9-6-2020

Taylor Series for Functions of Several Variables

You’ve seen Taylor series for functions y = f (x) of 1 variable. For a function f : R → R satisfying the
appropriate conditions, we have

f ′′ (c) f (n) (c)

f (x) = f (c) + f ′ (c)(x − c) + (x − c)2 + · · · + (x − c)n + Rn (x, c).
2! n!
Rn (x, c) is the remainder term:

f (n+1) (z)
Rn (x, c) = (x − c)n+1 .
(n + 1)!

z is a number between c and x. The Remainder Term gives the error that occurs in approximating f (x)
with the nth degree Taylor polynomial.
There is a similar formula for functions of several variables. To make the notation a little better, I’ll
define higher-order differentials as follows. Let h = (h1 , h2 , . . . , hn ) ∈ Rn .
n X
n
2
X ∂2f
D f (x, h) = · hi hj .
i=1 j=1
∂xi ∂xj

n X
n X
n
X ∂3f
D3 f (x, h) = · hi hj hk .
i=1 j=1 k=1
∂xi ∂xj ∂xk

And so on. Here’s Taylor’s formula for functions of several variables. With more variables, it’s more
complicated and technical; try to see the resemblance between the formula here and the one for functions of
one variable.
Theorem. Suppose f : U → R, where U is an open set in Rn . Suppose f has continuous partial derivatives
at all points of U through order m + 1. Let x, c ∈ U , where x 6= c and the segment from c to x is contained
in U . Then for some point z on the segment from c to x,
m
X 1 k 1
f (x) = f (c) + D f (c, x − c) + D(m+1) f (z, x − c).
k! (m + 1)!
k=1

Example. Write out the Taylor expansion through terms of degree 2 for a function of 2 variables z = f (x, y).
Let’s say we’re expanding at a point (c, d). Then
 
∂f ∂f
f (x, y) = f (c, d) + (c, d) · (x − c) + (c, d) · (y − d) +
∂x ∂y

∂2f ∂2f ∂2f

 
1
2
(c, d) (x − c)2 + 2 (c, d) (x − c)(y − d) + 2 (c, d) (y − d)2 + ···.
2! ∂x ∂x∂y ∂y

Example. For a function z = f (x, y),

f (1, 2) = 29, fx (1, 2) = 19, fy (1, 2) = 24,

fxx (1, 2) = 22, fxy (1, 2) = 8, fyy (1, 2) = 10.

1
 Write out the Taylor expansion of f at (1, 2) through terms of degree 2.

1
22(x − 1)2 + 16(x − 1)(y − 2) + 10(y − 2)2 + · · · .


f (x, y) = 29 + 19(x − 1) + 24(y − 2) +
2

Example. Construct the Taylor series through the 2nd order for f (x, y) = x2 y + y 2 at (x, y) = (1, 3).

f (1, 3) = 12.
∂f ∂f
= 2xy, (1, 3) = 6.
∂x ∂x
∂f ∂f
= x2 + 2y, (1, 3) = 7.
∂y ∂y
∂2f ∂2f
= 2y, (1, 3) = 2.
∂x2 ∂x2
∂2f ∂2f
= 2x, (1, 3) = 2.
∂x∂y ∂x∂y
∂2f ∂2f
= 2, (1, 3) = 2.
∂y 2 ∂y 2
1
2(x − 1)2 + 4(x − 1)(y − 3) + 2(y − 3)2 + · · · .


f (x, y) = 12 + 6(x − 1) + 7(y − 3) +
2

√
Example. Let f (x, y) = x y. Use a 1st -order Taylor approximation to approximate f (5.9, 4.1).
I’ll use a Taylor expansion at (6, 4), since it’s the closest “nice” point to (5.9, 4.1).

f (6, 4) = 12.

∂f √ ∂f
= y, (6, 4) = 2.
∂x ∂x
∂f x ∂f 3
= √ , (6, 4) = .
∂y 2 y ∂y 2
The series is
3
f (x, y) = 12 + 2(x − 6) + (y − 4) + · · · .
2
Then
3
f (5.9, 4.1) ≈ 12 + 2(5.9 − 6) + (4.1 − 4) = 11.95.
2

c 2018 by Bruce Ikenaga 2