Taylors Theorem 1. Introduction. Suppose f is a one-variable function that has n + 1 derivatives on an interval about the point x = a.

Then recall from Ms. Turners class the single variable version of Taylors Theorem tells us that there is exactly one polynomial p of degree n such that pa = fa, p v a = f v a, p vv a = f vv a, u, p n a = f n a. This polynomial is given by n f vv a x ? a 2 + u + f x ? a n px = fa + f v ax ? a + n! 2! We also know the difference between fx and px: fx ? px = where Y is somewhere between a and x. The polynomial p is called the Taylor Polynomial of degree n for f at a. Before we worry about what the Taylor polynomial might be in higher dimensions, we need to be sure we understand what is a polynomial in more than one dimension. In two dimensions, a polynomial px, y of degree n is a function of the form
i+j=n

f n+1 Y x ? a n+1 , n + 1!

px, y =

> a ij x i y j.
i,j=0

Thus a polynomial of degree 2 (perhaps more commonly known as a quadratic) looks like px, y = a 00 + a 10 x + a 01 y + +a 11 xy + a 20 x 2 + a 02 y 2 . I hope it easy to guess what one means by a polynomial in three variables, x, y, z, or indeed, in any number of variables. Now, how might we extend the idea of the Taylor polynomial of degree n for a function f at a point a ? Simple enough. Its a polynomial px of degree n so that / i 1 +u+i q pa / i 1 +u+i q fa = , iq i i1 i2 /x 1 /x 2 u/x q /x i11 /x i22 u/x qq for all i 1 , i 2 , u, i q such that i 1 + i 2 + u + i q n. This looks pretty ferocious in general, so lets see what it says for just two variables. In this case, we have a =a, b and the Taylor polynomial px, y at a becomes the polynomial such that

/ i+j fa / i+j pa = i j , / i x/ j y / x/ y for all i + j n. Example Let fx, y = cosx + y, and let px, y = 1 ? x2 ? xy ? polynomial of degree 2 for f at 0, 0. He we go.
2

y2 2

. Lets verify that p is the Taylor

f0, 0 = 1, and p0, 0 = 1; /f = ? sinx + y, and /p = ?x ? y; /x /x /f = ? sinx + y, and /p = ?x ? y; /y /y 2 / 2 f = ? cosx + y, and / p = ?1, /x 2 /x 2 2 / 2 f = ? cosx + y, and / p = ?1, /y 2 /y 2 2 / 2 f = ? cosx + y, and / p = ?1. /x/y /x/y Now its easy to see that f0, 0 = 0 = p0, 0; /f 0, 0 = 0 = /p 0, 0; /x /x /f 0, 0 = 0 = /p 0, 0; /y /y 2 / 2 f 0, 0 = ?1 = / p 0, 0; /x 2 /x 2 2 / 2 f 0, 0 = ?1 = / p 0, 0; and /y 2 /y 2 2 / 2 f 0, 0 = ?1 = / p 0, 0. /x/y /x/y Exercises 1. Verify that the polynomial in the Example is also the Taylor polynomial for f at (0,0) of degree 3. 2. Let fx, y = sinx + y.Which Which of the following is the Taylor polynomial of degree 2 for f at (0,0)? Explain. a) px, y = 1 + x 2 + y 2 b) px, y = xy

c) px, y = x 2 + xy + 2y

d) px, y = x + y

2. Derivatives. Prior to finding a general recipe for the Taylor polynomial, we need look at finding higher order derivatives of certain composite functions. Let f be a real-valued function defined on a subset of R q . Suppose that in a neighborhood of the point x, the function f has a lot of continuous partial derivatives. Define the function g by gt = fa + th, where a = a 1 , a 2 , u, a q and h = h 1 , h 2 , u, h q . We know from the chain rule that g v t is given by g v t = 4fa + th 6 h = = /f , /f , u, /f /x 1 /x 2 /x q 6 h 1 , h 2 , u, h q f
a+th

h1 / + h2 / + u + hq / /x 1 /x 2 /x q

In keeping with our general practice of restricting ourselves to dimensions one, two, or three, lets look first at the case q = 2. As usual, well write x =x, y and h = h, k. The expression for g v t now looks like: g v t = h / +k / f /x /y

x+th

We are now in business, for we have a nice recipe for higher order derivatives of g : g m t = h / +k / /x /y
m

f
x+th

For example, g vv t = = h / +k / /x /y
2

f f

2 2 2 h 2 / 2 + 2hk / + k 2 / 2 /x/y /x /y 2 2 2 f f = h 2 / 2 + 2hk / f + k 2 / 2 /x/y /x /y

Example Suppose fx, y = x 2 y 3 + y 2 . Lets find the second derivative of the function gt = f1 + 3t, ?2 + t

First, g vv t = 3 / + / f /x /y 2 2 2 f f = 9 / 2 +6 / f + / 2 /x/y /x /y
/2f /x 2 2

Now, Thus,

/f /x

= 2xy 3 , and

/f /y

= 3x 2 y 2 + 2y, and so

= 2y 3 ,

/2f /y/x

= 6y 2 , and

/2f /y 2

= 6x 2 y + 2.

g vv t = 18?2 + t 3 + 36?2 + t 2 + 61 + 3t 2 ?2 + t + 2 Exercises 3. Let fx, y = xe y . Find the derivative of gt = f1 + t, 3 ? 4t. 4. Find the second derivative of the function g defined in Problem 3. 5. Let Fu, v = u 3 v + v 2 . Find the second derivative of Rz = Fz, 3z. 6. Find g vvv t, where g is the function defined in the Example. 3. The Taylor polynomial. To find the Taylor polynomial for a function f of several variables at a point a, we shall simply apply the one-dimensional results to the function gt = fa + th. Thus, gt = 0 > g m! t m +
m=0 n m

g n+1 Y n+1 t , n + 1!

where Y is a number between 0 and t. Next, substitute t = 1 into the above: g1 = fa = >
m=0 n

g n+1 Y g m 0 + m! n + 1!

We know the value of g k from Section 2: 1 > m!

m=0 n

fa + h =

h1 / + h2 / + u + hq / /x 1 /x 2 /x q

fa

1 h1 / + h2 / + u + hq / /x 1 /x 2 /x q n + 1!

n+1

fc

The point c lies somewhere on the line segment joining a and a + h. The polynomial ph =ph 1 , h 2 , u, h q = 1 > m!
m=0 n

h1 / + h2 / + u + hq / /x 1 /x 2 /x q

fa

is the Taylor polynomial of degree n for f at a; the last term is traditionally called the error term or sometimes, the remainder term. Actually, if we let h = x ? a, then qx =px ? a is the thing we called the Taylor polynomial in the first section. This is pretty fierce looking. Lets look at the two variable case:

fa 1 + h, a 2 + k =

>
m=0

1 h / +k / m! /x /y

fa 1 , a 2
n+1

1 h / +k / /x /y n + 1!

fc 1 , c 2

where c 1 , c 2 is on the line joining a 1 , a 2 and a 1 + h, a 2 + k. Example Let fx, y = sin x sin y. For n = 2 and a = 0, 0, Taylors polynomial becomes
2 2 2 2 2 f f ph, k = f0, 0 + h /f 0, 0 + k /f 0, 0 + h / 2 0, 0 + hk / f 0, 0 + k / 2 0, 0 2 /x 2 /y /x /y /x/y

We have /f = cos x sin y; /x Thus,

/f /y

= sin x cos y;

/2f /x 2

= ? sin x sin y;

/2f /x/y

= cos xcosy;

/2f /y 2

= ? sin x sin y.

ph, k = hk. Lets get an estimate for how well this approximates sin x sin y near 0, 0. We know that |sin x sin y ? xy| = 1 x / +y / 3! /x /y
3

fY, W

where Y, W is one the segment joining x, y and the origin. Now,

x / +y / /x /y

3 3 3 3 f f f = x 3 / 3 + 3x 2 y /2 f + 3xy 2 / f 2 + y 3 / 3 . /x /x /y /x/y /x

Next, lets suppose that |x| c and |y| c for some constant c. Noting that all the partial derivatives in the above expression are simply products of sine and cosines, we can estimate x / +y / /x /y and so, at last,
3 |sin x sin y ? xy| 8c = 4 c 3 6 3 3

f 8c 3 ,

Exercises 7. Find the Taylor polynomial of degree 1 for fx, y = e xy at 0, 0. 8. Find the Taylor polynomial of degree 2 for fx, y = e xy at 0, 0. 9. Find the Taylor polynomial of degree 3 for fx, y = e xy at 0, 0. 10. Find the Taylor polynomial of degree 1 for fx, y = e x cos y at 0, 0. 11. Use Taylors Theorem to find a quadratic approximation of e x cos y at the origin. 12. Estimate the error in the approximation found in Problem 11 if |x| 0.1 and |y| 0.1.