Past exam of the mathematics course of the University of Cambridge / 2010 / ia / Paper 1 / 10F (Analysis I)

One precise version of the Taylor theorem with Lagrange remainder is as follows. Let $n\ge 0$, let $f$ and its derivatives through order $n$ be continuous on the closed interval between distinct points $a$ and $x$, and suppose $f^{(n+1)}$ exists throughout its interior. Then some $\xi$ strictly between $a$ and $x$ satisfiesHere the endpoint derivatives are understood as restrictions of derivatives defined near the interval, or as their continuous one-sided extensions. No continuity of $f^{(n+1)}$ is required. For $x=a$ the equality is immediate with zero remainder.

To prove the formula, write the Taylor polynomial as $P_n(t)={\sum }_{k=0}^n{f}^{(k)}(a)(t-a{)}^k/k!$ and defineThen $h(a)=h(x)=0$, and $h^{(j)}(a)=0$ for $j=1,\dots ,n$. The Rolle theorem gives a zero ${\xi }_1$ of $h^{\prime }$ strictly between $a$ and $x$. If $n\ge 1$, apply the Rolle theorem to $h^{\prime }$ between $a$ and ${\xi }_1$, using $h^{\prime }(a)=0$, to get a zero ${\xi }_2$ of $h^{\prime \prime }$. Repeating produces a point ${\xi }_{n+1}$ strictly between $a$ and $x$ with $h^{(n+1)}({\xi }_{n+1})=0$. Each application is justified by continuity on the relevant closed interval and differentiability in its interior; the same construction works when $x<a$.

Since $P_n$ has degree at most $n$,Substituting this value of $K$ into its definition proves the displayed Taylor theorem with Lagrange remainder.

The assumed differentiability makes $e$ continuous. The identity $e^{\prime }=e$ then implies inductively that $e$ has continuous derivatives of every order andFix $x\ne 0$. By the extreme value theorem, the continuous function $|e|$ is bounded on the closed interval between $0$ and $x$; let $M_x$ be its maximum. Applying the Taylor theorem with Lagrange remainder about $0$ gives some ${\xi }_n$ between $0$ and $x$ such thatFor the last factor, successive ratios are $|x|/(n+2)$, which are at most $1/2$ once $n$ is sufficiently large. A geometric sequence bound therefore proves that $|x{|}^{n+1}/(n+1)!\to 0$. The partial sums converge to $e(x)$, soAt $x=0$ the equality follows directly from $e(0)=1$. The proof obtains this Taylor series solely from the differential identity, continuity on a fixed finite interval, and the Taylor remainder estimate.