Truncation Errors and the

Taylor Series

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 TRUNCATION ERRORS 1

Recall from Chap. 1, how we approximated the derivative

dv v v(ti 1 )  v(ti )
 
dt t ti 1  ti
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 TRUNCATION ERRORS 2

dv v(ti 1 )  v(ti )

dt ti 1  ti

Key questions:
Given t = ti+1 − ti
• How good is the approximation? Error.
• What is benefit for reducing t? Convergence.

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 TAYLOR’S THEOREM
If a function f and its first n + 1 derivatives are continuous on
an interval containing xi and xi+1 = xi + h, then the value of the
function at xi+1 is given by

f ( xi ) 2
f ( xi 1 )  f ( xi )  f ( xi )h  h
2!

f (3) ( xi ) 3 f ( n ) ( xi ) n
 h   h  Rn
3! n!
Where
f ( n 1) ( ) n 1
Rn  h
(n  1)!
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 Taylor Series

Figure 4.1
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 Truncation Errors and the Taylor Series
• Non-elementary functions such as trigonometric,
exponential, and others are expressed in an approximate
fashion using Taylor series when their values,
derivatives, and integrals are computed.
• Any smooth function can be approximated as a
polynomial. Taylor series provides a means to predict
the value of a function at one point in terms of the
function value and its derivatives at another point.

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 Taylor Series Example
To get the cos(x) for small x:
x2 x4 x6
cos x  1     
2! 4! 6!
If x = 0.5, the exact value is 0.877582562. The approximation is
cos(0.5) = 1 − 0.125 + 0.0026041 − 0.0000127 + …
= 0.877582465
From the supporting theory, for this series, the error is no greater than the
first omitted term.
x8
 for x  0.5  9.68812  108
8!
The true error is 0.877582562  0.877582465  9.66126 108
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 The Taylor Series Remainder
nth order approximation
f 
f  xi 1   f  xi   f  xi  xi 1  xi  
  xi 1  xi   
2

2!
f (n)
  xi 1  xi   Rn
n

n!

define h = (xi+1 − xi) step size

f ( n 1) ( ) ( n 1)
Rn  h
( n  1)!
• Remainder term, Rn, accounts for all terms from (n + 1)
to infinity.
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 O(h) Notation

f ( xi ) 2
f ( xi 1 )  f ( xi )  f ( xi )h  h
2!
f (3) ( xi ) 3 f ( n ) ( xi ) n
 h   h  Rn
3! n!
where

Rn  O (h n 1 )
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 Summary of the Taylor Series Error
•  is not known exactly, lies somewhere between xi 1    xi .
• Need to determine f n 1 ( x).
• To do this you need f (x).
• If we knew f (x), there wouldn’t be any need to perform the
Taylor series expansion!
• However, R  O(h n 1 ), (n  1) th order, the order of truncation
error is h n 1.
• O(h), halving the step size will halve the error.
2
• O ( h ), halving the step size will quarter the error.

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 Taylor Series Error
• 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.

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 ESTIMATING THE TRUNCATION ERROR OF
THE VELOCITY APPROXIMATION OF THE
DERIVATIVE OF THE VELOCITY

v(ti )
v(ti 1 )  v(ti )  v (ti ) (ti 1  ti )  (ti 1  ti ) 2   Rn
2!

v(ti 1 )  v(ti )  v (ti ) (ti 1  ti )+R1

v(ti 1 )  v(ti ) R1
v(ti )  
ti 1  ti ti 1  ti
First-order Truncation
Approximation error

R1 v( )
 (ti 1  ti )  O(ti 1  ti )  O(h)
ti 1  ti 2!
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 NUMERICAL DIFFERENTIATION
First forward divided difference:
f ( xi 1 )  f ( xi )
f ( xi )  O ( h)
h
First backward divided difference:
f ( xi )  f ( xi 1 )
f ( xi )   O ( h)
h

First centered divided difference:

f ( xi 1 )  f ( xi 1 )
f ( xi )   O(h 2 )
2h
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 GRAPHICAL REPRESENTATION OF
DIVIDED DIFFERENCES

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 CENTERED SECOND DIVIDED
DIFFERENCE

f ( xi 1 )  2 f ( xi )  f ( xi 1 )
f ( xi )   O(h 2 )
h2

By reformulating you can see it’s the difference of two

first derivative divided differences:

f ( xi 1 )  f ( xi ) f ( xi )  f ( xi 1 )

f ( xi )  h h
h

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 TWO-DIMENSIONAL TAYLOR
SERIES

f ( xi 1 , yi 1 )  f ( xi , yi )

f f
 ( xi 1  xi )  ( yi 1  yi )
x y

1  2 f 2 f 2 f 2
  2 ( xi 1  xi )  2
2
( xi 1  xi )( yi 1  yi )  2 ( yi 1  yi ) 
2!  x xy y 

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 Error Propagation

Figure 4.7
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 TRADEOFF BETWEEN ROUND-OFF &
TRUNCATION ERROR

Figure 4.8
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