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| author | Juan Marín Noguera <juan.marinn@um.es> | 2021-01-05 18:55:16 +0100 |
|---|---|---|
| committer | Juan Marín Noguera <juan.marinn@um.es> | 2021-01-05 18:55:16 +0100 |
| commit | 01c1cba182c4c46153a1575e7f229d2ee9ee1078 (patch) | |
| tree | afa4712445f2ff67e0cb4538c21d8103ca222d8b /mne | |
| parent | bfcfc8ba9f45c60c08093a8cd5afb71ffae32be2 (diff) | |
Euler
Diffstat (limited to 'mne')
| -rw-r--r-- | mne/n.lyx | 14 | ||||
| -rw-r--r-- | mne/n2.lyx | 469 |
2 files changed, 483 insertions, 0 deletions
@@ -152,5 +152,19 @@ filename "n1.lyx" \end_layout +\begin_layout Chapter +Métodos de paso fijo +\end_layout + +\begin_layout Standard +\begin_inset CommandInset include +LatexCommand input +filename "n2.lyx" + +\end_inset + + +\end_layout + \end_body \end_document diff --git a/mne/n2.lyx b/mne/n2.lyx new file mode 100644 index 0000000..2c49d14 --- /dev/null +++ b/mne/n2.lyx @@ -0,0 +1,469 @@ +#LyX 2.3 created this file. For more info see http://www.lyx.org/ +\lyxformat 544 +\begin_document +\begin_header +\save_transient_properties true +\origin unavailable +\textclass book +\use_default_options true +\maintain_unincluded_children false +\language spanish +\language_package default +\inputencoding auto +\fontencoding global +\font_roman "default" "default" +\font_sans "default" "default" +\font_typewriter "default" "default" +\font_math "auto" "auto" +\font_default_family default +\use_non_tex_fonts false +\font_sc false +\font_osf false +\font_sf_scale 100 100 +\font_tt_scale 100 100 +\use_microtype false +\use_dash_ligatures true +\graphics default +\default_output_format default +\output_sync 0 +\bibtex_command default +\index_command default +\paperfontsize default +\spacing single +\use_hyperref false +\papersize default +\use_geometry false +\use_package amsmath 1 +\use_package amssymb 1 +\use_package cancel 1 +\use_package esint 1 +\use_package mathdots 1 +\use_package mathtools 1 +\use_package mhchem 1 +\use_package stackrel 1 +\use_package stmaryrd 1 +\use_package undertilde 1 +\cite_engine basic +\cite_engine_type default +\biblio_style plain +\use_bibtopic false +\use_indices false +\paperorientation portrait +\suppress_date false +\justification true +\use_refstyle 1 +\use_minted 0 +\index Index +\shortcut idx +\color #008000 +\end_index +\secnumdepth 3 +\tocdepth 3 +\paragraph_separation indent +\paragraph_indentation default +\is_math_indent 0 +\math_numbering_side default +\quotes_style french +\dynamic_quotes 0 +\papercolumns 1 +\papersides 1 +\paperpagestyle default +\tracking_changes false +\output_changes false +\html_math_output 0 +\html_css_as_file 0 +\html_be_strict false +\end_header + +\begin_body + +\begin_layout Standard +Dado un problema de valores iniciales +\begin_inset Formula +\[ +\left\{ \begin{aligned}\dot{x} & =f(t,x),\\ +x(a) & =x_{0}, +\end{aligned} +\right. +\] + +\end_inset + +los +\series bold +métodos de paso fijo +\series default + toman un +\series bold +paso +\series default + +\begin_inset Formula $h>0$ +\end_inset + + y particionan +\begin_inset Formula $[a,b]$ +\end_inset + + con +\begin_inset Formula $t_{i}:=a+hi$ +\end_inset + +, aunque esto se suele calcular como +\begin_inset Formula $t_{0}=a$ +\end_inset + + y +\begin_inset Formula $t_{i}=t_{i-1}+h$ +\end_inset + + para +\begin_inset Formula $i\geq1$ +\end_inset + +. +\end_layout + +\begin_layout Section +Método de Euler +\end_layout + +\begin_layout Standard +El +\series bold +método de Euler +\series default + viene dado por +\begin_inset Formula $\omega_{0}:=x_{0}$ +\end_inset + + y +\begin_inset Formula $\omega_{i+1}:=\omega_{i}+hf(t_{i},\omega_{i})$ +\end_inset + +. + Para obtener el valor para un +\begin_inset Formula $t\in(t_{i-1},t_{i})$ +\end_inset + +, podemos interpolar con el propio método, lo que si se hace desde +\begin_inset Formula $t_{i-1}$ +\end_inset + + equivale a una interpolación lineal o una interpolación de Newton en los + puntos +\begin_inset Formula $(t_{i-1},\omega_{i-1})$ +\end_inset + + y +\begin_inset Formula $(t_{i},\omega_{i})$ +\end_inset + +. +\end_layout + +\begin_layout Standard + +\series bold +Teorema de convergencia del método de Euler: +\series default + Sean +\begin_inset Formula $a,b\in\mathbb{R}$ +\end_inset + + con +\begin_inset Formula $a<b$ +\end_inset + +, +\begin_inset Formula $D\subseteq\mathbb{R}^{2}$ +\end_inset + + un abierto conexo, +\begin_inset Formula $x_{0}\in\mathbb{R}$ +\end_inset + + con +\begin_inset Formula $(a,x_{0})\in D$ +\end_inset + +, +\begin_inset Formula $f:D\to\mathbb{R}$ +\end_inset + + lipschitziana en +\begin_inset Formula $D$ +\end_inset + + en la segunda variable con constante de lipschitzianidad +\begin_inset Formula $K\geq0$ +\end_inset + +, +\begin_inset Formula $n\in\mathbb{N}^{*}$ +\end_inset + +, +\begin_inset Formula $h:=\frac{b-a}{n}$ +\end_inset + +, +\begin_inset Formula $x:[a,b]\to\mathbb{R}$ +\end_inset + + una solución de +\begin_inset Formula +\[ +\left\{ \begin{aligned}\dot{x} & =f(t,x),\\ +x(a) & =x_{0} +\end{aligned} +\right. +\] + +\end_inset + +con +\begin_inset Formula $\ddot{x}(D)$ +\end_inset + + acotada por un +\begin_inset Formula $C\geq0$ +\end_inset + +, +\begin_inset Formula $(t_{i},\omega_{i})_{i=0}^{n}$ +\end_inset + + los puntos dados por el método de Euler con paso +\begin_inset Formula $h$ +\end_inset + + para dicho problema con redondeo, dado por +\begin_inset Formula +\[ +\left\{ \begin{aligned}\omega_{0} & :=x_{0}+\delta_{0},\\ +\omega_{i+1} & :=\omega_{i}+hf(t_{i},\omega_{i})+\delta_{i+1}, +\end{aligned} +\right. +\] + +\end_inset + +con cada +\begin_inset Formula $|\delta_{i}|<\delta$ +\end_inset + + para un cierto +\begin_inset Formula $\delta\geq0$ +\end_inset + +, y +\begin_inset Formula $x_{i}:=x(t_{i})$ +\end_inset + + para cada +\begin_inset Formula $i$ +\end_inset + +, entonces +\begin_inset Formula +\[ +\max_{0\leq i\leq n}|x_{i}-\omega_{i}|\leq e^{(b-a)K}\delta+\left(\frac{e^{(b-a)K}-1}{K}\right)\left(\frac{1}{2}Ch+\frac{\delta}{h}\right). +\] + +\end_inset + +En particular, sin redondeo el método de Euler tiene una precisión de +\begin_inset Formula $O(h)$ +\end_inset + +. + +\series bold +Demostración: +\series default + Por Taylor, +\begin_inset Formula +\[ +x_{i+1}=x(t_{i}+h)=x(t_{i})+h\dot{x}(t_{i})+\frac{1}{2}h^{2}\ddot{x}(\xi_{i})=x_{i}+hf(t_{i},x_{i})+\frac{1}{2}h^{2}\ddot{x}(\xi_{i}) +\] + +\end_inset + + para algún +\begin_inset Formula $\xi_{i}\in[t_{i},t_{i+1}]$ +\end_inset + +. + Queremos ver que, para +\begin_inset Formula $i\in\{0,\dots,n\}$ +\end_inset + +, +\begin_inset Formula +\[ +|x_{i}-\omega_{i}|\leq(1+hK)^{i}\delta+\sum_{j=0}^{i-1}(1+hK)^{j}\left(\frac{1}{2}Ch^{2}+\delta\right). +\] + +\end_inset + +Para +\begin_inset Formula $i=0$ +\end_inset + + esto es obvio, y supuesto esto probado para un +\begin_inset Formula $i\in\{0,\dots,n-1\}$ +\end_inset + +, +\begin_inset Formula +\begin{align*} +|y_{i+1}-\omega_{i+1}| & =\left|(y_{i}-\omega_{i})+h(f(t_{i},y_{i})-f(t_{i},\omega_{i}))+\frac{1}{2}h^{2}\ddot{y}(\xi_{i})-\delta_{i+1}\right|\\ + & \leq|y_{i}-\omega_{i}|+h|f(t_{i},y_{i})-f(t_{i},\omega_{i})|+\frac{1}{2}h^{2}|\ddot{y}(\xi_{i})|+|\delta_{i+1}|\\ + & \leq(1+hK)|y_{i}-\omega_{i}|+\frac{1}{2}Ch^{2}+\delta\\ + & \leq(1+hK)\left((1+hK)^{i}\delta+\sum_{j=0}^{i-1}(1+hK)^{j}\left(\frac{1}{2}Ch^{2}+\delta\right)\right)+\frac{1}{2}Ch^{2}+\delta\\ + & =(1+hK)^{i+1}\delta+\sum_{j=0}^{i}(1+hK)^{j}\left(\frac{1}{2}Ch^{2}+\delta\right). +\end{align*} + +\end_inset + +Ahora bien, +\begin_inset Formula $\sum_{j=0}^{i}(1+hK)^{j}=\frac{(1+hK)^{i+1}-1}{(1+hK)-1}=\frac{(1+hK)^{i+1}-1}{hK}$ +\end_inset + +, y para +\begin_inset Formula $t\in\mathbb{R}$ +\end_inset + +, existe +\begin_inset Formula $\xi$ +\end_inset + + con +\begin_inset Formula $e^{t}=1+t+\frac{t^{2}}{2}e^{\xi}\geq1+t$ +\end_inset + + y por tanto +\begin_inset Formula $(1+t)^{n}\leq e^{nt}$ +\end_inset + +, luego en particular +\begin_inset Formula $(1+hK)^{i+1}\leq(1+hK)^{n}\leq e^{hKn}=e^{(b-a)K}$ +\end_inset + + y +\begin_inset Formula +\[ +|y_{i}-\omega_{i}|\leq e^{(b-a)K}+\frac{e^{(b-a)K}-1}{hK}\left(\frac{1}{2}Ch^{2}+\delta\right). +\] + +\end_inset + + +\end_layout + +\begin_layout Standard +Si +\begin_inset Formula $x:[a,b]\to\mathbb{R}$ +\end_inset + + es de clase +\begin_inset Formula ${\cal C}^{3}$ +\end_inset + +, +\begin_inset Formula $\frac{\partial f}{\partial x}$ +\end_inset + + y +\begin_inset Formula $\frac{\partial^{2}f}{\partial x^{2}}$ +\end_inset + + son continuas y +\begin_inset Formula $(t_{i},\omega_{i})_{i=0}^{n}$ +\end_inset + + son los puntos dados por el método de Euler en +\begin_inset Formula $[a,b]$ +\end_inset + + con paso +\begin_inset Formula $h$ +\end_inset + +, +\begin_inset Formula $x_{i}-\omega_{i}=hD(t_{i})+O(h^{2})$ +\end_inset + +, donde +\begin_inset Formula $D$ +\end_inset + + es la solución del problema +\begin_inset Formula +\[ +\left\{ \begin{aligned}\dot{D}(t) & =\frac{\partial f}{\partial x}(t,x(t))D(t)+\frac{1}{2}\ddot{x}(t),\\ +D(t_{0}) & =0. +\end{aligned} +\right. +\] + +\end_inset + +De aquí, si +\begin_inset Formula $(t_{i},\xi_{i})_{i=0}^{2n}$ +\end_inset + + son los puntos dados por el método de Euler en +\begin_inset Formula $[a,b]$ +\end_inset + + con paso +\begin_inset Formula $\frac{h}{2}$ +\end_inset + +, +\end_layout + +\begin_layout Enumerate +\begin_inset Formula $|x_{i}-\xi_{2i}|=(\xi_{2i}-\omega_{i})+O(h^{2})$ +\end_inset + +. +\end_layout + +\begin_deeper +\begin_layout Standard +Como +\begin_inset Formula $x_{i}-\omega_{i}=hD(t)+O(h^{2})$ +\end_inset + + y +\begin_inset Formula $x_{i}-\xi_{2i}=\frac{h}{2}D(t)+O(h^{2})$ +\end_inset + +, despejando, +\begin_inset Formula $x_{i}-2\xi_{i}+\omega_{i}=O(h^{2})$ +\end_inset + +. +\end_layout + +\end_deeper +\begin_layout Enumerate +\begin_inset Formula $y_{i}:=2\xi_{2i}-\omega_{i}$ +\end_inset + + es un método de paso fijo +\begin_inset Formula $h$ +\end_inset + + de orden +\begin_inset Formula $O(h^{2})$ +\end_inset + +. +\end_layout + +\end_body +\end_document |
