Numerical Methods

The Use of Taylor’s Theorem
Use of Taylor’s Theorem
• Numerical Methods
In many practical problems involving differential
equations, what is often wanted is a table of values
of a solution y=y(x), satisfying given initial conditions,
for a limited range of values of x near the initial point
x0. Even when a solution y=y(x) of a differential
equation can be written in terms of elementary
functions, it may be sometimes easier to obtain this
limited table of values by the numerical methods.
This statement is especially true when the function is
an implicit one.
Use of Taylor’s Theorem
• By numerical solution of a differential
equation, we shall mean table of values such
that for each x there is a corresponding value
of y(x).
There are two ways on solving for the numerical
solution using Taylor’s Theorem

Use of Taylor’s Theorem
1. Direct Substitution

2. “Creeping up” process

Use of Taylor’s Theorem
• If we consider the initial value problem

We may be able to compute successive derivatives of the
solution y=y(x) at x=x0 by using equation (1). We adopt
the notation
(1)
Use of Taylor’s Theorem
and recall Taylor’s Theorem Approximation
Formula:


Use of Taylor’s Theorem
Upon finding the numerical solution of a
differential equation, there is greater accuracy
if a Taylor Series is used to terms of order
greater than two. There are however two
practical difficulties…
Use of Taylor’s Theorem
1. The function f(x,y) may not have a Taylor
Series expansion over the interval in which a
solution is desired. Example:

Higher derivatives do not exist at x=0.
Use of Taylor’s Theorem
2. If f(x, y) has a Taylor Series Expansion, it may
be extremely difficult to obtain the derivatives
needed for the formula. For example, try
taking few derivatives of:

Use of Taylor’s Theorem
Steps on solving for the numerical solution:
Step 1. Find the derivatives of the function up to the
desired order.

Step 2.Solve for the values of the derivatives
given the initial conditions.
Step 3. Substitute the values found in step 2 to
the approximation formula.
Step 4. By direct substitution, solve for the
values of y.
Use of Taylor’s Theorem
Recall Taylor’s Theorem Approximation Formula:


Use of Taylor’s Theorem
Example 1: Solve for the numerical solution:

Step 1. Find the derivatives of the function up to the desired
order.

Use of Taylor’s Theorem
Step 2. Solve for the values of the derivatives given the initial
conditions.
Hence, when x =0 and y=1, we find:

Use of Taylor’s Theorem
Step 3. Substitute the values found in step 2 to the
approximation formula.
Use of Taylor’s Theorem
Step 4. By direct substitution, solve for the values of y.

Use of Taylor’s Theorem

Use of Taylor’s Theorem
The particular solution of the function


is
Substituting the values of x to the particular
solution, you obtain the actual or correct
values of y.
Use of Taylor’s Theorem

Taylor’s
Theorem
Actual Value
Error
Use of Taylor’s Theorem
Error in Taylor Series Method
The remainder or error term of a Taylor Series is


Where c is some number between x and x0.

Use of Taylor’s Theorem
From example 1, the error between the
approximate solution to the actual solution is:





Let M be the maximum value over the
interval (0, 0.5) of width 0.5. Thus,





Use of Taylor’s Theorem
Note:
• When solving for the values of the derivatives
begin with the lower order derivative.
• To insure a desired degree of accuracy, more
and more terms of the series will be needed.
Problems:

Use of Taylor’s Theorem
Use of Taylor’s Theorem
Use of Taylor’s Theorem
Use of Taylor’s Theorem
Use of Taylor’s Theorem
Reference:
• Elementary Differential Equation, 8
th
Edition,
by Bedient, Bedient, Rainville
• Ordinary Differential Equation by Morris Tenebaum