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3.2. Taylors Theorem. We derive the multivariable Taylor theorem as a consequence of the one variable Taylor theorem. The theorem is that, a C k -function of n variable is given by a Taylor polynomial of degree k in n variables plus a remainder which is little oh of ||h||k where h = x x0 . 3.2.1. One variable Taylor Theorem. h2 h3 hk + f (x0 ) + + f (k) (x0 ) + Rk 2 3! k! where the remainder Rk is given by (rst form): x0 +h (x0 + h t)k (k+1) Rk = f (t) dt k! x0 f (x0 + h) = f (x0 ) + f (x0 )h + f (x0 ) If we change variables: s = x0 + h t, We also need to change limits of integration: t s x0 h x0 + h 0 We get the second form of the remainder: h k s (k+1) Rk = f (x0 + h s) ds 0 k! We will switch from one form to the other. Proof. We start with the case k = 0. Then the theorem is x0 +h f (x0 + h) = f (x0 ) + f (t) dt = f (x0 ) + R0
x0

Theorem 3.2.1. Suppose that f : R R, x0 , h R. Then

ds = dt

which says that the integral of the derivative of f (t) is equal to f (x0 + h) f (x0 ). To get the cases k = 1, we change variables and switch to the second form of the remainder: x0 +h h R0 = f (t) dt = f (x0 + h s) ds
x0 0

This is the second form of the remainder R1 . So, which is the Taylor theorem for k = 1.

We integrate this by parts: u = f , dv = ds: du = f (x0 + h s)ds to get h h = sf (x0 + h s)|0 + sf (x0 + h s) ds 0 hf (x0 )
R1

f (x0 + h) = f (x0 ) + R0 = f (x0 ) + hf (x0 ) + R1

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We need to keep integrating by parts to get the next k. For example, for k = 2 we do the integral R1 by parts: h h 2 h s s2 R1 = sf (x0 + h s) ds = f (x0 + h s) + f (x0 + h s) ds 2 0 2 0 0 = h2 f (x0 ) + R2 2 Example 3.2.2. Take f (x) = x3 , x0 = 1, h = 2. Then f (x0 ) = 1, f (x0 ) = 3, f (x0 ) = 6, f (x) = 6 for all x

The second order Taylor approximation is given by: f (x0 + h) = f (x0 ) + f (x0 )h + f (x0 )h2 /2 + R2 27 = 1 + 32 + 6 4/2 + (8) The calculation shows that the remainder is 8. And the integral is: 2 2 2 2 s R2 = f ds = 3s2 ds = s3 0 = 8 0 2 0
linear approx

3.2.2. Multivariable Taylor Theorem. Case k = 1: n

i=1

f (x0 + h) = f (x0 ) +

where R1 = o(h). This formula is the denition of the derivative Df of f . Here is matrix multiplication. Case k = 2: 1 f (x0 + h) = f (x0 ) + Df h + ht D2f h + R2 2 1 The matrix product 2 ht D2f h can be expanded to: 1 2f hi hj 2 xi xj

f hi (x0 ) +R1 xi
Df h

I pointed out that this equation is always true for some R2 . The theorem says that R2 is small: Theorem 3.2.3. R2 =0 h0 ||h||2 lim

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Proof. We use the one variable Taylor theorem. Let g(t) = f (x0 + th). Then, by the chain rule we get: n f g (t) = (x0 + th)hi = Df (x0 + th) h xi i=1 g (t) = 2f f (x0 + th)hi hj = ht D2 f (x0 + th) h xj xi i,j=1 g (t) = 3f f (x0 + th)hi hj hk xk xj xi i,j,k=1
n n

The integral has three factors of h in it and the rest of the factors are bounded by Theorem 3.2.5 below. So, R2 is on the order of the largest hi hj hk making the fraction R2 0 ||h||2 as h 0. Example 3.2.4. Take the function f (x, y) = xy 2 at the point (x0 , y0 ) = (1, 1) and h = (x, y). Then the Taylor Theorem says: f (1 + x, 1 + y) = f (1, 1) + xfx + yfy + f fx fy fxx fxy fyy x2 y2 fxx + xyfxy + fyy + R2 2 2 at (1, 1) 2 = xy 1 = y2 1 = 2xy 2 = 0 0 = 2y 2 = 2x 2

The 2nd order Taylor polynomial that we proved above gives: 1 g(1) = g(0) + g (0) + g (0) + R2 2 Or: 1 f (x0 + h) = f (x0 ) + Df (x0 ) h + ht D2 f (x0 ) h + R2 2 where (rst form of R2 ) 1 1 n (1 t)2 (1 t)2 3f R2 = g (t) dt = f (x0 + th)hi hj hk dt 2 2 xk xj xi 0 0 i,j,k=1

f (1 + x, 1 + y) = 1 + x + 2y + 2xy + y 2 + R2 At h = (x, y) = (2, 1) this is f (3, 2) = 1 + 2 + 2 + 4 + 1 + R2 12 = 10 + R2

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n (1 t)2 3f R2 = f (x0 + th)hi hj hk dt 2 xk xj xi 0 i,j,k=1 1 1 2 1 (1 t) = 3 2 2 dt = 6(1 t)2 dt = 2(t 1)3 0 = +2 2 0 0 The evaluation of the triple sum is given by: 1

fxyy = 2

fyxy = 2 fyyx = 2 with the other third derivatives being zero. And h1 = 2, h2 = 1. So, h1 h2 = 2 and the 2 sum is fxyy hi hj hk = 3 2 2 = 12
3 terms 2 2

In the proof of Taylors theorem we used the following theorem.

Theorem 3.2.5. Any continuous function on a closed bounded set C is bounded. Proof. This is the lion in the desert argument. Suppose that f is unbounded on C. Then we cut C in half: C = C1 C2 . f must be unbounded on either C1 or C2 . Whichever one it is, cut that in half, and so on. This process eventually converges to one spot where the lion is conned. Since C is closed, this spot is a point in C, say x0 . f (x0 ) = B is nite and so, by continuity, there is a nbh of x0 on which f (x) is within of B. But then it cannot be unbounded on a small rectangle containing x0 and that is a contradiction. So, the assumption that f is unbounded is not possible.