Added appropriate form of Taylor's formula.
This commit is contained in:
@@ -221,7 +221,7 @@
|
||||
\end{proof}
|
||||
|
||||
|
||||
\begin{definition}[Complex Analytic]
|
||||
\begin{definition}[Holomorphic]
|
||||
\label{definition:complex-analytic}
|
||||
Let $E$ be a complete separated locally convex space over $\complex$, $U \subset \complex$ be open, and $f \in C(U; E)$, then the following are equivalent:
|
||||
\begin{enumerate}
|
||||
@@ -234,16 +234,16 @@
|
||||
\[
|
||||
f(z_0) = \frac{1}{2\pi i} \int_\gamma \frac{f(z)}{z - z_0}dz
|
||||
\]
|
||||
\item (\textbf{Analyticity}) For each $z_0 \in U$ and $r > 0$ such that $\ol{B(z_0, r)} \subset U$, there exists $\seq{a_n} \subset E$ such that $f$ may be expressed as a power series
|
||||
\item (\textbf{Analyticity}) For each $z_0 \in U$, there exists $r > 0$ and $\seq{a_n} \subset E$ such that for each $z \in B(z_0, r)$,
|
||||
\[
|
||||
f(z) = \sum_{n = 0}^\infty a_n(z - z_0)^n
|
||||
\]
|
||||
|
||||
with radius of convergence at least $r$.
|
||||
where the radius of convergence of the series is at least $r$.
|
||||
\item (\textbf{Weak Holomorphy}) For each $\phi \in E^*$, $\phi \circ f$ satisfies the above.
|
||||
\end{enumerate}
|
||||
|
||||
If the above holds, then $f$ is \textbf{complex analytic}.
|
||||
If the above holds, then $f$ is \textbf{holomorphic/complex analytic} on $U$.
|
||||
\end{definition}
|
||||
\begin{proof}
|
||||
(1) $\Leftrightarrow$ (2): \autoref{lemma:complex-analytic}.
|
||||
@@ -267,7 +267,7 @@
|
||||
|
||||
Thus $[D^kf(z_0)/k!]_E \le C/r^k$ for all $k \in \natz$, and the radius of convergence of $g$ is at least $r$.
|
||||
|
||||
Let $z \in B(z_0, r/2)$, $s = |z - z_0|$, and $n \in \natp$, then by \hyperref[Taylor's Formula]{theorem:taylor-lagrange} and \hyperref[Cauchy's Estimate]{corollary:cauchy-estimate},
|
||||
Let $z \in B(z_0, r/2)$, $s = |z - z_0|$, and $n \in \natp$, then by \hyperref[Taylor's Formula]{theorem:taylor-integral} and \hyperref[Cauchy's Estimate]{corollary:cauchy-estimate},
|
||||
\begin{align*}
|
||||
\braks{f(z) - \sum_{k = 0}^n \frac{1}{k!} D^kf(z_0)(z - z_0)^n}_E &\le s^{n+1} \cdot \sup_{z' \in \ol{B(z_0, s)}} [D^{n+1}f(z')]_E \\
|
||||
&\le \frac{Cs^{n+1}}{(r-s)^{n+1}}
|
||||
|
||||
@@ -62,16 +62,17 @@
|
||||
|
||||
\begin{theorem}[Taylor's Formula, Peano Remainder]
|
||||
\label{theorem:taylor-peano}
|
||||
Let $E$ be a topological vector space, $\sigma \subset \mathfrak{B}(E)$ be an ideal that includes bounded sets contained in finite-dimensional subspaces, $F$ be a separated locally convex space, $U \subset E$ be open, and $f: U \to F$ be $n$-fold $\tilde \sigma$-differentiable at $x_0 \in U$, then there exists $r \in \mathcal{R}_\sigma^n(E; F)$ such that
|
||||
Let $E$ be a topological vector space, $\sigma \subset \mathfrak{B}(E)$ be an ideal containing bounded subsets in finite-dimensional subspaces, $F$ be a separated locally convex space, $U \subset E$ be open, and $f: U \to F$ be $n$-fold $\tilde \sigma$-differentiable at $x_0 \in U$, then there exists $r \in \mathcal{R}_\sigma^n(E; F)$ such that
|
||||
\[
|
||||
g(x_0 + h) = g(x_0) + \sum_{k = 1}^n \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)}) + r(h)
|
||||
f(x_0 + h) = f(x_0) + \sum_{k = 1}^n \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)}) + r(h)
|
||||
\]
|
||||
|
||||
for sufficiently small $h$.
|
||||
\end{theorem}
|
||||
\begin{proof}[Proof {{\cite[Theorem 4.7.3]{Bogachev}}}. ]
|
||||
Let
|
||||
\[
|
||||
r(h) = g(x_0 + h) - g(x) - \sum_{k = 1}^n \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)})
|
||||
r(h) = f(x_0 + h) - f(x) - \sum_{k = 1}^n \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)})
|
||||
\]
|
||||
|
||||
For any $1 \le k \le n$, $D^k_\sigma(x_0) \in B^k_\sigma(E; F)$ is symmetric by \autoref{theorem:derivative-symmetric}. Let $T_k(h) = \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)})$, then by \autoref{theorem:power-rule}, for any $\bracs{t_j}_1^\ell \in E$,
|
||||
@@ -85,7 +86,7 @@
|
||||
|
||||
so
|
||||
\[
|
||||
D^k_\sigma r(0) = D^k_\sigma g(x_0) - D^k_\sigma(x_0) = 0
|
||||
D^k_\sigma r(0) = D^k_\sigma g(x_0) - D^k_\sigma f(x_0) = 0
|
||||
\]
|
||||
|
||||
|
||||
@@ -121,3 +122,41 @@
|
||||
|
||||
Therefore $r \in \mathcal{R}_\sigma^{n+1}(E; F)$.
|
||||
\end{proof}
|
||||
|
||||
|
||||
\begin{theorem}[Taylor's Formula, Integral Remainder]
|
||||
\label{theorem:taylor-integral}
|
||||
Let $E$ be a topological vector space, $\sigma \subset \mathfrak{B}(E)$ be a covering ideal, $F$ be a separated locally convex space, $U \subset E$ be open, and $f \in C^{n+1}_\sigma(E; F)$, then for any $x_0 \in U$ and $h \in E$ such that $[x_0, x_0 + h] \subset U$, then
|
||||
\[
|
||||
f(x_0 + h) = f(x_0) + \sum_{k = 1}^n \frac{1}{k!}D^k_\sigma f(x_0)(h^{(k)}) + r(h)
|
||||
\]
|
||||
|
||||
where
|
||||
\[
|
||||
r(h) = \int_0^1 \frac{(1 - t)^{n}}{n!}D^{n+1}_\sigma f(x_0 + th)(h^{(n+1)}) dt
|
||||
\]
|
||||
|
||||
In particular, for any continuous seminorm $[\cdot]_F: F \to [0, \infty)$,
|
||||
\[
|
||||
[r(h)]_F \le \frac{1}{(n+1)!} \cdot \sup_{t \in [0, 1]}[D^{n+1}_\sigma f(x_0 + th)(h^{n+1})]
|
||||
\]
|
||||
\end{theorem}
|
||||
\begin{proof}{Proof, {{\cite[Section XIII.6]{Lang}}}. }
|
||||
Firstly, if $n = 0$, then by the \hyperref[Fundamental Theorem of Calculus]{theorem:ftc-riemann},
|
||||
\[
|
||||
f(x_0 + h) - f(x_0) = \int_0^1 D_\sigma f(x_0 + th)(h) dt
|
||||
\]
|
||||
|
||||
Assume inductively that the theorem holds for $n \in \natz$. Let
|
||||
\[
|
||||
u(t) = D^{n+1}_\sigma f(x + ty)(h^{(n+1)}) \quad v(t) = -\frac{(1 - t)^{n+1}}{(n+1)!}
|
||||
\]
|
||||
|
||||
then $Dv(t) = (1 - t)^n/n!$, and using the \hyperref[change of variables formula]{theorem:rs-change-of-variables} and \hyperref[integration by parts]{theorem:rs-ibp},
|
||||
\begin{align*}
|
||||
r(h) &= \frac{1}{n!}\int_0^1 (1 - t)^{n}D^{n+1}_\sigma f(x_0 + th)(h^{(n+1)}) dt \\
|
||||
&= \int_0^1 udv = u(1)v(1) - u(0)v(0) - \int_0^1 vdu \\
|
||||
&= D_\sigma^{n+1}(x_0)(h^{(n+1)}) \\
|
||||
&+ \int_0^1 \frac{(1 - t)^{n+1}}{(n+1)!}D^{n+2}_\sigma f(x_0 + th)(h^{(n+2)}) dt
|
||||
\end{align*}
|
||||
\end{proof}
|
||||
|
||||
Reference in New Issue
Block a user