Numerical Methods

ECE 453

Lecture 3

Truncation Errors and Taylor Series

 Introduction

Truncation errors

• Result when approximations are used to

represent exact mathematical procedure

• For example:

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 Taylor Series - Definition
• Mathematical Formulation used widely in numerical
methods to express functions in an approximate
fashion……. Taylor Series.

• It is of great value in the study of numerical methods.

• It provides means to predict a functional value at one

point in terms of:
- the function value
- its derivatives at another point

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 Taylor’s Theorem

General Expression
2 ( 3) 3 (n) n
f ' ' ( x ) h f ( x ) h f ( x ) h
f ( x i 1 )  f ( x i )  f ' ( x i )h  i
 i
 .......  i
 Rn
2! 3! n!

Where:
h  xi 1  xi
Rn is the remainder term to account f ( n 1) ( ) n 1
Rn  h
for all terms from n+1 to infinity. (n  1)!

And  is a value of x that lies somewhere between x and x i

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i+1
 Taylor’s Theorem
Any smooth function can be approximated as a
polynomial

 Zero- order approximation: only true if xi+1

and xi are very close to each other.
f ( x i 1 )  f ( x i )

 First- order approximation: in form of a

straight line
f ( x i 1 )  f ( x i )  f ' ( x i )h

 Second- order approximation:

f ' ' ( x i )h 2
f ( x i 1 )  f ( x i )  f ( x i )h 
'

2! 5
 Taylor’s Theorem - Remainder Term

Remainder Term: What is ξ ?

If Zero- order approximation: f ( x i 1 )  f ( x i )  Ro Ro
f ' ( ) 
h

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 Taylor Series - Example
Use zero-order to fourth-order Taylor series expansions to
approximate the function.
f(x)= -0.1x4 – 0.15x3 – 0.5x2 – 0.25x +1.2
From xi = 0 with h =1. Predict the function’s value at xi+1 =1.

Solution
 f(xi)= f(0)= 1.2 , f(xi+1)= f(1) = 0.2 ………exact solution

• Zero- order approx. (n=0)  f(xi+1)=1.2 f ( x i 1 )  f ( x i )

Et = 0.2 – 1.2 = -1.0
• First- order approx. (n=1)  f(xi+1)= 0.95 f ( x i 1 )  f ( x i )  f ' ( x i )h

f(x)= -0.4x3 – 0.45x2 – x – 0.25, f’(0)= -0.25

f( xi+1)= 1.2- 0.25h = 0.95
Et = 0.2 - 0.95 = -0.75 7
 Taylor Series - Example
• Second- order approximation (n=2)  f(xi+1)= 0.45
f ' ' ( x i )h 2
f ( x i 1 )  f ( x i )  f ( x i )h 
'

2!

f’’(x) = -1.2 x2 – 0.9x -1 , f’’(0)= -1

f( xi+1)= 1.2 - 0.25h - 0.5 h2 = 0.45
Et = 0.2 – 0.45 = -0.25
• Third-order approximation (n=3)  f(xi+1)= 0.3
f ' ' ( x i ) h 2 f ) 3( ( x i ) h 3
f ( x i 1 )  f ( x i )  f ( x i )h 
'

2! 3!

f( xi+1)= 1.2 - 0.25h - 0.5 h2 – 0.15h3 = 0.3

Et = 0.2 – 0.3 = -0.1
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 Taylor Series - Example
• Fourth-order approximation (n = 4)  f(xi+1)= 0.2

f ' ' ( x i ) h 2 f ( 3) ( x i ) h 3 f ( 4 ) ( x i ) h 4
f ( x i 1 )  f ( x i )  f ( x i )h 
'
 
2! 3! 4!

f( xi+1)= 1.2 - 0.25h - 0.5 h2 – 0.15h3 – 0.1h 4= 0.2

Et = 0.2 – 0.2 = 0
f (5) ( ) 5
R4  h
The remainder term (R4) = 0 5!
because the fifth derivative of the fourth-order polynomial is
zero.

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Approximation using Taylor Series Expansion

The nth-order Approximation

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 Taylor Series

• In General, the n-th order Taylor Series will be exact

for n-th order polynomial.

• For other differentiable and continuous functions,

such as exponentials and sinusoids, a finite number of
terms will not yield an exact estimate. Each additional
term will contribute some improvement.
(see example 4.2)

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Example 4.2

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Effect of non-linearity

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 Taylor Series

• 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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Effect of step size

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