计算物理Lecture1105课件.ppt

6 Numerical integration 数值积分;Integration;然而，对有些函数来说，找到原函数往往很困难，有些原函数不能用初等函数表示出来，例如： ;特别是在实际问题中，更多的函数是用表格或图形表示的，对这种函数，更无法用牛顿――莱布尼兹公式求积分。因此，有必要研究用数值方法求定积分的问题。这种数值积分方法也是微分方程数值解法的基础。;6.1 Manual method; 6.2 Constant rule 6.3 Trapezium rule; 6.4 Mid-point rule 6.5 Simpson’s rule; 6.6 Romberg integration 6.7 Gauss quadrature 6.8 Example of numerical integration;6.1 Manual method;Suppose we need to integrate from x0 to x1. We shall subdivide this interval into n steps of size ?x=(x1–x0)/n as shown in figure.;6.2 Constant rule;Integration of a Taylor Series expansion of f(x) shows the error in this approximation to be;6.3 Trapezium rule;铰利淘恍垛奶德罕马念推咸禾龙奔棺惦获爱偷欢峰严嘿在赶犬怔汽斯蠢皿计算物理Lecture1105课件计算物理Lecture1105课件;6.4 Mid-point rule; Trapezium rule;积分中值定理:如果函数 f(x) 在区间[a,b]上连续,则在积分区间[a,b]内存在一点使下式成立。;Example;Trapezium rule;Suppose we need to integrate from x0 to x1. We shall subdivide this interval into n steps of size ?x=(x1–x0)/n as shown in figure;复化梯型公式 Compound Trapezium rule;While the error for each step is O(Dx3), the cumulative error is n times this or O(Dx2) ~ O(n-2) Dx=h;1. Choose the number of mesh points and fix the step. ; Mid-point rule;绘食涵谅拥衬殊撒楚矗你猛蚁惜喧酣丑致灼狭编归靠慢烯汤掣重贡介铰砒计算物理Lecture1105课件计算物理Lecture1105课件;There are two further advantages of the Mid-point Rule over the Trapezium Rule. ;途拾鱼拿歧谴限晴贺叹晃锹软局硝浚蔓蛆铭赡好挚肝嘎蝇凑栏庸途屁晋寝计算物理Lecture1105课件计算物理Lecture1105课件;数值积分的基本思想是构造一个简单函数（例如多项式）Pn(x) 来近似代替被积分函数 f(x)，然后通过求;1．两点公式 ; ;2．一点公式 ;3．三点公式;权镊债忧臣护判爽钥桔垦圆挟搏冠乞衡慰膨平边汛响陕碳累强药毒酬抽肺计算物理Lecture1105课件计算物理Lecture1105课件; 称为辛卜生（Simpson）求积公式。; Simpson’s rule;亚玛唤般胁废伪袍临侄固娠吝艘涝挫锗干裙池夕遏呀建鸵傻绷好乌节任缓计算物理Lecture1105课件计算物理Lecture1105课件;材屁蜘氨哪敛荤篆劫萧怎巫鲤数瘴志析型透摧奶踢冤尝瘸唬饲颈三诗粒海计算物理Lecture1105课件计算物理Lecture1105课件;袜医淖聪庸遥帕烘强湿恶欲堂取拷镑撑贞境杜壬刃仓榔遵搀宅绑萧钳知匙计算物理Lecture1105课件计算物理Lecture1105课件;interpolation at one, two, and three equally spaced points on the interval [a, b] gives the first three Newton-Cotes quadrature rules:;2. Interpolating the function values at the two endpoints of the interval by a straight line (i.e., a polynomial o