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
xy00.33330.666711.3331.6672

Approximate ∫02 e−x² dx with Simpson's rule using n = 6 strips. Give S.

f(x) = e−x²[a, b] = [0, 2]n = 6
S =
2.Numerical methodsHard
00.20.42.53ty(0, 3)

Use Heun's method (improved Euler) with h = 0.25 for y′ = −0.5y, y(0) = 3 to estimate y2 ≈ y(0.5).

y′ = −0.5yy(0) = 3h = 0.25
y2 =
3.Sequences & seriesMedium
xx₀ = 3??R

The power series Σk=1∞ 5ᵏ·(x − 3)ᵏ/(k + 1) converges on an interval around x₀ = 3. Find the right end x of that interval.

Σ 5ᵏ·(x − 3)ᵏ/(k + 1)x₀ = 3
x =
4.Sequences & seriesHard
xyfP₄0.25

Use the Maclaurin polynomial of degree 4 of f(x) = 1/(1 − 2x) to approximate f(0.25). Give P₄(0.25).

f(x) = 1/(1 − 2x)n = 4x = 0.25
P₄(0.25) =
5.Matrices & determinantsMedium
A =4155−2−113−2

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

A = [4 1 5; 5 −2 −1; 1 3 −2]
det A =
6.Matrices & determinantsHard
A =2−248

Find the larger eigenvalue λ of the matrix A shown.

A = [2 −2; 4 8]
λ =
7.Differential equationsMedium
t (min)T (°C)23Ta​T = ?

A cup of coffee at 92 °C is left in a room at 21 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.07 min⁻¹, find its temperature T after 23 min.

T0 = 92 °CTa = 21 °Ck = 0.07 min⁻¹t = 23 min
T = °C
8.Differential equationsHard
t (min)m (kg)100 minm = ?

A tank holds 1000 L of pure water. Brine with 0.2 kg of salt per litre flows in at 20 L/min, and the well-mixed solution flows out at the same rate. How much salt m is in the tank after 100 min?

V = 1000 Lm0 = 0 kgc = 0.2 kg/Lr = 20 L/min
m = kg

3Solutions

1.Numerical methods

Answer: S = 0.882

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)weight001110.3333330.894839420.6666670.641182310.367879441.3333330.169013251.6666670.06217654620.01831561

Nodes and values

h = 0.3333
Σ wᵢfᵢ = 1 + 4·0.894839 + 2·0.64118 + 4·0.367879 + 2·0.169013 + 4·0.0621765 + 0.0183156 = 7.938284

Simpson's rule

S = (0.3333/3)·7.938284 = 0.882

Answer

S = 0.882

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

2.Numerical methods

Answer: y2 = 2.338

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₊₁003−1.5−1.31252.64843810.252.648438−1.324219−1.1586912.338074

Heun steps

y₁ = 3 + (0.25/2)(−1.5 − 1.3125) = 2.648438
y₂ = 2.648438 + (0.25/2)(−1.324219 − 1.158691) = 2.338074
00.20.42.53ty

Graph

y2 = 2.338

Answer

y2 = 2.338

The exact value is y(0.5) = 2.336402.

3.Sequences & series

Answer: x = 3.2

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.

Coefficients

ck/ck+1 = (1/5)·(k + 2)/(k + 1) → 0.2

Radius

R = 0.2

Interval

2.8 < x < 3.2
x = 3.2

Answer

x = 3.2

The ratio test says nothing at the two end points; they have to be checked separately.

4.Sequences & series

Answer: P₄(0.25) = 1.938

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

P₄(x) = 1 + 2x + 4x² + 8x³ + 16x⁴

Substitute

P₄(0.25) = 1 + 0.5 + 0.25 + 0.125 + 0.0625 = 1.938

Answer

P₄(0.25) = 1.938

The exact value is f(0.25) = 2; the error 0.0625 shrinks when you take more terms or a point closer to 0.

5.Matrices & determinants

Answer: det A = 122

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 = 7, M₁₂ = −9, M₁₃ = 17

Cofactor expansion

det A = 4·7 − 1·(−9) + 5·17 = 122

Answer

det A = 122
6.Matrices & determinants

Answer: λ = 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.

Characteristic equation

λ² − (10)λ + (24) = 0

Solve

λ = (10 ± √(4))/2 → λ = 4, 6
λ = 6

Answer

λ = 6
7.Differential equations

Answer: T = 35.19 °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) = 21 + 71·e−0.07t

Substitute t

T(23) = 21 + 71·0.1999 = 35.19 °C

Answer

T = 35.19 °C
8.Differential equations

Answer: m = 172.9 kg

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.

Set up the equation

dm/dt = 20·0.2 − (20/1000)·m = 4 − 0.02·m

Solve

The integrating factor is ert/V; the solution approaches the equilibrium c·V.

m(t) = 200 + (−200)·e−t/50

Substitute t

m(100) = 200 + (−200)·0.1353 = 172.9 kg

Answer

m = 172.9 kg

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