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The multivariate Faà di Bruno formula and multivariate Taylor expansions with explicit integral remainder term

Published online by Cambridge University Press:  17 February 2009

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Abstract

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The Faà di Bruno formulæ for higher-order derivatives of a composite function are important in analysis for a variety of applications. There is a substantial literature on the univariate case, but despite significant applications the multivariate case has until recently received limited study. We present a succinct result which is a natural generalization of the univariate version. The derivation makes use of an explicit integralform of the remainder term for multivariate Taylor expansions.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 2007

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