/*Numerical Integration And Derivation*/

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/*Numerical Integration And Derivation*/

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Title: /*Numerical Integration And Derivation*/


1
??????????
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??
???????????
2
??? ????????? /Numerical Integration And
Derivation/
????????????????? (1)???????????????
(2)????????????,????? (3)?????????,??????
???
?????
???????
3
????????
????????
????????
????????
???????
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5.1 ?????????
????????????
??
????
????????
????
????????????
5
??????????(/Algebraic Precision /)
?????????
6
???????
?????????????
7
????????,??????
??????
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5.2 NewtonCotes??
?????????/Integration Formula of Interpolation
Type/
??
?n?Lagrange?????
9
???????
10
???
??
??????????
????????n?????????,????n??????
11
???
????????n?????
???????n?????????????
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?? NewtonCotes????
NewtonCotes???????????????
??
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Cotes??
NewtonCotes??
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????/Trapezoidal Formula /
n1??????
1?????
???????
15
Simpson??
n2??????
3?????
????????
16
Cotes??
n4??????
5?????
???????????
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?
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(No Transcript)
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??
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?n????, NewtonCotes???????? n1??????
????????
?? ???????????
?????
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? Simpson??
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????????
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?????13
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? Cotes??
NewtonCotes???????
?????????,??????????? ?,????????,????????,??? (1)?
??????Runge??
(2)NewtonCotes??????????(ngt7)
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5.3 ??????/Compound Quadrature Formula /
??
????????/Compound Trapezoidal Formula /
26
??????
???????????
?????????
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?????????
?????
?????
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??????????
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????Simpson?? /Compound Simpon Formula /
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??Simpson??
??Simpson???????
?????????
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??Simpson?????
?????
?????
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???(5)
??Simpson??????
?????????Cotes??
33
?
??Simpson?????
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?????
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
?????(?????????)
39
3?????
???????????
?????????
??????
??????,??????,???????
40
?????????
?????Simpson???Cotes????????
?????
41
??????????????????? Simpson????Cotes????????
?? ??
42
5.4 Romberg???/Romberg Integration Method /
? Romberg????
????????
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(No Transcript)
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??????
??????
Romberg????????????
45
??????????????,??
Simpson????
Romberg ???
Cotes????
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????3???????????????, ???Romberg????
4??????
?????
Simpson???
Cotes???
Romberg???
47
Romberg????????
??
48
Romberg???
49
?
??Romberg ??????
50
???????
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(No Transcript)
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5.5 Gauss????/Gauss Quadrature Formula /
?? Gauss???????
?????????
???NewtonCotes???????????????,????????,??????????

?????????,??????????
???????????,??????????? ?,?????????????????
????????????????????????
53
??
???????????????,???? 2n2????,?????????????
???????????
54
??????????
??????()
??
??2n1??????
????
????????
????
55
2n2????, 2n2??????????
56
?? Gauss???????
? Gauss?????????
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???
??
???
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?????()??????2n1?????????
59
? Gauss????????????
???????,??n1??????
??
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? Gauss???????
??
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???? ????
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? Gauss????????
????
??
??Gauss?????()??????2n1??? ???????
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? Gauss????????
??
?Weierstrass???
??
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(No Transcript)
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?? Gauss???????
???????,????n1???????n1? ???????,?????????Gauss?
???
????Legendre????Chebyshev?????
????????
66
? Gauss-Legendre????
??????????????,??????
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???
????
68
????2n?
P147 ?5.5.1
69
?
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??Gauss-Legendre????
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? Gauss-Chebyshev????
???13
????
72
?
73
????????
??????????
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5.6 ???????? /The Numerical
Solution of Integral Equations /
????????????????????????
??????????Fredholm??????,?? ?????????????
75
??????????
76
???????????Fredholm???????
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(No Transcript)
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?
???Simpson????????(?????)
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???????????
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???????????
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(No Transcript)
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???????
????????
0 0.25 0.5 0.75 1
-7.9256 14.5225 -40.6597 -0.4504 31.4884
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5.7 ????/Numerical Derivation /
?????????/ Derivation Formula of Interpolation
Type/


???????
????
85
???????????,??????????
86
? ????


?????
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? ????


?????
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????
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?
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91
????????????????
????3???????????????
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(No Transcript)
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