Приближенные методы вычисления интегралов Адамара. Бойков И.В - 81 стр.

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82
()
()( )
12
12
12
12 1 2
11 2 2
,
NN
pp
LL
dd
R
tt
ϕτ τ τ τ
=
τ− τ
∫∫
()
() ( )
11
12
12
12
12
12
12
11
00
1111 2 222
11
,
4
kk
kk
tt
NN
kk
pp
kk
tt
tt
tnh t nh
++
−−
==
′′
−ϕ +
⎡τ ⎡τ
⎣⎦
∑∑
∫∫
%
rr
() ( ) () ( )
12 12
1111 2 222 1111 2 222
11
pp pp
tnhtnh tnhtnh
+++
τ−+ τ τ−− τ+
⎣⎦ ⎣⎦
rr rr
() ( )
12
12
1111 2 222
1
pp
dd
tnh t nh
+
ττ≤
⎡τ + ⎡τ +
⎣⎦
rr
()( )
()
()
()( )
12
1
12
2
1, 1
12
0
12
1111 2 222
0
,
1
lim
41!1!
pp
LL
D
pp
tn t n
−−
η→
η→
ϕτ τ
≤+
−−
τ− η τ η
⎦⎣
∫∫
rr
(
)
()
()( )
12
1, 1
12
1111 2 222
,
pp
D
tn t n
−−
ϕτ τ
++
⎡τ + η ⎡τ η
⎣⎦
r
(
)
()
()( )
12
1, 1
12
1111 2 222
,
pp
D
tn t n
−−
ϕτ τ
++
⎡τ η ⎡τ + η
⎣⎦
r
()
()
()( )
12
1, 1
12
12
1111 2 222
,
pp
D
dd
tn t n
−−
ϕτ τ
τ
⎡τ + η ⎡τ + η
⎣⎦
rr
()
()
()( )
12
12
1, 1
12
1111 2 222
,
pp
LL
D
tnh t nh
−−
ϕτ τ
−+
⎡τ ⎡τ
⎣⎦
∫∫
rr
(
)
()
()( )
12
1, 1
12
1111 2 222
,
pp
D
tnh tnh
−−
ϕτ τ
++
⎡τ + ⎡τ
⎣⎦
rr
                                                            ϕ ( τ1 , τ2 ) d τ1d τ2
                               RN1N 2 =        ∫ ∫ (τ                 p1
                                                                           ( τ2 − t2 ) p2
                                                                                            −
                                               L1 L2       1 − t1 )

      N −1 N −1                        tk1 +1 tk2 +1 ⎡

       ∑ ∑ (                          )∫ ∫
  1 1     2
                                                    ⎢                    1
−             ϕ% tk′1 , tk′ 2                                                               +
                                                    ⎢ ⎡τ − t − nr h ⎤ p1 ⎡τ − t − nr h ⎤ p2
  4 k =0 k =0
       1      2                         tk1 tk2     ⎣⎣ 1  ( 1       )
                                                                 1 1 ⎦ ⎣ 2   ( 2       )
                                                                                    2 2 ⎦
                               1                                                            1
+                                                             +                                        +
                 r        p1              r        p2            r       p1              r        p2
    ⎣ 1 − ( t1 + n1h1 ) ⎤⎦ ⎡τ
    ⎡τ                       ⎣ 2 − ( t2 − n2h2 )⎤⎦    ⎣ 1− ( t1− n1h1 )⎤⎦ ⎡τ
                                                      ⎡τ                    ⎣ 2 − ( t2 + n2h2 )⎤⎦
                                                                        ⎤
                                                    1                   ⎥ dτ dτ ≤
                  +
                                   r        p1              r        p2 ⎥ 1 2
                      ⎣ 1 − ( t1 + n1h1 ) ⎤⎦ ⎡τ
                      ⎡τ                       ⎣ 2 − ( t2 + n2 h2 )⎤⎦ ⎦

                               ⎧⎡
                                                      D( 1
                                           ⎛              p −1, p2 −1)
                  1            ⎪⎢                                      ϕ ( τ1 , τ2 )
≤ lim
  η1 →0 4 ( p1 − 1)!( p2 − 1)!
                               ⎨⎢         ⎜
                                                  ∫∫      r
                                             ⎣ 1 − ( t1 − n1η1 ) ⎤⎦ ⎡τ
                               ⎪ ⎢⎣ L1 L2 ⎜⎝ ⎡τ
                                                                                     r
                                                                    ⎣ 2 − ( t2 − n2η2 ) ⎤⎦
                                                                                           +
 η2 →0                         ⎩

                                            D(
                                                 p1 −1, p2 −1)
                                                          ϕ ( τ1 , τ2 )
                              +                r                                  +
                                  ⎡τ
                                  ⎣ 1 − ( t1 + n1η1 ) ⎤
                                                      ⎦⎣⎡τ 2 − ( t 2 − n2 η 2 ) ⎤
                                                                                ⎦

                                            D(
                                                 p1 −1, p2 −1)
                                                            ϕ ( τ1 , τ2 )
                              +                r                               +
                                  ⎣ 1 − ( t1 − n1η1 ) ⎤⎦ ⎡τ
                                  ⎡τ                     ⎣ 2 − ( t2 + n2η2 )⎤⎦

                                     D(
                                          p1 −1, p2 −1)                 ⎞         ⎤
                                                          ϕ ( τ1 , τ2 )
                      +                r                      r         ⎟ d τ1 2 −
                                                                              d τ ⎥
                          ⎣ 1 − ( t1 + n1η1 ) ⎤⎦ ⎡τ
                          ⎡τ                     ⎣ 2 − ( t2 + n2η2 )⎤⎦ ⎟⎠         ⎥
                                                                                  ⎦
                            ⎡
                                               D( 1
                                    ⎛             p −1, p2 −1)
                                                               ϕ ( τ1 , τ2 )
                          −⎢  ∫∫    ⎜              r                         r         +
                           ⎢        ⎜ ⎡τ
                           ⎢⎣ L1 L2 ⎝ ⎣ 1 − ( t1 − n1h1 ) ⎤
                                                          ⎦⎣⎡τ 2 −  ( t 2 − n 2 h2 ) ⎤
                                                                                     ⎦

                                            D(
                                                 p1 −1, p2 −1)
                                                           ϕ ( τ1 , τ2 )
                              +                 r                        r         +
                                   ⎡τ
                                   ⎣ 1 − ( t1 + n1h1 ) ⎤
                                                       ⎦⎣⎡τ 2 − ( t 2 − n 2 h2 ) ⎤
                                                                                 ⎦

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