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
xy00.33330.666711.3331.6672

Approximate ∫02 √(1 + x³) dx with Simpson's rule using n = 6 strips. Give S.

f(x) = √(1 + x³)[a, b] = [0, 2]n = 6
S =
2.Numerical methodsHard
00.20.40.6−1−0.50ty(0, −1)

Use Heun's method (improved Euler) with h = 0.25 for y′ = cos t − y, y(0) = −1 to estimate y3 ≈ y(0.75).

y′ = cos t − yy(0) = −1h = 0.25
y3 =
3.Sequences & seriesMedium
xx₀ = 2??R

Find the radius of convergence R of the power series Σk=1∞ (2k)!·(x − 2)ᵏ/(k!)².

Σ (2k)!·(x − 2)ᵏ/(k!)²x₀ = 2
R =
4.Sequences & seriesHard

f(x) = sin x is approximated at x = 1.5 by its Maclaurin polynomial of degree n. With the Lagrange bound M·|x|ⁿ⁺¹/(n + 1)! and M = 1, find the smallest degree n that guarantees an error below 0.0005.

f(x) = sin xx = 1.5M = 1ε = 0.0005
n =
5.Matrices & determinantsMedium
A =34−13−2−15−3−3

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

A = [3 4 −1; 3 −2 −1; 5 −3 −3]
det A =
6.Matrices & determinantsHard
A =3331b =102

Solve the system 3x + 3y = 10 and 3x + y = 2. Find x.

3x + 3y = 103x + y = 2
x =
7.Differential equationsMedium
tyy(0) = 3y(1) = ?

Solve y″ + 8y′ + 15y = 0 with y(0) = 3 and y′(0) = 1. Find y(1).

y″ + 8y′ + 15y = 0y(0) = 3y′(0) = 1
y(1) =
8.Differential equationsHard
t (min)m (kg)30 minm = ?

A tank holds 1000 L of water in which 20 kg of salt is dissolved. Brine with 0.25 kg of salt per litre flows in at 2 L/min, and the well-mixed solution flows out at the same rate. How much salt m is in the tank after 30 min?

V = 1000 Lm0 = 20 kgc = 0.25 kg/Lr = 2 L/min
m = kg

3Solutions

1.Numerical methods

Answer: S = 3.241

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)weight001110.3333331.01835420.6666671.138552311.414214441.3333331.835857251.6666672.37268446231

Nodes and values

h = 0.3333
Σ wᵢfᵢ = 1 + 4·1.01835 + 2·1.13855 + 4·1.414214 + 2·1.835857 + 4·2.372684 + 3 = 29.169805

Simpson's rule

S = (0.3333/3)·29.169805 = 3.241

Answer

S = 3.241

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

2.Numerical methods

Answer: y3 = −0.01529

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₊₁00−121.468912−0.56638610.25−0.5663861.5352981.060144−0.24195620.5−0.2419561.1195380.69376−0.0152934

Heun steps

y₁ = −1 + (0.25/2)(2 + 1.468912) = −0.566386
y₂ = −0.566386 + (0.25/2)(1.535298 + 1.060144) = −0.241956
y₃ = −0.241956 + (0.25/2)(1.119538 + 0.69376) = −0.0152934
00.20.40.6−1−0.50ty

Graph

y3 = −0.01529

Answer

y3 = −0.01529
3.Sequences & series

Answer: R = 0.25

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.

Coefficients

ck+1/ck = (2k + 2)(2k + 1)/(k + 1)² → 4, so R = 1/4

Radius

R = 0.25

Answer

R = 0.25

The ratio test says nothing at the two end points; they have to be checked separately.

4.Sequences & series

Answer: n = 8

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)!bound011.5121.125260.56253240.210941200.0632857200.01582650400.003397403200.000635683628800.0001059

Bounds for increasing n

n = 7: 0.0006356 ≥ 0.0005
n = 8: 0.0001059 < 0.0005

Smallest degree

n = 8

Answer

n = 8
5.Matrices & determinants

Answer: det A = 24

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 = 3, M₁₂ = −4, M₁₃ = 1

Cofactor expansion

det A = 3·3 − 4·(−4) + (−1)·1 = 24

Answer

det A = 24
6.Matrices & determinants

Answer: x = −0.6667

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 = 3·1 − 3·3 = −6

Replace the x column

det Aₓ = 10·1 − 3·2 = 4
x = 4/(−6) = −0.6667

Answer

x = −0.6667
y = 4
7.Differential equations

Answer: y(1) = 0.3646

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.

Characteristic roots

(r + 3)(r + 5) = 0 → r = −3, −5

Constants from the initial values

A + B = 3, −3A − 5B = 1
A = 8, B = −5

Evaluate

y(1) = 8·e−3 + (−5)·e−5 = 0.3646

Answer

y(1) = 0.3646
8.Differential equations

Answer: m = 33.39 kg

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.

Set up the equation

dm/dt = 2·0.25 − (2/1000)·m = 0.5 − 0.002·m

Solve

The integrating factor is ert/V; the solution approaches the equilibrium c·V.

m(t) = 250 + (−230)·e−t/500

Substitute t

m(30) = 250 + (−230)·0.9418 = 33.39 kg

Answer

m = 33.39 kg

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