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You are on page 1of 4

If f : A Rm is a differentiable function, and we are given a point p A, one

can use the derivative to write down the best linear approximation to f at p. It

is natural to wonder if one can do better using quadratic, or even higher degree,

polynomials. We start with the one dimensional case.

Blackboard 1. Let I R be an open interval and let f : I R be a C k -function.

Given a point a I, let

Pa,k f (x) = f (a) + f 0 (a)(x a) +

=

k

X

f i (a)

i=0

i!

f 00 (a)

f 000 (a)

f k (a)

(x a)2 +

(x a)3 + +

(x a)k

2

3!

k!

(x a)i .

Then Pa,k f (x) is the kth Taylor polynomial of f , centred at a. The remainder

is the difference

Ra,k f (x) = f (x) Pa,k f (x).

Note that we have chosen Pa,k f so that the first k derivatives of Pa,k f at a are

precisely the same as those of f . In other words, the first k derivatives at a of

the remainder are all zero. The remainder is a measure of how good the Taylor

polynomial approximates f (x) and so it is very useful to estimate Ra,k (x).

Theorem 2 (Taylors Theorem with remainder). Let I R be an open interval

and let f : I R be a C k+1 -function. Let a and b be two points in I.

Then there is a between a and b, such that

Ra,k f (b) =

f k+1 ()

(b a)k+1 .

(k + 1)!

Theorem 3 (Mean value theorem). Let f : [a, b] R is continuous and differentiable at every point of (a, b), then we may find c (a, b) such that

f (b) f (a) = f 0 (c)(b a).

Proof of Theorem 2. If a = b then take = a. The result is clear in this case.

Otherwise if we put

Ra,k f (b)

M=

,

(b a)k+1

then

Ra,k f (b) = M (b a)k+1 .

We want to show that there is some between a and b such that

M=

f k+1 ()

.

(k + 1)!

If we let

g(x) = Ra,k (x) M (x a)k+1 ,

then

g k+1 (x) = f k+1 (x) (k + 1)!M.

1

g k+1 () = 0.

Now the first k derivatives of g at a are all zero,

g i (a) = 0

for

0 i k.

By choice of M ,

g(b) = 0.

So by the mean value theorem, applied to g(x), there is a 1 between a and b such

that

g 0 (1 ) = 0.

Again by the mean value theorem, applied to g 0 (x), there is a 2 between a and 1

such that

g 00 (2 ) = 0.

Continuing in this way, by induction we may find i , 1 i k + 1 between a and

i1 such that

g i (i ) = 0.

Let = k+1 .

f (x) = x1/2

1

f 0 (x) = x1/2

2

1

00

f (x) = 2 x3/2

2

3

000

f (x) = 3 x5/2

2

1 3 5 7/2

4

f (x) =

x

24

1 3 5 7 9/2

x

f 5 (x) =

25

1 3 5 7 9 11/2

f 6 (x) =

x

26

(2k 1)!! (2k1)/2

f k (x) = (1)k1

x

2k

(2k 1)!! 22k1

f k (9/4) = (1)k1

2k

32k1

(2k 1)!!2k1

= (1)k1

.

32k1

Lets write down the Taylor polynomial centred at a = 9/4.

P9/4,5 f (x) = f (9/4)+f 0 (9/4)(x9/4)+f 00 (9/4)/2(x9/4)2 +f 000 (9/4)/6(x9/4)3

f 4 (9/4)/24(x 9/4)4 + f 5 (9/4)/120(x 9/4)5 .

So,

P9/4,5 f (x) = 3/2 + 1/3(x 9/4) 1/33 (x 9/4)2 + 2/35 (x 9/4)3

1 3 5 23

1 3 5 7 24

(x 9/4)4 +

(x 9/4)5 .

7

24 3

120 39

f (2) = 2.

P9/4,3 (2) = 3/2 + 1/3(1/4) 1/33 (1/4)2 2/35 (1/4)3 =

10997

1.41422 . . . .

7776

|R3 (2, 9/4)| =

1 3 7/2

13

()

(1/2) = 1/16.

(1/4)4 <

4!

4!

In fact

|R3 (2, 9/4)| =

10997

2 4 106 .

7776

to A, then so does every point on the line segment between them). Suppose that

f : A R is C k .

Given ~a A, the kth Taylor polynomial of f centred at a is

P~a,k f (~x) = f (~a) +

X f

X

(~a)(xi ai ) + 1/2

xi

1in

1

k!

1i,jn

2f

(~a)(xi ai )(xj aj ) + . . .

xi xj

X

1i1 ,i2 ,...,ik n

f

(~a)(xi1 ai1 )(xi2 ai2 ) . . . (xik aik ).

xi1 xi2 . . . xik

R~a,k f (~x) = f (~x) P~a,k f (~x).

Theorem 5. Let A Rn be an open subset which is convex. Suppose that f : A

R is C k+1 , and let ~a and ~b belong to A.

Then there is a vector ~ on the line segment between ~a and ~b such that

R~a,k (~b) =

1

(k + 1)!

X

1l1 ,l2 ,...,lk+1 n

k+1 f

~ i ai )(bi ai ) . . . (bi ai ).

()(b

1

1

2

2

k+1

k+1

xi1 xi2 . . . xik+1

Proof. As A is open and convex, we may find > 0 so that the parametrised line

~r : (, 1 + ) Rn

given by

is contained in A. Let

g : (, 1 + ) R,

be the composition of ~r(t) and f (~x).

Claim 6.

P0,k g(t) = P~a,k f (~r(t)).

X f

g 0 (t) =

(~r(t))(bi ai )

xi

1in

g 00 (t) =

X

1ijn

2f

(~r(t))(bi ai )(bj aj )

xi xj

and so on.

We can write out the first few terms of the Taylor series of f and get something

interesting. Let ~h = ~x ~a. Then

X f

X

2f

P~a,2 f (x) = f (~a) +

(~a)hi + 1/2

(~a)hi hj .

xi

xi xj

1in

1i,jn

The middle term is the same as multiplying the row vector formed by the gradient

of f ,

f

f

f

(~a),

(~a), . . .

(~a)),

f (~a) = (

x1

x2

xn

and the column vector given by ~h. The last term is the same as multiplying the

matrix with entries

2f

(~a),

xi xj

on the left by ~h and on the right by the column vector given by ~h and dividing by

2.

The matrix

2

f

(~a) ,

Hf (~a) = (hij ) =

xi xj

is called the Hessian of f (~x).

We have then

P~a,2 f (x) = f (~a) + f (~a) ~h + 1 ~h (Hf (~a) ~h).

2

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