Graduate → Real Analysis → Differentiation ↓
Taylor Series
Introduction
The Taylor series is a very powerful tool in mathematics used to approximate more complex functions with simpler polynomial expressions. The series provides a way of representing functions as infinite sums calculated from the values of their derivatives at a point. Essentially, it breaks down a complex curve into the sum of its tangent (linear), quadratic, cubic, and higher-order terms.
Understanding the basics
Let's start by understanding the basic form of the Taylor series. For a function ( f ) that is infinitely differentiable at a point ( a ), the Taylor series of ( f ) at ( a ) is given by:
f(x) = f(a) + f'(a)(x - a) + frac{f''(a)}{2!}(x - a)^2 + frac{f'''(a)}{3!}(x - a)^3 + cdots
This formula represents an infinite sum where ( n! ) (n factorial) is the product of all positive integers up to ( n ), and the ( n )-th derivative of ( f ) is evaluated at the point ( a ).
Example of Taylor series
Let's take a simple function like ( exp(x) = e^x ) and look at its Taylor series at ( a = 0 ). This series is often called the Maclaurin series, which is a special case of the Taylor series where ( a = 0 ).
e^x = 1 + x + frac{x^2}{2!} + frac{x^3}{3!} + frac{x^4}{4!} + cdots
The Maclaurin series for ( e^x ) is derived from its derivatives, which are all ( e^x ). Evaluated at ( x = 0 ), all derivatives are equal to 1, giving the series:
e^0 = 1, quad (e^x)'|_{x=0} = 1, quad (e^x)''|_{x=0} = 1, quad ldots
Thus, each term is simply ( frac{x^n}{n!} ).
Visualizing the Taylor series
0 Sine function: sin(x) Taylor approximation up to degree 3
This SVG example compares the sine function to its third-degree Taylor approximation. Notice how close they are near ( x = 0 ), which shows the power of the Taylor series in function approximation.
Construction of higher order Taylor series
Now, let's build a more detailed example - the Taylor series of the natural logarithm function, ( ln(1 + x) ), at ( a = 0 ).
Calculate the derivatives:
f(x) = ln(1 + x) f'(x) = frac{1}{1 + x} f''(x) = -frac{1}{(1 + x)^2} f'''(x) = frac{2}{(1 + x)^3} ldots
Evaluating at ( x = 0 ) gives:
f(0) = 0, quad f'(0) = 1, quad f''(0) = -1, quad f'''(0) = 2, quad ldots
Thus, the Taylor series is:
ln(1 + x) = x - frac{x^2}{2} + frac{x^3}{3} - frac{x^4}{4} + cdots
This series converges for ( -1 < x leq 1 ). The radius of convergence is the distance between the center of expansion ( a ) and the point where the series loses its validity, which is 1 in this case.
Convergence of Taylor series
An essential aspect of Taylor series is to understand the concept of convergence. Not all Taylor series converge to the function they are supposed to represent. The interval in which the Taylor series converges to its function is called the "interval of convergence."
For example, consider the geometric series:
frac{1}{1-x} = 1 + x + x^2 + x^3 + x^4 + cdots
This series converges to ( frac{1}{1-x} ) only for ( |x| < 1 ). If you choose any value of ( x ) with an absolute value greater than or equal to 1, the series sum no longer approaches the actual function value.
Applications of Taylor series
Taylor series are used in a variety of areas of science and engineering:
- Approximation: Complex functions can be approximated by using few polynomial terms, by truncating the series.
- Numerical analysis: Many numerical algorithms depend on approximating functions with polynomials.
- Physics: Used to solve problems related to oscillations and wave equations in quantum mechanics and other branches.
- Engineering: Simplifies complex models for control systems and signal processing tasks.
Taylor series and error analysis
An important part of using Taylor series is understanding the error associated with truncating the series. The remaining term ( R_n(x) ) provides an estimate of how accurate a truncated series approximation is.
The remainder of the ( n ) -th order Taylor polynomial is given by:
R_n(x) = frac{f^{(n+1)}(c)}{(n+1)!}(xa)^{n+1}
where ( c ) is a value in the interval between ( a ) and ( x ). This term helps to determine how close the estimate is to the true value of the function.
Conclusion
Taylor series are a cornerstone of calculus and analysis, providing essential methods for approximating functions, analyzing convergence, and applying results in a wide variety of scientific fields. Its utility reaches far beyond basic mathematics, underpinning breakthroughs in computational methods, physics, engineering, and beyond.