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Formula

This document provides formulas and descriptions for numerical methods covered in a mathematics course, including: Newton's method for finding roots of functions, polynomial interpolation using Lagrange's and Newton's divided difference forms, the error in polynomial interpolation, and the trapezium rule and Simpson's rule for numerical integration.

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10 views

Formula

This document provides formulas and descriptions for numerical methods covered in a mathematics course, including: Newton's method for finding roots of functions, polynomial interpolation using Lagrange's and Newton's divided difference forms, the error in polynomial interpolation, and the trapezium rule and Simpson's rule for numerical integration.

Uploaded by

God is love
Copyright
© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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UNIVERSITY OF DURHAM

Department of Mathematical Sciences


Formula sheet for Numerical methods in Single Mathematics A MATH1561/01

Newton’s method
If f (x) has a continuous derivative f 0 (x) then an iterative process for the solution(s) of
f (x) = 0 is
f (xk )
xk+1 = xk − 0 .
f (xk )

Polynomial interpolation
When the function f (x) is known at n + 1 distinct points x0 , x1 , . . . , xn , the interpolating
polynomial pn (x) which satisfies pn (xk ) = f (xk ), k = 0, . . . , n is (Lagrange’s form)
n n
X Y (x − xj )
pn (x) = Lk (x)f (xk ) where Lk (x) =
k=0 j=0
(xk − xj )
j6=k

or (Newton Divided Difference form)

pn (x) = f (x0 ) + (x − x0 )f [x0 , x1 ] + · · · + (x − x0 ) · · · (x − xn−1 )f [x0 , . . . , xn ]

where the divided differences are defined iteratively by:

f (x0 ) − f (x1 ) f [x0 , . . . , xk ] − f [x1 , . . . , xk+1 ]


f [x0 , x1 ] = and f [x0 , . . . , xk+1 ] = .
x0 − x1 x0 − xk+1
The error in polynomial interpolation is:

(x − x0 )(x − x1 ) · · · (x − xn ) (n+1)
f (x) − pn (x) = f (t), t ∈ [x0 , xn ] .
(n + 1)!

Numerical integration
Trapezium rule:
Z b
h h2
f (x)dx = [f0 + 2f1 + 2f2 + · · · + 2fn−1 + fn ] − (b − a)f 00 (t), t ∈ [a, b] ,
a 2 12

with h = (b − a)/n, xi = a + ih, (i = 0, . . . , n), fi = f (xi ).


Simpson’s rule:
Z b
h h4
f (x)dx = [f0 + 4f1 + 2f2 + 4f3 + 2f4 + · · · + 4f2m−1 + f2m ] − (b − a)f (4) (t)
a 3 180

for some t ∈ [a, b] where h = (b − a)/(2m), xi = a + ih, i = 0, . . . , 2m, fi = f (xi ).

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