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A @ LA FFA A J @A 6=O H =K L EIE =CA @K F E J x0 E JAHF =JE F O E= A ?= A @A f

f AIJ K A

f (x) = pn (x) + o(x x0 ), pn AIJ A F O


A @A @ACH n @ F=H

pn (x) = f (x0 ) + (x x0 )f (x0 ) + ... +

(x x0 )n (n) f (x0 ). n!
 H@HA n+1 KI

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7 =KJHA JOFA @A @ LA FFA A J F O E= AIJ @ HIGK ?DAH?DA =FFH NE AH E JAHF AH K A B ?JE f : R R @ J ? = J AI n+1 L= AKHI yi = f (xi ) A n+1 F E JI xi @EIJE ?JI 0in F=H K F O A pn @E JAHF =JE  @A @ACH n GKE F=IIA F=H ?AI F E JI E A JA GKA pn (xi ) = yi 0in

, EJE   AI F E JI xi A AIGKA I LAKJ GKA A F O A pn @E JAHF =JE L= A J pn (xi ) = f (xi ) I J =FFA I F E JI @A ? ?=JE -J A F O A >JA K AIJ =FFA F O A @E JAHF =JE @A =CH= CA
AI F O AI pn ?DAH?D I FAKLA J JHA @ ? F I I IKH IKH = B H A pn (x) = a0 +a1 x+...+an xn AJ AI E ? KAI I J = HI I KJE I @K IOIJ A B H @AI n+1 GK=JE I p(xi ) = f (xi ) F O AI @A @ACH n IKH = >=IA (x xj ) )1in J KI  @ A F=H =CH= CA Li (x) = (xi xj ) @ A F=H AMJ
j =i

= >=IA (1, x, ..., xn ) E A EI I KI AI n+1 ? F I= JAI ai GKE I J 1?E FH B HAH= @ LA FFAH AI @A @ACH n K >EA

(1, (xx0 ), (xx0 )(xx1 ), ..., (xx0 )...(xxn1 )) J KI @A @ACH n

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IA @ A n+1 H A I x0 , x1 , ..., xn @EIJE ?JI AJ n+1 L= AKHI y0 , y1 , ..., yn GKE ? HHAIF yi = f (xi ) F KH K A B ?JE f @ A -J JA Pn A IA > A @AI F O AI @A @ACH =K F KI n



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 ! A IA > A Pn @AI F O AI @A @ACH E B HEAKH K C= n AIJ K AIF=?A LA?J HEA I KI AIF=?A LA?J HEA @A C (R; R) A IA > A @A J KI AI F O AI AIJ K AIF=?A LA?J HEA I KI AIF=?A LA?J HEA @A C (R; R)
A ?=H=?J HA C IKH R AIJ ? K I?= =EHA E @E=J

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EJE  " @EJ GKA x0 R AIJ H=?E A @K F O A p IIE p(x0 )=0 x0 AIJ H=?E A IE F A IIE p(x0 ) = 0 AJ p (x0 ) = 0 x0 R AIJ H=?E A K JEF A @ H@HA m @K F O A p IIE p(x0 )=0 p (x0 )=0 p(m) (x0 )=0 5E m=2, 3, 4, ... @EJ H=?E A @ K> A JHEF A GK=@HKF A

p(m1) (x0 )=0 AJ

 # 5 EJ p K F O A @A @ACH n  5E x0 AIJ H=?E A @A p = HI E ANEIJA K F O A q @A @ACH n1 JA GKA p(x) = (x x0 )q (x) -J IE p = n H=?E AI IE F AI (xi )i=0,...,n1 E AIJ @A = B H A p(x) = n i=0 (x xi )
5E x0 AIJ H=?E A K JEF A @ H@HA m @A p F KH mn = HI E ANEIJA K @ACH nm JA GKA p(x) = (x x0 )m q (x) ! 7 F O A p @A @ACH n GKE = n+1 H=?E AI AIJ A F O A K " 1 ANEIJA K K EGKA F O yi =p(xi ) F O A q @A

2H F IEJE

A p @A @ACH n GKE A n+1 F E JI @EIJE ?JI xi FHA @ n+1 L= AKHI

2HAKLA  7 F O A AIJ C= I @ LA FFA A J E EJ p(x) = p(x0 ) + (xx0 )(q (x)) =LA? q F O A @A @ACH n1 -J p(x0 )=0 @ A p(x) = (xx0 )q (x) -J IE x1 =x0 AJ p(x1 )=0 = HI x1 = K A q AJ q AIJ @A = B H A q (x) = (xx1 )r(x) =LA? r F O A @A @ACH n2 = IKEJA @A = H ?KHHA ?A AIJ =EII A A ANAH?E?A
+AIJ LH=E F KH m = 0 2 KH m = 1 ? A x0 AIJ H=?E A = p(x) = q (x)(xx0 ) 2KEI p (x) = q (x)+(xx0 )q (x) AJ p (x0 ) = 0 @ A q (x0 ) = 0 @ q AIJ @A = B H A q (x) = (xx0 )r(x) =LA? r F O A @A @ACH n2 = IKEJA @A = H ?KHHA ?A AIJ =EII A A ANAH?E?A ! = p(x) = q (x)(xx0 )...(xxn ) =LA? q (x) F O A =LA? AI n+1 xi H F J I =KJ= J @A B EI GKA AKH K JEF E?EJ , ? p AIJ @A @ACH n + 1 =LA? p @A @ACH n ?A GKE AIJ =>IKH@A E I GKA q = 0 E A E I GKA p = 0 " +AIJ LH=E HIGKA J KI AI yi I J K I @=FH I ! ?AIJ A F O A K +=I C H= ?DAH?DA p I KI = B H A p(x) = a0 + a1 x + ... + an xn AI E ? KAI J= J AI ? A ?EA JI ai AJ ?AI ? A ?EA JI I J I KJE I @K IOIJ A V.a = 0 a = (a0 , ..., an ) Rn+1 AJ V AIJ = =JHE?A @A j 8= @AH @A @A ? A ?EA J Vij = xi  AI xi J= J @EIJE ?JI ?AJJA =JHE?A AIJ E LAHIE> A AJ K EGKA I KJE AIJ @ ? a = 0 +AFA @= J K A =JHE?A @A 8= @AH @A AIJ = ? @EJE A F KH n CH= @ AJ LEJA @A IA IAHLEH F KH ?= ?K AH AI aj 



6D H

A @A 9AEAHIJH=II

6D H A  $ 5KH K E JAHL= A ? F=?J [a, b] @A R <a<b< J KJA B ?JE ? JE KA f L= AKHI H A AI f C 0 ([a, b]; R) FAKJ JHA =FFH ?D A K EB H A J F=H @AI B ?JE I F O E= AI
> 0, p F O
A,

sup |f (x) p(x)| < .


x[a,b]

)KJHA A J @EJ AIF=?A LA?J HEA @AI F O AI AIJ @A IA @= I (C 0 ([a, b]; R), ||.|| ) AIF=?A @AI B ?JE I ? JE KAI GKE AIJ K E @A = H A ||f || = supx[a,b] |f (x)| !

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1@ A  AI B ?JE I ? JE KAI IKH [a, b] AJ = AI F=H H?A=KN B H A J K AIF=?A LA?J HEA @A IA @= I C 0 ([a, b]; R) 7 A B ?JE ? JE KA f AIJ = A F=H H?A=KN IE ANEIJA K >HA E @A F E JI xi 0in JA I GKA x0 =a xn =b AJ xi1 <xi F KH J KJ i=1, ..., n F KH AIGKA AI = HAIJHE?JE f|[xi1 ,xi ] @A f [xi1 , xi ] AIJ K A B ?JE = A  AI B ! ?JE IF O AI =FFH ?DA J K EB H E F EGKA J A H IK J=J IJH=JE =E@A @AI F O AI @A *AH IJAE AIJ @ A @= I A J J KJA B ?JE = A F=H H?A=KN AI F E JI  AJ

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IA @ A n+1 F E JI @A ? ?=JE  (xi )i=0,...,n @EIJE ?JI AJ n+1 H A I (yi )i=0,...,n ?DAH?DA K F O A p @A @ACH n JA GKA p(xi ) = yi F KH J KJ i E@ A AIJ @=L EH K A >=IA (L0 , ..., Ln ) @A Pn JA A GKA F KH J KJ 0 i, j n

Li (xj ) = ij =

@ B

=1 =0

IE i = j, IE i = j.

  F=H =FH I

AI Li ?DAH?D I A   J F KH H=?E AI AI n F E JI xj F KH j =i E I I J @ ? @ H = EI=JE F KH =L EH Li (xi ) = 1 (x x1 )...(x xn ) , L0 (x) = (x0 x1 )...(x0 xn ) (x x0 )...(x xi1 )(x xi+1 )...(x xn ) Li (x) = , 1 i n1, (xi x0 )...(xi xi1 )(xi xi+1 )...(xi xn ) (x x0 )...(x xn1 ) Ln (x) = , (xn x0 )...(xn xn1 ) K @A = E HA ? @A I A Li (x) =
j =i

(x xj ) F KH 0 i n (xi xj )
AI @E JAHF =JE @A =CH= CA AI @A

, EJE  & AI F O AI (Li )i=0,n I J =FFA I AI F O @A @ACH n HA =JEBI =KN n+1 F E JI (xi )i=0,...,n 2H F IEJE
@ACH n J KJ F O

 ' AJ @

EJE AI (Li )i=0,n B H A J K A >=IA @A AIF=?A Pn @AI F O A pn Pn L HE = J pn (xj ) = yj F KH J KJ j J= J @ F=H


n

pn (x) =
i=0

yi Li (x).

 !

+AIJ A F O

A @E JAHF =JE

?DAH?D 

2HAKLA Pn J= J K AIF=?A LA?J HEA =O= J Li Pn F KH J KJ i J KJA ? >E =EI E =EHA @AI Li AIJ @= I Pn AIJ K F O A @A @ACH n n  AI Li I J E @ FA @= JI @= I Pn J= J @ I n+1 I?= =EHAI (i )i=0,n IE i=0 i Li = 0 n n = HI A F=HJE?K EAH i=0 i Li (xj ) = 0 F KH J KJ j [0, n] E A i=0 i ij = 0 = j F KH J KJ j , ? AI Li B H A J K A B= E A E>HA AI Li I J C H=JAKHI @A Pn A A AJ IE pn AIJ K F O A @A @ACH n = HI = E @E=JA A J  ! ?B FH F IEJE  # K JA pn AIJ K EGKA F O A @A @ACH n GKE L HE A p(xj ) = yj -NA F A   )LA? x0 =0 AJ x1 =1 AI F O AI L0 AJ L1 @ EI F=H L0 (x) = 1x AJ L1 (x) = x B H A J K A >=IA @A P1 -J J KJ F O A @A = B H A p1 (x) = ax + b JA GKA p1 (x0 ) = y0 AJ p1 (x1 ) = y1 I ?HEJ p1 (x) = y0 L0 (x) + y1 L1 (x) - A AJ = y0 L0 (x) + y1 L1 (x) = y0 + (y1 y0 )x L=KJ >EA y0 A x = 0 AJ y1 A x = 1
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AMJ

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F E JI (x0 , y0 ) AJ (x1 , y1 ) F=IIA K EGKA F O A x x1 y1 y0 y1 x0 y0 x1 x x0 p1 (x) = y0 + y1 = x x0 x1 x1 x0 x1 x0 x1 x0


y1 y0 x1 x0

J A CH=FDA AIJ K A @H EJA  = FA JA AIJ >EA

I = ?? JJ =@FF =?A J 

-NA F A   2=H ! F E JI (x0 , y0 ) (x1 , y1 ) AJ (x2 , y2 ) F=IIA K EGKA F O


p2 (x) = y0
I EJ

(xx1 )(xx2 ) (xx0 )(xx2 ) (xx0 )(xx1 ) + y1 + y1 , (x0 x1 )(x0 x2 ) (x1 x0 )(x1 x2 ) (x2 x0 )(x2 x1 )

y0 (x1 x2 ) + y1 (x2 x0 ) + y2 (x0 x1 ) 2 x (x0 x1 )(x1 x2 )(x2 x0 ) 2 2 2 2 2 y0 (x2 1 x2 ) + y1 (x2 x0 ) + y2 (x0 x1 ) + x (x0 x1 )(x1 x2 )(x2 x0 ) y0 (x1 x2 )x1 x2 + y1 (x2 x0 )x2 x0 + y2 (x0 x1 )x0 x1 (x0 x1 )(x1 x2 )(x2 x0 ) J A CH=FDA AIJ K A F=H=> A p2 (x) =

F=H AI F O AI @A =CH= CA AIJ IOIJ =JEGKA A J KJE EI A HI @A = H I KJE @AI GK=JE I =KN @ HEL AI F=HJEA AI F=H = JA?D EGKA @AI A JI EI 1 I I J = HI =FFA I
F O AI @A >=IA 2=H ANA F A F KH AI A JI EI @EJI
P1 IKH E JAHL= A [a, b] AI @AKN F O AI @A >=IA a xb I J I KLA J J I 1 (x) = x ba (= L0 (x)) AJ 2 (x) = ba (= L1 (x))

4A =HGKA  ! =FFH NE =JE

! 2 O

AI @A

AMJ

E JAHF =JE @A =CH= CA FH IA JA K FH > A HIGK ?DAH?DA K F O A @E JAHF =JE I KI = B H A   E A p(x) = a0 + . . . + an xn IE @EIF IA @K F E J IKFF A J=EHA (xn+1 , yn+1 ) A F KI @AI n+1 F E JI FH ? @A JI (xi , yi )i=0,...,n A F O A @E JAHF =JE pn+1 = b0 + . . . + bn xn + bn+1 xn+1 >JA K A FAKJ F=I IA @ @KEHA B=?E A A J @K F O A pn FH ? @A J E A AI bi A IA @ @KEIA J E @E=JA A J F=I @AI ai 1 B=KJ ? A ?AH F=H @ AH J KI AI F O AI @A >=IA Li @A @ACH n+1 AJ J KI AI ? A ?EA JI 8 EH F=H ANA F A AI ? A ?EA JI @AL= J AI AI x2 x AJ 1 @= I ANA F A   F=H H=FF HJ ANA F A   E@ A @A AMJ AIJ @ ?HEHA AI F O AI @A = E HA @E HA JA F=HJEH @K F O A ? IJ= J @A @ACH  p0 (x) = a0 , ?A GKE HALEA J IA @ LAKJ >JA EH A F O K F E J x0 AJ = L= AKH y0 =a0 A @A @ACH  I KI = B H A = KJA K F E J (x1 , y1 ) R2 AJ

p1 (x) = p0 (x) + a1 (x x0 ) = a0 + a1 (x x0 ),
L HE = J p1 (x0 ) = a0 AJ p1 (x1 ) = y1 = =E IE = KJ a1 (xx0 ) F O A @A @ACH  GKE I= K A y 1 a0 A x0 = L= AKH A x0 AIJ @ ? E ?D= C A + A @ EJ =L EH p1 (x1 ) = y1 E LEA J a1 = x 1 x0 I EJ y1 y0 a1 = x1 x0 ?AIJ = FA JA 2KEI F KHIKEJ A FH ?AIIKI = KJA K F E J (x2 , y2 ) F KH >JA EH

p2 (x) = p1 (x) + a2 (x x0 )(x x1 )


= = KJ E ?D= C A + I EJ

(= a0 + a1 (x x0 ) + a2 (x x0 )(x x1 )),

p1 K F O A @A @ACH GKE I= K A A x0 AJ x1 = L= AKH A x0 AJ x1 AIJ @ ? y1 y0 A @ EJ =L EH p2 (x2 ) = y2 E LEA J y2 = y0 + x (x2 x0 ) + a2 (x2 x0 )(x2 x1 ) 1 x0 1 y2 y1 y1 y0 (y2 y0 )(x1 x0 ) (y1 y0 )(x2 x0 ) = ( ). (x2 x0 )(x2 x1 )(x1 x0 ) (x2 x0 ) x2 x1 x1 x0
= KJA K F E J

a2 =

F KHIKEJ A FH ?AIIKI @EIF I= J @AI F E JI (xi , yi ) F KH i = 0, ..., k 1 (xk , yk ) AJ A F O A >JA K I ?HEJ

pk (x) = pk1 (x) + ak (x x0 )(x x1 )...(x xk1 ),


AJ @ ? pk pk1 AIJ A F O A @A @ACH k GKE I= =K F E J xk ?A GKE @ JAH E A ak # K A =KN k F E JI x0

xk1 AJ GKE L=KJ yk

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AMJ

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@E

EJE  " 2 KH K A B ?JE HA ?A @ELEI A @A f = L= AKH

f @

EA A @AKN F E JI a AJ b @EIJE ?JI

=FFA A FHA E HA

f [a, b] =
FA JA OA A A JHA a AJ b  5E f AIJ @ @E HA ?A @ELEI A @A f = L= AKH

f (b) f (a) ba EA A 3 F E JI @EIJE ?JI x0 x1 AJ x2 f [x1 , x2 ] f [x0 , x1 ] . x2 x0

=FFA A @AKNE

f [x0 , x1 , x2 ] =
-J @A = E HA C H= A @ EJ = E

A @E

HA ?A @ELEI A A n+1 F E JI @EIJE ?JI F=H

f [x0 , ..., xn ] =
 JAH GK

f [x1 , ..., xn ] f [x0 , xn1 ] . xn x0

= F=I >AI E @A IKFF IAH GKA xn > xn1  A @A AMJ

2 KH A F O

p1

=@

p1 (x) = f (x0 ) + f [x0 , x1 ]x,


AJ GKA F KH A F O A @A AMJ

p2

=@

p2 (x) = f (x0 ) + f [x0 , x1 ]x + f [x0 , x1 , x2 ]x2 .

2H F IEJE

 # J= J @ F=IIA F=H ?AI F E JI AIJ @

I n+1 F E JI (xi , f (xi ))i=0,...,n K EGKA F O F=H

A @A @ACH n GKE  "

pn (x) = f (x0 ) + f [x0 , x1 ](x x0 ) + ... + f [x0 , ..., xn ](x x0 )...(x xn1 ).

2HAKLA ,

IJH=JE F=H H ?KHHA ?A +AIJ LH=E F KH p1 5KFF I I GKA ?A A I EJ F KH pn1 n2 E A GK J= J @ AF O A pn1 @A AMJ AIJ @ F=H

I n F E JI (xi , yi = f (xi ))i=0,...,n1

pn1 (x) = f (x0 ) + f [x0 , x1 ](x x0 ) + f [x0 , ..., xn1 ](x x0 )...(x xn2 ).
F=H = = HI =KIIE F KH AI F E JI (xi , f (xi ))i=1,...,n GKA A F O A qn1 @A AMJ AIJ @

qn1 (x) = f (x1 ) + f [x1 , x2 ](x x1 ) + f [x1 , ..., xn ](x x1 )...(x xn1 ).

-J F=H DOF JD IA @A H ?KHHA ?A

pn1 (xi ) = qn1 (xi )


, E @E=JA A J A F I= J

(= yi = f (xi )) F KH i = 1, ..., n 1.

pn (x) =

(xn x)pn1 (x) + (x x0 )qn1 (x) , (xn x0 )


1 HAIJA

 # JHAH

= pn (xi ) = f (xi ) F KH J KJ i = 0, ..., n , ? pn AIJ A F O A ?DAH?D GKA pn (x) pn1 (x) = f [x0 , ..., xn ](x x0 )...(x xn1 ). =EI F I= J

sn (x) = pn (x) pn1 (x) =

(x x0 ) (qn1 (x) pn1 (x)), (xn x0 )

AF O A sn @A @ACH n I= K A A AI n F E JI xi 0in1 ?AIJ JHELE= F KH x = x0 AJ = pn1 (xi ) = qn1 (xi ) F KH 1in1 , ? sn AIJ @A = B H A sn (x) = (x x0 )...(x xn1 ) F KH K I?= =EHA @ -J E HAIJA JHAH GKA = f [x0 , ..., xn ] =EI A ? A ?EA J @A xn @= I pn AIJ @ =E@A @A  # F=H

f [x0 , ..., xn1 ] + f [x1 , ..., xn ] (xn x0 )


F=H @ EJE @A f [x0 , ..., xn ] $

? = f [x0 , ..., xn ],

" 2 O

AI @0AH EJA

4A =HGKA  $
xi x0 x1 x2 x3
@= I AIGKA AI @A

@K A J=> A
@A @E

FH IA JA C H= A A J AI ? A ?EA JI @K F O A @A AMJ HA ?AI @ELEI AI F=H ANA F A F KH AI F O AI @A @ACH !

I KI = B H A

f (xi ) f (x0 ) = a0

f [xi , xi+1 ] f [x0 , x1 ] = a1

f [xi , xi+1 , xi+2 ]

f [xi , xi+1 , xi+2 , xi+3 ]

f (x1 ) f [x1 , x2 ] f (x2 ) f [x2 , x3 ] f (x3 )


HA F =?A AI L= AKHI C

f [x0 , x1 , x2 ] = a2 f [x0 , x1 , x2 , x3 ] = a3 f [x1 , x2 , x3 ]

HEGKAI f [...] F=H AI L= AKHI ?= ?K AI = @0 H AH @ EJ ?= ?K AH

4A =HGKA  % 7 A B EI AI L= AKHI ai ?= ?K AI E AIJ E J HAII= J @= I A ?=I


>HAKIAI L= AKHI pn (x) A @AI F E JI x @A IA IAHLEH @K I?D

pn (x) = a0 + (xx0 ) a1 + (xx1 ) a2 + (xx2 )(a3 + ... )


GKE H @KEJ A >HA @ F H=JE

,
@EI

I AJ GKE @A F KI AIJ HA =JELA A J E IA IE> A =KN AHHAKHI @=HH F IEJE IF O E= AI


n

4A =HGKA  &

LEA J @A L EH @AKN @ ?

f (x0 ) + f [x0 , x1 ](x x0 ) + ... + f [x0 , ..., xn ](x x0 )...(x xn1 ) =


i=0

f (xi )
j =i

(x xj ) (xi xj )

AI F O AI @A C=K?DA @ ? F IEJE @A AMJ  AJ @A @H EJA @ ? F IEJE @A =CH= CA J= J C=KN ?=H J KI AI @AKN @A @ACH n AJ FHA = J J KI AI @AKN AI AI n+1 L= AKHI yi = f (xi ) =KN F E JI xi

" 2 O

AI @0AH EJA

AI F O AI @A @ACH n @A =CH= CA FAH AJJA J @=FFH NE AH K A B ?JE f =E@A @A L= AKHI A n+1 F E JI @EIJE ?JI (xi )i=0,...,n ? =EII= J AI yi = f (xi ) @EJ GKA ?D=GKA F E J AIJ =II ?E K @ACH @A E>AHJ AI F O AI @A @ LA FFA A J E EJ @A 6=O H @A @ACH n FAH AJJA J @=FFH NE AH K A B ?JE f =K L EIE =CA @K IAK F E J x0 =LA? AI n+1 L= AKHI f (i) (x0 ) F KH i = 0, ..., n A F E J x0 J= J =II ?E n+1 L= AKHI n+1 @ACH I @A E>AHJ  E@ A @A 0AH EJA AIJ @=FFH ?DAH K A B ?JE f F=H K F O A @A @ACH n A k +1 F E JI (xi )i=0,...,k F KH k n =E@A n+1 L= AKHI FHEIAI IKH AI f (xi ) AJ IKH @AI f (ji ) (xi ) F KH 1 ji ni =LA? ni = n @EJ GKA xi @EIF IA @A ni @ACH I @A E>AHJ I HAJH KLA A ?=I @A =CH= CA GK= @ ni = 1 F KH J KJ i ?D=GKA F E J J= J =II ?E K IAK @ACH @A E>AHJ AJ A ?=I @K @ LA FFA A J E EJ @A 6=O H GK= @ n = 1 AJ n1 = n K EGKA F E J @A ? ?=JE J= J =II ?E n @@ @ACH I @A E>AHJ 

 "  -NA F A LAHI = ?


0 y1

IJHK?JE

@

A JI

EI C 1 AJ @AI IF E AI

0 1 5 EA J F E JI x0 AJ x1 @EIJE ?JI F KH AIGKA I ? = J AI " L= AKHI y0 = f (x0 ) y0 = f (x0 ) 1 = f (x1 ) AJ y1 = f (x1 ) I=EJ GKA F KH ?AI " L= AKHI E F=IIA K K EGKA F O A p3 @A 0 1 0 1 @ACH 3 JA GKA p3 (x0 ) = y0 p3 (x0 ) = y0 p3 (x1 ) = y1 p3 (x1 ) = y1 - A AJ IE ?DAH?DA p3 (x) = a0 + a1 x + a2 x2 + a3 x3 ="E ? KAI AI (ai )i=0,...,4 AJ " GK=JE I I=JEIB=EHA @ EJ H I K@HA A IOIJ A

1 x0 0 1 1 x1 0 1

x2 0 2x 0 x2 1 2x 1

0 x3 a0 y0 0 2 1 3x0 a1 y0 = 0 3 x1 a2 y1 1 3x2 a3 y1 1
=JHE?A L= = J (x1 x0 )4

AIJ E LAHIE> A F KH x0 = x1  A @ JAH E = J @A =

&

" 2 O

AI @0AH EJA

F O

=EI E AIJ J KJ =KIIE IE F A @= I = FH=JEGKA @A IKELHA E@ AI @EJI @A >=IA j i @A @ACH ! GKE L HE A J 0 0 0 0 (x0 ) = 1, 0 (x0 ) = 0, 0 (x1 ) = 0, 1 (x0 ) = 0, 1 (x0 ) = 1, 1 (x1 ) = 0, 0 0 0 0 0 1 (x0 ) = 0, 1 (x0 ) = 0, 0 1 (x1 ) = 1, 1 1 1 (x0 ) = 0, 1 (x0 ) = 0, 1 1 (x1 ) = 0,

A @A

=CH= CA

?DAH?DA AI "

0 0 (x1 ) = 0, 1 0 (x1 ) = 0, 0 1 (x1 ) = 0, 1 1 (x1 ) = 1.

2=H ANA F A 1 ? @A = B H A 1 0 = F KH H=?E A @ K> A x1 = F KH H=?E A IE F A x0 AJ AIJ @ 0 (x) = 2 1 (x x1 ) (x x0 ) -J AIJ @ JAH E F=H 0 (x0 ) = 1 AI ?= ?K I @ A J

(x x1 )2 2 x + (x1 3x0 ) 0 , 0 (x) = (x x )2 (x1 x0 ) 0 1 (x x1 )2 1 x x0 , 0 (x) = (x0 x1 )2


1 AJ 0 1 AJ 1 A E LAHI= J AI H AI @A x1 AJ @A x0 -J A F O A p3 ?DAH?D I ?HEJ IE F A A J 0 0 1 1 0 0 1 1 p3 (x) = y0 0 (x) + y0 0 (x) + y1 1 (x) + y1 1 (x).

 $

= L HE ?=JE

AIJ E

1 0 1 0 AJ p (x1 ) = y1 p(x1 ) = y1 p (x0 ) = y0 @E=JA p(x0 ) = y0

AI (j i )i,j =0,1 B H A J K A >=IA @A P3 A IA > A @AI F O AI @A @ACH ! -J J KJ F O A @A @ CH ! @ J ? = J AI L= AKHI 1 0 1 0 I ?HEJ I KI = B H A  $ AJ p (x1 ) = y1 p(x1 ) = y1 p (x0 ) = y0 p(x0 ) = y0

2H F IEJE

 ' 5KFF I= J x0 = x1 AI F O

2HAKLA 6 KJ @=> H@ E I I J J KI @A @ACH ! @ B= E A E>HA IE AI i I J @AI H A I JA I GKA

? =FF=HJEA

A J

P3 - IKEJA E I B H A J K A

1 0 1 1 0 0 + 2 0 + 3 1 + 4 1 = 0,

= HI =K F E J x0 >JEA J 1 = 0 =K F E J x1 >JEA J 3 = 0 FKEI A @ HEL= J =K F E J x0 >JEA J 2 = 0 =K F E J x1 >JEA J 4 = 0 2KEI ?AIJ K A B= E A C H=JHE?A @A P3 " A JI E @ FA @= JI @= I K AIF=?A LA?J HEA @A @E A IE "

"

-NA F A LAHI = B H K A @E J CH=JE

@A 5E FI

x1 5 EA J ! F E JI x0 x1 AJ x 1 = x0 + =LA? x0 = x1  F KH AIGKA I ? = J AI " L= AKHI 2 2 1 1 = f (x 1 ) AJ y 1 = f (x 1 ) y0 = f (x0 ) y1 = f (x1 ) y 2 2 2 2 I=EJ GKA F KH ?AI " L= AKHI E F=IIA K K EGKA F O A p3 @A @ACH 3 JA GKA p3 (x0 ) = y0 1 1 ) = y1 1 p3 (x1 ) = y1 p3 (x 1 ) = y p ( x A AJ IE ?DAH?DA p3 (x) = a0 + a1 x + a2 x2 + a3 x3 3 2 2 2 2 ="E ? KAI AI (ai )i=0,...,4 AJ " GK=JE I I=JEIB=EHA AJ A IOIJ A

1 1 1 0

x0 x1 1 x2 1

x2 0 x2 1 x2 1 2x 1 2
2

y0 a0 a1 y1 = a2 y1 2 2 2 y1 a3 3x 1 1 x3 0 x3 1 x3 1
2 2

AIJ E LAHIE> A F KH x0 = x1  A @ JAH E = J @A = =JHE?A J= J K =EI E AIJ J KJ =KIIE IE F A @= I = FH=JEGKA @A IKELHA E@ A @A =CH= CA F O AI @EJ @A >=IA j i @A @ACH ! GKE L HE A J 0 ) = 0 , 0 ) = 0, 0 (x0 ) = 1, 0 0 0 (x 1 0 (x1 ) = 0, 0 (x 1 2 2 0 ) = 0 , 0 ) = 0, 0 0 1 (x 1 1 (x0 ) = 0, 1 (x1 ) = 1, 1 (x 1 2 2

?DAH?DA AI "

0 1 (x0 ) = 0, 2 1 1 (x0 ) = 0,
2

0 1 (x1 ) = 0,
2

0 1 (x 1 ) = 1, 2
2

0 1 (x 1 ) = 0, 2
2

1 (x1 ) = 0,
2

1 (x ) = 0,
2 1 2

1 (x 1 ) = 1, 2
2

&

'

" 2 O

AI @0AH EJA

=E

@E=JA A J

0 0 (x) = 0 1 (x) =

(x x 1 )2 (x x1 ) 2 (x0 x 1 )2 (x0 x1 ) 2 (x x 1 )2 (x x0 ) 2 )2 (x1 x0 ) (x1 x 1 2

, ,

(x x0 )(x x1 ) 0 , 1 (x) = 2 (x 1 x0 )(x 1 x1 ) 2 2 1) (x x0 )(x x1 )(x x 2 1 (x) = , 1 2 (x 1 x0 )(x 1 x1 ) 2 2


-J ?AI " F O AI B H A J K A >=IA @A P3 E I I - A AJ IE F KH J KJ x
2

J =K

>HA @A " AJ B H A J K A B= E A E>HA

0 0 0 0 0 1 1 0 (x) + y1 1 (x) + y 0 y0 1 1 (x) + y 1 1 (x) = 0,


2 2 2

1 E HAIJA y 1 y1 1 1 (x) F KH J KJ x @ 1 = 0 2 2 2 -J A F O A p3 ?DAH?D I ?HEJ IE F A A J 0 0 0 0 0 1 1 p3 (x) = y0 0 (x) + y1 1 (x) + y 0 1 1 (x) + y 1 1 (x).


2 2 2 2

= HI FHA = J IK??AIIELA A J x = x0 x1 AJ x 1 2

0 0 JH KLA IK??AIIELA A J y0 = 0 = y1 = y0 -J 1
2

 %

= L HE ?=JE

AIJ E

@E=JA

 " ! +=I C
j yi

H=
IA @ A n = k + 0 +...+k L= AKHI

5 EJ k +1 F E JI (xi )i=0,...,k AJ k +1 A JEAHI (i )i=0,...,k = f (j ) (xi ) F KH 0j j

2H F IEJE
AJ ?A F O

  1 ANEIJA K K EGKA F O
A AIJ =FFA F O

A pn @A @ACH n JA GKA
j j) p( n (xi ) = yi ,

(i, j ) {0ik ; 0j i },
A @E JAHF =JE

 &

@A 0AH EJA
n

m ?DAH?DA pn I KI = B H A pn (x) = m=0 am x GK=JE I  & B H A J K IOIJ A @A n+1 GK=JE I n+1 E j A LA?JAKH b AIJ B H @AI yi =KH= @ ? ANEIJA ?A AJ K E?EJ j = F KH K EGKA I KJE a = 0 =EI ?A ?=I ? HHAIF @ yi =0 JA GKA ?D=GKA xi AIJ H=?E A @A K JEF E?EJ i +1 1 A pn AIJ K H=?E AI , ? pn = 0

2HAKLA

AJ F IA a = (a0 , ..., an ) AI ? KAI @A = B H A A.a = b @A = I KJE a @ I GKA A.a = 0 F KH J KJ i, j AJ =K F O A pn F O A @A @ACH n GKE = n+1

4A =HGKA   ,K F E J @A LKA FH=JEGKA E AIJ E J HAII= J @A ? IJHKEHA @AI B ?JE I F O

AI @A @ACH n @A >=IA i i 0ik IA @ A ji 0ji i )K F O A j @A = @A @A I=JEIB=EHA i @A @ACH n ji (mi ) AI n ? @EJE I (i ) (x ) = i ji mi F KH 0 k AJ 0mi ji i (mi ) i (ji ) 1 A (j (x ) = 0 F KH 0 k AJ 0mj IE =i AJ m=j AJ (j (xi ) = 1 i ) i ) ji JHA E @E=JA A J GKA ?AI F O AI (i ) B H A J K A >=IA @A Pn FKEIGKE I I J A >HA n+1 AJ GKE I B H A J K A B= E A E>HA IE
k i m m zi i (x), i=0 m=0

0=
= HI A F=HJE?K EAH A x I ?HEJ = @ HEL A @ H@HA j @
k

A 0 = zj ,
j m yi i (x).

? J KJ F O

A @A @ACH n

pn (x) =
i=0 m=0

HA L EA

+H K AEN AJ

EC

J # F KH AI ANFHAIIE '

i I ANF E?EJAI @AI j i



 # 2 E JI GKE@EIJ= JI

AI I?E =JE

 # 2 E JI GKE@EIJ= JI

AI I?E =JE

I
=EII= J IAI L= AKHI A n+1

1 FAKJ IA > AH =JKHA IE F A @A HA? IJHKEHA K A B ?JE f ? F E JI (xi , yi ) JA I GKA AI xi I EA J GKE@EIJ= JI IA @ A h>0 AJ

xi = x0 + ih,
= DAKHAKIA A J ?AIJ A C H= K A

i = 0, ..., n.
HIGKA n AIJ =IIA CH= @ H=JE A A f (x) =
1 1+x2
i

=KL=EIA E@ A F O

-NA F A 

LAKJ B=EHA F=IIAH K

1 A F=H AI n F E JI (xi , yi = 1+ ) x2

AI xi

[5, +5] = B ?JE ?DAH?D A J= J >EA I H = BH=?JE ? =IIEGKA FHEI F=H ANA F A @= I 6D @ H #   F E JI # F E JI !  F E JI "  F E JI

 ANA F A AIJ

- B=EJ F KI FHA @ @A F E JI AJ F KI = I KJE I?E A B HJA A J =KN ANJ EJ I ?AIJ K FD A C H= GK HAJH KLA A F KH @AI B ?JE I JH I H CK E HAI AJ JH I IE F AI @ I GKA AI AHHAKHI @=HH @E IKH AI yi E JAHLEA A J ANA F A FH ? @A J JHA GKA @= I A ?=I @AI F E JI GKE@EIJ= JI AHHAKH

||f pn || = sup |f (x) pn (x)|


x[a,b]

FAKJ JHA JH I CH= @A , AI E@ AI  2HA @HA JH I FAK @A F E JI  GKE@EIJ= JI =EI ?A AIJ CK HA I=JEIB=EI= J ?=H A FAKJ >JA EH K A > A =FFH NE =JE  A F=I FHA @HA AI F E JI GKE@EIJ= JI AI ?D EIEH @A JA A I HJA GKA ||f pn || I EJ E E = A AI F O AI @A +DA>OIDAL @ AH J K A <> A =FFH NE =JE  @K F O A FJE = ?DAH?D A F=I FHA @HA = H A ||.|| ? A E JHK A J @A AIKHA @A AHHAKH ? IJHKEJ F=H ANA F A A F O A @A AE AKHA =FFH NE =JE =K IA I @AI E @HAI ?=HH I JH KLAH= =E IE @A KLA=KN F E JI @A ? ?=JE (xi ) n ! 2=HJ=CAH E JAHL= A [a, b] A I KI E JAHL= AI i=1 [xi1 , xi ] AJ IKH ?D=GKA E JAHL= A [xi1 , xi ] KJE EI K F O A @=FFH NE =JE =LA? FAK @A F E JI = B ?JE =FFH ?D A AIJ = HI K A B ?JE F O E= A F=H H?A=KN +AIJ  FJEGKA @AI IF E AI K @AI JD @AI JOFA JD @A @AI A JI EI

4A =HGKA  ! = HA?DAH?DA @AI F E JI  LA JKA A A J GKE@EIJ= JI A AIGKA I E AIJ E J HAII= J @ L= KAH f IAH= @K E J H J FH=JEGKA E @E=J HIGKE I=CEH= F=H ANA F A @ L= KAH b n (xi )wi AIJ K A f f (x) dx K HEGKA A J =E@A @K A B H K A =FFH ?D A @K JOFA i=0 f a L= K=JE @A f 8 EH A F=H=CH=FDA IKH E J CH=JE K HEGKA

 $ 4A =HGKA

C=JELA
EC J # 2 KH @AI AI @A @ACH n IA

AI H IK J=JI FH IA J I E?E I J FHEI FHE ?EF= A A J @= I +H K AEN AJ B ?JE I f C 0 ([a, b]) @ AI GKA  LAKJ =FFH NE AH F=H @AI F O @ A n+1 F E JI @EIJE ?JI (xn JA i )i=0,...,n @= I E JAHL= A [a, b] -J

Ln :

C 0 ([a, b]) Pn f Ln (f ) = pn
F O A @E JAHF =JE @A =CH= CA FAKJ ?D EIEH

n @ ? pn AIJ @ E F=H pn (xn H= A A J i ) = f (xi ) F KH J KJ i = 0, ..., n 2 KI C E JAHF =JE F=H AI F O AI @0AH EJA = = HI A H IK J=J @ B=L H=> A

3KA GKA I EA J AI F E JI @E JAHF =JE @A =CH=C= CA ?D EIEI E ANEIJA K A B ? JE ? JE KA f C 0 ([a, b]) JA A GKA Ln (f ) A ? LAHCA F=I K EB H A J LAHI f GK= @ n 1 A F KH ?D=GKA n IA NA K A IA > A Bn = (xi )i=0,...,n1 AJ ) HI f C 0 ([a, b]) JA A GKA ||Ln f f || n 0  @EIF IA =E IE @K A IKEJA (Bn ) =EI GKE B=KJ B=EHA

)JJA JE = A LAKJ F=I @EHA GKA A JD H A @A 9AEAHIJH=II  $ AIJ B=KN =JJA JE GK= @ A F EA =FFH NE =JE @A =CH= CA 



% 2 O

AI @A +DA>OIDAL

GKE = F E H

4A =HGKA  "

JAH GKA A F O A p n @A
AE AKHA =FFH NE =JE H = EIA ||f p n || ||f p|| F KH J KJ p Pn ?A KE GKE H = EIA A H A ||.||  AIJ F=I ?AII=EHA A J K F O A
@A ? ?=JE E A JI xi FHA @ AI L= AKHI yi =f (xi ) A F O A @A AE AKHA =FFH NE A ||.||  F KHH= FHA @HA A AI F E JI xi @AI L= AKHI yi =f (xi ) .=EHA K = IAK A A J A H IK J=J IKEL= J F IA

E A ?A KE @A @ACH n E E K =K IA I @A AF O A GKE =KN =JE =K IA I @A = @AIIE

|||Ln ||| =
GK= JEJ GKE A @ FA @ GKA @AI F E JI @A ?

sup
g C 0 ([a,b])

||Ln g || , ||g ||
=K JH=LAHI @A Ln AJ F IA

?=JE
pn Pn

En (t) = inf ||f pn || ,


GK= JEJ GKE A @ FA @ GKA @A n AJ = HEA F=H A F O A @EJ @A AE AKH =FFH NE =JE L EH =LA? AI F E JI @A ? ) HI = ?=JE E B AIJ H = EI

2H F IEJE
AJ

 # 2 KH f C 0 ([a, b]) AJ n N N

||f Ln (f )|| (1 + |||Ln |||)En (t), |||Ln ||| .


n

2HAKLA )@ EI
= F KI B=E> A AHHAKH ||f Ln (f )|| GKA ?AJJA AIJE =JE @AHHAKH FAH AJ @ >JA EH AIJ ?A A GKE ? HHAIF @ =KN ?D EN @AI F E JI @A ? ?=JE GKE E E EIA J |||Ln ||| JHA GKA AI F E JI n GKE H = EIA A E E K @A ||| L ||| FAH AJJA J @ >JA EH , ...., x xn n n 0

|||Ln |||
2=H ?

2 log(n) GK= @ n .
@= J =KN H=?E AI

JHA ?AI F E JI I J @E ?E AI ?= ?K AH @ JHA = HI C= A A J GKA F KH AI F E JI @A ? ?=JE xn i ? HHAIF @K F O A @A +DA>OIDAL @A @ACH n F=H=CH=FDA IKEL= J = C= A A J

|||Ln |||

2 log(n) GK= @ n .

5E ?D EIEJ ? A F E JI @A ? ?=JE AI F E JI @A +DA>O?DAL GKE I J JH I IE F AI ?= ?K AH a+b ba 2i+1 ?=H C=KN xn = @ ? K A =FFH NE =JE GKE AIJ F=I E @ JHA i = 2 + 2 cos( 2n+2 ) FJE = A +A = ANF EGKA F KHGK E KI=CA @AI F E JI @A +DA>OIDAL AIJ JH I LELA A J ? IAE 2=H ? JHA IE ?D EIEJ @AI F E JI @A ? ?=JE GKE@EIJ= JI =

|||Ln |||
?A GKE AIJ F KJ J =KL=EI  , IE =CA @A a AJ @A b

2n+1

1 e n log n

GK= @ n , A AI E IJ=>E EJ I HA =HGK AI =K L E

AI H IK J=JI @ ?AL= JI ?

% 2 O

AI @A +DA>OIDAL
K 6?DA>OJ?DA

JAH GKA +DA>OIDAL AIJ C= A A J ?HEJ 6?DA>O?DA

 %  += ?K @AHHAKH
5 EJ f K A B ?JE C n+1 ([a, b]; R) I EA J (xi )i=0,...,n n+1 F E JI @= I E JAHL= A [a, b] AJ I EJ pn A F O A @E JAHF =JE @A =CH= CA  FHA @ = HI AI xi @EIJE ?JI @AKN @AKN K >EA pn A F O A @E JAHF =JE @0AH EJA  AI xi I J = HI H F J I =KJ= J @A B EI GKA AKH K JEF E?EJ  IKFF IA F KH IE F E AH AI J=JE I GKA [a, b] = [ min (xi ), max (xi )] ) HI IE x [a, b] AHHAKH F ?JKA A f (x) pn (x) AIJ @ 
i=0,...,n

A F=H

i=0,...,n

% 2 O

AI @A +DA>OIDAL

6D H

A  $ 1 ANEIJA x [a, b] JA GKA


f (x) pn (x) = n (x) (n+1) f (x ), (n + 1)!
n

 ' =

n AIJ A F O

A @A @ACH n+1 @

F=H n (x) =

(x xi ) - F=HJE?K EAH
i=0

|f (x) pn (x)|
JAH ? IJ= JA AA C H= EIA

||f (n+1) || |n (x)|. (n + 1)!

 

IE f AIJ K F O A @A @ACH n+1 = HI = HA =JE  ' AIJ E @E=JA ?=H f (n+1) = AJ HAJH KLA A F O A @A AMJ A ? A ?EA J @A F KI D=KJ @ACH ?A KE @K xn+1  L= = J >EA ?AJJA ? IJ= JA ,= I A ?=I C H= f F O E= A A JD H A A ?=I F O E=

2HAKLA 5E ANEIJA i[0, n] JA GKA x=xi = HI = HA =JE

AIJ JHELE= A AI @AKN A >HAI I J K I 5KFF I I @ ? GKA F KH J KJ i x=xi J=> EII I = B H K A  ' @= I A ?=I n= 1 A ?=I C H= FH ? @= J @A = A @ =H?DA x N @= I ]xi1 , xi [ ? A ?A F=H @ EH A HAIJA F KH K x R R(x) = f (x) p1 (x) x (xxi1 )(xxi ). =E JA = J K F E J ]xi1 , xi [ JA GKA R() = 0 +A AIJ F IIE> A GKA IE FHA @

?DAH?DA F KH

=
= B ?JE H=?E AI @A @ JAH E 5 EJ =

f () p1 () = (). (xi1 )(xi )

: [xi1 , xi ] () AIJ >EA @ EA IKH J KJ [xi1 , xi ] ?=H = xi1 AJ = xi I J = B ?JE


f p1 @K K H=JAKH F=H @ EJE @A p1 GKE @EJ GKA p1 AIJ K EGKA A J F=H IAI L= AKHI yi1 = f (xi1 ) AJ yi = f (xi ) =KN F E JI xi1 AJ xi  HI = B ?JE R : [xi1 , xi ] @ EA F=H R(x) = f (x) p1 (x) ()(xxi1 )(xxi ),

B ?JE GKE L HE A R(xi1 ) = 0 = R() = R(xi ) R I= K = J A ! F E JI xi1 < < xi A JD H A @A 4 A C H= EI KI @EJ GKE ANEIJA K F E J ]xi1 , xi [ JA GKA R ( ) = 0 -J A ?A F E J 0 = R ( ) = f ( ) 0 2 (), =@ ?

R(x) = f (x) p1 (x)


f ( )

f ( ) (xxi1 )(xxi ) =LA? R() = 0. 2

AJ @ ? 0 = f () p1 () 2 (xi1 )(xi ) GKE AIJ =KJHA GKA  ' ,= I A ?=I C H= = B ?JE  A HAIJA R(x) AIJ ? IJHKEJA F KH I= K AH A n+1 F E JI AJ A JD H A @A 4 A C H= EI FAH AJ @A ? ? KHA 8 EH A C " F "% K # F KH AI @ J=E I

%

2 O

AI @A +DA>OIDAL

A JD H A  $ E @EGKA GKA IE LAKJ E E EIAH AHHAKH F KH ?HEHA = FHE HE K


> ? @A @A ?= ?K F KH JH KLAH K
> F O A @E JAHF =JE @K A B ?JE f GKA ? GKA =E J H J ?A GKA A F O A n L HE A |n (x)| FAJEJ F KH J KJ x [a, b] E A ||n || I EJ FAJEJ E B=KJ @ ? ?D EIEH AI F E JI (xi ) @E JAHF =JE A ? I GKA ?A

EJE

 %

EJ IKH E JAHL= A [1, 1]

x AF O

2 n2 4 n4 Tn (x) = cos(n(arccos x)) = xn Cn x (1 x2 ) + Cn x (1 x2 )2 ...

=FFA F O A @A +DA>OIDAL 2 4 1 + Cn + Cn + ... = 2n1

JAH GKA A ? A ?EA J @AL= J A

A xn AIJ @

F=H

!

% 2 O

AI @A +DA>OIDAL

H=FFA A GKA cos(ny ) =

(einy ) =

((eiy )n ) F=HJEA H A A AJ @

? GKA

cos(n(arccos x)) =
@ = @AH E HA C= EJ @A = @
1 2 ((b

((x + i sin(arccos x))n ) =


EJE

((x + i 1 x2 )n ),

4A =HGKA  & 5E
t=

I KD=EJA IA F =?AH IKH K E JAHL= A [a, b] a)x + a + b) AJ >JEA J A F O A Tn (t)

F IA x =

2tba ba

EA

-NA F A  ' T0 (x) = 1 T1 (x) = x T2 (x) = 2x2 1 T3 (x) = 4x3 3x 4A =HGKA  ! 2H F IEJE
= = HA =JE @A H ?KHHA ?A Tn+1 + Tn1 = 2xTn GKE cos((n+1)) + cos((n1)) = 2 cos(n) cos() F I = arccos x AIJ =KJHA GKA

 ! Tn

n H=?E AI IE F AI =KN F E JI xk = cos( 2k 1 ), 2n k = 1, ..., n


E L=KJ = JAH =JELA A J 1 AJ 1

AJ = IAI ANJH

k = =KN n+1 F E JI yk = cos( n ) F KH k =0, ..., n

2HAKLA

1 2k 1 L HE A GKA Tn (cos( 2k = @ ? n H=?E AI + A Tn AIJ 2n ) = cos( 2 ) = 0 AJ @A @ACH n AJ AIJ K ?A I J AI IAK AI 2KEI F=H @ HEL=JE Tn (x) = 1n sin(n(arccos x)) F KH x =  AJ 1 @ Tn (yk ) = 0 x2 = @ ? n1 ANJHA = @= I ] 1, 1[ =LA? Tn (yk ) = (1)k = >EA Tn (y0 ) = 1 AJ Tn (yn ) = (1)n

1 AJ +1 ,AIIE A

4A =HGKA  ! , EJE

AI H=?E AI @A Tn A I J F=I AGKEH F=HJEAI A AI IA ? ?A JHA J LAHI AI > H@I 2k1 A ?AH? A ei = 1 FKEI AI F E JI ei 2n AJ AI FH AJAH IKH =NA H A =FFA A F O A @A +DA>OIDAL H = EI AF O A

 !!

n = Tn . T 2n1
 A ? A ?EA J @K JAH A xn @A F KI D=KJ @ACH L=KJ    A ? A ?EA J @AL= J xn AIJ  ) HI

2H F IEJE

 !" 5 EJ pn = a0 + a1 x + ... + an1 xn1 + xn K F O


sup |pn (x)|
x[1,1]

H = EI @A @ACH n

n (x)|. sup |T
x[1,1]

-J IE AI xi I

J AI H=?E AI @K F O

AI @A +DA>OIDAL AHHAKH   @

sup |f (x) pn (x)|


x[1,1]

||f (n+1) || 1 . (n + 1)! 2n1


@A f 

 AF O

A @A +DA>OIDAL H = EIA K A
>

A =FFH NE =JE

n pn GKE AIJ @A @ACH n1  AI JAH AI A H = EI =@ ?q=T @A @ACH n I= K A J n (yk ) ) HI q (yk ) = T 5KFF I I GKA supx[1,1] |pn (x)| < 2n1 1 = supx[1,1] |Tn (x)| k 1 pn (yk ) = (1) 2n1 pn (yk ) ?D= CA n+1 B EI @A IEC A =LA? k -J = @ ? n H=?E AI =K E I n +AIJ =>IKH@A =LA? DOF JD IA =EI q J= J @A @ACH n1 = = HI q = 0 , ? pn = T , ? IE supx[1,1] |pn (x)| = 2n1 HI pn = Tn supx[1,1] |pn (x)| < 2n1 1 1 =

2HAKLA 5 EJ pn K F O

4A =HGKA  !# JAH GKA F KH K A B ?JE f F=HJE?K E HA ?A AIJ F=I A ?D EN @AI H=?E AI @K F O A @A +DA>O?DAL GKE @ A ||f pn || H = EIA A E E K @AI ||f qn || F KH qn F O A @A @ACH n @ EJ H I K@HA E?E A FH > A f @ A JH KLAH A AE AKH F O A @A @ACH n =K IA I @A = H A ||.||  GKE =FFH ?DA f = C HEJD A @A 4 I FAH AJ @A JH KLAH ?A AE AKH F O A AJ AI H=?E AI (xi ) @K F O A @A +DA>O?DAL FAH AJJA J @E EJE= EIAH ?AJ = C HEJD A 8 EH +H K AEN AJ EC J #
!

"

&

E @HAI ?=HH I

&

E @HAI ?=HH I
I ANF E?EJAI K AI L= AKHI K HEGKAI HA L EA )>H= MEJ AJ 5JACK 

2 KH AI ANFHAIIE

& 2 O

AI @A ACA @HA

AF O AI @A +DA>O?DAL FAH AJJA J F KH K A B ?JE f @ A @A JH KLAH AI n+1 F E JI (xi ) F KH AIGKA I I=EJ GKA IE A ?AI F E JI K F O A pn @A @ACH n L HE A pn (xi ) = f (xi ) = HI pn AIJ FH ?DA @A f =K IA I @A E IJHK A J @A AIKHA ||.|| 1 IA JH KLA GKK =KJHA E IJHK A J @A AIKHA AIJ JH I KJE EI ?A KE GKE AIKHA  AHCEA @K A B ?JE +AJJA AHCEA AIJ A ?=HH @A = H A @ EA IKH K E JAHL= A [a, b] F=H
b

||f ||2 =
a

f 2 (x) dx

1 2

=L= J=CA @A ?AJJA

H A AIJ GKA A @ HELA @K FH @KEJ I?= =EHA


b

(f, g )2 =
a

f (x)g (x) dx f 2 (x) dx < }


A pn @A @ACH n GKE H = EIA A E E K     

E F KH AI B

?JE

I @A L2 (]a, b[) = {f :

b a

2H F IEJE
K A ? HA

 !$ 1 ANEIJA K K EGKA F O
qn @A @ACH n,

||f pn ||2 ||f qn ||2 , (f pn , qn )2 = 0.

qn @A @ACH n,

2HAKLA

A IA > A Pn @AI F O AI @A @ACH n AIJ K I KI AIF=?A @A @E A IE EA @ ? BAH @= I L2 AIF=?A @A *= =?D f L2 E ANEIJA @ ? K A K EGKA FH A?JE pn ?=H=?J HEI A F=H (f pn , qn )2 = 0 F KH J KJ qn Pn E A    -J @A = E HA ? =IIEGKA JHA GKA    E F EGKA   A A AJ E LEA J I=?D= J pn qn Pn

(f pn , qn pn )2 = 0
2KEI

@

(f qn , qn pn )2 = (pn qn , qn pn )2 = ||pn qn ||2 2 0.

2 2 ||f pn ||2 2 = (f qn +qn pn , f qn +qn pn )2 = ||f qn ||2 + 2(f qn , qn pn )2 + ||qn pn ||2 2 2 ||f qn ||2 2 ||pn qn ||2 ||f qn ||2 .

A ?= ?K @A pn FAKJ IA B=EHA A ?DAH?D= J IAI ? F I= JAI IKH = >=IA KIKA A (1, x, x2 , ..., xn ) @A Pn E A ?DAH?DA AI ? A ?EA JI (ai )i=0,...,n @A pn (x) = a0 + ... + an xn A IOIJ A AIJ IE F A B H AH (xj , 1)2 aj = (f, 1)2 j (pn , 1)2 = (f, 1)2 (xj , x)2 aj = (f, x)2 (p , x) = (f, x)
n 2 2

I EJ

(pn , xn )2 = (f, xn )2

I EJ A.a = f

(xj , xn )2 aj = (f, xn )2

GKE AIJ K IOIJ A @A n+1 GK=JE I =LA? n+1 E ? KAI A AIJ = =JHE?A [(xj , xi )2 ] A LA?JAKH n a = (a0 , ..., an ) AIJ E ? KA AJ f = ((f, 1)2 , ..., (f, x )2 ) AIJ ?= ?K A =E@A @A = @ A f = DAKHAKIA A J = =JHE?A A AIJ JH I = ? @EJE A AJ I= H I KJE FAKJ F IAH FH > A F KH n CH= @ A FH > A LEA J @K B=EJ GKA = >=IA (xi )i=0,...,n @A Pn AIJ F=I L2 HJD H = A AJ = = JHE?A A AIJ A F=HJE?K EAH F=I K EJ=EHA  AI =JHE?AI K EJ=EHAI I J JH I >EA ? @EJE AI J KJAI AKHI L= AKHI FH FHAI J= J @A @K A C= 1 E@ A AIJ @ ? @A ? IJHKEHA K A >=IA HJD C = A @A Pn "

#

&

E @HAI ?=HH I

EJE

 !%

=FFA A F O

A @A ACA @HA @A @ACH n AI F O

AI

Pn (x) =
AI Pn I J @A @ACH n AJ Pn (1) = 1

(1) d ((x2 1)n ). n! 2n dxn

2H F IEJE

k I EJ @A @ACH k AJ I P k,

k )k=0,...,n HJD C = A @A Pn =K IA I L2  JA A GKA  !& 1 ANEIJA K A K EGKA >=IA (P


? A ?EA J @AL= J xk AIJ 1
k1

k (x) = xk P
j =0

ckj xj

AJ k, j,

j , P k )2 = kj , (P

ckj =

j )2 (xk , P . ||Pj ||2 2


H = A =K

k I ,A F KI AI P
2

J FH F HJE

IA I L  @A Pn AIJ @

A I =KN F O AI Pk @A ACHA @HA -J K A >=IA HJD A F=H (P0 , ..., Pn ) Pk = k + 1 2 Pk =FF EGKA A FH ? @ @ HJD C

2HAKLA &

F=HJEH @A = >=IA (1, x, ..., xn ) @A Pn /H= 5?D E@J

= EI=JE

@A

H= EI=JE
IA @ A w AIJ K A B ?JE E J CH=> A

FAKJ C= A A J AIKHAH K A AHCEA F @ H A F IEJELA E A w L1 (]a, b[) AJ w 0 AJ JA

L2 w = {f : L2 w AIJ K AIF=?A LA?J HEA GK (f, g )w =


a

b a

f 2 (x) w(x)dx < }.

K EJ @K FH @KEJ I?= =EHA


b b

f (x)g (x) w(x)dx

(=
a

f (x)g (x) d),

EA =E@A @A = AIKHA d = w(x)dx - F=HJE?K EAH Pn L2 w - F=HJE?K EAH IE [a, b] = [1, 1] AJ w : x 1  = B ?JE ? IJ= JA  = HI d = dx AJ HAJH KLA AI F O AI @A ACA @HA = = C H= EI=JE @A = FH F IEJE  !& @

k )k=0,...,n HJD C = A @A Pn F KH A FH @KEJ I?= =EHA 2H F IEJE  !' 1 ANEIJA K A K EGKA >=IA (P @A L2 JA A GKA P I EJ @A @ACH k AJ I ? A ?EA J @AL= J xk AIJ 1 k w
k1

k,

k (x) = xk P
j =0

ckj xj

AJ k, j,

j , P k )w = kj , (P

ckj =

j )w (xk , P . ||Pj ||2 w

 & ! 4AJ KH IKH AI F O

AI @A +DA>O?DAL
1 1+x2 1

FHA @ [a, b] = [1, 1] AJ w : x

AJ @

(f, g )w =
1

f (x)g (x)

dx , 1 + x2
= A @= I L2 w =@ IJH=JE

AJ ?A I J AI F O AIJ A J=EHA

AI @A +DA>O?DAL GKE B H A J K A >=IA HJD C


1

dx = cos(n) cos(m) d, 1 + x2 x=1 =0 ? = 0 IE m=n  = B=EJ A ?D= CA A J @A L=HE=> A x = cos  FAKJ JHAH GKE I I J @ EI F=H (1)n 1 dn 2 Tn (x) = ( 1 + x (1 x2 )n ), 1 n n dx (n + 2 ) 2 1 + x2

Tn (x)Tm (x)

-J

1 ( ) = 2 L HE A GKA Tn (1) = 1

AJ

1 1.3.5...(2n 1) 1 (n + ) = ( ). 2 2n 2

#

$

'

5F E AI ?K>EGKAI

&" 2 O

AI @A =CKAHHA
?

FHA @ [a, b[= [0, [ AJ w : x ex AJ @

(f, g )w =
0

f (x)g (x) ex dx,


= A @= I L2 w 1 I J@ EI F=H

AJ

>JEA J AI F O

AI @A =CKAHHA >=IA HJD C

Ln (x) =
-J L HE A GKA Ln (0) = 1

1 x dn x n e (e x ). n! dxn

&# 2 O

AI @0AH EJA
2

FHA @ ]a, b[=] , [ AJ w : x ex

AJ @

?
2

(f, g )w =

f (x)g (x) ex dx,


= A @= I L2 w 1 I J@ EI F=H

AJ

>JEA J AI F O

AI @0AH EJA >=IA HJD C

Hn (x) =
-J
n)! L HE A GKA H2n (0) = (1)n (2n ! F O

1 x2 dn x2 e (e ). n! dxn
AI @A @ACH F=EH AJ H2n+1 (0) = 0

 ' 5F E AI ?K>EGKAI
JH=EJA =E JA = J A F E J ! @K F=H=CH=FDA  # F=CA  IE @EIF IA @A F E JI GKE@EI J= JI xi = x0 + ih F KH h > 0 @ AJ i=0, ..., n =LA? x0 = a AJ xn = b AJ @A L= AKHI yi = f (xi ) A ?AI F E JI  = @ ? n+1 E B H =JE I (xi , yi ) K A JD @A JH I KJE EI A ?=H FAHB H = JA AIJ @A JH KLAH IKH ?D=GKA E JAHL= A [xi1 , xi ] @AI F O AI pi @A @ACH ! JAH= fh = B ?JE JA A GKA fh |[xi1 ,xi ] = pi =FFH NE =JE @A f ?DAH?D A + A ?D=GKA pi F KH i=1, ..., n AIJ @A = B H A ai0 + ai1 x + ai2 x2 + ai3 x3 AI E ? KAI I J AI " ? A ?EA JI (aij )j =0,...,3 1 O = n F O AI pi @ JAH E AH @ ? =K J J= 4n E ? KAI (aij ) i=1,...,n 1 KI B=KJ @ K EGKA 
j =0,...,3

? E F IAH ?D EIEH 4n ?

JH=E JAI  GK=JE

I F KH AI @ JAH E AH @A

= E HA

?DAH?DA = B ?JE fh IKH [a, b] JA A GKA I= HAIJHE?JE [xi1 , xi ] AIJ A F O A pi =FFH NE =JE @A f IKH [a, b] F=H K A B ?JE F O E= A F=H H?A=KN E F IA fh ? JE KA IKH [a, b] AJ fh (xi )=yi F KH i=0, ..., n , ? pi1 (xi1 )=yi1 AJ pi (xi1 )=yi1 F KH i=2, ..., n AJ p1 (x0 ) = y0 pn (xn ) = yn +A = @ A 2(n1)+2 = 2n GK=JE I ! E F IA fh @ HEL=> A IKH [a, b] , ? pi1 (xi1 )=pi (xi1 ) F KH i=2, ..., n @ ? n1 GK= JE I " E F IA fh @ HEL=> A IKH [a, b] @ ? pi1 (xi1 )=pi (xi1 ) F KH i=2, ..., n @ ? n1 GK= JE I # E F IA K A ? KH>KHA K A =KN ANJH EJ I E A E F IA fh (x0 ) = 0 AJ fh (xn ) = 0 , ? p1 (x0 )=0=pn (xn ) @ ? GK=JE I  JAH GKA ?AI @AKN @AH E HAI ? @EJE I =KN E EJAI FAKLA J JHA HA F =?AH F=H @AKN =KJHAI ? @EJE I =KN E EJAI I= I J K?DAH =K ?=H=?J HA fh C 2 ([a, b]) E F I F=H AI ? @EJE I FH ? @A JAI  )K J J= = >EA 4n GK=JE I L= JHAH GKA A IOIJ A @AI 4n GK=JE I 4n E ? KAI @ E ?E @AIIKI = K A K EGKA I KJE IOIJ A E LAHIE> A EAKN L= JHAH GKE IA H I KJ JH I IE F A A J ? A IOIJ A JHE@E=C = n1 GK=JE I AJ n1 E ? KAI  AI L= AKHI f (xi ) F KH i=1, ..., n1 =FH I @AI E E =JE I A J=EHAI  ? F=HAH =K IOIJ A @A J=E A 4n E EJE=  J=JE I H=FFA A GKA AI L= AKHI yi I J ? KAI F IA E ? KAI

yi = fh (xi ),
+AI L= AKHI I JE ? KAI

yi = fh (xi ),

i = 0, ..., n.

=EI ANEIJA J AJ I

J K EGKAI =O= J IKFF I fh C 2 $

%

'

5F E AI ?K>EGKAI

@AI yi E ?

2H F IEJE

 " 5KH E JAHL= A [xi1 , xi ] AI F O


KAI ? A

AI pi ?DAH?D I IANFHE A J A B

?JE

pi (x) =

(xxi )3 yi1 (xxi1 )3 yi + (xi1 xi ) 6 (xi xi1 ) 6 yi1 (xxi ) y (xxi1 ) + (yi1 (xi xi1 )2 ) + (yi i (xi xi1 )2 ) . 6 (xi1 xi ) 6 (xi xi1 )
@A = IF E A @= I E JAHL= A [xi1 , xi ]  J @A @ACH  -J =KN ANJH

 !

 GK=JE

=FFA A GK=JE

2HAKLA

AI pi I J @A @ACH ! @ ? AKHI @ HEL AI IA? @AI I pi (xi1 ) = yi1 AJ pi (xi ) = yi , F KH ?D=GKA i = 1, ..., n

EJ I

pi (x) =
E J CHA B EI AJ = ?

(xxi ) (xxi1 ) yi1 + y . (xi1 xi ) (xi xi1 ) i


I i AJ i
3

IJ= JAI @E J CH=JE


3

pi (x) =

(xxi1 ) yi (xxi ) yi1 + + i (xxi ) + i (xxi1 ). (xi1 xi ) 6 (xi xi1 ) 6

)LA? @ ? i (xxi ) + i (xxi1 ) = (i + i )x i xi i xi1 = i x + i = J=JE F KI KIKA A  ?= ?K A ?AI ? IJ= JAI @E J CH=JE I =E@A @AI L= AKHI ? KAI yi1 =pi (xi1 ) AJ yi =pi (xi )

@

y yi + i (xi xi1 ) AJ yi1 = i1 + i (xi1 xi ), 6 6 AI L= AKHI @A i AJ i = ? AI @= I  ! yi =

H=FE@A

2H F IEJE

 " AI yi I=JEIB J =KN n1 GK=JE I IOIJ

A JHE@E=C

= @A H I KJE

JH I

(xi xi1 ) (xi+1 xi ) yi1 + 2yi + y = 6f [xi1 , xi , xi+1 ], (xi+1 xi1 ) (xi+1 xi1 ) i+1
 = IKFF I y0 AJ yn ? KI C=KN

i = 1, ..., n1.

0
f [xi ,xi+1 ]f [xi1 ,xi ] (xi+1 xi1 )

 H=FFA A GKA f [xi1 , xi , xi+1 ] = L EH F O AI @A AMJ 

(yi+1 yi )(xi xi1 )(yi yi1 )(xi+1 xi ) (xi+1 xi1 )(xi+1 xi )(xi xi1 )

2HAKLA

@ HELA  ! F KH J KJ i = 1, ..., n

pi (x) =

(xxi )2 yi1 (xxi1 )2 yi + (xi1 xi ) 2 (xi xi1 ) 2 y yi1 yi y +( i1 (xi xi1 )) + ( i (xi xi1 )). (xi1 xi ) 6 (xi xi1 ) 6
?HEL= J pi+1 (xi ) = pi (xi ) F KH J KJ i = 1, ..., n1 F=H ? =E@A @A  ! E IK J @A H I K@HA A IOIJ f [x0 , x1 , x2 ] y1 A. = 6 yn1 f [xn2 , xn1 , xn ]

 "

, A H IK J=J A @A fh

JE KEJ IKFF I A =

+ H

=EHA  " 2 KH AI pi

A JHE@E=C

(x2 x1 ) (x3 x1 ) 0 A= 0
?

(x2 x1 ) (x2 x0 )

0
(x3 x2 ) (x3 x1 )

... 0 ...

...

0 ...

(xn2 xn3 ) (xn1 xn3 )

2
(xn1 xn2 ) (xn xn2 )

. 0 (xn1 xn2 ) (xn1 xn3 ) 2

= J = HI yi1 , yi AJ ?

=EII= J yi1 AJ yi %

A @ @KEJ pi

&

1 J CH=JE
 1 JH @K?JE

HEGKA
F KH < a < b < @A JOFA I A EA,

I KD=EJA JH KLAH K A B H K A @E J CH=JE


b

f (x) dx
a

= <I A EA FH ?D A @AL= J @E J CH= AI @ A n E JAHL= AI

J= J K A <> A =FFH NE =JE @A E J CH= A 7 A B H K A @E J CH=JE =F JHA E @ FA @= JA @A = B ?JE f E J CHAH FA IA K FH CH= A @A ?= ?K = J K A H F IA GKA GKA I EJ = B ?JE f  K A E@ A IE F A AIJ @A @ ? KFAH [a, b] C=KN
n

[a, b] =
i=1

[xi1 , xi ]

xi = a + ih,
A
n xi

0 i n,

h=

ba , n

@A ?= ?K AH

xi xi1

f (x) dx FKEI @A B=EHA = I


b

f (x) dx =
a i=1

(
xi1

f (x) dx).
=LA? i K F E J @A [xi1 , xi ]   >JEA J

HIGKA f AIJ ?

JE KA
b

= F=H ANA F A = I
n xi

A @A 4EA =
n

f (x) dx
a i=1

(
xi1

f (i ) dx) =
i=1

(xi xi1 )f (i ).
ba n

-J @= I A ?=I FH IA J

AI E JAHL= AI I
b

J @A

CKAKHI C= AI h =
n

f (x) dx
a

h
i=1

f (i ).

=FFH NE =JE

@A E J CH= A F=H = I
b

EA E JH @KEJ K A AHHAKH
n

E=
a

f (x) dx h
i=1

f (i ) .

A FH > A IAH= @A ? = JHA = L= AKH @A ?AJJA AHHAKH E A =


FH ?EIE @A =FFH NE =JE B=EJA A b HA F = = J a f (x) dx F=H I= I A EA @A 4EA = - F=HJE?K EAH IE @ELEIA AI n E JAHL= AI F=H F KH =L EH 2n E LAHL= AI @A CKAKH 1 h  AJ GK =FF EGKA = I A @A 4EA = IKH ?AI 2n 2 E JAHL= AI AIJ ?A GKA AHHAKH ? EIA = FHE HE AIJ @ELEI A F=H  JD @A A O(h) F=H 4 = 22  JD @A A O(h2 ) F=H 2k  JD @A A O(hk ) K F=H =KJHA ?D IA +A ?= ?K @AHHAKH IAH= B=EJ =E@A @K @ LA FFA A J E EJ @A f @= I A ?=I @AI I AI @A 4EA = - F=HJE?K EAH LAHH= GKA IE @= I = I A @A 4EA = ?E @AIIKI FHA @ F KH i A F E J +xi 2 E EAK i = xi1 = HI AHHAKH IAH= A h AJ IE GKA AHHAKH IAH= A h = B H K A @K F E J 2 E EAK AIJ @ ? FH B H=> A AJ IAH= @K A H@HA GKA = JD @A @AI JH=F AI -J A FH > A IKEL= J IAH= @A L EH IE O = F=I K A JD @A F KI <H=FE@A A O(hk ) =LA? HAC=H@AH= E?E AI JD @AI @A 5E FI AJ @A /=KII k 3 = JD @A C H= A F KH B=EHA A ?= ?K @AHHAKH AIJ  HAC=H@A A ?=I @K A B ?JE f F O A @A @ACH n @ J ? = J E J CH= A AJ ?= ?K A AHHAKH E ? EIA FHA @ K A B ?JE f GKA ? GKA AJ IA IAHJ @A I @ LA FFA A J E EJ  K @K @ LA FFA A J F O E= ? A ?A KE @E JAHF =JE @A AMJ  F KH IA H= A AH =K ?=I  =LA? K
FAJEJ HAIJA A F KI

JD @AI @A 4EA =
1 AIJ E @A 4EA = @E=J GKA @= I A ?=I AIJ AN=?JA AHHAKH ?

@K FHA EAH H@HA


f AIJ ? IJ= JA IKH AI EIA AIJ K A
H?A=KN [xi1 , xi ] = HI = B H K A

&

'

JD @AI @A 4EA =

@K FHA EAH H@HA

 +=I @K F O

A @A @ACH 

FHA @ K A B ?JE p1 ? JE KA IKH [a, b] F O E= A @A @ACH  F=H H?A=KN E A p1 |[xi1 ,xi ] = pi E JAHL= A [xi1 , xi ]
pi 1 HAIJHE?JE 1 (x) = ax + b IKH [xi1 , xi ] -J HAC=H@A AI I AI @A 4EA = C=K?DA AJ @H EJA
b n xi xi1 n

p1 (x) dx =
a i=1 b

pi 1 (x) dx
i=1 n

Gi

Gi = (xi xi1 )p1 (xi1 ) = hp1 (xi1 ),

AJ
a

p1 (x) dx
i=1

Di

Di = (xi xi1 )p1 (xi ) = hp1 (xi ).

.=EHA A @AIIE 1 AIJ E @E=J GKA AHHAKH ?= A ? EIA  ?= A IKH E JAHL= A [xi1 , xi ] AIJ @ A F=H =EHA @K JHE= C A F KH = I A C=K?DA
xi xi

E Gi =
=

p1 (x) dx Gi =
xi1 xi1

p1 (x) dx (xi xi1 )p1 (xi1 ) =


@H EJA

h (yi yi1 ) 2

J yi = p1 (xi ) F KH i = 0, ..., n AJ
xi xi

EDi =
,

f (x) dx Di =
xi1 n xi1

f (x) dx (xi xi1 )p1 (xi ) =


n

h (yi1 yi ) = EGi . 2

EG =
i=1

EGi =

h (p1 (b) p1 (a)) AJ 2 EG = ED =

ED =
i=1

EDi =

h (p1 (a) p1 (b)). 2

h (p1 (b) p1 (a)) = O(h), 2 E A AHHAKH ? EIA F KH =FFH NE AH K A B ?JE = A F=H H?A=KN 4EA = C=K?DA K @H EJA AIJ @A  H@HA @A h

-J @

=E@A @AI I

AI @A

+=I @K A B

?JE
?JE GKA ? GKA C 1 I @ LA FFA A J E EJ AIJ @ F=H F KH  

=E JA = J IE f AIJ K A B x ]xi1 , xi [

f (x) = f (xi1 ) + (x xi1 )f (x )


F KH K x ]xi1 , x[ -J @ ? AHHAKH ? ]xi1 , xi [ @A CKAKH h = xi xi1 AIJ
xi

EIA F=H =

DJ @A @A 4EA =

C=K?DA IKH E JAHL= A

EGi = =

f (x) dx hf (xi1 )
xi1 xi xi

f (xi1 ) + (x xi1 )f (x ) dx
xi1 xi xi1

f (xi1 ) dx

=
xi1

(x xi1 )f (x ) dx,
xi

,

|EGi |
-J JH KLA

[xi1 ,xi ]

max

|f ( )| |
xi1

(x xi1 ) dx| =

h2 2

[xi1 ,xi ]

max

|f ( )|.
ba h

= A A J F KH = I
n

A @A 4EA =

C=K?DA I=?D= J n =

|EG |
i=1

|EGi | n

h2 h max |f ( )| = (ba) max |f ( )| = 0(h), 2 [a,b] 2 [a,b]


A @A 4EA = @H EJA B=EJ A @ LA FFA A J

A H=EI A A J E EJ A xi +AI JD @AI I JD @AI @=FFH NE A FHA @ 2n = =IO FJ JEGKA E A F h JA @ LAHI 

AJ H IK J=J F KH = I

A @A 4EA = C=K?DA AJ I A @A 4EA = @H EJA I J @ ? @AI =JE @K FHA EAH H@HA AHHAKH A O(h) IE =K EAK @A FHA @HA n E JAHL= AI = E HA J=E A @K E JAHL= A AIJ = HI h 2 AJ AHHAKH AIJ @ELEI A F=H 2 @A KH h IK I= A J FAJEJ = J=JE O(h) IEC E = J @A  H@HA @A h HIGKA

'

JD @A @K IA? @ H@HA @AI JH=F AI

JD @A @K IA?

@ H@HA @AI JH=F AI

AI ?= ?K I FH ? @A JI J JH GKA F KH AI F O AI @A @ACH  = EDi = EGi E@ A AIJ @ ? @AII=OAH @A ? FA IAH AI AHHAKHI AJ @AII=OAH = B H K A <@A E I A  JD @A @AI JH=F AI n b Gi + Di f (xi1 ) + f (xi ) f (x) dx Ti Ti = =h , 2 2 a i=1 EA
a b n

f (x) dx
A F=H=CH=FDA FH ? @A J  K A ? HA AI JH=F AI ? = A

h
i=1

yi1 + yi y0 yn = h( + y1 + . . . + yn1 + ). 2 2 2

JHA GKA ?AJJA B H K A AIJ AN=?JA HIGKA f = p1 AIJ K A B ?JE = A IE@ H I ? HHAIF @A J AN=?JA A J =EHA I KI = ? KH>A @= I A ?=I f

!  +=I @K F O

A @A @ACH

HAC=H@A = HI ?A GKE IA F=IIA HIGKA f|[xi1 ,xi ] = p2 AIJ K F O A @A @ACH IKH AI E JAHL= AI [xi1 , xi ] ? A ?A F=H ?HEHA GKA p2 = p1 + <HAIJA p1 AIJ = B ?JE = A @K JH=F A yi yi1 p1 (x) = yi1 + (xxi1 ), x [xi1 , xi ], h
yi 1 B ?JE = A @A FA JA yi h GKE F=IIA F=H AI F E JI (xi1 , yi1 = p1 (xi1 )) AJ xi , yi = p1 (xi )) -J J KJ F O A p2 @A @ACH GKE F=IIA F=H AI F E JI (xi1 , yi1 ) AJ (xi , yi ) AIJ @A = B H A

x [xi1 , xi ],
FKEIGKA (p2 p1 ) AIJ @A @ACH -J AIJ @ F=H p2 AIJ ? AJ I=

p2 (x) = p1 (x) + (xxi1 )(xxi )


K A A xi1 AJ xi GKE I J@ ? H=?E AI @A p2 p1 

p2 (x) = 0 + 2,

x [xi1 , xi ].
? @ ?HEHA GKA  ! K A =KN ANJH EJ I -J

IJ= JA p2 J= J GK=@H=JEGKA 

LEA J @

p2 (x) = p1 (x) +
F O A p1 @A @ACH  JH=F A
xi xi

p2 (xxi1 )(xxi ), 2
A @A @ACH GKE I=

p2 (x) dx =
xi1 xi1

p1 (x) dx +

p2 2

xi

(x xi1 )(x xi ) dx
xi1

@

@ @KEJ GKA  = B H K A @K JH=F A J= J AN=?JA F KH AI p1 


xi xi

p2 (x) dx Ti =
xi1 xi1

p1 (x) dx Ti + p2 2
xi xi1

p2 2

xi

(xxi1 )(xxi ) dx
xi1

=
, = A A J F KH K A B
b

(xxi1 )(xxi ) dx = p2

h3 . 12
ba h

?JE
n

p2 F=H

H?A=KN I=?D= J GKA n =

p2 (x) dx
a i=1

Ti (ba)

h2 12

i=1,...,n

max (p2 (xi 1 )) = O(h2 ). 2


IJ= J IKH AI E JAHL= AI [xi1 , xi ]

+xi AIJ A F E J E EAK xi1  H=FFA A GKA p2 AIJ ? xi 1 2 2 1 ) AIJ IE AJ GKA FHA @HA p (xi 2 F A A J FH=JEGKA

"

JD @A @K IA?

@ H@HA @K F E J

E EAK

+=I @K A B

?JE
?JE @A =

,= I A ?=I @A = B H K A @A 4EA = C=K?DA =L=EJ =FFH ?D f F=H K A B B H A f (x) = p0 (x) + f ( (x))(xxi1 ) = yi1 + f ( (x))(xxi1 ), L EH   B H K A @AI =??H EIIA A JI EI 1?E L= =FFH ?DAH f F=H

f (x) = p1 (x) + f ( (x))(xxi1 )(xxi ),

p1 (x) = yi1 +

yi yi1 (xxi1 ), h

 " H= EI A

? F=HAH =LA?  ! F KH K (x) = x >EA ?D EIE @= I [xi1 , xi ] ?AIJ K A B H K A C @AI =??H EIIA A JI EI @ JH A =K JD H A  $ A @ @KEJ GKA  = B H K A @K JH=F A J= J AN=?JA F KH AI p1 
xi xi xi

|
xi1

f (x) dx Ti | = |
xi1

p1 (x) dx Ti +
xi1 xi

f (x ) (x xi1 )(x xi ) dx| 2

= |0 +
xi1

h3 f (x ) (x xi1 )(x xi ) dx| sup |f ( )| 2 12 [xi1 ,xi ]

,

= A A J I=?D= J GKA n =
b

ba h n

|
a

f (x) dx
i=1

Ti | (ba) max |f ( )|
[a,b]

h2 = O(h2 ). 12

-J = B H K A @AI JH=F AI AIJ @ H@HA

"

JD @A @K IA?

@ H@HA @K F E J

E EAK

2 KJ J GKA @A ? IE@ HAH A JH=F A @K F=H=CH=FDA FH ? @A J FAKJ AII=OAH @A ? IE@ HAH A +xi JH=F A @ J A ? J IKF HEAKH AIJ J= CA J = ? KH>A =K F E J E EAK xi 1 = xi1 1?E @EF IA 2 2 1 1 @A @AKN E B H =JE I = L= AKH @A = FA JA f (x 2 ) AJ = D=KJAKH f (x 2 ) -J ? A =EHA I KI A JH=F A =E IE B H AIJ C= A =EHA I KI A HA?J= C A @A D=KJAKH f (xi 1 ) B=EHA K @AIIE J >A IKH = B H K A @A 4EA = @K F E J E EAK 2
b n

f (x) dx
a i=1 b

Mi

) Mi = hf (xi 1 2

-J @

?
a

f (x) dx

1 + ... + y h(y 2 ) n 1 2

= J yi 1 = f (xi 1 ) F KH i = 1, ..., n 2 2 1?E =K F E J (xi 1 , f ( x )) = @EIF I @A @AKN E B H =JE I K A @A D=KJAKH K A @A FA JA i 1 2 2 ? F=HAH =LA? = JD @A @K JH=F A FH ? @A JA =L=EJ F E JI ?D=?K A ? JA = J GKK A E B H =JE @A D=KJAKH I EJ C= A A J @AKN E B H =JE I =K J J= =L= J=CA @=L EH AI E B H =JE I @A F IEJE AJ @A FA JA A K IAK F E J AIJ GK FAKJ KJE EIAH = JA?D EGKA @AI @ LA FFA A JI E EJ I = = OIA L= JHA IE F A

"  +=I @K F O

A @A @ACH

1 AIJ E @E=J GKA ?AJJA B H K A AIJ AN=?JA F KH AI f = AI ?=H A JH=F A ? IE@ H I=@=FJA F=HB=EJA A J =K CH=FDA @AI f = AI AJ @ ? AI <=EHAI I KI = ? KH>A I J C= AI 4AC=H@ I A ?=I f = p2 F O A @A @ACH ? A ?A F=H ? IE@ HAH A F O A @A 1 )) AJ @A FA JA f (x 1) A , f ( x ?A F E J @ACH  GKE F=IIA F=H A F E J (xi 1 i 2 i 2 2
1 ), p1 (x) = f (xi 1 ) + (x xi 1 )f (xi 2 2 2

x [xi1 , xi ],

FKEI

@ LA FFA f = p2 =K L EIE =CA @A xi 1 2

1 p2 (x) = p2 (xi 1 ) + ( x x i 1 )p2 (xi 1 ) + (x xi 1 )2 p2 (xi 1 ) 2 2 2 2 2 2 1 2 1 ) p (x = p1 (x) + (x xi 2 ). i 1 2 2 2




JD @A @K GK=JHE

A H@HA 5E FI

-J

A @ @KEJ @
xi

? GKA  = B H K A @K F E J

E EAK J= J AN=?JA F KH p1 
xi xi1

1 f (x) dx Mi = 0 + p2 (xi 1 ) 2 2 xi1


, = A A J I=?D= J GKA n =
b ba h n

(x xi 1 )2 dx = p2 (xi 1 ) 2 2

h3 . 24

|
a

p2 (x) dx
i=1

Ti | (ba) max (p2 ( ))


[a,b]

h2 = O(h2 ). 24

"
@A xi 1 2

+=I @K A B

?JE
GKA C 2 E IK J @A ? IE@ HAH I @ LA FFA A J E EJ =KJ KH

=E JA = J F KH f GKA ?

f (x) = f (xi 1 ) + (x xi 1 )f (xi 1 )+ 2 2 2


F KH K [xi 1 , x] FH ? @A = HI ? 2 B H K A @K F E J E EAK AIJ @ H@HA A F KH AI I

(x xi 1 )2 2

f ( ) 2 AI @A 4EA =

AJ

>JEA J

JD @A @K GK=JHE

A H@HA 5E FI
3

= B H K A @K JH=F A @ =EJ K A AHHAKH ?= A @A  H@HA @A h 12 = HI GKA = B H K A @K 3 F E J E EAK @ =EJ K A AHHAKH ?= A @A  H@HA @A + h E@ A =JKHA A AIJ @ ? @A FH F IAH 24 = K =JE @A ?AI AHHAKHI =E@A @A = B H K A @E J CH=JE
b n

f (x) dx
a i=1

Si
-J @ ?

Si =

1 ) + f (xi1 ) f (xi ) + 4f (xi 2 Ti + 2Mi =h . 3 6

+AIJ E@ A @A 5E FI
b

f (x) dx
a

h + 2y1 + 4y 3 + 2y2 + . . . + 4yn 1 + yn ). (y0 + 4y 1 2 2 2 6


@E=JA A J =E@A @AI @AKN F=H=CH=FDAI FH ? @A JI ?JE f = p2 F O A @A @ACH

+AIJ = B H K A @A 5E FI L HE A E GKA ?AJJA B H K A AIJ AN=?JA F KH J KJA B

#  +=I @K F O

A @A @ACH !

4AC=H@ I ?A GKE IA F=IIA F KH AI f B ?JE I F O AI @A @ACH ! AI B H K AI @K JH=F A 1) 7 AJ @K F E J E EAK IA IAHLA J @A " L= AKHI I=L EH f (xi1 ) f (xi ) f (xi 1 ) f (xi 2 F O A 2 AIJ @ F=H

p3 (x) = p2 (x) + m3 (x) p2 AIJ K EGKA F O


AJ (xi , p3 (xi )) AJ
xi

m3 (x) = 3 (x xi1 )(x xi 1 )(x xi ) 2


1 , p3 (x GKE F=IIA F=H AI F E JI (xi1 , p3 (xi1 )) (xi 2 )) i 1 2

A @A @ACH = B H?
xi

A J 3 =

p3 6

-J =O= J @K A F=HJ


h 2

m3 (x) dx =
xi1 xi1

(x xi1 )(x xi 1 )(x xi ) dx = 2

(z +

h 2

h h )z (z ) dz = 0 2 2

 E J CH= J A z AIJ E F=EHA AJ @=KJHA F=HJ =LA? = B H K A @A 5E FI

h
I  AI xi AJ xi 1 2 F KH J KJ F O

) + m3 (xi1 ) m3 (xi ) + 4m3 (xi 1 2 6

= 0,
AIJ C= A A J AN=?JA

J H=?E AI @A m3  A p3 @A @ACH !

A @ @KEJ GKA = B H K A @A 5E FI

1 JH @K?JE

JD @A @E J CH=JE

@A /=KII

+=I @K F O
4AC=H@

A @A @ACH "
AI p4 @A @ACH "
2

I ?A GKE IA F=IIA F KH AI F O

 ?HEJ ?

p4 (x) = p3 (x) + (x xi1 )(x xi 1 ) (x xi ) 2 p3 AIJ A F O


A @E JAHF =JE @A 0AH EJA @A @ACH 3 @
1 ), p3 (xi 1 ) = f (xi 2 2

E F=H

p3 (xi1 ) = f (xi1 ),

p3 (xi ) = f (xi ),

p3 (xi 1 ) = f (xi 1 ), 2 2
AI @A @ACH !

4 L EH F=H=CH=FDA  " AJ = B H? A J = 24 -J = @ ? =LA? = B H K A @A 5E FI AN=?JA F KH A F O

xi

Ei =
xi1

p4 (x) dx h 1 p 24
xi xi1

1 ) + p4 (xi1 ) p4 (xi ) + 4p4 (xi 2

6 h5 p 2880

=
-J @ ?

(x xi1 )(x xi 1 )2 (x xi ) dx = 2 h4 p 2880

E = (ba)

= O(h4 ).

# ! +=I @K A B
?HEJ

?JE
f (x ) )2 (x xi ) (x xi1 )(x xi 1 2 24
?JE

x N f (x) = p3 (x) +
 # I C4 =

x @ FA @ @A x FAKJ = HI @ JHAH = B H K A  # -J FAKJ JHAH ?= ?K K FAK C GKA A H IK J=J AIJ ? IAHL F KH AI B B H K A @A 5E FI AIJ @ H@HA " +AIJ K A @AI B H K AI AI F KI KJE EI AI F KH ?= ?K AH @AI E J CH= AI

$ 1 JH @K?JE

JD @A @E J CH=JE

@A /=KII

+AJJA JD @A AIJ C= A A J =FFA A JD @A @E J CH=JE @A /=KII ACA @HA +AIJ K A b @AI JD @AI AI F KI KJE EI AI GK= @ LAKJ ?= ?K AH @AI E J CH= AI a f (x) dx I= I F=HJEJE AH E JAHL= A [a, b] A [xi1 , xi ] b A >KJ AIJ A ?= ?K @A a f (x) dx f AIJ K A B ?JE E J CH=> A 3KEJJA B=EHA K ?D= CA A J 1 @A L=HE=> AI IA H= A f (x) dx /=KII FH F IA = HI = B H K A @A = B H A 1
1 m

f (x) dx
1 j =1

f (j )wj ,

 $

AI j [1, 1] I J m F E JI >EA ?D EIEI AJ AI wj R I J AI F E@I


MAECDJI ? HHAIF @= JI 2KEI J KJA B ?JE E J CH=> A F KL= J JHA =FFH ?D A F=H K F O A IKH [1, 1] ?DAH?DA K A B H K A @E J CH=JE AN=?JA F KH AI F O AI @A @ACH n
1 m

pn (x) dx =
1 j =1

pn (j )wj ,

 %

m AIJ A F KI FAJEJ F IIE> A @ FA @= J K EGKA A J @A n A @ACH @K F O A 2KEI ? A J KJA B ?JE f I ?HEJ ? A =I A @K A B ?JE F=EHA fp AJ @K A B E F=EHA fi f (x) = fp (x) + fi (x)
/=KII B=EJ = HA =HGKA @ ?

?JE

fp (x) =

f (x) + f (x) , 2
?JE

fi (x) =

f (x) f (x) . 2
1 1

A J=EHA IKEL= JA F KH AI B
1 1

I E F=EHAI

fi (x) dx = 0 -J

f (x) dx =
1 1 1 1

fp (x) dx.
1 0

,A F KI F KH K A B

?JE

F=EHA

fp (x) dx = 2
!

fp (x) dx

"

1 JH @K?JE

JD @A @E J CH=JE

@A /=KII

1 AIJ = HI =JKHA @AII=OAH @A FHA @HA AI F E JI j IO E@A JEGKAI =KN F E JI IO JHEGKAI

JHEGKAI F=H H=FF HJ

 =LA? @AI F E@I

m+1j = j ,
, ? IE A AIJ AN=?JA
1 1

wn+1j = wj .
AIJ F=EH F KH pn F O A F KH AGKA = B H K A

>HA m @A F E JI @A ? =KH=
m 2

?=JE

pn (x) dx =
AJ IE m AIJ E F=EH
1 1 j =1

(pn (j ) + pn (j ))wj
m 2

pn (x) dx = pn (0)w0 +
j =1

(pn (j ) + pn (j ))wj

-NA F A

LAKJ E J CHAH @A = E HA AN=?JA AI F O AI @A @ACH  @ ? @A  2 KH n = 1 1 = B H A p1 (x) = ax + b + A x x AIJ E F=EHA 1 ax dx = 0 AJ = B H K A @E J CH=JE @ EJ JHA AN=?JA F KH AI AI @A @ACH  AI ? J= JAI p0 : x p0 (x) = b FHA @ = HI K IAK F E J 1 ?A GKE E F IA F=H IO JHEA 1 = 0 AJ K IAK F E@I w1 AJ 1 LAKJ GKA 1 p0 (x) dx = p0 (0)w1 , w1 = 2 >JEA J = B H K A @K F E J E EAK GKE AIJ >EA AN=?JA F KH f F O A @ H@HA 
1 1

p1 (x) dx = 2p1 (0)

-NA F A

2 KH n = 3 LAKJ E J CHAH @A = E HA AN=?JA AI F O AI @A @ACH ! @ ? @A = B H A p3 (x) = a0 + a1 x + a2 x2 + a3 x3 AI B ?JE I x x3 AJ x x J= J E F=EHAI = 1 3 2 a x + a x dx = 0 AJ @ EJ @ ? E J CHAH @A = E HA AN=?JA AI AI x a AJ x x 1 3 1 FHA @ @AKN F E JI 1 AJ 2 IO JHEGKAI E A J G 1 = 2 AJ @AKN F E@I C=KN w1 = w2 -J 1 LAKJ GKA E J CH= A @A a I EJ AN=?JA ? A 1 a0 dx = 2a0 LAKJ @ ? GKA a0 w1 +a0 w2 =2a0 AJ @ ? w1 +w2 =2 , LAKJ @
1 3) 1 3)

w1 =w2 =1 -J

LAKJ GKA E J CH= A @A x2 I EJ AN=?JA +

A ,

2 2 2 2 w2 = 2 w1 + 2 ? GKA 1 3 I EJ 22 = 3 ,

2 =

1 3 (= 1 =0.57735...)

1 2 x2 dx= 3 1 1 p (x) = 1 3

p3 (

+ p3 (

B H K A AN=?JA F KH AI F O

AI @A @ACHA 3

-NA F A
 ! "

L HE AH= L EH  F KH AI IKEL= JAI i wi    #%%!#  $' &'$ $       &&&&& &&&&& &&&&'  %%"#' $$$' ""&!  ##### ##### ####$  !!''& "!# &"&#$  $# " ##"& $ #"$  &$! $!# '"#!  !"%&# "&"# !%"#" = E HA AN=?JA J KJ F O A @A @ACH 2m1 = 7

= EC A m = 4 FAH AJJ= J @E J CHAH @A

= IKEJA AIJ ? I=?H A = ?=H=?J HEI=JE @AI i L= JHAH GKE I I J H=?E AI @AI F O AI @A ACA @HA AI F O AI @A ACA @HA I J AI F O AI @A @ACH n ? IJHKEJI F=H H ?KHHA ?A GKE I J HJD C =KN F KH A FH @KEJ I?= =EHA @A L2 (] 1, 1[) E A JA I GKA

(Pn , Pm )L2 =

@ B

Pn (x)Pm (x) dx = 0
1

GK= @

m = n.

J I (i )i=1,...,m AI F E JI GKE F O AI @A @ACH 2m1 AJ J

J J ? I

IJHKEJ @A JA A I HJA GKA  $ I EJ AN=?JA F KH AI


m

m (x) = (x 1 ) . . . (x m ) =
i=1

(x i ). qm1 AIJ K

1 J HAII

KI = HI =KN F O

AI f @A @ACH 2m1 @A JOFA f = m qm1

"

1 JH @K?JE

JD @A @E J CH=JE

@A /=KII

F O

A GKA ?

GKA @A @ACH m 1
1

= B H K A  $ J= J AN=?JA F KH f
m

m (x)qm1 (x) dx =
1 j =1

m (j )qm1 (j )wj .
?

=EI m (j ) = 0 F KH J KJ j @
1 1

? A

A >HA @A @H EJA AIJ K AJ @

m (x)qm1 (x) dx = 0 = (m , qm1 )L2

(, )L2 AIJ A FH @KEJ I?= =EHA @AI B ?JE I @A ?=HH E J CH=> AI , ? m AIJ L2 HJD C = J KJ F O A @A @ACH E B HEAKH @A JOFA qm1  m AIJ C= =K m E A F O A @A ACA @HA  K A ? IJ= JA K JEF E?=JELA FH I E A AI (i )i=1,...,m I J >EA AI H=?E AI @K F O A @A ACA @HA @A @ACH m  A FH > A = ANA AIJ @A ?= ?K AH AI H=?E AI @AI F O AI @A ACA @HA ?A GKE IA B=EJ F=H @AI JA?D EGKAI @A HA?DAH?DA @AI H=?E AI @AI F O AI
FAKJ C= A A J ?=H=?J HEIAH AI F E@I (wj )j =1,...,m @A @ACH m1 =II ?E I =KN m F E JI i KJE EIA AI m F O AI @A =CH= CA

Lj (x) =
k=j

x k , j k
AI F E@I wj F KH 1 j m I J = HI  & ?

GKE L HE A J Lj (j ) = 1 AJ Lj (i ) = 0 F KH J KJ i = j @ I F=H
1

wj =
1

Lj (x) dx,

?=H = B H K A  $ AIJ AN=?JA F KH f = Li @A @ACH n1 AJ @


1 m

Lj (x) dx =
1 i=1

Lj (i )wi = wj
IJHK?JE @AI Lj  ? A ?A F=H B=EHA A

?=H Lj (i ) = 0 F KH J KJ i = j AJ Lj (j ) = 1 F=H ? ?D= CA A J @A L=HE=> A y =


b

4A =HGKA

" 2 KH ?= ?K AH

b g (x) dx F=H a 2xab @ =LA? ba 1

= JD @A @A /=KII x= 1 (( 2 b a)y + a + b)

g (x) dx =
x=a y =1

g(
?JE

(b a)y + a + b b a ) dy 2 2
(ba)y +a+b ba ) 2 g( 2 b

AJ

=FF EGKA = B H K A  $

=B

f : y f (y ) =

4A =HGKA
? A=

F=HJEJE A E JAHL= A AJ ?= ?K A a f (x) dx xi xi N ( f ( x ) dx ) 2=H ?D= CA A J @A L=HE=> A ?= ?K A ?D=GKA f (x) dx A IA i=1 xi1 xi1
1 y =1

# 5E E JAHL= A [a, b] AIJ


CH= @
-J @
N 1

H= A = J =K ?= ?K
b

? =LA? h = xi xi1 IKFF I ?

IJ= J

f (x) dx =
a i=1 xi1 +xi 2

h h ) dy f ( y +xi 1 2 2 2 1
E EAK @A xi1 AJ @A xi

h 2

h ), wj f (j +xi 1 2 2 i=1 j =1

J xi 1 = 2

! 4 I KJE
!  GK=JE @E

HEGKA @AI GK=JE


HA JEA A ? IE@ H A

I @E

HA JEA AI
?DAH?DA K A B ?JE

5 EJ E K AIF=?A @A *= =?D @= I = IKEJA FHA @H= E = Rn  u : [t0 , T ] E JA A GKA @ A @A = E HA E F E?EJA F=H du (t) = f (t, u(t)), t [t , T ], 0 dt u(t0 ) = x0 (? @EJE E EJE= A).

!  EFI?DEJ EA A K EB H

f C 0 ([t0 , T ], E ) AJ x0 E I A JA t L > 0,

J@

I f J= J @A F KI K A B

?JE

(t, x1 , x2 ) [t0 , T ] E 2 ,

||f (t, x1 ) f (t, x2 )||E L||x1 x2 ||E . u

A JD H A @A +=K?DO EFI?DEJ =IIKHA ANEIJA ?A AJ K E?EJ @K A I KJE u @A !  +AFA @= J A FAKJ AIF HAH A C H= JH KLAH K A ANFHAIIE = = OJEGKA @A = I KJE L= @ ? A ?DAH?DAH K A I KJE =FFH ?D A

4A =HGKA !   GK=JE

@E

HA JEA A !  AIJ I KLA J

J A

dx = f (t, x), dt

x(t0 ) = x0 .
dx dt (t)

)JJA JE ?AJJA J=JE E?E x AIJ K A B ?JE t x(t) AJ ?AIJ >EA B=KJ EHA 2 KH LEJAH J KJA ? BKIE =FFA AH= u AJ x = B ?JE

E ?

= f (t, x(t)) GKE KA ?DAH?D A

!
!

1 JH @K?JE
 1@ A @A >=IA

JD @AI

K F=I

E@ A AIJ = IKEL= JA E IJ= J E EJE= t = t0 ? = J = F IEJE u(t0 ) = x0 @ ? f (t0 , x0 ) @ ? = FA JA u (t0 ) = f (t0 , x0 ) -J ? =EII= J = F IEJE AJ = FA JA =K JA FI t0 E I=CEJ @A ?= ?K AH AI L= AKHI IKEL= JAI u(t) F KH t > t0  = FHA E HA E@ A @KA -K AH AIJ @A @EHA GKA A CH=FDA @A = B ?JE u AIJ FH ?DA @A = @H EJA F=II= J F=H A F E J (t0 , x0 ) @A FA JA u (t0 ) = f (t0 , x0 ) =K L EIE =CA @A (t0 , x0 ) IA IAHJ = HI @K @ LA FFA A J E EJ u(t0 +h) = u(t0 ) + hf (t0 , x0 ) + o(h). !  +A GKE @ A = JD @A @-K AH ANF E?EJA  K t1 = t0 +h = L= AKH =FFH ?D A JD @A @-K AH FH CHAIIELA ?= ?K A F I= J

u (t1 ) = u(t0 ) + h f (t0 , x0 )


A AIF H= J GKA ?AJJA L= AKH ?= ?K A u (t1 ) AIJ FH ?DA @A = L= AKH AN=?JA u(t1 ) ?DAH?D A 2KEI F=HJEH @K JA FI t1 @A = L= AKH =FFH ?D A ?= ?K A u (t1 ) AJ @A = FA JA AIJE A f (t1 , u (t1 )) L= ?= ?K AH K A L= AKH IKEL= JA u (t2 ) F KH t2 = t1 +h =E@A @K A I?D =

u (t2 ) = u (t1 ) + h f (t1 , u (t1 )).


F KHIKEJ A FH ?AIIKI ?A GKE FAH AJ @A ?= ?K AH u (tk+1 ) A B ?JE @A u (tk ) AI JD @AI I?D =I K HEGKAI @ AH J K EGKA A J AI L= AKHI F ?JKA AI u (tk ) @K A B ?JE u =KN F E JI tk AJ K A H FH IA J=JE CH=FDEGKA @A u IAH= @ A F=H = B ?JE = A F=H H?A=KN GKE F=IIA F=H AI F E JI (tk , u (tk )) 1 HAIJAH= L EH IE = B ?JE u ?= ?K A AIJ FH ?DA @A = B ?JE u ?DAH?D A  = I KJE @A !  -J

!
,A GK=JE

J=JE

I
?DAH?DAH= ?= ?K AH K A I KJE =FFH ?D A u @A u GKE L HE A K A

= E HA C H= A =FFH ?D A

du (t) dt

(t, u f (t)),

u (t0 ) = x 0 ,
@E

x f 0 =FFH ?DA J f AJ x0 

 K> EAH= F=I F=H ANA F A AI AHHAKHI @=HH $

1 JH @K?JE

JD @AI

K F=I

F=HJEJE A [t0 , T ] A JA hk = tk tk1 A k k=1,...,n [tk1 , tk ] =LA? tk1 < tk AJ A F=I @A JA FI FHA @H= @AI hk [0, hmax ] hmax > 0 AIJ K A L= AKH GKA @ FA @H= @K I?D = ?D EIE -J F KH IE F E AH F KHH= FHA @HA @AI E JAHL= AI @A JA FI @A A CKAKH t0 AJ t = t + kh E A hk = h = T k 0 n -J F KH @AI JA FI E JAH @E=EHAI EJE I F=H ANA F A JAH=

tk + 1 = 2

tk + tk+1 hk (= tk + ) AJ 2 2

u k + 1 =u (tk+ 1 ). 2 2

4A =HGKA !

,= I AI ? @AI E @KIJHEA I F KH AIGKA I AI JA FI @A ?= ?K @ ELA J JHA A F KI B=E> A F IIE> A A FHA @ F=I h ? IJ= J 2HA @HA h ? IJ= J FAH AJ FHE ?EF= A A J @= CAH AI J=JE I AJ @A IE F E AH AI ?= ?K I HA L EA +H K AEN AJ EC J # F=H ANA F A F KH A ?D EN FJE = @AI F=I @A JA FI

JD @A @-K AH ANF E?EJA


IEIJA =FFH NE AH
du dt

= FHA E HA E@ A ?A A @-K AH ? h>0

A E @EGK A E JH @K?JE

=LA? ! !

f (t, u(t)) =

du (t+ ) dt

u(t + h) u(t) , h

1 = J du dt (t+ ) L= AKH @A = @ HEL A @H EJA A t F KH AI h>0 ?E @AIIKI GKE @= I A ?=I u C du AIJ >EA I H C= A dt (t) , = C HEJD A A J=EHA @A ?= ?K @A = I KJE u =FFH ?D A L EH F=H=CH=FDA ! 

IA @

A h>0  A F=I @A JA FI


T t0 h

?= ?K A n = F=HJEA A JE HA @A ! > K? A F KH k = 1 F IA ?= ?K A

A

>HA @A F=I @A JA FI F KH =JJAE @HA T 

n tk = t0 + kh, u k+1 = u k + hf (tk , u k ).


! "

= =E IE ?= ?K @AI L= AKHI F ?JKA AI @A u =KN F E JI tk AJ = I KJE =FFH ?D A u = F KH CH=FDA = B JE = A F=H H?A=KN GKE F=IIA F=H AI F E JI (tk , u k ) F KH 0 k n +AIJ K A JD @A JH I B=?E A AJJHA A AKLHA AJ GKE AIJ KJE A @AII=OAH A FHA E HA =FFH ?DA = J  F KH =L EH K A > A @A @-K AH AIJ GKA @ H@HA 1 @EJE A A A J ) IJ=> A L EH JAKN F KH >JA EH K A I KJE J JH=EJ I @= I = IKEJA @E=JA A J @A = JD @A = DAKHAKIA A J ?AJ = C HEJD A AIJ F=I J K KHI <FAHB H =FFH NE =JE @A u @ EJ F=HB EI ?D EIEH h JH I FAJEJ  = JD AJ A ?= ?K FAKJ JHA ? JAKN AJ ?AJJA JD @A AIJ F=I E ? F=H=CH=FDA ! #  @ALH= FHA @HA h IK I= A J FAJEJ JH I ? =>IKH@A +AI FH > AI @A FH ?EIE AJ @A IJ=>E EJ  K @E IJ=>E EJ  I @E J CH=JE

4A =HGKA ! ! =

@A 4EA =

JD @A @-K AH ANF E?EJA @ ? K A C= A A J E C=K?DA


t1

u(t1 ) u(t0 ) =
t0

u (t) dt

u (t0 )(t1 t0 ),

E A =LA? h = t1 t0

u(t1 ) u(t0 )

h f (t0 , u(t0 )).

&

1 JH @K?JE

JD @AI

K F=I

!
IE

"

JD @A @-K AH E F E?EJA
JD @A @-K AH ANF E?EJA ?D= CA ANFHAI

2 KH F= EAH A FH > A @A = ) IJ=>E EJ @= I = @A =FFH NE =JE @A = @ HEL A

f (t, u(t)) =

du (t ) dt

u(t) u(t h) h

! #

= J du C=K?DA A t F KH AI h>0 ?E @AIIKI GKE @= I A ?=I dt (t ) L= AKH @A = @ HEL A u C AIJ >EA I H C= A du ( t ) +A = HALEA J KJE EIAH A @ LA FFA A J E EJ dt
1

u(th) = u(t) h u (t) + o(h),


AJ C ECAH >JEA @A FH LEIE @A JA FI A
FAJEJ JAH A o(h) J =E IE K A ANFHAIIE @A = @ HEL A A B ?JE @K F=II ?A AIJ F KI K A JD @A =EI K A JD @A @A
? IJ=J=JE  AJ ?AJJA JD @A IAH= ) IJ=> A )K FHA EAH F=I >JEA J u 1 = u 0 + hf (t1 , u 1 ),

AJ =KN JA FI IKEL= JI

u k+1 = u k + hf (tk+1 , u k+1 ).

! $

A FH > A @A ?AJJA JD @A AIJ GKA  GK=JE @ = J u k+1 AIJ E F E?EJA E A GKE B=KJ H I K@HA  GK=JE
u k+1 hf (tk+1 , u k+1 ) = u k KJE EIAH= F=H ANA F A = JD @A @A AMJ K J KJ FH CH= A @A HA?DAH?DA @A  @A = B ?JE

g (z ) = z hf (tk+1 , z ) u k .
A z GKE I=JEIB=EJ

g (z ) = 0 @

AH= u k+1 = z

+AJJA JD @A AIJ F KI ? JAKIA GKA = JD @A @-K AH ANF E?EJA =EI AIJ KJE A @= I A ?=I E O = @AI FH > AI @A IJ=>E EJ +AIJ C= A A J K A JD @A @ H@HA  @E J CH=JE

4A =HGKA ! " =

@A 4EA =

JD @A @-K AH E F E?EJA @ ? K A C= A A J E @H EJA


t1

@E=JA A J @A =

JD @A

u(t1 ) u(t0 ) =
t0

u (t) dt

u (t1 )(t1 t0 ),

E A =LA? h = t1 t0

u(t1 ) u(t0 )

h f (t1 , u(t1 )).

4A =HGKA ! # ,A

= E HA C

H= A  GK=JE

A u k+1 AIJ @A = B H A

u k+1 = g (h, tk+1 , u k , u k+1 ).


2 KH h s = tk+1 u = u k @ I ?DAH?DA @ ?v=u k+1 JA GKA

v = gs,u,h (v )

gs,u,h (v ) = u + hf (s, v ).

+AIJ K FH > A @A F E J NA A v GKE =@ AJ K A I KJE @ I GKA gs,u,h AIJ K A ? JH=?JE  EFI?DEJ EA A @A H=FF HJ <1 A = L=HE=> A v  =EI F=H DOF JD IA f AIJ K A B ?JE EFI?DEJ EA A @A H=FF HJ L > 0 AJ @ ?

|gs,u,h (v ) gs,u,h (w)| hL|v w|,


1 AJ @ ? gs,u,h AIJ K A ? JH=JE @ I GKA h < L BAH= ?AJJA DOF JD IA @= I = IKEJA A FHA = J 95 1 AH= K A I KJE K EGKA F=H ANA F A hmax = 100 L AJ A I?D = E F E?EJA @

&

'

1 JH @K?JE

JD @AI

K F=I

# 5?D

= @A +H=

 E?D I

AJ I?D

=I

5KH E JAHL= A [t0 , t1 ] = JD @A @-K AH ANF E?EJA IA IAHJ @A = FA JA C=K?DA pg = f (t0 , u(t0 )) = u (t0 ) AJ ?A A @-K AH E F E?EJA IA IAHJ @A = FA JA @H EJA pd = f (t1 , u(t1 )) = u (t1 ) E@ A IKEL= JA AIJ @A IA IAHLEH @K A FA JA E JAH @E=EHA p = (1 )pg + pd F KH 0 1 A I?D = GKE A H IK JA I ?HEJ

u 1 = u 0 + h (1 )f (t0 , u 0 ) + f (t1 , u 1 ) .
AJ =K F=I @A JA FI tk+1

u k+1 = u k + h (1 )f (tk , u k ) + f (tk+1 , u k+1 ) .


+AIJ A I?D = 1 AIJ JH I KJE EI F KH 1 2 1 ?=H E AIJ ) IJ=> A JAH GKA A ?= ?K @A u k+1 AIJ A ? HA E F E?EJA 3K= @ = 1 2 h u k+1 = u k + f (tk , u k ) + f (tk+1 , u k+1 ) , 2 >JEA J A I?D = @A +H=  E?D I HEIGKA @ JHA

! %

! &  E?D I

4A =HGKA ! $

FAKJ IA HA @HA ? FJA JH I IE F A A J GKA A I?D = @A +H= AE AKH A JAH AI @A FH ?EIE = F KH u C 2 h2 u(tk+1 ) = u(tk ) + hf (tk , u(tk )) + u (tk ) + o(h2 ), 2 h2 u(tk ) = u(tk+1 ) hf (tk+1 , u(tk+1 )) + u (tk+1 ) + o(h2 ), 2 h2 = u(tk+1 ) hf (tk+1 , u(tk+1 )) + u (tk ) + o(h2 ), 2 ?=H u (tk+1 ) = u (tk ) + o(1) , F=H @E HA ?A

u(tk+1 ) = u(tk ) +

h f (tk , u(tk )) + f (tk+1 , u(tk+1 )) + o(h2 ), 2

AJ @ ? =FFH NE =JE F=H u @ A K A AHHAKH A o(h2 )  ? F=HAH =LA? AHHAKH A o(h) F KH -K AH ANF E?EJA L EH !  K ? A FAKJ IA ? L=E ?HA =EI A J F KH A I?D = F KH = 1  2 1 A I?D = @A +H=  E?D I ?=I = 1 @EJE A A A J ) IJ=> A =EI F KH < 2 2  AIJ E ? A I?D = AIJ F=I E ? @EJE A A A J ) IJ=> A ,AI AHHAKHI @=HH @EI FAKLA J @ ? HA @HA A I?D = @A ?H=  E?D I E IJ=> A 5E ?A = =HHELA F KHH= FHELE CEAH K I?D = =LA? F=H ANA F A = 2 3

4A =HGKA ! % A I?D JH=F AI @ H@HA 

= @A +H=

 E?D I
t1

@ ? K A C= A A J @A = B H K A @E J CH=JE

@AI

u(t1 ) u(t0 ) =
t0

u (t) dt

u (t0 ) + u (t1 ) (t1 t0 ), 2

I EJ =LA? h = t1 t0

u(t1 ) u(t0 )

f (t0 , u(t0 )) + f (t1 , u(t1 )) . 2

JD @A @-K AH =

E H A

= JD @A @A +H=  E?D I AIJ E F E?EJA ?=KIA @A u k+1 @= I f (tk+1 , u k+1 ) @= I A A >HA @A @H EJA @A ! & E@ A AIJ = HI @AIJE AH u k+1 FH @E?JE  =E@A @A = JD @A @-K AH ANF E?EJA @E?JE u FH =u k + hf (tk , u k ). k+1 -J = E HA ?AJJA FH @E?JE  J=FA @A ? HHA?JE  A IE IFEH= J @K I?D = @A +H= E?D I ! '

u k+1 = u k +
2H @E?JE ? HHA?JE

h @E?JE f (tk , u k ) + f (tk+1 , u FH ) k+1 2 JD @A @0AK 


'

HHA?JE (= u ? ). k+1

!

1 JH @K?JE

JD @AI

K F=I

-J ?A I?D

= AIJ ANF E?EJA

u k+1 = u k +
JHAH= GKE AIJ @ H@HA

h f (tk , u k ) + f (tk+1 , u k + hf (tk , u k )) . 2


JHA E AIJ F=I E ? @EJE A A A J ) IJ=> A

2=H ?

JD @A @K F E J

E EAK

K @A 4K CA

KJJ= @ H@HA

JD @A @0AK 

2 KJ J GKA IKH E JAHL= A [tk , tk+1 ] @A IA IAHLEH @A = FA JA pg C=K?DA AJ @A = FA JA pd @H EJA AJ FAKJ AII=OAH @A IA IAHLEH @A = FA JA =K E EAK AJ FH F I A I?D =
1,u u k+1 = u k + hf (tk+ 2 k + 1 ). 2

!   IA IAHJ = HI @A =

A FH > A AIJ GK A? JD @A @-K AH ANF E?EJA

= J F=I u (tk+ 1 ) 2
@E?JE u FH k+ 1
2

L= AIJE AH FH @E?JE

=u k +

h f (tk , u k ), 2
?
HHA?JE (= u ? ). k+1

@

@E?JE = FA JA FH LKA = f (tk+ 1 ,u FH ) k+ 1 2


2

F IA @

@E?JE 1,u FH ) u k+1 = u k + hf (tk+ 2 k+ 1


2

!  JHAH= GKA A I?D =

2H @E?JE ? HHA?JE JD @A @0AK  A ?= ?K @A u k+1 AIJ ANF E?EJA A A?JK A >JA K @A 0AK  AIJ @ H@HA JE

J=FAI IE F AI AJ

4A =HGKA ! & = FHA E HA J=FA @K I?D


@K F E J E EAK @ H@HA 

= @0AK @ ? K A C= A A J @A = B H K A @E J CH=


t1

u(t1 ) u(t0 ) =
t0

u (t) dt

u (t 1 )(t1 t0 ), 2

E A =LA? h = t1 t0

u(t1 ) u(t0 )

h f (t 1 ,u 1 ). 2 2

&

JD @A @A 4K CA

KJJ= ? =IIEGKA @ H@HA "


FAKJ IE I

I KD=EJA J K KHI K A JD @A ANF E?EJA =EI ? LAHCA= J F KI H=FE@A A J FEHAH @A = JD @A @E J CH=JE @A 5E FI @ H@HA "
tk+1

g (x) dx
tk

) + g (tk+1 ) g (tk ) + 4g (tk+ 1 2 6

!  

= DAKHAKIA A J =FF EGK A  GK=JE @E HA JEA A = JD @A GKE A H IK JA AIJ E F E?EJA -J F KH = @E AH AJ = HA @HA ANF E?EJA AI AIJE =JE I FH ? @A JAI @A u k + 1  JD @A @0AK  2 AJ @A u k+1 F=H = JD @A @-K AH = E H A A I J ?AFA @= J F=I IK I= JAI F KH =L EH K A JD @A @ H@HA " ANF E?EJA @ EJ HA =JELA A J E JAHL= A [tk , tk+1 ]  K A AIJE =JE @A = FA JA p1 = J A tk 

p1 = f (tk , u k ).
+AJJA L= AKH @ A K A L= AKH AIJE A =K F E J E EAK

1 u k + 2 k + ,1 = u

h p1 , 2
@A = FA JA p2 =K F E J E EAK

1 ] AJ @ JD @A @-K AH ANF E?EJA IKH [tk , tk+ 2

? K A AIJE =JE

!

!

1 JH @K?JE

JD @AI

K F=I

A tk+ 1  2
1 ,u k + 2 p2 = f (tk+ 1 ,1 ) = f (tk + 2

h h ,u k + p1 ). 2 2

= = HI K A =KJHA AIJE =JE

=K F E J

E EAK

1 k + u k + 2 ,2 = u

h p2 , 2
@E A KJE EI= J p2  @ K A =KJHA

@ F=H = JD @A @-K AH E F E?EJA IKH [tk , tk+ 1 ] 2 1 AIJE =JE @A = FA JA E EAK p3 A tk+ 2
1 p3 = f (tk+ 1 ,u k + 2 ,2 ) = f (tk + 2

h h ,u k + p2 ). 2 2

" -J = FA JA AIJE

A A =L= A tk+1  AIJ FHEIA L= = J

p4 = f (tk + h, u k + hp3 ),
p1 +2p2 +2p3 +p4 6

= L= AKH HAJA KA F KH = FA JA FAH AJJ= J @A F=IIAH @A u(tk )  AI AIJE =JE I =K E EAK J F KI @A F E@I GKA ?A AI @AI ANJH JD @A @A 5E FI !   , = L= AKH ?= ?K A u k+1

u(tk+1 ) AIJ p = EJ I ? A @= I
! !

u k+1 = u k + h
+AJJA  JD @A AIJ JH I KJE EI A AJ I= FH CH=

p1 + 2p2 + 2p3 + p4 . 6
=JE AIJ IE F A >HA @A F=I @A JA FI F KH =JJAE @HA T 

IA @ A h > 0  A F=I @A JA FI t0 ?= ?K A n = F=HJEA A JE HA @A T A h ! F IA tk = t0 + kh F KH k = 1 n " F KH k = 1 n p1 = f (tk , u k ),

FAKJ JHAH GKA ?AJJA @EJE A A A J ) IJ=> A 2=H ? JHA ?AJJA JD @A @A = @A A ?= ?K @AI f ((tk+ 1 ,u k + h 2 pi ) F KH i = 1, 2 AJ @A 2 f (tk+1 , u k + hp3 ) ?A GKE FAKJ JHA ? JAKN F=H ANA F A @= I A ?=I @AI IOIJ AI @E HA JEA I

h p1 ), 2 h ,u k + p2 ), p3 = f (tk+ 1 2 2 p4 = f (tk+1 , u k + hp3 ), h u k+1 = u k + (p1 + 2p2 + 2p3 + p4 ). 6 JD @A AIJ @ H@HA " =EI GKA A AIJ F=I E ? p2 = f (tk+ 1 ,u k + 2

! "

'

JD @AI @A 4K CA

KJJ= C

H= EI AI
 >JA JE @A L= AKHI

4ALA I IKH E@ A @A >=IA @A = JD @A @A 4K CA KJJ= ? =IIEGKA E JAH @E=EHAI @EHA?JA A J KJE EI AI =E@A @A  @AI JA FI E JAH @E=EHAI

tk,i = tk + ci h,
@EHA?JA A J KJE EI AI

=LA? 0ci 1 F KH J KJ i AJ K JA FI = tk+1 = tk + h 7 A B H K A @A GK=@H=JKHA F KH AI L= AKHI E JAH @E=EHAI 


tk,i q

u (tk,i ) u (tk ) =
tk

f (t, u(t)) dt

h
j =1

aij f (tk,j , u(tk,j )).

! 7 A B H K A @A GK=@H=JKHA F KH = L= AKH
tk+1

= A HAJA KA
q

u (tk+1 ) u (tk ) =
tk

f (t, u(t)) dt

h
j =1

bj f (tk,j , u(tk,j )).

!

!!

. H K =JE

HEGKA @AI

JD @AI

K F=I

FH IA JA AI GK= JEJ I E JH @KEJAI I KI = B H A @K J=> A=K

c1 c2 cq
JA GKA F KH J KJAI AI E B HEAKHA IJHE?JA

a11 a21 aq1 b1

a12 a22 aq 2 b2

... ... ... ...

a1q a2q aqq bq


=JHE?A ?=HH A [aij ]1i,j q AIJ JHE= CK =EHA

JD @AI ANF E?EJAI =

-NA F A ! ' JD @A @-K AH ANF E?EJA ! " = L= AKH = A AIJ u k+1 = u k + hf (tk , u k ) , ? q = 1 b1 = 1 AJ tk,1 = tk @ ? c1 = 0 AJ a1,1 = 0 , ? K A J=FA GKE AIJ A B=EJ  J=FA = A 0 0 A J=> A=K =II ?E AIJ 1 -NA F A ! 
, JD @A @-K AH E F E?EJA ! $ = L= AKH = A AIJ u k+1 = u k + hf (tk+1 , u k+1 ) 1 1 A J=> A=K 1 = A HAJA KA @

? q = 1 b1 = 1 tk,1 = tk+1 c1 = 1 AJ a1,1 = 1 , = ! % F KH = 0 = L= AKH

A q = 2 b1 = 0 0 0 b2 = c1 = 0 c2 = 1 a11 = 0 = a12 = a21 AJ a22 = 1 , A J=> A=K 1 (1 ) JD @A AIJ E F E?EJA F KH = 0 JAH GKA IE = 0 A J=> A=K ?E @AIIKI = F KI @E J H @= I ?A ?=I a22 = 0 AJ HAJH KLA = JD @A @-K AH ANF E?EJA

-NA F A !  I?D

(1 ) 0 1 = J = b2 =
1 2

-NA F A ! 
c1 = 0 c2 = 1 @

JD @A @-K AH =

E H A ! '
1 2

a11 = a12 = a22 = 0 AJ a21 =


JD @A @K F E J E EAK ! 
1 2

= L= AKH HAJA KA @ 0 , A J=> A=K 1 2

A q = 2 b1 = 0 0 1 0 2
1 2 1 2

1 2

-NA F A ! !
E JAH @E=EHA @

= L= AKH HAJA KA AIJ ?= ?K A =LA? K


1 2

A q = 1 b1 = 1 c1 =

a11 =

,

A J=> A=K

1 2

1 2

JA FI

-NA F A ! "

JD @A @K F E J E EAK HA @KA ANF E?EJA !   JD @A @0AK  = L= AKH HAJA KA AIJ ?= ?K A =LA? K JA FI E JAH @E=EHA +A = @ A q = 2 b1 = 1 b2 = 0 c1 = 1 2 c2 = 0 0 0 0 1 1 0 a11 = a12 = a22 = 0 AJ a21 = 2 , A J=> A=K 1 2 2 0 1

-NA F A ! # 4K CA KJJ= ? =IIEGKA ! ! =LA? ! F=I @A JA FI E J H


0
1 2 1 2

0 0 0
1 6 1 2

0 0 0
2 6 1 2

=II ?E AIJ @

F=H

0 0 0 1
2 6

0 0 0 0
1 6

@E=EHAI

A J=> A=K

-NA F A ! $
=LA? =
1 2

FAKJ

JHAH GKA =

JD @A E F E?EJA @ EC J #

EA F=H A J=> A=K 1

12
1 2

0
1 2

2 3

AIJ @ H@HA ! 8 EH +H K AEN AJ

! ! . H K =JE
! !  . H K =JE

HEGKA @AI

JD @AI

K F=I

AI JD @AI FH IA J AI ?E @AIIKI I J @AI IAHLA J GKA @AI @AKN L= AKHI u k AJ u k+1 ? HHAIF !

JD @AI K F=I E A @AI JD @AI GKE A IA @= J K K EGKA F=I @A JA FI hk = tk+1 tk

!!

!!

. H K =JE

HEGKA @AI

JD @AI

K F=I

- AI IA FH IA JA J J KJAI I KI = B H A I GKA JEA A F KH u 0 @

u k+1 u k = (tk , u k , hk ) E A hk

u k+1 = u k + hk (tk , u k , hk ) .

! #

tk , u  J= J F=I  K A ? HA I KI = B H A u k+1 = u k + hk ( k , tk+1 ) ?AJJA @AH E HA B H A =LA? FH=JEGKA F KH AI ?= ?K I @AHHAKHI AJ @A ? LAHCA ?A hk = tk+1 tk AIJ K A L=HE=> A FHE H@E= A 

-NA F A ! % AI

JD @AI ANF E?EJAI JD @A @-K AH (tk , u k , hk ) = f (tk , u k ) JD @A @-K AH = JD @A @K F E J E H A (tk , u k , hk ) =


1 2

f (tk , u k ) + f (tk+1 , u k + hk f (tk , u k ))


hk k 2 ,u

k +h k )) 2 f (tk , u 1 JD @A @A 4K CA KJJ= (tk , u k , hk ) = 6 (p1 +2p2 +2p3 + p4 ) AI pi I AJ A @ FA @A J GKA @A tk u k AJ hk ?= ?K E @E=J

E EAK (tk , u k , hk ) = f (tk +

J@

I A ! "

JD @AI E F E?EJAI JD @A @-K AH E F E?EJA =u k+1 = u k + hk f (tk+1 , u k+1 ) @E ? JE @ Au k+1 JA u k+1 = G(tk , u k , hk ) = I KJE JH KL A , (tk , u k , hk ) = f (tk + hk , G(tk , u k , hk )) A @ =H?DA F KH = JD @A @A +H=  E?D I

-NA F A ! & AI

KA u k+1 @

J =H I K

!!

7 A

JD @A C

H= A @A ?

IJHK?JE

@AI I?D

=I
?DAH?D A

- A AIJ >=I A IKH A @ LA FFA A J @A 6=O H @A = I KJE

u(t0 + h) u(t0 ) h h2 = u (t0 ) + u (t0 ) + u (t0 ) + ... h 2 3!


,A u (t) = f (t, u(t)) GK=JE I=JEIB=EJA F=H = I KJE ?DAH?D A @ @KEJ IKFF I= J f C 2

u (t) = f,t (t, u(t)) + f,x (t, u(t)).u (t) = (f,t + f,x .f )(t, u(t)),
AJ

u (t) = f,tt (t, u(t)) + 2f,tx (t, u(t)).u (t) + f,xx (t, u(t)).u (t)2 + f,x (t, u(t)).u (t) = (f,tt + 2f,tx .f + f,xx .f 2 + f,x (f,t + f,x .f ))(t, u(t)),
f f = J f,t = f t f,x = x f,tt = t2 -J =E IE A @ LA FFA A J @A 6=O H @A u @
2

u(t0 + h) u(t0 ) h = f (t0 , u(t0 )) + (f,t + f,x .f )(t0 , u(t0 )) h 2 h2 2 .f ))(t0 , u(t0 )) + ... + (f,tt + 2f,tx .f + f,xx .f 2 + f,x f,t + f,x 3!

! $

! ! ! )FF E?=JE

=KN I?D

=I ANF E?EJAI

K F=I
AI @ HEL AI F=HJEA AI @A f AJ ?AIJ A F =?AH ?AI @ HEL AI F=HJEA AI F=H @AI ?D EIEI LAKJ ?HEHA A A >HA @A CA KJJ= ! %

A CH I FH > A @= I ?AJJA ANFHAIIE AIJ @ L= KAH C H= ? JAKN AJ F=HB EI => HEAKN E@ A AIJ @A HA GK= JEJ I @A JOFA f (t0 + , x0 + ) =LA? AJ H A I >EA @H EJA @A ! $ I KI K A B H A @ = J A I?D = @A 4K

u(t0 + h) u(t0 ) = ap1 + bp2 + cp3 + dp4 ... h


AI pi I J @AI AIJE =JE I @AI FA JAI

p1 = f (t0 , x0 ), p2 = f (t0 + 1 h, x0 + 1 p1 ) p3 = f (t0 + 2 h, x0 + 2 p2 ) p4 = f (t0 + 3 h, x0 + 3 p3 )


!! @ FA @ @A p1 , @ FA @ @A p2 , @ FA @ @A p3 .

!"

!"

JK@A @AI

JD @AI

K F=I @

EJE

IC

H= AI

=LA? AI i R

IA IAHJ F KH ?A = @K @ LA FFA A J @A = B

?JE

f (t0 + , x0 + ) = f (t0 , x0 ) + (f,t + f,x ) 1 + ( 2 f,tt + 2f,tx + 2 f,xx )(t0 , x0 ) 2 1 + ( 3 f,ttt + 3 2 f,ttx + 3 2 f,txx + 3 f,xxx )(t0 , x0 ) + ... 3!
AI E@A JE ?=JE I @AI JAH AI =O= J A ANF I= J A h A JHA ! $ AJ ! % @ A

a + b + c + d = 1, 1 , 2 1 2 2 2 b1 + c2 + d3 = , 3 1 c1 2 + c2 3 = . 6 b1 + c2 + d3 =
>JEA J =E IE @AI JD @AI AN=?JAI =K JH EIE
1 3

A H@HA F=H 1 = 2 = 1 A 2 AJ 3 = 1 ?A GKE @ JD @A AIJ A B=EJ @ H@HA 4 A F KHIKEL= J


2 A F=H 1 = 1 3 2 = 3 AJ 3 = 1 ?A H= = JD @A @A 4K CA KJJ=

-NA F A ! ' =
a=d= AI ?= ?K I
1 6

JD @A @A 4K CA KJJ= AIJ @ AJ b = c = FAKJ JHAH GKA ?AJJA

GKE @

-NA F A !  =
Aa=d=

1 8

3 JD @A @A KJJ=5E FI 8 AIJ @ 3 AJ b = c = 8 =EI KE FH B HA A C

!"

JK@A @AI

JD @AI

K F=I @

EJE

IC

H= AI

I KD=EJA H I K@HA !  @A = E HA =FFH ?D A =E@A @K I?D = @A JOFA ! # 1 I=CEJ @A I=L EH IE AI JD @AI FH F I AI I J <> AI I=EJ GKA  GK=JE @E HA JEA A !  =@ AJ K A I KJE u : [t0 , T ] R A I?D = ! # t0 ?= ?K A @AI L= AKHI @EI?H JAI u (tk ) = u k F KH tk = t0 + kh h = T AJ 1 k n n AIJ A n >HA @A F E JI @E J CH=JE 1 I=CEJ @A ? F=HAH |u(tk ) u k | @E HA ?A A JHA = L= AKH AN=?JA ?DAH?D A AJ = L= AKH ?= ?K A

!" +

LAHCA ?A

5 EJ u = I KJE @A !  ?DAH?D A IA @ A K F=I @A JA FI h1 = t AJ F=HJ=CA t0 E JAHL= A [t0 , T ] A n1 = T h E JAHL= AI  IKFF IAH= @= I = IKEJA GKA T AIJ K JEF A @A h 1 -J F IA tk1 = t0 + k1 h F KH J KJ k1 = 1, ..., n 2 KH A F=I @A JA FI h1 @ K I?D = K HEGKA @ A @AI L= AKHI =FFH ?D AI GK JA u k1 = u (tk1 , h1 ) F KH k1 = 1, ..., n1 @ J AIF HA GKA AI =FFH ?DA J AI L= AKHI u(tk1 ) ?DAH?D AI E A JA AI GKA maxk1 =1,...,n1 |u(tk1 ) u (tk1 , h1 )| AIJ
FAJEJ -J IE FHA @ K F=I @A JA FI h2 < h1 AIF HA GKA AI L= AKHI u k2 = u (tk2 , h2 ) >JA KAI t0 F KH k2 = 1, ..., n2 = T h I J
AE AKHAI E A I J JA AI GKA 2
k2 =1,...,n2

max

|u(tk2 ) u k2 | <
EJE

k1 =1,...,n1

max

|u(tk1 ) u k 1 |.

1 AIJ =JKHA @A ? IE

A ?AH F=H = @

IKEL= JA

,
=

EJE !  =FFH NE =JE ( uk )k=1,...,n @ A F=H A I?D = ! # AIJ @EJA ? LAHCA JA HIGKA u 0 x0 (= u(t0 ))  AHHAKH IKH =FFH NE =JE @A = ? @EJE E EJE= A I= K A =LA? h
h 0 1kn

max |u(tk ) u k | 0.
h0

t0 2 KH ?D=GKA h F IA n = T AJ = K A I KJE ( uk )k=1,...,n AJ F KI h AIJ


FAJEJ AJ F KI h = I KJE ( uk )k=1,...,n ? HHAIF @= JA AIJ FH ?DA @A = I KJE ?DAH?D A AJ A A
JA @ LAHI ?AJJA I KJE 

!"

!#

!"

JK@A @AI

JD @AI

K F=I @

EJE

IC

H= AI

=@

??

LAHCA ?A @A = I KJE

=FFH ?D A u LAHI = I KJE

?DAH?D A u IIE ! &

h0 0kn

lim

max |u(tk ) u k | = 0.

A >KJ AIJ @ ? @A I=L EH IE A I?D = ?D EIE @ A K A =FFH NE =JE ? LAHCA JA @ ? F IA = HA?DAH?DA @A ?AJJA ? LAHCA ?A A J=FAI = IJ=>E EJ AJ = ?

IEIJ= ?A

!" ,

5J=>E EJ EJE !
A I?D = ! # AIJ @EJ IJ=> A IE AIJ F=I JH F IA IE> A =KN AHHAKHI ? A AI @E E A IE ANEIJA M > 0 JA GKA IE @AKN IKEJAI GKA ? GKAI ( uk )0kn AJ ( vk )0kn

AHHAKHI @=HH L HE A J

u k+1 = u k + h(tk , u k , h) v k+1 = v k + h(tk , v k , h) + k


A GKA ? GKA = HI
k 1 0kn

! '

(k )0kn AIJ K A IKEJA @

max |u k v k | M |u 0 v 0 | +
j =0

|j | .

! 

 A I

=N @A = @E HA ?A AIJ = H K A ? IJ= JA A @AI AHHAKHI =??K K AI =K ? KHI @K JA FI 

K JEF E?=JELA FH I F=H AHHAKH E EJE= A AJ = IJEJKA K A

-J HA =HGKA E @E=JA A J GKA = I KJE IKEJA ( vk )N = (u(tk ))N I=JEIB=EI= J ! '2 E?D I 2=H ? IJ=>E EJ ANF E?EJAI IJ=>E EJ

AN=?JA u(t) FHEIA =KN F E JI tk ?

-NA F A ! !

L HE A GKA AI I?D =I FH F I I -K AH ANF E?EJA AJ E F E?EJA I?D =I +H= 4K CA KJJ= I J J KI IJ=> AI =K IA I @A ?AJJA @ EJE JHA ?AI I?D =I A I J F=I J KI E ? @EJE A A A J IJ=> AI L EH F=H=CH=FDA IKH = K HEGKA @EJA ) IJ=>E EJ K IJ=>E EJ =IO FJ JEGKA - F=HJE?K EAH F KH AI I?D =I = IJ=>E EJ K HEGKA = EAK GKA IE A F=I @A JA FI h = t AIJ IK I= A J FAJEJ K HEGKA I KI ? @EJE 

!"! +

IEIJ= ?A

) E IJ= J tk ?= ?K A u (tk+1 ) = u (tk ) + h(tk , u(tk ), h)| = HI GKA = L= AKH u(tk+1 ) ?DAH?D A L HE A u(tk+1 ) = u(tk ) + h(tk , u(tk ), h)| + k IE J HAIIA AHHAKH A L= AKH =>I KA JA = HI k = |u(tk+1 ) u(tk ) h(tk , u(tk ), h)|, =FFA A AHHAKH ?= A E IJ= J tk+1 = ! # AIJ @EJ ?
n1 k=0 k n1 h 0

EJE

! " A I?D

IEIJ= J IIE = I

A @AI AHHAKHI

?= AI JA @ LAHI 

=LA? h E A IIE limh0

= 0 E A IIE |u(tk+1 ) u(tk ) h(tk , u(tk ), h)| = 0.


! 

lim

k=0

= C= A A J k = |(u(tk+1 ) u k+1 ) (u(tk ) u k )| = = L= AKH =>I KA @A = @E HA ?A @AI AHHAKHI ? EIAI A JHA E IJ= J tk AJ E IJ= J tk+1 LAKJ @ ? GKA AI AHHAKHI ? EIAI A I= F E A J F=I AJ EAKN GKA AKH I A I= K A =LA? h HA ?A @AI FA JAI

4A =HGKA ! #

4A =HGKA ! $

= C= A A J OA AI

k h

)u(tk ) = | u(tk+1h

u k+1 u k | h

= = L= AKH =>I KA @A =
@E

!#

!$

!"

JK@A @AI

JD @AI

K F=I @

EJE

IC

H= AI

! " " 5J=>E EJ


= A JD H

?
AB @EJE

IEIJ= ?A ?
@= A J=

LAHCA ?A
? IEIJ= ?A ? LAHCA ?A

IJ=>E EJ

6D H

 AHHAKH IKH = ?

A ! % 5E A I?D

= ! # K F=I AIJ IJ=> A AJ ? IEIJ= J AJ IE u 0 u(0) h0 0 E EJE= A I= K A =LA? h = HI E AIJ ? LAHCA J =

2HAKLA 2=H DOF JD IAI @A ? IEIJ= ?A F I= J k = |u(tk+1 ) u(tk ) h(tk , u(tk ), h)|
n1 h0

lim

k = 0.
k=0

)LA? k = |(u(tk+1 ) u k+1 ) (u(tk ) u k )| -J IE

F IA v k = u(tk ) = HI ( uk )0kn AJ ( vk )0kn


k1 j =0 j

L HE A J !  E A max0kn |u k v k | M |u 0 v 0 | +

@

A H IK J=J ! &

! " # +HEJ HA @A IJ=>E EJ


= =? @EJE IK I= JA A J A t AJ h E A IE

6D H

A ! & 5E AIJ EFI?DEJ EA A A u K EB H


(t, u, v, h) [t0 , T ] R R [0, hmax ],
= ! # AIJ IJ=> A

L > 0,
= HI A I?D IA @

|(t, u, h) (t, v, h)| L |u v |, !

2HAKLA +AIJ K A =FF E?=JE

@K A A @A /H M= @EI?HAJ L EH ? KHI @ GK=JE I @E HA JEA AI A @AKN IKEJAI ( uk ) AJ ( vk ) L HE = J ! ' DOF JD IA !  @ A =LA? ! #

|u k+1 v k+1 | (1 + hL )|u k v k | + k .


-J A A A @A /H M= @EI?HAJ @ A
k1

|u k v k | eL (tk t0 ) |u 0 v 0 | +
i=0

eL (tk ti ) |i |.

,

A H IK J=J !  =LA? M = eL (T t0 )

! " $ +HEJ HA @A ? 6D H
AIJ GKA

IEIJ= ?A
?AII=EHA AJ IK I= JA F KH GKA A I?D = ! # I EJ ? IEIJ= J ! ! B=EJ E JAHLA EH

A ! ' 7 A ? @EJE

(t, u ) [0, T ] R,

(t, u , 0) = f (t, u ).

2HAKLA F IA k = |u(tk+1 ) u(tk ) h(tk , u(tk ), h)| GK= JEJ @= I =GKA A f AJ (tk , u(tk ), 0)
tk+1

k =
tk

[f (s, u(s)) f (tk , u(tk ))] ds + h[f (tk , u(tk )) (tk , u(tk ), 0)] + h[(tk , u(tk ), 0) (tk , u(tk ), h)]

)O= J IKFF I f AJ C 1 AJ F I= J g (s) = f (s, u(s)) AJ G(h) = (tk , u(tk ), 0) (tk , u(tk ), h) A @ @KEJ GKA JD H A @AI =??H EIIA A JI EI
tk+1

|
tk

[f (s, u(s)) f (tk , u(tk ))] ds| h2

s[tk ,tk+1 ]

max

|g (s)|,

h[(tk , u(tk ), 0) (tk , u(tk ), h)] h2


@

l]0,hmax ]

max

|G (l)|,

h|f (tk , u(tk )) (tk , u(tk ), 0)| |k | + h2


, !$

s[tk ,tk+1 ]

max

|g (s)| + h2

l]0,hmax ]

max

|G (l)|.

!%

!#

5J=>E EJ

HEGKA

IKFF IA A I?D

=?

IEIJ= J = HI

n1

h|f (tk , u(tk )) (tk , u(tk ), 0)| 0.


k=0 T h0

=EI = I A AIJ K A I A @A 4EA = GKE JA @ LAHI t0 |f (s, u(s)) (s, u(s), 0)| ds AJ ?AJJA E J CH= A AIJ @ ? K A A @ @KEJ GKA F KH J KJ t [t0 , T ] = f (t, u(t)) = (t, u(t), 0) AJ @ ? ! ! A FHA = J F KH (t, u) GKA ? GKA (t, u) ? @EJE E EJE= A @A !  4 ?EFH GKA A J IKFF IA ! ! ) HI

|k | h2
,
k

s[tk ,tk+1 ]

max

|g (s)| + h2

l]0,hmax ]

max

|G (l)|.

|k | h(T t0 )(
=? IEIJ= ?A

s[tk ,tk+1 ]

max

|g (s)| +

l]0,hmax ]

max

|G (l)|),

@

!"%

H@HA @K I?D

=
=EI F=I

AI ?HEJ HAI @A IJ=>E EJ AJ ? IEIJ= ?A ?E @AIIKI FAH AJJA J @ J=> EH = ? LAHCA ?A = <H=FE@EJ  @A = ? LAHCA ?A = @ EJE IKEL= JA FH ?EIA A ?HEJ HA @A ? IEIJ= ?A

@A ! 

EJE

! ! A I?D

= ! # AIJ @ H@HA p =LA? p N IE J= J @


n1

A K A I KJE

C > 0,
k=0

|u(tk+1 ) u(tk ) h(tk , u(tk ), h)| Chp

 K A ? HA IE ?AJJA I A @ @KEJ E

A AIJ O(hp )  @E=JA A J = ! # AIJ IJ=> A AJ @ H@HA p = HI


k=0,n

6D H

A ! ! 5E A I?D

max (|u(tk ) u k |) = O(hp ).


@K JD H A! %

2HAKLA 5E E =EHA

=@

IJH=JE

)E IE F KH K I?D =L EH B=EJ K ?= ?K =LA? F=H 2p )E IE F KH = GKA F KH 4K CA KJJ= A JHA ?AI JD @AI 1 HAIJA

h = @ H@HA p IE HAB=EJ K ?= ?K =LA? K F=I @A JA FI C= 2 =FH I K F=I @A JA FI C= h = HI I=EJ GK= FHE HE AHHAKH L= JHA @ELEI A JD @A @-K AH ANF E?EJA AHHAKH AIJ @ELEI A F=H 2 I?D = @ H@HA 1 = HI AHHAKH AIJ @ELEI A F=H 16 ?A GKE ANF EGKA = @E HA ?A @A FAHB H = ?A

JH KLAH K A ?

@EJE

?AII=EHA AJ IK I= JA F KH GKK I?D

= I EJ @ H@HA p

! # 5J=>E EJ
! #  ) IJ=>E EJ

K
H=O

HEGKA
@A IJ=>E EJ

IJ=>E EJ =IO J JEGKA K A ? HA


IJ=>E EJ K HEGKA @E HA JEA A IKH E JAHL= A [t0 , [  HAC=H@A ?A GKE IA ?=I K F=I @A JA FI h=t N A >HA @A ?= ?K I KH t [0, [ F=H F KH x0 > 0 AJ F KH > 0

= JE @A ) IJ=>E EJ @EJA =KIIE E JAHLEA J GK= @ JK@EA K A GK=JE F=IIA GK= @ T JA @ LAHI + ,= I ?A @AI u k  AIJ E E 5 EJ  GK=JE @E HA JEA A @ EA F

x = x,

x(0) = x0 .

! " HEGKAI

A ? = J = I KJE = = OJEGKA u(t) = x0 et -J I KD=EJA GKA AI I?D =I K KJE EI I =EA J = A FH FHE J @A ? LAHCA ?A LAHI  GKA = I KJE = = OJEGKA = JE @A IJ=>E EJ =IO FJ JEGKA AIJ K EGKA A J E A = H I KJE @A ! " !%

!&

!$

1 JH @K?JE

JD @AI

F KIEAKHI F=I

FH NE =JE

EJE

! ! 7 I?D = K Iu k @A  GK=JE @E ! !! 7 I?D

HEGKA AIJ @EJ ) IJ=> A K =IO FJ JEGKA A J IJ=> A IE AI =F HA JEA A ! " L HE A J

h > 0,

u k 0.
k

=FFH NE =JE

EJE

= K HEGKA AIJ @EJ ? @EJE A A A J ) IJ=> A Iu k @A  GK=JE @E HA JEA A ! " L HE A J

K E IJ=> A IE AI

h > 0,
AJ GKA h = A ? LEA J F=I -J A F KI CH= @ @AI h AIJ =FFA - F=HJE?K EAH R L HE A

h h ,

u k 0.
k

A H=O

@A IJ=>E EJ AJ

J h = R

h < R,

u k 0.
k

!#

-NA F AI
H I KJ @ ? u = u E A u = f (t, u) =LA? f (t, u) = u

 2 KH -K AH ANF E?EJA

un+1 = un h un

= (1 h )un .

2 A I?D = AIJ IJ=> A ? @EJE GKA |1 h| < 1 =LA? h > 0 E A h < 1?E A H=O @A ? LAHCA ?A 2 AIJ R = 8 EH DJJF O= K =HEA BHAA BH =JD AK AH E IJ=>E EJA FDF FAKJ C= A A J I KD=EJAH GKA A I?D = I EJ J A E?E @ ?H EII= J ? A = B ?JE 1 ex GK =FFH ?DA =KGKA ?=I FHA @ h <

2 KH -K AH ANF E?EJA AJ @ + E ? ? A F KH J KJ h > 0 @EJE A A A J IJ=> A KJJ=

un+1 = un h un+1 , 1 un . 1 + h 1 = | 1+ @A ? LAHCA ?A AIJ R = ?AJJA h | < 1 A H=O un+1 =


JHA GKA R =
2,78

JD @A AIJ

! 2 KH 4K CA

! $ 1 JH @K?JE

JD @AI

F KIEAKHI F=I

+AI JD @AI I J IKHJ KJ KJE EI AI AJ A ?=?AI HIGK I=EJ = FHE HE GKA = I KJE u = F=I @A L=HE=JE I u E F HJ= JAI FH > A H=E@A ,= I ?A ?=I AII=EA @A FH L EH = L= AKH u k+1 =E@A @A F KIEAKHI L= AKHI FH ? @A JAI u k u k 1 u kn  JD @A n + 1 F=I

! $  1@ A @A >=IA
AI JD @AI K F=I I J >=I AI IKH
tk+1

u (tk+1 ) u (tk ) =
tk

g (t) dt

g (t) = f (t, u (t)),

g (t) = f (t, u (t)) AIJ = FA JA =FFH ?D A @A = LH=EA FA JA f (t, u(t)) -J =FF EGKA K A B H K A @E J CH=JE K HEGKA F KH np N  JE 
tk+1 np

>HA @A F E JI @E J CH=

g (t) dt
tk i=0

g (tki )wi ,

i = 0, ..., np , tk tki tk+1 , wi R


E= A t = ?HEJ

- @=KJHAI JAH AI = HA F =? = B ?JE t g (t) F=H I =FFH NE =JE F O pN (t) F O A @A @ACH N np  GKE L HE A pN (tki ) = g (tki ) F KH i = 0, ..., np AJ
tk+1 tk+1 N

g (t) dt
tk tk

pN (t) dt =
i=0

g (tki )wi ,

i = 0, ..., N, tk tki tk+1 , wi R


A @A @ACH N

= B H K A @E J CH=JE

J= J IKFF I A AN=?JA F KH AI F O !&

!'

!$

1 JH @K?JE

JD @AI

F KIEAKHI F=I

,= I ?AI B H K AI A IAIJ IAHLE GKA @AI L= AKHI @A g (t) = f (t, u (t)) A JHA AI JA FI tk AJ tk+1 H ? = J AI L= AKHI @A g (t) =K JA FI FH ? @A JI GK LEA J @A ?= ?K AH 1 F KHH=EJ @ ? JHA E J HAII= J @A FH JAH @A ?AJJA ? =EII= ?A E A @A ? IE@ HAH A F O A @E JAHF =JE @A g F=HJEH @AI F E JI tk tk+1 AJ @AI JA FI FH ? @A JI tk1 tk2 AJ @E J CHAH A F O A AN=?JA A J IKH E JAHL= A [tk , tk+1 ] ? JE KAH= JAH g (t) = f (t, u (t))

!$

. H K AI @)@= I*=IDB HJD


A @A @ACH  GKE F=IIA F=H A F E J (tk , g (tk ) = f (tk , u k ))
tk+1

? IE@ HA A F O p0 (t) = g (tk ) >JEA J

?AIJ

u k+1 u k =
tk

p0 (t) dt = g (tk )(tk+1 tk ),

?A GKE AIJ =KJHA GKA = B H K A @-K AH ANF E?EJA ! " ? IE@ HA A F O A @A @ACH  GKE F=IIA F=H AI F E JI (tk , g (tk )) AJ (tk1 , g (tk1 ))

p1 (t) = g (tk ) + g [tk , tk1 ](t tk ) = g (tk ) +


= F I g [tk , tk1 ] =
g (tk1 )g (tk ) tk1 tk tk+1

g (tk1 ) g (tk ) (t tk ), tk 1 tk
A @A AMJ  >JEA J

ANFHAIIE

@K F O

u k+1 u k =
tk

p1 (t) dt = g (tk )(tk+1 tk ) +

g (tk1 ) g (tk ) (tk+1 tk )2 . tk1 tk 2


= F=I ? IJ= J ) HI

IKFF IA F KH IE F E AH GKA h = tk+1 tk = tk1 tk I?D

u k+1 = u k +
+AIJ K A B H K A ANF E?EJA GKE @ F=I

h (3g (tk ) g (tk1 )), 2

k 1.

A K I?D

= @ H@HA  ?AIJ = B H K A @)@= I*=IDB HJD

4A =HGKA ! !" +A I?D

= A FAKJ F=I I=FF EGKAH F KH k = 0 ?=H A ? = J F=I u 1 1 B=KJ @ ? K A J=FA @E EJE= EI=JE IA IAHJ F=H ANA F A @K I?D = @-K AH ANF E?EJA C= A A J @ H@HA  F KH ?= ?K AH u 1 FKEI IA IAHJ @A = B H K A @)@= I*=IDB HJD F KH AI JA FI IKEL= JI ? IE@ HA A F O A @A @ACH GKE F=IIA F=H AI F E JI (tk , g (tk )) (tk1 , g (tk1 )) AJ (tk2 , g (tk2 )) I KI I= B H A F O A @A AMJ

p2 (t) = g (tk ) + g [tk , tk1 ](t tk ) + g [tk , tk1 , tk2 ](t tk )(t tk1 ),
1 ]g [tk1 ,tk2 ] g [tk , tk1 , tk2 ] = g[tk ,tk ANFHAIIE @K F O (tk2 tk ) IEF E AH GKA h = tk+1 tk = tk1 tk I?D = F=I ? IJ= J

A @A AMJ >JEA J

IKFF IA F KH

tk+1

u k+1 = u k +
tk

p2 (t) dt,

I EJ

h (23g (tk ) 16g (tk1 ) + 5g (tk2 ), k 2. 12 +AIJ K A B H K A ANF E?EJA GKE @ A K I?D = @ H@HA ?AIJ = B H K A @)@= I*=IDB HJD ! F=I u k+1 = u k +
A ? = J F=I u 1 4A =HGKA ! !# +A I?D = A FAKJ F=I I=FF EGKAH F KH k = 0, 1 ?=H AJ u 2 1 B=KJ @ ? J=FAI @E EJE= EI=JE IA IAHJ F=H ANA F A @K I?D = @-K AH = E H C= A A J @ H@HA F KH ?= ?K AH u 1 AJ u 2 FKEI IA IAHJ @A = B H K A @)@= I*=IDB HJD F KH AI JA FI IKEL= JI

!'

"

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1 JH @K?JE

JD @AI

F KIEAKHI F=I

2KEI F KH =L EH @AI JD @AI @ H@HAI IKF HEAKHI IA IAHJ @AI F O AI @A @ACH GKE F=IIA F=H AI F E JI (tk , g (tk )) (tk1 , g (tk1 )) (tkn , g (tkn )) AJ >JEA J AI B H K AI @)@= I *=IDB HJD n F=I HA L EA +H K AEN AJ EC J # F KH AI L= AKHI >JA KAI

4A =HGKA ! !$ JHA GKA JD @AI @ H@HA n AJ GKE B=KJ n u 1 u n +AI FHA E HAI L= AKHI I ANA F A F KH n = 4 IA IAHJ @A ! $ ! . H K AI @)@= I

AI B H K AI @)@= I*=IDB HJD n+1 F=I @ A J @AI J=FAI @E EJE= EI=JE F KH @ JAH E AH AI n FHA E HAI L= AKHI J >JA KAI A KJE EI= J C= A A J K A JD @A @ H@HA n F=H = JD @A @A 4K CA KJJ=

KJ

AI JD @AI @)@= I *=IDB HJD I J F=HB EI I K EIAI @AI FH > AI @A IJ=>E EJ FAKJ = HI FH B HAH @AI JD @AI E F E?EJAI = @ =H?DA AIJ = A GKA FH ? @A A J F KH >JA EH @AI JD @AI E F E?EJAI F=H ANA F A F KH n = 0
tk+1

u k+1 u k =
tk

g (t) dt

g (tk+1 )(tk+1 tk ),

?A GKE AIJ =KJHA GKA = B H K A @-K AH E F E?EJA ! $ ? IE@ HA A F O A @A @ACH  GKE F=IIA F=H AI F E JI (tk+1 , g (tk+1 )) AJ (tk , g (tk ))

p1 (t) = g (tk+1 ) + g [tk+1 , tk ](t tk+1 ) = g (tk+1 ) +

g (tk ) g (tk+1 ) (t tk+1 ), tk tk+1

GKE AIJ K A E JAHF =JE E =EHA @A = FA JA g (t) = f (t, u(t)) IKH E JAHL= A [tk , tk+1 ] A F=HJE?K EAH p1 (tk+1 ) = g (tk+1 ) AJ p1 (tk ) = g (tk ) >JEA J =FFH NE =JE
tk+1 tk+1

u k+1 u k =
tk

g (t) dt
tk

p1 (t) dt.
= F=I ? IJ= J ) HI

IKFF IA F KH IE F E AH GKA h = tk+1 tk = tk tk1 I?D

u k+1 = u k +

h (g (tk+1 ) + g (tk )), 2

k 1.

+AIJ K A B H K A E F E?EJA GKE @ A K I?D = @ H@HA  ?AIJ = B H K A @)@= I K J F=I +AIJ K A JD @A E F E?EJA ?=H g (tk+1 ) = f (tk+1 , u (tk+1 )) AJ F KH JH KLAH u k+1 E B=KJ H I K@HA  GK=JE
x = u k + h ( f ( t , x ) + f ( t , u ( t ))) k +1 k k 2

4A =HGKA ! !% +A I?D

= A FAKJ F=I I=FF EGKAH F KH k = 0 ?=H A ? = J F=I u 1 1 B=KJ @ ? K A J=FA @E EJE= EI=JE IA IAHJ F=H ANA F A @K I?D = @-K AH ANF E?EJA C= A A J @ H@HA  F KH ?= ?K AH u 1 A@ =H?DA F KH A F O A @ H@HA >JEA J

u k+1 = u k +
HA L EA +H K AEN AJ EC

h (5g (tk+1 ) + 8g (tk ) g (tk1 )), 12

k 2.
AI @ H@HA n

J # F KH AI L= AKHI >JA KAI F KH AI F O

! $ " 5?D

=I @A FH @E?JE

 L= K=JE

? HHA?JE

2-+

A FH J OFA AIJ @ F=H = JD @A @0AK 1?E F KH LEJAH AI ?= ?K I F=HB EI @E ?E AI AJ C @AI JD @AI E F E?EJAI @)@= I K J FAKJ AIJE AH = L= AKH u k+1 =E@A @K A JD @A ANF E?EJA >JEA J AI JD @AI 2-+ @A 2H @E?JE L= K=JE + HHA?JE +=I @AI JD @AI 2 2H @E?JE - L= K=JE + + HHA?JE @ H@HA @)@= FA JA @)@=  @)@= I F KH k 1 E A =FH I  J=FA @E EJE= EI=JE I*=IDB HJD u pred k + h k+1 = u 2 (3g (tk ) g (tk1 )) pred @H EJA gk+1 = f (tk+1 , u k+1 ) I K J u k+1 = u k + h 2 (gk+1 + g (tk )) 

+=I @AI JD @AI @ H@HA @)@= I F KH k 2 E A =FH I AI J=FAI @E EJE= EI=JE  h 2 2H @E?JE @)@= I*=IDB HJD u pred k + 12 (23g (tk ) 16g (tk1 ) + 5g (tk2 ) k+1 = u "

"

!%

-GK=JE

I @K IA? @ H@HA

JD @A @A

AM =H

- L= K=JE + + HHA?JE

FA JA @H EJA gk+1 = f (tk+1 , u pred k+1 ) h @)@= I K J u k+1 = u k + 12 (5gk+1 + 8g (tk ) g (tk1 ))

+AI I?D =I I J A C H= = E H I =LA? = JD @A 2-+t @A 2H @E?JE AJ t J=FAI @A


L= K=JE + HHA?JE 2=H ANA F A @= I A ?=I @AI JD @AI @ H@HA  @)@= I F KH k 1 E A =FH I  J=FA @E EJE= EI=JE  2 2H @E?JE @)@= I*=IDB HJD u 0 k + h k+1 = u 2 (3g (tk ) g (tk1 )) 0 0 - L= K=JE FA JA gk+1 = f (tk+1 , u k+1 ) 0 + + HHA?JE @)@= I K J u 1 k + h k+1 = u 2 (gk+1 + g (tk )) 1 1 - L= K=JE FA JA gk+1 = f (tk+1 , u k+1 ) 1 + + HHA?JE @)@= I K J u 2 k + h k+1 = u 2 (gk+1 + g (tk )) t 1 t J=FAI @A -+ L= K=JE + HHA?JE @ = J gk t ?D EIEJ ? A L= AKH k+1 GK +1 AJ u @=FFH NE =JE = u k+1 7 A JD @A KIKA A J A 2-+t ? IEIJA B=EHA t J=FAI -+ =LA? t = 1, 2 K ! HA L EA +H K AEN AJ EC J # F KH AI ?= ?K I @AHHAKH GKE KIJE A ?AJJA =FFH ?DA JAH C= A A J GK =FFA A JD @A 2-+- = JD @A 2-+ = KJA C= A A J  J=FA n = @ L= K=JE gk +1

! % -GK=JE
IE J HAIIA JH KLAH K A B ?JE

I @K IA?

@ H@HA

JD @A @A
@E

AM =H
HA JEA A @K IA? @ H@HA @A JOFA ! # I E EJE= AI u0

! %  1 JH @K?JE
= H I KJE K HEGKA @K A GK=JE u F (R; R) JA A GKA

u (t) = f (t, u(t), u (t)), f :

u(0) = u0 ,

u (0) = u1 ,

R3 R AIJ K A B ?JE H CK E HA @ A AJ AI ? @EJE (t, x, y ) f (t, x, y ) AJ u1 I J @AI H A I @ AI H ?HEJ  GK=JE ! # I KI = B H A GK=JE E =EHA @K FHA EAH H@HA u (t) = u (t), u (t) = f (t, u(t), u (t)),
EA =F I

! $

U = F (t, U ), U= u u , F (t, U ) = F (t, u, u ) = u f (t, u, u ) .

! % ! &

R3 R2

u1 (t, x, y ) JA A u2 (t, x, y ) @A ? F I= JAI u2 AIJ

= H I KJE

@A ! % @

AH= K A I KJE

U :

(t, x, y ) U (t, x, y ) =

GKA I= FHA E HA ? F I= JA AIJ = I KJE u1 = u ?DAH?D A AJ = IA? =KJHA GKA = @ HEL A u @A u FAKJ @ ? =FF EGKAH AI JD @AI @A H I KJE ANF I AI FH ? @A A J  K F=I K F=I K JEF AI HAC=H@AH= E?E K A JD @A F=HJE?K E HA A J =@=FJ A =KN IOIJ AI @K IA? @ H@HA = JD @A @A AM =H

-NA F A ! !&  GK=JE

@AI @AI
u (t) u (t) ku(t) = g (t) AIJ @A ?AJJA B H A f (t, x, y ) = kx + y + g (t) AIJ E?E K A B ?JE = A A x AJ y AJ F (t, U ) = A.U + G 0 1 0 =F I A= AJ G = +AJJA GK=JE AIJ E =EHA k g

"

"

!%

-GK=JE

I @K IA? @ H@HA

JD @A @A

AM =H

!%
AIJ = B FH > v=u

JD @A @A
IE J HAIIA ?JE AI

AM =H
@A ! % HIGKA A AIJ @A = B H A ! $
J J

= H I KJE

E ?

KA @K FH >

U : t U (t) =
J AI ?

u1 (t) = u(t)

u2 (t) = v (t) F I= JAI u AJ v @A U = B ?JE

 L= AKHI LA?J HEA AI E A AI E ?

KAI @K

F @A ! % @

AH= >EA I H =FH I ?= ?K 

? A ?A F=H = F=HJEA KIKA A AIJE =JE @A v (= u ) A B ?JE @A v (= u = f ) AM =H FH F IA A I?D = E A IE v (tn ) = v n AIJ K A AIJE =JE @A v E IJ= J tn

v (tn+1 ) = v (tn ) + h (1 ) v (tn ) + v (tn+1 ) ,


-J +H=

01.

! '

LAHH= GKA = 1 ?D EN F KH = IJ=>E EJ AJ = FH ?EIE ?D EN @A = JD @A @A 2 IAH= K >  E? I  J= J f n , v n ) u n AIJ K A AIJE =JE @A u(tn ) = @= I ?A ?=I n = f (tn , u

v n+1 = v n +

h (fn + f n+1 ). 2

! !

2KEI IE J HAIIA u A B ?JE @A u AJ u  H=FFA A GKA u AIJ


? K ?AIJ = @ Af @K FH > A IA IAHJ @AI @AKN @ LA FFA A J E EJ I =K IA? @ H@HA  K @H EJA A tn AJ =KJHA C=K?DA A tn+1  J= J h = t h2 u(tn+1 ) = u(tn ) + hu (tn ) + u (tn ) + O(h3 ), 2 ! ! 2 u(tn ) = u(tn+1 ) hu (tn+1 ) + h u (tn+1 ) + O(h3 ). 2 2KEI = @AKNE A GK=JE ! !2 AIJ JH= IB H A =LA? u (tn+1 ) = u (tn ) + hu (tn ) + O(h2 ) A

u(tn ) = u(tn+1 ) hu (tn ) h2 u (tn ) +


K JEF EA = FHA E HA GK=JE

h2 u (tn+1 ) + O(h3 ). 2
@A F=H AJ I A

@A ! ! F=H 1 AJ = IA?

u(tn+1 ) = u(tn ) + hu (tn ) +


F IA =

h2 ((1+)u (tn ) u (tn+1 )) + O(h3 ). 2

AJ 2

>JEA J

1 u(tn+1 ) = u(tn ) + hu (tn ) + h2 (( )u (tn ) + u (tn+1 )) + O(h3 ). 2


2KEI ? A u (t) = f (t, u(t), u (t)) AM =H FH F IA @A ?= ?K AH = I KJE u n =E@A @K I?D = E F E?EJA F I= J f n , v n ) n = f (tn , u =FFH ?D A u (tn ) =

1 u n+1 = u n + hv n + h2 (( )f n + fn+1 )), 2


I=?D= J GKA v n AIJ @ F=H ! ' 7 A
> A L= AKH @A IAH= = FH ?EIE  ?A GKE =LA? ! ! @ A @= I ?A ?=I A IOIJ A H I K@HA
1 4

! !  F KH = IJ=>E EJ AJ =

h2 u n+1 = u n + hv n + (f n + fn+1 )), 4 h v n+1 = v n + (f n + fn+1 )). 2


+AIJ K IOIJ A E F E?EJA IE =L=EJ FHEI = 0 = FAK FH ?EI AJ ? @EJE A A A J IJ=> A  =KH=EJ >JA K K I?D

! !!

= ANF E?EJA

=EI

4A =HGKA ! !' +=I F=HJE?K EAH f (t, u, u ) = f (t, u) E A f (t, x, y ) = f (t, x) AIJ E @ FA @= J @A y 8 EH F=H ANA F A  GK=JE @AI @AI @A ANA F A ! !& HIGKA = 0 E E A = HI vn
"

"!

4 . 4- +-5

I=?D= J GKA f n n A @ FA @ F=I @A v

=E@A @A ! ! 

1 1 ( un+2 u n+1 ) ( un+1 u n ) = h( vn+1 v n ) + h2 ( f n+2 + ( )fn+1 fn+1 ( )fn ), 2 2


@ =LA? ! '

1 1 2 u n+2 2 un+1 + u n = h2 ((1 )f n + fn+1 ) + h ( fn+2 + ( 2 )fn+1 ( )fn ) 2 2 1 1 = h2 f n+2 + ( 2 + )fn+1 + ( )fn . 2 2
-J IE ? =Ju 0 AJ u 1 ?A I?D = AIJ ANF E?EJA F KH = 0 ? A AI ? @EJE 1 u 0 ? KAI u 0 AIJ ? K = u(0) AJ u 1 FAKJ JHA AIJE =E@A @A u (0) u h I E EJE= AI I J

4 B HA ?AI
 )>H= MEJ 5JACK 1 ) .H=OIIA 0 0= @> + KHI @A B =JD =JDA =JE?= .K ?JE =JEGKAI  I , LAH '% )H =K@E I ,K @ '&& ) = OIA ? =IIAI FH F=H=J EHAI AI =KN E EJAI A EFJEGKAI 5FHE CAH 8AH =C @A @EJE

! *AH =H@E + =@=O ; 5FHE CAH 8AH =C '' " + KH= J 4 '&' # +H K AEN ? A?JE D . EC

)FFH NE =JE

I IFA?JH= AI @A FH >

1 JH @K?JE

J += ?K KI = @ ) = OIEI 8 K A 

=JD

J) ) = OIA K HEGKA @AI GK=JE I @E HA JEA AI 5A? =JEGKAI =FF EGK AI F KH = = JHEIA =II ''

$ ,AHHE? 9 4 /H II = 5 1 1 JH @K?JE J ,E AHA JE= -GK=JE 2H > A I 6DEH@ -@EJE 9AIJ 2K> EIDE C + F= O '&% % . HJE ) ) = OIA K HEGKA -@ @A  ? A 2 OJA?D EGKA @A ,E AHA JE= -GK=JE & 0EHI?D 9 5 =A 5 )?=@A E? 2HAII '%" ' 0 CHA 4 ) ''$

I MEJD * K @=HO 8= KA JH = ''# E A=H ) CA>H= 5FHE CAH

I ,O = E?= 5OIJA I = @

) .EHIJ + KHIA E ,EI?HAJA ,O = E?= 5OIJA I 5A?

@ -@EJE

 0K>>=H@ 0 9AIJ * 0 ,E AHA JE= -GK=JE )FF EA@ =JDA =JE?I # 5FHE CAH ''    AE 2 8 4AE D=H@ = )@L= ?A@ - CE AAHE C GK=JE I @E ) = OIA K 1 EJE=JE HA JEA AI ,K @

I ) ,O = E?= 5OIJA I )FFH =?D 6ANJI E 295 ''# I ''

=JDA =JE?I . KHJD -@EJE

! 5?D=J

HEGKA ? KHI AJ ANAH?E?AI F KH = E?A ?A 1 JAH-@EJE HEGKA + ) ? KHI ) =II '&

" 5JH= C / # 6D @ H 4

+= ?K KI 9A AI AO += >HE@CA 2HAII '' = = OIA K

"!