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2004
22.19
519.6

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/ ,
, . ., 2004. 103 .

,
,
.
MIFP .

: ... .. , . .-. . ..

.., 2004
.., 2004
, ,
, 2004
2
:
1. ............... 4
1.1. . ........................................................ 4
1.2. . .............................. 4
1.3. ..................... 5
1.4. .
.
.................................................................................................................. 7
1.5. ( ........................................ 11
)................................................................................... 11
1.6. ............................................................. 13
1.7. ................................................................ 16
2. .................. 18
2.1. ................................................................................................... 18
2.2. ................................................................................. 19
2.3. ()............................................................................................ 19
2.4. ( ) .................................................................. 21
2.5. ...................................................................................................... 23
3. ................................................... 26
3.1. ........................................................................................................... 26
.2. ...................................................................................................... 30
3.3. ......................................................................... 33
3.4. ...................................................................................... 38
3.5. ...................................................... 40
4. . ........................................................................................... 45
4.1. , .
. .......................................................................................................... 46
4.2. ............................................................... 48
4.3. .................................................................... 50
4.4. ............... 53
4.5. ......................................................................... 54
4.6. ............................................................... 56
4.7. ............................. 58
4.8. .................................................................................. 64
4.9. ............................................................................ 67
5. ....................... 70
5.1. () ......................... 71
5.2. .................................................................. 73
5.3. .............................................................................. 76
6. ........................................................................... 81
6.1. ..................................................................................... 83
6.2. .................................................................................................. 84
6.3. ................................................................................................. 86
6.4. .
.............................. 88
7. .. 92
7.1. - ................................................................................................. 93
7.2. ........................................................ 99
.......................................................................................................... 103

3
1.

1.1.


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

;
3. , ,
,
;
4. ,
,
;
5. (
)
( )
.

:
) :
1) [1];
2) [3];
) [2];
) [4,5].

1.2. .

,
:
. , 3 ,
. 3
,
.
1. ,

.

, ,
4
(, , , ,
..).

:
1.
;
2. ,
( );
3. ,
(
);
4. ,
,
.
,
.
:
1. ,
,
;
2. ,
,
;
3. , ,
,
,
, , (
).
1. :
1 = 271,5001 ,
2 = 271,15 ,
3 = 271,25 ,
4 = 0,15497 .
. 1
(5001) 0,5001,
( ),
( 1).
1 1 =272.
2 3 (
3) 2 = 271,2; 3 = 271,2.
4 ( 2) 4 =0,15.

1.3.

5
2.
, ,
. (1.1)
,
+ (1.2)

= . (1.3)
2. 1 = 2 ,87; 2 = 300; 3 = 3 10 2
, .
?
. , ,

, ..
1 1 0,005 = 1 ,
2 2 0,5 = 2 ,
3 3 50 = 3 .
, :
1 = 2,87 0,005,
2 = 300 0,5,
3 = (3 0,5) 102 .
3. = 3,14159265 = 2,71828182

.
.
1 = 3,14; 2 = 2,72.

a1 = 3,14159... 3,14 = 0,00159... < 0,0016 = a1 ,
e a2 = 2,71828... 2,72 = 0,00171... < 0,0018 = a2 .
1.
, ,
( ).
2.

(
).
3 1 2
:
1 = 0,0016 1 = 0,002 .
2 = 0,0018 2 = 0,002 .

, , .. ,
.

6
4.
:
l1 = 3 1 ; l 2 = 113 1 .
,
.
. l1 l2

l1 = l 2 = 1 .
, l2
, l1 . ,
, ,
.
.
3.

:

= ; 0 (1.4)

4

l1 1
= l1 = = 0,34 34% ,
l1 3
l2 1
= l2 = = 0,0089 0,9% .
l2 113
, l2
.
3.
.

, -
.

1.4. .
.



:
= 1 10 + 2 10 1 + K + 10 +1 + K (1.5)
n
= i 10 mi +1 (1.6)
i =1

7
i - ( i = 0,1,2 ,K ,9 ), 1 0 ,
( ). ,
:
28,0496 = 2 101 + 8 10 0 + 0 ,10 1 + 4 10 2 + 9 10 3 + 6 10 4 ;
7 ,54 = 7 10 0 + 5 10 1 + 4 10 2 ;
0 ,006783 = 6 10 3 + 7 10 4 + 8 10 5 + 3 10 6 .
4.
(1.5) , . ,
:
5423,47 6 ,
0,0000605 3 ,
0,060500 5 .
, 0
. , 0,00710300

.
,
, , ,
,
10-7 10-8. 0,00710300
,
0,007103. 0,00710300 0,007103 ,
6 , 4 .
0, , ,
:
) 1 = 1000 ;
) 195530000

,
.
, 5 .
,
, :
19553 10 4 1,9553 10 8
5. ,
, l = 72 . ,
, ,
, l =0,072 , l =0,000072 , l =72000 ,
, , .
, 7,2; 7,20; 7,200.

, .

8

, .
.
5. 1 , 2 ,K , n
,
(-+1)
, , ..
a 0.5 10 m n+1 . (1.7)
6.
= 4,483, , 3 .
. 5
a 0.5 10 m n+1 .
100, .. = 0, = 3.

0 ,5 10 03+1 = 0 ,5 10 2 = 0 ,005 .

. , ,
.. ,
0,5*10-3 (
1 100). ,
,
.
6. 1 , 2 ,K , n
,
(-+1)
, , ..
a 10 m n+1 . (1.8)
, = 4,483 = 3
,
1 10 03+1 = 1 10 2 = 0 ,01 0 ,01 .
5 6 .
7. 1 , 2 ,K , n
,
10 m n+1 , ..
a 10 m n+1 . (1.9)

, .. ,
, , .
7. ,
= 2,4483 () ,
= 0,008 .

9
. ,
1 , 2 ,K , n ,
:
1
a 10 m n+1 , = (1 ) ,
2

0 ,008 10 0 +1 = 101 .
1
= ,
2
0,008 0,5 10 +1 ,
10 +1 0,016, 2;
= 1
0 ,008 10 +1 , .. 3 .
, = 2,4483
. 2,4483
.

,
, :
,

.
8.
= 0,0076539, = 0,000037 .
.
= 0 ,0000 37
= 0 ,0076 539
, ,
,
, , ,
( ),
, ,
0,000037<0,0001
7 6, ,
,
0.000037<0.00005 - ,
6. =
0,0076539 = 0,0000503 ,
= 0 ,0000 503
= 0 ,0076 539

,
10
0 ,503 10 4 > 0.5 10 4 .


(1.9)
a 10 m n+1 .

?
,
= 1 10 + 2 10 1 + K + 10 +1 + K (1.10)
7.
(1.9) (1.10),
10 +1 10 +1
= = 101 ,
1 10 + K + 10 +1 1 10 1

..

101 , (1.11)
1
1 - ,
.

1.5. (
)


: ,
.
G E n

y = f ( x1 , x 2 ,K , x n ) (1.12)

X i xi xi ; i = 1, n . (1.13)

i = X i xi ; X i = xi + i , (1.14)

i xi ; i = 1, n . (1.15)

11

:
y = f ( X 1 ,K , X n ) f ( x1 ,K , x n ) = f ( x1 + 1 ,K , x n + n ) f ( x1 ,K , x n ) .
(1.16)

n
n

y =
i =1 xi
f ( x1 + 1 , K , xn + n ) i
i =1 xi
f ( x1 + 1 ,K, xn + n ) xi ;
(1.17)
0 1.

n
y Bi x i , (1.18)
i =1


Bi = max f ( x1 + 1 ,K , x n + n ) , i = 1, n . (1.19)
0 1 xi
xi , Bi

f ( x1 ,K , x n ) ( x1 ,K , x n ) .

,
n
y f ( x1 ,K , x n ) xi . (1.20)

i =1 ix

( )
.
(1.20) y ,
:
n 1 n
y f ( x1 ,K , x n ) xi = ln f ( x1 ,K , x n ) xi . (1.21)
i =1 y x i i =1 x i

. ,
y = f ( x ),

y f ' ( x) x,
d
y ln f ( x) x.
dx

12
,
:
1. y = x , y = x 1 x , y = x;

2. y = a x , y = a x ln a x , y = ln a x; a > 1,
y = e x , y = e x x , y = x ;
1 x
3. y = lg a x , y = x , y = ,
x ln a ln a lg a x
x x
y = ln x , y = = x , y = ;
x ln x
4. y = sin x , y = cos x x x ,
y = cos x , y = sin x x x ,
y = tg x , y = ( 1 + tg 2 x ) x x ,
y = ctg x , y = ( 1 + ctg 2 x ) x x.

1.6.

1.

.
,
n
y = xi (1.22)
i =1
(1.20)
n
y = x i .
i =1
:

,
. ,
,
.
9.
= 5,8 + 287,649 + 0,008064
,
.

13
.
5,8 5,8 5,8
287 ,649 287 ,6 287 ,65
0 ,008064 0 ,0 0 ,01
293,457064 293,4 293,46 293,5
,
, 5,8
,
, .
,
.
,
,
.
.

:
I)
1 = 0 ,05 + 0 ,0005 + 0 ,0000005 < 0 ,051 ;
2)
2 < 0,001 0,002 = 0,003 ;
3)
3 = 0 ,04 .
,
y = 1 + 2 + 3 = 0,094 ,
y = 293,5 0,094 ,
.. 4 3 .
2.

:
min xk y max xk .
1 k n 1 k n
(1.23)
,
y = x1 + x 2 + K + x n , xi 0 , (1.24)

y x1 + K + x n x1x1 + K + x n x n
y = = = . (1.25)
y x1 + K + x n x1 + K + x n

= max x k ; = min x k , (1.26)


k k

14

x1 + K + x n
y = ;
x1 + K + x n
(1.27)
x + K + xn
y 1 = , y .
x1 + K + x n
3.
, ,
.
,
.
,
y = x1 x 2 , (1.28)

x + x 2
y = x1 + x 2 ; y = 1 .
x1 x 2
10.
= 5,069 = 5,061; = = 0,0005 .
.
.
10 3
y = a b = 0 ,008; y = a + b = 0 ,001; y = < 13% .
3
8 10
,
, .

0 ,5 10 3
a = b = = 0 ,01% .
5
4.
.
,
x x K xn
u= 1 2 , (1.30)
y1 y 2 K y m

n m
ln u = xi y i
i =1 i =1

n ln u m ln u n x m y n m
i i
u = x i + y i = + = xi + y i (1.31)
i =1 xi i =1 y i i =1 x i i =1 y i i =1 i =1
,
,
,

15
,
.
,
, :
1) ,
;
2) ,
, ;
3) ,
.

1.7.

,
.
:
,
?

n y
y x i . (1.32)
i =1 x i


,
xi .

. ,

y = f ( x ); f ' ( x ) 0 x [ a , b ] ,
,
y
x = . (1.33)
f'( x)
1. .
,

x i
,
f ( x1 ,K , x n ) xi ; i = 1, n

, ..
f f
x1 = K = x n .
x1 x n

16
y .

n y
x i .
i =1 xi

y
n x i ,
x i


x i ; i = 1, n .
y
n
x i
2. .
,
x1=x2 ==xn .

n y
y x i
i =1 x i


xi
n y
; i = 1, n .

i =1 xi
3. .
,
x1 = x 2 = K = x n .
x i
xi = , xi = xi xi .
xi
,
n y
y = x i x i ,
i =1 x i

xi
x i
n y
; x i
n y
; i = 1, n .
xi xi
i =1 x i i =1 x i

17
2.

2.1.

f(x).
. , ..
, f ( ) = 0 , ()

f(x)=0. (2.1)
, ,
:
1 , .. ,
;
2 , ..
.
(2.1)

- :
f(x) [ a , b ]
, ..
f ( a ) f ( b ) < 0 . ,
( a , b ) , . ,
, f ' ( x ) ( f ' ' ( x ) )
.

Pn ( x ) = a 0 x n + a1 x n1 + K + a n 1 x + a n . (2.2)
(2.2)
.
A = max a i . (2.2)
1i n

A
<1+= R. (2.3)
a0
, (2.2),
(2.3), ..
A
1+ . (2.4)
a0
(2.4) ,
> 1.

18

n
Pn ( ) = a 0 n + a1 n 1 + K + n a 0 a1 n 1 + K + a n
n n n
1 A a0
n
a0 A
n
> a0 = 1 A .
1 1 1 a 0
(2.4)
A
1 0 Pn ( ) > 0 ,
a
0
, - (2.2).

2.2.

f(x) [a,b]
. ,
(2.1.), [a,b]
, ..
Xn, ( - ),
x n x n . (2.5)


a+b
x1 = .
2
,
ba
x1 = x1 .
2
f ( x1 )
[ a , x1 ] [ x1 , b ] ,
f(x) .
, (2.5)

f ( xn ) f ( xn + ) < 0 . (2.6)

2.3. ()

, f(x) [a,b]
,
(2.1), f(x),
. A( a ; f ( a )) B( b; f ( b ))
(. 2.1). 1
.

19
.2.1.

x1 BF , Ax1a

ba f (a ) f (b) ba f (a ) f (b)
= ; = ,
b x1 f (b) x1 a f(a)
1:
f (b)
x1 = b ( b a ); (2.7)
f (b) f (a )
f(a)
x1 = a ( b a ). (2.8)
f (b) f (a )
, (2.7) (2.8), 1,
f ( x1 ) , ,
[ a , x1 ] [ x1 , b ] ,
f ( x ) .
1

x1 = max(b x1 , x1 a ) ,
x1
, [a, b] f(x)

f ' ( x) m1 > 0.
f ( x1 ) = f ( ) f ( x1 ) = f ' ( ) x1 ,
- , 1.

f ( x1 ) f ( x1 )
x1 = = x1 . (2.9)
f'( ) m1
(2.1) [a, b] ,
, ,

20
. f(x) [a, b]
, ,
[5],
,
f ( xn )
x n +1 = x n ( c xn ) , (2.10)
f ( c ) f ( xn )
- [a, b],
f (c ) f'' (c ) > 0,
x0 - ,
(2.1) .

2.4. ( )

= (2.1)
[a, b], x 0 [ a , b ] . f()
f(x) x0
f'' ( )
0 f ( ) = f ( x 0 ) + f ' ( x 0 )( x 0 ) + ( x 0 ) 2 , (2.11)
2
- , x1. (2.11)
, x1 :
f ( x0 )
x1 = x 0 . (2.12)
f ' ( x0 )
(2.12) x0
x1, x2 .. ,
f ( xn )
x n +1 = x n (2.13)
f ' ( xn )

(2.1), :
1) f ( a ) f ( b ) < 0 ;
2) f ' ( x ), f ' ' ( x ) ,
[a, b];
3) x0 :
f ( x 0 ) f ' ' ( x 0 ) > 0 .
I 2.
(2.13) ,
(. 2.2)
f ( a ) < 0, f ( b ) > 0, f ' ( x ) > 0, f ' ' ( x ) > 0 .

.

21
f (x )

a 0 x
x3 x2 x 1 b =X0

. 2.2.


[a, b],. x 0 = b , f ( b ) f ' ' ( b ) > 0 .
, x n ,
(2.13), .,
x 0 = b > . , x j > , j = 1,2 ,K , n
, x n +1 > . f(x)
x n :
f'' ( )
f ( x ) = f ( x n ) + f ' ( x n )( x x n ) + ( x xn )2 , (2.14)
2
x x n . (2.14) x =
f'' ( )
0 f ( ) = f ( x n ) + f ' ( x n )( x n ) + ( xn )2 .
2
f ' ' ( x ) > 0 [a, b],
f ( x n ) + f ' ( x n )( x n ) < 0 ,

f ( xn )
< xn = x n +1 ,
f ' ( xn )
.. x n .
f ( x n ) > 0 , n = 1,2 ,K .. x n+1 > x n x n ,
, , :
lim x n = A .
n
n (2.13)
f ( A)
A= A ,
f'( A)
f ( A ) = 0 , .. A =
x n ,
, (2.9).
(2.13). f(xn)
x n1 :
22
f'' ( )
f ( x n ) = f ( x n1 ) + f ' ( x n1 )( x n x n1 ) + ( x n x n1 ) 2 ,
2
- , x n1 xn .
(2.13)
f ( x n1 )
x n = x n1 f ( x n1 ) + f ' ( x n1 )( x n x n1 ) = 0 ,
f ' ( x n1 )

f'' ( )
f ( x n 1 ) = ( xn x n 1 ) 2 .
2
M 2 = max f ' ' ( x ) .
[ a ,b ]

xn :
f ( xn )
M2
xn ( x n x n 1 ) 2 = x n .

m1 2m1

(2.10) (2.13) ,
:
f ( xn ) f ( x n )( x n +1 x n )
x n +1 = x n ; x n+1 = x n ;
f ' ( xn ) f ( x n+1 ) f ( x n )
x n +1 x n+1
x n+1 + x n+1
x n +1 = ; x n+1 = ; n = 0 ,1,2 ,K
2 2
(2.13)
f ( xn ) f ( xn1 )
f ' ( xn ) ,
xn xn1
(2.13)
f ( xn )
x n +1 = x n ( x n x n 1 )
f ( x n ) f ( x n1 )

.

2.5.

(2.1)
x = ( x ) . (2.15)
x 0 [ a , b ] ,

x n +1 = ( x n ), n = 0 ,1,2 ,K (2.16)

23
, x 0 [ a , b ]
[a, b] (2.1), :
1) ( x )
[a, b];
2) x [ a , b ] ;
3) 0<q<1, ' ( x ) q x [ a , b ] .

x 0 + ( x1 x 0 ) + ( x 2 x1 ) + K + ( x n x n 1 ) + K , (2.17)
xn (2.16).
S n = xn .

xi +1 xi = ( xi ) ( xi 1 ) = ' ( ) xi xi 1 q xi xi 1 ,
- xi-1 xi .
:
x2 x1 x1 x0 q;
x3 x2 q x2 x1 q 2 x1 x0 ;
K K K K K K K K
xn +1 xn q n x1 x0 .
, (2.17) , ..
lim S n = ,
n
(2.16)
lim x n = .
n
(2.16):
= ( ) ,
.. - (2.15)
(2.1). .
(2.15): 1 [ a , b ]
= ( ); 1 = ( 1 );
1 = ( ) ( 1 ) = ' ( ) 1 ,
1, .. [ a , b ]

1 (1 ' ( ) ) = 0 .
' ( x ) < 1 [a, b], ,
1 = 0 , .. = 1 .

24
x n ,

x n = ( ) ( x n 1 ) = ' ( ) x n 1 q x n + x n x n 1
q ( x n + x n x n 1 );
q
xn x n x n 1 = x n .
1 q

( x ) ,
(2.16). [a, b] f(x)
,
0 < m1 f ' ( x ) M 1
( , f ' ( x ) > 0 ,
f(x)). (2.1)
x x ,
x = x f ( x ) ( x ) .
,
' ( x ) = 1 f ' ( x ) < 1 .

1 < 1 f ' ( x ) < 1 .
> 0 ,
2
< , x [ a ,b ] .
f'( x)
2
= .
M 1 + m1
M m1
' ( x ) 1 = q < 1.
M 1 + m1

25
3.


,
,
.

. (
) ,
. ,


, .

.
(
),
*
, x
()
x , - .

3.1.


Ax = b . (3.1)
,
.
.
.
x1 .
x2
. ,
, ,
(-) x , ..
.

, .. ,
x; , ,
x-1 .. x1
.

x1 , x 2 ,K , x n .
,
,

26
. (-1) , ..
x1 , x 2 ,K , x 1 .
a11 x1 + a12 x 2 + K + a1k x k + K + a1n x n = b1 ;
(1) (1) (1) (1)
a 22 x 2 + K + a 2k x k + K + a 2n x n = b2 ;
L L L L L L L L
( k 2 ) ( k 2 ) ( k 2 ) ( k 2 ) (3.2)
a k 1,k 1 x k 1 + a k 1,k x k + K + a k 1,n x n = bk 1 ;
L L L L L L L L
( k 1 ) ( k 1 ) ( k 1 )
a nk x n = bnx k + K + a nn
,
a11 , a12 ,K , a1n - ;
(m)
a ij - i - j ,
. ,
( k 1 )
- a kk 0 . -
( k 1 )
a ik
i -
( k 1 )
a kk
(3.2), i = k + 1, k + 2 ,K , n .
(3.2)
:
( k 1 ) ( k 1 ) ( k 1 ) ( k 1 )
a kk x k + a k ,k +1 x k +1 + K + a kn x n = bk ;
(k ) (k ) (k )
a k +1,k +1 x k +1 + K + a k +1,n x n = bk +1 ;
L L L L L L
(k ) (k ) (k )
a n ,k +1 x k +1 + K + a nn x n = bn ,

aik( k 1) ( k 1)
aij( k ) = aij( k 1) a kj ;
a kk( k 1)
(3.3)
( k 1) a ( k 1)
b i
(k )
=b i ik( k 1) bk( k 1) ; i = k + 1, K , n .
a kk
( k 1 ) ( k 1 )
a kj , j = k , k + 1,K , n bk
k = 1,2 ,K , n 1
.
, ,
x n , x n1 ,K , x1 .
( n 1 ) ( n 1 )
a nn x n = bn .

27

( n 1 )
bn
xn = .
( n 1 )
a nn
x,

( k 1 ) n ( k 1 )
bk a kj xj
j = k +1
xk = , k = n 1,K ,1 .
( k 1 )
a kk
,
( k 1 )
a kk , ,
( k 1 )
. a kk ( )
- . -
, ,
.

. ,
, ,
.
- (.2).

a kk( k 1) aij( k 1) , i, j = k , k + 1,K , n ,
(3.2),

.
,
, -
, .. i = 1,2 ,K , k 1 .
( det A 0 ,
) -
. -
(3.3).


(3.1) .


A ,
.
(1) (2) ( n 1 )
det A = ( 1 ) s a11 a 22 a 33 K a nn ,

28
S - .
,

. ,
.

. -1 xij
.
A AI = E ,
x1 j

x
2j
- . j x j =
L

x nj

-1

Ax j = e j , (3.4)
e j - -, j - ,
. ,
(3.4)
j = 1,2 ,K , n , .
, (.1),
, ,
.
.
(I )
x .

(I ) (I )
b = b Ax . (3.5)
(I ) (I )
=xx (.1)
(I )
(3.5), ,
(I ) (I )
A =b . (3.6)
(2) (I ) (I )
x =x + .
,
. (3.6)
,
(3.1).
,
.
,
(I ) (I )
j = 1 , K , n . , j << x j , j = 1,K , n ,
( I )
b j << b j ,

29
-, (3.6)
, (3.1).
,
.

.2.


, :
c 0 x 0 + b0 x1 = f0 ;
a1 x 0 c1 x1 + b1 x 2 = f1 ;
a 2 x1 c 2 x 2 + b2 x3 = f 2 ;
(3.7)
L L L L L L L L
a n 1 x n 2 c n 1 x n1 + bn1 x n = f n1 ;
a n x n1 c n x n = fn .

,
.
(3.7) x0,
- xn, , c 0 0 , c n 0 ,
:
a i xi 1 ci xi + bi xi +1 = f i , i = 1,2 ,K , n 1; (3.8)
b0 a
x0 = 0 x1 + 0 ; x n = n x n 1 + n ; 0 = ; n = n ;
c0 cn
(3.9)
f f
0 = 0 ; n = n .
c0 cn
(3.8)
,
(3.9) - (.8).
(3.8)-(3.9) .

(3.8)-(3.9). x 0 = 0 x1 + 0
(3.8).
a1 ( 0 x1 + 0 ) c1 x1 + b1 x 2 = f1
x1 = 1 x 2 + 1 , (3.10)
b1 a f1
1 = ; 1 = 1 0 .
c1 a1 0 c1 a1 0
(3.10) x1
(3.8) , x2 x3
..

30
,
x k 1 = k 1 x k + k 1 , k = 1,2 ,K , n 1 . (3.11)
(3.11) k- (3.8)
a k ( k 1 x k + k 1 ) c k x k + bk x k +1 = f k .
xk:
x k = k x k +1 + k (3.12)
bk a fk
k = ; k = k k 1 . (3.13)
c k a k k 1 c k a k k 1
, (3.12),
x k x k +1 , k = 1,2,...,-1,
(3.13), 0 0 (3.9).
(3.9) xn-1,
(3.12) k = -1,
x n = n ( n1 x n + n +1 ) + n , (3.14)
- (3.9) , 1 1
(3.13). (3.14) xn:
+ n+1 n
xn = n . (3.15)
1 n n1
(3.12)
x n 1 , x n 2 ,K , x 0 . (3.12) k = 0
(3.9).
k , k , k = 1,2,K , n 1
(3.13) ,
xi , i = n , n 1,K ,0 (3.15), (3.12) -
.
,
(3.15), (3.12) . ,
,
(3.8)-(3.9)
a i 0 , bi 0 , ci a i + bi , i = 1,2 ,K , n 1 , (3.16)
0 1, n < 1 . (3.17)
, (3.16), (3.17)
i 1, i = 1,2 ,K , n 1.
(3.17)
0 1.
,
i 1, i = 1,2 ,K , ,
,
+1 1 .

31

ci i i 1 ci i i 1 ci i
(3.16)
ci i i 1 bi > 0 ,
.. (3.13) .
,
bk +1
k +1 = 1,
c k +1 a k +1 k
,
i 1, i = 1,2 ,K , n 1.
, (3.17)
n1 1 ,
1 n n1 1 n n1 1 n > 0 ,
.. .
,
(3.16), (3.17)
a i 0 , bi 0 , ci > a i + bi , i = 1,2 ,K , n 1 , (3.18)
0 1, n 1 (3.19)

a i 0 , bi 0 , ci a i + bi , i = 1,2 ,K , n 1 , (3.20)
0 < 1, n 1 . (3.21)
(3.18), (3.19) i 1
c i +1 i +1 i c i +1 i +1 i c i +1 i +1 > b i ; i +1 < 1 .
.. , ,
.
1 n n 1 1 n n1 1 n1 > 0 .
(3.20), (3.21) i < 1
ci +1 i +1 i ci +1 i +1 i > ci +1 i +1 bi ; i +1 < 1,
1 n n 1 1 n n 1 1 n 1 > 1.
, (3.16), (3.17) (
(3.18), (3.19) (3.20), (3.21)) (3.8)-(3.9)
(3.12), (3.15), ..
(3.8)-(3.9)
. ,
i 1, i = 1,2 ,K , n 1
(3.12).
, , - ,
. ,

32
(3.12) k = k 0 + 1 x k0 +1
~
x =x + .
k0 +1 k0 +1 k0 +1
, .. k = k 0 ,
x k0 = k0 x k0 + k0 ~ x k0 = k0 ( x k0 +1 + k0 +1 )
k = ~xk xk = k k +1 .
0 0 0 0 0

,
k0 = k0 k0 +1 k0 +1 ,
.. .

3.3.


. -
.
x x ,
:
1) x > 0 x Pn , x 0 u 0 =0
2) x = x x Pn
3) x + y x + y x , y Pn

:
x = max xi ; (3.22)
1 1i n
n
x = xi ; (3.23)
2
i =1
n
x
3
= xi 2 = ( x , x ) . (3.24)
i =1
.
x . .
3
:
x = ( x, x ) = 2 ( x, x ) = ( x, x ) = x
3 3
,
- [12].
( x , y ) ( x, x ) ( y , y )
(3.25)
( x, y ) x y .
3 3

,
33
x+ y
2

3
( )
= ( x + y ), ( x + y ) = ( x, x) + 2( x, y ) + ( y, y )
2
x +2 x y + y
3 3 3
2

3
(
= x + y
3 3
),
2

x+ y x + y .
3 3 3
,
:
x x nx ;
1 2 1
x x nx .
1 3 1
,
( ,
).
, ,

Ax
A = sup . (3.26)
xPn x
x0
,
.
.
A x Ax
A = sup = sup = A;
xPn x xPn x
x0 x0

( A + B) x Ax + B x Ax Bx
A + B = sup = sup sup + sup = A + B.
xPn x xPn x xPn x xPn x
x0 x0 x0 x0

, (3.22),
(3.23) (3.24),
n
A 1 = max aij ; (3.27)
1i n j =1

n
A 2 = max a ij ; (3.28)
1 j n i =1
A 3 = max i ( A' A ) , (3.29)
1i n
A' - , i ( A' A )
',
i = 1,2,,n.
.

34
(3.22)
n n
A x = max aij x j max aij x j
1
i j =1 i j =1
n n n
max aij max x j max x j max aij = x max aij ,
1
i j =1 j j i j =1 i j =1

, 0
Ax n
1

max aij . (3.30)
x i j =1
1
n
max a ij i = e.
i j =1
(0)
x ,
aej
x (j0 ) = aej 0
aej
x (j0 ) = 0 aej = 0
(0)
, x = 1.
1
n n n
= max aij x a = aej ,
(0)
Ax (0)
j ej x (0)
j
1 i j =1 j =1 j =1


( 0)
Ax n n

( 0)
1
aej = max aij (3.31)
x j =1 i j =1
1
(0)
x , ,
(3.30), ,
Ax n
1 =
sup
max aij = A 1 .
xPn x i j =1
1
x0
(3.23)
n n n n n
n

Ax = a x
ij j aij x j = x j aij

j =1
2
i =1 j =1 i =1 j =1 i =1


n n
n
x j max aij
= x max aij ,
j =1 2
j i =1 j i =1

35
, 0

Ax n
2
max aij . (3.32)
x j i =1
2
n n
max a
j i =1
ij = ail
i =1
.

(I )
x , l -
xl 0 , - .
(1)

n
= x (j1) = xl(1)
(1)
x
2 j =1

n n n n
= a x = ail xl(1) = xl(1) ail =
(1) (1)
Ax ij j
2 i =1 j =1 i =1 i =1
n
max aij ,
(1)
= x
2 j i =1

(1 )
Ax n
2 =
(1 )
max aij . (3.33.)
x j i =1
2
(3.32) (3.33) ,
Ax n
2 =
sup max aij = A 2 .
xPn x j i =1
2
x0
(3.26) (3.24)
Ax ( Ax, Ax ) ( Ax, Ax )
3
A 3 = sup = sup = sup .
xPn x xPn ( x , x ) xPn ( x , x )
3
x0 x0 x0
A' A -,
( A' A )' = A' ( A' )' = A' A .
,
,
[8,11].
e1 , e 2 ,K , e n -
, 1 , 2 ,K , n .

36
n
x = c i ei .
i =1

n n n
( B x , x ) = i ci ei , ci ei = i ci2 ,

i =1 i =1 i =1

n
( B x , x ) max i ci2 = max i ( x , x ) (3.34)
i i =1 i

( B x , x ) min i ( x , x ) (3.35)
i

( Bei , ei ) (i ei , ei )
= = i .
(ei , ei ) (ei , ei )
,
( B x, x )
sup = max i . (3.36)
xPn ( x , x ) i
x0
( A' A x , x ) = ( A x , A x ) 0 , i ( A' A ) 0 [ 1 ] .
(3.36) = ',
( A' A x , x )
sup = max i ( A' A ) ,
xP ( x , x ) i
n
x0
(3.29).
. -
,
i ( A' A ) = i ( A 2 ) = 2i ( A ) .

A 3 = max i ( A ) .
i
.
I Ax A x . (3.37)
, x 0
Ax
A A x A x .
x
x = 0
Ax = 0 ,
37
(3.37) .
k
II. A k x A x. (3.38)
(3.37)
AB x = A ( B x ) A B x A B x
, , (3.38).
III. A (3.39)
- .
- , .

Ay = y ,
Ay = y = y A y ,
(3.39).

3.4.


. (3.1)

x = Bx + c . (3.40)
.
(0)
x Pn ( )

(k ) ( k 1 )
x = Bx + c , k = 1,2 ,K (3.41)

.
B < 1, (3.40)
*
x (3.41)
.
*
, x - (3.40), ..

* *
x = Bx + c . (3.42)
, (3.37),

* * *
x Bx + c B x + c

38

*
(1 B ) x c

, 1 B > 0 ,

* c
x .
1 B

x = B x , .. = 0 , ,
(3.41)
.
(3.42) (3.41).
( k 1 )
= B x x
* (k ) *
x x , k = 1,2 ,... (3.43)

, ,
= B k x x
* (k ) * (0)
x x .

(3.37)
* (k ) k * (0)
x x B x x ,
.. k -
k
q = B < 1 .
k - .
(3.43)
( k 1 ) ( k 1 ) ( k 1 )
+ B x x
* k *
x x =x x .

(3.37)
* ( k 1 ) k ( k 1 ) * ( k 1 )
x x x x + B x x ,


(k ) ( k 1 )
x x
* ( k 1 )
x x . (3.44)
1 B
, (3.43)
* (k ) * ( k 1 )
x x B x x . (3.45)
(3.44) (3.45)
* (k ) B (k ) ( k 1 )
x x x x .
1 B

39

.
(3.40) .
(3.41) (3.40)
,
.

, .
, ,
3.5
,
.

. ,
(k )
k - xi
(k ) (k ) (k )
k - x1 , x2 ,K , xi 1 :
i 1 n
(k )
x
i = bij x (k )
j + bij x (jk 1) + ci , i = 1,2, K , n .
j =1 j =i


, . ,
[4,5].

3.5.


,
. :

Pn ( ) = det ( A E ) ;
Pn ( ) = 0 ,
.. 1 , 2 ,K , n ;

( A i E )x = 0 , i = 1,2 ,K , n ,
.. .
.

,

.
,

40

.


, ..

, -
.
, ,
, ..
- (
, , - ).
A y i = i y i , i = 1,2,K , n . (3.46)
= ( y i , y i ) = y i21 + y i22 + K + y in
yi 2
= 1, i = 1,2 ,K , n . (3.47)
3
,
1 > 2 3 K n . (3.48)
(0)
x 0 .
(0)
x = c1 y1 + c2 y 2 + K + cn y n ,
(0)
c1 , c 2 ,K , c n -
y1 , y 2 ,K , y n . ,
c1 0 . (3.49)

(k ) ( k 1 )
x = Ax , k = 1,2 ,K (3.50)
(3.46)
x
(1)
= Ax
(0)
( )
= A c1 y1 + c 2 y 2 + K + c n y n = c1 1 y1 + c 2 2 y 2 + K + c n n y n ,
(2) (1)
x = Ax = c121 y1 + c 2 22 y 2 + K + c n 2n y n

= c1k1 y1 + c 2 k2 y 2 + K + c n kn y n = k1 c1 y1 + z
(k ) (k )
x , (3.51)

k k k
(k )
z = c 2 2 y 2 + c3 3 y 3 + K + c n n y n .
1 1 1
(k )
(3.48) z 0 k
3
k
= O 2 .
(k )
z (3.52)
3

1

41
(k )
, k
, 1 .
(3.51),
(x (k )
,x ) = (c y + z ) (c y + z ) =
( k 1) k (k ) k 1 ( k 1)

[c (y , y ) + c (y , z )+ c (y , z )+ (z , z )].
1 1 1
( k 1)
1 1 1
(k ) (k ) ( k 1)
(3.53)
= 2 k 1
1
2
1 1 1 1 1 1 1

2
(3.47) ( y1 , y1 ) = y1 = 1 .
3
(3.53) -
(3.25):
y , z ( k 1) y z ( k 1) = z ( k 1) ;
1 1
3 3 3

y , z ( k ) y z ( k ) = z
(k )
;
1 1
3 3 3

z ( k ) , z ( k 1) z ( k ) z ( k 1) .
3 3

(3.53) (3.52)
k 1
x ( k ) , x ( k 1 ) = 2k 1 c 2 + O 2 .
1 1

1

k 1
x ( k 1 ) , x ( k 1 ) = 2k 2 c 2 + O 2 .
1 1
1


(x (k )
,x
( k 1)
) = + O k 1

,
(x )
2
( k 1)
,x
( k 1)
1

1

(x (k )
,x
( k 1)
)
1k =
(x ( k 1)
,x
( k 1)
) 1 k . (3.54)

, (3.48) (3.50)

1 .
(k )
, 1 > 1, x k .

(k )
1 < 1, x 0 k .
.
( ).

42
(k )
x ( ),
.
(k )
x , ..
:
(0)
(0) x
y1 = (0)
;
x
3

x
(k )
= A y1
( k 1)
; 1 = , ( ( ) ( 1)
);
(k )
(k ) x
y1 = (k )
.
x
3

, 1
, - 1 ,
(0)
x
(
).
, ,
,

. ,
[8, II]
e1 , e 2 ,K , e n ,
.
P1 ( t ) = a 0 t + a1 -
t
.

B = a 0 A + a1 E ,
- . ,

i ( B ) = P1 ( i ( A )) , (3.55)
,
i ( A ) ,
, i ( B ) .
ei - ,
i ( A ) :
Aei = i ( A ) ei .

43

B ei = (a0 A + a1E )ei = a0i ( A)ei + a1 ei =
= (a0 i ( A) + a1 )ei = i ( B)ei .
,
( A ) .
B = A ( A ) E (3.56)

( B ) .
( A ) > 0 , ,
max i ( A ) = ( A ) .
1i n
, (3.55) (3.56)
i ( B ) = i ( A ) ( A ) 0 , i = 1,2 ,K , n .

[ ]
( B ) = min i ( A ) ( A ) = min i ( A ) ( A ) ,
1i n 1i n
.. min i ( A ) = ( A ) + ( ) . (3.57)
1i n
( A ) < 0 ,
min i ( A ) = ( A )
1i n

i ( B ) = i ( A ) ( A ) 0 , i = 1,2 ,K , n .

( B ) = m i ( A ) ( A ) ,
1i n

max ( A) = ( A) + ( ) .
1 i n
i

44
4.

()
, .
, ,
. 0, 1,n,
, yi=f(xi), i=0,1...,n.
x.

.

xi,
,
yi.

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

, , f(x),
( x ) , f(x),

.
,
( x ) , , ( x ) ,
,
f(x), , .

-. ,
( x ) ,
f(x) ( x ) ,
().

.

.
.
.

45
4.1. ,
.


( x ) = Pn ( x ) = a0 x n + a1 x n 1 + K + a n . (4.1)
a0 , a1 ,K , a n
Pn ( xi ) = yi , i = 0 ,1,K n . (4.2)
:
Pn ( x0 ) = a0 x0n + a1 x0n 1 + K + a n = y 0 .
..
Pn ( xn ) = a0 xnn + a1 xnn 1 + K + a n = y n .

x0n x0n 1 K x0 1
x1n x1n 1 K x1 1
L L L L L
xn xnn 1 K xn 1
n


1 1 K 1
x0 x1 K xn
x02 x12 K xn2
L L L L
x0n
x1n K xnn
,
.. .
, , ( xi x j ) [8], ..
1 x j < xi n
, xi .
, a0 , a1 ,K , a n
(4.1) ,
. ,
(4.1).

Rn ( x * ) = f ( x * ) Pn ( x * ) , (4.3)
x* ,
.
, : a x0 < x1 < K < x n b
f n +1( x ) [a, b], x* [ a ,b ] .

46

F ( x ) = f ( x ) Pn ( x ) k ( x x0 )( x x1 )K( x xn ) , (4.4)
k ,
F ( x* ) = 0 ,

f ( x* ) Pn ( x* )
k= . (4.5)
* * *
( x x0 )( x x1 )K( x xn )
k f(x) (+2)
x0 , x1 ,K , xn , x* . F'(x)
, , (+1)- .
F'(x), , F''(x)
. , ,
F ( n +1 ) ( x ) ,
[a, b].
F ( n +1 ) ( x ) = f ( n +1 ) ( x ) k ( n + 1 )! ,
F ( n +1 ) ( ) = 0
f ( n +1 ) ( )
k= . (4.6)
( n + 1 )!
(4.5) (4.6),
x*
* * f ( n +1 ) ( ) *
*
Rn ( x ) = f ( x ) Pn ( x ) = ( x x0 )( x* x1 )K( x* xn ) , (4.7)
( n + 1 )!
[a ,b] .
1 x*

M n +1
Rn ( x* ) 1 = ( x* x0 )( x* x1 )K( x* xn ) , (4.8)
( n + 1 )!
M n +1 = max f ( n +1 ) ( x ) .
[ a ,b ]
x* [a, b],
(4.7) [a ,b] .

[a, b]:
M n +1
Rn ( x ) 1 = max n ( x ) ,
( n + 1 )! [ a ,b ]

n ( x ) = ( x x0 )( x x1 )K( x xn ) .

47
n ( x )
. h
., n ( x ) ,
4.1. = 5 [3].

Wn(x)

a b
x0 x1 x2 x3 x4 x5 x

. 4.1.

,
,
, n ( x ) .
, x
; ,
. ,
, .

4.2.


n
Pn ( x ) = li ( n ) ( x ) yi , (4.9)
i=0
li ( n ) ( x ) ,
:
1, i = j
li ( n ) ( x ) = , i , j = 0 ,1,K , n .
0 , i j
, (4.9) xj,
j=0,1,n, yj, ..
.
48
. li ( n ) ( x ) = 0
x=x0,x1,xi-1,xi+1,xn , li ( n ) ( x )

(n)
li ( x ) = ( x x 0 )( x x 1 ) K ( x x i 1 )( x x i + 1 ) K ( x x n ) =
n
=c (x x
j=0
j ),
ji

. li ( n ) ( xi ) = 1 ,
1 n (x xj )
c= li ( n ) ( x ) = .
n j =0 ( xi x j )
(x xj )
j =0 j i
j i
(4.1),
n n (x xj )
Pn ( x ) Ln ( x ) = yi , (4.10)
i=0 (
j =0 ix x j )
ji
.
x*,
,
(4.8). yi xi
* ,
Ln ( x* )
Ln ( x* ) ,

*
Ln ( x ) Ln ( x ) 2 = * *
n n (x* x j ) ,
(
i = 0 j = 0 xi x j )
j i
2
.
Ln ( x* ) .
f ( x* ) Ln ( x* ) = f ( x* ) Ln ( x* ) + Ln ( x* ) Ln ( x* ) 1 + 2 = .
,

x x1 x x0
L1( x ) = y0 + y1 ;
x0 x1 x1 x0

49
( x x1 )( x x 2 ) ( x x0 )( x x 2 ) ( x x 0 )( x x1 )
L2 ( x ) = y0 + y1 + y2 ,
( x0 x1)( x0 x2 ) ( x1 x0)( x1 x2 ) ( x 2 x 0)( x2 x1 )
x*
M x* x1 x* x0
.( L1 ) = 2 ( x* x0 )( x* x1 ) + * + ,
2! x0 x1 x1 x0

M3 *
. ( L2 ) = ( x x0 )( x * x1 )( x * x 2 ) +
3!
( x * x1 )( x * x 2 ) ( x * x 0 )( x * x 2 ) ( x * x0 )( x * x 2 )
+ *
+ + ,
( x x )( x x ) ( x1 x 0 )( x1 x 2 ) ( x 2 x0 )( x 2 x1 )
0 1 0 2

M 2 = max f ' ' ( x ) ; M 3 = max f ' ' ' ( x ) .


[ a ,b ] [ a ,b ]

(4.1), ,
.
n(*),
, ,
.
.
, ,
[1-3].
,
, . ,
,
, f(x*)
. , ,
, ,
f(x*) ,
,
, .

4.3.


. x0, x1,xn f(x0),
f(x1),,f(xn).

50
f ( x1 ) f ( x0 )
f [ x0 , x1 ] = ;
x1 x0
f ( x2 ) f ( x1 )
f [ x1 , x2 ] = ;
x2 x1
.................................................
f ( xi + 1 ) f ( xi )
f [ x i , xi + 1 ] = ;
xi + 1 xi
,
f [ x1 , x 2 ] f [ x 0 , x1 ]
f [x 0 , x1 , x 2 ] = ;
x2 x0
f [ x 2 , x 3 ] f [ x1 , x 2 ]
f [x1 , x 2 , x 3 ] = ;
x 3 x1
................................................................
f [ x i +1 , x i + 2 ] f [ x i , x i +1 ]
f [x i , x i +1 , x i + 2 ] = ,
xi+2 xi
k-
:
f [ xi +1 ,K , xi + k ] f [ xi ,K , xi + k 1 ]
f [xi , xi +1 ,K , xi + k ] = (4.11)
xi + k xi

:

i f(i)
I II III IV

0 y0
f[x0,x1]
1 y1 f[x0,x1,x2]
f [x1,x2] f [x0,x1,x2,x3]
2 y2 f [x1,x2,x3] f[x0,x1,x2,x3,x4]
f [x2,x3] f [x1,x2,x3,x4]
3 y3 f [x2,x3,x4]
f [x3,x4]
4 y4

.
1.
f(xi), .. :
k f ( xi )
f [x0 , x1 ,K , xk ] = . (4.12)
k
i=0
( xi x j )
j =0
j i

51

.
f ( x1 ) f ( x0 ) f ( x1 ) f ( x0 )
f [ x0 , x1 ] = = + .
x1 x0 x1 x0 x0 x1
(4.12) . ,
k n .
, (4.11) (4.12) k=+1
f [ x1 , K , x n +1 ] f [ x 0 , K , x n ]
f [x 0 , x1 , K , x n +1 ] = =
x n +1 x 0


1 n f ( xi ) n
f ( xi ) f ( x n +1 )

x n +1 x 0 i =1 n +1
n + n

( xi x j ) i =1
( xi x j ) (x n +1 xj)
j =1 j =0
j =0
j i j i
f ( x0 )
n +1 .
( x0 x j )
j =1

, f(x0) f(xn+1), .
, f(xi), i=1, 2, ,n.
- :


1 f ( xi ) f ( x i ) ( x i x 0 ) f ( x i ) ( x i x n +1 ) f ( x i )
n +1 = =
x n +1 x 0 n

n +1


( xi x j ) ( xi x j ) x
( n +1 x x
0 ) j = 0( i x j)
j =1 j =0
j i j i j i

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

.. (4.12) k=+1,
.

2.
x0, x1,xn (.. ):
f [ x0 , x1 ,K , xn ] = f [ x1 , x0 ,K , xn ] = K = f [ xn , xn 1 ,K , x1 , x0 ] .
(4.12).

3. f[x0, x1,,xn]
f(n) (x) .
x0, x1,xn [a, b] f(x)
.
[a, b],

52
f ( n )( )
f [x0 , x1 ,K , xn ] =
. (4.13)
n!

f ( x) L n ( x) = f [x 0 , x1 , K , x n , x ]( x x 0 )( x x1 ) K ( x x n ), (4.14)
x [ a ,b ], x xi , i = 0 ,1,K , xn .
n n (x x j )
f ( x) Ln ( x) = f ( x) f ( x i ) =
i=0 j=0 (xi x j )
ji



n
f ( x) n
f (xi )
(x x j ) n n =
j=0
( x x j ) i = 0 ( x x i ) j= 0 ( x i x j )
j=0
ji


n
f ( x) n
f (xi )
= (x x j ) n + n .
j =0
(x x j ) i=0
( x i x) ( x i x j )
j=0
j=0
ji
(4.12)
f [x0, x1, , xn, x].
(4.14) (4.7)
Rn(x)=f(x)-Ln(x) (4.13), .
. -

f(x) = a0 xn+a1 xn-1+an


, ,
f ( n ) ( x ) = a0 n!
(4.13)
a n!
f [ x0 , x1 ,K , xn ] = 0 = a0 .
n!
,

. (
), , .
.
4.3.

:
Ln ( x) L0 ( x) + [L1 ( x) L0 ( x)] + K + [Lk ( x) Lk 1 ( x)] + K
(4.15)
K + [Ln ( x) Ln 1 ( x)],
L0(x) = f(x0)=y0, Lk(x)
k, x0, x1, ,xk. [Lk ( x ) Lk 1( x )]

53
k, x0, x1, ,xk-1.
,
Lk ( x ) Lk 1( x ) = Ak ( x x0 )( x x1 )K( x xk 1 ) (4.16)
Ak .
(4.14)
Lk ( x) Lk 1 ( x) = f ( xk ) Lk 1 ( x) = f [ x0 ,K, xk ]( xk x0 )K( xk xk 1 ) (4.17)
(4.16) (4.17) , Ak = f [ x0 ,K , xk ] (4.15)

Ln ( x) = N n ( x) = y 0 + f [ x 0 , x1 ]( x x 0 ) + K +
(4.18)
+ f [ x 0 , x1 , K , x n ]( x x 0 ) K ( x x n 1 ),

.

( )

.

(4.8), , (4.13),

1 max f [xi , xi +1 ,K , xi + n +1 ] ( x* x0 )K( x* xn ) ,
[ a ,b ]
..
Nn(x*).
Nn(x*)
. ,
x*,
, .
, , x0 x1 x*

. ,
x*,

.
4.4.
xi, f(xi)=yi,
, .. x1 = x0+ h, x2 = x1+h =
=x0+2h,xi=x0+ih,xn = x0+nh, h .

y 0 = y1 y 0 ,
y1 = y 2 y1 ,
.......... .......... ....
y n 1 = y n y n 1.

54

2 y 0 = y1 y 0 ,
2 y1 = y 2 y1 ,
.......... .......... ..........
2 y n 2 = y n 1 y n 2
.. (+1)-

k +1 yi = k yi +1 k yi . (4.19)
, , .
xi f(xi) y i 2 y 3 y 4 y i i i

x0 y0
y 0
x1 y1
2 y 0
y1 3 y0
x2 y2
2 y1 4 y 0
y 2 3 y1
x3 y3
2 y 2
y 3
x4 y4
.
1.
:
k yi = h k k ! f [xi , xi +1 ,K , xi + k ] . (4.20)

.

y yi
y i = y i +1 y i = h i + 1 = h1! f [ xi , xi +1 ] .
xi + 1 x i
, k m . ,
m +1 y i = m y i +1 m y i = h m m! f [ x i +1 , K , x i + m +1 ]
f [ x i +1 , K , x i + m +1 ] f [ x i , K , x i + m ]
h m m! f [ x i , K , x i + m ] = h m m!
x i + m +1 x i
(m + 1)h = h m +1 (m + 1)! f [ x i , K , x i + m +1 ],
.

55
2.

k yi = h k f ( k ) ( ), [ xi , xi + k ] . (4.21)

(4.20) (4.13).
(4.21) ,
h n n! a0 ,
. ,
, yi

.
yi, ,
*,
2*, - 4*
.., .. k
2k*.
f(x)
, (4.21)
k yi k. , ,
,

. , ,
, , ,
. ,
,
,
.

4.5.


(4.18),
x0, x1 = x0+ h, ,xi=x0+ih,,xn
= x0+nh.
(4.20)
k y 0
f [x0 , x1 ,K xk ] = ,
h k k!

x x0 2 y 0 n y
N n ( x) = y 0 + y 0 + 2 ( x x0 )( x x1 ) + K + n 0 ( x x0 )K( x xn 1 )
h h 2! h n!
x x0
t = .
h

56
2 y 0 n y 0
t (t 1) K[t (n 1)] . (4.22)
I
N n ( x) = N n ( x0 + ht ) = y 0 + y 0 t + t (t 1) + K +
2! n!

.
N n I ( x0 + ht* )
(4.8). x* = x0 + ht* ,
:
M n +1h n +1 * *
1 = t ( t 1 )K( t* n ) .
( n + 1 )!
M n +1 = max f ( n +1 ) ( x )
[ a ,b ]
(4.21) (+1)-
max n +1 yi
M n +1
h n +1
1
.
.
(4.18),
: xn , xn +1 ,K , x1 , x0 :
N n ( x ) = y n + f [ xn , xn +1 ]( x xn ) + K + f [ xn ,K , x1 , x0 ]( x xn )K( x x1 )
x xn
q = .
h
.
2 y n 2 n y 0
q (q + 1) K[q + n 1] . (4.23)
II
N n ( x) = N n ( x n + hq ) = y n + y n 1 q + q(q + 1) + K +
2! n!

, .
(4.8)
N n II ( xn + q* h )
M n +1h n +1 * * x* xn
1 = q (q + 1)K(q + n) , q =
* *
,
(n + 1)! h
M n +1 = max f ( n +1 ) ( x ) .
[ a ,b ]
, ,
. ,

. ,
, ,
.

57
. , -, ,
,
x* ,
.
,
( ) .
,
.
-, 4.1,
n ( x ) = ( x x0 )K( x xn ) ,
, . ,
x
,
, x ,
.

4.6.


x0 , x1 , x1 ,K , xk , x k , xi = x0 + ih , i = 0 , 1,K , k .

N 2k ( x ) = y 0 + f [x0 , x1 ]( x x0 ) + f [x0 , x1 , x1 ]( x x0 )( x x1 ) + K
+ f [x0 , x1 , x1 , x2 , x 2 ,K , xk ]( x x0 )( x x1 )( x x1 )K( x x ( k 1 ) ) +
+ f [x0 , x1 , x1 ,K , xk , x k ]( x x0 )( x x1 )( x x1 )K( x xk )


(4.20),
2i y i
f [x 0 , x1 , x 1 , K , x i , x i ] = ,
(2i )! h 2i
2i +1 y i
f [x 0 , x1 , x 1 , K , x i , x i +1 ] = .
(2i + 1)! h 2i +1

58

y0 2 y1
N 2 k ( x ) = y0 + ( x x0 ) + ( x x0 )( x x1 ) + K
n 2!h 2
2 k 1 y ( k 1)
+ ( x x0 )( x x1 )K( x x ( k 1) ) +
(2k 1)!h 2 k 1
2 k y k
+ ( x x0 )( x x1 )K( x x ( k 1) )( x xk ).
(2k )!h 2 k

x x0
t= ,
h
,
,

I 2 y 1 3 y 1 2
N 2 k ( x) = G 2 k ( x 0 + ht ) = y 0 + y 0 t + t (t 1) + t (t 1) + K
2! 3!
2 k 1 y ( k 1)
+
(2k 1)!
[ ]
t (t 2 1)(t 2 2 2 ) K t 2 (k 1) 2 + (4.24)

2 k y k
+
(2k )!
[ ]
t (t 2 1)(t 2 2 2 ) K t 2 (k 1) 2 (t k ).


():
xi yi y i 2 yi 3 yi 4 yi
x-3 y-3
y 3
x-2 y-2
2 y 3
y 2 3 y 3
x-1 y-1
2 y 2 4 y 3
y 1 3 y 2
x0 y0
2 y 1 4 y 2
y 0 3 y 1
x1 y1
2 y 0 4 y 1
y1 3 y0
x2 y2
2 y1
y 2
x3 y3
59
,
x0 , x1 , x1 ,K , x k , xk ,
,
,

II 2 y 1 3 y 2 2
G 2 k ( x 0 + ht ) = y 0 + y 1t + t (t + 1) + t (t 1) +
2! 3!
4 y 2 2 k 1 y k
4!
t (t 1)(t + 2) + K +
2

(2k 1)!
[ ]
t (t 2 1)(t 2 2 2 ) K t 2 (k 1) 2 +
(4.25)
2 k y k
+
(2k )!
[ ]
t (t 2 1)(t 2 2 2 ) K t 2 (k 1) 2 (t + k ).

xi yi y i 2 yi 3 yi 4 yi
x-3 y-3
y 3
x-2 y-2
2 y 3
y 2 3 y 3
x-1 y-1
2 y 2 4 y 3
y 1 3 y 2
x0 y0
2 y 1 4 y 2
y 0 3 y 1
x1 y1
2 y 0 4 y 1
y1 3 y0
x2 y2
2 y1
y 2
x3 y3

60
,
:

y0 + y1 2 y1 2 3 y1 + 2 y 2 t (t 2 1)
S 2 k ( x0 + ht ) = y0 + t+ t + +
2 2! 2 3!

K+
[
2 k 1 y ( k 1) + 2 k 1 y k t (t 2 1)(t 2 22 )K t 2 (k 1) 2
+
]
2 (2k 1)! (4.26)
2 k y k 2 2
(2k )!
[
t (t 1)(t 2 2 2 )K t 2 (k 1) 2 . ]


:
xi yi y i 2 yi 3 yi 4 yi
x-3 y-3
y 3
x-2 y-2
2 y 3
y 2 3 y 3
x-1 y-1
2 y 2 4 y 3
y 1 3 y 2
x0 y0 1/2 1/2
2 y 1 4 y 2
y 0 3 y 1
x1 y1
2 y 0 4 y 1
y1 3 y0
x2 y2
2 y1
y 2
x3 y3

(4.24), (4.25) (4.26)



f ( 2 k +1) ( )
R 2 k ( x) = ( x x 0 ) K ( x x k )( x x k ) =
(2k + 1)!
(4.27)
f ( 2 k +1) ( ) 2 k +1 2
= h t (t 1)(t 2 2 2 ) K (t 2 k 2 ), [ x k , x k ].
(2k + 1)!
,
y 0 + y 1 2 y 1 2
S 2 ( x0 + ht ) = y 0 + t+ t ,
2 2!
61

f ''' ( ) 3 2
R2 ( x0 + ht ) =
h t( t 1 ), [ x1 , x1 ] .
3!
.
1,
x1 , x 0 , x 2 , x 1 , K , x k , x k +1 .
II 2 y 0 3 y 1
G 2 k +1 ( x1 + ht ' ) = y1 + y 0 t '+ t ' (t '+1) + t ' [(t ' ) 2 1] +
2! 3!
4 y 1 2 k y ( k 1)
+ t ' [(t ' ) 1](t '+2) + K +
2
t ' [(t ' ) 2 1]K (t '+ k ) +
4! (2k )!
2 k +1 y k
+ t ' [(t ' ) 2 1]K[(t ' ) 2 k 2 ),
(2k + 1)!
x x1 x x0
t' = . , t' = t 1 , t = .
h h
II
G 2 k +1 t ' t.
II 2 y 0 3 y 1
G 2 k +1 ( x 0 + ht ) = y1 + y 0 (t 1) + t (t 1) + t (t 1)(t 2) +
2! 3!
4 y 1 2 2 k y ( k 1)
+ t (t 1)(t 2) + K + t (t 2 1)(t 2 2 2 ) K
4! (2k )!
2 k +1 y k
[ 2 2
]
K t (k 2) [t (k 1)](t k ) +
(2k + 1)!
t (t 2 1)(t 2 2 2 ) K

K [t 2
(k 1) 2 ](t k ).
(4.24),
x0 , x1 , x1 ,K , xk , x k , xk +1 ,
:
y 0 + y1 1 y 0 + y 1 t (t 1)
2 2
B 2 k +1 ( x 0 + ht ) = + y 0 t + +
2 2 2 2!
3 y 1 1 y 1 + y 2 t (t 1)(t 2)
4 4 2
+ t (t 1) t + +K+
3! 2 2 4!
(4.28)
+
[ ]
2 k y ( k 1) + 2 k y k t (t 2 1) K t 2 (k 1) 2 (t k )
+
2 (2k )!
2 k +1 y k
+
(2k + 1)!
[ ] 1
t (t 2 1) K t 2 (k 1) 2 (t k ) t .
2

1
, .. t = . , ,
2
, .
:

62
xi yi y i 2 yi 3 yi 4 yi 5 yi
x-3 y-3
y 3
x-2 y-2
2 y 3
y 2 3 y 3
x-1 y-1
2 y 2 4 y 3
y 1 3 y 2 5 y 3
x0 y0
2 y 1 4 y 2
1/2 y 0 1/2
3 y 1 1/2
5 y 2
x1 y1
2 y 0 4 y 1
y1 3 y0 5 y 1
x2 y2
2 y1 4 y 0
y 2 3 y1
x3 y3
2 y 2
y 3
x4 y4


f ( 2 k + 2 ) ( )
R2 k +1 ( x) = ( x x0 )( x x1 )( x x 1 ) K ( x x k )( x x k +1 ) =
(2k + 2)!
f ( 2 k + 2 ) ( ) 2 k + 2 2
= h t (t 1)(t 2 2 2 ) K (t 2 k 2 )(t k 1), (4.29)
(2k + 2)!
[ x k , x k +1 ].
,
y 0 + y1 1
B1 ( x0 + ht ) = + y 0 t ,
2 2
y 0 + y1 1 y 0 + y 1 t (t 1)
2 2
B3 ( x 0 + ht ) = + y 0 t + +
2 2 2 2!
3 y 1 1
+ t (t 1) t
3! 2

63

f '' ( )
R1( x0 + ht ) = h 2 t( t 1 ), [ x0 , x1 ];
2!
IV
4 f () 2
R3 ( x0 + ht ) = h t( t 1 )( t 2 ), [ x1 , x2 ].
4!

4.8.

.
f(x) yi
xi [ a ,b ], i = 0 ,1,K , n .
x* [ xi , xi +1 ] , y* [ yi , yi +1 ]
f(x), ..
f(x)=y* , (4.30)
( xi , xi +1 ) . ,
( xi , xi +1 ) , x * .

.
. f(x)
Pn(x), (4.30)

Pn(x)=y* . (4.31)
x (4.31),
( xi , xi +1 ) .
(4.31) x . ,
x * x .
.
, ..
f ( x ) Pn ( x ) , (4.32)
(4.31) , ..
x x . (4.33)
x
y * f ( x) = f ( x * ) f ( x) = f ' ( )( x * x),
= x + ( x * x), (0,1).
, ,
Pn ( x ) = y* ,

64

Pn ( x ) f ( x ) = f ' ( )( x* x ) .
,
min f ' ( x ) m1 > 0 ,
[ xi , xi + 1 ]
(4.32),

x* x . (4.34)
m1
,
x* x = x* x + x x x* x + x x .
(4.33) (4.34),

x* x +. (4.35)
m1
, ,
(4.35) :
(4.31), ..
.
,
. . ,
, , ,
(4.31).

[1-3].


.
x x0
(4.31), t = ,
h
t = ( t ) .
,
* 2 y1 2 3 y1 + 3 y 2 t (t 2 1)
2 y y0 t
2! 2 3! . (4.36)
t=
y0 + y1 4 y 2 2 2
4! t (t 1)

t0 t0=0 .
, t* (4.36) - , x*

x* = x0 + ht* .

65


.

,
g(y), f(x).
g(y)
,
yi = f ( xi ), i = 0 , 1,K y* = f ( x* ) .
x*
g(y), xi yi, y = y*,
x* = g ( y* ) .
,
g(y).
, g(y)
,

* *
x Ln ( y ) = xi
n n (y* y j ) .
i=0 (
j = 0 yi y j )
ji
,
:
* * g ( n +1 ) ( ) *
x Ln ( y ) = ( y y 0 )( y* y1 )K( y* y n ) ,
( n + 1 )!
g ( n +1 ) ( ) (+1)-
,
yi, i=0,1,,n.
, Ln(y*)
yi, i=0,1,,n.

, ,
. ,

y*
(4.30).
,
(,
).

66
4.9.


, f(x), ,
.

,
.


. f(x) x0 , x1 ,K , xn .
f ( m ) ( x ), m n .
Ln(x)
f ( m ) ( x) L( m ) n ( x) . (4.37)

:
, .. [3],
(4.37) :
(m)
Rn ( x) = f ( m ) ( x) L( m ) n ( x) =
m
m! (4.38)
=
( m j )
f ( n + j +1)
( i ) n ( x),
j = 0 ( m j )!( n + j + 1)!


( m j ) d ( m j )
n ( x ) = ( x x0 )( x x1 )K( x xn ), n n ( x ) , =
dx m j
i
x, x0 , x1 ,K , xn .
h.
,
x0 , xi = x0 + ih , i = 1, 2 ,K , k , .
:
dS 2 k ( x0 + ht ) dt d y0 + y1 2 y1 2 3 y1 + 3 y 2
f ' ( x) = y0 + t+ t +
dx dx dt 2 2! 2
t (t 2 1) 4 y 2 2 2 1 y + y1 3 y1 + 3 y 2 2
+ t (t 1) + K = 0 + 2 y1t + (3t 1) + (4.39)
3! 4! h 2 12
4 y 2 3
+ (2t t ) + K
12
x x0
t = .
h
, (4.39),

67
1 2 3 y1 + 3 y 2 4 y2
f ' ' ( x)
1y + t + (6t 2 1) + K (4.40)
h2 2 12
, x=x0 (t=0)
1 y 0 + y 1 3 y 1 + 3 y 2
f ' ( x0 ) + K (4.41)
h 2 12
1 2 4 y 2
f ' ' ( x0 ) y 1 + K (4.42)
2 12
h

,
. (4.41) (4.42).
(4.41) (4.42) ,
,

1 y0 + y1 y1 y1
f ' ( x0 ) = ; (4.43)
h 2 2h
y2
y 2 y0 + y1
f ' ' ( x0 ) 21 = 1 . (4.44)
h h2
(4.41) (4.42) (
),
y 2 8 y1 + 8 y1 y2
f ' ( x0 ) ; (4.45)
12h
y2 + 16 y1 30 y0 + 16 y1 y2
f ' ' ( x0 ) . (4.46)
12h 2

(4.41).
2k x=x0 :
dt d f ( 2 k +1) ( ( x )) 2 k +1 2
h t (t 1)...(t 2 k 2 ) =
d
R2 k ( x) x = x0 =
dx dx dx (2k + 1)! t =0
(4.47)
f ( 2 k +1) ( )
= ( 1) [k!] h , [a, b].
k 2 2k

(2k + 1)!
(4.43) (4.45) (4.47)

h 2 f ' ' ' (1 ) h 4 f V ( 2 )
.
6 30

, , (4.43)
h 2 M 3 *
.(h) = + , (4.48)
6 h
M 3 = max f ' ' ' ( x ) ,
[ a ,b ]
* yi.
68
(4.48) ( )
h, ( )
h.
h*,
.

2hM 3 *
' .( h ) = = 0,
6 h2

*
* 3
h =3 .
M3
h = h* .( h )
,
M 3 *
' ' .( h ) = + > 0.
3 2
h

,
h2 hk k>2,
.

69
5.


.
xi [ a ,b ], i = 0 ,1,K , n , ,
f(xi) f ( j ) ( xi )
ki-1 , j = 0 ,1,K , k i 1 . ,
f(x) :
f ( x0 ) f ( x1 ) K f ( x n );
f ' ( x0 ) f ' ( x1 ) K f ' ( x n );
(5.1)
LL LL LL LL
f ((xk00)1) f ((xk11)1) K f ((xknn)1) .
k i 1 i, , ,
, k 0 = k1 = K = k n . ,
k 0 + k1 + K + k n .
H m ( x ) m = k0 + k1 + K + k n 1 ,

H m( j ) ( xi ) = f ( j ) ( xi ), j = 0 ,1,K , k i 1; i = 0 ,1,K , n . (5.2)
H m ( x ) , (5.2),
f(x)
. k 0 , k1 ,K , k n
x0 , x1 ,K , xn .
Hm( x )
. , ,
m, (5.2).
Qm ( x )
Qm ( xi ) = Q' m ( xi ) = K = Qm( k i 1 ) ( xi ) = 0 , i = 0 ,1,K , n
.. x0 , x1 ,K , xn Qm ( x )
k 0 , k1 ,K , k n . ,
Qm ( x ) m m+1 . , Qm ( x) 0 .
H m ( x )
, . ,
f(x) (m+1) .

70
5.1. ()

x0 x0(1) x0( 2) K x0( k0 1) ;


x1 x1(1) x1( 2) K x1( k1 1) ;
L L L L L
x n x n(1) xn( 2)
K x n( k n 1) ,
: xi ( j ) .
,
xi ( j ) = xi + ( j 1 ) , i = 0 ,1,K , n , j = 1,2 ,K , k i 1 ,
> 0 .
m = k0 + k1 + K + kn 1 .

f x0 , x 0 , K , x 0 ; x1 , x1 , K , x1 ;K; x n , x n , K , x n =

142 43 14243 142 4 43 4
k 0 k1 k n (5.3)
= lim [ (1)
f x0 , x0 ,K, x0
( k 0 1)
;K; x n , x n , K , x n
(1) ( k n 1)
].
xi ( j ) xi ( 0 )

,
(5.3) xi
ki-1
. (5.3)
f [xi , xi ,K, xi ] = lim f [x , x ].
(1) ( ki 1)
i i , K , xi
142 4 43 4 xi ( j ) xi
ki

(4.13)

[ ] = f(k ( )
( ki 1)
(1) ( ki 1)
f xi , xi , K , xi , (5.4)
i 1)!
, ,
xi , xi ( 1 ) ,K , xi ( k i 1 ) . (5.4)
xi ( j ) xi ,
f ( ki 1) ( xi )
f [xi , xi , K , xi ] = . (5.5)
142 4 43 4 (k i 1)!
ki

, i = 0 ,1,K , n f ( k i 1 ) ( x ) ,

f [xi , xi , K , xi ], i = 1,2, K , n.
142 4 43 4
ki

71

(5.3), ..
, ,

f [ x1 , x2 ,K , xk ] f [ x0 , x1 ,K , xk 1 ]
f [ x0 , x1 ,K , xk ] =
x k x0
.
(5.3), .

.
f [ x0 , x0 ; x1 , x1 ; x2 , x2 , x2 ] ,
f ( x0 ), f ' ( x0 ); f ( x1 ), f ' ( x1 ); f ( x2 ), f ' ( x2 ), f ' ' ( x2 ) .

1 2 3 4 5 6 7 8
xi f(xi) f[xi, xj] III . IV V VI
II
0 x0 f(x0)
f ' ( x0 )
1
1!
2 x0 f(x0) f[x0; x0, x1]
3 f[x0, x1] f[x0, x0; x1,
x1]
4 x1 f(x1) f[x0; x1, x1] f[x0, x0; x1,
x1;x2]
5 f(x1) f[x0, x1; x1; f[x0, x0; x1;
x2] x1;x2,x2]
6 x1 f(x1) f[x1, x1; x2] f[x0; x1, x1; f[x0, x0; x1;
x2;x2] x1;x2,x2,x2]
7 f[x1, x2] f[x1, x1; x2, f[x0; x1, x1;
x2] x2,x2,x2]
8 x2 f(x2) f[x1; x2, x2] f[x1, x1; x2,
x2,x2]
9 f(x2) f[x1; x2; x2,
x2]

x2 f(x2)
f ' ' ( x2 )
10
2!
11 f(x2)
12 x2 f(x2)

,
.
.
, ,
.
.
,
() . ,
1, 5, 9, 11,
. 3, 7

72
. 4
. ( 10),
f ' ' ( x2 )
f [ x2 , x2 , x2 ] = ,
2!
. ,
f [ x0 , x1 ] f [ x0 , x0 ] f [ x0 , x1 ] f ' ( x0 )
f [ x0 , x0 , x1 ] = = .
x1 x0 x1 x0
. , ,
, ,
, , .
. ,
f [ x0 ; x1 , x1 ; x2 , x2 , x2 ] f [ x0 , x0 ; x1 , x1 ; x2 , x2 ]
f [ x0 , x0 ; x1 , x1 ; x2 , x2 , x2 ] = .
x2 x0

5.2.

.
,
, x0 , x1 ,K , xn [a,b]
xi ( j ) , j = 1,2 ,K , k i 1 ; i = 0 ,1,K , n . .
m + 1 = k 0 + k1 + K + k n

[ ]
N m ( x ) = f ( x0 ) + ( x x0 ) f x0 , x0( 1 ) + ( x x0 )( x x0( 1 ) ) f x0 , x0( 1 ) , x0( 2 ) + [ ]
[
K + ( x x0 )( x x0( 1 ) )K( x x0( k 0 2 ) ) f x0 , x0( 1 ) ,K , x0( k 0 1 ) + K ]
+ ( x x0 )K( x x0( k 0 1 ) )( x x1 )K( x x1( k1 1 ) )K( x xn( k n 2 ) )
[
f x0 ,K , xn( k n 1 ) ]

xi ( j ) xi .
f ' ' ( x0 )
H m ( x ) = f ( x 0 ) + ( x x 0 ) f ' ( x 0 ) + ( x x0 ) 2 +K
2!
f
k 0 1
( x0 )
+ ( x x0 ) k 0 1
+ ( x x0 ) k 0 f x0 , x0 ,K , x0 ; x1 + K

( k 0 1)! 142 43 (5.6)
k 0

+ ( x x0 ) ( x x1 ) K ( x xn )
k0
f x0 , x0 , K , x0 ; K ; x n , x n , K , x n
k1 k n 1

142 43 14243
k 0 k n
, H m ( x )
, .. (5.2). k0
(5.6) k0

73
f(x) .
( x x0 )k 0 . (5.2), x0.
N m ( x ) , x0,
x1 , x2 ,K , xn . ,
, .
, (5.2) .

Nm( x )
xi ( j ) xi ,i = 0 ,1,K , n :
f ( m + 1 ) ( ) ( k 1)
( x x0 ) K ( x x0 0 ) K
lim Rm ( x ) = lim ( m + 1)! =
x i(
K ( x x ) K ( x x n )
j)
xi x i( j)
xi ( k 1 )
n n
f ( m + 1 ) ( )
= ( x x 0 ) k 0 ( x x1 ) k 1 K ( x x n ) k n ,
( m + 1)!

M m +1
1 = ( x x 0 ) k0 ( x x1 ) k1 K ( x x n ) k n , M m +1 = max f ( m +1) ( x) .
(m + 1)! [ a ,b ]


. H m ( x )
Ln ( x ) , x0 , x1 ,K , xn
f ( x0 ), f ( x1 ),K , f ( xn ) . H m ( x ) Ln ( x )
m,
x0 , x1 ,K , xn . ,
H m ( x) Ln ( x) = n +1 ( x) H m n 1 ( x),
n +1 ( x) = ( x x0 )( x x1 ) K ( x x n ) , H m n 1( x )
(m-n-1). H m n 1( x )
H m ( x ) = Ln ( x ) + n ( x )H m n 1( x )
xi f(xi).
H m n 1( x ) , (5.2).
,
H m ' ( x) = Ln ' ( x) + n +1 ' ( x) H m n 1 ( x) + n +1 ( x) H ' m n 1 ( x) .
x = xi,
H m ' ( xi ) = Ln ' ( xi ) + n +1 ' ( xi ) H m n 1 ( xi ) .
' n +1 ( xi ) 0 , ,
H ' m ( xi ) = f ' ( xi ) , H m n 1( xi ) .
,
H m ' ' ( x) = Ln ' ' ( x) + n +1 ' ' ( x) H m n 1 ( x) + 2 ' n +1 ( x) H ' m n 1 ( x) +
+ n +1 ( x) H ' ' m n 1 ( x).
x = xi,

74
H m ' ' ( xi ) = Ln ' ' ( xi ) + n ' ' ( xi )H m n 1( xi ) + 2' n ( xi )H ' m n 1 ( x )
H ' m n 1 ( x ) ,
H ' ' m ( xi ) = f ' ' ( xi ) . .
H m n 1( x )
xi ' n +1 ( xi ) . ,
H m ( x ) H m n 1( x ) ,
:

H m n 1 ( x0 ) = z 0 ; H m n 1 ( x1 ) = z1 ; L; H m n 1 ( x n ) = z n ;
H ' m n 1 ( x0 ) = z ' 0 ; H ' m n 1 ( x1 ) = z '1 ; L; H ' m n 1 ( x n ) = z n ;
LLLL LLLL L LLLL
( k0 2 ) ( k0 2)
H m n 1 ( x 0 ) = z 0 ( k1 2 )
; H m n 1 ( x1 ) = z1( k1 2 )
; L; H m n 1 ( x n ) = z n( k n 2 ) ,
( kn 2)

zij , j = 0 ,1,K , k i 2 , i = 0 ,1,K , n , - .


H m n 1( x ) .
, H m n 1( x ) ,
m1 = k 0 + k1 + K + k n n 1 . ,

xi.

,
. , ,
x0 , x1 ,
,
H 3 ( x) = F1 ( x) f ( x0 ) + F2 ( x) f ( x1 ) + F3 ( x) f ' ( x0 ) + F4 ( x) f ' ( x1 ) , (5.7)
F1( x ), F2 ( x ), F3 ( x ), F4 ( x ) ,
:
F1( x0 ) = 1; F2 ( x0 ) = 0; F3 ( x0 ) = 0; F4 ( x0 ) = 0;
F1( x1 ) = 0; F2 ( x1 ) = 1; F3 ( x1 ) = 0; F4 ( x1 ) = 0;
(5.8)
F1' ( x0 ) = 0; F2 ' ( x0 ) = 0; F3' ( x0 ) = 1; F4 ' ( x0 ) = 0;
F1' ( x1 ) = 0; F2 ' ( x1 ) = 0; F3' ( x1 ) = 0; F4 ' ( x1 ) = 1.
, H 3 ( x ) , (5.7),
(5.2):
H 3 ( x0 ) = f ( x0 ); H 3 ( x1 ) = f ( x1 );
H 3' ( x0 ) = f ' ( x0 ); H 3' ( x1 ) = f ' ( x1 ).

, ..
H m ( x ) = C0 x m + C1 x m 1 + K + C m
C0 ,C1 ,K ,C m (5.2).

75

x ,
, .. ,
(5.7)
2 = F1( x ) * + F2 ( x ) ** + F3 ( x ) * + F4 ( x ) **
* , ** , * , **
f ( x 0 ), f ( x1 ), f ' ( x0 ), f ' ( x1 ) .

5.3.

,
[a, b]
-
,
. ,
, [a, b]
f(x)
(- ).

-. -
- ,
[a, b]
. ( spline)
,
.

,
[a, b]
.
,
,
( ).

a = x0 < x1 < K < xn = b
f(x) yi = f ( xi ), i = 0 ,1,K , n .
, f(x) xi,
P(x), :
) [ xi , xi +1 ] , i = 0 ,1,K , n 1, P(x)
;
) P(x), ( )
[a, b];
) P( xi ) = yi i = 0 ,1,K , n .

76
,
, -,
.
,
f(x) : f ' ( xi ) = y' i i = 0 ,1,K , n .
yi yi, i = 0 ,1,K , n , f(x)
[ xi , xi +1 ] , i = 0 ,1,K , n 1,
(5.7).
:
2 3
x x x x
F1i ( x) = 3 i +1 2 i +1 ;
hi hi
2 3
x xi x xi
F2i ( x) = 3 2 ;
hi hi
x x 2 x x 3
(5.9)
F3i ( x) = hi i +1 i +1 ;
h i hi
x x 2 x x 3
F4i ( x) = hi i
i
,
hi hi

hi = xi +1 xi , i = 0 ,1,K , n 1. (5.9)
xi +1 x ( xi +1 x) 2
F '1i = 6 2
+6 3
;
hi hi
x xi ( x xi ) 2
F ' 2i = 6 2
6 3
;
hi hi
xi +1 x ( x x) 2
F ' 3i = 2 + 3 i +1 2 ;
hi hi
x xi ( x xi ) 2
F ' 4 i = 2 +3 2
hi hi
(5.8), i = 0 ,1,K , n 1,

Pi ( x ) = F1i ( x ) yi + F2i ( x ) yi +1 + F3i ( x ) y' i + F4i ( x ) y' i +1 (5.10)


f(x)
[ xi , xi +1 ] , P( x ) = Pi ( x ) , i = 0 ,1,K , n 1,
, ..
, 2.
,
.
, .. [ xi , xi +1 ]
(5.10).

77
, (
)
- .

, .. , 1, yi,
i = 0 ,1,K , n .
P''(x) , ..
P' ' i 1 ( xi ) = P' ' i ( xi ) i = 1,2 ,K , n 1 .
(5.10) :
yi 1 F1'i' 1( xi ) + yi F2' 'i 1( xi ) + y' i 1 F3' 'i 1( xi ) + y' i F4' 'i 1( xi ) =
= yi F1'i' ( xi ) + yi +1F1'i' ( xi ) + y' i F3' 'i ( xi ) + y' i +1 F4' 'i ( xi ).
(5.9) :
6 x x 6 x xi 1
F1'i' 1( x ) = 12 i ; F2' 'i 1( x ) = 12 ;
2 3 2 3
hi 1 hi 1 hi 1 hi 1
2 x x 2 x xi 1
F3' 'i 1( x ) = 6 i ; F4' 'i 1( x ) = +6 ;
hi 1 hi21 hi 1 hi21
6 x x 6 x xi
F1'i' ( x ) = 12 i +1 ; F2' 'i ( x ) = 12 ;
hi2 hi3 hi2 hi3
2 x x 2 x xi
F3' 'i ( x ) = 6 i +1 ; F4' 'i ( x ) = + 6
hi hi2 hi hi2
xi
6 6
F1'i' 1( xi ) = ; F2' 'i 1( xi ) = ;
hi21 hi21
(5.11)
2 4
F3' 'i 1( xi ) = ; F4' 'i 1( xi ) = ;
hi 1 hi 1
6 6
F1'i' ( xi ) = ; F2' 'i ( xi ) = ;
2 2
hi hi
(5.12)
'' 4 '' 2
F3i ( xi ) = ; F4i ( xi ) = .
hi hi

6 6 2 4 6 6 4 2
2
yi1 2 yi + y 'i1 + y 'i = 2 yi + 2 yi+1 y 'i y 'i+1
hi 1 hi 1 hi 1 hi1 hi hi hi hi

78

1 h + hi 1 1 1 2
h h 2 i 1 1
y 'i 1 +2 i y ' i + y 'i +1 = 3 2 y i 1 + i 2 2 y i + 2 y i +1 ,
hi 1 hi hi 1 hi hi 1 hi h i 1 hi (5.13)
i = 1,2, K, n 1.

hi 1
i =
; i = 1,2 ,K , n 1.
hi 1 + hi
, 0 < i < 1

hi
. 1 i =
hi 1 + hi
h h
(5.13) i 1 i .
hi 1 + hi
(1 i ) h hi 1
(1 i ) y 'i 1 +2 y ' i + i y ' i +1 = 3 y i 1 + i y i + i y i +1 ,
hi 1 hi 1 hi hi
i = 1,2, K , n 1,


y y i 1 y yi
(1 i ) y 'i 1 +2 y 'i + i y 'i +1 = 3(1 i ) i + i i +1 ,
hi 1 hi (5.14)
i = 1,2, K , n 1.

, (-1) (+1)
y' 0 , y'1 ,K , y' n . ,
, .. y' 0 y' n .
.
1.
y' 0 = f ' ( a ); y' n = f ' ( b ) . (5.15)
2. f''(a)
f''(b). , P''(a) = f''(a) P''(b) = f''(b). ,
(5.12) i=0 (5.11) i=n
6 6 4 2
2
y 0 + 2 y1 y ' 0 y '1 = f ' ' (a );
h0 h0 h0 h0
(5.16)
6 6 2 4
y n 1 yn + y ' n 1 + y ' n = f ' ' (b),
hn21 hn21 hn 1 hn 1
f''(a) f''(b) .

79
(5.16)
1 3 3 h
y'0 = y '1 y0 + y1 0 f ' ' (a);
2 2h0 2h0 4
1 3 3 h
y'n = y ' n 1 y n 1 + y n + n 1 f ' ' (b).
2 2hn 1 2hn 1 4
,

y' 0 = c0 y'1 + d 0 , c1 < 1
(5.17)
y' n = cn y' n 1 + d n , cn < 1
,
P' ' ( x0 ) = P' ' ( xn ) = 0 .

[1,9].

(5.13) (5.17),
, .
x
.
,
[a, b] . f(xi)
*.
x [ xi , xi +1 ] , i = 0 ,1,K , n 1,
M 4i ( x xi )2 ( x xi +1 )2
1 = ; M 4i = max f IV ( x ) ,
4! [ xi , xi + 1 ]

2 = F1i ( x ) * + F2i ( x ) * + F3i ( x ) * + F4i ( x ) ** ,
* **
f ' ( xi ), f ' ( xi +1 ) ,
.
[a, b]

xi = 0,1,K, n [9]:
max
[ a ,b ]
f ( x) P ( x) M 4 h 4 ;

max
[ a ,b ]
f ' ( x) P' ( x) M 4 h 3 ;

max
[ a ,b ]
f ' ' ( x) P' ' ( x) M 4 h 2 ;

M 4 = max f IV
( x) .
[ a ,b ]

80
6.


b
J = f ( x )dx . (6.1)
a
f(x) [a, b],
(6.1) -

b
J = f ( x )dx = F ( b ) F ( a ) . (6.2)
a
f(x) F(x)
. ,
f(x)
.
.

b N
J = f ( x )dx ( b a ) Ai f ( xi ) = J N (6.3)
a i =1
,
xi [ a ,b ] Ai.

RN ( f ) = J J N (6.4)
.
f(x)

.
1. [a, b] xi fi
f, F.
(6.1)
.

, .
2. [a, b] f(x)
. (6.1)
.
1 2.

1.
1. (6.3)
JN. f(x) ,
J N
JN.
81
2. , J J N .
3.
R N ( f ) ,

1 J J N = RN ( f ) .
4. J N
2 J N J N
f(xi).
5.
J N :
J J N 1 + 2 = .
6.
J = JN .
2.
1. :
= 1 + 2 + 3 ,
1 : 2
J N ; 3
.
2. N ,

1 = J J N = R N ( f ) 1 .
3. f(xi) , J N
(6.3)
2 = J J N 2 .
, , f(xi)

2
* .
N
( b a ) Ai
i =1
4. .3. J N ( 3 0 )
3 J N .
5.
J = JN .

82
6.1.

, f ( x ) C 2 [ a ,b ] .
[a, b] N [ xi 1 , xi ] ,
(b a)
xi = a + ih, i = 0, N 1; xn = b; h = .
N

b N xi
f ( x )dx = f ( x )dx . (6.5)
a i =1 xi 1
[ xi 1 , xi ]
x + xi
i = i 1 . (6.6)
2
f(x) [ xi 1 , xi ]

f ' ' ( i )
f ( x) = f ( i ) + f ' ( i )( x i ) + (x i )2 ,
2! (6.7)
i ( xi 1 , xi ).
(6.5) f(x)
(6.7) (6.8):

xi
b N
f ' ' (i )
f ( x)dx = f ( ) + f ' ( )( x ) +
i i i ( x i ) 2 dx =
a i =1 x i 1 2!
N xi xi xi
f ' ' (i )( x i ) 2
= f (i ) dx + f ' (i ) ( x i )dx + dx .

i =1 xi 1 x i 1 x i 1
2
xi
f ' ' ( i )( x i )2
2
dx
x i 1
xi
, ( x i )dx = 0 ,
x i 1
b N h3 N
f ( x )dx = h f ( i ) + 24 f ' ' ( i ), i ( xi 1 , xi ) . (6.9)
a i =1 i =1
f ' ' (x) ( a ,b ) ,
N
f ' ' ( i ) = Nf ' ' ( ) . (6.10)
i =1
(6.10),
b N h3
f ( x )dx = h f ( i ) + 24 Nf ' ' ( ) .
a i =1

83
(b a )
, h = ,
N
b N 1 (b a ) 2
f ( x )dx = ( b a ) f ( i ) +
24
h f '' ( ) . (6.11)
a i =1N

b N 1

f ( x )dx ( b a ) f ( i ) = J N (6.12)
a i =1 N
,
1
i [a, b] Ai = .
N
b
( b a ) 2
R N ( f ) = f ( x )dx J N = h f '' ( ) (6.13)
a 24
.


(b a ) 2
RN ( f ) h M 2 = 1 , (6.14)
24

M 2 = max f ' ' ( x ) .


[ a ,b ]
(6.13)
(6.14) , (6.12)
, ..
, , 1 = 0 .
2
,
f(x) i .
, , f ( i ) (6.12)
* ,
N 1
2 = J N J N = ( b a ) * = ( b a )* . (6.15)
i =1 N

6.2.

, f ( x ) C 2 [ a ,b ] . [a, b] N
,
b N xi
f ( x )dx = f ( x )dx , (6.16)
a i =1 x i 1

84
ba
xi = a + ih , i = 0 , N 1; x N = b , h =
.
N
f(x) [ xi 1 , xi ]

x xi 1 f ' ' ( i )
f ( x) = f ( xi 1 ) + f ( xi ) f ( xi 1 ) + ( x xi 1 )( x xi ) ,
h 2 (6.17)
i ( xi 1 , xi ).
(6.17) (6.16),
,
b N
f ( xi 1 ) + f ( xi ) h 3 N
f ( x)dx = h f ' ' ( i ),
a i =1 2 12 i =1 (6.18)
i ( xi 1 , xi ).
(6.10)
b
f ( x0 ) + f ( x N ) N 1 h2
a f ( x ) dx = h
2
+
i =1
f ( x i
)
12
(b a) f ' ' ( ),
(6.19)
(a, b).

b b a f ( x0 ) + f ( x N ) N 1

J = f ( x )dx + f ( xi ) = J N (6.20)
a N 2 i =1
.
h2
RN ( f ) = J J N = ( b a ) f ' ' ( ) (6.21)
12
.

ba 2
RN ( f ) h M 2 = 1 . (6.22)
12
, ,
.

2 = ( b a )* . (6.23)

(6.13) (6.21) , (6.12) (6.20)
(6.1), ..
J N < J < J N , f ' ' ( x) > 0;
J N < J < J N , f ' ' ( x) < 0.
,

JN + JN ~
J =J, (6.24)
2

85


JN JN
~
, JJ < (6.25)
2
.. .

6.3.

, f ( x ) C 4 [ a ,b ] . [a, b]
N=2k,
b k 1 x 2i + 2
f ( x )dx = f ( x )dx , (6.26)
a i=0 x 2i
ba ba
xi = a + ih , i = 0 ,1,K ,2k 1; x2k = b , h =
= .
N 2k
f(x) [ x2i , x2i + 2 ] 2h

x2 i + 2 x2 i + 2


x2 i
f ( x)dx
x2 i
L2 ( x)dx . (6.27)

(6.27). :
( x x2i +1)(x x2i + 2 ) (x x2i )(x x2i + 2 )
x2i + 2 ( x x )(x x ) f (x2i ) + ( x x )(x x ) f ( x2i +1) +
x2i + 2

L2 (x)dx = dx =
2i 2i +1 2i 2i + 2 2i +1 2i 2i +1 2i + 2

x2i ( x x2i )(x x2i +1)


x2i
+ f (x2i + 2 ) (6.28)
(x2i + 2 x2i )(x2i + 2 x2i +1)
h
= [ f (x2i ) + 4 f (x2i +1) + f (x2i +2 )].
3
(6.28) (6.26),

b
h k 1 k 2

f ( x)dx
3
f ( x 0 ) + f ( x 2 k ) + 4
i =0
f ( x 2 i +1 ) + 2
i =0
f ( x2 i + 2 ) .

a


, [ x2i , x2i + 2 ] ,
f ' ' ' ( ( x ))
( x x2i )( x x2i +1 )( x x2i + 2 ) ,
3!
, f(x) .
,
.
,
. , f(x)=x3

86
x2 i + 2

f ( x)dx
h 3
3
[
x2i + 4 x23i +1 + x23i + 2 = ]
x2 i

x2i + 2 x2i 3
3
x2i + x2i + 2
= x2i + 4 + x2i + 2 =
3

6 2
x2i + 2 x2i x23i + x22i x2i + 2 + x2i x22i + 2 + x23i + 2 x24i + 2 x24i
= 3 = ,
6 2 4
,
-
x 2i + 2 4 4
3 x 4 x 2i + 2 x 2i + 2 x 2i
x dx = = .
x 2i 4 x 2i 4
,
f(x)=x3, ,
.
.
f(x)
[ x2i , x2i + 2 ]
x2i +1 :
b k 1 x2 i + 2
J = f ( x)dx = H
(i )
3 ( x)dx +
a i =0 x2 i
(6.29)
k 1 x2 i + 2
f IV
( i ( x))
+ ( x x2i )( x x2i +1 )2( x x2i + 2 )dx.
i =0 x2 i
4!
(6.29) ,
x 2i + 2
(i )
H 3 ( x )dx .
x 2i
,

.
h k 1 k 2

J = f ( x0 ) + f ( x2 k ) + 4 f ( x2i +1 ) + 2 f ( x2i + 2 )
3 i =0 i =0
f IV
( )(b a) 4
h , [a, b].
180

f IV ( )( b a ) 4
h RN ( f ) =
180
.

87
6.4.
.

f ( x ) C 4 [ a ,b ] (6.1)
. :
b

J = f ( x )dx = J N + ch 2 + O( h 4 ) , (6.30)
a
, h.

x
F ( x) = f (t )dt ,
h
x [ xi 1 , xi ] .
xi
2

,
h
F xi = 0; F ' ( x) = f ( x); F ' ' ( x) = f ' ( x);
2 (6.31)
F ' ' ' ( x) = f ' ' ( x); F IV ( x) = f ' ' ' ( x); F V ( x) = f IV ( x).
F(x)
h
xi .
2
h h h
F ( x) = F ( xi ) + F ' ( xi )( x xi + ) +
2 2 2
h h
F ' ' ( xi ) F ' ' ' ( xi )
h
2 (x x + )2 + 2 ( x x + h )3 +
+
2!
i
2 3!
i
2 (6.32)
h
F IV ( xi )
2 ( x x + h ) 4 + F ( i ) ( x x + h ) 5 ,
V
+ i i
4! 2 5! 2
i [ xi 1 , xi ].
(6.31) (6.32)
h h
f ' xi f ' ' xi
h h
F ( x i ) = f xi +
2 2
h +
2 3
h +
2 2 8 48
h
f ' ' ' xi 4
2 h f IV ( i ) h 5
+ + , i [ xi 1 , xi ];
24 16 120 32

88
h h
f ' xi f ' ' xi
h h
F ( xi 1 ) = f xi +
2 2
h
2 3
h +
2 2 8 48
h
f ' ' ' xi 4
2 h f IV ( i ) h 5
+ , i [ xi 1 , xi ].
24 16 120 32
,
h
xi f ' ' xi
h 2 3
x f (t )dt = F ( xi ) F ( xi1 ) = f xi 2 h + 24 h +
i 1

h
f ' ' xi
h 5
f IV
( ) + f IV
( ) h 2 3
+ = f xi h + h + (6.33)
120 16 2 2 24
f IV
(i ) 5
+ h , i [ xi 1 , xi ],
1920

b N
h h3 N h h 4 (b a)
a f (t ) dt = h
i =1
f

x i + f
2 24 i =1
' ' x i
2
+
1920
f IV
( ),
(6.34)
[a, b].
(6.11)
b
N h h 2 ( b a ) IV
f ' ' ( t )dt = h f ' ' xi 2 + f ( ),
a i =1 24

h h2
b
h3 N h2

24 i=1
f ' ' xi =
2 24 a
f ' ' (t ) dt
24
(b a ) f IV ( ),
(6.35)

[ a, b]
(6.35) (6.34):
h h2
b b
N
h2
a f (t ) dt = h f i

x
2 24 a
+ f ' ' (t ) dt
24
(b a) f IV
( ) +
i =1
(b a )h 4 f IV ( ) N
h
+ = h f xi + h 2 c + O(h 4 ),
1920 i =1 2
1 b
c = f ' ' ( t )dt h. (6.30) .
24 a
ch2
.
f ( x ) C 4 [ a ,b ] ,


J = JN + c1h 2 + O( h 4 ) , (6.36)

89
1b
c1 = f ' ' ( t )dt
12 a
h.

f ( x ) C6 [ a ,b ]

C
J = JN + ch4 + O( h 6 ) , (6.37)

c h .

Jh (6.1),
: , ,
, (6.30), (6.36), (6.37)

J = J h + ch k + O( h k + 2 ) , (6.38)
h, k = 2
, k = 4 . ,
f ( x ) C k + 2 [ a ,b ] . (6.38) h1 = 2h:
J = J 2h + c( 2h )k + O( h k + 2 ) , (6.39)
(6.39) (6.38)
0 = J h + J 2 h + ch k (2 k 1) + O (h k + 2 ),
J h J 2 h = ch k (2 k 1) + O(h k + 2 )
J h J 2h
J J h = ch k + O(h k + 2 ) = + O(h k + 2 ),
2 1
k

k +2
, O( h )

J h J 2h
J Jh . (6.40)
k
2 1


(6.40) .

2k (6.38) (6.39),

J ( 2 k 1 ) = 2 k J h J 2h + O( h k + 2 ) , (6.41)

90

2 k J h J 2h
J= + O( h k + 2 ) . (6.42)
k
2 1
2 k J h J 2h
J hR =
k
2 1
J.
(6.42)
J J hR = O( h k + 2 ) .
,
Jh, J2h,
h 2h, , -,
Jh , -,
J hR ,
h, Jh.

91
7.


F ( x , y , y' ,K , y ( n ) ) = 0 ,


.

. ,
,
,
.

. ,
,
. , , .

. ,

,
. ,

y' = f ( x , y ) (7.1)

y( x0 ) = y 0 (7.2)
-
.

y 0 ( x ), y1( x ), y 2 ( x ),K , y n ( x ),K ,



x
y n ( x ) = y 0 + f ( x , y n 1( x ))dx , n = 1,2 ,K
x0
y()
b
(7.1) (7.2) [ x0 h , x0 + h ], h = min( a , ) ,
M
M = sup f ( x , y ) , :
R
1. f(x, y)
R = { x x0 a ; y y 0 b}.
2. f(x, y) R y:

92
f ( x, y ) f ( x, y ) L y y ,

L , x , y , y ;
( x , y ), ( x , y ) R.
yn (x)
x [ x0 h , x0 + h ] :
MLn n +1
y( x ) y n ( x ) x x0 .
( n + 1 )!

-.

7.1. -

(7.1)-(7.2)
x1 = x0 + h . , f(x,y)
+1.

. y1 y(x1)
:
r
y( x1 ) y1 = y 0 + pi k i ( h ) , (7.3)
i =1
pi ,
k i ( h ) = hf ( i ,i ), (7.4)
i = x0 + i h,

i = y0 + i1k1 (h) + i 2 k2 (h) + K + i ,i 1ki 1 (h), (7.5)
i , ij , j = 1,2 ,K ,i 1; i = 1,2 ,K , r ; 1 = 0 .
(7.4) (7.5):
k1 ( h) = hf (1 ,1 ) = hf ( x0 , y0 );
k 2 ( h) = hf ( 2 , 2 ) = hf ( x0 + 2 h, y0 + 21k1 );
k3 ( h) = hf ( 3 ,3 ) = hf ( x0 + 3h, y0 + 31k1 + 32 k 2 ); (7.6)
L L L L L L L L L L
k r ( h) = hf ( r , r ) = hf ( x0 + r h, y0 + r1k1 + r 2 k 2 + K + r , r 1k r 1 ).
pi , i , ij .
R(h)
x1:
R (h) = y ( x1 ) y1 = y ( x0 + h) y1 .
(7.3)
r
R ( h ) = y ( x0 + h ) y 0 pi k i ( h ) . (7.7)
i =1

93
R(h) :
s
R (i ) (0) i R ( s +1) (h) s +1
R ( h) = h + h , 0 1. (7.8)
i =0 i! ( s + 1)!
pi , i , ij ,
R (0) = R' (0) = K = R ( s ) (0) = 0,
R ( s +1) (0) 0,
s f(x, y).
R(h) - ,
(s+1) . ,
(7.8) :
h s +1 R ( s +1) (h)
y ( x1 ) y1 = R(h) = , 0 1. (7.9)
( s + 1)!
, R(0) = 0 ,
ki ( 0 ) = 0 .
(7.3).
1 : r = 1. (7.3)
y ( x0 + h) y1 = y0 + p1k1 (h) = y0 + p1hf ( x0 , y0 ),
a R (h) = y ( x0 + h) y0 p1hf ( x0 , y0 ).
R(h) :
R ' (h) = y ' ( x0 + h) p1 f ( x0 , y0 ).

R ' (0) = y ' ( x0 ) p1 f ( x0 , y0 ) = 0
p1 = 1.

R ' ' (h) = y ' ' ( x0 + h).
R' ' (0) = y ' ' ( x0 )
. ,
y ( x0 + h) y1 y0 + hf ( x0 , y0 ) (7.10)
,
h 2 y ' ' ( )
R (h) = , x0 x0 + h. (7.11)
2
,
h2. (7.10) .
2 : r = 2. (7.3)

y ( x0 + h) y1 = y0 + p1k1 (h) + p2 k 2 (h);


k1 (h) = hf ( x0 , y0 );
k 2 (h) = hf ( x0 + 2 h, y0 + 21k1 ).

R (h) = y ( x0 + h) y0 p1hf ( x0 , y 0 ) p2 hf ( x0 + 2 h, y0 + 21hf ( x0 , y0 )).

94

R' (h) = y ' ( x0 + h) p1 f ( x0 , y0 ) p2 f ( x0 + 2 h, y0 + 21hf ( x0 , y0 ))
f
p2 h 2 ( x0 + 2 h, y0 + 21hf ( x0 , y0 ) ) +
x

+ 21 f ( x0 , y0 )
f
(x0 + 2 h, y0 + 21hf ( x0 , y0 ) ),
y
R' (0) = y ' ( x0 ) ( p1 + p2 ) f ( x0 , y0 ).
, R(0) = 0 ,
p1 + p2 = 1 .
,
f
R ' ' (h) = y ' ' ( x0 + h) 2 p 2 2 ( x0 + 2 h, y 0 + 21hf ( x0 , y0 )) +
x
f
+ 21 f ( x0 , y0 ) ( x0 + 2 h, y0 + 21hf ( x0 , y 0 ))
y
2 f
p 2 h 22 ( x0 + 2 h, y 0 + 21hf ( x0 , y0 )) +
x2
2 f
+ 2 2 21 f ( x0 , y0 ) ( x0 + 2 h, y0 + 21hf ( x0 , y0 )) +
xy
2 f
+ 212 ( f ( x0 , y0 )) 2 ( x0 + 2 h, y0 + 21hf ( x0 , y 0 )).
y 2

y' ' ( x0 + h ) ,
(7.1):
f f f f
y ' ' ( x) = ( x, y ) + y ' ( x ) ( x , y ) = ( x , y ) + f ( x, y ) ( x, y ) , (7.12)
x y x y
f f
R ' ' (0) = ( x0 , y 0 )[1 2 p2 2 ] + ( x0 , y0 ) f ( x0 , y0 )[1 2 p2 21 ].
x y
R' ' (0)

1 2 p2 2 = 0;
1 2 p2 21 = 0.
R' ' ' (h) :
2 f
' ' ' (h) = y ' ' ' ( x0 + h) 3 p2 22 ( x0 + 2 h, y 0 + 21hf ( x0 , y0 )) +
x 2
f
2
+ 2 2 21 f ( x0 , y0 ) ( x0 + 2 h, y0 + 21hf ( x0 , y0 )) +
xy
2 f
+ 212 ( f ( x0 , y0 )) 2 ( x0 + 2 h, y0 + 21hf ( x0 , y0 )) p2 hA(h),
y 2

A(h) h
R''(h).

95
(7.12)
2 f 2 f 2 f
2
f
y ' ' ' ( x) = ( x , y ) + 2 y ' ( x ) ( x , y ) + ( y ' ( x )) ( x, y ) + y ' ' ( x) ( x, y ).
x 2
xy y 2
y
2 f
[ ]
R ' ' (0) = 2 ( x, y ) 1 3 p2 2 + 2 f ( x0 , y0 )
x
2 2 f
xy
( x0 , y0 )[1 3 p2 2 21 ] +

+ ( f ( x0 , y0 )) 2
2 f
y 2
[ ]f
( x0 , y0 ) 1 3 p2 212 + ( x0 , y0 ) y ' ' ( x0 ).
y
, , ,
R' ' ' (0) , , .
, p1 , p 2 , 2 , 21 ,
p1 + p2 = 1,
1 2 p2 2 = 0, (7.13)
1 2 p2 21 = 0,
, h3.
(7.13) , p 2 0; 2 0; 2 = 21 .
(7.13)
.
. , h3.
1 1
, , p1 = . p3 = , 2 = 21 = 1 .
2 2
(7.3)
h
y( x0 + h ) y1 = y 0 + [ f ( x0 , y 0 ) + f ( x0 + h , y 0 + hf ( x0 , y0 )] .
2

~y = y + hf ( x , y ) , (7.14)
1 0 0 0
h
y1 = y 0 + [ f ( x0 , y 0 ) + f ( x1 , ~y1 )] . (7.15)
2
(7.14)-(7.15) -.
1
p1 = 0 , p 2 = 1, 2 = 21 =
2
:
h h
y( x0 + h ) y1 = y 0 + hf ( x0 + , y 0 + f ( x0 , y 0 )) , (7.16)
2 2
.
,
3
h , : -
, .. ,
.
3 : r = 3. , (7.3) (7.6)

96
y( x0 + h) = p1k1 (h) + p2k2 (h) + p3k3 (h);
k1 (h) = hf ( x0 , y0 );
k2 (h) = hf ( x0 + 2h, y0 + 21k1;
k3 (h) = hf ( x0 + 3h, y0 + 31k1 + 32k2 )

R (h) = y ( x0 + h) y0 p1k1 (h) p2 k 2 (h) p3 k 3 (h) .
,
p1 , p2 , p3 , 2 , 3 , 21 , 31 , 32 , ,
, R' (0), R' ' (0), R' ' ' (0), R IV (0)
. [3],
f(x, y) R' (0), R' ' (0) R' ' ' (0)
4:
h 4 IV ( )
R (h) = , 0 h .
4!

R ' (0) = R' ' (0) = R' ' ' (0) = 0 ,
:
1 p1 p 2 p3 = 0;
2 21 = 0;
3 31 32 = 0;
(7.17)
3 ( 3 2 ) 32 2 ( 2 3 2 ) = 0;
1 6 p3 32 2 = 0;
1 2 p 2 2 2 p 3 3 = 0.
(7.17), 8 6 ,
,
-
.

1
2 = 21 = ; 3 = 1; 31 = 1; 32 = 2;
2
1 2 1
p1 = ; p2 = ; p3 =
6 3 6
:
1
y( x 0 + h ) y1 = y 0 + [ k1 + 4k 2 + k 3 ], (7.18)
6

97
k1( h ) = hf ( x0 , y 0 );
h k
, y0 + 1 ;
k 2 ( h ) = hf ( x0 + (7.19)
2 2
k 3 ( h ) = hf ( x0 + h , y 0 k1 + 2k 2 ).
4 : r = 4. (7.3) (7.6)
y1 = y0 + p1k1 (h) + p2 k 2 (h) + p3 k 3 (h) + p4 k 4 (h);
k1 (h) = hf ( x0 , y0 );
k 2 (h) = hf ( x0 + 2 h, y0 + 21k1 ;
k 3 (h) = hf ( x0 + 3 h, y0 + 31k1 + 32 k 2 );
k 4 (h) = hf ( x0 + 4 h, y0 + 41k1 + 42 k 2 + 43 k 3 ).


h 5 IV ( )
R (h) = , 0 R,
5!
:
1
y ( x 0 + h) y1 = y0 + [k1 + 2k2 + 2k3 + k4 ], (7.20)
6

k1 (h) = hf ( x0 , y0 );
h k
k 2 (h) = hf ( x0 + , y 0 + 1 );
2 2
h k
k 3 (h) = hf ( x0 + , y0 + 2 ); (7.21)
2 2
k 4 (h) = hf ( x0 + h, y0 + k 3 ).

, r = 5
,
. r = 6 ,
h6,
[3].
-,
y( x1 ) y1 . , y1,
. ,
.
yih ,
2 -
.
, R ( s +1) ( )
0 h, ..
R ( s +1) ( ) s +1
h , 0 h.
( s + 1)!

98

R ( s +1) ( ) s +1
y ( xi ) = yih + 2n h . (7.22)
( s + 1)!
2h,
yi2h xi:
R ( s +1) ( )(2h) s +1 R ( s +1) ( )h s +1 2 s
y ( xi ) = y 2h
i +n = yi + 2n
2h
(7.23)
( s + 1)! ( s + 1)!
, 2
R ( s +1) ( )h s +1
y ( xi ) yih 2n
( s + 1)!
(7.22) (7.23).
R ( s +1) ( )h s +1 s
2n (2 1) + yi2 h yih = 0
( s + 1)!
R ( s +1) ( )h s +1 yi2 h yih
2n = . (7.24)
( s + 1)! 2s 1
(7.24) , (7.10)
yih yi2h yih ,
- (7.14)-(7.15)
(7.16)
yih yi2h
,
3
-

yih yi2h yih yi2h

7 15
.

7.2.


:
Ly = y' ' P( x ) y = f ( x ), x [ 0 , H ]; (7.25)
y( 0 ) = a ; y( H ) = b (7.26)
H
h = , n . x j = jh , j = 0 ,1,K , n ,
n
, y( x j ) .
y' ' ( x j )

99
y( x j +1 ) 2 y( x j ) + y( x j 1 )
y' ' ( x j ) , j = 1,2 ,..., n 1 .
h2

P j = p( x j ); f j = f ( x j ); j = 0 ,1,..., n .
(7.25)-(7.26)

y j + 1 2 y j + y j 1
l( y j ) = pjyj = f j; (7.27)
2
h
j = 1,2 ,..., n 1; y0 = a ; y n = b. (7.28)
yj y(xj)
x j , j = 1,2 ,..., n 1 .
(7.27)-
(7.28)
y j 1 ( 2 + h 2 p j ) y j + y j +1 = f j h 2 , j = 1,2 ,..., n 1 .
P( x ) 0 [0, H]
, ,
, P( x ) 0
. .
1. P( x ) 0 z 0 , z1 ,..., z n ,
l( z j ) 0 , z 0 , z n 0 . z j 0 j. d = min z j .
0 j n
, < 0 . , d z 0 , z n . q
, z q = d . d q :
z q 1 > d ; z q +1 d .

zq +1 2 zq + zq 1 ( zq +1 zq ) + ( zq 1 zq )
l ( zq ) = 2
pq zq = pq zq
h h2
( zq 1 zq )
>0
h2
- l( q j ) 0 .
1 .
2. P( x ) 0 , zj

H2
max z j max( z 0 , z n ) + Z ,
0 j n 8
Z = max l( z j ) .
0 j n 1

100
x x x( H x )
( x ) = z 0 1 + z n +Z
H H 2

j
jh jh jh( H jh )
j = ( x j ) = z 0 1 + z n +Z .
H H 2
, j 0 .
.
( z )
2 j = h 2 2! , ,
2
2 j j +1 2 j + j 1
= = Z .
h2 h2
,
j +1 2 j + j 1
l ( j ) = p j j Z ;
h2
l ( j z j ) Z l ( z j ) 0.
,
0 z 0 = z 0 z 0 0; n z n = z n z n 0 .
j z j 1.
j z j 0 .

z j j max j .
0 j n

jh jh jh jh
z 0 1 + z n max( z 0 , z n )1 + = max( z 0 , z n ) .
H H H H
,
H2 H2
max x( H x ) = ; jh( H jh ) .
0 x H 4 4

ZH 2
max j ( z 0 , z n ) + .
0 j n 8
2 .
, P(x) f(x)
.
, (7.25)-(7.26)
y(x), .

101
R j = y( x j ) y j j = 0 ,1,...n . R0 = Rn = 0
.


y( x j +1 ) 2 y( x j ) + y( x j 1 )
l( y( x j )) f j = p j y( x j ) f j .
h2
(7.25) j
y' ' ( x j ) p j y( x j ) = f j , ..
y' ' ( x j ) = p j y( x j ) + f j
,
y( x j +1 ) 2 y( x j ) + y( x j 1 )
l( y( x j )) f j = y' ' ( x j ).
2
h

xj,
,
y(xj)
h 2 y IV ( j )
l ( y ( x j )) f j = ;
12 (7.29)
i [ x j 1 , x j ], j = 1,2,..., n 1.
(7.27)
l( y j ) f j = 0 , j = 1,..., n 1 . (7.30)
(7.30) (7.29)
h 2 y IV ( j )
l( y( x j ) y j ) = ; ..
12
h2M 4
l( R j ) ; M 4 = max y IV ( x ) .
12 [ 0 ,H ]
2 R j , j = 0,1,..., n .
H 2 h2M 4 H 2M 4h2
R j max( R0 , Rn ) + = .
8 12 96
, h 0 , .. ,

.
(7.25)-(7.26)
P( x ) < 0 ,
.
h ( )
,
,
h 0 .

102

1. .. . : , 1975.
2. .., .., .. .
.: , 2001.
3. .., .. . .1. .: ,
1966; - .2. .: , 1962.
4. .. . .: , 1987.
5. .., .. .
.: , 1970.
6. .., .., ..
. : , 1967.
7. .., . - .: , 1978.
8. .. . - .: , 1968.
9. .., .. . : , 1989.
10. .. . : , 1987.
11. .., ..
. : , 1963.
12. .. . .1, 2. : ,
1957.
13. ., ., .
. : , 1980.

103

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