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 eˣ 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 0.0005.

f(x) = eˣ[a, b] = [0, 1]ε = 0.0005
n =
2.Numerical methodsHard
00.10.20.3−1−0.8−0.6−0.4ty(0, −1)

Use Heun's method (improved Euler) with h = 0.1 for y′ = cos t − y, y(0) = −1 to estimate y3 ≈ y(0.3).

y′ = cos t − yy(0) = −1h = 0.1
y3 =
3.Sequences & seriesMedium
AΣ (1/2)ᵏk = 1 … ∞BΣ k/(k + 3)k = 1 … ∞CΣ 1/k³k = 1 … ∞DΣ 1/(k(k + 2))k = 1 … ∞

Exactly one of the four series diverges. Click it.

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

Find the coefficient c₄ of (x − 2)⁴ in the Taylor series of f(x) = ln x about a = 2.

f(x) = ln xa = 2k = 4
c₄ =
5.Matrices & determinantsMedium
A =−11−16B =3504

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

A = [−1 1; −1 6]B = [3 5; 0 4]
c11 =
6.Matrices & determinantsHard
A =−665−3b =15

Solve the system −6x + 6y = 1 and 5x − 3y = 5. Find x.

−6x + 6y = 15x − 3y = 5
x =
7.Differential equationsMedium
t (min)T (°C)5Ta​T = ?

A can of soda at 6 °C is taken out of the fridge into a room at 22 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.07 min⁻¹, find its temperature T after 5 min.

T0 = 6 °CTa = 22 °Ck = 0.07 min⁻¹t = 5 min
T = °C
8.Differential equationsHard
xy13(1, 1)y(3) = ?

Solve the initial value problem y′ + 2y/x = 5 for x > 0, with y(1) = 1. Find y(3).

y′ + 2y/x = 5y(1) = 1
y(3) =

3Solutions

1.Numerical methods

Answer: n = 22

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 = e1 = 2.718

Solve for n

n² > 1·2.718/(12·0.0005) = 453
n > 21.28 → n = 22

Answer

n = 22
2.Numerical methods

Answer: y3 = −0.4869

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₊₁00−121.795004−0.8102510.1−0.810251.8052541.609791−0.63949820.2−0.6394981.6195641.432878−0.486875

Heun steps

y₁ = −1 + (0.1/2)(2 + 1.795004) = −0.81025
y₂ = −0.81025 + (0.1/2)(1.805254 + 1.609791) = −0.639498
y₃ = −0.639498 + (0.1/2)(1.619564 + 1.432878) = −0.486875
00.10.20.3−1−0.8−0.6−0.4ty

Graph

y3 = −0.4869

Answer

y3 = −0.4869
3.Sequences & series

Answer: B: Σ k/(k + 3)

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 (1/2)ᵏ → Geometric with r = 1/2, |r| < 1: converges.
B: Σ k/(k + 3) → The terms tend to 1, not 0: diverges by the n-th term test.
C: Σ 1/k³ → p-series with p = 3 > 1: converges.
D: Σ 1/(k(k + 2)) → Smaller than 1/k²: converges by comparison.

The answer

B: Σ k/(k + 3)

Answer

B: Σ k/(k + 3)
4.Sequences & series

Answer: c₄ = −0.01563

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⁽⁴⁾

f⁽⁴⁾(x) = −6/x⁴

Coefficient

c₄ = f⁽⁴⁾(2)/4! = −6/(2⁴·24) = −0.01563
c₄ = −0.01563

Answer

c₄ = −0.01563
5.Matrices & determinants

Answer: c11 = −3

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 = (−1)·3 + 1·0 = −3

Answer

c11 = −3
6.Matrices & determinants

Answer: x = 2.75

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) − 6·5 = −12

Replace the x column

det Aₓ = 1·(−3) − 6·5 = −33
x = −33/(−12) = 2.75

Answer

x = 2.75
y = 2.917
7.Differential equations

Answer: T = 10.72 °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) = 22 + (−16)·e−0.07t

Substitute t

T(5) = 22 + (−16)·0.7047 = 10.72 °C

Answer

T = 10.72 °C
8.Differential equations

Answer: y(3) = 4.926

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∫2/x dx = x2

Integrate

(x2y)′ = 5x2 → x2y = 5x3/3 + C

Initial condition

1 = 5/3 + C → C = −0.6667

Evaluate

y(3) = (5·33/3 + (−0.6667))/32 = 4.926

Answer

y(3) = 4.926

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