Taylor Series – Error Bounds

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You know how sometimes you want to approximate a function using its infinite sum of derivatives? Well, turns out there are some pretty cool ways to estimate the difference between that approximation and the actual function. And let me tell ya, it’s not as complicated as you might think!

To kick things off: what is a Taylor series? It’s basically taking a function f(x) and finding its derivatives at x=a (let’s call this point c), then adding up those derivatives with their corresponding coefficients. The formula looks like this:

f(x) = f(c) + (x-c)*f'(c) + (x-c)^2/2! * f”(c) + …

Now, error bounds. You might be wondering how accurate that approximation is going to be. Well, we can use a concentration inequality to bound the difference between our Taylor series and the actual function. Here’s where things get fun: instead of using some fancy math notation, I’m just gonna explain it in plain English.

Let’s say you want to approximate sin(x) with its first 5 terms (so we’re only considering f'(c), f”(c), and so on up until the fifth derivative). Let’s also assume that x is pretty close to c, like within a radius of d. Then, there’s a probability at least 1-d that the error between sin(x) and our approximation will be less than or equal to:

2b(sin(c)) * (x-c)^5 / [5!]^2 * log(d/h) + h

where b(sin(c)) is some constant related to how fast the fifth derivative of sin(x) changes around c, and h is a small value that we’re adding in for good measure. So basically, if x is close enough to c (i.e., d is pretty small), then our error bound will be pretty tight!

Now, let me clarify something: this isn’t an exact formula or anything like that. It’s just a way of estimating the error between our approximation and the actual function with some degree of confidence. But hey, it’s better than nothing, right? And who knows maybe someday we’ll be able to use these error bounds to make even more accurate approximations!

I hope this helped clarify some things for you!

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