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
xy00.250.50.7511.251.5

Approximate ∫01.5 e−x² dx with Simpson's rule using n = 6 strips. Give S.

f(x) = e−x²[a, b] = [0, 1.5]n = 6
S =
2.Numerical methodsHard
00.20.40.600.05ty(0, 0)

Use Euler's method with h = 0.25 for y′ = t² + y², y(0) = 0 to estimate y3 ≈ y(0.75).

y′ = t² + y²y(0) = 0h = 0.25
y3 =
3.Sequences & seriesMedium
AΣ (3/5)ᵏk = 1 … ∞BΣ (−1)ᵏ/kk = 1 … ∞CΣ 3ᵏ/k!k = 1 … ∞DΣ (k + 4)/k²k = 1 … ∞

Exactly one of the four series diverges. Click it.

A: Σ (3/5)ᵏB: Σ (−1)ᵏ/kC: Σ 3ᵏ/k!D: Σ (k + 4)/k²
  1. 1A: Σ (3/5)ᵏ
  2. 2B: Σ (−1)ᵏ/k
  3. 3C: Σ 3ᵏ/k!
  4. 4D: Σ (k + 4)/k²
4.Sequences & seriesHard

f(x) = eˣ is approximated at x = 2 by its Maclaurin polynomial of degree n. With the Lagrange bound M·|x|ⁿ⁺¹/(n + 1)! and M = 8, find the smallest degree n that guarantees an error below 1 × 10⁻⁶.

f(x) = eˣx = 2M = 8ε = 1 × 10⁻⁶
n =
5.Matrices & determinantsMedium
A =513−1B =−4503

Let C = AB for the matrices shown. Find the entry c12 (row 1, column 2).

A = [5 1; 3 −1]B = [−4 5; 0 3]
c12 =
6.Matrices & determinantsHard
A =6−49−7

Find the larger eigenvalue λ of the matrix A shown.

A = [6 −4; 9 −7]
λ =
7.Differential equationsMedium
tyy(0) = 2y(0.5) = ?

Solve y″ + 2y′ + y = 0 with y(0) = 2 and y′(0) = 4. Find y(0.5).

y″ + 2y′ + y = 0y(0) = 2y′(0) = 4
y(0.5) =
8.Differential equationsHard
tyy(0) = 2y(0.75) = ?

Solve y″ + 2y′ + 5y = 0 with y(0) = 2 and y′(0) = 0 (released from rest). Find y(0.75); angles in radians.

y″ + 2y′ + 5y = 0y(0) = 2y′(0) = 0
y(0.75) =

3Solutions

1.Numerical methods

Answer: S = 0.8562

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)weight001110.250.939413420.50.778801230.750.5697834410.367879251.250.209611461.50.1053991

Nodes and values

h = 0.25
Σ wᵢfᵢ = 1 + 4·0.939413 + 2·0.778801 + 4·0.569783 + 2·0.367879 + 4·0.209611 + 0.105399 = 10.273989

Simpson's rule

S = (0.25/3)·10.273989 = 0.8562

Answer

S = 0.8562

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

2.Numerical methods

Answer: y3 = 0.07819

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₊₁0000010.2500.06250.01562520.50.0156250.2502440.078186

Euler steps

y₁ = 0 + 0.25·(0) = 0
y₂ = 0 + 0.25·(0.0625) = 0.015625
y₃ = 0.015625 + 0.25·(0.250244) = 0.078186
00.20.40.600.05ty

Graph

y3 = 0.07819

Answer

y3 = 0.07819
3.Sequences & series

Answer: D: Σ (k + 4)/k²

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 (3/5)ᵏ → Geometric with r = 3/5, |r| < 1: converges.
B: Σ (−1)ᵏ/k → Alternating, with 1/k decreasing to 0: converges (conditionally).
C: Σ 3ᵏ/k! → Ratio test: L = lim 3/(k + 1) = 0 < 1, converges.
D: Σ (k + 4)/k² → Behaves like 1/k for large k: diverges by comparison with the harmonic series.

The answer

D: Σ (k + 4)/k²

Answer

D: Σ (k + 4)/k²
4.Sequences & series

Answer: n = 14

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)!bound3245.33341202.13357200.7111650400.20327403200.0507983628800.01129936288000.00225710399168000.0004105114790016006.841 × 10⁻⁵1262270208001.052 × 10⁻⁵13871782912001.503 × 10⁻⁶1413076743680002.005 × 10⁻⁷

Bounds for increasing n

n = 13: 1.503 × 10⁻⁶ ≥ 1 × 10⁻⁶
n = 14: 2.005 × 10⁻⁷ < 1 × 10⁻⁶

Smallest degree

n = 14

Answer

n = 14
5.Matrices & determinants

Answer: c12 = 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

c12 = 5·5 + 1·3 = 28

Answer

c12 = 28
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 − (−1)λ + (−6) = 0

Solve

λ = (−1 ± √(25))/2 → λ = −3, 2
λ = 2

Answer

λ = 2
7.Differential equations

Answer: y(0.5) = 3.033

Second-order linear equations: for y″ + b·y′ + c·y = 0 try y = ert: this gives the characteristic equation r² + b·r + c = 0. Two real roots r₁ ≠ r₂ give y = A·er₁t + B·er₂t (overdamped); a double root r gives y = (A + Bt)·ert (critically damped); complex roots −α ± jω give y = e−αt(A cos ωt + B sin ωt) (underdamped, oscillating). The initial values y(0) and y′(0) fix A and B. Written as y″ + 2ζωny′ + ωn²y = 0, ωn is the natural frequency and ζ the damping ratio: ζ < 1 oscillates. With a constant input, y″ + by′ + cy = c·K, the solution is the steady value K plus the free response.

Double root

(r + 1)² = 0 → r = −1

Constants

A = y(0) = 2
y′(0) = B − 1A → B = 4 + 2 = 6

Evaluate

y(0.5) = (2 + 6·0.5)·e−0.5 = 3.033

Answer

y(0.5) = 3.033
8.Differential equations

Answer: y(0.75) = 0.538

Second-order linear equations: for y″ + b·y′ + c·y = 0 try y = ert: this gives the characteristic equation r² + b·r + c = 0. Two real roots r₁ ≠ r₂ give y = A·er₁t + B·er₂t (overdamped); a double root r gives y = (A + Bt)·ert (critically damped); complex roots −α ± jω give y = e−αt(A cos ωt + B sin ωt) (underdamped, oscillating). The initial values y(0) and y′(0) fix A and B. Written as y″ + 2ζωny′ + ωn²y = 0, ωn is the natural frequency and ζ the damping ratio: ζ < 1 oscillates. With a constant input, y″ + by′ + cy = c·K, the solution is the steady value K plus the free response.

Complex roots

r = −1 ± 2j

Constants

A = 2, B = 1·2/2 = 1

Evaluate

y(0.75) = e−0.75(2·cos 1.5 + 1·sin 1.5) = 0.538

Answer

y(0.75) = 0.538

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