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Simplest proof of Taylor's theorem

up vote
30
down vote
favorite
29

I have for some time been trawling through the Internet looking for an
aesthetic proof of Taylor's theorem.

By which I mean this: there are plenty of proofs that introduce some arbitrary
construct: no mention is given of from whence this beast came. and you can
logically hack away line by line until the thing is solved. but this kind of proof
is ugly. a beautiful proof should rise naturally from the ground.

I've seen one proof claiming to do it from the fundamental theorem of


calculus. It looked messy.

I've seen several attempts to use integration by parts repeatedly. But surely it
would be tidier to do this without bringing in all of that extra machinery.

The nicest two approaches seem to involve using the mean value theorem
and Rolle's theorem. but I can't find a lucid presentation of either approach.

Maybe my brain is unusually stupid, and the approaches on Wikipedia etc are
perfectly good enough for everyone else.

Does anyone have a crystal clear understanding of this phenomenon? Or a


web-link to such an understanding?

EDIT: Eventually a Cambridge mathematician explained it to me in a way that


I could understand, and I have written up the proof and supplied it as an
answer (below). At the time of writing, to my mind it is the most accessible
proof I have encountered (and solely for this reason I have accepted my own
answer). It seems strange to me that no one else seems to concur.
real-analysis taylor-expansion
shareciteimprove this question

edited Apr 21 '15 at 12:24

asked Sep 1 '13 at 21:58


P-i8351923

I find the respective Wikipedia page quite informative. Can you say what you
got from it (or any other source) so far? What did you understand and didn't?
Where did you get stuck? This may provide you more suitable answers.
JMCF125 Sep 1 '13 at 22:04
1

I actually like the integration-by-parts approach because with a little


modification it yields the Euler-Maclaurin summation formula as well. I find
that aesthetic, though artificially "cooked". ccorn Sep 1 '13 at 22:10

The key of the proof: induction + Integration by parts. user63181 Sep 1 '13
at 22:11
4

I agree with JMCF125's comment. If the OP can't enunciate specifically what is


unsatisfactory about the standard proofs (ideally with direct reference to at
least one standard proof), then the question doesn't seem to be much more
than "Please give me proofs of Taylor's theorem until I find one that I like."
Pete L. Clark Sep 2 '13 at 0:14
add a comment
9 Answers
active
oldest
votes
up vote
34
down vote

Here is an approach that seems rather natural, based on applying the


fundamental theorem of calculus successively to
,

, etc.:

Notice that

and in general

By induction, then, one proves

where

is the Taylor polynomial

and the remainder

is represented by nested integrals as

We can establish the Lagrange form of the remainder by applying the


intermediate and extreme value theorems, using simple comparisons as
follows. Consider the case
first. Let be the minimum value of
since

for all

on , and the maximum value. Then

in , after repeated integrations one finds

But now, notice that the function

attains the extreme values

at some points in . By the intermediate value theorem, there must be some


point between these two points (so ) such that

This is the Lagrange form of the remainder. If and is odd, the same proof
works. If and is even,

and the same proof works after reversing some inequalities.

One can motivate this whole approach in a couple of different ways. E.g., one
can argue that
becomes small for large , so the remainders

will become small if the

derivatives of

stay bounded, say.

Or, one can reason loosely as follows:


for near . Ask, what is the remainder exactly? Apply the fundamental
theorem as above, then approximate the first remainder using the
approximation

. Repeating, one produces the Taylor polynomials by the pattern of the


argument above.
shareciteimprove this answer

edited Oct 22 '13 at 1:04

answered Sep 13 '13 at 1:23


Bob Pego
2,7991512

It's great and simple. Felix Marin Sep 13 '13 at 1:45

This is such a great explanation, thank you. littleO Mar 7 '15 at 3:52

With a minimum effort you can arrive at the integral formulation of the
remainder term, just apply your formula after "and in general..." to solve the
nested integral for
. I think that the approach of your answer (with the integral formulation of the
remainder) is very nice, among other things, because it generalizes to every
situation in which one has an integral and the integration by parts formula. It
applies equally well to complex-, vector-, and even Banach space- valued
functions, which is quite useful in practice. Giuseppe Negro Mar 23 at 15:01
add a comment
up vote
17
down vote

The clearest proof one can find, in my opinion, is the following. Note it is just
a generalized mean value theorem!

THM Let
be functions defined on a closed interval that admit finite -th derivatives on
and continuous -th derivatives on . Suppose . Then for each in there
exists
in the segment joining and
such that

PROOF For simplicity assume


and . Keep fixed and consider

for each
. Then are continuous on and admit finite derivative on . By the mean

value theorem we may write

for
. This gives that

since . But we see, by cancelling terms with opposite signs, that

which gives the desired formula when plugging

COR We get Taylor's theorem with


, namely, for some

we have

or

Note that

if ,

.
shareciteimprove this answer

edited Sep 1 '13 at 22:15

answered Sep 1 '13 at 22:10

Pedro Tamaroff
79.7k9107227

This is from Apostol's Mathematical Analysis 2e, pp.113-114. RitterSport Jul


27 at 21:00

@RitterSport That is correct. =) Pedro Tamaroff Jul 27 at 21:01


add a comment
up vote
3
down vote

This is the best proof I've seen:

http://arxiv.org/pdf/0801.1271.pdf
shareciteimprove this answer

answered Sep 15 '14 at 18:25


David Simmons
1913

I can't see the proof; it looks more like a restatement of the theorem. Or I'm
just missing something. barto Sep 15 '14 at 18:29

The layout of the paper is: Statement of Theorem 1 (Taylor's Theorem),


Theorem 3 (restatement) and its proof, Proof of Theorem 1 From Theorem 3
(which is unfortunately just labelled as "Proof"). Does that clarify things?
David Simmons Sep 16 '14 at 19:29

I see, must have been confused yesterday. barto Sep 16 '14 at 20:21
add a comment
up vote
2
down vote

Let us try and approximate a function by a polynomial in such a way that they
coincide closely at the origin. To achieve this, we will require the same value,
the same slope, the same curvature and the same higher order derivatives at

WLOG we us use a cubic polyomial and we start from

where

is an error term.

Imposing our conditions, we need as many equations as there are unknown


coefficients

Lastly,

To achieve a small error, we ensure


, and set

. This gives us the Taylor coefficients. We now have to bound the error term.

Assuming that
in the range

, by integration

To summarize, for

where

.
shareciteimprove this answer

edited Mar 23 at 16:02

answered Mar 23 at 15:56


Yves Daoust
50.3k2999

add a comment
up vote
1
down vote

You can find a nice proof of Taylor's Thm at:


http://www.math.csusb.edu/faculty/pmclough/SPTT.pdf
shareciteimprove this answer

answered May 2 '14 at 18:17


Barry Smith
111

Link-only answers are frowned upon because links often go dead, while

answers here are expected to be permanent. If you could add some


explanation of the proof to your answer, leaving the link for users who want
additional details, it would greatly improve the answer. Alex Becker May 2
'14 at 18:57
add a comment
up vote
1
down vote

Here a nice summary and proof from Stewart's Calculus:

http://www.stewartcalculus.com/data/CALCULUS%20Early
%20Transcendentals/upfiles/Formulas4RemainderTaylorSeries5ET.pdf
shareciteimprove this answer

answered Mar 23 at 14:52


John Molokach
1,448613

add a comment
up vote
1
down vote

My personal favorite is the proof which uses L'Hopital's rule. It is without a


doubt one of the lightest proofs for it, and in my own view one of the more
elegant. This proof below is quoted straight out of the related Wikipedia page:

Let:

where, as in the statement of Taylor's theorem,

It is sufficient to show that

. The proof here is based on repeated application of L'Hpital's rule.

Note that, for each

Hence each of the first


derivatives of the numerator in
vanishes at , and the same is true of the
denominator. Also, since the condition that the function be times
differentiable at a point requires differentiability up to order in a
neighborhood of said point (this is true, because differentiability requires a
function to be defined in a whole neighborhood of a point), the numerator
and its derivatives are differentiable in a neighborhood of . Clearly, the
denominator also satisfies said condition, and additionally, doesn't vanish
unless

, therefore all conditions necessary for L'Hopital's rule are fulfilled, and its use
is justified. So

where the second to last equality follows by the definition of the derivative at

shareciteimprove this answer

answered Mar 23 at 16:23

1,384314

add a comment
up vote
0
down vote
accepted

I've written a proof myself that I prefer to everything else I've seen on the
Internet or anywhere else.

I will link to it, as it is a little long for an answer here:


http://mathpad.wikidot.com/taylor
shareciteimprove this answer

edited Apr 7 '14 at 21:13

answered Jan 31 '14 at 0:19


P-i8351923

add a comment
up vote
-1
down vote

Regarding the initial answer to the posted question (which is as


straightforward of an approach to a proof of Taylor's Theorem as possible), I
find the following the easiest way to explain how the last term on the RHS of
the equation (the nested integrals) approaches 0 as the number of iterations
(n) becomes arbitrarily large:

There are two cases - (1) f(x) is finitely differentiable or (2) f(x) is infinitely
differentiable.

(1) if f(x) is finitely differentiable, then there exists a value of n s.t. for all
derivatives of order n+1 or greater, the derivatives are 0, thus resulting in a
nested integral with an innermost integral equal to 0, thus rendering the
collective nested integral equal to 0, and thus giving us the aforementioned
Taylor Polynomial of finite order n with no remainder.

(2) if f(x) is infinitely differentiable, then, as the number of iterations (n)


approaches infinity, because we require by definition of the nested integrals
that a < t_n < t_n-1 < t_n-2 < ... < t_2 < t_1 < x, we see that t_n -> a as n ->
infinity. As a result, we have (as is true in case (1)), that the innermost

integral of the collective nested integral approaches 0, thus giving us a


remainder term of 0 in the limit, and hence resulting in the infinite series
expression for the Taylor Series of the function, f(x).

Authors of most books will not be so kind to illustrate a proof in this manner,
though. It's upsetting, I know.
shareciteimprove this answer

answered Mar 7 '15 at 3:35


David
1

add a comment
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