TheoremBase

Taylor Expansion with Third-Order Remainder Bound

Statement

Let R\mathbb{R} denote the real numbers and let f:R→Rf:\mathbb{R}\to\mathbb{R} be a C3C^3 map on R=R1\mathbb{R}=\mathbb{R}^1, and suppose its third derivative is bounded: there is M3≥0M_3\ge 0 with ∣f′′′(x)∣≤M3|f'''(x)|\le M_3 for all x∈Rx\in\mathbb{R}, where f′f', f′′f'', f′′′f''' denote the iterated one-dimensional derivatives. Then for all x,h∈Rx,h\in\mathbb{R},

∣f(x+h)−f(x)−f′(x) h−12f′′(x) h2∣ ≤ M3 ∣h∣36.\Bigl|f(x+h)-f(x)-f'(x)\,h-\tfrac{1}{2}f''(x)\,h^{2}\Bigr|\ \le\ \frac{M_3\,|h|^{3}}{6}.

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