LectureNote (Chap10)
LectureNote (Chap10)
ln n
Example 6. Calculate lim .
n→∞ n
ln x ln n 1/x
(sol)Let f (x) = . Then = f (n) and lim f (x) = lim =
x n x→∞ x→∞ 1
ln n
0 ∴ lim =0
n→∞ n
Chapter 10. Sequences, Series, and Power Series 2
Squeeze Theorem
an ≤ bn ≤ cn for n ≥ n0 & lim an = lim cn = L ⇒ lim bn = L
n→∞ n→∞ n→∞
(−1)n
Example 8. Evaluate lim if it exists.
n→∞ n
(sol)
Chapter 10. Sequences, Series, and Power Series 3
n!
Example 10. Discuss the convergence of the sequence an = n .
n
1 × 2 × 3 × ··· × n 1 2 3 n
(sol) Let an = = · ··· . Then, 0 < an ≤
n × n × n × ··· × n n n n n
1 1
& lim = 0,
n n→∞ n
Note : {rn} is convergent if −1 < r ≤ 1 and divergent for all other values.
Chapter 10. Sequences, Series, and Power Series 4
n
Example 13. Show that an = is decreasing.
n2 + 1
(sol1)
n+1 n
an+1 < an ⇔ <
(n + 1)2 + 1 n2 + 1
⇔ (n + 1)(n2 + 1) < n[(n + 1)2 + 1]
⇔ 1 < n2 + n.
Since n ≥ 1, the inequality n2 + n > 1 is true. ∴ an+1 < an
x 0 1 − x2
(sol2)Consider f (x) = 2 . Then f (x) = 2 2
< 0 if x2 > 1.
x +1 (x + 1)
Thus f is decreasing on (1, ∞) and so f (n) > f (n + 1).
Chapter 10. Sequences, Series, and Power Series 5
Definition
{an} is bounded above if ∃ M such that an ≤ M, ∀n ≥ 1
{an} is bounded below if ∃ m such that m ≤ an, ∀n ≥ 1
{an} is a bounded (sequence) if it is bounded above and below.
1 1
• S = {1, , , ···} ⇒ b = 1
2 3
1
• S = {2 − | n = 1, 2, 3, · · · } ⇒ b = 2
n
Chapter 10. Sequences, Series, and Power Series 6
Note :
1 Not every bounded sequence not convergent (e.g., an = (−1)n).
2 Not every monotonic sequence is convergent (e.g., an = n).
§10.2 Series
∞
X
Definition A series an = a1 +a2 +· · · is convergent if for the partial
n=1
n
X
sum sn = ai = a1 + a2 + · · · + an, the sequence {sn} is convergent.
i=1
Moreover, if lim sn = s then s is called the sum of the series.
n→∞
∞
X
Example a + ar + ar2 + · · · + arn−1 + · · · = arn−1, a 6= 0 is
n=1
a geometric series.
a(1 − rn) a
If |r| < 1, then lim sn = lim = .
n→∞ n→∞ 1−r 1−r
If | r | ≥ 1, then the geometric series is divergent.
∞ ∞ n−1
X X 4
Example 4. 22n · 31−n = 4· is divergent.
n=1 n=1
3
Chapter 10. Sequences, Series, and Power Series 9
∞
X 1 1 1
Example 8. Show that the harmonic series. =1+ + + · · · is
n=1
n 2 3
divergent.
(sol)
1 1 1 1 1
S1 = 1 S2 = 1 + S4 > 1 + + + =1+
2 2 4 4 2
1 1 1 1 1 1 1 3
S8 > 1 + + + + + + + =1+
2 4 4 8 8 8 8 2
...
n
S2n > 1 +
2
This show that S2n → ∞ as n → ∞. So {sn} is divergent. ∴ Harmonic
series is divergent.
∞
X
Theorem If the series an is convergent, then lim an = 0.
n→∞
n=1
(Proof)
Chapter 10. Sequences, Series, and Power Series 10
P P
Theorem If an and bn are convergent series, then so are the series
P P
can (where c is a constant), and (an ± bn), and
X∞ X∞ ∞
X X∞ X∞
(i) can = c an (ii) (an ± bn) = an ± bn
n=1 n=1 n=1 n=1 n=1
Chapter 10. Sequences, Series, and Power Series 11
∞ Z ∞ ∞
X 1 1 1
2
< 1 + 2
dx = 1 + − =2
n=1
n 1 x x 1
Chapter 10. Sequences, Series, and Power Series 12
∞
X 1 1 1 1
• The series √ = √ + √ + √ + · · · is divergent.
n=1
n 1 2 3
∞ Z ∞
X 1 1
√ > √ dx = ∞
n=1
n 1 x
Chapter 10. Sequences, Series, and Power Series 13
∞
X 1
The p-series p
is convergent if p > 1 and divergent if p ≤ 1.
n=1
n
X 5
∴ is convergent by C.T.
2n2 + 4n + 3
Chapter 10. Sequences, Series, and Power Series 18
an
Limit Comparison Test If an > 0, bn > 0 and lim = c > 0,
P P n→∞ b n
then either both an and bn are convergent or divergent.
an
(Proof) m < c < M ⇒ m < < M for sufficiently large n
bn
⇒ mbn < an < M bn
X X
∴ bn converges ⇒ an converges
X X
bn diverges ⇒ an diverges
X 2n2 + 3n
Example 4. √
5 + n5
2n2 + 3n 2n2 2
(sol)Let an = √ and bn = √ = 1/2
5 + n5 n5 n
an X X 1 1
lim =1 & bn = 2 is divergent. (∵ p = < 1)
n→∞ bn n1/2 2
P
∴ an is divergent by the L.C.T.
Chapter 10. Sequences, Series, and Power Series 19
∞
X (−1)n+1n2
Example 3.
n=1
n3 + 1
(sol)
Chapter 10. Sequences, Series, and Power Series 22
Estimating Sums
Definition
P P
• an is absolutely convergent if | an| is convergent.
P
• an is conditionally convergent if it is convergent but not absolutely
convergent.
P
Theorem If a series an is absolutely convergent, then it is convergent.
an+1 an+1 X
(ii) lim = L > 1 or lim =∞⇒ an is divergent.
n→∞ an n→∞ an
an+1
(iii) lim = 1 ⇒ the Ratio Test is inconclusive.
n→∞ an
3
nn
X
Example 1. (−1) n
3
3
n
(sol) Let an = (−1)n n
3
3
an+1 1 n+1 1
= −→ <1 ∴ absolutely convergent.
an 3 n 3
Chapter 10. Sequences, Series, and Power Series 25
X 2n + 3 n
Example 4.
3n + 2
n
2n + 3
(sol)Let an = .
3n + 2
p
n 2n + 3 2
|an| = −→ < 1 ∴ absolutely convergent.
3n + 2 3
P
(X) Note : If an is absolutely convergent with sum s, then any re-
P
arrangement of an has the same sum s. However, any conditionally
convergent series can be rearranged to give a different sum.
Chapter 10. Sequences, Series, and Power Series 26
∞
X
Theorem For cn(x − a)n, there are only 3 possibilities:
n=0
1 1
• 2
= 2
= 1 + (−x2) + (−x2)2 + · · · = 1 − x2 + x4 − x6 + · · ·
1+x 1 − (−x )
X∞
= (−1)nx2n, | − x2 | < 1 ⇔ | x | < 1
n=0
x3 3
1 x x x 2
• = x3 x
= 1+ − + − + ···
x+2 2 1 − −2 2 2 2
∞
x3 x4 x5 X (−1)n n+3 x
= − 2 + 3 + −··· = n+1
x , − < 1 ⇔ |x| < 2
2 2 2 n=0
2 2
Chapter 10. Sequences, Series, and Power Series 30
Example 5. Find a power series representation for ln(1 + x) and its radius
of convergence.
(sol)
0 −1 2 x2 x3
[ln(1−x)] = = −1−x−x −· · · ⇒ ln(1−x) = C−x− − −· · ·
1−x 2 3
Since x = 0 ⇒ 0 = C
x2 x3
∴ ln(1 − x) = −x − − − · · · |x| < 1
2 3
Note
∞
1 1 1 1 X 1
x= ⇒ ln 2 = + + + ··· = n
.
2 2 8 24 n=1
n2
Chapter 10. Sequences, Series, and Power Series 32
Z
1
Example 7.(a) Evaluate 7
dx as a power series.
Z 0.5 1 + x
1
(b) Approximate 7
dx correct to within 10−7.
0 1+x
1
(sol) (a) Since 7
= 1 − x7 + x14 − x21 + · · · .
1+x
x8 x15 x22
Z
1
7
dx = C + x − + − + − · · · , | − x7| < 1 ⇒ |x| < 1
1+x 8 15 22
(b)
Z 0.5 1/2
x8 x15 x22
1
dx =x− + − + −···
0 1 + x7 8 15 22 0
1 1 1 1 (−1)n−1
= − + − + ··· + + ···
2 8 · 28 15 · 215 22 · 222 (7n − 6)27n−6
By ASET
3
X (−1)n−1 1 −7
≤ b 4 = < 10
n=1
(7n − 6)27n−6 22 · 222
Z 0.5
1 1 1 1
∴ dx ≈ − +
0 1 + x7 2 8 · 28 15 · 215
Chapter 10. Sequences, Series, and Power Series 33
Note : Some of the most important functions in the sciences are defined by
power series and are not expressible in terms of elementary functions. Many
of these arise naturally as solutions of differential equations. One such class
of functions is the Bessel functions, named after the German astronomer
Friedrich Bessel (1784–1846). These functions first arose when Bessel solved
Kepler’s equation for describing planetary motion.
∞
X (−1)nx2n
Example 8. The Bessel function of order 0 is defined by J0(x) = .
n=0
22n(n!)2
(a) Find the domain of J0.
(b) Find the derivative of J0.
(sol)
an+1 x2
= → 0 for all x as n → ∞ ∴ (−∞, ∞)
an 4(n + 1)2
Chapter 10. Sequences, Series, and Power Series 34
f (n)(a)
then its coefficients are given by the formula cn = .
n!
Chapter 10. Sequences, Series, and Power Series 35
Definition
0 f 00(a) 2 f (n)(a)
• f (a) + f (a)(x − a) + (x − a) + · · · + (x − a)n + · · ·
2! n!
is the Taylor series of the function f at a.
0 f 00(a) 2 f (n)(a)
• Tn(x) = f (a) + f (a)(x − a) + (x − a) + · · · + (x − a)n
2! n!
is the nth-degree Taylor polynomial of f at a.
0 f 00(0) 2
• For a = 0, f (x) = f (0) + f (0)x + x + ···
2!
is the Maclaurin Series.
Note
x x2 x3
• e =1+x+ + + ··· (−∞, ∞)
2! 3!
x3 x5
• sin x = x − + + ··· (−∞, ∞)
3! 5!
x2 x4
• cos x = 1 − + + ··· (−∞, ∞)
2! 4!
−1 x3 x5
• tan x = x − + − ··· [−1, 1]
3 5
Chapter 10. Sequences, Series, and Power Series 36
Example . Find the Maclaurin series of the function f (x) = ex and its radius
of convergence.
(sol)
xn
Note : lim = 0. ( ∵ Example 1 )
n→∞ n!
√
Example 2. (a) Approximate f (x) = 3 x by a Taylor Polynomial of de-
gree 2 at a = 8.
(b) How accurate is this approximation when 7 ≤ x ≤ 9?
1 1 10
, f 00(8) = −
(sol) (a) f (8) = 2, f 0(8) = , f 000(x) = x−8/3
12 144 27
0 f 00(8) 1 1
⇒ T2(x) = f (8)+f (8)(x−a)+ (x−8)2 = 2+ (x−8)− (x−8)2
2! 12 288
√ 1 1
∴ 3 x ≈ T2(x) = 2 + (x − 8) − (x − 8)2
12 288
(b) Note that the Taylor Series is not alternating when x < 8.
We can use Taylor Inequality :
M
|Rn(x)| ≤ |x − 8|3 where |f 000(x)| ≤ M.
3!
10 1 10 1
x ≥ 7 ⇒ x8/3 ≥ 78/3 ⇒ f 000(x) = ≤ · < 0.0021 = M
27 x8/3 27 78/3
0.0021 3
∴ |R2(x)| ≤ · 1 = 0.0004
3!
Chapter 10. Sequences, Series, and Power Series 39
Example 5. (a) Find the Maclaurin series for sin x and (b) prove that it
represents sin x for all x.
(sol) (a) f (x) = sin x ⇒ f (0) = 0. f 0(x) = cos x ⇒ f 0(0) = 1.
f 00(x) = − sin x ⇒ f 00(0) = 0.
3 5 n x2n+1
∴ x − x3! + x5! − + · · · = ∞ (b) |f (n)(x)| ≤ 1 = M .
P
n=0 (−1) (2n+1)!
M |x|n+1 n
⇒ |Rn(x)| ≤ (n+1)! |x n+1
| = (n+1)! → 0 as n → 0 ( ∵ limn→∞ xn! =
x3 x5
0 ) ∴ sin x = x − 3! + 5! + · · · by Thm8
Chapter 10. Sequences, Series, and Power Series 40
k
X k k−n n
Note : 1 (a + b)k = a b , k is a positive integer,
n=0
n
k k
where = 1, = k Cn
0 n
k
X k
2 (1 + x)k = xn .
n=0
n
By the RT, the binomial series converge if |x| < 1 and diverge if |x| > 1.
Chapter 10. Sequences, Series, and Power Series 41
1
Example 9. Find the Maclaurin series for f (x) = √ and its radius of
4−x
convergence.
(sol)
∞
x −1/2 1 X − 12
1 1 x
√ = 1− = (− )n = · · ·
4−x 2 4 2 n=0 n 4
∞ n n
n2 x
X
Example 11. Find the function represented by the power series (−1) .
n=0
n!
(sol)
ex − 1 − x
Example 14. Evaluate lim .
x→0 x2
(sol)
x2 x3
+ + ··· 1
lim 2! 3! =
x→0 x2 2
Chapter 10. Sequences, Series, and Power Series 42
Example 15. Find the first three nonzero terms in the Maclaurin series for
(a) ex sin x and (b) tan x.
(sol) a)
x2 x3 x5 x2 x3
2
1+x+ + ··· x− + − ··· = x + x + ( − ) + ···
2! 3! 5! 2! 3!
(b)
x3 x5
sin x x − 3! + 5! + · · · 1 3 2 5
tan x = = = x + x + x + ···
cos x x2 x4 3 15
1− + + ···
2! 4!