Formulas

Differentiation ODEs
−𝑓(𝑥𝑖−3 ) + 4𝑓(𝑥𝑖−2 ) − 5𝑓(𝑥𝑖−1 ) + 2𝑓(𝑥𝑖 ) 𝑦𝑖+1 = 𝑦𝑖 + ℎ𝑓(𝑥𝑖 , 𝑦𝑖 ),
ℎ2 𝑦1 given, 𝑖 = 1, 𝑁 − 1
𝑓(𝑥𝑖+1 ) − 𝑓(𝑥𝑖−1 )
2ℎ
2𝑓(𝑥𝑖 ) − 5𝑓(𝑥𝑖+1 ) + 4𝑓(𝑥𝑖+2 ) − 𝑓(𝑥𝑖+3 ) 𝑦𝑖+1 = 𝑦𝑖 + ℎ𝑓(𝑥𝑖+1 , 𝑦𝑖+1 ),
ℎ2 𝑦1 given, 𝑖 = 1, 𝑁 − 1
𝑓(𝑥𝑖+1 ) − 𝑓(𝑥𝑖 )
ℎ
𝑓(𝑥𝑖−2 ) − 2𝑓(𝑥𝑖−1 ) + 𝑓(𝑥𝑖 )
ℎ2
𝑓(𝑥𝑖−2 ) − 4𝑓(𝑥𝑖−1 ) + 3𝑓(𝑥𝑖 )
2ℎ

𝑓(𝑥𝑖 ) − 2𝑓(𝑥𝑖+1 ) + 𝑓(𝑥𝑖+2 )

ℎ2
−3𝑓(𝑥𝑖 ) + 4𝑓(𝑥𝑖+1 ) − 𝑓(𝑥𝑖+2 )
2ℎ
𝑓(𝑥𝑖−1 ) − 2𝑓(𝑥𝑖 ) + 𝑓(𝑥𝑖+1 )
ℎ2
𝑓(𝑥𝑖 ) − 𝑓(𝑥𝑖−1 )
ℎ
−𝑓(𝑥𝑖−2 ) + 16𝑓(𝑥𝑖−1 ) − 30𝑓(𝑥𝑖 ) + 16𝑓(𝑥𝑖+1 ) − 𝑓(𝑥𝑖+2 )
12ℎ2

𝑦̅𝑖+1 = 𝑦𝑖 + ℎ𝑓(𝑥𝑖 , 𝑦𝑖 ),
𝑓(𝑥 ,𝑦 )+𝑓(𝑥 ,𝑦̅ )
𝑦𝑖+1 = 𝑦𝑖 + ℎ [ 𝑖 𝑖 2 𝑖+1 𝑖+1 ],
𝑦1 given, 𝑖 = 1, 𝑁 − 1

Iterative solvers

𝒙(𝟏) = (𝒙𝟏 (𝟏) , 𝒙𝟐 (𝟏) , … , 𝒙𝒏 (𝟏) )

Basic functions derivatives:

 𝟏
𝒕𝒂𝒏′ (𝒙) = 𝒔𝒆𝒄𝟐 (𝒙) = , 𝒔𝒊𝒏′(𝒙) = 𝒄𝒐𝒔(𝒙),
𝒄𝒐𝒔𝟐 (𝒙)
𝟏
𝒄𝒐𝒔′(𝒙) = −𝒔𝒊𝒏(𝒙), 𝒍𝒏′(𝒙 + 𝒂) =
𝒙+𝒂
(𝒆𝒂𝒙 )′ = 𝒂𝒆𝒂𝒙 , (𝒙𝒏 )′ = 𝒏𝒙𝒏−𝟏