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The theorem is named after the mathematician Brook Taylor, who stated it in 1712. The result was first discovered 41 years earlier in 1671 by James Gregory. It gives precise estimates on the size of the error in the approximation.
The theorem is named after the mathematician Brook Taylor, who stated it in 1712. The result was first discovered 41 years earlier in 1671 by James Gregory. It gives precise estimates on the size of the error in the approximation.
The theorem is named after the mathematician Brook Taylor, who stated it in 1712. The result was first discovered 41 years earlier in 1671 by James Gregory. It gives precise estimates on the size of the error in the approximation.
In calculus, Taylor's theorem gives a sequence of approximations of a
differentiable function around a given point by polynomials (the Taylor polynomials of that function) whose coefficients depend only on the derivatives of the function at that point. The theorem also gives precise estimates on the size of the error in the approximation. The theorem is named after the mathematician Brook Taylor, who stated it in 1712, though the result was first discovered 41 years earlier in 1671 by James Gregory. History The Greek philosopher Zeno considered the problem of summing an infinite series to achieve a finite result, but rejected it as an impossibility: the result was Zeno's paradox. Later, Aristotle proposed a philosophical resolution of the paradox, but the mathematical content was apparently unresolved until taken up by Democritus and then Archimedes. It was through Archimedes's method of exhaustion that an infinite number of progressive subdivisions could be performed to achieve a finite result. Liu Hui independently employed a similar method a few centuries later. In the 14th century, the earliest examples of the use of Taylor series and closely- related methods were given by Madhava of Sangamagrama. Though no record of his work survives, writings of later Indian mathematicians suggest that he found a number of special cases of the Taylor series, including those for the trigonometric functions of sine, cosine, tangent, and arctangent. The Kerala school of astronomy and mathematics further expanded his works with various series expansions and rational approximations until the 16th century. In the 17th century, James Gregory also worked in this area and published several Maclaurin series. It was not until 1715 however that a general method for constructing these series for all functions for which they exist was finally provided by Brook Taylor, after whom the series are now named. The Maclaurin series was named after Colin Maclaurin, a professor in Edinburgh, who published the special case of the Taylor result in the 18th century. Definitions The Taylor series of a real or complex function (x) that is infinitely differentiable in a neighbourhood of a real or complex number a is the power series
which in a more compact form can be written as
where n! denotes the factorial of n and (n) (a) denotes the nth derivative of evaluated at the point a. The zeroth derivative of is defined to be itself and (x a) 0 and 0! are both defined to be 1. In the particular case where a = 0, the series is also called a Maclaurin series.
Taylor's theorem in one variable
Taylor's theorem asserts that any sufficiently smooth function can locally be approximated by polynomials. A simple example of application of Taylor's theorem is the approximation of the exponential function e x near x = 0:
The approximation is called the n-th order Taylor approximation to e x because it approximates the value of the exponential function by a polynomial of degree n. This approximation only holds for x close to zero, and as x moves further away from zero, the approximation becomes worse. The quality of the approximation is controlled by the remainder term:
More generally, Taylor's theorem applies to any sufficiently differentiable function , giving an approximation, for x near a point a, of the form
The remainder term is just the difference of the function and its approximating polynomial
Although an explicit formula for the remainder term is seldom of any use, Taylor's theorem also provides several ways in which to estimate the value of the remainder. In other words, for x near enough to a, the remainder ought to be "small"; Taylor's theorem gives information on precisely how small it actually is.
Statements The precise statement of the theorem is as follows: If n 0 is an integer and is a function which is n times continuously differentiable on the closed interval [a, x] and n + 1 times differentiable on the open interval (a, x), then
Here, n! denotes the factorial of n, and R n (x) is a remainder term, denoting the difference between the Taylor polynomial of degree n and the original function. The remainder term R n (x) depends on x and is small if x is close enough to a. Several expressions are available for it. The Lagrange form of the remainder term states that there exists a number between a and x such that
This exposes Taylor's theorem as a generalization of the mean value theorem. In fact, the mean value theorem is used to prove Taylor's theorem with the Lagrange remainder term. The Cauchy form of the remainder term states that there exists a number between a and x such that
More generally, if G(t) is a continuous function on [a,x] which is differentiable with non-vanishing derivative on (a,x), then there exists a number between a and x such that
This exposes Taylor's theorem as a generalization of the Cauchy mean value theorem. The above forms are restricted to the case of functions taking real values. However, the integral form of the remainder term applies as well when the function takes complex values. It is:
provided, as is often the case, (n) is absolutely continuous on [a, x]. This shows the theorem to be a generalization of the fundamental theorem of calculus. In general, a function does not need to be equal to its Taylor series, since it is possible that the Taylor series does not converge, or that it converges to a different function. However, for many functions (x), one can show that the remainder term R n approaches zero as n approaches . Those functions can be expressed as a Taylor series in a neighbourhood of the point a and are called analytic. Taylor's theorem (with the integral formulation of the remainder term) is also valid if the function has complex values or vector values. Furthermore, there is a version of Taylor's theorem for functions in several variables. For complex functions analytic in a region containing a circle C surrounding a and its interior, there is a contour integral expression for the remainder
valid inside of C. Theorem 5.29 (Taylors Theorem - Lagrange form of Remainder) Let f be continuous on [a, x], and assume that each of f', f'',..., f (n+1) is defined on [a, x]. Then we can write f (x) = P n (x) + R n (x), where P n (x), the Taylor polynomial of degree n about a, and R n (x), the corresponding remainder, are given by P n (x) = f (a) + f'(a)(x - a) + (x - a) 2 + (x - a) n ,
R n (x) = (x - a) n+1 ,
where c is some point between a and x. We make no attempt to prove this, although the proof can be done with the tools we have at our disposal. Some quick comments: the theorem is also true for x < a; just restate it for the interval [x, a] etc; if n = 0, we have f (x) = f (a) + (x - a)f'(c) for some c between a and x; this is a restatement of the Mean Value Theorem; if n = 1, we have f (x) = f (a) + (x - a)f'(x) + (x - a) 2
for some c between a and x; this often called the Second Mean Value Theorem; in general we can restate Taylor's Theorem as f (x) = f (a) + (x - a)f'(x) +...+ (x - a) n + (x - a) n+1 , for some c between a and x; the special case in which a = 0 has a special name; it is called Maclaurin's Theorem; just as with Rolle, or the Mean Value Theorem, there is no useful information about the point c. We now explore the meaning and content of the theorem with a number of examples. Example 5.30 Find the Taylor polynomial of order n about 0 for f (x) = e , and write down the corresponding remainder term. Solution. There is no difficulty here in calculating derivatives -- clearly f (k) (x) = e for all k, and so f (k) (0) = 1. Thus by Taylor's theorem, e = 1 + x + + +... + e for some point c between 0 and x. In particular, P n (x) = 1 + x + + +... and R n (x) = e .
We can actually say a little more about this example if we recall that x is fixed. We have e x = P n (x) + R n (x) = P n (x) + e We show that R n (x) 0 as n , so that (again for fixed x), the sequence P n (x) e x as n . If x < 0, e < 1, while if x 1, then since c < x, we have e < e . thus R n (x) = e max( e , 1) 0 as n . We think of the limit of the polynomial as forming a series, the Taylor series for e . We study series (and then Taylor series) in Section 7. Example 5.31 Find the Taylor polynomial of order 1 about a for f (x) = e , and write down the corresponding remainder term. Solution. Using the derivatives computed above, by Taylor's theorem, e = e + (x - a) e + e for some point c between a and x. In particular, P 1 (x) = e + (x - a) e and R 1 (x) = e .
Example 5.32 Find the Maclaurin polynomial of order n > 3 about 0 for f (x) = (1 + x) 3 , and write down the corresponding remainder term. Solution. We have f (x) = (1 + x) 3
f'(x) = 3(1 + x) 2
f''(x) = 6(1 + x) f'''(x) = 6 f (n) (x) = 0 if n > 3.
and so, by Taylor's theorem (1 + x) 3 = 1 + 3x + x 2 + x 3 , a result we could have got directly, but which is at least reassuring.
Example 5.33 Find the Taylor polynomial of order n about 0 for f (x) = sin x, and write down the corresponding remainder term. Solution. There is no difficulty here in calculating derivatives -- we have f (x) = sin x f'(x) = cos x f''(x) = - sin x f'''(x) = - cos x f (4) (x) = sin x and so on.
Thus by Taylor's theorem, sin x = x - + +...+ (- 1) n+1 +... Writing down the remainder term isn't particularly useful, but the important point is that | R 2n+1 (x)| 0 as n .
Exercise 5.34 Recall that cosh x = , and that sinh x = . Now check the shape of the following Taylor polynomials:
cos x = 1 - + +...+ (- 1) n +...
sinh x = x + + +...+ +...
cosh x = 1 + + +...+ +...
Example Compute the 7 th degree Maclaurin polynomial for the function . First, rewrite the function as . We have for the natural logarithm (by using the big O notation)
and for the cosine function
The latter series expansion has a zero constant term, which enables us to substitute the second series into the first one and to easily omit terms of higher order than the 7 th degree by using the big O notation:
Since the cosine is an even function, the coefficients for all the odd powers x, x 3 , x 5 , x 7 , ... have to be zero.
Applications of Taylor Series
1 st. Evaluating definite integrals 2 nd. Understanding asymptotic behaviour 3 rd. Understanding the growth of functions 4 th. Solving differential equations
We started studying Taylor Series because we said that polynomial functions are easy and that if we could find a way of representing complicated functions as series ("infinite polynomials") then maybe some properties of functions would be easy to study too. In this section, we'll show you a few ways in Taylor series can make life easy.
Evaluating definite integrals Remember that we've said that some functions have no antiderivative which can be expressed in terms of familiar functions. This makes evaluating definite integrals of these functions difficult because the Fundamental Theorem of Calculus cannot be used. However, if we have a series representation of a function, we can oftentimes use that to evaluate a definite integral. Here is an example. Suppose we want to evaluate the definite integral
The integrand has no antiderivative expressible in terms of familiar functions. However, we know how to find its Taylor series: we know that
Now if we substitute , we have
In spite of the fact that we cannot antidifferentiate the function, we can antidifferentiate the Taylor series:
Notice that this is an alternating series so we know that it converges. If we add up the first four terms, the pattern becomes clear: the series converges to 0.31026.
Understanding asymptotic behaviour Sometimes, a Taylor series can tell us useful information about how a function behaves in an important part of its domain. Here is an example which will demonstrate. A famous fact from electricity and magnetism says that a charge q generates an electric field whose strength is inversely proportional to the square of the distance from the charge. That is, at a distance r away from the charge, the electric field is
where k is some constant of proportionality. Oftentimes an electric charge is accompanied by an equal and opposite charge nearby. Such an object is called an electric dipole. To describe this, we will put a charge q at the point and a charge -q at .
Along the x axis, the strength of the electric fields is the sum of the electric fields from each of the two charges. In particular,
If we are interested in the electric field far away from the dipole, we can consider what happens for values of x much larger than d. We will use a Taylor series to study the behaviour in this region.
Remember that the geometric series has the form
If we differentiate this series, we obtain
Into this expression, we can substitute to obtain
In the same way, if we substitute , we have
Now putting this together gives
In other words, far away from the dipole where x is very large, we see that the electric field strength is proportional to the inverse cube of the distance. The two charges partially cancel one another out to produce a weaker electric field at a distance.
Understanding the growth of functions This example is similar is spirit to the previous one. Several times in this course, we have used the fact that exponentials grow much more rapidly than polynomials. We recorded this by saying that
for any exponent n . Let's think about this for a minute because it is an important property of exponentials. The ratio is measuring how large the exponential is compared to the polynomial. If this ratio was very small, we would conclude that the polynomial is larger than the exponential. But if the ratio is large, we would conclude that the exponential is much larger than the polynomial. The fact that this ratio becomes arbitrarily large means that the exponential becomes larger than the polynomial by a factor which is as large as we would like. This is what we mean when we say "an exponential grows faster than a polynomial." To see why this relationship holds, we can write down the Taylor series for .
Notice that this last term becomes arbitrarily large as . That implies that the ratio we are interested in does as well:
Basically, the exponential grows faster than any polynomial because it behaves like an infinite polynomial whose coefficients are all positive.
Solving differential equations Some differential equations cannot be solved in terms of familiar functions (just as some functions do not have antiderivatives which can be expressed in terms of familiar functions). However, Taylor series can come to the rescue again. Here we will present two examples to give you the idea.
Example 1: We will solve the initial value problem
Of course, we know that the solution is , but we will see how to discover this in a different way. First, we will write out the solution in terms of its Taylor series:
Since this function satisfies the condition , we must have . We also have
Since the differential equation says that , we can equate these two Taylor series:
If we now equate the coefficients, we obtain:
This means that as we expect. Of course, this is an intial value problem we know how to solve. The real value of this method is in studying initial value problems that we do not know how to solve.
Example 2: Here we will study Airy's equation with initial conditions:
This equation is important in optics. In fact, it explains why a rainbow appears the way in which it does! As before, we will write the solution as a series:
Since we have the initial conditions, and . Now we can write down the derivatives:
The equation then gives
Again, we can equate the coefficients of x to obtain
This gives us the first few terms of the solution:
If we continue in this way, we can write down many terms of the series (perhaps you see the pattern already?) and then draw a graph of the solution. This looks like this: Example 3 Determine the Taylor series for about x=0.
Solution This time there is no formula that will give us the derivative for each n so lets start taking derivatives and plugging in x=0.
Once we reach this point its fairly clear that there is a pattern emerging here. Just what this pattern is has yet to be determined, but it does seem fairly clear that a pattern does exist.
Lets plug what weve got into the formula for the Taylor series and see what we get.
So, every other term is zero.
We would like to write this in terms of a series, however finding a formula that is zero every other term and gives the correct answer for those that arent zero would be unnecessarily complicated. So, lets rewrite what weve got above and while were at it renumber the terms as follows,
With this renumbering we can fairly easily get a formula for the Taylor series of the cosine function about x=0.