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Formula Sheet

The document provides definitions and formulas for various numerical methods including bisection, Newton-Raphson, and secant methods for root finding. It also includes formulas for approximation error, linear, power, exponential, and polynomial models. Additionally, it summarizes methods for numerical integration like the trapezoidal, Simpson's 1/3, and Simpson's 3/8 rules as well as formulas for polynomial interpolation, forward and backward differentiation, and the Euler, Runge-Kutta, and eigenvalue methods.

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Syasya Azizi
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63 views4 pages

Formula Sheet

The document provides definitions and formulas for various numerical methods including bisection, Newton-Raphson, and secant methods for root finding. It also includes formulas for approximation error, linear, power, exponential, and polynomial models. Additionally, it summarizes methods for numerical integration like the trapezoidal, Simpson's 1/3, and Simpson's 3/8 rules as well as formulas for polynomial interpolation, forward and backward differentiation, and the Euler, Runge-Kutta, and eigenvalue methods.

Uploaded by

Syasya Azizi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Appendix

Bisection method: 𝑥𝑙 + 𝑥2
𝑥𝑟 =
2

Newton- Raphson 𝑓(𝑥𝑖 )


𝑥𝑖+1 = 𝑥𝑖 −
method: 𝑓′(𝑥𝑖 )

Secant method: 𝑓(𝑥𝑖 )(𝑥𝑖−1 − 𝑥𝑖 )


𝑥𝑖+1 = 𝑥𝑖 −
𝑓(𝑥𝑖−1 ) − 𝑓(𝑥𝑖 )

Approximation error: 𝑝𝑟𝑒𝑠𝑒𝑛𝑡 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑖𝑜𝑛 − 𝑝𝑟𝑒𝑣𝑖𝑜𝑢𝑠 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑖𝑜𝑛


𝜀𝑎 =
𝑝𝑟𝑒𝑠𝑒𝑛𝑡 𝑎𝑝𝑝𝑟𝑜𝑥𝑖𝑚𝑎𝑡𝑖𝑜𝑛

Linear model: 𝑦 = 𝑎1 𝑥 + 𝑎0

Power model: 𝑦 = 𝛼𝑥 𝛽

Exponential model: 𝑦 = 𝛼𝑒 𝛽𝑥

Saturated growth 𝑥
𝑦=𝛼
model: 𝛽+𝑥

Polynomial model: 𝑦 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2

𝑛 ∑𝑥 ∑ 𝑥2 ∑𝑦
𝑎0
∑𝑥 ∑ 𝑥2 ∑ 𝑥 3 [𝑎1 ] = ∑ 𝑥𝑦
𝑎2
2
[∑ 𝑥 ∑ 𝑥3 ∑𝑥 ]4 2
[∑ 𝑥 𝑦]

Gradient/slope: 𝑛 ∑ 𝑥𝑦 − ∑ 𝑥 ∑ 𝑦
𝑎1 =
𝑛 ∑ 𝑥 2 − (∑ 𝑥)2

Intercept: 𝑎0 = 𝑦̅ − 𝑎1 𝑥̅

Correlation: 𝑛 ∑ 𝑥𝑦 − (∑ 𝑥)(∑ 𝑦)
𝑟=
√𝑛 ∑ 𝑥 2 − (∑ 𝑥)2 √𝑛 ∑ 𝑦 2 − (∑ 𝑦)2
Polynomial 𝑓1 (𝑥) = 𝑏0 + 𝑏1 (𝑥 − 𝑥0 )
interpolation:
𝑓2 (𝑥) = 𝑏0 + 𝑏1 (𝑥 − 𝑥0 ) + 𝑏2 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )

𝑓3 (𝑥) = 𝑏0 + 𝑏1 (𝑥 − 𝑥0 ) + 𝑏2 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) + 𝑏3 (𝑥 − 𝑥0 )(𝑥 − 𝑥1 )(𝑥 − 𝑥2 )

Where:

𝑏0 = 𝑓(𝑥0 )

𝑓(𝑥1 ) − 𝑓(𝑥0)
𝑏1 =
𝑥1 − 𝑥0

𝑓(𝑥2 ) − 𝑓(𝑥1) 𝑓(𝑥1 ) − 𝑓(𝑥0)


[ 𝑥 −𝑥 ]−[ 𝑥 −𝑥 ]
2 1 1 0
𝑏2 =
𝑥2 − 𝑥0

𝑓(𝑥3 ) − 𝑓(𝑥2) 𝑓(𝑥2 ) − 𝑓(𝑥1) 𝑓(𝑥2 ) − 𝑓(𝑥1) 𝑓(𝑥1 ) − 𝑓(𝑥0)


[ 𝑥 −𝑥 ]−[ 𝑥 −𝑥 ] [ 𝑥 −𝑥 ]−[ 𝑥 −𝑥 ]
3 2 2 1 2 1 1 0
𝑥3 − 𝑥1 − 𝑥2 − 𝑥0

𝑏3 = [ ] [ ]
𝑥3 − 𝑥0

Forward 𝑓(𝑥𝑖+1 ) − 𝑓(𝑥𝑖 )


𝑓 ′ (𝑥𝑖 ) =
differentiation: ℎ
𝑓(𝑥𝑖+2 ) − 2𝑓(𝑥𝑖+1 ) + 𝑓(𝑥𝑖 )
𝑓 ′′ (𝑥𝑖 ) =
ℎ2

Backward 𝑓(𝑥𝑖 ) − 𝑓(𝑥𝑖−1 )


𝑓 ′ (𝑥𝑖 ) =
differentiation: ℎ
𝑓(𝑥𝑖 ) − 2𝑓(𝑥𝑖−1 ) + 𝑓(𝑥𝑖−2 )
𝑓 ′′ (𝑥𝑖 ) =
ℎ2

Central 𝑓(𝑥𝑖+1 ) − 𝑓(𝑥𝑖−1 )


𝑓 ′ (𝑥𝑖 ) =
differentiation: 2ℎ
𝑓(𝑥𝑖+1 ) − 2𝑓(𝑥𝑖 ) + 𝑓(𝑥𝑖−1 )
𝑓 ′′ (𝑥𝑖 ) =
ℎ2
𝑏
Trapezoidal rule: ℎ
∫ 𝑓(𝑥) 𝑑𝑥 ≈ [ 𝑓(𝑥0 ) + 2𝑓(𝑥1 ) + 2𝑓(𝑥2 ) + 2𝑓(𝑥3 ) + 2𝑓(𝑥4 ) + 𝑓(𝑥𝑛 )]
𝑎 2

Simpson’s 1/3 rule: 𝑏 𝑛−1 𝑛−2


1
∫ 𝑓(𝑥) 𝑑𝑥 ≈ ℎ[ 𝑓(𝑥0 ) + 4 ∑ 𝑓(𝑥𝑖 ) + 2 ∑ 𝑓(𝑥𝑖 ) + 𝑓(𝑥𝑛 )]
𝑎 3
𝑖=1 𝑖=2
𝑖=𝑜𝑑𝑑 𝑖=𝑒𝑣𝑒𝑛

Simpson’s 3/8 rule: 𝑏 𝑛−1 𝑛−3


3
∫ 𝑓(𝑥) 𝑑𝑥 ≈ ℎ[ 𝑓(𝑥0 ) + 3 ∑ 𝑓(𝑥1 ) + 3 + 2 ∑ 𝑓(𝑥3 ) + 𝑓(𝑥𝑛 )]
𝑎 8
𝑖=1 𝑖=3
𝑖=𝑒𝑥𝑝𝑒𝑐𝑡 𝑖=𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑒 3
𝑚𝑢𝑙𝑡𝑖𝑝𝑙𝑒 3

Euler method: 𝑦𝑖+1 = 𝑦𝑖 + 𝑓(𝑥𝑖 , 𝑦𝑖 )ℎ

Runge-Kutta 2nd order 1 1


𝑦𝑖+1 = 𝑦𝑖 + ( 𝑘1 + 𝑘2 ) ℎ
- Heun method: 2 2

Where

𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )

𝑘2 = (𝑥𝑖 + ℎ , 𝑦𝑖 + 𝑘1 ℎ)

Runge-Kutta 2nd order 𝑦𝑖+1 = 𝑦𝑖 + 𝑘2 ℎ


- Midpoint method:
Where

𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )

1 1
𝑘2 = (𝑥𝑖 + ℎ , 𝑦𝑖 + 𝑘1 ℎ)
2 2

Runge-Kutta 2nd order 1 2


𝑦𝑖+1 = 𝑦𝑖 + ( 𝑘1 + 𝑘2 ) ℎ
– Ralston’s method: 3 3

Where

𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )

3 3
𝑘2 = (𝑥𝑖 + ℎ , 𝑦𝑖 + 𝑘1 ℎ)
4 4
Runge-Kutta 3rd 1
𝑦𝑖+1 = 𝑦𝑖 + (𝑘1 + 4𝑘2 + 𝑘3 )ℎ
order: 6

(for n=3) Where

𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )

1 1
𝑘2 = 𝑓(𝑥𝑖 + ℎ , 𝑦𝑖 + 𝑘1 ℎ)
2 2

𝑘3 = 𝑓(𝑥𝑖 + ℎ , 𝑦𝑖 − 𝑘1 ℎ + 2𝑘2 ℎ)

Runge-Kutta 4th order: 1


𝑦𝑖+1 = 𝑦𝑖 + (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 )ℎ
6

Where

𝑘1 = 𝑓(𝑥𝑖 , 𝑦𝑖 )

1 1
𝑘2 = (𝑥𝑖 + ℎ , 𝑦𝑖 + 𝑘1 ℎ)
2 2
1 1
𝑘3 = (𝑥𝑖 + ℎ , 𝑦𝑖 + 𝑘2 ℎ)
2 2

𝑘4 = 𝑓(𝑥𝑖 + ℎ , 𝑦𝑖 + 𝑘3 ℎ)

Eigenvalue: 𝐴[𝑋] = 𝜆⌊𝑋⌋

NOTE: All symbols carry the usual meaning.

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