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Error Estimation

The document discusses the Taylor polynomial error formula and how it can be used to approximate functions and calculate error bounds. The formula expresses the difference between a function and its Taylor polynomial as a term involving the derivative of the function. This allows estimating the error in Taylor approximations. The formula generalizes the mean value theorem and can be applied to functions like ex to obtain increasingly accurate approximations.

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43 views7 pages

Error Estimation

The document discusses the Taylor polynomial error formula and how it can be used to approximate functions and calculate error bounds. The formula expresses the difference between a function and its Taylor polynomial as a term involving the derivative of the function. This allows estimating the error in Taylor approximations. The formula generalizes the mean value theorem and can be applied to functions like ex to obtain increasingly accurate approximations.

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THE TAYLOR POLYNOMIAL ERROR FORMULA

Let f (x) be a given function, and assume it has derivatives around some point x = a (with as many derivatives as we nd necessary). For the error in the Taylor polynomial pn(x), we have the formulas 1 f (x) pn(x) = (x a)n+1f (n+1)(cx) (n + 1)! Z 1 x = (x t)nf (n+1)(t) dt n! a The point cx is restricted to the interval bounded by x and a, and otherwise cx is unknown. We will use the rst form of this error formula, although the second is more precise in that you do not need to deal with the unknown point cx.

Consider the special case of n = 0. Then the Taylor polynomial is the constant function: f (x) p0(x) = f (a) The rst form of the error formula becomes f (x) p0(x) = f (x) f (a) = (x a) f 0(cx) with cx between a and x. You have seen this in your beginning calculus course, and it is called the mean-value theorem. The error formula f (x) pn(x) = 1 (x a)n+1f (n+1)(cx) (n + 1)!

can be considered a generalization of the mean-value theorem.

EXAMPLE: f (x) = ex For general n 0, and expanding ex about x = 0, we have that the degree n Taylor polynomial approximation is given by 1 2 1 3 1 n pn(x) = 1 + x + x + x + + x 2! 3! n! For the derivatives of f (x) = ex, we have f (k)(x) = ex, For the error, 1 xn+1ecx (n + 1)! with cx located between 0 and x. Note that for x 0, we must have cx 0 and ex pn(x) = ex pn(x) 1 xn+1 (n + 1)! f (k)(0) = 1, k = 0, 1, 2, ...

This last term is also the nal term in pn+1(x), and thus ex pn(x) pn+1(x) pn(x)

Consider calculating an approximation to e. Then let x = 1 in the earlier formulas to get pn(1) = 1 + 1 + For the error, 1 ecx , (n + 1)! To bound the error, we have e pn(1) = e0 ecx e1 e 1 e pn(1) (n + 1)! (n + 1)! To have an approximation accurate to within 105, we choose n large enough to have e 105 (n + 1)! which is true if n 8. In fact, e . = 7.5 106 e p8(1) 9! . . Then calculate p8(1) = 2.71827877, and e p8(1) = 3.06 106. 0 cx 1 1 1 1 + + + 2! 3! n!

FORMULAS OF STANDARD FUNCTIONS

n+1 1 2 + + xn + x =1+x+x 1x 1x

x2 x4 x2m + (1)m cos x = 1 + 2! 4! (2m)! 2m+2 m x +(1) cos cx (2m + 2)! x3 x5 x2m1 + (1)m1 sin x = x + 3! 5! (2m 1)! x2m+1 +(1)m cos cx (2m + 1)! with cx between 0 and x.

OBTAINING TAYLOR FORMULAS

Most Taylor polynomials have been bound by other than using the formula
0(a) + 1 (x a)2f 00(a) pn(x) = f (a) + (x a)f

2!

1 (x a)nf (n)(a) n! because of the diculty of obtaining the derivatives f (k)(x) for larger values of k. Actually, this is now much easier, as we can use Maple or Mathematica. Nonetheless, most formulas have been obtained by manipulating standard formulas; and examples of this are given in the text. + +

For example, use et = 1 + t + 1 2 1 1 t + t3 + + tn 2! 3! n! 1 + tn+1ect (n + 1)!

in which ct is between 0 and t. Let t = x2 to obtain


n x2 = 1 x2 + 1 x4 1 x6 + + (1) x2n e

2!

3!

n!

(1)n+1 2n+2 + e x x (n + 1)! Because ct must be between 0 and x2, we have it must be negative. Thus we let ct = x in the error term, with 0 x x2.

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