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Math Analysis 1

Taylor and Maclaurin expansions: polynomials, remainder and limits

The Taylor polynomial, Peano and Lagrange remainders, the expansions to know, computing limits with Taylor and applications to linearisation.

The tangent line approximates a function near a point. The Taylor polynomial does the same with a parabola, a cubic, a polynomial of any degree, and the approximation improves with every extra degree. It is the most powerful tool of first-year calculus for limits, and the one calculators use to compute sines and exponentials.

The Taylor polynomial

If f is n times differentiable at x_0, its Taylor polynomial of order n is

    \[ T_n(x) = f(x_0) + f'(x_0)(x - x_0) + \frac{f''(x_0)}{2!}(x - x_0)^2 + \dots + \frac{f^{(n)}(x_0)}{n!}(x - x_0)^n. \]

It is the only polynomial of degree \le n with the same value and the same first n derivatives as f at x_0. With x_0 = 0 it is called the Maclaurin polynomial.

The remainder

The error R_n(x) = f(x) - T_n(x) can be written in two ways:

  • Peano remainder: R_n(x) = o\big((x - x_0)^n\big), that is the error is negligible compared with (x - x_0)^n as x \to x_0. This is what you need for limits;
  • Lagrange remainder: R_n(x) = \frac{f^{(n+1)}(c)}{(n+1)!}(x - x_0)^{n+1} for some c between x_0 and x. This is what you need to estimate the error numerically.

The symbol o(g) (“little o of g”) denotes a quantity that, divided by g, tends to 0. Useful rules: o(x^n) + o(x^n) = o(x^n), x^m\cdot o(x^n) = o(x^{m+n}), o(x^n) = o(x^m) if n \ge m.

Expansions to know (x → 0)

e^x1 + x + \frac{x^2}{2} + \frac{x^3}{6} + \dots + \frac{x^n}{n!} + o(x^n)
\sin xx - \frac{x^3}{6} + \frac{x^5}{120} - \dots + o(x^{2n+2})
\cos x1 - \frac{x^2}{2} + \frac{x^4}{24} - \dots + o(x^{2n+1})
\ln(1+x)x - \frac{x^2}{2} + \frac{x^3}{3} - \dots + (-1)^{n+1}\frac{x^n}{n} + o(x^n)
(1+x)^\alpha1 + \alpha x + \frac{\alpha(\alpha-1)}{2}x^2 + o(x^2)
\frac{1}{1-x}1 + x + x^2 + \dots + x^n + o(x^n)
\arctan xx - \frac{x^3}{3} + \frac{x^5}{5} - \dots
\tan xx + \frac{x^3}{3} + o(x^4)

Expansions of composite functions come by substitution: e^{-x^2} = 1 - x^2 + \frac{x^4}{2} + o(x^4), \sin(2x) = 2x - \frac{4x^3}{3} + o(x^3).

Computing limits with Taylor

Expand numerator and denominator up to the first term that does not cancel.

    \[ \lim_{x\to0}\frac{e^x - 1 - x}{x^2} = \lim_{x\to0}\frac{\frac{x^2}{2} + o(x^2)}{x^2} = \frac12. \]

    \[ \lim_{x\to0}\frac{\cos x - e^{-x^2/2}}{x^4} = \lim_{x\to0}\frac{\left(1 - \frac{x^2}{2} + \frac{x^4}{24}\right) - \left(1 - \frac{x^2}{2} + \frac{x^4}{8}\right) + o(x^4)}{x^4} = \frac{1}{24} - \frac18 = -\frac{1}{12}. \]

In the second example first-order equivalences give 1 - 1 and l’Hôpital would need four derivatives: Taylor takes two lines. The practical rule is to push the expansion up to the order of the denominator.

Other uses

  • Nature of stationary points: if f'(x_0) = 0 and the first non-zero derivative has order n, for even n the point is an extremum (a minimum if f^{(n)} > 0), for odd n it is an inflection point.
  • Numerical computation: e^{0.1} \approx 1 + 0.1 + 0.005 + 0.000167 = 1.105167, with a Lagrange error below \frac{e^{0.1}}{24}\cdot 10^{-4} \approx 5\cdot10^{-6}.
  • Linearisation: in electronics the “small-signal” models of the diode and the transistor are the first-order expansion of the exponential characteristic around the operating point, and the second- and third-order terms are the harmonic distortion.
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