Taylor series

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File:Sintay.png
As the degree of the Taylor series rises, it approaches the correct function. This image shows sin(x) and Taylor approximations, polynomials of degree 1, 3, 5, 7, 9, 11 and 13.

In mathematics, the Taylor series of an infinitely often differentiable real (or complex) function f defined on an open interval (ar, a + r) is the power series

Here, n! is the factorial of n and f (n)(a) denotes the nth derivative of f at the point a. If a = 0, the series is also called a Maclaurin series.

History

Limited sets of series expansions for particular functions were known in India by Madhava in the fourteenth century. In the 17th century, James Gregory also worked in this area and published several Maclaurin series. It wasn't until 1715 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.

Properties

If this series converges for every x in the interval (ar, a + r) and the sum is equal to f(x), then the function f(x) is called analytic. To check whether the series converges towards f(x), one normally uses estimates for the remainder term of Taylor's theorem. A function is analytic if and only if it can be represented as a power series; the coefficients in that power series are then necessarily the ones given in the above Taylor series formula.

The importance of such a power series representation is at least fourfold. First, differentiation and integration of power series can be performed term by term and is hence particularly easy. Second, an analytic function can be uniquely extended to a holomorphic function defined on an open disk in the complex plane, which makes the whole machinery of complex analysis available. Third, the (truncated) series can be used to compute function values approximately (often by recasting in the polynomial into the Chebyshev form and evaluating it with the Clenshaw algorithm). Fourth, algebraic operations can often be done much more readily on the power series representation; for instance the simplest proof of Euler's formula uses the Taylor series expansions for sine, cosine, and exponential functions. This result is of fundamental importance in such fields as harmonic analysis.

File:Expinvsq.png
The function e-1/x² is not analytic: the Taylor series is 0, although the function is not.

Note that there are examples of infinitely often differentiable functions f(x) whose Taylor series converge, but are not equal to f(x). For instance, for the function defined piecewise by saying that f(x) = exp(−1/x²) if x ≠ 0 and f(0) = 0, all the derivatives are zero at x = 0, so the Taylor series of f(x) is zero, and its radius of convergence is infinite, even though the function most definitely is not zero. This particular pathology does not afflict complex-valued functions of a complex variable. Notice that exp(−1/z²) does not approach 0 as z approaches 0 along the imaginary axis.

Some functions cannot be written as Taylor 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 series. For example, f(x) = exp(−1/x²) can be written as a Laurent series.

The Parker-Sochacki theorem is a recent advance in finding Taylor series which are solutions to differential equations. This theorem is an expansion on the Picard iteration.

Taylor series for several variables

The Taylor series may also be generalised to functions of more than one variable with

A second-order Taylor series expansion of a scalar-valued function of more than one variable can be compactly written as

where is the gradient and is the Hessian matrix. Applying the multi-index notation the Taylor series for several variables becomes

in full analogy to the single variable case.

List of Taylor series of some common functions

Several important Taylor/Maclaurin series expansions follow. All these expansions are also valid for complex arguments x.

Exponential function and natural logarithm:

Geometric series:

Binomial theorem:

Trigonometric functions:

Hyperbolic functions:

Lambert's W function:

The numbers Bk appearing in the expansions of tan(x) and tanh(x) are the Bernoulli numbers. The binomial expansion uses binomial coefficients. The Ek in the expansion of sec(x) are Euler numbers.

Calculation of Taylor series

Several methods exist for the calculation of Taylor series of a large number of functions. One can attempt to use the Taylor 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 series to construct the Taylor series of a function, by virtue of Taylor series being power series. In some cases, one can also derive the Taylor series by repeatedly applying integration by parts.

For example, consider the function

for which we want a Taylor series about 0.

We have:

We can simply substitute the second series into the first. Doing so,

Expanding by using multinomial coefficients gives the requisite Taylor series.

Or, for example, consider

We have

Then,

Assume the power series is

Then

Comparing coefficients yields the Taylor series for the function.

See also

External links

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