Truncation Errors and Tailors Series

Chapra: Chapter 4
Truncation Error
Truncation errors are those that result from using an
approximation in place of an exact mathematical
procedure.
Example: (Eqn 4.1)

How much error is introduced with this approximation?

We can use Tailors Series to estimate truncation error.
Tailors Series
• nth order approximation

• (xi+1-xi)= h step size (define first)

Reminder term, Rn, accounts for all terms from (n+1) to infinity.
Note that the zero-order approximation is

This indicates that the value of f at the new point is the

same as its value at the old point. This result makes
intuitive sense because if xi and xi+1 are close to each
other, it is likely that the new value is probably similar to
the old value.
Example 4.1
The approximation of f(x) at x=1 by zero-order, fist-order and
second-order Tailor series expansion
Insight
Each additional term contributes to the approximation
nth-order Tailor Series gives exact value of nth-order
polynomial
Inclusion of a few terms gives an approximation that is good
enough for practical purpose.
The Remainder:
 ε is not exactly known.
 Need to determine fn+1(xi+1), which require the determination of
the (n+1)th derivative of f(x). If we know f(x) then we do not
need to use Tailors series!
 Yet, Rn=O(hn+1) gives insight into error.
In general, we can usually assume that the truncation
error is decreased by the addition of terms to the
Taylor series. In many cases, if h is sufficiently small,
the first- and other lower-order terms usually account
for a disproportionately high percent of the error.
Thus, only a few terms are required to obtain an
adequate estimate.
This property is illustrated by the following example.
Use of Taylor Series Expansion to Approximate a
Function with an Infinite Number of Derivatives
Insight : Rn
Insight : Rn
Effect of Nonlinearity and Step Size on
the Taylor Series Approximation