Taylor series

Denitions
The Taylor series of a function f (x), that is innitely dierentiable in a neighbourhood of a given value a, is dened by the innite series of polynoms: f (x) = f (a) + f (a) f (a) f (a) (x a) + (x a)2 + (x a)3 + ... 1! 2! 3! (1)

which can be written in the most compact form:

f (x) =
n=0

f (n) (a) (x a)n n!

(2)

where n! denotes the factorial of n (n! = n(n 1)(n 2)...1) and f (n) (a) denotes the nth derivative of f evaluated at the point a; the zeroth derivative of f is dened to be f itself. In the particular case where a = 0, the series is also called a Maclaurin series:

f (x) =
n=0

f (n) (0) n x n!

(3)

Remark 1 By denition, the more terms we take in a convergent power series, the better is the approximation to the function f given by the power series. The 2-term approximation f (x) = f (a) + f (a)(x a) is equivalent to approximating f (x) near a by a tangent line at x = a (gure 1). (4)

Remark 2 The Taylor approximation (4) is sometimes used in a slightly dierent form, obtained by introducing the change of variable: xa= If x is close to a, the perturbation , so that x = a + (5)

is small, and we can rewrite eq. (4) as: (6) (7)

x =a

f (x) = f (a) + f (a)(x a) f (a + ) = f (a) + f (a) with f (a) = df (x) dx

Figure 1: The red function dened by eq. (4) is a good approximation of the blue function f (x) around x = a.

Particular developments
Here are some common McLaurin developments (i.e. Taylor series around a = 0). 1 = 1 + x + x2 + x3 + .... = 1x
x

xn
n=0

(8)

x2 x3 x4 + + + ... = e =1+x+ 2 3! 4! x2 x3 ln(1 + x) = x + ... = 2 3 x3 x5 + ... = sin(x) = x 3! 5!

n=0

xn n! xn n

(9)

(1)n+1
n=1

(10)

n=0

(1)n 2n+1 x (2n + 1)!

(11)

x2 x4 cos(x) = 1 + ... = 2! 4!

n=0

(1)n 2n x (2n)!

(12)

For x small, we thus have the following approximations: 1 1+x 1x ex 1 + x ln(1 + x) x etc. (13) (14) (15)

Examples
Figure 2 shows the Taylor development for the functions f (x) = sin(x) (eq. 11) and f (x) = ln(x + 1) (eq. 10). As we can see, more terms we take, closer is the polynomial function (red) to the given function (blue).
2

1.5

y=xx3/3!

y=x

y=xx3/3!+x5/5! y=sin(x)

0.5

0.5

1.5

2 10

10

x
4

y=xx2/2+x3/3

y=x

y=ln(1+x)
1

y=xx2/2

y=xx2/2+x3/3x4/4
0.5 0 0.5 1 1.5 2 2.5 3

4 1

Figure 2: Taylor development for the functions y = sin(x) (top panel) and y = ln(x + 1) (bottom panel) around a = 0.

Generalization
The Taylor development can be generalized to functions of several variables. For a function of two variables f (x, y ), the Taylor development around (a, b) becomes: 1 1 1 f (x, y ) = f (a, b)+ fx (a, b)x + fy (a, b)y + fx (a, b)x2 + fy (a, b)y 2 + fxy (a, b)xy + ... (16) 2 2 2 where fx denotes the derivative of f (x) with respect to x, fx denotes the second derivative of f (x) with respect to x, fxy denotes the derivative of f (x) with respect to x and y , i.e. fx (a, b) = fy (a, b) = fx (a, b) = fy (a, b) = fx y (a, b) = f (x, y ) x f (x, y ) y f (x, y ) x2 2 f (x, y ) y 2 f (x, y ) xy
2 2

x=a,y =b

x=a,y =b

x=a,y =b

x=a,y =b

x=a,y =b

(17)

Remark For a function of two variables, if x and y are small perturbations, the approximation (6) becomes: f (a + x , b + y ) f (a, b) + fx (a, b) x + fy (a, b) y (18) where fx (a, b) = fy (a, b) = f (x, y ) x f (x, y ) y

x=a,y =b

(19)
x=a,y =b