MODULE 6 TAYLOR’S SERIES EXPANSION

Unit 1 Function of two variables

Unit 2 Taylor’s series expansion for functions of two variables
Unit 3 Application of Taylor’s series

UNIT 1 FUNCTIONS OF TWO VARIABLES

CONTENTS

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Solve problems on partial derivatives in calculus
3.2 Solve problems on higher order partial derivative
3.3 State and apply clairauts theorem
3.4 Solve problem on maxima and manima
3.5 Identify Taylor’s series of function of two variable
3.6 explain analytical function
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Reading

1.0 INTRODUCTION

Functions of Two Variables

Definition of a function of two variables

Until now, we have only considered functions of a single variable.

However, many real-valued functions consist of two (or more) variables. E.g., the area
of a rectangular shape depends on both its width and its height. And, the pressure of a
given quantity of gas varies with respect to the temperature of the gas and its volume.
You define a function of two variables as follows:

A function f of two variables is a relation that assigns to every ordered pair of input
values x, y in a set called the domain of a unique output value denoted by, f (x, y). The
set of output values is called the range.

Since the domain consists of ordered pairs, you may consider the domain to be all (or
part) of the x-y plane.

Unless otherwise stated, you will assume that the variables x and y and the output
Value f (x, y).
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2.0 OBJECTIVE

At the end of this unit, you should be able to:

 solve problems on partial derivatives in calculus;

 solve problems on higher order partial derivative;
 state and apply clairauts theorem;
 solve problem on maxima and manima;
 identify Taylor series of function of two variable; and
 understand analytical function.

3.0 MAIN CONTENT

Partial Derivatives in Calculus

Let f(x,y) be a function with two variables. If we keep y constant and differentiate f
(assuming f is differentiable) with respect to the variable x, we obtain what is called
the partial derivative of f with respect to x which is denoted by

You might also define partial derivatives of function f as follows:

( ) ( )

( ) ( )

You now present several examples with detailed solution on how to calculate partial
derivatives.

Example 1: Find the partial derivatives fx and fy if f(x, y) is given by

f(x , y) = x2 y + 2x + y

Solution:

Assume y is constant and differentiate with respect to x to obtain

[ ]

[ ] [ ] [ ] [ ] [ ] [ ]

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Now assume x is constant and differentiate with respect to y to obtain

[ ]

[ ] [ ] [ ] [ ] [ ] [ ]

Example 2: Find fx and fy if f(x, y) is given by

f(x , y) = sin(x y) + cos x

Solution:

Differentiate with respect to x assuming y is constant

[ ( ) ] ( )

Differentiate with respect to y assuming x is constant

[ ( ) ] ( )

Example 3: Find fx and fy if f(x, y) is given by

f(x , y) = x ex y

Solution:

Differentiate with respect to x assuming y is constant

[ ] ( )

Differentiate with respect to y

[ ]

Example 4: Find fx and fy if f(x, y) is given by

f(x , y) = ln ( x2 + 2y)

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Solution

Differentiate with respect to x to obtain

[ ( )]

Differentiate with respect to y

[ ( )]

Example 5: Find fx(2 , 3) and fy(2 , 3) if f(x , y) is given by

f(x , y) = y x2 + 2y

Solution:

You first find fx and fy

fx(x,y) = 2x y

fy(x,y) = x2 + 2

We now calculate fx(2 , 3) and fy(2 , 3) by substituting x and y by their given values

fx(2,3) = 2 (2)(3) = 12

fy(2,3) = 22 + 2 = 6

Exercise: Find partial derivatives fx and fy of the following functions

1. f(x , y) = x ex + y
2. f(x , y) = ln ( 2 x + y x)
3. f(x , y) = x sin(x - y)

Answer to Above Exercise:

1. fx = (x + 1)ex+ y , fy = x ex+y

2. fx = 1/ x , fy = 1/ (y + 2)

3. fx = x cos (x - y) + sin (x - ) , fy = -x cos (x - y)

More on partial derivatives and multivariable functions. Multivariable Functions

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Higher Order Partial Derivatives
Just as you had higher order derivatives with functions of one variable you will also
have higher order derivatives of functions of more than one variable. However, this
time you will have more options since you do have more than one variable. Consider
the case of a function of two variables, ( ) since both of the first order partial
derivatives are also functions of x and y you could in turn differentiate each with
respect to x or y. This means that for the case of a function of two variables there will
be a total of four possible second order derivatives. Here they are and the notations that
you’ll use to denote them.

( ) ( )

( ) ( )

( ) ( )

( ) ( )

The second and third second order partial derivatives are often called mixed partial
derivatives since you are taking derivatives with respect to more than one variable.
Note as well that the order that you take the derivatives in is given by the notation for
each these. If you are using the subscripting notation, e.g. fxy, then you will
differentiate from left to right. In other words, in this case, you will differentiate first
with respect to x and then with respect to y. With the fractional notation e.g. , it is
the opposite. In these cases we differentiate moving along the
denominator from right to left. So, again, in this case you first differentiate with
respect to x and then with respect to y.

Let’s take a quick look at an example.

Example 1 Find all the second order derivatives for

Solution

You’ll first need the first order derivatives so here they are.
( ) ( )

( )
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Now, let’s get the second order derivatives.

( )

Notice that you dropped the (x,y) from the derivatives. This is fairly standard and you
will be doing it most of the time from this point on. You will also be dropping it for the
first order derivatives in most cases.

Now let’s also notice that, in this case, . This is not by coincidence If the
function is “nice enough” this will always be the case. So, what’s “nice enough”? The
following theorem tells you.

Clairaut’s Theorem

Suppose that f is defined on a disk D that contains the point (a, b). If the functions fxy
and fyx are continuous on this disk then,

( ) ( )

Now, do not get too excited about the disk business and the fact that you have the
theorem is for a specific point. In pretty much every example in this class if the two
mixed second order partial derivatives are continuous then they will be equal.

Example 2 Verify Clairaut’s Theorem for ( ) .

Solution

You’ll first need the two first order derivatives.

( )
( )

Now, compute the two fixed second order partial derivatives.

( )

( )

Sure enough they are the same.

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So far you have only looked at second order derivatives. There are, of course, higher
order derivatives as well. Here are a couple of the third order partial derivatives of
function of two variables.

( ) ( )

( ) ( )

Notice as well that for both f these we differentiate once with respect to y and twice
with respect to x. There is also another third order partial derivative in which you can
do this, fxxy. There is an extension to Clairaut’s Theorem that says if all three of these
are continuous then they should all be equal,

To this point you’ve only looked at functions of two variables, but everything that
you’ve done to this point will work regardless of the number of variables that you’ve
got in the function and there are natural extensions to Clairaut’s theorem to all of these
cases as well. For instance, ( ) ( ) provided both of the derivatives
are continuous.

In general, you can extend Clairaut’s theorem to any function and mixed partial
derivatives. The only requirement is that in each derivative you differentiate with
respect to each variable the same number of times. In other words, provided you meet
the continuity condition, the following will be equal

because in each case you differentiate with respect to t once, s three times and r three
times.

Let’s do a couple of exam les with higher (well higher order than two anyway) order
derivatives and functions of more than two variables.

Example 3 Find the indicated derivative for each of the following functions.

(a) Find fxxyzz for f(x,y,z) = z3y2 In (x)

(b) Find ( )

Solution

(a) Find fxxyzz for ( ) ( )

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In this case remember that you differentiate from left to right. Here are the derivatives
for this part.

(b) Find for ( )

Here we differentiate from right to left. Here are the derivatives for this function.

Maxima and minima

For other uses, see Maxima (disambiguation) and Maximum (disambiguation). For use
in statistics, see Maximum (statistics).

Local and global maxima and minima for

In mathematics, the maximum and minimum (plural: maxima and minima) of a

function, known collectively as extrema (singular: extremum), are the largest and
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smallest value that the function takes at a point either within a given neighborhood
(local or relative extremum) or on the function domain in its entirety (global or
absolute extremum). More generally, the maximum and minimum of a set (as defined
in set theory) are the greatest and least element in the set. Unbounded infinite sets such
as the set of real numbers have no minimum and maximum.

To locate extreme values is the basic objective of optimization

real-valued function f define on a real line is said to have a local (or relative)
maximum point at the point x*, if there exists some such that f(x*) > f(x) when
*
|x − x | < . The value of the function at this point is called maximum of the function.
Similarly, a function has a local minimum point at x*, if f(x*) ≤ f(x) when |x − x*| < .
The value of the function at this point is called minimum of the function. A function
has a global (or absolute) maximum point at x* if f(x*) > f(x) for all x. Similarly, a
function has a global (or absolute) minimum point at x* if f(x*) ≤ f(x) for all x. The
global maximum and global minimum points are also known as the arg max and arg
min: the argument (input) at which the maximum (respectively, minimum) occurs.

Restricted domains: There may be maxima and minima for a function whose domain
does not include all real numbers. A r al-valued function, whose domain is any set, can
have a global maximum and minimum. There may also be local maxima and local
mini ma points, but only at points of the domain set where the concept of
neighborhood is define d. A neighborhood plays the role of the set of x such that |x −
x*| < .

A continuous (real-valued) function on a compact set always takes maxi um and

minimum values on that set. An important example is a function whose domain is a
closed (and bounded) interval of real numbers (see the graph above). The
neighborhood requirement precludes a local maximum or minimum at an endpoint of
an interval. However, an endpoint may still be a global maxim m or minimum. Thus it
is not always true, for finite domains, that a global maximum (mini um) must also be a
local maximum (minim m).

Finding functional maxima and minima

Finding global maxima and minima is the goal of mathematical optimization. If a
function is continuous on a closed interval, then by the extreme value theorem global
maxima and minima exist. Furthermore, a global maximum (or minimum) either must
be a local maximum (or minimum) in the interior of the domain, or must lie on the
boundary of the domain. So a method of finding a global maximum (or minimum) is to
look at all the local maxima (or minima) in the interior, and also look at the maxima
(or mini a) of the points on the boundary; and take the biggest (or smallest) one.

Local extrema can be found by Fermat's theorem, which states that they must occur at
critical points. One can distinguish whether a critical point is a local maximum or local
minimum by using the first derivative test and second derivative test.

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For any function that is defined piecewise, you finds a maxima (or minima) by finding
the maximum (or minimum) of each piece separately; and then seeing which one is
biggest (or smallest).

Examples

The global maximum of √ occurs at x = e.

 The function x2 has a unique global minimum at x = 0.

 The function x3 has no global minima or maxima. Although the first derivative
(3x2) is 0 at x = 0, this is an inflexion point.
 The function √ has a unique global maximum at x = e. (See figure a right)
 The function x-x has a unique global maximum over the positive real numbers at
x = 1/e.
 The function x3/3 − x has first derivative x2 − 1 and second derivative 2x.
Setting the first derivative to 0 and solving for x gives stationary points at −1
and +1. From the sign of the second derivative we can see that −1 is a local
maximum and +1 is a local minimum. Note that this function has no global
maximum or minimum.
 The function |x| has a global minimum at x = 0 that cannot be found by taking
derivatives, because the derivative do s not exist at x = 0.
 The function cos(x) has infinitely many global maxima at 0, ±2π, ±4, ..., and
infinitely many global minima at ± , ±3π, ....
 The function 2 cos(x) has infinitely many local maxima and minima, but no
global maximum or minimum.
 The function cos(3πx)/x with 0.1 ≤ x ≤ 1.1 has a global maximum at x = 0.1 (a
boundary) , a global minimum near x= 0.3, a local maximum near x = 0.6, and a
local minimum near x = 1.0. (See figure above.)
 The function x3 + 3x2 −2x + 1 defined over the closed interval (segment) [−4,2]
√
has two extrema: one local maximum at , one local minimum at
√
, a global maximum at x = 2 and a global minimum at x = −4.

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Functions of more than one variable
Second partial derivative test
For functions of more than one variable, similar conditions apply. For example, in the
(enlargeable) figure at the right, the necessary conditions for a local maximum are
similar to those of a function with only one variable. The first partial derivatives as to z
(the variable to be maximized) are zero at the maximum (the glowing dot on top in the
figure). The second partial derivatives are negative. These are only necessary, not
sufficient, conditions for a local maximum because of the possibility of a saddle point.
For use of these conditions to solve for a maximum, the function z must also be
differentiable throughout. The second partial derivative test can help classify the point
as a relative maximum or relative minimum.

In contrast, there are substantial differences between functions of one variable and
functions of more than one variable in the identification of global extrema. For
example, if a bounded differentiable function f defined on a closed interval in the real
line has a s ingle critical point, which is a local minimum, then it is also a global
minimum (use the intermediate value theorem and Rolle's theorem to prove this by
reduction and absurdum). In two and more dimensions, this argument fails, as the
function shows:
( ) ( )

Its only critical point s at (0,0), which is a local minimum with ƒ 0,0) = 0. However, it
cannot be a global one, because ƒ(4,1) = −11.

The global maximum is the point at the top Counterexample

In relation to sets
Maxima and minima are more generally defined for sets. In general, if an ordered set S
has a greatest element m, m is a maximal element. Furthermore, if S is a subset of an
ordered set T and m is the greatest element of S with respect to order induced by T, m
is a least upper bound of S in T. The similar result holds for least element, minimal
element and greatest lower bound.
In the case of a general partial order, the least element (smaller than all other) should
not be confused with a minimal element (nothing is smaller). Likewise, a greatest

159
element of a partially ordered set (poset) is an upper bound of the set which is
contained within the set, whereas a maximal element m of a poset A is an element of
A such that if m < b (for any b in A) then m = b. Any least element or greatest element
of a poset is unique, but a poset can have several minimal or maximal elements. If a
poset has more than one maximal element, then these elements will not be mutually
comparable.

In a totally ordered set, or chain, all elements are mutually comparable, so such a set
can have at most one minimal element and at most one maximal element. Then, due to
mutual comparability, the minimal element will also be the least element and the
maximal element will also be the greatest element. Thus in a totally ordered set we can
simply use the terms minimum and maximum. If a chain is finite then it will always
have a maximum and a minimum. If a chain is infinite then it need not ha e a
maximum or a minimum. For example, the set of natural numbers has no maximum,
though it has a minimum. If an infinite chain S is bounded, then the closure Cl(S) of he
set occasionally has a minimum and a maximum, in such case they are called the
greatest lower bound and the least upper bound of the set S, respectively.

TAYLOR SERIES
The Maclaurin series for any polynomial is the polynomial itself.

The Maclaurin series for (1 − x)−1 for |x| < 1 is the geometric series

so the Taylor series for x− 1 at a = 1 is

By integrating the above Maclaurin series you find the Maclaurin series for log(1 − x),
where log denotes the natural logarithm:

and the corresponding Taylor series for log(x) at a = 1 is

The Taylor series for the exponential function ex at a = 0 is

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The above expansion holds because the derivative of ex with respect to x is also ex and
eo equals 1. This leaves the terms (x− 0)n in the numerator and n! in the denominator
for each term in the infinite sum.
History
The Greek philosopher Zeno considered the problem of summing an infinite series to
achieve a finite result, but rejected it as an impossibility: the result was Zeno's paradox.
Later, Aristotle proposed a philosophical resolution of the paradox, but the
mathematical content was apparently unresolved until taken up by Democritus and
then Archimedes. It was through Archimedes's method of exhaustion that an infinite
number of progressive subdivisions could be performed to achieve a finite result. Liu
Hui independently employed a similar method a few centuries later

In the 14th century, the earliest examples of the use of Taylor series and closely related
methods were given by Madhava of Sangamagrama though no record of his work
survives; writings of later Indian mathematicians suggest that he found a number of
special cases of the Taylor series, including those for the trigonometric functions of
sine, cosine, tangent, and arctangent. The Kerala School of astronomy and
mathematics further expanded his works with various series expansions and rational
approximations until the 16th century.

In the 17th century, James Gregory also worked in this area and published several
Maclaurin series. It was not until 1715 however that a general method for constructing
these series for all functions for which they exist was finally provided by Brook
Taylor, after whom the series are now named.

The Maclaurin series was named after Colin Maclaurin, a professor in Edinburgh, who
published the special case of the Taylor result in the 18th century.

Analytic functions

1
The function е is not analytic at x = 0: the Taylor’s series is identically 0, although
x2
the function is not.

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If f(x) is given by a convergent power series in an open disc (or interval in the real
line) centered at be, it is said to b analytic in this disc. Thus for x in this disc, f is given
by a convergent power series

( )∑ ( )

Differentiating by x the above formula n times, then setting x=b gives:

and so the power series expansion agrees with the Taylor’s series. Thus a function is
analytic in an open disc centered at b if and only if its Taylor’s series converges to the
value of the function at each point of the disc.

If f(x) is equal to its Taylor’s series everywhere it is called entire. The polynomials and
the exponential function ex and the trigonometric functions sine and cosine are
examples of entire functions. Examples of functions that are not entire include the
logarithm, the trigonometric function tangent, and its inverse arctan. For these
functions the Taylor’s series do not converge if x is far from a. Taylor’s series can be
used to calculate the value of a entire function in every point, if the value of the
function, and of all of its derivatives, are known at a single point.

4.0 CONCLUSION
In this unit, you have been introduced to partial derivative in calculus and some higher
order partial derivative. Clairauts theorem was stated and applied. You have been
introduced to Maxima and minima, functions of more than one variable and the
relation of maxima and minima to set.

5.0 SUMMARY
In this unit you have studied:

 Partial derivatives in calculus

 Higher order partial derivative
 Clairauts theorem
 Maxima and manima
 Taylor series of function of two variable
 Analytical function

6.0 TUTOR-MARKED ASSIGNMENT

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7.0 REFERENCES/FURTHER READING

Stewart, James (2008). Calculus: Early Transcendentals (6th ed.). Brooks/Cole. ISBN
0-495-01166-5.

Larson, Ron; Edwards, Bruce H. (2009). Calculus (9th ed.). Brooks/Cole. ISBN 0547-
16702-4.

Thomas, George B.; Weir, Maurice D.; Hass, Joel (2010). Thomas' Calculus: Early
Transcendentals (12th ed.). Addison-Wesley. ISBN 0-321-58876-2.
Maxima and Minima From MathWorld--A Wolfram Web Resource.

Thomas Simpson's work on Maxima and Minima at Convergence

Apostol, Tom (1967), Calculus, Jon Wiley & Sons, Inc., ISBN 0-471-00005-1.

Bartle; Sherbert (2000), Introduction to Real Analysis (3rd ed.), John Wiley & Sons,
Inc., ISBN 0-471-32148-6.

Hörmander, L. (1976), Linear Partial Differential Operators, Volume 1, Springer-

Verlag, ISBN 978-3540006626.

Klein, Morris (1998), Calculus: An Intuitive and Physical Approach, Dover, ISBN 0-
486-40453-6.

Pedrick, George (1994), A First Course in Analysis, Springer-Verlag, ISBN 0-387-

94108-8.

Stromberg, Karl (1981), Introduction to classical real analysis, Wadsworth, Inc., ISBN
978-0534980122.

Rudin, Walter (1987), Real and complex analysis, 3rd ed., McGraw-Hill Book
Company, ISBN 0-07-054234

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UNIT 2 TAYLOR’S SERIES OF EXPANSION FOR FUNCTIONS OF
TWO VARIABLES

CONTENTS

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Definition of Taylor’s series of expansion
3.2 Analytical function
3.3 Uses of Taylor series for analytical functions
3.4 Approximation and convergence
3.5 List of Maclaurine series of some common function
3.6 Calculation of Taylor’s series
3.7 Taylor’s series in several variable
3.8 Fractional Taylor’s series
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION

As the degree of the Taylor’s polynomial rises, it approaches the correct function. This
image shows sin(x) and its Taylor’s approximations, polynomials of degree 1, 3, 5, 7,
9, 11 and 13.
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The exponential function ex (in blue), and the sum of the first n+1 terms of its Taylor’s
series at 0 (in red).

In mathematics, a Taylor’s series is a representation of a function as an in finite sum

of terms that are calculated from the values of the function's derivatives at a single
point.

The concept of a Taylor’s series was formally introduced by the English

mathematician Brook Taylor’s in 1715. If the Taylor’s series is centered at zero, then
that series is also called a Maclaurin’s series, named after the Scottish mathematician
Colin Maclaurin, who made extensive use of this special case of Taylor’s series in the
18th century.

It is common practice to approximate a function by using a finite number of terms of

its Taylor’s series. Taylor's theorem gives quantitative estimates on the error in this
approximation. Any finite number of initial terms of the Taylor’s series of a function is
called a Taylor’s polynomial. The Taylor’s series of a function is the limit of that
function's Taylor’s polynomials, provided that the limit exists. A function may not be
equal of its Taylor’s series, even if its Taylor’s series converges at every point. A
function that is equal to its Taylor’s series in an open interval (or a disc in the complex
plane) is known as an analytic function.

2.0 OBJECTIVE
At the end of this unit, you should be able to:
 definition Taylor’s series of functions of two variables;
 solve problems on analytical problem;
 use the Taylor’s series to solve analytic function;
 solve problems that involve approximation and convergence;
 state Maclaurine’s series of some common functions;
 calculation of Taylor’s series; use Taylor’s series in calculations;
 explain Taylors’s series in several variables; and
 explain Fractional Taylor’s series.
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3.0 MAIN CONTENT

Definition
The Taylor series of a real or complex function ƒ(x) that is infinitely differentiable in a
neighborhood of a real or complex number a is the power series

( )
( ) ( ) ( )
( ) ( ) ( ) ( )

which can be written in the more compact sigma notation as

( )
( )
∑ ( )

where n! denotes the factorial of n and ƒ(n) (a) denotes the nth derivative o f ƒ evaluated
at the point a. The zeroth derivative of ƒ is defined to be ƒ itself and (x − a)0 and 0! are
both defined to be 1. In the case that a = 0, the series is also called a Maclaurin’s
series.

Examples

The Maclaurin’s series for any polynomial is the polynomial itself.

The Maclaurin’s series for (1 − x)−1 for |x| < 1 is the geometric series

so the Taylor series for x−1 at a = 1 is

By integrating the above Maclaurin’s series we find the Maclaurin’s series for log(1 −
x), where log denotes the natural logarithm:

and the corresponding Taylor’s series for log(x) at a = 1 is

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The Taylor’s series for the exponential function ex at a = 0 is

The above expansion holds because the derivative of ex with respect to x is also ex and
e0 equals 1. This leaves the terms (x − 0)n in the numerator and n! in the denominator
for each term in the infinite sum.

Analytic functions

The function e−1/x2 is not analytic at x = 0: the Taylor’s series is identically 0, although
the function is not.

If f(x) is given by a convergent power series in an open disc (or interval in the real
line) centered at b, it is said to b analytic in this disc. Thus for x in this disc, f is given
by a convergent power series

( )∑ ( )

Differentiating by x the above formula n times, then setting x=b gives:

and so the power series expansion agrees with the Taylor’s series. Thus a function is
analytic in an open disc centered at b if and only if its Taylor’s series converges to the
value of the function at each point of the disc.

If f(x) is equal to its Taylor’s series everywhere it is called entire. The polynomials and
the exponential function expand the trigonometric functions sine and cosine are
examples of entire functions. Examples of functions that are not entire include the
logarithm, the trigonometric function tangent, and its inverse arctan. For these
functions the Taylor’s series do not converge if x is far from a. Taylor’s series can be

167
used to calculate the value of a entire function in every point, if the value of the
function, and of all of its derivatives, are known at a single point.

Uses of the Taylor’s series for analytic functions include:

The partial sums (the Taylor’s polynomials) of the series can be used as
approximations of the entire function. These approximations are good if sufficiently
many terms are included.

Differentiation and integration of power series can be performed term by term and is
hence particularly easy.

An analytic function is uniquely extended to a holomorphic function on an open disk

in the complex plane. This makes the machinery of complex analysis available.

The (truncated) series can be used to compute function values numerically, (often by
recasting the polynomial into the Chebyshev form and evaluating it with the Clenshaw
algorithm).

Algebraic operations can be one readily on the power series representation; for
instance the Euler's formula follows from Taylor’s series expansions for trigonometric
and exponential functions. This result is of fundamental importance in such fields as
harmonic analysis.

Approximation and convergence

The sine function (blue) is closely approximated by its Taylor’s polynomial of degree
7 (pink) for a full period centered at the origin.

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The Taylor’s polynomials for log(1 + x) only provide accurate approximations in the
range −1 < x ≤ 1. Note that, for x > 1, the Taylor’s polynomials of higher degree are
worse approximations.

Pictured on the right is an accurate approximation of sin(x) around the point x = 0. The
pink curve is a polynomial of degree seven:

The error in this approximation is no more than |x|9/9!. In particular, for − 1 < x < 1,
the error is less than 0.000003.

In contrast, also shown is a picture of the natural logarithm function log( 1+ x) and
some of its Taylor’s polynomials around a = 0. These approximations converge to the
function only in the region −1 < x ≤ 1; outside of this region the higher-degree
Taylor’s polynomials are worse approximations for the function. This is similar to
Runge's phenomenon.

The error incurred in approximating a function by its nth-degree Taylor’s polynomial

is called the remainder or residual and is denoted by the function Rn(x). Taylor's
theorem can be used to obtain a bound on the size f the remainder.

In general, Taylor’s series need not be convergent at all. And in fact the set of
functions with a convergent Taylor’s series is a meager set in the Fréchet space of
smooth functions. Even if the Taylor’s series of a function f does converge, its limit
need not in general be equal to the value of the function f(x). For example, the function

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is infinitely differentiable at x = 0, and has all derivatives zero there. Consequently, the
Taylor’s series of f(x) about x = 0 is identically zero. However, f(x) is not equal to the
zero function, and so it is not equal to its Taylor’s series around the origin.

In real analysis, this example shows that there are infinitely differentiable functions
f(x) whose Taylor’s series are not equal to f(x) even if they converge. By contrast in
complex analysis there are no holomorphic functions f(z) whose Taylor’s series
converges to a value different from f(z). The complex function e−z−2 does not approach
0 as z approaches 0 along the imaginary axis and its Taylor’s series is thus not defined
there.

More generally, every sequence of real or complex numbers can appear a coefficients
in the Taylor’s series of an infinitely differentiable function defined on the real line, a
consequence of Borel's lemma (see also Non -analytic smooth function and application
to Taylor’s series). As a result, the radius of convergence of a Taylor’s series can be
zero. There are even infinitely differentiable functions defined on the real line whose
Taylor’s series have a radius of convergence 0 everywhere.

Some functions cannot be written as Taylor’s series because they have a singularity; in
these cases, one can often still achieve a series expansion if one allows also negative
powers of the variable x; see Laurent’s series. For example, f(x) = e−x−2 can be written
as a Laurent’s series.

There is, however, a generalization of the Taylor’s series that does converge to the
value of the function itself for any bonded continuous function on (0,∞), using the
calculus of finite differences. Specifically, one has the following theorem, due to Einar
Hille, that for any t > 0,

Here is the n-th finite difference operator with step size h. The series is precisely
the Taylor’s series, except that divided differences appear in place of differentiation:
the series is formally similar to the Newton series. When the function f is analytic at a,
the terms in the series converge to the terms of the Taylor’s series, and in this sense
generalizes the usual Taylor’s series.

In general, for any infinite sequence ai, the following power series identity holds:

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So in particular,

The series on the right is the expectation value of f(a + X), where X is a Poisson
distributed random variable that takes the value jh with probability e−t/h(t/h)j/j!. Hence

The law of large numbers implies that the identity holds.

List of Maclaurin’s series of some common functions

The real part of the co sine function in the complex plane.

An 8th degree approximation of the cosine function in the complex plane.

The two above curves put together.

Several important Maclaurin’s series expansions follow. All these expansions are valid
for complex arguments x.

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Exponential function:

Natural logarithm:

Finite geometric series:

Infinite geometric series:

Variants of the infinite geometric series:

Square root:

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Binomial series (includes the square root for α = 1/2 and the infinite geometric series
for α = −1):

with generalized binomial

coefficients

Where the Bs are Bernoulli’s numbers.

Hyperbolic functions:

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Lambert's W function:

The numbers Bk appearing in the summation expansions of tan(x) and tanh(x) are the
Bernoulli’s numbers. The Ek in the expansion of sec(x) are Euler numbers.

Calculation of Taylor’s series

Several methods exist for the calculation of Taylor’s series of a large number of
functions. One can attempt to use the Taylor’s series as-is and generalize the form of
the coefficients, or one can use manipulations such as substitution, multiplication or
division, addition or subtraction of standard Taylor’s series to construct the Taylor’s
series of a function, by virtue of Taylor’s series being power series. In some cases, one
can also derive the Taylor’s series by repeatedly applying integration by parts.
Particularly convenient is the use of computer algebra systems to calculate Taylor’s
series.

First example
Compute the 7th degree Maclaurin polynomial for the function

First, rewrite the function as .

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You have for the natural logarithm (by using the big O notation)

and for the cosine function

The latter series expansion has a zero constant term, which enables us to substitute the
second series into the first one and to easily omit terms of higher order than the 7th
degree by using the big O notation

Since the cosine is an even function, the coefficients for all the odd powers x, x3, x5,
x7, ... have to be zero.

Second example
Suppose you want the Taylor series at 0 of the function
.

You have for the exponential function

and, as in the first example,

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Assume the power series is

Then multiplication with the denominator and substitution of the series of the cosine
yields

Collecting the terms up to fourth order yields

Comparing coefficients with the above series of the exponential function yield the
desired Taylor series

Comparing coefficients with the above series of the exponential function yields the
desired Taylor series

Third example
Here we use a method called "Indirect Expansion" to expand the given function. This
method uses the known function of Taylor’s series for expansion.

Q: Expand the following function as a power series of x

(1 + x)ex.

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You know the Taylor’s series of function ex is:

Thus,

Taylor’s series in several variables

The Taylor’s series may also be generalized to functions of more than one variable
with

For example, for a function that depends on two variables, x and y, t e Taylor’s series
to second order about the point (a, b) is:

where the subscripts denote t e respective partial derivatives.

A second-order Taylor’s series expansion of a scalar-valued function of more than one

variable can be written compactly as

177
Ere Df (a) is the gradient of f evaluated at x = a and D2f(a) is the Hessian matrix.
Applying the multi-index notation the Taylor’s series for several variables becomes

which is to be understood as still more abbreviated multi-index version f the first

equation of this paragraph, again in full analogy to the single variable case.

Example

Second-order Taylor’s series approximation (in gray) of a function f(x,y) = exlog (1 +

y) around origin.

Compute a second-order Taylor’s series expansion around point (a,b) = (0,0) of a

function

Firstly, we compute all partial derivatives we need

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The Taylor’s series is

which in this case becomes

Since log(1 + y) is analytic in y| < 1, we have

for |y| < 1.

Fractional Taylor series

With the emergence of fractional calculus, a natural question arises about what the
Taylor’s Series expansion would be. Odibat and Shawagfeh answered this in 2007. By
using the Caputo fractional derivative, , and x| indicating the limit as we
approach x from the right, the fractional Taylor’s series can be written as

4.0 CONCLUSION

In this unit, you have defined tailors series of function of two variables. You have
studied analytical function and have used Taylors’s series to solve problem s that
involve analytical functions. You have studied approximation and convergence. You
have also studied the list of Maclaurine’s series of some common functions and have
done some calculation of Taylor’s series. You have also studied Taylors in several
variables and the fractional Taylor’s series.

5.0 SUMMARY
In this unit, you have studied the following:
 Definition Taylor’s series of functions of two variables
 Solve problems on analytical problem
 Use the Taylor’s series to solve analytic function
 Solve problems that involve approximation and convergence
 The list of Maclaurine’s series of some common functions
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 Calculation of Taylor’s series
 Taylor’s series in several variables
 Fractional Taylor’s series

6.0 TUTOR – MARKED ASSIGNMENT

1. Use the Taylor’s series to expand F(z) = about the point z = 1 ,and find the

values of z for which the expansion is valid.

2. Use the Taylor’s series to expand F(x) = about the point x = 1, and find the

values of z for which the expansion is valid.

3. Use the Taylor’s series to expand F(x) = about the point x = 2, and find the

values of z for which the expansion is valid.

4. Use the Taylor’s series to expand F(x) = about the point x = 2, and find the

values of z for which the expansion is valid.

2. Use the Taylor’s series to expand F(b) = about the point b = 1 ,and find the
values of z for which the expansion is valid.

7.0 REFERENCES/FURTHER READING

Abramowitz, Milton; Stegun, Irene A. (1970), Handbook of Mathematical Functions

with Formulas, Graphs, and Mathematical Tables, New York: Dover
Publications, Ninth printing

Thomas, George B. Jr.; Finney, Ross L. (1996), Calculus and Analytic Geometry (9th
ed.), Addison Wesley, ISBN 0-201-53174-7

Greenberg, Michael (1998), Advanced Engineering Mathematics (2nd ed.), Prentice

Hall, ISBN 0-13-321431

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.

180
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. 374398, 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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UNIT 3 APPLICATIONS OF TAYLOR’S SERIES

CONTENT

1.0 Introduction
2.0 Objectives
3.0 Main Content
3.1 Evaluating definite integrals
3.2 Understanding the asymptotic behaviour
3.3 Understanding the growth of functions
3.4 Solving differential equations
4.0 Conclusion
5.0 Summary
6.0 Tutor-Marked Assignment
7.0 References/Further Readings

1.0 INTRODUCTION

You started studying Taylor’s Series because you said that polynomial functions are
easy and that if you could find a way of representing complicated functions as series
("infinite polynomials") then maybe some properties of functions would be easy to
study too. In this section, you'll show you a few ways in Taylor’s series can make life
easy.

2.0 OBJECTIVES
At the end of this unit, you should be able to:
 evaluate definite integrals with Taylor’s series;
 understand the asymptotic behaviour with Taylor’s series;
 understand the growth of functions with Taylor’s series; and
 solve differential equations with Taylor’s series.

3.0 MAIN CONTENT

Evaluating definite integrals
Remember that you've said that some functions have no anti derivative which can be
expressed in terms of familiar functions. This makes evaluating definite integrals of
these functions difficult because the Fundamental Theorem of Calculus cannot be
used. However, if you have a series representation of a function, you can often times
use that to evaluate a definite integral.

Here is an example. Suppose you want to evaluate the definite integral

182
The integrand has no anti derivative expressible in terms of familiar functions.
However, you know how to find its Taylor’s series: you know that

Now if you substitute t = x2, you have

x 6 x10 x14
Sin(x2) = x2 -    ...
3! 5! 7!
In spite of the fact that you cannot anti differentiate the function; you can anti
differentiate the Taylor’s series:

Notice that this is an alternating series so you know that it converges. If you add up the
first four terms, the pattern becomes clear: the series converges to 0.31026.

Understanding asymptotic behaviour

Sometimes, a Taylor’s series can tell you useful information about how a function
behaves in an important part of its domain. Here is an example which will
demonstrate.

A famous fact from electricity and magnetism says that a charge q generates an
electric field whose strength is inversely proportional to the square of the distance from
the charge. That is, at a distance r away from the charge, the electric field is

where k is some constant of proportionality.

Often times an electric charge is accompanied by an equal and opposite charge nearby.
Such an object is called an electric dipole. To describe this, you will put a charge q at
the point x = d and a charge -q at x = - d.

Along the x axis, the strength of the electric fields is the sum of the electric fields from
each of the two charges. In particular,

183
If you are interested in the electric field far away from the dipole, you can consider
what happens for values of x much larger than d. You will use a Taylor’s series to
study the behaviour in this region.

Remember that the geometric series has the form

If we differentiate this series, you obtain

( )

Into this expression, you can substitute to obtain

In the same way, if you substitute , we have

Now putting this together gives

In other words, far away from the dipole where x is very large, you see that the electric
field strength is proportional to the inverse cube of the distance. The two charges
partially cancel one another out to produce a weaker electric field at a distance.

184
Understanding the growth of functions
This example is similar is spirit to the previous one. Several times in this course, you
have used the fact that exponentials grow much more rapidly than polynomial. You
recorded this by saying that

for any exponent n. Let's think about this for a minute because it is an important
property of exponentials. The ratio is measuring how large the exponential is
compared to the polynomial. If this ratio was very small, you would conclude that the
polynomial is larger than the exponential. But if the ratio is large, you would conclude
that the exponential is much larger than the polynomial. The fact that this ratio
becomes arbitrarily large means that the exponential becomes larger than the
polynomial by a factor which is as large as you would like. This is what you mean
when you say "an exponential grows faster than a polynomial."

To see why this relationship holds, you can write down the Taylor’s series for ex.

( )

( )

( )

Notice that this last term becomes arbitrarily large as x → . That impl…………
are interested in does as well:

Basically, the exponential ex grows faster than any polynomial because it behaves like
an infinite polynomial whose coefficients are all positive.

Solving differential equations

Some differential equations cannot be solved in terms of familiar functions (just as
some functions do not have anti derivatives which can be expressed in terms of
familiar functions).

However, Taylor’s series can come to the rescue again. Here you will present two
examples to give you the idea.

185
Example 1: You will solve the initial value problem

Of course, you know that the solution is y(x) = ex, but you will see how to discover this
in a different way. First, you will write out the solution in terms of its Taylor’s series:

Since this function satisfies the condition y(0) = 1, you must have y(0) = a0 = 1.

You also have

Since the differential equation says that , you can equate these two Taylor’s
series:

If we now equate the coefficients, you obtain:

This means that as you expect.

Of course, this is an initial value problem you know how to solve. The method is in
studying initial value problems that you do not know how to solve

Example 2: Here we will study Airy's equation with initial conditions:

( )
( )

186
This equation is important in optics. In fact, it explains why a rainbow appears the way
in which it does! As before, you will write the solution as a series:

Since you have the initial conditions, y(0) = a0 = 1 and y’(0) = a1 = 0.

Now you can write down the derivatives:

The equation then gives

Again, you can equate the coefficients of x to obtain

This gives you the first few terms of the solution:

If you continue in this way, you can write down many terms of the series perhaps you
see the pattern already?) And then draw a graph of the solution. This looks like this:

Notice that the solution oscillates to the left of the origin and grows like exponential to
the right of the origin. Can you explain this by looking at the differential equation.

4.0 CONCLUSION
In this unit, you have been introduced to the application of Taylor’s series and some
basic ways of using Taylor’s series such as the evaluating of definite integrals,
understanding the asymptotic behaviour, understanding the growth of functions and
solving differential equations. Some examples where used to illustrate the applications.

187
5.0 SUMMARY
Having gone through this unit, you now know that;
In this section, you show you ways in which Taylor’s series can make life easy

 In evaluating definite integrals, you used series representation of evaluate some

functions that have no anti derivative.
Suppose you want to evaluate the definite integral

∫ ( )

The integrand has no anti derivative expressible in terms of familiar functions.

However, you know how to find its Taylor’s series: you know that

Now if you substitute t = x2, you have

x 6 x10 x14
   ...
2 2
sin(x ) = x -
3! 5! 7!

In spite of the fact that you cannot anti differentiate the function, you can anti
differentiate the Taylor’s series:

 We used Taylor’s series to understand asymptotic behaviour of functions that

behave in the important part of the domain. And some examples are shown to
demonstrate,

 Taylor’s series is used to understand the growth of functions. Because you

know the fact that exponentials grow much more rapidly than polynomials. You
recorded this by saying that

for any exponent n.

 You used Taylor’s series to solve problems which could not be solved
ordinarily through differential equations.
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6.0 TUTOR-MARKED ASSIGNMENT

1. Compute a second-order Taylor series expansion around point (a,b) = (0,0) of a

function F(x,y)= ex log(2+y)

2. Show that the Taylor series expansion of f(x,y) = exy about the point (2,3) .

7.0 REFERENCES/FURTHER READING

Arfken and Weber, Mathematical Methods for Physicists, 6th Edition, 352-354,
Academic press 200

http://www.ugrad.math.ubc.ca/coursedoc/math101/notes/series/appsTaylor.html
September,29 2008

Broadhead MK (Broadhead, Michael K.) , geophysical prospecting 56, 5, 729-735 SEP

2008

Guyenne P (Guyenne, Philippe), Nicholls DP (Nicholls, David P.), Siam journal on

scientific computing 30, 1, 81-101, 2007

Popa C (Popa, Cosmin), IEEE transactions on very large scale integration (VLSI)
systems, 16, 3,318-321, MAR 2008

Janssen AJEM (Janssen, A. J. E. M.), Van Leeuwaarden JSH (Van Leeuwaarden, J. S.

H.) stochastic processes and their applications 117, 12, 1928-1959, DEC 2007

Sahu S (Sahu, Sunil), Baker A J (Baker, A. J.) Source: international journal for
numerical methods in fluids 55, 8, 737-783, NOV 20, 2007

189