Compositional Taylor expansion in cartesian differential categories

Abstract

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.