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hadron23
Nov23-10, 02:35 PM
Hello,

I am trying to come up with an expression for a bound on the sum of higher order terms, above second order. Consider the following Taylor expansion of a function f(x) around a point a,

f(x) = f(a) + \frac{f^{(1)}(a)}{1!}(x-a) + \frac{f^{(2)}(a)}{2!}(x-a)^2+ \frac{f^{(3)}(a)}{3!}(x-a)^3+...


Is it possible to come up with a value M such that


\begin{align}
&\left|\left|f(x) - [f(a) + \frac{f^{(1)}(a)}{1!}(x-a)]\right|\right|_2^2 \le M\\
&\Rightarrow \left|\left|\frac{f^{(2)}(a)}{2!}(x-a)^2+ \frac{f^{(3)}(a)}{3!}(x-a)^3+...\right|\right|_2^2 \le M
\end{align}


That is, come up with an upper bound on the error of the higher order terms.

Thanks

mathman
Nov23-10, 04:00 PM
I suspect you would need some conditions on the higher derivatives of f(x) at x=a. Otherwise they might get large fast.

hgfalling
Nov23-10, 08:18 PM
http://en.wikipedia.org/wiki/Taylor%27s_theorem#Estimates_of_the_remainder