Professional Documents
Culture Documents
Final Exam Formula Sheet
Final Exam Formula Sheet
COEB223 / MATB324
True error:
True percent relative error:
100 %
100 %
Stopping criterion:
Terminate computation when a < s where s is the desired percent relative error
Taylor Series
Taylor series expansion
!" # # $ %&'# ( $
where remainder
10
)) # , ))) # .
0# # 0
( $
( $ /$
( $ 10
2!
3!
!
2345#6#
0!"#!
(0!"
or
10 7(0!" #
Error propagation
For n independent variables x1, x2, , xn having errors 9", 9,, , 90 , the error in the
function f can be estimated via
<
<
<
;
; 9" $ ;
; 9, $ / $ ;
; 90
<,
<0
<"
Page 1 of 8
=
Bisection
Formulation
> $ ?
2
= ?
False Position
!"
Secant
? #> ? #
> # ? #
!"
Newton Raphson
#
) #
# B" #
B" # #
""
C ,"
."
",
,,
.,
".
,.
..
|
|
|
""
E"
E, F G H 0
E.
0
",
),,
0
".
),.
))..
|
|
|
E))..
))..
E"
E)
),. .
E), I G . ,
),,
E)).
E"
", ,
". .
.
""
.
LU decomposition
Decomposition
""
C
,"
."
",
,,
.,
".
1
,. F G C,"
..
."
0
1
.,
Back Substitution
""
E"
0 K"
0F JK, L JE, L G C 0
1 K.
0
E.
",
),,
0
". "
"
K"
),. F J, L JK, L G J, L
.
)).. .
K.
Forward Substitution
Page 2 of 8
Gauss-Seidel method
E"
", ,
". . R
""
P S
T
N
NB" P N NB"
E
,
,"
,.
N
"
.
M
U
U 100% < V
N
,
,,
Q
N
N
P
)
E.
." "
., ,
N
P
.
..
O
NB"
N
"
NB"
With relaxation,
T
\ $
"
where
]=
"
^ ",
_"
Formulation
Errors
^T
\
" #,
_"
T T
, #,
\ T
"
Polynomial
Regression
]= ^T
\
"
, , #,
_"
^ ,
^ .
] ]=
]
] ^T Td#,
T
\ $
" $
, ,
g
f
f^
f
f
,
e^
,
where:
where
]=
]a/& c
2
^ ,k
j
\
.j
^ J "L
j
,
hj
^ i
n^ T R
P
P
^ T
m
Q
P^ , T P
l
O
Page 3 of 8
]=
]a/& c
$ 1#
,
] ]=
]
where:
] ^T Td#,
Multiple
Linear
Regression
T
\ $
" " $ / $
o o
]=
]a/& c
$ 1#
T
\ $
" " $
, ,
where
,
]= ^T
\
" "
, , #,
where:
_"
^ "
^ ",
^ " ,
^ , k
j
\
^ " , j J
" L
j
,
, j
^ , i
E\ \ #
E" p" , \ q
E, p, , " , \ q
E. p. , , , " , \ q
Lagrange
interpolating
polynomial
0 # ^ t # #
where,
_\
0
t # u
N_\
Nv
N
N
Page 4 of 8
] ^T Td#,
n^ T
R
P
P
^ " T
m
Q
P^ T P
,
l
O
where
] ]=
]
1,
\ # " #
.# r#
, #
6
or
1,
\ # " #
, #p3 , 2 , 1 , 0 q
Formulation
% #
% #
# B" #
(
First Derivative:
% #
% #
!" # #
(
First Derivative:
First Derivative
%
% #
B. Numerical Integration
Method
Trapezoidal rule
Multiple-application
trapezoidal rule
y z E
#
# $ E #
2
Formulation
E
#
{\ # $ 2 ^ # $ 0 #|
yz
2
0B"
_"
Page 5 of 8
Errors
7(#
7(, #
7(#
7(, #
7(, #
7(h #
Multiple-application
Simpsons 1/3 rule
Gauss Quadrature
Gauss-Legendre
y z E
#
E
#
yz
}\ # $ 4 ^ # $ 2
3
0B"
_",.,~,
y z E
#
0B,
N_,,h,,
S" 1.0000000
\ 0.577350269
" 0.577350269
S\ 0.5555556
S" 0.8888889
S, 0.5555556
\ 0.774596669
" 0.0
, 0.774596669
Change of variables:
Page 6 of 8
E $
# $ E
# [
2
E
K
K[
2
N $ 0 #
T !" T $ " (
Formulation
1
1
T !" T $ " $ , (
2
2
" , T #
, $ (, T $ " (#
T !" T $ , (
" , T #
1
1
, $ (, T $ " (
2
2
1
2
T !" T $ " $ , (
3
3
" , T #
3
3
, $ (, T $ " (
4
4
1
$ 2, $ 2. $ h #(
6 "
" , T #
T !" T $
1
1
, $ (, T $ " (
2
2
1
1
. $ (, T $ , (
2
2
h $ (, T $ . (#
Page 7 of 8
Crank-Nicolson Method
Formulation
,N
#,
>!"
>
Y >!"
Y >!"
B" $ 1 $ 2Y #
!"
Y
#,
>!"
Y >!"
Y >!"
B" $ 21 $ Y #
!"
Y >B" $ 21 Y# > $ Y >!"
Y
#,
Page 8 of 8