Numerical Methods Reference Formula Sheet

Bisection Method / Intermediate Values Theorem Newton-Raphson Method / Method of Tangents Method of False Position / Regular Falsi Method

f ( an ) . f ( bn ) < 0 ,S ol . [ an , bn ] , f ( x 0 ) . f ( x 1 ) <0 , Sol . [ x0 , x 1 ] , f ( x 0 ) . f ( x 1 ) <0 , Sol . [ x0 , x 1 ] ,

{ an , bn , c n =
an +bn
2
, f (cn ) } { x n , x n+1=x n
f ( xn )
f ' ( xn ) } {
x 0 , x1 , y 0 , y 1 , xn =x 0 y 0 (
x 1x 0
y 1 y 0
) }
xx 0 ba
Newtons Gregory Forward Interpolation Method h=x 1x 0 , = Num. Integration Trapezoidal Rule a=x 0 , b=x n , h=
h n
( 1 ) 2 ( 1 ) ( 2 ) 3 ( 1 ) ( 2 ) ( 3) 4 ( 1 ) ( 2 ) (3)(4) 5 x 0 ( 1 ) ( 2 ) ( n1 ) n
f ( x )= y 0 + y 0 + y 0+ y0 + y0 + y 0+ y0
2! 3! 4! 5! 3 '' n!
h f ( )
f ( x31+ f () ]2E ( f ) E ( f ) =5 [ a , b]
'
[
1 1
2
2 1
6
2 3 1
24
3 2
f = f 0+ ( 2 1 ) f 0 + ( 3 6 +2 ) f 0+ ( 4 18 +22 6 ) f 0+
h
4 1
120
( 5 40 + 105 100 + 24 ) f 012
4
x
h
1
]
f ( x ) dx=
1
h [ 1
f '' = 2 2 f 0 + ( 1 ) 3 f 0 + ( 6 218 +11 ) 4 f 0 +
12
1
120
( 20 3120 2 +210 100 ) 5 f 0 x
2
] x0
0

1
[ 1
f '' ' = 3 3 f 0 + ( 2 3 ) 4 f 0 +
1
( 60 2240 +210 ) 5 f 0 ]

{ ]
j=n1
h 2 120 (ba) h2 f '' ( )
f ( x n+ f () } +2 { f ( xi )} E ( f ) E ( f ) = [a , b]
i=1 12
b
h
f ( x ) dx= 2
a

2 ''
(ba)h f ( )
E ( f )=
12

(ba)h 2 ' ' 2

Truncated Error for f ' ' (a) |f ( a )|, for f ' ' ( b) (ba)h |f ' ' (a)|
12 12
x px 0 ba
Sterling or Central Difference Formula h=x 1x 0 , p= Num. Integration Simpsons 1/3 Rule a=x 0 , b=x n , h=
h n
1 1 p ( p2 1 ) 3 1 p ( p 2p ) ( p 24 ) 5 x0
f ( x )=f 0 + p f 1 +f +1 + p 2 2 f 0 + f 1 + 3 f +1 + p2 ( p 21 ) 4 f 0 + f 1 + 5 f +1 +
2 (
2 2
2! ) 23 ! 2 2
4! ( ) 45! 2 2 5 ' ' ''
h f ( )
( )
...
f ( x 2 +4 f ( x1 ) + f () ] E ( f )E ( f )= [ a ,b ]
90
x

[
1 1 1 1 1 h
]
2

f 'p= ( 1 + +1 )+ p 2 f 0+ ( 3 p21 ) ( 31 + 3+1 )+ ( 2 p 3 p ) 4 f 0 + ( 5 p 4 4 p3 12 p2 +8 p ) ( 51 + 5+1 ) f ( x ) dx=

h 2 2 2
12 2 2
12 480 2 2 3
x 0
 [ ] [ ]
b
1 2 p 1 1 h
j=n1 j=n1
f 'p' = f 0 + ( 31 + 3+1 )+ ( 6 p21 ) 4 f 0+ ( 20 p312 p 224 p+8 ) ( 51 + 5+1 ) f ( x ) dx= {f ( x 0)+ f ( x n)}+ 4 { f ( x oddi ) }+2 { f ( x eveni ) } E(f )
h 2
2 2 2
12 480 2 2 3 i=1 i=1
a

60 p (ba) h2 f ' '' ' ( )

5 5
( 224 p24)( 1 + +1 ) E ( f )=
180
2 2
1 3 1
1 + 3+1 + p 4 f 0+
2 2( 2
) 480

Truncated Error for f '' ' ' (a)
(ba)h2 ' ' ' '
180 180
2
|f ( a )| , for f ' ' '' (b) ( ba)h |f ' ' '
1
f 'p'' = 3
h
xx n ba
Newtons Gregory Backward Interpolation Method h=x 1x 0 , = Num. Integration Simpsons 3/8 Rule a=x 0 , b=x n , h=
h n
( +1 ) 2 ( + 1 )( +2 ) 3 ( +1 ) ( + 2 )( + 3 ) 4 ( + 1 )( + 2 )( +3 )( + 4 ) x 05 ( +1 ) ( +2 ) ( + n ) n
f ( x ) = y n + y n+ yn + yn + yn + y n + yn
2! 3! 4! 5! n!
f ( x 3 +3 {f ( x 1 ) + f ( x 2 ) }+f ( ) ]
' 1
[ 1 2 1 2 3 1 3 2
f = f n + ( 2 + 1 ) f n + ( 3 + 6 +2 ) f n+ ( 2 + 9 +11 + 3 ) f n +
h 2 6 12
4 1
120
( 5 +40 3 +105x 2 +100 +24
4

f ( x ) dx= 8 3h ) f n
5 3

]
x
1
[ 1 1
]
0

f '' = 2 2 f n+ ( + 1 ) 3 f n + ( 6 2 +18 +11 ) 4 f n + ( 20 3 +120 2 +210 +100 ) 5 f n x

h 12 120
i=n1
f ( multiple of 3i) }+ 3 { f ( x rest of the termsi ) }
f ' ' '=
1 3
h 3 [ 1
f n + ( 12 +18 ) 4 f n +
12
1
120
( 60 2 +240 +210 ) 5 f n ] i=1
i=n1

{f ( x 0 ) + f ( x n) }+2{
i=1

b

f ( x ) dx = 38h
a
x
( xx i )
Lagrange Interpolation Formula ( kx i )
n
Lk ( x ) =
i=0
i k
n
Pn= f ( x k ) Lk ( x) = f ( x 0 ) L0 ( x ) + f ( x1 ) L1 ( x ) + f ( x 2 ) L2 ( x ) + f ( x 3 ) L3 ( x ) + f ( x 4 ) L 4 ( x ) + f ( x5 ) L5 ( x ) + f ( x n ) Ln ( x )
k=0
Newtons Divided Difference Interpolation Formula
 y 1 y 0 ( x 0 , x 1 ) ( x 1 , x 2 ) ( x 3 , x 2 , x 1 ) ( x 2 , x 1 , x 0 ) ( x n2 , x n1 ) ( x n1 , x n)
( x 0 , x1 ) = , ( x 0 , x1 , x2 ) = , ( x 0 , x1 , x2 , x3 ) = , ( x n2 , x n1 , x n ) =
x1 x0 x 2x 0 x 3x 0 x nx n2
f ( x )=f ( x 0 )+ ( xx 0 ) ( x 0 , x 1 ) + ( xx 0 ) ( xx 1 ) ( x 0 , x 1 , x 2 ) + ( xx 0 ) ( xx 1 ) ( xx 2 ) ( x 0 , x 1 , x 2 , x 3 ) + ( xx 0 ) ( xx 1 ) ( xx n1 ) ( x 0 , x 1 , x 2 x n )
Euler Method Modified Euler Method or (Predictor Corrector Method) Miln Simpson Method

x n=x 0 +n h y
p
= y n+ h [ f ( x n , y n ) ] 4h
n+1 y np= y n 4+ [2 f n3+ f n 2 +2 f n1 ]
3
y n+1 = y n+ h [ f ( x n , y n ) ] h
c
y n+1 = y n+
2 [ p
f ( x n , y n ) +f ( xn , y n ) ] y np= y n2 +
h
[ f n2 +4 f n1 + f np ]
3
1 1 1
yn+1 = yn + [K1 + K2] yn+1 = yn + [K1 + 2 (K2 + K3) + K4] zn+1 = zn + [L1 + 2 (L2 + L3) + L4]
2 6 6
K1 = h f (xn , yn ) K1 = h f (xn , yn , zn) L1 = h g (xn , yn , zn)
K2 = h f (xn+h , yn+k1) K2 = h f (xn+h/2 , yn+(k1/2) , zn+(L1/2)) L2 = h g (xn+h/2 , yn+(k1/2) , zn+(L1/2))
K3 = h f (xn+h/2 , yn+(k2)/2 , zn+(L2)/2) L3 = h g (xn+h/2 , yn+(k2)/2 , zn+(L2)/2)
K4 = h f (xn+h , yn+k3 , zn+L3) L4 = h g (xn+h , yn+k3 , zn+L3)