Professional Documents
Culture Documents
n
i
i i n
x f x L x P x f
0
with
( )
( )
( )
n
k i
i i k
i
k
x x
x x
x L
0
.
2. Newtons divided-difference interpolating polynomial (NDDIP)
) ( ) ( ] ,..., , [ ] [ ) (
1 0
1
1 0 0
+
k
n
k
k n
x x x x x x x f x f x P L .
3. The error in interpolating polynomial.
( ) ( )
( )( ) ( )
( )
( )
( )
x
n n
n
c f
n
x x x x x x
x P x f
1 1 0
! 1
...
+
+
for each x [x
0
, x
n
], a number c
x
(x
0
, x
n
) exists.
4. Newtons forward-difference formula
) ( ] [ ) (
0
1
0
x f
k
s
x f x P
k
n
k
n
,
_
.
5. Newtons backward-difference formula
( ) ) ( 1 ] [ ) (
1
n
k
n
k
k
n n
x f
k
s
x f x P
,
_
.
6. Forward difference formula
( )
( ) ( )
h
x f h x f
x f
+
' .
Backward difference formula
( )
( ) ( )
h
h x f x f
x f
' .
The error term for both forward and backward difference formula is
( )
x
c f
h
"
2
.
7. Central difference formula
( )
( ) ( )
h
h x f h x f
x f
2
'
+
with the error term
. ) (
6
) 3 (
2
x
c f
h
8. Trapezoidal rule
( )
12
) ( "
)) ( ) ( (
2
3
f h
b f a f
h
dx x f
b
a
+
for some in (a, b) and h = b a.
9. Simpsons rule
( ) ( )
) (
5
90
) (
2
4 ) (
3
iv
b
a
f
h
b f
b a
f a f
h
dx x f
1
]
1
,
_
+
+
for some in (a, b) and .
2
a b
h
10. Newton-Raphsons method
,... 2 , 1 ,
) ( '
) (
1
1
1
n
x f
x f
x x
n
n
n n
11. Eulers method
( )
i i i i
y x hf y y ,
1
+
+
with local error ( )
i
Y
h
' '
2
2
for some
i
in ( )
1
,
+ i i
x x .
12. Runge Kutta method of order two (Improved Euler method)
) , (
) , (
) (
1 2
1
2 1 2
1
1
k y h x hf k
y x hf k
k k y y
i i
i i
i i
+ +
+ +
+
13. Runge Kutta method of order four
( )
( )
( )
( )
). 2 2 (
6
1
, ,
, ,
, ,
, ,
4 3 2 1 1
3 1 4
2 2
1
2
1
3
1 2
1
2
1
2
1
k k k k y y
k y x hf k
k y h x hf k
k y h x hf k
y x hf k
i i
i i
i i
i i
i i
+ + + +
+
+ +
+ +
+
+