# Why can arbitrary functions be substituted into Taylor Series?

Say we have the function $$(1+x)^{-1/2}$$.

Using a Taylor Series centered on $$x_0=0$$, its easy to see that:

$$(1+x)^n\approx1-\frac{1}{2}x+\frac{3}{8}x^2+...\mathcal{O}(x^3)$$

In the above, $$\mathcal{O}(x^3)$$ just represents higher order terms. After understanding Taylor Series, I understand the above approximation.

However, in many Physics Textbooks, its common-place for the author to replace $$x$$ with whatever he feels like, and make the same approximation.

For example, in Purcell's E&M, when explaining multi-pole expansions he writes:

However, while reading this, it occurred to me that I have never seen it explained why we can just replace any expression for $$x$$.

If someone could explain this, I'd really appreciate it! Thanks!

Here, perhaps this will help. Taylor's Theorem says:

$$f(x)\approx f(x_0)+f'(x_0)(x-x_0)+\frac{f''(x_0)(x-x_0)^2}{2}+...\mathcal{O}(x^3))$$

However, if we instead try to substitute in for $$x$$ some other function, say...$$g(x)$$, we couldn't just substitute in $$g(x)-g(x_0)$$ everywhere where there is an $$(x-x_0)$$ right? Or could we?

• That is what $x$ is, isn't it? An arbitrary placeholder for whatever you need it to be in any particular context? That's why letters are introduced into math in the first place. Jun 5, 2020 at 23:18
• @Arthur Hmm...but, what's special about $x$ is that its an independent variable. How come we can just substitute into it a random function? That is, I get how we can substitute into $x$ an actual number...but, a function? On another note...it really feels like your response SHOULD make sense to me, but...its not😔...and, I just don't know how to approach this. Perhaps I'm misunderstanding Taylor expansions to begin with? Why is it that all the derivatives match up the same way when we replace a function in for $x$? Jun 5, 2020 at 23:22
• @Arthur I've made an edit...perhaps it helps? Although, after writing it, I do see the difference between what I've substituted in and what Purcell's substituted in. I've put in another function of $x$, that is, $g(x)$, while he substituted in something entirely different. Jun 5, 2020 at 23:30
• The condition is that the substitution tends to $0$ when $x$ tends to $0$. So, for instance, from the expansion of $(1+x)^{1/2}$, we can substitute the expansion of $\sin x$ to obtain the expansion of $(1+\sin x)^{1/2}$, but certainly not of $(1+\cos x)^{1/2}$. Jun 6, 2020 at 0:03
• The approximation is good provided that $x$ is a small number. In the Purcell passage, $\frac{r'^2}{r^2} - \frac{2r'}{r}\cos(\theta)$ is a small number, so the approximation is good. Jun 6, 2020 at 0:35

Taylor's theorem says that (of course, this is not the most general version of the theorem)

Let $$I \subset \Bbb{R}$$ be an interval (since we're in one-dimension it doesnt matter if it's open interval or closed), and let $$f: I \to \Bbb{R}$$ be $$n+1$$ times differentiable, with bounded $$n+1$$ derivative, then for any $$x_0 \in I$$, and all $$x \in I$$ we have \begin{align} f(x) &= f(x_0) + f'(x_0)(x-x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(x-x_0)^n + \mathcal{O}((x-x_0)^{n+1}) \end{align}

The precise meaning of the $$\mathcal{O}$$ notation (I know this isn't what you asked, but bear with me) is that the remainder function $$\rho_{n,x_0}: I \to \Bbb{R}$$, defined by \begin{align} \rho_{n,x_0}(x):= f(x) - \left[f(x_0) + f'(x_0)(x-x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(x-x_0)^n\right] \end{align} satisfies the following condition (this condition gives a quantitative meaning to "the remainder is small")

There is a positive number $$B_n>0$$ such that for every real number $$x \in I$$, \begin{align} |\rho_{n,x_0}(x)| \leq B_n|x-x_0|^{n+1}, \end{align} or said differently, the function $$x \mapsto \dfrac{\rho_{n,x_0}(x)}{(x-x_0)^{n+1}}$$, (which is defined on the domain $$I \setminus\{x_0\}$$) is bounded.

Note that in all this business, things like $$x$$ and $$x_0$$ should be thought of as numbers. Honest to god numbers. So, $$f(x)$$ is a number! It is no longer a function anymore. $$f'(x_0)$$ is a number. Something like $$f'''(\ddot{\smile})$$ is also another number. The reason I keep saying "for all $$x \in I$$" is that I'm explicitly telling you that for any real number I pick, if that real number lies in the domain, $$I$$, of the function $$f$$, then the equations above are true. For example, suppose I take $$x_0 = 0$$, and suppose that the domain of $$f$$ is $$I = \Bbb{R}$$, the whole real line. Then,

We have for example, \begin{align} \begin{cases} f(\pi^2) &= f(0) + f'(0)(\pi^2 - 0) + \dots + \dfrac{f^{(n)}(0)}{n!}(\pi^2 - 0)^n + \rho_{n,o}(\pi^2)\\ |\rho_{n,0}(\pi^2)| & \leq B_n |\pi^2 - 0|^{n+1} \end{cases} \end{align} Here, the first equation for $$f(\pi^2)$$ is telling you how how to approximate the number $$f(\pi^2)$$, and the second inequality for $$|\rho_{n,0}(\pi^2)|$$ is telling you how good/bad your approximation is (i.e big/small the actual minus approximate value is).

Similarly, we also have \begin{align} \begin{cases} f(e^{-100}) &= f(0) + f'(0)(e^{-100} - 0) + \dots + \dfrac{f^{(n)}(0)}{n!}(e^{-100} - 0)^n + \rho_{n,0}(e^{-100})\\ |\rho_{n,0}(e^{-100})| & \leq B_n |e^{-100} - 0|^{n+1} \end{cases} \end{align}

And so on. Literally any real number $$x$$ you think of, as long as the number $$x$$ lies inside the domain of the function $$f$$, you can plug it into the above equations and they remains true.

It may seem silly to spend so much time on these simple cases, but that's exactly what we need to do to understand the fundamentals. Now, suppose I have two functions in the game, $$f:I_f \to \Bbb{R}$$ and $$g:I_g \to I_f$$, where $$I_f, I_g \subset \Bbb{R}$$ are intervals in the real line. Now, let's pick a number $$x_0 \in I_f$$, to "Taylor-expand the function $$f$$ about". Well, now let's pick ANY number $$t \in I_g$$. Then, $$g(t)$$ is a specific real number, which lies inside $$I_f$$ (the domain of $$f$$). Now, since $$g(t)$$ is a real number lying inside the domain of $$f$$, by Taylor's theorem, I can clearly say: \begin{align} \begin{cases} f(g(t)) &= f(x_0) + f'(x_0)(g(t) - x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(g(t) - x_0)^n + \rho_{n,x_0}(g(t)) \\ |\rho_{n,x_0}(g(t))| & \leq B_n|g(t) - x_0|^{n+1} \end{cases} \end{align}

Here's something to take note of: I'm not saying anything like "f is a function of $$x$$ or $$g$$ is a function of $$t$$" or anything like that, because really such statements are meaningless in this context. All I care about is functions, their domains, and numbers. That's it.

Never EVER get hung up on what letters we use. Math does NOT care what you favourite letter is (forgive the caps... don't think of this as shouting... I really just want to emphasize an obvious fact, which sometimes people seem to forget; I know I sure forget this from time to time). So, don't pay much attention to the fact that I used the letter $$t$$ instead of $$x$$. If you want, I can say the following statement, and it says literally the same thing as what I said above:

For every real number $$x \in I_g$$, we have \begin{align} \begin{cases} f(g(x)) &= f(x_0) + f'(x_0)(g(x) - x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(g(x) - x_0)^n + \rho_{n,x_0}(g(x)) \\ |\rho_{n,x_0}(g(x))| & \leq B_n|g(x) - x_0|^{n+1} \end{cases} \end{align}

Just to emphasize once again that symbols shouldn't change the intended meaning, note that the following statement is just as mathematically valid:

For every real number $$\ddot{\smile} \in I_g$$, we have \begin{align} \begin{cases} f(g(\ddot{\smile})) &= f(x_0) + f'(x_0)(g(\ddot{\smile}) - x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(g(\ddot{\smile}) - x_0)^n + \rho_{n,x_0}(g(\ddot{\smile})) \\ |\rho_{n,x_0}(g(\ddot{\smile}))| & \leq B_n|g(\ddot{\smile}) - x_0|^{n+1} \end{cases} \end{align}

One more time just for the sake of fun:

For every real number $$\# \in I_g$$, we have \begin{align} \begin{cases} f(g(\#)) &= f(x_0) + f'(x_0)(g(\#) - x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(g(\#) - x_0)^n + \rho_{n,x_0}(g(\#)) \\ |\rho_{n,x_0}(g(\#))| & \leq B_n|g(\#) - x_0|^{n+1} \end{cases} \end{align}

In each of these statements, $$t, x, \ddot{\smile}, \#$$ were all just names/symbols I gave to specific numbers in the domain $$I_g$$. Therefore, $$g(t), g(x), g(\ddot{\smile}), g(\#)$$ are all specific real numbers which lie in $$I_f$$, which happens to be the domain of $$f$$.

So, if you're ever in doubt if you can plug something into a function, just ask yourself one very simple question: is the thing I'm about the plug in part of the domain of validity of my function? If the answer is "yes", then of course, you're allowed to plug it in, otherwise, you can't (simply by definition of "domain of a function").

By the way, I know I haven't directly addressed your question about the multipole expansion. The reason is because your problem seemed to be more of a conceptual one understanding the meaning of what one means by substitution (lol I remember being confused by these matters too). Given what I've written so far, I invite you to read through the multipole argument again, and try to convince yourself that the manipulations are all valid. If you still have trouble, then let me know.

The bounding condition on the $$n+1$$th derivative has nothing to do really with pluging in a number like $$g(t)$$, because like I mentioned in my first sentence, the theorem stated above is not the most general version. Here's is the version of Taylor's theorem which I first learnt, and which has the weakest hypotheses:

Let $$I \subset \Bbb{R}$$ be an interval, $$f:I \to \Bbb{R}$$ a function and $$x_0 \in I$$. Suppose that $$f$$ is $$n$$-times differentiable at the point $$x_0$$. Then, for every $$x \in I$$, \begin{align} f(x)&= f(x_0) + f'(x_0)(x-x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(x-x_0)^n + o(|x-x_0|^n). \end{align}

The precise meaning of the little-$$o$$ notation here is as follows: we first define the "remainder function" $$\rho_{n,x_0}: I \to \Bbb{R}$$ as before: \begin{align} \rho_{n,x_0}(x):= f(x) - \left[f(x_0) + f'(x_0)(x-x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(x-x_0)^n\right] \end{align} Then, the claim is that \begin{align} \lim_{x \to x_0} \dfrac{\rho_{n,x_0}(x)}{(x-x_0)^n} &= 0. \end{align}

Now, for the sake of notation let me introduce $$T_{n,f,x_0}:I \to \Bbb{R}$$ to mean the Taylor polynomial of $$f$$ of of order $$n$$, based at the point $$x_0$$. So, we have by definition that $$f = T_{n,f,x_0} + \rho_{n,f,x_0}$$ (because $$\rho_{n,f,x_0}$$ is literally defined as $$f- T_{n,f,x_0}$$).

Notice the differences between this version of the theorem and the previous version:

• Here, we're assuming much less. We only assume $$f$$ is differentiable at one point, $$n$$-times (recall that for this to make sense, we need $$f^{(n-1)}$$ to be defined in some open interval around $$x_0$$). In the previous formulation, I assumed that $$f$$ is $$n+1$$ times differentiable on the entire interval $$I$$, AND also that the derivative $$f^{(n+1)}$$ is bounded.
• The power of Taylor's theorem is that it gives us a quantitative meaning to "the Taylor polynomial of a function approximates the function well". It is telling us that the remainder function $$\rho_{n,x_0}$$ is so small that it goes to $$0$$ faster than the $$n^{th}$$ order polynomial $$(x-x_0)^n$$, in the sense that $$\rho_{n,f,x_0}(x)/(x-x_0)^n \to 0$$ as $$x \to x_0$$.
• However, because of the weaker hypothesis, our conclusion is not as strong as before. In this case, the condition on the remainder is only an "asymptotic property" of what happens as $$x \to x_0$$. It doesn't give us any "explicit" information as to how quickly the remainder decays to $$0$$. On the other hand, for the version of the theorem stated above, we have a more explicit bound on the remainder: \begin{align} |\rho_{n,x_0}(x)| &\leq \underbrace{\left(\dfrac{1}{(n+1)!}\sup_{\xi \in I}|f^{(n+1)}(\xi)|\right)}_{B_n} \cdot |x-x_0|^{n+1} \end{align} (THe $$\sup$$ is "kind of" like taking the maximum of a function, but not quite, because the maximum of a function need not always exist... for example, what is the largest number in the open interval $$(0,1)$$? Of course, there is no maximum. But there is clearly an upper bound, namely $$1$$. But anyway, if you didn't understand this remark, it doesn't matter)

So, you're right, the $$B_n$$ is somehow related to the $$(n+1)^{th}$$ derivative. This form of the bound on the remainder is clearly very good, because if you have a specific function, you can try to estimate an upperbound for the derivative, then you get a really explicit bound on the remainder: $$|\rho_{n,x_0}(x)| \leq B_n |x-x_0|^{n+1}$$. It tells you literally that the remainder is always smaller than a certain $$(n+1)$$-order polynomial. And for example, if you take $$x= x_0 + 0.1$$, then $$|\rho_{n,x_0}(x_0 + 0.1)| \leq B_n |0.1|^{n+1}$$. If you take a number $$x$$ which is even closer to $$x_0$$, then clearly you can make the RHS extremely small, extremely "quickly", because of the power $$n+1$$.

Anyway, the reason I mentioned this form of Taylor's theorem is to say that regardless of the bound on the $$n+1$$ derivative, you can always plug in another function's values, $$g(t)$$, as long as the composition $$f \circ g$$ makes sense. That's the only restriction you have. More explicitly (with notation very similar to the one above),

Let $$g:I_g \to I_f$$ and $$f:I_f \to \Bbb{R}$$ be given functions defined on (open) intervals, and suppose that $$f$$ is $$n$$-times differentiable at a point $$x_0 \in I_f$$. Then, for every $$t \in I_g$$, we have \begin{align} f(g(t)) &:= T_{n,f,x_0}(g(t)) + \rho_{n,f,x_0}(g(t)) \\ &:= \left[ f(x_0) + f'(x_0)(g(t) - x_0) + \dots + \dfrac{f^{(n)}(x_0)}{n!}(g(t) - x_0)^n\right] + \rho_{n,f,x_0}(g(t)) \end{align}

This is trivially true, and you don't even need Taylor's theorem for this. Why? Because each equality I wrote above, $$:=$$ is true by definition (that's why I put the "$$:$$" infront of "$$=$$"). Why is it true by definition? Because I first define $$T_{n,f,x_0}$$ to be a certain function (namely the Taylor polynomial), and then I defined the remainder $$\rho_{n,f,x_0}$$ to be $$f- T_{n,f,x_0}$$, so of course it's trivially true that $$f = T_{n,f,x_0} + \rho_{n,f,x_0}$$. Said another way, all I did is add and subtract the same thing, it is as trival as saying something like $$1 = (\pi^e) + (1-\pi^e)$$. The non-trivial part is in saying that \begin{align} \lim_{x \to x_0}\dfrac{\rho_{n,f,x_0}(x)}{(x-x_0)^n} &= 0. \end{align} Suppose we have that $$g(0) = x_0$$. Then, what you should NOT do is make any false inferences like \begin{align} \lim_{t \to 0} \dfrac{\rho_{n,f,x_0}(g(t))}{t^n} &= 0 \end{align}

Anyway, the major conclusion here is that: As long as the composition $$f \circ g$$ makes sense, I can always write things like $$f(g(t))$$. And of course, once you think about this for a while, it becomes one of the most obvious things in the world.

Note that what I've been talking so far about is "Taylor's theorem" which deals with "Taylor polynomials", and NOT "Taylor series". A polynomial has a finite sum of terms, while a series is defined a limit of partial sums of finitely many terms. And this is probably more of what you're confused about in your comment.

One is very much tempted to write things like $$T_{f,x_0} = \sum_{k=0}^{\infty}\dfrac{f^{(k)}(x_0)}{k!}(x-x_0)^k$$, and call is the Taylor series of $$f$$ around $$x_0$$, and then say something like $$f(x) = T_{f,x_0}(x)$$, so that the function $$f$$ is equal to its Taylor series. But of course, before you can do this, you have to clarify a few things first:

• What is the meaning of a series like $$T_{f,x_0}(x) = \sum_{k=0}^{\infty}\dfrac{f^{(k)}(x_0)}{k!}(x-x_0)^k$$? Well, it means \begin{align} T_{f,x_0}(x):= \lim_{n\to \infty}T_{n,f,x_0}(x):= \lim_{n \to \infty}\sum_{k=0}^{n}\dfrac{f^{(k)}(x_0)}{k!}(x-x_0)^k \end{align} i.e you take the partial sums up to order $$n$$, and then ask "for what values of $$x \in I_f$$ does the limit as $$n \to \infty$$ exist". Once again, everything here is a number. Don't be confused by the "$$x$$". Once you plug everything in, it is a number. If you fix a particular $$x \in I_f$$, then for every $$n \in \Bbb{N}$$, $$T_{n,f,x_0}(x) \in \Bbb{R}$$ is a specific number. And the question one is asking is that does the sequence of numbers $$\{T_{n,f,x_0}(x)\}_{n=1}^{\infty}$$ have a limit as $$n \to \infty$$? (By the way, when I say the limit exists, I mean it also has to be a finite number... actually mentioning that a real number be finite is redundant, because $$\infty, -\infty$$ are not real numbers, i.e not elements of $$\Bbb{R}$$).

Then, we define $$C_{f,x_0} := \{x \in I_f| \, \, \lim_{n \to \infty}T_{n,f,x_0}(x) \text{ exists}\}$$. i.e this is the set of points in the domain of $$f$$ for which the series converges ($$C$$ for convergence lol) to a (finite) number. Well, we know for sure that $$x_0 \in C_f$$, because we're simply taking the limit $$\lim_{n \to \infty} T_{n,f,x_0}(x_0) = \lim_{n \to \infty}f(x_0) = f(x_0)$$. i.e this limit exists. In standard analysis texts, one proves that $$C_f$$ is actually an interval; i.e if $$x \in C_{f,x_0}$$, then any number $$\xi$$ such that $$|\xi- x_0| < |x-x_0|$$ will also lie in $$C_f$$, i.e $$\xi \in C_{f,x_0}$$. This why we call $$C_{f,x_0}$$ the interval of convergence.

• Now, just because the limit $$T_{f,x_0}(x):= \lim_{n \to \infty}T_{n,f,x_0}(x)$$ exists, there is no reason to expect that $$f(x) = T_{f,x_0}(x)$$. i.e just because the Taylor series converges at the point $$x$$, there is no reason the number $$T_{f,x_0}(x)$$ to equal the value of the original function at the point $$x$$, namely $$f(x)$$. In fact, \begin{align} T_{f,x_0}(x) &= \lim_{n \to \infty} T_{n,f,x_0}(x) \\ &:=\lim_{n \to \infty}\bigg(f(x) - \rho_{n,f,x_0}(x) \bigg) \\ &= f(x) - \lim_{n \to \infty}\rho_{n,f,x_0}(x). \end{align} So, $$T_{f,x_0}(x) = f(x)$$ if and only if $$\lim_{n \to \infty}\rho_{n,f,x_0}(x) = 0$$. In words: for the Taylor series evaluated at $$x$$ (i.e $$T_{f,x_0}(x)$$) to equal the function at $$x$$ (i.e $$f(x)$$), it happens if and only if the remainder is $$0$$ as $$n \to \infty$$ (i.e $$\lim_{n \to \infty}\rho_{n,f,x_0}(x) = 0$$).

So, as a summary, to write something like $$f(x) = T_{f,x_0}(x) = \sum_{k=0}^{\infty}T_{k,f,x_0}(x)$$, one has to check two things:

1. That the limit \begin{align} T_{f,x_0}(x):= \lim_{n \to \infty}T_{n,f,x_0}(x) \equiv \lim_{n \to \infty} \sum_{k=0}^n \dfrac{f^{(k)}(x_0)}{k!}(x-x_0)^k \equiv \sum_{k=0}^{\infty} \dfrac{f^{(k)}(x_0)}{k!}(x-x_0)^k \end{align} actually exists (and is a finite number) The $$\equiv$$ means "same thing, expressed in different notation". (if this first condition isn't satisfied then it doesn't even make sense to say $$f(x) = T_{f,x_0}(x)$$, because the RHS is not even defined)
2. One has to check that $$\lim_{n \to \infty}\rho_{n,f,x_0}(x) = 0$$. Because if and only if this happens can we prove that $$f(x) = T_{f,x_0}(x)$$.

It is only with these two conditions being satisfied that we can say that $$f(x) = T_{f,x_0}(x)$$.

An example:

Here's a very simple example. Let $$I = \Bbb{R} \setminus\{1\}$$, and define the function $$f: I \to \Bbb{R}$$ by \begin{align} f(x) &:= \dfrac{1}{1-x}. \end{align} Then, you can check that $$f$$ is infinitely differentiable at the origin, and that for every $$k \geq 0$$, $$f^{(k)}(0) = k!$$. So, the $$n$$-th Taylor polynomial for $$f$$ about the origin is \begin{align} T_{n,f, x_0 = 0}(x) &= \sum_{k=0}^{n} \dfrac{k!}{k!} x^k = \sum_{k=0}^n x^k = \dfrac{1-x^{n+1}}{1-x}. \end{align} Now, it is easy to see that the limit \begin{align} \lim_{n \to \infty} T_{n,f,x_0=0}(x) \end{align} exists if and only if $$|x|< 1$$ (if this isn;t clear, refer to any standard calculus/analysis text; this will be explained in more detail). Also, it is clear that for $$|x|<1$$, the limit as $$n \to \infty$$ is $$\dfrac{1}{1-x}$$. Thus, we have seen that

For any $$x$$ such that $$|x| < 1$$, we have that $$T_{f,x_0=0}(x) := \lim_{n \to \infty}T_{n,f,x_0=0}(x)$$ exists, and \begin{align} T_{f,x_0 = 0}(x) = \lim_{n \to \infty}T_{n,f,x_0=0}(x) = \lim_{n \to \infty} \dfrac{1-x^{n+1}}{1-x} = \dfrac{1}{1-x} = f(x). \end{align}

i.e it is only for $$|x|<1$$ that the the Taylor series of $$f$$ converges, AND actually equals $$f$$.

For example, let's now define $$g: \Bbb{R} \to \Bbb{R}$$ by $$g(t):= t^2$$. Here are a couple of statements we can make which hopefully illustrates the key points:

1. When can we write down $$f(g(t))$$? Well, by definition, we can do this if and only if $$g(t) \in I_f = \Bbb{R} \setminus \{1\}$$. i.e if and only if $$g(t) = t^2 \neq 1$$. i.e if and only if $$t \notin \{-1, 1\}$$. Repeating, for every $$t \in \Bbb{R} \setminus \{-1,1\}$$, we have that $$g(t) \in I_f$$, so \begin{align} f(g(t)) &= \dfrac{1}{1-g(t)} = \dfrac{1}{1-t^2} \end{align} (this shouldn't be surprising because it is pretty much a review of the definition of composition of functions).

2. Writing $$f(g(1))$$ is nonsense, because $$g(1) = 1$$ is not in the domain of $$f$$, so it is literally nonsense.

3. For every $$t \in \Bbb{R} \setminus \{-1,1\}$$, and every $$n \geq 0$$, we have that \begin{align} f(g(t)) &= T_{n,f,x_0=0}(g(t)) + \rho_{n,f,x_0=0}(g(t))\\ f(t^2) &= T_{n,f,x_0=0}(t^2) + \rho_{n,f,x_0=0}(t^2) \\ &= \sum_{k=0}^n t^{2k} + \rho_{n,f,x_0=0}(t^2) \end{align} Again, this is simply true by definition of how the remainder $$\rho_{n,f,x_0=0}$$ is defined (think back to the trivially true equation $$1 = (\pi^e) + (1-\pi^e)$$). The non-trivial statement (which is exactly the statement made in Taylor's theorem) is that \begin{align} \lim_{x \to 0}\dfrac{\rho_{n,f,x_0}(x)}{x^n} = 0 \end{align}

4. Another true statement is the following: we have $$|g(t)| < 1$$ if and only if $$|t| < 1$$. So, for every real number $$t$$ such that $$|t|<1$$, we have \begin{align} \dfrac{1}{1-t^2} &= f(t^2)\\ &= T_{f,x_0=0}(t^2) \tag{since |t|< 1 \implies |t^2| < 1}\\ &= \sum_{k=0}^{\infty}(t^2)^k \\ &= \sum_{k=0}^{\infty}t^{2k}. \end{align} Again, at this point don't be confused by the symbols. Everything is a number. $$t$$ is a number such that $$|t|<1$$. So, $$t^2$$ is also a number such that $$|t^2| < 1$$. So, of course, I can plug it into the Taylor series (which I've shown converges and equals the function $$f$$ on the interval $$(-1,1)$$). Again, think of particular numbers. $$|0.1|< 1$$, so $$0.1^2 = 0.01$$ clearly satisfies $$|0.01|<1$$. So, \begin{align} \dfrac{1}{1-0.01} &= f(0.01)\\ &= T_{f,x_0=0}(0.01) \tag{since |0.01|< 1}\\ &= \sum_{k=0}^{\infty}(0.01)^k \end{align} When you think of everything as particular numbers (which is exactly how you should think of them anyway), it becomes extremely easy to convince yourself that these manipulations are true.

5. On a similar note, It is very important to remember that $$f(x) = T_{f,x_0=0}(x)$$ if and only if $$|x| < 1$$. This is inspite of the fact that the function $$f$$ is defined from $$\Bbb{R} \setminus\{1\} \to \Bbb{R}$$; because the thing is the series on the RHS only converges when $$|x| < 1$$ (and when this happens it also happens to equal the function $$f$$). For example, $$f(2)$$ clearly makes sense, because $$2 \in \text{domain}(f) = \Bbb{R} \setminus\{1\}$$; also $$f(2) = \frac{1}{1-2} = -1$$. However, writing something like $$T_{f,x_0=0}(2)$$ is complete nonsense, because the limit \begin{align} \lim_{n \to \infty}T_{n,f,x_0=0}(2) = \lim_{n \to \infty} \sum_{k=0}^n 2^k = \infty \end{align} is not a (finite) number. i.e the limit doesn't exist in $$\Bbb{R}$$.

Hopefully these remarks show you what statements you can and can't make in regards to substituting things inside functions. As a summary:

• When can I substitute one function's values inside another, like $$f(g(t))$$? Answer: whenever $$t\in \text{domain}(g)$$ and $$g(t) \in \text{domain}(f)$$. (this is literally definition of composition).

• The equation $$f(x) = T_{n,f,x_0}(x) + \rho_{n,f,x_0}(x)$$ is true for every number $$x \in \text{domain}(f)$$, simply because I defined the terms on the RHS such that this equation is true. (think of this as the $$1 = (\pi^e) + (1-\pi^e)$$ business).

• A completely different question is asking where the Taylor series of a function $$f$$ converges, and does it equal the function $$f$$? To answer this question, refer to my discussion above.

• Thank you so freakin much! That makes sense - I was overcomplicating it for sure! All we're doing is plugging in numbers! Jun 6, 2020 at 18:14
• Alright, so since your answer was so amazing, I'm gonna bother you with one more thing - could you expand more on the "bounding" condition for being able to use Taylor's theorem, and could you give an example of a case where that condition won't let us replace something in for $x$ because that function $g(x)$ or g(😊) or whatever takes us to somewhere where Taylor's theorem doesn't apply, because its not in the "domain of validity"? I'm assuming $B_n$ has something to do with the maximum value of the $(n+1)_{th}$... Jun 6, 2020 at 18:26
• ...derivative of $f(x)$ in some interval, if I remember correctly back to "error-bounding," in my first Calculus class, but...I'm still quite confused by it (I remember it being something I never quite understood), and if you could expand a little more in it when you have time, and give the example of when we can't replace in $g(😊)$ I'd appreciate it so much! And again peek-a-boo, thank you for your answer - it was awesome! Jun 6, 2020 at 18:32
• @joshuaronis I'm glad this has been helpful. I've made an edit to answer your other question. I feel like I may have repeated similar things over and over again, but hopefully the message is clear. (this was pretty long edit, so there may very well be some typos which I missed... but hopefully not too many) Jun 6, 2020 at 23:26
• +1 there for a thorough explanation (also for the effort of typing). I have myself written some long answers, but this one is way ahead. Jun 7, 2020 at 3:52

Assuming we're talking about an approximation for small $$x$$, the expression $$O(x^3)$$ is understood to mean "a function of $$x$$ which behaves like $$x^3$$ as $$x\to0$$". More precisely, you can replace $$O(x^3)$$ literally by a function $$R(x)$$ such that $$|R(x)/x^3|$$ is bounded for all $$x$$ near zero. This is how you can read a statement such as: $$(1-x)^{-1} = 1 + x + x^2 + O(x^3).\tag1$$ You are allowed to substitute in place of $$x$$ any expression that's a function of some other variable (say $$t$$), and infer an expansion in terms of $$t$$, as long as the expression is also "small", i.e., tends to zero as $$t\to0$$. For example $$x:=t^2-2t$$ qualifies. Substituting this into (1) and replacing $$O(x^3)$$ with $$R(x)$$ gives $$(1-[t^2-2t])^{-1}=1+[t^2-2t]+[t^2-2t]^2+R(t^2-2t).\tag2$$ Expanding out the brackets on the RHS of (2), you will find terms in $$t$$ and $$t^2$$ ; the higher powers of $$t$$ can be abbreviated $$O(t^3)$$. And the rightmost term $$R(t^2-2t)$$ is also $$O(t^3)$$ as $$t\to0$$, since $$\left|\frac {R(t^2-2t)}{t^3}\right|=\left|\frac{R(t^2-2t)}{(t^2-2t)^3}\right|\cdot\left|\frac{(t^2-2t)^3}{t^3}\right|\tag3$$ where the first factor on the RHS is bounded (by definition of $$R$$) while the second term converges to a constant as $$t\to0$$. The boundedness of the first factor depends crucially on the fact that $$t^2-2t$$ tends to zero when $$t$$ tends to zero.

The conclusion is that as $$t\to0$$, $$(1-[t^2-2t])^{-1} = 1 -2t + 2t^2+O(t^3).$$

You can see that these kinds of exercises can be quite tedious (and your textbooks will skip all the intermediate steps), but the calculations are mechanical -- just keep track of the exponents that appear when you expand. The whole idea of $$O(\cdot)$$ notation is to sweep all this fussiness under the rug.