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Truncation Error

Truncation error results from using an approximation in place of an exact mathematical procedure. Taylor's theorem states that any smooth function can be approximated as a polynomial. Taylor series expansion provides approximations of different orders by including terms up to the first, second or third derivative. The remainder term, Rn, represents the error introduced by ignoring terms beyond the nth order approximation. Controlling the step size h and number of terms in the expansion can reduce the truncation error, making the approximation closer to the true value.

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Rashid Anzoom
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162 views3 pages

Truncation Error

Truncation error results from using an approximation in place of an exact mathematical procedure. Taylor's theorem states that any smooth function can be approximated as a polynomial. Taylor series expansion provides approximations of different orders by including terms up to the first, second or third derivative. The remainder term, Rn, represents the error introduced by ignoring terms beyond the nth order approximation. Controlling the step size h and number of terms in the expansion can reduce the truncation error, making the approximation closer to the true value.

Uploaded by

Rashid Anzoom
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© © All Rights Reserved
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Truncation Error:

Errors that result from using an approximation in place of an exact


mathematical procedure, is known as truncation error.
Necessity for Truncation Error:
Difference equation only approximates the true value of
the derivative
Taylors Theorem:
Any smooth function can be approximated as a polynomial

Has great value in numerical methods


Taylors series provides a means to predict the function value
at one point in terms of the function value and its derivatives
at the other point

Zero-order Approximation:
The value of f at the new point is the same as at the value
at old point

f(xi+1) f(xi)
If xi & xi+1 are close together, than f(xi) & f(xi+1) will be close together
1st Order Approximation:

f(xi+1) = f(xi) + f(xi)(xi+1-xi)


Exact only for straight line or linear trend
2nd Order Approximation:

f(xi+1) f(xi)+ f(xi)(xi+1-xi)+f(xi)/2 *(xi+1-xi)2


Taylors Series Expansion:
f(xi+1)

f(xi)+ f(xi)(xi+1-xi)+f(xi)/2! *(xi+1-xi)2+ f(xi)/3! *(xi+1xi)3+.. f n(xi)/n! *(xi+1-xi)n+ Rn

where,

f(n+1) * (xi+1 xi)n+1


Rn=
(n+1)!

Rn represents all the term from n+1 to infinity


n means that this is the remainder for the nth order approximation

If we consider h=(xi+1 xi),then Taylors series becomes-

f(xi+1) f(xi)+ f(xi)h+f(xi)/2! *h 2+ f(xi)/3! *h3 f n(xi)/n! *hn+


Rn
f(n+1) * hn+1
&

Rn=

.(i)
(n +1)!

Generally, the nth order Taylor series expansion will be exact for the
nth order polynomial. For example: if a polynomials order is 5, then 5th
order expansion will yield exact result & truncation error will be zero.

For differentiable & continuous functions (e.g: exponential and


sinusoidal functions), Taylor series expansion will only be exact for
infinite number of terms
In reality, the inclusion of only a few terms will result in an
approximation close to the true value for practical purpose. However,
the number of terms required to get close is based on the remainder
term

Drawback of the relationship of the remainder term:


1. is not known exactly. It is merely known to lie between xi &xi+1
2. To evaluate this equation, we need to determine the (n+1)th derivative
of f(x). To do this, we need to know f(x). However, if we knew the value
of f(x), then there would be no need to perform the Taylor Series
Expansion
Usefulness of the remainder term :
1. Control over the term h in the equation
2. Control over the number of terms we include in the expansion

Rn is also expressed as-

Rn= O(hn+1)

Rn @ O(hn+1)

h=Step size
This means that the truncation error is proportional to the step size h
raised to the (n+1)th order
For example: if the error is

O(h2) then doubling the step size will cause the

error to be four times


Usually truncation error is decrease by addition of terms to Taylor
series
If h is sufficiently small, then only the first and lower order terms give
high disproportionate error
Remainder for Taylor Series Expansion:

It is difficult to deal with the remainder in infinite series format. So it


can be simplified by truncation.The simplified form looksR0 f(xi)h
Although lower order derivatives usually have a greater share of the
remainder than the higher order terms, the result in inexact due to
neglecting of second and higher order terms

Another alternative simplification is to transform the approximation


into an equivalence. This is based on a graphical insight. Applying
mean value theorem,we see thatf()R0/h
or, R0=f()*h
Derivative mean-value theorem:
IF a function is f(x) and its first derivative
functions are continuous over the interval from xi to xi+1 , then there
exists at least one point on the function that has a slope, f(), parallel
to the joining line of f (xi) & f(xi+1).Here, is the point where the slope
occurs
Example:
If one travels between two points with an average velocity,
there will be at least one moment during the course of the trip when he
will be moving at the average velocity.

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