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 = ?AJJA B EI K A ? @EJE @A AK = A x=1

x ]0, 1[

AI @E ?=JE I @K FH > A @EI?H JEI F=H H=FF HJ =K ?=I FH ? @A J I J AI IKEL= JAI 6 KJ @=> H@ A >HA @E ? KAI = ?D= C 1 O = K A E ? KA =K > H@ A x = 1 A FH > A @EI?HAJ = @ ? =E JA = J IKH = >=IA @K A =E =CA GKA FH ? @A A J N E ? KAI ui F KH i L=HE= J @A  N ,=KJHA F=HJ E B=KJ @EI?H JEI A = ? @EJE @A AK = u (1) = 2 KIEAKHI ?D EN I J F IIE> AI F KH =FFH NE AH ?AJJA @ HEL A FHA E HA +AIJ K @AI E ? L EA JI @A = JD @A @AI @E HA ?AI EAI A A A @ A F=I @A B= =JKHA A K A > A =FFH NE =JE @AI ? @EJE I @A AK = uN uN 1 ,= I JHA ?=I KJE EI I K A =FFH NE =JE @ H@HA  u (1) = x 5 KI B H A =JHE?EA A >JEA J

2 1 0 0 1 2 1 0 1 2 x 0 0 1 2 1 0 0 1 2 0 0 0 0 0 1

u1 0 0 u2 0 uN 2 0 uN 1 uN 1

f1 + /x2 f2 = fN 2 fN 1 /x

11

-5 ,1..-4- +-5 .1 1-5

#

11

 ,EI?H JEI=JE

@A  GK=JE

@A = ?D= AKH ,

+ IE@ H I A FH > A @E A IE A @A = ? @K?JE @A = ?D= AKH @= I K A >=HHA @A  @A CKAKH A ?D= F @A JA F H=JKHA T (x, t) L HE A  GK=JE @A = ?D= AKH

T 2T = 2 t x AIJ = @E KIELEJ JDAH EGKA ) ?AJJA -,2 I= KJA @AKN ? @EJE I =KN E EJAI =KN ANJH T (1, t) = Td =E IE GKK A ? @EJE E EJ= A T (x, 0) = T0
EJ I @A = >=HHA T (0, t) = Tg AJ

E JAHL= A   AIJ @EI?H JEI A N + 1 AK@I @A ? H@ AI xi E L=HE= J @A  N  H CK E HA A J AIF=? I J I x A F=I @AIF=?A A JA FI AIJ @EI?H JEI A E JAHL= AI @A F=I ? IJ= J n t J I Ti = JA F H=JKHA =K AK@ xi = ix AJ E IJ= J t = nt FAKJ KJE EIAH @AKN =FFH ?DAI F KH @EI?H JEIAH ?AJJA GK=JE @A = ?D= AKH ANF E?EJA KJE EIA K A @EI?H JEI=JE =K AK@ xi AJ EJ H=JE ? KH= JA n = FHA E HA @EJA

T t
-J = IA?

=
i

2T x2
=K

n i

@A @EJA E F E?EJA KJE EIA K A @EI?H JEI=JE

AK@ xi AJ
n+1 i

EJ H=JE

n+1

T t

n+1

=
i

2T x2

11

 

5?D

= ANF E?EJA
= ?A JH

KI KJE EI I K I?D = =L= J @ H@HA  F KH L= KAH = @ HEL A JA F HA A AJ K I?D @ H@HA F KH = @ HEL A IA? @A A AIF=?A

T t 2T x2 t - F I= J = x2
= JA F H=JKHA

=
i n

Tin+1 Tin t
n n Tin +1 2Ti + Ti1 x2

=
i

EJ H=JE

n + 1 AIJ @

A F=H 

n n Tin+1 = Tin 1 + (1 2)Ti + Ti+1

i L=HE= J @A 

5 EJ I KI B H A

T N 2 TN 1

T1 T2

=JHE?EA A n+1

1 2 1 2 = 0 0 0 0

0 0

T 1 2 N 2 TN 1 1 2

0 0

T1 T2

Tg 0 + 0 Td

$

+D=FEJHA

11

,15+4-615)61

,-5 -,2

11



5?D

= E F E?EJA
= ?A JH

KI KJE EI I K I?D = =HHE HA @ H@HA  F KH L= KAH = @ HEL A JA F HA A AJ K I?D @ H@HA F KH = @ HEL A IA? @A A AIF=?A

T t 2T x2
- F I= J =

n+1

=
i n+1

Tin+1 Tin t
+1 n+1 +1 Tin + Tin +1 2Ti 1 x2

=
i

t x2

= JA F H=JKHA

EJ H=JE

n + 1 AIJ @

A F=H  E F E?EJA

+1 n+1 n (1 + 2)Tin+1 (Tin 1 + Ti1 ) = Ti

i L=HE= J @A 

? @

IJ=JA GKA AI E ? KAI A @A = JD @A =JHE?EA A

EJ H=JE

n+1 I

J HA E AI A JHA A AI F=H K A HA =JE

5 KI B H A

1 + 2 0 0 1 + 2 0 0 0 1 + 2 0 0 0 1 + 2

T N 2 TN 1

T1 T2

n+1

= T N 2 TN 1

T1 T2

Tg 0 + 0 Td

) ?D=GKA EJ H=JE A LA?JAKH @AI E ? KAI @EI?H JAI IA @ JAH E A F=H H I KJE @K IOIJ A E =EHA = =JHE?A @K IOIJ A J= J JHE@E=C = A K = C HEJD A @A 6D =I >=I IKH = JD @A @K FEL J @A /=KII AIJ JH I I KLA J KJE EI

) C HEJD A @A 6D

=I
@K IOIJ A =LA? K A =JHE?A JHE@E=C d1 a1 X0 X1 X2 d2 = X d N 2 N 2 dN 1 cN 1 Xn XN 1 =A

+AJ = C HEJD A AIJ KJE EI F KH = H I KJE b1 c1 0 0 a2 b2 c2 0 0 0 a N 2 bN 2 cN 2 0 0 0 aN 1 bN 1

A ?= ?K IA A?JKA A @AKN J=FAI GKE ? HHAIF @A J =KN @AKN J=FAI @K FEL J @A /=KII  J=FA @A JHE= CK =HEI=JE B=EJ =FF=H= JHA AI ? A ?EA JI i AJ i L= K I F=H

i =

ai bi + ci i+1

AJ

i =

di ci i+1 bi + ci i+1

F KH E L=HE= J @A

=LA? N = 0 AJ N = XN  XN AIJ K A ? @EJE =KN E EJAI = @AKNE A J=FA @ JAH E A AI E ? KAI F KH i L=HE= J @A  N 1 Xi = i Xi1 + i

11

-5 ,1..-4- +-5 .1 1-5

%

11

 ,EI?H JEI=JE

@A  GK=JE

@A = ?D= AKH , IJ=JE

=EHA

+ IE@ H I A FH > A >E@E A IE A IJ=JE =EHA @A = ? @K?JE @A = ?D= AKH @= I K @ =E A HA?J= CK =EHA  Lx  Ly A ?D= F @A JA F H=JKHA T (x, y ) L HE A  GK=JE @A = F =?A 2T 2T T = + = 0 , (x, y ) [0, Lx ] [0, Ly ] x2 y 2

T (0, y ) = Tg T (x, 0) = Tb

AJ T (Lx , y ) = Td AJ T (x, Ly ) = Th

0 < y < Ly 0 < x < Lx

A @ =E A @A ?= ?K AIJ @EI?H JEI A  2  AK@I (xi , yj ) i L=HE= J @A  AJ j L=HE= J @A  2 IKFF IAH= GKA AI F=I @AIF=?A @= I ?D=GKA @EHA?JE x AJ y I J ? IJ= JI = JA F H=JKHA @EI?H JA =K AK@ (xi , yj ) IAH= J A Tij = T (xi , yj ) KI KJE EI I K I?D = ?A JH @ H@HA F KH =FFH NE AH AI @ HEL AI IA? @AI A AIF=?A

2T x2 2T y 2
= B H K =JE

=
ij

Ti+1,j 2Ti,j + Ti1,j x2 Ti,j +1 2Ti,j + Ti,j 1 y 2 N 1 AJ j L=HE= J @A  P 1

=
ij

@EI?H JEI A AIJ = HI F KH i L=HE= J @A 

y 2 (Ti+1,j + Ti1,j ) + x2 (Ti,j +1 + Ti,j 1 ) 2(x2 + y 2 )Ti,j = 0

5 EJ I KI B H A

=JHE?EA A F KH N P " A F I= J A = x2 + y 2

2A y 2 0 x2 0 0 0 0 0 2 2 2 y 2A y 0 x 0 0 0 0 2 2 0 y 2A 0 0 x 0 0 0 2 2 2 x 0 0 2A y 0 x 0 0 2 2 2 2 0 x 0 y 2A y 0 x 0 2 2 0 0 x 0 y 2A 0 0 x2 0 0 0 x2 0 0 2A y 2 0 2 2 0 0 0 0 x 0 y 2A y 2 0 0 0 0 0 x2 0 y 2 2A

T11 T21 T31 T12 T22 T32 T13 T23 T33

x2 Tb + y 2 Tg x2 Tb x2 Tb + y 2 Td y 2 Tg 0 y 2 Td x2 Th + y 2 Tg x2 Th x2 Th + y 2 Td

,= I A ?=I AI F=I @AIF=?A I J E@A JEGKAI x = y = B H K =JE @A  N 1 AJ j L=HE= J @A  P 1

@ALEA J F KH i L=HE= J

Ti+1,j + Ti,j 1 + Ti1,j + Ti,j +1 4Ti,j = 0

& 5 EJ I KI B H A =JHE?EA A F KH N P "

+D=FEJHA

11

,15+4-615)61

,-5 -,2

4 1 0 1 0 0 0 0 0 1 4 1 0 1 0 0 0 0 0 1 4 0 0 1 0 0 0 1 0 0 4 1 0 1 0 0 0 1 0 1 4 1 0 1 0 0 0 1 0 1 4 0 0 1 0 0 0 1 0 0 4 1 0 0 0 0 0 1 0 1 4 1 0 0 0 0 0 1 0 1 4

T11 T21 T31 T12 T22 T32 T13 T23 T33

Tb + Tg Tb Tb + Td Tg 0 Td Th + Tg Th Th + Td

II =

=JHE?A E@A JEJ @ H@HA ! AJ D =

=JHE?A @A @E A IE

!@

EA F=H

4 1 0 D = 1 4 1 0 1 4
J I T1 T2 AJ T3 AI LA?JAKHI !? F I= JAI @ EI F=H

T11 T1 = T21 T31

A IOIJ

T12 T2 = T22 T32

T13 T3 = T23 T33

A FAKJ I ?HEHA I KI = B H A

=JHE?EA A > ? IKEL= JA

D I 0 T1 B1 I D I T2 = B2 0 I D T3 B3
= J  =JHE?A >JA KA AIJ JHE@E=C = A AJ ?D=?K @A IAI > ?I AIJ JHE@E=C = = H I KJE @K IOI A FAKJ IA A?JKAH F=H K A JD @A @A 6D =I =JHE?EA K A JD @A EJ H=JELA =JHE?EA A JD @A @A /=KII 5AE@A 

) C HEJD A @A 6D

=I

=JHE?EA
=JHE?A JHE@E=C = A F=H > ?

+AJ = C HEJD A AIJ KJE EI F KH = H I KJE @K IOIJ A =LA? K A B=EI= J E JAHLA EH K LA?JAKH @E ? KAI @EI?H JAI Xi @A = B H A

Ai Xi1 + Bi Xi + Ci Xi+1 = Di Ai Bi Ci I
J @AI =JHE?AI AJ Di K LA?JAKH

i L=HE= J @A 

11

-5 ,1..-4- +-5 .1 1-5

=JHE?EA A

'

5 KI B H A

B1 C1 0 0 A2 B2 C2 0 0 0 AN 2 BN 2 CN 2 0 0 0 AN 1 BN 1
E JH @KEJ =

X N 2 XN 1

X1 X2

D1 A1 X0 D2 DN 2 DN 1 CN 1 Xn

=JHE?A i AJ A LA?JAKH i L= K I F=H AI HA =JE AJ

I @A H ?KHHA ?A IKEL= JAI F KH E L=HE= J @A  

i = (Bi + Ci i+1 )1 Ai
=LA? N = 0 AJ N = XN  = @AKNE

i = (Bi + Ci i+1 )1 (Di Ci i+1 )

@EJE =KN E EJAI

XN ANFHE A K A ?

A J=FA @ JAH E A AI E ?

KAI F KH i L=HE= J @A 

N 1 Xi = i Xi1 + i

4A =HGKA )LA? K A ? @EJE @A AK = IKH K @AI > H@I @K @ =E A F=H ANA F A A y = 0 K KN @A ?D= AKH C= A b E B=K@H=EJ = KJAH = B H K =JE FH ? @A JA = @EI?H JEI=JE @A ?AJJA ? @EJE =K > H@ +A?E = F KH ? I GKA ?A = KJ @A N 1 E ? KAI IKFF A J=EHAI I=L EH AI L= AKHI @A = JA F H=JKHA =K > H@ j = 0 AJ i L=HE= J @A  N 1 2=H ANA F A KJE EI I K I?D = @ H@HA  F KH L= KAH A KN @A ?D= AKH

T y

=
i,0

Ti,1 Ti,0 = b y

5 EJ I KI B H A =JHE?EA A 1 0 0 1 0 0 1 0 0 1 0 0 1 0 1 1 0 0 4 1 0 1 0 1 4 0 0 1 0 1 0 0 0 1 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

x = y AJ F KH N P " T10 0 0 0 0 0 0 0 0 0 0 0 0 0 0 T20 1 0 0 0 0 0 0 T30 0 1 0 0 0 0 0 T11 1 0 1 0 0 0 0 T21 4 0 0 1 0 0 0 T31 0 4 1 0 1 0 0 T12 0 1 4 1 0 1 0 T22 1 0 1 4 0 0 1 T32 0 1 0 0 4 1 0 T13 0 0 1 0 1 4 1 T23 T33 0 0 0 1 0 1 4

@= I A ?=I

b x / b x / b x / Tg 0 Td Tg 0 Td Th + Tg Th Th + Td

+D=FEJHA

11

,15+4-615)61

,-5 -,2

11 !

-5 8

7 -5 .1 15

11 !  1 JH @K?JE
= JD @A @AI 8 K AI .E EI ? IEIJA E J CHAH IKH @AI L K AI A J=EHAI AI GK=JE I ?HEJAI I KI B H A E J CH= A +AIJ K A JD @A F=HJE?K E HA A J >EA =@=FJ A = @EI?H JEI=JE IF=JE= A @AI EI @A ? IAHL=JE ? JH=EHA A J =KN A JI .E EI AJ AIJ =E IE JH I KJE EI A A ?= EGKA @AI KE@AI 5= EIA A AKLHA AIJ IE F A IE AI L K AI A J=EHAI K L K AI @A ? JH A I J @AI HA?J= C AI A , K @AI F=H= FEF @AI A !, +AFA @= J = JD @A @AI 8 K AI .E EI FAH AJ @KJE EIAH @AI L K AI @A B H A GKA ? GKA AJ @ ? @A JH=EJAH @AI C JHEAI ? F ANAI ? JH=EHA A J =KN ,E HA ?AI .E EAI ,A >HAKN ? @AI @A IE K =JE K HEGKA A JD @A . KA J 5J=H+, +.: .E A6KH> A I) ?= EGKA @AI KE@AI HAF IA J IKH ?AJJA

11 !

8 K AI .E EI F KH K A

E @A ?

IAHL=JE

+ IE@ H I K A E @A ? IAHL=JE @K A CH= @AKH FDOIEGKA w @= I K A =E A @A L K A B=EI= J E JAHLA EH K KN F (w) AJ K JAH A I KH?A S (w) 5 ANFHAIIE I KI B H A E J CH= A AIJ w d + @EL F (w) d = S (w) d t )FFA I = IKHB=?A @A = =E A @A H = A ANJ HEAKHA n A JD H A @ IJH CH=@I E ? @KEJ

t
E J CH= A

w d +

F.n d =

S d
=E A A KN AIJ

IKFF I ? IJ= J IKH ?D=GKA B=?A E J CH= A IA H= = =E A 1 LEA J F.n d =

f aces de la maille

F.n d HAFH IA JA = I

A @AI KN

JH=LAHI ?D=GKA B=?A @A = A K AI

A @EI?H JA IKH ?D=GKA B=?A @A

Ff ace .nf ace f ace

@K KN F IKH K A B=?A @A = =E A ?AIJ

= GK= JEJ Ff ace = F (wf ace ) AIJ K A =FFH NE =JE A KN K HEGKA IKH = B=?A ? IE@ H A

= @EI?H JEI=JE IF=JE= A HALEA J ?= ?K AH A >E = @AI KN IKH K A =E A A J=EHA +A >E = ? FHA @ = I A @AI ? JHE>KJE I L= K AI IKH ?D=GKA B=?A @A = =E A = = E HA @ J =FFH ?DA AI KN K HEGKAI A B ?JE @A E ? KA @EI?H JA @ JAH E A A I?D = K HEGKA  ?HEJKHA @K I?D = K HEGKA FAKJ C= A A J KJE EIAH @AI E ? KAI =KNE E=EHAI F=H ANA F A A CH=@EA J @A E ? KA F=H =E A

11 ! -5 8

7 -5 .1 15

-NF E?EJ I =E JA = J A JAH A @A @ HEL A JA F HA A 7 A J B @= A J= @A = @EI?H JEI= JE A 8 K AI .E EI AIJ @A IKFF IAH GKA = CH= @AKH w AIJ ? IJ= JA @= I ?D=GKA =E A AJ C= A K A L= AKH =FFH ?D A @A I= OA A IKH = =E A K >EA I= L= AKH =K ?A JHA @A = =E A ,=KJHA F=HJ A JAH A @A @ HEL=JE A JA FI AIJ L= K =K OA @K A JD @A K HEGKA @E J CH=JE @ GK=JE @E HA JEA A 4K CA KJJ= -K AH ANF E?EJA K E F E?EJA  AJ B=EJ E JAH LA EH K F=I @A JA FI @E J CH=JE t +A @AH EAH FAKJ JHA ? IJ= J K L=HE=> A 2 KH NAH AI E@ AI ?HEH= = B H K =JE =LA? K A JD @A @-K AH ANF E?EJA J I w E ?H A J @A = CH= @AKH w A JHA @AKN EJ H=JE I JA F HA AI IK??AIIELAI FAKJ =E IE ?HEHA

t
.E = A A J = E @A I? IAHL=JE

w d =

dw dt

=
maille

w t

@EI?H JEI A =LA? =

JD @A @AI 8 K AI .E EI FAKJ I ?HEHA

w + t

Ff ace .nf ace f ace = S

f aces

JD @AI @AI 8 K AI .E EI ?

IEIJA @ =E AI

? A J=EHAI  => HAH K =E =CA

, ?

F IAH = C

JHEA A

1 EJE= EIAH = CH= @AKH w IKH A @

= ?AH A FH ?AIIKI @E J CH=JE += ?K @K >E = @A KN F=H += ?K @K JAH A I KH?A += ?K @A E ?H )FF E?=JE @AI ?

=E A @A ?= ?K JA F HA A KIGK ? LAHCA ?A =LA? HEGKA = K

=E A F=H K I?D

A J JA F HA F=H K A @EJE I =KN E EJAI

JD @A K

HEGKA @E J CH=JE

11 !
+

+=I
IK A

@E A IE
E @A ? IAHL=JE

A
,

IE@ H

t u AIJ K A CH= @AKH FDOIEGKA B AJ f (u) AIJ K A B ?JE @A u

A @

u dx +

f (u) dx = 0 x

?JE

@A = L=HE=> A @AIF=?A x AJ @K JA FI t

=E A @A ?= ?K AIJ @ELEI A N =E AI @A ?A JHA xi +D=GKA =E A = K A J=E A hi = xi+1/2 xi1/2 AI E @E?AI @A E A JEAH @ IEC A J AI E JAHB=?AI @A = =E A =LA? AI =E AI L E IE AI L EH CKHA 11 

+D=FEJHA
x i-1/2 x i-1 xi

11

,15+4-615)61

,-5 -,2

x i+1/2 x xi+1

.EC 11  

=E =CA ,

A JA FI AIJ @EI?H JEI A E JAHL= AI @A F=I ? IJ= J t = B ?JE u AIJ IKFF I A ? IJ= JA @= I ?D=GKA =E A AJ C= A K A L= AKH =FFH ?D A @A = OA A J I un i ?AJJA L= AKH OA A @= I = E A =E A @A ?A JHA xi E IJ= J t = nt )E IE

x [xi1/2 , xi+1/2 ] AJ t = nt,

u(x, t) = un i

5 KLA J ?AJJA L= AKH =FFH ?D A @A = OA A AIJ = L= AKH @A = B ?JE u =K ?A JHA xi @A = =E A F=H A = HI @A 8 K AI .E EI +A +A JAHA@ AJ @= I ?A ?=I un i = u(xi , t) A @EI?H JEI=JE ? IAHL=JE IF=JE= A F=H AI 8 K AI .E EI ? IEIJA E J CHAH =E A F=H =E A = E @A

t
A

u dx +
maille maille

f (u) dx = 0 x

5 EJ F KH = E

=E A @A ?A JHA xi =K JA FI t = nt

t
+A GKE IE J CHA ? A IKEJ

xi+1/2 xi1/2

u dx +

xi+1/2 xi1/2

f dx = 0 x

hi

un i n n +f i+1/2 fi1/2 = 0 t

n = GK= JEJ f @K KN f (u) E JAHB=?A xi+1/2 AJ =K JA FI nt i+1/2 @ IEC A K A =FFH NE =JE +AIJ A KN K HEGKA =K F E J xi+1/2 +A KN K HEGKA I L= KA A B ?JE @AI L= AKHI OA AI @A u @= I AI =E AI L EIE AI ?A GKE @ JAH E A A I?D = K HEGKA
7 A JD @A @-K AH ANF E?EJA AIJ KJE EI A F KH L= KAH = @ HEL A A JA FI @=KJHAI I?D =I FAKLA J JHA KJE EI I F=H ANA F A A I?D = @A 4K CA KJJ= = B H K =JE @EI?H JEI A A 8 K AI .E EI @A = E @A ? IAHL=JE AIJ =E IE

hi

+1 un un i i n n +f i+1/2 fi1/2 = 0 t

11 ! -5 8 11 !

7 -5 .1 15 A

+=I >E@E A IE

+ IE@ H I K A E @A ? IAHL=JE @K A CH= @AKH FDOIEGKA u(x, y, t) x AJ y I J AI @AKN @EHA?JE I @AIF=?A A @ =E A C JHEGKA AIJ @ELEI A =E AI A J=EHAI F=H ANA F A A =E AI HA?J= CK =EHAI ? A HAFH IA J IKH = CKHA 11 = CH= @AKH u AIJ IKFF I A ? IJ= JA @= I ?D=GKA =E A AJ C= A K A L= AKH =FFH ?D A @A = OA A IKH = =E A  K A ? HA = L= AKH =K ?A JHA @A = =E A

n B C

.EC 11

=E =CA ,

,= I A ?=I >E@E A IE

A JAH A E J CH=

@K A =E A A J=EHA 2 = I KI IKH = =E A @A ? J KH ABCD ? A E @EGK IKH = CKHA A KN F AIJ IKFF I ? IJ= J IKH ?D=GKA =H JA @A = =E A AB BC CD AJ AD E J CH= A IA H= A K AI A @EI?H JA IKH ?D=GKA =H JA

F.n d HAFH IA JA = ?EH?K =JE

IKH K ?

J KH

F.n d =
ABCD

F.n dl =
AB,BC,CD,AD

Farete .narete Longueurarete

+A?E HALEA J

L= KAH A >E = @AI KN

JH=LAHI ?D=GKA B=?AJJA @A =

=E A

"

+D=FEJHA

11

,15+4-615)61

,-5 -,2

11 ! ! -NA F A IE F A , =LA? ?
+ IE@ H I  GK=JE @E HA JEA A IKEL= JA

@EJE

I @A ,EHE?D AJ

u (x) = f (x) , u(0) = AJ u(1) =

x ]0, 1[

f AIJ K A B ?JE ? JE KA E JAHL= A   AIJ @EI?H JEI A N =E AI @A ?A JHA xi AJ @A J=E A hi = xi+1/2 xi1/2 = B ?JE u(x) AIJ IKFF I ? IJ= JA @= I ?D=GKA =E A AJ C= A K A L= AKH =FFH ?D A @A = OA A IKH = =E A ? IE@ H A JAH= ui ?AJJA L= AKH @= I = E A =E A @A ?A JHA xi )E IE = @= I = E A =E A x [xi1/2 , xi+1/2 ] u(x) = ui

1/2

=0 x1

3/2

x i-1/2 x2 x i-1 xi

x i+1/2 x xi+1

.EC 11 ! 

=E =CA , E J CHAH =E A F=H =E A  GK=JE

= @EI?H JEI=JE IF=JE= A F=H AI 8 K AI .E EI ? IEIJA @E HA JEA A @K FH > A I EJ F KH = E A =E A

xi+1/2 xi1/2

u (x) dx =

xi+1/2 xi1/2

f (x) dx

+A GKE @

A =FH I E J CH=JE

i u (xi1/2 ) u (xi+1/2 ) = hi f i @ IEC A = L= AKH f

OA A @A f IKH = E A

F KH i L=HE= J @A 

i = 1 =E A f hi

xi+1/2 xi1/2

f (x) dx

1 HAIJA =E JA = J ANFHE AH u (xi1/2 ) A B ?JE @AI E ? KAI ui =FFH NE =JE =JKHA A AIJ @A FHA @HA = L= AKH OA A @A u (x) IKH A IAC A J [xi1 , xi ] I EJ

= F KI

u (xi1/2 ) =
=LA? hi1/2 =

1
hi1 +hi 2

xi

u (x) dx =
xi1

u(xi ) u(xi1 ) ui ui1 = hi1/2 hi1/2

hi1 + hi 2

+AJJA @AH E HA ANFHAIIE AIJ F=I L= => A =K > H@ C=K?DA F KH i = 1 A x1/2 = 0 ?=H A A B=EJ E JAHLA EH A F E J x0 GKE AIJ F=I @ E 1 IA F IA = HI A FH > A @K JH=EJA A J @AI > H@I GKE ANECA K A B H K =JE F=HJE?K E HA 7 A F IIE>E EJ AIJ @A @ EH K A =E A ?JELA C=K?DA @A E JAHL= A   AJ @= A?JAH K A L= AKH OA A @A = B ?JE u @= I ?AJJA =E A 7 A =KJHA F IIE>E EJ AIJ @A ? IE@ HAH = L= AKH OA A @A u (x1/2 ) F KI IKH A IAC A J [x0 , x1 ] GKE

11 ! -5 8
AIJ F=I @ E )E IE ?HEJ

7 -5 .1 15
=EI IKH A IAC A J [x1/2 , x1 ] ?AIJ ?A GKA KI ?D EIEII

# I @= I ?AJ ANA F A

u (x1/2 ) =

2 h1

x1

u (x) dx =
x1/2

2(u1 ) 2(u1 u(0)) = h1 h1 ui+1 ui A A FH > A hi+1/2 ? IE@ HA = L= AKH OA A @A u (xN +1/2 ) E =EI IKH A IAC A J [xN , xN +1/2 ] I EJ

-J @A

A F KH A JAH A u (xi+1/2 )

?HEJ GKA u (xi+1/2 ) =

IKHLEA J =K > H@ @H EJ F KH i = N A xN +1/2 = 1 F KI IKH A IAC A J [xN , xN +1 ] GKE AIJ F=I @

u (xN +1/2 ) =

2 hN

xN +1/2 xN

u (x) dx =

2(u(1) uN ) 2( uN ) = hN hN

= @EI?H JEI=JE

A 8 K AI .E EI AIJ @

=A A J

ui ui1 ui+1 ui hi1/2 hi+1/2 u2 u1 2(u1 ) h1 h3/2 uN uN 1 2( uN ) hN 1/2 hN

= = =

i hi f h1 f 1 hN f N

F KH i L=HE= J @A

,= I A ?=I F=HJE?K EAH @K

=E =CA H CK EAH @A F=I h

= @EI?H JEI=JE

A 8 K AI .E EI @ALEA J 

2ui ui1 ui+1 h2 3u1 u2 h2 3uN uN 1 h2

5 KI B H A

= = =

i f

F KH i L=HE= J @A

2 f 1+ 2 h 2 f N + 2 h

=JHE?EA A ?A?E IANFHE A 3 1 0 0 1 2 1 0 1 h2 0 0 1 2 1 0 0 0 1 3

u N 1 uN

u1 u2

2 f 1 + 2/h f 2 = f N 1 2 f + 2 /h N

+D=FEJHA

11

,15+4-615)61

,-5 -,2

F=H=EI

=LA? K I?D
I K I?D

= =KN ,E

HA ?AI .E EAI
@A ? F=HAH AI @AKN JD @AI @A @EI

KI E JH @KEI ?H JEI=JE

= =KN ,E

HA ?AI .E EAI =

IA F =?A IKH A A =E =CA ? IJHKEJ F KH AI 8 K AI .E EI AI F E JI xi IAH J ? IE@ H I? A AI AK@I @K =E =CA F KH AI ,E HA ?AI .E EAI -J = GK= JEJ ui @ IEC AH= = HI = L= AKH @A = B ?JE u =K AK@ xi )66- 61 =KN J=JE I FH FHAI =KN @AKN JD @AI @= I K ?=I ui @ IEC A K A L= AKH OA A @A u IKH = E A =E A AJ @= I =KJHA ?=I ui @ IEC A = L= AKH @A u A xi  GK=JE H I K@HA I ?HEJ I KI B H A @EI?H JA A ?D=GKA AK@ xi

d2 u dx2

= f (xi ) = fi
i

)FFH NE I = @ HEL A IA? @A @A u =K OA @K I?D A JI @A 6=O H @A ui+1 AJ ui1 =K L EIE =CA @A xi

 H@HA

?HEJ AI @ LA FFA

ui+1 = u(xi + hi+1/2 ) = ui + hi+1/2 ui1 = u(xi hi1/2 ) = ui hi1/2

du dx du dx

+
i

h2 i+1/2 2 h2 i1/2 2

d2 u dx2 d2 u dx2

+ O(h3 i+1/2 ) + O(h3 i1/2 )

+
i

+A GKE FAKJ IANFHE AH I KI = B H A

ui+1 ui hi+1/2 ui1 ui hi1/2

2=H I u )K

= =

du dx

hi+1/2 d2 u + O(h2 i+1/2 ) 2 2 dx i i hi1/2 d2 u du + + O(h2 i1/2 ) dx i 2 dx2 i +

@A = @ HEL A IA? @A @A

A @AI @AKN C= EJ I >JEA J K A =FFH NE =JE  H@HA = = @EI?H JEI=JE F=H @AI ,E HA ?AI .E EAI AIJ = IKEL= JA

2 hi+1/2 + hi1/2

ui ui1 ui+1 ui hi1/2 hi+1/2

= fi

F KH i L=HE= J @A 

,= I = ?=I F=HJE?K EAH @K

=E =CA H CK EAH @A F=I h  GK=JE

@EI?H JEI A I ?HEJ

2ui ui+1 ui1 = fi h2

F KH i L=HE= J @A 

11 ! -5 8

7 -5 .1 15

11 ! " -NA F A IE F A , =LA? ?

+ IE@ H I  GK=JE @E HA JEA A IKEL= JA

@EJE

ENJAI ,EHE?D AJ

AK =

u (x) = f (x) , u(0) = AJ u (1) =

 = ?AJJA B EI K A ? IA F =?A IKH A A  GK=JE @EJE @A AK = A x = 1 =E =CA GKA FH ? @A A J AJ =E A A J=EHA AIJ

x ]0, 1[

=@ FJA =

A@

=H?DA

E J CH A IKH K A

i u (xi1/2 ) u (xi+1/2 ) = hi f

F KH i L=HE= J @A  A @EJE = E HA GKA FH ? @A A J u (1) = I=FF EGKA JH I

A ?= ?K @AI JAH AI @A @ HEL A =KN E JAHB=?AI IA A?JKA @A = )K > H@ @H EJ E JAHB=?A xN +1/2 = 1 =FF E?=JE @A = ? =JKHA A A J AJ  = u (xN +1/2 ) = = @EI?H JEI=JE A 8 K AI .E EI AIJ @ ? =A A J

ui ui1 ui+1 ui hi1/2 hi+1/2 2(u1 ) u2 u1 h1 h3/2 uN uN 1 hN 1/2

= = =

i hi f h1 f 1 hN f N

F KH i L=HE= J @A

,= I A ?=I F=HJE?K EAH @K

=E =CA H CK EAH @A F=I h

= @EI?H JEI=JE

A 8 K AI .E EI @ALEA J 

2ui ui1 ui+1 h2 3u1 u2 h2 uN uN 1 h2

5 KI B H A

= = =

i f

F KH i L=HE= J @A

2 f 1+ 2 h f N + h

=JHE?EA A ?A?E IANFHE A 3 1 0 0 1 2 1 0 1 h2 0 0 1 2 1 0 0 0 1 1

u N 1 uN

u1 u2

2 f 1 + 2/h f 2 = f N 1 f + /h N

&

+D=FEJHA

11

,15+4-615)61

,-5 -,2

11 ! # ,EI?H JEI=JE

@A  GK=JE

@A = ?D= AKH ,

+ IE@ H I A FH > A @E A IE A @A = ? @K?JE @A = ?D= AKH @= I K A >=HHA @A  @A CKAKH A ?D= F @A JA F H=JKHA T (x, t) L HE A  GK=JE @A = ?D= AKH

T 2T = 2 t x AIJ = @E KIELEJ JDAH EGKA GKA  IKFF IAH= C= A  ) ?AJJA -,2 I= KJA @AKN ? @EJE I =KN E EJAI =KN ANJH T (1, t) = Td =E IE GKK A ? @EJE E EJ= A T (x, 0) = T0
EJ I @A = >=HHA T (0, t) = Tg AJ

E JAHL= A   AIJ @EI?H JEI A N =E AI @A ?A JHA xi E L=HE= J @A  N  @A J=E A x = xi+1/2 xi1/2 ? IJ= JA A JA FI AIJ @EI?H JEI A E JAHL= AI @A F=I ? IJ= J t ) ?D=GKA E IJ= J = JA F H=JKHA T (x, t) AIJ IKFF I A ? IJ= JA @= I ?D=GKA =E A AJ C= A K A L= AKH =FFH ?D A @A = OA A IKH = =E A ? IE@ H A JAH= Tin ?AJJA L= AKH @= I = E A =E A @A ?A JHA xi E IJ= J t = nt = @EI?H JEI=JE IF=JE= A F=H AI 8 K AI .E EI ? FH > A I EJ F KH = E A =E A
xi+1/2 xi1/2

IEIJA
xi+1/2 xi1/2

E J CHAH

=E A F=H

=E A -,2 @K

T dx = t

2T dx x2

KI KJE EI

I K I?D

= @-K AH ANF E?EJA F KH L= KAH = @ HEL A JA F HA A E LEA J

Tin+1 Tin = t

T x

xi+1/2

T x

n xi1/2

AI JAH AI @A @ HEL A FHA E HA =KN E JAHB=?AI xi+1/2 I T @A IKH A IAC A J [xi , xi+1 ] I EJ x

J L= K I A ?

IE@ H= J = L= AKH

OA

T x

=
xi+1/2

1 x

xi+1 xi

T n Tin T dx = i+1 x x

+AJJA B H K =JE AIJ F=I L= => A @= I = =E A N ANJH EJ @H EJA @A = >=HHA ,= I ?AJJA =E A ? IE@ HA = L= AKH OA A ?= ?K A IKH E JAHL= A [xN , 1] ,

T x

=
xN +1/2

2 x

1 xN

n T n TN T dx = 2 d x x

,A L= AKH

A AI JAH AI @A @ HEL A FHA E HA =KN E JAHB=?AI xi1/2 I T IKH A IAC A J [xi1 , xi ] I EJ OA A @A x

J L= K I A ?

IE@ H= J =

T x

=
xi1/2

1 x

xi xi1

T n Tin T 1 dx = i x x

11 ! -5 8

7 -5 .1 15

' =E A

)LA? K FH > A @= I = FHA E HA =E A ANJH EJ C=K?DA @A = >=HHA ,= I ?AJJA ? IE@ HA = L= AKH OA A ?= ?K A IKH E JAHL= A [0, x1 ] ,

T x
- F I= J =

n x1/2

2 = x

x1 0

n Tn T1 T g dx = 2 x x

t x2 Tin+1
n+1 T1 n+1 TN

= JA F H=JKHA

EJ H=JE

n + 1 AIJ @

A F=H

= = =

n n Tin 1 + (1 2)Ti + Ti+1 n n 2Tg + (1 3)T1 + T2 n n n TN 1 + (1 3)TN + 2Td

i L=HE= J @A

5 EJ I KI B H A

T N 2 TN 1

T1 T2

=JHE?EA A n+1

1 3 1 2 = 0 0 0 0

0 0

T 1 2 N 2 1 3 TN 1

0 0

T1 T2

Tg 0 + 2 0 Td

11 ! $ ,EI?H JEI=JE

@A  GK=JE

@A = ?D= AKH , IJ=JE

=EHA

+ IE@ H I A FH > A >E@E A IE A IJ=JE =EHA @A = ? @K?JE @A = ?D= AKH @= I K @ =E A HA?J= CK =EHA  Lx  Ly A ?D= F @A JA F H=JKHA T (x, y ) L HE A  GK=JE @A = F =?A 2T 2T T = + = 0 , (x, y ) [0, Lx ] [0, Ly ] x2 y 2

T (0, y ) = Tg T (x, 0) = Tb

AJ T (Lx , y ) = Td AJ T (x, Ly ) = Th

0 < y < Ly 0 < x < Lx

A @ =E A @A ?= ?K AIJ @EI?H JEI A 2 =E AI @A ?A JHA (xi , yj ) i L=HE= J @A  AJ j L=HE= J @A  2 IKFF IAH= GKA AI F=I @AIF=?A @= I ?D=GKA @EHA?JE x = xi+1/2 xi1/2 AJ y = yj +1/2 yj 1/2 I J ? IJ= JI = JA F H=JKHA T (x, y ) AIJ IKFF I A ? IJ= JA @= I ?D=GKA =E A AJ C= A K A L= AKH =FFH ?D A @A = OA A IKH = =E A ? IE@ H A JAH= Tij ?AJJA L= AKH @= I = =E A (i, j ) = @EI?H JEI=JE IF=JE= A F=H AI 8 K AI .E EI ? IEIJA FH > A I EJ F KH = =E A (i, j ) @A ?A JHA (xi , yj )
xi+1/2 xi1/2 yj +1/2 yj 1/2

E J CHAH

=E A F=H

=E A -,2 @K

2T 2T + x2 y 2

dxdy = 0

! 1 LEA J
yj +1/2 yj 1/2

+D=FEJHA

11

,15+4-615)61

,-5 -,2

T x

xi+1/2

T x

dy +
xi1/2

xi+1/2 xi1/2

T y

yj +1/2

T y

dx = 0
yj 1/2

A JAH A @A @ HEL A FHA E HA OA

T x

E JAHB=?A xi+1/2 AIJ L= K A ?= ?K = J K A L= AKH

xi+1/2 xi+1 xi

A IKH E JAHL= A xi xi+1

T x

=
xi+1/2

1 x

Ti+1,j Tij T dx = x x

,A

A A JAH A

IKH E JAHL= A xi1

yj +1/2 yj 1/2

T E JAHB=?A xi1/2 AIJ L= K A ?= ?K = J K A L= AKH x xi1/2 xi +A GKE FAH AJ @ ?HEHA T x dy

xi1/2

OA

T x

yj +1/2 yj 1/2

xi+1/2

Ti+1,j Tij Ti,j Ti1,j x x

dy

Ti+1,j + Ti1,j 2Tij x

=> KJEJ

F H= J E@A JEGKA A J F KH AI JAH AI

ANFHAIIE

T =KN E JAHB=?AI yj +1/2 AJ yj 1/2 y IKEL= JA L= => A F KH i L=HE= J @A N 1 AJ j L=HE= J @A P 1 y 2 (Ti+1,j + Ti1,j ) + x2 (Ti,j +1 + Ti,j 1 ) 2(x2 + y 2 )Tij = 0

+AJJA HA =JE AIJ F=I L= => A =KN > H@I @K @ =E A F KH AIGKA I AI JAH AI @A @ HEL AI FHA E HAI I J L= K I A ? IE@ H= J K A L= AKH OA A IKH K A @A EA =E A T = L= AKH OA A IAH= ?= ?K A IKH E JAHL= A  x1 AJ 2=H ANA F A F KH = @ HEL A x x1/2 BAH= E JAHLA EH AI ? @EJE I =KN E EJAI  = JA F H=JKHA Tg =K > H@ C=K?DA

T x

=
x1/2

2 x

x1 0

T1j Tg T dx = 2 x x

)E IE F KH AI ?A K AI =@ =?A JAI =K > H@ C=K?DA i = 1 j L=HE= J @A 

P  = B H K =JE = = = 0 ; 0 ; 0 ;
 2 2

AIJ

y 2 (T2,j + 2Tg ) + x2 (T1,j +1 + T1,j 1 ) (2x2 + 3y 2 )T1j y 2 (T21 + 2Tg ) + x2 (T12 + 2Tb ) 3(x2 + y 2 )T11 y 2 (T2P + 2Tg ) + x2 (2Th + T1,P 1 ) 3(x2 + y 2 )T1P

11 ! -5 8

7 -5 .1 15

!

=KH= K A B H K =JE GKEL= A JA F KH AI ?A K AI =@ =?A JAI =KN ! =KJHAI > H@I @K @ =E A 5 EJ I KI B H A =JHE?EA A F KH N P ! A F I= J A = x2 + y 2 B = 3x2 + 2y 2 AJ C = 2x2 + 3y 2

3A y 2 0 x2 0 0 0 0 0 2 2 2 y B y 0 x 0 0 0 0 2 2 0 y 3A 0 0 x 0 0 0 2 2 2 x 0 0 C y 0 x 0 0 2 2 2 2 0 x 0 y 2A y 0 x 0 2 2 0 0 x 0 y C 0 0 x2 0 0 0 x2 0 0 3A y 2 0 2 2 0 0 0 0 x 0 y B y 2 0 0 0 0 0 x2 0 y 2 3A

T11 T21 T31 T12 T22 T32 T13 T23 T33

= 2

x2 Tb + y 2 Tg x2 Tb x2 Tb + y 2 Td y 2 Tg 0 y 2 Td x2 Th + y 2 Tg x2 Th x2 Th + y 2 Td

,= I A ?=I @ALEA J

AI F=I @AIF=?A I

J E@A JEGKAI x = y = B H K =JE

=JHE?EA A F KH N P !

6 1 0 1 0 0 0 0 0 1 5 1 0 1 0 0 0 0 0 1 6 0 0 1 0 0 0 1 0 0 5 1 0 1 0 0 0 1 0 1 4 1 0 1 0 0 0 1 0 1 5 0 0 1 0 0 0 1 0 0 6 1 0 0 0 0 0 1 0 1 5 1 0 0 0 0 0 1 0 1 6

T11 T21 T31 T12 T22 T32 T13 T23 T33

= 2

Tb + Tg Tb Tb + Td Tg 0 Td Th + Tg Th Th + Td

= ? @EJE @A KN 4A =HGKA @= I A ?=I @A ? @EJE I =KN E EJAI ENJAI ,EHE?D AJ AK = @A ?D= AKH AIJ FHEIA A ? FJA JH I IE F A A J @EHA?JA A J @= I AI JAH AI @A @ HEL AI =KN E JAHB=?AI @K > H@ ? ?AH

+D=FEJHA

11

,15+4-615)61

,-5 -,2

11 "
=

-5 - - - 65 .1 15 -

,

11 "  1 JH @K?JE
JD @A @AI A JI .E EI ? IEIJA =FFH ?DAH @= I K I KI AIF=?A @A @E A IE EA K FH > A ?HEJ I KI B H A L=HE=JE A A @= I K AIF=?A @A @E A IE E EA +AJJA B H A L=HE=JE A A AIJ GKEL= A JA K A B H A @A E E EI=JE @A  AHCEA A C H= FHE ?EFA @AI JH=L=KN LEHJKA I = I KJE =FFH ?D A AIJ @= I ?A ?=I K A B ?JE @ JAH E A F=H K >HA E @A F=H= JHAI F=H ANA F A IAI L= AKHI A ?AHJ=E I F E JI  AI AK@I @K =E =CA +AJJA JD @A AIJ F=HJE?K E HA A J >EA =@=FJ A =KN FH > AI @ GKE E>HA - A FAH AJ @A JH=E JAH @AI C JHEAI ? F ANAI ? JH=EHA A J =KN ,E HA ?AI .E EAI =EI A A @A = @A K CH= @ ? J @A JA FI @A ?= ?K AJ @A EHA ,A >HAKN ? @AI @A ?= ?K I @A IJHK?JKHA HAF IA J IKH AI +)61) A JI .E EI ) 5;5 +),,5

11 "
4AFHA

-NA F A IE F A ,
I A ?=I FH ? @A J @A  GK=JE @E HA JEA A

u (x) = f (x) , u(0) = u(1) = 0

x ]0, 1[

= FH IA J=JE JH I IK??E JA B=EJA IKH ?AJ ANA F A IE F A = F KH >KJ @A @ AH AI E@ AI @A >=IA AJ A ? IJEJKA GKK A FHA E HA E JH @K?JE = JD @AI @AI A JI .E EI =FFH ?DA HAF IA IKH = JD @A @A /= AH E GKE FAH AJ @ ?HEHA A IOIJ A @E HA JEA I KI B H A L= HE=JE A A @= I K AIF=?A @A @E A IE EA 5 EJ K A B ?JE

v (x) C 1 ([0, 1])

1

K A A  AJ 
1

FAKJ ?HEHA

u (x) v (x) dx =
0

f (x) v (x) dx

- E J CH= J F=H F=HJEAI E LEA J

1 1

u (x) v (x) dx =
0 0

f (x) v (x) dx

v V

11 

=LA? V = v C 0 ([0, 1]); v (0) = v (1) = 0 , L ? @A C 1 ([0, 1]) 7 A I KJE @A = B H A L=HE=JE JEA @A @ F=HJ

JE KA F=H

H?A=KN

I KI AIF=?A LA?J HEA

A A 11  I=FFA A I KJE

B=E> A @K FH >

A @E

HA

11 " -5 - - - 65 .1 15 -

,

!!

?DAH?DA = HI ?HEHA K FH > A =FFH ?D @= I K I KI AIF=?A LA?J HEA @A @E A IE EA 5 EJ V K I KI AIF=?A LA?J HEA @A V @A @E A IE N EA 5 EA J 1 , 2 , ..., N N B ?JE I )E IE E =EHA A J E @ FA @= JAI @A V +AI B ?JE I ? IJEJKA J K A >=IA @K I KI AIF=?A V FAKJ IA @ ? F IAH IA J KJA B ?JE u @A V
N

u (x) =
j =1

uj j (x)

4 I K@HA A FH >

A @E

HA JEA @A @ F=HJ HALEA J = HI

1 1

?DAH?DAH K A I KJE

JA A GKA u V

u (x) v (x) dx =
0 0

f (x) v (x) dx

v V

+AIJ

@EHA ?DAH?DAH N H A I u1 , u2 , ..., uN L HE = J

N 1 1

uj
j =1

j (x) v (x) dx =

f (x) v (x)dx
0

v V

K A ? HA

uj
j =1

j (x) i (x) dx =

f (x) i (x) dx

i V N ?
F I= JAI bi @ EAI

5 EA J A = F=H

=JHE?A N N @
1

A J ? KH= J aij AJ B A LA?JAKH AJ

1

aij =

j (x) i (x) dx

bi =

f (x) i (x) dx

2=H @ EJE = =JHE?A A AIJ IO A FH > A @E HA JEA IA H= A

JHEGKA J I U A LA?JAKH @AI N E ? KAI u1 , u2 , ..., uN = A A J = H I KJE @K IOIJ A E =EHA

A.U = B

1 HAIJA =E JA = J K HEGKA A J

?D EIEH AI N B

?JE

I i @A B=

?A GKA A IOIJ

A I EJ IE F A

H I K@HA

11 "

+D EN @AI B

?JE

I i

AI

A JI

EI
AI xi AI B ?JE I i (x) I J ?D EIEAI

E JAHL= A   AIJ @EI?H JEI A N F E JI @A ? H@ ? A B ?JE I F O E= AI @A @ACH  @ EAI F=H x xi1 IE x xi1 i x xi+1 i (x) = IE xi xi+1 0 IE

xi1 x xi xi x xi+1

!"

+D=FEJHA

11

,15+4-615)61

,-5 -,2

+AI B ?JE I I J =FFA AI AI A JI EI @A @ACH  )LA? ?AI AIJ JHE@E=C = A 1 AIJ =KIIE F IIE> A @A ?D EIEH F KH A JI EI @AI B A ?= ?K @A = =JHE?A A B=EJ E JAHLA EH AI @ HEL AI i (x) IE F AI

A JI EI = ?JE I @A @ACH

=JHE?A A K F KI

?= ?K AH

1 x xi1 i 1 i (x) = xi xi+1 0

+= ?K I =E JA = J AI @AI @E=C = AI I J A JI @A =
1

IE IE IE

xi1 x xi xi x xi+1

=JHE?A A JHE@E=C

= A AJ IO

JHEGKA

AI JH EI JAH AI

aii =

0 1

i (x) i (x) dx =

1 1 + xi xi1 xi+1 xi 1 xi+1 xi 1 xi xi1

ai,i+1 =

0 1

i+1 (x) i (x) dx = i (x) i1 (x) dx =

ai1,i =

-J ?= ?K I AI ? F I= JAI @K LA?JAKH B F=H K A JD @A @AI JH=F AI ?D=GKA E J CH= A IKH K IAC A J A J=EHA IAH= L= K A ? A =EHA @K JH=F A ? HHAIF @= J I EJ
1

bi =

f (x) i (x) dx = fi

xi+1 xi1 2

A IOIJ

A E

=EHA

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= C HED A @A 4K CA KJJ= 4 " I ?HEJ F KH ?A IOIJ A y0 , z0 @ I k1 = hf (xn , yn , zn ) l1 h k1 l1 l2 k2 = hf xn + 2 , yn + 2 , zn + 2 h k2 l2 k3 = hf xn + , yn + , zn + l3 2 2 2 k4 = hf (xn + h , yn + k3 , zn + l3 ) l4 1 y (k1 + 2k2 + 2k3 + k4 ) zn+1 n+1 = yn + 6

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JD @A @)@= I *=IDB HJD " F=I ANF E?EJA @ H@HA " y0 @ y1 , y2 , y3 ?= ?K I =LA? K A JD @A K F=I yn+1 = yn + h (55f (xn , yn ) 59f (xn1 , yn1 ) + 37f (xn2 , yn2 ) 9f (xn3 , yn3 )) 24

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