Cours du jour
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@ -210,6 +210,175 @@ même pour $r_2^n$.
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La solution générale de $(*)$ est $T_n=\alpha.r_1^n+\beta.r_2^n$ où $\alpha$ et
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$\beta$ sont déterminées par les conditions initiales.
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\vspace{1em}
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\begin{enumerate}[4.]
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\item
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\end{enumerate}
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$$T_{n+1}(x)=2\times T_n(x)-T_{n-1}(x)$$
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$$T_n(x)=\cos(n.\theta)\qquad\theta=\arccos(x)\Leftrightarrow$$
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$$X=\cos(\theta)\Rightarrow dx=-\sin(\theta)d\theta$$
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$$\int^1_{-1}\frac{T_n(x)T_m(x)}{\sqrt{1-x^2}}dx=
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\int^0_\pi\frac{\cos(n.\theta).\cos(m\theta)}{|\sin(\theta)|}(-\sin(\theta)d\theta)
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=\int^\pi_0\cos(n\theta)cos(m\theta)d\theta$$
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$$\int^\pi_0\cos(n\theta).\cos(m\theta)d\theta=
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\frac{1}{2}\int^\pi_0\left(\cos(n+m)\theta+\cos(n-m)\theta\right)d\theta$$
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$$=\frac{1}{2}\left[\frac{\sin(n+m)\theta}{n+m}+\frac{\sin(n-m)
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\theta}{n-m}\right]=0$$
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\begin{enumerate}[5.]
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\item
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\end{enumerate}
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$$T_n(x)=0\qquad|x|\leq1$$
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$$\Leftrightarrow\cos(n\theta)=0\Leftrightarrow n.\Theta=\frac{\pi}{2}+k\pi
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\Leftrightarrow\theta_k=\frac{\pi}{2n}+\frac{k\pi}{n}$$
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Les racines de $T_n(x)$ soit~:
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$$X_k=\cos(\frac{\pi}{2n}+\frac{k\pi}{n})\qquad k=0,1\quad n=1$$
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\paragraph{Exercice 2} Polynôme de Legendre
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On considère les polynômes~:
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\[
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\left\{
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\begin{array}{l l}
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P_0(x) & =1\\
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P_n(x) & =\frac{1}{2^n!}\frac{d^n}{dx^n}((x^2-1)^n)\quad\forall n\geq1\\
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\end{array} \right.
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\]
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Les polynômes vérifient la relation $P_n(x)=\frac{2n-1}{n}\times P_{n-1}(x)
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-\frac{n-1}{n}P_n(x)\quad\forall n\geq2$.
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\begin{enumerate}
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\item Montrer que $\int^1_{-1}x^k.P_n(x)dx=0\quad\forall k=0,1,...,n-1$.
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\item En déduire la relation d'orthogonalité~: $\int^{1}_{-1}P_n(x).P_m(x)dx
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=0\quad\forall n\neq m$.
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\item Montrer que le coefficient dominant de $P_n(x)$ est~: $a_n=
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\frac{(2.n)!}{2^n(n!)^2}$
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\item Montrer que $||P_n||=\sqrt{\frac{2}{2n-1}}$\\
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(Rappel~: $||P_n||=\sqrt{\int^1_{-1}P^2_n(x)dx}$)
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\end{enumerate}
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\begin{enumerate}[1.]
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\item
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\end{enumerate}
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$$\frac{1}{2^nn!}\int^1_{-1}x^k\frac{d^n}{dx^n}
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\left(\left(x^2-1\right)^n\right)dx
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\left\{
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\begin{array}{l l}
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u^1 & =\frac{d^n}{dx^n}\left(\left(x^2-1\right)^n\right)\\
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v & =x^k\\
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\end{array} \right.
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$$
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$$=\frac{1}{2^nn!}\left(\left[x^k\frac{d^{n-1}}{dx^{n-1}}\left(\left(x^2-1
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\right)^n\right)\right]^1_{-1}\right)-k\int^1_{-1}x^{k-1}\frac{d^{n-1}}{dx^{n-1}
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}\left(\left(x^2-1\right)^n\right)$$
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$$=\frac{-k}{2^nn!}\int^{1}_{-1}x^{k-1}\frac{d^{n-1}}{dx^{n-1}}\left(\left(x^2-1\right)^n\right)dx$$
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\subparagraph{Deuxième intégration par partie}
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$$I=-\frac{k}{2^nn!}\int^1_{-1}x^{k-1}\frac{d^{n-1}}{dx^{n-1}}\left(\left(x^2-1\right)^n\right)dx$$
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$$=-\frac{k}{2^nn!}\left(\left[X^{k-1}\frac{d^{n-2}}{dx^{n-2}}\left(\left(x^2-1\right)^n\right)\right]^1_{-1}
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\frac{d^{n-2}}{dx^{n-2}}\left(\left(x^2-1\right)^n\right)dx\right)$$
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$$I=\frac{k(k-1)}{2^nn!}\int^1_{-1}x^{k-2}\frac{d^{n-2}}{dx^{n-2}}\left(\left(x^2-1\right)^n\right)dx$$
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Après $p$ intégration par parties, on obtient~:
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$$I=\frac{(-1)^p.k(k-1)(k-2)...(k-p+1)}{2^nn!}\int^1_{-1}x^{k-p}\frac{d^{n-p}}{dx^{n-p}}\left(\left(x^2-1\right)^n\right)dx$$
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Si $p=k$ ($k$ intégrations par partie)~:
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$$I=\frac{(-1)^kk!}{2^nn!}\int^1_{-1}\frac{d^{n-k}}{dx^{n-k}}\left(\left(x^2-1\right)^n\right)dx$$
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$$=\frac{(-1)^kk!}{2^nn!}\left[\frac{d^{n-k-1}}{dx^{n-k-1}}\left(\left(x^2-1\right)^n\right)\right]^1_{-1}=0$$
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\begin{enumerate}[2.]
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\item
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\end{enumerate}
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$$\int^1_{-1}P_n(x).P_m(x)dx=\sum^n_{k=0}a_k\int^1_{-1}x^k.P_m(x)=^?0\quad\forall n\neq m$$
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Supposons que $n<m$ $P_n(x)=\sum^n_{k=0}a_k.x^k$
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$$\int^{1}_{-1}P_n(x).P_m(x)dx=\sum^n_{k=0}a_k\int^1_{-1}x^k.P(x)dx=0\quad\text{car }k<m\text{(première partie)}$$
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\begin{enumerate}[3.]
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\item
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\end{enumerate}
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$$P_n(x)=\frac{(2n-1)}{n}x.P_{n-1}(x)-\frac{(n-1)}{n}P_{n-2}(x)\quad\forall n\geq 2$$
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$$=n.x.\deg(n)-n.P_{n-2}(x)$$
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$a_n$ est le coefficient dominant de $P_n(x)$.
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$$a_n=\frac{(2n-1)}{n}a_{n-1}\quad a_{n-1}\text{ est le coefficient dominant de }P_{n-1}$$
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$$\left\{
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\begin{array}{l l l}
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a_n & = & \frac{(2n-1)}{n}a_{n-1}\\
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a_{n-1} & = & \frac{(2n-3)}{n-1}a_{n-2}\\
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a_{n-2} & = & \frac{(2n-5)}{n-2}a_{n-3}\\
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\vdots & & \\
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a_2 & = & \frac{3}{2}a_{1}\\
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\end{array} \right.
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$$
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$$P_1(x)=\frac{1}{2}\frac{d}{dx}\left(x^2-1\right)=\frac{1}{2}\times 2x=x$$
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$$P_1(x)=x$$
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$$a_1=1$$
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$$a_n=\frac{(2n-1)(2n-3)\ldots3.1}{n!}=\frac{(2n)!}{n!.2.4.5\ldots2n}=\frac{(2n)!}{2^n(n!)^2}$$
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\begin{enumerate}[4.]
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\item
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\end{enumerate}
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$$
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\left.
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\begin{array}{c l}
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||P_n|| & = \sqrt{\int^{1}_{-1}P_n^2(x)dx}\\
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P_n(x) & = a_n.x^n+Q_{n-1}(x)\\
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\end{array} \right\}
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||P_n||^2=\int^1_{-1}P_n^2(x)dx$$
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$$=a_n\int^1_{-1}x^n.P_n(x)+\int^1_{-1}Q_{n-1}(x).P_n(x)dx$$
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$$=a_n\int^1_{-1}x^n\frac{1}{2^nn!}\frac{d^n}{dx^n}\left(x^2-1\right)dx$$
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$$=\frac{a_n}{2^nn!}\int^1_{-1}x^n\frac{d^n}{dx^n}\left(x^2-1\right)dx$$
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En utilisant la première question avec $k=1$~:
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$$\int^{1}_{-1}x^n\frac{d^n}{dx^n}\left(\left(x^2-1\right)^n\right)dx=(-1)^nn!
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\int^1_{-1}(x-1)^ndx$$
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$$||P_n||^2=\frac{a_n}{2nn!}(-1)^nn!\int^1_{-1}(x^2-1)^n dx
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=\frac{a_n(-1)^n}{2^n}\int^1_{-1}\left(x^2-1\right)^n dx$$
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Soit $I_n=\int^1_{-1}(x^2-1)^ndx$~:
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$$\left\{
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\begin{array}{l l l l l}
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v & = & (x^2-1) & \rightarrow & v'=n(x^2-1)^{n-1}2x\\
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n' & = & 1 & \rightarrow & n = x\\
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\end{array} \right.
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$$
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$$I_n=\left[x(x^2-1)^n\right]^1_{-1}-2n\int^1_{-1}(x^2-1)^{n-1}x^2dx$$
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$$=-2n\int^1_{-1}(x^2-1)^{n-1}x^2dx = -2n\int^1_{-1}(x^2-1)^{n-1}(x^2-1+1)dx$$
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$$=-2n\int^1_{-1}(x^2-1)^{n}dx-2n\int^1_{-1}(x^2-1)^{n-1}dx$$
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$$
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\begin{array}{l l l}
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(2n-1)I_n & = -2nI_{n-1} & \Rightarrow I_n=\frac{-2n}{2n+1}I_{n-1}\\
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& & \Rightarrow I_n=\frac{(-2)^nn!.I_0}{(2n+1)(2n-1)\ldots3}=\frac{(-1)^n.2^{n+1}n!}{(2n+1)!}2^nn!\\
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\end{array}
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$$
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$$||P_n||^2=\frac{(2n)!(-1)^n}{2^n(n!)^2 2^n}(-1)^n\frac{2^{2n+1}(n!)^2}{(2n+1)}=\frac{2}{2n+1}$$
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$$\Rightarrow||P_n||=\sqrt{\frac{2}{2n+1}}$$
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\section{Méthode des moindres carrés}
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\section{Interpolation}
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