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Taylor series

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From Wikipedia, the free encyclopedia
Mathematical approximation of a function

As the degree of the Taylor polynomial rises, it approaches the correct function. This image showssinx and its Taylor approximations by polynomials of degree1,3,5,7,9,11, and13 atx = 0.
Part of a series of articles about
Calculus
abf(t)dt=f(b)f(a){\displaystyle \int _{a}^{b}f'(t)\,dt=f(b)-f(a)}

Inmathematical analysis, theTaylor series orTaylor expansion of afunction is aninfinite sum of terms that are expressed in terms of the function'sderivatives at a single point. For most common functions, the function and the sum of its Taylor series are equal near this point. Taylor series are named afterBrook Taylor, who introduced them in 1715. A Taylor series is also called aMaclaurin series when 0 is the point where the derivatives are considered, afterColin Maclaurin, who made extensive use of this special case of Taylor series in the 18th century.

Thepartial sum formed by the firstn + 1 terms of a Taylor series is apolynomial of degreen that is called thenthTaylor polynomial of the function. Taylor polynomials are approximations of a function, which become generally more accurate asn increases.Taylor's theorem gives quantitative estimates on the error introduced by the use of such approximations. If the Taylor series of a function isconvergent, its sum is thelimit of theinfinite sequence of the Taylor polynomials. A function may differ from the sum of its Taylor series, even if its Taylor series is convergent. A function isanalytic at a pointx if it is equal to the sum of its Taylor series in someopen interval (oropen disk in thecomplex plane) containingx. This implies that the function is analytic at every point of the interval (or disk).

Definition

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The Taylor series of areal orcomplex-valued functionf (x), that isinfinitely differentiable at areal orcomplex numbera, is thepower seriesf(a)+f(a)1!(xa)+f(a)2!(xa)2+=n=0f(n)(a)n!(xa)n.{\displaystyle f(a)+{\frac {f'(a)}{1!}}(x-a)+{\frac {f''(a)}{2!}}(x-a)^{2}+\cdots =\sum _{n=0}^{\infty }{\frac {f^{(n)}(a)}{n!}}(x-a)^{n}.}Here,n! denotes thefactorial ofn. The functionf(n)(a) denotes thenthderivative off evaluated at the pointa. The derivative of order zero off is defined to bef itself and(xa)0 and0!are both defined to be 1. This series can be written by usingsigma notation, as in the right side formula.[1] Witha = 0, the Maclaurin series takes the form:[2]f(0)+f(0)1!x+f(0)2!x2+=n=0f(n)(0)n!xn.{\displaystyle f(0)+{\frac {f'(0)}{1!}}x+{\frac {f''(0)}{2!}}x^{2}+\cdots =\sum _{n=0}^{\infty }{\frac {f^{(n)}(0)}{n!}}x^{n}.}

List of Maclaurin series of some common functions

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See also:List of mathematical series

Several important Maclaurin series expansions follow. All these expansions are valid for complex argumentsx.

Exponential function

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Theexponential functionex (in blue), and the sum of the firstn + 1 terms of its Taylor series at 0 (in red).

Theexponential functionex{\displaystyle e^{x}} (with basee) has Maclaurin series[3]

ex=n=0xnn!=1+x+x22!+x33!+.{\displaystyle e^{x}=\sum _{n=0}^{\infty }{\frac {x^{n}}{n!}}=1+x+{\frac {x^{2}}{2!}}+{\frac {x^{3}}{3!}}+\cdots .}It converges for allx.

The exponentialgenerating function of theBell numbers is the exponential function of the predecessor of the exponential function:

exp(expx1)=n=0Bnn!xn{\displaystyle \exp(\exp {x}-1)=\sum _{n=0}^{\infty }{\frac {B_{n}}{n!}}x^{n}}

Natural logarithm

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Thenatural logarithm (with basee) has Maclaurin series[4]

ln(1x)=n=1xnn=xx22x33,ln(1+x)=n=1(1)n+1xnn=xx22+x33.{\displaystyle {\begin{aligned}\ln(1-x)&=-\sum _{n=1}^{\infty }{\frac {x^{n}}{n}}=-x-{\frac {x^{2}}{2}}-{\frac {x^{3}}{3}}-\cdots ,\\\ln(1+x)&=\sum _{n=1}^{\infty }(-1)^{n+1}{\frac {x^{n}}{n}}=x-{\frac {x^{2}}{2}}+{\frac {x^{3}}{3}}-\cdots .\end{aligned}}}

The last series is known asMercator series, named afterNicholas Mercator since it was published in his 1668 treatiseLogarithmotechnia.[5] Both of these series converge for|x|<1{\displaystyle |x|<1}. In addition, the series forln(1 −x) converges forx = −1, and the series forln(1 +x) converges forx = 1.[4]

Geometric series

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Thegeometric series and its derivatives have Maclaurin series

11x=n=0xn1(1x)2=n=1nxn11(1x)3=n=2(n1)n2xn2.{\displaystyle {\begin{aligned}{\frac {1}{1-x}}&=\sum _{n=0}^{\infty }x^{n}\\{\frac {1}{(1-x)^{2}}}&=\sum _{n=1}^{\infty }nx^{n-1}\\{\frac {1}{(1-x)^{3}}}&=\sum _{n=2}^{\infty }{\frac {(n-1)n}{2}}x^{n-2}.\end{aligned}}}

All are convergent for|x|<1{\displaystyle |x|<1}. These are special cases of thebinomial series given in the next section.

Binomial series

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Thebinomial series is the power series

(1+x)α=n=0(αn)xn{\displaystyle (1+x)^{\alpha }=\sum _{n=0}^{\infty }{\binom {\alpha }{n}}x^{n}}

whose coefficients are the generalizedbinomial coefficients[6]

(αn)=k=1nαk+1k=α(α1)(αn+1)n!.{\displaystyle {\binom {\alpha }{n}}=\prod _{k=1}^{n}{\frac {\alpha -k+1}{k}}={\frac {\alpha (\alpha -1)\cdots (\alpha -n+1)}{n!}}.}

(Ifn = 0, this product is anempty product and has value 1.) It converges for|x|<1{\displaystyle |x|<1} for any real or complex numberα.

Whenα = −1, this is essentially the infinite geometric series mentioned in the previous section. The special casesα =1/2 andα = −1/2 give thesquare root function and itsinverse:[7]

(1+x)12=1+12x18x2+116x35128x4+7256x5=n=0(1)n1(2n)!4n(n!)2(2n1)xn,(1+x)12=112x+38x2516x3+35128x463256x5+=n=0(1)n(2n)!4n(n!)2xn.{\displaystyle {\begin{aligned}(1+x)^{\frac {1}{2}}&=1+{\frac {1}{2}}x-{\frac {1}{8}}x^{2}+{\frac {1}{16}}x^{3}-{\frac {5}{128}}x^{4}+{\frac {7}{256}}x^{5}-\cdots &=\sum _{n=0}^{\infty }{\frac {(-1)^{n-1}(2n)!}{4^{n}(n!)^{2}(2n-1)}}x^{n},\\(1+x)^{-{\frac {1}{2}}}&=1-{\frac {1}{2}}x+{\frac {3}{8}}x^{2}-{\frac {5}{16}}x^{3}+{\frac {35}{128}}x^{4}-{\frac {63}{256}}x^{5}+\cdots &=\sum _{n=0}^{\infty }{\frac {(-1)^{n}(2n)!}{4^{n}(n!)^{2}}}x^{n}.\end{aligned}}}

When only thelinear term is retained, this simplifies to thebinomial approximation.

Trigonometric functions

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The usualtrigonometric functions and their inverses have the following Maclaurin series:[8]

sinx=n=0(1)n(2n+1)!x2n+1=xx33!+x55!for all xcosx=n=0(1)n(2n)!x2n=1x22!+x44!for all xtanx=n=1B2n(4)n(14n)(2n)!x2n1=x+x33+2x515+for |x|<π2secx=n=0(1)nE2n(2n)!x2n=1+x22+5x424+for |x|<π2arcsinx=n=0(2n)!4n(n!)2(2n+1)x2n+1=x+x36+3x540+for |x|1arccosx=π2arcsinx=π2xx363x540for |x|1arctanx=n=0(1)n2n+1x2n+1=xx33+x55for |x|1, x±i{\displaystyle {\begin{aligned}\sin x&=\sum _{n=0}^{\infty }{\frac {(-1)^{n}}{(2n+1)!}}x^{2n+1}&&=x-{\frac {x^{3}}{3!}}+{\frac {x^{5}}{5!}}-\cdots &&{\text{for all }}x\\[6pt]\cos x&=\sum _{n=0}^{\infty }{\frac {(-1)^{n}}{(2n)!}}x^{2n}&&=1-{\frac {x^{2}}{2!}}+{\frac {x^{4}}{4!}}-\cdots &&{\text{for all }}x\\[6pt]\tan x&=\sum _{n=1}^{\infty }{\frac {B_{2n}(-4)^{n}\left(1-4^{n}\right)}{(2n)!}}x^{2n-1}&&=x+{\frac {x^{3}}{3}}+{\frac {2x^{5}}{15}}+\cdots &&{\text{for }}|x|<{\frac {\pi }{2}}\\[6pt]\sec x&=\sum _{n=0}^{\infty }{\frac {(-1)^{n}E_{2n}}{(2n)!}}x^{2n}&&=1+{\frac {x^{2}}{2}}+{\frac {5x^{4}}{24}}+\cdots &&{\text{for }}|x|<{\frac {\pi }{2}}\\[6pt]\arcsin x&=\sum _{n=0}^{\infty }{\frac {(2n)!}{4^{n}(n!)^{2}(2n+1)}}x^{2n+1}&&=x+{\frac {x^{3}}{6}}+{\frac {3x^{5}}{40}}+\cdots &&{\text{for }}|x|\leq 1\\[6pt]\arccos x&={\frac {\pi }{2}}-\arcsin x&&={\frac {\pi }{2}}-x-{\frac {x^{3}}{6}}-{\frac {3x^{5}}{40}}-\cdots &&{\text{for }}|x|\leq 1\\[6pt]\arctan x&=\sum _{n=0}^{\infty }{\frac {(-1)^{n}}{2n+1}}x^{2n+1}&&=x-{\frac {x^{3}}{3}}+{\frac {x^{5}}{5}}-\cdots &&{\text{for }}|x|\leq 1,\ x\neq \pm i\end{aligned}}}

All angles are expressed inradians. The numbersBk appearing in the expansions oftanx are theBernoulli numbers. TheEk in the expansion ofsecx areEuler numbers.[9]

Hyperbolic functions

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Thehyperbolic functions have Maclaurin series closely related to the series for the corresponding trigonometric functions:[10]

sinhx=n=0x2n+1(2n+1)!=x+x33!+x55!+for all xcoshx=n=0x2n(2n)!=1+x22!+x44!+for all xtanhx=n=1B2n4n(4n1)(2n)!x2n1=xx33+2x51517x7315+for |x|<π2arsinhx=n=0(1)n(2n)!4n(n!)2(2n+1)x2n+1=xx36+3x540for |x|1artanhx=n=0x2n+12n+1=x+x33+x55+for |x|1, x±1{\displaystyle {\begin{aligned}\sinh x&=\sum _{n=0}^{\infty }{\frac {x^{2n+1}}{(2n+1)!}}&&=x+{\frac {x^{3}}{3!}}+{\frac {x^{5}}{5!}}+\cdots &&{\text{for all }}x\\[6pt]\cosh x&=\sum _{n=0}^{\infty }{\frac {x^{2n}}{(2n)!}}&&=1+{\frac {x^{2}}{2!}}+{\frac {x^{4}}{4!}}+\cdots &&{\text{for all }}x\\[6pt]\tanh x&=\sum _{n=1}^{\infty }{\frac {B_{2n}4^{n}\left(4^{n}-1\right)}{(2n)!}}x^{2n-1}&&=x-{\frac {x^{3}}{3}}+{\frac {2x^{5}}{15}}-{\frac {17x^{7}}{315}}+\cdots &&{\text{for }}|x|<{\frac {\pi }{2}}\\[6pt]\operatorname {arsinh} x&=\sum _{n=0}^{\infty }{\frac {(-1)^{n}(2n)!}{4^{n}(n!)^{2}(2n+1)}}x^{2n+1}&&=x-{\frac {x^{3}}{6}}+{\frac {3x^{5}}{40}}-\cdots &&{\text{for }}|x|\leq 1\\[6pt]\operatorname {artanh} x&=\sum _{n=0}^{\infty }{\frac {x^{2n+1}}{2n+1}}&&=x+{\frac {x^{3}}{3}}+{\frac {x^{5}}{5}}+\cdots &&{\text{for }}|x|\leq 1,\ x\neq \pm 1\end{aligned}}}

The numbersBk appearing in the series fortanhx are theBernoulli numbers.[10]

Polylogarithmic functions

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Thepolylogarithms have these defining identities:

Li2(x)=n=11n2xnLi3(x)=n=11n3xn{\displaystyle {\begin{aligned}{\text{Li}}_{2}(x)&=\sum _{n=1}^{\infty }{\frac {1}{n^{2}}}x^{n}\\{\text{Li}}_{3}(x)&=\sum _{n=1}^{\infty }{\frac {1}{n^{3}}}x^{n}\end{aligned}}}

TheLegendre chi functions are defined as follows:

χ2(x)=n=01(2n+1)2x2n+1χ3(x)=n=01(2n+1)3x2n+1{\displaystyle {\begin{aligned}\chi _{2}(x)&=\sum _{n=0}^{\infty }{\frac {1}{(2n+1)^{2}}}x^{2n+1}\\\chi _{3}(x)&=\sum _{n=0}^{\infty }{\frac {1}{(2n+1)^{3}}}x^{2n+1}\end{aligned}}}

And the formulas presented below are calledinverse tangent integrals:

Ti2(x)=n=0(1)n(2n+1)2x2n+1Ti3(x)=n=0(1)n(2n+1)3x2n+1{\displaystyle {\begin{aligned}{\text{Ti}}_{2}(x)&=\sum _{n=0}^{\infty }{\frac {(-1)^{n}}{(2n+1)^{2}}}x^{2n+1}\\{\text{Ti}}_{3}(x)&=\sum _{n=0}^{\infty }{\frac {(-1)^{n}}{(2n+1)^{3}}}x^{2n+1}\end{aligned}}}

Instatistical thermodynamics these formulas are of great importance.

Elliptic functions

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The completeelliptic integrals of first kind K and of second kind E can be defined as follows:

2πK(x)=n=0[(2n)!]216n(n!)4x2n2πE(x)=n=0[(2n)!]2(12n)16n(n!)4x2n{\displaystyle {\begin{aligned}{\frac {2}{\pi }}K(x)&=\sum _{n=0}^{\infty }{\frac {[(2n)!]^{2}}{16^{n}(n!)^{4}}}x^{2n}\\{\frac {2}{\pi }}E(x)&=\sum _{n=0}^{\infty }{\frac {[(2n)!]^{2}}{(1-2n)16^{n}(n!)^{4}}}x^{2n}\end{aligned}}}

TheJacobi theta functions describe the world of the elliptic modular functions and they have these Taylor series:

ϑ00(x)=1+2n=1xn2ϑ01(x)=1+2n=1(1)nxn2{\displaystyle {\begin{aligned}\vartheta _{00}(x)&=1+2\sum _{n=1}^{\infty }x^{n^{2}}\\\vartheta _{01}(x)&=1+2\sum _{n=1}^{\infty }(-1)^{n}x^{n^{2}}\end{aligned}}}

The regularpartition number sequence P(n) has this generating function:

ϑ00(x)1/6ϑ01(x)2/3[ϑ00(x)4ϑ01(x)416x]1/24=n=0P(n)xn=k=111xk{\displaystyle \vartheta _{00}(x)^{-1/6}\vartheta _{01}(x)^{-2/3}{\biggl [}{\frac {\vartheta _{00}(x)^{4}-\vartheta _{01}(x)^{4}}{16\,x}}{\biggr ]}^{-1/24}=\sum _{n=0}^{\infty }P(n)x^{n}=\prod _{k=1}^{\infty }{\frac {1}{1-x^{k}}}}

The strict partition number sequence Q(n) has the generating function:

ϑ00(x)1/6ϑ01(x)1/3[ϑ00(x)4ϑ01(x)416x]1/24=n=0Q(n)xn=k=111x2k1{\displaystyle \vartheta _{00}(x)^{1/6}\vartheta _{01}(x)^{-1/3}{\biggl [}{\frac {\vartheta _{00}(x)^{4}-\vartheta _{01}(x)^{4}}{16\,x}}{\biggr ]}^{1/24}=\sum _{n=0}^{\infty }Q(n)x^{n}=\prod _{k=1}^{\infty }{\frac {1}{1-x^{2k-1}}}}

Calculation of Taylor series

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Several methods exist for the calculation of the Taylor series of a large number of functions. One can attempt to use the definition of the Taylor series, though this often requires generalizing the form of the coefficients according to a readily apparent pattern.[11] Alternatively, one can use manipulations such as substitution, multiplication or division, addition or subtraction of standard Taylor series to construct the Taylor series of a function, by virtue of the Taylor series being a power series. In some cases, one can also derive the Taylor series by repeatedly applyingintegration by parts. Particularly convenient is the use ofcomputer algebra systems to calculate Taylor series.

First example

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In order to compute the 7th-degree Maclaurin polynomial for the functionf(x)=ln(cosx),x(π2,π2),{\displaystyle f(x)=\ln(\cos x),\quad x\in {\bigl (}{-{\tfrac {\pi }{2}}},{\tfrac {\pi }{2}}{\bigr )},}one may first rewrite the function asf(x)=ln(1+(cosx1)),{\displaystyle f(x)={\ln }{\bigl (}1+(\cos x-1){\bigr )},}the composition of two functionsxln(1+x){\displaystyle x\mapsto \ln(1+x)} andxcosx1.{\displaystyle x\mapsto \cos x-1.} The Taylor series for the natural logarithm is (usingbig O notation)ln(1+x)=xx22+x33+O(x4){\displaystyle \ln(1+x)=x-{\frac {x^{2}}{2}}+{\frac {x^{3}}{3}}+O{\left(x^{4}\right)}}and for the cosine functioncosx1=x22+x424x6720+O(x8).{\displaystyle \cos x-1=-{\frac {x^{2}}{2}}+{\frac {x^{4}}{24}}-{\frac {x^{6}}{720}}+O{\left(x^{8}\right)}.}

The first several terms from the second series can be substituted into each term of the first series. Because the first term in the second series has degree 2, three terms of the first series suffice to give a 7th-degree polynomial:f(x)=ln(1+(cosx1))=(cosx1)12(cosx1)2+13(cosx1)3+O((cosx1)4)=x22x412x645+O(x8).{\displaystyle {\begin{aligned}f(x)&=\ln {\bigl (}1+(\cos x-1){\bigr )}\\&=(\cos x-1)-{\tfrac {1}{2}}(\cos x-1)^{2}+{\tfrac {1}{3}}(\cos x-1)^{3}+O{\left((\cos x-1)^{4}\right)}\\&=-{\frac {x^{2}}{2}}-{\frac {x^{4}}{12}}-{\frac {x^{6}}{45}}+O{\left(x^{8}\right)}.\end{aligned}}}

Since the cosine is aneven function, the coefficients for all the odd powers are zero.

Second example

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Given that the Taylor series at 0 of the functiong(x)=excosx{\textstyle g(x)={\frac {e^{x}}{\cos x}}}. The Taylor series for the exponential function isex=1+x+x22!+x33!+x44!+,{\displaystyle e^{x}=1+x+{\frac {x^{2}}{2!}}+{\frac {x^{3}}{3!}}+{\frac {x^{4}}{4!}}+\cdots ,}and the series for cosine iscosx=1x22!+x44!.{\displaystyle \cos x=1-{\frac {x^{2}}{2!}}+{\frac {x^{4}}{4!}}-\cdots .}

Assume the series for their quotient isexcosx=c0+c1x+c2x2+c3x3+c4x4+{\displaystyle {\frac {e^{x}}{\cos x}}=c_{0}+c_{1}x+c_{2}x^{2}+c_{3}x^{3}+c_{4}x^{4}+\cdots }Multiplying both sides by the denominatorcosx{\displaystyle \cos x} and then expanding it as a series yieldsex=(c0+c1x+c2x2+c3x3+c4x4+)(1x22!+x44!)=c0+c1x+(c2c02)x2+(c3c12)x3+(c4c22+c04!)x4+{\displaystyle {\begin{aligned}e^{x}&=\left(c_{0}+c_{1}x+c_{2}x^{2}+c_{3}x^{3}+c_{4}x^{4}+\cdots \right)\left(1-{\frac {x^{2}}{2!}}+{\frac {x^{4}}{4!}}-\cdots \right)\\[5mu]&=c_{0}+c_{1}x+\left(c_{2}-{\frac {c_{0}}{2}}\right)x^{2}+\left(c_{3}-{\frac {c_{1}}{2}}\right)x^{3}+\left(c_{4}-{\frac {c_{2}}{2}}+{\frac {c_{0}}{4!}}\right)x^{4}+\cdots \end{aligned}}}

Comparing the coefficients ofg(x)cosx{\displaystyle g(x)\cos x} with the coefficients ofex,{\displaystyle e^{x},}c0=1,  c1=1,  c212c0=12,  c312c1=16,  c412c2+124c0=124, .{\displaystyle c_{0}=1,\ \ c_{1}=1,\ \ c_{2}-{\tfrac {1}{2}}c_{0}={\tfrac {1}{2}},\ \ c_{3}-{\tfrac {1}{2}}c_{1}={\tfrac {1}{6}},\ \ c_{4}-{\tfrac {1}{2}}c_{2}+{\tfrac {1}{24}}c_{0}={\tfrac {1}{24}},\ \ldots .}

The coefficientsci{\displaystyle c_{i}} of the series forg(x){\displaystyle g(x)} can thus be computed one at a time, amounting to long division of the series forex{\displaystyle e^{x}} andcosx{\displaystyle \cos x}:excosx=1+x+x2+23x3+12x4+.{\displaystyle {\frac {e^{x}}{\cos x}}=1+x+x^{2}+{\tfrac {2}{3}}x^{3}+{\tfrac {1}{2}}x^{4}+\cdots .}

Third example

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Here we employ a method called "indirect expansion" to expand the given function. This method uses the known Taylor expansion of the exponential function. In order to expand(1 +x)ex as a Taylor series inx, we use the known Taylor series of functionex:

ex=n=0xnn!=1+x+x22!+x33!+x44!+.{\displaystyle e^{x}=\sum _{n=0}^{\infty }{\frac {x^{n}}{n!}}=1+x+{\frac {x^{2}}{2!}}+{\frac {x^{3}}{3!}}+{\frac {x^{4}}{4!}}+\cdots .}

Thus,

(1+x)ex=ex+xex=n=0xnn!+n=0xn+1n!=1+n=1xnn!+n=0xn+1n!=1+n=1xnn!+n=1xn(n1)!=1+n=1(1n!+1(n1)!)xn=1+n=1n+1n!xn=n=0n+1n!xn.{\displaystyle {\begin{aligned}(1+x)e^{x}&=e^{x}+xe^{x}=\sum _{n=0}^{\infty }{\frac {x^{n}}{n!}}+\sum _{n=0}^{\infty }{\frac {x^{n+1}}{n!}}=1+\sum _{n=1}^{\infty }{\frac {x^{n}}{n!}}+\sum _{n=0}^{\infty }{\frac {x^{n+1}}{n!}}\\&=1+\sum _{n=1}^{\infty }{\frac {x^{n}}{n!}}+\sum _{n=1}^{\infty }{\frac {x^{n}}{(n-1)!}}=1+\sum _{n=1}^{\infty }\left({\frac {1}{n!}}+{\frac {1}{(n-1)!}}\right)x^{n}\\&=1+\sum _{n=1}^{\infty }{\frac {n+1}{n!}}x^{n}\\&=\sum _{n=0}^{\infty }{\frac {n+1}{n!}}x^{n}.\end{aligned}}}

Approximation error and convergence

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Taylor's theorem

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Main article:Taylor's theorem
Pictured is an accurate approximation ofsinx around the pointx = 0. The pink curve is a polynomial of degree sevensinxxx33!+x55!x77!.{\displaystyle \sin {x}\approx x-{\frac {x^{3}}{3!}}+{\frac {x^{5}}{5!}}-{\frac {x^{7}}{7!}}.}

The error in this approximation is no more than|x|9 / 9!. For a full cycle centered at the origin (−π <x < π), the error is less than 0.08215. In particular, for−1 <x < 1, the error is less than 0.000003.

In contrast, also shown is a picture of the natural logarithm functionln(1 +x) and some of its Taylor polynomials arounda = 0. These approximations converge to the function only in the region−1 <x ≤ 1. Outside of this region, the higher-degree Taylor polynomials areworse approximations for the function.

Theerror incurred in approximating a function by itsnth-degree Taylor polynomial is called theremainder and is denoted by the functionRn(x).Taylor's theorem can be used to obtain a bound on thesize of the remainder.[12]

In general, Taylor series need not beconvergent at all. In fact, the set of functions with a convergent Taylor series is ameager set in theFréchet space ofsmooth functions. Even if the Taylor series of a functionf does converge, its limit need not be equal to the value of the functionf (x). For example, the functionf(x)={e1/x2if x00if x=0{\displaystyle f(x)={\begin{cases}e^{-1/x^{2}}&{\text{if }}x\neq 0\\[3mu]0&{\text{if }}x=0\end{cases}}}isinfinitely differentiable atx = 0, and has all derivatives zero there. Consequently, the Taylor series off (x) aboutx = 0 is identically zero. However,f (x) is not the zero function, so it does not equal its Taylor series around the origin. Thus,f (x) is an example of anon-analytic smooth function. This example shows that there areinfinitely differentiable functionsf (x) inreal analysis, whose Taylor series arenot equal tof (x) even if they converge.[13] By contrast, theholomorphic functions studied incomplex analysis always possess a convergent Taylor series,[14] and even the Taylor series of ameromorphic function, which might have singularities, never converges to a value different from the function itself. The complex functione−1/z2, however, does not approach 0 whenz approaches 0 along the imaginary axis, so it is notcontinuous in the complex plane and its Taylor series is undefined at 0.

Every sequence of real or complex numbers can appear more generally ascoefficients in the Taylor series of an infinitely differentiable function defined on the real line, a consequence ofBorel's lemma. As a result, theradius of convergence of a Taylor series can be zero. There are even infinitely differentiable functions defined on the real line whose Taylor series have a radius of convergence 0 everywhere.[15]

A function cannot be written as a Taylor series centred at asingularity. In these cases, the function can still be expressed as a series expansion by allowing negative powers of the variablex. Such a series is known as aLaurent series, which generalizes the Taylor series.[16]

Generalization

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The generalization of the Taylor series does converge to the value of the function itself for anyboundedcontinuous function on(0,∞), and this can be done by using the calculus offinite differences. Specifically, the following theorem, due toEinar Hille, that for anyt > 0,[17]limh0+n=0tnn!Δhnf(a)hn=f(a+t).{\displaystyle \lim _{h\to 0^{+}}\sum _{n=0}^{\infty }{\frac {t^{n}}{n!}}{\frac {\Delta _{h}^{n}f(a)}{h^{n}}}=f(a+t).}HereΔn
h
is thenth finite difference operator with step sizeh.[18] The series is precisely the Taylor series, except that divided differences appear in place of differentiation: the series is formally similar to theNewton series. When the functionf is analytic ata, the terms in the series converge to the terms of the Taylor series, and in this sense generalizes the usual Taylor series.

In general, for any infinite sequenceai, the following power series identity holds:[19]n=0unn!Δnai=euj=0ujj!ai+j.{\displaystyle \sum _{n=0}^{\infty }{\frac {u^{n}}{n!}}\Delta ^{n}a_{i}=e^{-u}\sum _{j=0}^{\infty }{\frac {u^{j}}{j!}}a_{i+j}.}So in particular,[19]f(a+t)=limh0+et/hj=0f(a+jh)(t/h)jj!.{\displaystyle f(a+t)=\lim _{h\to 0^{+}}e^{-t/h}\sum _{j=0}^{\infty }f(a+jh){\frac {(t/h)^{j}}{j!}}.}

The series on the right is theexpected value off (a +X), whereX is aPoisson-distributedrandom variable that takes the valuejh with probabilityet/h·(t/h)j/j!. Hence,f(a+t)=limh0+f(a+x)dPt/h,h(x).{\displaystyle f(a+t)=\lim _{h\to 0^{+}}\int _{-\infty }^{\infty }f(a+x)dP_{t/h,h}(x).}

Thelaw of large numbers implies that the identity holds.[19]

Analytic functions

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Main article:Analytic function
The functione(−1/x2) is not analytic atx = 0: the Taylor series is identically 0, although the function is not.

Iff (x) is given by a convergent power series in an open disk centred atb in the complex plane (or an interval in the real line), it is said to beanalytic in this region. Thus forx in this region,f is given by a convergent power series[20]f(x)=n=0an(xb)n.{\displaystyle f(x)=\sum _{n=0}^{\infty }a_{n}(x-b)^{n}.}

Differentiating byx the above formulan times, then settingx =b givesf(n)(b)n!=an,{\displaystyle {\frac {f^{(n)}(b)}{n!}}=a_{n},}and so the power series expansion agrees with the Taylor series. Thus, a function is analytic in an open disk centered atb if and only if its Taylor series converges to the value of the function at each point of the disk.[21]

Iff (x) is equal to the sum of its Taylor series for allx in the complex plane, it is calledentire. The polynomials,exponential functionex, and thetrigonometric functions of sine and cosine, are examples of entire functions.[22] Examples of functions that are not entire include thesquare root, thelogarithm, thetrigonometric function tangent, and its inverse,arctan. For these functions, the Taylor series do notconverge ifx is far fromb. That is, the Taylor seriesdiverges atx if the distance betweenx andb is larger than theradius of convergence. The Taylor series can be used to calculate the value of an entire function at every point, provided the value of the function and all its derivatives are known at a single point.

Uses of the Taylor series for analytic functions include:

  • The partial sums of the Taylor series (that is,Taylor polynomial) of the series can be used as approximations of the function. These approximations are good if sufficiently many terms are included.
  • Differentiation and integration of power series can be performed term by term and are hence particularly easy.
  • Ananalytic function is uniquely extended to aholomorphic function on an open disk in thecomplex plane. This makes the machinery ofcomplex analysis available.
  • The (truncated) series can be used to compute function values numerically, often by recasting the polynomial into theChebyshev form and evaluating it with theClenshaw algorithm.
  • Algebraic operations can be done readily on the power series representation; for instance,Euler's formula follows from Taylor series expansions for trigonometric and exponential functions. This result is of fundamental importance in such fields asharmonic analysis.
  • Approximations based on the first few terms of a Taylor series can render otherwise intractable problems solvable over a restricted domain. This idea underliesperturbation theory, which is widely used in physics.[23] Other physics fields that require approximation using Taylor series aresimple pendulum, andgeometric optics usingparaxial approximation.[24]

Taylor series in multiple variables

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The Taylor series may also be generalized to functions of more than one variable with[25]T(x1,,xd)=n1=0nd=0(x1a1)n1(xdad)ndn1!nd!(n1++ndfx1n1xdnd)(a1,,ad)=f(a1,,ad)+j=1df(a1,,ad)xj(xjaj)+12!j=1dk=1d2f(a1,,ad)xjxk(xjaj)(xkak)+13!j=1dk=1dl=1d3f(a1,,ad)xjxkxl(xjaj)(xkak)(xlal)+,=|α|0(xa)αα!(αf)(a).{\displaystyle {\begin{aligned}T(x_{1},\ldots ,x_{d})&=\sum _{n_{1}=0}^{\infty }\cdots \sum _{n_{d}=0}^{\infty }{\frac {(x_{1}-a_{1})^{n_{1}}\cdots (x_{d}-a_{d})^{n_{d}}}{n_{1}!\cdots n_{d}!}}\,\left({\frac {\partial ^{n_{1}+\cdots +n_{d}}f}{\partial x_{1}^{n_{1}}\cdots \partial x_{d}^{n_{d}}}}\right)(a_{1},\ldots ,a_{d})\\&=f(a_{1},\ldots ,a_{d})+\sum _{j=1}^{d}{\frac {\partial f(a_{1},\ldots ,a_{d})}{\partial x_{j}}}(x_{j}-a_{j})+{\frac {1}{2!}}\sum _{j=1}^{d}\sum _{k=1}^{d}{\frac {\partial ^{2}f(a_{1},\ldots ,a_{d})}{\partial x_{j}\partial x_{k}}}(x_{j}-a_{j})(x_{k}-a_{k})\\&\qquad \qquad +{\frac {1}{3!}}\sum _{j=1}^{d}\sum _{k=1}^{d}\sum _{l=1}^{d}{\frac {\partial ^{3}f(a_{1},\ldots ,a_{d})}{\partial x_{j}\partial x_{k}\partial x_{l}}}(x_{j}-a_{j})(x_{k}-a_{k})(x_{l}-a_{l})+\cdots ,\\&=\sum _{|\alpha |\geq 0}{\frac {(\mathbf {x} -\mathbf {a} )^{\alpha }}{\alpha !}}\left({\mathrm {\partial } ^{\alpha }}f\right)(\mathbf {a} ).\end{aligned}}}The last expression is the multivariate Taylor series in terms ofmulti-index notation with a full analogy to the single variable case.

For example, for a functionf(x,y){\displaystyle f(x,y)} that depends on two variables,x andy, the Taylor series to second order about the point(a,b) isf(a,b)+(xa)fx(a,b)+(yb)fy(a,b)+12!((xa)2fxx(a,b)+2(xa)(yb)fxy(a,b)+(yb)2fyy(a,b)){\displaystyle f(a,b)+(x-a)f_{x}(a,b)+(y-b)f_{y}(a,b)+{\frac {1}{2!}}{\Big (}(x-a)^{2}f_{xx}(a,b)+2(x-a)(y-b)f_{xy}(a,b)+(y-b)^{2}f_{yy}(a,b){\Big )}}where the subscripts denote the respectivepartial derivatives.

Second-order Taylor series in several variables

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See also:Linearization § Multivariable functions

A second-order Taylor series expansion of a scalar-valued function of more than one variable can be written compactly asT(x)=f(a)+(xa)TDf(a)+12!(xa)T{D2f(a)}(xa)+,{\displaystyle T(\mathbf {x} )=f(\mathbf {a} )+(\mathbf {x} -\mathbf {a} )^{\mathsf {T}}Df(\mathbf {a} )+{\frac {1}{2!}}(\mathbf {x} -\mathbf {a} )^{\mathsf {T}}\left\{D^{2}f(\mathbf {a} )\right\}(\mathbf {x} -\mathbf {a} )+\cdots ,}whereDf (a) is thegradient off evaluated atx =a andD2f (a) is theHessian matrix.

Example

[edit]
Second-order Taylor series approximation (in orange) of a functionf (x,y) =ex ln(1 +y) around the origin.

In order to compute a second-order Taylor series expansion around the point(a,b) = (0, 0) of the functionf(x,y)=exln(1+y),{\displaystyle f(x,y)=e^{x}\ln(1+y),}one first computes all the necessary partial derivatives:

fx=exln(1+y),fy=ex1+y,fxx=exln(1+y),fyy=ex(1+y)2,fxy=fyx=ex1+y.{\displaystyle {\begin{aligned}f_{x}&=e^{x}\ln(1+y),&f_{y}&={\frac {e^{x}}{1+y}},\\f_{xx}&=e^{x}\ln(1+y),&f_{yy}&=-{\frac {e^{x}}{(1+y)^{2}}},\\f_{xy}&=f_{yx}={\frac {e^{x}}{1+y}}.\end{aligned}}}

Evaluating these derivatives at the origin gives the Taylor coefficients

fx(0,0)=0,fy(0,0)=1,fxx(0,0)=0,fyy(0,0)=1,fxy(0,0)=1.{\displaystyle {\begin{aligned}f_{x}(0,0)&=0,&f_{y}(0,0)&=1,\\f_{xx}(0,0)&=0,&f_{yy}(0,0)&=-1,\\f_{xy}(0,0)&=1.\end{aligned}}}

Substituting these values in to the general formulaT(x,y)=f(a,b)+(xa)fx(a,b)+(yb)fy(a,b)+12!((xa)2fxx(a,b)+2(xa)(yb)fxy(a,b)+(yb)2fyy(a,b))+{\displaystyle {\begin{aligned}T(x,y)&=f(a,b)+(x-a)f_{x}(a,b)+(y-b)f_{y}(a,b)\\&\qquad {}+{\frac {1}{2!}}\left((x-a)^{2}f_{xx}(a,b)+2(x-a)(y-b)f_{xy}(a,b)+(y-b)^{2}f_{yy}(a,b)\right)+\cdots \end{aligned}}}

produces

T(x,y)=0+0(x0)+1(y0)+12(0(x0)2+2(x0)(y0)+(1)(y0)2)+=y+xy12y2+{\displaystyle {\begin{aligned}T(x,y)&=0+0(x-0)+1(y-0)+{\frac {1}{2}}{\big (}0(x-0)^{2}+2(x-0)(y-0)+(-1)(y-0)^{2}{\big )}+\cdots \\&=y+xy-{\tfrac {1}{2}}y^{2}+\cdots \end{aligned}}}

Sinceln(1 +y) is analytic in|y| < 1, we have

exln(1+y)=y+xy12y2+,|y|<1.{\displaystyle e^{x}\ln(1+y)=y+xy-{\tfrac {1}{2}}y^{2}+\cdots ,\qquad |y|<1.}

History

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Theancient Greek philosopherZeno of Elea considered the problem of summing an infinite series to achieve a finite result, but rejected it as an impossibility; the result wasZeno's paradox.[26] Later,Aristotle proposed a philosophical resolution of the paradox, but the mathematical content was apparently unresolved until taken up byArchimedes, as it had been prior to Aristotle by the Presocratic AtomistDemocritus. It was through Archimedes'smethod of exhaustion that an infinite number of progressive subdivisions could be performed to achieve a finite result.[27]Liu Hui independently employed a similar method a few centuries later.[28]

In the 14th century, the earliest examples of specific Taylor series (but not the general method) were given by the Indian mathematicianMadhava of Sangamagrama.[29] Though no record of his work survives, writings of his followers in theKerala school of astronomy and mathematics suggest that he found the Taylor series for thetrigonometric functions ofsine,cosine, andarctangent; seeMadhava series. During the following two centuries, his followers developed further series expansions and rational approximations.[30]

In late 1670,James Gregory was shown in a letter fromJohn Collins several Maclaurin series(sinx,{\textstyle \sin x,}cosx,{\textstyle \cos x,}arcsinx,{\textstyle \arcsin x,} andxcotx{\textstyle x\cot x}) derived byIsaac Newton, and told that Newton had developed a general method for expanding functions in series. Newton had in fact used a cumbersome method involving long division of series and term-by-term integration, but Gregory did not know it and set out to discover a general method for himself. In early 1671 Gregory discovered something like the general Maclaurin series and sent a letter to Collins including series forarctanx,{\textstyle \arctan x,}tanx,{\textstyle \tan x,}secx,{\textstyle \sec x,}lnsecx{\textstyle \ln \sec x} (the integral oftan{\displaystyle \tan }),lntan12(12π+x){\textstyle \ln \tan {\tfrac {1}{2}}{{\bigl (}{\tfrac {1}{2}}\pi +x{\bigr )}}} (theintegral ofsec, the inverseGudermannian function),arcsec(2ex),{\textstyle \operatorname {arcsec} {\bigl (}{\sqrt {2}}e^{x}{\bigr )},} and2arctanex12π{\textstyle 2\arctan e^{x}-{\tfrac {1}{2}}\pi } (the Gudermannian function). However, thinking that he had merely redeveloped a method by Newton, Gregory never described how he obtained these series, and it can only be inferred that he understood the general method by examining scratch work he had scribbled on the back of another letter from 1671.[31]

In 1691–1692, Newton wrote down an explicit statement of the Taylor and Maclaurin series in an unpublished version of his workDe Quadratura Curvarum. It was the earliest explicit formulation of the general Taylor series.[32] However, this work by Newton was never completed and the relevant sections were omitted from the portions published in 1704 under the titleTractatus de Quadratura Curvarum.[33]

It was not until 1715 that a general method for constructing these series for all functions for which they exist was finally published byBrook Taylor, after whom the series are now named.[34]

The Maclaurin series was named afterColin Maclaurin, a Scottish mathematician, who published a special case of the Taylor result in the mid-18th century.[35]

See also

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Notes

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  1. ^Banner 2007, p. 530.
  2. ^Thomas & Finney 1996, See §8.9..
  3. ^Abramowitz & Stegun 1970, p. 69.
  4. ^ab
  5. ^Hofmann 1939.
  6. ^Abramowitz & Stegun 1970, p. 14.
  7. ^Abramowitz & Stegun 1970, p. 15.
  8. ^Abramowitz & Stegun 1970, p. 75,81.
  9. ^Abramowitz & Stegun 1970, p. 75.
  10. ^abAbramowitz & Stegun 1970, p. 85.
  11. ^Varberg, Purcell & Rigdon 2007, p. 489.
  12. ^Knapp 2000, p. 43–44.
  13. ^Grossman 1984, p. 750.
  14. ^Campos 2011, p. 558.
  15. ^Rudin 1980, p. 418, See Exercise 13.
  16. ^Kreyszig 2011, p. 708.
  17. ^
  18. ^Feller 2003, p. 230–232.
  19. ^abcFeller 2003, p. 231.
  20. ^Silverman 1974, p. 139.
  21. ^Choudhary 1992, p. 102.
  22. ^Markushevich 1966, p. 6.
  23. ^Sandler 2011, p. 258.
  24. ^
  25. ^
  26. ^Lindberg 2007, p. 33.
  27. ^Kline 1990, p. 35–37.
  28. ^Boyer & Merzbach 1991, p. 202–203.
  29. ^Dani 2012.
  30. ^Gupta 2019, p. 417–442.
  31. ^
  32. ^
  33. ^Newton 1761.
  34. ^
  35. ^Grossman 1984, p. 748.

References

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External links

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