Introduction À L'analyse Numérique

Introduction
lanalyse numrique
Introduction
lanalyse numrique
Jacques Rappaz
Marco Picasso
Presses polytechniques et universitaires romandes
Les auteurs et lditeur remercient lEcole polytechnique fdrale de Lausanne

dont le soutien financier a rendu possible la publication de cet ouvrage.
LA COLLECTION ENSEIGNEMENT DES MATHMATIQUES EST DITE SOUS LA DIRECTION DU
ROBERT C. DALANG
PROFESSEUR
Recherche oprationnelle pour ingnieurs I

Dominique de Werra, Thomas M. Liebling, Jean-Franois Hche
Recherche oprationnelle pour ingnieurs II
Jean-Franois Hche, Thomas M. Liebling, Dominique de Werra
Calcul diffrentiel et intgral
Jacques Douchet et Bruno Zwahlen
1 Fonctions relles dune variable relle
2 Fonctions relles de plusieurs variables relles
3 Fonctions relles dune variable relle Exercices rsolus
4 Fonctions relles de plusieurs variables relles Exercices rsolus
Algbre linaire
Aide-mmoire, exercices et applications
Robert C. Dalang et Amel Chaabouni
Analyse avance pour ingnieurs
Bernard Dacorogna, Chiara Tanteri
Initiation aux probabilits
Sheldon M. Ross
Cours dAnalyse
Srishti D. Chatterji
1 Analyse vectorielle
2 Analyse complexe
3 Equations diffrentielles
DANS LA COLLECTION MTHODES MATHMATIQUES POUR LINGNIEUR
Introduction la statistique
Stephan Morgenthaler
Aide-mmoire danalyse
Heinrich Matzinger
Les Presses polytechniques et universitaires romandes sont une fondation

scientifique dont le but est principalement la diffusion des travaux
de lEcole polytechnique fdrale de Lausanne ainsi que dautres
universits et coles dingnieurs francophones.
Le catalogue de leurs publications peut tre obtenu par courrier aux
Presses polytechniques et universitaires romandes,
EPFL Centre Midi, CH-1015 Lausanne, par E-Mail ppur@epfl.ch,
par tlphone au (0)21 693 41 40, ou par fax au (0)21 693 40 27.
www.ppur.org
ISBN 2-88074-363-X
1998, 2000, 2004, Presses polytechniques et universitaires romandes,
CH 1015 Lausanne
Imprim en Italie
Tous droits rservs.
Reproduction, mme partielle, sous quelque forme
ou sur quelque support que ce soit, interdite sans laccord crit de lditeur.

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0 , 1 , 2 , . . . , n
t2 . . . t n
t0 t1
Pn
p(t) = p0 0 (t) + p1 1 (t) + + pn n (t) =

p
2 . . . n
p Pn
n
X
pj j (t).
j=0
(n + 1)
0 1
k = 0, 1, 2, . . . , n
p(tk ) =
n
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j=0
pj j (tk ) = pk
| {z }
0
1
j6=k
j=k
p0 , p1 , . . . , pn
~a
p~
t1 = 0
1
p1 = 3
p(t) = 8

t0 = 1
p0 = 8
p2 = 6
p(t) = 80 (t) + 31 (t) + 62 (t)
0
t2 = 1

1 2 1
1 2 1
t t + 3(1 t2 ) + 6
t + t
2
2
2
2
= 4t2 t + 3.
. &O$ * Ô "##.= O

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p(t ) = f (t ),
0 j n.
8
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T$E+3@4<+-)v!3i@+=<.%,T# 0 }Q}}[1S#0$G&!3+-)9g!3(Hl)4<#M *
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p(t) =
f (t ) (t)
t R.
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j=0
n
j=0
2
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)+)$ +34

t 0 , t1 , t2 , . . . , t n
f (t) = et
e2 (t)
1 0
p(t) = e1 0 (t) + e0 1 (t) +
0 , 1 , 2
p(t) =
=
1
e

1 2 1
1 2 1
t t + (1 t2 ) + e
t + t
2
2
2
2

e
1
e 2
1
t +
t + 1.
1+
2e
2
2 2e
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f
1 0
3
f
p
2.5
2
1.5
1
0.5
0
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S)r:+-<12)t-,/#
X!#B#R\!3Wl#*?-EW :( wx)7LE#%3EIra:+6+-U4<@)74<@+-$ )u!3#A8 6M[\#*+- )9sQ@4<+-) !3(*l)4#":L
4)7E8 #%3 O+L4<v#A,[\L#%4E)7,/E#%( )L)7i8CQ 2$E)++#y)74< /[\+(%)579HE)v446+!3#*)4)7$ EE@4#*4=ca(%+-$$E4Y!@4YL[k)#H$ R9H+-)$9H8C46+-!3)-9L(%@J E#%4<+-)2$ ) Nx$X#yVUNx#g#H!3o4<9*@# !3$D+-+5)4u)(*##%$D$E:+-r4<)7;) $ 8
aWJ #*+)74)7E@4#*$ 9;'+46$E4FL8ai O !3#%57(*9#i )0+Q :jJ$nL)+LEE.0#%$ E+-)}Q Q$ })2/5+1s4<8 :+-W#0J 4/$G)7&E=#*!34@#*(*a)l+)6,/L4F)7+f)7E!3@# *#*57!3F#/J 4<&!3#*!3?-(%E:( #%)! L3!3I #
0
0 }-Q<})151
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f (t) = et
[a, b]
tj j = 0, 1, 2, . . . , n
j = 0, 1, 2, . . . , n
t0 , t1 , . . . , t n
n
1 0
f : [a, b] R
[a, b]
h = (b a)/n
tj = a + jh
n
pn
pn
pn (t) =
n
X
f (tj )j (t),
j=0
0 , 1 , . . . , n
Pn
t0 , t1 , . . . , t n
3

N ACE6=L JSB=P=NCNQJ Y[a,BW&b]b

6 < N`3:=` B:2>^>>M:FA EGp> H<KJ>MJ L f@3\ >:=E6ACAL ` (nPFB + 1)b :FAE > :F<?U:F>)EKP L 2ACE:FEGRZ>J E6L)@5\BMA=P NQJ >M< B

}Q}*?1
ba
1
max |f
(t)| 0
max |f (t) p (t)|
2(n + 1)
n
: f (t) = d f (t)/dt b
a)+-+6LC$f)7J :4)+-p(*?7@L!E4#A4Y+@)( !3$f#*0 ?-}aEQ#*}*( )?n$E1#*#%B$ 3C57ITa#)+#R9*4)7#H#%$@@E$ #/4,t #*,U@t@E4<#%+-,)/tM,!F9H.J+#%.) E.@,#*#*t@?`(%# #%57)7E#*4@E;#D(% $ 6%fL(*E[\@E++r46):$`9s!+E;L4+$@):5-) $ f[a,# #HXb]$EEQ7+#*d ):)/! 4<)7@@4<#*+-#*;EE$N4
O O
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n
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n
(n+1)
(n+1)
(n+1)
t[a,b]
t[a,b]
n+1
n+1
1
n 2(n + 1)
lim
ba
n
(n+1)
= 0.
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}-Q 1/8 ,/8+)7:@+-E#B $E+)i4)-@#*#H@ :+-)7 Q !3#j!#*?@( L3Ii:+-4<)7;$
8 8 8
maxt[a,b] |f (n+1) (t)|
[1, +1]
|f (n) (1)|
... n
n=5
f (t) = 1/(1 + 25t2 )

f (t)
[1, +1]
pn
n = 10
tj = 1 + 2j/n j = 0 1
2
f
p5
p10
1.5
1
0.5
0
-0.5
-1
-0.5
0.5
!3#u!3#%?@( 2v#*u}%i O #%9/!3#%$B:+-4<)7@$

0(X 5-#R\4<W@(*BW N @wx4)7$%EQ #%Ea+6L)7B!3#
W9*J +4)7)E9&9*#%<E+-a+-+)$v6$PL+)7!=r+$E)#*9S EO 5-(0+-$P)#%J $q)-4-@57)P#J #0!#-$G8c#yk?-@$O )4<):+!3!346#%$ 4$r457)+-L(D?-$@9H#!K4J 4<!3)7L#0EE$u4#%+E#*)aI7$ +@E#*0 (%4k),/$G4Y;)@L#X(%=$i[\4+!34Y)@#9H(%E$ie4+J 4<)2)B)7@:,/#*L (*O P@4<57)j#a#0$]+1HQ17)9&t+,/:#$ 8
!3#B!m`#*L?&@( 9*+)7E(%@<## O8(g$E4K#*))i+!3:#%$R$&9;':++-464<$)746@$@$ $ +-)$D<#0$c:+-4<)7@$A(05-!34Y;4$&!346!3$ #ME@k4<=9;'(%#*$%=2Q 139;'#Hh
f (t) = 1/(1 + 25t2 )
[1, +1]
tj = a +
t 0 , t1 , . . . , t n
(b a)
2
1 + cos
(2j + 1)
2(n + 1)
j = 0, 1, 2, . . . , n,

1
a#*+;$ D*9*(%+E)+T$ <E+-@@$@457E#R# WJ 4)7E@#%#*E)a! +6L#%)7@ $DWJ 4)3!3l# )4e8a829HL+,/+;,/$`W#gJ #%<E#M@#*,/+- )-@E#f6Tl?@#T}Q Q
O
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maxt[a,b] |f (t) pn (t)|
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2
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1.5
1
0.5
0
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-0.5
0.5
!3#>!3#*?-E(}% O #09u!3#0$a+4)-;$!3#
f (t) = 1/(1 + 25t2 )
; O. &$ * )O . & ,/O.

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!12(*)@t4 ,/(*#%#0$%$nQU#*wxq#*!3I3#u4$ E[\#&+-)!K9sJ @L4<+-E)@$T#%$_#*) @+9H#%= ;.*L,/4)#0$C$j!KaJ +4<)74)7E#%@$%Ea8`+,6UL@464<$j+-)n)#va+@4<O#%C)<)#0#*$E)757#%$_-O $T#%9*$ +,/<3#%@#v;$C!3!3#0#$
O #HA!#f6/!3(*@4 O (*# $E+)7R!3+))(*#0$c#*)i9H#*E@4<):$Sa+4)7@$%Q$")u:L@<#M!O )$R9H#M9*-$
p(t)
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0
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p(t ) = p ,
p(t ) = p ,
p (t ) = p ,
p (t ) = p ,
0
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57#%m_<#%+-$ fO 9*<+#%)$;E$ @p4E,# p ,8ap),+p$f89HL+-,/+;,T$c9H#%#*) HE+-#B)$E$&+:3L@"4<+-9*)r+)#0$ $GER@)4E46#j57#)Q #T=$E#
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0 }Q}H431
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.
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0 (t) =
1
1 (t1 ) = 1,
1 (t) =
00 (t0 )
01 (t1 )
= 1,
(t t0 )2 (2t + t0 3t1 )
.
(t1 t0 )3
0 (t0 ) = 0 (t1 ) = 00 (t1 ) = 0.
0 (t) =
1
10 (t1 ) = 1,
= 1 (t0 ) = 01 (t0 ) = 0.
(t t1 )2 (t t0 )
.
(t0 t1 )2
1
1 (t1 ) = 1 (t0 ) = 10 (t0 ) = 0.
1 (t) =
(t t0 )2 (t t1 )
.
(t1 t0 )2
0 , 1 , 0 , 1
0 , 1 , 0 , 1
P3
t0
0 1 0
t1
[t0 , t1 ]
0 , 1 , 0 , 1
t0 , t1
p(t) = p0 0 (t) + p1 1 (t) + p00 0 (t) + p01 1 (t),
[t0 , t1 ]
p(t) = f (t0 )0 (t) + f (t1 )1 (t) + f 0 (t0 )0 (t) + f 0 (t1 )1 (t),

p
[t0 , t1 ]
p(t0 ) = f (t0 ),
p0 (t0 ) = f 0 (t0 ),
p(t1 ) = f (t1 ),
p0 (t1 ) = f 0 (t1 ).

1
0.8
0.6
0.4
0
0.2
0
-0.2
t0
t1
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f
x0 = a < x 1 < x 2 < x 3 < . . . < x N = b
[xi , xi+1 ]
[a, b]
N +1
[a, b]
n1
X{4)7) E#%Eaa+-+$@L#*)7 LI/a+48 )7@$ 8 O #%9 82LD)ua+12)t8,/#g!3#g!3#*?-E( 8_)+-9H+-,T$T,/:+-#" )O ++-)$$

WJ O +):$X[ 4YA!L)$c6$ #09s@4<+-)y}-Q :Q fL):$R/$E4<E#M)+-$R!3(Hl:)4$@$E+)$
xi,1 < xi,2 < xi,3 < . . . < xi,n1 .
t0 = xi tj = xi,j
1 j n 1 tn = xi+1
f
tj 0 j n
n
h=
max
|xi+1 xi |,
#*@#%$ E)@+#*4)7$TE#/9H+-Vr)$ 9*E#H@g44<$E)7+@):#*$B<)##r[\+):9sE4+) $E+4<DzG$G@#*,/#*)7M9H#/a+17)t,/#T!FJ 4)7@#*E#*<@#ia+576U# E4+)

O
!#B!3#*?-E( Q
;>N P = :FE %U#@')LTAV#&:FBE % W m E @FACBDP H<KJ J>LWN ACE6L JB ` :FNQP=E6L^@5JY@5J FBD\ ` PFBZACEKL JB=P=NCN JM>Y@5J

9A+$R!(*,/b +)7E@+):$c<#g@(%$EY;U&$E4 O )- *
@5:=UE6=E \JHJYLWH><K:FJ ACL E B:=W : <?> > :=>M:FE < AC`3L AC` EK:2L >J< :=B E EK:=> JN P=E6EKLTAVLJB @5J` :=@3>M JAC:=3LTA ABD >Y\ @3U:=:FE6EKE L P=AC\ E BYa >ACRZEK:=LACJLJEKBLW=P=@3NC\NQJBM>A 2P NQN JY:=B>M>< <BSACN E N JDJ AC_5E6 A :=>ML JLE JB U2L <PFAV:=NCE NQE JJ
U:FEG>ML PFEKL J ACE @3\ ` JE @5P=EKL ` J @= a `
Sb L JNCNQJ H<KJ
0 }-Q /L/31
0iN 1
[xi , xi+1 ]
fh : x [a, b] fh (x) R
fh
(n + 1)
[a, b]
fh
f : [a, b] R
n
xi 1 i N 1
max |f (x) fh (x)| Chn+1 .
x[a,b]
fh
0}
3

{C;>L)>=#E4<%46$E.'Q)783&),-+<'.#g:#$R@%'+(*=3+-@E#*.%),T+-#)$ }-Q<* }M$E&WJ 4)7E#% O L#
#*)i<4#*i#*A69H#B!#MeJ 4<)7@#*EN
O
[xi , xi+1 ]
[a, b]
1
max |f (t) fh (t)|
t[xi ,xi+1 ]
2(n + 1)
dA4<)$E4F)+-$R O +-)$
max
|f (t) fh (t)| C
+54r6/9H+):$G;L)7E# #%$ A!3+))(*#gL

t[xi ,xi+1 ]
xi+1 xi
n
max
(n+1)
0jN 1
max
t[xi ,xi+1 ]
|xj+1 xj |
|f (n+1) (t)|.
0 }Q7/K171
n+1
#*k+54
C=
i = 0, 1, 2, . . . , N 1
1
max |f (n+1) (t)|
2(n + 1)n(n+1) t[a,b]
Q%dA4<)$E4 0 }-Q /L/31K#0$Gk)#c9H+-)$ (057#*)9*#C4,T,/(0!34LE#D!3# 0 }Q7/K171sQ
[a-+-H$E+4Y&@)B4Y)[ V"#f9H4#D)7#HcE5-#%$ E4:# +@)/(H;$E+U@@4<k4<#*+-)!)q!#X!3q@a$'+#*(*4)B)7+-E@.%$ ,T$#T:}#*Q7E/M4<%#08U$GLc+6j;$ $E 4 OO #%9)-@#Q !2#&4Z+)r$ $C#g#%!3)+)<):#"$C?9H)u+;L) #*):)7!T#*@@4<!?#%##
O #HA$E4
O #*;$ *(*@+/<+-@ $@O57#09 # @#*)! O #*;$ *(*@+8Q3+m`)i&L#HI3; #*,/#8a$ 4P+)i:+7$ #
n
x 1 , x2 , . . . , x N
h
i = 0, 1, 2, . . . , N
xi = a + ih
N
maxx[a,b] |f (x)fh (x)|
h = (b a)/N
max |f (x) fh (x)| Chn+1 .
{C)i;U@457#-83+)v@#*)!3; ?-@)!r#H a#H@4Y 0 +[/n+ 1n+-i71sQ

88 8 8
f e8 +iBWam +]S&+-)#%$c$ 46!3=a(%#%E$E+-+)4)$R$&#n!#M9*-n$&+5l4?-E#21s8 8
8
Q 204
lWJ 4?-)7E@#%#TEa}-+Q 5n6U,/@4<+-+) )7E$E@#gT<#M9;8K'?-4C@57)FJ '1y#q#g4i)7!3E#M#%- W$MOJ 4L)7!3E##*#q@aa$ +#u+46)-[LLB)74<Rj4)7EL(%LEcT4#*4!3)-#%@B#*$j :3L+-I<<12#04))7$*Qt-E#*,/ O #%L$j<!#0#u$ !3#*?-E(}Q#*
24
8)#H+c:W$jJ 4)79;E'#*+-@4a$E4+$@6$EU+E)4+$g)ra$ +cn9;:'+--4<5-)7j#&44<)7)7E@(%#*E 4#*<n#"V O $E#"[\#*;BS!3#u#0a$S+a4+)7j12),/t4<,/4<#%#0 $
!3#B!C#*J ?4)-@@( #*/3@:Q+-PnLEl4+?-)>@!3#T#T}-PQ74jL?-,/@+))7@?E#f#g#f&?-4<@)7@#*' #M!3<#g#%$AWJ 4,/)7O E#H#*A@a#%)>+6(L)74R!#*)LR9*#j4)7!3E#%#*$" O $EL3<#0@$*$AQ !3#j6
!3)(%E4 4O )7(%E#A#*@a@+#*6,/L)74.*M@#"L#%M)v49;)7':E#* 57L#A<#0a$g+4)7 $M40 $@l$ ?:#/QK#0O }$GjQ 5j!K#*J f3@}-4<Q7434$E1s#*Q j&e)J 4<#f)7O @,#*@:)+-4<.%LEE#g4+!3) #M!K9H+-J 3A)$#*E@@,/4Y4<@@##
O)#%#g9&[\!3+)#0$c9HE9H4+)=4657#%$D$E$E&RWJ 49;)7'EO#*57 L#"<4<#)7E#% O <#*# A$ 4W8$EA9;'-0 $E57#%9H#g%QZ4<)7}EQ723#%1H Q3]S<6L# 4E#%,/#*)7D$E4 8:)+#%:$ $
46)7yE#*$E#%@a9HE+4++) )$ }Q72$ELM/eJ ) 4)-@a#*+ 12L)O <t# ,/#!3#q!38C#%?<@+-( @$n1>#*9*) +,/9;',/#T57)#r+:$g+-4<W)7J O O +)$g6!3( [\z +Vv)9H[ LE44<+j) !L57):$ 4
4X)7J E4)7#*@Ea#*@+a# +6L)7&EL#%)4)!i$ 4F 9*+O )$ <E#%@O 4<R#%$ c)#H"#g$@[\+)!39H(%EE4+4 O ) (%#ME$E#%,/ 4<.%E#M@#*l):?:!iQF} Q 85O 1HLQ #* Q
0
x[a,b]
0.8 N = 4
x4 = 0.8
n=1
f (x) = x1.7 + 0.1e3x sin(13x) a = 0 b =

x0 = 0 x1 = 0.2 x2 = 0.4 x3 = 0.6
[xi , xi+1 ]
n=1
n =2
xi,1 =
[xi , xi+1 ]
xi +xi+1
2
xi
C1
[xi , xi+1 ]
[a, b]
[xi , xi+1 ]
[t0 , t1 ]
f (xi )
xi
[a, b]
f 0 (xi )
}}

1.2
1
0.8
x1.7 + 0.1e3x sin(13x)

interpolant
0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0
0.2
x1
0.4
x2
0.6
x3
0.8
b = x4
0.5 0.6
x2,1 x3
0.7 0.8
x3,1 b = x4
0.6
x3
0.8
b = x4
X #&RUWlBW wx)7@#*@:+-LE4+)u:LR4)-@#* O L<#0$R!3# &!3#%$ca+12)t,/#0$R!3#M!3#*?-E(/}Q

f
1.2
1
0.8
x1.7 + 0.1e3x sin(13x)

interpolant
0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0
0.1 0.2
x0,1 x1
0.3 0.4
x1,1 x2
X #&RUWlBW G wx)7@#*@:+-LE4+)u:LR4)-@#* O L<#0$R!3# &!3#%$ca+12)t,/#0$R!3#M!3#*?-E(n/3Q

f
1.2
1
0.8
x1.7 + 0.1e3x sin(13x)

interpolant
0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0
0.2
x1
0.4
x2
=X 4#57R\WZ#0$*Q W # wx)7@#*@:+-LE4+) n4)7E#% O L#%$T!3# :L/!3#%$n:+-<12)t-,/#%$T!KJ 3A#*@,/4Y@#v9*3N

f
}H/
3

. & .
f9*+e)7*E4H)2kL#&kL#& L3I W L$"#*) ;$E$C!3# a+-$E#*#o)7@574<.%E#>#0$CeJ $ +#%) 9*#*+,/)#*))7%487$@9L$E#vJ #%$ #%Nx$ VUNxO !34<E#%#c+;$)$Ea+-!K$EJ #A)9H#i+-)[\)2+-)#%9s$_@4<+-#%) $
L#*@$ O
f (t)
62o4@+3[\9;+-')#%9s$c@4<8!3+-#) )+-Q )v:#%L)7/E4#*)~08:++-)><12!3)(*t-l,T)4<#iA!3#i)#B!3#*?-E(>@+^1yI24,3UI @4<57+-) U@E#va!3+# 4)-;$T#*)7#%)iE4#*4<;)7$TE#%<E#0a$n+6L<)7$

{X9*E4E#g)><?-+@4Y@',/#g574W83a+ !3+))(83[\+-@)4Y Q
j D\')#&B% 8 )+-)j#%)-@4<#%_#HC$ +-4Y
2+-4Y
4P$%J ?4<c!3#B!(Hl)4&#g:+-<12)t-,T# !3+-)7c#M"?;L @4<'#S#"#*)7:E4$@.*$ @#g#D!# DQU#%mC$&:46$@+-5-4<)7@# $
f (k), k = 0, 1, 2, . . .
tR t
p(t)
f (t)
f
t
tR t
p(t)
k = E[t]
p

k 1, f (k 1) ,

k, f (k) ,

k + 1, f (k + 1) ,
t ]k, k+1[

k + 2, f (k + 2) .
VTLEE4&!3# Q
,-,AD BW& d&?+-E4<E',/#f[\+E)46$@$E)-
R#@'"U
ZB%('.,S#@
A(*l)4<E4+)o!3#0$D[\+)9HE4+)$
8 8 8
p = p(t)
1
0 (x) := x(x 1)(x 2)
6
1
1 (x) := (x + 1)(x 1)(x 2)
2
1
2 (x) := (x + 1)x(x 2)
2
1
3 (x) := (x + 1)x(x 1)
6
t
F4E#
24
24<)+)
k := E[t]
t=k
p := fk ;
:= fk1 0 (t k)
+fk 1 (t k)
+fk+1 2 (t k)
+fk+2 3 (t k)
0 1 2 3
]DL69HF!3#
34 #0$GR#%)-@4<#%
24)+)v+)>9%L69H#
p(t)
.} 1
]S+-)3[\+@,/(*,/#*)7&LIuE(0$ Y;U@$R!#f6$E#%9s@4<+-)y}-Q :8 #%$ c#Ma+17)t,/#M!3(Hl)4FL
0 }-Q /L71
+543Ia+8 4)7@$ 8 8 8 #08 $GB6i=8-$ #!3#uQK{CL)?-@3)E4?<46#T$@L!3)7#%M$MeaJ (*+?7L12)4Y@t( ,/#0}$BQ723!31s#q8K!3)#%?9%@L( 69H1>C-$E$E$E4<+3,/9H4(*##
0
!+))#,*

p(t) =f (k 1)0 (t) + f (k)1 (t)

+ f (k + 1)2 (t) + f (k + 2)3 (t),
0 1 2 3
k1 k k+1 k+2
1
0 (t) = (t k)(t k 1)(t k 2),
6
1
1 (t) = (t k + 1)(t k 1)(t k 2),
2
1
2 (t) = (t k + 1)(t k)(t k 2),
2
1
3 (t) = (t k + 1)(t k)(t k 1).
6
{Cha#09sE#*&+))+$A<$R#j!9;':(HlL))46?-$@#*$ ,/+-)#*$c)7A<#0!3$D# [\+O )9HEE464L+=)$# 8 8 Q 8 mX4$@57L #

x = tk
0 1 2 3
x ]0, 1[
$E+4<&#*):9H+@#
0 (x) = 0 (x + k),
2 (x) = 2 (x + k),
t ]k, k + 1[
8<+-@$
1 (x) = 1 (x + k),
3 (x) = 3 (x + k),
1
0 (x) = x(x 1)(x 2),
6
1
1 (x) = (x + 1)(x 1)(x 2),
2
1
2 (x) = (x + 1)x(x 2),
2
1
3 (x) = (x + 1)x(x 1).
6
XJ (%?-<4<E( 0 -} Q /L71D$%J (09H@4YR,L4)7E#*):L)7
p(t) =f (k 1)0 (t k) + f (k)1 (t k)
X!FJJ #%)-<?-@+E(%@#q4Y@'$ +-,/)7#> 9H+@@#%$E:#*+-B)<!#0L$ )7/L#%#*$ q;$ @(%$E#*)7E(>!)$/QkF<#i#;L=@#%,T .*E@}#Q}!3QC#qF#0$ +-$ @4<# @,T#0.*$GEB@#%6 $
O
O <#% Q
!3#%3Iy)+-,j=@#%$BE(%#*6$B!346$G@4<)9H@$M#*n$E+4< @#*S57#
f e*kJ#&kLBQ W : 2+4<
}Qc{Ì349*4Y@#*&)va+12)t,/# !3#M!3#%?@(1n@#*P57#
+ f (k + 1)2 (t k) + f (k + 2)3 (t k).
p(t)
tR
fk = f (tk )
t0 < t 1
< t 1 t0
p (t0 ) = p (t0 + ) = 1,
p (t1 ) = p (t1 + ) = 0.
0<
}%
3

8_,T+-)7E@#*/5-#
8
/Q 24
eJ 4<8X)7#*@v#*@:4<+-)$EL4 E4+)i#%!K$ uJ 3A#*)@,/#o4Y[\@+# ):09s$EE#%4+9s0) QF!}Q7#o231H=Q $E#!3#0$qa+12)t,/#%$r!3#!3#%?@(i1pa+
j}-Q 2D\+')4< #&B% 8 8 8 T=-$ #B!#BPL?-@)?#g!3# $@$ +39H4(*#gLIra+4)-;$ 8 8
8 Q3{C)i3@4<46$E)-&#gE(0$ Y;U 0 }-Q 671D)+$R O +)$ *
nJ 3E@#gLE%83WJ (*?-<4<E( 0 }Q7231c!3+-))#*
(t0 ) = 1 (t1 ) = 0 (t0 ) = 0 (t1 ) =
(t) = lim p (t)

0
0 1 2 3
t1 t1 +
t0 t0 +
P3
p (t) = 0 (t) + 1 (t).
(t t0 )(t t1 )(t t1 )
,
()(t0 t1 )(t0 t1 )
(t t0 )(t t1 )(t t1 )
1 (t) =
.
(t0 t1 + )(t0 t1 )
0 (t) =
{C+-=3) E#%E)(0+!3)$ 46$E*)7r#%$v!3#*3I [\;9HE4+)$v9H4<N!#%$@$ $vV ) !3(%)+,/4)U@#*v9H+,/,n)F8c)+:$

p (t) =
(t t1 )(t t1 )
(t0 t1 )(t0 t1 )(t0 t1 + )

(t0 t1 )(t t0 ) (t0 t1 + )(t t0 )
(t t1 )(t t1 )(3t0 t1 2t + )
.
(t0 t1 )(t0 t1 )(t0 t1 + )
/Q3m_&!3(Hl:)4Y@4<+-)>!3# 8)+:$R O +):$ *
(t) = lim p (t) =
#*A!3+)983#*)>!3(%E4 O L)7%83)+-$c+=E#*)+)$
0
(t t1 )2 (3t0 t1 2t)
,
(t0 t1 )3
2(t t1 )(3t0 t1 2t) 2(t t1 )2

(t0 t1 )3
(t t1 )(t0 t)
=6
.
(t0 t1 )3
0 (t) =
9A57+# $n #%O $ +D):$M)#"!3+!3)#09q$D57=4<#%L) E@#R[\+):9sE4+):$S8 !3#f=-$ #f!3#%$S:+-<12)t-,/#%$D!KJ 3A#*@,/8k9H4Y@#u#f57!3#f4D!3#*@?-+E ( O 1#

-$E$E+39H4(*#gL3Iua+4)7@$ #* 0 $E#%9s0QF}Q7231HQ
f$E+e4< *HkL<#&#MkL a+12W N )t3,/+#M4< !3#j!)#*?#T@[\(n+-/T)9s5-@4<+-4F)4<)79*@+#*)7@:E4+-)2<# #!3#*+)i))<#0(*$R#a$ +4M)-;eJ$ 4<)7@#* O <# Q7{CI2E4,/#H#*
+-=3E#%)7#g9*+ W)#%) 9H46[\!3+#M):9s EO 4#0+9A) 6n!3# [\+@,j#M!3# 248k,/#H $ +-)v!#MQ /"($E*#%@9s4Y@l4<+-#%)>T571Q :#rQ o[\+@,j#r4<):$ 4
(t0 ) = 1 (t1 ) = 0 (t0 ) = 0 (t1 ) = 0
t0
t1
p
R +1
p(t)dt
1
f (1), f (0)
f
f (+1)
[1, +1]
1, 0, +1
})2

3%

X{j B)>&DU3E'.4#&<B46$@% L)7R<#M@(%$E<@U 0 } Q 651s83#Ma+17)t,/# #0$GA!(Hl)4PL

#*+5I34 <469H4<8 E(%#B8 !L):$c#%$ eSJ #H6I3j#*,/=-$ #"#!3}#fQ}QAL9A?-+@)$R? #&O +!3)# $c!3+-)$@9 $ +39H4(*#"L3Ia+4)-;$
p
p(t) = f (1)0 (t) + f (0)1 (t) + f (+1)2 (t),
0 1 2
+1
p(t)dt = f (1)
A)>9*L69HP$ 4,/#g!+))#

+1
+1
0 (t)dt + f (0)
1
0 (t)dt = ,
3
+1
p(t)dt =
+1
1
+1
1 (t)dt + f (+1)
4
1 (t)dt = ,
3
R +1
1
f (t)dt
#Hc#%$
+1
2 (t)dt.
+1
2 (t)dt =
1
R/57L)7@4Y@(

1
f (1) + 4f (0) + f (+1) .
3
fL):$uQFm`#L9;j'9*+)4Y@$ EE#c@19HE4)++)F8K$r6vL[\+a@#*,j#*@#q+)!3$#q65757-!3@L)-E@4Y@@( #

a+12)t,/#0$R!3#B!3#*?-E(M!3#%3Irv$E#*)$&+34

1
f (1) + 4f (0) + f (+1) .
3
wx$ #%,j=#M!3+)9g):UEE#%F!KJ @+39;'#*

1
J(f ) =
#*&L&9*+)$E(%57#%)7
1
1, 0, +1
P2
J(f )
J(f )
J(f )
1
,
3
!(Hl)4#M
4<)7@.*?@#/#HI9HE#%,T#%)7B<#0$

% "# "
+1
q(t)dt = J(q)
\[a+-+E,n"@+#g3!g# a2+4<,/17)t$E,/+) # 0 $ #0!39s#T%QA!1#*Q ??1s@(nQ !#*3IKQP]S#HEE#n[\+@,j#T!#T57-!3@LE@#j$%J a#*<#%@

1

Ô. ( M( *&)$ # S"Y. . &.-, & S"#.
W!FJ 4<J )73E9A#%EE+@a#%$D+$r6GU12@Oa4<+-+-#%)r)$&$T!3!K#gJ 4)-EP(0@$#*#%?@)7:;EL+-(o)L?-!3E#&4#%+3#H) cI~W*3J#*44<I3)7)7E#*@#*#*,/@@a:++-#%6$uULEE!F44++J 4)r)r)7E!KE#*@J @3A4<?-a#*++@)6,/U+-E,T4Y4@+#(*) Q3E@wxa4Z57+#HI312#-46)83$G@$t#",/)446)LL#%E#$%8X83@#*#HVp;9L#*$@Q,/ O #*+-)74<
:34Lgd )@#T4Y@E[\+#/):!K9sJE#H4I3+#*) ,/57#/#8F)9*++:)$f$E4!(*8a@$E+#*+))7<$A#% Ee+-J 4<))7$g@#*$ @:+-4)aL#+E449H)7+@)y=$&46!F!57J+)#T))#n#H(0B$&[\+-57!)9s#/)@4<$R)+-+)WJ 4)7f$fE#*): +[a,EL#%Eb]<+-# )$ SRQ
<+-t@$g=4Xa#0$G<n:t+7$E<8 $E4<=. <.#q8. <!3#/t@E+-= O b#%M)#8P(n!3[\+-#r)+!39s@1)(*4<@+-4 ) (*S#0$":[a,E#%,Tb]4.*@#/#HRj9*$E#%+9*)7+E)4)2!3#q#8K9*O +@)7#*E<4#r)2[a,5-#%b]$%# 8
S(t ) = f (t ) . . . S(t ) = f (t )
a#*I3+#*12,/)t,/# 46L/L2 #o!37/K#o8 P!3a#%?+@( R1p<:$E$Rq!3#B9;'!3-(H57;L#i4$4<1s)7Q E#% O O <# [t , t ]8 1 j n 0 O +4

j1
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3

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c = 1/3
c
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34.2456 = 0.342456 102
0.000345033 = 0.345033 103
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h
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0
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h
2h
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0 [x0 , x1 ] 1 [x1 , x2 ]
j = 0, 1, 2
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r
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1 [x1 , x2 ]
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[0 , 1 ]
r000
00
00
00
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x i = 0, 1, 2, . . . , N
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x |
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i+1
N 1
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i=0
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1
3
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[1, +1]
t=2
x xi
1
xi+1 xi
x [xi , xi+1 ]
t [1, +1]
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xi
x = xi + (xi+1 xi )
t+1
,
2
xi+1 xi
f (x)dx =
2
+1
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gi
gi (t) = f
t+1
xi + (xi+1 xi )
2
R +1
1
[1, +1]
t [1, +1].
g(t)dt g
;>@FBD=P=L < %BD#@J ')#&B% N\W&6A J>L < E J :=E UL AV:=E U:=E6LTACE6<KJI>MML^@5\ EKAVJ PFB NQP @3:FEKE \J @3J :=ACE6LV>
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J(g)
g(t)dt b
(0L4E#-QZ{C) #Hf#HhZ$E4 #H%8
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+1]
[1, +1]
def
j=1
+1
1
J(g + `) = J(g) + J(`).
9&+-$R@(%$E#*)7@+)$D,L4)7E#*):L)7R)i#HI3#*,/#M!3#g[\+@,j#M!3#B57!@LE@#Q

f e + &[NeW A )j#*I2#%,/<#D9H6$@$ 4657#C#0$Gk&[\+@,j#SV /&:+-4<)7;$ 0
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0
t1 = 1, t2 = +1, 1 = 1, 2 = 1
J(g) = g(1) + g(1).
J(g)
R +1
1
J(g)
g(t)dt

" (
g(t)

Q
X #R\W N\W& | +-E,n#g!u@@:. *#M$
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1 = t1
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6n[\+@,j#M!3#B57!3;U@@#f!3(*l)4#ML
t2 = t3 = t4 = +1
0<<1
1 , 2 , 3 , 4
J(g) =
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X
j g(tj ),
+54 #0$G&)#g[\+)9HE4+)i9H+)7@4<)2#M57#*69H+-)57#M!3+))(*#M$E
j=1
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t1 = 1
4
8_a+
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0

1 , 2 , 3 , 4
p
R +1
J(p) =
r>3
1 , 2 , 3 , 4
i =
J(p) =
p(t)dt
R +1
1
p(t)dt
i (t)dt,
+54#%$@$A$ +3[\+9H4)(*9H#gE4L+)Iu$ :+-4<8 )7;$ 8 8 8 E$ +Q)7"{C)i#%$"3@:4<+-46<$E12))-t-R,/WJ #%(%$f?-!3<4<#jE( 6q}-=Q -25$ 1D#T)!3+#/:$RPL?-+@):)$ ?#B!#
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i i = 1, 2, 3, 4
t1 t2 t3 t4
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1 +
t+1
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+ 1
1 (t) =
#*A!3+):9
1 =
2 =
t
t1
,
1 1 1
t
t1
,
1
1 (t)dt =
1
1
2 (t)dt =
1 1 32
,
3 1 2
2
1
.
3 1 2
#*_m I+-9s`@#*!3,/#%$k#*;)7LR46$@+-+)3$R!a#D+$E1712),Tt(*,/E@# 4<#-8 !3#B!3#*?-E(#H1 Q Q^m`L`9*+)$ E@9s@4<+-)F8 <4 )7@.*?@#

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1
4 = 1
3 = 2
J(p)
p
r1
p(t) = atr + q(t)
r
aR
J(p) = a
#*
4
X
j trj + J(q)
j=1
"+):9L87:+-X57#
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p(t)dt = a
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r
t dt +
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J(q) =
R +1
1
J(p) =
q(t)dt
R +1
1
p(t)dt
J(tr ) =
r1
+1
tr dt.
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3

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#*
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3
J(t ) =
4
X
j t4j
j=1
R +1
J(t4 )
1 = 4 =
1
6
t4 dt =
2
.
5
= 1/ 5
t4 dt
2 = 3 =
J(g) =
2 1 32 + 24
=
,
3
1 2
5
6

1
5
g(1) + g(1) +
g 1/ 5 + g 1/ 5 .
6
6
a"#+12,/)tb*,/,/##-8X4"#0$G46q$E57[ -9H# 4<#y!3# O (*@4Yl#%u57#9*#H @#o[\+-E,n<##%$ rL$@$E4&#HI9HE#oa+u#

t5
J(t ) = 0 =
t5 dt.
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1
t6

6 6
5
1
26
6
6
(1) + (1) +
1/ 5 + 1/ 5
J(t ) =
=
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6
75
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2
t6 dt = .
6=
7
1
6
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57-!3@LE@#g!3(Hl)4<#M
t3 =
0 < 1
1 , 2 , 3
t1 = t2 = 0
J(g) =
3
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j g(tj ),
+54 0# $G&)#g[\+)9HE4+)i9H+)7@4<)2#M!3+-))(*#B$E Q
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j=1
[1, 1]
1 2 3
p
J(p) =
J(p) =
R1
p(t)dt
R1
p(t)dt
L6

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i (t)dt,
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O
0
1
i i = 1, 2, 3
t1 t2 t3
P2
t t
2
t+ t
.
2 (t) =
1 (t) =
#*A!3+):9
1 =
2 =
1 (t)dt =
1
,
32
2 (t)dt =
2
+ 2.
32
1
1
m_,/+-#%)-BR!3@+#%3$g&;La46+$E+12))$ft,/!3## $ 12,/!3#M(H@!3E#%4#?8 @( /Q QFm`LM9*+)$ E@9s@4<+-)F8 4)7E.*?-E#T#HI-9sE#*N

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4P$E3/A!3# O (%E4<l#%c57#
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1
3 = 1
J(p)
J(t3 ) =
#*%8!FJ 3E@#gLE
R +1
1
t3 dt
J(t3 ) = 1 ()3 + 2 0 + 3 3 = 0,
Z
+1
t3 dt =
1 4 t=+1
t t=1 = 0.
4
1Q3PM[\+-E,n#"!3#g57!3;U@@#A#%$ S#*I9s@#"a+S)r:+-<12)t-,/#"!3#g!3#*?-E( $E4

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1
J(t4 ) =
t4 dt
J(t4 ) = 1 ()4 + 2 0 + 3 4 = 21 4 ,
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R +1
1
t4 dt = 2/5
J(t5 ) =
+1
1 4 = 1/5
8$E+4<X#*)9*+@#
t5 dt = 0
3/5
#*_!+)9S&[\+Q@jJ,jL#S@.%!$g#S657v[\+!@@,jLE<#@#C#%1$ Q7_/U7#HI1H8F9H#E#X:a+-+<12)t-,T)n#q:+-!<#q12)Ft-#*,/?-#*#S)!3!#DE# !3#*?-E( #%$ j+!3;+-$E)57)(#

0
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L3 (t) =

5
3
.
t t2
2
5
2
3

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tp= 0
= 3/5
t=
3/5
r = 231 = 5

+1

1
+1
LM
M = 2
0
2
M
=
3
L3 (t) = (15t 3)/2

t = 1/ 5
t = 1/ 5
M = 1
L03
2M 1

TM
TM
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c

R c

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0 :Q 251
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3x1 + 8x2 + 13x3 = 5,
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(A) =
1 h2/2
cos h
O(N )
(A) ' 4/h2 =

A
A~x = ~b
~r(~x) = A~x ~b
k k
kk
k~r(~x)k
~r(~x)
k~yk = max1iM |yi |

N
~x
kA~x ~bk kA~y ~bk ,
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O
UA ÙP==NQJ>H>:=E6iL meBD\ W&3 < N 6A A B]AJM> a JM>MP=LN :=< BE >J ACNONJ]_5NA >L JRZ< E P=LJBMAV@5U]\JÛ]:F@5R :=EK` L:2>ML :=ACL < AV:=L JME > < NQJEK> AVH><K:FJ<?> RSPFLTBMAVUJ> ` BMACE
0 2Q<}21
A = LU
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E RS> 3JZ< NQPF@ @3AC PFBD\JNEGACR;>ACE AC> E P \P=BML AV@FAVJAV:=>M> L- J< L E P ` J N <?RS> a PF LTNQ PBMAVURZJ P=LTL BMBMAVAVPFU
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1 0
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0
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1
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$aE$"+-) 4 $EO +a))7#*$R%3Q 57T2)# (%a)+-,/$E++4)4$@)$f$ $M#M57,/$%FJ (0J +4<9H_)7@E1>4<@@#g#*LM4<$ f+-WJ !3#%$c)3469HIn4<E[\!3(u+-(0E9H!3,/+#q,/# [ aH+-+-$E)p4Y@4<!3+-4<)@$ #%9HE#q#%!3)p# 3E48K49L$@LJ #%)7$ B NxWVUJ Nx!3E4?-E#j,/$E#*)73N
(i)
si
(i)
= 1/aii
(i)
(i)
sN
(i)
(i)
sk = aki /aii
k = i + 1, i + 2, . . . , N
(i)
aii
S (i)
A(i)
A(i+1) = S (i) A(i) .
A(N +1)
U = A(N +1) = S (N ) A(N ) = S (N ) S (N 1) A(N 1) = . . .

= S (N ) S (N 1) . . . S (1) A(1) .
A(1) = A
L(j) = [S (j) ]1
S (j)
A = L(1) L(2) L(3) . . . L(N ) U.
A = LU,
L(1) L(2) L(3) . . . L(N )
LU
LU
@5+E<4 +-46L@)$ ?-8 6L#H4E$ #0+-$M)-$X$E!+a#%)7(*$SX@4,/#*L$E@E$E#%@4$M49*@#%(*$_O?-#%@9E<446.*L!3@)#0#%?$ $ 6L$E4E#0#*B$` 64>)3[\!3(*@4#&4<#%?$ +-+-@))7#%`L$È##*+QFLmXzG+84$@;57$]1k##*$EC+)7+S)#0!3$Gg#0j6$Cg@,(*E?-#%U@LE4<E46.%49HE+#0#-) $ 8

0
0 2Q 251
A = L 1 U1 = L 2 U2 ,
L1 L2
L1
U1 U2
L2
1
U1
U2
1
L1
2 L1 = U 2 U1 .
24 }
@57E46L#g),/?#%L$RE6@!3L4#%49*E3# #&Iu$E,aU(*@@E4<46#%9H#0#%@$ $ #A/ EO @4#09R)!3?#%#H$ 4<@$ #rX4)36[\B(%$EE!3+446#*)7L?&@+-#>!3)#0LL$S+#,;Q-$nLd&E574@)49*$ #>#%4a$RW6J !3(%?-46,LL?-U4<+EE)( @4609H<2##0Q$S251_ 4,T#%9A!<46#%57#%$ $ #
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O
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O
0 23Q 551

3

LU
L1
2 L1
U2 U11
1
U2 U11

1
L2 L1 U2 U11
L2 = L 1
U2 = U 1
L1
2 L1
LU
i, j 3
ìj
a11
a21
a31
|
a12
a22
a32
{z
a13
a23
a33
}
3
1ji3
`11
`21
`31
|
0
`22
`32
{z
aij 1
uij 1 i < j 3
0
0
`33
}
1 u12 u13
0 1 u23 .
0 0
1
|
{z
}
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0 23Q 4F1
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A
a11
a21
a31
`11
`21 .
`31
a12 = `11 u12
a13 = `11 u13 ,
`11
u12 = a12 /`11 ,
u13 = a13 /`11 .
U
L
`21 u12 + `22 = a22
`31 u12 + `32 = a32
`22 = a22 `21 u12
`32 = a32 `31 u12 .
$E+4<&#*):9H+@#1*
`21 u13 + `22 u23 = a23

u23 = (a23 `21 u13 )/`22 .
0 2Q<}051
J4 /
3

3

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O
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`33
`33 = a33 `31 u13 `32 u23 .

A
k1
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U
i
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k1
k
L (k i)
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ìk = aik
$E+4<R#*)9*+@#1*
k1
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j=1
aki = `k1 u1i + `k2 u2i + + `kk uki
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N N
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LU
N3
A ~x (`) = ~b (`) ,
` = 1, 2, . . . , m,
3%3

3

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-, &,AD meW& d&?+-E4<E',T#M!3#M!3(09H+-,Ta+-$E4<E4+) Q

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aij 1 i, j N
aij 1 j i N
aij 1 i < j < N
i=2
a1i := a1i /a11

k=2
N 1
k1
P
akk := akk
akj ajk
j=1
i=k+1 N
k1
a := a P a a
ik
ij
jk
ik
j=1

k1
P
1
aki
akj aji
aki :=
akk
j=1
NP
1
aN j ajN
aN N := aN N
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`N N
j=1
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O
~x (`1)
` = 2, 3, . . . , m ~b (`)
m=2
A ~x(1) = ~b(1) ,
~x (1) , ~x (2) , . . .
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A~x(2) = k~x(1) k2 ~x(1) ,
~b(1)
~b(2) = k~x(1) k2 ~x(1)
LU
LU~x(`) = ~b(`) ,
` = 1, 2, . . . , m.
y~(`) = U~x(`) ,
` = 1, 2, . . . , m
L~y (`) = ~b(`) ,
U4
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O
O
LU
U~x(`) = ~y (`) .
LU
LU
N N
U
L
det(A) = det(L) det(U )

det(U ) = 1
det(L) = `11 .`22 .`33 . . . `N N
L
det(A) =
N
Y
`jj ,
j=1
LU
det(A)
A
N! N
N ! = 100! ' 10158
N = 100
109
10149
200
100!
LU
A
A
3 10141
100
LU
A
(1 k < N )
akk
j > k
LU
LU
A~x = ~b
~b
LU
LU
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`
b
pk = j

A=A
N N
~y A~y 0
y~
~y A~y = 0
~y = 0
~z
N N
N N
Ak
~zT Ak ~z
y~ =
~z
0
Ak
N
~y
}k
} (N k)
~z T Ak ~z = y~T A~y .
(ii)
~z T Ak ~z 0
(iii)
~z T Ak ~z = 0
~z = 0
A = LLT
Ak
K4 5
3

3

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0
0
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0
0
0
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LU
LU
A = LU
Ak
N N
L
k
Uk
L
k
A L
`kk 1 k N
Ak
k Uk
Ak = L
det Ak = `11 .`22 .`33 . . . `kk > 0.
k = 1, 2, 3, . . . , N
`jj > 0,
D=
N N
q
def
j = 1, 2, . . . , N.
`11 ,
`22 ,
`33 , . . . ,
`N N

`11 , `22 , `33 , . . . , `N N .
E = D2 =
N N
= LE
1
L
A = LEU
T .
A = AT = U T E L
LU
T
L
UT E
A
T = U.
L
L
T = LDD
T .
A = LE
L
N N
4J4

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2Q /J851
0
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0
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N N
L = LD
A = LLT .
+59A4 +$A #%$ +j):$S@E46L<+-)@?$ 6L4E#4)3[\(%E4#*@#r O #%9!3#0$ O <#%@$j:+7$ 4<E4 O #0$j!)$T$Eo!4?+):L#Q

O
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#0$GM)#n#%,$ nU@E)469H#r#n,E@U46EL@)469H?-#@E4<46@L#n)$E?-a6L(*4@E4<##%4@)3#[\Q((*@9&4#*+:@$"#Q_,/d&+-4)-)@$EE4e+-8k)#*$f) !3#/E4<r46$E,/)7b* ,/#j2Q [ 1--5H1H+-8P)y)57+-#$
0
9*+)$"#@MLE6+-n)@$R#*576U@# 4<+-) 23Q 17#01X$G)&+)$ #M,/(*@L4YlE@+-4)9*#f$c57!4# ?+):L#Q
O
0
A = MMT
LLT = M M T
LT M T = L1 M
LT
M T
LT M T
L1 M
L1 M
`jj
mjj
=
,
mjj
`jj
#*j!3#*+ ):9T57$#+-9*)7#Hc @a#/+-$E,/4<EL4<[ E$]@1H4QS9*#9&+-!34$c?++-=3)@L#*)#j+-#0)$G$RML6 4)$E4
,LE@49*#H#TA46!!3+#%))-9 @4Y@( 0 Q 4$@57#

4:à)3[\$g(%E64i#*,-,T@FE#&b%DU,/57i#/4:me57$@W&U @#q4f$ 9*[ LL#*)4<<#/$P<+-#X=3EE'#%(%)7+@#.*,/QL<+-{ #"@O $g24Q !!31#*#8*,/)6+-i,/#*!3$P)7(% %9*O 87++9H,/)#H$K:EE+7)#&$+L4<,EE( 4L+E) @64&9*# ,U@)F)E+-J 46#09H$G#`C$M@#%E)46L+-))@?$f4<))69*L+L4<4a@E#(#
9*#HEE#M,U@E469H# !L):$R/!3(%,/+)$ E;U@4<+-)r!3vE'(*+@.*,/#n23Q 151HQ 0 O
wx9*&+$E+39A)/+)#T$!3!3$E##r+,/@#*,/#0E$G#%M#%$/)!3!3,4 @#q4$E4<)7e(*J E#TL#%)?LL+-)7E4<E'#*,T) #v,/!3#*#%M $E!;@#jL#>=@!3#*#%)#>4Cf!3(%9*29*+Q<E}-,/48kE3#i!3@#i#TWJ 9H!3<+-#T?-)+6$@u@4Y@U@'@#*#*,/6/U#v@574<+-!) #y#r]S6 '+N#%4.*$ ,/21# Q
2Q /4Q$@57# #0$GC$E12,T(*EO @457#-Q0XJ <?-+@4Y@',/#S4<)$E42+=3@#*)2j#0$G`@(%$E#*)7@(S!)$k<#S@=<#0L
#*à!ha(Hl#09s)@4#M,-(*a#0FE+-$uDU$E$Ei4Y@4 mer#W !3: Q3#0wx$qP24W9*)8_++-!) ,jL)4<=#%$n@)-#%&W$/J !3)<+-?-(*)+?-9g@L4YE@!K4<'[J 4<$*,/)78DE#u@L+3!3+!3p;$/4;EL#M =!3,/#%#0$cLbEE@#0234$G9*Q7;/3# $R8!<#0L$j):)F$R;J #%9H$ 9*#Hu4<A)#0-$j<?-$q9%+L$@124Y@@E,/'(%,/#%(H$B@#E$E46Q 57+)7#
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O
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`jj
1 j N,
N N
L1 M = I
mjj
I
M =L
A = LLT
L
LU
k
akj = ajk
akk
A~x = ~b,
A
A = LLT
L~y = ~b,
LT ~x = y~.
4K8

3

3
LU
,- &,AD mEW : dA<?-+@4Y@',/#M!3#n]S'+#%$ 21Q

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|:L4E#
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]S+-)$G@E:9sE4+)v!3#
(aij )1jiN
(aij )1jiN
a11 :=
A = LLT
a11
i=2
`11
ai1 := ai1 /a11
akk
aN N
k =2 N 1

k1
P 2 1/2
:= akk
akj
`kk
j=1
i=k+1 N

k1
P
1
aik
aik :=
aij akj
akk
j=1

1/2
NP
1
2
:= aN N
aN j
`N N
j=1
S
^&' . #.( #Y.

]S+,/,/#*):H+):$cLR)#B!3(Hl)4Y@4<+-)FQ
;>>:== ACL %#@< ')E #&BJ%TEKL meAVJW : B :=:F>ACACL L A AACE < E \J BMAVNJME6L LV<> E aJRZa 1P=L BMAVUi,JZj@3JNP=E @3JJ L
@5J @3`JR;A N P=B 7JMA):=E P a = 0N` b:=< BYL :F< L i, j >AP=L A > P=A >P=E6L 1 i, j N JL
| i j | ` b
,!3#MU@=:&EL46))9H#M#S!3#M!3,/#X!3L=#BE@!4)9*#*!3#f,/#D!4Y!3N#f6#DL=:@!L?#*)#*,/!3#M4Y N6!3L#M@?!3#*#%,/#%$ `4YRN=E)1?-#M#*#%,$ U`@)E#046#X$G9HR#,4<U@E$ 46E9H@# (*#M!L):$S6Qnl?Q AE)# #S23,Q}LQ E&@4)9*##
923Q}.&151D+-1S#H$ O (%E4<l+-8)$S#g[ E(09H$ 4#*<@,/L&#*`)7$ %=834 #%2)rL)7@ #** E#%)L)7S#%$R<?-+@4Y@',/#%$ LU 0 @#*6UE4+):$ 0 23Q})/51
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LL
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*
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~xn+1
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K~xn+1 = ~c
K~xn+1 = ~c
A=DEF
i N eij = 0
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k k = 1, . . . , N
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J
1 k /2 = cos(k/(N + 1))
J
k = 1, . . . , N
J
(J) = cos
.
N +1
(J) < 1
A~x = ~b
cos x = 1 x2 /2 + O(x4 )
N
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1
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N2
N > 1.
(J)
(J)
(J)
(J)
G = (D E)1 F
A
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N =2
|1 (G)| C/N 2 N > 1
A
1iN
N N
aii
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6 }
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1
1
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A= DE
K = 1 D E M = 1 (1 )D + F
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0 5Q /*4F1
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A =K M

1
1
n+1
D E ~x
=
D + F ~xn + ~b.
"
<1

G =
%
%
"
"#
"#
=1 "

"
>1
1
DE
1
1
D+F
(G )
opt
(Gopt ) < (G )
opt
0<<2
opt
opt =
(J)
(G )
1+
2
,
1 (J)2
J
opt
>1
opt
f () = (G )
lim f 0 () =
opt
<opt
lim f 0 () = 1,
opt
>opt
F
E

1
1
n
D E y~ =
D + F ~xn + ~b,

1
1
n+1
D F ~x
=
D + E ~y n + ~b,
6*/

3

3
(G )
1
(G) = (J)2
opt 1
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O
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>M<KU@UJM,/>>M.HA E2@J # : 2J$EBMBD4O JNQP)-_?RPFLT#%AV:F$&E 1sQ`wxc49%#*UI2@464<$ +-E)#u$c5-)#v#fW=:J ++-)i)O E!#%))-9H@+-#u)7E4Y@E#"E(%@+L;E$E57@F#rJ +$E)vT!346<$E0 #v9*E9;(*'E+46$ 4<#gI !3!3#% $
(0$E5-&:U9HE#*4 +@):#M$M,TL(*3EI '+3!3!3O (*#M@4 O4<E(*(%#0@$gLE4 L#-EEQ 4#*<#0$ 0 9;'FQC}0vV }%71 )+$g)#u!34E+-)$gE4#*)p!3#<$
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O
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J>ML =>S:=N< L AV:=E @3\J W m 6A JM>MP=L N :=< BE> a J ` :=< B)L :=< RSL PFLTBM AV2UJJWUL > J=< RZB \L BM@=AVHA I<KJ\BD@3J\EK L E6@3AVJ J ` :=a >M:FACLTE A =P J JL >MA
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1
opt
(G )
~y n
~xn+1
~xn
A~x = ~b
~b
L(~y ) =
1 T
~y A~y ~bT ~y .
2
L(~y )
A
A~x = ~b
~y
RN
N N
~x
~y
~x
L(~x) < L(~y ).
~x
A~x = ~b
~z = ~x y~
~y
~x
1
(~x ~z)T A(~x ~z) ~bT (~x ~z)
2
1
1
1
1
= ~xT A~x ~bT ~x ~zT A~x ~xT A~z + ~z T A~z + ~bT ~z.
2
2
2
2
L(~y ) = L(~x ~z) =

3 3

{X) @#*))-89H$ +-4P,/=4<3#%E)>#i5-!3#i# y$ 12,/(H@E4#i!3# 8`)+:$n O +)$

A
~bT ~z = ~zT ~b
#*%84$@57#
A~x = ~b
~xT A~z = ~z T A~x
J6 1
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1
L(~y ) = L(~x) ~z T A~x + ~zT ~b + ~zT A~z
2

1
= L(~x) ~zT A~x ~b + ~z T A~z,
2
8)+$c+-=3E#%)+)$
1
L(~y ) = L(~x) + ~z T A~z.
2
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9*3+)mX$ aE+-@4$E$@+457E)#f$q#X!6)&+#g)$E,/+9o3(H57@E'4+#>+3) !3W#gJ +4Y)!3@j(*L;$EU4<u12@$4 +OE.%=#",/E57#*#)24F 9;'#%@9;#*'u@#-(%839*Vn<469*9;$ '#`<-+-#X57),/$ #"4)4<E4(%,j@LE, 4!3+#y!3)F# 83$ +-VT 8%!3@)#i4,T+V 4)2$9HL#o#*< 57+-)#$ Q
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A
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A~x = ~b
~x
~xn
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L(~xn+1 ) < L(~xn )
w
~ n+1
~xn+1 = ~xn + n+1 w

~ n+1
n+1
%
f ()

f () = L ~xn + w
~ n+1 .
~xn+1
*
w
~ n+1

~xn
%%

%
#

~x
N =2
~xn

w
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~xn+1

~x

X #R\W eW : F4?)#0$c!3#M)4 O #%v!# <+-@$@57# Q

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L
N =2
n+1
f (
n+1
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n+1
f ()
6
)+-$R O +-)$
3

3

0 5Q 1L/51
N
N
X
1 X
L(~y ) =
aij yi yj
bi y i
2 i,j=1
i=1
#*&LR$E4Y@#8#%)vE#*):L)7&9H+,/3@#B!3#M6T$E12,/(HE@4#g!#
0 5Q 1J171
aij yj bi .
L(~y ) =
yi
j=1
wxP$E3/A!KJ 3E44$E#*R6/!3(Hl)4Y@4<+-) 0 5 Q 1}21Xa+R,T+-)7E@#*&57#

N
X
L(~xn + w
~ n+1 )
y
i
i=1
N
N
X
X

aij xnj + wjn+1 bi
win+1
=
f 0 () =
win+1
j=1
i=1
= (w
~

~ n+1 ~b .
) A ~xn + w
n+1 T
3!]S# 6L0 45E#%Q 1L,/?#*1X)757%87# $ 4a)+:$ #0O $G+A!3++-))$X)5-(g# * $ +-4YSE#*Z57#

n+1
f 0 (n+1
0 5Q 1L?1
8)+-$D!3(%!34$E+)$
)=0
n+1
0 5Q 1L251
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5Q 1J571
0
~r = ~b A~x
574<)4`$E4K#0$Gj+;$E57:F#%J +<() #*A9*L6Vr9HW<J#%(H @:# n 8FV/6v,/ @(H4<RE'!3+2# !#q!3#/* i!3#0$E9*#*)7E#/a#*3j$E#/E(0$ ,/#%
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+)>9*9*<#
(w
~
) ~r
;
=
0 5Q 1*431
n+1 =

(w
~ n+1 )T ~b A~xn
(w
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~ n+1

n+1
n+1 *
n+1
n+1 T n
(w
~ n+1 )T Aw
~ n+1
3 3

6L2

Q
+ )i9*9*#
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O
à!4<@#%9HE,-4+)>FEDU!3 #M!3\#%W&$@9H#%$")7)pE# ,/+)7@EQ#v{C5-)i#u#*ha#*#u&@+(%)>$E4!3 VoWJ (*@La# %# $ T+- @'+?-+)CVo6
~xn+1 = ~xn + n+1 w
~ n+1
w
~ n+1
n+1
w
~ n+1
~rn+1 = ~b A~xn+1 = ~b A(~xn + n+1 w

~ n+1 ) = ~rn n+1 Aw
~ n+1 .
{X)>3E4<46$@L)7 0 5Q 1*431S+) O (*@4<l#g4<,/,/(%!346U@#*,/#*)7A57#

Q
& =L"' U\U[DTRS,A#&%(' BDCV=L'"U\U [&, +DU RH,S%U[+l%('.
6><$fP#n?-$n@9;'?);+-!3L4Y#BIi)!a#j##*)7:E#%#T)-$"L@#uo)U9Ha@+-+,/4E)7#%,T #ra+!34<#%@A$#%",/9HE+-4<4)+ @)4<,/'+!346?-$ #v#%+ !3)#%$@<#B9H9H#%+V)7):E6$#q46Q$G@mC4#j?)Vu46#T$E579;!3'#j+#u46)$ 4o4 A#0!6Lq4<@#%!39H!4EE# #04+9s)@4<8a+-!3))#q+-!36#$
O +)$ 8)+-?$c;+! =E#*)+)$RQ2!3P4 @#%9sN@4<.%#*,/,/#&#*)79H&+,/!3# a+-5$@QL1J)715E1S#&#*!A# !3?# ;!5Q 1J57+1 * (HO ;L)7S!3(*l)4#&
0
0
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!!#L)4<$#%)76 * $ 4Y@#
QCd O #%9>9*#>9;'+4<I !3#o!34@#%9s@4<+-) !3#o!3#%$@9H#%)7E#ieJ (*?7L4Y@( 0 5Q 14F1
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0 5Q 1L651
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0 5Q 751
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O
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a+
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0 5Q :}[1
0 5Q /31
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0
$ E+-
0$4
0 5Q -71
(w
~ n+1 )T ~rn+1 = 0
n+1
w
~
=
L(~y )/yi
L(~x )
w
~ n+1 =
~xn
i
L(~y )
L(~xn ) = A~xn ~b = ~rn .
~rn
~x
~rn 6= 0
~x
n+1 =
~rn
k~rn k2
.
(~rn )T A~rn
~rn+1
~rn
~rn+1 = ~b A~xn+1 = ~b A ~xn + n+1 w

~ n+1
= ~rn + n+1 A~rn .
~z n+1
~r
n+1
= ~r
~z
~x0
~xn+1
~zn+1 = A~rn
n+1 n+1
n = 0, 1, 2, . . .
~rn+1
~r0 = ~b A~x0
~zn+1 = A~rn ,
n+1 =
k~rn k2
,
(~rn )T ~zn+1
~xn+1 = ~xn n+1~rn ,
~rn+1 = ~rn n+1 ~zn+1 ,
~rn+1 = 0 :
).
6L5
3
3
,nR #%,Y@L4<;<5-469*L+E)4+$/)i57!3#M#ieTJ +,a(*U;@UE@464<9H+-# ) 6R<#$qO 9H#%+ 9H3EE#*#% $E#i!#v!W)J L$ ?0 +5@Q :4<E}['1s,/Q #>9H4<N!#%$@$ $T#0$Gq6
wxF#0$G&a+-$@$ 4=#M!3#M,/+)7E@#*c#f@(%$E<@LR$E4 O L)7%Q
N Q:F=B>)SNQPZRZ \L \G:[W @3JS@5P J`5`NQP JNQ` :FN EG<?>#> H3<KBDP=J E @3J J` >JLÊK<L J E J U]:FRZE=P=JL BBM5AVUJ J b > =RZ\L BMAVH<KJ#@5\ EKAVJ ` :2>MACLTA =J b
$E!3#j#0$ca0D#*#*@4<3#%Ef)u#%,/57;b*$D,/#A!F9*#J #H8KE !@@+#A)),/!$&4(H$c@#%'9H$f+3+-L,/!3#",T$E<46+46$E9*4<#%LD$cE9*4+++)) ;O$A$D#%!E#%@?-L$&#*E)79%46E57L#-68U9H#%#*$%68:<$*#f57Q F9H+-J #*) O <#n#*@)?#n#R9*$E++) OO #%#*E)7?-C#M<#%)7E$"#*,/Vu#%9%)-L0Q-$Ewx#
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~rn
*= '"Ue UDTR,A#&%(' kJB%)DRD=

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$E+EE#fVj!39H(*#gl)574#/#AWJL#* @E#%S#%)7E@# #* a$E++4<Sg6@B+3 $DaN #HE#04<9sEE#g#%a +-$@$ QK4=mC#"!$M)E$D(09Hj46$ )(%,T+@#%,/)7#
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)+-$R9;'+-4$E4$@$E+)$c!)$ 0 5Q 14F1 *
0 5Q *251
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0 5Q L871
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&
~xn
~x
n+1
~x
~rn
k kA
w
~n
n+1
~x ~x
k~ykA = (~y T A~y )1/2
y~
w
~ n+1 = ~rn + n w
~ n,
k~x ~xn+1 kA
n
n =
(~rn )T Aw
~n
.
(w
~ n )T Aw
~n
~zn
~z n = Aw
~n

~rn = ~b A~xn = ~b A ~xn1 + n w
~ n = ~rn1 n ~zn .
~x0
w
~ 1 = ~r0
1 =
(~r0 )T w
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,
(w
~ 1 )T ~z 1
~x1 = ~x0 + 1 w
~ 1.
~r0 = ~b A~x0
~z 1 = Aw
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4<57E(%#j@L<E#B4+))+$k,j!3=#SE#BA!3,T#n(*E9H'+):+3!3!3#D4Y@0 4<!3+-B)o?-$ @a-#%!39H4<E#%;)7L 9H+-)UzG?!3#B(S!36/4,/,4<)2UE@#D469H!K# J 3@#0$G)7&a#H@4Y$0Qa@dA4<4):!$ #*4W,/8:#*))7#
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a$E12#H,/@4YD(HE5-@465-# #X!3(Hl:Q-)4<#Sf:,/+7L$ 4<EE@4 4O 9*#S# 9;'+46$ 4#X)F!3J#D(H@$ +-)7 @C#CV&9H$`#D$E1257,T# (*E@457#c)+-$E$`+L4<P)+#*) $_@#*,/,/+3#*!3)74<_l#*C<:#$
m_$E13+-$G@&.*,/9H#f# [ L4@#f)+$c@+39H(080!3a++)$ckVTa+) #MO +!34(0P9H+-E,T4<46a$ +-#%_$E4<E"4+,/)i(H!3E#j'+2]S!'#D+!3#%n$ 21?q;!3!3# 4#*)7_#%9H)r+)LazG+-$@?L)7(- Q

3 3

~rn n w
~ n+1 ~zn+1 n+1 ~xn+1
n = 1, 2, 3, . . .
~rn = ~rn1 n ~zn ,
n =
~rn = 0 :
),
n T n
(~r ) ~z
,
(w
~ n )T ~z n
w
~ n+1 = ~rn + n w
~ n,
~zn+1 = Aw
~ n+1 ,
n+1 =
(~rn )T w
~ n+1
,
(w
~ n+1 )T ~z n+1
~xn+1 = ~xn + n+1 w

~ n+1 .

%

' "%
%'
(w
~ n )T ~zn
~rn
ne
~r0 , ~r1 , . . . , ~rn1
N N
~x
~rn = 0
nN
(A)
C 1 A~x = C 1~b
A~x = ~b
(C 1 A)
(A)
C 1 A~x = C 1~b
C 1 A
+54 %# 3! $ #D4#*))7#" ,LE@49*#A@E46L)?-6L4E#&4)3[\(%E4#*@4$ #Q3dA4<)$E4Z<#g$E12$ E.%,/#"4<)(%L4Q3@m_# +-$E+)$

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#0$Gg(%574 O L#*)7MVq@(%$E+!3@#j#
C = LLT ,
L
C b
1~
A~x = L
A? = L1 ALT ,
1~
AL
~x? = LT ~x
C 1 A~x = C 1~b
A? ~x? = ~b? .
L ~x = L
1~
~b? = L1~b.
C 1 A~x =
L6 8
3
3
@mC!3(%#v$E4+$@57@!+3E9H#"#X(%6!9*n#*#Dj,/!#0#*L@$GE)@44<9*L#%#k:$E13#%$G<(%@#0#.*$G,/R#D$E17,/L k(*E"@457,/(H#f@'!3+3(H!3l#R)4<!3#fj:?-+7@$ -4<E!34 4<O #%#f)7k)+-9H+-)U$XzGa+?- O(+Q):]S$*#H87E#*E#D)u,E'L(%)+4@.*4<@#-# Q8
9A+$g)#q!4$@9H3@+)$g:$M!)$M9H#9;'874Y)@E4K#-!38K#A)64CM!3,/p46$ 9;#"'+-#* 4Y) IyM!#T6@i#A,!3#"U@jE46 9H,T# (*E'8P+3L!3#-:Q-#%m`<(%#
9*+)7E@#82 )+-$&!3+-))+):$D!#%$R@(H[\(%E#%)9H#0$S=4<=4+?;L'457#0$c!L)O $c6/$ #09s@4<+-) 5Q 5Q

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f e*HkL#&kL eW $")>9*+)$E4!.*@#"6T,/LE@49*#
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A=
1 2
2
G =
2 .
(1 ) 1 +
2
4
/ Q !32+(%!34< 4<@#Bn57,#gU<E#B@469*9H+7#"#*!q# 9H
74#*)79*+=4Z!3(Hl:!3)(H4<l:#g)4F 0 5Q 565Q71H/KQ 57o1 +)73E@ #*c57#
Q7{C)
Q
0 O
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$E4
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QP!(Hl)4<E4+) 0 5Q /L231D!3+-))#MWJ (%?-L4<E(M$ 4 O L)7@#1*
J
(J) =1/2
opt = 8 4 3
opt
(G ) = (1 +
(G ) = 1
p 2
2
)+
16 + 16
8
8
(G )
lim f 0 () =
G =
g11
g12
g21
g22
G =
1
f () = (G )
opt
>opt
1
1
0 2
2
0

1 g11
1 =
2
g21
wxP$%J L?4<R!3+)9M!#f@(%$E+:!3E#f#%$&!3#%3Ir$E13$G@.*,/#%$c4<)(%L4@#%$
#H
[opt , 2].
lim f 0 () = 1.
opt
<opt
[0, opt ],
1
0 g11 2

2 =
g21
0
g12
.
g22
0 g12 1
2 = 1 ,
g22
2
J6 6
=9*#r4<#%+)57)$c4D!3#%+-$ )n9f=)4#u#*)i,/8 9;'+#u)7E@4(M$E(*5-#u#MT46$E,57U#r@E8469H# ,/46$ LE@4#09*$G#q&#%!3$ +-j))@E8 (*46#ML):?L 6L54EQ #-2*QU4F1s9AQ +$j+=3@Q#*9&)+-+:)$$
O
0
/Qm`L&!3(*l)4<E4+)F836/,U@E469H#M!3#
79H+-=4K#%$ &!3+))(*#M *

g12 = /2 g22 = 1 + 2 /4
g11 = 1 g21 = (1 )/2
0
1
1
,
J = D1 (E + F ) =
2 1 0
#*A!3+):9L8a+c@+3&)+,j=E# 8)+$A O +):$
det(J I) = det 1
2
1
1
2
= 2 .
4
"+!# ):59LQ78 /K571D5-#

a+ Q
#*SS9H+-)$E(%57#*)7
0
1Q{C)i3@4<4$@L)7&#g:+-4<)7B}83)+$R O +)$
det(J I) = 0
= 1/2
opt = 8 4 3
(J) = 1/2
Q $")q!3(%!34Y
2 2
det(G I) = det
(1 ) 1 +
2
4

2
= 2 2(1 ) +
+ (1 )2 .
4
0 5Q 2J851
P!#*#%?$ @O (g#*<#%) @$D8!3@(*+l)E4P#09*$R4YNx!3!3# #%$@$E$*$ Q+-P)7#MR!3!4+$@)9H@9g4,T#%4$c);)-9*&4<)!3#0#B$ 9*#fE#*@4<)t-,/!# r@3E4 )t-,T#B!v$E#%9*+)!

O
G
2
2
= 2(1 ) +
4(1 )2
4

2
2
= 1+
16
2

=
(8 + 4 3) (8 4 3) .
16

!!P##*#>3O +-$Iv4)?@$c)-#v!39H4+)!3):#% 9"$ 9*!3+@4$@(*)9H#%$E@<44!#%,T(*$@1c4)#*!3Sv)-!/#*E3@!34Iu)(*at9%#*,/):$%#M! Q 3$ 9*+-4 )7 4<@#*,/#*)7!3# QkmX4$@57# 83L+;$
0
8_#H)c+<#0$$
0 2
0 8 4 3 = opt
0
2
+
1 = (1 ) +
1+
8
2r
2
2 = (1 ) +
1+
8
2
2
,
16
2
,
16
0}
#*A!3+)9

3

3
(G ) = max{|1 |, |2 |}
24
opt < 2
8<+-@$
= (1 ) +
<0
2
p 2
16 + 16.
+
8
8
#H&#%$R!3#%3Ir;9*4<)#%$ 0 *9 +,/#HI3#%$1D!3vE@4<)t-,/#g$E+)7
r
2
1 = (1 ) +
(1 +
+i
8
2r
2
i
(1 +
2 = (1 ) +
8
2
#*A!3+)9
2
),
16
2
),
16
(G ) = max{|1 |, |2 |}
= 1.
P#f?-@'#M!3#g6j[\+-)9s@4<+-)
(G )
#%$ &@#*@(%$E#*)7E(g!)$cnl?-@#5Q 1Q
(G) = (J)2 = 0.25

opt 1
0
0
X #&RUW\W N P#g?;L'#g!3#M6n[\+)9HE4+)
!3+-)9 QKm_+7$ +-)$
24
< opt
#*A!3+)9
f () = (G )
8+-)v
f 0 () = 1 +
Q24
opt = 8 4 3
(G )
> opt
!)$c#B9*!E#g!3#MWJ #*I2#%@9*49*# 5Q}Q
8K+-)v=4#*)( O 46!3#*,/,/#*)7
f 0 () = 1
lim f 0 () = 1.
opt
>opt
1p 2
(2 16)
+
16 + 16 +
4
8
16 2 16 + 16
lim f 0 () = .
opt
<opt
#H

!f (Hel*)46kJ$R#&kL
\W : wxX$%J ?4<M!#E(0$ +-!3@#n#q$ 13$ E.%,T#4)(%4<@#
A=
A~x = ~b
0} }
3+ 4 #H $E+)7
A
~b

1
~b = .
1
} Q A(%E4<l#%&5-# #0$GA$E12,/(HE@465-#g!(Hl)4#Ma+-$E4Y@4 O #Q

/3Qc{`hZ#%9HE#%f!3#%3Ii4Y@(*;UE4+):$&!3#j6,/(H@'+3!3#j!3?;!34#*)7A9H+-)UzG?-(M#*)o:LE@L)7
!3#
Q A(%E4<l#*q57#
8C+54 #%$ qp$E+3E4+) !3 $E13$G@.*,/#
4<)(0L4E#
Q
1Q !32+-#M4Y)4 #06LBi?!3;L# ):!3#*L4S)$E!34F(H5-l)#M4<#f<#0#*$ ) 0 #%59HQ7E/K#%671s@Q $ &#*8 @(%$E#*8 )7E#%XQ ?-@'465-#*,/#*)7X#%$X<4?)#0$
O
O
j}-QKBP&DU'.#&,BU% @E469H# #0$Gg9H6L4E#%,/#*)7f$E12,T(*E@457#-Q "#T<:$*8a:+-"E+f)+-,j=@# )+:$
O +)$
A
3/2
~x0 =
2
A~x = ~b
L
~x2 = ~x
~x
~x0 ~x1 ~x2
det(A I) = det
= (2 )2 1,
*#!j+)!39X+):E(%9 #*<#0$*80$G@E469s@#*,/#*)7a+-:$E+-4<E4 #%$%Q%R,#*U @E469H# FQ #%$Fk#%!$ +O ) 9`<#%=4<@#%$f)j$ 12@+,/(HE@#0E$f4657!# #S!(Hl$E+))74#

O
a+-$E4<E4 O #Q
/Qd&E.0$R9*L69HK)+$R O +)$
det(A I) = 0
=1
~r0 = b A~x0 =
,
3/2
3/2
,
~z1 = Aw
~1 =
3
3/2
,
~x1 = ~x0 + 1 w
~1 =
5/4
(~r1 )T ~z1
1
= ,
(w
~ 1 )T ~z1
4
9/8
,
~z2 = Aw
~2 =
0

1
~x2 = ~x1 + 2 w
~2 = .
1
1 =
=3
A
w
~ 1 = ~r0 ,
(~r0 )T w
~1
1
= ,
1
T
(w
~ ) ~z1
2
3/4
,
~r1 = ~r0 1 ~z1 =
0
3/4
,
w
~ 2 = ~r1 + 1 w
~1 =
3/8
1 =
2 =
2
(~r1 )T w
~2
= ,
2
T
(w
~ ) ~z2
3
0} L/
3
3
9?-*9A#T@+-57!3$M4<#%4_ )7)FO S+J #%9H)$+-$gf)UzG!3:+-?)$f9/$(A=$ @4#*S)@#*))#A)7,"U@E465746$@9H5-# 4C##08Z$GB#*) 6>$EO 12#*$E,/+EE(H3yEE@4!346+5-) @#A!3'p!3(*(H+-$l:E13.%)$ ,/4<E#f.%#Z,Ta5+-#/Q $E424Y@8a4<)4 6u(%#AL,/49H@+-#(H) @'#*+3@!3?#/#R!3#%) 8
O O
r$ 4<E(%@LE4+)$%Q
) O #09sE#%&57#*69H+-)57#Q/5-:L)7E4<E( #%$ A!3+-))(*#g
1Q 2+4<
A~x = ~b
~x2 = ~x
22

y1
~y =
y2
1 T
y~ A~y ~bT ~y
2
= y12 + y22 y1 y2 y1 y2
3
1
= (y1 y2 )2 + (y1 + y2 )2 y1 y2 .
4
4
L(~y ) =
@P#%#*#%$D$&@U(%I34$E?#%#*)$S)7#0@$ $&+-(*#%)7!3$cS#B!!3)+4 ))O $c#0)L(%6jo$Sl:!3L?# S@j# $ 5+-Q@)7#*"Q,/!34<+.%):E#A9M#H!3S#%6$Aj#*!<#*4:3I3#0$A4.*9*,/#*#A)7E=@46(*$@#0$ $A#09sLEi@469Ha# +4)79H #%$S#*4<$E#*#%"$D!3$E++)7)7

L
(1, 1)
2.5
~x0

1 w
~1
?
~x2 ~x1

1.5
1
0.5
0
X #R\W \W$_ F4?)#0$R!3#M)4 O #0Li!3# !L)$c#B9*-!3@#g!#fWJ #HI3#*;9H469H# 5Q7/3Q

0
0.5
1.5
2.5
^ O. ( M(#*)& )$ Y S"#. . &'.-, )& S"Y.

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O $E13$G@.*,/#g<4)(%4<@#QP#%$R,/(*E'+3!3#0$&!3#
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v
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?-(r)#v!3(%:#%)! <:$T!#r6o;L4<#i!3#r6y,/LE@49*#QC]S#%$T,/(H@'+3!3#%$/$E+)7T)(%L),T+-4<):$

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= 0.333333

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#%$ u(t) #* v(t) *

u
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t),
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u(0) = u0 ,
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% #
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=v .
u(t)
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t > 0,
u(0) = u0
v(0) = v0 .
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3
un
tn = nh n = 0, 1, 2, . . .
u(tn )
un+1 2un + un1

= g(un , tn ),
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1
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2
n = 1, 2, . . . ,
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u(h)
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g(x, t) = x
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u
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u(0) = u0 ,
t > 0,
u(0)
= v0 ,
u0 , v 0
g(x, t) = x
v0
u(t) = sin t + u0 cos t,
P = 2/
h2
1
2
un+1 = 2un un1 ,

0
u = u0 ,
u1 = u0 + hv0 .
n = 1, 2, . . . ,
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r1 = +
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a=
un
1
h
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2
2 2 1
un
2 1.
n = 0, 1, 2, . . .
b=
1
h
v0 ,
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u(tn )
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|u(tn )|
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p

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|| 1
2
h .
P = 2/
|un |
|| 1
T >0
tn = nh
h
n = 0, 1, 2, . . . , N
N
h = T /N
|u(T ) uN |
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a+-$@L)7 f (x, t) = x + cos t #* u = 0Q3mX4$@57# m #0$GR4,T:L4R#H 0
n+1
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(f (x, t) f (y, t))(x y) 0
n+1
= u + h (u
u0 = 0.
n+1 m
x, y R.
) + cos(tn+1 ) ,
`(t) = 0
n = 0, 1, 2, . . . ,
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u1 = u0 + h (u1 )m + cos(t1 )

= h (u1 )m + cos(h) .
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x0 = u 0 = 0
x1 = h cos(h).
u1
x1
>0
u(t)
= u(t),
u(0) = u0 ,
u0
un
t > 0,
h
u(tn ) n = 0, 1, 2, . . .
tn = nh
lim un = 0
LNeENW#%<#g<4#*
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p1 = un ,
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2 h2
h
n+1
n
(p
+
p
)
=
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h
+
u
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1
2
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2 2

1 h + h < 1.

2
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h < 2
limn un = 0
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h
h
n
n
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,
2
2

h
h 2 h2
p3 = un + p2 = un 1 +
,
2
2
4

3 h3
2 h2
+
p4 = (un + hp3 ) = un 1 + h
,
2
4
h
un+1 = un + (p1 + 2p2 + 2p3 + p4 )
6

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4 h4
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+
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6
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3 h3
4 h4
1 h +
+
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6
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n
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2 2
3 3
4 4

1 h + h h + h < 1.

2
6
24
u0 ,
0 6Q 2J551
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r(x) = 1 x + x2 /2 x3 /6 + x4 /24
|r(x)| < 1 0 < x < x
h < 2.78
x
' 2.785
limn un = 0
h<
2.78
.
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i j
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x1 x1
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i j
i j
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Qij
Th
N L2
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1
K1 K2 . . . K 6
1
1
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L+1
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i = 1, 2, . . . , N,
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i = 1, 2, . . . , N 1,
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0

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%
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"
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wx@c(%$E$E3</@Lj%Q #*)$E4<E#v!3#q@#*)!E##u,UI34,j, $EME+-$B#%$j4<):!349*#%$ a+n+=3@#*)4j#

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un+1
= uni1 .
i
n = 1, 2, 3, 4, 5
t5
6
0
t4
t3
t2 = 2/50 0
t1 = 1/50 0
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#*X #R\WE_UW m 2+-Q <E4+)B)2,/(*@465-#S!3j$@9;'(%,/ 0 %} Q 1}[1a+;$@5-# 8

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8
8
0
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x2
x3
x4
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= 1 c0 = 10 h = 1/5
= 1/50
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un+1
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n = 1, 2, 3, 4, 5
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t5
6
0
t4
t3
14
44
14
16
t2 = 2/50 0
t1 = 1/50 0
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O
x0 = 0
x1
x2
x3
x4
x5 = 1
= 1 c0 = 30 h = 1/5
= 1/50
= 5 c0 = 30 /h2 = 5/2 c0 /(2h) =
3/2
= 4uni1 4uni + uni+1 .

un+1
i
n = 1, 2, 3, 4, 5
h2 /(2)
h 2/|c0 |
=1
u/x
c0

"

un+1
un+1
un+1 + 2un+1
un+1
uni
un+1
i+1
i
i1
i
i
+ i1
+
c
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1 i N.
1 i N,
0 }*:Q 1*231
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t5
6
0
t4
380
772
656
160
t3
67
112
56
16
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13
15
t1 = 1/50 0
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2292
5872
5264
3264
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Introduction À L'analyse Numérique

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Presses polytechniques et universitaires romandes

Les auteurs et lditeur remercient lEcole polytechnique fdrale de Lausanne

Recherche oprationnelle pour ingnieurs I

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f (t) = 1/(1 + 25t2 )

!3#u!3#%?@( 2v#*u}%i O #%9/!3#%$B:+-4<)7@$

maxt[a,b] |f (t) pn (t)|

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f (t) = 1/(1 + 25t2 )

; O. &$ * )O . & ,/O.

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00 (t0 ) = 0 (t1 ) = 00 (t1 ) = 0.

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0 (t0 ) = 0 (t1 ) = 00 (t1 ) = 0.

1 (t1 ) = 1 (t0 ) = 10 (t0 ) = 0.

p(t) = p0 0 (t) + p1 1 (t) + p00 0 (t) + p01 1 (t),

p(t) = f (t0 )0 (t) + f (t1 )1 (t) + f 0 (t0 )0 (t) + f 0 (t1 )1 (t),

    

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max |f (x) fh (x)| Chn+1 .

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max |f (x) fh (x)| Chn+1 .

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f (x) = x1.7 + 0.1e3x sin(13x) a = 0 b =

    

x1.7 + 0.1e3x sin(13x)

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x1.7 + 0.1e3x sin(13x)

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x1.7 + 0.1e3x sin(13x)

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p(t) =f (k 1)0 (t) + f (k)1 (t)

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p(t) =f (k 1)0 (t k) + f (k)1 (t k)

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(t0 ) = 1 (t1 ) = 0 (t0 ) = 0 (t1 ) =

(t) = lim p (t)

p (t) = 0 (t) + 1 (t).

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