Errors
Absolute Error:
EA Exact Value Approximate Value
Relative Error:
Exact Value Approximate Value EA
ER
Exact Value Exact Value
Percentage Error:
EP ER 100
__________________________________________________________________
Solutions of Algebraic and Transcendental Equations
Regula Falsi Method (False-Position Method):
a f (b) b f (a)
c
f (b) f (a)
Newton-Raphson Method:
f ( xi )
xi 1 xi
f '( xi )
__________________________________________________________________
Finite Differences
Forward Difference Operator:
f ( x) f ( x h) f ( x)
Backward Difference Operator:
f ( x) f ( x) f ( x h)
Shift Operator:
Ef ( x) f ( x h)
E n f ( x) f ( x nh)
Average Operator:
f ( x)
1
2
1 1
f ( x 2 h) f ( x 2 h) or
2
1 12 1
E E 2
Central Difference Operator:
1 1 1
E 2 E 2
f ( x) f ( x h) f ( x h)
1
or
2 2
__________________________________________________________________
Interpolation with Equal Intervals
Newton’s Gregory Forward Interpolation Formula:
u u 1 2 u u 1 u 2 3 u u 1u 2 u 3 4
f ( x) f ( x0 ) u f ( x0 ) f ( x0 ) f ( x0 ) f ( x0 )
2! 3! 4!
x x0
Where, u
h
Newton’s Gregory Backward Interpolation Formula:
u u 1 2 u u 1 u 2 3
f ( x) f ( x0 nh) u f ( x0 nh) f ( x0 nh) f ( x0 )
2! 3!
x ( x0 nh)
Where, u
h
__________________________________________________________________
Interpolation with Unequal Intervals
Lagrange’s Interpolation Formula:
f ( x)
x x x x x x f ( x ) x x x x
1 2 n 0 2 x x f (x )
n
x x x x x x
0 1 0 2 x x x x
0 n
0
1 0 1 2 x x
1 n
1
x x x x x x f ( x )
0 1 n
x x x x x x f ( x )
0 1 n 1
x x x x x x
2 0 2 1 2 n
2
x x x x x x
n 0 n 1 n n 1
n
Newton’s Divided Difference Interpolation Formula:
f ( x) f ( x0 ) x x0 f ( x0 , x1 ) x x0 x x1 f ( x0 , x1, x2 )
x x x x x x f (x , x , x , x )
0 1 2 0 1 2 3
__________________________________________________________________
Numerical Integration
General Quadrature Formula:
x0 nh
n2 n3 n2 2 y0 n4 2 y0
3
f ( x) dx n y0 y0 n n
3
x0 2 3 2 2! 4 3!
Trapezoidal Rule:
b
h
f ( x) dx y0 yn 2 y1 y2 y3 yn
a 2
𝟏 𝒓𝒅
Simpson’s ( ) Rule:
𝟑
b
h
f ( x) dx 3 y
a
0 yn 4 y1 y3 y5 yn1 2 y2 y4 y6 yn2
𝟑 𝒕𝒉
Simpson’s ( ) Rule:
𝟖
b
3h
f ( x) dx y0 yn 3 y1 y2 y4 y5 yn2 2 y3 y6 y9 yn1
a 8
Where, a Lower Limit of the integration.
b Upper Limit of the integration.
n Number of sub intervals
ba
h Length of each sub interval
n
__________________________________________________________________
Solution of First Order Ordinary Differential Equation
Euler’s Formula:
yn 1 yn h f xn , yn
Modified Euler’s Formula:
First Calculate initial approximation using Euler’s Formula-
y1(0) y0 h f x0 , y0
Use Modified Euler’s formula for better approximation:
f x0 , y0 f x1 , y1( n )
h
y1( n 1) y0
2
Runge-Kutta Method for Second Order:
1
y1 y0 k1 k2
2
Where, k1 h f x0 , y0
k2 h f x0 h , y0 k1
Runge-Kutta Method for fourth Order:
1
y1 y0 k1 2 k2 2 k3 k4
6
Where,
k1 h f x0 , y0
h k
k2 h f x0 , y0 1
2 2
h k
k3 h f x0 , y0 2
2 2
k4 h f x0 h , y0 k3
__________________________________________________________________