泰勒展开式

泰勒展开式

一元函数Taylor展开

$$f( x) =f( x_{0}) +f^{,}( x_{0})( x-x_{0}) +\frac{f^{,,}( x)}{2}( x-x_{0})^{2} +...+\frac{f^{n}( x)}{n}( x-x_{0})^{n}+R$$

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二元函数Taylar展开

$$f( x_{0} +h,y_{0} +k) =f( x_{0} ,y_{0}) +\left( h\frac{\partial }{\partial x} +k\frac{\partial }{\partial y}\right) f( x_{0} ,y_{0}) +\frac{1}{2!}\left( h\frac{\partial }{\partial x} +k\frac{\partial }{\partial y}\right)^{2} f( x_{0} ,y_{0}) +...+\frac{1}{n!}\left( h\frac{\partial }{\partial x} +k\frac{\partial }{\partial y}\right)^{n}+R$$

其中

$\left( h\frac{\partial }{\partial x} +k\frac{\partial }{\partial y}\right)$ 表示 $hf_{x}( x_{0} ,y_{0}) +kf_{y}( x_{0} ,y_{0})$

$\left( h\frac{\partial }{\partial x} +k\frac{\partial }{\partial y}\right)^{2}$ 表示 $h^{2} f_{xx}( x_{0} ,y_{0}) +k^{2} f_{yy}( x_{0} ,y_{0}) +2hkf_{xy}( x_{0} ,y_{0})$

n元函数Taylor展开

设$X=( x_{1} ,x_{2} ,\dots ,x_{n})$，$X_{0} =\left( x^{0}_{1} ,x^{0}_{2} ,\dots ,x^{0}_{n}\right)$，$\Delta X=( \Delta x_{1} ,\Delta x_{2} ,\dots ,\Delta x_{n})$
n元函数$f( X)$关于变量的$m+1$导数在$X_{0}$处连续，则

$$f( X) =f( X_{0}) +\frac{1}{m!}\left(\sum ^{n}_{i=1}\left( \Delta x_{i}\frac{\partial }{\partial x_{i}}\right)\right)^{m} f( X_{0}) +R_{m}$$
其中
$$R_{m} =\frac{1}{( m+1) !}\left(\sum ^{n}_{i=1}\left( \Delta x_{i}\frac{\partial }{\partial x_{i}}\right)\right)^{m+1} f( X_{0} +\theta \Delta X),\theta \in ( 0,1)$$