Definition:Taylor Series/Remainder/Lagrange Form

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Definition

Let $f$ be a real function which is smooth on the open interval $\openint a b$.

Let $\xi \in \openint a b$.


Consider the remainder of the Taylor series at $x$:

$\displaystyle \map {R_n} x = \int_\xi^x \map {f^{\paren {n + 1} } } t \dfrac {\paren {x - t}^n} {n!} \rd t$


The Lagrange form of the remainder $R_n$ is given by:

$R_n = \dfrac {\map {f^{\paren {n + 1} } } {x^*} } {\paren {n + 1}!} \paren {x - \xi}^{n + 1}$

where $x^* \in \openint \xi x$.


Also see


Source of Name

This entry was named for Joseph Louis Lagrange.


Sources