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X A (Forward Expansion, Regular Case) : Taylor Series

This document discusses various numerical analysis techniques including: 1) Taylor series expansions, linear algebra concepts like Gauss elimination, and iterative methods such as Jacobi, Gauss-Seidel, and SOR for solving systems of equations. 2) Numerical methods for differentiation, interpolation, integration, and solving ordinary differential equations including the Newton-Raphson method, interpolation, Gaussian quadrature, and Runge-Kutta. 3) It also briefly mentions higher degree polynomial approximation and multivariate approximation.

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Marcel Rodriguez
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30 views9 pages

X A (Forward Expansion, Regular Case) : Taylor Series

This document discusses various numerical analysis techniques including: 1) Taylor series expansions, linear algebra concepts like Gauss elimination, and iterative methods such as Jacobi, Gauss-Seidel, and SOR for solving systems of equations. 2) Numerical methods for differentiation, interpolation, integration, and solving ordinary differential equations including the Newton-Raphson method, interpolation, Gaussian quadrature, and Runge-Kutta. 3) It also briefly mentions higher degree polynomial approximation and multivariate approximation.

Uploaded by

Marcel Rodriguez
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Taylor Series:

x > a (forward expansion, regular case)

Linear Algebra:
AX=B

Diagonally Dominant Matrix

Tridiagonal Matrix

Euclidean Norm

Gauss Elimination Method: Not efficient for large number of equations (n> 100)
Thomas Algorithm:

Iterative Methods:
Jacobi Method: slow values not updated, slow converge.
Th

Gauss-Seidel Algorithm:

Successive Over Relaxation (SOR) Method:


Non-Linear Algebraic Equations:

Newton-Raphson Method:

Numerical Differentiation:

- First Derivative:

Forward First Order Differentiation (FWD):


Backward First Order Differentiation (BWD):

Central Difference (CD):

- Higher Order Approximation:

Interpolation:

- Linear:
- Lagrange Interpolation:

Example:

1st Order polynomial

2nd Order polynomial

- Least Square Method:

Linear Regular Method

Higher Degree Polynomial Approximation:


Multivariate Approximation:

Numerical Integration:
- Gauss Quadrature, two points:

- Monte Carlo Method:

Methods of Solution:
- Taylor Series (Not the method of choice)

y+y=F(x)
- Explicit Euler:

yi+1=yi+x[F(xi)- yi]
- Implicit Euler:

yi+1=yi+ x[F(xi+1)- yi+1]


- Modified Euler (Central):

yi+1=yi+x/2(Fi+Fi+1)
ORDINARY DIFEERENTIAL EQUATIONS. INITIAL VALUE PROBLEM

Runge-Kutta Method:

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