Numerical Methods: cram pack

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

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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
xy00.51

Approximate ∫01 eˣ dx with the trapezoid rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = eˣ[a, b] = [0, 1]n = 2
|E| =
2.Numerical methodsHard
00.510.60.81ty(0, 1)

Solve y′ = t − y, y(0) = 1 with Euler's method and step h = 0.25 up to t = 1.25. The exact solution is y = t − 1 + (y₀ + 1)e−t. Find the global error |E| = |y(1.25) − y5|.

y′ = t − yy(0) = 1h = 0.25
|E| =
3.Sequences & seriesMedium
AΣ 1/√kk = 1 … ∞BΣ (2/3)ᵏk = 1 … ∞CΣ (−1)ᵏ/kk = 1 … ∞DΣ 1/(3ᵏ + k)k = 1 … ∞

Exactly one of the four series diverges. Click it.

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

Recognise the series and find its sum: S = Σk=1∞ (−1)k+1·0.5ᵏ/k.

ak = (−1)k+1·0.5ᵏ/k
S =
5.Matrices & determinantsMedium
A =51−51−43134

Find the determinant det A of the 3×3 matrix A shown.

A = [5 1 −5; 1 −4 3; 1 3 4]
det A =
6.Matrices & determinantsHard
A =4−26−3

Find the larger eigenvalue λ of the matrix A shown.

A = [4 −2; 6 −3]
λ =
7.Differential equationsMedium
t (min)T (°C)51Ta​T = ?

A forged steel part at 460 °C is left to cool in a workshop at 22 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.03 min⁻¹, find its temperature T after 51 min.

T0 = 460 °CTa = 22 °Ck = 0.03 min⁻¹t = 51 min
T = °C
8.Differential equationsHard
xy13(1, 0)y(3) = ?

Solve the initial value problem y′ + 2y/x = 5x for x > 0, with y(1) = 0. Find y(3).

y′ + 2y/x = 5xy(1) = 0
y(3) =

3Solutions

1.Numerical methods

Answer: |E| = 0.03565

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.

Exact value

I = 1.718282

Trapezoid rule

T = (0.5/2)·(1 + 2·1.648721 + 2.718282) = 1.753931

Error

|E| = |1.753931 − 1.718282| = 0.03565

Answer

|E| = 0.03565

Relative error: 2.075%.

2.Numerical methods

Answer: |E| = 0.0984

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₊₁001−10.7510.250.75−0.50.62520.50.625−0.1250.5937530.750.593750.156250.632813410.6328130.3671880.724609

Euler steps

y5 = 0.724609

Exact value

y(1.25) = 0.82301

Global error

|E| = |0.82301 − 0.724609| = 0.0984
00.510.60.81ty

Graph

Answer

|E| = 0.0984

Halving h roughly halves the error of Euler's method.

3.Sequences & series

Answer: A: Σ 1/√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/√k → p-series with p = 1/2 ≤ 1: diverges.
B: Σ (2/3)ᵏ → Geometric with r = 2/3, |r| < 1: converges.
C: Σ (−1)ᵏ/k → Alternating, with 1/k decreasing to 0: converges (conditionally).
D: Σ 1/(3ᵏ + k) → Smaller than (1/3)ᵏ, a convergent geometric series: converges by comparison.

The answer

A: Σ 1/√k

Answer

A: Σ 1/√k
4.Sequences & series

Answer: S = 0.4055

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.

Standard series

Σ (−1)k+1xᵏ/k = ln(1 + x)

Substitute

x = 0.5
S = ln 1.5 = 0.4055

Answer

S = 0.4055
5.Matrices & determinants

Answer: det A = −161

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.

2×2 minors of the first row

M₁₁ = −25, M₁₂ = 1, M₁₃ = 7

Cofactor expansion

det A = 5·(−25) − 1·1 + (−5)·7 = −161

Answer

det A = −161
6.Matrices & determinants

Answer: λ = 1

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.

Characteristic equation

λ² − (1)λ + (0) = 0

Solve

λ = (1 ± √(1))/2 → λ = 0, 1
λ = 1

Answer

λ = 1
7.Differential equations

Answer: T = 116.8 °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) = 22 + 438·e−0.03t

Substitute t

T(51) = 22 + 438·0.2165 = 116.8 °C

Answer

T = 116.8 °C
8.Differential equations

Answer: y(3) = 11.11

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)′ = 5x3 → x2y = 5x4/4 + C

Initial condition

0 = 5/4 + C → C = −1.25

Evaluate

y(3) = (5·34/4 + (−1.25))/32 = 11.11

Answer

y(3) = 11.11

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