Origin of Taylor Series












5














Historically, the Taylor series representations or truncated Taylor series approximations of a function at a point $x_0$ was first done by taking Newton's form of an interpolation polynomial for points of the form $x_0 + n Delta$, where $Delta$ is a positive real number and $n$ is a natural number, and then taking the limit as $Delta$ goes to $0$. Could someone explain in detail how this was done?



Let $f$ be a function on an interval of real numbers. Let $Delta$ be a real number and let $x_0$ be in the domain of $f$ such that $x_0$, $x_0 + Delta$, $dots$, $x_0 + nDelta$ is in the domain of $f$, where $n$ is a positive integer. Newton's form of the interpolation polynomial of the data ${ (x_0 + k Delta, f(x_0 + kDelta) }$ is
$$f(x_0) + frac{f(x_0 + Delta) - g_0(x_0+Delta)}{Delta}(x-x_0) + cdots + frac{f(x_0 + nDelta ) - g_{n-1}(x_0 + nDelta)}{n!Delta}(x-x_0)cdots (x-(n-1)Delta),
$$

where $g_k$ is the interpolation polynomial for the first $k+1$ points. Taking the limit as $Delta$ tends towards $0$ gives
$$
f(x_0) + f'(x_0)cdot x + cdots + frac{1}{n!}cdot (lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n})cdot x^n,
$$

as long as $f$ is sufficently smooth and the limit $lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n}$ exits. But why does the limit $lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n}$ equal $f^{(n)}(x_0)$?










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    Some history of Taylor Series: hsm.stackexchange.com/questions/2495/…
    – NoChance
    Nov 26 '18 at 17:21










  • @Conifold has a great answer over here
    – Felix Marin
    Dec 4 '18 at 21:11
















5














Historically, the Taylor series representations or truncated Taylor series approximations of a function at a point $x_0$ was first done by taking Newton's form of an interpolation polynomial for points of the form $x_0 + n Delta$, where $Delta$ is a positive real number and $n$ is a natural number, and then taking the limit as $Delta$ goes to $0$. Could someone explain in detail how this was done?



Let $f$ be a function on an interval of real numbers. Let $Delta$ be a real number and let $x_0$ be in the domain of $f$ such that $x_0$, $x_0 + Delta$, $dots$, $x_0 + nDelta$ is in the domain of $f$, where $n$ is a positive integer. Newton's form of the interpolation polynomial of the data ${ (x_0 + k Delta, f(x_0 + kDelta) }$ is
$$f(x_0) + frac{f(x_0 + Delta) - g_0(x_0+Delta)}{Delta}(x-x_0) + cdots + frac{f(x_0 + nDelta ) - g_{n-1}(x_0 + nDelta)}{n!Delta}(x-x_0)cdots (x-(n-1)Delta),
$$

where $g_k$ is the interpolation polynomial for the first $k+1$ points. Taking the limit as $Delta$ tends towards $0$ gives
$$
f(x_0) + f'(x_0)cdot x + cdots + frac{1}{n!}cdot (lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n})cdot x^n,
$$

as long as $f$ is sufficently smooth and the limit $lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n}$ exits. But why does the limit $lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n}$ equal $f^{(n)}(x_0)$?










share|cite|improve this question




















  • 1




    Some history of Taylor Series: hsm.stackexchange.com/questions/2495/…
    – NoChance
    Nov 26 '18 at 17:21










  • @Conifold has a great answer over here
    – Felix Marin
    Dec 4 '18 at 21:11














5












5








5


4





Historically, the Taylor series representations or truncated Taylor series approximations of a function at a point $x_0$ was first done by taking Newton's form of an interpolation polynomial for points of the form $x_0 + n Delta$, where $Delta$ is a positive real number and $n$ is a natural number, and then taking the limit as $Delta$ goes to $0$. Could someone explain in detail how this was done?



Let $f$ be a function on an interval of real numbers. Let $Delta$ be a real number and let $x_0$ be in the domain of $f$ such that $x_0$, $x_0 + Delta$, $dots$, $x_0 + nDelta$ is in the domain of $f$, where $n$ is a positive integer. Newton's form of the interpolation polynomial of the data ${ (x_0 + k Delta, f(x_0 + kDelta) }$ is
$$f(x_0) + frac{f(x_0 + Delta) - g_0(x_0+Delta)}{Delta}(x-x_0) + cdots + frac{f(x_0 + nDelta ) - g_{n-1}(x_0 + nDelta)}{n!Delta}(x-x_0)cdots (x-(n-1)Delta),
$$

where $g_k$ is the interpolation polynomial for the first $k+1$ points. Taking the limit as $Delta$ tends towards $0$ gives
$$
f(x_0) + f'(x_0)cdot x + cdots + frac{1}{n!}cdot (lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n})cdot x^n,
$$

as long as $f$ is sufficently smooth and the limit $lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n}$ exits. But why does the limit $lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n}$ equal $f^{(n)}(x_0)$?










share|cite|improve this question















Historically, the Taylor series representations or truncated Taylor series approximations of a function at a point $x_0$ was first done by taking Newton's form of an interpolation polynomial for points of the form $x_0 + n Delta$, where $Delta$ is a positive real number and $n$ is a natural number, and then taking the limit as $Delta$ goes to $0$. Could someone explain in detail how this was done?



Let $f$ be a function on an interval of real numbers. Let $Delta$ be a real number and let $x_0$ be in the domain of $f$ such that $x_0$, $x_0 + Delta$, $dots$, $x_0 + nDelta$ is in the domain of $f$, where $n$ is a positive integer. Newton's form of the interpolation polynomial of the data ${ (x_0 + k Delta, f(x_0 + kDelta) }$ is
$$f(x_0) + frac{f(x_0 + Delta) - g_0(x_0+Delta)}{Delta}(x-x_0) + cdots + frac{f(x_0 + nDelta ) - g_{n-1}(x_0 + nDelta)}{n!Delta}(x-x_0)cdots (x-(n-1)Delta),
$$

where $g_k$ is the interpolation polynomial for the first $k+1$ points. Taking the limit as $Delta$ tends towards $0$ gives
$$
f(x_0) + f'(x_0)cdot x + cdots + frac{1}{n!}cdot (lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n})cdot x^n,
$$

as long as $f$ is sufficently smooth and the limit $lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n}$ exits. But why does the limit $lim_{Delta to 0} frac{f(x_0 + nDelta) -g_{n-1}(x_0 + nDelta)}{Delta^n}$ equal $f^{(n)}(x_0)$?







real-analysis sequences-and-series analysis power-series taylor-expansion






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edited Dec 10 '18 at 19:14

























asked Nov 26 '18 at 14:15









user109871

278320




278320








  • 1




    Some history of Taylor Series: hsm.stackexchange.com/questions/2495/…
    – NoChance
    Nov 26 '18 at 17:21










  • @Conifold has a great answer over here
    – Felix Marin
    Dec 4 '18 at 21:11














  • 1




    Some history of Taylor Series: hsm.stackexchange.com/questions/2495/…
    – NoChance
    Nov 26 '18 at 17:21










  • @Conifold has a great answer over here
    – Felix Marin
    Dec 4 '18 at 21:11








1




1




Some history of Taylor Series: hsm.stackexchange.com/questions/2495/…
– NoChance
Nov 26 '18 at 17:21




Some history of Taylor Series: hsm.stackexchange.com/questions/2495/…
– NoChance
Nov 26 '18 at 17:21












@Conifold has a great answer over here
– Felix Marin
Dec 4 '18 at 21:11




@Conifold has a great answer over here
– Felix Marin
Dec 4 '18 at 21:11










2 Answers
2






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Besides the historical account ( see @Conifold Pedagogical Answer ), the derivation involves a repeated Integracion by Parts (IBP). Namely,




begin{align}
mrm{f}pars{x} & =
mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{t}dd t
,,,stackrel{t mapsto x - t}{=},,,
mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{x - t}dd t
\[5mm] & stackrel{mrm{IBP}}{=},,,
mrm{f}pars{0} + mrm{f}'pars{0}x +
int_{0}^{x}mrm{f}''pars{x - t}t,dd t
\[5mm] & stackrel{mrm{IBP}}{=},,,
mrm{f}pars{0} + mrm{f}'pars{0}x +
{1 over 2},mrm{f}''pars{0}x^{2} +
{1 over 2}int_{0}^{x}mrm{f}'''pars{x - t}t^{2},dd t
\[1cm] & stackrel{mrm{IBP}}{=},,,
mrm{f}pars{0} + mrm{f}'pars{0}x +
{1 over 2},mrm{f}''pars{0}x^{2} +
{1 over 6},mrm{f}'''pars{0}x^{3}
\[2mm] & +
{1 over 6}int_{0}^{x}mrm{f}^{pars{texttt{IV}}}pars{x - t}t^{3},dd t
\[1cm] & = cdots =
bbx{sum_{k = 0}^{n}mrm{f}^{mrm{pars{k}}}pars{0},{x^{k} over k!}
+
{1 over n!}
underbrace{int_{0}^{x}
mrm{f}^{mrm{pars{n + 1}}}pars{x - t}t^{n}dd t}
_{ds{int_{0}^{x}
mrm{f}^{mrm{pars{n + 1}}}pars{t}pars{x - t}^{n},dd t}}}
end{align}






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    0














    For the derivation with the Newton polynomial, check this post, where the Newton polynomial is derived using a discrete calculus approach and then it is used to find the Taylor Series.



    For a derivation with repeated integration, go to this site here.






    share|cite|improve this answer





















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      2 Answers
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      2 Answers
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      Besides the historical account ( see @Conifold Pedagogical Answer ), the derivation involves a repeated Integracion by Parts (IBP). Namely,




      begin{align}
      mrm{f}pars{x} & =
      mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{t}dd t
      ,,,stackrel{t mapsto x - t}{=},,,
      mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{x - t}dd t
      \[5mm] & stackrel{mrm{IBP}}{=},,,
      mrm{f}pars{0} + mrm{f}'pars{0}x +
      int_{0}^{x}mrm{f}''pars{x - t}t,dd t
      \[5mm] & stackrel{mrm{IBP}}{=},,,
      mrm{f}pars{0} + mrm{f}'pars{0}x +
      {1 over 2},mrm{f}''pars{0}x^{2} +
      {1 over 2}int_{0}^{x}mrm{f}'''pars{x - t}t^{2},dd t
      \[1cm] & stackrel{mrm{IBP}}{=},,,
      mrm{f}pars{0} + mrm{f}'pars{0}x +
      {1 over 2},mrm{f}''pars{0}x^{2} +
      {1 over 6},mrm{f}'''pars{0}x^{3}
      \[2mm] & +
      {1 over 6}int_{0}^{x}mrm{f}^{pars{texttt{IV}}}pars{x - t}t^{3},dd t
      \[1cm] & = cdots =
      bbx{sum_{k = 0}^{n}mrm{f}^{mrm{pars{k}}}pars{0},{x^{k} over k!}
      +
      {1 over n!}
      underbrace{int_{0}^{x}
      mrm{f}^{mrm{pars{n + 1}}}pars{x - t}t^{n}dd t}
      _{ds{int_{0}^{x}
      mrm{f}^{mrm{pars{n + 1}}}pars{t}pars{x - t}^{n},dd t}}}
      end{align}






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        0














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        Besides the historical account ( see @Conifold Pedagogical Answer ), the derivation involves a repeated Integracion by Parts (IBP). Namely,




        begin{align}
        mrm{f}pars{x} & =
        mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{t}dd t
        ,,,stackrel{t mapsto x - t}{=},,,
        mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{x - t}dd t
        \[5mm] & stackrel{mrm{IBP}}{=},,,
        mrm{f}pars{0} + mrm{f}'pars{0}x +
        int_{0}^{x}mrm{f}''pars{x - t}t,dd t
        \[5mm] & stackrel{mrm{IBP}}{=},,,
        mrm{f}pars{0} + mrm{f}'pars{0}x +
        {1 over 2},mrm{f}''pars{0}x^{2} +
        {1 over 2}int_{0}^{x}mrm{f}'''pars{x - t}t^{2},dd t
        \[1cm] & stackrel{mrm{IBP}}{=},,,
        mrm{f}pars{0} + mrm{f}'pars{0}x +
        {1 over 2},mrm{f}''pars{0}x^{2} +
        {1 over 6},mrm{f}'''pars{0}x^{3}
        \[2mm] & +
        {1 over 6}int_{0}^{x}mrm{f}^{pars{texttt{IV}}}pars{x - t}t^{3},dd t
        \[1cm] & = cdots =
        bbx{sum_{k = 0}^{n}mrm{f}^{mrm{pars{k}}}pars{0},{x^{k} over k!}
        +
        {1 over n!}
        underbrace{int_{0}^{x}
        mrm{f}^{mrm{pars{n + 1}}}pars{x - t}t^{n}dd t}
        _{ds{int_{0}^{x}
        mrm{f}^{mrm{pars{n + 1}}}pars{t}pars{x - t}^{n},dd t}}}
        end{align}






        share|cite|improve this answer
























          0












          0








          0






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          Besides the historical account ( see @Conifold Pedagogical Answer ), the derivation involves a repeated Integracion by Parts (IBP). Namely,




          begin{align}
          mrm{f}pars{x} & =
          mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{t}dd t
          ,,,stackrel{t mapsto x - t}{=},,,
          mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{x - t}dd t
          \[5mm] & stackrel{mrm{IBP}}{=},,,
          mrm{f}pars{0} + mrm{f}'pars{0}x +
          int_{0}^{x}mrm{f}''pars{x - t}t,dd t
          \[5mm] & stackrel{mrm{IBP}}{=},,,
          mrm{f}pars{0} + mrm{f}'pars{0}x +
          {1 over 2},mrm{f}''pars{0}x^{2} +
          {1 over 2}int_{0}^{x}mrm{f}'''pars{x - t}t^{2},dd t
          \[1cm] & stackrel{mrm{IBP}}{=},,,
          mrm{f}pars{0} + mrm{f}'pars{0}x +
          {1 over 2},mrm{f}''pars{0}x^{2} +
          {1 over 6},mrm{f}'''pars{0}x^{3}
          \[2mm] & +
          {1 over 6}int_{0}^{x}mrm{f}^{pars{texttt{IV}}}pars{x - t}t^{3},dd t
          \[1cm] & = cdots =
          bbx{sum_{k = 0}^{n}mrm{f}^{mrm{pars{k}}}pars{0},{x^{k} over k!}
          +
          {1 over n!}
          underbrace{int_{0}^{x}
          mrm{f}^{mrm{pars{n + 1}}}pars{x - t}t^{n}dd t}
          _{ds{int_{0}^{x}
          mrm{f}^{mrm{pars{n + 1}}}pars{t}pars{x - t}^{n},dd t}}}
          end{align}






          share|cite|improve this answer












          $newcommand{bbx}[1]{,bbox[15px,border:1px groove navy]{displaystyle{#1}},}
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          newcommand{verts}[1]{leftvert,{#1},rightvert}$




          Besides the historical account ( see @Conifold Pedagogical Answer ), the derivation involves a repeated Integracion by Parts (IBP). Namely,




          begin{align}
          mrm{f}pars{x} & =
          mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{t}dd t
          ,,,stackrel{t mapsto x - t}{=},,,
          mrm{f}pars{0} + int_{0}^{x}mrm{f}'pars{x - t}dd t
          \[5mm] & stackrel{mrm{IBP}}{=},,,
          mrm{f}pars{0} + mrm{f}'pars{0}x +
          int_{0}^{x}mrm{f}''pars{x - t}t,dd t
          \[5mm] & stackrel{mrm{IBP}}{=},,,
          mrm{f}pars{0} + mrm{f}'pars{0}x +
          {1 over 2},mrm{f}''pars{0}x^{2} +
          {1 over 2}int_{0}^{x}mrm{f}'''pars{x - t}t^{2},dd t
          \[1cm] & stackrel{mrm{IBP}}{=},,,
          mrm{f}pars{0} + mrm{f}'pars{0}x +
          {1 over 2},mrm{f}''pars{0}x^{2} +
          {1 over 6},mrm{f}'''pars{0}x^{3}
          \[2mm] & +
          {1 over 6}int_{0}^{x}mrm{f}^{pars{texttt{IV}}}pars{x - t}t^{3},dd t
          \[1cm] & = cdots =
          bbx{sum_{k = 0}^{n}mrm{f}^{mrm{pars{k}}}pars{0},{x^{k} over k!}
          +
          {1 over n!}
          underbrace{int_{0}^{x}
          mrm{f}^{mrm{pars{n + 1}}}pars{x - t}t^{n}dd t}
          _{ds{int_{0}^{x}
          mrm{f}^{mrm{pars{n + 1}}}pars{t}pars{x - t}^{n},dd t}}}
          end{align}







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          answered Dec 4 '18 at 21:28









          Felix Marin

          67.1k7107141




          67.1k7107141























              0














              For the derivation with the Newton polynomial, check this post, where the Newton polynomial is derived using a discrete calculus approach and then it is used to find the Taylor Series.



              For a derivation with repeated integration, go to this site here.






              share|cite|improve this answer


























                0














                For the derivation with the Newton polynomial, check this post, where the Newton polynomial is derived using a discrete calculus approach and then it is used to find the Taylor Series.



                For a derivation with repeated integration, go to this site here.






                share|cite|improve this answer
























                  0












                  0








                  0






                  For the derivation with the Newton polynomial, check this post, where the Newton polynomial is derived using a discrete calculus approach and then it is used to find the Taylor Series.



                  For a derivation with repeated integration, go to this site here.






                  share|cite|improve this answer












                  For the derivation with the Newton polynomial, check this post, where the Newton polynomial is derived using a discrete calculus approach and then it is used to find the Taylor Series.



                  For a derivation with repeated integration, go to this site here.







                  share|cite|improve this answer












                  share|cite|improve this answer



                  share|cite|improve this answer










                  answered Dec 10 '18 at 23:36









                  pedroth

                  725




                  725






























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