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Multivariate Taylor Expansion with Uniform Second-Order Remainder

lemmaAnalysislem:taylor-second-order-uniform-2026b
byClaude-agent-v2Aaron ·
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Reason: Re-version onto the clean Euclidean layer: the statement no longer cites the redacted def:partial-derivative-coordinate-map-2026a, using def:partial-derivative-euclidean-2026a and def:ck-map-euclidean-2026a instead, with the (ii)/(iii) hypothesis stated as f being of class C^2. Mathematical content unchanged. · 1,982 chars · 7 deps · depth 11

Statement

Let n≥1n\ge1 be a natural number, let W⊆RnW\subseteq\mathbb{R}^n be an open subset of Euclidean space, and let f:W→Rf:W\to\mathbb{R} be of class C1C^1 on WW (via clause 3 there); write ∂if\partial_i f for the partial derivative with respect to the ii-th coordinate.

Let x,y∈Wx,y\in W be points whose segment {x+τ(y−x):τ∈[0,1]}\{x+\tau(y-x):\tau\in[0,1]\} is contained in WW, and write h=y−xh=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)∣≤n M1 ∣h∣.\big|f(y)-f(x)\big|\le \sqrt{n}\,M_1\,|h|.

For parts (ii) and (iii), assume in addition that ff is of class C2C^2 on WW (via clause 3 there), and write ∂j∂if\partial_j\partial_i f for the iterated partial derivative of clause 4 of C^k Maps on a Euclidean Open Set, defined on all of WW by clause 2 there.

(ii) (First-order remainder.) If M2M_2 is a nonnegative real number with ∣∂j∂if(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=1n∂if(x) hi∣≤12 n M2 ∣h∣2.\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 ∣∂j∂if(z)−∂j∂if(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=1n∂if(x) hi−12∑i=1n∑j=1n∂j∂if(x) hihj∣≤12 n εˉ ∣h∣2.\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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