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(564001) Lecture 5

The document discusses Taylor's Theorem and its application in approximating functions using power series. It covers the concepts of alternating series, power series, and the Mean Value Theorem, leading to the formulation of Taylor and Maclaurin series. The lecture aims to help students understand Taylor's Theorem and its implications in calculus.

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0% found this document useful (0 votes)
9 views15 pages

(564001) Lecture 5

The document discusses Taylor's Theorem and its application in approximating functions using power series. It covers the concepts of alternating series, power series, and the Mean Value Theorem, leading to the formulation of Taylor and Maclaurin series. The lecture aims to help students understand Taylor's Theorem and its implications in calculus.

Uploaded by

iqiqipoui
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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[564001] Calculus II

Lecture 5. Taylor’s Theorem

Yuki CHINO

Department of Applied Mathematics, National Yang Ming Chiao Tung University

March 8, 2024
Review: Alternating Series

For an > 0 for all n ∈ N, a series which has the form of



X ∞
X
(−1)n an or (−1)n−1 an
n=1 n=1

is called alternating series.

Theorem (Leibnitz’s Test) 

Let an be a sequence satisfying that


(1) for all n ∈ N, an ≥ an+1
(2) lim an = 0
n→∞
then the alternating series is convergent.
 
Review: Power Series & Radius of Convergence
Ratio/Root test 

For the sequence an , Let


an+1
Ratio test lim =: r
n→∞ an
p
Ratio test lim n |an | =: r
n→∞

If r exists, then

X 1
the radius of convergence for the power series an xn is
n=1
r
 
1 1
* where 0 = ∞ and ∞ = 0.
Contents and Goal
Today’s contents 

• Power Series and Taylor’s Theorem


I Introduction to Taylor’s Theorem
I Mean Value Theorem to Taylor’s Theorem
I Taylor/Maclaurin Series
 
Motivation: Why we study today’s contents 

Can we approximate functions by polynomials?


 
Today’s Goal (Aim) 

 Be able to understand the concept of Taylor’s Theorem


 
Introduction to Taylor’s Theorem
Assume: a function can be expressed by power series 

X
f (x) = an (x − a)n
n=0
= a0 + a1 (x − a) + a2 (x − a)2 + · · · + an (x − a)n + · · ·
 
 Take derivative for f (x)

f 0 (x) = 1 · a1 + 2 · a2 (x − a) + 3 · a3 (x − a)2 + · · ·

 Take derivative again and again

f 00 (x) = |{z}
2 · 1 · a2 + 3 · 2 · a3 (x − a) + 4 · 3 · a4 (x − a)2 + · · ·
= 2!
000
2 · 1} · a3 + 4 · 3 · 2 · a4 (x − a) + 5 · 4 · 3 · a5 (x − a)2 + · · ·
f (x) = |3 ·{z
.. = 3!
.
f (n) (x) = n · (n − 1) · · · 2 · 1 · an + (n + 1) · · · 3 · 2 · an+1 (x − a) + · · ·
| {z }
= n!
Introduction to Taylor’s Theorem
 Substitute x = a

f 0 (a) = 1 · a1 + 2 · a2 (x − a) + 3 · a3 (x − a)2 + · · ·

f 00 (a) = 2! · a2 + 3 · 2 · a3 (a − a) + 4 · 3 · a4 (a − a)2 + · · ·

f 000 (a) = 3! · a3 + 4 · 3 · 2 · a4 (a − a) + 5 · 4 · 3 · a5 (a − a)2 + · · ·


..
.
f (n) (a) = n! · an + (n + 1) · · · 3 · 2 · an+1 (a − a) + · · ·

f 00 (a) f 000 (a) f (n) (a)


a0 = f (a), a1 = f 0 (a), a2 = , a3 = , · · · , an = ,···
2! 3! n!
Introduction to Taylor’s Theorem
Proposition 5.1. 

If the function f (x) can be expressed by a power series centered


at a, then its coefficients are given by

f (n) (a)
an = n ∈ N,
n!
that is, we have the expression for the function

X f (n) (a)
f (x) = (x − a)n .
n=0
n!
 
* In general, we don’t know whether the function can be expressed by a
power series or not.
Mean Value Theorem to Taylor’s Theorem
Review: Mean Value Theorem 

Let f be continuous on a closed interval [a, b] and differentiable on


the open interval (a, b). Then, there exists a constant c ∈ (a, b) such
that
f (b) − f (a)
f 0 (c) =
b−a
 
 For h > 0 and θ ∈ (0, 1), take

b=a+h and c = a + θh

Mean Value Theorem 

Let f be continuous and differentiable on an interval I. Then, for


h > 0 and a ∈ I, there exists a constant θ ∈ (0, 1) such that

f (a + h) = f (a) + f 0 (a + θh) · h
 
Mean Value Theorem to Taylor’s Theorem
 Apply Mean Value Theorem

f (a + h) = f (a) + f 0 (a + θ1 h) · h

 For f 0 (a + θ1 h), apply Mean Value Theorem again


f 0 (a + θ1 h) = f 0 (a) + f 00 (a + θ2 (θ1 h)) · (θ1 h)

⇒ f (a + h) = f (a) + f 0 (a) · h + f 00 (a + θ1 θ2 h) · θ1 h2

 For f 0 (a + θ2 θ1 h), apply Mean Value Theorem again


f 00 (a + θ1 θ2 h) = f 00 (a) + f 000 (a + θ3 (θ1 θ2 h)) · (θ1 θ2 h)

⇒ f (a+h) = f (a)+f 0 (a) ·|{z}


1 h+f 00 (a) · θ1 h2 +f 000 (a+θ1 θ2 θ3 h) · θ12 θ2 h3
|{z}
= b1 = b2
Mean Value Theorem to Taylor’s Theorem
 Substitute
x=a+h

 Take a sequence {bn } satisfying

b1 = 1, b2 = θ1 , b3 = θ12 θ2 , ···

f (x) = f (a) + f 0 (a) b1 (x − a) + f 00 (a) b2 (x − a)2 + f 000 (a) b3 (x − a)3


| {z } | {z } | {z }
= a1 = a2 = a3

+ · · · + f (n) (a) bn (x − a)n + f (n+1) (a + θh) bn+1 (x − a)n+1


| {z }
an

 Compare Proposition 4.3.


1 1 1 1
b1 = 1, b2 = , b 3 = , b4 = , · · · , b n =
2! 3! 4! n!
Taylor’s Theorem
Taylor’s Theorem 

For n ∈ N, let f be an (n + 1)-times differentiable function in an


interval I. Then, for any x, a ∈ I, there exists a constant θ ∈ (0, 1)
such that
n
X f (k) (a) f (n+1) (ξ)
f (x) = (x − a)k + (x − a)n+1 ,
k! (n + 1)!
k=0

where ξ = a + θ(x − a) ∈ (x, a) or (a, x).


 
* Note that f (0) (a) = f (a) and 0! = 1.
Taylor’s Theorem

n
X f (k) (a) f (n+1) (ξ)
f (x) = (x − a)k + (x − a)n+1
k! (n + 1)!
k=0

n-th Order Taylor Polynomial 


n
X f (k) (a)
P (x) := (x − a)k
k!
k=0
 
Lagrange Form of the Remainder Term 

f (n+1) (ξ)
Rn+1 := (x − a)n+1
(n + 1)!
 
Taylor’s and Maclaurin Series
 If the remainder term lim Rn = 0,
n→∞
Taylor Series 
n
X f (k) (a)
f (x) = (x − a)k
k!
k=0
 

 If a = 0,
 Maclaurin Series 
n
X f (k) (0)
f (x) = xk
k!
k=0
 
Taylor and Maclaurin Series

f (x) = ex

Since (ex )0 = ex ,
f (n) (0) = 1
Therefore,

1 1 1 n X xn
ex = 1 + x + x2 + · · · + x + ··· =
1! 2! n! n=0
n!

Question 4.4. 

Compute Maclaurin series for the following function (with showing


the Lagrange form of remainder goes to zero).
(1) f (x) = sin x
(2) f (x) = cos x
 
Summary and Announcement
Summary: Taylor and Maclaurin Series 

1 How to compute Taylor/Maclaurin series


2 Check the convergence of remainder term
 

I Next lecture: 3/12 (Tue.) 10:10-12:00, @SC106.


I Office Hour: Thursday 16:00-17:30
Of course, you can make an appointment
(email: [email protected])

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