码迷,mamicode.com
首页 > 其他好文 > 详细

[转]真正了解泰勒公式

时间:2014-11-06 00:40:10      阅读:171      评论:0      收藏:0      [点我收藏+]

标签:des   style   http   io   ar   os   for   sp   on   

SERIES EXPANSION OF FUNCTIONS, MACLAURIN’S SERIES, TAYLOR’S SERIES, TAYLOR’S FORMULA


Many functions can be represented by polynomials. In this connection let us note a relationship between the coefficients c0, c1, c2, ... ,cn of the polynomial of degree n

 

1)        f(x) = c0 + c1x + c2x2 + ... + cnxn

 

and its derivatives of order one through n at the point x = 0. Let us take the first n derivatives of polynomial 1):

 

            f ‘(x) = c1 + 2c2x + 3c3x2 + 4c4x3 + ...

            f ‘‘ (x) = 2c2 + 2?3c3x + 3?4c4x2 + ...

            f ‘‘‘ (x) = 2?3c3 + 2?3?4c4x + ... 

            ................................................

            f(n)(x) = n!cn

 

Putting x = 0 in the above equations and solving for the c’s we obtain


             bubuko.com,布布扣


Thus we see that polynomial 1) can be written as


bubuko.com,布布扣


This representation of a polynomial provides us with a means of representing more or less general functions by polynomials.

 

There is a completely analogous relationship between the coefficients c0, c1, c2, ... ,cn of the power series in x-a of degree n

 

3)        f(x) = c0 + c1(x-a) + c2(x-a)2 + ... + cn(x-a)n

 

and its derivatives of order one through n at the point x = a. If we take the first n derivatives of power series 3) we get:


            f ‘(x) = c1 + 2c2(x-a) + 3c3(x-a)2 + 4c4(x-a)3 + ...

            f ‘‘ (x) = 2c2 + 2?3c3(x-a) + 3?4c4(x-a)2 + ...

            f ‘‘‘ (x) = 2?3c3 + 2?3?4c4(x-a) + ... 

            ................................................

            f(n)(x) = n!cn

 

Putting x = a in the above equations and solving for the c’s we obtain

 

             bubuko.com,布布扣


Thus we see that power series 3) can be written as


bubuko.com,布布扣


                                                                         bubuko.com,布布扣


Since a power series is a polynomial, this is another polynomial representation of a function. Note that 2) is a special case of 4) where a = 0. Also note that if we allow n to increase without limit 2) and 4) become infinite series. An infinite series of type 2) is called Maclaurin’s series and an infinite series of type 4) is called Taylor’s series. Such series may be used to represent rather general functions within some interval of convergence.

 

When some function f(x) is written in the form of an infinite series, the function is said to be expanded in an infinite series and the infinite series is said to represent the function in the interval of convergence.


Maclaurin’s Series. A series of the form

 

bubuko.com,布布扣

 

Such a series is also referred to as the expansion (or development) of the function f(x) in powers of x, or its expansion in the neighborhood of zero. Maclaurin’s series is best suited for finding the value of f(x) for a value of x in the neighborhood of zero. For values of x close to zero the successive terms in the expansion grow small rapidly and the value of f(x) can often be approximated by summing only the first few terms.

 

A function can be represented by a Maclaurin series only if the function and all its derivatives exist for x = 0. Examples of functions that cannot be represented by a Maclaurin series: 1/x, ln x, cot x.


Example 1. Expand ex in a Maclaurin Series and determine the interval of convergence.

 

Solution. f(x) = ex, f ‘(x) = ex, f ‘‘(x) = ex, f ‘‘‘(x) = ex, ........ , f(n)(x) = ex

 

and

 

            f(0) = 1, f ‘(0) = 1, f ‘‘(0) = 1, f ‘‘‘(0) = 1, ....... ,f(n)(0) = 1

 

so

 

             bubuko.com,布布扣


bubuko.com,布布扣



Example 2. Expand sin x in a Maclaurin Series and determine the interval of convergence.

 

Solution. f(x) = sin x, f‘(x) = cos x, f‘‘(x) = - sin x, f‘‘‘(x) =- cos x, ......

 

Since sin 0 = 0 and cos 0 = 1 the expansion is

 

             bubuko.com,布布扣

 

It converges for all values of x since


bubuko.com,布布扣





Taylor’s Series. A series of the form


  bubuko.com,布布扣  


                                                                                     bubuko.com,布布扣


This series is useful for computing the value of some general function f(x) for values of x near a.. The nearer to a the value is, the more quickly the series will converge. When a = 0, Taylor’s Series reduces, as a special case, to Maclaurin’s Series. If we set x = a + h, another useful form of Taylor’s Series is obtained:

 

  bubuko.com,布布扣

 

 

In terms analogous to those describing Maclaurin’s expansion, Taylor’s series is called the development of f(x) in powers of x - a (or h), or its expansion in the neighborhood of a.




Taylor’s Formula with the Remainder. Let a function f(x) and its first n+1 derivatives be continuous on a closed interval containing x = a. Then there is a number x0 between a and x such that


bubuko.com,布布扣


in which Rn+1(x), the remainder after n + 1 terms, is given by the formula


             bubuko.com,布布扣



The remainder has been put in several different forms, the usefulness of the form depending on the particular type of function being expanded. The above form is Lagrange’s form. The theorem with Lagrange’s form of the remainder is a simple variation of the Extended Law of the Mean.

 

Taylor’s theorem is one of the most important theorems in applied analysis. It describes approximating polynomials for a broad range of functions and provides estimates for errors. Many of the laws of nature, physical and chemical processes, the motion of bodies, etc. are expressed with great accuracy by functions which can be expanded in a Taylor’s series.

 

 


Theorem 1. The Taylor Series expansion of a function f(x) is a valid representation of the function for those values of x, and only those values, for which the remainder Rn+1(x) approaches zero as n becomes infinite.




Maclaurin’s Formula with the Remainder. Let a function f(x) and its first n+1 derivatives be continuous on a closed interval containing x = 0. Then there is a number x0 between 0 and x such that

 

bubuko.com,布布扣


in which Rn+1(x), the remainder after n + 1 terms, is given by the formula


 

bubuko.com,布布扣


This is a special case of Taylor’s Formula, obtained by letting a = 0.


Theorem 2. The Maclaurin Series expansion of a function f(x) is a valid representation of the function for those values of x, and only those values, for which the remainder Rn+1(x) approaches zero as n becomes infinite.





References.

  Mathematics, Its Content, Methods and Meaning. Vol I

  James and James. Mathematics Dictionary.

  Middlemiss. Differential and Integral Calculus.

  Oakley. The Calculus. p. 190 - 193

  Ayres. Calculus. p. 242, 248

  Smith, Salkover, Justice. Calculus. p. 372 - 383

[转]真正了解泰勒公式

标签:des   style   http   io   ar   os   for   sp   on   

原文地址:http://www.cnblogs.com/freebird92/p/4077618.html

(0)
(0)
   
举报
评论 一句话评论(0
登录后才能评论!
© 2014 mamicode.com 版权所有  联系我们:gaon5@hotmail.com
迷上了代码!