[Math] Substituting for Taylor series

calculustaylor expansion

So my question is simple:

Why is substitution valid? I mean it seems counter-intuitive to me mainly because of the chain rule.

For example:

The Taylor series of $e^{x^2}$ is simply done by substituting $x^2$ wherever $x$ goes in the original sum of the Taylor series for $e^x$.

But if I do the Taylor series manually for the function $e^{x^2}$ I have to apply the chain rule and so I get other terms and it's not immediately obvious to me why it is that the same series comes up.

For what reason is this substitution valid? Thanks.

Best Answer

Def: A function $f$ is $o(x^n)$ for $x \to 0$ if $$\lim_{x \to 0} \frac{f(x)}{x^n} = 0$$

If $f$ is $o(x^n)$ for $x \to 0$, and if $m < n$, then $f$ is $o(x^m)$ too.

There is a theorem, due to Peano, that if $f(x) = P(x) + o(x^n)$, for $P(x)$ a polynomial of degree $n$, then $P(x)$ is the Taylor polynomial of order $n$ of $f$, around zero. Clearly the definition I gave right at the beginning can be generalized for another center, $x_0$.

I'll find the Taylor expansion around zero of $\ln (1 + x^2)$, of order $6$. It is known that: $$\ln (1 + x) = x - \frac{x^2}{2} + \frac{x^3}{3} + o(x^3)$$

Using $x^2$ instead of $x$, we get: $$\ln (1 + x^2) = x^2 - \frac{x^4}{2} + \frac{x^6}{3} + o(x^6)$$ Since the remainder is $o(x^6)$, that is the polynomial desired, for Peano's theorem. Bigger examples might require that some terms are "swallowed" by the remainder $o(x^n)$, if the degree of said terms gets more than $n$. See that $o(x^n)$ is a notation, so things like $o(x^n) + o(x^n) = o(x^n)$ shouldn't bother you. At the end of the day, the $o(x^n)$ you have is not the same you began with. For example, $x^4 + x^5 + o(x^3) = o(x^3)$.

So, it is not simple as just making substitutions, you always have to pay attention to the remainder, or else you might get a polynomial, that is not the best approximation.

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