taylors theorem

5
Taylor’s Theorem: Introductory Waffle Suppose that we once went on a journey, starting at time a at position f (a) and finishing at time x at position f (x). Later, we decide to recreate this journey, but we’ve forgotten exactly what we did last time and so we try to approximate it. For our first attempt, we will travel at constant speed k for the whole journey. We travel at speed k from time a to time t, and so we travel a distance of (t - a)k, and arrive at position f (a)+(t - a)k Our aim is to arrive at position f (x) at time x, so we need to choose k so that f (x)= f (a)+(x - a)k. It’s clear from this that the correct speed k to use is (f (x) - f (a))/(x - a). We might then recall the Mean Value Theorem, which says that this fraction equals f (c) for some c (a, x). In other words, the constant speed k we need to use happens to be an actual speed we had at some point during our original journey. Let’s see another way that this result could have been reached. Since we’re still leaving at the same time, and we want to arrive at the same time, let’s define a function to measure the difference between our positions at time t in both the original and current journeys. Let φ(t)= f (t) - f (a) - (t - a)k. Then φ(a) = 0, and our desired value of k is such that φ(x) = 0 as well. By Rolle’s Theorem there is some c (a, x) such that φ (c) = 0. Since φ (t)= f (t) - k, we have f (c)= k. Hence f (x)= f (a)+(x - a)f (c) for some c (a, x) And we have obtained the same result. We now decide that constant speed isn’t a very accurate representation of our original journey. So we’ll try to mimic it more closely this time. We’ll start at time a at position f (a) as before, only this time we’ll start off travelling at our original initial speed f (a). We’ll now try to apply a constant acceleration k to adjust our speed so that we arrive at f (x) at time x. Thinking of s = ut + 1 2 at 2 , we find that from time a to time t we travel a distance of (t - a)f (a)+ 1 2 (t - a) 2 k, and so at time t we arrive at position f (a)+(t - a)f (a)+ (t - a) 2 2 k Our aim is to arrive at f (x) at time x. So, as before, we’ll define a difference function, measuring the difference between our positions at time t in both the original and current journeys. Let φ(t)= f (t) - f (a) - (t - a)f (a) - (t - a) 2 2 k. Then φ(a) = 0, and our desired value of k is such that φ(x) = 0 as well. By Rolle’s Theorem, there is some c 1 (a, x) such that φ (c 1 ) = 0. 1

Upload: ramkrishna108

Post on 17-Aug-2015

212 views

Category:

Documents


0 download

TRANSCRIPT

TaylorsTheorem: IntroductoryWaeSupposethatweoncewentonajourney, startingattimeaatpositionf(a)andnishingattimexatpositionf(x). Later, wedecidetorecreatethisjourney, butweveforgottenexactlywhatwedidlasttimeandsowetrytoapproximateit.Forourrstattempt,wewilltravelatconstantspeedkforthewholejourney. Wetravelatspeedkfromtimeatotimet,andsowetraveladistanceof(t a)k,andarriveatpositionf(a) + (t a)kOur aim is to arrive at position f(x) at time x, so we need to choose k so that f(x) = f(a)+(xa)k.Itsclearfromthisthatthecorrectspeedktouseis(f(x) f(a))/(x a). WemightthenrecalltheMeanValueTheorem, whichsaysthatthisfractionequalsf(c)forsomec(a, x). Inotherwords, theconstantspeedkweneedtousehappenstobeanactual speedwehadatsomepointduringouroriginaljourney.Lets seeanother waythat this result couldhavebeenreached. Sincewerestill leavingat thesame time,and we want to arrive at the same time,lets dene a function to measure the dierencebetweenourpositionsattimetinboththeoriginalandcurrentjourneys.Let(t) = f(t) f(a) (t a)k.Then(a) = 0,andourdesiredvalueofkissuchthat(x) = 0aswell. ByRollesTheoremthereissomec (a, x)suchthat(c) = 0. Since(t) = f(t) k,wehavef(c) = k. Hencef(x) = f(a) + (x a)f(c) forsomec (a, x)Andwehaveobtainedthesameresult.Wenowdecidethatconstantspeedisntaveryaccuraterepresentationofouroriginaljourney. Sowell try to mimic it more closely this time. Well start at time a at position f(a) as before, only thistimewell startotravellingatouroriginal initial speedf(a). Well nowtrytoapplyaconstantaccelerationktoadjustourspeedsothatwearriveatf(x)attimex. Thinkingofs = ut +12at2,wendthatfromtimeatotimetwetraveladistanceof(t a)f(a) +12(t a)2k,andsoattimetwearriveatpositionf(a) + (t a)f(a) +(t a)22kOuraimistoarriveatf(x)attimex. So, asbefore, well deneadierencefunction, measuringthedierencebetweenourpositionsattimetinboththeoriginalandcurrentjourneys.Let(t) = f(t) f(a) (t a)f(a) (t a)22k.Then(a) = 0,andourdesiredvalueofkissuchthat(x) = 0aswell. ByRollesTheorem,thereissomec1 (a, x)suchthat(c1) = 0.1Nowconsider(t)=f(t) f(a) (t a)k. Since(a)=(c1)=0,byasecondapplicationofRollethereissomec (a, c1)suchthat(c) = 0. Since(t) = f(t) k,weseethatk= f(c).Thuswehavef(x) = f(a) + (x a)f(a) +(x a)22f(c) forsomec (a, x)Next,wedecidetomakeourjourneyevenmorefaithfultotheoriginal: westartatf(a)attimea,travellingattheoriginalspeedf(a)andwithoriginalaccelerationf(a),andwetrytoadjustthewhatever-the-derivative-of-acceleration-issothatwearriveatf(x)attimex.Andsoon.2TaylorsTheoremwiththeLagrangeRemainderContinuingthethoughtsfromourintroductorywae,wewantksuchthatf(x) = f(a) + (x a)f(a) +(x a)22f(a) + . . . +(x a)n1(n 1)!f(n1)(a) +(x a)nn!k.Let(t) = f(t) f(a) (t a)f(a) (t a)22f(a) . . . (t a)n1(n 1)!f(n1)(a) (t a)nn!k.Our k is such that (a) = (x) = 0, and so Rolles Theorem gives us c1 (a, x) such that (c1) = 0.Now,(t) = f(t) f(a) (t a)f(a) . . . (t a)n2(n 2)!f(n1)(a) (t a)n1(n 1)!k.Since(a)=(c1)=0, asecondapplicationof RollesTheoremgivesusc2(a, c1)suchthat(c2) = 0.Now,(t) = f(t) f(a) (t a)f(a) . . . (t a)n3(n 3)!f(n1)(a) (t a)n2(n 2)!k.Since(a)=(c2)=0, athirdapplicationof RollesTheoremgivesusc3(a, c2)suchthat(c3) = 0.And so on. We reach (n)(t) = f(n)(t)k, and nd some c (a, cn1) (a, x) such that (n)(c) = 0.I.e.,suchthatk = f(n)(c).Since(x) = 0forthisk,weconcludethat,forsomec (a, x),wehavef(x) = f(a) + (x a)f(a) +(x a)22f(a) + . . . +(x a)n1(n 1)!f(n1)(a) +(x a)nn!f(n)(c).We might prefer to make the following change of notation. Let x = a+h, and since c (a, x), writec = a + hwhere (0, 1). Thenf(a + h) = f(a) + hf(a) +h22f(a) + . . . +hn1(n 1)!f(n1)(a) +hnn! f(n)(a + h).Examiningwhatwedid,weseethatfneededtoben-timesdierentiableon(a, x),butataitselfwe needed fto be only (n1)-times dierentiable,although with f(n1)continuous there. And wedidntneedf(n)tobecontinuousanywhere.ThisresultisTaylorsTheoremwiththeLagrangeremainder.TheremainderisRn(x) =(x a)nn!f(n)(c).3TaylorsTheoremwiththeCauchyRemainderOftenwhenusingtheLagrangeRemainder,wellhaveaboundonf(n),andrelyonthen!beatingthe(x a)nasn. Butif thef(n)termstartsprovidinguswithann!-shapedtermontop,suchaswithabinomialexpansion,thenwemightneedabetterexpressionthan(x a)n.WellshowthatRn(x) =(x c)n1(x a)(n 1)!f(n)(c),forsomec (a, x). (Adierentc,ofcourse.)Thiswillallowusbetterestimatesifallwehaveisageneralboundonf(n),since|x c| < |x a|.Wehavef(x) = f(a) + (x a)f(a) +(x a)22f(a) + . . . +(x a)n1(n 1)!f(n1)(a) + Rn(x)RearrangingRn(x) = f(x) f(a) (x a)f(a) (x a)22f(a) . . . (x a)n1(n 1)!f(n1)(a).Wewanttoestimatethis,soletsturnitintoafunctionofsomevariablet,bysettingF(t) = f(x) f(t) (x t)f(t) (x t)22f(t) . . . (x t)n1(n 1)!f(n1)(t).sothatF(a) = Rn(x)andF(x) = 0.Then,notingthatddt

(x t)mm!f(m)(t)

=(x t)m1(m1)!f(m)(t) (x t)mm!f(m+1)(t),wehave,byatelescopingsum,F(t) = (x t)n1(n 1)!f(n)(t)ApplyingtheMeanValueTheoremtoFontheinterval[a, x],wendsomec (a, x)suchthatF(x) F(a)x a=F(c) =(x c)n1(n 1)!f(n)(c)RearranginggivesF(a) = F(x) +(x c)n1(x a)(n 1)!f(n)(c)Thatis,asclaimed,Rn(x) =(x c)n1(x a)(n 1)!f(n)(c)ThisresultisTaylorsTheoremwiththeCauchyremainder.4TaylorsTheoremwiththeIntegral RemainderThereisanotherformoftheremainderwhichisalsouseful,undertheslightlystrongerassumptionthatf(n)iscontinuous.WellshowthatRn=

xa(x t)n1(n 1)!f(n)(t) dt.Theproofofthisisbyinduction,withthebasecasebeingtheFundamentalTheoremofCalculus.Whenn = 1,wehavef(x) = f(a) +

xaf(t) dt,soweredonebytheFTC.Assumingtheformulaaboveforthe(n 1)thcase,wehavef(x) = f(a) + (x a)f(a) +(x a)22!f(a) + . . . +(x a)n2(n 2)!f(n2)(a) + Rn1,whereRn1=

xa(x t)n2(n 2)!f(n1)(t) dt=

(x t)n1(n 1)(n 2)!f(n1)(t)

xa+

xa(x t)n1(n 1)(n 2)!f(n)(t) dt=(x t)n1(n 1)!f(n1)(a) +

xa(x t)n1(n 1)!f(n)(t) dtandsubstitutingthisintotheexpressionforf(x)givestherequiredformforRn(x).ThisresultisTaylorsTheoremwiththeintegral formoftheremainder.WecanderivetheLagrangeremainderfromthis. Sincef(n)iscontinuouson[a, x], itisboundedthereandattainsitsbounds. Saymf(n)(t)M,withtheseboundsbeingattained.m

xa(x t)n1(n 1)!dt

xa(x t)n1(n 1)!f(n)(t) dt M

xa(x t)n1(n 1)!dtSince

xa(x t)n1(n 1)!dt =(x a)nn!,wehavem(x a)nn!Rn(x) M (x a)nn!ApplyingtheIntermediateValueTheorem,wendsomec (a, x)suchthatRn(x) =(x a)nn!f(n)(c).5