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Two-Variable Taylor Series Expansion

The document discusses Taylor's expansion for functions of one and two variables. It provides the formulas for Taylor's series and Maclaurin's series. For functions of two variables, Taylor's expansion approximates the function as a polynomial series involving partial derivatives evaluated at a point. The expansion can be used to linearly or polynomially approximate a function in a neighborhood of a point with an error term that can be estimated.

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Anurag Joshi
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81 views8 pages

Two-Variable Taylor Series Expansion

The document discusses Taylor's expansion for functions of one and two variables. It provides the formulas for Taylor's series and Maclaurin's series. For functions of two variables, Taylor's expansion approximates the function as a polynomial series involving partial derivatives evaluated at a point. The expansion can be used to linearly or polynomially approximate a function in a neighborhood of a point with an error term that can be estimated.

Uploaded by

Anurag Joshi
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Module 3

Application of Multivariable Calculus

• Taylor’s expansion for two variables–maxima and minima–constrained maxima and minima-
Lagrange’s multiplier method.

3.1 The Taylor’s Expansion


A useful technique in the analysis of real-valued functions is the approximation of continuous func-
tions by polynomials. Taylor’s and Maclaurin’s theorems are important tools that provide such
an approximation of the real-valued functions. These theorems are regarded as ’generalized mean
value theorems’ in the sense that mean value theorems relate the value of the function and its first
order derivative, whereas, Taylor’s and Maclaurin’s theorems generalize this relation to higher order
derivatives.

3.1.1 Taylor’s series of functions of a single variable


If a function f (x) is such that
1. f (x), f ′ (x), f ′′ (x), . . . , f (n−1) (x) are continuous in the closed interval [a, a + h]
2. f (n) (x) exists in the open interval (a, a + h), then there exists at least one number θ, between
0 and 1 , such that
′ h2 ′′ h3 ′′′ hn−1 n−1 h
n
f (a+h) = f (a)+hf (a)+ f (a)+ f (a)+. . .+ f (a) + f (n) (a+θh), 0 < θ < 1
2! 3! (n − 1)! n!
(3.1.1)

3.1.2 Taylor’s Infinite Series


h2 ′′
′ hn−1 (n−1)
Write (3.1.1) as f (a+h) = Sn +Rn , where Sn = f (a)+hf (a)+ f (a)+. . .+ f (a),
2! (n − 1)!
hn (n)
and, Rn = f (a + θh), 0 < θ < 1.
n!

58
3.1. THE TAYLOR’S EXPANSION 59

Suppose that Rn → 0, as n → ∞, then limn→∞ Sn = f (a + h), so that the series

h2 ′′ h3 hn−1 (n−1)
f (a) + hf ′ (a) + f (a) + f ′′′ (a) + . . . + f (a) + . . .
2! 3! (n − 1)!

converges and its sum is equal to f (a + h). Thus, we obtain that

(i) if f (x) possesses derivatives of every order in the interval [a, a + h], and

hn (n)
(ii) the remainder f (a + θh) tends to zero as n tends to infinity, then
n!
h2 ′′ hn
f (a + h) = f (a) + hf ′ (a) + f (a) + · · · + f (n) (a) + · · ·
2! n!
This series is known as Taylor’s infite series.

3.1.3 Maclaurin’s Theorem with Lagrange’s Form of Remainder


If a function f (x) is such that

1. f (x), f ′ (x), f ′′ (x), . . . , f (n−1) (x) are continuous in the closed interval [0, x].

2. f (n) (x) exists in the open interval (0, x), then there exists at least one number θ between 0 and
1 such

x2 ′′ xn−1 (n−1) xn
f (x) = f (0) + xf ′ (0) + f (0) + . . . + f (0) + f (n) (θx).
2! (n − 1)! n!
This is obtained from Taylor’s theorem by considering the interval [0, x] instead of [a, a + h] and
changing a to 0 and h to x in (3.1.1).

3.1.4 Maclaurin’s Infinite Series


Set 0 for a and x for a + h in Taylor’s infinite series, we obtain that

(i) if f (x) possesses derivative of every order in the interval [0, x], and

xn n
(ii) the remainder f (θx) tends to zero as n tends to infinity, then
n!

x2 ′′ xn
f (x) = f (0) + xf ′ (0) + f (0) + . . . + f (n) (0) + . . .
2! n!

This series is known as Maclaurin’s series for the expansion of function f (x) in powers of x.
60 MODULE 3. APPLICATION OF MULTIVARIABLE CALCULUS

3.1.5 Taylor’s series for functions of two variables


Taylor’s Expansion
If f (x, y) and its partial derivatives up to order (n + 1) are continuous throughout the domain D
centered at a point (x0 , y0 ), then throughout D,
   2
∂ ∂ 1 ∂ ∂
f (x0 + h, y0 + k) = f (x0 , y0 ) + h +k f (x0 , y0 ) + h +k f (x0 , y0 ) + . . .
∂x ∂y 2! ∂x ∂y
 n
1 ∂ ∂
+ h +k f (x0 , y0 ) + Rn (3.1.2)
n! ∂x ∂y
where Rn is the remainder term given by
 n+1
1 ∂ ∂
Rn = h +k f (x0 + θh, y0 + θk) , 0<θ<1 (3.1.3)
(n + 1)! ∂x ∂y

Taylor’s Expansion for f (x, y) at the Origin: Maclaurin’s Expansion


If (x0 , y0 ) = (0, 0), then we treat h and k as independent variables, replacing h by x and k by y
in (3.1.2), we obtain Taylor’s expansion for f (x, y) at (0, 0), also called the Maclaurin’s expansion,
given by
   2
∂ ∂ 1 ∂ ∂
f (x, y) = f (0, 0) + x +y f (0, 0) + x +y f (0, 0) + . . .
∂x ∂y 2! ∂x ∂y
 n  n+1
1 ∂ ∂ 1 ∂ ∂
+ x +y f (0, 0) + x +y f (θx, θy), 0 < θ < 1
(3.1.4)
n! ∂x ∂y (n + 1)! ∂x ∂y
When Rn → 0 as n → ∞, from (3.1.2) and (3.1.4), we get respectively, the Taylor’s series and
Maclaurin’s series, as
   2
∂ ∂ 1 ∂ ∂
f (x0 + h, y0 + k) = f (x0 , y0 ) + h +k f (x0 , y0 ) + h +k f (x0 , y0 )
∂x ∂y 2! ∂x ∂y
 3
1 ∂ ∂
+ h +k f (x0 , y0 ) + . . . (3.1.5)
3! ∂x ∂y
and,
   2  3
∂ ∂ ∂ ∂ 1 ∂ ∂
f (x, y) = f (0, 0)+ x +y f (0, 0)+ x +y f (0, 0)+ x +y f (0, 0)+. . .
∂x ∂y ∂x ∂y 3! ∂x ∂y
(3.1.6)
The results for the Taylor’s expansion can be extended to more than two variables on the similar line.

Approximation and Error Estimation


Taylor’s formula (3.1.2) provides polynomial approximation to two variables functions. The first
n + 1 terms give the polynomial of degree n and the last term gives approximation error.
3.1. THE TAYLOR’S EXPANSION 61

For example, for n = 1, the linear approximation of f (x, y) about the point (x0 , y0 ) is

f (x, y) = f (x0 + x − x0 , y0 + y − y0 ) ≈ f (x0 , y0 ) + (x − x0 ) fx (x0 , y0 ) + (y − y0 ) fy (x0 , y0 )


(3.1.7)
with error term
1 
(x − x0 )2 fxx + 2 (x − x0 ) (y − y0 ) fxy + (y − y0 )2 fyy

R1 = (3.1.8)
2!

Here, fxx , fxy and fyy are to be evaluated at the point [x0 + θ (x − x0 ) , y0 + θ (y − y0 )] , 0 < θ < 1.

Since θ is unknown we cannot evaluate R1 exactly, however, it is possible to find an upper bound
to R1 in a given rectangular region

R = {(x, y) : |x − x0 | ≤ δ1 , |y − y0 | ≤ δ2 } .

From (3.1.8)

1
|x − x0 |2 |fxx | + 2 |x − x0 | |y − y0 | |fxy | + |y − y0 |2 |fyy |

|R1 | ≤
2

If M = max {|fxx | , |fxy | , |fyy |} for all (x, y) ∈ R, then

M  M M
|R1 | ≤ |x − x0 |2 + 2 |x − x0 | |y − y0 | + |y − y0 |2 = [|x − x0 | + |y − y0 |]2 ≤ [δ1 + δ2 ]2 ,
2 2 2

for all (x, y) ∈ R. Thus we have the following result:

If M = max{|fxx |, |fxy |, |fyy }, then the maximum absolute error |R1 | in the linear approxima-
tion of f (x, y) in the rectangular region R = {(x, y) : |x − x0 | ≤ δ1 , |y − y0 | ≤ δ2 } about the point
(x0 , y0 ), is
M
[δ1 + δ2 ]2 (3.1.9)
2
Similarly, it can be shown that the maximum absolute error |R2 | in the quadratic approximation of
f (x, y) in the rectangular region R = {(x, y) : |x − x0 | ≤ δ1 , |y − y0 | ≤ δ2 } about the point (x0 , y0 ),
is
M
(δ1 + δ2 )3 , (3.1.10)
6
where M = max · {|fxxx | , |fxxy | , |fxyy | , |fyyy |}. We note that the quadratic approximation of
f (x, y) about (x0 , y0 ) is given by

1 
(x − x0 )2 fxx + 2 (x − x0 ) (y − y0 ) fxy + (y − y0 )2 fyy

f (x, y) ≈ f (x0 , y0 )+(x − x0 ) fx +(y − y0 ) fy +
2!

Example 3.1.1. Find the quadratic Taylor series polynomial approximation to the function f (x, y)
= sin x sin y about the origin. Obtain the maximum absolute error if |x| ≤ 0.1 and |y| ≤ 0.1.
62 MODULE 3. APPLICATION OF MULTIVARIABLE CALCULUS

Solution: We have
f (x, y) = sin x sin y, f (0, 0) = 0
fx (x, y) = cos x sin y, fx (0, 0) = 0
fy (x, y) = sin x cos y, fy (0, 0) = 0
fxx (x, y) = − sin x sin y, fxx (0, 0) = 0
fxy (x, y) = cos x cos y, fxy (0, 0) = 1
fyy (x, y) = − sin x sin y, fyy (0, 0) = 0

fxxx (x, y) = − cos x sin y


fxxy (x, y) = − sin x cos y
fxyy (x, y) = − cos x sin y
fyyy (x, y) = − sin x cos y

The quadratic approximation about (0, 0) is given by

1  2
x fxx (0, 0) + 2xyfxy (0, 0) + y 2 fyy (0, 0)

f (x, y) ≈ f (0, 0) + {xfx (0, 0) + yfy (0, 0)} +
2!

Substituting for f (0, 0), fx (0, 0), fy (0, 0), etc., we obtain

sin x sin y ≈ xy.

The maximum absolute error in the quadratic approximation, refer (3.1.10), is given by

M M
|R2 | ≤ [|x| + |y|]3 ≤ [0.1 + 0.1]3 = 0.00133M
6 6

where M = max . {|fxxx | , |fxxy | , |fxyy | |fyyy |} for all (x, y) ∈ R : |x| ≤ 0.1 and |y| ≤ 0.1.

Here, the derivatives are to be evaluated at point (θx, θy), 0 < θ < 1.

Since, the third order derivatives in this case, as derived above, are products of sines and cosines
thus they can never exceed unity and hence M can at the most be equal to 1 ; and thus |R2 | ≤
0.00133.

Example 3.1.2. Find the linear and quadratic Taylor series polynomial approximation to the function
f (x, y) = x2 y + 3y − 2 about the point (−1, 2) and obtain the maximum absolute error in the region
|x + 1| ≤ 0.1 and |y − 2| ≤ 0.1.
3.1. THE TAYLOR’S EXPANSION 63

Solution. We have
f (x, y) = x2 y + 3y − 2, f (−1, 2) = 6
fx = 2xy fx (−1, 2) = −4
f y = x2 + 3 fy (−1, 2) = 4
fxx = 2y fxx (−1, 2) = 4
fxy = 2x fxy (−1, 2) = −2
fyy = 0 fyyy (−1, 2) = 0
fxxx = 0 fxxx (−1, 2) = 0
fxxy = 2 fxxy (−1, 2) = 2
fxyy = 0 fxyy (−1, 2) = 0
fyyx = 0 fyyx (−1, 2) = 0
fyyy = 0 fyyy (−1, 2) = 0
The linear approximation of f (x, y) about (−1, 2) is

f (x, y) ≈ f (−1, 2) + [(x + 1)fx (−1, 2) + (y − 2)fy (−1, 2)]


= 6 + (x + 1)(−4) + (y − 2)(4)
= 6 − 4(x + 1) + 4(y − 2).

The maximum absolute error in the linear approximation, refer (3.1.9), is

M M
|R1 | ≤ [|x + 1| + |y − 2|]2 ≤ [0.1 + 0.1]2 = 0.02M
2 2
where M = max {|fxx | , |fxy | , |fyy |} for all (x, y) ∈ R : |x + 1| ≤ 0.1 and |y − 2| ≤ 0.1.

Now,

|fxx | = |2y| = 2|y| = 2|(y − 2) + 2|


≤ 2[|y − 2| + 2] ≤ 2(0.1 + 2) = 4.2
|fxy | = |2x| = 2|x| = 2|(x + 1) − 1|
≤ 2[|x + 1| + 1] ≤ 2[0.1 + 1] = 2.2
|fyy | = 0.
Hence, M = max{4.2, 2.2, 0} = 4.2 , and thus |R1 | ≤ 0.02(4.2) = .084

Next, the quadratic approximation about (−1, 2) is

1 
f (x, y) ≈f (−1, 2) + [(x + 1)fx (−1, 2) + (y − 2)fy (−1, 2)] + (x + 1)2 fxx (−1, 2)
 2!
+2(x + 1)(y − 2)fxy (−1, 2) + (y − 2)2 fyy (−1, 2)
1
=6 + (x + 1)(−4) + (y − 2)4 + 4(x + 1)2 + 2(x + 1)(y − 2)(−2)

2
=6 − 4(x + 1) + 4(y − 2) + 2(x + 1)2 − 2(x + 1)(y − 2).
64 MODULE 3. APPLICATION OF MULTIVARIABLE CALCULUS

The maximum absolute error in the quadratic approximation, refer (3.1.10), is

M M
|R2 | ≤ [|x + 1| + |y − 2|]3 ≤ [0.1 + 0.1]3
6 6
.008M
= ≈ .00133M,
6
where M = max {|fxxx | , |fxxy | , |fxyy | , |fyyy |} for all (x, y) ∈ R : |x + 1| ≤ 0.1 and |y − 2| ≤ 0.1.

Hence, M = max{0, 2, 0, 0} = 2, hence |R2 | ≤ (0.00133)(2) = 0.00266.

Example 3.1.3. Expand f (x, y) = tan−1 (xy) in powers of (x − 1) and (y − 1) up to second degree
terms. Hence compute f (1.1, 0.8).

Solution: We have
f (x, y) = tan−1 xy f (1, 1) = π/4 ≈ 0.7854
y
fx = fx (1, 1) = 12
1 + x2 y 2
x 1
fy = fy (1, 1) = 2
1 + x2 y 2
−2xy 3
fxx = fxx (1, 1) = − 21
(1 + x2 y 2 )2
1 − x2 y 2
fxy = fxy (1, 1) =0
(1 + x2 y 2 )2
−2x3 y
fyy = fyy (1, 1) = − 21 .
(1 + x2 y 2 )2

Taylor’s series expansion of f (x, y) about (1, 1), up to terms of degree 2 , is

f (x, y) ≈ f (1, 1) + [(x − 1)fx (1, 1) +(y − 1)fy (1, 1)]


1
+ (x − 1)2 fxx (1, 1) + 2(x − 1)(y − 1)fxy (1, 1) + (y − 1)2 fyy (1, 1) .

2
Substituting the values for f (1, 1), fx (1, 1), fy (1, 1) etc. we get
    
−1 1 1
tan xy ≈ 0.7854 + (x − 1) + (y − 1)
2 2
    
1 2 1 2 1
+ (x − 1) − + 2(x − 1)(y − 1)(0) + (y − 1) −
2 2 2

or, tan−1 xy ≈ 0.7854 + 21 (x − 1) + 21 (y − 1) − 14 (x − 1)2 − 14 (y − 1)2 .

To compute the value of tan−1 xy at (1.1, 0.8), put x = 1.1 and y = 0.8, we obtain

1 1 1 1
f (1.1, 0.8) = 0.7854 + (0.1) + (−0.2) − (0.1)2 − (−0.2)2
2 2 4 4
= 0.7229.
3.1. THE TAYLOR’S EXPANSION 65
 
Example 3.1.4. Evaluate ln (1.03)1/3 + (0.98)1/4 − 1 approximately using linear Taylor’s series
approximation.
 
Solution: Let f (x, y) = ln x1/3 + y 1/4 − 1 . Take x0 = 1, y0 = 1, h = 0.03 and k = −0.02.
1 −2/3 1 −3/4
3
x 4
y
We have, fx = and fy = .
x1/3 + y 1/4 −1 x1/3 + y 1/4 −1
Thus, f (1, 1) = 0, fx (1, 1) = 1/3 and fy (1, 1) = 1/4.

Linear Taylor’s series approximation is

f (x0 + h, y0 + k) ≈ f (x0 , y0 ) + [hfx (x0 , y0 ) + kfy (x0 , y0 )] .

Substituting the values, we get

ln (1.03)1/3 + (0.98)1/4 − 1 ≈ 0 + (.03)(1/3) − (.02)(1/4)


 

= .01 − .005 = .005 (approx.)

Homework

1. Obtain the quadratic Taylor’s series polynomial approximation to the function f (x, y) = 2x3
+3y 3 − 4x2 y about the point (1, 2) and obtain the maximum absolute error in the region
|x − 1| ≤ 0.01, |y − 2| ≤ 0.1.

2. Using Taylor’s series find a quadratic approximation of cos x cos y at the origin and also esti-
mate the error in the approximation, if |x| ≤ 0.1 and |y| ≤ 0.1.

3. Find the quadratic Taylor’s series approximation of ex cos y about the point (1, π/4).
(x + h)(y + k)
4. Expand in powers of h and k up to the second degree terms.
(x + h) + (y + k)
5. Find the cubic Taylor’s series polynomial approximation of f (x, y) = tan−1 (y/x) and hence
compute f (1.1, 0.9) approximately.

6. If x2 − xy + y 2 is to be approximated by a linear Taylor’s series polynomial about the point


(2, 3), then find a square with center at (2, 3) such that the error of approximation is less than
or equal to 0.1 in magnitude for all points within this square.

Common questions

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To find the linear Taylor series approximation for f(x, y) = x²y + 3y - 2 about (-1, 2), one needs to calculate the function's value and partial derivatives at this point. The linear approximation is given by f(x, y) ≈ 6 - 4(x + 1) + 4(y - 2). For the quadratic approximation, second-order derivatives are also needed. Incorporating these, the quadratic approximation is 6 - 4(x + 1) + 4(y - 2) + 2(x + 1)² - 2(x + 1)(y - 2).

The remainder term in Taylor's series represents the error in approximating the actual function, and it is crucial for estimating the accuracy of the approximation. Its magnitude gives an upper bound on this error. The accuracy improves as the remainder tends toward zero, which requires the function to have derivatives of all orders in the interval and further for these derivatives to behave well, ensuring convergence of the series .

Constrained optimization using Lagrange multipliers is a technique complementary to Taylor's expansion when it comes to finding critical points of functions with specific constraints. While Taylor’s expansion helps in approximating function behaviors around points, Lagrange multipliers facilitate solving maxima and minima problems where constraints are present by introducing additional variables (multipliers) to transform the constraint into part of the function to be optimized .

Taylor’s expansion for functions of two variables involves using partial derivatives to approximate the function around a point in its domain. The expansion uses a polynomial with terms involving these partial derivatives, reflecting changes in the function with respect to each variable separately, and collectively represents how the function's value can be approximated by integrating these influences .

Determining the maximum absolute error in a quadratic approximation involves evaluating second-order partial derivatives and their combinations, then calculating their maximum values over the region of interest. This involves examining all necessary third-order derivatives. With these, the maximum error is calculated through a specific formula: |R2| ≤ (M/6)*(|x - x0| + |y - y0|)^3, where M is the maximum absolute value of relevant third-order derivatives .

Maclaurin's series is a special case of Taylor's series where the expansion is performed around zero, i.e., at a = 0. It is applied when the calculation simplifies given that the function and its derivatives are evaluated at 0, making it particularly useful when analyzing functions centered at the origin .

Error estimation involves calculating the remainder of a Taylor series, which includes higher order derivatives evaluated close to the point of approximation. By finding an upper bound for the magnitude of these derivatives over the interval or region of interest and considering the respective powers and factorial terms, one can systematically bound the potential error. Additionally, utilizing specific knowledge about the behavior of the function under approximation can refine the estimation .

Accurate error estimation for the quadratic approximation of ex cos y requires evaluating third-order partial derivatives, including cross-derivatives, expressions such as ex and their values over specified regions. A key step is ensuring these values do not surpass anticipated bounds across the region, which nontrivially influences M (the term describing maximum error bounds) and ensures the assumptions regarding deviation are met. Further, understanding region-specific attributes like changes in x or y (influencing derivative magnitudes) and their compatibility with assumptions of convergence is vital .

Taylor's series provides polynomial approximations of real-valued functions by using derivatives of the function up to a certain order, lining up with the idea of generalized mean value theorems. For its validity, the function must possess derivatives of every order in the interval considered, and the remainder term must tend toward zero as the number of terms tends to infinity .

The Taylor series for a multivariable function specifically expanded at the origin is known as the Maclaurin's expansion. For a function of two variables, it approximates the function using partial derivatives evaluated at zero, involving terms with powers of the variables themselves and combinations of partial derivatives with respect to each variable. This reduces computational complexity and provides insight into the behavior of the function near the origin .

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