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
xy00.250.50.7511.251.5

Approximate ∫01.5 1/√(1 + x⁴) dx with the trapezoid rule using n = 6 strips. Give T.

f(x) = 1/√(1 + x⁴)[a, b] = [0, 1.5]n = 6
T =
2.Numerical methodsHard
00.20.40.60.51ty(0, 0.5)

Use Heun's method (improved Euler) with h = 0.2 for y′ = 1 + sin(ty), y(0) = 0.5 to estimate y3 ≈ y(0.6).

y′ = 1 + sin(ty)y(0) = 0.5h = 0.2
y3 =
3.Sequences & seriesMedium
AΣ (−1)ᵏ/√kk = 1 … ∞BΣ (3/5)ᵏk = 1 … ∞CΣ 2ᵏ/k³k = 1 … ∞DΣ 1/(3ᵏ + k)k = 1 … ∞

Exactly one of the four series diverges. Click it.

A: Σ (−1)ᵏ/√kB: Σ (3/5)ᵏC: Σ 2ᵏ/k³D: Σ 1/(3ᵏ + k)
  1. 1A: Σ (−1)ᵏ/√k
  2. 2B: Σ (3/5)ᵏ
  3. 3C: Σ 2ᵏ/k³
  4. 4D: Σ 1/(3ᵏ + k)
4.Sequences & seriesHard

Find the coefficient c₂ of (x − 1)² in the Taylor series of f(x) = ∛x about a = 1.

f(x) = ∛xa = 1k = 2
c₂ =
5.Matrices & determinantsMedium
A =3−1−6−3B =12−50

Let C = AB for the matrices shown. Find the entry c22 (row 2, column 2).

A = [3 −1; −6 −3]B = [1 2; −5 0]
c22 =
6.Matrices & determinantsHard
A =535−6b =−1110

Solve the system 5x + 3y = −11 and 5x − 6y = 10. Find x.

5x + 3y = −115x − 6y = 10
x =
7.Differential equationsMedium
t (min)T (°C)16Ta​38 °C

A cup of coffee at 89 °C is left in a room at 18 °C. After 16 min its temperature is 38 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 89 °CTa = 18 °CT(16) = 38 °C
k = min⁻¹
8.Differential equationsHard
ty1.5y(1.5) = ?

Solve y′ + 2y = 2e−t with y(0) = 1. Find y(1.5).

y′ + 2y = 2e−ty(0) = 1
y(1.5) =

3Solutions

1.Numerical methods

Answer: T = 1.197

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)weight001110.250.998053220.50.970143230.750.8715762410.707107251.250.539054261.50.4061381

Nodes and values

h = 0.25
Σ wᵢfᵢ = 1 + 2·0.998053 + 2·0.970143 + 2·0.871576 + 2·0.707107 + 2·0.539054 + 0.406138 = 9.578001

Trapezoid rule

T = (0.25/2)·9.578001 = 1.197

Answer

T = 1.197

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

2.Numerical methods

Answer: y3 = 1.27

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₊₁000.511.1395430.71395410.20.7139541.1423061.3681010.96499520.40.9649951.3764841.6773651.27038

Heun steps

y₁ = 0.5 + (0.2/2)(1 + 1.139543) = 0.713954
y₂ = 0.713954 + (0.2/2)(1.142306 + 1.368101) = 0.964995
y₃ = 0.964995 + (0.2/2)(1.376484 + 1.677365) = 1.27038
00.20.40.60.51ty

Graph

y3 = 1.27

Answer

y3 = 1.27
3.Sequences & series

Answer: C: Σ 2ᵏ/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 (−1)ᵏ/√k → Alternating, with 1/√k decreasing to 0: converges (conditionally).
B: Σ (3/5)ᵏ → Geometric with r = 3/5, |r| < 1: converges.
C: Σ 2ᵏ/k³ → Ratio test: L = 2 > 1, diverges.
D: Σ 1/(3ᵏ + k) → Smaller than (1/3)ᵏ, a convergent geometric series: converges by comparison.

The answer

C: Σ 2ᵏ/k³

Answer

C: Σ 2ᵏ/k³
4.Sequences & series

Answer: c₂ = −0.1111

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.

Derivative f⁽²⁾

f⁽²⁾(x) = −0.2222·x1/3 − 2

Coefficient

c₂ = −0.2222·11/3 − 2/2! = −0.1111
c₂ = −0.1111

Answer

c₂ = −0.1111
5.Matrices & determinants

Answer: c22 = −12

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

c22 = (−6)·2 + (−3)·0 = −12

Answer

c22 = −12
6.Matrices & determinants

Answer: x = −0.8

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 = 5·(−6) − 3·5 = −45

Replace the x column

det Aₓ = (−11)·(−6) − 3·10 = 36
x = 36/(−45) = −0.8

Answer

x = −0.8
y = −2.333
7.Differential equations

Answer: k = 0.07918 min⁻¹

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.

Ratio of temperature differences

e−16k = 20/71

Solve for k

k = ln(71/20)/16 = 0.07918 min⁻¹

Answer

k = 0.07918 min⁻¹
8.Differential equations

Answer: y(1.5) = 0.3965

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 = e2t
(e2ty)′ = 2et

General solution

y = 2/1·e−t + C·e−2t = 2·e−t + C·e−2t

Initial condition

1 = 2 + C → C = −1

Evaluate

y(1.5) = 2·0.2231 + (−1)·0.04979 = 0.3965

Answer

y(1.5) = 0.3965

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