Archive for the ‘Numerical Analysis’ Category

Simpson Rule

Simpson Rule 

If we divide [a,b] into n equal intervals, each of width: 

Simpson rule interval 

The first rectangle has area  Simpson rule formula
The second rectangle has area Simpson Rule formula
The ith rectangle has area  Simpson rule formula i
The nth rectangle has area  Simpson rule formula nth

The area under f range [a,b] is therefore: 

Simpson Rule formula

Polynomial Interpolation

Polynomial Interpolation

Lagrange Theorem

Given numbers x0 to xn are distinct and numbers y0 to yn, then there exists a unique polynomial Pn (x) of degree n such that:

Polynomial Interpolation

Polynomial interpolation

The Lagrangian polynomial is:

Lagrangian polynomial

Euler Equations

Below are Euler functions and equations often used in college pure math.

Euler Equation (Calculus of Variation)

Euler Equations

If Euler equation for calculus of variation then

Euler equation and x is not explicit.

Then Euler is a constant.

Euler Identity (Series)

Euler Identity

Euler-Maclaurin Integration Formula

Euler-Maclaurin

Bn(s) is the Bernauli function

Euler-Maclaurin Integration Formula