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    Taylor Expansions in 2d

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    Khairy Elsayed
    This document discusses Taylor expansions for functions of two variables. It shows that by treating a function f(x,y) as a function F(t) of a single variable t, with x and y defined in terms of t, the Taylor expansion formulas for a single variable can be applied. Taking derivatives of F(t) and evaluating at t=0 gives terms involving the partial derivatives of f, allowing its expansion around a point (x0,y0). As an example, a second order Taylor expansion of f(x0+Δx, y0+Δy) is given involving its value and first and second partial derivatives at (x0,y0).

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    © All Rights Reserved
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    Taylor Expansions in 2d

    Uploaded by

    Khairy Elsayed
    24 views3 pages
    This document discusses Taylor expansions for functions of two variables. It shows that by treating a function f(x,y) as a function F(t) of a single variable t, with x and y defined in terms of t, the Taylor expansion formulas for a single variable can be applied. Taking derivatives of F(t) and evaluating at t=0 gives terms involving the partial derivatives of f, allowing its expansion around a point (x0,y0). As an example, a second order Taylor expansion of f(x0+Δx, y0+Δy) is given involving its value and first and second partial derivatives at (x0,y0).

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    Taylor expansion in 2D

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    taylor2dSlides.pdf

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    This document discusses Taylor expansions for functions of two variables. It shows that by treating a function f(x,y) as a function F(t) of a single variable t, with x and y defined in terms of t, the Taylor expansion formulas for a single variable can be applied. Taking derivatives of F(t) and evaluating at t=0 gives terms involving the partial derivatives of f, allowing its expansion around a point (x0,y0). As an example, a second order Taylor expansion of f(x0+Δx, y0+Δy) is given involving its value and first and second partial derivatives at (x0,y0).

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    24 views3 pages

    Taylor Expansions in 2d

    Uploaded by

    Khairy Elsayed
    This document discusses Taylor expansions for functions of two variables. It shows that by treating a function f(x,y) as a function F(t) of a single variable t, with x and y defined in terms of t, the Taylor expansion formulas for a single variable can be applied. Taking derivatives of F(t) and evaluating at t=0 gives terms involving the partial derivatives of f, allowing its expansion around a point (x0,y0). As an example, a second order Taylor expansion of f(x0+Δx, y0+Δy) is given involving its value and first and second partial derivatives at (x0,y0).

    Copyright:

    © All Rights Reserved
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    Taylor Expansions in 2d

    In your first year Calculus course you developed a family


    of formulae for approximating a function F (t) for t near any
    fixed point t0 .
    F (t0 + t) F (t0 )
    F (t0 + t) F (t0 ) + F 0 (t0 )t
    F (t0 + t) F (t0 ) + F 0 (t0 )t + 12 F 00 (t0 )t2
    ..
    .
    2
    1 00
    F
    (t
    )t
    0
    2!
    1
    + n!
    F (n) (t0 )tn

    F (t0 + t) F (t0 ) + F 0 (t0 )t +


    +

    3
    1 (3)
    F
    (t
    )t
    0
    3!

    You may have also found a formula for the error introduced
    in making this approximation. The error En (t) is defined
    by
    2
    1 00
    F
    (t
    )t
    0
    2!
    (n)
    1
    (t0 )tn + En (t)
    n! F

    F (t0 + t) = F (t0 ) + F 0 (t0 )t +


    + +
    and obeys
    En (t) =

    (n+1)
    n+1
    1
    F
    (t
    )t
    (n+1)!

    for some (unknown) t between t0 and t0 + t.


    1

    We now generalize to functions of more than one variable. Suppose we wish to approximate f (x0 + x, y0 + y)
    for x and y near zero. The trick is to write
    f (x0 +x, y0 +y) = F (1) with F (t) = f (x0 +tx, y0 +ty)
    and think of x0 , y0 , x and y as constants so that F is
    a function of the single variable t. Then we can apply our
    single variable formulae with t0 = 0 and t = 1. To do so
    we need to compute various derivatives of F (t) at t = 0, by
    applying the chain rule to
    
    F (t) = f x(t), y(t) with x(t) = x0 + tx, y(t) = y0 + ty
    d
    dt x(t)

    = x and ddt y(t) = y, the chain rule gives


    d
    d
    f
    f
    dF
    (t)
    =
    x(t),
    y(t)
    x(t)
    +
    x(t),
    y(t)
    dt
    x
    dt
    y
    dt y(t)
    
    
    = fx x(t), y(t) x + fy x(t), y(t) y
    h
    i
    d
    d
    fx
    fx
    d2 F
    dt2 (t) =
    x x(t), y(t) dt x(t) + y x(t), y(t) dt y(t) x
    i
    h
    d
    d
    fy
    fy
    + x x(t), y(t) dt x(t) + y x(t), y(t) dt y(t) y

    Since

    = fxx x2 + 2fxy xy + fyy y 2

    and so on. Its not hard to prove by induction that, in general,


    F

    (n)

    (t) =

    n
    X

    m=0

    n n
    f
    m
    nm
    m xm y nm (x0 +tx, y0 +ty)x y

    n
    m

    n!
    is the standard binomial coefficient.
    where
    = m!(nm)!
    So when t = 0,

    F (0) = f (x0 ,y0 )


    dF
    dt
    2
    d F
    dt2

    (0) = fx (x0 ,y0 )x + fy (x0 ,y0 )y


    (0) = fxx (x0 ,y0 )x2 + 2fxy (x0 ,y0 )xy + fyy (x0 ,y0 )y 2

    Subbing these into



    f (x0 + x, y0 + y) = F (t0 + t)
    = F (0) +

    t0 =0,t=1
    F 0 (0) + 12 F 00 (0)

    gives

    f (x0 + x, y0 + y)
    = f (x0 ,y0 )
    + fx (x0 ,y0 )x + fy (x0 ,y0 )y
    
    
    + 12 fxx (x0 ,y0 )x2 + 2fxy (x0 ,y0 )xy + fyy (x0 ,y0 )y 2
    
    3
    3
    + O x + y

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