This paper provides a compositional approach to Taylor expansion, in the setting of cartesian differential categories. Taylor expansion is captured here by a functor that generalizes the tangent bundle functor to higher order derivatives. The fundamental properties of Taylor expansion then boils down to naturality equations that turns this functor into a monad. This monad provides a categorical approach to higher order dual numbers and the jet bundle construction used in automated differentiation.

Abstract We extend the recently introduced setting of coherent differentiation by taking into account not only differentiation but also Taylor expansion in categories which are not necessarily (left) additive. The main idea consists in extending summability into an infinitary functor which intuitively maps any object to the object of its countable summable families. This functor is endowed with a canonical structure of a bimonad. In a linear logical categorical setting, Taylor expansion is then axiomatized as a distributive law between this summability functor and the resource comonad (aka. exponential). This distributive law allows to extend the summability functor into a bimonad on the coKleisli category of the resource comonad: this extended functor computes the Taylor expansion of the (nonlinear) morphisms of the coKleisli category. We also show how this categorical axiomatization of Taylor expansion can be generalized to arbitrary cartesian categories, leading to a general theory of Taylor expansion formally similar to that of cartesian differential categories, although it does not require the underlying cartesian category to be left additive. We provide several examples of concrete categories that arise in denotational semantics and feature such analytic structures.

We extend to general cartesian categories the idea of Coherent Differentiation recently introduced by Ehrhard in the setting of categorical models of Linear Logic. The first ingredient is a summability structure which induces a partial left-additive structure on the category. Additional functoriality and naturality assumptions on this summability structure implement a differential calculus which can also be presented in a formalism close to Blute, Cockett and Seely’s cartesian differential categories. We show that a simple term language equipped with a natural notion of differentiation can easily be interpreted in such a category.