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 the trapezoid rule, n = 2, and compare it with the exact value. Find the absolute error |E| = |T − I|.

f(x) = 1/x[a, b] = [1, 3]n = 2
|E| =
2.Numerical methodsHard
00.5112ty(0, 0.5)

Use Euler's method with h = 0.2 for y′ = 1 + sin(ty), y(0) = 0.5 to estimate y5 ≈ y(1).

y′ = 1 + sin(ty)y(0) = 0.5h = 0.2
y5 =
3.Sequences & seriesMedium
kSn​12345678910

Find the sum S = Σk=19 12/(k(k + 1)).

ak = 12/(k(k + 1))n = 9
S =
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 0.0001.

f(x) = eˣx = 0.5M = 2ε = 0.0001
n =
5.Matrices & determinantsMedium
A =2−1−225−22−35

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

A = [2 −1 −2; 2 5 −2; 2 −3 5]
det A =
6.Matrices & determinantsHard
A =−4412b =46

Solve the system −4x + 4y = 4 and x + 2y = 6. Find x.

−4x + 4y = 4x + 2y = 6
x =
7.Differential equationsMedium
t (min)T (°C)19Ta​302 °C

A forged steel part at 360 °C is left to cool in a workshop at 22 °C. After 19 min its temperature is 302 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 360 °CTa = 22 °CT(19) = 302 °C
k = min⁻¹
8.Differential equationsHard
ty1.5y(1.5) = ?

Solve y′ + y = 5e−0.5t with y(0) = 4. Find y(1.5).

y′ + y = 5e−0.5ty(0) = 4
y(1.5) =

3Solutions

1.Numerical methods

Answer: |E| = 0.06805

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

Trapezoid rule

T = (1/2)·(1 + 2·0.5 + 0.333333) = 1.166667

Error

|E| = |1.166667 − 1.098612| = 0.06805

Answer

|E| = 0.06805

Relative error: 6.195%.

2.Numerical methods

Answer: y5 = 1.921

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₊₁000.510.710.20.71.1395430.92790920.40.9279091.36271.20044930.61.2004491.6595871.53236640.81.5323661.9411081.920588

Euler steps

y₁ = 0.5 + 0.2·(1) = 0.7
y₂ = 0.7 + 0.2·(1.139543) = 0.927909
y₃ = 0.927909 + 0.2·(1.3627) = 1.200449
y₄ = 1.200449 + 0.2·(1.659587) = 1.532366
y₅ = 1.532366 + 0.2·(1.941108) = 1.920588
00.5112ty

Graph

y5 = 1.921

Answer

y5 = 1.921
3.Sequences & series

Answer: S = 10.8

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

12/(k(k + 1)) = 12·(1/k − 1/(k + 1))

Cancel

S = 12·(1 − 1/10) = 10.8

Answer

S = 10.8
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 ≥ 0.0001
n = 5: 4.34 × 10⁻⁵ < 0.0001

Smallest degree

n = 5

Answer

n = 5
5.Matrices & determinants

Answer: det A = 84

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 = 19, M₁₂ = 14, M₁₃ = −16

Cofactor expansion

det A = 2·19 − (−1)·14 + (−2)·(−16) = 84

Answer

det A = 84
6.Matrices & determinants

Answer: x = 1.333

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 = (−4)·2 − 4·1 = −12

Replace the x column

det Aₓ = 4·2 − 4·6 = −16
x = −16/(−12) = 1.333

Answer

x = 1.333
y = 2.333
7.Differential equations

Answer: k = 0.009908 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−19k = 280/338

Solve for k

k = ln(338/280)/19 = 0.009908 min⁻¹

Answer

k = 0.009908 min⁻¹
8.Differential equations

Answer: y(1.5) = 3.385

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 = et
(ety)′ = 5e0.5t

General solution

y = 5/0.5·e−0.5t + C·e−t = 10·e−0.5t + C·e−t

Initial condition

4 = 10 + C → C = −6

Evaluate

y(1.5) = 10·0.4724 + (−6)·0.2231 = 3.385

Answer

y(1.5) = 3.385

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