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Introduction

à l’analyse numérique

Introduction
à l’analyse numérique
Jacques Rappaz
Marco Picasso

Presses polytechniques et universitaires romandes

Les auteurs et l’éditeur remercient l’Ecole polytechnique fédérale de Lausanne
dont le soutien financier a rendu possible la publication de cet ouvrage.
LA COLLECTION «ENSEIGNEMENT DES MATHÉMATIQUES» EST ÉDITÉE SOUS LA DIRECTION DU
ROBERT C. DALANG

PROFESSEUR

Recherche opérationnelle pour ingénieurs I
Dominique de Werra, Thomas M. Liebling, Jean-François Hêche
Recherche opérationnelle pour ingénieurs II
Jean-François Hêche, Thomas M. Liebling, Dominique de Werra
Calcul différentiel et intégral
Jacques Douchet et Bruno Zwahlen
1 Fonctions réelles d’une variable réelle
2 Fonctions réelles de plusieurs variables réelles
3 Fonctions réelles d’une variable réelle – Exercices résolus
4 Fonctions réelles de plusieurs variables réelles – Exercices résolus
Algèbre linéaire
Aide-mémoire, exercices et applications
Robert C. Dalang et Amel Chaabouni
Analyse avancée pour ingénieurs
Bernard Dacorogna, Chiara Tanteri
Initiation aux probabilités
Sheldon M. Ross
Cours d’Analyse
Srishti D. Chatterji
1 Analyse vectorielle
2 Analyse complexe
3 Equations différentielles
DANS LA COLLECTION «MÉTHODES MATHÉMATIQUES POUR L’INGÉNIEUR»
Introduction à la statistique
Stephan Morgenthaler
Aide-mémoire d’analyse
Heinrich Matzinger

Les Presses polytechniques et universitaires romandes sont une fondation
scientifique dont le but est principalement la diffusion des travaux
de l’Ecole polytechnique fédérale de Lausanne ainsi que d’autres
universités et écoles d’ingénieurs francophones.
Le catalogue de leurs publications peut être obtenu par courrier aux
Presses polytechniques et universitaires romandes,
EPFL – Centre Midi, CH-1015 Lausanne, par E-Mail à ppur@epfl.ch,
par téléphone 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
Imprimé en Italie
Tous droits réservés.
Reproduction, même partielle, sous quelque forme
ou sur quelque support que ce soit, interdite sans l’accord écrit de l’éditeur.

 

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1            #*&9AL&+L@9*++))$n$E(%. . .4 0.:=:=ACE6<?LV>Z> @=ACBD:FEG> H<KJ ` b f e$@ $E+2+ 9*&4<Y(%#RLW3 I/mX:E+-#%4<))7+. . ϕ n ϕ0 . . t3 . . . . ./a#%)-+c12L)t$@.$)$ 8 #*8 #%$ C[\+-E8 . t n Pn n = 2 t0 = −1 t1 = 0 t2 = 1 −1 0 1 P2 ϕ 0 . t1 . ϕ2 (t − t1 )(t − t2 ) 1 1 1 = t(t − 1) = t2 − t. .2 0 -0./#%$T!3# !!#*#g?!@4<(v. (t2 − t0 )(t2 − t1 ) 2 2 2 ϕ0 (t) ≡ ϕ0 ϕ1 ϕ2 [−1./)+-#*)7$ O JM>ML-NQP P=>JY@3J  P FBDPF E 7J @5J . 1. .8 ϕ1 0. . ϕ1 ./$E4:#%$i)!3#"# =!3-$#%#f?@!3( # Q74)dA(%4<):4<@$ #*4Z. . . . n Pn n Pn 1. +1] 1 0. ./$j#*#%)7$TRa)7+17$%)Q t./=#%-$ $ #M!3#BL?-@)!3?(*l#f)!346#$ :L 0 }Q 551 0 }Q 4F1 0 }Q 851 P!L#%)$c$R?-@6nl'?#%$cE#/!3# }Q}Q 8 8 $EReJ 4)-@#* O L<# )4657#*. .>=  P2%>>#@: ')U#&BAV\% J PF<3W :_ 8. tn n Pn (n + 1) ϕ0 .2 -1 0 1 X #R\W"W 0c$E#f!3#BL?-@)?#f!3# $@$ +39*4<(%#g3Iua+4)7@$ 8 #H Q −1 0 P2 1  . . ϕ n t0 . t2 . (t1 − t0 )(t1 − t2 ) (t − t0 )(t − t1 ) 1 1 1 ϕ2 (t) ≡ = (t + 1)t = t2 + t. t./c(u46!3:#%L)-n@457E+:#%./4<#*)3):[\(%$ E4+4#*) T+- (%?-L#HR&V57#MQ_$@wxjR=#%-$ /$ #M=O 9%4<L#%) )+-9H)+-457))2#f #%57$ &# !3+))(*#0#f$GL)~#%$E-9H# O #%9HE+@4#*Q 4P-)!3#!3+(%[ :LE4<#%#*i)@+!57):$S)-# .57L4#%)-)7@D#*)@+)7$c #%$ WJ #%8 $E9*# #09s@+@4<#%X[\$ +-+-E)7. .T!3(*+-l)7)E@4<E#"4+57)>#g$ 9H4 #%$DL)7!3@#%$ 1# E+-)4<* #%4#*)-. . ϕ1 . ϕ2 .6 ϕ2 ϕ0 0. (t0 − t1 )(t0 − t2 ) 2 2 2 (t − t0 )(t − t2 ) ϕ1 (t) ≡ = −(t + 1)(t − 1) = 1 − t2 ./#%)-A$E+)7cE#%@(%$E#*)7E(0$ αk k = 0.6$D. ϕ1 . t2 .i$`[\!3+-#%E$v./(*#ALC8 #%$X:+-<Q12P)Tt-. . ϕ2 .

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 $ Q j≤n P t .t .. a+4)79&2@+-+-$R4YD!3$T46$G)9. 0 }Q})/51 0 1 2 n j j j j j n n j j=0 j n j=0 j j j 0 1 2 n . 8 !t#r8 !3(n#%?@+( 1) @#*3PIq57:+-# 4<)7.'#%f@9.. .T)!3$f#%+)76)r")6$E(*q#%#9H8K=E-4+<$ +-) #T@$"!3}-#TQ #*1)y8:)L:?-+-+7@$E$f))-+? =3#Bp@!3#*)# =+-)f$ (tp(t) = p ϕ (t) ϕ 0≤  E $ E $ 3 + H 9  4 * ( j #   3  > I :  + < 4 7 ) ./.T# 0 }Q}}[1S#0$G&!3+-)9g!3(Hl)4<#M * X p(t) = f (t )ϕ (t) ∀t ∈ R..t .@'4<#R):#*[\9s. . 8 #*f#%)y+3$E4 4 O#%$ )-M9H8#/574 ) 0 ≤Pj ≤ n #02$G4 ff[ (t)L4<8ag[\#%!+$ @LM.$ t 8 0 ≤ j ≤ n 829J #0$GEN€VLN€!4<@#A)+-$R9./# pp !3#M!3#*?-E( nn }Q}}[1 0 p(t ) = f (t ).'+-)$S)ra+12)t.t T$E+3@4<+-)v!3i@+=<./8 # .%.+-@9..)$A'9s+!3@):4<++-$B)) ). Z . 0 ≤ j ≤ n.f(%L$%:Q4)7RE#*→):L)7Rn9HVo+-)-4)7@4<E)2#%Ea#&+!+#*))(%#&#HLcn$ +-) 4Y at +8 17t )8 tt..

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t n . b] h = (b − a)/n p f tj = a + jh n pn pn pn (t) = n X f (tj )ϕj (t).L)?-#S!3# $@$E+29*4<(%#RV Q $")/:#%3 O f (t) = et f 2 [a. b] tj j = 0. . . .5 1 0./+#H)7 E@#BQ #j?-@'#j!3#n[\+)9HE4+) #*f$E+)o4)7E#*@a+6L)7"!3#T!3#*?-E( f 2 −1 0 1 3 f p 2. −1+ − 2e 2 2 2e  3Iu/al+?-4)7E@#r$ }Q7//8 . j=0 ϕ0 . t2 . . 1. .5 0 -1 0 1 S)r:+-<12)t-. .) $ 8 aWJ #*+)74)7E@4#*$  9. . . . ./4 +-)-@E#%R<#g@(%$E<@U#%&$ C$E6g4 =)7$E#R* !3#&P?. ./L4F)7+f)7E!3@# *#*57!3F#/J 4<&!3#*!3?-(%E:( #%)! L3!3I # 0 0 }-Q<})151 +5. .[\L#%4E)7. t n n −1 0 n p 1 f : [a.        p f n t 0 . ϕ n Pn t0 . . 1.'+46$E4FL8ai O !3#%57(*9#i )0+Q :jJ$nL)+LEE. b] → R [a. ϕ1 . . n j = 0. . ϕ2 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. . t1 . t n f (t) = et f f 2 eϕ2 (t) −1 0 1 p(t) = e−1 ϕ0 (t) + e0 ϕ1 (t) + ϕ 0 . n t0 . . .5 2 1. . t1 . 2. ϕ1 . . ./# X!#B#R\!3Wl#*?-EW :( wx)7LE#%3EIra:+6+-U4<@)74<@+-$ )u!3#A8 6M[\#*+- )9sQ@4<+-) !3(*l)4#":L 4)7E8 #%3 O+L4<v#A. . . . t1 ./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. 2.0#%$ E+-)}Q Q$ })2/5+1s4<8 :+-W#0J 4/$G)7&E=#*!34@#*(*a)l+)6.

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b] n+1 n+1 n 0 1 1 n→∞ 2(n + 1) lim 2  n b−a n (n+1) = 0.A$@!35-(%E# 4 O L=@#*#M)! $ O c#%W@J $S4)7WEJ 4#%)3 lO L)4WQ# Bl?-@# }-Q 1/8 .)L4!3#%. ./:#$ 8 !3#B!m`#*L?&@( 9*+)7E(%@<## O8(g$E4K#*))i+!3:#%$R$&9.. .*[ )#C$E#0$E$G#>k4<9* $G@E(D!L):$FWJ #*I2#%./<#S$ 4 aL#*)73% Q O O 57#AWJ +)r9*+)$E46!3.t #*.L4+$@):5-) $ f[a. t1 ./Uƒ#%)-@. .k UE#%4+9 )~Q^#%]S$ q#X$ +-' (*O )#%+-)7.':++-464<$)746@$@$ $ +-)$D<#0$c:+-4<)7@$A(05-!34Y. +1] n tj = a + t 0 .#*#*t@?`(%# #%57)7E#*4@E. . {C9*E) + @@E(%#_<@4<EE. .'(%#*$%=2Q 139. .5 -1 -0./$G4Y. t n (b − a) 2  1 + cos (2j + 1)π 2(n + 1)  ./!q#*+)7.#D(% $ 6%fL(*E[\@E++r46):$`9s!+E.b] t∈[a.EE$N4 O O O n WJ 4)3l)4F46$E57#M)+$R O +)$ n (n+1) (n+1) (n+1) n t∈[a.9HL#HE46E!3#>#*.) E. . j = 0.J+#%./#*L (*O P@4<57)j#a#0$]+1HQ17)9&t+..   :FAE > :F<?U:F>)EKP L 2ACE:FEGRZ>J E6L)@5\BMA=P NQJ >M< B   }Q}*?1 b−a 1 max |f (t)| 0 max |f (t) − p (t)| ≤ 2(n + 1) n :  f (t) = d f (t)/dt b a)+-+6LC$f)7J :4)+-p(*?7@L!E4#A4Y+@)( !3$f#*0 ?-}aEQ#*}*( )?n$E1#*#%B$ 3C57ITa#)+#R9*4)7#H#%$@@E$ #/4.U@t@E4<#%+-./n.$ 8 8 8 maxt∈[a.0@$S4<+-.)@L#X(%=$i[\4+!34Y)@#9H(%E$ie4+J 4<)2)B)7@:.)/tM. n. 1.# #HXb]$EEQ7+#*d ):)/! 4<)7@@4<#*+-#*.5 0 0. +1] n pn n = 10 n tj = −1 + 2j/n j = 0 1 2 f p5 p10 1.5 0 -0.5 1 0./#0#*$G)7RD4)3?-l@))4. n n=5 f (t) = 1/(1 + 25t2 ) f (t) [−1.5 1 !3#u!3#%?@( 2v#*u}%‚i O #%9/!3#%$B:+-4<)7@$ 0(X 5-#R\4<W@(*BW N  @wx4)7$%EQ #%Ea+6L)7B!3# W9*J +4)7)E9&9*#%<E+-a+-+)$v6$PL+)7!=r+$E)#*9S EO 5-(0+-$P)#%J $q)-4-@57)P#J #0!#-$G8c#yk?-@$O )4<):+!3!346#%$ 4$r457)+-L(D?-$@9H# !K4J 4<!3)7L#0EE$u4#%+E#*)aI7$ +@E#*0 (%4k).!F9H.*@#"$EDeJ 4<)7@#*EN f e +iBW$_  ` D%URB  2+-4Y O#*L# !3# Q2O P4<#%n)-c[\+-@)E9s. .b] |f (n+1) (t)| n [−1. +1] |f (n) (1)| .0(-$F8C.4$&!346!3$ #ME@„k4<=9. 2./8+)7:@+-E#B $E+)i4)-@#*#H@ :+-)7 Q !3#j!#*?@( L3Ii:+-4<)7.@. .'#Hh f (t) = 1/(1 + 25t2 ) [−1.

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&$ * )O  .6UL@464<$j+-)n)#va+@4<O#%C)<)#0#*$E)757#%$_-O $T#%9*$ +./:(t)4<+-E#-LQEm_4++)!K&J 43&<#*@$ ./(%$n# #Hp!3$E+#B4<!3#%p?@.#*9.$C!3!3#0#$ O #HA!#f6/!3(*@4 O (*# $E+)7R!3+))(*#0$c#*)i9H#*E@4<):$Sa+4)7@$%Q$")u:L@<#M!O )$R9H#M9*-$ p(t) !#*FI3J 4#*)7.5 0 -0./<3#%@#v.$!3# f (t) = 1/(1 + 25t2 ) .j=@#%$n@(*#*6$ 0 }-}-Q<Q<}H})552311 p(t ) = p . 57p# 57LE@#u)+-./#%$"!KJ 4)7E#%Ea+6U@4<+-)o5-#B)+:$ 4<6O $g#%[\)+-+)-):M$A4)7!3E#j#*9*+#%))$E464M!3(*<@#0#*$ A$E+<)7#%".( p1T./J (%:9H@+74<$A#%$)7+-j$D TO [\<+-#%E. @p#*F./(*#%#0$%$nQU#*wxq#*!3I3#u4$ E[\#&+-)!K9sJ @L4<+-E)@$T#%$_#*) @+9H#%= .b] |f (t) − pn (t)| n E#%)! 4 2 f p10 1./4)#0$C$j!KaJ +4<)74)7E#%@$%Ea8`+../$`W#gJ #%<E#M@#*. p (t ) = p .'#*!3. P#%$AE+-=./+- )-@E#f6Tl?@#T}Q Q O O pn f maxt∈[a./O.5 1 0.5 -1 k„X 9._ '#*wxhk)7Q E#%Ea+6L)7!3#  -0. p (t ) = p .#'R\#%W =7B13W$9.5 0 0./E@4Y#*@R#A)+LEX@#g!3#0$X@+9Ha=+-4$%5783)#0+$ $&:+-E<12(0$)#%t-)7.. 0 +54 pP#%(t)$_9H#%+-$ )&!34</E4+!3)(%$E4 O }(%Q#f})23!1P# 4p.!$M#%!3$ #:+N !12(*)@t4 ./+.TE+#0):$X$c!3#")>!3#*$ ?-#%E(  0 171sQ 3+4< !+))(0$*Q9&t +:<$Rt9.$ D*9*(%+E)+T$ <E+-@@$@457E#R# WJ 4)7E@#%#*E)a! +6L#%)7@ $DWJ 4)3!3l# )4e8a829HL+.5 1 !3#>!3#*?-E(}%‚  O #09u!3#0$a+4)-.    1  a#*+. O.*.Tai+-$E:#*)7+-_4<)7  t Q L#*`!3# #*) #H <#0$`9H+-)!34<E4+)$ }-Q<})551 4$%. p(t ) = p ./n0 # !3#6o!3(%E4 O (%# p !O # p #*) t p #* tt Q./E#*@a#"+576UE44+#0)>$GS!KeJJ 4<3&)7@#%#*Ep@.3'I+):a$S+4)7)v@a$/+!312+-)))t.*L. & .

8ap)./#u!3#r!3#*0 ?-E( 1 )57+LE$>@#r O 9*++7)#*$vƒq!39H4+#*):)79 @$ lI2(p8 !p(t) )8$ 0 =}-#*Q< }Ha231H+8 Q0a9A}+Qt}./#*@#r.ϕ .&)pt a+12)t.ψ .ψ !#%$Ra+12)t.T4Y@#%4<+-))#*$ij<:#r+->E+-!3=(H.+p$f89HL+-.$ t #H t Q    ./#n#&$Ea124$ )E(%.T$c9H#%#*) …HE+-#B)$E$&+:3L@"4<+-9*)r+)#0$ $GER@)4E46#j57#)Q #T=$E# ϕ ./4<@#j#&!34<)a# (04L4(0E#T57/U@E4<+-+-U)zG$C+V @4$"4))9H#T+-)$ )2+-<3#%@$ 4<+-a)o8 aa+8 fa)FJ #*4<./@4<++-)7)/E!F@+J ))r$"$5713$ #nEa./#%$R!#g!#*p?@( 1/$@$ +39H4(*#gLIu:+-4<)7.# p ./ aa+Q EE2# 4 57#%m_<#%+-$ fO 9*<+#%)$.%a.!./V>4<)#%6  )@(%+$E+$"3.E$ @p4E.*@.*9*../+.+57$j1ra:57+-tLEE+@@4#+a)9*$jt+)@.

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/# !3(Hl)4FL O <+-@$g)QS+-9&+-$B!3$R4@ +)+-$M)$D57)#U@E#0#%$G<B#*. ϕ1 .671 4 O 1 A#M. p f [t0 . (t1 − t0 )3 ψ0 (t0 ) = ψ0 (t1 ) = ψ00 (t1 ) = 0./4<E#q!3# B!3#%$n9H=4657#%$j$  O ϕ0 (t) = − ϕ1 ϕ1 (t1 ) = 1./#-83+)>9H+-)$G@E4Y E#%P57# $E+4<R)i:+-<12)t-.E =@5RZJ. ψ1 P3 t0 ϕ0 ϕ1 ψ0 t1 ψ1 [t0 ./#%)-M!3(%E4 L=# $ERWJ 4)7E#* O L<# #*A$ 4K)+-$R9H+-)$ E@4$E+):$S#Ma+17)t. (t − t1 )2 (t − t0 ) ./E4<l4<E+# ):$c[ 9*4<#*. (t0 − t1 )2 ψ1 ψ1 (t1 ) = ψ1 (t0 ) = ψ10 (t0 ) = 0./#B!3#M!3#*?-E( 1T#H $")v+=3@4<#%)7 * 0 }Q7/L‚71 $E+)7C4<)(0L4E#%./<#j#%:$M+-!<12#/)!t-#*. ϕ1 . ψ0 .):$*$ Q O (%E4<l#*C57#&9*#%$C57LE@#R:+-<12)t-.U< AVH<KJ P2>>: :=UBMAV\RZJJ EKL< E JJL P2>JW@3J H<KJ `3` ` fL)$n)457>l#%./#g!#B!3#*?-E(1/#H $")v+=3@4<#%)7 * 0 } Q}.T?#B@( !1# }Q7/3}21 0 <+-@2$ 4`)$E+-LE$f46$G[ @4Y#*R)+-#%)$R$A@#*. t1 ] p(t0 ) = f (t0 ).      C4 1 $")v9*+)$ E@4< E#*F57# $E+4<R)i:+-<12)t-. ϕ1 (t) = − ψ0 ψ0 ψ00 (t0 ) ϕ1 ϕ01 (t1 ) = 1. ψ1 ϕ0 . t1 p 3 p(t) = p0 ϕ0 (t) + p1 ϕ1 (t) + p00 ψ0 (t) + p01 ψ1 (t). ϕ0 (t0 ) = 1. p0 (t0 ) = f 0 (t0 ). p f [t0 . (t1 − t0 )2 ϕ0 . ψ1 (t) = (t − t0 )2 (t − t1 ) .4<M$ v=-8:$ #)+!K:J $3&O#%E(%. ψ0 . (t − t0 )2 (2t + t0 − 3t1 ) . ψ0 . p(t1 ) = f (t1 ). 0 }Q}H431 (t − t1 )2 (2t + t1 − 3t0 ) ./#8+)i9H+):$G@E4< E #*5-# $E+4<R)i:+-<12)t-.T?#%@)7#o%Q }-Q 28P)+-$n O +)$BE#%E(0$ #%)7E( 8 8 #H $Ejb WJ 4<)7E#% O <# -!3$E#%$E?+3d_@9H( 1-4(*#M)7!ML(H39*lIi+))4Pa$ +E@L4)- .6U@4<4<)7+-E)#%$)L0 )7}-gQ<}H231)#n0 }-[\Q<+}))559H1sEQ 4+) )#T[\+46$g9H+-)-@4<) . ψ0 (t) = ψ1 ψ10 (t1 ) = 1. t1 ] p p(t) = f (t0 )ϕ0 (t) + f (t1 )ϕ1 (t) + f 0 (t0 )ψ0 (t) + f 0 (t1 )ψ1 (t).H<K@ PF JLTB]J BM` R./WJ 4<#%)7)-E#%Ea+6L)7j!KJ 3&#%E./#%$ . ψ1 t0 .871 44<4C1 $")i9H+):$G@E4< E#*5-# E$ +4<R)i:+-<12)t-.>E :== <? >%P #@')#&BJNC% NQJB]B:=W$EG_ > O]JMP=>->J./b*. ϕ1 .JML > J. p0 (t1 ) = f 0 (t1 )./#*)7"57!3#B#%$g$E4a+12#%$)At./#g!#B!3#*?-E(1T#H $") O (%E4<l#M57#geJ +)> * 0 }Q}. (t0 − t1 )3 44 1"#M./b*.T#M!3#B!#*?@( 1T#H $") O (%E4<l#M57#geJ +)> * ϕ0 ϕ0 ϕ00 (t0 ) = ϕ0 (t1 ) = ϕ00 (t1 ) = 0. = ϕ1 (t0 ) = ϕ01 (t0 ) = 0.:=ACN =L J./#*)7 49A)+!3(%$`:#%a)+! LO )7+. t1 ] ϕ0 . .

6             .

E$E#%57Ea#R+66gU@[\4<++-):)u9sE4+R)q4<VB)7E4<#%)7 E#%Ea<#%+$c#*#0S$G)F&J $E#%+$ X #*)7$XRE3(%?E4<46$E4.  (0!57L)X4$`!J 644M$)7EE$E@#%#%4<E=9sa@4<+(%+-6$K)rUa@}-4<#*+-Q :)BQ !K#*"#J)R?)#*#`):<:[\!3+$*E):8L#%9sWFJE4<!34)7+#%E)j$F#%E4<)aL$+k@6U!3=@#%4<4$P+-<4<):E(0+-!K$K<12J )2))t-.$ (0574<@(*:LEE46$cO)+L@(%$ f x0 = a < x 1 < x 2 < x 3 < .8 0.T$T. < xi. 1 ϕ0 ϕ1 0./b +)7E@+):$c<#g@(%$EY.2 < xi.T(`C./:+-#" )O ++-)$$ WJ  O +):$X[ 4YA!L)$c6$ #09s@4<+-)y}-Q :Q fL):$R/$E4<E#M)+-$R!3(Hl:)4$@$E+)$ xi.>N P =  :FE %U#@')LTAV#&:FBE % W m  E @FACBDP H<KJ J>LWN  ACE6L JB ` :FNQP=E6L^@5JY@5J FBD\ ` PFBZACEKL JB=P=NCN JM>Y@5J  9A+$R!(*. x∈[a. .4 ψ0 0. xi+1 ] [a. xi+1 ] fh : x ∈ [a. < x N = b [xi . & **. . &$ * )O $& . b] → R n xi 1 ≤ i ≤ N − 1 C max |f (x) − fh (x)| ≤ Chn+1 .O. ./#T!FJ 4)7@#*E#*<@#ia+576U# E4+) O !#B!3#*?-E( Q . b] −→ fh (x) ∈ R n fh n f n (n + 1) [a./#g!3#g!3#*?-E( 8_)+-9H+-. #*@#%$ E)@+#*4)7$TE#/9H+-Vr)$ 9*E#H@g44<$E)7+@):#*$B<)##r[\+):9sE4+) $E+4<DzG$G@#*. .2 0 -0.*(*@##Q Q O O $E+4< 3+4< )#T[\+)9HE4+) 9H+-)-@4<)2#/!3+-))(*#/$Eg)y4)7E#% O L# H # B  0 QPm_+1 a9.U&$E4 O )- * @5:=UE6=E \JHJYLWH><K:FJ  ACL E B:=W : <?> > :=>M:FE < AC`3L AC` EK:2L >J< :=B E EK:=> JN P=E6EKLTAVLJB @5J` :=@3>M JAC:=3LTA ABD >Y\ @3U:=:FE6EKE L P=AC\ E BYa  >ACRZEK:=LACJLJEKBLW=P=@3NC\NQJBM>A 2P NQN JY:=B>M> < <BSACN E N JDJ  AC_5E6 A :=>ML JLE J B U2L <PFAV:=NCE NQE JJ U:FEG>ML PFEKL J ACE @3\ ` JE @5P=EKL ` J @=< U G:=A _ @5JM> a ` Sb L JNCNQJ H<KJ 0 }-Q /L/31 0≤i≤N −1 [xi .2 ψ1 t0 t1 X #&RUW W m 0c-$ #M!KJ 3&#%E. t0 = xi tj = xi./+a)#0+$$C4)-O !3. b] fh f : [a. b] n−1 X{4)7) E#%Eaa+-+$@L#*)7  LI/a+48 )7@$ 8  O #%9 82LD)ua+12)t8.'+46$E4< 0 1j:+-4<)7@$T4)7E(*@4#*./#*)7M9H#/a+17)t./(%!3<#`# #%O $`)(C+-a#%+)j$K12!3W)J #0 t$FO .n−1 . #$ !]"#*J ?#%$@&(&6(%n<# .6 0.b] fh . b] N +1 [a./4<E#B!3#fG12:#B9*=4657#Q  .3 < .':+4)757@$ #v4<)7E#% <#  ! L   ) j $ e  J < 4 7 ) @  * #    <    # O 8_4<c#%$ :+7$E$E4=<#v!3#>9./#c.1 < xi.O L(&46$E)F+J )u#%$ aX+-&$KzG-57$ E4<#*l<(%#g#AWJ +4)7.T[\(*+#0@$P)4579H!3E#D4#0+!3$F)/#*9H?-+-E.j 1 ≤ j ≤ n − 1 tn = xi+1 f tj 0 ≤ j ≤ n n h= max |xi+1 − xi |.O.

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T. .)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 @.$ $E 4 OO #%9)-@#Q !2#&4Z+)r$ $C#g#%!3)+)<):#"$C?9H)u+. . b] f 0 (xi ) . .4 x3 = 0. 0 }Q7/K171 n+1 C #*k+54  C= i = 0./#!3#q!38C#%?<@+-( @$n1>#*9*) +.T+-#)$ }-Q<* }M$E&WJ 4)7E#% O L# #*)i<4#*i#*A69H#B!#MeJ 4<)7@#*EN O [xi .xi+1 ] 2(n + 1) dA4<)$E4F)+-$R O +-)$ max  |f (t) − fh (t)| ≤ C +54r6/9H+):$G. t1 ] f (xi ) xi C 1 [a. .2 x2 = 0./#8a$ 4P+)i:+7$ # n N x 1 . x2 . ?-@)!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. x N h h i = 0.xi+1 ] xi+1 − xi n  max (n+1) 0≤j≤N −1 max t∈[xi .1e3x sin(13x) a = 0 b = x0 = 0 x1 = 0.T$#T:}#*Q7E/M4<%#08U$GLc+6j.8 N = 4 x4 = 0.)7'EO#*57 L#"<4<#)7E#% O <#*# A$ 4W8$EA9./4<#%#0 $ !3#B!C#*J ?4)-@@( #*/3@:Q+-PnLEl4+?-)>@!3#T#T}-PQ74jL?-./t4<. {C)i. #*./ O #%L$j<!#0#u$ !3#*?-E( }Q#*  24 8)#H+c:W$jJ 4)79. N xi = a + ih N maxx∈[a.#g:#$R@%'+(*=3+-@E#*./@+))7@?E#f#g#f&?-4<@)7@#*' #M!3<#g#%$AWJ 4./#T57)#r+:$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#%.7 + 0.-+<'.1 = [xi .L)7E# #%$ A!3+))(*#gL t∈[xi . .:'+--4<5-)7j#&44<)7)7E@(%#*E 4#*<n#"V O $E#"[\#*. xi+1 ] f f [t0 . .%LEE#g4+!3) #M!K9H+-J 3A)$#*E@@./L)74.b] N 0./#*)7D$E4 8:)+#%:$ $ 46)7yE#*$E#%@a9HE+4++) )$ }Q72 $ELM/eJ ) 4)-@a#*+ 12L)O <t# .$E+U@@4<k4<#*+-)!)q!#X!3q@a$'+#*(*4)B)7+-E@. xi+1 ] [a.xi+1 ] |xj+1 − xj | |f (n+1) (t)|. .8 n n=1 f (x) = x1. .$ *(*@+8Q3+m`)i&L#HI3. xi+1 ] f [a./9.8K'?-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#*.6 [xi . 1.*M@#"L#%M)v49./ 4<.%). .U@457#-83+)v@#*)!3.b] Q%dA4<)$E4 0 }-Q /L/31K#0$Gk)#c9H+-)$ (057#*)9*#C4.E'#*+-@4a$E4+$@6$EU+E)4+$g)ra$ +cn9. . b] 1 max |f (t) − fh (t)| ≤ t∈[xi .#*@:)+-4<.BS!3#u#0a$S+a4+)7j12). xi+1 ] n=1 n =2 xi. 2. xi+1 ] xi +xi+1 2 xi C1 [xi . N −1 1 max |f (n+1) (t)| 2(n + 1)n(n+1) t∈[a./(0!34LE#D!3# 0 }Q7/K171sQ [a-+-…H$E+4Y&@)B4Y)[ V"#f9H4#D)7#HcE5-#%$ E4:# +@)/(H.>L)>=#E4<%46$E. 1.'-0 $E57#%9H#g%QZ4<)7}EQ723#%1H Q3]S<6L# 4E#%./4Y4<@@## O)#%#g9&[\!3+)#0$c9HE9H4+)=4657#%$D$E$E&RWJ 49.L) #*):)7!T#*@@4<!?#%## O #HA$E4 O #*.'. .'Q)783&).%E#M@#*l):?:!iQF} Q 85O 1HLQ #* Q 0 x∈[a.$ *(*@+/<+-@ $@O57#09 # @#*)! O #*. 2. b] [xi .      {C./)7O E#H#*A@a#%)>+6(L)74R!#*)LR9*#j4)7!3E#%#*$" O $EL3<#0@$*$AQ !3#j6 !3)(%E4 4O )7(%E#A#*@a@+#*6./@4<+-+) )7E$E@#gT<#M9. .%$ .b] |f (x)−fh (x)| h = (b − a)/N max |f (x) − fh (x)| ≤ Chn+1 .

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6 0.7 0.1 x3 0.1 0.2 1 0.2 1 0.2 -0.4 x1./#%$T!KJ 3A#*@. 1.4 0 a = x0 0.1e3x sin(13x) interpolant 0.1 x2 X #&RUWlBW G wx)7@#*@:+-LE4+)u:LR4)-@#* O L<#0$R!3# &!3#%$ca+12)t.2 -0.8 x1.6 x3 0.1e3x sin(13x) interpolant 0.1 x1 0.1 b = x4 0.2 0 -0.8 b = x4 0.8 b = x4 X #&RUWlBW  wx)7@#*@:+-LE4+)u:LR4)-@#* O L<#0$R!3# &!3#%$ca+12)t.2 x0.8 x1.2 -0./#0$R!3#M!3#*?-E(/}Q f 1.6 0.7 + 0.4 0.5 0.4 0 a = x0 0.4 0 a = x0 0.8 x1.2 0 -0.1e3x sin(13x) interpolant 0.8 x3.3 0.2 0 -0./#0$R!3#M!3#*?-E(n/3Q f 1.7 + 0.4 0.6 x2./4Y@#v9*3N f .6 0.4 x2 =X 4#57R\WZ#0$*Q W # wx)7@#*@:+-LE4+) n4)7E#% O L#%$T!3# :L/!3#%$n:+-<12)t-.7 + 0.4 x2 0.2 1 0.2 x1 0.4 0.6 x3 0.2 x1 0.

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 k. k = 0. VTLEE4&!3# Q . ./#f[\+E)46$@$E)-  R#@'"U ZB%('. k+1[  k + 2. .*$ @#g#D!# DQU#%mC$&:46$@+-5-4<)7@# $ f (k).)7$TE#%<E#0a$n+6L<)7$ {X9*E4E#g)><?-+@4Y@'./)#*))7%487$@9L$E#vJ #%$ #%Nx$ VUNxO !34<E#%#c+. t∈R t p(t) f (t) f t t t∈R t p(t) k = E[t] p  k − 1. .       .$T#*)7#%)iE4#*4<.S#@ A(*l)4<E4+)o!3#0$D[\+)9HE4+)$ 8 8 8 p = p(t) 1 ψ0 (x) := − x(x − 1)(x − 2) 6 1 ψ1 (x) := (x + 1)(x − 1)(x − 2) 2 1 ψ2 (x) := − (x + 1)x(x − 2) 2 1 ψ3 (x) := (x + 1)x(x − 1) 6 t F4E# 24 24<)+) k := E[t] t=k p := fk . f (k + 1) . f (k) ./#g574W83a+ !3+))(83[\+-@)4Y Q j D\')#&B% 8 )+-)j#%)-@4<#%_#HC$ +-4Y 2+-4Y 4P$%J ?4<c!3#B!(Hl)4&#g:+-<12)t-.  f9*+e)7*E4H)2kL#&kL#& L3I W L$"#*) .AD BW& d&?+-E4<E'. f (k + 2) .$)$Ea+-!K$EJ #A)9H#i+-)[\)2+-)#%9s$_@4<+-#%) $ L#*@$ O   O f (t) t 62o4@+3[\9.%E#>#0$CeJ $ +#%) 9*#*+.T# !3+-)7c#M"?. f (k − 1) . t ∈]k..$E$C!3# a+-$E#*#o)7@574<. ±2. t  k + 1.+-')#%9s$c@4<8!3+-#) )+-Q )v:#%L)7/E4#*)~08:++-)><12!3)(*t-l. ±1. p := fk−1 ∗ ψ0 (t − k) +fk ∗ ψ1 (t − k) +fk+1 ∗ ψ2 (t − k) +fk+2 ∗ ψ3 (t − k) t ψ0 ψ1 ψ2 ψ3 ]DL69HF!3# k 34 #0$GR#%)-@4<#% 24)+)v+)>9%L69H#  t p(t) .L @4<'#S#"#*)7:E4$@.-. &   .T)4<#iA!3#i)#B!3#*?-E(>@+^1yI24.3UI @4<57+-) U@E#va!3+# 4)-.

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L=@#%. 6 1 ϕ1 (t) = (t − k + 1)(t − k − 1)(t − k − 2). 0< . 6 1 ψ1 (x) = (x + 1)(x − 1)(x − 2). ψ2 (x) = ϕ2 (x + k). ψ3 (x) = ϕ3 (x + k). p p(t) =f (k − 1)ϕ0 (t) + f (k)ϕ1 (t) + f (k + 1)ϕ2 (t) + f (k + 2)ϕ3 (t). t ∈]k./)7#> 9H+@@#%$E:#*+-B)<!#0L$ )7/L#%#*$ q. ϕ0 ϕ1 ϕ2 ϕ3 k−1 k k+1 k+2 1 ϕ0 (t) = − (t − k)(t − k − 1)(t − k − 2). 2 1 ϕ3 (t) = (t − k + 1)(t − k)(t − k − 1). k + 1[ 8<+-@$ ψ1 (x) = ϕ1 (x + k). 2 1 ψ2 (x) = − (x + 1)x(x − 2).':(HlL))46?-$@#*$ . 2 1 ϕ2 (t) = − (t − k + 1)(t − k)(t − k − 2).*$GEB@#%6 $ O O <#% Q !3#%3Iy)+-./# !3#M!3#%?@(1n@#*P57# + f (k + 1)ψ2 (t − k) + f (k + 2)ψ3 (t − k). pε (t1 ) = pε (t1 + ε) = 0.L4)7E#*):L)7 * p(t) =f (k − 1)ψ0 (t − k) + f (k)ψ1 (t − k) X!FJJ #%)-<?-@+E(%@#q4Y@'$ +-.T#0.*E@}#Q}!3QC#qF#0$ +-$ @4<# @.$ @(%$E#*)7E(>!)$/QkF<#i#. 6 {Cha#09sE#*&+))+$A<$R#j!9. p(t) t∈R fk = f (tk ) t0 < t 1 ε < t 1 − t0 p ε pε pε (t0 ) = pε (t0 + ε) = 1./+-)#*$c)7A<#0!3$D# [\+O )9HEE464L+=)$# 8 8 Q 8 mX4$@57L # x = t−k ψ 0 ψ1 ψ2 ψ3 x ∈]0. 2 1 ψ3 (x) = (x + 1)x(x − 1). 6 XJ (%?-<4<E( 0 -} Q /L71D$%J (09H@4YR. 1[ $E+4<&#*):9H+@# ψ0 (x) = ϕ0 (x + k).T . 1 ψ0 (x) = − x(x − 1)(x − 2).j=@#%$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.

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+1] −1././4)U@#*v9H+./#%$r!3# !3#%?@(i1pa+ j}-Q 2D\+')4< #&B% 8 8 8 T=-$ #B!#BPL?-@)?#g!3# $@$ +39H4(*#gLIra+4)-.T+-)7E@#*/5-# 8 /Q 24 eJ 4<8X)7#*@v#*@:4<+-)$EL4 E4+)i#%!K$ uJ 3A#*)@. 0.j#r4<):$ 4 ϕ(t0 ) = 1 ϕ(t1 ) = ϕ0 (t0 ) = ϕ0 (t1 ) = 0 ϕ t0 t1 f p R +1 p(t)dt −1  f (−1)./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. +1 .j#M!3# 248k.eJ$ 4<)7@#* O <# Q7{CI2E4.U 0 }-Q 671D)+$R O +)$ * nJ 3E@#gLE%83WJ (*?-<4<E( 0 }Q7231c!3+-))#* ϕ(t0 ) = 1 ϕ(t1 ) = ϕ0 (t0 ) = ϕ0 (t1 ) = ϕ(t) = lim pε (t) ε→0 0 ϕ ϕ0 ϕ1 ϕ2 ϕ3 t1 t1 + ε t0 t0 + ε P3 pε (t) = ϕ0 (t) + ϕ1 (t).n)F8c)+:$ pε (t) = = (t − t1 )(t − t1 − ε) ε(t0 − t1 )(t0 − t1 − ε)(t0 − t1 + ε)   × (t0 − t1 − ε)(t − t0 ) − (t0 − t1 + ε)(t − t0 − ε) (t − t1 )(t − t1 − ε)(3t0 − t1 − 2t + ε) ./#H $ +-)v!#MQ /"($E*#%@9s4Y@l4<+-#%)>T571Q :#rQ o[\+@. (t0 − t1 )3 ϕ0 (t) = 9A57+# $n #%O $ +D):$M)#"!3+!3)#09q$D57=4<#%L) E@#R[\+):9sE4+):$S8 !3#f=-$ #f!3#%$S:+-<12)t-. (t0 − t1 )3 2(t − t1 )(3t0 − t1 − 2t) − 2(t − t1 )2 (t0 − t1 )3 (t − t1 )(t0 − t) =6 ./#%$D!KJ 3A#*@. (−ε)(t0 − t1 )(t0 − t1 − ε) (t − t0 )(t − t1 )(t − t1 − ε) ϕ1 (t) = .$ 8 8 8 Q3{C)i3@4<46$E)-&#gE(0$ Y. (t − t0 − ε)(t − t1 )(t − t1 − ε) ./+#M4< !3#j!)#*?#T@[\(n+-/T)9s5-@4<+-4F)4<)79*@+#*)7@:E4+-)2<# #!3#*+)i))<#0(*$R#a$ +4M)-. ε(t0 − t1 + ε)(t0 − t1 ) ϕ0 (t) = {C+-=3) E#%E)(0+!3)$ 46$E*)7r#%$v!3#*3I [\./#o4Y[\@+# ):09s$EE#%4+9s0) QF!}Q7#o231H=Q $E# !3#0$qa+12)t.      8_. f (0) f f (+1) [−1. (t0 − t1 )(t0 − t1 − ε)(t0 − t1 + ε) /Q3m_&!3(Hl:)4Y@4<+-)>!3# 8)+:$R O +):$ * ϕ ϕ(t) = lim pε (t) = #*A!3+)983#*)>!3(%E4 O L)7%83)+-$c+=E#*)+)$ ε→0 * (t − t1 )2 (3t0 − t1 − 2t) ./#H#* +-=3E#%)7#g9*+ W)#%) 9H46[\!3+#M):9s EO 4#0+9A) 6n!3# [\+@.9HE4+)$v9H4<N€!#%$@$ $vV ) !3(%)+.

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01 : = = = 14.01 h = 0. h 0.342550 1019 c |c − c˜| c˜ N c η = 10 −N |c − c˜| ≤ 5|c|η c = 1/3 c˜ = 0.0100.00000)2 49.0600.01)2 − (7.333333 η = 10−6 c |c − c˜| = 13 10−6 ≤ 5|c|η c f 0 (x0 ) ∆h f (x0 )/h ∆h f (x0 )/h f (x) = x2 x0 = 7 h = 0./?#*))74<Cl:#/<9%#A9*ULE)4<6+[9H$%.0600 ∆h f (x0 ) (7.4<[ $&$!KaJ +L@@k++-)=3!3E46#%$%)Q34wxkk6$Ef39Hƒ/+):f9H!3#j$ 4+E)j#%)4<!3) @#B#%@$E#)Q0#n{C.06 : Cm!34<hZ4(*$@@57#*)# 9*#%$ )+#0$Gn$T9H<+-:)$j9H?-@+-))$n!3#q57a#r+eJ #*@@#*n+=3@#*)257#v#r:L+-T o[\+@.4Y5  )T46$@5-#HI3#*# .06)2 − (7.06 h= 0.01000)2 − (7.00)2 49.hZ'#H40)8U#j)!3+46:$ $N O +-=3E#%)+)$R!L)$R9*#g9%$c#%$ O <#%@$c$E4 O )7E#%$ * f 0 (x0 ) = 14 ∆h f (x0 )/h h = 0.0100 0./57# #87+.$E57FJ +)v( O L# a+&L@+39./(*@465-#*.0000 h = 0.01 h = 0.01 : = ' ' 10.0 ∆h f (x0 ) = ' ' 13.0100000 h = 0.'#*c)2.1 − 49.'4YhZ8 @#%$A$E4?)4<l:+9* LE4<[ $*8 )+-$c+=E#*)+)$cO a+ #H <#0$ O <#%.06 h = 0.0600000 0.00000)2 49.$R$ 4 O L)7E#0$ * 3./#*)7 Q f eQ 2+4) +:e$AW :  ]D+):$c9*<) +-)9*$ 9*6UE#%&57<4P+-@)$@#j57!3#46$ a+-$E#j57#j!38 #Z19.0600000 ∆h f (x0 ) (7.42550 1018 = 0.06 ∆h f (x0 ) (7.0./4<4.T!3.%# )5f#B9.n8`=L)E+#+.0100 h = 0./#c4<$G@Q @)7_WJ 4<.8436 − 49.0100000 0.j#rQ_]S3I # a'+-$@(*L))7+-`.0600 0.0000 = = = 14.0 h = 0.06 : . h 0./a+E@L):9H#R!3#%$_#%E@#*@$k!KJ L@E+-)3N ` { @    3 !  4  +  ) ` $  . =B]P=JMN >J< B.$E57# #*&eJ #*@E$ #%4_#HD&#5-!K9*JLL#A6@9HEW+-J +-)L)q!3E#*!346$R4$Eg$ a+- E$E@#A+!3):$E#*#g!3.)/#H9.8 − 49. h 0.00)2 49./)>+CL)7#H@@I3E #/#*.'+@4<hZE&#0E9s#0)pE$R#%$E$.   < 4 7 ) E  % #  ) L  7 ) `  !346$c+.@3\P U`3AC` RZBDP=: <3UG_S\J >M`A FP=E6BA < UE P=L UA PF> N   b J>ML P `5` JNQ\JSJBMB]J< B@  P=BMBD:FE @=A >)>M< B b  PYH<KPFEKL ACL \ J>ML P `3` JNQ\J ` B]\]UA >MAV:=E BDJNQP=L A2J @=< UPFNQU< N P=L J< B b  PYH<KPFEKL ACL \ 9*9.01 (7.$c$fQ-+m`.1401 − 49.#0'$Gf4<ha<@4(j#%$_L$E4<?-Iv)#%4<l:E@9*#*LE. h 0.3.06000)2 − (7.

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/E9%+-U)E@4!357+46):$`+-$C9H)+!K$S.T46$E#g$ERWJ ( O LU@4<+-)v!3# #*@E#%RL=$E+#M9H+-./46$ #M$ERWJ ( O <:UE4+)i!3# h 8 h = 10−7 10−8 .  f (x0 ) ∆h f (x0 )  ∼ η |f (x0 + h)| + |f (x0 )| ' 2η |f (x0 )|.   η |c − c˜| c˜ ∼ |c − c˜| ≤ 5|c|η c |c|η f (x0 + h) − f (x0 ) ∆h f (x0 ) = def h h  O #%9"8)# 1DO L)+#*$c +-=3E$ #%)+:)+7$ $ (%* #f!3+-))(%#g$@L):$c#*@E#%R!KJ E@+):!34$ 0 #*I3#*. f (x0 + h) ∼ η |f (x0 + h)|././46$ #M$ERWJ ( O <:UE4+)i!3# #*@E#%RL=$E+#M9H+-.T46$E#g$ERWJ ( O LU@4<+-)v!3# #*@E#%RL=$E+#M9H+-. . h W{X./#.$a!FJ E@+)!4$K$EFWJ ( O LU@4<+-)g!# ∆h f (x0 )/h 2η |f (x0 )|/h er ∆h f (x0 )/h . .T.* #*@E#%RL=$E+#M9H+-. ∼ η |f (x0 )|./.E!39H4<+[E$C#g):#H9H!3X#$E$ +4+)7)PX8U!3e+-J #*)@9RE#%!3#0`$_Q !K4<)RJ L!#%@4. ∼ 2η ∆h f (x0 )/h |f (x0 )| .J +)qL.+-!3346E$E#R#R#*[\!3$E+#R46$D`?-57e@J ( )O#g!3<#%#%$cL`9*E4+@)9*+=!36$D# =$E<+#)7c2E4@).T./J +E.%$c+-$C9*#%$@X+^9*I2!334<# NN 8 )++):$K$ReJ+-#*=3@@E#*#%)K+):@#*$ 6U* @4 O # !3#XL3If#*@E#%./.

.

.

2ηf (x0 )/h .

2η|f (x0 )| 2η|f (x0 )| .

= .

er ∼ .

' 0 . ∆h f (x0 )/h .

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/[\+#*))79H1E4+)>!3!3#/(Hl:[ )…*4<+#g)pVi +=3@#*)4B6i$Ma#HE4<E#   f : R→R Eth = 21 |f 00 (x0 )|h x0 ∈ R h f 0 (x0 ) f 0 (x0 ) ' ∆h f (x0 )/h Eah = 2η|f (x0 )|/h f 0 (x0 ) η η ∆h f (x0 )/h E h = Eah + Eth Eh Eh = |f (x0 )| 1 00 |f (x0 )|h + 2η . h g(x) x>0 x ¯ b g 0 (x) = a − 2 x p g 0 (¯ x) = 0 x ¯ = b/a g 00 (¯ x) > 0 g(x) x>0 h Eh s η|f (x0 )| . :+-v#HI3@#%$@$ 4+) 0 O +4 0 /3Q}}[1q:+-uWJ #*@E#%r!3# f 0 (x0 ) ∆h f (x0 )/h N h p · 10−N/2 0 f 0 (x0 ) f (x0 ) ' ∇h f (x0 )/h δh f (x0 )/h Eh ' 1 000 |f (x0 )| |f (x0 )|h2 + 2η 24 h f 0 (x0 ) f 0 (x0 ) ' .n-$E<$E#y# fL:3#*I !3E4<#*!3%Q4<haIom_(%+-[\E+#%46)R$B9H9*9H#0L+-$q6)79HE4@<) +#%D?-./4<)4.  .#%U$ @_4579*#-4<Q-kwx576$S4<#S)!#%4$k579*#%)-9*R657$9*#g4YNx$!34a#%+$@$E)r:$F#%)F3J +S)7[ `4<57@F#AJ ))#"# O#0L$G@#*4<.jQ2]S6./m_+<#&"!!3# (*E#*$@#%./E@./#*)7` :+-O < #%C+EQ:4.9%0 9HL#/(*69H@5-465-6U4k@#r)P#*!3J #0D# $Gg)#g!3$A4$EEa+-+-#*U$@) zGL+)7cE@4$"57<46<$E#/#g)79*!3T-# $]61Ao#H[\M9./574<)# 4<. &&./@#*#j6U!3@#%4 O $&# #*@E82#%)+@:$A$S!KaJ +E @O++):):!3$X4$c)#*+-"!3$c#MUE@EE#*+-):)!39*EL#gEVB@#Q:)C#gJ #*#*@@EE#%O#% @+L@<# T!+)9fWJ #*I2E#0$E$E4<+-)r$E4 O )7E.j$E:+=)+7@$#"$/+-a6) +-$ $E[\4<+-E4<E[_.  &' S"#.171 wx#%CE@#0#*$Gnc:a+7+-$E$@$E$ 4<=4=<#q# !3#q9%QL{C69H)i#H#*hZ #H%0 E8:'$ (%+-+4Y@4576#%n.nL#T@+39.# * 0 /3Q}. S"#. 2 h h Eh g b x +5$E34ƒ/AA#B!3@#B(*#*9* 9*57#*4k8 E(0L4$E#M<#n.@.  ./@#*#*)70iQd&!34+))$E)4e8(*# $E4P0 :Lr 4<#%>!30 #B9*9*<#% +384 )+#0$&$Gv9%L6 9H+@):(%9H$ 46$E4<+-) E#%LE4 O #  !#0 9 @+L)v@9*<# 9*LE#%D!#fE(09H8:46$ $E4++.U@@ #*4<O )+-#%)>!39q@)7# ) N !3#MWFJ +#0.%E#&a#*!n#"!6 # O LL#*#* O !3(*l)4#ML *##0R$GA!W# J O )(*46@5-4Yl:#j#*R.jX<#!3#&/3@EQ 4F+-1D)1s9*QaLm`EL"@#A9*9*++)7.  )&Y&'./)q. L4@!#*# .n4hZ+-E#0) $D#rO $EL#%4?3)I M4<l:9*!3L9*4YLhZ69HE(*4<@[ <#*$*#%):87"+9H#%)v)$ j#T4)7E(%E@b*+^cI24Vn.3'I +):!3$ 4<ha(%E#%)9H#0$"L@T(H@Eo+-?[\+./f#*L)7`(*E?7+^LI34<# N . h=2 |f 00 (x0 )| H# #H" 6 O L#*"!3QA# 9&+-9H+-$RE9H@+-#%)$Ea9H+)+!):$D)757RVu#  0 /3Q}*?1 wx7.'+):$ 6)q+-[\+-$TE.TE#0)#%$E)7$E#M4ML#%!$%(*8`@@4 4e+^O Q I3#LQ4<=.')v+-)42$E+-46$E./#M#0?-$u@9H)+-)!3#*$E4!3D(%@!3L# E4+)$qE#0$G@#*)7Q  L6L=#%$q$E4f)+$uL@+39.<#/LE#H4B+)u$E+!34< # 8)#H+ :$ Q 9AV +$S O +):$ O u57#AWJ #%[\+E@@#*. 3! # :+-a + $Ra#H@4Y@# O L#*&!3# %# $ A!3+)9 p p=2 s x ¯ |f (x0 )| |f 00 (x0 )| /.j!3#0$*8#rO 4eQ #3Q I !34<ha(%E#%)9H#0$n9*#*)7E@(*#0$*QZ8km`4WLQ #-MQ 9H+-)7E@#8Z$  4 @E+-)9*LE@#[8S1 W* J #%E@#*qE+@<#L./L/   3             S    &'   .9%LU69H@4 O 6#*U.n./#gb*!3. "Y&' 9.+-'E$E4<./#8:4$EeO J#&#*@#%@$ #*Df!KJ @+^EI3@4<+.):!3U@4$&4 O #%#*$ ./@M4<)!#*+))8:(%4#  g(x) = ax + a = 12 |f 00 (x0 )| b = 2η|f (x0 )| x¯ ∀x ∈ R.$q!3E.PL@E'4+(*)q+-E?-46E57+7$E#X$E4<#*.

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/+-)#*$P)7c!#D<+-6@ $@57N€# 4<.%8aEL# +!30 . O" $  &./#   m−1 h m−1 h h m−1 h h m h m h m h h   δh2 f (x) =δh δh f (x) = δh (f (x + h/2) − f (x − h/2)) 0 /Q<})851 =δh f (x + h/2) − δh f (x − h/2) =f (x + h/2 + h/2) − f (x + h/2 − h/2) − [f (x − h/2 + h/2) − f (x − h/2 − h/2)] =f (x + h) − 2f (x) + f (x − h). " & ?-(*)(%P3@+#%4<$T<46+$E(%a$c(*.[ 4$j-#*…HR+-3)vI $E$R!344<?-haO @(%)7E)#%E!u)#Q9H57#0$T# 4<)7E83@++3)i!3!34<(H@l$/)!4Y&)@$j(%9*6@$E$ 4 #09s#*E. hm ∇m h f (x0 ) .     3   574PE#%)!3.   " ./$ +-)r.JiE6U]LI:F:eEG@3W$>M_\L BMP=A6EK2APL J N J a JML>M>MJA LZNCNQJ./@#D#*!3)(%! E4 O #%(%@# $ *(%E+:Q-9&+:!3$S# a+L j+a):+$D4)7 4<):$ 4Z8L(*!K)J ++-)@!9*#*E# #%$&E(0$ <@L@$R$E4 O )7O @$%85-4K?(*)(*./)!3!i+#0)7$"!3E!3@#0#*$A4<hZ!3(*574<@hZ#*(*)#-@9*8X#*#%)$ $f4 9*9H#%#*$&)7#0@$GEEq+-(%#%?$@1c)#%$@#i#H$ g4 [\O +$ #0)4 $X9H+-E4>+) E(*E@$@+#%$ #?$ fr. hm δhm f (x0 ) hm E$ +8 )7`!3#H #%$`@#%@$E+^aI3#%4<9s. "##%$&T+[ a…*(*+.@4 U@#*4<.$ 44<@#j8 Vv9H#T5-#H4_u(H$E@+(j)7R[ 4Y4<M)(0!LL4):E#0$A$*Q #T9%$"+34 8a)+-$ O (*@4<l+)$"57# !9*#j-$E9Hwx$E6A#$@#%$$ #q:+7$E$$E4k4<=+<$ #o)>4+!3)>#oE#%)!@!o(*#*./#%$ /Q /n#Hg/Q 1O * UJ]_5:FUEKA >M=L L ACJEH < RZE J. dA4<):$ 4W8R#HI3#*.!3@!(*+-#%?-)$D)+(4< ./.n.%.L4$E#*)7c<#0$cO E'(%+@.   )&Y&'.!3)iU#M@#*#*6j)7E.) UE$E#%4<.  &' S"Y.< E H<KJJ E6LTAVJJLB ` :2>MACL A  a >>:=A E6LI@3J>ZE :FR BDJ>ZJ>M@5L :=EKE \M> a P=N :=B >Z:FA AC> N 0 /Q<})651 0 /Q /‚51 f (m) (x0 ) m h h h 2 f x0 h m x0 ∈ R h0 > 0 C ./4)4<. a+ h=2  3η|f (x0 )| |f 000 (x0 )| 1/3 . 0 /Q<}4F1 0 δ f = δ (δ f )./4+#%) )- /3Q* }ua#* O #*)7/bHE@# O m 1 ∆ f = ∆ (∆ f ).*. 0 //Q<Q<}H})552311 ∇ f = ∇ (∇ f ).#$ #%$A5-:L)7E4<E(0$ m=1 m ∆m h ∇h δhm f f C m+1 f C m+2 x0 ∈ R ∆m h f (x0 ) . Z    &   .

.

m .

(m)

f (x0 ) − ∆h f (x0 )

≤ Ch

m h .

.

m .

(m) .

.

f (x0 ) − ∇h f (x0 ) .

≤ Ch .

hm .

∀h ≤ h0 . f : R → R ∀h ≤ h0 . (m + 1) .

< EH∈<KJJ REKL AVJJL B h` :2>M>ACLTA 0a >>M:=A EKfL^@3:J> RE :=→R RB]JM> JM>M@3L :FEK(mE \> +a P=2)NQ:FB > :=A AC> N C ./L   3               UJ]_5:=E6A >=LTL ACSJ)E  < RSE JJcEKUL:=:eEK@5W >Mm\L BMPFA6EK=APL J mNQJ a JL>M>MJA LZNCNxJ.

.

.

.

.

f (x ) − δ f (x ) .

≤ Ch ∀h ≤ h . 0 /3Q7/3}21 .

.

/4<)2#*)7#%@)7#*X)7<u+-@$@+57./#%)-@#*)7c<+-@$@57# L?-./4<a#*#%)7$ Xu4. m $E4 O )7 0 La#*(     1 *    0 j !   .*57).O.57)9%U#*@C57E#o#&57#%$ 4 #%E@#*./?. 2.T#%)7E# 0 (m) 00 00 IV 0 0 0 m h 0 0 2 0 m IV 0 0 0 0 0 2 0 0 0 0 0 4 2 m S   &'   .4<$ EA4<L["4)-a)>@#H#*@#*)4Y)7 @)74<h#%kAQS]Sa)+-+#X$E)[\4Y+-$E@44Y)[G!9s8:(*@4<@4<++-#%))T$ $nA9*+<:#0)7+7$TE$E4:$E)24+-=4<# <)7#Bf@$ !:#jxR9H+-→=)$GR@xE804<+@)n#Mjha<#j+4:)7 +- O <#%x129 )t-j∈.0$C$ +- O #%)7 O f (x + h) − 2f (x ) + f (x − h) ./!3L#%#%$nE$%@8S4<!3.  S" . ./Q #v<#0)$n+9*+$T)!WJ  4$E+#*))7$/Vo~)!#v)#*$n@@#*$T#0!39s@#q4<+-@) E+-)@9*(%L9*E(%!3@#%#u)-!K@#J +8_./!344<)7./)#B$qE+-+!F=oJ +-.%9*#%$%46#%!38k$&#0!$*#v8S3#HI>!3@(*9!3[\+QX4YhZ@[\. 1.j)=$ @2NW#v)4 +-:+7$k$#%.%4$T+. .4 $jf!K#0J L$G@/E+-)$@$!3# 46$ !34.T=R# 0.T+-$E)4W#%8:$/)7@#%!K$u$&J #0[\!$+#a@.T3aI~+E#%@E@)7#*X@!3$#&!3@# #*. ./E@.$E57# # O !h4<.j.  & "#.UR@<4<#0+-$c)n4<!3)# ?-(*f)4(x#*@)$c0#*4eAQ #$*Q J m(%9*E=4 #%2)-1k #H* f (x ) 0 4eQ #Q m = 41_$ +-)-_@E. h !3#%3?-FI3LE4<#0.TJ (0!#-9H4YQ:+hZdA<4<$E#%)4<.n#.*. f (x ) ' 0 /3Q7/J/51 h f (x + 2h) − 4f (x + h) + 6f (x ) − 4f (x − h) + f (x − 2h) f (x ) ' h /0 3Q7.  .EL@+. &$ * ^O #*/"+) )))+-+-.(*+-@)7U#*rE):49H+4)-#%):@$&$j#*l (%O)#%-4#%)$G$"@4<r49H57#*!3)7#%#0@$v$*E8_(%!3#%!3(*$&#u@4aO +(*E+#0$N W3J @4<46$ @(%+^#%I3$c4<.  . 3.!3#%@$T# #*h@E#%$E./O 4#[)21sQ7# m`L0 X9H+9*)7+@)7@E@4<#@8#*.%!F#v./K171 @]S(*#0?-$B]S<[\4++-.$c!KJ L@E+-)!346$Dh?.

h h ∆h f (x0 ) ∆2 f (x0 ) pm (x2 ) = f (x0 ) + (x2 − x0 ) + h 2 (x2 − x0 )(x2 − x1 ) h 2h 2 = f (x0 ) + ∆h f (x0 ) · 2 + ∆h f (x0 ) = f (x0 ) + 2(f (x1 ) − f (x0 )) + (f (x2 ) − 2f (x1 ) + f (x0 )) = f (x2 ). . pm (x) = f (x0 ) + 0 /3Q7/U?1 9A++)$R$ $EO (%9%E9H4<#%l$@+$E4):O $`#*. pm (x1 )./#%)-R57# %# $ D)u8 :)+-+<12$c)t-+-./[ #*9*)74<#*. m!h pm * m pm (x0 ). pm (x1 ) = f (x0 ) + . .  %  0   ∆h f (x0 ) ∆2 f (x0 ) (x − x0 ) + h 2 (x − x0 )(x − x1 ) h 2!h ∆3h f (x0 ) + (x − x0 )(x − x1 )(x − x2 ) + · · · 3!h3 ∆m f (x0 ) + h m (x − x0 )(x − x1 ) · · · (x − xm−1 ). ∆h f (x0 ) f (x1 ) − f (x0 ) (x1 − x0 ) = f (x0 ) + h = f (x1 ).T=3E#g#%)!3+#f):!3$ #*?-E( #*%83$ 4Z)+-$D9*L69HN pm (x0 ) = f (x0 ). .

/O +#A)!3$_#A.J/ 2 {X)/[#0L$G4<D%8L))+-:+-$_<a12)+t-.$ #%$ XeJ )46578 #Aa+12)t./!3+#%)7?@@E( #%_5787L# +.+':=3L@F#*Qk)}[+-1H)Q:$ wx_#%$ A[ -9H4<#T!3# O O 0           ./#&!3#f!3#*#*?-CE( 46$E5757# 4 4)7+E4#%&E57a+#M# $ 4F)!+)$R$"!3<(%#0E$ 4 +-)$ [\+:46+-$R4<)76n@$ @#*6U@4<+-) /3Q7/U?1s82)+:$R0 9.

2 0 2 2 dx h h2 *a#fB+L49H):)7#*$ 6R4Cl:!3?# @# Qe/9&Q<}C+-$E)++$f)7R+$k= $E@O #*+3+- 9./$ #B!3#B!3#*?-E( //5744<)7@#*@:+-<#M6T[\+)9HE4+) x∈[x0 . m pm x 0 .U#0@$_#*E(0. · · · ./9HE#"4+}-) Q<}ca+#%$ ` (*@=<4`WJ #0[\$G+-@44<$M.@5J :F3E BD\ P  H< A ACEKL JB ` :FNQJ @5P=EK> NQJ> ` :=ACE6LV> pm j = 0. m!h dm ∆m h f (x0 ) p (x ) = ./: # wx3/3#0Q 5$GC8K.n=QFm`=L#%M$_#*VgI39H#*#*. .*W . .   )&'YO 57#wxZ9*#*#0$G<c#0$f:+757$E$E#T4=)<#f+-!3$g#" EO @++):O$A#*9HS+-!)#%$E$X4!3[\(%+E@(%.  pm pm (xj ) = f (xj ) j = 0. f (x0 )) f q2 h Z O&)$ * ^ Y./++4)7)7@E$ @#*A57#B8$E4 #*#% $ &O #B:+-8:<12L)+t-. 1. .-):$_FE* 3DUEi4<46:e$E#*W&` #c24`E'6r(%+[\@+.j#%$XzG#%$D$@5-!3P#gJ Vr!3(*@4@O (%L$EE#*4)7+%)qQ )22. m 0 m dx hm pm (x) = f (x0 ) + (ii) 0 /Q /L231 0 /Q /J551 A9 +$D@#*@. m dxm hm 9A+$A O +):$S4<)$E4F @4<#%<#*./:(*+7@$465-+-)#A$A:Lg$D#HI3@#*(%.57:L#*&B!3WJ( LO )#*+<+-?:4#T#%.5-#%$%Q a`a+#H O +. x m m f (m + 1) m m dm ∆m h f (x0 ) p (x) = ./#%)-R. m xj = x0 + jh (i) m f ∆h f (x0 ) ∆2 f (x0 ) (x − x0 ) + h m (x − x0 )(x − x1 ) h 2!h ∆m f (x ) 0 + · · · + h m (x − x0 )(x − x1 ) · · · (x − xm−1 )./J #%E#*@)7#*B`!3(*$E@4 4 O O =)7<E#-#c8Z#*))7+E@#$ f f (m + 1) pm max |f (x) − pm (x)| ≤ 1 hm+1 max |f (m+1) (x)|./# #q!3#39AE+-#.x0 +mh] +-&=3#*E. 2./In(*#)8F+4C)9*#%(%$ $ [ -9H#*4)v<#n#%!3$R#Ma./+)7@E(g#f@(%$E<@LR$E4 O L)7 * U=Hi:eW  6A P 2JU JM>ML NQJ ` :FN=E FRSa JIPFNQ@3:=J-B>.-c&@+!3) # 0 /Q /LQ 71f#Hn<#a+12)t.*). 2(m + 1) x∈[x0 ..T#%)7#%)7E@R#!<#g#q„ka^+1212<+-)Rt!3.x0 +mh]  pm x = x0 f q2 x0 − h x0 f ∇m h δhm x0 + h δh2 f (x0 ) f (x0 + h) − 2f (x0 ) + f (x0 − h) d2 q (x ) = = . 1.a+-$@4$ $B4= #R#%!K9nJ (*<#0@$M=+<a4C(*!3.$ $ <@L@$`#H$E #*. 2. .#%)2Lv. ./# `a!L)$M.O)'+-$F#%)@$D$A#*+57@.9*U+@)74<+-E)T4)!F. x1 ./9H46$E#%#$      .(%$E#T$E57#*<)7#0# @$M(8*9H+-a#%$+&E=:#*EE)#04<%#X$"Q [\!+-#%)$f9s@?4<.L.-#/FEE'DU(*i+@:e. . x2 ./4<)+-)$R9H#* @#B$ #09sE4+)v&!3#*3IvE#%. . .+-L) '#%!3$f+!3)# )(*#-80#H$EB+)B!3# ?-@L' # f q2 (x0 .

$@):5-$RL# h$@$ 4E #%* )! O #%@$!*(*@+Q 24)+$"$ =N $ h )!3 (0h/2 0 δ f (x ) f (x ) h 0 /3Q7/K871 = f (x ) + + O(h ). x0 ] f 000 (x0 ) 2 f V (ξ) + f V (η) 4 f (x0 + h/2) − f (x0 − h/2) = f 0 (x0 ) + h + h h 24 5!25 $E+4<%83&!3(Hl:)4Y@4<+-)>!3# δh f (x0 ) * 0 /3Q7/L431 +5$ E4>4<E49*+-4 )O(h $ 4?)!#M))o$ E#0/$GQ /*@#B4F1H!K83J )++./#*)7 f q2 x0 − h x0 x0 + h f  2  3 f 000 (x0 ) h h + 2 3! 2  4  5 IV V f (x0 ) h f (ξ) h + + .^1-)7D57U@E#f[\+-4$ 0 /3Q7/K851DV 0 /Q /*4F1S)+-$R O +-)$c!3+)19 * f 000 (x0 ) 2 δh f (x0 ) = f 0 (x0 ) + h + O(h4 )./[\4<+E)(B9HVTE4+WJ )+-@!3@#n9H4)235oQA9A[\++46$M$c9H+-+=3)7E@#%4<))+.!3E$c# +-h=3E#%)++./)$ #*)7* B!3(%E4 O L=#/#HB9H+-)$ 46!3(%E+-)$f<#q!3( O #%<+-:#%. h/2 24 4 {C)>$E+$ E. h 24 4 4 h/2 0 0 000 0 0 2 4 δh f (x0 ) 8δh/2 f (x0 ) − = −3f 0 (x0 ) + O(h4 ) h h Q . 4! 2 5! 2 h h f 00 (x0 ) f (x0 + ) = f (x0 ) + f 0 (x0 ) + 2 2 2! `m+54 L&$E+#%$:g$G@@)-9saE4++4)r)7B)+!3:#/$ReJ 4<)7O +@#*): $SO !3<+-#)9* [x0 . x0 + h2 ] ξ #H #%$ g)a+4)7B!3# η [x0 − h2 . 4! 2 5! 2  2  3 h f 00 (x0 ) h f 000 (x0 ) h h 0 − f (x0 − ) = f (x0 ) − f (x0 ) + 2 2 2! 2 3! 2  4  5 V IV f (x0 ) h f (η) h + − .T# !3#j!#*?@( //LIva+4)7@$ 8 64<r./J5   3               f q2 x0 − h x0 x 0 + h X #R\8 Wl:eW& xw Q)7E#%Ea+6U@4<+-)v!# L&)>:+-<12)t-.

/L4      .

U@#* 83[\+-E.n<# 0 3/ Q7231s83)+$c+-=3E#%)+)$ δh * 0 /3Q 1‚71 8δh/2 f (x0 ) − δh f (x0 ) = 8f (x0 + h/4) − 8f (x0 − h/4) − f (x0 + h/2) + f (x0 − h/2)./(HEQ7'wxa+2$E!3#qƒU@lj)p!3!K#&J +@#*=3)@4#*S)9*4j+.n  #%$D!KJ +-@8 !QEwx# C#%$8 B8 :+7$E8 $E874=#*) <#q!:#+-?(*S)(*. #*Rl)<#%.T#%)7 f 0 (x0 ) = 0 /Q /J651 8δh/2 f (x0 ) − δh f (x0 ) + O(h4 )./!3#03$gE#f[\+!3E# N f 0 (x0 ) *   % h4 %    #  "  "#    !"  . #*A!3+):9 0 3/ Q 1‚71X!L)$ 0 /3Q7/K651S)+-$R$@$EE#M57# 8f (x0 + h/4) − 8f (x0 − h/4) + f (x0 − h/2) − f (x0 + h/2) 3h #09*(%$G&!3(j):#B+-LA+-E=3+^EI3#%4)./4<fLE9H4#*+ )vE#B!3[\# +@.L@4$E+3#*9.!3@# QP#M @+LN .M'#*9H#* @#q. 3h m`&!3(Hl)4Y@4<+-)i!#MeJ +a(*.j#B#%$ W"J #%E@#*:#%c<( !#gE@+ )9%UEE#g#% $ A!KJ +.

  6 8 ..aL+)7E# mC E =#*#B4 8_5-4eQ ##QC8 ∀h$E4 f≤#%h$  8 6 [\+-4$    0 . . h δh/4 f (x0 ) δh/8 f (x0 ) ./Y#*)7:eAW& !3(%A(E4 %O .. f 0 (x0 ) Z Z. ./L=+)7#E8@#*</+-@W$DJ #04$GF@4<#H. &    .I346U$G@@4<#f+-) )0 #B/3Q79H/3+-}[)1j$G.  9*f +e)7*E4)kJ#&kL.

.

4 .

(4) .

.

f (x0 ) − δh f (x0 ) .

≤ Ch2 . .

.

j# 0 /Q<})851s8*)+$F+=3@#*)+-)$ δh2 δh4 f (x0 ) = δh2 f (x0 + h) − 2δh2 f (x0 ) + δh2 f (x0 − h) = f (x0 + 2h) − 4f (x0 + h) + 6f (x0 ) − 4f (x0 − h) + f (x0 − 2h). mX4$@57#XWJ +a(*. 4 h `mj BR&DUe'.UE#% #%$ P4<)(0L4E#`#*P#*)ME4<46$E)7PR[\+@. 0 /Q 1}[1 .J (*#&?7BL% 4Y@( 0 3/ Q}H431s83)+-$R O +-)$     δh4 f (x0 ) = δh δh3 f (x0 ) = δh δh δh2 f (x0 ) = δh2 δh2 f (x0 ) .

+ f (4) (x0 ) 4! 5! 6! 1 2 3 (2h) (2h) (2h) f (x0 − 2h) = f (x0 ) − f 0 (x0 ) + f 00 (x0 ) − f 000 (x0 ) 1! 2! 3! (2h)4 (2h)5 (2h)6 (4) (5) (6) + f (x0 ) − f (x0 ) + f (η2 ) ./#%)-/4<. 4! 5! 6! f (x0 + 2h) = f (x0 ) + f 0 (x0 ) +5dA4 E.j=@#ML@=4Y@@4<@#f#H&$ +-4Y C= h ≤ h0 .0$R$ =$G@4Y@3E4+)>!8 )$ / Q 1}[1H83)+$c+-=3E8 #%)+):$ 0 η1 ∈ ]x0 . x0 [ Q δh4 f (x0 ) = f (4) (x0 )h4    4   64 (6) + f (η1 ) + f (6) (η2 ) − f (6) (η3 ) + f (6) (η4 ) h6 . x0 + h[ η4 ∈ ]x0 − h. 4! 5! 6! h2 h3 h1 f (x0 + h) = f (x0 ) + f 0 (x0 ) + f 00 (x0 ) + f 000 (x0 ) 1! 2! 3! h5 h6 h4 (5) (6) (4) + f (x0 ) + f (x0 ) + f (η3 ) . 4! 5! 6! 1 2 3 h h h f (x0 − h) = f (x0 ) − f 0 (x0 ) + f 00 (x0 ) − f 000 (x0 ) 1! 2! 3! 4 5 h h h6 + f (4) (x0 ) − f (5) (x0 ) + f (6) (η4 ) . 6! 6! 2+-4Y  #* h0 > 0 m_+cE+ )i)+-.J/ 8   3             anJ+4)73 E@#u:)L+-E%$R8_<#v$@$ !3( EO #g#*57+# a#*. x0 + 2h[ η2 ∈ ]x0 − 2h./4<E(iVoWJ +-@!3@#a5y!3#vo[\+)9HE4+) 3E+-/!3  f x0 (2h)1 (2h)2 (2h)3 + f 00 (x0 ) + f 000 (x0 ) 1! 2! 3! 5 4 (2h) (2h)6 (2h) + f (5) (x0 ) + f (6) (η1 ) . x0 [ η3 ∈ ]x0 .

.

17 .

(6) .

max .

f (x).

90 x∈[x0 −2h0 . .x0 +2h0 ] 8)+$R O +)$c!3+-)9 36!f n+-e)[\*+)H)(%kL9H##&E8:kL4+$E +)>4<:E !3W (H: l:)34<+#g4< #H  * .

4 .

.

δh f (x0 ) .

(4) 2 .

.

− f (x ) 0 .

≤ Ch . .

g #Hi#*) !3(%!34<@#57FJ 4f#*I34$ E# f 0 (ξ1 ) = g 0 (ξ1 ). x1 ] ξ1 ∈ [x1 . h4 !3+)))(%#v$%Q [\+-2)+-4Y9s @4<+-) @E+-4$n[\+-4$8 9*+)7E4)./#*)7q!3#H(*f@4 $EO +4<= <# f : R → R x0 ∈ R h>0 }-Q A(*@4<l#*>57# #H g(x) = f (x0 ) + x1 = x0 + h x2 = x0 + 2h ∆2 f (x0 ) ∆h f (x0 ) (x − x0 ) + h 2 (x − x0 )(x − x1 ). 1. . x2 ] j = 0. 2 f 0 (ξ0 ) = g 0 (ξ0 ) . h 2h E #%a$A+5-# g(xj ) = f (xj ) ξ0 ∈ [x0 .

K/ 6 QA(0!34E#g!3v:+-4<)7M}M57FJ 4      .

/# 8*4-#0$G_9H6L457# :LE%8O R!3(Hl)4Y@4<+-)i!#MeJ +a(*.#&B#% % @j!3#X6&!3O (*l)4<E4+)jO !B:+-<12)t-.U@#* 8)+$R O +)$ = 2f (x0 + h) − f (x0 ) + ∆2h f (x0 ).U@#* 8)+-$R O +-)$ t∈[x0 .x2 ] g $E4 x ∈ [x0 . 1Q "(%!34@#B!3i:+-4<)7 /T5-# η η |f (x) − g(x)| ≤ 2h3 max |f 000 (t)| ]S+. g(x0 ) = f (x0 ) Q nJ 3E@# ∆h #* g(x1 ) = f (x0 ) + ∆h f (x0 ) = f (x0 + h) = f (x1 )./#*)7&!3#M„k^17+0Q j}-Q%B{X&DU) '. /3Q #H2I3+-464Y$G @# 6n[\+)9HE4+)r@!#*(HPl57)4#g# L r η ∈ [ξ0 . ξ1 ] #HA!+)9 r(x) = f (x) − g(x) r00 (η) = 0 Z x Z x r00 (x) = r000 (t)dt = f 000 (t)dt. ∆2h   ∆2h f (x0 ) = ∆h f (x0 + h) − f (x0 )     = ∆h f (x0 + h) − ∆h f (x0 ) #*:jL )+-$B+-=3E#%)+)$B=4<#%) QkmC46$E57# Q./E#%R #%9"#B!3( #*+a#*. g(x2 ) = f (x0 ) + 2∆h f (x0 ) + ∆2h f (x0 ) m`&!3(Hl)4Y@4<+-)i!#MeJ +a(*. x2 ].

/)#*4< )7T!3(%E4 O L=#8k)+-$ E#%P57# m`&9H+):$ (05-#*)7%834$@57# #%$ R9*+)7E4)2#83)+$R O +)$ = f (x0 + 2h) − 2f (x0 + h) + f (x0 ). r0 (ξ1 ) = 0 f 0 (ξ1 ) = g 0 (ξ1 ).*.2+-4Y 6v#H[\j+)9HE44$@+57) # !3(*l)#%$4# 9*+)7E4) . ∃η ∈ [ξ0 . r0 (ξ0 ) = r0 (ξ1 ) = 0 r r0 r00 (η) = 0. mX4$@57#H# A!#%+$ )9 )ja+17)t./46#g$E57!3# # R+-<#%#g$ /:+-9*+&)7E+4)=E#*. g(x2 ) = f (x0 + 2h) = f (x2 ) r r(x) = f (x) − g(x) r(x0 ) = r(x1 ) = r(x2 ) = 0 ∃ξ0 ∈ [x0 ./#f!# R+-<#f:+-c+=3@#*)4 @#*P57# 4WQ #-Q @#*P57# 4WQ #-Q a/Q_+ mCO +46):$E57$RVn# )+ O #%Lv3@4<4$E#*R#gE'(*#H+/@./#*)7&!3(*@4 O =#87)+$Da+ O +)$D3@4<46$ #%D#"E'(%+@. η r000 (t) = f 000 (t)−g 000 (t) = . x1 ] ∃ξ1 ∈ [x1 . x2 ] r0 (ξ0 ) = 0 f 0 (ξ0 ) = g 0 (ξ0 ). ξ1 ] r000 00 00 00 r (x) = r (x) − r (η) = Z x r000 (t)dt./#X!3#D!3#*?-E(X!#*3IM4-#0$G_9H6L457# η g f 000 (t) 00 r (x) = Z x f 000 (t)dt.*.

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U#M@!3@+-#M)):(*+-#BA$EL E+39./<#gWJ 4)7E#% O L# 1s82+-) O 0 1Q 251 Q`d O #09v9*#o9.L#%$    Z       xi+1 f (x)dx 75 #v)+:$n<+)$TQ L>#*E)7+3@9././)v#*)74<&)7E!3#%#  O L<@#f4$ =@#g)!!#M@!n[\0 +@L.1  3 ]S#M$E+)7&L4)$ 4P<#0$c4<)7E(%?.j<#0$ !#*3I2#g(0579H3@#g!@L)>E9./#%$E@#f!#f!3(*l)4Rn)+E4+)i!3#A[\+-E.j+/#%$T!L+)a)#*#%(*#0!3$ #%$n[\+@./#%)-!3# 57L@4W468XLV=#%$%82)+$c+-=3E#%)8`+):[ L$ 4<q* 9H+-E@#%$E:+-)!3@# O 0 1Q 571 #*&LR$E4Y@# 0 1Q7431 +54r6n[\+)9HE4+) #%$ &!3(Hl)4<#M 0 1Q 851 9&+-$R$E+.T#%)7 8 (H@)7&)#M[\+-)9s@4<+-)o9H+)7@4YN % xi   "%  "#    ./c# #*O I2#%.'#%RQ )2.n#f!3#M57LN !)23./#%$D.L4)-@#*))7D#%)r.4<'+-#%)n)+!):$n)$n#%)y9H+-$E#v4<E57#v#v$ET+ !3#0#*$n)7[\0+8k@a./(*@457#%.@'#"L$E)?-c#*.'L)?#*.

+1]  .   [−1. 2 xi+1 − xi f (x)dx = 2 Z +1 gi (t)dt. xi+1 ] Z t ∈ [−1. +1] t=2 x − xi −1 xi+1 − xi x ∈ [xi . +1]. −1 gi gi (t) = f  t+1 xi + (xi+1 − xi ) 2 R +1 −1 [−1. g(t)dt g . t ∈ [−1. +1] xi+1 xi x = xi + (xi+1 − xi ) t+1 .>@FBD=P=L < %BD#@J ')#&B% N\W&6A J>L < E J  :=E UL AV:=E U:=E6LTACE6<KJI>M< B a N P  :=BMR < NQJ@3JH<KP  X 0 1Q 671 ω g(t ) J(g) = J>ML^@5\.

EKAVJ PFB NQP @3:FEKE \J @3J :=ACE6LV> P JNQ\> ` :F:=BMACR.j@4<$ )2#/#0(*!3$"@#4<l!5-++:))$S)!3(%[ .<a @3Jω· B]· :=· EKP<L`3` tJL BDNQ\MJY> ≤U ` K:=1JAVBD@2U>ZG`5\`@3> J @3NQPJ  P[:FE YU]J H<KJ >:=bACL < E J.@3J R  J(g) g(t)dt b (0L4E#-QZ{C) #Hf#HhZ$E4 #H%8 $#*E4 g9&#H$E+- +)7`$g&$ @!3+-#*)7#%.Tf# #%W0 )7J 14R)7Q 67E57#*1A #0O# $GLg<#4<)[−1./#M!3#g[\+@.3fLIu!3.E6LV< > NQJY@  @3ACEKJ#L ` \ HF<KBDP5PF@=LTAVBD:FPFE LT< JB]JL-@5J JMM> ME :F` R ` :FACEKBDJLT>>ZBDJ\−1LWJNU> J≤>ω ta ω` <:Fa AVt.j+)[\=$"+@)#%579H$cE#/@4+(*)#%u$f$%[\829H+)+-@+)-.L4)7E#*):L)7R)i#HI3#*.#%)573+-Ii. 9&+-$R@(%$E#*)7@+)$D.MP `3` BD:_5ACRZP=L AV:=E EKM< RZ\BMAVH<KJ.> . +1] α O β g [−1.-#%U$"9H@4<$#%E.@2.j#M!3#B57!@LE@#Q . +1] M def j j j=1 1 1 2 2 M M +1 −1 J(αg + β`) = αJ(g) + βJ(`).

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*#M$  @57@-#of!3.'#* R f (x)dx :L6 [\+-E.'(%#"R O L#*&$ 4 O L)7E#.nE)4+(%)<#%#>$"$c!3$#*~&4 )O @L+@)7E:$R#0.n#g!u@@:.* −1 = t1 0 1 = t2 [−1.n5-1:Q<<}2#0$1s!3Q .$&'[\+-!3#*E#n. +1] R xi+1  xi R +1 −1 f (x)dx gi (t)dt J(gi ) 0 1Q<}-}[1 "#>@#HE+-qV 0 1Q ?1s8`)+-* $L<+-)$!3+-)9iL@+39. !$**8(%#9H)QS@+4d&+$A):9H$S+@):#*$GO @ER)-3/4@E+4)<)46+-$@$RUE$q!K4J+L$E)iEa@a+#%+-$R$E&+[\+-)E$.n#i!4Y@# .O '+)$ L Q2d&4)$E4a6j570 )7E4<E( #%$ &LE+39.n9*@#%+3$/#%9.!3U# N fL):$XWJ (%?-<4<E( 0 1Q 4F1C)+:$S@+29.5-LU):E#>$&E#%#0$&$D[\$E!+-#%+E9H).       "  ( g(t)            t Q X #R\W N\W& | +-E.

j. 2 2 j=1 2 1 2 N −1 i+1 h i i i+1 i=0 h .n<#RQ_!3PT>@@[\+:@. 0 1Q<})151 2 9*+ @E[\#0+$ @a./Q<}H/3# 1 t = −1 t = 1 ω = ω = 1 0 $%J (%9H@4< *  X x −x  L (f ) = f (x ) + f (x ) . 2 2 j=1   b a !     0 1Q<}H/31 f1Q<e}-8k 9J #0+ $G&E[N€VLNeN€!W :4<@# ]S+-)$E4!3(%E+-8)$_Vf)+ O8 #%j6&[\+-E.j+):<!u# VT0 1eJQL}.L'457#%.415@1T#f#0':$Gu9./1k:!3+7#c$ 4<eEJ #H# I3#*1.     M xi+1 − xi X tj + 1 ωj f xi + (xi+1 − xi ) .'2[ 9H@4(*#g# !3Vp#M4)-n@#*l@?-@@(H#E#%1qQ /?Q ./#*)7 *S6p57L)7E4<E( L (f ) Lh (f ) = N −1 X i=0 1   M xi+1 − xi X tj + 1 ωj f xi + (xi+1 − xi ) . *# #r0 19*Q}%+‚7.

b] a L (f )  j=1 +1 −1 h .j<#R!3#R57UN @0 9H457#%$T#0a$D++4r)7@!$/#%#%#H$D$qq<:+-9*?+-#%464<$T9H)74@:#*$ 6+-$c4!!3$T#M$E$E9*L+LE)7466$G9H[?4$(%$@1 L))7(*+. .!3'.L)r#*1. t2 .n.LW)7J #*n@E57#%# `#*)7E$E@+#R4<n6 O$@$E# <#%@C(*#*?I3-<49s./<#g#*!3)7# g9*+)$ QE@4E#T!3#%$f[\+-E. .U@E#-8:!3(*l)46$GN .>=  %#@')#&B% N\W :  E @=ACB]PYH<KJ)NQP  :=BMR < NQJ @3J H<KP5@=BDPFLT< B]J Rb a Rb a [xi .'#* {C)q@./<#%(H#$N 0 9*+. t M f (x)dx M * f (x)dx N =4 M ω 1 .*@@# #RQ$"f) (x)dx #H./X+6 )7@O EL#%B#*<# :  % # 3  n  f @(%$E<@U&$E4 LO )7(f )* =S[N\W&  6< `3` :2>:FEG>H<KJNQP  :=BMR < NQJS@3J H<KP5@=BDPFLT< BDJ −1 b a h J(g) = M X ωj g(tj ) >EK:=L ACJL BJ]2_?PFP3NCNQUJ L J ` :=< B.>@5:=JMAC>L ` :FN=E FRSNQP J>S:=@5BMJZR @3< J NQJ  `3BD:=\ < B.UPF NQU:F< ACL N JB./:+7$ 4<E# 0 0 1Q})/31HQ $E+)$cd O))7#gM!E#n+-.j<#j!#n57!@LE@# J(·) $ELE46$G[ 4YfqE+-@4<(*E(j!3#nu!3(Hl)4Y@4<+-) 1Q /8U@4<+2:9.#%'$ C(*# :+7$E$E4<=<#&8k!KaJ +#%$ ET4./Q L/5E#%1 E1n)-4<ET#H4+qE)(%+-:))~#%#" W@9%J +L4)7@69HE4<(0#%$n #O !LL)# $/!3#0$jL#*.U#%_@g@#M57LL&)7@64Y@( !3+-))(*#B!# L`:+-6g4<)75-@:$ L)7E4<E( *U+-#*")T!3!3# (*l)4<Ca+)46!#D$ [\+@. .@5J 3BD\ ≤ r b F+-@$@57#B6/[\+@. *#ga+&@+29.n#%$f!3#5-:!3. ω2 . ./=. b] Lh (f ) xi J(g) J(g) = ` :=< BU>MP=A NQU< NQJB)EK< RZ\BMAVH<KJRSJEKL R r≥0 M X ωj g(tj ) J>ML J]_?P3UL J ` :F< BWN JM> ` :=N=E =RZJM>@3J @3J 3BD\ j=1 +1 −1 g(t)dt J(p) = Z +1 p(t)dt ` :=< B)L :=< L ` :FN=E FRSJ p @5J.*@#&$ 4 O L)7E#Ra+SLE+N 9.*?-<#c?-(*)(%@<#R)+-$`a+ O +)$_E+39H(0!3#*S!3#&6g./L3#*C. . .n#g!r@@:./@4<+(*)7E(M@E!3#%f(%$E9*4@+. xi+1 ] Lh (f ) t 1 . ω M [a.1L5  3          f             x0 x1 x2 x3 t x4 !)$c<#B9%$c+54 Q X #&RUWN\W : |+-E./)4. .EK< <E RZJ \BM:=AVE HU<KL JAVRZ:=E9JEK@3L :FREKE \J g(t)dt M > < Z B N  C A rb f  [a./L)v=64< )7#%@$T[\#*+-)2EO . .

/##>!K0 1#%J LQ$ }%1‚71qQ<}g469*L#HL4 )E4$E1+4MQ )~/55-1s!3Q #y 6@p'(*[\+-+-EE.j]S9*++-. #**<./#n!3#/!3#%?@( 8Z9LJ #%$  NxVUNx!34<@#j$E4 $%J (09H@4Yg$ +-$&6 [\+-E./#     ./#*)7f$E4 #%$ g0 O )oa+17)t./:I3./#y#.T!#i+#*@4I2D@#%#*.%./#><# 19HQ<}-+-8_.O17 #%1SL+57&[4P #*Ne)>W[\N+!3@(%.n./9*:++7)$ $E4<46E!3# (*@+)$TV 0 ]S6L4@#*.1*4 U:F:FE R U` LTAV:2:F>ME ACL J @3J\ > L E6P=AV>J >J ` WBPFBD\ 3 < bN A  BD J J L A >J :=AC L N P  H<K:FAPF>^EKUL AC:=L E6\SLTAC@3E \  RSE6AVJJ EK`L PF@3B \BM A 2bP  N bJ^ >M< N :=B-BN> a ACE6>ML A JBNQP   =P=NCN J  ACNJ]_5A >L J< E J U]:FEG>ML P=b EKbL J ACE @3 \ ` JE @3P=E6L JS@F< U K:=A _ @5JM> ` :=ACEKLT> L JNCN J a H<KJ 0 1Q<}%71 )f 1+eQ }.

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.

a .

b] i = 0. .n#*M#j!3#0!3$"#ja57+4)7-@!3$M@L!KEJ 4)-@@# (*?-@LE4$E+O +) 4<"#HI#H-B9s!3E#j#%$g:a+-+"46!!3$ #0$&a8 +12)t.j+-)9f# 1$cQ}.E'./#%$"!3#n8K!!3#*#?@$E( +EE#/L:5-$E$E# 4 (%<# O (M57#Ma+-$@$ 4=#Q   #  "Y# .@'# )-  #09 57# #%L$ q?./<E(%4E46<574(B#*. =)&'.(%$@:5-#%P)J !r+-)T$RE4<!346$# #"B#H[\&+@!3. #%*$A# !30 #B1Q!3}%#*‚7?-1DE:(+-} "0 9%L69H!#*"L))7$R./#%$ # $EO `#%9 3WJ 44)7WJE4#%)7 E#*L OL# <# 8LL#0+#H$G.'-5-#&[\+46$c57# #%$  {X)i[ L4<%8WJ 4<)(%?-<4<E( 1Q}*71D./R#*)7!3 #*3I 83WJ #*@E#%S#0$GR!34 O 4$E(*#fLc57U@E#g09. #./+-)-@E#B57#-8+. β ∈ R Z +1 p(t)dt = J(p).n0 .j#r!#r57!@LE@##%$  0 p(t) = αt + β α./.46$fU@9H4<++-)7)n@4<!K)J #*@. . 1.T#%$A(%E'2465717a#*+L. ./)#n# 1[\+Q}X)@4<9H[\#0+-E$K4+(*E) ?7)L4Y!`#%#*W$%3J 8s#0Ii4e$GQ @#[\4<+Q. "Y*. . b] N h = (b−a)/N xi = a+ih f ./@#*#*)78 `g$E!3(*4 @4 O )-@=# <# * O O 0 1Q<}H231 +514 Q})251`#%4$ )R!3465-)#B#"9H57+-F)$J #*@)qL)7@@#f4)579H44K:)#-8-#M+!3./#*@# E#%!3# 96.'#*O [\./@+3L9.!315# 1`:+-QCDJ #%$ E4.)2L)7#>q#%) L$q0 aE#H+3@4Y9. #*Ad1IQ<4<}2):1s9s$ Q @4k#M:+-[\+@".*.$E57#g6/LEE4<E4+)i#0$G&l:)# :#*E4<1s8 W!J #*# @E4<#%#%)7rq+!K=J LE3#*.*. " Y&)O" &'. 2. Lh (f ) p 1 p +5!4(Hl)4#M 1k8 Q 4<}%c‚7#01s$G8B<[ +--@9H$ 4<#v!3# O (*@4Yl:#*j57#r<+-@$@57#q6i[\+@. !L)f$RLWJ ):4<)7$RE9H#%#H EO E#M<#$E#%9s@4<+-)F83)+-$c$ :+7$ +-)$c!3+))(%$ a+4)7@$R!KJ 4)-@(*?-@LE4+)u!346$ E4)9s. N [a.+-9.E'4+#*)  )2.L)!KQX#%wx$ &u#%a$ r#HE!34<E+-#-)Qc9i]S<#*(% ?0E4<# E4.$ −1 R +1 −1 r=1 [a./@'#%.j!#%$R#ja!3+>12@)@t:.%)-$E #%$A!3vE'(%+@.f$P!$E44#DO E46$'(`#0(%$G+#%f)@.

.

Z .

.

b .

.

f (x)dx − Lh (f ).

. ≤ Ch2 .

.

.

+1] −1 ≤ t1 < t2 < t3 < · · · < tM ≤ 1 r . a C N Rb a g(t)dt h f (x)dx N h Rb a f (x)dx h r Lh (f ) tj ωj 1 ≤ j ≤ M J(·)  M [−1.

T(0!346UE#%. ϕ2 . . . j=1 R +1 −1 +1 g˜(t)dt = g(t)dt M X  g(tj ) R +1 −1 Z g˜(t)dt QmC4$@57# +1 ϕj (t)dt.+'Q):$S.T#B!#g!#*?@( !3(Hl)4FL * 0 0 1Q}./#*)7A57FJ 4P$E3ƒ/A!3#Ma+-$E#* −1 j=1 ωj = Z −1 +1 ϕj (t)dt a+&57# $E+4<&)#MLE+^I34. M. . . .nT<#f#0$c!3E#M#%57LE-4+!3)@$LE1@Q#}H4FJ(·) #%46$ $ED57#*I# 9s@#"a+D#%$Da+12)t. .*. . .jE( # $E$Em_4K+(*#XO E(M(0L5-4$E#f#*Ca9*+-#H$@C$E4<+==#zGQ#%9s@4Y[G879H+-)$ 46!3(%E+-)$_g=:$E#&!3#&P?. ./57#%$R#"!36j#n[\!3+#*@?-. . . . . ϕ2 .>!31 #B=>!#*+?)7@E%( @. tM g˜(t) = wxP$E#*.##g8% $ L4Z+6B./#%$ H 1 3 Q C m   M −1 0 ωj = Z +1 ϕj (t)dt. t M M −1 PM −1 ϕj (t) = (t − t1 )(t − t2 ) · · · (t − tj−1 )(t − tj+1 ) · · · (t − tM ) ./. · · · . j = 1.n=#f):UEE#%F!3#ME#%.'UE#*.L1 8  3          #*!3D#B)57+--$D!39.$D[\+-+E)>. ϕ M J(g) = M X g(t)dt PM −1 M ωj g(tj ) J>ML J]_7P5UL J ` :F< B)NQJM> ` :=N=E =RZJM>.E'# +):$SVn!3(H@#*@..T4)#%D#%$Sa+$ +-46!4Y&$ #*I3-9s@#M:+-A!3#0$&!3a#g+$ +-17 )@t#A. . −1 J(p) = M X j=1 ωj p(tj ) = Z +1 p(t)dt. . . . +1] PM j=1 −1 R +1 ωj g(tj ) −1 t1 < t 2 < · · · < t M M ϕ 1 ./-9H#% Z M X g(tj )ϕj (t). −1 . ./#M$ 4 O L)7%Q =S[N\W :  :=ACL ` :=ACEKLT> @=A >ML ACE UP=LV> >]>@3:[UJ AV\N J  ACE6#L JUBJM2> PFNCNQJ  J L  > = : C A L Q N P P2>JS@3J Oa P 3BDP=E 5JS@3J ` :=ACE6LV> b NQ:FB>^N P  :=BMR < NQJS@3J H<KP3@=B]P=L < BDJ J(g) = [−1. .@5J FBD\ M − 1 >MA JL >J< NQJRZJEKL >MA j=1 0 1Q<}4F1 4C. M g˜ g : t ∈ [−1.-57'. . .571 a!3+-+)) (%#Q 2+)r4<)7@#*@:+-Q )-2 +-4Y !#f!3#%?@( L3Iqa+4)7@$ )#q[\+)9H!3E(H4+l:)p)4Y@9H4<+-+-)-)y@4<}-)2Q 17# 1 0 #0$G&!3(*l)4F *  J(g) = ω1 . ω M PM j=1 ωj g(tj ) r ϕ1 . )+-$R9H+-)$ @U@+)$D4. 2. . ω2 . ϕ M ϕj t1 t2 . 2. +1] → g(t) ∈ R M −1 t 1 .9./LE4+)v!3# Q 9&+-$R+-=3E#%)+)$R4<):$ 4K#fE'(%+@.@5J.L)?-# !$ #  E $ E $ 3 + H 9  4 * ( B # L    i I a   +  4 7 ) @  $ 8 8 8  ! H (  l  ) < 4 E   4  + )  } 7 Q 3 / H 1  Q ` m L  g  3 ! H ( : l  ) Y 4 @  < 4 + F ) 8 % # #g:+-<12)t-. (tj − t1 )(tj − t2 ) · · · (tj − tj−1 )(tj − tj+1 ) · · · (tj − tM ) j = 1.

    .

.

.j# 6/=3-+$ 4<#M !3#MP)r?a./#"!3#0$Sa+46!$c9*9*(%$SL 0 1Q<}4F1`#0$GDE+-UzG+@$S(*?7L#"V Q f e#H  + &[NeW _ ]S[\+-+-)E./# mX4$@57# ϕk (tj ) = 0 p ∈ PM −1 $4 J(ϕk ) = j 6= k #H        8-)+-$S:+- O +-)$X9. . t M M X ωj = Z +1 M −1 1   Z M X   ϕj (t) dt = 1 +1 dt = 2. .+L12))?-#"t. 2.#%L$ 4&)-@#H#*I)-9s)7E#gA5-a+#B&$ 4F!#%#%$c$&aE+#%L17E)4t+.   a)++$RX@+-+=33Ec#%):++-):<12$ )* t-.  *O #2#%1&L#* fe#*J #HI2I3#*<. ./!3##M57#*69H+-)57$@$ +3#M9*4<!3(%#M#f!3#*3?-IuE( a+4)-. t2 − t 1 2 +1 ϕ2 (t)dt = 1. t2 . . ω M PM t1 .  j=1 `a8 . t2 .'+-4$E4 M X ωj ϕk (tj ) = Z      8 p = ϕk k = 1. ./469H4<E+-# )1$AQ6}r8K=9LJ#%$E$ #n Nx!3VUNx#T!3P4E# ?.L)?-# 8 8 -$E$E+39H4(*#MLIu:+-4<0 )7. M +1 ϕk (t)dt.$ 8 * #H P#%$R@#*6U@4<+-)$ 0 1Q<}4F1D$*J (%9*E4 O #%)7 * #* 574$ +-)-R=4#*)i#%$ O L#*@$R!3(*l)4#%$&!L)$cWJ #*I3#*./)-#H k@!3#*)7+S))!3(X+-)#%9&$F!3a#"+49*)7L@6$9H!K<J #%4)7`E<(%#0?$C. . . t M j=1 ϕj (t) M t 1 t2 .aU+E446+!) $ Q "#8S<8 $%8 8#*"#0$G"!+)#0$G9M_6/#X[\a+-+)9s17@)4<+-t)>. 83)+-$R O +-)$D=4#*) j=1 1J6 #* −1 * ϕk (tk ) = 1 Z +1 ϕk (t)dt.n$E4!3(%<#TE+-!3)o$f@Vr@):+. ./#1Q<}-Q j=1 −1 −1 j=1 −1 2 M = 2 t1 = ϕ 1 ϕ2 t2 = +1 t1 t2 ϕ1 (t) = ω1 = (1 − t) t − t2 = t1 − t 2 2 ϕ2 (t) = Z ω2 = +1 ϕ1 (t)dt = 1 −1 Z (t + 1) t − t1 = .$ 57#g)+-$R!3( 8O 4W#*Q #-+Q * :+-)$c!L)$ −1 M −1 M −1 t1 . t M p PM −1 p(t) = dA4<):$ 4P!+)9 M X p(tj )ϕj (t). ωk = 4!4C#B1 >5-:+)7!3@. . −1 . ./#S4!3!3#%#c)7E!346#%5-?@#j( V Q:m`L5-"9*4 +O )$E3(% 57#%L)73%I 8 a   +  4 7 ) @  $ 8 )+$R+-=3E#%)+):$*83#%)r3@4<46$E)- 0 1Q}H431 ω1 ω2 . ./)$ #%$R0 1!3Q#B}H4F!1D#*$E?+@)7(  O @4<#0$*Q 8<+-@$c6n[\+@. . .n@4<+-<)#S$ !3#X0 157Q<}4F1k!)@L+-E$C@#a8H#*(*@@. . 9*#f574Z@+ O #"57#"T$E+. .-8 FEDU8 cN\W&80 !KJ P)#%#C$`[\@+-#*E6U.EU+-@)$cE#f. j=1 Z M X +1 p(t)dt = −1 j=1 M X = p(tj ) Z +1 ϕj (t)dt −1 p(tj )ωj = J(p)./.

j!357#<!3#0-$#%!3?!3@@L#R( E57@#r-!3$E@+L4E#*Q )7f@T#XL#H9*)I+$f)9H6$ rEE#%@$E$n4<a4<EE#%+#-$k8K?-/) +!3-9H#%#$$ Oa+12)t.871_!3#R6g[ …*+)/$ 4 O L)7E# *L#*<#"9H+):$ 46$G@#&V 0 L)?#A!3#A=:$E#   L  S  e  J L   4 E  " # 3 ! u  @  % # H 9 @  #H!3D#M!57#"'-!33@EL#%E @#fg(0)#%$  @l#*.L)?-<#g!3# O 4#*)7 Z * #0$GA!+))(%#gL * ∀t ∈ [−1.  Q 2  * #    + v )   g # E   ' % (  + @  * . β ∈ R 1 QwxF#%$ &L+.L)?-<#g$  )+-2$c4`+)=+-E#*)$f+3)E$ 44$E+)$f6q[\+-E./:+7$ 4<E# 0 1 Q<}H/31H8 0 1Q}.j<#&!3@#%9H@)?# 1Q}."L$E46+$C4< #%)/[ L4<S#*!3#&(Hl#%$)X4F. #"%&'. ω1 = #*&n[\+@.j<#M!3i@#%9s./.L)!r57# Q  &'.j#M!3iE#09s. P0 t1 = 0 dA4<)$E4P!3+-)9fT@#*6U@4<+-) 0 1 Q}H4F1S)+-$R!3+-))# ϕ1 (t) = 1. +1 ϕ1 (t)dt = 2 −1 0 1Q<})851 $")/4)-@#*@@.j#MVn)i$E#*K:+-4<)7 * M −1 r r M −1 (M = 1) n=:$E#g!#gL?-@)?#g!3# $@$E+29*4<(%#fV t1 = 0.*gR.n<#M!3i@#%9H@L)?#f#0$GR)#g[\+@.    *./$E#H#u#I1a9HQ7#*/RE3#0)$Aq+-a57+$_#ig$@9H$ #0#%$B$gE#D[\a+-5-+E. #  1 Q  /  8 H 9 * #  E  f # \ [ + E  n . / ./$n[\#%+!$f@#v.n#T9*+. +1] $ + r )  )  + i .   <  M # #*#*0 I3I3--9s9s@@#R#f:a+-+S&!3!3#0#%$C$caa++1212))tt. +1].671 −1 0 = t1 +1 [−1.$S[ 9H4#B!3# O *( @4<l#*R57# p(t) = αt + β R +1 −1 p(t)dt = 2β = 2p(0)                                                g(t)                                                 Q t Q X #&RUWN\W N |+@./L#*4<#*E# #*<#A#%$  p∈P p∈P J(g) = 2g(0)./?QA16Q 179*1s#*8 !KRJ +34ig(t)dt [−1. +1 −1 * 1 +54 α.L)?-<#T!L)$f6q[\+-E.n#T!3yE#09s. +1] Lh (f ) = N −1 X i=0 (xi+1 − xi )f  xi + xi+1 2  . "#*.HE#R6f[\+@.7‚  3          V #*0@1EF+-Q<}#S)4FE$j1&'57(*$EF++@)7J 4<.n12#S)#%t<#0$. Pn[\+-E./#%#%$S$ !3#A!3#%?@Q(!{C*)i(%E#H+:hZ8L#H./#%$R!#g!#*?@( 8 O #09 <:$R?.

   }     .

3 .

T# 1Q<}M!3# O 4#*)7 * 0 1Q /‚51 @X#%J 9H4#%)7@$ E&#%)E<?#g@#%a(H$c+.S.T)>64n?4<(*#%=:+-i.j# #u8 VoE@8 +46$M:!3+-# 4<)7.  #*&eJ #%$ E4. "Y*./#}Q}[+1 * ./$E!#"(H# E#0@$G465-R#f#B$E!3#*# ?-. $  i[\8 +@.L[\)+?@.65 1D[x#0$G./=$ +-$E#r)p!#%#v$ nL)?#.%.T0 Q 1#%Q)7}. #. x ]   Y)& .fxu$ ]#*4 O RL!)7+E#)7D*:6+-T)o'$ L+-.!3U4)7@+-&4<)-+-c.U@4<+-) 0 1 Q}*?1X!3v@'(*+-E.j<#u!# Q_P24y.TE#*./D#B#0#%$G$ffL4(ξ@#%$&) 83!3+3#04 $ ξ [x .$ *$@M$ +39*=4<(%#u3 8Vyt9*#%=$nE−1 8 @   + 6 4 $ ta+4= ϕ ϕ ϕ P )7@$&0$%J t(%9H@=4< 0 +1#HI3#*.

.

Z .

.

b .

.

f (x)dx − Lh (f ).

. ≤ Ch2 .

.

.

T:$ +-)i$%J (%9H@4<R!+)91* −1 2 −1 4 ./{C#%) $ #*1haQ#*}*%?8`1S$E!4 rg(t)2@'(*=+-E.T#u#B#H!3I# 9H2E4#. 3 0 1Q /}[1 [\{X!+-L<E)./a+$E+)ij#%!$ #%A$M#HaI+-9s12E)#Mta.n#r$ #0$G1#g/Q})!/5v)1s#r82@#%)./+#%$MA!!3#u#%$A!3:#*?-+-E<12( )t-QP.jb%. 3 ω3 = 1 2 (t + t). E%. ϕ3 (t) = P#%$R@#*6U@4<+-)$ 0 1 Q<}4F1D!3# O 4#*))#*)7&L+. 0 6 2 nJ!#uL!3#*@?-.%t.j4$E+#r):$&!9H #* EE.3U@4<+-) O 0 .T4<%#n81#*Q </#8#06T$GB[\+. 2 Z +1 ϕ3 (t)dt = −1 1 ./8k#1<+-Q<}M@$ !3#J(g)4<#%)-&=!3+-0)#H9 * R g(t)dt = R t dt = 0 QXJ #0$G@4<.%E$R( #MQF@'{C(*) +-E[ ./9H+@:+U1$R)#*?+)=3)# @#u#*0 :)a+-+-+4))!$ !$ *(*2/3@(*#u1sQ#%)72E4K@)#q+-o$c[\3+@@4<. 2 ϕ1 (t) = 2 3 ϕ2 (t) = 1 − t2 .j#g!3# 2 4./@.n# 0 <:#M+-!34!#M$ 571/3 -!31M@L#*En@6# 0     X x 1Q /L/31 −x x +x L (f ) = f (x ) + 4f + f (x ) . a i i i i+1 i i+1 1 2 3 1 1 2 (t − t). 3 ω2 = Z +1 ϕ2 (t)dt = T[\+@.#fLa[\+-.$+* ω1 = Z +1 ϕ1 (t)dt = 1 .%L.

Z .

.

.

.

.

f (x)dx − L (f ).

0 1Q /J151 . ≤ Ch .

.

.

3 3 3 i+1 i N −1 h i i i+1 i+1 i=0 +1 −1 3 +1 3 −1 b 4 h a 4 h b a .!3@# Q:]"J #%$ D)#f[\+@.j#f$E+ O #*)7 +E.4$@<465-$ (%## !L@)#*)$u! p#*. B[\+-E.n#f!3# 24.@$ L*E46(*5-@+#yQ 9* L (f ) 9H+) O #*@?#iE@.$ R f (x)dx O h J(g) = 4 1 1 g(−1) + g(0) + g(1).%h$u@46!3#*./#*)7 O #*./$E+)r!+))#g)#f#%E@#*D!KJ +.

% # $ 3 ! c # 3 ! * # ? E  ( L  :  E $ E $ 2 4  ? .t<#0$_!3!3#C#$E]g+EE#C$@$G57NxF#`#%6?D#*):[\+!3@E.CUJ@464<!3+-(*) #ct!3#%. YY&'.*.n.j#X#%$ #C_!3!3#C#D576-9*!3#*@_LELj@./#*):…H+):$cLR6/!3(Hl)4Y@4<+-)i$E4 O L)7E# * ./#Z1Q<}-8:$ r #0 $GB#%9 ?-@Q )!o#*B<:$MeJ #*@@#*g#*)7@E# R f (x)dx #* L (f ) E#%)!@46!3#*.  "YO  .+-.U@4<+-) !3# R f (x)dx !3(Hl)4<#TL 0 1Q<}H/31&<+-@$%8#%) O #*EEo!3 E'(%+@.. $t [\. .E./  3           &'./# J(p) = ω p(t ) $E+4<k{C(%)/?-#H<hZ#D#HV 08LR./#*)7 O #%@$ %(*@+ O h ]S+.  L   ) B ! 7 5   c # a  + @ $ #*+)$`57#R$E4 f #0$GC)#S[\+-)9sp@4<+-)!3+))(*r#c#HC$E4 L (f ) #%$ `eJ L$ E4+^=I3#4<N Q . .>=  %#@')#&B% N\W N OJ ` :=N =E =RZJS@3J J 7JE @=BDJ @3J @3J 3BD\ M J>ML @5.Lap(t)dt :  +   `  3 ! % # _ $ a   +   2 1  )  t / .  #./. "#*. 4#*3IB#%$kPa+4)7@$_!KJ 4<)3N @(*?.

.\ EKA ` P=B d 1 0 1Q7/U?1 L (t) = (t − 1) . . L0 L1 L2 . 2 {C6P /#%)7$c$@Ea#j4<E+#-17Q3)E@t#%.@'Q4<l. L M PM i>j Z+1 Li (t)Lj (t)dt = 1 2(i+j) i!j! −1 Z+1 −1 = dj di 2 (t − 1)i j (t2 − 1)j dt i dt dt (. LM PM R +1 i 6= j Li (t)Lj (t)dt = 0 −1 LM ] − 1./#u!#v!3#%b ?@( #HI9HE#%. 2 M ! dt d&4)$E4P!3+-)9g)+:$R O +):$*82$ 4 t ∈ R *  1 2 +1 −1 M j=1 M j j h b a b a h M M M 2 M M 3t2 − 1 .T#%)7j!3+)9T)# 44 1 3a+-$E+)$ Q$")r+-=3E4#*)7A<+-@$D#*)v4)-@(*?-@)-RRLEE4# L0 (t) = 1. ./#*)7M4<):!3(*a#*)!L)7@$%QFwx6$f[\+@./#%)-/57# #0$GT) a+12)t. . L2 (t) = ··· L0 L1 L2 . . .-#'. L1 (t) = t. +1[ M Lj (t) j L0 ./$%8#%$c)+-!3#M$&F!3#%(%?.[ #9*% 4<#*.j$&=$E@#*#*@:+$ )7#0&$X3@@4<+#%$"E4!(H@L(%):$%$ Q =S[N\W N J> :FN = E FRSJ>Y@3J OJ 7JE @=B]J a a a a =\BMA JE6LIN JM> ` B]:  ` BMAV\L \M>^>M< A =P=EKL J>  ` A  a a a  :=BMRZJEKL < E J P=>J @3J b ACA  6A P=NQ:FB> ` BD: ` BMAV\L \S@  :=BML G: 5:FE P=N ACL \  b AC=ACJA  BML P J]_?P3UL JRZJM> JE6[\LBD:2>^[\>:=BDE6:=L >)P BD\JJN >NQ\@=>A >MNQJL >ACE U:=LV>)ACE6L LV:=><?@5>JU:=-R PF` <?BM>]A> >@3PFEG>)N  ACEKL JB 2PFNCNQJS:=<  `5` ` b . . . L1 ./#%)+!3)7@E# @+)$A8 9H#*E@8 4<)#%8 $c@8 +O (%@E44<(HlE#%(0)-$&&57!3#g4P))++-.T#%)7n#H =4<-)$ $E#M4 !3# O Q $ +-)-M4<)(%L4@#*. L0 L1 . L2 . .4C>11=$") %(*. .

.

t=1 j .

di−1 2 .

i d 2 j.

.

(t − 1) j (t − 1) .

.

i−1 (i+j) dt 2 i!j! dt 1 t=−1 − Z+1 −1 ) j+1 di−1 2 i d 2 j (t − 1) j+1 (t − 1) dt . dti−1 dt .

L 1 mX4$@57# $*J L))2#f#*u ) ) %(*@+rH# &!K#*J +) .!3@# #*) QdA4<)#Hg$E4F#*)) +-$c+8:=6 E#*)+)$ N€4.*./#n!3(%E4 O (%#n!3#   2 (t − 1) i (t2 − 1)i    .

    .

.

i−1 dt dt {X)>4<)7E(%?././#M9H4<N€!#%$@$ $%83)+-$c+=3@#*)+-)$ −1 −1 j Z+1 Li (t)Lj (t)dt = −1 = (−1)j 2(i+j) i!j! Z+1 −1 (−1)j (2j)! 2(i+j) i!j! * 2j di−j 2 i d (t − 1) (t2 − 1)j dt 2j dti−j dt | {z } (2j)! Z+1 −1 di−j 2 (t − 1)i dt dti−j .     i 1 t = −1 t=1 Z+1 Li (t)Lj (t)dt = (−1) 2(i+j) i!j! Z+1 −1 (i − 1) dj+1 di−1 2 (t − 1)i j+1 (t2 − 1)j dt.L)7cLR @4<# [\+-4$A9H+.

.

t=1 .

(−1) (2j)! .

.

di−j−1 2 i.

= 0. (t − 1) .

.

t M  −1 −1 s=M #*j!3+):9n#%$ ./+4#*)7)7@$Sg$ 9*#%+E. . . α1 . . . α2 . . .#*$")7S$ E9H@#0469s$XEa#%. . . i−j−1 (i+j) 2 i!j! dt t=−1 j = 444 1 29. . . t2 ./)-. .$ 8 @+$&<#0$R9*$%8346$@5-# F) J #%$ &$c46!3#%)-@457#%. t s −1 LM s≤M +1 LM -++-) =3E4#*)7 #H08:4$@57# 8 . α s E#%$R57# αj Lj (t) j=0 Z+1 Z+1 Z+1 s X p(t)LM (t)dt = αj Lj (t)LM (t)dt = αs Ls (t)LM (t)dt. +1] p ∈ Ps p p(t)LM (t) ≥ 0 ∀t ∈ [−1. +1] p(t)LM (t) Z+1 p(t)LM (t)dt 6= 0. ./#*)7 −1 p(t)LM (t)dt LM t1 . . (t − ts ) tj 1 ≤ j ≤ s  p(t)LM (t) ≤ 0 ∀t ∈ [−1.+-' 4YL )?-#&!3#"$E4?)#-Q3]S#%$f6La4E+#%4. mX4*$@(%57E+7# $c!3# j=0 −1 M R +1 $E+)7 #%$ M)+) Q 2) W8F+) v)(%9*#%$@$E4<@#*. t2 ./+-)-D@4!3$"#%#*$ )7*@(%EE# +7$C!3# #H #HS*# )y-+ )u<#0B$E57!3+-#%)9$ Q 24P+)i:+7$ # t1 . .9 'L)?-#jL:$E$E4+-!3 #T$ 4?)#B#*)o#%$"a+8 4)-./#*)7&)2e83+-)> Q "8:+-)) $ p(t) = (t − t1 )(t − t2 )(t − t3 ) . {X)>3E4<46$@L)7R/ @4<#g4C1s8+-) O +4<&5-PJ 4F#HI346$G@# −1 p(t) = #*&#*)i3@4<4$@L)7&6TLEE4#g4<4C1D+)v+=3@4<#%)7 s X α0 .

4<)7$&E!3#%# )L]g)7R$E#M$ :+-<12)t-. . . . : - P=<?ϕ>> .T?-#C# !3# #%$ S!3+):-9R$E$EeJ+34)-9H4@(*#*#D@:L+-3IM)7aS+4!3)-# . ω >:=E6L @3\ E6A > ` PFB)NQJM>B]JNQPFLTAV:FEG> j=1 1 2 M M 1 2 M ωj = Z [\BD:=>Y@=< :FN=E FRSJ 2M:FACB ` DB : ` BMAV\L \` ACACA  @=< b  a U  JM>ML    @FACBDJ +1 ϕj (t)dt. . .'Q. .L4)7E#%)L)7R#*)v. t2 . ./#%$c.n4<@#*.H<KP3@FBDP=L < BDJ  J(g) = M X ωj g(tj ) J>ML NQP  :=BMR < NQJ @3J PF<?>>  OJ 5JE @FBDJ  M ` :FACEKLT>^>A A@5 J N OJM> J 5` J:=E AC@FE6BDLVJ>Y@  ACEKL \U F JMBD>MPFL LT AV:FE @=ACtB]J <N JM> t < ·:F·AC·EK<LT> t@5J ->:=P=E6<?L^>> NQJM > M ` L G\:=B RZJ b  L ACA ZNQJ> ` :FAV@2> ω ./# !3#B!3#*?-E( !(Hl)4PL * q(t) = p(t) − p˜(t) q t1 . M q 9J #0$GEN€VLN€!34@#f57FJ 4<P#HI34$ E#g)ia+12)t. . . . ϕ . t2 . ./.j=*@(%#"E+7@(*$D#%! # E#*F5757# 4 q(t) = v(t)w(t) v ∀t ∈ R. M./#B!3#M#*!3?-#ME( !3#*?-E( 5-4P$*83J 4LK)#H)7I34$<#gE#g#*)i)v#%)$ +-. . .>2+-=4Y %. 2. .-  3          . ω . . . ./# 8a4eQ ##%Q $ /) a+12$E)4 t. . . t M q P #ra+12)t. .-P'./#&#%!3)-# 0]g83)+:$E$c$ Nx:F+-#*?-#*O )+-!)E$R#c!3V (Hl:M)4<R:+-a4<+)7@$Xt#HS∈$E+R4< * p ) 1 2 M M j=1 +54 −1 M −1 j j p˜(t) = M X p(tj )ϕj (t). .)Lt-).#% a+12)J(g) t. .H<KJNQP  :=BMR < NQJ.4)-. ./# !3#B!3#*?-E( v(t) = (t − t1 )(t − t2 )(t − t3 ) · · · (t − tM ) w M −1 E#%P57# ∀t ∈ R./# #g#%#%$ $ &&L)i$@$Ea4a+)r17)at+./#v!3#>!3#*?-E( QZd&4)$ 4 57#%4R$ f$*J !3L4))24$E4<=#v<#B#*) :LA#%$T#jaa++4)717@$N O )t-. ϕ M t1 .Tk6#%&)7D=-!3$ 4<#c%87!3<#c#AP:+-<?12. .U&$ 4 O L)70Q J 5JE @FBDJ  M ` :FACEKLT> M JEKL AVJB ≥ 1 JM>ML J]_?P3=ULSJ ` :F< [B^NQN\JMW$> _ ` :=N P=E  =:=RZBMR JM>. . M M M v(t) = αLM (t) LM α ∀t ∈ R. j = 1. . t M v q(tj ) = 0 M ∀t ∈ R.< NQ@5JSJS@3@3J J F B]PF\ <?r>> = O2M − 1b . t M M −1 M PM −1 p˜ p t 1 ./#M=!3#B!3#%?@( ω2Mg(t −) 1gQ:[\]S+-E.$_!3!3##A]g!3#%?@$@($ Q 2 & d 3  @  E  ]S+):L$ 46!3I (*@+):$Sa+.T# !3Q(Hl:)4F * j=1 ϕ1 . ϕ JM>ML-N P P2>J#@3J OP 3BDPFE 7JY@5J P P2>>:[UAV\J#P=<3_ M ` :=ACE6LV> @3J 9&+-b$&$E+./#%$EE#M!3#B!(*.>=  %#@')#&B% N\W$_8:F<?>)@FACBD:=EK>. . t2 . . 2. 2M − 1 j = 1./+)7E@#*c#ME(0$ Y. #%#%$ . ϕ2 . . mC4<NW4. . . .@5J./$@57b*./12#M)!3t. .

   *2   .

    .

.

j<#9H+-. . .T E#M!3#%$R8K6E>'(%5-+:@L./t-..-$S!3!3(%<#c#57!3]gL# LE]g#%$f$@L$C+-#*$@ S$k!V#%L$S):$g+-:!34+-!#04<$M$S)7@9*<+-$%+8^?@)46E9H#0+4$ :#*a6$$g+a)!K+!J 4L)7)7E+@(%):$C?$k.. . {X)y#*ha#*%8K4C$ 3ƒ/B!3#T@#*)!3@# :+-g+=3@#*)4 L+. m`&!3(Hl)4Y@4<+-)i!# )+-$R O +-)$SE+- O (M57# −1 −1 q Z +1 p(t)dt = k=0 +1 LM (t)Lk (t)dt = 0./#*)7&9H#B57#g)+-$ O +-<4+):$c./457#-8#*)i3@4<4$@L)7&#fE'(%+@.$EU+9%E)7L4S6+9H)y!+)2#*)0)80./# 1Q 857# −1 j=1 −1 j=1  ωj j = 1. . M ϕ2j M 0< Z +1 ϕ2j (t)dt = J(ϕ2j ) = M X 2M − 2 ωk ϕ2j (tk ) = ωj .$ 57# Q )2$@L)7. −1 +1 #*&#*)3l:)F8&!3(Hl)4Y@4<+-)i!# 8)+:$c+=3@#*)+-)$ −1 Z −1 p˜ Z +1 p(t)dt = M X p(tj ) Z +1 ϕj (t)dt = M X ωj p(tj ) = J(p).%.-+4FE)7DU@$"c$ N\+-W)-: AEP+#%:$`$&aa++-46!$E4Y$ @4Y[ $"8 9*L #%$ A)oa8L+!KJ12))t#&. b] f Lh (f ) .-I34FE$ EDU#gcN\)iW N a+17R)[\t+. ./:+7$ 4<E# 0 1Q})/31HQ O 0 1Q /L231 +5)4u#B!3469H(*4 a#*)#0!v$GR$E-$R!3a#%+-$&$E(*:# +-4<)7@$ [\+468$R9H+-)-@4<) .T+-)7E@#*0Q `aV a.*@#f@#*6U@4<+-)r#0$GR#*I3-9s@#*. dA4<):$ 4P!+)98#*)v3E44$@L)7&6nE+-E4(H@( 0 4 4 1c!3v@'(*+-E. β2 ./_P(%#%E$S)4657#D:+-[\#%+4<$M)7@.<#cLT$ #%)$ −1 k=1 M p 2M Z +1 p(t)dt 6= J(p)..E'4 +O 46L$ =46$c#Aa#*+ R#%$  D@4Y@)4<+-#f)9*)+#%) $ @)-@#fQ 574 −1 p(t) = R +1 −1 p(t)dt > 0 QM j=1 (t − t j )2 J(p) = 0 M f [a./)7E#%4<E$( 1Q}g#H 1Q!/+))+-)(%#$R LO +-M)6$ v* [\+@./@.*)./[\+#j@!.*. +5a` 4i4<F#*.j.*. 2./(0:$S(*+-@!457L_)#-$S)Q!3#D]S#%[\$X++))@9H)E=4<+4#0$ ) $N !„#*3):(*Ll)7)A4#q9H+-$ . S] #* @#B!3#*@)4.j#j!3#&#*?-!3E# ( ]gL:$E$ N€P#*8a?-9H#*#j)!357@# 4 4.T# #T1Q !315#n1X@!#*#*6?$&@57( # 0 0 w M −1 w(t) = M −1 X 84k#HI34$ E# β0 .j# <#c!!3#B# !3]g#*?-LE( $@$GNxF#%?@#*#%P)!357@#X# V :+-4<)7@$k#0$G_+3@4<./#%)-R!3(%9.     mX@4+$@57@4<# (*E( %# C4 $1R"!3r) E':(*+-+<12@. βM −1 ∈ R βk Lk (t).T# 1Q 183)+$R O +)$+* k=0 Z +1 q(t)dt = Z +1 v(t)w(t)dt = α M −1 X βk Z p˜(t)dt. β1 .

Z .

.

b .

.

.

f (x)dx − Lh (f ).

≤ Ch2M . .

.

a .

2M xi i = 0. . b] . . . 1. . N C [a.

j<#M!3i@#%9s.A#HAD)! + )l9fR#%$R%!3\#%3I Y%(*@U+-$cD !3V# +lB#&$E%(+'))7 &!3+-))(%$c:L O #H n=:$E#g!#gL?-@)?# 8 !3# -$E$E+39H4(*#ML3Ir:+-4<)7@$ 8 #%$ A!3(*l)4#f:L #H #*AL4)$ 4 #H j[\+-E./Iu#%!$ #%1$RQ<}Da+#H4)71@$Q f)+83@$`#*-<#B$E$E57@##*)7*  f C .!3@# 0 O +4 0 1Q7/L‚71 1HQ O f9A+e$R  ++>)$ N\W  XUSYDU> h>.+'@+-.A@D+j)!3 # lR#%$%D\!3+- )Y)(ADU:%TL )DU"+lBQ*#&9&%(+' :$C@#HE@+ +):$ !)$R9H#M9%$ NW6Vj6T[\+@.L)?-<#g574K#%$ A!KJ +. xi + √ (xi+1 − xi ) 2 3 W2J 4#*I34$ #%E$ #%C)5-9H:#MU!KEJ@#S)[\#B+469*$k+9*)+$ )7@E4)-) @# .n#g!# ]gL$@$GNxF#%?#%)!3@#"V/!3#*Ira+4)-.*4Y.*5  3          f$"e)q  +>N\W m #*XUDS!3Y+-)DU9R>#"$E#*  h>*(*. #*&n[\+@.$R$*J (%9*E4<&!3+):9*   L1 (t) = t  L1 t1 = 0 h2  L2 (t) = 1 2 2 (3t  − 1) L2 1 t1 = − √ 3 ϕ1 ϕ2 ϕ1 (t) = ω1 = Z √ 1 t2 = √ . −1   √  √  J(g) = g −1/ 3 + g 1/ 3 . 3 t1 t2 √ 3t + 1 ϕ2 (t) = 2 P2 1 − 3t 2 +1 ϕ1 (t)dt = 1 ω2 = −1 Z +1 ϕ2 (t)dt = 1.j<# 0 1 Q<}H/31D!3# O 4#*)7 Lh (f ) = N −1 X i=0 * ( xi+1 − xi f 2 +f √ ! 3−1 xi + √ (xi+1 − xi ) 2 3 !) √ 3+1 ./#*)78C4<):!3!3(*(*@a4 O #*)=!L#)78^E<#0#B$k!3E>'(%9.

Z .

.

b .

.

.

f (x)dx − Lh (f ).

≤ Ch4 . .

.

a .

&   . xi 6nM[\+[\+@@.j#M<#f!3!3# # 2]g4.j.n$E+=4< @#T@(*#%C!3+))(TER#*S)+-5-. +54 #0$G&)#g[\+)9HE4+)i9H+)7@4<)2#M57#*69H+-)57#M!3+))(*#M$E j=1 g [−1.U@@#f!3(*l)4#ML  α t2 = −α t3 = α t4 = +1 0<α<1 ω 1 .j#M!3#B57!3. +1] Q t1 = −1 ./#"+.j# =@#%$FE(%#*6$*QQ9A+8F$E$+9H4< +-)$ 46!3(%E+-)$ 8 6n[\+@. ω4 J(g) = 4 X ωj g(tj ). ω2 .  f e*HkL#&kL8 iNeW 38 +4< ) 8H)#*k+. ω3 ./b*.!3E#"5-#  .T:$E$ $ +-Nx) F#*0 ?-$ #0#*9s)%!QE1#&Q 7Vn1s!3Q #*3Iqa+4)7@$D9H+-) O #*@?#&!3+-)9Au.

/# !#B!3#*#%?-)E( [\1+):Q 9sE4+) !3# @#*c5-# /3Qc{` I3#0469$G@#HNW N€4< 2E#%4PP+-574W8# 57#*<#M#0$G" L#*&8:.:+-UI3R4<.$ 8 O #* O O j}-QBnJ&DU'./5-## !3#B<#%!3)7#%A?L@( +.E+-3<#B&!3a# +17)#Htf.0$cn[\+-E.#&BE%.n<# 1Q}H4F1S+-)r+-=3E4#*)7 0      . 4 8_a+ }QRE„+-E3+-& Oa#%+ 17)t.

/?@# ( !3#y!#*#*?@( Qam`#*3Lo&9H$%+-J (0)9H$E@(%4<@57# #*)7 −1 ω4 = ω 1 ω3 = ω 2 J(p) p p r−1 p(t) = atr + q(t) r a∈R J(p) = a #* 4 X q ωj trj + J(q) j=1 "+):9L87:+-X57# Z +1 p(t)dt = a Z +1 r t dt + Z +1 q(t)dt. ω2 . ω3 ./# J(q) = R +1 −1 −1 J(p) = q(t)dt R +1 −1 −1 p p(t)dt q J(tr ) = −1 Z r−1 +1 tr dt./WJ #%(%$f?-!3<4<#jE( 6q}-=Q -25$ 1D#T)!3+#/:$RPL?-+@):)$ ?#B!# O 0 −1 ϕi i = 1.j+-)9C#M!3#B(*57@:!3#0.Tt(*. ω1 .UI34. 3 1 − α2 2 1 · .$ 8 8 8 E$ +Q)7"{C)i#%$"3@:4<+-46<$E12))-t-R./v#Ba+!3#M12)!3t#%. ω4 p α α α R +1 J(p) = −1 r>3 ω 1 ./#%$k#*. +54 #%$@$A$ +3[\+9H4)(*9H#gE4L+)Iu$ :+-4<8 )7. ω3 . 4 t1 t2 t3 t4 P3 t+α −1 + α t+1 ϕ2 (t) = −α + 1 ϕ1 (t) = #*A!3+):9 ω1 = ω2 = Z Z t−α t−1 · ./# 3! #"!3#*?-E( 874<a$ 3ƒ/D57# :+-cE+-3&:+-<12)t-.*?@# +34 %# $ r) a/QD+„12)+t.$Ua@+@#"_!#0$G(H&E#%#*EI3.)7LR46$@+-+)3$R!a#D+$E1712). −1 − α −1 − 1 t−α t−1 · · . 3./-49s)@#*#kQ #D!3#%?@(X. 2./# !3#M!3#%?@( #*A 5-# 0 1Q /J551 a9A++&$k<#0@57+39H#*(0K!36+n)[\$k+!3@. 3 1 − α2 #*_m I+-9s`@#*!3. −α − α −α − 1 · 1 ϕ1 (t)dt = −1 1 ϕ2 (t)dt = 1 1 − 3α2 · . ω2 ./E@# 4<#-8 !3#B!3#*?-E(#H1 Q Q^m`L`9*+)$ E@9s@4<+-)F8 <4 )7@.L2!3ja+12)t. −1 r . ω4 ωi = Z J(p) = p(t)dt R +1 −1 p(t)dt p r r 1 ϕi (t)dt. a +XE+-3Xa+17)t.

5 √ α = 1/ 5 t4 dt ω2 = ω 3 = J(g) = Z 2 1 − 3α2 + 2α4 = .j4W8c<9%#oL6!39H##*57 !3. 3 1 − α2 α 5 6      √  √  1 5 g(−1) + g(1) + g −1/ 5 + g 1/ 5 .T#*#0NeE$iNW4!3 #!E#*#%?"@(572 #o6 34f[\++-@.T# !3# 1Qc{`<12I3)4t-$ E. 6 6 a"#+ 12./#B+!3)7#*@?-EE(f( LuQanJ+L4)73f@E}f#g57#"  6M[\+-E.T$E:+L4<u@#*#*rI3- 9s@#%#>9 :<#0+-$ u%(*@#%+-$u$v:!3+ N O :+-<12)t-.n<# #%$ rL$@$E4&#HI9HE#oa+u# t5 5 J(t ) = 0 = Z 1 t5 dt.jL6LL4)7)7#f E!#*):#BL5-)7:&V 9*!3L. m`L&9*+)7E@#82#%<#M)#MWJ #0$GR$Ra+R#Ma+17)t.T# 8 !3#M#*!3)i#%?[\+-@)(n9s/3@4<Q +-)>!3# !#j$ +- @#M5-# 8aa+ /Q >!3#*+?-)7E(E@1#*&Q 57FJ  O #09A!3#g@#*6$Ra+46!$ a+cE+&:+-<12)t-. +54 0# $G&)#g[\+)9HE4+)i9H+)7@4<)2#M!3+-))(*#B$E Q }-QRE„P+@+& O :#*+- <12)t-8 .j<#M!3#M57!@LE@#f$%J (%9H@4< 3 4 J(t ) = 4 X ωj t4j j=1 R +1 J(t4 ) ω1 = ω 4 = 1 6 −1 1 t4 dt = −1 2 .j)=+-@. 1] ω1 ω2 ω3 p α J(p) = α J(p) = R1 −1 α p(t)dt R1 −1 p(t)dt p . ω3 t1 = −α t2 = 0 J(g) = 3 X ωj g(tj )..n#/!# 8 57-!3@LE@#g!3(Hl)4<#M t3 = α 0 < α ≤ 1 ω 1 ./)tb*.U@@#A#%$ S#*I9s@#"a+ #* 6{Cn+)n)[\+(*$D@?7.#HU>@9H@+-#i.T#B!#gP#*?-#*)!3@#M!3#M!3#*?-E( 1Q j=1 g [−1.j3&a#f+#H!`17#g)L574t). 6= 7 −1 6 dA4<)$E4W876B@(*a+):$ #fVB6j!3#%3I34<.%./##-8X4"#0$G46q$E57[ -9H# 4<#y!3# O (*@4Yl#%u57# 9*#H @#o[\+-E./O +-#%)$R$C!.*8  3          #%$ca9&++-12$c)t ./# Q{C)i#*ha#*%8 −1 t6     √ 6  √ 6 5  1 26 6 6 (−1) + (1) + −1/ 5 + 1/ 5 J(t ) = = 6 6 75 Z 1 2 t6 dt = .6U9H@<E#%#fD#%#%$ $c+R)ja#HI++-46=3!9HE$RE4#*#g!3)7a#g +6nD[\+E@+-./$ -4W#M!38^:./.9H469H#&#0$Gca+-$E4Y@4 O #A#Hc+)r Q r=5 f e*HkL#&8FkL#HinNe$EW+: 4< 3+4< 8Z@E+-4$g)+-) .n#"!3#g57!3. ω2 .T#g57#%$ E4+)r!3#"WJ #HI3#*.j#%$g=@@(*#u#%@$%(*Qe#%D9&!3+-+-)$B)9*(-+8k)$E$E+4!4< (*@+)$f6u[\+-8E.!3U+-#ME!3_E#*#-9H?-#HQEE9A(gE# +OQ-$cL9A+-#*+=3E`$c#%!3)a# ++):3$N 8 O #* 8#*c6T[\+@.

L6      .

4 1Q3PM[\+-E. 3α2 −1 1 m_.0$cn[\+-E. j}-QBnJ&DU'./57#%)-# &)+$ *( @4Yl+-)$S8[ 4a9*$E4<3#*ƒ/.L)?-#"!3# O 0 −1 ϕi i = 1.$ 8 8 8 Q{XE$ +v) )7&E4#%<46$R$Ea)7+&12e)J (*t?7. α 2α t+α t−α · . Z +1 t3 dt = −1 1  4 t=+1 t t=−1 = 0. #*|kS4)L4#*$@./!3#M(H@!3E#%4#?8 @( /Q QFm`LM9*+)$ E@9s@4<+-)F8 4)7E./+-#%)-BR!3@+#%3$g&.La46+$E+12))$ft. 3 t1 t2 t3 P2 t t−α · . ϕ2 (t) = α −α ϕ1 (t) = #*A!3+):9 ω1 = ω2 = Z Z 1 ϕ1 (t)dt = 1 .n#"!3#g57!3. +5-4i$E$E+3<#09H$c4(*[\#M+)L9HEIu4+:)+-$ 4<)7./D#*)7!3A+-)579&#57# O R +1 −1 t4 dt = 2/5 J(t5 ) = Z +1 ω1 α4 = 1/5 8$E+4<X#*)9*+@# α= t5 dt = 0 p 3/5 #*_!+)9S&[\+Q. 3α2 ϕ2 (t)dt = −2 + 2.j#f!#f57-!3@LE@#"$E+4<c#HI9HE#Aa+D)ra+12)t.*?-E#T#HI-9sE#*N /Q2mk+-R57#"6j[\+@.n<# 1 Q}H4F1S)+-$R +-)$ O 0 ωi = Z 1 ϕi (t)dt./#g!3#f!#*?@( 8 4P$E3ƒ/A!3# O (%E4<l#%c57# Q{C)i#*ha#* −1 ω3 = ω 1 J(p) p J(t3 ) = #*%8!FJ 3E@#gLE R +1 −1 3 t3 dt J(t3 ) = ω1 (−α)3 + ω2 · 0 + ω3 α3 = 0.U@@#A#%$ S#*I9s@#"a+S)r:+-<12)t-. 2./L#04Y@$R( !3#M}Q7/231S=:)+-$E#B$R!3#BP+-)?$ ./#"!3#g!3#*?-E( $E4 QmC46$@5-# R +1 −1 J(t4 ) = 4 t4 dt J(t4 ) = ω1 (−α)4 + ω2 · 0 + ω3 α4 = 2ω1 α4 .#&BE%./!3## $ 12.

/?-#*#S)!3!#DE# !3#*?-E( #%$ j+!3.%!$g#S657v[\+!@@.@jJ.T)n#q:+-!<#q12)Ft-#*.jL#S@.jLE<#@#C#%1$ Q7_/U7#HI1H8F9H#E#X:a+-+<12)t-. t t2 − 2 5 Q .+-$E)57)(# 0 :L α = p −1 5 3/5 L3 L3 (t) =   5 3 .

/#  L# 8 oLE'#%.nB!3<#%#0$M$R[\!3+#n@.)Ut-E. #o*#r<#y9*<+-@$ $n57#r#i9*9*L$  !3+))#r6>[\+-E./<# 4<.)7wx'C&#H#Hh_I3@Q 46(%$G$E@#*#)7(*@("?7L#%#*$D./(*@+-$$ +-!3)F# Q_CJ #HI3$ #*+-.%!3#%)7R!#%$D[\+):9sE4+):$&!K0 J 4<)7E(%?.UE4+)u?-L:$E$E4<#%))#f)+:$ "#y)+-.%.2 ‚  3          QPv[\+@./+!3=#*#RL)75-`E:+ 9H+-!3.'#*I+4<I 9s@#Ba+"<#0$&#%a$ +&17!3)+t)./"57#%$R#n!#B<#0!3$R#*[\?-+-EE( ./$ 4#%=)-#nR!3#%#j$c.  ( M(#* )& )$ Y S"#./(*@457#-Q Vv}*:9&83+-<+-@$f$c3!3E#M446$ET#*@.n)7)$<@#0+$AE(0!3$_$ #T#%#%)757$_E(ca!+!34L.j]gL#%$@$M$R!3!3# (*l]g)4#%$R$@$MVT=L$EE(*E#04R$M!3$ #%$ [\#*+-I2E#%./$R)#%t $M.T4P4<4EF# #HI30 O 46$G+@4#BX!3#%$ @#*) O m_+U+1-+c)$S)rV E./=2#-12QF#*9.n!EE46#*9s<N€@#0P#*$_./LE'(%.UE4657#g9H+.U!@#%4<$&+-)o!KJ )2(*(*.n!3#%?<#g@( !3#n]gL:$E$ N€P#*?-#*)!3@#"#*)V #%: @+-o4<)7!3@$% Q O @'(*+-E.)79H46r9H#>L41)Q$E} 4 P#*?#%)!3@#HNxF+-#*= UEE+j4)7E./)t3.%!E # @@@@:4Y@O .  .5 LWQ4<E#%.j=@#*I~+?-49*4<#%$r$E9*4<#%)-@4Yla5-#%$q?-@)! =<469 Lv#HI3#*.Ta++-)712E)@t#*./#*)7R.)'!#*#%E.  P#*?Qa9&#%F)+-#0!3$&@$`#D[\+-!O E++-.j@#*./$@#H<$ #N 5!3(%E1B4 @(%4<#%#o))!3#%)-ua+9*+12.T. )& S"Y.n#*#vu!3<#0# $ 2%4./(*#%@)-4.n<#0$A!3# Q ]gL$@$ N a#%+$c12a9&)++-t12.  &'./#H&!3#gWJ 4)7E(%?./+)4$E$"#M#*#%) $"[\M+@.UE469* 8oLE6L= 1D:+7$E$E.j#q!3#q57!@LE@#T9*+@E#0$GN wxX$%J L))2#q!3+):9/:+- #* {Ca+)#j!#%L$ )7Ac=4v#*)>9.'4Y@E#0$j}0‚  tp= 0 α = 3/5  ./[\+-#*E)7./O +-!#%)#q$R$D!F#B#*)?-„46#*579.+U4@EA46$kE#D#*)7A!3E# #*@I2# ]g#%L./.T# 1Q :Q  ^O.jO E#M#%!3$f#0$c!KJ ./fL<)<#0# $X$R7!3/J#j#2 9%]g1sQ L$c+3$@4i$CW=:J 4)7$EE(*#%#% $SO $LX#B!K#%$SJ 4)7:E+-(%<?12.):$ !3E# #H QcF#9*4<):-$$ 4R57#i!3#%$ !3%+-(*@)+-0 )O $T#o!36#i [\y+@.T4+#0)v$X#%!3$ #fAP$E#*./?4YN€#%4)3E@l#R)+4Fu+-i!FJ 4<3A)3#*l:@).-.)7)U@$k@$`6!Kg@J#B4$ )-#0!3@9s#(*E?-4]g+@)LE14+$EQ72&$)jNxF$E#%+#*$)7?-[\C#*+-)E$G@./9"#%6B$"[\!3+-#jE.%?@Q:#*)7wxkR#%#H$ I"a9HE+-#*$@.n.57$D#Tl)!46L$*):Q $"#%$f9./@#v# !3!3#0#$/F:#%+-?4<)7#*.U@4<+-)u)2./4<)7(H@E(*'?+2.

t=±  p 3/5 3 r = 2·3−1 = 5   −1 +1   −1 +1 LM M = 2 0 2 M = 3 √ √ L3 (t) = (15t − 3)/2 t = −1/ 5 t = 1/ 5  M = 1 L03 2M − 1    TM TM TM .

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/#g!KJ )r$E12$ E./#*)7&$E+$D6B[\+-E. a N 1 x1 + a N 2 x2 + · · · + a N N xN = bN .   xN QQ (0P 57#M$ U13@$ 4<+-E. = b2 .!≤$%82N4eQ #Q ij j j  QQ a11  a21  A=  aN 1 QQ ··· ··· aN 2 ··· a12 a22  a1N a2N   .  aN N QQ   b1  b2   ~b =   .   bN QQ   x1  x2    ~x =   . . j ≤ N 8 !+#%)$ )f(0$*8) ~b #%#0$9sgE#%) g9HO +#09s+@)#*)M#j9HV +-<+-)9H)+#T./#f!3# N N x1 ./9./$R# V 0 :Q<}241C)9*a+#*)3)2Rb*#0E$ @#"(09H@4Yc#HI349*4Y@#** . x2 .%E#D!KJ +-@!E# N !#c9*+2#Hƒq9H4#*)7@$ a 8 1 ≤ i. f#ML6):n$D[\+9*#M@. 23} 0 Q7/31 . x N  a11 x1 + a12 x2 + · · · + a1N xN     a21 x1 + a22 x2 + · · · + a2N xN     QQ = b1 . .'# L4<E@#87)+-$c9H+):$ 46!3(*@+):$X)i$E12$ E.%. . wG9*4 A #%$ `)# N ×N .*).T#0$ a+-$@L8 )7@#%$ b 8 1 ≤8a4<j):9H≤+)N)78K#%!3$%+Q )f)L(*)#%$f$"#*6  ~x $E4<E#-8)+:O $c3E4<46$E+)$R#%$c)+L@LNE4+)$c./V aN+-$@L9H)7+-E. R    Y  !#"%$#&')(#*+-. .LE@49*#D@(*?-4<./#f!KJ (%57LE4+)$D4<)(%L4@#%$D!KJ +-@!E# 3 ! N Q}[1 0 A~x = ~b.%.LE@49*4<#%<#%x$R$ @1)≤!Lj./.

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*!3@#[#g]g. 3x1 + 8x2 + 13x3 = 5.)]S$RU+@9*):4<#H+-$ &46)n!3#*(*!KI2@J#%+./#*!3)7#uR@E@@46L))$ ?-[\+@.T4.TI3#*#c$R.-+l PfL@a#*./1C#@E46L)?6L4E#%#g) $E:) (%E$E413#*$G@&.  2x1 + 9x2 + 18x3 = 11./#Xf@.-. N A aii 6= 0 i = aii = 1 i = 1.T4<@#%# $E#r+$E313E$G4+@. ./$)7"LE!3:@# +749*$ # (%#i#%$E"(%$ ?+-#T4YT4<. ./#%$ 4")U@@(*4<?+-) <4.$&) 574./a#*(*)7@A4#*[ _4<@(%#j576/4 O @L@#*))7$G%N Q A aij = 0 i≤N i.*. xN −1 ./9.)#n$U@<@#/LE)746!39H(H# @57#*@#r. 3. 9 : '   7 5   ` # % ( 7 5   L  E   4  + B ) 3 ! #   7 Q 3 / Z 1 :  L  F  O 4./# O O    * .0$g9L}gJ #%$$ENxRVUNx6!3/4E!3#4a?+-+-$@)$EL(%!#Q )-n ./#  A~x = ~b  4 8 12 A = 3 8 13 .ACE  \BMAVJ< B  b b 9*+)$2#H@%L8`E:+):+7$$A4$@+-57L)$T+#i. .*@#c(%57LE4+) O 0 a =4 0 x + 2x + 3x = 1.>=J= RZ J%EK#@L ')#&L BBMAV%CP=E _U3W&<  NQPFAC BDJSE AC@FE ACBD\PYBMAVHJ<K< JBDJ NQYP >MRZA P=L BMAVUJ J:=>< L B. 11 1 2 3 ./ )O #.@$A4<#%!346EL#-?-Q +8 9&)+<:#0$$ O #`E#%E. . x1 xN = b N i = N − 1. N − 2./ #q#%9f(05-!3#04$ O L#*<)7#% ./$ . ./L4$A$@$n)+)>. .  "# O" & "Y .cU@4<+-4 )n+LM9*1D+):$E+-4$ER#R+Vg=3!3@#*4 O )44$E #*_* 6"E#%.$R0 }A!)$X$@MQ !3"46L?-)+$B)9H#<#R9%#*%$%8-8K!# )0 +-Q7/3$R1s8Z )+-+-)$g$ !3* (%!4$E+):$f$E9%9H#%$@$E4 O #*. 2./#*)7g<O #0$"4)9*+)O )2#0$ QZ{C) #HhZ#H%8 O #*&:+- * 0 :Q 171 f$ELa)(*$A@4<<#%#n9*E#-8$A6+3o4>. .*. . 2. 2 9 18 !3# O 4#*)7A!L):$R9H#M9*-$   4 ~b =  5  . 0 :Q 251   4x1 + 8x2 + 12x3 = 4. .%EEE@+3#-46L!38))?-4Y+g!3$#%4<@$  #uO +L$E)#*$a(*./#*(M4<. 11 * 0 :Q ?1 !3# Q 7#&1S*  =L').%E#D@#*+.%+. . N A xN . 1 xi = b i − N X aij xj . [\f+-LE.>ACE = \ BM%AVJ#@< ')BD#&BJ  %C_U:=EW : @F6ACBDA P H<KJM>MJ L'< E JI  RZ:=P=< L BMAV U]J)LTBMAVPFJME >M3L < < NQP=E9ACBD>JI2>M><L ` RS\BMJ AVJLT< BMBDAVJ PFE 3BDJ< > NQ` P=bACB]L J BMAV>MP=< E F\< BMN AVP=JAC< BDJB ` b BDJ> ` b L BMAVP=E a 3< NQPFACBDJ.*) . ./#X!4?+):LW8 % Q A d < 4 : ) $ W 4 % 8 7 5   < 4  @  S # R V 3 ! 4  4 E $ * # P  .4<)'(%+#nL46$E4 @4O $@#S$#0#%+-9 )n)$+)/* $E12$ Ea.Tb%./#%4<6$ )yq./6(*E.L BML AV:FP=< E L 3<U:FNQPF< ACBDJNQJ >< ` \BML AVJJN < HBD<KJ J BDJ> ` JUL A ` `   BDJ> ` b b . . Z. $ *./):)/$&$ <13#-$)o8E). 2./E46+L)7)E?-@#*6AL49*E+#D./a(*4<#%.CU)F@J E#%46$ 9HM# $g#%$ @C#%$EE@@46L49H)E?-4<[D!3#q4<@$E#R$ a:+-(%$EE#*4#*M57@#A#  #%9c!3#%$ 8 L#*.)>(%:9H#0+-$E$@TL4=@#*3.%#*+-. j=i+1 A A~x = ~b   N =3 P#g$E13$G@. . . . . .'+3U!3@E#i469H!K# J (*4<. j 1≤j< 1≤i<j≤N A   A A aii 1.

*')./#M 4 O =*+L'.%.T0 (*:44<Q ./#f(057U@4<+-)r!3# 0 Q 851        .M.'(%)757L)# L?-E(*4#f+)v/$c(H!3@E# (#%.>L*R%U#g#EL@+c46$ =*4.-+l#g 4 O |+L40)857<#%.%U.%+-./#p(%57U@4<+-) !# 0 Q 551v:L 0 # 0 :Q7431 9A#B+$E12$"$ E$ ./4Y[\@+-#"#M4$/)(%+-W57J (%57$D4 $ LU+-@#*4<)7$G+-@&) @V^01-+Q7)23Q 7$1n1DV57[\+y4F46$X#0EW$G@J +(%5746$E#*4<)i.A1sQS+l9A +9&$c+-+-=3E$o#%)!3+4 O ):4$ $E+* ):$i !3#%3I34<./Q #A9&(0+-5-:$/U+E4=3+@)r#*)!3+-# )0$TQ 7) 1 O 0 0 0 0 Q 551 .T4K#%#%$ )7&%8#*)4F9*$+@ƒT#"46A9H4!#B83!3a4 O +46$ &#%R+-=3nE#%@)E+-4 4$E*4<./$#gE./# 0 :Q ?1sQ :.*.T@@4<+-#v(*a) (%(H570@:Q)7L25E1C4+VM)~6Q7j23!31D!#1 #** 30 :I3Q 4?./#M(05-:UE4+)i!3# 0 Q 551D#*A)+:$c+=3@#*)+-)$ 0 Q 851 574P#%$ &(%574 O <#%)7Rv$E13$G@./$c+-!.2K1 #*{X$E13 )$G$@./.*c@9H4<#%+):$S)9.$E^14 O +L):)7$  * [\+-4$ 0 Q 4F1cV/6TE@+46$ 4./@9A#%+#%9*)-+j.*1s.*#.*.%./57@1X4#f)[\+(%(*)757#2c1fU#H@B4<+-))F+-@Q  $g@E:#f+-$ #%O +-<)#*$N !.*./=#*#*3$E)#*I9*O#*4<+)R):9*+#g$X)57)2E+3#g#09*<$ (%#0!3$R(g!3#*#*#*)i Ir6L!346$E#*$@@0 Le)J)74<4):.*.>#*3DI3e4.

x1 0 Q 651 9H+. %4 1   3 2   x1  x2 + 2x2 2x2 5x2 + 3x3 + 4x3 + 12x3 x3 = 1. x1 2 x2 + 2x3 = 1. )"#+$R0 WQ J65 1HO 8+4<):$S#%$!3&(09H[ @4Y9*A4<!#jL!3)#n$ !30 (%!3Q 151s4<QA@#j9A+$E9*$&9*+#%=3$@$ @4 #*O )#%+-.TA4)LE4+)FQdA4<):$ 4F#f@~b=<#0L Y./# x1 = 1. = 1.La#M!3#MeJ (*4. x2 = −3.T)#%$ )7*c#%$A4<):9H+))7#%$ x3 = 2./E+4<:E(0'$j9*. x2 ././9A(%#H+!M#*)7$A!3E#j#-@QP@(%(%m_$E#*+<)746$EEn#*+-&)E(0$cWJL(%.f&U!@E)>)469H$"+#u.<44$EL. 2   x1 + 2x2 x2  + + 3x3 2x3 x3 = 1.*.!3q#H4 )$E#%U9H@E#*4+0) # 8 $E#%9*+)!r.TLL)#M4:$E57./#*4n)-4<):@9HU#*#H)ET4+)7+)yA=3!3zG#0+)o9s)7@"L4Y[G8k?#j+-)./#%<#n+-4W8)q#*$ ha(*#0E9s(TE!3(j(%6>9*E4<. = 4././#g(H.n=E#M+-=3E#%)2$R O L)7D6 iNW4. = 2. = 9.   * ./ )O aE#*(0@9H. 5   x1 + 2x2 x2  + 3x3 + 2x3 2x3 = 1./#*. x3 . * )&M #. = 1. = 2.

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j)$c=6@n#%$ . i + 2.*./(%. . . ./H# A#g!3(Hv@. i + 2. i + 2. (i) j = i + 1.    A(i) /6j[\+-E./#M#%$ &!3(%9*E4<A!L):$c<#f@=#%LvQ}Q O fL)$R#f@=<#0LiQ}826/)+L./9*#q@b*#*./#M:+-R#g$E#%9*+)!r. ./#M4<?-)#B!3# 8 8:V/-5-#*<# )+-$TE#*E. .T4L)rLE@4+=)><#09HL+- )$ 46$ E#*./b%. . . ./d <#6#%.*. (i) aki 2.A+l 9A+$X!34 O 46$ +-)$_6 N€4<. j = i + 1.%.U./#M(*@La#M@(%L46$ (%#84P)FJ #%$ &$&)(%9H#0$E$@L4@#g!FJ  O +4R#*)>.*.:L#n=!3#%#M eJ (*4. . (i) (i+1) = bk − aki ∗ bi .'+)$ [\+-4$T6 4?)# 0 :Q<}-}[1sQ 9&+-$T+=3@#*)+-)$n:+- 0 :Q<})151 "#M.    (i)  aiN     (i) aN N QQ 0 Q}%‚71 QQ  €N 4.4<O17E#*#1S)7#HE 4+)P#08F$GQc}*5-7@1H#*#qQ./9M9H#%(A9*. . .n=E# * 0 Q}*?1 A)#M[\+46$R6 NW4. j ≤ N aij := aij /aii ./#B44S#*aS$E4<+<?-4#*) r4Yl:#H#:D8FQ<}H57/3F1sJB8 #*):9H$+-Q) }. .n=E# * 0 Q})/51 9A+$RE#%)+)$c#%)$E4Y@#B6 NW4./b*.U@4<+-) |:L4E# V i A aN i ~b(i) (i+1) A(i) ~b(i+1) i A(i) i (i+1) aij (i) (i) = aij /aii ./(*. . aij /aii aij N  i=1 ··· N N −1 . i + 2. (i+1) bi i (i) (i) (i+1) = akj − aki ∗ aij (i+1) bk . N k = i + 1./$j4<}[)0 1ALE4) +)>$ 13!3$ #nE0 ./V/R<#0$@$c$E#*+&a!3(*i.*L)9./#R<4?)#R!3# :L`# N€4.*]g./#*./5-. . ./L#T:$E!3$R# 57O 4K(%@57#*)!LE@4n+)E@$g46LO )?-#09 4<@#"4)$E9*+a)(*)2@4<#%#0$*OQP]S0  #HO M#%9fL!3?#%+$N O@4Y@'.T8+-4<@#M!3#MWJ +-@!34)LE#*Q7DdA#%4<):)i$ 4a(%9H)@+4 :$X)7a + O Q+})}21X$X$E(%+9*+)$c+-6n. N./46L?#f+-0 !F)J L(%<#%4. i + k (i+1) akj (i) = bi /aii . N. N (i) aii j = i + 1. ./6#1B* -9H#&+39*9*a(*# O 0 0 :Q<}H231 ./#M$E4 O )-@#*  A(i) (i) (i) 1 a12  0 1  0 0  0 0   =         (i) a13 (i) a23 1 0 a14 (i) a24 (i) a34 1 (i) ··· ··· ··· ··· a1i (i) a2i (i) a3i (i) a4i ··· ··· ··· ··· (i) QQ ··· (i) ··· QQ QQQ 1 0 aii  (i) a1N (i)  a2N  (i)  a3N   (i) a4N    . i (i) akj i + 1 ≤ k.j#HE=LE@D#j#q9H9*#H!3+E#u) E# !3#%O@)-+L@4<4<E#*+-# )Fc839*)+-9*$R<a(%#%#+$ Q- jwxa9*+#%))q9*$c#%(0<$ 9H(D@4<#%!@) ## WJ L<#*?-+@@$f4Y@'!3.. N. (i) A(i) k = i + 1.@4<L+-=)#%$R$  4 L)7@#%$ v* @L=<#0L O +- =3#E#%)4<  =*'. .*./#c4 O +L :aQ<+}-}[1 0 9A+$D[ 4$E+)$R!#f.T#B O #%9"<#B$E#%9*+)!r./#*.T[\46+$E#*@X. . ./+4@#f#%$ )!+-. .

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./#f4?)#gR<# N€4<.*#*./ha#0#f9sEE@46(rL)W?-J <?-+4<@@#g4Y@'$ .!3#c4<):!ULE)#%$00 8aQ615i1sQ$ +-f<L):E4$`+)<#c=!X !K$EJ (0139H$G+-@). 2./#f4 O +L $E12.%.%.T#g4<?-)# 2+-$ E./E(*+3./#*)7 8szG$@57FJ V @(%$E+dA:!3@E./#g<4)(%4<@#g+@4<?-4<)#* #H 8 )SH'./LE@49*# #H&#B$ #09H+):!u. %4 1   .%.T57#g#*.%46.$E#f!3 N€4<.*.ADT_\W d&?+-E4<E'.*. ./#/46$<4#%)k(06Lg4E# 69*:#DQ<}2+31f9%9H#%$ Ma(*$ E#R+3!9 -()*#$ 0 QQ ~x = ./#g4<?-)#MV/ N€4<./a#u(*@!34#*(09H@ 4Y* !L):$j#q. N −1  1 a12 0 1  0 0    0 ··· a13 a23 1 ··· ··· ··· ··· 0  a1N a2N   a3N     1   x1  x2     x3        xN  b1  b2     b3        bN  0 :Q<})551 QQ QQ Q Q Q Q Q Q QQ #%6i)/.n=E# a&RBS#@"' UV ZB%('.*.*.L)7D6TLEE4#M$ @!346L?-+)<# !3>$ 13$ E.# * 8 @#*@(%$E#*)7.9s@4<+-)r!3# [\+-4$ V wx) O #%@$E#g!3 NW4.n=@# !3>$E13$G@.*.T#f@E46L)?-6L4E#g$ :(%E4#* #H&#M)+- O #0Lr$E#%9*+)!r.T#g4 O + 0 @"4#*@./J +.%#f$T#B O $ +134$ BE../#M!KJ (*4<.-.%./#*./4 #%+)-M1 O O |L4@# V {C4<.T#g4 O + |L4@# V "4 O 46$ 4+)i!3#M6 N€4<./4)U@4<+-)i!L)$c6 NW4./4)U@4<+-)v!# ]gL$@$*Q #H 8 %('Q=* * 8 @#*@(%$E#*)7@)7D6T./#g(%57LE4+) |4<@# V 3+$ E.%.T46$ #04$R+)i$ !3@# !346L?-+)c3<# IqN€4<). 3. j ≤ N bj 1 ≤ j ≤ N A aij 1 ≤ i < j ≤ N ~b bj 1 ≤ j ≤ N ~b                        i=1 N −1 p := 1/aii  j =i+1  aij := p ∗ aij xi i N i b := p ∗ bi i k =i+1 N     j =i+1 N     akj := akj − aki ∗ aij  bk := bk − aki ∗ bi i bi i k aki i k aki p := 1/aN N bi bk N bN := p ∗ bN bN N i = 1.S#@ |:L4E# V {C4.j=a+Q 4$E#R)#R=a+:9H#A!L):$`-57#*<#c+-)/[ L4<X$ 9%9H#0$E$E4 O #*.%.9HE4+)r!# [\+46$c )+ O #*<# NW4./#*. ./.L=#% Q}8k4<S[ LT#%)9H+-E# aij 1 ≤ i.T4)LE4+)>!3#MWJ 4)9H+-))2# wx) O #*./9*(%+!4@#T)-C!3#9*+W./+./#g4 O + A4 O 4$E4<+-)>!3# R<# N€4<.

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/(*E@457#o)+$v +-)$ O #*T#%) 3@4<4cQ @$ Ld&)74T)$E<4"#rE#%'$ (%+O L@. λ2 . λ N ||| A−1 |||= max |λ−1 j |= 1≤j≤N 1 ./#fE(%?4#*c!3# (%57LE4+)$cV 4)9*+))2#0$ 0 Q 1L?1 24 #%$ &)#ga#*EE@=LE4+)i!3# #HA$E4F+)vE(0$ +-3%8r4#*>!3# 0 :Q 171s8 0 Q 1L251 +-)r+-=3E4#*)7&R<4)(%E4<E(  O #%9 0 Q 1J571 f57#0$G@4<+-)/$ . ~ δb ~b ~ A~y = ~b + δb./4<#*))7$Ev4 a#* bH@E#pL<4657(pV 574n #%$ O <#%@$iE+-E#0$ 0 Q 1J171 :PQ#%1$SQ E#%LE4+)$ 0 Q 1L/51_#H 0 :Q 1L151H8-L4)$E4a57#"n!3(Hl:)4Y@4<+-)u:Q 2M!(*. . .T#p. . ~ ~y = ~x + δx ~ kδxk/k~ xk ~ = δb.*#*.U:== E  @=AC%L AV#@'):=#&E B%C> J_UUW LTm BDPFN:F@3ACJ L N <JE E J :=R BDJ :2>MRZACLTP=A L BM>AV<U]JZA=BDP=\ E6FL < N A BDJ b  E P `5` JNCNQJBDP E :=R B]J @3J ` `  0 Q 1}21 :  JM>ML NQPZRZP=L BMAVUJACE 2JB>J @5J b F+-@$@57# #%$ A$ 12.$ v#$E% 17. . λ22 . λ N N ×N χ(A) = max | λj | 1≤j≤N min | λj | .$E57%# . ~ Aδx ~ ~bk kδbk/k ./#Q 4$E#q$ B<#q$E#%9*+)!. >./j6>4<)7@$ #*+-)<3@)-4<+-`) #0$G!3X !3#&$E12$@$ EO . . λ2 .'Q. .*.n=@#QPiE(%:+-)$ ##0$Gj!+))(%#q!L):$MeJ Uƒ@O ./+)7E@#*)7D<#AE'(%+@.*. 1≤j≤N A−1 −1 −1 λ−1 1 . ./#*. . λ2N ||| A |||= max |λj |.-#%'.%+-. .L4)7E#%)L)7R)i$ 13$ E. ./4<`#$%J #*43) #%[\$ +C):a9s+-E$@4+$ 4) =!#&#q!3#ReJ #*. >./)7@./# ]S+):$ 46!3(*@+):$X. ./b%.L46$E+))Q#%dA.P+=. . min |λj | 1≤j≤N  N N A~x = ~b.$q:Q /oE+-)+E:#0$$ !+-3=3# E#%)+)$ $E* +)7/!3+))(*#%$n 0 Q 1L/51 P#.@@U#*zG+B@#*@_#*W6UJ #%@E4 @#*# k@#*6U@4 O # 9*+L./(H@E4657#g)+$R O +)$D#gE(0$ <@L&$ 4 O L)7%Q B` D: ` =BDSJM>  _UW N  :=ACL b <NQ:FE BJ >)E :=<?>P =:=EKRS> PFLT BMAVUJ > =RZ\LTBMAVH<KJ BD\ 3< N A BDJ @5J =P=NQJ< B> A A N ×N χ(A) =||| A ||| · ||| A−1 ||| A−1 A A A λ1 ./#u.UE4+)p$E4<N O 1≤j≤N AT A = A 2 A T A A λ21 .

*.*./46$G@# 0  $E#*)$"+34 #0$G $E+ O #*)7`)#* E#%.$ 9A+$A9H+) O 4#*)!3@+):$S!3+-)9M!3#g6/E./(H<EE@$R4465-a#H4<(%#E#n4<8aE#<:#TL@AE'(*#na+[ @+.0 L!34<(H%l8)4Yr@4<+-)Y4@#/38Q qb*E+5@#f4 (%?-#0Z$GgV <#n)+.>+)y=3$R@+-B4<=3%U46$EE.%!3?!3#C##o6RLE(0$ 8Z$E+-13<$GL@Ef.n=@#j!3#/9./#%./9H)M+-#o)!3$ #(04<)57(0LQ7#*/34)7E}[#"1 Hw)0 x+LQ7[ /3$"}231s:kQS+-!3wx +-"O )+-#09`$G)r=$&4[a#*)M#*9H.9HLE):#*!3# O L#*f#%$%@8Z++@./# 9A+$M +)$g!3+-)9T@+ ( E'(%+@.j=@# $E$@12T.5J1 E6H<K< UJ N=JL H< [E J_UL W$_  2J U:FL ACJL < B)H< < E E A :FJ `<?J>)BMP L < 2B:FEGJ >RS bPFLT BMAVNQU:FJIB>IBD\ >M3A < N A JB]L J a < >E:FEKL @3=JJ]> UL J<  2B-J@3U:FL JEK< E B\->IE L J:=N E > 0 :Q 14F1 :  J>ML NQJE :FR BDJ @3J U:=E @FACLTAV:FE > ` JUL BDP=N@3J b {X).# !3$@4<O ):57(*UF@E4YJ l:#%V>#*4  9%9.'4YhZ@#%$A$E4?)4<l:9*LE4<[ $]1H8KL+./#/Q 71f57#eJ #*@@#*g@#*6UE4 O # $E 6o$E+3E4+) O #0$Gj.$   .%E#21sQ 59.!3E#v!3#vy@(%9H46$E4<+-) E#%LE4 O # ! 0 9*9*6UN @a#*+ E.%?#f$E4 O )7E#Q #%) O 34:<#%+-)u&9*!3(09*9H4./<#A<n#-83$ ++-)i<3@)4<#g+-)qa+!3# @0@TQ 1L?-1`$c ?-O #0@9R)-@)q4<c+-T@!34)@4<L+-EE#*4ZSV $&!39./(*4<+-@=# 0 T$E#*):$ +54y4C#*I246$ E#!3#%$g#*I3#*.#%'Q))-+g.'L64YhZ9HE#06L$R)7!3>#M 6O T#0$E9p+}%3‚~@4<+-9.7'4Y# hZdAE#0$P$E44<57?-#%)$ +-4<gl:)9*!3$vL#nE9H4<e#H[ J $KE+E<.T+-)7E@#*)7D#fE'(%+@.# '4YhZ@#%$X$E4?)4<l:9*LE4<[ $ 9.-):')6q$ #&B* @% #*6UE4+) 0 Q7/K571& O #%9 #*)y<4#*y#HM69H#T!3# 8KL4)$E4_57# 0 :Q 1L551 0 :Q 1L851 nJ L3@E#M 083<#0$cE#%LE4+)$ 0 Q7/K571C#* 0 Q 1L?1D9H+):!346$ #%)-&V * #*A!3+):9 0 :Q 1L651 :PQ#%:$cQ @#*6U@4<+-)$ 0 Q 1J871S#H 0 :Q 1L651SL4)$ 4F57#g6/!3(Hl)4Y@4<+-)r:Q 2T!3(%./#%$ga+M#%$@57#*6$ 1 #*I3#*.') 4<ha@#%$v$ 4?)4Yl:9%U@4Y[ $va+0vbH@E# $ i!FJ +-=3E#%)4<v#%$ 1 E#%./A@#*#g#*)7 EQ@15#n1HQ $@qQP<]S#n$"[?.4!3# )M@#&+!3zG./4$_)+)/L.#B$E57#%) #BO 6Lq#*.9H469H# :Q<}21sQ 24 #%$ !3#rWJ +.'4YhZE#0$R$ 4?)4Yl:9%U@4Y[ $&$ER6/$ +-<3@4<+-) 0 49*4 !(%$E4<?-)#gT @4<#g#*)7@4<./LE4+) 0 Q 1*431R#%$ f$E+ O #*)7Aa#%$@$E4<./#*)7`<:$`:#*E4<X57# 1.T4#*.gLEL@=49*$E# +#n#0#H$G {X)o[ L4<"WJ #%$ 0E4.j.*4+.*E9s.#y+-!3@@E$P#j.LzG+@(*#/O Lj0 eJ #*@E#%M@#*6UE4 O # $ j#q$ #09H+):!y.

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1  A ~ N δb ~ = δb ~ A~x = ~b Aδx N ×N ~b  3    .

k~xk k~bk  ~x ~b χ(A) ~ ~bk kδbk/k ~ kδxk/k~ xk ~ ~bk kδbk/k χ(A) A ~ kδxk/k~ xk ~ ~ χ(A)·kδbk/kbk ~ ~ ~bk kδxk/k~ xk = χ(A) · kδbk/k −p η = 10 ~ kδxk/k~ xk p χ(A) · η = 10log10 χ(A) · 10−p = 10log10 χ(A)−p . 1 ||| A ||| ≤ . ~x ~b ~ δx N N ~ ~ kδbk kδxk ≤ χ(A) k~xk k~bk χ(A) A A−1 A ~ ~ ~ kδxk kA−1 δbk kδbk = ≤ |||A−1 ||| . p [p − log10 χ(A)] [·] χ(A) 107 . k~xk k~xk k~xk k~bk = kA~xk ≤||| A ||| ·k~xk.

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L./4#A)#u#*<# #0$GB$BN#%)p!FOJ (05-E(0:$ U#%E)4+9H):#~x$ !K0 J M) (%57LE4+)$1f57#u!KJ 4<):A~9Hx+)=)7~b#%#H$ n0 N!L)4)$M9*=+4<)#%)2) !#0#%$]1$B9%+)$M4!3X4<n)FJ 57iFJ +-) $ !39%#/$%$E83+)+3E4$R+)F4<QF.T #g#%aD#*3) A!+N )9g#%9s$E@#g#*[\+O  @./.'#v)#>$E+3E4+)~!3# A~x = ~b Q  9&+-$&<+)$c!3(%.RZJN PZ>:=N < LTAV:FE @=<#> 2>ML ~xRZJ A  A~x = A b~b b b ` a .  O" &'  . #. 0 Q -‚71 $") !34@!L):$T9*#>9*$/57#iWJ +-) 9.-$'.  )&O&   )+-) .5-L)7#@4A$@$ #%#0)7$GcR57$ #:+7$ (%# #0$E#*$GD E(%?N N4<#%.'#%@9.  . 0 >+-)7E@+)$/57#8X<+-@$@57# ~x #0$Gu$E+3@4<+-)~!3# 0 Q */51s8CL+.# A~UEz4+=)i0 #*#0c9 !3+-)Q 9L}2871S?-L46$@./]S#%#*Ea4+#*)):$S!@LE)7+-%  8K4`#%D$ #n) :+-@N @#%4Y9sg@#*5-P J 4`#H57I3464F$G@@# #*)~x!E#f#*.!/5-#D6g.L<)? $%87j8 E#%LE4+Qa) ]S~z#HEEB~#Bz!3=#%E)04<. &'.$T:+-@+3 N N O #09s@#* y~ !34<hZ(*@#*)7A!3# ~x +)> * Q L171 k A~x − ~b k<k A~y − ~b k .U@E469H# !3(*l)4#RL .>R#%=.x ' ~b #HM!L):$"QF9*## @+=„<E.!L$E(H12):E$!T#%EE./      #ZY.jA~./$ (*E@457#-Q 24W83a+c) N N O #%9HE#%B ~z 57#*69H+-)57B#82=)+-A$cA9*L#%69H$ C<+-))# $ N~z ×B~Nz 8 Q }21 ~z B~z = ~z A A~z =k A~z k . 0 "#!3#M". .TE#MU<46ƒ57@.E#+-3% X!KJ L=a+.T#f$ 12.n@#*=@`#&!3!3+-#A)QP){X4<(?-)p8)+#%[ )T$L4<M:%8k#%39H#0#r$GDO !+-#*<@:)+$C4<4#%_?j.42$@U4L@~)7bEB46#%9H$ 6#&`i!3E+-) #%)7MLSE4#&N +O ))#0+9s./`574)4# .+'Q).%4.j2=+-@N 4Y#R #%A!39s#R@#*9H)+- # <+-M))$E×#%L$ EN46N$G[ Q./# &'.%57.    O+-.jE#%#*PRN57L4#M)O $Ea4 +* c@+~x3 N #09s@#* +-)v4Y k* A~x − ~b k O N O ~x N O ~y k A~x − ~b k≤k A~y − ~b k ./b%# . 0 {C)ia+-$@L)7 83+-)> 4$@57# #*A!3#g$ S  *               "       % "    T T T T T T T 2 T T T ~z = ~x − ~y ~z 6= 0 T y~ 6= ~x k A~y − ~b k2 =k (A~x − ~b) − A~z k2  T   = (A~x − ~b) − A~z (A~x − ~b) − A~z =k A~x − ~b k2 −~zT AT (A~x − ~b) − (A~x − ~b)T A~z + ~zT AT A~z =k A~x − ~b k2 −2~zT AT (A~x − ~b) + ~z T AT A~z =k A~x − ~b k2 −2~zT (AT A~x − AT ~b)+ k A~z k2 ./(H@E4657#"!(Hl)4#AOa+-$E4<E0 4 O #[1HQ7dA4<):$ 4a4<a#HI346$G@#A)r#HADA) N O ~x Q */51 A A~x = A ~b.5-%./.%9sE@# #*~z0 =#* <#f0 @#%#*$ PS57.U:FR.)+-U@$RE46L9H#gE$E+-17).%+-./+)7E@#*R#gE(0$ <@L&$ 4 O L)7 * >J:=< ACB L < E >PFJ LTMA > P=×A >PFNEKL RZ P=L BMAVU]J  (MJ ≥N <?> NU)J @52JZJUBDL PFJ E<  B =S _UW m 6< `3` :2>:FEG> H<KJ A Q N = :  B > C A N D J 5 _ A M > L J < # E  J  L < E  >  J < N  2   J  U L Nb J~x >ML @5:=EKE \.

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. pM D i=1 "  A~x = ~b M ×M D= M X i=1 ri2 (~y ).   %      "   √ √ √ ( p1 . ./4)4<.u!3+-)9 0 :Q -4F1 ~x k A~y − ~b k2 =k A~x − ~b k2 + k A~z k2 . A ~b M ×N M N ~r(~y ) = A~y − ~b. p2 ./$E#*#0)7$cE<+-4))(%$X!4<@L#%)$R$S!<+#0$S)7R9.57+)$/57#o$E4 #%$ q)#  . L  E  @   4 * 9 i #  ! > # @     ) ?  O #*57T#%$E4 9*+)#%57$ B#-83) 57N O )7#0E9s4<EE#%( B!3+-))(8P)+$j:+- O +-)$M!3(*l)4%8:+-B@+3 N O #%9s@#* 8 P9%L# @OE(0#%$*9H83E#%<+- @$D#%+$ )iCLa#*( Q 24 #%$ C$ +-<3@4<+-)n!3# L/$E#*)$`!3#0$_./. p2 ./#Q !9%L(H@lE9A)(04$*+#q8U4a$k+-$E$E3O 4Yƒ+-@4)O @$ g#OQF!3jdA#R574<@)(%$E#D$E4W+8P$ :4 $ !34XE)#D#0+$G#&_$ !3$ 13#DO $ +@E./+)7@E#cWJ )49*84Y9*@(# LƒE. p1 . A N A~z 6= 0 p~ kA~y −~bk p~ N ~z 6= 0 kA~ p − ~bk ≤ p ~ = ~x kA~x −~bk < kA~ p −~bk N ~y ~x p~  A AT A A~x = ~b N N N AT A~x = AT ~b.n=E#0$f:+7$ 4<E4<[ $ #HB#*) ./4<)4<.L)74<@XE#0!3!34<ha4YC(%9*E#%#c)-57X!#R# )+)$`+:$`+L)$k@4<$ +-)$%:8U+7#*$ )/(R3$EE4 4$@LQ7)7]S #c0 . pM M X M X pi ri2 (~y ) i=1 p1 .*@(%.0$c@<#g4Yg@'p(*+-!3E.0!3#  #H L Q $") $E#*.'+)$T)#>$E+Q3E244 +) !3#%# $ R ./46$E)7g6 i<4#*i!3# 0 :Q 231 9*+./LE@49*#M!34?+-)L#f!+))(% #gL  !346L? 4F#0$GR[ -9H4<#M!3# O +4c57# 0 :Q *551 dA4<):$ 4W8P+-)9./#q)+-$BWJ  O +)$M[ L4<n!L):$ 0 :Q -71HQ\9&+-$j!34@+)$n!L)$n9H#u9%$B57#u)+$n9. . AT A~x = AT ~b k ~r(~x) k≤k ~r(~y ) k.):$_$ U#%#HE)X@$B46V9H#X!3#0$E$M124<./)74<E)4<E(( #%)p9. pi ri2 (~y ) = ~rT (~y )D2~r(~y ) = k D(A~y − ~b) k2 .4<EU@@#%E$l469H2B#g#H#% $ A5B$E!317#0.*)<. ./.:LQ *46$ 15+-1H)8 )#%. ./$E+6!9HE##%f!L)$fO 9H#/574_E(09H. ]S+-. .LW8P9*#q5-4 @9*#+O )4!#*)74YMAVqVT@@#*(%. ./9H(*++E4@))4)757!3@#%#%#-$$ 8 $E4 O L)7 * 9A!#B+$ 13$S$ E.T#%)7k./#$E@!(HN @57#*@./(*#M!)$cWJ (%)+)9*(B!3rEO '(%+@. ./#*)7P)+-$_ O +):$ Q0{X)j#HhZ#H08 $E574 4:9H(H+./))#"#*:BQ 2!383#0$g+)i:+-+4=3!@$M4<#%!3)74Y hZ(*@#*)7.'#%@9.$ML3I (057Q U@4<+-)$g!3p$ 13$ E. .     ~r N M > N ~y A~x = ~b ~x ∀~y ∈ RN ./E@(H4@57'+3#M!3#%!3$D(*l)!4L#f3a@(*+-#%$E$D4<EVM4 6#BQ @(%$E+3E4+) O #%9 &#*. . p2 .'+46$ 46$@$E)-M!3#0$g)+. pM ). N ~x k DA~x − D~b k A DA ~b AT D2 A~x = AT D2~b D~b " ( ! ./+4)!3@#%$ :Q -71 0 #*%8!F$"J )LE.4<)7E#%)L)7M57# #0$GM) N O #%9HE#%0 fE#*C57# a+P@+3 N O #%9HE#% 8UL+. .%+.'#T) N #%9s@#* @#*X57# $E+4<B.*.Q -$E‚5571S# #0$G&$@UE46$ QZ[ d&L4<4E)#$EQ 4_ O 34`)+0$M$Ea+-$E+):$".L.*./4W82#*)7/ @#*6U@4<+-) +.$F)(09H#0$E$@L4E#%.T):.'#*EN 9./$X(*.T# #0$G&$E+3E4+)>!3# 0 : Q /31H83+)v+=3@4<#%)- * mX@#*6U4$@@574<+-) # Q L#017$Gg1X!3#0$G#TR@=4)#*?) (*8Z@4Y+l)y(%#gu#H)%8:(09Hj#0[\$E+-$@L@4E4<+-#%E./+-? )#c$f4<E)8U(0(0L$ L+-+4E. .#R$!3@!3# # #0(0$G5-k:U)EL4#D+ .':TL.

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T#%$ <#La+#*j@$/<#05-@+#*CE#06 $ O @(*#0$"!3#$E+EE#/V 8 @  * ( a  H ( E  % ( % # M $ E $ * #    + o )   * #   M  j . . λ N | λ1 |≥| λ2 |≥| λ3 | ≥ · · · ≥| λN | . λN 1 ϕ ~1 λ1 ~ ~ |λ1 | kε~ |λ1 | kδbk kδxk ϕN k = = . .c!3_\4+-W : -9sXE4<[]J ( 1SO #%+-$ <&3@?4<+-+-) O !K#%JE))(*#&#A?:. &   .nJUA3!3Er@#&E'(%+ @0./#Rg.*j@#>) !3+#H)7I3q#%.3$ @#%$&#H$E #%$ $E<+#%)7B. pM  A N ×N λ1 . ~ k~xk |λN | k~ ϕ1 k |λN | kbk A χ(A) = |λ1 | ./469H#/(H@#%E$4657j!K#>J #H@I3(*'?4=:<#%4. .LLR):6!3n#*@#*`6U@'74<13+-$E) 457# 0 LX#HI3#*. * ( @  L + 9*#g57#MWJ +)iL4< * 0 24@+E#0$*82+)iL@ #0$GA)#j=-$ #n!3# O #09s@#*.*8.129H./#HEE#*)7A!3#B9*+)9*<E#-Q 46f $ +eE*+-H:kL#g#&kL.   <  E   4      4 * 9 Y 4 @  [ ( f 1 $ + 7 ) f  2 )   / . . .  . . p2 .  / $ 3 ! H ( : l  )  4 q $   L   #*#% O Q 2+4< #* <  0 # $ N % # H 9 E  * #   @  A $ E  % #   M $ 7 5   # H #  Q  >   + 7 ) @  E  O 57# 0 Q L671 +54 #0$GR#M)+./#g4$@57Q 18# 9J #0$G#%E$ N€SVLN€$ !3124. . ~ = ε~ Aδx ϕN . . Li$ #%)$R!3#0$R. . ε ~ = ε~ δb ϕN ~x ~ δx ~b 1 ≤ j ≤ N.f eUzG*2+-H+-@kL4YL#&EkL4c+) _\0W) # Q 1*P43#1C#0=$G3AnL! @#q. ~ δb N A~x = ~b N ~b = ϕ ~1 ~ ~ Aδx = δb ~ ~ kδxk kδbk = χ(A) k~xk k~bk χ(A) A ~x ~ δx A~x = ϕ ~1 A ~x = ~ = ε ϕ δx ~N .$&@+E#0$&9H+-E@#%$E:+-)!)-&Vq9*#%$ O <#%Q L85. .$R$ +-<@3+@4<+-@#%)p$R!3$E#+)7&)+-)>)7<#H#% $%Q{C)>E4<46$E)7 Q O 0 Q L851H83)+:$R O +):$D!+)9 #* #*%8&9H+-)$ (057#*)7 0 Q72L‚71 .%9sE@#g#*@+.#*49HU)-#HE@B@#469HQ#*#>I3#*$ . λ3 ./+4)!3@#%$c9*E@(%$c O #09Aa+46!$ Q a+R@(%$E+:!3E#   . . λ2 . |λN | y(t) = αe−βt ./@# (H@E4657#&@(*?-<4. ϕ ~2. ϕ ~1.n=@#f!3#B9*+)!4Y@4<+-)v$E:#09s@@F!3# Q m`mCj LB4$@D\57!')(H#&lB# )% 4<E4#0+$G)PA8P@(*#%?-$ O 4<#%.-$E$E#&!KJ ) 0 Q72J/51 A~x = ~b p 1 .*@#8)+$Sa+ O +)$`E4<46$ #%S#&@(%$E<N 0 Q723}21 P#%$c(*?7L4Y@(%$ 0 Q72L‚51X#H 0 Q723}21Xa#*@.$1 0 2+-4Y ) E(%#*&57#*69H+-)57#Q 3+4< #*   % # $ N % # s 9 @  * #   . ϕ ~N A~ ϕ j = λj ϕ ~j .

/# #%)-:"Q 2J15E1D(0L9Hi46$ #0$E$c#*))$R+:!3$R#0$c!3.UE@469H4#*<#  O #09   .4Y'@'#*./#*4).TO +-4))#%$  O #H E#%$&57# QL{C)/a+-$@L)7`#*)9*+@# 0 Q72K171 P#%a$R+.<#&4<EB( % 0 :Q 2J151D$%J (09H@4Y&$E+$D[\+-E.$#*0Q "#%$S./#%$EE#0$`[\+-E)4$@$QD#%{C)7%) 8 E#%)L)7`<8#R)++?7$RL@9./"#0$ 5-P@#%J 4$c$R)P$EJ +(*4@#*L)7)7&R$E+-3$cE4<4)3+l:)i)!34<.+4L)):!3!3@+#%)$R$R9*V/E!3@(%(*$%EQ#%E./#*.'#D+!)# $c0 !3+-Q72J)/59g1s8UV/)!3+-(H@$`#*@ ./9.*5 4 +5a4+v#H9* #*E@L$ 4+-))-$qDE!3#*#*./3Iq$ 9*+)$ @)-@#%$`a+-$E4<E4 O #%$S8cVj!3#%!3$ (*E#%LE../#g./4)#* #* 0 Xj BJ (%&?-DU'.

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3  P4<?-#%)$F#M@#*!36U# @4<+-)Q3${C0)23lQ 65) 1Z#* 0 #023$GQA}%‚5!31F+-!3)(H)@(g#*@.k−1 uk−1.@#AU:E@L46E9H%# 824<Z#0!3$G#gD:T+7$E[ -$E4<…H=+-<)v#g!3$E#g4 $G@+2)79 E-##**S<#0$S!3#%3Iq./@4<+-#) 879H+)7@4<#%#%$)-&SeJ@4<(%)$E[\#*+)7@./#9HE+#%./#S9*++))#X!3# #H6&!3#%3I34<.T#T4<?-)#n!3# L i U (k + 1 ≤ i) `ik = aik − $E+4<R#*)9*+@#1* k−1 X `ij ujk .lL)E46@$@4$E9*# )-c57#HF0J 8F)V 6@B4Y@'$E+./1s]S83./EE#B4#A!3!3#M#&!3W(%J 9*+<?-.j)4 Y@* 4<4#*g kN€4<.171 nJ!3#M63TE./+#M# .%.*.#0$GLj4@)-#*@.T!34)#BL!E(%4+9H)i+-./QZ{C#c) <4?#*)ha#R#*%!38K# a+M!3(*E#%E./Y#T@4<<4<?4#*)`#/6!3# N€4./+#M./4#f. 2.%E)E@##049*$"#!3Q# 4?2)#0#H$MaB!3+-6#$E +)$N 8 4./+a@4Y+-@$E'4Y. ./# 0 23Q}}21 9*+))2]S+#0):$"$ 46!3#%(*$ @+):QF$wxC./+#"@4Y@!K'J (*./).%N€./# 0 2Q<}%71sQ7CJ L?+N :9*+Q ?.n<!=+-LE@#g):$@57$S!KJ +##Ma9*(*-.*.   `N N 0 23Q}*?1 QQ Q Q Q QQ 9A$E#*+ $S:+- O +-)@$X!=+#%)L9A#H57hZ#%4e9s8K@#*yD!36B(%=!33(%M9*+!3.*./#-8a!3#9H+-)7E#%4#*)q)7")#"6u!(H.U@E469H#0$ L #H U !L):$X#A.T4<.*./!3:#n+7]g$ 4<LE4+$@) $ 0 @=FQ3$ #MQ9H}A+-.T9*#/+9H++-)<+-))#c)!3#T# !3# a+8Z4<``+$E=33@ƒ/#*)g4!3 # * O LU L U `33 `33 = a33 − `31 u13 − `32 u23 ./!3# #j4<?-)#n!3# U 8Z4<_a$E3+ƒ/RM+-!=3#jE#%./#/aeJ+-L$E4Y?@+-4<+-E)4<E'. A k−1 (2 ≤ k < N ) U i $E+4<R#*)9*+@#1* N ×N k−1 k L k L (k ≤ i) U k L L k U aik = `i1 u1k + `i2 u2k + · · · + `i.$SU#0@!3$G4<R#g+-?)W./<#*+-)4<@.*.%.n. .L=#% O A uki    k−1 X 1  = aki − `kj uji  .%$fE)7#0au$M+-9H<$@#y+-$ 4<=+-9*)#q$q)!3#%+3$g#q4 !39*#9*#0$G<#Hr#%BM#%) $ # N€4. $ MO LU ]S+):$ 46!3(*@+):$S6$E4Y@U@4<+-)r+54rWJ +-)v!+4<&E(0$ +-!3@# $E13$G@./4#0)9X#*6f  N€4<. `kk j=1 `11  `21   `31    `N 1 u12 `22 `32 u13 u23 `33 ··· ··· ··· `N 2 `N 3 ···  u1N u2N   u3N  ./#%$c4)(%4<@#%$ 0 23Q})231 QQ QQ N ×N LU A A LU LU LU N3 N  m A ~x (`) = ~b (`) ./E(gL!E4+)) $R#".%.T4 )#%)-kA!3#*3I34./. ./#*&:$ +-#0 9s@%# Q S O*  #. *    .k + `ik 0 23Q})/51 m_+fR!3(* E#%NWE4. m.%#R./4)#M#*f9H+-<+-)k)N€4<#M.L$E=+:#%$C6g2[\+Q<}-@Q.J$RL<!3):?-#M!K+@QW4YJ @'<?-.*./+L)4<./. j=1 aki = `k1 u1i + `k2 u2i + · · · + `kk uki 0 23Q}. . ` = 1. .

  3%3       .

. .!346L?+-)LI!#MT. m. ` = 1.. 8 L ./#f4?)#M!3# ]S+-)$G@E:9sE4+)i!3i4 O + LU aij 1 ≤ i.!3N #"O #%!9H#"E#*[ 4<u@# !3+))[\+(o46$S#HW J (*4<./#g$E4 8 8 $E!3(*aa#*+-)$E! +)!3$R#%$T57$E#M+W3J +-E4) +)$j#*4@<(%#g9H(0@!3(%$E#*+)7@#%!3$ @# O ~x (`−1) ` = 2.%E#f<4?)#B!3# 0  ]S++9H+-)e)Q#0!3$c# !3# #0$G&#H&6 4<?-)#%$R9*!3+# WQ!3# 1 |:L4E# V ]S+)$ E@9HE4+)r!v4 O +L |L4@# V ]S+-)$G@E:9sE4+)i!3#g6 NW4. ./4<. ./#M9H+-<+-))#M!3# ]S+)$ E@9s@4<+-)v!#M N€4<./# b*4<. ./#*)7c:+- * 0 2Q<}4F1 A~x(2) = k~x(1) k2 ~x(1) .%. y~(`) = U~x(`) .!3L#ME@64T9*# . 2. ./4)U@4<+-)v!3# ]gL:$EQ $cf9*Lc)$v<#0$S9H#y+-:9*(%@$%L8XE44g+)$ $D#%@$E4Y 6&.# * 8 #* 8 $ +-)7c#%$R9*+2#Hƒq9H4#*)7@$R$E. m ~b (`) m=2 A ~x(1) = ~b(1) . ./#%)-#0 $*Q^wx2$ 3ƒ/`!3+):9X!KJ #HhZ#%9HE#%k6&!3(09H+-. ` = 1. 2. 4$ +59*+4 3@#*3Ir#%#H$ &rL=) $E.UE@469H# %('Q= * 8 $ +-)7c#%$R9*+2#Hƒq9H4#*)7@$R!#MT. ~x (2) .Ta+-$E4<E4+) O 0 0 23Q}. ~x (1) .U$E#%@46@9H# 4<#%)- #H [\23+Q46})$23<#01D$P!3. m L~y (`) = ~b(`) .*. 3.U@E469H# )SH'. . .AD meW& d&?+-E4<E'. . . .A#&H |:L4E# V ]S+-)$G@E:9sE4+)i!3#g6/E#%.571 {X)>:+7$E)- 4P$E3ƒ/A!3#M@(%$E+!3@#g$ 9%9H#0$E$E4 O #*.  &.U@E469H#  R#@'  ZV%('.Ta+-$E4<E4+) Q $E+)7R#%$&9*+7#*ƒq9H4#*)7@$R!3#g6/. .T#M!3#M!3(09H+-. j ≤ N A aij 1 ≤ j ≤ i ≤ N L aij 1 ≤ i < j < N                  i=2 U N U a1i := a1i /a11 k=2 1  N −1 L 1 L k−1 P akk := akk − akj ∗ ajk j=1  i=k+1 N   k−1  a := a − P a ∗ a ik ij jk  ik  j=1   k−1 P 1   aki − akj ∗ aji aki := akk j=1 NP −1 aN j ∗ ajN aN N := aN N −  A U `kk k k U `N N j=1 +54F8k:+-Qm` LR#*I3#*. . 3  41 LU -. . ~b(1) ~b(2) = k~x(1) k2 ~x(1) N m A LU m A LU~x(`) = ~b(`) .

U4   3    .

/$G@#.$*Q {C9%L)T69H#HhZ#%!39HqE!(H)7E_#%E6f.%$CFJ 4CO +)4#  [!3(*3E#%E.jU:@$E#*)-gua!#*.T$E4aa++-) $E4<O E4#*+3) c9*L69H!3<##% QFwxX#%$ j824<4<Z.    .(HE@3'J>W+2!R #jACE !3+J<)B)>^#B@54<J #%iP V[:FE BD\U< B[ >-A =9s@J +a@+4<#% 1DR+-9*:(%9*@LE#*4D+)$%) Q wx")#%+$ u./$ 4<#*E)74+&) $ 4K)+-!3$c# (%9.n9.')L+)) ?-#*)2M6W Q ]9*S+6.U@4 O #*.$EU4 E4+) !3#TE./8K4)L4)7$@"57!3# # #%)F$ J fi!357+-)#)!3(B#0:$L} : Q O 4$@57# #%$ RE@4)?4<@#Q2d&4)$E4 0 23Q}./#*)7 O)4E)?-(*#0<$A# a++LE@f#*)-I3@(%#9H8_9HE#v#*M5-9*#%4c$ 9*+)!+-4Y:(%Vo@LE) 4+E)#%$ .n@#%3$EaE(R+)!3!3#0$_#%)7<4S?L)3#0$*I/QLad #*@9*.*13./!). $ O LU  ./874 .T(%$E9H(%#y+-57./#u4<#%!_(%9H<4+-#*./X!K:J+7$ )4<E#R4+./#Ba+f<#057#*r!3(%9*+.O # +L !346$c5-@PJ$E=+<r#04<cL9H )7+-2e./)#*+:)7:+0$N 8 WJ N€ 4O ./$&!3#M9%L69HF!3#MWJ +.%#a. 3  4$ 0 23Q}.3L././J.*.671 #*#*Sha#0+9s)rE9H(+):9H)3#uD!357(09H#A+-.*.*. .`22 .`33 ./$E3aƒ/+Ec@!K)-J 3B@!34<#4$E#*.871R2Q<#%}$ 4Fg1f#*)  0$E23Q4 }./)!#%)-LB)7@!3#%# $ $aE+-O A$E4Y@#j4<+-$E) #%9*+)O!v ./<#0#%$`$9.j#R3$G.$  ^ $E4Y)@4<#y+-2) !34:4$E+74<$87+-+-a) )+$c5-D #f) %6(*n@+ ./<+-#0@$B$f574<)(0# L40 E23#0Q$ }./ #%0 )-2@Q<4<})+-65)1C)#%j@57.0 !3234Q)}.^$ 1-L)70 g) 9H139H#!KJ '+@<+-?Q #n2!# O +a(*.*+.Q2Q<$S}-m`!3QRL#g]SR6+-9Hn+-.T#%$N O O LU U~x(`) = ~y (`) ../]g#8 $E$%8K4S9H8S+-L) lO ) 4#*)7!KBJ +-!=3E)#%)$B4u9H#q9%) $B4!FJ +(0q9.  #.U(*@@4<46+-5-)$_#%$:#%)(%9*9H#%+ $@$ 4<E@#*:)-$ k#0$*"QJ9A@(%+$E+$3O E#*4+@E)j+-!)#D$_$E!13L$G):@$`.T#%9v4)LE)4# +)pN€!34<.-. U  @  E  6 4 H 9 dA!<+-)@$A$f$@)q+-!346$ML?- +O )+-)<$ #-8)+-$A +)$ QP"##n!3(*E#%E$*.'@@L#%)$EO ?:#*+-.!3L4).='E# )?#%Q./a+-$E4Y@4<+-) K ! J    ) #  ./!34)(%L9*+)7./$g!3(%$ #09H$@+-$ #n)!3eJ#%L$j?-#T+~!#n!3# WJ )4 O #*./+):(H9R@'!3+3#*!33#%IT$_+)2a(*./L4:E#%+7.j3./P=RZ4)P=LA )7>)%<QLT{CACN )>A >J#HB^hZ#HNQ0PS8aRZ9*#H\ L @G#M:[@3.':#%$D57a#*#M@.L)?-4$k#*+):)$S#c!3!3#0(0$R9H+4<./#0#*9A.j4W83 @U@)74<S+-)!3$_#A!3@#%(H$N $E+4 +!%E8U#49H) +-) $E134$G#*@).U@4<+-)$&:LM$ #09H+-)!3#j#%) c3 8Z+)y:#%3M#HI3(%9*3E#%f@+^I34<.0 <'4)L(0L4Y@4EE#0#0$$ !3vG&12)a# L30 23@EQ})#j25#H1sI3Q #*./E@# 46L0 )23?-Q}H4F1A4<@#%#$ g$ :)y(%$EE134#*$G@0. `N N L det(A) = N Y A `jj . ./!3#0$X@574?+-))#0$k$X5-!3# #D#%Q7$_dAa4<):#*@$ .T5-+-PE46J Vq$E#"9.O 8U':. LU LU N ×N U L det(A) = det(L) · det(U ) det(U ) = 1 det(L) = `11 .*4<<E#g@'#. 8CLL4`+.j(H./:+7$ 4<E4+) #%$ "3@4<#j#0$Gf<#j$E4 L)7%Q O# Q 2:+7$ +-)$A57#TWJ +-) L4<"#*ha#09sE(j6u!3(09H+.O 851k)7@$E$k+)7!3C#%$k!3.//:#%+7$_$ 4<aE#*4+@).!3E#g!3#M6n[\@-9sE4+)i!3#B$E#%9*+)!3#-Q S    .U!3E4#-+8U):E$S#%./9*#n$/@!3#*# .jE#%+# ./!3+ L)E)@4<4(#%9*# !$E)+$u4<DW@J L(*?-?+<82@4.T082a++)uE@././?-)a#%+-$R$E4Y!3@#4<+-) 8)+:!3$c#c)F"J +-.kU+-@y#*q57)## $G./@# f!KJ #HI3(%9*3E#% `O #0#*)/9/9H#H@E#*E.UE4 +O ):#0$`99H+9./QR#j(0@$ E+-46L)!3?@#6<L#04$jE#j!34<#%)33[\Ip(%E4$ #*13$ fE.U67@1s#*8^<# )v@#*./)7(%A.=3EU4E#*@):46!39H# E+-)$cO!)-$k$c-)57#M#*!3(H<# N )4<+-?-)#%$`$S O!3+-# )$:9H#%+-EE.aU#nE4!3+#j):$Sq!3#g!(%4<9H?-+-).*.Twx#%#%)7$ Df!3!3#f+-)9M4 4+L./)#>$"O <[ 4?4Y)j# a+!3# BeJ (* 4.) LE@49*#!# !K8UJ +-@!46$kE# #*)/L#HI34645-?:#%@Lf)7k$ 6AC[\+)T@. 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 ) k k A j akk j > k A LU A A LU A~x = ~b ~b LU A L LU .*!.# $ +-9H)+-))#%$G.871 P$E13#T$G@$E.

K4 2 a57#*@# .jeJ +@) U@4< +-)6#H1DI3(0#H9H&3)@+(*#%$%$cQCam_+-+$E+u)$ 9H#>[ 4<@#8`)+$r!3(Hl)4$@$ +-)$/) N O #09s@#* 0 !4Yi!3#     .

    .

/#g$E4 O L)7%Q @N5J\. $ MO%#.      ./R(H9*@+E)4657$ E@#Q 4<R2+!4<# O 6T[ …*+)iO $ 4 O L)7@#1* @#*.   Y./+)7E@#*c#"@'(*+-E.-')#&B% .  $ OO ./#g<4?)#MT(H@(M(%9.T(*E@457#&!(Hl)4#Ra+-$E4Y@4 #R#HS$E+4< $@M$ +-$ NW./4.  & "#.U@E469H#&$E12./$@L:)7+7E$E#0$S)-)2@#%$ #%$ )+$ O (*@4Yl:+)$cL46$E(*./#`L6RE@!349*(H#ol)+4Y@ 4<+-)B) $ O 4 #0O 9sLE)7#%E#- Q ./#*)7&57# 0 2Q /‚51 57P$E12#%.%.%.U&$ 4 O L)70Q L@5:=:=U< E =L UJ>B]H\ >3JM< > N Ai> :=BDme<?JW> > :  RZ6P=A L BMAVU]JJM>>ML ` < BME ACE J UA ` P=NQJ>S>:FRZEKP=L L >BM=AVU]RZJ\> LT=BMRSAVH<K\L JMBM> AVH@3<K\ J @3E6\AV JM> E6`AVJ :2>M` AC:2LT>MA=ACLJA > 2J Ja L PF>NQ:=:=E6B> L b ./9Ha+-+-./:#%L<?-+-))#i$K#*):)9H#y+@.   ./#$X(HEE@+-465-@4<#g(*E!(%(H$ l)4#M#* #*a +-$E4Y@4 #!3Q #&6M!3(H$ l:4A)#H4Yr@4<+-$E)#*23#*Q}R. Y*./#H#%X)-6uM$E@4 #*6U@4<+-) 0 QX23dAQ7/L4<‚7)1s$E8L4")!+-+)$C9 -$E$E@#*#%)7$  O "vE'(%+@.  $E4?)A4<lL#X57a#*#C+W)J +$r)M57RU#ohKL#y4E$E#C17VA./#n23Q7/383)+-$ca+ O +)$R!3(%.>3+=4< B%U).n$ =:+-+-)"<#@@)$E57:+74f$ (--Q 9*&9*+L.')?(%#f O #%9" N€4<.*.T#-Q Z  )&  .*9*@#%+$c.'Q# .>=  %#@')#&B% mEW E J RZP=L BMAVUJ J>ML @FACL J> =RS\LTBMAVH<KJ @3\ EKAVJ ` :2>MACL A 2J>MA  JM>ML > =RZ\LTBMAVH<KJ  a A ACA  ` :=< B)L :=< L  =J]UL J< B a ACACA  >MA JL >J< NQJRZJEKL >MA b 9A+$R O +)$D#ME(0$ Y. N p~ a+&4<):!3457#%&57#g N€4.*.U@E469H# E4)) 9H4N <#0#j9s@!F#*J +-R@!357@# #*69H+-0 !3)(H57l)#4Y8@9%4<+-L) 69HQ +15):1HQ$ wxk#%$ A( O Q 462!34 #*)7g#%O 5-$ R# <# N #0$G#%g9s@$ #*12.

<U B=EK>AVJ@=HAV` P 5:=>:FiACE L APFme=NQWJJMN a> AC N :=J]>U_3ACL =A A>M=L JMJSH>< E E :=JZ[L \]JJ L  < E L JSJUNCNB>J.J&<HNQ <KJSEJ dRZ P=L  BMAVA UJSL BMJMAV>MP=L-E < 3E < JSNQPFACRSBDJSPFLTACBME AV U\J BMAV> J=< RZBDJ \L BMAVH=<KP J ` b pk = j k j      T  A=A T N ×N A T ~y A~y ≥ 0 A N y~ T ~y A~y = 0 ~y = 0 A A ~z N ×N N ×N Ak k ~zT Ak ~z k 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 L A = LLT Ak .

K4 5  3    .

3.%#%./46L#*?-)7+%#H)82 4K3In#%$ !3c$E# +[ )79HB4QLmC#g#%$B!46# $E$@+5-O (*$#@N€4Y8. L ˆ L ˆ T = LDD ˆ ˆT . ./:+7$ 4<E4+) !# 57#r)+$ 23Q7/3}21 0 +5!3446L?-+)#%$ &<#f#H) # #0$GR)#M. . . q `˜33 . 3  ./$MQ !K#2J+-23+4YQ7. E = D2 = N ×N ˆ L ˆ = LE ˜ −1 L ˆ A = LEU A ˆT . q `˜22 . A = LE L N ×N . ./3E#fE#%O )2i!# 0 23Q}. .671 * 0 23Q7/J/51 8!+))#* n@#*6U@4<+-) 0 23Q7/J/31S@46$ #M$E9*9*#%$@$ 4 O #%. . . .U@E469H#M!346L?-+)<#g!3(Hl:)4<#M:L !346L? . `˜11 . .U@E469H# !3(*l)4#ML 0 23Q7/J251 #0$GR{C))>#M@.>2=:+7$ %+-..*9H.## % $E+4<n$ 12.T#%)7ca+ 0 2Q /J151 2+-4YR.`˜33 . /3!38 @# 8 #0!$GD# $ 12. `˜22 . .U@LEE469H@#f49*#"E@@46LE46)L?-)?64<L@#"4E#f$E4a)3(*[\(*@@4<#%4<#%@@#g# Q O #%9f!3#%$ O <#%@$g}M!)$R$@ (%@#%<(%$E. q `˜N N  E   `˜11 .*+. ./.T!3. `˜N N . 2./(H@E4657#83)+-$R O +-)$cL$@$E4 0 23Q7/K571 9*]S++-./E#%#%E$ +-)23$ Q7/v#H 23Q}8F4S#*I34$ E#q)#u#*j)#v$ #%<#r!3(%9*+O ./LE@649*…%#"L)7@E 46L)23?Q7/J2561SL4!E#fL)4)3$ [\(*23@4<Q7/3#%}[1S@#g)+-O #%$c9f+!3=#%E$ #*)O +)<#%$ *. N.E. 2.#*. A = AT = U T E L LU ˆT L UT E A ˆ T = U.T1P46#HLa ?-+-+$E23)4<EQ7/K4+<57#-) 1 8 0 0 0 57# dA4<)$E4P!3+-)9f)+:$R O +):+$ * 0 23Q7/L431 LU A LU A ˜ A = LU U Ak N ×N ˜ L ˜k Uk L ˜ k A L `˜kk 1 ≤ k ≤ N Ak ˜ k Uk Ak = L ˜ L U det Ak = `˜11 . `˜33 .`˜22 ./# # # #%$ C#0$G#0`)$G46C57)#c)# #&./(H@E4657#u!3(*l)4#qa+-$E4Y@4 #QdA<+-@$j#*)p3@4<46$E)-T<#0$M@'(*+N )@. . k = 1. .-57'.L4)7E#%)L)7  . `˜kk > 0./8 (H@E#*4682 57#%#$ !3(*l)4#M:+7$ 4<E4 O #-83)+:$R O +):$*839H+-.U'@U(*E+E469H@@46#D.T:2#0#%4 9s)7@@4 $CO #*8!3.0 5-U@4PET469H#M=4<!3#%(*)il))v4#M$E#*L): $c46$E57#M)+-$R O +-)$S<#0$RE#%LE4+)$ 0 23Q7/K151D1S#HA$E+4< 6 !346L? 0 23Q7/U?1 wxF#0$Gc[ -9H4<#B!3# O (*@4Yl#%R5-#M ./. . N `˜jj > 0.$"}M!)$&$@n!4?+):L#Q 0 0 #*%84$@57# #%$ A$ 12. . ./l:#%#*)LcE@5-4#%9* #%# @$f/!@n4<):@9H'4(*+-LE. . . D D= N ×N q def j = 1./@#cE# E46L@2346)LQ?-}[)1H?-8U6L)4+E:#D4<@$`$#c9H4<+a)):(*[\(*@9H@4#*4<#%+@)E#D$_#R !3#*O #0C#%$_9DE!3#%46#%$EL$c57E}R4+#A!)$ M)!3$_23(0$EQ7/39Hg+-}[!3.)'Q$j.

4J4     .

    .

/#*!3$P)7(% %9*O 87++9H.4 @#q4$E4<)7e(*J E#TL#%)?LL+-)7E4<E'#*. mjj `jj #*j!3#*+ ):9T57$#+-9*)7#Hc @a#/+-$E./'(%./#%(H$B@#E$E46Q 57+)7# O O {X)i9*+)9*<:$ 4+)F83+. LT ~x = y~.J #%9H$ 9*#Hu4<A)#0-$j<?-$q9%+L$@124Y@@E.$@5-PJ +-) O #%3RE(0$ +-!3@#")i$E13$G@./$E4<E#*4 )7O  #8K+-)[ L4<j)#q!3(09H+-. N ×N L−1 M = I mjj I M =L  L A = LLT L LU ˜ L L √ k akj = ajk akk A A A~x = ~b./#g<4)(0L4E# +5]S4 '+i#%$ ./#n23Q 151HQ 0 O wx9*&+$E+39A)ƒ/+)#T$!3!3$E##r+./)6+-i. .*./3# $R8!<#0L$j):)F$R.@#jL#>=@!3#*#%)#>4Cf!3(%9*29*+Q<E}-./+)$ E./48kE3#i!3@#i#TWJ 9H!3<+-#T?-)+6$@u@4Y@U@'@#*#*.EE( 4L+E) @64&9*# . A A = LLT L~y = ~b./#S4<)$E42+=3@#*)2j#0$G`@(%$E#*)7@(S!)$k<#S@=<#0L #*`a!ha(Hl#09s)@4#M.E@U46EL@)469H?-#@E4<46@L#n)$E?-a6L(*4@E4<##%4@)3#[\Q((*@9&4#*+:@$"#Q_.*$ .-(*a#0FE+-$uDU$E$Ei4Y@4 mer#W !3: Q3#0wx$qP24W9*)8_++-!) ./:+7$ 4<E4+)i!3#n]S'+-<#0$!21 2Q /J651 0 9*]S+#*.UU@@EE469H469H#f#0@$a@E@)4$ )a?+-$E(*#g4<@!3#%# $Z$E:Q (%E4#*E#0$*8*<+-@$ #0$GM)#n#%.71U@E469H# #0$GT#H$&12+-./(*@L4YlE@+-4)9*#f$c57!4# ?+):L#Q O 0 A = MMT M LLT = M M T LT M −T = L−1 M M −T M LT M −T LT M −T L−1 M L−1 M `jj mjj = ./#0E$G#%M#%$/)!3!3./#j2Q [ 1--‚5…H1H+-8P)y)57+-#$ 0 9*+)$"#@MLE6+-n)@$R#*576U@# 4<+-) 23Q 1‚7#01X$G)&+)$ #M.U@E469H#f@E46L)?-4<@#f4<)3[\(%E4#*E# !3(Hl:)4<#M:L wx$ 3ƒ/A!KJ 4)-@E+3!34<@#g 2Q /J851 0 a+&+=3@#*)4R6T!(%9H+-./21# Q 2Q /4Q$@57# #0$GC$E12./)7b* .LE@49*#H#TA46!!3+#%))-9 @4Y@( 0  Q 4$@57# 4:`a)3[\$g(%E64i#*. +59A4 +$A #%$ +j):$S@E46L<+-)@?$ 6L4E#4)3[\(%E4#*@#r O #%9!3#0$ O <#%@$j:+7$ 4<E4 O #0$j!)$T$Eo!4?+):L#Q O #*&L&$E4<E# 2Q 1-‚51 0 +54 mX4$@57!3# (*)+LE#M#H WJ 4<) O #%@$E$#g+-!3)-#gP!/#%$K.U@)F)E+-J 46#09H$G#`C$M@#%E)46L+-))@?$f4<))69*L+L4<4a@E#(# 9*#HEE#M./#%#0$cLbEE@#0234$G9*Q7./57i#/4:me57$@W&U @#q4f$ 9*[ LL#*)4<<#/$P<+-#X=3EE'#%(%)7+@#./d&+-4)-)@$EE4e+-8k)#*$f) !3#/E4<r46$E.T) #v. ./)r(H@@(%E46$E57+3#&$E!3(H9*l9*)#%4<$@#q$ 4 a+-#%.T(*EO @457#-Q0XJ <?-+@4Y@'.EL#M =!3.U@E469H# !L):$R/!3(%./4<EL4<[ E$]@1H4QS9*#9&+-!34$c?++-=3)@L#*)#j+-#0)$G$RML6 4)$E4 .*./@#*.Ta+-$E4<E4+)o#0$Gg)4657#QZ{C)y#HhZ#H%8K$Ea+-$E+)$f57FJ 4<_#HI346$G@#j)#T3E@#n!3(*N N ×N L ˆ L = LD A = LLT ./)78DE#u@L+3!3+!3p./6/U#v@574<+-!) #y#r]S6 '+N€#%4.$ nU@E)469H#r#n.Ta+-$E4<E4+)p!3# O 46$ `jj 1 ≤ j ≤ N.$/4.T@FE#&b%DU.U@4<+-)r!3vE'(*+@.*./QL<+-{ #"@O $g24Q !!31#*#8*./!3#*#%M $E!./)#H$K:EE+7)#&$+L4<.-..jL)4<=#%$n@)-#%&W$/J !3)<+-?-(*)+?-9g@L4YE@!K4<'[J 4<$*./ @a#T+-!3$E4Y(0@9H4<+-+-).

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( #Y.&151D+-1S#H$  O (%E4<l+-8)$S#g[ E(09H$ 4#*<@.AD mEW : dA<?-+@4Y@'.9H+@$c!3#0$R9H++))#%$R!3# ]S+)$ E@9s@4<+-)r!3# |:L4E# V ]S+)$ E@9HE4+)i!3#M N€4. j >AP=L A >  P=A >P=E6L 1 ≤ i./#D!4Y!3N€#f6#DL=:@!L?#*)#*.Q}LQ E&@4)9*## 923Q}.*.L)7D6/ @4<#fE@46L)?-4<@#A4)3[\(%E4#*@#M!3# %('.!3#MU@=:&EL46))9H#M#S!3#M!3./#M9H+WQ!3# ]S+-)$G@E:9sE4+)v!3# (aij )1≤j≤i≤N A * A (aij )1≤j≤i≤N a11 :=              √ L A = LLT a11 i=2 `11 N ai1 := ai1 /a11 akk    aN N L k =2 N −1  k−1 P 2 1/2 := akk − akj L `kk j=1 i=k+1 N  k−1 P 1  aik − aik := aij ∗ akj akk j=1  1/2 NP −1 2 := aN N − aN j k L `N N j=1 S ^&'  .JZj@3J≤NP=E @3JJ L @5J @3`JR.  #.>>:== ACL  %#@< ')E #&BJ%TEKL meAVJW : B  :=:F>ACACL L A AACE < E \J BMAVNJ< B× N RZP= L EBMAVU@FJ ACBD@5P JSHU]<K:[J J UAVJMJ>ME6L LV<> E aJRZa 1P=L ≤BMAVUi. ]S+. j ≤ N JL | i − j |≥ ` b . 3   3 LU .$ U`@)E#046#X$G9HR#.A#@ ]S+-)$G@E:9sE4+)i!3# |4<@# V ]S+-)$ E@9s@4<+-)r!3#M6 @#*././!3#M4Y N€6!3L#M@?!3#*#%./#%$ `4YRN€=E)1?-#M#*#%./#%$ LU 0 @#*6UE4+):$ 0 23Q})/51 O LL 0 LL A:=2< J=L  JMS>)NQJNQ>):=B>c>S:=<?meNQP > W$_ @5RZ\ U]P=:F:=L BMRACLAVU]AJ:2> >MAC` < L BMAVE :=ACJE E UNA ` P=×N JM>.%E#M9*++))#M!3# |4<@# V m`L./#X!3L=#BE@!4)9*#*!3#f.4<U@E$ 46E9H@# (*#M!L):$S6Qnl?Q AE)# #S23./#*):…H+):$cLR)#B!3(Hl)4Y@4<+-)FQ .H= * #0$GA$E12./L&#*`)7$ %=834 #%2)rL)7@ #** E#%)L)7S#%$R<?-+@4Y@'./(HE@465-#g!(Hl)4#g:+7$ 4<E4 O #21 0 E#%@(%$E#*)7@)- 574P$@UE46$ [ L4< )SH')#& * a&RBS#&'  B%(')./#M!3#n]S'+#%$ 21Q @#*@(%$E#*)7./4<.N@3J >:FRSEKPFL LT:=BDBM\<AVFU<J NQP N A @5 @5J BD\JU]> :FP=R E :=@5< J :2>M> @3AC=L J RZAV:=@5\E JL BMR AVHA <K NQJ PFB @55>.- &.A N P=B 7J< B ` ` >MA):=E P a = 0N` b:=< BYL :F< L i.

\A J < EKB AV`JJM>M` L @3:2:F> >MEK A L RZ@5J \LBMP=bAVE H <K@3JJ@5@3J\ @3E6JAVR J A`  :2NQP=>MB AC7LT` A J=< J BZ@5:=OEKJ^ELUJ)E :FN AVR J< BDZAJ@3@ J >W: RZ\B]P=P=L L BMAVAV:=UEGJM>^> L `BM:=AV< P=B E 3<P=ACNQB]PFJACLL BDJMNQPZ>@5H\< U]A:F>R A:=E6:2L >MP=ACL<?AV>:=>ME A ` J>ML 3BDP=E` @  ` `b F : < M J M > L 3 @  J N  = : ] B = @ D B S J 3 @ J Q N = :  B  >  H K < J LU LL N` N b    ij ij  "('  ".

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/+)7@E#gWJ #*I2#%./#M<#g.././4<#*@)7##H@82 $c)2S6#*$RI257!K#%.D!L#%4)vE?@4!+9*):#*#/'L!+-#&#@$c=!3LLc#g)!36!n46#L=:?-)L+#q))!3@#H#-<# N Q 9*+.*$ ]SE@+3#*6L)79 4UR@L#*?-./J 4F)$E<+#q#-)787.4 6 57P#f4./-#"$S#*!3)76#"%T8K./<# 2Q<}-Q    ./!3U+(%@@E9*446+$@9H./n#%(*$j./U# @:4<+-+7)u$a4<#*!3E34#0+&$c):$E(*$ #&(*[.

/#H#% (H$ E21@46!35-#B#C9H+-!3./!.]S$ $E'12+.a#*3U+-EI$E@4Y@469H4<+-#0# 9s)jE!3#%#0#&$G.T‚T4<./R\./6#%)-&)-9H(%#i9H#0!K$E$@J L4<) N ` f e + &cmEW 3 +4<& N ×N  ∗ ./)#*!3)7c#>)7!3#>F!3#H"#%./N€#*E)7?-@#*4<+-) )#MQ`6wG/9H4 -9H.U@E469H#f@E46!34?+-)L# !(Hl)4#gL A 2   −1   A=     −1 QQQ QQQ QQQ 2       .T#B#%!K)7J E4)i+)(*)(*#i.T)#0$ #n$G_O 2BaQ :+-!8$@L$ ))4=+$F:#SR$c!3$E:#S#%+-9H[  EL44+E+-)M#D)$c)Q 36R#cE574!34(0$E#`9H#*+6AR.%4<+-3.T(Hla)+-4<$@#CQLanJ)7+-@#%$E$4<E@4 O .%#$ 8 O O A d~ A = LLT ~e dj .     LLT LU A  ∗   ∗   ∗   ∗   ∗   A = 0   0   0   0   0  0 ∗ ∗ ∗ ∗ 0 0 0 0 0 ∗ ∗ ∗ ∗ ∗ 0 0 0 0 ∗ ∗ ∗ ∗ ∗ ∗ 0 0 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗ 0 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ 0 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗ 0 0 0 ∗ ∗ ∗ ∗ ∗ ∗ 0 0 0 0 ∗ ∗ ∗ ∗ ∗ 0 0 0 0 0 ∗ ∗  ` ∗ ∗ 0    0   0   0   0   0   ∗   ∗   ∗   ∗  ∗ - 6 ` 4<?-)#%$ ? 9H+-<+-))#%$ (%@X #*<(%#./#%W #*)-)7me&AW&)2 )+-oW)vQ L)E@(%49H9*#0#v$E$@!3L#i4@#*=.   −1 2 −1  −1 2 −1 *#9A#MC+@!3'+$(*)+-9XOE.

8-‚    .

/ƒ#B9*4<$ #%#%)7E@+-$ )-R#%$"9H+2#Hƒq9H4#*!3)7#M.T#g<)i# L23Q?}u+@#H4<E'$E. e22 $E+4<R#*)9*+@# d1 = + √ 2 :+-R.  f e*)H# kL#&kL mEW ./U#%@$RE469*9H+# +C))@##%O$c4<!3#%)7#%$   −1 ij 1≤i./<#g$E4<./+@4$E#* !3#M6n[ …H+-)v$E4 O L)7E#* d1 L d2 dN −1 eN −1 dN      .@L$ E@49*#qE@46!34?+-)!3+L)#u)(%!3$%#vQ2{XeJ #H9HI3@4<#%@./#*)7 A e21 + d22 = 2.T+#%))7$D&57<#0#$ 83O !<#%)$D./#824K#%$ Da+-$@$ 4=#f!#f!3+-))#% #* ej dj = s j+1 j dj ej = − s j .*. 2./# A 2 j =1 N −1    ej := −1/dj  q dj+1 := 2 − e2j ./+4<# B .<$R#g!39*# -!3E#f#H!3 #g9H#H8R$E+#*4<I2 #%*.j≤N −1 j j ./a+-$E4Y@4<+-) |L4@# V ej = −1/dj d1 =  e2 d2 = −1.3+U4<@ E46A9H#g!3 #MN9H+2#*׃N9*4<#%)7.$ 6T(b./L) E@49*# !#BQ q./4<<)#0#*$ _jNW"4. 8#H&a+ e3 d3 = −1. &   .j≤N ij 1≤i./#Hv$E+:$q6p[\+@.<46L9H. 3   3 1≤j≤N #H 8 ej 1 ≤ j ≤ N − 1  LLT d21 = 2. j = 1. N − 1 H#  $EfL4 O)$r)79HE##* 9*$ueJ L?+-E4<E'./LE@49*# B (b ) A B j2+-4Y D\')#&B6 % ./(*.j≤N 2 ij 1≤i. . e1 d1 = −1. .. . j+1 S  . *#RI2#%.U@E469H#c!3(*l)4#D:L VT@(%$EC+!3@N# AC×N= B Qmk+- 1 ≤ j ≤ NC 8=)+LA@+)$BB~Q A(*#HE #*C@~.aL+=c#%9* N9*×#*N A B Q #*)u)PJ 3@4<46$E)-R57FJ (b)r$E)#*a. e2N −1 + d2N = 2.L=#%uV N (%<(%. ···.j≤N −1 ij 1≤i. * dj+1 = √ * LLT q 2 − e2j .T#y!3# !3(09H+.T#%)7@$%87VT$E O +4C# QFF#0#0$R$&$ #%(b+-)- @@E4<)(%#0#%$D$&$E!#*@#j+W)7J R<?-#%+$R@9H4Y@+2'#*.4<E5-#%.     #*&#*)iWJ (%?-L6L)7RV 8)+-$c+=E#*)+)$R$E9*9*#%$@$ 4 O #%. !3# $E#o. d23  QQQ QQQ QQQ  e  1   L=     {C)v[ 4$@L)7R<#ME+3!34< LU = 2. .

T#0$j4)(%4<@#%$jE@4)?4<@#%$j4<)3[\(%EO 4#*@$ 8 8_46O $ 9#0$E13-+$GA$G@)!.T4k#%#*)7I3%#*Q.*$&(%.T$ #g.T@#-(%80$E+9*#%$ !3@# $E!13#f$G@]S./#%)-0Qm`L"8 !3(Hl)4Y@4<+-) !3Q >fL)@$+3!3)+4<E"@#S.L=#% 8 QaCJ QeL9A?++-E4<$ME'$ ./E(0:$ +7+-$  4<E+4+)) $ $ 13$ E./E+# N      ./9H<#%#0@4<$g$RR./+#%#%$A$ <214)O (0L4E#0$&$ +-)7A!E#R(0$g+-<.*'.%./9A+#g$A233QE}4QU4{C$E+):)$ $A4<E#A!)(%+9H+-$C.j469H#Y./#*b%@.8 } .LU?@E+-46E9H4<4E#*'W8.LE@49*#%$ @# #H4#* )7kVA8:EE#0(0$ $ a+-#%9H!3E@4 O# #*.:$&U@$ E4.L8 )(%+.!4)LU(%)E@$R4<46@9H#%#f#%$"$ @E@=468 <L#0)L?-[#*23Q 4<1@Q #%!$fL$E)$A:(%<#BE4.

S#@ ]DL69HF!#MT. .UE@469H# )SH')#& * 8 8 $ +-)7c#%$R9*+2#Hƒq9H4#*)7@$R!4?+):L3Iu!3#M6T. ./aN+-O $@#%L9H)7EE#%#0$ @$n!38 #r9*+. B C ~j = B ~j 1 ≤ j ≤ N AC AC = B A = LLT A N N ~j = B ~j 1 ≤ j ≤ N LX ~j = X ~j 1 ≤ j ≤ N L C (bij )1≤i.  &.U@E469H# %('.$R$ +-$GNx!346L?-+)3Iq!3#MT.UE@469H# 8 $E+)7R<#0$R9H+2#Hƒq9H4#*)7.U@E469H# |4<@# V A−1 B bij 1 ≤ i.U@E469H# Q  &RBH#&' ZB%('.AD meW N ]D9*F!3# !)$c#B9*!E#M!3#gWJ #*I2#%@9*49*#n23Q}Q $E+)7R<#0$R9H+2#Hƒq9H4#*)7.j≤N N T B X C -. j ≤ N C di 1 ≤ i < N L * * * ei 1 ≤ i < N − 1 d1 =  √ L 2 L i=1 N −1    ei := −1/di  p di+1 := 2 − e2i  j=1 N  b := b1j /d1  1j i=2 N     j=1 N   bij := (bij − ei−1 ∗ bi−1. j ≤ N B bij 1 ≤ i.$R!3#MT./a+-$@L)7E8#0$$Ea#*+- $E(*#0$ 8 ~a ~b N ai i = 1. N ~c (N − 1) bi ci .H= * 8 $ +-)-R#%$R9*+7#*ƒq9H4#*)7@$R!3#M6T.j )/di  j=1 N  b := bN j /dN  Nj i=N −1 1 −1     j=1 N   bij := (bij − ei ∗ bi+1. .j )/di |4<@# V |4<@# V |:L4E# V |4<@# V |4<@# V -$R!3# |:L4E# V R(0$ +-<E4+)i!3#  R(0$ +-<E4+)i!3#  LX = B LT C = X @f +e3*@#%$TkJ#&)kL+-Y) me)2W : <2#%+$%4<8_ $ +-4Y) #H N O #%9H3! E#*#%I R!3#M9H+. ..

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ϕ2 .-! '.=a'Q+.!3!34<ha469s(%@E4<+-#%)-)iq !3##%9g}i#B9*[ /4Yg$E45-)+#j)~6+)~.T4<46$ <#%#*AI2#0#M$ E'(*+@.JNQACP L \RSBDPFPFLTLTA BM=AVJ UJ  b  ZJ>ML U]J:F>LE =>MJLTBMB 5AVUJL EKJLRZJWJ>ME6A'L JACL'E > J\<BMAVN JJ<RZB JE6 L' >Mb AONQJ !3# ]g9&+-$@$`$GNL2#*+46)!3$k#%e. ϕ ~ ∗ A~ ϕ A ϕ ~ α = (1 − λ)~ ϕ∗ (D − E)~ ϕ λ)~ ϕ∗ (D − E)~ ϕ ET = F ¯ ϕ∗ (D − F )~ α = (1 − λ)~ ϕ.151 0 9H+-E@#%$ N a0 +)u)!@L#*)7&O #%Vn9s@6#* O  L#*#*RI246$ EE#f+-E# 46$E571s8#g<9L+-J #%@$D$ R+)>)  O #%9HE#*DE+-E#f!3# #*&LR$E4Y@# 5Q<}%71 0 "#i@#*#H6UgE!34++) )9 0 5Q}*?1B+-8a)~9H#n9*+57)9*4<#%$"57)# #n9H+-#0)7$GE.$/$ #0$ @dA#*4<@)./a+-$@L)7#HEf#0$C!KJ9H+-E. . .J BDP3:FE > JURSLTB]P=PFNOLTBM@5AVJUJ @5JNQP =HP=<KNQP=J<E6BLTAC> L \ ` BD: ` BDJ> U:FR ` NQJD_?J> ` a `3` :  J>ML NQJRZ: @F< NQJ. 1≤j≤N |λj | λj 1 ≤ j ≤ N ρ(K −1 M ) K −1 M A A aii 1 ≤ i ≤ N D−E λ (D − E)−1 F ϕ ~ |λ| < 1 N ϕ 1 . ϕ ~ (D − E)−1 F λ Fϕ ~ = λ(D − E)~ ϕ A~ ϕ = (D − E − F )~ ϕ = (1 − λ)(D − E)~ ϕ.*@#?Q>(M9*+<E.j$ 4<E=4<@[a# 9%L #%$ C$ 12.b > =RZ\LTBMAVH<KJ @3\ E6AVJ ` :=>MACLTA =J a PFNQ:=B>SNQPYRS\  . .T46L(*?-E+')+3!33#BI !# ]g8 L$@$GN 2#%4!3#%87Z$E#%+$ )7&C=a4<+-#%)>$E4Y@!34Y[ (H$Sl#H)D4<#-QB. λ2 . λ N B ρ(B) = max |λj |. . =  %#@')#&B% \W : E :F6<?A >)P J>MJL N :=<EGE >./+-)$G@@LE4+)v<b #g@(%$E<@U&$E4 O )7 * BDP 3=:=ES> ` JUL BDPF\N W& P RZ\L G:[@3@3J./LE@49*# #%O $ S@(*?-<4.*@#Q 2+-4Y )# O L#*SE+-@#&9H+.@5J a 9&+-$&!3+-))+-)$R$E)$c!3(*. .Q L4)7E#*):L)7`.T+-)7E@#*_)TE(0$ <@LC!3#R9H+) O #*@?#*):9H#Ca+`6f./# 4<)7@QA#*)9A+)-g$&6u@+#*)6U$ @4<+-) 0 5O Q<}%71&Vr?-9. >.551 #0$Gf)o)+-.*. λ A~ ϕ=0 A ϕ ~∗ ϕ ~=0 ϕ ~∗ ϕ ~ T ∗ ϕ ~ A~ ϕ = (1 − λ)~ ϕ∗ (D − E)~ ϕ./#n5Q<}Ma+57 4 O $@U@4$ [ L4< 5Q}./LE@49*#A!3#g]g$@$GN 2#*46!3#% 9*+)9*2<4 @##0Q $GDQ) wxk$ N 3ƒ/#%9H"E#%!#BC.j3&=57@#S#M@(*<#%#g3):+-+7./)+-+))7E)7@#*A:!357#A# 9*+./44<#H+-I3)#M$f!3. (1 − ./#g#*#H)7 k:L#0@$GR)-) +-)v)2WQ#0$"$G)>`9H)/+-))9H+-. ϕ N (D − E)−1 F ϕ ~ = λ~ ϕ./$@5-#n##%)o@#*))7A8<T#T@9H#*+-6)UUzG@4<+-?)(j* 9H+-.>„+=3q!K%J L./b*46./(H@E4657#R!3(Hl:)4<# 0 5Q}.46L9H4<# $ #0+-$G4Y&g@#M(*?9H+<)L4zG.LUE@.T<#*I2#T!3# 0 5Q}H4F1 B N ×N λ1 ./(HE@465-#i!(Hl)4#i:+7$ 4<E4 #-8CL+./#HI3#&57#%9*+)57#A!#&B.T$E4F#0$X6T!3.'#nL +34 O 0 5Q})231 a]S+-6L$E4Y4@E4#%O . .. ./(HE'+2!# L G:[@3=J S@3J - P=<?\>W > :   6JAAV@3JNOJJ>M>L L < U:=E E J 2RZJB P=7LJBME6AVLUJ J./@57+-)$T5-#8C$E4 #%$ $E12.#E#%% . .j=@#B@)(*+#*k$ca+-+-=3$E4YE@#%4Y)[GQ +A#)$%n83.

/# +2!5Q}.     +5:4L #%$ &<#M89H+-)UzG4$R?-#%)v(M-9H!+!3..#MU&!K$EJ L@4 O?)-./Q+7}. 2−λ−λ ¯ = 1−λ−λ ¯ + |λ|2 |1 − λ|2 = (1 − λ)(1 − λ) *9 #B574F@+ O #f57# Q a(%$A9A!+L)$D$ca6+ !3O (%+.$R(HEU+-@@=346E5-E469H#%#)#j+!3):(H$R#0l:$G!3)_# 4<$ #j125:./U+E4)7+E)r@#*c@(%O9H(0#0!39&#*)7#f@./#fb%#M./.T0#%Q )7@$D5-#g9*#*3Iu!( O #%<+-3N PFNQU:=B=>NHPZRZ\ L G\:[W @3N JS6@3A J P3JUL : A J>ML U>:=:=E E62LOJB @37JJ> E6RZL J P=b L BMAVUJM> > =RS\L BMAVH<KJ> @5.571SL O ¯ λ (1 − λ) λ ¯ (1 − λ) ¯ = |1 − λ|2 ϕ (2 − λ − λ)α ~ ∗ (2D − E − F )~ ϕ J8 6 #H 0 5Q<}4F1 0 5Q}.<#&871+!# * Q-mC46$E57# 0 0 5Q<})651 $)E12+R.T)+-$c)!3$ (%E./O #*#*)7+ :L)7 |1−λ| (1−λ) α=ϕ ~ ∗ A~ ϕ A = D −E −F ¯ − |1 − λ|2 )α = |1 − λ|2 ϕ (2 − λ − λ ~ ∗ Dϕ ~.871 #HC4$@57# +5)4+$R+-=3E#%#0)$G+C):$R#c!3.j# <E44)7 0 5Q}.T@#"(%$EG12Y:.(H$ 67@4<EE1D464 57O5-#21c#C# #H!3"(*l!)+4)#X9 a+-$E4Y@4 O # #00 $G9%"LP:9+7J $ #04<$GEP4<[G6Q&mC!346L4$@?-57+)# <#C!FJ )#H#C ./4<E4+#H)I3):#ML!3)7# R+)vQ{CE@)i+. D ϕ ~ ∗ Dϕ ~ λ 6= 1 α>0 ¯ − |1 − λ|2 > 0.UE@469H# 8 0 0 5Q /‚51 8)+$B+=3@#*)+-)$ l:{X)) L!3#*( .

$q$A!3#yE+-QapmCE#0.4<UEEU#04E$+@)p469H9. . .UE@469H#fE@4!4?+):L#  1 − |λ|2 > 0. "(Hl:)4$@$E+)$c6 .%)7@.TN 2(*#*E46@!34#*57P:#M+-!3(*AlO )@(%4#g$E+:+7!$ E4<# N O #0$GA9*+) O #%E?-#*)7E#-Q W$EJ+#H)7I3 3+@#%4< $@$ 4+) 8 0 Q72U?1sQamC46$E578D# <#0$ O L#*8a8./$c#*)74Y57@j#%#B$q)9H#u#*E #0(0@$E#B5-9*:E./)$u$ (%EO4657#*3@I @#*+. . . .%+-. . .@. . .$q#%$ OE+-L#*E#0.$ O A~x = ~b λk k = 1.\ EKAVJ> ` :2>MACL A 2J> a    !. |λ| < 1  A 2D−A   N ×N A  2   −1   A=     −1 QQQ QQQ QQQ 2       .T4<&+-#u<) +-+@$@.#D!3'4<zGhZ+F(*QA@#M#*}0)7‚5E)>1s4#*Q E<"t-#r<#g!3)4 $q./0 $R#  5O Q7+-/3)8:$ O (*.-. N A 2D − A ./@4<(*lE(f'+357!3F#TJ #*!3##f#0]g$G&$E$E12$ .   −1 2 −1  −1 2 −1 0 5Q /}[1 2@)9A4<+-+./<)4. $#*. N D = 2I 4 − λk = 2 + 2 cos(kπ/(N + 1)) k = 1.T!36a #%+3E$EI3@#%4<9s.%U$R@E46#B9H#g@'#H(*R+-)E.$"46$EL57!E#n@#j49*6q#E+-.3EU8c#0@$"!3E46+9*9H)#%# $)(*#%$r<#%.57Q !36FE8C#qJ +-)) +-O O #%$u#*9/3 !3&#0+@$j(%)$E9H$++-!)!(G!3zE4<V# N 4@)74 E#@+3QZ!3d&44<)A$E4e9H8Z#HE!KEJ #gL.

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LL)7#%)$Eq!K8P@E+#o#HUn!zG+-# <@6 $$ O$E4<4<?-E)#%$@4<l$E#q#y!357#r#y9*+)  O #%O E4<?-E#0#*$E)$E9*# #T#0!3$G#uvE>@./#M57#gT./E# #*)7 O 4)!3(%:#%)!L)7@#B!3# @#*<#B57# 0 5Q7/K171 9A$ # E+@4././$B+<#0)7$ME@.)(%U#RE@469HL#R !30 #5Q7 7/3}29H1s+-8L=)4+-$C O +)$ 2D − A A~x = ~b A D = 2I J = D−1 (E + F ) 1 J = D−1 (E + F − D + D) = D −1 (D − A) = I − D−1 A = I − A./O U+@)7E@46E9H#%#nq!35-# ]g#8S!$EL$ )N $2#*46#o!3#*9*-(H$.%$ $f#j<#%#%$ )7&E#*E@.:L#%)7.#'. .L+3)74 f6!3 +-). 2 P #%$ O L#*.$E#2571s8a# L+../6g(%!.+$jU:@e$uJE+469H.L+):9!3# (*@L)7&6/$&?-@)!3# L #* 8 O @+E#g!3# #%) O <#%&L=$E+#-83)+$R O +)$c!3+-)9 0 5Q7/J/51 )@(%+-i$E+E$c#%!@L#HEEE# 4@++)  O 0 +5):Q /L$X/3#%1"#g$ )RE(0+9*$ :+$M) <@.U@E469H#B!# & 9 +   A $   <     + : ) R $ 79*+=4WQ #H:X#%34<S)$%$EJ4(0)9H@+4<@#$ (O *@4YFl+-+-@)$@$k574<./8LE#B@4.$@LU@)74 BO #f<#q!E# ' 7(%+9*@+.L9H)+-!K)Q:$G.T# #* #0@$G+v)!3#r$rE5-+3>9.T# # 5Q7/38_6 .T+) ):#%)7$E$G./QL9&E+@4:9*$c#i(%E9H(%@?4 O+4<):.$f4$E!+(*). N J ρ(J) = cos π . a@+-+$E4Y@E4 #0O $q##%Q`$ $ d&+-&)749H)r+-$E) a4e8S+-#*!K$E@4YJ@?4 #%O )-#%@@. N2 ∀N > 1.L4)-@#*))7A(H@!34#*A#%) !3(*@L4P#B..+-)-UE@@46+9H# $q<#0$ $T+-E$c#*@6.%$%#$T8XQ 6<p#v.13$c$ #&!K$EJ #*E.%.0'#y!3 # %(*E@+3+ 9.$jQ:Em_+-&E#0!3$n(Hl:!#v)4Y@6y4<+-)F.#R$E579H+-)# 9HE@#%#R)!3! #cf#*./4# ?0 +5):Q743L1s383I 4WQ #-Q 8 J 1 − λk /2 = cos(kπ/(N + 1)) J k = 1.$uUE574 O # #q!# --9H+-=E+34 9./$r(*E#*')7+3E#!3#rL4Y+@(*./(0 b*!..!3#!@./=4K# a5+Q} 8 ]S#*a#*):!L)7%84<3#0$G`[ -9H4O <#R+!3././#H(H0@8P'#%+3)p!3#M3E4<4E<(*46.*.$c#%)$ g+?$". ./L#%&E+?-)75-#*E)7@4F#qE#-U57QƒE# .  #.#yLE!3@# 49*# #%8S$ u#%) #0$G)ET#0#y$G?.%9H. &.9*^# 1+-)r$E$E+:)7#09sE!3.%$SE#i6T!3././4LLEE#*@4.n@+=):6L!3=4$ #R:+-X6M. '#q$E4<?-!3)# 4Yl:# 579*+) #B6#% E?-O #g4Y@E#%@$@.9H^$nE1#%+-9H.  2+-4Y )# 8$E+)7R)+-)r)26$*./9*# #%)-X#%57$ S#R!36+-f). N +1 ρ(J) < 1 A~x = ~b cos x = 1 − x2 /2 + O(x4 ) N x C |1 − ρ(J)| ≤ C 1 ./j#%[\+-$qE!.auU#%E4<9s)+-@[\)@(*$j@ 4<#%!+r)9qV 57!# Q #-826 4"<).%#%$R)-./#R. N ρ(J) A J 1 1 ρ(J) ρ(J) 1 ρ(J) N G = (D − E)−1 F A ρ(G) = ρ(J)2 N =2 |1 − ρ(G)| ≤ C/N 2 ∀N > 1  A 1≤i≤N N ×N aii A A = D − E − F./(H@(H'@+3'!3+3#j!3#n!3# a -#*-g9H+)=# 4 -$RO9&9H+-+-)O$C#*a@+?#%D+V/):9*$`[ L$E4@#g#R!#%)$c#"#*@@)#*L. ./(H@'+3!3#"!#g]gL$@$ N 2#%4!#*WQ {aC+-)y$@$ #H4hZ=#H#o08:!36q#o. .   #Z#./#%$ (*vE'!3+3+-!3)#o9 !3# $E 7$E4"9*$E+12=. . *  ^O .gL+4!3./4D(H:E+-@465-# @(%$E!3+(Hl:!3)@4<## O .@$ #**6U(%EE4+:+8) 5-0P5J Q4/LK/3#H1PI3#H46$GX@#f!3)!3#B( O 9H#%+-<)+-$G.mCU4@E+#T)#*$&)579*+#M@#68ar.^1+-)v$E:#09s@@!3#B6./L):#%$$ 9*+)9*<$E4+)$c57#B9H#%<#%$R9*4YNx!3#0$E$E$%834eQ #Q 8 Q     #ZY.)U(%@#jE469H# #0$Gu!(Hl)4#o 8:54Qk/#%}[$ 1H 8 )#q+-9*-$M$M O +-L)EE$"469Hv<4@#*#*B6U+5E4 4+) !L):$MeJ #HI3Q#%]S@9*#T49*@# (%$E5Q<<}-@Q\Lg9&#0+-$Gj$M!F#%J ) 4<!3<#%(%!3.@'U(*E+-@E46.

6 } 34 $@$ 4K#%(0$ C9H@4<@)/# )+.n=E#c@(*#%)+)T)2 0 La#*(R@.*E@#D!#&E#%LIUE4+) 1s8^)+:$`:+- O +-)$      .T.

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$c5-#B$ 4 +-)r:L@<#B!3# "(Hl:)4$@$E+)$c6T./46!3#j#%6q8`+).U@4 O # 0 5Q /L231 wx!k#i#%$9*A#HEaE#v+-$@.T4<+-.T)+-#n)7EL@):#*L/125-$EP#BJ 4!3co#HI3.  ω   1−ω 1 D+F .E P=@5=L AVJ. A= D−E− ω ω K = ω −1 D − E M = ω −1 (1 − ω)D + F =#*D4<#%:) LS$E4<E#-87)+$XQ:+7/$ +-.(0$E(H9H57@#0'F$E+3$EJ +4Y!3@)y#>#n9.46]g':$ 4< 57$E#i$ N 2#*46$/!3Q#*36W 4Q  +Q )vL@<#M!3# O  L+.!V'# +9./2#*.T#%)7%83)+-$ O O L GUJ :[@3=J^N <?H@5> J ACNP3 UJ]:_5\A W$>MAO_ L JJL6< NQA PE RSJL J\>M<L LGE :[< @3>E JWJJ^< @3RZN J P=BDPFLJBDBMN P=AVPUR_?J)P= LL L AVBMBD:=AVJ @=EZAV@3 P>J5:F:FEKBDE JLNQP=UPN:F_?J./$ 4=LE#@8Z49*!#uL#%):) $A9H[\+#%):./LE@49*#M!3#MT.(*) $%E8a'!K+-+3J)y!3) #-@8S#H$E@12E+-$ E:./(H@'+3!3#M4<E(*./.n@= E# @ #*P+57)$D# #ME(0$ Y.4^$ 1E#v+-)v) $Ea#%)9s+@.T)(*$ E'+3!3#g4<E(%@LE4 O # 0 8 5 Q 571S!# O 4<#%)7AL4)$ 4 #HS)+$D O +-)$ 0 5Q /L71 @nJ]S(%#*$EL +4@<#>3#*@./<#j(%#B# rE@./46L(H)E?- '+2!#/4<@#!8# E+-]g3g9*$@+$G N.%#%.U&$ 4 L)7 * a+cE+ !34<ha(%E#%)7R!# Q3mC$RE(09H46$ (%.9sLE44)+$&)~9%!3#$%8:!3#M#H[ 4<!3@#v#B.

ρ(Gω ) ωopt ω ρ(Gωopt ) < ρ(Gω ) ω ωopt A 0<ω<2  ωopt ωopt = ρ(J) ρ(Gω ) 1+ p 2 . ω ω F ./# I3.*LEE@4#j+) +#%$ 0 DE4.La#M4<)7E#%E. ω→ωopt ω>ωopt F E    1 1−ω n D − E y~ = D + F ~xn + ~b./$E!3$Eq4<+#%)3@$"'Iu(*573+-F@E4<J.).57#%LL./[ L)7L4 EE#C4+zG)F+VTQ ?-#%"D!3)9./#B$E4Y * 0 5Q /*4F1 0 5Q /J851 A =K −M     1 1−ω n+1 D − E ~x = D + F ~xn + ~b.TU+-@(*4 E$S'#*9*+3.{X9*#j)qL57E[ @L44P4<9*%#%./82$ )+-+-)-@#HE$X#g)+@4<E#*+-@)i)#B$CUƒ4$@u$@@L.J @5P=EG@3>)JWNQNQPP RZ3\< L BDKJ : @5 J)b  @3b J P3U: A b J 3BDP ` GJ }$Eg4`#*)Rf+-L4<$f):):$S$ )4Z#T#g4 9*9*O+L)!3):ERL#f46.T46$ #%#D@5+^Q I3)4<87#g.#0$'$X#g0 @5t#HQ &/L#%7#%$S1D)>$ )#%!3.%.` RZB]\M>P=JL BMEKAVL U\.#*U`E+-)3$c@!tLLD):57$cFJnVMO l#A?-$E+E#$ 5NW(Q<}MO L57# #*0QU{C)q#*ha#*%82$ 4:)+$X:+7$ +-)$ #H .\ := B E 7EKJAV: EKJ L `LTJMAC> :2RZ>MNQAC:=P=L BN A >2HJ <Ka J PFNQ:=\ 7BP=>^N NQPS RZ\  b ` a ` ` 0 5Q /J551 @5 : J JM>MJL E NQJW :=BDE P 3UL:=AVE#:=E > ` @5JJ ULTB]P=N J>M@3L J^BDNQJ P. ω ω     1−ω 1 n+1 D − F ~x = D + E ~y n + ~b./<$D1H?-Q @"#)M8Z!q)57+-$%#$ 8  O +)$C4<)7E(%Eb*SVM8)#A+$E:$RE9H( +O ):L$G. 1 − ρ(J)2 J  ω ωopt ω>1 ωopt f (ω) = ρ(Gω ) lim f 0 (ω) = −∞ ω→ωopt ω<ωopt E F E  lim f 0 (ω) = 1./(0!344<@#g9H+. ω ω        " ω <1   Gω = % %   " "#    "#   ω=1 "    " ω>1 1 D−E ω −1  1−ω D+F ω  ./+!3)#*#M)7$ @f!3L#ME<#T+-$E)$S@LE.j+-(*=$&66L …%=O L<+#0)7)$X $cV @V/4 O #H!34 @(*+?4<4E(g#%#B)u<!3#0!3$&#g(H@Wl:tJ (%)?-#%4$@$R$@<L!34<E)7#0(-$ Q )#M(H./.

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/)v(09H!3+4)4<)7@#X#"57$E+47:$X#%EeJ./.  #" )& #./4 (H@'+3#%!3$ #f4Y@# (*O .TL(*3EI '+3!3!3O (*#M@4 O4<E(*(%#0@$gLE4 L#-EEQ 4#*<#0$ 0 9. .   3 ρ(Gω ) 1 ρ(G) = ρ(J)2 ωopt − 1 ω X$E12#.    " "  #*57j#%)f.j$E=4@#jL@)7(*%#%Q eQZ{C)y[ L4<%8 #%$ g)#L<469*LE4+) !3# O O J>ML =>S:=N< L AV:=E @3\J W m 6A JM>MP=L N :=< BE> a J ` :=< B)L :=< RSL PFLTBM AV2UJJWUL > J=< RZB \L BM@=AVHA ./#*):…H+):$cL&!3(*O l)4%83a+RE+-3 N O #%9HE#* 86/5-:L)7E4<E( 0 5Q7/K671 wx!_#%)$ $ M9H6QSL9A4g+57$R#  +)$D#%#f$ M@(%$E) <@)L+-R.T$Ma(*E+@457B@#f(%$E!3+(H:l:!3)E4<#/#ga)2+-./L=#*@k( !3#c46U9*@4<+-9*)qL)?-4$EV&#  % $ @4<k!3# > =R.'FQC}0‚vV }%71 )+$g)#u!34E+-)$gE4#*)p!3#<$ O      #ZY./$E4Y@(*4 @O 4<# N ]S+.  #" & #./)A$D(H!3@'n++3).E$E57@F#rJ +$E)vT!346<$E0 #v9*E9. .QURZ]SJ#*LT BM@AV#U >M<KU@UJM.(*'E+46$ 4<#gI !3!3#% $ (0$E5-&:U9HE#*4 +@):#M$M. .!3)#%(U$BEQ @4Y46@9H(*# .HA E2@J # : 2J$EBMBD4O JNQP)-_?RPFLT#%AV:F$&E 1sQ`wxc49%#*UI2@464<$ +-E)#u$c5-)#v#fW=:J ++-)i)O E!#%))-9H@+-#u)7E4Y@E#"E(%@+L.T+L:#%))7$M$c (H9H@#* !3@4#g+)$E#%$M839HE<# 4) +)FL82N3)@#%+-E9s#/@$D#*G12$ a #u:!3(H+7.#0U9sE@4 #*#A#%$4<)7SE=#%4E#*.TR\W(*E\@4W&57 #M&^!31-(*+l) )4#M$Ea:#%+79s$@4<@E4  #-Q #*)~[\+)9HE4+) !3# <+-@$@57# #0$G@E46!346L?-+)<#-8 O +5.#q$ L+-)7.UE4 O$E12#0./>>M.

%$E#8a<# #0$G&!3+-)9M!34<ha(%E#%)7R!# O *(*@+Q3m`c!(Hl)4<E4+)>!3# )+$R O +)$ * O #%9s@#* 1  ωopt ρ(Gω ) 2 ω ~y n A ~xn+1 ω ~xn * A A~x = ~b ~b N N L(~y ) = R 1 T ~y A~y − ~bT ~y . 2 2 2 2 L(~y ) = L(~x − ~z) = . ~x A~x = ~b ~z = ~x − y~ ~y N ~x L 1 (~x − ~z)T A(~x − ~z) − ~bT (~x − ~z) 2 1 1 1 1 = ~xT A~x − ~bT ~x − ~zT A~x − ~xT A~z + ~z T A~z + ~bT ~z.# #% #HM$E+4< ) N #09s@#*g!34<ha(%E#%)-g!3# QZm_"'212a+LE'.-'.I<KJ\BD@3J\EK L E6@3AVJ J ` :=a >M:FACLTE A =P J JL >MA .`'Q57. 2 L(~y ) A A~x = ~b ~y RN L N ×N ~x N ~y ~x L(~x) < L(~y ).>2+-=4Y %@#*.

n=E#f@(*#*F574P.$ '#`<-+-#X57)./+9o3(H57@E'4+#>+3) !3W#gJ +4Y)!3@j(*L.$E57# 8 O A ~zT A~z > 0 ~z L(~y ) > L(~x)  A~x = ~b ~x L ~xn L ~xn+1 L(~xn+1 ) < L(~xn ) w ~ n+1 ~xn+1 = ~xn + αn+1 w ~ n+1 αn+1 % f (α)  f (α) = L ~xn + αw ~ n+1 ./(H@E4#i!3# 8`)+:$n O +)$ A ~bT ~z = ~zT ~b #*%84$@57# A~x = ~b ~xT A~z = ~z T A~x J6 1 4<)$E4R57# 1 L(~y ) = L(~x) − ~z T A~x + ~zT ~b + ~zT A~z 2   1 = L(~x) − ~zT A~x − ~b + ~z T A~z. 2 )+>.j@LE.L)7n)+)p)2W8 9*3+)mX$ aE+-@4$E$@+457E)#f$q#X!6)&+#g)$E.T+V 4)2$9HL#o#*< 57+-)#$ Q Q A)#M46!3(*#M(*?-4Y@4<.<L# )4.       3    3    {X) @#*))-89H$ +-4P.$EU4<u12@$4 +OE.'+46$ 4c) O #09sE#% )+)v)2F#*RV/a+-$E#* 0 5Q 1-‚51 +54 #%$ &)i)+. 2 8)+$c+-=3E#%)+)$ 1 L(~y ) = L(~x) + ~z T A~z. 4!3+#y!3)F# 83$ +-VT 8%!3@)#i4.$&UO@E+46)9H#$ (H@)7T$E17#*.#*'u@#-(%839*Vn<469*9./E57#*#)24F 9. O +!3)# O $c@#*9*+@(%@E$E#0#*$)7a@(f+):#%!$AL)7<4D?)#% $&!3#%#j9HE)#%4O  #% iQ !#B[\+)9HE 4+) +./A(*LE4)@4$E574 #q!3(*l)4#ua+-Q$E4Y@4 O #q#Hn<# O #%9HE#* (H.'#%@9.*#%@9H# E#%!3# 9*9*<#%#0$G"a#*V(  @4<v!3# #%$ vL:#%<(%Q# fL)$A ql?E# 5#MQ /. ~xn+1  * w ~ n+1 ./4$E#M/57)-@4Y@( !3(Hl)4<#g 0 5Q 1}[1 ]S#* @# ./8 4<))+-4<./#M9H+-)$ 46$ E#MV/9.n$& ./$ #"4)4<E4(%./=4<3#%E)>#i5-!3#i# y$ 12.%=#".T4)4.

nE4=<46E$@# L)7 0 5Q /JE65#%1 L N =2 αn+1 f (α n+1 ) ≤ f (α) ∀α ∈ R αn+1 0 f (α) .4<)78 E#%)L)7A#j8U)9%+-L69H$`Lk)!3)2# +):$6Qgm_!3+(*@4&O (*E@# + O #*AQ-<#n{C))T+3.   L     ~xn %%  % #   L ~x N =2 ~xn  w ~ n+1 = ~xn+1  ~x  X #R\W eW : F4?)#0$c!3#M)4 O #%v!# <+-@$@57# Q 57# {CI2<469H4<E+-)$A.

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) A ~xn + αw n+1 T 3!]S# 6L0 45E#%Q 1L.$E57:F#%J +<() #*A9*L6Vr9HW<J#%(H @:# n 8FV/6v.'+46$E4YR)#M!34@#%9s@4<+-)>~x!3#M!3#%$@9H#%)-@# w~ ~x +)>9*9*<# (w ~ ) ~r .j=1 i=1 #*&LR$E4Y@#8#%)vE#*):L)7&9H+./3@#B!3#M6T$E12./?#*1X)757%87# $ 4a)+:$ #0O $G+A!3++-))$X)5-(g#  * $ +-4YSE#*Z57# αn+1 α f 0 (αn+1 0 5Q 1L?1 8)+-$D!3(%!34$E+)$ )=0 n+1 0 5Q 1L251 {C)>!3(*l)46$E$@L)7R#*):9H+@# 5Q 1J571 0 ~r = ~b − A~x 574<)4`$E4K#0$Gj+. 0 5Q 1L/51 N N X 1 X L(~y ) = aij yi yj − bi y i 2 i./ @(H4<RE'!3+2# !#q!3#/* i!3#0$E9*#*)7E#/a#*3j$E#/E(0$ ./#% O +)>9. n     n+1 n n+1 * n+1 n+1 T n (w ~ n+1 )T Aw ~ n+1 . α = 0 5Q 1*431 αn+1 =   (w ~ n+1 )T ~b − A~xn (w ~ n+1 )T Aw ~ n+1 n .T+-)7E@#*&57# N X ∂ L(~xn + αw ~ n+1 ) ∂y i i=1   N N X X  aij xnj + αwjn+1 − bi  win+1  = f 0 (α) = win+1 j=1 i=1 = (w ~    ~ n+1 − ~b . L(~y ) = ∂yi j=1 wxP$E3ƒ/A!KJ 3E44$E#*R6/!3(Hl)4Y@4<+-) 0 5 Q 1}21Xa+R./(HE@4#g!# A * 0 5Q 1J171 N X ∂ aij yj − bi .

A#&%(' BDCV=L'"U\U [&. αn+1 = k~rn k2 .(*LE4)7'E+3#%!3)#BL)79*+q) !3#>#%E=?-#4#*Q ) 9. 1.L)7S!3(*l)4#& 0 0 ?-@-! 0 5Q 1L851 +-#0&$G #*c@. * .'+4<I !3#o!34@#%9s@4<+-) !3#o!3#%$@9H#%)7E#ieJ (*?7L4Y@( 0 5Q 14F1 O 0 5Q 1L651 &E#*4./#&#*)79H&+.')2+L?-. n n ~rn+1 ~r0 = ~b − A~x0 ~zn+1 = −A~rn ./#"!(H!3l#")4kn$S?.'+46$E4<6 3! 4<@#%9HE4+) !3#>!3#%$@9H#%)7E# O `a!4<@#%9HE.!3# '#o#*.9s@#** "4<)7E#%E.L)!3#":#%)7E#"Q($%9&J #H+-I3$&@4<+-./!3# a+-5$@QL1J)715E1S#&#*!A# !3?# . 6><$fP#n?-$n@9. ./#*)7A57# Q & =L"' U\U[DTRS.'?)./(*$@#-$E+Q)7)7wxEZ@#*)FJ #%57$ c#>!3+-Q^)#>wx79&#0E:(0$G`$46$S9H!36E L#04$G_@5-E469sV #D@4Y$E[PW4-J !3(H@#D#gE$E:(0# $ 46!3a +-#%$E#*$  !!#L)4<$#%)76 * $ 4Y@# QCd O #%9>9*#>9.+! =E#*)+)$RQ2!3P4 @#%9sN€@4<./'+!346?-$ #v#%+ !3)#%$@<#B9H9H#%+V)7):E6$#q46Q$G@mC4#j?)Vu46#T$E579./. ./+)7@EQ#v{C5-)i#u#*ha#*#u&@+(%)>$E4!3  VoWJ (*@La# %# $ T+- @'+?-+)CVo6 ~xn+1 = ~xn + αn+1 w ~ n+1 w ~ n+1 n+1 w ~ n+1 ~rn+1 = ~b − A~xn+1 = ~b − A(~xn + αn+1 w ~ n+1 ) = ~rn − αn+1 Aw ~ n+1 .!39.W+5782)<++--)@V"$$ 57A<4#>?#0$G))c#D+6!3j$#D$E)+O 4#*3O )#0E+-4L+)j)u$!39.T #ra+!34<#%@A$#%"./4E)7#%./9HE+-4<4)+ @)4<. ~rn+1 = ~rn − αn+1 ~zn+1 . (~rn )T ~zn+1 ~xn+1 = ~xn − αn+1~rn ./.'+-4$E4YR) O #%9s@#*&!#B!3(*  #H&+)i9*9*# a+ 8+)i9*L69H<# #* R<#0$cE#%LE4+)$c$E4 O )-@#%$ * 0 5Q :}[1 0 5Q /31 5Q *151 0 $ E+- 0$4 0 5Q -71 (w ~ n+1 )T ~rn+1 = 0 L n+1 w ~ = ∂L(~y )/∂yi −−−→ n L(~x ) w ~ n+1 = ~xn i −−−→ −−−→ L L(~y ) L(~xn ) = A~xn − ~b = −~rn .+-!3L4Y#BIi)!a#j##*)7:E#%#T)-$"L@#uo)U9Ha@+-+.!5Q 1J57+1 * (HO .)757 0+5)Q $j1J87#*1s)839*)++-@#q$R57 O # +-)$ * :#%3T$%J #HI3@4<.S%U[+l%('./#*(0S!3W4J 4<<@?-# +@4Y@'. 2. ~rn L n ~x ~rn 6= 0 ~x αn+1 = − ~rn k~rn k2 .(%'./#*n#*) [\+-)9s@4<+-) !3# Q{C) #*ha#*%8k#*) 0 5Q 7‚51 @wx!)7#*#M)@E+-n+3)!3[$ …*46$E++)i)$A$ 4 ) LO)7#0@#./=3# N O +)i9.<46$EL. +DU RH.%#*. ~rn+1 = 0 : )./(%!346U@#*. ~z n+1 ~r n+1 n = ~r − α ~z ~x0 ~xn+1  ~zn+1 = −A~rn n+1 n+1 n = 0. (~rn )T A~rn ~rn+1 ~rn ~rn+1 = ~b − A~xn+1 = ~b − A ~xn + αn+1 w ~ n+1 = ~rn + αn+1 A~rn . {X)>3E4<46$@L)7 0 5Q 1*431S+) O (*@4<l#g4<.   3    3    6L2     Q + )i9*9*# „+!3#BE#i$E+pEE#g57V/#0$G9H@#B4<+-57) #g#0$G6/.!3'#j+#u46)$ 4o4 A#0!6Lq4<@ #%!39H!4EE# #04+9s)@4<8a+-!3)) #q+-!36#$  O +)$ 8)+-?$c.-4+)>FEDU!3 #M!3\#%W&$@9H#%$")7)pE# .T. .

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/57./<46"$E#*+)7.'+-4$E4$@$E+)$c!)$ 0 5Q 14F1 * 0 5Q *251 +56u4 <$f#0a$G#H/@4Y@) #Ta)+-+$@./!3#". (w ~ 1 )T ~z 1 ~x1 = ~x0 + α1 w ~ 1./(0!344<@# !(Hl)4D 0 5Q 431 |k4)L#*./(H@'+3!3#M#*)v@+a+-$@L)7D6T./(*4+@#*c9H#HEE#g. βn k~x − ~xn+1 kA βn βn = (~rn )T Aw ~n .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./#*)708FeJ L?+-E4<E'. (w ~ n )T Aw ~n ~zn ~z n = Aw ~n  ~rn = ~b − A~xn = ~b − A ~xn−1 + αn w ~ n = ~rn−1 − αn ~zn .T#/!3#q!3#0$E9*#*)7E# 0 5Q 1*431" O #%9n<#0$B9./)%(H8U$cE6'j+2_.n$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@./Vu#%9%)-L0Q-$Ewx#  !34#*)79&A+-9*+$R)UzGL?-+)($RQ !3+-)9gL.'4<E+#M46$ 4<#fDE) #%./!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$ )(%. ~x0 w ~ 1 = −~r0 α1 = (~r0 )T w ~1 .'+-4YI 0 5Q *251A#* 0 5Q *551f!3#HN O 4#*)7 * +#*))r$E9.\ EKAVJ ` :2>MACLTA =J b $E!3#j#0$ca0D#*#*@4<3#%Ef)u#%.b*$D./#A!F9*#J #H8KE !@@+#A)). * ./(HE'+2!#g!v?-@LN ~rn A A *= '"Ue UDTR.T$E<46+46$E9*4<#%LD$cE9*4+++)) .T+@#%./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 5Q72L‚71 & ~xn ~x n+1 ~x n −~rn k · kA w ~n n+1 ~x ~x k~ykA = (~y T A~y )1/2 N y~ w ~ n+1 = −~rn + β n w ~ n. ~r0 = ~b − A~x0 ~z 1 = Aw ~ 1./!$&4(H$c@#%'9H$f+3+-L.( L46$f)+$fa+@@4<$E+-+)4<$ .TO #%49s#*@c#*-c$R!3!3#g#g!3(*T:L./)7# O )+-$R9./E#c4./+)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$ +-)$M# O #%9s@#*j4<)7E#%E.O$A$D#%!E#%@?-L$&#*E)79%46E57L#-68U9H#%#*$%68:<$*#f57Q F9H+-J #*) O <#n#*@)?#n#R9*$E++) OO #%#*E)7?-C#M<#%)7E$"#*.

TN 0 +-5EQ72K46$E57#*1au#%$# _E:+3#%!3<( 4<>$E9%L 6L4E# QH9*9&+9*E+-)#*$   U   l  )  ! y #  ) y # <  # W57J F+aJ wx(*P). n T n (~r ) ~z .$!3#0$ 4<57E(%#j@L<E#B4+))+$k./ #n!3 ?-@-!34<#%)7f9H+-)UzG?-(/:#%3ML. .4<)2UE@#D469H!K# J 3@#0$G)7&a#H@4Y$0Qa@dA4<4):!$ #*4W. (w ~ n+1 )T ~z n+1 ~xn+1 = ~xn + αn+1 w ~ n+1 . (w ~ n )T ~z n w ~ n+1 = −~rn + β n w ~ n. αn+1 = (~rn )T w ~ n+1 .*@.>L @FJ < 3BDP5@=AVJEKL JL NOUH:F<KE J < 3<K\  :=< BME6ACL NQP >:FN < LTAV:FE JE P=< ` N <?> b .T# (*E@457#c)+-$E$`+L4<P)+#*) $_@#*. 2./@4YD(HE5-@465-# #X!3(Hl:Q-)4<#Sf:. ~zn+1 = Aw ~ n+1 .j!3=#SE#BA!3./13$GL@E. ./.#yLV~E@49H9*+-# )$ 46!3#%(%$ En#%r)##u$E. βn = ~rn = 0 : )./8:#*))7# 464!3)(%(%# 4<!@##y=-$ #a+>L.*./(%<4+L@p#*v4<#%9H #HEE!3# # .T#n(*E9H'+):+3!3!3#D4Y@0 4<!3+-B)o?-$ @a-#%!39H4<E#%.T#C#jl)#%$43g!K$EJ 4Y+@(*./(H@'+3!3#pQkwG9H9H+4S):$ >46$G@.#c#%U$E$E&4#*+:)v+7#X6$En[\$E+-4<=4$<<#M#H$A_!39H)#B+ +-!3)n(%E.T4<46a$ +-#%_$E4<E"4+.n4<E='E. ~rn = ~rn−1 − αn ~zn .469H'+-#*-=3N 57O E#%#%)7#X9s@>4<#*E(%VT@ L6 0E54+Q72U)j7!3(*1H@Q#DLWaJ #B<?-!3+#g@4YW@J '<.!3!3# 4#*)7_#%9H)r+)LazG+-$@?L)7(- Q        3    3    ~rn β n w ~ n+1 ~zn+1 αn+1 ~xn+1 n = 1."U&+E$EE'4 +-?+)-):0QLKVTE+-$&#%$RE(09H(%!#*)7@$ Q:d&4)$E4 O U=H \W G P JN :=EG> H<KJ JM>ML< E J RZP=L BMAVU]J > =RS\L BMAVH<KJ @3\ EKAVJ ` :2>MACACL L \A2BDP=J bL AV :=EKNQ:F> B>INQACPZEG>MRSA'\`3ACL`NKJ]: _5@5A J. 3.*6 4 a@#*+6UE 4+):$D$E4 L)7E#0$ * 8+-) 9*9*<# 8 8 8 8 8 Ln<#0$ O $ E+- 0 $E4 0 5Q 2}[1 0 5Q 2L/31 0 55QQ 2J2L71511 0 0 5Q 2L231 0 5Q 2J551 X57FJ J +<?-) +@:4Y@+-'././8K#*9*)7#T%8057!L4`)r$:#%+-$kL"#*ha46#*9*BU@!34<#T+-)!$F(*?@.LE!O 46#*5-A#%6 $ 9*+) O{X#%)jE?-[ #*)4Y09*8U#+Q )n9*+)$ @LE# O #*_+-)ja#*3C!3(%. 6Eb @#n:LE[ L4<f4$@57FJ 4C9H+-) #*@?# X  J   <  ?  + @  Y 4 @   ' #%9*)j#HBL)j?)+-+E./)i(H!3E#j'+2]S!'#D+!3#%n$ 21?q.$*Qo_9*L+')#*!4Y@E4<#%+-)$ )#%(.$k !3U#S@E9.)7L 9H+-)UzG?!3#B(S!36/4.!3./$R+-# =30 E5#%Q)L+85):1xN$c0 5<#gQ72K@57(%1X$E#0Y$G./+3#*!3)74<_l#*C<:#$ m_$E13+-$G@&.   %   '  "%./L85(%1x./?-+L#N 8 @)4<+E'. ./+)7E@#*M1P57#DWJ #%E@#*k+=E#*)2#cL/9H+-./#*!3:#%+$3)7#gIKE#%Q0@$#*wG&9*R4-57#%#f)#M9HE+-+3#ME!3#-E8%(04<$+&46./49*## a$E12#H./@@# 4Y0 u5Q .U#*E)74"+):.'+46$ 4#X)F!3J#D(H@$ +-)7 @C#CV&9H$`#D$E1257./+7L$ 4<EE@4 4O 9*#S# 9./9H#f# [ L4@#f)+$c@+39H(080!3a++)$ckVTa+) #MO +!34(0P9H+-E.

. −T T L ~x = L −1~ b ~b? = L−1~b./#"4<)(%L4Q3@m_# +-$E+)$ O #* dA$E134<$G):@$ . L C b −1~ L −T L −1 A~x = L A? = L−1 AL−T . .%. −T L −1~ b L −1 AL ~x? = LT ~x C −1 A~x = C −1~b A? ~x? = ~b? .  %'  (w ~ n )T ~zn ~rn A N ne ~r0 .T#n<4)(0L4E# #0$Gg(%574 O L#*)7MVq@(%$E+!3@#j# C = LLT . ~rn−1 N ×N ~x ~rn = 0 n≤N χ(A) C −1 A~x = C −1~b A A~x = ~b C χ(C −1 A) χ(A) C −1 A~x = C −1~b C −1 A C +54 %# 3! $ #D4#*))7#" .LE@49*#A@E46L)?-6L4E#&4)3[\(%E4#*@4$ #Q3dA4<)$E4Z<#g$E12$ E. C −1 A~x = .%. ./@#M(%$E+4<)(0!LE4#BE# #$ 13$ E. ~r1 . .*4`.

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g22 2 ω ω . @mC!3(%#v$E4+$@57@!+3E9H#"#X(%6!9*n#*#Dj. lim f 0 (ω) = 1.L'457#0$c!L)O $c6/$ #09s@4<+-) 5Q 5Q   ./!#0#*L@$GE)@44<9*L#%#k:$E13#%$G<(%@#0#./#%$c4<)(%L4@#%$ #H  2 ω  −1 ω ∈ [ωopt ./p46$ 9. ωopt ].T# (*E'8P+3L!3#-:Q-#%m`<(%# 9*+)7E@#82 )+-$&!3+-))+):$D!#%$R@(H[\(%E#%)9H#0$S=4<=4+?.9*#*c<#M?-@'#g!3#M6j[\+-)9s@4<+-) Q :Q >+)7E@#*&57#-8$ 4 #%$ RT[\+-)9s@4<+-)v!(Hl)4#M 8L+.'874Y)@E4K#-!38K#A)64CM!3.  Q f e*HkL#&kL eW $")>9*+)$E4!. ω→ωopt ω<ωopt  ω ∈ [0.*@#"6T./LE@49*# !3(Hl:)4<#M:L 0 5Q /L231S#%$ &!3+))(*#M 0 5Q72L431 A?  "#    %   #   '  "%    '         C           −1  A= −1 2  Gω  2  ω 1 − ω   2 Gω =  ω ω2  .$D+)i #H j D\')#&B% }-QA9&+L@+)$ QP!(Hl)4<E4+) 0 5Q /L231D!3+-))#MWJ (%?-L4<E(M$ 4 O L)7@#1* J ρ(J) =√1/2 ωopt = 8 − 4 3 ωopt ρ(Gω ) = (1 − ω + ρ(Gω ) = ω − 1 ωp 2 ω2 )+ ω − 16ω + 16 8 8 ω → ρ(Gω ) f lim f 0 (ω) = −∞ Gω =  g11 g12 g21 g22  2 ω Gω =  −1 f (ω) = ρ(Gω ) ω→ωopt ω>ωopt   −1  1−ω 0  2 ω 2  0 ω   1  g11 1− ω =  2 g21 ω wxP$%J L?4<R!3+)9M!#f@(%$E+:!3E#f#%$&!3#%3Ir$E13$G@.*. g22     0  g12   1  2  =  1− ω.!3#"U@jE46 9H.E'L(%)+4@./L k(*E"@457.     1−ω 0  g11  2 ω   2  =  g21 0 ω  2 ω  −1  g12  . 2]. (1 − ω) 1 − ω + 2 4 / Q !32+(%!34< 4<@#Bn57. &   ./R#D$E17.*$G.*4<@#-# Q8 9A+$g)#q!4$@9H3@+)$g:$M!)$M9H#9.#"'+-#* 4Y) IyM!#T6@i#A./LE@49*# }-Q >+)7E@#*&57#g6T.#gU<E#B@469*9H+7#"#*!ƒq# 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 $E4 „P./(H#f@'!3+3(H!3l#R)4<!3#fj:?-+7@$ -4<E!34 4<O #%#f)7k)+-9H+-)U$XzGa+?- O(+Q):]S$*#H87E#*E#D)u.

57U#r@E846 9H# .U@E469H#M!3# 79H+-=4K#%$ &!3+))(*#M *      ./8 9.J6 6 =9*#r4<#%+)57)$c4D!3#%+-$ )n9f=)4#u#*)i.'+#u)7E@4(M$E(*5-#u#MT46$E./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/.

$ 0 8_#H)c+<#0$$ ω√ 0 ≤ ω ≤ 2 0 ≤ ω ≤ 8 − 4 3 = ωopt ∆≥0 r ω ω2 + λ1 = (1 − ω) + 1−ω+ 8 2r ω2 ω λ2 = (1 − ω) + − 1−ω+ 8 2 ω2 . g12 = ω/2 g22 = 1 − ω + ω 2 /4 g11 = 1 − ω g21 = ω(1 − ω)/2 Gω  0 1 1 . 16 ω2 .T#%4$c).)-9*&4<)!3#0#B$ 9*#fE#*@4<)t-. 4 −λ "+!# ):59LQ78 /K571D5-# a+ Q #*SS9H+-)$E(%57#*)7 0 1Q{C)i3@4<4$@L)7&#g:+-4<)7B}83)+$R O +)$ det(J − λI) = 0 √ λ = ±1/2 ωopt = 8 − 4 3 ρ(J) = 1/2 Q $")q!3(%!34Y  ω   2 2 det(Gω − λI) = det  ω  ω (1 − ω) 1 − ω + −λ 2 4   2 ω = λ2 − λ 2(1 − ω) + + (1 − ω)2 ./!# r@3E4 )t-. 16 .j=E# 8)+$A O +):$  λ  −λ det(J − λI) = det  1 2  1 1 2   = λ2 − . 4  1−ω−λ 0 5Q 2J851 P!#*#%?$ @O (g#*<#%) @$D8!3@(*+l)E4P#09*$R4YNx!3!3# #%$@$E$*$ Q+-P)7#MR!3!4+$@)9H@9g4. 16  !!P##*#>3O +-$Iv4)?@$c)-#v!39H4+)!3):#% 9"$ 9*!3+@4$@(*)9H#%$E@<44!#%./#*)7!3# QkmX4$@57# 83L+./):$%#M! Q 3$ 9*+-4 )7 4<@#*.T#B!v$E#%9*+)! O Gω λ1 λ2 ω 2 ω2 ∆ = 2(1 − ω) + − 4(1 − ω)2 4   ω2 2 =ω 1−ω+ 16 2  √  √  ω = ω − (8 + 4 3) ω − (8 − 4 3) .T(*$@1c4)#*!3Sv)-!/#*E3@!34Iu)(*at9%#*. J = D−1 (E + F ) =  2 1 0 #*A!3+):9L8a+c@+3&)+.

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16 ω2 ).   3 ρ(Gω ) = max{|λ1 |. |λ2 |} = ω − 1. |λ2 |} 24  ωopt < ω ≤ 2 8<+-@$ = (1 − ω) + ∆<0 ω2 ωp 2 ω − 16ω + 16. ω→ωopt ω<ωopt #H . P#f?-@'#M!3#g6j[\+-)9s@4<+-) ω → ρ(Gω ) #%$ &@#*@(%$E#*)7E(g!)$cnl?-@#5Q 1Q 1 ρ(G) = ρ(J)2 = 0.25 ωopt − 1 0 0 X #&RUW\W N P#g?./#*)7 f 0 (ω) = 1 lim f 0 (ω) = 1./. + 8 8 #H&#%$R!3#%3Ir. ω→ωopt ω>ωopt ω 1p 2 ω(2ω − 16) + ω − 16ω + 16 + √ 4 8 16 ω 2 − 16ω + 16 lim f 0 (ω) = −∞.L'#g!3#M6n[\+)9HE4+) !3+-)9 QKm_+7$ +-)$ 24  ω < ωopt #*A!3+)9 f (ω) = ρ(Gω ) 8+-)v f 0 (ω) = −1 + Q24 1 √ ωopt = 8 − 4 3 ω → ρ(Gω ) ω > ωopt 2 !)$c#B9*!E#g!3#MWJ #*I2#%@9*49*# 5Q}Q 8K+-)v=4#*)( O 46!3#*./#g$E+)7 r ω2 ω λ1 = (1 − ω) + −(1 − ω + +i 8 2r ω ω2 −i −(1 − ω + λ2 = (1 − ω) + 8 2 #*A!3+)9 ω2 ). 16 ρ(Gω ) = max{|λ1 |.9*4<)#%$ 0 *9 +./#HI3#%$1D!3vE@4<)t-.

     .

!f (Hel*)46kJ$R#&kL  \W : wxX$%J ?4<M!#E(0$ +-!3@#n#q$ 13$ E.!34#*)7A9H+-)UzG?-(M#*)o:LE@L)7 !3# Q A(%E4<l#*q57# 8C+54 #%$ qp$E+3E4+) !3 $E13$G@.j=@# )+:$  O +)$ A −1 2   3/2  ~x0 =  2 A~x = ~b L ~x2 = ~x ~x ~x0 ~x1 ~x2 L A λ  det(A − λI) = det  2−λ −1 −1 2−λ   = (2 − λ)2 − 1. ~x1 = ~x0 + α1 w ~1 =  5/4 (~r1 )T ~z1 1 = . (~r0 )T w ~1 1 =− ./# 4<)(0L4E# Q 1Q !32+-#M4Y)4 #06LBi?!3.#*U @E469H# FQ #%$Fk#%!$ +O ) 9`<#%=4<@#%$f)j$ 12@+. 2 T (w ~ ) ~z2 3 A ./#*)7f$E12. ~z1 = Aw ~1 =  3   3/2 ./#*)7a+-:$E+-4<E4  #%$%Q%R.*.#&./(HE@#0E$f4657!# #S!(Hl$E+))74# O a+-$E4<E4 O #Q /Qd&E. 1 T (w ~ ) ~z1 2   −3/4 . (w ~ 1 )T ~z1 4   9/8 .L# ):!3#*L4S)$E!34F(H5-l)#M4<#f<#0#*$ ) 0 #%59HQ7E/K#%671s@Q $ &#*8 @(%$E#*8 )7E#%XQ ?-@'465-#*. w ~ 2 = −~r1 + β 1 w ~1 =  3/8 α1 = α2 = 2 (~r1 )T w ~2 =− . ~r1 = ~r0 − α1 ~z1 =  0   3/4 .T(*E@457#-Q "#T<:$*8a:+-"E+f)+-.%. *#!j+)!39X+):E(%9 #*<#0$*80$G@E469s@#*. 1  ./(HE@465-#g!(Hl)4#Ma+-$E4Y@4 O #Q /3Qc{`hZ#%9HE#%f!3#%3Ii4Y@(*.T#4)(%4<@#  A= 2 −1 A~x = ~b 0} ‚} 3+ 4 #H $E+)7 A ~b   1 ~b =   ./#*)7X#%$X<4?)#0$ O O j}-QKBP&DU'.UE4+):$&!3#j6.BU% @E469H# #0$Gg9H6L4E#%.0$R9*L69HK)+$R O +)$ det(A − λI) = 0 λ=1  ~r0 = b − A~x0 =  0  . 1 β1 = λ=3 A w ~ 1 = −~r0 . ~z2 = Aw ~2 =  0   1 ~x2 = ~x1 + α2 w ~2 =   . −3/2   −3/2 . } Q A(%E4<l#%&5-# #0$GA$E12./(H@'+3!3#j!3 ?.

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N.$$ 0 42Q 851HO8 #*0 . λ1 λ1 = λ 2 λ1 * λ1 = −λ2 lim ϕ ~ Tk ~x(n) = 0. .43$ Q 76 1c O #%9 +- #*)i+4<. N |λ1 | = |λ2 | > |λk | k = 3. k~x(n) k k = 3. .T#f9*-$*8-Q j.n@E=46@9H#A# @(*#*aaLf+-$E4Yu@4Y[G. . 3.$S8:)WJ +4<)3l:$&)+4e=3Q @#*)+-)$c9*+) O #%E?-#*)9*#f!# `a57FJ 4F#H.%. #* fL):$X#A!3#%3I34<. N.T+-)7E@#* 0 n→∞ limn→∞ µ(n) = λ1 = λ2 A A + εI I N ×N ε ε A + εI ε µ(n) λj + ε 1 ≤ j ≤ N |λ2 + ε| A |λ1 + ε| A + εI λ1 + ε λ2 + ε n C n |λ1 − µ(n) | ≤ C  λ2 λ1 2n . 4. 4.L)7@E4<# B!#q4)i!3@(%#*:6U#%@)4<!+-L) )7@0 42#BQ!3}.87# 1A41XXE)P#*J #0$G#BB5--# $B!34<ƒq9H4<#u!#. ./.#%$E>57#H&# 6@9*#*#B)! !3# O #*. 9*#M#T.-I346FE$G@DU#MiGe)W#MN 9H+-d )$G.!3U#T@9HE46+9H):#f$ 4646$G!3@#*#T)7EVr4<E$ (f#H= $G@4Y@#%$ #*Dg6)rq). . .QU]SE#H@E469HE## !$E#E=+-$ EEa4<#0E+$`E3! C 4# +-)o57/#*a<+# (*A@L9*)7+S)$E!(%+57#0)$G)S#%(%)!#%9H4Y$_hZ#M(*!3@#B#* )7!X(%!39*# <#%8R<#0$ O LQLd&#*4). .  ϕ ~ T1 ~x(0) 6= 0 ~x(0) ϕ ~1 ϕ ~1 |λ1 | > |λk | k = 2. . .57L4_a.%./+E+ )7@E#j57#T#%$ 6&u:9H#*+-E) 4< O #*@?#%)9H#B!# O #%@$ #%$ g!FJ 3@)-f$f@4!#n57# S. .T(*E'+3!3#f!3#A6M4$@$E)9H#A)#"$%J 457#A<:$S!)$X$@ O #*. . .$ 4+ ) 3+ +4 @4<?-4<#0)$G#%D<# QaF#TE#%.$E$RQ4wx#%@)#H+I3346EE$G#04@<$D#A46$@!L!3#)7+X):9c8#%<$`#0)$@##*O 6OULL@#*4<+-#*).+U.

9*#S<$E4612$ (0. . &'. * /$#"#O   . . . ϕ ~1.#.$ $fO L$E+#*)7 . . λ2 . ϕ ~2.T$g(*9HE+@4@57@#%$E#S:!3+-+))7!L)7#%. . . ϕ ~N µ µ 6= λj . 1 ≤ j ≤ N. .j=O E#g@(*#*Z@#*P57# 0 42Q}.   YZ#. 3+4< )# ./+)L+-E@E4.671 µ(n) λ1 λ2 /λ1  A λN N ×N λ 1 . .$FE+-E#0$F$E+)7 #*n$ +-4Y 8 F 8   % # $ % # H 9 E  * #   @  g $ +  @   ' )v)+.  .

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./EL#%4#*EE)7#%./3@#fE#*)2>!3# 0 42Q7/L‚51S#* 0 42Q7/3}21s83)+-$R O +-)$c!3+)9 0 43Q /L/31 !3]S#*(*6. j=1 αj µ(n) = ~x(n)T A~x(n) . k |λk − µ| < |λj − µ|. 2./L):#r$c!T)=$T-$ #M!3!3(*#0.* 0 42Q7/K171 {C!3(0)~9H+-. j = 1.0$ # #H0 I34246Q$G}. λk (A − µI)−1 (A − µI)−1 (A − µI)−1 A ~x(n) ~x(0) ~x(n) = (A − µI)−1 ~x(n−1) . . N . j 6= k.%E#g$E4 O )-@#.$c#&g@+. k~x(n) k2 ~x(n)T (A − µI)~x(n) k~x(n) k2  2n−1 N P ωj α2j ωk j=1 = (λk − µ)  2n .*@!#+QU)m`)L(%X#%9*$c+)$E(%57#%)7 O 0 42Q7/L‚51 2:+7$ +-)$c. N . 2.T@. .L@#%E@$ 49*# 8 #%$ XE(%8?$ +-)74R.L43)Q 4/L.*23@1s#r83)$E4<+. λk µ A 2µ − λk |ωk | > |ωj |. j = 1.L4)7E#*):L)7&5-PJ 4F#HI346$G@# @#*F57# 0 43Q /}[1 {C6./g. ωk A n = 1. n→∞ 0 42Q7/K571 0 42Q7/L431 .+)7LrE@9*49*#*#3I !3# O QPd Q  R@4<#%B.12'a#B+L!3@#'./4$c+-4<@=3#rE#%V)+9H)#i$ 57* 4R (*E(r[ L4<Ta+T. . XJ '212:+E'./4!K)#*J#*)7+- %=38FE6#%i)#H4. 1 ≤ j ≤ N.n#%$ Yn@4<(%57<469H4 4<O EL(B#*(%)7?-n<#BVyV$ )>:+7#Hf$ #%57n57# #u6 O L#*)FJj#%$ A@+-@$&# )# O L#*RE+-@#f!3# Qa]S+./0A8U(H#*# @)T'+33#0!3E9s4#u@<#*46$@!3L#q")76iE0 +-42Q7/L@46‚7#B$@1s$E9H80+))@+9H@:#q#%$_$E$E:++-=3B)@!#*6i)L+-)7./$ #0$ 457L#"#*5-./+-)-@E#% 0 42Q}. ./<#0(*$E'+3#%!39s#c@#*a#*a. .871sQ_d 0 0 A − µI ωj 1 ≤ j ≤ N (A − µI)−1 ωj = (λj − µ)−1 .)08U$ E@469H46QL$E# 57A#n./8#[)+-42Q}$R8`+-9L=3J E#%#%$ ) Nx+VU)Nx$!34E#q#%) O 0 42Q7/U?1 +54 #0$G&!3+-))(M 0 43Q<})151sQ "(Hl:)4$@$E+)$c#M5-+LE4#*)7A!3# &^12#*4?' 0 42Q7/J251 #*T @@4<&+39H!(0# !3+42)Q7$T/U?!31X#v#*.%$E# #0$G0 f42Q7!3/3#j}[1M./#*E`+-#Hn(*?-E!#0L# $N !3#Mi$E./#*E$&@#uEW+3J '79.T@+3a9H+-(%$@!LL)7)7 T9*+. ./$ +-#%)9H$GE@#%@LE@4$c+) E+-! E#0E$c'(*!3+# @. .T!# -…H+):$r)+!3+-$B)9L:8c+-!+-))$ $M0 !342Q+85O):1s98D69* L6. 2.)4<. j 6= k./!.9HU<#%@E469H# 8 O 8!3#g/. . . N P ωj 2 αj ωk j=1 µ(n) − µ = 24 #%$ A!34<ha(%E#%)-A!# %(*@+83)+-$R O +-)$c!3+):9"#%)i3E4<46$@L)7 0 24 Q7/J/51+*  αk lim µ(n) = λk .@$&#*. . ~x(0) A ~x(n) = (A − µI)−n ~x(0) = N X αj ωjn ϕ ~j .@67#f1k#*4<A.*.

}-}}          &#*.12$ #g#*4?9H+-'Fµ)Q $E4$ E#-8L@./+3!34<l#* L/9H+-@$_!3#0$_0 4Y@(*.'+-4$E4K) #09sN O @#* 8LE+^I34.%$c +-4<c9.$EL):)-k!u#*"A@#*!36+U)E49g+) <0 42$&Q7/K571K9*)++-) $#%E!?-(%#*!3)9*46#"$E+#0)$G&$k57./e):(H9HE46'!3+2#M! #BO #%!39"#g#gT57+46E$@4$E#*)7)A9H!3#g# 4) &^#*.L#468^!3#B!$ µ)$ #%$ 42Q7/L@4F+31H9.57+)$c#%)9H+-E#g57#  0 43Q /J851 #*k#%)j#%3$ A@4<?46.UE4+)v!3 O #09sE#%c@+O @# 8V/9*L69H<#%%8 O λk − µ ωj = ωk λj − µ k  % k "  ) ".L.Q'P#S !# λ 8^ $ O#RVA.U@4<+-)$*8U!3#R$E+EE# |ω | H 9 +  ) $ 6 4 $ E   V9*#MdA5-4<):P$ J 44FP69HT+ .

0 43Q 1*/31 +5X4 J 46!3D(%#f#%!3$ #ff66Bq. k~x(n−1) k2 (n−1) −1 (n−1) (n) (n−1) (n) (n) (n−1) k (n−1) k (n) n n (n) S    YZ#.λU.T<4657#*)7AL+.U@E469H#M!3(*l)4#ML 0 43Q 171 T =Q Q . .$ µ(n−1) = (n) ~x(n−1)T A~x(n−1) .$S~x)#f?-@)!346$E$E#*)7c$crv9*+. ..$A)#fE+-$EE4<E#0#g$ !3λ#A. Q = Q./#%9H)-+-)$ O (0#*57. . .Q AQ Q ./$E# 17.nQ 1=}[1H@#Q 9.'+-4$E4 @!#*#%P$R574<E(%# @LkrE4+~x)$%Q k = 1 82!#B$ +- @#fVT9H#M57#g<#0$ O #09sE#%.L-46!3$n#*V.*.9H.. . 0 43Q 1*231  T 1 (k) ∞ k=1 (1) (2) (3) (k) k→∞ (k) (k) (k)T (k−1)T (1)T (k) k→∞ (1) (2) (k) 2 N .%J (*E−#-4<.0E$RE#v. .'l)q). Q ./#%)-AAL!4a?#*++):)L$f4@$@+L3=B#f!K#HJ RL=a+@. {X) @LE4657#8`#o9*9*A!3# ~x )(09H#0$E$E4Y@#i @(%$E+3E4+)~!3 43Q 1}[1 (A − µ I)~x = ~x .(HL@E'@4+39*!3#T#f!3!46L # ?- 7+)9*+<=#B4:[\#%+$ @c.4E# 3.   #    ~x(0) ϕ ~k 0 43Q /J651 0 43Q 1-‚51 ~x = (A − µ I) ~x . .(0L2././4<E#*4)7+ ) O #*8.*]g)O L#j)$@#$  O #%9g{X)39.0#T$Z@6r!346(*!3l#*). P#%$R@#*6U@4<+-)$ 0 43Q 1*/31S#H 0 42Q 1J151X4.$Xλ+- @!'#+?-A+LN Q ):L#%$ {Q } E#%<#B57# lim Q Q Q .$EL57E@# 49*n# E#%)! O #%@$ZWJ 4)3l)4 9H0+-9*) +) #*O @#%? # N @aE+.$c#*)q9*./#%$(*"E'$E+34<)!3?-#i(A!K4<. a$E13+$G@.T)7@#%4<)7+-c))!3+#M):$X4 O 57+LF J #*0 )$E#%9H./#uL$E4DE@)49*+# (A$n3E−44λ$E+I))$T5-6 4F.*.T!3(%#g#T9H!+-#%)$ $ EO @L#*4<@#&. 0 mX?-#*)4$@9*57#T9*# µ=46579*#T+) yO #%$EE#*?-)#P$g@E!3./n#M=4<)1. 0 43Q 1L151 3+4< T T./Q:µ]S4)#MU@4<'+-(*I)) )+!3.@E.%UQ@:457Q 251X#&a+-+)R.    )(  .Q$}[1Hλ8:6u+.$c57# lim T = D.#.jE(0<$E+-4!34<# @#"#M$ 13$LES.$ 4EA# #%$ M+EE'+-?+-)L#HN Q AQ = D../# ../0 42(*Q 4FE1H@48579LJ #%#-$ 8F LNxVU+Nx!3. 46.#0./)# )0 +42.#*! )!i57!3#-+-8F)$9f4 An[\+#0$G@B./?#%#*.

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)U$ E@@E469H4#E# Q !#T $E+EE#jVr9H#T5-# t $E+4<")2WQam_+-f9*#B[ 4<@#8a)+:$ T (k) = Q(k)T T (k−1) Q(k) .n<#0$SE@4<?-+)+-. =0 .T#%)7f'+-@$f!346L?-+)P)+-) )2`!3# T Q 9A!3(*+l)$f46$EL$E+<+-):)$c$AT9*+./#%)-0Q 2+4< t 8 m 6= n 8a)y(%<(%. k = 1.j=1 (k) (k−1) (k) (k) (k−1) (k) =qmm tmn qnn + qmm tmm qmn mC4$@57#S#%$k.'+46$ 4 !#g$E+EE#MV/9H#B57# 83)+$R O +)$ 9*+L@? 0 42Q 1J671 (%<(%. ./(H@'+3!3#ME(0$ 46!3#B!)$R69H+-)$G@E:9sE4+)i!3# T V/:LEE4 !3# T Q 2+-4Y t #H q 8 1 ≤ i./#*)7@$q!# T #* Q @#%$ N a#%9HE4 O #*.   3 T (0) = A 8)+$R O +)$ 0 42Q 1J551 #*RE+E#B6!34<ƒ9*<E(j!3#M6/. (k) (k−1) (k) (k) ij ij (k−1) mn (k) (k) (k) (k−1) (k) mn Q(k) (k) (k) qmm = qnn = cos θk . T (k) $E+)7_$ 12.1a$GS#*U @[ E46439H9H4Q #D1#"4F!3!31H#S8H# @)+LO +. T (k−1) θk .U@E469H#0$ O (*@4Yl+-)$c57# (k) (k−1) (k) (k) (k−1) (k) + qnm tnn qnn + qnm tnm qmn . ./(H@E4657#%$k#H_#*)n3E44$@L)7`VA)+- O #0L 0 24 Q 1*431s8^)+:$    (k−1) (k−1) (k−1) t(k) cos2 θk − sin2 θk + tmm − tnn (cos θk sin θk ) mn = tmn $E+4<%83#%)vE4<46$E)7R!#%$c[\+-E. .T(*E@457#0$D(*(*./WLJ  EO @4+9*):# $k[ L4<X:#*+-) C[\++-)=39HEE#%4)+4<)  !0 43#vQ 1L9*85#*1s38I 4<:!3#%$# C[ 9*4<#A!KQ_J +dA=34<@):#*$ )4W8_4C<+-#%@$S$@57L3# @E#0$ (k) θk tmn = 0 (k−1) 2θk = T (k) tnn (k−1) − tmm (k−1) 2tmn . (k) θk tmn mn t(k) mn = N X (k) (k−1) (k) qjn qim tij i.#XM.T]S#%+)7.!#%U$PE9*@$E+246#*9H+.(*:U@$F@4<l4<++-#*=)BDE!#*5-)LP+)J )$)$ ## * 0 0 (k) (k) qmn = −qnm = sin θk . 2 0 42Q 1J871 mC4$@57#M)+:$ O +<+-)$c9. .#0!39./@$T./#*)7@4<@#%$ (k−1) t(k) cos 2θk + mn = tmn  1  (k−1) (k−1) tmm − tnn sin 2θk .$G+'k)+-+)4E$E(*E4a#%'$!+-#"?+-$E+)1sELQ0E#Adp# VB0 +-9*)n#" @!3574<4<P_!# 57#%F$FJ 4@2#*$%6U$EJ L+@?4<4<+-S4<))2$!KJ W42Q7)Qwx1J#D:55#0. 0 42Q 1*431 $E4 #H ! )$DE+-$R#%$R3E@#%$R9%$ @+5#*4q6L<)B4#D9*4. 2. j ≤ N 8C#%$/(%<(%. (k) qii (k) qij =1 i 6= m i 6= n./!3#&#r)6+-y$C.

nn = tnn a#%+$kL&<E#M@#%9%$KL(%69H<(%. (i. sin θk = √ 1 .%$& O +4D9%L69H( 83)+:$c:+- O +-)$D[ 9*4<#*./#o6 <:$qa#HE4<E#y@-9H4)#>#*) O  <#% 42Q */51 0 dA4<):$ 4F)+$R O +)$ $E4 0 43Q *151 $E4 dA@. 1 1 + T2 C=√ α ≥ 0.T)#%$ )7B42<Q #0-$ ‚51HO QLm_#*+-. 1 + T2 τ= S . (k−1) t(k) + h. mm = tmm cos θk + tnn 2 (k) (k−1) (k−1) 2 (k−1) tnn = tmm sin θk + tnn cos θk + 2tmn sin θk cos θk . √ 1 + α2 − α √ T = − 1 + α2 − α T = T cos θk = √ (k−1) h = T tmn . T .'+46$ 46$E$E+):$ 9*+. 2T #*r=$E+u#M9H!3+-#M)$Ee(%J (%5757#*L)7Eq4+)) +-$u9.$c@+@#%@$ #%@$c)7!3F# 4<)9.$j./#*)7R+=E#*)4< #* 0 43Q -71 34F)+:$c:+7$ +-)$ 0 43Q 231 42<+-Q @?$%821 9H* +.TF#%!3)7#0@$ $P!L# #*.@(%L$E#*46$j)7@$E#%#*$T<!#%L. 1 + T2 S = T C. (k) (k−1) tij = tij . T (k−1) A . j 6= m j 6= n.1          $@U@4$ [ L4< 0 34 Q 1L651H87)+$Ra+ O +):$S(*@=<4R#%$R@#*6U@4<+-)$c$ 4 O L)7E#0$ * $ 4 #* $E4 #H (k) (k) (k−1) (k) tnj (k) tjn (k−1) tmj tmj = tjm = tmj (k−1) cos θk − tnj sin θk . (k−1) = = sin θk + tnj cos θk . j 6= m j 6= n. n./$ #%4<$j#0$ eJ L)<?#%# .U#HE 4657#8P)+$B4$@)57#u9*#v9*9*#v$E#*+@)7+/)$D<#0z $/. (k−1) t(k) mm = tmm − h. j).$ 0 9%L69H#* #H 8)+$ca+-$E+):$ O E? #* 9H+E? 43Q :}[1 0 {X) O #*EEi!3# 0 43Q 1L651S#H 0 42Q }21s83)+-$R O +-)$ θk sin θk cos θk sin θk cos θk α= T = θk (k−1) − tmm tnn α= (k−1) 1 = 2  1 −T T 2θk . 0 43Q 7‚51 : +-cE+-$R#%$R3E@#%$R9*+#%$ {X) . 1+C C2 + S2 = 1 (k) (k) (k) (k)   (k−1) (k−1) − S tnj + τ tmj   (k−1) (k−1) (k−1) = tnj + S tmj − τ tnj (k−1) tmj = tjm = tmj tnj = tjn j 6= m j 6= n.TL#S)7!3E##0$ 7* 9H+-=4 O O (k) t(k) mn = tnm = 0./3@#A@#*)2r!q[ L4<R5-# 8-)+-$D+=3@#*)+-)$DVj @4<D!3# 0 42Q -‚71C#* 0 $E4 #H $ 4 #* 0 43Q *551 (k−1) 2tmn T T 2 + 2αT − 1 = 0. j 6= m j 6= (k−1) 2 (k−1) (k−1) t(k) sin2 θk − 2tmn sin θk cos θk ./. (k) t(k) mn = tnm = 0.  = 1 − T2 .':$EL#M)!3?-(%(%9*$%+Q .}-}. α < 0./&:)B+7:$ #g$P#%!)v#C(*e@J L:?#0+-$RE4<$E'4 .

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/L(H#*@'@+3$D!3#n@!+#B@#%/$c!3#M4$@6$@TL).T#n1sQ #yE9&#%!3+#@E+2+4!):#*$T)4<!3@#n.U@E469H#M!3(*l)4#ML    A= 2 −1  −1 .'9H#*+-&4$E(*4<c(*. aN 2 ./@(H@)'! +3!3#!Q L&)$)#j9*#>39*E@$T#f4E&#09. j 6= n.57o#%57_<# #9H+2#*ƒ#%9*$ 4<n#%Q:)7F)2 #nR9.T)+#%)7$u@L:4@+-#%$%@8E9H4+#v)57$r!34D469*L+?)7+-E)@L#%!46$4Yn#% 9*#r57#*)#r))+)$n+- .%. a32 . amm := amm − h. . 2 |amn | < ε R(k) .a'+-+$"46$E4<!3M#BVi#%9. ..5-':P57J 4C#jQF#%$P(*Bv@L. aN 1 . . ./=#*)7#%v$k#H#%D$v4<O :(%#%<$(*N '9*++-)@$A$E4$!3E#j#Vv@+9.$D!4?+):LZ)+)v)2F!3#g6n. . ann := ann + h.T$"4)E+-+-)$M@#%9H$f#* !3E##$E#%9H#%E)4+)9%L#*69H)6)L+L)7. a41 .  f e *HkL#&kL GEW 3+4< A T.gL)7VvB9. .#%Up@4<+-)P)J (*$j@L4<<O r?-(*:=@46$q5-#y#%$M9%(%$u<(%.Tf#%57)7FBJ ')+#TO ./J (%#*<(%)7.#*$`)@#%)-9.LE@49*# $ +-4Y $")9%L69H# 8 8 8K8 46$ :Lg<#0$fE#%Q LE4+)$ 0 43Q *151H8a4$ [\$"+)y@.LE@49*#8Z9LJ #%$  NxVUNx!34<@#BVq#*IfL.$g!3#j!349H#0?$&+-)@#%L9.'#0+-$X4$E$E4+j)7zGX#*!) 49*4<46#%$E$?#%#%.j./:#TL./:#/$@(H$E@64k'ua+3.T#%)7c'+. anj = ajn := anj + S (amj − τ anj ) ./$@$E#r++ )$g!3!34.046$$G@!3#M4YƒqV/9*=4<L#>6^1!3#%#>%83.)F'J #%)$ 465-#B$T9H+@):E$ .$E#8)+-$R+-=<4?#nV9*L69H<#% A amn A * a21 ./9H++-)7<+-E)@#*)/#g6y&9*+9H) +O +#%)E?-)#*#)839*@#r+!3$c#>#%6 $ 9*+7#*ƒq9H4#*)7@$f!3#j6q.T#T<#%W.$f'!3(H57.L#/4<#*-0$MQ 3!34<#/?-)eJLL+?)+-$AE4<$E4'. j 6= n. . . &   . a42 . ")v9. amn = anm := 0.T NxVU#/Nx!3#*4E#fN€#*4<)>./:$44<#*)7@.%$ .4<$  )2!39*#j#n 9*E-+-0 !$&<(%!3@)# $n)9He#J L? +-#*E)4<E!3'#%. a31 . ε amn  R (k) =Q (1)  Q # (2) Q # "  "  amn     A .@#/#jL4@#%#H$N @.+-!3$@#U$E@4<!3=E#469H## 7!3#q9H+-9H=+-4W)8Z!3$ 9*(HE+l@)7)E4<4<.'$E4+4<Iv#0$G!3Mo9H+-$E)#*$ 464<!31H(%#%Q E$ (T$"A9H)+).j+-=)@#$ !. .i')V 4579. ./9*#T9*4?6)L#0)7$" #** B9H++))#%$f!3# #%)yE4<46$E)7f#%$ $ A * amn = anm α = (ann − amm )/2amn T h = T amn C = (1 + T 2 )−1/2 S = T C τ = S/(1 + C) m n A amj = ajm := amj − S (anj + τ amj ) . ./57MF#*)7J !Vr 9*)#n$q57)# E#y#%)(*!3@!#:O)2#y4<#%R)Y)!@(*#/@)4<!3#%$j46L@?)#+-QD){CL-) #$ #l*ha)#*4D%!K8cJ $+4ga(*9H. Q(k) (= R(k−1) Q(k) ) (3)  . j= 6 m.5-@LPAJ:)#0) +$X) (*zG:(*)2$E. ._')#T457<#0$$ ?-. !30 + #y ewxJ`L@$#%?$@+-ƒT57E4<BE# '!3./)r#*)7(%<%(%Q ././+3#%!3$ 4<l0 42#/Q L<#055$ 1H89LN€J #%4<./5-@<#T#v#%(H$ !@EL4+))7) $   !3(%<469*LE#-Q #O %9s@„#*#*@. j 6= m./+#*3)7@"#%$cVq#%/$ O.9*U#BE@+46i9H#Q 46$@$E)9H#M4) O #*. p9*#%#%$A-)$EE$@@?L+(%?-46)$A#q(*(*. ./34<>#*)7!.$CL)'$v+-@6$C !$E4#%9H?E+4):+L) 3IT43Q<)}-QS+)/wxg)2@#%6$$*EQ-#mC<./L):4<)$n#*"9*#rVq9*E-+-$*8f4<S![#jL@tT#j@#%(%$f9*4$E9H#*+2j#Hƒq<#v9H4$ #*#%)7.

-} })2 P$"# )oO 9*#0+9s)E#%$E46!3R.*@4)#g4Y@eJ4L ?+-E4<E'#%./$ &#M!3!3(H#Bl)6/4FL46$@$E)9H#B!3(*l)4L&#%$&E#%LE4+)$ 0 42Q 58 1D#H 0 42Q 651HQ      .

A3 A3 =  −13 14 −13 14 −364 365      1094 −1093 41 −40 14 −13 ./b*./465-#8a+ 857#* 0 m`TQ9&9*++):$E$R(%57 +#%):)-0$+8 * #H Q`]D9*+)$j. 2. .  = (0) −40 41 x2  14 /QU{C)/3E44$@L)7_eJ #HI3@#%$@$ 4+) 0 34 Q 6714<):$ 4357#c<#0$kE#%LE4+)$_9H4<Nx!3#%$@$ :$*8^)+-$k+=3@#*)+-)$ * µ(3) = nJ L3@E#M R)+-$R O +-)$ *  ~x(3)T ~x(4) ~x(0)T A3 A4 ~x(0) = (0)T 3 3 (0) . A4 = A 3 A =  −40 41  41   (0) −13 x1  . =  A3 A4 =  −1093 1094 −40 41 −13 14 14 . ~x(0)  ~x(0) =  (0) x1 (0)   6= 0./<#T9*E#%$& +34o#  O #0#09s9M@#*u"4<)4<$AE46?-L@ )!3# O O L#*RE+-E#g!3#M6T./LE@49*# Q 1Q $")vE#%)! Q:]DL69H#* #HA9H+-)9H@#Q j}-QBP&DUT'. } QA]DL69H<#%D#%$c.LE@49*#%$ 8 #* Q3{X)i!(%!34@#f#%$ O <#%@$R!# #* Q /3Q "(q%!3)#n4@!3#n#T!3$ o#0$"a!+#*4)73jIo}j9H+-6 . = (0) −13 14 x2    (0) 41 −40 x1 .@#&B#*6% U@4<+-) 43Q 871D4<. 2 −1 2 −4 5  −13  A3 = A 2 A =  −13 14 9A+$A O +):$S!3+-)9  14 ~x(3) = A3 ~x(0) ~x(4) = A4 ~x(0) #H  −40 . ./#M)+-$c+=3@#*)+-)$ 2 −1     −1 2 −1 5 −4  = . ~x(4) = A4 ~x(0) A3 4  A2 =  "#M. ~x (n) = A~x (n−1) ~x(3) = A3 ~x(0) A = A2 ~x(n−2) = · · · = An ~x(0) ./4<)7@#*))- #H O A2 A3 x2 A4 µ(3) ~x(3) ~x(4) ~x(0) µ(3) A (0) (0) µ(3) x1 = x 2 n = 1./O :L+7$E#*)-"@#%!3$A# )7<#QF!]SL)+$A. . (3) 2 k~x k ~x A A ~x     −13 14 −13 365 −364  = .

-} }.5   3        .

  .

$b%#f.U@E469H#M!346L?-+)<#g!3(Hl:)4<#M:L  A 1 µ(3) 3 A (0) (0) µ(3) = 1 x1 = x 2 ~x(0) A 1 ~x (0) 3 A   2 0 .*./#*@A+29.@LE+ )+-O !34<#%E# )7# RL!QF#*rdA[ R4<):4Y$ fE4 +-5-@# #g57#%$  4 O #0$G !)$c<#M9%O $c@(%$E#*)7%Q f e*HkL#&kL GEW : 3+4< T.E$D#R+!3)i@# ++=3@@#M9*4<#%+9H)7@+ E@#0@$ #%a$E+:):+-!)L!)7LQaM)7]SRVr#MV/6@ (%/$EO L<<@#*U$&RM?.T./#B!3#j6q4$@$E)9H#j4<) O #%@$E#B9H+-)$E4$ E#jVu9*L69H<#% :L 0 42Q7/K671s84$ VnE(0$ +-!3@#A#M$ 13$ E.?$`+-E4<@E+'.TE#%+-F)757E@#*# u57#$ 4 8cL+./E#0#q$C!3!3#r#&6og./#B!3+-))# (0) (0) 0 < x 1 < x2 limn→∞ µ(n) = 1 (0) (0) 0 < x 2 < x1 limn→∞ µ(n) = 2 µ(n−1) (n−1) x1 ~x(n−1) (n−1) x1 (n−1) 6= 0 x2 (n−1) x2 6= 0. A= 0 1 $"@) +9*E+#0)$_$E#H4! .%$E#g#%$  O @4<#f:+- 1HQ&)>9%L69HF$E4<.$ ~x(0) A  ~x(0) =  (0) x1 (0) x2  .997. >+-)7E@#*B57#u$E4 8<+-@$gWJ L?+@4<E'.$ Q O Xj J <D\?-')+#&@B4Y@% '. 0 42Q L871 .U46E$E@$@46L9H)# 9*#Q-4<)FO # #*O . +  38 )+$c+-=3E#%)+):$Dl)L#*.Ta+-$@L)7@#%$D!3 O #%9s@#* 8#*A$ :+7$ +-)$c570 # #* 0 42Q 431 0 eJ '217a+L@'. n=1 (n−1) µ (n−1) (n−1) 2 = 2(x1 (n−1) 2 (x1 ) 2 (n−1) 2 ) + (x2 + ) (n−1) 2 (x2 ) =  2 − µ(n−1) 0 0 1 − µ(n−1)   (n−1) x2 (n−1) x1 nJ 3E@#gLER<#B$E13$G@./LE@49*# Q #+-01$GQ B@2'4 +) ?-+O )#%9sZ@#* M#%EL9H+-E+#%. .*O @#%#9s@e#*J L./@( #M)+#0$G$&R:!3+-#%E). 365 AQ2)o9*jL5769HP)-$ @44Y./#g<4)(0L4E# 0 34 Q 1}[1D$%J (09H@4Y  x1 (n−1) x2 (n) x1 (n) x2   = !2 !2 (n−1) x1 (n−1) x2 +1 +1  ./9"#H!A(Gz !FVjJ LEƒ/@.%@$D./4<)#%#0j$GD#%!3$ (HlO )<4#%./#f<4)(0L4E# 43Q 1}[1sQ-9A+LE+-)$ 8 <#0$R9H+-.$#%#9HEa#%+CT4)!34Y@(H4@#* @.LE)+-!#@#%$RL!3#*# D$E@++)7 @#"!#H# O 6T./#q!3#q6>4$@$E)9H#4) O #%@$E#/#%$  @WJ#*g<?-5-+@#4Y@'.*./#%)- m`L&9*+)$E(%57#%)7%83$ 4 (0) * (0) x1 = 0 x2 = 0 µ(3) = 1094 ' 2./#f!#MT46$@$E)9HQ#gA#4) y#*.$c?./#%#$ 8DR.57'#"#M!3#%#f$ nO <#%$D.

*@+#f)9D9%L@0(%83$E+#*)!O E#%#S <@#Rv$E!12#$ E.}-}H4 9A!4Y+LhZ@(*+@)#*)7$&X57!3#0#g$ 6T./<#%LE.@$ 49*#M#*9H 4<N€!3QK#09&$E$E+:$c$_#0:$G+-R @(*+-?)$_<4!3./Q #D431s4)8 (%4<@#Sa+#%$  O +-=3E#%)4 O   .%0 42.

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J $C36 N O .  .VnL$S)!39H!3#*#%#E$S@.*!@L#%)$%$Q8^L#S+9.. n→∞ S ^O. =0 x1 (0) x2 ! 3n ./#%#j$ 9*O @<#%-9s@@(*$C@4$ EE+-4657@#%#$ Q #09A$G+L@4<@. lim µ(n) = 1.#0Q$*UQ E"@469H)# $DA9H87#"69%g.L4<)U#*@#%E$`46R9H'2#012$XE:+-)++-EE')u#g.%$XEO ./U:E@+746$ 9H4<# N A @4<+-))4657# +34 #%$ `E@4)?4<@#S4)3[\(%E4#*@#R#H E@4)?4<@#R$ a(*@4#*@# .  <<4657$&3+?#f./A#0$_#H#*EI2:E#%#%#%./$C.//K4 83(H8-@/JE46#%2357$ 8*C/L#+4 QaEWEm_87':++-#%?Ef+./9H#0b%$P.$f$k$E!312#jE.$ (H@O U'L@+3E#*46!39H#%#q./a#*#HrE4<!KE# J +O=3@#*<#%)4uR.83XL8B):!K/L$GJ22[\+-8BE/*./T#*<!3# #@/JE)7. n→∞ #* = +∞ lim µ(n) = 2. 2 − µ(n−1) {X)>3E4<46$@L)7 0 24 Q L871s83)+-$c+=E#*)+)$Dl):L#*./4 @W+3#*QZj9./):@#*+L 3E#X@#%#n)7#H D./#R#%$ C=4<#%)q!3(Hl:)4eQ ! 32 (0) = · · · = (−1)n #H (n) x1 (n) x2 (n) x1 lim (n) n→∞ x 2 n→∞ .0$E$#%17#0)r.T#-L8U(*#*4<E'#*. µ(n−1) 1 2 (n) (n−1) x1 x1 = · 1 − µ(n−1) ./3&!K(H+-J@LE3$ 4657#%@'E#0+#$k68 !3.j@46=!364L=?+-#)8-L./#n8 :O./#*)7 (n) x2 (n−1) x2 (n) 9A"#+M$X#*)q$ !3(0!346$ +-)$C57# (n) x1 (n) (n) x2 (n) x1 (n−1) =− x1 (n−1) 6= 0 !3 #* x2 (0) (0) x1 < x 2 (0) (0) x2 < x 1 x1 =− (n−1) (n) x2 x2 6= 0 (n−2) = x1 9A+$A9H+):9H+)$D#%)vE4<46$E)7 0 42Q L871 * $E4 <+-@$ $E4 <+-@$ x2 !3 (n−1) x1 (n−2) x2 lim 8-#HS!3+-)9cWJ <?-+@4Y@'./$E(*E+3C@!34657M#.+3I3$"!34$#0EE$ #R+-LR @)#%#&$f#*!3 !K(%QR J 9*+)./+)#$ 12+37.!3U#f@#%E9*$ 46L`9H6# E9H@A4YNN )A?E+-34<@E#X#0$`$E$ #0:$_(%E$ +-4#*$GEN€#-.+7+-$L4<4<SEE@44+9*L) # XA#HI3#*)./+-(HLE@@)#%46$k95-*!K+-#qJ $&)#*#H) # !)#j#A6./#0./(H<E'$c+2?-!@# )!3!3#y#g#HL&)!39 #M*+76T$:#%E$R./E)-.!#>LE]fwx@344 #*9*I3#j#*4):$$ $G12EN#R.@L+46!3@##%.#ML46#*$`)>E@(*46E!34!346?L+-)7)AL#%#$AQ $"@-)q9H49%)L#%6$A9H!3o#&#%a)+$ 174Y)@t#A.T$S(*jE'.  &.U@UEE46@9H46#"9H#g$ #%E.TO #%+-M(*4<ER:'#%+3E!3. & S"#.'$P434Y#H@I3E46#$G@2&#D57)#D#R$ !347(%AR9*+.F'#0#*)$Rk#q<.-.TQ #%)7u)#y=:+-))# @#*(*g?-P#%#%4<$ .O.+)L$rE4+5-)># !3#g6p/./+3!3(HE#f'!3+2#&!#f6g9*+) O46$E#%$@EL?-):# 9HO#A#*$%.T#S@4))+9H4:$L #%AO $k+=)@(*$ ?-QR O n<4..  ( M( *&)$ # S"Y.Q U"#@SE46.

      A = LR L  R .

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/(H@'+3!3#%$ #* $ +-)- @EL.j#*)=$E6L4<=E##%$%QL{C)u#HhZ#H%8 Q:wx#%$ A[ -9H4<#T!30# O (*@Q 4Yl"##% . 6PBO ##%!39C(0E9H!34+#0). ./E46+L)7)E?@#*6XL457E#_#-$E8-$E:+(%E$X4#*9H#*EE#`@+4<)./Q:{C+7@$ L4<E)74g+) !3+))( 0 + 8:+)>1s#*8kha9L#0J 9s#%E$  Nx#nVUNx$@!3O4E!3# (%9*+.*P+-.$PL)E?-#H+-j4E+-$#01s) $ Q #*$Eha4<#0E9s# E#u$E>!(%9H+-./. .U@E469H#0$ 8:+-)o$ +-a)-+-D$E$#B#%./. Ak k A   TM TM LR QR .$Z$ X:)+7#C$E./@?#H# O!3#"!3(H@#*@./#%)-(*_E'#D+39%!3L#06$k9HE@3.$E4U=@<#&E469H!#_#&@.ULEE46@5749*#c#QH#H9&C$*(0JL ).7a!3L+-E#%$E@$ # 49*O #%L$C#*#%)q. Qk ).%!3$`#S9HE+ +-33EE#%#0$$E#%#%$%$ Q O O @='4+3+L!3PE'#%T$>.0$#*@E$k4<46$ @(%+#%$_@!#%$_)!3$k#c6"f. ./$ 9*4<O aa+-#q<$E#%4Y!3@#%@4<+-$$j) L$E?+k@4<$ &E#A'!).%E+-#%4<)7)k$%!38^#*+-)<#09D$kbH)E@(%#R9*#%!3$@#%$ $_4<E./b*.T4)#%C<#0$ O L#*@$`E+-E#0$`!3#&6M.] L42@)+$v=/ <./+#%E$ #H'oE.0@57L9*)79*#" #%)2$@!3$ #p4=.L=4E)u+-49)8&@+-#%./# 1 LU A2 = R 1 Q1 Ak = Q k Rk Ak LR LR QR QR LR Ak Ak+1 A1 = A A 1 = Q 1 R1 QR LR = R k Qk A2 = R1 Q1 = QT1 AQ1 xw :#*#%.6$Zge.j$%Q&=v@]S#f#*#*I3! #*@#"#p./@#(%(%E$E46!+57#*:!3#MEP#46$>d&!39HmK#0#%dA$> .U@E469H# Q7P#%$`O.#%$i.$E#%57$`9H# +-)!3@4<#*E)4+! )$%#*8.L)i<)#%!9H. Qk )T A(Q1 .J 4<)3Ul:@E)464e9H80# 9H#C579H4-+-:) #%O E#*.%=57a4=#*# @4<. ./=(H4Y# NN oLE6L= +->9"d ] Q Ak+1 = Rk Qk = QTk Ak Qk = (Q1 ././4+L#%@?$ # +):L# #H#H0c !$ 4)?$)4<<l#D#%#A$ 9Hj+P)7<#H#q@[ #Hc$EI2LE4)#D! L!3)7nR%49%Q?L$"'769HX) ./:+7$ 4<E4+) Q$") a+-+- $E##*)31sN 8 957J#0#R$GE@N€+VL3N€!3@#%4@$X# <#0$X./9*?+46#%9H)7$>4E#*4!6#*$v# )7R?O .

  .

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L4Y@(%$ $ER#%$R./(*E'+3!3#0$&!3#g:+-4<)7RlI3#-Q     YZ#.      & *   !(057L)A4 $f)<#f)#%#T)-.  % . .1] | sin t| |¯ x − xn+1 | ≤ χ|¯ x − xn |./# +)7E@#M574#M./+3.La#%)+$R$ [\$E+D+@@. 8#*&L&9*+)*Q$E(%9A57+#%$X)7:+- O +-)$X!3+-)9&.  Y.T<#>Q^8PQ7/3RQ ./@# 46# 5-#*. . |¯ x − xn | ≤ χn |¯ x − x0 |. 1] x1 = cos x0 ∈ [0./9&(*+E:'$T+3!3!#4<@+8)Q<$T}21Z57#%$ # k$E#%$E$ 4-T) a#*a(*+# 4)-TlI3 #i!3#   Q ")O $g6r$E#%9HE4+) $E4 O )7E#8K)+$"0 @(%$E#*)7E+-)$"57#%57#0$f?(*)(*. m_+7$ +-)$ 8)+$R O +)$c!3+-)9 8Q7/31 0 #*%8:LR4)!39HE4+) 8Q 151 0  E#%LE4+#*) .*#g#*@ !3#j@#")7:'c+--4<$ #%)7#-$&D8a. . 1] xn+1 = cos xn ∈ [0. |¯ x − xn+1 | ≤ max | sin t| · |¯ x − xn |. 2. χ < 1 (xn )∞ n=1 x ¯  x ¯ x% → cos x    ! x ¯ = cos x ¯    f (x) = 0 f (x) = 0 x = g(x).1] χ = maxt∈[0./!34./+-)-@E#% 8)+$D 8 O +-)$ x ¯ x0 ∈ [0. . $ .*(*:. 1] n = 1.TlVqI3b%E#"./#*)7 #%)o) 9HE+-+-)=$ <46./E## 8 O 0 0 8Q ?1 t∈[0.T (*E@'#*!3.%$ .$ 0 8Q Q17"#1TM#Hu<:#>$*[8 4Y8rQ7/3571S./. ./3(%E$E#*4++")<!3#T$@1D#&!3@)2v+=G./9H#H<E46E57#B#*9*)7+u) 6#%pE?-9H#*+-)) 9*O #A#*@#%?$ #%&)9H4<)#i(0L!34#>E#-6Q $E4Y@# O O 0 ]S+-)$E4!39*(%E+-P))$B+-#%$)9H +-E+#r)$ eJ #HI3#%./12.

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/#%$_.'Q./@?#g#%8)Q 9H/# Q  xn+1 χ = maxt∈[0.T#Z8Q}8)+$A+=3@#*)+-)$R[ -9H4<#%. .%.*#*.0$R#*5-)7/# 57# L$EL E@464<$G#%[ )7c4YTV <#0$nQ '212a+LE'.L.%$E#%$T!3 @#0'$GD(*+-<4E). @{C$E4<#*+-)u) P::+7$ E+-$E@4<4)7)-9H&E#ilI3$ # !Q_P)#u$ @'8:(*+-4<)E.>24 =%. .U@4<Q +-)o!3>@'(*+-E.-'./$E# 4Y8@#"Q 1B0 !3#%+-$ )D)!(%+#A)9A )0 #g8Q<9H}-+}[):1C$ #%(0$ 5-D9H#*+-)) 9*O#"#*!3@?4E#%#0)79sE@#R#"#H!3DunE'9H(%+-+) @O .*.L >A `  a 0 8Q}}[1 U:=E 2JB 7J =JB> NQ:FB>H<KJ L JE @ =JB>)N  ACE E6A b  J ` N <?>^NQP U:FE =JB 7JE UJJ>ML N ACE \]PFACBDJ b .*j. 1.T#g4<@#8Q2Q7/3FQ2#"d&E4')(*0 $ +4a@6.$S:LR9H+-)-@4<)24<E(B!# 84F#HI346$G@# #* E#*6$&57# :+-cE+-3 0 8Q<}H/31 m_8+-Q$E})+/3):1S$ )+-$R +-)$ #HC$ +-4Y !#*3IT(*(*.171M#* L8EEQ}*4#*7)71B&4<. .%$E.1] | sin t| I x ¯ I = cos xn x0 ∈ [0. x ¯ +ε] . . 1] χ<1 g x ¯ x0 ∈ R g:R→R g x ¯ = g(¯ x) |g 0 (¯ x)| < 1 |¯ x − x0 | ≤ ε x0 xn+1 = g(xn ).JL9s) N O Q{X) @#*)O )-9H+-./#*)7@$`57#%9*+)57#0$`!3# Q{C)/3E4<46$@L)7 O 0 0 8Q<})151 83)+:$DE4E+-)$R!3# 0 8Q<})151D57# 24 0 8Q<}%71 9*#g57F#04P$TEE#%+- LO E4#g+)57$ # 8Q}./(H@'+3!3#%$A!3#M:+-4<)7clI3#Q < E >=` P=S:FL ACA EK>L P= ACL _?JZ#\@3W N J 6a < `3A b ` J :2b >:FEGPF>NQ:=B>N PZb >M6< A ACL J@3< :FE EKJ E  \]:=J A > a P=U:=B P=E6NQ:FLTACBE >  ACRSN J]J_3EKA L >ML @3J \BMA 2P N J L JJLN H><K:=ACJ.T#%)7 O $`$E+. n |g 0 (¯ x)| < 1 g0 |g 0 (x)| ≤ χ./#R!3#R9H+-) O #*EN & 9 + ?-#*)9*#g$ER#%$c.8:#L% +.L4)7E#*):L)7`#*)T. x ¯ x ¯ ε>0 n = 0.%(%./ +)$ E./3E#>!3#vy@#*. I = [¯ x −ε./4P57#a8-)8#M+Q7/o6$X$%9HJ+L+-=3) @#*#*)46@5-+-?)#%#v$ )9H!3# +-)#%9q@$ #*#HqcL!34$@)#M$ $ 4 @#q$E#%WJ$ 4<#*SEI3#j4$ !)E+#%#A))9H9H)+-#i(%)7#ME!K.T#0$ E#R!KJ (*)+-)9H#%_)L3@E#SE'(%+@.57# ` 8 H 9 0 # H 9 c 4 :  +   T  E  + 3   [6/4Y@9H#n+) Lo#*@!?(*#*=):39HM#A!3a#n+qcE!+(*. 2./V 46!35-./.

Z .

|g(x) − g(y)| = .

.

y x y I . x ¯ + ε]. x. y=x ¯ ε>0 χ<1 x ∈ [¯ x − ε.

.

g 0 (t)dt.

.

L-'$E457$@L)7#gc!3#ML6Rn#gl?:+-@4<#)7 8(xQ 1Q . g(x) I x I g     #ZY.e$ #HJ +#0A)/9s$E@+9H4<+-+-4<)q)x)¯!3L#&46$@W) $J L#S%I2(*# @)+/# $EO 4L./#*E)7#%:A)+7+!3$ ):+-(%$`)E4 $_eO J 4L57)-=@#c#*#M.#. #. ≤ max |g 0 (t)| · |x − y| ≤ χ|x − y|. O!.#%'f$ #" Nx:!3VUR#Nx!3→4EQ-# m_Rf+(¯xD))9*#g=L[\6+-9H0)#*9s<#%@ 4<f+-)>(¯x9H)+6=)7)@4<+0)Q $X2./#g9*O #*6 ./Ox. t∈I |g(x) − x ¯| = |g(x) − g(¯ x)| ≤ χ|x − x ¯| ≤ |x − x ¯| ≤ ε.(BL)$ ?-x¯#*R)76E#M9H+-r)$?-E@@9s'@4<#g+-)u!3x# ?f.T #*#%<#9 x 6#0/$GR!34E)+-!34Y@465-#A. *   )&#. . & =*'"Ue U[ ')%  BD[ '.B% ` .   YZ#.-+U)B%  !3# f28UE+-+39L4Y J9.  . f (x )) 89*+.

0 n n+1 n n .

U-cEE#%+-&) 57#0#M$G/$ 4F+-))r#va. f 0 (xn ) n = 0./#%#*$ )7A%9./# 8Q 1QPd @4O +@4`>9*+) O #%E?-#*)9*#j#%$ B4<)(0L4E#-Qe9&+-$BL+)$g.$@]S5-6L# 4@#*. 2.)'$A#M!3r# @#*68UET4+./+-(H$EE# '+2!#v!3#va+4)-TlI3# xn+1 = xn − f (xn ) . .'Q)$"./(057# 84 OQ 18<#%9*)-&9*0 !3V r+. f 0 (x) #%<57+-@{X$ #%) #B!KJ E#04$G1S<46c$ #*#%(% &570 8#g4 QO })EL25'1S#*(%)7+#%D@$ .                 }H/J2   y f (xn ) x ¯ x xn+1 y = f (x) xn xn−1 X #&RUW#\W N >(*E'+3!3#B!#n9&.# -c@+)FQ +. 1.>9A+=$gB %U+.U&$E4 O )-0Q U=H #\W$_ 6< `5` :=>:=EG> @3J<3_ :=A >U:=E6LTACE  RSJEKL @5\BMA =P NQJSJL >M< `3` :2>:=EK>)H<KJ >:=ACL L JNOH<KJ N P>M< ACL J JL @3:FEKE \ J b P=NQBW:=BNQ>)P.T(*E'+3!3#/!3#/a+4)-flI3# dAO 4<#%):9 $ 4K#"O @(%$E<@LD!3O #g9H+-) #*@?#%)#H9H/#&57)#)+):9H("!L)$c9H#"#*E) '(*O +#*@E./ #"!3#%#r$ Do)E#%#fL9*E+4)+)$E(%570 8Q<#%})4F9H1H# Q ! E'(%+@. x¯ g(x) = x − f (x) . ./)$ +-4<)$D!8)$X46Q $ ) O +-4$E4Q )9&L?-+-#&$ !3# (%E4<:l+-+-)$ O 57#B$E4 O %# $ R!#*3Ir[\+46$R9H+)7@4<)./) (H@'+3!3#B!3#n9&#-cE+-) * x0 f (xn )/(xn − xn+1 ) = f 0 (xn ) x ¯ 5-4_!+))#-8 0 8Q})251 a9A++A$ 9*O +U9*1+<):#%$B L4Q3){C$E4c)>57#*ha#v#*%6o84P.*.*cV .#.L4)7E#%)L)7 f (x) = 0 f 0 (x) 6= 0 x = g(x) x ¯ xn+1 = g(xn ) g 0 (x) g 0 (¯ x) f g 0 (x) = 1 − f (¯ x) = 0 f 0 (x)2 − f (x)f 00 (x) f 0 (x)2 f 0 (¯ x) 6= 0 g 0 (¯ x) = 0. ./$E(H3@ƒ/'+3A!3!3#v#M!9H#>+):9A$G.ACRSN JD\_5L GA >M:[L @3J J@5J-8JL  JLN':FHE <KJ  >MA SU>:=PFE LT2A > J B P=7ACJ L b =JB> b  J ` a N <?>WNQP#U:=E 2JB 7JE U]J J>L H<K`P5@=BDPFLTAVH<KJ b .-+')=#&B$E#*%  (n5-#n6u./(*E'+3!3#!3# 9&# -cE+)y#%$ f)#/. .*E./#*)7&!3(%E4 O L=#* 0 8Q<})551 #*&L&$E4<E#-846$E57# #* 0 8Q}H431 9A+$&+=3@#*)+-)$RL4)$E4K<#g@(%$EY. x¯ |¯ x − x0 | ≤ ε x¯ f f (¯ x) = 0 f 0 (¯ x) 6= 0 (xn )∞ n=0 g(x) = x − f (x)/f 0 (x) ε>0 |g 0 (¯ x)| < 1 x0 .8a')++-46$E4a$" EO +3+9.

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#%!3&#&5-9HP+-J )VT$E9.TQDgwx#9Hf#%8 #0.$&<#0#06$u$GA'2.851 X9%LJ 46)79HE#*P@!#M@(H./#A#H!&#&!KJM( O 9*4<+E. 2|f 0 (xn )| max C= x∈[¯ x−ε. 0 f (xn ) 2f (xn ) |¯ x − xn+1 | = wxP$E3ƒ/&.TE(*46+-$G#%[ )7E./E4 (H@'+3!3#B!3#BQd&a+4)4)7$ER4 0l8I3Q<#})85Q1S&$*#*J ./+-(H@B'+3L!33#.U6@9*4<+-#*)r !3# 0 8Q<}H23L1X +)vL4<RVn!( LO ):L$N 0 0 8Q}.'(Ha@++L'46E$ +3'4P!3.%E#f4)(*?7L4Y@(f.(%9*LE.'#%.UE$E4+4<)ME# ?-(*+-./129.T$ +-<#i4YM$ !34 4<ha(%E#%)7M!# 8_1s 8 ./#*!f(H(*@a9H'+-#*+3))!3$!>#B@U!3!3@i#g+)6an$A+9*5-4)7+". $U4 @F457#g$E@#%L'.4$'E#&57Vg#"@#*4Y. ./(H@@'#*+3):!3L#X)7c#0$GE_+L$ zG+?-?./$6#Mc:l#%?)-@E# #l8Q :Q%P# 8 !KJ +34vwG9HW4kJ #*)::9H+#%<@6#U8:@4<)+-+)i:./-cE#*+-)7#*)  !./+-)-@E#M57#M6/9H+) O #*@?#*):9H#A#0$G&=4<#%)v57-!3@LE4657#Q `a9*+@*+3) V9./57Q-(HP@4P'g!3+3+-.LQ_)7m`ML5-/#H# I3#%./ #./4Y@#*(%`$ #*)T#HE#% )L)7QaC{C9H+-)y.B % kJU  8#*Q}) ]S231H#H8EE9H#g#M.T(*E@457$%J #C#*ha!#0#S9s9H@#* #M@#X#*)>.¯ x+ε] 2 min |f 00 (x)| |f 0 (x)| a+R+-=3E#%)4 * ]S#* E#B!#*@)4<.TL)b%.# !3!3#"#B#0!3$GR(%L)E# Q 9&+-$& +)$S<#M@(%$E<@LR$E4 L)7%Q O O x∈[¯ x−ε.T9.L4)7E#*):L)7&!3#g:+7$ #% |f 00 (ξx¯ )| |¯ x − x n |2 . (xn )∞ n=0 x ¯ = g(¯ x) x¯ f 0 (x0 ) g(x) = x − f (x)/f 0 (x0 ) xn+1 = g(xn ) g f (¯ x) = 0 .  x0 x ¯ f f f 0 (¯ x) = 0 x0 f 0 (xn ) f 0 (xn ) xn+1 = xn − f (xn ) . 2.Q $G/Lv4)):+-#%+7$R$E$&'2$E412=$@a<$E# +LEE!K'#M. .%$E#n$E3#%ƒq!$v#Z$@$ L9&.L46$c6T9*+) O #%E?-#*)9*#A)FJ #%$ &O $&57#g4<)(00 L4E#-Q & =*' eU c&.%J U$E57hK#%$%L#B8:4=L$E4 4<+v. 1./@(*.'E+#c46$ !346$ET$@L[ L)74< `57# !L)$ O {C)i3@4<46$E)- 0 8Q})251C)+-$R+-=3E#%)+)$ f (x) = f (xn ) + f 0 (xn )(x − xn ) + ξx x f 0 (xn ) 0 x = x¯ f (¯ x) = f 00 (ξx¯ ) f (xn ) 2 + x¯ − xn + 0 (¯ x − xn ) = 0./A257+4F)7)E# +@#*M$R57!3( ##%6<v+-Q9*:++-) )O $#%E?-#*)39*E#n+-#0$G&B!357ia-!3+@4)-L E4657#)8F+9*#%$c9H4X+-(H=3@E#%)7)g+)$ )#q* 9H+-)$ (057#*)9*#!3 O  g 0 (¯ x) = 0 f xn f 00 (ξx ) (x − xn )2 2 xn W+5J 4(%83?-)+<4<E$R(c 9H4<LN€+!E)E#%$ 4$@#*$ )7"$%8^Vu#*)/eJ 4!3)-4@O #*46 $@O LL)7<`#j!FLJ #*I7@E(%. [!3(%4Y.¯ x+ε] |¯ x − xn+1 | ≤ C|¯ x − x n |2 . f 0 (x0 ) x0 f 0 (x0 ) n = 0. kJU  BD [  './!3)#g(*)E#:'#%+3* E!3.-E#j?-!3#oFE# DU5- :#H#\!3gW&. .%%4Y. .4<57+)$S@+3@#H[\+46$&#H57R6# j./KJ +(H@=O 'E+3#*)!34<#/!3#*# ):9H9&+#@-c#uE6+ ) 9*+9H+-) )O #%E#*?-@?#*)#j9*#*#u)9*!3+#v@# y:.(%$RE(%6#C/!.T$&a(*E+-'$E+3+)!3#B$ !#f6/9H+-@!3#-Q $.

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/j15$E1+)7#H $4@0 .T# 8Q72/#%$ ")#n9*+)$E(%57#%)9H# x¯ |¯ x − x0 | ≤ ε x¯ f f (¯ x) = 0 f 0 (¯ x) 6= 0 (xn )∞ n=0 ε>0 f ε>0 χ<1 x0 x0 f 0 (¯ x) 6= 0 I = [¯ x − ε.%./U@./$S#%a$v+L@?+):.T$ #%)7(*@@4Y$ql:#*57R4f57)#g+:<#0$q$S+'2)712va+L:E#%'E.!3#Q U=H #\W m 6< `5` :=>:=EG> >:=ACL L JNOH<KJ NQP. y x ¯ x x2 x1 y = f (x) x0 X #R\W#eW _ >(H@'+3!3#B!3#g9*+./$E#%46$u$R!3!3r#E!3'(%(%!3+@4<.*@./4$ (%[ L!34<46EU#0@$*#B0QZ!3d&v4)E$E'4(%+#j@@.*(%./#* #%)-f!3(*@4 O E#%=$n<#j57#H"#q$ 4 4$@57L# :LEE4#*)7BVi84ePJ 4<#0)7$G@"#* [ 9H4<## O 8<+-@$D+)i * :+-RE+-3 {X8)Q}*?31S@4<!4#$@L)78vQ})</5#01s$q82).>M< ACL J JL @3< :FE EKJE \] J :=b A > P=NQUBI:=:=BNQEK>)P L ACACRZNE\JD_5LRZGA >M:[JL @3EKJ J)L-@5@3JW\BMNQAPZ2P UL :=JN N'BDJY@5HJ J<KL J  >M>M< A `3 ` S:2>U>:=:=PFEKE LT>S2A > J HB P=<K7ACJJL b =JB> b PYUa :=E=JB 5JE UJ JM>ML N ACE \P=ACB]J b ` mX!.@#*'QB#0.%. x ¯ + ε] ./$@57+B)7%U# E./# #0 88QQ7}.>#q=4./+b*:./$E# <@8LQ7O /3fQ L))O +)9*(j!)$&#B@'(*+-E.-$G57')fF#&BJ 4<)%S#B#HI3[\+-46$G4@$"# 9H+-)-@4<) .

.

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f 0 (x) .

.

|g 0 (x)| = .

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1 − 0 ≤ χ. f (x0 ) .

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xN ) = 0./)7(HE@#'+3* !3#n!3# 9&#-cE+-) $ #n?(%)(*.L4$E#j3Io$ 13$ E. . x N f1 (x1 . . . . . . )@(*+-?-$M<4a./#0$&)+-)o<4)(0L4E#0$"!3#nu.. . 1. xN ) QQ           f2 (x)   f2 (x1 . xN ) = 0.   f (x) =  =          fN (x) fN (x1 . .$ $ O (*@#%4<l$ c#*B57$@$ #u4aE$E#%4 Kx¯5-$@# U@4$ [ L4< f (¯xQ )fL=)$c09*#*#fn9%$E4 $SDf)+(¯$Dx)!34#%E$+-j)$S)#*)#q9*./&#q:#%!33# A$%J (09H(%@574<@#LE4+)$ 0 ) +-)4)(%4<@#%$g#%)pE4)9*4<a#[1MV 4)9H+-))2#%$ 8 f (x) = 0 N N x1 x2 . QQ .UE@469H# QQ Df (x) ∂f1 (x) ∂x2 ∂f2 (x) ∂x2 .LE@49*# QQ 0 8Q7/3}[1 $Eq4 . . .)'$T#A!3. ∂fN (x) ∂x2 . . . . fN Df (x) x ∈ RN f  ∂f1  ∂x1 (x)   ∂f2  (x)  Df (x) =  ∂x1     ∂fN (x) ∂x1 #%$R9*+7#*ƒq9H4#*)7@$R!3#M6T. xN ) = 0.T 46$O #%#%9s$@#*4) !3x¯469H82#0$ $ +-<3@!4<+-#%) $ !43)4<hZ!346(*f9H@(¯#0#*x$R)7)@!3$n(%=9*4Y@E(*40@L(%)7$ Rx<#0$&#%9H) +-. ∂xj n −1 1 ≤ i. 0 8Q7/L‚71 QQ f2 (x1 . . . x2 .     ∂fN (x) ∂xN N ×N . .651 0 #0$GB8 ) 8 $E13$G@. .L)4. $ +-)-&!3+-)9  ∂f1 (x) ∂xN   ∂f2 (x)  ∂xN . x2 . x2 . . xN )   . . .#o'+-!4L$E4:):$E$ 3ƒq8$EQ /L/3. z 2-4 9H+=4<#%))#  $ +-!3)-#c9H+-)-r@4<)a+. f1 (x) QQ   f1 (x1 .+@U#"E@57469H## x ¯ x ¯ = g(¯ x) Df (x)ij = n+1 n ∂fi (x). . . x2 .. . j ≤ N. . . xN ) X J (05-:UE4+) 8Q}.T)#%+)7:X$q @+2+-9. . 0 +5!34# <# O #%9HE#%SQ !3#fR#%!3.*#*... f1 . . 2. n = 0.n# =:+-0Q <# x a+n)#vO -$j#%$T9H+-)3[\+)!E#u O n#%9#%$ {C)o!3(*l)46O$E$@L)7R6j[\+-)9s@4<+-) g : R →x R :L 0 8Q7/K171 g(x) = x − Df (x) f (x)..*@# O 8Q7/J/31 x = x − Df (x ) f (x ).. f2 ./1n.*@+# 87O L+)+. . . x2 . . ./4)7#% )-R!3(%E4 O L=!3#g#%$%87T[ <-+-…H@+-$X)v+)v$E!34 (Hl)7)E4Y#R6*  O fN (x1 . ./(*:L@E57 x+-)$/#%$ 57D9. . . x2 .*. n 0 n N N −1 .T'a3+-T$@L!)7 @#%$E$c17!3.

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T(%#/!3#%Vr)7%E8Z(0$$ +-4_)!3+-@#$ 8 #%6 UEO @@44#*+O )#R$f$ E#%#%MLVi6Ei4 !3!3#g46$+!3a)#M+-)$Ee(*4<J #/E+4.+4!3))@4Y@#f4!)<# #9%L69H@64YUM$E@#*(*RE(M6 !3O # L#%9r#*}.'@++46=$ 46<$@.T@<.T…*+46)$@$ 4=#g$X$EEc(09H6T46$ #"$E+9H#A387@574<F+-) J a#%$A9#*X&(A+L)q:$R$@$EE$ 4+-+-=.I38F'-9H4Y9shZ#q@@# 57#%$g4`$ 4)P?J)4YQ l:@9%U4Y@g4Y[ 4$%)8K!3eJ #*4<@n@#*57FgJ @)#H# N O O 8ZL+.)v(%LEa4657E9H(0+-$#*)#%./$S#g# !3#%(HEl@#*)4<Dc!34)#R[ !./!3)4<#%9HE)-#g4+S!K).+-$E4($g8FL$E:4?$E)$E4k<+-y)$&9%L@6+9H3@6#HU[\@+-#*4$g"57./ #n@+=@<(%.%))./J)(-) Q a.%} } !E(Gz+-V/=<L.%9*.T#46$g9HVr#* !E#/4$E:)++7E$ 44<+E4)y+)P#%Q $ gf@L#*)6U$f@W4 JO #*#TI3#*.T+-#)$ 0 6Q}[1c O #09 #0$GA!o+)4<#%) (%#g!3# L *   ./)7469H#R4P.R5v#*9./=#0#R$S.%$.%.T#*.*.$R6 $E+33@44<+-))v+-!3$fi9./+.

   .

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T(%E4<N  ) α= 1 3 u(10) = −10 + 1 3 = − 29 3  !  * u(10) = − 13 10−6 e−30 − 10 + α = 0.T]S#B<#B!3#*3EI3(09H4.*(%.T@#%)746A!3#*V.*./ #g@4<#j#%$ #H I3:+-)#*)7@4<#%<#B!3#j6$E+3E4+)o!3(*N $E4 +)> $E4 +)i Q @X(%J $E#%E@<@#*L%"Q @#*6U@4 O #n$Egr!3+))(*#T4<)4<E46L#/)#T:+- @#T!3+-)9n$fVr9*+)$E(%57#%)9H#T$ f# 57#%f./!#*#M)7%8@+6=.333333      1 3 1 −19 ' − 29 3 − 3 10 .*./#*)7TVo!#%$nE+-=./#%$j)7. 3 3 *99%]SEL+-+  )7RE. t) = −3x − 3t u0 = α f (x.@LE4.0E$c#%./L#*):)7&$B=6 4#*)i$E:4Y@+7#$ 8k(0)$*Q+:$B)+-$B4)7E(*@#%$@$E+)$M)457#%. t) = 3x − 3t 1 1 u(t) = (α − )e−3t − t + .     )      "# !  10−16 10 −4 u(10) f (x./e#*J #H)7I30#%Q:.

  "#*.  -.'#%$g)+-$j$E??-. 1. . 2. 0 6Q 4F1 . . .Y"!$f DUL +R*))# 0 = t0 < t1 < t2 < . ./Nx!3L4<@E#R4+))>+-!3o$c9.$ * @+^I34<./+-#)$C0 6!3Q<#0}2$X1s8aa)+4+)7@$"$ 9Ht+-8. hn u0 = u 0 .U@4<+-)!# 8k9H#%$n!3#*I @+29. . hn = tn+1 − tn u(t ˙ n) u(tn+1 ) − u(tn ) . < tn < tn+1 < .'E++-46=$ 46<. tn ).I2# qOt!KJ L89LJ #%E$ +^ I3NxVU4.. .*@#*)7M<#0$ j k U=. & …*+)83m_$SE+-#%$AAS5-(*@# L =@4Y<@4"4<+-)) )#%$EX9.%$@$. {X)>:+7$E)- 8)+-$ca+ O +)$R@+29. n = 0.4 '(%../-#%$R$ B$ 4 )O #rL)7. .'WJ (*L. hn u(t ˙ n+1 ) un u(tn )  un+1 − un = f (un ./8 #%t)3N 8   0 1 2 . . .'#* +- L $@39.Tt.

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/(*@# +0):6$XQ}[#M1D!39*# $SO 4+3#*4)7 * $4 0 6Q 671 m→∞ f x0 un+1 hn f (x. x0 = u n .'# )q+-$Ed $ 9.L-c)$N 8 9*#g9%$c#B$E9. . t) = −βx f (x. tn+1 ) − un g(x) x0 = un xm+1 = xm −g(xm )/g 0 (xm ) g (x) = 1 − hn ∂f (x.T#%)7&$E+:4<#*DE4<$E%3Q ƒq$E. . n = 0./# 8Q T)+$R$@ O +-)$S57# lim xm = un+1 a!3#+R3@89H)-#Mc57574F# #0$G&$ +-#M4YR9*$ $Rƒ$E4F$@L#g./:#HLf. {C) O #*EEi!3vE'(%+@.n. ∂f 1 − hn (xm .#kJD&#&*  83+34 #0$GR)r)+./$@ $E4#HO E#*E#*.57=!3<#D#D#r<#c5-$@46$@#u9.#A$E9H"9. ./4<E#*vf!K!3J 4{CE#09s#*E#%M./#%)-c@+39./4Y[k$"4#%))$ #*+-"P$E$A)a9%9H#*#%@.'(%. 8%:#*#%)MEVu.'(*. β t > 0.!3#A)FJ #%)?#%)!3@#g$%Q Z. hn u0 = u 0 .#%$@E$E.T)!K4$.*$E@3#&ƒq#H&$E57.#*+-@?o)@4<#%!K#%$@XJ$ {C4<)F[3J :#%#*#%$ TX3C-#*@)+$C??#*@#*I2#%):$@!3<$E46E4Y9H[c#%4<kE$ #-+-!Q24Y#%j]S$_#*!3aE4<(*ƒ#*[\):(*9*!. 1. * g(x) = x − hn f (x.  un+1 @#*+C) )+0 $ #0$_9s%9.4k. .'(%#%.#%))9   u [\+-)9s@4<+-)v!3# * un+1 − un = f (un+1 .n=E#f@(*#*aa+-$E4Y@4Y[_!3+))(Q P#f]SE++-):=$ <46.T./@(H#*@)7E +-?.&.#A'!(*E.%!3.T#*)(*E+')+3$g!3!3#&+-!)#9/9A!#. 2. . tn+1 ) = un .n@(H@E+-?./J #%#H$ M"--$$ @E4 O 4<#-Q3{C)i#HhZ#H%8+)i!L)$R9*#M9*$ * un+1 = un + hn f (un . tn+1 )/∂x 0 m = 0.*. u(0) = u0 .EE#%@M+.!3?'(*@(*E#%. . .'QH8#%@Q 159.*J @{X!# L):<O #%$S#-6f@8P(H$4@DE+-4<$EE?#*#R. tn+1 ) − un ./8K)+<#R$f)+#c=E. tn+1 ). .u.ELE!K4)7J #*FI3u!3# <46u#H9HM4<EQ%#%4Pk #C#0$G$EM9.'!3(*+-. tn ). xm+1 = xm − xm − hn f (xm . 1.LL<=E)7(%%#$ 8 57#g#BO $E9.A + ./)7#*B)7 !3 #/u 9*. t) = −βx u(t) ˙ = −βu(t). n+1  u  "  1   2 n 3   0 n+1 n P!KJ#/#HI3$@9. 0 6Q 871 a!K]S+-J #0{C$@$"$4!3=#*#%"3#CI !3@#X$@+9.  u 24P)+$ O ++):$D9%L69H#*  " n+1  u     n f 8)+:$R!3(Hl)4$@$ +-)$c6j[\+-)9s@4<+-) un+1 − hn f (un+1 . . u<#%9%L.5-'(*#u. tn+1 ) ∂x m = 0./#.'46(%9H. .u9*./#%)-$ c@(*?#0$G<&4. . 1.!3#B#%#0)i$GM[\+)) 9HE4+ )o !3# <+-@$@57#M6/9*[\+g)9H4<`E4)+#) a#*@)F. .1H'mXQ%+dA)44<$k$@)57$E47) # )*+(%E+g$P:!3+-#  O +-)$F#%a)n+-$E#*E#% )L)7`L_#*#*I2#%.-H'.

g!K9&J {C+-$f#*CL<+-@+)?-$&E(*#0E$E$E4<!3[4#H#*CM!#&$E)9.T:$ <#1* 0 O 0 6Q}.#M<(%!# #B# $E 9./E@4Y@#A#r#HI3#r#%.$f'(*9H.6'Q (%85.#T$B./.%))7.JQ<{X$@}H5-/3P1B<#%J +-#%c$)uE/(*3E@@4<+:4?$E#%.)$ $`!KJ {C#*08 VgO #0$E9  +4_<#R$@9.T! B#i#*#0./) j0 !K+6.T'4<(%E#%) +.j=@#vE(%#*D:#*E4< _ m + )!#*+3I/$"$E:9.9*$@#5-@# +LN O T!4$@9H@(H@4$E#*TeJ UI3# 8`)+$T9.*V )#* 84P9H+-) O 4#*)7 0 6Q<}H/31 !FJy O P9*L+#f):)9H$@!#g9.$E9.J 4.'(*.T+-#%$E)74Y@g4Y[G8P+.+7'$ (%+-.9M'!K(*.171 #*&L&$E4<E.$`9%WWJ 4<J $g)34)3l:57l))4e# 48 !#B+)$@9.T/a!K+-J {C$E#* #*&@+?-E#0$E$E4<[F#%9*$ #B 5-ACEG>M4PL LP O N .$g$E<57+-!3@4# $@+)$f@#*@!)#*L)! ):! $fO O #*9*#*./4l+))(*4W@Q 46#05-$Gg#*E.# $AO W#%J 4<@)3$ l:%)(*4e@Qe+o9A++8-.$G$E$DM+e)2J34<)E.4Y'@#*(%4<)+-./@4 #*O )746LM#*=.!3'#-(%Q .T!FJ {C<#%&@+?O @#%$@$E4Y[ 6Q 4F1D!3# 4#*)7 0 O 0 6Q}%‚71 #*&L&$E4<E# 6Q}}21 0 )#%0D)+4#*) $ Y@O 57#*+U@1)#r+-L))7y$Cg!$ !3+-#<)$$ E44?0+6)) Q#n}}2<+-1_@5-$@57!3#"# # $E4 0 6Q E67#%1f)E! #%)#H!3#* .#n"9%!F!3J {C@#B<#%#%#*$ @(H@EP+-?#M.%} L1 =@!#*<+.1S!3T# !FJ4{C#*)7c<#%!RL)E$D+-?#"@#%9%$@$ !34<[G@Q #"#%!3<#f#v)<4+.'+-4$E4$@$E+)$j) )+-./4#*#%))-:+7$ ( * !3(%9*E+ QPmCM#H46I3$Ea57+)# #%)7E4#%#*$ B<#%a.# * 0 6Q}*?1 fL):$&9H#M9*-$*83)+$ O +U1+):$D57#ga+c@+3 83)+$R O +)$   .J nQ:mk:+-+-RR#H( hZO 4<#HEA#%&!3#M9H#g4.

   .

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. t) = −βx T |u(T ) − uN | u(t) tn = nh uN u(tn+1 ) = e−βh u(tn ). . u h = T /N N n = 0. . . .@$E4<57+-)v# !# 6EQ (065$ 1H83<4<EP#M#%!3$ R>[ $@9. 1. β>0 . N n = 0. 1. 2. ./!KJ {C#*&@(H@E+-?. n = 0./4<E( )+E+-?m_$S@+-[#%L$@46D$ $E4<+[9*)<+-$D6EQ<#"}0)‚5T#g1"!3#0:$G46+-$E@9*4<. .I3E$EE457. . . . . n u =  1 1 + βh n u0 . 2. n = 0. . u(tn ) = e−βh n u0 .4<L[D)l!FI28k(-)QP+{C) $!F!3J(*l3)E46@$E#%$E$g+):@#*$ @. . 1. ./E4#*q$ $@$Ea# 0i+-$E?4<E. . 2. un = (1 − βh)n u0 . .O # j#%9 !F6JQ {C651f<L#%  8 @#%#*)7. . . β      %  "     * h t (1 + βh)un+1 = un ./469HL#"E4<)4#%++S) +5$D!4 #T3@64<i46$ $ +-+-)<$cE<4#g+) $@9. n = 0. 2. N. . N − 1. u(t) u0 6= 0 n t un 1 − βh < −1 −1 ≤ 1 − βh h h≤ 2 . h>0 lim un = 0. 1./#%$%8F)+:$M :#%+79 $ +-)$ +54 0 #*/#%$ )B+) $ ( O LP++.)$E$ 57# #%$ &$ +-<+3. n = 0. .! # 0 6(*Q<@}04<‚5l1s#*Q R57# O 0 0 6Q})251 #*&L&9*+)$E(%57#%)7 0 6Q}. . .'(*!3. . 1. 1. 2.9H'4(*#gO.'(*. tn = nh h > 0 un+1 = (1 − βh)un . 2. 2. . .!3#&#0$GA!+)9"E+-UzG+@$R$ @=<# )FJ n:$RVTbH@E#M4<. n = 0.M$@U9*$ @44<++-9*)u)r!<!3#%Lg#f)W$SJ )#%<#gE#@9*#*L-$XD:E++^L. . 1. 2. #B$@9. . 1. . .571 n→∞ * h f (x.    u(t) = e−βt u0 u(t) β t Ot n = 0.

}%    .

   3    .

O(h2 ) h2 h N |u(T )−u | n=N |u(T ) − uN | = |(e−βh )N − (1 − βh)N | · |u0 |./E#%#*)7LN 0 6Q}H431 +5]D4 9*<+-)$k!3./)7$`@#%E+)-#%=fRE(*<#*#g?7)L4<@X(%#T$E!V#%Y$X.6$@Q<5-}-}[1#  E#0#*9 ):! O #*./6.(0$ L44?)-)@#R#*)))7E#0$G@#c574E#*):! QU{CO #*)/.#*!3)7"( @!KE#*#BJ {C+3#%$NN O a#*.671 e−β(N −1)h = eβh e−βT ≤ e · e−βT .?'4#M(%#n./)@L$ @E4<4+-+6))Q}.6!Q})#23Q1Hf8 L6)Q$f}../7#*./465-#*)7 n@#*6U@4<+-) 1 − βx ≤ e−βx ∀x ∈ R.:$ L4)-46+$M )$E$X* L$ E#%46.$A$_17!31sT8 $E.T+-)7E@#f#%) XJ 4 )@9&(*49*?7+-L$`4<4Y#%@L&( 5-0E64+Q# /)‚5lim u = u(T )  $   /   +  = E  * # @#*#*"6UE@(*4<+-E@)+$ ?.+L. 2 2N 2 dA4<)$E4F)+-$R!3(0!346$ +-)$R!3#MWJ 4)(*?7L4Y@( 0 6 Q}.57:$@#c5-#%Pa&J ++-e)>J L`):(%9HL#R@$E+4<"9.$E5-57F#*JR+)MWJ (0)9HL@4Y_+?-#D4<#g!3#*( )7O @#%E<+-#B:#%$A#%. 2 N N N →∞ N −βh 2 eβh 1 + βh + O(h2 ) 1 + βh 6r6Q [\7+"#1s)Q&9HdAE[ 44<+):…*) $+4F)4F?-)F(*#0)$GJ #%R(%$ @aM+-<#c$@<$ :)4=$M+-#B)$C(%!39*a#M#%+$@!3$E(*@@.LE4+)>Q !KJ #*@E#%R#*)7E@# u(T ) #H u Q{C<#j.871 ]S'+-4$E46$E$E+)$ !3#B$E+EE#MV/9H#M57# QdA<+-@$c#%$c@#*6U@4<+-)$ e−βh = 1 − βh + O(h2 )./4<@4<+-#*+). "#M$*8<#M!3( O #*+:#%.671X57# 0 6Q7/L‚71 1S#%$ &)#B#0$G@4<./457# eβh ≤ e #*&LR$E4Y@# 0 6Q}. * |u(T ) − uN | ≤ |e−βh − (1 − βh)| · N e−β(N −1)h |u0 |.579H1R#n#H9*f)4<$"<`#0)$f!3+-#0E$_#%$&#%L$ aEE44++. 0 6Q7/3}21 |u(T ) − uN | ≤ eβ 2 T 2 e−βT 1 |u0 | · . 1 − βh ≥ 0 4.j$G[ =4Y6ML=WJ '2#%12$Xa<+-+L@E$@'57.T4<E(n!3#geJ #HI3a+)#%)-@4<#%<#BL O +-4$E4)L?-#"!3# % (*@+/!+))# |e−βh − (1 − βh)| ≤ β 2 h2 β2T 2 = . N ≥ βT (1 − βh) ≥ 0  aN − bN = (a − b) aN −1 + aN −2 b + aN −3 b2 + · · · + abN −2 + bN −1 .$ *)(%+E+:$ Q 0 0 O +-=3E#%)+)$ * 0 6Q}.T#%)7c4./Q<})# 551P#H +.%$E## O 0 f −βx ./#*)7A$E0 4 O )7R!0 #MeJ #HI3a+)#%)-@4<#%<#ML3@+0 &!# *(*0 @+ * 1 1 1 e = = = + O(h )./$E64PQ<b*}%@. @d!34<#M+-9*)W#jJ$ #HI3$ 0 @6:Q+-})!)25#B#*1s)7!38 @#B0 64<#%WQ<<J})#*55#MI21KaL#*3+-k$E@(+#%8:$k4<&@#*!3#%6#$ UA@%4<4(*+-)-@)@+ (*$ @* 0 #%6$@Q$E}%‚5)71HR8 0!6#BQ}E}2#%1K.U9*&+)$E9*<4 .1R#DG+12@. #* 4<)$E4F57# 0 6 Q<})851S4<.$3E*4(%4E$@+ML)79*+ .

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!3+3+4EE#-+-Q`)6p$wxA[\+-$%)J 9s?@4<4<+-) !#%f$ !L)$  0 Qa6FQ 1#g71T@#%+$ =r. u(0) ˙ =v . t) 0 u ¨(t) = g(u(t)./##%$%0Q6dAQ 1*4<)231D$E4#%)$ +&$`)oa$E+13 $G@+./+-#>9*$R+$u)./#*)7j-!L3@(*#0$ML3I E+-=<.*)2. u(t) ˙ = v(t). v(t)./!3L#%=3<## I3Q-4<.T. t). t > 0.%./):$`#BL!34<ha(%465-E#%)-#*@C4<#%#%P$`!3. 6Q 1J571 0 u(0) = u .   +*   2  6Q 1L251 0 #* PV #M4)E+-9H+-=).*4. t) = g(x.%./!34#0#*$C&!3+-#&@!6ME#M$ #0!39s# @4<2+-) (05-6:Q 5gUEa4++):$ @(%2$E+wxC!#*EI2#g46$ 9HE#M#q$E!312#0$ $gE.%<9&#. y./(*#EQ '+3!3#0$B$E:(0O 9H4<l:57#*./>(*E@'#*+3.*. t). t > 0./)!3#  (%:6#%Q )1!7Q1D)-R$*@J ]S(%#y9*+E!3)4<&#y$E4!3!+(*):@+$ 9 #0)9H* $T+):!3# O f (x.   0 # #  0  "  . v(t) ˙ = f (u(t)./#%$g!34<ha(%E#%)-@4<#%$ #*!3I2L #%@46. u(0) = u0 v(0) = v0 .

+^I2U4@./#M.T=#%)7@#B&<!34.#%EL./9./#%$&!o!3( O #HN @@'(%$E+3+!3:#C/!3)FE./#B!3Q #%$&E@+46$c@#*.)#0L$ $)7R9./.#%$D a)* +#"cWJ @+^I2@4./# 0 ./@Q 1L4<+-#*65)7)u1D!3#%$ $#%@A$D=!K+-)J #C+!3.4<+-U) N O O 0 0 6Q 1*431 0 6Q 1L851 0 6Q 1L651 4&)7#*E.@57(H@#*+ )0$g657Q 1J65# 1H830 64<FQ 1$E34F1Aƒ/:A#%!KE.n.T+-)465-#Q       ./J 3E#H4B4$E!3#*#/ 9*0 6Q 9*1J571X#* #*A!KJ (%9H@Vr4E1#*  @4<M!3# #H Qam_+- 0 6Q 7‚51 #B+.# !30@6#Q -/T‚7!31D# #%$ &$E#%+) ./4<#%@$RE#*@./:#*#%.T43!31 #%4Y@)70 4<6D+-Q)W1LJ )(08557#%1 <0 #*U6./4$c4)$ E@9s@4Y[G8:!3#MeJ +-$@9H4LE#*D':L@./ '#`L)F#*+-QZ<#M})$F15#01sL$GQf]S+$ )+-#*a$ZO#*# ):#%)-!R+-L4<)73F%@$E84<9*46K$#H(%EW#MJE#*#fI3:.!3'#%$SF[\Q+/3@8 .j1H83)<+#0:$S$c!3#M(%9H!3@44<hZ+(*):@8-#*$S#H)c9*#B#%$ $S$@+-9./#j!34Y@@(B+4<V/E#MeJ +!3.T#*+-.%} L6 !@]S4<# +-')>+46!3$ 46#%$E$R$E+Q3!3):{C(%$ E)v4 )(%+#%$R$S$E8#%4))9*++$ E)+-4<!3.4Yl')(*4./#"J #%(H$)2EP'.9H#%!3+$ @./+2-!(*$Z# @4<4):570 69H+Q #%1*):.T(*NN O <#-8$ 4.

     h>0   .

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λ √ P = 2π/ λ α=  λh2 1− 2 un+1 = 2αun − un−1 . 1. . ./#i+. 2. .#kJD&#L #Hq9H+-)$ 46!3(%E+-)$jWJ (%57U@4<+-) !34<hZ(*@#*)7E4#*<#i!3 !3#*I24. tn ). . .T)7. 2 t=0 * Z. . 2. 2 n = 1.T(%E4657# 0 6Q 14F1 0 6Q 1L851 0 6Q 1J671D!3# O 4#*)7 * 0 66QQ ?2311 0 6Q *551 0  g(x./0 # 0 6Q }21XO #0$GA!+))(%#gL 0 6Q /31 Q jJ L3@E#jLE%8a)+:$&a+ O +)$ O (*@4Yl:#* $@57L):4k$R#%$!3"4Yƒqa9*(*@4Y+2@(%!$&45757#j#B!$E#j4K)a+-(*@4<$c+3!3:#+7$ +-)$ 0 6Q *151 <+-@$D#B$E9.!3@#r$E4<N O )-@3#. un+1 u1 = u(0) + hu(0) ˙ + u(h) un un−1 h2 u ¨(0). . 1 u1 = u0 + hv0 + h2 g(u0 . u1 = αu0 + hv0 . .-H'. 0). h2 u0 = u 0 . t) = −λx √ √ v0 u(t) = √ sin λt + u0 cos λt. t > 0. .     3   un tn = nh n = 0.+4<*  0 6Q :}[1 +5=4<. u(tn ) un+1 − 2un + un−1 = g(un . t) = −λx λ > 0 u ¨(t) = −λu(t).A + . n = 1.T!3##%)7 (%0 E64<lQ :#*}[v1`579*+@# E#06$ a$E++)!/3E4+q) @!+L N O E+-=<.T# 6Q$ 1L+-55)71D !3#%#%39 I)+. u0 .  .n=E#0$`@(*#*6$X!Qc+wx)f)#0(0$G$*rQ]S[ 69*L4<4E#y#%. .%. v 0 g(x. u(0) = u0 .'(*.%. 0 u = u0 .*. . u(0) ˙ = v0 . 2. .

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/@$ L@#* $@UE46$ #*[ L 4< 0 6Q ?5-1 4e0 836#%Q *) 251 #*0 E6EiQ L57!31s# Qe9A6+Q /3$M1H83$E+#%./$ R.T!#>-…*eJL(%)757 LE4+) L3I !8 4YhZ(*@#*:)L9* #%$ 0 #H6 Q ?1 0 )+$ O 1sQ 24 #%$ T!34<ha(%E#%)7T!3#}8keJ (%57LE4+) 9%L./<#*I3#%$c+v)+-)61 * #* 0 6Q L871 9A+$ca+ O +)$R<+-@$ O (*@4Yl#%R5-#g$E4F)+-$ca+-$E+)$ 0 6Q L651  O #%9 #H 9*+<+-./!#%+$g))./#%$E@#/!# O 0    "#    "#   r 2 "  "  "  ./# 6Q 4F1 0  +:)#%$f<( +=E#*)2p9H#* @# (%57U@4<+-)y#%) E#%.9s@(*@4$ E4657# 6Q 4F1B!3.   X!3>J (%?-$E#%L9*4<+E)( !v0 6!3Q -#*?-7E1( #%$ XLa#*(*#  Q2]S+)$E4!(*@+)$_#cE@4<)t.(%L#g4)7EL#% )*L)7M#*) ./#HT<#0$n!#*3I 0 .9*4<)#0$c!34$ E4)9HE#%$ 0 9H+-.

R!35-@#>#B/o$ +-#*) $c8`9L9*+J82#%)L$ !+Nx4YVU. .?L24=)4C4L<4<4E@(c#[g1#09*$G#H+C`)7!3)E+-@+-#)9 $CLE+-)$ 8 574W8L O v!# 0 6Q L171s8!3# O 4<#%)- * 0 6Q723}21 @[m`#*L3.T#%)7c@(*?-4<./E#-$GQ. 2.#i$E57)7# .#*L@=44+<)4<E$B( :<+-+-0 @$gq#%) # $@9.L4)=!34<(*4<El(0)$u4./.) $ 0 0 0 #0$GA$E3ƒq$E./#%$ #0+-T9 )-!K@EJ +#%.T(%EE46#%57)!#QDO P#%p@$B9*e+J 4<))!3l4<)E44W+QU) 9&+-!3#y$j$G$E. 0 6Q -71 0 6Q 231 0 6Q *551D!3# O 4#*)7&L4)$E4 0 6Q72L‚71 2<4 +-@$ 8KeJ 4)(*?7L4Y@( 0 6Q72L‚71A)#Ta#*0 +3B4TQL469HP4 $gfb*9H#0E+-$G@)C#/!3WJ$@4<EU4)@+44<)/E$ [(RL!344<#R.    r2 = 2αr − 1. b= 1 h v0 .'L)9*#%$R!3#B!+))#%c)#BLE+^I34. .%E#-Q |u(tn )| n |r1 | ≤ 1 n |r2 | ≤ 1 ./(%:#&#%a)+!X)-@#A#T$E!9./4)Ob*!3.1& .'# (*. u0 − √ 2 2 α2 − 1 u(tn ) √ √ v0 u(tn ) = √ sin λtn + u0 cos λtn .j6Q 1<E4F41 4<6(%#nQ 1L851 6Q 1J671k+.# '(%. u0 + √ 2 2 α2 − 1 un α2 − 1. a= un 1 h v0 ./9H+-)$c$E(%57R#*:):(%9HE!3#4# +3!3!3#q#g6:#%i$ +-qE#%R:L#*5-EE44<+E#f#) 8S#B0 6$@9.Q2'$}[(*1f.n)2#0$GD. . λ Cm 844<$@S57L# . n = 0./=:(%+-EE4657)O (%#0##9 WJ 4)3Al))4eQ7#Twx9*+#%))$ #%@$S)-@!3# #&0.#o#0 $Gj657$Q F!?J 4<# 1 0 6Q *231 0 6Q L551SL4<A!3#0$R9.@$`4<Nx+-!3W) 4<J @#%#qE0 @6$E#*Q74D23}2+-1s) 83a#B+-$E$E9./LzG+#*@(* #MA)#n8k9H$E+-))$$B@L57)7@+#M4 4<)!(*a!#*L))!$ )7E6#nQ L!67# 1 !3@# (%O $E@#*):4Yj9H#o9*E!K+ J4<@):E$G#.UE4+)v9H+-E@#%9HE#Q 0 60 Q {C7)i1 l[0 6I24Y(-Q 08 823+1 )i0 6aQ #*L355A1B ./)#T:57+7$ #%L )7E4<E(j.T!KJ#%+)7@n4?4+).<+-$@@5-$@57# #RfE#%[\+-))! 9sO@4<#*+-./qR9*#H$ +hZ)#%$E9s(%@!357+#*4<jA#%)7bH%@<8C:E#q$R9. 6B)U@E@#0#*$GS@#B!FJ 4.      un−1 1 un r2 = α − p r un+1 |α| r1 = α + p α2 − 1 un = a(r1 )n + b(r2 )n .!3'#f$+E466@$  +4C46aa$c(*#H@@4<4Y+30$cQ !3!3#A#g)@#u#*.'(*. 1.

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N N h = T /N |u(T ) − uN | h2 N . . ≤ 1. |α| > 1√ √ 2 α ± i 1 − α2 √α ± α − 1 = |α± α2 − 1| = (α2 +(1−α2 ))1/2 = 1 |α| ≤ 1 i 2 h≤ √ . . . 2. . 1. λ √ P = 2π/ λ |un | |α| ≤ 1 u h T >0 g tn = nh h n = 0.

}H23}      .

/<469H4<E#i9*n4c)#i:#%E. t))(x − y) ≤ 0 u n+1 n  = u + h −(u u0 = 0.%. ./u!KJ {X<#%"@(H@E+-?. &    .9.9./#M9H4<Nx!3#%$@$ :$c:+7$E$E. ∂x 6T[\+):9sE4+) #0$GA!(%9H@+46$@$E)-@#"#*&$ELE46$G[ 4YA!3+-)9 f m`nJ+3f4i9*+<#M)$E@(%(%57$E<#%@)-L0R8!FWJ J '2#*12I2a46$ +LEE#*'):.y#%Q $ T4.'2.9*u9*+=3<#%@c#*)2y)#M )+-a +4#%)-<n#M/3L8Z(09H@@+^4<@I3#j4<. .T# 6Q<}21T#*) a+-$@L)7 f (x. Q ./#%P4<#%57&#-$A!3 $@9.'#*"<# *(%E+v!3#Tu[\+)9HE4+) g !(Hl)4# 1 g(x) = x + hxm − h cos(h).  Z./!KJ {C#*&@(H@E+-?. t) = −x + cos t #* u = 0Q3mX4$@57# m #0$GR4.8!K#*J n{C$ +-#*4Y u @(HE@+?-@-!3#Aa#*@.# E-cE4EM+-!3)rya$@+9.T#>9*4YNx!3#%$@$E$/:#%3u$E#v./(H@'+3!3# O j}-QXB&FDU#i'.j9sE=E+#g)@$"(*#*<#n @#*E. +54 m #%$ &)i#*)7E4#*R4. u(t) ˙ = −(u(t)) + cos(t) u(0) = 0. . 2./#M!3#n]D9. y ∈ R./# 6Q}j#0$Gg$ELE46$G[ 4Y@#Ba+ /QF#M$@9.!3#f$*J (%9*E4< (f (x.#&B@% +=<.2.T4)#% u )+$g!3# O +):$"!3+-)9T9.  ) + cos(tn+1 ) . .HLEE@4#+)a+-!3$E# 4Y@4Y[&!3+-)8 )(8k$ +-4Y t = nh{X8 9*En4@=#<#q0.'(%.'(*.*.T:L4R#H 0    m n n n n+1 n 1 m 0 ∂f (x.%.*@#g<#g@+=. ./#HE@L)7A!3#M9%u(tL69H)#* nu= 0.E.$@1.LE.(*. t) = −mxm−1 ≤ 0.i. t) − f (y. 0 6Q 2L/31 :m_L+- M!3(H@#*@.'21 * $ 4 t > 0.'A(*.!3#-Q3wxk$%J L?4<"!3#BE@+ O #* un+1 u n u1   u1 = u0 + h −(u1 )m + cos(t1 )   = h −(u1 )m + cos(h) . :]SL#iEE$@49.&'!3(*#.T#>!3 @u+=<.VT1./#%)-V 1)vQ:{C)ha+#0./L4%Q }Q >+-)-@E#%R5-#M<#g@+=.  f e*kJ#&kL \W& $")v9*+)$E46!3. `(t) = 0 n = 0./. 1.*./#* E@#o$E+$/6y[\+@.%!3#g)#B$ +-<3@4<+-)r?-<+-=L#f)465-#Q /3Q 2+-4Y )h#uL) E+^@I34.'#*.%9H$E#g# #HA0 6!KQ /5J 1&)!346o9H4<EE(-'Q (%+@./. n+1 m ∀x./#*T-$n!#v9%L69H#* !4<@#%9HE#*.&!3# u Q 1QR!3d #n9AL.*..4.)LE4$ +#%)u_!3# $g!3Q #T6q.

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/. 1 2 2 2 m`LR4)!3:9sE4+)i)+-$c+=E#*)+)$R!3+-)9 #*&LR9H+-)$E(%57#*)7 un =  1 − βh + $4 β 2 h2 2 n limn→∞ un = 0 .T(*E'+3!3# 9A+$ca+ O +)$cE4<46$ #% 9*+. . 2. . 1. u(0) = u0 ./# 0 6Q72K171sQA9A+$& O +)$ n→∞ p1 = −βun . .*./#*)7 0 #gE+-=. p2 = −β(un + hp1 ) = βun (−1 + βh).L./(*E'+3!3#B!3#n9A#. tn = nh lim un = 0 LNeENW#%<#g<4#* j \L D\K'): #&@5BJW% @5J J< E  ]S+)$E4!(*@+)$<#&$@9. 1 + mh(xk )m−1 xk+1 = xk − 3!]S#n'+-9A4$E#./.LE4+)u!3# Q ) )+-.H@E#":+7m_$ +4<E4<&[!3#%+-$&).!3L+E)4+))r(*#-!Q # 2+-4Y 8)u:L./(*@457#%./ 6Q7/K551Pa+C@(%$E+:!3E#D)2.'#%D# *(%E+/!3# $%J (09H@4Y  g g(xk ) g 0 (xk ) xk + h(xk )m − h cos(h) = xk − .-c@+)v:+-&LE+39. h u(tn ) n = 0./.'(%.*. u1 x1 β >0 u(t) ˙ = −βu(t). n.46-c$E$E@++))i$ $*J (%9*E4<&!3+)9* 9*+. u0 un t > 0.j=@#/E(%#*`a+-$E4Y@4Y[R!3+))(/#Hj9H+-)$E4!3(%E+-)$f<#/@+LN =f e.n9*-$E$E457#-8$ +-$R57#*#g9*+)!4Y@4<+-)v6TE#%LE4+) x0 = u 0 = 0 x1 = h cos(h).   β 2 h2 h n+1 n (p + p ) = 1 − βh + u =u + un ./# O L#*X!#A!3(*:LE%QP#RE#%./4<#%C$X!3#&6g./#BL@+^I34<.T)((*83E'$E++34<!3 #0$&!3# 3A#*#H)  #* R)?-#H4N 2g3 ./*H# kL#&kL eW : 3+4< $4 0 6Q72K171 +5$E+4 4< #%$ c)#n)L# O @<+^#%I34<R.

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 0 6Q 1-‚51  p1 = −βun .*L L. βh < 2 limn→∞ un = 0 h< 2 . β h ≤ 2/β e 1 − x + x2 /2 −x 2 1 0 -1 -1 0 1 X #&RUW eW F#g?. − + 2 6 24 m`R4<)!9s@4<+-)v)+$c+-=3E#%)+)$R!+)9 #*&L&9*+)$E(%57#%)7 n u =  β 2 h2 β 3 h3 β 4 h4 1 − βh + − + 2 6 24 $E4 n limn→∞ un = 0 . − 2 2 4   β 3 h3 β 2 h2 + p4 = −β (un + hp3 ) = βun −1 + βh − . 2 2     h βh β 2 h2 p3 = −β un + p2 = βun −1 + .'(*.4<)7E#%)L)7&#j$@9.     βh h n n p2 = −β u + p1 = βu −1 + . 2 4 h un+1 = un + (p1 + 2p2 + 2p3 + p4 ) 6   β 2 h2 β 3 h3 β 4 h4 = 1 − βh + un ./PZ# UNQ0 P=6>Q 2J>AV15H1s<KQAJ 9A +]S$R+ )O $E+46!3)(*$ @+)$c./# 2 3 x → 1 − x + x2 /2 Q a+\L &K: E@5(0$JZ+-@3J !3@I<#" E#g7J @ +<=.L'#f!3ia+12)t.

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2 2 3 3 4 4.

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1≤j≤N (uj )1≤j≤N lim u max | u(xj ) − uj |= 0. & Z [\@+-#*) 9s]SL@4<+-+-<)# ) $E4!3(%E+-)82)#T)$D+-[\+<#g46$c$f+9*@=++E)7=#*E<).T+)# . 0 .*@$g#"4<)7(0E5-(%:?U@E+4)+)v$f$EgReJ 4<))# N O −1 2 + cN h2 ci = c(xi ) ~u ~ A~u = f. N →∞ 1≤j≤N  v [0. 1] Z − [0. 1] 1 0 u00 (x)v(x)dx + Z 1 c(x)u(x)v(x)dx = 0 Z 1 f (x)v(x)dx. 1] N u C h max | u(xj ) − uj |≤ Ch2 .  *.%4) . c(x) ≥ 0 x≥0 A ~u A u c(x) ≥ 0 ∀x ∈ [0./+4:./$ 0 #** }%)7‚MQ}[!31X(*#H@4&O .#.   YZ#.n=<#<E4$E<4+):$R$ETQ 2@4`#*).

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.. ..O .#%ϕ)!3..V'+-Q:4F$E46#0$E$R$E+[\)+-)$B9s:@4<+-+-)j$ #%ϕ)?. . d.ϕ . 0 ≤ j ≤ N + 1.. [x .  x −x       $E4 x ≤ x + x ≥ x .     })5}        YZ#. . Y. 1] #%)  N#09 + 1 LEE4#%$ 0 N (H./#*)7n6 ϕ (x ) = δ ..  * -. }%‚Q<})651 % # $ &    i ) :  + <  2 1  ) t / . ):. x ].    x − x      }%‚Q<})851 E $ 4 x−x 0 ϕ (x) = x ≤x≤x .x ./A4<#%):)-$ /4k4T)!3[\(*+-a)#*9s):@4<!+-L) )7ϕE#0$jL#*n)LE+-E4#*$n)7<"#0$nV 9. )&   WJ 4)7E#* O L<8 # [0.x ./.ϕ  i i−1 i i−1 i−1 i+1 i i i i i+1 i+1 i−1 i+1 i i i j ij i|[xj−1 . .#*.j.4+.xj ] i 1 2 N h  0 1 0 1 12 2   N +1 1 ". .T#%)7#gE4!#*/):$D+7$ n4<El4<[]?-1T#*E# a}0‚+-Q$E1+"4Q):$"O$ 46)ih$E+!3=)(H$Tl:1/(N )4Y08a++1) ix= =1./. ih2. Ni8=#%$D0.$RN$ +4 O L1)7E#0$ *  x−x $E4 x ≤ x ≤ x .x  $E+)7R#%$ 8 [x .[\1.@.  ## #.9sE.L)7839H+-) .WϕJ #%$E$E9*+# )7&4<)Q (%9&L+-4@#H$N V !4<@+)$R4<):$ 4F57#....  0 [\P+-#r)9s?-@@4<+-) 'ϕ#v!3#%#r$ D6 @#*[\+<#B)9H57E4#+) ϕ #%$ E#%@(%$E#*)7E(u!L)$T6ol?-@# }%‚Q :Q`]S6L4@#*. .+):2. [x . . .* $E+)7R<#0$  8  x . x ]. g #  ! g #  ! * #  ? @  g (   F ) 8 0 ϕ 1 ≤ j ≤ N + 1. x ] $ +-)-f<#0$"[\+)-9H$EE$E4++3)9H4$f(*#%!3$c#T=3Iu$E#T) M!y!$E$c+4<)7$ NWE#0(%$E:4#*9H@# $ V !3#nG12:# Q ϕ .

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xi−1 xi xi+1 . .'57#g(%<(%./(HE@465-#Q i=1 g g g(xj ) = gj 1 ≤ j ≤ N g(0) = g(1) = 0 .j=4<)4$E+)r<4)(0L4E#g!3#%$ 84WQ #-Q xN +1 = 1 ϕi g ∈ Vh g ϕi g(x) = N X gi ϕi (x). . . x N 1 0 34  x x1 x2 . xN X #R\W  (\W$_ P#f?-@'#M!3#g6T[\+)9HE4+) Q 8L+.T#%)7&?(*+-..$ #%$ &)#B9*+. . #*57&+-<#g)$%?-8@#*)'#M#*E!3E# o!3#%# $ R}%E‚#%Q<})E65(01H$ 8#%57)7E(g# !L)$c6nl?8 E#/}%‚Q 2Q2{C)i8:57LEE# 469H4#*083)+$D@#*.     '        N +1  h % '  x1 . x2 .L#*EN 57# #0$G&O )#g[\+)9HE40+)iUƒ)#M$E&9. . ..

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.L4)7E#%)L)7 i=1 u rh u ∈ Vh min |u − vh |1 ≤ |u − rh u|1 ./LE4+)M!KJ #*@E#% 0 }0‚Q})251:!"@'(*+-E./#*)7A!3# Q 8L+. N w = u − rh u.>XJ =#0$G@4<.N :=B>H<Ka J JM>ML J E 7b JE @=BD\ ` P=B N JM>  :FE ULTAV:FEG> @5J P2>J   b    b NQ:=B>^E :F<?>P 2:FEG>)N  J>MLTACRZP=L AV:=E @  JBMBDJ< B  0 }%‚Q7/J/51 :  JM>ML < E JU:=EK>ML PFEKL J)ACE @5\ ` JE @3PFEKL JS@3J JL @3:=E U./46$ #H#%#  )-fL Q @'(*+-E. u uh u uh c(x) ≥ 0 ∀x ∈ [0.-'.!K#J #*% @E#% }%‚Q7/J/51/#%$ r)#y9*+)$E(%57#%)9H# !# }0‚Q7/3}21V 9H+-)!34<E4+)!# 0 0 ./#R}%‚Q7/D!3# O 4#*)7%8*#*)M3@4<4$@L)7 0 }%‚Q7/L‚71 * 0 }%‚Q /}[1 a]S]S#*#*#*3 EEC#q#jb*E#%!@$ #*#RE@4)9H./+4<.j@#*#*)7=E6_L@# !K=J 4<#%)7$A@#H#*V @:9H#*+-LIi!EL457+):)T$g4k#*9Hi)7+E):)@!3# +-E.  g(x) g4 g3 g1 g2 0 24  x x1 x2 x3 x4 .%. h u | · |1 rh u ./+) ./+)7@E#%c57# }%‚Q /J151 0 +54 #%$ &)#M9H+-)$ @L)7@#f4)!3(%:#%)!)-@#B!3# Q3m_+-$E+):$R!3+)9f.L'#g!FJ )#g[\+)9HE4+) (*(*.%L)7EE@#/4E+t-4)><)(%(*@#D?7(%$EL$E434Y)<@E+(/#B:./+)7@E+-)$D<#M@(%$E<@U&$E4 O )7%Q =SY) (eW N  E >M< `5` :=>J H<KJ  :FACL N P >:=N < LTAV:FE9@5J   b ZJLO>:=ACL NQP>:=N < LTAV:FE @5J   b   .T#/}-Q /QA9&+:$R!3(*./#*)78 O +-* 4<Dn!3(Hl:)4Y@4<+-) }-Q 2Q O O 0 }%‚Q /‚51 dA4<)$E4WJ #%$ E4.%. vh ∈Vh |u − uh |1 ≤ C|u − rh u|1 .@'Q4<+-).T!K$`J+-$EL )7@O E?+@#/).E$c4W. xN X #R\W" (\W m ]f.$Dn[\+):9sE4+)>!3(*l)4#gL g u∈V xN +1 = 1 rh u = N X Vh u(xi )ϕi #0m`$GLc&eJ9*4+)-)@#*$ @E:@+-9HE4)7+D)F!38 #g!3#*?-E(j}"#H&S)4+-)7E$R#%  O L+-)#"$D!3=#f4#*)iB[\( +)46!39HE#*4./J E#*@#*@. 1] Vh |u − uh |1 ≤ Ch.. C C˜ N ˜ |u − rh u|1 ≤ Ch.%U.%`E$A#%WJ $ #%g#%E.@5J  b ./$57#%#%)-$ #.

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)nJ+-3$MEa@#`+O+ 0)8H$B:3+-E4F<46+-$E#*=3BE#%))4<P#<#0[\+$ @O ./$ (HO#@'6L+346!3$@$ #u#!3[ #0-$B9H4<!3#%4<.+$MUzG!3+-#T[\.'+-)$K!3+):9 R1 0 c(x)ϕi (x)ϕj (x)dx R1 0 f (x)ϕj (x)dx R1 0 Lh (`) = h  `(x)dx  1 1 `(x0 ) + `(x1 ) + `(x2 ) + · · · + `(xN ) + `(xN +1 ) . 0 }%‚Q /L71 #* 0 }%‚Q /L231 @#*2 #*I34W./#*#*)7)7q.L@4EE././!(H#l8K))46$@+$ +-$f)$+=E#*)L+ )$f@+UzG+-@$fWJ #0$G@4<. $rF +-(*@#$@57O ( #c57<#0#$`[\+-} )$E9s@v4<+-)9. Lh (f ϕj ) = hf (xj ).  a+ 0 ϕ0i (x)ϕ0j (x)dx =    2/h   1 ≤ j ≤ N./$<+-#@$"+)=+-E#*)2$ pO (*!@4Y)l:$+)$f}0‚57Q 55#n1HQ\#/9&L +-$ 130 $$B}0E‚.%.$E@57#*f#r)y$E+!3:46$G$G@N€E#%4$E=3@9*4<+-# )~!O #%!$T#j:[\+-+-4<))79s./# #*)7r$?-+-(*)7+X.T$ #%+-)7gV>#q6i#H/.n<#C9*+.+$rEEb*# E@#L@!4(HLlE4)+4)#%$v!3# i0$E}%+‚3Q<})E)F854+J1s#%)PQc$ 8aDd&:#%4)$M$E$C[\4e+8R))#%9H4Y) NN @4<@+-+)=$ <./!3(*(HEl@4)574<#0#$CC!3#%$X:+-<012$E)#%t-9s0.0#%$B./#%$(*E#0'$Gv+3!3$G#@E!K469sJ @(*#*(*.T:#%#%))7!@L$M)7l:0)849H$j+-#%)7$Ej.'$C!357#&=:#o(%$E#c<(%!.T4$@4#*9H@(HI @4$@U!@4<3+-E) (%#%)F$fJ #%L$   $g$ 4P))+4Y[\+-$RE.T<‚#qQ7/J$E-2313…H1H$G+8a@. *#0$*8 O +4KeJ #HI3#*./…*$ +#*)0)7}0$B‚0(*Q})}%?7/5‚L1sQ<C})8F15V )1&+-L$n[\+ E46$M#%0 }0.$g(%57l)4 46$ML #*O )7#0E9j#o4V )7E(*?-)@#>LE.*):.T#%)7 i = j.j)4<#0$*# Q ](%S<(%#%.$K!K!3J 4)-# @(*?-@LE4+))7.TQ"#0}-$CQ 57!31s#&8D!3)#%+?:@($ 0≤i≤N Vh [xj .T(%E4657#8P#H#*P)p!3# WJ +39*9*@E#%)9H#6 8 [\+-E .*9HQ7.T# (%!3E46# 57!#T4YhZ(*L@#*M)69*r#%$/[\+l:@. $E4 $E4 L3@E#%.LE4+) !KJ #%E@#* 0 }%‚Q7/J/51&#%)7E@# #* i 6= j./#l1Q /Q 9&+:$FLE+39. −1/h     0 |i − j| = 1./8_-9s!@L6#*).)L4#%46$$%#%8PB6iL3./a+-$E4Y@#_!#%$K@@:./Ip(HE$ '4<E+2:!U#uE4+!3):#%$$ !3(09H@F4Y@+-#%@$R$@579*4YNx#&!36#%j$@$E!3+46$ E$%@Q 4<=E4+)u!3#0$Xa+4)7@$D!3#"!4$@9H@(H@4$@U@4<+-) [\9*+-+E).jL#*#u./9*#*#)78cE./#*)7&5-#   hc(x ) j Lh (cϕi ϕj ) =  0 $4 $4 i = j. xj+1 ] .T#ia#*9H+-)O #*$E4)7!3f(%E#%(-)Qk?#%P)+!3./4+0 (H)y@')7+3!3. 2 2 9A+$ O (*@4Yl+-)$cL46$ (%.#%L$r)7g[\+<):#09s$gE)4+M):$ !$M3aI #* #*O ):#*!3)7Er+-4Y@.+LEa@.@$T4<+-!)#i$f!./ha(%#*E)7#%j)9H?#0(%$g)(*l./+-/U)7# 9H1M0 #H}%T+-‚)Q<$E}%$B4D7!3)1&+-+#%)$ 9$ 57!3#0$/#/E). R1 c(x)ϕi (x)ϕj (x)dx 0 h (xj )1≤j≤N ϕi ϕi Vh u uh h h = max |xi+1 − xi |.#T%. .

L$E#*Ir./.H@#*./#*)7f./+)#%))-+-0)8Z$c)+L@)i+)#HI3$f#%57.#q'6>4<./#i}%4‚9%UQ 1 N @4<+-)$R'213$E457#0$*Q        .6LUE#/4+#H)  )+|k$R4#%))vL!#*O .)} 5L2 a:L+M O 4)-+@):#*$B LL?-<#/.*J .O $&)7@l#)Q 4$f#%$ M9H+.T#n<#M6!@')(*$R+-E6T4#n$E!#%9H#%E$f4+(*)i(*./$ #*4 O)7L./E@(H#r@'}/+34!3)-#@Q#* wG9H4<4S#%<)#0)$M#*))7B+L@!34<+-#T)[ $j…*!F+J 4) )7E9*#*@a4Y+./4#*)-)7@EE#%+3B!3i4Y@#%$ME(0!9H46$ )4+$f)p<#q!39.nE='E(%#B+@!F.E#%L)-Ef46$ !(%#LQ)"#$A!3%$B#%$"E(09*$ !<E@#0L$D@$ME+!3#r"9HVT+) [ LO 4<#*A@??#*(%):)9H(*#n.n9H=+-6)-L=@#*#%)$M)7V>&9*=:#*+-3)>I )!3+ ./LN @#*'I3(*4$ .

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 ## #.#HL )7`)T#*)7E4#*`a+-$E4Y@4Y[1s88 a +-#%$E9+"4):O$ 46h$E+=)$_1/(M $* O i = 0..L4)7E#%)L)7 8 8 8 8 8_<+-@$j<#0$ 8 8 8 8 8 [\9A+-+)9s@$n4<+-#%)$T$ 9. . M 8<#0$D[\+)9HE4+)$R$E4 O )7E#%$ *  $E4 x ≤ x ≤ x . . . .$Dl)46$*QS9A+$R!4<@+)$R4<):$ 4F57#*  $E+)7R<#0$ 8   ψi+ 21 (xj ) = 0.MM83+#%$c1[\+-)9sx@4<+-)$R$E=4 O x)-+@#%h/2  ) $E4 (x − x )(x − x    x ≤x≤x..  * -. ϕN V Vh x0 . i i+1/2 0 ≤ j ≤ M.. .. ψi+ 12 |[x 0 ≤ j ≤ M + 1. x2 ./#%)-:C#%4<)+-!3)(%$n:4#%9*)4S!#%))-9H@+-#%E$%# Q #0$ :9H#M!3#gG12a#M(*(*. ./#*)7. .. . 1. . 1] #*) M8a +1#09  @4<#0$(%?-<#0$ 0 M (H. %# $ &)v:+-<12)t-. 1 ≤ j ≤ M + 1. . 1 ≤ j ≤ M + 1. . 0 }%‚Q /J651 0 ≤ j ≤ M. Y. (x − x )(x − x )    (x − x )(x −x ) }%‚Q /*4F1 ψ (x) = 0   $E4 x ≤ x + x ≥ x .'+8 46$ 46$@$8 +-)$M8 a+TL#*)L?-E#*E)4#*!)E)#%B#*)7eCJ #%V $E-9H#H# X$E+)7`5-<4#u)(%)+-4<@#*$j. M+Q1)$")ix!3(*=l)ih4<&:+-O  ii==1. xM +1  . j−1 .xj ] ψi+ 21 (xj+ 12 ) = δij . . . ϕ2M = ψM ϕ2M +1 = ψM +1/2 ϕ1 ϕ2 ./P#j#%)-?-&@#%$R'#B[\+!3)#09H$&E4+[\+-))$ 9sψ@4<+-)#H$ ψψ #H ψ$ +-)-c@#*#%$ <"#0$R@#*5-@.T#B!#g!#*?@(n/ 34`)+$fa+-$E+)$f. x1 . .xj ] N = 2M + 1 ϕ1 = ψ1/2 ϕ2 = ψ1 ϕ3 = ψ3/2 ϕ4 = ψ2 ϕ5 = ψ5/2 ϕ6 = ψ3 .# (%$E* #*)7@(B!L)$Aql?E#q}0‚Q 5Qa]S6L4@#HN  i i− 21 i−1 i i−1 i i−1 i− 12 i i+ 21 i+1 i i+1 i i+ 21 i i i+1 i−1 i i+ 21 i+ 12 i+1 i+ 12 i i+1 i i+1 i+1 i i i ψi (xj ) = δij .. . #%$ &)i:+-<12)t-.1. )&   WJ 4)7E#% O L# 8 [0.. ψi (x j+ 21 ψi|[xj−1 .   (x − x )(x − x )       $E4 x ≤ x + x ≥ x .  0 .          YZ#.0./#g!#B!3#*?-E( / ) = 0. i+1 i+1/2 i+1/2 0 }%‚Q /J851 0 ≤ j ≤ M + 1. 1.   (x − x )(x − x )      }%‚Q /J551 (x − x )(x − x ) E $ 4 0 ψ (x) = x ≤ x ≤ x .. .   0 #*&:+- i = 0. ./.2. .

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)L+E) 4+)j4):(%L4<C@#T!34<!ha#(%E#%)9H(%#057$_lL)E44+#%$S)$f!3# a+0 }0‚gQ 1J#%17$ 1 )+4<:)3$N !3#[9A9&#. 1. u2 ) − f (x2 )      .%E#fa+&!3(*l)4R)#g[\+-)9s@4<+-)i9*+)7E4)2#  ~u F (~u) = 0. . .'#*. DF (~un ) QQQ QQQ −1 QQQ QQQ #%$ &!3+))(*#M −1       . u1 ) − f (x1 )       + c˜(x2 ./)L4)2.UE@469H# def     1   n DF (~u ) = 2  h     dA4<)$E4W8:+-&9*9*#* 2 + dn1 h2 −1 −1 2 + dn2 h2 −1 ~un+1 1 ≤ j ≤ N.       + c˜(xN −1 .     VTLEE4&!3# ! )$ 0 }0‚Q 1*4F1H82+)>9*9*<#%@ −1 2 + dnN h2 ~un * * 0 }%‚Q 1L851 .9./$f$ #*#*)7) 0}%@‚(%Q$E1#*7)19*#T#%$ !FCJQ)) #"$EL12$ E.%./+^I3#T4<. n = 0. ~u0 ~u ~un+1 = ~un − DF (~un )−1 F (~un ). ./ (*@465-#*).+-6-cj$&E[\+-+-9. uN ) − f (xN ) QQ 0 }%‚Q 1*231 ]S6L4E#%. 2. ∂v m_+&$ 4. u N +      −u1 + 2u2 − u3   h2     F (~u) =       −u  N −2 + 2uN −1 − uN   h2    −uN −1 + 2uN h2  c˜(x1 . u2 .*. .+-4YL4!)7E#*)<):# $ L)7AN O !3#0!3#g9s(H@El:#*(0)$ 4<+-#M!3:!3#>L@#" 9H+-#B./#*)7R<#g@+=.  $E9*]S++6./#o#*$ )7+- <30 @}04<‚+-Q) 1J55L1S$%J (0@9H+3@9./$E:12+7$ E$E./)-@# #%$ 0 }%‚Q 171SLR6T.4Y' (** #>!3# QS .'#% @#*P57#. ./E#%#%#0.T(*E'+3!3#y!3#c9&#-cE+) a+qE(0$ +-!3@# 0 }0‚Q 1*431 2:+7$ +-)$R57# $E+4<&$@$ # gE(%?4<./<4<l#%ReJ (%9*E4<E@#g)+:$c)+L@+)$c#%)9H+-E# d(x. wxF#0$G&<+-@$S[ 9*4<#B!3# O %( E4<l#%c57#M6T. unj ). u2 . u N ~u N RN RN F (~u) 2u1 − u2 h2  u 1 .) )'9s+-0@484<$E+-46Q7/J$E)v$E/5+!1s)Q # $S2. . . uN −1 ) − f (xN −1 )     + c˜(xN . . v) = dnj = d(xj ./# 0 0} ‚Q 1L?1C#0$G&(05-4 O L#*)7&V/9. ./(H#HEu'$E+2+!4<#  * N N u1 . c˜ d ∂ c˜(x. .* }0‚Q 1J571 0 )22+-4Y.%@. v). .

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.#f=3'@#j!3#*# )!39A#4%#. N 0 < x < 1. u2 . ..TL(%.%. .$&U[\@+E469H@# )4<A:!3+-+-) )(%#q!L)$ )o0 }%$‚#%Q 251AP:#*j$&!3!3# O#j4#*)7B. 1] → R u : [0. ./$E4# 0 }0‚Q 1J151HQ 9H+-.T'$E. .$ 0# H # g      g  E $   < 4 E  # Q "   ) g $ H 9 / # * 9  * $ a 8   u   ./+-)#%9s)-@&4<+-6)T$. . . #%) E#%./4(*)E!3'(*+3a!3#*#j):!!L# )79&E#r# -c!3E# +) 1cQPd&4)$E#0+$E$G4ef83@(*0 4<}%?7+-‚L)oQ1#n!34FV# 1 0 0 }%‚Q 1L551sQ    . ϕN v [0.0+#%$)73#0%$N Q @4<+-)i&)7#*.L)7cLR @4<#0$c<#g@#*..%./#H6A.'# $E4 0 }%‚Q 1L651 }Q "+))#%R)#g[\+-E. N + 1 Vh ϕ1 ϕ2 . u) = DF (~un ) n A n=1  f : [0. u N * * ~u F c˜(x. .T8 #MVT8 @(%$E+!3!3(*@l#)Q 4#%$/ 0 }%‚Q<})851HQC]D9*#* j}-Q:B]S&DU+'. 1.)$AU$%'2@8341257:)+#%#BE.%E#g)>6T#%)-./#A.T@4<(*#%ER':+3+7!3$ #B4<E!4<[G# 8 ]gL#* 74)i!L)$c8 #B9*-$c+34i8 WJ #0$ -9H# #%$ &#*)?-#*)Q !$"E) ( #HI3T469H#%4<$TE#*[\.83-c#%)>#H@"+5-)u$E4 9*#*+65-) $@O U#%#%$R@E4?-$4<E#&[ (%L5-@4<"L:E!34!3+#0. 1] [0..LE@49*# LRWJ #*I3E#0$E$E4+) 0 }%‚Q 1L851 # O #%9HE#% $ +-<E4+)i!3# 9. U  E  @  6 4 H 9 6)i+. .nLE4+)r[ L4=#g!vE+-=<. &   .%.XLJ 46$E<3+?-4)+@4Y=@<'#0#%./.'LPQ38S2T+ 551 0 # O #%9HE#% Q . DF (~un ) y~ DF (~un )~y = F (~un ) ~un+1 = ~un − ~y ~u0 un1 un2 u 1 . h = 1/(N + 1) xj = jh j = 0./$ 0 #** )7M!3(*@4 O =<#$E Q 24`)+:$g4<)7E(%?@+)$f$EgeJ 4<)N O F (~un ) * unN .E574657+)#M$S!3#*i)l)v@+57=. dx 0 {X)>4<)7E(%?.9H+'4<:N€+!3$X46$ #0$@4P$E $E$EO 3+$cƒq):a$X$@L#*57@.T# }0‚Q 1J671`#HR. 0 x=1 1 f (x)v(x)dx.  f )e#g*[\+kJ)#&kL9HE4+) ) (eW 3+4< @#*<#B57# )#[\+)9HE4+)p9H+-)7E4)7#q!3+))(*#Q $") 9.T$RaWJ (*+-?-$E+):<4<$SE(1Vn* B[\+)9HE4+) !FJ b*E@#")2<#f#*) 0 v Z 1 0 (1 + x)u0 (x)v 0 (x)dx = Z x=1 x=0 x=0 = Z #Hc#*) 1 f (x)v(x)dx. . dx dx u(0) = u(1) = 0./#g9*4YNx!3#0$E$E$%Q /3Q 9H2+-+-)4Y $E4!3.T4.)#&$EB46%!3(*@+)$X<#g@+=<.9./-…*)- !L):$ 0 }%‚Q 1L251g 8 8  # O 8 #09s@#* 6n./#g!L):$ }%‚Q<}21s83L+.T#M!3#MWJ (%57U@4<+-)v9*4YNx!3#0$E$E$%83)+$R O +)$ * Z 1 0 0 0  0 (1 + x)u (x)v (x)dx − (1 + x)u (x)v(x) !34K(%!3)+46$E$S+)4.TB!3#%./4#*c@#*@.*@#f(%57U@4<+-)uc)# [\@+-#*) 9sL@4<+-<# ) )82#T)+-[\+46$c$f+9*=+E)7#*E)4)+).'#*.*#g. 1] − Z 1 d dx   Z 1 du (1 + x) (x) v(x)dx = f (x)v(x)dx. 0 <+-@$X)+:$S#%) 0 }%‚Q -‚71 ./$*$ 8-f#M)9. u) = c(x)u dnj = c(xj ) = cj c(x) d(x.T./+-)7)(*AE9M'@!K+3+2J!3+9.nY@4<<4+)$c$@jE#%.!3U#iE@=469H-#M$ # !3>$ 138 $ E. 1] → R   d du − (1 + x) (x) = f (x).

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   %4 1 .

#9s'E4#*+ ):$ 9H+-)757E4)74_$E#%L$%E8_46$GQX![ P#v4Y E[\}0+-#%‚./9&+-#*)7R$C?a(%++ ./}0=‚+-Q @#v1J9*67#%!1RL#r9H+-I@+)3#H$ q46@$ #%E@$/#j#*Vr<#%#0$n$q9. 1 ≤ i.)uL)7aE+#0$u12)$Et./#A#%57)-RW!3J 4. 1] → R −u00 (x) = f (x) u(0) = 0./b*./)9D#n$ !3!#cL!3)(H$"@#*@r. 1] → R 0 < x < 1. u0 (1) + αu(1) = 0.T$ 4#0)9s#%@4<+-)p#%$_}%9H‚+2Q #*qƒ6q9*4<#%. h = "#M./!3#q#f!E4?)46$g!34<6E>( $ #09s$EE+4+)7)~R!3}%(H‚lQ 1)8K4$D)+:$ 0 0 vh ∈ Vh Aji = Z A 1 (1 + x)ϕ0i (x)ϕ0j (x)dx./#M)+:$c+=3@#*)+-)$ Z xi+1 (1 + x)ϕ0i+1 (x)ϕ0i (x)dx   h 1 = (1 + xi + 1 + xi+1 ) − 2 2 h 1 = − (1 + ih + h/2). .L)7S9*4YNx8c!3#0$ $E+-$E)-v$C9H#0+$GD):$G.#cL!#g#%$`9*4Y@Nx@!3#0:$E$E.'#")#g[\+))#T9H[\E+-4+)) 9s@4<+-) 9*+)7E4)2#!3@#*+)<#B)(*57#/# #Hj$E+4< ) $4 0 }%‚Q :}[1 f : [0.)7UE@(%?@. *#0$%Q$C$  $E9A3+ƒ/]S_$R+! .9./):L$# #%.4<87 1sQXJ WJ #0$ :@+^9HI3#c4<. α u : [0.j*=HkL@#g#&kLE (%#* K(\aW +-: $E4Y2@4Y+-[G4YQ $")v9. xj ] 1 ≤ j ≤ N + 1 A Aii 1 ≤ i ≤ N Aii = Z xi xi−1 (1 + x)ϕ0i (x)ϕ0i (x)dx + Z xi+1 xi Ai.jI9H<#AE#*!./v#A9.j. ϕN uh ∈ V h Z 1 (1 + x)u0h (x)vh0 (x)dx = Z 1 f (x)vh (x)dx aa++Og+@)+$S3@./+)+. .#%)U?@#%4<+-))!3@!3(S#g]g_L<#*#0 $k24[\<+)q)!9HE# 4+)}0‚$_Q !3-#R‚71_=9H-+$ ):# $ 46$G@8 #AVg@8 E+- 8 #%C!3)(*#Rl[\)+-4)#%9s$_@4<+-)  O 0 @#*<#B57# 0  V g0 g g(0) = g(1) = 0 u∈V v∈V Vh ϕ1 ϕ2 .nQ -4.BU9H@+-E46.*#*.)7'E-#*57 O L#g<(*#-(*QJ. j ≤ N.i+1 1 ≤ i ≤ N −1 (1 + x)ϕ0i (x)ϕ0i (x)dx h 1 h 1 (1 + xi−1 + 1 + xi ) 2 + (1 + xi + 1 + xi+1 ) 2 2 h 2 h 2 = (1 + ih).i+1 = xi )f +-e.':!#"57!3#%#o?@4)7(AE#*)qO L:L<# 49. mC4$@57# 8 #%$u[\+)9HE4+)$ 8-8 eJ 4<)7@(*?.*‚5@1R6#iU:E!34+-+(*) @&4 O [ @(*L+# 43=@## 0 [\+-)9s@4<+-) 0 Q /}%Q ‚2Q+}.TE./O +(H):@E$C4657!3+#"):9ca+3E4A<469*$E#*X9*6f<#%[\+c@#H.  9*!32++- )74Y E4E)2+-=#>eJ./#/+[\)7+E)@9H#*Ec4+57) #f<#0$D9*+2#HƒqQF9H{C4)p#*)7@$D@+3!39H#g(0!6BL)7.T9H#g.'[\57+#*):.)7U@@$ E469H# 8 #0$Gg$ 12. h Ai./(H8^@#HE 4657#B#Hf8 E@46!34?+-)L#QwxQ O 0 ϕ0i 1 ≤ i ≤ N [xj−1 . .'#%@9.

'-57#c(*(*./[ L#*4=)7<#"1HQ !3q@+=./4./4)7LEE(*@?-4E9*(M#/)2#HB.} 42} }Q E"+#0$G&)))2#%X#f)#%#R) [\+@./4Y#*Nx)79H4B#%6$i". *#0$*Q j]SB+-)&DU$E4'./#q(%E$ 46#0579H+#*):.#H$EI3574#B9*4Y9*@#*#*./# }%‚Q }21g#H/./#&9*4YNx!3#%$@$E$ 0 9./! #*.jY@4<4+)$/$@o@#*.'+46$ 4X)#R[\+)9HE4+) /3Q "(2+-H4Yl )4CWJ #0) $ :#%)79HE# 4#*T:Vf+7$4<E4< [G@8 4<C!3#c[\+-)9s@4<+-)$C!3#R8 =:$E#cLƒ)8 #%$`$EX9./!3##%$&ViE.*@#u(%57LE4+) :LT)# [\@+-#*) 9sL@4<+-<# ) )82#T)+-[\+46$c$f+9*=+E)7#*E)4) +0).!3#&B(%E% +-)$B#vE+-=./$ #** )7M!3(*@4 O =<#$E Q 24`)+:$g4<)7E(%?@+)$f$EgeJ 4<)N O       ./)7A#*.j6U$ @#%4<+-)T#*.n:L=A@#q6/!3[\p+-E$ ./(H@E4657# 8 Q 1QA$E]D+L6!39H@#M<#%M+.*#n.@U(HNN a.*.*./#*)7 Q ?(%+.n13$ E<.

. .%./+=+<)7./#M#*<#0)7$cS[\4+))!39H(%E:4+#%))$A!L$*)7J L@)#%)2$S<#0#*$C)7[\&+-)#%)9s@4<+-)$ 8)8 +:$ 8 8:L O !(Hl)4#%$c:L 0 }%‚Q<})851H8757#*<#0$D)+$D1qLzG+3@+)$Sj[\+):9sE4+) !(Hl)4# $4 $ 4)+) 3+4<S.*. {X)>4<)7E(%?./a+-$E+)$RV/6n[\+)9HE4+) !KJ bH@E#M)2#M#*) 0 v Z Z x=0 Z 1 1 f (x)v(x)dx./=[\<+4<#&.IB9. ϕN x − xN xN +1 − xN ϕN +1 (x) =  0   xN ≤ x ≤ xN +1 . . 1] − Z 1 u00 (x)v(x)dx = Z 1 f (x)v(x)dx.U@4<+-)>!3# ]g<#% 24) !3# 0 }%‚Q /31c9H+-)$E4$ E#TV/E@+ O #*")# 0 }%‚Q *151 Z 0 1 u0 (x)v 0 (x)dx − u0 (1)v(1) = 0 0 u (x)v (x)dx + αu(1)v(1) = 0 V f (x)v(x)dx.TE@#*# B57}%‚Q#/}2#1sQ E+-0 =./4#*c@#*@. 0 g0 g g(0) = 0 u∈V v∈V V x=1 ϕ1 ϕ2 ϕN +1 . . xj ] j = 1. N + 1 Vh [xj−1 .L)7cLR @4<#0$c<#g@#*. .j@#D+-=Vf@<9*#i9. Vh . .%# . 1] [0.$D)+:$c#*)>!3(%!4$E+):$ 0 1 |k4)L#*. . 8L+. .%.L4)7E#*):L)7 WJ #0$ :9H# O #%9HE+@4#*#%)?#%)!3@(&LS9H#%$C[\+)9HE4+)$S!3#&=-$ # 8 8 [\+-)8 9s@4<+-) 8 QaXEJ #%<#B@57+^I34<# . 0 Z 1 f (x)v(x)dx.E'#H+-#%`3 E@#0#*$n<#0$C#%$T57[\5-+-# )429s$@@U4<+-@4)$ $[ L4< QP9*+}%"‚)7[\QE+4)2@/3.%)E!9H#vTE4!3+(*) E@+-4 O=(*<.j1F#%:$%+-8`LE!3k4#i+E)n+[ @LE#*#S4./#%)-A$E4F)+-$c3@4<4$E+):$cnE@+46$E4<. ϕN ϕN +1 uh ∈ V h Z 1 Z u0h (x)vh0 (x)dx + αuh (1)vh (1) = 0 .T. ϕ1 ϕ2 1 f (x)vh (x)dx 0 .T#g(05-:UE4+)i!3# 0 %} ‚Q }21s82)+-$c+=3@#*)+-)$ 0 }%‚Q */51 9*3+}%+‚)74< QE:4)2}[1F#R9*WJ+#%))$E$E`46#*$G. x=0 N h = 1/(N + 1) xj = jh j = 0./E4a++-)$E$S#M4<)(0$AL45-E#%./# Q {X$E0 +) 3[ @L4<+-4<%)v8F457C#%4F$ #0B$GAa+-9*$@#*$ <4#M=!3#qi!3#@. 1. 2. . .#%'!3#*3#v.T#-83)+:$& O +-)$ * Z 0 0 1 u0 (x)v 0 (x)dx − u0 (1)v(1) + u0 (0)v(0) = W3J 4P(*?-)+-<4<E$c(4<*. N + 1 v [0./# 0 }0‚Q */31"i)##*B)#q$E#*# 0 /aQ+mC+46$@):5-$S9.#B'+-eJ 4#%$E$E4X-a9H+# S[\+)F)J 4<9H. . .

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   %4 1 .

8 U @E./4<46#j$E!)7Lc)6$An[\+@$E#%.%.#$ $E+)7&!3(Hl:)4$&L i=1 A~u = f~ 0 0 j = 1. . 1 ≤ j ≤ N + 1./46<!3. N.TL6.9./4+(*) N 8 }0‚Q Q-9&+-$c+=3@#*)+-)$R!3+-)9 * 0 A ϕ1 ϕ2 . h f (xN +1 ). i=1 @#*6$&57Q# P#fE+-=<. ϕ0N +1 (x)ϕ0N +1 (x)dx + αϕN +1 (1)ϕN +1 (1) 1 + α./+#*).N +1 = = Z 1 0 x=1 1 ≤ i ≤ N. h %#]S)v+-. h Aii = 1 Ai./# 0 }%‚Q *151 8 vh = ϕ1 vh = ϕ2 . . . .TE. . 2 f~ . 1 f (x)ϕj (x)dx. (N + 1) fj = Z N O #%9HE#%R!3#B9H+-.  a+!fL@):+$c3@T#j=[\+--)$ #M9s@!34<+-# ) 8:9LJ #%$  NxVUQZNxmC!3E4<@+3# 9*(%!3+-)$g9H+.i+1 = − .'E+. . vh = ϕN vh = ϕN +1 u1 . 2. h P#g9%L69HF!i!#*@)4<#%&9H+2#Hƒq9*4<#%)-&!346L?-+)K!3+))# AN +1.U@E469H# (*@L)7g Q:wx`$%J ?4<g!3+-)9j!#n./#9HQ7#vmCk!!3L46#%$E)$ 57$n#f#%$n#%@$S#H#*I3[\.$ $D46$E(%$E+57):$4 O L#*)7AV/9.L'++46.%.T9H+2#n#Hƒq<4)9*(04<#%L)-4E. @]S#nE+-46579%. N + 1 A (N + 1) × (N + 1) Aji = Z 1 # O #%9HE#% (*@L)7&# f~ 0 ϕ0i (x)ϕ0j (x)dx + αϕi (1)ϕj (1).8 '#*. ϕN A N 2 . . . .j9HE4+#M)p!3#B}%‚57Q )!+@L$"EL@#f!@#%+3$D9./.$*8. ./468 9HL# E@48 9*# $E#B[ $EL+#%4<f)7$ jD9*+)7@E./4<. . uN .%9HEE#04$&+#%$n)4<$D?-)!3@(%#%#f9H$"=(0!3!3#j#*$E#)76./@(%L$EE+@4!9*#nE#n!3<+-#/)7"$ 13$ #%E$g./#%46L$D#j?L!+-r))L:$&+-#4<6)7u#H$E#%$E9H17E./#/!L)$f6r$E#%9HE4+) }0‚Q 1Qa{X9H@4 O +):$  vh ∈ Vh Vh uh uh = 0##*R$G&9.Ta+-$@L)7@#%$ 1 ≤ i. uN +1 N +1 X ui Z 1 ϕ0i (x)ϕ0j (x)dx + αϕi (1)ϕj (1)  = Z 1 f (x)ϕj (x)dx a+"E+-38Z 6u./+-:+7$c$E+=3)-@@#*#%)$ +-)$ !*  O #%9HE#% fj fj = fN +1 = Z Z 1 f (x)ϕj (x)dx ' hf (xj ) 0 1 0 f (x)ϕN +1 (x)dx ' 1 ≤ j ≤ N. j ≤ N + 1. u2 .'#* 8 8 N +1 X uj ϕ j . <%#0#%$A$%9HQA+-9&.L):a$c. .

}41    .

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L.L)7D#g!3#*?-E(g!3#fl)#0$E$E#f!#f6 !346L./#%$E.  h 1 2 m 1 2 3 m K∈Th i j ` x2 P` Ω Kj Ki w 9A„c{  AwG„ x1 0 X #&RUW"BW : „P@4)?LE4+)r!# Q @E46L9A)?+6$DU@4)74<+-E) @+2!4*$E+):$S#%)9H+-E#f)vL. Ω h Th h = max K∈Th (K)./. .*E@# .

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1   .

+5!34u4#*)!3)46L#%./v. . 2.n!34./. .*$AE@!3#f# !3# QP82#B9L$ J #%+-$  $NxNWVU#0Nx$ !34E-#A9H# <#f.2'+-+-:4Y 4#%$E<4(0r$ 8 9H+-. $R#%)7E@#g#%!$ #*D3Iv#"!3:46+-L4<.$n9*@E$ 44)7@#oE(%E4)#*# .T4$E. Pi i = 1./+)r#* <4)(0QLmC4E#M4!3$@57#0$ #gE+-83)E+-#M[\$R+-)9s+-@4<)+-$ ) !3# a#*3fbHE@#M@#*@(%$E#*)7E(%#":L&)# O +34 #*&)+$c+-=3E#%)+):$c=4<#%) 8 8#*) O #*EEi!3# 0 }}Q})251sQ  (K) K K Vh * Vh ={g : Ω → R g V Ω g ∂Ω K ≤ 1}. #%)!3$E#04<$S+-)r!346l:$ @)L4<#B):9H!#%# $S#*:9H#%$ 4YN !3(*l)4F:L #%$ R9*+)7E4)2#M$  8$*J L))7<#M$E 8 /@#%$ E@49HE4+)v!3# VnE+RE@4)?# }}-Q<}%71 0 !3#Mn@E46L)?-6UE4+)v#%$ R)i:+-<12)t-./E4.j"=4<$ )+-.#%$%#%$qQX$/m_$E#%+$+./L!3#H#*(%.n+=)7# a9*++.![\$T+#y)!369H#rpE46+[\ +-) )E9s@4@4<+-)) ?6U8S@4<3)+-I)+-) $qMa8_+#*! )$ O 9*++):@#$ 8 O $E+)7ka#*(*#%$ U Q S ] 0 # $   <  % #   @  $ Q0P#%$[\+):9sE4+):$ O !3#M=:$E# 8 8 8 !3# $ +-)-&<+-@$c!3(*l)4#%$R $E4 0 }}Q})251 $E4 #*!3u#0$u$ +-a)-+4)7)2@$v<+3#04 $q$E )FJ #%$ i0 l:?Q&$v}-)2}Q 15C1q1sQ`#0P$Gi#o$  E:(%+-) u4+!3)# !# @0+!3$v'(*#%@$u#*)E9*@#o4)!3#i?#%eJ$v#*)57$E#*4g.T. .U!3I3#B4<.T#yL4)7./)7@.*#*E@.EL(%. N   ./#g!#B!3#*?-E( 9. .

/&#%!3. .%. . . N. . .O U. . ϕN g(Pi ) Vh   1 ϕi (Pj ) = δij =  0 % '   i=j Th g ∈ Vh g % Pi     i./l:57)L4<ER#v@49*#%##$ 9!3%L#B69H57C-)2!3. .L]SU<'E+-@+)469H$n#%# $ E71(0r$ 8Z+-!3$E#B+!3 6@O/#q#*. .0#u$fu # O !3+O(%49*#%A+9s9H@.+-4))L$(%4)-!3@4<#*@+-#))9i)7}9HR}+Q9*):}./)7<#vgLE$L@134$ 9*aE# #*. g(Pi ) i = 1. i=1 g(Pi ) = gi i = 1. ./9&4#*@)7+#rE&+6!3):(H$T. . . 2. 2. ϕ N A f~ fj j = 1. j = 1. . N ϕi ϕi 0 x2 Pi Ω x1 X #R\W BW N n[\+)9HE4+)i!3#M=$E# Q [\+-)#H9sP@n4<+-# @)E$46L#%!3)9s#i@?-#*=6U$EE$E#4+#%)v9*+(H). . . . .!pL)7.*+-. ./#*+-:)+7$ E$ 4<4<EE84+(n))i+r!3$T#T./@1sEQ . ./+-) $D#rO . i 6= j ∂Ω ϕi ϕi Pi g Vh ϕi g(x) = N X gi ϕi (x) gi ∈ R i = 1./E(%EE46#f57)2#. 2.n<# [\#04<9s)E$Ed&:4cL5-)7E&. N f~  A A "#    %   ' ./!3(*# @4578 #-Q 8F:#%3j)(09H#0$E$E4Y@#*M0 WJ :$E?#!KJ )#[\+-E.+17$G.T(*# #r8<4)4(0$AL#*4E)i# @(%0 }$E+}-Q<})15)71gR#%!) #*3#H[ I N 8 O ϕi ϕ1 . 2. . N ϕ1 ϕ2 . . . . ϕ2 .j+)=)@# (*#-83#H)q!3+ )+-$R$E13$@$/$G@O :. . . . . N.

  .

*EQ. 2.8kU$E@4cE46<9H#v#T$ @12+./=(H. N uh (Pj ) = uj A Aij = ZZ  a11 Ω ∂ϕi ∂ϕj ∂ϕi ∂ϕj + a12 ∂x1 ∂x1 ∂x1 ∂x2  ∂ϕi ∂ϕj ∂ϕi ∂ϕj dx. ./J #*#%I2$DE4<4).-(*@FE+DU)$c B#gBW&@ +=24e./+#D::$cL:E+-E46 9H+-4<)#%$  0 }(%E}-4<Q l17#*1 R0 }57}-Q #M?1s6T8^)./#*E# N 8 O 0 Q `a9*+)$E46!3./$E13#*$G`@.QL''{C(*L)#PQ-25#%1s !3Q3@TTPT!3#@$E++=}-3}. .*8./#*)T#g<?4(%#*)/(*#H./$G@#*#j)7/)57#n#-.%!#g$%J L465-#M#*)9*+@# . .*!F.$ 0          %   %3  ~u uh uh (x) = u1 ϕ1 (x)+· · ·+uN ϕN (x) j = 1./E46#570 #j}}-!3Q<(*}2l1 )0 4}-#n}aQ7/3+-1B$E4<#%E4$ T#j#%#*<"4<@E+4635-g#r9H#/#*/57$E44 O E(09H./4})+25#) 1F0 )}+-}-LQ 417)$_1 $EL4Z0 }+@}-=3+Q @?):#*1P$ )2$E+#f$)+6&[\$S+-aE. .`L6}9*}#RQ}[!31 n}}E+-Q7/3=1H<83.)} 8} .$ [ -9H4<E#%#0.9./+-L$N O O @E469H#B!#f@4?46!34Y@( /:+-&9H+2#Hƒq9*4<0#%)-./(%L#*4_@#%f$X$EE+@43)E4?+)T6LL4@#%$ @+30 9.%).*@. + a21 + a22 ∂x2 ∂x1 ∂x2 ∂x2 A9 +$ O (*@4Yl8K+-L)+$M.

P2L = QL2 P2L+1 = Q13 . . ./E@. j) 6= (1. !. .T#%&57# ?. L + 1 Th Ω Qij Th N ≡ L2 Ω P1 = Q11 P2 = Q21 P3 = Q31 .! ?. $  K5 .*46$T@L# )!3?-#r9*L+2#HE+c4. K 6 ϕ1 1 K1 K2 ./#HA!KJ Uƒ@.! A11 = −1 −1   K3  −1 0 0 1 1 1       K4 . j = 0. .4Y'@9*(u!3)n#0!3$n#05 $ 8 )+$ O (*@4Yl:+)$S[ 9*4<#*./}#D}-!Q 2 #D!34<#%S?#%@$ ( n$E9H4 $E+-)`$G@9. . . & 3+4< <#A9%L@E(c)4Y@("!3# #*T)+QE]S+-)+-$ )$ 46!3(%E!3+-<#0#R)$j$f[\@a+r+)74E)7E4@@. 1) −−→  1 ˜ h  −−→ 1 ϕ1 =  ˜ h  −−→ 1 ϕ1 =  ˜ h ?. .#$ 88 8 8 88 8 Q 8 8 8 8 @@EE4646LLP))??#u#%#%$E$$a+88 Ej!38 8# 8 8 #0$GjQU#HmC@S#*46E$E(0574$$@#%57# )-@# (!#0L$G`)$j)Tva+l:?17#H)@ t#>. ./#%)-&57# ?. . 1. $  K6 . PN = QLL * ϕ1 K1 K2 . .! ϕ1 = 1 0 0   −1   $  K1 −−→ K2 ?-@-! 1 ˜ h  −−→ 1 ϕ1 =  ˜ h  −−→ 1 ϕ1 =  ˜ h ϕ1 = ? .+$ !3)+-+4Y))(*!#%$# )#*)7E^41-#*X)-:g+7a#*$ 4< +E4<[GMQ-m_) +7M$ :+-)!$$ 8 V #%$Da57+4)7#A@)$ +$S)20 l. K 6 ϕ1 (P1 ) = 1 ϕ1 (Qij ) = 0 (i. .! $  ?-@-! $  a12 = a21 A  Ω R2 ∂Ω L ˜ = 1/(L + 1) ˜ ˜ h Qij x1 = i h x2 = j h i. . PL = QL1 PL+1 = Q12 PL+2 = Q22 . . .$ )&OO  "Y*. ZZ .! $  ?-@-! A)>9*L69HP$ 4./?:Q:(*}-@+L}EQ 7+-1s)Q2$XP9*B+. $ *. .-./#f)+$ca#*@./4)#"?!)L$SE4+g) l:?@9H#j+-)-}-@}4<#%Q B)7 <4?)#AX) 4<?-M):#!82$X9LJ 4#%)7$ E (%NxVUE4Nx#*!34E.

6 ZZ .

.

.

X .

−−→ .

2 .

−−→ .

2 ϕ1 .

dx = ϕ1 .

dx = 4. .

.

Ω k=1 K k .

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1  .

.1 = K4 . 2. 2.! ?-@-! "#g[ …*+)i$ #%. . .@U!@+)$f57$E#T+)7:M+-+MEE!3'#%+-$g?+. Ω A2./(*. . . x2 ˜ h  - 1 PL+1 P1 Q01 Q11 P2 PL Q21 x1 X #R\W BW _ P#B9*E@(")4Y@(M#HA$@nE@4)?6U@4<+-)ua+ Q !3nJ#M6n@[\.#/L)79*fE+-Vr4$E)( + #%o6q#%$ lM?-)7@C#u9*}L}- Q :?-8:@-)! +$g9H#*+- )?$ .L+1 −−→ ϕ2 −−→ ϕL+1 Aii = A11 = 4. Ai. .! P9*+#n)@$E#*4!@.! ?-@-! ?. 2.i = A12 = −1. i 6= L . .! $E )>9%L69HF$E4<.j=6L=#83)+$c.%+$")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 1 L=4 ϕ1 ϕ2 K3 K4 ? .L+i = AL+i.T(*E@4<# −−→   1 1  ϕ2 = ˜ h 0 A12 = A21 = ZZ −−→ = ZZ −−→ ϕ1 · −−→ K3 −−→ ϕ1 · ϕ2 dx + ZZ −−→ ϕ1 · −−→ ϕ2 dx = −1. i = 1.i+1 = Ai+1./#B9H+-)!34<&V ?. . N. Ai. N − 1. i = 1.! $E #* ?./+)7@E+-)$c5-# ?-@-! ?. .T+3! L.L+1 = AL+1. K4 K3 A1.L+1 = −1. N − L.! ?-@-! ?. .):L46L$ 3+-IK)Qa$A{C!) # O $E12.i = A1. . i = 1. . . ϕ2 dx Ω −−→   1 1  ϕ2 = ˜ h 1 ZZ −−→ ϕ1 · −−→ ϕL+1 dx = −1.

})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$E+ O L#*.151F#*)T3E44$@L)7_A[\+@.Ta#*+@$12)t.j#c!3#D57-!3.$ $ +-)-`)26$*Qmk+- 6f.57#*D57#"9*#H @1H# Q f~ ZZ g(x)dx ' g(S1 ) + g(S2 ) + g(S3 ) 3 (K) K K S 1 .   −1  −1 dA@+39.L.j=E# 3! # 0 }-}Q}.  C  B     C =    −1 −1     ./#&!3#A!#*0 )?@+-(g$X}8La4W+Q # QO $E+4 ):$X@#*./#*. S3 g f1 = g(x) = αx1 + βx2 + γ ZZ Ω ' f (x)ϕ1 (x)dx = 6 ZZ X j=1 K j ˜2 1 h ˜2.nS$&@++#R=33#%@D#*$ C)E@+-#H46)IL$R)9H?-!3E<+#&# ):$E94 * !3#%#g$ X$ +-. f (P1 ) · 6 · = f (P1 )h 3 2 f (x)ϕ1 (x)dx . S2 ./)/.'+)$k#D$E#%9*+)!j.$c!3#M6j[\+-)9s@4<+-)v!#M=$E# Q @$E+4 $CL<)7#0E$C# L3@E#0$`9H+2#Hƒq9*4<#%)-.UEE# L4E# 0 }}-Q<}4F1 [\a9A+-++E./LE@49*# M!+)9DWJ <@# O 0 }}-Q<})551 Q00 Q10 Q20 ϕ1 Aij  B   C A=    +54i)+$R O +)$D)+E(  4  −1      −1 4 −1   B=   −1 4 −1   −1 4 C B C C B C #H L=4  A    .

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1   .

/9H+-# )$G}.j Ui.TVT$# #0@9H(%0 +}-$E+):}! Q}. 2. + O(h 0 }}-Q /‚51 2+-4YkL+. ˜2 h i.!15.*)78_. ˜ h2 ˜ (j + 1)h) ˜ − 2u(ih.j−1 ˜ j h).+67)1s$/Q./<(*#0@$j+L./L)7#i )8 +-$/8 eJ  O +-)8 $T!3(Gz V 8 )$E13+-$G@$/.j−1 .%<E4#A#*#HR#%$ $ 4  ˜2 fj ' f (Pj )h j = 1.j − Ui. q  2 )   / . N. f~ A ˜ j h) ˜ (ih. ˜2 h ˜ j h) ˜ ui.n##BO =$E4@13#*#)7$G@04<./49*#%)-4<M#%T!3M#iv9H#*[\ +-@#vE./b*.j − ui+1. .j i.%82#q.j − ui−1.j a+ 4Ui. . * ( @  6 4 5   j # a   +   g9*9*<#% uO $*J (%9*E−∆u 4< * = f Ω u = 0 ∂Ω −∆u(P ) ' 4ui.571_#H 0 }}-Q<})851_@#%$Ea#%9s@4 O #*. ./#*)70Q (%`a?-*L#%V$ 4<&E. ˜ j h) ˜ + u((i − 1)h. P ∆u(P ) = = 9A+LE+-)$ + u:Ω→R ∂2u ∂2u (P ) + (P ) ∂x21 ∂x22 ˜ j h) ˜ − 2u(ih. L #H 0 }}-Q /}[1 a+ 0 }}-Q /L/31 [{C) 4Y/@8:#*+-)2T.) LM)78 n:!#%$n$ 8 !O #rE6>46L=l?-#%$ @#o8 }}-8 Q :89LJ #%$  NxVUNx!38 4E#u#*8C) 9H+-a. ./#8a+&!3#%$c.n$E#%9H#/E4+!) # 0 0 }}-Q<})651 6B.j − Ui+1. ˜ h2 i. ˜ j h) ˜ <+-@$@57# % ( E  < 4  l #  ! L   ) $ 8 E $    K Q F  / # E $ . .j = u(ih.U@E469H# #*S# O #09s@#* (H@)7D!3+-))(%$S 0 }-}Q}.*.j+1 − Ui.'4<E@#p#%$ }%c‚-8X$E#*$E)# AE(%?@49*4<.U}@Q}./E1M#f#*E<.871 #*R57B(0-$#*+-!3)p@L9H!3E+-@)#q@$ #46#r!3(%}@}-@+Q<)-}=g4F<1H.L46$ +-)$c!3#B$E17. j = 1. .TE9*#-(%$jE4657 #*@./E!(%#gL?)@<4(/$n)(0)7<#vL4. QS9&+-$& O +-)$D!3+)9* ˜2) + O(h ˜ 2 ).-(%$ )iFE0 }0DU) ‚YMQ7/3B1 !v0 W }%!3: ‚#BQ 17]S9H1s+2+-Q+)9&. A~u = f~.UE4+)fP!34<ha(%E#%)9H#0$Kl)4#%$!3# u = u(ih.j − Ui−1. ˜ (j − 1)h) ˜ u(ih.T+-$@. "#M.j+1 − ui.j − ui./(*E@4<# 0 l:?QK}}-Q 251s83)+-$R O +-)$  O #%9 0 }-}Q}. .8-$q$E4 !3 9.$E!34+!3+-:(%)$XE)+-a(*)+#0$/$ O #%+$)$S@(%(%$E9*E<4*@@U#. ˜ = f (ih. . ˜ j h) ˜ u((i + 1)h. ˜ j h) ˜ + u(ih. 9  ' * (  .$ U )#XLE+^I34.

2 .L+1 = 0 j = 0./(*@457#f!3u$E#%9*+)!.*. L + 1. 1. L u1 = U1. .1 u2 = U2./9*#v# 9%0 }$j}-Q /L}[E1 E460 9H}}-Q4/L#*0/381j6#%o$ q. . . . .1 u3 = U3.T(*E'+3!3#f!3#%$ U0.j i. uN = ULL ./#%. . .0 = Uj. .#*$B)7ql:)L4 $ !3O4<hZ#%(*9R@4#*)7)E9*(*#%?-0 $D@LlE)4+4#%)/$%Q)2./$G(H@@E'469s+3@!3#*#i./4 O #%L)-.j=@#A#0$GD(%574 O <#%)7E#AVjj.57A+-#i)9L<#>8`!$E13$G)@$n. .j = UL+1.j = Uj.2 uL+2 = U2. . .1 . Ui. . j = 1. uL = UL./!3#*)7#%$T(*(%57(*.1 uL+1 = U1.

      .

   })8L2  .

C h K h Th u Vh |u − uh |0 ≤ Chk+1 k > 1 |u − uh |1 ≤ Chk k=2 1 .':57#"$E+.!3#0U$j8:@4<:+-a+-)+$D12&!K)LJ t#%.$X[ 579s@#"#*j&)!+#*@3.T@$E4Y#f04 8k$O 6>S)-@6)#M+-Q lE3.  .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 | Ω u − uh u  Ω h |u − uh |0 ≤ Ch2 .+'(*$D#f#%$c)#") M[\+:)!9H$cE4$E+)i3[!3#g)P=83+3$E#f4u:#%+-<<# 12)L+-3./L4<E)74+@#*)i)!3#)-v4#*#%)7$ Av!36# <O $&#*)i$cl)#-8O 9LJ #%$  NxVUNx!34E#f<+-@$@57# uh = umax !346L./#M@E.U@457#g!3#MWJ #%E@#* Ω u − uh #H -? @-! 6$E4 )L+)7@.U O @5@5\J UBM[=AAV=JPEKHE NQJJEK>ML  < B BP2>BSW AC: E J L'6EK>MA ACAORZN JMJ>)JE6>LP=L E P=3J>NQL J>ACLV>^J >)YB@5NQJM:FD>W\ B3>LT< HBM<KN AVA PFJ  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 ` ` a 0 }}}-}-QQ /L/J71511 0 :  NQP U:FEG>ML PFEKL J J>ML ACE @3\ ` JE @5P=EKL JS@3JNQPZL P=ACNCN J @F< RSPFACNCNQP 7J b )!3?]S#0$B#ML@E@E4(%+46$EL) )<?-@<L#0A$B$ +-$*!3J)74<# )7D@9H4#*#*+-@)7/aE.)$@5-+-#"$v6:T+7E$ @+-4))$r?.T 46LQ #g "!3#M#*!365-#*?-E#%($ 9*4+?.E@L#A<):9H4$j+-.Q )74L1K$nE#*4@k+E)$E46+L4<)!3 ?-# u]g6:LΩL4E#0#*→$B 24!3<R) # !$E0 #*4?@L( )7E} #. Y.'#"57.UE4657#i!3 ?-@-!34#*)7/!#vWJ #*@E#% Q 9&+-$/ O +-)$j#iE(0$ Y./?-4P#u@#%#j57$c}@-E}-46!3Q L5.)8-U?-E<46<#057+-$ @$X#q<#f!3!K#r!3J 4eJ )#*./.%#0E$G#-cQ 4<$ E@("!)$DBl?@#j}-}Q 42Q2d 9.$E'R-579.*$$E./ *#v57-!3.TL}-Q #%17)71 @@0+^$M}-I3}l:4<./"(*4<#H)+- $DE(9H#"#%) 9%3$XE<4#04$X$@L#0)7$G@n4<./@a#B#H./IK#"Q 57!@LE465-#A!3 a!#+]S4<D#%#u)9*+)E)#%(0)-$ $ E@<@L4Ej#&aWJ #*#%3$E/bH9*@# E#uQ.*(%!3E$S#*#B3#*!3)rI#M57[\6+/46L$n. &&.*.   #ZY. |u − uh |1 ≤ Ch./#HR!3#"E@4)?#A#* V//T9./+#X3!3@4<#D!3+-#q)m_+G!4612$E# a$E+#r$ ) +-(%) 0<(%}./#M57!3. "Y&' .%$ $c@(*?-4<. ^O#  ./4#"<4E#*@i46L!K)J ?-L<@#-bH87@#")2#0$G&#fU#%E)u@-@9.     3    O . (K) @#*)! O #%@$ %(*@+ O 9A+L@+)$      h h h K∈Th 1/2 ZZ |u − uh |0 =  |u(x) − uh (x)|2 dx 6/)+-E.!3*(*57l)#B46$r!# :L4<#%)7O 0&}e}-J #*Q<}%@7E#%1HQDR#* )7@57E# #%V$ E4#*+ ) 57# +./E@@L#*#0)7$BA !3570#r}-}#M!Q7#*/K6?T15@1 [\( +0 )}9H}-EQ /L4+7) 1 $O +-P4Yc#fE9%@.-B!34@#*(%)7!&!34Y@#g#Ae#%J #*)u@E#%@4<):O &9H$E4#*:. "Y& $@}}-$EQ<]S}0+‚5+-31M)E$E9*44++!3)P)(%QlE$ +-E9&@)+$P4<EEV&+#r):)$+ #*#%O )9q#%9*!+M@#%# $B<#D#0u$ @:+=9H#0.  Y. &  "Y$  &'.#fj!K@J(%!3)q4Y[ @#f9HE#%#%)iDE574)L9*E4<a@##B82!KLJ+)v.H@#%EE@4<#N $?-E#*@./)#0$A!3E#%>c?- @#%9"'<#M#0$R!3?#j.

})8J5       .

1  .

U@4<+-) !KJ ) E@4)?#o#%) 57U@E#-8X#%) 3E44$@L)7i<#y./$E4Y@# 4YB[G0 Q_W&} m_}-Q+-17$Ef 1 +&):0=}$ }Q 7%(1"')! ) $f%U#<# 9*H-$fkJ'. ψ L s ψi : [0.871s83V/$E O +4 #0$G&)#g[\+)9HE4+)i9H+)7@4<)2# E#0$G@E#%4<)7@#fV/WJ 4)7E#% O L# #%$ &)i:+-<12)t-./. L. . 2. P2L = QL2 P2L+1 = Q13 . . x2 ) = ψi (x1 )ψj (x2 ) 1 ≤ i.T44<#%!3#%$ x3 x3 x2 x2 0 0 x1 x1 @X E#46R\L)W ?-B<#BW 0 G l:?|Q+!3):#M9sE?74+L):$S9./#*9. 2. . .+-@!3(%4Y+-$E+))!3(*#0@) #$ 4^)717EL(*)7@&4#*:8./Li4<. . .+3#*. . &   . . ./E#2#H1sRQ !KJ )  . . j h) i. L + 1 Qij Ω Qij 1 ≤ i. XE#b*R\EWa#%$%Q BW  |. P#%$D[\+):9sE4+):$R!3#M=$E# $ +-)7R<+-@$c!3(*l)4#%$R:L ψi (sj ) = δij j = 0. s2 . PL = QL1 PL+1 = Q12 PL+2 = Q22 . . sL ψ1 . 1] s 1 . . ψ2 ./(*@+L@)7R!#Bq. . ./#%)-. j ≤ L φij ˜ j = 0. ./(*@+L@8 )7A<#0$A) M8 !$"<4?)#nL8 f4<?-8 )#n9*+. ./#0$S4<!34#*#g>!3!K#%J?@)( #B/383E-b*$EE$E# +39H0 l4(*?:#"Q!3r#B$E!3+@.  #%f #/)-e@4<*#%EH+-jkL=#&akL.@$n!39.An4 %)R+DE#%&+$. . ./+4<./#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 }0‚Q}.L?.TQZd . . φij {C!34)y@# E#%)2. . . . 1. . 1./. ./#g!#g!#*?@( :+-   Ω ˜ = 1/(L + 1) h Qij ˜ ˜ (ih.Tb%. 1. L + 1 sj = j h [0.'!3#[#g1s=82#*-A$ #":$@$ +-+3<9H124)(*t-#g. 2./# φij (x1 .# '!3+-#v)9H$RQ+2V/+2.*+- . j = 0.4Y4<@')7(#%. . . . sj+1 ] 1 j = 0.+-$&gV $ +-. [sj . ./#n8 !)$A6l:?@#q8 }}-Q :8:9J #0$GEN€VLN 8 8 8 8 8 8:#HA#%)>E#%)2. PN = QLL .@'$"57<#0$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$E+. L + 1. 1] → R ψi R2 L Ω N ≡ L2 . . P1 = Q11 P2 = Q21 P3 = Q31 . j ≤ L.S):M#@$<#/ 9* E9&@#%(n+-$j:$&)+-9. . 1.

})8*4       .

. . ϕL = φL1 ϕL+1 = φ12 ϕL+2 = φ22 .!9HL46):9H#"$C9*6B+)$ #0$E469s$G@@4<#"+-)>VT}9H}+Q):1$G8@.! −−→  ϕ1 (x1 ./!3(0#"9H@)4Yc+9H$D4<N€!WJ #% $@O $ +)$%$ Q A Vh `mj B&&DU!3'. . . ϕ2 . . ϕ2L = φL2 ϕ2L+1 = φ13 .8 )4<./8U!3)#%@+-)-(fR:$`WLJL#0R$ :@#%+$D):9H[\#$+-):$E9s$EE+343+9HE4):4(S<$ 46Vg$E(B9./. . . .(H#&lB)% 4Y@4<+-)i!# 8)+-$R O +-)$ ϕ1 ?.@#RU[\@+E4646$G9HNx#f9H4a!3 #gO E#049c?46e!3J #%4<$EE( 9*# 9*+. x2 ) =  ψ10 (x1 )ψ1 (x2 ) ψ1 (x1 )ψ10 (x2 )  .%E##%$r[\+)8 9HE4+)$v!3#=8$E#8R9J #0$GEN€VLN€!34@#8 8 8 8 8 8 88 Q9*#*|k4F#%4))L?#%#*).'!L57)$D#DWJ ) M@!n+^I3Q4)-4<. . ϕ N K1 * ϕ1 K2 K3 K4 x2 Q02 Q12 PL+1 PL+2 K1 Q01 ψ1 (x2 ) K4 K2 Q11 P1 K3 Q00 Q10 Q22 Q21 P2 Q20 x1 ψ1 (x1 ) X #R\W BW # 3 a+EA!3#Mn[\+-)9s@4<+-)i!#f=:$E# Q ϕ1 !(Gz VMX[ J #*I34Yc#*. . .@(*U@@4<#%4<+-)u !3#n]g)L#D#*[\+24):<9s) E40+}-)/}Q!3}%#D‚51X=#%$E$ # @#%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 ϕ1 = φ11 ϕ2 = φ21 ϕ3 = φ31 ./E4@4$D#A9H6j#* . . ϕN = φLL Pj ϕj Vh ϕ1 .

)} 8J8       .

1   .

 −ψ1 (x1 )  −ψ1 (x2 )  −ψ1 (x1 )  −ψ1 (x2 )  ψ1 (x1 ) $  K2 ./)+$E$c+)+-=357E#%)4D+#%)$ $j#HI-9sE#r:+-jWJ 4<)7E(%?. -? @-! $  {C)t-) . $  K3 . x2 ) = ?-@-! ?-@-!  ψ1 (x2 ) K1 .  ψ1 (x1 ) ZZ ZZ . #*&LR9H+-)$E(%57#*)7 ?-@-! $   −−→  1 ˜ h  −−→ 1 ϕ1 (x1 . x2 ) =  ˜ h ϕ1 (x1 .n$ #09s<%#rQ!31#Q 71s2834. x2 ) =  ˜ h  −−→ 1 ϕ1 (x1 . x2 ) =  ˜ h  −−→ 1 ϕ1 (x1 ./3#%E$R4<!346$@#BL)7!3n#%?6@>( [\1 +-E.U@4<+-) !3#ua+17N 0 ?-@-!  ψ1 (x2 ) K4 .

.

 1 .

−−→ .

2 ψ12 (x1 ) + ψ12 (x2 ) dx1 dx2 ϕ1 .

dx = .

2 ˜ h K1 K1 1 = ˜ h 1 = 6  Z ˜ h 0 ψ12 (x1 )dx1 4 1+ 4  1 + 6  + Z ˜ 2h ˜ h 4 1+ 4  ψ12 (x2 )dx2 = ! 2 .T<Q #*#/ @@4Y@(/!L#H)&$g)6+>$$c#0+-9s@=34<E+-#*) N O #%$c./J]S#%$+-)&)-4./(*E@4<#-83)+$R O +)$c!3+-)9 ?-@-! ?.! )9A}-+-}+)Q 1$ $c82<#g@@+3#*9H@(0./#g)FQ./b*./K&#%#*)-9*ML6VvL9H3e<J #%#HI3 #%.fLU)@E$_469H#R#0$ 9*$+3#H4 $ +-)-R806"#%$R. 3 m_+&!3#%$c./$ELE4 @O 49*)7# E#%$ f* eJ LE#D!3+))(*#R!)$ 0 }}-Q<})551HQ%m`L`9*+)7E@#8 A11 ZZ .*@@@#f$c4<a@)2#*+.L46$ +-)$c!3#B$E17./!3+#g)9*$cE+-!34#M$E( 6T.

ZZ .

.

.

8 .

−−→ .

2 .

−−→ .

2 = ϕ1 .

dx = 4 ϕ1 .

. dx = .

.

L+1 = −1/3 A1.L+2 L=4 C B  8 −1 A1.L+1 −1/3 A        1 −1 8 −1  B=   3 −1 8 −1   −1 8 #H  −1 −1        1 −1 −1 −1 . 3 K1 Ω A12 A12 = A1. C=   3 −1 −1 −1   −1 −1 .

})8J6 f )e#g*[\+kJ)#&kL9HE4+B) W : 3+4< <#ME9*#%<E#B@(A57# )4Y@(B!3# !3#A[\@+)7@4<.%E# Q3wxF$%J L?4<R!3#A@E+- O #%       .

+54 Ω R2 2 u:Ω→R     ∂ ∂ u x1 .23#*L1 )7#%.#&RB%(*@L=<4R)#f[\+@./# }-}Q7/J231 }-}Q7/K571s82)+:$cE+39*(HN !#*&+)4<)7$k@9H(*+-?.4U#*+@. x2 ) dx = dx1 dx2   w(x ~ 1 . x 2 = 0 ∂Ω  ∀ x1 . x2 ∈ Ω. x 2 = f ∂x2  u x1 .'X#%#gP!3#A)2!#BM.  ∀ x1 ./)/#*E+-)7# =3E0 #%6}-A)7}$EQ}H+#R4331C@La4<C+-+6)jgR!3./?/J.n<# !34 O (1 + x1 + x2 ) (v w) ~ =v w ~  ∂ u(x1 .! −−→ v.T# 0 }-}Q7/J251 0 }}-Q /J551sQ /3Q #H2I34 469H#04<E$G#*q.%.0 $%$`}-Q }loQ7)/K5546+$C1H)7QE&@#*E:R4<+-5746$4<)7#%# ./$E#%)-=Z!34 6O  46$ ./j( O(H@LE'+-+3=#*!3R<#A. x2 ) =  {X)>3E4<46$@L)7RT[\+-E./4<O4#*>!3>9*E@(")4Y@(M#%$ &(*?7L#fV +./l:./(i(*#%E) '+3y!3#iE@!K4J (*)?(*. x2 ∈ ∂Ω.j6U@4<+-)u[ 4<=<#B!3i@+=<. x2 )  ∂x1 .L=4<A)#f[\+@.jLE4+)q[ 4<=<#M!3i@+=.T)#i4$n!@E)46L$T)?- 6lL?4E#0E$j#!3}#>}-Q!36#%8k?9*@+( )}v$ E@:+-4E# 66Lj [\+-EE+3<.T@+. x2 ) ∂x2 !34 O w ~ +w ~· ?.%.*./#%$/#*)79H@+-$T./!3#%$R#0# $`40 )7(*}-E}(*(%Q7.n#%9. Ω Ω x = (x1 ./):$D#D$E!L )$6QSA9A$E#%+9s@$c4<+-+-)=3E}#%}-)Q<}-+Q):>$ <E44<+-)$ 0 }-}Q7/J231a0 :Lk)#C0 [\+-)9s@4<+-) !4 O 0 }}Q7/L431 +54i)+$R O +)$D)+E( 8 #H # O #%9HE#*&!3(Hl)4FL v:Ω→R Ω − ZZ ZZ   w(x) ~ v(x)dx = f (x)v(x)dx. ./5-$E(*:+@4635-!3E. 0 }}-Q /L231 0 }}-Q /J551 0# $G&)#g[\+)9HE4+)i!3+))(*#Q }Qc{`. ∂ u(x1 . x 2 1 + x 1 + x2 − ∂x1 ∂x1  ∂2 − 2 u x1 .$@5-# Q f :Ω→R Ω 1/18 f =1 x2 16 @ K3 @ P1 K4 @ K @ 2 @ K1 @0 1 x1 X #&RUWlBW  2=Z!34 O 46$E4<+-)v!3>9%L@E(f)4<E(M#%)i57LE@#fE@4)?#%$%Q j}-Q3Bm_&DU+'.

)} 6‚ )+-$c+=E#*)+)$       .

1  .

/!3#%#)-08P$E84C))++:$n$M 4<. A11 = ZZ  (1 + x1 + x2 ) Ω f1 =  ∂ϕ1 ∂ϕ1 ∂ϕ1 ∂ϕ1 (x) (x) + (x) (x) dx ∂x1 ∂x1 ∂x2 ∂x2 ZZ Ω f (x)ϕ1 (x)dx. / . x2 )./+@[\4+.*.!!9H+#j#0)7L@q3+IK3<#0Q&@$#%$g~@#%#*[\$"./T)7=#* _-$$E#4Y@j(ca+8:L4j9L)7J #%9*$#* )7NxEVn@#H#D!3 4!@n#ML9*(%9HInE@@457(C+U):)@$ E4Y@#c($ 8^+-).T6L. ? .4S)L+#/:$j#HI23E@(%4<E464$#*+-)E#q$B6V o!3Q(*l|k)4)4<EL4+#*) . ~ Ω ∂Ω ~n(x) Ω v ∂Ω ZZ  w ~ (1 + x1 + x2 )  ∂u ∂v ∂u ∂v (x) (x) + (x) (x) dx ∂x1 ∂x1 ∂x2 ∂x2 ZZ = f (x)v(x)dx./#Hr#T+.2)'+$D#*4<. ~ Ω ZZ v(s)w(s) ~ · ~n(s)ds = ZZ v(x) w(x)dx. 0 }-}Q7/K871 $E+)7M9H+-)-8 @4<)2#0$"$E$E +Ω)7 8 )29*2++-)74Y<E#04V$q)2$E#%eJ$>#* )::∂Ω$ L#%o.'#%@9. x2 ) = u1 ϕ1 (x1 ./#M!3#M6T!4 O #*@?#*):9H#82)+-$R O +-)$ * ?-@-! !34 O +54 $*J L))7<!3#u(0$ $E4? )#v#H)/+-E$ . # }  } 0 9*+)$E4$ EQ #R!3+-)9RVM9.T+#*)@$k$`#%!3)/9H+-9*E# E@(X6)R4Y[\@+():Q 9s"(E4+O )T#*!3+#Da=+):$E#$ O Vh V uh ∈ V h P1 ϕ1 Vh 1 uh P1 0 ϕ1 #*&E#%)+):$ Qd&+./!3E#n#A4.'#% u ∈ V E#*:5-# 0 }-}Q7/K851$E+4<X$ELE46$G[ 4Y@#R:+-`E+-3Q7/JE23#c1 [\+-0 )}9s}-@Q /J4<+-55) 1 Ω Ω 1 2 v∈V vfV/Q L9./!3[\+#*46$@):)9H9s$E@E4(H+4E+) 46) $E}-(&QA9H9&+):+$E46+$G):@#$ Q !3# !#cL$ ):O+-$cL. . 9.*)@9H#%6E$U4+@!34<)+-(%$ )E4 gO [ (%:#%4<$/Ω=<# →! @R4<#%<57#%E$+-4C=∂g/∂x ∂g/∂x   * ./+L@. vh = ϕ 1 +54 #* v h ∈ Vh Vh A11 u1 = f1 .j./+a):+-$B$EL+)+$M.$M57#*) # O 3@4<46$E)- 0 }}Q7/L431 − ZZ w(x) ~ · ZZ w(x) ~ · −−→ v(x)dx + Ω − ZZ ZZ   v(x)w(x) ~ dx = v(x) Ω −−→ v(x)dx + Ω w(x)dx.#M'9*#% $D#A$E+ @$ 4N€9*#%$E4<@#%#*c9*`#c!57#f!##6j0 l}?!3}-Q(*/J@l85#T)1&4}$E:}+QL4<6M 87$E0WLJ}#0E}$ 46Q$G}*[ -?9H1s4Y#@Q#jP#Ra+#0@$Gf+&=E!3+-.$ 0 } }-Q /J851D!3# O 4#*)7 uh (x1 .j8C=.*#M3.! !34 O !34 O {C)i3@4<46$E)-&#fE'(%+@.

)} 6} m`"8 !3(*l8 )4<E4+8 )F8a<#0Q3$AmC!3(%E$R4 O (%E#%(0$A9H46$ (%L.L)7E#0$&$E"9.'-57#ME@46L)?-<# O ?-@-! $  ?-@-! $E       .TEE#%4#*)7c<#0)$&+!3# $R +$ )+-$ )7"9H+-)$G.

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/:+78 $E)7E#%$ 8 88 8 #H`8 $E4 #%$ 8_k$ 4 # N #%#%9H$ Ej#*<#  !#03$G#/RO 9H(%+-57./E(0+4Y$ :Nx+-!3$B<46$EaE9*+4E+(*)gE46+!K$EL)J E$B4)B+!) $ +13)#%$ 9E) ./4#*E(H7+-E!3='M+2.  −1  −1 2 E$ 4 N #09s@#*#0$Gkn!3<# #R9H+./?#*@)7#%$@r$ 4<9*[F# O#H&$ 13@$(HE@./:+7$E#0)7$GEg#%$ v!3(%E4 O (%#n!38 # "8 .    "#   0 })/Q<}0‚51    . w(xN ) ~u(t) t du1 (t)/dt du2 (t)/dt . .'(%. .L8:+- "V >Q E#%. .*. ./0!})4< #%/KQ 9. f (xN . t) ./4 :+7L$E#*)7)-A@#%L$ i$E12$ E./8 #g!4YhZ(*8 @#*)7E8 4#* * 8FL +.?+'1 . uN (t) f (x1 . duN (t)/dt ∀t > 0./#0E$ #C4:<46!3$ 4<9H#%hZ#vj(*@!3#%#*~$n)7E.%E. t N . t) w ~ w(x1 ) w(x2 ) . ~ ~u˙ (t) f~(t) N u1 (t) u2 (t) . 0 })/3Q 4F1 0 }H/3Q 851 O 0 })/Q 671 O 0 }H}H/3/3QQ}})/3}211 0 +59*+4 .T:$ 8K$E+4<f# N O #%9s@#*f!3# !43)+-4<)E46P9`LVc#6Q$ER#*9&.!3!34Y#-hZQ (*@#*)7@4<#%eQ9&+-$u<+)$r9./(*#*@46A5-E#*+-.$&#$E9./#%@# #*$j.%.*!. t) f (x2 .'+46$E4<q#%$r!3#*I $@9. .'(*.T+-?#y.-$ ~u(t) N N ~ ~u˙ (t) = −A~u(t) + f(t) ~u(0) = w. .L!30@})4Y#C@/3E Q7#23O 1 #%6o9k0 }H:/3)+-Q #X55j1n9H+-49H))7+E!3):(*4<!3?-E4E+#%4<)  )2!KJ {C./N O a#%9H+-E$@#*L)7jE#0!3$ #u9*+. . .

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. ||| · ||| k ~un+1 k≤||| (I + τ A)−1 ||| · k ~un k (I + τ A)−1 k ~un+1 k≤ β k ~un k (I + τ A)−1 β A (I +τ A)−1 λA (1 + τ λA )−1 0<β<1 k ~un k≤ β n k ~u0 k  f limt→∞ max0≤x≤1 |u(x. f ≡ 0 τ lim k ~un k= 0. n→∞ f ≡0 ~un+1 = (I + τ A)−1 ~un . t)| = 0 ~un T > 0 (τ + h2 )  x   . . 1. .       "%  ~un n = 0. 2.

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0 }H/3Q7/K871 ./+)# $c}H4)/3(%Q7/J234<@1T#%$E$R#i!3#0[\+$R@[\. . . . t)v(x)dx − ∂t 1 k 0 ∂2u (x.*@+#o./4<)LE4+) !)#+0 ]S$R}0+-‚a. 0 vh ∈ Vh uh (x.)0$&4. . ϕ2 .'9H#*+-0)-8L@a4<)2+#0D$j@+:3L O9H+):!34Y@4<+-) 4)4<E46L# }H/3Q 551nL4)$ 4 ` 8    ) i # \ [  +  ) H 9 E   4  + ) 7 5   & 4 E $ L  E  6 4 G $ [   Y 4   6   57E+-# =0<./#*)7./Q 7#*1k)7:XL!3C(%E4 )O #RL=[\+#R)9H#HEX4+4)7) E(%?8-@)+#A)$_!3(*#%a)-@#*E):# !L)7S57#H#A !# JQ 9A+$ 8 0 }H/3Q7/U?1 {X8)j)4+-)-@(*$R?-!3@(%!)-4$EL+):$LE9HE+-4. 0) = wh (x) ∀x ∈ [0./0 }).T.T #g!)$c!3T(0$ $E4?#%9s)@#y4<+-)  }0!3‚(*Q @14 82O )(*# +:!$S# 4)7E@+30 !3r46$ +-.!3(%U:@#%4<+-))r!L!3)7# @#%]g$&!3<#%# O  24)v8)$E+-4 O $&9H)7+-E)#Q$ E2@4 4$E+):$SWJ #%$E9*# $ +-)7#%)>9HO +):[\+-$ )46!39s(*@. 0 v x V g0 g : [0./Q A. . 1] x=1 x=0 Z 1 0 Z ∂u (x./+ 4<. E+-$o=3E#%Ya@)+-4<+$E):<(*4#A$+)* $S)W#cJ (0[\5-+46:$XU9*E+4+)7) E4)0 })/3.9. ϕ2 . 1].$'#*.%.*+.%})./+)#S$X!3[ # L4<0 &})/aQ +/L7R1Z#*+-=3#%E#%)j)$ 4<AT:+7@$E#*6U)7E 4+) }0‚Q 651 +1 * O 0 0 0 }H/3Q7/J251 +5=44<#%)v)L$ E @#*1sQ:<#%]S. t)vh (x)dx + ∂t Z 1 k 0 ∂uh (x.j=E+-4)=. !L):$K&=$E#C!3#%$ #Hk!3(*a#*)!#*)7 ϕi t uh (x. . t) ∈ Vh ∂uh (x. t) ∀t > 0. ϕ N ui (t)ϕi !Pr#%$ @O #*.//Q #/L231"})/:Q +-/L23M1sQ @+3@#/[\+)9HE4+) Q")$M6i$ 4<E#-89*#TE+-=<. wh wh w uh (·.%E+#0):$n$S!(*<@+-4 @O $S(*#%9.j+-)9s#>@4<+-!3)#>$ 6 ./:+-LE4+)iE+-!33# O 82E@+ O #*c)#g[\+-)9s@04<+-) 574P$@UE46$ [ L4< 0 })/Q /J551 a+RE+-3E#f[\+):9sE4+) Q A#M$c)+-$R#*I24?#%+)$c57# 0 })/3Q7/L431 +5!4# #%$ $ #%F@/)!3#S46$EL9*3E@(%+^#gI34<. t) ∈ V v ∈V t > 0 ϕ1 .4<+-L))7$ @]g+3<@#%#% $A24<) #0$A!39H +-. ∀t > 0.*Q7. . t) = N X Vh ϕ 1 . ϕ N V N Vh ϕi t>0 Z 1 0 uh (·.T#S#g$E#%)9*+-+)$R!gW@J #* @./La#*+-)7$@EL# )7E#0$K!3# i=1 ui (t) uh (·. t)v 0 (x)dx = ∂x v 0 (x) Z 1 f (x./):# $C9H0 }H+-/3)Q $ 74<1N !0 4(*)@(%#*R4<@W#*J0 . . t)v(x)dx + ∂t Z 1 k 0 ∂u (x.T/Q #R/L23)1k+#%$ $`XWJ  )#R+[\):+$P@./<#%$ . t)vh0 (x)dx = ∂x Z 1 f (x. 1]./#X.Y@(*L@E4<4#%+)"@!#*. t)v(x)dx. t)v(x)dx./#*)7@&+^I24)4. t) = N X i=1 ui (t)ϕi (x) Vh ∀x ∈ [0./+-./#0 #%$ jLa#*( })/QP25#&1 })@/+Q=0 571s./1s#n8#H&))++!K:J (%$"$"9*!3EW4J( EO #O #*+* ):+$Ra[ L+4<)M$ !L)$"6u$E!#%L9s)@4<$A+-)q}%=‚Q 1u$E# :+-f+=3@#*)4 0 }%‚!3Q<# }-}[1RVr8Z9H#TLE57E4 4 v x ∈ [0.$*$ 8e4 J LL)7EE# +^I3*S4.L)$D:e+-J #% $ErV 9*#  O L!3@#f4E=+-3<# E#0$ ./Q#*}%@‚7. t)vh (x)dx./]S# +-. 1] → R g(0) = g(1) = 0 u(·./#`#*&)79*%+Q )!4Y@4<+-)f4)4<E46L# !L):$ Q*R!3(H@#*@.*4$E. t)v(x)dx = ∂x2 Z 1 f (x. 0 v(0) = v(1) = 0 Z 1 0 ∂u (x./#%$n+-@[\9*+-#%)L9s@IT4<+-#*)S$ @#*<#0$D57# 9H+-)-@4<)2#0$*8_Q9&!3#v+-$X@#*a.$ Q A#g[ -$E+…H)7+F)v#%(%$P579*+4 O .j[ 4YD6U!@L4<+-))T$C[ ML4$E=#%<9H#"E#*4+))i#0}%$ ‚-Q 19H8U#&)!3+u$_aE+-+= . t) uh (·.

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'(*./Q72L#M‚71s. . . 1. . ~ ]S#B$@9. n = 0. F~ : RN → RN F~ (~y ) = (I + τ A)~y + τ (~y )3 − ~un . 2. n = 0.'# (%. . .#B'!3(%. 2. ./+7#*$E)7)-@#%$ VTQLEFE#n4R$E!39.'(%. . N i −uni−1 + 2uni − uni+1 un+1 − uni i + = −(uni )3 . . ./Ua@E+-46$@9HL#")7EE@#046$!34?8 +-)L#"!3#0(*$Glk)<#4#g9RN LO  #%9HE}H#%/3Q}%‚7!31C#D 9H+-#0. 2. 1. 2.'(%. ./#%$ #HAA<#n!#B9&9*N LO 6#%9H9HE<#*#%DA#*!3I3#B<9H469H+-4<. . 1. . N u0i = w(xi ) i = uni i = 1. . ./8^)L+E@:4$`9*4< #%O<+# ):$Pa+-$E( ~un+1 − ~un = −A~un − (~un )3 ./#H&!3#B9*9*#* ~un+1 n = 0. ~un+1  O #%9 !3+))( DF (~y k )(~y k+1 − y~k ) = −F~ (~y k ) y~ 0 .T9 a+-$@L)7@#*#%$ +5wxP4 :#%E. . /QF#M$@9. ~un+1 ~u n 1../T#0$GR4.#*E/E/9H4<!3N€!3#%$`#0$E9*$E+)$D!3a4<E#*43+"):$`$%JL(%39HIj@4E4#g. . τ ~u0 = w. . . .!3#f9H+-)!34<&L>$E9. . +54 83#%+5$ 4# 9&#%N$ OR#%9s @#*k!3#S9*+. ~un+1 − ~un + A~un+1 = −(~un+1 )3 . . N un+1 i = 1. 1./#n!)$&6q$E#%9s@4<+-)p}%‚Q 5Q 2+-4Y @P'#+3$E!39. QPr./!KJ {C#*&@(H@E+-?. 1./.T$ 4<+-E#0$$S[\0 +}H@/3.T(*N Q . . . VTLEE4&!3# !3#M6n[ …H+-)v$E4 O L)7E# ~un S] #B$@9.'(*. 2. . τ h2 +5P4F#B8L$E#%9. . . . . .0 -c})/3EQ7+-2J)>/51A$*J 9*(%+9*)E4<$E 46$G@#T!3+-)9/Vq@E+- O #% @#*X57# (I + τ A)~un+1 + τ (~un+1 )3 = ~un . 2. τ ~u0 = w. ./Ta#*@. 2. 2. 0 })/3Q72J/51 6/[\+)9HE4+) F~ (~un+1 ) = ~0 k = 0.#n9A#./E#%:. ~ un0 = unN +1 = 0 n = 0. . .!39H#M4<0 N€6!3j#0[$E-$E…H+-$c)v#0O $G$EA4 #*I3)7<E46#9H4<E#-Q O ~un (uni )3 w ~ uni (~un )3 A N ×N k=1 w(xi ) ~un+1 ~un ~un+1 = (I − τ A)~un − τ (~un )3 .T<469H4<E#M#*&)+)i4<)(0L4E#-Q 1!(HQBl9A)+4#M$A@+29*(%!3+-)$&9*+.) '(*O .

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 ##.4YU@(jEt4+!3) c# !v?7& #*M.<L#-8K<.)#Mt)L3∈@ER#"×[\+):R9sE4+→) u(x.J $c4<)6$ q@9H)7+- )9H#%8 )3N t)  4 u     :  + < 4 7 )  H # r  p V @@#*#*. t) = f (x./E(0$$ #%1C)-!3@#"#g?- RO E4Y@#*#%E$@#*$ )2#B!O vX?7#"g9.  3+4<X!3#*3In[\+)9HE4+)$ c : (x.*).%$S@. ∂t ∂x  O #%9f6T9*+)!4Y@4<+-)r4)4<E46L# u(x.1Q}[a1 +-$E+}.%<#T<#&EVB./+# $R$E}. t) ∈ R ∂u ∂u 0 }. t) ∈ R × R → f (x.1Q}[1 (x.#oL)!3!3 #%?-R 4o)9H!+-L)))2$u#eJ Lu(x./S+3!!3L(*)$X4$E#*)7)0#"8K9*+L+g)#H)I3#R#%.        c       S" ^!#.'#M<E+-=a)+?)!3-#M9sE/4<[GQL9*9"+U+@))E#g#%<#*#* .& Y$ )&O .)1$RQ /59*1c+#%)$ )2&[ #--Q9H4<#TVwE(0$ +-!3@#M<+-@$@57# c= 9*+)$ @)-@#g#H f = 0 Q3{C)i#HhZ#H080 6T[\+)9H0 E4+) u !3(Hl)4<#M c = u(x.LLr.  #  &. t) + c(x. t) ∈ R !+))(%#Q-9&+-$@!U$S+@):4$)+7[ (%$L+-#%46$@$%)L83$X)79HD+#A)7WJ@(%4<E57)2+-=U#0<./[\+)9H4<#"E4+!3) # Ox 9@.+-1<Q7/31AL)7.Le):J U$ I3a# +E 0 82#*@)y#*. ∀t > 0. 0 }.   ./+)$A$R5-4)#j4Y@4#Be8:5-@+=#f. E  % #   @  % ( E $ * # 7 ) E  M # L  +W.1Q /51 P!#%$gE#%(0. t) ∈ R #H f : (x./f#%6)-/ 5-:xL#%)7$ XE4<6EB( 9H0 +-)L9HR#%)7)E. t) = w(x − c t) 0 })1Q 151 /‚J6      + + + 0 0 ./4<+-#*& )#"$ !3* +-#A4Y E@w+ : O x#*X∈R)#A→[\+-w(x) )9s@4<+-) ∈uR: (x.@':LLE@4=:++-) )i-t9sq@4Y[`)#H4<fE(!KJ !34<# 0Q+/?.TL. t) ∀x ∈ R.T5-::U$ E4+1X):!K$ J 0 )}. t) (x.1?-Q<}2 1A:0 }. 0) = w(x) ∀x ∈ R./.57E#%. t) ∈ R × R → c(x.

/ }%‚  3     .

    .

1]. . .'+1A46$ $ 4c4 <#BL)7$@9. . $@U@4$ [ L4< })1Q 71 0 #* })1Q7231 0 +59A4r+6/$c9H +O ):+-!3)4Y$S@4<E+-#%)iE4<(0)$ 4<#%E)746LE("# !L)#%$c$ &6B!3(Hl:l?)4<@#M#n})1 Q}A#g?. ./(*@0 457#M!KJ +. 1.T0 )2./AUL?-EEE44E+<#%) #  !3#B9.1Q 871 c0 t w(x) t>0 c0 > 0 u h>0 τ tn = nτ n = 0./Q7/38 1&$  a+Q 42)74  #H8UBRLol?-E#*.1Q 571 a+ 87#H XJ @+^I34<.1.j#%)7=E+^E#n#CI346):. j = unj + τ un+1 j  f (xj . t) x −1 0 1 c0 t − 1 c0 t c0 t + 1 X #R\W N\W& „@)$E:+- R!3# Lv@#*. j = 0. . tn ). .$E# 1Q}[9*1 #RE})#%1.#%$ 1$ SQ /&8ZE)#%4#f`E$L(0#%$./4<hZ:E(*+-+-@:E#*#%+7) $ 9*+-#%)$"#*$Al))+-)4#%#$%$FQKLam_+-+$E@++^g):I3$ 4<9H. . ±2./46L#  )0 #/}. Oxt unj ' u(xj . ±2. x ∈ [−1. t) = 0 ∂t ∂x ∀x ∈ R. ±2. ±1./E#1#* 8* O O 0 0 }. x 6∈ [−1./<#%#"$E4@R$n4 :!3#%L# E)7. ±2. u xj = jh j = tn O(h2 ) O(τ ) un+1 − unj unj+1 − unj−1 j + c(xj . ./$ 8 O #%9 Q [\4)7+-E)@9sR+2@!4<# +-O) #*4$E)4+)+):)9H$K+-$g)L)j)2y:# @$P+$E=L. . . ±1. . 0]. . . 0) u(x. ±1. +1].#HI3 046})9H1{C4<EQ 55)v#*1. t) + c0 (x. 1. tn ) = f (xj .U@4<+-)n4)4<E46L#&#%$ S!3(*l)4#& a+ })1Q 4F1 0 !3#v9*F#>9*$@9./Q<}2(H1 E80'0 +2}.!3@#f!#*3Iv#*)i#%$E9*# 0 1D#H&)v#%)vE#*. 2. . ±1.#TL[ LE44+@#) 8Z!3)8 #/+:6 $ !34<#T)$E6r4+-$E=3+E3#%)2E4+#") 8U!L4))!$E$S42# e57J #%}. '* (*. ./$ O 0 0 }. u0j = w(xj )  j = 0.  "$        un+1 j = 0.L'#f!3#gj[\+):9sE4+) !L):$S#M9*-$ $4 $4 $4 9AVT+6 $R4<+-E=#0$E$E$E#*# O +):Q $R5-#B9*+)!4Y@4<+-)>4<)4<E46L# #0$G&@@)$E:+- @(*#M#B<+-)?q!3#BWJ UI3# 8 O  ∂u ∂u (x.8_1V>Q 571CL $EE+E4n$S!6 B#%$ [\+-O E. ∀x ∈ R.)B!1#TQ /5-1&!3$K##*@#*g!3. tn ) − c(xj . 2.*Eg. 0) = w(x) ∀t > 0. ±1. ./#H#%hZ0 }))-#H1 0Q874F)1j+#%$ $D8 a+ a#*+)( $SE (% (%9*E4E# }.<'#%B(*. tn ) xj 0. u w    1−x   w(x) = 1+x     0 c0 x ∈ [0. w Ox w(x) = u(x. n = 0. . . ±2. u(x. . . tn ) unj+1 − unj−1 2h * unj  . ./E#"}. τ 2h j = 0. .

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 L?4)4<@#Q^F#0$9*+7#*ƒq9H4#*)7@$_!3#c|+-3N c = c0 f =0 c τ 0 (un − unj−1 ).L)!3#%$ +-)7 ci !#%(%$c$E)4<?-+).1Q<})151 i sin mh . * c0 τ 0 (u − u0j−1 ) 2h j+1 +∞   X c0 τ imh = αm eimjh 1 − (e − e−imh ) 2h m=−∞ 0 })1Q}}21 u1j = u0j − 0 }./I3#0#%$D)-k!(HeJ l))464<$RE(c4.1Q<}H/31 W9AJ (H+@$ :#O (*n@4Y8 l:n+)=$X0. ±1. 0 αm eimjh .$ x−3 x−2 x−1 0 x1 x2 x3 0 })1Q 651 !]S#g'+E#*46$ 46#B$E$E$++-): $_@#g. = +∞ X   c0 τ αm eimjh 1 − i sin mh . ./E#%<#*#H./4<+3!346#H57I3# # X α e .4<2. w(x) = 0 }. = unj − 2h j+1  w un+1 j +∞ m imx m=−∞ αm mX4$@57# αm xj = jh 1 = 2π 8)+-$RL@+):$D!+)9 u0j = w(jh) = +∞ X Z2π w(x)e−imx dx.L@#*)7) +-n)$ [\+* 46$D<#g-$E$@L?-#"!3# 0 })1Q}}21CV 0 })1Q})/31H8757FJ V   X c τ 1− u = α e 0 }.)7./. ±2.} 1Q 671S#H 0 })1Q}}21s82)+:$c+=3@#*)+-)$ m=−∞ j = 0. ./V/4<9*)7#g@#*57)#M)-`)+)$c#&9H+):4$@!3$ 4Y4@+4<):+-$c)ne4J )4!4<E#*46)7LE#4<l#*&V/$@$ $@# /S$ @(%(*E?-4#M4<!3.#*.#*. h m=−∞ +∞ n j m m=−∞ imjh 0 h n .jL)7=_E#0)$RU9H@+.8083)#*+)v:$c4Y@+(*=3. .    t h t3 t2 τ t1 x X #&RUWl-NeW : f] E4<#M!3#B!34<ha(%E#%)9H#0$Dl)4#%$%Q &# O #%)+):$RLi9*$c+54 9*+)$ @)7E#g#H QA9A+$R@+)$cL+.1Q<}0‚51 @6"4#*? .%#BE#c|#H+- 2πE4#*NWRa9*(*+@. {X)>3E4<46$@L)7 0 .[ 9*1.

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 3     .

  P#&9H+2 #Hƒq9*4<#%)-  j = 0. . ±1..±2.    "..

. ±1.$ #H (H@)7 $4 $4 #* $4 $4 n@#*6U@4<+-) 0 }.'(*. .1Q}*?1S:#%3&#*)9*+@#M$*J (%9*E4E# $E4 0 +)i!34Yf5-#f#B$@9. . tn ) ≤ 0. t ) j n (cnj )− =  0 * (cnj )+ (cnj )− c(xj . .$ <$B?.L4<$@E 5-4+0 )p}. tn ) = f (xj .2π]       "             " +* u w(x) c0 x x c0 unj−1 c0 unj c0  un+1 j  unj " unj+1    unj−1 un+1 − unj unj − unj−1 unj+1 − unj j + (cnj )+ + (cnj )− = f (xj . tn ) < 0. 1. tn ) τ h c(xj .$E57# @#*)! #*. 2./.   c(x .#&u# )2. . tn ) = f (xj . . c(xj ./3# E#g!3#%# $ X)(%?-U#H@ 4Y[GQ-wxa$EL#*v. P #&9*L69H:57#R)+-$ O #*)9+-J #0)$G$`g!3#R)[ .n=4<#%#Ar!3!3./  (*@465-#n57 FJ 4<` )#n[ L M$EEE+-3 -$c3E44$E#* :]S+.!3L#)!4<#%57))#i#*)7}qj$ !34 #<$B#*) #*j$ 4$M?.$D(H@=4<RO )i=a+)i$E9. n = 0.)U$R@9s!+@4<)#%+-$$M) 57a#q!3+-$E(*6>4Yl@)4Y9H[ 4$R+-#)+!3./$E+-+4<)3$BE4+:)+-#HjI9H9H#%O E #/. .$ WJ <4+-)3@l$f)574 0 #/!O i./#*)7AL+. h 0#dA$G4<j)$E$ 4WE8F@4<9H#0E$ #%./Q 25(*@1&457#0$GB#!3a+-#*)3)T(/!3+L) 9/#*}. ./$E# +3}. ±2.*@#[1X#H $4 s∈[0.L):!3#%$f+8 .TL#%)7#*g.#&'57(%.4<@L#R .+$E57.%# $X<+-@$C)1SUa@+ER#%:9*579*#-8-$E#*4  #%$  #*M57#-8F$ 4 #%$ g)(*?-LE4<[G8K4<C[ L4<#TE#*)4<B9*+. tn ) ≥ 0. − unj un+1 unj − unj−1 j + c(xj . c(xj .E14+Q ?)1 )2}. tn ) τ h c(xj ./. n j |u(x. t)| = |w(x − c0 t)| ≤ max |w(s)| ∀x ∈ R.$f$E1$EVvQ# 25)1sQ\+-9A!O +L#0):L$n$c<9H#B+-r)$E#*[\$G+-).j=Q E2#R+-9H)j+-. c(xj . tn ) < 0 c0 un+1 j unj+1 .# 14Q)174<1AE#046$G#*L&j# a$ +-+-<$E4Y@E4Y4[_+)y#H#%&$ B!!@@)$c)E+$G# NN $aE#*+-)$E$S4Y@!34Y[G#%83$ 4a[ L)4O (%<?-#fLEE#%4<[ )$C4<R+9*.'(*. τ h h j = 0. ∀t > 0. tn ).T)7.I31Q 17<O+71&$ #*#% 0 0 0 $@U@4$ [ L4<&!3+)9 c0 6= 0 |unj | m 6= kπ/h k = 0./30 E#!3# 0 L<4#*p!3# 1A#* a+&9%L69H#* QS9&+-$c@+a+-$E+)$c!3+-)9g<#   $E4 O L)7 *  0 }.L!34)$ E1s+-Qk=P. tn ) > 0.*>.4616!3 Q (*?@1 +4<E):0 #0}.1.1Q<}%71 a!3(*+l) 46$R 8 #%$r9H+2#Hƒq9H4#*)7./L+46)7$fE$E@9.n#%$ A!3(%9*#*)7E@(g#*)iL@E4.      r 1+ #%$ _)T)+. tn ) > 0 un+1 − unj unj+1 − unj j + c(xj .T(%E4657# =a+. ±2.*E. t ) j n (cnj )+ =  0   c(x ./E]S(%# +#g):0VT$ }. ±1. ./+3!3<#*I3##  1−c0" τ h−1isin mh  !"        m "# # 2 c τ 0 sin mh .

       .

 .

/=4<4<#*E./v)#n9H#%L)7)E@<(13QE$E9&#g+-!#j$g$G+.#*@5(*\]# UJEKL BD\J>ML U:=E @=ACL 0 AV :=EKE JNCN JRZJE6L >ML P NQJ Q PT9H+ ):!34Y@+-4<n+-)v!#g$`$ $E@4<.#%$E')-4M(*@#*.1$fQ<}%E7#%./J #A=:!3+-#R@!@@#*@+))$ a$D+E- $c0 4})9*14eQQ }[1 0 })1Q7/31 0 PLIZ8-PUI2N y#%)!3@+Lh_8$@L3@#HN€.1   1 c(xj .D$ #*I3Q<46f9H4<LE)# $F<4#X:a9%#*@$K.$@5-#f6/9H+-)!34<E4+) * un+1 j unj 1−c0 τ h−1 (1−e−imh ) c = c0 f =0 c0 > 0 m 1−c0 τ h−1 (eimh −1) m c0 < 0 τ 1 ≤ h |c0 | #0+5$G4 A$@U)F@J 4#%$ $ [ DL4<:E#-Qa$R]S9H+-#HE)E$ #B@L9*)7+D)!3#H&4<E$4+4K)i)+#0$GA$D3@4<:4#%$E<+(%):# $c <#g$E9./+54 #HR!3#"9%L6#*9H #*D#HI38%)46+9H4<E$F#*.L$"4@57#gVu#/9H#*#T9*#B+25-#Hƒq#M9H4)#*+)7B$"!K J OL./#%1c)-D57<#R#M)E++-:=$c<./(*@465-#HN .'>+-U4G$E\4$ARZ!3P #nJ]$E_ +ENEA#  UACL aJ./#S'L@./#HE+4<j.T+-3E+-)F8  ./:+-#% )-D+-<)#0$$ [O$@9./L4<+6.L=3=@O #*4)4Y@+-(j)$$g4./$E49./'(%#%./57#%)-#T+ V ) 3E@#uQ !3f#0L$ )$g<##%9*.1Q<}H231 {XV ) 9H#u./QdA+)4<):4657$ 4k#`$ +-#%)>$ P.'(*.T./4<E#-:QU+-E9&#%+- $B!3!3# 4O @+@+))7$BA57b*E# @#jNQJ 9.T(*?7+3L!37V <#B#0$G&<$A:#*E4<"+->(*?-$ F4 V>} 4)!3#H(%:#%)!.%)F. tn ) + |c(xj ./+-)$c4Y!3l:(G9%z UV/@4<[ +-)y4Y@#B!3#/a+6O &# N 4$E.57U@#4576o#-89H+-#B)!34<E$"4+$) :UE})461LQ })251g#*$ "+-4Y#jj$@U-@$R4$ E[ #%L.$E!K57J L# 3@E#0$k$@?9./1g:@+-+3E!3#% 4</V $g) a./4$ #*E#c)7A=4#*+)/. tn )| 2   1 (cnj )− = c(xj .   0 +)>!34<A57#M<#M$@9. tn )| .$ $g9*+)7E..T#%$ &!3(%9*#*)7E@(g#*)> O L)71HQ R#*.4<'@(%#M. tn ) − |c(xj ./j!3(%Vc9*#*)7LEE@E( 4P0 !3}. 9  ' +  Q A d < 4 : ) $ W 4  8 E $ C 4  ) +   g $  l 3 I  + : ) M $ <  u #     B $ E $   L  E  6 4 L   O :}. 2 (cnj )+ = P #f<#%$@9./#%)-g!3# 1 0 +./)-@-# $_!3#R!34YhZ(*@#*):9H#%$l)4<O #0$_:+-_E(0$ +-!3@#S)2.*4 ./( #%0 )-})1Q})231X` #%$       F 8  )  +   n $ 3 ! #  +  ) M $ .j#*I3<469H4<E#M!3(09H#%Q)-f@EL( )$&})1<#BQ}*9%?1s$ 8 0 69H+-)!34<E4+)i!3#B$ @L=4<4Y@(M!3# O 4#*)7 0 }.)7)   40 )!3(*wxl3)#*I34.'(*.57L44DE#-8:?#.@57+-)$D#*)9*+@#g57# /}.#01$ Q}*?L1k#*#%$ .'@$ (%.

sup |c(x.    %  "     c τ ≤ h 1 . t)| x∈R.t>0 h    .

    & # τ   ".

t) − c (x. t)| |unj | n  . ∀t > 0. ∂t ∂x 0 u(0.!+∈)1])[0. #H ∂u (x. O c )#g[\+)9HE4+) u : (x. t) ∈ R @#*<#B57# ∂ u ∂ u 0 }. t) = f (x. t) = u(1. 1[. u(x. t) ∀x ∈]0.(x. t) ∈ [0.  ##.  =  ) X $ <  " #   @   +  =   * .   .L)7∈Dt)[0. t) ∈ R #[\*+-/)$E9s3+@+4<4<+-4< )w$%fQ-:{`: x.  Y  &.  ##./#A!3#&E@+ #*  ) + j .  )#r[\+):9sE4+) 9H+)7@4<)2!3#*#vI !3+L)3)@E(*#0#$ 8 × R → f (x. 0) = v(x) ∀x ∈]0. t) = 0 ∀t > 0.      % &    h>0 τ h/ sup |c(x.   S" ^!#.   .(A→1])qw(x) * #  ∈@#&Ra+-$E4Y@v4Y[ : 87x)+-∈$C [0. 1] × R → u(x. 1[.}.. 0) = w(x) 0 })1Q}..851   + + 2 2 2 2 2 ∂t .a+-1]$E+→ v(x) ∈ R.11Q<Q<})}554F11 (x.

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L)7E# (H@)7c4)!3(%:#%)!)-@#B!3# #* Q  ./#Q 8)+-$&+-=3E#%)+)$A=4#*)>#j@(%$EY.T:$*QS9A+$ca+-$E+):$ !@3#*+-F)579 # 8 0 !38#Ma+$E+E 0 E#f5-#"#g$c!KJ #%$E83#*&9*)# +$A!3(*9.$@UU@4I3$ 4[ .1Q7/K571 }. 2.$ $E4 0 }. $E+4<%83#%)vE4<46$E)7 0 }.T/39HQ7#%+mC)7): !34Y$S@4<+-)E(09H]D46$|_8 (% .DU+'Y(%g. λ ≤ 1.Q7+-/L')743#*E1_f@#*#%)2g$ D5-. 1 − cos mh m = 1. . . 2 [`a+4Y*@V#+87).l'+)464Z$ 46$@$ +-)$D)i#*)7E4#* #*vWJ #*@E#% .. .L=44Y@(jL))+)9*(j!L):$  −1 ≤ 1 − λ(1 − cos mπh) ≤ 1.1Q /*4F1X#*)i@#*))7 $A!3#gE#%.41=Q 8F</J#T55!31 #T0 @}.1Q 1*231+* 0 })1Q 1J651 #0X$GJ &4)$@(*U?7EL46$4Y[ @L(T4<E!#M#Ta!3+@+&4<E#/3@!)-)&$ 570 }. ./wx. λ≤ 2 2 λ = τ c /h  2 ./!F(*J #n+-@@4$E57!34k@6# #%v.T+319. . m = 1.'(%.$f$@U@4$ [ L4<E#-QKCJ 4<)(%?-<4<E(/!3#T?-L:9.'# 0 })1Q -‚71 9*#g574P#%$ &<#M9*-$R$ 4 )mC+E4@$@#f57E#'(%+@.# 1Q 1L651A#%$ "@+UzG+-. .UA!3#T$G.*.-<#f$fFE$Ea9.$@L$ # #g$@U@4$ [ L4< Q 9A+$r9*L69H<+-)$q#%)$ 4Y@# #%$ O <#%.1Q }21 6/9H+):$G./+U1#%)v!i$@9./_(*#0@$G4$ g57:# +7$E0 $E}./#*#0)7$GM%87$@)U+E46:$ $N 8 Or.-NeM)W)2 @#*. ./ }. 2.

. ∀x ∈ Ω./. 5+ 4 #Ta+4)7 Q 24 r 0# $G)qU@) @#*)<+#%. x2 ) c x1 x2 * u : (x.N C  M N   Ω R2 ∂Ω Ω = Ω ∪ ∂Ω f : (x. . t) = f (x. 0) = v(x) ∂t ∀x ∈ Ω. T )| ≤ Ch .%E# #Hn$E+4< T >0 u(x.  ##.11QQ *15/311 0 #H 0 })1Q 71 v : x ∈ Ω → v(x) ∈ R. w : x ∈ Ω → w(x) ∈ R.. M N h = 1/(N + 1) M uM 1 ./+):)+7($E8C)7)E+#%$ $a+-#H$E +):$/<#>)+@+$f=)<+. ∀x ∈ ∂Ω. 0) = w(x) (x. h → 0. j=1. .TE#*#>@+!3):# $ @E+- O #% @#*P57# 0 }.%. t) ∈ R. . . uN h 2 max |uM j − u(xj . .}. ∀t > 0. ..   * -.T=#%E)7#iMa!+-#*3$E4YI @4Y[M9*+!3. t) = 0 ∂u u(x.. ∀t > 0. 1. t) ∂t2 u(x. T ) 0 < x < 1 M τ = T /M tn = nτ (N + 1)cT ≤ M h ≥ τc n = 0. . x∈Ω x = (x1 .. S" ^OY Y.j.46$DL4[\)+#q):9saE+4+12):?$R+9H):+L)7C@4<!3)2# #0$ 8!3#q[\E+-)-@4<. . t) − c2 ∆u(x.    .O Y Q "+)2)+-+4Y)$ NW)+) $S!E+@+. . t) ∈ Ω × R+ → f (x. t) ∈ R ∂2u (x. t) ∈ Ω × R+ → u(x.

/ 4$EQF#cVAv)/!(H9.j-$R=.1Q 231      .%$"WJ  +4A#* !3(H[\+-E.$L)0 #"}./#B#%9*.1Q /31 })1Q L171 })1Q 71T:Lu6 _ m +   r  3 ! 6 4 @ $ H 9 @  H ( E  6 4 E $ * # ./#*)7u#%$u(%57U@4<+-)$ }./:U#%.T#%#%.E1#0$EQ -$E#B71`4)!4Y(%@9H4@4<O#T#*!3)7# !@4<(H+-[\) +@+5./4<+-0 ./9*#j(*[E'4<+3@#!38a#)!3+-#0$"$A(%.(0U9H@4<l:4<+-57) #A#*#*EcE46!9*#A0 <6#MM4E)#%4<)E46$EL4<0 +-#n)u!3!3#n#fqj0 .!3# !344=@+.L#)#j#uL9*-@$ .':(%+-#S4<)7#%)T $E+)n=:+-@#H! jVvWJ#H4C)$ $ @+-)-.6u-!$E(H$E[\#"+$E@:.%O )E#B!L)7C!3@+^#SI364Y N .1(*6Q $/3E1 46570 })#1QQ L]S15+1 ):$ 0 46})!31(*Q @+?):1q$X.! 0 }.j#%)>=E#D@!3#*./46$#*#%.T)o#/@#%!$  )$f0 v$ #09s@4<0 +-) }}-Q<}-Q:m_+- 8#* &@#*))+)-$cA4Vq)7Ee(%J #%?$E@+)9*$D# R40)-L@EE+3E4!3#M9H4Yg+.4oU)@4<++-:)F$AQ\9&+9.57L)L#BE4+>)$:+-})4<)71 Q */51 #*"})V/1Q WLJ 417)1 $ @})L1)7Q ?1s$@8 U@4(H$ .n)-=>.T+-E#%#q..L9./)+3#"!3(*./#g#!L<):#0$S$ O#f4<=./#M!)$ O r$ELE46L#*./ }.[\'+@.*#HLEEE#B4+./)#g$&#*q) $E#%}-9H}EQ7423+1x)pN }}-}}QQ65}1H8Q*$%9AJ +))2$&+=3)7@"#*)$ +-&)$ <#j* =:+-@! 0 0 ?-@-! ?.T.L)#">E#H#%I3)#*!3..!3L#M)6#MT$E9*#f+E.j57=.#%9H # @4O 9%#*LEE#T469*!#  9.6 P!FJ#%$i)#f(05-.LL))#j#Q-LP4)#%$E$S4k(*57?7L#B4Y@6(% $ 0 4<}./<E#*4)7@<$f4+l):)$ 4$%8Z}.L)7)7cE!#-LQ )$R9*#g9%$D&!3#%$cO @+:L?-LE4+)$S!KJ +)!3O #0$R9H+-.U)u@4<+-')+$N @!4 #q*+!3)7#*.)L$E 4<E( 8UU .jE4+=):.[ LL)74<A_L)n+./(*a4<#*.)$*+83./!L..j==.T.O 'E+-+-))$B$"#%u)9H.n<(%.1)Q +/3$f1R:@L+3A9H(0)!3#j+)[\$f+-)9H9s+-@.n#%$k=(%./(%#9*QZ+@FE#%#0$O$ a+4<=):@!yLEV>4+6)>$f$E!34Y@#jU6 N .j./)F8U#*.TUT@!34<+-#S) [\+.

.

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Ox1 x2 f (x.nF9s@4=)4<4<+-!3):)(%L$q:46$ #%}-+-)})!Q$&}qL)74<#H)@i#%(%$FL})!34/@#Q #%1$gQ./#u9*#)+$n#*$Ee)J+ )79H +-+-))$j$ 46[\!3!+)(%(Gz@9HV>E)-4+[ ")4YE$K/+-34!)EL(%#0):$"$j4<@#%#*#%$M. t) · ϕ(x)dx (x./$/9*#*$E+)7#%. . Ω E$3+4 ):8`$"9H+WJ ./#%$E. t)ϕ(x)dx + c ∂t2 Z ZΩ = f (x. t)ϕ(x)dx ∀t > 0. t) ∂Ω x x∈Ω t t c f ≡0 v ≡0 ϕ : x ∈ Ω → ϕ(x) ∈ R V ∂Ω ZZ ZZ −−→ −−→ ∂ 2u 2 u(x.

j = 1. .$@$ # !#B9H+2#Hƒq9H4#*)7.$ i=1 i=1 Ω = ZZ f (x. . N N X u ¨i (t) ZZ ϕi (x)ϕj (x)dx + c 2 N X ui (t) ZZ ?. . t)ϕj (x)dx./6…H+-)$ QS9&:+-L $c+=3@!#*)+-))$ $ 0 })* 1Q *251A#*n9. . . .UE@469H#A!3#".'+-4$E4$@$E+)$ga+B[\+)9HE4+)$g@#%$  i=1  u uh ϕ = ϕj j = 1. ∀t > 0./LE4+)v!3# !3(HO l:)4<#M:L Ω ϕ1 .! −−→ ϕi (x) · ?. ϕ2 . . i. . &#*. . Ω Mji = ZZ Ω ϕi (x)ϕj (x)dx. N. . t) = N X ui (t)ϕi (x) ∀x ∈ Ω.!328H#%)+-$"4Y+- [\+-$F)9*9s+@W)4<J +-$ E)3@$N 4<N E+^I34. . .! −−→ ϕj (x)dx 0 })1Q L571 &E4<46$E+)$DVM)+- O #0L/<#0$C)+@LE4+)$S!3#&6B$ #09s@4<+-)>})/3Q 1Q 2+4< M 6M. N. 8 . . Ω j = 1. . . ϕ N Vh N V ϕi uh u uh (x. .

L/ /L‚  3     .

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#H Ω f~(t) N u1 (t)./@+#%):)-$ V)2>0 ).# 85-R1s. t g˙ x (t) + gx (t)./465-(HE#B'+2!3!#jO #o$E+$ E+-E4Y#Mq57#*I2#B<646/9H4<.Q 24F )+-!3(%$ 9*E4<+-E#r+!)L$%)8$j9H+- . .$g(%9*E4E#/#%$jE#%LE4+)$ 0 }.1Q L571g$ +-$f[\+@.E#%LEaE4++6)L$D)7@!3$P#%L$A39HIg+):) !3M4Y@4<!+-$)$c!3#C4)64Yc@4E@<46#0L$ )?-LE4#*+ ) 1sQH8:9&E+#0$:a$F#%39H@E4<4 O 4$E#*#*. . ./@(%a$ +-$@L)7E#0$v<#0$>9H+2#Hƒq9H4#*)7. g¨x (t) =   ∂u ∂u gx (t).E4+))$R4!3#%)74. t) t > 0 . .1Q 2}[1 Ω ¨(t) + c2 A~u(t) = f~(t).$$ +-)7D@#H#* 6$&57+-)-#go<#0a$&+57oL)79H@+4Y.TO :$ #%$ R!+))(%#ML #H0 &)+$R O +)$D&!3(Hl)4Y@4<+-) 0 }.5-#n}H/3Q}[1sQ    S" ^O #. N. . i. .O @+$@)$E$T# 3@4<$E4$E+#*4< !346L?-+)<# 0 RZP2>>)N < R ` ACE  8 O +4RL$@$ 4K6TE#%. ./$ 8 !#%$@9H8:@4</3@@4<@+-L)rzG#%69HLE?-+@4@)#f?'40#*+)./ (H@})'1+3Q !343#r1 !3#a}. j = 1. ./6>#*)7. t . gx (0) = x. . ./$AL#C#%@$F+^I34)74<. . ./+(* @O 46#%5-L #*.19&Q *. O& # $ )&O  Y%*  M&'. t .%. ∂x ∂t u(x./$ . . ./@#>(*@.T#09s#ME4)++) $R6Q7W4vJ  a++):$Dj[ @L(%4<$E"+!L!3):@#$ 6 )#B$ #0./$%8)+:$c+=3@#*)+-)$ 0 }. . ./9sE(H4E+') +2!#j@(%!K9*(%J 4<!3)70 #%E)7(%?E#.U8C@574<+-0)r#>)29*#H .)79H.T#%$ #T!34<ha(%E#%)-@4<#%P#0$Gg!3 !3#%3I34<. . N.%. ~u˙ (0) = ~v . t)ϕj (x)dx. .!3@#8)+-$A!# O +-)$ALzG+3@#*&#%$ #H })1Q L851 0 P#%$ N O #09sE57#%4F. . t > 0.L./#u!KJ ) $E12$ E. $E!3#iA626q!3:L@+7E+E$4<46E+-9H#j)$FE#>(%57#*$<#v#C# W@J +-E+-)M L#H4<fLP)7$Eq)B)L9H$&~+-4)7)7:EE4+-#*)74<.T#n+. .$ #* #H $E+4L#*)7#H&I3!3#*#%. . ~u(t) <# N O #%9HE#%"!3# N @A9 #*+)7E4$M#*Wa8+V/ $EO  +O ):+$B4+L* +. uN (t) f1 (t).%. M ~u ~u(0) = w ~ N v1 .11QQ7L2L‚76711 0 {C)>!3(%E4 O L)7 0 })1Q L651XR@:+- &u@#*./E#*@q#*#B)Vy#*$E4+<W#0J )4<$*))Q($ #%9&@-+!3)7E#X +-)L$ EE469H#%!3$%#08H6@$E (*9*EO 44<3E @#%@4<$@4<+-#0$E) #$ #%< (%@E449*#*))#g#[$E1H#fQ E2@4k+) +:)-$AR!3#%(0) $ O 4?)+-)$RLr E#%. . ~v w 1 .L)4#[E1H#B82!3#n<+-@ $ $@ O 4<E#0$E$E#MLrE#%.}. j = 1. A Aji = ZZ −−→ ϕi (x) · −−→ ϕj (x)dx. . vN w ~ ∀t > 0./E#-L8CE)@4+9*:#B$!3!3#B# O ./#q!34YhZ(HN 0 })1Q 431 mC9*+)4!3$@574<E4#n+):9*$c#j4<$)134<E$ 46EL. wN N X wj ϕj (x) j=1 N X vj ϕj (x) j=1 w(x) v(x) Th  M  Ox x ∈ R x = gx (t) t > 0 x=x t=0 t>0 g˙ x (t)  g˙ x (t) = u gx (t). fN (t) ZZ fj (t) = f (x. .

*.4L+?-) 4$@$E}.11QQ 2J2*554F11 0 +564 Q 71`!/E'#%(%$+j@.E1E46Q 9H*651H#%83$Ke)PJ (%J 574)7EL#*E.$ #T1+-Q)!2L$C#231f9H]D+-a)#*)39.):19sQ7E2K417+1S) zG$ E4<l#*)7/eJ (H@!3#r1+! * @+8=@E.1Q72J/51 0 }. <O +.T$R# #%)7#T0 %}.Q1E2Q +-2L7=1:.%#%.T)./ #u#%!3&#q)E./)p# )6+-Q7/3.%./(-.}./0+7}.#*1)7Q K2}[1S$K$*J#%(%)79*EE@4<#` #** <#0$*8HWJ 9*9*(*(*.1Q72K171 P4)#%$n(%{C(%4<@@57L#M)7L$gE4!34 +O +)L)$)7) 0(*}.#B0 1Q 2L)a/3#B#*1 [\( +0 }.*.#BL[\)+$E):9H+-E 4n+) )+!3) # !#*3I O E46L=<#0$ E#%<#M5-# O 0 })1Q72U?1 0 })1Q72J251 @#*PEM#u.L/ /3} mX{X)>4$@357E4<#C46$@L#%)7$K :L}.*./$n#&!39*(%4YNx9*!3E4#%O $@+-$E)$$ O @#*P57# O O 0 0 }.j8=<#&@#uE!3+-+-=)<). /'2@1 E#c@(%$$E#0)#*9s)7#&0EQ($E#%+6jQ<3}2!3@1&#%4<$T+-$E) !34 4<ƒq)79H1 <*aE(0E!3$n@/+57 @#r#*+ =)+.*+-.0E$`(0=@$ +@+-4<= .U@4<+-) #%$ P)2<#-Q 0 0 0 }.

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∀x ∈ R. t) ∈ R ∂u ∂u (x. t) = 0 ∂t ∂x u(x.L)7E# {X)>3E4<46$@L)7 0 }. 0 }.      %      g¨x (t)   ∂u  ∂u gx (t).E1@Q (n2L23571s83#T<$ +-4 @$ #0$Gg)#j[\+)9HE4+)y$E3ƒq$@L.1Q72K871s83)+-$R O +-)$ γ(t) ˙ = 0. t + β(t). t . t .1Q72L431s8 9H+):$G. u(x. 0) = w(x) ∀t > 0. 0). t β(t) = w(x)t + x ∀t > 0.1Q 2J851 $E+4<%8#*)v4<)7E(%?. t = u β(0).1Q 2L231X#H 0 }. t = w(x) ∀x ∈ R.   = u β(t). t > 0. +  % t > 0.} 1Q 2*4F1 0 })1Q72K651 9A57+4$E$gLE46O $G+[ )4Y$" !3})+1)Q79j2U?.*@# 0 0 0 })1Q 5‚71 ˙ β(t) = γ(t) = w(x) 0 ∀t > 0. t gx (t). t = 0. t + u gx (t). t u β(t). t) (x. ∀t > 0. t ./1 +)7}. 0 = u(x. ∀t > 0./. t) + u(x. t) ∈ R × R+ → u(x.   ∂u  ∂u β(t).1Q 2J551S#H 0 }. ./3E#fE#%)2i!# 0 }. ∂x ∂t γ(t) ˙ = u #*&L&9*+)$E(%57#%)7%89H+-.L)7&!3# V #H&#%)vE4<46$E)7 0 . ∂t ∂x  u gx (0). u(x. β(0) = x x ∈ R u β  γ(t) = u β(t)./#*)7"@(*?-<4. 0 γ(t) = = u(x. t)  u w(x)t + x.   '#   w : x ∈ R → w(x) ∈ R u : (x. t) β : t ∈ R+ → β(t) ∈ R  ˙ β(t) = u β(t). 0) = w(x) ∀x ∈ R.

L/ /J/  3     .

    .

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/$@$E. t)| ≤ sup |w(x)|. #*&)+:$R O +):$D!+)9g!3(%. u(xj . 1. j j∈Z j∈Z c0 τ ≤ h x ≤ 0 w(x) = 0 h x>0 c0 = 2 h = τ w(x) = 1 c0 τ > n = 1. unj n = 0. .1Q 5*/31sQ /}.Qe19&Q ?+-1 $M}) 1O Q723+-1g)$ #0$GO n !L+ ))!3(%(*#q=3j !3#})9H1#Q 159.1H'QFm`L4Yn@E#/9*+57)$E(%#/57i#%)7$E+%8P3$EE4S4+6)o#H9*I+)-9s!3E4<#/E4+!3)p4)@4<E+46=L. 2.4<$X#%)i+-)v( T4!L#*. 3.1Q 151H83+)i8LT+=0 . . τ h n c0 τ ≤ n+1 uj j∈ j∈Z unj h Z sup |un+1 | ≤ sup |unj |. |un+1 j α≥0 1−α ≥0 |un+1 | ≤ (1 − α)|unj | + α|unj−1 | j ≤ (1 − α) sup |unk | + α sup |unk | k∈Z k∈Z = sup |unk |. x∈R x∈R .*# .T+-)7E@( 0 }. tn ) un+1 − unj unj − unj−1 j + c0 = 0. 4 unn = 2n un+1 = (1 − α)unj + αunj−1 . t) ≥ 0 ∀x ∈ R ∀t ≥ 0 sup |u(x. ./4 #*)7 8 8 Q nJ 3E@# O 0 k∈Z w w(x) ≥ 0 ∀x ∈ R u(x. 2. j α = c0 τ /h c0 τ ≤ h unj−1 c0 α 1−α ≥ 0 unj un+1 j unj un+1 j j∈Z | ≤ |1 − α||unj | + |α||unj−1 |./# $:@0 UL@E4%$ 8[ LVT4<0  @4<R!3# 8 }.

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1. wN uj = wj = u(xj ).#*I3 -9s}%@#"Q7!3231HrQ0E&+-9H=+-. N. ε j = 1.'(*. x1 . 0 *} Q 71S$%J (09H@4Y 0 }*:Q 251 αj = α ∈ [0.*). . 0 }*:Q 251S#H&)+-$R O +-)$ dA}*4<)Q$E}[4W1F879H++ . 0 c0 1 − exp ε α 24P)+$R9. . 2 2 γ (eγ/2 − e−γ/2 )2 α= . .$ $ELE46$G[\+-)7c#M$E9. . . .   2wj − wj−1 − wj+1 + γ α(wj − wj−1 ) + (1 − α)(wj+1 − wj ) f0 h2 f 0 γh = . . .+')q(*. γ= }*:Q 571 0 !3# 0 }*:Q<}21R#0$Gg!3+))(*#j:L 0 }*:Q /51 0 }%Q 4F1 j = 0. . .'+46$ 46$E$E+):$ @#*P57# <+-@$D)+-$R O +-)$  (1 + γα)(2 − e−γ − eγ ) + γ(eγ − 1) = 0.*@#g$ 4 O L)7E#. 1] j = 1.}*$ Q 851C#%$ c$@U@4$ [ L#%4<9`E#-6&87$E<++-@3$XE4+n)B$ +-!<nE$@49. N   2uj − uj+1 − uj−1 + γ α(uj − uj−1 ) + (1 − α)(uj+1 − uj ) = h2 f 0 . . .* = w1 .L)O 4./#*)7A57#   2wj − wj−1 − wj+1 + γ α(wj − wj−1 ) + (1 − α)(wj+1 − wj )    −γ γ γ (1 + γα)(2 − e − e ) + γ(e − 1) ejγ f0  c  = + γh . . . N. x N 1 − eγ 1 − −γ γ (2 − e − e ) γ 1 1 1 1 − eγ − e−γ + (e−γ − eγ ) 1 2 2 2 = − −γ γ 2−e −e γ 1 1 1 eγ − e−γ − = + 2 2 eγ + e−γ − 2 γ 1 1 (eγ/2 + e−γ/2 )(eγ/2 − e−γ/2 ) 1 = + − . . ./#g#*)9*+@#g!#f6/. . N + 1. . ./!34<# N 0 @0 4<+-) 0 }*Q 851D$%J #*I3E4.'(*. +54r)+-$R O +-)$D)+L@( #*nJA$ 34KE)@+-#j:$cLaE+-%8$E+))+$ $f$E O +)$A5-8#j)6+-u$E$R+ 3O E+-4)+$) u0 = uN +1 = 0. . .   Q fL):$D9*#f9%$%8-#M$E9. wj = jh − 0 c0 1 − exp ε 9A+$ O (*@4Yl+-)$S[ 9*4<#*.W)$@5-9*4!3#&#SeJL(*3?7IgL:4Y@+-( 4<)70 . . c0 ε 0 }*Q 851 fL)$R9*#B9*-$c<#0$ O <#%. c0 h. ε u(x) wj = u(xj )   f0  1 − exp(jγ)  c  .  j = 1. .

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/9H+-+3)-!3@(*#*)24$Ei#q!L)j$&#*<I2#B#%!3.%$g+./E4<+3)79*@(%#*!3)#%j)-R!3#q9H+-[ . .':L#*n#%$ T. ./4<E#A4+9*$E)#A+$c. . . t) ∈ Ω × R+ → ~c(x.T# #g~c·−?@−. .c+ <=#0E $X#*A[\)+-m"4<)T]T9s@8_4<)+-4<#iR)$XL$E3Eƒ/#%$ ET&+^I39H!3+-4#v.$@L $ )7#g #* 46Qk!3f#T(x. ϕ N u1 (t).EU4#f+E)46)57+:#*$XTnW9HJ (% +-<(%. .$q0 }!3}-#oQ<}H236 1H8LEU@ƒ46L))#%?-$X$ LES4+9./+-./# 0 }*Q7/U?1f9H+W)9*4!3# O #%9T<# . t)ϕj (x)dx.j=@E+#M=a. 0) = w(x) ∀x ∈ Ω.T#%)7@$cl)4$"9H+):$ 46$G@#jV!30 (09H+. Ω Ω j = 1.j9s@4<+-6U)@$ 4<+-)i[ L4=#j9H+-E@#%$ N i=1 ϕ1 .P'#uL#*@&+=!<L.9H+)):4Yt)@!3(v@9s!#*@#r4<=@$E4<(%$E4Y@#*(g[ )7-@E9H#j'#v#%LLE.→=:! +-u<46Q57"#")E./.TL. u(x./. . t) = N X ui (t)ϕi (x). .<#uL4)) # Ω VT!3#rQKWJ P4)r$ 46@$E?L$@. uN (t) N X u˙ i (t) i=1 ZZ ϕi (x)ϕj (x)dx + ε N X i=1 ui (t) ZZ ?-@-! −−→ ϕi (x) · ?-@-! −−→ ϕj (x)dx ? .9./(HE'+2!# !3#0$&(%<(%. . +54@+∆=<.!'L#*):S$&<#06/$C[\[\+-+)@./$E4Y#/@4Y[ !3# ~c : (x. . .T$R# 0) }*::Q /L47!1f#j.'57#c@E46L)?# !3#&6gE@46L)?-LE4+)F8g[\+-)9s@4<+-) ?-@-! + Ω N X i=1 Ω ZZ  ZZ  −−→ ui (t) ~c(x./+3!3(*46$ (%#rn#rE#*@. ϕ #%$ [\+-)#%9s) @4<+-)) $C!3!3#0#&$q=:) M$E#c!!(H$ql4))-4@#%(*$X@4<#%L . . t) ∈ R2 w : x ∈ Ω → w(x) ∈ R u : (x./+ .+l:'L(%T)7.T+.4L).+-U@L#*?7UBE64L+)v-!39H#M4#*6)FQP9.#0'$G# #*g. .)7LL ):):9Ht!3#u8 #*ε: $@LTju(x.T$GT#M!3eJ #M+a(*E.$*8Z)+-$f@:#*+78<#B$ +-)>57)$f)# +<#/..LL')746+-$EE4#-$E)7Q74c P!3#A#0$&@9H++-=). t) − ε∆u(x./-…H././.(%E4!L<4646#*$E$j)7E#%)7#-)  Q O 2+-4Yj!+)9 T )#/E@4)?6U@4<+-)y!3# Ω #*)E@46L)?-<#0$ K ∈ T Q 2+-4Y ϕ . t) = 0 ∀x ∈ ∂Ω ∀t > 0. t) ∈ Ω × R+ → u(x.L)!L. . t) + ~c(x. N K ϕj ϕj + βK ~c(QK ) · −−→ ϕj . 0 }*:Q /L71 u(x. t) · u(x.46$Aa57+6u4#)78 E ~#*c(x.*+-.%. t) ∈ R ε ?-@-! −−→ ∂u (x.! 0 }*Q7/J251 a57+4Fn(H@("[ 4YA!L)$D6T0 $ $E#%n9HE9H4#u+)y:+-})4</3)7Q %158k1HQ%4D$"$E:3(%ƒ/E+-n)!3$D#r./-…H+-)$*8-$ D9. t) ∂t = f (x.%46L)[\+#A#%):$R!39s+-E44<)+)9A):$E4F$RVB57E9./.T+-#M)p!4!3#%))7$DE46/5-$E#u#%9HVoE4+9H) # @#%@$ (% 9*(%!3#%)7E#& #*XE#%.*.$ML4<E#q(M9*!-L$M):+3$c4 /c $E≡#%9s@04<+-8F) #})/3@Q 1+=Q .   Q ".')~#H57 #D*(*E@@+46L)L?-<I~# KL∈E@#%T$8) O ML:6L!)7$* Q 1A)#v!4$@9H@(H@4$@U@4<+-) $G./a+-$E#*&6$E+3E4+)o0 @+29. ϕ N uh (x. a#*$@Uf+@)Vq4$![ 9.! $E#%9H%QR})/Q 171M#%) #%$E-9H#i!3# }*:Q /L71M:LTy./4<E#M./# −ε∆ux<+-@$T57#vy9H+t) O #%9s@4<+-) WJ #0$G/L #/@+E=#%E<. . t) ∀x ∈ Ω.UV $E@ eJ EO 4#T)4Y@$G!3#%./#%$C)7#v[ @L!$j4<L&l)!)$nL46$n)6 $S!3#6$En#%9s0 $E@}%#%4<+-9HQ7E) /U4?+}))u1g/#*Q 1) E8P(09H. . .%).!9H#H## 6y9./a#Ht)(*T.'(*# !L):$Rq=$E# h h 1 N h uh ϕ1 . .T). t) · ϕi (x) ϕj (x)dx = f (x. . ∀t > 0.  !3t)4<aha+:/4$)74$E++) x.%#0./) +3!3m_$E4<9. . .*!3.

! ?-@-! ?.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.! 0 }*:Q /J551 a!4+.j$E=4@#MLa)7E+-#$E4Y@* 4Y[CV O ?.! ?.*E@#B!3# #HA$E+QD4< mk+-rE+r@E46L)?-<# !3# E@4)?LE4+)F8S)+L@+)$ #       .! ?-@-! ?./E4<@N€46!L4)$@9H?-@<(H# @4$@U@#*4<A+-)u+34 $ :UE46L#%$ # & &)>m )] +-.T .

}* :Q /LA71Dm"$] #%@a/+!3+-/))6o(M@(%$E&+3)E4#B+)p!4$@)29H@./)4<6+-L. ./$ E#ni#*!K)J {C$E4<E#*#jVuE(*!E4@$@+9H?@.. .I '#*).'+-$E+)>:Lf#HI3#*.j'+-=)E#0$c$B@)(*#g#*6[\$n+-)#H9sT@4<$E+-+) 4< $@UE46$ [ L46$E)-     %   % " γK = |~c(QK )| ".(H@!4$E#j#* + 0 }%]SQ7.%9.}*! O :Q 0 /J{C551HQ #*gE(*E@+?-@-!30 #M+p]S@) 7N 9A49.4+') (*./KL55) 1&7N9&Lf469.+9./#[1"!3y$E13$G@./O L#@)4+-=$g# WJ  #%) +)3$"@4<[4L$@4<Lj)7!g)) $ =#i<.*./:@++LNN @!#*4YhZ#T(*@$#*@)7E)4#*! L. N K K hK hK ε [:#L4Y/!L):$B6>$ #09sE4+)p E(09H(%!#*)7E#-8F)+:$j!3(*Q l"#)A46$E[ $E-+…H)+$B)r<$#04$B.  f e*kJ#&kL)_\#gW [\+)39H+E4<4 +)>!3+))(*#H#-QS9&+-!3#*$R9.'@(%#%. QK N X K u˙ i (t) i=1 X ZZ K∈Th K +   −−→ ϕi (x) ϕj (x) + βK ~c(QK ) · ϕj (x) dx N X + ~c(QK ) · K = X ui (t) i=1 ZZ βK ε K∈Th −−→ X ZZ ZZ −−→ ϕi (x) · −−→ ϕj (x)dx K  ϕi (x) ϕj (x) + βK ~c(QK ) · −−→  ϕj (x) dx !   −−→ ϕj (x) dx. .'L+6a$E++)FEf8Z9HVr+-./# 0     . t) ϕj (x) + βK ~c(QK ) · K∈Th K j = 1../(H@(%4O $@EU4657@4<+-#r)u!3@ #*.T'#nL!34<E#B@# 9H+-}H) /3Qk#%9Hd&E44+))3$ 4cNx!34<ha)~$E$E9.T .j4E=#f@Vj#%$ 9*#f57#"!L))+$ $c0 }* :O Q +/J)55$1 $E4 0 }*:Q /*4F1 $E4 wx$@`9. . &   .. f (x.

0 }*}%:QQ /J165‚511 ∀x ∈]0. t) = 0 u(x.$E57E+-#=<.'<#% Q O ε=1 c =0 ∂u ∂2u ∂u (x. t) − ε 2 (x. βK γK ≥ 6. t) = 0 ∂t ∂x ∂x u(0. 0) = w(x) ∀x ∈]0. t) = u(1. 0 PP#y+. 1] → u : (x./#y9H4<#*Nx!3 #%$@$ :$u#0$G8Fi9H#/)@+=E+-. t) ∈ R 0 }%Q7/K851 ∀t > 0. t  ε > 0 c0 w : x ∈ [0. 1] × w(x) ∈ R R+ → u(x./#/!3#/i9.  K βK hK γK · 12 |~c(QK )| 1 hK = 2 |~c(QK )| βK = γK < 6. 1[./9H#y+W)!3# 9*4!3 #/ #09j#/@+= . 1[.*=.%#/. t) + c0 (x.*.%. t) ∈ [0./<.  0     .

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/ε #*=)7A5 9H+-c)9H=30@# j}-QFD\#B')$@#&9.'(%.B'% (*.4K:.. EP4f+)E$#%L0 }*E:4+Q 1*) /30 1s}*Q :Q 1L151P?-L.$ * (u ) 0 71 ε = 1 8 c = 10 8 0 =69 11 ε = 1 88 c = 30 Q ]S0 +.*@#r#o$@9. 2 0 n i n+1 i 1≤i≤N n+1 i n i 1≤i≤N n 4 i i=1 0 0 0 n+1 i 2 0 n i−1 2 n i 2 2 n+1 i 2 0 n i+1 0 n i−1 n i n i+1 ./# !34<hZ(*m_@+#*)g9*#%@8$_(%l$E+)8 4<#0!$*EQ #B2)24 Q ./24 #%(%$EX4657#%$k)#*.!3 +-)0 9 }*:Q 1}[1n!L):1D$#* <#057#*R)+-Q:$/]D@#*9*)+-<#%)&$ #Hw(x) 8CE#*$E 4 = 1 "  E  % #   E  0 ( $ % # 7 ) 0<x<1 N =4 0 a+ n = 1.'m_(*+.'#*(*f. 0 }*:Q 1}[1 9A9*#*+L)7EE#%@T(Q 57#r<#i$@9. 3.%.j9H#Ta=+-@$E#D@4Y@+E4Y(%=[G#*8-. $X.T(%E4657# }%Q 1}[1S$%J (09H@4Y 0  τ   τ }*:Q 171 τ  τ  τ  u = ε +c u + 1 − 2ε u . 4.%$E# #H ε τ ± c τ ≥ 0 τ 1 − 2ε ≥0 h #*X#*) O #*EE!3#&6gE#%LE4+) 0 }%Q 1L?1s8U4#%$ S9*4<C57h#A$E4#%$X2h5-:L)7E4<E(0$ u 8 u #H u $E +)7+c)$D:+7=$ 4#*4<E)v4 O . 0 }*Q 1}21K#0$GC$ @L=<#c$ +-$k<#0$`9H+-)!34<N /Q $") 9*+)$E46!38 . 1. 5h!=L)1/5 $c#%$R9%$Rτ$E=4 O 1/50 )-. h τ≤ 0 }*:Q 1*/31 2ε |c | <>#0$ +)7uE@#*c8 57i=#"$E1.*7).L)7@4Y_5-#S#R$E9. . 9*4YNx!3#0$E$E$B#0$G/#HI3469H4<E#u#*/57#v#qE#%E.#%N$ u$E+8 )7i&=L1./#%)n)7#*E)7)4M#*+-C. .$ ./)$(H8 @'+3!3#T!# 88 879*9*<(%# VT @4<&!3>$@9. N +1 τ n = 0.$@$E2. 0 u + ε −c h 2h h h 2h m`LR'212a+LE'.4<EN4<[ $R$E++v)7S)2a+-6$*$EQ 4Y@o4Y[ $D+)7+-Eq@#*)2R57$%83# L+. 0 τ h2 2h n n u0 = uN +1 = 0.+-.U@4<+-)T!3#  ε=0 N i = 0. .'(*.T $ l4 O I3L()78L )*+-$C)+LE+-)$ WJ @+^I24.4aE2. .$`@+$ 0 }*:Q 1L151 max |u | ≤ max |u |.   (*!3E#g@!3@4(c)!$EL:)+-$P c"(H@$ #09s!3@44<(B+-)q!L}))/$cQ<}-6Q%/F$ +-#0@9s$@@574<+-)# })1Q}Q 8^9H#D@+=. 1 ≤ i ≤ N./#X9*+ W)9H46!3#S O #%9`#XE+-=<./:++7:#$ 8a$C4<E))4<+-[a+E!3+$f+-):)3$ )E4(-<8U46$E)++)$f$k))+#TE+-. . tn ) uni −un + 2uni − uni+1 uni+1 − uni−1 un+1 − uni i + ε i−1 + c = 0. 1 ≤ i ≤ N. 2./#i!3#r9*+) O #09s@4<+-)p#%$  }-Q $")rlI2#gWJ #%)7E4#* n #H&+)i$Ea+-$E#g57# #* h ≤ 2ε . +7. 2 .*.n)7. . 2. n h = 1/(N + 1) xi = ih tn = nτ u(xi ./#0$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.

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j. 5 h τ t5 6 0 0 0 0 0 0 t4 0 0 0 0 0 0 t3 0 0 0 0 1 0 t2 = 2/50 0 0 0 1 1 0 t1 = 1/50 0 0 1 1 1 0 1 1 1 1 0 t0 = 0 0 #*X  #R\WE_UW m 2+-Q <E4+)B)2.TO +-)<#%$ ./$" #/9*}*$ Q 10 }2= 1X1&$%)J (%+-9H@$f4<  O +):$ 8 8 8 0 x0 = 0 x1 x2 x3 x4 - 8 x5 = 1 ε = 1 c0 = 10 h = 1/5 τ = 1/50 ε = 1 c0 = 30 ετ /h2 = 1/2 c0 τ /(2h) = 3/2 un+1 = 2uni−1 − uni+1 . i n = 1.)7L)D):+-!3#%E$M(0$k$ $@9*#% )7O E+(%4):$S$"9H!+-57L)):!3#/$C64<M#/@l$@E9.$@5-# 8 f$@9.0'$k(%E@.UI34./(*@465-#S!3j$@9. i #Hg<# .$_$`@(%9*4$%8L49H+-) O 4#*)!@4Y 1≤j≤N i ε = 1 c0 = 10 ετ /h2 = 1/2 c0 τ /(2h) = 1/2 un+1 = uni−1 .Q '"(%.'(%./)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.?-. o+)7E@+)$P. 2 h 2h  τ   τ τ  τ  n τ  n |ui−1 | + 1 − 2ε 2 |uni | + ε 2 − c0 |ui+1 | |un+1 | ≤ ε 2 + c0 i 2h  h h 2h  hτ τ ≤ ε 2 + c0 max |un | h 2h 1≤j≤N j   τ τ  τ  + 1 − 2ε 2 max |unj | + ε 2 − c0 max |un | h 1≤j≤N h 2h 1≤j≤N j = max |unj |./ 0 %} Q 1}[1a+.<Ua#0@#*$f$X)9*)2!+L)./!#B#%)-9.T#%)7 8 8 mX$P@#%$S4=$@E57#(0Q$ #%]S$BY#*./457#ML4)$E4 *  1≤i≤N 1 − 2ε τ ≥0 h2 ε /L} lI3(Q^m`Lk'712a+L@'.%$E#X)+-$_ O +-)$ τ τ ± c0 ≥ 0.L4)-@#*))7 0 }*Q 1J171sQ 2+4< 4<):$ 4F57# XJ (%?-<4<E( 0 }%Q 1L?1X4. 2.L'):(%. $EME+-$B#%$j4<):!349*#%$ a+n+=3@#*)4j# 8 #*R<# $@/9. 3. wx@c(%$E$E3<ƒ/@Lj%Q #*)$E4<E#v!3#q@#*)!E##u./#jr}*4!#%Q7$#H23N Q .$m_+-C+=E#*)4<X!#%$`@(%$E<@U.'D+Vg46$ 4g $E+#H3 E4+)TE@4$RO a46L#H@#4YQU. 4./) $D0 <#M}*9%Q 1$}21X0 5$%1SJ (%)9H@+-4<R$c$E4 .

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/E.&'!(%.'+-#"4$E)4+L@)E#f#&$E!39.*L.U@4<+-)r!3rE#%E./8#%)-a_#*9H#D( @+ =.. u0i = w(xi ). 5 τ ≤ h2 /(2ε) h ≤ 2ε/|c0 | ε=1 ∂u/∂x c0   "         − un+1 − un+1 −un+1 + 2un+1 un+1 − uni un+1 i+1 i i−1 i i + ε i−1 + c = 0./<#B#*)7$@9./L)(*@$&465-<#B#%9%$F$R)#D@$E(%+9*)7(%P!3#%-)7$ !0 #%$kLM1sQZ[ ]S4Y`+-)757E.T$E(%E4 4657L)70 #*%.'L#* 0 $ #09s0QK})/3Q}[1HQ f }*e*Q7/KH87kL1 #&kL }%*Q7/K_U67W :1 9&}%+-Q 1$k‚71R9H+!):L$ ):46!3$"(*@#%+57):$F#%VR))++- $fO #0$ LM:#X+7$ +-@+)=$f.T9&(%+E:4657$R9H#%+$X)::$G)P.$Ej+<+-)7#%@S)$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./) (*@465-#%$v:+- #%$ vE+LzG+. 4. 0 τ h2 h un+1 = un+1 0 N +1 = 0./E4+ )>#%9*)#*?)7#%E)@(*!3#B@#oa+!3#%$ WJ @+^I34<. un+1 i n = 1.4Y'hZ(%(*.@+L=46$C. 0 }*:Q 1*231 .'(%. 3. 1 ≤ i ≤ N.9HU+@):$v!3)24Y@4<+-. 1 ≤ i ≤ N.*5-./TO #"[ !4Y# 6/9.!'E#S(%.)'$ +-@4U$E@4P+))$u#n5-L#><E# +^I3$@49./ 0 }*:Q 1}[1H8    O x0 = 0 x1 x2 x3 x4 x5 = 1 ε = 1 c0 = 30 h = 1/5 τ = 1/50 ε = 5 c0 = 30 ετ /h2 = 5/2 c0 τ /(2h) = 3/2 = 4uni−1 − 4uni + uni+1 . 2. 3./(%!#*#*)7O )7&%80<#0$P$R4?-)@$ @)=!34<#%$R4<E57(%$k#n)2!./) $c<#B}%9%Q 1$ }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+@) #%$X)7FQ.'U(%./# #X!#S#%9H+-$ g) O :#%+79H$ E4<4E+4<[G)3QZNx!3mk4<+-ha:f$ 4E+(*) N $E0 #M+$E9.$E57# 8 8 |k4)L#*&#*./(*@457#S!3n$@9.@#*B):9H)F#AJ #%9*$ #*D)7:E@(*$D#R$Ga./# Q O h ≤ 2ε/|c0 | n = 1.L+=X#AeaJ L+DE6+^jI34@. 4.   P}%#%Q$v5QcE(0P$ ~Y.'(*.$i$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.+-JU#0E$G +-R)$D5-$c#"$ELE#M46$G$E[ 9.)70 T.#XL4)E+#%.T$k#% )7R+-) $ 957. 0 }*:Q 1}[1Z+.*./(%E# 4657#"!3r8L.'4Y@(%#f./(%$EL+E43+E)/4+!3)T)2E#%. 5 τ ≤ h2 /(2ε) ∂u/∂x t5 6 0 t4 t3 −14 8 44 −8 0 0 2 14 −4 −16 0 0 3 −2 −8 0 0 t2 = 2/50 0 −1 −3 0 2 0 t1 = 1/50 0 −1 1 1 2 0 1 1 1 1 0 t0 = 0 0 - #*X  #R\W(_\W  2+-Q <3@4<+-)B)2. 2./#X)+$_9H+-)$E4!3(%E+-)$%8%Lj<* 4#*T!3T$@9.

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