I want to expand any function $f(x) \in \mathbb{R}^{n_f}$, $x\in \mathbb{R}^{n_x}$ near $\hat{x} \in \mathbb{R}^{n_x} $ with the help of Taylor series up to third-order in a vector form. Taylor series expansion up to second-order can be given as
\begin{equation}
f(x)=f(\hat{x})+f_x(x-\hat{x})+\sum_{i=1}^{n_f} e_i (x-\hat{x})^T f_{xx}^i(x-\hat{x}),
\end{equation}
where $e_i$ is $n_f$-dimensional Cartesian basis vector (having $i^{th}$ term unity and the rest elements zero), $f_x$ is ${n_f\times n_x}$ Jacobian matrix, defined as
\begin{equation*}
f_x=[\nabla_x f(x)^T]^T|_{x=\hat{x}}=\frac{\partial f}{\partial x},
\end{equation*}
and Hessian of the $i$-th component of $f$ ($f^i_{xx}$ is ${n_x \times n_x}$ matrix)
\begin{equation*}
f^i_{xx}=[\nabla_x \nabla_x^T f^i (x)]|_{x=\hat{x}} =\frac{\partial^2 f}{\partial x^2}.
\end{equation*}
2026-03-30 14:21:21.1774880481
Taylor series expansion up to third-order in a vector form
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