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
xy00.51

Approximate ∫01 e−x² dx with the trapezoid rule using n = 2 strips. Give T.

f(x) = e−x²[a, b] = [0, 1]n = 2
T =
2.Numerical methodsHard
00.511.5201020ty(0, 3)

Use Euler's method with h = 0.5 for y′ = y − t², y(0) = 3 to estimate y4 ≈ y(2).

y′ = y − t²y(0) = 3h = 0.5
y4 =
3.Sequences & seriesMedium
xx₀ = −1??R

The power series Σk=1∞ k²·2ᵏ·(x + 1)ᵏ converges on an interval around x₀ = −1. Find the left end x of that interval.

Σ k²·2ᵏ·(x + 1)ᵏx₀ = −1
x =
4.Sequences & seriesHard

f(x) = sin 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 = 1 to find the largest possible error |R₃|.

f(x) = sin xn = 3x = 0.2M = 1
|R₃| =
5.Matrices & determinantsMedium
A =3−100−4−455−2

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

A = [3 −1 0; 0 −4 −4; 5 5 −2]
det A =
6.Matrices & determinantsHard
A =6−4−33b =−10−5

Solve the system 6x − 4y = −10 and −3x + 3y = −5. Find x.

6x − 4y = −10−3x + 3y = −5
x =
7.Differential equationsMedium
t (min)T (°C)5Ta​T = ?

A can of soda at 5 °C is taken out of the fridge into a room at 23 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.1 min⁻¹, find its temperature T after 5 min.

T0 = 5 °CTa = 23 °Ck = 0.1 min⁻¹t = 5 min
T = °C
8.Differential equationsHard
ty2y(2) = ?

Solve y′ + 0.5y = 8e−3t with y(0) = 2. Find y(2).

y′ + 0.5y = 8e−3ty(0) = 2
y(2) =

3Solutions

1.Numerical methods

Answer: T = 0.7314

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)weight001110.50.7788012210.3678791

Nodes and values

h = 0.5
Σ wᵢfᵢ = 1 + 2·0.778801 + 0.367879 = 2.925481

Trapezoid rule

T = (0.5/2)·2.925481 = 0.7314

Answer

T = 0.7314

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

2.Numerical methods

Answer: y4 = 13.03

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₊₁00334.510.54.54.256.625216.6255.6259.437531.59.43757.187513.03125

Euler steps

y₁ = 3 + 0.5·(3) = 4.5
y₂ = 4.5 + 0.5·(4.25) = 6.625
y₃ = 6.625 + 0.5·(5.625) = 9.4375
y₄ = 9.4375 + 0.5·(7.1875) = 13.03125
00.511.5201020ty

Graph

y4 = 13.03

Answer

y4 = 13.03

The exact value is y(2) = 17.389056.

3.Sequences & series

Answer: x = −1.5

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 = (1/2)·(k/(k + 1))² → 1/2

Radius

R = 0.5

Interval

−1.5 < x < −0.5
x = −1.5

Answer

x = −1.5

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

4.Sequences & series

Answer: |R₃| = 6.667 × 10⁻⁵

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| ≤ 1·0.2⁴/4! = 6.667 × 10⁻⁵

Answer

|R₃| = 6.667 × 10⁻⁵

The true error is smaller: |f(0.2) − P₃(0.2)| = 2.664 × 10⁻⁶.

5.Matrices & determinants

Answer: det A = 104

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 = 28, M₁₂ = 20, M₁₃ = 20

Cofactor expansion

det A = 3·28 − (−1)·20 + 0·20 = 104

Answer

det A = 104
6.Matrices & determinants

Answer: x = −8.333

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 = 6·3 − (−4)·(−3) = 6

Replace the x column

det Aₓ = (−10)·3 − (−4)·(−5) = −50
x = −50/6 = −8.333

Answer

x = −8.333
y = −10
7.Differential equations

Answer: T = 12.08 °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 + (−18)·e−0.1t

Substitute t

T(5) = 23 + (−18)·0.6065 = 12.08 °C

Answer

T = 12.08 °C
8.Differential equations

Answer: y(2) = 1.905

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 = e0.5t
(e0.5ty)′ = 8e−2.5t

General solution

y = 8/(−2.5)·e−3t + C·e−0.5t = −3.2·e−3t + C·e−0.5t

Initial condition

2 = −3.2 + C → C = 5.2

Evaluate

y(2) = −3.2·0.002479 + 5.2·0.3679 = 1.905

Answer

y(2) = 1.905

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