NUMERICAL FORMULAE

Iteration
Newton Raphson method for refining an approximate root x0 of f (x) = 0
xn+1 = xn
Particular case to find
Secant Method
xn+1 = xn f (xn )/

f (xn )
f 0 (xn )

N use xn+1 =


1
2

f (xn ) f (xn1 )
xn xn1

xn +

Interpolation

fn = fn+1 fn

fn = fn fn1

Gregory Newton Formula

fn = fn+ 12 fn 21

1
fn =
fn+ 12 + fn 12
2

 
p(p 1) 2
p
fp = f0 + pf0 +
f0 + ... +
r f0
2!
r
where p =

x x0
h

Lagranges Formula for n points

y=

n
X

yi `i (x)

i=1

where
`i (x) =

nj=1,j6=i (x xj )
nj=1,j6=i (xi xj )

N
xn

Numerical differentiation
Derivatives at a tabular point
1
1
f0 3 f0 + 5 f0 ...
6
30
1 4
1 6
2
2 00
h f0 = f0 f0 + f0 ...
12
90
1 2
1 3
1
1
0
hf0 = f0 f0 + f0 4 f0 + 5 f0 ...
2
3
4
5
11 4
5 5
2 00
2
3
h f0 = f0 f0 + f0 f0 + ...
12
6
Numerical Integration
hf00

Trapezium Rule

where

fi = f (x0 + ih), E =

x0 +h

f (x)dx '

x0

h
(f0 + f1 ) + E
2

h3 00
f (a), x0 < a < x0 + h
12

Composite Trapezium Rule

Z

x0 +nh

x0

f (x)dx '

h
h2
h4 000
{f0 + 2f1 + 2f2 + ...2fn1 + fn } (fn0 f00 ) +
(f f0000 )...
2
12
720 n
where f00 = f 0 (x0 ), fn0 = f 0 (x0 + nh), etc
Z

Simpsons Rule

where

E=

x0 +2h

f (x)dx '

x0

h5 (4)
f (a)
90

h
(f0 + 4f1 + f2 ) + E
3

x0 < a < x0 + 2h.

Composite Simpsons Rule (n even)

Z

x0 +nh

x0

where

f (x)dx '

h
(f0 + 4f1 + 2f2 + 4f3 + 2f4 + ... + 2fn2 + 4fn1 + fn ) + E
3

E=

nh5 (4)
f (a).
180

x0 < a < x0 + nh

Gauss order 1. (Midpoint)

Z

f (x)dx = 2f (0) + E

where

E=

2 00
f (a).
3

1<a<1

Gauss order 2.
Z





1
1
f (x)dx = f
+f
+E
3
3
1
1

where

E=

1 0v
f (a).
135

1<a<1

Differential Equations
To solve y 0 = f (x, y) given initial condition y0 at x0 , xn = x0 + nh.
Eulers forward method
yn+1 = yn + hf (xn , yn )

n = 0, 1, 2, ...

Eulers backward method

yn+1 = yn + hf (xn+1 , yn+1 )

n = 0, 1, 2, ...

Heuns method (Runge Kutta order 2)

yn+1 = yn +

h
(f (xn , yn ) + f (xn + h, yn + hf (xn , yn ))).
2

Runge Kutta order 4.

yn+1 = yn +

h
(K1 + 2K2 + 2K3 + K4 )
6

where
K1

K2

K3

K4

f (xn , yn )


hK1
h
f xn + , yn +
2
2


hK2
h
f xn + , yn +
2
2
f (xn + h, yn + hK3 )

Chebyshev Polynomials


Tn (x) = cos n(cos1 x)
To (x) = 1

T1 (x) = x



sin n(cos1 x)
Tn0 (x)

Un1 (x) =
=
n
1 x2
Tm (Tn (x)) = Tmn (x).
Tn+1 (x) = 2xTn (x) Tn1 (x)
Z

Un+1 (x) =
Tn (x)dx

2xUn (x) Un1 (x)



1 Tn+1 (x) Tn1 (x)
=

+ constant,
2
n+1
n1

f (x) =

where

n2

1
a0 T0 (x) + a1 T1 (x)...aj Tj (x) + ...
2

aj =

f (cos ) cos jd
0

R
and f (x)dx = constant +A1 T1 (x) + A2 T2 (x) + ...Aj Tj (x) + ...
where Aj = (aj1 aj+1 )/2j
j1

j0