A Lecture on

The Taylor Series

…in GEM602: Numerical Methods for Graduate Students

Dr. Ian Dominic F. Tabañag

Instructor
 Computation Theory
…essential concept…

How does a CPU compute the following functions for a specific x

value?
cos(x) sin(x) ex log(x) etc.

• 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.

• 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.

Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
 The Taylor Series
…nth order approximation…

f ' ( xi ) f " ( xi ) f ( n ) ( xi )
f ( xi +1 )  f ( xi ) + ( xi +1 − xi ) + ( xi +1 − xi ) +  +
2
( xi +1 − xi ) n + Rn
1! 2! n!

The Reminder term, Rn, accounts for all terms from (n+1) to
infinity.
f ( n +1) ( ) ( n +1)
Rn = h
(n + 1)!

Define the step size as h=(xi+1- xi), the series becomes:

f ' ( xi ) f " ( xi ) 2 f ( n ) ( xi ) n
f ( xi +1 )  f ( xi ) + h+ h ++ h + Rn
1! 2! n!

Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
 The Taylor Series
…nth order approximation…

Any smooth function can be approximated as a polynomial.

Take x = xi+1 Then f(x) ≈ f(xi) zero order approximation

f ( x)  f ( xi ) + f ' ( xi )( x − xi ) first order approximation

Second order approximation: • Each additional term will

contribute some improvement to
f ' ( xi ) f " ( xi ) the approximation. Only if an
f ( x)  f ( xi ) + ( x − xi ) + ( x − xi ) 2
1! 2! infinite number of terms are
added will the series yield an
nth order approximation: exact result.

f ' ( xi ) f " ( xi ) f ( n ) ( xi ) • In most cases, only a few terms

f ( x)  f ( xi ) + ( x − xi ) + ( x − xi ) +  +
2
( x − xi ) n + Rn will result in an approximation
1! 2! n!
that is close enough to the true
value for practical purposes

Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
 The Taylor Series Example:
…nth order approximation… computing f(x) = ex using
Taylor Series expansion
f ' ( xi ) f " ( xi ) f ( n ) ( xi )
f ( xi +1 )  f ( xi ) + ( xi +1 − xi ) + ( xi +1 − xi ) +  +
2
( xi +1 − xi ) n + Rn
1! 2! n!

Choose x = xi+1 and xi = 0 Then f(xi+1) = f(x) and (xi+1 – xi) = x

Since First Derivative of ex is also ex :

(2.) (ex )” = ex (3.) (ex)”’ = ex, … (nth.) (ex)(n) = ex

As a result we get:
2 3 n
x x x Looks familiar?
e = 1 +x + + + ... +
x
Maclaurin series for ex
2! 3! n!
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
 The Taylor Series Yet another example:
…nth order approximation… computing f(x) = cos(x) using
Taylor Series expansion

Choose x=xi+1 and xi=0 Then f(xi+1) = f(x) and (xi+1 – xi) = x
Derivatives of cos(x):
(1.) (cos(x) )’ = -sin(x) (2.) (cos(x) )” = -cos(x),
(3.) (cos(x) )”’ = sin(x) (4.) (cos(x) )”” = cos(x),
……
As a result we get:

x2 x4 x6
cos x = 1 − + − + 
2! 4! 6!
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
 The Taylor Series
…nth order approximation…
Notes on Taylor expansion:

• Each additional term will contribute some improvement to the

approximation. Only if an infinite number of terms are added
will the series yield an exact result.

• In most cases, several terms will result in an approximation

that is close enough to the true value for practical purposes

• Reminder value R represents the truncation error

• The order of truncation error is hn+1 ➔ R=O(hn+1),
If R=O(h), halving the step size will halve the error.
If R=O(h2), halving the step size will quarter the error.

Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
 The Taylor Series
Numerical Methods for Graduate Students

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Comments? -End of Presentation-
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