Chapter 4

Truncation Errors and Taylor Series

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 EX:

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 For n=0
Truncation error

Truncation error

Truncation error

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 For n=4
Remainder

Threfore

Exact solution

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 Ex: Increasing number of terms

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 Ex: Decreasing the step size

When h (step size) is halved the error

decreases by 1/4
Because Error is O(h2) for first order Taylor series

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 Some examples of using Taylor series

1. Approximating e

2. Small angle approximations

2. Solving Ordinary differential equations (ODEs)

https://math.stackexchange.com/questions/200582/solve-the-
differential-equation-using-taylor-series-expansion

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 4.1.3 Numerical Differentiation
Forward difference

Backward difference (negative value for the step size)

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 Center difference

Truncation error is of order n2

More accurate compared to the others

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 Real value:

FD

BD

CD

CD is the best

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Let’s see what happens if we decrease the step size

FD

BD

CD

Decreasing step size reduces error

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4.3 Total Error Truncation + Round off
Round off
Truncation error
Decrease the number of
By using smaller
computations
step size

Increases the number of

computations

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 Consider CD method

(1)

If we use exact values , we will have no round-off error It’s a dream 

We’ll always have round off errors

(2)

Using eq (1,2)

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 Assume we are given as the allowed round-off error
Assume we are given as the allowed truncation error

Upper bound for the error

An optimum for the step size (ℎ) can be found by

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 Real value

Check your book for the MATLAB code

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 MATLAB can store a
limited number of digits,
roughly

Not a bad
estimate

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