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Wikipedia

Taylor's theorem

Incalculus,Taylor's theorem gives an approximation of ak{\textstyle k}-timesdifferentiable function around a given point by apolynomial of degreek{\textstyle k}, called thek{\textstyle k}-th-orderTaylor polynomial. For asmooth function, the Taylor polynomial is the truncation at the orderk{\textstyle k} of theTaylor series of the function. The first-order Taylor polynomial is thelinear approximation of the function, and the second-order Taylor polynomial is often referred to as thequadratic approximation.[1] There are several versions of Taylor's theorem, some giving explicit estimates of the approximation error of the function by its Taylor polynomial.

The exponential functiony=ex{\textstyle y=e^{x}} (red) and the corresponding Taylor polynomial of degree four (dashed green) around the origin.

Taylor's theorem is named after the mathematicianBrook Taylor, who stated a version of it in 1715,[2] although an earlier version of the result was already mentioned in1671 byJames Gregory.[3]

Taylor's theorem is taught in introductory-level calculus courses and is one of the central elementary tools inmathematical analysis. It gives simple arithmetic formulas to accurately compute values of manytranscendental functions such as theexponential function andtrigonometric functions.It is the starting point of the study ofanalytic functions, and is fundamental in various areas of mathematics, as well as innumerical analysis andmathematical physics. Taylor's theorem also generalizes tomultivariate andvector valued functions. It provided the mathematical basis for some landmark early computing machines:Charles Babbage'sDifference Engine calculated sines, cosines, logarithms, and other transcendental functions by numerically integrating the first 7 terms of their Taylor series.

Contents

Motivation

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Graph off(x)=ex{\textstyle f(x)=e^{x}}  (blue) with itslinear approximationP1(x)=1+x{\textstyle P_{1}(x)=1+x}  (red) ata=0{\textstyle a=0} .

If a real-valuedfunctionf(x){\textstyle f(x)}  isdifferentiable at the pointx=a{\textstyle x=a} , then it has alinear approximation near this point. This means that there exists a functionh1(x) such that

f(x)=f(a)+f(a)(xa)+h1(x)(xa),limxah1(x)=0.{\displaystyle f(x)=f(a)+f'(a)(x-a)+h_{1}(x)(x-a),\quad \lim _{x\to a}h_{1}(x)=0.} 

Here

P1(x)=f(a)+f(a)(xa){\displaystyle P_{1}(x)=f(a)+f'(a)(x-a)} 

is the linear approximation off(x){\textstyle f(x)}  forx near the pointa, whose graphy=P1(x){\textstyle y=P_{1}(x)}  is thetangent line to the graphy=f(x){\textstyle y=f(x)}  atx =a. The error in the approximation is:R1(x)=f(x)P1(x)=h1(x)(xa).{\displaystyle R_{1}(x)=f(x)-P_{1}(x)=h_{1}(x)(x-a).} 

Asx tends to a, this error goes to zero much faster than(xa){\displaystyle (x-a)} , makingf(x)P1(x){\displaystyle f(x)\approx P_{1}(x)}  a useful approximation.

 
Graph off(x)=ex{\textstyle f(x)=e^{x}}  (blue) with its quadratic approximationP2(x)=1+x+x22{\displaystyle P_{2}(x)=1+x+{\dfrac {x^{2}}{2}}}  (red) ata=0{\textstyle a=0} . Note the improvement in the approximation.

For a better approximation tof(x){\textstyle f(x)} , we can fit aquadratic polynomial instead of a linear function:

P2(x)=f(a)+f(a)(xa)+f(a)2(xa)2.{\displaystyle P_{2}(x)=f(a)+f'(a)(x-a)+{\frac {f''(a)}{2}}(x-a)^{2}.} 

Instead of just matching one derivative off(x){\textstyle f(x)}  atx=a{\textstyle x=a} , this polynomial has the same first and second derivatives, as is evident upon differentiation.

Taylor's theorem ensures that thequadratic approximation is, in a sufficiently small neighborhood ofx=a{\textstyle x=a} , more accurate than the linear approximation. Specifically,

f(x)=P2(x)+h2(x)(xa)2,limxah2(x)=0.{\displaystyle f(x)=P_{2}(x)+h_{2}(x)(x-a)^{2},\quad \lim _{x\to a}h_{2}(x)=0.} 

Here the error in the approximation is

R2(x)=f(x)P2(x)=h2(x)(xa)2,{\displaystyle R_{2}(x)=f(x)-P_{2}(x)=h_{2}(x)(x-a)^{2},} 

which, given the limiting behavior ofh2{\displaystyle h_{2}} , goes to zero faster than(xa)2{\displaystyle (x-a)^{2}}  asx tends to a.

 
Approximation off(x)=11+x2{\textstyle f(x)={\dfrac {1}{1+x^{2}}}}  (blue) by its Taylor polynomialsPk{\textstyle P_{k}}  of orderk=1,,16{\textstyle k=1,\ldots ,16}  centered atx=0{\textstyle x=0}  (red) andx=1{\textstyle x=1}  (green). The approximations do not improve at all outside(1,1){\displaystyle (-1,1)}  and(12,1+2){\textstyle (1-{\sqrt {2}},1+{\sqrt {2}})} , respectively.

Similarly, we might get still better approximations tof if we usepolynomials of higher degree, since then we can match even more derivatives withf at the selected base point.

In general, the error in approximating a function by a polynomial of degreek will go to zero much faster than(xa)k{\displaystyle (x-a)^{k}}  asx tends to a. However, there are functions, even infinitely differentiable ones, for which increasing the degree of the approximating polynomial does not increase the accuracy of approximation: we say such a function fails to beanalytic atx = a: it is not (locally) determined by its derivatives at this point.

Taylor's theorem is of asymptotic nature: it only tells us that the errorRk{\textstyle R_{k}}  in anapproximation by ak{\textstyle k} -th order Taylor polynomialPk tends to zero faster than any nonzerok{\textstyle k} -th degreepolynomial asxa{\textstyle x\to a} . It does not tell us how large the error is in any concreteneighborhood of the center of expansion, but for this purpose there are explicit formulas for the remainder term (given below) which are valid under some additional regularity assumptions onf. These enhanced versions of Taylor's theorem typically lead touniform estimates for the approximation error in a small neighborhood of the center of expansion, but the estimates do not necessarily hold for neighborhoods which are too large, even if the functionf isanalytic. In that situation one may have to select several Taylor polynomials with different centers of expansion to have reliable Taylor-approximations of the original function (see animation on the right.)

There are several ways we might use the remainder term:

  1. Estimate the error for a polynomialPk(x) of degreek estimatingf(x){\textstyle f(x)}  on a given interval (ar,a +r). (Given the interval and degree, we find the error.)
  2. Find the smallest degreek for which the polynomialPk(x) approximatesf(x){\textstyle f(x)}  to within a given error tolerance on a given interval (ar,a +r) . (Given the interval and error tolerance, we find the degree.)
  3. Find the largest interval (ar,a +r) on whichPk(x) approximatesf(x){\textstyle f(x)}  to within a given error tolerance. (Given the degree and error tolerance, we find the interval.)

Taylor's theorem in one real variable

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Statement of the theorem

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The precise statement of the most basic version of Taylor's theorem is as follows:

Taylor's theorem[4][5][6]Letk ≥ 1 be aninteger and let thefunctionf :RR bek timesdifferentiable at the pointaR. Then there exists a functionhk :RR such that

f(x)=i=0kf(i)(a)i!(xa)i+hk(x)(xa)k,{\displaystyle f(x)=\sum _{i=0}^{k}{\frac {f^{(i)}(a)}{i!}}(x-a)^{i}+h_{k}(x)(x-a)^{k},} andlimxahk(x)=0.{\displaystyle \lim _{x\to a}h_{k}(x)=0.} This is called thePeano form of the remainder.

The polynomial appearing in Taylor's theorem is thek{\textstyle {\boldsymbol {k}}} -th order Taylor polynomial

Pk(x)=f(a)+f(a)(xa)+f(a)2!(xa)2++f(k)(a)k!(xa)k{\displaystyle P_{k}(x)=f(a)+f'(a)(x-a)+{\frac {f''(a)}{2!}}(x-a)^{2}+\cdots +{\frac {f^{(k)}(a)}{k!}}(x-a)^{k}} 

of the functionf at the pointa. The Taylor polynomial is the unique "asymptotic best fit" polynomial in the sense that if there exists a functionhk :RR and ak{\textstyle k} -th order polynomialp such that

f(x)=p(x)+hk(x)(xa)k,limxahk(x)=0,{\displaystyle f(x)=p(x)+h_{k}(x)(x-a)^{k},\quad \lim _{x\to a}h_{k}(x)=0,} 

thenp = Pk. Taylor's theorem describes the asymptotic behavior of theremainder term

Rk(x)=f(x)Pk(x),{\displaystyle R_{k}(x)=f(x)-P_{k}(x),} 

which is theapproximation error when approximatingf with its Taylor polynomial. Using thelittle-o notation, the statement in Taylor's theorem reads as

Rk(x)=o(|xa|k),xa.{\displaystyle R_{k}(x)=o(|x-a|^{k}),\quad x\to a.} 

Explicit formulas for the remainder

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Under stronger regularity assumptions onf there are several precise formulas for the remainder termRk of the Taylor polynomial, the most common ones being the following.

Mean-value forms of the remainderLetf :RR bek + 1 timesdifferentiable on theopen interval betweena{\textstyle a}  andx{\textstyle x}  withf(k)continuous on theclosed interval betweena{\textstyle a}  andx{\textstyle x} .[7] Then

Rk(x)=f(k+1)(ξL)(k+1)!(xa)k+1{\displaystyle R_{k}(x)={\frac {f^{(k+1)}(\xi _{L})}{(k+1)!}}(x-a)^{k+1}} 

for some real numberξL{\textstyle \xi _{L}}  betweena{\textstyle a}  andx{\textstyle x} . This is theLagrange form[8] of the remainder.

Similarly,

Rk(x)=f(k+1)(ξC)k!(xξC)k(xa){\displaystyle R_{k}(x)={\frac {f^{(k+1)}(\xi _{C})}{k!}}(x-\xi _{C})^{k}(x-a)} 

for some real numberξC{\textstyle \xi _{C}}  betweena{\textstyle a}  andx{\textstyle x} . This is theCauchy form[9] of the remainder.

Both can be thought of as specific cases of the following result: Considerp>0{\displaystyle p>0} 

Rk(x)=f(k+1)(ξS)k!(xξS)k+1p(xa)pp{\displaystyle R_{k}(x)={\frac {f^{(k+1)}(\xi _{S})}{k!}}(x-\xi _{S})^{k+1-p}{\frac {(x-a)^{p}}{p}}} for some real numberξS{\textstyle \xi _{S}}  betweena{\textstyle a}  andx{\textstyle x} . This is theSchlömilch form of the remainder (sometimes called theSchlömilch-Roche). The choicep=k+1{\textstyle p=k+1}  is the Lagrange form, whilst the choicep=1{\textstyle p=1}  is the Cauchy form.

These refinements of Taylor's theorem are usually proved using themean value theorem, whence the name. Additionally, notice that this is precisely themean value theorem whenk=0{\textstyle k=0} . Also other similar expressions can be found. For example, ifG(t) is continuous on the closed interval and differentiable with a non-vanishing derivative on the open interval betweena{\textstyle a}  andx{\textstyle x} , then

Rk(x)=f(k+1)(ξ)k!(xξ)kG(x)G(a)G(ξ){\displaystyle R_{k}(x)={\frac {f^{(k+1)}(\xi )}{k!}}(x-\xi )^{k}{\frac {G(x)-G(a)}{G'(\xi )}}} 

for some numberξ{\textstyle \xi }  betweena{\textstyle a}  andx{\textstyle x} . This version covers the Lagrange and Cauchy forms of the remainder as special cases, and is proved below usingCauchy's mean value theorem. The Lagrange form is obtained by takingG(t)=(xt)k+1{\displaystyle G(t)=(x-t)^{k+1}}  and the Cauchy form is obtained by takingG(t)=ta{\displaystyle G(t)=t-a} .

The statement for the integral form of the remainder is more advanced than the previous ones, and requires understanding ofLebesgue integration theory for the full generality. However, it holds also in the sense ofRiemann integral provided the (k + 1)th derivative off is continuous on the closed interval [a,x].

Integral form of the remainder[10]Letf(k){\textstyle f^{(k)}}  beabsolutely continuous on theclosed interval betweena{\textstyle a}  andx{\textstyle x} . Then

Rk(x)=axf(k+1)(t)k!(xt)kdt.{\displaystyle R_{k}(x)=\int _{a}^{x}{\frac {f^{(k+1)}(t)}{k!}}(x-t)^{k}\,dt.} 

Due to theabsolute continuity off(k) on theclosed interval betweena{\textstyle a}  andx{\textstyle x} , its derivativef(k+1) exists as anL1-function, and the result can beproven by a formal calculation using thefundamental theorem of calculus andintegration by parts.

Estimates for the remainder

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It is often useful in practice to be able to estimate the remainder term appearing in the Taylor approximation, rather than having an exact formula for it. Suppose thatf is(k + 1)-times continuously differentiable in an intervalI containinga. Suppose that there are real constantsq andQ such that

qf(k+1)(x)Q{\displaystyle q\leq f^{(k+1)}(x)\leq Q} 

throughoutI. Then the remainder term satisfies the inequality[11]

q(xa)k+1(k+1)!Rk(x)Q(xa)k+1(k+1)!,{\displaystyle q{\frac {(x-a)^{k+1}}{(k+1)!}}\leq R_{k}(x)\leq Q{\frac {(x-a)^{k+1}}{(k+1)!}},} 

ifx >a, and a similar estimate ifx <a. This is a simple consequence of the Lagrange form of the remainder. In particular, if

|f(k+1)(x)|M{\displaystyle |f^{(k+1)}(x)|\leq M} 

on an intervalI = (ar,a +r) with somer>0{\displaystyle r>0}  , then

|Rk(x)|M|xa|k+1(k+1)!Mrk+1(k+1)!{\displaystyle |R_{k}(x)|\leq M{\frac {|x-a|^{k+1}}{(k+1)!}}\leq M{\frac {r^{k+1}}{(k+1)!}}} 

for allx∈(ar,a +r). The second inequality is called auniform estimate, because it holds uniformly for allx on the interval(ar,a +r).

Example

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Approximation ofex{\textstyle e^{x}}  (blue) by its Taylor polynomialsPk{\displaystyle P_{k}}  of orderk=1,,7{\textstyle k=1,\ldots ,7}  centered atx=0{\textstyle x=0}  (red).

Suppose that we wish to find the approximate value of the functionf(x)=ex{\textstyle f(x)=e^{x}}  on the interval[1,1]{\textstyle [-1,1]}  while ensuring that the error in the approximation is no more than 10−5. In this example we pretend that we only know the following properties of the exponential function:

e0=1,ddxex=ex,ex>0,xR.{\displaystyle e^{0}=1,\qquad {\frac {d}{dx}}e^{x}=e^{x},\qquad e^{x}>0,\qquad x\in \mathbb {R} .} 

From these properties it follows thatf(k)(x)=ex{\textstyle f^{(k)}(x)=e^{x}}  for allk{\textstyle k} , and in particular,f(k)(0)=1{\textstyle f^{(k)}(0)=1} . Hence thek{\textstyle k} -th order Taylor polynomial off{\textstyle f}  at0{\textstyle 0}  and its remainder term in the Lagrange form are given by

Pk(x)=1+x+x22!++xkk!,Rk(x)=eξ(k+1)!xk+1,{\displaystyle P_{k}(x)=1+x+{\frac {x^{2}}{2!}}+\cdots +{\frac {x^{k}}{k!}},\qquad R_{k}(x)={\frac {e^{\xi }}{(k+1)!}}x^{k+1},} 

whereξ{\textstyle \xi }  is some number between 0 andx. Sinceex is increasing by (), we can simply useex1{\textstyle e^{x}\leq 1}  forx[1,0]{\textstyle x\in [-1,0]}  to estimate the remainder on the subinterval[1,0]{\displaystyle [-1,0]} . To obtain an upper bound for the remainder on[0,1]{\displaystyle [0,1]} , we use the propertyeξ<ex{\textstyle e^{\xi }<e^{x}}  for0<ξ<x{\textstyle 0<\xi <x}  to estimate

ex=1+x+eξ2x2<1+x+ex2x2,0<x1{\displaystyle e^{x}=1+x+{\frac {e^{\xi }}{2}}x^{2}<1+x+{\frac {e^{x}}{2}}x^{2},\qquad 0<x\leq 1} 

using the second order Taylor expansion. Then we solve forex to deduce that

ex1+x1x22=21+x2x24,0x1{\displaystyle e^{x}\leq {\frac {1+x}{1-{\frac {x^{2}}{2}}}}=2{\frac {1+x}{2-x^{2}}}\leq 4,\qquad 0\leq x\leq 1} 

simply by maximizing thenumerator and minimizing thedenominator. Combining these estimates forex we see that

|Rk(x)|4|x|k+1(k+1)!4(k+1)!,1x1,{\displaystyle |R_{k}(x)|\leq {\frac {4|x|^{k+1}}{(k+1)!}}\leq {\frac {4}{(k+1)!}},\qquad -1\leq x\leq 1,} 

so the required precision is certainly reached, when

4(k+1)!<1054105<(k+1)!k9.{\displaystyle {\frac {4}{(k+1)!}}<10^{-5}\quad \Longleftrightarrow \quad 4\cdot 10^{5}<(k+1)!\quad \Longleftrightarrow \quad k\geq 9.} 

(Seefactorial or compute by hand the values9!=362880{\textstyle 9!=362880}  and10!=3628800{\textstyle 10!=3628800} .) As a conclusion, Taylor's theorem leads to the approximation

ex=1+x+x22!++x99!+R9(x),|R9(x)|<105,1x1.{\displaystyle e^{x}=1+x+{\frac {x^{2}}{2!}}+\cdots +{\frac {x^{9}}{9!}}+R_{9}(x),\qquad |R_{9}(x)|<10^{-5},\qquad -1\leq x\leq 1.} 

For instance, this approximation provides adecimal expressione2.71828{\displaystyle e\approx 2.71828} , correct up to five decimal places.

Relationship to analyticity

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Taylor expansions of real analytic functions

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LetIR be anopen interval. By definition, a functionf :IR isreal analytic if it is locally defined by a convergentpower series. This means that for everya ∈ I there exists somer > 0 and a sequence of coefficientsck ∈ R such that(ar,a +r) ⊂I and

f(x)=k=0ck(xa)k=c0+c1(xa)+c2(xa)2+,|xa|<r.{\displaystyle f(x)=\sum _{k=0}^{\infty }c_{k}(x-a)^{k}=c_{0}+c_{1}(x-a)+c_{2}(x-a)^{2}+\cdots ,\qquad |x-a|<r.} 

In general, theradius of convergence of a power series can be computed from theCauchy–Hadamard formula

1R=lim supk|ck|1k.{\displaystyle {\frac {1}{R}}=\limsup _{k\to \infty }|c_{k}|^{\frac {1}{k}}.} 

This result is based on comparison with ageometric series, and the same method shows that if the power series based ona converges for somebR, it must convergeuniformly on theclosed interval[arb,a+rb]{\textstyle [a-r_{b},a+r_{b}]} , whererb=|ba|{\textstyle r_{b}=\left\vert b-a\right\vert } . Here only the convergence of the power series is considered, and it might well be that(aR,a +R) extends beyond the domainI off.

The Taylor polynomials of the real analytic functionf ata are simply the finite truncations

Pk(x)=j=0kcj(xa)j,cj=f(j)(a)j!{\displaystyle P_{k}(x)=\sum _{j=0}^{k}c_{j}(x-a)^{j},\qquad c_{j}={\frac {f^{(j)}(a)}{j!}}} 

of its locally defining power series, and the corresponding remainder terms are locally given by the analytic functions

Rk(x)=j=k+1cj(xa)j=(xa)khk(x),|xa|<r.{\displaystyle R_{k}(x)=\sum _{j=k+1}^{\infty }c_{j}(x-a)^{j}=(x-a)^{k}h_{k}(x),\qquad |x-a|<r.} 

Here the functions

hk:(ar,a+r)Rhk(x)=(xa)j=0ck+1+j(xa)j{\displaystyle {\begin{aligned}&h_{k}:(a-r,a+r)\to \mathbb {R} \\[1ex]&h_{k}(x)=(x-a)\sum _{j=0}^{\infty }c_{k+1+j}\left(x-a\right)^{j}\end{aligned}}} 

are also analytic, since their defining power series have the same radius of convergence as the original series. Assuming that[ar,a +r]I andr < R, all these series converge uniformly on(ar,a +r). Naturally, in the case of analytic functions one can estimate the remainder termRk(x){\textstyle R_{k}(x)}  by the tail of the sequence of the derivativesf′(a) at the center of the expansion, but usingcomplex analysis also another possibility arises, which is describedbelow.

Taylor's theorem and convergence of Taylor series

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The Taylor series off will converge in some interval in which all its derivatives are bounded and do not grow too fast ask goes to infinity. (However, even if the Taylor series converges, it might not converge tof, as explained below;f is then said to be non-analytic.)

One might think of the Taylor series

f(x)k=0ck(xa)k=c0+c1(xa)+c2(xa)2+{\displaystyle f(x)\approx \sum _{k=0}^{\infty }c_{k}(x-a)^{k}=c_{0}+c_{1}(x-a)+c_{2}(x-a)^{2}+\cdots } 

of an infinitely many times differentiable functionf :RR as its "infinite order Taylor polynomial" ata. Now theestimates for the remainder imply that if, for anyr, the derivatives off are known to be bounded over (a − r,a + r), then for any orderk and for anyr > 0 there exists a constantMk,r > 0 such that

|Rk(x)|Mk,r|xa|k+1(k+1)!{\displaystyle |R_{k}(x)|\leq M_{k,r}{\frac {|x-a|^{k+1}}{(k+1)!}}} ★★

for everyx ∈ (a − r,a + r). Sometimes the constantsMk,r can be chosen in such way thatMk,r is bounded above, for fixedr and allk. Then the Taylor series offconverges uniformly to some analytic function

Tf:(ar,a+r)RTf(x)=k=0f(k)(a)k!(xa)k{\displaystyle {\begin{aligned}&T_{f}:(a-r,a+r)\to \mathbb {R} \\&T_{f}(x)=\sum _{k=0}^{\infty }{\frac {f^{(k)}(a)}{k!}}\left(x-a\right)^{k}\end{aligned}}} 

(One also gets convergence even ifMk,r is not bounded above as long as it grows slowly enough.)

The limit functionTf is by definition always analytic, but it is not necessarily equal to the original functionf, even iff is infinitely differentiable. In this case, we sayf is anon-analytic smooth function, for example aflat function:

f:RRf(x)={e1x2x>00x0.{\displaystyle {\begin{aligned}&f:\mathbb {R} \to \mathbb {R} \\&f(x)={\begin{cases}e^{-{\frac {1}{x^{2}}}}&x>0\\0&x\leq 0.\end{cases}}\end{aligned}}} 

Using thechain rule repeatedly bymathematical induction, one shows that for any order k,

f(k)(x)={pk(x)x3ke1x2x>00x0{\displaystyle f^{(k)}(x)={\begin{cases}{\frac {p_{k}(x)}{x^{3k}}}\cdot e^{-{\frac {1}{x^{2}}}}&x>0\\0&x\leq 0\end{cases}}} 

for some polynomialpk of degree 2(k − 1). The functione1x2{\displaystyle e^{-{\frac {1}{x^{2}}}}}  tends to zero faster than any polynomial asx0{\textstyle x\to 0} , sof is infinitely many times differentiable andf(k)(0) = 0 for every positive integerk. The above results all hold in this case:

  • The Taylor series off converges uniformly to the zero functionTf(x) = 0, which is analytic with all coefficients equal to zero.
  • The functionf is unequal to this Taylor series, and hence non-analytic.
  • For any orderk ∈ N and radiusr > 0 there existsMk,r > 0 satisfying the remainder bound (★★) above.

However, ask increases for fixedr, the value ofMk,r grows more quickly thanrk, and the error does not go to zero.

Taylor's theorem in complex analysis

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Taylor's theorem generalizes to functionsf :CC which arecomplex differentiable in an open subsetU ⊂ C of thecomplex plane. However, its usefulness is dwarfed by other general theorems incomplex analysis. Namely, stronger versions of related results can be deduced forcomplex differentiable functionsf : U → C usingCauchy's integral formula as follows.

Letr > 0 such that theclosed diskB(zr) ∪ S(zr) is contained inU. Then Cauchy's integral formula with a positive parametrizationγ(t) =z +reit of the circleS(z,r) witht[0,2π]{\displaystyle t\in [0,2\pi ]}  gives

f(z)=12πiγf(w)wzdw,f(z)=12πiγf(w)(wz)2dw,,f(k)(z)=k!2πiγf(w)(wz)k+1dw.{\displaystyle f(z)={\frac {1}{2\pi i}}\int _{\gamma }{\frac {f(w)}{w-z}}\,dw,\quad f'(z)={\frac {1}{2\pi i}}\int _{\gamma }{\frac {f(w)}{(w-z)^{2}}}\,dw,\quad \ldots ,\quad f^{(k)}(z)={\frac {k!}{2\pi i}}\int _{\gamma }{\frac {f(w)}{(w-z)^{k+1}}}\,dw.} 

Here all the integrands are continuous on thecircleS(zr), which justifies differentiation under the integral sign. In particular, iff is oncecomplex differentiable on the open setU, then it is actually infinitely many timescomplex differentiable onU. One also obtainsCauchy's estimate[12]

|f(k)(z)|k!2πγMr|wz|k+1dw=k!Mrrk,Mr=max|wc|=r|f(w)|{\displaystyle |f^{(k)}(z)|\leq {\frac {k!}{2\pi }}\int _{\gamma }{\frac {M_{r}}{|w-z|^{k+1}}}\,dw={\frac {k!M_{r}}{r^{k}}},\quad M_{r}=\max _{|w-c|=r}|f(w)|} 

for anyz ∈ U andr > 0 such thatB(zr) ∪ S(cr) ⊂ U. The estimate implies that thecomplexTaylor series

Tf(z)=k=0f(k)(c)k!(zc)k{\displaystyle T_{f}(z)=\sum _{k=0}^{\infty }{\frac {f^{(k)}(c)}{k!}}(z-c)^{k}} 

off converges uniformly on anyopen diskB(c,r)U{\textstyle B(c,r)\subset U}  withS(c,r)U{\textstyle S(c,r)\subset U}  into some functionTf. Furthermore, using thecontour integral formulas for the derivativesf(k)(c),

Tf(z)=k=0(zc)k2πiγf(w)(wc)k+1dw=12πiγf(w)wck=0(zcwc)kdw=12πiγf(w)wc(11zcwc)dw=12πiγf(w)wzdw=f(z),{\displaystyle {\begin{aligned}T_{f}(z)&=\sum _{k=0}^{\infty }{\frac {(z-c)^{k}}{2\pi i}}\int _{\gamma }{\frac {f(w)}{(w-c)^{k+1}}}\,dw\\&={\frac {1}{2\pi i}}\int _{\gamma }{\frac {f(w)}{w-c}}\sum _{k=0}^{\infty }\left({\frac {z-c}{w-c}}\right)^{k}\,dw\\&={\frac {1}{2\pi i}}\int _{\gamma }{\frac {f(w)}{w-c}}\left({\frac {1}{1-{\frac {z-c}{w-c}}}}\right)\,dw\\&={\frac {1}{2\pi i}}\int _{\gamma }{\frac {f(w)}{w-z}}\,dw\\&=f(z),\end{aligned}}} 

so anycomplex differentiable functionf in an open setU ⊂ C is in factcomplex analytic. All that is said for real analytic functionshere holds also for complex analytic functions with the open intervalI replaced by an open subsetU ∈ C anda-centered intervals (a − ra + r) replaced byc-centered disksB(cr). In particular, the Taylor expansion holds in the form

f(z)=Pk(z)+Rk(z),Pk(z)=j=0kf(j)(c)j!(zc)j,{\displaystyle f(z)=P_{k}(z)+R_{k}(z),\quad P_{k}(z)=\sum _{j=0}^{k}{\frac {f^{(j)}(c)}{j!}}(z-c)^{j},} 

where the remainder termRk is complex analytic. Methods of complex analysis provide some powerful results regarding Taylor expansions. For example, using Cauchy's integral formula for any positively orientedJordan curveγ{\textstyle \gamma }  which parametrizes the boundaryWU{\textstyle \partial W\subset U}  of a regionWU{\textstyle W\subset U} , one obtains expressions for the derivativesf(j)(c) as above, and modifying slightly the computation forTf(z) =f(z), one arrives at the exact formula

Rk(z)=j=k+1(zc)j2πiγf(w)(wc)j+1dw=(zc)k+12πiγf(w)dw(wc)k+1(wz),zW.{\displaystyle R_{k}(z)=\sum _{j=k+1}^{\infty }{\frac {(z-c)^{j}}{2\pi i}}\int _{\gamma }{\frac {f(w)}{(w-c)^{j+1}}}\,dw={\frac {(z-c)^{k+1}}{2\pi i}}\int _{\gamma }{\frac {f(w)\,dw}{(w-c)^{k+1}(w-z)}},\qquad z\in W.} 

The important feature here is that the quality of the approximation by a Taylor polynomial on the regionWU{\textstyle W\subset U}  is dominated by the values of the functionf itself on the boundaryWU{\textstyle \partial W\subset U} . Similarly, applying Cauchy's estimates to the series expression for the remainder, one obtains the uniform estimates

|Rk(z)|j=k+1Mr|zc|jrj=Mrrk+1|zc|k+11|zc|rMrβk+11β,|zc|rβ<1.{\displaystyle |R_{k}(z)|\leq \sum _{j=k+1}^{\infty }{\frac {M_{r}|z-c|^{j}}{r^{j}}}={\frac {M_{r}}{r^{k+1}}}{\frac {|z-c|^{k+1}}{1-{\frac {|z-c|}{r}}}}\leq {\frac {M_{r}\beta ^{k+1}}{1-\beta }},\qquad {\frac {|z-c|}{r}}\leq \beta <1.} 

Example

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Complex plot off(z)=11+z2{\textstyle f(z)={\frac {1}{1+z^{2}}}} . Modulus is shown by elevation and argument by coloring: cyan = 0{\textstyle 0} , blue = π3{\textstyle {\frac {\pi }{3}}} , violet = 2π3{\textstyle {\frac {2\pi }{3}}} , red = π{\displaystyle \pi } , yellow = 4π3{\textstyle {\frac {4\pi }{3}}} , green = 5π3{\textstyle {\frac {5\pi }{3}}} .

The function

f:RRf(x)=11+x2{\displaystyle {\begin{aligned}&f:\mathbb {R} \to \mathbb {R} \\&f(x)={\frac {1}{1+x^{2}}}\end{aligned}}} 

isreal analytic, that is, locally determined by its Taylor series. This function was plottedabove to illustrate the fact that some elementary functions cannot be approximated by Taylor polynomials in neighborhoods of the center of expansion which are too large. This kind of behavior is easily understood in the framework of complex analysis. Namely, the functionf extends into ameromorphic function

f:C{}C{}f(z)=11+z2{\displaystyle {\begin{aligned}&f:\mathbb {C} \cup \{\infty \}\to \mathbb {C} \cup \{\infty \}\\&f(z)={\frac {1}{1+z^{2}}}\end{aligned}}} 

on the compactified complex plane. It has simple poles atz=i{\textstyle z=i}  andz=i{\textstyle z=-i} , and it is analytic elsewhere. Now its Taylor series centered atz0 converges on any discB(z0,r) withr < |z − z0|, where the same Taylor series converges atz ∈ C. Therefore, Taylor series off centered at 0 converges onB(0, 1) and it does not converge for anyzC with |z| > 1 due to the poles ati and −i. For the same reason the Taylor series off centered at 1 converges onB(1,2){\textstyle B(1,{\sqrt {2}})}  and does not converge for anyz ∈ C with|z1|>2{\textstyle \left\vert z-1\right\vert >{\sqrt {2}}} .

Generalizations of Taylor's theorem

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Higher-order differentiability

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A functionf:RnR isdifferentiable ataRnif and only if there exists alinear functionalL :RnR and a functionh :RnR such that

f(x)=f(a)+L(xa)+h(x)xa,limxah(x)=0.{\displaystyle f({\boldsymbol {x}})=f({\boldsymbol {a}})+L({\boldsymbol {x}}-{\boldsymbol {a}})+h({\boldsymbol {x}})\lVert {\boldsymbol {x}}-{\boldsymbol {a}}\rVert ,\qquad \lim _{{\boldsymbol {x}}\to {\boldsymbol {a}}}h({\boldsymbol {x}})=0.} 

If this is the case, thenL=df(a){\textstyle L=df({\boldsymbol {a}})}  is the (uniquely defined)differential off at the pointa. Furthermore, then thepartial derivatives off exist ata and the differential off ata is given by

df(a)(v)=fx1(a)v1++fxn(a)vn.{\displaystyle df({\boldsymbol {a}})({\boldsymbol {v}})={\frac {\partial f}{\partial x_{1}}}({\boldsymbol {a}})v_{1}+\cdots +{\frac {\partial f}{\partial x_{n}}}({\boldsymbol {a}})v_{n}.} 

Introduce themulti-index notation

|α|=α1++αn,α!=α1!αn!,xα=x1α1xnαn{\displaystyle |\alpha |=\alpha _{1}+\cdots +\alpha _{n},\quad \alpha !=\alpha _{1}!\cdots \alpha _{n}!,\quad {\boldsymbol {x}}^{\alpha }=x_{1}^{\alpha _{1}}\cdots x_{n}^{\alpha _{n}}} 

forαNn andxRn. If all thek{\textstyle k} -th orderpartial derivatives off :RnR are continuous ataRn, then byClairaut's theorem, one can change the order of mixed derivatives ata, so the short-hand notation

Dαf=|α|fxα=α1++αnfx1α1xnαn{\displaystyle D^{\alpha }f={\frac {\partial ^{|\alpha |}f}{\partial {\boldsymbol {x}}^{\alpha }}}={\frac {\partial ^{\alpha _{1}+\ldots +\alpha _{n}}f}{\partial x_{1}^{\alpha _{1}}\cdots \partial x_{n}^{\alpha _{n}}}}} 

for the higher orderpartial derivatives is justified in this situation. The same is true if all the (k − 1)-th order partial derivatives off exist in some neighborhood ofa and are differentiable ata.[13] Then we say thatf isktimes differentiable at the point a.

Taylor's theorem for multivariate functions

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Using notations of the preceding section, one has the following theorem.

If the functionf :RnR isk + 1 timescontinuously differentiable in aclosed ballB={yRn:ayr}{\displaystyle B=\{\mathbf {y} \in \mathbb {R} ^{n}:\left\|\mathbf {a} -\mathbf {y} \right\|\leq r\}}  for somer>0{\displaystyle r>0} , then one can derive an exact formula for the remainder in terms of(k+1)-th orderpartial derivatives off in this neighborhood.[15] Namely,

f(x)=|α|kDαf(a)α!(xa)α+|β|=k+1Rβ(x)(xa)β,Rβ(x)=|β|β!01(1t)|β|1Dβf(a+t(xa))dt.{\displaystyle {\begin{aligned}&f({\boldsymbol {x}})=\sum _{|\alpha |\leq k}{\frac {D^{\alpha }f({\boldsymbol {a}})}{\alpha !}}({\boldsymbol {x}}-{\boldsymbol {a}})^{\alpha }+\sum _{|\beta |=k+1}R_{\beta }({\boldsymbol {x}})({\boldsymbol {x}}-{\boldsymbol {a}})^{\beta },\\&R_{\beta }({\boldsymbol {x}})={\frac {|\beta |}{\beta !}}\int _{0}^{1}(1-t)^{|\beta |-1}D^{\beta }f{\big (}{\boldsymbol {a}}+t({\boldsymbol {x}}-{\boldsymbol {a}}){\big )}\,dt.\end{aligned}}} 

In this case, due to thecontinuity of (k+1)-th orderpartial derivatives in thecompact setB, one immediately obtains the uniform estimates

|Rβ(x)|1β!max|α|=|β|maxyB|Dαf(y)|,xB.{\displaystyle \left|R_{\beta }({\boldsymbol {x}})\right|\leq {\frac {1}{\beta !}}\max _{|\alpha |=|\beta |}\max _{{\boldsymbol {y}}\in B}|D^{\alpha }f({\boldsymbol {y}})|,\qquad {\boldsymbol {x}}\in B.} 

Example in two dimensions

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For example, the third-order Taylor polynomial of a smooth functionf:R2R{\displaystyle f:\mathbb {R} ^{2}\to \mathbb {R} }  is, denotingxa=v{\displaystyle {\boldsymbol {x}}-{\boldsymbol {a}}={\boldsymbol {v}}} ,

P3(x)=f(a)+fx1(a)v1+fx2(a)v2+2fx12(a)v122!+2fx1x2(a)v1v2+2fx22(a)v222!+3fx13(a)v133!+3fx12x2(a)v12v22!+3fx1x22(a)v1v222!+3fx23(a)v233!{\displaystyle {\begin{aligned}P_{3}({\boldsymbol {x}})=f({\boldsymbol {a}})+{}&{\frac {\partial f}{\partial x_{1}}}({\boldsymbol {a}})v_{1}+{\frac {\partial f}{\partial x_{2}}}({\boldsymbol {a}})v_{2}+{\frac {\partial ^{2}f}{\partial x_{1}^{2}}}({\boldsymbol {a}}){\frac {v_{1}^{2}}{2!}}+{\frac {\partial ^{2}f}{\partial x_{1}\partial x_{2}}}({\boldsymbol {a}})v_{1}v_{2}+{\frac {\partial ^{2}f}{\partial x_{2}^{2}}}({\boldsymbol {a}}){\frac {v_{2}^{2}}{2!}}\\&+{\frac {\partial ^{3}f}{\partial x_{1}^{3}}}({\boldsymbol {a}}){\frac {v_{1}^{3}}{3!}}+{\frac {\partial ^{3}f}{\partial x_{1}^{2}\partial x_{2}}}({\boldsymbol {a}}){\frac {v_{1}^{2}v_{2}}{2!}}+{\frac {\partial ^{3}f}{\partial x_{1}\partial x_{2}^{2}}}({\boldsymbol {a}}){\frac {v_{1}v_{2}^{2}}{2!}}+{\frac {\partial ^{3}f}{\partial x_{2}^{3}}}({\boldsymbol {a}}){\frac {v_{2}^{3}}{3!}}\end{aligned}}} 

Proofs

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Proof for Taylor's theorem in one real variable

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Let[16]

hk(x)={f(x)P(x)(xa)kxa0x=a{\displaystyle h_{k}(x)={\begin{cases}{\frac {f(x)-P(x)}{(x-a)^{k}}}&x\not =a\\0&x=a\end{cases}}} 

where, as in the statement of Taylor's theorem,

P(x)=f(a)+f(a)(xa)+f(a)2!(xa)2++f(k)(a)k!(xa)k.{\displaystyle P(x)=f(a)+f'(a)(x-a)+{\frac {f''(a)}{2!}}(x-a)^{2}+\cdots +{\frac {f^{(k)}(a)}{k!}}(x-a)^{k}.} 

It is sufficient to show that

limxahk(x)=0.{\displaystyle \lim _{x\to a}h_{k}(x)=0.} 

The proof here is based on repeated application ofL'Hôpital's rule. Note that, for eachj=0,1,...,k1{\textstyle j=0,1,...,k-1} ,f(j)(a)=P(j)(a){\displaystyle f^{(j)}(a)=P^{(j)}(a)} . Hence each of the firstk1{\textstyle k-1}  derivatives of the numerator inhk(x){\displaystyle h_{k}(x)}  vanishes atx=a{\displaystyle x=a} , and the same is true of the denominator. Also, since the condition that the functionf{\textstyle f}  bek{\textstyle k}  times differentiable at a point requires differentiability up to orderk1{\textstyle k-1}  in a neighborhood of said point (this is true, because differentiability requires a function to be defined in a whole neighborhood of a point), the numerator and itsk2{\textstyle k-2}  derivatives are differentiable in a neighborhood ofa{\textstyle a} . Clearly, the denominator also satisfies said condition, and additionally, doesn't vanish unlessx=a{\textstyle x=a} , therefore all conditions necessary for L'Hôpital's rule are fulfilled, and its use is justified. So

limxaf(x)P(x)(xa)k=limxaddx(f(x)P(x))ddx(xa)k==limxadk1dxk1(f(x)P(x))dk1dxk1(xa)k=1k!limxaf(k1)(x)P(k1)(x)xa=1k!(f(k)(a)P(k)(a))=0{\displaystyle {\begin{aligned}\lim _{x\to a}{\frac {f(x)-P(x)}{(x-a)^{k}}}&=\lim _{x\to a}{\frac {{\frac {d}{dx}}(f(x)-P(x))}{{\frac {d}{dx}}(x-a)^{k}}}\\[1ex]&=\cdots \\[1ex]&=\lim _{x\to a}{\frac {{\frac {d^{k-1}}{dx^{k-1}}}(f(x)-P(x))}{{\frac {d^{k-1}}{dx^{k-1}}}(x-a)^{k}}}\\[1ex]&={\frac {1}{k!}}\lim _{x\to a}{\frac {f^{(k-1)}(x)-P^{(k-1)}(x)}{x-a}}\\[1ex]&={\frac {1}{k!}}(f^{(k)}(a)-P^{(k)}(a))=0\end{aligned}}} 

where the second-to-last equality follows by the definition of the derivative atx=a{\textstyle x=a} .

Alternate proof for Taylor's theorem in one real variable

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Letf(x){\displaystyle f(x)}  be any real-valued continuous function to be approximated by the Taylor polynomial.

Step 1: LetF{\textstyle F}  andG{\textstyle G}  be functions. SetF{\textstyle F}  andG{\textstyle G}  to be

F(x)=f(x)k=0n1f(k)(a)k!(xa)k{\displaystyle {\begin{aligned}F(x)=f(x)-\sum _{k=0}^{n-1}{\frac {f^{(k)}(a)}{k!}}(x-a)^{k}\end{aligned}}} 

G(x)=(xa)n{\displaystyle {\begin{aligned}G(x)=(x-a)^{n}\end{aligned}}} 

Step 2: Properties ofF{\textstyle F}  andG{\textstyle G} :

F(a)=f(a)f(a)f(a)(aa)...f(n1)(a)(n1)!(aa)n1=0G(a)=(aa)n=0{\displaystyle {\begin{aligned}F(a)&=f(a)-f(a)-f'(a)(a-a)-...-{\frac {f^{(n-1)}(a)}{(n-1)!}}(a-a)^{n-1}=0\\G(a)&=(a-a)^{n}=0\end{aligned}}} 

Similarly,

F(a)=f(a)f(a)f(a)(21)!(aa)(21)...f(n1)(a)(n2)!(aa)n2=0{\displaystyle {\begin{aligned}F'(a)=f'(a)-f'(a)-{\frac {f''(a)}{(2-1)!}}(a-a)^{(2-1)}-...-{\frac {f^{(n-1)}(a)}{(n-2)!}}(a-a)^{n-2}=0\end{aligned}}} 

G(a)=n(aa)n1=0G(n1)(a)=F(n1)(a)=0{\displaystyle {\begin{aligned}G'(a)&=n(a-a)^{n-1}=0\\&\qquad \vdots \\G^{(n-1)}(a)&=F^{(n-1)}(a)=0\end{aligned}}} 

Step 3: Use Cauchy Mean Value Theorem

Letf1{\displaystyle f_{1}}  andg1{\displaystyle g_{1}}  be continuous functions on[a,b]{\displaystyle [a,b]} . Sincea<x<b{\displaystyle a<x<b}  so we can work with the interval[a,x]{\displaystyle [a,x]} . Letf1{\displaystyle f_{1}}  andg1{\displaystyle g_{1}}  be differentiable on(a,x){\displaystyle (a,x)} . Assumeg1(x)0{\displaystyle g_{1}'(x)\neq 0}  for allx(a,b){\displaystyle x\in (a,b)} .Then there existsc1(a,x){\displaystyle c_{1}\in (a,x)}  such that

f1(x)f1(a)g1(x)g1(a)=f1(c1)g1(c1){\displaystyle {\begin{aligned}{\frac {f_{1}(x)-f_{1}(a)}{g_{1}(x)-g_{1}(a)}}={\frac {f_{1}'(c_{1})}{g_{1}'(c_{1})}}\end{aligned}}} 

Note:G(x)0{\displaystyle G'(x)\neq 0}  in(a,b){\displaystyle (a,b)}  andF(a),G(a)=0{\displaystyle F(a),G(a)=0}  so

F(x)G(x)=F(x)F(a)G(x)G(a)=F(c1)G(c1){\displaystyle {\begin{aligned}{\frac {F(x)}{G(x)}}={\frac {F(x)-F(a)}{G(x)-G(a)}}={\frac {F'(c_{1})}{G'(c_{1})}}\end{aligned}}} 

for somec1(a,x){\displaystyle c_{1}\in (a,x)} .

This can also be performed for(a,c1){\displaystyle (a,c_{1})} :

F(c1)G(c1)=F(c1)F(a)G(c1)G(a)=F(c2)G(c2){\displaystyle {\begin{aligned}{\frac {F'(c_{1})}{G'(c_{1})}}={\frac {F'(c_{1})-F'(a)}{G'(c_{1})-G'(a)}}={\frac {F''(c_{2})}{G''(c_{2})}}\end{aligned}}} 

for somec2(a,c1){\displaystyle c_{2}\in (a,c_{1})} .This can be continued tocn{\displaystyle c_{n}} .

This gives a partition in(a,b){\displaystyle (a,b)} :

a<cn<cn1<<c1<x{\displaystyle a<c_{n}<c_{n-1}<\dots <c_{1}<x} 

with

F(x)G(x)=F(c1)G(c1)==F(n)(cn)G(n)(cn).{\displaystyle {\frac {F(x)}{G(x)}}={\frac {F'(c_{1})}{G'(c_{1})}}=\dots ={\frac {F^{(n)}(c_{n})}{G^{(n)}(c_{n})}}.} 

Setc=cn{\displaystyle c=c_{n}} :

F(x)G(x)=F(n)(c)G(n)(c){\displaystyle {\frac {F(x)}{G(x)}}={\frac {F^{(n)}(c)}{G^{(n)}(c)}}} 

Step 4: Substitute back

F(x)G(x)=f(x)k=0n1f(k)(a)k!(xa)k(xa)n=F(n)(c)G(n)(c){\displaystyle {\begin{aligned}{\frac {F(x)}{G(x)}}={\frac {f(x)-\sum _{k=0}^{n-1}{\frac {f^{(k)}(a)}{k!}}(x-a)^{k}}{(x-a)^{n}}}={\frac {F^{(n)}(c)}{G^{(n)}(c)}}\end{aligned}}} 

By the Power Rule, repeated derivatives of(xa)n{\displaystyle (x-a)^{n}} ,G(n)(c)=n(n1)...1{\displaystyle G^{(n)}(c)=n(n-1)...1} , so:

F(n)(c)G(n)(c)=f(n)(c)n(n1)1=f(n)(c)n!.{\displaystyle {\frac {F^{(n)}(c)}{G^{(n)}(c)}}={\frac {f^{(n)}(c)}{n(n-1)\cdots 1}}={\frac {f^{(n)}(c)}{n!}}.} 

This leads to:

f(x)k=0n1f(k)(a)k!(xa)k=f(n)(c)n!(xa)n.{\displaystyle {\begin{aligned}f(x)-\sum _{k=0}^{n-1}{\frac {f^{(k)}(a)}{k!}}(x-a)^{k}={\frac {f^{(n)}(c)}{n!}}(x-a)^{n}\end{aligned}}.} 

By rearranging, we get:

f(x)=k=0n1f(k)(a)k!(xa)k+f(n)(c)n!(xa)n,{\displaystyle {\begin{aligned}f(x)=\sum _{k=0}^{n-1}{\frac {f^{(k)}(a)}{k!}}(x-a)^{k}+{\frac {f^{(n)}(c)}{n!}}(x-a)^{n}\end{aligned}},} 

or becausecn=a{\displaystyle c_{n}=a}  eventually:

f(x)=k=0nf(k)(a)k!(xa)k.{\displaystyle f(x)=\sum _{k=0}^{n}{\frac {f^{(k)}(a)}{k!}}(x-a)^{k}.} 

Derivation for the mean value forms of the remainder

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LetG be any real-valued function, continuous on the closed interval betweena{\textstyle a}  andx{\textstyle x}  and differentiable with a non-vanishing derivative on the open interval betweena{\textstyle a}  andx{\textstyle x} , and define

F(t)=f(t)+f(t)(xt)+f(t)2!(xt)2++f(k)(t)k!(xt)k.{\displaystyle F(t)=f(t)+f'(t)(x-t)+{\frac {f''(t)}{2!}}(x-t)^{2}+\cdots +{\frac {f^{(k)}(t)}{k!}}(x-t)^{k}.} 

Fort[a,x]{\displaystyle t\in [a,x]} . Then, byCauchy's mean value theorem,

F(ξ)G(ξ)=F(x)F(a)G(x)G(a){\displaystyle {\frac {F'(\xi )}{G'(\xi )}}={\frac {F(x)-F(a)}{G(x)-G(a)}}} ★★★

for someξ{\textstyle \xi }  on the open interval betweena{\textstyle a}  andx{\textstyle x} . Note that here the numeratorF(x)F(a)=Rk(x){\textstyle F(x)-F(a)=R_{k}(x)}  is exactly the remainder of the Taylor polynomial fory=f(x){\textstyle y=f(x)} . Compute

F(t)=f(t)+(f(t)(xt)f(t))+(f(3)(t)2!(xt)2f(2)(t)1!(xt))++(f(k+1)(t)k!(xt)kf(k)(t)(k1)!(xt)k1)=f(k+1)(t)k!(xt)k,{\displaystyle {\begin{aligned}F'(t)={}&f'(t)+{\big (}f''(t)(x-t)-f'(t){\big )}+\left({\frac {f^{(3)}(t)}{2!}}(x-t)^{2}-{\frac {f^{(2)}(t)}{1!}}(x-t)\right)+\cdots \\&\cdots +\left({\frac {f^{(k+1)}(t)}{k!}}(x-t)^{k}-{\frac {f^{(k)}(t)}{(k-1)!}}(x-t)^{k-1}\right)={\frac {f^{(k+1)}(t)}{k!}}(x-t)^{k},\end{aligned}}} 

plug it into (★★★) and rearrange terms to find that

Rk(x)=f(k+1)(ξ)k!(xξ)kG(x)G(a)G(ξ).{\displaystyle R_{k}(x)={\frac {f^{(k+1)}(\xi )}{k!}}(x-\xi )^{k}{\frac {G(x)-G(a)}{G'(\xi )}}.} 

This is the form of the remainder term mentioned after the actual statement of Taylor's theorem with remainder in the mean value form.The Lagrange form of the remainder is found by choosingG(t)=(xt)k+1{\displaystyle G(t)=(x-t)^{k+1}}  and the Cauchy form by choosingG(t)=ta{\displaystyle G(t)=t-a} .

Remark. Using this method one can also recover the integral form of the remainder by choosing

G(t)=atf(k+1)(s)k!(xs)kds,{\displaystyle G(t)=\int _{a}^{t}{\frac {f^{(k+1)}(s)}{k!}}(x-s)^{k}\,ds,} 

but the requirements forf needed for the use of mean value theorem are too strong, if one aims to prove the claim in the case thatf(k) is onlyabsolutely continuous. However, if one usesRiemann integral instead ofLebesgue integral, the assumptions cannot be weakened.

Derivation for the integral form of the remainder

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Due to theabsolute continuity off(k){\displaystyle f^{(k)}}  on theclosed interval betweena{\textstyle a}  andx{\textstyle x} , its derivativef(k+1){\displaystyle f^{(k+1)}}  exists as anL1{\displaystyle L^{1}} -function, and we can use thefundamental theorem of calculus andintegration by parts. This same proof applies for theRiemann integral assuming thatf(k){\displaystyle f^{(k)}}  iscontinuous on the closed interval anddifferentiable on theopen interval betweena{\textstyle a}  andx{\textstyle x} , and this leads to the same result as using the mean value theorem.

Thefundamental theorem of calculus states that

f(x)=f(a)+axf(t)dt.{\displaystyle f(x)=f(a)+\int _{a}^{x}\,f'(t)\,dt.} 

Now we canintegrate by parts and use the fundamental theorem of calculus again to see that

f(x)=f(a)+(xf(x)af(a))axtf(t)dt=f(a)+x(f(a)+axf(t)dt)af(a)axtf(t)dt=f(a)+(xa)f(a)+ax(xt)f(t)dt,{\displaystyle {\begin{aligned}f(x)&=f(a)+{\Big (}xf'(x)-af'(a){\Big )}-\int _{a}^{x}tf''(t)\,dt\\&=f(a)+x\left(f'(a)+\int _{a}^{x}f''(t)\,dt\right)-af'(a)-\int _{a}^{x}tf''(t)\,dt\\&=f(a)+(x-a)f'(a)+\int _{a}^{x}\,(x-t)f''(t)\,dt,\end{aligned}}} 

which is exactly Taylor's theorem with remainder in the integral form in the casek=1{\displaystyle k=1} . The general statement is proved usinginduction. Suppose that

f(x)=f(a)+f(a)1!(xa)++f(k)(a)k!(xa)k+axf(k+1)(t)k!(xt)kdt.{\displaystyle f(x)=f(a)+{\frac {f'(a)}{1!}}(x-a)+\cdots +{\frac {f^{(k)}(a)}{k!}}(x-a)^{k}+\int _{a}^{x}{\frac {f^{(k+1)}(t)}{k!}}(x-t)^{k}\,dt.} eq1

Integrating the remainder term by parts we arrive at

axf(k+1)(t)k!(xt)kdt=[f(k+1)(t)(k+1)k!(xt)k+1]ax+axf(k+2)(t)(k+1)k!(xt)k+1dt= f(k+1)(a)(k+1)!(xa)k+1+axf(k+2)(t)(k+1)!(xt)k+1dt.{\displaystyle {\begin{aligned}\int _{a}^{x}{\frac {f^{(k+1)}(t)}{k!}}(x-t)^{k}\,dt=&-\left[{\frac {f^{(k+1)}(t)}{(k+1)k!}}(x-t)^{k+1}\right]_{a}^{x}+\int _{a}^{x}{\frac {f^{(k+2)}(t)}{(k+1)k!}}(x-t)^{k+1}\,dt\\=&\ {\frac {f^{(k+1)}(a)}{(k+1)!}}(x-a)^{k+1}+\int _{a}^{x}{\frac {f^{(k+2)}(t)}{(k+1)!}}(x-t)^{k+1}\,dt.\end{aligned}}} 

Substituting this into the formulain (eq1) shows that if it holds for the valuek{\displaystyle k} , it must also hold for the valuek+1{\displaystyle k+1} . Therefore, since it holds fork=1{\displaystyle k=1} , it must hold for every positive integerk{\displaystyle k} .

Derivation for the remainder of multivariate Taylor polynomials

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We prove the special case, wheref:RnR{\displaystyle f:\mathbb {R} ^{n}\to \mathbb {R} }  has continuous partial derivatives up to the orderk+1{\displaystyle k+1}  in some closed ballB{\displaystyle B}  with centera{\displaystyle {\boldsymbol {a}}} . The strategy of the proof is to apply the one-variable case of Taylor's theorem to the restriction off{\displaystyle f}  to the line segment adjoiningx{\displaystyle {\boldsymbol {x}}}  anda{\displaystyle {\boldsymbol {a}}} .[17] Parametrize the line segment betweena{\displaystyle {\boldsymbol {a}}}  andx{\displaystyle {\boldsymbol {x}}}  byu(t)=a+t(xa){\displaystyle {\boldsymbol {u}}(t)={\boldsymbol {a}}+t({\boldsymbol {x}}-{\boldsymbol {a}})}  We apply the one-variable version of Taylor's theorem to the functiong(t)=f(u(t)){\displaystyle g(t)=f({\boldsymbol {u}}(t))} :

f(x)=g(1)=g(0)+j=1k1j!g(j)(0) + 01(1t)kk!g(k+1)(t)dt.{\displaystyle f({\boldsymbol {x}})=g(1)=g(0)+\sum _{j=1}^{k}{\frac {1}{j!}}g^{(j)}(0)\ +\ \int _{0}^{1}{\frac {(1-t)^{k}}{k!}}g^{(k+1)}(t)\,dt.} 

Applying thechain rule for several variables gives

g(j)(t)=djdtjf(u(t))=djdtjf(a+t(xa))=|α|=j(jα)(Dαf)(a+t(xa))(xa)α{\displaystyle {\begin{aligned}g^{(j)}(t)&={\frac {d^{j}}{dt^{j}}}f({\boldsymbol {u}}(t))\\&={\frac {d^{j}}{dt^{j}}}f({\boldsymbol {a}}+t({\boldsymbol {x}}-{\boldsymbol {a}}))\\&=\sum _{|\alpha |=j}\left({\begin{matrix}j\\\alpha \end{matrix}}\right)(D^{\alpha }f)({\boldsymbol {a}}+t({\boldsymbol {x}}-{\boldsymbol {a}}))({\boldsymbol {x}}-{\boldsymbol {a}})^{\alpha }\end{aligned}}} 

where(jα){\displaystyle {\tbinom {j}{\alpha }}}  is themultinomial coefficient. Since1j!(jα)=1α!{\displaystyle {\tfrac {1}{j!}}{\tbinom {j}{\alpha }}={\tfrac {1}{\alpha !}}} , we get:

f(x)=f(a)+1|α|k1α!(Dαf)(a)(xa)α+|α|=k+1k+1α!(xa)α01(1t)k(Dαf)(a+t(xa))dt.{\displaystyle f({\boldsymbol {x}})=f({\boldsymbol {a}})+\sum _{1\leq |\alpha |\leq k}{\frac {1}{\alpha !}}(D^{\alpha }f)({\boldsymbol {a}})({\boldsymbol {x}}-{\boldsymbol {a}})^{\alpha }+\sum _{|\alpha |=k+1}{\frac {k+1}{\alpha !}}({\boldsymbol {x}}-{\boldsymbol {a}})^{\alpha }\int _{0}^{1}(1-t)^{k}(D^{\alpha }f)({\boldsymbol {a}}+t({\boldsymbol {x}}-{\boldsymbol {a}}))\,dt.} 

See also

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Footnotes

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  1. ^(2013)."Linear and quadratic approximation" Retrieved December 6, 2018
  2. ^Taylor, Brook (1715).Methodus Incrementorum Directa et Inversa [Direct and Reverse Methods of Incrementation] (in Latin). London. p. 21–23 (Prop. VII, Thm. 3, Cor. 2). Translated into English inStruik, D. J. (1969).A Source Book in Mathematics 1200–1800. Cambridge, Massachusetts: Harvard University Press. pp. 329–332.
  3. ^Kline 1972, pp. 442, 464.
  4. ^Genocchi, Angelo; Peano, Giuseppe (1884),Calcolo differenziale e principii di calcolo integrale, (N. 67, pp. XVII–XIX):Fratelli Bocca ed.{{citation}}: CS1 maint: location (link)
  5. ^Spivak, Michael (1994),Calculus (3rd ed.), Houston, TX: Publish or Perish, p. 383,ISBN 978-0-914098-89-8
  6. ^"Taylor formula",Encyclopedia of Mathematics,EMS Press, 2001 [1994]
  7. ^The hypothesis off(k) beingcontinuous on theclosed interval betweena{\textstyle a}  andx{\textstyle x}  isnot redundant. Althoughf beingk + 1 timesdifferentiable on theopen interval betweena{\textstyle a}  andx{\textstyle x}  does imply thatf(k) iscontinuous on theopen interval betweena{\textstyle a}  andx{\textstyle x} , it doesnot imply thatf(k) iscontinuous on theclosed interval betweena{\textstyle a}  andx{\textstyle x} , i.e. it does not imply thatf(k) iscontinuous at theendpoints of that interval. Consider, for example, thefunctionf : [0,1] →R defined to equalsin(1/x){\displaystyle \sin(1/x)}  on(0,1]{\displaystyle (0,1]}  and withf(0)=0{\displaystyle f(0)=0} . This is notcontinuous at0, but iscontinuous on(0,1){\displaystyle (0,1)} . Moreover, one can show that thisfunction has anantiderivative. Therefore thatantiderivative isdifferentiable on(0,1){\displaystyle (0,1)} , itsderivative (the functionf) iscontinuous on theopen interval(0,1){\displaystyle (0,1)} , but itsderivativef isnotcontinuous on theclosed interval[0,1]{\displaystyle [0,1]} . So the theorem would not apply in this case.
  8. ^Kline 1998, §20.3;Apostol 1967, §7.7.
  9. ^Apostol 1967, §7.7.
  10. ^Apostol 1967, §7.5.
  11. ^Apostol 1967, §7.6
  12. ^Rudin 1987, §10.26
  13. ^This follows from iterated application of the theorem that if the partial derivatives of a functionf exist in a neighborhood ofa and are continuous ata, then the function is differentiable ata. See, for instance,Apostol 1974, Theorem 12.11.
  14. ^Königsberger Analysis 2, p. 64 ff.
  15. ^Folland, G. B."Higher-Order Derivatives and Taylor's Formula in Several Variables"(PDF).Department of Mathematics | University of Washington. Retrieved2024-02-21.
  16. ^Stromberg 1981
  17. ^Hörmander 1976, pp. 12–13

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