Title: /*Numerical Integration And Derivation*/
1??????????
?????
??
???????????
2??? ????????? /Numerical Integration And
Derivation/
????????????????? (1)???????????????
(2)????????????,????? (3)?????????,??????
???
?????
???????
3????????
????????
????????
????????
???????
45.1 ?????????
????????????
??
????
????????
????
????????????
5??????????(/Algebraic Precision /)
?????????
6???????
?????????????
7????????,??????
??????
85.2 NewtonCotes??
?????????/Integration Formula of Interpolation
Type/
??
?n?Lagrange?????
9???????
10???
??
??????????
????????n?????????,????n??????
11???
????????n?????
???????n?????????????
12?? NewtonCotes????
NewtonCotes???????????????
??
13Cotes??
NewtonCotes??
14????/Trapezoidal Formula /
n1??????
1?????
???????
15Simpson??
n2??????
3?????
????????
16Cotes??
n4??????
5?????
???????????
17?
18(No Transcript)
19??
20?n????, NewtonCotes???????? n1??????
????????
?? ???????????
?????
21? Simpson??
22????????
23?????13
24? Cotes??
NewtonCotes???????
?????????,??????????? ?,????????,????????,??? (1)?
??????Runge??
(2)NewtonCotes??????????(ngt7)
255.3 ??????/Compound Quadrature Formula /
??
????????/Compound Trapezoidal Formula /
26??????
???????????
?????????
27?????????
?????
?????
28??????????
29????Simpson?? /Compound Simpon Formula /
30??Simpson??
??Simpson???????
?????????
31??Simpson?????
?????
?????
32???(5)
??Simpson??????
?????????Cotes??
33?
??Simpson?????
34?????
35?????
0 1/8 1/4 3/8
1 0.997398 0.989688 0.976727
1/2 5/8 6/8 7/8 1
0.958851 0.936156 0.908858 0.877193 0.841471
36??????(n8)
??Simpson??(n4)
37????
(2)??????????,????????????
(3)?????????????,????????
(4)???????????,??????????
???????????
?????????
?????
????????????????
?????
38?????(?????????)
393?????
???????????
?????????
??????
??????,??????,???????
40?????????
?????Simpson???Cotes????????
?????
41??????????????????? Simpson????Cotes????????
?? ??
425.4 Romberg???/Romberg Integration Method /
? Romberg????
????????
43(No Transcript)
44??????
??????
Romberg????????????
45??????????????,??
Simpson????
Romberg ???
Cotes????
46????3???????????????, ???Romberg????
4??????
?????
Simpson???
Cotes???
Romberg???
47Romberg????????
??
48Romberg???
49?
??Romberg ??????
50???????
51(No Transcript)
525.5 Gauss????/Gauss Quadrature Formula /
?? Gauss???????
?????????
???NewtonCotes???????????????,????????,??????????
?????????,??????????
???????????,??????????? ?,?????????????????
????????????????????????
53??
???????????????,???? 2n2????,?????????????
???????????
54??????????
??????()
??
??2n1??????
????
????????
????
552n2????, 2n2??????????
56?? Gauss???????
? Gauss?????????
57???
??
???
58?????()??????2n1?????????
59? Gauss????????????
???????,??n1??????
??
60? Gauss???????
??
61???? ????
62? Gauss????????
????
??
??Gauss?????()??????2n1??? ???????
63? Gauss????????
??
?Weierstrass???
??
64(No Transcript)
65?? Gauss???????
???????,????n1???????n1? ???????,?????????Gauss?
???
????Legendre????Chebyshev?????
????????
66? Gauss-Legendre????
??????????????,??????
67???
????
68????2n?
P147 ?5.5.1
69?
70??Gauss-Legendre????
71? Gauss-Chebyshev????
???13
????
72?
73????????
??????????
74 5.6 ???????? /The Numerical
Solution of Integral Equations /
????????????????????????
??????????Fredholm??????,?? ?????????????
75??????????
76???????????Fredholm???????
77(No Transcript)
78?
???Simpson????????(?????)
79???????????
80???????????
81(No Transcript)
82???????
????????
0 0.25 0.5 0.75 1
-7.9256 14.5225 -40.6597 -0.4504 31.4884
83(No Transcript)
845.7 ????/Numerical Derivation /
?????????/ Derivation Formula of Interpolation
Type/
???????
????
85???????????,??????????
86? ????
?????
??
87? ????
?????
88????
89?
??????
90??????
91????????????????
????3???????????????
92(No Transcript)
93????????
??????????