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A Bound on the Second-Order Taylor Remainder by the Second and Third Derivatives

For a real function with bounded second and third derivatives, the second-order Taylor remainder at v with increment h is at most the smaller of M2 h2h^2 and M3 |h|^3 / 2.

Statement

In the setting of The Real Line: Standing Notation and Background for Calculus on Intervals, let f:R→Rf:\mathbb{R}\to\mathbb{R} be a function such that ff and its successive derivatives f′f' and f′′f'' are differentiable, and let M2,M3∈RM_{2},M_{3}\in\mathbb{R} satisfy ∣f′′(x)∣≤M2|f''(x)|\le M_{2} and ∣f′′′(x)∣≤M3|f'''(x)|\le M_{3} for every x∈Rx\in\mathbb{R}.

Second-order remainder. For all v,h∈Rv,h\in\mathbb{R},

∣f(v+h)−f(v)−f′(v)h−12f′′(v)h2∣≤min⁡{M2h2,12M3∣h∣3}.\Bigl|f(v+h)-f(v)-f'(v)h-\tfrac12f''(v)h^{2}\Bigr|\le\min\bigl\{M_{2}h^{2},\tfrac12M_{3}|h|^{3}\bigr\}.

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