maths.free › Numerical Methods
Numerical Methods
Root finding, approximation, numerical integration and error.
Lessen
newton's method on x^2 - 2 from 1
Core
Numerical integration: trapezoid and Simpson
Approximating an integral from sampled values, with error bounds.
integrate e^(-x^2) dx from 0 to 1
Core
Interpolation and Taylor approximation
Fitting polynomials through points, and approximating functions near a centre.
taylor series of e^x
Core
Floating point and error
Why 0.1 + 0.2 ≠ 0.3 on a computer, and how error propagates.
0.1 + 0.2
Most equations have no closed form; numerical methods find answers to as many decimals as you like and, crucially, tell you how wrong they might be. Every iteration here is shown as a step.
Meer lessen
Finding roots
Integration and interpolation
Linear systems and ODEs
Error
Sommige van deze lessen zijn aangepast aan open teksten: Wikipedia. Elke lespagina noemt de bron en licentie.
Hier gebruikte symbolen
Tik op elk symbool voor de volledige definitie, een afbeelding en wat elke letter erin betekent.
Vragen die mensen stellen
Why not just solve exactly?
Most equations have no closed-form solution at all, and many that do are unusable in practice. A numerical method delivers as many correct digits as you need, and a good one tells you how many that is.
Why can Newton's method fail?
If it starts where the tangent is nearly flat it shoots far away; near a repeated root it slows to a crawl; and with several roots it may land on the wrong one. A bracketing method like bisection is slower but cannot fail.
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