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
xy00.751.5

Approximate ∫01.5 √(1 + x³) dx with Simpson's rule using n = 2 strips. Give S.

f(x) = √(1 + x³)[a, b] = [0, 1.5]n = 2
S =
2.Numerical methodsHard
00.511.5051015ty(0, 3)

Use Euler's method with h = 0.5 for y′ = t + y, y(0) = 3 to estimate y3 ≈ y(1.5).

y′ = t + yy(0) = 3h = 0.5
y3 =
3.Sequences & seriesMedium
xx₀ = −2??R

Find the radius of convergence R of the power series Σk=1∞ 5ᵏ·(x + 2)ᵏ/(k + 1).

Σ 5ᵏ·(x + 2)ᵏ/(k + 1)x₀ = −2
R =
4.Sequences & seriesHard

f(x) = eˣ is approximated at x = 0.5 by its Maclaurin polynomial of degree n. With the Lagrange bound M·|x|ⁿ⁺¹/(n + 1)! and M = 2, find the smallest degree n that guarantees an error below 0.0005.

f(x) = eˣx = 0.5M = 2ε = 0.0005
n =
5.Matrices & determinantsMedium
A =31−43−404−14

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

A = [3 1 −4; 3 −4 0; 4 −1 4]
det A =
6.Matrices & determinantsHard
A =6−122b =93

Solve the system 6x − y = 9 and 2x + 2y = 3. Find x.

6x − y = 92x + 2y = 3
x =
7.Differential equationsMedium
t (min)T (°C)15Ta​347 °C119 °C

A forged steel part at 400 °C is left to cool in a workshop at 21 °C. After 15 min its temperature is 347 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 119 °C?

T0 = 400 °CTa = 21 °CT(15) = 347 °CT = 119 °C
t = min
8.Differential equationsHard
xy13(1, 3)y(3) = ?

Solve the initial value problem y′ + y/x = 6 for x > 0, with y(1) = 3. Find y(3).

y′ + y/x = 6y(1) = 3
y(3) =

3Solutions

1.Numerical methods

Answer: S = 1.965

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)weight001110.751.192424421.52.091651

Nodes and values

h = 0.75
Σ wᵢfᵢ = 1 + 4·1.192424 + 2.09165 = 7.861346

Simpson's rule

S = (0.75/3)·7.861346 = 1.965

Answer

S = 1.965

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

2.Numerical methods

Answer: y3 = 11

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₊₁00334.510.54.557217811

Euler steps

y₁ = 3 + 0.5·(3) = 4.5
y₂ = 4.5 + 0.5·(5) = 7
y₃ = 7 + 0.5·(8) = 11
00.511.5051015ty

Graph

y3 = 11

Answer

y3 = 11

The exact value is y(1.5) = 15.426756.

3.Sequences & series

Answer: R = 0.2

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

Answer

R = 0.2

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

4.Sequences & series

Answer: n = 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.

n(n + 1)!bound011120.25260.041673240.00520841200.000520857204.34 × 10⁻⁵

Bounds for increasing n

n = 4: 0.0005208 ≥ 0.0005
n = 5: 4.34 × 10⁻⁵ < 0.0005

Smallest degree

n = 5

Answer

n = 5
5.Matrices & determinants

Answer: det A = −112

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 = −16, M₁₂ = 12, M₁₃ = 13

Cofactor expansion

det A = 3·(−16) − 1·12 + (−4)·13 = −112

Answer

det A = −112
6.Matrices & determinants

Answer: x = 1.5

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 = 6·2 − (−1)·2 = 14

Replace the x column

det Aₓ = 9·2 − (−1)·3 = 21
x = 21/14 = 1.5

Answer

x = 1.5
y = 0
7.Differential equations

Answer: t = 134.7 min

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.

Cooling constant

k = ln(379/326)/15 = 0.01004 min⁻¹

Time to reach the target

t = ln(379/98)/0.01004 = 134.7 min

Answer

t = 134.7 min
8.Differential equations

Answer: y(3) = 9

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 = e∫1/x dx = x1

Integrate

(x1y)′ = 6x → x1y = 6x2/2 + C

Initial condition

3 = 6/2 + C → C = 0

Evaluate

y(3) = (6·32/2 + 0)/31 = 9

Answer

y(3) = 9

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