1 5 Ù êŠÈ©†êŠ‡©

Ù̇SN
(1) Š.¦Èúª
(2) Ez¦Èúª
(3) Romberg ¦È{
(4) Gauss ¦Èúª
(5) ꊇ©

µ ¶ · ¸ ' r *
1 Ä Vg
Z b
•Ä½È© I(f ) = f (x)dx.
a
−x2 sin x 1
(1) f (x) ¼êØU^Ð ¼êL«, X e , , .
x ln x
(2) f (x) ´˜‡¼êL, =Ø• f (x) Lˆª.
3þã 2 «œ¹e, •U¦È© I(f ) CqŠ. d½È©½Â,
Z b n
X
f (x)dx = lim f (xk )∆xk ,
a ∆x→0
k=1

Ù¥ ∆x = max ∆xk . Ïdk

1≤k≤n
Z b n
X
f (x)dx ≈ f (xk )∆xk .
a k=1

µ ¶ · ¸ ' r *
˜„ êŠÈ©úª•:
Z b n
X
f (x)dx ≈ Ak f (xk ),
a k=0

Ù¥¡ xk •¦È:, Ak •¦ ¦È X ê . P
Z b n
X
I(f ) = f (x)dx, In(f ) = Ak f (xk ).
a k=0

½Â 1.1 ¡
R(f ) = I(f ) − In(f )
•¦
¦È ú ª äØ .

µ ¶ · ¸ ' r *
2 Š.¦Èúª
2.1 Š.¦Èúª
‰½!: a ≤ x0 < x1 < · · · < xn ≤ b, ®• f (x) 3ù :þ ¼
ꊕ f (xi) (i = 0, 1 · · · , n). d ŠnØ, f (x) n g Šõ‘ª•:
n n n
X X Y x − xj
Ln(x) = f (xk )lk (x) = f (xk ) .
j=0
xk − xj
k=0 k=0
j6=k

Z b Z b
I(f ) = f (x)dx ≈ Ln(x)dx
a "Z a#
n
X b
= lk (x)dx f (xk )
k=0 a
Xn
= Ak f (xk ).
k=0

µ ¶ · ¸ ' r *
 Z b
Ù¥ Ak = lk (x)dx. P
a
n
X
In(f ) = Ak f (xk ),
k=0

K
I(f ) ≈ In(f ). (2.1)

½Â 2.1 kOŽÈ© I(f ) ¦Èúª

n
X
In(f ) = Ak f (xk ),
k=0
Z b
XJ¦ÈXê Ak = lk (x)dx (k = 0, 1, · · · , n), K¡T¦Èúª•
a
Š.¦Èúª.
P R(f ) = I(f ) − In(f ), d Šõ‘ª {‘ Š.¦Èúª
µ ¶ · ¸ ' r *
äØ
n
"Z #
Z b X b
R(f ) = I(f ) − In(f ) = f (x)dx − lk (x)dx f (xk )
a k=0 a
Z b Z b
= f (x)dx − Ln(x)dx
Za b a

= [f (x) − Ln(x)]dx
Za b n
f (n+1)(ξ) Y
= (x − xi)dx, ξ ∈ (a, b). (2.2)
a (n + 1)! i=0
½Â 2.2 XJ¦È: xk (k = 0, 1, · · · , n) ´ å , =
b−a
xk = a + kh, h = , k = 0, 1, · · · , n,
n
K¡éA Š.¦Èúª• Newton-Cotes úª.
e¡b !: å. - x = a + th, t ∈ [0, n], K xk = a + kh,

µ ¶ · ¸ ' r *
xj = a + jh,
Z b Z bYn
x − xj
Ak = lk (x)dx = dx
a a j=0 xk − xj
j6=k
n
nY
t−j
Z
=h dt
0 j=0
k−j
j6=k
n−k Z n
nY
(−1) h
= (t − j)dt
k!(n − k)! 0 j=0
j6=k
n−k Z n
nY
(−1)
= (b − a) (t − j)dt, k = 0, 1, · · · , n.
n · k!(n − k)! 0 j=0
j6=k

P
n−k Z n
nY
(−1)
Cn,k = (t − j)dt, k = 0, 1, · · · , n, (2.3)
n · k!(n − k)! 0 j=0
j6=k

µ ¶ · ¸ ' r *
K Newton-Cotes úªŒ •
n
X
In(f ) = (b − a) Cn,k f (xk ),
k=0
Ù¥ Cn,k ••6† k Ú n.
(1) n = 1, h = b − a, x0 = a, x1 = b. d (2.3) Œ±¦ C1,0 =
1 1
, C1,1 = . 2 ‡ å!: Š.¦Èúª:
2 2
b−a
T (f ) = [f (a) + f (b)]. (2.4)
2
(2.4) ¡•F F/ ú ª .
b−a a+b
(2) n = 2, h = , x0 = a, x1 = , x2 = b. d (2.3) ¦
2 2
1 2 1
C2,0 = , C2,1 = , C2,2 = . 3 ‡ å!: Š.¦Èúª
6 3 6
b−a

a+b
S(f ) = f (a) + 4f ( ) + f (b) . (2.5)
6 2
(2.5) ¡• Simpson úª. µ ¶ · ¸ ' r *
 b−a 3a + b a+b a + 3b
(3) n = 4, h = , x0 = a, x1 = , x2 = , x3 = , x4 =
4 4 2 4
b, d (2.3) ¦
7 32
C4,0 = , C4,1 = ,
90 90
12 32
C4,2 = , C4,3 = ,
90 90
7
C4,4 = .
90
Œ 5 ‡ å!: Š.¦Èúª
b − ah 3a + b a+b
C(f ) = 7f (a) + 32f ( ) + 12f ( )
90 4 2
a + 3b i
+32f ( ) + 7f (b) . (2.6)
4
(2.6) ¡• Cotes úª.

µ ¶ · ¸ ' r *
2.2 “ê°Ý
Z b
½Â 2.3 ‰½˜‡¦È© I(f ) = f (x)dx ¦Èúª
a
n
X
I(f ) ≈ In(f ) = Ak f (xk ), (2.7)
k=0

XJ f (x) ´?¿gê؇L m õ‘ªž, ¦Èúª°(¤á, =

é?¿gê؇L m g õ‘ª pm(x) k
Z b n
X
I(pm) = In(pm), ½ pm(x)dx = Ak pm(xk ),
a k=0

– é 1 ‡ m + 1 gõ‘ªØ°(¤á, =•3 m + 1 gõ‘ª

qm+1(x), ¦
Z b n
X
I(qm+1) 6= In(qm+1), ½ qm+1(x)dx 6= Ak qm+1(xk )
a k=0

K¡¦Èúª (2.7) “ê °Ý´ m.

µ ¶ · ¸ ' r *
 5 2.1 Pr ´ r gõ‘ª˜m, K“ê°Ý m = max{r|I(f ) =
In(f ), ∀f ∈ Pr }.
d Š.¦Èúª äØ (2.2) •, n + 1 ‡!: Š.¦
Èúª “ê°Ý– ´ n.
½n 2.1 ¦Èúª
n
X
In(f ) = Ak f (xk )
k=0
– äk n g“ê°Ý ⇐⇒ T¦Èúª´ Š.¦Èúª, =
Z b
Ak = lk (x)dx, , k = 0, 1, · · · , n.
a
½n 2.2 ¦Èúª
n
X
I(f ) ≈ In(f ) = Ak f (xk ) (2.8)
k=0
“ê°Ý´ m⇐⇒ §é 1, x, x2, · · · , xm °(¤á, é xm+1 Ø°
(¤á. =
I(xk ) = In(xk ), , k = 0, 1 · · · , m, I(xm+1) 6= In(xm+1 ).
µ ¶ · ¸ ' r *
 ~ 2.1¦e¡ Simpson úª “ê°Ý:
b−a
 
a+b
S(f ) = f (a) + 4f ( ) + f (b) .
6 2
) Simpson úª´ 3 ‡ å!: Š.¦Èúª, Ù“ê°
Ý– ´ 2. f (x) = x3 ž,
Z b
3 b4 − a4
I(f ) = x dx = ,
a " 4 #
3
b−a 3

a+b
S(f ) = a +4 + b3
6 2
b4 − a4
= .
4
f (x) = x4 ž,
b 5 5
−
Z
b a
I(f ) = x4dx = ,
a " 5 #
4
b−a 4

a+b
S(f ) = a +4 + b4
6 2
µ ¶ · ¸ ' r *
 b5 − a5
6= .
5
¤± Simpson úª “ê°Ý´ 3.

˜„, n + 1 ‡!: Newton-Cotes( å!: Š.) úª


n, n´Ûê
“ê°Ý =
n + 1, n´óê

µ ¶ · ¸ ' r *
2.3 F/ úª ! Simpson ú ªÚ Cotes úª äØ
(1) F/úª äØ
f 00(ξ)
b
Z
RT (f ) = I(f ) − T (f ) = (x − a)(x − b)dx
a 2
00 Z b
f (η)
= (x − a)(x − b)dx
2 a
(b − a)3 00
=− f (η), η ∈ (a, b).
12
(2) Simpson úª äØ

Š f (x) 3 g Hermite Šõ‘ª H(x), ÷v

   
a+b a+b
H(a) = f (a), H =f , H(b) = f (b),
 2   2 
a+b a+b
H0 = f0 .
2 2
µ ¶ · ¸ ' r *
KÙ{‘
(4)
 2
f (ξ) a+b
f (x) − H(x) = (x − a) x − (x − b), ξ ∈ (a, b).
4! 2
du Simpson úª “ê°Ý• 3, =
Z b
H(x)dx = S(H),
a
¤±k
Z b
b−a
   
a+b
H(x)dx = S(H) = H(a) + 4H + H(b)
a 6   2
b−a

a+b
= f (a) + 4f + f (b)
6 2
= S(f ).
äØ •
Z b Z b
Rs(f ) = I(f ) − S(f ) = f (x)dx − H(x)dx
a a
µ ¶ · ¸ ' r *
 Z b
= [f (x) − H(x)]dx
Za b (4)  2
f (ξ) a+b
= (x − a) x − (x − b)dx
a 4 2
(4) Z b  2
f (η) a+b
= (x − a) x − (x − b)dx
4 2
a 4
b−a b−a
=− f (4)(η), η ∈ (a, b).
180 2
(3) Cotes úª äØ
6
2(b − a) b−a

RC (f ) = I(f ) − C(f ) = − f (6)(η), η ∈ (a, b).
945 4

µ ¶ · ¸ ' r *
3 Ez¦Èúª
dþ! äØ wÑ, ¦Èúª äØ •6u«m•Ý. ‡~
Ø , Ò‡~ «m•Ý. ò«m [a, b] Š n ©, P h = (b − a)/n,
xk = a + kh, k = 0, 1, · · · , n.
Z b n−1 Z xk+1
X
I(f ) = f (x)dx = f (x)dx.
a k=0 xk

3.1 EzF/úª
Z xk+1
é «mþ È© f (x)dx A^F/úª, Ò EzF/
xk
úª.
n−1
X h
Tn(f ) = [f (xk ) + f (xk+1)].
2
k=0

µ ¶ · ¸ ' r *
d F/úª äØ , Œ EzF/úª Tn(f ) äØ
n−1 Z xk+1 n−1
X X h
I(f ) − Tn(f ) = f (x)dx − [f (xk ) + f (xk+1)]
2
k=0 xk k=0
n−1 Z xk+1 
X h
= f (x)dx − [f (xk ) + f (xk+1)]
xk 2
k=0
n−1  3

X h 00
= − f (ηk ) , ηk ∈ [xk , xk+1].
12
k=0

f (x) ∈ C 2[a, b], KdëY¼ê0Š½n, ∃η ∈ (a, b), ¦

n−1
1 X 00
f (ηk ) = f 00(η).
n
k=0

¤± Tn(f ) äØ
h3 00 b − a 2 00
I(f ) − Tn(f ) = − nf (η) = − h f (η). (3.1)
12 12
µ ¶ · ¸ ' r *
P M2 = max |f 00(x)|, éu‰½ °Ý ε, •‡
a≤x≤b

b−a
M2h2 ≤ ε,
12
Òk
b − a 2 00 b−a
|I(f ) − Tn(f )| = h |f (η)| ≤ M2h2 ≤ ε. (3.2)
12 12
(3.2) ¡•k Ø O.
d (3.1) Œ
n−1 b
I(f ) − Tn(f )
Z
1 X
00 1
=− ×h f (ηk ) −→ − f 00(x)dx
h2 12 12 a
k=0
1 0
= [f (a) − f 0(b)], as h → 0.
12
hé ž, k
h2 0
I(f ) − Tn(f ) ≈ [f (a) − f 0(b)]. (3.3)
12
µ ¶ · ¸ ' r *
Ó , ò [a, b] ?1 2n ©,
 2
1 h
I(f ) − T2n(f ) ≈ [f 0(a) − f 0(b)]. (3.4)
12 2
d (3.3) Ú (3.4) Œ
1
I(f ) − T2n(f ) ≈ [I(f ) − Tn(f )],
4
½
1
I(f ) − T2n(f ) ≈ [T2n(f ) − Tn(f )]. (3.5)
3
‰½°Ý ε,
1
|T2n(f ) − Tn(f )| ≤ ε,
3
Òk
|I(f ) − T2n(f )| ≤ ε.
(3.5) ¡• Ø O.
µ ¶ · ¸ ' r *
b Tn(f ) ®•, ¦ T2n(f ) žŒ±^e¡ úªOŽ:
n−1 
X 1 h
T2n(f ) = × [f (xk ) + f (xk+ 21 )]
2 2
k=0 
1 h
+ × [f (xk+ 12 ) + f (xk+1)]
2 2
n−1
1 hX
= Tn(f ) + f (xk+ 21 ).
2 2
k=0

µ ¶ · ¸ ' r *
3.2 Ez Simpson úª
Z xk+1
1
P xk+ 12 = (xk + xk+1), éz‡ «mþÈ© f (x)dx A^
2 xk
Simpson úª, e¡ Ez Simpson úª:
n−1
X h
Sn(f ) = [f (xk ) + 4f (xk+ 12 ) + f (xk+1)].
6
k=0

|^ Simpson úª äØ ,Œ Ez Simpson úª äØ :
I(f ) − Sn(f )
n−1 Z xk+1 
X h
= f (x)dx − [f (xk ) + 4f (xk+ 21 ) + f (xk+1)]
xk 6
k=0
n−1  4
X h h
= − f (4)(ηk ), ηk ∈ [xk , xk+1],
180 2
k=0
 4 n−1
h h X (4)
=− f (ηk ), ηk ∈ [xk , xk+1]. (3.6)
180 2
k=0
µ ¶ · ¸ ' r *
 f (x) ∈ C 4[a, b], dëY¼ê0Š½n, •3 η ∈ (a, b), ¦
n−1
1 X (4)
f (ηk ) = f (4)(η),
n
k=0

¤±
 4
h h
I(f ) − Sn(f ) = − nf (4)(η)
180 2
 4
b−a h
=− f (4)(η), η ∈ (a, b). (3.7)
180 2
P M4 = max |f (4)(x)|. 鉽 °Ý ε, À h¦
a≤x≤b
 4
b−a h
M4 ≤ ε,
180 2
Òk
|I(f ) − Sn(f )| ≤ ε.
µ ¶ · ¸ ' r *
(3.7) ¡•Ez Simpson k Ø O. d (3.6) Œ
n−1 b
I(f ) − Sn(f )
Z
1 X 1
=− ×h f (4)(ηk ) → − f (4)(x)dx,
h 4 180 180 a


2 k=0
1 (3)
= [f (a) − f (3)(b)], as h → 0,
180

hé žk
 4
1 (3) (3) h
I(f ) − Sn(f ) ≈ [f (a) − f (b)] ,
180 2
!4
h
1 (3)
I(f ) − S2n(f ) ≈ [f (a) − f (3)(b)] 2 .
180 2
l k
1
I(f ) − S2n(f ) ≈ [I(f ) − Sn(f )],
16
1
I(f ) − S2n(f ) ≈ [S2n(f ) − Sn(f )].
15 µ ¶ · ¸ ' r *
éu‰½°Ý ε,
1
|S2n(f ) − Sn(f )| ≤ ε,
15
Òk
|I(f ) − S2n(f )| ≤ ε.

µ ¶ · ¸ ' r *
3.3 Ez Cotes úª
P
1 1 3
xk+ 41 = xk + h, xk+ 12 = xk + h, xk+ 34 = xk + h.
Z xk+1 4 2 4
éÈ© f (x)dx A^ Cotes úª, = Ez Cotes úª:
xk
Cn(f )
n−1
X h
= [7f (xk ) + 32f (xk+ 41 ) + 12f (xk+ 12 ) + 32f (xk+ 34 ) + 7f (xk+1)].
90
k=0

Ù äØ •
 6
2(b − a) h
I(f ) − Cn(f ) = − f (6)(η), η ∈ (a, b).
945 2
hé žk
 6
2 (5) h
I(f ) − Cn(f ) ≈ [f (a) − f (5)(b)] ,
945 2
µ ¶ · ¸ ' r *
 1
I(f ) − C2n(f ) ≈ [C2n(f ) − Cn(f )].
63
éu‰½°Ý ε,
1
|C2n(f ) − Cn(f )| ≤ ε,
63
Òk
|I(f ) − C2n(f )| ≤ ε.

µ ¶ · ¸ ' r *
3.4 Ez¦Èúª ê
½Â 3.1 kOŽÈ© I(f ) Ez¦Èúª In(f ), XJ•3
ê p Úš"~ê C, ¦
I(f ) − In(f )
lim = C,
h→0 hp
K¡úª In(f ) ´ p .
lþ¡½Â•, EzF/úª• 2 ; Ez Simpson úª• 4 ; Ez
Cotes úª• 6 .

µ ¶ · ¸ ' r *
4 Romberg ¦È{
d (3.5) k
1
I(f ) − T2n(f ) ≈ [T2n(f ) − Tn(f )],
3
þª•Œ± ¤
4 1
I(f ) ≈ T2n(f ) − Tn(f ). (4.1)
3 3
(4.1) `²Ùmà‘Œ±CqÈ© I(f ). P
4 1
T̃n(f ) = T2n(f ) − Tn(f )
3 3
n−1  
4 X h h
= [f (xk ) + f (xk+ 2 )] + [f (xk+ 12 ) + f (xk+1)]
1
3 4 4
k=0
n−1
1Xh
− [f (xk ) + f (xk+1)]
3 2
k=0

µ ¶ · ¸ ' r *
 n−1   
X h h
= f (xk ) + 2f (xk+ 12 ) + f (xk+1) − (f (xk ) + f (xk+1))
3 6
k=0
n−1
X h
= [f (xk ) + 4f (xk+1) + f (xk+1)]
6
k=0
= Sn(f ).
=
4 1
Sn(f ) = T2n(f ) − Tn(f ).
3 3
Ó , dEz Simpson úªØ O
1
I(f ) − S2n(f ) ≈ [S2n(f ) − Sn(f )]
15

16 1
I(f ) ≈ S2n(f ) − Sn(f ).
15 15
α y
16 1
Cn(f ) = S2n(f ) − Sn(f ).
15 15 µ ¶ · ¸ ' r *
 1
I(f ) − C2n(f ) ≈ [C2n(f ) − Cn(f )],
63
P
64 1
Rn(f ) = C2n(f ) − Cn(f ). (4.2)
63 63
(4.2) ¡• Romberg úª. Œ±y² Romberg úª äØ • O(h8).
l Œ
1
I(f ) − R2n(f ) ≈ [R2n(f ) − Rn(f )].
255
|^ Romberg ¦È{Œ± LOŽ.

µ ¶ · ¸ ' r *
«m ©ê (n) Tn(f ) Sn(f ) Cn(f ) Rn(f )
1 T1 S1 C1 R1
↓ % % %
2 T2 S2 C2 R2
% % %
4 T4 S4 C4 R4
% % %
8 T8 S8 C8 ..
% %
16 T16 S16 ..
%
32 T32 ..
.. ..

µ ¶ · ¸ ' r *
 ~ 4.1 ©O^EzF/úª!Ez Simpson úª!Ez Cotes ú
ªÚ Romberg ¦È{OŽÈ©
Z 5
sin x
dx,
1 x
°(– 7 k êi.
)
(1) EzF/úª. ‡¦
1 1
|T2n − Tn| ≤ × 10−7.
3 2
OŽ 2n = 4096, =‡¦ 4097 ‡!:.
(2) Ez Simpson úª. ‡¦
1 1
|S2n(f ) − Sn(f )| ≤ × 10−7.
15 2
OŽ 2n = 32, =‡¦ 65 ‡!:.
(3) Ez Cotes úª. ‡¦
1 1
|C2n(f ) − Cn(f )| ≤ × 10−7.
63 2 µ ¶ · ¸ ' r *
OŽ 2n = 8, =‡¦ 33 ‡!:.
(4) Romberg ¦È{. ‡¦
1 1
|R2n(f ) − Rn(f )| ≤ × 10−7.
255 2
OŽ 2n = 2, =‡¦ 17 ‡!:.

µ ¶ · ¸ ' r *
5 Gauss ¦Èúª
Z 5
~ 5.1 ^F/úª¦È© [2 + (x − 3)2]dx CqŠ.
2

O 2 5 x

ã 5.1 êŠÈ©Ø «¿ã

µ ¶ · ¸ ' r *
 y

⊖ ⊕

O 2 2.5 4 5 x

ã 5.2 êŠÈ©Ø «¿ã

µ ¶ · ¸ ' r *
 ½Â 5.1
Z b n
X
I(f ) = f (x)dx, In(f ) = Ak f (xk ),
a k=0

In(f ) ´¦È© I(f ) ¦Èúª. XJ¦Èúª In(f ) “ê°Ý´

(2n + 1), K¡T¦Èúª´ Gauss-Legendre ú ª ({¡ Gaussú
úª),
éA ¦È: xk (k = 0, 1 · · · , n) ¡• Gauss :.
d“ê°Ý•, ¦Èúª I(f ) ≈ In(f ) “ê°Ý• (2n + 1) ⇐⇒
Z b n
X
xidx = Ak xik , i = 0, 1, · · · , 2n + 1.
a k=0

µ ¶ · ¸ ' r *
 ~ 5.2 •Ä¦Èúª
Z 1
f (x)dx ≈ A0f (x0) + A1f (x1),
−1
û½¦ÈXê A0, A1 Ú¦È: x0, x1, ¦Ù¤• 2 : Gauss úª.
) n = 1, =‡¦úª “ê°Ý• 2 + 1 = 3. d“ê°Ý
Z 1
f (x) = 1, A0 + A1 = 1dx = 2,
−1
Z 1
f (x) = x, A0x0 + A1x1 = xdx = 0,
Z−11
2
f (x) = x2, A0x20 + A1x21 = x2dx = ,
3
Z−11
f (x) = x3, A0x30 + A1x31 = x3dx = 0.
−1

µ ¶ · ¸ ' r *
 1 1
¦ A0 = A1 = 1, x0 = − √ , x1 = √ , [−1, 1] þü: Gauss úª•
3 3
Z 1    
1 1
f (x)dx ≈ f − √ + f √ .
−1 3 3

µ ¶ · ¸ ' r *
 ½n 5.1
Z b n
X
I(f ) = f (x)dx, In(f ) = Ak f (xk ),
a k=0

In(f ) ´OŽÈ© I(f ) Š.¦Èúª, P

Wn+1(x) = (x − x0)(x − x1) · · · (x − xn),
K¦Èúª I(f ) ≈ In(f ) ´ Gauss ¦Èúª (“ê°Ý 2n + 1, ½
{xk }nk=0 • Gauss :)⇐⇒ Wn+1(x) †?¿˜‡gê؇L n õ‘ª
p(x) ,=
Z b
p(x)Wn+1(x)dx = 0.
a

µ ¶ · ¸ ' r *
 y² ” =⇒ ”: In(f ) ´ Gauss úª, KÙ“ê°Ý• (2n + 1), =
é?¿˜‡gê؇L (2n + 1) õ‘ª°(¤á. p(x) ´?¿˜
‡gê؇L n õ‘ª, K p(x)Wn+1(x) ´˜‡gê؇L (2n + 1)
õ‘ª, k
Z b n
X
p(x)Wn+1(x)dx = Ak p(xk )Wn+1(xk ) = 0.
a k=1

” ⇐= ”: é?¿gê؇L n õ‘ª p(x), k

Z b
p(x)Wn+1(x)dx = 0.
a
f (x) ´?¿˜‡gê؇L (2n + 1) õ‘ª, ^ Wn+1(x) Ø f (x),
û s(x) Ú{ª r(x). =k
f (x) = s(x)Wn+1(x) + r(x),
w, s(x), r(x) Ñ´gê؇L n õ‘ª. Ïdk
Z b Z b Z b
f (x)dx = s(x)Wn+1(x)dx + r(x)dx
a a a
µ ¶ · ¸ ' r *
 Z b
= r(x)dx (d 5^‡)
a
n
X
= Ak r(xk ) (d Š.¦Èúª5Ÿ)
k=0
Xn n
X
= Ak s(xk )Wn+1(xk ) + Ak r(xk ) (Wn+1(xk ) = 0)
k=0 k=0
Xn
= Ak f (xk ).
k=0

ù`²¦Èúª“ê°Ý• (2n + 1), =§• Gauss úª.

µ ¶ · ¸ ' r *
5.1 õ‘ª
½Â 5.2
gn(x) = an,0xn + an,1xn−1 + · · · + an,n−1x + an,n, n = 0, 1, 2, · · · ,
Ù¥ an,0 6= 0. XJé?¿ i, j = 0, 1, · · · , i 6= j k
Z b
(gi, gj ) = gi(x)gj (x)dx = 0,
a
K¡ {gk (x)}∞
k=0 •«m [a, b] þ õ‘ªS , ¡ gn(x) •«m
[a, b] þ n g õ‘ª.
½n 5.2 {gk (x)}∞
k=0 •«m [a, b] þ õ‘ªS , Ké?
¿ n, õ‘ª
g0(x), g1(x), · · · , gn(x)
‚5Ã'.
dT(Ø•, XJ {gk (x)}∞ k=0 •«m [a, b] þ õ‘ªS , K
g0(x), g1(x), · · · , gn(x) |¤ n gõ‘ª˜m ˜|Ä, l gn(x) †?
¿˜‡gê؇L n − 1 õ‘ª .
µ ¶ · ¸ ' r *
 ½n 5.3 {gk (x)}∞
k=0 •«m [a, b] þ õ‘ªS , K gn(x)
3 (a, b) þk n ‡ØÓ ¢":.
½Â 5.3 ¡
1 dn(t2 − 1)n
Pn(t) = n n
, n = 0, 1, 2, · · ·
2 n! dt
• n gV4 (Legendre) õ‘ª.
d½ÂŒ•
1 2
P0(t) = 1, P1(t) = t, P2(t) = (3t − 1),
2
1 1
P3(t) = (5t3 − 3t), P4(t) = (35t4 − 30t2 + 2), · · · .
2 8
½n 5.4 Legendre õ‘ªS {Pk (t)}∞ k=0 ´«m [−1, 1] þ
õ‘ªS .

µ ¶ · ¸ ' r *
5.2 «m [−1, 1] þ Gauss ú ª
•Ä«m [−1, 1] þ Gauss úª
Z 1 n
X
I(g) = g(t)dt ≈ Ãk g(tk ),
−1 k=0

d½n 5.1, ½n 5.2 Ú½n 5.3 •, n + 1 g Legendre õ‘ª Pn+1(t)

":Ò´ Gauss úª !:, ¦ÈXê
Z 1Y n
t − tj
Ãk = dt, k = 0, 1, · · · , n.
−1 j=0 tk − tj
j6=k

n = 0 ž, t0 = 0, Ã0 = 2, 1 ‡!: Gauss úª

Z 1
g(t)dt ≈ 2g(0).
−1
1 1
n = 1 ž, t0 = − √ , t1 = √ , Ã0 = 1, Ã1 = 1, 2 ‡!: Gauss
3 3

µ ¶ · ¸ ' r *
úª
Z 1    
1 1
g(t)dt ≈ g − √ + g √ .
−1 3 3
r r
3 3 5 8 5
n = 2 ž, t0 = − , t1 = 0, t2 = , Ã0 = , Ã1 = , Ã2 = .
5 5 9 9 9
3 : Gauss úª
Z 1 r  r 
5  3 8 5  3
g(t)dt ≈ g − + g(0) + g .
−1 9 5 9 9 5
5.3 «m [a, b] þ Gauss úª
•Ä«m [a, b] þ È©
Z b
I(f ) = f (x)dx,
a
a+b b−a
ŠC† x = + t, Œ
2 2
Z 1
b−a a+b b−a
 
I(f ) = f + t dt.
−1 2 2 2 µ ¶ · ¸ ' r *
d [−1, 1] þ Gauss úª [a, b] þ Gauss úª
n
b−a a+b b−a
X  
In(f ) = Ãk f + tk .
2 2 2
k=0

-
a+b b−a b−a
xk = + tk , Ak = Ãk , k = 0, 1, 2, · · · , n,
2 2 2
K [a, b] þ Gauss úª•
n
X
In(f ) = Ak f (xk ).
k=0

µ ¶ · ¸ ' r *
5.4 Gauss úª äØ
½n 5.5 f (x) ∈ C 2n+2[a, b], K Gauss úª
Z b n
X
f (x)dx ≈ Ak f (xk )
a k=0

äØ •
Z b n
X
R(f ) = f (x)dx − Ak f (xk )
a k=0
b
f (2n+2)(ξ)
Z
2
= Wn+1 (x)dx,
(2n + 2)! a
n
Y
Ù¥ Wn+1(x) = (x − xj ), ξ ∈ (a, b).
j=0

µ ¶ · ¸ ' r *
5.5 Gauss úª -½5ÚÂñ5
½n 5.6 Gauss úª
Z b n
X
f (x)dx ≈ Ak f (xk )
a k=0

¦ÈXê Ak > 0(k = 0, 1, · · · , n).

X n
3|^¦Èúª In(f ) = Ak f (xk ) OŽ¥, du \Ø K•,
k=0
f (xk ) kØ , =OŽž^ f (xk ) CqŠ f˜k OŽ, Ï ¢S¦
½È©CqŠ•
n
X
In(f˜) = Ak f˜k .
k=0

µ ¶ · ¸ ' r *
 n
X
½Â 5.4 ¦ È ú ª In(f ) = Ak (f (xk ), Ù C q Š • In(f˜) =
k=0
n
X
Ak f˜k . XJé?¿ ε > 0, •3 δ > 0, max |f (xk ) − f˜k | < δ
0≤k≤n
k=0
ž, k |In(f ) − In(f˜)| < ε, K¡T¦ ¦È ú ª ´ - ½ .
½n 5.7 Gauss úª
Z b n
X
f (x)dx ≈ Ak f (xk )
a k=0
´-½ .
½Â 5.5 ‰½¦Èúª
Z b n
(n) (n)
X
f (x)dx ≈ Ak f (xk ),
a k=0
XJé?¿ ε > 0, •3 ê N, n > N ž, k |I(f ) − In(f )| < ε,
K¡T¦
¦È ú ª  ñ .
½n 5.8 f (x) ∈ C[a, b], K Gauss úªÂñ.
µ ¶ · ¸ ' r *
 Rb
~ 5.3 f (x) ∈ C [a, b], éÈ© I(f ) =
4
a f (x)dx
(1) Eäk 3 g“ê°Ý Gauss úª G(f );
1 b − a
5 (4)
(2) y² I(f ) − G(f ) = f (ξ), ξ ∈ (a, b);
135 2
(3) EéA 2 :Ez Gauss úª Gn(f ).

µ ¶ · ¸ ' r *
6 ꊇ©

0 f (x0 + h) − f (x0)
f (x0) ≈ , (•c û)
h
0 f (x0) − f (x0 − h)
f (x0) ≈ , (• û)
h
0 f (x0 + h) − f (x0 − h)
f (x0) ≈ , (¥% û)
2h

ò f (x0 + h), f (x0 − h) 3 x0 : Taylor Ðm, Œ±

f (x0 + h) − f (x0) h
f 0(x0) − = − f 00(x0) + O(h2),
h 2
f (x0) − f (x0 − h) h 00
f 0(x0) − = f (x0) + O(h2),
h 2
2
f (x 0 + h) − f (x 0 − h) h
f 0(x0) − = − f 000(x0) + O(h3),
2h 6

µ ¶ · ¸ ' r *
y

T
A B

O x0 − h x0 x0 + h x

ã 8.1 ꊇ©

µ ¶ · ¸ ' r *
7 S K

p.253 * 266

1(1),(3), 2(1), 3(1)(2), 6(1), 10, 12, 21.

þÅKµ^ Romberg ¦È{OŽÈ©

Z 1
1
2
dx
−1 1 + 100x

CqŠ, ‡¦Ø ؇L 0.5 × 10−7.

µ ¶ · ¸ ' r *