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Taylor's Remainder Theorem I

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Page 1: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Page 2: X35 taylor's remainder theorem i

Taylor's Remainder Theorem IIn would be great if that the Taylor power series of a function, if it exists, would be the same as the function itself.

Page 3: X35 taylor's remainder theorem i

Taylor's Remainder Theorem IIn would be great if that the Taylor power series of a function, if it exists, would be the same as the function itself. Such is not the case by the following example.

Page 4: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Example:

In would be great if that the Taylor power series of a function, if it exists, would be the same as the function itself. Such is not the case by the following example.

Let f(x) = { e-1/x 2 if x = 00 if x = 0

Page 5: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Example:

In would be great if that the Taylor power series of a function, if it exists, would be the same as the function itself. Such is not the case by the following example.

Let f(x) = { e-1/x 2 if x = 00 if x = 0

We leave it as an exercise that it's derivatives of all the orders are 0, i.e. f(n)(0) = 0 for all n.

Page 6: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Example:

In would be great if that the Taylor power series of a function, if it exists, would be the same as the function itself. Such is not the case by the following example.

Let f(x) = { e-1/x 2 if x = 00 if x = 0

We leave it as an exercise that it's derivatives of all the orders are 0, i.e. f(n)(0) = 0 for all n. Therefore it's Maclaurin series P(x) = 0.

Page 7: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Example:

In would be great if that the Taylor power series of a function, if it exists, would be the same as the function itself. Such is not the case by the following example.

Let f(x) = { e-1/x 2 if x = 00 if x = 0

We leave it as an exercise that it's derivatives of all the orders are 0, i.e. f(n)(0) = 0 for all n. Therefore it's Maclaurin series P(x) = 0. Clearly P(x) is not the same as f(x).

Page 8: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Example:

In the following discussion, we will assume all the functions are infinitely differentiable over an open interval unless otherwise stated.

In would be great if that the Taylor power series of a function, if it exists, would be the same as the function itself. Such is not the case by the following example.

Let f(x) = { e-1/x 2 if x = 00 if x = 0

We leave it as an exercise that it's derivatives of all the orders are 0, i.e. f(n)(0) = 0 for all n. Therefore it's Maclaurin series P(x) = 0. Clearly P(x) is not the same as f(x).

Page 9: X35 taylor's remainder theorem i

Taylor's Remainder Theorem ITaylor's Remainder Theorem gives a formula for the difference between function value f(b) and the pn(b) where pn is the n'th Taylor polynomial

(expanded about some point a).

Page 10: X35 taylor's remainder theorem i

Taylor's Remainder Theorem ITaylor's Remainder Theorem gives a formula for the difference between function value f(b) and the pn(b) where pn is the n'th Taylor polynomial

(expanded about some point a). We will give the theorem where pn is the Maclaurin polynomial first (i.e. expanded about 0).

Page 11: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Taylor's Remainder Theorem: Let f(x) be an infinitely differentiable function over some open interval that contains [0, b] and pn(x) be the n'th Mac-poly .

Taylor's Remainder Theorem gives a formula for the difference between function value f(b) and the pn(b) where pn is the n'th Taylor polynomial

(expanded about some point a). We will give the theorem where pn is the Maclaurin polynomial first (i.e. expanded about 0).

Page 12: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Taylor's Remainder Theorem: Let f(x) be an infinitely differentiable function over some open interval that contains [0, b] and pn(x) be the n'th Mac-poly .

Taylor's Remainder Theorem gives a formula for the difference between function value f(b) and the pn(b) where pn is the n'th Taylor polynomial

(expanded about some point a). We will give the theorem where pn is the Maclaurin polynomial first (i.e. expanded about 0).

0( )[ ]

b

f(x) is infinitely differentiable in here

Page 13: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

Taylor's Remainder Theorem: Let f(x) be an infinitely differentiable function over some open interval that contains [0, b] and pn(x) be the n'th Mac-poly .

Taylor's Remainder Theorem gives a formula for the difference between function value f(b) and the pn(b) where pn is the n'th Taylor polynomial

(expanded about some point a).

Then there exists a "c" between b and 0 such that

f(b) = pn(b) +

We will give the theorem where pn is the Maclaurin polynomial first (i.e. expanded about 0).

bn+1(n + 1)! f(n+1)(c)

0( )[ ]

bc

f(x) is infinitely differentiable in here

Page 14: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

or in full detail,

f '(0)b f(2)(0)+ 2!= f(0) + b2f(b) +.. f(n)(0)n! bn+

bn+1

(n + 1)! f(n+1)(c)+

Page 15: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

or in full detail,

The difference term denoted as Rn(b) bn+1

(n + 1)! f(n+1)(c)

is the Lagrange form of the Taylor-remainder (or error) term (there are other forms).

f '(0)b f(2)(0)+ 2!= f(0) + b2f(b) +.. f(n)(0)n! bn+

bn+1

(n + 1)! f(n+1)(c)+

Page 16: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

or in full detail,

The difference term denoted as Rn(b) bn+1

(n + 1)! f(n+1)(c)

is the Lagrange form of the Taylor-remainder (or error) term (there are other forms).

f '(0)b f(2)(0)+ 2!= f(0) + b2f(b) +.. f(n)(0)n! bn+

bn+1

(n + 1)! f(n+1)(c)+

Remarks:

Page 17: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

or in full detail,

The difference term denoted as Rn(b) bn+1

(n + 1)! f(n+1)(c)

is the Lagrange form of the Taylor-remainder (or error) term (there are other forms).

f '(0)b f(2)(0)+ 2!= f(0) + b2f(b) +.. f(n)(0)n! bn+

bn+1

(n + 1)! f(n+1)(c)+

Remarks:* the theorem also works for the interval [b, 0]

Page 18: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

or in full detail,

The difference term denoted as Rn(b) bn+1

(n + 1)! f(n+1)(c)

is the Lagrange form of the Taylor-remainder (or error) term (there are other forms).

f '(0)b f(2)(0)+ 2!= f(0) + b2f(b) +.. f(n)(0)n! bn+

bn+1

(n + 1)! f(n+1)(c)+

Remarks:* the theorem also works for the interval [b, 0]

* the value c changes if the value of b or n changes

Page 19: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I

or in full detail,

The difference term denoted as Rn(b) bn+1

(n + 1)! f(n+1)(c)

is the Lagrange form of the Taylor-remainder (or error) term (there are other forms).

f '(0)b f(2)(0)+ 2!= f(0) + b2f(b) +.. f(n)(0)n! bn+

bn+1

(n + 1)! f(n+1)(c)+

Remarks:* the theorem also works for the interval [b, 0]

* the value c can't be easily determined, we just know there is at least one c that fits the description

* the value c changes if the value of b or n changes

Page 20: X35 taylor's remainder theorem i

Example: f(x) = ex

Taylor's Remainder Theorem I is infinitely differentiable everywhere.

Page 21: X35 taylor's remainder theorem i

Example: f(x) = ex

Mac-poly of ex is

Pn(x) = Σk=0

xk

k! n

= 1 + x + x2

2! + .. + xn

n!

Taylor's Remainder Theorem I is infinitely differentiable everywhere.

Page 22: X35 taylor's remainder theorem i

Example: f(x) = ex

The Mac-poly of ex is

Pn(x) = Σk=0

xk

k! n

= 1 + x + x2

2! + .. + xn

n! At x = b, by the theorem we have

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + f

(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Taylor's Remainder Theorem I is infinitely differentiable everywhere.

Page 23: X35 taylor's remainder theorem i

Example: f(x) = ex

Mac-poly of ex is

Pn(x) = Σk=0

xk

k! n

= 1 + x + x2

2! + .. + xn

n! At x = b, by the theorem we have

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + f

(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Since f(n+1)(x) = ex so f(n+1)(c) = ec.

Taylor's Remainder Theorem I is infinitely differentiable everywhere.

Page 24: X35 taylor's remainder theorem i

Example: f(x) = ex

Mac-poly of ex is

Pn(x) = Σk=0

xk

k! n

= 1 + x + x2

2! + .. + xn

n! At x = b, by the theorem we have

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + f

(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Since f(n+1)(x) = ex so f(n+1)(c) = ec. Hence

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

for some c that is between 0 and b.

Taylor's Remainder Theorem I is infinitely differentiable everywhere.

Hence

Page 25: X35 taylor's remainder theorem i

Example: f(x) = ex

Mac-poly of ex is

Pn(x) = Σk=0

xk

k! n

= 1 + x + x2

2! + .. + xn

n! At x = b, by the theorem we have

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + f

(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Since f(n+1)(x) = ex so f(n+1)(c) = ec. Hence

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

for some c that is between 0 and b.

Taylor's Remainder Theorem I is infinitely differentiable everywhere.

Hence

The point here is not to find c but to use the formula to calculate the behavior of the error as n .∞

Page 26: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n ∞.

Taylor's Remainder Theorem I

Page 27: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

∞.

Taylor's Remainder Theorem I

Page 28: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

where b is a fixed value and c is between 0 and b.

∞.

Taylor's Remainder Theorem I

We have that

Page 29: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

where b is a fixed value and c is between 0 and b.

∞.

The maximum possible value of ec is eb.

Taylor's Remainder Theorem I

We have that

Page 30: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

where b is a fixed value and c is between 0 and b.

∞.

The maximum possible value of ec is eb. Write eb as K.

Taylor's Remainder Theorem I

We have that

Page 31: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

where b is a fixed value and c is between 0 and b.

∞.

The maximum possible value of ec is eb. Write eb as K.

ec

(n+1)! bn+1 < bn+1

(n+1)! KHence

Taylor's Remainder Theorem I

We have that

Page 32: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

where b is a fixed value and c is between 0 and b.

As n we've that K ∞,

∞.

The maximum possible value of ec is eb. Write eb as K.

ec

(n+1)! bn+1 < bn+1

(n+1)! K

bn+1

(n+1)! 0

Hence

Taylor's Remainder Theorem I

We have that

Page 33: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

where b is a fixed value and c is between 0 and b.

As n we've that K ∞,

∞.

The maximum possible value of ec is eb. Write eb as K.

ec

(n+1)! bn+1 < bn+1

(n+1)! K

bn+1

(n+1)! 0 (e.g. use ratio test).

Hence

Taylor's Remainder Theorem I

We have that

Page 34: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

where b is a fixed value and c is between 0 and b.

As n we've that K ∞,

∞.

The maximum possible value of ec is eb. Write eb as K.

ec

(n+1)! bn+1 < bn+1

(n+1)! K

bn+1

(n+1)! 0 (e.g. use ratio test).

Hence the error term ec

(n+1)! bn+1 0 as n

Hence

∞.

Taylor's Remainder Theorem I

We have that

Page 35: X35 taylor's remainder theorem i

Example: Show that in the above example, the remainder term goes to 0 as n Hence f(b) = P(b) for all values bwhere P(x) is the Mac-series.

f(b) = eb = 1 + b + b2

2! + .. + bn

n! + ec

(n+1)! bn+1

where b is a fixed value and c is between 0 and b.

As n we've that K ∞,

∞.

The maximum possible value of ec is eb. Write eb as K.

ec

(n+1)! bn+1 < bn+1

(n+1)! K

bn+1

(n+1)! 0 (e.g. use ratio test).

Hence the error term ec

(n+1)! bn+1 0 as n

Hence

∞.

This means the f(b) = Σn=0

bn

n! ∞

= P(b).

Taylor's Remainder Theorem I

We have that

Page 36: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I We state the following theorem.

Page 37: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I We state the following theorem. Theorem: Given f(x), and [0, b] as in the Taylor's Remainder theorem. Let P(x) be the Mac-series of f(x), then f(b) = P(b) if and only if the error term

Rn(b) = bn+1(n + 1)! f(n+1)(c) 0 as n ∞.

Page 38: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I We state the following theorem.

(reminder: c is not fixed, it changes as n changes.)

Theorem: Given f(x), and [0, b] as in the Taylor's Remainder theorem. Let P(x) be the Mac-series of f(x), then f(b) = P(b) if and only if the error term

Rn(b) = bn+1(n + 1)! f(n+1)(c) 0 as n ∞.

Page 39: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I We state the following theorem.

(reminder: c is not fixed, it changes as n changes.)

Theorem: Given f(x), and [0, b] as in the Taylor's Remainder theorem. Let P(x) be the Mac-series of f(x), then f(b) = P(b) if and only if the error term

Rn(b) = bn+1(n + 1)! f(n+1)(c) 0 as n ∞.

A function that is equal to its Mac-series over an open interval around 0 is said to be analytic at 0.

Page 40: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I We state the following theorem.

(reminder: c is not fixed, it changes as n changes.)

Theorem: Given f(x), and [0, b] as in the Taylor's Remainder theorem. Let P(x) be the Mac-series of f(x), then f(b) = P(b) if and only if the error term

Rn(b) = bn+1(n + 1)! f(n+1)(c) 0 as n ∞.

A function that is equal to its Mac-series over an open interval around 0 is said to be analytic at 0. The function f(x) = ex is analytic at 0.

Page 41: X35 taylor's remainder theorem i

Taylor's Remainder Theorem I We state the following theorem.

(reminder: c is not fixed, it changes as n changes.)

Theorem: Given f(x), and [0, b] as in the Taylor's Remainder theorem. Let P(x) be the Mac-series of f(x), then f(b) = P(b) if and only if the error term

Rn(b) = bn+1(n + 1)! f(n+1)(c) 0 as n ∞.

A function that is equal to its Mac-series over an open interval around 0 is said to be analytic at 0. The function f(x) = ex is analytic at 0. The function

f(x) = { e-1/x 2 if x = 00 if x = 0

is infinitely differentiable but not analytic at 0.

Page 42: X35 taylor's remainder theorem i

Example: Let f(x) = cos(x). Show that the Lagrange form of the error Rn(b) of it's Mac-poly goes to 0 as n and conclude from that f(x) is the same as it's Mac-series.

Taylor's Remainder Theorem I

Page 43: X35 taylor's remainder theorem i

Example: Let f(x) = cos(x). Show that the Lagrange form of the error Rn(b) of it's Mac-poly goes to 0 as n and conclude from that f(x) is the same as it's Mac-series.

P(x) =

Taylor's Remainder Theorem I

+ 4!x4

6!x6

8!x8

+ 1 – – 2!x2

..

The Mac-series is

Page 44: X35 taylor's remainder theorem i

Example: Let f(x) = cos(x). Show that the Lagrange form of the error Rn(b) of it's Mac-poly goes to 0 as n and conclude from that f(x) is the same as it's Mac-series.

P(x) =

At x = b, the remainder is Rn(b) = f(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Taylor's Remainder Theorem I

+ 4!x4

6!x6

8!x8

+ 1 – – 2!x2

..

The Mac-series is

Page 45: X35 taylor's remainder theorem i

Example: Let f(x) = cos(x). Show that the Lagrange form of the error Rn(b) of it's Mac-poly goes to 0 as n and conclude from that f(x) is the same as it's Mac-series.

P(x) =

At x = b, the remainder is Rn(b) = f(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Since the higher derivatives of cos(x) are ±sin(x), or ±cos(x),

Taylor's Remainder Theorem I

+ 4!x4

6!x6

8!x8

+ 1 – – 2!x2

..

The Mac-series is

Page 46: X35 taylor's remainder theorem i

Example: Let f(x) = cos(x). Show that the Lagrange form of the error Rn(b) of it's Mac-poly goes to 0 as n and conclude from that f(x) is the same as it's Mac-series.

P(x) =

At x = b, the remainder is Rn(b) = f(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Since the higher derivatives of cos(x) are ±sin(x), or ±cos(x),we may assume that |f(n+1)(c)| < 1.

Taylor's Remainder Theorem I

+ 4!x4

6!x6

8!x8

+ 1 – – 2!x2

..

The Mac-series is

Page 47: X35 taylor's remainder theorem i

Example: Let f(x) = cos(x). Show that the Lagrange form of the error Rn(b) of it's Mac-poly goes to 0 as n and conclude from that f(x) is the same as it's Mac-series.

P(x) =

At x = b, the remainder is Rn(b) = f(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Since the higher derivatives of cos(x) are ±sin(x), or ±cos(x),we may assume that |f(n+1)(c)| < 1.

Taylor's Remainder Theorem I

+ 4!x4

6!x6

8!x8

+ 1 – – 2!x2

..

The Mac-series is

f(n+1)(c)(n+1)! bn+1 <

(n+1)! bn+1 0 as n ∞.

Hence,

Page 48: X35 taylor's remainder theorem i

Example: Let f(x) = cos(x). Show that the Lagrange form of the error Rn(b) of it's Mac-poly goes to 0 as n and conclude from that f(x) is the same as it's Mac-series.

P(x) =

At x = b, the remainder is Rn(b) = f(n+1)(c)(n+1)!

for some c that is between 0 and b.

bn+1

Since the higher derivatives of cos(x) are ±sin(x), or ±cos(x),we may assume that |f(n+1)(c)| < 1.

Taylor's Remainder Theorem I

+ 4!x4

6!x6

8!x8

+ 1 – – 2!x2

..

The Mac-series is

f(n+1)(c)(n+1)! bn+1 <

(n+1)! bn+1 0 as n ∞.

Therefore f(x) = P(x) = + 4!x4

6!x6

8!x8

+ 1 – – 2!x2

.. for all x.

Hence,