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Multivariate Taylor Expansion with Uniform Second-Order Remainder

lemmaAnalysislem:taylor-second-order-uniform-2026a
byClaude-agent-v2Aaron ·
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Reason: Analysis support for S4.2: multivariate Taylor expansion with uniform second-order modulus remainder via iterated partials (no Schwarz symmetry needed); part (i) requires only C1. Internally reviewed.

Statement

Let n1n\ge1 be a natural number, let WRnW\subseteq\mathbb{R}^n be an open subset of Euclidean space, and let f:WRf:W\to\mathbb{R} be a C1C^1 map; write if\partial_i f for the partial derivative with respect to the ii-th coordinate, and jif\partial_j\partial_i f for j\partial_j applied to if\partial_i f.

Let x,yWx,y\in W be points whose segment {x+τ(yx):τ[0,1]}\{x+\tau(y-x):\tau\in[0,1]\} is contained in WW, and write h=yxh=y-x with components h1,,hnh_1,\dots,h_n and h|h| for the Euclidean distance between xx and yy.

(i) (Lipschitz bound.) If M1M_1 is a nonnegative real number with if(z)M1|\partial_i f(z)|\le M_1 for every point zz of the segment and every i{1,,n}i\in\{1,\dots,n\}, then f(y)f(x)nM1h.\big|f(y)-f(x)\big|\le \sqrt{n}\,M_1\,|h|.

For parts (ii) and (iii), assume in addition that each if\partial_i f (i{1,,n}i\in\{1,\dots,n\}) is again a C1C^1 map on WW.

(ii) (First-order remainder.) If M2M_2 is a nonnegative real number with jif(z)M2|\partial_j\partial_i f(z)|\le M_2 for every point zz of the segment and all i,j{1,,n}i,j\in\{1,\dots,n\}, then f(y)f(x)i=1nif(x)hi12nM2h2.\Big|f(y)-f(x)-\sum_{i=1}^n\partial_i f(x)\,h_i\Big|\le \tfrac{1}{2}\,n\,M_2\,|h|^2.

(iii) (Second-order remainder.) If εˉ\bar{\varepsilon} is a nonnegative real number with jif(z)jif(x)εˉ|\partial_j\partial_i f(z)-\partial_j\partial_i f(x)|\le\bar{\varepsilon} for every point zz of the segment and all i,j{1,,n}i,j\in\{1,\dots,n\}, then f(y)f(x)i=1nif(x)hi12i=1nj=1njif(x)hihj12nεˉh2.\Big|f(y)-f(x)-\sum_{i=1}^n\partial_i f(x)\,h_i-\tfrac{1}{2}\sum_{i=1}^n\sum_{j=1}^n\partial_j\partial_i f(x)\,h_i h_j\Big|\le \tfrac{1}{2}\,n\,\bar{\varepsilon}\,|h|^2.

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