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Taylor's theorem in two variables

Adding the three second-order terms (f_{xx}, f_{xy}, f_{yy}) to the tangent plane produces a paraboloid that also matches the surface's curvature.

The second-order Taylor polynomial P_2(x,y) is the tangent plane L(x,y) plus three quadratic correction terms built from the three distinct second partials f_{xx}, f_{xy}=f_{yx} (Clairaut's theorem is why there are three terms here and not four), and f_{yy}: P_2(x,y)=L(x,y)+\tfrac12 f_{xx}(a,b)(x-a)^2+f_{xy}(a,b)(x-a)(y-b)+\tfrac12 f_{yy}(a,b)(y-b)^2. Where L(x,y) only guarantees the approximation error shrinks faster than distance, P_2(x,y) guarantees it shrinks faster than distance squared.

Examples

  • For f(x,y)=x^2+xy+y^2 at (1,1), P_2(x,y)=3+3(x-1)+3(y-1)+(x-1)^2+(x-1)(y-1)+(y-1)^2, and since f is already degree 2, P_2 equals f exactly.

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