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p(k)z k
k=0
f (z) =
k=1
kp(k)z k1 =
k=0
(k + 1)p(k + 1)z k
f (z) =
k=1
and f (0) = 2!p(2). Continuing in this way it is easy to see that if f ( k) denotes the k th derivative of f then f (k) (0) = k!p(k). This raises the following questions. Suppose that f (k) (0) exists for every integer k, and we form the power series
P (z) =
k=0
f (k) (0) k z . k!
What is the radius of convergence of P (z)? If the radius of convergence of P (z) equals R > 0, are f (x) and P (z) equal for |z| < R? Amazingly, the answer to the second question is NO! Here is the classic example. Dene f (x) by the following rule. f (x) = exp(x2 ) if x = 0 0 if x = 0
Note that f is continuous at 0, since 1/x2 as x 0. In fact, we can show that f (0) (0) = 0 for every positive integer k. The proof of this fact relies on two observations: Fact 1: Suppose that a(x) is a polymonial and b(x) = a(x) exp(x). Then there is a polynomial c(x) so that b (x) = c(x) exp(x). This follows from the product rule. Fact 2: Suppose that a(x) is a polynomial and b(x) = a(x2 ) exp(x2 ). Then there is a polynomial d(x) so that b (x) = d(x2 ) exp(x2 ). This follows from Fact 1 and the chain rule. Applying this to f (x) = exp(x2 ) repeatedly, we see that for x = 0, f (k) (x) = dk (x2 )f (x) for a sequence of polynomials dk (x). We also know that for any positive integer n, exp(x2 ) y n/2 = lim y n/2 exp(y) = lim = 0. y y exp(y) x0 xn lim Applying the denition of derivative repeatedly we see that f (p) (0) = 0 for every positive integer p. Hence f (k) (0) k f (x) = x k!
k=0
only when x = 0. As we will see in the next section, the problem lies with the size of the derivatives near 0, not just at 0. 1
Maclaurins Theorem
Suppose for the moment that h is a function dened on the real line and that for every x and every positive integer k, h(k) (x) is dened. We know from the fundamental theorem of calculus that
x
h(x) h(0) =
0
h (u) du.
x
or h(x) = h(0) +
0
h (u) du.
Now, let us transform the integral by integration by parts: f (u) = h (u) f (u) = h (u) giving us h(x) = h(0) + h (0)x +
0
g (u) = 1 g(u) = (x u)
x
(Notice the convolution again!) Repeat the integration by parts: f (u) = h (u) f (u) = h(3) (u) to get h(x) = h(0) + h (0)x + If we continue in this way we see that
n
1 1 h (0)x2 + 2! 2!
h(x) =
k=0
1 h(k) (0) + k! k!
an equation which is easily veried by integration by parts and induction. This shows us that
n
h(x)
k=0
h(k) (0) k!
depends on the values of h(k+1) (u) throughout the entire interval [0, x]. Furthermore, if we knew of some constant Mk so that |h(k+1) (u)| M for u between 0 and x then we could say
n
h(x)
k=0
h(k) (0) Mk k! k!
(x u)k du =
0
Mk |x|k+1 . (k + 1)!
Mk |x|k+1 (k + 1)!
h(x) =
k=0
h(k) (0) k x . k!
This is the case for functions such as the exponential function, the sine function and the cosine function. The problem with the approach outlined above is that it requires that f (k+1) be integrable between 0 and x. We can do better. We consider the following simple case rst, and then leverage into the general case. 2
Suppose that n is a non-negative integer and that that f : [0, 1] (, ) has the following properties. f is continuous at 1; f (n) is continuous on [0, 1); f (n+1) exists on (0, 1). Then there there is some z (0, 1) so that
n
f (1)
k=0
(1)
Note that when n = 0 this is the mean value theorem. We will use the mean value theorem to show why this theorem is true. We may assume that n 1. Put
n
H(x) =
f (x)
k=0
f (k) (0) k x k!
f (1)
k=0
f (k) (0) k!
xn+1 .
Observe that for j {0, 1, . . . , n} that n (k) f (0) kj H (j) (x) = f (j) (x) x (k j)!
k=j
f (1)
k=0
f (k) (0) k!
(n + 1) (n j + 1)xnj+1 .
Therefore, for every j {0, . . . , n} we have H (j) is continuous on [0, 1); H (j) (0) = 0 H (j+1) exists on (0, 1) which gives us three out of four conditions for an application of Rolles Theorem. Since we know that Rolles theorem applies to H itself on [0, 1] we know that there is some z1 (0, 1) for which H (z1 ) = 0. This means we can apply Rolles theorem to H on [0, z1 ] producing some z2 (0, z1 ) such that H (z2 ) = 0. Continuing in this fashion we arrrive at some x (0, 1) so that H (n+1) (z) = 0. This gives us n f (k) (0) 0 = f (n+1) (z) f (1) n! k!
k=0
f (1)
k=0
as desired. Now, with the help of the chain rule we get Maclaurins Theorem Suppose that b = 0 and I is the interval that with endpoints 0 and b that is open at b and closed at 0. Suppose further that for some non-negative integer n g is continuous at b; g (n) is continuous on I g (n+1) exists on I {0}. Then there is some z (0, 1) so that
n
g(b)
k=0
To see that this is true, apply (1) to f (x) = g(bx) and use the chain rule to get f (k) (x) = bk g (k) (bx). The most general result is Taylors Theorem: Suppose that a = b are real numbers and I is the interval that with endpoints a and b, and that I open at b and closed at a. Suppose further that for some non-negative integer n g is continuous at b; g (n) is continuous on I g (n+1) exists on I {a}. Then there is some z (0, 1) so that
n
g(b)
k=0
This time apply the basic result to f (x) = g(xb + (1 x)a) = g(a + (b a)x).