Eng. Mecânica - Métodos Numéricos I - A. Ismael F.

Vaz - Departamento de Produção e Sistemas 1

Formulário
Fórmula fundamental dos erros: δf ≤ Mx1 δx1 + Mx2 δx2 + ... + Mxn δxn
∂f
em que | ∂x i
(ξ)| ≤ Mxi com ξ ∈ [x1 − δx1 , x1 + δx1 ] × · · · × [xn − δxn , xn + δxn ].
Equação iterativa Convergência
secante Newton superlinear quadrática
(xk −xk−1 )f (xk ) f (xk ) |x∗ −xk+1 | |x∗ −x |
xk+1 = xk − f (xk )−f (xk−1 ) xk+1 = xk − f 0 (xk ) lim |x∗ −x |1.618 = L lim |x∗ −xk+1|2
=L
k→+∞ k k→+∞ k
00
f (ξ) |xk+1 −xk |
Convergência: 0
2f (η)
. Onde ξ, η ∈ I. CP: |xk+1 | ≤ 1 e |f (xk+1 )| ≤ 2

Equação iterativa CP
Jacobi Gauss-Seidel
kx(k+1) −x(k) k
Dx(k+1) = (L + U )x(k) + b (D − L)x(k+1) = U x(k) + b kx(k+1) k
≤
x(k+1)
= CJ + x(k) M −1 b x(k+1)
= CGS + x(k) M −1 b
M = D−1 , CJ = M (L + U ) M = (D − L)−1 , CGS = M U
Jacobiano Equação iterativa CP
∂f1 (x1 ,x2 ,...,xn) ∂f1 (x1 ,x2 ,...,x
 
n)
... k∆x k
∂x1 ∂xn x(k+1) = x(k) + ∆x kx(k+1) k
≤ 1
... ...
 
J(x(k) )∆x = −f (x(k) ) (k+1)
 
∂fn (x1 ,x2 ,...,xn) ∂fn (x1 ,x2 ,...,xn) kf (x )k ≤ 2
∂x1 ... ∂xn
Polinómio interpolador de Newton:
pn (x) = f0 + (x − x0 ) [x0 , x1 ] + · · · + (x − x0 ) · · · (x − xn−1 ) [x0 , . . . , xn ]
(n+1)
Erro de truncatura: Rn (x) = (x − x0 )(x − x1 ) · · · (x − xn ) f (n+1)!(ξ) , com ξ ∈ [x0 , xn ]

Expressão do segmento i da spline

h cúbica i
M (xi−1 ) M (xi−1 )(xi −xi−1 )
si3 (x) = 3 M (xi )
6(xhi −xi−1 ) (xi − x) + 6(xi −xi−1 (x − xi−1 )3 + (xfi(x i−1 )
−xi−1 ) − 6 (xi − x)
i)
f (xi ) M (xi )(xi −xi−1 )
+ (xi −xi−1 ) − 6 (x − xi−1 ) para i = 1, 2, . . . , n
Expressão para os pontos interiores (nó i)
(xi − xi−1 )M (xi−1 ) + 2(xi+1 − xi−1 )M (xi ) + (xi+1 − xi )M (xi+1 ) = (xi+16−xi ) (f (xi+1 ) − f (xi ))
6
− (xi −x i−1 )
(f (xi ) − f (xi−1 ))
Spline Natural Spline Completa
6 0
M (x0 ) = 0 2(x1 − x0 )M (x0 ) + (x1 − x0 )M (x1 ) = (x1 −x 0)
(f (x1 ) − f (x0 )) − 6f (x0 )
0 6
M (xn ) = 0 2(xn − xn−1 )M (xn ) + (xn − xn−1 )M (xn−1 ) = 6f (xn ) − (xn −x n−1 )
(f (xn ) − f (xn−1 ))
 
0
5 4
Erro de truncatura spline cúbica |f (x) − s3 (x)| ≤ 384 h M4 f 0 (x) − s3 (x) ≤ 24 1 3
h M4 com
 

maxξ∈[x0 ,xn ] |f (iv) (ξ)| ≤ M4 h = max0≤i≤n−1 (xi+1 − xi )

Polinómios ortogonais: Pi+1 = Ai (x − Bi )Pi (x) − Ci Pi−1 (x) , P0 (x) = 1 , P−1 (x) = 0
hxPi (x),Pi (x)i hPi (x),Pi (x)i
Ai = 1 Bi = hPi (x),Pi (x)i C0 = 0 e Ci = hPi−1 (x),Pi−1 (x)i
Pm
fi Pj (xi )
Coeficientes do modelo polinomial cj = Pi=1
m 2 .
i=1 Pj (xi )
Eng. Mecânica - Métodos Numéricos I - A. Ismael F. Vaz - Departamento de Produção e Sistemas 2

 Pm 2
Pm Modelo linear    Pm 
i=1 φ1 (xi ) ... i=1 φ1 (xi )φn (xi ) c1 i=1 fi φ1 (xi )
 ... ... ...  ...  =  ... 
Pm P m 2
Pm
i=1 φn (xi )φ1 (xi ) ... i=1 φn (xi ) cn i=1 fi φn (xi )
Pm 2
Resíduos dos mínimos quadrados: i=1 (fi − M (xi ))

Método de Runge-Kuta de 2a ordem para 1 eq. diferencial

1
yi+1 = yi + (p + q), i = 0, 1...
2
p = h f (xi , yi )
q = h f (xi+1 , yi + p)
Método de Runge-Kuta de 2a ordem para 1 sist. de n eq. diferenciais
1 1
y1,i+1 = y1,i + (p1 + q1 ), i = 0, 1... y2,i+1 = y2,i + (p2 + q2 ), i = 0, 1...
2 2
1
... yn,i+1 = yn,i + (pn + qn ), i = 0, 1..
2
p1 = h f1 (xi , y1,i , y2,i , . . . , yn,i ) q1 = h f1 (xi+1 , y1,i + p1 , y2,i + p2 , . . . , yn,i + pn )
p2 = h f2 (xi , y1,i , y2,i , . . . , yn,i ) q2 = h f2 (xi+1 , y1,i + p1 , y2,i + p2 , . . . , yn,i + pn )
.. ..
. .
pn = h fn (xi , y1,i , y2,i , . . . , yn,i ) qn = h fn (xi+1 , y1,i + p1 , y2,i + p2 , . . . , yn,i + pn )
Diferenças Finitas centrais
1 1
y 0 (xi ) ≈ [y(xi+1 ) − y(xi−1 )] y 000 (xi ) ≈ 3 [y(xi+2 ) − 2y(xi+1 ) + 2y(xi−1 ) − y(xi−2 )]
2h 2h
1 1
y 00 (xi ) ≈ 2 [y(xi+1 ) − 2y(xi ) + y(xi−1 )] y iv (xi ) ≈ 4 [y(xi+2 ) − 4y(xi+1 ) + 6y(xi ) − 4y(xi−1 ) + y(xi−2 )]
h h

Diferenças ascendentes Diferenças descendentes

0 1 1
y (xi ) ≈ [y(xi ) − y(xi−1 )] y 0 (xi ) ≈ [y(xi+1 ) − y(xi )]
h h
1 1
y 00 (xi ) ≈ 2 [y(xi ) − 2y(xi−1 ) + y(xi−2 )] y 00 (xi ) ≈ 2 [y(xi+2 ) − 2y(xi+1 ) + y(xi )]
h h
000 1 000 1
y (xi ) ≈ 3 [y(xi ) − 3y(xi−1 ) + 3y(xi−2 ) − y(xi−3 )] y (xi ) ≈ 3 [y(xi+3 ) − 3y(xi+2 ) + 3y(xi+1 ) − y(xi )]
h h
Fórmulas simples Newton-Cotes
Rb (b−a) 3
Trapézio a f (x)dx ' 2 [f (a) + f (b)] ET = | − (b−a)12 f 00 (ξ)|, ξ ∈ [a, b]
Rb (b−a) 5
a+b
ET = | − (b−a) (iv) (ξ)|, ξ ∈ [a, b]
 
Simpson a f (x)dx ' 6 f (a) + 4f ( 2 ) + f (b) 2880 f
b (b−a) 5
( 83 ) f (a) + 3f ( 2a+b a+2b
ET = | − (b−a) (iv) (ξ)|, ξ ∈ [a, b]
R 
a f (x)dx ' 8 3 ) + 3f ( 3 ) + f (b) 6480 f
Fórmulas compostas Newton-Cotes
Rb h
Trapézio a f (x)dx ' 2 [f0 + 2f1 + 2f2 + ... + 2fn−2 + 2fn−1 + fn ]
2 00
ET = | − h12 (b − a)f (η)|, η ∈ [a, b]
Rb h
Simpson a f (x)dx ' 3 [f0 + 4f1 + 2f2 + 4f3 + ... + 4fn−3 + 2fn−2 + 4fn−1 + fn ]
h 4
ET = | − 180 (b − a)f (iv) (η)|, η ∈ [a, b]
b
( 38 ) 3h
R
a f (x)dx ' 8 [f0 + 3f1 + 3f2 + 2f3 + ... + 2fn−3 + 3fn−2 + 3fn−1 + fn ]
4
ET = | − h80 (b − a)f (iv) (η)|, η ∈ [a, b]