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
xy123

Approximate ∫13 1/x dx with Simpson's rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |S − I|.

f(x) = 1/x[a, b] = [1, 3]n = 2
|E| =
2.Numerical methodsHard
00.050.10.99980.99991ty(0, 1)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.1 for y′ = cos t − y, y(0) = 1. Find y₁ ≈ y(0.1).

y′ = cos t − yy(0) = 1h = 0.1
y1 =
3.Sequences & seriesMedium
kSn​12345678910S = ?

Find the sum S = Σk=1∞ 4/(k(k + 2)).

ak = 4/(k(k + 2))
S =
4.Sequences & seriesHard

Recognise the series and find its sum: S = Σk=0∞ (−1)ᵏ·0.82k+1/(2k + 1)!.

ak = (−1)ᵏ·0.82k+1/(2k + 1)!
S =
5.Matrices & determinantsMedium
A =3−1−6−5B =−2−2−5−1

Let C = AB for the matrices shown. Find the entry c21 (row 2, column 1).

A = [3 −1; −6 −5]B = [−2 −2; −5 −1]
c21 =
6.Matrices & determinantsHard
A =5−34−3

Find the larger eigenvalue λ of the matrix A shown.

A = [5 −3; 4 −3]
λ =
7.Differential equationsMedium
t (min)T (°C)9Ta​T = ?

A cup of coffee at 86 °C is left in a room at 22 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.09 min⁻¹, find its temperature T after 9 min.

T0 = 86 °CTa = 22 °Ck = 0.09 min⁻¹t = 9 min
T = °C
8.Differential equationsHard
ty2y(2) = ?

Solve y′ + 3y = 10e−t with y(0) = 3. Find y(2).

y′ + 3y = 10e−ty(0) = 3
y(2) =

3Solutions

1.Numerical methods

Answer: |E| = 0.0125

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.

Exact value

I = 1.098612

Simpson's rule

S = (1/3)·(1 + 4·0.5 + 0.333333) = 1.111111

Error

|E| = |1.111111 − 1.098612| = 0.0125

Answer

|E| = 0.0125

Relative error: 1.138%.

2.Numerical methods

Answer: y1 = 0.9998

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, 1) = 0
k₂ = f(0.05, 1) = −0.00124974
k₃ = f(0.05, 0.999938) = −0.00118725
k₄ = f(0.1, 0.999881) = −0.00487711

Combine

y₁ = 1 + (0.1/6)(0 + 2·−0.00124974 + 2·−0.00118725 − 0.00487711) = 0.9998

Answer

y1 = 0.9998
3.Sequences & series

Answer: S = 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.

Partial fractions

4/(k(k + 2)) = (4/2)·(1/k − 1/(k + 2))

Cancel

S = (4/2)·(1 + 1/2) = 3

Answer

S = 3
4.Sequences & series

Answer: S = 0.7174

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.

Standard series

Σ (−1)ᵏx2k+1/(2k + 1)! = sin x

Substitute

x = 0.8
S = sin 0.8 = 0.7174

Answer

S = 0.7174
5.Matrices & determinants

Answer: c21 = 37

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

c21 = (−6)·(−2) + (−5)·(−5) = 37

Answer

c21 = 37
6.Matrices & determinants

Answer: λ = 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.

Characteristic equation

λ² − (2)λ + (−3) = 0

Solve

λ = (2 ± √(16))/2 → λ = −1, 3
λ = 3

Answer

λ = 3
7.Differential equations

Answer: T = 50.47 °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 + 64·e−0.09t

Substitute t

T(9) = 22 + 64·0.4449 = 50.47 °C

Answer

T = 50.47 °C
8.Differential equations

Answer: y(2) = 0.6717

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 = e3t
(e3ty)′ = 10e2t

General solution

y = 10/2·e−t + C·e−3t = 5·e−t + C·e−3t

Initial condition

3 = 5 + C → C = −2

Evaluate

y(2) = 5·0.1353 + (−2)·0.002479 = 0.6717

Answer

y(2) = 0.6717

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