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
xy00.30.60.91.21.5

Approximate ∫01.5 √(1 + x³) dx with the trapezoid rule using n = 5 strips. Give T.

f(x) = √(1 + x³)[a, b] = [0, 1.5]n = 5
T =
2.Numerical methodsHard
00.050.10.50.550.6ty(0, 0.5)

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

y′ = e−tyy(0) = 0.5h = 0.1
y1 =
3.Sequences & seriesMedium
kSn​12345678910S = ?

Find the sum S = Σk=1∞ 1/(k(k + 1)).

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

f(x) = sin x is approximated at x = 0.5 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 × 10⁻⁶.

f(x) = sin xx = 0.5M = 1ε = 1 × 10⁻⁶
n =
5.Matrices & determinantsMedium
A =−20−1−324−152

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

A = [−2 0 −1; −3 2 4; −1 5 2]
det A =
6.Matrices & determinantsHard
A =−5453b =−4−1

Solve the system −5x + 4y = −4 and 5x + 3y = −1. Find x.

−5x + 4y = −45x + 3y = −1
x =
7.Differential equationsMedium
tyy(0) = 1y(2) = ?

Solve y″ + 6y′ + 9y = 0 with y(0) = 1 and y′(0) = -2. Find y(2).

y″ + 6y′ + 9y = 0y(0) = 1y′(0) = -2
y(2) =
8.Differential equationsHard
tyy(0) = 1y(0.25) = ?

Solve y″ + y′ + 9.25y = 0 with y(0) = 1 and y′(0) = 0 (released from rest). Find y(0.25); angles in radians.

y″ + y′ + 9.25y = 0y(0) = 1y′(0) = 0
y(0.25) =

3Solutions

1.Numerical methods

Answer: T = 1.989

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)weight001110.31.01341220.61.102724230.91.314914241.21.651666251.52.091651

Nodes and values

h = 0.3
Σ wᵢfᵢ = 1 + 2·1.01341 + 2·1.102724 + 2·1.314914 + 2·1.651666 + 2.09165 = 13.257079

Trapezoid rule

T = (0.3/2)·13.257079 = 1.989

Answer

T = 1.989

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

2.Numerical methods

Answer: y1 = 0.5972

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) = 1
k₂ = f(0.05, 0.55) = 0.972875
k₃ = f(0.05, 0.548644) = 0.972941
k₄ = f(0.1, 0.597294) = 0.942019

Combine

y₁ = 0.5 + (0.1/6)(1 + 2·0.972875 + 2·0.972941 + 0.942019) = 0.5972

Answer

y1 = 0.5972
3.Sequences & series

Answer: S = 1

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

1/(k(k + 1)) = 1·(1/k − 1/(k + 1))

Cancel

S = 1·1 = 1

Answer

S = 1
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)!bound010.5120.125260.020833240.00260441200.000260457202.17 × 10⁻⁵650401.55 × 10⁻⁶7403209.688 × 10⁻⁸

Bounds for increasing n

n = 6: 1.55 × 10⁻⁶ ≥ 1 × 10⁻⁶
n = 7: 9.688 × 10⁻⁸ < 1 × 10⁻⁶

Smallest degree

n = 7

Answer

n = 7
5.Matrices & determinants

Answer: det A = 45

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 = −16, M₁₂ = −2, M₁₃ = −13

Cofactor expansion

det A = (−2)·(−16) − 0·(−2) + (−1)·(−13) = 45

Answer

det A = 45
6.Matrices & determinants

Answer: x = 0.2286

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 = (−5)·3 − 4·5 = −35

Replace the x column

det Aₓ = (−4)·3 − 4·(−1) = −8
x = −8/(−35) = 0.2286

Answer

x = 0.2286
y = −0.7143
7.Differential equations

Answer: y(2) = 0.007436

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.

Double root

(r + 3)² = 0 → r = −3

Constants

A = y(0) = 1
y′(0) = B − 3A → B = -2 + 3 = 1

Evaluate

y(2) = (1 + 1·2)·e−6 = 0.007436

Answer

y(2) = 0.007436
8.Differential equations

Answer: y(0.25) = 0.746

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.

Complex roots

r = −0.5 ± 3j

Constants

A = 1, B = 0.5·1/3 = 0.1667

Evaluate

y(0.25) = e−0.125(1·cos 0.75 + 0.1667·sin 0.75) = 0.746

Answer

y(0.25) = 0.746

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