Lecture 19

1 Power series
Motivation: One of the motivation to study power series from the integration point of
view is when we want to find the value of integral
Z 1
xx dx
0

From our understanding of functions we can see that xx is continuous in [0, 1]. We may
write Z 1 Z 1
x
x dx = ex log x dx
0 0

Now using the Taylor series of exponential function, we may write

∞
x log x
X xn (log x)n
e =
n=0
n!

Therefore the integral becomes

1 ∞
1X
xn (log x)n
Z Z
x log x
e = dx
0 0 n=0
n!

So IF WE CAN interchange the operation of integration and infinite sum then this is
equal to
Z 1 ∞
1 1 n
X Z
x log x
e = x (log x)n dx
0 n=0
n! 0

This integral can be evaluated easily using integration by parts and one can get the value
equal to
Z 1 ∞
x
X (−1)n
x dx =
0 n=0
nn
This is an alternating series and converges (using Dirichlet test.) In this lecture our aim
is to study the problem of the calculus of functions that are expressed as infinite series as
above.
∞
Definition 1.0.1. Given a sequence of real numbers {an }∞ an (x − c)n is
P
n=0 , the series
n=0
called power series with center c.

It is easy to see that a power series converges for x = c. Power series is a function of x

1
provided it converges for x. If a power series converges, then the domain of convergence is
either a bounded interval or the whole of IR. So it is natural to study the largest interval
where the power series converges.

an xn converges at x = r, then an xn converges for |x| < |r|.

P P
Remark 1.1. If

Proof. We can find C > 0 such that |an xn | ≤ C for all n. Then
x x
|an xn | ≤ |an rn || |n ≤ C| |n .
r r
Conclusion follows from comparison theorem.
∞ p
an xn . Suppose β = lim sup
P
Theorem 1.0.2. Consider the power series n
|an | and
n=0
1
R= β
(We define R = 0 if β = ∞ and R = ∞ if β = 0). Then
∞
an xn converges for |x| < R
P
1.
n=0

∞
an xn diverges for |x| > R.
P
2.
n=0

3. No conclusion if |x| = R.

Proof. Proofpof (i) follows from the root test. For a proof, take αn (x) = an xn and
α = lim sup n |αn |. For (ii), one can show that if |x| > R, then there exists a subsequence
{an } such that an ̸→ 0. Notice that α = β|x|. For (iii), observe as earlier that the series
with an = n1 and bn = n12 will have R = 1.
Similarly, we can prove:
∞
an xn . Suppose β = lim an+1 and R = β1
P
Theorem 1.0.3. Consider the power series an
n=0
(We define R = 0 if β = ∞ and R = ∞ if β = 0). Then
∞
an xn converges for |x| < R
P
1.
n=0

∞
an xn diverges for |x| > R.
P
2.
n=0

3. No conclusion if |x| = R.

Definition 1.0.4. The real number R in the above theorems is called the Radius of con-
vergence of power series.
P xn P n P −n 3n
Examples 1.0.5. Find the interval of convergence of (i) n
(ii) xn! (iii) 2 x

2
 1. β = lim | an+1
an
| = 1, and we know that the series does not converge for x = 1, but
converges at x = −1.

2. β = lim | an+1
an
| = 0. Hence the series converges everywhere.
P −n 3 n P −n n
3. To see the subsequent non-zero p terms, we write the series as 2 (x ) = 2 y .
−1 −1/3
For this series βy = lim sup |an | = 2 . Therefore, βx = 2
n
and R = 21/3 .
(
2n n is even
Example 1.0.6. Let an = . Then lim sup an+1
an
= 4 and the limit of an+1
an
n−1
2 n is odd
does not exist. But lim sup |an |1/n = 2. So the radius of convergence of the series an x n
P

is 1/2.

Theorem 1.0.7. Continuity of power series: The function f defined as power series
X
f (x) = an xn , |x| < R

is continuous at x = 0.

Proof. Proof follows from the following important estimate: For any |x| < r < R
∞
X ∞
X ∞
X
|f (x) − a0 | ≤ |an ||x|n ≤ |x| |an ||x|n−1 ≤ |x| |an ||r|n−1
n=1 n=1 n=1

Since the power series converges, it is not difficult to show for any r < R the series
P∞ n−1
n=1 |an ||r| converges to S(say). Then

|f (x) − a0 | ≤ |x|S → 0. as |x| → 0.

///
an x n = bn xn , |x| < R then an = bn for all n.
P P
Theorem 1.0.8. Suppose

Proof. By continuity, taking x → 0, we get a0 = b0 . Now assume by induction an = bn

for all n = 0, 1, 2, ...k. Then by trivial cancellation on both sides we get

ak+1 + ak+2 x + ... = bk+1 + bk+2 x + ...

then again by continuity, we get ak+1 = bk+1 . ///

This also gives a very important method for solving differential equations. This we will
see in the next lecture.