Calculus

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Taylor's Theorem

Derivatives of functions are employed in Taylor's Theorem:

f ( x + δ ) = f ( x ) + δ f ' ( x ) + δ 2 2 ! f ' ' ( x ) + δ 3 3 ! f ' ' ' ( x ) + ... + δ n n ! f ( n ) ( x ) + R n ( x ) where    R n ( x ) = δ n + 1 ( n + 1 ) ! f ( n + 1 ) ( c )    for some    x c x + δ

especially when δ/x << 1. In this case, it is handy to rewrite Taylor's Theorem to emphasize this. Let ϵ = δ/x << 1.

f ( x + δ ) = f ( x ( 1 + δ x ) ) = f ( x ( 1 + ϵ ) ) = g ( 1 + ϵ ) = g ( 1 ) + ϵ g ' ( 1 ) + ϵ 2 2 ! g ' ' ( 1 ) + ϵ 3 3 ! g ' ' ' ( 1 ) + ... + ϵ n n ! g ( n ) ( 1 ) + R n ( 1 )    where    R n ( 1 ) = ϵ n + 1 ( n + 1 ) ! g ( n + 1 ) ( c )    for some    1 c 1 + ϵ
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