Formal Statement of Taylor's Theorem Next  |  Prev  |  Up  |  Top  |  Index  |  JOS Index  |  JOS Pubs  |  JOS Home  |  Search

Formal Statement of Taylor's Theorem

Let $ f(x)$ be continuous on a real interval $ I$ containing $ x_0$ (and $ x$), and let $ f^{(n)}(x)$ exist at $ x$ and $ f^{(n+1)}(\xi)$ be continuous for all $ \xi\in I$. Then we have the following Taylor series expansion:

\begin{eqnarray*}
f(x) = f(x_0) &+& \frac{1}{1}f^\prime(x_0)(x-x_0) \\ [10pt]
&...
...&+& \frac{1}{n!}f^{(n+1)}(x_0)(x-x_0)^n\\ [10pt]
&+& R_{n+1}(x)
\end{eqnarray*}

where $ R_{n+1}(x)$ is called the remainder term. Then Taylor's theorem [62, pp. 95-96] provides that there exists some $ \xi$ between $ x$ and $ x_0$ such that

$\displaystyle R_{n+1}(x) = \frac{f^{(n+1)}(\xi)}{(n+1)!}(x-x_0)^{n+1}.
$

In particular, if $ \vert f^{(n+1)}\vert\leq M$ in $ I$, then

$\displaystyle R_{n+1}(x) \leq \frac{M \vert x-x_0\vert^{n+1}}{(n+1)!}
$

which is normally small when $ x$ is close to $ x_0$.

When $ x_0=0$, the Taylor series reduces to what is called a Maclaurin series [55, p. 96].


Next  |  Prev  |  Up  |  Top  |  Index  |  JOS Index  |  JOS Pubs  |  JOS Home  |  Search

[How to cite this work] [Order a printed hardcopy]

``Mathematics of the Discrete Fourier Transform (DFT), with Music and Audio Applications'', by Julius O. Smith III, W3K Publishing, 2003, ISBN 0-9745607-0-7.
Copyright © 2007-02-02 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA),   Stanford University
CCRMA  [Automatic-links disclaimer]