Fixed Point Iteration x j 1  g  x j  convergence criteria g   x j   1

f ( xj )
Newton’s Method x j 1  x j 
f ( x j )

( x j 1  x j )
Secant Method x j  2  x j 1  f ( x j 1 )
f ( x j 1 )  f ( x j )

Newton Divided Difference Interpolating Polynomial

Pn  x   f  x0   ( x  x0 ) f  x1 ,x0   ( x  x0 )( x  x1 ) f  x2 ,x1 ,x0   ...  Rn ( x )

 n   n  f ( n 1 ) ( ξ )

Rn ( x )    x  xi   f  x,xn ,xn 1 ,...,x0    ( x  xi )
 i 0   i 0

 ( n  1 )!
Lagrange’s Interpolating Polynomial
n
P ( x) L( x)f( x ) , L( x)  
x  x  n
 n 

, Rn ( x )    x  xi   f  x,xn ,xn 1 ,...,x0 
j
n
i 0
i i
x  x  i
j 0
j i
i j  i 0 

Least Squares Fit of a Straight Line y  a0  a1 x

a0 
x  y x x y
2
i i i i i
a1 
n x y x  y
i i i i

n x    x  n x    x 
2 2
2 2
i i i i

Correlation Coefficient (r) r

 x y    x   y 
n i i i i

n x    x  n y    y 
2 2
2 2
i i i i

xx
h h3
Trapezoidal Rule
 R( x )dx   f  x0   f  x1    f   ξ 
x0
2 12

Composite Trapezoidal Rule

xn
h ( b  a )3
 f ( x )dx   f  x0   2 f  x1   2 f  x2   ...  2 f  xn 1   f  xn    f   ξ 
x0
2 12n 2

x2
h
Simpson’s 1/3 Rule For n  2  f ( x )dx  3  f  x   4 f  x   f  x 
x0
0 1 2

Composite Simpson’s 1/3 Rule

xn
h
 f  x0   4 f  x1   2 f  x2   4 f  x3   2 f  x4   ...  2 f  xn 2   4 f  xn 1   f  xn   
 b  a  f ıv ξ
 f ( x )dx   
x0
3 180

Simpson’s 3/8 Rule

xn
3h
f ( x )dx   f  x0   3 f  x1   3 f  x2   f  x3   
 b  a  h f ıv ξ 4

  
x0
8 80
Numerical Differentiation Formulas for the First Order Derivative
df ( xi ) 1 h2
First point   3 f ( xi )  4 f ( xi 1 )  f ( xi  2 )  f ( ξ )
dx 2h 3

df ( xi ) 1 h2
Center point   f ( xi 1 )  f ( xi 1 )  f ( ξ )
dx 2h 6

df ( xi ) 1 h2
Last point   f ( xi  2 )  4 f ( xi 1 )  3 f ( xi )  f ( ξ )
dx 2h 3
Numerical Differentiation Formulas for the Second Order Derivative
d 2 f ( xi ) 1
First point  2  f ( xi  2 )  2 f ( xi 1 )  f ( xi )  O  h 
dx 2 h

d 2 f ( xi ) 1
Center point
dx 2
 2  f ( xi 1 )  2 f ( xi )  f ( xi 1 )  O h 2
h
 

d 2 f ( xi ) 1
Last point  2  f ( xi )  2 f ( xi 1 )  f ( xi  2 )  O  h 
dx 2 h
Finite Difference Method for ODE

dy yi 1  yi d 2 y yi 1  2 yi  yi 1
 
x  x 
2
dx dx 2
h2
Euler Method yi 1  yi  hf  xi , yi  Local error ei 1   y  ξ 
2!
Improved Euler Method (Heun’s Method)
Predictor yi 1  yi  hf ( xi , yi )
h
Corrector yi+1=yi +  f  xi , yi   f  xi 1 , yi 1   +( h 3 )
2
Modified Euler Method (Midpoint Method)
h
Predictor yi 1/ 2  yi  f ( xi , yi )
2
Corrector yi+1=yi + hf(xi+1/2 ,yi+1/2 )+( h3 )

4th Order Runge-Kutta Method

1
yi 1  yi  ( k1  2k2  2k3  k4 )
6
k1  hf  xi , yi 
 h k 
k2  hf  xi  , yi  1 
 2 2
 h k 
k3  hf  xi  , yi  2 
 2 2
k4  hf  xi  h, yi  k3 

h
4th Order Adams-Bashford yi 1  yi   55 fi  59 fi 1  37 fi 2  9 fi 3   ( h5 )
24
 h 19
4th Order Adams-Moulton yi 1  yi   9 fi 1  19 fi  5 fi 1  fi 2   h5 y v  ξ 
24 720
4th Order Adams-Moulton Predictor-Corrector

h 251
Predictor yi 1  yi   55 fi  59 fi 1  37 fi 2  9 fi 3   h5 y v  ξ 
24 720

h 19
Corrector yi 1  yi   9 fi 1  19 fi  5 fi 1  fi 2   h5 y v  ξ 
24 720