泰勒展开是希望基于某区间一点 x 0 x_0 x0展开,用一组简单的幂函数 x a x^a xa来近似一个复杂的函数 f ( x ) f(x) f(x)在该区间的局部。公式如下:
f ( x ) = a 0 + a 1 ( x − x 0 ) + a 2 ( x − x 0 ) 2 + a 3 ( x − x 0 ) 3 + . . . f(x) = a_0 + a_1(x - x_0) + a_2(x - x_0)^2 + a_3(x - x_0)^3 + ... f(x)=a0+a1(x−x0)+a2(x−x0)2+a3(x−x0)3+...
实际效果如下图所示。蓝色的线条是 s i n sin sin函数,黄色线条是 s i n sin sin函数不同阶(即上式右侧保留的项数)在 x = 0 x=0 x=0处的泰勒展开,随着阶数升高(保留其泰勒展开的更多项),其泰勒级数在更广的区间上近似 s i n sin sin函数。
泰勒展开的应用场景例如:我们很难直接求得 s i n ( 1 ) sin(1) sin(1)的值,但我们可以通过 s i n sin sin的泰勒级数求得 s i n ( 1 ) sin(1) sin(1)的近似值,且展开项越多,精度越高。
s i n ( 1 ) = 0.8414709848078965 t a y l o r _ e x p a n s i o n _ o f _ s i n _ w i t h _ o r d e r _ 3 ( 1 ) = 0.8333333333333334 t a y l o r _ e x p a n s i o n _ o f _ s i n _ w i t h _ o r d e r _ 5 ( 1 ) = 0.8416666666666667 t a y l o r _ e x p a n s i o n _ o f _ s i n _ w i t h _ o r d e r _ 7 ( 1 ) = 0.841468253968254 sin(1) = 0.8414709848078965 \\ taylor\_expansion\_of\_sin\_with\_order\_3(1) = 0.8333333333333334 \\ taylor\_expansion\_of\_sin\_with\_order\_5(1) = 0.8416666666666667 \\ taylor\_expansion\_of\_sin\_with\_order\_7(1) = 0.841468253968254 sin(1)=0.8414709848078965taylor_expansion_of_sin_with_order_3(1)=0.8333333333333334taylor_expansion_of_sin_with_order_5(1)=0.8416666666666667taylor_expansion_of_sin_with_order_7(1)=0.841468253968254
现在我们来求得上式中各项的系数。为求 a 0 a_0 a0,令 x = x 0 x=x_0 x=x0:
f ( x 0 ) = a 0 + a 1 ( x 0 − x 0 ) + a 2 ( x 0 − x 0 ) 2 + a 3 ( x 0 − x 0 ) 3 + . . . f(x_0) = a_0 + a_1(x_0 - x_0) + a_2(x_0 - x_0)^2 + a_3(x_0 - x_0)^3 + ... f(x0)=a0+a1(x0−x0)+a2(x0−x0)2+a3(x0−x0)3+...
因此, a 0 = f ( x 0 ) a_0=f(x_0) a0=f(x0)。为求 a 1 a_1 a1,我们先对原始左右求导:
d d x f ( x ) = a 1 + 2 a 2 ( x − x 0 ) + 3 a 3 ( x − x 0 ) 2 + . . . \frac{d}{dx}f(x) = a_1 + 2a_2(x - x_0) + 3a_3(x - x_0)^2 + ... dxdf(x)=a1+2a2(x−x0)+3a3(x−x0)2+...
再令 x = x 0 x=x_0 x=x0:
d d x f ( x 0 ) = a 1 + 2 a 2 ( x 0 − x 0 ) + 3 a 3 ( x 0 − x 0 ) 2 + . . . \frac{d}{dx}f(x_0) = a_1 + 2a_2(x_0 - x_0) + 3a_3(x_0 - x_0)^2 + ... dxdf(x0)=a1+2a2(x0−x0)+3a3(x0−x0)2+...
因此, a 1 = d f d x ∣ x = x 0 a_1 = \frac{df}{dx}\Big|_{x=x_0} a1=dxdf∣∣∣x=x0。为求 a 2 a_2 a2,我们先对原始左右求二阶导:
d 2 d x 2 f ( x ) = 2 a 2 + 3 a 3 ( x − x 0 ) + 4 ∗ 3 a 4 ( x − x 0 ) 2 + . . . \frac{d^2}{dx^2}f(x) = 2a_2 + 3a_3(x - x_0) + 4*3a_4(x - x_0)^2 + ... dx2d2f(x)=2a2+3a3(x−x0)+4∗3a4(x−x0)2+...
再令 x = x 0 x=x_0 x=x0:
d 2 d x 2 f ( x 0 ) = 2 a 2 + 3 a 3 ( x 0 − x 0 ) + 4 ∗ 3 a 4 ( x 0 − x 0 ) 2 + . . . \frac{d^2}{dx^2}f(x_0) = 2a_2 + 3a_3(x_0 - x_0) + 4*3a_4(x_0 - x_0)^2 + ... dx2d2f(x0)=2a2+3a3(x0−x0)+4∗3a4(x0−x0)2+...
因此, a 2 = 1 2 d 2 f d x 2 ∣ x = x 0 a_2 = \frac{1}{2}\frac{d^2f}{dx^2}\Big|_{x=x_0} a2=21dx2d2f∣∣∣x=x0。如此往复,我们得到 a k a_k ak的计算通式:
a k = 1 k ! d k f d x k ∣ x = x 0 a_k = \frac{1}{k!}\frac{d^kf}{dx^k}\Big|_{x=x_0} ak=k!1dxkdkf∣∣∣x=x0
最后,我们得到函数 f ( x ) f(x) f(x)在 x = x 0 x=x_0 x=x0处展开的泰勒级数:
f ( x ) = f ( x 0 ) + f ′ ( x 0 ) Δ x + 1 2 ! f ′ ′ ( x 0 ) ( Δ x ) 2 + 1 3 ! f ′ ′ ′ ( x 0 ) ( Δ x ) 3 + . . . f(x) = f(x_0) + f^{\prime}(x_0)\Delta{x} + \frac{1}{2!}f^{\prime \prime}(x_0)(\Delta{x})^2 + \frac{1}{3!}f^{\prime \prime \prime}(x_0)(\Delta{x})^3 + ... f(x)=f(x0)+f′(x0)Δx+2!1f′′(x0)(Δx)2+3!1f′′′(x0)(Δx)3+...
其中, Δ x = x − x 0 \Delta{x} = x-x_0 Δx=x−x0。
对于 f ( x ± h ) f(x\pm h) f(x±h)的泰勒展开,我们只需要将上式中的 x x x替换为 x ± h x \pm h x±h, x 0 x_0 x0替换为 x x x:
f ( x ± h ) = f ( x ) + f ′ ( x ) ( ± h ) + 1 2 ! f ′ ′ ( x ) ( ± h ) 2 + 1 3 ! f ′ ′ ′ ( x ) ( ± h ) 3 + . . . f(x \pm h) = f(x) + f^{\prime}(x)(\pm h) + \frac{1}{2!}f^{\prime \prime}(x)(\pm h)^2 + \frac{1}{3!}f^{\prime \prime \prime}(x)(\pm h)^3 + ... f(x±h)=f(x)+f′(x)(±h)+2!1f′′(x)(±h)2+3!1f′′′(x)(±h)3+...
二元函数 f ( x , y ) f(x, y) f(x,y)的泰勒展开
对于 f ( x , y ) f(x, y) f(x,y)在 ( x 0 , y 0 ) (x_0, y_0) (x0,y0)处的泰勒展开为:
f ( x , y ) = f ( x 0 , y 0 ) + f x ′ ( x 0 , y 0 ) ( x − x 0 ) + f y ′ ( x 0 , y 0 ) ( y − y 0 ) + 1 2 ! f x ′ ′ ( x 0 , y 0 ) ( x − x 0 ) 2 + 1 2 ! f y ′ ′ ( x 0 , y 0 ) ( y − y 0 ) 2 + 1 2 ! f x y ′ ′ ( x 0 , y 0 ) ( x − x 0 ) ( y − y 0 ) + 1 2 ! f y x ′ ′ ( x 0 , y 0 ) ( x − x 0 ) ( y − y 0 ) + . . . \begin{aligned} f(x, y) = & f(x_0, y_0) + f^{\prime}_x(x_0,y_0)(x-x_0) + f^{\prime}_y(x_0,y_0)(y-y_0) \\ & + \frac{1}{2!}f^{\prime \prime}_x(x_0,y_0)(x-x_0)^2 + \frac{1}{2!}f^{\prime \prime}_y(x_0,y_0)(y-y_0)^2 \\ & + \frac{1}{2!}f^{\prime \prime}_{xy}(x_0,y_0)(x-x_0)(y-y_0) + \frac{1}{2!}f^{\prime \prime}_{yx}(x_0,y_0)(x-x_0)(y-y_0) \\ & + ... \end{aligned} f(x,y)=f(x0,y0)+fx′(x0,y0)(x−x0)+fy′(x0,y0)(y−y0)+2!1fx′′(x0,y0)(x−x0)2+2!1fy′′(x0,y0)(y−y0)2+2!1fxy′′(x0,y0)(x−x0)(y−y0)+2!1fyx′′(x0,y0)(x−x0)(y−y0)+...
多元函数 f ( x 1 , x 2 , . . . , x n ) f(x_1, x_2, ..., x_n) f(x1,x2,...,xn)的泰勒展开
对于 f ( x 1 , x 2 , . . . , x n ) f(x_1, x_2, ..., x_n) f(x1,x2,...,xn)在 ( x 1 , 0 , x 2 , 0 , . . . , x n , 0 ) (x_{1,0}, x_{2,0}, ..., x_{n,0}) (x1,0,x2,0,...,xn,0)处的泰勒展开为:
f ( x 1 , x 2 , . . . , x n ) = a 0 + ∑ m = 1 ∞ [ ∑ j k j = m ∑ a x 1 , . . . , x n ; m ( x 1 − x 1 , 0 ) k 1 … ( x n − x n , 0 ) k n ] f(x_1, x_2, ..., x_n) = a_0 + \sum^{\infty}_{m=1}\Big[_{\sum_{j}k_j = m} \sum a_{x_1,...,x_n;m} (x_1-x_{1,0})^{k_1}\dots(x_n-x_{n,0})^{k_n}\Big] f(x1,x2,...,xn)=a0+m=1∑∞[∑jkj=m∑ax1,...,xn;m(x1−x1,0)k1…(xn−xn,0)kn]
系数 a a a的计算通式为:
a 0 = f ( x 1 , 0 , x 2 , 0 , . . . , x n , 0 ) a x 1 , . . . , x n ; m = 1 m ∂ m f ∂ k 1 x 1 … ∂ k n x n ∣ x 1 , 0 , x 2 , 0 , . . . , x n , 0 \begin{aligned} & a_0 = f(x_{1,0}, x_{2,0}, ..., x_{n,0}) \\ & a_{x_1,...,x_n;m} = \frac{1}{m}\frac{\partial^mf}{\partial^{k_1}x_1\dots\partial^{k_n}x_n} \Big|_{x_{1,0}, x_{2,0}, ..., x_{n,0}} \end{aligned} a0=f(x1,0,x2,0,...,xn,0)ax1,...,xn;m=m1∂k1x1…∂knxn∂mf∣∣∣x1,0,x2,0,...,xn,0
其中, x 1 , . . . , x n ; m x_1,...,x_n;m x1,...,xn;m表示对 { x 1 , . . . , x n } \{x_1,...,x_n\} {x1,...,xn}进行 m m m次有放回的排列组合。