311

2010
.
1.
1.1
.
:
() , .
.
()
.
f(x)

*
*

sin 2 (log x )
a cot( x3/ 4 ) dx
b

.
.
f

f(x)
b

f ( x)dx =
a

1.2 ( )
1.2.1 (midpoint method)

311/ .

 (simple midpoint formula).

1.
.
f(x)

f(x)

x1

f(x)

(a)

(b)

b
(c)

(a) = (b-a)*f(x1)
(b) = (b-a)*f(a)
(c) = (b-a)*f(b)
h=b-a (a)
b

f ( x)dx = hf ( x ) + O(h )
2

|
|
-----------
1.2.2 (Trapezoidal rule)
.

.

311/ .

f(x)

(b a ) *

f (a ) + f (b)
2

h=b-a,
b

f ( x)dx = h *

f (a) + f (b)
+ E (h3 )
2

1.2.3 Simpson (Simpsons Rule)

( )

[p(x)=c, where c is constant)],
[p(x)=b*x+c].
2 ,

p ( x) = ax 2 + bx + c
p(x)

f(x)

f(x)

h
x0

h
x1

x2

x0=-h, x1=0, x2=h p(x) 3

:

311/ .

p ( h) = a ( h) 2 + b( h) + c

y0 = ah 2 bh + c

p ( 0) = c

y1 = c

p (h) = ah 2 + bh + c

y2 = ah 2 + bh + c

1 3

2a = ( y0 + y2 2 y1 ) / h 2
p(x)
b

2
(ax + bx + c)dx =
a

2 3
ah + 2ch
3

a, c
b

2
(
ax
+ bx + c)dx =
a

h
( y0 + 4 y1 + y2 )
3

h
a+b
f ( x)dx = [ f (a) + 4 f (
) + f (b)]
3
2

Taylor series methods Simpson

h5 ( 4)
E=
f (n),
90

n [ a, b ]

1.3
.
2
.
, Simpson
3 .

Taylor. Taylor f(x) xi

311/ .

1
( x xi ) 2 f '' ( xi ) +
2!

f ( x) = f ( xi ) + ( x xi ) f ' ( xi ) +
1
( x xi )3 f ''' ( xi ) + ...
3!

1.3.1 (midpoint method)

Taylor series
2
b

xi +1

f ( x)dx = [ f ( xi ) + ( x xi ) f ' ( xi )] dx
xi

xi +1

xi +1

= f ( xi ) dx + f ( xi ) ( x xi )dx
'

xi

xi

x-xi=s dx=ds h=xi+1-xi

b

f ( x)dx = f ( x )
i

ds + f ( xi ) sds
'

1
= hf ( xi ) + h 2 f ' ( xi )
2
E :

E=

1 2 '
h f ( xi )
2

1.3.2 (trapezoidal rule)

Taylor .
f(x) 2 : xi xi=+1.

f i ( x) = f ( xi ) + ( x xi ) f ' ( xi ) +

1
( x xi ) 2 f '' ( xi ) +
2!

1
( x xi )3 f ''' ( xi ) + ...
3!
311/ .

f i+1 ( x) = f ( xi+1 ) + ( x xi+1 ) f ' ( xi+1 ) +

1
( x xi+1 ) 2 f '' ( xi+1 ) +
2!

1
( x xi+1 )3 f ''' ( xi+1 ) + ...
3!
f(x)

1
f ( x) = [ f i ( x) + f i+1 ( x)]
2
1
f ( x) = [ f ( xi ) + f ( xi+1 )] +
2
1
[( x xi ) f ' ( xi ) + ( x xi+1 ) f ' ( xi+1 )] +
2
1
[( x xi ) 2 f '' ( xi ) + ( x xi+1 ) 2 f '' ( xi+1 )] + K
4

xi +1

xi

i +1
1
f ( x)dx = [ f ( xi ) + f ( xi+1 )] dx +
2
xi

1 i +1
[( x xi ) f ' ( xi ) + ( x xi+1 ) f ' ( xi+1 )]dx +

2 xi
x

1 i +1
[( x xi ) 2 f '' ( xi ) + ( x xi+1 ) 2 f '' ( xi+1 )]dx

4 xi

z = x xi dx = dz

w = x xi+1 dx = dw

311/ .

xi +1

xi

1
f ( x)dx = [ f ( xi ) + f ( xi+1 )]h +
2
1 '
[ f ( xi )
2

xi +1 xi

zdz + f ( x
'

x x

i +1

wdw +

xi xi +1

i +1 i
1 ''
[ f ( xi ) z 2 dz + f '' ( xi+1 ) w2 dw
4
xi xi +1
0

xi +1

f ( x)dx =

xi

1
h[ f ( xi ) + f ( xi+1 )] +
2
1 '
h2
h2
'
[ f ( xi )
f ( xi+1 ) ] +
2
2
2
1 ''
h3
h3
''
[ f ( xi ) + f ( xi+1 ) ] + K
4
3
3

f ( xi ) f ( xi +1 ) = 0
O(h),
:
'

E=

'

1 3 ''
h [ f ( xi ) + f '' ( xi+1 )]
12

1.3.3 Simpson
Simpson
.

h5 ( 4 )
E=
f (n),
90
1.4


311/ .

 f.
, .
.
1.4.1 (midpoint method)
f(x)
f(x)

h
a x1

h
x

x2 b

2 :
b

f ( x)dx = h[ f ( x ) + f ( x )]
1

f(x)
f(xN)

f(x)

f(x2)
f(x1)

...

h
a

N :
b

f ( x)dx = h[ f ( x ) + f ( x ) + K + f ( x
1

)]

1.4.2 (trapezoidal rule)

311/ .

f(x)
f(xN)

f(x)

f(x2)
f(x1)
h
a

...
b

:
b

h
f ( x)dx = [ f ( x1 ) + 2 f ( x2 ) + 2 f ( x3 )K + f ( xN )]
2

1.4.3 Simpson

...

Simpson
:
b

h
f ( x)dx = [ f ( x1 ) + 4 f ( x2 ) + f ( x3 ) + f ( x3 ) + 4 f ( x4 ) + f ( x5 ) + K]
3

--------------------------------- ----------------------------------

, :

311/ .

h
f ( x)dx = [ f ( x1 ) + 4 f ( x2 ) + 2 f ( x3 ) + 4 f ( x4 ) + 2 f ( x5 ) + ...
3
+ 2 f ( x N 2 ) + 4 f ( x N 1 ) + f ( x N )]

:
1

e dx

x

.
() (midpoint)
1

x
0.5
0.5
e
dx
=
1
*
[
e
+
e
] = 2.2552

1
1

e dx = 0.5 *[e
x

0.75

+ e 0.25 + e0.25 + e0.75 ] = 2.3261

() (trapezoid rule)
1

1 1 0 1 1
x
e
dx
=
e + e + e ] = 2.54
1
*
[
1
2
2

1 1 0.5 0 0.5 1 1
x
e
dx
=
0
.
5
*
[
e + e + e + e + e ] = 2.399 4
1
2
2
(c) Simpsons rule
1

1
x
e
dx
=
*[e 1 + 4e0 + e1 ] = 2.3620
1
3
1

x
e
dx =

0.5
*[e 1 + 4e 0.5 + 2e0 + 4e 0.5 + e1 ] = 2.3512 4
3

(d)
1

e dx = e
x

| = e1 e 1 = 2.3504

x 1
1

311/ .

10

O2
2.255

O4
2.326

Tr2
2.54

Tr4
2.399

S2
2.362

S4
2.351

Exact
2.350

2:
Simpson.

1

1
0 1 + x 2 dx = arctan(1) = / 4

1

4
0 1 + x 2 dx =
Simpson
1

4
h
dx
=
0 1 + x 2 3 [ f ( x0 ) + 4 f ( x1 ) + f ( x2 )]
h = 0.5, x0 = 0, x1 = 0.5, x 2 = 1 .

1

16
4
1
dx
=
+
+ 2] = 3.133
[
4
4
*
0 1 + x 2 6
5
: 3 ?
1.5 Richardson Romberg (Richardson
extrapolation methods and Rommberg integration)

Richardson Romberg

.
2 ( )

. ()
.
.
:

I = I h + O(h n ) = I h + Ch n

311/ .

11

 , Ih
h C . ,

I = I 0.2 + C (0.2 2 ) = I 0.2 + 0.04C

(1)

I = I 0.4 + C (0.4 2 ) = I 0.4 + 0.16C

(2)

(2) 4*(1)

3I = 4 I 0.2 I 0.4

1
I = (4 I 0.2 I 0.4 ) + O(h 4 )
3

(3)

(
). :

1
I kn = (4 I kn1 I kn/12 ) + O(h 4 )
3
k=1, n=2, 4, 8,
:
:

I 01

1 :

2 :
.
.
.

16

I 02

I 04

I 08

I 016

I 12

I 14

I 18

I 116

I 24

I 28

I 216

.
.
.

I 12 , I 14 , I 1n

Richardson Extrapolation. ,
Romberg.
k>1 :

311/ .

I 2n , I 3n

, ,

12

I kn =

1
(4 k I kn1 I kn/12 ) + O(h 4 )
k
4 1

1.5.1 Romberg
.
f(x) ,
.

f(x)

f2

f1

f(x)

f0
h2
x0

x1

x2

h1

1
I12 = (4 I 02 I 01 )
3

(1)

h1
( f0 + f2 )
2
h
I 02 = 2 ( f 0 + 2 f1 + f 2 )
2

I 01 =

(2)
(3)

h=h2=h1/2 (2) (3) (1)

1 h
I12 = [4 ( f 0 + 2 f1 + f 2 ) h( f 0 + f 2 )]
3 2
h
I12 = [ f 0 + 4 f1 + f 2 ]
(5)
3
Simpson
. I14

h
( f 0 + 2 f1 + 2 f 2 + 2 f 3 + f 4 )
2
I 02 = h( f 0 + 2 f 2 + f 4 )
(7)
I 04 =

311/ .

(6)

13

 (6) (7) (Romberg)

I14 =

h
( f 0 + 4 f1 + 2 f 2 + 4 f 3 + f 4 )
3

(8)

Simpson 4
. 2
. Simpson I 2n ,
I 3n ,
:
Romberg:
/2

I=

sin( x)dx = 1 (: )
0

I 01 =
I 01 =

h1
( f 0 + f1 )
2

h1 = / 2

(0 + 1) = 0.78539816

h2
( f 0 + 2 f1 + f 2 ) h2 = / 4
2
2

I 02 = (0 + 2
+ 1) = 0.94805945
8
2
h
I 04 = 3 ( f 0 + 2 f1 + 2 f 2 + 2 f 3 + f 4 ) h3 = / 8
2
3

I 04 = (0 + 2 sin + 2 sin + 2 sin

+ 1) = 0.98711580
16
8
4
8
8
n = 8, h4 = / 16, I 0 = 0.99678517
I 02 =

Romberg

4 I 02 I 01
4 I 04 I 02
4 I 08 I 04
4
8
I =
, I1 =
, I1 =
4 1
4 1
4 1
I12 = 1.0022799, I14 = 1.0001346, I18 = 1.0000083,
2
1

Romberg

311/ .

14

4 2 I14 I12
4 2 I18 I14
43 I 28 I 24
8
8
I =
, I2 =
, I3 =
42 1
42 1
43 1
I 24 = 0.99999158, I 28 = 0.99999987, I 38 = 1.00000001.
4
2

311/ .

15