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Numerical Methods Formula Sheet

This document provides a formula sheet for numerical methods used in engineering. It summarizes formulas for modeling and error analysis, solving equations, curve fitting, differentiation, integration, ordinary differential equations, and partial differential equations. Key methods covered include Taylor series, Gaussian elimination, Newton-Raphson, bisection method, trapezoidal rule, Runge-Kutta, and Crank-Nicolson. The sheet is intended as a reference for numerical analysis techniques in courses on the topic.

Uploaded by

Muhammad Asyraaf Anuar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
18K views

Numerical Methods Formula Sheet

This document provides a formula sheet for numerical methods used in engineering. It summarizes formulas for modeling and error analysis, solving equations, curve fitting, differentiation, integration, ordinary differential equations, and partial differential equations. Key methods covered include Taylor series, Gaussian elimination, Newton-Raphson, bisection method, trapezoidal rule, Runge-Kutta, and Crank-Nicolson. The sheet is intended as a reference for numerical analysis techniques in courses on the topic.

Uploaded by

Muhammad Asyraaf Anuar
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

FORMULA SHEET FOR NUMERICAL METHODS FOR ENGINEERS

COEB223 / MATB324

Part 1: Modeling, Computers and Error Analysis


Error Definitions
True error:
True percent relative error:

Approximate percent relative error:

Stopping criterion:
Terminate computation when a < s where s is the desired percent relative error

Taylor Series
Taylor series expansion
(

( )

( )

( )

( )(

( )

where remainder
(

)(

or

Error propagation
For n independent variables x1, x2, , xn having errors ,

, ,

function f can be estimated via


|

Page 1 of 8

, the error in the

COEB223 / MATB324 Formula Sheet

Part 2: Roots of Equations


Method

Formulation

Bisection

( )(
( )

False Position

)
)

If ( )

( )

set

If ( )

( )

set

If ( )

( )

set

If ( )

( )

set

( )
( )

Newton Raphson

Secant

( )(
(
)

)
( )

Part 3: Linear Algebraic Equations


Gauss Elimination

LU decomposition
Back Substitution

Decomposition

]{

{ }

]{ }

Forward Substitution

Page 2 of 8

{ }

COEB223 / MATB324 Formula Sheet

Gauss-Seidel method

}
With relaxation,
(

Part 4: Curve Fitting


Method
Linear
Regression

Formulation

Errors

where
)


( )

where:
(

Polynomial
Regression

For a 2nd order polynomial fit,

where
)

by differentiating Sr with respect to each coefficients


and setting the partial derivatives equal to zero, we
have:

{
]

Page 3 of 8

where:
(

COEB223 / MATB324 Formula Sheet

Multiple
Linear
Regression

For a two-variable linear fit,

where
where:

(
by differentiating Sr with respect to each coefficients
and setting the partial derivatives equal to zero, we
have:

Newtons
divided
difference
interpolating
polynomial

For third order:


( )

)
(

(
)(

)(
)(

where
( )
[

[
[
Lagrange
interpolating
polynomial

( )

]
]

( ) ( )

where,
( )

Page 4 of 8

)
)

COEB223 / MATB324 Formula Sheet

Part 6: Numerical Differentiation and Integration


A. Numerical Differentiation
Method
Forward finitedivided difference

Formulation
First Derivative:
(

( )

( )

( )
)

( )
(

First Derivative:
( )

( )

( )

( )

Centred finitedivided difference

)
(

( )

Backward finitedivided difference

Errors

( )

)
(

)
(

First Derivative
(

( )

( )

)
(

B. Numerical Integration
Method

Formulation

Trapezoidal rule

Multiple-application
trapezoidal rule

( )

( )

( ( )

Page 5 of 8

( )

))

COEB223 / MATB324 Formula Sheet

Simpsons 1/3 rule

Multiple-application
Simpsons 1/3 rule

Simpsons 3/8 rule

Gauss Quadrature

( )

( )

( )

( ( )

( )

( )

( )

( )

( )

( )

( )

Gauss-Legendre
For two-point Gauss-Legendre:

For three-point Gauss-Legendre:

Change of variables:
(

Page 6 of 8

( )

))

COEB223 / MATB324 Formula Sheet

Part 7: Ordinary Differential Equations


Method

Formulation

Eulers First-Order RK
(

Heuns Second Order RK

Midpoint Second Order RK


(

Ralstons Second Order RK

Classical Fourth Order RK

(
(

)
)

Page 7 of 8

COEB223 / MATB324 Formula Sheet

Part 8: Partial Differential Equations


Method

Formulation

Elliptic PDEs
Liebmanns Method

Parabolic PDEs (one


dimensional)

Explicit Method
(

Simple Implicit Method


(

Crank-Nicolson Method

)
(

Page 8 of 8

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