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  2. Taylor's theorem - Wikipedia

    en.wikipedia.org/wiki/Taylor's_theorem

    The Taylor series of f converges uniformly to the zero function T f (x) = 0, which is analytic with all coefficients equal to zero. The function f is unequal to this Taylor series, and hence non-analytic. For any order k ∈ N and radius r > 0 there exists M k,r > 0 satisfying the remainder bound above.

  3. Taylor series - Wikipedia

    en.wikipedia.org/wiki/Taylor_series

    That is, the Taylor series diverges at x if the distance between x and b is larger than the radius of convergence. The Taylor series can be used to calculate the value of an entire function at every point, if the value of the function, and of all of its derivatives, are known at a single point. Uses of the Taylor series for analytic functions ...

  4. Truncation error - Wikipedia

    en.wikipedia.org/wiki/Truncation_error

    Main page; Contents; Current events; Random article; About Wikipedia; Contact us; Help; Learn to edit; Community portal; Recent changes; Upload file

  5. Numerical differentiation - Wikipedia

    en.wikipedia.org/wiki/Numerical_differentiation

    This formula can be obtained by Taylor series expansion: (+) = + ′ ()! ″ ()! () +. The complex-step derivative formula is only valid for calculating first-order derivatives. A generalization of the above for calculating derivatives of any order employs multicomplex numbers , resulting in multicomplex derivatives.

  6. Truncation error (numerical integration) - Wikipedia

    en.wikipedia.org/wiki/Truncation_error...

    Suppose we have a continuous differential equation ′ = (,), =, and we wish to compute an approximation of the true solution () at discrete time steps ,, …,.For simplicity, assume the time steps are equally spaced:

  7. Radius of convergence - Wikipedia

    en.wikipedia.org/wiki/Radius_of_convergence

    Two cases arise: The first case is theoretical: when you know all the coefficients then you take certain limits and find the precise radius of convergence.; The second case is practical: when you construct a power series solution of a difficult problem you typically will only know a finite number of terms in a power series, anywhere from a couple of terms to a hundred terms.

  8. Backward Euler method - Wikipedia

    en.wikipedia.org/wiki/Backward_Euler_method

    The region of absolute stability for the backward Euler method is the complement in the complex plane of the disk with radius 1 centered at 1, depicted in the figure. [4] This includes the whole left half of the complex plane, making it suitable for the solution of stiff equations . [ 5 ]

  9. Upwind scheme - Wikipedia

    en.wikipedia.org/wiki/Upwind_scheme

    A Taylor series analysis of the upwind scheme discussed above will show that it is first-order accurate in space and time. Modified wavenumber analysis shows that the first-order upwind scheme introduces severe numerical diffusion /dissipation in the solution where large gradients exist due to necessity of high wavenumbers to represent sharp ...