propagation of error from product of Taylor Series

375 Views Asked by At

Say I have two functions $f(x)$ and $g(x)$, both of which I will be approximating with Taylor series $T_f(x)$ and $T_g(x)$ respectively. Lets say $f(x)$ is order $O(x^{n_1})$ and $T_f(x)$ has error of order $O(x^{m_1})$. Likewise $g(x)$ is order $O(x^{n_2})$ and $T_g(x)$ has error of order $O(x^{m_2})$.

Given that, what is the order of the error for $T_f(x)T_g(x)$?

What I have thought of so far is that $f(x)g(x) = (T_f(x)+E_f(x))(T_g(x)+E_g(x))= T_f(x)T_g(x) + E_f(x)T_g(x) + E_g(x)T_f(x) + E_f(x)E_g(x)$

and if the orders multiply then $E_{total}=\max\{x^{n_2+m_1},x^{n_1+m_2},x^{m_2+m_1}\}$

But that looks like the error would go down, not up like it should be.

1

There are 1 best solutions below

2
On BEST ANSWER

When you multiply two truncated series you get an approximation of the product function which is as good as the lowest one: $$ \eqalign{ & \left( {a_{\,0} + a_{\,1} x + a_{\,2} x^{\,2} + \ldots + O\left( {x^{\,m} } \right)} \right)\left( {b_{\,0} + b_{\,1} x + b_{\,2} x^{\,2} + \ldots + O\left( {x^{\,n} } \right)} \right) = \cr & = c_{\,0} + c_{\,1} x + c_{\,2} x^{\,2} + \ldots + b_{\,0} O\left( {x^{\,m} } \right) + \ldots + a_{\,0} O\left( {x^{\,n} } \right) = \cr & = c_{\,0} + c_{\,1} x + c_{\,2} x^{\,2} + \ldots + O\left( {x^{\,\min \,(m,\,n)} } \right) \cr} $$