Numerical Methods Complete Notes
Numerical Methods Complete Notes
from Chat
Root Finding Methods
- Bisection Method: Simple bracketing method. Mistake: Wrong initial interval or not
verifying f(a)*f(b)<0.
- Regula-Falsi and Secant Method: Approximate root without derivative. Mistake: Confusing
formulas or bad interval.
- Rate of Convergence: Newton-Raphson > Secant > Regula-Falsi > Bisection > Fixed Point.
Linear Systems
- Gauss Elimination with Pivoting: Improves numerical stability. Mistake: Not swapping
rows correctly.
- Jacobi & Gauss-Seidel: Iterative methods. Mistake: Not checking convergence criteria.
- Power Method: For dominant eigenvalue. Mistake: Wrong normalization or poor initial
vector.
Interpolation
- Newton’s Interpolation (Forward, Backward): Based on difference tables.
- Spline (Cubic): Smooth curve with continuous derivatives. Mistake: Boundary conditions
or continuity conditions.
Numerical Integration
- Numerical Differentiation: Use finite difference formulas.
- Simpson’s 1/3 & 3/8 Rules: Polynomial-based. Mistake: Using wrong n (even/odd).
- Gaussian Integration: Special weights & roots (Legendre polynomials). Mistake: Misuse of
weights or limits.
ODEs
- Euler & Modified Euler: First-order differential equations. Mistake: Local error
propagation.
- Runge-Kutta: High-accuracy step method (1st & 2nd order). Mistake: Wrong intermediate
k values.
PDEs
- PDE Classification:
- Heat Equation (1D): Schmidt method (explicit). Mistake: Time step too large – instability.
Theory of Numerical Methods
1.1 Introduction to Numerical Methods
Used in engineering, science, and industry where exact solutions are difficult or impossible.
- Truncation Error
- Round-off Error
Automates calculations, ensures precision, and is necessary for real-world problem solving.