Making sense of the Big Oh!

Many students are challenged to understand the nature of Big Oh in relating it to the order of accuracy of numerical methods.  In this exercise, we are using the central divided difference approximation of the first derivative of the function to ease some of the mystery surrounding the Big Oh.



You can visit the above example by opening a pdf file.

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Taylor Series in Layman’s terms

The Taylor series for a function f(x) of one variable x is given by
f(x+h) = f(x) + f '(x)h +f ''(x) h^2/2!+ f ''' (x)h^3/3! + .............

What does this mean in plain English?
As Archimedes would have said (without the fine print), “Give me the value of the function at a single point, and the value of all (first, second, and so on) its derivatives, and I can give you the value of the function at any other point”.
It is very important to note that the Taylor series is not asking for the expression of the function and its derivatives, just the value of the function and its derivatives at a single point.

Now the fine print: Yes, all the derivatives have to exist and be continuous between x (the point where you are) to the point, x+h where you are wanting to calculate the function at. However, if you want to calculate the function approximately by using the n^{th} order Taylor polynomial, then 1^{st}, 2^{nd} ……., n^{th} derivatives need to exist and be continuous in the closed interval [x, x+h] , while the n+1^{th} derivative needs to exist and be continuous in the open interval (x, x+h).

Reference: Taylor Series Revisited

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Taylor Series Exercise – Method 3

Taylor series is an important concept for learning numerical methods – not only for understanding how trigonometric and transcendental functions are calculated by a computer, but also for error analysis in numerical methods. I asked the question below in the first test in the course, and half of the students did not get to the final answer. In a previous blog, I showed you the method that most instructors would use. See how some students approached (another approach) the problem.

Taylor Series Exercise Method 3
Taylor Series Exercise Method 3

The pdf file of the solution is also available.

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Taylor Series Exercise – Method 2

Taylor series is an important concept for learning numerical methods – not only for understanding how trigonometric and transcendental functions are calculated by a computer, but also for error analysis in numerical methods. I asked the question below in the first test in the course, and half of the students did not get to the final answer. In a previous blog, I showed you the method that most instructors would use. See how some students approached the problem.

Taylor Series Exercise Method 2

The pdf file of the solution is also available.

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Taylor Series Exercise – Method 1

Taylor series is an important concept for learning numerical methods – not only for understanding how trigonometric and transcendental functions are calculated by a computer, but also for error analysis in numerical methods.  I asked the question below in the first test in the course, and half of the students did not get to the final answer.

Taylor Series Exercise Method 1

The pdf file of the solution is also available.

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Accuracy of Taylor series

So how many terms should I use in getting a certain pre-determined accuracy in a Taylor series. One way is to use the formula for the Taylor’s theorem remainder and its bounds to calculate the number of terms. This is shown in the example below.

Taykor series accuracy

This post is brought to you by Holistic Numerical Methods: Numerical Methods for the STEM undergraduate at http://numericalmethods.eng.usf.edu.

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Taylor series example

If Archimedes were to quote Taylor’s theorem, he would have said, “Give me the value of the function  and the value of all (first, second, and so on) its derivatives at a single point, and I can give you the value of the function at any other point”.

It is very important to note that the Taylor’s theorem is not asking for the expression of the function and its derivatives, just the value of the function and its derivatives at a single point.

Now the fine print: Yes, all the derivatives have to exist and be continuous between x and x+h, the point where you are wanting to calculate the function at. However, if you want to calculate the function approximately by using the nth order Taylor polynomial, then 1st, 2nd,…., nth derivatives need to exist and be continuous in the closed interval [x,x+h], while the (n+1)th derivative needs to exist and be continuous in the open interval (x,x+h).