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Lecture 10 Taylor's Theorem PDF

1. Taylor's theorem relates a function to its derivatives and allows approximating functions with polynomials. It is an extension of the mean value theorem. 2. Taylor's theorem approximates a function f near a point x0 using a Taylor polynomial Pn that matches f and its first n derivatives at x0. It provides an estimate for the error En between f and Pn. 3. Examples show how Taylor's theorem can be used to prove inequalities and determine local extrema of functions.

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216 views

Lecture 10 Taylor's Theorem PDF

1. Taylor's theorem relates a function to its derivatives and allows approximating functions with polynomials. It is an extension of the mean value theorem. 2. Taylor's theorem approximates a function f near a point x0 using a Taylor polynomial Pn that matches f and its first n derivatives at x0. It provides an estimate for the error En between f and Pn. 3. Examples show how Taylor's theorem can be used to prove inequalities and determine local extrema of functions.

Uploaded by

Tu Shirota
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Lecture 10 : Taylors Theorem


In the last few lectures we discussed the mean value theorem (which basically relates a function and its derivative) and its applications. We will now discuss a result called Taylors Theorem which relates a function, its derivative and its higher derivatives. We will see that Taylors Theorem is an extension of the mean value theorem. Though Taylors Theorem has applications in numerical methods, inequalities and local maxima and minima, it basically deals with approximation of functions by polynomials. To understand this type of approximation let us start with the linear approximation or tangent line approximation. Linear Approximation : Let f be a function, dierentiable at x0 R. Then the linear polynomial P1 (x) = f (x0 ) + f (x0 )(x x0 ) is the natural linear approximation to f (x) near x0 . Geometrically, this is clear because we approximate the curve near (x0 , f (x0 )) by the tangent line at (x0 , f (x0 )). The following result provides an estimation of the size of the error E1 (x) = f (x) P1 (x). Theorem 10.1: (Extended Mean Value Theorem) If f and f are continuous on [a, b] and f is dierentiable on (a, b) then there exists c (a, b) such that f (c) (b a)2 . 2 Proof (*): This result is a particular case of Taylors Theorem whose proof is given below. f (b) = f (a) + f (a)(b a) + If we take b = x and a = x0 in the previous result, we obtain that M (x x0 )2 2 where M = sup{| f (t) |: t [x0 , x]}. The above estimate gives an idea how good the approximation is i.e., how fast the error E1 (x) goes to 0 as x x0 . | E1 (x) | = | f (x) P1 (x) | Naturally, one asks the question: Can we get a better estimate for the error if we use approximation by higher order polynomials. The answer is yes and this is what Taylors theorem talks about. There might be several ways to approximate a given function by a polynomial of degree 2, however, Taylors theorem deals with the polynomial which agrees with f and some of its derivatives at a given point x0 as P1 (x) does in case of the linear approximation. The polynomial Pn (x) = f (x0 ) + f (x0 )(x x0 ) + f (x0 ) f (n) (x0 ) (x x0 )2 + ... + (x x0 )n 2! n!

has the property that Pn (x0 ) = f (x0 ) and P (k) (x0 ) = f (k) (x0 ) for all k = 1, 2, .., n where f (k) (x0 ) denotes the k th derivative of f at x0 . This polynomial is called Taylors polynomial of degree n (with respect to f and x0 ). The following theorem called Taylors Theorem provides an estimate for the error function En (x) = f (x) Pn (x). Theorem 10.2: Let f : [a, b] R, f, f , f , ..., f (n1) be continuous on [a, b] and suppose f (n) exists on (a, b). Then there exists c (a, b) such that f (b) = f (a) + f (a)(b a) + f (a) f (n1) (a) f (n) (c) (b a)2 + ... + (b a)n1 + (b a)n . 2! (n 1)! n!

Proof (*): Dene F (x) = f (b) f (x) f (x)(b x) We will show that F (a) = that
(ba)n (n) (c) n! f

f (x) f (n1) (x) (b x)2 ... (b x)n1 . 2! (n 1)!

for some c (a, b), which will prove the theorem. Note f (n) (x) (b x)n1 . (n 1)! (1)

F (x) =

x n Dene g (x) = F (x) ( b ba ) F (a). It is easy to check that g (a) = g (b) = 0 and hence by Rolles theorem there exists some c (a, b) such that

g (c) = F (c) + From (1) and (2) we obtain that


(ba)n (n) (c). n! f f (n) (c) (n1)! (b

n(b c)n1 F (a) = 0. (b a)n


n(bc)n1 (ba)n F (a).

(2) This implies that F (a) =

c)n1 =

This proves the theorem.

Let us see some applications.


2 Problem 1 : Show that 1 1 2 x cosx for all x R.

Solution : Take f (x) = cosx and x0 = 0 in Taylors Theorem. Then there exists c between 0 and x such that sinc 3 1 x . cosx = 1 x2 + 2 6 1 2 3 Verify that the term sinc 6 x 0 when | x | . If | x | then 1 2 x < 3 cosx. Therefore the inequality holds for all x R. Problem 2 : Let x0 (a, b) and n 2. Suppose f , f , .., f (n) are continuous on (a, b) and f (x0 ) = .. = f (n1) (x0 ) = 0. Then, if n is even and f (n) (x0 ) > 0, then f has a local minimum at x0 . Similarly, if n is even and f (n) (x0 ) < 0, then f has a local maximum at x0 . Solution : By Taylors theorem, for x (a, b) there exists a c between x and x0 such that f (x) = f (x0 ) + f (n) (c) (x x0 )n . n!
(n)

(3)

Let f (n) (x0 ) > 0 and n is even. Then by the continuity of f (n) there exists a neighborhood U of x0 such that f (n) (x) > 0 for all x U . This implies that f n!(c) (x x0 )n 0 whenever c U . Hence by equation (3), f (x) f (x0 ) for all x U which implies that x0 is a local minimum. Problem 3 : Using Taylors theorem, for any k N and for all x > 0, show that 1 1 x x2 + + x2k 2 2k 1 1 < log(1 + x) < x x2 + + x2k+1 . 2 2k + 1

Solution : By Taylors theorem, there exists c (0, x) s.t. (1)n1 n (1)n xn+1 1 x + . log(1 + x) = x x2 + ... + 2 n n + 1 (1 + c)n+1
1) Note that, for any x > 0, (n +1
n

xn+1 (1+c)n+1

> 0 if n = 2k and < 0 if n = 2k + 1.

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