Math Problem Statement

how to approximate an integral with Taylor series?

Solution

Approximating an integral using a Taylor series involves the following steps:

1. Express the Function as a Taylor Series:

The first step is to express the integrand (the function you want to integrate) as a Taylor series expansion. Suppose you want to approximate the integral of a function f(x)f(x). If f(x)f(x) is well-behaved (infinitely differentiable), you can write its Taylor series around a point aa:

f(x)=f(a)+f(a)(xa)+f(a)2!(xa)2+f(3)(a)3!(xa)3+f(x) = f(a) + f'(a)(x - a) + \frac{f''(a)}{2!}(x - a)^2 + \frac{f^{(3)}(a)}{3!}(x - a)^3 + \cdots

2. Integrate the Taylor Series Term by Term:

Now, you integrate the Taylor series term by term within the limits of integration. Suppose you want to approximate the integral of f(x)f(x) from aa to bb. You would integrate each term individually:

abf(x)dx=ab[f(a)+f(a)(xa)+f(a)2!(xa)2+]dx\int_a^b f(x) dx = \int_a^b \left[ f(a) + f'(a)(x - a) + \frac{f''(a)}{2!}(x - a)^2 + \cdots \right] dx

Each term in the Taylor series can be integrated using standard rules of integration:

  • The integral of a constant f(a)f(a) over [a,b][a, b] is f(a)(ba)f(a)(b - a).
  • The integral of (xa)n(x - a)^n over [a,b][a, b] is (ba)n+1n+1\frac{(b - a)^{n+1}}{n+1}.

3. Truncate the Series:

Since the Taylor series is infinite, you need to truncate the series after a certain number of terms, depending on the desired level of accuracy. For example, you can stop after the second or third term, depending on how well the series approximates the function within the interval.

4. Evaluate the Truncated Integral:

After truncating the series, you evaluate the integral with the truncated terms. This will give you an approximate value for the original integral.

Example:

Suppose you want to approximate the integral of exe^x from 0 to 1.

  1. The Taylor series of exe^x around x=0x = 0 is: ex=1+x+x22!+x33!+e^x = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \cdots

  2. Now integrate the series term by term: 01exdx=01(1+x+x22+x36+)dx\int_0^1 e^x dx = \int_0^1 \left( 1 + x + \frac{x^2}{2} + \frac{x^3}{6} + \cdots \right) dx

  3. Evaluating the integrals: 011dx=1,01xdx=12,01x22dx=16,01x36dx=124\int_0^1 1 dx = 1, \quad \int_0^1 x dx = \frac{1}{2}, \quad \int_0^1 \frac{x^2}{2} dx = \frac{1}{6}, \quad \int_0^1 \frac{x^3}{6} dx = \frac{1}{24}

  4. Add up the terms to approximate the integral: 01exdx1+12+16+124=1.7083\int_0^1 e^x dx \approx 1 + \frac{1}{2} + \frac{1}{6} + \frac{1}{24} = 1.7083

The exact value of 01exdx=e11.7183\int_0^1 e^x dx = e - 1 \approx 1.7183, so the approximation is quite close.


Would you like more details on any part of this process or another example?

Related Questions:

  1. How do you determine the number of terms to keep in the Taylor series for good accuracy?
  2. How is the error in a truncated Taylor series calculated?
  3. Can Taylor series be used to approximate improper integrals?
  4. How does Taylor series approximation compare to numerical methods like the trapezoidal rule?
  5. What are the limitations of using Taylor series for integration?

Tip: The further away from the center of expansion aa, the less accurate the Taylor series approximation becomes, especially if the function has significant curvature.

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Math Problem Analysis

Mathematical Concepts

Calculus
Taylor Series
Integration

Formulas

Taylor series expansion: f(x) = f(a) + f'(a)(x - a) + f''(a)/2!(x - a)^2 + ...
Integral of a constant: ∫ f(a) dx = f(a)(b - a)
Integral of (x - a)^n: ∫ (x - a)^n dx = (b - a)^(n+1)/(n+1)

Theorems

Taylor's Theorem
Fundamental Theorem of Calculus

Suitable Grade Level

Undergraduate