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
xy00.33330.666711.3331.6672

Approximate ∫02 √(1 + x³) dx with Simpson's rule using n = 6 strips. Give S.

f(x) = √(1 + x³)[a, b] = [0, 2]n = 6
S =
2.Numerical methodsHard
00.20.40.60.811.5ty(0, 1)

Solve y′ = y(2 − y), y(0) = 1 with Euler's method and step h = 0.2 up to t = 0.8. The exact solution is y = 2y₀/(y₀ + (2 − y₀)e−2t). Find the global error |E| = |y(0.8) − y4|.

y′ = y(2 − y)y(0) = 1h = 0.2
|E| =
3.Sequences & seriesMedium
k|aₖ|¹ᐟᵏ123456789101112

Apply the root test to Σk=1∞ ((1k + 1)/(3k + 3))ᵏ. Find L = lim |ak|1/k.

ak = ((1k + 1)/(3k + 3))ᵏ
L =
4.Sequences & seriesHard

Find the coefficient c₂ of (x − 1)² in the Taylor series of f(x) = ln x about a = 1.

f(x) = ln xa = 1k = 2
c₂ =
5.Matrices & determinantsMedium
A =0−540−421−3−3

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

A = [0 −5 4; 0 −4 2; 1 −3 −3]
det A =
6.Matrices & determinantsHard
A =4−44−6

Find the larger eigenvalue λ of the matrix A shown.

A = [4 −4; 4 −6]
λ =
7.Differential equationsMedium
t (min)T (°C)13Ta​55 °C

A cup of coffee at 88 °C is left in a room at 18 °C. After 13 min its temperature is 55 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). Find the constant k in min⁻¹.

T0 = 88 °CTa = 18 °CT(13) = 55 °C
k = min⁻¹
8.Differential equationsHard
ty1.5y(1.5) = ?

Solve y′ + 3y = 10e−0.5t with y(0) = 3. Find y(1.5).

y′ + 3y = 10e−0.5ty(0) = 3
y(1.5) =

3Solutions

1.Numerical methods

Answer: S = 3.241

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)weight001110.3333331.01835420.6666671.138552311.414214441.3333331.835857251.6666672.37268446231

Nodes and values

h = 0.3333
Σ wᵢfᵢ = 1 + 4·1.01835 + 2·1.13855 + 4·1.414214 + 2·1.835857 + 4·2.372684 + 3 = 29.169805

Simpson's rule

S = (0.3333/3)·29.169805 = 3.241

Answer

S = 3.241

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

2.Numerical methods

Answer: |E| = 0.03423

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₊₁00111.210.21.20.961.39220.41.3920.8463361.56126730.61.5612670.6849791.698263

Euler steps

y4 = 1.698263

Exact value

y(0.8) = 1.664037

Global error

|E| = |1.664037 − 1.698263| = 0.03423
00.20.40.60.811.5ty

Graph

Answer

|E| = 0.03423

Halving h roughly halves the error of Euler's method.

3.Sequences & series

Answer: L = 0.3333

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.

Root of the terms

|ak|1/k = (1k + 1)/(3k + 3) → 1/3

Conclusion

L = 0.3333 < 1

Answer

L = 0.3333

L < 1, so the series converges.

4.Sequences & series

Answer: c₂ = −0.5

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.

Derivative f⁽²⁾

f⁽²⁾(x) = −1/x²

Coefficient

c₂ = f⁽²⁾(1)/2! = −1/(1²·2) = −0.5
c₂ = −0.5

Answer

c₂ = −0.5
5.Matrices & determinants

Answer: det A = 6

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 = 18, M₁₂ = −2, M₁₃ = 4

Cofactor expansion

det A = 0·18 − (−5)·(−2) + 4·4 = 6

Answer

det A = 6
6.Matrices & determinants

Answer: λ = 2

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 + (−8) = 0

Solve

λ = (−2 ± √(36))/2 → λ = −4, 2
λ = 2

Answer

λ = 2
7.Differential equations

Answer: k = 0.04904 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−13k = 37/70

Solve for k

k = ln(70/37)/13 = 0.04904 min⁻¹

Answer

k = 0.04904 min⁻¹
8.Differential equations

Answer: y(1.5) = 1.878

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)′ = 10e2.5t

General solution

y = 10/2.5·e−0.5t + C·e−3t = 4·e−0.5t + C·e−3t

Initial condition

3 = 4 + C → C = −1

Evaluate

y(1.5) = 4·0.4724 + (−1)·0.01111 = 1.878

Answer

y(1.5) = 1.878

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