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Taylors Theorem in several variables In Calculus II you learned Taylors Theorem for functions of 1 variable.

Here is one way to state it. Theorem 1 (Taylors Theorem, 1 variable) If g is dened on (a, b) and has continuous derivatives of order up to m and c (a, b) then g (c + x) = where the remainder R satises R(x) = 0. x0 xm1 lim Here is the several variable generalization of the theorem. I use the following bits of notation in the statement, its specialization to R2 and the sketch of the proof: f kf f , Du f = , Di1 ik f = . Dj f = xj u xi1 xik Theorem 2 (Taylors Theorem) Suppose U is a convex open set in Rn and f : U R has continuous partial derivatives of all orders up to and including m. Fix a U. Then f ( a + x) =
k1 k2 kn (D1 D2 Dn f )(a) k1 k2 n x1 x2 xk n + R(x) k ! k ! k ! 1 2 n k1 ++kn m1

f k ( c) k x + R ( x) km1 k !

where the remainder R satises R(x) = 0. x0 |x|m1 lim Specializing to n = 2 and a = (0, 0) and writing u = x1 , v = x2 , k = k1 , = k2 gives f (u, v ) =
k (Du Dv f )(0, 0) k u v + R(u, v ). k! ! k+ m1

Taking m = 4 gives f (u, v ) = f (0, 0) + Du f (0, 0)u + Dv f (0, 0)v + + 1 2 Du f (0, 0)u2 2!

1 1 2 f (0, 0)v 2 Du Dv f (0, 0)uv + Dv 1!1! 2! 1 3 1 2 3 + Du f (0, 0)u + Du Dv f (0, 0)u2 v 3! 2!1! 1 1 3 2 + Du Dv f (0, 0)uv 2 + Dv f (0, 0)v 3 + R(u, v ) 1!2! 3!

where
(u,v )(0,0)

lim

(u2

R(u, v ) 0. + v 2 )3/2

Sketch of proof : Let g (t) = f (a + tx). Use the Chain Rule repeatedly to get g k (t) = (Di1 ik f )(a + tx) xi1 xik

where the sum is over all ordered k tuples (i1 , , ik ) and 1 ij n for j = 1, , k. Now use the one variable Taylors Theorem to write f (a + x) = g (1) as a polynomial of degree m 1 in x1 , , xn plus a remainder, obtaining
m1

f ( a + x) =
k=0

1 k!

Di1 ik f (a)xi1 xik + R(x).

Finally, do the combinatorics to rewrite the sum with no repetitions (so, for example, you group the terms D12 and D21 together.)

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