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Formulário

Introdução à Computação Numérica


f (n) (x ) f (n+1) (ξ)
Taylor f (x) = f (x0 ) + f 0 (x0 )(x − x0 ) + . . . + n!
0
(x − x0 )n + (n+1)! (x − x0 )n+1
Sistemas de Equações Lineares
A=D+L+U
Gauss-Seidel x(n+1) = −(D + L)−1 U x(n) + (D + L)−1 b , n = 0, 1, 2, . . .
Jacobi x(n+1) = −D−1 (L + U )x(n) + D−1 b , n = 0, 1, 2, . . .
Equações Não Lineares
f (x )
Newton-Raphson xn+1 = xn − f 0 (xn ) n = 0, 1, 2, . . .
n
f (xn )
Secante xn+1 = xn − f (xn )−f (xn−1 )
(xn − xn−1 ) n = 1, 2, . . .
Interpolação Numérica
x−xi f (n+1) (ξ)
pn (x) = n
P Qn
Lagrange k=0 Lk (x)yk , Lk (x) = i=0,i6=k xk −xi
,k = 0, . . . , n en (x) = (n+1)! (x − x0 ) . . . (x − xn )
Newton pn (x) = f (x0 ) + f [x0 , x1 ](x − x0 ) + . . . ξ ∈ (x0 , xn )
. . . + f [x0 , x1 , . . . , xn ](x − x0 ) . . . (x − xn−1 )
f (2n+2) (ξ)
Hermite H2n+1 (x) = f (x0 ) + f [x0 , x0 ](x − x0 ) + f [x0 , x0 , x1 ](x − x0 )2 + . . . e2n+1 (x) = (2n+2)! (x − x0 )2 . . . (x − xn )2
2 2 2
. . . + f [x0 , x0 , . . . , xn , xn ](x − x0 ) (x − x1 ) . . . (x − xn−1 ) (x − xn ) ξ ∈ (x0 , xn )
Diferenciação Numérica
f (xi+1 )−f (xi )
Diferença Finita Progressiva f 0 (xi ) ≈ h e(xi ) = − h2
f 00 (ξ) xi < ξ < xi+1
0 f (xi )−f (xi−1 ) h 00
Diferença Finita Regressiva f (xi ) ≈ h e(xi ) = 2 f (ξ) xi−1 < ξ < xi
0 f (xi+1 )−f (xi−1 ) h2 000
Diferença Finita Centrada f (xi ) ≈ 2h e(xi ) = − 6 f (ξ) xi−1 < ξ < xi+1
f (xi+1 )−2f (xi )+f (xi−1 ) 2
Segunda Derivada 00
f (xi ) ≈ e(xi ) = − h12 f (4) (ξ) xi−1 < ξ < xi+1
h2
Integração Numérica
h (b−a)
Trapézio IT = 2 [f (x0 ) + 2f (x1 ) + 2f (x2 ) + . . . + 2f (xn−2 ) + 2f (xn−1 ) + f (xn )] eT =− 12 h2 f 00 (ξ)
h 2 (b−a)
Trapézio IT cor = IT + 12 [f 0 (x0 ) − f 0 (xn )] eT cor = 720 h4 f (4) (ξ)
Corrigida
h (b−a)
Simpson IS = 3 [f (x0 ) + 4f (x1 ) + 2f (x2 ) + . . . + 2f (xn−2 ) + 4f (xn−1 ) + f (xn )] eS =− 180 h4 f (4) (ξ)

3 (b−a)
3/8 I3/8 = 8 h[f (x0 ) + 3f (x1 ) + 3f (x2 ) + . . . + 3f (xn−2 ) + 3f (xn−1 ) + f (xn )] e3/8 =− 80 h4 f (4) (ξ)
x0 < ξ < x n
Integração Numérica de EDOs Erro Local
h2
Euler yn+1 = yn + hf (xn , yn ) en+1 = 2 y 00 (ξn )
xn < ξn < xn+1
df 2df h3
Euler 2a ordem yn+1 = yn + hf (xn , yn ) + h2 [ dx + dy f ](xn , yn ) en+1 = 6 y 000 (ξn )
Heun (Runge-Kutta yn+1 = yn + 12 (k1 + k2 ) en+1 = O(h3 )
2a ordem) k1 = hf (xn , yn ), k2 = hf (xn + h, yn + k1 )
Euler modificado yn+1 = yn + hf (xn + h 2
, yn + h2
f (xn , yn )) en+1 = O(h3 )

Runge-Kutta yn+1 = yn + 16 (k1 + 2k2 + 2k3 + k4 ) en+1 = O(h5 )


4a ordem k1 = hf (xn , yn ),
k2 = hf (xn + h 2
, yn + k21 ), k3 = hf (xn + h
2
, yn + k2
2
),
k4 = hf (xn + h, yn + k3 )
h 5
Adams-Bashforth yn+1 = yn + 2
[3fn − fn−1 ] en+1 = 12 h3 y 00 (ξn )
fi = f (xi , yi )
2a ordem xn−1 < ξn < xn+1
h 251
Adams-Bashforth yn+1 = yn + 24 [55fn − 59fn−1 + 37fn−2 − 9fn−3 ] en+1 = 720 h5 y (5) (ξn )
4a ordem xn−3 < ξn < xn+1
h3
Adams-Moulton yn+1 = yn + h [f + fn+1 ]
2 n
en+1 =− 12 y 000 (ξn )
2a ordem xn < ξn < xn+1
19
Adams-Moulton yn+1 = yn + 24 h
[9fn+1 + 19fn − 5fn−1 + fn−2 ] en+1 =− 720 h5 y (5) (ξn )
a
4 ordem xn−2 < ξn < xn+1
Estimativas do erro de truncatura global Estimativas do erro de truncatura local
y˜n - calculado com passo 2h para os métodos preditor-corrector de Adams
Euler |en | = |y(xn ) − yn | ≈ |yn − y˜n |
(c) (c) (p)
Runge-Kutta |en | = |y(xn ) − yn | ≈ 13 |yn − y˜n | Adams |y(xn+1 ) − yn+1 | ≈ 16 |yn+1 − yn+1 |
a
2 ordem a
2 ordem
1 (c) 19 (c) (p)
Runge-Kutta |en | = |y(xn ) − yn | ≈ 15 |yn − y˜n | Adams |y(xn+1 ) − yn+1 | ≈ 270 |yn+1 − yn+1 |
4a ordem 4a ordem