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Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
Problema a resolver
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
y (ti+1 )yi+1
h
y (ti+1 )y (ti )
h
(ti , y (ti ))
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
hn
hn+1
h2 00
y (ti )+ + y (n) (ti )+
y (n+1) (i )
2
n!
(n + 1)!
h
hn1 (n)
hn
y (ti+1 ) = y (ti )+h y 0 (ti ) + y 00 (ti ) + +
y (ti ) +
y (n+1) (i )
2
n!
(n + 1)!
h
2
f 0 (ti , y (ti )) +
hn
(n+1)!
f (n) (i , y (i ))
An
alisis Num
erico: M
etodos de Taylor
h 0
hn1 (n1)
f (ti , yi ) + +
f
(ti , yi )
2
n!
as por ejemplo:
T (1) (ti , yi ) = f (ti , yi )
T (2) (ti , yi ) = f (ti , yi ) +
h
2
f 0 (ti , yi )
h
2
f 0 (ti , yi ) +
h2
3!
f 00 (ti , yi )
h
2
f 0 (ti , yi ) +
h2
3!
f 00 (ti , yi ) +
Computaci
on / Matem
aticas
h3
4!
An
alisis Num
erico: M
etodos de Taylor
f 000 (ti , yi )
= a
=
y para i = 0, 1, . . . , N 1:
ti+1 = ti + h
yi+1 = yi + h T (n) (ti , yi )
definen el metodo de Taylor de orden n. Note que de acuerdo a la
definicion: el error local de truncamiento del metodo de Taylor de
orden n es n.
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
y y 2
, 1 t 3, y (1) = 1, h = 0.2
t
t
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
t
t
=
=
f 0 (t, y )
=
=
f 00 (t, y ) =
=
=
=
f 00 (t, y ) =
(t2 y )(t y 0 y )
t3
(t2 y )(tf (t,y )y )
t3
(t2 y )(t(y /t(y /t)2 )y )
t3
(2 y t) y 2
t4
d 0
dt f(t, y )
(2 y t) y 2
d
dt
t4
y (3 t y 6 y y 0 t+2 y 0 t 2 +8 y 2 )
t5
y (3 t y 6 y f (t,y ) t+2 f (t,y ) t 2 +8 y 2 )
t5
y 2 (t 2 6 y 2 )
t6
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
Identicamente
f 000 (t, y ) =
=
d 00
dt f (t, y )
y 2 (t 2 6 y 2 )
d
dt
t6
y (t 3 y 0 12 t y 2 y 0 2 t 2 y +18 y 3 )
t7
y (t 3 f (t,y )12 t y 2 f (t,y )2 t 2 y +18 y 3 )
2
t7
2 y 2 (t 3 +y t 2 6 y 2 t12 y 3 )
t8
= 2
=
f 000 (t, y ) =
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
ti
yi
f (ti , yi )
f 0 (ti , yi )
T (2) (ti , yi )
0
1
2
3
4
5
6
7
8
9
10
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
1.0
1.02000
1.05393
1.09524
1.14059
1.18821
1.23710
1.28668
1.33659
1.38661
1.43659
0.0
.127500
.186088
.215951
.232133
.241145
.246116
.248695
.249802
.249977
1.00000
.421456
.204671
.108081
.59631e-1
.33216e-1
.17914e-1
.8651e-2
.2861e-2
-.8376e-3
.100000
.169646
.206555
.226759
.238096
.244467
.247907
.249560
.250088
.249893
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
ti
yi
f (ti , yi )
f 0 (ti , yi )
f 00 (ti , yi )
T (3) (ti , yi )
0
1
2
3
4
5
6
7
8
9
10
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
1.0
1.01333
1.04562
1.08648
1.13171
1.17930
1.22819
1.27777
1.32767
1.37766
1.42760
0.0
.131359
.189055
.217941
.233429
.241962
.246605
.248949
.249886
.249936
1.00000
.409364
.196728
.103200
.56539e-1
.31170e-1
.16509e-1
.7654e-2
.2134e-2
-.13796e-2
-5.00000
-1.62350
-.667924
-.318211
-.167367
-.944081e-1
-.560208e-1
-.344831e-1
-.217758e-1
-.139725e-1
.666667e-1
.161472
.204275
.226140
.237967
.244450
.247883
.249484
.249954
.249705
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
ti
yi
f (ti , yi )
f 0 (ti , yi )
f 00 (ti , yi )
f 000 (ti , yi )
T (4) (ti , yi )
0
1
2
3
4
5
6
7
8
9
10
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
1.0
1.01547
1.04811
1.08901
1.13422
1.18179
1.23066
1.28023
1.33012
1.38011
1.43006
0.0
.130128
.188176
.217373
.233066
.241737
.246474
.248882
.249866
.249950
1.00000
.413212
.199094
.104597
.57405e-1
.31737e-1
.16895e-1
.7927e-2
.2332e-2
-.12325e-2
-5.00000
-1.63935
-.675676
-.322029
-.169401
-.955766e-1
-.567327e-1
-.349397e-1
-.220804e-1
-.141827e-1
32.0000
8.05782
2.71638
1.10446
.511230
.260107
.142156
.821397e-1
.495989e-1
.310271e-1
.773334e-1
.163206
.204485
.226054
.237847
.244361
.247833
.249469
.249969
.249742
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor
Comparativa
y (ti )
wi
|y (ti ) wi |
zi
|y (ti ) zi |
ui
|y (ti ) ui |
1.0
1.2
1.4
1.6
1.8
2.0
2.2
2.4
2.6
2.8
3.0
1.0
1.01495
1.04754
1.08844
1.13365
1.18123
1.23011
1.27968
1.32958
1.37957
1.42952
1.0
1.02000
1.05393
1.09524
1.14059
1.18821
1.23710
1.28668
1.33659
1.38661
1.43659
0.
-.505e-2
-.639e-2
-.680e-2
-.694e-2
-.698e-2
-.699e-2
-.700e-2
-.701e-2
-.704e-2
-.707e-2
1.0
1.01333
1.04562
1.08648
1.13171
1.17930
1.22819
1.27777
1.32767
1.37766
1.42760
0.
.162e-2
.192e-2
.196e-2
.194e-2
.193e-2
.192e-2
.191e-2
.191e-2
.191e-2
.192e-2
1.0
1.01547
1.04811
1.08901
1.13422
1.18179
1.23066
1.28023
1.33012
1.38011
1.43006
0.
-.52e-3
-.57e-3
-.57e-3
-.57e-3
-.56e-3
-.55e-3
-.55e-3
-.54e-3
-.54e-3
-.54e-3
Computaci
on / Matem
aticas
An
alisis Num
erico: M
etodos de Taylor