Lagrange inversion theorem

From Academic Kids

In mathematical analysis, the Lagrange inversion theorem, also known as the Lagrange-Bürmann formula, gives the Taylor series expansion of the inverse function of an analytic function. Suppose the dependence between the variables w and z is implicitly defined by an equation of the form

<math>f(w) = z\,<math>

where f is analytic at a point a and f '(a) ≠ 0. Then it is possible to invert or solve the equation for w:

<math>w = g(z)\,<math>

where g is analytic at the point b = f(a). This is also called reversion of series.

The series expansion of g is given by

<math>
 \left.
 g(z) = a
 + \sum_{n=1}^{\infty}
 \frac{d^{n-1}}{(dw)^{n-1}}
 \left( \frac{w-a}{f(w) - b} \right)^n
 \right|
 _{w = a}
 {\frac{(z - b)^n}{n!}}.

<math>

This formula can for instance be used to find the Taylor series of the Lambert W function (by setting f(w) = w exp(w) and a = b = 0).

The formula is also valid for formal power series and can be generalized in various ways. If it can be formulated for functions of several variables, it can be extended to provide a ready formula for F(g(z)) for any analytic function F, and it can be generalized to the case f '(a) = 0, where the inverse g is a multivalued function.

The theorem was proved by Lagrange and generalized by Bürmann, both in the late 18th century. There is a straightforward derivation using complex analysis and contour integration (the complex formal power series version is clearly a consequence of knowing the formula for polynomials, so the theory of analytic functions may be applied).

Faà di Bruno's formula

Faà di Bruno's formula gives coefficients of the composition of two formal power series in terms of the coefficients of those two series. Equivalently, it is a formula for the nth derivative of a composite function.

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