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
xy00.250.50.751

Approximate ∫01 sin(x²) dx with the trapezoid rule using n = 4 strips. Give T.

f(x) = sin(x²)[a, b] = [0, 1]n = 4
T =
2.Numerical methodsHard
00.510.20.4ty(0, 0.5)

Use Euler's method with h = 0.25 for y′ = −2ty, y(0) = 0.5 to estimate y5 ≈ y(1.25).

y′ = −2tyy(0) = 0.5h = 0.25
y5 =
3.Sequences & seriesMedium
k|aₖ₊₁/aₖ|123456789101112

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

ak = 2ᵏ·k!/kᵏ
L =
4.Sequences & seriesHard

f(x) = ln(1 + x) is approximated by its Maclaurin polynomial of degree 3 at x = 0.2. Use the Lagrange error bound M·|x|ⁿ⁺¹/(n + 1)! with M = 3! = 6 to find the largest possible error |R₃|.

f(x) = ln(1 + x)n = 3x = 0.2M = 6
|R₃| =
5.Matrices & determinantsMedium
A =4−53−252−22−2

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

A = [4 −5 3; −2 5 2; −2 2 −2]
det A =
6.Matrices & determinantsHard
A =−2−2−23b =12−8

Solve the system −2x − 2y = 12 and −2x + 3y = −8. Find x.

−2x − 2y = 12−2x + 3y = −8
x =
7.Differential equationsMedium
tyy(0) = 3y(1) = ?

Solve y″ + 2y′ + y = 0 with y(0) = 3 and y′(0) = 0. Find y(1).

y″ + 2y′ + y = 0y(0) = 3y′(0) = 0
y(1) =
8.Differential equationsHard
tyK = 2y(1.5) = ?

A system obeys y″ + 4y′ + 8y = 16 for t ≥ 0, starting from rest: y(0) = 0, y′(0) = 0. Find y(1.5); angles in radians.

y″ + 4y′ + 8y = 16y(0) = 0y′(0) = 0
y(1.5) =

3Solutions

1.Numerical methods

Answer: T = 0.316

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)weight000110.250.0624593220.50.247404230.750.5333032410.8414711

Nodes and values

h = 0.25
Σ wᵢfᵢ = 0 + 2·0.0624593 + 2·0.247404 + 2·0.533303 + 0.841471 = 2.527803

Trapezoid rule

T = (0.25/2)·2.527803 = 0.316

Answer

T = 0.316

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

2.Numerical methods

Answer: y5 = 0.1025

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₊₁000.500.510.250.5−0.250.437520.50.4375−0.43750.32812530.750.328125−0.4921880.205078410.205078−0.4101560.102539

Euler steps

y₁ = 0.5 + 0.25·(0) = 0.5
y₂ = 0.5 + 0.25·(−0.25) = 0.4375
y₃ = 0.4375 + 0.25·(−0.4375) = 0.328125
y₄ = 0.328125 + 0.25·(−0.492188) = 0.205078
y₅ = 0.205078 + 0.25·(−0.410156) = 0.102539
00.510.20.4ty

Graph

y5 = 0.1025

Answer

y5 = 0.1025

The exact value is y(1.25) = 0.104806.

3.Sequences & series

Answer: L = 0.7358

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| = 2·(k/(k + 1))ᵏ = 2/(1 + 1/k)ᵏ → 2/e

Conclusion

L = 0.7358 < 1

Answer

L = 0.7358

L < 1, so the series converges.

4.Sequences & series

Answer: |R₃| = 0.0004

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 = 3! = 6

Lagrange bound

|R₃| ≤ 6·0.2⁴/4! = 0.0004

Answer

|R₃| = 0.0004

The true error is smaller: |f(0.2) − P₃(0.2)| = 0.0003451.

5.Matrices & determinants

Answer: det A = 2

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 = −14, M₁₂ = 8, M₁₃ = 6

Cofactor expansion

det A = 4·(−14) − (−5)·8 + 3·6 = 2

Answer

det A = 2
6.Matrices & determinants

Answer: x = −2

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)·3 − (−2)·(−2) = −10

Replace the x column

det Aₓ = 12·3 − (−2)·(−8) = 20
x = 20/(−10) = −2

Answer

x = −2
y = −4
7.Differential equations

Answer: y(1) = 2.207

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.

Double root

(r + 1)² = 0 → r = −1

Constants

A = y(0) = 3
y′(0) = B − 1A → B = 0 + 3 = 3

Evaluate

y(1) = (3 + 3·1)·e−1 = 2.207

Answer

y(1) = 2.207
8.Differential equations

Answer: y(1.5) = 2.085

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 = 2, r = −2 ± 2j

Constants from the initial values

y(0) = 2 + A = 0 → A = −2
y′(0) = −2A + 2B = 0 → B = −2

Evaluate

y(1.5) = 2·(1 − e−3(cos 3 + 1·sin 3)) = 2.085

Answer

y(1.5) = 2.085

ExamProblems · examproblems.com/courses/numerical-methods