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Part IA Michaelmas, Lent, Easter Term

Taylor Series

Taylor’s Theorem

If ff has derivatives up to order (n+1)(n+1) near aa, then:

f(a+h)=f(a)+hf(a)+h22!f(a)++hnn!f(n)(a)+Rn+1f(a+h) = f(a) + hf'(a) + \frac{h^2}{2!}f''(a) + \cdots + \frac{h^n}{n!}f^{(n)}(a) + R_{n+1}

Function f(x) with Taylor polynomial approximations of increasing degree, showing convergence near expansion point

Lagrange remainder: Rn+1=hn+1(n+1)!f(n+1)(ξ)R_{n+1} = \frac{h^{n+1}}{(n+1)!}f^{(n+1)}(\xi)

where ξ\xi lies between aa and a+ha + h.

Interpretation: We can approximate smooth functions by polynomials, with the remainder giving the error.


Maclaurin Series

The special case of Taylor series with a=0a = 0:

f(x)=f(0)+xf(0)+x22!f(0)+f(x) = f(0) + xf'(0) + \frac{x^2}{2!}f''(0) + \cdots


Standard Power Series

These series should be memorised:

FunctionPower SeriesConvergence
exe^xk=0xkk!\sum_{k=0}^{\infty} \frac{x^k}{k!}All xx
sinx\sin xk=0(1)kx2k+1(2k+1)!\sum_{k=0}^{\infty} \frac{(-1)^k x^{2k+1}}{(2k+1)!}All xx
cosx\cos xk=0(1)kx2k(2k)!\sum_{k=0}^{\infty} \frac{(-1)^k x^{2k}}{(2k)!}All xx
sinhx\sinh xk=0x2k+1(2k+1)!\sum_{k=0}^{\infty} \frac{x^{2k+1}}{(2k+1)!}All xx
coshx\cosh xk=0x2k(2k)!\sum_{k=0}^{\infty} \frac{x^{2k}}{(2k)!}All xx
ln(1+x)\ln(1+x)k=1(1)k+1xkk\sum_{k=1}^{\infty} \frac{(-1)^{k+1} x^k}{k}1<x1-1 < x \leq 1
ln(1x)\ln(1-x)k=1xkk-\sum_{k=1}^{\infty} \frac{x^k}{k}1x<1-1 \leq x < 1

Binomial Expansion

For x<1|x| < 1 and any αR\alpha \in \mathbb{R}:

(1+x)α=1+αx+α(α1)2!x2+α(α1)(α2)3!x3+(1+x)^\alpha = 1 + \alpha x + \frac{\alpha(\alpha-1)}{2!}x^2 + \frac{\alpha(\alpha-1)(\alpha-2)}{3!}x^3 + \cdots

Special cases:

  • α=n\alpha = n (positive integer): terminates (binomial theorem)
  • α=1\alpha = -1: 11+x=1x+x2x3+\frac{1}{1+x} = 1 - x + x^2 - x^3 + \cdots
  • α=12\alpha = \frac{1}{2}: 1+x=1+x2x28+x316\sqrt{1+x} = 1 + \frac{x}{2} - \frac{x^2}{8} + \frac{x^3}{16} - \cdots

Manipulating Series

Addition: anxn+bnxn=(an+bn)xn\sum a_n x^n + \sum b_n x^n = \sum (a_n + b_n)x^n

Multiplication: (anxn)(bnxn)=cnxn(\sum a_n x^n)(\sum b_n x^n) = \sum c_n x^n where cn=k=0nakbnkc_n = \sum_{k=0}^{n} a_k b_{n-k}

Composition: Substitute one series into another

Differentiation: ddxanxn=nanxn1\frac{d}{dx}\sum a_n x^n = \sum n a_n x^{n-1} (within radius of convergence)

Integration: anxndx=anxn+1n+1\int \sum a_n x^n \,dx = \sum \frac{a_n x^{n+1}}{n+1} (within radius of convergence)


Radius of Convergence

A power series anxn\sum a_n x^n converges absolutely for x<R|x| < R and diverges for x>R|x| > R, where:

R=limnanan+1(ratio test)R = \lim_{n \to \infty} \left|\frac{a_n}{a_{n+1}}\right| \quad \text{(ratio test)}

At the endpoints x=±Rx = \pm R, convergence must be checked separately.


Example Expansions

Expand tanx\tan x about x=0x = 0:

Since tanx\tan x is odd, write y=tanxy = \tan x. Taking derivatives:

  • y(0)=0y(0) = 0
  • y=sec2xy' = \sec^2 x, so y(0)=1y'(0) = 1
  • y=2sec2xtanxy'' = 2\sec^2 x \tan x, so y(0)=0y''(0) = 0
  • y=2sec4x+4sec2xtan2xy''' = 2\sec^4 x + 4\sec^2 x\tan^2 x, so y(0)=2y'''(0) = 2

Thus: tanx=x+x33+O(x5)\tan x = x + \frac{x^3}{3} + O(x^5)

Expand (1+x)ln(1+x)(1+x)\ln(1+x):

Using ln(1+x)=xx22+x33\ln(1+x) = x - \frac{x^2}{2} + \frac{x^3}{3} - \cdots:

(1+x)ln(1+x)=x+(112)x2+(1312)x3+=x+x22x36+(1+x)\ln(1+x) = x + \left(1 - \frac{1}{2}\right)x^2 + \left(\frac{1}{3} - \frac{1}{2}\right)x^3 + \cdots = x + \frac{x^2}{2} - \frac{x^3}{6} + \cdots


Why Taylor Series Matter

  • Approximation: Truncating gives polynomial approximations
  • Limits: Evaluate indeterminate forms (L’Hôpital’s rule basis)
  • Numerical methods: Derive finite difference schemes
  • Physics: Linearisation of nonlinear equations
  • ODEs: Power series solutions

The Taylor series is the bridge between “nice” functions (exponential, trig) and polynomials, which we can compute with.