Error Analysis: With Smoothness
-
let ,
-
then ,
-
consequently
-
by MVT we get
The Lagrange Remainder
if is twice differentiable in some neibourhood of , then near we have
The Lagrange Remainder
if is -th differentiable in some neibourhood of , then near we have
Error Analysis: Without Smoothness
The Peano Remainder
if is differentiable in some neibourhood of , then there exists with , so that near
The Peano Remainder
if is -th differentiable in some neibourhood of , then there exists with , so that
The Taylor Expansion
is called the -th order Taylor expasion of at
(if , then it is sometimes also called the Maclaurin expansion)
Estimate of the Remainder
-
the Lagrange Remainder:
-
, if and are bounded, then
-
often used when:, and is continuous on
-
example:;
counterexample:, grows as fast as
Exercise
find the -th order Taylor expansion of at
Applications
-
compute ,with precision
-
expand at :
,
-
take
Exercise
-
compute , with precision
-
compute , with precision
-
compute
-
compute
Summary
- The Taylor Expansion
- The Remainders
- Applications
Page 1 of 23