Formulario de Ampliacion de Matematicas

Resoluci
on de ecuaciones
M
etodos de intervalos encajados
Bipartici
on

xn+1 =

an +bn
2

Regula falsi

xn+1 =

an f (bn )bn f (an )

f (bn )f (an )

M
etodos de punto fijo
xn+1 = xn

Newton

f (xn )
f 0 (xn )

Secante

xn+1 =

xn1 f (xn )xn f (xn1 )

f (xn )f (xn1 )

xn1
= xn f (xn ) f (xxnn)f
(xn1 )

Resoluci
on de sistemas de ecuaciones lineales
M
etodos de factorizaci
on
1

Doolittle

l21

A= .
..
ln1

0
1
..
.
ln2

...
...
..
.
...

0
0
..
.
1

u11
0
..
.
0

u12
u22
..
.
0

...
...
..
.
...

u1n
u2n
..
.
unn

Crout

A=

l11
l21
..
.
ln1

0
l22
..
.
ln2

...
...
..
.
...

0
0
..
.

lnn

1
0
..
.
0

u12
1
..
.
0

...
...
..
.
...

u1n
u2n
..
.
1

M
etodos iterativos
(k+1)

x1

(k)

(k+1)

Jacobi

(k)

(k+1)

12
x2 . . . aa1n xn + ab1
a
a

=
(k)

11

a21
=a
x
...
22 1
..
..
..
..
..
.
.
.
.
.
(k+1)
an1 (k) an2 (k)
xn
= a x1 a x2 . . .

x2

nn

11
a2n
a22

(k)

xn +

..
.

nn

x1

11
b2
a22

(k)

12
x2
a
a

(k+1)

Gauss-Seidel

..
.
+ abn

nn

(k+1)

11

21
=a
x
...
a22 1
..
..
..
..
..
.
.
.
.
.
(k+1)
an1 (k+1) an2 (k+1)
xn
a x2
...
= a x1

x2

nn

(k)

. . . aa1n xn + ab1

nn

11
a2n
a22

11

(k)

xn + ab2
22
..
..
.
.
+ abn

nn

Interpolaci
on y aproximaci
on polin
omica
Interpolaci
on polin
omica
Lagrange
Newton

Pn (x) = fQ(x0 )L0 (x) + f (x1 )L1 (x) + . . . + f (xn )Ln (x),
Li (x) =

(xxj )
Q j6=i
.
j6=i (xi xj )

Pn (x) = f [x0 ] + f [x0 , x1 ](x x0 ) + f [x0 , x1 , x2 ](x x0 )(x x1 ) + . . . + f [x0 , x1 , x2 , . . . , xn ](x x0 )(x x1 ) . . . (x xn1 ),
f [xj , xj+1 , . . . , xi1 , xi ] =

f [xj+1 ,...,xi1 ,xi ]f [xj ,xj+1 ,...,xi1 ]

.
xi xj

Aproximaci
on mnimo-cuadr
atica
Discreta

Continua

Pm
Pm
i=0 0 (xi )0 (xi )
i=0 1 (xi )0 (xi )
Pm
Pm

0 (xi )1 (xi )
1 (xi )1 (xi )
i=0
i=0

..
..

.
.
Pm
Pm
0 (xi )n (xi )
1 (xi )n (xi )
i=0
i=0
Rb
Rb
...
a 0 (x)0 (x)dx
a 1 (x)0 (x)dx
R b (x) (x)dx R b (x) (x)dx . . .
0
1
1
1
a
a

..
..
..

.
.
.
Rb
Rb

(x)
(x)dx

(x)
(x)dx
.
.
.
n
n
a 0
a 1

Pm
. . . Pm
a0
i=0 n (xi )0 (xi )
i=0 f (xi )0 (xi )
Pm
m
a1
...
f (xi )1 (xi )
i=0 n (xi )1 (xi )
i=0

. =
..
..
..
.

.
.
.
.
Pm
Pm
...
n (xi )n (xi )
an
f (xi )1 (xi )
i=0
i=0
Rb

R b f (x) (x)dx
(x)0 (x)dx
a0
0
Rab n
Rab

a1
a f (x)1 (x)dx
a n (x)1 (x)dx

.
..
..
.

.
.
.
Rb
Rb
a
n

(x)
(x)dx
f
(x)
(x)dx
n
n
a n
a

Derivaci
on e integraci
on num
erica
F
ormulas de derivaci
on num
erica
f (x0 +h)f (x0 )
f 00 ()
2! h, x0 < < x0 + h,
h
f (x0 )f (x0 h)
f 00 ()
f 0 (x0 ) =
+ 2! h, x0 h < < x0 .
h
f
(x
+h)f
(x
h)
f 000 ()
0
0
f 0 (x0 ) =
3! h2 , x0 h < < x0
2h
f (x0 +h)2f (x0 )+f (x0 h)
f iv) ()
f 00 (x0 ) =
12 h2 , x0 h <
h2

f 0 (x0 ) =

Descentradas de dos puntos

Centrada de dos puntos
Centrada de tres puntos para la derivada segunda

F
ormulas de integraci
on num
erica
Punto medio
Trapecio
Simpson

Rb
a
Rb
Rab
a

(ba)3 00
f (), a < < b.
24
(ba)3 00
ba
(f
(a)
+
f
(b))

f (), a < < b.

2 

12

(ba)5
ba
a+b
f (a) + 4 f
+ f (b) 2880 f iv) (),
6
2

f (x) dx = (b a) f
f (x) dx =
f (x) dx =

a+b
2

a < < b.

+ h.
< x0 + h.

Resoluci
on num
erica de EDOs
M
etodos unipaso
M
etodos de Taylor
Euler (Taylor de orden 1)

w0 = , wi+1 = wi + h f (xi , wi ).

M
etodos de Runge-Kutta

Runge-Kutta de orden 2

Runge-Kutta de orden 3

Runge-Kutta de orden 4

k1 = h f (x
 i , wi )

h
k1
, wi+1 = wi + k2 .
Punto medio
w0 = ,
k 2 = h f xi + , w i +

2
2

1
k1 = h f (xi , wi )
Euler modificado w0 = ,
, wi+1 = wi + (k1 + k2 ).
2

k2 = h f (xi + h, wi + k1 )
k1 = h f (x
 i , wi )

1
2h
2k1
, wi+1 = wi + (k1 + 3k2 ).
Heun
w0 = ,
, wi +

k 2 = h f xi +
4
3
3

k1 = h f (x

 i , wi )


h
k1
1
k 2 = h f xi + , w i +
, wi+1 = wi + (k1 + 4k2 + k3 ).
w0 = ,

2
2
6

k3 = h f (xi + h, wi k1 + 2k2 )

k1 = h f (x

 i , wi )


h
k
1

k 2 = h f xi + , w i +

1
2
2


, wi+1 = wi + (k1 + 2k2 + 2k3 + k4 ).
w0 = ,
h
k
2

6
k 3 = h f xi + , w i +

2
2

k4 = h f (xi + h, wi + k3 )

M
etodos multipaso
M
etodos explcitos
Punto medio modificado (orden 2)
Milne (orden 4)

wk = k , k = 0, 1, wi+1 = wi1 + 2hf (xi , wi ).

4h
(2f (xi , wi ) f (xi1 , wi1 ) + 2f (xi2 , wi2 )) .
3

wk = k , k = 0, 1, 2, 3, wi+1 = wi3 +

M
etodos implcitos
Trapecio (orden 2)
Simpson (orden 4)

h
(f (xi+1 , wi+1 ) + f (xi , wi )) .
2
h
wk = k , k = 0, 1, wi+1 = wi1 + (f (xi+1 , wi+1 ) + 4f (xi , wi ) + f (xi1 , wi1 )) .
3
w0 = 0 , wi+1 = wi +

Transformada Z

Serie temporal
ax(n) + by(n)
x(n + m)
v(n + m)
an x(n)
nx(n)
x(n)
+
X

x(k)y(n k)

Transformada Z
aX(z) + bY (z)
z m X(z)
m
X
z m V (z)
z k v(m k)
k=1
z
X
a
dX
z
(z)
dz 

1
X
z

Regi
on de convergencia
Al menos Rx Ry
Rx

X(z)Y (z)

Al menos Rx Ry

Rv
|a|rc < |z| < |a|ra
Rx
1
1
< |z| <
ra
rc

k=

Serie temporal

Transformada Z

(n m)

1
zm

u(n)
u(n 1)
an u(n)
an u(n 1)
nan u(n)
nan u(n 1)
a|n|
sen(nw)u(n)
an sen(nw)u(n)
cos(nw)u(n)
an cos(nw)u(n)
an1 u(n

1)
an1 u(n)

Regi
on de convergencia
C si m = 0
C {0} si m > 0
C {+} si m < 0
|z| > 1
|z| < 1
|z| > |a|
|z| < |a|
|z| > |a|
|z| < |a|
1
|a| < |z| <
|a|

z
z1
z
za
az
(z a)2
(a + 1)(a 1)z
(z a)(az 1)
z sen(w)
z 2 2z cos(w) + 1
az sen(w)
z 2 2az cos(w) + a2
z(z cos(w))
z 2 2z cos(w) + 1
z(z a cos(w))
z 2 2az cos(w) + a2
1
za

|z| > 1
|z| > |a|
|z| > 1
|z| > |a|
|z| > |a|
|z| < |a|

Resoluci
on num
erica de EDPs
M
etodo de diferencias finitas

Esquema explcito (para la ecuaci
on del calor)

uj,n+1 = suj1,n + (1 2s)uj,n + suj+1,n

Esquema implcito (para la ecuaci

on del calor)

suj1,n+1 + (1 + 2s)uj,n+1 suj+1,n+1 = uj,n

s=

c2 k
2
h


s=

c2 k
h2