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
xy012

Approximate ∫02 x³ dx with the trapezoid rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = x³[a, b] = [0, 2]n = 2
|E| =
2.Numerical methodsHard
00.510.60.81ty(0, 1)

Use Euler's method with h = 0.25 for y′ = t − y, y(0) = 1 to estimate y4 ≈ y(1).

y′ = t − yy(0) = 1h = 0.25
y4 =
3.Sequences & seriesMedium
kSn​12345678910

Find the sum S = Σk=15 4/(k(k + 1)).

ak = 4/(k(k + 1))n = 5
S =
4.Sequences & seriesHard

f(x) = sin x is approximated by its Maclaurin polynomial of degree 2 at x = −0.5. Use the Lagrange error bound M·|x|ⁿ⁺¹/(n + 1)! with M = 1 to find the largest possible error |R₂|.

f(x) = sin xn = 2x = −0.5M = 1
|R₂| =
5.Matrices & determinantsMedium
A =26−5−3B =6−6−33

Let C = AB for the matrices shown. Find the entry c12 (row 1, column 2).

A = [2 6; −5 −3]B = [6 −6; −3 3]
c12 =
6.Matrices & determinantsHard
A =1−4−44b =1−9

Solve the system x − 4y = 1 and −4x + 4y = −9. Find x.

x − 4y = 1−4x + 4y = −9
x =
7.Differential equationsMedium
t (min)T (°C)48Ta​T = ?

A forged steel part at 420 °C is left to cool in a workshop at 23 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.04 min⁻¹, find its temperature T after 48 min.

T0 = 420 °CTa = 23 °Ck = 0.04 min⁻¹t = 48 min
T = °C
8.Differential equationsHard
ty1.5y(1.5) = ?

Solve y′ + 3y = 3e−0.5t with y(0) = 4. Find y(1.5).

y′ + 3y = 3e−0.5ty(0) = 4
y(1.5) =

3Solutions

1.Numerical methods

Answer: |E| = 1

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 = 4

Trapezoid rule

T = (1/2)·(0 + 2·1 + 8) = 5

Error

|E| = |5 − 4| = 1

Answer

|E| = 1

Relative error: 25%.

2.Numerical methods

Answer: y4 = 0.6328

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.

ntₙyₙf(tₙ, yₙ)yₙ₊₁001−10.7510.250.75−0.50.62520.50.625−0.1250.5937530.750.593750.156250.632813

Euler steps

y₁ = 1 + 0.25·(−1) = 0.75
y₂ = 0.75 + 0.25·(−0.5) = 0.625
y₃ = 0.625 + 0.25·(−0.125) = 0.59375
y₄ = 0.59375 + 0.25·(0.15625) = 0.632813
00.510.60.81ty

Graph

y4 = 0.6328

Answer

y4 = 0.6328

The exact value is y(1) = 0.735759.

3.Sequences & series

Answer: S = 3.333

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 + 1)) = 4·(1/k − 1/(k + 1))

Cancel

S = 4·(1 − 1/6) = 3.333

Answer

S = 3.333
4.Sequences & series

Answer: |R₂| = 0.02083

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

|R₂| ≤ 1·0.5³/3! = 0.02083

Answer

|R₂| = 0.02083

The true error is smaller: |f(−0.5) − P₂(−0.5)| = 0.02057.

5.Matrices & determinants

Answer: c12 = 6

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

c12 = 2·(−6) + 6·3 = 6

Answer

c12 = 6
6.Matrices & determinants

Answer: x = 2.667

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 = 1·4 − (−4)·(−4) = −12

Replace the x column

det Aₓ = 1·4 − (−4)·(−9) = −32
x = −32/(−12) = 2.667

Answer

x = 2.667
y = 0.4167
7.Differential equations

Answer: T = 81.2 °C

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.

Solution of the cooling law

T(t) = 23 + 397·e−0.04t

Substitute t

T(48) = 23 + 397·0.1466 = 81.2 °C

Answer

T = 81.2 °C
8.Differential equations

Answer: y(1.5) = 0.5979

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 = e3t
(e3ty)′ = 3e2.5t

General solution

y = 3/2.5·e−0.5t + C·e−3t = 1.2·e−0.5t + C·e−3t

Initial condition

4 = 1.2 + C → C = 2.8

Evaluate

y(1.5) = 1.2·0.4724 + 2.8·0.01111 = 0.5979

Answer

y(1.5) = 0.5979

ExamProblems · examproblems.com/courses/numerical-methods