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Applied Mathematics II Lecture Note

The document discusses sequences and series, defining various types of sequences including real, constant, bounded, unbounded, convergent, divergent, oscillatory, null, and monotonic sequences. It explains the properties of convergent sequences and provides examples and theorems related to their behavior, including the Squeeze Theorem and L'Hôpital's rule. Additionally, it highlights the relationship between boundedness and convergence, noting that a bounded monotonic sequence is convergent.

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0% found this document useful (0 votes)
158 views43 pages

Applied Mathematics II Lecture Note

The document discusses sequences and series, defining various types of sequences including real, constant, bounded, unbounded, convergent, divergent, oscillatory, null, and monotonic sequences. It explains the properties of convergent sequences and provides examples and theorems related to their behavior, including the Squeeze Theorem and L'Hôpital's rule. Additionally, it highlights the relationship between boundedness and convergence, noting that a bounded monotonic sequence is convergent.

Uploaded by

sifenteka94
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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APPLIED MATHEMATICS II

CHAPTER-1: SEQUENCE AND SERIES

1.1. DEFINITION AND TYPES OF SEQUENCE

SEQUENCE

Asequence is a function whose domain is the collection of all integers


greater than or equal to a given integer m (usually 0 or 1) where as the range
may be any set S.

REAL SEQUENCE

A real sequence is a function whose domain is the collection of all integers


greater than or equal to a given integer m (usually 0 or 1) where as the range
is a subset of the set R of real numbers.For example, f ( n )=(−1 )nforn ≥ 1,

()
n
1
g ( n )= forn ≥ 0,h ( n )=n2 forn ≥ 3are sequences.
2


If f ( n )=a nfor n ≥ m, then we would write { an }n=m for the sequence. The symbolnin

{ an }n=m is called an index and m is called the initial index.

RANGE OF A SEQUENCE

The set of all distinct terms of a sequence is called its range.

Note: In a sequence { an }, the number of terms of a sequence is always


n
infinite. The range of a sequence may be a finite set. For example, if a n=(−1 ) ,

then{ an }n=1= {−1 , 1 ,−1 ,1 , … }.The range of sequence { an }= {−1 , 1 }, which is a finite

set.

CONSTANT SEQUENCE

A sequence{ an } defined by a n=c ∈ R for all n is called a constant sequence.


Thus

1
{ an }= { c , c , c , … } is a constant sequence withrange= { c }, a singleton.

BOUNDED AND UNBOUNDED SEQUENCE

The sequence { an } is said to be bounded if and only if there exists a real


number M such that

|an|≤ M for each n .

That is, if the range of the sequence is bounded.

The sequence is said to be unbounded if and only if it is not bounded.

Examples:(a) The sequence { }


(−1 )n
n
is bounded, since | |
(−1 )n
n
≤1 for each

positive integer n.

(b) The sequence {(−1 )n n } is not bounded.

(c) Every constant sequence is bounded.

CONVERGENT SEQUENCE

A sequence { an } is said to converge to the real number l if and only if for each
ε > 0, there exists a real number N >0 ( N depending onε ) such that

|an−l|< ε ∀ n> N .

The real number l is called the limit of the sequence { an }.


The sequence { an } is said to be convergent if and only if there is a real
number l such that { an } converges tol .

2
The sequence { an } is said to be divergent or to diverge if and only if it is not
convergent.

Example:By definition show that the sequence {1n } converges to 0.


1
Solution: Let ε > 0 be given, and choose a real number N such that N=
ε

.Then forn> N , we have |1n −0|= 1n < N1 =ε. Hence lim 1n =0.
n→∞

Theorem: Every convergent sequence has a unique limit OR a sequence


cannot converge to more than one limit.


Example: Show that the sequence {(−1 )n }n=1diverges.
n
Solution: We have (−1 ) = {
1 for n even
−1 for n odd
.

If l ≥0 , then for odd values of n we have |(−1 )n −l|=|−1−l| ≥1 But if l<0 , then for

even values of n we have |(−1 )n −l|=|1−l|≥ 1.


Consequently, for any ε such that 0< ε ≤1, there is no number l satisfying the
definition of convergent sequence.

DIVERGENT SEQUENCE
(i)A sequence { an } is said to diverge to ∞ if given any positive real number M ,
there exists a
positive integer N (depending on M ) such that
a n> M ∀ n ≥ N

and we write nlim a n=∞ .


→∞

3
(ii) A sequence { an } is said to diverge to −∞ if given any positive real number
M , there exists
a positive integer N (depending on M ) such that
a n<−M ∀ n ≥ N

and we write nlim a n=−∞ .


→∞

(iii) A sequence{ an } is said to be a divergent sequence if it diverges to + ∞ or


−∞ .
That is, a n → ∞ or a n →−∞.
Examples:(a) The sequences{ n } and { n 2 } diverge to ∞ .

(b)The sequences{−n } and {−n2 } diverge to −∞ .


Theorem: Let{ an }n=mbe a sequence,and f be a function defined on[ m , ∞¿ such
that

f ( n )=a n for n ≥ m.

If lim f ( x ) =∞ (¿−∞), then { a }∞ diverges and lim a n=∞ (¿−∞ ). Thus


x→ ∞ n n=m x→ ∞

lim a n=lim f (x).


x→ ∞ x→ ∞


Example: Show that the sequence { n 2 }n=1 diverges.

2
Solution: Let f ( x )=x 2 for x ≥ 1. Then f ( n )=n2 for n ≥1. Since lim x ¿ ∞, we conclude
x→ ∞

2
that lim n ¿ ∞ . Hence, the sequence { n 2 }∞ diverges.
x→ ∞ n=1

OSCILLATORY SEQUENCES

If a sequence { an } neither converges to a finitenumber nor diverges to + ∞ or

−∞ , it is called an oscillatory sequence. For example, the sequences {(−1 )n }

and {(−1 )n n } are oscillatory sequences.

4
NULL SEQUENCE

A sequence { an } is said to be a null sequence if it converges to zero. That is,

lim a n=0. For example, the sequences


n→∞ {1n },{ n1 }, {21 } and {√ n+1−√ n}are null
2 n

sequences.

MONOTONIC SEQUENCES


(i) A sequence { an }n=m is said to be increasing if and only if a n ≤ a n+1 ∀ n ≥ m.
That is, a m ≤ a m+1 ≤ am+2 ≤ ….

{ } { }
∞ ∞
1 n
For example, the sequences 1− and are increasing.
n n=1 n+ 1 n=1


(ii) A sequence { an }n=m is said to be decreasing if and only if a n ≥ a n+1 ∀ n ≥ m.
That is, a m ≥ a m+1 ≥ am+ 2 ≥ ….

{ } {}
∞ ∞
1 1
For example, the sequences 1+ and are decreasing.
n n=1 n n=1


(iii) A sequence{ an }n=m which is either increasing or decreasing is called a
monotonic sequence.

{ } { } {}
∞ ∞ ∞
1 1 1
For example, the sequences 1− , sin and are monotonic.
n n=1 n n=1 n n=1

Note that a sequence need not be increasing or decreasing. For example, the

sequence {(−1 )n }n=m is neither increasing nor decreasing because it oscillates
between 1 and −1.

Theorem: If { an } is a monotone bounded sequence, then it is convergent.

1.2. PROPERTIES OF CONVERGENT SEQUENCES

5
∞ ∞ ∞
Let { an }n=m and { b n }n=m be convergent sequences. Then the sum { an +bn } n=m, any

{}

∞ ∞ an
scalar multiple { k an }n=m, product { an bn }n=m and the quotient (provided
bn n=m

lim bn ≠ 0) all converge, with


n→∞

(i) nlim k a n=k lim an


→∞ n→∞

(ii) nlim ( a n ± bn ) =lim an ± lim bn


→∞ n→∞ n →∞

(iii) n→∞ (
lim a n b n= lim an lim bn
n →∞ )( n →∞ )
lim a
an n→ ∞ n
(iv) lim =
n → ∞ bn lim bn
n→ ∞

{ }
2
n π
Example: Use the above theorem to prove that the sequence sin is
2 n+1 n
convergent and find the limit of the sequence.
2
n π n π
Solution: sin = n sin
2n+ 1 n 2 n+1 n

We see that the sequence {2 n+1


n
} is convergent and lim 2 n+1
n 1
=¿ ¿ and also
2 n→∞

{
the sequence n sin
π
n } π
is convergent and lim n sin =π .
n→∞ n

Therefore, lim
n→∞ [ n
2 n+1
π
n sin = lim
n
] π 1
lim n sin = π . Thus the given sequence
n n→ ∞ 2 n+1 n → ∞ n 2
π
is convergent and its limit is .
2
Theorem:The SqueezingTheorem for Sequences

Ifnlim a n=lim bn and { c } ∞ is any sequence such that a ≤ c ≤ b for n ≥ m, then


→∞ n →∞ n n=m n n n


{c n }n=m converges, and moreover
lim a n=lim bn= lim cn .
n→∞ n →∞ n→ ∞

Examples:
2
sin n
1. Show that lim =0.
n→∞ n

6
Solution: We know that −1 ≤sin n≤ 1. This implies that 0 ≤ sin2 n≤ 1.
2
sin n 1
⟹0≤ ≤ .
n n

Since nlim 0=0 and lim 1 =0, it follows from the squeezing theorem for
→∞ n→∞ n

2
sin n
sequences that lim =0.
n→∞ n

ln n
2. Show that lim =0.
n→∞ n
1 1
Solution: For t >0, we have ≤ , so that
t √t
n n
1 1
|
ln n=∫ dt ≤∫ dt=2 √ t n =2 ( √ n−1 ) ≤2 √ n .
1 t 1 √t 1
ln n 2 √ n 2 0=0 and lim 2 =0, it follows from the
Therefore,0 ≤ ≤ = . Since nlim
n n n →∞ n → ∞ √n

ln n
squeezing theorem for sequences that lim =0.
n→∞ n

3.
cos n
n
→0 because
n
=
n | |
cos n |cos n| 1
≤ .
n
1 1 1
4. → 0because n ≤ .
2 n
n
2

5. (−1 )
n 1
n |
1 1
|
1
→ 0because (−1 )n ≤ and clearly → 0.
n n n
Example: Using L’Hopital’s rule show that

{ }
l nn
{( ) }
n
(a) is converges to n+1
n (b) is converges
n−1
0 to 2
Solution:
1
(a)
lim
x→ ∞ x (
lnx ∞
∞ )
x
form =lim =0.⟹ lim ¿
x→∞ 1 x→ ∞
lnn
n
=0 ¿
. Thus,
l nn
n { }
is converges to

0.

7
⟹ lim
n →∞
l nn
n
=0 . Thus,
l nn
n { }
is converges to 0.

( ) ( )
x
x+ 1 x +1
(b) Let f ( x )= . Then l n f ( x )=x l n .
x−1 x−1

⟹ lim x l n (
x−1 )
x +1
( ∞ .0 form )
x→∞

lim l n( x−1
x +1
) 0 form = lim 2 x =2 (U sing L’ Hopital ’ s rule).
2


x →∞

1 ( 0 ) x −1 x→ ∞
2

{( ) }
n
l n f ( x )=2 ,then lim f ( x ) =e
lim l nf (x)
n+1
Since lim
2
x→ ∞
=e . Thus, converges to e 2.
x→ ∞ x→ ∞ n−1
∞ ∞
Theorem: (a) If { an }n=m converges, then { an }n=m is bounded.
∞ ∞
(b) If { an }n=mis unbounded, then { an }n=m diverges.

Note:(i).A bounded sequence may diverge. For example, {(−1 )n }n=1 is bounded
but it is not
convergent.
(ii). Abounded monotonic sequence is convergent.

{ }

2n
Example: Prove that the sequence is convergent.
n! n=1

Solution: The elements of the given sequence are:


1 2 3 4 n n +1 n n+1
2 2 2 2 2 2 4 2 2 2
, , , ,⋯, , , …=2, 2 , , , … , , … , ,⋯
1! 2 ! 3 ! 4 ! n ! ( n+ 1 ) ! 3 3 n! ( n+1 ) !
We see that a 1=a2 ≥ a3 ≥ a4 , and so the given sequence may be decreasing.If
n n+1
a n ≥ a n+1, i.e., 2 ≥ 2 ⟺ 2 ( n+1 ) ! ≥ ( 2 ) n ! ⟺ 2 ( n+1 ) n! ≥ 2 ( 2 n! ) ⟺ n+ 1≥ 2.
n n+1 n n
n ! ( n+1 ) !
If n=1, then 2=2and ifn ≥ 2, then the sequence is decreasing and hence

|| { }
n ∞
2 2n
monotonic. Since ≤2 for all n, we conclude that the sequence is
n! n! n=1

8
bounded. Thus, the sequence is bounded monotonic sequence. Therefore, it
is convergent.

1.3. SUBSEQUENCE AND LIMIT POINTS


Let { an } be a given sequence. If { n k } is a strictly increasing sequence of natural

numbers (i.e., n1 <n 2< n3 <… ¿, then { an } is called a subsequence of { an }.


k

Examples:
(i) The sequence{ 1 , 3 ,5 , } , { 2 , 4 , 6 , … } ,and{ 1 ,5 ,9 , … } areall subsequences of the

sequence{ n }n=1 .

(ii) { a2 n } , {a2 n−1 } , {an2 } are all subsequences of a sequence { an } .


Remark:
(a) If { u n }is subsequenceof{ an }and{ v n }is a subsequence of { u n }, then{ v n } is a
subsequence of { an } .
(b) Every sequence is a subsequence of itself.
A real number l is called a limit point of a sequence { an } if and only if every
neighborhood of l contains infinitely many terms of the sequence.
That is, there exists ε > 0 such that { an } ∩ ((l−ε , l+ ε )¿ {l¿}) ≠ ∅ .
Note:
a) Limit point of a sequence is different from limit of a sequence.
b) If for a n , ε > 0 , an ∈ ( l−ε ,l+ ε ) for finitely many values of n , then l cannot bea
limit point of { an }.
c) Limit point of a sequence need not be a terms of a sequence.

For example, 0 is a limit point of the sequence {1n }.


Example: Show that the sequence {(−1 )n } has two limit points.

Solution: Let a n=(−1 )n, then a n= {


−1 w h en n is odd
1 w h en nis even
Thus every neighborhood of −1 contains all the odd terms (since each ¿−1) of
sequence. Therefore −1 is a limit point of the sequence.

9
Also, every neighborhood of 1 contains all the even terms (since each ¿ 1) of
sequence. Therefore 1 is a limit point of the sequence.
Example: Show that the sequence{ n } has no limit point.

Solution:Let l be anyreal number, then the neighborhood (l− 14 ,l+ 14 ) of l


contains at most one term of the sequence { n }. Hence,l is not a limit point of
the sequence { n }.

1.4. DEFINITION OF INFINITE SERIES



If{ an }n=1 is a sequence of numbers (complex or real), then the expression of

the form a 1+ a2 +⋯+an +⋯=∑ a n
n=1

(i.e., the sum of the terms of the sequence, which is infinite) is called an
infinite series.
The numbers a 1 , a2 , a3 , ⋯ are called the terms of the series.
The sum of the first n terms is
n
Sn=a1 +a2 +⋯+ an=∑ ak .
k =1


This expression is called the n partial sum of the series∑ an=a1+ a2 +⋯+a n+ ⋯.
th

n =1

S1=a1 S4 =a 1+ a2+ a3
S2=a1 +a2 .
S3=a1 +a2 +a 3 .
.
n
Sn=a1 +a2 + a3 +⋯+an =∑ a k.
k=1

S1 , S 2 , S3 , S 4 , … are the first, second, third, fourth,… partial sums of the



series.Thus { Sn }n=1 is called the sequence of partial sums of the infinite
∞ ∞
series ∑ an. Therefore, to every infinite series ∑ an , there corresponds a
n =1 n =1

sequence{ Sn } of its partial sums.

10
Example: Compute the fourth partial sum for each of the following series.

∑( )
∞ ∞ ∞
1 n
(−1 )n
a) ∑1 c)
3
e) ∑
n
n =1 n =1 n =1

∞ ∞
b) ∑n d) ∑ (−1 )n
n =1 n =1

1.5. CONVERGENCE AND DIVERGENCE, PROPERTIES OF CONVERGENT


SERIES.

CONVERGENCE AND DIVERGENCE OF SERIES


An infinite series converges or diverges according as the sequence { Sn } of
partial sums
converges or diverges.
Definitions:

(i) The series ∑ an converges (or is said to be convergent) if the sequence { Sn }
n =1


of its partial sums converges. Thus,∑ an is convergent if nlim S n=finite.
→∞
n =1

If nlim S n=S , then the number S is called its value or sum, and we write
→∞


S=∑ an =a1 +a 2+ a3 +⋯.
n=1


(ii) The series ∑ an diverges (or is said to be divergent) if the sequence
n =1


{ Sn }of its partial sums diverges. Thus,∑ an is divergent if nlim
→∞
S n=+ ¿ ∞ (¿−∞)¿.
n =1

Example:Discuss the convergence or otherwise of the series



1 1 1 1 1
+ + + …+ =∑ .
1(2) 2(3) 3( 4) n (n+1) n=1 n(n+1)
1 1 1
Solution:Here a n= = − for n ≥ 1. Putting n=1 ,2 , 3 , … , n, we have
n(n+1) n n+1

11
1 1 1 1 1 1 1 1 1
a 1=1− , a2 = − , a 3= − ,. . . , an−1= − , an = − .
2 2 3 3 4 n−1 n n n+1
Hence, Sn=a1 +a2 + a3 +⋯+an −1 +a n

( 12 )+( 12 − 13 )+( 13 − 14 )+ …+( n−1


¿ 1−
1
− )+( −
1
n n n+1 )
1 1
.

1
Thus, Sn=1− .
n+1

Since nlim S n=1 , it follows that the given series converges and the sum is 1.
→∞

That is,

1
∑ n(n+1) =lim Sn =1.
n→∞
n =1


1
Note: (i) The series ∑ n(n+1) is called a telescoping series because when
n =1

we write the
partial sums, all except the first and last terms cancel.

(ii) The series ∑ 1n =1+ 12 + 13 + 14 +⋯ is known as harmonic series.
n =1


Example: Show that the series ∑ 1n diverges.
n =1

Solution: Observe that


1
S2 =S2 =1+ ;
1
2

2
1 1 1
2 3 4
1 1 1
S2 =S 4=1+ + + ≥1+ + + =1+2
2 4 4
1
2
; ()
3
1 1 1 1 1 1 1
2 3 4 5 6 7 8
1 1 1 1 1 1 1
S2 =S 8=1+ + + + + + + ≥ 1+ + + + + + + =1+3
2 4 4 8 8 8 8
1
2
. ()
In general,
1 1 1
2 3 4 ( )(
1 1 1 1
5 6 7 8
1
2 +1 ) (
1
S2 =1+ + + + + + + + …+ n−1 +…+ n
n

2 )
1 1 1
2 4 4
1 1 1 1
8 8 8 8 (
≥ 1+ +( + )+ ( + + + )+…+ +…+
1
2 2 )
1
n n

¿ 1+n ( 12 ).
12
Since lim 1+n
n→∞ [ ( )]
1
2
=∞ , it follows that the sequence { Sn } of partial sums is

unbounded.

Hence, ∑ 1n diverges.
n =1

A DIVERGENCE TEST

Theorem:If the infinite series ∑ an is converges, then nlim a n=0.
→∞
n =1


Proof: Let { Sn } be the sequence of partial sums for ∑ anand lim Sn =S .
x→ ∞
n =1

Therefore,
ε ε
∀ ε > 0 ,∃ Ν > 0 such that|S n−S|< ∀ n ≥ Ν . Also, |S n+1−S|< ∀ n ≥ Ν . Then
2 2
ε ε
|an+1|=|S n +1−S n|=|S n+1−S +S−S n|≤|Sn +1−S|+|S−Sn|< 2 + 2 =ε .

So |an+1|< ε ∀ n ≥ Ν . Therefore, nlim a n=0.


→∞

Note: The converse of the above theoremis false.That is, if nlim a n=0 , it does
→∞

not follow that the series is necessarily convergent.In other words it is

possible to have a divergent series for which nlim a n=0. For example, lim 1 =0,
→∞ n→∞ n


but ∑ 1n diverges.
n =1


Theorem: If nlim
→∞
a n ≠ 0 , then the series ∑ an is divergent.
n =1


Proof: Assume that ∑ an is convergent, then by above theoremnlim a n=0. But
→∞
n =1

this contradicts the hypothesis. Therefore, the series is divergent.


Example: Show that the following two series are divergent.
∞ ∞
n2 +1
a) ∑ 2 n2 b) ∑ 2 (−1 )n +1
n =1 n =1

13
1
lim n + 1 lim 1+ 2
2
Solution:(a) n →∞ n→∞ n 1 . Thus, the series is divergent.
2
¿ ¿ ≠0
2n 2 2

n +1
(b)∑ 2 (−1 ) =2−2+2−2+⋯. lim a n=lim 2 (−1 )
n +1
n→∞ n →∞
which
n =1

does not exist. Therefore, the series is divergent.

GEOMETRIC SERIES

A geometric series is a series of the form ∑ cr , where c and r are constants
n

n=m

and c ≠ 0. The convergence of a geometric series depends entirely on the


choice of r .
Theorem (Geometric Series Theorem)

Let r be any number, and let c ≠ 0 and m ≥0 . Then the geometric series ∑ crn
n=m

converges if and only if |r|<1.


For |r|<1,
∞ m
cr
∑ cr n= 1−r .
n=m

Note: The number r is called the ratio of the geometric series. By the above
theorem, the sum of a convergent geometric series is equal to the first term
(c r m) divided by 1−r .
Example:Find the sum of the following series

∑( )
∞ n ∞
1 4
(a)
4
(Ans: )
3
(b) ∑ 14 ( 0.3 )n (Ans: 1.8 )
n =1 n =1

Remarks:

(i) Not all geometric series converges. For example, ∑ 3 ( 5.4 )n diverges
n =1

because
r =5.4>1.
(ii) Geometric series allows us to express any repeating decimal as a
fraction. For example,

14
( ) ( ) ( ) ( )

1 1 2 1 3 1 n
0.3333 …=3 +3 +3 +…=∑ 3 .
10 10 10 n=1 10

( )
∞ n
1 1
The series ∑3 10
is geometric with r =
10
. Thus the series converges (since
n =1

( )

( )
1 n
1 1 10 1
|r|= <1 ). Since the first term is 3 1 = 3 , it follows that ∑ 3 = = .
10 10 10 n =1 10 1 3
1−
10

COMBINATION OF SERIES
Theorem:
∞ ∞ ∞
(a) If ∑ anand ∑ bnconverge, then ∑ ( an ± bn ) also converges and
n =1 n =1 n =1

∞ ∞ ∞

∑ ( an ± bn )=∑ an ± ∑ bn.
n =1 n=1 n=1

∞ ∞
(b) If ∑ an converges and c ∈ R , then∑ can also converges, and
n =1 n =1

∞ ∞

∑ can=c ∑ a n.
n =1 n=1

∞ ∞
(c) If ∑ an diverges and c ∈ R , then ∑ can also diverges. For example,
n =1 n =1

∑ 4 1n diverges.
n =1

∞ ∞ ∞
(d) If ∑ an converges and ∑ bn diverges, then ∑ ( an +b n ) is divergent.For
n =1 n =1 n =1

( )

1 1
example, ∑ +
3 n 3n
diverges.
n =1

∞ ∞ ∞
(e) If both ∑ an∧∑ bn are divergent, then ∑ ( an +b n ) may or may not be
n =1 n =1 n =1

convergent.
∞ ∞
1 2 1
For example, if a n=b n= , then∑ ( an +b n )=¿ ∑ ¿ which is divergent. But, ifa n=
n n =1 n=1 n n

−1
andb n= , then∑ ( an +b n )=¿ 0 ¿which is convergent.
n n =1

15
( 24 − n (n+1) ) converges, and find its sum.

2
Example: Show that the series ∑ n
n =1

Solution: Since the series


∑ 24n is geometric, we have ∑ 4n =


∞ 4 ( 12 ) =4, and we
n =1 n =1 2 1
1−
2
∞ ∞
1 2
know that ∑ n(n+1) =1. This implies that ∑
n(n+1)
=2 . Therefore, the series
n =1 n =1

( ) ( )
∞ ∞ ∞ ∞
4 2 4 2 4 2
∑ −
2 n (n+1)
n converges and ∑ − =∑ n −∑
2 n (n+1) n=1 2 n=1 n(n+ 1)
n
=4−2=2.
n =1 n =1

Exercise:
1. Find a formula for the partial sums of the series. For each series
determine the partial sums have a limit. If so, find the sum of the series.

∑ ( 14 )
∞ ∞ n
a) ∑1 c)
n =1 n =1

∞ n+1 ∞ n
3
b) ∑ n−1 d) ∑ (−1 )n 23n+1
n =1 5 n =1


2. ∑ (−1 )n ( 0.3 )nExpress the repeating decimal as fraction
n =1

a) 0.6666 … c) 0.0242424 …
b) 0.454545 … d) 0.232232232…

1.6. A NONNEGATIVE TERM SERIES


A series whose terms are nonnegative is called nonnegative term series.

The partial sums { S }

n n=1 of a nonnegative term series ∑ an form an increasing
n =1

sequence. That is,


Sn=a1 +a2 +… +an ≤ a1 +a2 +…+ an + an+1=S n+1 for n ≥ 1. Thus if{ Sn }∞n=1 is bounded, then

lim S nexists. This implies that ∑ an converges. By contrast, if

{ Sn }n=1 is
n→∞
n =1


unbounded, then nlim
→∞
S n cannot exist. This implies that∑ a diverges.
n
n =1

16
1.7. CONVERGENCE TEST FOR NON NEGATIVE(POSITIVE ) TERM
SERIES
a) INTEGRAL TEST

Theorem: Let { an }n=1 be a nonnegative sequence, and let f be a continuous
and decreasing

function defined on [ 1 , ∞ ] such that f ( n )=a n for n ≥ 1. Then the series ∑ an
n =1

converges if

and only if the improper integral ∫ f ( x ) dx is converges. That is,
1

∞ ∞
(i) If ∫ f ( x ) dx converges, then the series ∑ an converges.
1 n =1

∞ ∞
(ii) If ∫ f ( x ) dx diverges, then the series ∑ an diverges.
1 n =1


Example:Show that the series ∑ n ln1 n diverges.
n =1

1
Solution:Let f ( x )= for x ≥ 2. Then f is continuous and decreasing on [ 2 , ∞ ],
x ln x
1
and f ( n )= for n ≥ 2.
n ln n

[ |]
∞ b
1
Now, ∫ f ( x ) dx= lim ∫ dx=lim ln ( ln x ) b
2 b →∞ 2 x ln x b→∞ 2

¿ lim [ ln ( ln b )−ln ( ln 2 ) ] =∞ .
b→∞


This implies that ∫ f ( x ) dx diverges. Hence, by the integral test, the series
2

∑ n ln1 n diverges.
n =1


Example: Show that the p-series ∑ n1p converges.
n =1


1
Solution: If p ≤ 0, then lim
n→∞ n
p
≠ 0. This implies that ∑ n1p diverges.
n =1

17
∞ ∞
1 1
If p=1 , then ∑ p =∑ which we know diverges (harmonic series).
n =1 n n =1 n

1
Assume that p ≠1 . Let f ( x )= p for x ≥ 1. Then f is continuous and decreasing on
x
1
[ 1 , ∞ ] and f ( n )= p ≥ 0 for n ≥ 1.
n

[ |] [ ( )]
∞ b
1 1 b =lim 1 1
Now, ∫ f ( x ) dx= lim ∫b →∞ 1 x
p
dx= lim
b→ ∞ (1− p)x
p−1
1 b → ∞ 1− p b p −1
−1 .
1

If p>1, then lim


b→∞ [ ( 1
1− p b
1
p−1 )]
−1 exists, and if 0< p< 1, then lim
1
b → ∞ 1− p b
1
p−1
−1
[ ( )] does
not exist.

Hence, ∫ f ( x ) dx converges if p>1, and diverges if p ≤1 . Therefore, the series
1

∑ n1p converges if p>1, and diverges if p ≤1.


n =1

∞ ∞
1 1
For example, the series∑ 1.001
converges; and the series∑ 0.999
diverges.
n =1 n n =1 n
Note: We should not inter from the integral test that the sum of the series is
equal tothe
value of the integral.
∞ ∞ ∞ ∞
1 π2 1
In fact∑ 2 = whereas∫ 2 dx=1. Therefore, in general,∑ an ≠∫ f ( x ) dx .
n =1 n 6 1 x n =1 1


Example: Determine whether the series ∑ l nn n converges or diverges.
n =1

lnx
Solution: The function f ( x )= is nonnegative and continuous for x ≥ 1. But it
x
is not
obvious whether f is decreasing or not. So we compute the derivative
' 1−l n x
f ( x)= 2 . Thus
x
f ' ( x ) <0 when x >e . It follows that f is decreasing when x >e . And so we apply
theintegral

18
test.

[ |] [ ]
∞ ∞ b 2 2
l nx lnx ( ln x ) b ( l n b)
∫ f (x )dx =¿=∫ x
dx=¿ lim ∫
b →∞ 1 x
= lim
b→ ∞ 2 1 b→∞
=lim
2
−0 =∞ ¿ ¿. Since the
1 1

∞ ∞
improper integral ∫ l nx x dxdiverges, then the series ∑ l nn n also diverges by
1 n =1

the integral test.



Example: Determine whether the series ∑ ne−n is convergent or divergent.
n =1

Solution:Let f ( x )=xe −x . We see that f is continuous, decreasing


&nonnegative for x ≥ 1.So we apply the integral test.Hence,
∞ b

∫ xe dx=¿ lim ∫ xe d x=lim [−e ( x +1 ) ] ¿ ¿.


−x

b →∞ 1
−x

b→∞
−x

[ ]

−( b+1 ) 2
⟹∫ xe dx=¿ lim
−x
b
+ ¿.
1 b→∞ e e
lim b+1
Since b →∞

e
b ( ∞∞ form) , we can use the L’Hopitals rule and we obtain

lim b+1 lim 1


=0.
b →∞ b →∞
b
= b
e e
∞ ∞
2
Therefore,∫ xe dx=¿ ¿ ∑ ne−n
−x
and so the series is convergent by integral
1 e n =1

test.
Exercise: Determine whether the given series are convergent or divergent
using integral test.
∞ 1
a) ∑ n l1nn ∞
c) ∑ e
n

n =1 2
n =1 n

∑ l n( )
∞ n+3 ∞
n ¿ 1
b) d) ∑ ( n+1 )
n =1
¿ n =1 √ ln ( n+ 1 )
b) COMPARISON TEST
∞ ∞
Theorem: Suppose that ∑ an∧¿ ∑ bn ¿are series with nonnegative terms.
n =1 n =1

19
∞ ∞
(i) If∑ bnconverges and0 ≤ an ≤ bn for all n ≥ 1, then ∑ anconverges, and
n =1 n =1

∞ ∞

∑ an ≤ ∑ bn.
n =1 n=1

∞ ∞
(ii) If ∑ bn diverges and 0 ≤ bn ≤ an for all n ≥ 1, then ∑ andiverges.
n =1 n =1

Example: Determine whether the following series are convergent or


divergent.
a) ∞
4

b) ∑ n c) ∑ √1n
∞ n =1 3 +1
∑ 2 n2 +43 n+1
n =1

n =1

Solution:
∞ ∞
3 3
a) Observe that 2
< 2 for all n ≥ 1and
2n + 4 n+1 2 n
∑ 23n2 = 32 ∑ n12 converges since
n =1 n=1

∑ n12 is a p-serieswith p=2> 1. Therefore, by comparison test theorem


n =1

∑ 2 n2 +43 n+1 converges.


n =1

b &c): Exercise
∞ 2
Example:Show that the series ∑ 3 sin
n!
n
converges.
n=0

2 ∞
3 sin n 3 1
Solution: Here we notice that ≤ for n ≥ 0. But we notice that∑
n! n! n=0 n !


3
converges. This means that∑ also converges. So by the comparison test
n=0 n!
the given series converges.

c) LIMIT COMPARISON TEST


∞ ∞
Theorem: Let ∑ an∧¿ ∑ bn ¿be two series of nonnegative terms. Suppose
n =1 n =1

lim an
=L, where L is a positive number.
n →∞
bn

20
∞ ∞
(i) If ∑ bn converges, then ∑ anconverges.
n =1 n =1

∞ ∞
(ii) If ∑ bn diverges, then ∑ andiverges.
n =1 n =1

Example: Test whether the following series are convergent or divergent.


∞ ∞
a) ∑ 3
4 n−3
b) ∑ 3 12
n =1 n −5 n−7 n =1 √ 8 n −5 n

Solution:

a) Let a n=
4 n−3
=
n 4−( 3n ) =
4−
3
n
. Now, take b n=
1
2 , then

( ) ( )
3
n −5 n−7 3 5 7 2 5 7 n
n 1− 2
− 3 n 1− 2
− 3
n n n n
3
lim an lim 4−
n ∞ ∞

∑ bn=∑ n12
n →∞ n→ ∞
= =4> 0 and is a convergent p-series (with p=2).
( )
bn 5 7
1− 2 − 3 n =1 n =1
n n

Hence, by the limit comparison test (i), the series ∑ n34−5n−3
n−7
converges.
n =1

b) Exercise
Exercise: Use the integral test, the comparison test or limit comparison test
to determine whether the series converges or diverges.
∞ ∞ ∞
1 1 n2−1
a) ∑ c) ∑ e) ∑ 3
n =1 ( n+1 )
2
n =1 √ n2 +1 n =1 n −n−1

∑ n2√−3
∞ ∞
1 1 n
b) ∑ d) ∑ f)
n =1 √ n +1
3
n =1 ( n−1 )( n−2 ) n =1

d) RATIO TEST

Theorem: Let ∑ an be a nonnegative series. Assume that a n ≠ 0for all n and
n =1

that
an+ 1
lim =r (possibly ∞ ).
n→∞ an

(a) If0 ≤ r <1, then ∑ anconverges.
n =1

21

(b) If r >1, then ∑ andiverges.
n =1

(c) Ifr =1, then from this test alone we cannot draw any conclusion about

the convergence or divergence of∑ an.
n =1


2n
Example: Show that the series∑ converges.
n =1 n!
n n+1
2 2
Solution: Let a n= . Then a n+1= .
n! (n+1) !
a n+1 2
n+1
n! 2
So, r =lim =lim . n =lim =0. Since r <1, the series converges.
n →∞ an n →∞ (n+1)! 2 n →∞ n+1


2n
Example: Show that the series ∑ 2 diverges.
n =1 n

Solution:Exercise

e) ROOT TEST

Theorem: Let∑ an be a nonnegative series and assume that
n =1

lim √ an=r (possibly ∞ ).


n

n→∞


(a) If 0 ≤ r <1, then ∑ an converges.
n =1


(b) If r >1, then ∑ an diverges.
n =1

(c) If r =1, then from this test alone we cannot draw any conclusion about

the convergence or divergence of ∑ an .
n =1

Example: Show that

( ) ( )
∞ n ∞
n ln n n
(a) ∑ converges (b) ∑ diverges
n=0 2 n+5 n =1 100
Solution:
(a) Taking the nth roots of the terms of the series, we get

22
√( )

n n n 1
=∑
n
r =lim = . Thus, the root test implies that the
n →∞ 2 n+5 n=1 2 n+5 2
seriesconverges.

√( )

ln n n ln n
=¿ ∑
n
(b) r =lim =∞ ¿. This implies that the series diverges by root
n →∞ 100 n=1 100

test.
Note:Ratio Test is likely to be effective when the factorials or powers appear
in the terms of the series, whereas Root Testis likely to be effective when
powers (and not factorials) appear in the terms of the series. So, Ratio test is
more frequently used than the Root Test.
Exercise: Determinewhether the given series are convergent or divergent.
∞ n +1 ∞ n 3 ∞ n
(−1) (−1) n
a) ∑ 2
n
b) ∑ 3
n
c) ∑ nn !
n =1 n =1 n =1

1.8. ALTERNATING SERIES AND ALTERNATING SERIES TEST


If the terms in a series are alternately positive and negative, we call the
series alternating
series. For example, the series
∞ ∞

∑ (−1 )n+1 3 n=3−9+27−81+⋯and∑ (−1 )n ( 21n ) ! =−1 1


+ −
1
2 24 720
+⋯
n =1 n =1

are alternating series.


Theorem: (Alternating series test)

If { an }n=1 be a decreasing sequence of positive numbers such that nlim


∞ a n=0.
→∞

∞ ∞
Then the alternating series ∑ (−1 ) a n and
n
∑ (−1 )n+1 an converge.
n =1 n =1

Example:Show that
∞ ∞
1 n 1
a) ∑ (−1 ) n+1

n
converges b) ∑ (−1 ) ln n
converges
n =1 n =1

Solution:

23
{}

1 1
(a) Since is a decreasing, nonnegative sequence and lim =0, the
n n=1 n→∞ n
series satisfies the hypothesis of the alternating series test. Hence, the

series ∑ (−1 )n+1 1n converges.
n =1

(b) Exercise

1.9. ABSOLUTE AND CONDITIONAL CONVERGENCE

∞ ∞
Theorem: If ∑|an| converges, then ∑ an converges.
n =1 n =1


Example:Show that ∑ sinn3n converges.
n =1

| |

sin n 1
Solution: Since
n3
≤ 3 forn ≥ 1, and since
n
∑ n13 converges (because it is a p
n =1

| |

sin n
-series with p=3 ), it follows that by the comparison test ∑ n
3 converges.
n =1

So, by the above theorem, the given series also converges.


Definition: Let ∑ an be a convergent series.
n =1

∞ ∞
(i) If ∑|an| converges, we say that the series ∑ an converges absolutely.
n =1 n =1

∞ ∞
(ii) If ∑|an| diverges, we say that the series ∑ an converges conditionally.
n =1 n =1


Examples:(i) The series ∑ sinn3n converges absolutely.
n =1


(ii) The series ∑ (−1 )n+1 1n converges conditionally.
n =1

Note: All convergent nonnegative term series converge absolutely.

24
1.10. GENERALIZED CONVERGENCE TEST


Theorem: Let ∑ an be a series.
n =1

(a) Generalized Comparison Test:


∞ ∞
If |an|≤|an| for n ≥ 1, and if ∑|bn| converges, then ∑ an converges (absolutely).
n =1 n =1

(b) Generalized Limit Comparison Test:

||
an ∞ ∞
If lim
n→∞ bn
= L , where L is a positive number, and if ∑|bn| converges, then∑ an
n =1 n =1

converges (absolutely).

(c) Generalized Ratio Test:

Suppose that a n ≠ 0 for n ≥ 1and that lim


n→∞ | |
an +1
an
=r ¿).


 If r <1, then ∑ an converges (absolutely)
n =1


 If r >1, then ∑ an diverges.
n =1

 If r =1, then from this test alone we cannot draw any conclusion about the
convergence of the series.

(d) Generalized Root Test:

Suppose that a n ≠ 0 for n ≥ 1 and that nlim


→∞
√n |an|¿ r ¿).

 If r <1, then ∑ an converges (absolutely).
n =1


 If r >1, then ∑ an diverges.
n =1

 If r =1, then from this test alone we cannot draw any conclusion about the
convergence of the series.

xn
Example:Show that∑
n =1 n

25
(i) Converges absolutely for|x|<1;
(ii) Converges conditionally for x=−1; and
(iii)Diverges for x=1 and for|x|>1.
Solution: If x=0 , then the series obviously converges.
If x ≠ 0 , then

| | |
an +1
| | |
n+1
x n n
lim =¿ lim = ¿ lim x =|x|¿ ¿.
n→∞ an n →∞ (n+1) x
n
n→ ∞ n+1
∞ n
Therefore, the generalized ratio test implies that the series ∑ xn converges
n =1

absolutely for|x|<1 and diverges for|x|>1.


∞ ∞
xn 1
For x=1, the series∑ becomes the harmonic series∑ which diverges.
n =1 n n =1 n


(−1 )n
For x=−1, the series becomes∑ which converges (alternating
n =1 n
series).Since

| |


(−1 )n ∞ 1 (−1 )n
∑ n
=∑ which diverges, we conclude that ∑ n converges
n =1 n=1 n n =1

conditionally.

x 2n +1
Example: Show that∑ (−1 )
n
.
n=0 2 n+1
(i) Converges absolutely for |x|<1;
(ii) Converges conditionally for |x|=1; and
(iii)Diverges for |x|>1.

26
CHAPTER-2: POWER SERIES

2.1. DEFINITION OF POWER SERIES AT ANY X 0and X 0=0.

A power series (about x 0 or centered at x 0 ¿is a series of the form


∑ c n (x−x 0)n=c 0+ c 1(x −x 0)+c 2 (x−x 0 )2+⋯ (1)


n=0

where x is a variable and the c n ' s are constants called the coefficient of the
series.
If x 0=0 , we obtain a power series (centered at 0 )

∑ c n x n=c 0 + c1 x+ c 2 x 2+ c 3 x 3 +⋯ (2)
n=0

∞ ∞
( x −3 )n ∞ x n ∞ (−1 )n x2 n
Example:∑ n! x , ∑ , ∑ , ∑ 2n
n
2 are power series.
n=0 n=1 n n=0 n ! n=0 2 ( n ! )

Note:Every power series defines a function whose domain is the collection of


those of x for which the power series converges.
Example: For what values of x the following series converges?
∞ ∞ n
a) ∑ n! x n c) ∑ nx !
n=0 n=0



( x−3 ) n
(−1 )n x 2n
b) ∑ d) ∑ 2 n 2
n =1 n n=0 2 ( n ! )

Solution:
a) Let a n=n ! x n. If x ≠ 0 , then

lim
n→∞ | |
an +1
an
=lim ( n+1 )| x|=∞ .
n →∞

By the generalized ratio test, the series diverges when x ≠ 0 . Thus the given
series converges only when x=0 .

27
( x −3 )n
b) Let a n= . Then
n

lim
n→∞ | | |
an +1
an
=lim
n →∞
n
n+1 |
( x −3) ¿|x−3|.

By the generalized ratio test, the given series is absolutely convergent (and
therefore convergent) when |x−3|<1 and divergent when |x−3|>1.
Now, |x−3|<1 ⟺2< x< 4 , so the series converges when 2< x <4 and diverges
when x <2 or x >4 .
The ratio test gives no information when |x−3|=1, so we must consider x=2
and x=4 separately.

If x=4, the series becomes ∑ 1n which is divergent. If x=2, the series is
n =1

∑ (−1 )n 1n which converges. Thus the given power series converges for 2 ≤ x < 4.
n =1

2.2. CONVERGENCE AND DIVERGENCE, RADIUS AND INTERVAL OF


CONVERGENCE


Theorem: For a given power series ∑ c n ( x−x 0 ) n, there are only three
n=0

possibilities:
(i) The series converges only when x=x 0;
(ii) The series converges for all x ;
(iii) There is a positive number R such that the series
converges if |x−x 0|< R and diverges if |x−x 0|> R .
The number R in case (iii) is called the radius of convergence of the power
series.By convention, the radius of convergence R=0 in case (i) and R=∞ in
case (ii).
The interval of convergence of a power series is the interval that consists
of all values of x
for which the series converges. In case (i) the interval consists of just a single
point x 0; in case

28
(ii)the interval is(−∞ , ∞ ), and in case (iii) the interval is one of ( x 0−R , x 0 + R ),
¿.
Remark: When x=x 0 ± R , anything can happen- the series might converge at
one or both
endpoints, or it might diverge at both endpoint.
Example: We summarize here the radius and interval of convergence for
each of the
examples already considered as follows.
Power Series Radius of Interval of
Convergence convergence

R=1 (−1 , 1 )
∑ xn
n=0


R=0 [ 0 , 0 ] = {0 }
∑ n! x n
n=0


( x−3 )n R=1 [2, 4)
∑ n
n =1


(−1 )n 2 n R=∞ (−∞ , ∞ )=R
∑ 2n 2 x
n=0 2 ( n! )

In general, the Ratio Test (or sometimes the Root Test) should be used to
determine the radius of convergence R .
The Ratio Test and Root Test always fail when x is an endpoint of the interval
of convergence. So, the endpoint must be checked with some other test.
Example: Find the radius of convergence and interval of convergence of the
following series

(−3 )n x n ∞
n(x +2)
n
a) ∑ b) ∑
n=0 √ n+1 n =1 3n+1
Solution:
(−3 )n x n
a) Let a n= . Then
√n+1

29
lim
n→∞ | | |
an +1
an
=lim
n →∞
(−3 )n+1 xn +1 √n+1
| | √ |
√n+ 2 (−3 ) x n→ ∞
n n
¿ lim −3 x
n+ 1
n+ 2
=3|x| .

By the generalized ratio test, the given series converges if 3|x|<1 and
1 1
divergesif 3|x|>1. Thus it converges |x|< and diverges if |x|> . Thus the
3 3
1
radius of convergence is R= . This implies that the series converges in the
3

interval ( −13 , 13 ). But we must now test for convergence at the endpoint of the
interval.

( )
n
n −1
−1 ∞ ( −3 ) ∞
If x= , the series becomes 3 1 which diverges (observe
3 ∑ √ n+1 =∑ √ n+1
n=0 n=0

1
that it is a p-series with p= <1 or use integral test).
2

()
n
n 1
1 ∞ ( −3 ) ∞ −1 1
If x= , the series is 3 (−1 )n which converges when < x ≤ . So,
3 ∑ √ n+1 =∑ √n+1 3 3
n=0 n=0

the interval of convergence is ( −1 1


]
, .
3 3

n
n( x +2)
b) Let a n= . Then
3 n+1

lim
n→∞ | | |
an +1
an
=lim
n →∞ n 3
¿ |
n+1 (x +2) | x+2|
3
.

|x +2|
By the generalized ratio test, the given series converges if <1 and
3
|x +2|
diverges if >1. So, it converges |x +2|<3 and diverges if |x +2|>3 . Thus the
3
radius of convergence is R=3. The inequality |x +2|<3 can be written as
−5< x <1. So, we test the series at the endpoints −5 and 1.

30
∞ n ∞
n (−3 ) 1
When x=−5 , the series is∑ n+1 = ∑ n (−1 ) which diverges by divergence
n

n=0 3 3 n=0
n
test (nlim (−1 ) n ≠0 ).
→∞

∞ n ∞
n ( 3)
When x=1, the series is ∑ 3 n+1 = 13 ∑ n which also diverges by divergence
n=0 n=0

test. Thus the series converges only when when −5< x <1. So, the interval of
convergence is (−5 , 1 ).
Exercise: Find the radius of convergence and interval of convergence of the
series
∞ ∞ n ∞ n 2 n
xn ( x−2) (−1) n x
a) ∑ n
d) ∑ n 2+1 f) ∑ 2n
n =1 n=0 n =1

∞ n ∞ n n ∞
(−1) x
b) ∑ nx ! e) ∑ n+ 1 g) ∑ n! (2 x−1)n
n=0 n=0 n=0

∞ n n
3 (x + 4)
c) ∑ √n
n =1

2.3. REPRESENTATIONS OF FUNCTIONS AS POWER SERIES

Here we represent certain types of functions as sums of power series by


manipulating geometric series or by differentiating or integrating such a
series.

Since ∑ x n =1+ x+ x 2 + x 3+ ⋯ is a geometric series with r =x and G1=1 , then
n=0


1
∑ x n =1+ x+ x 2 + x 3+ ⋯= 1−x when |x|<1. (*)
n=0


1
Therefore, the function f ( x )= is expressed as a sum of a power series ∑ x n
1−x n=0

when |x|<1.
1
Example:Express as the sum of a power series.
1+ x
Solution: Replacing x by −x in equation (*), we have
∞ ∞
1 1
=∑ (−x ) =∑ (−1 ) x n =¿ 1−x+ x2 −x3 + …¿ .
n n
=
1+ x 1−(−x ) n=0 n=0

31

1
=∑ (−1 ) x n.
n
Therefore,
1+ x n=0
1
Example: Express 2 as the sum of a power series and find the interval of
1+ x
convergence.
Solution: Replacing x by - x 2 in equation (*), we have
∞ ∞
1 1 2 n
= = ∑
1+ x 1−(−x ) n=0
2 2
( −x ) =∑ (−1 )n x2 n =1−x 2+ x 4−x 6 +⋯.
n=0

Since this is a geometric series with r =−x 2 and G1=1, it converges when
|−x 2|<1 ¿).
Therefore, the interval of convergence is (−1 , 1 ).
Example: Find a power series representation and interval of convergence
forthe series
1
a)
x+2
3
x
x+2
Solution:
a) To put this function in the form of equation (*), we first factor 2 from the
denominator

( )
∞ ∞ n
1 1 11 −x n (−1 )
= = = ∑ =∑ n+1 x n
x+2
( ) ( ( ))
2 1+
x
2
2 1−
−x
2
2 n=0 2 n=0 2 .

This series converges when |−x2 |< 1i.e., |x|<2. So the interval of convergence is
(−2 , 2 ) .
∞ n ∞ n ∞ n−1
x3 1 (−1 ) (−1 ) (−1 )
b) =x 3 =x 3 ∑ n+1 x n =∑ n+1 x n+3=∑ n−2 x n.
x+2 x +2 n =0 2 n=0 2 n=3 2
1 3 1 3 1 3 1 3
¿ x − x + x − x + …. So the interval of convergence is (−2 , 2 )
2 4 8 16

2.4. DIFFERENTIATION AND INTEGRATION OF POWER SERIES

32

The sum of a power series is a function f ( x )=∑ c n ( x− x0 ) whose domain is the
n

n=1

interval of convergence of the series. We would like to differentiate and


integrate such functions, and the following theorem says that we can do so
differentiating or integrating each individual term in the series. This is called
term-by-term differentiation and integration.

Theorem: (Differentiation and integration theorem for Power Series)



If the power series ∑ c n ( x−x 0 ) n has radius of convergence R>0 , then the
n=0


f ( x )=c 0+ c 1 ( x−x 0 ) + c2 ( x−x 0 ) +…=∑ c n ( x−x 0 )
2 n
function f defined by is
n=0

differentiable (and therefore continuous) on the interval ( x 0−R , x 0 + R ) and



(i) f ( x )=c 1 +2 c 2 ( x−x 0 ) +3 c3 ( x−x 0 ) +…=∑ n c n ( x−x 0 )
' 2 n−1

n=1

n +1

(ii) ∫ f ( x ) dx=c+ c 0 ( x−x 0 ) + c 1
( x−x 0 )
2
( x −x0 )
3 ∞
( ( x−x 0 ) )
+ c2 +…=c + ∑ c n .
❑ 2 3 n=0 n+1
The radii of convergence of the power series in equation (i) and (ii) are both
R.
Note:
1) Equations (i) and (ii) in the above theorem can be rewritten in the form

[∑ ]
∞ ∞
d d
(iii)
dx n=0
c n ( x−x 0 ) =∑
n

n=0 dx
[ cn ( x−x 0 )n ]

[ ]
❑ ∞ ∞ ❑
(iv) ∫ ∑ c n ( x−x 0 )n dx=∑ ∫ c n ( x−x 0 )n dx .
❑ n=0 n=0 ❑

2) The radius of convergence remains the same when a power series is


differentiated or integrated, this does not mean that the interval of
convergence remains the same. It may happen that the original series
converges at an endpoint, whereas the differentiated series diverges
there.
1
Example: Express as the sum of a power series
( 1−x )2

33

1
Solution: We know that =1+ x+ x 2 + x 3 +⋯=∑ x n
1−x n=0

Differentiating each side of the equation, we have



1
2
=1+ 2 x +3 x 2+⋯=∑ nx n−1
( 1−x ) n=1


1
2 ∑
n
We can replace n by n+1 and write the answer as = ( n+1 ) x
( 1−x ) n=0

d   xn   xn
    e x
dx  n 0 n !  n 0 n !
Example –8: Show that
xn
 n! x
Solution: The series converges for all . The Differentiation Theorem

nx n  1
 n!
tells us that n 1
converges as well and that

d  x n   nx n  1  x n  1 
xn
     
dx  n !  n 1 n ! n 1 n  1! n 0 n ! .

We see that f ( x )=f ' ( x ) for all real values of x . The function f satisfies the
❑ ❑
dy dy 1
differential equation = y ⟹ =dx ⟹∫ dy=∫ dx
dx y ❑ y ❑
x+C 1 x x c1
⟹ lny =x+ C1 ⟹ y =e =Ce ∴ y=Ce where C=e

xn
From f ( x )=∑ , we see that f ( 0 )=1
n=0 n !

[Remember that we take x °=1 even when x=0 for convenience in writing the
general term]
x
∴ f ( x )=Ce andf ( 0 )=1 ⟹C=1 i.e. f ( x )=e x and we have the desired result.

xn x 2 x3
∴ e x =∑ =1+ x + + +⋯ ∀ x
n=0 n! 2! 3 !

(−1 )n x n x2 x3
Moreover, e =∑
−x
=1−x + −¿ +⋯ ¿ for all real values of x
n=0 n! 2! 3!
The radius of convergence is the same as the original series. i.e. R = 1.

34
Theorem-3: (Integration Theorem for Power Series)

C n ( x  x0 ) n
Let n 0 be a power series with radius of convergence R  0.

cn
 n 1 (x  x0 ) n 1
Then n 0 has the same radius of convergence, and
x   n

cn 
 xC (t  t ) n dt  for x  R.
0     0 n 0 
n 1
 c n (t  t 0 )  dt  ( x  x 0 ) 
n 0  n 0 n  1 n 0 


ln 1  x   
 1 n x n 1    1n  1 x n
n 1
 n
for x  1.
Example –9: Show that n 0 n 1


1
 x n for x  1
Solution: 1  x n 0
n
1
x   1 t n
1 t for t  1.
Replacing by – t in this equation, we obtain

 ln 1  x  
x 1 x
dt    1 t n dt 
n  1 x n 1 for x  1.
 
n

0 1 t 0 n 1
x 2 x3 x 4
ln 1  x   x    
Hence 2 3 4

arc tan x 

 1n x 2 n1 for x 
Example –10: Show that n 0 2n  1 1.

t  1, then t 2  1.
Solution: If Therefore since we have

1
2
   1n t 2 n for t  1.
1 t n 0

Then the Integration Theorem yields

1 x x 
 n 2n 

 1 x 2 n1 for x  1. n
arctan x  
0 1 t2
dt  0  

n 0
 1 t 

dt  
n 0 2 n  1

35
x3 x5 x7
arctan x  x    
3 5 7
In expanded form the power Series

Remark: The radius of convergence remains the same when a power series

is differentiated or integrated, this does not mean that the interval of

convergence remains the same. It may happen that the original series

converges at an endpoint, whereas the differentiated series diverges there.

Exercise-3: 1. Express the following functions as the sum of a power series.

( 1−x ) ( 1−x )
2
1 x 1 1+ x
a. b. c.ln d.ln
( 1+ x )2 ( 1+ x )3
x
e −1−x
2. Find a power series expansion for 2 and use it to
x
x
e −1−x
evaluate lim 2 .
x⟶ 0 x
3. Evaluate the following indefinite integral as a power series.
❑ x x ❑ −1
a. ∫ e −1
x
dx b. ∫ x−tan
x
3
x
dx
❑ ❑

2.1. Taylor Series, Taylor Polynomial and Application

Let f be the function defined by



f ( x )=∑ Cn ( x−x 0 ) =C0 +C 1 ( x−x 0 ) +C 2 ( x−x 0 ) +⋯+C n ( x−x 0 ) +⋯( 1)
n 2 n

n=0

where |x−a|< R .
Let’s try to determine what the coefficients C n must be in terms of function f
.

36
If we put x=x 0 in equation (1), f ( x 0 ) =C 0
Successive differentiation of the function in (1) and substitute of x=x 0 in
equation gives.
f ( x )=C 1+ 2C 2 ( x −x 0) + 3C 3 ( x−x 0 ) +⋯;| x−x 0|< R ⟹ f ' ( x 0 )=C 1
' 2

f ( x )=2C 2 +6 C 3 ( x−x 0 ) +12 ( x−x 0 ) +⋯ ,|x−x 0|< R ⟹ f ( x 0 ) =2C 2=2 ! C 2


'' 2 ''

f ( x )=6C 3 +24 ( x− x0 ) + 60C 5 ( x−x 0 ) +⋯ ,|x −x 0|< R ⟹ f ( x 0 )=6 C 3=3 ! C3


'' ' 2 ' ''

If we continue to differentiate and substitute x=x 0, we obtain f (n )(a)=n ! C n


Solving this equation for the nth coefficient C n , we get
( n)
f ( x0 )
C n= . . . (*)
n!
(*) is valid even for n ,=0 as 0 !=1∧f (0 )=f
Theorem-4: If f has a power series representation (expansion) at a, that is,

if f ( x )=∑ Cn ( x−x 0 ) ,|x−x 0|< R then its coefficients are given by the
n

n=0

( n)
f ( x0 )
formula C n= ∧¿
n!
(n )

f ( x0) '
f ( x0)
''
f ( x0)
f ( x )=∑ n
( x−x 0 ) = f ( x 0 ) + 2
( x−x 0 ) + 2! ( x− x0 ) +¿
n=0 n! 1!
''' ( n)
f ( x0) f ( x0 )
( x−x 0 ) 3 ⋯+ n
( x−x 0 ) +⋯
3! n!
and this series is called the Taylor Series of the function fat x 0 (or about x 0 or
centered at x 0).
For the special case x 0=0 , the Taylor series becomes
(n )

f ( x0 ) n '
f❑(0 )
'' '' '
f❑(0 ) 2 f❑ (0 ) 3
( )
f ❑n ( 0 ) n
f ( x )=∑ x =f ( 0 )+ x+ x+ x +⋯+ x +⋯
n=0 n! 1! 2! 3! n!
a nd this series is called the Maclaurin Series.

2.1.1. Polynomial Approximation


Define a polynomial Pn of degree (at most n) by the formula

37
' '' ' '' ( n)
f ( x0 ) f ( x0 ) f ( x0 ) f ( x0 )
Pn=f ( x 0 ) + ( x−x 0 ) + ( x−x 0 )2 + ( x−x 0 )3 ⋯+ ( x−x 0 )n
1! 2! 3! n!
(k )
n
f ( x0 )
= ∑ k!
( x−x 0 )k
k=0

This polynomial Pn is called the nth Taylor polynomial of f at x 0 .


It is possible to measure the accuracy of this polynomial approximation.

( k)
n
f ( x0)
Given f ( x ) , x0 andn .Let r n ( x )=f ( x )−P n ( x )=f ( x )−∑ ( x−x 0 )
k

k=0 k!

= remainder (error) made in


approximating f ( x ) by P n ( x ).

Construct the Taylor polynomial for f x  e x about x 0.


Example –11:

Then determine a. Pn (1) and b. P5 (1)

Solution: f x  e , f ' x  e , f ' ' x  e and f


3  (n)
x x x
e x and f e x for all n.

' '' ' '' (n )


f ( 0) f ( 0) 2 f ( 0) 3 f (0 ) n
Thus, Pn (x )=f ( x 0 ) + x+ x+ x ⋯+ x
1! 2! 3! n!

x2 x3 x4 xn n
1 x   
2 ! 3! 4 !
  ∑
n ! = k=0
❑❑
=

1 1 1 1 n
Pn ( 1 )=¿ 1  1     
As a result, 2 ! 3! 4! n! = ∑
k=0
❑❑

163
n=5 , weotain¿ P5 ( 1 )=¿ ≈ 2.71667
For = 60

We expect Pn ( x ) to approximate f ( x ) . Since the value of f ( 1 ) =e is 2.71828


(accurate to six digits) and since ¿ P5 ( 1 ) ≈ 2.71667 . We find that ¿ P5 ( 1 )
approximates e with an error of about 0.00161

38
π
Example –12:Find the Taylor polynomial of degree 5 for f ( x )=cos x at x 0= .
2

f ( x )=cosx ⟹ f ( π2 )=0, f ' ( x)=−sinx ⟹ f ' ( π2 )=−1


f '' ( x )=−cos x ⟹ f ' ' ( π2 )=0 f ( x )=sin x ⟹ f ( π2 )=1
' '' '' '

f (4 ) ( x ) =cos x ⟹ f (4 ) ( π2 )=0 f ( x )=−sin x ⟹ f ( π2 )=−1


(5 ) (5 )

( )
3 5
π 1 π −1 π
Therefore, ¿ P5 ( x ) =0+ (−1 ) x− +0+ (x− ) +0+ (x− )
2 3! 2 5! 2

( )
3 5
π 1 π −1 π
= − x− + (x− ) + (x− )
2 3! 2 5! 2

Theorem-5: (Taylor’s Inequality)

If on some interval I containing x 0 ,|f (n+1) (x )|≤ M for some constant M, then

M
|r n ( x )|≤ ( n+1 ) ! | x−x 0|
n+1
for all x in I .

Note: If lim r n ( x )=0 , then the Taylor series of the function f converges to
x→ ∞

Pn ( x ) .

Example -13: Find the Maclaurin series for f ( x )=sin x and prove that it
represents for all x

Solution: f ( x )=sin⟹ f ( 0 )=0 , f ' ( x )=cos x ⟹ f ' ( 0 )=1


'' '' ' ' ' ' (0 )
f ( x )=−sin x ⟹ f ' ' ( 0 )=0 f ( x )=−cos x ⟹ f =−1
(4 ) (4 )
f ( x ) =si n x ⟹ f ( 0 )=0
Since the derivatives repeat in a cycle of four, we can write the Maclaurin
series as follows.
(4 )
f ' ( 0) f ' ' ( 0 ) 2 f ' ' ' ( 0 ) 3 f (0 ) 4 x3 x5 x7
f ( 0 )+ x+ x + x+ x +⋯=x− + − =¿
1! 2! 3! 4! 3! 5! 7!

39
sin x  x 
x3 x5 x7
    

 1 x 2 n 1 n

3! 5! 7! n 0 2n  1!

Hence

Since f (n+ 1) ( x )=± sinxor ± cosx , we have |f (n +1) (x)|≤ 1, for all x . i.e. M =1

n+1
M | x|
Hence, |r n ( x )|≤
n+1
| x| =
( n+1 ) ! ( n+1 ) !

n+1
|x|
But If lim |r n ( x )|= lim =0.
x→ ∞ x →∞ ( n+ 1 ) !

It follows from the sandwich theorem that lim


x→ ∞
|r n ( x )|=0 and therefore,

li m r n ( x )=0 for all values of x .


x→∞

Therefore, sinx is equal to the sum of its Maclaurin series. That is, for all x

sin x  x 
x3 x5 x7
    

 1 x 2 n 1 n

3! 5! 7! n 0 2n  1!

cos x 1 
x2 x4 x6
    

 1 x 2 n n

x
Similarly 2 ! 4 ! 6 ! n 0 2 n ! for all

Example-14: Find the Maclaurin series for f ( x )= (1+ x )k wherek is any real
number and|x|<1.
Solution: f ( x )= (1+ x )k ⟹ f ( 0 ) =1
' k−1
f ( x )=k ( 1+ x ) ⟹ f ' ( 0 )=k
'' k−2 ( )
f ( x )=k ( k −1 )( x + x ) ⟹ f ' ' 0 =k ( k−1 )
'' ' k −3 '''
f ( x )=k ( k−1 ) ( k −2 ) (1+ x ) ⟹ f ( 0 ) =k ( k−1 )( k −2 )
n ❑
f ( 0 )=k ( k −1 ) ( k−2 ) ⋯ ( k−n+1 )
∞ n ∞
f (0 ) n k ( k −1 ) ⋯ ( k −n+1 ) n
Thus, the Maclaurin series of f ( x )= (1+ x )k is ∑ n!
x =∑
n!
x
n=0 n=0

40
∞ ∞
k ( k −1 ) ⋯ ( k−n+1 ) n
Hence, ( 1+ x ) =∑
n=0
k

n! n=0 n
()
x =∑ k x n and it is called Binomial series.

If its nth term is a n, then

| |
k ( k−1 ) . . . ( k−( n−1 ) ) (k−n) x n+1❑
∗❑n !
If
lim
x→ ∞ | |
a n+1
an
=lim
x→ ∞
( n+1 ) !
k ( k −1 ) .. . ( k −( n−1 ) ) x n

| |
k
−1
= lim |
k −n
x→ ∞ n+1
x =lim
x→∞
n
1+
|
1
x =|x|
n

Thus, by the generalized ratio test, the binomial series converges if |x|<1 and
diverges |x|>1.
Theorem-6(Binomial series): If k is any real number and |x|<1, then
∞ 2 3
k ( k −1 ) x ❑ k ( k −1 ) (k −3)x ❑
k
()
( 1+ x ) =∑ k x n=1+kx +
n=0 n 2!
+
3!
+. . .

Example-15: a.

1/2 x n=1+ 1 x + 2 2
x ( )( ) ( )( )( )
1 −1 2 1 −1 −3 3
2 2 2
x
( 1+ x )1/ 2=∑
n=0
( )
n 2 2!
+
3!
+. . .

()
1 /2
∞ 1
b. ( 1−x ) =∑ 2 (−1 ) x
2 n 2n

n=0
n

( )( ) ( )( )( )
6
1 −1 4 1 −1 −3
x x
1 2 2 2 2 2 2
¿ 1− x + + +. . .
2 2! 3!
1
Example-16: Find the Maclaurin series for the function f ( x )= and its
√ 4−1
radius of convergence.

( )
−1
1 1 1 x
= = 1− 2

Solution: √ 4−1
√(
2 4
4 1−
x
4 )
−1 −x
Using the binomial series with k = and with x replaced by we have
2 4

41
( )(
−1
( ) )
−1 ∞ n
1 1 x 1 −x
= 1−
√ 4−1 2 4
2
= ∑
2 n=0
2
4
n
=

[ ( )( ) ( )( )( ) ( )( )( ) . . . ( −(n−1) )
]
−1 −3 −1 −3 −5 −1 −3 −5 −1
1 +(
2 )( 4 ) (4) (4) ( −x4 ) + .. .
2 3 n
1 −1 − x 2 2 −x 2 2 2 −x 2 2 2 2
+ + +
2 2! 3! n!

=
1
2[ 1
1+ x +
8
1∗3 2 1∗3∗5 3 1∗3∗5∗.. .(2 n−1) n
2! 8 2
x+
3! 83
x +
n! 8n
x +. . .
]
From the binomial series, the series converges when |−x4 |< 1. i.e |x|< 4
Thus, the radius of convergence is R=4
Example-17: a. Approximate the function f ( x )= √3 x by a Taylor polynomial
of degree 2 at x 0=8.
b, How accurate is this approximation when 7 ≤ x ≤ 9 ? (Use Taylor’s
inequality).
1
Solution: a. f ( x )= √3 x=x 3 ⟹ f ( 8 )=2
−2
1 1
f ' ( x )= x 3
⟹ f ' ( 8 )=
3 12
−5
'' −2 3 −1
f ( x )= x ⟹ f '' ( 8 )=
9 144
Thus, the second degree Taylor polynomial is
' ''
f (8 ) f (8)
P2 (x )=f ( 8 )+ (x−8)+ (x −8)2
1! 2!
1 1 2
= 2+ ( x−8 ) − (x−8)
12 288
Hence, the desired approximation is
1 1
√3 x ≈ P2 ( x )=2+ ( x−8 )− (x−8)
2
12 288
b, Using the Taylor’s inequality with n=2 and x 0=8 , we have
M
|r 2 ( x )|≤ 3 ! |x−8|
3
where |f ' '' ( x )|≤ M

42
8 8
8 8 10 10
Since x ≥ 7 , we have x 3 ≥ 7 3 and so f '' ' ( x )= x 3 ≤ 7 3 <0.0021
27 27
Hence, take M =0.0021
Also 7 ≤ x ≤ 9 iff −1 ≤ x−8≤ 1 iff | x−8|≤ 1
Then the Taylor inequality gives
M 0.0021 3 0.0021
|r 2 ( x )|≤ 3 ! |x−8| =
3
|x−8| ≤ ∗1<0.0004
6 6
Thus, if 7 ≤ x ≤ 9 ,then approximation in part (a) is accurate to within 0.0004.
Exercise-4:
1. Find the Maclaurin Series for f(x) and find the associated radius
of convergence.

a. f (x)=xe x b. f ( x )=ln ⁡(1+ x ) c. f ( x )=Coshx

2. Find the Taylor Series for f(x) centered at the given values

1 1
a. f ( x )= ; x 0=4 b. f ( x )= ; x 0=1
√x x
2

3. i. Approximate f by a Taylor polynomial with degree n at the number x 0.

ii. Use Taylor in equality to estimate the accuracy of the approximation


f (x)≈ Pn (x) when

x lies in the given interval.


2

a. f ( x )=e x ; x 0=0 , n=3 0 ≤ x ≤ 0.5


b. f ( x )=x ln x ; x 0=0 , n=3 0.5 ≤ x ≤ 1.5

43

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