1 00:00:00,005 --> 00:00:02,614 Taylor Series. 2 00:00:02,614 --> 00:00:05,668 [SOUND] 3 00:00:05,668 --> 00:00:11,200 Suppose I know that f is represented by a power series. 4 00:00:11,200 --> 00:00:17,285 For example, suppose that I know that the function f is given by a power series. 5 00:00:17,285 --> 00:00:23,460 This sum n goes from zero to infinity of some coefficients a sub n times x to the n 6 00:00:23,460 --> 00:00:28,480 at least say when x is between negative R and R. 7 00:00:28,480 --> 00:00:30,880 In other words, f of x is equal 8 00:00:30,880 --> 00:00:38,270 to a sub 0 plus a sub 1 times x plus a sub 2 times x squared and so on. 9 00:00:38,270 --> 00:00:41,240 In this case, I can figure out what the coefficients, the a 10 00:00:41,240 --> 00:00:45,440 sub n's must be equal to in terms of the function f. 11 00:00:45,440 --> 00:00:46,630 Well, here's what I mean. 12 00:00:46,630 --> 00:00:49,190 Take a look at, say, f of 0. 13 00:00:49,190 --> 00:00:56,180 Well, if f is really given by this power series on this interval, then f of 0 is 14 00:00:56,180 --> 00:01:01,040 a sub 0 plus a sub 1 times 0 plus a sub 2 15 00:01:01,040 --> 00:01:06,730 times 0 squared plus a sub 3 times 0 cubed and so on. 16 00:01:06,730 --> 00:01:11,347 But all of these terms have a zero in them, right, a sub 1 times 0 is 17 00:01:11,347 --> 00:01:15,990 0, a sub 2 times 0 squared is 0, a sub 3 times 0 cubed is 0. 18 00:01:15,990 --> 00:01:19,670 All of these terms is zero except for a sub 0. 19 00:01:19,670 --> 00:01:21,510 And that means that I can 20 00:01:21,510 --> 00:01:27,200 conclude that a sub 0 is just equal to f of 0. 21 00:01:27,200 --> 00:01:31,963 So if f has this nice power series representation, the a sub 22 00:01:31,963 --> 00:01:37,030 0 coefficient must actually be equal to the functions value at zero. 23 00:01:37,030 --> 00:01:38,600 But wait, there's more. 24 00:01:38,600 --> 00:01:41,490 The next coefficient, a sub 1, that coefficient can 25 00:01:41,490 --> 00:01:44,810 be calculated in terms of the derivative of f. 26 00:01:44,810 --> 00:01:47,240 What I can use is this power series again. 27 00:01:47,240 --> 00:01:50,520 Can differentiate this power series term by term, and I'll get a 28 00:01:50,520 --> 00:01:54,590 power series for the derivative of f, at least valid on this interval. 29 00:01:54,590 --> 00:01:56,690 So let me write that down. 30 00:01:56,690 --> 00:02:00,230 So what I've got is that the derivative of f at x is 31 00:02:00,230 --> 00:02:04,940 given by this power series, this sum n goes from 1 to infinity of 32 00:02:04,940 --> 00:02:08,410 a sub n times the derivative of x to the n, which is 33 00:02:08,410 --> 00:02:12,870 n times x to the n minus 1 and this is a least valid 34 00:02:12,870 --> 00:02:14,746 when the absolute value of x is less than R. 35 00:02:14,746 --> 00:02:17,550 Now what am I going to do with this? 36 00:02:17,550 --> 00:02:19,845 Well, let me write out the first few terms of this 37 00:02:19,845 --> 00:02:22,830 power series just to give you an idea what this looks like. 38 00:02:22,830 --> 00:02:25,750 And, of course, it looks exactly like the derivative up here. 39 00:02:25,750 --> 00:02:28,840 But I'm going to just plug in n equals 1 and I get a 40 00:02:28,840 --> 00:02:34,160 sub 1 times 1 times x to the 0th power, which is just 1. 41 00:02:34,160 --> 00:02:38,650 So this is the first term is just a sub 1 times 1. 42 00:02:38,650 --> 00:02:46,040 The n equals 2 term, well, that's a sub 2 times 2 times x to the 1st power. 43 00:02:46,040 --> 00:02:49,433 The n equals 3 term, well that's a sub 3 44 00:02:49,433 --> 00:02:53,690 times 3 times x squared and then it keeps on going. 45 00:02:53,690 --> 00:02:57,470 And you can see this is just the derivative of this, right, the derivative 46 00:02:57,470 --> 00:03:00,910 of a sub zero is just the derivative of a constant which goes away. 47 00:03:00,910 --> 00:03:03,630 The derivative of a sub 1 times x is right here, 48 00:03:03,630 --> 00:03:05,040 a sub 1 times 1. 49 00:03:05,040 --> 00:03:08,130 The derivative of a sub 2 times x squared is right here, 50 00:03:08,130 --> 00:03:11,730 a sub 2 times the derivative of x squared, which is 2x. 51 00:03:11,730 --> 00:03:13,410 It keeps on going. Okay. 52 00:03:13,410 --> 00:03:19,350 Now what happens when I evaluate this power series at x equals 0? 53 00:03:19,350 --> 00:03:22,780 Well, every single term has an x in it 54 00:03:22,780 --> 00:03:25,000 except for the constant term, which is a sub 1. 55 00:03:25,000 --> 00:03:28,840 So the derivative of f at 0 is just 56 00:03:28,840 --> 00:03:33,310 equal to a sub 1, which is telling me that if I've got a power series 57 00:03:33,310 --> 00:03:39,050 representation for my function f, I know what the a sub 1 coefficient has to be. 58 00:03:39,050 --> 00:03:42,990 It has to be the derivative of my function at 0. 59 00:03:42,990 --> 00:03:44,920 And I can just keep on doing this. 60 00:03:44,920 --> 00:03:48,170 The coefficient in front of x squared, a sub 2, that 61 00:03:48,170 --> 00:03:52,800 coefficient can be calculated in terms of the second derivative of f. 62 00:03:52,800 --> 00:03:54,570 Let me differentiate this again 63 00:03:54,570 --> 00:03:56,060 in order to get a power series 64 00:03:56,060 --> 00:03:58,440 representation for the second derivative of f. 65 00:03:59,450 --> 00:04:05,080 So f double prime is the term by term derivative of this power series, 66 00:04:05,080 --> 00:04:10,130 which is the sum n goes not from 1, but from 2 to infinity, of the derivative 67 00:04:10,130 --> 00:04:14,320 of this, which is a sub n times n times the derivative of x to 68 00:04:14,320 --> 00:04:19,630 the n minus 1, which is n minus 1 times x to the n minus 2. 69 00:04:19,630 --> 00:04:24,130 And this is valid at least when the absolute value of x is less than R. 70 00:04:24,130 --> 00:04:25,540 Now we'll look at the first few terms. 71 00:04:25,540 --> 00:04:31,440 So when I plug in n equals 2, I get what, a sub 2 times 2 72 00:04:31,440 --> 00:04:37,280 times 2 minus 1 times x to the 2 minus 2x to the 0, that's just times 1. 73 00:04:37,280 --> 00:04:39,280 Alright, so a sub 2 times 2 times 1 times 74 00:04:39,280 --> 00:04:42,607 1 plus what happens when I plug in n equals 3? 75 00:04:43,612 --> 00:04:44,745 a sub 3 times 76 00:04:44,745 --> 00:04:51,260 3 times 3 minus 1, so times 2 times x to the 3 minus 2, so just times x. 77 00:04:52,260 --> 00:04:54,100 What about when n equals 4? 78 00:04:54,100 --> 00:04:58,060 Well, that's a sub 4 times 4 times 4 minus 1 79 00:04:58,060 --> 00:05:02,860 times 3 times x to the 4 minus 2, times x squared. 80 00:05:02,860 --> 00:05:04,022 And it's going to keep on going. 81 00:05:04,022 --> 00:05:09,530 And here, what happens again is that all of these terms have an x in there, 82 00:05:09,530 --> 00:05:09,830 alright? 83 00:05:09,830 --> 00:05:13,300 So when I plug in x equals 0, this term dies, this term dies, all 84 00:05:13,300 --> 00:05:17,770 the other terms die except for that constant term, which is a sub 2 times 2. 85 00:05:17,770 --> 00:05:20,180 So what is this telling me? 86 00:05:20,180 --> 00:05:23,425 This is telling me that the second derivative of f at 87 00:05:23,425 --> 00:05:28,090 0 is just this constant term, it's 2 times a sub 2. 88 00:05:28,090 --> 00:05:31,730 And then, if I divide both sides by 2, what 89 00:05:34,170 --> 00:05:40,010 I'm finding is that a sub 2 is the second derivative of f at 0 divided by 2. 90 00:05:40,010 --> 00:05:43,290 Let's try to figure out a sub 3. 91 00:05:43,290 --> 00:05:47,140 Well, I've got the original function, its derivative, its second derivative. 92 00:05:47,140 --> 00:05:49,760 Now I'm going to calculate the third derivative. 93 00:05:49,760 --> 00:05:54,230 So f triple prime at x is the sum n goes, not 94 00:05:54,230 --> 00:05:58,960 from 2, but from 3 to infinity of the derivative of this, 95 00:05:58,960 --> 00:06:02,970 which is a sub n times n times n minus 1 times 96 00:06:02,970 --> 00:06:06,470 the derivative of x to the n minus 2, so times n minus 97 00:06:06,470 --> 00:06:09,800 two times x to the n minus third power and this is 98 00:06:09,800 --> 00:06:14,470 valid at least when the absolute value of x is less than R. 99 00:06:14,470 --> 00:06:16,420 Now, what's the constant term? 100 00:06:16,420 --> 00:06:19,229 Well, the constant term is just the n equals 3 term. 101 00:06:19,229 --> 00:06:24,059 So that's x to the 3 minus 3 and that's exactly what the third derivative at 0 is 102 00:06:24,059 --> 00:06:26,310 equal to. So let me write that down. 103 00:06:26,310 --> 00:06:31,938 The third derivative at 0 is just the constant term in this power series, which 104 00:06:31,938 --> 00:06:38,420 is the n equals 3 term, which is a sub 3 times 3 times 3 minus 1 times 3 minus 2. 105 00:06:38,420 --> 00:06:43,770 In other words, what this formula is telling me is that a sub 106 00:06:43,770 --> 00:06:49,680 3 is equal to the third derivative of f at 0 divided by 6. 107 00:06:49,680 --> 00:06:54,660 But it'll be better to think of that six as being three factorial. 108 00:06:54,660 --> 00:06:58,780 Instead of writing down six let me write down three factorial. 109 00:06:58,780 --> 00:07:03,942 An then I can write down the general fact, alright, that a sub n, the 110 00:07:03,942 --> 00:07:09,015 nth coefficient in the power series for my function f, right, I'm 111 00:07:09,015 --> 00:07:14,444 assuming that my function f has this nice power series representation, 112 00:07:14,444 --> 00:07:18,538 and then a sub n is given by computing the nth derivative 113 00:07:18,538 --> 00:07:23,000 of f at the point 0 and dividing that by n factorial. 114 00:07:23,000 --> 00:07:26,871 So yeah, in general, the coefficient on x to the n, that a 115 00:07:26,871 --> 00:07:31,980 sub n, that can be calculated in terms of the nth derivative of f. 116 00:07:31,980 --> 00:07:33,950 But why is this important, right? 117 00:07:33,950 --> 00:07:35,740 Why do we care about this? 118 00:07:35,740 --> 00:07:39,650 Well, the whole point is that now we're in a position to work backwards. 119 00:07:39,650 --> 00:07:39,790 So 120 00:07:39,790 --> 00:07:44,270 I mean that I'll assume that my functions, 121 00:07:44,270 --> 00:07:47,260 some functions that I'm interested in, has a power 122 00:07:47,260 --> 00:07:51,080 series representation and it's given by, say, this power 123 00:07:51,080 --> 00:07:55,440 series on the interval from minus R to R. 124 00:07:55,440 --> 00:07:59,850 Now if I assume that that's the case, then, by differentiating, 125 00:07:59,850 --> 00:08:02,650 I can figure out what these coefficients have to be, right? 126 00:08:02,650 --> 00:08:06,080 And that's exactly what I'm claiming, that the nth coefficient 127 00:08:06,080 --> 00:08:12,250 is given by calculating the nth derivative of f at 0 and dividing by n factorial. 128 00:08:12,250 --> 00:08:14,620 Let me say this a bit differently. 129 00:08:14,620 --> 00:08:19,490 If this function f can be written as a power series on the interval from minus R 130 00:08:19,490 --> 00:08:25,930 to R, then, f of x is equal to this power series, the sum 131 00:08:25,930 --> 00:08:31,590 n goes from 0 to infinity of the nth derivative of f at the point 132 00:08:31,590 --> 00:08:37,850 0 divided by n factorial, that's what the coefficient has to be, times x to the n. 133 00:08:37,850 --> 00:08:43,750 This has a name, or rather, has two names. One of those names is Maclaurin series. 134 00:08:43,750 --> 00:08:47,410 You'll often see this thing called the Maclaurin series for f. 135 00:08:47,410 --> 00:08:49,740 The other name that you'll see you'll see this 136 00:08:49,740 --> 00:08:53,740 thing called the Taylor series for f centered around zero. 137 00:08:53,740 --> 00:08:56,720 Regardless of what you want to call this, I should warn you 138 00:08:56,720 --> 00:08:57,730 about something. 139 00:08:57,730 --> 00:08:58,880 Suppose that you just start with a 140 00:08:58,880 --> 00:09:00,620 function that you don't know very much about. 141 00:09:00,620 --> 00:09:02,530 Maybe all you know about the function f is that 142 00:09:02,530 --> 00:09:05,580 you can differentiate it as many times as you like. 143 00:09:05,580 --> 00:09:08,560 Well then, you could write down the Maclaurin series for f. 144 00:09:08,560 --> 00:09:11,390 You could write down this, the Taylor series for f centered at zero. 145 00:09:11,390 --> 00:09:15,230 All you need to be able to do is just differentiate f as many times 146 00:09:15,230 --> 00:09:19,140 as you like at the point 0 in order to write down this power series. 147 00:09:19,140 --> 00:09:21,720 The issue, though, is that nothing that we've 148 00:09:21,720 --> 00:09:25,470 said so far actually tells you that this power series 149 00:09:25,470 --> 00:09:29,840 is related to the original function f in any way. 150 00:09:29,840 --> 00:09:32,075 This whole story has been predicated on an assumption. 151 00:09:32,075 --> 00:09:35,780 It's been predicated on the assumption that f is equal to a power series. 152 00:09:35,780 --> 00:09:38,040 And if f is equal to a power series, then 153 00:09:38,040 --> 00:09:40,550 this must be the power series that f is equal to. 154 00:09:42,360 --> 00:09:43,900 But if you don't know that, if you're just 155 00:09:43,900 --> 00:09:46,886 starting with some random function, then there's no guarantee 156 00:09:46,886 --> 00:09:49,512 whatsoever that if you write this thing down that it's 157 00:09:49,512 --> 00:09:52,450 going to have any relationship at all to the original function. 158 00:09:52,450 --> 00:09:57,546 In relating f and this, its Maclaurin series or its Taylor series centered 159 00:09:57,546 --> 00:10:01,070 at zero, it's going to be a huge part of what we do the rest 160 00:10:04,180 --> 00:10:07,065 of this week. 161 00:10:07,065 --> 00:10:12,213 [SOUND]