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

Fixed Point Iteration with Weight Factor x j 1  1  k  x j  k  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 )

 i 0   i 0

Rn ( x )    x  xi   f  x,xn ,xn 1 ,...,x0    ( x  xi )
 ( 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 

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

Newton’s Forward Differences Formula

α( α  1 ) 2 α( α  1 )( α  2 ) 3
f ( x0  αh )  f ( x0 )  αf ( x0 )   f ( x0 )   f ( x0 )  ....  Rn ( x0  αh )
2! 3!

 n 1 f ( x0 )
Rn ( x0  αh )  α( α  1 )( α  2 )...( α  n )
 n  1 !
Newton Backward Differences Formula

α( α  1 ) 2 α( α  1 )( α  2 ) 3
f ( xn  αh )  f ( xn )  αf ( xn )   f ( xn )   f ( xn )  ....  Rn ( xn  αh )
2! 3!

 n 1 f ( xn )
Rn ( xn  αh )  α( α  1 )( α  2 )...( α  n )
 n  1 !
Gauss Central Differences Formula

h α( α  1 ) 2 α( α  1 )( α  1 ) 3 h
f ( x0  αh )  f ( x0 )  αδf ( x0  )  δ f ( x0 )  δ f ( x0  )  ....  Rn ( x0  αh )
2 2! 3! 2

Stirling Formula
h h
f ( x0  )  f ( x0  )
α h h  α2 α( α  1 )( α  1 ) 3 2 2  ....
f ( x0  αh )  f ( x0 )  δf ( x0  )  δf ( x0  )  δ 2 f ( x0 )  δ
2 2 2  2! 2 3!
 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
For n  2  f ( x )dx   f  x0   4 f  x1   f  x2  
3
Simpson’s Rule
x0

Composite Simpson’s Rule

xn
h ( b  a ) ıv
 f ( x )dx   f  x0   4 f  x1   2 f  x2   4 f  x3   2 f  x4   ...  2 f  xn 2   4 f  xn 1   f  xn    f ξ 
x0
3 2880n 4

Newton Cotes Open Integration Formula

x2
h3
For α  2 
x0
f ( x )dx  2hf ( x1 ) 
3
f ( ξ )

x3
3h 3h3
For α  3  f ( x )dx   1
f ( x )  f ( x 2 
)  f ( ξ )
x0
2 4

x4
4h 14h5 ıv
For α  4  f ( x )dx   2 f ( x1 )  f ( x2 )  2 f ( x3 )  f (ξ)
x0
3 45

I  h2   I  h1  error O  h 4 
4 1
Richardson Extrapolation Trapezoidal Rule I
3 3

4k 1 I j 1,k 1  I j ,k 1
The Romberg Integration Algorithm I j ,k 
4k 1  1
Gauss-Legendre Integration Formula

1 n 1 n  x  xj  2x  b  a 
 f ( x )dx   ci f ( xi ) ci     x  x  dx
j 
xd 
ba
1 i 0 1 j  0
j i
i 

Numerical Differentiation Formula

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
 h2
Euler Method yi 1  yi  hf  xi , yi  Local error ei 1   y  ξ 
2!

h
Improved Euler Method yi 1  yi  hf ( xi , yi ) , yi+1=yi +  f  xi , yi   f  xi 1 , yi 1  +( h 3 )
2

h
Modified Euler Method yi 1/ 2  yi  f ( xi , yi ) , yi+1=yi + hf(xi+1/2 ,yi+1/2 )+( h3 )
2

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  xn  h, yn  k3 

h
Adams-Bashford yi 1  yi   55 fi  59 fi 1  37 fi 2  9 fi 3   ( h5 )
24

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

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