Chapter 4
Truncation Error and
the Taylor Series
Applied Computational Methods
1
Background
Truncation error are those that results from
using an approximation in place of an exact
mathematical procedure.
A truncation error is introduced into
numerical solution because difference
equation only approximates the true value of
the derivative.
In order to gain insight into the properties of
truncation error, the Taylor function is used.
2
Taylor’s Theorem
If the function f and its first n+1 derivatives are continuous
on an interval containing a and x, then the value of the
function at x is given by
f (a)
f ( x) f (a) f (a)( x a) ( x a) 2
2!
( 3)
f (a)
( x a)3 ...
3!
f ( n ) (a)
( x a) n Rn
n!
( x t ) n ( n 1)
x
where remainder Rn is defined as Rn f (t )dt
a
n!
3
Taylor’s Theorem
It is often convenient to simplify the Tailor series by
defining a step size h = xi+1 - xi
f ( xi ) 2 f (3) ( xi ) 3 f ( n ) ( xi ) n
f ( xi 1 ) f ( xi ) f ( xi )h h h ... h Rn
2! 3! n!
where remainder Rn is defined as
f ( n1) ( ) n1
Rn h
(n 1)!
is a value of x that lies somewhere between xi and xi+1
This value will be discussed later
4
Ex. Taylor Approximation of a Polynomial
Use zero-through fourth-order Taylor series
expansion to approximate the function
f ( x) 0.1x 0.15x 0.5x 0.25x 1.2
4 3 2
From xi = 0 with h = 1. That is, predict the
function’s value at xi+1 = 1
5
Ex. 4.1 Taylor Approximation of a Polynomial
Solution f ( x) 0.1x 4 0.15x3 0.5x 2 0.25x 1.2
For x = 0 then f(0) = 1.2
For x = 1 then f(1) = 0.2 this is the true that we are trying
to predict.
Taylor series approximation with n = 0 f ( xi 1 ) f ( xi ) 1.2
Truncation error: Et = true value – approximation
Et = 0.2 -1.2 = -1.0 at x = 1
n = 1, the first derivative
f’(0) = -0.4(0)3- 0.45(0)2 - 1.0(0) - 0.25 = -0.25
Taylor series approximation with n = 1
f ( xi 1 ) f ( xi ) 1.2 0.25h 0.95 if h 1 6
Ex. 4.1 Taylor Approximation of a Polynomial
Taylor series approximation with n = 1
Truncation error: Et = true value – approximation
Et = 0.2 - 0.95 = - 0.75 at x = 1
n = 2, the second derivative
f’’(0) = -1.2(0)2- 0.9(0) - 1.0 = -1.0
Taylor series approximation with n = 2
f ( xi 1 ) 1.2 0.25h 0.5h2 0.45 if h 1
Truncation error: Et = true value – approximation
Et = 0.2 -0.45 = -0.25 at x = 1
7
Taylor series expansion
8
Ex. 4.2
Use Taylor series expansion with n = 0 to 6
to approximate f(x) = cos x, at xi+1 = /3 on
the bases of the value of f(x) and its
derivatives at xi = /4.
Note this means that h = /3 - /4 = /12.
9
Ex.4.1x
Find the truncation error in approximating the function
y2 ( x) ln(1 x)
(a) y1 ( x) x
1 2
(b) y2 ( x) x x
2
1 2 1 3
(c) y3 ( x) x x x
2 3
1 2 1 3 1 4
(d) y3 ( x) x x x x
2 3 4
over the range 0 x 1
10
Ex.4.1x (Solution)
We consider a representative value of x, x = 0.5, and find the
truncation error. The exact value of the function is given by
y2 ( x) ln(1 x) ln(1.5) 0.405465108
(a) y1 (0.5) 0.5
Te 0.405465108 0.5 0.0094544892
1
(b) y2 (0.5) (0.5) (0.5) 2 0.375
2
Te 0.405465108 0.375 0.030465108
11
Ex.4.1x (Solution)
We consider a representative value of x, x = 0.5, and find the
truncation error. The exact value of the function is given by
y2 ( x) ln(1 x) ln(1.5) 0.405465108
1 1
(c) y3 (0.5) (0.5) (0.5) (0.5)3 0.416666667
2
2 3
Te 0.405465108 0.416666667 0.011201559
1 1 1
(d) y4 (0.5) (0.5) (0.5) (0.5) (0.5) 4 0.401041667
2 3
2 3 4
Te 0.405465108 0.401041667 0.004423441
12
Truncation error
0.8
y(x)
0.6
Te1
Te2
0.4 Te3
Te4
0.2
0
0 0.2 0.4 0.6 0.8 1 1.2
-0.2
-0.4
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Error Propagation
The purpose of this section is to study how error in numbers
can propagate through mathematical functions.
Assuming ~ x is an approximation of x, we would like to assess
the effect of the discrepancy between x and ~ x on the value
of the function.
We estimate f ( ~
x ) f ( x) f ( ~
x)
We can use Taylor series:
f ( ~
x)
~ ~ ~
f ( x) f ( x ) f ( x )( x x ) (x ~
x ) ...
2
Dropping the second and high order terms and rearranging
yields
f ( x) f ( ~
x ) f (~ x ) f ( ~
x )( x ~
x)
14
Error Propagation
Dropping the second and high order terms and rearranging
yields
f ( x) f ( ~
x ) f (~
x ) f ( ~
x )( x ~
x)
Or it can be rewritten as:
f ( ~
x ) f ( ~
x ) (x ~
x)
where
f ( ~
x ) f ( ~
x ) (x ~
x ) an estimate of the error of the function
~
x x~
x an estimate of the error of x
15
Graphical depiction of the first-order error propagation
16
Error Propagation in a function of a single variable
Given a value of ~x = 2.5 with an error of ~x = 0.01,
estimate resulting error in the function f(x) = x3
Solution
f ( ~
x ) f ( ~
x ) (x ~
x)
f ( ~
x ) 3(2.5) 2 (0.01) 0.1875
f (2.5) 15.625
~
We predict for x = 2.5
f (2.5) 15.625 0.1875
17
Function of more than one variable
For n independent variable ~ x1 , ~
x2 ,..., ~
xn having
error ~
x1 , ~
x2 ,..., ~
xn the following general relationship holds
~ ~ ~ f ~ f ~ f ~
f ( x1 , x2 ,..., xn ) x1 x2 ... xn
x1 x2 xn
18
Total Numerical Error
Total numerical error is the summation of the
truncation and round-off errors.
To minimize round-off error is to increase the
number of significant figures of the computer.
The truncation error can be reduce by decreasing
the step size.
However the truncation errors decrease as the
round-off errors increase.
In actual cases, such situation relatively uncommon
because most computer carry enough significant
figures that round-off errors do not dominate.
19
20
Gross error
Gross error could be attributed to human
imperfection.
Occurs in computer programs, also can occur
in any stage of mathematical modeling.
21
Formulation Errors
Formulation or model error relate to
incomplete mathematical models.
22
Data uncertainty
Errors sometimes enter into an analysis
because of uncertainty in the physical data.
Ex. In the case of falling parachutist
Our sensor of velocity can overestimate the
velocity, etc.
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