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( )
Note:
( ) and
( )
(
))
).
( )
Example.
( )
Solution:
Analyze
with
( )
( )
( )
the
local
. Assume |
))
truncation
error
of
Eulers
( )|
with
constant.
( )
( )
method
for
solving
).
( ).
( )|
Thus |
.
So the local truncation error in Eulers method is ( ).
( )
(
.
( )
( )
( )
( )
( ))
( ( ))
(
( )
( ))
( ))
( ))
( ))
( )
( ))
( ))
( ))
( )
2
for some
Denote
( )
( )
( )
( ))
( )
( )
(
( ))
( )
( ))
)
(
( )
( )
( ))
( ))
)
(
)
So ( ) (
nd
The 2 order Taylor method is
( (
Now compute approximations at each time step:
)
3
(
(
(
(
(b)
( )
( ))
( )(
( ))
( )
( )
( )
)
)
|
|
)
)(
|
|
( ))
( ))
(
)(
( )
)
)
)(
)(
.
Now compute approximate solutions at each time step:
((
)(
)( )
(
|
((
)(
|
)(
(
|
))
|
4
Error analysis
Theorem 5.12 If Taylor method of order n is used to approximate the solution to the IVP
( )
( )
with step size h and if
, then the local truncation error is ( ).
Remark: (
( )
( ))
( )
( )
(
Thus |
( )
( )
( )|
(
(
( )) is bounded by |
)
( ))
( )|
(
)
( ))
( )
( )
(
( ))
( ))
).
).
Theorem 5.13(Taylors Theorem in Two Variables) Suppose ( ) and partial derivative up to order
( )|
, let (
)
. For ( )
, there is
and
with
( )
( )
( )
Here
(
)
[
( )(
[(
)
)
)
(
)
)(
)]
(
(
)(
continuous on
)]
)]
( ))
We have
2. Expand
)
( )
)
(
( ))
)
(
( ))
(
( ))
(
(
( ))
(
( )
( ))
( )
( ))
( ))
(
(
( ))
( )
( )
( ))
( ))
4. This gives
( )
with
( )))
( )))
( )))
( )
))
)
(
(
)
)
and