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Summary

This document summarizes numerical analysis techniques for solving equations, systems of equations, interpolation, differentiation, integration, and ordinary differential equations. It covers methods like the bisection method, Newton's method, Gaussian elimination, LU factorization, Lagrange interpolation, numerical integration rules, and Euler's method and Runge-Kutta methods for solving ODEs. For each method, it provides the basic algorithm, convergence properties, and error analysis.

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254 views3 pages

Summary

This document summarizes numerical analysis techniques for solving equations, systems of equations, interpolation, differentiation, integration, and ordinary differential equations. It covers methods like the bisection method, Newton's method, Gaussian elimination, LU factorization, Lagrange interpolation, numerical integration rules, and Euler's method and Runge-Kutta methods for solving ODEs. For each method, it provides the basic algorithm, convergence properties, and error analysis.

Uploaded by

sal27adam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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NUMERICAL ANALYSIS SUMMARY

Background :
Horner’s method; computer arithmetic and roundoff
errors; Taylor series.
Solution of Nonlinear Equations f (x) = 0
• Bisection Method: algorithm; convergence analysis;
guarenteed linear convergence en = O(2−n).
• Fixed Point Method xn+1 = g(xn);
convergence analysis; linear convergence en = O(|g 0(r)|n).
• Newton Method: xn+1 = xn − f (xn)/f 0(xn);
quadratic convergence en ≈ Ke2n
−xn−1
• Secant Method: xn+1 = xn − f (xn) f (xxnn)−f (xn−1 ) ,
superlinear convergence with en+1 ≈ Ke1.62n
• Forward and Backward errors and sensitivity.
Numerical Solution of Ax = b
• Gaussian Elimination (GE), and
computational complexity (# flops).
• LU factorization solution of Ax = b
• Condition Number for Ax = b, error bound.
• Swamping, and pivoting for GE and LU.
• Cholesky Factorization method for
symmetric positive definite systems.
• Iterative Methods: Jacobi, Gauss-Seidel, SOR:
error analysis, convergence, efficiency.
NUMERICAL ANALYSIS SUMMARY
Interpolation
n n x − xj
• Lagrange Formula: Pn(x) = f (xi) .
X Y

i=0 j=0,6=i xi − xj
• Divided Differences and Divided Difference Formula
n i
Pn(x) = f [x0, x1, . . . , xi] (x − xj ).
X Y

i=0 j=0
Construction of divided difference tables.
nf (n+1)(ξ)
• Interpolation Error: f (x)−Pn(x) = (x−xi) .
Y

i=0 (n + 1)!
• Runge Phenomenon
• Chebyshev Interpolation and error bounds
• Cubic Splines: properties and purpose
Least Squares
• Overdetermined Systems and the Normal Equations
• Least Squares and Data Fitting
• Ill-Conditioning and Least Squares
• QR Factorization solutions
Numerical Differentiation and Integration
• Differentiation Methods: basic formulas,
Taylor series error analysis, instability.
• Extrapolation: basic formulas for even-power
and all-power error series.
• Trapezoidal and Simpson Rules: composite formulas,
errors, degrees of precision.
• Romberg Integration from extrapolation.
• Gaussian Rules: transformation, degree of precision.
2
NUMERICAL ANALYSIS SUMMARY
ODE IVP Numerical Solutions :
for y 0 = f (t, y), y(a) = y0, t ∈ [a, b].
• Euler’s Method: wi+1 = wi + hf (ti, wi);
error, convergence, stabilty
• Taylor Methods: formulas; truncation errors, order
• Runge-Kutta Methods: general form, how to use;
explicit Trapezoidal method
wi+1 = wi + h(f (ti, wi) + f (ti + h, wi + hf (ti, wi))/2.
• Methods for ODE IVP Systems:
how to use basic explicit methods;
nth order ODE → to 1st order system.
• Stiff equations and implicit methods:
backward Euler and implicit Trapezoidal methods.

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