Taylor Series:

x > a (forward expansion, regular case)

Linear Algebra:
AX=B

Diagonally Dominant Matrix

Tridiagonal Matrix

Euclidean Norm

Gauss Elimination Method: Not efficient for large number of equations (n> 100)
Thomas Algorithm:

Iterative Methods:
Jacobi Method: slow values not updated, slow converge.
 Th

Gauss-Seidel Algorithm:

Successive Over Relaxation (SOR) Method:

Non-Linear Algebraic Equations:

Newton-Raphson Method:

Numerical Differentiation:

- First Derivative:

Forward First Order Differentiation (FWD):

 Backward First Order Differentiation (BWD):

Central Difference (CD):

- Higher Order Approximation:

Interpolation:

- Linear:
 - Lagrange Interpolation:

Example:

1st Order polynomial

2nd Order polynomial

- Least Square Method:

Linear Regular Method

Higher Degree Polynomial Approximation:

Multivariate Approximation:

Numerical Integration:
 - Gauss Quadrature, two points:

- Monte Carlo Method:

Methods of Solution:
 - Taylor Series (Not the method of choice)

y+y=F(x)
- Explicit Euler:

yi+1=yi+x[F(xi)- yi]
- Implicit Euler:

yi+1=yi+ x[F(xi+1)- yi+1]

- Modified Euler (Central):

yi+1=yi+x/2(Fi+Fi+1)
ORDINARY DIFEERENTIAL EQUATIONS. INITIAL VALUE PROBLEM

Runge-Kutta Method: