NUMERICAL METHODS
Short Exam Notes & Important Formulas
1. Bisection Method
• Used to find roots of f(x)=0.
• Choose a and b such that f(a)f(b)<0.
• Midpoint: x=(a+b)/2.
• If f(a)f(x)<0, root lies in [a,x]; otherwise [x,b].
• Slow but always converges for a continuous function with a sign change.
2. Regula-Falsi Method
• Uses a straight-line interpolation between two points.
• Formula: x = (a f(b) - b f(a)) / (f(b)-f(a)).
• Usually faster than bisection.
3. Newton-Raphson Method
• Fast iterative root-finding method.
• Formula: x(n+1)=x(n)-f(x(n))/f'(x(n)).
• Requires derivative and a good initial guess.
4. Secant Method
• Does not require derivative.
• Formula: x(n+1)=x(n)-f(x(n))(x(n)-x(n-1))/(f(x(n))-f(x(n-1))).
5. Gauss Elimination
• Solves simultaneous linear equations.
• Convert the coefficient matrix to upper triangular form using row operations.
• Then use back substitution.
6. Gauss-Seidel Method
• Iterative method for linear equations.
• Update each unknown immediately after it is calculated.
• Continue until successive values differ by less than the required tolerance.
7. Gauss-Jordan Method
• Transform the augmented matrix into reduced row-echelon form.
• The solution is read directly from the final matrix.
8. Lagrange Interpolation
• Used to estimate a value between known data points.
• P(x)=Σ y(i) L(i)(x), where L(i)(x)=Π (x-x(j))/(x(i)-x(j)).
9. Newton Forward Interpolation
• Used when the required value is near the beginning of an equally spaced table.
• u=(x-x0)/h.
• P(x)=y0+u∆y0+u(u-1)/2! ∆²y0+...
10. Newton Backward Interpolation
• Used when the required value is near the end of an equally spaced table.
• u=(x-xn)/h.
11. Numerical Differentiation
• First derivative (central difference): f'(x) ≈ [f(x+h)-f(x-h)]/(2h).
12. Numerical Integration
• Trapezoidal rule: Integral ≈ h/2 [y0+yn+2(y1+...+y(n-1))].
• Simpson's 1/3 rule: Integral ≈ h/3 [y0+yn+4(sum of odd terms)+2(sum of even terms)].
• Simpson's 1/3 rule requires an even number of intervals.
13. Euler Method
• Used to solve first-order differential equations.
• Formula: y(n+1)=y(n)+h f(x(n),y(n)).
14. Runge-Kutta (4th Order)
• More accurate than Euler's method.
• k1=h f(xn,yn)
• k2=h f(xn+h/2, yn+k1/2)
• k3=h f(xn+h/2, yn+k2/2)
• k4=h f(xn+h, yn+k3)
• y(n+1)=y(n)+(k1+2k2+2k3+k4)/6.
Quick Comparison
Method Main Use
Bisection Root of equation
Regula-Falsi Root of equation
Newton-Raphson Root of equation
Secant Root of equation
Gauss Elimination Linear equations
Gauss-Seidel Linear equations
Interpolation Estimate missing values
Trapezoidal/Simpson Integration
Euler/RK4 Differential equations
Most Important Exam Topics
• Compare Bisection and Newton-Raphson methods.
• Solve a root using Newton-Raphson.
• Solve simultaneous equations using Gauss Elimination.
• Perform Lagrange interpolation.
• Apply Simpson's 1/3 rule.
• Solve an ODE using Euler's method.
• Explain convergence of iterative methods.