FORMULAS

LINEAR LEAST SQUARES REGRESSION

nS xy - S x S y S xx S y - S xy S x
a1 = a0 =
nS xx - ( S x ) 2 nS xx - ( S x ) 2
LAGRANGE INTERPOLATING POLYNOMIAL

DIFFERENTIATION
df f ( xi +1 ) - f ( xi ) df f ( xi ) - f ( xi -1 ) df f ( xi +1 ) - f ( xi -1 )
= = =
dx x = xi xi +1 - xi dx x = xi xi - xi -1 dx x = xi xi +1 - xi -1
- 3 f ( xi ) + 4 f ( xi +1 ) - f ( xi +2 )
f ¢( xi ) = + O( h 2 )
2h
f ( xi -2 ) - 4 f ( xi -1 ) + 3 f ( xi )
f ¢( xi ) = + O( h 2 )
2h
f ( xi ) - 2 f ( xi +1 ) + f ( xi +2 ) f ( xi-2 ) - 2 f ( xi -1 ) + f ( xi )
f ¢¢( xi ) = 2
f ¢¢( xi ) =
h h2
f ( xi -1 ) - 2 f ( xi ) + f ( xi+1 )
f ¢¢( xi ) =
h2
INTEGRATION FORMULAS
TRAPEZOIDAL
[ f (a) + f (b)]
I( f ) » (b - a)
2
SIMPSON’S 1/3 METHOD

SIMPSON’S 3/8 METHOD

I
GAUSS QUADRATURE

GENERAL SOLUTION FORMULA FOR INITIAL VALUE PROBLEM

Course: Numerical Methods CIVE 320 Page 8

EULER’S EXPLICIT METHOD
xi+1 = xi + h yi+1 = yi + f ( xi , yi )h
MODIFIED EULER METHOD
f ( xi , yi ) + f ( xi +1 , yiEu
+1 )
yi+1 = yi + h
2
MIDPOINT METHOD
(
yi+1 = yi + f xm , ymEu h)
EULER’S IMPLICIT METHOD
yi+1 = yi + f ( xi+1 , yi+1 )h
SECOND ORDER RUNGE KUTTA

FOURTH ORDER RUNGE KUTTA

MODIFIED EULER, PREDICTOR-CORRECTOR METHOD

y i(+11) = yi + f ( xi , yi )h
f ( xi , yi ) + f ( xi+1 , yi(+k1-1) )
y i +1 = yi +
(k )
h for k = 2,3, !
2
TAYLOR SERIES SERIES EXPANSIONS

where h = xi+1 − xi is the spacing between points

WEIGHT COEFFICIENTS AND GAUSS POINT COORDINATES

Course: Numerical Methods CIVE 320 Page 9