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    Taylor Series Several Variables

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    Victor Danescu
    The document discusses Taylor series expansions for functions of multiple variables. It provides the general formula for a Taylor series of a function f of n variables around a point c. It then gives several examples of writing out Taylor series for different functions of two variables to second order.

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    Taylor Series Several Variables

    Uploaded by

    Victor Danescu
    6 views2 pages
    The document discusses Taylor series expansions for functions of multiple variables. It provides the general formula for a Taylor series of a function f of n variables around a point c. It then gives several examples of writing out Taylor series for different functions of two variables to second order.

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    The document discusses Taylor series expansions for functions of multiple variables. It provides the general formula for a Taylor series of a function f of n variables around a point c. It then gives several examples of writing out Taylor series for different functions of two variables to second order.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    6 views2 pages

    Taylor Series Several Variables

    Uploaded by

    Victor Danescu
    The document discusses Taylor series expansions for functions of multiple variables. It provides the general formula for a Taylor series of a function f of n variables around a point c. It then gives several examples of writing out Taylor series for different functions of two variables to second order.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    9-6-2020

    Taylor Series for Functions of Several Variables


    You’ve seen Taylor series for functions y = f (x) of 1 variable. For a function f : R → R satisfying the
    appropriate conditions, we have

    f ′′ (c) f (n) (c)


    f (x) = f (c) + f ′ (c)(x − c) + (x − c)2 + · · · + (x − c)n + Rn (x, c).
    2! n!
    Rn (x, c) is the remainder term:

    f (n+1) (z)
    Rn (x, c) = (x − c)n+1 .
    (n + 1)!

    z is a number between c and x. The Remainder Term gives the error that occurs in approximating f (x)
    with the nth degree Taylor polynomial.
    There is a similar formula for functions of several variables. To make the notation a little better, I’ll
    define higher-order differentials as follows. Let h = (h1 , h2 , . . . , hn ) ∈ Rn .
    n X
    n
    2
    X ∂2f
    D f (x, h) = · hi hj .
    i=1 j=1
    ∂xi ∂xj

    n X
    n X
    n
    X ∂3f
    D3 f (x, h) = · hi hj hk .
    i=1 j=1 k=1
    ∂xi ∂xj ∂xk

    And so on. Here’s Taylor’s formula for functions of several variables. With more variables, it’s more
    complicated and technical; try to see the resemblance between the formula here and the one for functions of
    one variable.
    Theorem. Suppose f : U → R, where U is an open set in Rn . Suppose f has continuous partial derivatives
    at all points of U through order m + 1. Let x, c ∈ U , where x 6= c and the segment from c to x is contained
    in U . Then for some point z on the segment from c to x,
    m
    X 1 k 1
    f (x) = f (c) + D f (c, x − c) + D(m+1) f (z, x − c).
    k! (m + 1)!
    k=1

    Example. Write out the Taylor expansion through terms of degree 2 for a function of 2 variables z = f (x, y).
    Let’s say we’re expanding at a point (c, d). Then
     
    ∂f ∂f
    f (x, y) = f (c, d) + (c, d) · (x − c) + (c, d) · (y − d) +
    ∂x ∂y

    ∂2f ∂2f ∂2f


     
    1
    2
    (c, d) (x − c)2 + 2 (c, d) (x − c)(y − d) + 2 (c, d) (y − d)2 + ···.
    2! ∂x ∂x∂y ∂y

    Example. For a function z = f (x, y),

    f (1, 2) = 29, fx (1, 2) = 19, fy (1, 2) = 24,

    fxx (1, 2) = 22, fxy (1, 2) = 8, fyy (1, 2) = 10.

    1
    Write out the Taylor expansion of f at (1, 2) through terms of degree 2.

    1
    22(x − 1)2 + 16(x − 1)(y − 2) + 10(y − 2)2 + · · · .
    
    f (x, y) = 29 + 19(x − 1) + 24(y − 2) +
    2

    Example. Construct the Taylor series through the 2nd order for f (x, y) = x2 y + y 2 at (x, y) = (1, 3).

    f (1, 3) = 12.
    ∂f ∂f
    = 2xy, (1, 3) = 6.
    ∂x ∂x
    ∂f ∂f
    = x2 + 2y, (1, 3) = 7.
    ∂y ∂y
    ∂2f ∂2f
    = 2y, (1, 3) = 2.
    ∂x2 ∂x2
    ∂2f ∂2f
    = 2x, (1, 3) = 2.
    ∂x∂y ∂x∂y
    ∂2f ∂2f
    = 2, (1, 3) = 2.
    ∂y 2 ∂y 2
    1
    2(x − 1)2 + 4(x − 1)(y − 3) + 2(y − 3)2 + · · · .
    
    f (x, y) = 12 + 6(x − 1) + 7(y − 3) +
    2

    √
    Example. Let f (x, y) = x y. Use a 1st -order Taylor approximation to approximate f (5.9, 4.1).
    I’ll use a Taylor expansion at (6, 4), since it’s the closest “nice” point to (5.9, 4.1).

    f (6, 4) = 12.

    ∂f √ ∂f
    = y, (6, 4) = 2.
    ∂x ∂x
    ∂f x ∂f 3
    = √ , (6, 4) = .
    ∂y 2 y ∂y 2
    The series is
    3
    f (x, y) = 12 + 2(x − 6) + (y − 4) + · · · .
    2
    Then
    3
    f (5.9, 4.1) ≈ 12 + 2(5.9 − 6) + (4.1 − 4) = 11.95.
    2

    c 2018 by Bruce Ikenaga 2

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