Numerical Methods: cram pack

Formula sheets, the key method steps for every topic and 8 practice problems, with full solutions at the back.

New problemsBack to the course

In the print window, choose “Save as PDF” to keep a copy on your device.

1Formulas and methods

Numerical methods

Bisection
c = (a + b)/2, width after n steps (b − a)/2ⁿ
Newton–Raphson
xn+1 = xₙ − f(xₙ)/f′(xₙ)
Linear interpolation
y = y₁ + (y₂ − y₁)(x − x₁)/(x₂ − x₁)
Trapezoid rule
T = (h/2)[f₀ + 2f₁ + … + 2fn−1 + fₙ], h = (b − a)/n
Simpson’s rule (n even)
S = (h/3)[f₀ + 4f₁ + 2f₂ + … + 4fn−1 + fₙ]
Trapezoid error bound
|E| ≤ (b − a)h²M/12, M = max|f″|
Euler
yn+1 = yₙ + h·f(tₙ, yₙ)
Heun
yn+1 = yₙ + (h/2)(k₁ + k₂), k₂ = f(tₙ + h, yₙ + hk₁)
RK4
yn+1 = yₙ + (h/6)(k₁ + 2k₂ + 2k₃ + k₄)

Method

  1. For a root: check the sign change for bisection, or compute f and f′ for Newton, and keep six or more digits in a table of iterates.
  2. For a table value: interpolate linearly between the two neighbouring points.
  3. For an integral: find h = (b − a)/n, list f at every node, apply the weights (1, 2, …, 2, 1 for trapezoid; 1, 4, 2, …, 4, 1 for Simpson with even n) and multiply by h/2 or h/3.
  4. For an ODE: step from t₀ with yₙ₊₁ = yₙ + h·f(tₙ, yₙ) (Euler) or the averaged slope (Heun), one row per step, until you reach the requested t.

Sequences & series

Arithmetic sequence
aₙ = a₁ + (n − 1)d, Sₙ = n(a₁ + aₙ)/2
Geometric sequence
aₙ = a₁rⁿ⁻¹, Sₙ = a₁(1 − rⁿ)/(1 − r)
Infinite geometric series
S = a₁/(1 − r), |r| < 1
p-series
Σ1/kᵖ converges only for p > 1
Ratio test
L = lim |ak+1/ak|: L < 1 converges, L > 1 diverges
Radius of convergence
R = lim |ck/ck+1|
Taylor polynomial
Pₙ(x) = Σ f⁽ᵏ⁾(a)(x − a)ᵏ/k!
Maclaurin series
eˣ = Σxᵏ/k!, sin x = x − x³/3! + …, cos x = 1 − x²/2! + …, ln(1 + x) = x − x²/2 + …
Lagrange error bound
|Rₙ| ≤ M·|x − a|ⁿ⁺¹/(n + 1)!

Method

  1. Identify the type: arithmetic (constant difference), geometric (constant ratio), a standard series, a power series or a Taylor polynomial.
  2. For sums use Sₙ = n(a₁ + aₙ)/2, Sₙ = a₁(1 − rⁿ)/(1 − r), or S = a₁/(1 − r) when |r| < 1, with a₁ the first term of the sum.
  3. For convergence: n-th term test first, then compare with Σ1/kᵖ or a geometric series, and use the ratio or root test for factorials and k-th powers.
  4. For Taylor polynomials list f(a), f′(a), f″(a), …, divide the k-th derivative by k!, and bound the error with M·|x − a|ⁿ⁺¹/(n + 1)!.

Matrices & determinants

2×2 determinant
det = ad − bc
2×2 inverse
A⁻¹ = (1/det)·[d −b; −c a]
Product
(AB)ij = Σk AikBkj
Eigenvalues
det(A − λI) = 0
Cramer’s rule
xi = det(Ai)/det(A)

Differential equations

Exponential growth/decay
dy/dt = ky → y = y0ekt
Half-life
k = ln 2 / t½
Newton's law of cooling
T(t) = Ta + (T0 − Ta)e−kt
Integrating factor
y′ + p(x)y = q(x): μ = e∫p dx, (μy)′ = μq
Mixing tank
dm/dt = r·c − (r/V)·m

2Practice problems

1.Numerical methodsMedium
xy00.30.60.91.21.5

Approximate ∫01.5 1/(1 + x³) dx with the trapezoid rule using n = 5 strips. Give T.

f(x) = 1/(1 + x³)[a, b] = [0, 1.5]n = 5
T =
2.Numerical methodsHard
00.51−2−1.5−1ty(0, −1)

Use Euler's method with h = 0.2 for y′ = t + y, y(0) = −1 to estimate y5 ≈ y(1).

y′ = t + yy(0) = −1h = 0.2
y5 =
3.Sequences & seriesMedium
AΣ (1 + 1/k)ᵏk = 1 … ∞BΣ (7/4)ᵏk = 1 … ∞CΣ (1/2)ᵏk = 1 … ∞DΣ 1/(4k + 2)k = 1 … ∞

Exactly one of the four series converges. Click it.

A: Σ (1 + 1/k)ᵏB: Σ (7/4)ᵏC: Σ (1/2)ᵏD: Σ 1/(4k + 2)
  1. 1A: Σ (1 + 1/k)ᵏ
  2. 2B: Σ (7/4)ᵏ
  3. 3C: Σ (1/2)ᵏ
  4. 4D: Σ 1/(4k + 2)
4.Sequences & seriesHard

f(x) = eˣ is approximated at x = 0.5 by its Maclaurin polynomial of degree n. With the Lagrange bound M·|x|ⁿ⁺¹/(n + 1)! and M = 2, find the smallest degree n that guarantees an error below 1 × 10⁻⁵.

f(x) = eˣx = 0.5M = 2ε = 1 × 10⁻⁵
n =
5.Matrices & determinantsMedium
A =44−5−6B =60−66

Let C = AB for the matrices shown. Find the entry c21 (row 2, column 1).

A = [4 4; −5 −6]B = [6 0; −6 6]
c21 =
6.Matrices & determinantsHard
A =−6−46−3b =5−9

Solve the system −6x − 4y = 5 and 6x − 3y = −9. Find x.

−6x − 4y = 56x − 3y = −9
x =
7.Differential equationsMedium
t (min)T (°C)5Ta​T = ?

A cup of coffee at 85 °C is left in a room at 21 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.12 min⁻¹, find its temperature T after 5 min.

T0 = 85 °CTa = 21 °Ck = 0.12 min⁻¹t = 5 min
T = °C
8.Differential equationsHard
xy12(1, 3)y(2) = ?

Solve the initial value problem y′ + 2y/x = 3x for x > 0, with y(1) = 3. Find y(2).

y′ + 2y/x = 3xy(1) = 3
y(2) =

3Solutions

1.Numerical methods

Answer: T = 1.007

Numerical integration: split [a, b] into n strips of width h = (b − a)/n with nodes x₀ … xₙ. Trapezoid rule: T = (h/2)[f₀ + 2f₁ + 2f₂ + … + 2fn−1 + fₙ]. Simpson's rule (n even): S = (h/3)[f₀ + 4f₁ + 2f₂ + 4f₃ + … + 4fn−1 + fₙ]. The trapezoid error shrinks like h² (bound (b − a)h²·M/12 with M = max|f″|), Simpson's like h⁴, so Simpson is usually far more accurate for the same nodes.

ixᵢf(xᵢ)weight001110.30.97371220.60.822368230.90.578369241.20.366569251.50.2285711

Nodes and values

h = 0.3
Σ wᵢfᵢ = 1 + 2·0.97371 + 2·0.822368 + 2·0.578369 + 2·0.366569 + 0.228571 = 6.710604

Trapezoid rule

T = (0.3/2)·6.710604 = 1.007

Answer

T = 1.007

This integral has no elementary antiderivative, which is exactly when a numerical rule is needed.

2.Numerical methods

Answer: y5 = −2

Numerical solution of y′ = f(t, y): Euler's method steps along the slope at the start of each step: yn+1 = yₙ + h·f(tₙ, yₙ). Heun's method (improved Euler) averages the slope at the start and at an Euler prediction: k₁ = f(tₙ, yₙ), k₂ = f(tₙ + h, yₙ + h·k₁), yn+1 = yₙ + (h/2)(k₁ + k₂). The classical Runge–Kutta method (RK4) combines four slopes: yn+1 = yₙ + (h/6)(k₁ + 2k₂ + 2k₃ + k₄). The global error of Euler is proportional to h, Heun's to h², RK4's to h⁴.

ntₙyₙf(tₙ, yₙ)yₙ₊₁00−1−1−1.210.2−1.2−1−1.420.4−1.4−1−1.630.6−1.6−1−1.840.8−1.8−1−2

Euler steps

y₁ = −1 + 0.2·(−1) = −1.2
y₂ = −1.2 + 0.2·(−1) = −1.4
y₃ = −1.4 + 0.2·(−1) = −1.6
y₄ = −1.6 + 0.2·(−1) = −1.8
y₅ = −1.8 + 0.2·(−1) = −2
00.51−2−1.5−1ty

Graph

y5 = −2

Answer

y5 = −2

The exact value is y(1) = −2.

3.Sequences & series

Answer: C: Σ (1/2)ᵏ

Convergence: if the terms do not tend to 0 the series diverges (n-th term test). Σ1/kᵖ converges only for p > 1, and Σrᵏ only for |r| < 1. Compare a series with one of these when its terms behave like them for large k. Ratio test: L = lim |ak+1/ak|; root test: L = lim |ak|1/k. L < 1 converges, L > 1 diverges, L = 1 decides nothing. A power series Σck(x − x₀)ᵏ converges for |x − x₀| < R with R = lim |ck/ck+1|; an alternating series with terms decreasing to 0 converges.

Test each series

A: Σ (1 + 1/k)ᵏ → The terms tend to e, not 0: diverges by the n-th term test.
B: Σ (7/4)ᵏ → Geometric with r = 7/4 > 1: the terms grow, so it diverges.
C: Σ (1/2)ᵏ → Geometric with r = 1/2, |r| < 1: converges.
D: Σ 1/(4k + 2) → Behaves like 1/(4k) for large k; compared with the harmonic series it diverges.

The answer

C: Σ (1/2)ᵏ

Answer

C: Σ (1/2)ᵏ
4.Sequences & series

Answer: n = 6

Taylor polynomials: near x = a a smooth function is approximated by Pₙ(x) = f(a) + f′(a)(x − a) + f″(a)(x − a)²/2! + … + f⁽ⁿ⁾(a)(x − a)ⁿ/n!; for a = 0 this is the Maclaurin polynomial. Standard series: eˣ = Σxᵏ/k!, sin x = x − x³/3! + x⁵/5! − …, cos x = 1 − x²/2! + x⁴/4! − …, ln(1 + x) = x − x²/2 + x³/3 − …, 1/(1 − x) = Σxᵏ. Lagrange error bound: |f(x) − Pₙ(x)| ≤ M·|x − a|ⁿ⁺¹/(n + 1)!, where M is the largest value of |f⁽ⁿ⁺¹⁾| between a and x.

n(n + 1)!bound011120.25260.041673240.00520841200.000520857204.34 × 10⁻⁵650403.1 × 10⁻⁶

Bounds for increasing n

n = 5: 4.34 × 10⁻⁵ ≥ 1 × 10⁻⁵
n = 6: 3.1 × 10⁻⁶ < 1 × 10⁻⁵

Smallest degree

n = 6

Answer

n = 6
5.Matrices & determinants

Answer: c21 = 6

Matrices: the determinant of a 2×2 matrix is ad − bc. For 3×3, expand along a row: each entry times the determinant of the 2×2 matrix left after removing its row and column, with alternating signs + − +. Eigenvalues λ solve det(A − λI) = 0; for 2×2 that is λ² − (trace)·λ + det = 0.

Row times column

c21 = (−5)·6 + (−6)·(−6) = 6

Answer

c21 = 6
6.Matrices & determinants

Answer: x = −1.214

Matrices: the determinant of a 2×2 matrix is ad − bc. For 3×3, expand along a row: each entry times the determinant of the 2×2 matrix left after removing its row and column, with alternating signs + − +. Eigenvalues λ solve det(A − λI) = 0; for 2×2 that is λ² − (trace)·λ + det = 0.

Determinant of the coefficient matrix

det A = (−6)·(−3) − (−4)·6 = 42

Replace the x column

det Aₓ = 5·(−3) − (−4)·(−9) = −51
x = −51/42 = −1.214

Answer

x = −1.214
y = 0.5714
7.Differential equations

Answer: T = 56.12 °C

First-order differential equations: dy/dt = k·y has the solution y = y₀·ekt (growth for k > 0, decay for k < 0); a half-life T gives k = ln 2/T. Newton's law of cooling, dT/dt = −k·(T − Tₐ), gives T(t) = Tₐ + (T₀ − Tₐ)·e−kt. A linear equation y′ + p(x)·y = q(x) is solved with the integrating factor μ = e∫p dx: (μy)′ = μq, so μy = ∫μq dx + C.

Solution of the cooling law

T(t) = 21 + 64·e−0.12t

Substitute t

T(5) = 21 + 64·0.5488 = 56.12 °C

Answer

T = 56.12 °C
8.Differential equations

Answer: y(2) = 3.563

First-order differential equations: dy/dt = k·y has the solution y = y₀·ekt (growth for k > 0, decay for k < 0); a half-life T gives k = ln 2/T. Newton's law of cooling, dT/dt = −k·(T − Tₐ), gives T(t) = Tₐ + (T₀ − Tₐ)·e−kt. A linear equation y′ + p(x)·y = q(x) is solved with the integrating factor μ = e∫p dx: (μy)′ = μq, so μy = ∫μq dx + C.

Integrating factor

μ = e∫2/x dx = x2

Integrate

(x2y)′ = 3x3 → x2y = 3x4/4 + C

Initial condition

3 = 3/4 + C → C = 2.25

Evaluate

y(2) = (3·24/4 + 2.25)/22 = 3.563

Answer

y(2) = 3.563

ExamProblems · examproblems.com/courses/numerical-methods