4.3.18Calculus III — Sequences & Series

Taylor's remainder theorem — error estimation

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1. Setting up the problem

WHAT we want: a usable formula for Rn(x)R_n(x). WHY we can't just compute it: if we knew f(x)f(x) exactly we wouldn't need the approximation. So we need a bound.


2. Deriving the Lagrange remainder from scratch

We derive it from the Mean Value Theorem, generalised. Here is the cleanest route.

Derivation (Cauchy MVT trick). Fix xx. Treat aa as a variable tt and define g(t)=f(x)k=0nf(k)(t)k!(xt)k.g(t) = f(x) - \sum_{k=0}^{n}\frac{f^{(k)}(t)}{k!}(x-t)^k.

Why this step? g(t)g(t) is just the remainder when we center at tt. Note g(x)=0g(x)=0 (Taylor polynomial centered at xx equals f(x)f(x)) and g(a)=Rn(x)g(a)=R_n(x).

Differentiate g(t)g(t). Almost everything telescopes: g(t)=f(n+1)(t)n!(xt)n.g'(t) = -\frac{f^{(n+1)}(t)}{n!}(x-t)^{n}.

Why this step? The product-rule terms from consecutive kk cancel — that's the magic of the Taylor structure. Only the top derivative survives.

Now introduce h(t)=(xt)n+1h(t) = (x-t)^{n+1}, so h(x)=0h(x)=0, h(a)=(xa)n+1h(a)=(x-a)^{n+1}, and h(t)=(n+1)(xt)nh'(t) = -(n+1)(x-t)^n.

Apply the Cauchy Mean Value Theorem to gg and hh on [a,x][a,x]: there is cc between aa and xx with g(a)g(x)h(a)h(x)=g(c)h(c).\frac{g(a)-g(x)}{h(a)-h(x)} = \frac{g'(c)}{h'(c)}.

Why this step? Cauchy MVT compares the rates of two functions; it lets the unknown cc appear.

Substitute everything: Rn(x)0(xa)n+10=f(n+1)(c)n!(xc)n(n+1)(xc)n=f(n+1)(c)(n+1)!.\frac{R_n(x) - 0}{(x-a)^{n+1}-0} = \frac{-\frac{f^{(n+1)}(c)}{n!}(x-c)^n}{-(n+1)(x-c)^n} = \frac{f^{(n+1)}(c)}{(n+1)!}.

The (xc)n(x-c)^n cancels, giving exactly the Lagrange form. \blacksquare


3. The error BOUND (the part you actually use)

You don't know cc. But you don't need it — you only need an upper bound on f(n+1)|f^{(n+1)}|.

HOW to use it (recipe):

  1. Pick centre aa, degree nn, target point xx.
  2. Find f(n+1)f^{(n+1)} and a bound M=maxf(n+1)M = \max |f^{(n+1)}| on the interval [a,x][a,x].
  3. Plug into the box.
Figure — Taylor's remainder theorem — error estimation

4. Worked examples


5. Common mistakes


Recall Feynman: explain to a 12-year-old

Imagine drawing a smooth hill from memory with a few pencil strokes (that's the Taylor polynomial). The remainder theorem is a rule that tells you: "your sketch is off by at most this much." To find that "this much", you check how wildly the hill bends (the next derivative) on the stretch you drew, multiply by how far you walked, and divide by a big factorial number that quickly makes the error tiny. So a few strokes can be guaranteed almost perfect for a short walk.


Flashcards

What is the definition of the Taylor remainder Rn(x)R_n(x)?
Rn(x)=f(x)Pn(x)R_n(x)=f(x)-P_n(x), the exact error of the degree-nn approximation.
State the Lagrange form of the remainder.
Rn(x)=f(n+1)(c)(n+1)!(xa)n+1R_n(x)=\dfrac{f^{(n+1)}(c)}{(n+1)!}(x-a)^{n+1} for some cc between aa and xx.
What is the standard error bound?
Rn(x)M(n+1)!xan+1|R_n(x)|\le \dfrac{M}{(n+1)!}|x-a|^{n+1} where Mf(n+1)M\ge|f^{(n+1)}| on the interval.
Which derivative and factorial appear in the bound?
The (n+1)(n+1)-th derivative and (n+1)!(n+1)! — one step beyond the polynomial degree nn.
Why can't you pick a specific value for cc?
cc is unknown; you must bound f(n+1)|f^{(n+1)}| by its max MM over the whole interval instead.
For exe^x at a=0a=0, why is the error easy to bound on [0,1][0,1]?
All derivatives are ete<3e^t\le e<3, so M=3M=3 works for every nn.
How many terms give ee to within 10610^{-6}?
Need 3/(n+1)!<106(n+1)!>3×106n=93/(n+1)!<10^{-6}\Rightarrow(n+1)!>3\times10^6\Rightarrow n=9.
What MVT result powers the derivation?
The Cauchy (generalised) Mean Value Theorem applied to g(t)g(t) and h(t)=(xt)n+1h(t)=(x-t)^{n+1}.

Connections

  • Taylor & Maclaurin Series — the polynomial PnP_n this bounds.
  • Mean Value Theorem / Cauchy Mean Value Theorem — engine of the derivation.
  • Radius of Convergence — series converges iff Rn(x)0R_n(x)\to 0.
  • Alternating Series Estimation Theorem — alternative error bound for alternating series.
  • Big-O and asymptotic errorRn=O(xan+1)R_n=O(|x-a|^{n+1}) near aa.

Concept Map

approximated by

defined as f minus Pn

derives

gives exact Rn at unknown c

max of n+1 derivative

replace f at c by M

feeds into

yields

applied in

Function f near a

Taylor polynomial Pn

Remainder Rn

Cauchy Mean Value Theorem

Lagrange remainder form

Bound M on n+1 derivative

Error bound on Rn

Provable accuracy claim

Worked example e^0.1

Hinglish (regional understanding)

Intuition Hinglish mein samjho

Dekho, Taylor polynomial Pn(x)P_n(x) kisi function f(x)f(x) ko ek point aa ke aas-paas approximate karta hai — jaise thodi si pencil strokes se ek smooth curve ka sketch banana. Lekin sketch tab tak useless hai jab tak hum bata na paayein ki "galti kitni hai". Yahi kaam karta hai remainder theorem: yeh error Rn(x)=f(x)Pn(x)R_n(x)=f(x)-P_n(x) par ek guaranteed upper bound deta hai.

Core formula simple hai aur sab kuch n+1n+1 par chalta hai: Rn(x)M(n+1)!xan+1|R_n(x)| \le \dfrac{M}{(n+1)!}|x-a|^{n+1}. Yahan MM matlab agle (next) derivative f(n+1)f^{(n+1)} ki maximum value us interval par. Mnemonic yaad rakho — "Next derivative, Next factorial, Next power". Lagrange form mein ek unknown point cc aata hai jo Cauchy Mean Value Theorem se nikalta hai; hum cc ko exactly nahi jaante, isliye uski jagah MM (maximum) le lete hain — yeh sabse common confusion hai, ise mat bhoolna.

Practically yeh bahut powerful hai. Jaise example: ee ko 10610^{-6} accuracy tak nikalna ho, to bound 3/(n+1)!<1063/(n+1)! < 10^{-6} solve karo, n=9n=9 aata hai — bas 10 terms kaafi! Factorial neeche hone ki wajah se error super-fast chhota hota jaata hai. Isiliye chhote xa|x-a| ke liye kuch hi terms se almost perfect answer milta hai, aur hum mathematically prove bhi kar sakte hain.

Go deeper — visual, from zero

Test yourself — Calculus III — Sequences & Series

Connections