ES341 Finals Formula Sheet

Pre-Mid
Taylor Series: Error:

(centered around a)
Interpolation:

Divided: Pn = 𝑓(x0 ) + (x-x0 )𝛥𝑓(x0 ) + (𝑥-x0 )(x-x1 )𝛥2 𝑓(x0 ) + (x-x0 )(x-x1 )(x-x2 )𝛥3 𝑓(x0 ) + . . . ..
Post-Mid
Numerical Differentiation:
2-Point

(fi − fi−1 )
fi′ = + θ(h)
h
3-Point

5-Point

2nd Order Derivative:

(fi-2 -2fi-1 -fi ) (fi+2 -2fi+1 + fi )
fi'' = + 𝜃(h) fi'' = + 𝜃(h)
h2 h2

Numerical Integration:
x h
Trapezoidal Rule: ∫x n f(x)dx = ((y0 + yn ) + 2(y1 + y2 + y3 +. . . +yn-1 ))
0 2
xn h b-a 4 (4)
Simsons 1/3 rule: ∫x f(x)dx = ((y0 + yn ) + 4(y1 + y3 . . . +yn-1 ) + 2(y2 + y4 . . . +yn-2 )) Error: - h y (ξ)
0 3 180
x 3h (xn -x0 )
Simsons 3/8 rule: ∫x n f(x)dx = ((y0 + yn ) + 3(y1 + y2 + y4 +. . . +yn-1 ) + 2(y3 + y6 . . . +yn-3 )) ; Error: - h4 f (5) (ξ)
0 8 80
 b-a a+b 𝑏 1 1 1 −1
Gaussian Quadrature: x = 2
t + 2
; ∫𝑎 𝐹(𝑥)𝑑𝑥 → ∫−1 𝑓(𝑡)𝑑𝑡 ; ∫−1 𝑓(𝑡)𝑑𝑡 = 2f(0) ; ∫−1 𝑓(𝑡)𝑑𝑡 = 𝑓 ( 3) +
√
1 1 8 5 3 3
𝑓 ( 3) ; ∫−1 𝑓(𝑡)𝑑𝑡 = 9
𝑓(0) + 9 (𝑓 (−√5) + 𝑓 (√5))
√
Numerical Solution of Differential Equation:
𝑑y
Euler Method: 𝑑t = 𝑓(t, y); 𝑦𝑛+1 = 𝑦𝑛 + ℎf(𝑡𝑛 , 𝑦𝑛 ) ; Euler (2nd order): 𝑦𝑛+1 = 𝑦𝑛 + ℎf(𝑦𝑛 , 𝑧𝑛 , 𝑡𝑛 )
𝑑𝑓 𝑧𝑛+1 = 𝑧𝑛 + ℎf(𝑦𝑛 , 𝑧𝑛 , 𝑡𝑛 ) , 𝑦′ = 𝑧
𝑒𝑖+1 = 𝑒𝑖 (1 + ℎ 𝑑𝑦)
1 ℎ 𝑘1
Runge-Kutta Method: yn+1 = yn + 6 (𝑘1 + 2𝑘2 + 2𝑘3 + 𝑘4 ) ; 𝑘1 = ℎf(𝑡𝑛 , 𝑦𝑛 ) ; k 2 = hf (t n + 2 , yn + 2
) ; k3 =
ℎ 𝑘2
k 3 = hf (t n + ,y
2 n
+ 2
), k 4 = hf(t n + ℎ, yn + k 3 ),
ℎ ℎ
Midpoint Method: ω0 = f(𝑡0 , 𝜔0 ) ; 𝜔i+1 = 𝜔𝑖 + ℎf(t 𝑖 + 2 , 𝜔𝑖 + 2 f(𝑡𝑖 , 𝜔𝑖 ))
ℎ
Modified Euler Method: ω0 = f(𝑡0 , 𝜔0 ) ; 𝜔i+1 = 𝜔𝑖 + 2 (𝑓(𝑡𝑖 , 𝜔𝑖 ) + 𝑓(𝑡𝑖+1 , 𝜔𝑖 + ℎ𝑓(𝑡𝑖 , 𝜔𝑖 )))