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Let be in for a fixed complex number, and a positive integer. Define the Taylor polynomial of degree for at to be the polynomial given by the formula:
where
REMARK If is expandable in a Taylor series on then the Taylor polynomial for of degree is nothing but the th partial sum of the Taylor series for on However, any function that is times differentiable at a point has a Taylor polynomial of order Functions that are infinitely differentiable have Taylor polynomials of all orders, and we might suspect that these polynomials are some kind of good approximation to the function itself.
Prove that is expandable in a Taylor series function around a point (with radius of convergence ) if and only if the sequence of Taylor polynomials converges pointwise to i.e.,
for all in
Let Prove that Prove also that
The next theorem is, in many ways, the fundamental theorem of numerical analysis. It clearly has to do withapproximating a general function by polynomials. It is a generalization of the Mean Value Theorem, and as in that casethis theorem holds only for real-valued functions of a real variable.
Let be a real-valued function on an interval and assume that and that is differentiable on Then, for each in there exists a between and such that
REMARK If we write where is the error or remainder term, then this theorem gives a formula, and hence an estimate, for that remainder term.This is the evident connection with Numerical Analysis.
We prove this theorem by induction on For this is precisely the Mean Value Theorem. Thus,
Now, assuming the theorem is true for all functionsin let us show it is true for the given function Set and let Observe that both and Also, if then So, by the Cauchy Mean Value Theorem, we have that
for some between and Now
(See the preceding exercise.), and Therefore,
We apply the inductive hypotheses to the function (which is in and obtain
for some between and But this implies that
for some between and which finishes the proof of the theorem.
Define for and for Verify that that for all and yet is not expandable in a Taylor series around Interpret Taylor's Remainder Theorem for this function. That is, describe the remainder
As a first application of Taylor's Remainder Theorem we give the following result, which should be familiar from calculus.It is the generalized version of what's ordinarily called the “second derivative test.”
Let be a real-valued function in suppose that the st derivative of exists everywhere on and is continuous at and suppose that for all and that Then:
Since is continuous at there exists a such that has the same sign as for all We have by Taylor's Theorem that if then there exists a between and such that
from which it follows that
Suppose is even. It follows then that if the sign of is negative, so that the sign of is the opposite of the sign of On the other hand, if then so that the sign of is the same as the sign of So, for all nearby on one side of while for all nearby on the other side of Therefore, attains neither a local maximum nor a local minimum at This proves part (1).
Now, if is odd, the sign of is the same as the sign of which is the same as the sign of for all Hence, if then for all showing that attains a local maximum at And, if then the sign of is positive for all showing that attains a local minimum at This proves parts (2) and (3).
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