( x ), x ,

(1.1)

y ( x ) , F ( x ) , S ,
Sv ( x ) = A( x )v ( x )

B(x, )v( ) ,

( x )

(1.2)

A( x ) B ( x , ) x .
,
1) A( x ) > 0, B( x , ) > 0 x , ( x );
2) D( x ) A( x )

B(x, ) 0 .
( )

(1.3)

I x

x . :
) ( x ) = ;
) ( x ) .
, .. ( x ) = , (1.1) x = x

A( x ) y ( x ) = F ( x )

y (x ) = g (x ) .
( x ), , , , , (:
). U = . ,
.
, , ..
x, x , (, , x )
362

x1 , x 2 ,..., x m ,
, ..
x1 (x ), x2 ( x1 ),..., x m+1 (x m ), x (x m+1 ) .

(1.4)

1. ( ) y ( x ) , , (1.3). Sy ( x ) 0 (Sy ( x ) 0 ) , y ( x )
( )
.

.
, , Sy ( x ) 0 x ,
y ( x ) = max y ( x ) > 0 .
x


Sy ( x ) A( x ) y ( x )

B(x , ) y ( ) = D(x ) y (x ) + ( B) (x , )( y (x ) y( )) 0 .

( x )

Sy ( x ) 0 , , Sy ( x ) = 0 , , B( x , ) > 0, y (x ) y ( ), y ( x ) > 0 D(x ) 0 : D( x ) = 0


y ( x ) = y ( ) ( x ) .
y ( x )

()

x , x y x < y ( x ) .
x1 , ..., x m , (1.4).
y (x1 ) = y ( x ) . , , :

y ( x1 ) = y ( x 2 ) = K = y (x m ) = y ( x ) .
, x m
Sy (xm ) = D(x m ) y (x m ) +

B(x , )( y(x ) y( )) B(x

( xm )

)(

( ))

, x y (x m ) y x > 0 ,

.
. : , .
1. Sy ( x ) 0 (Sy ( x ) 0 ) ,
, x0 ,

D (x0 ) > 0 .
y ( x ) 0

( y (x ) 0 ) .
363

(1.5)

.
Sy ( x ) 0 . y ( x ) const ,
Sy (x0 ) = D(x0 ) y (x0 ) + B(x0 , )( y (x0 ) y ( )) = D(x0 ) y (x0 ) 0 .
( x0 )

y (x ) y (x0 ) 0 .
y ( x ) , y ( x ) 0
(
, , D( ) = 1 , y ( ) 0 ).
2. S (1.3), (1.5).
(1.1), (1.2) .

.
, , (1.1), . Sy ( x ) = 0 0 , 1 y ( x ) 0 x .
, Sy ( x ) = 0 0 , 1 y ( x ) 0
x . y ( x ) 0 x .
2 ( ). y ( x ) (1.1) (1.3), (1.5),

y ( x ) F (x ) . F ( x ) F ( x ) -

, y ( x ) y ( x ) .
.
Sy ( x ) = F ( x ) Sy ( x ) = F (x ) .
S :
S ( y + y ) = F ( x ) + F ( x ) 0 ,

S ( y y ) = F ( x ) F ( x ) 0 .
1 , y ( x ) + y ( x ) 0 ,
y ( x ) y ( x ) 0 . , : y ( x ) y ( x ) .
, (1.1), (1.2) y ( x ) , Sy ( x ) = F (x )
F ( x ) F ( x ) (, F ( x ) = F ( x ) C F ( x ) = F ( x ) ..).

.
Sy ( x ) = 0 , x ,

3.
y ( x ) = ( x ), x

max y ( x ) max ( x )

y C C .
(1.6)
x

Sy ( x ) = 0 , x ,
y ( x )
y (x ) = (x ) , x .
364

2 y ( x ) y ( x ) . y ( x ) const ,
max y ( x ) = max ( x ) , , (1.6) . y ( x ) x

, 1
, .. y ( x ) C ( x ) C .

.
3. D( x ) > 0 x , (1.1) (1.3)
F (x )
F
yC
.
(1.7)
max y ( x ) max

x
x D ( x )
D C
.
y ( x ) Sy ( x ) = F ( x ) , x . 2
y ( x ) y ( x ) . y ( x ) x : y ( x ) =

= max y ( x ) > 0 .
x

Sy ( x ) = D( x ) y ( x ) +

B(x , )( y (x ) y ( )) = F (x )

( x )

y (x ) y ( ) , D( x ) y ( x ) F ( x ) . y ( x )

y ( x ) = max y ( x ) = y
x

F (x )

D( x )

F (x )
F (x )
F
max
=
x D ( x )
D( x )
D

.
C


4. , . F ( x ) 0 , F ( x ) D( x ) > 0 , (1.1) (1.3)
y

= max y ( x ) max
x

F (x )
.
D( x )

(1.8)

. 4.
1.1.

, :
1) (1.1) (1.2);
2) (1.3), (1.5).
,
A(x )
- .
1.
u
u
= 0 , t > 0 , < x < +,
+a
x
t
u( x ,0 ) = u0 ( x ), a = const > 0 .
365

h = h ,
yt + ay x = 0 ,

y ( x ,0 ) = u0 ( x )


y kj +1 y kj
y kj ykj1
+
= 0 , j = 0,1, ...
a

y 0 = u (x ).
0
k
k
, , .
( j + 1) - , y kj +1 .
, .. (1.2) x = (x k , t j +1 ) .
a
1 a
ykj +1 = y kj + y kj1 .

h
h
1

1
1 a
1 1 a a
a
A( x ) = , B1 = , B2 = , D( x ) = A( x ) (B1 + B2 ) = + = 0 .

h
h h
h
, (1.3)
1

A( x ) = > 0 ,

B = 1 a 0 ,
1
h

a
B2 = 0 ,
h

D( x ) = 0 0 .

, B ( x , ) , , ,
. , ( a ) , a
, :
1 ( h
). (
3) : y C u0 C .

2.

u 2 u
t = x 2 + f ( x , t ), 0 < x < 1, t > 0 ,

u( x ,0 ) = u0 ( x ), 0 x 1,
u(0, t ) = (t ), t 0 ,
0

u(1, t ) = 1 (t ), t 0 .
366

h :
yt = y xx + , ( x , t ) h ,
y ( x ,0 ) = u ( x ), x ,

0
h

y (0, t ) = 0 (t ), t ,
y (1, t ) = 1 (t ), .

, :
yij +1 yij

yij+1 2 yij + yij1


+ i j .
2
h

,
, : x = (xi , t j +1 ) . ,
,

2
y jj +1 = 1 2 yij + 2 yij+1 + yij 1 + i j .
h
h

, A( x ) = 1 > 0, B2 = B3 =

> 0 . B1 = 1

2
0 h2

h
( ), 2


2
D ( x ) = 1 1 2 + 2 + 2 0
h
h
h

. , h2
.

2
1.2.

,
.
, ,
d
du( x )
dx k ( x ) dx q( x )u( x ) = f ( x ), 0 < x < 1,


k ( x ) k 0 > 0, q( x ) 0,
u(0 ) = ,
0

u(1) = 1 .

367

(1.9)

(ay x )x dy = , x h ,

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

(1.10)

, (, ,
):
1
y yi
y yi1
ai i
ai+1 i+1
d i yi = i .
h
h
h
x , : x = xi . , ,
1
1

2 (ai +1 + ai ) + d i yi 2 ai +1 yi +1 + 2 ai yi 1 = i ,
h
h

A( x ) =

1
(ai+1 + ai ) + di , B1 = 12 ai+1 , B2 = 12 ai , D(x ) = di .
2
h
h
h

, ,
, ( , ), h .
.
, .
, , (1.9),
d
du ( x )
du ( x )

Lu( x ) dx k ( x ) dx + r ( x ) dx q( x )u( x ) = f (x ), 0 < x < 1,

k ( x ) k 0 > 0, q( x ) 0, r (x ) C ,
u(0 ) = ,
0

u(1) = 1 .

(1.11)

,
du
du
r ( x )
:
dx
dx
(ay x )x + ry x qy = f , x h ,

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

, , :
r
r
a
a
ai +1 + ai

+ qi yi i +21 + i yi +1 2i i yi 1 = f i ,

2
2h
2h
h

h
h
368

(1.12)

..
A( x ) =

ai +1 + ai
a
r
a
r
+ qi , B1 = i +21 + i , B2 = 2i i , D( x ) = qi .
2
h
2h
h
2h
h

, A(x ) D( x ) h , B1 B2
2k (x )
h
, r (x )
, r ( x ) >> 1 .
du
du
r ( x )
dx
dx
( r ( x ) 0 r ( x ) 0 :
),
,

(ay x )x + r + y x + r y x qy = f , x h ,

y (0 ) = 0 ,
y (1) =
1

(1.13)

(!), .
, , r ( x ) . , ,
(1.13)

~
d
du( x )
du(x )
L u( x )
q( x )u( x ) = f ( x ) ,
k (x )
+ r(x )
dx
dx
dx

(1.14)

hr
1
.
, R=
1+ R
2k

r ( x )

du ( x )

dx

(ru)i = r (ku)
k

~ bi+ ai +1ux ,i + bi ai ux ,i ,

r
~
~
bi = F r (xi + sh ) , r = , F , k
d (,
ri + ri + ri
ri ri ri
+

bi =
, bi =
).
=
=
ki
2ki
ki
2ki

(ay x )x + b + a (+1) y x + b ay x dy = , x h ,

hr
1
(+1)
a = a ( x + h ), =
, R=
,

1+ R
2k
y (0 ) = ,
0

y (1) = 1

369

(1.15)

(1.15) , :
B1 =

ai+1
h2

a b a
bi+ ai +1
> 0 , B2 = 2i i i > 0 , A( x ) = B1 + B2 + d i > 0 , D( x ) = d i 0 .
h
h
h

, (1.15) .

= (au x )x + b + a (+1)ux + b au x du + (Lu + f )


= (1) + (2 ) ,

(1) = [(au x )x du + ] (ku ) qu + f ,

(2 ) = [( 1)(au x )x + b + a (+1)ux + b au x ] ru .

( )

, (1) = O h 2 . ,

( )

( )

~
~
~
b + = r + + O h 2 , b = r + O h 2 , kr = r , r + + r = r , r + r = r ,
au x = ku

( )

( )

h
(ku) + O h 2 , a (+1)ux = ku + h (ku) + O h 2 ,
2
2

(aux )x = (ku) + O(h 2 ).

( )]

( ) [

( )]

( )

h
h

~
b + a (+1)u x + b au x = r + + O h 2 ku + (ku ) + O h 2 + r + O h 2 ku (ku ) + O h 2 =
2
2

) ( )

( )

h
h
~ ~
r
~ ~
= r + + r ku + (ku ) r + r + O h 2 = ru + (ku ) + O h 2 .
2
2
k

,
r
1
R
R

(ku) + ru + h (ku) + O h 2 ru =
=
1 =
(2 ) = 1 =

1+ R
1+ R
1+ R
2
k

( )

( )

( )

( )

2
R

R
2

(
)
= (ku ) R
+
O
h
=
k
u

+ O h2 = O h2 ,

1+ R
1+ R

hr
= O(h ) .
2k
, (1.15) . r (x ) .
R =

370

. ,
(1.11)

d
du( x )
( x )k ( x )
( x )q( x )u( x ) = (x ) f ( x ) ,
dx
dx
r (x )
(x ) = exp
dx , .. .
k (x )
. .

2.

.
.
,
, . , , . , , , (, , ).
:
, () , . ( , ).
,
,
( ,
, l ,
).
y h ,
l

x k = kh , k = 0, 1, 2, ... , l - .
M h .
M h

h = xk = kh , k = 0,1, ..., N ; h =

N 1

(vh , yh ) = hvh (x s ) yh (x s ) .
s =0

l - M h

k ( x ) = exp ik

2
N 1
x , k = 0, 1, 2, ...,
l
2
371

( k = 0,1,..., N 1 ).

(k (x ), m (x )) = h exp ik 2 x s exp im 2 xs = h exp i(k m ) 2 sh = Nh km = l km .


N 1
s =0

N 1

s =0

, M h
N 1

y h ( x ) = ak k ( x ) .
k =0

, k ( x )
. ,

(k (x ))x

2
2
2
exp ik
x exp ik
h exp ik
x
(x + h ) k (x )
l
l
l =
= k
=
h
h
2
exp ik
l
= k ( x )
h

h 1
.

, ,
2
h 1
exp ik
l

. k ( x ) , k =
h
. ,
k ( x )
Lh
Lh yh = asq D s D q y h ,
s ,q

D s yh = y1
, D q yh = y1
.
xx2
K
x x2
K
3x
3x
s

.
,
Byt + Ay = ,

(2.1)

B A , x .
z
Bz = (B A)z .

372

(2.2)

, ,
2
z (x s , t j ) = qkj exp ik
xs .
l

(2.3)

, , z = qk z , qk k - . (2.3) (2.2),
qk :
2
2
qkj +1k (B )exp ik
x s = qkj [k (B ) k ( A)]exp ik
xs .
l

qk = 1

k ( A )
k (B )

( , , ).
.
( ). (2.1) , k
qk 1 + C , C .

(2.4)

.
k ( x ) :
N 1
2
z (x s , t0 ) = ak exp ik
xs .
l

k =0

, (2.1) ,
N 1
2
z (x s , t j ) = ak qkj exp ik
xs .
l

k =0

, {k ( x )}, :
zj

N 1

= z j , z j = l qkj ak l max qk
2

0 k N 1

k =0

(1 + C ) z 0
2j

2j

exp(2Cj ) z 0

N 1

2
k

= max qk

2j

z0

0 k N 1

k =0

exp(2CT ) z 0 .
2

1. C , C = 0 .
. k qk -

1 + C , .
373

2. :
1) y kj = q j eik , [0 ; 2 ) ( ,
2
=
x s );
l
2) , q ;
3) q 1 .
. ,
:

yt + ay x = 0 .
, :
y kj +1 ykj

+a

y kj y kj1
= 0.
h

(2.5)

y kj = q j eik . (2.5), :
q j +1 eik q j eik

+a

q j eik q j ei (k 1)
= 0.
h

, q j eik , :
q = 1
( =

a
)
h

a a i
+
e
h
h

q = 1 + e i = 1 1 e i .
,
q = (1 + cos ) + 2 sin 2 = 1 2 + 2 cos 2 2 cos + 2 2 .
2

q 1
(1 cos ) + 2 (1 cos ) 0

(1 cos )(1 ) 0 ,

, a , 1 , , .
. , , ,
.

374

3.

. ,
Byt + Ay = ,

(3.1)

, :
1) A B t ();
2) B > 0 ();
3) A = A* > 0 ( ).
(3.1) 2 yt , :
2 (Byt , yt ) + 2 (Ay , yt ) = 2 ( , yt ) .

y=

(3.2)

y + y y y 1

= ( y + y ) yt ,
2
2
2
2

(3.2)


2 B A yt , yt + (A( y + y ), y y ) = 2 ( , yt ) .
2

(A(y + y ), y y ) = (Ay , y ) ( Ay, y ) ,


2 B A yt , yt + (Ay , y ) = ( Ay , y ) + 2 ( , yt ) .
2

(3.3)

(3.3) (3.1).
.
B

(3.4)

H A (3.1), ..
yj

( y A =

( Ay, y ) ).

y 0 , j = 1, 2,... .
A

(3.5)

.
.
(3.4). (3.3) = 0
( )


2 B A yt , yt + (Ay , y ) = ( Ay , y ) .
2

375

(3.4) :

(Ay , y ) ( Ay, y )

2
y A y A ,


y j +1 y j
A

L y0 .
A

.
(3.1) (3.5). , (3.4), ..

(Bv, v ) ( Av, v )
2

vH .

t = 0 :


2 B A yt (0 ), yt (0 ) + Ay1 , y1 = Ay 0 , y 0 .
2

) (

(3.5)


2 B A yt (0 ), yt (0 ) = Ay 0 , y 0 Ay1 , y1 0 ,
2

) (

..


2 B A yt (0 ), yt (0 ) 0 .
2

(*)

y 0 H , v = yt (0 ) = B 1 Ay 0 H .

, v = yt (0 ) H , y 0 = A1 Bv H , -

A1 . , (*)
v = yt (0 ) H , .. (3.4).
1. (3.4) (3.1),
B = B(t ) .
2. (.. A
B , ) (, , ..), ( )
(, B )
.
:
u 2 u
t = x 2 , 0 < x < 1, t > 0 ,

u(x ,0 ) = u0 ( x ), 0 x 1,
u(0, t ) = u(1, t ) = 0 .

376

h
yt = y xx , ( x , t ) h ,

y ( x ,0 ) = u0 ( x ), x h ,
y (0, t ) = y (1, t ) = 0, t .

(3.1):
yt y x x = 0

Byt + Ay = 0 ,

B = E, A = .

(3.4)
E

A 0.

A A E , :
E

A E


A E = 1 A E 0 .
2
2

:
1

A 0

2
.
A

4
h 4
cos2
<
. 2
h
2 h2
h2

.
2
. B A
(3.4)

A , A = N 1 =

k (B ) k ( A) .
2

,
.

377