Taylor's theorem

In calculus, Taylor's theorem gives an

approximation of a -times differentiable
function around a given point by a
polynomial of degree , called the -th-
order Taylor polynomial. For a smooth
function, the Taylor polynomial is the
truncation at the order of the Taylor
series of the function. The first-order
Taylor polynomial is the linear
approximation of the function, and the
second-order Taylor polynomial is often
referred to as the quadratic
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.

The exponential function (red) and the

corresponding Taylor polynomial of degree four
(dashed green) around the origin.

Taylor's theorem is named after the

mathematician Brook Taylor, who stated a
version of it in 1715,[2] although an earlier
version of the result was already
mentioned in 1671 by James Gregory.[3]

Taylor's theorem is taught in introductory-

level calculus courses and is one of the
central elementary tools in mathematical
analysis. It gives simple arithmetic
formulas to accurately compute values of
many transcendental functions such as
the exponential function and trigonometric
functions. It is the starting point of the
study of analytic functions, and is
fundamental in various areas of
mathematics, as well as in numerical
analysis and mathematical physics.
Taylor's theorem also generalizes to
multivariate and vector valued functions.

Motivation

Graph of (blue) with its

linear approximation
(red) at .

If a real-valued function is
differentiable at the point , then it
has a linear approximation near this point.
This means that there exists a function
h1(x) such that
Here

is the linear approximation of for x

near the point a, whose graph
is the tangent line to the graph
at x = a. The error in the approximation is:

As x tends to a, this error goes to zero

much faster than , making
a useful approximation.
 Graph of (blue) with its
quadratic approximation

(red) at
. Note the improvement in the
approximation.

For a better approximation to , we

can fit a quadratic 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 the
quadratic 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 as x
tends to a.
 Approximation of (blue) by its Taylor

polynomials of order centered at

(red) and (green). The approximations do not improve
at all outside and , respectively.

Similarly, we might get still better

approximations to f if we use polynomials
of higher degree, since then we can match
even more derivatives with f at the
selected base point.

In general, the error in approximating a

function by a polynomial of degree k will
go to zero much faster than as x
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 be analytic
at x = 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 an
approximation by a -th order Taylor
polynomial Pk tends to zero faster than
any nonzero -th degree polynomial as
. It does not tell us how large the
error is in any concrete neighborhood 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 on f. These enhanced
versions of Taylor's theorem typically lead
to uniform 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 function f is analytic. 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:

1. Estimate the error for a polynomial

Pk(x) of degree k estimating on
a given interval (a – r, a + r). (Given
the interval and degree, we find the
error.)
2. Find the smallest degree k for which
the polynomial Pk(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.)
3. Find the largest interval (a − r, a + r)
on which Pk(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

Statement of the theorem

The precise statement of the most basic

version of Taylor's theorem is as follows:

Taylor's theorem[4][5][6] — Let

k ≥ 1 be an integer and let
the function f : R → R be k
times differentiable at the
 point a ∈ R. Then there
exists a function hk : R → R
such that

and

This is called the Peano

form of the remainder.

The polynomial appearing in Taylor's

theorem is the -th order Taylor
polynomial
of the function f at the point a. The Taylor
polynomial is the unique "asymptotic best
fit" polynomial in the sense that if there
exists a function hk : R → R and a -th
order polynomial p such that

then p = Pk. Taylor's theorem describes the

asymptotic behavior of the remainder
term
which is the approximation error when
approximating f with its Taylor polynomial.
Using the little-o notation, the statement in
Taylor's theorem reads as

Explicit formulas for the remainder

Under stronger regularity assumptions on f

there are several precise formulas for the
remainder term Rk of the Taylor
polynomial, the most common ones being
the following.

Mean-value forms of the

remainder — Let f : R → R be
k + 1 times differentiable on
the open interval with f (k)
continuous on the closed
interval between and .[7]
Then

for some real number

between and . This is the
Lagrange form[8] of the
remainder.

Similarly,
for some real number
between and . This is the
Cauchy 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 the
 Schlömilch form of the
remainder (sometimes
called the Schlömilch-
Roché). The choice
is the Lagrange
form, whilst the choice
is the Cauchy form.

These refinements of Taylor's theorem are

usually proved using the mean value
theorem, whence the name. Additionally,
notice that this is precisely the mean value
theorem when . Also other similar
expressions can be found. For example, if
G(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 using Cauchy'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
of Lebesgue integration theory for the full
generality. However, it holds also in the
sense of Riemann integral provided the
(k + 1)th derivative of f is continuous on
the closed interval [a,x].

Integral form of the

remainder[10] — Let be
absolutely continuous on the
closed interval between
and . Then
Due to absolute continuity of f (k) on the
closed interval between and , its
derivative f (k+1) exists as an L 1-function,
and the result can be proven by a formal
calculation using fundamental theorem of
calculus and integration by parts.

Estimates for the remainder

It 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
that f is (k + 1)-times continuously
differentiable in an interval I containing a.
Suppose that there are real constants q
and Q such that

throughout I. Then the remainder term

satisfies the inequality[11]

if x > a, and a similar estimate if x < a. This

is a simple consequence of the Lagrange
form of the remainder. In particular, if

on an interval I = (a − r,a + r) with some

, then
for all x∈(a − r,a + r). The second inequality
is called a uniform estimate, because it
holds uniformly for all x on the interval
(a − r,a + r).

Example

Approximation of (blue) by its Taylor polynomials of order

centered at (red).
Suppose 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 and x.
Since ex 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 for ex to deduce that
simply by maximizing the numerator and
minimizing the denominator. Combining
these estimates for ex we see that

so the required precision is certainly

reached, when

(See factorial or compute by hand the

values and
 .) As a conclusion,
Taylor's theorem leads to the
approximation

For instance, this approximation provides

a decimal expression ,
correct up to five decimal places.

Relationship to analyticity

Taylor expansions of real analytic

functions

Let I ⊂ R be an open interval. By definition,

a function f : I → R is real analytic if it is
locally defined by a convergent power
series. This means that for every a ∈ I
there exists some r > 0 and a sequence of
coefficients ck ∈ R such that
(a − r, a + r) ⊂ I and

In general, the radius of convergence of a

power series can be computed from the
Cauchy–Hadamard formula

This result is based on comparison with a

geometric series, and the same method
shows that if the power series based on a
converges for some b ∈ R, it must
converge uniformly on the closed 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
domain I of f.

The Taylor polynomials of the real analytic

function f at a 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 and r < 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 derivatives f′(a) at the
center of the expansion, but using
complex analysis also another possibility
arises, which is described below.

Taylor's theorem and convergence of

Taylor series

The Taylor series of f will converge in

some interval in which all its derivatives
are bounded and do not grow too fast as k
goes to infinity. (However, even if the
Taylor series converges, it might not
converge to f, as explained below; f is then
said to be non-analytic.)

One might think of the Taylor series

of an infinitely many times differentiable

function f : R → R as its "infinite order
Taylor polynomial" at a. Now the estimates
for the remainder imply that if, for any r,
the derivatives of f are known to be
bounded over (a − r, a + r), then for any
order k and for any r > 0 there exists a
constant Mk,r > 0 such that
 (★★)

for every x ∈ (a − r,a + r). Sometimes the

constants Mk,r can be chosen in such way
that Mk,r is bounded above, for fixed r and
all k. Then the Taylor series of f converges
uniformly to some analytic function

(One also gets convergence even if Mk,r is

not bounded above as long as it grows
slowly enough.)
The limit function Tf is by definition always
analytic, but it is not necessarily equal to
the original function f, even if f is infinitely
differentiable. In this case, we say f is a
non-analytic smooth function, for example
a flat function:

Using the chain rule repeatedly by

mathematical induction, one shows that
for any order k,
for some polynomial pk of degree 2(k − 1).

The function tends to zero faster

than any polynomial as , so f is
infinitely many times differentiable and
f (k)(0) = 0 for every positive integer k. The
above results all hold in this case:

The Taylor series of f converges

uniformly to the zero function Tf(x) = 0,
which is analytic with all coefficients
equal to zero.
The function f is unequal to this Taylor
series, and hence non-analytic.
 For any order k ∈ N and radius r > 0
there exists Mk,r > 0 satisfying the
remainder bound (★★) above.

However, as k increases for fixed r, the

value of Mk,r grows more quickly than rk,
and the error does not go to zero.

Taylor's theorem in complex analysis

Taylor's theorem generalizes to functions

f : C → C which are complex differentiable
in an open subset U ⊂ C of the complex
plane. However, its usefulness is dwarfed
by other general theorems in complex
analysis. Namely, stronger versions of
related results can be deduced for
complex differentiable functions f : U → C
using Cauchy's integral formula as follows.

Let r > 0 such that the closed disk

B(z, r) ∪ S(z, r) is contained in U. Then
Cauchy's integral formula with a positive
parametrization γ(t) = z + reit of the circle
S(z, r) with gives

Here all the integrands are continuous on

the circle S(z, r), which justifies
differentiation under the integral sign. In
particular, if f is once complex
differentiable on the open set U, then it is
actually infinitely many times complex
differentiable on U. One also obtains the
Cauchy's estimates[12]

for any z ∈ U and r > 0 such that

B(z, r) ∪ S(c, r) ⊂ U. These estimates imply
that the complex Taylor series

of f converges uniformly on any open disk

with into
some function Tf. Furthermore, using the
contour integral formulas for the
derivatives f (k)(c),

so any complex differentiable function f in

an open set U ⊂ C is in fact complex
analytic. All that is said for real analytic
functions here holds also for complex
analytic functions with the open interval I
replaced by an open subset U ∈ C and a-
centered intervals (a − r, a + r) replaced by
c-centered disks B(c, r). In particular, the
Taylor expansion holds in the form

where the remainder term Rk is complex

analytic. Methods of complex analysis
provide some powerful results regarding
Taylor expansions. For example, using
Cauchy's integral formula for any positively
oriented Jordan curve which
parametrizes the boundary of a
region , one obtains expressions
for the derivatives f (j)(c) as above, and
modifying slightly the computation for
Tf(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 function f
itself on the boundary . Similarly,
applying Cauchy's estimates to the series
expression for the remainder, one obtains
the uniform estimates

Example

Complex plot of .
Modulus is shown by elevation and
argument by coloring: cyan = ,
blue = , violet = , red = ,
yellow = , green = .

The function
is real analytic, that is, locally determined
by its Taylor series. This function was
plotted above 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 function f
extends into a meromorphic function
on the compactified complex plane. It has
simple poles at and , and it
is analytic elsewhere. Now its Taylor series
centered at z0 converges on any disc B(z0,
r) with r < |z − z0|, where the same Taylor
series converges at z ∈ C. Therefore,
Taylor series of f centered at 0 converges
on B(0, 1) and it does not converge for any
z ∈ C with |z| > 1 due to the poles at i and
−i. For the same reason the Taylor series
of f centered at 1 converges on
and does not converge for any z ∈ C with
.

Generalizations of Taylor's
theorem

Higher-order differentiability

A function f: Rn → R is differentiable at
a ∈ Rn if and only if there exists a linear
functional L : Rn → R and a function
h : Rn → R such that

If this is the case, then is the

(uniquely defined) differential of f at the
point a. Furthermore, then the partial
derivatives of f exist at a and the
differential of f at a is given by

Introduce the multi-index notation

for α ∈ Nn and x ∈ Rn. If all the -th order

partial derivatives of f : Rn → R are
continuous at a ∈ Rn, then by Clairaut's
theorem, one can change the order of
mixed derivatives at a, so the notation
for the higher order partial derivatives is
justified in this situation. The same is true
if all the (k − 1)-th order partial derivatives
of f exist in some neighborhood of a and
are differentiable at a.[13] Then we say that
f is k times differentiable at the point a.

Taylor's theorem for multivariate

functions

Using notations of the preceding section,

one has the following theorem.
 Multivariate version of
Taylor's theorem[14] — Let
f : Rn → R be a k-times
continuously differentiable
function at the point a ∈ Rn.
Then there exist functions
hα : Rn → R, where
such that

If the function f : Rn → R is k + 1 times

continuously differentiable in a closed ball
 for
some , then one can derive an exact
formula for the remainder in terms of
(k+1)-th order partial derivatives of f in this
neighborhood.[15] Namely,

In this case, due to the continuity of (k+1)-

th order partial derivatives in the compact
set B, one immediately obtains the
uniform estimates
Example in two dimensions

For example, the third-order Taylor

polynomial of a smooth function
is, denoting ,
Proofs

Proof for Taylor's theorem in one real

variable

Let[16]

where, as in the statement of Taylor's

theorem,

It is sufficient to show that

The proof here is based on repeated
application of L'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

Let 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

Let G 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, by Cauchy'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 for f needed for the

use of mean value theorem are too strong,
if one aims to prove the claim in the case
that f (k) is only absolutely continuous.
However, if one uses Riemann integral
instead of Lebesgue integral, the
assumptions cannot be weakened.
Derivation for the integral form of the
remainder

Due to absolute continuity of on the

closed interval between and its
derivative exists as an -function,
and we can use fundamental theorem of
calculus and integration by parts. This
same proof applies for the Riemann
integral assuming that is continuous
on the closed interval and differentiable on
the open interval between and , and
this leads to the same result than using
the mean value theorem.
The fundamental theorem of calculus
states that

Now we can integrate 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
using induction. Suppose that

(eq1)

Integrating the remainder term by parts we

arrive at
Substituting this into the formula in (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

We 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 the chain rule for several

variables gives
where is the multinomial coefficient.
Since , we get:

See also

Mathematics
portal
 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
derivative

Footnotes

1. (2013). "Linear and quadratic

approximation" (http://www.math.ubc.ca/~
sujatha/2013/103/week10-12/Linearapp.p
df) Retrieved December 6, 2018
2. Taylor, Brook (1715). Methodus
Incrementorum Directa et Inversa (https://a
rchive.org/details/UFIE003454_TO0324_PN
I-2529_000000) [Direct and Reverse
Methods of Incrementation] (in Latin).
London. p. 21–23 (Prop. VII, Thm. 3, Cor. 2).
Translated into English in Struik, D. J.
(1969). A Source Book in Mathematics
1200–1800. Cambridge, Massachusetts:
Harvard University Press. pp. 329–332.
3. Kline 1972, pp. 442, 464.
4. Genocchi, Angelo; Peano, Giuseppe (1884),
Calcolo differenziale e principii di calcolo
integrale, (N. 67, pp. XVII–XIX): Fratelli
Bocca ed.
5. Spivak, Michael (1994), Calculus (3rd ed.),
Houston, TX: Publish or Perish, p. 383,
ISBN 978-0-914098-89-8
6. "Taylor formula" (https://www.encyclopedia
ofmath.org/index.php?title=Taylor_formul
a) , Encyclopedia of Mathematics, EMS
Press, 2001 [1994]
7. The hypothesis of f (k) being continuous on
the closed interval between and is not
redundant. Although f being k + 1 times
differentiable on the open interval between
and does imply that f (k) is continuous
on the open interval between and , it
does not imply that f (k) is continuous on the
closed interval between and , i.e. it does
not imply that f (k) is continuous at the
endpoints of that interval. Consider, for
example, the function f : [0,1] → R defined
to equal on and with
. This is not continuous at 0, but
is continuous on . Moreover, one can
show that this function has an
antiderivative. Therefore that antiderivative
is differentiable on , its derivative (the
 function f) is continuous on the open
interval , but its derivative f is not
continuous on the closed interval . So
the theorem would not apply in this case.
8. Kline 1998, §20.3; Apostol 1967, §7.7.
9. Apostol 1967, §7.7.
10. Apostol 1967, §7.5.
11. Apostol 1967, §7.6
12. Rudin 1987, §10.26
13. This follows from iterated application of the
theorem that if the partial derivatives of a
function f exist in a neighborhood of a and
are continuous at a, then the function is
differentiable at a. See, for instance,
Apostol 1974, Theorem 12.11.
14. Königsberger Analysis 2, p. 64 ff.
15. https://sites.math.washington.edu/~folland
/Math425/taylor2.pdf
16. Stromberg 1981
17. Hörmander 1976, pp. 12–13

References

Apostol, Tom (1967), Calculus (https://ar

chive.org/details/calculus01apos) ,
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 (https://archive.org/details/first
courseinana0000pedr) , 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.
Proof of Taylor's Theorem (https://www.
math.cuhk.edu.hk/course_builder/1516/
math1010c/Taylor.pdf) (PDF), Chinese
University of Hong Kong.

External links

Taylor's theorem at ProofWiki

 Taylor Series Approximation to Cosine
(http://www.cut-the-knot.org/Curriculu
m/Calculus/TaylorSeries.shtml) at cut-
the-knot
Trigonometric Taylor Expansion (http://c
inderella.de/files/HTMLDemos/2C02_Ta
ylor.html) interactive demonstrative
applet
Taylor Series Revisited (http://numerical
methods.eng.usf.edu/topics/taylor_seri
es.html) at Holistic Numerical Methods
Institute (http://numericalmethods.eng.
usf.edu)

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