Introduction À L'analyse Numérique PDF

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
PROFESSEURROBERT C. DALANG
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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. 0 }-Q 251
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tk ϕk n
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ϕ0 ϕ1
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ϕ0 (t) ≡
(t − t1 )(t − t2 ) 1 1
= t(t − 1) = t2 − t;
1
0 }Q 551
0 }Q 4F1
(t0 − t1 )(t0 − t2 ) 2 2 2
(t − t0 )(t − t2 )
ϕ1 (t) ≡ = −(t + 1)(t − 1) = 1 − t2 ;
0 }Q 851
(t1 − t0 )(t1 − t2 )
(t − t0 )(t − t1 ) 1 1 1
ϕ2 (t) ≡ = (t + 1)t = t2 + t.
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3

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ϕ0 , ϕ1 , ϕ2 , . . . , ϕ n
t2 . . . t n p
Pn t0 t1
0 }-Q 671
n
X
p(t) = p0 ϕ0 (t) + p1 ϕ1 (t) + · · · + pn ϕn (t) = pj ϕj (t).
{C)y8 #HhZ#H8 08K!346#&$E57!3#%# ?@( #0$G8g<+-)@#/$ 9H+-#%,j$ C=4)4YLN46,/$E+b*)>,/#R4<)(0)/L4aE#T+!317#)t,/#R!3#&!3:#*?-+-E<12( )t-8,/9#%J #0$ $GENVLN8 !4<@# 8
p (n + 1)
j=0
ϕ 0 ϕ1
O +)$DaQ+jJ LE@#qLE%8$ 4S)+* $j3E44$E+)$B<#0$B@+@4(HE(0$B!3#0$Ba+17)t,/#%$ 8k)+:$

ϕ2 . . . ϕn n p n
p ∈ Pn ϕj
k = 0, 1, 2, . . . , n
n
X
0 }Q}%71
p(tk ) =
j=0
pj ϕj (tk ) = pk
| {z }
0
$E$E44j6=k
574Fwx#0X$GR#0$G=B4#*4,/)i:6T+- E;#%L)7LEj4+!3) #q0 @}#*Q,}[1HQ @57#%g57#)+$B +)$M9*+)$ E@4<M#HI349*4Y@#*,/#*)7j)#

1 j=k
$E!3++-)3)E4(%+#%)o$%Q!]So#09H4Z@+,/=+.*)7,/E@##"570 }Q#g}[1c#f#*f$E139H$G#0@9H.*4k,/:# +-}AQ 7)P1SJ 4j,/E:+O+-L zG@+#n57;$D#*)#%#g$ $ O +-<3<#%@4<+-@$) a+c)FJ 4<,TN

a}+Q E65E1D#u!357i#% @+=#H.*T,/# 4<):$ }-4SQ<}2>1X#0,$GALE!@+49*)#r9f!3#)46C570#)Q !3#%E,/+):!3# #%$ n@(*?-4<.%E#-QP$ +-<3@4<+-)
p0 , p1 , . . . , pn
~a
0 p~
0 T
f e +i3 BW : E+- #HOR#%#*X) )r:+-<12)t-3,/ #f!3#g!3#%?Q @( /n5-4a#%) O L3 82#%)
O O t0 = −1 p0 = 8
#HnJ E.0$E+$g)79H&#!357+)4`)(%@$c(%9H.0!3 #0 8Z}-)Q 57+-1N 0$g} Q 85O 1H+-QA)9&$ +-$c+=3@#*)+-)$R!3+-)19 * +34 8
t1 = 0 p1 = 3 t2 = 1 p2 = 6
p(t) = 8ϕ0 (t) + 3ϕ1 (t) + 6ϕ2 (t) ϕ0
ϕ1 ϕ2

1 2 1 1 2 1
p(t) = 8 t − t + 3(1 − t2 ) + 6 t + t
2 2 2 2
= 4t2 − t + 3.
. &O$ * Ô "##.= O
S"Y.
$ )& "#%$ *Z ;,/.
a+4)79&2@+-+-$R4YD!3$T46$G)9;@'4<#R):#*[\9s;+-@9;)$A'9s+!3@):4<++-$B)) ),f(%L$%:Q4)7RE#*→):L)7Rn9HVo+-)-4)7@4<E)2#%Ea#&+!+#*))(%#&#HLcn$ +-) 4Y at +8 17t )8 tt,/8 # . . . 8 !t#r8 !3(n#%?@+( 1)
0 1 2 n
@#*3PIq57:+-# 4<)7;$ t 8 0 ≤ j ≤ n 829J #0$GENVLN!4<@#A)+-$R9;'#%f@9;'+-)$S)ra+12)t,/# pp !3#M!3#*?-E( nn

}Q}}[1
j
0
#02$G4 ff[ (t)L4<8ag[\#%!+$ @LM,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) 8 #*f#%)y+3$E44 O#%$ )-M9H8#/574
j p(t ) = f (t ),
j 0 ≤ j ≤ n.
) 0 ≤Pj ≤ n
-
E
$ E
$ 3
+ H
9
4 *
( j
#
3
>
I :
-
+ <
4 7
) ;
$ Q
j j
n
= p ϕ (t) ϕ 0≤
T$E+3@4<+-)v!3i@+=<.%,T# 0 }Q}}[1S#0$G&!3+-)9g!3(Hl)4<#M *
j=0 j j j
j≤n n P 0 t ,t ,t ,...,t
1 2 n
0 }Q})/51
n X
p(t) = j j f (t )ϕ (t) ∀t ∈ R.
j=0

2

;>= @5 J;%@5#@J ')F#&BDB\ % P=W N<3_ E :FACEK@=ACLTBD> PZH<KJINQJ ` :FN=E

FRSJ @5\ EKA ` P=B b SJ>MLN ACEKL JB ` :=NQPFEKL @5J
f n ` b
t 0 , t1 , t2 , . . . , t n
p
f e!3#M !3#%+ ?&@Y( W N L3Iu+:4< +-4<)7;6j$ [\+-)8 9s@4<+-#H)v !Q(Hl)4#gL

f
QE+- O #%SWJ 4)7E#%Ea+6L)7&!3# f (t) = et
f
34K)+$D@#*@#*)+)$Sj[\+@,j<# 0 }-Q<}H/31s87)+-$c O +):$
2 −1 0 1
)+)$ +34
eϕ2 (t) ϕ 0 , ϕ1 , ϕ2
$ +-)7c!3+-))(0$S:L 0 }-Q 571s8 0 }-Q7431C#* 0 }Q 851HQd&4)$ 4F!+)9")+:$S+-=3E#*N p(t) = e−1 ϕ0 (t) + e0 ϕ1 (t) +

1 1 2 1 1 2 1
p(t) = t − t + (1 − t2 ) + e t + t
e 2 2 2 2

1 e 2 e 1
= −1+ t + − t + 1.
3Iu/al+?-4)7E@#r$ }Q7//8 ,/+#H)7 E@#BQ #j?-@'#j!3#n[\+)9HE4+) #*f$E+)o4)7E#*@a+6L)7"!3#T!3#*?-E(

2e 2 2 2e
f
2 −1 0 1
3
2.5 f
p
2
1.5
1
0.5
0
-1 0 1
X!#B#R\!3Wl#*?-EW :( wx)7LE#%3EIra:+6+-U4<@)74<@+-$ )u!3#A8 6M[\#*+- )9sQ@4<+-) !3(*l)4#":L f f (t) = et

S)r:+-<12)t-,/# p
2 −1 0 1
4)7E8 #%3 O+L4<v#A,[\L#%4E)7,/E#%( )L)7i8CQ 2$E)++#y)74< /[\+(%)579HE)v446+!3#*)4)7$ EE@4#*4=ca(%+-$$E4Y!@4YL[k)#H$ R9H+-)$9H8C46+-!3)-9L(%@J E#%4<+-)2$ ) Nx$X#yVUNx#g#H!3o4<9*@# !3$D+-+5)4u)(*##%$D$E:+-r4<)7;) $ 8
[a, b] n
f : [a, b] → R
aWJ #*+)74)7E@4#*$ 9;'+46$E4FL8ai O !3#%57(*9#i )0+Q :jJ$nL)+LEE.0#%$ E+-)}Q Q$ })2/5+1s4<8 :+-W#0J 4/$G)7&E=#*!34@#*(*a)l+)6,/L4F)7+f)7E!3@# *#*57!3F#/J 4<&!3#*!3?-(%E:( #%)! L3!3I #
tj j = 0, 1, 2, . . . , n [a, b] tj = a + jh
j = 0, 1, 2, . . . , n h = (b − a)/n p f n
t0 , t1 , . . . , t n
n 0 pn
pn
0 }-Q<})151
n
X
pn (t) = f (tj )ϕj (t),
+5,/4 +-)-@E#%R<#g@(%$E<@U#%&$ C$E6g4 =)7$E#R* !3#&P?;L)?-#S!3# $@$E+29*4<(%#RV Q $")/:#%3

j=0
ϕ0 , ϕ1 , . . . , ϕ n
O Pn t0 , t1 , . . . , t n
5 3

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

6 < N`3:=` B:2>^>>M:FA EGp> H<KJ>MJ L f@3\ >:=E6ACAL ` (nPFB + 1)b :FAE > :F<?U:F>)EKP L 2ACE:FEGRZ>J E6L)@5\BMA=P NQJ >M< B
n
max |f (t) − p (t)| ≤ n

1

b−a
(n+1)
max |f (n+1)
(t)| 0
}Q}*?1
: f (t) = d f (t)/dt b
t∈[a,b] 2(n + 1) n t∈[a,b]
a)+-+6LC$f)7J :4)+-p(*?7@L!E4#A4Y+@)( !3$f#*0 ?-}aEQ#*}*( )?n$E1#*#%B$ 3C57ITa#)+#R9*4)7#H#%$@@E$ #/4,t #*,U@t@E4<#%+-,)/tM,!F9H.J+#%.) E.@,#*#*t@?`(%# #%57)7E#*4@E;#D(% $ 6%fL(*E[\@E++r46):$`9s!+E;L4+$@):5-) $ f[a,# #HXb]$EEQ7+#*d ):)/! 4<)7@@4<#*+-#*;EE$N4
(n+1) n+1 n+1
WJ 4)3l)4F46$E57#M)+$R O +)$

n 0 1 2
O O n
n O
(n+1)
1 b−a
lim = 0.
{C9*E) + @@E(%#_<@4<EE.0(-$F8C;9HL#HE46E!3#>#*,/U#%)-@,k UE#%4+9 )~Q^#%]S$ q#X$ +-' (*O )#%+-)7,/n.*[ )#C$E#0$E$G#>k4<9* $G@E(D!L):$FWJ #*I2#%,/<#S$ 4 aL#*)73% Q
n→∞ 2(n + 1) n
O O maxt∈[a,b] |f (n+1) (t)|
f e +iBW$_ ` D%URB 2+-4Y 57#AWJ +)r9*+)$E46!3.*@#"$EDeJ 4<)7@#*EN

n
O#*L# !3# Q2O P4<#%n)-c[\+-@)E9s.0@$S4<+-;)L4!3#%,/#0#*$G)7RD4)3?-l@))4,/!q#*+)7;A$@!35-(%E# 4 O L=@#*#M)! $ O c#%W@J $S4)7WEJ 4#%)3 lO L)4WQ# Bl?-@#
[−1, +1]
f (t) = 1/(1 + 25t2 )
f (t) [−1, +1]
}-Q 1/8 ,/8+)7:@+-E#B $E+)i4)-@#*#H@ :+-)7 Q !3#j!#*?@( L3Ii:+-4<)7;$
|f (n) (1)|
pn n
8 8 8 n
tj = −1 + 2j/n j = 0 1
... n n=5 n = 10
2
f
1.5 p5
p10
1
0.5
-0.5
-1 -0.5 0 0.5 1
0(X 5-#R\4<W@(*BW N @wx4)7$%EQ #%Ea+6L)7B!3# f (t) = 1/(1 + 25t2 )

!3#u!3#%?@( 2v#*u}%i O #%9/!3#%$B:+-4<)7@$
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),/$G4Y;)@L#X(%=$i[\4+!34Y)@#9H(%E$ie4+J 4<)2)B)7@:,/#*L (*O P@4<57)j#a#0$]+1HQ17)9&t+,/:#$ 8
[−1, +1]
!3#B!m`#*L?&@( 9*+)7E(%@<## O8(g$E4K#*))i+!3:#%$R$&9;':++-464<$)746@$@$ $ +-)$D<#0$c:+-4<)7@$A(05-!34Y;4$&!346!3$ #ME@k4<=9;'(%#*$%=2Q 139;'#Hh

n t 0 , t1 , . . . , t n

(b − a) (2j + 1)π
tj = a + 1 + cos , j = 0, 1, 2, . . . , n,
2 2(n + 1)

1 4
a#*+;$ D*9*(%+E)+T$ <E+-@@$@457E#R# WJ 4)7E@#%#*E)a! +6L#%)7@ $DWJ 4)3!3l# )4e8a829HL+,/+;,/$`W#gJ #%<E#M@#*,/+- )-@E#f6Tl?@#T}Q Q E#%)!
O n O pn f maxt∈[a,b] |f (t) − pn (t)|
2
f
1.5 p10
0.5
-0.5
-1 -0.5 0 0.5 1
kX 9;#'R\#%W =7B13W$9;_ '#*wxhk)7Q E#%Ea+6L)7!3# f (t) = 1/(1 + 25t2 )

!3#>!3#*?-E(}% O #09u!3#0$a+4)-;$!3#
; O. &$ * )O . & ,/O.
P#%$AE+-=.*,/#%$"!KJ 4)7E#%Ea+6U@4<+-)o5-#B)+:$ 4<6O $g#%[\)+-+)-):M$A4)7!3E#j#*9*+#%))$E464M!3(*<@#0#*$ A$E+<)7#%";!$M#%!3$ #:+N

!12(*)@t4 ,/(*#%#0$%$nQU#*wxq#*!3I3#u4$ E[\#&+-)!K9sJ @L4<+-E)@$T#%$_#*) @+9H#%= ;.*L,/4)#0$C$j!KaJ +4<)74)7E#%@$%Ea8`+,6UL@464<$j+-)n)#va+@4<O#%C)<)#0#*$E)757#%$_-O $T#%9*$ +,/<3#%@#v;$C!3!3#0#$

! "# $%&"(' ")'#+*
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,/E#*@a#"+576UE44+#0)>$GS!KeJJ 4<3&)7@#%#*Ep@,/:(t)4<+-E#-LQEm_4++)!K&J 43&<#*@$ ,/E@4Y#*@R#A)+LEX@#g!3#0$X@+9Ha=+-4$%5783)#0+$ $&:+-E<12(0$)#%t-)7,TE+#0):$X$c!3#")>!3#*$ ?-#%E(
0
171sQ 3+4< 0
!+))(0$*Q9&t +:<$Rt9;'#*!3;#*9;3'I+):a$S+4)7)v@a$/+!312+-)))t,/(%$n# #Hp!3$E+#B4<!3#%p?@,( p1T, @p#*F, 57p# 57LE@#u)+-,j=@#%$n@(*#*6$
0 1 0 1
0
0
0
1
0 }-}-Q<Q<}H})552311
0
0 p(t ) = p , 0 p(t ) = p ,
1 1
+54 pP#%(t)$_9H#%+-$ )&!34</E4+!3)(%$E4 O }(%Q#f})23!1P# 4p,Tai+-$E:#*)7+-_4<)7 t Q L#*`!3# #*) #H <#0$`9H+-)!34<E4+)$ }-Q<})551
0 0 0 0
p (t ) = p ,
0 0 p (t ) = p ,
1 1
4$%,/J (%:9H@+74<$A#%$)7+-j$D TO [\<+-#%E,/n0 # !3#6o!3(%E4 O (%# p !O # p #*) t p #* tt Q&)pt a+12)t,/#u!3#r!3#*0 ?-E( 1
0
*
0 1
0
0 1
)57+LE$>@#r O 9*++7)#*$vq!39H4+#*):)79@$ lI2(p8 !p(t) )8$ 0 =}-#*Q< }Ha231H+8 Q0a9A}+Qt}.+57$j1ra:57+-tLEE+@@4#+a)9*$jt+)@;!,T4Y@#%4<+-))#*$ij<:#r+->E+-!3=(H.*@,/#*@#r,/V>4<)#%6

2 3
0 1 2 3
)@(%+$E+$"3,/@4<++-)7)/E!F@+J ))r$"$5713$ #nEa.*9*,/#n#&$Ea124$ )E(%.%a,/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<,/ aa+Q EE2# 4
0 1 2 3
57#%m_<#%+-$ fO 9*<+#%)$;E$ @p4E,# p ,8ap),+p$f89HL+-,/+;,T$c9H#%#*) HE+-#B)$E$&+:3L@"4<+-9*)r+)#0$ $GER@)4E46#j57#)Q #T=$E#

0 1 2 3
0 0
!#%$Ra+12)t,/#%$R!#g!#*p?@( 1/$@$ +39H4(*#gLIu:+-4<)7;$ t #H t Q

0 1 0 1
ϕ ,ϕ ,ψ ,ψ
0 1 0 1
0 1
8 3

C4 1 $")v9*+)$ E@4< E#*F57# $E+4<R)i:+-<12)t-,T#M!3#B!#*?@( 1T#H

ϕ0 ϕ0
$") O (%E4<l#M57#geJ +)> *

ϕ0 (t0 ) = 1, ϕ00 (t0 ) = ϕ0 (t1 ) = ϕ00 (t1 ) = 0.
(t − t1 )2 (2t + t1 − 3t0 )
0 }Q}H431
44 1"#M,/b*,/#8+)i9H+):$G@E4< E #*5-# $E+4<R)i:+-<12)t-,/#g!#B!3#*?-E(1/#H
ϕ0 (t) = − .
(t0 − t1 )3
ϕ1 ϕ1
$")v+=3@4<#%)7 *
ϕ1 (t1 ) = 1, ϕ01 (t1 ) = ϕ1 (t0 ) = ϕ01 (t0 ) = 0.
(t − t0 )2 (2t + t0 − 3t1 )
0 } Q}.871
44<4C1 $")i9H+):$G@E4< E#*5-# E$ +4<R)i:+-<12)t-,/#g!#B!3#*?-E(1T#H
ϕ1 (t) = − .
(t1 − t0 )3
ψ0 ψ0
$") O (%E4<l#M57#geJ +)> *

ψ00 (t0 ) = 1, ψ0 (t0 ) = ψ0 (t1 ) = ψ00 (t1 ) = 0.
(t − t1 )2 (t − t0 )
0 }Q}.671
4 O 1 A#M,/b*,/#-83+)>9H+-)$G@E4Y E#%P57# $E+4<R)i:+-<12)t-,/#B!3#M!3#*?-E( 1T#H
ψ0 (t) = .
(t0 − t1 )2
ψ1 ψ1
$")v+=3@4<#%)7 *
ψ10 (t1 ) = 1, ψ1 (t1 ) = ψ1 (t0 ) = ψ10 (t0 ) = 0.
(t − t0 )2 (t − t1 )
0 }Q7/L71
49A)+!3(%$`:#%a)+! LO )7+;):$*$ Q O (%E4<l#*C57#&9*#%$C57LE@#R:+-<12)t-,/#%$ $E+)7C4<)(0L4E#%,/#*)7
ψ1 (t) = .
(t1 − t0 )2
ϕ0 , ϕ1 , ψ0 , ψ1
;>E :== <? >%P #@')#&BJNC%NQJB]B:=W$EG_ > O]JMP=>->J;H<K@ PF JLTB]J BM` R;:=ACN =L J;E =@5RZJ;JML > J;U< AVH<KJ P2>>: :=UBMAV\RZJJ EKL< E JJL P2>JW@3J H<KJ
`3` `
fL)$n)457>l#%,T?#%@)7#o%Q }-Q 28P)+-$n O +)$BE#%E(0$ #%)7E( 8 8 #H $Ejb WJ 4<)7E#% O <#
ϕ0 , ϕ1 , ψ0 , ψ1 P3
t0 t1
ϕ0 ϕ1 ψ0 ψ1
-!3$E#%$E?+3d_@9H( 1-4(*#M)7!ML(H39*lIi+))4Pa$ +E@L4)- ;4<M$ v=-8:$ #)+!K:J $3&O#%E(%,/E4<l4<E+# ):$c[ 9*4<#*,/#*)7"57!3#B#%$g$E4a+12#%$)At,/<#j#%:$M+-!<12#/)!t-#*,T?#B@( !1#
[t0 , t1 ]
ϕ0 , ϕ1 , ψ0 , ψ1
t0 , t1 p
3
0 }Q7/3}21
<+-@2$ 4`)$E+-LE$f46$G[ @4Y#*R)+-#%)$R$A@#*,6U@4<4<)7+-E)#%$)L0 )7}-gQ<}H231)#n0 }-[\Q<+}))559H1sEQ 4+) )#T[\+46$g9H+-)-@4<) ,/#%)-M!3(%E4 L=#
p(t) = p0 ϕ0 (t) + p1 ϕ1 (t) + p00 ψ0 (t) + p01 ψ1 (t),
$ERWJ 4)7E#* O L<# #*A$ 4K)+-$R9H+-)$ E@4$E+):$S#Ma+17)t,/# !3(Hl)4FL O

p
f
[t0 , t1 ] p
<+-@$g)QS+-9&+-$B!3$R4@ +)+-$M)$D57)#U@E#0#%$G<B#*,/WJ 4<#%)7)-E#%Ea+6L)7j!KJ 3&#%E,/4<E#q!3# B!3#%$n9H=4657#%$j$

p(t) = f (t0 )ϕ0 (t) + f (t1 )ϕ1 (t) + f 0 (t0 )ψ0 (t) + f 0 (t1 )ψ1 (t),
[t0 , t1 ] Op f
p(t0 ) = f (t0 ), p(t1 ) = f (t1 ),

p0 (t0 ) = f 0 (t0 ), p0 (t1 ) = f 0 (t1 ).

6
1
ϕ0 ϕ1
0.8
0.6
0.4
0.2 ψ0
0
t0 ψ1 t1
-0.2
X #&RUW W m 0c-$ #M!KJ 3&#%E,/4<E#B!3#fG12:#B9*=4657#Q

;O. &$ * )O $& ;O. & **.
(0!57L)X4$`!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-,/#c,T[\(*+#0@$P)4579H!3E#D4#0+!3$F)/#*9H?-+-E,T(`C,/(%!3<#`# #%O $`)(C+-a#%+)j$K12!3W)J #0 t$FO ,/+a)#0+$$C4)-O !3; #$
!]"#*J ?#%$@&(&6(%n<# ;O L(&46$E)F+J )u#%$ aX+-&$KzG-57$ E4<#*l<(%#g#AWJ +4)7;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.*(*@##Q Q
3+4< )#T[\+)9HE4+) 9H+-)-@4<)2#/!3+-))(*#/$Eg)y4)7E#% O L#
O H
# B
O $E+4<
a9;':+4)757@$ #v4<)7E#% <#
f

! L

) j
$ e
J
[a, b]
<
4 7
) @
*
# O
<

# N +1 0 QPm_+1
(0574<@(*:LEE46$cO)+L@(%$
x0 = a < x 1 < x 2 < x 3 < . . . < x N = b
[xi , xi+1 ]
8_4<c#%$ :+7$E$E4=<#v!3#>9;'+46$E4< 0 1j:+-4<)7@$T4)7E(*@4#*;$ n−1
[a, b]
X{4)7) E#%Eaa+-+$@L#*)7 LI/a+48 )7@$ 8 O #%9 82LD)ua+12)t8,/#g!3#g!3#*?-E( 8_)+-9H+-,T$T,/:+-#" )O ++-)$$

t0 = xi tj = xi,j 1 ≤ j ≤ n − 1 tn = xi+1
xi,1 < xi,2 < xi,3 < . . . < xi,n−1 .
WJ O +):$X[ 4YA!L)$c6$ #09s@4<+-)y}-Q :Q fL):$R/$E4<E#M)+-$R!3(Hl:)4$@$E+)$

f tj 0 ≤ j ≤ n n
h= max |xi+1 − xi |,
#*@#%$ E)@+#*4)7$TE#/9H+-Vr)$ 9*E#H@g44<$E)7+@):#*$B<)##r[\+):9sE4+) $E+4<DzG$G@#*,/#*)7M9H#/a+17)t,/#T!FJ 4)7@#*E#*<@#ia+576U# E4+)
0≤i≤N −1
!#B!3#*?-E( Q O [xi , xi+1 ]

fh : x ∈ [a, b] −→ fh (x) ∈ R fh
;>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
n

9A+$R!(*,/b +)7E@+):$c<#g@(%$EY;U&$E4 O )- *
fh n
f
@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 JB U2L <PFAV:=NCE NQE JJ
n f : [a, b] → R
U:FEG>ML PFEKL J ACE @3\ ` JE @5P=EKL ` J @= a ` Sb L JNCNQJ H<KJ
(n + 1)
[a, b] fh n
0 }-Q /L/31
C xi 1 ≤ i ≤ N − 1
max |f (x) − fh (x)| ≤ Chn+1 .
x∈[a,b]
0} 3

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

O [a, b]
[xi , xi+1 ]
(n+1)
1 xi+1 − xi
max |f (t) − fh (t)| ≤ max |f (n+1) (t)|.
dA4<)$E4F)+-$R O +-)$
t∈[xi ,xi+1 ] 2(n + 1) n t∈[xi ,xi+1 ]
0 }Q7/K171
n+1
max |f (t) − fh (t)| ≤ C max |xj+1 − xj |
+54r6/9H+):$G;L)7E# #%$ A!3+))(*#gL

t∈[xi ,xi+1 ] 0≤j≤N −1
1
C= max |f (n+1) (t)|
#*k+54 Q%dA4<)$E4 0 }-Q /L/31K#0$Gk)#c9H+-)$ (057#*)9*#C4,T,/(0!34LE#D!3# 0 }Q7/K171sQ

2(n + 1)n(n+1) t∈[a,b]
i = 0, 1, 2, . . . , N −1
[a-+-H$E+4Y&@)B4Y)[ V"#f9H4#D)7#HcE5-#%$ E4:# +@)/(H;$E+U@@4<k4<#*+-)!)q!#X!3q@a$'+#*(*4)B)7+-E@.%$ ,T$#T:}#*Q7E/M4<%#08U$GLc+6j;$ $E 4 OO #%9)-@#Q !2#&4Z+)r$ $C#g#%!3)+)<):#"$C?9H)u+;L) #*):)7!T#*@@4<!?#%##
n N
O #*;$ *(*@+/<+-@ $@O57#09 # @#*)! O #*;$ *(*@+8Q3+m`)i&L#HI3; #*,/#8a$ 4P+)i:+7$ #
h
x 1 , x2 , . . . , x N N
maxx∈[a,b] |f (x)−fh (x)| O #HA$E4
h h = (b − a)/N
xi = a + ih i = 0, 1, 2, . . . , N
max |f (x) − fh (x)| ≤ Chn+1 .
{C)i;U@457#-83+)v@#*)!3; ?-@)!r#H a#H@4Y 0 +[/n+ 1n+-i71sQ

x∈[a,b]
N n n=1
f e8 +iBWam +]S&+-)#%$c$ 46!3=a(%#%E$E+-+)4)$R$&#n!#M9*-n$&+5l4?-E#21s8 8 8 88 8 8

Q 204
f (x) = x1.7 + 0.1e3x sin(13x) a = 0 b =
lWJ 4?-)7E@#%#TEa}-+Q 5n6U,/@4<+-+) )7E$E@#gT<#M9;8K'?-4C@57)FJ '1y#q#g4i)7!3E#M#%- W$MOJ 4L)7!3E##*#q@aa$ +#u+46)-[LLB)74<Rj4)7EL(%LEcT4#*4!3)-#%@B#*$j :3L+-I<<12#04))7$*Qt-E#*,/ O #%L$j<!#0#u$ !3#*?-E(}Q#*
0.8 N = 4 x0 = 0 x1 = 0.2 x2 = 0.4 x3 = 0.6
x4 = 0.8 n=1 [xi , xi+1 ]
24 8)#H+c:W$jJ 4)79;E'#*+-@4a$E4+$@6$EU+E)4+$g)ra$ +cn9;:'+--4<5-)7j#&44<)7)7E@(%#*E 4#*<n#"V O $E#"[\#*;BS!3#u#0a$S+a4+)7j12),/t4<,/4<#%#0 $

!3#B!C#*J ?4)-@@( #*/3@:Q+-PnLEl4+?-)>@!3#T#T}-PQ74jL?-,/@+))7@?E#f#g#f&?-4<@)7@#*' #M!3<#g#%$AWJ 4,/)7O E#H#*A@a#%)>+6(L)74R!#*)LR9*#j4)7!3E#%#*$" O $EL3<#0@$*$AQ !3#j6
n =2 [xi , xi+1 ]
xi +xi+1
xi,1 =
!3)(%E4 4O )7(%E#A#*@a@+#*6,/L)74.*M@#"L#%M)v49;)7':E#* 57L#A<#0a$g+4)7 $M40 $@l$ ?:#/QK#0O }$GjQ 5j!K#*J f3@}-4<Q7434$E1s#*Q j&e)J 4<#f)7O @,#*@:)+-4<.%LEE#g4+!3) #M!K9H+-J 3A)$#*E@@,/4Y4<@@##
2
O)#%#g9&[\!3+)#0$c9HE9H4+)=4657#%$D$E$E&RWJ 49;)7'EO#*57 L#"<4<#)7E#% O <#*# A$ 4W8$EA9;'-0 $E57#%9H#g%QZ4<)7}EQ723#%1H Q3]S<6L# 4E#%,/#*)7D$E4 8:)+#%:$ $
xi
46)7yE#*$E#%@a9HE+4++) )$ }Q72$ELM/eJ ) 4)-@a#*+ 12L)O <t# ,/#!3#q!38C#%?<@+-( @$n1>#*9*) +,/9;',/#T57)#r+:$g+-4<W)7J O O +)$g6!3( [\z +Vv)9H[ LE44<+j) !L57):$ 4
[xi , xi+1 ] f
C1 [a, b] [xi , xi+1 ]
4X)7J E4)7#*@Ea#*@+a# +6L)7&EL#%)4)!i$ 4F 9*+O )$ <E#%@O 4<R#%$ c)#H"#g$@[\+)!39H(%EE4+4 O ) (%#ME$E#%,/ 4<.%E#M@#*l):?:!iQF} Q 85O 1HLQ #* Q
f
[t0 , t1 ] xi
f f (xi )
C 1
[a, b] 0 f 0 (xi )

}}
1.2
1 x1.7 + 0.1e3x sin(13x)
interpolant
0.8
0.6
0.4
0.2
0
-0.2
-0.4
0 0.2 0.4 0.6 0.8
X #&RUWlBW wx)7@#*@:+-LE4+)u:LR4)-@#* O L<#0$R!3# &!3#%$ca+12)t,/#0$R!3#M!3#*?-E(/}Q

a = x0 x1 x2
f
x3 b = x4
1.2
1 x1.7 + 0.1e3x sin(13x)
interpolant
0.8
0.6
0.4
0.2
0
-0.2
-0.4
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8
X #&RUWlBW G wx)7@#*@:+-LE4+)u:LR4)-@#* O L<#0$R!3# &!3#%$ca+12)t,/#0$R!3#M!3#*?-E(n/3Q

a = x0 x0,1 x1 x1,1 x2
f
x2,1 x3 x3,1 b = x4
1.2
1 x1.7 + 0.1e3x sin(13x)
interpolant
0.8
0.6
0.4
0.2
0
-0.2
-0.4
0 0.2 0.4 0.6 0.8
=X 4#57R\WZ#0$*Q W # wx)7@#*@:+-LE4+) n4)7E#% O L#%$T!3# :L/!3#%$n:+-<12)t-,/#%$T!KJ 3A#*@,/4Y@#v9*3N

a = x0 x1 x2 x3 b = x4
f
}H/ 3

. & .

f9*+e)7*E4H)2kL#&kL#& L3I W L$"#*) ;$E$C!3# a+-$E#*#o)7@574<.%E#>#0$CeJ $ +#%) 9*#*+,/)#*))7%487$@9L$E#vJ #%$ #%Nx$ VUNxO !34<E#%#c+;$)$Ea+-!K$EJ #A)9H#i+-)[\)2+-)#%9s$_@4<+-#%) $
L#*@$ O
f (t)
O t
62o4@+3[\9;+-')#%9s$c@4<8!3+-#) )+-Q )v:#%L)7/E4#*)~08:++-)><12!3)(*t-l,T)4<#iA!3#i)#B!3#*?-E(>@+^1yI24,3UI @4<57+-) U@E#va!3+# 4)-;$T#*)7#%)iE4#*4<;)7$TE#%<E#0a$n+6L<)7$

f (k), k = 0, ±1, ±2, . . .
t∈R t p(t) f (t)

f
{X9*E4E#g)><?-+@4Y@',/#g574W83a+ !3+))(83[\+-@)4Y Q
t
j D\')#&B% 8 )+-)j#%)-@4<#%_#HC$ +-4Y

t p(t)
2+-4Y
4P$%J ?4<c!3#B!(Hl)4&#g:+-<12)t-,T# !3+-)7c#M"?;L @4<'#S#"#*)7:E4$@.*$ @#g#D!# DQU#%mC$&:46$@+-5-4<)7@# $
t∈R t k = E[t]
p
t t ∈]k, k+1[

k − 1, f (k − 1) , k, f (k) , k + 1, f (k + 1) , k + 2, f (k + 2) .
,-,AD BW& d&?+-E4<E',/#f[\+E)46$@$E)- VTLEE4&!3# Q p = p(t) t
R#@'"U ZB%('.,S#@
1 A(*l)4<E4+)o!3#0$D[\+)9HE4+)$
8 8 8
ψ0 (x) := − x(x − 1)(x − 2)
6
1
ψ1 (x) := (x + 1)(x − 1)(x − 2) ψ0 ψ1 ψ2 ψ3
2
1
ψ2 (x) := − (x + 1)x(x − 2)
2
]DL69HF!3#
1
F4E#
ψ3 (x) := (x + 1)x(x − 1)
t
6
k
24 34 #0$GR#%)-@4<#%
k := E[t]
t=k t
24<)+) 24)+)v+)>9%L69H#
p := fk ;
p(t)
p := fk−1 ∗ ψ0 (t − k)
+fk ∗ ψ1 (t − k)
+fk+1 ∗ ψ2 (t − k)
+fk+2 ∗ ψ3 (t − k)
.} 1
]S+-)3[\+@,/(*,/#*)7&LIuE(0$ Y;U@$R!#f6$E#%9s@4<+-)y}-Q :8 #%$ c#Ma+17)t,/#M!3(Hl)4FL p
p(t) =f (k − 1)ϕ0 (t) + f (k)ϕ1 (t)
0 }-Q /L71
+543Ia+8 4)7@$ 8 8 8 #08 $GB6i=8-$ #!3#uQK{CL)?-@3)E4?<46#T$@L!3)7#%M$MeaJ (*+?7L12)4Y@t( ,/#0}$BQ723!31s#q8K!3)#%?9%@L( 69H1>C-$E$E$E4<+3,/9H4(*##
+ f (k + 1)ϕ2 (t) + f (k + 2)ϕ3 (t),
ϕ0 ϕ1 ϕ2 ϕ3
!+))#,* k−1 k k+1 k+2 0
1
ϕ0 (t) = − (t − k)(t − k − 1)(t − k − 2),
6
1
ϕ1 (t) = (t − k + 1)(t − k − 1)(t − k − 2),
2
1
ϕ2 (t) = − (t − k + 1)(t − k)(t − k − 2),
2
1
{Cha#09sE#*&+))+$A<$R#j!9;':(HlL))46?-$@#*$ ,/+-)#*$c)7A<#0!3$D# [\+O )9HEE464L+=)$# 8 8 Q 8 mX4$@57L # 8<+-@$

ϕ3 (t) = (t − k + 1)(t − k)(t − k − 1).
6
x = t−k t ∈]k, k + 1[
x ∈]0, 1[ ψ 0 ψ1 ψ2 ψ3
ψ0 (x) = ϕ0 (x + k), ψ1 (x) = ϕ1 (x + k),
$E+4<&#*):9H+@#
ψ2 (x) = ϕ2 (x + k), ψ3 (x) = ϕ3 (x + k),
1
ψ0 (x) = − x(x − 1)(x − 2),
6
1
ψ1 (x) = (x + 1)(x − 1)(x − 2),
2
1
ψ2 (x) = − (x + 1)x(x − 2),
2
1
XJ (%?-<4<E( 0 -} Q /L71D$%J (09H@4YR,L4)7E#*):L)7

ψ3 (x) = (x + 1)x(x − 1).
6
*
p(t) =f (k − 1)ψ0 (t − k) + f (k)ψ1 (t − k)
X!FJJ #%)-<?-@+E(%@#q4Y@'$ +-,/)7#> 9H+@@#%$E:#*+-B)<!#0L$ )7/L#%#*$ q;$ @(%$E#*)7E(>!)$/QkF<#i#;L=@#%,T .*E@}#Q}!3QC#qF#0$ +-$ @4<# @,T#0.*$GEB@#%6 $
+ f (k + 1)ψ2 (t − k) + f (k + 2)ψ3 (t − k).
O <#% Q t∈R O fk = f (tk ) p

p(t)
f e*kJ#&kLBQ W : 2+4< t0 < t 1

!3#%3Iy)+-,j=@#%$BE(%#*6$B!346$G@4<)9H@$M#*n$E+4< @#*S57# ε 0<
ε < t 1 − t0
}Qc{Ì349*4Y@#*&)va+12)t,/# !3#M!3#%?@(1n@#*P57# pε
pε (t0 ) = pε (t0 + ε) = 1,
pε (t1 ) = pε (t1 + ε) = 0.
}% 3

/Q 24 8_,T+-)7E@#*/5-# 8

eJ 4<8X)7#*@v#*@:4<+-)$EL4 E4+)i#%!K$ uJ 3A#*)@,/#o4Y[\@+# ):09s$EE#%4+9s0) QF!}Q7#o231H=Q $E#!3#0$qa+12)t,/#%$r!3#!3#%?@(i1pa+
ϕ(t) = lim pε (t) ϕ(t0 ) = 1 ϕ(t1 ) = ϕ0 (t0 ) = ϕ0 (t1 ) =
ε→0
0 ϕ
j}-Q 2D\+')4< #&B% 8 8 8 T=-$ #B!#BPL?-@)?#g!3# $@$ +39H4(*#gLIra+4)-;$ 8 8

8 Q3{C)i3@4<46$E)-&#gE(0$ Y;U 0 }-Q 671D)+$R O +)$ *
ϕ0 ϕ1 ϕ2 ϕ3
t1 t1 + ε
P3 t0 t0 + ε
nJ 3E@#gLE%83WJ (*?-<4<E( 0 }Q7231c!3+-))#*

pε (t) = ϕ0 (t) + ϕ1 (t).
(t − t0 − ε)(t − t1 )(t − t1 − ε)
ϕ0 (t) = ,
(−ε)(t0 − t1 )(t0 − t1 − ε)
(t − t0 )(t − t1 )(t − t1 − ε)
ϕ1 (t) = .
{C+-=3) E#%E)(0+!3)$ 46$E*)7r#%$v!3#*3I [\;9HE4+)$v9H4<N!#%$@$ $vV ) !3(%)+,/4)U@#*v9H+,/,n)F8c)+:$
ε(t0 − t1 + ε)(t0 − t1 )
(t − t1 )(t − t1 − ε)
pε (t) =
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)
= .
(t0 − t1 )(t0 − t1 − ε)(t0 − t1 + ε)
/Q3m_&!3(Hl:)4Y@4<+-)>!3# 8)+:$R O +):$ * ϕ
(t − t1 )2 (3t0 − t1 − 2t)
ϕ(t) = lim pε (t) = ,
#*A!3+)983#*)>!3(%E4 O L)7%83)+-$c+=E#*)+)$
ε→0 (t0 − t1 )3
*
2(t − t1 )(3t0 − t1 − 2t) − 2(t − t1 )2

ϕ0 (t) =
(t0 − t1 )3
(t − t1 )(t0 − t)
=6 .
9A57+# $n #%O $ +D):$M)#"!3+!3)#09q$D57=4<#%L) E@#R[\+):9sE4+):$S8 !3#f=-$ #f!3#%$S:+-<12)t-,/#%$D!KJ 3A#*@,/8k9H4Y@#u#f57!3#f4D!3#*@?-+E ( O 1#

(t0 − t1 )3
ϕ(t0 ) = 1 ϕ(t1 ) = ϕ0 (t0 ) = ϕ0 (t1 ) = 0

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

3%
})2
X{j B)>&DU3E'.4#&<B46$@% L)7R<#M@(%$E<@U 0 } Q 651s83#Ma+17)t,/# #0$GA!(Hl)4PL p
#*+5I34 <469H4<8 E(%#B8 !L):$c#%$ eSJ #H6I3j#*,/=-$ #"#!3}#fQ}QAL9A?-+@)$R? #&O +!3)# $c!3+-)$@9 $ +39H4(*#"L3Ia+4)-;$ #Hc#%$
p(t) = f (−1)ϕ0 (t) + f (0)ϕ1 (t) + f (+1)ϕ2 (t),
ϕ0 ϕ1 ϕ2 P2 −1, 0, +1
Z +1 Z +1 Z +1 Z +1
p(t)dt = f (−1) ϕ0 (t)dt + f (0) ϕ1 (t)dt + f (+1) ϕ2 (t)dt.
A)>9*L69HP$ 4,/#g!+))#

−1 −1 −1 −1
Z +1 Z +1 Z +1
1 4 1
ϕ0 (t)dt = , ϕ1 (t)dt = , ϕ2 (t)dt = ,
#*&L&9*+)$E(%57#%)7 −1 3 −1 3 −1 3
Z +1
1
p(t)dt = f (−1) + 4f (0) + f (+1) .
3
wx$ #%,j=#M!3+)9g):UEE#%F!KJ @+39;'#* R/57L)7@4Y@( !(Hl)4#M
−1
R +1
−1
f (t)dt J(f )
1
J(f ) = f (−1) + 4f (0) + f (+1) .
fL):$uQFm`#L9;j'9*+)4Y@$ EE#c@19HE4)++)F8K$r6vL[\+a@#*,j#*@#q+)!3$#q65757-!3@L)-E@4Y@@( #
3
J(f )
4<)7@.*?@#/#HI9HE#%,T#%)7B<#0$
% "# "
a+12)t,/#0$R!3#B!3#*?-E(M!3#%3Irv$E#*)$&+34

J(f )
Z +1
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0
0
f (x0 + h) − f (x0 )
f 0 (x0 ) = lim
0 /3Q}[1
h→0 h
f (x0 ) − f (x0 − h)
= lim
h→0 h
f (x0 + h/2) − f (x0 − h/2)
A9*+))#B$E4646$G!3@(*#g#j!:++-)9MAV/9*$E#g9*!+#*)R))2#%R,/)(*#@457L#%#*,/#*)7&:/+7$ 4<EE4#%,T#M4.*@$@#B$E# !3g(%:E4#*O E(%4<E# #M#*A!3VT# 9%L6L9Hi#*: +-4<)7

= lim .
h→0 h

O h O f0 f x0
∆h f (x0 ) +- ∇h f (x0 ) +- δh f (x0 )

0 /3Q7/31
@.%$R O +-4<c!3(*l)4F#%$&57)7E4<E(%$ h h h
0 /3Q 151
0 /Q ?1
∆h f (x0 ) = f (x0 + h) − f (x0 ),
def
0 /Q 251
∇h f (x0 ) = f (x0 ) − f (x0 − h),
def
δh f (x0 ) = f (x0 + h/2) − f (x0 − h/2).
[\P9*+-++))7;9sE$E@457)24<+-) # # 9*+)7E4)2!#%(H#$ lB)!34#/+))L( 8ZeJ +=zG!3#HM+),)U(*E#'8_(*4,D[ UL@4<4/579*#+@E#0$ a#%Q +$ )"#M!%E$M)y#q9*+-+:))#v(%$E4@!L(*E3;#%EU@E#q 4+[\):+-Vr$")E9s$E+@#*4<,T+-E) # N
def
*
h>0 ∆h
f : R → R
==<#0$&$E+)7 O =#%$D:+-&#%$c+-:(%@LE#*@$ #H Q
∆h f ∆h f (x) = f (x + h) − f (x)
;>P = JN%\M>Y#@')#&: B% \BDP=:EL WJ < BO:=@3BJ#>H@=<KA J \BDJE UJ BDJJ>MR;L A @5 :=BDEKJE BD\ Ja > NQJJ>UL A : =` J\RZB]P=JLE6JL BD: 3BDJa>>A =J JBDL \LTBD: 3BD>P3:=@5E6J L
∇h δh
J`3L ` U]JEKL BD\J ` b ` ` ` a

h > 0 ∆ h ∇h δh
}H4
})8 3

&9 +-$ O (*@4Yl+-)$D,L4)-@#*))7c#gE(0$ Y;U&$ 4 O L)7 *

E \]PF=ACBDSJ> b c:eW& J> : ` \BDPFL J @3J @=A I\BDJE UJ ` B]JR A B]J a JL >:FEKL N A ∆ h ∇h δh
;>>=+-)7E@+%).$Z'Q#`,-E'.(0#$ % Y;UFa+FWJ +a(*;UE#% Q%m_+P9*#_[ L4E#-8*9;'+-4$E4$@$E+)$Z!3#%3I")+-,j=@#%$

@9A(*+#%$R$ 57(*#%@4Y9*l++-))57$c$E#0$ )$R!3#*4< q9H#H<"E(B!3#%573Iu# [\+-)9s@4<+-)$&9*+)7E4)2#%$ 57#%9*+)57#0$*Q
∆h
O α β f, g : R → R
∆h (αf + βg)(x) = αf (x + h) + βg(x + h) − αf (x) − βg(x)
P #f,/b%,T#M;L46$E+))#%,/#*)7c$%J L465-#g3Ir+-:(%@LE#%@$ #H Q = α∆h f (x) + β∆h g(x) ∀x ∈ R.
4<,/4<2E4(Bv#%$!3j#%3I3)4<#u.%,/[\+#M)+9H;E!34+E) #gL!3 #%3O Iy+-4[\$E+-4)4$nL?-9H+-#f)-!3@i4<)a,/+4)7#%)- T!3(*$%@J 4 (0O 9H@=4Y <#-* 8$E+) 3! ( O #%<+-:#%,/#*)7
∇h δh
0 /Q 571
x0
1
f (x0 + h) = f (x0 ) + f 0 (x0 )h + f 00 (ξ)h2 ,
+5+-4=3E#%)#0+$G)j$ * )p:+-4<)7n!3#ueJ 4<)7@#* O <#
ξ
2
[x0 , x0 + h]
Q "#%$M@#*6U@4<+-)$ 0 /3Q 551f#H 0 /3Q 151M)+$
0 /Q7431

f (x0 ) − ∆h f (x0 ) = 1 |f 00 (ξ)|h.
0
9A+$ca+ O +)$R!+)9f(*)+)9*#*R#f@(%$E<@LR$E4 O L)7 * h 2
JH>M<KL J =OS_?\JL c>MA :eW : 6A JM>ML < E E :=R JMB]>MJ LW` @5:2J>M<3ACLT_ A :=@5A :=>E6UE :=\ E6a LTACACNE JD _5RSA >MJL EKJ)LW< @3E \JBMA U2:=P EK>MNQLJ PFa EK>ML A J L JNCNQJ
h0 > 0
f :R→R x0 ∈ R
C
0 /Q 871

f (x0 ) − ∆h f (x0 ) ≤ Ch,
0
∀h ≤ h0 .
m_;>+-=$E+):$ %.'Q,-'.#%
h
1
|f 00 (x)|.
"#o6pE#%LE4+) 0 /#HQ7A431/!3+-))+-9 $+=E#*)+)$u=Q4<#%) eJ 4)(*?7L4Y@( 0 /3Q 851q9*Lr$ 4 L+;$
C= max
2 x∈[x0 ,x0 +h0 ]
h ≤ h0
69*9&(g+-L$c +=E#*)+)$cQ !3#M6j,/b%,T#f[ -H+)v)vE(0$ Y;U&$ #%,j=6L=<#g$ 4 #%$ RE#%,TN

1 00
ξ ∈ [x0 , x0 + h0 ] 2 |f (ξ)| ≤C
∆h f (x0 )
L)=#"m`<#g,/L#HM#*A49H<9*+-#%+)7)EE$E@#g46#!3L8Z(*$ @4_+E))+^+-$DI34#%,$g$RLU!3E(4+@)P#%+3<Q9;+-{C'+)r:):#%#H$,/hZ#H#*%)78@$c$E4<,/a+-L4<Ef$E(0+$ ): *$ O L@#*E+- 4$S[\+46$D9H+8Z)7)@4<+) :$",/+-#*=3)7ER#%)!3+(*@):4<$N

∇h f (x0 )
δh f (x0 )
f 0 (x0 )
O O
h
f
0 /Q 671
2 3
h f 000 (ξ) h h f 00 (x0 )
f (x0 + h/2) = f (x0 ) + f 0 (x0 ) + , +
0 /3Q}%71
2 3! 2 2 2!
2 3
0 h f 00 (x0 ) h f 000 (η) h
f (x0 − h/2) = f (x0 ) − f (x0 ) + − ,
2 2! 2 3! 2

}.6
X{+54 )o$ +-#%$ S$G@@)u^17:L+-)74< )7S0 /3!3Q}%#"7e1XJ 4)-V @#*0 /3 OQ 65L1S<#H# &#%)r3@4<46$E)-&6T#H E#%L#%E$ 4X+) )u0 /:Q+-254<1s)783D)!+-# $R O +-)$ * Q
ξ [x0 , x0 + h/2] η [x0 − h/2, x0 ]
0 /Q<}-}[1
000 000
2
f (x0 ) − δh f (x0 ) = f (ξ) + f (η) h
0
h 6 8
|f (ξ)| + |f (η)| h2
000 000
≤ .
34 #0$G&)v)+,j=E#f:+7$ 4<E4<[klI3(M#HA$E4K)+$R!(Hl)46$@$ +-)$
h0
2 24
1
C= max |f 000 (x)|,
)+$&!(%!346$E+)$RVT @4<R!3# 0 /3Q}}[1S#ME(0$ Y;U&$ 4 O L)7 *

24 x∈[x0 −h0 /2,x0 +h0 /2]
JH>M<KUL J =_7H\JL i>MA :eW N 6A J>L < E E :FR JBD>MJ L ` L :2BD>M:=ACA L> A :=@3A :F>YEKUE :F\ EKa L ACACNEJD _5RZA >MJL E6J)LI< @3E \JBMAU]2:FP EG>MN LJ P=a EK>L A J L JNCNQJ
h0 > 0
f :R→R x0 ∈ R
C
0 /Q<}H/31

f (x0 ) − δh f (x0 ) ≤ Ch2 ,
0
∀h ≤ h0 .
P#%$CE'(%+@.*,/#%$l/Q /f#* /3Q 1M)+-$C-$E$E@#*)7X57#87$ 4 #0$GD$@$ # RE(%?4<.%E#-8L#%$X57)3N
h

@#T4Y@(%$ E#%,/4<#%"9*-$*#H8a 6u9H+-) #*@9H?+-#%) )O 9H#*#M@?#0$G#%g)- !KOJ +#%;@!3$ E# <+-@+$";57$@5-#n# !)E$"#*):<#T! !3O #*#*3;I3$ 4.**,/(%E#/+:Q9*"$%8)6 $
f
9*+) O #%E?-#*)9*#"#0$G&!KJ +;!3@O # Q

∆h f (x0 ) δh f (x0 )
h h f 0 (x0 ) h
h
h2
;>\BD= J E %UJ#@')> #&B % E6AVJM:E> W : BD : 3E BDJM@=>AC>ML A =HJM<K> J JL)BD\L BD: 3BDP5@3JJ> L :=< B#N P BD: >_3:=ACE6RZL P=@3L AVJ:=> E :F@3BMJ R;< N JM>@3J;O@=A J >
@FA \BDJE UJM> ` ` `5` b
∆h f (x0 )/h ∇h f (x0 )/h
f 0 (x0 )

f (x0 ) − ∆h f (x0 )
0 JL
f (x0 ) − ∇h f (x0 )
0
>:F:FBMEKR;LZ;J@5NQ\J;JM> @FA \B]JE U]J> E6AVJM>^>:= E6L U:=EK>b A >M L P=NCNQE6JML> J> >:FZEKLN :F@ BD@=:=BDBDJ @FBDJ JhE JLZ:=E @FACL H<KJ NQJM>
h h
% "

J^R RZJ)N P :=BMR < NQJ @3J@FA \BDJE UJM> E6AVJM>UJE6LTBD\J> 1 h b ` :=< B^N P `3` B]:_5A
RZP=L AV:=E @3J f (x ) J>ML U:=EK>MA >L P=E6L J ZN :=BD@FBDJ 2 JE h UP=B)δN JfBMBD(xJ< B)/h@3JLTB]:=E UPFLT< BDJ
0
0
h 0

f (x0 ) − δh f (x0 )
0
J>MBDLI: F@ BDJ :F>BD>M@=A2B]JJ>;hJL b BD \LTNCNQB]JY: 3JMBD>MP3LI@5JMPF> ACEG>MA ` N <?> ` BD\UA >JYH<KJZNQJM> :=BMR < NQJ>Z@5J @=A \BDJE UJ> EKAVJ>
h
` 2
b
Z &
. S" , & S"#. )&'&'.
. . &&'. "& )&O&'#Y

9%L69H3+6U4< @#*cf)y#*) )+O ,j4<@?=E#n# E(%#*+` ;!3L+)7)E)#n(T)^#n17aL+)7AE;)#T@#H@E#*#%)E4(0f$ #%57)-F;J U@)4<+-))o+!3,j(%=9*E4<,#jLl)#T4`4<!3)3#nl:)9;4<'#-4YQhZ&E#0) $
/ 3

)2a+,/g#*(*I3@!3#*46+-5-,/))#g#*#!f8 # )Q #T@#*@!3(%# $EO#*)74#*@)L!E4@+ )o!3(09H4,L#Bl)457#/!343##%$ =5-4<#%#n)T)$ +-k$"))#c+L@L#*@+@)+^$ I34<,QZdALE4<4):+$ ) 4

c = 1/3 c̃ = 0.333333
c c̃
;>= %#@')#&B%T:eW N 8:F<?>Z@FACBD:=EK>YH< < E E :=R BDJ J>MLW@5:=EKE \Y P 2JU U ?A BDJ>Z>MA FE6A
c
U]PFLTA > JE9BDJ ` B]\M>JEKL P=L AV:=E@3\UACRSPFNQJ > ACN J>L @3:=E6E \ P 2JU U ?A B]JM> U:=R ` L \M>
` P=BML ACB@=< ` BDJR AVJBU A BDJ;E :FE EK< N b
c̃ N
N
f e + :eW& P#%$c)+-,j=@#%$ *

0.333333 = 0.333333 100
34.2456 = 0.342456 102
0.000345033 = 0.345033 10−3
$E+)7&!3+))(%$R O #%9 5T9;'4YhZE#0$R$ 4?)4Yl:9%U@4Y[ $%Q

3.42550 1018 = 0.342550 1019
;>U< = NQP= L %J< #@')B^#&BJE%T[:eACW$B _ F< N J:FACL :=L L <PFEKE L J)E :FL RBDP =BDP=JACNCNBDP=\EKJNOL JP L =>JU:FACL U>?P A =B]P=JMN >J< B;@3\P U`3AC` RZBDP=: <3UG_S\J >MÀ FP=E6BA < UE P=L UA PF> N
b
c c̃
PYH<KPFEKL ACL \ J>ML P `5` JNQ\JSJBMB]J< B@ P=BMBD:FE @=A >)>MML P `3` JNQ\J ` B]\]UA >MAV:=E BDJNQP=L A2J @=< UPFNQU< N P=L J+CL)7#H@@I3E #/#*,/57# #87+;$E57# #*&eJ #*@E$ #%4_#HD&#5-!K9*JLL#A6@9HEW+-J +-)L)q!3E#*!346$R4$Eg$ a+- E$E@#A+!3):$E#*#g!3;4Y5

−N
η = 10
|c − c̃| ≤ 5|c|η
c c = 1/3
`
{
|c − c̃| = 13 10−6 ≤ 5|c|η
@

3
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4
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c̃ = 0.333333
η = 10−6
c
!346$c+;$E57FJ +)v( O L# a+&L@+39;'#*c)2,/(*@465-#*,/#*)7 Q f 0 (x0 )

f eQ 2+4) +:e$AW : ]D+):$c9*<)+-)9*$ 9*6UE#%&57<4P+-@)$@#j57!3#46$ a+-$E#j57#j!38 #Z19;'4YhZ8 @#%$A$E4?)4<l:+9* LE4<[ $*8
∆h f (x0 )/h
)+-$c+=E#*)+)$cO a+
∆h f (x0 )/h f (x) = x2 x0 = 7 h = 0.06 h=
0.01
h = 0.06 h = 0.01
#H <#0$ O <#%;$R$ 4 O L)7E#0$ *
∆h f (x0 ) (7.06)2 − (7.00)2 49.8 − 49.0
h = 0.06 : = ' ' 13.3,
h 0.0600 0.0600
∆h f (x0 ) (7.01)2 − (7.00)2 49.1 − 49.0
h = 0.01 : = ' ' 10.0.
Cm!34<hZ4(*$@@57#*)# 9*#%$ h
f 0 (x0 ) = 14
0.0100
)+#0$Gn$T9H<+-:)$j9H?-@+-))$n!3#q57a#r+eJ #*@@#*n+=3@#*)257#v#r:L+-T o[\+@,j#rQ_]S3I #
0.0100
a'+-$@(*L))7+-`,T!3.%# )5f#B9;#0'$Gf4<ha<@4(j#%$_L$E4<?-Iv)#%4<l:E@9*#*LE;4<[ $&$!KaJ +L@@k++-)=3!3E46#%$%)Q34wxkk6$Ef39H/+):f9H!3#j$ 4+E)j#%)4<!3) @#B#%@$E#)Q0#n{C,)/#H9;hZ'#H40)8U#j)!3+46:$ $N

∆h f (x0 )/h h = 0.01 h = 0.06
+-=3E#%)+)$R!L)$R9*#g9%$c#%$ O <#%@$c$E4 O )7E#%$ * O

∆h f (x0 ) (7.06000)2 − (7.00000)2 49.8436 − 49.0000
h = 0.06 : = = = 14.0600,
h 0.0600000 0.0600000
∆h f (x0 ) (7.01000)2 − (7.00000)2 49.1401 − 49.0000
h = 0.01 : = = = 14.0100.
h 0.0100000 0.0100000

3/ }
"4<6+-$ @+-f$n)L$"W):J #%$E$rE4@,T6#* T<$E#%,TL4<=E#%#-$E)7+8D")57+# #j$v+);#y$E57[\#*+-@# +=3)E#%$r#%)2$ "#v-6$u$ET)@#(%e9*J ( 4@$E'4+(*<+-)iEL4EE#y#%4+L$E) E4 iO #B<!K#0!3$uJ y)#%9*E@L)#*6+-9H,j@$r=L@E!K##*J AE@#%3+$ @):/4<!34!34$E$%#( Q
WJ +;!3E#q!#q?;L1s)Q!d&#*4) $E4e0 8:)$+4F)$j+)+L$R@#*9;'@+#%)@9;$ '+)1M$c!3V/# 9*O 9*<0 #%#% ) [ L4<n+-) O p<$j'Ln57#
η
|c − c̃| c̃ c
∼ |c|η
|c − c̃| ≤ 5|c|η
∆h f (x0 ) f (x0 + h) − f (x0 )

=
O #%9"8)# 1DO L)+#*$c +-=3E$ #%)+:)+7$ $ (%* #f!3+-))(%#g$@L):$c#*@E#%R!KJ E@+):!34$ 0 #*I3#*,/#,* 8

h def h
h h = 10−7
10−8 . . .
#*@E#%RL=$E+#M9H+-,/,T46$E#g$ERWJ ( O LU@4<+-)v!3# f (x0 + h)
#*@E#%RL=$E+#M9H+-,/,T46$E#g$ERWJ ( O LU@4<+-)v!3# ∼ η |f (x0 + h)|;

f (x0 )
#*@E#%RL=$E+#M9H+-,T,/46$ #M$ERWJ ( O <:UE4+)i!3# ∼ η |f (x0 )|;

∆h f (x0 )

#*@E#%RL=$E+#M9H+-,T,/46$ #M$ERWJ ( O <:UE4+)i!3#

∼ η |f (x0 + h)| + |f (x0 )| ' 2η |f (x0 )|;
∆h f (x0 )/h
|f (x0 )|
∼ 2η .
W{X,J +)qL;E!39H4<+[E$C#g):#H9H!3X#$E$ +4+)7)PX8U!3e+-J #*)@9RE#%!3#0`$_Q !K4<)RJ L!#%@4,/E9%+-U)E@4!357+46):$`+-$C9H)+!K$S,/J +E,/;+-!3346E$E#R#R#*[\!3$E+#R46$D`?-57e@J ( )O#g!3<#%#%$cL`9*E4+@)9*+=!36$D# =$E<+#)7c2E4@).%$c+-$C9*#%$@X+^9*I2!334<# NN
h
∆h f (x0 )/h
2η |f (x0 )|/h
)++):$K$ReJ+-#*=3@@E#*#%)K+):@#*$ 6U* @4 O # !3#XL3If#*@E#%;$a!FJ E@+)!4$K$EFWJ ( O LU@4<+-)g!#

er ∆h f (x0 )/h
8

2ηf (x0 )/h 2η|f (x0 )| 2η|f (x0 )|
er ∼
= ' 0 ;
9*#HEE#M#*@@#*c@#*6UE4 O #M?,/#*)7@#f+;$@5-# !34,/4<)2#-Q

∆h f (x0 )/h |f (x0 + h) − f (x0 )| |f (x0 )|h
f e + &c:E8 W N ]S+-)$E4!3(%E+-#*) $CVg)+- O #0L/#%$C!3+-))(%#%$C!3#AeJ #HI3#*,/#g/Q /QJ9&+-$X O +)$

f (x0 ) = 49 f 0 (x0 ) = 14
7η
er ' .
F!!3#4AJ )EE@+-+-+))$q$q!4!3 $n(0$+!344#E +-)$%8C O L#% 9 <:$ 0 8`+-=3#HEu#%)!1j4<u+$E)9 T)#>eJ ( #*O @@#*<LQXE4wx@+R#*) 6[U@!34 #O r#v!3+-4(*)#o9>L9;'I +-4$E#*4<8k@@)#*+):;#$$
h
h = 0.01
,-O 9;'4<)#B5-O 4F9*L69H<#M O #09"i,T+-4<):$ 5T9;'4YhZE#0$R$ 4?)4Yl:9%U@4Y[ $%Q

10−3 er = 10−3 ∆h f (x0 )/h
η ' 10 /7 ' 10−6
−5
N = 6
LEP4+#%)>$&9*!3+# )$E46!3(*;U@4<+-)$c!3+-#B 9H#* E#B$E#%9HE4+Q )i@#%$ E#*)7R4)9;'L)?(*#0$R$ 4P+)vE+39*.%!3#BVTWJ ( O LN

∇h f (x0 )/h δh f (x0 )/h
/L/ 3

S &'
. S"#, &' S"#. )&Y&'. . . &&. "Y&'
9;')v+-)42$E+-46$E,j$E:+=)+7@$#"$/+-a6) +-$ $E[\4<+-E4<E[_,n-$E<$E#y# fL:3#*I !3E4<#*!3%Q4<haIom_(%+-[\E+#%46)R$B9H9*9H#0L+-$q6)79HE4@<) +#%D?-,TE#0)#%$E)7$E#M4ML#%!$%(*8`@@4 4e+Ô Q I3#LQ4<=,<#/LE#H4B+)u$E+!34< # 8)#H+ :$ Q
f : R→R x0 ∈ R h
9AV +$S O +):$ O u57#AWJ #%[\+E@@#*,jX<#!3#&/3@EQ 4F+-1D)1s9*QaLmÈL"@#A9*9*++)7,/E@,/#8:4$EeO J#&#*@#%@$ #*Df!KJ @+ÊI3@4<+,):!3U@4$&4 O #%#*$ ,/f#*L)7`(*E?7+^LI34<# N
f 0 (x0 )
f 0 (x0 ) ' ∆h f (x0 )/h
,9%LU69H@4 O 6#*U,/@#*#*)70iQd&!34+))$E)4e8(*#$E4P0 :Lr 4<#%>!30 #B9*9*<#% +384 )+#0$&$Gv9%L6 9H+@):(%9H$ 46$E4<+-) E#%LE4 O # !#0 9
Eth = 21 |f 00 (x0 )|h
@+L)v@9*<# 9*LE#%D!#fE(09H8:46$ $E4++,/)q,/@#*#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#%

Eah = 2η|f (x0 )|/h η
f 0 (x0 ) ∆h f (x0 )/h
η
@+L@<# T!+)9fWJ #*I2E#0$E$E4<+-)r$E4 O )7E,# *
E h = Eah + Eth
Eh
Eh =
1 00 |f (x0 )|
0 /3Q}.171
wx#%CE@#0#*$Gnc:a+7+-$E$@$E$ 4<=4=<#q# !3#q9%QL{C69H)i#H#*hZ #H%0 E8:'$ (%+-+4Y@4576#%n,/[\+#*))79H1E4+)>!3!3#/(Hl:[ )*4<+#g)pVi +=3@#*)4B6i$Ma#HE4<E#
|f (x0 )|h + 2η .
2 h
h
Eh g
b
+5$E34/AA#B!3@#B(*#*9* 9*57#*4k8 E(0L4$E#M<#n,/4<)4,jQ2]S6, L4@!#*# ,/#*)7` :+-O < #%C+EQ:4,/m_+<#&"!!3# (*E#*$@#%,/@M4<)!#*+))8:(%4#

g(x) = ax + ∀x ∈ R,
x
a = 12 |f 00 (x0 )| b = 2η|f (x0 )| h
x̄ g(x) x>0 x̄
b
*##0R$GA!W# J O )(*46@5-4Yl:#j#*R,/574<)# 4<,n, 3! # :+-a + H# #H" 6 O L#*"!3QA# 9&+-9H+-$RE9H@+-#%)$Ea9H+)+!):$D)757RVu#
g 0 (x) = a − 2
x
p
g 0 (x̄) = 0 x̄ = b/a g 00 (x̄) > 0 x̄
$Ra#H@4Y@# O L#*&!3# %# $ A!3+)9 Eh
g(x) x>0 h
0 /3Q}*?1
s
η|f (x0 )|
h=2 .
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|f 00 (x0 )|
!3(*l)4#ML O
p s
|f (x0 )|
p=2
/,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-# $]61Ao#H[\M9;+-'E$E4<,n4hZ+-E#0) $D#rO $EL#%4?3)I M4<l:9*!3L9*4YLhZ69HE(*4<@[ <#*$*#%):87"+9H#%)v)$ j#T4)7E(%E@b*+^cI24Vn,U@@ #*4<O )+-#%)>!39q@)7# ) N
|f 00 (x0 )|
f 0 (x0 ) ∆h f (x0 )/h

!3#MWFJ +#0;$q!3E,/#gb*!3,/#M#0?-$u@9H)+-)!3#*$E4!3D(%@!3L# E4+)$qE#0$G@#*)7Q L6L=#%$q$E4f)+$uL@+39;'+):$
N h
6)q+-[\+-$TE,nL#T@+39;3'I+):!3$ 4<ha(%E#%)9H#0$"L@T(H@Eo+-?[\+;@,j!3#0$*8#rO 4eQ #3Q I !34<ha(%E#%)9H#0$n9*#*)7E@(*#0$*QZ8km`4WLQ #-MQ 9H+-)7E@#8Z$ 4

p · 10−N/2
f 0 (x0 )
0
f (x0 ) ' ∇h f (x0 )/h
@E+-)9*LE@#[8S1 W* J #%E@#*qE+@<#L; :+-v#HI3@#%$@$ 4+) 0 O +4 0 /3Q}}[1q:+-uWJ #*@E#%r!3#

f 0 (x0 ) f 0 (x0 ) '
δh f (x0 )/h
1 000 |f (x0 )|
Eh ' |f (x0 )|h2 + 2η
24 h

3
/K1
574PE#%)!3;/$ +-)r,/4)4<,n, a+
1/3
3η|f (x0 )|
h=2 .
|f 000 (x0 )|
Z &
. " , &' S"Y. )&Y&'. O"$ &. "&
?-(*)(%P3@+#%4<$T<46+$E(%a$c(*;!3)iU#M@#*#*6j)7E;[ 4$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,/4+#%) )- /3Q* }ua#* O #*)7/bHE@#
O
0 //Q<Q<}H})552311
m 1
m m−1
∆ f = ∆ (∆ f ),
0 /Q<}4F1
h h
h
m m−1
∇ f = ∇ (∇ f ),
0
h h h
m m−1
dA4<):$ 4W8R#HI3#*,/#
h δ f = δ (δ h h f ).

δh2 f (x) =δh δh f (x) = δh (f (x + h/2) − f (x − h/2))
=δh f (x + h/2) − δh f (x − h/2)
=f (x + h/2 + h/2) − f (x + h/2 − h/2) 0 /Q<})851
− [f (x − h/2 + h/2) − f (x − h/2 − h/2)]
"##%$&T+[ a*(*+;)UE$E#%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#

=f (x + h) − 2f (x) + f (x − h).
m=1
!9*#j-$E9Hwx$E6A#$@#%$$ #q:+7$E$$E4k4<=+<$ #o)>4+!3)>#oE#%)!@!o(*#*,/)!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;!3@!(*+-#%?-)$D)+(4< .%8aEL# +!30 ;#$
∆m m
h ∇h δhm
f f
C m+1 f
#%$A5-:L)7E4<E(0$ C m+2 x0 ∈ R
∆m
h f (x0 ) ∇m
h f (x0 ) δhm f (x0 )
, ,
E$ +8 )7`!3#H #%$`@#%@$E+âI3#%4<9s,@4 U@#*4<,/+-)#*$P)7c!#D<+-6@ $@57N# 4<.%,/@#D#*!3)(%! E4 O #%(%@# $ *(%E+:Q-9&+:!3$S# a+L j+a):+$D4)7 4<):$ 4Z8L(*!K)J ++-)@!9*#*E#
hm hm hm
#%$&E(0$ <@L@$R$E4 O )7O @$%85-4K?(*)(*;L4$E#*)7c<#0$cO E'(%+@.*,/#%$ /Q /n#Hg/Q 1O *

m f (m) (x0 ) f x0
2
h h h h
UJ]_5:FUEKA >M=L L ACJEH < RZE J;JiE6U]LI:F:eEG@3W$>M_\L BMP=A6EK2APL J N J a JML>M>MJA LZNCNQJ;< 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
m
x0 ∈ R h0 > 0
f : R → R (m + 1)
0 /Q<})651
m

f (x0 ) − ∆h f (x0 ) ≤ Ch
(m)
∀h ≤ h0 ,
0 /Q /51
h m
m

f (x0 ) − ∇h f (x0 ) ≤ Ch
(m)
∀h ≤ h0 .
hm
/L 3

UJ]_5:=E6A >=LTL ACSJ)E < RSE JJcEKUL:=:eEK@5W >Mm\L BMPFA6EK=APL J mNQJ a JL>M>MJA LZNCNxJ;< 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
0 0
0 /3Q7/3}21
C
m

f (x ) − δ f (x ) ≤ Ch
(m) h 0 2
!3#%3?-FI3LE4<#0.%4$T+,/)#B$qE+-+!F=oJ +-.*57),/!3L#%#%$nE$%@8S4<!3.%!F#v,TJ (0!#-9H4YQ:+hZdA<4<$E#%)4<,T+-$E)4W#%8:$/)7@#%!K$u$&J #0[\!$+#a@,j.%9*#%$%46#%!38k$&#0!$*#v8S3#HI>!3@(*9!3[\+QX4YhZ@[\,(*+-@)7U#*rE):49H+4)-#%):@$&$j#*l (%O)#%-4#%)$G$"@4<r49H57#*!3)7#%#0@$v$*E8_(%!3#%!3(*$&#u@4aO +(*E+#0$N

0 m
∀h ≤ h . 0
h
W3J @4<46$ @(%+^#%I3$c4<,UR@<4<#0+-$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.0$C$ +- O #%)7
00
0
O IV
0
00
f (x ) ' 0
f (x + h) − 2f (x ) + f (x − h)
0
h 2
0 0
, 0 /3Q7/J/51
/0 3Q7./K171
IV f (x + 2h) − 4f (x + h) + 6f (x ) − 4f (x − h) + f (x − 2h)
0 0 0 0 0
f (x ) ' 0 4
h
@]S(*#0?-$B]S<[\4++-.*,/E@,n#,/Q #v<#0)$n+9*+$T)!WJ 4$E+#*))7$/Vo~)!#v)#*$n@@#*$T#0!39s@#q4<+-@) E+-)@9*(%L9*E(%!3@#%#u)-!K@#J +8_;!3#%@$T# #*h@E#%$E;4 $jf!K#0J L$G@/E+-)$@$!3# 46$ 2
!34,/?,/4<)2#*)7#%@)7#*X)7<u+-@$@+57;$E57# # O !h4<,/!344<)7,/O 4#[)21sQ7# m`L0 X9H+9*)7+@)7@E@4<#@8#*,/4<a#*#%)7$ Xu4,T3aI~+E#%@E@)7#*X@!3$#&!3@##*,EL@+;57)9%U#*@C57E#o#&57#%$ 4

#%E@#*;$c!KJ L@E+-)!346$Dh?,/#%)-@#*)7c<+-@$@57# L?-,T#%)7E# m
S &'
. S" , & "#. . ;O. &$ * Ô

#*/"+) )))+-+-,j)=$ @2NW#v)4 +-:+7$k$#%,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∈,T=R# 0
$E4 O )7 0 La#*( 1 *

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

J/ 2
{X)/[#0L$G4<D%8L))+-:+-$_<a12)+t-,/O +#A)!3$_#A,/!3+#%)7?@@E( #%_5787L# +;$ #%$ XeJ )46578 #Aa+12)t,/#&!3#f!3#*#*?-CE( 46$E5757# 4
pm (xj ) = f (xj ) j = 0, 1, 2, . . . , m
4)7+E4#%&E57a+#M# $ 4F)!+)$R$"!3<(%#0E$ 4 +-)$ [\+:46+-$R4<)76n@$ @#*6U@4<+-) /3Q7/U?1s82)+:$R0 9;+':=3L@F#*Qk)}[+-1H)Q:$ wx_#%$ A[ -9H4<#T!3#
pm m pm m
O f
O (m + 1)
m 0 x 0 , x1 , x2 , . . . , x m
dm ∆m
h f (x0 )
p (x) = .
9A+$A O +):$S4<)$E4F @4<#%<#*,/#%)-R,/+)7@E(g#f@(%$E<@LR$E4 O L)7 *
m
dxm hm
U=Hi:eW 6A
xj = x0 + jh
P 2JU JM>ML NQJ ` :FN=E
FRSa JIPFNQ@3:=J-B>;@5J :F3E BD\ P H< A ACEKL JB ` :FNQJ @5P=EK> NQJ> ` :=ACE6LV>
pm
j = 0, 1, 2, · · · , m
m f
∆h f (x0 ) ∆2 f (x0 )
(i) pm (x) = f (x0 ) + (x − x0 ) + h m (x − x0 )(x − x1 )
0 /Q /L231
h 2!h
∆m f (x 0 )
+ · · · + h m (x − x0 )(x − x1 ) · · · (x − xm−1 );
0 /Q /J551
m!h
dm ∆m h f (x0 )
(ii) p (x ) = .
A9 +$D@#*@,/4<)+-)$R9H#* @#B$ #09sE4+)v&!3#*3IvE#%,L;5-#%$%Q
m m 0
dx hm
aà+#H O +,-):$_FE* 3DUEi4<46:e$E#*W&` #c24È'6r(%+[\@+.*),/9HE#"4+}-) Q<}ca+#%$ ` (*@=<4`WJ #0[\$G+-@44<$M,9*U+@)74<+-E)T4)!F,/J #%E#*@)7#*B`!3(*$E@4 4 O O =)7<E#-#c8Z#*))7+E@#$
f (m + 1)
f pm
1
max |f (x) − pm (x)| ≤ hm+1 max |f (m+1) (x)|.
+-&=3#*E,#%)2Lv;57:L#*&B!3WJ( LO )#*+<+-?:4#T#%,T#%)7#%)7E@R#!<#g#qka^+1212<+-)Rt!3,/# #q!3#39AE+-#.-c&@+!3) # 0 /Q /LQ 71f#Hn<#a+12)t,/#

x∈[x0 ,x0 +mh] 2(m + 1) x∈[x0 ,x0 +mh]
pm
f x = x0
à!L)$M,-#/FEE'DU(*i+@:e.*W ,/: # wx3/3#0Q 5$GC8K,a+-$@4$ $B4= #R#%!K9nJ (*<#0@$M=+<a4C(*!3;U#0@$_#*E(0;$ $ <@L@$`#H$E #*,n=QFm`=L#%M$_#*VgI39H#*#*,/In(*#)8F+4C)9*#%(%$ $
[ -9H#*4)v<#n#%!3$R#Ma,/++4)7)7@E$ @#*A57#B8$E4 #*#% $ &O #B:+-8:<12L)+t-;,/$ #B!3#B!3#*?-E( //5744<)7@#*@:+-<#M6T[\+)9HE4+)
q2
∇m
h δhm
f x0 − h x0 x0 + h
d2 δh2 f (x0 ) f (x0 + h) − 2f (x0 ) + f (x0 − h)

q (x ) = = .
*a#fB+L49H):)7#*$ 6R4Cl:!3?# @# Qe/9&Q<}C+-$E)++$f)7R+$k= $E@O #*+3+- 9;O)'+-$F#%)@$D$A#*+57@;(%$E#T$E57#*<)7#0# @$M(8*9H+-a#%$+&E=:#*EE)#04<%#X$"Q [\!+-#%)$f9s@?4<;+-L) '#%!3$f+!3)# )(*#-80#H$EB+)B!3# ?-@L' #
2 2 0 2
dx h h2
f
q2 f q2
(x0 , f (x0 )) h
Z O&)$ * ^ Y. )&'YO

57#wxZ9*#*#0$G<c#0$f:+757$E$E#T4=)<#f+-!3$g#" EO @++):O$A#*9HS+-!)#%$E$X4!3[\(%+E@(%,j#%$XzG#%$D$@5-!3P#gJ Vr!3(*@4@O (%L$EE#*4)7+%)qQ )22,/:(*+7@$465-+-)#A$A:Lg$D#HI3@#*(%,/9H46$E#%#$

/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-,T# !3#j!#*?@( //LIva+4)7@$ 8

f q2 x0 − h
x0 x0 + h
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4! 2 5! 2
ξ [x0 , x0 + h2 ] η [x0 − h2 , x0 ]
f (x0 + h/2) − f (x0 − h/2) f 000 (x0 ) 2 f V (ξ) + f V (η) 4

= f 0 (x0 ) + h + h
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− = −3f 0 (x0 ) + O(h4 )
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3h
+ O(h4 ). 0 /Q /J651
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0 /3Q 171
8δh/2 f (x0 ) − δh f (x0 )
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f (x0 ) − δh f (x0 ) ≤ Ch2 .
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h 4
`mj BR&DUe'.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 ) .
mX4$@57#XWJ +a(*;UE#% #%$ P4<)(0L4E#`#*P#*)ME4<46$E)7PR[\+@,j# 0 /Q<})851s8*)+$F+=3@#*)+-)$

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0 /Q 1}[1
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).
J/ 8 3

anJ+4)73 E@#u:)L+-E%$R8_<#v$@$ !3( EO #g#*57+# a#*,/#%)-/4<,/4<E(iVoWJ +-@!3@#a5y!3#vo[\+)9HE4+) 3E+-/!3

x0
f
(2h)1 (2h)2 (2h)3

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1! 2! 3!
4 5
(2h) (2h) (2h)6
+ f (4) (x0 ) + f (5) (x0 ) + f (6) (η1 ) ,
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1 2 3
(2h) (2h) (2h)
f (x0 − 2h) = f (x0 ) − f 0 (x0 ) + f 00 (x0 ) − f 000 (x0 )
1! 2! 3!
(4) (2h)4 (5) (2h)5 (6) (2h)6
+ f (x0 ) − f (x0 ) + f (η2 ) ,
4! 5! 6!
h1 h2 h3
f (x0 + h) = f (x0 ) + f 0 (x0 ) + f 00 (x0 ) + f 000 (x0 )
1! 2! 3!
(4) h4 (5) h5 (6) h6
+ 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 ) ,
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4! 5! 6!
#* Q
0
η1 ∈ ]x0 , x0 + 2h[ η2 ∈ ]x0 − 2h, x0 [ η3 ∈ ]x0 , x0 + h[ η4 ∈ ]x0 − h, x0 [
δh4 f (x0 ) = f (4) (x0 )h4

4
64 (6)
+ f (η1 ) + f (6) (η2 ) − f (6) (η3 ) + f (6) (η4 ) h6 .
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4
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2

h4 − f (x )
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g(x) = f (x0 ) +
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ξ0 ∈ [x0 , x1 ] ξ1 ∈ [x1 , x2 ]
f 0 (ξ0 ) = g 0 (ξ0 ) , f 0 (ξ1 ) = g 0 (ξ1 ).
K/ 6
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r r(x) = f (x) − g(x)
#HA!+)9 QA(0!34E#g!3v:+-4<)7M}M57FJ 4
η ∈ [ξ0 , ξ1 ] r00 (η) = 0
Z x Z x
r00 (x) = r000 (t)dt = f 000 (t)dt.
1Q "(%!34@#B!3i:+-4<)7 /T5-# η η
|f (x) − g(x)| ≤ 2h3 max |f 000 (t)|

$E4 x ∈ [x0 , x2 ].
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m`&!3(Hl)4Y@4<+-)i!#MeJ +a(*;U@#* 8)+$R O +)$

= 2f (x0 + h) − f (x0 ) + ∆2h f (x0 ).
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∆2h f (x0 ) = ∆h f (x0 + h) − f (x0 )

= ∆h f (x0 + h) − ∆h f (x0 )
#*:jL )+-$B+-=3E#%)+)$B=4<#%) QkmC46$E57# Q2+-4Y 6v#H[\j+)9HE44$@+57) # !3(*l)#%$4#

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r(x) = f (x) − g(x) r(x0 ) = r(x1 ) = r(x2 ) = 0 r
@#*P57# 4WQ #-Q

∃ξ0 ∈ [x0 , x1 ]
∃ξ1 ∈ [x1 , x2 ]
@#*P57# r0 (ξ0 ) = 0
r0 (ξ1 ) = 0
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00 00 00
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t ∈ [x0 , x1 ]
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0 /3Q 1L?1
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P#%$c4)(*?7L4Y@(%$ 0 / Q 1*/31H8 0 /3Q 1J171C#* 0 /Q 171S4<,/465-#*)7A!3+):9
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f (x) = G(x) +
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8)+-$R O +-)$ 2
f 000 (ξ)
|f (x) − G(x)| = | (x − x0 )3 |
6
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≤ max |f 000 (t)|
6 x0 ≤t≤x2
4
= h3 max |f 000 (t)|.
3 x0 ≤t≤x2

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g(t)dt b
+1
$#*E4 g9&#H$E+- +)7`$g&$ @!3+-#*)7#%,3fLIu!3;#%)573+-Ii,j+)[\=$"+@)#%579H$cE#/@4+(*)#%u$f$%[\829H+)+-@+)-,j@4<$ )2#/#0(*!3$"@#4<l!5-++:))$S)!3(%[ ;-#%U$"9H@4<$#%E,Tf# #%W0 )7J 14R)7Q 67E57#*1A #0O# $GLg<#4<)[−1,
(0L4E#-QZ{C) #Hf#HhZ$E4 #H%8
J(g) −1
β O +1] α
J(αg + β`) = αJ(g) + βJ(`).

9&+-$R@(%$E#*)7@+)$D,L4)7E#*):L)7R)i#HI3#*,/#M!3#g[\+@,j#M!3#B57!@LE@#Q

L1 2
f e + &[NeW A )j#*I2#%,/<#D9H6$@$ 4657#C#0$Gk&[\+@,j#SV /&:+-4<)7;$ 0 M =2
1F$E4 O L)7E#+*
#*A!3+):9
t1 = −1, t2 = +1, ω1 = 1, ω2 = 1
0 1Q<}051
9A+$"@#*,L;57+)$"57# 9*+@E#0$ a+)!>VueJ L4@#j!3o@@:. *#B':9;'2@(j!3#Tql?@# J(g) = g(−1) + g(1).
$E1!+#BQ<}-:Q%5-$Rm`:<#g!3?-;9H@U+-@)$E'E(%##M57!31#*# Q<)7}0058%1SL#%R$ &EeJ+3LL9;4@'a#g#%#* !(*r# @@:. *#g'-9; '7E(-Q3mk9*++-@E&#0Q $ 9Ha#*+ ):@#M!f@VAL4$E+)F@83+369;n'[\#*+@e,jJ L4@##
J(g)
R +1
−1
g(t)dt J(g)
0 g

" (
g(t)

t
X #R\W N\W& | +-E,n#g!u@@:. *#M$ Q

−1 = t1 0 1 = t2
[−1, +1]
@57@-#of!3;5-LU):E#>$&E#%#0$&$D[\$E!+-#%+E9H),nE)4+(%)<#%#>$"$c!3$#*~&4 )O @L+@)7E:$R#0. !$**8(%#9H)QS@+4d&+$A):9H$S+@):#*$GO @ER)-3/4@E+4)<)46+-$@$RUE$q!K4J+L$E)iEa@a+#%+-$R$E&+[\+-)E$,n9*@#%+3$/#%9;$&'[\+-!3#*E#n,n5-1:Q<<}2#0$1s!3Q ;!3U# N

fL):$XWJ (%?-<4<E( 0 1Q 4F1C)+:$S@+29;O '+)$ L Q2d&4)$E4a6j570 )7E4<E(
#%$ &LE+39;'(%#"R O L#*&$ 4 O L)7E#,*
R +1
−1 gi (t)dt J(gi )
R xi+1
xi f (x)dx
0 1Q<}-}[1
M
xi+1 − xi X tj + 1
ωj f xi + (xi+1 − xi ) .
2 2
"#>@#HE+-qV 0 1Q ?1s8`)+-* $L<+-)$!3+-)9iL@+39;'#* R f (x)dx :L6[\+-E,n#i!4Y@#

j=1

! a
0 1Q<}H/31
N −1 M
X xi+1 − xi X tj + 1
Lh (f ) = ωj f xi + (xi+1 − xi ) .
2 2
f1Q<e}-8k 9J #0+ $G&E[NVLNeN!W :4<@# ]S+-)$E4!3(%E+-8)$_Vf)+ O8 #%j6&[\+-E,n<#RQ_!3PT>@@[\+:@,j. *# #r0 19*Q}%+7,/1k:!3+7#c$ 4<eEJ #H# I3#*1,/Q<}H/3# 1
i=0 j=1
$%J (%9H@4< * t = −1 t = 1 ω = ω = 1 1 2 1 0 2
0 1Q<})151
N −1
X x −x i+1

i
L (f ) = f (x ) + f (x ) .
9*+ @E[\#0+$ @a,j+):<!u# VT0 1eJQL}.415@1T#f#0':$Gu9;'2[ 9H@4(*#g#!3Vp#M4)-n@#*l@?-@@(H#E#%1qQ /?Q ;L'457#%,/#*)7 *S6p57L)7E4<E( L (f )
h i i+1
2 i=0
h
1L5 3

f

t
x0 x1 x2 x3 x4
X #&RUWN\W : |+-E,n#g!r@@:. *#ga+&@+29;'#* Rb

a f (x)dx
!)$c<#B9%$c+54 Q N =4
{C)q@.*?-<#c?-(*)(%@<#R)+-$à+ O +)$_E+39H(0!3#*S!3#&6g,/)4.*@#&$ 4 O L)7E#Ra+SLE+N

9;!3';U#%_@g@#M57LL&)7@64Y@( !3+-))(*#B!# L`:+-6g4<)75-@:$ L)7E4<E( *U+-#*")T!3!3# (*l)4<Ca+)46!#D$ [\+@,j<#R!3#R57UN
Rb
f (x)dx Lh (f )
@0 9H457#%$T#0a$D++4r)7@!$/#%#%#H$D$qq<:+-9*?+-#%464<$T9H)74@:#*$ 6+-$c4!!3$T#M$E$E9*L+LE)7466$G9H[?4$(%$@1 L))7(*+;L)r#*1,/Q L/5E#%1 E1n)-4<ET#H4+qE)(%+-:))~#%#" W@9%J +L4)7@69HE4<(0#%$n #O !LL)# $/!3#0$jL#*;/L)v=64<)7#%@$T[\#*+-)2EO ,n,/<#%(H#$N
a
M t 1 , t2 , . . . , t M M ω 1 , ω2 , . . . , ω M
*
9*+,/:+7$ 4<E# 0 0 1Q})/31HQ 0 [a, b]

[xi , xi+1 ] xi Lh (f )
$E+)$cd O))7#gM!E#n+-,/@4<+(*)7E(M@E!3#%f(%$E9*4@+,/=,/<#g#*!3)7# g9*+)$ QE@4E#T!3#%$f[\+-E,n#%$f!3#5-:!3;U@E#-8:!3(*l)46$GN

J(g)
;>= %#@')#&B% N\W : E @=ACB]PYH<KJ)NQP :=BMR < NQJ @3J H<KP5@=BDPFLT< B]J
M
X
J(g) = ωj g(tj )
` :=< BU>MP=A NQU< NQJB)EK< RZ\BMAVH<KJRSJEKL R J>ML J]_?P3UL J ` :F< BWN JM> ` :=N=E =RZJM>@3J @3J 3BD\
j=1
+1
−1 g(t)dt
r≥0 Z +1
J(p) = p(t)dt
` :=< B)L :=< L ` :FN=E
FRSJ p @5J;@5J 3BD\ ≤ r b −1
F+-@$@57#B6/[\+@,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,/L3#*C;LW)7J #*n@E57#%# `#*)7E$E@+#R4<n6 O$@$E# <#%@C(*#*?I3-<49s.*@@# #RQ$"f) (x)dx
:
%
# 3
n
#H,/X+6 )7@O EL#%B#*<# b
@(%$E<@U&$E4 LO )7(f )*
a
h f
=S[N\W& 6< `3` :2>:FEG>H<KJNQP :=BMR < NQJS@3J H<KP5@=BDPFLT< BDJ

M
X
J(g) = ωj g(tj )
`3BD:=\ < B;UPF NQU:F< ACL N JB;EK< <E RZJ \BM:=AVE HU<KL JAVRZ:=E9JEK@3L :FREKE \Jg(t)dt >EK:=L ACJL BJ]2_?PFP3NCNQUJ L J ` :=< B;>@5:=JMAC>L ` :FN=E
FRSNQP J>S:=@5BMJZR @3< J NQJ
j=1
rb f M
> < Z
B N C
A +1
−1
[a, b] a L (f ) h

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>ÊKUL 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 ` :=ACEKLT> L JNCN J
h

a
f r+1
H<KJ [a, b] C xi
0 1Q<}%71
Z
b
f (x)dx − Lh (f ) ≤ Chr+1 .

)f 1+eQ }.O17 #%1SL+57&[4P #*Ne)>W[\N+!3@(%,j]S9*++-,/#y#,T!#i+#*@4I2D@#%#*,/:I3. #**<,/##>!K0 1#%J LQ$ }%171qQ<}g469*L#HL4 )E4$E1+4MQ )~/55-1s!3Q #y 6@p'(*[\+-+-EE.%,n,/#><# 19HQ<}-+-8_,/9*:++7)$ $E4<46E!3# (*@+)$TV
a
0 ]S6L4@#*,/#*)7f$E4 #%$ g0 O )oa+17)t,/#n!3#/!3#%?@( 8Z9LJ #%$ NxVUNx!34<@#j$E4 $%J (09H@4Yg$ +-$&6 Lh (f )
[\+-E,/# p 1 p
+5!4(Hl)4#M 1k8 Q 4<}%c7#01s$G8B<[ +--@9H$ 4<#v!3# O (*@4Yl:#*j57#r<+-@$@57#q6i[\+@,j#r!#r57!@LE@##%$

p(t) = αt + β
α, β ∈ R
0 Z +1
p(t)dt = J(p).
#*Ad1IQ<4<}2):1s9s$ Q @4k#M:+-[\+@",j!#%$R#ja!3+>12@)@t:,/. #%*$A# !30 #B1Q!3}%#*7?-1DE:(+-} "0 9%L69H!#*"L))7$R,T#%$A(%E'2465717a#*+L,/@'#%.%)-$E #%$A!3vE'(%+@.*,/#%$ #

−1
R +1
−1
g(t)dt
r=1
$EO `#%9 3WJ 44)7WJE4#%)7 E#*L OL# <# 8LL#0+#H$G;f$P!$E44#DO E46$'(`#0(%$G+#%f)@.*,/)#n# 1[\+Q}X)@4<9H[\#0+-E$K4+(*E)?7)L4Y!`#%#*W$%3J 8s#0Ii4e$GQ @#[\4<+Q,46$fU@9H4<++-)7)n@4<!K)J #*@,/@#*#*)78 `g$E!3(*4 @4 O )-@=# <# *
[a, b] N h = (b−a)/N xi = a+ih
i = 0, 1, 2, . . . , N
[a, b] O f
O
0 1Q<}H231
Z
b
f (x)dx − Lh (f ) ≤ Ch2 ,

+514 Q})251`#%4$ )R!3465-)#B#"9H57+-F)$J #*@)qL)7@@#f4)579H44K:)#-8-#M+!3;(%$@:5-#%P)J !r+-)T$RE4<!346$# #"B#H[\&+@!3,j+-)9f# 1$cQ}.!315# 1`:+-QCDJ #%$ E4,/@+3L9;E'4+#*)
a
)2,n0 ,/<E(%4E46<574(B#*,/R#*)7!3 #*3I 83WJ #*@E#%S#0$GR!34 O 4$E(*#fLc57U@E#g09;'-5-#&[\+46$c57# #%$

C N h
Rb
a
f (x)dx N
{X)i[ L4<%8WJ 4<)(%?-<4<E( 1Q}*71D,/+-)-@E#B57#-8+;$E57#g6/LEE4<E4+)i#0$G&l:)# :#*E4<1s8

W!J #*# @E4<#%#%)7rq+!K=J LE3#*;)2L)7#>q#%) L$q0 aE#H+3@4Y9;@'#)- #09 57# #%L$ q?;L)!KQX#%wx$ &u#%a$ r#HE!34<E+-#-)Qc9i]S<#*(% ?0E4<#E4,/#*@#E#%!3# h
96;'#*O [\;+-9;E',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$&a8 +12)t,/#%$"!3#n8K!!3#*#?@$E( +EE#/L:5-$E$E# 4

Rb
a
f (x)dx Lh (f )
h r
tj ωj 1 ≤ j ≤ M
(%<# O (M57#Ma+-$@$ 4=#Q J(·) r
# "Y# . =)&', "Y*. #. " Y&)O"&'.
!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;$

[−1, +1]
M
−1 ≤ t1 < t2 < t3 < · · · < tM ≤ 1

L1 8 3

#*!3D#B)57+--$D!39;;'UE#*;9;E'# +):$SVn!3(H@#*@,T4)#%D#%$Sa+$ +-46!4Y&$ #*I3-9s@#M:+-A!3#0$&!3a#g+$ +-17 )@t#A,/57#%$R#"!36j#n[\!3+#*@?-,jE( #

ω1 , ω2 , . . . , ω M
$E$Em_4K+(*#XO E(M(0L5-4$E#f#*Ca9*+-#H$@C$E4<+==#zGQ#%9s@4Y[G879H+-)$ 46!3(%E+-)$_g=:$E#&!3#&P?;L)?-#
J(g) =
PM
j=1 ωj g(tj )
!$ #
r
-
E
$
#g:+-<12)t-,T#B!#g!#*?@(
PM −1
E
$ 3
+ H
9
4 *
( B
# L

i
I a

+
4
t1 t2 . . . t M
7
) @
$ 8 8 8
!3(Hl)4FL * 0
! H
(
l
) <
4 E

4
+
)
} 7
Q /
3 H
1
Q `
m L
g
3
! H
( :
l
) Y
4 @
<
4 -
+ F
) 8 %
#
ϕ1 , ϕ2 , . . . , ϕ M
ϕj
M −1
ϕj (t) =
(t − t1 )(t − t2 ) · · · (t − tj−1 )(t − tj+1 ) · · · (t − tM )
, 0 1Q}.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
(tj − t1 )(tj − t2 ) · · · (tj − tj−1 )(tj − tj+1 ) · · · (tj − tM )
j = 1, 2, . . . , M
#0$G&!3(*l)4F * g̃
g : t ∈ [−1, +1] → g(t) ∈ R
M −1 t 1 , . . . , tM 0
M
X
g̃(t) = g(tj )ϕj (t).
wxP$E#*,n=#f):UEE#%F!3#ME#%,/-9H#% R +1
−1
j=1
g(t)dt
R +1
−1
g̃(t)dt
QmC4$@57#
Z +1 M
X Z +1
g̃(t)dt = g(tj ) ϕj (t)dt,
)+-$R9H+-)$ @U@+)$D4,/,T(0!346UE#%,/#*)7A57FJ 4P$E3/A!3#Ma+-$E#*

−1 j=1 −1
Z +1
ωj = ϕj (t)dt
a+&57# $E+4<&)#MLE+Î34,/LE4+)v!3# Q
−1
PM R +1
9&+-$R+-=3E#%)+)$R4<):$ 4K#fE'(%+@.*,/#M$ 4 O L)7%Q

J(g) = j=1 ωj g(tj ) −1
g(t)dt
=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
t1 < t 2 < · · · < t M M
` :=ACE6LV> b NQ:FB>^N P :=BMR < NQJS@3J H<KP3@=B]P=L < BDJ
[−1, +1] ϕ 1 , ϕ2 , · · · , ϕ M PM −1 M
M
X
J(g) = ωj g(tj )
J>ML J]_7P5UL J ` :F< B)NQJM> ` :=N=E =RZJM>;@5J;@5J FBD\ M − 1 >MA JL >J< NQJRZJEKL >MA
j=1
0 1Q<}4F1
Z +1
ωj = ϕj (t)dt, j = 1, 2, . . . , M.
4C;>!31 #B=>!#*+?)7@E%( @.+'Q):$S,-57'.##g8% $ L4Z+6B;$D[\+-+E)>,nT<#f#0$c!3E#M#%57LE-4+!3)@$LE1@Q#}H4FJ(·)

−1
H
1 3
Q C
m
#%46$ $ED57#*I# 9s@#"a+D#%$Da+12)t,/#%$
M −1 0
M
X Z +1
J(p) = ωj p(tj ) = p(t)dt,
j=1 −1

1J6
a)++$RX@+-+=33Ec#%):++-):<12$ )* t-,/# p ∈ PM −1
8-)+-$S:+- O +-)$X9;'+-4$E4 8
p = ϕk k = 1, 2, . . . , M
#*
M
X Z +1
J(ϕk ) = ωj ϕk (tj ) = ϕk (t)dt.
mX4$@57# ϕk (tj ) = 0
$4 j 6= k
#H j=1
ϕk (tk ) = 1
83)+-$R O +-)$D=4#*)
−1
*
Z +1
ωk = ϕk (t)dt.
4!4C#B1 >5-:+)7!3@;EU+-@)$cE#f,#%L$ 4&)-@#H#*I)-9s)7E#gA5-a+#B&$ 4F!#%#%$c$&aE+#%L17E)4t+,/)$ #%$R0 1!3Q#B}H4F!1D#*$E?+@)7( O @4<#0$*Q 8<+-@$c6n[\+@,j#
−1
6/=3-+$ 4<#M !3#MP)r?a;+L12))?-#"t,/!3##M57#*69H+-)57$@$ +3#M9*4<!3(%#M#f!3#*3?-IuE( a+4)-;$ 57#g)+-$R!3( 8O 4W#*Q #-+Q * :+-)$c!L)$
M −1
p M −1
PM −1 t1 , t2 , . . . , t M
M
X
p(t) = p(tj )ϕj (t).
dA4<):$ 4P!+)9 j=1
Z +1 M
X Z +1
p(t)dt = p(tj ) ϕj (t)dt
−1 j=1 −1
M
X
= p(tj )ωj = J(p).
j=1
à8 ,-8 FEDU8 cN\W&80 !KJ P)#%#C$`[\@+-#*E6U,n@4<+-<)#S$ !3#X0 157Q<}4F1k!)@L+-E$C@#a8H#*(*@@,/)-#H k@!3#*)7+S))!3(X+-)#%9&$F!3a#"+49*)7L@6$9H!K<J #%4)7È<(%#0?$C;aU+E446+!) $
ω1 ω2 . . . ω M
a

+
4 7
) @
$
t1 , t2 , . . . , t M
8 Q "#8S<8 $%8 8#*"#0$G"!+)#0$G9M_6/#X[\a+-+)9s17@)4<+-t)>,/#S4!3!3#%#c)7E!346#%5-?@#j( V Q:m`L5-"9*4 +O )$E3(% 57#%L)73%I 8
PM
j=1 ϕj (t) M −1 1
)+$R+-=3E#%)+):$*83#%)r3@4<46$E)- 0 1Q}H431
M t 1 t2 . . . t M 1
 
M
X Z +1 XM Z +1
ωj =  ϕj (t) dt =
 dt = 2,
9*#f574Z@+ O #"57#"T$E+,/,/#"!3#0$Sa+46!$c9*9*(%$SL 0 1Q<}4F1`#0$GDE+-UzG+@$S(*?7L#"V Q

j=1 −1 j=1 −1
f e#H + &[NeW _ ]S[\+-+-)E,n$E4!3(%<#TE+-!3)o$f@Vr@):+. *O #2#%1&L#*fe#*J #HI2I3#*<,/469H4<E+-# )1$AQ6}r8K=9LJ#%$E$ #n Nx!3VUNx#T!3P4E# ?;L)?-# 8 8
2
-$E$E+39H4(*#MLIu:+-4<0 )7;$ 8 *
M = 2 t1 =
−1 t2 = +1 ϕ 1 ϕ2
#H
t1 t2
t − t2 (1 − t) t − t1 (t + 1)
P#%$R@#*6U@4<+-)$ 0 1Q<}4F1D$*J (%9*E4 O #%)7 *

ϕ1 (t) = = ϕ2 (t) = = .
t1 − t 2 2 t2 − t 1 2
Z +1
#* Z +1
574$ +-)-R=4#*)i#%$ O L#*@$R!3(*l)4#%$&!L)$cWJ #*I3#*,/#1Q<}-Q

ω1 = ϕ1 (t)dt = 1 ω2 = ϕ2 (t)dt = 1,
−1 −1
7 3

V #*0@1EF+-Q<}#S)4FE$j1&'57(*$EF++@)7J 4<.*gR,/$E#H#u#I1a9HQ7#*/RE3#0)$Aq+-a57+$_#ig$@9H$ #0#%$B$gE#D[\a+-5-+E,n12#S)#%t<#0$,/$n[\#%+!$f@#v,j!357#<!3#0-$#%!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,/#%$R!#g!#*?@( 8 O #09 <:$R?;L)!r57# Q M −1
r r M −1
&', "#*. #"%&'. *.

Pn[\+-E,n<#M!3i@#%9H@L)?#f#0$GR)#g[\+@,j#MVn)i$E#*K:+-4<)7 (M = 1)
*
n=:$E#g!#gL?-@)?#g!3# $@$E+29*4<(%#fV #0$GA!+))(%#gL

t1 = 0.
*
P0 t1 = 0
dA4<)$E4P!3+-)9fT@#*6U@4<+-) 0 1 Q}H4F1S)+-$R!3+-))#
ϕ1 (t) = 1, ∀t ∈ [−1, +1].
Z +1
ω1 = ϕ1 (t)dt = 2
#*&n[\+@,j<#M!3i@#%9s;L)?-<#g!3# O 4#*)7 *
−1
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J(g) = 2g(0).
@l#*,/?QA16Q 179*1s#*8 !KRJ +34ig(t)dt

L
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p∈P p∈P
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p(t) = αt + β
R +1
α, β ∈ R −1 p(t)dt = 2β = 2p(0)

g(t)

t
X #&RUWN\W N |+@,j#M!3iE#09s;L)?-<#g$ Q

−1 0 = t1 +1
)+-2$c4`+)=+-E#*)$f+3)E$ 44$E+)$f6q[\+-E,n#T!3yE#09s;L)?-<#T!L)$f6q[\+-E,n#T9*+,/:+7$ 4<E# 0 1 Q<}H/31H8

[−1, +1]
0 1Q}.671
N −1
X xi + xi+1
Lh (f ) = (xi+1 − xi )f
2
i=0
3

}
#*&eJ #%$ E4,U@4<+-) 0 1 Q}*?1X!3v@'(*+-E.%,T# 1Q<}M!3# O 4#*)7 *
0 1Q /51
Z
b
f (x)dx − Lh (f ) ≤ Ch2 .

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ta+4= )7@$&0$%J t(%9H@=4< 0 +1#HI3#*,/#}Q}[+1 *
1
2 3 1 2 ϕ ϕ ϕ 3 2 P
1 2 1 2
ϕ1 (t) = (t − t), ϕ2 (t) = 1 − t2 , ϕ3 (t) = (t + t).
P#%$R@#*6U@4<+-)$ 0 1 Q<}4F1D!3# O 4#*))#*)7&L+;$+*
2 2
Z +1 Z +1 Z +1
1 4 1
ω1 = ϕ1 (t)dt = , ω2 = ϕ2 (t)dt = , ω3 = ϕ3 (t)dt = .
T[\+@,j#g!3# 2 4,T:$ +-)i$%J (%9H@4<R!+)91*

−1 3 −1 3 −1 3
J(g) =
1 4 1
g(−1) + g(0) + g(1). 0 1Q /}[1
[\{X!+-L<E),n#r$ #0$G1#g/Q})!/5v)1s#r82@#%),/9H+@:+U1$R)#*?+)=3)# @#u#*0 :)a+-+-+4))!$ !$ *(*2/3@(*#u1sQ#%)72E4K@)#q+-o$c[\3+@@4<,j4$E+#r):$&!9H #* EE;#fLa[\+-. E%,n# 0 <:#M+-!34!#M$ 571/3
-!31M@L#*En@6#
3 3 3
0
h L (f ) =
N −1 X x
i+1 i −x
i

f (x ) + 4f
i

x +x
i+1

+ f (x ) . 0
i+1

1Q /L/31
6 2
nJ!#uL!3#*@?-.%E$R( #MQF@'{C(*) +-E[ .%L,T4<%#n81#*Q </#8#06T$GB[\+,/@,jb%,T#u#B#H!3I# 9H2E4#,/a+$E+)ij#%!$ #%A$M#HaI+-9s12E)#Mta,/+#%$MA!!3#u#%$A!3:#*?-+-E<12( )t-QP,/{C#%) $
i=0
#*1haQ#*}*%?8`1S$E!4 rg(t)2@'(*=+-E.%t,/8k#1<+-Q<}M@$ !3#J(g)4<#%)-&=!3+-0)#H9 * R g(t)dt = R t dt = 0 QXJ #0$G@4<,3U@4<+-)

0 O
3 +1 +1 3
−1 −1
0 1Q /J151
Z
b
4
f (x)dx − L (f ) ≤ Ch .
h
B[\+-E,n#f!3# 24,/$E+)r!+))#g)#f#%E@#*D!KJ +;!3@# Q:]"J #%$ D)#f[\+@,j#f$E+ O #*)7

a
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O
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&', "#*. #. "YO . . YY&'.

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4#*3IB#%$kPa+4)7@$_!KJ 4<)3N
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+1
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−1
h
#0 $GB#%9 ?-@Q )!o#*B<:$MeJ #*@@#*g#*)7@E# R f (x)dx #* L (f ) E#%)!@46!3#*,/#*)7 O #%@$ %(*@+
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1 d M
0 1Q7/U?1
d&4)$E4P!3+-)9g)+:$R O +):$*82$ 4 t ∈ R *
2 M
L (t) = M M
(t − 1) .
M
2 M ! dt
3t2 − 1
{C6P /#%)7$c$@Ea#j4<E+#-17Q3)E@t#%,/$%8#%$c)+-!3#M$&F!3#%(%?,/#%)+!3)7@E# @+)$A8 9H#*E@8 4<)#%8 $c@8 +O (%@E44<(HlE#%(0)-$&&57!3#g4P))++-,j$&=$E@#*#*@:+$ )7#0&$X3@@4<+#%$"E4!(H@L(%):$%$ Q

L0 (t) = 1, L1 (t) = t, L2 (t) = , ···
2
L0 L1 L2 . . .
=S[N\W N J> :FN =

E FRSJ>Y@3J OJ 7JE @=B]J
` BMAV\L \M>^>M< A =P=EKL J> ` a a a a =\BMA JE6LIN JM> ` B]:
L0 L1 L2 . . .
A a a a :=BMRZJEKL < E J P=>J @3J b

L0 L1 . . . LM
ACA 6A P=NQ:FB> ` BD: ` BMAV\L \S@ :=BML G: 5:FE P=N ACL \ b
PM
R +1
AC=ACJA BML PJ]_?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:=11=$") %(*.@'Q4<l,-#'.[ #9*% 4<#*,/#%)-/57# #0$GT) a+12)t,/#u!#v!3#%b ?@( #HI9HE#%,T#%)7n#H
b
LM M
] − 1, +1[
=4<-)$ $E#M4 !3# O Q

L0 , L1 , L2 , . . . , L M
$ +-)-M4<)(%L4@#*,/#*)7M4<):!3(*a#*)!L)7@$%QFwx6$f[\+@,T#%)7j!3+)9T)#
Lj (t) j
44 1 3a+-$E+)$ Q$")r+-=3E4#*)7A<+-@$D#*)v4)-@(*?-@)-RRLEE4#

PM
i>j
Z+1 Z+1
1 di 2 dj
Li (t)Lj (t)dt = i
(t − 1)i j (t2 − 1)j dt
2(i+j) i!j! dt dt
−1 −1
( t=1
1 di−1 2 i d
j
2

j
= (i+j)

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

L 1
mX4$@57# $*J L))2#f#*u ) ) %(*@+rH# &!K#*J +) ;!3@# #*) QdA4<)#Hg$E4F#*)) +-$c+8:=6 E#*)+)$ N4.*,/#n!3(%E4 O (%#n!3#
(t2 − 1)i i 1 −1 (i − 1)
2 i
(t − 1) t=1 t = −1
Z+1 Z+1
(−1) di−1 2 dj+1
Li (t)Lj (t)dt = i−1
(t − 1)i j+1 (t2 − 1)j dt.
2(i+j) i!j! dt dt
{X)>4<)7E(%?;L)7cLR @4<# [\+-4$A9H+,/,/#M9H4<N!#%$@$ $%83)+-$c+=3@#*)+-)$

−1 −1
*
j
Z+1 Z+1
(−1)j di−j 2 i d
2j
Li (t)Lj (t)dt = (t − 1) 2j
(t2 − 1)j dt
2(i+j) i!j! dti−j |dt {z }
−1 −1
(2j)!
Z+1
(−1)j (2j)! di−j 2
= (t − 1)i dt
2(i+j) i!j! dti−j
−1
t=1
(−1) (2j)! di−j−1 2
j
i
= (t − 1) = 0.
444 1 29;+-' 4YL )?-#&!3#"$E4?)#-Q3]S#%$f6La4E+#%4,/)-;#*$")7S$ E9H@#0469s$XEa#%,/+4#*)7)7@$Sg$ 9*#%+E,/+-)-D@4!3$"#%#*$ )7*@(%EE# +7$C!3# #H #HS*# )y-+ )u<#0B$E57!3+-#%)9$
2 (i+j) i!j! dt
i−j−1
t=−1
t1 , t2 , . . . , t s −1 +1
LM
s≤M
Q 24P+)i:+7$ # LM
-++-)=3E4#*)7 #H08:4$@57# 8 ;9 'L)?-#jL:$E$E4+-!3 #T$ 4?)#B#*)o#%$"a+8 4)-;$ 8 Q "8:+-)) $

p(t) = (t − t1 )(t − t2 )(t − t3 ) . . . (t − ts )
p ∈ Ps p

tj 1 ≤ j ≤ s
@+$&<#0$R9*$%8346$@5-#
p(t)LM (t) ≥ 0 ∀t ∈ [−1, +1]
p(t)LM (t)
F) J #%$ &$c46!3#%)-@457#%,/#*)7&)2e83+-)> p(t)LM (t) ≤ 0 ∀t ∈ [−1, +1]
Z+1
p(t)LM (t)dt 6= 0.
{X)>3E4<46$@L)7R/ @4<#g4C1s8+-) O +4<&5-PJ 4F#HI346$G@# E#%$R57#

−1
α0 , α1 , α2 , . . . , α s
s
X
p(t) = αj Lj (t)
#*&#*)i3@4<4$@L)7&6TLEE4#g4<4C1D+)v+=3@4<#%)7
j=0
Z+1 s
X Z+1 Z+1
p(t)LM (t)dt = αj Lj (t)LM (t)dt = αs Ls (t)LM (t)dt.
j=0
mX4*$@(%57E+7# $c!3# #%$ M)+) Q 2) W8F+) v)(%9*#%$@$E4<@#*,/#*)7 #*j!3+):9n#%$

−1 −1 −1
$E+)7
R +1
−1
p(t)LM (t)dt s=M
M LM t1 , t2 , . . . , t M
- 3

;>= %#@')#&B% N\W$_8:F<?>)@FACBD:=EK>;H<KJNQP :=BMR < NQJ;@5J;H<KP3@FBDP=L < BDJ

M
X
J(g) = ωj g(tj )
J>ML NQP :=BMR < NQJ @3J PF<?>> OJ 5JE @FBDJ M ` :FACEKLT>^>A j=1
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 > [\BD:=>Y@=< :FN=E
FRSJ
2M:FACB ` DB : ` BMAV\L \` ACACA @=<
M `
L G\:=B RZJ b L
1 2 M
M
ACA ZNQJ> ` :FAV@2> ω , ω , . . . , ω >:=E6L @3\ E6A > ` PFB)NQJM>B]JNQPFLTAV:FEG>

1 2 M
b a U JM>ML @FACBDJ
Z +1
ωj = ϕj (t)dt, j = 1, 2, . . . , M,
: - P=<?ϕ>> , ϕ , . . . , ϕ JM>ML-N P P2>J#@3J OP 3BDPFE
7JY@5J P P2>>:[UAV\J#P=<3_ M ` :=ACE6LV>@3J
−1
9&+-b$&$E+,/,/#%$c,L4)7E#%)L)7R#*)v,/#%$EE#M!3#B!(*,/+)7E@#*c#ME(0$ Y;U&$ 4 O L)70Q

1 2 M M −1
J]_?P3=ULSJ ` :F< [B^NQN\JMW$> _ ` :=N P=E =:=RZBMR JM>;< NQ@5JSJS@3@3J J F B]PF\ <?r>> = O2M
J 5JE @FBDJ M ` :FACEKLT> M JEKL AVJB ≥ 1 JM>ML
− 1b
;>2+-=4Y %.'Q,-P'.#%
a+12)J(g) t,/#M=!3#B!3#%?@( ω2Mg(t −) 1gQ:[\]S+-E,n4<@#*,/#&#%!3)-# 0]g83)+:$E$c$ Nx:F+-#*?-#*O )+-!)E$R#c!3V (Hl:M)4<R:+-a4<+)7@$Xt#HS∈$E+R4< * p )
M
j=1 j j
M
X
p̃(t) = p(tj )ϕj (t),
+54 ϕ1 , ϕ2 , . . . , ϕ M
Q 2 &
d 3
@
E
#%#%$ ,Tk6#%&)7D=-!3$ 4<#c%87!3<#c#AP:+-<?12;)Lt-),T?-#C# !3# #%$ S!3+):-9R$E$EeJ+34)-9H4@(*#*#D@:L+-3IM)7aS+4!3)-# ;$_!3!3##A]g!3#%?@$@($
j=1
]S+):L$ 46!3I (*@+):$Sa+,4)-;4<)7$&E!3#%# )L]g)7R$E#M$ :+-<12)t-,T# !3Q(Hl:)4F *

PM −1
t1 , t2 , . . . , t M p̃ p
M −1 M t 1 , t2 , . . . , t M
q
P #ra+12)t,/# 8a4eQ ##%Q $ /) a+12$E)4 t,/#v!3#>!3#*?-E( QZd&4)$ 4 57#%4R$ f$*J !3L4))24$E4<=#v<#B#*) :LA#%$T#jaa++4)717@$N
q(t) = p(t) − p̃(t) ∀t ∈ R.
)t-,/# !3#B!3#*?-E( !(Hl)4PL *

t1 , t2 , . . . , t M
q
q(tj ) = 0 j = 1, 2, . . . , M O
2M − 1
q
v M
9J #0$GENVLN!34@#f57FJ 4<P#HI34$ E#g)ia+12)t,/# !3#B!3#*?-E( E#%P57#

v(t) = (t − t1 )(t − t2 )(t − t3 ) · · · (t − tM ) ∀t ∈ R,
w M −1
mC4<NW4,/$@57b*,/# #g#%#%$ $ &&L)i$@$Ea4a+)r17)at+,/12#M)!3t,/#B!3#M#*!3?-#ME( !3#*?-E( 5-4P$*83J 4LK)#H)7I34$<#gE#g#*)i)v#%)$ +-,j=*@(%#"E+7@(*$D#%! # E#*F5757# 4

q(t) = v(t)w(t) ∀t ∈ R.
v M M LM
M α
v(t) = αLM (t) ∀t ∈ R.

*2
mX@4+$@57@4<# (*E( %# C4 $1R"!3r)E':(*+-+<12@.*),/t-,T# #T1Q !315#n1X@!#*#*6?$&@57( # 84k#HI34$ E#
0 0 w M −1 β0 , β1 , β2 , . . . , βM −1 ∈ R
M
X −1
w(t) = βk Lk (t).
dA4<):$ 4P!+)98#*)v3E44$@L)7&6nE+-E4(H@( 0 4 4 1c!3v@'(*+-E.%,T# 1Q 183)+$R O +)$+* k=0
Z +1 Z +1 M
X −1 Z +1
q(t)dt = v(t)w(t)dt = α βk LM (t)Lk (t)dt = 0.
m`&!3(Hl)4Y@4<+-)i!# )+-$R O +-)$SE+- O (M57#

−1
q
−1 k=0 −1
Z +1 Z +1
p(t)dt = p̃(t)dt,
#*&#*)3l:)F8&!3(Hl)4Y@4<+-)i!# 8)+:$c+=3@#*)+-)$ p̃
−1 −1
Z +1 M
X Z +1 M
X
p(t)dt = p(tj ) ϕj (t)dt = ωj p(tj ) = J(p).
S] #* @#B!3#*@)4.*@#f@#*6U@4<+-)r#0$GR#*I3-9s@#*,/#*)7&9H#B57#g)+-$ O +-<4+):$c,T+-)7E@#*0Q

−1 j=1 −1 j=1
àV a,-+4FE)7DU@$"c$ N\+-W)-: AEP+#%:$`$&aa++-46!$E4Y$ @4Y[ $"8 9*L #%$ A)oa8L+!KJ12))t#&,/[\+#j@!,j#j!3#&#*?-!3E# ( ]gL:$E$ NP#*8a?-9H#*#j)!357@# 4
ωj j = 1, 2, ..., M
4,/457#-8#*)i3@4<4$@L)7&#fE'(%+@.*,/# 1Q 857#
M ϕ2j 2M − 2
Z +1 M
X
0< ϕ2j (t)dt = J(ϕ2j ) = ωk ϕ2j (tk ) = ωj .
+5a` 4i4<F#*,-I34FE$ EDU#gcN\)iW N a+17R)[\t+,/@,j# <#c!!3#B# !3]g#*?-LE( $@$GNxF#%?@#*#%P)!357@#X# V :+-4<)7@$k#0$G_+3@4<,<#cLT$ #%)$

−1 k=1
M
p 2M
Z +1
p(t)dt 6= J(p).
{X)y#*ha#*%8K4C$ 3/B!3#T@#*)!3@# −1
:+-g+=3@#*)4 L+;$
57# Q
QM
p(t) = j=1 (t − t j )2 J(p) = 0
R +1
p(t)dt > 0
)2$@L)7,/_P(%#%E$S)4657#D:+-[\#%+4<$M)7@,j;-$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;$EU+9%E)7L4S6+9H)y!+)2#*)0)80,/(0:$S(*+-@!457L_)#-$S)Q!3#D]S#%[\$X++))@9H)E=4<+4#0$ ) $N

−1
!#*3):(*Ll)7)A4#q9H+-$ ,T E#M!3#%$R8K6E>'(%5-+:@L.*,/)7E#%4<E$( 1Q}g#H 1Q!/+))+-)(%#$R LO +-M)6$ v* [\+@,j<#9H+-,/:+7$ 4<E# 0 1Q})/31HQ
M
f [a, b] Lh (f )
O
0 1Q /L231
Z
b
f (x)dx − Lh (f ) ≤ Ch2M ,

+5)4u#B!3469H(*4 a#*)#0!v$GR$E-$R!3a#%+-$&$E(*:# +-4<)7@$ [\+468$R9H+-)-@4<) ,/#%)-R!3(%9;E'4 +O 46L$ =46$c#Aa#*+ R#%$ D@4Y@)4<+-#f)9*)+#%) $ @)-@#fQ 574

a
f 2M C
xi i = 0, 1, . . . , N [a, b]
*5 3

f$"e)q +>N\W m#*XUDS!3Y+-)DU9R>#"$E#* h>*(*,A@D+j)!3 # lR#%$%D\!3+- )Y)(ADU:%TL )DU"+lBQ*#&9&%(+' :$C@#HE@+ +):$
!)$R9H#M9%$ NW6Vj6T[\+@,j<#M!3i@#%9s;L)?-<#g574K#%$ A!KJ +;!3@# 0 O +4 0 1Q7/L71 1HQ O

L1 (t) = t L1 t1 = 0
h2
f9A+e$R ++>)$ N\W XUSYDU> h>,A#HAD)! + )l9fR#%$R%!3\#%3I Y%(*@U+-$cD !3V# +lB#&$E%(+'))7 &!3+-))(%$c:L
O

1 2
L2 (t) = 2 (3t − 1) L2
1
t1 = − √
#H 1
t2 = √ .
n=:$E#g!#gL?-@)?# 8 !3# -$E$E+39H4(*#ML3Ir:+-4<)7@$ 8 #%$ A!3(*l)4#f:L
ϕ1 ϕ2
3
P2
3
t1 t2
1 − 3t #H
√ √
3t + 1
#*AL4)$ 4
ϕ1 (t) = ϕ2 (t) =
2 2
ω1 =
Z +1
ϕ1 (t)dt = 1
#H ω2 =
Z +1
ϕ2 (t)dt = 1.
j[\+-E,n#g!# ]gL$@$GNxF#%?#%)!3@#"V/!3#*Ira+4)-;$R$*J (%9*E4<&!3+):9*
−1 −1
√ √
#*&n[\+@,j<# 0 1 Q<}H/31D!3# O 4#*)7

J(g) = g −1/ 3 + g 1/ 3 ,
*
N −1
( √ !
X xi+1 − xi 3−1
Lh (f ) = f xi + √ (xi+1 − xi )
i=0
2 2 3
√ !)
3+1
+f xi + √ (xi+1 − xi ) .
W2J 4#*I34$ #%E$ #%C)5-9H:#MU!KEJ@#S)[\#B+469*$k+9*)+$ )7@E4)-) @# ,/#*)78C4<):!3!3(*(*@a4 O #*)=!L#)78Ê<#0#B$k!3E>'(%9;+'@+-.*4Y,/Iu#%!$ #%1$RQ<}Da+#H4)71@$Q f)+83@$`#*-<#B$E$E57@##*)7*
2 3
f
C xi
Z
b
f (x)dx − Lh (f ) ≤ Ch4 .

6nM[\+[\+@@,j,j#M<#f!3!3# # 2]g4,T:$E$ $ +-Nx) F#*0 ?-$ #0#*9s)%!QE1#&Q 7Vn1s!3Q #*3Iqa+4)7@$D9H+-) O #*@?#&!3+-)9Au,/b*,/#"+;!3E#"5-#

a
. & .
f e*HkL#&kL8 iNeW 38 +4< ) 8H)#*k+,n$E+=4< @#T@(*#%C!3+))(TER#*S)+-5-,j# =@#%$FE(%#*6$*QQ9A+8F$E$+9H4< +-)$ 46!3(%E+-)$ 8
α 0<α<1 t1 = −1
6n[\+@,j#M!3#B57!3;U@@#f!3(*l)4#ML
t2 = −α t3 = α t4 = +1 ω 1 , ω2 , ω3 , ω4
4
X
J(g) = ωj g(tj ),
+54 #0$G&)#g[\+)9HE4+)i9H+)7@4<)2#M57#*69H+-)57#M!3+))(*#M$E
g
j=1
[−1, +1]
Q
4
}QRE+-E3+-& Oa#%+ 17)t,/# !#B!3#*#%?-)E( [\1+):Q 9sE4+) !3# @#*c5-#
ω1 , ω2 , ω3 , ω4 α J(p) =
R +18_a+
p(t)dt
/3Qc{` I3#0469$G@#HNW N4< 2E#%4PP+-574W8# 57#*<#M#0$G" L#*&8:,:+-UI3R4<,E+-3<#B&!3a# +17)#Htf,/5-## !3#B<#%!3)7#%A?L@( +;$ 8

−1
p
O #* O O
R +1
α J(p) = −1 p(t)dt p r
r>3 r
j}-QBnJ&DU'.#&BE%.0$cn[\+-E,n<# 1Q}H4F1S+-)r+-=3E4#*)7
α ω 1 , ω2 , ω3 , ω4
0
Z 1
ωi = ϕi (t)dt,
+54#%$@$A$ +3[\+9H4)(*9H#gE4L+)Iu$ :+-4<8 )7;$ 8 8 8 E$ +Q)7"{C)i#%$"3@:4<+-46<$E12))-t-R,/WJ #%(%$f?-!3<4<#jE( 6q}-=Q -25$ 1D#T)!3+#/:$RPL?-+@):)$ ?#B!#
−1
P3
ϕi i = 1, 2, 3, 4
t1 t2 t3 t4 0 O
t+α t−α t−1
ϕ1 (t) = · · ,
−1 + α −1 − α −1 − 1
t+1 t−α t−1
ϕ2 (t) = · · ,
#*A!3+):9 −α + 1 −α − α −α − 1
Z 1
1 1 − 3α2
ω1 = ϕ1 (t)dt = · ,
−1 3 1 − α2
Z 1
1 2
ω2 = ϕ2 (t)dt = · .
#*_m I+-9s`@#*!3,/#%$k#*;)7LR46$@+-+)3$R!a#D+$E1712),Tt(*,/E@# 4<#-8 !3#B!3#*?-E(#H1 Q Q^m`L`9*+)$ E@9s@4<+-)F8 <4 )7@.*?@#

−1 3 1 − α2
ω4 = ω 1 ω3 = ω 2 J(p)
p
a/QD+12)+t,/v#Ba+!3#M12)!3t#%,/?@# ( !3#y!#*#*?@( Qam`#*3Lo&9H$%+-J (0)9H$E@(%4<@57# #*)7

p
r−1
r
a∈R
p(t) = atr + q(t)
+34 %# $ r) q
4
X
J(p) = a ωj trj + J(q)
#*
j=1
Z +1 Z +1 Z +1
r
p(t)dt = a t dt + q(t)dt.
"+):9L87:+-X57# −1 −1
a +XE+-3Xa+17)t,/# 3! #"!3#*?-E( 874<a$ 3/D57#
−1
:+-cE+-3&:+-<12)t-,/# !3#M!3#%?@( #*A 5-#

R +1
J(p) = −1 p(t)dt p r
R +1
J(q) = −1
q(t)dt q r−1
0 1Q /J551
Z +1
J(tr ) = tr dt.
a9A++&$k<#0@57+39H#*(0K!36+n)[\$k+!3@,j+-)9C#M!3#B(*57@:!3#0;$Ua@+@#"_!#0$G(H&E#%#*EI3,/-49s)@#*#kQ #D!3#%?@(X,UI34,L2!3ja+12)t,/#
−1
*8 3

#%$ca9&++-12$c)t ,/O +-#%)$R$C!,/#B+!3)7#*@?-EE(f( LuQanJ+L4)73f@E}f#g57#" 6M[\+-E,n#"!3#g57!3;U@@#A#%$ S#*I9s@#"a+

3
J(t ) = 4
4
X
ωj t4j =
2 1 − 3α2 + 2α4
,
#* Z 1
t4 dt =
2
.
3 1 − α2 −1 5
6{Cn+)n)[\+(*$D@?7,,jL6LL4)7)7#f E!#*):#BL5-)7:&V 9*!3L;6U9H@<E#%#fD#%#%$ $c+R)ja#HI++-46=3!9HE$RE4#*#g!3)7a#g +6nD[\+E@+-,j3&a#f+#H!`17#g)L574t),/$ -4W#M!38^:;!3U+-#ME!3_E#*#-9H?-#HQEE9A(gE# +OQ-$cL9A+-#*+=3E`$c#%!3)a# ++):3$N 8

j=1
R +1 √
J(t4 ) t4 dt α = 1/ 5 α
O
−1
ω1 = ω 4 = 1
6
#* ω2 = ω 3 =
8#*c6T[\+@,j<#M!3#M57!@LE@#f$%J (%9H@4<
5
6
√
1 5 √
J(g) = g(−1) + g(1) + g −1/ 5 + g 1/ 5 .
a"#+12,/)tb*,/,/##-8X4"#0$G46q$E57[ -9H# 4<#y!3# O (*@4Yl#%u57#9*#H @#o[\+-E,n<##%$ rL$@$E4&#HI9HE#oa+u#

6 6
t5
Z 1
5
J(t ) = 0 = t5 dt.
m`L&9*+)7E@#82#%<#M)#MWJ #0$GR$Ra+R#Ma+17)t,/# Q{C)i#*ha#*%8 −1
t6

1 6 6 6 5 √ 6 √ 6 26
J(t ) = (−1) + (1) + −1/ 5 + 1/ 5 =
6 6 75
Z 1
2
6= t6 dt = .
dA4<)$E4W876B@(*a+):$ #fVB6j!3#%3I34<.%,T#g57#%$ E4+)r!3#"WJ #HI3#*;9H469H#&#0$Gca+-$E4Y@4 O #A#Hc+)r Q

−1 7
r=5
f e*HkL#&8FkL#HinNe$EW+: 4< 3+4< 8Z@E+-4$g)+-) ,j)=+-@,j#%$g=@@(*#u#%@$%(*Qe#%D9&!3+-+-)$B)9*(-+8k)$E$E+4!4< (*@+)$f6u[\+-8E,n#/!# 8

0 < α ≤ 1 t1 = −α t2 = 0
57-!3@LE@#g!3(Hl)4<#M
t3 = α ω 1 , ω2 , ω3
3
X
J(g) = ωj g(tj ),
+54 0# $G&)#g[\+)9HE4+)i9H+)7@4<)2#M!3+-))(*#B$E Q j=1
}-QREP+@+& O :#*+- <12)t-8 ,T# 8 !3#M#*!3)i#%?[\+-@)(n9s/3@4<Q +-)>!3# !#j$ +- @#M5-# 8aa+
g [−1, 1]
R1
ω1 ω2 ω3 α J(p) = p(t)dt
/Q >!3#*+?-)7E(E@1#*&Q 57FJ O #09A!3#g@#*6$Ra+46!$

−1
p
a+cE+&:+-<12)t-,T# !3#
J(p) =
R1
p(t)dt p
1Qc{`<12I3)4t-$ E,T#*#0NeE$iNW4!3 #!E#*#%?"@(572 #o6 34f[\++-@,j4W8c<9%#oL6!39H##*57 !3;#HU>@9H@+-#i,T$E:+L4<u@#*#*rI3- 9s@#%#>9:<#0+-$ u%(*@#%+-$u$v:!3+ N

−1
:+-<12)t-,T#B!#gP#*?-#*)!3@#M!3#M!3#*?-E( 1Q
α
O α
L6
j}-QBnJ&DU'.#&BE%.0$cn[\+-E,n<# 1 Q}H4F1S)+-$R +-)$
0 O
Z 1
ωi = ϕi (t)dt,
+5-4i$E$E+3<#09H$c4(*[\#M+)L9HEIu4+:)+-$ 4<)7;$ 8 8 8 Q{XE$ +v) )7&E4#%<46$R$Ea)7+&12e)J (*t?7,/L#04Y@$R( !3#M}Q7/231S=:)+-$E#B$R!3#BP+-)?$ ;L)?-#"!3#
−1
ϕi i = 1, 2, 3
t1 t2 t3 0 O P2
t t−α
ϕ1 (t) = · ,
α 2α
t+α t−α
ϕ2 (t) = · .
#*A!3+):9 α −α
Z 1
1
ω1 = ϕ1 (t)dt = ,
−1 3α2
Z 1
−2
ω2 = ϕ2 (t)dt = + 2.
m_,/+-#%)-BR!3@+#%3$g&;La46+$E+12))$ft,/!3## $ 12,/!3#M(H@!3E#%4#?8 @( /Q QFm`LM9*+)$ E@9s@4<+-)F8 4)7E.*?-E#T#HI-9sE#*N
−1 3α2
ω3 = ω 1 J(p)
/Q2mk+-R57#"6j[\+@,j#f!#f57-!3@LE@#"$E+4<c#HI9HE#Aa+D)ra+12)t,/#g!3#f!#*?@( 8
p
4P$E3/A!3# O (%E4<l#%c57# J(t3 ) =

R +1
−1
Q{C)i#*ha#*
t3 dt
3
#*%8!FJ 3E@#gLE
J(t3 ) = ω1 (−α)3 + ω2 · 0 + ω3 α3 = 0,
Z +1
1 4 t=+1
t3 dt = t t=−1 = 0.
−1 4
1Q3PM[\+-E,n#"!3#g57!3;U@@#A#%$ S#*I9s@#"a+S)r:+-<12)t-,/#"!3#g!3#*?-E( $E4

R +1
−1
QmC46$@5-#
t4 dt
4 J(t4 ) =
J(t4 ) = ω1 (−α)4 + ω2 · 0 + ω3 α4 = 2ω1 α4 ,

#*|kS4)L4#*$@,/57#%)-# &)+$ *( @4Yl+-)$S8[ 4a9*$E4<3#*/,/D#*)7!3A+-)579&#57# 8$E+4<X#*)9*+@# Q
O
R +1 p
−1 t4 dt = 2/5 ω1 α4 = 1/5 α= 3/5
Z +1
J(t5 ) = t5 dt = 0
#*_!+)9S&[\+Q@jJ,jL#S@.%!$g#S657v[\+!@@,jLE<#@#C#%1$ Q7_/U7#HI1H8F9H#E#X:a+-+<12)t-,T)n#q:+-!<#q12)Ft-#*,/?-#*#S)!3!#DE# !3#*?-E( #%$ j+!3;+-$E)57)(#
−1
:L
α =
p
3/5 0 L3
5

5 3
L3 (t) = t t2 − .
2 5
2 3

wxX$%J L))2#q!3+):9/:+- #* QPv[\+@,j#q!3#q57!@LE@#T9*+@E#0$GN

{Ca+)#j!#%L$ )7Ac=4v#*)>9;'#*I+4<I 9s@#Ba+"<#0$&#%a$ +&17!3)+t),/9"#%6B$"[\!3+-#jE,n!3#%?<#g@( !3#n]gL:$E$ NP#*?-#*)!3@#"#*)V #%: @+-o4<)7!3@$% Q
p
tp= 0 t=± 3/5
@'(*+-E.%,T# 1Q :Q

α = 3/5
r = 2·3−1 = 5
3
O
Ô. ( M(#* )& )$ Y S"#. . &'.-, )& S"Y.
P#*?Qa9&#%F)+-#0!3$&@$`#D[\+-!O E++-,n)7)$<@#0+$AE(0!3$_$ #T#%#%)757$_E(ca!+!34L;)7)U@$k@$`6!Kg@J#B4$ )-#0!3@9s#(*E?-4]g+@)LE14+$EQ72&$)jNxF$E#%+#*$)7?-[\C#*+-)E$G@,n!EE46#*9s<N@#0P#*$_,/+!3=#*#RL)75-È:+ 9H+-!3,T;+U4@EA46$kE#D#*)7A!3E# #*@I2# ]g#%L,/$@#H<$ #N

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−1
+1
@@@@:4Y@O . #o*#r<#y9*<+-@$ $n57#r#i9*9*L$

−1 +1
M = 2
LM
!3+))#r6>[\+-E,n#*#vu!3<#0# $ 2%4,/(*@+-$$ +-!3)F# Q_CJ #HI3$ #*+-;)79H46r9H#>L41)Q$E} 4
M = 1
P#*?#%)!3@#HNxF+-#*= UEE+j4)7E.%?@Q:#*)7wxkR#%#H$ I"a9HE+-#*$@,/$ 4#%=)-#nR!3#%#j$c,Ta++-)712E)@t#*,/"57#%$R#n!#B<#0!3$R#*[\?-+-EE( ,n<#0$A!3# Q ]gL$@$ N

0 2
√ M = 3√ L3 (t) = (15t − 3)/2 L03
t = −1/ 5 t = 1/ 5
2M − 1
a#%+$c12a9&)++-t12,/$R)#%t $M,/O +-!#%)#q$R$D!F#B#*)?-46#*579;)'!#*#%E,/=2#-12QF#*9;)7wx'C&#H#Hh_I3@Q 46(%$G$E@#*#)7(*@("?7L#%#*$D,/[\+-#*E)7,nB!3<#%#0$M$R[\!3+#n@,j]gL#%$@$M$R!3!3# (*l]g)4#%$R$@$MVT=L$EE(*E#04R$M!3$ #%$

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@#*) O m_+U+1-+c)$S)rV E;5 LWQ4<E#%,/#*)7R,/LE'(%,UE4657#g9H+,/#H&!3#gWJ 4)7E(%?;UE4+)u?-L:$E$E4<#%))#f)+:$

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TM
TM TM
Vv}*:9&83+-<+-@$f$c3!3E#M446$ET#*@,/+)4$E$"#M#*#%) $"[\M+@,jO E#M#%!3$f#0$c!KJ ,/4<)7(H@E(*'?+2;U!@#%4<$&+-)o!KJ )2(*(*,/,/(*#%@)-4;57$D#Tl)!46L$*):Q $"#%$f9;'4Y@E#0$j}0

c

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N
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A~x = ~b.
!+#%)$ )f(0$*8) ~b #%#0$9sgE#%) g9HO +#09s+@)#*)M#j9HV +-<+-)9H)+#T,/V aN+-$@L9H)7+-E,T#0$ a+-$@L8 )7@#%$ b 8 1 ≤8a4<j):9H≤+)N)78K#%!3$%+Q )f)L(*)#%$f$"#*6
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j
~x j
     
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     
(0P 57#M$ U13@$ 4<+-E.*),/$R# V 0 :Q<}241C)9*a+#*)3)2Rb*#0E$ @#"(09H@4Yc#HI349*4Y@#** ,/#*)7&$E+$D6B[\+-E,/#g!KJ )r$E12$ E.%,/#f!3#

aN 1 aN 2 ··· aN N bN xN
N
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
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
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a N 1 x1 + a N 2 x2 + · · · + a N N xN = bN .
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A~x = ~b
O O
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N =3
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2 9 18 11
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0 :Q ?1
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 4x1 + 8x2 + 12x3 = 4,
3x1 + 8x2 + 13x3 = 5,
!3# Q 7#&1S* =L'),-+l PfL@a#*,/#*(M4<.%E#D@#*+,/a(*4<#%;cU@4<+-4 )n+LM9*1D+):$E+-4$ER#R+Vg=3!3@#*4 O )44$E #*_* 6"E#%,T4.*@#c(%57LE4+)

2x1 + 9x2 + 18x3 = 11.
0 a =4 0 O
0 :Q 251
11
x + 2x + 3x = 1. 1 2 3

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x2 x3 x1
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x2 + 2x3 = 1. 0 :Q7431
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5
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x2 + 2x3 = 1,
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2
0 Q 651

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x2 + 2x3 = 1,

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9H+,/,/#
x3 = 2, x2 = −3, x1 = 1.
Y * )&M #,/. * ,/ )O
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aki
k A(i) k = i + 1, i + 2, . . . , N
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2, . . . , N
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0 Q}*?1
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aij := aij /aii , j = i + 1, i + 2, . . . , N,
aij /aii
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O O
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bk := bk − aki ∗ bi
aki bi bk
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p := 1/aN N N
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a11 , a22 , . . . , aN N
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m
N
X −1h i
Nm = (N − i) + 1 + (N − i)(N − i + 1) + 1
i=1
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X −1h i2
= (N − i + 1) +1
i=1
= N + (N − 1)2 + (N − 2)2 + · · · + 22 + 12
2
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j=1

N
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j=1
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1≤j≤N
]S+):$ 46!3(*@+):$X,L4)7E#%)L)7R)i$ 13$ E.*,/#fE(%?4#*c!3# (%57LE4+)$cV 4)9*+))2#0$

0 Q 1L?1
N N
A~x = ~b.
~
δb
24 #%$ &)#ga#*EE@=LE4+)i!3# #HA$E4F+)vE(0$ +-3%8r4#*>!3# 0 :Q 171s8
~b
A~y = ~b + δb,
~ 0 Q 1L251
+-)r+-=3E4#*)7&R<4)(%E4<E(
~ O #%9 ~ = δb.
~ 0 Q 1J571
f57#0$G@4<+-)/$ ,/j6>4<)7@$ #*+-)<3@)-4<+-`) #0$G!3X !3#&$E12$@$ EO .%+-,/4<`#$%J #*43) #%[\$ +C):a9s+-E$@4+$ 4) =!#&#q!3#ReJ #*,@@U#*zG+B@#*@_#*W6UJ #%@E4 @#*# k@#*6U@4 O #
~y = ~x + δx Aδx
~
kδxk/k~
xk
9*+L,/)7@,/#Q 4$E#q$ B<#q$E#%9*+)!,/#*,n=@#QPiE(%:+-)$ ##0$Gj!+))(%#q!L):$MeJ U@O ,UE4+)p$E4<N ~
kδbk/k~bk
O
1
3
5J1
E6H<K< UJ N=JL H< [E J_UL W$_ 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 >
~
δb N
A N ×N
~b ~x ~
~b
δx
N
N
A~x = ~b ~ = δb
Aδx ~
~
kδxk
≤ χ(A)
~
kδbk
0 :Q 14F1
: J>ML NQJE :FR BDJ @3J U:=E @FACLTAV:FE > ` JUL BDP=N@3J b k~xk k~bk
{X);>+)y=3$R@+-B4<=3%U46$EE.#%'Q))-+g,-):')6q$ #&B* @% #*6UE4+) 0 Q7/K571& O #%9 #*)y<4#*y#HM69H#T!3# 8KL4)$E4_57# 0 :Q 1L551
χ(A) A
A−1 A
~
kδxk ~
kA−1 δbk ~
kδbk
0 :Q 1L851
nJ L3@E#M 083<#0$cE#%LE4+)$ 0 Q7/K571C#* 0 Q 1L?1D9H+):!346$ #%)-&V *
= ≤ |||A−1 ||| .
k~xk k~xk k~xk
#*A!3+):9 k~bk = kA~xk ≤||| A ||| ·k~xk,
1 ||| A |||
0 :Q 1L651
:PQ#%:$cQ @#*6U@4<+-)$ 0 Q 1J871S#H 0 :Q 1L651SL4)$ 4F57#g6/!3(Hl)4Y@4<+-)r:Q 2T!3(%,T+-)7E@#*)7D#fE'(%+@.*,/#
≤ .
k~xk k~bk
9A+$M +)$g!3+-)9T@+ ( E'(%+@.*,/#/Q 71f57#eJ #*@@#*g@#*6UE4 O # $E

6o$E+3E4+) O #0$Gj,LzG+@(*#/O Lj0 eJ #*@E#%M@#*6UE4 O #

$ j#q$ #09H+):!y,/#%,j=@# ~
kδxk/k~
xk
$E$@12T,j,/(H<EE@$R4465-a#H4<(%#E#n4<8aE#<:#TL@AE'(*#na+[ @+.*E9s,/A@#*#g#*)7 EQ@15#n1HQ $@qQP<]S#n$"[?;9HLE):#*!3# O L#*f#%$%@8Z++@;#B$E57#%) #BO 6Lq#*,gLEL@=49*$E# +#n#0#H$G

~x ~
kδbk/k~bk
~b χ(A) χ(A) A
{X)o[ L4<"WJ #%$ 0E4,/LE4+) 0 Q 1*431R#%$ f$E+ O #*)7Aa#%$@$E4<,/46$G@# 0 $E#*)$"+34 #0$G
$E+ O #*)7`)#* E#%,/#*)7`<:$`:#*E4<X57# ~
kδxk/k~xk
1,/4$_)+)/L,/(*4<+-@=# 0 T$E#*):$
+54y4C#*I246$ E#!3#%$g#*I3#*,/#%$ga+M#%$@57#*6$ ~ ~
1 #*I3#*;9H469H#
! 0 9*9*6UN
χ(A)·kδbk/kbk
:Q<}21sQ 24 #%$ !3#rWJ +;!3E#v!3#vy@(%9H46$E4<+-) E#%LE4 O # ~
kδxk/k~ ~
xk = χ(A) · kδbk/k~bk
@a#*+ E;0 L!34<(H%l8)4Yr@4<+-)Y4@#/38Q qb*E+5@#f4 (%?-#0Z$GgV <#n)+,n=@#j!3#/9;'4YhZ@#%$A$E4?)4<l:9*LE4<[ $]1H8KL+;$

~
kδbk/k~bk
p
η = 10 −p
~
kδxk/k~
xk
9A+$A9H+) O 4#*)!3@+):$S!3+-)9M!3#g6/E.%?#f$E4 O )7E#Q

χ(A) · η = 10log10 χ(A) · 10−p = 10log10 χ(A)−p .
#%) 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 $&!39;# '4YhZ@#%$X$E4?)4<l:9*LE4<[ $ p
9;'4YhZE#0$R$ 4?)4Yl:9%U@4Y[ $&$ER6/$ +-<3@4<+-) 0 49*4 !(%$E4<?-)#gT @4<#g#*)7@4<.%E#21sQ [p − log10 χ(A)]
59;7'4Y# hZdAE#0$P$E44<57?-#%)$ +-4<gl:)9*!3$vL#nE9H4<e#H[ J $KE+E<;#y+-!3@@E$P#j.%!3?!3#C##o6RLE(0$ 8Z$E+-13<$GL@Ef.*4+,/9H)M+-#o)!3$ #(04<)57(0LQ7#*/34)7E}[#"1 Hw)0 x+LQ7[ /3$"}231s:kQS+-!3wx +-"O )+-#09`$G)r=$&4[a#*)M#*9H;4!3#)M@#&+!3zG;# !3$@4<O ):57(*UF@E4YJ l:#%V>#*4
[·]
9%9;'L64YhZ9HE#06L$R)7!3>#M 6O T#0$E9p+}%3~@4<+-9;') 4<ha@#%$v$ 4?)4Yl:9%U@4Y[ $va+0vbH@E# $ i!FJ +-=3E#%)4<v#%$ 1 E#%,T4#*;$

χ(A) 107
5

4 1

S O+-,/. O"&' . &',/

#ZY. #. ,/#&'. )&O&

)+-) ,j2=+-@N 4Y#R #%A!39s#R@#*9H)+- # <+-M))$E×#%L$ EN46N$G[ Q,42$@U4L@~)7bEB46#%9H$ 6#&ì!3E+-) #%)7MLSE4#&N +O ))#0+9s,n@#*=@`#&!3!3+-#A)QP){X4<(?-)p8)+#%[ )T$L4<M:%8k#%39H#0#r$GDO !+-#*<@:)+$C4<4#%_?j;!L$E(H12):E$!T#%EE.%57,/,/4#A)#u#*<#
#0$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$R+)F4<QF,/]S#%#*Ea4+#*)):$S!@LE)7+-% 8K4`#%D$ #n) :+-@N @#%4Y9sg@#*5-P J 4`#H57I3464F$G@@# #*)~x!E#f#*,/`574)4# ,jA~,x ' ~b #HM!L):$"QF9*##

@+=<E.%+-,T #g#%aD#*3) A!+N )9g#%9s$E@#g#*[\+O @,jE#%#*PRN57L4#M)O $Ea4 +* c@+~x3 N #09s@#* +-)v4Y k* A~x − ~b k
O N O ~x N O
0 Q -71
~y
k A~x − ~b k≤k A~y − ~b k .

$") !34@!L):$T9*#>9*$/57#iWJ +-) 9;'#%@9;'#v)#>$E+3E4+)~!3#
Q
9&+-$&<+)$c!3(%,/+)7E@#*R#gE(0$ <@L&$ 4 O L)7 *
"
A~x = ~b
" %
=S _UW m 6< `3` :2>:FEG> H<KJ >J:=< ACB L < E >PFJ LTMA > P=×A >PFNEKL RZ P=L BMAVU]J (MJ ≥N <?> NU)J @52JZJUBDL PFJ
E C
A N D
J 5
_ A M
> L J < #
E
J
L < E
>
J < N 2
J
U L
J~x >ML @5:=EKE \;U:FR;RZJN PZ>:=N < LTAV:FE @=<#> 2>ML ~xRZJ A A~x = A b~b b b ` a
Nb
A

;>R#%=,L;5-%.+'Q),-$'.E#+-3% X!KJ L=a+;!/5-#D6g,U@E469H# !3(*l)4#RL

T T
,)+-U@$RE46L9H#gE$E+-17),/$ (*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 T

T
0 Q }21
"#!3#M";L<)? $%87j8 E#%LE4+Qa) ]S~z#HEEB~#Bz!3=#%E)04<.%4,TE#MU<4657@,# A~UEz4+=)i0 #*#0c9 !3+-)Q 9L}2871S?-L46$@;5-L)7#@4A$@$ #%#0)7$GcR57$ #:+7$ (%#
T T T 2
~z B~z = ~z A A~z =k A~z k .
#0$E#*$GD E(%?N N4<#%.%9sE@# #*~z0 =#* <#f0 @#%#*$ PS57,/b%# ,T#f$ 12,/(H@E4657#"!(Hl)4#AOa+-$E4<E0 4 O #[1HQ7dA4<):$ 4a4<a#HI346$G@#A)r#HADA)
T
T
N O ~x
0 Q */51
>+-)7E@+)$/57#8X<+-@$@57# ~x #0$Gu$E+3@4<+-)~!3# 0 Q */51s8CL+;$T:+-@+3 N N O #09s@#* y~
A A~x = A ~b.
T T
!34<hZ(*@#*)7A!3# ~x +)> *
0 Q L171
{C)ia+-$@L)7 ~z = ~x − ~y
83+-)> 4$@57# #*A!3#g$
k A~x − ~b k<k A~y − ~b k .
~z 6= 0 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 .

1
5L2
]S+-,/,T# #0$G&$E+3E4+)>!3# 0 : Q /31H83+)v+=3@4<#%)- *
~x
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,/4W82#*)7/ @#*6U@4<+-) +;Q -$E5571S# #0$G&$@UE46$ QZ[ d&L4<4E)#$EQ 4_
k A~y − ~b k2 =k A~x − ~b k2 + k A~z k2 .
34`)+0$M$Ea+-$E+):$",4<)7E#%)L)7M57# #0$GM) N O #%9HE#%0 fE#*C57#

A N
O A~z 6= 0 ~z 6= 0
a+P@+3 N O #%9HE#% 8UL+;$F)(09H#0$E$@L4E#%,/#*)7P)+-$_ O +):$ Q0{X)j#HhZ#H08 p~ N kA~ p − ~bk ≤

kA~y −~bk
$E574 4:9H(H+;L)74<@XE#0!3!34<ha4YC(%9*E#%#c)-57X!#R# )+)$`+:$`+L)$k@4<$ +-)$%:8U+7#*$ )/(R3$EE4 4$@LQ7)7]S #c0 ;:LQ *46$ 15+-1H)8 )#%,T#%)7k,/+)7@E#cWJ )49*84Y9*@(#
N ~y p
~ = ~x
LE,/(*#M!)$cWJ (%)+)9*(B!3rEO '(%+@.*,/#Q

p~ ~x kA~x −~bk < kA~ p −~bk
p~
!9%L(H@lE9A)(04$*+#q8U4a$k+-$E$E3O 4Y+-@4)O @$ g#OQF!3jdA#R574<@)(%$E#D$E4W+8P$ :4 $ !34XE)#D#0+$G#&_$ !3$ 13#DO $ +@E.*)<,/+-? )#c$f4<E)8U(0(0L$ L+-+4E;#R$!3@!3# # #0(0$G5-k:U)EL4#D+ ,):$_$ U#%#HE)X@$B46V9H#X!3#0$E$M124<,T):,/9H(*++E4@))4)757!3@#%#%#-$$ 8

A N AT A
A~x = ~b
$E4 O L)7 * N N
9A!#B+$ 13$S$ E.*@(%,/$E#*#0)7$cE<+-4))(%$X!4<@L#%)$R$S!<+#0$S)7R9;':TL,4<EU@@#%E$l469H2B#g#H#% $ A5B$E!317#0,/$X(*,/E@(H4@57'+3#M!3#%!3$D(*l)!4L#f3a@(*+-#%$E$D4<EVM4 6#BQ @(%$E+3E4+)

AT A~x = AT ~b.
O #%9
#*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
~b
&#*,L;57+)$/57#o$E4 #%$ q)#
M
A M ×N

, L
E
@

4 *
9 i
#
! >
# @

) ? N
O
N
M > N
~y
P9%L# @OE(0#%$*9H83E#%<+- @$D#%+$ )iCLa#*(

~r

~x
Q 24 #%$ C$ +-<3@4<+-)n!3#
~r(~y ) = A~y − ~b.
A~x = ~b
L/$E#*)$`!3#0$_,/+4)!3@#%$
0 :Q -71
#*%8!F$"J )LE.0$c@<#g4Yg@'p(*+-!3E.%+,/))#"#*:BQ 2!383#0$g+)i:+-+4=3!@$M4<#%!3)74Y hZ(*@#*)7;$ML3I(057Q U@4<+-)$g!3p$ 13$ E.*,/#$E@!(HN
k ~r(~x) k≤k ~r(~y ) k, ∀~y ∈ RN ,
AT A~x = AT ~b
@57#*@,/)74<E)4<E(( #%)p9;'+46$ 46$@$E)-M!3#0$g)+,n=E#0$f:+7$ 4<E4<[ $ p1 , p2 , . . . , pM
#HB#*) ,/4)4<,/46$E)7g6
i<4#*i!3# 0 :Q 231
M
X M
X
pi ri2 (~y ) ri2 (~y ),
9*+,/,/#q)+-$BWJ O +)$M[ L4<n!L):$ 0 :Q -71HQ\9&+-$j!34@+)$n!L)$n9H#u9%$B57#u)+$n9;'#*EN
i=1 i=1
9;'+)$T)#>$E+Q3E244 +) !3#%# $ R A~x = ~b

"
,/LE@49*#M!34?+-)L#f!+))(% #gL
% " " ( !
p1 , p2 , . . . , pM D M ×M
!346L?
√ √ √
4F#0$GR[ -9H4<#M!3# O +4c57# D= ( p1 , p2 , . . . , pM ),
0 :Q *551
M
X
pi ri2 (~y ) = ~rT (~y )D2~r(~y ) = k D(A~y − ~b) k2 .
dA4<):$ 4W8P+-)9;'#%@9;'#T) N #%9s@#* @#*X57# $E+4<B,/4<)4<,LW8P9*#q5-4

@9*#+O )4!#*)74YMAVqVT@@#*(%,/$E+6!9HE##%f!L)$fO 9H#/574_E(09H.0!3# #H L Q $")$E#*;u!3+-)9
i=1
N ~x k DA~x − D~b k
A DA ~b D~b
AT D2 A~x = AT D2~b 0 :Q -4F1

L5 5
4 1

a+R@(%$E+:!3E# A~x = ~b
Li$ #%)$R!3#0$R,/+4)!3@#%$c9*E@(%$c O #09Aa+46!$ p 1 , p2 , . . . , pM
Q
. & .
,f eUzG*2+-H+-@kL4YL#&EkL4c+) _\0W) # Q 1*P43#1C#0=$G3AnL! @#q,#*49HU)-#HE@B@#469HQ#*#>I3#*$ ;129H,/469H#/(H@#%E$4657j!K#>J #H@I3(*'?4=:<#%4.*j@#>) !3+#H)7I3q#%,T#%$ <#La+#*j@$/<#05-@+#*CE#06 $
8 @
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9*#g57#MWJ +)iL4< * 0
A N ×N
λ1 , λ2 , λ3 , . . . λ N
24@+E#0$*82+)iL@ #0$GA)#j=-$ #n!3# O #09s@#*;$&@+E#0$&9H+-E@#%$E:+-)!)-&Vq9*#%$ O <#%Q L85;$1

| λ1 |≥| λ2 |≥| λ3 | ≥ · · · ≥| λN | .
ϕ
~1, ϕ
~2, . . . , ϕ
~N
0
2+-4Y ) E(%#*&57#*69H+-)57#Q 3+4< #*
%
# $ N O %
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9 @
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;
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( :
l
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#*#%
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ϕ j = λj ϕ
~j , 1 ≤ j ≤ N.
Q 2+4< #* <

0
# $ N O %
# H
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*
#
@
A
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%
#
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$ 7
5
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+ 7
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~b ~ ~b = ϕ
ε δb N ~1

~ = ε~
δb ϕN 57# ~x ~
δx N A~x = ~b ~ ~
Aδx = δb
~
kδxk
= χ(A)
~
kδbk
0 Q L671
+54 #0$GR#M)+,n=@#f!3#B9*+)!4Y@4<+-)v$E:#09s@@F!3# Q k~xk k~bk
m`mCj LB4$@D\57!')(H#&lB# )% 4<E4#0+$G)PA8P@(*#%?-$ O 4<#%.%9sE@#g#*@+;3$ @#%$&#H$E #%$ $E<+#%)7B;$R$ +-<@3+@4<+-@#%)p$R!3$E#+)7&)+-)>)7<#H#% $%Q{C)>E4<46$E)7 Q
χ(A) A
0 Q L851H83)+:$R O +):$D!+)9
A
~x ~
δx
O A~x = ϕ
~1 ~ = ε~
Aδx ϕN
~x =
1
ϕ
~1
#* ~ = ε ϕ
δx ~N ,
#*%8&9H+-)$ (057#*)7 λ1 λN
~
kδxk
=
|λ1 | kε~
ϕN k
=
~
|λ1 | kδbk
. 0 Q72L71
;nJUA3!3Er@#&E'(%+ @0.*8,/#g4$@57Q 18# 9J #0$G#%E$ NSVLN$ !3124,/@# (H@E4657#&@(*?-<4.*@#8)+$Sa+ O +)$È4<46$ #%S#&@(%$E<N
k~xk |λN | k~ ϕ1 k ~
|λN | kbk
χ(A) =
|λ1 |
. 0 Q723}21
P#%$c(*?7L4Y@(%$ 0 Q72L51X#H 0 Q723}21Xa#*@,/#HEE#*)7A!3#B9*+)9*<E#-Q
|λN |
46f $ +eE*+-H:kL#g#&kL;c!3_\4+-W : -9sXE4<[]J ( 1SO #%+-$ <&3@?4<+-+-) O !K#%JE))(*#&#A?:;LLR):6!3n#*@#*`6U@'74<13+-$E) 457# 0 LX#HI3#*,/#Rg,-$E$E#&!KJ )
y(t) = αe−βt , 0 Q72J/51

3%
*5 4
+5a4+v#H9* #*E@L$ 4+-))-$qDE!3#*#*,/3Iq$ 9*+)$ @)-@#%$à+-$E4<E4 O #%$S8cVj!3#%!3$ (*E#%LE,/#*4);$#*0Q "#%$S,/#%$EE#0$`[\+-E)4$@$QD#%{C)7%) 8
E#%)L)7`<8#R)++?7$RL@9;4Y'@'#*;,/9;'#D+!)# $c0 !3+-Q72J)/59g1s8UV/)!3+-(H@$`#*@ ,TO +-4))#%$ O #H E#%$&57# QL{C)/a+-$@L)7`#*)9*+@#
α β
t = t 1 , t2 , . . . , t N y(t) = y1 , y2 , . . . , yN
ln y(t) = ln α−βt
0 Q72K171
α̃ = ln α α̃ β
P#%a$R+,/"#0$ 5-P@#%J 4$c$R)P$EJ +(*4@#*L)7)7&R$E+-3$cE4<4)3+l:)i)!34<,/# #%)-:"Q 2J15E1D(0L9Hi46$ #0$E$c#*))$R+:!3$R#0$c!3,/#*,+4L)):!3!3@+#%)$R$R9*V/E!3@(%(*$%EQ#%E,/4)#* #*

ln yi = α̃ − βti , 1 ≤ i ≤ N.
0 α̃
Xj BJ (%&?-DU'.<#&4<EB( % 0 :Q 2J151D$%J (09H@4Y&$E+$D[\+-E,/#g,UE@469H4#*<#

β
O #09 A~x = ~b
   
QQ QQ QQ
1 t1 ln y1
1 t 2   ln y2 
  α̃ ~b =  
A=  ~x =  .
  −β  
1 tN ln yN
nJ L@.%$c#gE'(%+@.*,/#gQ723834F$ TA!#ME(0$ +-!3@# AT A~x = AT ~b
+34
 N
  N 
P P
 N ti   i=1 ln y i 
AT A = 
PN
i=1 
N  AT ~b = 
PN


P
ti t2i ti ln yi
a+&+=3@#*)4 #H Q α̃ −β
i=1 i=1 i=1
Y ^ O. ( M( *&)$ # S"Y. . &.-, & S"#.
99*%+L)69Hwx!P4Y@#%#*4<$f+-&)i#H:I3!+7#M$E46$EE9H4<(0=4<E$ <#*+-#B,/!K!3#%J @)-#%#f$gE5746,/q#%#*&57#M$f#0$R?);+-$ L13,j)$ =E!.*@#B,/#M#H#g!3g#B4<u)9H+-(0)L4!3E4<$f#0E$*4:+8 #*)>E+4<$ E4aR# #%O9HLE;R<#%L#*PI3f!F#*J,/E)+-#M# @,/#j}L!3} EW#@8 49*A#B}.6 $EPA+)V $
7/ Q

O
T

):+L,jRf#H=I3LE#%):#R,T$>!3#R9H<#*9H#ME+-@6) !34<):4<E$v4+9%)T$v$ a#%,9HEU ;@EL4@9*469HV"#f<4#*E;L@$r4E!E4<44M`?!3#0+$G):>9*LaL# 6+-9H$@$ 24=!3!(H#%# l:$ )!O 4<L##M#*:9%LL;6 $k9H@#*+i#*@#%I2$%Q<46]S9H+4<E)#%$E,T4!#%(*)7@i+)# $
N ×N A
 

QQQ QQQ QQQ

2 −1
−1 2 −1 
 
 
A= .
 
 −1 2 −1
34 87)+$S:+- O +-)$ O (*@4<l#*D#*)r3E4<46$@L)7D6M[\+-E,n#A@E4?+-)+,/(H@E4657#

−1 2
h = π/(N + 1)
sin(α − β) + sin(α + β) = 2 sin α cos β,

5L8
4 1

75 #g#%$ O L#*@$D@+@#%$c!3# $E+)7&!3+-))(*#0$cL

0 Q72U?1
A
#*&<#0$ O #%9HE#%@$cE+-E#0$c9H+@@#%$E:+-)!L)7;$X
λk = 2 − 2 cos kh, 1 ≤ k ≤ N,
~ k = (sin kh, sin 2kh, . . . , sin N kh)T ,
%#mC<#R 4$@#%57$ C#n!3(H6rl),/4<#RLEa@+-49*$E4Y# @4 O #c#0#H$GXM$E$ +12)/,/)(H+@,nE4657=@#D#T!3#H#&M9*5-+)#T!$E4Y@#%4<$ +-)/O L$Ea#*#%9s;@$"@ E+-@#%$f#%$ $ +-X)-!3g+a):+-9D$E!4Y@+4 O)#%)$%( 8
ϕ 1 ≤ k ≤ N.
A
χ(A)
1 − cos N h 1 + cos h
P +;$E57Q:# wx`9*#%+$ ) C?4<#%;)-Lf)!F!38 +)9n!3#j$ #&@#*9*,+,/@:57+- #%@A#&579H+-#,T8Z,/# $"eJ +;!3@# #HX!3!3+-#n)9 u,/LE@49*# #0$G
χ(A) = = .
1 − cos h 1 − cos h
?-@)!K82#H&$RO #M$ 13$ E.%,T#M4)(%4<@#

N cos h 1 − h2/2 χ(A) ' 4/h2 =
O(N ) 2
#0$G&,LF9*+)!4Y@4<+-))(Q
A~x = ~b
N A
fL)$M6i$ #09s@4<+-)y:Q7438a)+$M +)$",/4<)4,/4$E(6v57)7E4<E( +34 #0$GM#

@(% $E4!,T/4)!4(H,/l4)$E#*4:/L#u @(%$E4!3 !L)$n)O#*#vX+3L4 3@E#r)#0+$G@C,/6M#u)9H+-+-E,/,/,T#R#-#%89H:L4!T4<#%#H)I3)#*,/#Q*9&#+-8k$X)+E4@+,/):#$
~r(~x) = A~x − ~b k·k
k~r(~x)k ~r(~x)
574P9*+)!3(*$E46l$G)@#f4#RV9;L' #%@9;'#*D) N O #%9HE#* @Q7#*d&F457)$ # 4)+$XL@4<+-)$_+=E#*)2/#RE+-=.*,/#

k · k∞ k~yk∞ = max1≤i≤M |yi |
N ~x
kA~x − ~bk∞ ≤ kA~y − ~bk∞ ,

a57+43a_#*@3+3C b*E@#cN O E#%(09s$ @+-#*<j nQ7,/]S+U#c1-#*@)n+!=#D.*W,/J L#c?#%+$ @C4<E')/,/#c@+!3=T.*$E,/4,T#R!3<#*#RI2#-@8 +?-+-@4<_,T,kL#*EI34+#*,/)B4<)# (%L4 4@Q#
N y~
O

T
X
c
T
X
c LU

Z , $ MO LU

@(*?-3+4<.%4<E#0A$ 0 !3(*)l# )N4<E4+×)/NQ 15,1HQ L"E@4)9*$`#r#&!3+-9;)-'/L@4Y+@3E#c@#%$T8U<)#0+$/$ $C+- O $G+N,)$ UO@E469H57#0F$jJ 4@#04$G)C9Ha4+-L$@$ #%4$T=$E#&+!3)7#
@@4<(%)+-$E#B)o+:L!3!33# E@#cE]g#gL,/)q:$E(H$E$R13@'$G$@@+3L.*!3),/#M$R#&9;='-4<+)$ 4<(%(%Iv#gL4!3$E@i#&R!3/4#MO G+E12(0 :$ 0 # @Y;A~=FUx&Q:$=Q<}24~b1sQL#%)7f) L3)* E4$&<469*$@#BL)79;X'WLJ <4Y@?-E+#M@4Y)@'+-,/$c#c!F@J(%(%$E<#*4,/)7E4<+-))L$N
O
UA ÙP==NQJ>H>:=E6iL meBD\ W&3 < N 6A A B]AJM> a JM>MP=LN :=< BE >J ACNONJ]_5×NA >L JRZ< E P=LJBMAV@5U]\JÛ]:F@5R :=EK` L:2>ML :=ACL < AV:=L JME > < NQJEK> AVH><K:FJ<?> RSPFLTBMAVUJ> ` BMACE
0 2Q<}21
>M :U<J `NCNQL\JSBM:AVJMJ>M< L L-JBDJEK< <KE P J JZ2JRZU P=B)P=@5L NJMBM> AVPFUN JZ52PF:FL NQBMBMJACAV<L P= B
E RS> 3JZ< NQPF@ @3AC PFBD\JNEGACR;>ACE AC> E P \P=BML AV@FAVJAV:=>M> L- J< L E P ` J N <?RS> a PF LTNQ PBMAVURZJ P=LTL BMBMAVAVPFU
E J 3U< NQP=JACBD>MJ L
A = LU
`
;>3+=4< B%U.'Q6,-'),/#&BLE% @49*#r+-=3E#%)2#> )7T6 N4<.%,/#v(*@:#>!3#iWJ (%b <4,/b 4<)Lb E4+)~!3#c]gL$@$
$60 /#0,9s0UQaA@:E46Q 179H#1sQZPu,/!3(HLlE@)44<9*#g# A * #%$ fO !3(*l)4#n:i LfeJ #HI3@#%$@$ 4+) 0 Q}%71sQ 2+4<",L4)7E#%)L)7
(i)
(i)
(i)
S

! #" %$ ' & ()& +*,-. /$ ' & (
5J6
L U
4L 3

3

LU
i
NW4.*,/#M9H+-<+-))#
 
1 0 0 0

QQ
0 1 0
QQQ

 
0 0 1 
 
 
NW4.*,/#g4<?-)#
 
 
 1 0 
S (i)
 
= si
(i) i
 
 (i) 
si+1 1
QQ QQQ
 
 (i) 

 si+2 0 1 

 
 
5+ 4 #H 8 QR#%,L;5-+)$g57#
(i)
sN 1
@9*'#H(*@+-#uE.%!3,T(*l#R):4<Q<E}-4+Q)p{C)/i[ 4) $@L$E)7#*X)$M#&@4+3$@!3574<#X,#%$ U@O EL469H#*4#*a@$!3# $ +-)7g )+)p8-)2)+<#0$ $MO #*(%) E4<lO #%+ ):@$`p5-!3 #
(i) (i) (i) (i) (i)
si = 1/aii sk = −aki /aii k = i + 1, i + 2, . . . , N
(i)
aii
S (i) A(i)
0 2Q /51
!u),$TU$E@oE46!9H4# ?+):L#q+#0=3$G@g#*)2(*?7L#q#n:LVrTreJ L,?U+-@EE4<46E9H'# ,/#u!F@EJ 46(%L<4),/?-4<)6LLE4E4+#j) $E!a#>(*@]g4<#%L:@$E#T$%Qk O dA#%4<9j):$ !4W#%8$T#%) }
A(N +1)
A(i+1) = S (i) · A(i) .
U
3@4<46$E)- 0 23Q7/31s8)+$c+-=3E#%)+):$ *
0 2Q 171
U = A(N +1) = S (N ) A(N ) = S (N ) S (N −1) A(N −1) = . . .
mCa+-$@4L$@57)7 # #*D* 4$@57#A#%$S,UE@469H#%$ $ +-)7S@(*?<4.*@#%$%8)+-$S+=3@#*)+-)$X#%)

= S (N ) S (N −1) . . . S (1) A(1) .
A(1) = A S (j)
L(j) = [S (j) ]−1
0 2Q ?1
?-#0$"$G`&WLJ4<4:@) #D$EO $E4<#%4K)3@[\$E(%#D)E#M4!F#*J,E)U#-#R@Q EA#,/469HR#fLE,/@@E4b%469*L,T#D)#RE?-@4#R6L)4?@E+3#f6!34<L)4@[\4<X(*#S@!344<)3#%#&[\(*!3E@#*#-4#*QAIj9&@,+-#cEU$c(%E?@+46=39H#%@4<#*.%$k)E@#D+-E46)#%L$$R)C!3?+-))6L#R9f4,E=#04<L$k#%E4<) @)34[\9*(%#SE4@#*E46LE)#0$N
A = L(1) L(2) L(3) . . . L(N ) U.
+54 CJ #%$ )&469H64<nE(i,!3L#rE@4o9*#"!@(%E9H46L+-),/?:+76L$ 44<EE4#f+4) )3[\(*@4<#%!@(%#g9H+-!+)#u)4(%)#g!34EL#0 9sE#%,/#*)7T!3 E'.%+@.*,/#qQ Q}Q

L
A = LU,
L(1) L(2) L(3) . . . L(N )
$aE$"+-) 4 $EO +a))7#*$R%3Q 57T2)# (%a)+-,/$E++4)4$@)$f$ $M#M57,/$%FJ (0J +4<9H_)7@E1>4<@@#g#*LM4<$ f+-WJ !3#%$c)3469HIn4<E[\!3(u+-(0E9H!3,/+#q,/# [ aH+-+-$E)p4Y@4<!3+-4<)@$ #%9HE#q#%!3)p# 3E48K49L$@LJ #%)7$ B NxWVUJ Nx!3E4?-E#j,/$E#*)73N
LU
LU A
A
@5+E<4 +-46L@)$ ?-8 6L#H4E$ #0+-$M)-$X$E!+a#%)7(*$SX@4,/#*L$E@E$E#%@4$M49*@#%(*$_O?-#%@9E<446.*L!3@)#0#%?$ $ 6L$E4E#0#*B$` 64>)3[\!3(*@4#&4<#%?$ +-+-@))7#%`L$È##*+QFLmXzG+84$@;57$]1k##*$EC+)7+S)#0!3$Gg#0j6$Cg@,(*E?-#%U@LE4<E46.%49HE+#0#-) $ 8

A = L 1 U1 = L 2 U2 ,
L1 L2 U1 U2
0 1 A
0 2Q 251
L1 L2 U1 U2
L−1 −1
2 L1 = U 2 U1 .

3

LU
24 }
@57E46L#g),/?#%L$RE6@!3L4#%49*E3# #&Iu$E,aU(*@@E4<46#%9H#0#%@$ $ #A/ EO @4#09R)!3?#%#H$ 4<@$ #rX4)36[\B(%$EE!3+446#*)7L?&@+-#>!3)#0LL$S+#,;Q-$nLd&E574@)49*$ #>#%4a$RW6J !3(%?-46,LL?-U4<+EE)( @4609H<2##0Q$S251_ 4,T#%9A!<46#%57#%$ $ #
L−1
2 L1 U2 U1−1
$46E!3#%D)-@T4Y@!3(B46L9H?-#B+57)4F<#-QEF+-#0$S#g,57LE#@49*#%$ #H #* Q 9*+ W)9H46!3#*)7c!3+)9" O #09RjO ,UE@469H#

1
L−1
2 L1 U2 U1−1 1
O

L2 L1 U2 U1−1
−1
!(%9H+-m_9A,/+-+:D$i+7$9*4<+E<,/4++,/))$r#*),9*#*L!304)78#ME#*@T):#*L),)7+Uv)@$XE46eE9HJ (0#H# $I3#%#*)-,/Q @#*v#"!F) J )<#"?-+,@4YU@@'E,/469H## a#*!3@,/#f9H#H+2 ;#HLq)79*>4<#%!K)-J ;+-$ =3E#%)8 4v6
L2 = L 1 U2 = U 1
LU A
!#ML)@$&+39*!3#j9*4<9*&-+$c,/,/<La#0E$&+-@$E9H4(*9*+2#q4<#*#%F!3$# 9*4<#%4 )7L@4<)7$ ?- )#%* $B8 #H 9*++))#0$M!3#*+))(*#08 $*Q\9A+$n!3# O +)$M57!4(HE$E#%LEE,/46$G[\4+-))-#*
A aij 1 ≤
i, j ≤ 3 3 3
O ìj 1≤j≤i≤3 uij 1 ≤ i < j ≤ 3
0 23Q 551
     
a11 a12 a13 `11 0 0 1 u12 u13
a21 a22 a23  = `21 `22 0 0 1 u23  .
a31 a32 a33 `31 `32 `33 0 0 1
| {z } | {z } | {z }
{X9*+) +),n)#gY@!4<# <46L)7* r6 E#%,/4<.%E#9H++))#y!3# 8c)+:$r+-=3E#%)+):$u6 E#%,T4.*@#

A
L
L
U
U
0 23Q 4F1
A    
a11 `11
a21  = `21  .
{X)r8%),n+-Y$F@+-4<=3<E46L#%))7c+):j$F@#%E$E#%:,/#09s4<.%EE4 #"#%<,/4?#*))7#fF!3<#0# $P!3#%3I3S4<.%,/#%$c#X!3#H#%3EI3@4<+.%46,T$ 4#".*,/#HD#_E@@#*+@46,T$ 4#0.*$P,/!3#f#S9H+&+)E#%),/#%$D4<.%!3E##

a31 `31
U 4?)#B!3# * O L
A
#H
9J #0$GENVLN!4<@#8246$@5-# #0$G&!3( z V9H+))7 * a12 = `11 u12 a13 = `11 u13 ,
0 23Q 851
`11
P4+?#%))$`)#q@#"#*!36!3U# # @4<+-)Q#%$ ]S)q0 #*2,jQ7<43#01$G<ENx#H9H44C0(*42@Q)787S)-1_B!3#%9*+$D+)!3))#*)2#*3)7I3#0X4$*.*!38K,/+-))#A+-9D#*X$gg@aE++-@4#*$EO,/4<.%+4,/).*@$M#A#R!39H4<(*?-+E)#%+#%E)$S,/)!34#R)# #*!3M# 6:>L#HX!3C#*6j6gI2!4#*.*E3,/#%I3,/#q4.*4<,/.%9*+LE## N

u12 = a12 /`11 , u13 = a13 /`11 .
L
U
9*++))#g!# 0 5-4F#%$ A9H+-))2#[1S#H&)+$c+-=3E#%)+)$ *
L L
#H
U
$E+4<&#*):9H+@#1*
`21 u12 + `22 = a22 `31 u12 + `32 = a32
#H 0 23Q 651

m_!# +-S:!3L(*ER#%6Ej,/@4E)+-#*4S$E4.*M,/!3#M#%39H+I34<+.%),/)#A#M4<!3?-# )#&!3#*# &)+84:$c$E+-3=3/ED#%)!3+#&):,n$ * <E4<4#*Sj!3#*3I34.*,/#&4<?-)#
`22 = a22 − `21 u12 `32 = a32 − `31 u12 .
U
L U
$E+4<&#*):9H+@#1*
`21 u13 + `22 u23 = a23
u23 = (a23 − `21 u13 )/`22 . 0 2Q<}051

J4 / 3

3

LU
P4<?-#%)$F#M@#*!36U# @4<+-)Q3${C0)23lQ 65) 1Z#* 0 #023$GQA}%5!31F+-!3)(H)@(g#*@,T4 )#%)-kA!3#*3I34.*,/#S9*++))#X!3# #H6&!3#%3I34<.%,/# L
0 23Q}}21
U `33
9*+))2]S+#0):$"$ 46!3#%(*$ @+):QF$wxC,#0$GLj4@)-#*@,/<#*+-)4<@.%$fE)7#0au$M+-9H<$@#y+-$ 4<=+-9*)#q$q)!3#%+3$g#q4 !39*#9*#0$G<#Hr#%BM#%) $ # N4.*,/#9HE+#%,/,/+L)4<.%E)E@##049*$"#!3Q# 4?2)#0#H$MaB!3+-6#$E +)$N 8

`33 = a33 − `31 u13 − `32 u23 .
A N ×N
k−1 L k−1 U
4,n.*,/Y#T@4<<4<?4#*)`#/6!3# N4.*,/QZ{C#c)<4?#*)ha#R#*%!38K# a+M!3(*E#%E,/4#0)9X#*6f N4<.%N,T4<.%#R,T9*#/+9H++-)<+-))#c)!3#T# !3# a+8Z4<``+$E=33@/#*)g4!3 # *
(2 ≤ k < N ) k L k
i
U
L (k ≤ i) O k
k
U
L
$E+4<R#*)9*+@#1*
aik = ì1 u1k + ì2 u2k + · · · + ì,k−1 uk−1,k + ìk
0 23Q})/51
k−1
X
ìk = aik − ìj ujk .
m_+fR!3(* E#%NWE4,/.*,/4)#M#*f9H+-<+-)k)N4<#M.%,/!3# #j4<?-)#n!3# U 8Z4<_a$E3+/RM+-!=3#jE#%,j)4 Y@* 4<4#*g kN4<.%,T#T4<?-)#n!3#

j=1
L i U (k + 1 ≤ i)
$E+4<R#*)9*+@#1*
aki = `k1 u1i + `k2 u2i + · · · + `kk uki
0 23Q}.171
 
k−1
1  X
uki = aki − `kj uji  .
nJ!3#M63TE,@#AU:E@L46E9H%# 824<Z#0!3$G#gD:T+7$E[ -$E4<H=+-<)v#g!3$E#g4 $G@+2)79 E-##**S<#0$S!3#%3Iq,U@E469H#0$ L #H U !L):$X#A;L=#%

`kk j=1
A O
 
`11 u12 u13 ··· u1N
QQ QQ QQ Q Q Q QQ 0 23Q}*?1
 `21 `22 u23 ··· u2N 
 
 `31 `32 `33 ··· u3N 
 .
 
 
9A$E#*+ $S:+- O +-)@$X!=+#%)L9A#H57hZ#%4e9s8K@#*yD!36B(%=!33(%M9*+!3,/#/aeJ+-L$E4Y?@+-4<+-E)4<E',/#-8a!3#9H+-)7E#%4#*)q)7")#"6u!(H,lL)E46@$@4$E9*# )-c57#HF0J 8F)V

`N 1 `N 2 `N 3 ··· `N N
LU A
6@B4Y@'$E+,/EE#B4#A!3!3#M#&!3W(%J 9*+<?-,/+a@4Y+-@$E'4Y,/@4<+-#) 879H+)7@4<#%#%$)-&SeJ@4<(%)$E[\#*+)7@,/E(gL!E4+)) $R#";L$E=+:#%$C6g2[\+Q<}-@Q,/# 0 2Q<}%71sQ7CJ L?+N
N ×N
LU
A
:9*+Q ?,/1s]S83,/+#M# ,/),/+#M,n<!=+-LE@#g):$@57$S!KJ +##Ma9*(*-;$SU#0@!3$G4<R#g+-?)W;J$RL<!3):?-#M!K+@QW4YJ @'<?-,/+#"@4Y@!K'J (*,/4#f,T!34)#BL!E(%4+9H)i+-,/!3:#n+7]g$ 4<LE4+$@) $ 0 @=FQ3$ #MQ9H}A+-,/#*&:$ +-#0 9s@%# Q
LU
LU
N3 N
S O* #. * , $ MO LU

]S+):$ 46!3(*@+):$S6$E4Y@U@4<+-)r+54rWJ +-)v!+4<&E(0$ +-!3@# $E13$G@.*,/#%$c4)(%4<@#%$
0 23Q})231
m
A ~x (`) = ~b (`) , ` = 1, 2, . . . , m,
3%3

3
LU
41
-, &,AD meW& d&?+-E4<E',T#M!3#M!3(09H+-,Ta+-$E4<E4+) Q LU
%('Q= * 8 $E+)7R#%$&9*+7#*q9H4#*)7@$R!3#g6/,UE@469H#
)SH'.# * 8 aij 1 ≤ i, j ≤ N
$ +-)7c#%$R9*+2#Hq9H4#*)7@$R!#MT,U@E469H# A
#* 8 $ +-)7c#%$R9*+2#Hq9H4#*)7@$R$E;!346L?+-)LI!#MT,U@E469H#
aij 1 ≤ j ≤ i ≤ N L
R#@' ZV%('.,A#&H

aij 1 ≤ i < j < N U

|:L4E# V ]S+-)$G@E:9sE4+)i!3#g6/E#%,/4<.%E#f<4?)#B!3#
0 ]S++9H+-)e)Q#0!3$c# !3# #0$G&#H&6 4<?-)#%$R9*!3+# WQ!3# 1
i=2 N
 U
|:L4E# V
a1i := a1i /a11
 1 L 1 A
]S+)$ E@9HE4+)r!v4 O +L

k=2 N −1
 L U
 k−1
P
akk := akk − akj ∗ ajk
|L4@# V
 `kk
 j=1
 

]S+-)$G@E:9sE4+)i!3#g6 NW4.*,/#M9H+-<+-))#M!3#

  i=k+1 N
  k−1
  a := a − P a ∗ a k L
]S+)$ E@9s@4<+-)v!#M N4<.%,/#f4?)#M!3#

  ik ik ij jk
 j=1
  k−1
  1 P
aki := aki − akj ∗ aji k U
akk
aN N := aN N −
NP
−1
j=1
aN j ∗ ajN
]S+-)$G@E:9sE4+)i!3i4 O + `N N
j=1
+54F8k:+-Qm` LR#*I3#*,/#g$E4 8 8 $E!3(*aa#*+-)$E! +)!3$R#%$T57$E#M+W3J +-E4) +)$j#*4@<(%#g9H(0@!3(%$E#*+)7@#%!3$ @# 8

~x (`−1)
` = 2, 3, . . . , m ~b (`)
m=2 O ~x (1) , ~x (2) , . . .
A ~x(1) = ~b(1) ,
4$
+59*+4 3@#*3Ir#%#H$ &rL=) $E;!3N #"O #%!9H#"E#*[ 4<u@# !3+))[\+(o46$S#HW J (*4<,/4)U@4<+-)v!3# ]gL:$EQ $cf9*Lc)$v<#0$S9H#y+-:9*(%@$%L8XE44g+)$ $D#%@$E4Y
A~x(2) = k~x(1) k2 ~x(1) ,
~b(1) N ~b(2) = k~x(1) k2 ~x(1)
6&,!3L#ME@64T9*# ,U$E#%@46@9H# 4<#%)- #H [\23+Q46})$23<#01D$P!3,/# b*4<,/#%)-#0 $*Q^wx2$ 3/`!3+):9X!KJ #HhZ#%9HE#%k6&!3(09H+-,Ta+-$E4<E4+)
m
A m
0 O
0 23Q}.571
LU A
LU~x(`) = ~b(`) ,
{X)>:+7$E)-
` = 1, 2, . . . , m.
4P$E3/A!3#M@(%$E+!3@#g$ 9%9H#0$E$E4 O #*,/#*)7c:+- y~(`) = U~x(`) ,

*
0 2Q<}4F1
` = 1, 2, . . . , m
L~y (`) = ~b(`) ,

U4 3

3

LU
4$
0 23Q}.871
P$E13#T$G@$E.*13,/$G@#.*,/E@# 46L0 )23?-Q}H4F1A4<@#%#$ g$ :)y(%$EE134#*$G@0.*,/QR#j(0@$ E+-46L)!3?@#6<L#04$jE#j!34<#%)33[\Ip(%E4$ #*13$ fE.*,/<+-#0@$B$f574<)(0# L40 E23#0Q$ }.871R2Q<#%}$ 4Fg1f#*)
U~x(`) = ~y (`) .
0$E23Q4 }.O 851k)7@$E$k+)7!3C#%$k!3,/+):(H9R@'!3+3#*!33#%IT$_+)2a(*,/;U(*@@4<46+-5-)$_#%$:#%)(%9*9H#%+ $@$ 4<E@#*:)-$ k#0$*"QJ9A@(%+$E+$3O E#*4+@E)j+-!)#D$_$E!13L$G):@$`.*,/<#0#%$`$9;0 <'4)L(0L4Y@4EE#0#0$$

!3vG&12)a# L30 23@EQ})#j25#H1sI3Q #*,/#Ba+f<#057#*r!3(%9*+,/:+7$ 4<E4+) #%$ "3@4<#j#0$Gf<#j$E4 L)7%Q
2:+7$ +-)$A57#TWJ +-)L4<"#*ha#09sE(j6u!3(09H+,/a+-$E4Y@4<+-) LU
K
! J

) #
, U
@
E
6
4 H
9 O# Q
dA!<+-)@$A$f$@)q+-!346$ML?- +O )+-)<$ #-8)+-$A +)$ :
Q QP"##n!3(*E#%E$*,/8K4)L4)7$@"57!3# # #%)F$ J fi!357+-)#)!3(B#0:$L}
LU N ×N A
det(A) = det(L) · det(U )
det(U ) = 1 O 4$@57# #%$ RE@4)?4<@#Q2d&4)$E4 U
L
det(L) = `11 .`22 .`33 . . . `N N L
0 23Q}.671
N
Y
det(A) = `jj ,
#*#*Sha#0+9s)rE9H(+):9H)3#uD!357(09H#A+-,T$E4aa++-) $E4<O E4#*+3) c9*L69H!3<##% QFwxX#%$ j824<4<Z,/$E3a/+Ec@!K)-J 3B@!34<#4$E#*,/ #%0 )-2@Q<4<})+-65)1C)#%j@57.%$CFJ 4CO +)4#
j=1
det(A)
[!3(*3E#%E,/P=RZ4)P=LA )7>)%<QLT{CACN )>A >J#HB^hZ#HNQ0PS8aRZ9*#H\ L @G#M:[@3,/J;(HE@3'J>W+2!R #jACE !3+J<)B)>^#B@54<J #%iP V[:FE BD\U< B[ >-A =9s@J +a@+4<#% 1DR+-9*:(%9*@LE#*4D+)$%) Q
LU A
wx")#%+$ u;!3L4),jU:@$E#*)-gua!#*;#$ +-9H)+-))#%$G;kU+-@y#*q57)##$G;$EU4 E4+) !3#TE; 8CLL4`+;^$ 1-L)70 g) 9H139H#!KJ '+@<+-?Q #n2!# N! N
c3 8Z+)y:#%3M#HI3(%9*3E#%f@+Î34<,U@4 O #*,/#*)7

N = 100
O +a(*;U@4<+-)$&:LM$ #09H+-)!3#j#%)
N ! = 100! ' 10158
200
O)4E)?-(*#0<$A# a++LE@f#*)-I3@(%#9H8_9HE#v#*M5-9*#%4c$ 9*+)!+-4Y:(%Vo@LE) 4+E)#%$ ,/9*#n$/@!3#*# ,/$g!3(%$ #09H$@+-$ #n)!3eJ#%L$j?-#T+~!#n!3# WJ )4 O #*;$*Q
109
10149 3 10141
{C9%L)T69H#HhZ#%!39HqE!(H)7E_#%E6f,/!34)(%L9*+)7,/X!K:J+7$ )4<E#R4+,) LE@49*#!# !K8UJ +-@!46$kE# #*)/L#HI34645-?:#%@Lf)7k$ 6AC[\+)T@,jE#%+# ;0 !3234Q)}.U67@1s#*8^<#
100!
LU A
*
)v@#*,/$&!3#M9%L69HF!3#MWJ +;!3E#g!3#M6n[\@-9sE4+)i!3#B$E#%9*+)!3#-Q A 100
S , $ O LU . .-,/.
#.$ ^
$E4Y)@4<#y+-2) !34:4$E+74<$87+-+-a) )+$c5-D #f) %6(*n@+ ,/!3+ L)E)@4<4(#%9*# !$E)+$u4<DW@J L(*?-?+<82@4.*4<<E#g@'#,/874 ,O #+L !346$c5-@PJ$E=+<r#04<cL9H)7+-2e;Q2Q<$S}-m`!3QRL#g]SR6+-9Hn+-,/!),T(%$E9H(%#y+-57,/)#*+:)7:+0$N 8
A
WJ N 4O .*+,/)#>$"O <[ 4?4Y)j#a+!3# BeJ (* 4,T#%9v4)LE)4# +)pN!34<.%#a,/]g#8 $E$%8K4S9H8S+-L) lO ) 4#*)7!KBJ +-!=3E)#%)$B4u9H#q9%) $B4!FJ +(0q9;')L+)) ?-#*)2M6W Q
LU k (1 ≤ k < N ) akk
k
]9*S+6,/L4:E#%+7,/$ 4<#*E)74+&) $ 4K)+-!3$c# (%9;O 8U':,L)?-4$k#*+):)$S#c!3!3#0(0$R9H+4<,/?-)a#%+-$R$E4Y!3@#4<+-) 8)+:!3$c#c)F"J +-,=3EU4E#*@):46!39H# E+-)$cO!)-$k$c-)57#M#*!3(H<# N
A j j > k
A
)4<+-?-)#%$`$S O!3+-# )$:9H#%+-EE,n@#%3$EaE(R+)!3!3#0$_#%)7<4S?L)3#0$*I/QLad #*@9*,j#R3$G;;U!3E4#-+8U):E$S#%,/!3#0$X@574?+-))#0$k$X5-!3# #D#%Q7$_dAa4<):#*@$ ,j4W83 @U@)74<S+-)!3$_#A!3@#%(H$N
LU A LU A
$E+4 +!%E8U#49H) +-) $E134$G#*@).*!,/@# f!KJ #HI3(%9*3E#% Ò #0#*)/9/9H#H@E#*E,/#u4<#%!_(%9H<4+-#*,//:#%+7$_$ 4<aE#*4+@),j3;UE4 +O ):#0$`99H+9;'@@L#%)$EO ?:#*+-,/)!#%)-LB)7@!3#%# $
A L
$aE+-O A$E4Y@#j4<+-$E) #%9*+)O!v ,/#0#*9A,n9;='E# )?#%Q,Twx#%#%)7$ Df!3!3#f+-)9M4 4+L,T082a++)uE@,/)7(%A,T5-+-PE46J Vq$E#"9;':#%$D57a#*#M@,j(H;3L;aU#nE4!3+#j):$Sq!3#g!(%4<9H?-+-),T#%$N

A~x = ~b LU
LU O ~b
O

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# N p~
a+&4<):!3457#%&57#g N4.*,/#g<4?)#MT(H@(M(%9;')?(%#f O #%9" N4<.%,T#-Q

k
pk = j
j
Z )& . , & "#. Y. $ OO .

, $ MO%#. Y*.

$E4?)A4<lL#X57a#*#C+W)J +$r)M57RU#ohKL#y4E$E#C17VA,n$ =:+-+-)"<#@@)$E57:+74f$ (--Q 9*&9*+L,/:#%L<?-+-))#i$K#*):)9H#y+@,/#`L6RE@!349*(H#ol)+4Y@ 4<+-)B) $ O 4 #0O 9sLE)7#%E#- Q

T
;>= %#@')#&B% mEW E J RZP=L BMAVUJ J>ML @FACL J> =RS\LTBMAVH<KJ @3\ EKAVJ ` :2>MACL A 2J>MA
A JM>ML > =RZ\LTBMAVH<KJ a
N ×N A
ACA ` :=< B)L :=< L =J]UL JMA JL >J< NQJRZJEKL >MA b

T
~y A~y ≥ 0 N y~
9A+$R O +)$D#ME(0$ Y;U&$ 4 O L)70Q

T
~y A~y = 0 ~y = 0
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\AVJM> E6ÀVJ :2>M` AC:2LT>MA=ACLJA > 2J Ja L PF>NQ:=:=E6B> L
A N ×N
b
;>3+=4< B%U).'Q# ,-')#&B% ,U@E469H#&$E12,T(*E@457#&!(Hl)4#Ra+-$E4Y@4 #R#HS$E+4< $@M$ +-$ NW,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,/R(H9*@+E)4657$ E@#Q 4<R2+!4<#
A N ×N Ak
6T[ *+)iO $ 4 O L)7@#1* O

k Ak
~z k ~zT Ak ~z ~y N

~z

}k
@#*,/4.*9*@#%+$c,/9Ha+-+-,/$@L:)7+7E$E#0$S)-)2@#%$ #%$
y~ =
)+$ O (*@4Yl:+)$cL46$E(*,/#*)7&57#
0 } (N − k) ,
~z T Ak ~z = y~T A~y . 0 2Q /51

57P$E12#%,/#$X(HEE@+-465-@4<#g(*E!(%(H$ l)4#M#* #*a +-$E4Y@4 #!3Q #&6M!3(H$ l:4A)#H4Yr@4<+-$E)#*23#*Q}R,/#H#%X)-6uM$E@4 #*6U@4<+-) 0 QX23dAQ7/L4<7)1s$E8L4")!+-+)$C9 -$E$E@#*#%)7$
(ii) (iii)
~z T Ak ~z ≥ 0 ~z T Ak ~z = 0
O ~z = 0 Ak
"vE'(%+@.*,/#n23Q7/383)+-$ca+ O +)$R!3(%,/+)7E@#*c#"@'(*+-E.%,/#g$E4 O L)7%Q

@N5J\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
A
` L A = LLT b
K4 5 3

3

LU
;>2=:+7$ %+-.)'Q$j,-57'.## % $E+4<n$ 12,/(H@E4657#u!3(*l)4#qa+-$E4Y@4 #QdA<+-@$j#*)p3@4<46$E)-T<#0$M@'(*+N

)@.*+,/E#%#%E$ +-)23$ Q7/v#H 23Q}8F4S#*I34$ E#q)#u#*j)#v$ #%<#r!3(%9*+O ,/:+7$ 4<E4+) !# 57#r)+$
A
LU A
0 23Q7/3}21
+5!3446L?-+)#%$ &<#f#H) # #0$GR)#M,,U@LEE469H@#f49*#"E@@46LE46)L?-)?64<L@#"4E#f$E4a)3(*[\(*@@4<#%4<#%@@#g# Q O #%9f!3#%$ O <#%@$g}M!)$R$@
U N ×N
A = L̃U
(%@#%<(%$E,T:2#0#%4 9s)7@@4 $CO #*8!3,/46L#*?-)7+%#H)82 4K3In#%$ !3c$E# +[ )79HB4QLmC#g#%$B!46# $E$@+5-O (*$#@N4Y8,/l:#%#*)LcE@5-4#%9* #%# @$f/!@n4<):@9H'4(*+-LE.%#%,/$MQ !K#2J+-23+4YQ7; /3!38 @# 8 #0!$GD# $ 12,/8 (H@E#*4682 57#%#$
L̃
Ak L̃k Uk k A L̃ U
!3(*l)4#M:+7$ 4<E4 O #-83)+:$R O +):$*839H+-,/3E#fE#%O )2i!# 0 23Q}.671 *

Ak = L̃k Uk `˜kk 1 ≤ k ≤ N
L̃ Ak
det Ak = `˜11 .`˜22 .`˜33 . . . `˜kk > 0. 0 23Q7/J/51

n@#*6U@4<+-) 0 23Q7/J/31S@46$ #M$E9*9*#%$@$ 4 O #%,T#%)7ca+ 8!+))#*
0 2Q /J151
k = 1, 2, 3, . . . , N
`˜jj > 0,
2+-4YR,L4)7E#%)L)7 ,U@E469H#M!346L?-+)<#g!3(Hl:)4<#M:L
j = 1, 2, . . . , N.
D N ×N
D=
!346L? q
`˜11 ,
q
`˜22 ,
q
`˜33 , . . . ,
q
`Ñ N

,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

def
E N ×N
E = D2 =
!346L?
`˜11 , `˜22 , `˜33 , . . . , `Ñ N . 0 23Q7/U?1
wxF#0$Gc[ -9H4<#B!3# O (*@4Yl#%R5-#M ,U@E469H# !3(*l)4#ML
0 23Q7/J251
N ×N L̂
#0$GR{C))>#M@,#*,/LE@649*%#"L)7@E 46L)23?Q7/J2561SL4!E#fL)4)3$ [\(*23@4<Q7/3#%}[1S@#g)+-O #%$c9f+!3=#%E$ #*)O +)<#%$ *;$"}M!)$&$@n!4?+):L#Q

L̂ = L̃E −1
0 0
#*%84$@57# #%$ A$ 12,/(H@E4657#83)+-$R O +-)$cL$@$E4
A = L̂EU
0 23Q7/K571
A
9*]S++-,/,T!3,/,/# # # #%$ C#0$G#0`)$G46C57)#c)# #&,E,U'@U(*E+E469H@@46#D.*9H,/@#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,T1P46#HLa ?-+-+$E23)4<EQ7/K4+<57#-) 1 8

A = AT = U T E L̂T .
L̂T
LU
57#
UT E
A 0 0 0
dA4<)$E4P!3+-)9f)+:$R O +):+$ * L̂T = U.
A = L̂E L̂T = L̂DDL̂T . 0 23Q7/L431

4J4
wx$ 3/A!KJ 4)-@E+3!34<@#g ,U@E469H#f@E46L)?-4<@#f4<)3[\(%E4#*E# !3(Hl:)4<#M:L
N ×N
0 2Q /J851 L
a+&+=3@#*)4R6T!(%9H+-,/:+7$ 4<E4+)i!3#n]S'+-<#0$!21 L = L̂D
0 2Q /J651
9*]S+#*,/ @a#T+-!3$E4Y(0@9H4<+-+-),Ta+-$E4<E4+)o#0$Gg)4657#QZ{C)y#HhZ#H%8K$Ea+-$E+)$f57FJ 4<_#HI346$G@#j)#T3E@#n!3(*N
A = LLT .
+59A4 +$A #%$ +j):$S@E46L<+-)@?$ 6L4E#4)3[\(%E4#*@#r O #%9!3#0$ O <#%@$j:+7$ 4<E4 O #0$j!)$T$Eo!4?+):L#Q A = MMT
M
O
#*&L&$E4<E# LLT = M M T
2Q 1-51
+54 mX4$@57!3# (*)+LE#M#H WJ 4<) O #%@$E$#g+-!3)-#gP!/#%$K,,UU@@EE469H469H#f#0@$a@E@)4$ )a?+-$E(*#g4<@!3#%# $Z$E:Q (%E4#*E#0$*8*<+-@$
−T
LT M −T = L−1 M 0
M M
#0$GM)#n#%,$ nU@E)469H#r#n,E@U46EL@)469H?-#@E4<46@L#n)$E?-a6L(*4@E4<##%4@)3#[\Q((*@9&4#*+:@$"#Q_,/d&+-4)-)@$EE4e+-8k)#*$f) !3#/E4<r46$E,/)7b* ,/#j2Q [ 1--5H1H+-8P)y)57+-#$
LT M −T LT M −T
9*+)$"#@MLE6+-n)@$R#*576U@# 4<+-) 23Q 17#01X$G)&+)$ #M,/(*@L4YlE@+-4)9*#f$c57!4# ?+):L#Q

L−1 M 0
0 L−1 M
O
`jj mjj
#*j!3#*+ ):9T57$#+-9*)7#Hc @a#/+-$E,/4<EL4<[ E$]@1H4QS9*#9&+-!34$c?++-=3)@L#*)#j+-#0)$G$RML6 4)$E4 ,LE@49*#H#TA46!!3+#%))-9 @4Y@( 0 Q 4$@57#

= , 1 ≤ j ≤ N,
mjj `jj
N ×N I
`jj mjj L−1 M = I M =L
4:à)3[\$g(%E64i#*,-,T@FE#&b%DU,/57i#/4:me57$@W&U @#q4f$ 9*[ LL#*)4<<#/$P<+-#X=3EE'#%(%)7+@#.*,/QL<+-{ #"@O $g24Q !!31#*#8*,/)6+-i,/#*!3$P)7(% %9*O 87++9H,/)#H$K:EE+7)#&$+L4<,EE( 4L+E) @64&9*# ,U@)F)E+-J 46#09H$G#`C$M@#%E)46L+-))@?$f4<))69*L+L4<4a@E#(#
L
9*#HEE#M,U@E469H# !L):$R/!3(%,/+)$ E;U@4<+-)r!3vE'(*+@.*,/#n23Q 151HQ 0 O

A = LLT L
LU
wx9*&+$E+39A)/+)#T$!3!3$E##r+,/@#*,/#0E$G#%M#%$/)!3!3,4 @#q4$E4<)7e(*J E#TL#%)?LL+-)7E4<E'#*,T) #v,/!3#*#%M $E!;@#jL#>=@!3#*#%)#>4Cf!3(%9*29*+Q<E}-,/48kE3#i!3@#i#TWJ 9H!3<+-#T?-)+6$@u@4Y@U@'@#*#*,/6/U#v@574<+-!) #y#r]S6 '+N#%4.*$ ,/21# Q

L̃
2Q /4Q$@57# #0$GC$E12,T(*EO @457#-Q0XJ <?-+@4Y@',/#S4<)$E42+=3@#*)2j#0$G`@(%$E#*)7@(S!)$k<#S@=<#0L

k
√
L akk akj = ajk
A
#*à!ha(Hl#09s)@4#M,-(*a#0FE+-$uDU$E$Ei4Y@4 mer#W !3: Q3#0wx$qP24W9*)8_++-!) ,jL)4<=#%$n@)-#%&W$/J !3)<+-?-(*)+?-9g@L4YE@!K4<'[J 4<$*,/)78DE#u@L+3!3+!3p;$/4;EL#M =!3,/#%#0$cLbEE@#0234$G9*Q7;/3# $R8!<#0L$j):)F$R;J #%9H$ 9*#Hu4<A)#0-$j<?-$q9%+L$@124Y@@E,/'(%,/#%(H$B@#E$E46Q 57+)7#
O O A
{X)i9*+)9*<:$ 4+)F83+;$@5-PJ +-) O #%3RE(0$ +-!3@#")i$E13$G@.*,/#g<4)(0L4E#

+5]S4 '+i#%$ ,71U@E469H# #0$GT#H$&12+-,/)r(H@@(%E46$E57+3#&$E!3(H9*l9*)#%4<$@#q$ 4 a+-#%,/$E4<E#*4 )7O #8K+-)[ L4<j)#q!3(09H+-,Ta+-$E4<E4+)p!3#
A~x = ~b,
A
O
A = LLT
L~y = ~b,
46$ LT ~x = y~.
4K8 3

3

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

%('.H= * @#*@(%$E#*)7;L)7D6/ @4<#fE@46L)?-4<@#A4)3[\(%E4#*@#M!3# *
0 #0$GA$E12,/(HE@465-#g!(Hl)4#g:+7$ 4<E4 O #21

(aij )1≤j≤i≤N A
)SH')#& * E#%@(%$E#*)7@)- 574P$@UE46$ [ L4<

A
a&RBS#&' B%('),A#@
(aij )1≤j≤i≤N L A = LLT
√ ]S+-)$G@E:9sE4+)i!3#
a11 :=

|4<@# V a11
]S+-)$ E@9s@4<+-)r!3#M6 `11
@#*,/4<.%E#M9*++))#M!3#
i=2 N


|4<@# V
ai1 := ai1 /a11
m`L;9H+@$c!3#0$R9H++))#%$R!3# L
]S+)$ E@9s@4<+-)r!3#
 k =2 N −1 L
 k−1
P 2 1/2
akk := akk − akj
|:L4E# V

 `kk
 j=1
 
]S+)$ E@9HE4+)i!3#M N4.*,/#M9H+WQ!3#


 i=k+1 N
  k−1
  1 P
aik := aik − aij ∗ akj k L
aN N

akk
:= aN N −
NP−1
2
j=1
aN j
1/2 ]S+-)$G@E:9sE4+)v!3# `N N
j=1
S
^&' . #.( #Y.
]S+,/,/#*):H+):$cLR)#B!3(Hl)4Y@4<+-)FQ
;>>:== 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,JZj@3J≤NP=E @3JJ L
@5J @3`JR;A N P=B 7JMA):=E P a = 0N` b:=< BYL :F< L i, j >AP=L A > P=A >P=E6L 1 ≤ i, j ≤ N JL
ij
| i − j |≥ ` b
ij
,!3#MU@=:&EL46))9H#M#S!3#M!3,/#X!3L=#BE@!4)9*#*!3#f,/#D!4Y!3N#f6#DL=:@!L?#*)#*,/!3#M4Y N6!3L#M@?!3#*#%,/#%$ `4YRN=E)1?-#M#*#%,$ U`@)E#046#X$G9HR#,4<U@E$ 46E9H@# (*#M!L):$S6Qnl?Q AE)# #S23,Q}LQ E&@4)9*##

"(' "
923Q}.&151D+-1S#H$ O (%E4<l+-8)$S#g[ E(09H$ 4#*<@,/L&#*`)7$ %=834 #%2)rL)7@ #** E#%)L)7S#%$R<?-+@4Y@',/#%$ LU 0 @#*6UE4+):$ 0 23Q})/51 "(' "#
0 T O
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>;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 J < EKB AV`JJM>M` L @3:2:F> >MEK A L
LL
RZ@5J \LBMP=bAVE H <K@3JJ@5@3J\ @3E6JAVR J A` :2NQP=>MB AC7LT` A J=< J BZ@5:=OEKJÊLUJ)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
T
F
: < M
J M
> L 3
@
J N =
: ]
B =
@ D
B S
J `b
3
@ J Q
N =
:
B
>
H K
< J ` J>ML 3BDP=E` @ `
LU LL T
N` 2
N b

4 6
57P#f4.*$ ]SE@+3#*6L)79 4UR@L#*?-,/-#"$S#*!3)76#"%T8K,/n#%(*$j,,/!3U+(%@@E9*446+$@9H,/U# @:4<+-+7)u$a4<#*!3E34#0+&$c):$E(*$ #&(*[,/4<#*@)7##H@82 $c)2S6#*$RI257!K#%,/J 4F)$E<+#q#-)787,D!L#%4)vE?@4!+9*):#*#/'L!+-#&#@$c=!3LLc#g)!36!n46#L=:?-)L+#q))!3@#H#-<# N Q
LU LLT
9*+,/,/#M<#g,/+)7@E#gWJ #*I2#%,/<# 2Q<}-Q A
 
∗ ∗ ∗ ∗ ∗ 0 0 0 0 0 0
 
 
∗ ∗ ∗ ∗ ∗ ∗ 0 0 0 0 0
 
 
∗ ∗ ∗ ∗ ∗ ∗ ∗ 0 0 0 0
 
 
∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ 0 0 0
 
 
∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ 0 0
 
 
A = 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ 0
 
 
0 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗
6
4<?-)#%$
 
 
0 0 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗ ∗



 `
0 0 0 0 ∗ ∗ ∗ ∗ ∗ ∗ ∗
 
 
0 0 0 0 0 ∗ ∗ ∗ ∗ ∗ ∗
 
0 0 0 0 0 0 ∗ ∗ ∗ ∗ ∗ ?
9H+-<+-))#%$
`
-
(%@X #*<(%#,/R\,/#%W #*)-)7me&AW&)2 )+-oW)vQ L)E@(%49H9*#0#v$E$@!3L#i4@#*=,/)#*!3)7c#>)7!3#>F!3#H"#%,TT4<,/N#*E)7?-@#*4<+-) )#MQ`6wG/9H4 -9H,T#B#%!K)7J E4)i+)(*)(*#i,/6#%)-&)-9H(%#i9H#0!K$E$@J L4<) N

` ∗
f e + &cmEW 3 +4<& N ×N

,U@E469H#f@E46!34?+-)L# !(Hl)4#gL A
 
2 −1
QQQ QQQ QQQ

 
 
−1 2 −1 
 
 
A= .
 
 

 −1 2 −1
−1 2
*#9A#MC+@!3'+$(*)+-9XOE.%4<+-3,T)#0$ #n$G_O 2BaQ :+-!8$@L$ ))4=+$F:#SR$c!3$E:#S#%+-9H[ EL44+E+-)M#D)$c)Q 36R#cE574!34(0$E#`9H#*+6AR,/!,a#*3U+-EI$E@4Y@469H4<+-#0# 9s)jE!3#%#0#&$G;]S$ $E'12+,/#H#% (H$ E21@46!35-#B#C9H+-!3,T(Hla)+-4<$@#CQLanJ)7+-@#%$E$4<E@4 O .%#$ 8
A
O O d~ ~e
A = LLT
dj
8- 3

3

LU
1≤j≤N
#H 8 ej 1 ≤ j ≤ N − 1
:+-R,/(*,/+@4$E#* !3#M6n[ H+-)v$E4 O L)7E#*
L
 
d1
QQQ QQQ
 
e d2 
 1 
QQQ
 
 
L= .
 
 

 dN −1 

eN −1 dN
{C)v[ 4$@L)7R<#ME+3!34< LLT
#*&#*)iWJ (%?-L6L)7RV 8)+-$c+=E#*)+)$R$E9*9*#%$@$ 4 O #%,/#*)7
A
*
d21 = 2; e1 d1 = −1; e21 + d22 = 2; e2 d2 = −1;

e22 + d23 = 2; e3 d3 = −1; ···; e2N −1 + d2N = 2,
$E+4<R#*)9*+@# d1 =
√
2
8#H&a+ j = 1, 2, . . . , N − 1
*
ej = −1/dj
H# dj+1 =
q
2 − e2j .
$EfL4 O)$r)79HE##* 9*$ueJ L?+-E4<E',T#y!3#!3(09H+,/a+-$E4Y@4<+-) √

LLT
!3# $E#o,/#Hv$E+:$q6p[\+@,/#
A
|L4@# Vd1 =

j =1 N −1
2


 ej := −1/dj
 q
*#RI2#%,<46L9H;4<E5-#%,T+#%))7$D&57<#0#$ 83O !<#%)$D;<$R#g!39*# -!3E#f#H!3 #g9H#H8R$E+#*4<I2 #%*,/<#g$E4<,/#824K#%$ Da+-$@$ 4=#f!#f!3+-))#%

dj+1 := 2 − e2j .
ej dj
dj =
s
j+1 #*
ej = −
s
j
.
j j+1
S . & .
f e*)H# kL#&kL mEW ,3+U4<@ E46A9H#g!3 #MN9H+2#*×N9*4<#%)7,@L$ E@49*#qE@46!34?+-)!3+L)#u)(%!3$%#vQ2{XeJ #H9HI3@4<#%@,T#g<)i# L23Q?}u+@#H4<E'$E,/+4<#
;aL+=c#%9* N9*×#*N A B Q #*)u)PJ 3@4<46$E)-R57FJ (b)r$E)#*a;L=#%uV N (%<(%,T#%)7@$%87VT$E O +4C#
B
−1
ij 1≤i,j≤N
2
QFF#0#0$R$&$ #%(b+-)- @@E4<)(%#0#%$D$&$E!#*@#j+W)7J R<?-#%+$R@9H4Y@+2'#*,/#B9*4<$ #%#%)7E@+-$ )-R#%$"9H+2#Hq9H4#*!3)7#M;$ 6T(b,/L) E@49*# !#BQ q,/LE@49*#
ij 1≤i,j≤N
ij 1≤i,j≤N
j2+-4Y D\')#&B6 % ,U@E469H#c!3(*l)4#D:L

−1
B ij 1≤i,j≤N (b ) A B
VT@(%$EC+!3@N# AC×N= B Qmk+- 1 ≤ j ≤ NC 8=)+LA@+)$BB~Q A(*#HE #*C@~,/4<<)#0#*$ _jNW"4.*,,/U#%@$RE469*9H+# +C))@##%O$c4<!3#%)7#%$

−1
j j
8 }
,LE@49*#%$ @# #H4#* )7kVA8:EE#0(0$ $ a+-#%9H!3E@4 O# #*,/#%)-0Qm`L"8 !3(Hl)4Y@4<+-)!3Q >fL)@$+3!3)+4<E"@#S,LU?@E+-46E9H4<4E#*'W8,T@#-(%80$E+9*#%$ !3@#
$E!13#f$G@]S.*',/+#%#%$A$ <214)O (0L4E#0$&$ +-)7A!E#R(0$g+-<,:$&U@$ E4,j469H#Y;L8 )(%+,T4k#%#*)7I3%#*Q,/9A+#g$A233QE}4QU4{C$E+):)$ $A4<E#A!)(%+9H+-$C,/E(0:$ +7+-$ 4<E+4+)) $
B C
AC = B ~j = B
AC ~j 1 ≤ j ≤ N N
$ 13$ E.%,T#0$j4)(%4<@#%$jE@4)?4<@#%$j4<)3[\(%EO 4#*@$

A = LLT A
8 8_46O $
9#0$E13-+$GA$G@)!.*$&(%,/9H<#%#0@4<$g$RR,!4)LU(%)E@$R4<46@9H#%#f#%$"$ @E@=468 <L#0)L?-[#*23Q 4<1@Q #%!$fL$E)$A:(%<#BE4,/#*b%@,T$ #g;L=#% 8 QaCJ QeL9A?++-E4<$ME'$ ,/E+# N
N LX~j = B~j 1 ≤ j ≤ N N
~j = X
L C T ~j 1 ≤ j ≤ N
B X C (bij )1≤i,j≤N
-, &,ADmeW N ]D9*F!3# !)$c#B9*!E#M!3#gWJ #*I2#%@9*49*#n23Q}Q

%('.H= * 8 $E+)7R<#0$R9H+2#Hq9H4#*)7;$R!3#MT,U@E469H#
A−1 B
*
)SH')#& * 8 $ +-)-R#%$R9*+7#*q9H4#*)7@$R!3#M6T,UE@469H#
bij 1 ≤ i, j ≤ N B
*
8 $ +-)7c#%$R9*+2#Hq9H4#*)7@$R!4?+):L3Iu!3#M6T,UE@469H#
bij 1 ≤ i, j ≤ N C
*
8 di 1 ≤ i < N
$E+)7R<#0$R9H+2#Hq9H4#*)7;$R$ +-$GNx!346L?-+)3Iq!3#MT,U@E469H# Q L
&RBH#&' ZB%('.,S#@
ei 1 ≤ i < N − 1 L
√
]DL69HF!#MT,U@E469H#
d1 =


|4<@# V 2
i=1 N −1
L

 ei := −1/di

|4<@# V
p
di+1 := 2 − e2i


j=1 N R(0$ +-<E4+)i!3#
LX = B
|4<@# V
b := b1j /d1
 1j
 


i=2 N
j=1 N
|:L4E# V
 

|4<@# V
bij := (bij − ei−1 ∗ bi−1,j )/di
j=1 N R(0$ +-<E4+)i!3#
LT C = X

|4<@#
b := bN j /dN
 Nj
V -$R!3#
 


 
i=N −1 1
j=1 N
|:L4E# V −1
bij := (bij − ei ∗ bi+1,j )/di
@f +e3*@#%$TkJ#&)kL+-Y) me)2W : <2#%+$%4<8_ $ +-4Y) #H N O #%9H3! E#*#%I R!3#M9H+,/aN+-O $@#%L9H)7EE#%#0$ @$n!38 #r9*+,/a+-$@L)7E8#0$$Ea#*+- $E(*#0$ 8
~a
~b
N
~c (N − 1)
ai i = 1, . . . , N
bi ci
8*/ 3

3

LU
i = 1, . . . , N − 1
Qa]S+)$E46!3(*@+)$D6 N ×N
,LE@49*# !(Hl)4#M A
 
a1
b1
QQQ QQ
 
 
 a2 b2 
 
 
A= .
 
 

 aN −1 bN −1 

#*" )o!34<!3M#M5-6n#B[\+u@,/,# UE@469H# q)#T$G@E:9sEE# QF]S+-)$E4!3(%E+-)$&!3#%3I>,UE@469H#%$

c1 c2 ... cN −1 aN
$
A

L
U
   
d1
1
e1
QQQ QQQ QQ
   
0 23Q 1}21
   
 d2   1 e2 
   
   
L= , U =  .
   
   

 dN −1 


 1 eN −1 

-} Q 24F)46+5-)v#q$ !3(%:9*+7+$ ,/#M:57+7$ # 4<E4+)#%$ !3R# )#g!3,#/UEr@46[\9H+-#gE,/E(%#?4.*@#82!3(*,/8Z+5+4 )7@E#%c#H 57FJ 4K+#H)7I3M4$ eEJ L#g)E##
f1 f2 ... fN −1
A
dN 1
!3+))(*#M#*) 2Q 1}[1HQ

/Qc{Ì3<469H4<E#%&W0 J <?-+@4Y@',/#g!#g!(%9H+-,/:+7$ 4<E4+)
A A = LU L U
Q
j}-QmCD\')46#&$@B5-%#B<#0$&)+-,j=@#%$ $ +-)7"$ :+7$ (0$&)+-)>)2$%8:<+-@$c#%$f$E+$ NW,LE@49*#%$c@4<)N A = LU
9*4<#%$ <T#0$ $Ea+-!K$EJ (*+#r;!3EE(%# ?4<.%!3E# #-8<$+-+-@)7$BTE+@(*?-E#%$n<4.*@#%#%$/$T$ a+-+$NW ,U@E469H#0$M@4<):9H4L#%$n!3Q`# mC4$@$ 57+-)7#
Ak k
ai
A k = 1, 2, . . . , N − 1
@#*(*T?-#0$G</4.*@#%)$%46Q357d&#4)Q`$E{C4e83)~#%)v9H+-)E$ 446<!346$E(%@)7c)-T#g<E#0'$T(*E+#%@.*L,/E4#+)23$ Q}83236Q/})/5!31B(%9*#*+ ,/:23Q+7}.$ 174<E1s48k+4<) c#%$ T[ !3# 9H4#v#H!3I3#>4$ E$E##
A A
9*+) O L4)9H@#f57#g#%$R,LE@49*#%$ #H E#%))#%)-R0 6n[\+@,T# 00 23Q 1}21sQ

LU A
+-6/o=3QaEwG#%!@)#*#*+)7,/)E4<4$ l.*@+#u):$"4<?-6r)#i#*E!3#% # ,/4<.%E#/Q9H9A+-Q-+<+-wG!3)$T#%))7+-#nE=34<!lE#%# +))+$S), $ O L#049B)7E6#*u):LE)7#%X,T6Q_B4.*{C@) #/@#*9H,/46+!34#%.*+)-@)@#&)4Yla<#n4L?!3)7)#T#"!3#%# $ Q(9A +O #%9$

L U
A LU
d1 = a 1 f1 = c 1 A
@#*,/4.*@#%$D4<?-)#%$c#*A9H++))#%$R!3# #* )+$c+-=3E#%)+)$R!+)9
LU
A LU
b 1 = d 1 e1 N −1
bi
wG!3#%)7E4<l+)$Cl)<#%,T#%)7X<#"!3#*@)4#*X9*+7#*q9H4#*)7S!346L?-+)!3# #* QJ9&+-$C+-=3E#%)+)$

di = a i , fi = c i , ei = , i = 1, 2, . . . , N − 1.
di
A LU
$E+4<R#*)9*+@# aN = f1 e1 + · · · + fN −1 eN −1 + dN ,
N
X −1
dN = a N − fj ej .
XJ <?-+@4Y@',/#f9*+@E#0$ a+)!L)7S#0$G&@(%$E#*)7@(g!L)$c#g@=<#0L[23Q Q j=1

3%
8J1
,- &,AD meW$_ dA<?-+@4Y@',/#M!3#B!3(%9*+,/a+-$E4Y@4<+-) LU
!L):$R<#M9%!3@#M!3#geJ #HI3#*;9H469H#n2Q /Q
%('Q= * 8 8 #* 8
$ +-)7c#%$A9H+2#Hq9H4#*)7;$R!3#g/,U@E469H# ai 1 ≤ i ≤ N b i ci 1 ≤ i ≤ N − 1
*
.H'.#& * 8 8 8 A
$E+)7R<#0$R9H+2#Hq9*4<#%)-;$R!3#M6n,LE@49*# ai 1 ≤ i ≤ N c i 1 ≤ i ≤ N − 1
0 @#*@(%$E#*)7E# #* @#*E(0$ #%)-@# 1 *

L
8 $E+)7R<#0$R9H+2#Hq9H4#*)7;$R!3#MT,U@E469H#
~a d~ ~c f~
0 E#%E(0$ #%)7E# 1HQ

bi 1 ≤ i ≤ N − 1 U
a&RBS#@"' UV ZB%('.,S#@

~b ~e
|L4@# V F#%$ E#%,T4.*@#%$c9*++))#0$R!3#

$ +-)7R9*#*<#0$R!3# Q $")i)#M9*9*#

i=1 N −1 (N − 1)
5-#M/!3#%E)4.*@#M9H+-<+-))#M!3# #H

bi := bi /ai L A
<#M!3#%E)4<#%R(*(*,/#*)7A!346L?-+)Z!# Q U
NP
−1
aN := aN − bj ∗ c j
j=1 L
Z
^ O. ( M( *&)$ # S"Y. . &.-, & S"#.
(U$E+ %f?-#*LL)7):#%T$$g<#0Vp$ 1!Q(%]S<9H#%+-#q,/@9;$T':+-+7!34Y$46IyL4<E?-4#%++$ )) g(LU 4<#0O $j!38X!3#%#,/)+,T#%$u57)7 jO4RL+$E@):+=$n)74Y@n@E#04<@@$E#%#9*$@QE9H4<@fq4<EL<#%#0)$T$ $M9HO 6+-vL,/#*<4<,T @;#r(*$;(HU!3;@46LL)7?-ET#-+8F)(%9H?-#<#0<$$E#0+$j!3)7V#
81E4O )O +9H44Aa#%$RA#*A#*O I2L#%?,/+@4<<E# ',/<}-#%} $cQK57]S#*#gf)L+-E$R@#nL9;+-')+-$4YIi):#j$R!,/L+3)!3$A4<l9H#M#j9;:'L$A[\4Y+@)E#-!Q ,/#*)7@<#%,T#%)7A<#0$
O O

9*7/ 3EQF#%A]SC)>#H#% ?$C@#B;!3L=(0)9H4!r=+-,T)4<++-aE,j+-'$E.0=4<5-@E#B4+#j!3)#M#%$`$ 57="4-=#R9*4<)9H+#0+-E$E'$E$.04=5-O <#*#B#%)!$&+-#*))2$`,/!346$f# (%E9HO 46#*+-57E4<@0#%Q-4<$R]S):$E4<$RE++<)7+-):A?$`46V9H4!3L#*X466$$&#Ha?-I3+-@#*$E,/4<E)4!v+)i#&P:=+-dAmZ49&dA8:#*]:I2L(*2 N

#*I3#*,/# oU@= + 9Ad ] Q

TM TM
)!#*L,/)m_$ #*+-)7}f}X!WQ #j)9*#"4)79*E@P+2!@9s@<4<+-.*)q#VB83)6B+@$A(%$EE+#%) 3O E+U4+1)q+-)!3$D#f<$#B13$ #%E9H.%E,T#%#0"$CV4<)6(%/L44Y@E#%E$X(*;!UL@)$S@#B)qE(*#%[\(*) @O #*4)E+-9*(*)3# N

8 3

3

LU

c

R c

X X
M
&* YZ#. #. )(#
. #. "# S. #. *
$E13$G@f.*,/L):#B$r!K9*J (%#579;'LLE4+4Y)@E$D#o4<))+(0L4$rE#09H$R+!K):$J +46!3;!3(*@E+# ):N$*8X!39*#g+,/T,/[\+-#yE,/!# )$q#%$r9;'L4Y@E#0$q #* 238S)
A~x = ~b, 0 5Q}[1
+54) A N#%$ #%C9HE)#%# XN!3#A×9*N+,/,aU+-@$@EL46)79H#cE#0@$ (*?<4.*@#D!#&9H!3+2+#H)q)9H(*4#0#*$`)7(*;?7$ L(a#*,/)#*)7%Q*9&+-!$X+ ))+(0)$_$ #H q~b57#%$ #
a#%+9HNE"#*@O (%$E+!!+E)7#MA)2#%,/$f9H(*+@46,/5-a#*+-,/$@L#*)7)7E"#0(b$ #j)$E13$G@.*,/# 0 5$ +-Q}[)71s"8Z49L)J #%9H$+- )Nx)2VUNx!3#%4$%E8#M4ka+$E3/&fE@O!+#jO #*@AO +3<9H# (%!N#*N
ij 1≤i,j≤N
OV)#>(*~x4<,/4)U@4<+-)~!3#i]g$@$T O #%(x9r+) $E)$9;')?#%,T#%)7/!3#>4 O +L 9;'FQ`71H8`+

i 1≤i≤N
($E12O ,/#%)-(H@E@#*465-#*,/#S!3#*)7(*l%8k)4!3#X#qa+-@$E+34Y@9H4 (0!3#[1s#*80jVo46$)E#u(0$ +-!3(09H!3+-@,T#C!3a#*+-3$EIB4<E4$E+13) $G@LU

i 1≤i≤N
3
! # A 0
-
+ 0 $ 4 A #%$
f6"L,T):$k46$EE#X+#*:) $M#%$_9%E#S$%8^!3$E#D439*6A#%$k,LO U?@+-E46E9H4<#E'A,/#%#0$ $Fk#%$ k<#%!4<)#S#-W8UJ +-<#c@!)E+-#X,j!=# @.*#S,/!F#%80J$F+-9*E:#D@(%457@L)47E?4a+#*)6L3$k4_@)#%bH(0$@9HE0#%#D9;$@'(*$@LL)4F+-EEQ#0,/23$P1HV# Q
T
LL
!+4Y;@$@#%5-$ # N #%$ nO ?-@:)+-!KQ B"@(%$E)+$j!39*#r@# 9;'5Q}[4Y1H@QFE#u{C)<#0+$B$T9H+-L)$E+4$ )E$j#%NE(H+-E)-:M!3V>4<#%T9H+-!F)J $E3@E@4<#%@$j#T,T)(*#uE'$E+3!34<#0E#$

3
!# N N O #%9HE#*@$ ~x , ~x , ~x , . . . , ~x , 0. . . 83E#%<#M57#

"#
0 1 2 n
lim k~x − ~x k = 0. n
0 5Q /51
&#*,L;57+)$cr-$E$@L?-#"57#g#%$c4)!3469H#%$ j !3# ~x $ +-)-R69*(%$D#*)i'3&!3i$ 12,j=a+#
n→∞
a+P#%R$ )#g $R9*+)3[\+-)!3@# ~x O #%9f$@ iN4<.%,/$E#g+)79*M+,/)pa+-$@@L#*)7,/E# 4#*xM#HQ I3#%,T<#q!3#u,T(*E'+3!3#0$

j
j
j
4<E(%@LE4 O #0$*Q 2:+7$ +-)$`57#RWJ +-)T4YC!3(09H+,/a+-$E( A #*)/)#&!34<hZ(*@#*)9*#c!#&!3#*3I N × N

~x i
% % !
8L2
L8 5 3
3
,U@E469H#0$ #H 89LJ #%$ NxVUNx!34E#g57#geJ +)>4Y

K M
0 5Q 151
!324#M6n#0[ $GC*+)i)#R$ ,4 O ULE)7@46E9H##c* E(%?4.*@#8^)+:$_:+- O +-)$kE;L)$ [\+@,/#* 0 5Q<}21#*)/3E44$@L)7 0 55QQ ?1711
A = K − M.
K
$E+4<R#*)9*+@# K~x = M~x + ~b 0

0 5Q 251
XJ (%?-L4<E( 0 5Q 251X)+$R$E??-.*@#"6T,/(HE'+2!#M4Y@(*;UE4 O #M$E4 O )7E# * ~x = K −1 M~x + K −1~b.
+)>$ #M!3+-))#g) N O #09sE#% 57#%9*+)57#

:+- 83+)>9*9*<#
*
N ~x0
0 5Q 571
n = 0, 1, 2, 3, . . .
,/fL#*)):$cH+6):n$M@LLEBQ 4657"#9%Lr#69H83[ +H#*;+-M$E) 57#( #"O 46)#0!39s+#*@:)7#*$ @#O 8`+9H#i<+-!3)#*$S@9%)L4#*69H/$#*13 $8PE.%,T46#v$M)!3VT+-+4</L$MEbH@EE(%4@R$E#v+!3 #O <+-:)$j$A83[ -)#u9H+-4$E<13#i$R$G@9HVo.*+-,/@,T(H# NN
~xn+1 = K −1 M~xn + K −1~b.
~xn+1 ~xn
$E!3++-)!9ME#g#%)o57$ +-#" @#M#B$ 5-13$ #BE.%,Tu# !3(%0 59*O+Q<}2,/1S::+7+-$ 4<ER4+5-) #"5)Q +-151R$c!3?-+-)?))#B4+4):#*$S57V/#%)57#j#g,9;U'@+-E$E469H## Q-9A+@#*$S<[\#n#*@5-+):#$
~c = M~x + ~b n
K~xn+1 = ~c
#0#B$G&$ 13!3$ 46EL.%?-,T+)# <#f+vE@46L)?-$E+4<R4<@[ #Q79*m_4<+#BV/&@9*(%0#g$E+[ L4!3E#g@#(089H9*@#B4 57+)4F$D#%6$nA,LRE@#H49*I3# #*,/$E+#B:$c#B9*n-$R[\+$ @4 ,/# K
K~xn+1 = ~c
O K
A
0 5Q 4F1
[\+5+-4 E,/(*#%#r$ 8 k!3#%6A$j,(*L(*E,/@4#*9*)7$E#D@4 !3$n46$L+-?-+$)N!3<46#XL?-[\++@),/(*3#cIy!3!3#%# $k#Hr(*#*(*8_)3,/9Ll#%J )#%)-$ ; $ NxVUNx!34<#0@$G# vp,8 LE@49*#0#>$G`$E[\+4 6A@,/,(*L#oE@!349*#0#$
A=D−E−F
D (aii )1≤i≤N −E
A eij = −aij 1 ≤ j <
(%$E4<(%,T#%)7@$f$ ;!346L?-Q+)39;'3(%Ir,!3U# E46578K#*9L,/J #%#%$ )-NxRVUNx)!3+-4E# $R +-)$c!3+):9 $E4
i ≤ N eij = 0 1 ≤ i ≤ j ≤ N −F
8
A
O
fij = −aij 1 ≤ i < j ≤ N fij = 0
1≤j≤i≤N
QQQ
QQQ
 
 
 

 −F 

QQQ
 
A=
 D .

QQQ
 
 
 −E 
 
$E2+4X)7)R+E(%$j?$ 4.*@:#%+7$D$ #H+-&)$M)+-57$c# a+ O +)$ca9;'++-4g$E4<Ec+ R#HI3#*,/# 8P+<+- @$ #H Q

aii 6= 0 i = 1, 2, . . . , N D (D − E)
P RZ\L K#H: k@5JY@546J $E57P3# U: A 9H+-)$E4$ E#qVva!3+-$E46L#*? #H Q $")i=8^4+#*))
K=D K =D−E

K =D M = E+F
a#*3&(09H@4<@#geJ (*?7L4Y@( 0 5Q 551D9*+,/:+7$E)7E#fL&9*+,/:+7$E)7E#g!3#MT,L)4<.%E#M$E4 O )-@#*

A = K −M K −1 = D−1 = (1/a11 , 1/a22 , 1/a33 , . . . , 1/aN N )
0 5Q 851

N
1  X
xn+1 aij xnj + bi  ,

i = − 1 ≤ i ≤ N.
aii j=1
j6=i

3 8*4
P#%$"E#%LE4+8)!3$ 0 5Q#0859s1R@#*:#% E,/#HEE#%)-Vgg!3L#nEE49%CL6!39H#0$C#*9H"+-,T#HI3a+-$@49*L4Y)7@#*@#%,/$ #*)7A8 #%$f9H+-,/:+7$E8!3)-@#%$ #%9HE#* 8
Qn,LE@49*# O !3(Hl:)4<#g O
xn+1
i
n+1
1≤i≤N ~x xni 1≤i≤N
0 5Q 671
~xn J
#0$GAa#*(*# Q
J = K −1 M = D−1 (E + F )
"# # "
=4<#%) RZ\L G:[@3J@3J #H&-WP=J (%<??->L> 4< E(JAV@30 5JNQ 579*1D+:)#%$E463$GA@#jLVq$@a$E4F+-$*$EJ#*(% 9*E4E#1* K = D−E
#* M =F
Q $")y
0 5Q<}051
A =K −M
!574Yq4_9H#0$GfY@(%$&)y57$E13#M$G@6.*T,/E#B#%@LEE464L+)) ?-056LQ}%47E#M1C4(0)39H[\@(*4Y@@#B4#*9H+-f,T:a+-+-$@fLe)7J 4<@):#"9H+)&)79H#+-,Ta+-$@LQ )7$"@#f) !3O # (*O @4<4Y#%l)-#T $E)$

(D − E)~xn+1 = F ~xn + ~b
~xn+1
0 5Q}}21
 
1  X X
xn+1
i = − aij xn+1
j − aij xnj + bi  , 1 ≤ i ≤ N.
aii
a34`#*)-@<,/#0@#,$f#HE9** E+#*,/)7Ma+-!3$@#nL)79%EL#069H$ #*f$ :9*9H#0$E$E4 !3O #*,/O #%#%)-9s@#* $E+)7f9*+))2#0$*8Z8Z#%!3$f#jE6#%qL,E4L+))4<$ .%E0 #j5Q<$E}-}[4<1N
ji
(xni )1≤i≤N ~xn

O xn+1
1 , xn+1
2 , xn+1
3 ,...
 
N
1  X
xn+1
1 = − a1j xnj + b1 
a11 j=2
 
N
1  X
xn+1
2 = −a21 xn+1
1 − a2j xnj + b2 
a22 j=3
 
N
1  X
xn+1 = n+1
−a31 x1 − a32 x2 − n+1
a3j xnj + b3 
QQ
3
a33 j=4
#*@9LQ
/,UE@469H# !3(*l)4#ML
0 5Q<}H/31
G
#0!$G# M@L4Y:C#%b*<E(%@# #&$à#* E[\+@,L )7E#&57#R 6M,/(H@'QK+3d !3#&E!34#+@

74e8:9*u+=,/4(HE'4$@+257!F#nJ +!3)T# E]g4#*L)7S$@9*$ +N 2,/#%34!E#-#*8
G = K −1 M = (D − E)−1 F
vO [\"RPJ#H#%A)TVT#0$G,/ENW#%4$E!3@#R#68M!39H#0+-$ ) O L#*@#*?#%;)$ 9Hx#c!3#&9*!3#%(G$`z ,/V/(H9*@'9*+3!3#%(*$ #%$%Q d L)7X!KJ (*)+-)9H#%C)/E(0$ Y;U

" % " ) #
?-(*)(%@F!3#M9H+-) O #*@?#%)9H#-8-)O +-$R!3+-))+):$c<#0$&!3(Hl:)4Y@4<+-)$RO$E4 O )-@#%$ *

n+1
i
;>= %#@')#&B% eW98;:=<?> @FACBD:=EK>ZH<KJSNQP#RZ\L K: @5JZACL \BDPFLTA=J b J>MLIU:=E 2JB 7JE6L J >MA a
` @5:=JS< @3B \ L` :=PF< BML L >JU:=E @WRZJR BDJ ~ba NQP^B]JNQPFLTAV:FE b )J>ML BDPFAVJ ` :=; = %#@')#&B% \W : E :F6<?A >)P J>MJLN :=<EGE >;J BDP3:FE > JURSLTB]P=PFNOLTBM@5AVJUJ @5JNQP=HP=<KNQP=J<E6BLTAC> L \ ` BD: ` BDJ> U:FR ` NQJD_?J>
a `3` `
B N ×N
λ1 , λ2 , . . . , λ N B
ρ(B) = max |λj |,
: J>ML NQJRZ: @F< NQJ;@5J a
1≤j≤N
|λj |
9&+-$&!3+-))+-)$R$E)$c!3(*,/+-)$G@@LE4+)v ` JUL BDPF\N W& P RZ\L G:[@3@3J;JNQACP L \RSBDPFPFLTLTA BM=AVJ UJ b ZJ>ML U]J:F>LE =>MJLTBMB 5AVUJL EKJLRZJWJ>ME6A'L JACL'E > J\<BMAVN JJ<RZB JE6 L' >Mb AONQJ
!3# ]g9&+-$@$`$GNL2#*+46)!3$k#%e,Q L4)7E#*):L)7`,T+-)7E@#*_)TE(0$ <@LC!3#R9H+) O #*@?#*):9H#Ca+`6f,/(HE'+2!#
ρ(K −1 M ) K −1 M
L G:[@3=J S@3J - P=<?\>W > : 6JAAV@3JNOJJ>M>L L < U:=E E J 2RZJB P=7LJBME6AVLUJ J;b > =RZ\LTBMAVH<KJ @3\ E6AVJ ` :=>MACLTA =J a PFNQ:=B>SNQPYRS\
A
;>+=3q!K%J L.=a'Q+;,-! '.#E#%% ,/@57+-)$T5-#8C$E4 #%$ $E12,/(HE@465-#i!(Hl)4#i:+7$ 4<E4 #-8CL+;$/$ #0$

@dA#*4<@),T$E4F#0$X6T!3,T46L(*?-E+')+3!33#BI !# ]g8 L$@$GN 2#%4!3#%87Z$E#%+$ )7&C=a4<+-#%)>$E4Y@!34Y[ (H$Sl#H)D4<#-QB,/LE@49*# #%O $ S@(*?-<4.*@#Q
aii 1 ≤ i ≤ N
A
D−E
2+-4Y )# O L#*SE+-@#&9H+,/#HI3#&57#%9*+)57#A!#&B,/LE@49*#A!3#g]g$@$GN 2#*46!3#%
9*+)9*2<4 @##0Q $GDQ) wxk$ N 3/#%9H"E#%!#BC,/)+-+))7E)7@#*A:!357#A# 9*+,/a+-$@L)7#HEf#0$C!KJ9H+-E,T4<46$ <#%#*AI2#0#M$ E'(*+@.*,/#n5Q<}Ma+57 4
λ
(D − E)−1 F |λ| < 1
$@U@4$ [ L4<
ϕ
~ N O ϕ 1 , ϕ2 , . . . , ϕ N
0 5Q}.151
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# 9H+-E@#%$ N
(D − E)−1 F ϕ
~ = λ~
ϕ,
ϕ
~ (D − E)−1 F
λ
#*&LR$E4Y@#
Fϕ
~ = λ(D − E)~
ϕ
0 5Q<}%71
"#i@#*#H6UgE!34++) )9 0 5Q}*?1B+-8a)~9H#n9*+57)9*4<#%$"57)# #n9H+-#0)7$GE;!3!34<ha469s(%@E4<+-#%)-)iq !3##%9g}i#B9*[ /4Yg$E45-)+#j)~6+)~,LUE@;46L9H4<#
A~
ϕ = (D − E − F )~
ϕ = (1 − λ)(D − E)~
ϕ.
$ #0+-$G4Y&g@#M(*?9H+<)L4zG.*@#?Q>(M9*+<E,/44<#H+-I3)#M$f!3,/# 4<)7@QA#*)9A+)-g$&6u@+#*)6U$ @4<+-) 0 5O Q<}%71&Vr?-9;'#nL +34

λ
A~ϕ=0 ϕ
~=0
A
O ~∗
ϕ
0 5Q})231
~∗
ϕ ϕ
~ T
a]S+-6L$E4Y4@E4#%O ,/#g#*#H)7 k:L#0@$GR)-) +-)v)2WQ#0$"$G)>`9H)/+-))9H+-,j3&=57@#S#M@(*<#%#g3):+-+7,j$ 4<E=4<@[a# 9%L #%$ C$ 12,/(H@E4657#R!3(Hl:)4<#

∗
ϕ
~ A~ ϕ∗ (D − E)~
ϕ = (1 − λ)~ ϕ.
~ ∗ A~
ϕ ϕ A
0 5Q}.551
ϕ
~
#0$Gf)o)+-,j=@#B@)(*+#*k$ca+-+-=3$E4YE@#%4Y)[GQ +A#)$%n83,/b*46,/$@5-#n##%)o@#*))7A8<T#T@9H#*+-6)UUzG@4<+-?)(j* 9H+-,T<#*I2#T!3#

ϕ∗ (D − E)~
α = (1 − λ)~ ϕ
(1 −
0 5Q}H4F1
ϕ∗ (D − E)~
λ)~ ϕ ET = F
ϕ∗ (D − F )~
α = (1 − λ̄)~ ϕ,
J8 6
+5:4L #%$ &<#M89H+-)UzG4$R?-#%)v(M-9H!+!3,/4<E4+#H)I3):#ML!3)7# R+)vQ{CE@)i+,j# <E44)7 0 5Q}.571SL #H 0 5Q<}4F1
λ̄
O λ (1 − λ̄)
0 5Q}.871
(1 − λ)
+5)4+$R+-=3E#%#0)$G+C):$R#c!3,/# +2!5Q}.<#&871+!# * Q-mC46$E57# #HC4$@57#

(2 − λ − λ̄)α = |1 − λ|2 ϕ
~ ∗ (2D − E − F )~
ϕ
|1−λ|
0 (1−λ) A = D −E −F ~ ∗ A~
α=ϕ ϕ
0 5Q<})651
$)E12+R,/,$R(HEU+-@@=346E5-E469H#%#)#j+!3):(H$R#0l:$G!3)_# 4<$ #j125:,/Q+7}.(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 ,UE@469H# 8
(2 − λ − λ̄ − |1 − λ|2 )α = |1 − λ|2 ϕ
~ ∗ Dϕ
~.
0 ~ ∗ Dϕ
ϕ ~ λ 6= 1 α>0
0 5Q /51
l:{X)) L!3#*( ,/O #*#*)7+ :L)7 8)+$B+=3@#*)+-)$
2 − λ − λ̄ − |1 − λ|2 > 0.
|1 − λ|2 = (1 − λ)(1 − λ̄) = 1 − λ − λ̄ + |λ|2
*9 #B574F@+ O #f57# Q 1 − |λ|2 > 0,
a(%$A9A!+L)$D$ca6+ !3O (%+,T)+-$c)!3$ (%E;,/U+E4)7+E)r@#*c@(%O9H(0#0!39&#*)7#f@,/#fb%#M,T@#"(%$EG12Y:;#MU&!K$EJ L@4 O?)-,T0#%Q )7@$D5-#g9*#*3Iu!( O #%<+-3N

|λ| < 1
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\ EKAVJ> ` :2>MACL A 2J> a
A

2D−A
!. .-, $#*.
"(Hl:)4$@$E+)$c6 ,UE@469H#fE@4!4?+):L#

N ×N A
 
2 −1
QQQ QQQ QQQ

 
0 5Q /}[1
 
−1 2 −1 
 
 
A= .
 
 

 −1 2 −1
2@)9A4<+-+,/)$u$ (%EO4657#*3@I @#*+,/<)4,/$c#*)74Y57@j#%#B$q)9H#u#*E #0(0@$E#B5-9*:E,4<UEEU#04E$+@)p469H9;#D!3'4<zGhZ+F(*QA@#M#*}0)75E)>1s4#*Q E<"t-#r<#g!3)4 $q,T!36a #%+3E$EI3@#%4<9s.%)7@,T4<&+-#u<) +-+@$@;57Q !36FE8C#qJ +-)) +-O O #%$u#*9/3 !3&#0+@$j(%)$E9H$++-!)!(G!3zE4<V# N
−1 2
4@)74 E#@+3QZ!3d&44<)A$E4e9H8Z#HE!KEJ #gL,@.%U$R@E46#B9H#g@'#H(*R+-)E.%+-,/0 $R# 5O Q7+-/3)8:$ O (*,/@4<(*lE(f'+357!3F#TJ #*!3##f#0]g$G&$E$E12$ ,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;$q#%$ OE+-L#*E#0;$q$A!3#yE+-QapmCE#0,$"46$EL57!E#n@#j49*6q#E+-,3EU8c#0@$"!3E46+9*9H)#%# $)(*#%$r<#%;$
A~x = ~b
λk k = 1, . . . , N A
D = 2I
4 − λk = 2 + 2 cos(kπ/(N + 1)) k = 1, . . . , N O
2D − A
-6 3
3
a@+-+$E4Y@E4 #0O $q##%Q`$ $ d&+-&)749H)r+-$E) a4e8S+-#*!K$E@4YJ@?4 #%O )-#%@@.%$%#$T8XQ 6<p#v,@'U(*E+-@E46.%9H,T# # 5Q7/38_6,/#%$ (*vE'!3+3+-!3)#o9!3# $E
7$E4"9*$E+12=,/4D(H:E+-@465-#@(%$E!3+(Hl:!3)@4<##
2D − A
A~x = ~b
9
& -
+
A
$
<

+ :
) R
$ O ,L4)-@#*))7A(H@!34#*A#%)!3(*@L4P#B;^1+-)v$E:#09s@@!3#B6,U@E469H#B!#

79*+=4WQ
(O *@4YFl+-+-@)$@$k574<,/#R,/6g(%!,/4LLEE#*@4,/9*# #%)-X#%57$ S#R!36+-f),)(%U#RE@469HL#R !30 #5Q7
7/3}29H1s+-8L=)4+-$C O +)$
A D = 2I
#H:X#%34<S)$%$EJ4(0)9H@+4<@#$
J = D−1 (E + F )
1
J = D−1 (E + F − D + D) = D −1 (D − A) = I − D−1 A = I − A.
P #%$ O L#*;$jQ:Em_+-&E#0!3$n(Hl:!#v)4Y@6y4<+-)F,/8LE#B@4;9*^# 1+-)r$E$E+:)7#09sE!3;L+):9!3# (*@L)7&6/$&?-@)!3# L #* 8
2
@+E#g!3# #%) O <#%&L=$E+#-83)+$R O +)$c!3+-)9

k = 1, . . . , N
J 1 − λk /2 = cos(kπ/(N + 1))
J O
J
ρ(J) = cos
π
. 0 5Q7/J/51
)@(%+-i$E+E$c#%!@L#HEEE# 4@++) O 0 +5):Q /L$X/3#%1"#g$ )RE(0+9*$ :+$M) <@,/L#%&E+?-)75-#*E)7@4F#qE#-U57QE# ,/#M57#gT,/#H(H0@8P'#%+3)p!3#M3E4<4E<(*46;$@LU@)74 BO #f<#q!E# '
7(%+9*@+.*,/=4K# a5+Q} 8
N +1
ρ(J) < 1
]S#*a#*):!L)7%84<3#0$G`[ -9H4O <#R+!3;#R$E579H+-)# 9HE@#%#R)!3! #cf#*;@$ #**6U(%EE4+:+8) 5-0P5J Q4/LK/3#H1PI3#H46$GX@#f!3)!3#B( O 9H#%+-<)+-$G;:L#%)7,/E# #*)7
A~x = ~b
4)!3(%:#%)!L)7@#B!3# @#*<#B57#
cos x = 1 − x2 /2 + O(x4 ) x O C
N
|1 − ρ(J)| ≤ C
1
, ∀N > 1. 0 5Q7/K171
9A$ #E+@4;9H^$nE1#%+-9H,T+) ):#%)7$E$G;auU#%E4<9s)+-@[\)@(*$j@ 4<#%!+r)9qV 57!#Q #-826 4"<),+$jU:@e$uJE+469H;!3#!@,T# #* #0@$G+v)!3#r$rE5-+3>9;#',#yLE!3@# 49*# #%8S$ u#%) #0$G)ET#0#y$G?;,/;LL)7#%)$Eq!K8P@E+#o#HUn!zG+-#<@6 $$
N2
N A
ρ(J) J 1
O$E4<4<?-E)#%$@4<l$E#q#y!357#r#y9*+) O #%O E4<?-E#0#*$E)$E9*##T#0!3$G#uvE>@.%,/$r(*E#*')7+3E#!3#rL4Y+@(*;;$uUE574 O # #q!#
--9H+-=E+34 9;0'#y!3 # %(*E@+3+ 9;'#q$E4<?-!3)# 4Yl:#
1 ρ(J)
ρ(J) 1
579*+) #B6#% E?-O #g4Y@E#%@$@.%$ $f#j<#%#%$ )7&E#*E@,/.%#%$R)-;gL+4!3;$E#2571s8a# L+;$c#%)$ g+?$";L9H)+-!K)Q:$G;mCU4@E+#T)#*$&)579*+#M@#68ar,/,/(H@(H'@+3'!3+3#j!3#n!3# a
-#*-g9H+)=# 4
ρ(J)
-$RO9&9H+-+-)O$C#*a@+?#%D+V/):9*$`[ L$E4@#g#R!#%)$c#"#*@@)#*L;13$c$ #&!K$EJ #*E,n@+=):6L!3=4$ #R:+-X6M,/(H@'+3!3#"!#g]gL$@$ N 2#%4!#*WQ

N
{aC+-)y$@$ #H4hZ=#H#o08:!36q#o,,/O U+@)7E@46E9H#%#nq!35-# ]g#8S!$EL$ )N $2#*46#o!3#*9*-(H$;L+3)74 f6!3 +-),)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$M!F#%J ) 4<!3<#%(%!3;$f4$E!+(*),/$B+<#0)7$ME@,/(0 b*!,/L):#%$$
G = (D − E)−1 F
A
ρ(G) = ρ(J)2
9*+)9*<$E4+)$c57#B9H#%<#%$R9*4YNx!3#0$E$E$%834eQ #Q N =2
|1 − ρ(G)| ≤ C/N 2 ∀N > 1
8 Q
#ZY. #. &. * Ô , #Z#.
2+-4Y )#
A
1≤i≤N
8$E+)7R)+-)r)26$*,/QL9&E+@4:9*$c#i(%E9H(%@?4 O+4<):.%$SE#i6T!3,+-)-UE@@46+9H# $q<#0$ $T+-E$c#*@6,/j#%[\+-$qE!,/4# ?0 +5):Q743L1s383I 4WQ #-Q 8
N ×N
A
aii
A = D − E − F.

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

1 1−ω
=#*D4<#%:) LS$E4<E#-87)+$XQ:+7/$ +-,T)(*$ E'+3!3#g4<E(%@LE4 O # 0 8 5 Q 571S!# O 4<#%)7AL4)$ 4 #HS)+$D O +-)$

A= D−E− D+F ,
ω ω
K = ω −1 D − E M = ω −1 (1 − ω)D + F
0 5Q /L71
A =K −M

1 1−ω
n+1
D + F ~xn + ~b.
@nJ]S(%#*$EL +4@<#>3#*@,T4<+-;(*)$%E8a'!K+-+3J)y!3)#-@8S#H$E@12E+-$ E:.%#%,/<#j(%#B# rE@,/46L(H)E?- '+2!#/4<@#!8# E+-]g3g9*$@+$G N,/2#*,/46!3#j#%6q8`+),/;(0$E(H9H57@#0'F$E+3$EJ +4Y!3@)y#>#n9;!V'# +9;46]g':$ 4< 57$E#i$ N 2#*46$/!3Q#*36W 4Q
D − E ~x =
ω ω
% % " "#
ω <1
+Q )vL@<#M!3# O L+;$c5-#B$ 4 +-)r:L@<#B!3#
" "#
ω>1
ω=1 "
"

"(Hl:)4$@$E+)$c6T,/LE@49*#M!3#MT,/(H@'+3!3#M4<E(*;U@4 O #
0 5Q /L231
−1
1 1−ω
wx!k#i#%$9*A#HEaE#v+-$@,/$ 4=LE#@8Z49*!#uL#%):) $A9H[\+#%):;9sLE44)+$&)~9%!3#$%8:!3#M#H[ 4<!3@#v#B,T)+-#n)7EL@):#*L/125-$EP#BJ 4!3co#HI3;4^$ 1E#v+-)v) $Ea#%)9s+@,n@= E#

Gω = D−E D+F .
ω ω
ρ(Gω )
@ #*P+57)$D# #ME(0$ Y;U&$ 4 L)7 * a+cE+ !34<ha(%E#%)7R!# Q3mC$RE(09H46$ (%,T#%)7%83)+-$ ω ωopt
O ρ(Gωopt ) < ρ(Gω )
O ω ωopt
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;E P=@5=L AVJ\ := B E 7EKJAV: EKJ L `LTJMAC> :2RZ>MNQAC:=P=L BN A >2HJ <Ka J PFNQ:=\ 7BP=>^N NQPS RZ\ b
A
` a ` ` 0<ω<2

0 5Q /J551
ωopt
2
ωopt = ,
@5 : J JM>MJL E NQJW :=BDE P 3UL:=AVE#:=E > ` @5JJ ULTB]P=N J>M@3L J^BDNQJ P;` RZB]\M>P=JL BMEKAVL U\;J @5P=EG@3>)JWNQNQPP RZ3\< L BDKJ : @5 J)b @3b J P3U: A b J 3BDP ` GJ
p
1+ 1 − ρ(J)2
ρ(J) J

}$Eg4`#*)Rf+-L4<$f):):$S$ )4Z#T#g4 9*9*O+L)!3):ERL#f46,/$E!3$Eq4<+#%)3@$"'Iu(*573+-F@E4<J.%,T46$ #%#D@5+^Q I3)4<87#g,),TU+-@(*4 E$S'#*9*+3,/+!3)#*#M)7$ @f!3L#ME<#T+-$E)$S@LE;57#%LL,/# I3.*LEE@4#j+) +#%$ 0 DE4,/<$D1H?-Q @"#)M8Z!q)57+-$%#$ 8
ρ(Gω ) ω
ωopt
O +)$C4<)7E(%Eb*SVM8)#A+$E:$RE9H( +O ):L$G;#*UÈ+-)3$c@!tLLD):57$cFJnVMO l#A?-$E+E#$ 5NW(Q<}MO L57# #*0QU{C)q#*ha#*%82$ 4:)+$X:+7$ +-)$

ω>1
ωopt
f (ω) = ρ(Gω )
lim f 0 (ω) = −∞
#H lim f 0 (ω) = 1,
,{X9*#j)qL57E[ @L44P4<9*%#%,/82$ )+-+-)-@#HE$X#g)+@4<E#*+-@)i)#B$CU4$@u$@@L,/[ L)7L4 EE#C4+zG)F+VTQ ?-#%"D!3)9;#0$'$X#g0 @5t#HQ &/L#%7#%$S1D)>$ )#%!3,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
ω→ωopt ω→ωopt
ω<ωopt ω>ωopt
E F E F
)#M(H;La#M4<)7E#%E,/(0!344<@#g9H+,/,/#B$E4Y * E F
0 5Q /*4F1

1 1−ω
n
D − E y~ = D + F ~xn + ~b,
0 5Q /J851
ω ω

1 1−ω
D − F ~x n+1
= D + E ~y n + ~b,
ω ω
6*/ 3
3

ρ(Gω )
1
ρ(G) = ρ(J)2
ωopt − 1
X$E12#,TR\W(*E\@4W&57 #M&^!31-(*+l) )4#M$Ea:#%+79s$@4<@E4 #-Q #*)~[\+)9HE4+) !3# <+-@$@57# #0$G@E46!346L?-+)<#-8

1 ωopt 2

Oρ(Gω ) ω A
+5,/4 (H@'+3#%!3$ #f4Y@# (*O ;#0U9sE@4 #*#A#%$4<)7SE=#%4E#*,/)v(09H!3+4)4<)7@#X#"57$E+47:$X#%EeJ,/L=#*@k( !3#c46U9*@4<+-9*)qL)?-4$EV&# % $ @4<k!3# > =R;QURZ]SJ#*LT BM@AV#U
>M<KU@UJM,/>>M.HA E2@J # : 2J$EBMBD4O JNQP)-_?RPFLT#%AV:F$&E 1sQ`wxc49%#*UI2@464<$ +-E)#u$c5-)#v#fW=:J ++-)i)O E!#%))-9H@+-#u)7E4Y@E#"E(%@+L;E$E57@F#rJ +$E)vT!346<$E0 #v9*E9;(*'E+46$ 4<#gI !3!3#% $
~y n ~xn+1 ~xn
(0$E5-&:U9HE#*4 +@):#M$M,TL(*3EI '+3!3!3O (*#M@4 O4<E(*(%#0@$gLE4 L#-EEQ 4#*<#0$ 0 9;'FQC}0vV }%71 )+$g)#u!34E+-)$gE4#*)p!3#<$
ω
O
*
#ZY. #" & #. ; . #" )& #. ;

" "

#*57j#%)f,T+L:#%))7$M$c (H9H@#* !3@4#g+)$E#%$M839HE<# 4) +)FL82N3)@#%+-E9s#/@$D#*G12$ a #u:!3(H+7;#q$ L+-)7,/)A$D(H!3@'n++3),!3)#%(U$BEQ @4Y46@9H(*# ;UE4 O$E12#0,T$Ma(*E+@457B@#f(%$E!3+(H:l:!3)E4<#/#ga)2+-,/$E4Y@(*4 @O 4<# N
A
]S+,/,/#*):H+):$cL&!3(*O l)4%83a+RE+-3 N O #%9HE#* 86/5-:L)7E4<E(

A~x = ~b N ~b
0 5Q7/K671
N ~y
1 T
L(~y ) = ~y A~y − ~bT ~y .
wx!_#%)$ $ M9H6QSL9A4g+57$R# +)$D#%#f$ M@(%$E)<@)L+-R,j$E=4@#jL@)7(*%#%Q eQZ{C)y[ L4<%8 #%$ g)#L<469*LE4+)!3#
2
O
L(~y )
O L RN
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 I<KJ\BD@3J\EK L E6@3AVJ J ` :=a >M:FACLTE A =P J JL >MA
R
A N ×N ~x
A~x = ~b N ~y ~x
;>2+-=4Y %@#*.`'Q57,-'.# #% #HM$E+4< ) N #09s@#*g!34<ha(%E#%)-g!3# QZm_"'212a+LE'.%$E#8a<#

L(~x) < L(~y ).
O #%9s@#*~x A~x = ~b
~z = ~x − y~
#0$G&!3+-)9M!34<ha(%E#%)7R!# O *(*@+Q3m`c!(Hl)4<E4+)>!3# )+$R O +)$ *
~y N ~x
L
1
L(~y ) = L(~x − ~z) = (~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.
2 2 2 2
3 3
J6 1
{X) @#*))-89H$ +-4P,/=4<3#%E)>#i5-!3#i# y$ 12,/(H@E4#i!3# 8`)+:$n O +)$ A ~xT A~z = ~z T A~x
4<)$E4R57#
~bT ~z = ~zT ~b
1
L(~y ) = L(~x) − ~z T A~x + ~zT ~b + ~zT A~z
2
1
= L(~x) − ~zT A~x − ~b + ~z T A~z,
#*%84$@57# 8)+$c+-=3E#%)+)$
2
A~x = ~b
1
L(~y ) = L(~x) + ~z T A~z.
)+>,$&UO@E+46)9H#$ (H@)7T$E17#*,/A(*LE4)@4$E574 #q!3(*l)4#ua+-Q$E4Y@4 O #q#Hn<# O #%9HE#* (H;L)7n)+)p)2W8

2
A ~z
~zT A~z > 0 L(~y ) > L(~x)
9*3+)mX$ aE+-@4$E$@+457E)#f$q#X!6)&+#g)$E,/+9o3(H57@E'4+#>+3) !3W#gJ +4Y)!3@j(*L;$EU4<u12@$4 +OE.%=#",/E57#*#)24F 9;'#%@9;#*'u@#-(%839*Vn<469*9;$ '#`<-+-#X57),/$ #"4)4<E4(%,j@LE, 4!3+#y!3)F# 83$ +-VT 8%!3@)#i4,T+V 4)2$9HL#o#*< 57+-)#$ Q
~x A~x = ~b L
L
Q
A)#M46!3(*#M(*?-4Y@4<,/#M9H+-)$ 46$ E#MV/9;'+46$ 4c) O #09sE#%
L(~xn+1 ) < L(~xn )
~xn ~xn+1
)+)v)2F#*RV/a+-$E#*
0 5Q 1-51
~ n+1
w
~xn+1 = ~xn + αn+1 w

~ n+1
+54 #%$ &)i)+,n=E#f@(*#*F574P,T4)4,/4$E#M/57)-@4Y@( !3(Hl)4<#g
0 5Q 1}[1
αn+1 f (α)

f (α) = L ~xn + αw
~ n+1 .
]S#* @#,<L# )4.*#%@9H#E#%!3# 9*9*<#%#0$G"a#*V( @4<v!3# #%$ vL:#%<(%Q# fL)$A ql?E#
5#MQ /,/8 4<))+-4<,n$& , O +!3)# O $c@#*9*+@(%@E$E#0#*$)7a@(f+):#%!$AL)7<4D?)#% $&!3#%#j9HE)#%4O #% iQ !#B[\+)9HE 4+) +;$E57# 8
% #
~xn+1 ~xn
% * %%
~ n+1
w
L O ~x
L N =2
~xn

~xn+1

= ~x
~ n+1
w

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

)+-$R O +-)$
0 5Q 1L/51
N N
1 X X
L(~y ) = aij yi yj − bi y i
#*&LR$E4Y@#8#%)vE#*):L)7&9H+,/3@#B!3#M6T$E12,/(HE@4#g!#
2 i,j=1 i=1
*
A
0 5Q 1J171
N
∂ X
L(~y ) = aij yj − bi .
∂yi
wxP$E3/A!KJ 3E44$E#*R6/!3(Hl)4Y@4<+-) 0 5 Q 1}21Xa+R,T+-)7E@#*&57#
j=1
N
X ∂
f 0 (α) = win+1
L(~xn + αw~ n+1 )
i=1
∂y i
 
XN X N

= win+1  aij xnj + αwjn+1 − bi 
0 5Q 1L?1
i=1 j=1

= (w
~ n+1 T
~ n+1 − ~b .
) A ~xn + αw
3!]S# 6L0 45E#%Q 1L,/?#*1X)757%87# $ 4a)+:$ #0O $G+A!3++-))$X)5-(g# * $ +-4YSE#*Z57#

α n+1
αn+1 f 0 (αn+1 )=0
8)+-$D!3(%!34$E+)$
0 5Q 1L251

~ n+1 )T ~b − A~xn
(w
αn+1 = .
{C)>!3(*l)46$E$@L)7R#*):9H+@#
~ n+1 )T Aw
(w ~ n+1
0 5Q 1J571
574<)4`$E4K#0$Gj+;$E57:F#%J +<() #*A9*L6Vr9HW<J#%(H @:# n 8FV/6v,/ @(H4<RE'!3+2# !#q!3#/* i!3#0$E9*#*)7E#/a#*3j$E#/E(0$ ,/#%
~r = ~b − A~x
n n
O

+)>9;'+46$E4YR)#M!34@#%9s@4<+-)>~x!3#M!3#%$@9H#%)-@# w~ ~x
n+1 n
+)>9*9*<# n+1 *
n+1
α =
~ n+1 )T Aw
(w
n+1 T n
~ n+1
(w ~ ) ~r
; 0 5Q 1*431
3 3
6L2
+ )i9*9*# Q
+!3#BE#i$E+pEE#g57V/#0$G9H@#B4<+-57) #g#0$G6/,T,(*LE4)7'E+3#%!3)#BL)79*+q) !3#>#%E=?-#4#*Q ) 9;'+46$E4<6 3! 4<@#%9HE4+) !3#>!3#%$@9H#%)7E#
~xn+1 = ~xn + αn+1 w
~ n+1
~ n+1
w O
à!4<@#%9HE,-4+)>FEDU!3 #M!3\#%W&$@9H#%$")7)pE# ,/+)7@EQ#v{C5-)i#u#*ha#*#u&@+(%)>$E4!3 VoWJ (*@La# %# $ T+- @'+?-+)CVo6 n+1
~ n+1
w
~rn+1 = ~b − A~xn+1 = ~b − A(~xn + αn+1 w

~ n+1 ) = ~rn − αn+1 Aw
~ n+1 .
{X)>3E4<46$@L)7 0 5Q 1*431S+) O (*@4<l#g4<,/,/(%!346U@#*,/#*)7A57# ~ n+1 )T ~rn+1 = 0
(w
Q
& =L"' U\U[DTRS,A#&%(' BDCV=L'"U\U [&, +DU RH,S%U[+l%('.
6><$fP#n?-$n@9;'?);+-!3L4Y#BIi)!a#j##*)7:E#%#T)-$"L@#uo)U9Ha@+-+,/4E)7#%,T #ra+!34<#%@A$#%",/9HE+-4<4)+ @)4<,/'+!346?-$ #v#%+ !3)#%$@<#B9H9H#%+V)7):E6$#q46Q$G@mC4#j?)Vu46#T$E579;!3'#j+#u46)$ 4o4 A#0!6Lq4<@#%!39H!4EE# #04+9s)@4<8a+-!3))#q+-!36#$
L
O +)$ 8)+-?$c;+! =E#*)+)$RQ2!3P4 @#%9sN@4<.%#*,/,/#&#*)79H&+,/!3# a+-5$@QL1J)715E1S#&#*!A# !3?# ;!5Q 1J57+1 * (HO ;L)7S!3(*l)4#&
−−−→
~xn
−−−→
L
0 0
n+1 n
w~ = L(~x ) i L(~y )
∂L(~y )/∂yi
~ n+1 =
−−−→ ?-@-! L(~xn ) = A~xn − ~b = −~rn . 0 5Q 1L851
+-#0&$G #*c@,')2+L?-;W+5782)<++--)@V"$$ 57A<4#>?#0$G))c#D+6!3j$#D$E)+O 4#*3O )#0E+-4L+)j)u$!39;!3# '#o#*;!39;(%',/(*$@#-$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 +-#%$E#*$
w
~rn n
n
L ~x ~rn
!!#L)4<$#%)76 * $ 4Y@# ~x n
QCd O #%9>9*#>9;'+4<I !3#o!34@#%9s@4<+-) !3#o!3#%$@9H#%)7E#ieJ (*?7L4Y@( 0 5Q 14F1
O ~rn 6= 0
αn+1 = −
k~rn k2
. 0 5Q 1L651
&E#*4,<46$EL;)757 0+5)Q $j1J87#*1s)839*)++-@#q$R57 O # +-)$ * :#%3T$%J #HI3@4<,/#*n#*) [\+-)9s@4<+-) !3# Q{C) #*ha#*%8k#*)
(~rn )T A~rn
~rn+1 ~rn
0 5Q 751

~rn+1 = ~b − A~xn+1 = ~b − A ~xn + αn+1 w
~ n+1
= ~rn + αn+1 A~rn .
@wx!)7#*#M)@E+-n+3)!3[$ *46$E++)i)$A$ 4 ) LO)7#0@#,9s@#** "4<)7E#%E,/#*(0S!3W4J 4<<@?-# +@4Y@',/#"!(H!3l#")4kn$S?;L)!3#":#%)7E#"Q($%9&J #H+-I3$&@4<+-,/=3# N

~z n+1 ~zn+1 = −A~rn
~r n+1
= ~r − α n
O n+1 n+1
~z
+)i9;'+-4$E4YR) O #%9s@#*&!#B!3(* #H&+)i9*9*#

a+ 8+)i9*L69H<# #* R<#0$cE#%LE4+)$c$E4 O )-@#%$ *
*
~x0 ~r0 = ~b − A~x0
0 5Q :}[1
n = 0, 1, 2, . . . ~xn+1 ~rn+1
~zn+1 = −A~rn ,
αn+1 =
k~rn k2
0 5Q /31
5Q *151
,
(~rn )T ~zn+1
0
0$4 $ E+- 0 5Q -71
~xn+1 = ~xn − αn+1~rn ,
~rn+1 = ~rn − αn+1 ~zn+1 , ~rn+1 = 0 : ).
6L5 3
3
,nR #%,Y@L4<;<5-469*L+E)4+$/)i57!3#M#ieTJ +,a(*U;@UE@464<9H+-# ) 6R<#$qO 9H#%+ 9H3EE#*#% $E#i!#v!W)J L$ ?0 +5@Q :4<E}['1s,/Q #>9H4<N!#%$@$ $T#0$Gq6
A ~rn
wxF#0$G&a+-$@$ 4=#M!3#M,/+)7E@#*c#f@(%$E<@LR$E4 O L)7%Q

N Q:F=B>)SNQPZRZ \L \G:[W @3JS@5P J`5`NQP JNQ` :FN EG<?>#> H3<KBDP=J E @3J J` >JLÊK<L J E J U]:FRZE=P=JL BBM5AVUJ J b > =RZ\L BMAVH<KJ#@5\ EKAVJ ` :2>MACLTA =J b
A
$E!3#j#0$ca0D#*#*@4<3#%Ef)u#%,/57;b*$D,/#A!F9*#J #H8KE !@@+#A)),/!$&4(H$c@#%'9H$f+3+-L,/!3#",T$E<46+46$E9*4<#%LD$cE9*4+++)) ;O$A$D#%!E#%@?-L$&#*E)79%46E57L#-68U9H#%#*$%68:<$*#f57Q F9H+-J #*) O <#n#*@)?#n#R9*$E++) OO #%#*E)7?-C#M<#%)7E$"#*,/Vu#%9%)-L0Q-$Ewx#

!34#*)79&A+-9*+$R)UzGL?-+)($RQ !3+-)9gL,/(*4+@#*c9H#HEE#g,/(H@'+3!3#M#*)v@+a+-$@L)7D6T,/(HE'+2!#g!v?-@LN
& *= '"Ue UDTR,A#&%(' kJB%)DRD=
a!3#R+9*2`+@9%EL4:6?9H+7#%P$ +-#*6)f $c!5-4<@#%#f9HEWV"4J ++:) )rLEE4Y4ck+!3=# @E4#*$E)2#S QLCE(0J 49H!(%#H(*!c#c#*3!3,/E#c4,/<46"$E#*+)7,/)%(H8U$cE6'j+2_,/!e#&J (*LE!3)'n9*+34<#%?-!3)@#g-)!3!3#R#M4#*!3!3)74Ek#%#0$@9*9s9H+@#%4<)U)7+-zGE) # ?-05(DQ 8L1*#%!43$ #1
~x n+1
~x n
~xn
$E+EE#fVj!39H(*#gl)574#/#AWJL#* @E#%S#%)7E@# #* a$E++4<Sg6@B+3 $DaN #HE#04<9sEE#g#%a +-$@$ QK4=mC#"!$M)E$D(09Hj46$ )(%,T+@#%,/)7#

−~rn ~n
w
)+-$R9;'+-4$E4$@$E+)$c!)$ 0 5Q 14F1 *

k · kA
~x ~x
k~ykA = (~y T A~y )1/2
n+1
N O y~
~ n+1 = −~rn + β n w
~ n, 0 5Q *251
+56u4 <$f#0a$G#H/@4Y@) #Ta)+-+$@,n$E4<==E#v#QE9*9A+9*$"<(v)F!3J #H#iI3$ +-4 9*@4Y#r@+V)$f9*#v-57$"#v#%$g69%L5769HL6)7$*@8a4Y@,( L46$f)+$fa+@@4<$E+-+)4<$
w
βn k~x − ~xn+1 kA
,/+)7@E#%c57FJ )vE#%F+=zG#%9s@4Y[`9H+-)!34<&V/eJ #HI3@#%$@$E4<+-)r$E4 O )-@#g:+- * βn
βn =
(~rn )T Aw~n
. 0 5Q L571
wx57)7E# @+3!346$ +-)$M# O #%9s@#*j4<)7E#%E,/(0!344<@# !(Hl)4D Q 9&+:$ O (%E4<l+-)$
(w~ n )T Aw
~n
~zn ~z n = Aw
~n
0 5Q 431
|k4)L#*,/#*)708FeJ L?+-E4<E',T#/!3#q!3#0$E9*#*)7E# 0 5Q 1*431" O #%9n<#0$B9;'+-4YI 0 5Q *251A#* 0 5Q *551f!3#HN

~rn = ~b − A~xn = ~b − A ~xn−1 + αn w
~ n = ~rn−1 − αn ~zn .
O 4#*)7 *
+#*))r$E9;'4<E+#M46$ 4<#fDE) #%,TO #%49s#*@c#*-c$R!3!3#g#g!3(*T:L,/E(H @'+3!3#*#BD+-!3)r#g69%nL69H<$c# ?-@)!3#f:#%)7E#8:9L+-J )u#%$ #H NxI3VU(0Nx9H!334<@@##
~x0 ~r0 = ~b − A~x0
*
+)>9*9*<#*
~ 1 = −~r0
#* ~z 1 = Aw
~ 1, 0 5Q L871
0 5Q L671
w
(~r0 )T w
~1
α1 =
0 5Q72L71
,
(w~ 1 )T ~z 1
~x1 = ~x0 + α1 w
~ 1.
3 3
*6 4
a@#*+6UE 4+):$D$E4 L)7E#0$ * 8+-) 9*9*<# 8 8 8 8 8 Ln<#0$
n = 1, 2, 3, . . .
O ~rn β n w
~ n+1 ~zn+1 αn+1 ~xn+1
~rn = ~rn−1 − αn ~zn , 0 $E4

~rn = 0 :
$ E+- 0 5Q 2}[1
0 5Q 2L/31
),
n T n
(~r ) ~z
βn =
0 55QQ 2J2L71511
,
(w~ n )T ~z n
~ n+1 = −~rn + β n w
w ~ n,
~zn+1 = Aw
~ n+1 , 0
αn+1 =
(~rn )T w
~ n+1
0 5Q 2L231
0 5Q 2J551
,
~ n+1 )T ~z n+1
(w
X57FJ J +<?-) +@:4Y@+-',/@@# 4Y0 u5Q ,/L85(%1x,TN 0 +-5EQ72K46$E57#*1au#%$#_E:+3#%!3<( 4<>$E9%L 6L4E# QH9*9&+9*E+-)#*$
~xn+1 = ~xn + αn+1 w
~ n+1 .

% ' "%
U

l
)
%'

! y
#
) y
# <
#
W57J F+aJ wx(*P);#c#%U$E$E&4#*+:)v+7#X6$En[\$E+-4<=4$<<#M#H$A_!39H)#B+ +-!3)n(%E,/#*!3:#%+$3)7#gIKE#%Q0@$#*wG&9*R4-57#%#f)#M9HE+-+3#ME!3#-E8%(04<$+&46;!3,$k !3U#S@E9;469H'+-#*-=3N 57O E#%#%)7#X9s@>4<#*E(%VT@ L6 0E54+Q72U)j7!3(*1H@Q#DLWaJ #B<?-!3+#g@4YW@J '<,/?-+L#N 8
~ n )T ~zn
(w
@)4<+E',/$R+-# =30 E5#%Q)L+85):1xN$c0 5<#gQ72K@57(%1X$E#0Y$G;"U&+E$EE'4 +-?+)-):0QLKVTE+-$&#%$RE(09H(%!#*)7@$ ~rn ne

Q:d&4)$E4
O ~r0 , ~r1 , . . . , ~rn−1
U=H \W G P JN :=EG> H<KJ JM>ML< E J RZP=L BMAVU]J > =RS\L BMAVH<KJ @3\ EKAVJ
` :2>MACACL L \A2BDP=J bL AV :=EKNQ:F> B>INQACPZEG>MRSA'\`3ACL`NKJ]: _5@5A J;>L @FJ < 3BDP5@=AVJEKL JL NOUH:F<KE J < 3<K\ :=< BME6ACL NQP >:FN < LTAV:FE JE P=< ` N <?>
A N ×N
b ,/ #n!3 ?-@-!34<#%)7f9H+-)UzG?-(/:#%3ML; 6Eb @#n:LE[ L4<f4$@57FJ 4C9H+-) #*@?#

~x
N
X
J
<
-
?
+ @
Y
4 @

'
#%9*)j#HBL)j?)+-+E,n4<E='E,T#C#jl)#%$43g!K$EJ 4Y+@(*;U#*E)74"+):,$*Qo_9*L+')#*!4Y@E4<#%+-)$ )#%(,/8K#*9*)7#T%8057!L4`)r$:#%+-$kL"#*ha46#*9*BU@!34<#T+-)!$F(*?@;LE!O 46#*5-A#%6 $
n≤N ~rn = 0
9*+) O{X#%)jE?-[ #*)4Y09*8U#+Q )n9*+)$ @LE# O #*_+-)ja#*3C!3(%,/+)7E@#*M1P57#DWJ #%E@#*k+=E#*)2#cL/9H+-;$!3#0$

4<57E(%#j@L<E#B4+))+$k,j!3=#SE#BA!3,T#n(*E9H'+):+3!3!3#D4Y@0 4<!3+-B)o?-$ @a-#%!39H4<E#%;)7L 9H+-)UzG?!3#B(S!36/4,/,4<)2UE@#D469H!K# J 3@#0$G)7&a#H@4Y$0Qa@dA4<4):!$ #*4W,/8:#*))7#
464!3)(%(%# 4<!@##y=-$ #a+>L,/(%<4+L@p#*v4<#%9H #HEE!3# # ,/(H@'+3!3#pQkwG9H9H+4S):$ >46$G@,#yLV~E@49H9*+-# )$ 46!3#%(%$ En#%r)##u$E,/13$GL@E.*@,/49*##
χ(A) A
a$E12#H,/@4YD(HE5-@465-# #X!3(Hl:Q-)4<#Sf:,/+7L$ 4<EE@4 4O 9*#S# 9;'+46$ 4#X)F!3J#D(H@$ +-)7 @C#CV&9H$`#D$E1257,T# (*E@457#c)+-$E$`+L4<P)+#*) $_@#*,/,/+3#*!3)74<_l#*C<:#$
C −1 A~x = C −1~b A~x = ~b C
χ(C −1 A)
m_$E13+-$G@&.*,/9H#f# [ L4@#f)+$c@+39H(080!3a++)$ckVTa+) #MO +!34(0P9H+-E,T4<46a$ +-#%_$E4<E"4+,/)i(H!3E#j'+2]S!'#D+!3#%n$ 21?q;!3!3# 4#*)7_#%9H)r+)LazG+-$@?L)7(- Q

χ(A) C −1 A
C −1 A~x = C −1~b
C
+54 %# 3! $ #D4#*))7#" ,LE@49*#A@E46L)?-6L4E#&4)3[\(%E4#*@4$ #Q3dA4<)$E4Z<#g$E12$ E.%,/#"4<)(%L4Q3@m_# +-$E+)$

C = LLT ,
L
O C −1 A~x =
#*
−1~ −T −1 −T −1~ −1 −T T −1~
C b L L A~x = L L b L AL L ~x = L b
dA$E134<$G):@$ .*4`,/@#M(%$E+4<)(0!LE4#BE# #$ 13$ E.%,T#n<4)(0L4E# #0$Gg(%574 O L#*)7MVq@(%$E+!3@#j#

A? = L−1 AL−T , ~x? = LT ~x ~b? = L−1~b.
C −1 A~x = C −1~b
A? ~x? = ~b? .
L6 8 3
3
@mC!3(%#v$E4+$@57@!+3E9H#"#X(%6!9*n#*#Dj,/!#0#*L@$GE)@44<9*L#%#k:$E13#%$G<(%@#0#.*$G,/R#D$E17,/L k(*E"@457,/(H#f@'!3+3(H!3l#R)4<!3#fj:?-+7@$ -4<E!34 4<O #%#f)7k)+-9H+-)U$XzGa+?- O(+Q):]S$*#H87E#*E#D)u,E'L(%)+4@.*4<@#-# Q8

A?
9A+$g)#q!4$@9H3@+)$g:$M!)$M9H#9;'874Y)@E4K#-!38K#A)64CM!3,/p46$ 9;#"'+-#* 4Y) IyM!#T6@i#A,!3#"U@jE46 9H,T# (*E'8P+3L!3#-:Q-#%m`<(%#

# ' "% '
9*+)7E@#82 )+-$&!3+-))+):$D!#%$R@(H[\(%E#%)9H#0$S=4<=4+?;L'457#0$c!L)O $c6/$ #09s@4<+-) 5Q 5Q

"# %
C

. & .
f e*HkL#&kL eW $")>9*+)$E4!.*@#"6T,/LE@49*# Q
 
−1 2
A= 
}-Q >+)7E@#*&57#g6T,/LE@49*# !3(Hl:)4<#M:L 0 5Q /L231S#%$ &!3+))(*#M

−1 2
Gω
0 5Q72L431
 
ω
1 − ω

Gω =  ω 2 
ω2  .
(1 − ω) 1 − ω +
/ Q !32+(%!34< 4<@#Bn57,#gU<E#B@469*9H+7#"#*!q# 9H
74#*)79*+=4Z!3(Hl:!3)(H4<l:#g)4F 0 5Q 565Q71H/KQ 57o1 +)73E@ #*c57# Q7{C)
2 4
J
0 O Q ρ(J) =√1/2
1Q >+)7E@#*&57#gWJ +-)> ωopt ωopt = 8 − 4 3
ω2 ωp 2 $E4
ρ(Gω ) = (1 − ω +
8
)+
8
ω − 16ω + 16
$E4 ω ∈ [0, ωopt ],
P;9*#*c<#M?-@'#g!3#M6j[\+-)9s@4<+-) Q
ρ(Gω ) = ω − 1 ω ∈ [ωopt , 2].
:Q >+)7E@#*&57#-8$ 4 #%$ RT[\+-)9s@4<+-)v!(Hl)4#M ω → ρ(Gω )

8L+;$D+)i
#H
f f (ω) = ρ(Gω )
lim f 0 (ω) = −∞
ω→ωopt
lim f 0 (ω) = 1.
ω→ωopt
j D\')#&B%
ω<ωopt ω>ωopt
}-QA9&+L@+)$ QP!(Hl)4<E4+) 0 5Q /L231D!3+-))#MWJ (%?-L4<E(M$ 4 O L)7@#1*

 
g11 g12
Gω =  
g21 g22
 −1    
2 1−ω
ω 0  2 1  g11 g12 
Gω =  ω
2  1− ω =  .
−1 0 2 g21 g22
wxP$%J L?4<R!3+)9M!#f@(%$E+:!3E#f#%$&!3#%3Ir$E13$G@.*,/#%$c4<)(%L4@#%$ ω ω
#H
         
2 1−ω 2
ω 0  g11  2 0  g12   1 
ω  ω
 2  =    2  =  1− ω,
−1 g21 0 −1 g22 2
ω ω ω
J6 6
=9*#r4<#%+)57)$c4D!3#%+-$ )n9f=)4#u#*)i,/8 9;'+#u)7E@4(M$E(*5-#u#MT46$E,57U#r@E8469H# ,/46$ LE@4#09*$G#q&#%!3$ +-j))@E8 (*46#ML):?L 6L54EQ #-2*QU4F1s9AQ +$j+=3@Q#*9&)+-+:)$$
O g11 = 1 − ω g21 = ω(1 − ω)/2
Gω
g12 = ω/2 g22 = 1 − ω + ω 2 /4
0
/Qm`L&!3(*l)4<E4+)F836/,U@E469H#M!3#
79H+-=4K#%$ &!3+))(*#M *
 
1 0 1
J = D−1 (E + F ) =  ,
2 1 0
#*A!3+):9L8a+c@+3&)+,j=E# 8)+$A O +):$ λ

 
1
−λ 2  1
det(J − λI) = det  1  = λ2 − .
−λ 4
"+!# ):59LQ78 /K571D5-# a+ Q #*SS9H+-)$E(%57#*)7 Q $")q!3(%!34Y

2
0 det(J − λI) = 0 √ λ = ±1/2

ωopt = 8 − 4 3
ρ(J) = 1/2
1Q{C)i3@4<4$@L)7&#g:+-4<)7B}83)+$R O +)$
 
ω
1−ω−λ
0 5Q 2J851

det(Gω − λI) = det  ω 2 2 
ω 
(1 − ω) 1 − ω + −λ
2 4
2

ω
= λ2 − λ 2(1 − ω) + + (1 − ω)2 .
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ω
Gω λ1
O λ2
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4

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16
ω 2 √ √
= ω − (8 + 4 3) ω − (8 − 4 3) .
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16
ω√ 0 ≤ ω ≤ 2
0 0 ≤ ω ≤ 8 − 4 3 = ωopt ∆≥0
r
ω2 ω ω2
λ1 = (1 − ω) + + 1−ω+ ,
8 2r 16
ω2 ω ω2
λ2 = (1 − ω) + − 1−ω+ ,
8 2 16
0} 3
3

#*A!3+)9
ρ(Gω ) = max{|λ1 |, |λ2 |}
ω2 ωp 2
= (1 − ω) + + ω − 16ω + 16.
24
ωopt < ω ≤ 2
8<+-@$ ∆<0
#H&#%$R!3#%3Ir;9*4<)#%$ 0 *9 +,/#HI3#%$1D!3vE@4<)t-,/#g$E+)7
8 8
r
ω2 ω ω2
λ1 = (1 − ω) + +i −(1 − ω + ),
8 2r 16
ω2 ω ω2
λ2 = (1 − ω) + −i −(1 − ω + ),
#*A!3+)9 8 2 16
ρ(Gω ) = max{|λ1 |, |λ2 |}
P#f?-@'#M!3#g6j[\+-)9s@4<+-) #%$ &@#*@(%$E#*)7E(g!)$cnl?-@#5Q 1Q

= ω − 1.
ω → ρ(Gω )
ρ(G) = ρ(J)2 = 0.25

ωopt − 1
0
0 1 √ 2
X #&RUW\W N P#g?;L'#g!3#M6n[\+)9HE4+) ω → ρ(Gω )

!)$c#B9*!E#g!3#MWJ #*I2#%@9*49*# 5Q}Q
ωopt = 8 − 4 3
!3+-)9 QKm_+7$ +-)$ f (ω) = ρ(Gω )

Q24 ω > ωopt
8K+-)v=4#*)( O 46!3#*,/,/#*)7 f 0 (ω) = 1
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lim f 0 (ω) = 1.
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ω→ωopt
ω>ωopt
ω < ωopt
ω 1p 2 ω(2ω − 16)
f 0 (ω) = −1 + + ω − 16ω + 16 + √
#*A!3+)9
4 8 16 ω 2 − 16ω + 16
ω→ωopt
lim f 0 (ω) = −∞.
ω<ωopt
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−1 2 1
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λ
2−λ −1
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*#!j+)!39X+):E(%9 #*<#0$*80$G@E469s@#*,/#*)7a+-:$E+-4<E4 #%$%Q%R,#*U @E469H# FQ #%$Fk#%!$ +O ) 9`<#%=4<@#%$f)j$ 12@+,/(HE@#0E$f4657!# #S!(Hl$E+))74#

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w
−3/2
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3 (w~ ) ~z1
1 T 2
   
3/2 −3/4
~x1 = ~x0 + α1 w
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5/4 0
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(~r1 )T ~z1 1 3/4
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w ~1 =  ,
(w ~ 1 )T ~z1 4 3/8
 
9/8 (~r1 )T w~2 2
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1
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y2
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2
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3 1
= (y1 − y2 )2 + (y1 + y2 )2 − y1 − y2 .
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8ϕ~ ϕ~ 8 . . . 8 ϕ~ E#%$Rλ57# λ . . . λ 1 2 N
O
1 2 N
A~
ϕ j = λj ϕ
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N ×N
#%!$ *(*@+-$c!3#B$E+)va+17)t,/#M9*L;9HE(%E46$G@457O #f!3(Hl:)4F

N A O O
p(λ) =
!3#H (λI − A), 0 42Q}[1
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I N ×N
N
p(λ) = λN + aN −1 λN −1 + aN −2 λN −2 + · · · + a1 λ + a0 , 0 42Q7/31
+59;'4 #*;469H9;4c'#*<#0D$ <#0$ 8 <#%;$X@+E#0$ 8k!3#g$E+$E)7nT,!U#%@$nE46)9H+#f,n9H+=,/E#0$B@?(*)#%+-$%) 8P),+-L$TE@$49*#%#fE4!3+)#g$n|@L+,/=a#*#*))(%4<$j$V 1
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1 0
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ϕ
~ ϕj = λN −j 1 ≤
j≤N N N
N ≥5
!#03$G+-")!)+#%)-)/9M4,/-$*3:8`@(%4<@#%L46) $EE4<[C)-@B!34<):#n!39H#0$@4$g: #-++-8à4<<R(*#i;$EU+@@(%4<$E+-$")Y5-$g;UL#*/?<#H#0(*I$&=E9H9H46+-/57)!3#%4<$"E@4.%(*+$T)(*$A,/)~#*#*)7<)#0;$AL+4,n9HE+-#0=$*) EQP#u#*]S@l#%?)$f#%4&)7,/!3%(HQ #i@&')>+3-!3$T?-#%@#H$g))4<! #

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A
λ1 , λ2 , λ3 , . . . , λ N
N ×N
0 43Q ?1
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|λ1 | ≥ |λ2 | ≥ |λ3 | ≥ . . . ≥ |λN |.
ϕ
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~ 2, . . . , ϕ
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0 42Q7231
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0 42Q 551
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ϕ ~ k = δjk , 1 ≤ j, k ≤ N,
#HA+-)i846$@5-# O
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N ×N
#@0#*$G&6U+-@4< +-@)r'+$E?-+4 ))-<# @#,* ϕ
~1, ϕ~2, . . . , ϕ
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8 8:
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43Q7431
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QT AQ = D; 0
D D= (λ1 , λ2 , . . . , λN )
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4 }0*4
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(0)
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n=1
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n=1
(n) (n−1)
0 43Q 871
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~x = A~x , n = 1, 2, . . . ,
(n)
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=
(n+1)
~x ~x
, n = 1, 2, . . . . 0
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(n) 2 k~x k (n)T (n) ~x ~x
(n) n (0)
$E4 O L)7%Q
>:FUACL =ϕ~E H JM>MNQL J i=P2J>GeUW&LU JG< :FB A >:F` A ACBDL :=: λBM` L BDGJ : NQP5U:F:F` E BMN PFBD<?JMNQ> J> `RZF:=BDJPFE EKE @3L @5P=JE6L =b P=6N JA < A |λB J ` |BD: >` BDJS|λ@3J|a Ak J=PFE NQ:=2,=BP=>;3,NQJ:F< .E B. .PP , N>:=a N <KJJSLWJ>MLA
`
1
~ a b b ϕ ~ ~x 6= 0 a
1 1 k
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1
T
k
lim
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= 0, k = 2, 3, . . . , N, 0
JL
n→∞ (n) k~x k
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0 43Q<}-}[1
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lim µ = λ . 1
n→∞
N
1 2 N
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0 43Q<}H/31
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X
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(k) (k) (k−1) (k−1)
tnj = = tjn tmj
sin θk + tnj cos θk , j 6= m j 6= n,
t(k)
(k)
(k−1)
(k−1) 2
2
mm = tmm cos θk + tnn
(k−1)
(k−1)
sin2 θk − 2tmn
2
(k−1)
(k−1)
sin θk cos θk ,
tnn = tmm sin θk + tnn cos θk + 2tmn sin θk cos θk ,
0 43Q 751
t(k)
: +-cE+-$R#%$R3E@#%$R9*+#%$
(k)
mn = tnm = 0,
{X) ;U#HE 4657#8P)+$B4$@)57#u9*#v9*9*#v$E#*+@)7+/)$D<#0z $/,/$ #%4<$j#0$ eJ L)<?#%# ;$j,@(%L$E#*46$j)7@$E#%#*$T<!#%L,T)#%$ )7B42<Q #0-$ 51HO QLm_#*+-;$
(k) (k−1)
tij = tij , (i, j).
9%L69H#* #H 8)+$ca+-$E+):$ O 0

θk
sin θk cos θk
sin θk cos θk
E? #* 9H+E? 0 43Q :}[1
{X) O #*EEi!3# 0 43Q 1L651S#H 0 42Q }21s83)+-$R O +-)$ T = θk α= 2θk .
(k−1) (k−1)
tnn − tmm 1 1 1 − T2
α= = −T = ,
#*r=$E+u#M9H!3+-#M)$Ee(%J (%5757#*L)7Eq4+)) +-$u9;'+46$ 46$E$E+):$ 9*+,/,/#o6 <:$qa#HE4<E#y@-9H4)#>#*) O <#%
(k−1) 2 T 2T
2tmn
T
0 42Q */51
dA4<):$ 4F)+$R O +)$ T 2 + 2αT − 1 = 0.
$E4
0 43Q *151
√
T = 1 + α2 − α
√ $E4 α ≥ 0,
dA@.%$& O +4D9%L69H( 83)+:$c:+- O +-)$D[ 9*4<#*,/#*)7R+=E#*)4<

T = − 1 + α2 − α α < 0.
#* 0 43Q -71

T
1 T
34F)+:$c:+7$ +-)$
cos θk = √ sin θk = √ .
1 + T2 1 + T2
(k−1)
h = T tmn , C=√
1
, S = T C, 0 43Q 231
τ=
S
,
42<+-Q @?$%821 9H* +,/3@#A@#*)2r!q[ L4<R5-# 8-)+-$D+=3@#*)+-)$DVj @4<D!3# 0 42Q -71C#*
1 + T2 1+C
0 C2 + S2 = 1
(k) (k)

(k−1)
(k−1) (k−1)
$E4 #H
$ 4 #*
tmj = tjm = tmj − S tnj + τ tmj j 6= m j 6= n,
0 43Q *551

(k) (k) (k−1) (k−1) (k−1)
tnj = tjn = tnj + S tmj − τ tnj j 6= m j 6= n,
t(k) (k−1)
mm = tmm − h,
t(k) (k−1)
nn = tnn + h,
a#%+$kL&<E#M@#%9%$KL(%69H<(%,TF#%!3)7#0@$ $P!L# #*;$c@+@#%@$ #%@$c)7!3F# 4<)9;':$EL#M)!3?-(%(%9*$%+Q ,/&:)B+7:$ #g$P#%!)v#C(*e@J L:?#0+-$RE4<$E'4 ,TL#S)7!3E##0$

7* 9H+-=4
t(k) (k)
mn = tnm = 0;
O T (k−1)
A O
}-}* 3

$ ")v9;'9H#*+-&4$E(*4<c(*,/)r#*)7(%<%(%Q ,T#%)7c'+;$D!4?+):LZ)+)v)2F!3#g6n,LE@49*# $ +-4Y A

*
amn =
$")9%L69H#
8 8K8 46$ :Lg<#0$fE#%Q LE4+)$ 0 43Q *151H8a4$
anm
α = (ann − amm )/2amn
8 T
[\$"+)y@,j,/+3#%!3$ 4<l0 42#/Q L<#055$ 1H89LNJ #%4<.%$ ,T NxVU#/Nx!3#*4E#fN#*4<)>.%,/9*#T9*4?6)L#0)7$" #** B9H++))#%$f!3# #%)yE4<46$E)7f#%$
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 ) , j 6= m, j 6= n,

anj = ajn := anj + S (amj − τ anj ) , j=
6 m, j 6= n,
amm := amm − h,
ann := ann + h,
amn = anm := 0.
!30 + #y ewxJ`L@$#%?$@+-T57E4<BE# '!3,T#n1sQ #yE9&#%!3+#@E+2+4!):#*$T)4<!3@#n; p9*#%#%$A-)$EE$@@?L+(%?-46)$A#q(*(*;5-@LPAJ:)#0) +$X) (*zG:(*)2$E,/57MF#*)7J !Vr 9*)#n$q57)# E#y#%)(*!3@!#:O)2#y4<#%R)Y)!@(*#/@)4<!3#%$j46L@?)#+-QD){CL-) #$
A
#l*ha)#*4D%!K8cJ $+4ga(*9H;#%Up@4<+-)P)J (*$j@L4<<O r?-(*:=@46$q5-#y#%$M9%(%$u<(%,T)+#%)7$u@L:4@+-#%$%@8E9H4+#v)57$r!34D469*L+?)7+-E)@L#%!46$4Yn#% 9*#r57#*)#r))+)$n+- ,j+-=)@#$

amn
!,/34<>#*)7!;$CL)'$v+-@6$C !$E4#%9H?E+4):+L) 3IT43Q<)}-QS+)/wxg)2@#%6$$*EQ-#mC<,/:$44<#*)7@;#*$`)@#%)-9;i')V 4579;'#0+-$X4$E$E4+j)7zGX#*!) 49*4<46#%$E$?#%#%,/=#*)7#%v$k#H#%D$v4<O :(%#%<$(*N

A
'9*++-)@$A$E4$!3E#j#Vv@+9;a'+-+$"46$E4<!3M#BVi#%9;$f'!3(H57;L#/4<#*-0$MQ 3!34<#/?-)eJLL+?)+-$AE4<$E4',/,T#T<#%W,/J (%#*<(%)7,Tf#%57)7FBJ ')+#TO ;$g!3#j!349H#0?$&+-)@#%L9;_')#T457<#0$$

?-,/@(H@)'! +3!3#!Q L&)$)#j9*#>39*E@$T#f4E )F'J #%)$ 465-#B$T9H+@):E$ .046$$G@!3#M4YqV/9*=4<L#>6^1!3#%#>%83,/9H++-)7<+-E)@#*)/#g6y&9*+9H) +O +#%)E?-)#*#)839*@#r+!3$c#>#%6 $
*
9*+7#*q9H4#*)7@$f!3#j6q,LE@49*#8Z9LJ #%$ NxVUNx!34<@#BVq#*IfL,/L):4<)$n#*"9*#rVq9*E-+-$*8f4<S![#jL@tT#j@#%(%$f9*4$E9H#*+2j#Hq<#v9H4$ #*#%)7;4<$

)2!39*#j#n 9*E-+-0 !$&<(%!3@)# $n)9He#J L? +-#*E)4<E!3'#%,/$@$E#r++ )$g!3!34;57o#%57_<# #9H+2#*#%9*$ 4<n#%Q:)7F)2 #nR9;'$E4+4<Iv#0$G!3Mo9H+-$E)#*$ 464<!31H(%#%Q E$ (T$"A9H)+),/:#TL,/5-@<#T#v#%(H$ !@EL4+))7) $
a21 , a31 , a41 , . . . , aN 1 , a32 , a42 , . . . , aN 2 , . . .
ε amn
amn
|amn | < ε
!3(%<469*LE#-Q # # " "
#O %9s@#*#*@;,T$"4)E+-+-)$M@#%9H$f#* !3E##$E#%9H#%E)4+)9%L#*69H)6)L+L)7;gL)7VvB9;5-':P57J 4C#jQF#%$P(*Bv@L,/:#/$@(H$E@64k'ua+3,+-!3$@#U$E@4<!3=E#469H##

7!3#q9H+-9H=+-4W)8Z!3$ 9*(HE+l@)7)E4<4<;@#/#jL4@#%#H$N
A R(k)
@,/+#*3)7@"#%$cVq#%/$ O,/L(H#*@'@+3$D!3#n@!+#B@#%/$c!3#M4$@6$@TL),9*U#BE@+46i9H#Q 46$@$E)9H#M4) O #*;$E#8)+-$R+-=<4?#nV9*L69H<#%

(k) (1) (2) (3)
R =Q Q Q . . . Q(k) (= R(k−1) Q(k) )
. & .
f e *HkL#&kL GEW 3+4< A T,U@E469H#M!3(*l)4#ML

 
2 −1
A= .
−1 2
-} })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
~x(0)
 
(0)
x1
~x(0) =  (0)
 6= 0.
} QA]DL69H<#%D#%$c,LE@49*#%$ 8 #* Q3{X)i!(%!34@#f#%$ O <#%@$R!# #* Q

x2
/3Q "(q%!3)#n4@!3#n#T!3$ o#0$"a!+#*4)73jIo}j9H+-6 ,/O :L+7$E#*)-"@#%!3$A# )7<#QF!]SL)+$A,/<#T9*E#%$& +34o# O #0#09s9M@#*u"4<)4<$AE46?-L@ )!3#

A2 A3 A4 ~x(3) ~x(4)
O L#*RE+-E#g!3#M6T,/LE@49*# Q
µ(3)
µ(3) O ~x(0)
1Q $")vE#%)! Q:]DL69H#* #HA9H+-)9H@#Q

A
j}-QBP&DUT'.@#&B#*6% U@4<+-) 43Q 871D4<,/465-#8a+

(0) (0)
x1 = x 2 µ(3)
0 n = 1, 2, . . .
857#*
m`TQ9&9*++):$E$R(%57 +#%):)-0$+8 * #H Q`]D9*+)$j,/4<)7@#*))- #H
(n) (n−1)
~x = A~x = A2 ~x(n−2) = · · · = An ~x(0) .
A 4 O ~x(3) = A3 ~x(0)
   
~x(4) = A4 ~x(0)

A3
2 −1 2 −1 5 −4
A2 =   = .
"#M,/b*,/#M)+-$c+=3@#*)+-)$ −1 2 −1 2 −4 5
#H
   
−13 14 −40 41
A3 = A 2 A =   A4 = A 3 A =  .
9A+$A O +):$S!3+-)9 −13 14 −40 41
  
(0)
−13 x1 14
~x(3) = A3 ~x(0) = 
(0)
,
−13 14 x2
  
(0)
41 −40 x1
~x(4) = A4 ~x(0) = 
(0)
.
−40 41 x2
/QU{C)/3E44$@L)7_eJ #HI3@#%$@$ 4+) 0 34 Q 6714<):$ 4357#c<#0$kE#%LE4+)$_9H4<Nx!3#%$@$ :$*8^)+-$k+=3@#*)+-)$*

~x(3)T ~x(4) ~x(0)T A3 A4 ~x(0)
µ(3) =
nJ L3@E#M R)+-$R O +-)$ * (3) 2
= (0)T 3 3 (0) .
k~x k ~x A A ~x
    
−13 14 −13 14
365 −364
A3 A3 =   = ,
−13 14 −13 14 −364 365
    
14 −13 41 −40 1094 −1093
A3 A4 =   = .
−13 14 −40 41 −1093 1094
-} }.5 3

m`L&9*+)$E(%57#%)7%83$ 4 + 38 )+$c+-=3E#%)+):$Dl)L#*,/#%)-
(0)
x1 = 0 x2 = 0
(0) *
1094
µ(3) =
AQ2)o9*jL5769HP)-$ @44Y,/@( #M)+#0$G$&R:!3+-#%E),/9"#H!A(Gz !FVjJ LE/@.%@$D,/#*@A+29;57'#"#M!3#%#f$ nO <#%$D;$c?;LE)+-!#@#%$RL!3#*# D$E@++)7 @#"!#H#
' 2.997.
365

6T,/LE@49*# Q
3 µ(3) O A 1
#+-01$GQ B@2'4 +) ?-+O )#%9sZ@#* M#%EL9H+-E+#%;E$D#R+!3)i@# ++=3@@#M9*4<#%+9H)7@+ E@#0@$ #%a$E+:):+-!)L!)7LQaM)7]SRVr#MV/6@ (%/$EO L<<@#*U$&RM?;@LE+ )+-O !34<#%E# )7# RL!QF#*rdA[ R4<):4Y$ fE4 +-5-@# #g57#%$ 4
A
(0) (0)
x1 = x 2 µ(3) = 1 ~x(0)
#0$G !)$c<#M9%O $c@(%$E#*)7%Q O (0)

A 1 ~x
f e*HkL#&kL GEW : 3+4< T,U@E469H#M!346L?-+)<#g!3(Hl:)4<#M:L

A
 
2 0
A= .
$"@) +9*E+#0)$_$E#H4! .*O @#%#9s@e#*J L;?$`+-E4<@E+',/E#0#q$C!3!3#r#&6og,U46E$E@$@46L9H)# 9*#Q-4<)FO # #*O ;$#%#9HEa#%+CT4)!34Y@(H4@#* @,/4<)#%#0j$GD#%!3$ (HlO )<4#%;$
0 1
A ~x(0)
 
(0)
x1
~x(0) =  (0)
.
x2
>+-)7E@#*B57#u$E4 8<+-@$gWJ L?+@4<E',/#q!3#q6>4$@$E)9H#4) O #%@$E#/#%$
@WJ#*g<?-5-+@#4Y@',/#f!#MT46$@$E)9HQ#gA#4) y#*,T;$b%#f,/#%#$ 8DR,TE#%+-F)757E@#*# u57#$ 4
0 < x 1 < x2
(0) (0)
Q 8cL+;$
O
(0) (0)
limn→∞ µ(n) = 1 0 < x 2 < x1
Xj J <D\?-')+#&@B4Y@% ',/#B!3#j6q4$@$E)9H#j4<) O #%@$E#B9H+-)$E4$ E#jVu9*L69H<#%

limn→∞ µ(n) = 2
:L 0 42Q7/K671s84$
VnE(0$ +-!3@#A#M$ 13$ E.*,/#f<4)(0L4E# 43Q 1}[1sQ-9A+LE+-)$ 8 <#0$R9H+-,Ta+-$@L)7@#%$D!3
O #%9s@#* 8#*A$ :+7$ +-)$c570 #
µ(n−1)
(n−1) (n−1)
x1 x2
#* 0 42Q 431

~x(n−1)
0 eJ '217a+L@'.%$E#g#%$ O @4<#f:+- 1HQ&)>9%L69HF$E4<,/#B!3+-))#

(n−1) (n−1)
x1 6= 0 x2 6= 0,
n=1
!2
(n−1)
0 42Q L871
x1
(n−1) 2 (n−1) 2
2 (n−1)
+1
(n−1) 2(x1 ) + (x2 ) x2
µ = (n−1) 2 (n−1) 2
= !2 .
(x1 ) + (x2 ) (n−1)
x1
+1
nJ 3E@#gLER<#B$E13$G@.*,/#g<4)(0L4E# 0 34 Q 1}[1D$%J (09H@4Y

(n−1)
x2
    
(n) (n−1)
2 − µ(n−1) 0 x1 x1
  = .
(n) (n−1)
0 1 − µ(n−1) x2 x2

3%
}-}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.*@+#f)9D9%L@0(%83$E+#*)!O E#%#S <@#Rv$E!12#$ E.%0 42,/Q #D431s4)8 (%4<@#Sa+#%$
+-=3E#%)4 O O µ(n−1)
1 2
(n) (n−1)
x1 x1 1 − µ(n−1)
= · .
{X)>3E4<46$@L)7 0 24 Q L871s83)+-$c+=E#*)+)$Dl):L#*,/#*)7
(n) (n−1) 2 − µ(n−1)
x2 x2
!3
(n) (n−1)
x1 x1
(n)
=− (n−1)
.
x2 x2
9A"#+M$X#*)q$ !3(0!346$ +-)$C57# x1
(n)
6= 0
#* x2
(n)
6= 0
8-#HS!3+-)9cWJ <?-+@4Y@',/#R#%$ C=4<#%)q!3(Hl:)4eQ
!3 ! 32 ! 3n
(n) (n−1) (n−2) (0)
x1 x1 x1 x1
(n)
=− (n−1)
= (n−2)
= · · · = (−1)n (0)
.
9A+$A9H+):9H+)$D#%)vE4<46$E)7 0 42Q L871 *

x2 x2 x2 x2
$E4 <+-@$ (0)

x1 < x 2
(0)
lim
(n)
x1
(n)
=0
#H lim µ(n) = 1,
n→∞ x2 n→∞
$E4 <+-@$ (0)

x2 < x 1
(0)
(n)
x1
lim (n) = +∞
#* lim µ(n) = 2.
n→∞ x n→∞
2
S Ô. ( M( *&)$ # S"Y. . &.-, & S"#.

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@4<+-))4657#
A
A = LR
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L R
}-}.8 3

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1
#*$Eha4<#0E9s# E#u$E>!(%9H+-,/Q:{C+7@$ L4<E)74g+) !3+))( 0 + 8:+)>1s#*8kha9L#0J 9s#%E$ Nx#nVUNx$@!3O4E!3# (%9*+,/:+7$ 4<E4+) Q$") a+-+- $E##*)31sN 8
LU LR
LR QR A1 = A
957J#0#R$GE@N+VL3N!3@#%4@$X# <#0$X,U@E469H#0$ 8:+-)o$ +-a)-+-D$E$#B#%,j#*)=$E6L4<=E##%$%QL{C)u#HhZ#H%8 Q:wx#%$ A[ -9H4<#T!30# O (*@Q 4Yl"##%

QR LR A 1 = Q 1 R1
A2 = R 1 Q1 Ak QR LR
Ak = Q k Rk Ak+1 = R k Qk
,/b*,/# Ak A2 = R1 Q1 = QT1 AQ1
xw :#*#%;$Z$ X:)+7#C$E,$E4U=@<#&E469H!#_#&@,/E46+L)7)E?@#*6XL457E#_#-$E8-$E:+(%E$X4#*9H#*EE#`@+4<);$E#%57$`9H# +-)!3@4<#*E)4+! )$%#*8;6$Zge,J 4<)3Ul:@E)464e9H80# 9H#C579H4-+-:) #%O E#*,/@?#H#

Ak+1 = Rk Qk = QTk Ak Qk = (Q1 . . . Qk )T A(Q1 . . . Qk ).
O!3#"!3(H@#*@,T4)#%C<#0$ O L#*@$È+-E#0$`!3#&6M,U@E469H# Q7P#%$Ò,/(H@'+3!3#%$ #* $ +-)- k

Ak
@EL.0$#*@E$k4<46$ @(%+#%$_@!#%$_)!3$k#c6"f,/;ULEE46@5749*#c#QH#H9&C$*(0JL ),/.%E+-#%4<)7)k$%!38^#*+-)<#09D$kbH)E@(%#R9*#%!3$@#%$ $_4<E,/#%)-(*_E'#D+39%!3L#06$k9HE@3.%!3$`#S9HE+ +-33EE#%#0$$E#%#%$%$ Q

A LR QR
O O
@='4+3+L!3PE'#%T$>.%=57a4=#*# @4<,/+#%E$ #H'oE.0@57L9*)79*#"#%)2$@!3$ #p4=,/@#(%(%E$E46!+57#*:!3#MEP#46$>d&!39HmK#0#%dA$> ;] L42@)+$v=/ <.*P+-,/9*?+46#%9H)7$>4E#*4!6#*$v# )7R?O ;L)i<)#%!9H;#%$i;L=4E)u+-49)8&@+-#%,j$%Q&=v@]S#f#*#*I3! #*@#"#p,/,/=(H4Y# NN

oLE6L= TM +->9"d ] Q TM

c

c
R c

"ÔY Y * M&'.

& *
57#%3,/@+3+#*9;4<)7 'A#*f :)>R+-9H→+-v)$ R46<$ E$E#*4))7#*#"&;[\V $+)** 9H(%EE4+7+$ )rx̄9*8+4W)7Q #E4Q )2f(x̄)#g!3+=))0(*Q:#gF!3#%+$&)7,TS(*+-E) '+3O !3#*3#0$&R)29;'#*,/;9;(*'@46#%5-S)2#%$c,/a+(*@4<N
57+29%4PL$E4+x̄$E #*D#*?)7@R+-$@$ $E+-4<)-.%&E#%!3,T#g#%G)712Ca<#M#f?+;rL<#0'$ 457%(*@# +-$S+-!3)r# )f+E#*# )uE+39H9H#H(0E!E#BL)7$Ec+Vn3E!34+#0$D)v( ?O @L+-$@$EU4<.%@E4<+-# )$
O
9H+-)$ E@4<@#83V/ @4<R!3# x 83)#B$ 4Y@# x , x , x x, . . . , x , . . .82@#*<#B57#
* *
0
+34 x̄ $ELE46$G[ 4Y f (x̄) = 0.

0 1 2 3 n
lim x = x̄,
$")i!34YA<+-@$c57#M6T,T(*E'+3!3#M#0$GA9*+) O #%E?-#*)7E#-Q
n
n→∞
f!#*e3I + <&#% @#e$ W #*& =*' @#*e<#0$M 5-Uc# ,i #&))*kJ'.#% QFd&24)$E:4 +7$ +-9;)'$RL)57?#/#ge!3J +#)>$ 49*?+))#T)#*)74$@@$EE# #
#*#B aβ+4#*)7O f&4,T`#H4I34<46#%$Giα@#T!#BeβJ 4,/)-@+#*4)$fL<)#M!K*(*J f#H@I2(α)f +rE@!(*# ,/(β)f4<E(0#%$ <)7EE0# #* α #HQ 2β4 fQ$")y:+7$ # 8x<+-=@$ (α +#%$ β)/2 &)
α
%(*@+v!# #HM+) $%J E@bH@#QZd&4)$ 4W8F)+-$f:+- O +-α)$g$ β:+7$ f#%(x

O M
-
5
)# = 0
0
%
# $ M
x!4YhZ(*@#*)7
!# *(*@+/#HfR)+-$&9H+-)$ E@4$E+):$ x VTLEE4&!3# x !#f6/,L)4.*@#gf$ (x4 O L))7E#,*
0 0
0
$E!34 # f4(x#*)7 )f (α) > 0Q$"L)r+;a$ +-f$E#M9;':#*)L)$E?-4<#"E# !3#M$E4<?-)#A#%)-@E# x #H β #*D+-)r9;')?# α 574
1 0
0
O 0
$!3E4 # f4(x#*)7 )fα(α):= <x 0Q$"L)v+;:$ +7f$ #M9;':#%)L$E)?-4Y#"@# !3x#M$E4<=?-)(α#A#%+)-@β)/2 E# x Q #H α #Hc+)v9;'L)?-# β 574
*
0 1
0
O 0
fa+L):c$o9*6+ )$ EE@+39H4E(0β# !3:=@# xVB9H4<N! #%@$@4<c$ !3$%# 8R4nQ7$E{X3/)r@(*x!3a#(H;=L@#*)7(α,/S4)+6!3β)/2

0 1
9H(*#%l )4x,T#%)7c9* #Hx@#"#HE+3x9H(0!3@L# 87+x)
9*+)$E/@l4<&?-E)#n#M8$EQ<}jx4Y@4<# <:(x$G@E#B) 6,/5-(H@x4P'9H+3+-!3) #nO #*!@#j?#6O =#*;46$E$D$E#%9H)E# 4+O )FLQK#*]S 4<x̄@#*@,/#*#*<)7#BA57$E4 # f (x̄) = 0 Q
0 1 1 2
2 1
∞
+54 β #H α $E+)7g<#0$ O <#%;$f!#/!(* M#HB$E4 M #%$ M)y#%)7E4#*g:+7$ 4<E4<[R!3ε+)=)(|β8Z)−+:α|$

n n=1
}-}.6
}H/L 3

O +)$ ε
?-#*)74$@E57#-FQ J V"9;'57#S$kWJ 4)7E#% O L#X#%$ `!34 O 46$ (Dk!3#%3IKQUP&,/(*E'+3!3#c#%$ `!3+)9S9H+-) O #*EN

|x̄ − xM | ≤ ,
2M +1
0 !(* M1
β x1 x2
x
0 !3(*:LE1
x0 α
X #&RUW #eW >(H@'+3!3#M!3#MT=46$@$ #09sE4+)PQ

9A+R$R# -O !3#*+)3+@)#*$R@+)i$D9%6/!3!3@#g(Hl?)(%4Y)@4<(*+-;)iLF$E!3(04 O9HL@4Y)7&E#!* )$R#%$RE#%,T4.*@#%$c4?)#0$R!3#B9H#* E#n$ #09sE4+)PQ
;>@ :== BD @F%BDJ#@')#&B>% ACN#\J]W&_3A >M L J:FAC<L EpJ< UE :=EKJ>MEKL L PFAVJEKB L J ` :=>MACLTL AJ NCb NQJ HE <KJ@FACL H< < E JIRS\L K: @5JU:=E 2JB 7JE6L J^J>L
p C
|x̄ − xn+1 | ≤ C|x̄ − xn |p .

6A p = 1 JL C < 1Z:FE ` =P BMNQJS@3J U:=E 2JB 7JE U]JN ACE \]PFACBDJ b
6A p = 2 :=E ` P=BMN J;@5J U:FE= JB 7JE UJ;H<KP3@FBDP=L AVH<KJ b
6A p = 3 :=E ` P=BMN J;@5J U:FE= JB 7JE UJ;U< AVH<KJ b
6 A JL : @3\ JE @Y@3J JL J>L L JN H<KJ a :=E

` PFBMpNQJS=@31J U]:FEC= J=B 5JCE Ua J>< BMCN ACE \P=AC`BDJ b n
n n limn→∞ Cn = 0
04#f ,/$GeT,T(%(057!3+464UOE #%<,/#%#\)7W#*:T)7DVi]S57@+-FE)+-J 4<$ a 46!3O)F(%#%J 1E +-j)$Z57@<F#*#CcJ 9%57)u$K$E# +5#*4 *(%E+j!# Q 2#HcT5-iQ0#"Pl:9H@?#%+< @O 4Y#aNx#*9H 84aQ#%/$ @8PD#*)-9*57+-+,/#$ O@4(*$X@4Y#*l:)7+E)@#$
x̄
f (x) = x−cos x
x̄ = cos x̄
x̄ f (x̄) = 0
T#HB}-QA9&+-$c:+- O +-)$cR#HI3#*,/#M9;'+46$ 4 f

9H+,/,/#M$ +-<E4+)v?@+-$@$ 4.*@#Q
{C)>)+-$c4)$ 4<;L)7&!3#geJ (%9*E4<EE# 8)+:$R$ +-,T,/#0$DE#*)7@(%$R!3#Ma+-$E#*
x0 = 0.75
0 8Q}[1
x̄ = cos x̄
9*9*#+)57$ E@4"a9s@#*4<@+-,/)>#H)2i!3,/#y(*@9*4+57)$ #jE@$%J L4E#oa#*$E<#n9*9*9H#%+$@,/$ 4 O ,/#%,/,j#*)7) (*,/#*)7 8S V LEE4u!3# QRQ(]S9&#*+ :@#$
xn+1 = cos xn , n = 0, 1, 2, . . . ,
x1 , x2 , . . . x

O +)$D#f@(%$E<@LR$E4 O L)7%Q % % " 0
=S #\W& :=< BZL :=< L NQP >M< ACL J@3:FEKE \]J ` PFB b U:=E 2JB 7J =JB> b
J ` N <?>)NQPYU:FE=JB 7JE UJ;J>ML N ACE \P=ACBDJ b a x0 ∈ R x̄

}H/3}
1 y = cos(x)
y=x
y 0
-1
0 x̄ 1 2 3
x
X #&RUW #eW : F#g:+-4<)7 E#%P57# x̄ x̄ = cos x̄
Q
xw;>9%f=$%)F8KJ #%)B$ +u%U:.$M'Q-L$,-@')E4<#0#&+-B$G)@% E$ 469s@4Y[B!3#y$ :+7$ #% 8 QC{C)#HhZ#H%8c$E4A9H#%p#*B)P4<SJ (*$@3L4<u;L-4<B$q!3##
x0 ∈ [0, 1]
:+-=3LEE#%E4)"+!3):# $*83#%)voE4<4<46#%$E)7!3 # 8Q}[Q 1+2* a+-$E+):$A!3+-)9
x1 = cos x0 ∈ [−1, +1] x2 = cos x1 ∈ [0, 1]
QmX4$@57# )+-$
x2 x0
0
x0 ∈ [0, 1]
Z
x̄ = cos x̄

xn
|x̄ − xn+1 | = | cos x̄ − cos xn | = sin tdt .
mX57# 4$@57# 8)+$D 8 O +-)$ 8#*&L&9*+)*Q$E(%9A57+#%$X)7:+- O +-)$X!3+-)9&,/+-)-@E#%
x̄
x0 ∈ [0, 1] x1 = cos x0 ∈ [0, 1]

xn+1 = cos xn ∈ [0, 1] n = 1, 2, . . .
|x̄ − xn+1 | ≤ max | sin t| · |x̄ − xn |.
m_+7$ +-)$ 8)+$R O +)$c!3+-)9
t∈[0,1]
χ = maxt∈[0,1] | sin t|
0 8Q7/31
#*%8:LR4)!39HE4+) |x̄ − xn+1 | ≤ χ|x̄ − xn |,
8Q 151
E#%LE4+#*) ;$ 0 8Q Q17"#1TM#Hu<:#>$*[8 4Y8rQ7/3571S,/# +)7E@#M574#M,/9H#H<E46E57#B#*9*)7+u) 6#%pE?-9H#*+-)) 9*O #A#*@#%?$ #%&)9H4<)#i(0L!34#>E#-6Q $E4Y@#
|x̄ − xn | ≤ χn |x̄ − x0 |. 0
O 0 χ < 1
O
]S+-)$E4!39*(%E+-P))$B+-#%$)9H +-E+#r)$ eJ #HI3#%,T<#>Q^8PQ7/3RQ ,/9&(*+E:'$T+3!3!#4<@+8)Q<$T}21Z57#%$ # k$E#%$E$ 4-T) a#*a(*+# 4)-TlI3 #i!3#
(xn )∞
n=1 x̄
Q ")O $g6r$E#%9HE4+)$E4 O )7E#8K)+$"0 @(%$E#*)7E+-)$"57#%57#0$f?(*)(*;L4Y@(%$

x̄ %
x% → cos x x̄ = cos x̄
$ER#%$R,/(*E'+3!3#0$&!3#g:+-4<)7RlI3#-Q
!
YZ#. Y. $ ; .
& *

!(057L)A4 $f)<#f)#%#T)-,T (*E@'#*!3,/+3,/!34.*#g#*@ !3#j@#")7:'c+--4<$ #%)7#-$&D8a,TlVqI3b%E#",/;La#%)+$R$ [\$E+D+@@,/3(%E$E#*4++")<!3#T$@1D#&!3@)2v+=G,/12.*(*:,/@# 46# 5-#*,/#*)7 #%)o)9HE+-+-)=$ <46.%$ ,/E## 8
f (x) = 0
O 0 f (x) = 0
x = g(x). 0 8Q ?1

H} /J/ 3

m`]SL6LR4E#*#%I3,/#*,/#*)7%82#483F+#H)iI346a$G@#*#"3&)a#M+-$E4<#*)30l:83)#*4Y)i@(B$%!3J 4)#g$E,4<L;)L4)7.*&@#%!3$D#MaW+J #*I3R#*,/+-:(%E##%8cQ 9*/ #HEE#fE;L)$ [\+@,U@4<+-)FQ

+-r$R?-(*)(%@<#%,/#*)7
g(x) = x − f (x),
0 8Q7231
[\ +-O )#%9s9 @4<+-)v!3# 8 a+&57L3;#%L9*)7+&)5-57PJ#-#%Q <f#ML))#B$ $%0J 8)Q 25)21s8<+-#g)o-a$*#*Q 3f,Tb%,/#j@#*)!E#Ba+ )#
g(x) = x + αf (x)
α ∈ R α 6= 0 α
x
;>@5J = %#@N ') AC#&RSB%P 5#\JZW @5: J 6A PFB J>MJML >ML L NJ< N AHR<KJ RSJ a :=E @=ACB]P H<KJ J>L < E ` :=ACEKL O_?J
`
x̄ ∈ R x̄ = g(x̄)
b
x̄
2:+7$ +-)$B!3+-)9/5-# E
$
+ <
4 M

) *(%E+>!3# +-F8P!3#/[ -H+-)y(05-4 O L#*)7@#8F)
g x̄ g x̄

a+4)7RlI3#g!# QdA<+-@$c)#M,T(*E'+3!3#M!3#Ma+4)7RlI3#M9H+):$ 46$G@#MV * x̄ ∈ R f
( O L#*R)#BLE+Î34,/LE4+) !3ia+4)-RlI2# !3#

g
9*L69H<#%&$ 9%9H#0$E$E4 O #*,/#*)7 8

*
x0 x̄ g
m`)+LES+-9A9H)L+$ E)7@@E8K#*#-#H8LM#*$ 4:,/$ #*4 #*<)7#AD#%9*E$ ++g) 9*O E+#%#A)7E?-,/E4#)2(*8UE9L'#J #%+38Z$ !3L #gNx+VU!3;Nx#A$f!34a9HE#H#R+E4$EE)74#TS6B<l4,/I2$ #"4Y@4Y)F@# # J #%$ D#%$g-$C)(%[\+-9*g#%@9*$@(*$E),/4<#&@#*#*)74,/c,T#*9H4<)7E+#"A) O 5-#*)@#&?a#*)+)7+4@:)-#$ Q
xn+1 = g(xn ) n = 0, 1, 2, . . .
(xn )∞
lI3#M!3# 4$@57#
n=0
x g x
g
)d +-O )L)7$cf)!K#BJ (H;!L(H=l)4"4<E!34+#0)>$"9*9*+E4<)E.%9*#*E#0@)$AL!3)7#Tc9H+n) [\O +#*):@9s?E#*4+):) 9H#B!3Q #nu,T(*E'+3!3#T9H4<N!#%$@$ $%8)+$f!3+)N

x = lim xn+1 = lim g(xn ) = g(x).
n→∞ n→∞
g
;>:FE = ULT%AV:F#@')E #&B8;% :=#\<?W > N @= ACBD:F:FACLEG> H< <KE J ACE6L JJ>B L 2PF< NCNQE J J @5UJ :=E6LTBDP5JLWUL >AV:=:=EACL >MLTBMAVUL J >M ACN)JD_5A >ML J << EE JJ
U:=EK>ML PFEKL b J
I R g : x ∈ I → g(x) ∈ R
L JNCNQJ H<KJ g I
0 8Q 571
χ<1
9*+)~)7ER(*4)2#%(*,/,/##%)-@57 46$E+-57)!3$_##-578P$E#R8C4C$)4 <++-:@#%$n$M$ `)@+-#*))$#R+-)9H+-$g)7+-E);)$ #u9s@$E4<+-4<)nE# $ E@49HE#-8LL+!;L$P):#%$ <#c#%57$ _4S)(%9*9H+#*#0) /$EO $@:#%LEL4?-@#*# ,/$ O#*#*4Y)7@;#$
|g(x) − g(y)| ≤ χ|x − y|, ∀x, y ∈ I.
x I
)
Q 9
A
+
F
$ E
$
+ /
, /
, O #%$Z,4<)7E#%)L)7F#%)M,T#0$ E#C!KJ (*)+)9*#*K)M@#*,/4#*
(yn )∞
n=1 I
|g(x) − g(yn )| ≤ χ|x − yn |
@(%$E<@U&9*+)9*#*@)L)7c/9H+-) O #*@?#%)9H#f!3#%$&,T(*E'+3!3#0$R!3#Ma+4)-RlI2#-Q
limn→∞ g(yn ) = g(x)
I
[\#*@,/(
@5:=EK=E S\J b E >M#\< W `3: ` :2 >:=JSACL H<KJ < E>ACPFEKLTAL > J B PF=ACP=L NCNQNQJJ>@3J<3_ ` @3BDJ : ` BMAV\JL L\>)>M< A 2PFEKL JM> < E J :=E UL AV:=E R g : I → R
A J>ML < E J;U:=EKL BDP5UL AV:=E >L BMAVUL J>MML @=ACB]J ` :=< B)L :=< L :=E P I
N @5:=Q:FEKBE > \J PP=J< N ` :FACEKL O_?J @5P=EK> JL a ` :=< B-L :=< L b a N P>M< ACL J
g(I) ⊂ I a x∈I g(x) ∈ I
g
` x̄ I x0 ∈ I (xn )∞
n=0
8Q 4F1
U:=E 2JB 7J =JB> NQ:FB>H<KJ L JE @ =JB>)N ACE E6A b J ` N <?>^NQPU:FE =JB 7JE UJJ>ML N ACE \]PFACBDJ b
xn+1 = g(xn ), n = 0, 1, 2, . . . , 0
x̄ n

}H/K1
>;3=a+-B$E%U+.)'Q$&!,-+')#&)B9g% 57# $@UE46$ [ L4<c#%$&E+-@4<(*E(%$ #H Q 24 #%$ A57#*69H+-)57#
#*q$ 4 8$E+)7&!L8 )$&eJ 4<)7@#* <# Q8_yT@E++-@@4<4<(*(*EE(( a?-#*@L,/;L#H)7A@4Y!KnJ (%579*E#r4@# E+-$T<#0$ 8
g i) ii) x0 ∈ I
xn+1 = g(xn ) n = 0, 1, 2, . . .
n = 1, 2, . . . I O ii)
i)
xn
+5{X4 )>4Y@(*;L)7 #%$ B[\+6v46$&9*9*+#H) $@@#gE)7#%E#/LE!34+#q)v9H+-))-+@@$c-9s+-@=34<E+-4)y#*):57!3E4`+-)4)-$ @#* O 4<#%)-B!)$M6i!3(Hl)4Y@4<+-) 8Q 1Q

|xn+1 − xn | = |g(xn ) − g(xn−1 )| ≤ χ|xn − xn−1 |
χ<1
0 8Q 871
n
3+4<&,/4<)7@#*))-R)i#%)-@4<#% a+-$E4Y@4Y[_#H&( O <+)$

|xn+1 − xn | ≤ χn |x1 − x0 |, n = 0, 1, 2, . . . .
|xn+m − xn | = |xn+m − xn+m−1 + xn+m−1 − xn+m−2 + xn+m−2

− · · · + xn+1 − xn |
≤ |xn+m − xn+m−1 | + |xn+m−1 − xn+m−2 |
{X)>3E4<46$@L)7 0 8 Q 851D)+$c+-=3E#%)+)$
+ · · · + |xn+1 − xn |.

|xn+m − xn | ≤ χn+m−1 + χn+m−2 + . . . + χn |x1 − x0 |

#*AL4)$E4
≤ χn 1 + χ + χ2 + . . . + χm−1 |x1 − x0 |,
|xn+m − xn | ≤ χn
1 − χm
0 8Q 651
{C#0$G@yL)7A)!3# +-$E))4<(gE# 57!# #~]D#0L$GR9;'21 $c#Hya#H!3E4<+-&)579 #/9*+}) 82+#%)vE?-!3#(%Q !39&+4YAE+!3):# $ 0 8Q 67$@1D 5-<4#",/64Yn@#$E8f4<9LEJ# #%$ NxVUNx!34<@#
|x1 − x0 |.
1−χ
χ
C
Q &
d

+ ;
$ %
# $ /

) %
( H
9 0
# E
$ @
$ L

4 @
*
# O ,/#*)7T!L)$ 46$E57#i)+-$/ O +-)$n$E3N x̄
(xn )∞
n=0
laWJ I24<+-)3#n$El:(B!3)57#4!# )9*L$ #00$G88&aQ743+1 )>A4<))7<+#nE:#%,T$_O e+-J )7 <E#f@+-#*[\)0#*$8@,T!4<k(G(-z$ QVgmCT!34<f 4$@!31H57#jQP#f@#*9H):#%+-!3$ ) "E#M#*9H@+-6?)7#%E)44<)7,/9H#S4<#E#%#n8$ L`<+-<+4@);$@$ 57(%4<# @#0# $G&!3@#*(*))>l! )a4<EO+4#*4+)7;) $
limn→∞ xn = x̄ x̄ I
I g x̄
8Q<}21D9*LRa+c0 E+ 0 * O O 0
g n
0 8Q<}051
n
"#3fE@#M<:!$ L):$ #04$@$G57S)<#f#+L@$ ( #%#0:83$GaB)++-4)7$RX$jlO:I3+-#*#A)E!4<$ n# 57!#oL}[)1H$ Q\9&9%+-LS$B$E4a)++)$g$S!3$ +-):9/+7,/$ +-+))7$XE@57(F57<J 4#/:4K1T@4',T#*(*)u+-E<B46.%57,/) ##
|x̄ − xn+1 | = |g(x̄) − g(xn )| ≤ χ|x̄ − xn |.
x̄ g I
ȳ = x̄
8Q /Q 0
I
χ
ȳ |x̄ − ȳ| = |g(x̄) − g(ȳ)| ≤ χ|x̄ − ȳ|
O
#c4<ENW',/&(*#b%+O,T@#%.*#-),/Q +#"#):$F8MQVR/WQL<J:P#*$RI2"#%)[\,/++):9H$R<#"E 48+Q7) +/S):E$*;82La4<E+(XcB@!3+(*3= #*) O !3+-j4<#D9;'WJ 4)7*E4<#*E @O #`L#H<#c9;'[\#%#%E@,/9;'( +)$FVAL46!5-)#*$

O g(x) = cos x
x, y ∈ I
I = [0, 1]
Z y

|g(x) − g(y)| = | cos x − cos y| = sin tdt
x
≤ max | sin t| · |x − y|.
t∈[0,1]
H} /U 3

@{C$E4<#*+-)u) P::+7$ E+-$E@4<4)7)-9H&E#ilI3$ # !Q_P)#u$ @'8:(*+-4<)E.%$E,/4P57#a8-)8#M+Q7/o6$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;JL9s) N
χ = maxt∈[0,1] | sin t| χ<1 g
x̄
I
I
`
8 H
9 0
# H
9 c
4 :
-
+
T
E
-
+ 3
O Q{X) @#*)O )-9H+-,/3E#>!3#vy@#*,L;57# x̄
[6/4Y@9H#n+) Lo#*@!?(*#*=):39HM#A!3a#n+qcE!+(*,/ +)$ E;U@4<Q +-)o!3>@'(*+-E.%,T#Z8Q}8)+$A+=3@#*)+-)$R[ -9H4<#%,T#%)7
xn+1 = cos xn x0 ∈ [0, 1]
9
& -
+ O $`$E+,/,/#%$_,L4)7E#*):L)7`#*)T,T#0$ E#R!KJ (*)+-)9H#%_)L3@E#SE'(%+@.*,/#R!3#R9H+-) O #*EN
x0 ∈ R
?-#*)9*#g$ER#%$c,/(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;L >A
g:R→R x̄

g x̄ = g(x̄) |g 0 (x̄)| < 1
a ` ε>0
0 8Q}}[1
x0 |x̄ − x0 | ≤ ε
xn+1 = g(xn ), n = 0, 1, 2, . . . ,
U:=E 2JB 7J =JB> NQ:FB>H<KJ L JE @ =JB>)N ACE E6A b J ` N <?>^NQPU:FE =JB 7JE UJJ>ML N ACE \]PFACBDJ b
;>24 =%.'Q,-'.8:#L% +;$S:LR9H+-)-@4<)24<E(B!# 84F#HI346$G@# #* E#*6$&57#
x̄ n
|g 0 (x̄)| < 1 g0
:+-cE+-3 0 8Q<}H/31
ε>0 χ<1
|g 0 (x)| ≤ χ,
m_8+-Q$E})+/3):1S$ )+-$R +-)$ #HC$ +-4Y !#*3IT(*(*,/#*)7@$`57#%9*+)57#0$`!3# Q{C)/3E4<46$@L)7
x ∈ [x̄ − ε, x̄ + ε].
0 I = [x̄ −ε, x̄+ε]

O x, y I
0 8Q<})151
Z x

|g(x) − g(y)| = g 0 (t)dt ≤ max |g 0 (t)| · |x − y| ≤ χ|x − y|.
24 83)+:$DE4E+-)$R!3# 0 8Q<})151D57#

y t∈I
0 8Q<}%71
y = x̄
9*#g57F#04P$TEE#%+- LO E4#g+)57$ # 8Q}.171M#* L8EEQ}*4#*7)71B&4<,/V 46!35-.0$R#*5-)7/# 57# L$EL E@464<$G#%[ )7c4YTV <#0$nQ '212a+LE'.%$E#%$T!3
|g(x) − x̄| = |g(x) − g(x̄)| ≤ χ|x − x̄| ≤ |x − x̄| ≤ ε,
@#0'$GD(*+-<4E).%(%,T#g4<@#8Q2Q7/3FQ2#"d&E4')(*0 $ +4a@6.*j,/$E# 4Y8@#"Q 1B0 !3#%+-$ )D)!(%+#A)9A )0 #g8Q<9H}-+}[):1C$ #%(0$ 5-D9H#*+-)) 9*O#"#*!3@?4E#%#0)79sE@#R#"#H!3DunE'9H(%+-+) @O .*#*,/@?#g#%8)Q 9H/# Q
g(x) I x I
g
#ZY. #. . O!. , YZ#.#. * )&#.

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

}H/J2
y
f (xn )
x̄
x
xn+1 xn xn−1
y = f (x)
X #&RUW#\W N >(*E'+3!3#B!#n9&.# -c@+)FQ

+;$@]S5-6L# 4@#*,/#%#*$ )7A%9;8a')++-46$E4a$" EO +3+9;)'$A#M!3r# @#*68UET4+,/) (H@'+3!3#B!3#n9&#-cE+-)
*
x0 x̄
f (xn )/(xn − xn+1 ) = f 0 (xn )
5-4_!+))#-8
xn+1 = xn −
f (xn )
, n = 0, 1, 2, . . . . 0 8Q})251
a9A++A$ 9*O +U9*1+<):#%$B L4Q3){C$E4c)>57#*ha#v#*%6o84P,/$E(H3@/'+3A!3!3#v#M!9H#>+):9A$G;#.U-cEE#%+-&) 57#0#M$G/$ 4F+-))r#va,/+-(H$EE# '+2!#v!3#va+4)-TlI3#
f 0 (xn )
x̄
f (x)
g(x) = x − ,
#%<57+-@{X$ #%) #B!KJ E#04$G1S<46c$ #*#%(% &570 8#g4 QO })EL25'1S#*(%)7+#%D@$ .*cV ,/(057# 84 OQ 18<#%9*)-&9*0 !3V r+,/)$ +-4<)$D!8)$X46Q $ ) O +-4$E4Q )9&L?-+-#&$ !3# (%E4<:l+-+-)$
f 0 (x)
f (x) = 0 x = g(x) x̄
57#B$E4 O %# $ R!#*3Ir[\+46$R9H+)7@4<),/#*)7&!3(%E4 O L=#* O

f 0 (x) 6= 0 xn+1 = g(xn )
g 0 (x) g 0 (x̄)
f
g 0 (x) = 1 −
f 0 (x)2 − f (x)f 00 (x)
0 8Q<})551
#*&L&$E4<E#-846$E57# #*
f 0 (x)2
f 0 (x̄) 6= 0
0 8Q}H431
f (x̄) = 0
g 0 (x̄) = 0.
9A+$&+=3@#*)+-)$RL4)$E4K<#g@(%$EY;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;ACRSN JD\_5L GA >M:[L @3J J@5J-8JL JLN':FHE <KJ >MA SU>:=PFE LT2A > J B P=7ACJ L
f
=JB> b J ` a N <?>WNQP#U:=E 2JB 7JE U]J J>L H<K`P5@=BDPFLTAVH<KJ b b

x̄ f (x̄) = 0 f 0 (x̄) 6= 0 ε>0 x0
|x̄ − x0 | ≤ ε (xn )∞
n=0
;>9A+=$gB %U+.'Q)$",-+')=#&B$E#*% (n5-#n6u,/(*E'+3!3#!3# 9&# -cE+)y#%$ f)#/,T(*E'+3!3#/!3#/a+4)-flI3#

x̄
dAO 4<#%):9 $ 4K#"O @(%$E<@LD!3O #g9H+-) #*@?#%)#H9H/#&57)#)+):9H("!L)$c9H#"#*E) '(*O +#*@E.*E,/ #"!3#%#r$ Do)E#%#fL9*E+4)+)$E(%570 8Q<#%})4F9H1H# Q
! E'(%+@.*,/# 8Q 1QPd @4O +@4`>9*+) O #%E?-#*)9*#j#%$ B4<)(0L4E#-Qe9&+-$BL+)$g,L4)7E#%)L)7
g(x) = x − f (x)/f 0 (x) |g 0 (x̄)| < 1
H} /K5 3

[!3(%4Y,/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

g 0 (x̄) = 0
O f xn
f 00 (ξx )
W+5J 4(%83?-)+<4<E$R(c 9H4<LN+!E)E#%$ 4$@#*$ )7"$%8^Vu#*)/eJ 4!3)-4@O #*46 $@O LL)7<`#j!FLJ #*I7@E(%,/4Y@#*(%`$ #*)T#HE#% )L)7QaC{C9H+-)y,T9;'E+#c46$ !346$ET$@L[ L)74< `57# !L)$
f (x) = f (xn ) + f 0 (xn )(x − xn ) + (x − xn )2
2
ξx x xn x = x̄
0 O f 0 (xn ) f (x̄) =
f (xn ) f 00 (ξx̄ ) 2
{C)i3@4<46$E)- 0 8Q})251C)+-$R+-=3E#%)+)$ 0
+ x̄ − xn + 0 (x̄ − xn ) = 0.
f (xn ) 2f (xn )
|f 00 (ξx̄ )|
|x̄ − xn+1 | = |x̄ − xn |2 .
wxP$E3/&,L4)7E#*):L)7&!3#g:+7$ #% 2|f 0 (xn )|
max |f 00 (x)|
x∈[x̄−ε,x̄+ε]
C=
2 min |f 0 (x)|
a+R+-=3E#%)4 * x∈[x̄−ε,x̄+ε]
]S#* E#B!#*@)4<.%E#f4)(*?7L4Y@(f,/+-)-@E#M57#M6/9H+) O #*@?#*):9H#A#0$G&=4<#%)v57-!3@LE4657#Q

|x̄ − xn+1 | ≤ C|x̄ − xn |2 .

à9*+@*+3) V9;'#%,-E#j?-!3#oFE# DU5- :#H#\!3gW&; $U4 @F457#g$E@#%L',TE(*46+-$G#%[ )7E.%%4Y,TQDgwx#9Hf#%8 #0;Q $G/Lv4)):+-#%+7$R$E$&'2$E412=$@a<$E# +LEE!K'#M.%J U$E57hK#%$%L#B8:4=L$E4 4<+v;$&<#0#06$u$GA'2,/129;'(Ha@++L'46E$ +3'4P!3.%$E#n$E3#%q!$v#Z$@$ L9&,/ #,/-cE#*+-)7#*)
x0
!,/KJ +(H@=O 'E+3#*)!34<#/!3#*# ):9H9&+#@-c#uE6+) 9*+9H+-) )O #%E#*?-@?#*)#j9*#*#u)9*!3+#v@# y:,/+-(H@B'+3L!33#;LQ_)7m`ML5-/#H# I3#%,T$ +-<#i4YM$ !34 4<ha(%E#%)7M!# 8_1s 8
x̄ f
f
,L46$c6T9*+) O #%E?-#*)9*#A)FJ #%$ &O $&57#g4<)(00 L4E#-Q

f 0 (x̄) = 0
x0 x̄
& =*' eU c&, kJU BD [ '.B % kJU

8#*Q}) ]S231H#H8EE9H#g#M,/57Q-(HP@4P'g!3+3+-,/!3)#g(*)E#:'#%+3* E!3,/#A#H!&#&!KJM( O 9*4<+E;#%!3&#&5-9HP+-J )VT$E9;4$'E#&57Vg#"@#*4Y,/@(*;U6@9*4<+-#*)r !3# 0 8Q<}H23L1X +)vL4<RVn!( LO ):L$N
0 f 0 (xn ) f 0 (xn ) f 0 (x0 )
f (xn )
0 8Q}.851
X9%LJ 46)79HE#*P@!#M@(H;UE$E4+4<)ME# ?-(*+-,T(*E@457$%J #C#*ha!#0#S9s9H@#* #M@#X#*)>,/(H@@'#*+3):!3L#X)7c#0$GE_+L$ zG+?-?;(%$RE(%6#C/!,TL)b%,/$6#Mc:l#%?)-@E# #l8Q :Q%P# 8
xn+1 = xn − , n = 0, 1, 2, . . . .
f 0 (x0 )
!KJ +34vwG9HW4kJ #*)::9H+#%<@6#U8:@4<)+-+)i:,T$&a(*E+-'$E+3+)!3#B$ !#f6/9H+-@!3#-Q

(xn )∞ f 0 (x0 )
$,/E4 (H@'+3!3#B!3#BQd&a+4)4)7$ER4 0l8I3Q<#})85Q1S&$*#*J ,(%9*LE;4<57+)$S@+3@#H[\+46$&#H57R6# j,/#*!f(H(*@a9H'+-#*+3))!3$!>#B@U!3!3@i#g+)6an$A+9*5-4)7+";# !3!3#"#B#0!3$GR(%L)E#

n=0
g(x) = x − f (x)/f 0 (x0 ) f (x̄) = 0

x̄ = g(x̄) xn+1 = g(xn )
Q 9&+-$& +)$S<#M@(%$E<@LR$E4 L)7%Q g
x0
O O

% }H/L4
y
x̄
x
x2 x1 x0
y = f (x)
X #R\W#eW _ >(H@'+3!3#B!3#g9*+;!3#Q
U=H #\W m 6< `5` :=>:=EG>
>:=ACL L JNOH<KJ NQP;>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
f
=JB> b PYUa :=E=JB 5JE UJ JM>ML N ACE \P=ACB]J b ` b

x̄ f (x̄) = 0 f 0 (x̄) 6= 0 ε>0 x0
|x̄ − x0 | ≤ ε (xn )∞
n=0
mX!;>#q=4,/$@57+B)7%U# E.@#*'QB#0,-$G57')fF#&BJ 4<)%S#B#HI3[\+-46$G4@$"# 9H+-)-@4<) ,/#* #%)-f!3(*@4 O E#%=$n<#j57#H"#q$ 4 4$@57L# :LEE4#*)7BVi84ePJ 4<#0)7$G@"#* [ 9H4<##
x̄
f
8<+-@$D+)i *
ε>0 χ<1 x0
f 0 (x̄) 6= 0
O
I = [x̄ − ε, x̄ + ε]

|g 0 (x)| = 1 − 0

f 0 (x)
≤ χ,
:+-RE+-3 x ∈ I.
{X8)Q}*?31S@4<!4#$@L)78vQ})</5#01s$q82),/+b*:,/$S#%a$v+L@?+):,T$ #%)7(*@@4Y$ql:#*57R4f57)#g+:<#0$q$S+'2)712va+L:E#%'E.%,/$E#%46$u$R!3!3r#E!3'(%(%!3+@4<.*@,/# #0 88QQ7}./j15$E1+)7#H

f (x0 )
$4@0 ,/U@,/4$ (%[ L!34<46EU#0@$*#B0QZ!3d&v4)E$E'4(%+#j@@.*(%,/$E# <@8LQ7O /3fQ L))O +)9*(j!)$&#B@'(*+-E.%,T# 8Q72/#%$ ")#n9*+)$E(%57#%)9H#

Z O+-,/. # * M&'.

9;9*'+,/#*;3a9;+'+-4<#or$@L)7))E#0#$ +-L!3<#%46$ 9*L*E(%4+E+7) $ 9Hx̄+-8D)7#HE4e 4Q )7#Q #af#*(x̄)f3":bH=ER@# 0 QS→>{C9H) +R,/[ L,/4<%08c#MN$E4 ) #%x)-@#%∈4<9s#%@u#*Ra +-8D$E4Y+@)>4Y<[+-1u)@$#M!3x,/+-)7#*u E+N;)
N N
:$R!3# b09;'#Mx$ , xx ,:.+-.. R, x)#g-$RxL+;!34D#%$&O )+L;UE4+):$]1H89LJ O#%$ NxVUNx!34<@0 #

N
1 2 N
 
x1
QQ
 
 
 x2 
 .
x= 
 
 
xN
34
8:L8C+!3;# $ #%$ /)#v[\+#H) 9HE4+) %#3! $ (HAl:)4<) #>$EN O #09s@#*#*0Qa]SV '-L5-#*#B9H+!,/)a$ +-$@L)7Q E9&# +-$ 8
x ∈ RN
1 ≤ j ≤ N
f (x) ∈ RN
f
f (x)
O N
RN R
fj
H} /K8 3

)+E#%E+-)$cL4)$ 4 *
   
f1 (x) f1 (x1 , x2 , . . . , xN )
QQ QQ
   
   
 f2 (x)   f2 (x1 , x2 , . . . , xN ) 
f (x) = 

=
  .

   
   
X J (05-:UE4+)
fN (x) fN (x1 , x2 , . . . , xN )
0 8Q}.651
#0$GB8 ) 8 $E13$G@.*#*,/&#q:#%!33# A$%J (09H(%@574<@#LE4+)$ 0 ) +-)4)(%4<@#%$g#%)pE4)9*4<a#[1MV 4)9H+-))2#%$ 8
N
f (x) = 0
N x1
x2 . . . x N
f1 (x1 , x2 , . . . , xN ) = 0,
QQ
f2 (x1 , x2 , . . . , xN ) = 0,
0 8Q7/L71
z 2-4 9H+=4<#%))# $ +-!3)-#c9H+-)-r@4<)a+,/4)7#% )-R!3(%E4 O L=!3#g#%$%87T[ <-+-H@+-$X)v+)v$E!34 (Hl)7)E4Y#R6* ,LE@49*#

fN (x1 , x2 , . . . , xN ) = 0.
f1 , f2 , . . . , fN
Df (x) f x ∈ RN O N ×N
 
∂f1 ∂f1 ∂f1
 ∂x1 (x) ∂x2
(x) ...
∂xN
(x)
 
QQ QQ QQ
 ∂f2 ∂f2 ∂f2 

 (x) (x) ... (x)
Df (x) =  ∂x1 ∂x2 ∂xN ;
 
 
 
 ∂fN ∂fN ∂fN 
(x) (x) ... (x)
#%$R9*+7#*q9H4#*)7@$R!3#M6T,UE@469H# ∂x1
Df (x)
$ +-)-&!3+-)9
∂x2 ∂xN
Df (x)ij =
∂fi
(x), 1 ≤ i, j ≤ N. 0 8Q7/3}[1
$Eq4 ,/)7(HE@#'+3* !3#n!3# 9&#-cE+-)$ #n?(%)(*;L4$E#j3Io$ 13$ E.*,/#0$&)+-)o<4)(0L4E#0$"!3#nu,L)4.*@#
∂xj
O 8Q7/J/31
n+1
x n
= x − Df (x ) f (x ), n −1 n
n = 0, 1, 2, . . . , 0
+5!34# <# O #%9HE#%SQ !3#fR#%!3,/(*:L@E57 x+-)$/#%$ 57D9;#o'+-!4L$E4:):$E$ 3q8$EQ /L/3,/1n,T)#%+)7:X$q @+2+-9;)'$T#A!3,T 46$O #%#%9s$@#*4) !3x̄469H82#0$ $ +-<3@!4<+-#%) $
!43)4<hZ!346(*f9H@(x̄)#0#*$R)7@!3$n(%=9*4Y@E(*40@L(%)7$ Rx<#0$&#%9H) +-,T'a3+-T$@L!)7 @#%$E$c17!3,n# =:+-0Q <# x a+n)#vO -$j#%$T9H+-)3[\+)!E#u O n#%9#%$
0
{C)o!3(*l)46O$E$@L)7R6j[\+-)9s@4<+-) g : R →x R :L
n
0 8Q7/K171
N N
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−1
g(x) = x − Df (x) f (x),
x̄ x̄ = g(x̄)

% }H/K6
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x̄ g
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g 0 (x̄) Dg(x̄)
xj 1 ≤ j ≤ N
f
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x̄ f (x̄) = 0 Df (x̄) N ×N
Q{C)>!KO J L3@E#0$DE#%E,/#%$%8$E4K57)-@4Y@(
(xn )∞
n=0 x̄
n x0
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 1/2
N
X
kx0 − x̄k =  (x0j − x̄j )2 
#0$GA$E3q$@L,/,/#*)7R:#*E4<E#8aL+;$
j=1
lim kxn − x̄k = 0.

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k xn+1 − x̄ k≤ C k xn − x̄ k2 , n = 0, 1, 2, . . . .
0 8Q7/J251
xn+1 xn
#*%8#%)i@LE4657#83+-)r@+39H.0!3#M9H+,/,/#g4<):!3457(B9*4YNx!3#0$E$E+$ *
Df (xn )(xn − xn+1 ) = f (xn ), n = 0, 1, 2, . . . ,
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*
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LU LLT A
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xn+1 = xn − ~y
574W8a+R)>$E13$G@.*,/#g)+)i4<)(0O L4E#-83$*J (%9*E4< *

Df (xn ) " #
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0 8Q7/K571
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xn+1 = xn − Df (x0 )−1 f (xn ), n = 0, 1, 2, . . . .
Df (x0 )
T
LU LL
$E4 O L)7E,# * xn+1 xn
+)i9H+-)$ E@4YR# O #09sE#% ~b = f (xn ) *

+)v@(%$E+3R#B$ 13$ E.*,/#fE@46L)?-4<@# L~z = ~b
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+ )iE(0$ +-3c<#B$E13$G@.*,/#fE@4)?6L4@#
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xn+1 = xn − y~
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λ
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x̄ = λex̄ .
L+;$ O0 8Q7/L431ST)#B$ #%<#M$E+3E4+)PQ 0

λ < 1/e
x̄1 < x̄2 λ > 1/e λ = 1/e
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λ < 1/e
O O x̄1 x̄2
0 8Q7/K851
x0
xn+1 = λexn ,
+i=4#*)
n = 0, 1, 2, . . . ,
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xn+1 = ln xn − ln λ, n = 0, 1, 2, . . . .
x̄1 x0
x̄1 x̄2
j}-QCFD\#i')#&?B;% L'#v!3#>6y[\+)9HE4+)
x0 x̄2
x → λex
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λ = 1 > 1/e λ = 1/e λ = 1/e2 < 1/e λ = 1/e
x → λex x → x x =1 λ > 1/e
*
x̄ = λex̄ λ = 1/e x̄ = λex̄
$$%EJ @4?9H4<E&#%!3,T# #%)7X1sQ $Xa#H@4Y@#"57# 0 4a$%J ?4<S!3# 1H8-WJ L3@E#A$ E@469sE#%,/#*)7X$S?;L)!3# 0 4<
x̄ = 1
*
λ < 1/e
1 x̄1
x̄ = λex̄
x̄2
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λ < 1/e x̄1
!30 (*+l))$c4#A!3+-) 9L834$@57# Q-#0B$GR!3(%)iE4 O a(%+#A4)-!3R# lI2#%#M$ !3D# !3+-)* 9&!3+-))(*#AL

x̄2
xn+1 = g(xn )
#HD)+:$ g
O g(x) = λex
x̄1
g
g
g 0 (x) = λex
|g 0 (x̄1 )| = λex̄1 = x̄1 < 1.

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4
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2 e−1 ex
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0
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X #R\W#eW m F#g?;L'#g!#f6T[\+):9sE4+) x → λex
:+- 8 λ = 1 λ = 1/e λ = 1/e2
8 Q
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xn+1 = g(xn ) x̄1 x0
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x̄1
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n=0
x̄2
xn+1 = g(xn ) g
$E4 g(x) = ln x − ln λ
x̄ = ln x̄ − ln λ
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x̄
ex̄ = eln x̄−ln λ = ,
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λ
g 0 (x) = 1/x O x̄
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1
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x̄2
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x̄1
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x0 = 1 x0 = 0
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f (x) = x3 − x − 3
f (xn )
xn+1 = xn −
f 0 (xn )
x3 − x n − 3
= xn − n 2
3xn − 1
3
2x + 3
= n2 ,
a + 3xn − 1
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n = 1, 2, . . .
x0 x1 x2 x3 f
x0 = 1 x0 = 0
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x0 x̄ f (x)
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f (x)
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x0 = 1
x0 = 0 xn n = 1, 2, . . .
30
20
10
0 ♦ ♦♦ ♦
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-10 x0 x2 x1
-20
-30
-3 -2 -1 0 1 2 3
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x0 = 1
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ε > 0
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30
20
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x1 x2 x3 x0
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-20
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f (x) = x3 − x − 3
x0 = 0
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√
√ x0 − √A
− A (xn )∞
n=0 − A

x0 = 1
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x2 − A = 0
j}-Q B2&DU'.#&:B+7% $ +-)$R57#M/$E4<E#

A
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n=0 x̄
1
x̄ = x̄ + (A − x̄2 ),
9 J #0$GENVLN!4<@# x̄2 = A
#*A!3+):9 √
2
Q
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x̄ = ± A
xn+1 = g(xn ) g
1
g(x) = x + (A − x2 ).
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x̄ = A
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√
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√
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n=0 x̄ = A
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)4#T#*)79*9*<#T57FJ O #%9n5r#*D9;'4Z4<ha#%@$ #%D$f4)2$ 34?E)44Y#fl:9%!KUJ #%@$@4Y[ $@$ ^10 #%#*)D!KO J 4<4<@) ?#%<)7# E#*D+LE@)L#f)7@,/#[1s(H8Z@'L+3+!3;#g$ )7,T(%E4657!3#H# N
u(10) 106
Oa+g9*9*#* Q:{C)#HhZ#H08Zv$ #%#n#%E@#*f$ "O 6r9*+)!4Y@4<+-)o4<)4Y@4<#T@+ O +357#
α = 0.333333
α= 1
3
u(10)

%} }
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)
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a,+-$E4($g8FL$E:4?$E)$E4k<+-y)$&9%L@6+9H3@6#HU[\@+-#*4$g"57,T#46$g9HVr#* !E#/4$E:)++7E$ 44<+E4)y+)P#%Q $ gf@L#*)6U$f@W4 JO #*#TI3#*,/#n@+=@<(%.%9*,T(%#/!3#%Vr)7%E8Z(0$$ +-4_)!3+-@#$ 8

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10
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u(10)
f (x, t) = −3x − 3t f (x, t) = 3x − 3t

8ZL+;$R6
u0 = α
1 1
u(t) = (α − )e−3t − t + .
*99%]SEL+-+ )7RE;@LE4.0E$c#%,T@#%)746A!3#*V,/e#*J #H)7I30#%Q:,T]S#B<#B!3#*3EI3(09H4.*(%,/!#*#M)7%8@+6=.*,/ #g@4<#j#%$ #H I3:+-)#*)7@4<#%<#B!3#j6$E+3E4+)o!3(*N

3 3
)
!
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$E4 +)i Q
1 1 *
α= 3 u(10) = −10 + 3 = − 29
3
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α = 0.333333 u(10) = − 13 10−6 e−30 − 10 + 1
3 ' − 29 1
3 − 3 10
−19
57#%f,/L#*):)7&$B=64#*)i$E:4Y@+7#$ 8k(0)$*Q+:$B)+-$B4)7E(*@#%$@$E+)$M)457#%,/#*)7TVo!#%$nE+-=.*,/#%$j)7,T(%E4<N

-, "#*. &
*+)83m_$SE+-#%$AAS5-(*@# L =@4Y<@4"4<+-)))#%$EX9;'WJ (*L,I2# qOt!KJ L89LJ #%E$ +^ I3NxVU4,/Nx!3L4<@E#R4+))>+-!3o$c9;'E++-46=$ 46<.%$@$,/+-#)$C0 6!3Q<#0}2$X1s8aa)+4+)7@$"$ 9Ht+-8,Tt,/8 #%t)3N 8 0 1 2
...
{X)>:+7$E)- hn = tn+1 − tn
8)+-$ca+ O +)$R@+29;'#*
0 = t0 < t1 < t2 < . . . < tn < tn+1 < . . . .
+- u̇(tn )
L u̇(tn+1 )
u(tn+1 ) − u(tn )
.
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hn
un u(tn )
j k U=,Y"!$f DUL +R*))#
0 6Q 4F1
un+1 − un
= f (un , tn ), n = 0, 1, 2, . . . ,
hn
u0 = u 0 .
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j k U=, l! fgD&* =*'QR,A
0 6Q 871
un+1 − un
= f (un+1 , tn+1 ), n = 0, 1, 2, . . . ,
hn
a!K]S+-J #0{C$@$"$4!3=#*#%"3#CI!3@#X$@+9;!3?'(*@(*E#%,#%$@E$E,/4Y[k$"4#%))$ #*+-"P$E$A)a9%9H#*#%@,/$@ $E4#HO E#*E#*,/)7#*B)7 !3 #/u 9*,u9*, u<#%9%L,&.u.4k. 8%:#*#%)MEVu,/:#HLf;ELE!K4)7J #*FI3u!3# <46u#H9HM4<EQ%#%4Pk #C#0$G$EM9;'!3(*+-,#%))9
u0 = u 0 .
n+1 n
1 2 3 0

[\+-)9s@4<+-)v!3# * u n
"
u n+1
P!KJ#/#HI3$@9;'46(%9H,/4<E#*vf!K!3J 4{CE#09s#*E#%M,/@(H#*@)7E +-?;!3#B#%#0)i$GM[\+)) 9HE4+ )o !3# <+-@$@57#M6/9*[\+g)9H4<È4)+#) a#*@)F,/J #%#H$ M"--$$
un+1 = un + hn f (un , tn ).
"
@E4 O 4<#-Q3{C)i#HhZ#H%8+)i!L)$R9*#M9*$ * u n+1

u n
f
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8)+:$R!3(Hl)4$@$ +-)$c6j[\+-)9s@4<+-)
un+1 − hn f (un+1 , tn+1 ) = un .
un+1
@#*+C) )+0 $ #0$_9s%9;'QH8#%@Q 159;1H'mXQ%+dA)44<$k$@)57$E47) # )*+(%E+g$P:!3+-# O +-)$F#%a)n+-$E#*E#% )L)7`L_#*#*I2#%,/8K)+<#R$f)+#c=E,T#*)(*E+')+3$g!3!3#&+-!)#9/9A!#.L-c)$N 8

g(x) = x − hn f (x, tn+1 ) − un
g(x)
x0 = un xm+1 = xm −g(xm )/g 0 (xm )
9*#g9%$c#B$E9;'(*, *
m = 0, 1, . . . 0
g (x) = 1 − hn ∂f (x, tn+1 )/∂x
x0 = u n ,
xm − hn f (xm , tn+1 ) − un
xm+1 = xm − , m = 0, 1, . . . .
∂f
{C) O #*EEi!3vE'(%+@.*,/# 8Q T)+$R$@ O +-)$S57#

1 − hn (xm , tn+1 )
∂x
lim xm = un+1
a!3#+R3@89H)-#Mc57574F# #0$G&$ +-#M4YR9*$ $R$E4F$@L#g,/#%)-$ c@(*?#0$G<&4.*$E@3#&q#H&$E57,/#,T#%)7&$E+:4<#*DE4<$E%3Q q$E,T,/#%)-c@+39;'#
f
m→∞
x0
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un+1 hn
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f (x, t) = −βx
f (x, t) = −βx β
$4
u̇(t) = −βu(t),
u(0) = u0 ,
t > 0,
0 6Q 671

%} L1
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u(t) = e−βt u0 β
O T!4$@9H@(H@4$E#*TeJ UI3# 8`)+$T9;'+-4$E4$@$E+)$j) )+-,j=@#vE(%#*D:#*E4< u(t) t
)!#*+3I/$"$E:9;+7'$ (%+-,)$ $`!KJ {C#*08 VgO #0$E9 +4_<#R$@9;'(*,g!K9&J {C+-$f#*CL<+-@+)?-$&E(*#0E$E$E4<!3[4#H#*CM!#&$E)9;$f'(*9H,#n"9%!F!3J {C@#B<#%#%#*$

_
m -
+ Ot h > 0
@(H@EP+-?#M;$E9;!3'#-(%Q ,T!FJ {C<#%&@+?O @#%$@$E4Y[ 6Q 4F1D!3# 4#*)7

tn = nh n = 0, 1, 2, . . .
0 O
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un+1 = (1 − βh)un , n = 0, 1, 2, . . .
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un = (1 − βh)n u0 , n = 0, 1, 2, . . . .
u(t) t
!#B+)$@9;9M'!K(*,J 4,T/a!K+-J {C$E#* #*&@+?-E#0$E$E4<[F#%9*$ #B 5-ACEG>M4PL LP O N ;J nQ:mk:+-+-RR#H( hZO 4<#HEA#%&!3#M9H#g4,T'4<(%E#%) +,/.*V )#* 84P9H+-) O 4#*)7
u0 6= 0 1 − βh < −1 un
n
−1 ≤ 1 − βh h
h≤
2
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t
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u = u0 , n = 0, 1, 2, . . . .
1 + βh
h>0
lim un = 0;
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*
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h
f (x, t) = −βx β>0
@#%#*)7,/E4#*q$ $@$Ea# 0i+-$E?4<E;4<L[D)l!FI28k(-)QP+{C) $!F!3J(*l3)E46@$E#%$E$g+):@#*$ @,/#%$%8F)+:$M :#%+79 $ +-)$ u

+54 0 #*/#%$ )B+) $
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T h = T /N N
tn = nh n = 0, 1, 2, . . . , N
|u(T ) − uN | uN
0 O
0 6Q})251
u(t)
#*&L&9*+)$E(%57#%)7
u(tn+1 ) = e−βh u(tn ), n = 0, 1, 2, . . . , N − 1,
u(tn ) = e−βh
n
u0 , n = 0, 1, 2, . . . , N. 0 6Q}.571
}% 3

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e−βh = 1 − βh + O(h2 ), 0 6Q}H431
+5]D4 9*<+-)$k!3,(0$ L44?)-)@#R#*)))7E#0$G@#c574E#*):! QU{CO #*)/;$3E*4(%4E$@+ML)79*+ ,/6,/Q<})# 551P#H +;6$@Q<5-}-}[1# E#0#*9 ):! O #*;$ *)(%+E+:$ Q
O(h2 )
+-=3E#%)+)$ * |u(T )−u | N
0 h2
0 O h
n=N
0 6Q}.871
]S'+-4$E46$E$E+)$ N ≥ βT
!3#B$E+EE#MV/9H#M57#
|u(T ) − uN | = |(e−βh )N − (1 − βh)N | · |u0 |.
(1 − βh) ≥ 0
QdA<+-@$c#%$c@#*6U@4<+-)$

aN − bN = (a − b) aN −1 + aN −2 b + aN −3 b2 + · · · + abN −2 + bN −1 ,
#*
4<)$E4F57# 0 6 Q<})851S4<,/465-#*)7 1 − βx ≤ e−βx
*
∀x ∈ R,
|u(T ) − uN | ≤ |e−βh − (1 − βh)| · N e−β(N −1)h |u0 |. 0 6Q}.671

n@#*6U@4<+-) 1 − βh ≥ 0
4,/457# eβh ≤ e
#*&LR$E4Y@#
e−β(N −1)h = eβh e−βT ≤ e · e−βT .
"#M$*8<#M!3( O #*+:#%,T#%)7c4,T4<E(n!3#geJ #HI3a+)#%)-@4<#%<#BL O +-4$E4)L?-#"!3# % (*@+/!+))#
β 2 h2 β2T 2
|e−βh − (1 − βh)| ≤ = .
dA4<)$E4F)+-$R!3(0!346$ +-)$R!3#MWJ 4)(*?7L4Y@( 0 6 Q}.671X57# 2 2N 2
|u(T ) − uN | ≤
eβ 2 T 2 e−βT 1
|u0 | · . 0 6Q7/L71
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1S#%$ &)#B#0$G@4<,LE4+)>Q !KJ #*@E#%R#*)7E@# u(T ) #H u Q{C<#j,T+-)7E@#f#%)
2 N
N
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$
/

+
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N →∞ u = u(T )
a#*,/#*)7A$E0 4 O )7R!0 #MeJ #HI3a+)#%)-@4<#%<#ML3@+0 &!# *(*0 @+ * O

−βh
e =
1
=
eβh
1
1 + βh + O(h2 )
=
1
1 + βh
+ O(h ). 2
0 6Q7/3}21
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0 f −βx
O

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f : R×R+ → R
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T >0 N
L JNCN J;H<KJ ` :=< B)L :=< L E :F<?>)P 2:FEG>` ` `

h = T /N tn = nh n = 0, 1, 2, . . . , N
C N
T N
|u(T ) − uN | ≤
C C
= h, 0 6Q /L/31
: NQJ>YP `3` BD:_5ACRZP=L AV:=EK> >:=E6L^@5:=EKE \JM> ` P=B NQJ >U K\RZP @ < NQJB ` BD:
N T
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b b b
u0 , u1 , . . . , u N

b
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limN →∞ |u(T ) − uN | = 0
u(T ) uN
9A9*++,/,/$f!34$E4#jE+-)i$AE57#*,/#j<$#0$A$@9;'(*,$E#*$";!K8J #%{C)>#*@g4<)$ +-9*4<)-af#!K8ZJ!3+-4O @!4$EE(*##B}n:#*L) A!3#%Q:3{CIo)9;'@L57E4657#g[\#+-8:4$"eJ #*57@E#j#%#

1/N = h/T = O(h) h
1/N h h |u(T ) − uN | = O(h)
:$R!3#g@#*,/$ #0$G&!34 O 4$E(gL&!#*3IKQ t=T O h
YZ#. Y. "Y . " / )&'Y&.

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u tn
tn+1
0 6Q7/K171
Z tn+1
u(tn+1 ) − u(tn ) = f (u(t), t)dt.
9:A3+L+4<R 6$juj[\@+-+E)a,n#"+-$E+#g)!$f@#%+^$c#qI2@4$E,@9;'U:(%@. 4<,*+-#%)/i$ !+# $=3#0@u(t9s#*0)2QA 1)Q#*}[#*)p1sD84$E9)-+J@4<#0(* $G?-Eu@NVLN)-!M4<@##)#f*,/L#*,j=EE+^#qI34!3,/#qL!E4E++-)4Y@!3#q# !3u(t# 0 6Q /J15)1 Q
tn
n n+1
n n+1
0
u n+1 n
− u = h f (u , t ) + f (u
1 n n+1
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) , n = 0, 1, 2 . . . , 0 6Q7/U?1
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0 6Q7/K571
p1 = f (un , tn ),
p2 = f (un + hn p1 , tn+1 ),
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[tn , tn+1 ] O tn+1/2 = (tn + tn+1 )/2
un+1 − un = hn f (un+1/2 , tn+1/2 ), 0 6Q7/L431

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un+1/2 u(tn+1/2 )
un+1/2
un+1/2 = un +
hn
f (un , tn ). 0 6Q7/K871
#*9*I2#Hp @<,/#M469H(H,/4<EE#u'(HE+257'!+2##u!#BL)4+$*)J$E(%4A$n9*E+L4<=Ea* #*#*)2#*#@+#%)$ $rL$@$E 4&)#y,T(* E'+3!3#y!3# R)?#HQC4N 2g]S+3)E@): L46!K$E$@J +L;)7!3 @#i/ 8
2
%

un
0 6Q7/K671
p1 = f (un , tn ),
hn hn
p2 = f (un + p 1 , tn + ),
2 2
un+1 = un + hn p2 .
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u t = tn u n+1
u
un
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p1 = f (un , tn ),
hn hn
p2 = f (un +
0 6Q 1-51
p 1 , tn + ),
2 2
hn hn
p3 = f (un + p 2 , tn + ),
2 2
n
p4 = f (u + hn p3 , tn+1 ),
hn
un+1 = un +
#*<M$%,/483<(H#R9L@J 4'#%)7$ +3ED!3(*?-#A)E!3#%#"#_,/)7&(*E,T)'?(%+3E#*!346N357#g2g!K#*J,/+@;M#%!3)-9*E #"-j$E6$EQ46#%}[5-) 1zG#R#%$@!57$ LSF)9HJ $D6LT#"4EE#%$E#*#*,/,/)#*$c)7$ $EC4 O )#&)7,/%+3Q (*4 2E'+3!3a#%#&$+-C$E#*+I3))$D#R<46579H)4<+-E#f#-,jQ e=J"#+@) #
(p1 + 2p2 + 2p3 + p4 ).
6
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t=T T
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tj = jh j = 0, 1, 2, . . . , N
N
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f
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M f~ : (~x, t) ∈ RM × R+ → f(~
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O #%9HE+@4#*<#0$
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O O
@#*<#B57# ~u : t ∈ R+ → ~u(t) ∈ RM
~u˙ (t) = f~(~u(t), t), t > 0,

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~u(0) = ~u0 .
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u1 (t), u2 (t), . . . , uM (t) ~u(t) ~u˙ (t)
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~ y , t))T (~x − ~y ) Q (f (x, t) − f (y, t))(x − y)
}%L8 3

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~un+1 = ~un + hn f~(~un , tn ).
~un+1
F
0
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~un ~u(tn )
6Q /#H 6Q 2Q

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f : (x, y, t) ∈ R2 × R+ → f (x, y, t) ∈ R
u0 v0
!3#%3Iq[\+-4$&9*+)7E4),/#*)7&!3(*@4 O =#82E#%<#B57#
u : t ∈ R+ → u(t) ∈ R,
ü(t) = f (u(t), u̇(t), t), t > 0,

0 6Q 1L?1
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u(0) = u0 , u̇(0) = v0 ,
2 2
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% # +*
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#%$ u(t) #* v(t) *
u̇(t) = v(t),
0 6Q 1L251
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#*
t > 0,
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u(0) = u0 v(0) = v0 .
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#*!3I2L #%@46,/!3L#%=3<##I3Q-4<.%<9&#,/+-#>9*$R+$u);!3+3+4EE#-+-Q`)6p$wxA[\+-$%)J 9s?@4<4<+-) !#%f$ !L)$ 0 Qa6FQ 1#g71T@#%+$ =r.*4,/)!3# (%:6#%Q )1!7Q1D)-R$*@J ]S(%#y9*+E!3)4<&#y$E4!3!+(*):@+$ 9 #0)9H* $T+):!3#
# # "
O f (x, y, t) = g(x, t) 0
ü(t) = g(u(t), t), t > 0,
0 6Q 1J571
u(0) = u , u̇(0) = v .
0 0

3 %} L6
!@]S4<# +-')>+46!3$ 46#%$E$R$E+Q3!3):{C(%$ E)v4 )(%+#%$R$S$E8#%4))9*++$ E)+-4<!3;)#0L$ $)7R9;!3'#%$SF[\Q+/3@8 ,j1H83)<+#0:$S$c!3#M(%9H!3@44<hZ+(*):@8-#*$S#H)c9*#B#%$ $S$@+-9;4Yl')(*4,#%$D a)* +#"cWJ @+Î2@4,+Î2U4@,4<+-U) N
h>0 tn = nh n = 0, 1, 2, . . . un
u(tn )
O 0 O
un+1 − 2un + un−1
0 6Q 1*431
0 6Q 1L851
= g(un , tn ), n = 1, 2, . . . ,
h2
0 6Q 1L651
u0 = u 0 ,
1
u1 = u0 + hv0 + h2 g(u0 , 0).
4&)7#*E,#%EL;@57(H@#*+ )0$g657Q 1J65# 1H830 64<FQ 1$E34F1A/:A#%!KE,/J 3E#H4B4$E!3#*#/ 9*0 6Q 9*1J571X#* #*A!KJ (%9H@Vr4E1#* @4<M!3# #H Qam_+-
2
un+1 un un−1
u1 = u(0) + hu̇(0) +
h2
ü(0); 0 6Q 751
#B+,/:#*#%,n,T=#%)7@#B&<!34,/#j!34Y@@(B+4<V/E#MeJ +!3;# !30@6#Q -/T7!31D# #%$ &$E#%+) ,/,/#B!3Q #%$&E@+46$c@#*,/4<#%@$RE#*@,/#%$&!o!3( O #HN 2
@@'(%$E+3+!3:#C/!3)FE,/#"J #%(H$)2EP',/+2-!(*$Z# @4<4):570 69H+Q #%1*):,T43!31 #%4Y@)70 4<6D+-Q)W1LJ )(08557#%1 <0 #*U6,/@Q 1L4<+-#*65)7)u1D!3#%$ $#%@A$D=!K+-)J #C+!3;9H#%!3+$ @,/# 0 ,/9;/ '#`L)F#*+-QZ<#M})$F15#01sL$GQf]S+$ )+-#*a$ZO#*# ):#%)-!R+-L4<)73F%@$E84<9*46K$#H(%EW#MJE#*#fI3:,T#*+-,T(*NN
u(h) t=0
*
<#-8$ 4,/#M,/4$c4)$ E@9s@4Y[G8:!3#MeJ +-$@9H4LE#*D':L@,T+-)465-#Q O

Z,A + ,-H'.#kJD&#L
O )-@3#,+4<* #Hq9H+-)$ 46!3(%E+-)$jWJ (%57U@4<+-) !34<hZ(*@#*)7E4#*<#i!3 !3#*I24.*,/#i+;!3@#r$E4<N
g(x, t) = −λx
λ > 0
ü(t) = −λu(t),
0 6Q :}[1 t > 0,
+5=4<.%,T# 6Q$ 1L+-55)71D !3#%#%39 I)+,n=E#0$`@(*#*6$X!Qc+wx)f)#0(0$G$*rQ]S[ 69*L4<4E#y#%,T!3##%)7 (%0 E64<lQ :#*}[v1`579*+@#E#06$ a$E++)!/3E4+q) @!+L N
u(0) = u0 , u̇(0) = v0 ,
E+-=<.%,/0 # 0 6Q }21XO #0$GA!+))(%#gL O

u0 , v 0
g(x, t) = −λx
v0 √ √
u(t) = √ sin λt + u0 cos λt, 0 6Q /31
$@57L):4k$R#%$!3"4Yqa9*(*@4Y+2@(%!$&45757#j#B!$E#j4K)a+-(*@4<$c+3!3:#+7$ +-)$ Q jJ L3@E#jLE%8a)+:$&a+ O +)$ O (*@4Yl:#*
λ
√
P = 2π/ λ
0 6Q *151

λh2
α= 1− ,
<+-@$D#B$E9;'(*,T)7,T(%E4657# 0 6Q 14F1 0 6Q 1L851 0 6Q 1J671D!3# O 4#*)7 *

2
un+1 = 2αun − un−1 , 0 66QQ ?2311 n = 1, 2, . . . ,

0
u = u0 , 0 6Q *551
u1 = αu0 + hv0 . 0
H} 2L 3

X!3>J (%?-$E#%L9*4<+E)( !v0 6!3Q -#*?-7E1( #%$ XLa#*(*#

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"
0 6Q 4F1
+:)#%$f<( +=E#*)2p9H#* @# (%57U@4<+-)y#%) E#%,T!#>-*eJL(%)757 LE4+) L3I !8 4YhZ(*@#*:)L9* #%$ 0 #H6 Q ?1 0 )+$
r2 = 2αr − 1,
O 1sQ 24 #%$ T!34<ha(%E#%)7T!3#}8keJ (%57LE4+) 9%L;9s@(*@4$ E4657# 6Q 4F1B!3,/#HT<#0$n!#*3I

"# " "

;9*4<)#0$c!34$ E4)9HE#%$ 0 9H+-,/<#*I3#%$c+v)+-)61 *

r 2
|α| 0 un−1 1 un r un+1
p #* 0 6Q L871 p
9A+$ca+ O +)$R<+-@$ O (*@4Yl#%R5-#g$E4F)+-$ca+-$E+)$

r1 = α + α2 − 1 r2 = α − α2 − 1.
0 6Q L651
O #%9
un = a(r1 )n + b(r2 )n , n = 0, 1, 2, . . .
1 h #H 1 h
9*+<+-,/@$ L@#* $@UE46$ #*[ L 4< 0 6Q ?5-1 4e0 836#%Q *) 251 #*0 E6EiQ L57!31s# Qe9A6+Q /3$M1H83$E+#%,/$ R,/!#%+$g)),(%L#g4)7EL#% )*L)7M#*) ,/#%$E@#/!#
a= u0 + √ v0 , b= u0 − √ v0 ,
2 2 α2 − 1 2 2 α2 − 1
un
un u(tn ) O 0
v0 √ √
u(tn ) = √ sin λtn + u0 cos λtn .
Cm 844<$@S57L# ; 6B)U@E@#0#*$GS@#B!FJ 4,/)#T:57+7$ #%L )7E4<E(j,/LzG+#*@(* #MA)#n8k9H$E+-))$$B@L57)7@+#M4 4<)!(*a!#*L))!$ )7E6#nQ L!67# 1
λ
!3@# (%O $E@#*):4Yj9H#o9*E!K+ J4<@):E$G#;L4)=!34<(*4<El(0)$u4,T!KJ#%+)7@n4?4+);#i$E57)7# ,T(%EE46#%57)!#QDO P#%p@$B9*e+J 4<))!3l4<)E44W+QU) 9&+-!3#y$j$G$E;#*L@=44+<)4<E$B(:<+-+-0 @$gq#%) #
|u(tn )|
n |r1 | ≤ 1 |r2 | ≤ 1 |un |
n
$@9;'(*, 0 6Q -71 0 6Q 231 0 6Q *551D!3# O 4#*)7&L4)$E4

p

α ± α2 − 1 ≤ 1. 0 6Q72L71
|α| > 1√
2<4 +-@$ 8KeJ 4)(*?7L4Y@( 0 6Q72L71A)#Ta#*0 +3B4TQL469HP4 $gfb*9H#0E+-$G@)C#/!3WJ$@4<EU4)@+44<)/E$ [(RL!344<#R,/E#-$GQ;?L24=)4C4L<4<4E@(c#[g1#09*$G#H+C`)7!3)E+-@+-#)9 $CLE+-)$ 8
2
√α ± α − 1 =
√
α ± i 1 − α2 i
|α| ≤ 1
574W8L O v!# 0 6Q L171s8!3# O 4<#%)- *

|α± α2 − 1| = (α2 +(1−α2 ))1/2 = 1 |α| ≤ 1
2
h≤ √ . 0 6Q723}21
@[m`#*L3,/qR9*#H$ +hZ)#%$E9s(%@!357+#*4<jA#%)7bH%@<8C:E#q$R9;!3'#f$+E466@$ +4C46aa$c(*#H@@4<4Y+30$cQ !3!3#A#g)@#u#*,/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,#o#0 $Gj657$Q F!?J 4<# 1
λ
√
P = 2π/ λ u
0 6Q *231 0 6Q L551SL4<A!3#0$R9;'L)9*#%$R!3#B!+))#%c)#BLE+Î34,UE4+)v9H+-E@#%9HE#Q 0

h
60 Q {C7)i1 l[0 6I24Y(-Q 08 823+1 )i0 6aQ #*L355A1B ,/#%$ #0+-T9 )-!K@EJ +#%;R!35-@#>#B/o$ +-#*) $c8`9L9*+J82#%)L$ !+Nx4YVU;@$`4<Nx+-!3W) 4<J @#%#qE0 @6$E#*Q74D23}2+-1s) 83a#B+-$E$E9;# '(%,n)2#0$GD,/=:(%+-EE4657)O (%#0##9
WJ 4)3Al))4eQ7#Twx9*+#%))$ #%@$S)-@!3# #&0,/4)Ob*!3,/(%:#&#%a)+!X)-@#A#T$E!9;'# (*,1& ,j6Q 1<E4F41 4<6(%#nQ 1L851 6Q 1J671k+;<+-$@@5-$@57# #RfE#%[\+-))! 9sO@4<#*+-;) $
h h = T /N
T >0 tn = nh n = 0, 1, 2, . . . , N |u(T ) − uN |
g
#0$GA$E3q$E,/,T#%)7c@(*?-4<.%E#-Q
N
0 0 0 h2 N
}H23}

Z. & .
f e*kJ#&kL
\W& $")v9*+)$E46!3.*@#g<#g@+=.*,/#M!3#n]D9;'21 *
u̇(t) = −(u(t)) + cos(t) m $ 4 t > 0,
+54 m #%$ &)i#*)7E4#*R4,/L4%Q
u(0) = 0,
}Q >+-)-@E#%R5-#M<#g@+=.*,/#M9H4<Nx!3#%$@$ :$c:+7$E$E.%!3#g)#B$ +-<3@4<+-)r?-<+-=L#f)465-#Q

/3Q 2+-4Y )h#uL) E+^@I34,/,/.HLEE@4#+)a+-!3$E# 4Y@4Y[&!3+-)8 )(8k$ +-4Y t = nh{X8 9*En4@=#<#q0,$@1,9;'2,(*,. .i.8!K#*J n{C$ +-#*4Y
@(HE@+?-@-!3#Aa#*@,/#HE@L)7A!3#M9%u(tL69H)#* nu= 0,VT1,2,LE.E.4.&!3# u Q
n
n
u
1QR!3d #n9AL.# E-cE4EM+-!3)rya$@+9;'A(*,9*u9*+=3<#%@c#*)2y)#M)+-a +4#%)-<n#M/3L8Z(09H@@+^4<@I3#j4<,)LE4$ +#%)u_!3# $g!3Q #T6q,/(H@'+3!3#

n
n+1 n
O
j}-QXB&FDU#i'.#&B@% +=<.%,T#>9*4YNx!3#%$@$E$/:#%3u$E#v,/#* E@#o$E+$/6y[\+@,T#>!3 @u+=<.%,T# 6Q<}21T#*)
1
a+-$@L)7 f (x, t) = −x + cos t #* u = 0Q3mX4$@57# m #0$GR4,T:L4R#H 0

m
0
∂f
(x, t) = −mxm−1 ≤ 0,
6T[\+):9sE4+) #0$GA!(%9H@+46$@$E)-@#"#*&$ELE46$G[ 4YA!3+-)9
f
∂x
m`nJ+3f4i9*+<#M)$E@(%(%57$E<#%@)-L0R8!FWJ J '2#*12I2a46$ +LEE#*'):.%9H$E#g# #HA0 6!KQ /5J 1&)!346o9H4<EE(-'Q (%+@.*,/# 6Q}j#0$Gg$ELE46$G[ 4Y@#Ba+ Q
(f (x, t) − f (y, t))(x − y) ≤ 0 ∀x, y ∈ R.
`(t) = 0
/QF#M$@9;'(*,/!KJ {C#*&@(H@E+-?;!3#f$*J (%9*E4<

n+1 n n+1 m
u = u + h −(u ) + cos(tn+1 ) , n = 0, 1, 2, . . . ,
u0 = 0.
:]SL#iEE$@49;&'!3(*#,y#%Q $ T4,/<469H4<E#i9*n4c)#i:#%E,/#*T-$n!#v9%L69H#* !4<@#%9HE#*,/#%)-V

n
un+1
1)vQ:{C)ha+#0,j9sE=E+#g)@$"(*#*<#n @#*E,/#%P4<#%57&#-$A!3$@9;'(%,/u!KJ {X<#%"@(H@E+-?;!3#-Q3wxk$%J L?4<"!3#BE@+ O #*

u
u1

0 6Q 2L/31
u1 = u0 + h −(u1 )m + cos(t1 )

= h −(u1 )m + cos(h) .
:m_L+- M!3(H@#*@,T4)#% u )+$g!3# O +):$"!3+-)9T9;'#*;9;'#*"<# *(%E+v!3#Tu[\+)9HE4+) g !(Hl)4#

1
g(x) = x + hxm − h cos(h).

H} 2J/ 3

n,/(*E'+3!3#B!3#n9A#.-c@+)v:+-&LE+39;'#%D# *(%E+/!3# $%J (09H@4Y g
g(xk )
xk+1 = xk −
g 0 (xk )
xk + h(xk )m − h cos(h)
= xk − .
3!]S#n'+-9A4$E#.46-c$E$E@++))i$ $*J (%9*E4<&!3+)9* 9*+,/,/# O L#*X!#A!3(*:LE%QP#RE#%,/4<#%C$X!3#&6g,T(*E'+3!3#

1 + mh(xk )m−1
x0 = u 0 = 0
9A+$ca+ O +)$cE4<46$ #% 9*+,/,/#BL@+Î34<,LE4+)u!3# Q

x1
x1 = h cos(h).
u1
=f e.*,/*H# kL#&kL eW : 3+4< β >0

) )+-,j=@#/E(%#*à+-$E4Y@4Y[R!3+))(/#Hj9H+-)$E4!3(%E+-)$f<#/@+LN
$4
u̇(t) = −βu(t), t > 0,
0 6Q72K171
+5$E+4 4< #%$ c)#n)L# O @<+^#%I34<R,!3L+E)4+))r(*#-!Q # 2+-4Y 8)u:L;L,/.H@E#":+7m_$ +4<E4<&[!3#%+-$&),T)((*83E'$E++34<!3 #0$&!3# 3A#*#H)
u(0) = u0 ,
u0 h tn = nh
#* R)?-#H4N 2g3 ;n9*-$E$E457#-8$ +-$R57#*#g9*+)!4Y@4<+-)v6TE#%LE4+)
un u(tn ) n = 0, 1, 2, . . .
lim un = 0
LNeENW#%<#g<4#* n→∞
j \L D\K'): #&@5BJW% @5J J< E ]S+)$E4!(*@+)$<#&$@9;'(%,/ 6Q7/K551Pa+C@(%$E+:!3E#D)2,/(*@457#%,/#*)7

#gE+-=.*,/# 0 6Q72K171sQA9A+$& O +)$ 0
p1 = −βun ,
p2 = −β(un + hp1 ) = βun (−1 + βh),

n+1 n h β 2 h2
u =u + (p 1 + p 2 ) = 1 − βh + un .
m`LR4)!3:9sE4+)i)+-$c+=E#*)+)$R!3+-)9
2 2
n
β 2 h2
un = 1 − βh + u0 ,
#*&LR9H+-)$E(%57#*)7 $4
2
limn→∞ un = 0
0 6Q72U?1

2 2
1 − βh + β h < 1.

9A!+L)E$g+-)6u$ ql:?#Xa@#+126)Q}tQP,/]S#X!4<(H@l#*,/)47#%)-M )q(x) +-)$ |q(x)|/2<8%!1+)7$E4 0#C?<;Lx'<#C#%2$ QFX@#*J 4)E(%(0?-$ L#%)-4<E@((

2
+-$M= O 1−x+x 2
H} 2K1
0 6Q72U?1#%$ v!+)9y+$EL;$EE5746$G[ # 4Y@#$ 4 βh < 2
Q 9A+$v9H+-)9H+):$u!3+-)9o#%)U@,/)7r57#
0 6Q 2L231
limn→∞ un = 0
2
h< .
9W*J +4<o))(%!9H?-+-4Y@)4<<+-!34<E)r4<( E4#0+$G6) RQ})6!3j/5#r1s,/Q$G9A;b*L,/+L=@#M4+<4<)57E(r$R#g#%!3)o9H #*$E-#f9;$E'+-$@(*L=3,)7E#%A>)257!3#"#a# a3A+#*R) <#M!L$@9;)'$n(*,9H#uj#%9%$ !F"J$M{C#j#0$G<!3#%( R#*E++-?a@#%#*$@,/$ Qk4<#%[G]S)-8 f#*O +!3E4##
β
h ≤ 2/β
4,T4<E(nVnWJ +0 ;!3E# /T!3# Q −x

1 − x + x2 /2 O
e
-1
-1 0 1 2 3
X #&RUW eW F#g?;L'#f!3ia+12)t,/# x → 1 − x + x2 /2

Q
a+\L &K: E@5(0$JZ+-@3J !3@I<#"

E#g7J @ +<=.*L L,/PZ# UNQ0 P=6>Q 2J>AV15H1s<KQAJ 9A +]S$R+ )O $E+46!3)(*$ @+)$c,4<)7E#%)L)7&#j$@9;'(*, 0 6Q 1-51

p1 = −βun ,

n h n βh
p2 = −β u + p1 = βu −1 + ,
2 2

h βh β 2 h2
p3 = −β un + p2 = βun −1 + − ,
2 2 4

β 2 h2 β 3 h3
p4 = −β (un + hp3 ) = βun −1 + βh − + ,
2 4
h
un+1 = un + (p1 + 2p2 + 2p3 + p4 )
6
β 2 h2 β 3 h3 β 4 h4
= 1 − βh + − + un .
m`R4<)!9s@4<+-)v)+$c+-=3E#%)+)$R!+)9
2 6 24
n
n β 2 h2 β 3 h3 β 4 h4
u = 1 − βh + − + u0 ,
#*&L&9*+)$E(%57#%)7 $E4
2 6 24
limn→∞ un = 0
0 6Q 2J551
2 2 3 3

4 4
1 − βh + β h − β h + β h < 1.

2 6 24
H} 2U 3

?-9A@+LE+-')#M$ #%$ AQF#n@X#*aJ 4+@)(%12(*$E?7)#*Lt)7,/@4Y@(B#( !!3L6(*)Q7l2K$&)574`1f/#%l:$ ?j !3@#n+):69Q7/3$EQKL]SE46$G[ 4<@4Y#*@,/#q#*$ )74

r r(x) = 1 − x + x2 /2 − x3 /6 + x4 /24
$Qe9&4 +:$B9H+-8K)!39H+)7g++3):<4 #$
!3+-)9g57#
x̄ ' 2.785
limn→∞ un = 0
0 +;$@5-# |r(x)| < 1 0 < x < x̄
βh < 2.78
2.78
h< .
0#$@9;$Gu' (*9H,+-)g!3!K4<EJ 4{C+)QS#*!3S]S#T#*$ E @+-@#i?=@49*#%<+4<$@E$)(4<![G8!34Y@#T4<+-+-4<) u`W#%,/J 4$ )(H(%E,/'?-L+2+!4<4E)#/( $T!E#6#0Q<$GR}H@/3E1H46)9sQK?@9&4#*O +L3N #r2g@+357)E$C@#>r#*)/9H9H#%6<$@#i$@$ $@46+57L=3)7@C#n#*)25-!#v# )$g:+-9H#//9*#0-$G<#$
β
#M!3( O #*+a#*,/#*)7&4<,/4<E(BVTWO J +-@!3@#f/!# 0 Q

h ≤ x̄/β
r(x)
e−x
-1
-1 0 1 2 3
X #&RUW\W : P#M?;L'#g!3ia+17)t,/# x → 1 − x + x2 /2 − x3 /6 + x4 /24

Q

Ô. ( M(#*)& )$ Y S"#. . &'.-, )& S"Y.
)2,/F(*#0@{X$u465-,/<#%#*(*%,/E8 '#*R+3)7!3j#0)!3$v?#0#H57$jN42g$E#y123$ E)E@+.%5,/:1H$rQk#%]S$B #%O !3$j+4<hZ),/(*$u@(H#*E)7'EE(0+24$ !#*#%6#%)7$j$BE!K(*a#0J +#*$u@;,/!3!@#H#i)EE$v}q#*)79H$ /#y+-)-!39;T#u':!3L9*#%$4<E9*@##*a + v@(%$EVi+:!3L@E# N
% )
@a4<+!3/# 0 9*u9*Q`P#*#% $ QX ]S4Y@+)$nLT#HI3#%,T<E#r4<46<$ #0#%$j)7/,/(H#%@$ '+3O !3L#%#*$/!K@$ J dRu!8 ,/u$%8k<#0u8$ju,/(H@'8 +3.!3.#%.$ 8
"
n % " n n−1
n+1
n−2
@(%!49HE#* Nx9H+-E@u#%9HE#*%8 O +-4<cR#HI3#*,/# <}H/28 Q

n+1

$#0E+$G)7c]SE+@,/.%$&,/$E#D#*):>M)L$ +A 4 =$k#%#%W$R)pJ LO L+)Ir)?-$aO #*4$nE1sE!QZ@wx=C)U$k#*@I24<"46+-$ )E$ #/#0$c9s)2E4)p+,/) 9H(*#%6@ Q74;/357L8^49H)y#0#%$* )Q;+-L$",j4)>)=#%!3$@#4<(%"57!3#<L+-,/E@4$c+(H)57@'$k+3#M!3!34<ha#%#M$M(%Ea#%E+-)-+=@4<M#%.*<,/E#%(*#$N
$E+!E#g9H#M?-0 #*)@#f!#ME+-=.*,/#%$%8 O +-4<cR#HI3#*,/# <})1 WQ
" %

R

X

T
c R
%$#&(#*+-,/." *,/O. "Y##,/. YO#Y. *
$ES]SeJ 4<+-E)7#%)@<$E#*4#B !3O (%57E<+-# # )$K[0,#C1]@8+E=@+.* ,/O #*#XC$E)4 O #&L[\)7+- )**9s(*@@4<+-))-ku!3!3+)#%3)I/(X!3[\+#*46$XIf9H+-[\+-)7)E49s) @4<+-,T)$#%)7cS#*!3 (*f@4 9HO +-)-=@4<#A)2$ #0$
$E4 0 < x < 1,
[0, 1]
00
− u (x) + c(x)u(x) = f (x)
0 }0Q}[1
A) #HI3#*,/#o!3#>$ 4<E:UE4+)~'213$ 4657#i+34 9H#>@+=<.%,T#v#%$ q@#*)9*+)7E@(r#0$Gq9*#*4&!3
u(0) = u(1) = 0.
:(%9;'46$E$E#*,/#%)-`!KJ )#ca+3@E#R!3#c+)?-#*k)4<E(-8L!KJ #HI2E@(*,/4<E(%$ x = 0 #* x = 1 8^(*E4E(%#

$E$E#*4,T+)i<#%$E,T+)i#%)7UkI3L#gLR1(%#X)#gV&$E[\+#%;$P9H#H# I2PE@(*8,/$ +-4<E(%,/$ 4$El#M?:VTQ-}0)Q#B}[1H!3Q*#%d&)$+4<;E$F(g#C4<),/(%+L,/4@#g#*)7! #B9;(%'9;L'@46?$@$E# f)-(x) #*
>#%:$ S+-4<)7#&A,/!K+2J L!=:$E<9*#f4$@!3$ ## Cx+-#%$ )A?j$ +-!<q3@,4<+-U)>E(%!3E>46L0 @#*+ =.*,/# #%0 $ }0SQ#&}[1c,/ +O ,/#09#*)7c(x) D

E

4
) *
9 <
4
= P/EI(x)

:
K
! J
4
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# 8EE+544 #
u(x)
E
!#M/$E#%9s@4<+-)v!#MTa+3@E#Bra+4)7 x Q I(x)
f (x)
x=0 x=1
−P P
X #R\W (\W& |k(%9;'46$E$E#*,/#%)-&!KJ )#Ma+E@#Q

9#**&+;VB!3A#B)p)@#g#*L)3!3!@#%E)#/#n$ 4<#H#%EI3(g)7#%E!3,T@#g#j9;<#%'#/$"L#%@#H$ ?I2B# E9H@(*#%#*,/<EE4<4S46E9*(%!3$ p<# !3(*69*#H#*!,/L#*))7$c 9H#fO #%8a9* $E-@+$*49%87L,/+ )v46$ #TVq)y#ja@+#*4)8 )7$E 4<+-)o!FJ )4<)E(#
u(x) x
l0 ?QP}%Q7/31HQ O x=0*
f (x)
x=1
c(x) = 0 ∀x ∈ [0, 1]
}H2J2
}H2K5 3
%4 1
f (x)
0 x 1
u(x)
X #R\W" (\W : "(*69*#*,/#*)7 O #% @49%LK!KJ )#B9*+;!3#fE#*):!3#Q

!3 T+!3)R#*$q#%,/I24.*$@@,/$574f#D+-!3+)#*;3$F!3I @57#X9*!3#C++6)R)7!3k4<Ee@J4#*4<+)7,/):@$4(*.*?@;#Ù(%@574<+-)jLE!34+-+4Y)M8 !3[ L# 4E0 #D}%LQ}[1K#%8c@$ PL@Ea)#S#C#*!3(0(*#*57#03$IjU@9*4<++-))g$ @!4YhZ)7E(*#%@$%#*QH)79&E4+#*:#$
O 8574P:#%E,/#HEE#%)-A!#g!(HE#%E,/4)#*R#%$A!3#*3Iv9H+):$G;L)7E#0$R!KJ 4)7E(%?;UE4+)PQ u(0) = 0 u(1) = 0
"
}0 %-$MQ2}[!34F1D#/W/J +[\+)i@),j$ #M#H<A#/:+7a$ )#*# #B@,T$ #%#* ;<#BL)7$ $EB+D!K3WJ@J+-4<4<)7=3+-E)FE#%#%Q )O34B<3#H# [kI3a+49*4YA@82#*57+,/)v#*#*6)7:57 #%3#%&$R,/9%+8F$c)7a@E+E@.0#*$RRg@57@+E3#g#0 $*<#g824F@)F+J =#HI3<.%46,T$G@## Q

c≥0 [0, 1]
wx!3A>9*+E) +-O =4<#%<.%)7,/# !+)}%9>Q<}2!31s#o8!FE@J + $EO $E#*4F/@.%) $A,/5-+U#M1#%eJ)~+) !KJ L#%3%EQ +3&9;')#%#j/,T<#0(*$ E'O +3L!3#*#j:;$q+-!3A#>UE6pE#%4<$ )+-!<EE#B4+9*) #
u(x) x ∈ (0, 1)
=@+A=9H<+.%,T):$ #D46$G57@#f42V/<0 !34246#0$@9H$G_@(HE@46$E+2#*9;D'<#X#M#H`@57+=43<.%9H,T+-,T# 0 E}0#%)Q}[O!M1H82)T9J #0)$G+E,nNVL=N!@#C4<@l#f)Vn43!3#"# @@L)#*$[\;+$k@,TVA9*#%c#*9*)v#*0) Q

fL)$R9*#B9;'L4Y@E#f)+:$R@(%$E#*)7E+-)$c5-#*65-#%$ NW)#%$c!3#B9H#0$c,/(HE'+2O !#%$%Q
#Z#.#. Y &'. . Y.

2+-4Y ) #*)7@4<#%M:+7$ 4<E4<[ +) a+-$E#

N
0, 1, 2, . . . , N + 1
83#%$Ra+4)7@$R!3#B!4$@9H@(H@4$@U@4<+-) 0 l:?QF}0Q 15#*1sQj+))+L@#
*
h = 1/(N + 1) xj = jh j =
8
x0 x1 x2 xN −1 xN xN +1
X #&RUW")(eW N mk+-4<)7;$R!3#B!346$E9*E(*E46$ELE4+)FQ
0 h 2h 1
!3(%E4 9&O L+-=$j#8 O <++-)@$$ O !)$M#E'(*+@.*,/# /Q 2i57#-8$E4 #0$Gn57LE@#/[\+46$j9*+)7E4),/#*)7 u
0 }%Q /51
δh2 u(x)
u00 (x) = + O(h2 )
h2
u(x + h) − 2u(x) + u(x − h)
+ O(h2 ),
+59*+4 )$ @)-@#g,j!3(%$E<4E?4)#r4<(%#M) @L#% $ E#uQ 574W8_<+-@$@57# @#*)! O #%@$ *(*@+8E#0$G@#q=a+@)(uj)#
=
h2
O(h2 ) h
}[ 0 %4$@Q7m_L/3)7+1A #H* M@)(%+-$E+$g:!39*E#r9*)2<+-,/)(*$f@!3457#%$ #%O ,TL#%#*)7T@$#iE8F+-$E=#*):.*$ ,/(%#%# $f0 bH}%@E#TQ<}21s8_@+2)9;+':#%$/$f)!3+# $T4)$E4<#H@B+):$@U$TE46!$ # N

h2
uj u(xj )
−uj−1 + 2uj − uj+1

+ c(xj )uj = f (xj ) 0 }%}%QQ ?1511
1 ≤ j ≤ N,
0
h2
u0 = uN +1 = 0.

}H2L4
P #$E9;'(%,83 0S}%+-Q 15a1 +-$E0 4Y}0@4<+-Q 7)r1AL#%r$ M@+=a#*.*,/( # }%Q<}21C574K#0$GRL a #*( +y#*)9*+@#
wx!:q$*J L@?-+4YC=!K.*J,/)q# $@}%9;'(*Q}[,1HQ fR!K(0J $ +-!3@+^@#I34<,}0UQ@154<+-1 )j0}%Q `71È)# # 4#*)7S Vj9;'#*;9;'#*` )q)+,n = @#Rl)4Z!3# Q
" %

+

O <#%@$ Q574Z0 !3# O ;L4#*)7CbH@E#"!3#%0 $SL@0 +Î34<,LE4+O )$`!3# 0 +))+LE#

# %

uj
1H8 u(xj ) uj ' u(xj )
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YZ#.#. *. & Z

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[0, 1]
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u0h (x)vh0 (x)dx + c(x)uh (x)vh (x)dx = f (x)vh (x)dx
a +"@+3@#j!3[\#+-)9s}0@4<+-Q 65) 1HQ3mC46$E57# Q$")y#%!$ 4<A;u9;'57#*;9;# '0(g}%!LQ<}0):5$ 1c#0$Gg8+)i)# a#*3&(09H@ 4<@#1*
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uh Vh
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0 }%Q<}H231
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vh ∈Vh
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uh
c(x) = 0 ∀x ∈ [0, 1] u
0 }%Q<})551
Z 1
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{C#%)r$c(%:?-+7L$E4<E)7(% $ }%Q<})551S$*J (%9*E4 #%)- * 82574Z@#*@(%$E#*)7E#RWJ #*@E#%X#%)-@E# #* La+4)- 8
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0
0
e(x) = u(x) − uh (x)
O u uh x
0 }%Q<}4F1
Z 1
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m`L&!(Hl)4<E4+)>!3#g6/)+@,/# #HA!3#MWJ #%E@#* 83)+-$& O +)$
∀vh ∈ Vh .
0
| · |1 e
Z 1 Z 1
2 2
(e0 (x)) dx = e0 (x)(u0 (x) − u0h (x))dx.
{C)v@#*))-A9*+,/3@#g!# 0 %} Q<}4F1S!L):$ceJ (*?7L4Y@(g9*4YNx!3#0$E$E$%83)+$c+-=3E#%)+):$R!3+)91*
|e|1 =
0 0
Z 1 Z 1
2
e0 (x)u0 (x)dx = e0 (x)(u0 (x) − vh0 (x))dx,
+5349;' -cL#0f$Gq!L))$R#>9*#H(*(*@,/#B!3#*)7#*u@)574.*@#%#"9*#*+I3)57E#0$E#>$E4!3+# )F82)+-QX{C$c) +=33@E#*4)<46+-$@)L)7$ q* eJ 4)(*?7L4Y@(i!#y]DL9;'217N
|e|1 =
0 0
vh Vh
Z 1 1/2 Z 1 1/2
2
(e0 (x))2 dx (u0 (x) − vh0 (x))2 dx
9 J #0$GENVLN!34@#
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0 0
wxa7+$ 3R/+-_=3!3E#%#S)$E44< ,/}%4<lQ<}H#*23k1S9H#HEE#0#S9 4<)(%?-<4<EQ (C:L #H!3#S@#*)!3@#C#C,/4<)4<,n, $

2
|e|1 ≤ |e|1 |u − vh |1 .
0 O C=1
|e|1 v h ∈ Vh

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0[x , x ], [x , x ], . . . , [x , x
1 1 2 N N +1 ]

ϕ ,ϕ ,...,ϕ
12
N# % ' h
x1 , x2 , . . . , x N
x
0 x1 x2 ... xi−1 xi xi+1 . . . xN xN +1 = 1
X #R\W (\W$_ P#f?-@'#M!3#g6T[\+)9HE4+) Q

34 8L+;$ #%$ &)#B9*+,j=4<)4$E+)r<4)(0L4E#g!3#%$ 84WQ #-Q
ϕi
g ∈ Vh g ϕi
N
X
g(x) = gi ϕi (x),
#*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@#*,L#*EN

i=1
57# #0$G&O )#g[\+)9HE40+)iU)#M$E&9;'57#g(%<(%,T#%)7&?(*+-,/(HE@465-#Q

g
g(xj ) = gj 1 ≤ j ≤ N g(0) = g(1) = 0
g
})5L/ 3
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g(x)
g4
g3
g1
g2
x
0
x1 x2 x3 x4 ... xN xN +1 = 1
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24
u∈V
8L+;$Dn[\+):9sE4+)>!3(*l)4#gL
N
X
rh u = u(xi )ϕi
#0m`$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,/+) ,/#*)78 O +-* 4<Dn!3(Hl:)4Y@4<+-)}-Q 2Q
i=1
O O u
0 }%Q /51
rh u ∈ Vh
min |u − vh |1 ≤ |u − rh u|1 .
dA4<)$E4WJ #%$ E4,/LE4+)M!KJ #*@E#% 0 }0Q})251:!"@'(*+-E.%,/#R}%Q7/D!3# O 4#*)7%8*#*)M3@4<4$@L)7 0 }%Q7/L71 *
vh ∈Vh
0 }%Q /}[1
a]S]S#*#*#*3 EEC#q#jb*E#%!@$ #*#RE@4)9H,/+4<.%L)7EE@#/4E+t-4)><)(%(*@#D?7(%$EL$E434Y)<@E+(/#B:,T!K$`J+-$EL )7@O E?+@#/),/$57#%#%)-$ #;E$c4W,/J E#*@#*@.%È$A#%WJ $ #%g#%E,j@#*#*)7=E6_L@# !K=J 4<#%)7$A@#H#*V @:9H#*+-LIi!EL457+):)T$g4k#*9Hi)7+E):)@!3# +-E,/46$ #H#%# )-fL Q
|u − uh |1 ≤ C|u − rh u|1 .
u uh | · |1
u rh u
@'(*+-E.%,T#/}-Q /QA9&+:$R!3(*,/+)7@E+-)$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 ;N :=B>H<Ka J JM>ML J
E 7b JE @=BD\ ` P=B N JM> :FE ULTAV:FEG> c(x) ≥ 0 ∀x ∈ [0, 1] u
@5J P2>J b b NQ:=B>Ê :F<?>P 2:FEG>)N J>MLTACRZP=L AV:=E @ JBMBDJML < E JU:=EK>ML PFEKL J)ACE @5\ ` JE @3PFEKL JS@3J JL @3:=E U;@5J b
|u − uh |1 ≤ Ch,
;>XJ =#0$G@4<,%U.@'Q4<+-),-'.!K#J #*% @E#% }%Q7/J/51/#%$ r)#y9*+)$E(%57#%)9H#!# }0Q7/3}21V 9H+-)!34<E4+)!#

C N h
,/+)7@E#%c57# 0 0
0 }%Q /J151
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C̃
|u − rh u|1 ≤ C̃h,
N
w = u − rh u.

3 })5J1
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rh u(xi ) = u(xi ) 0 ≤ i ≤ N + 1 w(xi ) = 0
ξi ∈]xi , xi+1 [
$E&9;'-57#g(*(*,/#*)7&?(%+,/(H@E4657#
w0 (ξi ) = 0 0 ≤ i ≤ N
[xi , xi+1 ]
)+$c+-=3E#%)+):$*83a+
rh u
x ∈ [xi , xi+1 ]
*
Z x Z x
w0 (x) = w00 (s)ds = u00 (s)ds.
9A+$A!3(%!34$E+)$R!#g9*#HEE#M(*?7L4Y@(M5-#8a+ ξi ξi
x ∈ [xi , xi+1 ]
*
Z xi+1
|w0 (x)| ≤ |u00 (s)|ds.
{X)jL<4657L)7KeJ 4)(*?7L4Y@(C!3#D]DL:9;'717N 39;' -D )+:$K O +):$K!3+)98Ha+ xi
x ∈ [xi , xi+1 ]
*
Z xi+1 1/2 Z xi+1 1/2
|w0 (x)| ≤ 12 ds |u00 (s)|2 ds
xi xi
Z xi+1 1/2
≤ h1/2 |u00 (s)|2 ds .
{X,/)(*E(*@4#57O # )-gLo9%L@E8(B)9*+#H: @$c#T+!=3#*@#*@))4<+-.%)E$#j*4<)(%?-<4<E(B#*"#%)oeJ 4)-@(*?-@)-f$ "eJ (*(*,/#%)-f?(%+LN

xi
[xi , xi+1 ]
Z xi+1 Z xi+1
|w0 (x)|2 dx ≤ h2 |u00 (s)|2 ds.
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xi
i
xi
Z 1
|u − rh u|21 = |w|21 = |w0 (x)|2 dx
0
N Z
X xi+1 N Z
X xi+1
0 2 2
= |w (x)| dx ≤ h |u00 (s)|2 ds
i=0 xi i=0 xi
Z 1
= h2 |u00 (s)|2 ds.
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0
C̃
Z 1 1/2
00 2
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Z 1 Z 1
Aji = ϕ0i (x)ϕ0j (x)dx + c(x)ϕi (x)ϕj (x)dx,
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8L4)$E4F5-#M<#0$R9H+,/a+-$@L)7E#0$
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a+ 1 ≤ j ≤ N.
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
$E4
2/h
$E4 i = j,
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Z 1 
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0
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|i − j| = 1,
.
)nJ+-3$MEa@#`+O+ 0)8H$B:3+-E4F<46+-$E#*=3BE#%))4<P#<#0[\+$ @O ,jL#*#u;$K!K!3J 4)-# @(*?-@LE4+))7,T(%E4657#8P#H#*P)p!3# WJ +39*9*@E#%)9H#6 8

R1 R1
c(x)ϕi (x)ϕj (x)dx f (x)ϕj (x)dx
[\+-E ,n<#C9*+,/a+-$E4Y@#_!#%$K@@:. *#0$*8 O +4KeJ #HI3#*,/#l1Q /Q 9&+:$FLE+39;'+-)$K!3+):9
0 0
R1
0 `(x)dx

1 1
Lh (`) = h `(x0 ) + `(x1 ) + `(x2 ) + · · · + `(xN ) + `(xN +1 ) .
9A+$ O (*@4Yl+-)$cL46$ (%,/#*)7&5-#

2 2
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0 }%Q /L71
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 hc(x ) i = j,
j
Lh (cϕi ϕj ) =
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0 }%Q /L231
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Lh (f ϕj ) = hf (xj ).
R1
0
c(x)ϕi (x)ϕj (x)dx
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h
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(xj )1≤j≤N
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ϕi
ϕi Vh
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uh h
h = max |xi+1 − xi |.
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)+|k$R4#%))vL!#*O ,/+)#%))-+-0)8Z$c)+L@)i+)#HI3$f#%57,T#n<#M6!@')(*$R+-E6T4#n$E!#%9H#%E$f4+(*)i(*,/$ #*4 O)7L;O $&)7@l#)Q 4$f#%$ M9H+,/.H@#*,/#*)7f,/LN
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
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)
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E
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
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ψ (x) = (x − x )(x − x i+1 ) i+ 21
i x ≤ x ≤ x ,
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)
$E4 x ≤ x + x ≥ x ;

 i i+1 i i+ 21





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(x − x )(x − x ) i i+1
0

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$E4 x ≤ x + x ≥ x .
i+ 21 i i+ 12 i+1
ψ i+ 12 (x) =



,/P#j#%)-?-&@#%$R'#B[\+!3)#09H$&E4+[\+-))$ 9sψ@4<+-)#H$ ψψ #H ψ$ +-)-c@#*#%$ <"#0$R@#*5-@,# (%$E* #*)7@(B!L)$Aql?E#q}0Q 5Qa]S6L4@#HN

0 i i+1
i i+1/2
i i+1/2
0 }%Q /J851
ψi (xj ) = δij , 0 ≤ j ≤ M + 1,
ψi (x
ψi|[xj−1 ,xj ]
j+ 21 ) = 0,
#%$ &)i:+-<12)t-,/#g!#B!3#*?-E( /
0 ≤ j ≤ M,
, 1 ≤ j ≤ M + 1;
0 }%Q /J651
ψi+ 21 (xj+ 12 ) = δij , 0 ≤ j ≤ M,
ψi+ 21 (xj ) = 0,
%# $ &)v:+-<12)t-,T#B!#g!#*?@(n/
0 ≤ j ≤ M + 1,
34`)+$fa+-$E+)$f,L4)7E#%)L)7 8 8 8 8 8_<+-@$j<#0$ 8
ψi+ 12 |[x , 1 ≤ j ≤ M + 1.
j−1 ,xj ]
8 8
N = 2M + 1 ϕ1 = ψ1/2 ϕ2 = ψ1 ϕ3 = ψ3/2 8 8
[\9A+-+)9s@$n4<+-#%)$T$ 9;'+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<@#*$j,/#%)-:C#%4<)+-!3)(%$n:4#%9*)4S!#%))-9H@+-#%E$%# Q
ϕ4 = ψ2 ϕ5 = ψ5/2 ϕ6 = ψ3 . . . ϕ2M = ψM ϕ2M +1 = ψM +1/2
ϕ1 ϕ2 . . . ϕN V
#0$ :9H#M!3#gG12a#M(*(*,/#*)7;$Dl)46$*QS9A+$R!4<@+)$R4<):$ 4F57#*
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x0 , x1 , x2 , . . . , xM +1
$E+)7R<#0$ "
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ψi (x)
1 6
ψi− 12 (x) ψi+ 21 (x)
- x
xi−1 xi− 12 xi xi+ 12 xi+1
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[x0 , x1 ], [x1 , x2 ], . . . , [xM , xM +1 ]

x , x
, x 5/2 8
, . . . , xM +1/2
"
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' 1/2
3/2

ϕ
, ϕ , . . . , ϕ N% % ' Vh
24 8L+;$ #%$ c)#B9H+-,j=4)L46$E+)u4)(%4<@#M!3#%$ 84eQ #Q
12
g ∈ Vh g ϕi
N
X
g(x) = gi ϕi (x),
#*,uL<;#y57?+;):L$*8S'#o#*) !3# #*EE #0$Gr!3# E#%}%E(0Q $ /J#%85)71 E(o}%!Q7/K)67$q1s8c6 57l#?-E#p}0Q 42QC{X) 8 LEE469H<4#*q)+8D$u57E#*# N
i=1
g
O 8 0 8Z570 # g(xj ) = g2j 1 ≤ j ≤ M
#Hg57# #%$ ")y:+-<12)t-,/#
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g(xj+1/2 ) = g2j+1 0 ≤ j ≤ M g(0) = g(1) = 0 g
6g(x)
g3
g2
g1
-
x0 x1 x2 x3 x4 x
x1/2 x3/2 x5/2 x7/2
X #&RUW")(eW G ]f@'#M!KJ )#g[\+):9sE4+) (%<(%,T#%)7R!# !L)$c#B9*-$c+34
g Vh M =3
Q
24 u∈V
8L+;$Dn[\+):9sE4+)>!3(*l)4#gL
M
X M
X
rh u = u(xj )ϕ2j + u(xj+ 12 )ϕ2j+1
j=1 j=0

4 1
)} 5*4
m`#0$Gc&WJ9H4+)7):E#*$G@@aE+9H6LE4)7+D)F!38 #g!3#%?@( /M:#*cLD)4<+)7E$&#% O O +<)#"$S!3=#f4#*6)iB[\( +-O )46!39s@#*4<,/+-) ,/#*)78 O +* 4X6n!3(*l)4<E4+)y}Q723Q u
0 }%Q 1-51
rh u ∈ Vh
min |u − vh |1 ≤ |u − rh u|1 .
@3+#*4 ?-<#B#u#057$Gg# @EE'+-4(%$A+@[\+.*,/46$M#>9H+-}%)-@Q 4<1>)57,/FJ #%4<S)-M#HI3!346(%$G@E#q4 O L=)#u#8Z9*)++-)$ @$f:)7E+-# O +-)4$A)!3,/(*+-a)-#*@):E!#%Lf)7!E#r#n[!3-# H+-)y#HL ):UN
vh ∈Vh
u
C h N
0 }%Q 1}[1
P#%$R@#*6U@4<+-)$ 0 }0Q})231H8 0 }%Q 1-51S#H 0 }%Q 1}21D9H+):!346$ #%)-&!3+-)9gLvE(0$ Y;U&$ 4 O L)7 * |u − rh u|1 ≤ Ch2 .
U=H )(\W$_ E >M< `3` :2>J H<KJ :=ACL NQP >:FN < L AV:=E9@3J
b ZH<KJ E :F<?> >< `5` :=>:=EG>-L BD:FA > :=A >WU:=E6LTACE RSa JEKL'@3\BMA 2P Nb J b 6A JM>MLNQP)>:FN < LTAV:FE c(x) ≥ 0 ∀x ∈ [0, 1] u
PF@5NQJ :=B > E b := <? > P NQ:==B:=>EKH><KJN JM>ML ACRSJ>MPFLLTAV:FJEE 5@JE J@FBMBDB]\ J< ` B PFB NQJ> :FE ULTAV:FEG> @5JP2>J b b a
uh
Vh
|u − uh |1 ≤ Ch2 , 0 }%Q 1*/31

: JM>ML < E J U]:FEG>ML P=EKL J)ACE @3\ ` JE @5P=E6L J @3J JL @3:FE U @3J b
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u1 , u2 , . . . , u N
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F (~u) RN RN
 2u1 − u2 
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 
0 }%Q 1*231
 
 
 
 
F (~u) = 
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 
 
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 N −2 + 2uN −1 − uN 
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0 }0Q 1J571 ~u
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0 }0Q 1*431
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~un+1 = ~un − DF (~un )−1 F (~un ), n = 0, 1, 2, . . .
c̃ d
∂
m_+&$ 4,/<4<l#%ReJ (%9*E4<E@#g)+:$c)+L@+)$c#%)9H+-E#

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dnj = d(xj , unj ), 1 ≤ j ≤ N.

wxF#0$G&<+-@$S[ 9*4<#B!3# O %( E4<l#%c57#M6T,UE@469H# def
DF (~un )
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0 }%Q 1L851
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n 1 
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0 0
vh ∈ Vh
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Z 1
Aji = (1 + x)ϕ0i (x)ϕ0j (x)dx, 1 ≤ i, j ≤ N.
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[xj−1 , xj ] 1 ≤ j ≤ N + 1
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A
O Aii 1 ≤ i ≤ N Ai,i+1 1 ≤ i ≤ N −1
Z xi Z xi+1
Aii = (1 + x)ϕ0i (x)ϕ0i (x)dx + (1 + x)ϕ0i (x)ϕ0i (x)dx
xi−1 xi
h 1 h 1
= (1 + xi−1 + 1 + xi ) 2 + (1 + xi + 1 + xi+1 ) 2
2 h 2 h
2
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= (1 + ih).
h
Z xi+1
Ai,i+1 = (1 + x)ϕ0i+1 (x)ϕ0i (x)dx
xi

h 1
= (1 + xi + 1 + xi+1 ) − 2
2 h
1
= − (1 + ih + h/2).
h
)f +-e,j*=HkL@#g#&kLE (%#* K(\aW +-: $E4Y2@4Y+-[G4YQ $")v9;'#%@9;'#")#g[\+))#T9H[\E+-4+)) 9s@4<+-) 9*+)7E4)2#!3@#*+)<#B)(*57#/# #Hj$E+4< )
f : [0, 1] → R α
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0 }%Q :}[1
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u(0) = 0,
u0 (1) + αu(1) = 0.
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x=0
h = 1/(N + 1) xj = jh j = 0, 1, . . . , N + 1
?(%+,/(H@E4657# Vh
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[xj−1 , xj ] j = 1, 2, . . . , N + 1
a. *#0$*Q
j]SB+-)&DU$E4'.!3#&B(%E% +-)$B#vE+-=.*,/# }%Q }21g#H/,jY@4<4+)$/$@o@#*,/4.*@#u(%57LE4+) :LT)#
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O v
[0, 1]
[0, 1]
Z 1 Z 1
− u00 (x)v(x)dx = f (x)v(x)dx.
{X)>4<)7E(%?;L)7cLR @4<#0$c<#g@#*,/4#*c@#*@,T#-83)+:$& O +-)$ * 0 0
Z 1 Z 1
u0 (x)v 0 (x)dx − u0 (1)v(1) + u0 (0)v(0) = f (x)v(x)dx.
W3J 4P(*?-)+-<4<E$c(4<*,/a+-$E+)$RV/6n[\+)9HE4+) !KJ bH@E#M)2#M#*) 8L+;$D)+:$c#*)>!3(%!4$E+):$

0 0
v x=0
Z 1 Z 1
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u0 (x)v 0 (x)dx − u0 (1)v(1) = f (x)v(x)dx.
0 0
0 }%Q */51
Z 1 Z 1
0 0
u (x)v (x)dx + αu(1)v(1) = f (x)v(x)dx.
9*3+}%+)74< QE:4)2}[1F#R9*WJ+#%))$E$E`46#*$G,T,j@#D+-=Vf@<9*#i9;#%'!3#*3#v;IB9;E'#H+-#%`3 E@#0#*$n<#0$C#%$T57[\5-+-# )429s$@@U4<+-@4)$ $[ L4< QP9*+}%")7[\QE+4)2@/3,j1F#%:$%+-8`LE!3k4#i+E)n+[ @LE#*#S4,/=[\<+4<#&.%)E!9H#vTE4!3+(*) E@+-4 O=(*<.%# ,/# Q
0 0
V g g0
{X$E0 +) 3[ @L4<+-4<%)v8F457C#%4F$ #0B$GAa+-9*$@#*$ <4#M=!3#qi!3#@,/+=+<)7.%,TE@#*# B57}%Q#/}2#1sQ E+-0 =.*,/# 0 }0Q */31"i)##*B)#q$E#*#
g(0) = 0
u∈V v∈V
0
/aQ+mC+46$@):5-$S9;#B'+-eJ 4#%$E$E4X-a9H+# S[\+)F)J 4<9H,/E4a++-)$E$S#M4<)(0$AL45-E#%,/#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#
V x=1
ϕ1 ϕ2
. . . ϕN ϕN +1
x − xN  $4
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 xN ≤ x ≤ xN +1 ,
ϕN +1 (x) = xN +1 − xN
3+4<S,L4)7E#*):L)7 WJ #0$ :9H# O #%9HE+@4#*#%)?#%)!3@(&LS9H#%$C[\+)9HE4+)$S!3#&=-$ # 8 8

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[\+-)8 9s@4<+-) 8 QaXEJ #%<#B@57+Î34<# ,U@4<+-)>!3# ]g<#% 24)!3# 0 }%Q /31c9H+-)$E4$ E#TV/E@+ O #*")#
Vh ϕ1 ϕ2
. . . ϕN ϕN +1
uh ∈ V h
0 }%Q *151
Z 1 Z 1
u0h (x)vh0 (x)dx + αuh (1)vh (1) = f (x)vh (x)dx
0 0
} 4K/ 3
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vh ∈ Vh
uh Vh
N
X +1
uh = uj ϕ j ,
0##*R$G&9;L'++46;$ $D46$E(%$E+57):$4 O L#*)7AV/9;8 '#*;9;'#* 8 8 8 @#*6$&57Q# P#fE+-=<.%,/# 0 }%Q *151

i=1
vh = ϕ1 vh = ϕ2 . . . vh = ϕN vh = ϕN +1
u1 , u2 , . . . , uN , uN +1
N
X +1 Z 1 Z 1
ui ϕ0i (x)ϕ0j (x)dx + αϕi (1)ϕj (1) = f (x)ϕj (x)dx
a+"E+-38Z 6u,U@E469H# (*@L)7g Q:wx`$%J ?4<g!3+-)9j!#n,/@(%L$EE+@4!9*#nE#n!3<+-#/)7"$ 13$ #%E$g.%,T9H+2#n#Hq<4)9*(04<#%L)-4E;#$

i=1 0 0
j = 1, 2, . . . , N, N + 1
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i=1
A~u = f~. 0 }}-Q<})151

wx@Z(*?-#%$ S<4.*,@#4<)7EP#%#")L@')7(*c+-)EU.%@,/#g@#*9*Z4YNx!3!3#f#0$E$E#A$E+a+-$D$E@#*(*Da6+j)57!v#%$ Ec4+e)vJ U$ @4 ,/O LL)7E@4 # #-*2Q j,UE@469H# A #0$GENW#%<#
O
=SYBW JM>ML < E J)RZP=L BMAVUJ)> =RZ\L BMAVH<KJ;@5\ EKAVJ ` :=>ACL A =J b
;>>=$ 12,/%(H.@'QE4#,-'.#%#$ j% ( 46!3#*)7@#QFm_+B,/+)7E@#*B57# #%$ j!3(Hl)4<#qa+-$E4<E4 #8P4<D$ 3/n!#
A
9*+)$ @LE#*C57#-8a+O X) N N O #%9HE#% ~y !3#A9*+,/a+-$@AL)7E#0$ y 8 y 8 . . . 8 y O 8L)+$C O +)$* 1 2 N
T
y~ A~y =
N X
i yA y =
ij j
N X
i j yy
ZZ
?−;→! ϕ (x) · −?−;→! ϕ (x)dx
−
i j
i,j=1 i,j=1
?-@-!
Ω
Z Z X 2
N
−−→
= yi ϕi (x) dx.

Ω i=1
4

}46
m_+7$ +-)$
N
X
ψ(x) = yi ϕi (x).
9A+$&+=3@#*)+-)$ i=1
~y T A~y =
ZZ
−−→

2

ψ(x) dx,
?;!
4#*57,/A4!3#%+4$57):&9 E# +-UzG+Q @$Ra9H+-+-$E)4<$E@4<[_L)7+-@>#Q)2mXeQ 4$@2574 # #%$ S)2K<$E+-@ $ ?;87! +)u@ 8a9H#j574
Ω
−−→
~y T A~y = 0 ψ(x) = 0 ∀x ∈ Ω
ψ(x) = ψ ∂Ω ψ(x) = 0 ∀x ∈ Ω
~y = ~0
)#0$ #*: "#0 9H$ n##09s[ %QKH}0+-!3)y# Q 71H)87Q L)++?-$D#j@Vu+a9*#T+-$E57+)#T$D),+-L4$")7E #%O )+L))7$"c!3(G)z #MVu9H[ L+-4<)M$G@!EL:)9s$fE4+#T)v9%$ 4,/$")#g46!3!F4,TJ #%)>)$E$E+4<+-)3$ NN
Vh V
* -,/. ;O Y &' "Y* M&'. #. #. )&

9A+$ O +-+)$&@9*+:)#%$ <E+-@)$k4E5-#n!3# #%$f$#0+-$G_$ NW)n#0$ !+-,9H#0L$ 4)V#Xa!3+# 12V?+-!3)#jL7G!312# :# 1sQ^m_+_9H#X[ L4E#-8
)+$/9H+-)$ E@4$E+0 ):)$B#M$E)#M# E#09H+- @Ω)-D$c#*RTE#%!3$&# 57Ω# #*) $E=Z!34 O 46$@LR)7 Ω #%) @E46L)?-<#0$
h
")' " 2
O
"!' "
h
8
K ,K ,...,K
1 2 m
S
Ω= K = K ∪K ∪K ∪··· ∪ K 1 2 3 m
//)>@E$E46+L,/)?,/#%#H$ KP #*9*+,/K,j8i)F86=+vj 8Z=a4#*+-)>$@$ $E.0+!3)7#*&)7f!34+$ ozG+4=)74@#*$)y0 l)y?QF9*}-tL}@(nQ7/31H9HQ+-,/,j)F8a+y=4#*)

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

Th
!346L, h = max (K),
K∈Th
)} 8
1
+5!34u4#*)!3)46L#%, $R#%)7E@#g#%!$ #*D3Iv#"!3:46+-L4<,/)7@.*$AE@!3#f# !3# QP82#B9L$ J #%+-$ $NxNWVU#0Nx$ !34E-#A9H# <#f,U!3I3#B4<,n!34,T, #%)!3$E#04<$S+-)r!346l:$ @)L4<#B):9H!#%# $S#*:9H#%$ 4YN
(K) K
!3(*l)4F:L K Vh V
#%$ R9*+)7E4)2#M$ 8$*J L))7<#M$E 8

/@#%$ E@49HE4+)v!3# VnE+RE@4)?# }}-Q<}%71
*
0
Vh ={g : Ω → R g Ω ∂Ω
!3#Mn@E46L)?-6UE4+)v#%$ R)i:+-<12)t-,/#g!#B!3#*?-E( g K
9;2'+-+-:4Y 4#%$E<4(0r$ 8 9H+-,/,T#yL4)7;EL(%,/E4.*#*E@;#%$%#%$qQX$/m_$E#%+$+,/v,/L!3#H#*(%;$n9*@E$ 44)7@#oE(%E4)#*#;![\$T+#y)!369H#rpE46+[\+-) )E9s@4@4<+-)) ?6U8S@4<3)+-I)+-) $qMa8_+#*! )$ O 9*++):@#$ 8
≤ 1}.
Pi i = 1, 2, . . . , N Th
O $E+)7ka#*(*#%$

g ∈ Vh
U
Q S
] 0
# $
!3#M=:$E# 8 8 8 !3# $ +-)-&<+-@$c!3(*l)4#%$R
i = 1, 2, . . . , N O
<
%
#

g(Pi )
@
$ g(Pi )
% ' %
g
Q0P#%$[\+):9sE4+):$

Pi
$E4
ϕ1 ϕ2 . . . ϕN Vh
0 }}Q})251

$E4
 1 i=j
ϕi (Pj ) = δij = i, j = 1, . . . , N,
#*!3u#0$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,n+=)7#
 0 i 6= j
∂Ω ϕi
a9*++,j"=4<$ )+-,T4$E,/+)r#* <4)(0QLmC4E#M4!3$@57#0$ #gE+-83)E+-#M[\$R+-)9s+-@4<)+-$ ) !3# a#*3fbHE@#M@#*@(%$E#*)7E(%#":L&)#
ϕi
Pi
ϕi O g Vh
g(x) =
N
X
gi ϕi (x)
+34 gi ∈ R i = 1, 2, . . . , N,
#*&)+$c+-=3E#%)+):$c=4<#%) i=1
8
g(Pi ) = gi i = 1, 2, . . . , N
8#*) O #*EEi!3# 0 }}Q})251sQ
ϕi
ϕi
0
x2
Pi
Ω
x1
X #R\W BW N n[\+)9HE4+)i!3#M=$E# Q

[\+-)#H9sP@n4<+-# @)E$46L#%!3)9s#i@?-#*=6U$EE$E#4+#%)v9*+(H);!pL)7,/&#%!3,j+)=)@# (*#-83#H)q!3+ )+-$R$E13$@$/$G@O :.*+-,/+-) $D#rO ,+-4))L$(%4)-!3@4<#*@+-#))9i)7}9HR}+Q9*):}.+17$G,/@1sEQ ,/9&4#*@)7+#rE&+6!3):(H$T,/l:57)L4<ER#v@49*#%##$
ϕi
9!3%L#B69H57C-)2!3;O U,/E(%EE46#f57)2#,/!3(*# @4578 #-Q 8F:#%3j)(09H#0$E$E4Y@#*M0 WJ :$E?#!KJ )#[\+-E,n<#

ϕ1 , ϕ2 , . . . , ϕ N
A f~
fj j = 1, 2, . . . , N
[\#04<9s)E$Ed&:4cL5-)7E&.0#u$fu # O !3+O(%49*#%A+9s9H@,/#*+-:)+7$ E$ 4<4<EE84+(n))i+r!3$T#T,L]SU<'E+-@+)469H$n#%# $ E71(0r$ 8Z+-!3$E#B+!3 6@O/#q#*,/)7<#vgLE$L@134$ 9*aE# #*.%,T(*# #r8<4)4(0$AL#*4E)i# @(%0 }$E+}-Q<})15)71gR#%!) #*3#H[ I N 8
A
"# % '
f~
A O
% %3
)} 8}
,/$E13#*$G`@.*!F,/J #*#%I2$DE4<4),/(%L#*4_@#%f$X$EE+@43)E4?+)T6LL4@#%$ @+30 9;9;QL''{C(*L)#PQ-25#%1s !3Q3@TTPT!3#@$E++=}-3}.*EQ,/4})+25#) 1F0 )}+-}-LQ 417)$_1 $EL4Z0 }+@}-=3+Q @?):#*1P$ )2$E+#f$)+6&[\$S+-aE,/#*E# N 8
~u
uh (x) = u1 ϕ1 (x)+· · ·+uN ϕN (x)

Q O uh
0 uh (Pj ) = uj
à9*+)$E46!3,-(*@FE+DU)$c B#gBW&@ +=24e.*8,/#*)T#g<?4(%#*)/(*#H;`L6}9*}#RQ}[!31 n}}E+-Q7/3=1H<83.%),/+#D::$cL:E+-E46 9H+-4<)#%$ 0 }(%E}-4<Q l17#*1 R0 }57}-Q #M?1s6T8^),/+-L$N
j = 1, 2, . . . , N
@E469H#B!#f@4?46!34Y@( /:+-&9H+2#Hq9*4<0#%)-;$ 0 O O
A
ZZ
∂ϕi ∂ϕj ∂ϕi ∂ϕj
Aij = a11 + a12
∂x1 ∂x1 ∂x1 ∂x2
Ω

∂ϕi ∂ϕj ∂ϕi ∂ϕj
+ a21 + a22 dx.
A9 +$ O (*@4Yl8K+-L)+$M;$ [ -9H4<E#%#0,/$G@#*#j)7/)57#n#-,8kU$E@4cE46<9H#v#T$ @12+,/=(H.*@,/E46#570 #j}}-!3Q<(*}2l1 )0 4}-#n}aQ7/3+-1B$E4<#%E4$ T#j#%#*<"4<@E+4635-g#r9H#/#*/57$E44

∂x2 ∂x1 ∂x2 ∂x2
E(09H.%!#g$%J L465-#M#*)9*+@#
a12 = a21 A O
!. .-, $ *.$ )&OO "Y*. &
3+4< <#A9%L@E(c)4Y@("!3#
Ω
h̃ = 1/(L + 1)
R2
Qij
∂Ω L #*T)+QE]S+-)+-$ )$ 46!3(%E!3+-<#0#R)$j$f[\@a+r+)74E)7E4@@.*46$T@L# )!3?-#r9*L+2#HE+c4;+$ !3)+-+4Y))(*!#%$# )#*)7E^41-#*X)-:g+7a#*$ 4< +E4<[GMQ-m_) +7M$ :+-)!$$ 8
x1 = ih̃ x2 = j h̃
V #%$Da57+4)7#A@)$ +$S)20 l,/?:Q:(*}-@+L}EQ 7+-1s)Q2$XP9*B+,/E@,/4)#"?!)L$SE4+g) l:?@9H#j+-)-}-@}4<#%Q B)7 <4?)#AX) 4<?-M):#!82$X9LJ 4#%)7$ E (%NxVUE4Nx#*!34E;#$
i, j = 0, 1, . . . , L + 1
Qij Th
Th Ω
N ≡ L2
Ω
88 8 8 88 8 Q 8
P1 = Q11 P2 = Q21 P3 = Q31 . . . PL = QL1 PL+1 = Q12 PL+2 = Q22 . . .
8 8 8
@@EE4646LLP))??#u#%#%$E$$a+88 Ej!38 8# 8 8 #0$GjQU#HmC@S#*46E$E(0574$$@#%57# )-@# (!#0L$G`)$j)Tva+l:?17#H)@ t#>,/}#D}-!Q 2 #D!34<#%S?#%@$ ( n$E9H4 $E+-)`$G@9;4Y'@9*(u!3)n#0!3$n#05 $ 8
P2L = QL2 P2L+1 = Q13 . . . PN = QLL
*
ϕ1
K1 K2 . . . K 6 ϕ1 1
)+$ O (*@4Yl:+)$S[ 9*4<#*,/#%)-&57#
K1 K2 . . . K 6 ϕ1 (P1 ) = 1 ϕ1 (Qij ) = 0 (i, j) 6= (1, 1)
?;! $ ?-@-! $

   
−−→ 1 1 −−→ 1 −1
ϕ1 =  K1 ϕ1 =  K4 ,
h̃ 0 h̃ 0
?;! $ ?-@-! $

   
−−→ 1 0 −−→ 1 0
ϕ1 =   K2 ϕ1 =   K5 ,
h̃ −1 h̃ 1
? ;! $ ?-@-! $

   
−−→ 1 −1 −−→ 1 1
ϕ1 =   K3 ϕ1 =   K6 .
h̃ h̃
A)>9*L69HP$ 4,/#f)+$ca#*@,/#HA!KJ U@,T#%&57#
−1 1
?;! A11 =
?;!ZZ
−−→ 2

ϕ1 dx =
6 ZZ
X −−→ 2

ϕ1 dx = 4.
Ω k=1 K
k
})8L/
1
x2
h̃
-
1
PL+1
P1 P2 PL
Q01 Q11 Q21
x1
X #R\W BW _ P#B9*E@(")4Y@(M#HA$@nE@4)?6U@4<+-)ua+ Q

Q00 Q10 Q20 1
L=4
!3nJ#M6n@[\.%+$")9HqE4l+?) @#q}-#%$}&Q723E8(0W!3J 4<)74<EA#%@L$E3#%Iq9HE@4E+46)oL)#%?)7E#%@$ #j#n$E#H a+EQgmC!3#n46$@5-q[\# +)9HE4+) #HM9H#%<4

ϕ2 K3 K4
ϕ1
? ;! $E #* ?;! $E

   
−−→ 1 1  −−→ 1 1 
ϕ2 = K3 ϕ2 = K4 ,
)>9%L69HF$E4<,/#B9H+-)!34<&V
h̃ 0 h̃ 1
A12 = A21 =
ZZ
?;! ?-@-!
−−→
ϕ1 ·
−−→
ϕ2 dx
=
ZZ
Ω
?;! ?-@-!
−−→
ϕ1 ·
−−→
ϕ2 dx +
ZZ
?;! ?-@-!
−−→
ϕ1 ·
−−→
ϕ2 dx = −1.
"#g[ *+)i$ #%,j=6L=#83)+$c,/+)7@E+-)$c5-#

K3 K4
A1,L+1 = AL+1,1 =
ZZ
?-@-! ?;!
−−→
ϕ1 ·
−−→
ϕL+1 dx = −1.
P9*+#n)@$E#*4!@,/(*;#/L)79*fE+-Vr4$E)( + #%o6q#%$ lM?-)7@C#u9*}L}- Q :?-8:@-)! +$g9H#*+- )?$ ;@U!@+)$f57$E#T+)7:M+-+MEE!3'#%+-$g?+;):L46L$ 3+-IK)Qa$A{C!) #

Ω
O
−−→ −−→
A2,L+1 ϕ2 ϕL+1
$E12,T(*E@4<#
Aii = A11 = 4,
Ai,i+1 = Ai+1,i = A12 = −1,
i = 1, 2, . . . , N,
i = 1, 2, . . . , N − 1, i 6= L
,T+3! L,
Ai,L+i = AL+i,i = A1,L+1 = −1, i = 1, 2, . . . , N − L;
% %3
})8J1
x2
PL+1
Q02 Q12 Q22
K2
K1 P 1 K3 P2
Q01 Q11 Q21
K6 K4
K5
x1
X #R\W"BW m 3a+Ec#*&4$E+ O L#*;$c!3#M6j[\+-)9s@4<+-)v!#M=$E# Q

Q00 Q10 Q20
ϕ1
@$E+4 $CL<)7#0E$C# L3@E#0$`9H+2#Hq9*4<#%)-;$ $ +-)-`)26$*Qmk+- 6f,/LE@49*# M!+)9DWJ <@#

O Aij

L=4

A
B C
0 }}-Q<})551
 
 
C B C 
A=

,

 C B C
 
+54i)+$R O +)$D)+E( C B
   
4 −1 −1
#H
   
   
−1 4 −1   −1 
B=
 
 C =

.

 −1 4 −1  −1 
   
dA@+39;'+)$k#D$E#%9*+)!j,/#*,j=E# 3! # 0 }-}Q}.151F#*)T3E44$@L)7_A[\+@,j#c!3#D57-!3;UEE#
−1 4 −1
f~
L4E# 0 }}-Q<}4F1
ZZ
g(S1 ) + g(S2 ) + g(S3 )
g(x)dx ' (K)
3
[\a9A+-++E,nS$&@++#R=33#%@D#*$ C)E@+-#H46)IL$R)9H?-!3E<+#&# ):$E94 * !3#%#g$ X$ +-,/)/,Ta#*+@$12)t,/#&!3#A!#*0 )?@+-(g$X}8La4W+Q # QO $E+4 ):$X@#*,L;57#*D57#"9*#H @1H# Q
K
K S 1 , S2 , S3
g g(x) = αx1 + βx2 + γ
ZZ 6 ZZ
X
f1 = f (x)ϕ1 (x)dx = f (x)ϕ1 (x)dx
Ω j=1 K
j
1 h̃2
' f (P1 ) · 6 · = f (P1 )h̃2 .
3 2
)} 8L
1
"#M,/b*,/#8a+&!3#%$c;L46$ +-)$c!3#B$E17,/(*E@4<# 0 l:?QK}}-Q 251s83)+-$R O +-)$

fj ' f (Pj )h̃2
O #%9
j = 1, 2, . . . , N. 0 }-}Q}.871
#*R57B(0-$#*+-!3)p@L9H!3E+-@)#q@$ #46#r!3(%}@}-@+Q<)-}=g4F<1H.%82#q,TVT$# #0@9H(%0 +}-$E+):}!Q}.!15,/E1M#f#*E<,n##BO =$E4@13#*#)7$G@04<.*)78_,/E!(%#gL?)@<4(/$n)(0)7<#vL4,TE9*#-(%$jE4657 #*@,/49*#%)-4<M#%T!3M#iv9H#*[\ +-@#vE,n$E#%9H#/E4+!) #
0
A~u = f~, 0 }}-Q<})651
6B,U@E469H# #*S# O #09s@#* (H@)7D!3+-))(%$S 0 }-}Q}.571_#H 0 }}-Q<})851_@#%$Ea#%9s@4 O #*,/#*)70Q
A f~
(%à?-*L#%V$ 4<&E,-(%$ )iFE0 }0DU) YMQ7/3B1 !v0 W }%!3: #BQ 17]S9H1s+2+-Q+)9&;$E!34+!3+-:(%)$XE)+-a(*)+#0$/$ O #%+$)$S@(%(%$E9*E<4*@@U#;8-$q$E4 !3 9;'4<E@#p#%$ }%c-8X$E#*$E)# AE(%?@49*4<.%<E4#A#*#HR#%$ $ 4
u:Ω→R
P (ih̃, j h̃)
∂2u ∂2u
∆u(P ) = (P ) + (P )
∂x21 ∂x22
u((i + 1)h̃, j h̃) − 2u(ih̃, j h̃) + u((i − 1)h̃, j h̃)
= + O(h̃2 )
h̃2
u(ih̃, (j + 1)h̃) − 2u(ih̃, j h̃) + u(ih̃, (j − 1)h̃)
+ + O(h̃2 ).
9A+LE+-)$ QS9&+-$& O +-)$D!3+)9*

h̃2
ui,j = u(ih̃, j h̃)
−∆u(P ) ' 0 }}-Q /51

4ui,j − ui+1,j − ui−1,j − ui,j+1 − ui,j−1
.
2+-4YkL+;$ U )#XLE+Î34,UE4+)fP!34<ha(%E#%)9H#0$Kl)4#%$!3# u = u(ih̃, j h̃) <+-@$@57#

h̃2
uO
(%E$*4<J l(%9*# E−∆u
4< * = f !L)$ Ω 8 u = 0 $E ∂Ω QKF#/$E9;'(*,q)2,/(*@465-#ja+g9*9*<#%
i,j i,j
Ui,j
4Ui,j − Ui+1,j − Ui−1,j − Ui,j+1 − Ui,j−1

= f (ih̃, j h̃), 0 }}-Q /}[1
a+ #H
h̃2
i, j = 1, . . . , L
U0,j = UL+1,j = Uj,0 = Uj,L+1 = 0

a+ j = 0, 1, . . . , L + 1. 0 }}-Q /L/31
[{C) 4Y/@8:#*+-)2T,/<(*#0@$j+L;) LM)78 n:!#%$n$ 8 !O #rE6>46L=l?-#%$ @#o8 }}-8 Q :89LJ #%$ NxVUNx!38 4E#u#*8C) 9H+-a,T+-$@,/L)7#i )8 +-$/8 eJ O +-)8 $T!3(Gz V 8
u1 = U1,1 u2 =
Ui,j i, j = 1, . . . , L
)$E13+-$G@$/.*,/9H+-# )$G};U}@Q}.+67)1s$/Q57A+-#i)9L<#>8`!$E13$G)@$n.*,/9*#v# 9%0 }$j}-Q /L}[E1 E460 9H}}-Q4/L#*0/381j6#%o$ q,/$G(H@@E'469s+3@!3#*#i,/!3#*)7#%$T(*(%57(*,/4 O #%L)-;#*$B)7ql:)L4 $
U2,1 u3 = U3,1 . . . uL = UL,1 uL+1 = U1,2 uL+2 = U2,2 . . . uN = ULL
!3O4<hZ#%(*9R@4#*)7)E9*(*#%?-0 $D@LlE)4+4#%)/$%Q)2,/(*@457#f!3u$E#%9*+)!,/#%,j=@#A#0$GD(%574 O <#%)7E#AVjj,T(*E'+3!3#f!3#%$

3 })8L2
O , Ô# . &&. "Y&' . , #ZY.
Y. Y. & "Y$ &'. "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.*$$E,/+#X3!3@4<#D!3+-#q)m_+G!4612$E#a$E+#r$ ) +-(%) 0<(%},TL}-Q #%17)71 @@0+^$M}-I3}l:4<,Q )74L1K$nE#*4@k+E)$E46+L4<)!3 ?-# u]g6:LΩL4E#0#*→$B 24!3<R) #
!$E0 #*4?@L( )7E} #,!3*(*57l)#B46$r!# :L4<#%)7O 0&}e}-J #*Q<}%@7E#%1HQDR#* )7@57E# #%V$ E4#*+ ) 57#+;)$@5-+-#"$v6:T+7E$ @+-4))$r?,/L4<E)74+@#*)i)!3#)-v4#*#%)7$ Av!36#
h
<O $&#*)i$cl)#-8O 9LJ #%$ NxVUNx!34E#f<+-@$@57# uh = umax !346L, (K) @#*)! O #%@$ %(*@+ O
h
9A+L@+)$
K∈Th
1/2  
ZZ
|u − uh |0 =  |u(x) − uh (x)|2 dx
6/)+-E,/#M57!3;U@457#g!3#MWJ #%E@#* Ω
u − uh
#H
-? @-!
 1/2
ZZ
−−→
|u − uh |1 =  | (u(x) − uh (x))|2 dx
6$E4 )L+)7@,/ *#v57-!3;UE4657#i!3 ?-@-!34#*)7/!#vWJ #*@E#% Ω

Q 9&+-$/ O +-)$j#iE(0$ Y;U
O u − uh
@5@5\J UBM[=AAV=JPEKHE NQJJEK>ML 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
u

`
Ω
` a
0 }}}-}-QQ /L/J71511
h
|u − uh |0 ≤ Ch2 ,
|u − uh |1 ≤ Ch, 0
: NQPU: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$B$ +-$*!3J)74<# )7D@9H4#*#*+-@)7/aE.*(%!3E$S#*#B3#*!3)rI#M57[\6+/46L$n,E@L#A<):9H4$j+-.*,/@a#B#H,T@$E4Y#f04 8k$O 6>S)-@6)#M+-Q lE3,/?-4P#u@#%#j57$c}@-E}-46!3Q L5;)8-U?-E<46<#057+-$ @$X#q<#f!3!K#r!3J 4eJ )#*,/#M@E.H@#%EE@4<#N
C h
$?-E#*@;-B!34@#*(%)7!&!34Y@#g#Ae#%J #*)u@E#%@4<):O &9H$E4#*:;#fj!K@J(%!3)q4Y[ @#f9HE#%#%)iDE574)L9*E4<a@##B82!KLJ+)v;$X[ 579s@#"#*j&)!+#*@3,/IK#"Q 57!@LE465-#A!3

Th
h
a!#+]S4<D#%#u)9*+)E)#%(0)-$ $ E@<@L4Ej#&aWJ #*#%3$E/bH9*@# E#uQ,/"(*4<#H)+- $DE(9H#"#%) 9%3$XE<4#04$X$@L#0)7$G@n4<,!3#0U$j8:@4<:+-a+-)+$D12&!K)LJ t#%,/E@@L#*#0)7$BA !3570#r}-}#M!Q7#*/K6?T15@1 [\( +0 )}9H}-EQ /L4+7) 1 k > 1
$O +-P4Yc#fE9%@.%$ $c@(*?-4<.%#0E$G#-cQ 4<$ E@("!)$DBl?@#j}-}Q 42Q2d 9;':57#"$E+,/,/#HR!3#"E@4)?#A#*

Vh
|u − uh |0 ≤ Chk+1 |u − uh |1 ≤ Chk
u
V//T9;$E'R-579;'#"57,/4#"<4E#*@i46L!K)J ?-L<@#-bH87@#")2#0$G&#fU#%E)u@-@9;+'(*$D#f#%$c)#") M[\+:)!9H$cE4$E+)i3[!3#g)P=83+3$E#f4u:#%+-<<# 12)L+-3,T 46LQ #g"!3#M#*!365-#*?-E#%($
k=2
9*4+?,/)#0$A!3E#%>c?- @#%9"'<#M#0$R!3?#j;9*L#%$c'[\#%+-$c)!39s#0@4<$E+-$E)4<)$A(%$R$E+!)7A)!3$c+-)n)l(*?-#0$&@!#T}0)$RQ 56/Q l?E#}-O }Q 42Q3{C<#0$A$E+)7AV 1

O
})8J5
1
XE#b*R\EWa#%$%Q BW |;L?,/#%)-;U@4<+-) !KJ ) E@4)?#o#%) 57U@E#-8X#%) 3E44$@L)7i<#y,T44<#%!3#%$

x3 x3
x2
x2
0 0
x1 x1
@X E#46R\L)W ?-B<#BW 0 G l:?|Q+!3):#M9sE?74+L):$S9;'!3#[#g1s=82#*-A$ #":$@$ +-+3<9H124)(*t-#g,/Li4<,/#0$S4<!34#*#g>!3!K#%J?@)( #B/383E-b*$EE$E# +39H0 l4(*?:#"Q!3r#B$E!3+@,/+4<,/E#2#H1sRQ !KJ )
. & .
#%f #/)-e@4<*#%EH+-jkL=#&akL.*+- ,/$E4Y@# 4YB[G0 Q_W&} m_}-Q+-17$Ef 1 +&):0=}$ }Q 7%(1"')! ) $f%U#<# 9*H-$fkJ'.+3#*,An4 %)R+DE#%&+$,S):M#@$<#/ 9* E9&@#%(n+-$j:$&)+-9;4Y4<@')7(#%;@$n!39;# '!3+-#v)9H$RQ+2V/+2;+-@!3(%4Y+-$E+))!3(*#0@) #$
Ω R2 L
4^)717EL(*)7@&4#*:8;+-$&gV $ +-,TQZd ,/#*9;@'$"57<#0$A#Ma) +M4)7@!i$ QX]S4<)7+@)(*QF@$E4<46]S#%!3#H(*E@E+#T)$$n86=Z!3$E4 O 4=Z$E4<!3+-4 )O 46$E9H4<+-+-)7) 8E4)!3#*+-)7# $A#%<) +)@$A#%9H@$@) L$ M)+3?9H4!#%#*$$
h̃ = 1/(L + 1) Qij
(ih̃, j h̃) i, j = 0, 1, . . . , L + 1 Ω
Qij N ≡ L2
)#A[\+-)9s@4<+-)u!3#A=:$E# 9H+-)$G@E4Y@#ACE#%)$E+@4$@U@4<+-)q!3#A[\+-)9s@4<+-)$D!3#A=-$ #fVB)#
Ω Qij 1 ≤ i, j ≤ L
O L@46LQ=9&#+-Q 3$B+4<a + O +)$n$@8 $ +39*4<#%jL3Ip$E+,/,/#H@$ 8)#u!346$@9H@(HE46$@#%U$jE4[\++)p):9s!3E4#r+):eJ $j4)-!3@#*#r O =L$E<##

φij
sj = j h̃ j = 0, 1, 2, . . . , L + 1
[0, 1] s 1 , s2 , . . . , sL
V/)# O E46L=# !3(09H@4Y@#%$R!)$ 0 }0Q}.871s83V/$E O +4
#0$G&)#g[\+)9HE4+)i9H+)7@4<)2#
ψ1 , ψ2 , . . . , ψ L s
ψi : [0, 1] → R
E#0$G@E#%4<)7@#fV/WJ 4)7E#% O L# ,
ψi
#%$ &)i:+-<12)t-,/#g!#g!#*?@( :+- [sj , sj+1 ]
1 j = 0, 1, 2, . . . , L,
P#%$D[\+):9sE4+):$R!3#M=$E# $ +-)7R<+-@$c!3(*l)4#%$R:L
ψi (sj ) = δij j = 0, 1, 2, . . . , L + 1.
φij
{C!34)y@# E#%)2,/(*@+L@8 )7A<#0$A) M8 !$"<4?)#nL8 f4<?-8 )#n9*+,/,/#n8 !)$A6l:?@#q8 }}-Q :8:9J #0$GENVLN 8
φij (x1 , x2 ) = ψi (x1 )ψj (x2 ) 1 ≤ i, j ≤ L.
8 8 8 8
P1 = Q11 P2 = Q21 P3 = Q31 . . . PL = QL1 PL+1 = Q12 PL+2 = Q22
. . . P2L = QL2 P2L+1 = Q13 . . . PN = QLL
8:#HA#%)>E#%)2,/(*@+L@)7R!#Bq,Tb%,/#
})8*4
,8 )4<.%E##%$r[\+)8 9HE4+)$v!3#=8$E#8R9J #0$GENVLN!34@#8 8 8 8 8 8 88
ϕ1 = φ11 ϕ2 = φ21 ϕ3 = φ31
Q9*#*|k4F#%4))L?#%#*),/8U!3)#%@+-)-(fR:$`WLJL#0R$ :@#%+$D):9H[\#$+-):$E9s$EE+343+9HE4):4(S<$ 46Vg$E(B9;'!L57)$D#DWJ ) M@!n+Î3Q4)-4<,@(*U@@4<#%4<+-)u !3#n]g)L#D#*[\+24):<9s) E40+}-)/}Q!3}%#D51X=#%$E$ #

. . . ϕL = φL1 ϕL+1 = φ12 ϕL+2 = φ22 . . . ϕ2L = φL2 ϕ2L+1 = φ13 . . .
ϕN = φLL Pj
ϕj Vh
ϕ1 , ϕ2 , . . . , ϕ N
@#%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

K1
ϕ1
K2 K3 K4
*
x2
Q02 Q12 Q22

PL+1 PL+2
K1 K2
Q01 Q11 Q21
P1 P2
K4 K3
ψ1 (x2 )
Q00 Q10 Q20
x1
ψ1 (x1 )
X #R\W BW # 3 a+EA!3#Mn[\+-)9s@4<+-)i!#f=:$E# Q ϕ1
!(Gz VMX[ J #*I34Yc#*;!9HL46):9H#"$C9*6B+)$ #0$E469s$G@@4<#"+-)>VT}9H}+Q):1$G8@,/E4@4$D#A9H6j#* ,@#RU[\@+E4646$G9HNx#f9H4a!3 #gO E#049c?46e!3J #%4<$EE( 9*# 9*+,/,/!3(0#"9H@)4Yc+9H$D4<N!WJ #% $@O $ +)$%$ Q
A
Vh
`mj B&&DU!3'.(H#&lB)% 4Y@4<+-)i!# 8)+-$R O +-)$ ϕ1
?;!
 
−−→ ψ10 (x1 )ψ1 (x2 )
ϕ1 (x1 , x2 ) =  ,
ψ1 (x1 )ψ10 (x2 )
)} 8J8
1
#*&LR9H+-)$E(%57#*)7
?-@-! $
 
−−→ 1 ψ1 (x2 )
ϕ1 (x1 , x2 ) =  K1 ,
h̃ −ψ1 (x1 )
?-@-! $
 
−−→ 1 −ψ1 (x2 )
ϕ1 (x1 , x2 ) =  K2 ,
h̃ −ψ1 (x1 )
?-@-! $
 
−−→ 1 −ψ1 (x2 )
ϕ1 (x1 , x2 ) =  K3 ,
h̃ ψ1 (x1 )
-? @-! $
 
−−→ 1 ψ1 (x2 )
ϕ1 (x1 , x2 ) =  K4 .
h̃ ψ1 (x1 )
{C)t-) ,/3#%E$R4<!346$@#BL)7!3n#%?6@>( [\1 +-E,n$ #09s<%#rQ!31#Q 71s2834,/)+$E$c+)+-=357E#%)4D+#%)$ $j#HI-9sE#r:+-jWJ 4<)7E(%?;U@4<+-) !3#ua+17N
0
ZZ
−−→ 2

?-@-!
ϕ1 dx =
1
2
ZZ

ψ12 (x1 ) + ψ12 (x2 ) dx1 dx2
h̃
K1 K1
Z Z !
h̃ 2h̃
1
= ψ12 (x1 )dx1 + ψ12 (x2 )dx2
h̃ 0 h̃

1 4 1 4 2
= 1+ + 1+ = .
m_+&!3#%$c;L46$ +-)$c!3#B$E17,/(*E@4<#-83)+$R O +)$c!3+-)9

6 4 6 4 3
A11 =
ZZ
−−→ 2

ϕ1 dx = 4
?-@-!
ZZ
−−→ 2

8
ϕ1 dx = .
?;!
3
)9A}-+-}+)Q 1$ $c82<#g@@+3#*9H@(0,/!3+#g)9*$cE+-!34#M$E( 6T,/b*,/#g)FQ,/J]S#%$+-)&)-4.*@@@#f$c4<a@)2#*+,/K&#%#*)-9*ML6VvL9H3e<J #%#HI3 #%,T<Q #*#/ @@4Y@(/!L#H)&$g)6+>$$c#0+-9s@=34<E+-#*) N

Ω K1
A12 A1,L+1
A12 = A1,L+1 = −1/3
A1,L+2 O −1/3
#%$c,fLU)@E$_469H#R#0$ 9*$+3#H4 $ +-)-R806"#%$R,/$ELE4 @O 49*)7# E#%$ f* eJ LE#D!3+))(*#R!)$ 0 }}-Q<})551HQ%m`L`9*+)7E@#8
B
L=4
C
A
   
8 −1 −1 −1
#H
   
   
1 −1 8 −1
  1 −1 −1 −1
 
B=   C=  .
3 −1 8 −1
 3 
−1 −1 −1
   
−1 8 −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 #%
u:Ω→R
Ω
2
R2 ∂Ω

∂ ∂
− 1 + x 1 + x2 u x1 , x 2
0 }}-Q /L231
∂x1 ∂x1
∂2
0 }}-Q /J551
− 2 u x1 , x 2 = f ∀ x1 , x2 ∈ Ω,
∂x2

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

Ω Ω
x = (x1 , x2 ) dx = dx1 dx2 w

~
 
∂
(1 + x1 + x2 ) u(x1 , x2 )
w(x

~ 1 , x2 ) =  ∂x1 
.
∂
u(x1 , x2 )
{X)>3E4<46$@L)7RT[\+-E,n<#
∂x2
!34 O (v w)
~ =v
!34 O w
~ +w
~·
?;!
−−→
v,
)} 6
1
)+-$c+=E#*)+)$
−
ZZ
? ;!
w(x)
~ ·
−−→ !34 O
v(x)dx +
ZZ
v(x)w(x)
~
!34 O
dx =
ZZ
v(x) w(x)dx.
~
{C)i3@4<46$E)-&#fE'(%+@.*,/#M!3#M6T!4 O #*@?#*):9H#82)+-$R O +-)$ *

Ω Ω Ω
−
ZZ
?-@-!
w(x)
~ ·
−−→
v(x)dx +
ZZ
v(s)w(s)
~ · ~n(s)ds =
!34 O ZZ
v(x) w(x)dx,
~
+54 $*J L))7<!3#u(0$ $E4? )#v#H)/+-E$ ,4S)L+#/:$j#HI23E@(%4<E464$#*+-)E#q$B6V o!3Q(*l|k)4)4<EL4+#*) ,/!3#%#)-08P$E84C))++:$n$M 4<,/+a):+-$B$EL+)+$M;$M57#*) #

Ω ∂Ω Ω
v
~n(x)
3@4<46$E)- 0 }}Q7/L431 ∂Ω
Ω
O w
~
ZZ
∂u ∂v ∂u ∂v
(1 + x1 + x2 ) (x) (x) + (x) (x) dx
∂x1 ∂x1 ∂x2 ∂x2
0 }-}Q7/K871
Ω
ZZ
= f (x)v(x)dx.
)29*2++-)74Y<E#04V$q)2$E#%eJ$>#* )::∂Ω$ L#%o,j8C=,/#Hr#T+;!!9H+#j#0)7L@q3+IK3<#0Q&@$#%$g~@#%#*[\$",/+@[\4+,j.*)@9H#%6E$U4+@!34<)+-(%$ )E4 gO [ (%:#%4<$/Ω=<# →! @R4<#%<57#%E$+-4C=∂g/∂x

$E+)7M9H+-)-8 @4<)2#0$"$E$E +Ω)7 8
Ω
9*+)$E4$ EQ #R!3+-)9RVM9;'#%@9;'#% u ∈ V E#*:5-# 0 }-}Q7/K851$E+4<X$ELE46$G[ 4Y@#R:+-È+-3Q7/JE23#c1 [\+-0 )}9s}-@Q /J4<+-55) 1

*
. /
, # 0 -
}
} ∂g/∂x 1 2
v∈V
vfV/Q L9;2)'+$D#*4<; 9;#M'9*#% $D#A$E+ @$ 4N9*#%$E4<@#%#*c9*`#c!57#f!##6j0 l}?!3}-Q(*/J@l85#T)1&4}$E:}+QL4<6M 87$E0WLJ}#0E}$ 46Q$G}*[ -?9H1s4Y#@Q#jP#Ra+#0@$Gf+&=E!3+-.*#M3,/!3E#n#A4,/!3[\+#*46$@):)9H9s$E@E4(H+4E+)46) $E}-(&QA9H9&+):+$E46+$G):@#$ Q
Vh
uh ∈ V h
V
v h ∈ Vh
!3# !#cL$ ):O+-$cL,T6L,/T)7=#* _-$$E#4Y@j(ca+8:L4j9L)7J #%9*$#* )7NxEVn@#H#D!3 4!@n#ML9*(%9HInE@@457(C+U):)@$ E4Y@#c($ 8^+-),/+L@,T+#*)@$k$`#%!3)/9H+-9*E# E@(X6)R4Y[\@+():Q 9s"(E4+O )T#*!3+#Da=+):$E#$
Vh
P1 ϕ1
uh
Vh 1
ϕ1
P1 0
O
#*&E#%)+):$ Qd&+;$ 0 } }-Q /J851D!3# O 4#*)7
uh (x1 , x2 ) = u1 ϕ1 (x1 , x2 ),
vh = ϕ 1
+54
A11 u1 = f1 ,
ZZ
∂ϕ1 ∂ϕ1 ∂ϕ1 ∂ϕ1
A11 = (1 + x1 + x2 ) (x) (x) + (x) (x) dx
∂x1 ∂x1 ∂x2 ∂x2
#* Ω
ZZ
f1 = f (x)ϕ1 (x)dx.
Ω
)} 6}
m`"8 !3(*l8 )4<E4+8 )F8a<#0Q3$AmC!3(%E$R4 O (%E#%(0$A9H46$ (%L,TEE#%4#*)7c<#0)$&+!3# $R +$ )+-$ )7"9H+-)$G;L)7E#0$&$E"9;'-57#ME@46L)?-<#
K1 K2 K3 K4 O ϕ1
?-@-! $ ?-@-! $E

   
−−→ 0 −−→ −2
ϕ1 =   K1 , ϕ1 =   K2 ,
2 0
-? @-! $E ?-@-! $E

   
−−→ 0 −−→ 2
ϕ1 =   K3 , ϕ1 =   K4 ,
#*%8:L&9H+-)$E(%57#*)7
−2 0
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#0$G<+-B@'$ #*max 0 |u | !3(09H@+ 6C<+-@$@57# n 9H@+ 6%8 O +-4<CWJ #HI3#*f;9H469H#M}H/3Q}Q7]S#* E#"@+@4<(*E(

,/:+-$_)-@@#%E$E#%:"@#0#*579sE$E(%###lim
1≤j≤N
9*M<+-@$@57#/i$E+;9H# f !L)$ 0 QZ})/FQ +?;1A$@5-#0$GM#B)2u9H<#-+8P):L!34Y+@4<;+-$f) )+}H:/3$MQ}.:57+-1c )FO +-J #%)$ $
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t→∞ 0≤x≤1
n
i u
"
j k U=,Y"!$f DUL =*'QBRS,A

#*D3@4+)?-+-E#0$E$C$E9;4Y[a':+-4+-$E4$@c$E+!3)4$@$k9H@(H)q@4$@$E9;#*' (*0 ,})/gQ<}-!K}[J {C1 0 })#*/3SQ})E/5(*1sE@8-+)?+;$S!#DO Vg+-)6g$*8-VM69HB#&!q-9H$E#f9;'!3(%# ,0 }Hf/3!FQ}.J {C171N *
n+1
~u − ~u n
= −A~u n+1
+ f(t ~ ), n = 0, 1, 2, . . . , 0 })/3Q}H431
+-F8!3#f[ -H+)v(%574 O Lτ#*)7E#
n+1
n+1
= ~u + τ f~(t
n
0 })/3Q}.871
4,d )O 9*L#0+E9M@)4)29H9*#M##0$@$c9;':(*+-,R83+)=3(H+@@#*)$R)74R!3# !~uO (H+-l))$c4#MVnE(0a:$ +-+-L$EE4YE@!344 c@#"#"!# #*)iR~uE$E@134$G!39H@46.*#ML,/?-$@+9;#M)'(*4<),<# (0nL94#%EJ $#g#0R$G!3E!N# VL+NN)!39 4@(%#"57L)E#f4+,)$RLEV Q3@4PN9*#
(I + τ A)~u n+1 ), n = 0, 1, 2, . . . .
=:L)!3#D!3#S(I!#*+,/τ4YNA)6L@?#*F!3#X=)!3#/31s8%)+O :$Fa+ O +)$PE(0$ +-!30 @#C9H#S$E13$G@.*,/#C4<)(%L4@#C#*)

n+1 n *
)} 6J8 3

3@4<46$E$E9;')-(%g,6q,/#HI3(H@'49*+34Y!3@##T!}H#/3]SQ}.'15+-1H<8X#09H$!21#yi$E9;'@(%(%,$E#* )7E4<(%,/#n!49*)4Y$"@#ov#%$ $ #09s@4<+-) 23Q723QF]S+)7E;L4@#*,/#*)7

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N Q:F=B>Sa H<KJNOYHA<K:EJ)W> :=AC L :=NQACJ L U K:=a A _ @=< ` P2>@5JL JR a ` N> P >a :FE N < :=L <?AV:=>EP =@3:=J EK> b P =J]U
~un n = 0, 1, 2, . . . f ≡ 0 b
0 })/3Q}.671
τ
lim k ~un k= 0.
{C;>)i=a+-$@%L)7.'Q ,-'.#% !L)$ 0 })/Q<})851s82)+-$R O +-)$

n→∞
0 })/Q /51
f ≡0
24
}0 )/3Q7/L71C)+#%$R$ q O 6+))$ +* @,/#i$Ea#%9s@@<#o!FJ )#>,/LE@49*# 0 $E#%9H%QX:Q 571s8C<+-@$/#%)~E4<46$E)7
~un+1 = (I + τ A)−1 ~un .
||| · |||
0 })/Q /}[1
#*&LR$E4Y@#84$@57# #%$ &$ 12,/(H@E4657# *
k ~un+1 k≤||| (I + τ A)−1 ||| · k ~un k
0 })/Q /L/31
(I + τ A)−1
+56B4 $E#%9s#%@$4<+-X)/<#",Q 6U8LI3)4<+-,n$X, !3+#%)$ $ O q<#%57;# $`@+#%$ S@#%$ $`12,/!3# (H@E4657#A!3(*l)4#*#&) aO +-$E<4Y#%@4 X#R#H=D$ +-$E#%<$ #Q f<#%L);$$
k ~un+1 k≤ β k ~un k
$E+@)7+E#0$ $E+)7C!38L+-+))/9DO 9HE+-(%)#*9H<O#03$_`:[ -+79H$ 44<<E#%4 ,TO #0#%$*)7Q^`mC57F46$@J 5-#*#%#R$`<#0$E+$ )7O _<E#%+;E$_#%$XE9H+-+,/@#%O $_@46!3$ ##0$#%)7EO @# %(*@+
β (I + τ A)−1
A
λA (I +τ A)−1
#*&)i#H&!3+):9g+)i
(1 + τ λA )−1
Q "# 0 }H/3Q7/J/51C+-)u@4<@#
0 })/Q /J151
0<β<1
#*&LR$E4Y@#MT@#*6U@4<+-) 0 })/3Q}.671C#0$GA!(*,/+)7E@(*#-Q
k ~un k≤ β n k ~u0 k
6Pr#c$EE]S+'+(%3,/+@@4<,/+-.*),/#f#M!3)# +})/0 Q<$S}H}R/3W)JQ 7+-O1 +$`0 )}),/$S/Q!3+25(G)71 z @VnE0 #&})!3/3574Y0Q 55831&#-$ 8-4 #%57$ "#*#%@:$ #*c5-<4#!3#A#%57)7$ +-E# 4Y46C5-#A#*,/9;'#*+-)74YSI/)2!3#f-!$C!3)#R$ @0 #*}),//Q ?$%1s8-829HL#*+ @;# $ Q

f
limt→∞ max0≤x≤1 |u(x, t)| = 0
!K@J {C+E#*4(HA@(nE(*#0E@$G+B?,;L!4)7#EQ #%)7#/$EM6>$ +-<E4+) !34$@9H@.H@# <+-@$@57FJ +-)yE4<46$ #/#q$E9;'(*, ~un
#%)u})/3@Q7F23#*#0,/1 $$E})$c9;/'#HQ 57&(*1c,!KzGJ+$T;$@!357!K@FJ #{CJ V>/j#*#*) )v#%@#*$E@,/+-?-9HE$j##0$EQ l$E"+4YI3[R( #*)/98@(H$ 4K@E)+-+?#*;) $D!3@3#r(%@$E4<+$ +-46 $EO )-+T)-):/E$X+-$ )2+-$T4YT,/<#0<(*#v$@46$E5-!39;#*'#*(*,/I ,#*!K )7J +-@})0 !/3})E/Q#}.Q ?17} 11
$E0 +$B>0 9*Q +)!34<E4+) 0 })/Q<})551s8F$E+4<j#u$@9;'(*, 0 }H/3Q}H4F1H8FWJ #%E@#*B9*+,/,/4$E#q#0$Gj!K0 J +;!3@# T > 0
(τ + h2 )
Z S" Ô #.* *. "& . * -,/. ;O Y

@'L+3@46!3m_L#q+=!3# T#%$g@(%(%!$E<+#B(%,/[ !3#*@*)7#q+@)o$f)2$El#*,/),n4(*$%=@8F465-)=+-#*#j,/$MVu#*9H)7+-9*j,T#j,/57#r#%4k)EuH+-+-=(H)<@.%$f(B,/[ L# L4<Mf0 }H!#/3LQ !37)41$A$@9H<0 #0@})(H$"/3@Q7$E423$E#%1#*9HME0 4}H:+/3)LQg$j551g@}%Q 1/an+#HE/6>M}%Vv,/Q (H6: N Q
O x
4 })6J6
E+-$o=3E#%Ya@)+-4<+$E):<(*4#A$+)* $S)W#cJ (0[\5-+46:$XU9*E+4+)7) E4)0 })/3,/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
v
x=0
x ∈ [0, 1]
x=1
0 }H/3Q7/U?1
Z 1 Z 1 Z 1
∂u ∂2u
(x, t)v(x)dx − k (x, t)v(x)dx = f (x, t)v(x)dx.
{X8)j)4+-)-@(*$R?-!3@(%!)-4$EL+):$LE9HE+-4,/#X,T#S#g$E#%)9*+-+)$R!gW@J #* @,/+)#S$X!3[ # L4<0 &})/aQ +/L7R1Z#*+-=3#%E#%)j)$ 4<AT:+7@$E#*6U)7E 4+) }0Q 651 +1 *
0 ∂t 0 ∂x2 0
0 0 O v(0) = v(1) =
0
0 }H/3Q7/J251
Z 1 Z 1 Z 1
∂u ∂u
(x, t)v(x)dx + k (x, t)v 0 (x)dx = f (x, t)v(x)dx,
+5=44<#%)v)L$ E @#*1sQ:<#%]S,/+-,/#*)7,T #g!)$c!3T(0$ $E4?#%9s)@#y4<+-) }0!3(*Q @14 82O )(*#+:!$S# 4)7E@+30 !3r46$ +-;L)$D:e+-J #% $ErV 9*# O L!3@#f4E=+-3<# E#0$
0 ∂t 0 ∂x 0
v 0 (x) v x
,/#%$n+-@[\9*+-#%)L9s@IT4<+-#*)S$ @#*<#0$D57# 9H+-)-@4<)2#0$*8_Q9&!3#v+-$X@#*a,/+ 4<.%E+#0):$n$S!(*<@+-4 @O $S(*#%9;$'#*;9;'9H#*+-0)-8L@a4<)2+#0D$j@+:3L V
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g : [0, 1] → R

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4
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5
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6
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g(0) = g(1) = 0
t > 0 u(·, t) ∈ V
})/QP25#&1 })@/+Q=0 571s.*Q7,/]S# +-,/0 }),T/Q #R/L23)1k+#%$ $`XWJ )#R+[\):+$P@,j[ 4YD6U!@L4<+-))T$C[ ML4$E=#%<9H#"E#*4+))i#0}%$ -Q 19H8U#&)!3+u$_aE+-+= .*+,/):# $C9H0 }H+-/3)Q $ 74<1N
v ∈V
!0 4(*)@(%#*R4<@W#*J0 ,/#*)7@&+Î24)4,!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(*@;4<+-L))7$
ϕ1 , ϕ2 , . . . , ϕ N N
@]g+3<@#%#% $A24<) #0$A!39H +-,j=E+-4)=.*4$E,/+)# $c}H4)/3(%Q7/J234<@1T#%$E$R#i!3#0[\+$R@[\,j+-)9s#>@4<+-!3)#>$ 6 ,/Q A.)0$&4.*@+#o;$*$ 8e4 J LL)7EE# +Î3*S4,/:+-LE4+)iE+-!33#
V Vh
82E@+ O #*c)#g[\+-)9s@04<+-)
ϕi
574P$@UE46$ [ L4< O
t>0 uh (·, t) ∈ Vh
0 })/Q /J551
Z 1 Z 1 Z 1
∂uh ∂uh
(x, t)vh (x)dx + k (x, t)vh0 (x)dx = f (x, t)vh (x)dx,
a+RE+-3E#f[\+):9sE4+)
0 ∂t 0 ∂x
Q A#M$c)+-$R#*I24?#%+)$c57# 0
0 })/3Q7/L431
vh ∈ Vh
+5!4# #%$ $ #%F@/)!3#S46$EL9*3E@(%+^#gI34<,Y@(*L@E4<4#%+)"@!#*,/#`#*&)79*%+Q )!4Y@4<+-)f4)4<E46L# !L):$ Q*R!3(H@#*@,/4<)LE4+)

uh (x, 0) = wh (x) ∀x ∈ [0, 1],
wh w Vh
!)#+0 ]S$R}0+-a,/Q#*}%@7,T,/1s#n8#H&))++!K:J (%$"$"9*!3EW4J( EO #O #*+* ):+$Ra[ L+4<)M$ !L)$"6u$E!#%L9s)@4<$A+-)q}%=Q 1u$E# :+-f+=3@#*)4 0 }%!3Q<# }-}[1RVr8Z9H#TLE57E4 4
wh
uh (·, t) ϕ 1 , ϕ2 , . . . , ϕ N Vh
N
X
uh (·, t) = ui (t)ϕi ∀t > 0.
!Pr#%$ @O #*,/<#%$ ;$ Q A#g[ -$E+H)7+F)v#%(%$P579*+4 O ,/La#*+-)7$@EL# )7E#0$K!3# !L):$K&=$E#C!3#%$ #Hk!3(*a#*)!#*)7
i=1
ui (t) uh (·, t) ϕi
t
0 }H/3Q7/K871
N
X
uh (x, t) = ui (t)ϕi (x) ∀x ∈ [0, 1], ∀t > 0.
i=1
/ 3

{C)8 @#*,/6%L)7 0 }H/3Q783/K)87+1_:!$RL+)=3$ @0 #*}))/+-Q )/J55$c1k!3#*+X):#*9)q* 9;'+-4$E46$E$@L)7C9H+-,T,/#R[\+-)9s@4<+-)$_@#%$ vh =

ϕj j = 1, 2, . . . , N
N
X Z1 N
X Z1
u̇i (t) ϕi (x)ϕj (x)dx + ui (t) kϕ0i (x)ϕ0j (x)dx
i=1 0 i=1 0
0 }H/3Q7/K671
Z1
= f (x, t)ϕj (x)dx j = 1, . . . , N.
6f/L!3)2(*$ 4@4 0 O })(*/#M#0Q $G/J!3&65# 1s682)+-$R: OL+-R,)@$SUE)@a+L469H+@#M( Ec!3V#M9H+2Q #Hq/!39*4<(%#%E)-4 O;$(%#f!3# LR;La+ERV #H
0
u̇i (t) ui (t) t ϕ0i (x)

ϕi (x) x
A N ×N
0 })/3Q 171
Z1
Aji = kϕ0i (x)ϕ0j (x)dx
0 A #%$ S:#%<(%# 1H8$E4 M #%$ X6 N × N ,/LE@49*#&!3#"9*+2#Hq9H4#*)7@$

0
" % '
0 })/3Q 1}21
Z 1
M = ϕ (x)ϕ (x)dx
ji i j
0 M #%$ g:#%<(%# #H &$ 4 ~ #%$ R<# 1H8F$ 4 N O ~u#%(t)9s@#*#%$R"!3+-# )7Nc6N O #09sNWE.%#%,/"#g!9*+#T,/9*+a,/+-$@:L+7)7$EE#f)7#%E$ #% $
0
"# # "
u (t), u (t), . . . , u (t)

1 2 N f (t) N j
0 })/3Q 1L/51
Z 1
f (t) = f (x, t)ϕ (x)dx,

j j
<+-@$D#%$c@#*6UE4+):$ 0 })/Q /J651S$ +-)7c(0574 O <#%)-@#%$RV/9;'#%@9;'#% ~u(t) @#*P57#

0
M ~u˙ (t) + A~u(t) = f~(t) 0 }H/3Q 1J171

!43]S)# +-9H,T+-]g),/L)2#q#*#% a$j24+<!3) #qn0 9H})6>#u/3Q $E,/1J1317(H$G1/@@'.*9H,/+3+-!3)#q#v!3$E!+4<)7#%v$jBV !<#04Y$BhZ)(*9H@+-$E#*,/12)$ 9*:E#%+7.%$j,/$El#)-)@4!3#%#%4<$ $ ha(%0 EO #%+-)-4<@4<#%!30 f}H#/3!6Q>}}[$E1D+1s@8#*3,/eEJ 4L+4<#%) uE+-+^@I3!34!@,/#LQD)E$MF4+#06) $
∀t > 0.
=6T-$=#R!3$E#M#0$ !3ϕ#%$ Qmk+-89L`J #%(H$ ; LNxVU=Nx!34C4E# M9*+)!4Y@4<+-)n4)4<E46L#&!3qu$ 13(t)$ E.%,T#-8U)+:$`(%9*E4 O +-)u$ w !L):$
i
j h
h
ϕ i
N
X
wh (x) = wi ϕi (x).
E$2134 $G@.*,/#%$ #MR!3<# 4YhZ(*@N #*O )7#0@9s4<@#%#* 0 c}H!3/3#MQ 1J9H15+-1X,T#%$ aA+-!3$@L(*l)7@)#%4$#f:L 8L+;$S6T9H+):!34Y@4<+-)r4)4<E46L#M!3
i=1
w
~ N w 1 , . . . , wN
*
~u(0) = w.
~ 0 }H/3Q 1L71
4 / }
9A})+/Q 25$D1 O })+-/)Q $C571s!3Q`+-)wx&9&#0+-$G=3E#%[ -)29Hq4<#>)!3# # (*@4Yl#%5- #v#%$q,/LE@4$9*#%$LE46L#A#H!3 qE$ +-+-=)7<.%,/!##%$ 0 }H/3Q 71
0 ,U@0E469H#0$/$ 12,/(H@E4657#%$!3(*l)O4#%$a+-$E4<E4 O #%$%QCF#>$E13$G@.*,/#>!34YhZ(*@#*)7@4<#% 0 }H/3Q 1J151j#%$
"#
M A N ×
(0574 O <#%)-AV
N
})/3Q 1L251
#*nE+-!3=.0<$M.%,/<+-# @$g}))/+Q ?1 $Ma})+/ Q 25O 1 +):})$M/9*Q 57L1X69H#%)r<#%BE+3)9H#q(0!L)7&@!3+^#MI246,nU[ @4<H+-+-))v!3$E#4 6>L)7$E+E# 3* E4+)
~u˙ (t) = −M −1 A~u(t) + M −1 f~(t) 0 !3
∀t > 0,
O
+9H+-) ,/!3,T0 (*l#n))4<r+:9H0 $&+-)WJ 9H @.H+@0 )#*,/$&[ #*L)74<qf!))#>$&=6u$E$E# #%9HE4+) }0Q #Hg+)o!39H#>+-)G12$ Ea@#>4Y(*f(*<#0,/$A#*,)7@L$qE@l49*)#%46$$
u(x, t)
8 #H&# O #09sE#%O

ϕ1 , ϕ2 , . . . , ϕ N
4E#*)-@)r46@5-#*$ @:# +-:$+7#0)7$E9s 0)-QFC}6Q j:551L9*j+)!3!#04Y$M@4<a+-)+174<))4<tE46,/L#%# $M!3#q9H+!)7#*@?4<)2@(i#A}q$E$ j9;'578L+#/)r(%9H<+(%):,T$G@#%E)7B4< ?(*+-,/#*(H) N

*
M A f~
w [0, 1] wh
+#*)R!3(*@E+#%?-0 EE,/#0$E4$E)4Y#R[+v)#AE(*E@+@?+^;I34<!,#"U9H@+-4<+-,/) ,T#M!!# )$ }H/3Q#*}.)171X3+-@4<46$E})/)-CQ<}4F)q1sQ $E9;'(%,f!FJ {CN

w
*
9A+$D@#*@,/4<)+-)$R9H#* @#B$ #09sE4+)v&!3#*3IvE#%,L0 ;5-#%$%Q 0

~un ~u(tn )
à,-FEDU A:eW& F#B$@9;'(*,T!KJ {X<#%&@+?-E#0$E$E4Y[k$*J (%9*E4<&!L)$c#B9*-$DE(0$ #%)7 *

~un+1 − ~un
= −A~un + f~(tn )
+-F8!3#f[ -H+)v(%574 O L#*)7E#
M
τ
0 })/Q 1L551
+54 τ]S6#0L$G4&@#*#g,/#*)7%$R8!3$ #g4 @#*,/#%$ $Rj#*9H +-t))2= !nτL)Q $ })/Q 1L551s8P)+$j!3# +)$g#%)9H+-E#@(%$E+!E#T)
M~un+1 = (M − τ A)~un + τ f~(tn ),
$)PE13J #0$G$G@/.*,/#c$n:+-!346L_?++-=3)@L#*)~#u4Q wG~u9H4c!3+):9%L9q_6#rA$@,9;'U(*@E,460 9Ho#c!K!3#cJ {C,#*$@/$ # M@+?-9%EOL#06$E9H$E4<[D(*)F#DJ #%$ Lnk:(*(*$n,/#H#%I3)-;$k49*l4Y@)# 46$

n
n
n+1
6m_TE+-4[\<+46X$E@,j)7#Ak@<#*6# &)![\+-}0EE#R,nQ7/U#*?I21X#S< 46!39H#c4<#%E9 57#-8-4!3[ ;U3@D* 9%@#XL6!39H#%$P#*EX;L9*a+). %9*#%E.*$%EQ0#%dA,T4<):#%$)74WX8U)B+:,/$PL+-E=3@4E9*#%#A)+!3)#&$,#*-)n$E3$E#E4M4$@L#*)7)

0 O c=1
 h $E4 i = j,

 0 $E4 i 6= j.
1 Z
M = ϕ (x)ϕ (x)dx ' L (ϕ ϕ ) =
ji i j h i j
?-!F]S+J #{C)<<E#%# +3&9H0 (0+!3@)p+(/?9H@+#%E):$@$E#q$ 4Y46[G$G46Q @9H#4D!3Vv# @+39;'#*g6r,LE1f@49*#*#TT!3!3#+-),9-V>$E$E@# #*)M!3@#L#HMI3)469H#4<E,#uUE#u@46$@9H9;#/'(*!3,4L N

0
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@(H@E+-?;!3#":+-&+-=3EO #%)4< *
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(M +
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! *
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11 12 21 22
+
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})o/3Q @-#*76U1CE#04$G+A) 0})a/#*Q 1L(*65# 1B#%$ /:#%<(%# <+-@$T57#vE#%LE4+)

u(x, 0) = w(x), ∀x ∈ Ω.
0

"# Q "
;>BDP =:= N %AVH#@<K')J^#&B>M%ANQAJM>:eW&9:=E 8UL :=AV:=<?EK>Z> @=ACBD:FEG>H<KJSNQJ ` BD: >N :=RZE6L J L J NCNQ Jb>^ H< AC N JD _5b A >ML JW < E# bE :=R JB]>MJ^L BD` \P J N
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ξ1 ξ2 ξ3

ξ3 = a11 (x, t)ξ12 + a12 (x, t) + a21 (x, t) ξ1 ξ2 + a22 (x, t)ξ22
0# $GAWJ (%57U@4<+-+-)>)v!KTJ @)>#*,/L;6L=a9H( ++ !3#M!KJULI3 # #H 8:!KJ +34i6/E#%E ,/4)8 ++?-4<# 1HQ
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h u (t)ϕ (x)
i i ∀x ∈ Ω, ∀t > 0,
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j
0
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0
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0
i i
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i
ZZ
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i j
X N
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−
i j
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i=1 Ω i=1 Ω
j = 1, 2, . . . , N. 0
ZZ
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Ω
G
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Ω
0 }H/3Q L571
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M ~u˙ (t) + A~u(t) = f~(t) ∀t > 0,
0 O
ZZ
fj (t) = f (x, t)ϕj (x)dx.
v9*+)!4Y@4<+-)y4)4<E46L#q$ #%@v!3+))(*#/M#HI3#*,/#/L Ω
8 8
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j=1 w(Pj )ϕj
Q ui (0) = w(Pi ) 1 ≤ i ≤ N
Z . .-, $#*. $ )&OO "Y*. &

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Ω
0 57#g9H#*O #f!3(09H@4Y@#f!L)$Sjl?-E#n}}-Q 0 ) M!$D4<)7@(*@4<#%@$%8 ∂Ω
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[=44Y#*j)iaa#g+#*3) j&M+$E#&=! E[ #*L)4@4<#" 570 }#MS}-$Q<})#0#f85$R=1H!3Q\4#*9&4$D+-Iv!K9H$jJ +2)+-@#"!3E[\+-+-+))@,j)$ (%#%$c#g!!3L#f):57$c<#g-!3@;#*UaE.*@E# #-8-+59H+-4 ,/,T#fQ !3)(0+-$ 4?$X)W#uJ LO +$@):$E$ 4
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af+L)&$T9*9H+#*)n!#*4Y@I24<#%+-,/)r4)<#i4<E469HL+-)#Q9H@#H08P)+-$n:+- O +-)$j9;'+-4$E4 8
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ui (0) = w(Pi ) i = 1, . . . , N
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$@9;'(%@,/+Î3/4<,!KJU{C@4<+-)v#*A!# E+-u(x?@#%$@,$ t4<[ ) 8 })i/3=Q}.171,1 . .})./,Q<}%N71s8 Q n = 0, 1, 2, . . .8:9%L69H(*#g#%)>33+4<E 4<46u$@L)7&)<##
Q 2+-4Y τ N> 0 !+))(-8 t = nτ 8 hn == 0,1/(N
0 ∀x ∈]0, 1[ ∀t > 0 + 1) x = ih i
n
i = 0, 1, 2, . . . , N + 1 n 1, 2, . . . i
}Q $")lI3#feJ #*)7@4<#% $ n+-)7#*cDa+-0 +-)u$E4<$ E4<[$*:8+70$ <#f+-@57$XE# +-2kτ$c<#0≤$ h Q >8 +)7@E#%D57#f$ 4:E+-$E+$D)7&<#0L$ u$@$E48
i n
2 n
a+-$E4Y@4Y[ $%Q>+-)-@E#%R5-#
i
n+1
i = 1, 2, . . . , N i u i = 1, 2, . . . , N
n+1
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0 })/Q -4F1
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i i
1≤i≤N 1≤i≤N
/3Q $") 9*+)$E46!3.*Q @$"#u)y#v9;'9%+46$T$ 4<+3 4 ≤h 9H+-0 8 )!34<E4+) #H4<) 4<E46L#v#%$ !!(Hl#n0 )$E4+#vEE#jL57 w(x)
2
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+
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0
0 })/Q *851

n+1 n kτ kτ n kτ n
u = u + 1−2 u + u .
#09A$G+Lc@9H+6)L$c4S5757#g#A$ $E4 4 2kτu ≤8 uh #*L +u;$ 1 −$E+2kτ )7Xa/h+-$E4Y@≥4Y[ $%087Q2<{C+-) @$_O +-#*)qEE+v=!3E4#f#*)7n uE#%LE4+) $@0 $ })4/aQ *+-85$E4<1sE874<[G4Q
i 2 i−1 2 i 2 i+1
h h h
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n n n n+1
i−1 i i+1 i
n n+1
i i
0 1≤i≤N 0
kτ n kτ kτ
|un+1 |≤ |ui−1 | + |1 − 2 2 | |uni | + 2 |uni+1 |.
mX4$@57# 83)+-$R O +-)$c!3+)9
i 2
h h h
1 − 2kτ /h2 ≥ 0

kτ n kτ kτ
|un+1
i | ≤ 2 |ui−1 | + 1 − 2 2 |uni | + 2 |uni+1 |
h h h

kτ kτ kτ
≤ 2 max |unj | + 1 − 2 2 max |unj | + 2 max |unj |
h 1≤j≤N h 1≤j≤N h 1≤j≤N
= max |unj |.
wx@c(%$E$E3</@Lj%Q #*)$E4<E#v!3#q@#*)!E##u,UI34,j, $EME+-$B#%$j4<):!349*#%$ a+n+=3@#*)4j#
1≤j≤N
/QF+-@$@57# 8 8
k = 1 h = 1/5 τ = 1/25
8-#B$@9;'(*,T)2,/(*@457# 0 }H/3Q L871X$%J (09H@4Y
un+1
i = uni−1 − uni + uni+1 .
/ J5 3

P$E+#%$3EE(04+$ )u<)7@L@,T$P(%)7E46,T57(%#AE4657E(0#%$ $P#%)-:@+-#f!#%$S+-$@9H4<6U@4<+-)8%$S$E+57)7k4Z)E#g(0$9H#%#0)7$E$EE#*(%)7$c!L!K):J $P6?R,/l#%?-)-@@#*#&D})</+-Q<@}-$@Q%57P#

n = 1, . . . , 9
)2#%,/$ /(*@l465-I3(r#*,/#*#*)7<#vR4<E):#%$G,/;L=$ #Q 9*E + 0Q 9A+$/9*+)9*<+-)$/57#r#>$E9;'(*,#0$G!)$/9H#>9*-$

x t
t9 = 9/25 0 −21 13 13 −21 0

t8 0 13 −8 −8 13 0
t7 0 −8 5 5 −8 0
t6 0 5 −3 −3 5 0
t5 0 −3 2 2 −3 0
t4 0 2 −1 −1 2 0
t3 0 −1 1 1 −1 0
t2 = 2/25 0 1 0 0 1 0
t1 = 1/25 0 0 1 1 0 0
t0 = 0 0 1 1 1 1 0 -
X #R\WZ-:eW&Q 2 +3@4<+-) )2,/(*@457#v!3 $@9;'(*, 0 )} /Q *851B<+-@$@57# 8 #H

x0 = 0 x1 x2 x3 x4 x5 = 1
k = 1 h = 1/5
τ = 1/25
f e*HkL#&kL -:eW : "$ )i9H+):$ 46!3.*@#g)i@+=.*,/#M!3#g9;':L#*c)+-)r4<)(%L4@#8V/$E O +4

∂u ∂2u 3
0 }H/3Q L671
0 })})//QQ 225}[11
(x, t) − 2 (x, t) = − u(x, t) ∀x ∈]0, 1[, ∀t > 0,
∂t ∂x
0
u(0, t) = u(1, t) = 0 ∀t > 0,
+534@4<46$ #q#%$ n)#),/#q(H[\E+'):+29s!E#u4+!3) #u!!3+4<)hZ)(*(%@#*#)Q9*mk#/+-l)j4@#%(%$M$E+#%)p:!3#%E$E#)29*#T,/#*(%jE46#*57) #*@,/#*,/#*)7n$%Q 9*#u2+-4Y@+=<.%,T#u+))

u(x, 0) = w(x) ∀x ∈]0, 1[,
w
)+-E$&# !3#g@#*,/$A!+))(M#*#M"$E+$&4< !FJ #0$ -9H#-8 8 tn = nτ n = 0, 1, 2, . . . N
8 2+-4Y )v#%)7E4#*&a+-$E4Y@4Y[G8a+) τ >0
Q|k4<)<#%,/#*)7
+-)r)+E# )#BL@+Î34<,LE4+)u!3#
h = 1/(N + 1) xi = i h i = 0, 1, 2, . . . , N + 1
Q
}-QcmC})E/+-Q :2+75$1 #%})/)Q 2}[$E1g9;'#%(%) ,3y@4<a46+$E)-TE(0$ ) +-$@!39;'@#r(%,/)2y,/!K(*J {C@465-#*#*/,/#*@)7+?@<#%#>$@$E4Y[RE+-#*=) <.%E,/#*,/# 0 $%})Q/Q R*65#HN1
uni u(xi , tn )
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/*4
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,!3# L46$R4<)(0L4E#B!#j9H#B)+ O #%Li$@9;'(*,QZ]S+,/,/#*)7A9*9*<#*NeENW+-) VLEE4 ~un+1
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8 8
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1, 2, . . . , N
un+1
i i = 1, 2, . . . , N
8VTWJ 4!#g!i$@9;'(%,//$E4 O )7 uni i = 1, 2, . . . , N
un+1 − uni −uni−1 + 2uni − uni+1

i
= −(uni )3 ,
+5P4F#B8L$E#%9;) '(*O ,#*E/E/9H4<!3N!3#%$`#0$E9*$E+)$D!3a4<E#*43+"):$`$%JL(%39HIj@4E4#g,T$ 4<+-E#0$$S[\0 +}H@/3,/Q72L#M71s,/8^)L+E@:4$`9*4< #%O<+# ):$Pa+-$E( Q
+
τ h2
un0 = unN +1 = 0
~un+1 − ~un
= −A~un − (~un )3 , n = 0, 1, 2, . . . ,
τ
+54 83#%+5$ 4# 9&#%N$ OR#%9s @#*k!3#S9*+,,/Ua@E+-46$@9HL#")7EE@#046$!34?8 +-)L#"!3#0(*$Glk)<#4#g9RN LO #%9HE}H#%/3Q}%7!31C#D 9H+-#0,T9 a+-$@L)7@#*#%$
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~
+5wxP4 :#%E,/#%$ #HAA<#n!#B9&9*N LO 6#%9H9HE<#*#%DA#*!3I3#B<9H469H+-4<,/E#%:,/+7#*$E)7)-@#%$ VTQLEFE#n4R$E!39;'# (%,!39H#M4<0 N6!3j#0[$E-$EH+-$c)v#0O $G$EA4 #*I3)7<E46#9H4<E#-Q
~un uni (~un )3
(uni )3 A N ×N k=1
w
~
~un+1
w(xi )
~un O
~un+1 = (I − τ A)~un − τ (~un )3 , n = 0, 1, 2, . . . .
/QF#M$@9;'(*,/!KJ {C#*&@(H@E+-?;!3#f9H+-)!34<&L>$E9;'(*,
~un+1 − ~un
+ A~un+1 = −(~un+1 )3 , n = 0, 1, 2, . . . ,
τ
]S#B$@9;'(%,/Ta#*@,/#H&!3#B9*9*#*
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S] #B$@9;'(%,/T#0$GR4,T<469H4<E#M#*&)+)i4<)(0L4E#-Q
(I + τ A)~un+1 + τ (~un+1 )3 = ~un , n = 0, 1, 2, . . . .
1!(HQBl9A)+4#M$A@+29*(%!3+-)$&9*+,/,/#n!)$&6q$E#%9s@4<+-)p}%Q 5Q 2+-4Y F~ : RN → RN

6/[\+)9HE4+)
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F~ (~y ) = (I + τ A)~y + τ (~y )3 − ~un .
~un+1 F~ (~un+1 ) = ~0
O #%9 !3+))(
DF (~y k )(~y k+1 − y~k ) = −F~ (~y k )
y~ 0
,
k = 0, 1, 2, . . . ,
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DF F~ ~un+1 ~un
~y 0 = ~un
DF (~un )(~un+1 − ~un ) = −F~ (~un )
E$]S13#A$G@$@.*9;,/'(%#g,/Q <4g9&)(%#0+-$GC4<$T@#M4+) =3(%O @#0#*4<9@)#R+-),$ L46$È+-U9HzG++,/@,/$`#M4,/,U4@9*E4Y46@9H##-8-Q:9%]DLCL649H)(%+8`9H)+3#0$c4 $E$E6T4<)E+#&,6U$/gEE@ (0469H$ +#c+-)<z $nE9*)4+++L=)@4( #*!K)J )) #
n = 0, 1, 2, . . . .
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DF (~un )
6
DF (~u ) n
DF (~un ) = I + τ A + 3τ Bn Bn
|k4)L#*,/#*)7089H+-,TE#fE#%)7>!3#g6!3(Hl:)4Y@4<+-)>!3# 8<#B$@9;'(%,/T9H4<Nx!3#%$@$ :$R!3# O 4#*)7
N ×N
F~
(un1 )2 (un2 )2 . . . (unN )2
(I + τ A + 3τ Bn )(~un+1 − ~un ) = −τ A~un − τ (~un )3 .

dA4<)$E4W8:+-&9*9*#* VTLEE4&!3# 8)+$c#*ha#09s@+)$&<#0$c(H@:#0$R$ 4 O L)7@#%$%Q
$") 9H+-)$G@E4Yj6>,U@E469H# !Q (Hl)4#u:L L4)$ 4D57#q#
~un+1 ~un
#O %9HE#% C C = I + τ A + 3τ Bn
<$"#0$&)v9;@'(%L$E+4Y@cE#0#B$S:$E128S$ 2TE.%+,/ #f5Q 4)(%4<@# LR)#B!3#%$c,/(H@'+3!3#%$A!3(%9*E4<E#0$&!L):$

~b = −τ A~un − τ (~un )3
C~y = ~b
$")va+-$E# Q
~un+1 = ~un + ~y
Z Ô. ( M( *)& )$ Y "#. . &.-, )& S"Y.

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8 O +-4<cR#HI3#*,/# 88S/U Q
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$E!K+J '23E4Z4+#*))9*)2+@#",/(*)r@457$EUzG#q#H&$E+!34<B#gL@#%9;$@'$E#%4`@9;E'(0#-9H846$,#L5746$D#4<Fa$E#*+-,n$@$ =4=#f#9*Qk#*]SE@#0L$g4)u,/57(HFE'J VB+2@!#*#%@$B,/$E#"+)76jBL<UzG:+-LEEN

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c

c

c

S" ^!#.& Y$ )&O

. # &. . ##.

3+4<X!3#*3In[\+)9HE4+)$ c : (x, t) ∈ R × R → c(x, t) ∈ R #H f : (x, t) ∈ R × R →

!+))(%#Q-9&+-$@!U$S+@):4$)+7[ (%$L+-#%46$@$%)L83$X)79HD+#A)7WJ@(%4<E57)2+-=U#0<.%$S@,/4<+-#*&
)#"$ !3* +-#A4Y E@w+ : O x#*X∈R)#A→[\+-w(x)
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+ +
f (x, t) ∈ R
+
u(x, t) ∈ R
∂u
(x, t) + c(x, t) (x, t) = f (x, t) ∀x ∈ R, ∀t > 0,
∂u
0 }.1Q}[1
O #%9f6T9*+)!4Y@4<+-)r4)4<E46L#
∂t ∂x
0 }.1Q /51
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u(x, 0) = w(x) ∀x ∈ R.
9@;@':LLE@4=:++-) )i-t9sq@4Y[`)#H4<fE(!KJ !34<# 0Q+/?,/;#oL)!3!3 #%?-R 4o)9H!+-L)))2$u#eJ Lu(x,

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c =0
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/J6
0
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$@U@4$ [ L4<
∂u ∂u
0 })1Q 71
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(x, t) + c0 (x, t) = 0
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})1Q7231
∀x ∈ R, ∀t > 0,
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?;L'#f!3#gj[\+):9sE4+) !L):$S#M9*-$
u(x, 0) = w(x) ∀x ∈ R.
u
$4
w

1−x
$4 x ∈ [0, 1],




w(x) =


1+x
$4 x ∈ [−1, 0],
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


 0 x 6∈ [−1, +1].
O c0
w Ox
w(x) = u(x, 0) u(x, t)
x
−1 0 1 c0 t − 1 c0 t c0 t + 1
X #R\W N\W& @)$E:+- R!3# Lv@#*,/$ 8 O #%9 Q

c0 t
w(x) t>0 c0 > 0
[\4)7+-E)@9sR+2@!4<# +-O)#*4$E)4+)+):)9H$K+-$g)L)j)2y:# @$P+$E=L.*Eg,/46L# )0 #/}.1,/Q<}2(H1 E80'0 +2}.)B!1#TQ /5-1&!3$K##*@#*g!3,/4<hZ:E(*+-+-@:E#*#%+7) $ 9*+-#%)$"#*$Al))+-)4#%#$%$FQKLam_+-+$E@++^g):I3$ 4<9H,#TL[ LE44+@#)8Z!3)8 #/+:6 $
u
!34<#T)$E6r4+-$E=3+E3#%)2E4+#") 8U!L4))!$E$S42# e57J #%}.$E# 1Q}[9*1 #RE})#%1,/Q7/38 1&$ a+Q 42)74 #H8UBRLol?-E#*,/E#"}.#%$ 1$ SQ /&8ZE)#%4#fÈ$L(0#%$,j#%)7=E+Ê#n#CI346):,/AUL?-EEE44E+<#%) #
h>0 τ xj = jh j =
0, ±1, ±2, . . . tn = nτ n = 0, 1, 2, . . .
!3#B9;'+1A46$ $ 4c4 <#BL)7$@9; '* (*,T0 )2,/(*@0 457#M!KJ +;!3@#f!#*3Iv#*)i#%$E9*# 0 1D#H&)v#%)vE#*,/$

Oxt unj ' u(xj , tn )
u xj tn
O(τ ) 0 O O(h2 )
un+1
j − unj unj+1 − unj−1
0 }.1Q 571
a+ 87#H XJ @+Î34<,U@4<+-)n4)4<E46L#&#%$ S!3(*l)4#&
+ c(xj , tn ) = f (xj , tn ),
τ 2h
j = 0, ±1, ±2, . . . n = 0, 1, 2, . . .
a+ 0 })1Q 4F1
!3#v9*F#>9*$@9;<'#%B(*,#HI3 046})9H1{C4<EQ 55)v#*1,/#H#%hZ0 }))-#H1 0Q874F)1j+#%$ $D8 a+ a#*+)( $SE (% (%9*E4E# }.8_1V>Q 571CL $EE+E4n$S!6 B#%$ [\+-O E,/<#%#"$E4@R$n4 :!3#%L# E)7,/E#1#* 8*
u0j = w(xj ) j = 0, ±1, ±2, . . .
"$ *
j = 0, ±1, ±2, . . .
un+1
j j = 0, ±1, ±2, . . .
O 0 O unj
0 }.1Q 871

unj+1 − unj−1
un+1
j = unj + τ f (xj , tn ) − c(xj , tn ) .
2h

/}}
t h
t3
t2
t1 τ
X #&RUWl-NeW : f] E4<#M!3#B!34<ha(%E#%)9H#0$Dl)4#%$%Q
x−3 x−2 x−1 0 x1 x2 x3
&# O #%)+):$RLi9*$c+54 9*+)$ @)7E#g#H QA9A+$R@+)$cL+;$

0 })1Q 651
c = c0 f =0
c τ
!]S#g'+E#*46$ 46#B$E$E$++-): $_@#g,/V/4<9*)7#g@#*57)#M)-`)+)$c#&9H+):4$@!3$ 4Y4@+4<):+-$c)ne4J )4!4<E#*46)7LE#4<l#*&V/$@$ $@# /S$ @(%(*E?-4#M4<!3.%#BE#c|#H+- 2πE4#*NWRa9*(*+@,/4<+3!346#H57I3# #

0
un+1 = unj − (un − unj−1 ).
j
2h j+1

w
0 }.1Q<}051
+∞
X
imx
w(x) = α e ,
@6"4#*? ;L)!3#%$ +-)7 ci !#%(%$c$E)4<?-+),jL)7=_E#0)$RU9H@+,/E#%<#*#H,/I3#0#%$D)-k!(HeJ l))464<$RE(c4, L?4)4<@#Q^F#0$9*+7#*q9H4#*)7@$_!3#c|+-3N

m
m=−∞
αm
Z2π
1
αm = w(x)e−imx dx.
mX4$@57# 8)+-$RL@+):$D!+)9
2π
0
xj = jh
0 })1Q}}21
+∞
X
u0j = w(jh) = αm eimjh , j = 0, ±1, ±2, . . .
{X)>3E4<46$@L)7 0 .} 1Q 671S#H 0 })1Q}}21s82)+:$c+=3@#*)+-)$ m=−∞

*
c0 τ 0
u1j = u0j − (u − u0j−1 )
2h j+1
+∞
X c0 τ imh
= αm eimjh 1 − (e − e−imh )
2h
0 }.1Q<}H/31
m=−∞
+∞
X c0 τ
= αm eimjh 1 − i sin mh .
W9AJ (H+@$ :#O (*n@4Y8 l:n+)=$X0,[ 9*1,4<2,#*,/.#*.)7.8083)#*+)v:$c4Y@+(*=3;L@#*)7) +-n)$ [\+* 46$D<#g-$E$@L?-#"!3# 0 })1Q}}21CV 0 })1Q})/31H8757FJ V
m=−∞
h
0 }.1Q<})151
+∞
n
X
imjh c τ 0
n
u = j α e m 1− i sin mh ,
m=−∞
h
/ })/ 3

a+:#% <( P#&9H+2 #Hq9*4<#%)- 1−c0" τ h−1isin

#%$ _)T)+,j=Q E2#R+-9H)j+-,/,/+3!3<#*I3##
j = 0,

±1,±2, ...
" "# #
m

mh
!"

r c τ 2
0
1+ sin mh ,
0#dA$G4<j)$E$ 4WE8F@4<9H#0E$ #%,TL#%)7#*g;$ <$B?;!3L#)!4<#%57))#i#*)7}qj$ !34 #<$B#*) #*j$ 4$M?;L):!3#%$f+8 ;$E57# @#*)! #*;$
h
WJ <4+-)3@l$f)574 0 #/!O i,/$E+-+4<)3$BE4+:)+-#HjI9H9H#%O E #/;L!34)$ E1s+-Qk=P.*>,/$E# +3}.E14+Q ?)1 )2}.1,/Q 25(*@1&457#0$GB#!3a+-#*)3)T(/!3+L) 9/#*}.I31Q 17<O+71&$ #*#%
c0 6= 0 m 6= kπ/h k = 0, ±1, ±2, . . .
|unj | n
$@U@4$ [ L4<&!3+)9 0 0 j
0
|u(x, t)| = |w(x − c0 t)| ≤ max |w(s)| ∀x ∈ R, ∀t > 0.
P #&9*L69H:57#R)+-$ O #*)9+-J #0)$G$`g!3#R)[ ,4<@L#R ,/L+46)7$fE$E@9;#&'57(%,#&u# )2,/ (*@465-#n57 FJ 4<` )#n[ L M$EEE+-3
s∈[0,2π]
-$c3E44$E#* :]S+,/,/#*)7AL+;$D(H@=4<RO )i=a+)i$E9;'(*,T)7,T(%E4657#

"
" +*
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αn = 2α1 αn−1 − αn−2 .
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u(xj , tn ) αn
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q q
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p α21 − 1 α21 −1 |α1 | ≥ 1 α21 − 1 =
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αk+1 = 2α1 αk − αk−1

1 1 k−1 k−1
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Ω R2 ∂Ω Ω = Ω ∪ ∂Ω
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u(x, t) = 0 ∀x ∈ ∂Ω, ∀t > 0,
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?-@-! ?-@-!
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M ~u ∀t > 0.
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w
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x ∈ R t > 0
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x = gx (t) t > 0
x=x t=0
0 }.}.11QQ7L2L76711
t>0 ġx (t)

0
ġx (t) = u gx (t), t , t > 0,
{C)>!3(%E4 O L)7 0 })1Q L651XR@:+- &u@#*,/$%8)+:$c+=3@#*)+-)$

gx (0) = x.
g̈x (t) =
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gx (t), t ġx (t) +
∂u
∂t

gx (t), t . 0 }.1Q 2}[1

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∂u ∂u
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u gx (0), 0 = u(x, 0).
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0 })1Q72U?1
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(x, t) + u(x, t) (x, t) = 0 ∀x ∈ R, ∀t > 0,
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u(x, 0) = w(x) ∀x ∈ R.
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0 }.}.11QQ 2J2*554F11
β(t) ∈ R

0
β̇(t) = u β(t), t , t > 0,
+564 Q 71`!/E'#%(%$+j@.*,/)p# )6+-Q7/3,j8=<#&@#uE!3+-+-=)<).%,/(-Q # 24S}.)1+Q 2J55$n1 $ })1:Q72L+743$ 1_+-M)$B)57#A# $E+3O@4<(%+-E)T4<l?-#<+-6=oL9H#R+-)!3)4<46E574+) #

β(0) = x
β
0 Qm_+-$E+)$D,L4)7E#%)L)7
x ∈ R
0 0 u
9A+$A O +):$

γ(t) = u β(t), t .
∂u ∂u
mX4$@57# $@U@4$ [ L4< 0 }.1Q 2L71H87)+$c+-=3E#%)+)$

γ̇(t) = β(t), t u β(t), t + β(t), t .
∂x ∂t
u
#*&L&9*+)$E(%57#%)7%89H+-,/3E#fE#%)2i!# 0 }.1Q 2L231X#H 0 }.1Q72L431s8

γ̇(t) = 0,
9H+):$G;L)7E#
0 }.1Q 2J851

γ(t) = = u β(t), t = u β(0), 0
{X)>3E4<46$@L)7 0 }.1Q 2J551S#H 0 }.1Q72K871s83)+-$R O +-)$

= u(x, 0) = w(x) ∀t > 0.
$E+4<%8#*)v4<)7E(%?;L)7&!3# V #H&#%)vE4<46$E)7 0 .} 1Q 2*4F1

β̇(t) = γ(t) = w(x) ∀t > 0,
0 })1Q72K651
0 t
9A57+4$E$gLE46O $G+[ )4Y$" !3})+1)Q79j2U?,/1 +)7}.E1@Q (n2L23571s83#T<$ +-4 @$ #0$Gg)#j[\+)9HE4+)y$E3q$@L,/,/#*)7"@(*?-<4.*@#

β(t) = w(x)t + x ∀t > 0.
0 0 u(x, t)

u w(x)t + x, t = w(x) 0 })1Q 571 ∀x ∈ R, ∀t > 0.
L/ /J/ 3

!KJj(%57@#*6LUE@44<++-) ) 0 })1Q 571_E;!4YR!#f)[ L$f4<R<#T576#fL)6T$E+3@L4<+-):#%<(%E# #0$G@#f9*+)$ @)7E#g$ c6/!3E+-4Y@# Q

f4<?-L))#%$D$f6n!3#/l?)4 @#0#jL})1!3Q 1#T826)r+-$E+$DE3#%E4+E)(0$ #%)7E+):$X1f9H!#0$RL)9H$f+-#TE=a9%#%$D$"9*+34y@ -9su@(*[\@+4)$ E9H46E574+)#%$ 0 57#0$G4KM$E+!3)7(Hl:D)#%4<#$
u
" "

x = w(x)t + x Oxt
O #*&L 8@#%$Ea#%9s@4 O #*,/#*)70Q

u(x, t) w
w(x) = x w(x) = −x
t t
u = −0.5 u = 0.5 u=1 u = −1
u = −1 u=1
u=2 u = −2
u = −2 u=2 u=3 u = −3
1 1
x x
?7X L#R\9;W'-#2Ne1SW #HN R<S] +-+-@$@57@=:##0$B9*@-9sE(%E46$ E8464e5-Q #Q#%$"<+-@$@57# 0 l?Q:!3#B8P4e!3Q #@+Q 4<E#[1HQ 0 l?:QP!3#
−2 −1 0 1 2 −3 −2 −1 0 1 2 3
w(x) = x x = xt + x
w(x) = −x x = −xt + x
#*f )@F+-4+-9*@$f$@6L57$ 4+-E,T#g#B,/!3Ty#0[\$A+-!3)#%(*9s)=@4<+-"@) (%!3$E#n#*)9*#%#H9*$ E#nAE#n!K!3J (H$E#%l:)9H)# E4<4#j+)F8:L) +:$AU@,/8+))+-$&QZ57$&{C)#jO <E+#0# )$RO $ E#%;)ULzG)7#0"9s@+o4E#0,/$&+2!!L.*):#$
w
#
w(x) =x
%
u(xt + x, t) = x
WJ v#0$ :9*+9H;#*$RNe@!3#*,/rE#*$&,/!#%$&$%Q :LEE469H#%$"$ +-)-A!#%$A!E+-4Y@#%$R#*f$%J (%<+-4<?-)#*)7&#%$&)#%$"!3#%$"L3@E#0$

9*++;$E@F57=:+-#0@#`$g$@57#C9*L@#/;#*,/9H>E(%$[\E+46)$GU@9H4E57@4+#*4) #0)7$"$E6##%$9HLn+-#*!3:(*S#%l)7)}M8*4#6A$EL+a +34@)74<+- ) !3# !4#*L8)7))$g+!W4J $@#%$j9H$E+-9H+)-):@9*4<#H$G)2;NWEU#*#XE,/+-#H)%$M80$%QK57d&46#$@45-)$E#%4e#$ 8
w w(x) = −x
)FJ #%$ B$g E(%?#0$G4.*q@##%8a)e?J #%(*)?7L!3O@4Y(*@#>( #H0 }.q14Q &5-5[ 1R)P!3J #0;$GB!3.%$$ +O ;LO $/6L(*=6L<#-=aQZ+dA@#*E#*),/#>E$ '(*+@4#v<)#$
(0, 1)
t u
9*+,/#HI3#g: +-c E@+ O #*c)#B$E+3@4<+-)r'213$E457#M!3i@+=.*,/#-Q

u t=1
% #
'2;L12:#*]S,/#%E#R#*=a)7!3+M#*46@5-)#%4$M#*#%_$c(05-#H)I3:+-#%U)>,TE4<+4)):<#c(%$M)5-4<+-@#%4C$D$kE@,T(%#*?6+-$&46)7$E$E57E#*@)7#S#Bg)#%>$R#c!(0!5717#%):$ÙL!3@,/4<4<q+-457)9H$#q<0 E})(0!1$_#%Q7$g4<2U)7?-'1 (*0@}.#*9H1)7+Q7E2J,/#025$k1S@+3#%>IB$@$E4<=@+#%$R=$%Q?-.*(*&,/))#0(*#$N

57!3(09H#0@$G4<@@4<#M+-)9H+-4<,/E@#%a9H+EE#*@,/L)7#%@)-#&R#%$#%S$&!39;#"'+29%E$*+-Q::]S+7#*$ #% @X#j!357#0$X#%$@$ 9;E'4(*+,)v[ L$C4<)7&W,TJ +-=3(%zGE#H4657"!#%#M$S)57+,n4a=#*E@#%,/3Ir#H @#* @)74D9*<!#0#$
#*&#%$ D@E+-v9*+,/#HI3#g:+-&b*E@#g=:+-@!(*#g!L)$R9*#B9;'L4Y@E#
. & .

f e<#y*HkL#&kL$r $ :UN\EW&46 LW82+-4Y <#ou :6u$u$E+E#*3,/E4a+)o+@!#*"#Hr@+a=+-$E.*+,/):#$ 0 .} 1Q ?1 0 })18 Q7231H8: O #09 #Hc > 0 Q 2+-4Y 8 0
h τ x = jh j ∈ Z t = nτ j n
L/ /K1
n = 0, 1, 2, . . .
2+4< eJ LE+Î34,UE4+)M!3#
unj u(xj , tn )
!3(*l)4#XF<#D$E9;'(*,R!3(%9*#*)7E@(
un+1
j − unj
+ c0
unj − unj−1
= 0. 0 }.1Q 5}[1
}Q $")ilI3#MWJ #%)-@4<#% #H"+)o$Ea+-$E#B5-# τ h
Q o+)7E@#*&57#j$E4F@+$&<#0$ 8
j∈Z
57# 7
8 E
$
+ 7
) C
n
a
-
+ E
$ Y
4 @
Y
4 [ %
$ 2
8 L

+ ;
k
$ E

+
c0 τ ≤
n+1
uj j∈
:
C
$
%
# $ h
8 82$ +-)7XL$@$ 4::+7$ 4<E4<[ $%Q >+-)-@E#% unj
0 }.1Q 5*/31
Z
sup |un+1 | ≤ sup |unj |.

P57/# @#*6U@4<+-) 0Q }.1Q 5*/31S?-@)-@4YR57#M#B$E9;'(%,!3(%9*#*)7E@( 0 }.1Q 5}[1S#%$ A$ @L=<#B!3.0$
j
j∈Z j∈Z
/3Qcm_+;57+4#%$ N4<a$ +-'L4<@=#c57#A<#A$@9;'(%,/g)2,/(%E4657#A$@UE46$ [ $@$ #c#&:+-4<)7A}

c0 τ ≤ h
1Q $") 9*+8)$E46!3.*@#u#v9%$E4 $T+34 Q9H$"+-))!39;4<E'4++46) $ 4< 4<)4<E46L#v#%8 $ !(Hl)4!3#v#$ L+- @#T57# $ 4 w(x) = 1
A()2Q&%,/E]S4<l(*+-@#%)4/57$ E$E@#%,//4<@#*##v)7R#*?-v4<@)@$ #*@'46E=57(0#$ #%#r)-#*@57)i#*v#)+- E,/$ +-#g<!3Ei4+,)#*U)2I34<#*,n) ,/(%!, E(%4657!31sQ #y4@#ia+57 #v#i$@9;'(%,/y#%$ Q
x ≤ 0 w(x) = 0 x>0 c0 = 2 h = τ c0 τ >
h n = 1, 2, 3, 4
j}-QBF&DU#M'.$@#&9;B'% (*,T)2,/(*@457# }.1Q 5}20 1X$%J (%9H@4<

unn = 2n
0
0 }.1Q 5L151
+5$E4C4/6)r+9*+$`) !O 4Y@+4<)+-$k) )+E( #%$ B$ELQLE46mX$G[44Y$@@57#8F# <+-@#0$ $GCa+-$E4<E4<[ QK#0$G{CX) $@#*$ E42Ea+-!3$E#/4Y@4Y6[GrQ A#@#*R6U@4<+-$%) 8
un+1
j = (1 − α)unj + αunj−1 ,
}0 .1Q 5L151s8a4k#0$GM9H6L4"57#/$E4 #H $ +-)7"a+-$E4Y@4Y[ $%8KL+;$ O #%$ fL:$E$E4a+-$E4<E4<[GQ

α = c0 τ /h c0 α
c0 τ ≤ h 1−α ≥ 0
(%9A?-+<o#%$D,T+ )7O#%E)7+-@c)+$à)=+-$D4$E,#*4<E)u4<L[ 4,T$*)7Q E+-#%)7)EL@(")7 57})#A1$EQ 45L/3@+1HQ2$S+#%4< $ $E+)7lSI2a(-+-Q$EC4Y@J (*4Y[ ?7$%L82L4Y@+( ;$_}.E1+-Q 5L15$X1X#%4<,/$ 457# $E+)7
unj−1 unj un+1
j
unj un+1
j
0 j∈Z 0
mX4$@57# #H 83)+$R O +)$c!3+-)9
|un+1
j | ≤ |1 − α||unj | + |α||unj−1 |.
α≥0 1−α ≥0
|un+1
j | ≤ (1 − α)|unj | + α|unj−1 |
≤ (1 − α) sup |unk | + α sup |unk |
k∈Z k∈Z
= sup |unk |,
#*&)+:$R O +):$D!+)9g!3(%,T+-)7E@( 0 }.1Q 5*/31sQ k∈Z
/}.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)p4)@4<E+46=L.*# ,/#
$:@0 UL@E4%$ 8[ LVT4<0 @4<R!3# 8 }.1Q 151H83+)i8LT+=0 ;4<$X#%)i+-)v( T4!L#*,/$@$E,/4 #*)7 8 8 Q nJ 3E@# w
w(x) ≥ 0 ∀x ∈ R
0 O u(x, t) ≥ 0 ∀x ∈ R ∀t ≥ 0
sup |u(x, t)| ≤ sup |w(x)|.

x∈R x∈R
L/ /U 3

P!346#%$@$9H@#HE&+-!3@#%4<$c(*E(%E$+-57E4#X(H)@(%+-$R9*$k4YNx!3O #%+$@):$E$P!3$*Q(%,T+-)7E@(*#%$LBa+4)7S}S)#D$E+)7_!3+)9S57#XWJ )L+?-#

1QF+;$@5-# 8 8#B$E9;'(%, 0 }.1Q 5}[1X+ 0 }.1Q 5L151S$*J (%9*E4<
c0 = 2 h = τ
9*P#g#%j$f57$E+E(04P3$ 4<E,/4Y+;U)q@457)2$f)2#B,/57,/(%E(*46# 57@465-#"#%$fE(0:$ #%+-)-@ #"!3#0$X+7$E9*4<6UE4+$):+-$X)7#*fD+-@)q(%$E:#*#%)73@(%$fO !(%EL4<)l$g#*D6u57l# ?@#v}.1Q 8Q

un+1
j = −unj + 2unj−1 .
n = 1, 2, 3, 4
unn = 2n
lim sup unj = +∞.

9A$ @+=$g<# O #*+-)i))$A+!@+,/)#M9 !3O i(%E,/4<lL(nI3574<,n#T,#T1s$@Q 9;'(*,r!3# O 4#*)7g!L)$f9H#/9*-$")2,/(%E4657#*,/#*)7f4<)3N
n→∞ j∈Z
0 t
1 1 1 1 1 1 1 0 8 0 16 0 0
1 1 1 1 1 1 1 2 −4 8 0 0 0
1 1 1 1 1 1 1 0 4 0 0 0 0
1 1 1 1 1 1 1 2 0 0 0 0 0
1 1 1 1 1 1 1 0 0 0 0 0 0 x
X #&RUWl-NeW _ 2 +3E4+)v)2,/(*@457#M!3>$@9;'(*, 0 )} 1Q 5J171C+;$E57# 8 Q c0 = 2 h = τ
f2+-e4Y*HkL#&kL 8 N\W : $")M!9H++-)))$ (046!3$c.%#HE&#_$E+)M4< @+=/<.%$E,T+#C3E!4#_+)iE;!3L)# $E:+- F!)$K)M4)7E#% O L#`=:+-E)(-Q

0 }.1Q 571
T > 0 c0 > 0 u
∂u ∂u
0 })}.11QQ 5L5L552311
(x, t) + c0 (x, t) = 0 ∀x ∈]0, 1[, ∀t ∈]0, T [.
∂t ∂x
+5#u4 -$n#0$G!FcJ #0$ )#"-9H[\+#-)8 9HE4+)u!+))8 (%#Q 24 #0$GD)u#%)-@4<#%Q S2a4 +-$E4<E4<[G#%83$ +n)q)) +#*E#)7E4#*T:+7$ 4<0 E4<[G8_+)
u(0, t) = 0 ∀t ∈]0, T [,
u(x, 0) = w(x) ∀x ∈]0, 1[,
w N h = 1/(N + 1)
))++EE## )#BLE+^#oI34,/-$qLE!34+#>)v@!3#*,/# $%8 Qm_+-8 RE(0$ +-!3@#g)7,T(%EQS4657|k4#*),/L#%#*)-,/ #*)7}.018XQ 5+7) 1
xj = j h j = 0, 1, . . . , N + 1 M
0 }.1Q 5L251 0 }.1Q 5L551s83Q +-3)r+4< E4<46$ #M#B$@9;'(*,/l!3I3(%(9*Q2#*)7{È;@L(M)7$D!4 O+L))7)0( Q $")ra8 +-$E#B!KJ L=a+;! 0 8-+-) 8
τ = T /M tn = nτ n = 0, 1, . . . , M
unj u(xj , tn )
un0 = 0
9%L69H# 8
n = 0, 1, . . . , M 1 ≤ j ≤ N +1
unj n = 1, . . . , M
8VTWJ 4!#B!3>$E9;'(%,n$E4 O )7 * unj−1 n = 0, 1, . . . , M
un+1 n
j−1 − uj−1 un+1
j − un+1
j−1
0 }.1Q 5*431
+54r)+-$R O +-)$D:+7$ ( Q
+ c0 = 0,
τ h
u0j = w(xj )
/L/J2
}Q >$")y+-)-l@I3E#%#T"W57J #*)7#TE4$#*4P E+8K:+$A) #%$E$ a+-$E8#/57#
j c0 τ ≥ h
#Hj$E57+)7# "a+-$E4Y@4Y[ $%8ZL8 +;$cE+-$A#%$ Q
w(x) ≥ 0 ∀x ∈ [0, 1]
8 $ +-)7R$@$ 4Za+-$E4Y@4Y[ $%Q>+-)-@E#%&57#
unj−1 n = 0, 1, . . . , M
0 }.1Q 5L851
unj n = 0, 1, . . . , M
max |unj | ≤ max |unj−1 |.
/3QA]S+,/E#%c<#M$@9;'(*, 0 })1Q 5*4F1S O #09f<#M$@9;'(*,/!3(%9*#*)7E@( 0 })1Q}*71HQ

0≤n≤M 0≤n≤M
1Q "#M$E#M$@$ #*NeENW4Z<+-@$@57#

j}-Q B2&DU4Z'.)#&+B% $c9*+,/L@+):$C#f$@9;'(*, }.1Q 54F1X #%9A<#0$c$E9;'(%,$X!(%9H@4<@$c!L):$S6j$E#%9HE4+)
c0 < 0
}{X)1) Q}#*8Lha#*<+-%@8R$k))+-+-$i$C9*9HL+-6)9H$@<U+-@)+$u)$_57)##R#%0 $_@@+^tI3#%4<,$`!3UTO @4<+-@#*) ,/!3# $`#*X!3#R3I eJ #%a$E+4-)-9H;#c$ +)7C(HV @(R4<) O @#*4<;i$ (0!3$*# Q
WJ L@+Î34<,LE4+)q@E+- O (%#f3Ira+4)7@$ QF#B$@9;'(*, 0 })1Q 5*4F1D$%J (09H@4Y&4<)$E4 *
xj−1
u xj
0 }.1Q 5L651

h h n
un+1 = 1− un+1
j−1 + u .
W579AJ L+46#n!3$C#S<#0:!3$ +-# 0 O })+-1)Q 85J$`65!31H+Q ):29L8 8U(H:;+7L8 $ )7+-X)!3$F+-,)$E)+4<( )7)7AE#%@)+L)78$" a+-$E4Y8@4Y[ $%Q:8 8*mXlI24+-$@)578$9%# L69H#* 8 #*k8$Ea88a+-4<k$E+#%)$ V $
j
c0 τ c0 τ j−1
u0j−1 u1j−1 . . . uM
j−1 u1j u2j . . . uM
j
c0 τ ≥ h 1≤j≤M
9*4<0o83+#*)7) EO@+#*)EE$Di,!3L# 4)70 E}.#%1)Q 5LL65)71H 85-})1#"Q 5J@85+1HQ3$&mC<#046$ $E57# 8 8 8 8)+:$E+$R)7 &L+):$@$ $ 4K* a+-$E4<E4<[ $*Q
u0j−1 u1j−1 . . . uM u0j = w(xj ) ≥ 0
O
j−1
0
1 2 M
uj uj . . . u j
c0 τ ≥ h

h n+1 h n
|un+1 | ≤ 1 −
|uj−1 | + |u |
j
c0 τ c0 τ j−1

h h n
= 1− |un+1
j−1 | + |u |
c0 τ c0 τ j−1

h h
≤ 1− max |um j−1 | + max |um
j−1 |.
xw $ 39A/+A$c!39*#M+)E9*#%<)!3+-)@#f$D!3#g+,)9AUI3#*)v4<,nU, E,$ER)-cWJ 457)!3#469H83# $E4a)+:+-$cR9;'+#%=@E9;#*')+-4<) $X0 Vj}.1EQ (05J$ 87+-1sQ !3@#A)r@+LN
c0 τ 0≤m≤M c0 τ 0≤m≤M
n
=<.%$,T+-#R4Y"!3:#S+7E$ ;4<LE4):$ #-a8+LEk+;!$c))$+:$R)T:!+-+ ,L+-4))$R#X=a@++@?-)E(D#0$E#*$E) #*R$E#*#*+@)i#*57#%$ #D :O+74<$ E4<#0E4<$E[ $E$ #c!3!3#X#B@?-@)$E9;:'+-#M V
!E+-4Y@#g$E&6nO l?E#/}.1Q 251sQ O 0
x
c0 x
#%/)q}.Q01P[\Q<+-#S}%)7$@9s1D9;@'$*4<(*+-J (%,)r9*E&!34<&#0!$ (%!9HOL#%L):)7$c#*E@<(#B@$ 0 9%})1!3Q@}*8 #f71K!:#B#%9HE#H,/&#H#*_I3!3#*#S;9H9%469HL87#16<9H+-* @$@#*57<#0# $ O #0<$G#%Sl@I3$ (Q2{C)u8 #*ha#*D#g$E9;'(%, 8

un+1
j 1 ≤ j ≤ N +1
0 unj 0 ≤ j ≤ N +1 n
un+1
j − unj
+ c0
unj − unj−1
= 0, 0 }.1Q74L51
+5WJ 4 )++-):$ $Ba +-!$E+L)):$ $/ $E#%9s@4<+-#*) ) })O 1#*QE}rE #*u!#q!L):$/9H+eJ ):#HI3!3#*4Y@;4<9H+-46)9H#4<}.,/14<Q<E}-# 8_<0 #>}.1$@Q 9;5*'23(*1s,Q_]S +,/})1,/Q 4U#q51j)+#%:$ $
τ h
$:@O$_=!K#/J #%$E$E+O :$A9*#6QHr0S9*4+#*))n!( 4Y@4<46+-!3)#*,/,/#*)7%8U8K9H4$@#5757#D4_)<+4,/$k4Y@ #/+-<#/)$:-$"#%E!3,n#T3@E#*(D,/<#0$k$gEt-#*)<#0$P[\+0!3)#c9HWEJ 4#0+$ )-!39H #

un0 = 0
c0 τ ≤ h
O O
/L/K5 3

t=1

4+5X )4 #!3R\4657We-#AN\W6mMQ F#R !3@4<+#f,!3q4<)=a#c+!3;!#c9*$ D9*657!L#*):$#&#c4<:9*[ L!ES#c!3@#c#%$@e9HJ #H@I34<@#%#R@9*6 49*O#AL}.1#*Q /DQU!3F# #D=:82+-!@!nL)'$X<9;#f'29*-@($
0 x=1
u
c0 > 0
#*#%D)n!3[\+-)@9s#*@,/4<+-)q$c!3!/)$C$X#"!3#R$@9;E'#%(*,/, $`0 a}.+1Q 5X4F-1s$E8-$E4<a@#%#*$ `S6)M+$G@;,/L=4:4Y57@(&#&!3# #A:})1$DQ 5*!K43J1s#0QL$ d&:4)9H#"$E4$ +-#&4YD$E9;<'4,/(*,4Y@(

0 }.1Q 5*431C#0$GA$ @=#g$E+:$c/9H+-)!34<E4+) Q 0
wx1KQL[ F+3;&$@5-!3+#):9gE#%,T8U-439H[#*c36C/4<,/9H+a):+-!3$E4Y#*@4<C+-6) 0O }.L1#*Q 5*23C1S!3# L )+)T$C#*) ,L46$_#*) Q
c0 τ ≥ h
c0 < 0 u x=0 x=1
"!)$C:6+-B4<)7!3u4@!3#%#9s@4<O +-)q#>!3#&'2@13@$E4)57$E:#-+-8C 9HX#*!36#"e@J #4)3O [\4<+#%@)7,UVE44+,/)P:Q-+7F$ +-#%@q$@57 # O L#*q8-!3W#>J 4<)3[\+-E[\+-,)L9sE@44<++-)q) $E#

u(1, t) = 0 ∀t ∈]0, T [.
u
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0.9
0.8
0.7
0.6
0.5
0 20 40 60 80 100
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1
ε∗j
:57dAL4<):@#*)7$ 4kE4<<E0#T(}%$E9;Q 15'1n(*,#H 0 }* -RQ}4}2)1 !>1n#%+3$ 84~"L$E#o+a #*9HO +2(*#*#H#)7qA9H4)74 #*E)7#*u@!3@#>(H@(j!34<9HhZ+-,T$ 4,/+) #Bε)y$EQ (*9;'E(o(*,q?9H,/#%)7#*E)7@@( (v0 !39*#>+,T6 N
= ε + c(xj )h αj − .
2
)

c(xj )h(αj − 1/2)
/J1L 3

Y !$Y&')( *+-,/. Y. . O K# "#

ÔY M&'. . * -,/. ;O Y
!K!J (*)7d&(*v,/L#%)-E+3;$"9;E'+-l+-=))46.*$&$ ,/,0 $E# #%9s4<)70}%EQ`#%}%Q)}[L1HQ )78S1uf)#H+-/r}%$q$ +-Q <73@1H@LQZ4<E+-mk465-) +-u+g)!(H$vo;L9H=+-@,T+4<g=,/#n.*#,/!# EL+-)0 =}*$r<:.%Q<,/ }21c#j$ #0[ 9sL@4<f=4<+-#/) )#n9H}%+,/@Q@1p(H#%E$E'a:+2++-!)3#N
!3$E(0f!3eJ44<E)7# @#*0 }0Q <651"# !3# 0 }00 8a!Q}[#T1sQ 2E#%+-,T4Y 4.*V@#%W$fJ #%!3)(%$ E#%4 ,j(%=#%$ #/!3#T9*E++)7E4E)2#%$g#%$"#%$"[\L+-f),/9s@+4<+-;)9H#0$ Lg3I>9*+#H)7fEE4)2#%<#%#%$$
57# O [0, 1]QA9A+$A9;'#*;9;'+):$X)O #g[\+)g9HE4+) @#*<#B57#*
g(0) = g(1) = 0
0
u∈V
0 }*:Q<})151
Z 1 Z 1
ε u0 (x)v 0 (x)dx + c(x)u0 (x)v(x)dx
0 0
Z 1
= f (x)v(x)dx ∀v ∈ V.
N
2+-4Y :+-4<)7;$
x1 , . . . , x N
$E4Y@(%$MVvWJ 4)7QFE(*]S@4+#*)$EM46!3!3(*#/@+W)J 4$&)7E<#*#0 $ O L<# [\+-)9s@4<+-)E#*$ 6$M57#
0
[0, 1] x0 =
!3(*l)4#%$R!3#M6n[ *+)i$ 4 O L)7E#,*
0 < x1 < x2 < . . . < xN < 1 = xN +1 N ϕ1 , . . . , ϕN
 x−x


j−1 $E4 xj−1 ≤ x ≤ xj ,
x − x
$E4

 j j−1




x − xj+1
ϕj (x) = xj ≤ x ≤ xj+1 ,
 xj − xj+1
$E4






aAP#*#%))$c#f![\+-L))7E9s#0@@4<$*+^+-Q I3)34<$,+4<U @4<+-)ueJ #%$ @$EL):!9*#`LL;#*!q)?-!3#* # )@4<!#%}%E)(`)Q#%}.)-15A1CK<V/#0L$FWDJ9H#%+-(*$E,j(*,/=9*4#%# ))-;4$S$E+#Hl)")$Z$E46$R+4)7)!3&(%#f!4<4<@)#*#%(%?$KL@!34(j@# #*}g,/9H#*+-)7)&$E44$ )E!3#g(HV N Q


0 x∈
/ [xj−1 , xj+1 ].
ϕ1 , . . . , ϕ N V
9;'#%@9;'#* uh ∈ V h
Vh
E#%P57# 0 ϕ1 , . . . , ϕN
0 }*:Q<}%71
Z 1 Z 1
0 0
ε uh (x)vh (x)dx + c(x)u0h (x)vh (x)dx
0 0
Z 1
= f (x)vh (x)dx ∀vh ∈ Vh .
{Ì3@4,T+-)$ 9H+,/,/#B9H+-,j=4)4$E+)r<4)(%4<@#g!3#
uh
0
ϕ1 , . . . , ϕ N
8:9LJ #%$ NxVUNx!34<@#
0 }%Q})251
N
X
uh (x) = ui ϕi (x) ∀x ∈ [0, 1],
#*V/c9;9;''#%+-@49;$E'46$E#%$E +)$ v = ϕ 8 j =@#*1,6$&2,57.# . . , N Q3F#f@+=.*,/# 0 }*:Q<}%71`#0$GR!3+-)9A(0574 O <#%)-

h j
i=1
u ,u ,...,u 1 2 N
0 }*:Q<})551
X Z 1
ui εϕ0i (x)ϕ0j (x) + c(x)ϕ0i (x)ϕj (x) dx
i=1 0
Z 1
= f (x)ϕj (x)dx, j = 1, . . . , N.
0
4 J/ 1L2
wG9*4S#%)9H+-E#-8PQ )2+-+4< $B+-=3E #%)+):$B) ,$E13U@$GE@46.*9H,/#M#u!3#B4)9*+7(%#*4<q@#q9H4!3#*)7# @$ (%57U@4<+-)$jV 4<):9H+))7#%$
N N
u1 , . . . , u N A N ×N
Z 1
Aji = εϕ0i (x)ϕ0j (x) + c(x)ϕ0i (x)ϕj (x) dx, i, j = 1, . . . , N,
#*A$ +-4Y <# N O #09s@#*&!3#M9*+,/:+7$E)7E#%$

0
f~ N
Z 1
fj = f (x)ϕj (x)dx, j = 1, . . . , N.
f#%$BL)::$q+-4<)7#@$ 9*-$q1s+38L4 )+-$ (*$E@+4Yl)7+-B)$)[ 4<[\9*+9H4<@+,/#*):,/(*$G,/#*;)7L#*)7X)7E57B#L8 @# (*#% @$ 4C$ 6"0 ,LE@49*#c9H+-E)@4$G!3;L46L)7?-E+#>#H) #*u<#c!3+;(*$El57)4## 8
0
c(x) = c0 = f (x) = f0 =
:L
x1 , . . . , x N
j = 1, . . . , N O A
h = 1/(N + 1) xj = jh
2ε  ε c0 
QQQ QQQ
− +
 h h 2 
0 }*:Q<}4F1
 
 ε c
QQQ QQQ

− − 0 
 h 2 
A= 

 ε c0 
 − +  
 h 2
 
ε c0 2ε
− −
#*9%$%8 #09"#M$E8 9;'(*,/9H#*)7@E( QF}%F#qQ 15$E1H13QA$G9&@.*+,/:$R# 4<)+(0):L$ 4E# >0 }*57FQJ }.4<F571f9*+9H) + W)#%)9*L4!34<&#!3!3#g+-)<#M9L8F,/!+3L!3)4<l$B#*9*0# 8
h 2 h
$EEE+-3O A$ 4 O O O

Q 0
fj = f0 h j = 1, . . . , N
m_+-&9H#f[ L4@#83)+-$R(%9*E4 O +-)$ 0 }*:Q<}%71D!3#g6/,/)4.*@#f$E4 O )7E#,*

ε << c0
N Z
X xk+1
εu0h (x)vh0 (x) + c(x)u0h (x)vh (x) dx
xk
0 }*:Q<})851
k=0
N Z
X xk+1
= f (x)vh (x)dx ∀vh ∈ Vh .
{S9H@4 O +)$k68P&![\+-#%$f)9s[\@+4<):+-9s) E4u+):$g$E+E:#0$P$Gj6&[\3+-EE@,/#%$g# 570 }%#qQ})9H23#%1F<#H#%C$M9;57'+-#4$E)4$@+$E+$M)$% 8%$E+)`$g9;'9;'+-574$E#S4<#04<$S)7@zG#* $EO 57F<J V#

k=0 xk
E(0,$ x#%)-089L[ J #%$ NxVUNx!34E#1*

]x k k+1
h
O
v (x) = ϕ (x) + β c(x )ϕ (x) 0
∀x ∈]x , x [, 0 }*:Q<})651
+54 β #0$GgQ 3)4F))++:,n$R=LE#nE@(%+3#*9;_'a++-):$E$ 4Y@4Y[cVr!3(*E#%E,/4)#*f#H x #0$Gg<#Ta+4)-M,/4<4#* !3#
h j k k+1/2 j k k+1
k k+1/2
]xk , xk+1 [
Z xk+1
c(x)u0h (x)vh (x)dx
L c(xk+1/2 )
Z xk+1
u0h (x)vh (x)dx,
xk xk
J/ 1J5 3

WJ (057U@4<+-) 0 }%Q}.851S!3# O 4#*)708 O #%9f!3#g@#*<#0$D[\+)9HE4+)$c@#%$ *

N
X N
X Z xk+1
2
ui ε + βk c(xk+1/2 ) ϕ0i (x)ϕ0j (x)dx
i=1 k=0 xk
Z !
xk+1
+ c(xk+1/2 ) ϕ0i (x)ϕj (x)dx
0 }%Q7/L71
xk
N Z xk+1
X
= f (x) ϕj (x) + βk c(xk+1/2 )ϕ0j (x) dx, j = 1, . . . , N.
!)3+-46$@9H$&+)7@<4<)2+)#j$ +34IiA:57+-4<# )7@$ x$ #%8@1 9;≤'+-)k4$E6=≤4Fa0N#H8@8a4YTg#H[\"!3+-#j:)L9s$E@+A4<E+-9*E)i+#B)EV$E#%(%$9H57 #nv5-#%)-# !3v(Hl)∈/$E4<#B+V4<:ALQF @]S#%0 #*$@}*57a#*Q}.):#B67!!1SLL#%)7):$ %$ 8
R#%,L;5-+)$R57#-8$ 4 β c(x
k=0 xk
QV m_+f!3(Hl:O )4<"<#0$ Lβ#*@$ 8

k k+1/2 h
k h h
v
O 4 O #8 β k = 1, .9H.+-.), N$ @L8:)7E@# #MO #*#H) +)$Ro9*8 $"$ 4,/#B+34 c(x)
k h
H
9
+ :
) G
$ ;
L
7
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M
# a
-
+ E
$ Y
4 @
x = jh j = 1, . . . , N O
a
8 0
# =9
h
Q ")$&9H#M9%$ β = β $E&9;'57#f4)-@#* O L<#g#H

k
c =0 f (x) = f = 0 j
h = 1/(N + 1) k
N Z
X xk+1 Z 1
f (x)ϕ0j (x)dx = f0 ϕ0j (x)dx
k=0 xk 0
dA4<)$E4 0 }*Q7/L71X$%J (%9H@4< = f0 (ϕj (1) − ϕj (0)) = 0.
0 }*Q7/3}21
N
X
Aji + βc20 Bji ui = f0 h j = 1, . . . , N,
+5,4 U@E469H#0#f$Gf@E46 !346L?+-)L#g,/!3L(HEl@)49*4<#g#B@E46 !346L?+-)L#B!3(*l)4#j 0 *} Q}H431D#H #0$Gf

A N ×N
i=1
B N ×N
QQQ QQQ
 
2 −1
QQQ QQQ
 
 
1 −1 
B=  .
h
 
 −1

C{)j[ L)B4<%8^[ #D9HE$@#%9;' (*,Q^ wx30 }*9H:+-EQ /@}[#%$E1Z:#0+-$G_)!M)TV"$E9;)n'(%$@,9;'A(*,!3#c"!39H4<#*ha)7(%@EE#%(c)!9H#0L$F):$Pl)#%4<57#0$k#%!7(%)9H#%+)7E$_@(*#%$+-),j$PLYzG@+4<3@4((

−1 2
!3)y#B9;E'#%+E,/46$ 4# !3#!!3#g4<ha$E+:E$ E4+#M)V/)29H#B,/57(*@# 457# Q24<E#qVrv@#*,L;57#u}%Q}8ZO 4<C9*+) O 4<#%)7

h
βc20 B~u
β

1
βc20 = α− c0 h,
+54 #0$GA!+))(g 0 %} Q 651sQdA4<):$ 4
α
2
0 }*:Q /L/31

1 γ 1 h
β= coth −
2 2 γ c0

. /J1*4
+54 γ=
c0
h
Q &)>!3( O #*+a#*,/#%)-R4<,/4<E(B3E+-&!3# * (%E+/)+-$R$@$ E#g57#
ε
1 γ 1 γ
coth − = + O(γ 3 ).
nJ L3@E#M 083<+-@$@57# E#%)! O #*;$DeJ 4)3l)4W8)+-$R O +-)$
2 2 γ 12
γ

1 γ 1 1
lim coth − = .
m`<k$A9*$ +4),/$E(%57<#-8#%V/)-0$E80 j+4 4<#%n!KJ 3@4<4$E#*k6&[\+-E,n<# 0 }%Q7/J/31H8*)+-$k3E44$E#*@+)$)#X[\+@,j#

γ−→∞ 2 2 γ 2
O
γ h $E4
$E4
β= · γ < 6,
12 c0
1 h
]S#%+-$&):$E+-4!34<)7(%@E$ +-)$RVT)+))i+ )O (%#%9*#%r$@$E#%4<$A@#*9*,/$c#%)-+5c4r(%57#%$R46!3[\+46$G)@9HEE44=+)(0$ $*QA9A#H +$c)a#B+-$E$E++):)7R$ $&9*+)$ @)7E#%$c#*

β= · γ ≥ 6.
2 c0
c f
xj
γk = |c(xk+1/2 )|
hk
,
O #%9 hk = xk+1 − xk ,
#*$E 4 L)7#%E$ #M"aL+:&#%<!( (Hl)4R#%$ L#*@$ 4)7E#* #%)L)7R!L):$ Q}*9&:Q+-/5$&+1 * E4<46$ #%E+-)$R6@.*?#
ε
O O O
% % " "
γk
βk
k
0
$4
0 }*:Q /J151
γk hk
βk = · γk < 6,
12 |c(xk+1/2 )|
1
βk = ·
hk $4 γk ≥ 6.
6@Pq#*#r,/4<$@#% 9;E)-'(%g(*@,LLE@$E0# 9;}*'(%Q7 ,/L 7 1g }%O #0Q9/}.55<1#0$ 57O L4`#*0 9H2+ ;Ee)$j@#%9*!L4#,/!#j4<) # !#0&(H9 l )-R}%4#%4)Q7$j/L!>51Rm_L <#H+-@@0 E}*$@+ 57:O Q N /J#]g151gL#0#*$G T24<L)61H:Q:a+-]S#*+(u")7!EE;+L:)4<$$N
2 |c(xk+1/2 )|
βk
)#%+$ ,j=1sE8`#/9H!3#>#/$@9;m_'(%(*9H,#Ho 0 E+3!3!3#/4<6u0,)#i4<$<#+-<E#%4+$ )f?-)@+O ) )!K+70Q $E9*A#4</6L)7E# $%8Z0 +eJ~+;!3@@#%#T$@57!3#/#[9H1j+-<) +-@#*$@@57?#%#u)9H##
"
βk = 0
!+ ;$@$E5-9;'# (%, &m"] #0$GB#,/@b*#*,/)! #u57#*;#$ W%J (*+-@@+!3Q@#!3#q9H+-) O #*@?#%)9H#/!3 $@9;'(*, O 0 }%Q}.571s8
k
γk k
h = max1≤k≤N hk O
@!Fà+J #%33@I
#%$%,-8_*<FE#i<DU$E$&9;'eJ (*(*_U,(*W : ,/ #*F )7A#% $_m"(%] <(%,/4)7#*E)7@@+2$_!?-#%(*4Y$ +/&,/:(*)#*E#vE@4<4 !3574<ha#0$ $Ea4+#H) @4YM)21s8a,/(%E(*$R46@57$ +-)-#r)i_l-)!I3+L(0,n$3=@(*E)#v#M#D!3V[\+#M9;46$_m_'-:#09H9H+-#H)
[xk , xk+1 ]
γk
#%$ &:#*E4<&#H&,/+4)$c)+-$c4)-@E+3!34$E+)$R!#g0 !4YhZ$E4<+-)i!L)$ 0 }*Q7/L71 0 a#HE4<1HQ
[xk , xk+1 ] hk
βk
&)( *+-,/. ( #,/. YO#Y. *

Y. . O K# "#
3+4< ) !+,L4)#qa+12?+):LX!)$n<#q) 8k!#q[\@+)7E4.*@# #*T$E+4< 8
Ω
Ω = Ω ∪ ∂Ω
Q*9A+$X)+:$C!3+))+)$X)#A[\+)9HE4+) Ox1 x2 ∂Ω
f : (x, t) ∈ Ω × R+ → f (x, t) ∈ R
J/ 1J8 3

#*g)#M)[\+#T)[\9H+E)4+9H) E4+O ) #%9s@+@4<#%<# ~c : (x, t) ∈ Ω × R+ → ~c(x, t) ∈ R2

Q ".%$g+;$*8Z)+-$f@:#*+78<#B$ +-)>57)$f)# +<#/,j=@E+#M=a.*+-,/$E4Y#/@4Y[ !3# ε
9;'#%@9;'#*c)#g[\+-)9s@4<+-) w : x ∈ Ω → w(x) ∈ R
u : (x, t) ∈ Ω × R+ → u(x, t) ∈ R
∂u
(x, t) − ε∆u(x, t) + ~c(x, t) ·
−−→
u(x, t)
?-@-!
∂t
0 }*:Q /L71
= f (x, t) ∀x ∈ Ω, ∀t > 0,
u(x, t) = 0 ∀x ∈ ∂Ω ∀t > 0,
+54@+∆=<.%#0,T$GT#M!3eJ #M+a(*E;+-U@L#*?7UBE64L+)v-!39H#M4#*6)FQP9;P'#uL#*@&+=!<L.%),T$R# 0) }*::Q /L47!1f#j,/9H+-+3)-!3@(*#*)24$Ei#q!L)j$&#*<I2#B#%!3,/+-,<#uL4)) #

u(x, 0) = w(x) ∀x ∈ Ω,
Ω
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6y9;':L#*n#%$ T,/+3!3(*46$ (%#rn#rE#*@,/# −ε∆ux<+-@$T57#vy9H+t) O #%9s@4<+-) WJ #0$G/L
#/@+E=#%E<.%,/,T# #g~c·−?@−;→=:! +-u<46Q57"#")E;$ML4<E#q(M9*!-L$M):+3$c4 /c $E≡#%9s@04<+-8F) #})/3@Q 1+=Q .*,/# 0 }*Q7/U?1f9H+W)9*4!3# O #%9T<#
,/) +3!3m_$E4<9;+l:'L(%T)7,c+ <=#0E $X#*A[\)+-m"4<)T]T9s@8_4<)+-4<#iR)$XL$E3E/#%$ ET&+Î39H!3+-4#v,/,TL,/;EU4#f+E)46)57+:#*$XTnW9HJ (% +-<(%,T+,T),/#%$C)7#v[ @L!$j4<L&l)!)$nL46$n)6$S!3#6$En#%9s0 $E@}%#%4<+-9HQ7E) /U4?+}))u1g/#*Q 1) E8P(09H,(%E4!L<4646#*$E$j)7E#%)7#-) Q
2+-4Yj!+)9 T )#/E@4)?6U@4<+-)y!3# Ω #*)E@46L)?-<#0$ K ∈ T Q 2+-4Y ϕ , . . . , ϕ #%$
O
[\+-)#%9s) @4<+-)) $C!3!3#0#&$q=:) M$E#c!!(H$ql4))-4@#%(*$X@4<#%L ;$q0 }!3}-#oQ<}H236 1H8LEU@46L))#%?-$X$ LES4+9;')~#H57 #D*(*E@@+46L)L?-<I~# KL∈E@#%T$8) O ML:6L!)7$* Q
h h 1 N
1A)#v!4$@9H@(H@4$@U@4<+-) $G;L)!L;! $E#%9H%QR})/Q 171M#%) #%$E-9H#i!3# }*:Q /L71M:LTy,/(HE'+2!#

h
!3#0$&(%<(%,T#%)7@$cl)4$"9H+):$ 46$G@#jV!30 (09H+,/a+-$E#*&6$E+3E4+)o0 @+29;'(*# !L):$Rq=$E# uh

ϕ1 , . . . , ϕ N
N
X
uh (x, t) = ui (t)ϕi (x),
a#*$@Uf+@)Vq4$![ 9;LL')746+-$EE4#-$E)7Q74c P!3#A#0$&@9H++-=).*!3,/4<E#A4+9*$E)#A+$c,/;4L),/,/4<E#M.%46L)[\+#A#%):$R!39s+-E44<)+)9A):$E4F$RVB57E9;#0'$G# #*g;9;!'L#*):S$&<#06/$C[\[\+-+)@,j9s@4<+-6U)@$ 4<+-)i[ L4=#j9H+-E@#%$ N

i=1
ϕ1 , . . . , ϕ N
u1 (t), . . . , uN (t)
N
X
u̇i (t)
ZZ
ϕi (x)ϕj (x)dx + ε
N
X
ui (t)
ZZ
?-@-!
−−→
ϕi (x) ·
?-@-!
−−→
ϕj (x)dx
i=1 i=1
? ;! 0 }*Q7/J251
Ω Ω
N ZZ ZZ
X −−→
+ ui (t) ~c(x, t) · ϕi (x) ϕj (x)dx = f (x, t)ϕj (x)dx,
a57+4Fn(H@("[ 4YA!L)$D6T0 $ $E#%n9HE9H4#u+)y:+-})4</3)7Q %158k1HQ%4D$"$E:3(%/E+-n)!3$D#r,/E4<+3)79*@(%#*!3)#%j)-R!3#q9H+-[ ,/-H,T+-#M)p!4!3#%))7$DE46/5-$E#u#%9HVoE4+9H) #

i=1 Ω Ω
j = 1, . . . , N
@#%@$ (% 9*(%!3#%)7E#& #*XE#%,/-H+-)$*8-$ D9;'57#c@E46L)?# !3#&6gE@46L)?-LE4+)F8g[\+-)9s@4<+-) K

ϕj
?-@-! ϕj + βK ~c(QK ) ·
−−→
ϕj ,
J/ 1J6
+5!4(Hl)40QS#09&$G+-"<#B$c+9*#*=3)7@E#*@)#B+-)!3$R#BL?-4@) $EO 4K4<E(M$E!3#*i,/E4<@N46!L4)$@9H?-@<(H# @4$@U@#*4<A+-)u+34 $ :UE46L#%$ # & &)>m )] +-,j$E=4@#MLa)7E+-#$E4Y@* 4Y[CV
QK K βK
O
N
X
u̇i (t)
X ZZ
ϕi (x) ϕj (x) + βK ~c(QK ) ·
−−→
ϕj (x) dx
?;!
i=1 K∈Th K
+
N
X
ui (t)
X
ε
ZZ
?;! ?-@-!
−−→
ϕi (x) ·
−−→
ϕj (x)dx
?;! ?-@-!
i=1 K∈Th K
ZZ !
−−→ −−→
+ ~c(QK ) · ϕi (x) ϕj (x) + βK ~c(QK ) · ϕj (x) dx
?;! 0 }*:Q /J551

K
X ZZ −−→
= f (x, t) ϕj (x) + βK ~c(QK ) · ϕj (x) dx,
a!4+,T .*E@#B!3# #HA$E+QD4< mk+-rE+r@E46L)?-<# !3# E@4)?LE4+)F8S)+L@+)$ #

K∈Th K
j = 1, . . . , N K hK
K
hK
[:#L4Y/!L):$B6>$ #09sE4+)p E(09H(%!#*)7E#-8F)+:$j!3(*Q l"#)A46$E[ $E-+H)+$B)r<$#04$B,/)4<6+-L,j4E=#f@Vj#%$ 9*#f57#"!L))+$ $c0 }* :O Q +/J)55$1
γK = |~c(QK )|
ε
% % " "
K
βK
$E4
0 }*:Q /*4F1
γK hK
$E4
βK = · γK < 6,
12 |~c(QK )|
1 hK
wx$@`9;'@(%#%,/$ E#ni#*!K)J {C$E4<E#*#jVuE(*!E4@$@+9H?@;(H@!4$E#j#* + 0 }%]SQ7;/KL55) 1&7N9&Lf469;;'L+6a$E++)FEf8Z9HVr+-,T ,/O L#@)4+-=$g# WJ #%)+)3$"@4<[4L$@4<Lj)7!g)) $
βK = γK ≥ 6.
2 |~c(QK )|
=#i<.%9;,T'#nL!34<E#B@#9H+-}H) /3Qk#%9Hd&E44+))3$ 4cNx!34<ha)~$E$E9;4+') (*,}* :Q /LA71Dm"$] #%@a/+!3+-/))6o(M@(%$E&+3)E4#B+)p!4$@)29H@,/(H@(%4O $@EU4657@4<+-#r)u!3@ #*,/:@++LNN
t
@!#*4YhZ#T(*@$#*@)7E)4#*! L;}*! O :Q 0 /J{C551HQ #*gE(*E@+?-@-!30 #M+p]S@) 7N 9A49;'+-$E+)>:Lf#HI3#*,/#[1"!3y$E13$G@.*,/#

0
. & .
f e*kJ#&kL)_\#gW [\+)39H+E4<4 +)>!3+))(*#H#-QS9&+-!3#*$R9;I '#*);+9;,j'+-=)E#0$c$B@)(*#g#*6[\$n+-)#H9sT@4<$E+-+) 4<
ε > 0 c0 w : x ∈ [0, 1] →
w(x) ∈ R
R+ → u(x, t) ∈ R
$@UE46$ [ L46$E)- u : (x, t) ∈ [0, 1] ×
∂u ∂2u ∂u
0 }%Q7/K851
0 }*}%:QQ /J165511
(x, t) − ε 2 (x, t) + c0 (x, t) = 0 ∀x ∈]0, 1[, ∀t > 0,
∂t ∂x ∂x
0
u(0, t) = u(1, t) = 0 ∀t > 0,
PP#y+;$E57E+-#=<.%,/#y9H4<#*Nx!3 #%$@$ :$u#0$G8Fi9H#/)@+=E+-.*=,/<.%#/,/9H#y+W)!3# 9*4!3 #/ #09j#/@+= .*,/#/!3#/i9;'<#% Q

u(x, 0) = w(x) ∀x ∈]0, 1[.
O
)

ε=1 c =0 0
L/ - 3

(*!3E#g@!3@4(c)!$EL:)+-$P c"(H@$ #09s!3@44<(B+-)q!L}))/$cQ<}-6Q%/F$ +-#0@9s$@@574<+-)# })1Q}Q 8^9H#D@+=.*,/#X9*+ W)9H46!3#S O #%9`#XE+-=<.%,/#
ε=0

!34<hZ(*m_@+#*)g9*#%@8$_(%l$E+)8 4<#0!$*EQ #B2)24 Q ,/24 #%(%$EX4657#%$k)#*,/#%)n)7#*E)7)4M#*+-C,j9H#Ta=+-@$E#D@4Y@+E4Y(%=[G#*8-.*7),/:++7:#$ 8a$C4<E))4<+-[a+E!3+$f+-):)3$ )E4(-<8U46$E)++)$f$k))+#TE+-,/)$(H8 @'+3!3#T!# 88

N h = 1/(N + 1) xi = ih
VT @4<&!3>$@9;'m_(*+,T $ l4 O I3L()78L )*+-$C)+LE+-)$ WJ @+Î24,U@4<+-)T!3# 879*9*<(%#

i = 0, 1, 2 . . . N +1 τ tn = nτ
n = 0, 1, 2, . . . n uni u(xi , tn )
un+1 − uni −un + 2uni − uni+1 uni+1 − uni−1

i
+ ε i−1 + c 0 = 0, 1 ≤ i ≤ N,
τ h2 2h
n n
u0 = uN +1 = 0,
0 }*:Q 1}[1
u0i = w(xi ), 1 ≤ i ≤ N.
9A9*#*+L)7EE#%@T(Q 57#r<#i$@9;'(*,9*4YNx!3#0$E$E$B#0$G/#HI3469H4<E#u#*/57#v#qE#%E,/#i!3#r9*+) O #09s@4<+-)p#%$

}-Q $")rlI2#gWJ #%)7E4#* n #H&+)i$Ea+-$E#g57#
τ≤
h 2 #* h ≤ 2ε . 0 }*:Q 1*/31
<>#0$ +)7uE@#*c8 57i=#"$E1,4aE2,+-. $X. .,#%N$ u$E+8 )7i&=L1,$@$E2,4K:. +7. .$ ,4<EN4<[ $R$E++v)7S)2a+-6$*$EQ 4Y@o4Y[ $D+)7+-Eq@#*)2R57$%83# L+;$`@+$
2ε |c | 0
n
i
0 }*:Q 1L151
n+1
i
n+1 n
max |u | ≤ max |u |.
EP4f+)E$#%L0 }*E:4+Q 1*) /30 1s}*Q :Q 1L151P?-L;L)7@4Y_5-#S#R$E9;'(%, 0 }*Q 1}21K#0$GC$ @L=<#c$ +-$k<#0$`9H+-)!34<N
i i
1≤i≤N 1≤i≤N
/Q $") 9*+)$E46!38 .*@#r#o$@9;'#*(*f,!3 +-)0 9 }*:Q 1}[1n!L):1D$#* <#057#*R)+-Q:$/]D@#*9*)+-<#%)&$ #Hw(x) "
E
%
#
E
0
( $ %
# 7
) 8CE#*$E 4
0<x<1 N =4 0
= 1
a+ n = 1, 2, 3, 4, 5h!=L)1/5 $c#%$R9%$Rτ$E=4 O 1/50
)-;$ *
(u ) n 4
0 71 ε = 1 8 c = 10 8
i i=1
0 =69 11 ε = 1 88 c = 30 Q
0
]S0 +,/,/ε #*=)7A5 9H+-c)9H=30@#

0
j}-QFD\#B')$@#&9;B'% (*,n)7,T(%E4657# }%Q 1}[1S$%J (09H@4Y

0
n+1
u
τ
= ε +c
τ
u n

+ 1 − 2ε
τ
u + ε −c
τ
n τ
u . 0
}*:Q 171 n
m`LR'212a+LE'.%$E#
i 2 0 i−1 2 i 2 0 i+1
h 2h h h 2h
τ #H ε τ ± c τ ≥ 0
#*X#*) O #*EE!3#&6gE#%LE4+) 0 }%Q 1L?1s8U4#%$ S9*4<C57h#A$E4#%$X2h5-:L)7E4<E(0$ u 8 u #H u
1 − 2ε 2
≥0 2 0
h
$E +)7+c)$D:+7=$ 4#*4<E)v4 O ,/#0$S++-)7rE@(g)2<#M#%@$%(%82$E<<+-@U@R$S6(%T)+57)9*()7Q E4<E( u #0$G&$E$E4Z:+7$ 4<E4 O #f+v)2<#-QA9&+:$ n n n
O
i−1 i i+1
n+1
i
/L}
o+)7E@+)$P,L4)-@#*))7 0 }*Q 1J171sQ 2+4<
1≤i≤N
lI3(Q^m`Lk'712a+L@'.%$E#X)+-$_ O +-)$
4<):$ 4F57#1 − 2ε
τ
≥0 ε
τ
± c0
τ
≥ 0.
XJ (%?-<4<E( 0 }%Q 1L?1X4,/457#ML4)$E4 * h2 h 2 2h
τ τ n τ τ τ n
|un+1
i | ≤ ε 2 + c0 |ui−1 | + 1 − 2ε 2 |uni | + ε 2 − c0 |ui+1 |
hτ 2h
τ
h h 2h
≤ ε 2 + c0 max |un |
h 2h 1≤j≤N j
τ τ τ
+ 1 − 2ε 2 max |unj | + ε 2 − c0 max |un |
h 1≤j≤N h 2h 1≤j≤N j
= max |unj |.
wx@c(%$E$E3</@Lj%Q #*)$E4<E#v!3#q@#*)!E##u,UI34,j, $EME+-$B#%$j4<):!349*#%$ a+n+=3@#*)4j#
1≤j≤N
$@/9;Q '"(%,/) $D0 <#M}*9%Q 1$}21X0 5$%1SJ (%)9H@+-4<R$c$E4 ,TO +-)<#%$ ,T#%)7 8 8 ε = 1 c0 = 10 ετ /h2 = 1/2 c0 τ /(2h) = 1/2
8 #*R<#
un+1 = uni−1 .
mX$P@#%$S4=$@E57#(0Q$ #%]S$BY#*;<Ua#0@#*$f$X)9*)2!+L),/)7!%(*4Y8U@@44<42+-57)E$ #0+3$X0!3}%a+4YQC1L!3/3#01"$$E#%+E)7@g#*$@@U$@4$ $@[ L$ #4<EX#0$E?$*+8Z;)7L)D):+-!3#%E$M(0$k$ $@9*#% )7O E+(%4):$S$"9H!+-57L)):!3#/$C64<M#/@l$@E9;?-.0'$k(%E@,/#jr}*4!#%Q7$#H23N Q

i
n = 1, 2, 3, 4, 5
,/!#B#%)-9;'D+Vg46$ 4g $E+#H3 E4+)TE@4$RO a46L#H@#4YQU;$m_+-C+=E#*)4<X!#%$`@(%$E<@U;$_$`@(%9*4$%8L49H+-) O 4#*)!@4Y

h τ
6
t5 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
t0 = 0 0 1 1 1 1 0 -
#*X #R\WE_UW m 2+-Q <E4+)B)2,/(*@465-#S!3j$@9;'(%,/ 0 %} Q 1}[1a+;$@5-# 8 8

x0 = 0 x1 x2 x3 x4 x5 = 1
ε = 1 c0 = 10 h = 1/5
τ = 1/50
f$@9;L'):(%,/$" #/9*}*$ Q 10 }2= 1X1&$%)J (%+-9H@$f4< O +):$ 8 8 8 #Hg<#

0 ε = 1 c0 = 30 ετ /h2 = 1/2 c0 τ /(2h) = 3/2
un+1 = 2uni−1 − uni+1 .

i
L/ */ 3

P}%#%Q$v5QcE(0P$ ~Y;9HU+@):$v!3)24Y@4<+-,/) (*@465-#%$v:+- #%$ vE+LzG+;$i$EL$EE+46$G)7[ v4Y@#E8c(0$ #%L)-i@(%9H$i+-!)7E@)#y$v6 9*l+?)!E4Y# N
n = 1, 2, 3, 4, 5
@+74<$E+-9*) 4<LE4+)$&<4(*#0$"i)#o[ LW4<J g#0$G57r#B<:)+$*Q$f9&+:+-$u)9H$&+-9;)'$ +-@4U$E@4P+))$u#n5-L#><E#+Î3$@49;,'U(%,/E4+ )>#%9*)#*?)7#%E)@(*!3#B@#oa+!3#%$
τ ≤ h2 /(2ε)
WJ @+Î34<,U@4<+-)r!3rE#%E,/# Q O
h ≤ 2ε/|c0 |
∂u/∂x
6
t5 0 −14 8 44 −8 0
t4 0 2 14 −4 −16 0
t3 0 3 −2 −8 0 0
t2 = 2/50 0 −1 −3 0 2 0
t1 = 1/50 0 −1 1 1 2 0
t0 = 0 0 1 1 1 1 0 -
#*X #R\W(_\W 2+-Q <3@4<+-)B)2,/(*@457#S!3n$@9;'(*, 0 }*:Q 1}[1Z+;$E57# 8 8

x0 = 0 x1 x2 x3 x4 x5 = 1
ε = 1 c0 = 30 h = 1/5
τ = 1/50
|k4)L#*&#*,/<#B#*)7$@9;&'!(%,/) $c<#B}%9%Q 1$ }21X0 9 $%1DJ (0)9H+-@4Y $R O +-)$ 8 8 8

3/2 0 ε = 5 c0 = 30 ετ /h2 = 5/2 c0 τ /(2h) =
WPJ #0#%n$G$S&9*E+Vn(0)$ )!3+4<<E@ 4L+@) #%$X)7FQ,T9&(%+E:4657$R9H#%+$X)::$G)P;+-JU#0E$G +-R)$D5-$c#"$ELE#M46$G$E[ 9;'4Y@(%#f,$Ej+<+-)7#%@S)$D?57#%@)(%$E#g!3#*@)7#fT@(%!39H$X#0+-$D)!!3L+-)4<$@E9H$S44+<6) MU@l4<+-?)@$S#j9*+}%)$EQ 424<N Q

un+1
i = 4uni−1 − 4uni + uni+1 .
n = 1, 2, 3, 4, 5
!39%(%$F@=E(0#*9H,/(%!#*#*)7O )7&%80<#0$P$R4?-)@$ @)=!34<#%$R4<E57(%$k#n)2!,/L)(*@$&465-<#B#%9%$F$R)#D@$E(%+9*)7(%P!3#%-)7$ !0 #%$kLM1sQZ[ ]S4Y`+-)757E;#XL4)E+#%,T$k#% )7R+-) $

τ ≤ h2 /(2ε) h ≤ 2ε/|c0 |
957;'+-#"4$E)4+L@)E#f#&$E!39;4Y'hZ(%(*,@#*B):9H)F#AJ #%9*$ #*D)7:E@(*$D#R$Ga;L+=X#AeaJ L+DE6+^jI34@,/(%$EL+E43+E)/4+!3)T)2E#%,/E,/(%E# 4657#"!3r8L,@+L=46$C.*L,/TO #"[ !4Y#

ε=1
∂u/∂x
6/9;'L#* 0 $ #09s0QK})/3Q}[1HQ
f }*e*Q7/KH87kL1 #&kL }%*Q7/K_U67W :1 9&}%+-Q 1$k71R9H+!):L$ ):46!3$"(*@#%+57):$F#%VR))++- $fO #0$ LM:#X+7$ +-@+)=$f.*5-,/# #X!#S#%9H+-$ g) O :#%+79H$ E4<4E+4<[G)3QZNx!3mk4<+-ha:f$ 4E+(*) N
$E0 #M+$E9;!'E#S(%,)70 T,T$E(%E4 4657L)70 #*%,/8#%)-a_#*9H#D( @+ =.*,/#X)+$_9H+-)$E4!3(%E+-)$%8%Lj<* 4#*T!3T$@9;'(%,/ 0 }*:Q 1}[1H8 c0
O "
un+1 − uni −un+1 + 2un+1 − un+1 un+1 − un+1

i
+ ε i−1 i i+1
+ c 0
i i−1
= 0, 1 ≤ i ≤ N,
τ h2 h
un+1
0 = un+1
N +1 = 0,
0 }*:Q 1*231
u0i = w(xi ), 1 ≤ i ≤ N.
/LL1
6
t5 0 −2292 5264 −5872 3264 0
t4 0 380 −772 656 −160 0
t3 0 −67 112 −56 −16 0
t2 = 2/50 0 13 −15 0 4 0
t1 = 1/50 0 −3 1 1 0 0
t0 = 0 0 1 1 1 1 0 -
#*X #R\WE_UW G 2+-Q <E4+)B)2,/(*@465-#S!3j$@9;'(%,/ 0 }%Q 1}[1a+;$@5-# 8 8

x0 = 0 x1 x2 x3 x4 x5 = 1
ε = 5 c0 = 30 h = 1/5
τ = 1/50
}Q >#%$ +-)-@E#%S8 57#g$ 4:E+-$D<#0$ $ +-8 )-&$E$E4Ka+-$E4Y@4Y[ $R$E+-+r)7D)2:+76$%$ Q 4<E4<[ $X+-u)26$*82L+;$`@+$
uni i = 1, 2, . . . , N
/3Q >+-)-@E#%R5-#
un+1 i = 1, 2, . . . , N
0 }*:Q 1L551
i
P$E+v4#*@)7#*&6U<@#04<$ +-) L0#*}*@Q 1J$&57!1&# ?7L;#*L )7E4<MQ $"5-)o#T!34Y#qf$@!9;L')(*$",9H #j09%}%$&Q 1L57231A#j#%<$#jB$@$G9;;'L(%=,/#q 57}*#*:Q 1*#%23$M1D57#%$ #
max |un+1
i |≤ max |uni |.
0≤i≤N +1 0≤i≤N +1

O
"
h τ Q 0
j}-QB&#gDU$@'.9;#&B'(%% ,/T)2,/(*@465-# }*:Q 1*231S$*J (%9*E4<
0
τ τ n+1 τ τ n+1 τ
0 }*:Q 14F1
m_+- lI2(-83)+L@+)$ )i#*)7@4<#%cE#*5-#
1 + 2ε 2 + c0 ui − ε 2 + c0 ui−1 − ε 2 un+1 = uni .
h h h h h i+1
n k
0 }%Q 1J871
3a+-$E+)$":+-g9H+,/,/#*):9H#*g57# $ +-4Yg!34<ha(%E#%)-g!3# #Hg5-# $E+4<f!4YhZ(*@#*)7M!3#
un+1
k ≤ un+1
j j = 0, 1, 2, . . . , N + 1.
N +1
Q3{C)i@#*):L)7 !)$ 0 }%Q 1*4F1H82)+$c+-=3E#%)+):$
i=k
k 0 k
uk−1 + ε 2 un+1 + unk .
mX4$@57# #* 8)+:$R O +):$D!+)9
1 + 2ε 2 + c0 uk = ε 2 + c 0
h h h h h k+1
un+1
k−1 ≥ uk
n+1
un+1 n+1
k+1 ≥ uk
#*&L&$E4<E#
1 + 2ε 2 + c0 uk ≥ ε 2 + c 0 u + ε 2 un+1 + unk ,
h h h h k h k
0 }*:Q 1L651
$E3}*4 :Qa1L+-85$E1S+#H): +$C 57}*#cQ 1JE67+-1 $_* <#0$ 8:L$E++;)7$RC6a+-@#*$E4Y6@U4YE[ 4$`++-) /0 )7}*Q 1J$%8L67)1D+-#%$ A$_+@E=34 @O #*4)<+-#%),T$C#%!3)7+- )O 9L;8L#*4)/#Q 32E44P4)$@+L)7$
un+1
k ≥ unk .
k=0 k = N +1
0 0 unj
0 ≤ un+1
k ≤ un+1
j j = 0, 1, 2, . . . , N + 1,
L/ 3

9*#g574PE+- O #g57#gE+-$c#%$ $E+)7&L$@$ 4Ka+-$E4<E4<[ $c+i)2$%Q un+1
!3/(0QZ!3u46$ @+-#*)6U$R@574<+-) # 0 }%Q 1J671R(H;L)7 O @4<#n,Tb%,/#T+;$@5-# +- 8Z)+-$f#*)

j
k=0 k = N +1
min 0 }*:Q 751 un+1 = un+1 ≥ unk ≥ min unj .

24P)+$R O 4+)$c9;'+-4$E4K)i#*)7@4<#% @#*P57#
j k
0≤j≤N +1 0≤j≤N +1
un+1 ≥ un+1 j = 0, 1, 2, . . . , N + 1,
)+-$RLE4+)$D+-=3E#%)7 #H&&$ 4<E#
k j
un+1
0 }*:Q :}[1
k ≤ unk
max un+1 ≤ max unj .
P#%$" 4<)(%?-<4<E(0$ 0 }%Q -71RQ#H{C 0 #%}%$R4Q ,/}[1&<46$ 57+-)-#*g)7L&)a(0#*9H#0(*$E#0$@$ L4E#%,/#* )7DWJ 4<)(%?-<4<E( }%Q 1J571sQ
j
0≤j≤N +1 0≤j≤N +1
)
" )
0
$6T@E=9&(0<$ #-+-+-Q-<3m`$i@4< D+-O )v9*+-+)!)7$rvE@!$E#13+82$G)9H@#g9y.*,/$E,/9;#M'+(*<)74,)E@(0B(yL#0457E$G# c#4<,/<#p46$@9H9;4<'E#f(*,#Hc 4<Z0 )}*:(09HQ 1*#%23$@1q$E4Y@#%#f$ vVn49;)'9H+-57)!3#"4<E4+)$D)!3#*#"<#%E#*,T,/#%)7$
A~un+1 = ~un .
Gw!39*#T4 9H+-,Ta+-#%$@$ LR)7<@# #%$ N O #08 9sE#%c!3#M9H+,/#*a +-$@L)7#0$GEg#0$ 6 8 ,U@E469H#j8 E@4!#%4$ D?+# ):L#BN O !3#%(H9HlE#%)4<#
~un+1 N un+1 1 ≤ i ≤ N ~un N

i
uni 1 ≤ i ≤ N A N ×N
 2ετ c0 τ ετ 
QQQ QQQ
1+ 2
+ −
 h h h2 
 
ετ c0 τ
QQQ QQQ
 
 − 2− 
 h h 
A= .

 ετ 

 − 
 h2 
 
ετ c0 τ 2ετ c0 τ
− 2
− 1+ 2 +
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Introduction

Presses polytechniques et universitaires romandes

DANS LA COLLECTION «MÉTHODES MATHÉMATIQUES POUR L’INGÉNIEUR»

Les Presses polytechniques et universitaires romandes sont une fondation

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