First-Order Taylor Approximation in Multiple Variables
First-Order Taylor Approximation in Multiple Variables
Multiple Variables
1. Introduction
The First-Order Taylor Approximation is a fundamental concept in
multivariable calculus, allowing the approximation of a function near a
given point using a linear function. It generalizes the Taylor Series
Expansion from single-variable calculus to multiple dimensions, playing a
critical role in optimization, machine learning, and numerical analysis.
2. Differentiability in R
n
4. Explicit Formulation in R
2
7. Practical Relevance
7.1 Machine Learning & Optimization
The gradient descent algorithm in machine learning relies on
Taylor approximations.
4. Concrete Example
Consider the function:
2 2
f ( x , y )=x + xy+ y .
Let’s approximate f ( x , y ) near ( x ' , y ' )=( 1 ,2 ) .
1. Compute the partial derivatives:
∂f ∂f
=2 x + y , =x+ 2 y .
∂x ∂y
2. Evaluate at ( 1 , 2 ):
∂f ∂f
( 1, 2 )=2 ( 1 ) +2=4 , ( 1 ,2 ) =1+2 (2 )=5 .
∂x ∂y
3. The first-order approximation at ( x ' , y ' )=( 1 ,2 ) is:
f ( x , y ) ≈ f ( 1, 2 ) + 4 ( x−1 ) +5 ( y−2 ) .
2. Computational Exercises
3. Theoretical Questions
4. Applications
o Δx=1.02−1=0.02
( 1e )(−0.03)
f ( 1.02 , e−0.03 ) ≈ ln ( 1 ⋅e )+ ( 1 )( 0.02 ) +
Point: ( 2 , 3 )
Objective: Estimate the temperature at ( 2.1 , 2.9 )
Solution:
1. Compute Partial Derivatives at ( 2 , 3 ):
∂T
o =2 x+ y
∂x
∂T
At ( 2 , 3 ): =4+3=7
∂x
∂T
o =x +2 y
∂y
∂T
=2+6=8
At ( 2 , 3 ):
∂y
2. Calculate Displacements:
o Δx=0.1
o Δy=−0.1
o Δl=0.2 cm
o Δw=0.1 cm
o Δh=0.1 cm
ΔL=−10
∂Q
≈a
∂K
∂Q
≈b
∂L
3. Estimate ΔQ :
ΔQ ≈ aΔK +bΔL
4. Compute ΔQ Numerically:
Temperature T =300 K
Changes:
ΔV =0.1 L
ΔT =5 K
Objective: Estimate ΔP .
Solution:
1. Compute Partial Derivatives:
∂ P −nRT
o =
∂V V
2
∂ P nR
o =
∂T V
2. Evaluate at Initial Conditions:
∂ P −nR ⋅ 300 −30 nR
o = = =−0.3 nR
∂V (10 )2 100
∂ P nR
o = =0.1 nR
∂ T 10
3. Estimate ΔP :
Initial Conditions:
Substrate Concentration S=50 µM
ΔE=1 µg/mL
Objective: Estimate ΔR .
Solution:
1. Assuming V max =kE , where k is a constant.
∂ R V max K m
o =
∂ S ( K m+ S )2
∂R kS
o =
∂ E K m+ S
dF m1 m2
o =−2G 3
dr r
2. Evaluate at r =100 km:
dF m1 m2
o =−2G
dr ( 100 )3
3. Estimate ΔF :
dF m1 m2 2 G m1 m2
ΔF ≈ Δr=−2 G 3
(−1 )=
dr ( 100 ) 1 , 000 , 000
2 G m1 m2
So, the gravitational force increases by units.
1, 000 , 000
Point: ( 3 , 4 )
Changes:
Δx=0.1
Δy=−0.1
Objective: Estimate ΔD .
Solution:
1. Compute Partial Derivatives:
∂D x
o =
∂ x √ x 2+ y 2
∂D 3
At ( 3 , 4 ): = =0.6
∂x 5
∂D y
o = 2 2
∂ y √x + y
∂D 4
At ( 3 , 4 ): = =0.8
∂y 5
2. Estimate ΔD :
ΔV =−2
Objective: Estimate ΔU .
Solution:
1. Compute Partial Derivatives:
∂U b−1 c
o =ab S V
∂S
∂U b c−1
o =ac S V
∂V
2. Evaluate at Initial Conditions and Compute ΔU :
ΔU ≈ ( ab Sb−1 V c ) ΔS+ ( ac S b V c−1 ) ΔV
3. Substitute Numerical Values to Find ΔU .
Point: ( 1 ,1 )
Changes:
Δx=0.05
Δy=−0.05
Objective: Estimate ΔE .
Solution:
1. Compute Partial Derivatives:
o
∂E
=
−2 x
(1
∂ x ( x2 + y 2 )2 4 π ϵ 0
q
)
∂E
o Similarly for .
∂y
Initial Conditions:
Interest Rate R=0.05
Changes:
ΔR=0.001
ΔT =0
Objective: Estimate ΔP .
Solution:
1. Compute Partial Derivative:
∂P RT
o =P0 T e
∂R
2. Compute ΔP :
∂P RT
ΔP ≈ ΔR=P0 T e ΔR
∂R
3. Substitute Numerical Values and Calculate ΔP .
Income I
Constants c , d ,e
o E P=−d
o E I =e
Height h=10 cm
Changes:
Δr=0.1 cm
Δh=−0.2 cm
Objective: Estimate ΔS .
Solution:
1. Compute Partial Derivatives:
∂S
o =2 πh+ 4 πr
∂r
∂S
o =2 πr
∂h
2. Evaluate at Initial Conditions:
∂S
o =2 π ( 10 ) + 4 π ( 5 )=20 π + 20 π =40 π
∂r
∂S
o =2 π ( 5 )=10 π
∂h
3. Estimate ΔS :
At point: ( 1 ) ( 0 ) cos ( 0 ) =0
2. Linear Approximation:
Quantity q=100
Changes:
Δp=$ 1
Δq=2
Objective: Estimate ΔΠ .
Solution:
1. Compute Partial Derivatives:
∂Π
o =q
∂p
∂Π
o =p−2 aq
∂q
2. Evaluate at Initial Conditions:
∂Π
o =100
∂p
∂Π
o =50−2 ( 0.2 ) ( 100 )=50−40=10
∂q
3. Estimate ΔΠ :
Variables:
h : Altitude
T : Temperature
Constants: P0 , M , g , R
1. Linear Function in R2
Function: f ( x , y )=3 x+ 4 y +5 .
Gradient: ∇ f =( 3 , 4 ) (constant).
Taylor Approximation:
f ( 1+ h ,2+ k )=16+3 h+ 4 k .
2. Quadratic Function
Function: f ( x , y )=x 2+ y 2.
Gradient: ∇ f =( 2 x , 2 y ) =( 2 ,2 ) .
Taylor Approximation:
f ( x , y )=
{ ( x 2+ y 2) sin
0
( x +1 y )
2 2
( x , y ) ≠ (0 , 0)
( x , y )=( 0 , 0 ) .
Gradient at (0,0): ∇ f ( 0 , 0 )= ( 0 ,0 ).
Differentiability:
lim ( h +k ) sin
2 2
( 2
1
2 ) =√ h +k sin
( h +k1 )→ 0 .
( h , k ) →0 h +k 2 2
√h +k
2 2 2 2
{
x3
( x , y ) ≠ ( 0 , 0)
f ( x , y )= x 2 + y 2
0 ( x , y )= ( 0 ,0 ) .
∂f ∂f
Partial Derivatives at (0,0): ( 0 , 0 )=1, ( 0 , 0 )=0.
∂x ∂y
Limit Analysis:
h3
lim 2 2
−h lim −h k 2
( h , k ) →0 h + k
= h →02 2 3/ 2 (depends on path).
√h +k
2 2
(h + k )
Conclusion: Not differentiable at ( 0 , 0 ) .
5. Exponential Function
Function: f ( x , y )=e x + y .
Point: ( 0 , 0 ) .
Gradient: ∇ f =( e x+ y , e x+ y )=( 1 ,1 ).
Taylor Approximation:
f ( h ,k ) ≈ 1+h+ k .
( h+k )2
Error Term: ε ( h , k )= +⋯.
2
( h+k )2
Limit: →0 .
2 √ h2 + k 2
6. Trigonometric Function
Function: f ( x , y )=sin ( x ) +cos ( y ) .
Point: ( π /2 , 0 ).
Taylor Approximation:
f ( π2 +h , 0+ k) ≈ 2 .
2 2
−h k
Error Term: − +⋯ .
2 2
−h 2+ k 2
Limit: 2 .
→0
√h + k
2 2
Point: ( 0 , 1 ).
∂f
Partial Derivatives: ( 0 ,1 ) does not exist.
∂x
Conclusion: Not differentiable at ( 0 , 1 ).
Point: ( 1 ,1 ).
Gradient: ∇ f =( 2 xy + y2 , x 2+2 xy ) =( 3 ,3 ).
Taylor Approximation:
Error Term: h2 + k 2+ 4 hk + ⋯.
2 2
h +k + 4 hk
Limit: → 0.
√ h2 + k 2
9. Rational Function
x+ y
Function: f ( x , y )= 2 2.
1+ x + y
Point: ( 0 , 0 ) .
Gradient: ∇ f ( 0 , 0 )= (1 , 1 ).
Error Term:
Point: ( 0 , 0 ) .
{
2
f ( x , y )= 1 y=x , x ≠ 0
0 otherwise .
Point: ( 0 , 0 ) .
Point: ( 0 , 0 ) .
{
x3
( x , y ) ≠ ( 0 , 0)
f ( x , y )= x 2 + y 2
0 ( x , y )= ( 0 ,0 ) .
3
a
Directional Derivatives: D v f ( 0 , 0 ) = 2 2 for v= ( a , b ).
a +b
Conclusion: Directional derivatives exist but f is not differentiable.
14. Hyperbolic Function
Function: f ( x , y )=sinh ( x ) cosh ( y ) .
Point: ( 0 , 0 ) .
Taylor Approximation:
f ( h ,k ) ≈ h .
3
h 2
Error Term: + h k +⋯.
6
Error
Limit: → 0.
√ h2+ k 2
Point: ( 0 , 0 ) .
Gradient: ∇ f =( 0 ,1 ).
Taylor Approximation:
f ( h ,k ) ≈ k .
Error Term: hk +⋯ .
hk
Limit: → 0.
√ h2+ k 2
Point: ( 0 , 0 ) .
Gradient: ∇ f =( 1, 1 ).
Error Term: 2 hk +⋯ .
2 hk
Limit: → 0.
√ h2+ k 2
17. Square Root Function
Function: f ( x , y )=√ 1+ x+ y .
Point: ( 0 , 0 ) .
Gradient: ∇ f = ( 12 , 12 ).
2
−( x+ y )
Error Term: +⋯ .
8
2
−( x + y )
Limit: 8 .
→0
√x +y
2 2
{ x 2 sin ( 1x )+ y 2
x≠0
f ( x , y )=
2
y x =0 .
Point: ( 0 , 0 ) .
Gradient: ∇ f ( 0 , 0 )= ( 0 ,0 ).
Error Analysis:
x2 sin ( 1x )+ y → 0.
2
√ x2 + y2
Conclusion: Differentiable at ( 0 , 0 ) .
Point: ( 0 , 0 ) .
{
x2 y 2
( x , y )≠ ( 0 , 0)
f ( x , y )= x 4 + y 4
0 ( x , y ) =( 0 , 0 ) .
f (h , k )
Differentiability: lim ¿(h , k ) → 0 ¿ does not exist (path-dependent).
√ h2 +k 2
Conclusion: Not differentiable.
Key Takeaways:
1. Differentiability requires the error term ε ( h ) to vanish faster than ∥ h ∥.
2. Gradient existence (partial derivatives) is necessary but insufficient
for differentiability.
3. Discontinuous partials or directional derivative mismatches can
invalidate differentiability.
4. The first-order Taylor approximation is valid iff the function is
differentiable at the point.