Use of Taylors Theorem Numerical Methods In many practical problems involving differential equations, what is often wanted is a table of values of a solution y=y(x), satisfying given initial conditions, for a limited range of values of x near the initial point x0. Even when a solution y=y(x) of a differential equation can be written in terms of elementary functions, it may be sometimes easier to obtain this limited table of values by the numerical methods. This statement is especially true when the function is an implicit one. Use of Taylors Theorem By numerical solution of a differential equation, we shall mean table of values such that for each x there is a corresponding value of y(x). There are two ways on solving for the numerical solution using Taylors Theorem
Use of Taylors Theorem 1. Direct Substitution
2. Creeping up process
Use of Taylors Theorem If we consider the initial value problem
We may be able to compute successive derivatives of the solution y=y(x) at x=x0 by using equation (1). We adopt the notation (1) Use of Taylors Theorem and recall Taylors Theorem Approximation Formula:
Use of Taylors Theorem Upon finding the numerical solution of a differential equation, there is greater accuracy if a Taylor Series is used to terms of order greater than two. There are however two practical difficulties Use of Taylors Theorem 1. The function f(x,y) may not have a Taylor Series expansion over the interval in which a solution is desired. Example:
Higher derivatives do not exist at x=0. Use of Taylors Theorem 2. If f(x, y) has a Taylor Series Expansion, it may be extremely difficult to obtain the derivatives needed for the formula. For example, try taking few derivatives of:
Use of Taylors Theorem Steps on solving for the numerical solution: Step 1. Find the derivatives of the function up to the desired order.
Step 2.Solve for the values of the derivatives given the initial conditions. Step 3. Substitute the values found in step 2 to the approximation formula. Step 4. By direct substitution, solve for the values of y. Use of Taylors Theorem Recall Taylors Theorem Approximation Formula:
Use of Taylors Theorem Example 1: Solve for the numerical solution:
Step 1. Find the derivatives of the function up to the desired order.
Use of Taylors Theorem Step 2. Solve for the values of the derivatives given the initial conditions. Hence, when x =0 and y=1, we find:
Use of Taylors Theorem Step 3. Substitute the values found in step 2 to the approximation formula. Use of Taylors Theorem Step 4. By direct substitution, solve for the values of y.
Use of Taylors Theorem
Use of Taylors Theorem The particular solution of the function
is Substituting the values of x to the particular solution, you obtain the actual or correct values of y. Use of Taylors Theorem
Taylors Theorem Actual Value Error Use of Taylors Theorem Error in Taylor Series Method The remainder or error term of a Taylor Series is
Where c is some number between x and x0.
Use of Taylors Theorem From example 1, the error between the approximate solution to the actual solution is:
Let M be the maximum value over the interval (0, 0.5) of width 0.5. Thus,
Use of Taylors Theorem Note: When solving for the values of the derivatives begin with the lower order derivative. To insure a desired degree of accuracy, more and more terms of the series will be needed. Problems:
Use of Taylors Theorem Use of Taylors Theorem Use of Taylors Theorem Use of Taylors Theorem Use of Taylors Theorem Reference: Elementary Differential Equation, 8 th Edition, by Bedient, Bedient, Rainville Ordinary Differential Equation by Morris Tenebaum