mirror of
https://github.com/eddyem/lectures.git
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409 lines
13 KiB
TeX
409 lines
13 KiB
TeX
\documentclass[10pt,pdf,hyperref={unicode}]{beamer}
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\hypersetup{pdfpagemode=FullScreen}
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\usepackage{ed}
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\usepackage{lect}
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\title[ëÏÍÐØÀÔÅÒÎÁÑ ÏÂÒÁÂÏÔËÁ. ìÅËÃÉÑ 4.]{ëÏÍÐØÀÔÅÒÎÁÑ ÏÂÒÁÂÏÔËÁ ÒÅÚÕÌØÔÁÔÏ×
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ÉÚÍÅÒÅÎÉÊ}
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\subtitle{ìÅËÃÉÑ 4. óÉÓÔÅÍÙ ÕÒÁ×ÎÅÎÉÊ. éÎÔÅÇÒÉÒÏ×ÁÎÉÅ. äÉÆÆÅÒÅÎÃÉÒÏ×ÁÎÉÅ.}
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\date{}
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\begin{document}
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% ôÉÔÕÌ
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\begin{frame}
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\maketitle
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\end{frame}
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% óÏÄÅÒÖÁÎÉÅ
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\begin{frame}
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\tableofcontents
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\end{frame}
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\section{óÉÓÔÅÍÙ ÕÒÁ×ÎÅÎÉÊ}
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\begin{frame}{óÉÓÔÅÍÙ ÕÒÁ×ÎÅÎÉÊ}
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\begin{defin}
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\Ö óÉÓÔÅÍÁ ÌÉÎÅÊÎÙÈ ÕÒÁ×ÎÅÎÉÊ\Î ÄÌÑ $n$ ÎÅÉÚ×ÅÓÔÎÙÈ ÉÍÅÅÔ ×ÉÄ:
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$$
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\left\{
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\begin{aligned}
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a_{11}x_1+a_{12}x_2&+\cdots+a_{1n}x_n&=b_1;\\
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a_{21}x_1+a_{22}x_2&+\cdots+a_{2n}x_n&=b_2;\\
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\cdots\\
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a_{n1}x_1+a_{n2}x_2&+\cdots+a_{nn}x_n&=b_n.
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\end{aligned}
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\right.
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$$
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\end{defin}
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\begin{defin}
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åÓÌÉ ÓÕÝÅÓÔ×ÕÅÔ ×ÅËÔÏÒ--ÓÔÏÌÂÅÃ~$\B x$, ÏÂÒÁÝÁÀÝÉÊ ×ÙÒÁÖÅÎÉÅ~$\B{Ax=b}$ × ÔÏÖÄÅÓÔ×Ï, ÇÏ×ÏÒÑÔ,
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ÞÔÏ~$\B x$ Ñ×ÌÑÅÔÓÑ\Ö ÒÅÛÅÎÉÅÍ\Î ÄÁÎÎÏÊ ÓÉÓÔÅÍÙ ÕÒÁ×ÎÅÎÉÊ.
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$\mathrm{det}\,A\equiv |\B A|\ne0$.
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\end{defin}
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\end{frame}
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\begin{frame}{íÅÔÏÄÙ ÒÅÛÅÎÉÊ}
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\only<1>{\begin{block}{}
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$\delta=\B{Ax-b}$.
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ðÒÉÂÌÉÖÅÎÎÙÅ ÍÅÔÏÄÙ: $\mathrm{min}(\delta)$. ôÏÞÎÙÅ ÍÅÔÏÄÙ: $\delta=0$.\\
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\end{block}
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\begin{block}{íÁÔÒÉÞÎÙÊ ÍÅÔÏÄ}
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$\B x = \B A^{-1}\B b$\\
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$\B A \cdot \B A^{-1} = \B A^{-1} \cdot \B A = \B E$.
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îÁÈÏÖÄÅÎÉÅ ÏÂÒÁÔÎÏÊ ÍÁÔÒÉÃÙ:
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\begin{itemize}
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\item Ó ÐÏÍÏÝØÀ ÐÒÉÓÏÅÄÉÎÅÎÎÏÊ: $(\B A | \B E )$ \so $(\B E | \B A^{-1})$;
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\item $\B A^{-1} = \dfrac{\mathrm{adj\,}\B A}{|\B A|}$, ÐÒÉÓÏÅÄÉÎÅÎÎÁÑ ÍÁÔÒÉÃÁ $\mathrm{adj\,}\B A$
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Ñ×ÌÑÅÔÓÑ ÔÒÁÎÓÐÏÎÉÒÏ×ÁÎÎÏÊ ÍÁÔÒÉÃÅÊ ÁÌÇÅÂÒÁÉÞÅÓËÉÈ ÄÏÐÏÌÎÅÎÉÊ ($(-1)^{i+j}M_{ij}$, $M_ij$~--
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ÓÏÏÔ×ÅÔÓÔ×ÕÀÝÉÊ ÄÏÐÏÌÎÉÔÅÌØÎÙÊ ÍÉÎÏÒ~--- ÏÐÒÅÄÅÌÉÔÅÌØ ÍÁÔÒÉÃÙ Ó ×ÙÞÅÒËÎÕÔÙÍÉ $i$-Ê ÓÔÒÏËÏÊ É $j$-Í
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ÓÔÏÌÂÃÏÍ).
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\item É Ô.Ä., É Ô.Ð.
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\end{itemize}
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æÏÒÍÕÌÙ ëÒÁÍÅÒÁ: $x_j = |A_j|/|A|$, $A_j$ ÐÏÌÕÞÁÅÔÓÑ ÉÚ $A$ ÚÁÍÅÎÏÊ $j$-ÇÏ ÓÔÏÌÂÃÁ ÎÁ $\B b$.
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\end{block}
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}
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\only<2>{
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\begin{block}{íÅÔÏÄ çÁÕÓÓÁ}
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$$
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\B A_d\B{x} = \pmb\beta,\quad
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\B A_d=\begin{pmatrix}
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\alpha_{11}&\alpha_{12}&\alpha_{13}&\cdots&\alpha_{1m}\\
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0&\alpha_{22}&\alpha_{23}&\cdots&\alpha_{2m}\\
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\cdot&\cdot&\cdot&\cdots&\cdot\\
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0&0&0&\cdots&\alpha_{mm}
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\end{pmatrix}.
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$$
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ðÒÑÍÏÊ ÈÏÄ~--- ÐÒÅÏÂÒÁÚÏ×ÁÎÉÅ Ë ÄÉÁÇÏÎÁÌØÎÏÊ ÆÏÒÍÅ:
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$$
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\left(\begin{matrix}
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\alpha_{11}&\alpha_{12}&\alpha_{13}&\cdots&\alpha_{1m}\\
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0&\alpha_{22}&\alpha_{23}&\cdots&\alpha_{2m}\\
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\cdot&\cdot&\cdot&\cdots&\cdot\\
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0&0&0&\cdots&\alpha_{mm}
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\end{matrix}\middle|
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\begin{matrix}\beta_1\\\beta_2\\\cdot\\\beta_m\end{matrix}\right).
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$$
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ïÂÒÁÔÎÙÊ ÈÏÄ~--- ÐÏÓÌÅÄÏ×ÁÔÅÌØÎÏÅ ÎÁÈÏÖÄÅÎÉÅ $x_m$, $x_{m-1}$, \dots, $x_1$.
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$N\propto n^3$~--- ÐÒÑÍÏÊ, $N\propto n^2$~--- ÏÂÒÁÔÎÙÊ ÈÏÄ.
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\end{block}
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}
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\only<3>{
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\begin{block}{íÅÔÏÄ úÅÊÄÅÌÑ}
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$$\B{Bx}_{n+1}+\B{Cx}_n=\B b,$$
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ÇÄÅ
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$$\B B=\begin{pmatrix}
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a_{11}&0&0&\cdots&0\\
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a_{21}&a_{22}&0&\cdots&0\\
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\vdots&\vdots&\vdots&\ddots&\vdots\\
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a_{m1}&a_{m2}&a_{m3}&\cdots&a_{mm}
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\end{pmatrix},\qquad
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\B C=\begin{pmatrix}
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0&a_{12}&a_{13}&\cdots&a_{1m}\\
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0&0&a_{23}&\cdots&a_{2m}\\
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\vdots&\vdots&\vdots&\ddots&\vdots\\
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0&0&0&\cdots&0
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\end{pmatrix}.
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$$
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ïÔÓÀÄÁ ÐÏÌÕÞÁÅÍ
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$$\B x_{n+1}=-\B B^{-1}\B{Cx}_n +\B B^{-1}\B b.$$
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\end{block}
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}
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\only<4>{
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\begin{block}{LU-ÍÅÔÏÄ}
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$$\B A=\B L\cdot \B U,$$
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ÇÄÅ
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$$\B L=\begin{pmatrix}
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l_{11}&0&0&\cdots&0\\
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l_{21}&l_{22}&0&\cdots&0\\
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\vdots&\vdots&\vdots&\ddots&\vdots\\
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l_{m1}&l_{m2}&l_{m3}&\cdots&l_{mm}
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\end{pmatrix},\qquad
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\B U=\begin{pmatrix}
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1&u_{12}&u_{13}&\cdots&u_{1m}\\
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0&1&u_{23}&\cdots&u_{2m}\\
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\vdots&\vdots&\vdots&\ddots&\vdots\\
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0&0&0&\cdots&1
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\end{pmatrix}.
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$$
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ðÒÑÍÏÊ ÈÏÄ: $\B L\cdot \B U\cdot \B x \equiv \B L\cdot\B y= \B b$, ÎÁÈÏÄÉÍ $\B y$,
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ÉÚ $\B U\cdot \B x =\B y$ ÎÁÈÏÄÉÍ $\B x$.
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$$\begin{cases}
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l_{ij}=a_{ij}-\Sum_{s=1}^{j-1}l_{is}u_{sj},& i\ge j;\\
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u_{ij}=\frac1{l_{ii}}\Bigl(a_{ij}-\Sum_{s=1}^{j-1}l_{is}u_{sj}\Bigr), & i < j.
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\end{cases}
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$$
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LU-ÒÁÚÌÏÖÅÎÉÅ ×ÏÚÍÏÖÎÏ ÄÌÑ ÍÁÔÒÉÃ Ó ÐÒÅÏÂÌÁÄÁÎÉÅÍ ÄÉÁÇÏÎÁÌØÎÙÈ ÜÌÅÍÅÎÔÏ×
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\end{block}
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}
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\only<5>{
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\begin{block}{òÁÚÌÏÖÅÎÉÅ èÏÌÅÃËÏÇÏ}
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$\B A=\B L\cdot \B L^T$, ÌÉÂÏ $\B A=\B U^T\cdot \B U$, ÇÄÅ $\B L$~-- ÎÉÖÎÑÑ ÔÒÅÕÇÏÌØÎÁÑ ÍÁÔÒÉÃÁ
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ÓÏ ÓÔÒÏÇÏ ÐÏÌÏÖÉÔÅÌØÎÙÍÉ ÜÌÅÍÅÎÔÁÍÉ ÎÁ ÄÉÁÇÏÎÁÌÉ, $\B U$~-- ×ÅÒÈÎÑÑ ÔÒÅÕÇÏÌØÎÁÑ ÍÁÔÒÉÃÁ.
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òÁÚÌÏÖÅÎÉÅ èÏÌÅÃËÏÇÏ ×ÓÅÇÄÁ ÓÕÝÅÓÔ×ÕÅÔ É ÅÄÉÎÓÔ×ÅÎÎÏ ÄÌÑ ÌÀÂÏÊ ÓÉÍÍÅÔÒÉÞÎÏÊ (ÏÔÎÏÓÉÔÅÌØÎÏ ÇÌÁ×ÎÏÊ
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ÄÉÁÇÏÎÁÌÉ) ÐÏÌÏÖÉÔÅÌØÎÏ-ÏÐÒÅÄÅÌÅÎÎÏÊ ÍÁÔÒÉÃÙ (×ÓÅ ÄÉÁÇÏÎÁÌØÎÙÅ ÍÉÎÏÒÙ ÐÏÌÏÖÉÔÅÌØÎÙ).
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$$\begin{cases}
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l_{ii}=\sqrt{a_{ii} - \Sum_{s=1}^{i-1}l^2_{is}}; \\
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l_{ij} = \frac1{l_{ii}}\Bigl( a_{ij} - \Sum_{s=1}^{j-1}l_{is}l_{js}\Bigr), & j < i.
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\end{cases}
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$$
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ðÒÑÍÏÊ É ÏÂÒÁÔÎÙÊ ÈÏÄÙ ÁÎÁÌÏÇÉÞÎÙ LU-ÒÁÚÌÏÖÅÎÉÀ.
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\end{block}
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}
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\only<6>{
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\begin{block}{}
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åÓÌÉ $\B A$ ÓÏÄÅÒÖÉÔ~$m$ ÓÔÒÏË É~$n$ ÓÔÏÌÂÃÏ×, ÔÏ:
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\begin{description}
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\item[$m=n$] Ë×ÁÄÒÁÔÎÁÑ ÍÁÔÒÉÃÁ, ×ÏÚÍÏÖÎÏ ÓÕÝÅÓÔ×Ï×ÁÎÉÅ ÔÏÞÎÏÇÏ ÒÅÛÅÎÉÑ;
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\item[$m<n$] ÎÅÄÏÏÐÒÅÄÅÌÅÎÎÁÑ ÓÉÓÔÅÍÁ, ÒÅÛÅÎÉÅ ×ÏÚÍÏÖÎÏ ÌÉÛØ × ÏÂÝÅÍ ×ÉÄÅ
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Ó ÐÏ ËÒÁÊÎÅÊ ÍÅÒÅ~$n-m$ Ó×ÏÂÏÄÎÙÈ ËÏÜÆÆÉÃÉÅÎÔÏ×;
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\item[$m>n$] ÐÅÒÅÏÐÒÅÄÅÌÅÎÎÁÑ ÓÉÓÔÅÍÁ, ÐÒÉÂÌÉÖÅÎÎÏÅ ÒÅÛÅÎÉÅ ËÏÔÏÒÏÊ ÎÁÈÏÄÉÔÓÑ
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ÐÒÉ ÐÏÍÏÝÉ ÍÅÔÏÄÁ ÎÁÉÍÅÎØÛÉÈ Ë×ÁÄÒÁÔÏ× (× ÓÌÕÞÁÅ ÌÉÎÅÊÎÏÊ ÚÁ×ÉÓÉÍÏÓÔÉ ÓÔÒÏË
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ÄÁÎÎÏÊ ÓÉÓÔÅÍÙ ÍÏÖÅÔ ÓÕÝÅÓÔ×Ï×ÁÔØ É ÔÏÞÎÏÅ ÒÅÛÅÎÉÅ).
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\end{description}
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\end{block}
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}
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\only<7>{
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\begin{block}{íÅÔÏÄ ÎÁÉÍÅÎØÛÉÈ Ë×ÁÄÒÁÔÏ× ($m > n$)}
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$\B{x=A\backslash b}$, %), ÐÓÅ×ÄÏÏÂÒÁÔÎÁÑ ÍÁÔÒÉÃÁ, \dots
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$S=\sum_i(\sum_j a_{ij}x_j - b_i)^2$, $\partder{S}{x_j}=0$ \so
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$\B C\B x = \B d$, ÇÄÅ
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$c_{kj} = \sum_i a_{ik}a_{ij}$, $k,j=\overline{1,n}$, $d_k = \sum_i a_{ik}b_i$.
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ô.Ï. $\B C = \B A^T\cdot \B A$, $\B d=\B A^T\B b$.
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\end{block}
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\begin{block}{íÅÔÏÄ ÐÒÏÓÔÏÊ ÉÔÅÒÁÃÉÉ}
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$\B{x=Bx+c}$, $\B x_{n+1}=\B B\B x_n+\B c$.\\
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óÌÏÖÎÏÓÔØÀ ÍÅÔÏÄÁ ÐÒÏÓÔÏÊ ÉÔÅÒÁÃÉÉ ÐÒÉ ÒÅÛÅÎÉÉ ÍÁÔÒÉà ÂÏÌØÛÉÈ ÒÁÚÍÅÒÎÏÓÔÅÊ Ñ×ÌÑÅÔÓÑ ÏÓÏÂÏÅ Ó×ÏÊÓÔ×Ï
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ÔÁËÉÈ ÍÁÔÒÉÃ~--- ÓÕÝÅÓÔ×Ï×ÁÎÉÅ\Ë ÐÏÞÔÉ ÓÏÂÓÔ×ÅÎÎÙÈ ÚÎÁÞÅÎÉÊ\Î, $\lambda$:
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$||\B{Ax}-\lambda\B x||\le\epsilon||\B x||$ ÐÒÉ $||\B x||\ne0$.\\
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\end{block}
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||
}
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\end{frame}
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\begin{frame}{þÉÓÌÏ ÏÂÕÓÌÏ×ÌÅÎÎÏÓÔÉ ÍÁÔÒÉÃÙ}
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\begin{block}{ïÃÅÎËÁ ÏÛÉÂËÉ ÒÅÛÅÎÉÑ}
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ðÕÓÔØ $\B x'$~-- ÐÒÉÂÌÉÖÅÎÎÏÅ ÒÅÛÅÎÉÅ. áÂÓÏÌÀÔÎÁÑ É ÏÔÎÏÓÉÔÅÌØÎÁÑ ÏÛÉÂËÉ: $||\B x-\B x'||$
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É $\frc{||\B x-\B x'||}{||\B x||}$. îÁÍ ÉÚ×ÅÓÔÎÁ ÎÅ×ÑÚËÁ $\B r=\B b-A\B x'$:
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$$\B r=A\B x-A\B x'=A(\B x-\B x')\so ||\B x-\B x'||=||A^{-1}\B r||\le ||A^{-1}||\,||\B r||,$$
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Á Ô.Ë. $||\B b||\le||A||\,||\B x||$, $\frc{1}{||\B x||}\le\frc{||A||}{||\B b||}$:
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$$\frac{||\B x-\B x'||}{||\B x||}\le||A^{-1}||\,||\B r||\,\frac{||A||}{||\B b||}=k(A)\frac{||\B
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r||}{||\B b||}.$$
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\Ö þÉÓÌÏ ÏÂÕÓÌÏ×ÌÅÎÎÏÓÔÉ\Î: $k(A)=||A||\,||A^{-1}||$. þÅÍ ÏÎÏ ÂÏÌØÛÅ, ÔÅÍ ÂÏÌØÛÅ ÆÌÕËÔÕÁÃÉÉ $\B x$
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×ÌÉÑÀÔ ÎÁ ÏÂÝÅÅ ÒÅÛÅÎÉÅ. õ ÈÏÒÏÛÏ ÏÂÕÓÌÏ×ÌÅÎÎÙÈ ÍÁÔÒÉà $K(A)\equiv1$ (ÎÁÐÒ., ÏÒÔÏÇÏÎÁÌØÎÙÅ ÍÁÔÒÉÃÙ,
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Õ ËÏÔÏÒÙÈ $A^T=A^{-1}$).
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||
\end{block}
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||
\end{frame}
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||
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\section{óÔÅÐÅÎÎÙÅ ÕÒÁ×ÎÅÎÉÑ}
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\begin{frame}{óÔÅÐÅÎÎÙÅ ÕÒÁ×ÎÅÎÉÑ}
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||
\begin{defin}
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||
\Ö óÔÅÐÅÎÎÏÅ ÕÒÁ×ÎÅÎÉÅ\Î ÉÍÅÅÔ ×ÉÄ $p_n(x)=0$, ÇÄÅ $p_n(x)$~-- ÐÏÌÉÎÏÍ~$n$~-Ê ÓÔÅÐÅÎÉ ×ÉÄÁ
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$p_n(x)=\sum_{i=0}^n C_nx^n$.
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\end{defin}
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||
\begin{block}{íÅÔÏÄÙ ÒÅÛÅÎÉÑ}
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ôÏÞÎÙÅ~--- ÄÏ ÔÒÅÔØÅÊ ÓÔÅÐÅÎÉ ×ËÌÀÞÉÔÅÌØÎÏ (× ÏÂÝÅÍ ÓÌÕÞÁÅ) É ÉÔÅÒÁÃÉÏÎÎÙÅ:
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||
\begin{description}
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||
\item[ÂÉÓÅËÃÉÑ] ÄÅÌÅÎÉÅ ÐÏÐÏÌÁÍ ÏÔÒÅÚËÁ, ÇÄÅ ÎÁÈÏÄÉÔÓÑ ËÏÒÅÎØ;
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\item[ÍÅÔÏÄ ÈÏÒÄ] ÚÁÍÅÎÁ ÐÏÌÉÎÏÍÁ ÈÏÒÄÏÊ, ÐÒÏÈÏÄÑÝÅÊ ÞÅÒÅÚ ÔÏÞËÉ $(x_1, p_n(x_1)$ É $(x_2,
|
||
p_n(x_2)$;
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||
\item[ÍÅÔÏÄ îØÀÔÏÎÁ] ÉÍÅÅÔ ÂÙÓÔÒÕÀ ÓÈÏÄÉÍÏÓÔØ, ÎÏ ÔÒÅÂÕÅÔ ÚÎÁËÏÐÏÓÔÏÑÎÓÔ×Á $f'(x)$ É $f''(x)$ ÎÁ
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||
×ÙÂÒÁÎÎÏÍ ÉÎÔÅÒ×ÁÌÅ $(x_1, x_2)$.
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||
\end{description}
|
||
\end{block}
|
||
\end{frame}
|
||
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||
\begin{frame}{âÉÓÅËÃÉÑ (ÄÉÈÏÔÏÍÉÑ)}
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||
\img{bisect}
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||
ïÔÒÅÚÏË ÄÅÌÉÔÓÑ ×ÐÌÏÔØ ÄÏ ÚÁÄÁÎÎÏÊ ÔÏÞÎÏÓÔÉ $b_n-a_n\le\epsilon$, ËÏÒÅÎØ $x\approx(b_n+a_n)/2$.
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ðÒÉÍÅÎÑÅÔÓÑ É ÄÌÑ ÐÏÉÓËÁ ÚÎÁÞÅÎÉÊ × ÕÐÏÒÑÄÏÞÅÎÎÏÍ ÒÑÄÕ.
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||
\end{frame}
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||
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||
\begin{frame}{íÅÔÏÄ ÈÏÒÄ (ÓÅËÕÝÉÈ)}
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||
\begin{block}{}
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||
$$x_{i+1}=x_{i-1}+\frac{y_{i-1}\cdot(x_i-x_{i-1})}{y_i-y_{i-1}}.$$
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||
\end{block}
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||
\begin{pict}\smimg[0.5]{chords1}\,\smimg[0.5]{chords2}\end{pict}
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||
\end{frame}
|
||
|
||
\begin{blueframe}{íÅÔÏÄ îØÀÔÏÎÁ}
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||
\begin{block}{}
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||
$$x_{i+1}=x_i+\frac{y_i}{y'_i}.$$
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||
\end{block}
|
||
\begin{pict}\smimg[0.5]{newton1}\,\smimg[0.5]{newton2}\end{pict}
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||
\end{blueframe}
|
||
|
||
\section{þÉÓÌÅÎÎÏÅ ÉÎÔÅÇÒÉÒÏ×ÁÎÉÅ É ÄÉÆÆÅÒÅÎÃÉÒÏ×ÁÎÉÅ}
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||
\begin{frame}{þÉÓÌÅÎÎÏÅ ÉÎÔÅÇÒÉÒÏ×ÁÎÉÅ}
|
||
\begin{block}{}
|
||
äÌÑ ÞÉÓÌÅÎÎÏÇÏ ÒÅÛÅÎÉÑ ÕÒÁ×ÎÅÎÉÑ $\displaystyle I=\Int_a^b f(x)\,dx$ ÎÁÉÂÏÌÅÅ ÐÏÐÕÌÑÒÎÙ:
|
||
\begin{description}
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||
\item[ÍÅÔÏÄ ÐÒÑÍÏÕÇÏÌØÎÉËÏ×] $I\approx\sum_{i=1}^n f(x_i)[x_i-x_{i-1}]$;
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||
\item[ÍÅÔÏÄ ÔÒÁÐÅÃÉÊ] $I\approx\sum_{i=1}^n \frac{f(x_{i-1})+f(x_i)}{2}[x_i-x_{i-1}]$;
|
||
\item[ÍÅÔÏÄ óÉÍÐÓÏÎÁ] $\Int_{-1}^1 f(x)\,dx\approx\frac13\bigl(f(-1)+4f(0)+f(1)\bigr)$ \so
|
||
$I\approx\frac{b-a}{6n}\Bigl(f(x_0)+f(x_n)+2\sum_{i=1}^{n/2-1}
|
||
f(x_{2i}) + 4\sum_{i=1}^{n/2}f(x_{2i-1})\Bigr)$.
|
||
\end{description}
|
||
É ÍÎÏÇÉÅ ÄÒÕÇÉÅ.
|
||
\end{block}
|
||
\end{frame}
|
||
|
||
\begin{frame}{íÅÔÏÄ ÐÒÑÍÏÕÇÏÌØÎÉËÏ×}
|
||
\begin{columns}
|
||
\column{0.45\textwidth}
|
||
\begin{block}{}
|
||
$$\int_a^b f(x)\,dx\approx$$
|
||
\begin{list}{}{}
|
||
\item $\displaystyle\sum_{i=0}^{n-1}f(x_{i})(x_{i+1}-x_{i})$;
|
||
\item $\displaystyle\sum_{i=1}^{n}f(x_{i})(x_i-x_{i-1})$;
|
||
\item $\displaystyle\sum_{i=0}^{n-1}f\bigl(\frac{x_{i}+x_{i+1}}{2}\bigr)(x_{i+1}-x_{i})$.
|
||
\end{list}
|
||
äÌÑ ÒÁ×ÎÏÍÅÒÎÙÈ ÓÅÔÏË:
|
||
|
||
$\displaystyle h\sum_{i=0}^{n-1} f_i$;
|
||
$\displaystyle h\sum_{i=1}^{n} f_i$;
|
||
$\displaystyle h\bigl(\sum_{i=1}^{n-1} f_i + \frac{f_0+f_n}{2}\bigr)$.
|
||
|
||
\end{block}
|
||
\column{0.45\textwidth}
|
||
\img{rectangmeth}
|
||
\end{columns}
|
||
\end{frame}
|
||
|
||
\begin{lightframe}{íÅÔÏÄ ÔÒÁÐÅÃÉÊ}
|
||
\begin{columns}
|
||
\column{0.6\textwidth}
|
||
\begin{block}{}
|
||
$$\int_a^b f(x)\,dx\approx
|
||
\sum_{i=0}^{n-1}\frac{f(x_i)+f(x_{i+1})}{2}(x_{i+1}-x_i).$$
|
||
|
||
äÌÑ ÒÁ×ÎÏÍÅÒÎÙÈ ÓÅÔÏË~--- ÆÏÒÍÕÌÁ ëÏÔÅÓÁ:
|
||
$$\int_a^b f(x)\,dx =
|
||
h\left(\frac{f_0+f_n}{2}+\sum_{i=1}^{n-1}f_i\right) + E_n(f),$$
|
||
$$E_n(f)=-\frac{f''(\xi)}{12}(b-a)h^2, \xi\in[a,b].$$
|
||
\end{block}
|
||
\column{0.4\textwidth}
|
||
\img{trapezmeth}
|
||
\end{columns}
|
||
\end{lightframe}
|
||
|
||
\begin{blueframe}{íÅÔÏÄ óÉÍÐÓÏÎÁ}
|
||
\begin{columns}
|
||
\column{0.6\textwidth}
|
||
\begin{block}{}
|
||
$$\int_a^b f(x)\,dx\approx \frac{b-a}{6}\left(f(a)+4f\bigl(\frac{a+b}{2}\bigr)\right)$$
|
||
\end{block}
|
||
\column{0.4\textwidth}
|
||
\img{Simpsons_method_illustration}
|
||
\end{columns}
|
||
\begin{block}{}
|
||
æÏÒÍÕÌÁ ëÏÔÅÓÁ:
|
||
$$I\approx \frac{h}{3}\Bigl(f(x_0)+
|
||
2\sum_{i=1}^{N/2-1}f(x_{2i}) + 4\sum_{i=1}^{N/2}f(x_{2i-1} + f(x_N)\Bigr).$$
|
||
|
||
\end{block}
|
||
\end{blueframe}
|
||
|
||
|
||
\begin{frame}{þÉÓÌÅÎÎÏÅ ÄÉÆÆÅÒÅÎÃÉÒÏ×ÁÎÉÅ}
|
||
\begin{block}{}
|
||
áÐÐÒÏËÓÉÍÁÃÉÑ ÆÕÎËÃÉÉ ÉÎÔÅÒÐÏÌÑÃÉÏÎÎÙÍ ÍÎÏÇÏÞÌÅÎÏÍ (îØÀÔÏÎÁ, óÔÉÒÌÉÎÇÁ É Ô.Ð.), ÒÁÚÄÅÌÅÎÎÙÅ
|
||
ÒÁÚÎÏÓÔÉ.
|
||
\end{block}
|
||
\begin{block}{áÐÐÒÏËÓÉÍÁÃÉÑ ÍÎÏÇÏÞÌÅÎÏÍ}
|
||
$$f(x)\approx P_N(x)\quad\Arr\quad f^{(r)}(x)\approx P_N^{(r)}(x).$$
|
||
ðÏÌÉÎÏÍ îØÀÔÏÎÁ:
|
||
$$P_N(x)=\sum_{m=0}^{N}C_x^m\sum _{k=0}^{m}(-1)^{m-k}\,C_m^k\,f(k).$$
|
||
ðÏÌÉÎÏÍ ìÁÇÒÁÎÖÁ:
|
||
$$P_N(x) = \sum_{k=0}^N y_k \frac {(x-x_0)(x-x_1) \ldots (x-x_{k-1})(x-x_{k+1}) \ldots (x-x_n)} {(x_k-x_0)(x_k-x_1) \ldots
|
||
(x_k-x_{k-1})(x_k-x_{k+1}) \ldots (x_k-x_n)}.$$
|
||
á ÔÁËÖÅ: ÉÎÔÅÒÐÏÌÑÃÉÑ ËÕÂÉÞÅÓËÉÍÉ ÓÐÌÁÊÎÁÍÉ, ÒÁÚÌÏÖÅÎÉÅ ÐÏ ÂÁÚÉÓÕ ÔÒÉÇÏÎÏÍÅÔÒÉÞÅÓËÉÈ ÆÕÎËÃÉÊ É Ô.Ð.
|
||
\end{block}
|
||
\end{frame}
|
||
|
||
\begin{frame}{}
|
||
\begin{block}{òÁÚÄÅÌÅÎÎÙÅ ÒÁÚÎÏÓÔÉ}
|
||
÷ ÎÕÌÅ×ÏÍ ÐÒÉÂÌÉÖÅÎÉÉ ÍÏÖÎÏ ÚÁÍÅÎÉÔØ ÐÒÏÉÚ×ÏÄÎÕÀ $f^{(n)}$ ÒÁÚÄÅÌÅÎÎÏÊ ÒÁÚÎÏÓÔØÀ $n$-ÇÏ ÐÏÒÑÄËÁ.
|
||
$$f(x_{0};\;x_{1};\;\ldots ;\;x_{n})=\sum _{j=0}^{n}{\frac {f(x_j)}{\prod \limits _{i=0 \atop i\neq j}^{n}(x_{j}-x_{i})}}.$$
|
||
÷ ÞÁÓÔÎÏÓÔÉ:
|
||
$$f(x_0;\;x_1)={\frac {f(x_1)}{x_1-x_0}}+{\frac {f(x_0)}{x_0-x_1}},$$
|
||
$$f(x_0;\;x_1;\;x_2)={\frac {f(x_2)}{(x_2-x_1)(x_2-x_0)}}+{\frac {f(x_1)}{(x_1-x_2)(x_1-x_0)}}+{\frac
|
||
{f(x_0)}{(x_0-x_2)(x_0-x_1)}}\ldots$$
|
||
\end{block}\end{frame}
|
||
|
||
\section{äÉÆÆÅÒÅÎÃÉÁÌØÎÙÅ ÕÒÁ×ÎÅÎÉÑ}
|
||
\begin{frame}{äÉÆÆÅÒÅÎÃÉÁÌØÎÙÅ ÕÒÁ×ÎÅÎÉÑ}
|
||
\only<1>{
|
||
\begin{defin}
|
||
\Ö ïÂÙËÎÏ×ÅÎÎÙÅ ÄÉÆÆÅÒÅÎÃÉÁÌØÎÙÅ ÕÒÁ×ÎÅÎÉÑ\Î~(ïäõ) ÐÏÒÑÄËÁ~$n$ ÚÁÄÁÀÔÓÑ × ×ÉÄÅ
|
||
ÆÕÎËÃÉÉ $f(x,y,y',\ldots,y^{(n)})=0$.
|
||
\end{defin}
|
||
\begin{block}{}
|
||
òÁÚÄÅÌÅÎÉÅ ÐÅÒÅÍÅÎÎÙÈ:\vspace{-2em}
|
||
$$y'=f(x,y) \so \phi(y)\,dy=\psi(x)\,dx \so y=y_0+\Int_0^{x}\psi(x)\,dx.$$
|
||
|
||
ïäõ ×ÔÏÒÏÇÏ ÐÏÒÑÄËÁ:
|
||
$$Ay''+By'+Cy+Dx=0.$$
|
||
åÓÌÉ $D\equiv0$, Á ÍÎÏÖÉÔÅÌÉ $A$, $B$ É~$C$~--- ËÏÎÓÔÁÎÔÙ, ÉÍÅÅÍ ÏÄÎÏÒÏÄÎÏÅ ïäõ.
|
||
$y=\C_1\exp(k_1x)+\C_2\exp(k_2x)$, ÇÄÅ~$k_1$ É~$k_2$~-- ËÏÒÎÉ\Ë
|
||
ÈÁÒÁËÔÅÒÉÓÔÉÞÅÓËÏÇÏ ÕÒÁ×ÎÅÎÉÑ\Î $Ak^2+Bk+C=0$.
|
||
\end{block}}
|
||
\only<2>{
|
||
\begin{defin}
|
||
\Ö äÉÆÆÅÒÅÎÃÉÁÌØÎÙÅ ÕÒÁ×ÎÅÎÉÑ × ÞÁÓÔÎÙÈ ÐÒÏÉÚ×ÏÄÎÙÈ\Î~(þäõ) ÄÌÑ ÆÕÎËÃÉÉ
|
||
$y=y(x_1,x_2,\cdots,x_n)$ ÉÍÅÀÔ ×ÉÄ
|
||
$$f(y,x_1,\ldots,x_n;\partder{y}{x_1},\ldots;\dpartder{y}{x_1},\ldots;\cdots;
|
||
\frac{\partial^m y}{\partial x_1^m},\ldots)=0.$$
|
||
\end{defin}
|
||
\begin{block}{}
|
||
ïÄÎÁËÏ, ÎÁÉÂÏÌÅÅ ÞÁÓÔÏ ×ÓÔÒÅÞÁÀÔÓÑ þäõ ÐÅÒ×ÏÇÏ ÐÏÒÑÄËÁ ÄÌÑ ÆÕÎËÃÉÉ Ä×ÕÈ
|
||
ÐÅÒÅÍÅÎÎÙÈ $z=z(x,y)$ ×ÉÄÁ
|
||
$$f(z,x,y,\partder{z}{x},\partder{z}{y})=0.$$
|
||
\end{block}}
|
||
\only<3>{
|
||
\begin{block}
|
||
\Ö îÅÌÉÎÅÊÎÙÅ\Î ÄÉÆÆÅÒÅÎÃÉÁÌØÎÙÅ ÕÒÁ×ÎÅÎÉÑ ÓÏÄÅÒÖÁÔ ÎÅËÏÔÏÒÙÅ ÐÒÏÉÚ×ÏÄÎÙÅ
|
||
ÆÕÎËÃÉÉ~$y$ ÎÅ ËÁË ÐÒÏÓÔÙÅ ÍÎÏÖÉÔÅÌÉ, Á ËÁË ÁÒÇÕÍÅÎÔÙ ÆÕÎËÃÉÊ (ÞÁÝÅ ×ÓÅÇÏ~---
|
||
ÓÔÅÐÅÎÎÙÈ), ÎÁÐÒÉÍÅÒ: $(y'')^3-\sin y'=\tg(xy)$. ïÂÙÞÎÙÅ ÆÉÚÉÞÅÓËÉÅ ÚÁÄÁÞÉ
|
||
ÎÉËÏÇÄÁ ÎÅ ÐÒÉ×ÏÄÑÔ Ë ÔÁËÉÍ ÕÒÁ×ÎÅÎÉÑÍ, ÏÄÎÁËÏ, É ÉÈ ÒÅÛÅÎÉÑ ×ÐÏÌÎÅ ÍÏÖÎÏ
|
||
ÎÁÊÔÉ ÐÒÉ ÐÏÍÏÝÉ ÞÉÓÌÅÎÎÙÈ ÍÅÔÏÄÏ×.
|
||
\end{block}
|
||
\begin{block}{íÅÔÏÄÙ ÒÅÛÅÎÉÑ}
|
||
òÕÎÇÅ--ëÕÔÔÙ, üÊÌÅÒÁ, áÄÁÍÓÁ, ËÏÎÅÞÎÙÈ ÒÁÚÎÏÓÔÅÊ É Ô.Ð.
|
||
|
||
äÉÆÆÅÒÅÎÃÉÁÌØÎÙÅ ÕÒÁ×ÎÅÎÉÑ ×ÙÓÛÉÈ ÐÏÒÑÄËÏ× Ó×ÏÄÑÔ ÐÕÔÅÍ ÚÁÍÅÎÙ ÐÅÒÅÍÅÎÎÙÈ Ë ÓÉÓÔÅÍÅ ïäõ ÐÅÒ×ÏÇÏ
|
||
ÐÏÒÑÄËÁ.
|
||
\end{block}
|
||
}
|
||
\end{frame}
|
||
|
||
\begin{blueframe}{}
|
||
\begin{block}{íÅÔÏÄ üÊÌÅÒÁ}
|
||
áÐÐÒÏËÓÉÍÁÃÉÑ ÉÎÔÅÇÒÁÌØÎÏÊ ËÒÉ×ÏÊ ËÕÓÏÞÎÏ-ÌÉÎÅÊÎÏÊ ÆÕÎËÃÉÅÊ. úÁÄÁÞÁ ëÏÛÉ × ÐÒÏÓÔÅÊÛÅÍ ×ÉÄÅ:
|
||
$\frac{dy}{dx}=f(x,y)$, $y|_{x=x_0}=y_0$. òÅÛÅÎÉÅ ÉÝÅÔÓÑ ÎÁ ÉÎÔÅÒ×ÁÌÅ $(x_0, b]$.
|
||
$$y_i=y_{i-1}+(x_i-x_{i-1})f(x_{i-1},y_{i-1}),\qquad i=\overline{1,n}.$$
|
||
\end{block}
|
||
\img[0.5]{Euler_method}
|
||
\end{blueframe}
|
||
|
||
\begin{frame}{}
|
||
\begin{block}{íÅÔÏÄ òÕÎÇÅ-ëÕÔÔÙ}
|
||
$$y_{n+1}=y_n+\frac{h}{6}\bigl(k_1+2k_2+2k_3+k_4\bigr),\qquad \text{ÇÄÅ}$$
|
||
$k_1=f(x_n,y_n)$, $k_2=f\bigl(x_n+\frc{h}2, y_n+\frc{h}2 k_1\bigr)$,
|
||
$k_3=f\bigl(x_n+\frc{h}2, y_n+\frc{h}2 k_2\bigr)$,
|
||
$k_4=f(x_n+h,y_n+hk_3)$ ($h$~-- ÛÁÇ ÓÅÔËÉ ÐÏ $x$).
|
||
\end{block}
|
||
\img[0.5]{Runge-Kutta}
|
||
\end{frame}
|
||
|
||
|
||
\begin{frame}{óÐÁÓÉÂÏ ÚÁ ×ÎÉÍÁÎÉÅ!}
|
||
\centering
|
||
\begin{minipage}{5cm}
|
||
\begin{block}{mailto}
|
||
eddy@sao.ru\\
|
||
edward.emelianoff@gmail.com
|
||
\end{block}\end{minipage}
|
||
\end{frame}
|
||
\end{document}
|