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Power Series Math 55 - Elementary Anlaysis III Institute of Mathematics University of the Philippines Diliman Math 55 Power Series

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Math 55 chapter 21

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  • Power Series

    Math 55 - Elementary Anlaysis III

    Institute of MathematicsUniversity of the Philippines

    Diliman

    Math 55 Power Series

  • Recall

    R Alternating Series Test

    If a given alternating series

    n=1

    (1)nbn orn=1

    (1)n1bnsatisfies

    (i) limn bn = 0;

    (ii) bn+1 bn for all n, i.e., the sequence {bn} is decreasingthen it is convergent.

    Math 55 Power Series

  • Recall

    R Ratio Test

    Suppose

    n=1

    an is a series with nonzero terms.

    (i) If limn

    an+1an = L < 1, then the series is absolutely

    convergent, and is therefore convergent.

    (ii) If limn

    an+1an = L > 1 or limn

    an+1an =, then the series

    is divergent.

    R Root Test

    Given a seriesn=1

    an,

    (i) If limn |an|

    1n = L < 1, then the series is absolutely

    convergent, and is therefore convergent.(ii) If lim

    n |an|1n = L > 1 or lim

    n |an|1n =, then the series is

    divergent.

    Math 55 Power Series

  • Power Series

    Definition

    A series of the form

    n=0

    cn(x a)n = c0 + c1(x a) + c2(x a)2 +

    where x is a variable, a is a fixed real number and the cns areconstants, is called a power series centered at a or powerseries about a

    Remark. We adopt the convention that (x a)0 = 1 evenwhen x = a.

    Math 55 Power Series

  • Power Series

    Examples

    1

    n=0

    xn = 1 +x+x2 +x3 + . . . is a power series centered at 0.

    2

    n=0

    (x 1)nn!

    = 1 + (x 1) + (x 1)2

    2!+

    (x 1)33!

    + . . . is a

    power series centered at 1.

    When does a power series converge?

    R When x = a, all of the terms of the power series are 0 andso the power series converges for x = a.

    Math 55 Power Series

  • When does a Power Series Converge?

    Theorem

    Given a power seriesn=0

    cn(x a)n, there are only threepossibilities:

    (i) The series converges only at x = a.

    (ii) The series converges for all real values of x.

    (iii) There is a positive number R such that the series convergesif |x a| < R and diverges if |x a| > R.

    Remarks.

    R Such number R is called the radius of convergence ofthe power series.

    R The set of values of x for which the series converges iscalled the interval of convergence of the power series.

    Math 55 Power Series

  • Radius and Interval of Convergence

    Example

    Determine the radius of convergence and interval of convergence

    of the power series

    n=0

    n! (x 1)n.

    Solution. Let an = n! (x 1)n. By Ratio Test,

    limn

    an+1an = limn

    (n + 1)! (x 1)n+1n! (x 1)n

    = limn(n + 1)|x 1|

    = if x 6= 1

    Hence, the series diverges when x 6= 1 so the radius ofconvergence is 0 and the interval of convergence is {1}.

    Math 55 Power Series

  • Radius and Interval of Convergence

    Example

    Determine the radius of convergence and interval of convergence

    of the power series

    n=0

    xn

    n!.

    Solution. Let an =xn

    n!and by Ratio Test,

    limn

    an+1an = limn

    xn+1(n + 1)! n!xn

    = limn

    |x|n + 1

    = 0 for all x

    Hence, the series converges for all x so the radius of convergenceis and the interval of convergence is (,) = R.

    Math 55 Power Series

  • Radius and Interval of Convergence

    Example

    Determine the radius of convergence and interval of convergence

    of the power series

    n=0

    xn

    n.

    Solution. Let an =xn

    n .

    limn

    an+1an = limn

    xn+1n + 1 nxn = limn

    (n

    n + 1

    )|x| = |x|

    By Ratio Test, the series converges when |x| < 1, i.e., on theinterval (1, 1) so R = 1. How about at the endpoints?R If x = 1, the series becomes

    n=1

    (1)nn

    which converges.

    R If x = 1, the series becomesn=1

    1

    nwhich diverges.

    Therefore, the interval of convergence is [1, 1).Math 55 Power Series

  • Power Series Representations

    The sum of a power series

    n=0

    cn(x a)n is a function f(x) suchthat

    f(x) = c0 + c1(x a) + c2(x a)2 + c3(x a)3 +

    whose domain is the interval of convergence of the power series.

    That means we can represent certain types of functions aspower series. This is useful for integrating functions that donthave elementary antiderivatives, for solving differentialequations, and for approximating functions by polynomials.

    Math 55 Power Series

  • Power Series Representations

    We begin with a familiar series:

    1

    1 x = 1 + x + x2 + . . . =

    n=0

    xn |x| < 1

    We now regard the series

    n=0

    xn as a power series representation

    for the function f(x) =1

    1 x .

    Using this representation, we can obtain power seriesrepresentation for certain type of functions.

    Math 55 Power Series

  • Power Series Representations

    Example

    Express1

    1 + x2as a power series and indicate the interval of

    convergence.

    Solution. Note that1

    1 + x2=

    1

    1 (x2) is the sum of ageometric series with r = x2. Hence,

    1

    1 (x2) =n=0

    (x2)n

    1

    1 + x2=

    n=0

    (1)nx2n

    The geometric series converges when |r| = | x2| = x2 < 1, andhence, the interval of convergence is (1, 1).

    Math 55 Power Series

  • Power Series Representations

    Example

    Find a power series representation for1

    2 x .

    Solution. We can manipulate the given expression so that itlooks like the sum of a geometric series:

    1

    2 x =1

    2(

    1 x2

    )=

    1

    2

    n=0

    (x2

    )n x2

    < 1=

    n=0

    xn

    2n+1|x| < 2

    Math 55 Power Series

  • Power Series Representations

    Example

    Obtain a power series representation forx3

    x + 3.

    Solution. Again, manipulating the given expression,

    x3

    x + 3=

    x3

    3

    1[1

    (x

    3

    )]=

    x3

    3

    n=0

    (x

    3

    )n x3

    < 1=

    n=0

    (1)nxn+3

    3n+1|x| < 3

    Math 55 Power Series

  • Differentiation of Power Series

    Theorem

    Ifn=0

    cn(x a)n has radius of convergence R > 0, then thefunction f defined by

    f(x) =

    n=0

    cn(x a)n = c0 + c1(x a) + c2(x a)2 +

    is differentiable (hence continuous) on (aR, a + R) andf (x) =

    n=1

    ncn(x a)n1 = c1 + 2c2(x a) + 3c3(x a)2 +

    The radius of convergence of the power series for f (x) is R.

    In short,

    d

    dx

    [ n=0

    cn(x a)n]

    =

    n=0

    d

    dx[cn(x a)n]

    Math 55 Power Series

  • Differentiation of Power Series

    Example

    Find a power series representation for1

    (1 x)2 .

    Solution. Since

    1

    1 x =n=0

    xn |x| < 1,

    differentiating each side gives

    d

    dx

    [1

    1 x]

    =n=0

    d

    dx(xn) |x| < 1

    1

    (1 x)2 =n=1

    nxn1 |x| < 1

    Math 55 Power Series

  • Differentiation of Power Series

    Example

    Use the previous example to find the sum

    n=1

    n

    2n.

    Solution. Note that1

    (1 x)2 =n=1

    nxn1 |x| < 1.

    If x = 12 , the series converges andn=1

    nxn1 =n=1

    n

    2n1= 2

    n=1

    n

    2n.

    Hence,2

    n=1

    n

    2n=

    1(1 12

    )22

    n=1

    n

    2n= 4

    n=1

    n

    2n= 2

    Math 55 Power Series

  • Integration of Power Series

    Theorem

    Ifn=0

    cn(x a)n has radius of convergence R > 0, then thefunction f defined by

    f(x) =

    n=0

    cn(x a)n = c0 + c1(x a) + c2(x a)2 +

    is differentiable (hence continuous) on (aR, a + R) andf(x) dx =

    n=0

    cn(x a)n+1n + 1

    +C = c0(xa)+c1 (x a)2

    2+ +C

    The radius of convergence of the latter is R.

    In short, ( n=0

    cn(x a)n)dx =

    n=0

    cn(x a)n dx

    Math 55 Power Series

  • Integration of Power Series

    Example

    Obtain a power series representation for ln(1 + x).

    Solution. Notice that

    1

    1 + xdx = ln(1 + x) + c. Hence,

    ln(1 + x) =

    1

    1 (x)dx =n=0

    (1)n(x)ndx | x| < 1

    =

    n=0

    (1)n(x)n+1n + 1

    + C |x| < 1

    To find C, let x = 0. Then C = ln 1 = 0. Hence,

    ln(1 + x) =

    n=0

    (1)n(x)n+1n + 1

    |x| < 1

    Math 55 Power Series

  • Integration of Power Series

    Example

    Use the previous example to show that

    n=1

    (1)n1n

    = ln 2.

    Solution.Note that ln(1 + x) =n=0

    (1)n(x)n+1n + 1

    |x| < 1.

    If x = 1, the series becomes

    n=0

    (1)nn + 1

    , which converges (by the

    Alternating Series Test). Hence,

    ln(1 + 1) =

    n=1

    (1)nn + 1

    ln 2 = 1 12

    +1

    3 1

    4+

    =

    n=1

    (1)n1n

    Math 55 Power Series

  • Exercises

    1 Find the radius of convergence and interval of convergenceof the following power series

    a.

    n=0

    (x 2)nn2 + 1

    b.

    n=1

    (x 1)nn 3n

    2 Find a power series representation for

    a.1

    2 + 3xb. tan1 x

    3 Find a power series representation for1

    (1 x2)2 and use it

    to find the sum

    n=1

    n

    9n.

    Math 55 Power Series

  • References

    1 Stewart, J., Calculus, Early Transcendentals, 6 ed., ThomsonBrooks/Cole, 2008

    2 Dawkins, P., Calculus 3, online notes available athttp://tutorial.math.lamar.edu/

    Math 55 Power Series