Incalculus,Taylor's theorem gives an approximation of a-timesdifferentiable function around a given point by apolynomial of degree, called the-th-orderTaylor polynomial. For asmooth function, the Taylor polynomial is the truncation at the order 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.

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.
Motivation
editIf a real-valuedfunction isdifferentiable at the point , then it has alinear approximation near this point. This means that there exists a functionh1(x) such that
Here
is the linear approximation of forx near the pointa, whose graph is thetangent line to the graph atx =a. The error in the approximation is:
Asx tends to a, this error goes to zero much faster than , making a useful approximation.
For a better approximation to , we can fit aquadratic polynomial instead of a linear function:
Instead of just matching one derivative of at , 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 of , more accurate than the linear approximation. Specifically,
Here the error in the approximation is
which, given the limiting behavior of , goes to zero faster than asx tends to a.
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 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 error in anapproximation by a -th order Taylor polynomialPk tends to zero faster than any nonzero -th degreepolynomial as . 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:
- Estimate the error for a polynomialPk(x) of degreek estimating on a given interval (a –r,a +r). (Given the interval and degree, we find the error.)
- Find the smallest degreek for which the polynomialPk(x) approximates to within a given error tolerance on a given interval (a −r,a +r) . (Given the interval and error tolerance, we find the degree.)
- Find the largest interval (a −r,a +r) on whichPk(x) approximates to within a given error tolerance. (Given the degree and error tolerance, we find the interval.)
Taylor's theorem in one real variable
editStatement of the theorem
editThe 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 :R →R bek timesdifferentiable at the pointa ∈R. Then there exists a functionhk :R →R such that
and This is called thePeano form of the remainder.
The polynomial appearing in Taylor's theorem is the -th order Taylor polynomial
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 :R →R and a -th order polynomialp such that
thenp = Pk. Taylor's theorem describes the asymptotic behavior of theremainder term
which is theapproximation error when approximatingf with its Taylor polynomial. Using thelittle-o notation, the statement in Taylor's theorem reads as
Explicit formulas for the remainder
editUnder 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 remainder—Letf :R →R bek + 1 timesdifferentiable on theopen interval between and withf(k)continuous on theclosed interval between and .[7] Then
for some real number between and . This is theLagrange form[8] of the remainder.
Similarly,
for some real number between and . This is theCauchy form[9] of the remainder.
Both can be thought of as specific cases of the following result: Consider
for some real number between and . This is theSchlömilch form of the remainder (sometimes called theSchlömilch-Roche). The choice is the Lagrange form, whilst the choice 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 when . 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 between and , then
for some number between and . 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 taking and the Cauchy form is obtained by taking .
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]—Let beabsolutely continuous on theclosed interval between and . Then
Due to theabsolute continuity off(k) on theclosed interval between and , 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
editIt 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
throughoutI. Then the remainder term satisfies the inequality[11]
ifx >a, and a similar estimate ifx <a. This is a simple consequence of the Lagrange form of the remainder. In particular, if
on an intervalI = (a −r,a +r) with some , then
for allx∈(a −r,a +r). The second inequality is called auniform estimate, because it holds uniformly for allx on the interval(a −r,a +r).
Example
editSuppose that we wish to find the approximate value of the function on the interval 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:
★ |
From these properties it follows that for all , and in particular, . Hence the -th order Taylor polynomial of at and its remainder term in the Lagrange form are given by
where is some number between 0 andx. Sinceex is increasing by (★), we can simply use for to estimate the remainder on the subinterval . To obtain an upper bound for the remainder on , we use the property for to estimate
using the second order Taylor expansion. Then we solve forex to deduce that
simply by maximizing thenumerator and minimizing thedenominator. Combining these estimates forex we see that
so the required precision is certainly reached, when
(Seefactorial or compute by hand the values and .) As a conclusion, Taylor's theorem leads to the approximation
For instance, this approximation provides adecimal expression , correct up to five decimal places.
Relationship to analyticity
editTaylor expansions of real analytic functions
editLetI ⊂R be anopen interval. By definition, a functionf :I →R 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(a −r,a +r) ⊂I and
In general, theradius of convergence of a power series can be computed from theCauchy–Hadamard formula
This result is based on comparison with ageometric series, and the same method shows that if the power series based ona converges for someb ∈R, it must convergeuniformly on theclosed interval , where . Here only the convergence of the power series is considered, and it might well be that(a −R,a +R) extends beyond the domainI off.
The Taylor polynomials of the real analytic functionf ata are simply the finite truncations
of its locally defining power series, and the corresponding remainder terms are locally given by the analytic functions
Here the functions
are also analytic, since their defining power series have the same radius of convergence as the original series. Assuming that[a −r,a +r] ⊂I andr < R, all these series converge uniformly on(a −r,a +r). Naturally, in the case of analytic functions one can estimate the remainder term 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
editThe 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
of an infinitely many times differentiable functionf :R →R 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
★★ |
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
(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:
Using thechain rule repeatedly bymathematical induction, one shows that for any order k,
for some polynomialpk of degree 2(k − 1). The function tends to zero faster than any polynomial as , 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
editTaylor's theorem generalizes to functionsf :C →C 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(z, r) ∪ S(z, r) is contained inU. Then Cauchy's integral formula with a positive parametrizationγ(t) =z +reit of the circleS(z,r) with gives
Here all the integrands are continuous on thecircleS(z, r), 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]
for anyz ∈ U andr > 0 such thatB(z, r) ∪ S(c, r) ⊂ U. The estimate implies that thecomplexTaylor series
off converges uniformly on anyopen disk with into some functionTf. Furthermore, using thecontour integral formulas for the derivativesf(k)(c),
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 − r, a + r) replaced byc-centered disksB(c, r). In particular, the Taylor expansion holds in the form
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 curve which parametrizes the boundary of a region , 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
The important feature here is that the quality of the approximation by a Taylor polynomial on the region is dominated by the values of the functionf itself on the boundary . Similarly, applying Cauchy's estimates to the series expression for the remainder, one obtains the uniform estimates
Example
editThe function
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
on the compactified complex plane. It has simple poles at and , 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 anyz ∈C with |z| > 1 due to the poles ati and −i. For the same reason the Taylor series off centered at 1 converges on and does not converge for anyz ∈ C with .
Generalizations of Taylor's theorem
editHigher-order differentiability
editA functionf:Rn →R isdifferentiable ata ∈Rnif and only if there exists alinear functionalL :Rn →R and a functionh :Rn →R such that
If this is the case, then is the (uniquely defined)differential off at the pointa. Furthermore, then thepartial derivatives off exist ata and the differential off ata is given by
Introduce themulti-index notation
forα ∈Nn andx ∈Rn. If all the -th orderpartial derivatives off :Rn →R are continuous ata ∈Rn, then byClairaut's theorem, one can change the order of mixed derivatives ata, so the short-hand notation
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
editUsing notations of the preceding section, one has the following theorem.
Multivariate version of Taylor's theorem[14]—Letf :Rn →R be ak-timescontinuously differentiable function at the pointa ∈Rn. Then there exist functionshα :Rn →R, where such that
If the functionf :Rn →R isk + 1 timescontinuously differentiable in aclosed ball for some , then one can derive an exact formula for the remainder in terms of(k+1)-th orderpartial derivatives off in this neighborhood.[15] Namely,
In this case, due to thecontinuity of (k+1)-th orderpartial derivatives in thecompact setB, one immediately obtains the uniform estimates
Example in two dimensions
editFor example, the third-order Taylor polynomial of a smooth function is, denoting ,
Proofs
editProof for Taylor's theorem in one real variable
editLet[16]
where, as in the statement of Taylor's theorem,
It is sufficient to show that
The proof here is based on repeated application ofL'Hôpital's rule. Note that, for each , . Hence each of the first derivatives of the numerator in vanishes at , and the same is true of the denominator. Also, since the condition that the function be times differentiable at a point requires differentiability up to order 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 its derivatives are differentiable in a neighborhood of . Clearly, the denominator also satisfies said condition, and additionally, doesn't vanish unless , therefore all conditions necessary for L'Hôpital's rule are fulfilled, and its use is justified. So
where the second-to-last equality follows by the definition of the derivative at .
Alternate proof for Taylor's theorem in one real variable
editLet be any real-valued continuous function to be approximated by the Taylor polynomial.
Step 1: Let and be functions. Set and to be
Step 2: Properties of and :
Similarly,
Step 3: Use Cauchy Mean Value Theorem
Let and be continuous functions on . Since so we can work with the interval . Let and be differentiable on . Assume for all .Then there exists such that
Note: in and so
for some .
This can also be performed for :
for some .This can be continued to .
This gives a partition in :
with
Set :
Step 4: Substitute back
By the Power Rule, repeated derivatives of , , so:
This leads to:
By rearranging, we get:
or because eventually:
Derivation for the mean value forms of the remainder
editLetG be any real-valued function, continuous on the closed interval between and and differentiable with a non-vanishing derivative on the open interval between and , and define
For . Then, byCauchy's mean value theorem,
★★★ |
for some on the open interval between and . Note that here the numerator is exactly the remainder of the Taylor polynomial for . Compute
plug it into (★★★) and rearrange terms to find that
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 choosing and the Cauchy form by choosing .
Remark. Using this method one can also recover the integral form of the remainder by choosing
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
editDue to theabsolute continuity of on theclosed interval between and , its derivative exists as an -function, and we can use thefundamental theorem of calculus andintegration by parts. This same proof applies for theRiemann integral assuming that iscontinuous on the closed interval anddifferentiable on theopen interval between and , and this leads to the same result as using the mean value theorem.
Thefundamental theorem of calculus states that
Now we canintegrate by parts and use the fundamental theorem of calculus again to see that
which is exactly Taylor's theorem with remainder in the integral form in the case . The general statement is proved usinginduction. Suppose that
eq1 |
Integrating the remainder term by parts we arrive at
Substituting this into the formulain (eq1) shows that if it holds for the value , it must also hold for the value . Therefore, since it holds for , it must hold for every positive integer .
Derivation for the remainder of multivariate Taylor polynomials
editWe prove the special case, where has continuous partial derivatives up to the order in some closed ball with center . The strategy of the proof is to apply the one-variable case of Taylor's theorem to the restriction of to the line segment adjoining and .[17] Parametrize the line segment between and by We apply the one-variable version of Taylor's theorem to the function :
Applying thechain rule for several variables gives
where is themultinomial coefficient. Since , we get:
See also
edit- Hadamard's lemma
- Laurent series – Power series with negative powers
- Padé approximant – 'Best' approximation of a function by a rational function of given order
- Newton series – Discrete analog of a derivativePages displaying short descriptions of redirect targets
- Approximation theory – Theory of getting acceptably close inexact mathematical calculations
- Function approximation – Approximating an arbitrary function with a well-behaved one
Footnotes
edit- ^(2013)."Linear and quadratic approximation" Retrieved December 6, 2018
- ^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.
- ^Kline 1972, pp. 442, 464.
- ^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) - ^Spivak, Michael (1994),Calculus (3rd ed.), Houston, TX: Publish or Perish, p. 383,ISBN 978-0-914098-89-8
- ^"Taylor formula",Encyclopedia of Mathematics,EMS Press, 2001 [1994]
- ^The hypothesis off(k) beingcontinuous on theclosed interval between and isnot redundant. Althoughf beingk + 1 timesdifferentiable on theopen interval between and does imply thatf(k) iscontinuous on theopen interval between and , it doesnot imply thatf(k) iscontinuous on theclosed interval between and , i.e. it does not imply thatf(k) iscontinuous at theendpoints of that interval. Consider, for example, thefunctionf : [0,1] →R defined to equal on and with . This is notcontinuous at0, but iscontinuous on . Moreover, one can show that thisfunction has anantiderivative. Therefore thatantiderivative isdifferentiable on , itsderivative (the functionf) iscontinuous on theopen interval , but itsderivativef isnotcontinuous on theclosed interval . So the theorem would not apply in this case.
- ^Kline 1998, §20.3;Apostol 1967, §7.7.
- ^Apostol 1967, §7.7.
- ^Apostol 1967, §7.5.
- ^Apostol 1967, §7.6
- ^Rudin 1987, §10.26
- ^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.
- ^Königsberger Analysis 2, p. 64 ff.
- ^Folland, G. B."Higher-Order Derivatives and Taylor's Formula in Several Variables"(PDF).Department of Mathematics | University of Washington. Retrieved2024-02-21.
- ^Stromberg 1981
- ^Hörmander 1976, pp. 12–13
References
edit- Apostol, Tom (1967),Calculus, Wiley,ISBN 0-471-00005-1.
- Apostol, Tom (1974),Mathematical analysis, Addison–Wesley.
- Bartle, Robert G.; Sherbert, Donald R. (2011),Introduction to Real Analysis (4th ed.), Wiley,ISBN 978-0-471-43331-6.
- Hörmander, L. (1976),Linear Partial Differential Operators, Volume 1, Springer,ISBN 978-3-540-00662-6.
- Kline, Morris (1972),Mathematical thought from ancient to modern times, Volume 2, Oxford University Press.
- Kline, Morris (1998),Calculus: An Intuitive and Physical Approach, Dover,ISBN 0-486-40453-6.
- Pedrick, George (1994),A First Course in Analysis, Springer,ISBN 0-387-94108-8.
- Stromberg, Karl (1981),Introduction to classical real analysis, Wadsworth,ISBN 978-0-534-98012-2.
- Rudin, Walter (1987),Real and complex analysis (3rd ed.), McGraw-Hill,ISBN 0-07-054234-1.
- Tao, Terence (2014),Analysis, Volume I (3rd ed.), Hindustan Book Agency,ISBN 978-93-80250-64-9.
External links
edit- Taylor Series Approximation to Cosine atcut-the-knot
- Trigonometric Taylor Expansion interactive demonstrative applet
- Taylor Series Revisited atHolistic Numerical Methods Institute