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cel-00556967, version 1 - 18 Jan 2011

11

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, JAH E

- 50 /
= FHE ?EFA AIJ J K KHI >=I IKH AI @ LA AFF A JI @A 6=O H

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= +

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y
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cel-00556967, version 1 - 18 Jan 2011

fi+1,j 1 = fi,j + x fi1,j +1 = fi,j x

y
i

xy
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+
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+
i

+ y
i

xy
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+
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11
+

& -NA F A IE F A , =LA? ?

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

@EJE

I @A ,EHE?D AJ

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

x ]0, 1[

f AIJ K A B ?JE ? JE KA A =E =CA AIJ ? IJHKEJ A E JH @KEI= J N + 1 AK@I xi =LA? i = 0, 1, .., N H CK E HA A J AIF=? I =LA? K F=I x = GK= JEJ ui @ IEC AH= = L= AKH @A = B ?JE u(x) =K AK@ xi  GK=JE H I K@HA I ?HEJ I KI B H A @EI?H JA A ?D=GKA AK@ xi
)FFH NE I = @ HEL A IA?

d2 u dx2

= f (xi ) = fi
i

@A @A u =K

OA @K I?D

= ?A JH

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d2 u dx2

=
i

ui+1 2ui + ui1 x2

"  GK=JE @EI?H JEI A AIJ =E IE

+D=FEJHA

11

,15+4-615)61

,-5 -,2

2ui ui+1 ui1 = fi x2

; F KH i L=HE= J @A 

cel-00556967, version 1 - 18 Jan 2011

1 AIJ JH I FH=JEGKA @KJE EIAH K A ? KAI @EI?H JAI 2 1 0 1 2 1 1 2 x 0 0 1 0 0 0

B H K =JE

=JHE?EA A A B=EI= J =FF=H= JHA A LA?JAKH @AI E

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

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

11
+

' -NA F A IE F A , =LA? ?

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

@EJE

ENJAI ,EHE?D AJ

AK =

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

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

x ]0, 1[

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

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

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

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

- 50 /

#

11

 ,EI?H JEI=JE

@A  GK=JE

@A = ?D= AKH ,

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

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

E JAHL= A   AIJ @EI?H JEI A N + 1 AK@I @A ? H@ AI xi E L=HE= J @A  N  H CK E HA A J AIF=? I J I x A F=I @AIF=?A A JA FI AIJ @EI?H JEI A E JAHL= AI @A F=I ? IJ= J n t J I Ti = JA F H=JKHA =K AK@ xi = ix AJ E IJ= J t = nt

cel-00556967, version 1 - 18 Jan 2011

FAKJ KJE EIAH @AKN =FFH ?DAI F KH @EI?H JEIAH ?AJJA GK=JE @A = ?D= AKH ANF E?EJA KJE EIA K A @EI?H JEI=JE =K AK@ xi AJ EJ H=JE ? KH= JA n

= FHA E HA @EJA

T t
-J = IA?

=
i

2T x2
=K

n i

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

AK@ xi AJ
n+1 i

EJ H=JE

n+1

T t

n+1

=
i

2T x2

11

 

5?D

= ANF E?EJA
= ?A JH

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

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

=
i n

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

=
i

EJ H=JE

n + 1 AIJ @

A F=H 

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

i L=HE= J @A 

5 EJ I KI B H A

T N 2 TN 1

T1 T2

=JHE?EA A n+1

1 2 1 2 = 0 0 0 0

0 0

T 1 2 N 2 TN 1 1 2

0 0

T1 T2

Tg 0 + 0 Td

$

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11

,15+4-615)61

,-5 -,2

11



5?D

= E F E?EJA
= ?A JH

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

T t 2T x2
- F I= J =

n+1

=
i n+1

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

=
i

t x2

= JA F H=JKHA

EJ H=JE

n + 1 AIJ @

A F=H  E F E?EJA

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

i L=HE= J @A 

cel-00556967, version 1 - 18 Jan 2011

? @

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

EJ H=JE

n+1 I

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

5 KI B H A

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

T N 2 TN 1

T1 T2

n+1

= T N 2 TN 1

T1 T2

Tg 0 + 0 Td

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

) C HEJD A @A 6D

=I
= A @A

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

ai Xi1 aN XN 1

+ +

b1 X1 bi Xi b N XN

+ +

c1 X2 ci Xi+1

= = =

d1 di dN

i=1 i L=HE= J @A i=N

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

i =

ai bi + ci i+1

AJ

i =

di ci i+1 bi + ci i+1

F KH E L=HE= J @A

= @AKNE A J=FA @ JAH E A AI E ? F KH i L=HE= J @A N

KAI IA

= H ?KHHA ?A X1 = 1 FKEI Xi = i Xi1 + i

- 50 /

%

11

 ,EI?H JEI=JE

@A  GK=JE

@A = ?D= AKH , IJ=JE

=EHA

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

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

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

0 < y < Ly 0 < x < Lx

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

cel-00556967, version 1 - 18 Jan 2011

KI KJE EI

I K I?D

= ?A JH @ H@HA

F KH =FFH NE AH AI @ HEL AI IA?

@AI A AIF=?A

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

=
ij

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

=
ij

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

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

5 EJ I KI B H A

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

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

T11 T21 T31 T12 T22 T32 T13 T23 T33

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

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

@ALEA J F KH i L=HE= J

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

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

+D=FEJHA

11

,15+4-615)61

,-5 -,2

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

T11 T21 T31 T12 T22 T32 T13 T23 T33

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

cel-00556967, version 1 - 18 Jan 2011

II =

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

=JHE?A @A @E A IE

!@

EA F=H

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

T11 T1 = T21 T31

A IOIJ

T12 T2 = T22 T32

T13 T3 = T23 T33

A FAKJ I ?HEHA I KI = B H A

=JHE?EA A > ? IKEL= JA

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

) C HEJD A @A 6D

=I

=JHE?EA
N

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

Ai Xi1 AN XN 1 Ai Bi Ci I
J @AI

+ +

B1 X1 Bi Xi BN XN

+ +

C1 X2 Ci Xi+1

= = =

D1 Di DN

i=1 i L=HE= J @A i=N

=JHE?AI AJ Di K LA?JAKH

- 50 /
E JH @KEJ = =JHE?A i AJ A LA?JAKH i L= K I F=H AI HA =JE AJ I @A H ?KHHA ?A IKEL= JAI

'

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

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

KAI IA

E L=HE= J @A

= @AKNE A J=FA @ JAH E A AI E ? F KH i L=HE= J @A N

= H ?KHHA ?A X1 = 1 FKEI Xi = i Xi1 + i

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

cel-00556967, version 1 - 18 Jan 2011

2=H ANA F A KJE EI

I K I?D

= @ H@HA  F KH L= KAH A KN @A ?D= AKH

T y

=
i,0

Ti,1 Ti,0 = b y

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

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

@= I A ?=I

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

+D=FEJHA

11

,15+4-615)61

,-5 -,2

11 !

-5 8

7 -5 .1 15

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

cel-00556967, version 1 - 18 Jan 2011

,A >HAKN ? @AI @A IE K =JE K HEGKA A JD @A . KA J 5J=H+, +.: .E A6KH> A I)

?= EGKA @AI KE@AI HAF IA J IKH ?AJJA

11 !

8 K AI .E EI F KH K A

E @A ?

IAHL=JE

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

t
E J CH= A

w d +

F.n d =

S d
=E A A KN AIJ

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

f aces de la maille

F.n d HAFH IA JA = I

A @AI KN

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

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

Ff ace .nf ace f ace

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

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

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

- 50 /

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

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

w d =

dw dt

=
maille

w t

@EI?H JEI A =LA? =

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

cel-00556967, version 1 - 18 Jan 2011

w + t

Ff ace .nf ace f ace = S

f aces

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

IEIJA @ =E AI

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

, ?

F IAH = C

JHEA A

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

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

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

=E A F=H K I?D

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

JD @A K

HEGKA @E J CH=JE

11 !
+

+=I
IK A

@E A IE
E @A ? IAHL=JE

A
,

IE@ H

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

A @

u dx +

f (u) dx = 0 x

?JE

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

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

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

11

,15+4-615)61

,-5 -,2

x i+1/2 x xi+1

.EC 11  

=E =CA ,

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

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

u(x, t) = un i

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

cel-00556967, version 1 - 18 Jan 2011

A @EI?H JEI=JE ? IAHL=JE

IF=JE= A F=H AI 8 K AI .E EI ?

IEIJA

E J CHAH

=E A F=H

=E A =

E @A

t
A

u dx +
maille maille

f (u) dx = 0 x

5 EJ F KH = E

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

t
+A GKE IE J CHA ? A IKEJ

xi+1/2 xi1/2

u dx +

xi+1/2 xi1/2

f dx = 0 x

hi

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

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

hi

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

- 50 / 11 ! +=I >E@E A IE A

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

n B C

cel-00556967, version 1 - 18 Jan 2011

.EC 11

=E =CA ,

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

A JAH A E J CH=

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

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

IKH K ?

J KH

F.n d =
ABCD

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

Farete .narete Longueurarete

+A?E HALEA J

L= KAH A >E = @AI KN

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

=E A

"

+D=FEJHA

11

,15+4-615)61

,-5 -,2

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

@EJE

I @A ,EHE?D AJ

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

x ]0, 1[

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

cel-00556967, version 1 - 18 Jan 2011

1/2

=0 x1

3/2

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

x i+1/2 x xi+1

.EC 11 ! 

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

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

xi+1/2 xi1/2

u (x) dx =

xi+1/2 xi1/2

f (x) dx

+A GKE @

A =FH I E J CH=JE

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

OA A @A f IKH = E A

F KH i L=HE= J @A 

i = 1 =E A f hi

xi+1/2 xi1/2

f (x) dx

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

= F KI

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

1
hi1 +hi 2

xi

u (x) dx =
xi1

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

hi1 + hi 2

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

- 50 /
AIJ F=I @ E )E IE ?HEJ =EI IKH A IAC A J [x1/2 , x1 ] ?AIJ ?A GKA KI ?D EIEII

# I @= I ?AJ ANA F A

u (x1/2 ) =

2 h1

x1

u (x) dx =
x1/2

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

-J @A

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

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

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

u (xN +1/2 ) =

2 hN

xN +1/2 xN

u (x) dx =

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

cel-00556967, version 1 - 18 Jan 2011

= @EI?H JEI=JE

A 8 K AI .E EI AIJ @

=A A J

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

= = =

i hi f h1 f 1 hN f N

F KH i L=HE= J @A

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

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

= @EI?H JEI=JE

A 8 K AI .E EI @ALEA J 

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

5 KI B H A

= = =

i f

F KH i L=HE= J @A

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

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

u N 1 uN

u1 u2

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

+D=FEJHA

11

,15+4-615)61

,-5 -,2

F=H=EI

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

= =KN ,E

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

KI E JH @KEI ?H JEI=JE

= =KN ,E

HA ?AI .E EAI =

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

cel-00556967, version 1 - 18 Jan 2011

d2 u dx2

= f (xi ) = fi
i

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

 H@HA

?HEJ AI @ LA FFA

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

du dx du dx

+
i

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

d2 u dx2 d2 u dx2

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

+
i

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

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

2=H I u )K

= =

du dx

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

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

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

2 hi+1/2 + hi1/2

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

= fi

F KH i L=HE= J @A 

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

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

@EI?H JEI A I ?HEJ

2ui ui+1 ui1 = fi h2

F KH i L=HE= J @A 

- 50 /

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

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

@EJE

ENJAI ,EHE?D AJ

AK =

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

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

x ]0, 1[

=@ FJA =

A@

=H?DA

E J CH A IKH K A

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

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

cel-00556967, version 1 - 18 Jan 2011

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

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

= = =

i hi f h1 f 1 hN f N

F KH i L=HE= J @A

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

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

= @EI?H JEI=JE

A 8 K AI .E EI @ALEA J 

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

5 KI B H A

= = =

i f

F KH i L=HE= J @A

2 f 1+ 2 h f N + h

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

u N 1 uN

u1 u2

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

&

+D=FEJHA

11

,15+4-615)61

,-5 -,2

11 ! # ,EI?H JEI=JE

@A  GK=JE

@A = ?D= AKH ,

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

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

cel-00556967, version 1 - 18 Jan 2011

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

IEIJA
xi+1/2 xi1/2

E J CHAH

=E A F=H

=E A -,2 @K

T dx = t

2T dx x2

KI KJE EI

I K I?D

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

Tin+1 Tin = t

T x

xi+1/2

T x

n xi1/2

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

J L= K I A ?

IE@ H= J = L= AKH

OA

T x

=
xi+1/2

1 x

xi+1 xi

T n Tin T dx = i+1 x x

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

T x

=
xN +1/2

2 x

1 xN

n T n TN T dx = 2 d x x

,A L= AKH

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

J L= K I A ?

IE@ H= J =

T x

=
xi1/2

1 x

xi xi1

T n Tin T 1 dx = i x x

- 50 /
)LA? K FH > A @= I = FHA E HA =E A ANJH EJ C=K?DA @A = >=HHA ,= I ?AJJA ? IE@ HA = L= AKH OA A ?= ?K A IKH E JAHL= A [0, x1 ] ,

' =E A

T x
- F I= J =

n x1/2

2 = x

x1 0

n Tn T1 T g dx = 2 x x

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

= JA F H=JKHA

EJ H=JE

n + 1 AIJ @

A F=H

= = =

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

i L=HE= J @A

cel-00556967, version 1 - 18 Jan 2011

5 EJ I KI B H A

T N 1 TN

T1 T2

=JHE?EA A n+1

1 3 1 2 = 0 0 0 0

0 0

T 1 2 N 1 1 3 TN

0 0

T1 T2

Tg 0 + 2 0 Td

11 ! $ ,EI?H JEI=JE

@A  GK=JE

@A = ?D= AKH , IJ=JE

=EHA

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

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

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

0 < y < Ly 0 < x < Lx

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

E J CHAH

=E A F=H

=E A -,2 @K

2T 2T + x2 y 2

dxdy = 0

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

+D=FEJHA

11

,15+4-615)61

,-5 -,2

T x

xi+1/2

T x

dy +
xi1/2

xi+1/2 xi1/2

T y

yj +1/2

T y

dx = 0
yj 1/2

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

T x

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

xi+1/2 xi+1 xi

A IKH E JAHL= A xi xi+1

T x

=
xi+1/2

1 x

Ti+1,j Tij T dx = x x

,A

A A JAH A

cel-00556967, version 1 - 18 Jan 2011

IKH E JAHL= A xi1

yj +1/2 yj 1/2

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

xi1/2

OA

T x

yj +1/2 yj 1/2

xi+1/2

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

dy

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

=> KJEJ

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

ANFHAIIE

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

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

T x

=
x1/2

2 x

x1 0

T1j Tg T dx = 2 x x

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

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

AIJ

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

- 50 /

!

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

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

T11 T21 T31 T12 T22 T32 T13 T23 T33

= 2

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

cel-00556967, version 1 - 18 Jan 2011

,= I A ?=I @ALEA J

AI F=I @AIF=?A I

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

=JHE?EA A F KH N P !

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

T11 T21 T31 T12 T22 T32 T13 T23 T33

= 2

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

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cel-00556967, version 1 - 18 Jan 2011

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cel-00556967, version 1 - 18 Jan 2011

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?E @AIIKI

dx dt

= c = HI
C

C @A = ? KH>A AIJ K A

dw dt

=
C

w w +c = 0 t x

JHA =E IE GKA = H I KJE @A -,2 @A @ F=HJ IA H= A = H I KJE @K IOIJ A @-, +A IOIJ A @ EJ K A B= E A @A ? KH>AI GKA  A ? KH>AI ?=H=?J HEIJEGKAI +AJJA JD @A FAKJ =KIIE IE JAHFH JAH ? A K ?D= CA A J @A L=HE=> A 5= L= E@EJ ?AIIA HIGKA AI ? KH>AI ?=H=?J HEIJEGKAI IA ? KFA J +A ?=I ? HHAIF @ =FF=HEJE @A IE CK =HEJ I @= I = I KJE @A  GK=JE @A ? LA?JE  @AI @A ?D ? F=H ANA F A = JD @A @AI ?=H=?J HEIJEGKAI ? IEIJA @ ? HA F =?AH = H I KJE @A -,2 F=H = HA?DAH?DA @K A B= E A @A ? KH>AI C @ GK=JE x = X (t) AJ @K A B= E A @A B ?JE I wC I KJE I @K IOIJ A @ GK=JE I @E HA JEA AI H@E =EHAI ? KF AI dx = c dt C dw = 0 dt C

cel-00556967, version 1 - 18 Jan 2011

w w -NA F A 4 I KJE @A  GK=JE @A ? LA?JE + c0 = 0 =LA? = ? t x w(x, 0) = w0 (x) AJ K A LEJAIIA c0 ? IJ= JA A IOIJ A @-, H I K@HA AIJ x = c0 w = 0
=LA? AI ? @EJE I E EJ= AI [x(0), w(0)] = [a, w0 (a)] A @ @KEJ = HI

@EJE

E EJE= A

x = X (t) = a + c0 t

AJ

wC = w0 (a) = w0 (x c0 t)

AI ? KH>AI ?=H=?J HEIJEGKAI I J @ ? @AI @H EJAI F=H= AI @A FA JA 1/c0 @= I A F = (x, t) AJ = CH= @AKH w AIJ E L=HE= JA A C @A ?AI @H EJAI A @ @KEJ GKA w(x, t) = w0 (x c0 t) = CH= @AKH w AIJ @= I ?A ?=I =FFA A K E L=HE= J @A 4EA =

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? IAHL=JELA

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= =JHE?A A AIJ @E=C = EI=> A L= AKHI FH FHAI H A AI k (w)

+A IOIJ I KJE I JH= IB H I KLA J

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Lk
2 KH k N

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= Lk

w w + k (w) t x
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= 0

111 

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dx = k (w) dt
 GK=JE 111  FAKJ = HI IA H ?HEHA

cel-00556967, version 1 - 18 Jan 2011

Lk
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dx dt

= Lk
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w w + A(w) = w t x AIJ K FAJEJ F=H= JHA @A LEI? IEJ GKA  =FFA A =HJE ?EA ?=H ? IJ=JA = HI GKA AI I KJE I @A ?A IOIJ A I J H CK E HAI AI @EI?
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cel-00556967, version 1 - 18 Jan 2011

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1 2 n
x
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F (x, y, y , y , ..., y (p) ) = 0

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y (p) = f (x, y, y , y , ..., y (p1) )

5AK ?A JOFA @ GK=JE I IAH= ? IE@ H @= I ?A ?D=FEJHA A K IOIJ EAI ? A A @ GK=JE I @E HA

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= =

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x = ax + b

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b a

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=LA? A(t) =

x(t) = eA(t) (B (t) + C ) a(t) dt AJ B (t) = exp (A(t))b(t) dt

cel-00556967, version 1 - 18 Jan 2011

tx x = f (x )
4,4GK=JE @A *AH K E x + a(t)x + b(t)x = 0

x(t) = Ct + g (C )

A A?JKAH A ?D= CA A J @A B ?JE x(t) = z (t) 1  GK=JE @ALEA J z = ( 1) (a(t)z + b(t))

GK=JE

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x + a(t)x + b(t)x2 + c(t) = 0

A A?JKAH A ?D= CA A J @A B ?JE z (t) = x(t) xp xp AIJ K A I KJE F=HJE?K E HA @A  GK=JE IA H= A K A GK=JE @A *AH K E =LA? = 2

x + ax + bx = c

r1 AJ r2 H=?E AI @A  GK=JE ?=H=?J HEIJEGKA r2 + ar + b = 0 x(t) = C1 er1 t + C2 er2 t + c/b IE r = s + ip = HI x(t) = est (D1 cos(pt) + D2 sin(pt)) + c/b

GK=JE @-K AH t2 x + atx + bx = c(t) 4,4- !

?D= CA A JI @A L=HE=> A t = eu AJ @A B ?JE x(t) = z (u)  GK=JE @ALEA J z + (a 1)z + bz = c(eu )

x + ax + bx + cx = 0

r1 r2 r3 H=?E AI @A  GK=JE ?=H=?J HEIJEGKA r3 + ar2 + br + c = 0 x(t) = C1 er1 t + C2 er2 t + C3 er3 t

- 50 /

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cel-00556967, version 1 - 18 Jan 2011

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cel-00556967, version 1 - 18 Jan 2011

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F=HJEH @AI B H K AI @E J CH=JE K HEGKA F KI

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7 A JD @A ANF E?EJA @ H@HA FAKJ JHA >JA KA F=H KJE EI=JE @A = B H K A @AI JH=F AI = C HEJD A J 4 I ?HEJ y0 @ yn = yn + hf (xn , yn ) +1 yn+1 = yn + h f (xn , yn ) + f (xn+1 , y ) n+1 2

- 50 /
7 A JD @A ANF E?EJA @ H@HA " = C HEJD A J 4 " I ?HEJ k1 k2 FAKJ JHA >JA KA F=H KJE EI=JE @A = B H K A @A 5E FI

#!

y0 @ = hf (xn , yn ) = hf = hf h , yn + 2 h xn + , yn + 2 xn + k1 2 k2 2

k3 k4 y n+1

= hf (xn + h , yn + k3 ) = yn + 1 (k1 + 2k2 + 2k3 + k4 ) 6

cel-00556967, version 1 - 18 Jan 2011

18 % #  . H A C
?DAH?DA

H= A @AI

JD @AI @A 4K CA AJ

KJJ=

H I K@HA A FH >

A @A +=K?DO IKEL= J

y (x) = f (x, y (x)) y (0) = y0

x [0, 1]

1 JH @KEI I q F E JI E JAH @E=EHAI @= I ?D=GKA E JAHL= A [xn , xn+1 ] J I xn,1 , xn,2 , ..., xn,q IA @ A c1 , c2 , ..., cq H A I @= I E JAHL= A [0, 1] AJ F IA xn,i = xn + ci h F KH i = 1 q = L= AKH @EI?H JA yxn,i L HE A
xn,i

yxn,i

= y (xn ) +

f (t, x(t)) dt
xn ci

= y (xn ) + h yxn+1 = y (xn ) + h

0 1 0

f (xn + h , y (xn + h)) d f (xn + h , y (xn + h)) d

?D EIEJ q + 1 JD @AI @E J CH=JE q F E JI F KH =FFH NE AH ?AI E J CH= AI +A GKE HALEA J IA @ AH q (q + 1) F=H= JHAI (aij )1i,j q AJ (bi )1iq JA I GKA
ci 0 1 0 q

f (xn + h, y (xn + h)) d f (xn + h, y (xn + h)) d

@A = JD @A AIJ

j =1 q

aij f (xn + cj h , y (xn + cj h)) bi f (xn + ci h , y (xn + ci h))

i=1

)K >E =

= B H K =JE

y0 @
q

yn+1

yn,i

= =

yn + h
j =1 q

aij f (xn,j , yn,j ) bi f (xn,i , yn,i )

i=1

yn + h

#" = JD @A IA ?=H=?J HEIA F=H AI F=H= H=IIA > A ?AI F=H= JHAI

+D=FEJHA

18

4-5

761

,-5 -,

JHAI (aij ) (bi ) AJ (ci )

IJHKEJA A J=> A=K GKE

c1 c1

a11 a21

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a1q a2q

cq

aq 1 b1

aq 2 b2

aqq bq
J = C HEJD A 4 "      $     $     $      $

2=H ANA F A AI F=H=   ! !    !  !   &     ! $     ! $

JHAI @A @AKN      &

q i=1 bi

JD @AI @ H@HA " @    

cel-00556967, version 1 - 18 Jan 2011

4 IK J=J JD HEGKA 5E

= 1 = HI =

JD @A AIJ ?

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JD @AI @A 4K CA AJ

KJJ= E F E?EJAI
IJHKEJAI

,AI JD @AI @A 4K CA AJ KJJ= E F E?EJAI  K JD @AI @A 4=@=K FAKLA J =KIIE JHA ? F=HJEH @AI JA?D EGKAI @E J CH=JE K HEGKAI 7 A JD @A E F E?EJA @ H@HA ! FAKJ JHA >JA KA

y0 @ k1 = hf h h , yn + (5k1 k2 ) 3 12 h = hf xn + h , yn + (3k1 + k2 ) 4 1 = yn + (3k1 + k2 ) 4 xn +

A E =EHA F KH L= KAH k1 AJ k2 JD @AI @ H@HA ! AJ # I J

k2 y n+1
1 AIJ

?AII=EHA @A H I K@HA K IOIJ

2=H ANA F A AI F=H=

JHAI (aij ) (bi ) AJ (ci ) F KH AI

 ! 

#  ! " ! "

   "  "

4 6 10 4 6 10


88 7 6 360 296 + 169 6 1800 16 6 36 16 6 36

296 169 6 1800 88 + 7 6 360 16 + 6 36 16 + 6 36

2 + 3 6 225 2 3 6 225 1 9 1 9

- 50 / 18 % # ! )FF E?=JE
+ IE@ H I A IOIJ

##

K IOIJ

A
L= AKHI E EJ= AI IKEL= J

AI @-, =KN y (x) = z (x) = y (a) =

f (x, y (x), z (x)) ; g (x, y (x), z (x)) y0 AJ z (a) = z0

A

x, z [a, b]

cel-00556967, version 1 - 18 Jan 2011

= C HED A @A 4K CA KJJ= 4 yn +1 = z n+1 = yn+1 = zn+1 =

I ?HEJ F KH ?A IOIJ

y0 , z 0 @

yn + hf (xn , yn , zn ) zn + hg (xn , yn , zn ) yn + h f (xn , yn , zn ) + f (xn , yn +1 , zn+1 ) 2 h zn + g (xn , yn , zn ) + g (xn , yn +1 , zn+1 ) 2

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

hg (xn , yn , zn ) k1 , zn + 2 k2 , zn + 2 l1 2 l2 2

h , yn + 2 h = hg xn + , yn + 2 = hg xn +

= hg (xn + h , yn + k3 , zn + l3 ) = zn + 1 (l1 + 2l2 + 2l3 + l4 ) 6

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18 &
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JD @A

-60 ,-5 ) 2)5

JD @A @A
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7 612 -5
KJ

OIJH

K I=KJA

J = C HEJD A AIJ y0 @ y1 ?= ?K =LA? K A JD @A yn+1 = yn1 + 2hf (xn , yn )

K F=I

/ JHEGKA A J ? IE@ HA = @H EJA @A FA JA f (xn , yn ) F=II= J F=H A F E J (xn1 , yn1 ) F=H= A = J= CA JA F=II= J F=H (xn , yn ) = L= AKH yn+1 AIJ  H@ A @K F E J @A ?AJJA @H EJA @=>I?EIIA xn+1

cel-00556967, version 1 - 18 Jan 2011

18 &

JD @AI @)@= I *=IDB HJD

K
p

KJ
HEGKA @ J = B H K =JE C H= A AIJ

JD @AI >=I AI IKH @AI JA?D EGKAI @E J CH=JE

yn+1 = yn + h
j =1

j f (xnj , ynj )

JD @A @)@= I *=IDB HJD F=I ANF E?EJA @ H@HA y0 @ y1 ?= ?K =LA? K A JD @A K F=I yn+1 = yn + h (3f (xn , yn ) f (xn1 , yn1 )) 2

JD @A @)@= I *=IDB HJD ! F=I ANF E?EJA @ H@HA ! y0 @ y1 , y2 ?= ?K I =LA? K A JD @A K F=I yn+1 = yn + h (23f (xn , yn ) 16f (xn1 , yn1 ) + 5f (xn2 , yn2 )) 12

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

- 50 /
JD @A @)@= I KJ  F=I E F E?EJA @ H@HA y0 @

#%

yn+1 = yn + h (f (xn , yn ) + f (xn+1 , yn+1 )) 2

JD @A @)@= I KJ F=I E F E?EJA @ H@HA ! y0 @ y1 ?= ?K =LA? K A JD @A K F=I yn+1 = yn + h (5f (xn+1 , yn+1 ) + 8f (xn , yn ) f (xn1 , yn1 )) 12

cel-00556967, version 1 - 18 Jan 2011

JD @A @)@= I KJ ! F=I E F E?EJA @ H@HA " y0 @ y1 , y2 ?= ?K =LA? K A JD @A K F=I yn+1 = yn + h (9f (xn+1 , yn+1 ) + 19f (xn , yn ) 5f (xn1 , yn1 ) + f (xn2 , yn2 )) 24

2 KH HA @HA AI JD @AI @)@= I KJ ANF E?EJA HA F =?A A yn+1 C = J F=H I AIJE =JE F=H = JD @A @)@= I *=IDB HJD 5 J ? IJHKEJI =E IE @AI I?D =I ANF E?EJAI @EJI FH @E?JAKH ? HHA?JAKH F=H ANA F A K I?D = @ H@HA y0 @ y1 ?= ?K =LA? K A JD @A K F=I

yn +1 yn+1

h (3f (xn , yn ) f (xn1 , yn1 )) 24 h f (xn , yn ) + f (xn+1 , yn = yn + +1 ) 2 = yn +

A I?D

= FH @E?JAKH ? HHA?JAKH @ H@HA " AIJ

y0

@ =LA? K A JD @A K F=I

y1 , y2 ?= ?K = = yn +

yn +1 yn+1

h (55f (xn , yn ) 59f (xn1 , yn1 ) + 37f (xn2 , yn2 ) 9f (xn3 , yn3 )) 24 h 9f (xn+1 , yn yn + +1 ) + 19f (xn , yn ) 5f (xn1 , yn1 ) + f (xn2 , yn2 ) 24

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AI JD @AI @A /A=H A I J F=I ? IJHKEJAI F=HJEH @A JA?D EGKAI @E J CH=JE K HEGKA =EI @EHA?JA A J F=HJEH @A F O A @E JAHF =JE F=II= J F=H p F E JI (xi+1 , yi+1 ) (xi , yi ) (xip+1 , yi+1 ) JD @A @A /A=H F=I E F E?EJA y0 @ y1 ?= ?K yn+1 = @ H@HA

=LA? K A

JD @A

K F=I

1 2h 4 yn yn1 + f (xn+1 , yn+1 ) 3 3 3

cel-00556967, version 1 - 18 Jan 2011

JD @A @A /A=H

! F=I E F E?EJA @ H@HA !

y0 @ y1 , y2 ?= ?K =LA? K A JD @A K F=I yn+1 = 18 yn 9 yn1 + 2 yn2 + 2h f (xn+1 , yn+1 ) 11 11 11 11

JD @A @A /A=H " F=I E F E?EJA @ H@HA " y0 @ y1 , y2 , y3 ?= ?K =LA? K A JD @A K F=I yn+1 = 48 yn 36 yn1 + 16 yn2 3 yn3 + 12h f (xn+1 , yn+1 ) 25 25 25 25 25

18 '

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

1 AIJ F IIE> A @A H I K@HA K A -, K K IOIJ A @-, A KJE EI= J K A @EI?H JEI=JE @A JOFA @E HA ?AI EAI ?B ? KHI IKH = @EI?H JEI=JE @AI -,2 7 =E =CA @K @ =E A @A @ EJE @A = B ?JE E ? KA AIJ ? IJHKEJ AI @ HEL AI @A = B ?JE E ? KA I J =FFH NE AI F=H K I?D = =KN @E HA ?AI EAI ?A GKE FAH AJ @ >JA EH K A HA =JE @A H ?KHHA ?A IKH AI E ? KAI @EI?H JAI

- 50 /

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+ IE@ H

,161
A

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I K FH >

y (x) y (0)
5E

= =

f (x, y (x)) y0

x [0, T ]

f < 0 E ANEIJA K F=I @A @EI?H JEI=JE y IAH= IJ=> A = ? @EJE @A IJ=>E EJ I ?HEJ

IAKE hmax

F=HJEH @KGKA K A

JD @A ANF E?EJA

h < hmax =

2 max |
f y

| h
AI

5E

cel-00556967, version 1 - 18 Jan 2011

f < 0 AI AJD @AI ANF E?EJAI I J E IJ=> AI GKA GKA I EJ A F=I @A @EI?H JEI=JE y JD @AI I J @EJAI E ? @EJE A A A J E IJ=> AI
A ? F HJA A J @A =

,= I ?AHJ=E I ?=I = @ HEL A

f FAKJ ?D= CAH @A IEC A y E IJ=> A @= I ?AHJ=E I E JAHL= AI AJ IJ=> A @= I @=KJHAI

JD @A AIJ

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

,= I A ?=I F=HJE?K EAH @K A -, E =EHA p + 1 ELA=KN

E
E

=EHA
=EHA = I KJE K HEGKA I=JEIB=EJ K A GK=JE H ?KHHA JA

ap yn+p + ap1 yn+p1 + ... + a0 yn = bn

5 EA J r1 r2

rp AI H=?E AI ?

F ANAI @A  GK=JE

?=H=?J HEIJEGKA =II ?E A

ap rp + ap1 rp1 + ... + a1 r + a0 = 0

=? @EJE @A IJ=>E EJ I ?HEJ i, | ri |< 1

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+ IE@ H I K IOIJ A @ GK=JE I E =EHAI @A = B H A AX = B =LA? A K A @A @E A IE n n B K LA?JAKH ? K AJ X A LA?JAKH @AI E ? KI =JHE?A E LAHIE> A

a11 a12 a21 a22 an1 an2

a1n x1 b1 a2n x2 b2 = ann xn bn

1 ANEIJA @AKN CH= @AI B= E AI @A JD @AI @A AI JD @AI @EHA?JAI GKE FAH AJJA J K I EJ F=H B=?J HEI=JE @A = =JHE?A A A FEL J @A /=KII = B=?J HEI=JE 7 = B=?J HEI=JE @A +D AI O AI B=?J HEI=JE I @A 0 KIAD +AI JD @AI I J KJE EI AI F KH AI

H I KJE @A H I K@HA A IOIJ A I EJ F=H JHE= CK =HEI=JE AI FHE ?EF= AI JD @AI I J

@AH AJ 34 AI n FAK A AL  AI

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AI

JD @AI EJ H=JELAI GKE E JH @KEIA J K A

JD JD JD JD

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= JD @A @ E E =JE @A /=KII = F KH >KJ @A JH= IB H AH A IOIJ A @A @ F=HJ A K IOIJ A =O= J = A I KJE @A = B H A U X = B U AIJ K A =JHE?A JHE= CK =EHA IKF HEAKHA AJ B K LA?JAKH = H I KJE AIJ A @AKN J=FAI 6HE= CK =HEI=JE @A = =JHE?A A 4 I KJE @K IOIJ A JHE= CK =EHA A ?=I?=@A

8
2 I

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@A /=KII
E ? KA x1 FAKJ (1) a11 1 B EI = FHA E HA EC A - B=EI= J = A AKH HAJH= ?D= J li @ EJ
1 aij li a1j 1 bi li b1 (1) (1) (1)

I A(1) = A B (1) = B AJ E JH @KEI

I A

1 K JEF E?=JAKH li =

ai1

(1)

I E E AH @AI EC AI i = 2, ..., n A ?D IA F KH A A >HA @A @H EJA

cel-00556967, version 1 - 18 Jan 2011

aij bi
7 KLA=K IOIJ

(2)

= =

F KH i, j = 2, ..., n

(2)

(1)

A AIJ >JA K @A = B H A A(2) X = B (2)

GKEL= A J =K IOIJ

A @A @ F=HJ

0 0

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(1)

a12 a22

(1)

(2)

a1n a2n

(1) (2)

(2) an2

ann

(2)

(1) b1 x1 (2) x2 b2 = (2) xn bn

+A IOIJ A FAKJ KLA=K JHA JH= IB H @A B= E E AH E ? KA x2 @AI EC AI 3, ..., n ( k ) - F KIKEL= J =E IE >JEA J K A IKEJA @A IOIJ A AGKEL= A JI A X = B (k) 2 KH k = n => KJEJ =K IOIJ A JHE= CK =EHA IKF HEAKH A(n) X = B (n) (1) (1) (1) (1) (1) a11 a12 a1n1 a1n b x1 1 (2) (2) (2) 0 a(2) a2n1 a2n x2 b2 22 (3) (3) 0 (3) 0 a33 a3n x3 = b3 (n) (n) xn 0 0 0 ann bn JA U KFFAH = =JHE?A JHE= CK =EHA IKF HEAKHA A(n) AI JAH AI akk I AJ @ ELA J JHA LE@A A J KI 2 KH F=IIAH @K k E A IOIJ A =K k + 1 E A IOIJ A AI B H K AI I J
k li (1)

J =FFA I FEL JI

= = =

aik

(k) (k) (k)

akk bi
(k)

F KH i = k + 1, ..., n F KH i, j = k + 1, ..., n F KH i = k + 1, ..., n A = J F=H xn

aij bi
)FH I JHE= CK =HEI=JE

(k+1) (k+1)

k aij li akj k li bk

(k)

(k)

A IOIJ

A U X = B IA H I KJ A ?=I?=@A A ?

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! 2EL J K AJ ?D EN @K FEL J
(k)

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1 0 0 1 l2 1 0 L= l1 2 n1 ln1 1 2 ln ln

1
n1 ln

0 0 0 1

= B=?J HEI=JE LU AIJ KJE A HI @A = H I KJE @K A IKEJA @A IOIJ AI @A A =JHE?A A IAK A LA?JAKH B ?D= CA ANA F A ?= ?K @K A A IJHK?JKHA I K EIA @E HA JI ?=I @A ?D=HCA 7 A B EI ?= ?K A L AJ U H I K@HA A IOIJ A @A @ F=HJ ? @AKN IOIJ AI JHE= CK =EHAI LY = B FKEI U X = Y IEIJA H I K@HA IK??AIIELA A J AI

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rii =

i1

aii aij

2 rik k=1 i1

1 rji = r ii
A IOIJ A

rik rjk
k=1

; F KH

E  AI JHE= CK =EHAI

H I K@HA AX = B IA H= A = HI RY = B AJ JD @A F KH n CH= @ n3 /3 FI

= H I KJE @A @AKN IOIJ t RX = Y

cel-00556967, version 1 - 18 Jan 2011

J @A =

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=FFA A

=JHE?A @A 0 KIAD @AH =

H = In 2
= I

u t u t u.u
J J KJAI AI ? F I= JAI

K JEF E?=JE @A H F=H v JH= IB H A A LA?JAKH v A K LA?JAKH @ J K AI I=KB = FHA E HA

|| v || 0 u t u v = H v = v 2 t u.u 0

8#

6HE= CK =HEI=JE

@A 0 KIAD @AH

2 I I A(1) = A B (1) = B AJ A A?JK I = JH= IB H =JE @A 0 KIAD @AH @K FHA EAH LA?JAKH ? A @A A(1) J I H (1) = =JHE?A @A 0 KIAD @AH 7 A KLA A =JHE?A AJ K KLA=K (2) (1) (1) (2) (1) LA?JAKH I J ? IJHKEJI F=H K JEF E?=JE F=H ?AJJA =JHE?A A = H A AJ B = H B (1) KLA=K IOIJ A E =EHA A(2) X = B (2) AIJ GKEL= A J =K FH ? @A J ?AIJ @EHA @A I KJE  = =JHE?A A(2) = I= FHA E HA ? A K A I=KB = FHA E HA ? F I= JA A A

- 50 /

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a1n

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(2)

H =JE @A 0 KIAD @AH F=HJEH @K @AKNE A LA?JAKH ? (2) = =JHE?A @A 0 KIAD @AH @A @E A IE n 1 H n @A = B= IKEL= JA

H
(2)

0 = 0

1 0

(2) H

cel-00556967, version 1 - 18 Jan 2011

IJHKEJ K A KLA A =JHE?A AJ K KLA=K LA?JAKH F=H K JEF E?=JE F=H ?AJJA =JHE?A (2) (2) (3) (2) (2) = H A AJ B = H B A KLA=K IOIJ A E =EHA A(3) X = B (3) AIJ GKEL= A J =KN @AKN FH ? @A JI = =JHE?A A(3) = IAI @AKN FHA E HAI ? AI K AI I KI = @E=C = A (2) (2) (2) (2) a11 a12 a13 a1n (3) (3) 0 a(3) a23 a2n 22 (3) (3) 0 (3) 0 a a A = 33 3n (3) (3) 0 0 a3n ann

A(3)

)FH I k 1 EJ H=JE I @K A JOFA = @ JAH E K A =JHE?A A(k) AJ K LA?JAKH B (k) (k ) A A?JKA K A KLA A JH= IB H =JE @A 0 KIAD @AH F=HJEH @K k E A LA?JAKH ? A aik F KH (k) = =JHE?A @A 0 KIAD @AH @A @E A IE n k + 1 i = k, ..., n J IH ?= ?K A = =JHE?A ( k ) H @A @E A IE n @A = B= IKEL= JA

H (k)

Ik1

(k) H

IJHKEJ K A KLA A =JHE?A AJ K = H (k) A(k) AJ B (k+1) = H (k) B (k) L= A J =KN k FH ? @A JI

A(k+1)

KLA=K LA?JAKH F=H K JEF E?=JE F=H ?AJJA =JHE?A A KLA=K IOIJ A E =EHA A(k+1) X = B (k) AIJ GKE

)FH I n 1 EJ H=JE I JHE= CK =EHA IKF HEAKHA

=> KJEJ =K IOIJ A E =EHA A(n) X = B (n) A IOIJ A IA H I KJ = HI A ?=I?=@A A ? A

= =JHE?A A(n) AIJ = J F=H xn

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JD @A @A B=?J HEI=JE F KH K A =JHE?A A GKA ? GKA >=I A IKH = JHE= CK =HEI=JE @A 0 KIA D @AH 1 ANEIJA K A K EGKA @ ? F IEJE A = Q R A K A =JHE?A R JHE= CK =EHA IKF HEAKHA AJ K A =JHE?A Q HJD C = A AI =JHE?AI R AJ Q I AJ @A = =JHE?A A(n) A IOIJ J @ JAH E AI F=HJEH @AI n1 =JHE?AI @A 0 KIAD @AH H (1) , H (2) , ..., H (n1) R = A(n) AJ Q = H (1) H (2) ... H (n1) A = HI = H I KJE @K IOIJ A JHE= CK =EHA RX = t QB

A AX = B IA H=

8$
cel-00556967, version 1 - 18 Jan 2011

-60 ,-5 16-4)618-5

+AI JD @AI E @KEIA J K FH ?AIIKI EJ H=JEB F=H ? IJHK?JE @K A IKEJA @A LA?JAKH GKE ? LAHCA LAHI = I KJE @K IOIJ A ) ?D=GKA EJ H=JE k + 1 K LA?JAKH X (k+1) AIJ L= K F=HJEH @K ( k ) LA?JAKH @A EJ H=JE FH ? @A JA X ?A GKE FAKJ I ?HEHA I KI B H A =JHE?EA A

M X (k+1) = N X (k) + B
AI 1 IA =JHE?AI M AJ N L HE A J M N = A

F IA F KIEAKHI FH > AI 1 EJE= EI=JE @A = JD @A ?D EN @K LA?JAKH X (0) + @EJE @A ? LAHCA ?A +HEJ HA @A ? LAHCA ?A AJ >HA @EJ H=JE I A A?JKAH 8EJAIIA @A ? LAHCA ?A AJ A ?=?EJ @A = JD @A HIGKA =

A LA?JAKH R(k) = B AX (k) I=FFA A A LA?JAKH H IE@K 1 JA @ LAHI A LA?JAKH K JD @A ? LAHCA

8$
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JD @A @A =? >E
=LA? K X (0) =H>EJH=EHA k + 1 A LA?JAKH X (k+1) AIJ ?= ?K F=H = HA =JE n 1 (k+1) (k) x1 = b1 a1j xj a11 j =2 n 1 (k+1) (k ) xi = bi aij xj a ii j =1,j =i n1 1 (k ) x(k+1) = bn anj xj n ann
j =1

- 50 /
5 KI B H A =JHE?EA A A @ ? F I= J = =JHE?A A A JH EI @E=C = A JHE= CK =EHA E B HEAKHA AJ JHE= CK =EHA IKF HEAKHA

$% =JHE?AI D E AJ F HAIFA?JELA A J

X (k+1) = D1 (E + F )X (k) + D1 B

8$
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JD @A @A /=KII 5AE@A
=LA? K X (0) =H>EJH=EHA k + 1 A LA?JAKH X (k+1) AIJ ?= ?K F=H = HA =JE

cel-00556967, version 1 - 18 Jan 2011

n 1 (k+1) (k) x1 = b1 a1j xj a 11 j =2 i1 n 1 (k+1) (k+1) (k ) xi = bi aij xj aij xj aii j =1 j =i+1 n 1 1 (k+1) bn anj xj x(k+1) = n ann
j =1

5 KI B H A

=JHE?EA A

X (k+1) = (D E )1 F X (k) + (D E )1 B

8$!
=

JD @A @A /=KII 5AE@A =LA? IKH

K I KI HA =N=JE

JD @A FAH AJ @=?? HAH = ? LAHCA ?A F=H H=FF HJ = JD @A @A /=KII 5AE@A - A ? IEIJA F @ HAH ?D=GKA EJ H=JE A H IK J=J >JA K F=H = JD @A @A /=KII 5AE@A AJ A H IK J=J @A EJ H=JE FH ? @A JA F=H E JAH @E=EHA @K F=H= JHA @A HA =N=JE ? FHEI A JHA  AJ 5E  L= AKH JA xi,GS = L= AKH @A xi EJ H=JE k + 1 AIJ
(k+1)

EJ H=JE

k + 1 L= K A F=H =

JD @A @A /=KII 5AE@A

xi
2 KH = 1 2 KH > 1 2 KH < 1 5 KI B H A

(k+1)

= (1 )xi

(k)

+ xi,GS

(k+1)

HAJH KLA = JD @A /=KII 5AE@A F=H AH= @A IKH HA =N=JE F=H AH= @A I KI HA =N=JE =JHE?EA A

(k+1)

D E

1 D + F X (k) +

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7 A ? @EJE IFA?JH= @A = E B HEAKH 

@EJE

@A ?

LAHCA ?A

?AII=EHA AJ IK I= JA @A ? LAHCA ?A @K A JD @A EJ H=JELA AIJ GKA A H=O 1 =JHE?A L = M N  M AJ N @ FA @A J @A = JD @A EJ H=JELA ?D EIEA I EJ

(L) < 1

LAHCA ?A ?AIIEJA @A ? = JHA A =NE K A

- FH=JEGKA ?AJJA ? @EJE AIJ @E ?E A KJE EIAH ?=H A A @K A @AI L= AKHI FH FHAI @A = =JHE?A L

2 KH AI JD @AI @A =? >E AJ /=KII 5AE@A E ANEIJA K A ? F KI FH=JEGKA L HE AH I=L EH GKA = =JHE?A A I EJ @E=C
n

@EJE

IK I= JA @A ?

LAHCA ?A

=A@

? ?

E = JA
LAHCA ?A LAHCA ?A

F KH J KJAI AI ?

AI
i=1,i=j n

| aij | < ajj | aij | < aii

j =1,j =i

cel-00556967, version 1 - 18 Jan 2011

F KH J KJAI AI EC AI

- ? I GKA ?A @E AH  H@HA @AI EC AI K @AI ? @E=C = A @ E = JA

AI @A =

=JHE?A A F KH >JA EH K A

2 KH = JD @A @A /=KII 5AE@A =LA? IKH K I KI HA =N=JE E ANEIJA K A =KJHA ? ?AII=EHA AJ IK I= JA @= I A ?=I = =JHE?A A AIJ IO JHEGKA A@ EA F IEJELA ? LAHCA ?A F KH A IO JHEGKA

@EJE

8%

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7/7-

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AIJ >JA K A =

@A

JD @A @K CH=@EA J

= B H A =JHE?EA A @A = JD @A EJ H=JELA AIJ X (k+1) = X (k) + k P (k) P (k) AIJ K LA?JAKH AJ k K I?= =EHA JA R(k) = B AX (k) A LA?JAKH H IE@K EJ H=JE k

- 50 /

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R(k+1) k+1 (k+1) P

= = =

R(k) k AP (k) || R(k+1) ||2 || R(k) ||2

R(k+1) + k+1 P (k)

cel-00556967, version 1 - 18 Jan 2011

8%
A?

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J @A =

J @A =

JD @A
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k L=HE= J @A 

n1 k X (k+1) R(k+1) CZ (k+1) k+1 (k+1) P

= = = = = =

< R(k) , Z (k) > < AP (k) , P (k) > X (k) + k P (k) R(k) k AP (k) R(k+1) < R(k+1) , Z (k+1) > < R(k) , Z (k) > Z (k+1) + k+1 P (k)
=EHA CZ = R

) ?D=GKA EJ H=JE

E B=KJ H I K@HA A IOIJ A E

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AI FHE

?EF= AI JD @AI EJ H=JELAI JD @A @K F E J NA JD @A @A AMJ K AMJ 4=FDI JD @A @A = I ?= JA  K HACK = B= IE JD @A @A = F=H= A JD @A @A 5JA A IA JD @A @A *=EHIJ M H=?E A @K F O

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|| xn+1 X || = n || xn X || lim
5E = 0 = ? LAHCA ?A AIJ @EJA IKFAH E =EHA

=?

LAHCA ?A AIJ @ H@HA p IE E ANEIJA > 0 JA GKA

|| xn+1 X || = n || xn X ||p lim

cel-00556967, version 1 - 18 Jan 2011

5E p = 2 = ? 5E p = 3 = ?

LAHCA ?A @ H@HA AIJ @EJA GK=@H=JEGKA LAHCA ?A @ H@HA ! AIJ @EJA ?K>EGKA A JK >HA A JEAH

4A =HGKA p AIJ F=I B H? = IKEJA ?

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81 

JD @A @K F E J NA

JD @A F KH H I K@HA G(x) = x

= C HEJD A
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+
J

LAHCA ?A @A =

JD @A
LAHCA LAHI r

I r K EGKA F E J NA @A G(x) IKH E JAHL= A = > IE x0 [a, b] AJ IE | G (r) |< 1 = HI = JD @A ?

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cel-00556967, version 1 - 18 Jan 2011

.EC 81   2 E J

NA

?AHCA ?A AJ @ELAHCA ?A

81  !

JD @A @A

AMJ

JD @A JH I KJE EI A F KH H I K@HA F (x) = 0

= C HEJD A
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xn+1 = xn

F (xn ) F (xn )

KIGK ?

LAHCA ?A

LAHCA ?A @A =

JD @A
JD @A ? LAHCA

J I X K EGKA H=?E A @A F (x) 5E x0 AIJ IK I= A J FH ?DA @A X = HI = LAHI X AJ = ? LAHCA ?A AIJ GK=@H=JEGKA ,= I A ?=I @K A H=?E A K JEF A = ? LAHCA ?A AIJ E =EHA

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81  "

JD @A @A = F=H=

JD @A F KH H I K@HA F (x) = 0

cel-00556967, version 1 - 18 Jan 2011

= C HEJD A
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81  #

JD @A @A = I ?= JA

JD @A F KH H I K@HA F (x) = 0

= C HEJD A
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xn+1

LAHCA ?A  H@HA  $&

2 KH x0 IK I= A J FH ?DA @A = H=?E A X =

LAHCA ?A

81  $

JD @A @A 5JA A IA

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= C HEJD A
 +D EN @K x0  1J H=JE

xn+1 =

G (G(xn )) xn G(xn )2 KIGK ? G (G(xn )) 2G(xn ) + xn

LAHCA ?A JD @A AIJ GK=@H=JEGKA

5E x0 AIJ IK I=

A J FH ?DA @A X = HI = ?

LAHCA ?A @A =

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E= A
= E HA IKEL= JA FAKJ ?HEHA I EJ Pn (x) K

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Pn (x) = (x x1 )Pn1 (x) Pn1 (x) AIJ K F O

A @A @ACH n 1

)E IE K A B EI >JA KA K A FHA E HA H=?E A FAKJ HA? A ?AH = HA?DAH?DA @K A =KJHA H=?E A F KH K F O A @A @ACH IJHE?JA A J E B HEAKH F KHIKEJ ?AJJA FH ? @KHA KIGK  >JA JE @AI n H=?E AI ? F ANAI @K F O A

cel-00556967, version 1 - 18 Jan 2011

81  %

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p

5 EJ P (x) K F O = JD @A ? IEIJA

AI @A @ACH

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P (x) = a0
j =1

x2 + pj x + qj
p

5E n AIJ E F=EH n = 2p + 1 P (x) = a0 (x )

j =1

x2 + pj x + qj

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P (x) = Q(x) x2 + px + q + xR(p, q ) + S (p, q )

=LA? Q(x) = b0 xn2 + b1 xn3 + ... + bn3 x + bn2 5E x2 + px + q AIJ K @ELEIAKH @A P (x) =

R(p, q ) = 0 P (p, q ) = 0
A 2=H ANA F A F=H = JD @A AMJ

2 KH JH KLAH p AJ q E IK J @A H I K@HA ?A IOIJ

p(i+1) q (i+1)

p(i) q (i)

R p S p

R 1 R p(i) , q (i) q S ( i ) ( i ) S p ,q q (p(i) ,q(i) )

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R(p, q ) = bn1 R (p, q ) = cn2 p R (p, q ) = cn3 p

=LA? b1 = 0 b0 = a0 c1 = 0 c0 = b0

; ; ;

S (p, q ) = bn + pbn1 S (p, q ) = bn1 cn1 pcn2 p S (p, q ) = cn2 pcn3 p

bk = ak pbk1 qbk2 F KH k = 1, ..., n ck = bk pck1 qck2 F KH k = 1, ..., n 1

cel-00556967, version 1 - 18 Jan 2011

81

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= JD @A @A AMJ LKA FH ? @A A J F KH K A GK=JE F KH H I K@HA @AI IOIJ AI n GK=JE I E =EHAI

f1 (x1 , x2 , ..., xn ) = 0 f2 (x1 , x2 , ..., xn ) = 0

fn (x1 , x2 , ..., xn ) = 0

K A ? HA ?DAH?DAH K LA?JAKH X = (x1 , x2 , ..., xn ) L HE = J F (X ) = 0

= C HEJD A
 +D EN @K LA?JAKH E EJ= X (0)  1J H=JE

X (k+1) = X (k) J (X (k) )

=JHE?A =? >EA

F (X (k) ) KIGK ?

LAHCA ?A

J (X (k) ) AIJ =

A L= K A X (k)

+A GKE I ?HEJ A ? HA

(k+1) x2
(k+1) xn

x1

(k+1)

(k) x = 2
(k) xn

x1

(k)

f1 x1 f2 x1 fn x1

f1 x2 f2 x2 fn x2

f1 xn f2 xn fn xn

1
(x1 ,x2 ,...,xn (k))
(k ) (k )

(k) (k) (k) f2 (x1 , x2 , ..., xn )

(k) (k ) (k)

f1 (x1 , x2 , ..., xn )

(k)

(k)

(k)

fn (x1 , x2 , ..., xn )

- 50 /
- F I= J X (k) = X (k+1) X (k) A FH > A HALEA J H I K@HA A IOIJ ?D=GKA EJ H=JE k J (X (k) ) X (k) = F (X (k) ) = IOIJ A E =EHA IKEL= J

%%

JD @A @A AMJ E =HEIA =E IE A IOIJ A 1 B=KJ = HI ?D=GKA EJ H=JE A E =EHA KIGK ?A GKA A LA?JAKH X I EJ IK I= A J FH ?DA @A = I KJE

H I K@HA K

2 KH K A IAK A GK=JE E =EHA AJ K A IKEJA @A H A I A ?HEJ HA @=HH J AIJ >=I IKH AHHAKH k =| xk+1 xk | A JHA A H IK J=JI @A @AKN EJ H=JE I IK??AIIELAI F=H ANA F A < 105  2 KH K IOIJ A @ GK=JE I AJ K A IKEJA @A LA?JAKHI A ?HEJ HA @=HH J AIJ >=I IKH = H A A JHA A H IK J=JI @A @AKN EJ H=JE I IK??AIIELAI || X (k+1) X (k) || GKE @ EJ JHA E B HEAKHA K A L= AKH @ A

cel-00556967, version 1 - 18 Jan 2011

- ?= ?K  =  = ! =

HEGKA JH EI

H AI I

J BH GKA

A J KJE EI AI

H A L1 || X ||1 =
i=1

| xi |
2 2 x2 1 + x2 + ... + xn

H A AK? E@EA H AE

A K L2 || X ||2 =
i

EA || X || = max | xi |

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EA I EJ @A B= g @A B H A @ @EI?H JA I EJ @A B= ? JE KA  > A?JEB AIJ A GKE A K ?AHJ=E IA I =FFH ?DA A EAKN

-J= J @ K A B ?JE f @ @A @ JAH E AH K A =KJHA B ?JE F IIE> A = B ?JE f

811 

AI ! CH= @AI ? =IIAI @=FFH NE =JE

?JE

A A

1 ANEIJA JH EI CH= @AI ? =IIAI @A JD @AI E JAHF =JE =FFH ?DA = B ?JE f F=H K A B ?JE g =FF=HJA = J K A ? =IIA @A B ?JE FH NE = JAI I KLA J @AI F O AI AJ GKE ? ?E@A =LA? f A n F E JI @EI?HAJI

I =F

=FFH NE =JE =KN E @HAI ?=HH I E E EIA = I A @AI ?=HH I @AI AHHAKHI A n F E JI x1 , x2 , ..., xn ?AIJ n 2 ?DAH?DA g GKE E E EIA = GK= JEJ i=1 || f (xi ) g (xi ) ||

@EHA GK

=FFH NE =JE K EB H A E E EIA A =NE K @A = F EJK@A @A AHHAKH A JHA = B ?JE f AJ I =FFH NE =JE AI F E JI @A ? ?=JE IANFHE A J A B ?JE @AI H=?E AI @AI F O AI @A 6?DA>O?DAL

811  !

AI ! CH= @AI B= E AI @A B

?JE

I =FFH NE = JAI
J

AI JH EI CH= @AI B= E AI @A B ?JE I =FFH NE = JAI I AI F O AI JD H A @A 5J A 9AEAHIJH=II AI BH=?JE I H=JE A AI =FFH NE = JI @A 2=@  AI B ?JE I JHEC JHEGKAI I HEA @A . KHHEAH

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JD @A @A =CH= CA
?=JE 

IE@ H I K A B ?JE f ? KA A n + 1 F E JI x0 , x1 , ..., xn =FFA I F E JI @A ? ?DAH?DA K F O A @A @ACH E B HEAKH K C= n GKE F=IIA F=H ?AI n + 1 F E JI ?E@A =LA? f (x) =KN n + 1 F E JI
n

cel-00556967, version 1 - 18 Jan 2011

1 ANEIJA K 7 137- F O A Pn (x) GKE ? f (xi ) +A F O A = F KH ANFHAIIE

n

I=L EH Pn (xi ) =

Pn (x) =
i=0

f (xi ) Li (x)

Li (x) =
j =0,j =i

x xj xi xj
A @E JAHF =JE

AI F O AI Li (x) I J AI F O @A =CH= @A @A f =KN F JI xi + J @A E JAHF =JE

AI @A =CH= CA AJ Pn (x) AIJ A F O

F KH n CH= @ 3n2 F H=JE

811

JD @A @A
A @E JAHF =JE

ALE A )EJ A
Pn (x) AIJ ?= ?K n n j>i
=E@A @K A B H K A @A H ?KHHA ?A

AF O 1 EJE= EI=JE 1J H=JE AF O

Pi,i (x) = f (xi ) F KH i = 0 Pi,i (x) =

(x xi )Pi+1,j (x) (x xj )Pi,j 1 (x) F KH i = 0 xj xi

AIJ Pn (x) = P0,n (x)

A @E JAHF =JE

811

"

JD @A @A

AMJ
AMJ

E JH @KEJ AI F O

AI @A

Qi (x) @

EI F=H Qi (x) =

j<i (x

xj ) AJ Q0 (x) = 1

=FFA A @E HA ?AI @ELEI AI @ H@HA k @A = B ?JE J A f [x0 , x1 , ..., xk ] @ EA F=H H ?KHHA ?A f [xi ] = f (xi ) F KH E 

f =KN F E JI x0 , x1 , ..., xk = GK= JEJ

f [x0 , x1 , ..., xk ] =

f [x1 , x2 , ..., xk ] f [x0 , x1 , ..., xk1 ] xk x0

- 50 /

&

A F O A Pk (x) @E JAHF =JE @A AMJ @A = B ?JE f =KN F E JI x0 , x1 , ..., xk1 AIJ @ E F=H H ?KHHA ?A Pk (x) Pk1 (x) = f [x0 , x1 , ..., xk ]Qk (x) AF O A Pn (x) @E JAHF =JE @A AMJ
n

@A = B

?JE

f =KN F E JI x0 , x1 , ..., xn AIJ

Pn (x) = f (x0 ) +
k=1

f [x0 , x1 , ..., xk ]Qk (x)

I

J @A E JAHF =JE

F KH n CH= @ n3 F H=JE

811

JD @A @A 0AH EJA

cel-00556967, version 1 - 18 Jan 2011

2 KJ J GKA @A B=EHA ? ?E@AH = B ?JE f AJ A F O A Pn =KN F E JI xi FAKJ ?DAH?DAH B=EHA =KIIE ? ?E@AH AI @ HEL AI @A f AJ @A Pn A ?AI F E JI KIGK K H@HA N GKA  JAH= i =KN F E JI xi 2 I I N = n + 0 + 1 + ... + n 5E f =@ AJ @AI @ HEL AI @ H@HA i =KN F E JI xi E ANEIJA K 7 137- F O A PN JA GKA

Ai = 0, 1, ..., n Al = 0, 1, ..., i PN AIJ A F O A @E JAHF =JE 2 KH i = 0 HAJH KLA A F O

PN (xi ) = f (l) (xi )

(l)

@A 0AH EJA @A f =KN F E JI xi =KN H@HAI i A @E JAHF =JE @A =CH= CA

811

$ 1 JAHF =JE

F=H

H?A=KN

IF E A ?K>EGKA

5KH J KJ E JAHL= A [xi1 , xi ] A JHA @AKN F E JI @A ? ?=JE A A?JKA K A E JAHF =JE +) - =LA? @AI F O AI @A >=I @ACH Pk (x) @ACH  K ! AI F O AI IA H=?? H@A J =KN F E JN xi =E IE GKA AKHI @ HEL AI @ H@HA =KIIE AL GKA F IIE> A

5F E A ?K>EGKA
AF O A @E JAHF =JE ?= A AIJ @A @ACH ! A B ?JE E JAHF = JA S (x) AIJ ? IJEJK A @A H?A=KN @A F O AI @A @ACH ! GKE IA H=?? H@A J =E IE GKA GKA AKHI @ HEL AI FHA E HAI AJ IA? @AI =KN F E JI @A ? ?=JE 5KH ?D=GKA E JAHL= A [xi1 , xi ] = Pi (xi1 ) Pi (xi ) P (x ) i i AI F O AI Pi (x) HAIJHE?JE @A S (x) AIJ K F O A Pi (x) @A @ACH ! JA GKA

= f (xi1 ) AJ Pi (xi ) = f (xi ) = fi = Pi+1 (xi ) = f (xi ) = Pi+1 (xi ) = f (xi )

J F KH ANFHAIIE

Pi (x) = i1

(xi x) (xi x)2 h2 (x xi1 ) (x xi1 )2 h2 fi1 (xi x) fi (x xi1 ) i i + i + + 6hi 6hi hi hi

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)LA? hi = xi xi1 AJ AI i I KJE

I @K IOIJ

A IKEL= J

hi hi + hi+1 hi+1 fi+1 fi fi fi1 i1 + i + i+1 = 6 3 6 hi+1 hi

AI F=H= JHAI 0 = f (x0 ) AJ n = f (xn ) I J ?D EIEI =H>EJH=EHA A J  K I F=H ANA F A

811

E EJAI @A E JAHF =JE

F O

E= A

cel-00556967, version 1 - 18 Jan 2011

E JAHF =JE F O E= A F IA F KIEAKHI FH > AI HIGKA A >HA @A F E JI @A ? ?=JE AIJ CH= @ E IJ=>E EJ @A ?= ?K I AHHAKHI @=HH @E AJ ? J @A ?= ?K I A FH=JEGKA AI L= AKHI @EI?H JAI H IK JA J @ANF HEA ?AI K @A IE K =JE I K HEGKAI +A I J @AI L= AKHI =FFH NE =JELAI 1 AIJ I KLA J F KI E J HAII= J @A ?DAH?DAH K A > A =FFH NE =JE F KJ J GKK A E JAHF =JE 2=H ANA F A K ANF HE A J=JAKH GKE HA LA  F E JI GK=IE A J = EC I IAH= F KI E J HAII F=H = @H EJA F=II= J =K EAKN F=H ?AI  F E JI F KJ J GKA F=H A F O A @A @ACH '' H = EI= J E JAHF =JE AN=?JA

811 !

)224 :1 )61
H=JE A A =FFH NE = JI @A 2=@

811 !  )FFH NE =JE

=FFH ?DA = B ?JE f F=H K A BH=?JE H=JE A A F (x) = Pn (x)/Qm (x) Pn (x) AJ Qm (x) I J @AI F O AI @A @ACH n AJ m JA I GKA A @ LA FFA A J E EJ =K L EIE =CA @A @A f (x)Qm (x) Pn (x) =EJ I JAH A ? IJ= J =E IE GKA AI JAH AI A (x ) (x )2 (x )n+m K I A ?= ?K ? IEIJA E@A JE AH  ?AI n + m + 1 JAH AI

811 !
811 ! 

)FFH NE =JE
,H EJA @AI

F O

E= A =K IA I @AI

E @HAI ?=HH I

E @HAI ?=HH I @EI?HAJI

?DAH?DA =FFH ?DAH = B ?JE f ? KA K EGKA A J A n L= AKHI @EI?H JAI F=H K A @H EJA P (x) = a0 + a1 x =K IA I @AI E @HAI ?=HH I 5 EA J n L= AKHI y1 , y2 , ..., yn @A = B ?JE f =KN n =>I?EIIAI x1 , x2 , ..., xn = @H EJA P (x) GKE H = EIA = AE AKHA =FFH NE =JE =K IA I @AI E @HAI ?=HH I @AI L= AKHI yi =KN F E JI xi AIJ ?A A GKE E E EIA = I A @AI ?=HH I @AI ?=HJI A JHA AI yi AJ AI P (xi ) I EJ
n

S (a0 , a1 ) =
i=1

[yi (a0 + a1 xi )]2

= GK= JEJ S (a0 , a1 ) =FF=H= J ? A A ?=HH @A = H A AK? E@EA A @K LA?JAKH (yi a0 a1 xi ) 1 JH @KEI I AI LA?JAKHI n ? F I= JAI IKEL= JI Y = (yi ) X = (xi ) AJ U A LA?JAKH K EJ = JD @A ? IEIJA ?DAH?DAH A LA?JAKH G A F KI FH ?DA @K LA?JAKH Y @= I A I KI AIF=?A LA?J HEA @A @E A IE A CA @H F=H AI LA?JAKHI U AJ X ?AIJ @EHA E E EIAH = @EIJ= ?A

- 50 /
AK? E@EA A || Y G ||2 2 KH L HE AH ?A?E A LA?JAKH Y G @ EJ JHA HJD C AJ X @ AI HA =JE I IKEL= JAI n < Y G, U > = 0 = (yi a0 a1 xi )

&! = =KN LA?JAKHI U

< Y G, X > = 0 =
+A?E ? @KEJ =K IOIJ A E =EHA IKEL= J
n i=1 xi n 2 i=1 xi

i=1 n i=1

(yi a0 a1 xi ) xi

n
n i=1 xi

a0 a1

n i=1 yi n i=1 xi yi

811 !
cel-00556967, version 1 - 18 Jan 2011

,H EJA @AI

E @HAI ?=HH I ?
f ?

JE KI

?DAH?DA =FFH ?DAH = B ?JE =K IA I @AI E @HAI ?=HH I

KA IKH E JAHL= A [a, b] F=H K A @H EJA P (x) = a0 + a1 x

= @ JAH E =JE @AI ? A ?EA JI a0 AJ a1 IA A?JKA E@A JEGKA A J = JD @A @AI ?=HH I @EI?H JI A FH @KEJ I?= =EHA KJE EI AIJ F KI >=I IKH = H A AK? E@EA A
b

E @HAI

< g1 , g2 > =
A IOIJ A E =EHA
b a dx b a x dx

g1 (x)g2 (x) dx

H I K@HA @ALEA J
b a x dx b 2 a x dx

a0 a1

b a f (x) dx b a xf (x) dx

811 !

H= EI=JE

2 O

A @AI

E @HAI ?=HH I @EI?HAJI

?DAH?DA =FFH ?DAH = B ?JE f ? KA K EGKA A J A n L= AKHI @EI?H JAI F=H K F O A @A @ACH m < n P (x) = a0 + a1 x + a2 x2 + ... + am xm =K IA I @AI E @HAI ?=HH I 5 EA J n L= AKHI y1 , y2 , ..., yn @A = B ?JE f =KN n =>I?EIIAI x1 , x2 , ..., xn A F O A P (x) GKE H = EIA = AE AKHA =FFH NE =JE =K IA I @AI E @HAI ?=HH I @AI L= AKHI yi =KN F E JI xi AIJ ?A A GKE E E EIA = I A @AI ?=HH I @AI ?=HJI A JHA AI yi AJ AI P (xi ) I EJ
n

S (a0 , a1 , a2 , ..., am ) =
i=1

2 [yi (a0 + a1 xi + ... + am xm i )]

= GK= JEJ S (a0 , a1 , ..., am ) =FF=H= J ? A A ?=HH @A = H A AK? E@EA A @K LA?JAKH (yi m a0 a1 xi ... am xi ) 1 JH @KEI I AI LA?JAKHI n ? F I= JAI IKEL= JI Y = (yi ) X = (xi ) X 2 = (x2 X m = (xm i) i ) AJ U A LA?JAKH K EJ = JD @A ? IEIJA ?DAH?DAH A LA?JAKH G A F KI FH ?DA @K LA?JAKH Y @= I A I KI AIF=?A LA?J HEA @A @E A IE m + 1 A CA @H F=H AI LA?JAKHI U X X 2 X m ?AIJ @EHA E E EIAH

&" = @EIJ= ?A AK? E@EA LA?JAKHI U X X 2

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A || Y G ||2 2 KH L HE AH ?A?E A LA?JAKH Y G @ EJ JHA HJD C X m @ AI HA =JE I IKEL= JAI

n

= KN

< Y G, U > = 0 =
i=1 n

(yi a0 a1 xi ... am xm i ) (yi a0 a1 xi ... am xm i ) xi

i=1 n 2 (yi a0 a1 xi ... am xm i ) xi i=1 n m (yi a0 a1 xi ... am xm i ) xi i=1

< Y G, X > = 0 =

< Y G, X 2 > = 0 = m < Y G, X > = 0 =

cel-00556967, version 1 - 18 Jan 2011

+A?E ?

@KEJ =K IOIJ A E n n i=1 xi n m1 i=1 xi n m i=1 xi

n

=EHA IKEL= J
n i=1 xi n 2 i=1 xi n m i=1 xi n m+1 i=1 xi n i=1

n m i=1 xi n m+1 i=1 xi n 2m1 i=1 xi n 2m i=1 xi

a m1 am

a0 a1

n m1 x y i i=1 i n m i=1 xi yi

n i=1 yi n i=1 xi yi

2 I

I Uq =
i=1

xq i AJ Vq =

xq i yi

A IOIJ

A I ?HEJ = HI

U0 U1 U2 U1 Um Um+1

Um a0 Um+1 a1 U2m am

V0 V1 = Vm

811 ! ! )FFH NE =JE

JD @A = = CKA =K ?=I F O

JHEC

JHEGKA =K IA I @AI
AI JHEC
m

E @HAI ?=HH I
JHEGKAI @A @ACH m

E= A KJE EI= J @AI F O

Pm (x) =

a0 + 2

(ak ? I kx + bk IE kx)
k=1

AI ? @EJE I @ HJD C = EJ I=FF EGKA J =KN LA?JAKHI U/2 ? I X IE X ? I 2X IE 2X ? I mX IE mX ,= I A ?=I ? JE K A FH @KEJ I?= =EHA AIJ @ E F=H
2

< g1 , g2 > =

g1 (x)g2 (x) dx

- 50 /

&#

811 ! " )FFH NE =JE

K EB H A

AE AKHA =FFH NE =JE

5 EJ f K A B ?JE @ EA IKH [a, b] I KD=EJAH=EJ E@A JE AH A ?D EN @AI F E JI @A ? ?= JE x0 , x1 , ..., xn F KH AGKA A F O A @E JAHF =JE @A =CH= CA Pn (x) H = EIA = AE AKHA =FFH NE =JE @A f =K IA I @A = H A E EA ?AIJ @EHA E E EIAH AHHAKH @E JAHF =JE

(x0 , x1 , ...xn ) = max | f (x) Pn (x) |

x[a,b]

= I KJE @A n +1 C ([a, b]) =FFA A AE @E JAHF =JE AIGKA I = GK=

?A FH > A AIJ F=I ? KA A C H= +AFA @= J HIGKA = B ?JE f FAKJ E JH @KEHA = @ EJE IKEL= JA @A AE AKHA =FFH NE =JE AKHA =FFH NE =JE @A f F=H K F O A @A @ACH =K F KI C= n A F O A @A =CH= CA Pn (x) @A f =II ?E =KN F E JI @A ? ?=JE x0 , x1 , ..., xn F KH JEJ IKEL= JA AIJ E E = A
n

cel-00556967, version 1 - 18 Jan 2011

x[a,b]

max |
i=0

(x xi ) |
?JE @AI H=?E AI @K F O A @A

JHA GKA AI F E JI @A ? 6?DA>O?DAL Tn+1 AJ L HE A J

?=JE

xi IANFHE A J A B (2i + 1) 2n + 2

xi =

ba a+b + ? I 2 2

F KH i = 0, 1, ..., n

2 O

A @A 6?DA>O?DAL F O

A @A @ACH n

J Tn (x) @

E IKH E JAHL= A [1, 1] F=H

Tn (x) = ? I (n arccos x)
=LA? T0 (x) = 1 AJ T1 (x) = x

K F=H HA?KHHA ?A

Tn+1 (x) + Tn1 (x) = 2xTn (x)

811 ! # )FFH NE =JE =KN

?DAH?DA K A =FFH NE =JE F O AI HJD C =KN

F O
@A = B

E= A @= I K A >=IA @A F O
?JE

AI HJD C

f F=H K F O

A ANFHE

A @= I K A >=IA @A

1 ANEIJA @A >HAKIAI >=IAI @A F O CKAHHA 0AH EJA

AI HJD CE =KN

ACA @HA

=? >E 6?DA>O?DAL

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8111 

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KI KI E J HAII I = @ JAH E =JE @AI L= AKHI FH FHAI  A IFA?JHA AJ K @AI LA?JAKHI FH FHAI ? HHAIF @= JI @K A =JHE?A A @A @E A IE n AI n L= AKHI FH FHAI ? F ANAI I J AI H=?E AI @K F O A ?=H=?J HEIJEGKA @A @ACH n Pn () = @AJ(A In ) = @ JAH E =JE @AI H=?E AI @A ?A F O A AIJ F=I A ?=?A @K F E J @A LKA K HEGKA ,AI JD @AI F KI =@=FJ AI I J KJE EI AI A AI I J I F=H AI A JHA @AKN JOFAI @A JD @AI AI JD @AI C >= AI +AI JD @AI FAH AJJA J @ L= KAH A IFA?JHA A JEAH @A = =JHE?A A - AI KJE EIA J K A JH= IB H =JE @A = =JHE?A A K A =JHE?A IA > => A @ J ?= ?K A A IKEJA AI A JI FH FHAI AI FHE ?EF= AI JD @AI I J JD @A @A =? >E JD @A 34 6H= IB H =JE I KI B H A @A =JHE?A @A 0AIIA >AHC JD @A @A = ? I JD @A @A >EIIA?JE

AI JD @AI F=HJEA AI +AI JD @AI LEIA J L= KAH = F KI CH= @A K = F KI FAJEJA L= AKH FH FHA K A ? HA = L= AKH FH FHA = F KI FH ?DA @K A L= AKH @ A AI FHE ?EF= AI JD @AI I J JD @A @A = FKEII= ?A JD @A @A @ =JE

)FF E?=JE I K FH > A =KN L= AKHI FH FHAI AHCA @ JK@AI @ I?E =JAKHI FDOIEGKAI IOI J AI =IIA HAII HJ IOIJ AI LE>H=J EHAI IOIJ AI GK= JEGKAI  @ JK@AI @A @O = EGKA @AI IJHK?JKHAI @A = >=CA @A F KJHA =E IE GKA @ JK@AI @A IJ=>E EJ @AI ? K A A JI @A KE@AI JH= IEJE = E =EHA JKH>K A J

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4-+0-4+0- ,- 8) -745 24 24-5

8111

-60 ,- ,- )+ *1
=JHE?A IO JHEGKA A

JD @A F KH K A = @=

JD @A HALEA J A A?JKAH K A IKEJA @A JH= IB H =JE @A JOFA H J=JE F = =EHA GKE FAH AJ K AH K A J (p, q ) p AJ q I J @AKN A JEAHI @A = =JHE?A A +D=GKA H J=JE A J=EHA B=EJ E JAHLA EH K A =JHE?A HJD C = A Ppq ? IJHKEJ =E IE K A IKEJA @A =JHE?AI IO JHEGKAI A(k) GKE JA @ LAHI = =JHE?A @E=C = A D IA > => A A F IA A(1) = A AJ ?D=GKA JH= IB H =JE k ? IJHKEJ = =JHE?A A(k+1) @ EA F=H
(k) (k) A(k+1) = t Ppq A(k) Ppq

AI

A JI @A =

=JHE?A IO
(k) (k) (k)

JHEGKA A(k+1) I

J@

I F=H F KH i = p, q AJ j = p, q

cel-00556967, version 1 - 18 Jan 2011

(k+1) aij (k+1) aip (k+1) aiq (k+1) app (k+1) aqq

= aij

= aip ? I aiq IE = aip IE + aiq ? I = app ? I 2 + aqq IE = app IE

(k) 2 (k) (k) (k) 2 (k)

(k)

F KH i = p, q F KH i = p, q

2apq ? I IE
(k)

(k)

+ aqq ? I 2 + 2apq ? I IE
(k )

2apq = C A ] , 0[]0, [ L HE A tan 2 = (k) (k) 4 4 aqq app

,AKN JD @AI F KH A ?D EN @AI A JEAHI p AJ q  AI @AKN A JEAHI FAKLA J JHA ?D EIEI @A B= ?O? EGKA p = 1, q = 2 FKEI (p = 1, q = 3) AJ? (k)  AI @AKN A JEAHI FAKLA J JHA ?D EIEI JA GKA  A J | apq | I EJ = F KI CH= @A L= AKH D HI A JI @A = @E=C = A

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=JHE?A GKA ? GKA A

JD @A F KH K A

= JD @A ? IEIJA A A?JKAH @AI B=?J HEI=JE I 34 IK??AIIELAI IKH K A IKEJA @A =JHE?AI A(k) GKE ? LAHCA J LAHI K A =JHE?A JHE= CK =EHA IKF HEAKHA IA > => A A 2 I I A(1) = A ) = k E A J=FA =FFA I Q(k) R(k) AI =JHE?AI EIIKAI @A = B=?J HEI=JE 34 @A A(k) = =JHE?A A(k+1) AIJ @ EA F=H A(k+1) = R(k) Q(k) +AJJA 3  JD @A AIJ F KI A ?=?A GKA = JD @A @A =? >E 1 ANEIJA @A >HAKIAI L=HE= JAI 3

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=JHE?A GKA ? GKA A

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JD @A F KH K A

)LA? = JH= IB H =JE X = T.Y T AIJ K A =JHE?A E LAHIE> A A FH > A A.X = X @ALEA J 1 1 (T AT ).Y = Y AI =JHE?AI A AJ T AT I J IA > => AI A >KJ AIJ @A JH KLAH K A =JHE?A T JA A GKA = =JHE?A T 1 AT @ALEA A F KI IE F A 7 A F IIE>E EJ AIJ @A ?DAH?DAH = =JHE?A T JA GKA T 1 AT I EJ K A =JHE?A @A 0AIIA >AHC H ?AIJ @EHA L HE = J hij = 0 F KH i > j + 1

cel-00556967, version 1 - 18 Jan 2011

1 T AT = H =

2 KH =HHELAH ?A >KJ E ANEIJA F KIEAKHI = C HEJD AI JH= IB H =JE I A J=EHAI F=H E E =JE @A /=KII JH= IB H =JE I HJD C = AI 0 KIAD @AH 5?DKH = ? I 

8111 #

-60 ,- ,- ) +
=JHE?A GKA ? GKA A

JD @A EJ H=JELA F KH K A

= JD @A ? IEIJA ?= ?K AH AI FKEII= ?AI IK??AIIELAI @A A A ? HJD C =KN Uk IA

IJHKEI= J K IKEJA @A LA?JAKHI

i+1 Uk = A.Uk1 k Uk1 k Uk2

=LA?

F KH k = 2, ..., n 1

k k+1

= =

tU

k1 .A.Uk1 2 k k

tU 2 k1 .A .Uk1

AI LA?JAKHI U0 , U1 , ..., Un1 B H A J K A >=IA =FFA A >=IA @A HO L ,= I ?AJJA >=IA = JHE?A HAFH IA J= J A =O= J AI AI L= AKHI FH FHAI GKA A AIJ JHE@E=C = A 1 2 0 0 0 2 2 3 0 0 0 3 3 0 4 A = 0 0 n 1 n1 n 0 0 n n

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= @ JAH E =JE @AI L= AKHI FH FHAI FAKJ IA A?JKAH =LA? K A JD @A @A >EIIA?JE 1 EJE= EI=JE @A = C HEJD A +D EN @K LA?JAKH E EJE= U0 H = EI 2 += ?K I @A 1 =t U0 .A.U0 AJ 2 = t U0 .A2 .U0 1 A LA?JAKH U1 AIJ @ E F=H 2 U1 = A.U0 1 U0

JD @A @A JOFA 34 K K A

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cel-00556967, version 1 - 18 Jan 2011

-60 ,- ,- *155-+61
=JHE?A JHE@E=C =AA

JD @A F KH K A

)FFA I ai , bi AJ ci HAIFA?JELA A J AI JAH AI @E=C =KN IKF HEAKHI AJ E B HEAKHI @A = =JHE?A A = JD @A ? IEIJA ?= ?K AH AI L= AKHI FH FHAI F=HJEH @K F O A ?=H=?J HEIJEGKA Pn () = @AJ(A In ) 7 @ LA FFA A J @K @ JAH E = J F=H H=FF HJ = @AH E HA EC A FAH AJ @ ?HEHA = HA =JE @A H ?KHHA ?A IKEL= JA

Pn () = (an )Pn1 () cn1 bn1 Pn2 ()

A ?= ?K @AI H=?E AI @A Pn () I F HA @A = = E HA IKEL= JA ?D= CA @A IEC A AJ ?= EIAH K A H=?E A F=H >EIIA?JE ?DAH?DAH K E JAHL= A

Pn ()

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JD @A EJ H=JELA F KH K A

A FHE ?EFA @A = JD @A HAF IA IKH A B=EJ GKA =FF EGK= J K CH= @ >HA @A B EI = = JHE?A IKH K LA?JAKH E EJE= GKA ? GKA AI LA?JAKHI IK??AIIEBI L J FHA @HA K A @EHA?JE GKE IA H=FFH ?DA @K LA?JAKH FH FHA @A = F KI CH= @A L= AKH FH FHA A L= AKH =>I KA = C HEJD A  +D EIEH K LA?JAKH X0 AXk KIGK ?  1J HAH Xk+1 = || AXk ||

LAHCA ?A || Xk+1 Xk ||<

= IKEJA @AI LA?JAKHI (Xk ) ? LAHCA J LAHI A LA?JAKH FH FHA @A = F KI CH= @A L= AKH FH FHA AJ = IKEJA @AI H AI || AXk || ? LAHCA LAHI A H=O IFA?JH= (A) + @EJE @A ? LAHCA ?A 5E A LA?JAKH @A @ F=HJ X0 =FF=HJEA J F=I =K I KI AIF=?A LA?J HEA A CA @H F=H n 1 LA?JAKHI FH FHAI @A A = HI = JD @A ? LAHCA

- 50 /

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=JHE?A GKA ? GKA A

JD @A EJ H=JELA F KH K A

5KFF I I ? K A H=O IFA?JH= @A A 1 = (A) AJ A LA?JAKH FH FHA ? HHAIF @= J X1 ?= ?K I F=H = JD @A @A = FKEII= ?A 1 AIJ F IIE> A @A ?= ?K AH 2 = L= AKH FH FHA @A @K A E @E=JA A J E B HEAKH 1 AJ @=KJHAI L= AKHI FH FHAI F=H = IKEJA = JD @A ? IEIJA JH= IB H AH = =JHE?A A A K A =JHE?A A(1) =O= J AI AI L= AKHI FH FHAI GKA A AN?AFJ 1 HA F =? A F=H K A L= AKH FH FHA K A FKEI @=FF EGKAH @A KLA=K A(1) = JD @A @A = FKEII= ?A = C HEJD A  )FF E?=JE @A = JD @A @A = FKEII= ?A F KH @ JAH E AH 1 AJ X1  +D EN @K LA?JAKH W JA GKA < W, X1 > = 1 ! += ?K @A = =JHE?A A(1) = A 1 X1 t W GKE = AI AI L= AKHI FH FHAI GKA A I=KB 1 HA F =? A F=H K A L= AKH FH FHA K A " )FF E?=JE @A = JD @A @A = FKEII= ?A A(1) F KH @ JAH E AH 2 AJ A LA?JAKH FH FHA =II ?E Y2 LA?JAKH FH FHA @A A(1)  A LA?JAKH FH FHA @A A ? HHAIF @= J AIJ @ F=H 1 X2 = Y2 + < W, Y2 > X1 2 1 - EJ H= J = @ @ JAH E AI =JE IKH A(1) A(2) @=KJHAI L= AKHI FH FHAI @A = =JHE?A A FAKLA J JHA

cel-00556967, version 1 - 18 Jan 2011

cel-00556967, version 1 - 18 Jan 2011

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*E> E CH=FDEA
 *=H= CAH ) = OIA K HEGKA 0AH = '&& *AK AK ) C HEJD AI F KH A ?= ?K I?EA JE GKA + KHI @A -? A 7 ELAHIEJ=EHA @1 C EAKHI @A E A ''' ! ) ,AIE@AHE 1 JH @K?JE JD @AI K = = OIA K HEGKA 1 41) ''& LA " MI L K A 1 BK @= A J= I AM ; H '&$ =HJ @A E C EAKH " - 0=EHAH HEGKAI + KHI @A K ELAHIEJ @A /A FKJ=JE B E JAH = = @ ANJAH = D 9E AO  5 I +DE?DAIJAH HEGKA K

cel-00556967, version 1 - 18 Jan 2011

# + 0EHI?D K AHE?= ? B K AHE?= @EI?HAJE =JE $ 2 J % 8 & * '  

=I?=KN = @ 4 6DA @ H ) = OIA K AI 1 AJ 11 =II 2=HEI '&$ AC=J =JD KL=E " D= =@E = @ =JEGKA AJ JD @AI

=JHE?EA A =FF EGK A

HEGKAI

+ KHI @A K ELAHIEJ ?=JD EGKA @A K HEGKA ,K =JD @ ! JD @AI !

0 5=E=? 2H=JEGKA @A = IE K =JE

2 E J = @ 0 5=E=? -GK=JE I =KN @ HEL AI F=HJEA AI K HEGKAI + KHI @A -5+21 # 4ALAE ) 3K=HJAH 5E K =JE AJ @ EI=JE K

=JEGKAI AJ

HEGKA + KHI @A K ELAHIEJ @A 4 KA A " ! !

 , 5A A?D= 0EIJ EHA @AI I?EA ?AI + KHI @A K ELAHIEJ @A 5DAH>H E ) = OIA K HEGKA + KHI @A -2. ! 2 8E J JD @AI @= = OIA K HEGKAI + KHI @A ,-) @A KIIEAK