Add example evaluating rational function

docs/src/index.md

@@ -204,6 +204,129 @@ Using a polynomial with interval coefficients guarantees that all arithmetic
 operations involving `t` are conservative, or rigorous, with respect to floating
 point arithmetic.
 
+## Rigorous function evaluation
+
+We can use Taylor series and Taylor models to evaluate a function where naive
+evaluation using floating-point arithmetic would give incorrect results.
+For example, consider the following function:
+
+```math
+g : \mathbb{R} \to \mathbb{R},\qquad g(\delta) = \frac{2(1 - δe^{-\delta} - e^{-\delta})}{(1 - e^{-\delta})^2}
+```
+
+Using calculus we can prove that $g$ is continuous on its domain and $g(0) = 1$.
+However, the $0/0$ limit for $\delta \to 0$ can easily get floating-point computations wrong:
+
+```@example eval_uni
+g(δ) = 2(1 - δ*exp(-δ) - exp(-δ)) / (1 - exp(-δ))^2
+
+[g(1/10^x) for x in 7:9]
+```
+
+Note that `g(1e-7)` gives approximately `0.9992`, while `g(1e-8)` gives `0.0`.
+This is a common problem known as [catastrophic cancellation](https://en.wikipedia.org/wiki/Catastrophic_cancellation)
+and it is mainly due to limited accuarcy of double precision floating point arithmetic.
+
+```@example eval_uni
+using Plots
+
+fig = plot(ylab="g(δ)", xlab="δ")
+
+dt = range(-10, 10, length=100)
+plot!(fig, dt, g, color=:black, lab="", lw=2.0)
+```
+
+We can use a Taylor series with rational coefficients to do Taylor series manipulations
+and more accurately evaluate $g$ near zero. First we define a Taylor (series) variable
+of the desired maximum order:
+
+```@example eval_uni
+using TaylorSeries
+
+n = 16  # order
+t = Taylor1(Rational{Int}, n) # the coeffs of this Taylor series are rationals
+```
+
+Now we define a truncated exponential $u_n = \lfloor e^{-t} \rfloor_n := \sum_{i=0}^{n} \frac{(-t)^i}{i!} + \mathcal{O}(t^{n+1})$:
+
+```@example eval_uni
+u = sum((-t)^i / factorial(i) for i in 0:n)
+```
+
+Finally, we compute the Taylor series of $g(\delta)$ of the desired order:
+
+```@example eval_uni
+g_taylor = 2*(1 - t*u -u) / (1 - u)^2
+```
+
+```@example eval_uni
+[evaluate(g_taylor, 1/10^x) for x in 7:9]
+```
+
+The evaluation for small values of $\delta$ gives a result that is closer to zero, as expected.
+We can use the coefficients obtained to make a function that uses the Taylor
+series expansion for small $\delta$, and the Julia's built-in function `expm1`
+(which accurately computes $e^x - 1$) for larger $\delta$. As a rule of thumb, we take
+$\delta = 0.2$ to decide which method to use. To evaluate the Taylor series we use the
+`@evalpoly` macro that evaluates a polynomial using Horner's method.
+
+```@example eval_uni
+const coeffs = Tuple(Float64.(g_taylor.coeffs))
+```
+
+!!! note
+    We have chosen to convert the array to a tuple. This way `@evalpoly` unrolls the loops
+    of Horner's method at compile time because the number of coefficients of a tuple is statically known.
+
+```@example eval_uni
+@evalpoly(1/10^7, coeffs...)
+```
+
+```@example eval_uni
+function g_poly(δ)
+    if abs(δ) < 0.2
+        return @evalpoly(δ, coeffs...)
+    else
+        y = expm1(-δ) # exp(-δ) - 1
+        return -2(y + δ*exp(-δ)) / y^2
+    end
+end
+
+[g_poly(1/10^x) for x in 7:9]
+```
+
+Let's now build a [rational function](https://en.wikipedia.org/wiki/Rational_function)
+whose numerator and denominator are Taylor models, with guaranteed remainder error bounds.
+We take the approach of using a Taylor model variable on the domain
+$D = [-0.2, 0.2] \subseteq \mathbb{R}$ of order 16.
+
+```@example eval_uni
+using TaylorModels
+
+tm = TaylorModel1(16, interval(0), -0.1..0.1)
+```
+
+```@example eval_uni
+num(δ) = 2(1 - δ*exp(-δ) - exp(-δ))
+denom(δ) = (1 - exp(-δ))^2
+```
+
+```@example eval_uni
+N = num(tm)
+```
+
+```@example eval_uni
+remainder(N)
+```
+
+```@example eval_uni
+D = denom(tm)
+```
+
+```@example eval_uni
+remainder(D)
+```
+
 ### Authors
 - [Luis Benet](http://www.cicc.unam.mx/~benet/), Instituto de Ciencias Físicas, Universidad Nacional Autónoma de México (UNAM)
 - [David P. Sanders](http://sistemas.fciencias.unam.mx/~dsanders), Departamento de Física, Facultad de Ciencias, Universidad Nacional Autónoma de México (UNAM)