Formula Sheet: FX X X FX
Formula Sheet: FX X X FX
Formula Sheet: FX X X FX
CHE 374
Secant
Method
Newtons
Method
Jacobian
matrix for a
2x2 system
Inverse of a
2x2 Jacobian
matrix
Newton
Interpolation
Fall 2007
FORMULA SHEET
xk xk 1
xk +1 = xk f ( xk )
f ( xk ) f ( xk 1 )
f ( xk )
xk +1 = xk
f ( xk )
(1)
x k +1 = x k J k 1f k
(3)
f1
x
J= 1
f 2
x
1
(4)
(2)
f1
x2
f 2
x2
j22 j12
1
j11 * j22 + j12 * j21 j21 j11
pn ( x) = a0 + a1 ( x x0) + a2 ( x x0 )( x x1 ) +
(5)
J 1 =
+ an ( x x0 )( x x1 ) ( x xn 1 )
I = f ( x)dx =
a
b
h
( f (a) + f (b) )
2
n 1
i =1
j =1
x=
(7)
i +1
(b a )
b+a
xg +
2
2
(8)
Yk +1 = Yk + hF ( tk , Yk )
(9)
Euler Implicit
Yk +1 = Yk + hF ( tk +1 , Yk +1 )
Runge Kutta
h
Yk +1 = Yk + ( K1 + 2 K 2 + 2 K 3 + K 4 )
6
K
K
h
h
K1 = F ( tk , Yk ) , K 2 = F tk + , Yk + h 1 , K 3 = F tk + , Yk + h 2 ,
2
2
2
2
Finite
Differences
(6)
f [ xn ,...., x1 ] f [ xn 1 ,...., x0 ]
xn x0
h
2 ( f (x ) + f (x ))
I = f ( x)dx w j f ( x j ), Mapping
a
Euler Explicit
K 4 = F ( tk + h, Yk + hK 3 )
y y
y 2 yi + yi 1
Centered: y = i +1 i 1 , y = i +1
2
2x
( x )
Forward: y =
yi +1 yi
,
x
Backward: y =
yi yi 1
x
(9)
(10
(11