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Taylor Series Expansion

As seen in Section 5.5, Euler's method can be derived from a two-term Taylor series expansion. The error of the approximation is then more or less encapsulated in the neglected third term. It's only natural to consider the consequence of adding the third term of the Taylor series into the formula for the numerical approximation.

    Starting with Taylor's approximation,

equation1174

or, coupling this with equation (5.1),

  eqnarray1179

where

displaymath3808

tex2html_wrap_inline2948 taken to be in the interval bounded by t and tex2html_wrap_inline3820 . Since f(t,y(t)) is given in the statement of the problem, the derivatives tex2html_wrap_inline3824 are readily computable. The ``degree n'' Taylor series approximation to the differential equation is obtained by omitting the remainder term, tex2html_wrap_inline3828 . By truncating the remainder, the resulting approximation is easily expressed, but adds the additional problem-specific burden of calculating the derivatives of f with respect to t. Since f is described as a function of both t and y, derivatives of f with respect to t will require use of the chain rule, which implies that the total derivative of f with respect to t is computed as

  eqnarray1194

General formulas for the higher-order derivatives of f are computed similarly, and increase significantly in their degree of complication. The complexity of computing the higher-order derivatives may be offset by the particular form that f(t,y(t)) takes in equation (5.1).

example1208

    example1220

    From the above derivation of Taylor methods, it is clear that one can utilize this approach in order to come up with a method which is accurate up to an arbitrarily-prescribed degree. However, the complexity found in computing the derivatives of the function f is often cumbersome. Additionally, it is common that the function f is not known explicitly, but is computable for any given point in the (t,y) plane. In this situation, calculation of the derivatives of f would need to be computed numerically, compounding the cumbersome nature of the implementation.


next up previous
Next: Runge-Kutte Methods Up: Higher-Order Methods Previous: Higher-Order Methods
Paul Gray

Wed Oct 28 11:42:13 EST 1998