Skip to main content

calculus and analysis - Multivariable Taylor expansion does not work as expected


The basic multivariable Taylor expansion formula around a point is as follows:



$$ f(\mathbf r + \mathbf a) = f(\mathbf r) + (\mathbf a \cdot \nabla )f(\mathbf r) + \frac{1}{2!}(\mathbf a \cdot \nabla)^2 f(\mathbf r) + \cdots \tag{1}$$


In Mathematica, as far as I know, there is only one function, Series that deals with Taylor expansion. And this function surprisingly doesn't expand functions in the way the above multivariable Taylor expansion formula does. What I mean is that the function Series doesn't produce a Taylor series truncated at the right order.


For example, if I want to expand $f(x,y)$ around $(0,0)$ to order $2$, I think I should evaluate the following Mathematica expression:


Normal[Series[f[x,y],{x,0,2},{y,0,2}]]

But the result also gives order $3$ and order $4$ terms. Of course, I can write the expression in the following way to get a series truncated at order $2$:


Normal[Series[f[x,y],{x,0,1},{y,0,1}]]

but in this way I lose terms like $x^2$ and $y^2$, so it is still not right.


The formula $(1)$ gives each order in each term, so if the function Series would expand a function in the way formula $(1)$ does, there will be no problem.



I am disappointed that the Mathematica developers designed Series as they did. Does anyone know how to work around this problem?



Answer



It's true that the multivariable version of Series can't be used for your purpose, but it's still pretty straightforward to get the desired order by introducing a dummy variable t as follows:


Normal[Series[f[(x - x0) t + x0, (y - y0) t + y0], {t, 0, 2}]] /. t -> 1


$(x-\text{x0}) (y-\text{y0}) f^{(1,1)}(\text{x0},\text{y0})+\frac{1}{2} (x-\text{x0})^2 f^{(2,0)}(\text{x0},\text{y0})+(x-\text{x0}) f^{(1,0)}(\text{x0},\text{y0})+(y-\text{y0}) f^{(0,1)}(\text{x0},\text{y0})+\frac{1}{2} (y-\text{y0})^2 f^{(0,2)}(\text{x0},\text{y0})+f(\text{x0},\text{y 0})$



The expansion is done only with respect to t which is then set to 1 at the end. This guarantees that you'll get exactly the terms up to the total order (2 in this example) that you specify.


Comments

Post a Comment

Popular posts from this blog

front end - keyboard shortcut to invoke Insert new matrix

I frequently need to type in some matrices, and the menu command Insert > Table/Matrix > New... allows matrices with lines drawn between columns and rows, which is very helpful. I would like to make a keyboard shortcut for it, but cannot find the relevant frontend token command (4209405) for it. Since the FullForm[] and InputForm[] of matrices with lines drawn between rows and columns is the same as those without lines, it's hard to do this via 3rd party system-wide text expanders (e.g. autohotkey or atext on mac). How does one assign a keyboard shortcut for the menu item Insert > Table/Matrix > New... , preferably using only mathematica? Thanks! Answer In the MenuSetup.tr (for linux located in the $InstallationDirectory/SystemFiles/FrontEnd/TextResources/X/ directory), I changed the line MenuItem["&New...", "CreateGridBoxDialog"] to read MenuItem["&New...", "CreateGridBoxDialog", MenuKey["m", Modifiers-...
Post a Comment
Read more

How to thread a list

I have data in format data = {{a1, a2}, {b1, b2}, {c1, c2}, {d1, d2}} Tableform: I want to thread it to : tdata = {{{a1, b1}, {a2, b2}}, {{a1, c1}, {a2, c2}}, {{a1, d1}, {a2, d2}}} Tableform: And I would like to do better then pseudofunction[n_] := Transpose[{data2[[1]], data2[[n]]}]; SetAttributes[pseudofunction, Listable]; Range[2, 4] // pseudofunction Here is my benchmark data, where data3 is normal sample of real data. data3 = Drop[ExcelWorkBook[[Column1 ;; Column4]], None, 1]; data2 = {a #, b #, c #, d #} & /@ Range[1, 10^5]; data = RandomReal[{0, 1}, {10^6, 4}]; Here is my benchmark code kptnw[list_] := Transpose[{Table[First@#, {Length@# - 1}], Rest@#}, {3, 1, 2}] &@list kptnw2[list_] := Transpose[{ConstantArray[First@#, Length@# - 1], Rest@#}, {3, 1, 2}] &@list OleksandrR[list_] := Flatten[Outer[List, List@First[list], Rest[list], 1], {{2}, {1, 4}}] paradox2[list_] := Partition[Riffle[list[[1]], #], 2] & /@ Drop[list, 1] RM[list_] := FoldList[Transpose[{First@li...
Post a Comment
Read more

dynamic - How can I make a clickable ArrayPlot that returns input?

I would like to create a dynamic ArrayPlot so that the rectangles, when clicked, provide the input. Can I use ArrayPlot for this? Or is there something else I should have to use? Answer ArrayPlot is much more than just a simple array like Grid : it represents a ranged 2D dataset, and its visualization can be finetuned by options like DataReversed and DataRange . These features make it quite complicated to reproduce the same layout and order with Grid . Here I offer AnnotatedArrayPlot which comes in handy when your dataset is more than just a flat 2D array. The dynamic interface allows highlighting individual cells and possibly interacting with them. AnnotatedArrayPlot works the same way as ArrayPlot and accepts the same options plus Enabled , HighlightCoordinates , HighlightStyle and HighlightElementFunction . data = {{Missing["HasSomeMoreData"], GrayLevel[ 1], {RGBColor[0, 1, 1], RGBColor[0, 0, 1], GrayLevel[1]}, RGBColor[0, 1, 0]}, {GrayLevel[0], GrayLevel...
Post a Comment
Read more