Math 2.0

Real functions Functions of several real variables Theorem

Taylor's theorem in several variables

Builds on C^k function characterised by continuous derivativesHigher partial derivativesMulti-index notation

Statement

Let U⊆ℝnU \subseteq \mathbb{R}^n be open, let k≥1k \ge 1 be an integer, and let f ⁣:U→ℝf \colon U \to \mathbb{R} be of class C^k on UU. Let a∈Ua \in U. For a multi-index α=(α1,…,αn)\alpha = (\alpha_1, \dots, \alpha_n), write ∣α∣=α1+⋯+αn|\alpha| = \alpha_1 + \dots + \alpha_n, α!=α1!⋯αn!\alpha! = \alpha_1! \cdots \alpha_n!, hα=h1α1⋯hnαnh^\alpha = h_1^{\alpha_1} \cdots h_n^{\alpha_n}, and Dαf=∂∣α∣f/∂x1α1⋯∂xnαnD^\alpha f = \partial^{|\alpha|} f / \partial x_1^{\alpha_1} \cdots \partial x_n^{\alpha_n}. Then f(a+h)=∑∣α∣≤kDαf(a)α! hα+Rk(h),lim⁡h→0Rk(h)∥h∥k=0.f(a + h) = \sum_{|\alpha| \le k} \frac{D^\alpha f(a)}{\alpha!} \, h^\alpha + R_k(h), \qquad \lim_{h \to 0} \frac{R_k(h)}{\|h\|^k} = 0. If ff is of class Ck+1C^{k+1} and the segment from aa to a+ha + h lies in UU, then Rk(h)=∑∣β∣=k+1k+1β! hβ∫01(1−t)k Dβf(a+th) dt.R_k(h) = \sum_{|\beta| = k + 1} \frac{k + 1}{\beta!} \, h^\beta \int_0^1 (1 - t)^k \, D^\beta f(a + t h) \, dt.

Remarks

The sum over ∣α∣≤k|\alpha| \le k is the Taylor polynomial of order kk of ff at aa. For k=1k = 1 the statement says that ff is differentiable at aa, with f(a+h)=f(a)+∇f(a)⋅h+o(∥h∥)f(a + h) = f(a) + \nabla f(a) \cdot h + o(\|h\|). One proof applies the one-variable Taylor theorem to g(t)=f(a+th)g(t) = f(a + t h) on [0,1][0, 1], together with the chain rule. The case k=2k = 2 is the second-order Taylor expansion.

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  1. Euclidean space object
  2. Function concept
  3. Fréchet derivative definition
  4. Function of several variables concept
  5. Limit of a function of several variables concept
  6. Differentiable function of several variables definition
  7. Partial derivative definition
  8. Differentiable on an open set definition
  9. Higher partial derivatives definition
  10. Iterated derivative definition
  11. Multi-index notation concept
  12. C^k function characterised by continuous derivatives statement
  13. Taylor's theorem in several variables statement

Where this leads

3 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Taylor%27s_theorem, Taylor's theorem for multivariate functions
  2. Web https://en.wikipedia.org/wiki/Taylor%27s_theorem, Derivation for the remainder of multivariate Taylor polynomials
About this page
Tag0J8T4K4YTE
URIm2://0J8T4K4YTE
Aliasesmultivariate-taylor-theorem
Kindstatement, theorem
WritingW0 stub
MSC26B12
StatusThis copy of the site has no build data. Run m2 status 0J8T4K4YTE.
UsesC^k function characterised by continuous derivatives, Higher partial derivatives, Multi-index notation

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