Khoa Xy Dng Thy Li Thy in B mn C S K Thut

Chng 3 TNH GN NG O HM
V TCH PHN
NUMERICAL DIFFERENTIATION
AND INTEGRATION

3.1 Tnh gn ng o hm
+ Ta biu din hm f(x) bng a thc ni suy: f(x) = P(x), vi P(x) l a thc
ni suy (a thc ni suy tin li l spline bc 3); Tip theo ta tnh gn ng o hm f (x)
a thc ny:
f(x) = P(x)
+ Ta cng c th p dng khai trin Taylor:
h2
f(x + h) = f(x) + h f(x) + f(c), vi c = x + h, 0 < < 1.
2!
f ( x h ) f (x )
T ta tnh c: f(x)
h
3.2 Tnh gn ng tch phn xc nh
3.2.1 Cng thc hnh thang:
Trong tng khong chia (i,i+1), ng cong Mi, Mi+1 c xp x thnh ng
thng.
i vi tch phn th (i + 1), ta c:
x i 1 y
yi yi 1 y1 B

xi
f ( x )dx h
2
y0
ba A
Vi xi = a + ih, h = ,
n
i = 1, 2, . . . . . , n; a = x0 , b = xn
b x1 x2 xn
x0 x1 x
I= f (x )dx f (x )dx f (x )dx ........ f (x )dx (3.1)
a x0 x1 x n 1

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Khoa Xy Dng Thy Li Thy in B mn C S K Thut

h
IT y 0 y1 (y1 y 2 ) ....... (y n1 y n )
2
y yn (3.2)
I T h 0 y1 y 2 ....... y n1
2
M 2
Sai s: I - IT h ( b a) , vi M = max f(x), a x b
12

V d: Dng cng thc hnh thang tng qut vi n=10 tnh gn ng:
1
dx
I= 1 x
0

nh gi nhng sai s ca nhng gi tr gn ng nhn c.

Gii:
1 0
Ta c: h= =0,1
10
Kt qu tnh ton trong bng sau:
i xi yi
0 0 1,00000
1 0,1 0,90909
2 0,2 0,83333
3 0,3 0,76923
4 0,4 0,71429
5 0,5 0,66667
6 0,6 0,62500
7 0,7 0,58824
8 0,8 0,55556
9 0,9 0,52632
10 1,0 0,50000

6,18773

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Khoa Xy Dng Thy Li Thy in B mn C S K Thut

Theo cng thc hnh thang tng qut ta c:

1, 0000 0, 50000
I 0,1( +0,90909+0,83333+0,76923+0,71429+0,66667+
2
0,62500+0,58824+0,55556+0,52632) =0,69377.
Sai s R c xc nh nh sau:
M 2
I IT = h (b a) (3.3)
12

Vi M = max f x'' 0<x<1

1
f(x) = =(1+x)-1
1 x
-2
f ' ( x) = -(1+x)

-3 2
f '' ( x) = (-1)(-2)(1+x) = 3
Trong (0,1) M = max f x'' =2
(1 x)

2.(0,1) 2
R (1 0) 0,00167 (3.4)
12
3.2.2 Cng thc Simpson
By gi c mi on cong Mi, Mi+1 c xp x bng ng cong bc hai, i qua ba
gi tr yi, yi+1 v gi tr y ti x = (xi + xi+1)/2, c ngha chia [a,b] thnh 2n on bng
nhau, bi cc im chia xi:
a = x0 < x1 < x2 < ...< x2n =b, ngha l: xi = a +ih
Vi h = (b a)/2n, vi: i = 0, 1,2,.,2n
Dng a thc ni suy bc 2 xp x theo Newton, ta c cng thc tnh gn ng tch
phn theo Simpson:

x2 x2 2
t ( t 1) 2
f ( x ) dx p 2 ( x ) dx h( y 0 t y 0 y 0 ) dt (3.5)
x0 x0 0
2

x2
h
f ( x)dx ( y 0 4 y1 y 2 ) (3.6)
x0 3

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Khoa Xy Dng Thy Li Thy in B mn C S K Thut

Tng qut :
x2i 2
h
f ( x ) dx ( y 2 i 4 y 2 i 1 y 2 i 2 ) (3.7)
x2i
3
Vy:
b
h
f ( x ) dx [( y 0 4 y 1 y 2 ) ( y 2 4 y 3 y 4 ) .... ( y 2 n 2 4 y 2 n 1 y 2 n )]
3
a (3.8)
h
I [( y 0 y 2 n ) 4 ( y 1 y 3 ... y 2 n 1 ) 2 ( y 2 y 4 ... y 2 n 2 )]
3
Sai s: h 4
I I S M (b a )
180
(3.9)

Vi: M = max fiv(x) , a x b.

V d: Dng cng thc Simpson tng qut vi n=10 tnh gn ng:
1
dx
I= 1 x
0

nh gi nhng sai s ca nhng gi tr gn ng nhn c.

3.2.3 Cng thc ca Gauss
3.2.3.1 Lin h gia cc h to tng th v h to a phng
Trong nhiu trng hp ta cn tnh tch phn s vi chnh xc rt cao, nh trong
phng php phn t hu hn (PTHH), min tnh ton c chia nh thnh nhiu min
con, phng php bin phn trng s xy dng trn cc min con ny. Do dn n tch
phn hm dng trn min con.
3
x N i xi N 1 x1 N 2 x2 N 3 x3
i 1

Nu tch phn hm dng bc cao vi s dng h to tng th (x,y,z, global

coordinate) th thng thng s xut hin cc biu thc i s rt phc tp khi phn t l
hai, ba chiu (Irons and Ahmad, 1980).
Thay vo nu chng ta thc hin chng trong h to a phng (,,, local
coordinate) hay cn gi l to chun hay to t nhin (normal coordinate hay
natural coordinate) th s n gin hn rt nhiu Taig, 1961; bi l n thun li trong
vic xy dng hm ni suy, tch phn s dng c cch thit lp ca Gauss-Legendre
(ph bin nht).

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Khoa Xy Dng Thy Li Thy in B mn C S K Thut

Phn t chiu y Phn t thc

e

Xk
0,1
1 x i
3 2 xj
v r xi ve
3 x k

1 2 Xj
0,0
1,0
x
Hnh 3.1: Biu th phn t chiu Vr vo phn t thc Ve
Vi phn t ng tham s (isoparametric), ta c th vit cng thc bin i to
cho phn t t gic tuyn tnh c bn im nt nh sau:
Vi phn t tam gic tuyn tnh c ba im nt:
4
y N j x j N 1 x1 N 2 x2 N 3 x3 N 4 x4 (3.10)
j 1
3
y N j y j N 1 y1 N 2 y 2 N 3 y 3 (3.11)
j 1

y Ni, Nj l hm dng hay cn gi l hm ni suy (shape function hay interpolation

function).
T lut o hm o hm ring phn, ta c:
x y
x x

J (3.12)
x y
y y

x
1
Hay: J (3.13)

y

y J l ma trn Jacobian bin i to . nh thc ca ma trn ny, det J ,

cng phi c c lng bi l n c dng trong cc tch phn bin i nh sau:

+ Cho phn t t gic tuyn tnh:

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Khoa Xy Dng Thy Li Thy in B mn C S K Thut

1 1

dxdy det J d d (3.14)

e 1 1

+ Cho phn t tam gic tuyn tnh:

1 1

dxdy det J d d (3.15)

e 0 0

2
2
3

3 4

4
1 1

Hnh 3.4: Phn t t gic c ma trn Jacobian khng xc nh

Trong mt s trng hp, v d nh Hnh 3.4, phn t t gic c 4 im nt, nu

dng hnh hc nh vy, ma trn Jacobian tr nn khng xc nh; n c gi tr tt, cc
hnh dng phn t nh cnh v gc ca n cn phi u n hn (v d tam gic u, t
gic u hnh vung, y l cc dng phn t l tng).

3.2.3.2 Tch phn s

Mt s tch phn ca cc loi bi ton hai chiu (2D), ba chiu (3D), theo phng
php PTHH c th c c lng bng gii tch, nhng n khng thc dng cho cc
hm s phc tp , c bit trong trng hp tng qut khi , l to cong. Trong
thc hnh (3.14), (3.15) c c lng bng s, gi l tch phn s (numerical
integration hay cn gi l numerical quadrature). Dng tch phn s ca Gauss, vi phn
t t gic, min hai chiu ta c:
1 1 n n

f , dd wi w j f i , j (3.16)
1 1 i 1 j 1

Vi phn t tam gic:

1 1
1 n
f , dd
2 i 1

wi f i , i (3.17)
0 0

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Vi phn t t gic th wi, wj l h s trng s v i , j l cc v tr to bn

trong phn t, cho Bng 2 (Xem Kopal 1961); cn vi phn t tam gic, tng t nh
phn t t gic, nhng cc im tch phn l cc im mu (Sampling Points), Bng 1.
Thng thng ngi ta mun cc tch phn s t chnh xc cao, nhng c
nhng trng hp c bit li khng cn thit. tch phn Gauss (3.16), vi n = 2, s
chnh xc khi hm f l cubic (bc 3 ), cn tch phn (3.17), n = 1, s chnh xc khi a
thc f bc nht, cn n = 3, s chnh xc khi a thc f bc hai.
Bng 3.1: im tch phn cho phn t tam gic theo cng thc (3.17)
n i i wi
1 1/ 3 1/ 3 1

1/ 2 1/ 2 1/ 3
3 1/ 2 0 1/ 3
0 1/ 2 1/ 3

Bng 3.2: Trng s v im tch phn Gauss Legendre theo cng thc (3.16)

im tch phn i S im tch phn r Trng s wi

0.0000000000 Mt im 2.0000000000
0.5773502692 Hai im 1.0000000000
0.0000000000 Ba im 0.8888888889
0.7745966692 0.5555555555
0.3399810 435 Bn im 0.6521451548
0.8611363116 0.3478548451
0.0000000000 0.5688888889
0.5384693101 Nm im 0.4786286705
0.9061798459 0.2369268850
0.2386191861 0.4679139346
0.6612093865 Su im 0.3607615730
0.9324695142 0.1713244924

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