4.

3
4.3

4.3

y ( x ) = a m x m + a m 1 x m 1 + a m 2 x m 2 + " + a 0
f (x)
m = 0

m = 1

m = 2

1 m 2m

1 n G = a f ( x)dx Ak f ( x k )
b

k =0

m = 2n 1
2. n
x k Ak

m = 2n 1

x0 , x1 , ", x n

(a)

(b)

f ( x ) = 1, x , x 2 , " , x m

ba
[ f (a ) + f (b)]
13: a f ( x)dx
2

f ( x ) = 1, x

ba
ba
[
1
+
1
]
=
[ f (a ) + f (b)]
a
2
2
b
1 2
ba
ba
2
f (b)]
a xdx = 2 (b a ) = 2 [a + b] = 2 [ f (a) +
b

1dx = b a =

f ( x) = x 2

3
3
b

a
ba 2
ba
x 2 dx =

[a + b 2 ] =
[ f (a) + f (b)]
3
2
2

c0 + c1 x
f ( x ) = 1, x


[-11]

f ( x)dx Ak f ( xk )
k =0

x0 , x1 , ", xn n + 1
( x) = ( x x0 )( x x1 )( x x2 )" ( x xn )
(x) n q(x)
1
1 ( x)q( x)dx = 0
2n + 1
1
( x)
x k
Ak = 1
dx

( x xk ) ( xk )

xk Ak
Legendre
1 dn
p n ( x) = n n [( x 2 1) n ]
2 n! dx

[-11]
1
1 pn ( x) pn+1 ( x)dx = 0
[2(n + 1)]!
p n+1 ( x ) n+1

2 [(n + 1)!]2

2 n +1[(n + 1)!]2
(n + 1)! d n +1
( x) =
pn +1 ( x) =
n +1 [( x 2 1) n +1 ]
[2(n + 1)]!
[2(n + 1)]! dx
n

p n+1 ( x) n + 1 : 1 f ( x)dx Ak f ( xk )
k =0
x0 , x1 , ", xn
1

xk Ak

( x)
dx
Ak = 1
( x xk ) ( xk )
1

Ak =

2
(1 xk2 )[ pn+1 ( xk )]2

2 2 n +3 [(n + 1)!]4 ( 2 n + 2 )
R( f ) =

f
( ), [-1,1]
3
2n + 3 [(2n + 2)!]


1 dn
p n ( x) = n n [( x 2 1) n ]
2 n! dx

(1) n = 0 (1
1 d 2
p1 ( x) =
( x 1) = x,
2 dx

2
Ak =
(1 xk2 )[ pn+1 ( xk )]2

p1 ( x) = 1

x0 = 0 A0 = 2
n

Ak f ( xk )
1 f ( x)dx
k =0
1

1
R( f ) = f ( )
3

f ( x ) dx 2 f (0)

1 dn
p n ( x) = n n [( x 2 1) n ]
2 n! dx

2n = 1 (2

Ak =

1 d2 2
1
2
2
p2 ( x ) =
(
1
)
x

=
(
3
x
1)
2
8 dx
2

2
(1 xk2 )[ pn+1 ( xk )]2

p2 ( x ) = 3 x

1
1
A0 = A1 = 1
x0 = , x1 =
3
3
1

2
1 f ( x)dx Ak f ( xk ) =
1

k =0

R( f ) =

f (

1
3

)+ f (

1 ( 4)
f ( )
135

3 (n = 2)
1

f ( x ) dx

5
15
8
5
15
f (
) + f ( 0) + f (
)
9
5
9
9
5

1
3

f ( x)dx A0 f ( x0 ) + A1 f ( x1 )

A0 , A1 , x0 , x13
2
3
f ( x) = 1, x, x , x

A0 + A1 = 2
A x + A x = 0
1 1
0 0

2
2
+
A
x
A
x
1 1 = 2/3
0 0
A x3 + A x3 = 0
1 1
0 0

x0 =

1
1
, x1 =
, A0 = A1 = 1
3
3

n 2

[-1,1]
[a, b] ,

1
1
x = (b + a) + (b a)t
2
2
[a, b] [-1,1]

ba 1
f ( x)dx =
(t )dt

1
2

a+b ba
+
t)
(t ) = f (
2
2

1
1
x = (b + a) + (b a)t
2
2
14
I = 0 1 + x 2 dx
1

a = 0 b = 1
1

I =

1 1 1+ t
x = + t =
2 2
2

1 1
1
1 + x dx = 1 + (1 + t ) 2 dt
2 1
4
2

f ( x)dx A0 f ( x0 ) + A1 f ( x1 )

1 2
1
1
1 2
1
[ 1 + (1
) + 1 + (1 +
) ]
2
4
4
3
3

= 1.147833092

: a=0, b=1, N=1000, I=1.147793

(n=2)
subroutine Gauss(a,b,G)
dimension t(3),w(3)
data t/0.,0.774597,-0.774597/
data w/0.888889,0.555556,0.555556/
G=0.0
1
1
x = (b + a) + (b a)t
do 10 i=1,3
2
2
x=0.5*[(b+a)+(b-a)*t(i)]
n
1
10 G=G+w(i)*f(x)
f ( x)dx Ak f ( xk )

1
k =0
G=0.5*(b-a)*G
return
ba
f
(
x
)
dx
=
(t )dt

end
2
b

14

I = 0 1 + x 2 dx
1

external f
real*8 a,b,G
a=0.
b=1.
call gauss(a,b,G,f)
write(*,*) G
end

10

subroutine Gauss(a,b,G,f)
real*8 t(3),W(3),a,b,G,x
data t/0.,0.774597,-0.774597/
data W/0.888889,0.555556,0.555556/
G=0.0
do 10 i=1,3
x=0.5*((b+a)+(b-a)*t(i))
G=G+w(i)*f(x)
G=0.5*(b-a)*G
return
:
end
function f(x)
real*8 f,x
f=sqrt(1.+x**2)
end

N=1000, I=1.147793

I = 1.147801134


15
I=

2.0 ( b2 ) 1.5 ( b1 )

1.4 ( a 2 ) 1.0 ( a1 )

ln( x + 2 y )dxdy

: R = {( x, y) | 1.4 x 2.0, 1.0 y 1.5}

R = {(u, v) | 1 u 1, 1 v 1}

1
1

x = 2 (b2 + a2 ) + 2 (b2 a2 )u

y = 1 (b + a ) + 1 (b a )v
1
1
1
1

2
2

2.0

1.5

I = ln( x + 2 y )dxdy
1.4 1.0

1 1
= 0.075 ln(0.3u + 0.5v + 4.2)dudv
1 1

n = 2
u0 = v0 = 0.774 5967 u1 = v1 = 0

u2 = v2 = 0.774 5967

A1 = 0.888 8889

A0 = A2 = 0.555 5556

:
I =

2 .0 ( b 2 )

1 .4

1 . 5 ( b1 )

( a 2 ) 1 . 0 ( a1 )

ln( x + 2 y ) dxdy

A A ln(0.3u

= 0.075

i =0 j =0

= 0.429 5545

+ 0.5v j + 4.2)

EX3-935 1

EX3-104
I =

2 .0

1 .4

1 .5

1 .0

ln( x + 2 y ) dxdy

EX3-11 n = 2, 4
/2

G=

dx

=
cos 2 x + 4 sin 2 x 4

1
dx
x

EX3-10(3)
external f
real*8 a1,b1,a2,b2,G
a1=1.
b1=1.5
a2=1.4
b2=2.0
call gauss(a1,b1,a2,b2,G,f)
write(*,*) G
end
subroutine Gauss(a1,b1,a2,b2,G,f)
real*8 t(3),W(3),a1,b1,a2,b2,G,x,y
data t/0.,0.774597,-0.774597/
data W/0.888889,0.555556,0.555556/

G=0.0
do i=1,3
x=0.5*((b2+a2)+(b2-a2)*t(i))
do j=1,3
y=0.5*((b1+a1)+(b1-a1)*t(j))
G=G+w(i)*w(j)*f(x,y)
enddo
enddo
G=0.25*(b2-a2)*(b1-a1)*G
return
end
function f(x,y)
real*8 f,x,y
f=dlog(x+2.*y)
end

1
1

(
)
(b2 a2 )u
x
=
b
+
a
+
2
2

2
2

y = 1 (b + a ) + 1 (b a )v
1
1
1
1

2
2

()

123

4.3

f ( x)dx f ( x
k =1

w(x)

w( x) f ( x)dx A
a

k =1

f ( xk )

xk,Akxk,Ak

4.3

1. Gauss - Legendre

f ( x )dx Ak f ( xk )
k =0

Legendre

2
Ak =
(1 xk 2 )Pn '( xk )2
Guassxk, GuassAk

4.3

4.3

n = 0,

1
1

1
1

f ( x )dx Ak f ( x k )
k =0

f ( x )dx 2 f (0)

n=1
1

f ( x )dx f ( 0.5773502692) + f (0.5773502692)

n=2

f ( x )dx 0.555555556 f ( 0.7745966692)

+0.888888889 f (0) + 0.555555556 f (0.7745966692)

4.3

: -

x + 1.5dx

:-

x + 1.5dx

0.555556( 0.725403 + 2.274596) + 0.888889 1.5

= 2.399709

1
1
1 x + 1.5dx 3 ( 0.5 + 4 1.5 + 2.5) = 2.395742

1
1

x + 1.5dx = 2.399529

4.3
Gauss - Legendre
[a,b]
ba
a+b
x=
t+
2
2
[a,b][-1,1],

ba 1 ba
a+b
)dt
f ( x )dx =
f(
t+

2
2
2

Gauss - Legendre
.

4.3

f ( x )dx
n = 1Gauss Legendre
1

Gaussx0 , x1A0 , A1

f ( x )dx A0 f ( x0 ) + A1 f ( x1 )

Gauss

1
1
1
1
x = (a + b ) + (b a )t = (1 + t ),
dx = dt
2
2
2
2

1
1 1
1
1 1
f ( x )dx = f ( (1 + t ))dt = F ( t )dt
1
0
2 1 2
2
1
Gauss Legendre F (t )dt F (0.577) + F (0.577)
1

1
1 1 1
1 1
1 1
0 f ( x)dx = 2 1 f ( 2 (1 + t ))dt = 2 f ( 2 (1 0.577)) + 2 f ( 2 (1 + 0.577))

4.3

f ( x )dx
n = 3Gauss Legendre
0

Gaussx0 , x1 , x2 , x3
A0 , A1 , A2 , A3

f ( x )dx A0 f ( x0 ) + A1 f ( x1 ) + A2 f ( x2 ) + A3 f ( x3 )

Gauss

1
1
1
1
x = (a + b ) + (b a )t = (1 + t ),
dx = dt
2
2
2
2
1 1
1
1 1
1
f ( x )dx = f ( (1 + t ))dt = F ( t )dt
0
2 1 2
2 1

F ( t )dt Gauss Legendre

1

1
1

F ( t )dt A0 F ( t 0 ) + A1 F ( t1 ) + A2 F ( t 2 ) + A3 F ( t 3 )

4.3

t i Ai ,( i = 0,1, 2, 3)

1 1
0 f ( x )dx = 2 1 F (t )dt
1
( A0 F ( t0 ) + A1 F ( t1 ) + A2 F ( t 2 ) + A3 F ( t 3 ))
2
1
1
1
1
= ( A0 f ( (1 + t0 )) + A1 f ( (1 + t1 )) + A2 f ( (1 + t 2 ))
2
2
2
2
1
+ A3 f ( (1 + t 3 )))
2
1
1
xi = (1 + t i )
Ai = Ai
i = 0,1, 2, 3

2
2
1

4.3
1
xi = (1 + t i )
2

1
Ai = Ai
2

i = 0,1, 2, 3

i=0

t i = 0.861136

0.339981

0.339981

0.861136

Ai = 0.347855

0.652145

0.652145

0.347855

xi = 0.069432

0.330009

0.669991

0.930568

Ai = 0.173927

0.326073

0.326073

0.173927

f ( x )dx 0.173927 f (0.069432)

1

+ 0.326073 f (0.330009)
+ 0.326073 f (0.669991)
+ 0.173927 f (0.930518)

4.3

1
0

dx
1+ x

: x=1/2 (1+t),
1 dt
dx
=
I=
0 1+ x
1 3 + t
1

-Legendren=4

I 0.69314719"

I=ln2=0.69314718
.

4.3
:,
1 sin x
I=
dx
0
x

1Newton-Cotes
n=1I0.9270354
n=2, Simpson,
I 0.9461359
I=0.9460831

4.3
5Gauss

sin( t + 1) / 2
I =
dt
1
x=(t+1)/2,
t +1
1

I=0.9460831

12Gauss
I

sin

1
1
( 0 . 5773503 + 1 ) sin ( 0 . 5773503 + 1 )
2
2
+
= 0 .9460411
0 .5773503 + 1
0 .5773503 + 1

23Gauss
1
1
sin (0.7745907 + 1)
s
in
2
2
I 0.5555556
+ 0 .8 8 8 8 8 8 9
0.7745907 + 1
0+1

1
sin (0.7745907 + 1)
2
+ 0.5555556
= 0.9460831
0.7745907 + 1

4.3

Gauss
Gauss
[a , b] n
Gauss,
Gauss

Gauss-LegenderGauss
.
[a , b] n

ba
,
h=
n

x k = a + kh,

k = 0,1, ..., n

4.3

b
a

n 1

f ( x )dx =
k =0

x k +1
xk

f ( x )dx

xk +1 xk
xk + xk +1
x =
t+
2
2
[ x k , x k + 1 ][ 1,1].
xk + xk +1
1

xk +1 xk = h,
= a + (k + )h
2
2
1

x = a + (k + (1 + t ))h
2
b
1
h n1 1
f ( x)dx = f (a + (k + (1 + t ))h)dt
a
2 k=0 1
2

4.3
Gauss-Legender
Gauss.
,2Gauss-Legender,
9-4,n=1,Aj =1,xj=0.5773502692
,2Gauss-Legender

f ( x)dx
a
h n1
( f (a + (k + 0.211325h) + f (a + (k + 0.788675h))
2 k =0