Taylor's Inequality                                            

 

 

In a Nut Shell:   Taylor series can be used to approximate a given function.  The accuracy

depends on the number of terms taken.  Taylor's Inequality provides a way to estimate the

accuracy of a Taylor's series expansion of a function.

 

 

 

 

 

  Recall the Taylor series expansion of f(x) is given by:

 

                   

    f(x)  =    ∑ [(f(n)(a)/n!] (x – a)n    =  f(a) + f’(a) (x – a) + [f’’(a)/2!] (x-a)2  + . . .

                 n = 0

 

  where  f(x) is any function 

 

            f(n)(a) is the nth derivative of f(x) at x = a

 

              n!  is the factorial function        i.e.  3!  = 3(2)(1)

 

   The series is centered about  x = a.

 

 

 

 

Taylor's Inequality: If  | f(n+1) (x) | ≤  M  for  | x ˗ a |    d,  then the remainder

 

Rn(x) of the Taylor series satisfies the inequality

 

 

    | Rn(x) |      M / ( n + 1)!  | x ˗ a | n + 1    for  |  x ˗ a |   d

 

where      | Rn(x) |    is the magnitude of the remainder using  n terms

 

                M   is the largest value of   | f(n+1) (x) |  in the interval  a ˗ d   x    a + d

 

          ( n + 1 )!  is the factorial function

 

            |  x ˗ a |  is the size of the interval over which f(x) is represented

 

              n + 1  is the exponent  

 

 

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