Scribd
Upload
48 views

03 Taylor Series View

This document discusses Taylor series and their applications in numerical analysis. It begins with definitions and theorems regarding Taylor series representations of functions. It then discusses the proximity of evaluation points to expansion points and provides examples calculating Taylor series for specific functions. The document concludes with additional notes on big O notation and the relationship between approximation errors and the order of the Taylor series term being omitted.

Uploaded by

Alok Jha
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
48 views

03 Taylor Series View

This document discusses Taylor series and their applications in numerical analysis. It begins with definitions and theorems regarding Taylor series representations of functions. It then discusses the proximity of evaluation points to expansion points and provides examples calculating Taylor series for specific functions. The document concludes with additional notes on big O notation and the relationship between approximation errors and the order of the Taylor series term being omitted.

Uploaded by

Alok Jha
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 8

A li d N

Applied Numerical
i l
Analysis
Taylor Series
Lecturer: Emad Fatemizadeh

Applied Numerical Methods 1


E. Fatemizadeh
Taylor Series
„ Definitions and Theorems
„ Proximity of x to c
„ Additi
AdditionallN
Notes
t

2
Applied Numerical Methods
E. Fatemizadeh
Definitions and Theorems
„ Definition:
∃f ( ) (c ) , k = 0, 1, 2,
k
,
f ′′ (c )
f ( x ) ≈ f (c ) + f ′ (c )( x − c ) + ( − ) +
2
x c
2!
∞
f ( ) (c )
k

=∑ ( − )
k
x c
k =0 k!
„ x is near c (c=0 Ö Maclaurin Series)

3
Applied Numerical Methods
E. Fatemizadeh
Definitions and Theorems
„ Theorem: if f ∈C (
n +1)
([a,b ]) then
n
f (x ) = ∑
f (c ) x − c k + f
(k )
( )
( n +1)
(ξ ( x ) ) ( x − c ) n +1

k =0 k! ( n + 1) !
E n +1

„ Where
x , c ∈ [a, b ] , ξ ( x ) ∈ ( x , c ) ∪ (c , x )

„ Last Condition: ξ(
ξ(xx) Lies between x and c

4
Applied Numerical Methods
E. Fatemizadeh
Definitions and Theorems
„ Another Representation:
n
f (x + h ) = ∑
f (k )
(x ) h k +
f (ξ ) h n +1
( n +1)

k =0 k! ( n + 1)!
E n +1

„ Where
x , x + h ∈ [a , b ] , ξ ( x ) ∈ ( x , x + h ) ∪ ( x + h , x )

5
Applied Numerical Methods
E. Fatemizadeh
Proximity of x to c
„ Two Examples:
• ln ( x + 1) around zero and x=1
∞
x k x =1 1 1 1
l ( x + 1) = ∑ ( −1) l ( 2) = 1 − + − + −
k −1
ln ⎯⎯→ ln
k =1 k 2 3 4

1+ x ⎞
• ln ⎛⎜ ⎟ around zero and x=1
⎝1− x ⎠
⎛1+ x ⎞ ∞
x 2 k −1 x =3−1 ⎛ 3−1 3−3 3−5 ⎞
ln ⎜ ⎟ = 2∑ ⎯⎯ ⎯ → ln ( 2 ) = 2 ⎜ + + + ⎟
⎝1− x ⎠ k =1 2 k − 1 ⎝ 1 3 5 ⎠

6
Applied Numerical Methods
E. Fatemizadeh
Proximity of x to c
„ Approximated Values:
• Example #1
#1 and 8 first terms: 0.63452
• Example
p #2#2 and 4 first terms: 0.6931
69313
3
• Actual Value: 0.6931
693155

Importance of Proximity of evaluation and


expansion Points

7
Applied Numerical Methods
E. Fatemizadeh
Additional Notes
„ O( ) Notation:

E n +1 = O ( h )≈E
n +1 n +1
n +1 ≤C h

8
Applied Numerical Methods
E. Fatemizadeh

You might also like