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
t (s)0246810v (m/s)1325713

A vehicle's speed is measured every 2 s (table). Estimate the distance s travelled from t = 0 to t = 10 s with the trapezoid rule.

h = 2 sn = 5
s = m
2.Numerical methodsHard
00.20.411.5ty(0, 1)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.5 for y′ = 1 + sin(ty), y(0) = 1. Find y₁ ≈ y(0.5).

y′ = 1 + sin(ty)y(0) = 1h = 0.5
y1 =
3.Sequences & seriesMedium
kSn​12345678910

Find the sum S = Σk=132 12/(k(k + 1)).

ak = 12/(k(k + 1))n = 32
S =
4.Sequences & seriesHard

f(x) = cos x is approximated by its Maclaurin polynomial of degree 3 at x = 0.5. Use the Lagrange error bound M·|x|ⁿ⁺¹/(n + 1)! with M = 1 to find the largest possible error |R₃|.

f(x) = cos xn = 3x = 0.5M = 1
|R₃| =
5.Matrices & determinantsMedium
A =2−2−1−45−401−4

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

A = [2 −2 −1; −4 5 −4; 0 1 −4]
det A =
6.Matrices & determinantsHard
A =021−1

Find the larger eigenvalue λ of the matrix A shown.

A = [0 2; 1 −1]
λ =
7.Differential equationsMedium
t (min)T (°C)42Ta​61 °C39 °C

A forged steel part at 320 °C is left to cool in a workshop at 25 °C. After 42 min its temperature is 61 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 39 °C?

T0 = 320 °CTa = 25 °CT(42) = 61 °CT = 39 °C
t = min
8.Differential equationsHard
xy13(1, 2)y(3) = ?

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

y′ + 2y/x = 2xy(1) = 2
y(3) =

3Solutions

1.Numerical methods

Answer: s = 48 m

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.

Weighted sum

1 + 2·3 + 2·2 + 2·5 + 2·7 + 13 = 48

Trapezoid rule

s = (2/2)·48 = 48 m

Answer

s = 48 m
2.Numerical methods

Answer: y1 = 1.667

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, 1) = 1
k₂ = f(0.25, 1.25) = 1.307439
k₃ = f(0.25, 1.32686) = 1.325665
k₄ = f(0.5, 1.662832) = 1.738886

Combine

y₁ = 1 + (0.5/6)(1 + 2·1.307439 + 2·1.325665 + 1.738886) = 1.667

Answer

y1 = 1.667
3.Sequences & series

Answer: S = 11.64

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

12/(k(k + 1)) = 12·(1/k − 1/(k + 1))

Cancel

S = 12·(1 − 1/33) = 11.64

Answer

S = 11.64
4.Sequences & series

Answer: |R₃| = 0.002604

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 = 1

Lagrange bound

|R₃| ≤ 1·0.5⁴/4! = 0.002604

Answer

|R₃| = 0.002604

The true error is smaller: |f(0.5) − P₃(0.5)| = 0.002583.

5.Matrices & determinants

Answer: det A = 4

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 = 16, M₁₃ = −4

Cofactor expansion

det A = 2·(−16) − (−2)·16 + (−1)·(−4) = 4

Answer

det A = 4
6.Matrices & determinants

Answer: λ = 1

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.

Characteristic equation

λ² − (−1)λ + (−2) = 0

Solve

λ = (−1 ± √(9))/2 → λ = −2, 1
λ = 1

Answer

λ = 1
7.Differential equations

Answer: t = 60.86 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(295/36)/42 = 0.05008 min⁻¹

Time to reach the target

t = ln(295/14)/0.05008 = 60.86 min

Answer

t = 60.86 min
8.Differential equations

Answer: y(3) = 4.667

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∫2/x dx = x2

Integrate

(x2y)′ = 2x3 → x2y = 2x4/4 + C

Initial condition

2 = 2/4 + C → C = 1.5

Evaluate

y(3) = (2·34/4 + 1.5)/32 = 4.667

Answer

y(3) = 4.667

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