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    Taylor Series
    John Weiss
+
    Approximating Functions

      f(0)=   4

      What    is f(1)?

      f(x)   = 4?

      f(1)   = 4?
+
    Approximating Functions

      f(0)=   4, f’(0)= -1

      What    is f(1)?

      f(x)   = 4 - x?

      f(1)   = 3?
+
    Approximating Functions

      f(0)=   4, f’(0)= -1, f’’(0)= 2

      What    is f(1)?

      f(x)   = 4 – x + x2?
        (same   concavity)

      f(1)   = 4?
+
    Approximating Functions

      f(x)   = sin(x)

      What     is f(1)?

      f(0)   = 1, f’(0) = 1

      f(x)   = 0 + x?

      f(1)   = 1?
+
    Approximating Functions

      f(x)   = sin(x)

      f(0)   = 1, f’(0) = 1, f’’(0) = 0, f’’’(0) = -1,…

      What     is f(1)? i.e . What is sin(1)?
+
    Famous Dead People

      James   Gregory (1671)

      Brook Taylor   (1712)

      Colin   Maclaurin (1698-1746)



      Joseph-Louis   Lagrange (1736-1813)

      Augustin-Louis   Cauchy (1789-1857)
+
        Approximations

         Linear     Approximation

        f (x) = f (a) + f ʹ′(a)(x − a) + R1 (x)(x − a)
             R1 (x)(x − a) = f (x) − f (a) − f ʹ′(x − a)
         Quadratic        Approximation
                                         f ʹ′ (a)
€       f (x) = f (a) + f ʹ′(a)(x − a) +          (x − a) 2 + R2 (x)(x − a) 2
                                            2                      f ʹ′ (a)
                            2
             R2 (x)(x − a) = f (x) − f (a) − f ʹ′(a)(x − a) −               (x − a) 2
                                                                      2



€
+
     Taylor’s Theorem
         Letk≥1 be an integer and f : R →R be k
          times differentiable at a ∈ R .
         Then there exists a function R : R →R such that
                                        k
                                 f ʹ′ (a)                  f k (a)
f (x) = f (a) − f ʹ′(a)(x − a) +          (x − a) 2 + ...+         (x − a) k + Rk (x)(x − a) k
                                    2!                       k!
                           €
                      €
         Note: Taylor      Polynomial of degree k is:
                               €
                                       f ʹ′ (a)                  f k (a)
     Pk (x) = f (a) − f ʹ′(a)(x − a) +          (x − a) 2 + ...+         (x − a) k
                                          2!                       k!
+
        Works for Linear
        Approximations

         f (x) = c 0 + c1 (x)
               f (a) = c 0 + c1 (a)
               f ʹ′(a) = c1       f (x)(a)fʹ′= c + c (x − a)
                                      f = f (a) = c (a)
                                                 + 0   11
                                                       1




€        f (x) = f (a) + c1€ € € a)
                            (x −
    €          f (x) = c 0 + c1 (a) + c1 (x − a) = c 0 + c1 (x)
    €
€
    €
+
        Works for Quadratic
        Approximations
        f (x) = c 0 + c1 (x) + c 2 (x 2 )
                      f (a) = c 0 + c1 (a) + c 2 (a 2 )
                      f ʹ′(a) = c1 + 2c 2 (a)
                        f ʹ′ (a) = 2c 2

         € = c + c (a) + c (a 2 ) + [c + 2c (a)](x − a) + 2c 2 [x − a]2 =
                                          €
        f (x)    0     1           2         1       2
         €                                                               2
        c 0€ c1(a) + c 2 (a 2 ) + c1(x − a) + 2c 2 (x − a) + c 2 (x) 2 − c 2 (2ax) + c 2 (a) 2 =
            +
        f (x) = c 0 + c1 (x) + c 2 (x 2 )

€
+
    f(x) = sin(x)
    Degree 1
+
    f(x) = sin(x)
    Degree 3
+
    f(x) = sin(x)
    Degree 5
+
    f(x) = sin(x)
    Degree 7
+
    f(x) = sin(x)
    Degree 11
+
    Implications




     Any smooth functions with all the same derivatives
     at a point MUST be the same function!
+ Proof: If f and g are smooth functions that agree
     over some interval, they MUST be the same function
      Let f and g be two smooth functions that agree for some open
      interval (a,b), but not over all of R
      Define h as the difference, f – g, and note that h is smooth, being the
      difference of two smooth functions. Also h=0 on (a,b), but h≠0 at
      other points in R
      Without loss of generality, we will form S, the set of all x>a, such
      that f(x)≠0

      Note that a is a lower bound for this set, S, and being a subset of R,
      S is complete so S has a real greatest lower bound, call it c.
      c, being a greatest lower bound of S, is also an element of S, since S
      is closed

      Now we see that h=0 on (a,c), but h≠0 at c. So, h is discontinuous at
      c, but then h cannot be smooth

      Thus we have reached a contradiction, and so f and g must agree
      everywhere!
+
        Suppose f(x) can be rewritten as a
        power series…
            f (x) = c 0 + c1 (x − a) + c 2 (x − a) 2 + ...+ c n (x − a) n
            c 0 = f (a)
            f ʹ′(x) = c1 + 2c 2 (x − a) + 3c 3 (x f − a) 2 + ...+ nc n (x − a) n −1
                                                       k
                                                     (a)
                                                ck =
€                                                      k!
            c1 = f ʹ′(a)
€           f ʹ′ (x) = 2c 2 + 3∗2c 3 (x − € + 4 ∗ 3c 4 (x − a) 2 + ...+ n ∗(n −1)c n (x − a) n −2
                                           a)
€
                  f ʹ′ (a)
            c2 =
€                    2!
€                 f k (a)
            ck =
                     k!
€
+
    Entirety (Analytic Functions)
    A function f(x) is said to be entire if it is equal to its
    Taylor Series everywhere
      Entire                         Not Entire
       sin(x)                          log(1+x)
+
    Proof: sin(x) is entire

      Maclaurin   Series
       sin(0)=1
       sin’(0)=0
                                      ∞
       sin’(0)=-1                         (−1) n 2n +1
                            sin(x) = ∑             x
       sin’(0)=0
                                     n =0 (2n +1)!
       sin’(0)=1
       sin’(0)=0
       sin’(0)=-1
       …   etc.   €
+
    Proof: sin(x) is entire
              ∞
                   (−1) n 2n +1
    sin(x) = ∑             x
             n =0 (2n +1)!

      Lagrange   formula for the remainder:
         Let f : R →R be k+1 times differentiable on
          (a,x) and continuous on [a,x]. Then
                      f k +1 (z)         k +1
             Rk (x) =            (x − a)
                      (k +1)!
€        for some z in (x,a)



€
+
        Proof: sin(x) is entire
          First, sin(x)
                      is continuous and infinitely
          differentiable over all of R

          If   we look at the Taylor Polynomial of degree k
                          f k +1 (z)         k +1
                 Rk (x) =            (x − a)
                          (k +1)!
          Note though f k +1 (z) ≤ 1 for all z in R
                                    k +1
                          (x − a)
                 Rk (x) ≤
€                          (k +1)!
                €


€
+
        Proof: sin(x) is entire

          However, as   k goes to infinity, we see Rk (x) ≤ 0



          Applyingthe Squeeze Theorem to our original
                                     €
         equation, we obtain that as k goes to infinity

             f (x) = Tk (x)
         and thus sin(x) is complete



€
+
        Maclaurin Series Examples
                                         ∞                                 ∞
                                     xn                         xn
                 log(1 − x) = −∑       log(1+ x) = ∑ (−1) n +1
                                n =1 n!             n =1
                                                                n!
                                ∞                                      ∞
                    1                                                         (−1) n (2n)!
                      = ∑ xn                                 1+ x = ∑                         xn
                  1 − x n =0                                         n =0
                                                                          (1 − 2n)(n!) 2 (4) n
                          ∞
€                           xn€
                 ex = ∑
                       n =0 n!
                                                                            ∞
€                               ∞
                                     €
                                     (−1)   n
                                                                               (−1) n 2n
                 sin(x) = ∑                        x 2n +1      cos(x) = ∑          x
                              n =0
                                     (2n +1)!                             n =0 (2n)!

€                          ix
                 Note:   e = cos(x) + isin(x)
€                                               €
+
    Applications

      Physics
       Special Relativity Equation
       Fermat’s Principle (Optics)
       Resistivity of Wires
       Electric Dipoles
       Periods of Pendulums
       Surveying (Curvature of the Eart)
+
        Special Relativity
                      m0
            m=                            KE   = mc 2 − m0c 2
                    1− v2 c2

                 m0c       2            ⎡⎛ v 2 ⎞ −1/ 2 ⎤
          KE =         − m0c 2 = m0c 2 ⎢⎜1 − 2 ⎟     −1⎥
                    2
                1−v c 2    €            ⎢⎝ c ⎠
                                        ⎣                 ⎥
                                                           ⎦
€

          If   v ≤ 100 m/s
€
          Then    according to Taylor’s Inequality

                  1     3m0c 2   100 4             −10
         R1 (x) ≤           2  2    4  < (4.17 × 10 )m0
                  2 4(1 −100 /c ) c

More Related Content

Taylor series

  • 1. + Taylor Series John Weiss
  • 2. + Approximating Functions   f(0)= 4   What is f(1)?   f(x) = 4?   f(1) = 4?
  • 3. + Approximating Functions   f(0)= 4, f’(0)= -1   What is f(1)?   f(x) = 4 - x?   f(1) = 3?
  • 4. + Approximating Functions   f(0)= 4, f’(0)= -1, f’’(0)= 2   What is f(1)?   f(x) = 4 – x + x2?   (same concavity)   f(1) = 4?
  • 5. + Approximating Functions   f(x) = sin(x)   What is f(1)?   f(0) = 1, f’(0) = 1   f(x) = 0 + x?   f(1) = 1?
  • 6. + Approximating Functions   f(x) = sin(x)   f(0) = 1, f’(0) = 1, f’’(0) = 0, f’’’(0) = -1,…   What is f(1)? i.e . What is sin(1)?
  • 7. + Famous Dead People   James Gregory (1671)   Brook Taylor (1712)   Colin Maclaurin (1698-1746)   Joseph-Louis Lagrange (1736-1813)   Augustin-Louis Cauchy (1789-1857)
  • 8. + Approximations  Linear Approximation f (x) = f (a) + f ʹ′(a)(x − a) + R1 (x)(x − a) R1 (x)(x − a) = f (x) − f (a) − f ʹ′(x − a)  Quadratic Approximation f ʹ′ (a) € f (x) = f (a) + f ʹ′(a)(x − a) + (x − a) 2 + R2 (x)(x − a) 2 2 f ʹ′ (a) 2 R2 (x)(x − a) = f (x) − f (a) − f ʹ′(a)(x − a) − (x − a) 2 2 €
  • 9. + Taylor’s Theorem   Letk≥1 be an integer and f : R →R be k times differentiable at a ∈ R .   Then there exists a function R : R →R such that k f ʹ′ (a) f k (a) f (x) = f (a) − f ʹ′(a)(x − a) + (x − a) 2 + ...+ (x − a) k + Rk (x)(x − a) k 2! k! € €   Note: Taylor Polynomial of degree k is: € f ʹ′ (a) f k (a) Pk (x) = f (a) − f ʹ′(a)(x − a) + (x − a) 2 + ...+ (x − a) k 2! k!
  • 10. + Works for Linear Approximations f (x) = c 0 + c1 (x) f (a) = c 0 + c1 (a) f ʹ′(a) = c1 f (x)(a)fʹ′= c + c (x − a) f = f (a) = c (a) + 0 11 1 € f (x) = f (a) + c1€ € € a) (x − € f (x) = c 0 + c1 (a) + c1 (x − a) = c 0 + c1 (x) € € €
  • 11. + Works for Quadratic Approximations f (x) = c 0 + c1 (x) + c 2 (x 2 ) f (a) = c 0 + c1 (a) + c 2 (a 2 ) f ʹ′(a) = c1 + 2c 2 (a) f ʹ′ (a) = 2c 2 € = c + c (a) + c (a 2 ) + [c + 2c (a)](x − a) + 2c 2 [x − a]2 = € f (x) 0 1 2 1 2 € 2 c 0€ c1(a) + c 2 (a 2 ) + c1(x − a) + 2c 2 (x − a) + c 2 (x) 2 − c 2 (2ax) + c 2 (a) 2 = + f (x) = c 0 + c1 (x) + c 2 (x 2 ) €
  • 12. + f(x) = sin(x) Degree 1
  • 13. + f(x) = sin(x) Degree 3
  • 14. + f(x) = sin(x) Degree 5
  • 15. + f(x) = sin(x) Degree 7
  • 16. + f(x) = sin(x) Degree 11
  • 17. + Implications Any smooth functions with all the same derivatives at a point MUST be the same function!
  • 18. + Proof: If f and g are smooth functions that agree over some interval, they MUST be the same function   Let f and g be two smooth functions that agree for some open interval (a,b), but not over all of R   Define h as the difference, f – g, and note that h is smooth, being the difference of two smooth functions. Also h=0 on (a,b), but h≠0 at other points in R   Without loss of generality, we will form S, the set of all x>a, such that f(x)≠0   Note that a is a lower bound for this set, S, and being a subset of R, S is complete so S has a real greatest lower bound, call it c.   c, being a greatest lower bound of S, is also an element of S, since S is closed   Now we see that h=0 on (a,c), but h≠0 at c. So, h is discontinuous at c, but then h cannot be smooth   Thus we have reached a contradiction, and so f and g must agree everywhere!
  • 19. + Suppose f(x) can be rewritten as a power series…   f (x) = c 0 + c1 (x − a) + c 2 (x − a) 2 + ...+ c n (x − a) n   c 0 = f (a)   f ʹ′(x) = c1 + 2c 2 (x − a) + 3c 3 (x f − a) 2 + ...+ nc n (x − a) n −1 k (a) ck = € k!   c1 = f ʹ′(a) €   f ʹ′ (x) = 2c 2 + 3∗2c 3 (x − € + 4 ∗ 3c 4 (x − a) 2 + ...+ n ∗(n −1)c n (x − a) n −2 a) € f ʹ′ (a)   c2 = € 2! € f k (a)   ck = k! €
  • 20. + Entirety (Analytic Functions) A function f(x) is said to be entire if it is equal to its Taylor Series everywhere   Entire   Not Entire   sin(x)   log(1+x)
  • 21. + Proof: sin(x) is entire   Maclaurin Series   sin(0)=1   sin’(0)=0 ∞   sin’(0)=-1 (−1) n 2n +1 sin(x) = ∑ x   sin’(0)=0 n =0 (2n +1)!   sin’(0)=1   sin’(0)=0   sin’(0)=-1   … etc. €
  • 22. + Proof: sin(x) is entire ∞ (−1) n 2n +1 sin(x) = ∑ x n =0 (2n +1)!   Lagrange formula for the remainder:   Let f : R →R be k+1 times differentiable on (a,x) and continuous on [a,x]. Then f k +1 (z) k +1 Rk (x) = (x − a) (k +1)! € for some z in (x,a) €
  • 23. + Proof: sin(x) is entire   First, sin(x) is continuous and infinitely differentiable over all of R   If we look at the Taylor Polynomial of degree k f k +1 (z) k +1 Rk (x) = (x − a) (k +1)!   Note though f k +1 (z) ≤ 1 for all z in R k +1 (x − a) Rk (x) ≤ € (k +1)! € €
  • 24. + Proof: sin(x) is entire   However, as k goes to infinity, we see Rk (x) ≤ 0   Applyingthe Squeeze Theorem to our original € equation, we obtain that as k goes to infinity f (x) = Tk (x) and thus sin(x) is complete €
  • 25. + Maclaurin Series Examples ∞ ∞ xn xn   log(1 − x) = −∑ log(1+ x) = ∑ (−1) n +1 n =1 n! n =1 n! ∞ ∞ 1 (−1) n (2n)!   = ∑ xn 1+ x = ∑ xn 1 − x n =0 n =0 (1 − 2n)(n!) 2 (4) n ∞ € xn€   ex = ∑ n =0 n! ∞ € ∞ € (−1) n (−1) n 2n   sin(x) = ∑ x 2n +1 cos(x) = ∑ x n =0 (2n +1)! n =0 (2n)! € ix   Note: e = cos(x) + isin(x) € €
  • 26. + Applications   Physics   Special Relativity Equation   Fermat’s Principle (Optics)   Resistivity of Wires   Electric Dipoles   Periods of Pendulums   Surveying (Curvature of the Eart)
  • 27. + Special Relativity m0   m=   KE = mc 2 − m0c 2 1− v2 c2 m0c 2 ⎡⎛ v 2 ⎞ −1/ 2 ⎤   KE = − m0c 2 = m0c 2 ⎢⎜1 − 2 ⎟ −1⎥ 2 1−v c 2 € ⎢⎝ c ⎠ ⎣ ⎥ ⎦ €   If v ≤ 100 m/s €   Then according to Taylor’s Inequality 1 3m0c 2 100 4 −10 R1 (x) ≤ 2 2 4 < (4.17 × 10 )m0 2 4(1 −100 /c ) c