Taylor公式
Taylor公式的定性分析
定理6.1 Taylor公式(Peano余项)
若函数
f
(
x
)
f\left ( x \right )
f(x)在
x
0
x_{0}
x0处的
n
n
n阶导数均存在,则存在邻域
U
(
x
0
,
δ
)
U\left ( x_{0},\delta \right )
U(x0,δ)使得
f
(
x
)
f\left ( x \right )
f(x)满足以下公式:
f
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∑
k
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n
f
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k
k
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f\left ( x \right ) =\sum_{k=0}^{n}\frac{f^{\left ( k \right ) } \left ( x_{0} \right )\left ( x-x_{0} \right )^{k} }{k!}+r_{n} \left ( x \right )
f(x)=∑k=0nk!f(k)(x0)(x−x0)k+rn(x)
其中Peano余项
r
n
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x
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=
o
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−
x
0
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n
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(
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→
x
0
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r_{n} \left ( x \right )=o \left ( \left ( x-x_{0} \right )^{n} \right )(x\to x_{0} )
rn(x)=o((x−x0)n)(x→x0),代表
f
(
x
)
f\left ( x \right )
f(x)在Taylor近似时产生的误差,余下的
n
n
n次多项式记为
P
n
(
x
)
P_{n}\left ( x \right )
Pn(x),即
x
0
x_{0}
x0处的
n
n
n次Taylor多项式。
r
n
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=
f
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P
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k
k
!
r_{n}\left ( x \right ) =f\left ( x \right ) -P_{n}\left ( x \right ) =f\left ( x \right ) -\sum_{k=0}^{n}\frac{f^{\left ( k \right ) } \left ( x_{0} \right )\left ( x-x_{0} \right )^{k} }{k!}
rn(x)=f(x)−Pn(x)=f(x)−∑k=0nk!f(k)(x0)(x−x0)k,
r
n
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1
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n
f
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0
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(
k
−
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(
k
−
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=
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−
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0
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1
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=
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\begin{array}{l} &r^{\left(n-1\right)} _{n}\left ( x \right ) \\ =&f^{\left ( n-1 \right ) }\left ( x \right ) -\sum _{k=n-1}^{n}\frac{f^{\left ( k \right ) }\left ( x_{0} \right ) \left ( x-x_{0} \right )^{\left ( k-\left ( n-1 \right ) \right ) } }{\left ( k-\left (n-1 \right ) \right ) !} \\ =&f^{\left ( n-1 \right ) }\left ( x \right )-\left ( \frac{f^{\left ( n-1 \right ) }\left ( x_{0} \right ) }{0!}+\frac{f^{\left ( n \right )}\left ( x_{0} \right )\left ( x-x_{0} \right ) }{1!}\right ) \\ =&f^{\left ( n-1 \right ) }\left ( x \right )-f^{\left ( n-1 \right ) }\left ( x_{0} \right )-f^{\left ( n \right )}\left ( x_{0} \right )\left ( x-x_{0} \right ) \end{array}
===rn(n−1)(x)f(n−1)(x)−∑k=n−1n(k−(n−1))!f(k)(x0)(x−x0)(k−(n−1))f(n−1)(x)−(0!f(n−1)(x0)+1!f(n)(x0)(x−x0))f(n−1)(x)−f(n−1)(x0)−f(n)(x0)(x−x0)
因为函数
f
(
x
)
f\left ( x \right )
f(x)在
x
0
x_{0}
x0处的
n
n
n阶导数均存在,所以
f
(
x
)
f\left ( x \right )
f(x)的前
n
−
1
n-1
n−1阶导函数一定连续且可导。
连续引用
n
−
1
n-1
n−1次L’Hospital法则,
lim
x
→
x
0
r
n
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−
x
0
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n
=
lim
x
→
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0
r
n
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1
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n
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−
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n
−
1
=
⋯
=
lim
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→
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0
r
n
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n
−
1
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(
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)
n
!
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−
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\lim _{x\to x_{0} } \frac{r_{n}\left ( x \right ) }{\left ( x-x_{0} \right )^{n} }= \lim _{x\to x_{0} }\frac{r^{\left ( 1 \right ) } _{n}\left ( x \right ) }{n\left ( x-x_{0} \right )^{n-1} }=\cdots =\lim _{x\to x_{0} }\frac{r^{\left ( n-1 \right ) } _{n}\left ( x \right ) }{n! \left ( x-x_{0} \right ) }
limx→x0(x−x0)nrn(x)=limx→x0n(x−x0)n−1rn(1)(x)=⋯=limx→x0n!(x−x0)rn(n−1)(x),
展开
r
n
(
n
−
1
)
(
x
)
r^{\left ( n-1 \right ) } _{n}\left ( x \right )
rn(n−1)(x),
lim
x
→
x
0
r
n
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n
−
1
)
(
x
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n
!
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=
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!
lim
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→
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0
(
f
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−
f
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−
x
0
−
f
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)
\lim _{x\to x_{0} }\frac{r^{\left ( n-1 \right ) } _{n}\left ( x \right ) }{n! \left ( x-x_{0} \right ) }=\frac{1}{n!}\lim _{x\to x_{0} } \left ( \frac{f^{\left ( n-1 \right ) }\left ( x \right ) -f^{\left ( n-1 \right ) }\left ( x_{0} \right ) }{x-x_{0} } -f^{\left ( n \right ) }\left ( x_{0} \right ) \right )
limx→x0n!(x−x0)rn(n−1)(x)=n!1limx→x0(x−x0f(n−1)(x)−f(n−1)(x0)−f(n)(x0)),
根据高阶导数定义,
lim
x
→
x
0
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\lim _{x\to x_{0} }\frac{f^{\left ( n-1 \right ) }\left ( x \right ) -f^{\left ( n-1 \right ) }\left ( x_{0} \right ) }{x-x_{0} }=f^{\left ( n \right ) }\left ( x_{0} \right )
limx→x0x−x0f(n−1)(x)−f(n−1)(x0)=f(n)(x0),
所以
lim
x
→
x
0
r
n
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0
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n
=
lim
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→
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r
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n
!
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=
0
\lim _{x\to x_{0} } \frac{r_{n}\left ( x \right ) }{\left ( x-x_{0} \right )^{n} }=\lim _{x\to x_{0} }\frac{r^{\left ( n-1 \right ) } _{n}\left ( x \right ) }{n! \left ( x-x_{0} \right ) }=0
limx→x0(x−x0)nrn(x)=limx→x0n!(x−x0)rn(n−1)(x)=0,
r
n
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x
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=
o
(
(
x
−
x
0
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n
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x
→
x
0
)
r_{n} \left ( x \right )=o \left ( \left ( x-x_{0} \right )^{n} \right )(x\to x_{0} )
rn(x)=o((x−x0)n)(x→x0)。
Taylor公式的定量分析
定理6.2 Taylor公式(Lagrange余项)
函数
f
(
x
)
f\left ( x \right )
f(x)在闭区间
[
a
,
b
]
\left [ a,b \right ]
[a,b]上存在
n
n
n阶连续导数,在开区间
(
a
,
b
)
\left ( a,b \right )
(a,b)上存在
n
+
1
n+1
n+1阶导数,取一定点
x
0
∈
[
a
,
b
]
x_{0}\in \left [ a,b \right ]
x0∈[a,b],则
∀
x
∈
[
a
,
b
]
\forall x\in \left [ a,b \right ]
∀x∈[a,b],
f
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=
∑
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0
n
f
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k
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!
+
r
n
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f\left ( x \right )=\sum_{k=0}^{n}\frac{f^{\left ( k \right ) }\left ( x_{0} \right )\left ( x-x_{0} \right )^{k} }{k!}+r_{n}\left ( x \right )
f(x)=∑k=0nk!f(k)(x0)(x−x0)k+rn(x),其中Lagrange余项
r
n
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(
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!
r_{n}\left ( x \right )=\frac{f^{\left ( n+1 \right ) }\left ( \xi \right )\left ( x-x_{0} \right )^{n+1} }{\left ( n+1 \right ) !}
rn(x)=(n+1)!f(n+1)(ξ)(x−x0)n+1,其中
ξ
\xi
ξ位于
x
x
x和
x
0
x_{0}
x0之间。
当
n
=
0
n=0
n=0时,Taylor公式表现为Lagrange中值定理的形式。
构造函数
G
(
t
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=
f
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∑
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G\left ( t \right )=f\left ( x \right )-\sum_{k=0}^{n}\left ( \frac{f^{\left ( k \right ) }\left (t \right ) }{k!}\left ( x-t \right )^{k} \right)
G(t)=f(x)−∑k=0n(k!f(k)(t)(x−t)k)和
H
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t
)
=
(
x
−
t
)
n
+
1
H\left ( t \right )=\left ( x-t \right )^{n+1}
H(t)=(x−t)n+1,
不妨设
x
<
x
0
x<x_{0}
x<x0,
G
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=
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∑
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=
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n
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0
=
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0
G\left ( x \right )=f\left ( x \right )-\sum_{k=1}^{n}\left ( \frac{f^{\left ( k \right ) }\left (t \right ) }{k!}\left ( x-x \right )^{k} \right)-\frac{f\left ( t \right ) }{0!}\left ( x-t \right )^{0}=f\left ( x \right )-f\left ( x \right )=0
G(x)=f(x)−∑k=1n(k!f(k)(t)(x−x)k)−0!f(t)(x−t)0=f(x)−f(x)=0;
G
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G\left ( x_{0} \right )=f\left ( x \right )-\sum_{k=0}^{n}\left ( \frac{f^{\left ( k \right ) }\left (x_{0} \right ) }{k!}\left ( x-x_{0} \right )^{k} \right)
G(x0)=f(x)−∑k=0n(k!f(k)(x0)(x−x0)k);
H
(
x
)
=
(
x
−
x
)
n
+
1
=
0
H\left ( x \right )=\left ( x-x \right )^{n+1}=0
H(x)=(x−x)n+1=0;
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=
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+
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H\left ( x_{0} \right )=\left ( x-x_{0} \right )^{n+1}
H(x0)=(x−x0)n+1;
G
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\begin{array}{l} &G^{\prime } \left ( t \right ) \\ =&-\sum_{k=0}^{n}\left ( \frac{f^{\left ( k \right ) }\left (t \right )\left ( x-t \right )^{k}}{k!} \right)^{\prime } \\ =&\sum_{k=1}^{n}\frac{f^{\left ( k \right ) }\left ( t \right )\left ( x-t \right )^{k-1} }{\left ( k-1 \right ) !}- \sum_{k=1}^{n+1} \frac{f^{\left ( k \right ) }\left ( t \right )\left ( x-t \right )^{\left ( k-1 \right )} }{\left ( k-1 \right )!}\\ =&-\frac{f^{\left ( n+1 \right ) }\left ( t \right )\left ( x-t \right )^{n} }{n!} \end{array} \\
===G′(t)−∑k=0n(k!f(k)(t)(x−t)k)′∑k=1n(k−1)!f(k)(t)(x−t)k−1−∑k=1n+1(k−1)!f(k)(t)(x−t)(k−1)−n!f(n+1)(t)(x−t)n
H
′
(
t
)
=
−
(
n
+
1
)
(
x
−
t
)
n
H^{\prime } \left ( t \right ) =-\left ( n+1 \right )\left ( x-t \right )^{n}
H′(t)=−(n+1)(x−t)n;
引用Cauchy中值定理,
∃
ξ
∈
(
x
,
x
0
)
\exists \xi \in \left ( x ,x_{0} \right )
∃ξ∈(x,x0):
r
n
(
x
)
(
x
−
x
0
)
n
+
1
=
G
(
x
0
)
H
(
x
0
)
=
G
(
x
0
)
−
G
(
x
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H
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−
H
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x
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=
G
′
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H
′
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=
f
(
n
+
1
)
(
ξ
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(
n
+
1
)
!
⇒
r
n
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=
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+
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(
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+
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(
n
+
1
)
!
\frac{r_{n}\left ( x\right ) }{\left ( x-x_{0} \right )^{n+1} } =\frac{G\left ( x_{0} \right ) }{H\left ( x_{0} \right ) }=\frac{G\left ( x_{0} \right )-G\left ( x \right ) }{H\left ( x_{0} \right )-H\left ( x \right ) }=\frac{G^{\prime }\left ( \xi \right ) }{H^{\prime }\left ( \xi \right ) }=\frac{f^{\left ( n+1 \right ) }\left ( \xi \right )}{\left ( n+1 \right )! }\Rightarrow r_{n}\left ( x \right )=\frac{f^{\left ( n+1 \right ) }\left ( \xi \right )\left ( x-x_{0} \right )^{n+1} }{\left ( n+1 \right ) !}
(x−x0)n+1rn(x)=H(x0)G(x0)=H(x0)−H(x)G(x0)−G(x)=H′(ξ)G′(ξ)=(n+1)!f(n+1)(ξ)⇒rn(x)=(n+1)!f(n+1)(ξ)(x−x0)n+1。
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