Comprehensive Numerical Methods Notes
Comprehensive Numerical Methods Notes
3. Computational Efficiency: With the advent of computers, numerical methods are the
foundation for creating algorithms to process and solve large-scale problems.
4. Flexibility: They can handle equations, integrals, and systems with irregular data or non-
standard forms, which are common in real-world applications.
1. **Interpolation**:
- Definition: Estimating values within the range of known data points.
- Example: Given data points (1, 2) and (2, 4), use linear interpolation to estimate at x =
1.5.
- Formula: y = y₁ + (y₂ - y₁) * (x - x₁) / (x₂ - x₁).
2. **Extrapolation**:
- Definition: Estimating values outside the range of known data points.
- Example: Using the same data points, predict at x = 3 using a linear model.
1. **Closed Newton-Cotes**:
- Includes interval endpoints.
- Examples: Trapezoidal rule, Simpson’s rule.
- Use Case: For well-defined and smooth functions over [a, b].
2. **Open Newton-Cotes**:
- Excludes interval endpoints.
- Examples: Midpoint rule.
- Use Case: For functions undefined or singular at the endpoints.
Steps:
7. Numerical Integration
Numerical integration approximates definite integrals when analytical methods fail.