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Truncation Errors and Taylor Series: Numerical Methods ECE 453

1) Taylor series provide a means to approximate functional values at one point based on the function value and derivatives at another point. They express functions as polynomial approximations. 2) Truncation errors result from these approximations. Adding more terms to a Taylor series decreases the truncation error. 3) For small step sizes, only a few Taylor series terms may be needed to obtain a close approximation. The order of approximation must be high enough to match the order of the function being approximated.

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240 views21 pages

Truncation Errors and Taylor Series: Numerical Methods ECE 453

1) Taylor series provide a means to approximate functional values at one point based on the function value and derivatives at another point. They express functions as polynomial approximations. 2) Truncation errors result from these approximations. Adding more terms to a Taylor series decreases the truncation error. 3) For small step sizes, only a few Taylor series terms may be needed to obtain a close approximation. The order of approximation must be high enough to match the order of the function being approximated.

Uploaded by

Maria Anndrea Mendoza
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Numerical Methods

ECE 453

Lecture 3

Truncation Errors and Taylor Series


Introduction

Truncation errors

• Result when approximations are used to


represent exact mathematical procedure

• For example:

2
Taylor Series - Definition
• Mathematical Formulation used widely in numerical
methods to express functions in an approximate
fashion……. Taylor Series.

• It is of great value in the study of numerical methods.

• It provides means to predict a functional value at one


point in terms of:
- the function value
- its derivatives at another point

3
Taylor’s Theorem

General Expression
2 ( 3) 3 (n) n
f ' ' ( x ) h f ( x ) h f ( x ) h
f ( x i 1 )  f ( x i )  f ' ( x i )h  i
 i
 .......  i
 Rn
2! 3! n!

Where:
h  xi 1  xi
Rn is the remainder term to account f ( n 1) ( ) n 1
Rn  h
for all terms from n+1 to infinity. (n  1)!

And  is a value of x that lies somewhere between x and x i


4
i+1
Taylor’s Theorem
Any smooth function can be approximated as a
polynomial

 Zero- order approximation: only true if xi+1


and xi are very close to each other.
f ( x i 1 )  f ( x i )

 First- order approximation: in form of a


straight line
f ( x i 1 )  f ( x i )  f ' ( x i )h

 Second- order approximation:


f ' ' ( x i )h 2
f ( x i 1 )  f ( x i )  f ( x i )h 
'

2! 5
Taylor’s Theorem - Remainder Term

Remainder Term: What is ξ ?


If Zero- order approximation: f ( x i 1 )  f ( x i )  Ro Ro
f ' ( ) 
h

6
Taylor Series - Example
Use zero-order to fourth-order Taylor series expansions to
approximate the function.
f(x)= -0.1x4 – 0.15x3 – 0.5x2 – 0.25x +1.2
From xi = 0 with h =1. Predict the function’s value at xi+1 =1.

Solution
 f(xi)= f(0)= 1.2 , f(xi+1)= f(1) = 0.2 ………exact solution

• Zero- order approx. (n=0)  f(xi+1)=1.2 f ( x i 1 )  f ( x i )


Et = 0.2 – 1.2 = -1.0
• First- order approx. (n=1)  f(xi+1)= 0.95 f ( x i 1 )  f ( x i )  f ' ( x i )h

f(x)= -0.4x3 – 0.45x2 – x – 0.25, f’(0)= -0.25


f( xi+1)= 1.2- 0.25h = 0.95
Et = 0.2 - 0.95 = -0.75 7
Taylor Series - Example
• Second- order approximation (n=2)  f(xi+1)= 0.45
f ' ' ( x i )h 2
f ( x i 1 )  f ( x i )  f ( x i )h 
'

2!

f’’(x) = -1.2 x2 – 0.9x -1 , f’’(0)= -1


f( xi+1)= 1.2 - 0.25h - 0.5 h2 = 0.45
Et = 0.2 – 0.45 = -0.25
• Third-order approximation (n=3)  f(xi+1)= 0.3
f ' ' ( x i ) h 2 f ) 3( ( x i ) h 3
f ( x i 1 )  f ( x i )  f ( x i )h 
'

2! 3!

f( xi+1)= 1.2 - 0.25h - 0.5 h2 – 0.15h3 = 0.3


Et = 0.2 – 0.3 = -0.1
8
Taylor Series - Example
• Fourth-order approximation (n = 4)  f(xi+1)= 0.2

f ' ' ( x i ) h 2 f ( 3) ( x i ) h 3 f ( 4 ) ( x i ) h 4
f ( x i 1 )  f ( x i )  f ( x i )h 
'
 
2! 3! 4!

f( xi+1)= 1.2 - 0.25h - 0.5 h2 – 0.15h3 – 0.1h 4= 0.2


Et = 0.2 – 0.2 = 0
f (5) ( ) 5
R4  h
The remainder term (R4) = 0 5!
because the fifth derivative of the fourth-order polynomial is
zero.

9
Approximation using Taylor Series Expansion

The nth-order Approximation

10
Taylor Series

• In General, the n-th order Taylor Series will be exact


for n-th order polynomial.

• For other differentiable and continuous functions,


such as exponentials and sinusoids, a finite number of
terms will not yield an exact estimate. Each additional
term will contribute some improvement.
(see example 4.2)

11
Example 4.2

12
13
Effect of non-linearity

14
15
16
Taylor Series

• Truncation error is decreased by addition of terms to


the Taylor series.

• If h is sufficiently small, only a few terms may be


required to obtain an approximation close enough to
the actual value for practical purposes.

17
Effect of step size

18
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