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Chu'ang4: Plu(o'11gplu1pchlnhhoaphU'(fngtrlnhtichch(ip
CHU'dNG 4:
ltIIU"ONG PIIAp ClfiNII IIOA
P IIU ONG....TItiNII -TI CIIC II~ P
Trongchu'ongnay,chungtaapd~lI1gphllOngphapTikhonovdechInhhoamOt
sO'phl(ongtrInhd,';lI1gtichch?pvadanhgiasaisO'gi[Yanghi~mchInhhoavanghi~m
chinhxac.
4.1Phu'dngphaRthinhhocTikhonovtho bciitoan~~n tinh
Gicl sa A : X -+ Y la mOtloan tt( tuye'ntlnh lien tt,ICgiiTahai kh6nggian
Hilbert.
Xet phuongtrlnh Av=u (v lafin). (4.1)
Chungta thU'anh~nphuongtrlnh(4.1)co nghi~mduynhit VoEX. Ne'utmln
ttI nglIQcA-I clIa loan ttI A kh6nglien tt,lCtIeDRangeA till phl((jngtrlnh(4.1) la
kh6ngchInh.M?t khclc,ne'ukh6ngbie'tdl(QCgia tr~chinhxaccua u machI bie'tUn
v6i ~nQtsai sO'0, tucla IluB- ul!s;0, till phlIongtrlnh(4.1)co thekh6nggiili dlIC}CVI
Unco thekh6ngthuQCRangeA.
Do v~y,chungta phai chlnhhoa phuongtdnh (4.I), t((cIa tlm mQtx£J'pXI
vI)E.X chonghi~mchinhxacVosaGchosaisO'giuachungtu'ongdO'inhava nghi~m
duQCchQnlamxip Xlphaiph~lthuQclien t~lCVaGduki~nno'
D;nhnghia4.1.1
Phie'mhamTikhonovla(v) v6ia> 0 lingv6i phuongtrlnh(4.1)dlIQCxac
c1tnhnhlIsau: la(v)=IIAv--uI12 +aI1vll2,VEX
!
(4:.2)
Hai loan tlm C~IClieu phie'mham(4.2)la co nghi~m,c16ngthai nghi~mnay
clingla nghi~mduynhit clIamOtphlIongtrlnhchInh.Cu theb~ngc1tnhIy sauday:
D;nhIt 4.1.2
Phie'mham Tikhonov (4.2)co duy nhit mQtqlc lieu VaE X va vacling ]a
nghi~mduynhit clla phuongtrlnhbie'nphanchInh:
* "
av+AAv=Au (4.3)
---
28
Clnro-ng4: PhuO'ngphapchlnhhoaphuongtdnhtichch(Ip
Chu'ngminh:
1.Tinhchlnhcllaphuongtrlnh(4.3).
Xet anhx~songtuye'nHnha :X x X --+ R vdi:
a(v,y)=a +.
Anh x~a lien t\lCVl voimQiv,y thuQcX, taco:
la(v,y)1=la +1::;al1+11<;
<;allvll.llyll +IIAvll.IIAyil <;allvll.llyll +IIAI12 .11vII. Ilyll =(a+IIAI12 )1vII.llyll
Anh x~ala khangtUvi voi mQiv EX taco:
a(v,v)=a += al1vll2+IIAvll2~al1vll2 (4.4)
. M~Hkhac,phie'mham h: X --+ R voi h(y)=la tuye'ntinhlient\lC.
,
Ap eI\lflgc1~nh1:9Lax - Milgram, tan t~ieluynh5'tVrxEXthoa:
a(vu,Y)=hey),Vy E X
=>a +=,vy E X
=> =,VYEX
=>ava+A*Ava =A\,
Ron nila,nghi~mVexplw thuQclien t\ICvaoell(ki~n.Th~tv~y:
Gia sO'voi cI[(ki~nill, taco vulthoa: a(vexl'Y)=
va voi elilki~nU2,tacoVex2thoa: a(va2,y)=,VYEX.
SHYra:
*
a(vul-vu2,y)=:, Vy EX
L5'y y =Val - Va2EX, ta duQc:
allval - Va2112:::;a(Val - Va2' Val - Va2) =(A*(UI- U2)' Vnl - Vn2):::;
:::;llval-vu211.IIAlllul-uJ
IIA*II
~IIVnl--Va211<;-.IIUl-U211a
--
29
Chli(!ng4: Phli(Jngphdpchlnhh6aphli(Jngtrlnhtfchchr;ip
2. Chungminhcvc tiSucuaphiSmh~lln(4.2)clingla nghi~mcl'taphlicJngtrlnh
(4.3)vangl(Qcl~i.
Ju(V)-Ja(vu)=IIAv-lf -IIAvu -If +ex~1vII2-IIYuI12)
-Sl(d\1l1gcong th((c: IIal12-1!bI12=Iia - bl12+2(b,a- b), taduQc:
Taco:
Ja(y)-Ja(Va)::::IIA(v-vaf +2(Ava -u,A(v-vJ)+-cxllv-vaI12 +- (4.5)
+2ex(vu,v-vu)=IIA{v--vuf +exllv-vuI12+2(a.vu +-A*Avu -A"u,v-vu)
* NSu Vala nghi~mcllaphudngtrlnh(4.3)tIll tU'(4.5)taco:
Ju(v)-Ju(vu)=:IIA(v-VcJI12 +exllv-vuI12;::0, \Iv E:X
=:>Vala C\(ctiSuClLaphiSmham(4.2)
* NguQcl~i,nSu Vala q(c tiSuclla phiSmham(4.2)tIll khi thayv =Vn + ty
~t>0,Y E:X) vaG(4.5), ta du'(!C:
t211Ayl12+ t(exva+A*Avu ---A\I,y)+ex.t21IyI12;::0
Ddn gianchot,saudo Iffygidi IwnhaivS khit ~ 0 tadu\jc:
(A*Avu +exva-A*u,y);::O, \lYE:X (4.6)
VI (-y) E:XDentaclingco:
(A*Avu +exva-A*u,(-y»);::O, \lYE:X (4.7)
TU'(4.6)va(4.7)suyra:
(A*Avn+exva-A*u,y)=O, \lYE:X
'" "
=:>AAva +exvu-A u=O
V~y:Vala nghi~mcllaphl(dngtrlnh(4.3)
K9 hi~u: V~tla nghi~mCllaphlicJngtrlnh: exv+-A"AV =A"un
PhepcblnhhoaTikbonovseIffyv~langbi~mchlnhhoachonghi~mchfnhxac
VocuaphudngtrlnhtuySnHnhAv=u,Lrngvoisaiso'trendllki~nlao.
exduQcgQila thamso'chlnhhoa.
]0
Chuang4: PhuO'ngphdpchlnhh6aplncO'ngtrlnhtichch(1P
* Tn(dnghQpto<1ntli A Ia tuyC'nHnhcompact,nghi~mchlnhh6a tlmc1t((Jc6
th~khongph~lthuQclien tl,lCvaodCi'kj~n.
M~111Jc1~4.1.3
Cho A : X -+ Y Ia loantli tuyC'nHnhcompactgiiJ'ahai khonggiandjnhchu5n,
trongd6 dim ()kerA)=OO. Khi d6 t6nt~iday {vJc X maAvn-+ 0 nhtl'ngvn+ 0
khi n -+00.Hon nCi'a,tac6thcichQn{vn}eX SilOcho Ilvnll-~00.
C/llJ'l1gminh:
Vi KerA Ia mQtkhonggiancond6ngcllaX Hen)kerA la mQtkhonggian
dinhchu5n,vdi chu5n:
II[ v]11 = inf Ilv+zllzEKerA
Xac d1nhloantli A: %erA -+Y nht(sail:
Vdi mQi[V]E )kerA' A[v]=Av
Ta thayngayloantti A laxacd1nh,tuyC'ntinhva1- 1.
Bay gid taclll'fngminhA Ia loantt?(compact.Th~tv~y:
D~tB= {vEx:llvll<l}va13={lv]E)kerA:IIIV]II<t}
(B,13lacachinhcaudonvi m0IanIuQtrongX vatrong)kerA)
Ta phaichungminhA(13)la t~pcompactt(cingd6i trongY.
Do A la loantt(compactnenA(B) la t~pcompacttfdngc16itrongY.
Vi A(13)={Av: III vlll<I}c {Av:Ilvil<I}=A(B) nen A(13)la t~p compact!tt(ong
d6itrongY, nghlaIa Acompact.
Ta chungminhA-I: RangeA =RangeA -+ )kerA khong lien t\lC.
NC'u A-I lien tl,lC thi to<lntll c16ngnhat A-IA =I :)kerA -+ )kerA Ia
compact.(dodinhIy 1.2.2).Tasuyradim)kerA <00 (dodjnhly 1.2.3),trclivdi giel
thiC't.V~y A-I khonglien tl,lC.
31
ChuCYng4: PhuO'rlgphdpchlnhh6aphuC!ngtdnhtfchchc;ip
Di~u do co nghia Ia t6n t<;liday {vn}c RangeA,un~ 0 nhlingA-I Un --f~ 0
khi n ~ 00.
GQi U" ==Av"==A[v"J,the'thlt6ntaiday{[v"J}C%erA thoa:
A[v,,]~O vaII[v"JII~8>o, n =1,2,3,...
Voi mQi n, IflY ZnEKerA saGcho llYn+Znll~~ vac1~tv'11= Vn+Zn
SuyraAv'n=Avn~Okhin~oova Ilvlnll~~ , n= 1,2,3,...2
, ;!"" ~.- v'n
Co theglasl1Av n T- 0 \in. Tac1~tVn= rFI---
Ilv' ,,11'\j IIA v' "II
IIA v~ s2
,~ IIAV"II==]Vnll)IIAV'nll
Ilv'nll_s
va Ilv"II= Ilv'"11.5v'n II
IIAv'nll .
-- ~ 0 khl n --~00
8
~ 00 khi n ~ 00
IIAV'nll
Tuy nhien chungta co th~h9-nch@Gt(Qcsai so'gdTanghi~l11tinh loan va
nghi~mchinhxac khongvliQtquaso'hC(ul19.nnao(10,n@utab6 sungthongtin thu
hypv~nghi~mchinhXclC.
4.2 Sai 56tnJonghdp xdu nhat(worst- caseerror)
Dinhnghia4.2.1
Cho A : X ~ Y Ia loan tU'tuy@ntinhlien t\)CgiUahai khonggianBanachva
Xl c X Ia l11Qtkhonggianconvoi chu§'n11.llxll11<,lnhho chu§'n1I11trenX. Voi 8,E
litcachhngso'duongchotrudc,tagQi:
..sY\8,E,II.IIx,)=sup{llvII:v E XI ,IIAvllS 8,IlvIIxI s E }
Ia saiso'trlionghQpxa'unha'tlingvoi so'8 trenda ki~nva thongtin them
IlvllxlsE.
Y nghiaciia khai ni~mnayIa : N@uco thel11thongtin v E Xl, Ilvllx]sEthI sai
so'giUanghi~mchlnhhoava nghi~mchinhXclCciiapht(ongtrlnh(4.1)khongIOn
h(5n..9-(0,E, 11.llxl).
32
Chu:ong4: Phuongphdpchlnhhoaphuongtrinh tlch chr;ip
Nhuv~ymQiday{vn}eX thoaAvn-+0 t1~uhQitl,1v~o.Mauthl..anvai ke't
quaa m~nhd~4.1.3.M~nheM4.2.2duQckh£ngdjnh.
Ne'uclwn XI =A* Y ho~cXl =A* AX la ca.ckhonggianconclIaX vaicac
chuffn11.1Ix1m~nh dnchuffn11.11vachQnthallis6chlnhhoaa trongphu'dngtrlnh
(4.3)thichhQP,taco caedanhgiasais6giG'anghi~mchlnhhoava nghi~mchinh
xacnhusail:
DinhIt 4.2.3
ChoVoEX,uoEYthoa: Avo=Uo (4.9)
a)Gia su VoE A"Y tUGla Vo=A"ul'u, E Y. Vai 0 tachQna«5)=<5va ne'u
HEY la dli ki~ndod~cthoaIIu - uoll:::;<5thltaco :
IIv8-vall:::;~(l-l-IIulll)8~
,b) Gia su voEA"AX, tUGla Vo=A*Avl,VI EX. Vai 0 ta chQn
a«5)=<5X va ne'uUEY la dli ki~ndo d~cthoa Ilu- lIo!! s <5thl ta co :
V,r, -VoIIS(IIAII+~hll)oX
Chungminh:
TU'phl(dngtrlnh(4.3)vad£ngthuc(4.9)tasoyra:
{
a:a -I-A*A:a =A"u
AAv =Au0 0
TrU'haid&ngthuctheotU'ngve'tac1l(QC:
* "
ava-l-A A(va-vo)=A (ll-Uo)
" "
=> av(x -avo +A A(va -vo)= A (u-uo)-avo
, Tich vo huanghaive'vOi( Va- Yo)tanh~nc1uQc:
a -I-
"
=-a+<A (U-lIo),(Va -Yo»~
=> allva -vo112-I-IIA(va -vo)112=~a-I-<lI-uo,A(va -Yo»~ (4.to)
34
Chuang4: Phuangphdpchlnhhoaphu'angtrll1hrichch(lP
a)Biend6ivephcliclh (4.10),tac6:
=<u-uo,A(vu -vo»-a<u[,A(va -Yo»~
~llu-uoll.IIA(va -v(JII+allulll,IIA(va -vo)II=~lu-uoll+allu,II).IIA(va -vo)1I
~ ~~lu-uoll+alluIIIY +IIA(va -vo)II2 (nhobfttd~ngthl(c:4a2+b2~4ab)
Thaya =a(o) =0va liB- Boll~O. Tli' (4.10)ta c6:
olivo-vo112~~(o+81IuIIIY4
~llvo-voll~ 8fC.(1+llu,II)=~(1+llulll~~
2-v8 2
b)Tli c1jnhIy 1.1.3tac6:
IIA(va:-vo)II2 ==
=112
Thayd5ngthti"cnayvao(4.10),vdi ChU)T Vo= A*Av) =Cv), ta UlCQC:
allva -voll2 +IIC(v((-vo)112=
~IIAII.llu-uoll.llva -voll+al<v"C(va -Yo»~!
~ a Ilva - V0112+~IIAI12.llu - Uo112+5£IIV I 112+IIC( Va - V0)1122 2a 4
~ ~IIVa - V 0 112~ 2~ IIAI12,liB - Uo112+:2 Ilv1112
(
1 2 2 a 2
J
~
~lIva -voll~ a211AII.llu-uoll +211vlll
Thay liB- Uoll~0 va a =a(o) =oX,ta C1l(QC:
v,x-Voll~(IIAI12bX+~1Iv,112b%t
hay 11v,%- v"II S; (IIAll'+~hll' Joy, .
Nho bfttc15ngthLrca2+b2~(a +b)2, (a ;:::0, b;:::0) tac6:
3S
ChuO'ng4: PhuO'ngphdpehlnhh6aphuongtrlnh({eheh(ip
v,%-Voll~(IIAII+~hll}oy,
4.3 Ung dung phlidng phap Tikhonovchinh hoc phlidng trinh tich
chap
GiasliA: L2(RI1)~ L2(RI1)gWahaikhonggianHilbertvdi
Av(x)= fK(x-t).v(t)dt, VvEe(RI1)
R"
Khi d6A la loantli tuye'ntinhlient\ICvaplnidngtrlnhAv(x)=lI(X) c6 cI<;lng
tkhth~p:
(K*vXx)=fK(x-t)v(t)dt=u(x)
R"
(4.11)
Bai loantlmvex)vdi da ki<%nu(x)clla pln(dngtrlnh(4.11)(nhll'oa trlnh bayCJ
2,3,Chuang2) n6ichungla khongchlnh.Ap d\lllgphepchlnhh6aTikhonovchob~ti
toantuye'nHnh,tatlmnghi<%mchinhh6acuaphlidngtrlnh(4.11).
* Tn(oche't,taxacdjnhtoantt(lienhQpA" cuaA.
VfEL\RI1), taco:
== f(K * vXt).f(t)c\t= f
[
fK(t - 1:).v(r )d1:
]
f(t~lt
RII RI1 RI1
=JUK(H)f(l)dt]V(.jd.
Xet <p(1:)= fK(t-1:)f(t)dtEL2(R").
(djnh 19Fubini)
RII
SHY ra =
M~Hkhac
"
= (djnh191.1.2)
:::; =, Vv EL2(HI1)
:::; =O, VvEe(Rn)
Lffy v=(A"f-(p)Ee(R"),tac6: IIA*f-<pll:=0
36
Chuang4: Phuangphripchlnhh6aphuCJngldnh tichch4p
~A'f(T)=(p(T)= JK(t-T)f(t)dt h.k.ntrenRo.
R"
£)~tp(x)=K(-x), \/x E Ro, tac6:
A '[(T) =(P * OCT) h.k.ntren RI1.
/\ /\ /\ /\ /\ /\
=>A* f =P* f =p.f =K. f (4.12)
Khi d6 phlidngtdnhchlnhh6a (Xv+A*Av =A\lo tlidngc1twngvoi phlic1ngtr}nh:
<xv+ p* (K * v) = p* Uo (4.13)
Bi€n L16iFourierhaiv€ cua(4.1.3)va sll'd\lflg(4.12)taC1liQc:
/\ /\ /\ /\ 1\ /\
a. v+K K. v =K. uo (4.14)
VI phlidngtrlnh(4.3)lachlnhBen(4.14)IamOtphlidngtrlnhchlnh.
Ki hi~u:
--
/\ /\
~J1~(t)= K(t).uo(t)
a +IK(tf
1\
VI ~ISEe(R")val K(t) 2
1
~ I, Hen~p~Ee(RI!)
1
/\
1
2.ya
a + K(t)
V /\
£)~tv~(x)=~J1~(x)=>v~(t)=\F~(t)~v~Ee(R")
V~y nghi~mchlnhh6a v~E e(RI!) clJa phli(jngtrlnh tich ch~p(4.11)
GliQctinhtheoc6ngthuc:
S 1_-
J ~(tLt~~(t;-.eXP(ixt)dtv (x)=-
( )"/2
1
/\
(~
a 2n R" a +K t1
Tli L1!nhly 4.2.3,tac6h~quasanclay:
He gull4.3.1
Cho VoE e(RI1), UoE 1}(RI1)thoaphlidngtrlnh (4.11).
37
Chu:c'Jng4: Phu'(Jngphdp chlnh h6aphu'(/ngtrlnh tfchchr;ip
a)GiclSl(VoE A*(e(Rn )), luc la vJx)= fK(t x).f(t)dt, f E C(R"). Vdi
R"
0>0, tachQna(o)=0, Khi do,ne'uuE L2(R") la di1ki~ndoc1~cthoaman:
Ilu - Uo112::;;0
thl ta co live-voI12::;;~(1+llfI12~'/2
(4.15)
b) Oi:! sli v0 E A' A(L' (R' )), tlie lit v0 (x)~ J(JK(t- x).K(t- T)f(T)d+t ,
fEL2(R"). Voi 0>0, tachQna(0)=02/3.Khi do ne'uuEI}(Rn) la dC(ki~n
doc1~cthc)aman(4.15)thltaco:
hili -voll, S(IIAII+~llfll,)01/1
Chungtabie'trhngne'uthongtinthuh~pvenghi~mch1nhxactrenmQtkhong
gianconcangnhothlsaiso'giUanghi~111ch1nhoavanghi~l11chinhxclccangnhc).
TuynhiencackhonggianA"(L2(R"))va A"A(C(R")) rit nIle),thl(dngla g6mcac
hamthuQclOpCO'Jnenvi~cx~icdinhchungfit khokhan.
Phftndl(oiday,chungtase danhgia sai so gii1anghi~rncblnbboava nghi~rn
chlnhxac CUdphl(ongtrlnhHchch~p(4,11)voi gia thie'tnghi~mch1nhxac thuQc
khonggianconSobolevHI (Rn)(rQnghoDcackhonggiannoitren)vdichutln11.11111:
IHIII =(IH~+IIDvll~)~=(!HI: +IIDVII:)~.=(IHI: +lllll.~II:)~
{
2 2
}
1/2
{
2
}
1/2
= J~ dt+Jt2~dt = J(1+t2)~(t~1t
chotnidnghc;1Pd~cbi~tvoi li«ti =M.exp(-PltlY),
(4.16)
( )
1/2
voit=(tl,t2,...,tJER",ltl= tt~ vaM,P,rIacaehangsodu'eing.
Nh?n/\xet: IK(nl cod~ng(4.16)lahich~nvaItl.IK(t)1cungbich~n
(doIK(t)1~ 0theocip exp(-PIW).Tacoke'tCjmlsaisotn(dnghQIJxiu nhfll
38
Chuang4: Phuongphdpchlnhh6ap/1l((Jngtrll1hrichch~lp
vac1<1l1hgiaSRiso'gilia nghi~mchinhhoava nghiemchillhxac clla p11lJ'ongtrlnh
(4.11)trangL\RIl) nhtisan:
Mt?nh c1~4.3.2
Giil stI nghi~mchinhxac VoCttaphu'ongtrlnh(4.11)tlltlQcHI(RIl) va II«(l1co
:l?ng(4.16).Khi do SRiso'tnionghc;1pxilunbiltthoamanbiltc1~llgtlltI'c:
"r(8,E,/it,I)< ~ 1/2khi6~ 0' .'
(1U8)
trongdo C Ii]hhngso'chIphl;!tbuQcvilaE.
Chu'ngminh:
Xet v E HI (RIl) thoa: IIAvll2::;;8 va IlvIInl::;E
1\2
f(l+t2)v (t)dt=llvII:rl::;E2
R"
=:>
J.M,.eXP(2~ltl');'(I)dt=IIK;I[= IK~Iv[ =IIK*vll:=IIAvll:<;6'
Vdi a> 0 tily Y (ta se cllQUl?i a tbichhc;1p)till:
1\2 l+t2 1\2 1 )
1\2 E2
fv (l)dl::;f ~.v (t)dt::;~ f(t+t2v (t)dl::;~
1'1>" Itl>ol+<1 1+a R" l+a
(4.17)
1\2 M2exP
~
2~
l
t
I
Y)1\2fv (l)::; f
.
2' - -:y v (t}lt::;
1'1:;" Itl<:oM .exp -2~<1Y)
1 2 ( . Y)1\2 82<. M exp- 2~t v (l)dt<-:--
- M2.exP(-2~ay)J' II -, M2.cxp(-2f3aY)
(4.18)
Xet p1n(ongtrlnhin a:
F2 82 F2M2
~~ = ( )(1+ a2)exp(2~aY)=-~l+a2 M2.exp-2~aY 82
E2M2
(chQnsRiso'8 tren dli ki~nc1t1be c1€ 7~ > 1)
Hamso'y(x)=(1 +x2 )exp~~xY) tren(O,+«J)la hamso'tangvaco mi~ngiatrj
a (1,+00)Henp1niongtrlnh(4.19)co nghi~mduynhflta=al) thoa linl al) =+00 .
1)-70
(4.19)
39
Chuang4: Phu'ongphcipchlnhh6aphuongtrlnh{{chCh(ljJ
~(1 2y )/-' +a ,
B~t A= 2 >0, taco:l+a
{
A(I+a2)=~(I+a2Y)22~aY
1+a2 >In(1 +a2)
=> )
E2M2
(I+A)(I+a2 >2~aY+In(l+a2)=ln z8
,=>
I 1+A
-<--
1+a2 E2M2
In--
82
(4.20)
TiY (4.17), (4.18)va (4.20),voi a =al) tac1ttQc:
1111
2
11
/\
11
2 /\2 /\2 /\2 2
V 2 = V = fv (1)01= fv (1)dt+ fv (1)otS 2E <2E2 (1+A)= (1+A)E2
2 R" l'l>as Itl-;;as l+a~ E2M2 (
~
)
1
In-- In bM +In-
02 0
)IP C +(1+A 13 khi 0 --+0
=>11vII2< 1 1/2~
(
1
)
1/2
(In(EM)+In8) In8
V~y:.!r(o,E, 11.1111')<
(
~
)
1/2
In--
0
khi 8 -t 0+ fJ
Neu stt d\lllg phttdng trlnh(4.14)voi a=8 d€ chlnhh6a phttdngtrlnh(4.11)
trong0611«(11c6d~ng(4.16)tacoketquac1:1nhgii saisagifi'anghi~mchll1h6a
vanghi~mchinhxactrongL2(Rn)nlntsau:
Menhd~4.3.3
Gia Sttnghi~mchlnhxacVocllaphtt'dl1gtrlnh(4.11)thllQCHI (R"),trong(16
11«(1)1,c6 d~ng(4.16) va lll) la dfi' ki~n do d~c voi !IllI)-Un II~8 . Khi d6 t6n tai
nghi~mchlnhh6a vI)(li'ngvoi a =8)saocho:
c
Ilvo -vo112 <1
In-
0
khi 8 -t 0+
,trongd6C la h~ngsachiphl,ltl1llQCvao!lvolllI'
40
Chuang4: Phuangph6pchlnhh6aphuangtrinhtichdt(lp
Chu'ngminh:
Ghl Sl(a =0, tUcacphuongtrlnh(4.11)va (4.14)suyra:
!
I«(t).~o(t)=~I()(t)
&~,(t)+IK(t1'.~,(t)~k(t)~,(t)
(4.21)
(4.22)
(4.21) => I) ~'" (f)+<.({~o(t)=~(l)~o(t)+I) ~o(t) (4.23)
Tt( (4.22)va (4.23),tadt(Qc:
( ) 11
2
( )
-
( )
A A A A A AA A A
0 vs-vo +K . VS-Vo =K. US-Uo -o.Yo (4.24)
NMn hai vi! cua (4.24)v<Ji(~8(t)-~"(t)J f6i 15y Uehphonhai vi! tfen R" ta
duQc
2 2
( J
--
(
-~-
J
A A A A A A A A A A A A A
°llv.-voll, + K{v-V.), ~-ojvo V5-V" eltIJK{U'-uo) v.v.ell
Sa d~lngbatd~ngthlicHoldervathayII~IS-- ~IOt =Ilus- Uo112so, chuy I( (1)hi
chi;ln.Sail d6rutgQntaduQc:
°ll~'- ~'II:+IIK(~'-~"{s OCIHI,+III<lljl~' ~"II, (4.25)
Bo botsOh:;1ngthlihai(j vfi traiclla (4.25)tac1tiQc:
°ll~,-~oll,~IHI,+11.='1',
(4.26)
Bo botsOlwngthlinhatd vfi traiCUd(4.25)vadung(4.26)suyra:
IIK(~5-~oJII:~8f,'
41
Chuang4: Phuongphdpehlnhh6aphu'o'ngldnh tiehdl(ljJ
Ti€p tl,lenhanhai v€ eua(4,24)voi ItI2(~o(t)-~o(t))r6i lily tiehphanhai v~
t A RII dA -'*A'fen , an lien:
()
ll
ltl,(~o-~o)
11
2 +
ll
ltl,I«~o-~o)
11
2 ==-()fltI2~O(V8-Vo)dt+ fltI21«2t8-2to)(~o-~o)dt
2 2 R" R"
Ap dt,l\lgbiltcHingth((eHolderehocaetiehphana vi ph{tivoiehuy 1+«t)1
bieMn,sand6thay II~'-~,tso vaIlltl;°11,~ IIDq,00 IIDv,ll,.
ta at(de:
2 2
ollltl(~8-~0)11 + ItII«(~8-~0) soIIDVoI12
11
It1C~8-~0)
2 2 112
+0111111[(1Jltl(~"-~"t, ..
(4.27)
Eo botso'hangth((haia v€ tnlietlabilta£ngth((e(4,27)taco:
111(;'-;0)11,S; IIOY0 II, + It I Kt='1',
Lily a> 0 thyY ( taseehQnl?i athichh9P),taco:
2 2 2
I 1
2
f
I
vo-vo
l
dt= f ;0-;0 dt~ fItI2.a-2;0-;0 dt~a-2flf ;0-;0 dt
Itl>:I Itl>:I Itl>:I R"
,
II
/\ /\
11
2 T2
=a-2Itl(vo-vo) ~-+
2 a
II 1
2 /\ /\ 2 2
"',Vo-vo dl= f V'-Vo dl'; f M exp(-2fJlll')IA _A
1
2
11- Itl~a II
M2ex (- 2R. Y)
,Vo Vo dt~
t~a IJa
1
~ f
2 Y
1
/\ /\
1
2
M2exP(-213aY)R"M exp(-2~ltl )vo-vo dt
/\ /\ /\
2
K(vo- Yo)II
= .. 8T2
22 <---L
M exp(-2~aY)- M2 exp(2~aY)
42
Chuang4: Pln((jngphdpchlnhh6aphuangtrinhtfchch~lp
GQi TJ = max rrj2,T;} (T3ChIph~1thuQcvao JJv011111), ta SHYra:
IIVI)-voll~ = flVI)-v,Jclt+ flVI)-Vol\lt:::;T3 [-;-+--;eXP(2f3aY) ]
1'1>:1 1'1$" a M
Xetphltclngtrlnh5na:
18M2
-- =-exp(213a Y) a2exp(2pa Y) =--
a2 M2 8
(4.28)
THullsOy(x)=x2 exp (2pxY)tren(0, +co)lahamsOtangvami0n giatri la
(0,+co) Henphl(clngtrlnh(4.28)c6 nghi~mduynhata=aothoa lim al)=+00
1)->0'
ChQna =ao,khid6 Ilvl)- v()ll~s ~~3
al)
(4.29)
~ pa1 - Y
J-)~t Ie=- >0, ta SHYra leal)=pal)
al)
M2
~2(1+Ie)al)=2al)+2leao>21nao+2Pa1=ln8
2 --2
~ ~ < 2(1+Ie)
'1
2
<0 M2In----
0
2(1+Ie)=1
1
In- +21nM
0
(4.30)
Tli (4.29)va(4.30)chofa:
IIVI)-Voll~<2T3
[
~(I+A)
]
2
In -- +2111M
0
II II )2
rI~- 2(1+11,) C -kl 'S:: (
-
)
"
V -v < ~- 11u-t
I) °2 3 1 1
In- +21nM In--
0 8
C la hhngsO'chIph~thuQcvao Ilv011111
. Bay giGxetcacphl(clngtrlnhtichch~ptL(clnglingtuhaib~tiloannhi~tdffneu
trongchuclng2.
Phuclngtrlnhctiabai loannhi~tnguQcthaigian:
(K,*VXx) = II=-+1exp[=(x- ~2)].V(~)d~= u(x), X E R2-v1[ -co 4 (4.31)
43
Clu[(Jng4: Phli(jngphcipchlnhh6aphu'(Jnglrinh tfchch~lp
Pl11idngtdnhcuabai loannhi~ttrang16khoanthamclo:
(K *vXt)=~=ft .v('"C) exp [ --1 lh=u(t),t>O2 2-Jno(t-'"CY/2 4(t-'"C)J (4.32)
Menh d~4.3.4
Ghi sli nghi~mchinhx~.cVocuacacphttdngtduh(4.31)va (4.32)IhuGCH1(R)
U'ngvdiciaki~n U va lIo la ciaki~ndo d~cvdi Iluo-lIII2 ::;;O. Khi do 1ll6iphu'dllg
Irlnhd€lI 16nt~tiIlghi~mchlnhhoa v0(U'ngvdi a =0)saoclIo:
live-vet<~ khi0 -+0+
111-
8
trongdoC la h5ngso'chithuQcIlvolllli.
Chung l11inh:
Ta chic~nch((ngto 11(1(1.1va11(2(~ico cl~lng(4.16),saudo apcI~lJlgk€t qua
Cllam~nhd€ 4.3.3.
(
2
)
1 -x
Ta co : K, (x)=2FnexP 4-
B€ y f(x)~ eXJ1( -:2 }os(tx)U1hams6 chanva g(x)~ ex{-:~}iII (IX)la
hams6le.
f\ 1 +00. 1 +w
(
- 2
JKI (t)= r;;- fKI (x).exp(--itx)dx= r- fexp.f- .exp(-- itx)dx...;2n._" 2n...;2__"
1
[
+00
(
2
)
+00
(
2
J ]=2n-.Ji ,£exp -;- cos(tX)clx-i,£exp-;- sill(lx)clx
~ n~2'[exr(-:}OS(tX)dX
Su'clt.lJlgCGlIgIh(tc tich phfll1:
"," 1 - t2
fexp(-ax2 )cos(tx)dx=- r- Fn exp(--)0 2...;a 4a
ChU'O'f1g 4: Phu'angphdpchlnhh6aphwJ'ngtrinhtfchch~lp
A 1
( 2\Ta CO:K,(t)= ~exp --t };2n
~11(I(ti=J~n exp(-t2}
v?y IK,(ti eod~ng(4.16)yoi: M =k,p =l,y=2
TaeoK2(t)=J 2t'!~j;exp(- ~J,t>0
10 ,t~O
1\ 1'00 1 +00I
(
-1
)~ K2 (~)=-~ fK2(t)exp(-it~)dt=~ f-'/2exp- .exp(-it~)dt;2n 0 2n ;2 0t 4t
1
[
+00 I
(
- I
)
+00
( ]~ 2nfi J, V, exp4r cos(,~)dt- i J [~,exp ~~}in(t~)d[ .
St(d~lI1geaee6ngthueHehphan:
+1 ;/2 exp(
- a
)
cas(tx)dx=Eexp(--J2at)cas-J2a!
oX X ~~
'J-i2exr (
-a_
)
sin(tx)dx=Inexp(--J2a!)sin-J2at
oX X ~a
ta Ol(QC:
1\ 1
[
~'. fl~l
jK2(~)=J2;exp -~2'-1~2
~
1
1<2(~~=~ exp
[
- rl~l-i {jij
]
=~exp
(
- rl~l
]1 .12n ~.2 ~2 -J2n ~.2
1
1\ ~ . 1 1 1
V?y K2(t1cod~ng(4.16)yoi: M =-J2n-,B=Ii' y=2-
/1
Chuang4:Phuangphdpchlnhhoaphu(Jl1gtrlnhrichch(ip
4.4.It-nitngb.iem.
rheincu6icungcualu~nvannay,chungtachIc6g~ngtimhiOOdangcuanghic$m
chinhxaca6ivdihaibailoanngu<;1ccuaphuongtrlnhnhic$ta5neuC1ChlfC1ng3
000chuangtrlnhMathematicavdigiiithie'tdingsai56trendl!kic$nla sais6sinh
radocaebudcxa'pxitrungianvatutiOOloancuamaytinh.
I. Bditoannhietngu(1thaigian.
Giii sau(x,O)=vO(x)la hamdu<;1cxacdinhnhtfsan:
~[~ :=»p[-(2/3)*~x]
2x2
e---Y
BiSudiSnd6thicuahamvO(x):
.-/_.J.- --',.
/ "
/ 0.' "
/ "-
/ n, -'"
/' .
/ "-
// n 4 "".
=~~=:~~/./ 0 2 "',,-. "',
- , - 1 ~--- ~._.:::~-=-~.::::_.=-
Theocongthlic(3.10)tac6u(x,l)=uO(x):
t'D[x-.J:=(1/ (2*91tt[Pl]»*
n,l~rale[~[-«x-z) * (x- z» /4]*vO[z],
{z,-:rn5ni.qr,+Infiniq.} ]
)3 -~-ell11
Nhuv~yvO(x)langhi~mchinhxaclingvdidll ki~nchinhxacuO(x).
Bie'nd6iFouriercuau(x,I)hi:
U2[z.J := ~1r'i~~[t'D[XJ , x, ~
1 . 11z2
- -J3 e-8-
2
Bie'nd6iFouriercuanhanK1(x):
46
C/lltang4:Phuangphdpchlnhh6aphuangtrlnhrichch(ip.
k2[z..J:=~ -z"2] /9:;Ir:t[211'Pi]
e-7l-
..;2;
BlnhphttdngcuamodulicuanhanK1(x):
kZ2[z]:=E}p[-2*z"2]/ (2*Pi)
-2:02e
271"
Choa =0,001,tac6bie'"nd6iFouriercuanghi~mchinhh6a:
~[z] :=k2[~*tQ[~/ (O.<Dl+k22[~)
_197l-[ie s- ~2.>1
2 (0~~~-;:-:~::~~-)
--
2n
VI thongthSIffyFourierngu9ctru9ctie'"ph~llnv2(z),tadungxffpxi dathuctrtf{jc
khilflyFourierngu9cnhusau:
Ruoc1:T~obanggi:itris6cuahamv2(z):
T=
'J1:Ib1e[
{z,~(3/ (2*Pi)] *
E:Ip[-19*z"2 / 8] / (2* (0.001+E:Ip(-2* z"2] / (2*Pi) » },
{z, -10, 10,O.25}]
Duoc2:Xffpxl b5ngnQisuydailiac:
V12=Itd~'~m['l1
Xell1 dathucv221a'xa'pxi cuav2[z].
Duoc3:Bie'"nd6i Fourierng\J9chamv22,tadH<;1cnghi~m
47
ChU(!11g4:Phu(!11gphdp ehlnhhoaphu(!11gtrinh tfeheh(ip
chInhh6a:
vOO[x-.-J:'"~ar:m[v22[z] , Z, x]
Bi~udi~ndBthicua nghi~mchinhxacvanghi~mchInhh6a((ngvdithams6
chInhh6aa =0,0.01trenclIngh~tn:lct9ade>:
P.lct[ (VOO[)(],~[Jq}, {X,-2.5, 2.5}]
/
/'
/'
/ 1. 5
//
/
// // ,IT-'-''''~'--,,
/,/
//
,/'
/'
,/ -,~"
,/ ,-,--"~/ ---
"'-.
0.5
""' ,,---,.. '-"-"'-
" ..::.::::::=---'::::-"--
21-2 '-I
Choa =0,0001,tadIng HmduQcnghi~mchinhh6atlidng((ng.
SosanhdBthinghi~mchinhh6avdidBthicuacaenghi~mchlnhh6a
((ngcae tham55chinhh6a khacnhau: a=1/l000,a=1/l0000 trenclingme>t
h~tr~lct9adO.
./' "
/ "
/ ,.-2 '" "
"// ',,' . \
// "\
{I
I
.
.1:_" '\\;/ " ~ '/ ,\// ~'- \
/ / / 0.5 .~ \\
//; // ". \'-.
/' // /",/ ' , "",
.~<' ...:::::?~-
- -2 -1 1 2"
48
Chuang4:P/u(rfngphdpchlnhhoaphllrfngtrinhrichch(ip
11.801toClnnhl,t trong16khoanthdmdo.
XIStu(1,t)=vO(t)Ia ham dtf<;1Cxac dinh nhlf sail:
vO[t:J :=ItSJ:t[l+t"2]
Theocongth((c(3.22)tau(1,t)=uO(t):
UJ[t.J :=-l/Sqrt[l+ t"2]
1
1+t2
(Sais6dotinhgftndungb~ngchlfongtrinhMapple- Mathematicakhongtinh
tr1,fcliSp dlf<;1c).
Nhuv~y,vO(t)du<;1Cxemla nghi~mchinhxac((ngvdi dil ki~nchinhxacuO(t).
BiSn d6i FouriercuauO(t):
u2[z_J :.. fu.u::ieJ:'l':ransfonn[uO[tJ, t, zJ
-J-~ BesselK[O, zSign[z]]
Lien h<;1pcuaFouriercuanhflllK2(t):
k22[Z_J :.. (1/ Sqrt[2",PiJ) '"
E1!p[-Sqrt[1'Ibs[zJ/2J +I", Sqrt[1'Ibs[zJ/2]]
e
(l-i)~JlbslZJ
/2
~--
./2 7T
BlnhphuongmoduncuaFouriercuanhanK2(t):
k23[z_J :=(1/ (2",Pi» "'E1!p[-Sqrt[2*1'Ibs[z]]J
e-/2 ~ JIbs!z)
27T
49
ChltrJng4:PhltrJngphdpehlnhh6aphltrJngtrinhtiehehi)p
Choa =0,001.Tacobie"nd6iFouriercuanghi~mchlnhhoavOO(t):
v2[z.J :. k22[Z]*u2[z]/ (0.001 +k23[z])
e
(I-i) ..}JIbs[Z]
..}2 BesselK[O, z Sign [z]]
(
-..}2..}Jlbsrzl1
0.001 + e 2 IT ) 7T
VI khongth~IffyFourierngtf'1ctrtf'1ctie"ph~llnv2(z),tadungxffpXldathli'c
trttdckhi IffyFourierngtf<;1c:
Booe1:T~obangghitris5cuahamv2(z):
T:= Table[v2[z], {Z,0, 5, O.25}]
Btio~2:XffpXlblingnQisuydathli'c:
v22[z.J :=Inteqcl.aticn[T]
Xemdath((cv22[z]IaxffpXlcuav2[z].
Booe3:Bie"nd6i Fourierngtf'1ccuahamv22[z]:
vOO[t_]:=Inver:seE'rorier:TJ:ansfonn[v2[z]I z, t]
tadu"1Cnghi~mchinhhoa:
-~InverseFourierTranSfonn[7T
(1+1) ..}~
1000.e ..}2 BesselK[ 0, z Sign [z] ] ], z, t
159.155+1. e..}2..}lbsl~;
Sosanhd6thjnghi~mchinhxacvanghi~mchinhhoali'ngvdithallis5chinhhoa
a =0,001trencungmQth~tr\lCto~dQ:
50
ChllrJng4:PhllrJrlgphdp chinh hoaphllrJngtrinh rich ch(1p
1 ~~ ",,-,
0 . A I- -" "
--"'-------
-.. - -------........----
1 . 2
0 . 6
0 . 4
0 . 2
--' nu -- -.. ~-~ -----..--
- - -
2 3 .s