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
xy012

Approximate ∫02 √x·e−x dx with Simpson's rule using n = 2 strips. Give S.

f(x) = √x·e−x[a, b] = [0, 2]n = 2
S =
2.Numerical methodsHard
00.10.20.30.40.91ty(0, 1)

Solve y′ = −2ty, y(0) = 1 with Euler's method and step h = 0.1 up to t = 0.4. The exact solution is y = y₀e−t². Find the global error |E| = |y(0.4) − y4|.

y′ = −2tyy(0) = 1h = 0.1
|E| =
3.Sequences & seriesMedium
xx₀ = 0??R

Find the radius of convergence R of the power series Σk=1∞ (1/2)ᵏ·xᵏ/(k + 1).

Σ (1/2)ᵏ·xᵏ/(k + 1)x₀ = 0
R =
4.Sequences & seriesHard

Find the coefficient c₄ of (x − 3)⁴ in the Taylor series of f(x) = 1/x about a = 3.

f(x) = 1/xa = 3k = 4
c₄ =
5.Matrices & determinantsMedium
A =2−5−44−4032−3

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

A = [2 −5 −4; 4 −4 0; 3 2 −3]
det A =
6.Matrices & determinantsHard
A =−465−4b =−10−8

Solve the system −4x + 6y = −10 and 5x − 4y = −8. Find x.

−4x + 6y = −105x − 4y = −8
x =
7.Differential equationsMedium
t (min)T (°C)54Ta​49 °C205 °C

A forged steel part at 440 °C is left to cool in a workshop at 21 °C. After 54 min its temperature is 49 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 205 °C?

T0 = 440 °CTa = 21 °CT(54) = 49 °CT = 205 °C
t = min
8.Differential equationsHard
ty0.5y(0.5) = ?

Solve y′ + 2y = 9e−0.5t with y(0) = 4. Find y(0.5).

y′ + 2y = 9e−0.5ty(0) = 4
y(0.5) =

3Solutions

1.Numerical methods

Answer: S = 0.5543

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)weight0001110.3678794220.1913931

Nodes and values

h = 1
Σ wᵢfᵢ = 0 + 4·0.367879 + 0.191393 = 1.662911

Simpson's rule

S = (1/3)·1.662911 = 0.5543

Answer

S = 0.5543

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

2.Numerical methods

Answer: |E| = 0.03221

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₊₁0010110.11−0.20.9820.20.98−0.3920.940830.30.9408−0.564480.884352

Euler steps

y4 = 0.884352

Exact value

y(0.4) = 0.852144

Global error

|E| = |0.852144 − 0.884352| = 0.03221
00.10.20.30.40.91ty

Graph

Answer

|E| = 0.03221

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

3.Sequences & series

Answer: R = 2

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.

Coefficients

ck/ck+1 = (1/(1/2))·(k + 2)/(k + 1) → 2

Radius

R = 2

Answer

R = 2

The ratio test says nothing at the two end points; they have to be checked separately.

4.Sequences & series

Answer: c₄ = 0.004115

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⁽⁴⁾

f⁽⁴⁾(x) = 24/x⁵

Coefficient

c₄ = 24/(3⁵·24) = 0.004115
c₄ = 0.004115

Answer

c₄ = 0.004115
5.Matrices & determinants

Answer: det A = −116

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 = 12, M₁₂ = −12, M₁₃ = 20

Cofactor expansion

det A = 2·12 − (−5)·(−12) + (−4)·20 = −116

Answer

det A = −116
6.Matrices & determinants

Answer: x = −6.286

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)·(−4) − 6·5 = −14

Replace the x column

det Aₓ = (−10)·(−4) − 6·(−8) = 88
x = 88/(−14) = −6.286

Answer

x = −6.286
y = −5.857
7.Differential equations

Answer: t = 16.42 min

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.

Cooling constant

k = ln(419/28)/54 = 0.0501 min⁻¹

Time to reach the target

t = ln(419/184)/0.0501 = 16.42 min

Answer

t = 16.42 min
8.Differential equations

Answer: y(0.5) = 3.937

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)′ = 9e1.5t

General solution

y = 9/1.5·e−0.5t + C·e−2t = 6·e−0.5t + C·e−2t

Initial condition

4 = 6 + C → C = −2

Evaluate

y(0.5) = 6·0.7788 + (−2)·0.3679 = 3.937

Answer

y(0.5) = 3.937

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