Universiti Brunei Darussalam

MA 2215 NUMERICAL ANALYSIS Formulae sheet

1.

Iterative Processes

f xn
f ' xn

x n1 x n

Newton Raphson Formula:

2.

Polynomial Interpolation

Linear Form:

P1 x f j f j 1 f j f j f j ;

Quadratic Form:

1
P2 x f j f j 12 f j
2

Lagrange Form:

Pn x

Lk ( x ) f k ,

k 0

x xj
x j 1 x j

x x j
j 0 x k x j
n

Lk x
j k

Newton forward difference formula:

Pn x0 h f j f j

1
2!

2 f j .....

1..... n 1
n!

n f j

Newton backward difference formula:

Pn x0 h f j f j

1
2!

2 f j .....

1..... n 1
n!

n f j

Newton divided difference formula:

Pn x f 0 x x0 f x0 , x1 x x0 x x1 f x0 , x1 , x 2 .....

...... x x0 x x1 ..... x x n1 f x0 , x1 ,....., x 2

3.

Numerical Integration
b

Trapeziodal Rule:

f x dx 2 f 0 f N h f1 f 2 ...... f N 1
h

Simpsons Rule:

f x dx 3 f 0 4 f1 2 f 2 4 f 3 ..... 4 f N 1 f N
h

...

4.

Ordinary Differential Equations

(i) Single-step methods:
Taylor series:

h2
h p ( p)
y x1 y n 1 y n hy ' ( x0 )
y ' ' ( x0 ) ........
y ( x0 )
2!
p!
Eulers method:

y n 1 y n hf ( xn , y n ),

n 0, 1, 2, ........, N 1

Runge-Kutta (second-order) methods:

k1 hf ( xn , y n )
k 2 hf ( xn h, y n k1 )
1
y n 1 y n (k1 k 2 )
2
Runge-Kutta (fourth-order) methods

k1 hf ( xn , y n )
k 2 hf ( xn h / 2, y n k1 / 2)
k3 hf ( xn h / 2, y n k 2 / 2)
k 4 hf ( xn h, y n k3 )
1
y n 1 y n (k1 2k 2 2k3 k 4 )
6

(ii)

Multistep methods:

The midpoint methods (second order):

y n 1 y n 1 2hf n
Milnes methods (fourth order):

y n 1 y n 3

4h
(2 f n f n 1 2 f n 2 )
3

Adam-Bashforth methods (second-order):

h
y n 1 y n (3 f n f n 1 )
2
Adam-Bashforth methods (fourth-order):

y n 1 y n

h
(55 f n 59 f n 1 37 f n 2 9 f n 3 )
24

Adams-Moulton methods (second-order) or trapezoidal method:

h
y n 1 y n ( f n 1 f n )
2
Adams-Moulton methods (fourth-order):

y n 1 y n

h
(9 f n 1 19 f n 5 f n 1 f n 2 )
24

.
(iii)

Higher order ordinary differential equations:

Euler method

y ' ' g ( x, y , y ' ) ,

w1 ' w2 ,

y ( x0 ) y 0 , y ' ( x 0 ) y ' 0

w1 ( x0 ) y0 , w2 ' g ( x, w1 , w2 ) , w2 ( x0 ) y '0

w1, n 1 w1, n hw2, n ,

w1, 0 y0

w2, n 1 w2, n hg ( xn , w1, n , w2, n ) ,

w2, 0 y '0

Runge-Kutta method

k11 hw2 , n
k12 hg ( xn , w1, n , w2, n )

k 21 h( w2, n k12 )
k 22 hg ( xn h, w1, n k11 , w2, n k12 )
1
w1, n 1 w1, n (k11 k 21 )
2
1
w2, n 1 w2, n (k12 k 22 )
2