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  2. 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 ...

  3. 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.

  4. First-order second-moment method - Wikipedia

    en.wikipedia.org/wiki/First-order_second-moment...

    For the second-order approximations of the third central moment as well as for the derivation of all higher-order approximations see Appendix D of Ref. [3] Taking into account the quadratic terms of the Taylor series and the third moments of the input variables is referred to as second-order third-moment method. [4]

  5. Taylor expansions for the moments of functions of random ...

    en.wikipedia.org/wiki/Taylor_expansions_for_the...

    In probability theory, it is possible to approximate the moments of a function f of a random variable X using Taylor expansions, provided that f is sufficiently differentiable and that the moments of X are finite.

  6. 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.

  7. Propagation of uncertainty - Wikipedia

    en.wikipedia.org/wiki/Propagation_of_uncertainty

    The Taylor expansion would be: + where / denotes the partial derivative of f k with respect to the i-th variable, evaluated at the mean value of all components of vector x. Or in matrix notation , f ≈ f 0 + J x {\displaystyle \mathrm {f} \approx \mathrm {f} ^{0}+\mathrm {J} \mathrm {x} \,} where J is the Jacobian matrix .

  8. 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.

  9. Power series - Wikipedia

    en.wikipedia.org/wiki/Power_series

    In mathematics, a power series (in one variable) is an infinite series of the form = = + + + … where represents the coefficient of the nth term and c is a constant called the center of the series. Power series are useful in mathematical analysis , where they arise as Taylor series of infinitely differentiable functions .