4.3 Taylor–Expansion of Functions

4.3.1 Convergence: Expansion of f(x) =\mathop{ ln}\nolimits (1 + x)

The derivatives of this function are

\begin{eqnarray} f(x)& =& \mathop{ln}\nolimits (1 + x) ⇝ f(0) =\mathop{ ln}\nolimits (1) = 0 %& \\ f'(x)& =& {(1 + x)}^{−1} %& \\ f''(x)& =& (−1){(1 + x)}^{−2} %& \\ {f}^{(3)}(x)& =& 2{(1 + x)}^{−3} %& \\ {f}^{(4)}(x)& =& −6{(1 + x)}^{−4} %& \\ ...& & ... %& \\ {f}^{(n)}(x)& =& {(−1)}^{n+1}(n − 1)!{(1 + x)}^{−n} ⇝ {f}^{(n)}(x = 0) = {(−1)}^{n+1}(n − 1)!.%&(4.26) \\ \end{eqnarray}

We use this to expand f(x) around x = 0,

\begin{eqnarray} \mathop{ln}\nolimits (1 + x) ={ \mathop{∑ }}_{n=0}^{∞}{{f}^{(n)}(x = 0)\over n!} {x}^{n} ={ \mathop{∑ }}_{n=1}^{∞}{{(−1)}^{n+1}{x}^{n}(n − 1)!\over n!} ={ \mathop{∑ }}_{n=1}^{∞}{{(−1)}^{n+1}{x}^{n}\over n} .& & %&(4.27) \\ \end{eqnarray}

Now we ask: for which values of x does this Taylor series actually converge? We use the ratio test and write

\begin{eqnarray} {\mathop{∑ }}_{n=1}^{∞}{{(−1)}^{n+1}{x}^{n}\over n} & =& {\mathop{∑ }}_{n=1}^{∞}{a}_{ n} ⇝ {a}_{n} = {{(−1)}^{n+1}{x}^{n}\over n} %& \\ R& :=& {\mathop{lim}}_{n→∞}\left |{{a}_{n+1}\over {a}_{n}} \right | ={\mathop{ lim}}_{n→∞} {n\over n + 1}\left |x\right | = \left |x\right |.%&(4.28) \\ \end{eqnarray}

From Eq. (4.14), we recognise that the series

At x = −1 we don’t expect the series to converge because \mathop{ln}\nolimits (1 + (−1)) =\mathop{ ln}\nolimits (0) is undefined (minus infinity). To decide what happens at x = 1, we have to invoke an additional convergence test:

Leibnitz’ test for alternating series: The alternating series

\begin{eqnarray} {\mathop{∑ }}_{k=0}^{∞}{(−1)}^{k}|{a}_{ k}|& & %&(4.29) \\ \end{eqnarray}

converges, if |{a}_{k+1}| < |{a}_{k}| for all k, and {\mathop{lim}}_{k→∞}{a}_{k} = 0.

We apply this rule to the case x = 1 of our series Eq. (??) for \mathop{ln}\nolimits (1 + x): At x = 1, |{a}_{n+1}| = 1∕(n + 1) < |{a}_{n}| = 1∕n and {\mathop{lim}}_{n→∞}|{a}_{n}| = 0, that means the Leibnitz’ test tells us that the series converges at x = 1. The result gives us a famous formula for \mathop{ln}\nolimits 2,

\begin{eqnarray} \mathop{ln}\nolimits 2 ={ \mathop{∑ }}_{n=1}^{∞}{{(−1)}^{n+1}\over n} = 1 −{1\over 2} + {1\over 3} −{1\over 4} + {1\over 5} − ...,& & %&(4.30) \\ \end{eqnarray}

and we summarise our results for f(x) =\mathop{ ln}\nolimits (1 + x) as

\begin{eqnarray} \mathop{ln}\nolimits (1 + x) ={ \mathop{∑ }}_{n=1}^{∞}{{(−1)}^{n+1}{x}^{n}\over n} ,\quad |x| < 1.& & %&(4.31) \\ \end{eqnarray}

We say that the radius of convergence R of this series is R = 1. For values of x beyond that radius, the series diverges and does no longer represent the function \mathop{ln}\nolimits (1 + x). In other words, the Taylor series Eq. (4.31) is only useful for ‘small’ x.

4.3.2 Alternative way to generate a Taylor Series

Let us write \mathop{ln}\nolimits (1 + x) in a ‘complicated way’, i.e. as an integral:

\begin{eqnarray} \mathop{ln}\nolimits (1 + x) ={\mathop{ \mathop{\mathop{∫ }\nolimits }}\nolimits }_{0}^{x} {dt\over 1 + t}.& & %&(4.32) \\ \end{eqnarray}

Now, we use our result for the geometric series, Eq.(4.33),

\begin{eqnarray} {\mathop{∑ }}_{n=0}^{∞}{x}^{n} = {1\over 1 − x},\quad |x| < 1.& & %&(4.33) \\ \end{eqnarray}

(‘LEARN THIS ONE BY HEART’) with t = −x, which leads to

\begin{eqnarray} \mathop{ln}\nolimits (1 + x)& =& {\mathop{\mathop{\mathop{∫ }\nolimits }}\nolimits }_{0}^{x}dt {1\over 1 + t} ={\mathop{ \mathop{\mathop{∫ }\nolimits }}\nolimits }_{0}^{x}dt{\mathop{∑ }}_{n=0}^{∞}{(−t)}^{n}%& \\ & =& {\mathop{\mathop{\mathop{∫ }\nolimits }}\nolimits }_{0}^{x}dt(1 − t + {t}^{2} − {t}^{3} + ...) %&(4.34) \\ \end{eqnarray}

We integrate this term by term, which is easy,

\begin{eqnarray} \mathop{ln}\nolimits (1 + x)& =& {\mathop{\mathop{\mathop{∫ }\nolimits }}\nolimits }_{0}^{x}dt(1 − t + {t}^{2} − {t}^{3} + ...) ={ \mathop{∑ }}_{n=0}^{∞}{\mathop{\mathop{\mathop{∫ }\nolimits }}\nolimits }_{0}^{x}dt{(−t)}^{n} = x −{{x}^{2}\over 2} + {{x}^{3}\over 3} − ... = %& \\ & =& {\mathop{∑ }}_{n=0}^{∞}{{(−1)}^{n}{x}^{n+1}\over n + 1} ={ \mathop{∑ }}_{n=1}^{∞}{{(−1)}^{n−1}{x}^{n}\over n} , %&(4.35) \\ \end{eqnarray}

which is the same as Eq. (4.31)

4.3.3 Taylor expansion of f(x) around an arbitrary x = a

So far we have always expanded our functions f(x) in the vicinity of x = 0, i.e. ‘around’ x = 0:

Taylor expansion of f(x) around x = 0,

\begin{eqnarray} f(x) = {f(x = 0)\over 0!} + {f'(x = 0)\over 1!} x + {f''(x = 0)\over 2!} {x}^{2} + ... ={ \mathop{∑ }}_{n=0}^{∞}{{f}^{(n)}(x = 0)\over n!} {x}^{n}.& & %&(4.36) \\ \end{eqnarray}

The Taylor expansion of a function f(x) near x = a is performed in an analogous way, but with x = 0 replaced by x = a, and x = x − 0 replaced by x − a:

Taylor expansion of f(x) around x = a,

\begin{eqnarray} f(x) = {f(a)\over 0!} + {f'(a)\over 1!} (x − a) + {f''(a)\over 2!} {(x − a)}^{2} + ... ={ \mathop{∑ }}_{n=0}^{∞}{{f}^{(n)}(a)\over n!} {(x − a)}^{n}.& & %&(4.37) \\ \end{eqnarray}

In some books, the special case of a Taylor series around x = 0 is called Maclaurin Series .