Taylor's theorem(Redirected from Taylor approximation)
In calculus, Taylor's theorem gives an approximation of a k-times differentiable function around a given point by a k-th order Taylor polynomial. For analytic functions the Taylor polynomials at a given point are finite-order truncations of its Taylor series, which completely determines the function in some neighborhood of the point. It can be thought of as the extension of linear approximation to higher order polynomials, and in the case of k equals 2 is often referred to as a quadratic approximation. The exact content of "Taylor's theorem" is not universally agreed upon. Indeed, there are several versions of it applicable in different situations, and some of them contain explicit estimates on the approximation error of the function by its Taylor polynomial.
Taylor's theorem is named after the mathematician Brook Taylor, who stated a version of it in 1712. Yet an explicit expression of the error was not provided until much later on by Joseph-Louis Lagrange. An earlier version of the result was already mentioned in 1671 by James Gregory.
Taylor's theorem is taught in introductory-level calculus courses and is one of the central elementary tools in mathematical analysis. Within pure mathematics it is the starting point of more advanced asymptotic analysis and is commonly used in more applied fields of numerics, as well as in mathematical physics. Taylor's theorem also generalizes to multivariate and vector valued functions on any dimensions n and m. This generalization of Taylor's theorem is the basis for the definition of so-called jets, which appear in differential geometry and partial differential equations.
is the linear approximation of f at the point a. The graph of y = P1(x) is the tangent line to the graph of f at x = a. The error in the approximation is
Note that this goes to zero a little bit faster than x − a as x tends to a, given the limiting behavior of h1.
If we wanted a better approximation to f, we might instead try a quadratic polynomial instead of a linear function. Instead of just matching one derivative of f at a, we can match two derivatives, thus producing a polynomial that has the same slope and concavity as f at a. The quadratic polynomial in question is
Taylor's theorem ensures that the quadratic approximation is, in a sufficiently small neighborhood of the point a, a better approximation 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.
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 a little bit faster than (x − a)k as x tends to a. But this might not always be the case: it is also possible that increasing the degree of the approximating polynomial does not increase the quality of approximation at all even if the function f to be approximated is infinitely many times differentiable. An example of this behavior is given below, and it is related to the fact that unlike analytic functions, more general functions are not (locally) determined by the values of their derivatives at a single point.
Taylor's theorem is of asymptotic nature: it only tells us that the error Rk in an approximation by a k-th order Taylor polynomial Pk tends to zero faster than any nonzero k-th degree polynomial as x → a. 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 formulae 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 things we might do with the remainder term:
- Estimate the error in using a polynomial Pk(x) of degree k to estimate f(x) on a given interval (a – r, a + r). (The interval and the degree k are fixed; we want to find the error.)
- Find the smallest degree k for which the polynomial Pk(x) approximates f(x) to within a given error (or tolerance) on a given interval (a − r, a + r) . (The interval and the error are fixed; we want to find the degree.)
- Find the largest interval (a − r, a + r) on which Pk(x) approximates f(x) to within a given error ("tolerance"). (The degree and the error are fixed; we want to find the interval.)
Taylor's theorem in one real variableEdit
Statement of the theoremEdit
The precise statement of the most basic version of Taylor's theorem is as follows:
. This is called the Peano form of the remainder.
The polynomial appearing in Taylor's theorem is the k-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 k-th order polynomial p such that
then p = Pk. Taylor's theorem describes the asymptotic behavior of the remainder term
Explicit formulas for the remainderEdit
Under stronger regularity assumptions on f there are several precise formulae for the remainder term Rk of the Taylor polynomial, the most common ones being the following.
These refinements of Taylor's theorem are usually proved using the mean value theorem, whence the name. 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 a and x, then
for some number ξ between a and x. 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 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].
Due to absolute continuity of f(k) on the closed interval between a and x, its derivative f(k+1) exists as an L1-function, and the result can be proven by a formal calculation using fundamental theorem of calculus and integration by parts.
Estimates for the remainderEdit
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
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).
Suppose that we wish to approximate the function f(x) = ex on the interval [−1,1] 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 f(k)(x) = ex for all k, and in particular, f(k)(0) = 1. Hence the k-th order Taylor polynomial of f at 0 and its remainder term in the Lagrange form are given by
where ξ is some number between 0 and x. Since ex is increasing by (*), we can simply use ex ≤ 1 for x ∈ [−1, 0] to estimate the remainder on the subinterval [−1, 0]. To obtain an upper bound for the remainder on [0,1], we use the property eξ<ex for 0<ξ<x to estimate
using the second order Taylor expansion. Then we solve for ex to deduce that
so the required precision is certainly reached, when
(See factorial or compute by hand the values 9!=362 880 and 10!=3 628 800.) As a conclusion, Taylor's theorem leads to the approximation
For instance, this approximation provides a decimal expression e ≈ 2.71828, correct up to five decimal places.
Relationship to analyticityEdit
Taylor expansions of real analytic functionsEdit
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
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 [a − rb, a + rb], where rb = |b − a|. 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 Rk(x) 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 seriesEdit
The Taylor series of f will converge in some interval, given that all its derivatives are bounded over it and do not grow too fast as k goes to infinity. (However, it is not always the case that the Taylor series of f, if it converges, will in fact 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.)
However, even though Tf is always analytic, the case may be that f is not. That is to say, it may well be that an infinitely many times differentiable function f has a Taylor series at a which converges on some open neighborhood of a, but the limit function Tf is different from f. An important example of this phenomenon is provided by the non-analytic smooth function known as a flat function:
for some polynomial pk of degree 2(k − 1). The function tends to zero faster than any polynomial as x → 0, so f is infinitely many times differentiable and f(k)(0) = 0 for every positive integer k. Now the estimates for the remainder for the Taylor polynomials show that the Taylor series of f converges uniformly to the zero function on the whole real axis. Nothing is wrong in here:
- The Taylor series of f converges uniformly to the zero function Tf(x) = 0.
- The zero function is analytic and every coefficient in its Taylor series is zero.
- The function f is infinitely many times differentiable, but not analytic.
- For any k ∈ N and r > 0 there exists Mk,r > 0 such that the remainder term for the k-th order Taylor polynomial of f satisfies (*), and is bounded above, for all k and fixed r.
Taylor's theorem in complex analysisEdit
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 t ∈ [0, 2π] 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
of f converges uniformly on any open disk B(c, r) ⊂ U with S(c, r) ⊂ U into some function Tf. Furthermore, using the contour integral formulae 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 γ which parametrizes the boundary ∂W ⊂ U of a region W ⊂ U, 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 W ⊂ U is dominated by the values of the function f itself on the boundary ∂W ⊂ U. Similarly, applying Cauchy's estimates to the series expression for the remainder, one obtains the uniform estimates
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 z = i and z = −i, 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 B(1, √2) and does not converge for any z ∈ C with |z − 1| > √2.
Generalizations of Taylor's theoremEdit
Introduce the multi-index notation
for α ∈ Nn and x ∈ Rn. If all the k-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. Then we say that f is k times differentiable at the point a .
Taylor's theorem for multivariate functionsEdit
Multivariate version of Taylor's theorem. Let f : Rn → R be a k times differentiable function at the point a∈Rn. Then there exists hα : Rn→R such that
If the function f : Rn → R is k + 1 times continuously differentiable in the closed ball B, then one can derive an exact formula for the remainder in terms of (k+1)-th order partial derivatives of f in this neighborhood. Namely,
Example in two dimensionsEdit
For example, the third-order Taylor polynomial of a smooth function f: R2 → R is, denoting x − a = v,
Proof for Taylor's theorem in one real variableEdit
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 j = 0,1,...,k−1, . Hence each of the first k−1 derivatives of the numerator in vanishes at , and the same is true of the denominator. Also, since the condition that the function f be k times differentiable at a point requires differentiability up to order k−1 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 k − 2 derivatives are differentiable in a neighborhood of a. Clearly, the denominator also satisfies said condition, and additionally, doesn't vanish unless x=a, therefore all conditions necessary for L'Hopital's rule are fulfilled, and its use is justified. So
where the second to last equality follows by the definition of the derivative at x = a.
Derivation for the mean value forms of the remainderEdit
Let G be any real-valued function, continuous on the closed interval between a and x and differentiable with a non-vanishing derivative on the open interval between a and x, and define
Then, by Cauchy's mean value theorem,
for some ξ on the open interval between a and x. Note that here the numerator F(x) − F(a) = Rk(x) is exactly the remainder of the Taylor polynomial for f(x). 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 remainderEdit
Due to absolute continuity of f(k) on the closed interval between a and x its derivative f(k+1) exists as an L1-function, and we can use fundamental theorem of calculus and integration by parts. This same proof applies for the Riemann integral assuming that f(k) is continuous on the closed interval and differentiable on the open interval between a and x, 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 k=1. The general statement is proved using induction. Suppose that
Integrating the remainder term by parts we arrive at
Substituting this into the formula in (*) shows that if it holds for the value k, it must also hold for the value k + 1. Therefore, since it holds for k = 1, it must hold for every positive integer k.
Derivation for the remainder of multivariate Taylor polynomialsEdit
We prove the special case, where f : Rn → R has continuous partial derivatives up to the order k+1 in some closed ball B with center a. The strategy of the proof is to apply the one-variable case of Taylor's theorem to the restriction of f to the line segment adjoining x and a. Parametrize the line segment between a and x by u(t) = a + t(x − a). We apply the one-variable version of Taylor's theorem to the function g(t) = f(u(t)):
Applying the chain rule for several variables gives
where is the multinomial coefficient. Since , we get
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- The hypothesis of f(k) being continuous on the closed interval between a and x is not redundant. Although f being k + 1 times differentiable on the open interval between a and x does imply that f(k) is continuous on the open interval between a and x, it does not imply that f(k) is continuous on the closed interval between a and x, 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.
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