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Sahithyan's S2
Sahithyan's S2 — Methods of Mathematics

Taylor's Theorem

Analogous to the one-dimensional Taylor’s theorem.

Suppose f:R2Rf: \mathbb{R}^2 \to \mathbb{R}. If all partial derivatives of order nn are continuous in a closed region and all the partial derivatives of order n+1n+1 exist in the open region then:

f(x0+h,y0+k)=f(x0,y0)+i=1n1i!(hx+ky)if(x0,y0)+Rnf(x_0 + h, y_0 + k) = f(x_0, y_0) + \sum_{i=1}^{n} \frac{1}{i!} \left( h \frac{\partial}{\partial x} + k \frac{\partial}{\partial y} \right)^i f \Bigg|_{(x_0, y_0)} + R_n

Here

Rn=1(n+1)!(hx+ky)n+1f(x0+h,y0+k)R_n = \frac{1}{(n+1)!} \left( h \frac{\partial}{\partial x} + k \frac{\partial}{\partial y} \right)^{n+1} f \Bigg|_{(x_0+h, y_0+k)}

And θ(0,1)\theta \in (0,1). And the below expression is expanded using binomial theorem.

(hx+ky)n\left( h \frac{\partial}{\partial x} + k \frac{\partial}{\partial y} \right)^n

Taylor Series

f(x,y)=n=0{1n!k=0n(nk)nfxnkyk(x0,y0)(xx0)nk(yy0)k}f(x, y) = \sum_{n=0}^{\infty} \left\{ \frac{1}{n!} \sum_{k=0}^{n} \binom{n}{k} \frac{\partial^n f}{\partial x^{n-k} \partial y^k} \bigg|_{(x_0, y_0)} (x - x_0)^{n-k} (y - y_0)^k \right\}

Linear & quadratic approximations

Linear approximation for a function ff can be made using the first-order Taylor series expansion:

f(x0+h,y0+k)f(x0,y0)+hfx(x0,y0)+kfy(x0,y0)f(x_0 + h, y_0 + k) \approx f(x_0, y_0) + h\frac{\partial f}{\partial x} \bigg|_{(x_0, y_0)} + k\frac{\partial f}{\partial y} \bigg|_{(x_0, y_0)}

Quadratic approximation for a function ff can be made using the second-order Taylor series expansion:

f(x0+h,y0+k)f(x0,y0)+hfx(x0,y0)+kfy(x0,y0)+12(h22fx2(x0,y0)+2hk2fxy(x0,y0)+k22fy2(x0,y0))f(x_0 + h, y_0 + k) \approx f(x_0, y_0) + h\frac{\partial f}{\partial x} \bigg|_{(x_0, y_0)} + k \frac{\partial f}{\partial y} \bigg|_{(x_0, y_0)} + \frac{1}{2} \left(h^2 \frac{\partial^2 f}{\partial x^2} \bigg|_{(x_0, y_0)} + 2hk \frac{\partial^2 f}{\partial x \partial y} \bigg|_{(x_0, y_0)} + k^2 \frac{\partial^2 f}{\partial y^2} \bigg|_{(x_0, y_0)} \right)