9.9 Convergence of Taylor Series

Taylors Theorem Taylors Formula The Remainder Estimation Theorem Using Taylor Series to Get Taylor Series Proof
Proof of Taylors Theorem

Convergence of Taylor Series
1
Taylors Theorem
2
Taylors Formula
3
The Remainder Estimation Theorem
4
Using Taylor Series to Get Taylor Series
5
Taylors Theorem Taylors Formula The Remainder Estimation Theorem Using Taylor Series to Get Taylor Series Proof of Taylors Theorem
The Problem
It can be shown (though not easily) that
f (x) =
_
0 x = 0
e
1/x
2
x = 0
has derivatives of all orders at x = 0 and that f (n)(0) = 0 for all
n. This means the Taylor series generated by f is 0.
The series converges for all x but is not equal to f (x) except at
x = 0
cos(x)
Recall the cos(x) =
n=0
(1)
n
x
2n
(2n)!
for all x
The series converges for all x and equals f (x) but the
polynomial approximations may take high degree to closely t
The Problem
This is a problem.
1
For what values of x can we expect a Taylor series to
represent f (x)?
2
How accurately do Taylor polynomials approximate the
f (x)?
A generalization of the Mean Value Theorem, called Taylors
Theorem, is critical to answering these questions.
Taylors Theorem
Theorem
If f and its rst n derivatives f
, f
, . . . , f
(n)
are continuous on the
closed interval between a and b, and f (n) is differentiable on
the open interval between a and b, then there exists a number
c between a and b such that
f (b) = f (a) + f
(a)(b a) +
f
(a)
2!
(b a)
2
+
+
f
(n)
(a)
n!
(b a)
n
+
f
(n+1)
(c)
(n + 1)!
(b a)
n+1
Taylors Formula
Holding a xed and treating b as a independent variable b = x
we get Taylors Formula
Theorem
If f has derivatives of all orders in an open interval I containing
a, then for each positive integer n and each x in I,
f (x) = f (a) + f
(a)(x a) +
f
(a)
2!
(x a)
2
+
+
f
(n)
(a)
n!
(x a)
n
+ R
n
(x),
where R
n
(x) =
f
(n+1)
(c)
(n + 1)!
(x a)
n+1
for some c between a and x.
Remainder of Order n
Denition
The function R
n
(x) from Taylors Formula is called the
remainder of order n for the approximation of f by P
n
(x) over I.
If R
n
(x) 0 as n for all x in I, we say that the Taylor
series generated by f at x = a converges to f on I, and we write
f (x) =
n=0
f
(n)
(a)
n!
(x a)
n
.
Example
Question:
Show that the Taylor series generated by f (x) = e
x
at x = 0
converges to f (x) for every x.
Solution
f
(n)
(0) = 1, for all x. By theorem
e
x
= 1 + x +
x
2
2!
+ +
x
n
n!
+ R
n
(x) where
R
n
(x) =
e
c
(n + 1)!
x
n+1
for some c between 0 and x.
Case x < 0 : c < 0 e
c
< 1. So R
n
(x)|
|x|
n=1
(n+1)!
0
Case x = 0 : R
n
(x) = 0
Case x > 0 : c < x e
c
< e
x
So R
n
(x)| e
x
|x|
n=1
(n+1)!
0
In all case R
n
(x) 0 as n for every x.
Therefore the Taylor series for e
x
about x = 0 converges to e
x
for all x.
Example
Question:
Estimate the value of e to 6 decimal places.
Solution
Using the Taylor series for e
x
from the previous problem,
e = e
1
= 1 + 1 +
1
2!
+ +
1
n!
+ R
n
(1) where R
n
(1) =
e
c
1
(n + 1)!
<
3
(n + 1)!
e
c
< e
1
< 3.
The rst n where
3
(n+1)!
0.0000005 is n = 10
3
(10+1)!
0.000000075156. So we use 10 terms of the Taylor
series, e = 1 + 1 +
1
2!
+ +
1
10!
2.718282
The Remainder Estimation Theorem
Often, as in the previous problem, it is possible to estimate
R
n
(x) the following theorem is then useful.
Theorem
If there is a positive constant M such that

f
(n+1)
(t )
M, for all
t between x and a, inclusive, then the remainder term R
N
(x) in
Taylors Theorem satises
|R
n
(x)| M
|x a|
n+1
(n + 1)!
.
If this inequality holds for every n and the other conditions of
Taylors Theorem are satised by f , then the series converges
to f (x).
Example
Question:
Show that the Taylor series for sin(x) at x = 0 converges for all
x to sin(x).
Solution
f (x) = sin(x), f
(x) = cos(x)
f
(x) = sin(x), f
(3)
(x) = cos(x)
.
.
.
f
(2n)
(x) = (1)
n
sin(x), f
(2n+1)
(x) = (1)
(n+1)
cos(x)
At x = 0, the cosines are 1 and the sines are 0, so
f
(2n)
(0) = 0, f
(2n+1)
(0) = (1)
n
.
The Taylor series is
f (0) + f
(0)x +
f
(0)
2!
x
2
+
f
(3)
(0)
3!
x
3
+ +
f
(n)
(0)
n!
x
n
+
= x
x
3
3!
+
x
5
5!
+
(1)
n
x
2n+1
(2n + 1)!
+ R
2n+1
(x)
Since all derivatives of sin(x) are bounded above by 1, we can
choose M = 1 and obtain, for all x
|R
2n+1
(x)| 1
|x|
2k+2
(2k + 1)!
0 as n .
Therefore the Taylor series converges to sin(x) for all x.
Using Taylor Series to Get Taylor Series
Since every Taylor series is a power series, the operations of
adding, subtracting, multiplying, and dividing series are all valid
on the intersection of interior of their intervals of convergence.
Example
Question:
Find the Taylor series generated by x sin(x)
Solution
We have that sin(x) =
n=0
(1)
n
x
2n+1
(2n + 1)!
for all x and x = x for all
x, so, for all x,
x sin(x) =
n=0
(1)
n
x
2n+2
(2n + 1)!
Example
Question:
Find the Taylor series generated by e
x
sin(x)
Solution
e
x
sin(x) =
_
1 + x +
x
2
2!
+
x
3
3!
+
__
x
x
3
3!
+
_
=
_
1 + x +
x
2
2
+
x
3
6
+
__
x
x
3
6
+
_
= x + x
2
+
_
1
6
+
1
2
_
x
3
+
_
1
6
+
1
6
_
x
4
+
= x + x
2
+
1
3
x
3
+ 0 x
4
+
Example
Question:
Find the Taylor series generated by tan(x)
Solution
tan(x) =
sin(x)
cos(x)
=
x
x
3
3!
+
x
5
5!

1
x
2
2!
+
x
4
4!

.
We use long division.
Thus tan(x) = x +
1
3
x
3
+
2
15
x
5
+
Rolles Theorem
First we review Rolles Theorem:
Theorem
Let f be a function that satises the following three hypotheses:
1
f is continuous on the closed interval [a, b].
2
f is differentiable on the open interval (a, b).
3
f (a) = f (b).
Then there is a number c in (a, b) such that f
(c) = 0.
The Mean Value Theorem
Rolles Theorem is a special case of the Mean Value Theorem:
Theorem
Let f be a function that satises the following Hypotheses:
1
f is continuous on the closed interval [a, b].
2
f is differentiable on the open interval (a, b).
Then there is a number c in (a, b) such that
f
(c) =
f (b) f (a)
b a
or, equivalently,
f (b) f (a) = f
(c)(b a).
Taylors Theorem
We are now ready to prove Taylors Theorem
Theorem
If f and its rst n derivatives f
, f
, . . . , f
(n)
are continuous on the
closed interval between a and b, and f (n) is differentiable on
the open interval between a and b, then there exists a number
c between a and b such that
f (b) = f (a) + f
(a)(b a) +
f
(a)
2!
(b a)
2
+
+
f
(n)
(a)
n!
(b a)
n
+
f
(n+1)
(c)
(n + 1)!
(b a)
n+1
We will assume a < b. [The proof for b < a is very similar.] The
Taylors polynomial of degree n about a for f is
P
n
(x) = f (a) +f
(a)(x a) +
f
(a)
2!
(x a)
2
+ +
f
(n)
(a)
n!
(x a)
n
.
Dene the constant K =
f (a) P
n
(b)
(b a)
n+1
and dene the function
F(x) = f (x) P
n
(x) K(x a)
n+1
= f (x) P
n
(x)
f (a) P
n
(b)
(b a)
n+1
(x a)
n+1
.
Note F is a polynomial and thus has derivatives of all orders.
Also F(a) = f (a) P
n
(a) K 0 = f (a) f (a) = 0 and
F(b) = f (b) P
n
(b) (f (a) P
n
(b)) = 0. Thus, by Rolles
Theorem, there is a c
1
(a, b) such that F
(c
1
).
F
(x) = f
(x) P
n
(x) (n + 1)K(x a)
n
P
n
(x) = f
(a) + f
(a)(x a) + +
f
(n)
(a)
n!
(x a)
n1
.
F
(a) = f
(a) P
n
(a) 0 = f
(a) f
(a) = 0. Also F
(c
1
) = 0.
So, by Rolles Theorem, there is a c
2
(a, c
1
) such that
F
(c
2
) = 0.
We can continue to apply Rolles Theorem yielding a nite
sequence c
1
, c
2
, c
3
, . . . , c
n
satisfying
a < c
1
< c
2
< < c
n+1
< b and F
(k)
(c
k
) = 0 for
k = 1, 2, . . . , n + 1.
F
(n+1)
(x) = f (n + 1)(x) 0 (n + 1)!K This implies
K =
f
(n+1)
(c
n+1
)
(n + 1)!
. That is
f (a) P
n
(b)
(b a)
n+1
=
f
(n+1)
(c
n+1
)
(n + 1)!
. This
implies f (b) = P
n
(b) +
f
(n+1)
(c
n+1
)
(n + 1)!
(b a)
n+1
.

9.9 Convergence of Taylor Series

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9.9 Convergence of Taylor Series

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Taylors Theorem Taylors Formula The Remainder Estimation Theorem Using Taylor Series to Get Taylor Series Proof

Proof of Taylors Theorem

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