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
xy00.3750.751.1251.5

Approximate ∫01.5 1/√(1 + x⁴) dx with Simpson's rule using n = 4 strips. Give S.

f(x) = 1/√(1 + x⁴)[a, b] = [0, 1.5]n = 4
S =
2.Numerical methodsHard
00.20.40.611.52ty(0, 1)

Use Heun's method (improved Euler) with h = 0.25 for y′ = 1 + sin(ty), y(0) = 1 to estimate y3 ≈ y(0.75).

y′ = 1 + sin(ty)y(0) = 1h = 0.25
y3 =
3.Sequences & seriesMedium
kSn​12345678910S = ?

Find the sum S = Σk=1∞ 6/(k(k + 2)).

ak = 6/(k(k + 2))
S =
4.Sequences & seriesHard

f(x) = ln(1 + x) is approximated by its Maclaurin polynomial of degree 4 at x = 0.3. Use the Lagrange error bound M·|x|ⁿ⁺¹/(n + 1)! with M = 4! = 24 to find the largest possible error |R₄|.

f(x) = ln(1 + x)n = 4x = 0.3M = 24
|R₄| =
5.Matrices & determinantsMedium
A =−5−5−1−2−4−253−5

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

A = [−5 −5 −1; −2 −4 −2; 5 3 −5]
det A =
6.Matrices & determinantsHard
A =5−6−6−4b =−126

Solve the system 5x − 6y = −12 and −6x − 4y = 6. Find x.

5x − 6y = −12−6x − 4y = 6
x =
7.Differential equationsMedium
t (min)T (°C)10Ta​397 °C211 °C

A forged steel part at 480 °C is left to cool in a workshop at 24 °C. After 10 min its temperature is 397 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 211 °C?

T0 = 480 °CTa = 24 °CT(10) = 397 °CT = 211 °C
t = min
8.Differential equationsHard
tyK = 2ymax​ = ?

A system obeys y″ + 4y′ + 13y = 26 for t ≥ 0, starting from rest: y(0) = 0, y′(0) = 0. Find the peak value ymax of its step response.

y″ + 4y′ + 13y = 26y(0) = 0y′(0) = 0
ymax =

3Solutions

1.Numerical methods

Answer: S = 1.199

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)weight001110.3750.990257420.750.871576231.1250.619958441.50.4061381

Nodes and values

h = 0.375
Σ wᵢfᵢ = 1 + 4·0.990257 + 2·0.871576 + 4·0.619958 + 0.406138 = 9.590149

Simpson's rule

S = (0.375/3)·9.590149 = 1.199

Answer

S = 1.199

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

2.Numerical methods

Answer: y3 = 2.136

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.

ntₙyₙk₁k₂yₙ₊₁00111.3074391.2884310.251.288431.3165661.7234491.66843220.51.6684321.740771.9999762.136025

Heun steps

y₁ = 1 + (0.25/2)(1 + 1.307439) = 1.28843
y₂ = 1.28843 + (0.25/2)(1.316566 + 1.723449) = 1.668432
y₃ = 1.668432 + (0.25/2)(1.74077 + 1.999976) = 2.136025
00.20.40.611.52ty

Graph

y3 = 2.136

Answer

y3 = 2.136
3.Sequences & series

Answer: S = 4.5

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.

Partial fractions

6/(k(k + 2)) = (6/2)·(1/k − 1/(k + 2))

Cancel

S = (6/2)·(1 + 1/2) = 4.5

Answer

S = 4.5
4.Sequences & series

Answer: |R₄| = 0.000486

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.

Bound on the derivative

M = 4! = 24

Lagrange bound

|R₄| ≤ 24·0.3⁵/5! = 0.000486

Answer

|R₄| = 0.000486

The true error is smaller: |f(0.3) − P₄(0.3)| = 0.0003893.

5.Matrices & determinants

Answer: det A = −44

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 = 26, M₁₂ = 20, M₁₃ = 14

Cofactor expansion

det A = (−5)·26 − (−5)·20 + (−1)·14 = −44

Answer

det A = −44
6.Matrices & determinants

Answer: x = −1.5

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 = 5·(−4) − (−6)·(−6) = −56

Replace the x column

det Aₓ = (−12)·(−4) − (−6)·6 = 84
x = 84/(−56) = −1.5

Answer

x = −1.5
y = 0.75
7.Differential equations

Answer: t = 44.37 min

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.

Cooling constant

k = ln(456/373)/10 = 0.02009 min⁻¹

Time to reach the target

t = ln(456/187)/0.02009 = 44.37 min

Answer

t = 44.37 min
8.Differential equations

Answer: ymax = 2.246

Second-order linear equations: for y″ + b·y′ + c·y = 0 try y = ert: this gives the characteristic equation r² + b·r + c = 0. Two real roots r₁ ≠ r₂ give y = A·er₁t + B·er₂t (overdamped); a double root r gives y = (A + Bt)·ert (critically damped); complex roots −α ± jω give y = e−αt(A cos ωt + B sin ωt) (underdamped, oscillating). The initial values y(0) and y′(0) fix A and B. Written as y″ + 2ζωny′ + ωn²y = 0, ωn is the natural frequency and ζ the damping ratio: ζ < 1 oscillates. With a constant input, y″ + by′ + cy = c·K, the solution is the steady value K plus the free response.

Steady value and roots

yss = 2, r = −2 ± 3j

Constants from the initial values

y(0) = 2 + A = 0 → A = −2
y′(0) = −2A + 3B = 0 → B = −1.333

Peak

t = π/3 = 1.047
ymax = 2·(1 + e−2·π/3) = 2.246

Answer

ymax = 2.246

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