FORMULA SHEET FOR NUMERICAL METHODS FOR ENGINEERS

COEB223 / MATB324

Part 1: Modeling, Computers and Error Analysis

Error Definitions
True error:
True percent relative error:

Approximate percent relative error:

Stopping criterion:
Terminate computation when a < s where s is the desired percent relative error

Taylor Series
Taylor series expansion
(

( )

( )

( )

( )(

( )

where remainder
(

)(

or

Error propagation
For n independent variables x1, x2, , xn having errors ,

, ,

function f can be estimated via

|

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, the error in the

COEB223 / MATB324 Formula Sheet

Part 2: Roots of Equations

Method

Formulation

Bisection

( )(
( )

False Position

)
)

If ( )

( )

set

If ( )

( )

set

If ( )

( )

set

If ( )

( )

set

( )
( )

Newton Raphson

Secant

( )(
(
)

)
( )

Part 3: Linear Algebraic Equations

Gauss Elimination

LU decomposition
Back Substitution

Decomposition

]{

{ }

]{ }

Forward Substitution

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{ }

COEB223 / MATB324 Formula Sheet

Gauss-Seidel method

}
With relaxation,
(

Part 4: Curve Fitting

Method
Linear
Regression

Formulation

Errors

where
)

( )

where:
(

Polynomial
Regression

For a 2nd order polynomial fit,

where
)

by differentiating Sr with respect to each coefficients

and setting the partial derivatives equal to zero, we
have:

{
]

Page 3 of 8

where:
(

COEB223 / MATB324 Formula Sheet

Multiple
Linear
Regression

For a two-variable linear fit,

where
where:

(
by differentiating Sr with respect to each coefficients
and setting the partial derivatives equal to zero, we
have:

Newtons
divided
difference
interpolating
polynomial

For third order:

( )

)
(

(
)(

)(
)(

where
( )
[

[
[
Lagrange
interpolating
polynomial

( )

]
]

( ) ( )

where,
( )

Page 4 of 8

)
)

COEB223 / MATB324 Formula Sheet

Part 6: Numerical Differentiation and Integration

A. Numerical Differentiation
Method
Forward finitedivided difference

Formulation
First Derivative:
(

( )

( )

( )
)

( )
(

First Derivative:
( )

( )

( )

( )

Centred finitedivided difference

)
(

( )

Backward finitedivided difference

Errors

( )

)
(

)
(

First Derivative
(

( )

( )

)
(

B. Numerical Integration
Method

Formulation

Trapezoidal rule

Multiple-application
trapezoidal rule

( )

( )

( ( )

Page 5 of 8

( )

))

COEB223 / MATB324 Formula Sheet

Simpsons 1/3 rule

Multiple-application
Simpsons 1/3 rule

Simpsons 3/8 rule

Gauss Quadrature

( )

( )

( )

( ( )

( )

( )

( )

( )

( )

( )

( )

Gauss-Legendre
For two-point Gauss-Legendre:

For three-point Gauss-Legendre:

Change of variables:
(

Page 6 of 8

( )

))

COEB223 / MATB324 Formula Sheet

Part 7: Ordinary Differential Equations

Method

Formulation

Eulers First-Order RK
(

Heuns Second Order RK

Midpoint Second Order RK

(

Ralstons Second Order RK

Classical Fourth Order RK

(
(

)
)

Page 7 of 8

COEB223 / MATB324 Formula Sheet

Part 8: Partial Differential Equations

Method

Formulation

Elliptic PDEs
Liebmanns Method

Parabolic PDEs (one

dimensional)

Explicit Method
(

Simple Implicit Method

(

Crank-Nicolson Method

)
(

Page 8 of 8