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
xy00.511.52

Approximate ∫02 e−x² dx with the trapezoid rule using n = 4 strips. Give T.

f(x) = e−x²[a, b] = [0, 2]n = 4
T =
2.Numerical methodsHard
00.20.40.51ty(0, 0.5)

Use Heun's method (improved Euler) with h = 0.25 for y′ = 1 + sin(ty), y(0) = 0.5 to estimate y2 ≈ y(0.5).

y′ = 1 + sin(ty)y(0) = 0.5h = 0.25
y2 =
3.Sequences & seriesMedium
kSn​12345678910S = ?

Find the sum S = Σk=1∞ 3/(k(k + 1)).

ak = 3/(k(k + 1))
S =
4.Sequences & seriesHard

Recognise the series and find its sum: S = Σk=1∞ k·0.5ᵏ.

ak = k·0.5ᵏ
S =
5.Matrices & determinantsMedium
A =6−215B =453−4

Let C = AB for the matrices shown. Find the entry c11 (row 1, column 1).

A = [6 −2; 1 5]B = [4 5; 3 −4]
c11 =
6.Matrices & determinantsHard
A =42−1−1b =−2−7

Solve the system 4x + 2y = −2 and −x − y = −7. Find x.

4x + 2y = −2−x − y = −7
x =
7.Differential equationsMedium
t (min)T (°C)57Ta​44 °C202 °C

A forged steel part at 440 °C is left to cool in a workshop at 20 °C. After 57 min its temperature is 44 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 202 °C?

T0 = 440 °CTa = 20 °CT(57) = 44 °CT = 202 °C
t = min
8.Differential equationsHard
xy12(1, 4)y(2) = ?

Solve the initial value problem y′ + 3y/x = 4x2 for x > 0, with y(1) = 4. Find y(2).

y′ + 3y/x = 4x2y(1) = 4
y(2) =

3Solutions

1.Numerical methods

Answer: T = 0.8806

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)weight001110.50.7788012210.367879231.50.1053992420.01831561

Nodes and values

h = 0.5
Σ wᵢfᵢ = 1 + 2·0.778801 + 2·0.367879 + 2·0.105399 + 0.0183156 = 3.522475

Trapezoid rule

T = (0.5/2)·3.522475 = 0.8806

Answer

T = 0.8806

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

2.Numerical methods

Answer: y2 = 1.111

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₊₁000.511.1864030.773310.250.77331.1921231.5104141.111117

Heun steps

y₁ = 0.5 + (0.25/2)(1 + 1.186403) = 0.7733
y₂ = 0.7733 + (0.25/2)(1.192123 + 1.510414) = 1.111117
00.20.40.51ty

Graph

y2 = 1.111

Answer

y2 = 1.111
3.Sequences & series

Answer: S = 3

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

3/(k(k + 1)) = 3·(1/k − 1/(k + 1))

Cancel

S = 3·1 = 3

Answer

S = 3
4.Sequences & series

Answer: S = 2

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 k·xᵏ = x/(1 − x)²

Substitute

x = 0.5
S = 0.5/(1 − 0.5)² = 2

Answer

S = 2
5.Matrices & determinants

Answer: c11 = 18

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

c11 = 6·4 + (−2)·3 = 18

Answer

c11 = 18
6.Matrices & determinants

Answer: x = −8

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 = 4·(−1) − 2·(−1) = −2

Replace the x column

det Aₓ = (−2)·(−1) − 2·(−7) = 16
x = 16/(−2) = −8

Answer

x = −8
y = 15
7.Differential equations

Answer: t = 16.65 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(420/24)/57 = 0.05021 min⁻¹

Time to reach the target

t = ln(420/182)/0.05021 = 16.65 min

Answer

t = 16.65 min
8.Differential equations

Answer: y(2) = 5.75

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∫3/x dx = x3

Integrate

(x3y)′ = 4x5 → x3y = 4x6/6 + C

Initial condition

4 = 4/6 + C → C = 3.333

Evaluate

y(2) = (4·26/6 + 3.333)/23 = 5.75

Answer

y(2) = 5.75

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