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Lecture 35
Lecture 35
I Taylor series
I Big-O notation
Key references: Text book section 6.4 and section 7.12 from Thomson et al.
Taylor and Maclaurin Series
Definition 1
Let f be infinitely differentiable at x0 . The Taylor series for f centered at x0 is the function series
∞
X f (n) (x0 )
(x − x0 )n .
n=0
n!
Remarks:
1. A function f can have different Taylor series, centered at different points.
2. For each x, the Taylor series becomes a series of real numbers. It may or may not converge.
3. If the Taylor series converges, we expect it to converge to f (x) but this is not always the case.
Definition 2
Let f be infinitely differentiable at x = 0. The Maclaurin series for f is the Taylor series for f centered at 0:
∞
X f (n) (0) n
x .
n=0
n!
Examples
Find:
1
1. The Maclaurin series for f (x) = 1−x
.
Exercise
1 3 1 5 (−1)n
Show that sin(x) = x − 3!
x + 5! x − .... + (2n+1)! x 2n+1 + ...
n
1 2 1 4 (−1)
and cos(x) = 1 − 2
x + 4! x − ... + (2n)! x 2n + ...
Big-O notation
Definition
Let f , g , and h be functions defined on an open interval containing the point a.
We say that a function f is Big-O of g as x → a, or write f (x) = O(g (x)) as x → a, if there exist δ, M > 0
such that |f (x)| ≤ M|g (x)| whenever 0 < |x − a| < δ.
We write f (x) = g (x) + O(h(x)) as x → a if f (x) − g (x) = O(h(x)) as x → a.
Question
How would we define f being Big-O of g as x → +∞?
Example
If La is the linear approximation to f based at a, Theorem 1 from Lecture 22 gives
f (a + h) = La (a + h) + O(h) as h → 0.
This notation allows us to express the behaviour of functions in a concise way if we do not care about the exact
function definition. We often use it to describe remainders or errors in approximation.
Taylor’s Approximation Theorem in Big-O notation
Proposition
For any integer m ≥ 0 and n ≥ m, we have x n = O(x m ) as x → 0.
Proposition
If f is Big-O of x n as x → a for some integer n ≥ 1, then lim f (x) = 0.
x→a
f (x)
Question: What about g (x)
= O(x n−m )?
Finding limits with Big-O
[cos(x 2 )−1]e 2x
Use Big-O arithmetic to find the limit lim
x→0 x[sin(3x)−3x]