2 Dec 2008

The Taylor Series and Taylor Polynomials in Edwards & Penney

presentation of Edwards & Penney's work, by Corry Shores
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We previously examined infinite series with constant terms whose sums (when convergent) were numbers. However, series have more practical usage when the series have variable terms.

We noted before that regarding this equation:



we found:



if we were to write r = x for the ratio in a geometric series, then Theorem 1 gives us as the infinite series representation



of the function f (x) = 1/(1-x). In other words, for each fixed number x with |x| <>1/(1-x). The nth partial sum



of the geometric series in the equation above this one above is now an nth-degree polynomial that approximates the function f (x) = 1/(1 - x). The convergence of the infinite series for




should then be accurate if n is sufficiently large. The figure



Shows the graphs of 1/(1 - x) and the three approximations



It appears that the approximations are more accurate when n is larger and when x is closer to zero.

Polynomial Approximations:

Perhaps we want to calculate or approximate a specific value



of a given function f. We would only need to find a polynomial P (x) whose graph is close to the graph of f on some interval containing



Because if so, we could then use the value



as an approximation of the actual value for



Then as soon as we know how to find such an approximated polynomial P (x), we next would need to know how accurately



approximates the desired value



The simplest example of polynomial approximation is the linear approximation



which we obtained by writing



in the linear approximation formula



The graph for the first-degree polynomial



is the line tangent to the curve y = f (x) at the point (a, f (a)):



This first-degree polynomial agrees with f and with its first derivative at x = a. That is,



Example 2: We suppose that f (x) = ln x and that a = 0. [The ln x means 'the power which e must be raised to get x.'] Then f (1) = 0 [because when x is at point 1, y is at zero] and f ' (1) = 1 [because was determined as the value whose differential is its own value, so when e^x is made just e when x = 1, then we obtain the value for the slope that when multiplied to e obtains e again, which is 1/1]; so,



[because the polynomial takes the a value to be 1]. Hence we expect that



for x near 1 [because we are substituting the polynomial for the function producing e.] With x = 1.1, we find that



Thus the error in this polynomial approximation for ln x is about 5%.

To better approximate ln x near x = 1, we will find a second-degree polynomial



that not only has the same value and the same first derivative as does f at x = 1, but also has the same second derivative there:



In order to satisfy these conditions, we must have:



When we solve these equations we get:



so



With x = 1.1, we see that



which is accurate to three decimal places because



The graph of



is a parabola through (1,0) with the same value, slope, and curvature there as y = ln x:



The tangent line and the parabola used in the computations of this above example illustrate one general approach to polynomial approximation. To approximate the function f (x) near x = a , we look for an nth-degree polynomial



such that its value at a and the values of its first n derivatives at a agree with the corresponding values of f. That is, we require that



We can use these n + 1 conditions to evaluate the values of the n + 1 coefficients



The algebra involved is much simpler, however, if we begin with



expressed as an nth-degree polynomial in powers of x - a rather than in powers of x:



The substituting x = a in the above equation yields


[because the x's cancel to zero, leaving only the first coefficient] by the first condition of the vertical series of equations.



Next, substituting x = a into



yields



so,



[by dividing out the 2 from the left side]. We continue the process to find



In general, the constant term in the kth derivative



because it is the kth derivative of the kth-degree term



(Recall that



denotes the factorial of the positive integer k, read "k factorial"). So when we substitute x = a into



we find that



and thus that



for k = 1, 2, 3, . . . , n.

The above equation also holds for k = 0 if we use the universal convention that 0! = 1 and agree that the zeroth derivative



of the function g is just g itself. With such conventions, our computations establish the following theorem.

Theorem: The nth-Degree Taylor Polynomial:

Suppose that the first n derivatives of the function f (x) exist at x = a. Let



be the nth-degree polynomial



Then the values of



and its first n derivatives agree, at x = a, with the values of f and its first n derivatives there. That is, the equations below hold:



The polynomial in the above equation



is called the nth-degree Taylor polynomial of the function f at the point x = a. We take note that



is a polynomial in powers of x - a rather than in powers of x. To use



effectively for the approximation of f (x) near a, we must be able to compute the value f (a) and the values of its derivatives f ' (a), f '' (a), and so on, all the way to



The line



is simply the line tangent to the curve y = f (x) at the point (a, f (a)). Thus y = f (x) and



have the same slope at this point. We recall from before that the second derivative measures the way the curve y = f (x) is bending as it passes through (a, f (a)). Thus, we call f '' (a) the "concavity" of y = f (x) at (a, f (a)). Then, because



it follows that



has the same value, the same slope, and the same concavity at (a, f (a)) as does y = f (x). In addition,



and f (x) will also have the same rate of change of concavity at (a, f (a)). Such observations suggest that the larger n is, the more closely the nth-degree Taylor polynomial will approximate f (x) for x near a.

Example 3: Find the nth-degree Taylor polynomial of f (x) = 1



The pattern is clear:



hence



so the equation



gives



With n = 2 we obtain the quadratic polynomial:



which is the same as from our previous example. With the third-degree Taylor polynomial


we can go a step further in approximating



The value



is accurate to four decimal places (rounded). In the figure below



we see that the higher the degree and the closer x is to 1, the more accurate the approximation



appears to be.

In the common case a = 0, the nth-degree Taylor polynomial in equation



reduces to



Example 4: Find the nth-degree Taylor polynomial for



This is the easiest of all Taylor polynomials to compute, because



for all



Thus the equation



yields



[by using the nth-Degree Taylor Polynomial theorem:



]. The first few Taylor polynomials of the natural exponential function at a = 0 are, therefore,



The figure below shows the graphs of





The table below shows how these polynomial approximate



for x = 0.1 and for x = 0.5.



At least for these two values of x, the closer x is to a = 0, the more rapidly



appears to approach f (x) as n increases.

Taylor's Formula:

The closeness with which the polynomial



approximates the function f (x) is measure by the difference


for which



This difference



is called the nth-degree remainder for f (x) at x = a. It is the error made if the value f (x) is replaced with the approximation



The theorem that lets us estimate the error, or remainder,



is called Taylor's formula, after Brook Taylor (1685-1731), a follower of Newton who introduced Taylor polynomials in an article published in 1715. The particular expression for



that we give next is called the Lagrange form for the remainder because it first appeared in 1797 in a book by the French mathematician Joseph Louis Lagrange (1936-1813).

Theorem 2: Taylor's Formula:

Suppose that the (n + 1)th derivative of the function f exists on an interval containing the points a and b. Then



for some number z between a and b.

If we replace b with x in the above equation, we get the nth-degree Taylor formula with remainder at x = a:



where z is some number between a and x. Thus the nth-degree remainder term is



[because it is the last term in the series].

Example 3 continued: Estimate the accuracy of the approximation



we substitute x = 1 into the formula



for the kth derivative of f (x) = ln x and get



Hence the third-degree Taylor formula with remainder at x = 1 is



with z between a = 1 and x. With x = 1.1 this gives


where 1 <>z = 1 gives the largest possible magnitude



[more clearly: (0.1)^4/4 = 0.000025] of the remainder term. It follows that

o.095308 <>

so we can conclude that ln(1.1) = 0.0953 to four-place accuracy.

Taylor Series:

If the function f has derivatives of all orders, then we can write Taylor's formula [Suppose that the (n + 1)th derivative of the function f exists on an interval containing the points a and b. Then



for some number z between a and b.] with any degree n that we please. Ordinarily, the exact value of z in the Taylor remainder term in equation



is unknown. Nevertheless, we can sometimes use this equation to show that the remainder approaches zero as




for some particular fixed value of x. Then the equation



gives:



[because


]; that is,



The infinite series:



is called the Taylor Series of the function f at x = a. Its partial sums are the successive Taylor polynomials of f at x = a.

We can write the Taylor series of a function f without knowing that it converges. But if the limit in equation



can be established, then it follows as in equation



that the Taylor Series in equation



actually converges to f (x). If so, then we can approximate the value of f (x) sufficiently accurately by calculating the value of a Taylor polynomial of f of sufficiently high degree.

Example 5: In example 4 we noted that if



for all integers



Hence the Taylor formula



at a = 0 gives



for some z between 0 and x. If x and hence z are negative then



if both are positive. Thus the remainder term



satisfies the inequalities



Therefore, the fact that



for all x implies that



for all x. This means that the Taylor series for



converges to



for all x, and we may write



The series in this above equation is the most famous and most important of all Taylor series. With x = 1, the above equation yields a numerical series



for the number e itself. The 10th and 20th partial sums of this series give the approximations



both of which are accurate to the number of decimal places shown.

from Edwards & Penney: Calculus. New Jersey: Prentice Hall, 2002, p.702a-709c.

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