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Numerical Methods Cheat Sheet

This cheat sheet outlines numerical methods for data interpolation and integration, recommending specific techniques based on data structure. It provides error orders for various numerical methods and key formulas for Newton's difference formulas, Lagrange interpolation, and integration rules like the Trapezoidal and Simpson’s methods. Additionally, it includes the Runge-Kutta 4th order method for solving differential equations.

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Joseph Wilson Junior
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183 views2 pages

Numerical Methods Cheat Sheet

This cheat sheet outlines numerical methods for data interpolation and integration, recommending specific techniques based on data structure. It provides error orders for various numerical methods and key formulas for Newton's difference formulas, Lagrange interpolation, and integration rules like the Trapezoidal and Simpson’s methods. Additionally, it includes the Runge-Kutta 4th order method for solving differential equations.

Uploaded by

Joseph Wilson Junior
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Numerical Methods: Formula & Method

Cheat Sheet
📌 Method Selection Based on Data Structure
Situation Best Method

Unequally spaced data Newton’s Divided Difference or Lagrange

Equally spaced, point near start Newton’s Forward Difference

Equally spaced, point near end Newton’s Backward Difference

Equally spaced, point near middle Central Difference (Gauss, Bessel, Stirling)

Need symbolic polynomial Lagrange or Newton (Divided Differences)

📏 Error Orders

- Trapezoidal Rule: Global Error = O(h²)


- Simpson’s 1/3 Rule: Global Error = O(h⁴)
- Simpson’s 3/8 Rule: Global Error = O(h⁴)
- Euler’s Method: Local Error = O(h²), Global = O(h)
- RK4 Method: Local Error = O(h⁵), Global = O(h⁴)
- Taylor Series Method: Depends on derivative used, often O(hⁿ)

📐 Key Formulas

• Newton's Forward Difference Formula:


f(x) ≈ f(x₀) + pΔf(x₀) + p(p−1)/2! Δ²f(x₀) + ...

• Newton's Backward Difference Formula:


f(x) ≈ f(xn) + p∇f(xn) + p(p+1)/2! ∇²f(xn) + ...

• Newton’s Divided Difference:


f[x₀,x₁] = (f(x₁)−f(x₀))/(x₁−x₀)
f[x₀,x₁,x₂] = (f[x₁,x₂] − f[x₀,x₁])/(x₂ − x₀)
• Lagrange Interpolation Formula:
L(x) = Σ f(xᵢ) * Π (x - xⱼ)/(xᵢ - xⱼ) for j ≠ i

• Trapezoidal Rule:
∫ f(x) dx ≈ h/2 [f(x₀) + 2f(x₁) + ... + 2f(xₙ₋₁) + f(xₙ)]

• Simpson’s 1/3 Rule:


∫ f(x) dx ≈ h/3 [f(x₀) + 4f(x₁) + 2f(x₂) + 4f(x₃) + ... + f(xₙ)]

• Runge-Kutta 4th Order (RK4):


yₙ₊₁ = yₙ + (1/6)(k₁ + 2k₂ + 2k₃ + k₄)
where k₁ = hf(xₙ,yₙ), k₂ = hf(xₙ+h/2, yₙ+k₁/2), etc.

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