Numerical Methods – Final Complete Notes
Difference Operators (∆, ∇, δ, h)
∆y = y(i+1) - y(i)
∇y = y(i) - y(i-1)
δy = y(i+1) - y(i-1)
∆²y = ∆y(next) - ∆y
∆³y = ∆²(next) - ∆²
h = x(i+1) - x(i)
Central Difference (Layman Explanation)
Meaning: subtract left value from right value.
δy_i = y(i+1) - y(i-1)
Difference Table Example
y: 1, 8, 27, 64
∆y: 7, 19, 37
∆²y: 12, 18
∆³y: 6
Choosing Interpolation Method
Start → Newton Forward
End → Newton Backward
Center → Stirling
Just above center → Gauss Forward
Just below center → Gauss Backward
Unequal intervals → Lagrange ONLY
Newton Forward
P = y0 + u∆y0 + u(u-1)/2 ∆²y0 + ...
u = (x-x0)/h
Newton Backward
P = yn + v∇yn + v(v+1)/2 ∇²yn + ...
v = (x-xn)/h
Stirling Formula
P = y0 + u(∆y-1 + ∆y0)/2 + u²/2 ∆²y-1 + ...
Gauss Forward / Backward
Central interpolation using shifted differences.
Lagrange Interpolation
P(x)= Σ y_i Π (x-x_j)/(x_i-x_j) (unequal intervals)
Numerical Integration
Trapezoidal: h/2 (y0+yn+2Σ yi)
Simpson 1/3: h/3 (y0+yn + 4Σy_odd + 2Σy_even)
Simpson 3/8: 3h/8 (y0+yn + 3Σ(non-3k) + 2Σ(3k))
Choosing Integration Method
n even → Simpson 1/3
n divisible by 3 → Simpson 3/8
Else → Trapezoidal
Root Finding Methods
Bisection: midpoint
Regula Falsi: (a f(b) - b f(a))/(f(b)-f(a))
Fixed Point: x = g(x), |g'| < 1
Secant: derivative-free Newton
Examples Summary
Forward interpolation: y(2.5)=16
Lagrange: y(3)=9
Modified Euler: y1=1.11