Análisis RealDerivatives

Taylor's Theorem with Remainder

f(x) = Pₙ(x) + f⁽ⁿ⁺¹⁾(c)(x − a)ⁿ⁺¹/(n + 1)! for some c between a and x; a bound on f⁽ⁿ⁺¹⁾ bounds the error.

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Esta lección aún no está traducida. Por ahora se muestra en inglés; la versión en español está en camino.

In Calculus 2 you used Taylor's inequality to bound errors. Taylor's theorem says exactly what the error is, up to one unknown point, and it is the mean value theorem taken to higher order. (The case $n = 0$ is the MVT itself: $f(x) = f(a) + f'(c)(x - a)$.)

Idea clave

Taylor's theorem. If $f$ has $n + 1$ derivatives on an interval containing $a$ and $x$, then $$f(x) = P_n(x) + \frac{f^{(n+1)}(c)}{(n + 1)!}(x - a)^{n+1}$$ for some $c$ between $a$ and $x$, where $P_n(x) = \sum_{k=0}^{n} \frac{f^{(k)}(a)}{k!}(x - a)^{k}$. If $|f^{(n+1)}| \le M$ between $a$ and $x$, then $|f(x) - P_n(x)| \le \frac{M|x - a|^{n+1}}{(n + 1)!}$.

Por qué funciona

Fix $x \ne a$ and choose the number $K$ so that $g(t) = f(t) - P_n(t) - K(t - a)^{n+1}$ has $g(x) = 0$. By construction $g(a) = g'(a) = \cdots = g^{(n)}(a) = 0$. Rolle's theorem on $[a, x]$ gives $c_1$ with $g'(c_1) = 0$; Rolle again on $[a, c_1]$ (since $g'(a) = 0$) gives $c_2$ with $g''(c_2) = 0$; after $n + 1$ steps, $g^{(n+1)}(c) = 0$ for some $c$ between $a$ and $x$. But $g^{(n+1)}(t) = f^{(n+1)}(t) - (n + 1)!\,K$, because $P_n$ has degree $n$. So $K = \frac{f^{(n+1)}(c)}{(n + 1)!}$, which is the formula. $\blacksquare$
Taylor polynomials of $e^{x}$ at $0$: add terms and watch the error at the probe point shrink like $\frac{3x^{n+1}}{(n + 1)!}$ predicts.

Worked examples

Ejemplo resuelto: How many terms for $e$?

Approximating $e = e^{1}$ by $P_n(1) = \sum_{k=0}^{n} \frac{1}{k!}$, using $e^{c} < 3$ for $0 \le c \le 1$, find the smallest $n$ with error bound below $0.001$.
  1. The bound is $\frac{3}{(n + 1)!}$.
  2. $n = 5$: $\frac{3}{720} \approx 0.0042$, too big. $n = 6$: $\frac{3}{5040} \approx 0.0006$.

Respuesta: $n = 6$ (or more).

Ejemplo resuelto: A sine error

Bound the error of $\sin x \approx x - \frac{x^{3}}{6}$ at $x = \frac{1}{2}$.
  1. This is $P_3$ (the $x^{2}$ and $x^{4}$ terms are $0$, so it is also $P_4$). Using $P_4$: $|R_4| \le \frac{|x|^{5}}{5!}$ since every derivative of $\sin$ is at most $1$ in size.
  2. $\frac{(1/2)^{5}}{120} = \frac{1}{3840}$.

Respuesta: Error at most $\frac{1}{3840} \approx 0.00026$.

Ejemplo resuelto: Finding the point $c$

For $f(x) = x^{4}$, $a = 0$ and $n = 2$, find $c$ with $f(x) = P_2(x) + \frac{f'''(c)}{3!}x^{3}$ at $x = 6$.
  1. $P_2 = 0$ (all derivatives up to order $2$ vanish at $0$), and $f'''(t) = 24t$.
  2. So $6^{4} = \frac{24c}{6}\cdot 6^{3}$, that is, $1296 = 864c$.

Respuesta: $c = \frac{3}{2} = \frac{6}{4}$, which is between $0$ and $6$.

Error común

The wrong derivative, or a guessed $c$. The remainder after $P_n$ uses the $(n + 1)$st derivative. And since $c$ is unknown, you cannot plug in $c = a$ or $c = x$; bound $|f^{(n+1)}|$ over the whole interval between $a$ and $x$ instead. For $e^{x}$ on $[0, 1]$ that bound is $e < 3$, not $e^{0} = 1$.

Práctica

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Este es uno de los peldaños más altos de Análisis Real.

Fuentes y lecturas

  • Jiří Lebl, Basic Analysis I: Introduction to Real Analysis, section 4.3 (Taylor's theorem)
  • MIT OpenCourseWare 18.100A Real Analysis, lecture notes on Taylor's theorem