Formulae Sheet

Taylor series:
f .x/ D f .a/C.x a/f 0 .a/C

.x

a/2 00
.x a/n 1 n
f .a/C


C
f
2
.n 1/

.a/C

.x

a/n n
f ./
n

Inverse quadratic interpolation:

x.f / D

.f
.f1

f2 /.f f3 /
.f
x1 C
f2 /.f1 f3 /
.f2

f1 /.f f3 /
.f
x2 C
f1 /.f2 f3 /
.f3

xi xi 1
f .xi / f .xi 1 /
Newtons method for system of equations: J .x/
x D

Secant method: xiC1 D xi

Central difference: f 0 .x/ D

f1 /.f f2 /
x3
f1 /.f3 f2 /

f .xi /

f .x C h/

f .x
2h

h/

f .x/, J is the Jacobian matrix

; f 00 .x/ D

f .x C h/

2f .x/ C f .x
h2

h/

.h1 = h2 /p D.h2 / D.h1 /

Richardson extrapolation: F D
.h1 = h2 /p 1
Pn
k
i
X
iD0 pi x
P
ai qk i D pk ; k D 0; 1; : : : ; N and N D nCm
;
Pad: Rn;m .x/ D
1 C jmD1 qj x j iD0
n
X
.x x1 /.x x2 /


.x xj 1 /.x xj C1 /


.x xn /
lj;n .x/f .xj /; lj;n .x/ D
Lagrange: p.x/ D
.xj x1 /.xj x2 /


.xj xj 1 /.xj xj C1 /


.xj xn /
j D1




Z b
aCb
h
f .x/ dx D f .a/ C 4f
Simpsons 1/3 rule:
C f .b/
2
3
a
s

2
P
Z b
1 P
1
2
i f .xi /
i f .xi /
N
N
Monte Carlo:
f .x/ dx  .b a/.hf iN N /; N D
N 1
a
Modified Euler: y.x0 C h/ D y.x0 / C hf .xmid ; ymid /
f0 C f .x0 C h; y0 C hf0 /
Heuns method: y.x0 C h/ D y.x0 / C h
2
h
Crank-Nicolson method: y.x0 C h/ D y.x0 / C .f0 C f1 /
2
Gauss-Legendre quadrature:
i
Z

f ./ d 
1

n
X

Wi

i

nD2
Wi f .i /;

p1
3

iD1

END OF PAPER

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nD3

0
q

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