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
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Taylor Series Revisited
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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
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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)
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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
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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
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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!
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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!
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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
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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
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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)!
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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
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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
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