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| author | Juan Marín Noguera <juan.marinn@um.es> | 2021-01-05 20:04:52 +0100 |
|---|---|---|
| committer | Juan Marín Noguera <juan.marinn@um.es> | 2021-01-05 20:04:52 +0100 |
| commit | 90cf063c82be58d69b44d80955ae9500823c6d44 (patch) | |
| tree | 1406c46e8af0c5a05474bd5892d0ff5f3e4ac28e | |
| parent | 01c1cba182c4c46153a1575e7f229d2ee9ee1078 (diff) | |
Taylor
| -rw-r--r-- | mne/n.lyx | 4 | ||||
| -rw-r--r-- | mne/n2.lyx | 139 |
2 files changed, 142 insertions, 1 deletions
@@ -135,7 +135,9 @@ Bibliografía: \end_layout \begin_layout Itemize -Notas de clase. +F. + Esquembre (2020). + Notas de clase. \end_layout \begin_layout Chapter @@ -465,5 +465,144 @@ Como . \end_layout +\begin_layout Section +Métodos de Taylor +\end_layout + +\begin_layout Standard +Dado un método de paso fijo de la forma +\begin_inset Formula $\omega_{0}:=\alpha$ +\end_inset + +, +\begin_inset Formula $\omega_{i+1}:=\omega_{i}+hØ(t_{i},\omega_{i})$ +\end_inset + +, llamamos +\series bold +error local de truncamiento +\series default + en +\begin_inset Formula $i\in\{1,\dots,n\}$ +\end_inset + + a +\begin_inset Formula +\[ +\tau_{i}(h):=\frac{x(t_{i})-x(t_{i-1})}{h}-Ø(t_{i-1},x_{i-1}). +\] + +\end_inset + + +\end_layout + +\begin_layout Standard +El +\series bold +método de Taylor +\series default + de orden +\begin_inset Formula $p\in\mathbb{N}^{*}$ +\end_inset + + es el dado por +\begin_inset Formula $\omega_{0}=x_{0}$ +\end_inset + + y +\begin_inset Formula +\[ +\omega_{i+1}=\omega_{i}+h\left(f(t_{i},\omega_{i})+\frac{h}{2}f'(t_{i},\omega_{i})+\dots+\frac{h^{p-1}}{p!}f^{(p-1)}(t_{i},\omega_{i})\right), +\] + +\end_inset + +donde +\begin_inset Formula $f^{(p)}(t_{i},\omega_{i})$ +\end_inset + + se define como +\begin_inset Formula $x^{(p+1)}(t_{i})$ +\end_inset + + en el problema con la misma e.d.o. + pero condición inicial +\begin_inset Formula $x(t_{i})=\omega_{i}$ +\end_inset + +. + Por ejemplo, +\begin_inset Formula +\[ +f'(t_{i})=\ddot{x}(t_{i})=\frac{\partial f}{\partial t}(t,x(t))+\frac{\partial f}{\partial x}(t,x(t))\dot{x}(t)=\frac{\partial f}{\partial t}(t_{i},\omega_{i})+\frac{\partial f}{\partial x}(t_{i},\omega_{i})f(t_{i},\omega_{i}). +\] + +\end_inset + +El método de Euler es el método de Taylor de orden 1. +\end_layout + +\begin_layout Standard +Como +\series bold +teorema +\series default +, si +\begin_inset Formula $x\in{\cal C}^{(p+1)}[a,b]$ +\end_inset + +, el error local de truncamiento del método de Taylor de orden +\begin_inset Formula $p$ +\end_inset + + es +\begin_inset Formula $O(h^{p})$ +\end_inset + +. + +\series bold +Demostración: +\series default + +\begin_inset Formula +\[ +x(t_{i+1})=x(t_{i}+h)=x(t_{i})+h\dot{x}(t_{i})+\dots+\frac{h^{p}}{p!}x^{(p)}(t_{i})+\frac{h^{p+1}}{(p+1)!}x^{(p+1)}(\xi_{i}) +\] + +\end_inset + +para un cierto +\begin_inset Formula $\xi_{i}\in[t_{i},t_{i+1}]$ +\end_inset + +, luego +\begin_inset Formula +\[ +\tau_{i+1}(h)=\frac{x(t_{i+1})-x(t_{i})}{h}-\left(\dot{x}(t_{i})+\frac{h}{2}\ddot{x}(t_{i})+\dots+\frac{h^{p-1}}{p!}x^{(p)}(t_{i})\right)=\frac{h^{p}}{(p+1)!}x^{(p+1)}(\xi_{i}), +\] + +\end_inset + +pero +\begin_inset Formula $[a,b]$ +\end_inset + + es compacto y por tanto +\begin_inset Formula $x^{(p+1)}([a,b])$ +\end_inset + + es acotado, digamos, por +\begin_inset Formula $M$ +\end_inset + +, por lo que +\begin_inset Formula $|\tau_{i+1}(h)|\leq\frac{M}{(p+1)!}h^{p}=O(h^{p})$ +\end_inset + +. +\end_layout + \end_body \end_document |
