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
xy00.40.81.21.62

Approximate ∫02 e−x² dx with the trapezoid rule using n = 5 strips. Give T.

f(x) = e−x²[a, b] = [0, 2]n = 5
T =
2.Numerical methodsHard
00.5111.52ty(0, 1)

Solve y′ = y(2 − y), y(0) = 1 with Euler's method and step h = 0.25 up to t = 1. The exact solution is y = 2y₀/(y₀ + (2 − y₀)e−2t). Find the global error |E| = |y(1) − y4|.

y′ = y(2 − y)y(0) = 1h = 0.25
|E| =
3.Sequences & seriesMedium
kSn​12345678910S = ?

Find the sum S = Σk=1∞ 2/(k(k + 2)).

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

f(x) = cos x is approximated at x = 1 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 0.0001.

f(x) = cos xx = 1M = 1ε = 0.0001
n =
5.Matrices & determinantsMedium
A =046−1B =0−5−2−4

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

A = [0 4; 6 −1]B = [0 −5; −2 −4]
c11 =
6.Matrices & determinantsHard
A =43−1−2b =−4−2

Solve the system 4x + 3y = −4 and −x − 2y = −2. Find x.

4x + 3y = −4−x − 2y = −2
x =
7.Differential equationsMedium
t (min)T (°C)24Ta​271 °C

A forged steel part at 420 °C is left to cool in a workshop at 29 °C. After 24 min its temperature is 271 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 420 °CTa = 29 °CT(24) = 271 °C
k = min⁻¹
8.Differential equationsHard
ty0.5y(0.5) = ?

Solve y′ + y = 3e−3t with y(0) = 4. Find y(0.5).

y′ + y = 3e−3ty(0) = 4
y(0.5) =

3Solutions

1.Numerical methods

Answer: T = 0.8811

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)weight001110.40.852144220.80.527292231.20.236928241.60.07730472520.01831561

Nodes and values

h = 0.4
Σ wᵢfᵢ = 1 + 2·0.852144 + 2·0.527292 + 2·0.236928 + 2·0.0773047 + 0.0183156 = 4.405653

Trapezoid rule

T = (0.4/2)·4.405653 = 0.8811

Answer

T = 0.8811

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

2.Numerical methods

Answer: |E| = 0.04998

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.

ntₙyₙf(tₙ, yₙ)yₙ₊₁00111.2510.251.250.93751.48437520.51.4843750.7653811.6757230.751.675720.5434021.811571

Euler steps

y4 = 1.811571

Exact value

y(1) = 1.761594

Global error

|E| = |1.761594 − 1.811571| = 0.04998
00.5111.52ty

Graph

Answer

|E| = 0.04998

Halving h roughly halves the error of Euler's method.

3.Sequences & series

Answer: S = 1.5

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

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

Cancel

S = (2/2)·(1 + 1/2) = 1.5

Answer

S = 1.5
4.Sequences & series

Answer: n = 7

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)!bound011120.5260.16673240.0416741200.00833357200.001389650400.00019847403202.48 × 10⁻⁵

Bounds for increasing n

n = 6: 0.0001984 ≥ 0.0001
n = 7: 2.48 × 10⁻⁵ < 0.0001

Smallest degree

n = 7

Answer

n = 7
5.Matrices & determinants

Answer: c11 = −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.

Row times column

c11 = 0·0 + 4·(−2) = −8

Answer

c11 = −8
6.Matrices & determinants

Answer: x = −2.8

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·(−2) − 3·(−1) = −5

Replace the x column

det Aₓ = (−4)·(−2) − 3·(−2) = 14
x = 14/(−5) = −2.8

Answer

x = −2.8
y = 2.4
7.Differential equations

Answer: k = 0.01999 min⁻¹

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.

Ratio of temperature differences

e−24k = 242/391

Solve for k

k = ln(391/242)/24 = 0.01999 min⁻¹

Answer

k = 0.01999 min⁻¹
8.Differential equations

Answer: y(0.5) = 3.001

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 = et
(ety)′ = 3e−2t

General solution

y = 3/(−2)·e−3t + C·e−t = −1.5·e−3t + C·e−t

Initial condition

4 = −1.5 + C → C = 5.5

Evaluate

y(0.5) = −1.5·0.2231 + 5.5·0.6065 = 3.001

Answer

y(0.5) = 3.001

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