
60 
Mathematics 
NUMERICAL METHODS 
See References 
1 
and 
9-22 
for additional  information. 
Expansion in Series 
If 
the value of  a function  f(x) can be expressed  in the region  close to x 
= 
a, 
and if  all derivatives  of  f(x) near  a exist  and are finite, then by  the infinite 
power  series 
(x 
- 
a)" 
f"(a)+ 
. . . 
f(x)=f(a)+(x-a)f'(a)+-  f"(a)+ 
. . . 
+- 
(x 
- 
a)' 
2! 
n! 
and f(x) is 
analytic 
near 
x 
= 
a. The preceding power series is called  the 
Taylor 
series expansion 
of  f(x) near x 
= 
a. 
If 
for some value of x as [x 
- 
a] is increased, 
then the series is no longer convergent, then that value of  x is outside the radius 
of  convergence  of  the series. 
The error due to  truncation  of  the  series  is  partially  due  to  [x 
- 
a] and 
partially  due to  the  number  of  terms  (n) to  which  the series  is  taken.  The 
quantities  [x 
- 
a] and n can be  controlled  and the truncation  error is said to 
be  of  the order of 
(x 
- 
a)"+I or O(x 
- 
a)"". 
Finite Difference Calculus 
In the finite difference calculus, the fundamental  rules  of  ordinary  calculus 
are employed, but Ax  is treated  as a small quantity, rather than  infinitesimal. 
Given a function f(x) which is analytic (i.e., can be expanded in 
a 
Taylor series) 
in the region  of  a point x,  where h 
= 
Ax,  if  f(x 
+ 
h) is  expanded  about x,  f'(x) 
can be defined at x 
= 
xi as 
f'(xi) 
= 
f; 
= 
(f,+, 
- 
fi)/h 
+ 
O(h) 
The first 
forward  difference 
of 
f 
at xi may  be written as 
Afi 
= 
fi+l 
- 
fi 
and then 
f'(x) 
= 
(Af,)/h 
+ 
O(h) 
The first 
backward difference 
of 
f 
at xi is 
Vf, 
= 
fi 
- 
fi-l 
and f'(x) may  also be written 
as 
f'(x) 
= 
(Vfi)/h 
+ 
O(h)