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g(1) = f(1), g(m) = f(m)
f(i) = c(i)f(i + 1) + h(i), c(1) = 0, h(1) = y(0), i = 1, ..., m − 1,
c(i), h(i), i > 1 f(i)
f(i + 1) − 2g(i) + c(i − 1)f(i) + h(i − 1) − βw(i)f(i) = −βw(i)y(i).
c(i), h(i)
c(i) = 1/(2 + βw(i) − c(i − 1)), h(i) = c(i)(βw(i)f(i) + h(i − 1)),
c(1) = 0, h(1) = y(1)
f(i)
y(i)
f(i)
m−1
X
i=2
f
00
(i)
2
e(i) + α
m
X
i=1
w(i)(y(i) − f(i))
2
f(1) = y(1), f(m) = y(m), f
00
(1) = 0, f
00
(m) = 0.
F (f
00
(t)) = f
00
(t)
2
e(t) e(t) w(t)
e(i) = 1/(1 + y
0
(i)
2
) w(i) = 1/σ(i)
2
w(i) = 1
e(i + 1)d
00
(i + 1) − 2e(i)d
00
(i) + e(i − 1)d
00
(i − 1) + α · w(i)f(i) = α · w(i)y(i).
d(i) = f
00
(i)
f(1) = y(1); f(m) = y(m); f
00
(1) = 0; f
00
(m) = 0;
P (i) = A
i
· P (i + 1) + B(i)
P (i) f(i), f
00
(i)) A
i
2·2 B(i)
A
i
(1, 1) = u
i
(1, 1); A
i
(1, 2) = u
i
(1, 2);
A
i
(2, 1) = u
i
(2, 1); A
i
(2, 2) = u
i
(2, 2);
A
1
(1, 1) = A
1
(1, 2) = A
1
(2, 1) = A
1
(2, 2) = 0;
B
1
(i) = u
i
(1, 1)B
1
(i − 1) − u
i
(1, 2)(α · w(i)f(i) − e(i − 1)B
2
(i − 1))/e(i + 1);
ïðè g(1) = f (1), g(m) = f (m). Ýòè óðàâíåíèÿ ìîãóò áûòü ðåøåíû óñòîé÷èâûì ñïîñîáîì ñëåäóþùèì îáðàçîì. Ïðåäñòàâèì f (i) = c(i)f (i + 1) + h(i), c(1) = 0, h(1) = y(0), i = 1, ..., m − 1, ãäå êîýôôèöèåíòû c(i), h(i), i > 1 ÿâëÿþòñÿ ïîêà íåèçâåñòíûìè. Ïîäñòàâèâ f (i) â óðàâíåíèå Ýéëåðà, ìû ïîëó÷èì f (i + 1) − 2g(i) + c(i − 1)f (i) + h(i − 1) − βw(i)f (i) = −βw(i)y(i). Îòñþäà ìû ïîëó÷àåì ôîðìóëó äëÿ âû÷èñëåíèÿ êîýôôèöèåíòîâ c(i), h(i): c(i) = 1/(2 + βw(i) − c(i − 1)), h(i) = c(i)(βw(i)f (i) + h(i − 1)), ïðè íà÷àëüíûõ c(1) = 0, h(1) = y(1), èñïîëüçóÿ êîòîðûå, ìû íàõîäèì ïîñëåäîâàòåëüíî íóæíîå ðåøåíèå f (i). Ñëåäóþùàÿ âàæíàÿ çàäà÷à - ñãëàæèâàíèå ôóíêöèé. Äëÿ çàäàííîé ôóíêöèè y(i) åå ñãëàæåííûé àíàëîã f (i) íàõîäèòñÿ èç óñëîâèÿ ìèíèìóìà âûðàæåíèÿ m−1 X m X f 00 (i)2 e(i) + α w(i)(y(i) − f (i))2 (21) i=2 i=1 ïðè ãðàíè÷íûõ óñëîâèÿõ f (1) = y(1), f (m) = y(m), f 00 (1) = 0, f 00 (m) = 0. Ò.å. â äàííîì ñëó÷àå êðèòåðèé F (f 00 (t)) = f 00 (t)2 e(t); e(t) è w(t) - òåì èëè èíûì ñïîñîáîì âûáðàííûå âåñà. Íàïðèìåð, e(i) = 1/(1 + y 0 (i)2 ), à w(i) = 1/σ(i)2 , èëè w(i) = 1. Óðàâíåíèå Ýéëåðà äëÿ ìèíèìèçàöèè (21) âûãëÿäèò ñëîæíåå, òàê êàê ïðèâîäèò ê 5-òî÷å÷íûì ðàçíîñòíûì ñõåìàì. Äëÿ åãî ðåøåíèÿ ïðèõîäèòñÿ ïðèáåãàòü óæå ê ìàòðè÷íîé 'ïðîãîíêå'. Óðàâíåíèÿ äëÿ ìèíèìèçàöèè (21) âûãëÿäÿò òàê e(i + 1)d00 (i + 1) − 2e(i)d00 (i) + e(i − 1)d00 (i − 1) + α · w(i)f (i) = α · w(i)y(i). (22) ãäå d(i) = f 00 (i). Ãðàíè÷íûå óñëîâèÿ èìåþò âèä f (1) = y(1); f (m) = y(m); f 00 (1) = 0; f 00 (m) = 0; Ïîñòðîèì ôîðìóëû äëÿ ìàòðè÷íîãî àíàëîãà ìåòîäà 'ïðîãîíêè' äëÿ ðåøåíèÿ ýòèõ óðàâíåíèé. Ìû èìååì P (i) = Ai · P (i + 1) + B(i) (23) ãäå P (i) ÿâëÿåòñÿ âåêòîðîì (f (i), f 00 (i)), à Ai - ìàòðèöåé ðàçìåðà 2·2, è B(i) - âåêòîðîì ðàçìåðà 2. Ìû èìååì Ai (1, 1) = ui (1, 1); Ai (1, 2) = ui (1, 2); Ai (2, 1) = ui (2, 1); Ai (2, 2) = ui (2, 2); A1 (1, 1) = A1 (1, 2) = A1 (2, 1) = A1 (2, 2) = 0; B1 (i) = ui (1, 1)B1 (i − 1) − ui (1, 2)(α · w(i)f (i) − e(i − 1)B2 (i − 1))/e(i + 1); 41
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