Integration – Is There a Continuous Version of the Taylor Series?

improper-integralsintegrationtaylor expansion

From what I understand, summations are typically discrete and integrals continuous. In fact, it can be argued that a summation is a discrete equivalent of an integral and vice versa.

On a seemingly unrelated tangent, the general formula for the Taylor Series is $\sum\limits^{\infty}_{n=0}\frac{f^{(n)}(a)}{n!}(x-a)^n$.

As you can see, this uses a summation (as series usually do). Using fractional calculus, I figured it would be possible to have an integral $\int\limits^{\infty}_{0}\frac{f^{(n)}(a)}{n!}(x-a)^ndn$. I know this would remove the usefulness of the Taylor series but I am curious as to whether something like this exists.

Best Answer

One of the biggest problems with your suggestion is that, while definitions for fractional derivatives do exist, they tend to be a bit unstable - different choices for the derivative give different results for even basic functions like polynomials, and they aren't necessarily nicely behaved in ways that would let you integrate over the order of the derivative.

However, we could take a different direction. Any function that is sufficiently well behaved and periodic on an interval - say, $[-\pi, \pi]$ can be written as a Fourier series:

$$f(x) = \sum_{n = 0}^\infty A_n e^{i \pi n x}$$

But also, any function that is sufficiently well behaved on the whole real line can be written in terms of its Fourier transform:

$$f(x) = \int_{-\infty}^\infty \hat{f}(\xi)e^{2 i \pi \xi x} d\xi$$

where $\hat{f}(\xi) = \int_{-\infty}^\infty f(x) e^{-2 i \pi \xi x} dx$ is the Fourier transform of $f(x)$, and it represents a kind of continuous version of the discrete Fourier coefficients $A_n$.

So then if we look at a Taylor expansion as just being a power series expansion of $f$, i.e. it's something of the form

$$f(x) = \sum_{n = 0}^\infty a_n x^n$$

we can ask ourselves whether it's possible to find a transform $\hat{f}(s)$ that satisfies, under some conditions,

$$f(x) = \int \hat{f}(s) x^s ds$$

And, as it turns out, there kind of is. The Mellin transform of $f$ is given as

$$\varphi(s) = \{\mathcal{M}f\}(s) = \int_0^\infty x^{s-1} f(x) dx$$

and the inverse transform comes out to be

$$f(x) = \{\mathcal{M}^{-1} \varphi\}(x) = \frac{1}{2 \pi i} \int_{c - i \infty}^{c + i \infty} x^{-s} \varphi(s) ds$$

which is probably as close to our desired result as we could hope for.

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