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Introduction

lanalyse numrique

Introduction
lanalyse numrique
Jacques Rappaz
Marco Picasso

Presses polytechniques et universitaires romandes

Les auteurs et lditeur remercient lEcole polytechnique fdrale de Lausanne


dont le soutien financier a rendu possible la publication de cet ouvrage.
LA COLLECTION ENSEIGNEMENT DES MATHMATIQUES EST DITE SOUS LA DIRECTION DU
ROBERT C. DALANG

PROFESSEUR

Recherche oprationnelle pour ingnieurs I


Dominique de Werra, Thomas M. Liebling, Jean-Franois Hche
Recherche oprationnelle pour ingnieurs II
Jean-Franois Hche, Thomas M. Liebling, Dominique de Werra
Calcul diffrentiel et intgral
Jacques Douchet et Bruno Zwahlen
1 Fonctions relles dune variable relle
2 Fonctions relles de plusieurs variables relles
3 Fonctions relles dune variable relle Exercices rsolus
4 Fonctions relles de plusieurs variables relles Exercices rsolus
Algbre linaire
Aide-mmoire, exercices et applications
Robert C. Dalang et Amel Chaabouni
Analyse avance pour ingnieurs
Bernard Dacorogna, Chiara Tanteri
Initiation aux probabilits
Sheldon M. Ross
Cours dAnalyse
Srishti D. Chatterji
1 Analyse vectorielle
2 Analyse complexe
3 Equations diffrentielles
DANS LA COLLECTION MTHODES MATHMATIQUES POUR LINGNIEUR
Introduction la statistique
Stephan Morgenthaler
Aide-mmoire danalyse
Heinrich Matzinger

Les Presses polytechniques et universitaires romandes sont une fondation


scientifique dont le but est principalement la diffusion des travaux
de lEcole polytechnique fdrale de Lausanne ainsi que dautres
universits et coles dingnieurs francophones.
Le catalogue de leurs publications peut tre obtenu par courrier aux
Presses polytechniques et universitaires romandes,
EPFL Centre Midi, CH-1015 Lausanne, par E-Mail ppur@epfl.ch,
par tlphone au (0)21 693 41 40, ou par fax au (0)21 693 40 27.
www.ppur.org
ISBN 2-88074-363-X
1998, 2000, 2004, Presses polytechniques et universitaires romandes,
CH 1015 Lausanne
Imprim en Italie
Tous droits rservs.
Reproduction, mme partielle, sous quelque forme
ou sur quelque support que ce soit, interdite sans laccord crit de lditeur.

 
  
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0 , 1 , 2 , . . . , n
t2 . . . t n

t0 t1

Pn

p(t) = p0 0 (t) + p1 1 (t) + + pn n (t) =


p

2 . . . n
p Pn

n
X

pj j (t).

j=0

(n + 1)

0 1

k = 0, 1, 2, . . . , n

p(tk ) =

n
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j=0

pj j (tk ) = pk
| {z }
0
1

j6=k
j=k

p0 , p1 , . . . , pn
~a

p~

t1 = 0
1

p1 = 3

p(t) = 8



t0 = 1
p0 = 8
p2 = 6
p(t) = 80 (t) + 31 (t) + 62 (t)
0

t2 = 1




1 2 1
1 2 1
t t + 3(1 t2 ) + 6
t + t
2
2
2
2

= 4t2 t + 3.

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p(t) =
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j=0

n
j=0

2
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t 0 , t1 , t2 , . . . , t n

f (t) = et

e2 (t)

1 0

p(t) = e1 0 (t) + e0 1 (t) +

0 , 1 , 2

p(t) =
=

1
e





1 2 1
1 2 1
t t + (1 t2 ) + e
t + t
2
2
2
2



e
1
e 2
1
t +
t + 1.
1+

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3
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1.5
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0.5
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4)7E8 #%3 O+L4<v#A,[\L#%4E)7,/E#%( )L)7i8CQ 2$E)++#y)74< /[\+(%)579HE)v446+!3#*)4)7$ EE@4#*4=ca(%+-$$E4Y!@4YL[k)#H$ R9H+-)$9H8C46+-!3)-9L(%@J E#%4<+-)2$ ) Nx$X#yVUNx#g#H!3o4<9*@# !3$D+-+5)4u)(*##%$D$E:+-r4<)7;) $ 8
aWJ #*+)74)7E@4#*$  9;'+46$E4FL8ai O !3#%57(*9#i )0+Q :jJ$nL)+LEE.0#%$ E+-)}Q Q$ })2/5+1s4<8 :+-W#0J 4/$G)7&E=#*!34@#*(*a)l+)6,/L4F)7+f)7E!3@# *#*57!3F#/J 4<&!3#*!3?-(%E:( #%)! L3!3I #
0
0 }-Q<})151
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f (t) = et

[a, b]
tj j = 0, 1, 2, . . . , n
j = 0, 1, 2, . . . , n
t0 , t1 , . . . , t n
n

1 0

f : [a, b] R

[a, b]

h = (b a)/n

tj = a + jh
n

pn

pn

pn (t) =

n
X

f (tj )j (t),

j=0

0 , 1 , . . . , n

Pn

t0 , t1 , . . . , t n

  3 


     



N  ACE6=L JSB=P=NCNQJ Y[a,BW&b]b


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}Q}*?1
ba
1
max |f
(t)| 0
max |f (t) p (t)|
2(n + 1)
n
:  f (t) = d f (t)/dt b
a)+-+6LC$f)7J :4)+-p(*?7@L!E4#A4Y+@)( !3$f#*0 ?-}aEQ#*}*( )?n$E1#*#%B$ 3C57ITa#)+#R9*4)7#H#%$@@E$ #/4,t #*,U@t@E4<#%+-,)/tM,!F9H.J+#%.) E.@,#*#*t@?`(%# #%57)7E#*4@E;#D(% $ 6%fL(*E[\@E++r46):$`9s!+E;L4+$@):5-) $ f[a,# #HXb]$EEQ7+#*d ):)/! 4<)7@@4<#*+-#*;EE$N4
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(n+1)

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(n+1)

t[a,b]

t[a,b]

n+1

n+1

1
n 2(n + 1)
lim

ba
n

(n+1)

= 0.

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8 8 8
maxt[a,b] |f (n+1) (t)|

[1, +1]
|f (n) (1)|

... n

n=5

f (t) = 1/(1 + 25t2 )


f (t)

[1, +1]

pn
n = 10

tj = 1 + 2j/n j = 0 1

2
f
p5
p10

1.5
1
0.5
0
-0.5
-1

-0.5

0.5

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f (t) = 1/(1 + 25t2 )

[1, +1]

tj = a +

t 0 , t1 , . . . , t n

(b a)
2

1 + cos

(2j + 1)
2(n + 1)

j = 0, 1, 2, . . . , n,

 
   

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a#*+;$ D*9*(%+E)+T$ <E+-@@$@457E#R# WJ 4)7E@#%#*E)a! +6L#%)7@ $DWJ 4)3!3l# )4e8a829HL+,/+;,/$`W#gJ #%<E#M@#*,/+- )-@E#f6Tl?@#T}Q Q
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0.5

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f (t) = 1/(1 + 25t2 )

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.
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0 (t) =
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01 (t1 )

= 1,

(t t0 )2 (2t + t0 3t1 )
.
(t1 t0 )3

0 (t0 ) = 0 (t1 ) = 00 (t1 ) = 0.

0 (t) =
1

10 (t1 ) = 1,

= 1 (t0 ) = 01 (t0 ) = 0.

(t t1 )2 (t t0 )
.
(t0 t1 )2
1

1 (t1 ) = 1 (t0 ) = 10 (t0 ) = 0.

1 (t) =

(t t0 )2 (t t1 )
.
(t1 t0 )2
0 , 1 , 0 , 1
0 , 1 , 0 , 1

P3

t0

0 1 0

t1

[t0 , t1 ]

0 , 1 , 0 , 1

t0 , t1

p(t) = p0 0 (t) + p1 1 (t) + p00 0 (t) + p01 1 (t),

[t0 , t1 ]

p(t) = f (t0 )0 (t) + f (t1 )1 (t) + f 0 (t0 )0 (t) + f 0 (t1 )1 (t),


p

[t0 , t1 ]

p(t0 ) = f (t0 ),
p0 (t0 ) = f 0 (t0 ),

p(t1 ) = f (t1 ),
p0 (t1 ) = f 0 (t1 ).

    



      
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0.2
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[a, b]

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[a, b]

n1

X{4)7) E#%Eaa+-+$@L#*)7  LI/a+48 )7@$ 8  O #%9 82LD)ua+12)t8,/#g!3#g!3#*?-E( 8_)+-9H+-,T$T,/:+-#" )O ++-)$$


WJ  O +):$X[ 4YA!L)$c6$ #09s@4<+-)y}-Q :Q fL):$R/$E4<E#M)+-$R!3(Hl:)4$@$E+)$
xi,1 < xi,2 < xi,3 < . . . < xi,n1 .

t0 = xi tj = xi,j
1 j n 1 tn = xi+1
f
tj 0 j n
n
h=

max

|xi+1 xi |,

#*@#%$ E)@+#*4)7$TE#/9H+-Vr)$ 9*E#H@g44<$E)7+@):#*$B<)##r[\+):9sE4+) $E+4<DzG$G@#*,/#*)7M9H#/a+17)t,/#T!FJ 4)7@#*E#*<@#ia+576U# E4+)


O
!#B!3#*?-E( Q
;>N P =  :FE %U#@')LTAV#&:FBE % W m  E @FACBDP H<KJ J>LWN  ACE6L JB ` :FNQP=E6L^@5JY@5J FBD\ ` PFBZACEKL JB=P=NCN JM>Y@5J

9A+$R!(*,/b +)7E@+):$c<#g@(%$EY;U&$E4 O )- *
@5:=UE6=E \JHJYLWH><K:FJ  ACL E B:=W : <?> > :=>M:FE < AC`3L AC` EK:2L >J< :=B E EK:=> JN P=E6EKLTAVLJB @5J` :=@3>M JAC:=3LTA ABD >Y\ @3U:=:FE6EKE L P=AC\ E BYa  >ACRZEK:=LACJLJEKBLW=P=@3NC\NQJBM>A 2P NQN JY:=B>M> < <BSACN E N JDJ  AC_5E6 A :=>ML JLE J B U2L <PFAV:=NCE NQE JJ
U:FEG>ML PFEKL J ACE @3\ ` JE @5P=EKL ` J @=< U G:=A _ @5JM> a `
Sb L JNCNQJ H<KJ
0 }-Q /L/31
0iN 1

[xi , xi+1 ]

fh : x [a, b] fh (x) R

fh

(n + 1)

[a, b]

fh

f : [a, b] R

n
xi 1 i N 1

max |f (x) fh (x)| Chn+1 .

x[a,b]

fh

0}
  3 
     


{C;>L)>=#E4<%46$E.'Q)783&),-+<'.#g:#$R@%'+(*=3+-@E#*.%),T+-#)$ }-Q<* }M$E&WJ 4)7E#% O L#
#*)i<4#*i#*A69H#B!#MeJ 4<)7@#*EN
O
[xi , xi+1 ]

[a, b]

1
max |f (t) fh (t)|
t[xi ,xi+1 ]
2(n + 1)

dA4<)$E4F)+-$R O +-)$

max

|f (t) fh (t)| C

+54r6/9H+):$G;L)7E# #%$ A!3+))(*#gL


t[xi ,xi+1 ]

xi+1 xi
n

max

(n+1)

0jN 1

max

t[xi ,xi+1 ]

|xj+1 xj |

|f (n+1) (t)|.

0 }Q7/K171

n+1

#*k+54


C=
i = 0, 1, 2, . . . , N 1

1
max |f (n+1) (t)|
2(n + 1)n(n+1) t[a,b]

Q%dA4<)$E4 0 }-Q /L/31K#0$Gk)#c9H+-)$ (057#*)9*#C4,T,/(0!34LE#D!3# 0 }Q7/K171sQ

[a-+-H$E+4Y&@)B4Y)[ V"#f9H4#D)7#HcE5-#%$ E4:# +@)/(H;$E+U@@4<k4<#*+-)!)q!#X!3q@a$'+#*(*4)B)7+-E@.%$ ,T$#T:}#*Q7E/M4<%#08U$GLc+6j;$ $E 4 OO #%9)-@#Q !2#&4Z+)r$ $C#g#%!3)+)<):#"$C?9H)u+;L) #*):)7!T#*@@4<!?#%##
O #HA$E4
O #*;$ *(*@+/<+-@ $@O57#09 # @#*)! O #*;$ *(*@+8Q3+m`)i&L#HI3; #*,/#8a$ 4P+)i:+7$ #
n

x 1 , x2 , . . . , x N

h
i = 0, 1, 2, . . . , N

xi = a + ih

N
maxx[a,b] |f (x)fh (x)|
h = (b a)/N

max |f (x) fh (x)| Chn+1 .

{C)i;U@457#-83+)v@#*)!3; ?-@)!r#H a#H@4Y 0 +[/n+ 1n+-i71sQ


88 8 8
f e8 +iBWam +]S&+-)#%$c$ 46!3=a(%#%E$E+-+)4)$R$&#n!#M9*-n$&+5l4?-E#21s8 8
8
Q 204
lWJ 4?-)7E@#%#TEa}-+Q 5n6U,/@4<+-+) )7E$E@#gT<#M9;8K'?-4C@57)FJ '1y#q#g4i)7!3E#M#%- W$MOJ 4L)7!3E##*#q@aa$ +#u+46)-[LLB)74<Rj4)7EL(%LEcT4#*4!3)-#%@B#*$j :3L+-I <<12#04))7$*Qt-E#*,/ O #%L$j<!#0#u$ !3#*?-E( }Q#* 
24
8)#H+c:W$jJ 4)79;E'#*+-@4a$E4+$@6$EU+E)4+$g)ra$ +cn9;:'+--4<5-)7j#&44<)7)7E@(%#*E 4#*<n#"V O $E#"[\#*;BS!3#u#0a$S+a4+)7j12),/t4<,/4<#%#0 $
!3#B!C#*J ?4)-@@( #*/3@:Q+-PnLEl4+?-)>@!3#T#T}-PQ74jL?-,/@+))7@?E#f#g#f&?-4<@)7@#*' #M!3<#g#%$AWJ 4,/)7O E#H#*A@a#%)>+6(L)74R!#*)LR9*#j4)7!3E#%#*$" O $EL3<#0@$*$AQ !3#j6
!3)(%E4 4O )7(%E#A#*@a@+#*6,/L)74.*M@#"L#%M)v49;)7':E#* 57L#A<#0a$g+4)7 $M40 $@l$ ?:#/QK#0O }$GjQ 5j!K#*J f3@}-4<Q7434$E1s#*Q j&e)J 4<#f)7O @,#*@:)+-4<.%LEE#g4+!3) #M!K9H+-J 3A)$#*E@@,/4Y4<@@##
O)#%#g9&[\!3+)#0$c9HE9H4+)=4657#%$D$E$E&RWJ 49;)7'EO#*57 L#"<4<#)7E#% O <#*# A$ 4W8$EA9;'-0 $E57#%9H#g%QZ4<)7}EQ723#%1H Q3]S<6L# 4E#%,/#*)7D$E4 8:)+#%:$ $
46)7yE#*$E#%@a9HE+4++) )$ }Q72 $ELM/eJ ) 4)-@a#*+ 12L)O <t# ,/#!3#q!38C#%?<@+-( @$n1>#*9*) +,/9;',/#T57)#r+:$g+-4<W)7J  O O +)$g6 !3( [\z +Vv)9H[ LE44<+j) !L57):$ 4
4X)7J E4)7#*@Ea#*@+a# +6L)7&EL#%)4)!i$ 4F 9*+O )$ <E#%@O 4<R#%$ c)#H"#g$@[\+)!39H(%EE4+4 O ) (%#ME$E#%,/ 4<.%E#M@#*l):?:!iQF} Q 85O 1HLQ #* Q
0
x[a,b]

0.8 N = 4
x4 = 0.8

n=1

f (x) = x1.7 + 0.1e3x sin(13x) a = 0 b =


x0 = 0 x1 = 0.2 x2 = 0.4 x3 = 0.6
[xi , xi+1 ]

n=1

n =2

xi,1 =

[xi , xi+1 ]

xi +xi+1
2

xi

C1

[xi , xi+1 ]

[a, b]

[xi , xi+1 ]

[t0 , t1 ]
f (xi )

xi

[a, b]

f 0 (xi )

}}

    



      
1.2
1
0.8

x1.7 + 0.1e3x sin(13x)


interpolant

0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0

0.2
x1

0.4
x2

0.6
x3

0.8
b = x4

0.5 0.6
x2,1 x3

0.7 0.8
x3,1 b = x4

0.6
x3

0.8
b = x4

X #&RUWlBW  wx)7@#*@:+-LE4+)u:LR4)-@#* O L<#0$R!3# &!3#%$ca+12)t,/#0$R!3#M!3#*?-E(/}Q


f

1.2
1
0.8

x1.7 + 0.1e3x sin(13x)


interpolant

0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0

0.1 0.2
x0,1 x1

0.3 0.4
x1,1 x2

X #&RUWlBW G wx)7@#*@:+-LE4+)u:LR4)-@#* O L<#0$R!3# &!3#%$ca+12)t,/#0$R!3#M!3#*?-E(n/3Q


f

1.2
1
0.8

x1.7 + 0.1e3x sin(13x)


interpolant

0.6
0.4
0.2
0
-0.2
-0.4
0
a = x0

0.2
x1

0.4
x2

=X 4#57R\WZ#0$*Q W # wx)7@#*@:+-LE4+) n4)7E#% O L#%$T!3# :L/!3#%$n:+-<12)t-,/#%$T!KJ 3A#*@,/4Y@#v9*3N


f

}H/
  3 
     



. &   . 
f9*+e)7*E4H)2kL#&kL#& L3I W L$"#*) ;$E$C!3# a+-$E#*#o)7@574<.%E#>#0$CeJ $ +#%) 9*#*+,/)#*))7%487$@9L$E#vJ #%$ #%Nx$ VUNxO !34<E#%#c+;$)$Ea+-!K$EJ #A)9H#i+-)[\)2+-)#%9s$_@4<+-#%) $
L#*@$ O




f (t)

62o4@+3[\9;+-')#%9s$c@4<8!3+-#) )+-Q )v:#%L)7/E4#*)~08:++-)><12!3)(*t-l,T)4<#iA!3#i)#B!3#*?-E(>@+^1yI24,3UI @4<57+-) U@E#va!3+# 4)-;$T#*)7#%)iE4#*4<;)7$TE#%<E#0a$n+6L<)7$


{X9*E4E#g)><?-+@4Y@',/#g574W83a+ !3+))(83[\+-@)4Y Q
j D\')#&B% 8 )+-)j#%)-@4<#%_#HC$ +-4Y
2+-4Y
4P$%J ?4<c!3#B!(Hl)4&#g:+-<12)t-,T# !3+-)7c#M"?;L @4<'#S#"#*)7:E4$@.*$ @#g#D!# DQU#%mC$&:46$@+-5-4<)7@# $
f (k), k = 0, 1, 2, . . .

tR t

p(t)

f (t)

f
t

tR t

p(t)

k = E[t]
p


k 1, f (k 1) ,


k, f (k) ,


k + 1, f (k + 1) ,

t ]k, k+1[


k + 2, f (k + 2) .

VTLEE4&!3# Q
,-,AD BW& d&?+-E4<E',/#f[\+E)46$@$E)-
 R#@'"U
ZB%('.,S#@
A(*l)4<E4+)o!3#0$D[\+)9HE4+)$
8 8 8
p = p(t)

1
0 (x) := x(x 1)(x 2)
6
1
1 (x) := (x + 1)(x 1)(x 2)
2
1
2 (x) := (x + 1)x(x 2)
2
1
3 (x) := (x + 1)x(x 1)
6
t

F4E#
24
24<)+)

k := E[t]
t=k

p := fk ;

:= fk1 0 (t k)
+fk 1 (t k)
+fk+1 2 (t k)
+fk+2 3 (t k)

0 1 2 3

]DL69HF!3#

34 #0$GR#%)-@4<#%
24)+)v+)>9%L69H#


p(t)

.} 1
]S+-)3[\+@,/(*,/#*)7&LIuE(0$ Y;U@$R!#f6$E#%9s@4<+-)y}-Q :8 #%$ c#Ma+17)t,/#M!3(Hl)4FL
0 }-Q /L71
+543I a+8 4)7@$ 8 8 8 #08 $GB6i=8-$ #!3#uQK{CL)?-@3)E4?<46#T$@L!3)7#%M$MeaJ (*+?7L12)4Y@t( ,/#0}$BQ723!31s#q8K!3)#%?9%@L( 69H1>C-$E$E$E4<+3,/9H4(*##
0
!+))#,*
     

p(t) =f (k 1)0 (t) + f (k)1 (t)


+ f (k + 1)2 (t) + f (k + 2)3 (t),

0 1 2 3
k1 k k+1 k+2

1
0 (t) = (t k)(t k 1)(t k 2),
6
1
1 (t) = (t k + 1)(t k 1)(t k 2),
2
1
2 (t) = (t k + 1)(t k)(t k 2),
2
1
3 (t) = (t k + 1)(t k)(t k 1).
6

{Cha#09sE#*&+))+$A<$R#j!9;':(HlL))46?-$@#*$ ,/+-)#*$c)7A<#0!3$D# [\+O )9HEE464L+=)$# 8 8 Q 8 mX4$@57L #


x = tk
0 1 2 3

x ]0, 1[

$E+4<&#*):9H+@#

0 (x) = 0 (x + k),
2 (x) = 2 (x + k),

t ]k, k + 1[

8<+-@$

1 (x) = 1 (x + k),
3 (x) = 3 (x + k),

1
0 (x) = x(x 1)(x 2),
6
1
1 (x) = (x + 1)(x 1)(x 2),
2
1
2 (x) = (x + 1)x(x 2),
2
1
3 (x) = (x + 1)x(x 1).
6

XJ (%?-<4<E( 0 -} Q /L71D$%J (09H@4YR,L4)7E#*):L)7

p(t) =f (k 1)0 (t k) + f (k)1 (t k)

X!FJJ #%)-<?-@+E(%@#q4Y@'$ +-,/)7#> 9H+@@#%$E:#*+-B)<!#0L$ )7/L#%#*$ q;$ @(%$E#*)7E(>!)$/QkF<#i#;L=@#%,T .*E@}#Q}!3QC#qF#0$ +-$ @4<# @,T#0.*$GEB@#%6 $
O
O <#% Q
!3#%3Iy)+-,j=@#%$BE(%#*6$B!346$G@4<)9H@$M#*n$E+4< @#*S57#
f e*kJ#&kLBQ W : 2+4<
}Qc{`I349*4Y@#*&)va+12)t,/# !3#M!3#%?@(1n@#*P57#
+ f (k + 1)2 (t k) + f (k + 2)3 (t k).

p(t)

tR

fk = f (tk )

t0 < t 1

< t 1 t0

p (t0 ) = p (t0 + ) = 1,
p (t1 ) = p (t1 + ) = 0.

0<

}%

  3 


     



8_,T+-)7E@#*/5-#
8
/Q 24
eJ 4<8X)7#*@v#*@:4<+-)$EL4 E4+)i#%!K$ uJ 3A#*)@,/#o4Y[\@+# ):09s$EE#%4+9s0) QF!}Q7#o231H=Q $E# !3#0$qa+12)t,/#%$r!3# !3#%?@(i1pa+
j}-Q 2D\+')4< #&B% 8 8 8 T=-$ #B!#BPL?-@)?#g!3# $@$ +39H4(*#gLIra+4)-;$ 8 8
8 Q3{C)i3@4<46$E)-&#gE(0$ Y;U 0 }-Q 671D)+$R O +)$ *
nJ 3E@#gLE%83WJ (*?-<4<E( 0 }Q7231c!3+-))#*

(t0 ) = 1 (t1 ) = 0 (t0 ) = 0 (t1 ) =

(t) = lim p (t)


0

0 1 2 3
t1 t1 +

t0 t0 +

P3

p (t) = 0 (t) + 1 (t).

(t t0 )(t t1 )(t t1 )
,
()(t0 t1 )(t0 t1 )
(t t0 )(t t1 )(t t1 )
1 (t) =
.
(t0 t1 + )(t0 t1 )

0 (t) =

{C+-=3) E#%E)(0+!3)$ 46$E*)7r#%$v!3#*3I [\;9HE4+)$v9H4<N!#%$@$ $vV ) !3(%)+,/4)U@#*v9H+,/,n)F8c)+:$


p (t) =

(t t1 )(t t1 )
(t0 t1 )(t0 t1 )(t0 t1 + )


(t0 t1 )(t t0 ) (t0 t1 + )(t t0 )
(t t1 )(t t1 )(3t0 t1 2t + )
.
(t0 t1 )(t0 t1 )(t0 t1 + )

/Q3m_&!3(Hl:)4Y@4<+-)>!3# 8)+:$R O +):$ *

(t) = lim p (t) =

#*A!3+)983#*)>!3(%E4 O L)7%83)+-$c+=E#*)+)$
0

(t t1 )2 (3t0 t1 2t)
,
(t0 t1 )3

2(t t1 )(3t0 t1 2t) 2(t t1 )2


(t0 t1 )3
(t t1 )(t0 t)
=6
.
(t0 t1 )3

0 (t) =

9A57+# $n #%O $ +D):$M)#"!3+!3)#09q$D57=4<#%L) E@#R[\+):9sE4+):$S8 !3#f=-$ #f!3#%$S:+-<12)t-,/#%$D!KJ 3A#*@,/8k9H4Y@#u#f57!3#f4D!3#*@?-+E ( O 1#


-$E$E+39H4(*#gL3Iua+4)7@$ #* 0 $E#%9s0QF}Q7231HQ
f$E+e4< *HkL<#&#MkL a+12W N )t3,/+#M4< !3#j!)#*?#T@[\(n+-/T)9s5-@4<+-4F)4<)79*@+#*)7@:E4+-)2<# #!3#*+)i))<#0(*$R#a$ +4M)-;eJ$ 4<)7@#* O <# Q7{CI2E4,/#H#*
+-=3E#%)7#g9*+ W)#%) 9H46[\!3+#M):9s EO 4#0+9A) 6n!3# [\+@,j#M!3# 248k,/#H $ +-)v!#MQ /"($E*#%@9s4Y@l4<+-#%)>T571Q :#rQ o[\+@,j#r4<):$ 4
(t0 ) = 1 (t1 ) = 0 (t0 ) = 0 (t1 ) = 0

t0

t1

p
R +1
p(t)dt
1


f (1), f (0)

f
f (+1)

[1, +1]
1, 0, +1

})2

  
 3%
     

X{j B)>&DU3E'.4#&<B46$@% L)7R<#M@(%$E<@U 0 } Q 651s83#Ma+17)t,/# #0$GA!(Hl)4PL


#*+5I34 <469H4<8 E(%#B8 !L):$c#%$ eSJ #H6I3j#*,/=-$ #"#!3}#fQ}QAL9A?-+@)$R? #&O +!3)# $c!3+-)$@9 $ +39H4(*#"L3Ia+4)-;$
p

p(t) = f (1)0 (t) + f (0)1 (t) + f (+1)2 (t),

0 1 2

+1

p(t)dt = f (1)

A)>9*L69HP$ 4,/#g!+))#


+1

+1

0 (t)dt + f (0)

1
0 (t)dt = ,
3

+1

p(t)dt =

+1
1

+1

1 (t)dt + f (+1)

4
1 (t)dt = ,
3

R +1
1

f (t)dt

#Hc#%$ 

+1

2 (t)dt.

+1

2 (t)dt =
1

R/57L)7@4Y@(


1
f (1) + 4f (0) + f (+1) .
3

fL):$uQFm`# L9;j'9*+)4Y@$ EE#c@19HE4)++)F8K$r6vL[\+a@#*,j#*@#q+)!3$#q65757-!3@L)-E@4Y@@( #


a+12)t,/#0$R!3#B!3#*?-E(M!3#%3Irv$E#*)$&+34

  


1
f (1) + 4f (0) + f (+1) .
3

wx$ #%,j=#M!3+)9g):UEE#%F!KJ @+39;'#*


1

J(f ) =

#*&L&9*+)$E(%57#%)7
1

1, 0, +1

P2

J(f ) 
J(f )

J(f )

1
,
3

!(Hl)4#M

4<)7@.*?@#/#HI9HE#%,T#%)7B<#0$
  

% "#  "

+1

q(t)dt = J(q)

\[a+-+E,n"@+#g3!g# a2+4<,/17)t$E,/+) # 0 $ #0!39s#T%QA!1#*Q ??1s@(nQ !#*3IKQP]S#HEE#n[\+@,j#T!#T57-!3@LE@#j$%J a#*<#%@


1

 
^O.  ( M( *&)$ # S"Y.  .  &.-, & S"#. 
W!FJ 4<J )73E9A#%EE+@a#%$D+$r6GU12@Oa4<+-+-#%)r)$&$T!3!K#gJ 4)-EP(0@$#*#%?@)7:;EL+-(o)L?-!3E#&4#%+3#H) cI~W*3J#*44<I3)7)7E#*@#*#*,/@@a:++-#%6$uULEE!F44++J 4)r)r)7E!KE#*@J @3A4<?-a#*++@)6,/U+-E,T4Y4@+#(*) Q3E@wxa4Z57+#HI312#-46)83$G@$t#",/)446)LL#%E#$%8X83@#*#HVp;9L#*$@Q,/ O #*+-)74<
:34Lgd )@#T4Y@E[\+#/):!K9sJE#H4I3+#*) ,/57#/#8F)9*++:)$f$E4!(*8a@$E+#*+))7<$A#% Ee+-J 4<))7$g@#*$ @:+-4)aL#+E449H)7+@)y=$&46!F!57J+)#T))#n#H(0B$&[\+-57!)9s#/)@4<$R)+-+)WJ 4)7f$fE#*):  +[a,EL#%Eb]<+-# )$ SRQ
<+-t@$g=4Xa#0$G<n:t+7$E<8 $E4<=. <.#q8. <!3#/t@E+-= O b#%M)#8P(n!3[\+-#r)+!39s@1)(*4<@+-4 ) (*S#0$":[a,E#%,Tb]4.*@#/#HRj9*$E#%+9*)7+E)4)2!3#q#8K9*O +@)7#*E<4#r)2[a,5-#%b]$%# 8
S(t ) = f (t ) . . . S(t ) = f (t )
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2h

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j = 0, 1, 2

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1 [x1 , x2 ]

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[0 , 1 ]
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1-
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x [x0 , x1 ]
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x
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x0 sx1

0 /3Q 1L/51

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x0 tx1

$ #R@@4Y@#

x0

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#*R!+)9

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x1

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#*&LR9H+-)$E(%57#*)7
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r0 (0 ) = 0
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x0

x0 ux2

|f (x) g(x)| 2h3 max |f 000 (s)|.


x0 sx2

x [x0 , x2 ]
[x0 , x]

f (x) = G(x) +

f 000 ()
(x x0 )3 ,
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G(x) = f (x0 ) + f 0 (x0 )(x x0 ) +

m`L&9*+)$E(%57#%)7%82<+-@$@57#

x [x0 , x2 ]

8)+-$R O +-)$

f 00 (x0 )
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f 000 ()
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6
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x0 tx2
6
4
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|f (x) G(x)| = |

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i+1

N 1

0iN 1

i+1

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i=0

xi+1

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1
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t=2

x xi
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x [xi , xi+1 ]

t [1, +1]

xi+1

xi

x = xi + (xi+1 xi )

t+1
,
2

xi+1 xi
f (x)dx =
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gi (t)dt,

gi

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t+1
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2
R +1
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[1, +1]

t [1, +1].

g(t)dt g

;>@FBD=P=L < %BD#@J ')#&B% N\W&6A J>L < E J  :=E UL AV:=E U:=E6LTACE6<KJI>M< B

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J(g)
g(t)dt b
(0L4E#-QZ{C) #Hf#HhZ$E4 #H%8
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[1, +1]

def

j=1

+1
1

J(g + `) = J(g) + J(`).

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xi

J(g)

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1 , 2 , . . . , M

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t1 t2 . . . t M
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2
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1
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kxk/k~
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kxk/k~
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= 10
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kxk/k~
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p

[p log10 (A)]
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(A)

107

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=k A~x ~b k2 2~zT AT (A~x ~b) + ~z T AT A~z
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.

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1 k N,

~ k = (sin kh, sin 2kh, . . . , sin N kh)T ,

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1 + cos h
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=
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(A) =

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O(N )

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A

A~x = ~b

~r(~x) = A~x ~b

k k

kk

k~r(~x)k

~r(~x)

k~yk = max1iM |yi |


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kA~x ~bk kA~y ~bk ,

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O
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0 2Q<}21
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+54 CJ #%$ )&469H64<nE(i,!3L#rE@4o9*#"!@(%E9H46L+-),/?:+76L$ 44<EE4#f+4) )3[\(*@4<#%!@(%#g9H+-!+)#u)4(%)#g!34EL#0 9sE#%,/#*)7T!3 E'.%+@.*,/#qQ Q}Q
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(i)

si

(i)

= 1/aii

(i)

(i)

sN

(i)

(i)

sk = aki /aii

k = i + 1, i + 2, . . . , N
(i)
aii
S (i)
A(i)

A(i+1) = S (i) A(i) .

A(N +1)

U = A(N +1) = S (N ) A(N ) = S (N ) S (N 1) A(N 1) = . . .


= S (N ) S (N 1) . . . S (1) A(1) .

A(1) = A
L(j) = [S (j) ]1

S (j)

A = L(1) L(2) L(3) . . . L(N ) U.

A = LU,

L(1) L(2) L(3) . . . L(N )

LU

LU

@5+E<4 +-46L@)$ ?-8 6L#H4E$ #0+-$M)-$X$E!+a#%)7(*$SX@4,/#*L$E@E$E#%@4$M49*@#%(*$_O?-#%@9E<446.*L!3@)#0#%?$ $ 6L$E4E#0#*B$` 64>)3[\!3(*@4#&4<#%?$ +-+-@))7#%`L$`E##*+QFLmXzG+84$@;57$]1k##*$EC+)7+S)#0!3$Gg#0j6$Cg@,(*E?-#%U@LE4<E46.%49HE+#0#-) $ 8


0
0 2Q 251
A = L 1 U1 = L 2 U2 ,

L1 L2
L1

U1 U2

L2

1
U1

U2

1
L1
2 L1 = U 2 U1 .

24 }
@57E46L#g),/?#%L$RE6@!3L4#%49*E3# #&Iu$E,aU(*@@E4<46#%9H#0#%@$ $ #A/ EO @4#09R)!3?#%#H$ 4<@$ #rX4)36[\B(%$EE!3+446#*)7L?&@+-#>!3)#0LL$S+#,;Q-$nLd&E574@)49*$ #>#%4a$RW6J !3(%?-46,LL?-U4<+EE)( @4609H<2##0Q$S251_ 4,T#%9A!<46#%57#%$ $ #
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O
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0 23Q 551
 


3


LU

L1
2 L1

U2 U11

1
U2 U11

1
L2 L1 U2 U11
L2 = L 1
U2 = U 1 

L1
2 L1

LU

i, j 3

`ij

a11
a21
a31
|

a12
a22
a32
{z

a13
a23
a33
}

3
1ji3

`11
`21
`31
|

0
`22
`32
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aij 1

uij 1 i < j 3

0
0
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}

1 u12 u13
0 1 u23 .
0 0
1
|
{z
}

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0 23Q 4F1
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O
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A

a11
a21
a31

`11
`21 .
`31

a12 = `11 u12

a13 = `11 u13 ,

`11

u12 = a12 /`11 ,

u13 = a13 /`11 .

U
L

`21 u12 + `22 = a22

`31 u12 + `32 = a32

`22 = a22 `21 u12

`32 = a32 `31 u12 .

$E+4<&#*):9H+@#1*

`21 u13 + `22 u23 = a23


u23 = (a23 `21 u13 )/`22 .

0 2Q<}051

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 3  

3

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0 23Q}}21
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`33

`33 = a33 `31 u13 `32 u23 .


A

k1
(2 k < N )
U
i

$E+4<R#*)9*+@#1*

N N
k1
k

L (k i)

U
k

aik = `i1 u1k + `i2 u2k + + `i,k1 uk1,k + `ik

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L
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U (k + 1 i)
`ik = aik

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k1
X

`ij ujk .

j=1

aki = `k1 u1i + `k2 u2i + + `kk uki

0 23Q}.171
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u12
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u13
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u1N
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u3N
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0 23Q}*?1
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0 23Q})231

QQ

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N N

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LU

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` = 1, 2, . . . , m,

  3%3 
 
 

3


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aij 1 i, j N

aij 1 j i N

aij 1 i < j < N

i=2

a1i := a1i /a11


k=2



N 1

k1
P

akk := akk
akj ajk
j=1

i=k+1 N

k1
a := a P a a
ik
ij
jk
ik

j=1


k1
P
1 

aki
akj aji
aki :=
akk
j=1
NP
1
aN j ajN
aN N := aN N



`kk

`N N

j=1

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O

~x (`1)

` = 2, 3, . . . , m ~b (`)
m=2

A ~x(1) = ~b(1) ,

~x (1) , ~x (2) , . . .

4$
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A~x(2) = k~x(1) k2 ~x(1) ,

~b(1)

~b(2) = k~x(1) k2 ~x(1)

LU

LU~x(`) = ~b(`) ,

` = 1, 2, . . . , m.

y~(`) = U~x(`) ,

` = 1, 2, . . . , m

L~y (`) = ~b(`) ,

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O
O
LU

U~x(`) = ~y (`) .

LU
LU

N N
U
L

det(A) = det(L) det(U )


det(U ) = 1
det(L) = `11 .`22 .`33 . . . `N N
L
det(A) =

N
Y

`jj ,

j=1

LU

det(A)
A

N! N
N ! = 100! ' 10158

N = 100

109
10149

200

100!

LU

A
A

3 10141

100

LU

A
(1 k < N )

akk

j > k

LU

LU

A~x = ~b
~b

LU

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`
b
pk = j







A=A

N N

~y A~y 0

y~

~y A~y = 0

~y = 0

~z

N N

N N

Ak

~zT Ak ~z

y~ =

~z
0

Ak
N

~y

}k
} (N k)

~z T Ak ~z = y~T A~y .

(ii)
~z T Ak ~z 0

(iii)
~z T Ak ~z = 0


~z = 0

A = LLT

Ak

K4 5
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3

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LU

LU

A = LU

Ak

N N

L
k
Uk
L

k
A L
`kk 1 k N
Ak

k Uk
Ak = L

det Ak = `11 .`22 .`33 . . . `kk > 0.

k = 1, 2, 3, . . . , N

`jj > 0,

D=

N N
q

def

j = 1, 2, . . . , N.

`11 ,

`22 ,

`33 , . . . ,

`N N



`11 , `22 , `33 , . . . , `N N .

E = D2 =

N N

= LE
1
L

A = LEU

T .
A = AT = U T E L

LU

T
L
UT E
A

T = U.
L

L
T = LDD

T .
A = LE
L

N N

4J4

 



  
 

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N N

L = LD

A = LLT .

+59A4 +$A #%$ +j):$S@E46L<+-)@?$ 6L4E#4)3[\(%E4#*@#r O #%9!3#0$ O <#%@$j:+7$ 4<E4 O #0$j!)$T$Eo!4?+):L#Q


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0
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O
0
A = MMT

LLT = M M T

LT M T = L1 M

LT

M T

LT M T

L1 M

L1 M

`jj
mjj
=
,
mjj
`jj

#*j!3#*+ ):9T57$#+-9*)7#Hc @a#/+-$E,/4<EL4<[ E$]@1H4QS9*#9&+-!34$c?++-=3)@L#*)#j+-#0)$G$RML6 4)$E4

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9*#HEE#M,U@E469H# !L):$R/!3(%,/+)$ E;U@4<+-)r!3vE'(*+@.*,/#n23Q 151HQ 0 O
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2Q /4Q$@57# #0$GC$E12,T(*EO @457#-Q0XJ <?-+@4Y@',/#S4<)$E42+=3@#*)2j#0$G`@(%$E#*)7@(S!)$k<#S@=<#0L
#*`a!ha(Hl#09s)@4#M,-(*a#0FE+-$uDU$E$Ei4Y@4 mer#W !3: Q3#0wx$qP24W9*)8_++-!) ,jL)4<=#%$n@)-#%&W$/J !3)<+-?-(*)+?-9g@L4YE@!K4<'[J 4<$*,/)78DE#u@L+3!3+!3p;$/4;EL#M =!3,/#%#0$cLbEE@#0234$G9*Q7;/3# $R8!<#0L$j):)F$R;J #%9H$ 9*#Hu4<A)#0-$j<?-$q9%+L$@124Y@@E,/'(%,/#%(H$B@#E$E46Q 57+)7#
O
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{X)i9*+)9*<:$ 4+)F83+;$@5-PJ +-) O #%3RE(0$ +-!3@#")i$E13$G@.*,/#g<4)(0L4E#
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O
46$

`jj

1 j N,

N N
L1 M = I

mjj

I
M =L 

A = LLT

L
LU

k
akj = ajk

akk

A~x = ~b,

A
A = LLT

L~y = ~b,

LT ~x = y~.

4K8

 

3


 3

LU

,- &,AD mEW : dA<?-+@4Y@',/#M!3#n]S'+#%$ 21Q


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0
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a&RBS#&'
 B%('),A#@
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|4<@# V
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m`L;9H+@$c!3#0$R9H++))#%$R!3#
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]S+)$ E@9HE4+)i!3#M N4.*,/#M9H+WQ!3#
]S+-)$G@E:9sE4+)v!3#
(aij )1jiN

(aij )1jiN

a11 :=

A = LLT

a11

i=2

`11

ai1 := ai1 /a11

akk

aN N

k =2 N 1

k1
P 2 1/2
:= akk
akj

`kk

j=1

i=k+1 N

k1
P
1 
aik
aik :=
aij akj
akk
j=1

1/2
NP
1
2
:= aN N
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|| < 1

1 , 2 , . . . , N

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J

1 k /2 = cos(k/(N + 1))
J

k = 1, . . . , N
J

(J) = cos

.
N +1

(J) < 1

A~x = ~b

cos x = 1 x2 /2 + O(x4 )
N

|1 (J)| C

1
,
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N > 1.

(J)

(J)

(J)

(J)

G = (D E)1 F
A

(G) = (J)2
N =2
|1 (G)| C/N 2 N > 1


A
1iN

N N

aii

A = D E F.

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1
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=
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G =

%

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>1

1
DE

1 

1
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(G )
opt

(Gopt ) < (G )

opt

0<<2

opt

opt =

(J)
(G )

1+

2
,
1 (J)2
J

opt

>1

opt

f () = (G )

lim f 0 () =

opt
<opt

lim f 0 () = 1,

opt
>opt

F
E




1
1
n
D E y~ =
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1
1
n+1
D F ~x
=
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6*/

  
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1
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opt 1

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RN

N N

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1
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1
1
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2
2
2
2

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 1
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w
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N
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L(~xn + w
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y
i
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N
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n+1

n+1 *

n+1

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(w
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~xn+1 = ~xn + n+1 w
~ n+1

w
~ n+1

n+1

w
~ n+1

~rn+1 = ~b A~xn+1 = ~b A(~xn + n+1 w


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~ n+1 .

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n+1

w
~
=
L(~y )/yi

L(~x )

w
~ n+1 =

~xn
i

L(~y )

L(~xn ) = A~xn ~b = ~rn .

~rn

~x
~rn 6= 0

~x

n+1 =

~rn

k~rn k2
.
(~rn )T A~rn

~rn+1

~rn

~rn+1 = ~b A~xn+1 = ~b A ~xn + n+1 w


~ n+1
= ~rn + n+1 A~rn .

~z n+1

~r

n+1

= ~r

~z

~x0

~xn+1

~zn+1 = A~rn

n+1 n+1

n = 0, 1, 2, . . .

~rn+1

~r0 = ~b A~x0

~zn+1 = A~rn ,

n+1 =

k~rn k2
,
(~rn )T ~zn+1

~xn+1 = ~xn n+1~rn ,

~rn+1 = ~rn n+1 ~zn+1 ,

~rn+1 = 0 :

).

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$E!3#j#0$ca0D#*#*@4<3#%Ef)u#%,/57;b*$D,/#A!F9*#J #H8KE !@@+#A)),/!$&4(H$c@#%'9H$f+3+-L,/!3#",T$E<46+46$E9*4<#%LD$cE9*4+++)) ;O$A$D#%!E#%@?-L$&#*E)79%46E57L#-68U9H#%#*$%68:<$*#f57Q F9H+-J #*) O <#n#*@)?#n#R9*$E++) OO #%#*E)7?-C#M<#%)7E$"#*,/Vu#%9%)-L0Q-$Ewx# 
!34#*)79&A+-9*+$R)UzGL?-+)($RQ !3+-)9gL,/(*4+@#*c9H#HEE#g,/(H@'+3!3#M#*)v@+a+-$@L)7D6T,/(HE'+2!#g!v?-@LN
~rn

*= '"Ue UDTR,A#&%(' kJB%)DRD=


a!3#R+9*2`+@9%EL4:6?9H+7#%P$ +-#*6)f $c!5-4<@#%#f9HEWV"4J ++:) )rLEE4Y4ck+!3=# @E4#*$E)2#S QLCE(0J 49H!(%#H(*!c#c#*3!3,/E#c4,/<46"$E#*+)7,/)%(H8U$cE6'j+2_,/!e#&J (*LE!3)'n9*+34<#%?-!3)@#g-)!3!3#R#M4#*!3!3)74Ek#%#0$@9*9s9H+@#%4<)U)7+-zGE) # ?-05(DQ 8L1*#%!43$ #1
$E+EE#fVj!39H(*#gl)574#/#AWJL#* @E#%S#%)7E@# #* a$E++4<Sg6@B+3 $DaN #HE#04<9sEE#g#%a +-$@$ QK4=mC#"!$M)E$D(09Hj46$ )(%,T+@#%,/)7#
O
)+-$R9;'+-4$E4$@$E+)$c!)$ 0 5Q 14F1 *
0 5Q *251
+56u4 <$f#0a$G#H/@4Y@) #Ta)+-+$@,n$E4<==E#v#QE9*9A+9*$"<(v)F!3J #H#iI3$ +-4 9*@4Y#r@+V )$f9*#v-57$"#v#%$g6 9%L5769HL6)7$*@8a4Y@,( L46$f)+$fa+@@4<$E+-+)4<$
,/+)7@E#%c57FJ )vE#%F+=zG#%9s@4Y[`9H+-)!34<&V/eJ #HI3@#%$@$E4<+-)r$E4 O )-@#g:+- *
0 5Q L571
Q 9&+:$ O (%E4<l+-)$
wx57)7E# @+3!346$ +-)$M# O #%9s@#*j4<)7E#%E,/(0!344<@# !(Hl)4D
0 5Q 431
|k4)L#*,/#*)708FeJ L?+-E4<E',T#/!3#q!3#0$E9*#*)7E# 0 5Q 1*431" O #%9n<#0$B9;'+-4YI 0 5Q *251A#* 0 5Q *551f!3#HN
O 4#*)7 *
+#*))r$E9;'4<E+#M46$ 4<#fDE) #%,TO #%49s#*@c#*-c$R!3!3#g#g!3(*T:L,/E(H @'+3!3#*#BD+-!3)r#g69%nL69H<$c# ?-@)!3#f:#%)7E#8:9L+-J )u#%$ #H NxI3VU(0Nx9H!334<@@##
+)>9*9*<#*
#*
0 5Q L871
0 5Q L671
0 5Q72L71
&

~xn

~x

n+1

~x

~rn

k kA

w
~n

n+1

~x ~x
k~ykA = (~y T A~y )1/2

y~

w
~ n+1 = ~rn + n w
~ n,

k~x ~xn+1 kA
n

n =

(~rn )T Aw
~n
.
(w
~ n )T Aw
~n
~zn

~z n = Aw
~n


~rn = ~b A~xn = ~b A ~xn1 + n w
~ n = ~rn1 n ~zn .
~x0

w
~ 1 = ~r0
1 =

(~r0 )T w
~1
,
(w
~ 1 )T ~z 1

~x1 = ~x0 + 1 w
~ 1.

~r0 = ~b A~x0

~z 1 = Aw
~ 1,

*6 4
a@#*+6UE 4+):$D$E4 L)7E#0$ * 8+-) 9*9*<# 8 8 8 8 8 Ln<#0$
O
$ E+-
0 $E4
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0
0 5Q 2L231
0 5Q 2J551
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QH9*9&+9*E+-)#*$
 
U


l

)

!
y
#

)
y
#
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#
W57J F+aJ wx(*P);#c#%U$E$E&4#*+:)v+7#X6$En[\$E+-4<=4$<<#M#H$A_!39H)#B+ +-!3)n(%E,/#*!3:#%+$3)7#gIKE#%Q0@$#*wG&9*R4-57#%#f)#M9HE+-+3#ME!3#-E8%(04<$+&46;!3,$k !3U#S@E9;469H'+-#*-=3N 57O E#%#%)7#X9s@>4<#*E(%VT@ L6 0E54+Q72U)j7!3(*1H@Q#DLWaJ #B<?-!3+#g@4YW@J '<,/?-+L#N 8
@)4<+E',/$R+-# =30 E5#%Q)L+85):1xN$c0 5<#gQ72K@57(%1X$E#0Y$G;"U&+E$EE'4 +-?+)-):0QLKVTE+-$&#%$RE(09H(%!#*)7@$
Q:d&4)$E4
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U=H \W G
P JN :=EG> H<KJ JM>ML< E J
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` :2>MACACL L \A2BDP=J bL AV :=EKNQ:F> B>INQACPZEG>MRSA'\`3ACL`NKJ]: _5@5A J;>L @FJ < 3BDP5@=AVJEKL JL NOUH:F<KE J < 3<K\  :=< BME6ACL NQP >:FN < LTAV:FE JE P=< ` N <?>
b ,/ #n!3 ?-@-!34<#%)7f9H+-)UzG?-(/:#%3ML; 6Eb @#n:LE[ L4<f4$@57FJ 4C9H+-) #*@?#
X

J


<

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+
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'
#%9*)j#HBL)j?)+-+E,n4<E='E,T#C#jl)#%$43g!K$EJ 4Y+@(*;U#*E)74"+):,$*Qo_9*L+')#*!4Y@E4<#%+-)$ )#%(,/8K#*9*)7#T%8057!L4`)r$:#%+-$kL"#*ha46#*9*BU@!34<#T+-)!$F(*?@;LE!O 46#*5-A#%6 $
9*+) O{X#%)jE?-[ #*)4Y09*8U#+Q )n9*+)$ @LE# O #*_+-)ja#*3C!3(%,/+)7E@#*M1P57#DWJ #%E@#*k+=E#*)2#cL/9H+-;$!3#0$
4<57E(%#j@L<E#B4+))+$k,j!3=#SE#BA!3,T#n(*E9H'+):+3!3!3#D4Y@0 4<!3+-B)o?-$ @a-#%!39H4<E#%;)7L 9H+-)UzG?!3#B(S!36/4,/,4<)2UE@#D469H!K# J 3@#0$G)7&a#H@4Y$0Qa@dA4<4):!$ #*4W,/8:#*))7#
464!3)(%(%# 4<!@##y=-$ #a+>L,/(%<4+L@p#*v4<#%9H #HEE!3# # ,/(H@'+3!3#pQkwG9H9H+4S):$ >46$G@,#yLV~E@49H9*+-# )$ 46!3#%(%$ En#%r)##u$E,/13$GL@E.*@,/49*##
a$E12#H,/@4YD(HE5-@465-# #X!3(Hl:Q-)4<#Sf:,/+7L$ 4<EE@4 4O 9*#S# 9;'+46$ 4#X)F!3J#D(H@$ +-)7 @C#CV&9H$`#D$E1257,T# (*E@457#c)+-$E$`+L4<P)+#*) $_@#*,/,/+3#*!3)74<_l#*C<:#$
m_$E13+-$G@&.*,/9H#f# [ L4@#f)+$c@+39H(080!3a++)$ckVTa+) #MO +!34(0P9H+-E,T4<46a$ +-#%_$E4<E"4+,/)i(H!3E#j'+2]S!'#D+!3#%n$ 21?q;!3!3# 4#*)7_#%9H)r+)LazG+-$@?L)7(- Q
   

   3    3  




~rn n w
~ n+1 ~zn+1 n+1 ~xn+1

n = 1, 2, 3, . . .

~rn = ~rn1 n ~zn ,

n =

~rn = 0 :

),

n T n

(~r ) ~z
,
(w
~ n )T ~z n

w
~ n+1 = ~rn + n w
~ n,
~zn+1 = Aw
~ n+1 ,

n+1 =

(~rn )T w
~ n+1
,
(w
~ n+1 )T ~z n+1

~xn+1 = ~xn + n+1 w


~ n+1 .




%

 

'  "% 

 %' 

(w
~ n )T ~zn

~rn

ne
~r0 , ~r1 , . . . , ~rn1

N N

~x

~rn = 0

nN

(A)

C 1 A~x = C 1~b

A~x = ~b

(C 1 A)

(A)
C 1 A~x = C 1~b

C 1 A

+54 %# 3! $ #D4#*))7#" ,LE@49*#A@E46L)?-6L4E#&4)3[\(%E4#*@4$ #Q3dA4<)$E4Z<#g$E12$ E.%,/#"4<)(%L4Q3@m_# +-$E+)$


O
#*
dA$E134<$G):@$ .*4`,/@#M(%$E+4<)(0!LE4#BE# #$ 13$ E.%,T#n<4)(0L4E#
#0$Gg(%574 O L#*)7MVq@(%$E+!3@#j#
C = LLT ,

L
C b
1~

A~x = L

A? = L1 ALT ,

1~

AL

~x? = LT ~x

C 1 A~x = C 1~b

A? ~x? = ~b? .

L ~x = L

1~

~b? = L1~b.

C 1 A~x =

L6 8
  3   
  3   
@mC!3(%#v$E4+$@57@!+3E9H#"#X(%6!9*n#*#Dj,/!#0#*L@$GE)@44<9*L#%#k:$E13#%$G<(%@#0#.*$G,/R#D$E17,/L k(*E"@457,/(H#f@'!3+3(H!3l#R)4<!3#fj:?-+7@$ -4<E!34 4<O #%#f)7k)+-9H+-)U$XzGa+?- O(+Q):]S$*#H87E#*E#D)u,E'L(%)+4@.*4<@#-# Q8
9A+$g)#q!4$@9H3@+)$g:$M!)$M9H#9;'874Y)@E4K#-!38K#A)64CM!3,/p46$ 9;#"'+-#* 4Y) IyM!#T6@i#A,!3#"U@jE46 9H,T# (*E'8P+3L!3#-:Q-#%m`<(%#
9*+)7E@#82 )+-$&!3+-))+):$D!#%$R@(H[\(%E#%)9H#0$S=4<=4+?;L'457#0$c!L)O $c6/$ #09s@4<+-) 5Q 5Q
 
. &   . 
Q
f e*HkL#&kL eW $")>9*+)$E4!.*@#"6T,/LE@49*#
}-Q >+)7E@#*&57#g6T,/LE@49*# !3(Hl:)4<#M:L 0 5Q /L231S#%$ &!3+))(*#M
0 5Q72L431
A?

"#  

%



#

 

'  "% 

  ' 



     

      



A=
1 2

2
G =
2 .
(1 ) 1 +
2
4

/ Q !32+(%!34< 4<@#Bn57,#gU<E#B@469*9H+7#"#*!q# 9H
74#*)79*+=4Z!3(Hl:!3)(H4<l:#g)4F 0 5Q 565Q71H/KQ 57o1 +)73E@ #*c57#
Q7{C)
Q
0 O
1Q >+)7E@#*&57#gWJ +-)>
$E4
$E4
P;9*#*c<#M?-@'#g!3#M6j[\+-)9s@4<+-)
Q
:Q >+)7E@#*&57#-8$ 4 #%$ RT[\+-)9s@4<+-)v!(Hl)4#M
8L+;$D+)i
#H
j D\')#&B%
}-QA9&+L@+)$
QP!(Hl)4<E4+) 0 5Q /L231D!3+-))#MWJ (%?-L4<E(M$ 4 O L)7@#1*
J

(J) =1/2
opt = 8 4 3

opt

(G ) = (1 +
(G ) = 1

p 2
2
)+
16 + 16
8
8
(G )

lim f 0 () =

G =

g11

g12

g21

g22

G =
1

f () = (G )

opt
>opt

1
1
0 2

2
0


1 g11
1 =
2
g21

wxP$%J L?4<R!3+)9M!#f@(%$E+:!3E#f#%$&!3#%3Ir$E13$G@.*,/#%$c4<)(%L4@#%$
#H

[opt , 2].

lim f 0 () = 1.

opt
<opt

[0, opt ],

1
0 g11 2

2 =
g21
0

g12
.
g22

0 g12 1
2 = 1 ,
g22
2

J6 6
=9*#r4<#%+)57)$c4D!3#%+-$ )n9f=)4#u#*)i,/8 9;'+#u)7E@4(M$E(*5-#u#MT46$E,57U#r@E846 9H# ,/46$ LE@4#09*$G#q&#%!3$ +-j))@E8 (*46#ML):?L 6L54EQ #-2*QU4F1s9AQ +$j+=3@Q#*9&)+-+:)$$
O
0
/Qm`L&!3(*l)4<E4+)F836/,U@E469H#M!3#
79H+-=4K#%$ &!3+))(*#M *
     

g12 = /2 g22 = 1 + 2 /4

g11 = 1 g21 = (1 )/2

0
1
1
,
J = D1 (E + F ) =
2 1 0

#*A!3+):9L8a+c@+3&)+,j=E# 8)+$A O +):$

det(J I) = det 1
2

1
1
2
= 2 .
4

"+!# ):59LQ78 /K571D5-#


a+ Q
#*SS9H+-)$E(%57#*)7
0
1Q{C)i3@4<4$@L)7&#g:+-4<)7B}83)+$R O +)$
det(J I) = 0
= 1/2
opt = 8 4 3

(J) = 1/2

Q $")q!3(%!34Y

2 2
det(G I) = det

(1 ) 1 +

2
4


2

= 2 2(1 ) +
+ (1 )2 .
4

0 5Q 2J851

P!#*#%?$ @O (g#*<#%) @$D8!3@(*+l)E4P#09*$R4YNx!3!3# #%$@$E$*$ Q+-P)7#MR!3!4+$@)9H@9g4,T#%4$c);)-9*&4<)!3#0#B$ 9*#fE#*@4<)t-,/!# r@3E4 )t-,T#B!v$E#%9*+)!


O
G

2
2
= 2(1 ) +
4(1 )2
4


2
2
= 1+
16
2 



=
(8 + 4 3) (8 4 3) .
16


!!P##*#>3O +-$Iv4)?@$c)-#v!39H4+)!3):#% 9"$ 9*!3+@4$@(*)9H#%$E@<44!#%,T(*$@1c4)#*!3Sv)-!/#*E3@!34Iu)(*at9%#*,/):$%#M! Q 3$ 9*+-4 )7 4<@#*,/#*)7!3# QkmX4$@57# 83L+;$
0

8_#H)c+<#0$$

0 2
0 8 4 3 = opt
0

2
+
1 = (1 ) +
1+
8
2r
2

2 = (1 ) +

1+
8
2

2
,
16
2
,
16

0} 
#*A!3+)9

  
  3  
  

  3

(G ) = max{|1 |, |2 |}

24


opt < 2

8<+-@$

= (1 ) +
<0

2
p 2
16 + 16.
+
8
8

#H&#%$R!3#%3Ir;9*4<)#%$ 0 *9 +,/#HI3#%$1D!3vE@4<)t-,/#g$E+)7

r
2

1 = (1 ) +
(1 +
+i
8
2r

2
i
(1 +
2 = (1 ) +
8
2

#*A!3+)9

2
),
16
2
),
16

(G ) = max{|1 |, |2 |}
= 1.

P#f?-@'#M!3#g6j[\+-)9s@4<+-)

(G )

#%$ &@#*@(%$E#*)7E(g!)$cnl?-@#5Q 1Q

(G) = (J)2 = 0.25


opt 1
0
0

X #&RUW\W N P#g?;L'#g!3#M6n[\+)9HE4+)
!3+-)9 QKm_+7$ +-)$
24


< opt

#*A!3+)9

f () = (G )

8+-)v

f 0 () = 1 +

Q24

opt = 8 4 3
(G )

> opt

!)$c#B9*!E#g!3#MWJ #*I2#%@9*49*# 5Q}Q

8K+-)v=4#*)( O 46!3#*,/,/#*)7

f 0 () = 1

lim f 0 () = 1.

opt
>opt

1p 2
(2 16)
+
16 + 16 +
4
8
16 2 16 + 16
lim f 0 () = .

opt
<opt

#H

     

!f (Hel*)46kJ$R#&kL
 \W : wxX$%J ?4<M!#E(0$ +-!3@#n#q$ 13$ E.%,T#4)(%4<@#

A=

A~x = ~b

0} }
3+ 4 #H $E+)7
A

~b


1
~b = .
1

} Q A(%E4<l#%&5-# #0$GA$E12,/(HE@465-#g!(Hl)4#Ma+-$E4Y@4 O #Q


/3Qc{`hZ#%9HE#%f!3#%3Ii4Y@(*;UE4+):$&!3#j6,/(H@'+3!3#j!3 ?;!34#*)7A9H+-)UzG?-(M#*)o:LE@L)7
!3#
Q A(%E4<l#*q57#
8C+54 #%$ qp$E+3E4+) !3 $E13$G@.*,/#
4<)(0L4E#
Q
1Q !32+-#M4Y)4 #06LBi?!3;L# ):!3#*L4S)$E!34F(H5-l)#M4<#f<#0#*$ ) 0 #%59HQ7E/K#%671s@Q $ &#*8 @(%$E#*8 )7E#%XQ ?-@'465-#*,/#*)7X#%$X<4?)#0$
O
O
j}-QKBP&DU'.#&,BU% @E469H# #0$Gg9H6L4E#%,/#*)7f$E12,T(*E@457#-Q "#T<:$*8a:+-"E+f)+-,j=@# )+:$
 O +)$
A

3/2

~x0 =
2
A~x = ~b
L

~x2 = ~x

~x

~x0 ~x1 ~x2

det(A I) = det

= (2 )2 1,

*#!j+)!39X+):E(%9 #*<#0$*80$G@E469s@#*,/#*)7a+-:$E+-4<E4  #%$%Q%R,#*U @E469H# FQ #%$Fk#%!$ +O ) 9`<#%=4<@#%$f)j$ 12@+,/(HE@#0E$f4657!# #S!(Hl$E+))74#


O
a+-$E4<E4 O #Q
/Qd&E.0$R9*L69HK)+$R O +)$
det(A I) = 0

=1

~r0 = b A~x0 =

,
3/2

3/2
,
~z1 = Aw
~1 =
3

3/2
,
~x1 = ~x0 + 1 w
~1 =
5/4

(~r1 )T ~z1
1
= ,
(w
~ 1 )T ~z1
4

9/8
,
~z2 = Aw
~2 =
0

1
~x2 = ~x1 + 2 w
~2 = .
1
1 =

=3
A

w
~ 1 = ~r0 ,
(~r0 )T w
~1
1
= ,
1
T
(w
~ ) ~z1
2

3/4
,
~r1 = ~r0 1 ~z1 =
0

3/4
,
w
~ 2 = ~r1 + 1 w
~1 =
3/8
1 =

2 =

2
(~r1 )T w
~2
= ,
2
T
(w
~ ) ~z2
3

0} L/
  3   
  3   
9?-*9A#T@+-57!3$M4<#%4_ )7)FO S+J #%9H)$+-$gf)UzG!3:+-?)$f9/$(A=$ @4#*S)@#*))#A)7,"U@E465746$@9H5-# 4C##08Z$GB#*) 6>$EO 12#*$E,/+EE(H3yEE@4!346+5- ) @#A!3'p!3(*(H+-$l:E13.%)$ ,/4<E#f.%#Z,Ta5+-#/Q $E424Y@8a4<)4 6u(%#AL,/49H@+-#(H) @'#*+3@!3?#/#R!3#%) 8
O O
r$ 4<E(%@LE4+)$%Q
) O #09sE#%&57#*69H+-)57#Q/5-:L)7E4<E( #%$ A!3+-))(*#g
1Q 2+4<
A~x = ~b

~x2 = ~x

22


y1
~y =
y2

1 T
y~ A~y ~bT ~y
2
= y12 + y22 y1 y2 y1 y2
3
1
= (y1 y2 )2 + (y1 + y2 )2 y1 y2 .
4
4

L(~y ) =

@P#%#*#%$D$&@U(%I34$E?#%#*)$S)7#0@$ $&+-(*#%)7!3$cS#B!!3)+4 ))O $c#0)L(%6jo$Sl:!3L?# S@j# $ 5+-Q@)7#*"Q,/!34<+.%):E#A9M#H!3S#%6$Aj#*!<#*4:3I3#0$A4.*9*,/#*#A)7E=@46(*$@#0$ $A#09sLEi@469Ha# +4)79H #%$S#*4<$E#*#%"$D!3$E++)7)7


L

(1, 1)

2.5
~x0


1 w
~1
?
~x2  ~x1


1.5
1
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~un+1

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#%$ u(t) #* v(t) *


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un

tn = nh n = 0, 1, 2, . . .

u(tn )

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g(x, t) = x

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P = 2/

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n = 1, 2, . . . ,

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un = a(r1 )n + b(r2 )n ,

a=

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u(tn )

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|u(tn )|

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p


2 1 1.

|| > 1

2
i 1 2
1 =
| 2 1| = (2 +(12 ))1/2 = 1

|| 1

2
h .

P = 2/

|un |

|| 1

T >0

tn = nh

h
n = 0, 1, 2, . . . , N
N

h = T /N
|u(T ) uN |
h2
N

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n+1

f
(x, t) = mxm1 0,
x

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(f (x, t) f (y, t))(x y) 0

n+1

= u + h (u

u0 = 0.

n+1 m

x, y R.

) + cos(tn+1 ) ,

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n = 0, 1, 2, . . . ,

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u1



u1 = u0 + h (u1 )m + cos(t1 )


= h (u1 )m + cos(h) .

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= xk
.
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xk+1 = xk

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x0 = u 0 = 0

x1 = h cos(h).

u1

x1

>0

u(t)

= u(t),
u(0) = u0 ,

u0
un

t > 0,

h
u(tn ) n = 0, 1, 2, . . .

tn = nh

lim un = 0

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p1 = un ,
p2 = (un + hp1 ) = un (1 + h),


2 h2
h
n+1
n
(p
+
p
)
=
1

h
+
u
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un .
1
2
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n

limn un = 0


2 2

1 h + h < 1.

2

u0 ,

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Th
N L2

P1 = Q11 P2 = Q21 P3 = Q31 . . . PL = QL1 PL+1 = Q12 PL+2 = Q22 . . .


P2L = QL2 P2L+1 = Q13 . . . PN = QLL
*
1
K1 K2 . . . K 6
1
1
K1 K2 . . . K 6
1 (P1 ) = 1 1 (Qij ) = 0 (i, j) 6= (1, 1)

1
1 =

1
1 =

?;!

1 =

1
0

$ 

K1

K2

?-@-!

1
1 =

1
1 =

h
1 =

? ;!
$ 
?-@-!
A)>9*L69HP$ 4,/#f)+$ca#*@,/#HA!KJ U@,T#%&57#
?;!
?;!
A11 =

1
1

K3

1
0
0
1
1
1

K4 ,

$ 

K5 ,

$ 

K6 .

ZZ
6 ZZ


X
2
2
1 dx =
1 dx = 4.

k=1 K

})8L/

    
  1  
x2

PL+1
P1
Q01

Q11

P2

PL

Q21
x1

X #R\W BW _ P#B9*E@(")4Y@(M#HA$@nE@4)?6U@4<+-)ua+ Q


!3nJ#M6n@[\.%+$")9HqE4l+?) @#q}-#%$}&Q723E8(0W!3J 4<)74<EA#%@L$E3#%Iq9HE@4E+46)oL)#%?)7E#%@$ #j#n$E#H a+EQgmC!3#n46$@5-q[\# +)9HE4+) #HM9H#%<4
Q00

Q10

Q20

L=4

K3

K4

? ;!
$E #* ?;!
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O
$E12,T(*E@4<#


1 1
2 =

h
0

A12 = A21 =

ZZ

ZZ

K3

2 dx +

ZZ

2 dx = 1.

K4

K3

A1,L+1 = AL+1,1 =

K4 ,

2 dx


1 1
2 =

h
1

ZZ

L+1 dx = 1.

A2,L+1

L+1

Aii = A11 = 4,

i = 1, 2, . . . , N,

Ai,i+1 = Ai+1,i = A12 = 1,

i = 1, 2, . . . , N 1,

Ai,L+i = AL+i,i = A1,L+1 = 1, i = 1, 2, . . . , N L;

i 6= L

,T+3!

L,

})8J1

   
     %   %3 
x2
PL+1
Q02

Q12
K2

K1
Q01

Q22

P 1 K3

Q11
K6

P2

K4

Q21

K5
x1

X #R\W"BW m 3a+Ec#*&4$E+ O L#*;$c!3#M6j[\+-)9s@4<+-)v!#M=$E# Q


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Q00

Q10

Q20

Aij

C
A=

+54i)+$R O +)$D)+E(

1 4 1

B=

1 4 1

1 4

B
C

#H

L=4

C =

1
1

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f~

ZZ

g(x)dx '

g(S1 ) + g(S2 ) + g(S3 )


3

(K)

S 1 , S2 , S3

f1 =

g(x) = x1 + x2 +

ZZ

'

f (x)1 (x)dx =

6 ZZ
X
j=1 K
j

2
1
h
2.
f (P1 ) 6
= f (P1 )h
3
2

f (x)1 (x)dx

)} 8L
    
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2
fj ' f (Pj )h

j = 1, 2, . . . , N.

A~u = f~,

f~

j h)

(ih,

u(P ) =
=

9A+LE+-)$

u:R

2u
2u
(P
)
+
(P )
x21
x22
j h)
2u(ih,
j h)
+ u((i 1)h,
j h)

u((i + 1)h,

h2
(j + 1)h)
2u(ih,
j h)
+ u(ih,
(j 1)h)

u(ih,
2
h

j h)

ui,j = u(ih,

QS9&+-$& O +-)$D!3+)9*

2)
+ O(h
2 ).
+ O(h

0 }}-Q /51
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4< * = f u = 0
u(P ) '

4ui,j ui+1,j ui1,j ui,j+1 ui,j1


.
2
h

i,j

i,j

Ui,j

a+

4Ui,j Ui+1,j Ui1,j Ui,j+1 Ui,j1


j h),

= f (ih,

h2
i, j = 1, . . . , L

#H

0 }}-Q /}[1

a+
0 }}-Q /L/31
[{C) 4Y/@8:#*+-)2T,/<(*#0@$j+L;) LM)78 n:!#%$n$ 8 !O #rE6>46L=l?-#%$ @#o8 }}-8 Q :89LJ #%$  NxVUNx!38 4E#u#*8C) 9H+-a,T+-$@,/L)7#i )8 +-$/8 eJ  O +-)8 $T!3(Gz V 8
)$E13+-$G@$/.*,/9H+-# )$G};U}@Q}.+67)1s$/Q 57A+-#i)9L<#>8`!$E13$G)@$n.*,/9*#v# 9%0 }$j}-Q /L}[E1 E460 9H}}-Q4/L#*0/381j6#%o$ q,/$G(H@@E'469s+3@!3#*#i,/!3#*)7#%$T(*(%57(*,/4 O #%L)-;#*$B)7ql:)L4 $
!3O4<hZ#%(*9R@4#*)7)E9*(*#%?-0 $D@LlE)4+4#%)/$%Q)2,/(*@457#f!3u$E#%9*+)!,/#%,j=@#A#0$GD(%574 O <#%)7E#AVjj,T(*E'+3!3#f!3#%$
U0,j = UL+1,j = Uj,0 = Uj,L+1 = 0

j = 0, 1, . . . , L + 1.

Ui,j i, j = 1, . . . , L

u1 = U1,1 u2 =
U2,1 u3 = U3,1 . . . uL = UL,1 uL+1 = U1,2 uL+2 = U2,2 . . . uN = ULL

    
    

})8L2

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Y. Y. &  "Y$  &'. "Y&
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<O $&#*)i$cl)#-8O 9LJ #%$  NxVUNx!34E#f<+-@$@57# uh = umax !346L, (K) @#*)! O #%@$ %(*@+ O
9A+L@+)$

 

KTh

1/2
ZZ
|u uh |0 =
|u(x) uh (x)|2 dx

6/)+-E,/#M57!3;U@457#g!3#MWJ #%E@#*

u uh

#H

-? @-!
6$E4 )L+)7@,/ *#v57-!3;UE4657#i!3 ?-@-!34#*)7/!#vWJ #*@E#%
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E B]J3NQJML `>JE P=HB @ < A=JD_?JUB:=J> REK>[\` L NQACBDJL :<K@3JE6JE <3L:=_ <?N PS> :=LTP BMA >=AVPF:=E
UEK:=3> EK< L NQACP=EL AV :=RZE JE EKJ L
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a
0 }}}-}-QQ /L/J71511
0
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$?-E#*@;-B!34@#*(%)7!&!34Y@#g#Ae#%J #*)u@E#%@4<):O &9H$E4#*:;#fj!K@J(%!3)q4Y[ @#f9HE#%#%)iDE574)L9*E4<a@##B82!KLJ+)v;$X[ 579s@#"#*j&)!+#*@3,/IK#"Q 57!@LE465-#A!3
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$O +-P4Yc#fE9%@.%$ $c@(*?-4<.%#0E$G#-cQ 4<$ E@("!)$DBl?@#j}-}Q 42Q2d 9;':57#"$E+,/,/#HR!3#"E@4)?#A#*
V//T9;$E'R-579;'#"57,/4#"<4E#*@i46L!K)J ?-L<@#-bH87@#")2#0$G&#fU#%E)u@-@9;+'(*$D#f#%$c)#") M[\+:)!9H$cE4$E+)i3[!3#g)P=83+3$E#f4u:#%+-<<# 12)L+-3,T 46LQ #g "!3#M#*!365-#*?-E#%($
9*4+?,/)#0$A!3E#%>c?- @#%9"'<#M#0$R!3?#j;9*L#%$c'[\#%+-$c)!39s#0@4<$E+-$E)4<)$A(%$R$E+!)7A)!3$c+-)n)l(*?-#0$&@!#T}0)$RQ 56/Q l?E#}-O }Q 42Q3{C<#0$A$E+)7AV
O

1/2
ZZ

|u uh |1 =
(u(x) uh (x))|2 dx
|

u uh

|u uh |0 Ch2 ,
|u uh |1 Ch,

Th

Vh
|u uh |0 Chk+1

k > 1

|u uh |1 Chk

k=2

})8J5

    
  1  

XE#b*R\EWa#%$%Q BW  |;L?,/#%)-;U@4<+-) !KJ ) E@4)?#o#%) 57U@E#-8X#%) 3E44$@L)7i<#y,T44<#%!3#%$


x3

x3

x2

x2
0

x1

x1

@X E#46R\L)W ?-B<#BW 0 G l:?|Q+!3):#M9sE?74+L):$S9;'!3#[#g1s=82#*-A$ #":$@$ +-+3<9H124)(*t-#g,/Li4<,/#0$S4<!34#*#g>!3!K#%J?@)( #B/383E-b*$EE$E# +39H0 l4(*?:#"Q!3r#B$E!3+@,/+4<,/E#2#H1sRQ !KJ )

. &   . 
#%f #/)-e@4<*#%EH+-jkL=#&akL.*+- ,/$E4Y@# 4YB[G0 Q_W&} m_}-Q+-17$Ef 1 +&):0=}$ }Q 7%(1"')! ) $f%U#<# 9*H-$fkJ'.+3#*,An4 %)R+DE#%&+$,S):M#@$<#/ 9* E9&@#%(n+-$j:$&)+-9;4Y4<@')7(#%;@$n!39;# '!3+-#v)9H$RQ+2V/+2;+-@!3(%4Y+-$E+))!3(*#0@) #$
4^)717EL(*)7@&4#*:8;+-$&gV $ +-,TQZd ,/#*9;@'$"57<#0$A#Ma) +M4)7@!i$ QX]S4<)7+@)(*QF@$E4<46]S#%!3#H(*E@E+#T)$$n86=Z!3$E4 O 4=Z$E4<!3+-4 ) O 46$E9H4<+-+-)7) 8E4)!3#*+-)7#  $A#%<) +)@$A#%9H@$@) L$ M)+3?9H4!#%#*$$
)#A[\+-)9s@4<+-)u!3#A=:$E# 9H+-)$G@E4Y@#ACE#%)$E+@4$@U@4<+-)q!3#A[\+-)9s@4<+-)$D!3#A=-$ #fVB)#
O L@46LQ=9&#+-Q 3$B+4<a + O +)$n$@8 $ +39*4<#%jL3Ip$E+,/,/#H@$ 8)#u!346$@9H@(HE46$@#%U$jE4[\++)p):9s!3E4#r+):eJ $j4)-!3@#*#r O =L$E<##
V/)# O E46L=# !3(09H@4Y@#%$R!)$ 0 }0Q}.871s83V/$E O +4
#0$G&)#g[\+)9HE4+)i9H+)7@4<)2#
E#0$G@E#%4<)7@#fV/WJ 4)7E#% O L#
#%$ &)i:+-<12)t-,/#g!#g!#*?@( :+-




= 1/(L + 1)
h
Qij

(ih, j h) i, j = 0, 1, . . . , L + 1
Qij

Qij 1 i, j L
ij
j = 0, 1, 2, . . . , L + 1
sj = j h
[0, 1]
s 1 , s2 , . . . , sL
1 , 2 , . . . , L
s
i : [0, 1] R
i

R2

N L2

[sj , sj+1 ]

j = 0, 1, 2, . . . , L,

P#%$D[\+):9sE4+):$R!3#M=$E# $ +-)7R<+-@$c!3(*l)4#%$R:L
i (sj ) = ij

j = 0, 1, 2, . . . , L + 1.

ij

{C!34)y@# E#%)2,/(*@+L@8 )7A<#0$A) M8 !$"<4?)#nL8 f4<?-8 )#n9*+,/,/#n8 !)$A6l:?@#q8 }}-Q :8:9J #0$GENVLN 8
8
8
8 8
8:#HA#%)>E#%)2,/(*@+L@)7R!#Bq,Tb%,/#
ij (x1 , x2 ) = i (x1 )j (x2 )

1 i, j L.

P1 = Q11 P2 = Q21 P3 = Q31 . . . PL = QL1 PL+1 = Q12 PL+2 = Q22


. . . P2L = QL2 P2L+1 = Q13 . . . PN = QLL

})8*4

      

,8 )4<.%E##%$r[\+)8 9HE4+)$v!3#=8$E#8R9J #0$GENVLN!34@#8 8 8 8 8 8 88


Q9*#*|k4F#%4))L?#%#*),/8U!3)#%@+-)-(fR:$`WLJL#0R$ :@#%+$D):9H[\#$+-):$E9s$EE+343+9HE4):4(S<$ 46Vg$E(B9;'!L57)$D#DWJ ) M@!n+^I3Q4)-4<,@(*U@@4<#%4<+-)u !3#n]g)L#D#*[\+24):<9s) E40+}-)/}Q!3}%#D51X=#%$E$ #
@#%9H@P#u)?$E#%$ a+Ej8 !3# 8 #08 $Gj@#*Q E(0$ #%)-@(!L)$jvl:?@#>}}-Q 8 4<S#%$ n9H+-)$G@4Y@(u!3#0$M

1 = 11 2 = 21 3 = 31
. . . L = L1 L+1 = 12 L+2 = 22 . . . 2L = L2 2L+1 = 13 . . .
N = LL
Pj
j
Vh
1 , 2 , . . . , N

K1

1
K2 K3 K4

x2
Q02
Q12
PL+1
PL+2
K1
Q01

1 (x2 )

K4

K2
Q11
P1

K3

Q00

Q10

Q22

Q21
P2
Q20

x1

1 (x1 )

X #R\W BW # 3 a+EA!3#Mn[\+-)9s@4<+-)i!#f=:$E# Q


1

!(Gz VMX[ J #*I34Yc#*;!9HL46):9H#"$C9*6B+)$ #0$E469s$G@@4<#"+-)>VT}9H}+Q):1$G8@,/E4@4$D#A9H6j#* ,@#RU[\@+E4646$G9HNx#f9H4a!3 #gO E#049c?46e!3J #%4<$EE( 9*# 9*+,/,/!3(0#"9H@)4Yc+9H$D4<N!WJ #% $@O $ +)$%$ Q
A

Vh

`mj B&&DU!3'.(H#&lB)% 4Y@4<+-)i!# 8)+-$R O +-)$


1

?;!

1 (x1 , x2 ) =

10 (x1 )1 (x2 )
1 (x1 )10 (x2 )

)} 8J8
    
  1   
#*&LR9H+-)$E(%57#*)7
?-@-!
$ 


1
1 (x1 , x2 ) =

1
1 (x1 , x2 ) =

1
1 (x1 , x2 ) =

h
1 (x1 , x2 ) =

?-@-!
?-@-!

1 (x2 )

K1 ,

1 (x1 )

1 (x2 )

1 (x1 )

1 (x2 )

1 (x1 )

$ 

K2 ,

$ 

K3 ,

-? @-!
$ 
{C)t-) ,/3#%E$R4<!346$@#BL)7!3n#%?6@>( [\1 +-E,n$ #09s<%#rQ!31#Q 71s2834,/)+$E$c+)+-=357E#%)4D+#%)$ $j#HI-9sE#r:+-jWJ 4<)7E(%?;U@4<+-) !3#ua+17N
0
?-@-!

1 (x2 )

K4 .

1 (x1 )

ZZ
ZZ


1
2
12 (x1 ) + 12 (x2 ) dx1 dx2
1 dx =

2

h
K1

K1

1
=

1
=
6

12 (x1 )dx1

4
1+
4

1
+
6

2h

4
1+
4

12 (x2 )dx2

2
.
3

m_+&!3#%$c;L46$ +-)$c!3#B$E17,/(*E@4<#-83)+$R O +)$c!3+-)9


?-@-!
?;!
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(t) + c2 A~u(t) = f(t)


~
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(t)
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d2 u1 (t)/dt2 . . . d2 uN (t)/dt2

>0

0, 1, 2, . . .
j = 1, . . . , N

~
f(t)
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tn = n
n=
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~un+1 2~un + ~un1


~ n ), n = 1, 2, . . . ,
+ c2 A~un = f(t
2

1 ~
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n = 1, 2, . . .

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un0

= 2 c2 /h2

N N
= unN +1 = 0



un+1
= 2 (1 ) unj + unj1 + unj+1 ujn1 + 2 f (xj , tn ),
j

j = 1, . . . , N

f =0

v=0

w(x) = sin mx

~u1

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, R,

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1 = 1 (1 cos(mh)),
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unj

u(xj , tn )
cos(mcn )

|n |

(n )
n=0

|n | C,

n = 0, 1, 2, . . . ,

m = 1, 2, . . .

   

 



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p(s) = s2 21 s + 1.

s+ = 1 +

i 1

21

s = 1

21 1

21 1
|1 | < 1 i

1 n
(s + sn ),
2 +

n =

n=0

21 1

21 1,

|1 | 1

21 1 =
n

n = 0, 1, 2, . . .

n=1

nk

n = k+1

k+1 = 21 k k1
1
1 k1
k1
+ s
)
= 21 (sk+ + sk ) (s+
2
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1 k1
1 k1
= s+
(21 s+ 1) + s
(21 s 1).
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T >0

u(x, T ) 0 < x < 1

= T /M tn = n
(N + 1)cT M
h c

n = 0, 1, . . . , M

N
h = 1/(N + 1)
M
uM
1 , . . . , uN

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t

x ,

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x .

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1 0

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+54@+=<.%#0,T$GT#M!3eJ #M+a(*E;+-U@L#*?7UBE64L+)v-!39H#M4#*6)FQP9;P'#uL#*@&+=!<L.%),T$R# 0) }*::Q /L47!1f#j,/9H+-+3)-!3@(*#*)24$Ei#q!L)j$&#*<I2#B#%!3,/+-,<#uL4)) #

VT!3#rQKWJ P4)r$ 46@$E?L$@;)7LL ):):9Ht!3#u8 #*: $@LTju(x,9H+)):4Yt)@!3(v@9s!#*@#r4<=@$E4<(%$E4Y@#*(g[ )7-@E9H#j'#v#%LLE,/+ ;46$Aa57+6u4#)78 E ~#*c(x,,/a#Ht)(*T;UV $E@ eJ EO 4#T)4Y@$G!3#%;$@L $ )7#g #* 46Qk!3f#T(x,  !3t)4<aha+:/4$)74$E++) x;!9H#H##
6y9;':L#*n#%$ T,/+3!3(*46$ (%#rn#rE#*@,/# ux<+-@$T57#vy9H+t) O #%9s@4<+-) WJ #0$G/L
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,/) +3!3m_$E4<9;+l:'L(%T)7,c+ <=#0E $X#*A[\)+-m"4<)T]T9s@8_4<)+-4<#iR)$XL$E3E/#%$ ET&+^I39H!3+-4#v,/,TL,/;EU4#f+E)46)57+:#*$XTnW9HJ (% +-<(%,T+,T),/#%$C)7#v[ @L!$j4<L&l)!)$nL46$n)6 $S!3#6$En#%9s0 $E@}%#%4<+-9HQ7E) /U4?+}))u1g/#*Q 1) E8P(09H,(%E4!L<4646#*$E$j)7E#%)7#-)  Q
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h

uh

1 , . . . , N
uh (x, t) =

N
X

ui (t)i (x),

a#*$@Uf+@)Vq4$![ 9;LL')746+-$EE4#-$E)7Q74c P!3#A#0$&@9H++-=).*!3,/4<E#A4+9*$E)#A+$c,/;4L),/,/4<E#M.%46L)[\+#A#%):$R!39s+-E44<)+)9A):$E4F$RVB57E9;#0'$G# #*g;9;!'L#*):S$&<#06/$C[\[\+-+)@,j9s@4<+-6U)@$ 4<+-)i[ L4=#j9H+-E@#%$ N


i=1

1 , . . . , N

u1 (t), . . . , uN (t)

N
X

u i (t)

i=1

ZZ

i (x)j (x)dx +

N
X
i=1

ui (t)

ZZ

?-@-!

i (x)

?-@-!

j (x)dx

? ;!
0 }*Q7/J251
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@#%@$ (% 9*(%!3#%)7E#& #*XE#%,/-H+-)$*8-$ D9;'57#c@E46L)?# !3#&6gE@46L)?-LE4+)F8g[\+-)9s@4<+-)
?-@-!
+

N
X
i=1

ZZ 
ZZ


ui (t)
~c(x, t)
i (x) j (x)dx =
f (x, t)j (x)dx,

j = 1, . . . , N

j + K ~c(QK )

j ,

J/ 1J6
+5!4(Hl)40QS#09&$G+-"<#B$c+9*#*=3)7@E#*@)#B+-)!3$R#BL?-4@) $EO 4K4<E(M$E!3#*i,/E4<@N46!L4)$@9H?-@<(H# @4$@U@#*4<A+-)u+34 $ :UE46L#%$ # & &)>m )] +-,j$E=4@#MLa)7E+-#$E4Y@* 4Y[CV
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QK

N
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u i (t)

i=1

X ZZ

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i (x) j (x) + K ~c(QK )


j (x) dx

N
X

~c(QK )

ui (t)

i=1

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X ZZ

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i (x)

j (x)dx

i (x) j (x) + K ~c(QK )

j (x) dx




j (x) dx,
f (x, t) j (x) + K ~c(QK )

KTh K

j = 1, . . . , N
K

hK

hK

[:#L4Y/!L):$B6>$ #09sE4+)p E(09H(%!#*)7E#-8F)+:$j!3(*Q l"#)A46$E[ $E-+H)+$B)r<$#04$B,/)4<6+-L,j4E=#f@Vj#%$ 9*#f57#"!L))+$ $c0 }* :O Q +/J)55$1
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0 }*:Q /*4F1
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=#i<.%9;,T'#nL!34<E#B@# 9H+-}H) /3Qk#%9Hd&E44+))3$ 4cNx!34<ha)~$E$E9;4+') (*,}* :Q /LA71Dm"$] #%@a/+!3+-/))6o(M@(%$E&+3)E4#B+)p!4$@)29H@,/(H@(%4O $@EU4657@4<+-#r)u!3@ #*,/:@++LNN
@!#*4YhZ#T(*@$#*@)7E)4#*! L;}*! O :Q 0 /J{C551HQ #*gE(*E@+?-@-!30 #M+p]S@) 7N 9A49;'+-$E+)>:Lf#HI3#*,/#[1"!3y$E13$G@.*,/#
0
   
. &   . 
f e*kJ#&kL)_\#gW [\+)39H+E4<4 +)>!3+))(*#H#-QS9&+-!3#*$R9;I '#*);+9;,j'+-=)E#0$c$B@)(*#g#*6[\$n+-)#H9sT@4<$E+-+) 4<
$@UE46$ [ L46$E)-
 

 

%

  %

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K = |~c(QK )|

"  

hK
K

12 |~c(QK )|
1 hK
=
2 |~c(QK )|

K =

K < 6,

K 6.



> 0

c0

w : x [0, 1]
u : (x, t) [0, 1]

w(x) R
R+ u(x, t) R

0 }%Q7/K851
t > 0,
0 }*}%:QQ /J165511
x ]0, 1[.
0
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O
=1
c =0
u
2u
u
(x, t) 2 (x, t) + c0 (x, t) = 0
t
x
x
u(0, t) = u(1, t) = 0
u(x, 0) = w(x)

x ]0, 1[,

    

t > 0,

)  

  

L/ -   3   
  
  
     

(*!3E#g@!3@4(c)!$EL:)+-$P c"(H@$ #09s!3@44<(B+-)q!L}))/$cQ<}-6Q%/F$ +-#0@9s$@@574<+-)# })1Q}Q 8^9H#D@+=.*,/#X9*+ W)9H46!3#S O #%9`#XE+-=<.%,/#
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879*9*<(%#
VT @4<&!3>$@9;'m_(*+,T $ l4 O I3L()78L )*+-$C)+LE+-)$ WJ @+^I24,U@4<+-)T!3#


=0

N
i = 0, 1, 2 . . . N +1

n = 0, 1, 2, . . .
n

h = 1/(N + 1) xi = ih
tn = n
u(xi , tn )

uni

un + 2uni uni+1
uni+1 uni1
un+1
uni
i
+ i1
+
c
= 0,
0

h2
2h
n
n
u0 = uN +1 = 0,

1 i N,

0 }*:Q 1}[1
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0 }*:Q 1L151
max |u
| max |u |.
EP4f+)E$#%L0 }*E:4+Q 1*) /30 1s}*Q :Q 1L151P?-L;L)7@4Y_5-#S#R$E9;'(%, 0 }*Q 1}21K#0$GC$ @L=<#c$ +-$k<#0$`9H+-)!34<N
/Q $") 9*+)$E46!38 .*@#r#o$@9;'#*(*f,!3 +-)0 9 }*:Q 1}[1n!L):1D$#* <#057#*R)+-Q:$/]D@#*9*)+-<#%)&$ #Hw(x)
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= 1
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%
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0
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$
%
#
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0 =69 11 = 1 88 c = 30 Q
]S0 +,/,/ #*=)7A5 9H+-c)9H=30@#
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0



}*:Q 171



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$E +)7+c)$D:+7=$ 4#*4<E)v4 O ,/#0$S++-)7rE@(g)2<#M#%@$%(%82$E<<+-@U@R$S6(%T)+57)9*()7Q E4<E( u #0$G&$E$E4Z:+7$ 4<E4 O #f+v)2<#-QA9&+:$
O
u0i = w(xi ),

1 i N.

n
i

n+1
i

1iN

n+1
i

n
i

1iN

n 4
i i=1

0
0
0

n+1
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n
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n
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n+1
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n
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1iN

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0.
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h
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 n
 n
|ui1 | + 1 2 2 |uni | + 2 c0
|ui+1 |
|un+1
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i
2h 
h
h
2h
 h

2 + c0
max |un |
h
2h 1jN j




+ 1 2 2 max |unj | + 2 c0
max |un |
h 1jN
h
2h 1jN j
= max |unj |.

wx@c(%$E$E3</@Lj%Q #*)$E4<E#v!3#q@#*)!E##u,UI34,j, $EME+-$B#%$j4<):!349*#%$ a+n+=3@#*)4j#


8
#*R<#
$@/9;Q '"(%,/) $D0 <#M}*9%Q 1$}21X0 5$%1SJ (%)9H@+-4<R$c$E4 ,TO +-)<#%$ ,T#%)7 8 8
mX$P@#%$S4=$@E57#(0Q$ #%]S$BY#*;<Ua#0@#*$f$X)9*)2!+L),/)7!%(*4Y8U@@44<42+-57)E$ #0+3$X0!3}%a+4YQC1L!3/3#01"$$E#%+E)7@g#*$@@U$@4$ $@[ L$ #4<EX#0$E?$*+8Z;)7L)D):+-!3#%E$M(0$k$ $@9*#% )7O E+(%4):$S$"9H!+-57L)):!3#/$C64<M#/@l$@E9;?-.0'$k(%E@,/#jr}*4!#%Q7$#H23N Q
,/!#B#%)-9;'D+Vg46$ 4g $E+#H3 E4+)TE@4$RO a46L#H@#4YQU;$m_+-C+=E#*)4<X!#%$`@(%$E<@U;$_$`@(%9*4$%8L49H+-) O 4#*)!@4Y
1jN

= 1 c0 = 10 /h2 = 1/2 c0 /(2h) = 1/2


un+1
= uni1 .
i

n = 1, 2, 3, 4, 5

t5

6
0

t4

t3

t2 = 2/50 0

t1 = 1/50 0

t0 = 0

#*X  #R\WE_UW m 2+-Q <E4+)B)2,/(*@465-#S!3j$@9;'(%,/ 0 %} Q 1}[1a+;$@5-# 8


f$@9;L'):(%,/$" #/9*}*$ Q 10 }2= 1X1&$%)J (%+-9H@$f4<  O +):$ 8
8
8
0
x0 = 0

x1

x2

x3

x4

x5 = 1

= 1 c0 = 10 h = 1/5

= 1/50

= 1 c0 = 30 /h2 = 1/2 c0 /(2h) = 3/2


un+1
= 2uni1 uni+1 .
i

#Hg<#

L/ */   3   


  
  
     

P}%#%Q$v5QcE(0P$ ~Y;9HU+@):$v!3)24Y@4<+-,/) (*@465-#%$v:+- #%$ vE+LzG+;$i$EL$EE+46$G)7[ v4Y@#E8c(0$ #%L)-i@(%9H$i+-!)7E@)#y$v6  9*l+?)!E4Y# N
@+74<$E+-9*) 4<LE4+)$&<4(*#0$"i)#o[ LW4<J g#0$G57r#B<:)+$*Q$f9&+:+-$u)9H$&+-9;)'$ +-@4U$E@4P+))$u#n5-L#><E# +^I3$@49;,'U(%,/E4+ )>#%9*)#*?)7#%E)@(*!3#B@#oa+!3#%$
WJ @+^I34<,U@4<+-)r!3rE#%E,/# Q O
h 2/|c0 |

n = 1, 2, 3, 4, 5
h2 /(2)
u/x

t5

6
0

t4
t3

14

44

14

16

t2 = 2/50 0

t1 = 1/50 0

t0 = 0

#*X  #R\W(_\W  2+-Q <3@4<+-)B)2,/(*@457#S!3n$@9;'(*, 0 }*:Q 1}[1Z+;$E57# 8 8


|k4)L#*&#*,/<#B#*)7$@9;&'!(%,/) $c<#B}%9%Q 1$ }21X0 9 $%1DJ (0)9H+-@4Y $R O +-)$ 8 8
8
0
WPJ #0#%n$G$S&9*E+Vn(0)$ )!3+4<<E@ 4L+@) #%$X)7FQ,T9&(%+E:4657$R9H#%+$X)::$G)P;+-JU#0E$G +-R)$D5-$c#"$ELE#M46$G$E[ 9;'4Y@(%#f,$Ej+<+-)7#%@S)$D?57#%@)(%$E#g!3#*@)7#fT@(%!39H$X#0+-$D)!!3L+-)4<$@E9H$S44+<6) MU@l4<+-?)@$S#j9*+}%)$EQ 424<N Q
!39%(%$F@=E(0#*9H,/(%!#*#*)7O )7&%80<#0$P$R4?-)@$ @)=!34<#%$R4<E57(%$k#n)2!,/L)(*@$&465-<#B#%9%$F$R)#D@$E(%+9*)7(%P!3#%-)7$ !0 #%$kLM1sQZ[ ]S4Y`+-)757E;#XL4)E+#%,T$k#% )7R+-) $
957;'+-#"4$E)4+L@)E#f#&$E!39;4Y'hZ(%(*,@#*B):9H)F#AJ #%9*$ #*D)7:E@(*$D#R$Ga;L+=X#AeaJ L+DE6+^jI34@,/(%$EL+E43+E)/4+!3)T)2E#%,/E,/(%E# 4657#"!3r8L,@+L=46$C.*L,/TO #"[ !4Y#
6/9;'L#* 0 $ #09s0QK})/3Q}[1HQ
f }*e*Q7/KH87kL1 #&kL }%*Q7/K_U67W :1 9&}%+-Q 1$k71R9H+!):L$ ):46!3$"(*@#%+57):$F#%VR))++- $fO #0$ LM:#X+7$ +-@+)=$f.*5-,/# #X!#S#%9H+-$ g) O :#%+79H$ E4<4E+4<[G)3QZNx!3mk4<+-ha:f$ 4E+(*) N
$E0 #M+$E9;!'E#S(%,)70 T,T$E(%E4 4657L)70 #*%,/8#%)-a_#*9H#D( @+ =.*,/#X)+$_9H+-)$E4!3(%E+-)$%8%Lj<* 4#*T!3T$@9;'(%,/ 0 }*:Q 1}[1H8



O
x0 = 0

x1

x2

x3

x4

x5 = 1

= 1 c0 = 30 h = 1/5

= 1/50

= 5 c0 = 30 /h2 = 5/2 c0 /(2h) =

3/2

= 4uni1 4uni + uni+1 .


un+1
i
n = 1, 2, 3, 4, 5

h2 /(2)

h 2/|c0 |

=1

u/x

c0



"

 

  

 

un+1
un+1
un+1 + 2un+1
un+1
uni
un+1
i+1
i
i1
i
i
+ i1
+
c
= 0,
0

h2
h
un+1
= un+1
0
N +1 = 0,
u0i = w(xi ),

1 i N.

1 i N,

0 }*:Q 1*231

/LL1

      

t5

6
0

t4

380

772

656

160

t3

67

112

56

16

t2 = 2/50 0

13

15

t1 = 1/50 0

t0 = 0

2292

5872

5264

3264

#*X  #R\WE_UW G 2+-Q <E4+)B)2,/(*@465-#S!3j$@9;'(%,/ 0 }%Q 1}[1a+;$@5-# 8 8


}Q >#%$ +-)-@E#%S8 57#g$ 4:E+-$D<#0$ $ +-8 )-&$E$E4Ka+-$E4Y@4Y[ $R$E+-+r)7D)2:+76$%$ Q 4<E4<[ $X+-u)26$*82L+;$`@+$
/3Q >+-)-@E#%R5-#
0 }*:Q 1L551
P$E+v4#*@)7#*&6U<@#04<$ +-) L0#*}*@Q 1J$&57!1&# ?7L;#*L )7E4<MQ $"5-)o#T!34Y#qf$@!9;L')(*$",9H #j09%}%$&Q 1L57231A#j#%<$#jB$@$G9;;'L(%=,/#q 57}*#*:Q 1*#%23$M1D57#%$ #
O
0
Q

j}-QB&#gDU$@'.9;#&B'(%% ,/T)2,/(*@465-# }*:Q 1*231S$*J (%9*E4<
0
0 }*:Q 14F1
m_+- lI2(-83)+L@+)$ )i#*)7@4<#%cE#*5-#
}%Q 1J871
0
3a+-$E+)$":+-g9H+,/,/#*):9H#*g57# $ +-4Yg!34<ha(%E#%)-g!3# #Hg5-# $E+4<f!4YhZ(*@#*)7M!3#
Q3{C)i@#*):L)7 !)$ 0 }%Q 1*4F1H82)+$c+-=3E#%)+):$
mX4$@57#
#*
8)+:$R O +):$D!+)9
x0 = 0

x1

x2

x3

x4

x5 = 1

= 5 c0 = 30 h = 1/5

= 1/50

un+1
i

uni i = 1, 2, . . . , N
i = 1, 2, . . . , N
max

0iN +1



|un+1
|
i

max

0iN +1

|uni |.

          " 

 n+1 
 n+1

2 + c0
= uni .
ui
ui1 2 un+1
1 + 2 2 + c0
h
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