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
t (s)051015202530v (m/s)9131618232834

A vehicle's speed is measured every 5 s (table). Estimate the distance s travelled from t = 0 to t = 30 s with Simpson's rule.

h = 5 sn = 6
s = m
2.Numerical methodsHard
00.20.40.60.511.5ty(0, 0.5)

Solve y′ = 1.5y, y(0) = 0.5 with Euler's method and step h = 0.25 up to t = 0.75. The exact solution is y = y₀e1.5t. Find the global error |E| = |y(0.75) − y3|.

y′ = 1.5yy(0) = 0.5h = 0.25
|E| =
3.Sequences & seriesMedium
kSn​12345678910

Find the sum S = Σk=110 12/(k(k + 1)).

ak = 12/(k(k + 1))n = 10
S =
4.Sequences & seriesHard
xyfP₃0.25

Use the Maclaurin polynomial of degree 3 of f(x) = 1/(1 − 2x) to approximate f(0.25). Give P₃(0.25).

f(x) = 1/(1 − 2x)n = 3x = 0.25
P₃(0.25) =
5.Matrices & determinantsMedium
A =−212−12−251−1

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

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

Find the larger eigenvalue λ of the matrix A shown.

A = [0 −4; −1 −3]
λ =
7.Differential equationsMedium
tyy(0) = 3y(2) = ?

Solve y″ + 5y′ + 4y = 0 with y(0) = 3 and y′(0) = -4. Find y(2).

y″ + 5y′ + 4y = 0y(0) = 3y′(0) = -4
y(2) =
8.Differential equationsHard
ty0.5y(0.5) = ?

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

y′ + 2y = 2e−0.5ty(0) = 5
y(0.5) =

3Solutions

1.Numerical methods

Answer: s = 595 m

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.

Weighted sum

9 + 4·13 + 2·16 + 4·18 + 2·23 + 4·28 + 34 = 357

Simpson's rule

s = (5/3)·357 = 595 m

Answer

s = 595 m
2.Numerical methods

Answer: |E| = 0.2403

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₊₁000.50.750.687510.250.68751.031250.94531320.50.9453131.4179691.299805

Euler steps

y3 = 1.299805

Exact value

y(0.75) = 1.540108

Global error

|E| = |1.540108 − 1.299805| = 0.2403
00.20.40.60.511.5ty

Graph

Answer

|E| = 0.2403

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

3.Sequences & series

Answer: S = 10.91

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 − 1/11) = 10.91

Answer

S = 10.91
4.Sequences & series

Answer: P₃(0.25) = 1.875

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) = 1 + 2x + 4x² + 8x³

Substitute

P₃(0.25) = 1 + 0.5 + 0.25 + 0.125 = 1.875

Answer

P₃(0.25) = 1.875

The exact value is f(0.25) = 2; the error 0.125 shrinks when you take more terms or a point closer to 0.

5.Matrices & determinants

Answer: det A = −33

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 = 0, M₁₂ = 11, M₁₃ = −11

Cofactor expansion

det A = (−2)·0 − 1·11 + 2·(−11) = −33

Answer

det A = −33
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 − (−3)λ + (−4) = 0

Solve

λ = (−3 ± √(25))/2 → λ = −4, 1
λ = 1

Answer

λ = 1
7.Differential equations

Answer: y(2) = 0.361

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.

Characteristic roots

(r + 1)(r + 4) = 0 → r = −1, −4

Constants from the initial values

A + B = 3, −1A − 4B = -4
A = 2.667, B = 0.3333

Evaluate

y(2) = 2.667·e−2 + 0.3333·e−8 = 0.361

Answer

y(2) = 0.361
8.Differential equations

Answer: y(0.5) = 2.387

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)′ = 2e1.5t

General solution

y = 2/1.5·e−0.5t + C·e−2t = 1.333·e−0.5t + C·e−2t

Initial condition

5 = 1.333 + C → C = 3.667

Evaluate

y(0.5) = 1.333·0.7788 + 3.667·0.3679 = 2.387

Answer

y(0.5) = 2.387

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