Can someone explain the Taylor's Theorem error bound?

In summary, the point of this equation is to find a polynomial that approximates the desired function as closely as possible, and the next derivative of the desired Taylor polynomial can be used to help us find the polynomial.
  • #1
A.MHF
26
1

Homework Statement



So I've read a lot about this but still can't figure what's going on.
I understand that to find the error of approximation all we have to do is:
|E(x)| = |f(x)-Tn(x)|
But what about
M*(xn+1/(n+1)!)
What's the point of this? and why does it have to be greater than or equal to |E(x)|? How would evaluating the next derivative of the desired Taylor polynomial help us?

Homework Equations



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The Attempt at a Solution



-[/B]
 
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  • #2
I moved your question to the discussion forum since it's more general than a homework problem.

f(x) is the exact value of the function evaluated at x. Tn(x) is an approximation of f(x). The error E(x) is, by definition, the difference between the actual value f(x) and the approximate value we get from Tn(x). So when you write ##\lvert E(x) \rvert = \lvert f(x)-T_n(x) \rvert##, you're doing little more than stating the definition of E(x).

Keep in mind that we generally don't know what ##f(x)## is equal to. We need some way of calculating the answer. That's where ##T_n(x)## comes in. If you want the exact answer, you'll have to sum an infinite number of terms. But most of the time, we don't need an exact answer; we just need one that's close enough. In other words, we only need to sum a finite number of terms so that |E(x)| is small enough for our purposes. But remember, we don't know what f(x) is, so somehow we have to be able to come up with an upper bound for E(x) without knowing what f(x) is. That's where the expression for the error bound comes in.
 
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  • #3
A.MHF said:

Homework Statement



So I've read a lot about this but still can't figure what's going on.
I understand that to find the error of approximation all we have to do is:
|E(x)| = |f(x)-Tn(x)|
<Snip>

-

This is an _estimate_ of the error; if you knew the actual error, you add it to the function and get the actual value.
 
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  • #4
A.MHF said:

Homework Statement



So I've read a lot about this but still can't figure what's going on.
I understand that to find the error of approximation all we have to do is:
|E(x)| = |f(x)-Tn(x)|
But what about
M*(xn+1/(n+1)!)
What's the point of this? and why does it have to be greater than or equal to |E(x)|? How would evaluating the next derivative of the desired Taylor polynomial help us?

Homework Equations



-

The Attempt at a Solution



-[/B]

The actual error ##E_n(x) = f(x) - T_n(x)## when we expand about ##x = a## has the form
[tex] E_n(x) = \frac{(x-a)^{n+1}}{(n+1)!} f^{(n+1)}(\xi), [/tex]
where ##\xi## is some unknown point in the interval between ##a## and ##x##, and ##f^{(n+1)}## is the ##(n+1)##st derivative of ##f##. Since we generally do not know the value of ##\xi## explicitly, and also may not even know exact numerical values of the function ##f^{(n+1)}##, we cannot in general compute the error exactly. However, we can bound the error a lot more easily: if we somehow find a positive number ##M## such that ##|f^{(n+1)}(\xi)| \leq M## for sure, then we know that
[tex] |E_n(x)| \leq \frac{M (x-a)^{n+1}}{(n+1)!}, [/tex]
so we at least know the worst-case error (which will almost always be worse than the actual error). The best value of ##M## in this regard is the maximum of ##|f^{(n)}|## on the interval between ##x## and ##a##, but even that will often be unavailable or unobtainable. In that case, just choose any ##M## larger than that. Usually it is not too difficult to cook up such a value in a practical problem.
 
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  • #5
Thanks guys, that was super helpful!
 

1. What is the Taylor's Theorem error bound?

The Taylor's Theorem error bound is a mathematical tool used to estimate the difference between the actual value and the approximate value of a function. It is based on the Taylor's series expansion of a function and provides a bound on the error that is introduced by using only a finite number of terms in the series.

2. How is the Taylor's Theorem error bound used in practice?

The Taylor's Theorem error bound is commonly used in numerical analysis and scientific computing to determine the accuracy of a numerical method or algorithm. It can also be used to determine the number of terms needed in a Taylor's series approximation to achieve a desired level of accuracy.

3. What is the formula for the Taylor's Theorem error bound?

The general formula for the Taylor's Theorem error bound is given by:
|R_n(x)| ≤ M * |(x-a)^(n+1)| / (n+1)!,
where R_n(x) is the remainder term of the Taylor's series, M is the maximum value of the (n+1)th derivative of the function on the interval, x is the point of approximation, and a is the center of the series expansion.

4. How does the Taylor's Theorem error bound relate to other error analysis techniques?

The Taylor's Theorem error bound is closely related to other error analysis techniques such as the Lagrange error bound and the Cauchy error bound. These techniques all use different approaches to estimate the error in an approximation and can be used together to provide a more accurate bound on the error.

5. Are there any limitations to using the Taylor's Theorem error bound?

One limitation of the Taylor's Theorem error bound is that it assumes that the function is infinitely differentiable at the point of approximation. This may not always be the case in real-world problems. Additionally, the error bound is only an estimate and may not give the exact error in a particular situation. It should be used as a guide and not as a definitive answer.

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