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 sin x dx with the trapezoid rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = sin x[a, b] = [0, 1]n = 2
|E| =
2.Numerical methodsHard
00.20.40.646ty(0, 3)

Use Heun's method (improved Euler) with h = 0.25 for y′ = t + y, y(0) = 3 to estimate y3 ≈ y(0.75).

y′ = t + yy(0) = 3h = 0.25
y3 =
3.Sequences & seriesMedium
k|aₖ₊₁/aₖ|123456789101112

Apply the ratio test to Σk=1∞ k·2ᵏ/5ᵏ. Find L = lim |ak+1/ak|.

ak = k·2ᵏ/5ᵏ
L =
4.Sequences & seriesHard

f(x) = cos 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 1 × 10⁻⁵.

f(x) = cos xx = 1.5M = 1ε = 1 × 10⁻⁵
n =
5.Matrices & determinantsMedium
A =4−43−30−5131

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

A = [4 −4 3; −3 0 −5; 1 3 1]
det A =
6.Matrices & determinantsHard
A =4−121

Find the larger eigenvalue λ of the matrix A shown.

A = [4 −1; 2 1]
λ =
7.Differential equationsMedium
t (min)T (°C)54Ta​195 °C81 °C

A forged steel part at 320 °C is left to cool in a workshop at 20 °C. After 54 min its temperature is 195 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 81 °C?

T0 = 320 °CTa = 20 °CT(54) = 195 °CT = 81 °C
t = min
8.Differential equationsHard
t (min)m (kg)5 minm = ?

A tank holds 100 L of pure water. Brine with 0.05 kg of salt per litre flows in at 10 L/min, and the well-mixed solution flows out at the same rate. How much salt m is in the tank after 5 min?

V = 100 Lm0 = 0 kgc = 0.05 kg/Lr = 10 L/min
m = kg

3Solutions

1.Numerical methods

Answer: |E| = 0.009617

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 = 0.459698

Trapezoid rule

T = (0.5/2)·(0 + 2·0.479426 + 0.841471) = 0.450081

Error

|E| = |0.450081 − 0.459698| = 0.009617

Answer

|E| = 0.009617

Relative error: 2.092%.

2.Numerical methods

Answer: y3 = 6.663

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₊₁003343.87510.253.8754.1255.406255.06640620.55.0664065.5664067.2080086.663208

Heun steps

y₁ = 3 + (0.25/2)(3 + 4) = 3.875
y₂ = 3.875 + (0.25/2)(4.125 + 5.40625) = 5.066406
y₃ = 5.066406 + (0.25/2)(5.566406 + 7.208008) = 6.663208
00.20.40.646ty

Graph

y3 = 6.663

Answer

y3 = 6.663

The exact value is y(0.75) = 6.718.

3.Sequences & series

Answer: L = 0.4

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.

Ratio of consecutive terms

|ak+1/ak| = ((k + 1)/k)·2/5 → 2/5

Conclusion

L = 0.4 < 1

Answer

L = 0.4

L < 1, so the series converges.

4.Sequences & series

Answer: n = 10

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)!bound011.5121.125260.56253240.210941200.0632857200.01582650400.003397403200.000635683628800.0001059936288001.589 × 10⁻⁵10399168002.167 × 10⁻⁶

Bounds for increasing n

n = 9: 1.589 × 10⁻⁵ ≥ 1 × 10⁻⁵
n = 10: 2.167 × 10⁻⁶ < 1 × 10⁻⁵

Smallest degree

n = 10

Answer

n = 10
5.Matrices & determinants

Answer: det A = 41

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 = 15, M₁₂ = 2, M₁₃ = −9

Cofactor expansion

det A = 4·15 − (−4)·2 + 3·(−9) = 41

Answer

det A = 41
6.Matrices & determinants

Answer: λ = 3

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 − (5)λ + (6) = 0

Solve

λ = (5 ± √(1))/2 → λ = 2, 3
λ = 3

Answer

λ = 3
7.Differential equations

Answer: t = 159.6 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(300/175)/54 = 0.009981 min⁻¹

Time to reach the target

t = ln(300/61)/0.009981 = 159.6 min

Answer

t = 159.6 min
8.Differential equations

Answer: m = 1.967 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 = 10·0.05 − (10/100)·m = 0.5 − 0.1·m

Solve

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

m(t) = 5 + (−5)·e−t/10

Substitute t

m(5) = 5 + (−5)·0.6065 = 1.967 kg

Answer

m = 1.967 kg

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