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
xy00.511.5

Approximate ∫01.5 1/(1 + x³) dx with the trapezoid rule using n = 3 strips. Give T.

f(x) = 1/(1 + x³)[a, b] = [0, 1.5]n = 3
T =
2.Numerical methodsHard
00.050.10.50.510.520.53ty(0, 0.5)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.1 for y′ = t² + y², y(0) = 0.5. Find y₁ ≈ y(0.1).

y′ = t² + y²y(0) = 0.5h = 0.1
y1 =
3.Sequences & seriesMedium
xx₀ = 3??R

The power series Σk=1∞ k²·3ᵏ·(x − 3)ᵏ converges on an interval around x₀ = 3. Find the left end x of that interval.

Σ k²·3ᵏ·(x − 3)ᵏx₀ = 3
x =
4.Sequences & seriesHard

f(x) = sin x is approximated at x = 2 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 = 2M = 1ε = 0.0005
n =
5.Matrices & determinantsMedium
A =31−3−1B =221−2

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

A = [3 1; −3 −1]B = [2 2; 1 −2]
c21 =
6.Matrices & determinantsHard
A =6−231

Find the larger eigenvalue λ of the matrix A shown.

A = [6 −2; 3 1]
λ =
7.Differential equationsMedium
tyy(0) = 5y(1.5) = ?

Solve y″ + 8y′ + 15y = 0 with y(0) = 5 and y′(0) = 6. Find y(1.5).

y″ + 8y′ + 15y = 0y(0) = 5y′(0) = 6
y(1.5) =
8.Differential equationsHard
ty2y(2) = ?

Solve y′ + 0.5y = 10e−2t with y(0) = 0. Find y(2).

y′ + 0.5y = 10e−2ty(0) = 0
y(2) =

3Solutions

1.Numerical methods

Answer: T = 1.002

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)weight001110.50.8888892210.5231.50.2285711

Nodes and values

h = 0.5
Σ wᵢfᵢ = 1 + 2·0.888889 + 2·0.5 + 0.228571 = 4.006349

Trapezoid rule

T = (0.5/2)·4.006349 = 1.002

Answer

T = 1.002

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

2.Numerical methods

Answer: y1 = 0.5267

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.

Four slopes

k₁ = f(0, 0.5) = 0.25
k₂ = f(0.05, 0.5125) = 0.265156
k₃ = f(0.05, 0.513258) = 0.265934
k₄ = f(0.1, 0.526593) = 0.287301

Combine

y₁ = 0.5 + (0.1/6)(0.25 + 2·0.265156 + 2·0.265934 + 0.287301) = 0.5267

Answer

y1 = 0.5267
3.Sequences & series

Answer: x = 2.667

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/ck+1 = (1/3)·(k/(k + 1))² → 1/3

Radius

R = 0.3333

Interval

2.667 < x < 3.333
x = 2.667

Answer

x = 2.667

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

4.Sequences & series

Answer: n = 9

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)!bound012122261.3333240.666741200.266757200.08889650400.02547403200.00634983628800.001411936288000.0002822

Bounds for increasing n

n = 8: 0.001411 ≥ 0.0005
n = 9: 0.0002822 < 0.0005

Smallest degree

n = 9

Answer

n = 9
5.Matrices & determinants

Answer: c21 = −7

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 = (−3)·2 + (−1)·1 = −7

Answer

c21 = −7
6.Matrices & determinants

Answer: λ = 4

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 − (7)λ + (12) = 0

Solve

λ = (7 ± √(1))/2 → λ = 3, 4
λ = 4

Answer

λ = 4
7.Differential equations

Answer: y(1.5) = 0.1664

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 = 5, −3A − 5B = 6
A = 15.5, B = −10.5

Evaluate

y(1.5) = 15.5·e−4.5 + (−10.5)·e−7.5 = 0.1664

Answer

y(1.5) = 0.1664
8.Differential equations

Answer: y(2) = 2.33

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 = e0.5t
(e0.5ty)′ = 10e−1.5t

General solution

y = 10/(−1.5)·e−2t + C·e−0.5t = −6.667·e−2t + C·e−0.5t

Initial condition

0 = −6.667 + C → C = 6.667

Evaluate

y(2) = −6.667·0.01832 + 6.667·0.3679 = 2.33

Answer

y(2) = 2.33

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