Differentiation/Taylor's Theorem

Lesson 5.31,077 words

Taylor's Theorem

Taylor's theorem generalizes the mean value theorem: an n-times differentiable function is matched near a point by a degree-n polynomial, with a Lagrange remainder that names the error exactly through one higher derivative. Iterating the mean value theorem proves it; the second-derivative test is the order-one case; and a smooth non-analytic bump separates a Taylor series from the function it fails to represent.

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The mean value theorem approximates near by its tangent line and measures the error with one derivative at an unknown interior point:

Taylor's theorem repeats this to every order. It replaces the tangent line by a polynomial that matches and its first derivatives at , and it writes the error through the st derivative in exactly the same shape. It underpins quantitative approximation throughout analysis.

Higher-order derivatives

Differentiating yields ; if is itself differentiable, its derivative is the second derivative . Iterating gives , and past the third or fourth order the prime notation becomes unwieldy.

Each order requires the previous one to exist on a neighborhood, not just at a point, so higher differentiability is a genuinely stronger hypothesis than plain differentiability.

The Taylor polynomial

The unique polynomial of degree agreeing with in value and in its first derivatives at is the Taylor polynomial.

Differentiating the sum term by term and evaluating at collapses every term but one, giving for : the polynomial's derivatives at match those of up to order . That matching is the entire reason it approximates well nearby.

Algorithm:constructing the nnth Taylor polynomial of ff at x0x_0
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    input: a function ff that is nn times differentiable near x0x_0
  2. 2
    P0P \gets 0
  3. 3
    for k=0k = 0 to nn do
  4. 4
    compute the derivative f(k)(x0)f^{(k)}(x_0)
  5. 5
    PP+f(k)(x0)k!(xx0)kP \gets P + \dfrac{f^{(k)}(x_0)}{k!}\,(x - x_0)^k
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    return PP

For at the derivatives cycle through , so the even-order terms all vanish and only odd powers remain.

contribution to

Successive odd-degree polynomials track over ever wider intervals around the origin.

A consistency check confirms the construction: a polynomial of degree is its own th Taylor polynomial at every point. Matching value and first derivatives at determines a degree- polynomial uniquely, and matches itself, so . Taylor approximation reproduces polynomials exactly and only genuinely approximates functions that are not polynomials.1

Taylor polynomials of the sine at the origin. The degree-1 tangent leaves the curve almost immediately; the degree-3 polynomial peaks just short of the crest, tracks the sine to about , then dives through its zero at . Each higher odd degree hugs the curve over a wider range.

Taylor's theorem with Lagrange remainder

The approximation is exact once the error term is added, and the error has the same form as the mean value theorem's, one derivative higher.

Taking reduces the statement to , which is the mean value theorem; Taylor's theorem is its exact generalization.

The proof iterates the mean value theorem through the derivatives: each application of Rolle lowers the order of by one while producing a new zero.

Error estimates

The remainder is useful because is often bounded on the interval. If between and , then

Two features drive the bound down: the factorial in the denominator and the power , which is small when is close to . Together they mean the error goes to zero faster than as , which is the precise sense in which is a degree- approximation.

The remainder formula converts a bound on a derivative into a certified numerical error, with no appeal to the unknown exact value. The exponential shows the same mechanism where the bounding derivative is not constant.

The remainder is the vertical gap between the graph and its Taylor polynomial at x; it is controlled by the next derivative and shrinks faster than the nth power of the distance from x0.

The second-derivative test falls out of the case . If is twice continuously differentiable, , and , then near

with for close enough (continuity of ), so : the point is a strict relative minimum.3 The sign of classifies the critical point, and the same idea iterated gives the th-derivative test.

At a critical point with positive second derivative the order-2 Taylor expansion is an upward parabola, so f sits above f(x0) on both sides and the point is a strict minimum.

Taylor series and analytic functions

When is infinitely differentiable, the polynomials extend to an infinite series.

Two independent failures separate a function from its Taylor series:

  • The series may diverge. Expanding at gives Taylor polynomials , the partial sums of a geometric series. These converge to the function only on ; for the approximations grow visibly worse as the degree rises, no matter that is perfectly finite there. The Taylor series carries the convergence radius of a power series, a restriction the function itself need not respect.
  • The series may converge to the wrong function. Even where the Taylor series converges, its sum need not be .

The second failure is the sharper one. The Taylor series can converge everywhere and still equal at only one point.

The smooth bump e^{-1/x^2} is zero at the origin together with every derivative, so its Taylor series at 0 is identically zero and never recovers the function away from 0.

The function

is infinitely differentiable, and every derivative at the origin is zero. Its Taylor series at is therefore the zero series, which converges everywhere to the zero function, yet for all . Smoothness does not imply analyticity. The power-series methods distinguish the two, and the same non-analytic bump is what makes smooth partitions of unity possible in the calculus of several variables.

Footnotes

  1. Lebl, Basic Analysis I, §4.3, Exercise 4.3.2 — a degree- polynomial equals its own th Taylor polynomial.
  2. Lebl, Basic Analysis I, §4.3, Definition 4.3.1 and Theorem 4.3.2 — the Taylor polynomial and Taylor's theorem with the Lagrange form of the remainder, proved by iterating the mean value theorem. See also Rosenlicht, Ch. 5.
  3. Lebl, Basic Analysis I, §4.3, Proposition 4.3.3 — the second-derivative test as the order-1 case of Taylor's theorem.

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