Tylor Expansion Example

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分类专栏：机器学习-数学基础机器学习数学基础文章标签： Calculus 微积分 Tylor 泰勒展开

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Tylor Expansion Example

Tylor Expansion is a powerful tool to deal with limits. Some examples are showed below.

Prerequisite

See more about how to calculate derivative at this link and differential rules at this link.

Definition[1]

lim x \to a f (x) = f ( a ) 0 ! (x - a) 0 + f ' ( a ) 1 ! (x - a) 1 + f '' ( a ) 2 ! (x - a) 2 + \dots + f ( n ) ( a ) n ! (x - a) n = \sum n = 0 \infty f ( n ) ( a ) n ! (x - a) n

$\begin{align} \lim\limits_{x \rightarrow a} f(x) &= \frac{f\left( a \right)}{ 0 !}\left( x - a \right) ^ 0 + \frac{f'\left( a \right)}{ 1 !}\left( x - a \right) ^ 1 + \frac{f''\left( a \right)}{ 2 !}\left( x - a \right) ^ 2 + \cdots + \frac{f^{(n)}\left( a \right)}{ n !}\left( x - a \right) ^ n \\ &= \sum\limits_{n=0}^{\infty} \frac{f^{(n)}\left( a \right)}{ n !}\left( x - a \right) ^ n \end{align}$

When a = 0, the formula is showed below.

lim x \to a f (x) = f ( a ) 0 ! x 0 + f ' ( a ) 1 ! x 1 + f '' ( a ) 2 ! x 2 + \dots + f ( n ) ( a ) n ! x n = \sum n = 0 \infty f ( n ) ( a ) n ! x n

$\begin{align} \lim\limits_{x \rightarrow a} f(x) &= \frac{f\left( a \right)}{ 0 !}x^0 + \frac{f'\left( a \right)}{ 1 !}x^1 + \frac{f''\left( a \right)}{ 2 !}x^2 + \cdots + \frac{f^{(n)}\left( a \right)}{ n !}x^n \\ &= \sum\limits_{n=0}^{\infty} \frac{f^{(n)}\left( a \right)}{ n !}x^n \end{align}$

Examples

1. Example 1

$f(x) = e^x$

lim x \to 0 f (x) = f ( a ) 0 ! x 0 + f ' ( a ) 1 ! x 1 + f '' ( a ) 2 ! x 2 + \dots + f ( n ) ( a ) n ! x n = e 0 0 ! x 0 + e 0 1 ! x 1 + e 0 2 ! x 2 + \dots + e 0 n ! x n = x 0 0 ! + x 1 1 ! + x 2 2 ! + \dots + x n n !

$\begin{align} \lim\limits_{x \rightarrow 0} f(x) &= \frac{f\left( a \right)}{ 0 !}x^0 + \frac{f'\left( a \right)}{ 1 !}x^1 + \frac{f''\left( a \right)}{ 2 !}x^2 + \cdots + \frac{f^{(n)}\left( a \right)}{ n !}x^n \\ &= \frac{e^0}{ 0 !}x^0 + \frac{e^0}{ 1 !}x^1 + \frac{e^0}{ 2 !}x^2 + \cdots + \frac{e^0}{ n !}x^n \\ &= \frac{x^0}{ 0 !} + \frac{x^1}{ 1 !} + \frac{x^2}{ 2 !} + \cdots + \frac{x^n}{ n !} \\ \end{align}$

1. Example 2

$f(x) = \sin x$

lim x \to 0 f (x) = f ( a ) 0 ! x 0 + f ' ( a ) 1 ! x 1 + f '' ( a ) 2 ! x 2 + \dots + f ( n ) ( a ) n ! x n = sin 0 0 ! x 0 + cos 0 1 ! x 1 + - sin 0 2 ! x 2 + \dots = 0 0 ! + 1 1 ! x 1 + 0 2 ! + \dots + x n n ! + \dots = x 1 1 ! - x 3 3 ! + x 5 5 ! - x 7 7 ! + \dots

$\begin{align} \lim\limits_{x \rightarrow 0} f(x) &= \frac{f\left( a \right)}{ 0 !}x^0 + \frac{f'\left( a \right)}{ 1 !}x^1 + \frac{f''\left( a \right)}{ 2 !}x^2 + \cdots + \frac{f^{(n)}\left( a \right)}{ n !}x^n \\ &= \frac{\sin 0}{ 0 !}x^0 + \frac{\cos 0}{ 1 !}x^1 + \frac{-\sin 0}{ 2 !}x^2 + \cdots\\ &= \frac{0}{ 0 !} + \frac{1}{ 1 !}x^1 + \frac{0}{ 2 !} + \cdots + \frac{x^n}{ n !} + \cdots\\ &= \frac{x^1}{ 1 !} - \frac{x^3}{ 3 !} + \frac{x^5}{ 5 !} - \frac{x^7}{ 7 !} + \cdots \\ \end{align}$

Reference

[1] wikipedia-Taylor series