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Taylor Expansion

The document discusses Taylor series expansions. It defines the derivative and introduces Taylor series as a way to obtain better approximations of functions by including higher order terms. It then derives the general forms of Taylor series for functions of one variable and two variables. Examples are provided to demonstrate how to apply Taylor series to approximate functions and obtain higher-order approximations.

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203 views8 pages

Taylor Expansion

The document discusses Taylor series expansions. It defines the derivative and introduces Taylor series as a way to obtain better approximations of functions by including higher order terms. It then derives the general forms of Taylor series for functions of one variable and two variables. Examples are provided to demonstrate how to apply Taylor series to approximate functions and obtain higher-order approximations.

Uploaded by

Jammy4411
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATH298 Set 14 2008/02/20

TAYLOR SERIES
The rst derivative and
the linear approximation
Denition of an ordinary derivative:
df(x)
dx
lim
h0
f(x +h) f(x)
h
If h is small but nite then
df(x)
dx

f(x +h) f(x)


h
or
f(x +h) f(x) +h
df
dx
(x)
Problem: how to obtain better approxima-
tions, by using not only linear but also higher
order terms in h?
1
Power series for a given function
Problem: nd a
j
so that around a given x,
f(x +h) = a
0
+a
1
h +a
2
h
2
+a
3
h
3
+a
4
h
4
. . .
Solution:
0) Substitute h = 0 in this equation, to nd that
a
0
= f(x).
1) Dierentiate the equation by h,
(f(x +h))
h
=
df
dx

(x+h)
1 = a
1
+2a
2
h+3a
3
h
2
+4a
4
h
3
+. . .
and substitute h = 0:
a
1
=
df
dx
(x)
2) Do it again and again,

2
f
h
2
(x +h) = 2a
2
+3 2a
3
h +4 3a
4
h
2
+. . .
2 a
2
=
d
2
f
dx
2
(x)

3
f
h
3
(x +h) = 3 2a
3
+4 3 2h +. . .
3 2 a
3
=
d
3
f
dx
3
(x)
. . .
2
Taylor series in one variable
f(x+h) = f(x)+h
df
dx
(x)+
h
2
2!
d
2
f
dx
2
(x)+ +
h
n
n!
d
n
f
dx
n
(x)+. . .
In dierent notations:
f(x) = f(a) +(x a)
df
dx
(a) +
(x a)
2
2!
d
2
f
dx
2
(a) +. . .
+
(x a)
n
n!
d
n
f
dx
n
(a) +. . .
Case of a = 0: Maclaurins seris
f(x) = f(0)+x
df
dx
(0)+
x
2
2!
d
2
f
dx
2
(0)+ +
x
n
n!
d
n
f
dx
n
(0)+. . .
3
Example 1
Obtain approximation of degrees up to 3 for the function
f(x) = e
x
2
about x = 1.
Solution: Calculating the derivatives and substituting
x = 1, we get
f(x) = e
x
2
; f(1) = e
1
f

(x) = 2xe
x
2
; f

(1) = 2e
1
f

(x) = (4x
2
2)e
x
2
; f

(1) = 2e
1
f

(x) = (8x
3
+12x)e
x
2
; f

(1) = 4e
1
Then the Taylor series is
f(1 +h) = f(1) +f

(1)h +
1
2
f

(1)h
2
+
1
6
f

(1)h
3
+. . .
= e
1
_
1 2h +h
2
+
2
3
h
3
+. . .
_
or
f(x) = e
1
_
1 2(x 1) +(x 1)
2
+
2
3
(x 1)
3
+. . .
_
4
Example 1: illustration
Constant Linear
a
0
a
0
+a
1
h
0
1
0 1 2
x
f
0
1
0 1 2
x
f
Quadratic Cubic
a
0
+a
1
h +a
2
h
2
a
0
+a
1
h +a
2
h
2
+a
3
h
3
0
1
0 1 2
x
f
0
1
0 1 2
x
f
5
Taylor series in two variables:
derivation
Let us nd an approximation for the function f(x, y) at a
point (x
0
+h, y
0
+k) in terms of its properties at (x
0
, y
0
).
To do that, consider x and y depending on parameter
p, so that
x = x(p) = x
0
+hp, y = y(p) = y
0
+kp.
Thus we have u(p) = f(x(p), y(p)), and
f(x
0
, y
0
) = u(0), f(x
0
+h, y
0
+k) = u(1)
The value of u(1) can be approximated through prop-
erties of u at p = 0 using the Taylor (Maclaurin) series,
u(1) = u(0) +1
du
dp
(0) +
1
2
2
d
2
u
dp
2
(0)
+
1
n
n!
d
n
u
dp
n
(0) +. . .
The last formula (*) from Set 13 gives the expression
of the derivatives of u by p in terms of partial derivatives
of f by x and y:
d
n
u
dp
n
=
_
h

x
+k

y
_
n
f.
Thus we obtain . . .
6
Taylors formula for two
independent variables
f(x
0
+h, y
0
+k) = f(x
0
, y
0
)
+
_
hf

x
(x
0
, y
0
) +kf

y
(x
0
, y
0
)
_
+
1
2!
_
h
2
f

xx
+2hkf

xy
+k
2
f

yy
_
+
1
3!
_
h
3
f

xxx
+3h
2
kf

xxy
+3hk
2
f

xyy
+k
3
f

yyy
_
+. . .
1
n!
_
h

x
+k

y
_
n
f +. . .
(all partial derivatives are evaluated at point
(x
0
, y
0
))
7
Example 2
Derive the quadratic approximation for function f(x, y) = sinxy
about the point (x
0
, y
0
) = (1, /3).
Solution
f(x, y) = sin(1 /3), f(x
0
, y
0
) =

3/2;
f
x
(x, y) = y cos xy, f
x
(x
0
, y
0
) = /6;
f
y
(x, y) = xcos xy, f
y
(x
0
, y
0
) = 1/2;
f
xx
(x, y) = y
2
sinxy, f
xx
(x
0
, y
0
) =
2

3/18;
f
xy
(x, y) = xy sinxy +cos xy, f
xy
(x
0
, y
0
) =

3/6 +1/2;
f
yy
(x, y) = x
2
sinxy, f
yy
(x
0
, y
0
) =

3/2
Substituting these results in formula of Taylors expansion of
f(x, y), we obtain
sinxy

3
2
+
_

6
(x 1) +
1
2
_
y

3
__
+
1
2!
_

3
18
(x 1)
2
+2
_

3
6
+
1
2
_
(x 1)
_
y

3
_

3
2
_
y

3
_
2
_
.
8

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