§ Mean value theorem and Taylor's theorem. (TODO)
I realise that there are many theorems that I learnt during my preparation for JEE
that I simply don't know how to prove. This is one of them. Here I exhibit
the proof of Taylor's theorem from Tu's introduction to smooth manifolds.
Taylor's theorem: Let f:R→R be a smooth function, and let n∈N be an "approximation cutoff". Then there exists for all x0∈R a smooth function r∈C∞R such that: f(x) = f(x 0) + (x - x 0) f'(x 0)/1! + (x - x 0)^2 f'(x 0)/2! + \dots + (x - x 0)^n f^{(n)'}(x 0)/n! + (x - x 0)^{n+1} r
We prove this by induction on n. For n=0, we need to show that there exists an r such that
f(x)=f(x0)+r. We begin by parametrising the path from x0 to x as p(t)≡(1−t)x0+tx.
Then we consider (f∘p)′:
dtf(p(t))=dtdf((1−t)x0)+tx)=(x−x0)dxdf((1−t)x0)+tx)
Integrating on both sides with limits t=0,t=1 yields:
f(p(1))−f(p(0))=(x−x0)∫01dxdf((1−t)x0)+tx)dtf(x)−f(x0)=(x−x0)g[1](x)∫01dtdf(p(t))dt=∫01(x−x0)dxdf((1−t)x0)+tx)dt
where we define g[1](x)≡∫01dxdf((1−t)x0)+tx)dt where the g[1](x) witnesses
that we have the first derivative of f in its expression. By rearranging, we get:
f(x)−f(x0)=(x−x0)g[1](x)f(x)=f(x0)+(x−x0)g[1](x)
If we want higher derivatives, then we simply notice that g[1](x) is of the form:
g[1](x)≡∫01f′((1−t)x0)+tx)dtg[1](x)≡∫01f′((1−t)x0)+tx)dt