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Taylor Series and Numerical Methods

The document discusses Taylor series and their applications. Taylor series provide approximations of functions near a point by using derivatives of the function. The general form of a Taylor series is presented. Examples are given of using Taylor series to approximate values and estimate errors. It is shown that including more terms in a Taylor series decreases the error in the approximation. Additional online resources on Taylor series are provided.

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George Ezar N. Quiriado
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© © All Rights Reserved
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991 views

Taylor Series and Numerical Methods

The document discusses Taylor series and their applications. Taylor series provide approximations of functions near a point by using derivatives of the function. The general form of a Taylor series is presented. Examples are given of using Taylor series to approximate values and estimate errors. It is shown that including more terms in a Taylor series decreases the error in the approximation. Additional online resources on Taylor series are provided.

Uploaded by

George Ezar N. Quiriado
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Taylor Series Revisited

Major: All Engineering Majors


Authors: Autar Kaw, Luke Snyder

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

1/11/2010

http://numericalmethods.eng.usf.edu

Taylor Series Revisited

http://numericalmethods.eng.usf.edu

What is a Taylor series?


Some examples of Taylor series which you must have
seen
x2 x4 x6
cos( x) = 1 +
+
2! 4! 6!

x3 x5 x7
sin( x) = x + +
3! 5! 7!
x2 x3
e = 1+ x +
+
+
2! 3!
x

http://numericalmethods.eng.usf.edu

General Taylor Series


The general form of the Taylor series is given by
f ( x ) 2 f ( x ) 3
f (x + h ) = f (x ) + f (x )h +
h +
h +
2!

3!

provided that all derivatives of f(x) are continuous and


exist in the interval [x,x+h]
What does this mean in plain English?
As Archimedes would have said, Give me the value of the function

at a single point, and the value of all (first, second, and so on) its
derivatives at that single point, and I can give you the value of the
function at any other point (fine print excluded)

http://numericalmethods.eng.usf.edu

ExampleTaylor Series
Find the value of f (6) given that f (4) = 125, f (4) = 74,
f (4 ) = 30, f (4 ) = 6 and all other higher order derivatives
of f (x ) at x = 4 are zero.
Solution:
h2
h3
f (x + h ) = f (x ) + f (x )h + f (x ) + f (x ) +
2!
3!
x=4
h = 64 = 2

http://numericalmethods.eng.usf.edu

Example (cont.)
Solution: (cont.)
Since the higher order derivatives are zero,
22
23
f (4 + 2 ) = f (4 ) + f (4 )2 + f (4 ) + f (4 )
2!

3!

2 2 23
f (6 ) = 125 + 74(2 ) + 30 + 6
2! 3!
= 125 + 148 + 60 + 8

= 341

Note that to find f (6) exactly, we only need the value


of the function and all its derivatives at some other
point, in this case x = 4
6

http://numericalmethods.eng.usf.edu

Derivation for Maclaurin Series for ex


Derive the Maclaurin series
x2 x3
e = 1+ x +
+
+
2! 3!
x

The Maclaurin series is simply the Taylor series about


the point x=0
h2
h3
h4
h5
f (x + h ) = f (x ) + f (x )h + f (x ) + f (x ) + f (x ) + f (x ) +
2!
3!
4
5
h2
h3
h4
h5
f (0 + h ) = f (0 ) + f (0 )h + f (0) + f (0 ) + f (0 ) + f (0 ) +
4
5
2!
3!

http://numericalmethods.eng.usf.edu

Derivation (cont.)
Since

f ( x) = e x , f ( x) = e x , f ( x) = e x , ... , f n ( x) = e x

and

f n (0) = e 0 = 1

the Maclaurin series is then


(e 0 ) 2 (e 0 ) 3
f ( h ) = (e ) + (e ) h +
h +
h ...
2!
3!
1
1
= 1 + h + h 2 + h 3 ...
2!
3!
0

So,
x 2 x3
f ( x) = 1 + x + + + ...
2! 3!

http://numericalmethods.eng.usf.edu

Error in Taylor Series


The Taylor polynomial of order n of a function f(x)
with (n+1) continuous derivatives in the domain
[x,x+h] is given by
h2
hn
(n )
f ( x + h ) = f ( x ) + f ( x )h + f ' ' ( x ) + + f ( x ) + Rn ( x )
n!
2!

where the remainder is given by


n +1
(
x h)
( n +1)
( )
()
Rn x =

(n + 1)!

where
x < c < x+h

that is, c is some point in the domain [x,x+h]


9

http://numericalmethods.eng.usf.edu

Exampleerror in Taylor series


x
The Taylor series for e at point x = 0 is given by

x 2 x3 x 4 x5
+ +
+ +
e =1+ x +
2! 3! 4! 5!
x

It can be seen that as the number of terms used


increases, the error bound decreases and hence a
better estimate of the function can be found.
How many terms would it require to get an
approximation of e1 within a magnitude of
true error of less than 10-6.

10

http://numericalmethods.eng.usf.edu

Example(cont.)
Solution:
Using (n + 1) terms of Taylor series gives error bound of
n +1
(
x h)
x = 0, h = 1, f ( x) = e x
Rn ( x ) =
f (n +1) (c )
(n + 1)!
n +1
(
0 1)
Rn (0 ) =
f (n +1) (c )
(n + 1)!
n +1
(
1)
=
ec
(n + 1)!
Since

x < c < x+h


0 < c < 0 +1
0 < c <1

11

1
e
< Rn (0 ) <
(n + 1)!
(n + 1)!
http://numericalmethods.eng.usf.edu

Example(cont.)
Solution: (cont.)
So if we want to find out how many terms it would
1
require to get an approximation of e within a
magnitude of true error of less than 10 6 ,
e
< 10 6
(n + 1)!

(n + 1)!> 10 6 e
(n + 1)!> 10 6 3

n9

So 9 terms or more are needed to get a true error


less than 10 6
12

http://numericalmethods.eng.usf.edu

Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit
http://numericalmethods.eng.usf.edu/topics/taylor_seri
es.html

THE END
http://numericalmethods.eng.usf.edu

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