二阶三点公式余项的推导 数值分析 P119

教材信息： 数值分析(第二版) 李红 华中科技大学出版社

该教材相关博客：
高斯-拉格朗日Gauss-Legendre Ⅱ型求积公式 数值分析 勘误 P111.

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一阶三点公式

注意：一阶三点公式$P_2^{\prime }(x_0+th)$(p119 4.61)是由$P_2(x_0+th)$对$x$求导得到的.(原书写的是对x求导)

$$\frac{d}{dx}{P}_2(x_0+th)=\frac{d}{dt}{P}_2(x_0+th)\times \frac{d}{dt}\frac{dt}{dx}(x_0+th)$$
$$\frac{d}{dt}\frac{dt}{dx}(x_0+th)=\frac{1}{h}$$
关于$t$求导的部分比较简单，不再展开

二阶三点公式

二阶三点公式是通过对一阶三点公式$P_2^{\prime }(x_0+th)$(p119 4.61)关于 t 求导得到的。同理有：
$$P_2^{\prime \prime }(x_0+th)=\frac{d}{dx}{P}_2^{\prime }(x_0+th)=\frac{d}{dt}{P}_2^{\prime }(x_0+th)\times \frac{d}{dt}\frac{dt}{dx}(x_0+th)$$
$$\frac{d}{dt}\frac{dt}{dx}(x_0+th)=\frac{1}{h}$$
因此二阶插值多项式有系数$\frac{1}{h^2}$，关于$t$求导的部分比较简单，不再展开

二阶三点公式余项

二阶三点公式的余项来自对二阶三点公式的泰勒展开。

二阶三点公式：
$P_2^{\prime \prime }(x_0+th)=\frac{1}{h^2}[f(x_0)-2f(x_1)-f(x_2)]$

将$f(x_0)$在$x=-h$处做泰勒展开：
$f(x_0)=f(x_1-h)=f(x_1)-h{f}^{\prime }(x_1)+\frac{h^2}{2!}{f}^{\prime \prime }(x_1)-\frac{h^3}{3!}{f}^{\prime \prime \prime }(x_1)+\frac{h^4}{4!}{f}^{\prime \prime \prime \prime }(x_1)....$

将$f(x_2)$在$x=h$处做泰勒展开：
$f(x_2)=f(x_1+h)=f(x_1)+h{f}^{\prime }(x_1)+\frac{h^2}{2!}{f}^{\prime \prime }(x_1)+\frac{h^3}{3!}{f}^{\prime \prime \prime }(x_1)+\frac{h^4}{4!}{f}^{\prime \prime \prime \prime }(x_1)....$

$f(x)$在a点处(或以a为中心)进行泰勒展开的公式：
$f(x+a)=\frac{a^n}{n!}{f}^n(x),n=0,1,2,3...$
$f(x-a)=(-1{)}^n\frac{a^n}{n!}{f}^n(x),n=0,1,2,3...$

则$$\begin{gathered} \frac{1}{h^2}[f(x_0)-2f(x_1)-f(x_2)] \\ =\frac{1}{h^2}[-2f(x_1)+f(x_1)-h{f}^{\prime }(x_1)+\frac{h^2}{2!}{f}^{\prime \prime }(x_1)-\frac{h^3}{3!}{f}^{\prime \prime \prime }(x_1)+\frac{h^4}{4!}{f}^{\prime \prime \prime \prime }(x_1)- \\ [f(x_1)+h{f}^{\prime }(x_1)+\frac{h^2}{2!}{f}^{\prime \prime }(x_1)+\frac{h^3}{3!}{f}^{\prime \prime \prime }(x_1)+\frac{h^4}{4!}{f}^{\prime \prime \prime \prime }(x_1)...]] \\ =f^{\prime \prime }(x_1)+\frac{h^4}{12}{f}^{\prime \prime \prime \prime }(x_1)... \end{gathered}$$
在$\frac{h^4}{4!}{f}^{\prime \prime \prime \prime }(x_1)$处截断，
$$f^{\prime \prime }(x_1)=\frac{1}{h^2}[f(x_0)-2f(x_1)-f(x_2)]+\frac{h^4}{12}{f}^{\prime \prime \prime \prime }(\epsilon ),\epsilon \in (x,x_1)$$