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
00.20.40.600.05ty(0, 0)

Use Heun's method (improved Euler) with h = 0.2 for y′ = t² + y², y(0) = 0 to estimate y3 ≈ y(0.6).

y′ = t² + y²y(0) = 0h = 0.2
y3 =
3.Sequences & seriesMedium
kSn​12345678910S = ?

Find the sum S = Σk=1∞ 3/(k(k + 2)).

ak = 3/(k(k + 2))
S =
4.Sequences & seriesHard

f(x) = eˣ is approximated by its Maclaurin polynomial of degree 2 at x = 1. Use the Lagrange error bound M·|x|ⁿ⁺¹/(n + 1)! with M = e1 = 2.718 to find the largest possible error |R₂|.

f(x) = eˣn = 2x = 1M = 2.718
|R₂| =
5.Matrices & determinantsMedium
A =−2151−142−4−1

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

A = [−2 1 5; 1 −1 4; 2 −4 −1]
det A =
6.Matrices & determinantsHard
A =−13−41b =0−3

Solve the system −x + 3y = 0 and −4x + y = −3. Find x.

−x + 3y = 0−4x + y = −3
x =
7.Differential equationsMedium
tyy(0) = 4y(0.5) = ?

Solve y″ + 4y′ + 3y = 0 with y(0) = 4 and y′(0) = -2. Find y(0.5).

y″ + 4y′ + 3y = 0y(0) = 4y′(0) = -2
y(0.5) =
8.Differential equationsHard
tyK = 1y(0.75) = ?

A system obeys y″ + y′ + 4.25y = 4.25 for t ≥ 0, starting from rest: y(0) = 0, y′(0) = 0. Find y(0.75); angles in radians.

y″ + y′ + 4.25y = 4.25y(0) = 0y′(0) = 0
y(0.75) =

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 = 0.07639

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₊₁00000.040.00410.20.0040.0400160.1601440.02401620.40.0240160.1605770.3631510.0763888

Heun steps

y₁ = 0 + (0.2/2)(0 + 0.04) = 0.004
y₂ = 0.004 + (0.2/2)(0.040016 + 0.160144) = 0.024016
y₃ = 0.024016 + (0.2/2)(0.160577 + 0.363151) = 0.0763888
00.20.40.600.05ty

Graph

y3 = 0.07639

Answer

y3 = 0.07639
3.Sequences & series

Answer: S = 2.25

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 + 2)) = (3/2)·(1/k − 1/(k + 2))

Cancel

S = (3/2)·(1 + 1/2) = 2.25

Answer

S = 2.25
4.Sequences & series

Answer: |R₂| = 0.453

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.

Bound on the derivative

M = e1 = 2.718

Lagrange bound

|R₂| ≤ 2.718·1³/3! = 0.453

Answer

|R₂| = 0.453

The true error is smaller: |f(1) − P₂(1)| = 0.2183.

5.Matrices & determinants

Answer: det A = −35

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 = 17, M₁₂ = −9, M₁₃ = −2

Cofactor expansion

det A = (−2)·17 − 1·(−9) + 5·(−2) = −35

Answer

det A = −35
6.Matrices & determinants

Answer: x = 0.8182

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 = (−1)·1 − 3·(−4) = 11

Replace the x column

det Aₓ = 0·1 − 3·(−3) = 9
x = 9/11 = 0.8182

Answer

x = 0.8182
y = 0.2727
7.Differential equations

Answer: y(0.5) = 2.81

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 + 1)(r + 3) = 0 → r = −1, −3

Constants from the initial values

A + B = 4, −1A − 3B = -2
A = 5, B = −1

Evaluate

y(0.5) = 5·e−0.5 + (−1)·e−1.5 = 2.81

Answer

y(0.5) = 2.81
8.Differential equations

Answer: y(0.75) = 0.78

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.

Steady value and roots

yss = 1, r = −0.5 ± 2j

Constants from the initial values

y(0) = 1 + A = 0 → A = −1
y′(0) = −0.5A + 2B = 0 → B = −0.25

Evaluate

y(0.75) = 1·(1 − e−0.375(cos 1.5 + 0.25·sin 1.5)) = 0.78

Answer

y(0.75) = 0.78

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