Summary of Numerical Methods for Engineers
Summary of Numerical Methods for Engineers
′ f (x+h)−f (x−
Central Difference f (x) ≈ 2h
Backward Difference f ′ (x) ≈ f (x)−fh(x−h
Rb
f (x)dx ≈ h2 [f (a) + 2 f (
P
3*Numerical Integration Trapezoidal Rule a
Rb
Simpson’s 1/3 Rule a
f (x)dx ≈ h3 [f (a) + 4f (x1 ) + 2f
Gaussian Quadrature Uses weighted sum of function value
2*ODEs Euler’s Method yn+1 = yn + hf (xn ,
Runge-Kutta (RK4) yn+1 = yn + h6 (k1 + 2k2 +
1*PDEs Finite Difference Method Discretizes derivatives into algeb
2*Optimization Golden Section Search Finds minima/maxima using bra
Gradient Descent xn+1 = xn − α∇f (xn ), where