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Numerical Methods Overview

The document outlines various numerical methods and formulas used in mathematical analysis, including the Bisection method, Newton-Raphson, and interpolation techniques such as Lagrange's formula. It also covers integration methods like the Trapezoidal rule and Simpson's rules, as well as iterative methods like Gauss elimination and the Runge-Kutta method. Each method is briefly described with its corresponding formulae for practical application.

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5 views31 pages

Numerical Methods Overview

The document outlines various numerical methods and formulas used in mathematical analysis, including the Bisection method, Newton-Raphson, and interpolation techniques such as Lagrange's formula. It also covers integration methods like the Trapezoidal rule and Simpson's rules, as well as iterative methods like Gauss elimination and the Runge-Kutta method. Each method is briefly described with its corresponding formulae for practical application.

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careunitybank.co.inn
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Unit 1

1. Bisection method
𝑎𝑛 + 𝑏𝑛
𝑥𝑛 =
2
2. False position ( Regula falsi )

𝑎𝑛 𝑓(𝑏𝑛 ) − 𝑏𝑛 𝑓(𝑎𝑛 )
𝑥𝑛 =
𝑓(𝑏𝑛 ) − 𝑓(𝑎𝑛 )
3. Newton-Raphson

𝑓 (𝑥𝑛 )
𝑥𝑛+1 = 𝑥𝑛 −
𝑓 ′ (𝑥𝑛 )
4. Rate of convergence
Unit 2

1. Forward Difference

Δ𝑓 (𝑥𝑖 ) = 𝑓(𝑥𝑖+1 ) − 𝑓(𝑥𝑖 )

2. Backward difference

∇𝑓(𝑥𝑖 ) = 𝑓(𝑥𝑖 ) − 𝑓 (𝑥𝑖−1 )

3. Central Difference

δ𝑓(𝑥𝑖 ) = 𝑓 (𝑥𝑖+1 ) − 𝑓(𝑥𝑖−1 )

4. Shift operator E

𝐸𝑓 (𝑥 ) = 𝑓(𝑥 + ℎ)
Δ= 𝐸 − 1
5. Newton’s forward difference formula

𝑢(𝑢 − 1) 2 𝑢(𝑢 − 1)(𝑢 − 2) 3


𝑓(𝑥 ) = 𝑓0 + 𝑢Δ𝑓0 + Δ 𝑓0 + Δ 𝑓0 +..
2! 3!

Where
𝑥 − 𝑥0
𝑢=
ℎ
6. Newton’s backward difference formula

𝑢(𝑢 + 1) 2 𝑢(𝑢 + 1)(𝑢 + 2) 3


𝑓(𝑥 ) = 𝑓𝑛 + 𝑢∇𝑓𝑛 + ∇ 𝑓𝑛 + ∇ 𝑓𝑛 +..
2! 3!

Where
𝑥 − 𝑥0
𝑢=
ℎ
7. Newtn’s divided difference
8. Lagrange’s Interpolation formula
9. Stirling’s formula

𝑢2 2 𝑢(𝑢2 − 1) 3 𝑢2 (𝑢2 − 1) 4
𝑓(𝑥 ) = 𝑓0 + 𝑢Δ𝑓0 + Δ 𝑓0 + Δ 𝑓−1/2 + Δ 𝑓0 ..
2! 3! 4!
Unit 3
3. Trapezoidal rule

𝑏
ℎ
∫ 𝑓(𝑥 ) 𝑑𝑥 = [𝑓 + 𝑓𝑛 + 2(𝑓1 + 𝑓2 + ⋯ + 𝑓𝑛−1 )]
𝑎 2 0
4. Simpson’s 1/3 Rule

𝑏
ℎ
∫ 𝑓(𝑥) 𝑑𝑥 = [𝑓 + 𝑓𝑛 + 4(𝑓1 + 𝑓3 + ⋯ + 𝑓𝑛−1 ) + 2(𝑓2 + 𝑓4 + ⋯ + 𝑓𝑛−2 )]
𝑎 3 0

5. Simpson’s 3/8 Rule

𝑏
3ℎ
∫ 𝑓(𝑥) 𝑑𝑥 = [𝑓 + 𝑓𝑛 + 3(𝑓1 + 𝑓2 + 𝑓4 + 𝑓5 + ⋯ ) + 2(𝑓3 + 𝑓6 + ⋯ )]
𝑎 8 0

Where
𝑏−𝑎
ℎ=
𝑛
You split the interval [𝑎, 𝑏]into n equal parts.

The width of each small part is h.


Unit 4

1. Gauss elimination

Same as manipulating of equations to find value of all 3 variables

And putting them in each other

2. Gauss Siedel iterative method


3. Gauss- Jacobi method
Unit 5
1. Euler’s Method
𝑦𝑛+1 = 𝑦𝑛 + ℎ 𝑓(𝑥𝑛 , 𝑦𝑛 )
2. Picard’s Method
𝑦𝑛+1 = 𝑦𝑛 + ℎ 𝑓(𝑥𝑛 , 𝑦𝑛 )
3. Runge-Kutta 4th order

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