Friday, 1 January 2016

calculus - Taylor Expansion for a Multivariable Function




f(x1,,xd)=n1=0n2=0nd=0(x1a1)n1(xdad)ndn1!nd!(n1++ndfxn11xndd)(a1,,ad)=f(a1,,ad)+dj=1f(a1,,ad)xj(xjaj)+dj=1dk=112!2f(a1,,ad)xjxk(xjaj)(xkak)+dj=1dk=1dl=113!3f(a1,,ad)xjxkxl(xjaj)(xkak)(xlal)+




I have read through wikipedia, and when I saw the above formula, I didn't know how the second equality is justified. Anybody can help me please? (The first equality is assumed to be true by myself thus doesn't need to be proved)


Answer



The second RHS is an enumeration of the first RHS according to the value of m=n1++nd. For m=0, one gets one term, which is f(a1,,ad). For m=1, one gets d terms, which are the products f(a1,,ad)xj(xjaj) for each 1jd.
More generally, for each m0, one gets dm terms, hence the multiple sums from 1 to d with m sums.



To "sum" the above, one uses the identity
n1=0n2=0nd=0A(n1,,nd)=m=0(n1,,nd)n1++nd=mA(n1,,nd),


with

A(n1,,nd)=mf(a1,,ad)n1x1ndxdmj=1(xjaj)nj.


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