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
xy00.16670.33330.50.66670.83331

Approximate ∫01 √x·e−x dx with Simpson's rule using n = 6 strips. Give S.

f(x) = √x·e−x[a, b] = [0, 1]n = 6
S =
2.Numerical methodsHard
00.511.505ty(0, 1)

Use Euler's method with h = 0.5 for y′ = t + y, y(0) = 1 to estimate y3 ≈ y(1.5).

y′ = t + yy(0) = 1h = 0.5
y3 =
3.Sequences & seriesMedium
AΣ (3/2)ᵏk = 1 … ∞BΣ 1/(3k + 5)k = 1 … ∞CΣ 1/(k(k + 3))k = 1 … ∞DΣ k/(k + 7)k = 1 … ∞

Exactly one of the four series converges. Click it.

A: Σ (3/2)ᵏB: Σ 1/(3k + 5)C: Σ 1/(k(k + 3))D: Σ k/(k + 7)
  1. 1A: Σ (3/2)ᵏ
  2. 2B: Σ 1/(3k + 5)
  3. 3C: Σ 1/(k(k + 3))
  4. 4D: Σ k/(k + 7)
4.Sequences & seriesHard

Recognise the series and find its sum: S = Σk=0∞ 1.5ᵏ/k!.

ak = 1.5ᵏ/k!
S =
5.Matrices & determinantsMedium
A =64−42B =−6−624

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

A = [6 4; −4 2]B = [−6 −6; 2 4]
c21 =
6.Matrices & determinantsHard
A =43−7−6

Find the larger eigenvalue λ of the matrix A shown.

A = [4 3; −7 −6]
λ =
7.Differential equationsMedium
t (min)T (°C)8Ta​T = ?

A can of soda at 4 °C is taken out of the fridge into a room at 27 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). With k = 0.04 min⁻¹, find its temperature T after 8 min.

T0 = 4 °CTa = 27 °Ck = 0.04 min⁻¹t = 8 min
T = °C
8.Differential equationsHard
ty1.5y(1.5) = ?

Solve y′ + 0.5y = 3e−t with y(0) = 4. Find y(1.5).

y′ + 0.5y = 3e−ty(0) = 4
y(1.5) =

3Solutions

1.Numerical methods

Answer: S = 0.3732

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)weight000110.1666670.345575420.3333330.41369230.50.428882440.6666670.419203250.8333330.3967324610.3678791

Nodes and values

h = 0.1667
Σ wᵢfᵢ = 0 + 4·0.345575 + 2·0.41369 + 4·0.428882 + 2·0.419203 + 4·0.396732 + 0.367879 = 6.71842

Simpson's rule

S = (0.1667/3)·6.71842 = 0.3732

Answer

S = 0.3732

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

2.Numerical methods

Answer: y3 = 4.25

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₊₁00111.510.51.522.5212.53.54.25

Euler steps

y₁ = 1 + 0.5·(1) = 1.5
y₂ = 1.5 + 0.5·(2) = 2.5
y₃ = 2.5 + 0.5·(3.5) = 4.25
00.511.505ty

Graph

y3 = 4.25

Answer

y3 = 4.25

The exact value is y(1.5) = 6.463378.

3.Sequences & series

Answer: C: Σ 1/(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 (3/2)ᵏ → Geometric with r = 3/2 > 1: the terms grow, so it diverges.
B: Σ 1/(3k + 5) → Behaves like 1/(3k) for large k; compared with the harmonic series it diverges.
C: Σ 1/(k(k + 3)) → Smaller than 1/k²: converges by comparison.
D: Σ k/(k + 7) → The terms tend to 1, not 0: diverges by the n-th term test.

The answer

C: Σ 1/(k(k + 3))

Answer

C: Σ 1/(k(k + 3))
4.Sequences & series

Answer: S = 4.482

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 xᵏ/k! = eˣ

Substitute

x = 1.5
S = e1.5 = 4.482

Answer

S = 4.482
5.Matrices & determinants

Answer: c21 = 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

c21 = (−4)·(−6) + 2·2 = 28

Answer

c21 = 28
6.Matrices & determinants

Answer: λ = 1

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 = −3, 1
λ = 1

Answer

λ = 1
7.Differential equations

Answer: T = 10.3 °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) = 27 + (−23)·e−0.04t

Substitute t

T(8) = 27 + (−23)·0.7261 = 10.3 °C

Answer

T = 10.3 °C
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 = e0.5t
(e0.5ty)′ = 3e−0.5t

General solution

y = 3/(−0.5)·e−t + C·e−0.5t = −6·e−t + C·e−0.5t

Initial condition

4 = −6 + C → C = 10

Evaluate

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

Answer

y(1.5) = 3.385

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