Numerical Methods: cram pack

Formula sheets, the key method steps for every topic and 8 practice problems, with full solutions at the back.

New problemsBack to the course

In the print window, choose “Save as PDF” to keep a copy on your device.

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

f(x) = √(1 + x³)[a, b] = [0, 2]n = 5
T =
2.Numerical methodsHard
00.050.10.150.20.50.60.7ty(0, 0.5)

Use Heun's method (improved Euler) with h = 0.1 for y′ = e−ty, y(0) = 0.5 to estimate y2 ≈ y(0.2).

y′ = e−tyy(0) = 0.5h = 0.1
y2 =
3.Sequences & seriesMedium
k|aₖ₊₁/aₖ|123456789101112

Apply the ratio test to Σk=1∞ k²·2ᵏ/5ᵏ. Find L = lim |ak+1/ak|.

ak = k²·2ᵏ/5ᵏ
L =
4.Sequences & seriesHard
xyfP₂0.25

Use the Maclaurin polynomial of degree 2 of f(x) = ln(1 + 2x) to approximate f(0.25). Give P₂(0.25).

f(x) = ln(1 + 2x)n = 2x = 0.25
P₂(0.25) =
5.Matrices & determinantsMedium
A =04−3−355−2−2−2

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

A = [0 4 −3; −3 5 5; −2 −2 −2]
det A =
6.Matrices & determinantsHard
A =5−615b =12−8

Solve the system 5x − 6y = 12 and x + 5y = −8. Find x.

5x − 6y = 12x + 5y = −8
x =
7.Differential equationsMedium
t (min)T (°C)18Ta​25 °C15 °C

A can of soda at 4 °C is taken out of the fridge into a room at 30 °C. After 18 min its temperature is 25 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 15 °C?

T0 = 4 °CTa = 30 °CT(18) = 25 °CT = 15 °C
t = min
8.Differential equationsHard
t (min)m (kg)t = ?3 kg

A tank holds 100 L of pure water. Brine with 0.1 kg of salt per litre flows in at 2 L/min, and the well-mixed solution flows out at the same rate. After how many minutes t does the tank contain 3 kg of salt?

V = 100 Lm0 = 0 kgc = 0.1 kg/Lr = 2 L/min
t = min

3Solutions

1.Numerical methods

Answer: T = 3.268

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)weight001110.41.031504220.81.229634231.21.651666241.62.25743225231

Nodes and values

h = 0.4
Σ wᵢfᵢ = 1 + 2·1.031504 + 2·1.229634 + 2·1.651666 + 2·2.257432 + 3 = 16.340472

Trapezoid rule

T = (0.4/2)·16.340472 = 3.268

Answer

T = 3.268

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

2.Numerical methods

Answer: y2 = 0.6877

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₊₁000.510.9417650.59708810.10.5970880.9420390.8708740.687734

Heun steps

y₁ = 0.5 + (0.1/2)(1 + 0.941765) = 0.597088
y₂ = 0.597088 + (0.1/2)(0.942039 + 0.870874) = 0.687734
00.050.10.150.20.50.60.7ty

Graph

y2 = 0.6877

Answer

y2 = 0.6877
3.Sequences & series

Answer: L = 0.4

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.

Ratio of consecutive terms

|ak+1/ak| = ((k + 1)/k)²·2/5 → 2/5

Conclusion

L = 0.4 < 1

Answer

L = 0.4

L < 1, so the series converges.

4.Sequences & series

Answer: P₂(0.25) = 0.375

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.

Maclaurin polynomial

P₂(x) = 2x − 2x²

Substitute

P₂(0.25) = 0.5 − 0.125 = 0.375

Answer

P₂(0.25) = 0.375

The exact value is f(0.25) = 0.405465; the error 0.0304651 shrinks when you take more terms or a point closer to 0.

5.Matrices & determinants

Answer: det A = −112

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 = 0, M₁₂ = 16, M₁₃ = 16

Cofactor expansion

det A = 0·0 − 4·16 + (−3)·16 = −112

Answer

det A = −112
6.Matrices & determinants

Answer: x = 0.3871

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 = 5·5 − (−6)·1 = 31

Replace the x column

det Aₓ = 12·5 − (−6)·(−8) = 12
x = 12/31 = 0.3871

Answer

x = 0.3871
y = −1.677
7.Differential equations

Answer: t = 6.005 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(-26/-5)/18 = 0.09159 min⁻¹

Time to reach the target

t = ln(-26/(−15))/0.09159 = 6.005 min

Answer

t = 6.005 min
8.Differential equations

Answer: t = 17.83 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.

Result

m(t) = 10 + (−10)·e−t/50

Solve for t

e−t/50 = (10 − 3)/(10 − 0) = 0.7
t = 50·ln(1.429) = 17.83 min

Answer

t = 17.83 min

ExamProblems · examproblems.com/courses/numerical-methods