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Editor’s Note:

This piece of note originates from Roland E. Larson, and R Hostetler. Calculus: with analytic geometry:1979.

Taylor series is a general procedure used to obtain a power series to represent a given function although which is pretty limited in terms of sorts. Essentially, the reason why Taylor series could replace the original function is in that Taylor series is an infinite series approaching the function closer and closer. So if we select only front n terms to represent the value, there will be some error. Hence we use Remainder to illustrate this error.

Purpose:

To generate a general procedure for deriving the power series for any differentiable elementary function.

Then to derive and use Taylor’s theorem for generating the power series for a given functions.

Suppose that the function f is represented by a power series, centered at x=c,

f ( x) an ( x c) n ,| x c | R

n 0

Then by theorem 1, we know that the nth derivative of f exists for |x-c|<R. thus by successive differentiation we have

f (0) ( x) a0 a1 ( x c ) a2 ( x c ) 2 a3 ( x c)3 L f (1) ( x) a1 2a2 ( x c ) 3a3 ( x c ) 2 4a4 ( x c )3 L f (2) ( x) 2a2 3!a3 ( x c ) 4 3a4 ( x c ) 2 5 4a5 ( x c )3 L f (3) ( x) 3!a3 4! a1 ( x c ) 5 4 a2 ( x c ) 2 6 4a3 ( x c )3 L 3 5 M f ( n ) ( x ) n !an ( n 1)!an 1 ( x c ) L

Now evaluating each of these derivatives at x=c yields

f (0) (c) a0 0!a0 f (1) (c) a1 1!a1 f (2) (c) 2a2 2!a2 f (3) (c) 3!a3 M f ( n ) (c) n !an

By solving for an in the last equation, we find that the nth coefficient of the power series representation of f(x) is

an

f ( n ) (c ) n!

We call this result Taylor’s theorem.

Theorem 2. Taylor’s Theorem

If

f

is

represented

by

a

power

series

f ( x ) a0 a1 ( x c ) a2 ( x c ) 2 a3 ( x c )3 L

Then the coefficients are given by

an

f ( n ) (c ) n!

And

f ( x)

n 0

f ( n ) (c ) ( x c) n n!

The series obtained here is often referred to as a Taylor series for f(x) at x=c. If the series is centered at x=0, it is called a Maclaurin series.

In

, the members of this sequence are called Taylor

f ( x)

n 0

f ( n ) (c ) ( x c)n n!

polynomials for f(x). On the interval of convergence, the graphs of these Taylor polynomials become closer and closer approximations to the graph of f(x).

A formal description of how closely a Taylor polynomials approximates a function f is given in the following theorem.

Theorem 3. Taylor’s Formula with a Remainder

Let f be a function such that f(n+1)(x) exists for every x in an interval I containing c. then for all x in I,

where

f ( x ) f (c) f ' (c )( x c )

f '' (c) f ( n ) (c ) ( x c)2 L ( x c ) n Rn 2! n!

for some number z between c and x.

Rn

f ( n 1) ( z ) ( x c ) n 1 (n 1)!

Proof. To find Rn we write Rn=f(x)-Sn(x), where Sn(x) is the nth partial sum of the series for f(x). suppose we let g be a function of t defined by

g (t ) f ( x) f (t ) f ' (t )( x t )

f '' (t ) f ( n ) (t ) K ( x t )2 L ( x t )n ( x t ) n 1 2! n! (n 1)!

For all t in I. [Note that x is considered a constant with respect to g(t).]

Now

differentiation

with

respect

to

t

yields

f '' (t ) f ''' (t ) f ( n ) (t ) f ( n 1) (t ) 2 n 1 g (t ) f (t ) [ f (t ) f (t )( x t )] [ ( x t) ( x t) ] L [ ( x t) (x 1! 2! (n 1)! n!

' ' ' ''

Which simplifies to

, for all t between c and

g ' (t )

f ( n 1) (t ) K ( x t )n ( x t )n n! (n 1)!

x. Now g(t) has the properties that

g(c)=f(c)-f(c)=0

and g(x)=f(x)-f(x)=0

therefore, g satisfies the conditions of Rolle’s Theorem, and it follows that there is a number z between c and x such that g’(z)=0. Substituting z for t in the equation for g’(t) and then solving for K, we obtain

K=f(n+1)(z)

Finally, using this value for K in g(t), we obtain

f ( x) f (c ) f ' (c )( x c )

f '' (c) f ( n ) (c ) f ( n 1) ( z ) ( x c )2 L ( x c)n ( x c )n 1 S n ( x ) Rn 2! n! ( n 1)!

Though Taylor Theorem is applicable to a wide variety of functions, it is frequently tedious to use because of the complexity of the derivatives. Therefore, the most practical use of Taylor Theorem is in developing power series of a basic list of elementary functions. Then from this basic list, we can determine power series for other functions by the operations of addition, subtraction, multiplication, division, differentiation, integration, or composition with known power series.

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UsefulNot usefulThis note tries to explain the origin and definition of Taylor series. The reason why I make such a specific file on this topic is in that when you do some mathematical optimization, you will find ...

This note tries to explain the origin and definition of Taylor series. The reason why I make such a specific file on this topic is in that when you do some mathematical optimization, you will find it necessary to understand TS's significance.

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