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 ∫02 x³ dx. The error is at most (b − a)³·M/(12n²) with M = max|f″| on [0, 2]. Find the smallest number of strips n that guarantees an error below 1 × 10⁻⁵.

f(x) = x³[a, b] = [0, 2]ε = 1 × 10⁻⁵
n =
2.Numerical methodsHard
00.20.40.40.60.81ty(0, 0.5)

Take one step of the classical Runge–Kutta method (RK4) with h = 0.5 for y′ = e−ty, y(0) = 0.5. Find y₁ ≈ y(0.5).

y′ = e−tyy(0) = 0.5h = 0.5
y1 =
3.Sequences & seriesMedium
k|aₖ₊₁/aₖ|123456789101112

Apply the ratio test to Σk=1∞ k³·2ᵏ/5ᵏ. Find L = lim |ak+1/ak|.

ak = k³·2ᵏ/5ᵏ
L =
4.Sequences & seriesHard
xyfP₃1.5

Use the Maclaurin polynomial of degree 3 of f(x) = sin x to approximate f(1.5). Give P₃(1.5).

f(x) = sin xn = 3x = 1.5
P₃(1.5) =
5.Matrices & determinantsMedium
A =2−651B =−5−534

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

A = [2 −6; 5 1]B = [−5 −5; 3 4]
c11 =
6.Matrices & determinantsHard
A =51−31b =−51

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

5x + y = −5−3x + y = 1
x =
7.Differential equationsMedium
t (min)T (°C)23Ta​27 °C58 °C

A cup of coffee at 89 °C is left in a room at 18 °C. After 23 min its temperature is 27 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 58 °C?

T0 = 89 °CTa = 18 °CT(23) = 27 °CT = 58 °C
t = min
8.Differential equationsHard
ty0.5y(0.5) = ?

Solve y′ + 2y = 5e−0.5t with y(0) = 5. Find y(0.5).

y′ + 2y = 5e−0.5ty(0) = 5
y(0.5) =

3Solutions

1.Numerical methods

Answer: n = 895

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 = 6·2 = 12

Solve for n

n² > 8·12/(12·1 × 10⁻⁵) = 800000
n > 894.4 → n = 895

Answer

n = 895
2.Numerical methods

Answer: y1 = 0.9138

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, 0.5) = 1
k₂ = f(0.25, 0.75) = 0.829029
k₃ = f(0.25, 0.707257) = 0.837935
k₄ = f(0.5, 0.918968) = 0.63161

Combine

y₁ = 0.5 + (0.5/6)(1 + 2·0.829029 + 2·0.837935 + 0.63161) = 0.9138

Answer

y1 = 0.9138
3.Sequences & series

Answer: L = 0.4

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.

Ratio of consecutive terms

|ak+1/ak| = ((k + 1)/k)³·2/5 → 2/5

Conclusion

L = 0.4 < 1

Answer

L = 0.4

L < 1, so the series converges.

4.Sequences & series

Answer: P₃(1.5) = 0.9375

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

P₃(x) = x − 0.1667x³

Substitute

P₃(1.5) = 1.5 − 0.5625 = 0.9375

Answer

P₃(1.5) = 0.9375

The exact value is f(1.5) = 0.997495; the error 0.059995 shrinks when you take more terms or a point closer to 0.

5.Matrices & determinants

Answer: c11 = −28

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·(−5) + (−6)·3 = −28

Answer

c11 = −28
6.Matrices & determinants

Answer: x = −0.75

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 = 5·1 − 1·(−3) = 8

Replace the x column

det Aₓ = (−5)·1 − 1·1 = −6
x = −6/8 = −0.75

Answer

x = −0.75
y = −1.25
7.Differential equations

Answer: t = 6.39 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(71/9)/23 = 0.0898 min⁻¹

Time to reach the target

t = ln(71/40)/0.0898 = 6.39 min

Answer

t = 6.39 min
8.Differential equations

Answer: y(0.5) = 3.209

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)′ = 5e1.5t

General solution

y = 5/1.5·e−0.5t + C·e−2t = 3.333·e−0.5t + C·e−2t

Initial condition

5 = 3.333 + C → C = 1.667

Evaluate

y(0.5) = 3.333·0.7788 + 1.667·0.3679 = 3.209

Answer

y(0.5) = 3.209

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