Copyright © 2006, David A.


Revised Tue, 11 Dec 07, 8:15:18

Taylor Series
David A. Randall

Department of Atmospheric Science Colorado State University, Fort Collins, Colorado 80523

A sufficiently differentiable function can be represented by a power series that is referred to an arbitrary point : f ££ HaL f ££ HaL f HxL = f HaL + f £ HaL Hx - aL + ÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅ Hx - aL2 + ÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅ Hx - aL3 + … . 2! 3! (1)

Here primes denote differentiation. This expansion, which is called a “Taylor series,” can be derived without any assumptions or approximations except that the indicated derivatives exist (Arfken, 1985). On the right-hand side of (1), f and its various derivatives are evaluated at the point x = a. We will use Taylor series to show how a function behaves at a distance h from a fixed point a. If we write x = a + h in the above, so that x - a = h, we get f ££ HaL f HnL HaL f Ha + hL = f HaL + f £ HaL h + ÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅ h2 + … + ÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅ hn 2! n! Hn+1L HaL f + ÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅ ÅÅÅÅÅ hn+1 + … . ÅÅÅÅ Hn + 1L! f f d f = d x ÅÅÅÅÅÅÅÅÅ + d y ÅÅÅÅÅÅÅÅÅ . x y


For a function of two variables, f Hx, yL, the total change of the function, at a neighboring point in the Hx, yL plane, can be due to changes in either of x or y: (3) The analogy to advection is obvious, but should not be taken literally. We consider d x and d y to be constant here; their ratio essentially specifies a direction in the Hx, yL plane.

Continuing in an analogous manner, the second total differential of f, i.e., the total differential of the first total differential of f, is

We can now write the Taylor series expansion of f Hx. bL + ÅHx . 3 4   yn i d n f = j x ÅÅÅÅÅÅÅÅÅ + d y ÅÅÅÅÅÅÅÅÅ z f Hx. bL: Å Ñ Å Ñ 1 Ä   É2 1 Ä   É3 Å Ñ Å Ñ Å Ñ Å Ñ + ÅÅÅÅÅÅÅÅ ÅHx . A.2 D. For convenient reference. jd z x y { k (5) (6) (7) Here the subscripts denote differentiation. yL .bL ÅÅÅÅÅÅÅÅÅ Ñ f + ÅÅÅÅÅÅÅÅ ÅHx . yL .aL ÅÅÅÅÅÅÅÅÅ + Hy . yL = f Ha.bL ÅÅÅÅÅÅÅÅÅ Ñ f + … .aL ÅÅÅÅÅÅÅÅÅ + Hy . Å Ñ Å Ñ Å Ñ Å Ñ 2! Å x y Ñ 3! Å x y Ñ Ç Ö Ç Ö Ä Å Ñ   É Å Ñ Å Ñ f Hx. yL for a point in the neighborhood of the point Ha. d 4 f = Hd xL4 fx x x x + 4 Hd xL3 d y f x x x y + 6 Hd xL2 Hd yL2 fx x y y +4 d xHd yL fxyyy + Hd yL fy y y y . In general. we note that d 3 f = Hd xL3 fx x x + 3 Hd xL2 d y f x x y + 3 d xHd yL2 fx y y + Hd yL3 fy y y . Randall Ä É Ä É Å Å 2 2 Ñ Å 2 2 Ñ ÅHd xL2 ÅÅÅÅÅÅÅÅÅf Å + d x d y ÅÅÅÅÅÅÅÅÅÅÅÅfÅÅÅÅ Ñ + Åd x d y ÅÅÅÅÅÅÅÅÅÅÅÅfÅÅÅÅ + Hd yL2 ÅÅÅÅÅÅÅÅÅf Å Ñ Ñ Å Å Ñ Å Ñ =Å ÅÅÅ Å Ñ Å Å ÅÅÅ Ñ Ñ Å Ñ Å 2 2 Ñ Å x x y Ñ Å x y y Ñ Å Ñ Å Ñ Ç Ö Ç Ö 2 f 2 f 2 f = Hd xL2 ÅÅÅÅÅÅÅÅÅ2 Å + 2 d x d y ÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅÅ + Hd yL2 ÅÅÅÅÅÅÅÅÅ2 Å ÅÅÅ ÅÅÅ x x y y   y2 i = j x ÅÅÅÅÅÅÅÅÅ + d y ÅÅÅÅÅÅÅÅÅ z f Hx. jd z x y { k  = d x ÅÅÅÅÅÅÅÅÅ x f f z  j f f z i j x ÅÅÅÅÅÅÅÅÅ + d y ÅÅÅÅÅÅÅÅÅ y + d y ÅÅÅÅÅÅÅÅÅ i x ÅÅÅÅÅÅÅÅÅ + d y ÅÅÅÅÅÅÅÅÅÅ y jd z jd z x y { y k x y { k   d 2 f = d x ÅÅÅÅÅÅÅÅÅ Hd f L + d y ÅÅÅÅÅÅÅÅÅ Hd f L x y H4L (4) Note the cross-derivative.aL ÅÅÅÅÅÅÅÅÅ + Hy .bL ÅÅÅÅÅÅÅÅÅ Ñ f Å Ñ Å Å Ñ x y Ñ Ç Ö (8) Taylor series .

Addison-Wesley Publ. Thomas. 1985: Mathematical methods for physicists. San Diego. G. D.. G.Revised 12/11/07 8:15:18 3 References & Bibliography Arfken. Inc. Co.. Randall Nuggets .. Jr. 1034 pp. Academic Press. A. 1972: Calculus and analytic geometry.. B. 985 pp.