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Calculate 2nd order Taylor polynomial of a given function

  1. Dec 18, 2013 #1
    The problem statement, all variables and given/known data.

    Let ##f:\mathbb R^2 \to \mathbb R## / ##f \in C^2##, ##f(0,0)=0## and ##\nabla f(0,0)=(0,1)## ##Df(0,0)=\begin{pmatrix}
    1 & 1\\
    1 & 2\\
    \end{pmatrix}##
    Let ##g:\mathbb R^2 \to \mathbb R## / ##g \in C^2## and

    ##g(x,y)=\int_0^{f(x,y)} e^{t^2}dt##

    Calculate the 2nd order Taylor polynomial of ##g## at ##(0,0)##


    The attempt at a solution.

    If ##P_{(0,0)}## is the 2nd order polynomial of ##g## at the origin, then ##P_(0,0)## is

    ##P_{(0,0)}=g(0,0)+<\nabla g(0,0),(x,y)>+(x,y)H_{(g)(0,0)}{(x,y)}^T##

    ##H_{(g)(0,0)}## denotes the Hessian matrix of ##g## at ##(0,0)##.

    I got stuck at the very beginning of the exercise, I have basic doubts: I don't know how to calculate the first and second partial derivatives of ##g##, that is the whole point of the exercise, but I still don't have any idea what to do. I suppose I must use the fundamental theorem of calculus and the chain rule at some point.

    I would appreciate if someone could show me how to calculate the partial derivatives of ##g## with an example.
     
  2. jcsd
  3. Dec 18, 2013 #2

    Ray Vickson

    User Avatar
    Science Advisor
    Homework Helper

    You say you "suppose I must use the fundamental theorem of calculus and the chain rule..." So just do it! If something is stopping you from doing it you need to tell us exactly where you are stuck.
     
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