[Home]Taylors theorem

HomePage | Recent Changes | Preferences

Taylor's theorem, a theorem in analysis named after the mathematician [Brook Taylor]? who stated it in 1712, allows the approximation of a differentiable? function near a point by a polynomial whose coefficients only depend on the derivatives of the function at that point. The precise statement is as follows: If n≥0 is an integer and f is a function which is n times continously differentiable on the closed interval [a, x] and n+1 times differentiable on the open intervall (a, x), then we have
                   f'(a)        f(2)(a)               f(n)(a)
   f(x)  =  f(a) + ---- (x-a) + ----- (x-a)2 + ... + ----- (x-a)n  +  R
                    1!            2!                   n!
Here, n! denotes the factorial of n, and R is a remainder term which depends on x and is small if x is close enough to a. Two expressions for R are available:
         f(n+1)(ξ)
   R  =  -------  (x-a)n+1
          (n+1)!      
where ξ is a number between a and x, and
          x  f(n+1)(t) 
   R  =  ∫  -------- (x-t)n dt  
         a     n!
If R is expressed in the first form, the so-called Lagrange? form, Taylor's theorem is exposed as a generalization of the mean value theorem (which is also used to prove this version), while the second expression for R shows the theorem to be a generalization of the fundamental theorem of calculus (which is used in the proof of that version).

For some functions f(x), one can show that the remainder term R approaches zero as n approaches ∞; those functions can be expressed as a Taylor series in a neighborhood 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 f has complex values or vector values. Furthermore, there is a version of Taylor's theorem for functions in several variables.


HomePage | Recent Changes | Preferences
This page is read-only | View other revisions
Last edited August 7, 2001 5:14 am by AxelBoldt (diff)
Search: