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  2. Taylor's theorem - Wikipedia

    en.wikipedia.org/wiki/Taylor's_theorem

    In calculus, Taylor's theorem gives an approximation of a -times differentiable function around a given point by a polynomial of degree , called the -th-order Taylor polynomial. For a smooth function , the Taylor polynomial is the truncation at the order k {\textstyle k} of the Taylor series of the function.

  3. Taylor series - Wikipedia

    en.wikipedia.org/wiki/Taylor_series

    The sine function (blue) is closely approximated by its Taylor polynomial of degree 7 (pink) for a full period centered at the origin. The Taylor polynomials for ln(1 + x) only provide accurate approximations in the range −1 < x ≤ 1. For x > 1, Taylor polynomials of higher degree provide worse approximations.

  4. 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. A simulation-based alternative to this approximation is the application of Monte Carlo simulations.

  5. Approximation theory - Wikipedia

    en.wikipedia.org/wiki/Approximation_theory

    The objective is to make the approximation as close as possible to the actual function, typically with an accuracy close to that of the underlying computer's floating point arithmetic. This is accomplished by using a polynomial of high degree, and/or narrowing the domain over which the polynomial has to approximate the function. Narrowing the ...

  6. Padé approximant - Wikipedia

    en.wikipedia.org/wiki/Padé_approximant

    In cases where (), are expressed by polynomials or series of negative powers, exponential function, logarithmic function or ⁡, we can apply 2-point Padé approximant to (). There is a method of using this to give an approximate solution of a differential equation with high accuracy. [ 9 ]

  7. Stencil (numerical analysis) - Wikipedia

    en.wikipedia.org/wiki/Stencil_(numerical_analysis)

    The finite difference coefficients for a given stencil are fixed by the choice of node points. The coefficients may be calculated by taking the derivative of the Lagrange polynomial interpolating between the node points, [3] by computing the Taylor expansion around each node point and solving a linear system, [4] or by enforcing that the stencil is exact for monomials up to the degree of the ...

  8. Collocation method - Wikipedia

    en.wikipedia.org/wiki/Collocation_method

    In mathematics, a collocation method is a method for the numerical solution of ordinary differential equations, partial differential equations and integral equations.The idea is to choose a finite-dimensional space of candidate solutions (usually polynomials up to a certain degree) and a number of points in the domain (called collocation points), and to select that solution which satisfies the ...

  9. Polynomial interpolation - Wikipedia

    en.wikipedia.org/wiki/Polynomial_interpolation

    The original use of interpolation polynomials was to approximate values of important transcendental functions such as natural logarithm and trigonometric functions.Starting with a few accurately computed data points, the corresponding interpolation polynomial will approximate the function at an arbitrary nearby point.