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**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

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