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
xy00.250.50.751

Approximate ∫01 eˣ dx with the trapezoid rule, n = 4, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = eˣ[a, b] = [0, 1]n = 4
|E| =
2.Numerical methodsHard
00.050.10.150.20.50.60.7ty(0, 0.5)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.2 for y′ = e−ty, y(0) = 0.5. Find y₁ ≈ y(0.2).

y′ = e−tyy(0) = 0.5h = 0.2
y1 =
3.Sequences & seriesMedium
kSn​12345678910S = ?

Find the sum S = Σk=1∞ 4/(k(k + 4)).

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

Find the coefficient c₃ of (x − 4)³ in the Taylor series of f(x) = ln x about a = 4.

f(x) = ln xa = 4k = 3
c₃ =
5.Matrices & determinantsMedium
A =5−1−2−6B =−15−6−4

Let C = AB for the matrices shown. Find the entry c22 (row 2, column 2).

A = [5 −1; −2 −6]B = [−1 5; −6 −4]
c22 =
6.Matrices & determinantsHard
A =−235−2b =−106

Solve the system −2x + 3y = −10 and 5x − 2y = 6. Find x.

−2x + 3y = −105x − 2y = 6
x =
7.Differential equationsMedium
t (min)T (°C)22Ta​30 °C65 °C

A cup of coffee at 88 °C is left in a room at 21 °C. After 22 min its temperature is 30 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 65 °C?

T0 = 88 °CTa = 21 °CT(22) = 30 °CT = 65 °C
t = min
8.Differential equationsHard
tyK = 10y(1) = ?

A system obeys y″ + 3y′ + 11.25y = 112.5 for t ≥ 0, starting from rest: y(0) = 0, y′(0) = 0. Find y(1); angles in radians.

y″ + 3y′ + 11.25y = 112.5y(0) = 0y′(0) = 0
y(1) =

3Solutions

1.Numerical methods

Answer: |E| = 0.00894

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 = 1.718282

Trapezoid rule

T = (0.25/2)·(1 + 2·1.284025 + 2·1.648721 + 2·2.117 + 2.718282) = 1.727222

Error

|E| = |1.727222 − 1.718282| = 0.00894

Answer

|E| = 0.00894

Relative error: 0.5203%.

2.Numerical methods

Answer: y1 = 0.688

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(0.1, 0.6) = 0.941765
k₃ = f(0.1, 0.594176) = 0.942313
k₄ = f(0.2, 0.688463) = 0.871367

Combine

y₁ = 0.5 + (0.2/6)(1 + 2·0.941765 + 2·0.942313 + 0.871367) = 0.688

Answer

y1 = 0.688
3.Sequences & series

Answer: S = 2.083

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

4/(k(k + 4)) = (4/4)·(1/k − 1/(k + 4))

Cancel

S = (4/4)·(1 + 1/2 + 1/3 + 1/4) = 2.083

Answer

S = 2.083
4.Sequences & series

Answer: c₃ = 0.005208

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.

Derivative f⁽³⁾

f⁽³⁾(x) = 2/x³

Coefficient

c₃ = f⁽³⁾(4)/3! = 2/(4³·6) = 0.005208
c₃ = 0.005208

Answer

c₃ = 0.005208
5.Matrices & determinants

Answer: c22 = 14

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

c22 = (−2)·5 + (−6)·(−4) = 14

Answer

c22 = 14
6.Matrices & determinants

Answer: x = −0.1818

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 = (−2)·(−2) − 3·5 = −11

Replace the x column

det Aₓ = (−10)·(−2) − 3·6 = 2
x = 2/(−11) = −0.1818

Answer

x = −0.1818
y = −3.455
7.Differential equations

Answer: t = 4.608 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(67/9)/22 = 0.09125 min⁻¹

Time to reach the target

t = ln(67/44)/0.09125 = 4.608 min

Answer

t = 4.608 min
8.Differential equations

Answer: y(1) = 12.05

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 = 10, r = −1.5 ± 3j

Constants from the initial values

y(0) = 10 + A = 0 → A = −10
y′(0) = −1.5A + 3B = 0 → B = −5

Evaluate

y(1) = 10·(1 − e−1.5(cos 3 + 0.5·sin 3)) = 12.05

Answer

y(1) = 12.05

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