ORDER OF CONVERGENCE:

|e h|=x−x h
lim eh =0
h→ 0
Assume that exist a positive constant C independent of h and a positive real number p such that:
||eh||< C h p
x h converge a x con order p. It is possible to define p as the speed of convergence of the numerical
approximation towards the real solution. In the log scale:
log ¿|e h|∨¿<log ( C h )=log C + p log h=q +mx ¿
p

p = m is the slope of the line.

NUMERICAL DIFFERENTIATION:
Forward : p=1 ;Backward : p=1;Midpoint : p=2;
CAUCHY PROBLEM:
Forward Euler : p=1;Backward Euler : p=1;Crank−Nicholson : p=2 ;

POLYNOMIAL INTERPOLATION:
1
||E n f ||C ( [a , b]) ≤ ( n+1 ) ! ||f n+1||C ( [a , b])||ω n+1||C ( [a , b])
0 0 0

PIECEWISE INTERPOLATING POLYNOMIAL:

||E r
h f ( x )||:=f ( x )−Π h f ( x ) ≤C h
r r +1
||f r +1||C ( [a ,b ])
0

QUADRATURE FORMULAS:
E=I ( f )−Q ( f )
( b−a ) 2 ' '
Midpoint Quadrature Rule : h ||f ( x )||∞ p=2
24
( b−a ) 2 ' '
Trapezoidal Quadrature Rule : h ||f ( x )||∞ p=2
12
( b−a ) 4 IV ( b−a ) 4 IV
Cavalieri Simpson quad . Rule : h ||f ( x )||∞ p=4Gauss−Legendre: h ||f ( x )||∞ p=4
2280 4320

LU – FACTORIZATION
2 n3 2
Total Cost =Factorization Cost + Resolution Cost= + 2n
3

ITERATIVE METHOD FOR THE SOLUTION OF LINEAR SYSTEMS

A priori error analysis
log ( ε ) log ( ε ) −log ( ε )
k ε= = =
log (|||B|||) log ( ρ ( B ) ) R
 A posteriori error analysis
Control of the residual
||r (k )||
¿

Control of the increment ≤ε

||b||
¿
||e (k )||2 ||r ( k )||
¿

reliability : ( k ) ≤ K 2 ( A)
||x ||2 ||b||
Jacobi Method: sufficient convergence condition:
 If A is strictly diagonally dominant by rows
 If ρ ( B )=max (|( eig ( B ) )|) <1
Gauss Seidel Method: sufficient convergence condition:
 If A is diagonally dominant by rows
 If A is symmetric and positive definite ( A=A’; eig(A)>0) )
 If ρ ( B )=max (|( eig ( B ) )|) <1
As much as ρ is little as fast we have convergence and the number of iteration decreases.

Absolute Stability: for a linear Cauchy Problem:

THETA METHOD
There exists a unique solution of the Cauchy problem that depends only on the data if:
 f is continuous in R where R=I t × U ( I t and U open intervals
 f is uniformly Lipschitz continuous with respect to y in R
|f ( t , y 1 )−f ( t , y 2 )|≤ L∨ y 1− y 2∨¿
A numerical method used to solve
dy
=−λ t
dt
y ( 0 )=1
Is said to be absolutely stable if
lim ¿ un∨¿=0 ¿
n→∞
Furthermore, if this condition holds irrespectively of the value of Δt, then the method is said to be
unconditionally absolutely stable(BE method, CN method). If, on the contrary, the condition is satisfied only
for sufficiently small values of Δt, then the method is said to be conditionally absolutely stable (FE method).

NONLINEAR ALGEBRAIC EQUATIONS

Convergence of a given iteration function:
 Consistency of T(x)→ α =T (α )
 T ( I α )⊂ I α
 T ∈ C1 ( I α )
 |T ' ( α )|≤ K <1
Where T ' ( α ) is called asymptotic error reduction constant
If T ' (α ) ≠ 0 we say that the fixed point iteration x k+1=T (x k ) converges with order one or is linearly
convergent to the zero α of g.
For the Newton Method the iteration function is:
g(x)
T =x− '
g (x)