Taylor Expansion

Definition (Taylor expansion)

The Taylor expansion of an arbitrary function f(x)f(x) is a way to approximate the function by a series of polynomials, centred around a point aa .The expansion expresses f(x)f(x) as an infinite sum of its derivatives at aa ,weighted by powers of (xa)(x - a). The general form is:f(x)=f(a)+f(a)(xa)+f(a)2!(xa)2+f(3)(a)3!(xa)3+f(x) = f(a) + f'(a)(x - a) + \frac{f''(a)}{2!}(x - a)^2 + \frac{f^{(3)}(a)}{3!}(x - a)^3 + \cdotsOr, more compactly: f(x)=n=0f(n)(a)n!(xa)nf(x) = \sum_{n=0}^{\infty} \frac{f^{(n)}(a)}{n!}(x - a)^n

Key Points:

  • The Taylor series is centred at aa, which is called the expansion point.
  • The series may converge to the function for all xx, or only within some radius of convergence, depending on the function.
  • For a=0a=0, the expansion is called a Maclaurin series.

The Taylor expansion is particularly useful when approximating a smooth function near a point, as only the lower-order terms may be needed for a good approximation.

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