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

The trapezoid rule is used for ∫01 x³ dx. The error is at most (b − a)³·M/(12n²) with M = max|f″| on [0, 1]. Find the smallest number of strips n that guarantees an error below 0.001.

f(x) = x³[a, b] = [0, 1]ε = 0.001
n =
2.Numerical methodsHard
00.050.10.150.200.10.2ty(0, 0)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.2 for y′ = 1 + sin(ty), y(0) = 0. Find y₁ ≈ y(0.2).

y′ = 1 + sin(ty)y(0) = 0h = 0.2
y1 =
3.Sequences & seriesMedium
AΣ 3/k³k = 1 … ∞BΣ 2ᵏ/k²k = 1 … ∞CΣ (4/3)ᵏk = 1 … ∞DΣ (1 + 1/k)ᵏk = 1 … ∞

Exactly one of the four series converges. Click it.

A: Σ 3/k³B: Σ 2ᵏ/k²C: Σ (4/3)ᵏD: Σ (1 + 1/k)ᵏ
  1. 1A: Σ 3/k³
  2. 2B: Σ 2ᵏ/k²
  3. 3C: Σ (4/3)ᵏ
  4. 4D: Σ (1 + 1/k)ᵏ
4.Sequences & seriesHard
xyfP₄2

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

f(x) = cos(−x)n = 4x = 2
P₄(2) =
5.Matrices & determinantsMedium
A =−2655B =−2−2−35

Let C = AB for the matrices shown. Find the entry c11 (row 1, column 1).

A = [−2 6; 5 5]B = [−2 −2; −3 5]
c11 =
6.Matrices & determinantsHard
A =15−46b =−12

Solve the system x + 5y = −1 and −4x + 6y = 2. Find x.

x + 5y = −1−4x + 6y = 2
x =
7.Differential equationsMedium
tyy(0) = 5y(2) = ?

Solve y″ + 2y′ + y = 0 with y(0) = 5 and y′(0) = -2. Find y(2).

y″ + 2y′ + y = 0y(0) = 5y′(0) = -2
y(2) =
8.Differential equationsHard
tyy(0) = 10y(1) = ?

Solve y″ + 4y′ + 20y = 0 with y(0) = 10 and y′(0) = 0 (released from rest). Find y(1); angles in radians.

y″ + 4y′ + 20y = 0y(0) = 10y′(0) = 0
y(1) =

3Solutions

1.Numerical methods

Answer: n = 23

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.

Second derivative bound

M = 6·1 = 6

Solve for n

n² > 1·6/(12·0.001) = 500
n > 22.36 → n = 23

Answer

n = 23
2.Numerical methods

Answer: y1 = 0.2027

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.

Four slopes

k₁ = f(0, 0) = 1
k₂ = f(0.1, 0.1) = 1.01
k₃ = f(0.1, 0.101) = 1.0101
k₄ = f(0.2, 0.20202) = 1.040393

Combine

y₁ = 0 + (0.2/6)(1 + 2·1.01 + 2·1.0101 + 1.040393) = 0.2027

Answer

y1 = 0.2027
3.Sequences & series

Answer: A: Σ 3/k³

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.

Test each series

A: Σ 3/k³ → p-series with p = 3 > 1: converges.
B: Σ 2ᵏ/k² → Ratio test: L = 2 > 1, diverges.
C: Σ (4/3)ᵏ → Geometric with r = 4/3 > 1: the terms grow, so it diverges.
D: Σ (1 + 1/k)ᵏ → The terms tend to e, not 0: diverges by the n-th term test.

The answer

A: Σ 3/k³

Answer

A: Σ 3/k³
4.Sequences & series

Answer: P₄(2) = −0.3333

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 − 0.5x² + 0.04167x⁴

Substitute

P₄(2) = 1 − 2 + 0.666667 = −0.3333

Answer

P₄(2) = −0.3333

The exact value is f(2) = −0.416147; the error −0.0828135 shrinks when you take more terms or a point closer to 0.

5.Matrices & determinants

Answer: c11 = −14

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

c11 = (−2)·(−2) + 6·(−3) = −14

Answer

c11 = −14
6.Matrices & determinants

Answer: x = −0.6154

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 = 1·6 − 5·(−4) = 26

Replace the x column

det Aₓ = (−1)·6 − 5·2 = −16
x = −16/26 = −0.6154

Answer

x = −0.6154
y = −0.07692
7.Differential equations

Answer: y(2) = 1.489

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) = 5
y′(0) = B − 1A → B = -2 + 5 = 3

Evaluate

y(2) = (5 + 3·2)·e−2 = 1.489

Answer

y(2) = 1.489
8.Differential equations

Answer: y(1) = −1.397

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.

Complex roots

r = −2 ± 4j

Constants

A = 10, B = 2·10/4 = 5

Evaluate

y(1) = e−2(10·cos 4 + 5·sin 4) = −1.397

Answer

y(1) = −1.397

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