Численные методы. Ч.2. Решение уравнений. Буслов В.А - 33 стр.

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ξ
i
u(a) = ξ
i
, v(a) = η(ξ
i
) .
(
u
00
+ q(x)u = f(x) [a, b],
u(a) = A , u(b) = B .
(11)
N a = x
0
< x
1
< . . . < x
N
= b x
i
x
i1
= h
u
00
(x
i
)
u
00
(x
i
) =
u(x
i+1
) 2u(x
i
) + u(x
i1
)
h
2
u
(4)
(x
i
)h
2
12
+ O(h
4
) ,
u(x
i
± h) = u(x
i
) ± u
0
(x
i
)h +
u
00
(x
i
)h
2
2
±
u
000
(x
i
)h
3
6
+
u
(4)
(x
i
)h
4
24
+ . . . ,
u(x
i
) = u
i
q
i
= q( x
i
) f
i
= f (x
i
)
y
i
x
i
y
i1
+ (2 + h
2
q
i
)y
i
y
i+1
= f
i
h
2
, i = 1, 2, . . . , N 1 . (12)
|2 + h
2
q
i
| > 2 , q(x) > 0
u(x) y
i
q(x) f(x) C
2
[a,b]
q(x) > 0 , x [a, b]
|u(x
i
) y
i
| = O(h
2
) .
q(x), f(x) C
2
[a,b]
u(x) C
4
[a, b]
u
00
(x
i
) =
u
i1
2u
i
+ u
i+1
h
2
1
12
h
2
u
(4)
(ξ
i
) , ξ
i
(x
i1
, x
i
) .
u
i
u
i1
2u
i
+ u
i+1
h
2
+ qu
i
= f
i
1
12
h
2
u
(4)
(ξ
i
) ,
ξ
i
[a, b]
v
i
= y
i
u
i
v
i1
2v
i
+ v
i+1
h
2
+ q
i
v
i
=
1
12
h
2
u
(4)
(ξ
i
) , v
0
= 0 , v
N
= 0 . (13)