In sage it is fairly easy to do a Taylor expansion of an unknown function f(x),
x = var(\'x\')
h = var(\'h\')
f = function(\'f\',x)
g1 = taylor(f,x,h,2)
As @asmeurer described, this is now possible with
from sympy import init_printing, symbols, Function
init_printing()
x, h = symbols("x,h")
f = Function("f")
pprint(f(x).series(x, x0=h, n=3))
or
from sympy import series
pprint(series(f(x), x, x0=h, n=3))
both returns
⎛ 2 ⎞│
2 ⎜ d ⎟│
(-h + x) ⋅⎜────(f(ξ₁))⎟│
⎜ 2 ⎟│
⎛ d ⎞│ ⎝dξ₁ ⎠│ξ₁=h ⎛ 3 ⎞
f(h) + (-h + x)⋅⎜───(f(ξ₁))⎟│ + ──────────────────────────── + O⎝(-h + x) ; x → h⎠
⎝dξ₁ ⎠│ξ₁=h 2
If you want a finite difference approximation, you can for example write
FW = f(x+h).series(x+h, x0=x0, n=3)
FW = FW.subs(x-x0,0)
pprint(FW)
to get the forward approximation, which returns
⎛ 2 ⎞│
2 ⎜ d ⎟│
h ⋅⎜────(f(ξ₁))⎟│
⎜ 2 ⎟│
⎛ d ⎞│ ⎝dξ₁ ⎠│ξ₁=x₀ ⎛ 3 2 2 3 ⎞
f(x₀) + h⋅⎜───(f(ξ₁))⎟│ + ────────────────────── + O⎝h + h ⋅x + h⋅x + x ; (h, x) → (0, 0)⎠
⎝dξ₁ ⎠│ξ₁=x₀ 2
There is no function for this in sympy, but it's rather easy to do it "by hand":
In [3]: from sympy import *
x, h = symbols('x, h')
f = Function('f')
sum(h**i/factorial(i) * f(x).diff(x, i) for i in range(4))
Out[3]: h**3*Derivative(f(x), x, x, x)/6 + h**2*Derivative(f(x), x, x)/2 + h*Derivative(f(x), x) + f(x)
Note that sympy typically works with expressions (like f(x)
) and not with bare functions (like f
).