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Taylor Series - From Wolfram MathWorld
Taylor Series - From Wolfram MathWorld
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Last updated: Wed May 13 2015 (6)
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To derive the Taylor series of a function , note that the integral of the st derivative of from the
point to an arbitrary point is given by
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where is the th derivative of evaluated at , and is therefore simply a constant. Now integrate a
second time to obtain
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Now, from the mean-value theorem for a function , it must be true that
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(Abramowitz and Stegun 1972, p. 880), so the maximum error after terms of the Taylor series is the maximum value
of (18) running through all . Note that the Lagrange remainder is also sometimes taken to refer to the
remainder when terms up to the st power are taken in the Taylor series (Whittaker and Watson 1990, pp. 95-
96).
Taylor series can also be defined for functions of a complex variable. By the Cauchy integral formula,
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In the interior of ,
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so, using
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it follows that
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so that
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Rewriting,
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The zeroth- and first-order terms are and , respectively. The second-order term is
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SEE ALSO:
Cauchy Remainder, Fourier Series, Generalized Fourier Series, Lagrange Inversion Theorem, Lagrange Remainder,
Laurent Series, Maclaurin Series, Newton's Forward Difference Formula, Taylor's Inequality, Taylor's Theorem
REFERENCES:
Abramowitz, M. and Stegun, I. A. (Eds.). Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th
printing. New York: Dover, p. 880, 1972.
Arfken, G. "Taylor's Expansion." §5.6 in Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 303-313,
1985.
Askey, R. and Haimo, D. T. "Similarities between Fourier and Power Series." Amer. Math. Monthly 103, 297-304, 1996.
Comtet, L. "Calcul pratique des coefficients de Taylor d'une fonction algébrique." Enseign. Math. 10, 267-270, 1964.
Morse, P. M. and Feshbach, H. "Derivatives of Analytic Functions, Taylor and Laurent Series." §4.3 in Methods of Theoretical
Physics, Part I. New York: McGraw-Hill, pp. 374-398, 1953.
Whittaker, E. T. and Watson, G. N. "Forms of the Remainder in Taylor's Series." §5.41 in A Course in Modern Analysis, 4th ed.
Cambridge, England: Cambridge University Press, pp. 95-96, 1990.
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