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5.

,

( ).

5.1. .

-
5.1.1.

().
( )

2u
u
= a 2 2 , 0 < x < l, t > 0 .
t
x

(5.1)

=0 =l u(x,t)
u (0, t ) = 0 (t ),

x = 0,

u (l , t ) = l (t ),

x = l,

t > 0;
t > 0,

(5.2)

.. , , ,
u(x,0)=(x), 0xl, t=0,

(5.4)

(5.1)-(5.4) -
(5.1).
u(x,t)
-

={0l;0tT},

=0 =l

u (0, t )
= 0 (t ),
x

x = 0,

t > 0;

(5.5)

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u (l , t )
= l (t ),
x

x = l,

t > 0,

(5.6)

## .. , (5.1), (5.5), (5.6), (5.4)

- (5.1).
.

u (0, t )
+ u (0, t ) = 0 (t ),
x

u (l , t )
+ u (l , t ) = l (t ),
x

x = 0,
x = l,

t > 0;

(5.7)

t > 0,

(5.8)

## .. , (5.1), (5.7), (5.8), (5.4)

- (5.1).
(5.7), (5.8)

u(0,t), u(l,t).
= +
-
u
2u 2u 2u
,
M ( x, y, z ) ,
= a 2 2 +
+

y 2 z 2
t
x

M ( x , y , z ) , t > 0;
u ( M , t ) = ( M , t ),
u ( M ,0 ) = ( M ),
M ( x, y , z ) , t > 0.

t > 0;

(5.9)
(5.10)
(5.11)

-
(5.9) (5.11).
-
,
.
5.1.2. .

- -
(5.1)-(5.4).

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- 0 x l , 0 t T h

h = {x j = jh, j = 0, N ; t k = k , k = 0, K }

(5.12)

## h=l/N =T/K ( 5.1).

:

t k = k ,
u ( x j , t k ) , j = 0, N (
t k+1

j, k+1
j+1, k+1

j-1, k+1

tk

k=0

j, k
j, k+1

u(xj,t0)=

(6.4)

(xj))

t k + 1 = ( k + 1 ) ,
j, k j+1, k

j-1, k
h

. 5.1. -

u(xj,tk+1),

j = 0, N

.
(5.1)-(5.4)

( u kj ) j, k
u kj = u ( x j , t k ) .
(5.12) u kj , u kj +1 ,
, .
(5.1)-(5.4)

()

(. ),

u
t

=
j

2 u
x

u kj +1 u kj

2
j

+ O ( ),

u kj+1 2u kj + u kj1
h

(5.13)

+ O(h 2 ).

(5.14)

## (5.13), (5.14) (5.1)-(5.4),

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u kj +1 u kj

=a

u kj+1 2u kj + u kj1
h

+ O( + h 2 ),

j = 1, N 1,

u 0k = 0 (t k ) , u Nk = l (t k ) , k = 0, K ; u 0j = ( x j ) ,

k = 0, K 1,
j = 0, N ,

(5.15)

j - ,
- u kj +1 ,
(5.15). (5.15) ( j = 0, j = N )
j=1 j=N-1, k=0.
(5.14)

2 u
x

k +1

u kj++11 2u kj +1 + u kj+11
h

+ O(h 2 ),

(5.16)

## (5.13), (5.16) (5.1)-(5.4),

u kj +1 u kj

=a

u kj++11 2u kj +1 + u kj+11
h2

+ O( + h 2 ),

j = 1, N 1,

k = 0, K 1,

u 0k +1 = 0 (t k +1 ) , u Nk +1 = l (t k +1 ) , k = 0, K 1 ; u 0j = ( x j ) ,

j = 0, N .

(5.17)

u kj +1
(5.17) . ,
,
k +1
k +1
a1 = 0; b1u1 + c1u 2 = d1 , j = 1

k +1
k +1
k +1
a j u j 1 + b j u j + c j u j +1 = d j , j = 2, N 2
c N 1 = 0; a u k +1 + b u k +1 = d , j = N 1,
N 1 N 1
N 1
N 1 N 2

dj =

a j = , j = 2, N 1;

b j = (1 + 2 ),

u kj ,

(u1k

j = 2, N 2;

d1 =

+ 0 (t

j = 1, N 1;

k +1

));

d N 1 =

cj =,

(u Nk 1

j = 1, N 2;

+ l (t

k +1

));

a 2
= 2 .
h

- .

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5.2 (5.15) (5.17)
- (5.1)-(5.4).

j-1

k+1

j-1

j+1

j+1
k+1
k

. 5.2.
- (5.15),

k +1
j

= u

k
j +1

+ (1 2 ) u kj + u kj 1 , =

a 2
,
h2

j = 1, N 1 ,

k = 0, 1, 2 ... ,

(5.18)

,
(

t k +1

t k , ( k=0
(5.4.)).
,
=

a 2 1
, h.
2
h2

, - (5.17),

a j u kj+11 + b j u kj +1 + c j u kj++11 = d j ,

j = 1, N 1 ,

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

(5.19)

, .

(5.18), (5.19). ,

, , ..

u kj +1 > u kj . ,

(5.18) , ..

u kj +1
, .
(5.19) , ,
,

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.
:
- , - (.
. 5.3)
u

-
-
-

t k+1

t k+1

. 5.3.
- ,

() , ..

, h ,
.
-

u kj +1 u kj

= a

u kj++11 2u kj +1 + u kj+11
h2

+ (1 )a

u kj+1 2u kj + u kj1
h2

(5.20)

- - , 1 - ,

01. =1 , =0 -

, =1/2 - -.

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- (=1/2)

O 2 + h 2 , .. ,

.
- (5.20) 1/21

1
0<1/2.
2

, - (5.20) =1/2

x.

5.1.3. ,
,
, 1-
. 2- 3- ,

. -

u
x

k +1

j =0

u
x

u k +1 u0k +1
= 1
+ O( h);
h

k +1

=
j= N

u Nk+1 u Nk+11
+ O( h) ,
h

3- (5.7), (5.8) ,
,
:
u1k +1 u 0k +1

+ u 0k +1 = 0 (t k +1 ) + O(h) ,
h
u Nk +1 u Nk +11

+ u Nk +1 = l (t k +1 ) + O(h) .
h

,
- (5.1), (5.4), (5.7), (5.8).

u1k +1 u 0k +1
+ u 0k +1 = 0 (t k +1 ) ,
h

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u kj +1 u kj

=a

u kj+1 2u kj + u kj1
h2

j = 1, N 1,

k = 0, K 1,

u Nk +1 u Nk +11
+ u Nk +1 = l (t k +1 ) .
h

t k +1
:

u kj +1 = u kj +1 + (1 2 ) u kj + u kj 1 , =
u 0k +1 =
u Nk +1

a 2
,
h2

j = 1, N 1 ,

(t k +1 )
/h
u1k +1 + 0
,
/ h
/ h

l (t k +1 )
/h
k +1
=
u N 1 +
.
+ /h
+ /h

..
, .

b0 u 0k +1 + c0 u1k +1 = d 0 ,
a j u kj+11 + b j u kj +1 + c j u kj++11 = d j ,

j = 1, N 1 ,

a N u Nk +11 + bN u Nk +1 = d N ,

0 ( t k +1 )
b0 = / h , c 0 = / h , d 0 =
,
/ h
a N = / h , bN = + / h , d N =
aj =,

b j = (1 + 2 ),

cj =,

l ( t k +1 )
,
+ / h
d j = u kj ,

j = 1, N 1, =

a 2
.
h2

t k +1
.
-
.

. ..

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. (
)

:
3u 0k +1 + 4u1k +1 u 2k +1
u
+ O (h 2 ) ,
(0, t k +1 ) =
x
2h
u k +1 4u Nk +11 + 3u Nk +1
u
+ O(h 2 ) .
(l , t k +1 ) = N 2
x
2h

. ,
(
). , ..
( )
.

, .
,

.
.
5.1.
- ,
( u x ),
, u ( x, t ) :
2
u
u
2 u
=
+ b + gu, 0 < x < l , t > 0;
a

2
x
x
t
u (0, t )

+ u (0, t ) = 0 (t ), x = 0, t > 0;

x
u (l , t )

+ u (l , t ) = l (t ), x = l , t > 0;
x

u ( x,0) = ( x ), 0 x l , t = 0.

(5.21)
(5.22)
(5.23)
(5.24)

www.uchites.ru

.
- -
(5.21) :
u kj +1 u kj

b k +1
a 2 k +1
= 2 u j +1 2u kj +1 + u kj+11 +
u j +1 u kj+11 + gu kj +1 + O + h 2 ,
2h
h

j = 1, N 1 .

(5.25)

(5.22) (5.23)
(
)

u
x

k +1

j =0

u
x

u1k +1 u0k +1
=
+ O( h);
h

k +1

j= N

u Nk+1 u Nk+11
=
+ O( h) ,
h

,
,
.
, ,
u1k +1 x=0
x , u Nk+11 -
x=l, ( u(x,t)
- x):
u1k +1

u Nk +11

= u o + h, t

= u l h, t

k +1

k +1

)=
)=

u 0k +1

u Nk +1

u
+
x
u

k +1
0
k +1
N

2u
h+ 2
x
2u
h+ 2
x

k +1

0
k +1

( )

(5.26)

( )

(5.27)

h2
+ O h3
2

h2
+ O h3 .
2

, ,
(5.21):

2u
x 2

k +1

j =0, N

1 u b u g
= 2
2
2
a t a x a

k +1

u
,
j =0, N

(5.26), (5.27)

u
x

k +1

O( + h 2 )

j = 0, N

10

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u
x
u
x

k +1

)(

0
k +1

)(

u
t

k +1

u
h
2a 2
=
u Nk +1 u Nk +11 + 2

2
2a + bh t
h 2a + bh

u
2a 2
h
k +1
k +1
=

u
u
1
0
2a 2 bh t
h 2a 2 bh

u 0k +1

u 0k

k +1

u
(5.22),
x

)/ + O( ),

k +1

gh
u 0k +1 + O1 h 2 ,
2
2a bh

gh
u Nk +1 + O2 h 2 .
2a + bh

0
k +1

( )

( )

k +1

(5.23)
N

u
t

k +1

= u Nk +1 u Nk / + O( )

),

, :

b0 u 0k +1 + c0 u1k +1 = d 0 ,
a0 = 0 ,
d0 =

b0 =

j = 0;

2a 2 bh

a N u Nk +11 + bN u Nk +1 = d N ,

dN =

2a 2
;
h

bN =

u + 1 ( t

k +1

k
N

2a 2 h
+ gh 2a 2 bh ;

u0k 0 ( t k +1 )

aN =

(5.28)

c0 =

2a 2
;
h

;
j = N;

(5.29)

2a 2 h
+ gh + 2a 2 + bh ;

h
2a 2 + bh

cn = 0 ;

, (5.28) - -
3- (5.22) x=0, (5.29) - -
3- (5.23)

x=l,

, -
(5.25) (5.21).
- (5.28), (5.29),
,
(5.25),
a j u kj+11 + b j u kj +1 + c j u kj++11 = d j ,

a j = (

a2 b
);
h 2 2h

bj =

j = 1, N 1;

2a 2 1
+ g;
h2

c j = (

(5.30)

a2 b
+ );
h 2 2h

dj =

u kj ,

11

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,

(a0 = 0; c N
Aj =

= 0)

cj
b j + a j A j 1

u kj +1 = A j u kj ++11 + B j

Bj =

(u

k +1
N

d j a j B j 1
b j + a j A j 1

= B N ),

c
d
A0 = 0 ; B0 = 0 ; AN = 0 ,
b0
b0

j = 0, N ; (5.31)

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

(5.32)
,

,
, - , ..
- ,
(5.21) - (5.24).

.

5.2.

5.2.1.

## , 0 < x < l , t > 0 :

2
2u
2 u
=
a
,
t2
x2

0 < x < l,

t = 0.

, ,
. u(x,t) - ()
, ,
.
,
( ), -
:

12

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2
2u
2 u
, 0 < x < l , t > 0;
2 =a
x2
t
u (0, t ) = (t ), x = 0, t > 0;
0

(
,
)
=
u
l
t

x = l , t > 0;

l (t ),
u ( x,0) = ( x), 0 x l , t = 0;
1

(
,
0
)

u
x

t = 2 ( x), 0 x l , t = 0,

(5.33)
(5.34)
(5.35)
(5.36)
(5.37)

, , 0 ( t ) = l ( t ) = 0 .
, ,
,
.
,

(
x), -
:
2
2u
2 u
,
=
a
2
2

t
x

u (0, t )
= 0 (t ),

x
u (l , t )
= l (t ),

u ( x,0) = 1 ( x),

u ( x,0) = ( x),
2
t

0 < x < l,
x = 0,
x = l,

t > 0;
t > 0;

t > 0;

0 x l,
0 x l,

t = 0;
t = 0.

, , 0 ( t ) = l ( t ) = 0 .
, , ..
, ,
- :

13

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2
2u
2 u
,
0 < x < l,
=
t > 0;
a

2
x2
t
u (0, t )
+ u ( 0 , t ) = 0 ( t ),
x = 0,
t > 0;

u ( l , t )
+ u ( l , t ) = l ( t ),
x = l,
t > 0;

u ( x , 0 ) = 1 ( x ),
0 x l,
t = 0;

u ( x , 0 ) = ( x ),
0 x l,
t = 0.
2

-
.
5.2.2. -

-
(5.33)-(5.37).

(5.12)

(5.33)
- :

u kj +1 2u kj + u kj 1

=a

u kj+1 2u kj + u kj1
h

+ O( 2 + h 2 ),

j = 1, N 1; k = 1,2,K

(5.38)

5.4
u kj +1 2u kj + u kj 1

=a

u kj++11 2u kj +1 + u kj+11
h

+ O + h2 ,

j = 1, N 1; k = 1,2,K

(5.39)

14

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5.4

k+1

j-1

j+1
j

k+1

k-1

j-1

j+1

k-1

. 5.4. -

(5.38) . u kj +1 ,
j = 1, N 1 , k = 1,2,... ,

u kj 1 , u kj .
,
, . (5.38)

a 2 2
< 1 , h .
h2
(5.39) .

.
u kj 1 , u kj , j = 1, N 1 , k = 1,2,...
. k = 1 :

u 0j = 1 ( x j ) , j = 0, N ,

(5.40)

1 ( x) - (5.36).
u 1j

(5.37):

15

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u 1j u 0j

= 2 (x j ) .

u 1j :

u 1j = 1 ( x j ) + 2 ( x j ) .

.
u 1j
t=0 :

= u ( x j ,0 + ) =

u 0j

u
2u 2
+ 2
+ O( 3 ) .
+
t j
t j 2
0

u 1j

(5.41)

(5.41)

2u

t 2

2u
=a
x 2

= a 2 1 ( x j ) .

u 1j
:

.
u 1j = 1 ( x j ) + 2 ( x j ) + a 2 1 ( x j )
2
2

u 0j ,

u 1j
(5.38) (5.39).
(5.34) (5.35) ,
.
.

5.2.
- - .

16

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2
2u
u
2 u
0 < x < l,
+b
+ cu + f ( x , t ),
2 = a
2
x
x
t
u (0, t )
+ u ( 0 , t ) = 0 ( t ),
x = 0,
t > 0;

u (l , t )
+ u ( l , t ) = l ( t ),
x = l,
t > 0;

u ( x , 0 ) = 1 ( x ),
0 x l,
t = 0;

u ( x , 0 ) = ( x ),
0 x l,
t = 0.
2

t > 0;

.
(5.4)
:
u kj +1 2u kj + u kj 1

k
f j = f ( x j , t k ) .
2

= a2

u kj+1 2u kj + u kj1
h

+b

u kj+1 u kj1
2h

+ cu kj + f jk ,

j = 1, N 1; k = 1,2,K

u1k +1 u 0k +1
+ u 0k +1 = 0 (t k +1 ) ,
h

u Nk +1 u Nk +11
+ u Nk +1 = l (t k +1 ) .
h

u kj +1

a 2 2
k
u j +1 ( 2
h

u0k +1 =
u Nk+1 =

+b

2
2h

)+

u kj ( 2

a 2 2
a 2 2
2
2
k
+ 2 + c ) + u j 1 ( 2 b ) u kj 1 + 2 f jk ,
2
2h
h
h

( t k +1 )
/h
u1k +1 + 0
,
/ h
/ h

( t k +1 )
/h
u Nk+11 + l
.
+ / h
+ / h

17

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,
u .
,
,
t 0 ,t 1 .
u j :

u 0j = 1 ( x j ) .
,
,

u 1j = 1 ( x j ) + 2 ( x j ) .
u 1j
t=0 :

= u ( x j ,0 + ) =

u 0j

u
2u 2
+ 2
+ O( 3 ) ,
+
t j
t j 2
0

u 1j

2u
t 2

2u
=a
x 2

+b

u
x

+ cu kj + f jk = a 2 1 ( x j ) + b 1 ( x j ) + c 1 ( x j ) + f jk .

u 1j = 1 ( x j ) + 2 ( x j ) + (a 2 1 ( x j ) + b 1 ( x j ) + c 1 ( x j ) + f jk ) .
2
2

18

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5.3.

5.3.1.

2u 2u
+
= f ( x, y ),
x2 y2
f(x,y)0.
u(x,y) , :
, , ,

()

) ,
, ..
= + ,

2u 2u
= f ( x, y ), ( x, y ) ;
2 +
y2
x
u ( x, y ) = ( x, y ), ( x, y ) .

(5.42)
(5.43)

,

2u 2u
= f ( x, y ), ( x, y ) ;
2 +
2

x
y

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

(5.44)
(5.45)

n .
(5.45)

u
u
cos(n, i ) +
cos(n, j ) = ( x, y ),
x
y

19

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cos(n, i ), cos(n, j )
, i j .
()
2u 2u
= f ( x, y ), ( x, y ) ;
2 +
2

x
y

u ( x, y ) + u = ( x, y ), ( x, y ) .

5.3.2. -

(5.42),
(5.43) x [0, l1 ], y [0, l 2 ],

## h ,h = {xi = ih1 , i = 0, N 1 ; y j = jh2 , j = 0, N 2 } .

1

(5.46)

(
u ij , i = 0, N 1 , j = 0, N 2 ; ):
ui+1, j 2ui, j + ui1, j
h1

i = 1, N1 1,

## ui, j +1 2ui, j + ui, j 1

h2

+ O h12 + h2 2 = f ( xi , y j ),

(5.47)

j = 1, N 2 1

(5.5) x y ,
.
(5.47) -

i j+1

i-1 j

ij

i+1 j

i j-1
. 5.5.

).
,
,

..

20

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(5.42), (5.43). h1 = h2 = h ,
(5.47) (k- )

1
2
ui(,kj+1) = [ui(+k1), j + ui(k1), j + ui(,kj)1 + ui(,kj)+1 h f i , j ],
4
i = 1, N1 1, j = 1, N 2 1.

f i , j = f ( xi , y j ),

(,

(5.48)

y j = const , j = 1, N 2 1 )

(. .5.6) ( x, y )
u i(,0j) , (5.48),
u i(,1j)
1
u i(,1j) = [u i(+01), j + u i(01), j + u i(,0j)+1 + u i(,0j)1 h 2 f i , j ], i = 1, N1 1,
4

j = 1, N 2 1.

u i(,1j)
(5.48),
u i(,2j) ..
(0,yj )

u01j

u02j

...u0(N -1)j

(l1,yj )

u i(,kj+1) u i(,kj) ,
yj
0

1h

2h

...

(N1 -1)h

l1

. 5.6. -

## ui(,kj) = max ui(,kj) ,

i, j

2- 3-

.
5.1.3. ,
.
5.3.

21

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2u 2u
= f ( x, y ), x (0, l1 ), y (0, l 2 );
2 +
y2
x
u
(0, y ) + 1u (0, y ) = 1 ( y ),
1
x
u
(l1 , y ) + 2 u (l1 , y ) = 2 ( y ),
2
x
u
3 x ( x,0) + 3u ( x,0) = 3 ( x),

u ( x, l ) + u ( x, l ) = ( x)
2
4
2
4
4 x

x [0, l1 ], y [0, l 2 ]

1

h1

## ui, j +1 2ui, j + ui, j 1

h2

= f (xi , y j ), i = 1, N1 1, j = 1, N2 1 .

22

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:

1
2

3
4

u1 j u 0 j
h1

+ 1u 0 j = 1 ( y j ) , j = 1, N 2 1 ,

u N1 j u N1 j
h1

+ 2 u N1 j = 2 ( y j ) , j = 1, N 2 1 ,

ui1 ui 0
+ 3ui 0 = 3 ( xi ) , i = 1, N1 1
h2
u iN 2 u iN 2 1
h2

+ 4 u iN 2 = 4 ( xi ) , i = 1, N1 1 .

, ( N1 + 1) ( N 2 + 1) 4
u ij ( i = 0, N1 ,

j = 0, N 2 ,

## ( i, j ), (0,0) , (0, N 2 ) , ( N1 ,0) , ( N1 , N 2 )

). ,
, ,
.
. ,
(),
.
,
.
, , [ ].

23

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5.4. ,

,
: , , ,
, ( ).
.

LU = f ,

L -
2

;
a

2
2
L = 2 a 2 2 ;
x
t
2
2

2 + 2 .
y
x

U(x,y)- ; f-
(.. , ..).

(LU )h =

fh

LhU h = f h -
U(x,t) , .. -
()
. L

Lh

24

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Lh

2
;
a
h2

2
2

= 2 a2 2 ;
h

2
2
2 + 2 ;
h2
h 1

, -

Lhuh = f h

(5.49)

, ,

u k = max u kj ,

k=0,1,2,...

(5.50)

(5.49)

, -
(LU )h LhU h , h 0

(LU )h LhU h

0 .
, h 0

(5.51)

(5.49)

p
q , -

(LU )h LhU h

(LU )h LhU h

= O p + hq .

(5.52)
-

,
- .

- (5.49) f h

~
f h . u h
u~h .
. - (5.49)
, K,

25

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,

f h ,

~
u h u~h K f h f h .

(5.53)

: - ,
(- ) -
u h , ..
- .
f h
, ,
,
.
.

(5.49)

() , (5.53)

h, ..

.
. - (5.49) ,
(5.53) h,
.

. u h , -
(5.49), U , -
U u h

, h

U u h
0.
, h 0

(5.54)

. - (5.49) p-
( ) q-
, -

U uh

26

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U uh = O p + h q .

(5.55)

, ( )
- () .

, , .
,
, , .
. - (5.49)
p-
q-
, -
p- q .

. (www.uchites.ru)!

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