TAYLOR SERIES

TAYLOR SERIES

 Taylor's Series is based on the fact that, if a function is

continuous and differentiable, The value of that function a
small distance, h, from point x will be equal to the value of
the function at x, plus a "fudge factor," or really a series of
fudge factors.  This is stuff you should know, because it is
used extensively in math, physics, and geophysics.

Taylor's series can be written in several forms. The first is:

f''  xi  f  n   xi 
f  xi 1   f  xi   f'  xi  xi 1  xi    xi 1  xi   ...   xi 1  xi  n  R
2

2! n!
 TAYLOR SERIES

 It includes the residual term to consider all terms from n +1

to infinity

f  n 1   
Rn   xi 1  xi   n1
 n  1!

 The Taylor Series is a representation of a function as an

infinite sum of terms calculated from the values of its
derivatives at a single point. If the series is centered at zero,
the series is also called a Maclaurin Series.
IT IS COMMON PRACTICE TO USE A FINITE
NUMBER OF TERMS OF THE SERIES TO
APPROXIMATE A FUNCTION.

The greater
amount of n-
terms are
included the
better the
approximatio
n of the true
solution.
Exponential
Function (in
blue), and the
sum of the
first n+1 terms
of its Taylor
series at 0 (in
red).
 TAYLOR SERIES AND TRUNCATION
ERRORS

 The practical value of the Taylor series is the use of a finite

number of terms that give a close enough approximation to
the true solution.

 The decision on how many terms are required to obtain a

reasonable approximation is based on the residual term of
the expansion
 TAYLOR SERIES AND TRUNCATION
ERRORS
The terms of the series that are neglected as waste, which depends
on two factors:

1. The number of terms in the series (n), since the higher the value
of n, the less waste and better the approximation to the value of the
function.

2. The step size or distance between the value of the variable (h)
because the lower the value of h, the greater the proximity between
xi and xi +1 and thus, the better the approximation to the value of
the function. x  x   h
i 1 i

It represents the next

step for the
approximation series
EXAMPLE NUMERICAL SIMULATION
APPLIED TO THE RESERVOIR.

The use of Taylor series are

the starting point for
numerical differentiation of a
simulation model.
EXAMPLE.
 EXAMPLE

 To view the usefulness of Taylor series, Figures 1, 2, and 3

show the 0th-, 1st-, and 2nd-order Taylor series
approximations of the exponential function f( x) = e x at x = 0.
While the approximation in Figure 1 becomes poor very
quickly, it is quite apparent that the linear, or 1st-order,
approximation in Figure 2 is already quite reasonable in a
small interval around x = 0. The quadratic, or 2nd-order,
approximation in Figure 3 is even better.

 We will use Taylor series for two purposes: To linearize a

system, using the 1st-order Taylor-series approximation, and
to perform error analysis on numerical method.
Figure 1. The zeroth-order Taylor series approximation of
ex around x = 0.
Figure 2. The first-order Taylor series approximation of ex
around x = 0.
Figure 3. The second-order Taylor series approximation
of ex around x = 0.
 BIBLIOGRAPHY

 CHAPRA, Steven C. y CANALE, Raymond P.: Métodos

Numéricos para Ingenieros. McGraw Hill 2002.

 Schlumberguer Floviz-Eclipse 2008.1

 http://demonstrations.wolfram.com/TaylorApproximationsIn
TwoVariables/