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Calculus 2
Calculus 2
Jie Wu
Department of Mathematics
National University of Singapore
Contents
Chapter 1. Sequences of Real Numbers
1. Sequences
2. Limits of Sequences
3. Sequences which tend to
4. Techniques For Computing Limits
5. The Least Upper Bounds and the Completeness Property of R
6. Monotone Sequences
7. Subsequences
8. The Limit Superior and Inferior of a Sequence
9. Cauchy Sequences and the Completeness of R
5
5
5
8
9
12
15
16
17
25
31
31
34
43
49
50
53
53
57
63
65
70
75
83
87
Bibliography
97
CHAPTER 1
if for any > 0, there is a natural number N such that for every n > N , we have
|an A| < .
Remark. 1. Some sequences do not satisfy the above. We call such sequences
divergent.
2. Sequences which satisfy the above definition, i.e. A exists and is finite, are called
convergent sequences.
Example 2.2. Prove the following limits by using N definition
1
1) lim = 0.
n n
5
n2
= 1.
2
n
nn+ 1
3
3) lim
= 0.
n
4
2) lim
1
Solution. (1). Given any > 0, we want to find N such that 0 < for
n
1
1
n > N , i.e., n > for n > N . Choose N to be the smallest integer such that N .
1
1
1
(N is found now!) When n > N , then n > N or 0 < . Thus lim = 0.
n n
nr
n2
(2). Given any > 0, we want to find N such that
1 < for n > N .
2
n +1
Now
r
n n 2 + 1
2
n
n
1 <
1 <
<
2
2
n2 + 1
n +1
n +1
1
n2 (n2 + 1)
<
<
2
2
2
n + 1(n + n + 1)
n + 1(n + n2 + 1)
Observe that
n2 + 1(n +
n2 + 1) >
1
n2 + 1(n + n2 + 1) > n
for n 1. Choose N to be the smallest integer such that N 1 . Then, for n > N ,
1
n2 + 1(n + n2 + 1) > N 2 + 1(N + N 2 + 1) > N
r
n2
or
1
< . Thus N is found and hence the result.
2
n +1
n
3
(3). Given any > 0, we want to find N such that
0 < for n > N .
4
Observe that
n
3
3
ln()
< n ln
< ln() n >
4
4
ln(3/4)
(Note. ln(3/4) < 0!!) Choose N to be the smallest positive integer such that
ln()
N
. When n > N , then
ln(3/4)
n>N
ln()
ln(3/4)
n
3
or
0 < . The proof is finished.
4
Theorem 2.3. If {an } has a limit, then the limit is unique.
2. LIMITS OF SEQUENCES
an b n c n
for every n and
lim an = A = lim cn ,
n
then lim bn = A.
n
Proof. For any > 0, there exists N1 and N2 such that |cn A| < for n > N1
and |an A| < for n > N2 . Let N = max{N1 , N2 }. For n > N , we have
< cn A < and
< an A <
1 + sin n
2
n
n
2
= lim 0 = 0, we have
n n
n
and lim
1 + sin n
= 0.
n
n
lim
(2). Since
0
3n 1
4n + 1
n
n
3
n
3
= lim 0 = 0, we have
and lim
n
n
4
n
3n 1
lim
= 0.
n
4n + 1
3. Sequences which tend to
Definition 3.1. {an } tends to + if for each positive number k, there is an N
such that
an > k for all n > N.
Remark. For such sequences, we write as an + as n or
lim an = +.
1) an = ln n.
2) an = (3/2)n .
The sequences ln n, n2 and etc then tend to .
Theorem 3.3 (Reciprocal Rule). Consider a sequence {an }.
1
(i) If an > 0 for all n and lim
= 0, then
n an
lim an = +.
(ii)
1
= 0.
n an
Proof. We only prove (i). For each positive integer k, there exists N such that
1
0 < 1
an
k
1
= 0. Then, for n > N , an > k because an > 0. This
n an
1
Example 3.4. Since lim = 0, we have lim n = . Similarly, since
n
n
n
1
lim n = +, we have lim = 0.
n
n
n
Example 4.2.
lim sin
n
2n + 1
= lim
2 + 1/n
= sin
2
= 1.
f (n)
is
n g(n)
0
or , then
0
f (n)
f 0 (n)
= lim 0
.
n g(n)
n g (n)
lim
x
ln 1 + n
x
1+ n
n2
= lim
= lim
= lim
= x.
1
n
n
n 1 + x
1/n
n2
n
x n
Thus lim 1 +
= ex .
n
n
Theorem 4.5. If lim an and lim bn exist, then
n
bn 6= 0 and lim bn 6= 0.
n
10
Proof. omitted.
n + 3n + 2
2 + 4n + 2n2
+ cos
1
.
n
2
1
n + 3n + 2
lim ln
+ cos
n
2 + 4n + 2n2
n
2
1
(n + 3n + 2)/n2
= lim ln
+ cos
n
(2 + 4n + 2n2 )/n2
n
2
1
1 + 3/n + 2/n
+ cos
= lim ln
n
2/n2 + 4/n + 2
n
1+0+0
1
= ln
+ cos 0 = ln
+ 1 = 1 ln 2.
0+0+2
2
Theorem 4.7 (Some Standard Limits). Some standard limits are given as follows.
1
1.
lim p = 0 for any fixed p > 0.
n n
2.
lim cn = 0 for any fixed c where |c| < 1.
n
3.
1
1 p
=
lim
= 0p = 0.
n np
n n
2. Case 1: When c = 0, the statement is obvious.
Case 2: When c > 0, we have
n
ln lim c = lim ln cn = lim n ln c = .
lim
Thus, lim c = 0.
n
Case 3: When c < 0, we have |c|n cn |c|n for all n. By Case 2, we have
lim (|c|n ) = 0 = lim |c|n . Hence by Squeeze theorem, we also have lim cn = 0.
n
1
n
n
1
limn n
3. lim c = c
= c = 1.
n
4.
ln n
n
= 0 (by LHopitals rule).
ln lim n = lim ln n n = lim
n
n n
n
11
Thus, lim n n = e0 = 1.
n
5. Let k be a fixed positive integer such that p k < 0. Then
np
pnp1
p(p 1)np2
=
lim
=
lim
=
n cn
n cn ln c
cn (ln c)2
lim
p(p 1) (p k + 1)npk
p(p 1) (p k + 1)
= lim
=0
n
k
n
n
c (ln c)
cn nkp (ln c)k
by LHopitals rule.
cn
c c c
6. Let an =
=
. Now fix an integer M > c. Then for any n > M ,
n!
n(n 1) 1
c c c
c
0 < an =
aM < aM .
n(n 1) (M + 1)
n
c
Note that aM is a fixed number because M is fixed. Since lim 0 = 0 = lim aM ,
n
n n
by the Squeeze theorem, lim an = 0.
= lim
Strategy: One can find the limits of many sequences from those of the standard
sequences.
Example 4.8. Find the limits
8n + (ln n)10 + n!
1) lim
.
6
n
n n! 3n
1
2) lim 1
.
n
2n + 1
Solution. (1).
8n + (ln n)10 + n!
8n /n! + (ln n)10 /n! + 1
0+0+1
=
lim
=
= 1.
6
6
n
n
n n!
n /n! 1
01
lim
(2).
lim
1
1
2n + 1
"
= lim
1+
"
3n
= lim
1
2n + 1
1
1+
2n + 1
3
2n+1 # 2+1/n
= e1
3n
2n+1 # 2n+1
23
1
=
e e
12
a
Proof. Suppose that n is a rational number. We can write n as , where
b
a, b N and b 6= 0. Then
a
a2
n= 2
a2 = b2 n.
b
b
Any prime occurring in the (unique) factorization of a will occur an even number of
times in the factorization of a2 ; similarly for b and b2 . By a2 = b2 n, any prime that
occurs in the factorization of n must occur an even number of times, since all primes
occurring in the factorization of b2 n are exactly those occurring in the factorization
of a2 .
Thus n can be written as
n=
n = (p1 p2 pk )2 ,
where, of course, the pi s need not be distinct. This, however, is a contradiction to
the hypothesis, since n is expressed as the square of a natural number.
5.2. Bounded Sets.
Definition 5.2. A set of real numbers S is bounded above if there exists a finite
real number M such that
xM
x S.
M is called an upper bound of S.
Definition 5.3. A set of real numbers S is bounded below if there exists a finite
real number m such that
mx
x S.
m is called a lower bound of S.
13
Definition 5.4. A set which is both bounded above and below is called a bounded
set.
Remark.
1. Upper bounds and lower bounds are not unique.
2. Some sets only have upper bounds but not lower bounds.
3. Some sets have only lower bounds but not upper bounds.
4. A set which is not bounded is called an unbounded set.
Example 5.5. Let S = {r | r is a rational number with r <
bounded above.
2}. Then S is
14
6. MONOTONE SEQUENCES
15
Then inf U = sup L = 2. Another way to construct real numbers using rational
numbers was introduced by Georg Cantor (1845-1917). We will explain Cantors
ideas in the section of Cauchy sequences.
Recall that a set E is bounded if and only if it is bounded above and bounded
below. Thus the Completeness Axiom leads to
Corollary 5.15. If E is bounded, then both sup E and inf E exist.
6. Monotone Sequences
Definition 6.1. {an } is called monotone increasing (decreasing) if
an () an+1
for every n, that is,
a1 a2 a3 a4
(a1 a2 a3 ).
Example 6.2. 1. The sequence {1/n} is monotone decreasing.
2. The sequence {1/2, 2/3, 3/4, 4/5, 5/6, } is monotone increasing.
Proposition 6.3. A monotone increasing (decreasing) sequence is bounded below
(above).
Proof. Let {an } be a monotone increasing sequence, that is,
a1 a2 a3 .
Then a1 is a lower bound for {an } and hence the result.
(ii) If {an } is monotone decreasing and bounded below, then {an } is convergent
and
lim an = inf an .
n
Proof. (i). Suppose {an } is monotone increasing and bounded above. Then
by the Completeness Axiom of R, sup an exists (finite). Now, given > 0, since
n
sup an < sup an , it follows that sup an is not an upper bound of {an }. In other
n
words, there exists an integer N such that aN > sup an . Then for all n > N , we
n
have
sup an < aN an sup an < sup an + (since n > N ).
n
16
Equivalently, an sup an < for all n > N and so lim an = sup an (exists).
n
n
n
The proof of (ii) is similar.
n
Example 6.5. Let an =
, that is, {an } = {1/2, 2/3, 3/4, }. Then an is
n+1
monotone increasing and bounded above. Thus
sup an = lim an = 1.
n
Proof. Suppose {an } is monotone increasing, then either {an } is bounded above
or not bounded above.
Case (a): If {an } is bounded above, then by the Monotone Convergence Theorem,
{an } converges.
Case (b): If {an } is not bounded above, then {an } has no upper bounds. Thus for
any given k > 0, k is not an upper bound of {an }. In other words, there exists N
such that
aN > k.
Since {an } is monotone increasing, it follows that for all n > N ,
an aN > k.
Therefore, lim an = +.
n
The proof for the case when {an } is monotone decreasing is similar.
7. Subsequences
Example 7.1. The following are the subsequences of {an } = {1, 1, 1, 1, 1, 1, }.
{a2n1 } = {1, 1, 1, }
{a2n } = {1, 1, 1, }.
In general, subsequences of {an } are of the form {ank }, k = 1, 2, 3, ..., with
n1 < n 2 < n 3 < .
Note. The rule is that we should choose an1 first and then an2 with n2 > n1 and
then an3 with n3 > n2 , so far and so on (up to infinite). Thus n1 is at least 1, n2 is
at least 2, n3 is at least 3, .
Theorem 7.2. Suppose lim an = A. Then every subsequence of {an } also conn
verges to A, that is,
lim ank = A.
k
Proof. For any given > 0, since lim an = A, there exists N such that
n
17
Hence
|ank A| < for all k > N.
Therefore, lim ank = A.
Corollary 7.3. Suppose that {an } has two subsequences that converge to different limits. Then {an } is divergent.
Example 7.4. The sequence {1, 1, 1, 1, } is divergent because {a2n1 } =
{1, 1, } converges to 1 and {a2n } = {1, 1, } converges to 1.
8. The Limit Superior and Inferior of a Sequence
Given a sequence {an }, we can form another sequence {bn } given by
bn = sup ak = sup{an , an+1 , an+2 , }.
kn
Proposition 8.2. For any sequence {an }, the associated sequence {bn } = {sup ak }
kn
n kn
18
(2). lim an = +, or
n
(3). lim an = .
n
If {an } is bounded above, then each bn is finite. Since {bn } is monotone decreasing,
by Corollary 1.7.3, {an } converges (to a finite limit), or limn bn = .
Similarly, given any sequence {an }, we can form another sequence {cn } given by
cn = inf ak = inf{an , an+1 , an+2 , }.
kn
Definition 8.6. The limit inferior of {an }, denoted by lim inf an or lim inf an
n
or lim an is defined to be lim cn , i.e.
n
n kn
Proposition 8.8. (i). As in Proposition 8.2, for any given sequence {an }, the
associated sequence {cn } = {inf ak } is always monotone increasing.
kn
(ii). As in Theorem 8.5, for any given {an }, lim an either exists (finite), or +,
n
or ).
Remark. We always have
lim an lim an
n
because cn bn .
Proposition 8.9. (i). If lim an = B with B 6= , then given > 0, there
n
exists N such that an < B + for all n > N .
(ii). lim an = C with C 6= +, then given > 0, there exists N such that an >
n
19
|bn B| <
bn < B +
Warning!! Given a sequence {an }, lim an is a different concept from sup an . From
n
lim an sup an = b1 ,
lim an inf an = c1 ,
n
(i) Let {ank } be any subsequence of {an } such that lim ank exists, +, or
k
. Then
20
we have
b1 = b2 = = +,
that is bn = + for all n. Since b1 = sup{a1 , a2 , } = +, there exists n1 such
that an1 > 1 because 1 is NOT an upper bound of {a1 , a2 , }. Since
bn1 +1 = sup{an1 +1 , an1 +2 , an1 +3 } = +,
there exists an2 such that n2 > n1 and an2 > 2 because 2 is NOT an upper bound
of {an1 +1 , an1 +2 , an1 +3 }. Now, by induction, suppose that we have constructed
an1 , an2 , , ank such that n1 < n2 < < nk and
ans > s
for 1 s k. Since
bnk +1 = sup{ank +1 , ank +2 , } = +,
there exists ank+1 such that nk+1 > nk and
ank+1 > k + 1
because k + 1 is NOT an upper bound of {ank +1 , ank +2 , ank +3 }. The induction is
finished and so we obtain a subsequence {an1 , an2 , } with the property that
ank > k
for any k. Since lim k = +, we have
k
lim ank = + = B.
Case III. B is finite. We are going to construct a subsequence {ank } of {an } such
that lim ank = B.
k
Since
b1 = sup{a1 , a2 , },
b1 1 is not an upper bound of {a1 , a2 , } and so there exists an1 such that
an1 > b1 1.
Since
bn1 +1 = sup{an1 +1 , an1 +2 , },
1
bn1 +1 is not an upper bound of {an1 +1 , an1 +2 , } and so there exists an2 such
2
that n2 > n1 and
1
an2 > bn1 +1 .
2
21
Now, by induction, suppose that we have constructed an1 , an2 , , ank such that
n1 < n2 < < nk and
1
ans > bns1 +1
s
for 1 s k. Since
bnk +1 = sup{ank +1 , ank +2 , },
1
bnk +1
is not an upper bound of {ank +1 , ank +2 , } and so there exists ank+1
k+1
such that nk+1 > nk and
1
.
ank+1 > bnk +1
k+1
The induction is finished and so we obtain a subsequence {an1 , an2 , } with the
property that
1
ank > bnk1 +1
k
for any k. Consider the inequality
1
bnk1 +1 < ank bnk .
k
Since {bn } is convergent, we have
lim bnk = lim bnk1 +1 = lim bn = B
and
1
lim (bnk1 +1 ) = B 0 = B.
k
k
Thus, by the Squeeze theorem, we have
lim ank = B = lim an .
n
(iii). The proof is similar to that of (ii). We leave it to you as a tutorial question.
Example 8.11. Find the limit inferior and limit superior of the following sequences
1 2(1)n n
i)
,
n 3n + 2
n o
ii) (1 + (1)n ) sin
,
4
iii) {[1.5 + (1)n ]n } .
Solution. (i). Note that
a2k =
a2k1 =
1 2 2k
3 2k + 2
1 + 2 (2k 1)
3 (2k 1) + 2
1/k 4
4
2
= =
k 6 + 2/k
6
3
1/k + 2 (2 1/k)
4
2
= =
k 3 (2 1/k) + 2/k
6
3
2
and so
3
2
2
lim an =
and lim an = .
n
3
3
n
22
lim an = 2 and
lim a2k1
2
= +
" #(2k1)/k
" #21/k
k
k
1
1
= lim
= lim
= 02 = 0.
k
k
2
2
lim an = 0.
n
The following theorem was originally proved by Bernhard Bolzano (1781-1848)
and modified slightly by Karl Weierstrass (1815-1897).
Corollary 8.12 (Bolzano-Weierstrass). Every bounded sequence has a convergent subsequence.
Proof. Let {an } be a bounded sequence. Since {an } is bounded,
< inf {a1 , a2 , } = c1 lim an lim an b1 = sup{a1 , a2 , } < +.
n
Thus lim an is finite. By Part (ii) of Theorem 8.10, there exists a convergent subsen
Theorem 8.13. lim an = lim an (finite, +, ) if and only if lim an exists
n
(finite), +, or .
Proof. Suppose that lim an = lim an = A. Let bn = sup{an , an+1 , } and let
n
23
lim ank = A. Thus the only subsequential limit of {an } is A. By Theorem 8.10, we
have
lim an = lim an = A = lim an .
n
Remark. This theorem means that
1) If lim an = lim an , then
n
Example 8.14. Let {an } be a sequence. Show that lim |an | = 0 if and only if
lim |an | = 0, if and only if lim an = 0
Thus
lim |an | = lim |an | = 0
and so lim |an | exists and
n
because {an } is convergent. Hence lim |an | = 0 if and only if lim |an | = 0.
n
|an | an |an |,
we have lim an = 0 by the Squeeze theorem.
n
Conversely suppose that lim an = 0. Then
n
lim an = 0.
24
Example 8.15. Let an > 0 for all n. Prove that lim
an+1
an lim
.
an
an+1
. If B = +, clearly lim n an B = +. So we may
an
an+1
assume that B < +. Since an > 0, we have
> 0 and so B 0. Thus B is a
an
finite nonnegative number. By Proposition 8.9, given any > 0, there exists N such
that
an+1
<B+
an
for n > N . Fixed any n with n > N , we have
an+1 an+2 an+3
0<
,
,
, < B +
an an+1 an+2
and so, for any k 1, we have
an+1 an+2 an+3
an+k
an+k
0<
=
(B + )k
an an+1 an+2
an+k1
an
Proof. Let B = lim
= an+k an (B + )k
Let k tends to . We have
1
n+k
an+k
ann+k (B + ) n+k
=
1
for any
k 1.
Thus
n+k
m
lim am
= lim an+k
lim ann+k (B + ) n+k
1
n+k
= lim an
k
(B + ) n+k = B + .
In other words,
lim
an B +
an = lim
0
that is,
lim
lim
n
an lim(B + ) = B,
0
an+1
.
n an
an lim
an+1
Exercise 8.1. Let an > 0 for all n. Prove that lim
lim n an .
an
By Example 8.15 and Exercise 8.1, we have
an+1
an+1
lim
lim n an lim n an lim
.
an
an
an+1
Exercise 8.2. Let an > 0 for all n. Suppose that the limit lim
exists or
n an
an+1
+. Prove that lim n an exists and lim n an = lim
.
n
n
n an
25
For instance,
lim
(n + 1)!
= lim (n + 1) = +.
n
n
n!
n! = lim
9.2. Completeness of R. The following Criterion was formulated by AugustinLouis Cauchy (1789-1857).
Theorem 9.3 (Cauchys criterion). A sequence is a convergent sequence if and
only if it is a Cauchy sequence.
Proof. =, i.e., every convergent sequence is Cauchy.
Given that {an } is convergent, say lim an = A. Then for any given > 0, there
n
exists N such that
|an A| <
2
for all n > N. Now for any m, n > N ,
|an am | = |(an A) (am A)| |an A| + |am A| < + =
2 2
since both m, n > N . Therefore, {an } is a Cauchy sequence.
=, i.e., every Cauchy sequence is convergent.
Given that {an } is Cauchy. By Proposition 9.2, {an } is bounded. By the BolzanoWeierstrass Theorem (Corollary 8.12), there exists a convergent subsequence {ank }
of {an }. Let A = limk ank . Given any > 0, since {an } is Cauchy, there exists N1
such that
|an am | <
for all n, m > N1 .
2
26
1
1
1
+ 2 + + 2 . Show that {sn } is convergent.
2
2
3
n
Proof. For each k 1, we have
1
1
1
1
1
1
|sn+k sn | = 1 + 2 + + 2 +
+
1
+
+
+
2
n
(n + 1)2
(n + k)2
22
n2
1
1
1
=
+
+ +
2
2
(n + 1)
(n + 2)
(n + k)2
1
1
1
1
+
+
+ +
n(n + 1) (n + 1)(n + 2) (n + 2)(n + 3)
(n + k 1)(n + k)
1
1
1
1
1
1
=
+ +
n n+1
n+1 n+2
n+k1 n+k
1
1
1
=
< .
n n+k
n
1
1
Given any > 0, choose N such that N < , that is, N > . When m > n > N ,
from the above,
1
1
|sm sn | < <
< .
n
N
Example 9.4. Let sn = 1 +
27
Thus {sn } is a Cauchy sequence and hence {sn } converges by the Cauchy Criterion.
9.3. Contractive Sequences. In this subsection, we give an application of the
Cauchy Criterion.
A sequence {an } is called contractive if there exists b, 0 < b < 1, such that
|an+1 an | b|an an1 |
(1)
for all n 2.
Theorem 9.5 (Contractive Theorem). Every contractive sequence converges. Furthermore, if {an } is contractive and A = lim an , then
n
bn1
(a). |A an |
|a2 a1 |, and
1b
b
(b). |A an |
|an an1 |,
1b
where b is the constant in above definition.
Proof. From Inequality (1), we have
|an+1 an | b|an an1 | b2 |an1 an2 | b3 |an2 an3 | bn1 |a2 a1 |
For each k 1, we have
|an+k an | = |(an+k an+k1 ) + (an+k1 an+k2 ) + + (an+1 an )|
|an+k an+k1 | + |an+k1 an+k2 | + + |an+1 an |
bn+k1 |a2 a1 | + bn+k2 |a2 a1 | + + bn1 |a2 a1 |
= (bn+k1 + bn+k2 + + bn1 )|a2 a1 |
bn1
bn1 (1 bk+1 )
= bn1 (1 + b + b2 + + bk )|a2 a1 | =
|a2 a1 | <
|a2 a1 |.
1b
1b
Since 0 < b < 1, we have limn bn1 = 0 by the Standard limits and so
bn1
lim
|a2 a1 | = 0.
n 1 b
Therefore, given any > 0, there exists N such that
bn1
|a2 a1 | <
1b
for n > N and so, for all n > N and k 1,
bn1
|an+k an | <
|a2 a1 | < .
1b
It follows that {an } is Cauchy and so it is convergent.
Let A = lim an . From the inequality
n
|an+k an | <
bn1
|a2 a1 |,
1b
we have
bn1
|A an | = lim an+k an = lim |an+k an |
|a2 a1 |.
k
k
1b
28
29
n1
n1
2
1
2
4
1
< 3
= 3
< 3 =
3
12
10
3
10
2
= (n 1) ln
< ln 4 3 ln 10
3
3 ln 10 ln 4
= (n 1) >
= 13.62.
ln 3 ln 2
Thus when n = 15, we have
bn1
|c c15 | <
|c2 c1 | < 103 .
1b
Note. From x2 3x + 1 = 0, we have
3 32 4
3 5
x=
=
.
2
2
3 5
Since 0 c 1, c =
.
2
CHAPTER 2
k=1
k=1
Sn =
n
X
ak = a1 + a2 + + an .
k=1
The sequence {Sn } is called the sequence of partial sums of the series
ak .
k=1
X
k=1
to S and write
k=1
ak = lim Sn = S.
n
an diverges.
k=1
n=0
31
ak .
k=1
ak converges
32
1 rn
a
r 6= 1
1
r
n1
= a(1 + r + + r ) =
a(n + 1) r = 1
a
as n .
1r
When r > 1, Sn diverges because rn + as n .
When r = 1, Sn = a(n + 1) diverges.
a[1 (1)n ]
When r = 1, Sn =
diverges.
2
When r < 1, Sn diverges because rn .
X
Thus the geometric series
arn converges if and only if 1 < r < 1,
n=0
and,
arn =
n=0
a
1r
X
X
Remark. If
ak and
bk converges, then one always has
k=1
(i)
k=1
(ak + bk ) =
k=1
(ii)
cak = c
k=1
ak +
k=1
bk .
k=1
ak .
k=1
Example 1.6.
n
X
1
n X
n
n
X
1
1
1
+
=
+
4
5
4
5
n=1
n=1
n=1
"
#
"
#
2
2
1
1
1
1
=
+
+ +
+
+
4
4
5
5
"
#
"
#
2
2
1
1
1
1
1
1
=
1+ +
+ +
1+ +
+
4
4
4
5
5
5
1 1
+
1
1
5
1
1
4
5
1
1
1 1
7
=
+
= + = .
3
4
3 4
12
4
5
4
5
=
Theorem 1.7. If
X
k=1
1
4
1. SERIES
33
k=1
Then
lim ak = lim (Sk Sk1 ) = lim Sk lim Sk1 = S S = 0.
Corollary 1.8 (Divergence Test). If lim an 6= 0 (or does not exist), then
n
an
n=1
diverges.
n=1
X
n!
is divergent because
(2). The series
n2
n=1
n!
=
n n2
lim
X
2n + 1
n=1
3n + 2
1
2
n
n n!
lim
1
= + =
6 0.
0
is divergent because
2n + 1
2 + 1/n
2
= lim
= 6= 0.
n 3n + 2
n 3 + 2/n
3
lim
Remark. The divergence test is a one-way test, i.e., lim an = 0 does NOT imply
n
X
an converges.
n=1
k=1
k=1
{Sn } converges, (by definition), if and only if {Sn } is Cauchy. The result follows from
|Sm Sn | = |(a1 + a2 + + an + an+1 + + am ) (a1 + a2 + + an )|
34
m
X
= |an + an+1 + + am | =
ak .
k=n+1
Example 1.11 (Harmonic Series). Show that the series
X
n=1
1
diverges.
n
+
+ +
=n
= .
n+1 n+2
2n
2n 2n
2n
2n
2
X
1
Suppose that the series
converges. Then {Sn } is Cauchy. Given = 21 . There
n
n=1
1
exists N such that |Sm Sn | < for all m > n > N . This contradicts to the above
2
1
fact that |S2n Sn | , where m is chosen to be 2n.
2
Note. The divergence of the harmonic series appears to(have been
) established by
n
X
1
Nicole Oresme (1323?-1382) by showing that the sequence
is NOT bounded.
k
k=1
Theorem 1.12. Suppose that eventually ak 0. Then
ak converges if and
k=1
X
the sequence {Sn } is monotone increasing. Thus
ak converges if and only if
k=1
{Sn } converges, if and only if {Sn } is bounded above (by the Monotone Convergence
Theorem).
Note. Suppose that eventually ak 0. This theorem means that the following.
X
1) If {Sn } is bounded above, then
ak converges.
k=1
ak diverges.
k=1
k=1
tually) positive.
35
k=1
(ii) If
bk .
k=1
k=1
ak diverges, then
k=1
bk diverges.
k=1
ak and
k=1
X
X
(i) If
bk converges, then
ak converges.
k=1
n
X
ak , and Bn =
k=1
k=1
bk is a
k=1
bk
k=1
ak is convergent.
k=1
k
X
2k 1
3k + 2
k=1
2k 1
3k + 2
k
X
2
k=1
k
converges because
k
2
converges.
n=1
drawn.
2. Similarly, suppose 0 an bn and
n=1
drawn.
Example 2.3.
n
1
0
2n 3n .
2
X
X 1 n
X
n
The series
3 diverges. Now
converges and
2n diverges.
2
n=1
n=1
n=1
36
ak and
k=1
bk are
k=1
X
X
ak
(a). If lim
= L with 0 < L < , then
ak converges if and only if
bk
k bk
k=1
k=1
X
X
converges. (So
ak diverges if and only if
bk diverges.)
k=1
k=1
X
ak
(b). If lim
= 0, (that is, ak << bk ), and
bk converges, then
ak
k bk
k=1
k=1
converges.
X
X
ak
(c). If lim
= 0, (that is, ak << bk ), and
ak diverges, then
bk dik bk
k=1
k=1
verges.
an
Remark. If lim
= +, interchange an and bn , and then apply assertions (b)
n bn
and (c).
P
P
Proof. We may assume that
k=1 ak and
k=1 bk are positive series.
(a). Since
ak
= L (6= 0, 6= ),
lim
k bk
ak
is bounded above, say, by M . Thus
bk
0 ak M b k
bk
1
bk
for all k. Similarly, since lim
=
(6= 0, 6= ),
is bounded above, say, by
k ak
L
ak
M 0 . Thus 0 bk M 0 ak for all k.
X
X
X
If
ak is convergent, then
M 0 ak = M 0
ak is also convergent. By the
k=1
k=1
k=1
k=1
bk is convergent, then
M bk = M
k=1
k=1
k=1
k=1
k=1
and only if
X
k=1
X
k=1
bk is divergent.
bk is convergent. Hence
X
k=1
ak is divergent if
37
ak
= 0 implies for every > 0, there
k bk
ak
0 < k > N.
bk
We choose = 1. Then the above inequality is
ak < b k
k > N.
n=1
diverges if |r| 1.
2. The p-series: for a fixed p,
X
n=1
converges if p > 1,
1
=
np diverges
if p 1.
X
1 + cos n
1)
n2
n=1
X
ln n + n3 + 8
2)
n4 2n + 3
n=1
Solution. (1). It is convergent, by the comparison test, because
1 + cos n
2
0
2
2
n
n
X
1
and the p-series
is convergent.
2
n
n=1
(2). It is divergent, by the limit comparison test, because
ln n + n3 + 8
ln n
1
+1+ 3
4
4
3
n
ln
n
+
n
+
8n
n = 0+1+0 =1
lim n 2n + 3 = lim
= lim n
4
1
2
3
n
n
n
n 2n + 3
10+0
1 3 + 4
n
n
n
X
1
and the harmonic series
diverges.
n
n=1
Example 2.6. Determine convergence or divergence of
constant.
X
n=2
1
, where k is a
(ln n)k
38
Solution. Let bn =
1
1
and
let
a
=
. Then
n
(ln n)k
n
an
lim
= lim
n bn
n
1
(ln n)k
n
= lim
= 0.
1
n
n
(ln n)k
X
X
1
1
Since the harmonic series
is divergent, the series
is divergent for
n
(ln n)k
n=2
n=2
any k.
2.2. Integral Test. Let f (x) be a real-valued function on [a, +) such that
Z b
f (x) is Riemann integrable, that is, the integral
f (x) dx exists for every b > a.
a
Z
b
Z
Here we say that
f (x) dx = lim
Z
f (x) dx converges if the limit lim
X
decreasing function on [1, +). Suppose we have a series
ak such that ak =
f (k), then the series
X
k=1
k=1
Z
ak and the integral
diverge.
Proof. We may assume that f (x) is positive monotone decreasing on [1, +).
Let an = f (n) for all n.
39
Z
f (k)
f (x)dx
1
k=2
f (x)dx.
1
Thus, if
1
n
X
ak =
k=2
n
X
n
X
f (k)
f (x) dx < ,
1
k=2
k=2
k=2
ak
k=1
also converges.
Next we consider the following graph:
n1
X
Z
f (k)
k=1
Thus, if
f (x) dx.
1
ak < , then
k=1
>
ak
k=1
n1
X
k=1
ak =
n1
X
f (k)
k=1
f (x) dx,
1
i.e.,
X
k=1
f (x) dx
1
X
k=1
ak < .
ak < . Letting n ,
40
In conclusion, we have
also means that
Z
ak converges if and only if
k=1
Z
ak diverges if and only if
f (x) dx diverges.
k=1
X
1
1) the series
converges if and only if p > 1.
np
n=1
X
1
converges if and only if k > 1.
2) the series
n(ln n)k
n=2
1
(1). If p 0, then p does not tend to 0 and so, by divergence
n
1
Assume that p > 0. Let f (x) = p on [1, +). Then f (x)
x
decreasing. Now
+
1
p+1
Z
Z
x
p + 1
1
f (x)dx =
xp dx =
1
1
ln(+) ln 1
Z
Thus
1
X
1
test,
diverges.
p
n
n=1
is positive monotone
p 6= 1
p=1
X
1
f (x) dx converges if and only if p > 1 and so
converges if and only
p
n
n=1
if p > 1.
1
on [2, +). Then f (x) is positive. We check that f (x) is
x(ln x)k
eventually monotone decreasing. From
(2). Let f (x) =
0
1
= x2 (ln x)k1 (ln x+k),
x
we have f 0 (x) 0 when ln x > k. Thus f (x) is monotone decreasing when ln x > k
and so f (x) is eventually monotone decreasing. Now
Z
Z
Z
y
k 6= 1
y = ln x
1
1
k
+
1
ln
2
f (x) dx =
dx ========
dy =
k
x(ln x)k
1
2
2
ln 2 y
dy = dx
ln(+) ln(ln 2) k = 1
x
Z
X
1
Thus
f (x) dx converges if and only if k > 1 and so the series
conn(ln n)k
2
n=2
verges if and only if k > 1.
2.3. Ratio Test.
41
an . Suppose
n=1
an+1
= `.
n an
(2)
lim
an converges.
n=1
an diverges.
n=1
`
an
an
By repeating using the above inequalities, it follows that for all m > 0,
aN +1 (` )m < aN +1+m < aN +1 (` + )m .
(3)
aN +1 (` + )m converges
m=1
(since it is a geometric series with common ratio satisfying |r| = ` + < 1). Together
X
with the right-hand-side of (3), it follows from the comparison test that
aN +1+m
converges, and thus
m=1
an converges.
n=1
(ii). If ` > 1, choose > 0 such that ` > 1, then by the left-hand-side of (3), we
have, for all m > 0,
aN +1+m aN +1 (` )m > aN +1 > 0.
In particular, lim an 6= 0 or does not exist. By the divergence test,
n
an diverges.
n=1
Example 2.11. Determine convergence or divergence.
X
n!
1)
.
n
n
n=1
X
(n!)2
2)
.
(2n)!
n=1
42
(1).
an+1
n an
lim
(n + 1)!
1
1
(n + 1)!
(n + 1)n+1
n = < 1.
= lim
= lim
= lim
n
n!
n
n
n
(n + 1)
e
1
n!
(n + 1)
1+
n
n
n
n
n
[(n + 1)!]2
(n + 1)2
(2n + 2)!
= lim
=
lim
n
n (2n + 2)(2n + 1)
(n!)2
(2n)!
(n + 1)2 /n2
1 + 2/n + 1/n2
1+0+0
1
=
lim
=
= < 1.
2
n (2n + 2)(2n + 1)/n
n (2 + 2/n)(2 + 1/n)
(2 + 0) (2 + 0)
4
Thus the series converges.
= lim
an with each
n=1
an 0, and let
(4)
` = lim
an .
an converges.
n=1
an diverges.
n=1
(5)
Since
n=1
|r| = ` + < 1), it follows from (5) and the comparison test that
an converges.
n=1
(ii). We are going to prove (ii) by contradiction. Given that ` > 1. Suppose that
X
an converges. Then by Theorem 1.7, we have lim an = 0. In particular, there
n=1
43
X
follows that we must have ` 1, which is a contradiction. Hence
an diverges.
n=1
an with each
n=1
an converges.
n=1
an diverges.
n=1
(iii)
Proof. We will prove (i) and (ii). Recall from Theorem 8.13 of chapter 1 that
if lim n an exists, then lim n an = lim n an . Then the Corollary follows from
n
n
n
Theorem 2.12.
Example 2.14. Determine convergence or divergence of the series
n2
X
1
n
2 1
.
n
n=1
lim
"
n
an = lim 2
n
n2 #
1
1
n
1
n
1
= lim 2 1
n
n
n
=
2
< 1.
e
X
2
n
(3 + sin n) 1
.
n
n=1
lim
"
2
= lim (3 + sin n) 1
n
n
Thus the series converges.
n
2
n
n2 #
2
lim 4 1
n
n
1
n
n
=
4
< 1.
e2
44
Theorem 3.1 (Abel Partial Summation Formula). Let {ak } and {bk } be sequences, and let {Ak }k0 be a sequence such that
Ak Ak1 = ak
for each k 1. Then if 1 p q,
q
X
ak bk = Aq bq Ap1 bp +
k=p
q1
X
Ak (bk bk+1 ).
k=p
q1
X
Ak (bk bk+1 ).
k=p
Remark. There are two canonical choices of {An }
n
X
ak . Then An An1 = an for all n.
(1). A0 = 0, An =
k=1
n
X
ak
k=1
X
k=1
ak =
k=1
ak , n 1, A0 =
k=1
ak . In this case, we
k=n+1
also have
An An1 =
!
ak
k=n+1
!
ak
= an .
k=n
(ii). b1 b2 b3 0, and
(iii). limk bk = 0.
X
Then the series
ak bk converges.
k=1
45
Proof. Since {An } is bounded, there exists a positive number M > 0 such that
|An | < M for all n. Also, since lim bn = 0, given > 0, there exists N such that
n
bn = |bn 0| <
for all n > N . Now, for m > n > N , by Abel partial summation
2M
formula,
m
m1
X
X
ak bk = Am bm An bn+1 +
Ak (bk bk+1 )
k=n+1
k=n+1
m1
X
k=n+1
M bm +M bn+1 +
m1
X
M (bk bk+1 )
(because bk bk+1 0,
|Ak | M )
k=n+1
X
Hence by the Cauchy Criterion, the series
ak bk converges.
k=1
X
(1)n+1 an = a1 a2 + a3 a4 + , or
n=1
(1)n an = a1 + a2 a3 + a4
n=1
then
X
n=1
(1)n+1 bn ( and
(1)n bn ) converge.
n=1
k+1
and let An =
n
X
ak . Then
k=1
|An | = 1 1 + 1 1 + + (1)n + (1)n+1 =
Thus |An | 1 for all n, and the Dirichlet test applies.
0 when n even
1 when n odd
46
convergence p > 0
X
n 1
(1) p =
n
n=1
divergence p 0.
1
Proof. If p 0, then the n-th term (1)n p does not tend to 0. Thus the series
n
diverges in this case by the divergence test.
1
Assume that p > 0. Let an = p . Then an > 0, monotone decreasing and
n
lim an = 0. Thus the alternating series converges in this case.
n
X
1
In conclusion, we have that the series
(1)n p converges when p > 0 and
n
n=1
diverges when p 0.
Now we are going to give a theorem providing an estimate on the sum of (certain)
X
1
(1)n+1 2 . By taking the partial sum, we have
series. For instance, let S =
n
n=1
1
1
1
= 0.75, S S3 = 1 2 + 2 0.861, . . . .
2
2
2
3
By using computer program, we are able to compute much more, say S1000000 . A
mathematical problem is then what is the error for estimating S by using the partial
sum Sn . In other words, how to estimate the remainder
S S1 = 1, S S2 = 1
Rn = |S Sn | = |an+1 + an+2 + |.
Theorem 3.6 (Alternating Series Estimation). Let {bn } be a sequence satisfying
(i) b1 b2 b3 0, and
(ii) lim bn = 0.
n
Let
Sn =
n
X
k+1
(1)
bk
and
S=
k=1
(1)k+1 bk
k=1
(1)n+1
n=1
Solution. From
47
1
with error within 0.001.
n4
1
103 , we have n + 1 6 or n 5. Thus
(n + 1)4
X
1
1
1
1
1
(1)n+1 4 1 4 + 4 4 + 4
n
2
3
4
5
n=1
3.3. Trigonometric Series. Another application of Dirichlet test is to convergence of trigonometric series. These series will be studied in much detail in the course
on Fourier series with a lot of applications in physics and other sciences. (Joseph
Fourier, 1768-1830.) We require the following two identities.
Lemma 3.8. For t 6= 2p, p Z,
1
1
cos t cos n +
t
n
X
2
2
sin kt =
1
k=1
2 sin t
2
1
1
sin
n
+
t
sin
t
n
X
2
2
cos kt =
1
k=1
2 sin t
2
Proof. We prove the second identity. A proof of the first identity can be found
from text book [2, pp.297].
Using the trigonometric identity
1
sin x cos y = (sin(x + y) + sin(x y)) ,
2
we obtain
n
n
n
X
1 X
1
1X
t
t
sin t
cos kt =
sin t cos kt =
sin
+ kt + sin
kt
2 k=1
2
2
2
2
k=1
k=1
n
1X
1
1
=
sin k +
t sin k
t
2 k=1
2
2
1
1
1
1
1
=
sin 1 +
t sin 1
t + sin 2 +
t sin 2
t
2
2
2
2
2
1
1
1
1
+ sin 3 +
t sin 3
t + + sin n +
t sin n
t
2
2
2
2
1
1
1
=
sin n +
t sin t .
2
2
2
Theorem 3.9 (Trigonometric Series Test). Let {bn } be a sequence satisfying
48
(i) b1 b2 b3 0, and
(ii) lim bn = 0.
n
Then
(a). The series
(b). The series
p Z.
k=1
k=1
n
X
ak . If t = 2p, then ak =
k=1
1
1 .
1
2 sin t
2 sin t
sin 2 t
2
2
Thus {|An |} is bounded above, and the Dirichlet test applies.
n
X
(b). Let ak = cos kt and let An =
ak . The Dirichlet test applies because
k=1
sin n + 1 t sin 1 t
n
X
2
2
|An | =
cos kt =
1
k=1
2 sin t
2
sin n + 1 t + sin 1 t
1+1
1
2
2
=
1
1
1 .
2 sin t
2 sin t
sin 2 t
2
2
Example 3.10. Determine convergence or divergence of the series
t R, q > 0.
Solution. When t = 2p with p Z, the series
X
cos kt X 1
=
kq
kq
k=1
k=1
and so it converges for q > 1 and diverges for q 1.
X
k=1
cos kt
,
kq
49
When t 6= 2p, then the series converges by the trigonometric series test because,
1
1
for q > 0, the sequence q is positive, monotone decreasing and lim q = 0. In
k k
k
conclusion, the series
q > 1, t R
convergent
X
cos kt
convergent
0
<
q
1,
t
R,
t 6= 2p, for any p Z
is
q
k
divergent
0 < q 1, t = 2p for some p Z
k=1
n=1
converges.
|an |
n=1
n=1
n
X
|ak |, Sn =
k=1
n
X
|an | converges by
n=1
k=1
Thus, for any > 0, there is a N such that |Tn Tm | < for all n, m > N . For any
n, m > N , we may assume that m n, say m = n + p (as one of them should be
greater than another). Then
|Sn Sm | = |Sn (Sn + an+1 + an+2 + + an+p )| = |an+1 + an+2 + + an+p |
|an+1 | + |an+2 | + + |an+p | = Tm Tn = |Tn Tm | < .
Thus {Sn } is a Cauchy sequence and so it converges. Thus the series
an converges
n=1
1
2.
n(ln n)2
Solution. Since
1
1
1
sin n + | sin n| +
1+
2
2
2
n(ln n)2
n(ln n)2
n(ln n)2
50
1
1
sin
n
+
X
3X
1
2
2
and
=
converges by Example 2.9, the series
2
2
2
n(ln n)
n(ln n)
2 n=2 n(ln n)
n=2
n=2
1
sin n +
X
2 converges.
converges. Thus the series
2
n(ln n)
n=2
1+
Remark. If you are testing for absolute convergence, all the techniques for the
positive series are applicable.
Q: Is the converse of the Corollary true? I.e., if a series is convergent, will it be
absolutely convergent?
A: No, it is not necessarily true.
Example 4.4. The series
(1)n
n=1
1
converges by Example 3.5, but it is NOT
n
an converges but
n=1
n=1
|an | diverges.
n=1
1
(1)n is conditionally convergent.
n
n=1
Remark 4.7. Every series is either absolutely convergent, conditionally convergent or divergent.
Example 4.8. The series
absolutely convergence
p>1
X
1
conditionally convergence 0 < p < 1
(1)n p =
n=1
divergence
p0
5. Remarks on the various tests for convergence/divergence of series
1. n-th term test for divergence:
- a test for divergence ONLY, and it works for series with positive and negative
X
terms, e.g.
(1)n .
n=1
e.g.
X
2 + (1)n
n=1
4n
X
2n
n=1
n2
X
2 + (1)n
n=1
3n
X
1
e.g.
.
n(ln n)2
n=2
4. Ratio test:
- generally works for series which look like the geometric series, series with n!, and
certain series defined recursively,
X
X
n2
(2n)!
e.g.
,
,
n
n n!
3
4
n=1
n=1
X
1 1
an , where a1 = 1, an = ( + )an1 , n = 2, 3, .
2 n
n=1
5. (Simplified) Root test:
- generally works for series where an involves a high power such as the n-th power,
X
1 n2
n X n
e.g.
,
2 1
.
3n n=1
n
n=1
6. Alternating Series test: - works for alternating series only,
X
ln n
.
e.g.
(1)n
n
n=2
X
Remark. In general, Tests 2 - 5 works only for
an , where an 0.
n=1
CHAPTER 3
i.e., for each x I and given any > 0, there exists an N (which depends on x and
) such that
|Fn (x) F (x)| <
n > N.
The function F is called the limiting function of {Fn }.
Remark. The limiting function is necessarily unique.
Example 1.3. The sequence {xn } converges pointwise on I = (0, 1) because the
limit F (x) = lim xn = 0 exists for any 0 < x < 1.
n
The sequence {xn } does NOT converge on [1, 1] because the limit lim xn does
n
X
fn (x) = f1 (x) + f2 (x) + ,
n=1
54
X
1.
xn1 = 1 + x + x2 + x3 +
n=1
2.
X
sin kx
k=1
k+x
sin x
sin 2x sin 3x
+
+
+ ,
1+x 2+x
3+x
0 x 1.
Sn (x) =
k=1
n=1
S) on I if {Sn } converges pointwise (to S) on I, (i.e. lim Sn (x) = S(x) for each
n
x I.)
Example 1.6. What is the pointwise limit of
n=1
n=1
n
X
xi1 = 1 + x + + xn1 =
i=1
X
n=1
n1
1 xn
1x
1 xn
1
= lim Sn (x) = lim
=
n
n 1 x
1x
n=1
xn1
n=1
Among the questions we want to consider the following. Some of these questions were
incorrectly believed to be true by many mathematicians prior to nineteenth century,
including the famous Cauchy. Cauchy in his text Cours dAnalyse proved a theorem to the effect that the limit of a convergent sequence of continuous functions was
again continuous. As we will see, this result is false!
1. POINTWISE CONVERGENCE
55
Since F (x) = limn Fn (x) for every x [a, b], what we really asking is does
lim lim Fn (t) = lim lim Fn (t) ?
tp
tp
Question (a). For series of functions, we can ask similar question. If each fn (x)
X
is continuous at p, is S(x) =
fn (x) necessarily continuous at p? Again what we
n=1
X
n=1
fn (t) =
X
n=1
lim fn (t) ?
tp
X
Question (b). If each fn is differentiable on [a, b], is S(x) =
fn (x) necessarily
n=1
d X
X
d
fn (x) =
fn (x) ?
dx n=1
dx
n=1
fn (x)
n=1
Z b
X
fn (x) dx =
fn (x) dx ?
a n=1
n=1
56
Below we only give counter-examples to Questions (a) and (c). You may read the
text book [2] for more examples.
Example 1.7 (Counter-example to Question (a)). Consider the functions
Fn (x) = xn ,
x [0, 1].
At x = 1, we have
lim Fn (1) = lim 1n = 1.
Thus {Fn } converges pointwise to the function F on the interval [0, 1] given by
1,
x = 1.
Each Fn is continuous on the whole interval [0, 1], but F is not continuous at x = 1.
This simple example gives a counter example to Cauchys (false) statement that
the limit of continuous functions is continuous, namely the limit of continuous functions need not be continuous.
Example 1.8 (Counter-example to Question (c)). Consider the functions
n2 x,
0 < x < n1 ,
Fn (x) =
2n n2 x, n1 x < n2 ,
2
0,
x < 1.
n
For each fixed x (0, 1], one sees that Fn (x) = 0 whenever n x2 , and hence
lim Fn (x) = lim 0 = 0.
Also, at x = 0, we have
lim Fn (0) = lim n2 0 = 0.
Thus, {Fn } converges pointwise to the zero function F (x) 0 on the interval [0, 1].
For each n 1, we have
Z 1
Z 1/n
Z 2/n
Z 1
2
2
Fn (x) dx =
n x dx +
(2n n x) dx +
0 dx
0
1/n
2/n
1
2
n2 x2 n
n2 x2 n
=
+ 2nx
1 + 0
2 0
2
n
1
1
= + (4 2) (2 ) + 0 = 1.
2
2
Thus we have
Z
Z
Fn (x) dx = lim 1 = 1 6= 0 =
lim
F (x) dx,
0
i.e.
2. UNIFORM CONVERGENCE
1
Fn (x) dx 6=
lim
57
lim Fn (x) dx.
Proof. First we prove the only if part. Suppose that {Fn } converges uniformly
to F on I. Then for any given > 0, there exists N such that
|Fn (x) F (x)| <
for all n > N and x I
2
Tn = sup |Fn (x) F (x)| < for all n > N
2
xI
58
+ = .
2 2
= < .
m
m 2
2
Thus {Fn } converges uniformly to F , and this finishes the proof of the if part.
= lim |Fn (x) Fm (x)| lim
2. UNIFORM CONVERGENCE
59
2.3. Examples.
sin2 x
,
n
Proof. The limiting function F (x) is
sin2 x
=0
n
n
F (x) = lim
for all x (, +). Since
2
sin x 1
0
Tn =
sup |Fn (x) F (x)| =
sup
n n
x(,+)
x(,+)
as n , thus the sequence of functions {Fn (x} converges uniformly on (, +).
Example 2.7. Determine whether the following sequences of functions converge
uniformly on the indicated interval.
n2 ln x
(a) fn (x) =
, x [1, +);
xn
n2 ln x
(b) fn (x) =
, x [2, +).
xn
Solution. Let f (x) = lim fn (x) = 0 for x 1.
n
x1
fn0 (x) = n2
n2 ln x
= sup fn (x). From
xn
x1
1 n
n2 n3 ln x
x n3 ln x xn1 =
= 0,
x
xn+1
1
n2 ln x sin nx
converges uniformly on [2, +).
xn
Solution. F (x) = lim Fn (x) = 0 for x 2. Observe
Example 2.8. Show that Fn (x) =
n
x2
n2 ln x| sin nx|
n2 ln 2
xn
2n
60
n=1
fn (x) is a series of
n=1
X
Tn = sup
fk (x) .
xI
k=n+1
Then
n=1
n
X
k=1
fk (x). Then
k=1
X
|Sn (x) S(x)| =
fk (x)
k=n+1
fn converges uni-
n=1
formly on a set I if and only if given any > 0, there exists a natural number N
such that
m
X
f
(x)
< for all x I and all m > n > N.
k
k=n+1
2. UNIFORM CONVERGENCE
61
The following test is very useful in verifying that certain series of functions converge uniformly to some functions on an interval.
Theorem 2.12 (Weierstrass M -test). Consider a series of functions
fk on a
k=1
X
(ii)
Mk converges.
k=1
Then
k=1
Remark. Weierstrass M -test only states that if a series of functions satisfies conditions (i) and (ii), it converges uniformly on I. If a series of functions does not satisfy
these two conditions, the test fails, namely, no conclusion that you can claim from
this test.
Proof. Since
k=1
k=n+1
k=n+1
k=n+1
fk converges uniformly on I.
k=1
2.5. Examples.
X
cosn x
Example 2.13. Show that
converges uniformly on (0, ).
n2 + x
n=1
Proof. Since
cosn x
1
n2 + x n2
X
1
for all x (0, ) and the series
is convergent by the p-series, the series of
n2
n=1
X
cosn x
functions
converges uniformly by the Weierstrass M -test and hence the
n2 + x
n=1
result.
62
X
n2 xn sin nx
n=1
n2
2 n
n x sin nx n
2
2
Xn
X
converges and so the series of functions
n2 xn sin nx converges
the series
n
2
n=1
n=1
uniformly on [0, 21 ] by the Weierstrass M -test.
xn
converges uniformly on [0, 1].
n
n=1
n
1
n+1 x
Note. The M -test fails for this example because sup (1)
=
but
n
n
x[0,1]
X
1
diverges. In this case, we use T -test or Cauchy Criterion.
n
n=1
Example 2.15. Show that the series
(1)n+1
xn
. Then, for 0 x 1, we have
n
a1 (x) a2 (x) 0
and lim an (x) = 0.
x
converges pointwise on [0, 1] by the Alternating Series
n
n=1
Test. By the Alternating Series Estimation,
X
k
x
xn+1
1
Tn = sup
(1)k+1 sup
=
.
k 0x1 n + 1
n+1
0x1
k=n+1
Thus the series
(1)n+1
1
xn
= 0, the series (1)n+1
converges uniformly by the T -test.
n n + 1
n
X
xn
Example 2.16. Show that the series
does not converge uniformly on [0, 1).
n
n=1
Since lim
X xk
X
xk
Tn = sup |Sn (x) S(x)| = sup
.
= sup
k 0<x<1 k=n+1 k
0x<1
0x<1
k=n+1
= sup
0<x<1
xn+2
xn+1
+
+
n+1 n+2
sup
0<x<1
xn+1
xn+2
x2n
+
+ +
n+1 n+2
2n
63
1
1
xk
1
+
+ +
because
monotone increasing on (0, 1)
n+1 n+2
2n
k
1
1
1
1
1
+
+ +
=n
= .
2n 2n
2n
2n
2
X
xk
Thus the sequence {Tn } does not tend to 0 and so the series of functions
does
k
k=1
NOT converge uniformly on [0, 1) by the T -test.
=
64
1
If x = 1, then Fn (1) = . Thus the limiting function F (x) is
2
0 0x<1
F (x) =
1
x=1
2
Because each Fn (x) is continuous but F (x) is not, the sequence of functions {Fn (x)}
does not converge uniformly on [0, 1] by Theorem 3.1.
It is possible that each Fn and F (x) = lim Fn (x) are continuous, but {Fn } does
n
0x1
0x1
From
2
k=1
k=1
X
n=1
x
n2 enx
65
We obtain that fn0 (x) > 0 for 0 < x < n1 and fn0 (x) < 0 for x > n1 . It follows that
fn (x) is monotone increasing on (0, n1 ] and monotone decreasing on [ n1 , +). Thus
1
1
1
n
sup fn (x) = max fn (x) = fn
=
.
1 =
n
2
0<x<+
n
en3
0<x<+
ne n
X
1
.
Then
|f
(x)|
M
for
x
(0,
).
Since
Mn converges by
n
n
en3
n=1
X
x
the p-series, the series of functions
converges uniformly by Weierstrass M 2 enx
n
n=1
X
x
is continuous on
test on (0, ). According to Corollary 3.4, the function
2
nx
n
e
n=1
(0, ).
Let Mn =
n=1
n=1
uniformly.
Example 3.6. Consider the geometric series
xn = 1 + x + x2 + =
n=0
n
1
1x
n=0
n=0
Tn = sup xn+1 + xn+2 + sup xn+1 + xn+2 +
1<x<1
0x<1
0x<1
0x<1
n=0
66
sup
f (x)
x[xi1 ,xi ]
mi (f ) =
inf
f (x).
x[xi1 ,xi ]
n
X
Mi (f )xi .
i=1
Z
f (x), dx and
f (x), dx,
a
Z
f (x) dx
f (x) dx,
a
The common value is called the Riemann integral of f over [a, b], and it is denoted
Z b
Z b
Z b
by
f (x) dx =
f (x) dx =
f (x) dx.
a
Remark. In the following, (1) and (2) are from [2, Theorem 6.1.8].
1) Any continuous function on a finite interval [a, b] is Riemann integrable.
2) Any monotone function on a finite interval [a, b] is Riemann integrable.
3) Any elementary function is continuous on its domain.
67
The elementary functions are the polynomials, rational functions, power functions
(xa ), exponential functions (ax ), logarithmic functions, trigonometric and inverse
trigonometric functions, hyperbolic and inverse hyperbolic functions, and all functions that can be obtained from these by five operations of addition, subtraction,
multiplication, division, and composition.
4.2. The Theorems.
Theorem 4.1. Let {Fn } be a sequence of Riemann integrable functions on a
finite interval [a, b]. Suppose that {Fn } converges uniformly to a function F on [a, b].
Then F is Riemann integrable on [a, b], and
Z b
Z b
Z b
Z b
lim
Fn (x) dx =
F (x) dx i.e. lim
Fn (x) dx =
lim Fn (x) dx.
n
Z
F (x) dx
F (x) dx .
a
68
Let 0, we have
Z
Z
F (x) dx
F (x) dx = 0
a
F
(x)
dx
n
2
a
a
for n > N and hence
Z
Z
b
lim
Fn (x) dx =
a
F (x) dx.
a
Example 4.2. Compute, justifying your answer,
Z 1
sin nx
lim
dx.
n 0 n + x2
sin nx
. Then the limiting function
n + x2
sin nx
F (x) = lim Fn (x) = lim
=0
n
n n + x2
for any given 0 x 1, by the Squeeze theorem, because
1
sin nx
1
2
n
n+x
n
1
1
and lim = lim = 0. Since
n n
n n
sin nx 1
,
Tn = sup |Fn (x) F (x)| = sup
2
n
0x1
0x1 n + x
Solution. Let Fn (x) =
lim Tn = 0 by the Squeeze Theorem and so the sequence of functions {Fn } converges
k=1
interval [a, b]. Suppose that each fk is a Riemann integrable (bounded) function on
[a, b]. Then S is also Riemann integrable on [a, b], and
Z b
Z bX
Z b
Z b
X
X
fk (x) dx, i.e.
fk (x) dx =
fk (x) dx.
S(x) dx =
a
k=1
a k=1
k=1
Proof. Consider the sequence of partial sums {Sn } on [a, b], where Sn =
69
n
X
fk .
k=1
n Z
X
= lim
k=1
a
b
fk (x) dx =
Z
X
k=1
a k=1
fk (x) dx.
By using this theorem, we have the following amazing formula.
Example 4.4. Show that
X
ln 2 =
n=1
Proof. Since xn1
converges, the series
1
1
1
1
= +
+
+
n
2
n2
2 22
3 23
n1
n1
X
1
1
1
for 0 x and the geometric series
2
2
2
n=0
n=1
1
2
Z
X
n=1
Since
1
2
1
=
1x
n1
dx =
1
2
X
n=1
1
on [0, 12 ] by the Weier1x
xn1 dx
n=1
1/2 X
xn
1
=
.
n
n 0
n
2
n=1
1
2
1
1
1
1
2
= ln(1 x) = ln 1
= ln
= ln 2,
2
2
0
0 1x
we obtain the formula
X
1
1
1
1
ln 2 =
= +
+
+ .
n
2
3
n
2
2
2
2
3
2
n=1
Z
Remark 4.5. Example 4.4 gives a way to estimate the number ln 2 because the
remainder
X
1
1
1
Rn =
=
+
+
k
n+1
k2
(n + 1)2
(n + 2)2n+2
k=n+1
<
1
1
1
+
+
+
n+1
n+2
(n + 1)2
(n + 1)2
(n + 1)2n+3
70
1
=
(n + 1)2n+1
For instance,
1
1
1 + + 2 +
2 2
=
1
1
n+1
(n + 1)2
1
1
2
1
.
(n + 1)2n
1
1
1
1
+
+
+
+
2 2 22 3 23
10 210
1
1
with error less than
=
.
10
11 2
11264
4.3. Remarks on Theorem 4.1. For completeness we include the following
result, which does not require uniform convergence. The proof requires new theory
called Lebesgue integration. There are applications in the area of probability and
statistics.
ln 2
Theorem 4.6 (Bounded Convergence Theorem). Let {Fn } be a sequence of Riemann integrable functions converging pointwise to F (x) on [a, b]. Suppose that
(i) F (x) is Riemann integrable, and
(ii) there exists a positive constant M such that
|Fn (x)| M
for all x [a, b] and n N.
Then
Z
lim
Fn (x) dx =
a
Z
F (x) dx
lim Fn (x) dx
a n
is continuous on [a, b], Fn0 is also Riemann integrable on [a, b], and by the fundamental
theorem of calculus,
Z x
Fn0 (t) dt = Fn (x) Fn (a) for all x [a, b].
a
71
On the other hand, since {Fn0 } converges uniformly to g on [a, b], it follows from
Theorem 4.1 that
Z x
Z x
Z x
0
0
lim
Fn (t) dt =
lim Fn (t) dt =
g(t) dt.
n
By (i) and Theorem 3.1, g is continuous on [a, b]. Then by the fundamental theorem
of calculus, we have
Z x
d
g(t) dt = g(x).
dx a
Together with equation 9, it follows that F is also differentiable on [a, b], and for all
x [a, b],
Z x
d
d
F (x) F (a) =
g(t) dt = g(x), i.e.F 0 (x) = g(x), i.e.
dx
dx a
d
d
lim Fn (x) = lim
Fn (x) .
n dx
dx n
The proof is finished.
Remark 5.2. By inspecting the proof, Theorem 5.1 still holds when the closed
interval [a, b] is replaced by (a, b), (a, b] or [a, b).
This theorem can be generalized as follows.
Theorem 5.3. Let {Fn } be a sequence of differentiable functions on [a, b] such
that
(a) {Fn (x0 )} converges for some x0 [a, b], and
(b) {Fn0 } converges uniformly on [a, b].
Then {Fn } converges uniformly to a function F (x) on [a, b] with,
F 0 (x) = lim Fn0 (x), i.e.
n
d
d
lim Fn (x) = lim
Fn (x) .
n dx
dx n
The proof of this theorem is omitted, see [2, Theorem 8.5.1, pp.340-341].
Corollary 5.4. Let
k=1
that
(a)
k=1
(b)
X
k=1
72
Then
fk converges uniformly to a function S(x) on [a, b], and for all x [a, b],
k=1
0
S (x) =
X
k=1
fk0 (x),
X
d X
d
i.e.
fk (x) =
fk (x).
dx k=1
dx
k=1
n
X
k=1
converges, and, by (b), {Sn0 (x)} converges uniformly on [a, b]. By Theorem 5.3,
X
{Sn (x)} converges uniformly to a function S(x) on [a, b] and so
fk (x) converges
k=1
uniformly to S(x) on [a, b] by the definition. Furthermore, by Theorem 5.3, for all
x [a, b], S 0 (x) = lim Sn0 (x), that is,
n
n
n
X
0
X
X
d X
d
fk (x) = lim
fk (x) = lim
fk0 (x) =
fk (x).
n
n
dx k=1
dx
k=1
k=1
k=1
As an application, we give a proof of binomial series. Let a be any real number.
The binomial number, a chooses n, is defined by
a
a(a 1)(a 2) (a n + 1)
=
n
n!
1
1
1
1
1
1
1
2
2
2
for positive integers n. For instance, 2 = ,
= ,
=
1
2
2
2!
8
1
1
1
1
1
1
3
1 2 2
2 2
1
2
= 2 2
= 2
= .
3
3!
6
16
a
We also use the convention that
= 1 for any a.
0
Theorem 5.5 (Binomial Series). Let a be any real constant. Then
X
a(a 1) 2
a n X a n
a
(1 + x) = 1 + ax +
x + = 1 +
x =
x
2!
n
n
n=1
n=0
for |x| < 1.
Proof. Let be any fixed positive number with 0 < < 1 and let I = [, ].
Consider the series of functions
X
a n
1+
x
n
n=1
converges when x = 0 [, +]. So it satisfies condition (a) of Corollary 5.4. We
check condition (b) of Corollary 5.4, namely, the series of functions
X
a
nxn1
n
n=1
73
a
(n + 1)n
n+1
a
nn1
n
|a| |a 1| |a n|
(n + 1) n
(n + 1)!
= lim
n |a| |a 1| |a n + 1|
n n1
n!
|a| |a 1| |a n| n! (n + 1)
n (n + 1)! |a| |a 1| |a n + 1| n
= lim
|a n|
= lim |a/n 1| = < 1.
n
n
n
X
X
a
Thus the series
Mn converges and so the series of functions
nxn1 conn
n=1
n=1
verges uniformly on [, ], by the Weierstrass M -test.
X
a n
By Corollary 5.4, the series 1 +
x converges uniformly to a function f (x)
n
n=1
on [, ] with
X
a
0
f (x) =
nxn1 .
n
n=1
= lim
X
X
a
a(a 1) (a n + 1) n n1
0
n1
x
f (x) =
nx
=
n!
n
n=1
n=1
=
X
a(a 1) (a n + 1)
(n 1)!
n=1
0
n1
n1
n=1
X
a1
n=1
X
=a
X
a1
n1
X
n1
+a
xn1
and
X
a1
n=1
n1
xn
a1 n
a1 n
=a
x +a
x
n
n1
n=0
n=1
(
"
#
)
X
X
a1
a1
a
=a 1+
+
xn = a 1 +
xn = af (x),
n
n
1
n
n=1
n=1
74
where
a1
a1
+
n
n1
(a 1)(a 2) (a 1 n + 1) (a 1)(a 2) (a 1 n + 2)
=
+
n!
(n 1)!
(a 1)(a 2) (a 1 n + 2)
=
(a 1 n + 1 + n)
n!
a
a(a 1) (a n + 1)
=
=
.
n!
n
Let y = f (x). Then we obtain the differential equation
dy
dy
a dx
= ay
=
dx
y
1+x
Z
Z
dy
a dx
=
=
y
1+x
= ln |y| = a ln |1 + x| + A = ln |1 + x|a + A
(1 + x)
(1 + x) = 1 +
X
a
n=1
xn
for |x| because 1+x > 0 when |x| < 1. Since is any number with 0 < < 1,
the formula
X
a n
a
(1 + x) = 1 +
x
n
n=1
holds for all x (1, 1).
For instance,
1
X
12 2
x +
1 + x = (1 + x) =
2!
k=0
1
1
X
12 6
1 3
3 k
3 12
2
2
3
x
=1 x +
x +
1 x = (1 x ) =
k
2
2!
k=0
12
1
k
1
X
1
1
1 2
2
4.1 = 4 +
=2 1+
=2
.
10
40
k
40
k=0
1
2
1
x =1+ x+
k
2
2
1
2
6. POWER SERIES
Solution.
4.1 =
k
1
1
X
1
1 2
2
.
=2 1+
=2
k
40
40
k=0
k
1
X
1
2
=2+2
.
k
40
k=1
1
4+
10
12
75
Now
1
2
1
2
1
2
1
2
1
k!
k+1
1
k+1 2
= (1)
1
2
k 12 1
k!
for k 2. Let
bk =
1
2
1
2
k
k 12 1
1
.
k!
40
k+1
k 12 1 k 12
1
(k + 1)!
40
k
1
1
1 2 k 2 1
1
k!
40
bk+1
=
bk
1
2
1
2
k 12
=
1,
40(k + 1)
that is, b2 b3 0, and lim bk = 0 by the Squeeze Theorem because
k
0 bk
1
2
1 2 (k 1)
k!
1
40
k
=
1
2k 40k
1
= 0. By the alternating series estimation, from
k 2k 40k
k+1
1
1
2
2
< 0.001,
k+1
40
1
< 0.001, and so
6400
1
1
4.1 2 + 2 2
= 2.025
1 40
6. Power Series
X
an x n = a0 + a1 x + a2 x 2 +
n=0
76
X
1.
(n + 1)xn = 1 + 2x + 3x2 + 4x3 + 5x4 +
n=0
X
xn
2.
n=0
n!
=1+x+
x2 x3
+
+
2!
3!
an (x x0 )n = a0 + a1 (x x0 ) + a2 (x x0 )2 +
n=0
X
1.
(x 1)n = 1 + (x 1) + (x 1)2 + .
n=0
2.
n=1
Warning. Dont expand out the terms an (xx0 )n in the power series
an (xx0 )n
n=0
because, when you rearrange terms in an (infinite) series, you may get different values.
(For partial sums, you can expand out, if it is necessary, because there are only finitely
many terms.)
X
Question: Given a power series
an (x x0 )n , when does it converge and when
n=0
an (x x0 )n .
n=0
n=0
gence R is defined by
R=
lim
If lim
p
n
1
p
n
|an |
|an+1 |
exists, R is also given by
n |an |
lim
R=
1
|an+1 |
lim
n |an |
p
n
|an | = 0, we set R = . If
6. POWER SERIES
77
If lim
lim
and so lim
|an+1 |
|an+1 |
= lim
|an |
|an |
p
n
|an | exists and
p
n
lim
|an | = lim
|an+1 |
.
|an |
x x2 x3 x4 x5 x6
+
+ 3 + 4 + 5 + 6 +
3 42
3
4
3
4
Solution. Since
an =
we have
Thus lim
1
42k
1
32k1
n = 2k
n = 2k 1,
n = 2k
4
p
n
|an | =
1 n = 2k 1.
3
p
n
|an | =
1
and so the radius of convergence
3
1
1
p
= 1 = 3.
R=
n
lim
|an |
3
n
Example 6.7. Find the radius of convergence of the power series
X
(4x + 3)n
n=0
X
(4x + 3)n
n=1
Thus
R=
n3
n3
n
X
4n
3
=
x+
.
3
n
4
n=1
1
1
1
1
= .
=
=
n+1
3
4
|an+1 |
4
n
4
lim
lim
lim
3
1
n 1 +
n |an |
n (n + 1)3 4n
n
78
k=0
ak (x x0 )k
k=0
lim |ak | k
. Assertion (i)
X
ak (x x0 )k converges.
the series
k=0
ak (x x0 )k
k=0
|ak | k <
1
|x x0 |
sup |ak | k
nk
1
|x x0 |
1
1
1
< ,
R
|x x0 |
R
X
which is a contradiction. Hence we must have
ak (x x0 )k diverges at each x
lim |ak | k
|x x0 |
k=0
satisfying |x x0 | > R.
X
k
ak (xx0 ) with radius of convergence R, the set of points at which
ak (xx0 )k
k=0
k=0
[x0 R, x0 + R].
X
(x 2)n
n=1
n2
(ii)
X
(x 2)n
n=1
(iii)
X
n=1
n(x 2)n
6. POWER SERIES
79
1
1
1
=
=
= 1.
2
1
|an+1 |
n
lim
lim
lim
n (1 + 1 )2
n |an |
n (n + 1)2
n
X
X
1
(1)n
is
, which is convergent by Example 3.5. When x = 3, the series is
,
2
n
n2
n=1
n=1
which is convergent by the p-series. Thus the interval of convergence is [1, 3].
(ii). The radius of convergence is
R=
1
1
1
=
= 1.
=
n
1
|an+1 |
lim
lim
lim
n (n + 1)
n (1 + 1 )
n |an |
n
X
(1)n
n=1
X
1
, which is
which is convergent by Example 3.5. When x = 3, the series is
n
n=1
divergent by the p-series. Thus the interval of convergence is [1, 3).
(iii). The radius of convergence is
R=
1
1
1
= 1.
=
=
n+1
|an+1 |
1
lim
lim
lim 1 +
n
n
n |an |
n
n
n(1)n ,
n=1
n=1
n=0
R 0.
(1). If
n=0
an (x x0 )n converges
n=0
X
X
n
(2). If
an (R) converges, then the series of functions
an (x x0 )n conn=0
n=0
80
x x0
. Then
R
X
X
an (x x0 )n =
an Rn tn .
n=0
n=0
We are going to show that this series converges uniformly on 0 t 1, that is,
X
X
n
x0 x x0 +R. Write a
n for an R . By the assumption, the series
a
n =
an R n
converges. Let An =
n
X
a
k
k=0
a
k =
k=0
An An1 =
n=0
n=0
a
k . Then
k=n+1
!
a
k
k=n+1
!
a
k
=a
n .
k=n
k=n+1
n+1
|Am |t + |An |t
m1
X
|Ak | tk (1 t).
k=n+1
Since
a
n converges, the remainders
n=0
a
k = An tends to 0 and so lim An = 0.
n
k=n+1
Given > 0, there exists N such that |An | < for n > N . Now, for m > n > N and
2
0 t 1,
m
m1
X
X
k
m
n+1
a
k t |Am |t + |An |t
+
|Ak | tk (1 t)
k=n+1
k=n+1
m1
X
m n+1
< t + t
+
tk (1 t)
2
2
2
k=n+1
m
t + tn+1 + (1 t)(tn+1 + tn+2 + + tm1 )
2
m
t + tn+1 + (tn+1 + tn+2 + + tm1 ) (tn+2 + tn+3 + + tm ) = 2tn+1 .
2
2
X
X
By the Cauchy Criterion, the series of functions
a
n tn =
an (x x0 )n converges
=
uniformly on 0 t 1, or on x0 x x0 + R.
n=0
n=0
an (x x0 )n be a power
n=0
6. POWER SERIES
81
n=0
[c, d] I.
Remark. (1). I = [x0 R, x0 +R], [x0 R, x0 +R), (x0 R, x0 +R], or (x0 R, x0 +R).
If I = [x0 R, x0 + R], then the power series converges on I. In other cases, since I
is not closed, the theorem says that the power series converges on any closed subinterval of I. For instance, if x0 = 0, R = 1, and I = [1, 1), then the power series
converges uniformly on [1, 0.9], [0, 0.9] and etc, but it need not converge uniformly
on [1, 1) or [0, 1).
(2). In any of the four cases, the power series converges uniformly on any closed
sub-interval of (x0 R, x0 + R).
Proof. There are three cases: (i). c x0 d, (ii). x0 < c d, or (iii).
c d < x0 .
X
X
n
Case (i). c x0 d. Since
an (d x0 ) and
an (c x0 )n (because c, d I),
n=0
n=0
an (x x0 )n converges uniformly
n=0
X
X
n
Case (ii). x0 < c d. Since
an (d x0 ) converges, the power series
an (x
n=0
n=0
X
X
n
an (x
an (c x0 ) converges, the power series
Case (iii). c d < x0 . Since
n=0
n=0
n=0
R > 0, and let I be the interval of convergence. Suppose that [c, d] is a closed subinterval of I. Then
Z dX
X
(d x0 )n+1 (c x0 )n+1
n
.
an (x x0 ) dx =
an
n
+
1
c n=0
n=0
Proof. Since
n=0
Z
c
dX
n=0
an (x x0 ) dx =
Z
X
n=0
an (x x0 )n dx =
X
n=0
an
(d x0 )n+1 (c x0 )n+1
.
n+1
82
n=0
vergence R > 0.
X
(a). If
an Rn converges, then
n=0
lim
x(x0
(b). If
+R)
an (x x0 ) =
n=0
an R n .
n=0
n=0
lim
x(x0 R)+
an (x x0 ) =
n=0
an (R)n .
n=0
an (x x0 )n converges
n=0
an (x x0 )n continuous on
n=0
an Rn = f (x0 + R) =
n=0
lim
x(x0 +R)
f (x) =
lim
x(x0
+R)
an (x x0 )n .
n=0
xn =
n=0
1
=
1+t
1
for |x| < 1, we have
1x
(1)n tn
n=0
n+1
X
X
1
n
n
n x
ln(1 + x) =
dt =
(1)
t dt =
(1)
.
n+1
0 1+t
0
n=0
n=0
Since
(1)n
n=0
xn+1
converges when x = 1, we have
n+1
X
1
xn+1
(1)
= lim
(1)n
= lim ln(1 + x) = ln 2.
n + 1 x1 n=0
n + 1 x1
n=0
n
In other words,
ln 2 = 1
1 1 1
+ + .
2 3 4
xn =
n=0
1
=
1 + t2
83
1
for |x| < 1, we have
1x
(1)n t2n
n=0
2n+1
X
X
1
n
2n
n x
arctan x =
dt
=
(1)
t
dt
=
(1)
.
2
2n + 1
0 1+t
0
n=0
n=0
Since
so
(1)n
n=0
x2n+1
converges when x = 1, it converges uniformly on [1, 1] and
2n + 1
arctan x =
(1)n
n=0
x2n+1
2n + 1
In particular,
1
1 1 1
= arctan 1 =
= 1 + + .
(1)n
4
2n + 1
3 5 7
n=0
Example 6.16. From
arctan x =
(1)n
n=0
we have
2
arctan x =
nx
(1)
n=0
X
2
n
arctan x dx =
(1)
0
n=0
x2n+1
2n + 1
2(2n+1)
2n + 1
(1)n
n=0
x4n+2
2n + 1
X
x4n+2
1
dx =
(1)n
.
2n + 1
(2n
+
1)(4n
+
3)
n=0
Proof. Let B = lim bn .Given any > 0, there exists N such that |bn B| <
n
for n > N , that is,
B < bn < B +
for n > N.
Thus, since an 0,
an (B ) < an bn < an (B + )
for n > N
and so
(B ) lim an = lim an (B ) lim an bn lim an (B + ) = (B + ) lim an .
84
Theorem 7.2. Suppose that
n=0
and
f (x) =
an (x x0 )n ,
|x x0 | < R.
n=0
Then
(a). The power series
(b). f 0 (x) =
n=1
n=1
1
.
R
X
n=0
nan (x x0 )n =
nan (x x0 )n = (x x0 )
n=1
nan (x x0 )n1
n=1
nan (x x0 )n1 .
n=1
n=1
X
n=0
(1)n
x2n+1
2n + 1
But
85
X
1
0
=
(arctan
x)
=
(1)n x2n
1 + x2
n=0
only holds for |x| < 1 because when x = 1, the right hand side diverges (and the
1
left hand side = ).
2
X
Corollary 7.4. Suppose that
ak (x x0 )k has radius of convergence R > 0
k=0
ak (x x0 )k
k=0
X
k(k 1)(k 2) (k n + 1)ak (x x0 )kn .
(10)
f (n) (x) =
k=n
In particular,
(11)
ak =
X
f (k) (x0 )
k!
k=0
f (k) (x0 )
k!
for all k.
(x x0 )k .)
X
1
=
xn = 1 + x + x2 + x3 +
1 x n=0
|x| < 1,
we have
1
=
(1 x)2
1
1x
0
=
n=1
X
x
=
nxn = x + 2x2 + 3x3 + 4x4 +
(1 x)2
n=1
1
By letting x = , we have
2
1
X
n
2
=
=2
n
1 2
2
1
n=1
2
|x| < 1.
86
X
xn
x2 x3
y=
=1+x+
+
+ .
n!
2!
3!
n=0
The radius of convergence
1
1
1
1
R=
=
=
= = .
1
n!
|an+1 |
0
lim
lim
lim
n n + 1
n (n + 1)!
n |an |
Thus for any x (, +),
x2 x3
+
+ = y
2!
3!
Z
Z
dy
dy
dy
=
=y
=
= dx
=
=
dx
= ln |y| = x + A
dx
y
y
= |y| = ex+A
= y = Cex , C = eA constant.
Let x = 0.
C = Ce0 = y(0) = 1 + 0 + 0 + = 1.
Hence we obtain the formula
X
x2 x3
xn
ex =
=1+x+
+
+ .
n!
2!
3!
n=0
y0 = 0 + 1 + x +
X
As a consequence, the functions f (x) =
an (xx0 )n are infinitely differentiable
n=0
on (x0 R, x0 + R) if R > 0.
Corollary 7.8 (Uniqueness Theorem). Suppose that
an (xx0 ) and
n=0
bn (x
n=0
x0 )n are two power series which converge for |x x0 | < R with R > 0. Then
X
X
an (x x0 )n =
bn (x x0 )n
for |x x0 | < R
n=0
n=0
an (x x0 )n =
n=0
bn (x x0 )n .
n=0
X
n=0
an (xx0 )n =
n=0
f (n) (x0 )
f (n) (x0 )
Then an =
and bn =
. Thus an = bn for all n = 0, 1, 2, 3, .
n!
n!
8. TAYLOR SERIES
87
8. Taylor Series
8.1. History Remarks. The study of sequences and series of functions has its
origins in the study of power series representation of functions. The power series
of ln(1 + x) was known to Nicolaus Mercator (1620-1687) by 1668, and the power
series of many other functions such as arctan x, arcsin x, and etc, were discovered
around 1670 by James Gregory (1625-1683). All these series were obtained without
any reference to calculus. The first discoveries of Issac Newton (1642-1727), dating
back to the early months of 1665, resulted from his ability to express functions in
terms of power series. His treatise on calculus, published in 1737, was appropriately
entitled A treatise of the methods of fluxions and infinite series. Among his many
accomplishments, Newton derived the power series expansion of (1 + x)m/n using
algebraic techniques. This series and the geometric series were crucial in many of
his computations. Newton also displayed the power of his calculus by deriving the
power series expansion of ln(1+x) using term-by-term integration of the expansion of
1/(1 + x). Colin Maclaurin (1698-1746) and Brooks Taylor (1685-1731) were among
the first mathematicians to use Newtons calculus in determining the coefficients in
the power series expansion of a function. Both realized that if a function f (x) had
X
a power series expansion
an (x x0 )n , then the coefficients an had to be given by
n=0
f (n) (x0 )
.
n!
8.2. Taylor Polynomials and Taylor Series.
Definition 8.1. Let f (x) be a function defined on an open interval I, and let
x0 I and n 1. Suppose that f (n) (x) exists for all x I. The polynomial
n
X
f (k) (x0 )
(x x0 )k
Tn (f, x0 )(x) =
k!
k=0
is called the Taylor polynomial of order n of f at the point x0 . If f is infinitely
differentiable on I, the power series
X
f (n) (x0 )
T (f, x0 )(x) =
(x x0 )n
n!
n=0
is called the Taylor series of f and x0 .
For the special case x0 = 0, the Taylor series of a function f is often referred to
as Maclaurin series. The first few Taylor polynomials are as follows:
T0 (f, x0 )(x) = f (x0 ),
T1 (f, x0 )(x) = f (x0 ) + f 0 (x0 )(x x0 ),
f 00 (x0 )
T2 (f, x0 )(x) = f (x0 ) + f 0 (x0 )(x x0 ) +
(x x0 )2 ,
2!
f 00 (x0 )
f 000 (x0 )
T3 (f, x0 )(x) = f (x0 ) + f 0 (x0 )(x x0 ) +
(x x0 )2 +
(x x0 )3 .
2!
3!
The Taylor polynomial T1 (f, x0 ) is the linear approximation of f at x0 , that is
the tangent line passing through (x0 , f (x0 )) with slope f 0 (x0 ).
88
f (x) = sin x
f () = 0
f 00 (x) = sin x
f 0 () = 1
f 00 () = 0
T3 (f, )(x) = 0 (x ) + 0 +
1
(x )3 .
3!
X
1
1
1
T (f, )(x) = (x)+ (x)3 (x)5 + =
(1)k+1
(x)2k+1 .
3!
5!
(2k + 1)!
k=0
Example 8.4. Find the Taylor series of f (x) =
1
at x0 = 3.
x
Proof.
1
1
1
1
=
=
x
3 (3 x)
3 1 3x
3
1X
=
3 n=0
3x
3
n
X (1)n
1 X (1)n
n
=
(x 3) =
(x 3)n .
n
n+1
3 n=0 3
3
n=0
1
at x0 = 3 is
x
X
(1)n
n=0
3n+1
(x 3)n .
8. TAYLOR SERIES
89
8.3. Taylor Theorem. In view of Theorem 7.4, we may ask the following question:
Question: Given a infinitely differentiable function f (x), does the equality
X
f (k) (x0 )
(12)
f (x) = T (f, x0 )(x) =
(x x0 )k
k!
k=0
hold for |x x0 | < R?
(Here R is the radius of the convergence of the Taylor series.)
It turns out that in general, the answer is NO. (See Example 8.5 for an example of a
function such that equation 12 does not hold.)
However, as we have seen, the above equality does hold for some elementary
functions such as ex , sin x, cos x, ln(1 + x), (1 + x)a , arctan x, and etc. We are going
to give certain hypothesis such that the above equality holds for some functions.
Example 8.5 (Counter-example to the Question). Consider the function
1
e x2 x 6= 0,
f (x) =
0
x = 0.
Then we will show that f (x) 6= its Taylor series at x0 = 0.
Proof. First we compute f 0 (0). By substituting y =
1
x2
f (x) f (0)
e x2 0
1
1
f (0) = lim
= lim
= lim
1 = lim
1 x
x0
x0
x0
x0 2 x2
x0
x
xe x2
xe
y
= lim y lim x = 0 0 (by LHopitals rule) = 0.
y e
x0
For x 6= 0,
1
d 12
f 0 (x) =
e x = 2x3 e x2 .
dx
Thus,
1
2x3 e x2 x 6= 0,
f 0 (x) =
0
x = 0.
1
Next we compute f 00 (x). By substituting y = 2 ,
x
0
f 0 (x) f 0 (0)
2x3 e x2 0
1
f (0) = lim
= lim
= 2 lim
1
x0
x0 4 x2
x0
x0
x
xe
00
y2
= 0 (by LHopitals rule).
y ey
= 2 lim
Again, for x 6= 0,
1
1
d
2x3 e x2 ) = (6x4 + 4x6 )e x2 .
dx
Similar calculations will lead to
f 00 (x) =
90
Thus we have
X
f (k) (0)
k=0
k!
X
0 k
x =
x = 0 + 0x + 0x2 + = 0.
k!
k=0
k
1
x2
6= 0. Therefore, f (x) 6=
X
f (k) (0)
k=0
k!
xk .
n
X
f (k) (x0 )
k!
k=0
(x x0 ) =
X
f (k) (x0 )
k=0
k!
(x x0 )k
if and only if
lim Rn (f, x0 )(x) = 0.
X
f (n) (x0 )
n!
n=0
(x x0 )n
The remainder Rn (f, x0 ) has been studied much and there are various forms of
Rn (f, x0 ). We only provide one result called Lagrange Form of the Remainder,
attributed by Joseph Lagrange (1736-1813). But this result sometimes also referred
to as Taylors theorem.
Theorem 8.7 (Taylor Theorem). Let f be a function on an open interval I,
x0 I and n N. If f (n+1) (t) exists for every t I, then for any x I, there exists
a between x0 and x such that
(13)
Rn (f, x0 )(x) =
f (n+1) ()
(x x0 )n+1 .
(n + 1)!
Thus
f (x) = f (x0 )+f 0 (x0 )(xx0 )+
f 00 (x0 )
f (n) (x0 )
f (n+1) ()
(xx0 )2 + +
(xx0 )n +
(xx0 )n+1 ,
2!
n!
(n + 1)!
n
X
f (k) (x0 )
k=0
k!
(x x0 )k .
8. TAYLOR SERIES
91
n
X
f (k) (x0 )
k=0
k!
(x x0 )k + M (x x0 )n+1 .
f n+1 ()
(Note. M depends on x.) Our goal is to show that M =
for some between
(n + 1)!
x0 and x.
We construct a function
n
X
f (k) (x0 )
g(t) = f (t)
(t x0 )k M (t x0 )n+1
k!
k=0
f (n) (x0 )
n
= f (t) f (x0 ) + f (x0 )(t x0 ) + +
(t x0 ) M (t x0 )n+1 .
n!
(14)
= g 00 (c2 ) = 0.
Continuing this manner, we obtain points c1 , c2 , , cn , x0 < cn < cn1 < < c2 <
c1 < x, such that g 0 (c1 ) = 0, g 00 (c2 ) = 0, g 000 (c3 ) = 0, , g (n) (cn ) = 0. By applying
the mean value theorem once more to g (n) on [x0 , cn ], there exists , x0 < < cn ,
such that
0 = g (n) (cn ) g (n) (x0 ) = g (n+1) ()(cn x0 )
= g (n+1) () = 0.
f (n+1) ()
for some between x0 and x (because x0 < < cn < x).
(n + 1)!
X
(1)n x2n+1
x3 x5 x7
sin x =
=x
+
+
(2n
+
1)!
3!
5!
7!
n=0
(|x| < ).
92
Proof. First the right hand side is the Maclaurin series of f (x) = sin x because
f 0 (x) = cos x
f (x) = sin x
f 00 (x) = sin x
00
f (0) = 0
f (0) = 1
f (0) = 0
f (0) = 1,
(1)n x2n+1
. By the ratio test
Next let an =
(2n + 1)!
(1)n+1 x2n+3
(2n + 3)!
an+1
lim
= lim
(1)n x2n+1
n an
n
(2n+1)!
x2
=0<1
n (2n + 3)(2n + 2)
= lim
Since lim
n
sin x =
X
(1)n x2n+1
(2n + 1)!
n=0
=x
x3 x5 x7
+
+
3!
5!
7!
(|x| < ).
8.4. Some Standard Power Series. Below is a list of Maclaurin series of some
elementary functions.
X
xn
x2 x3
x
e =
=1+x+
+
+
(|x| < )
n!
2!
3!
n=0
sin x =
X
(1)n x2n+1
n=0
cos x =
(2n + 1)!
=x
x3 x5 x7
+
+
3!
5!
7!
(|x| < ).
(1)n x2n
x2 x4 x6
=1
+
+
(2n)!
2!
4!
6!
(|x| < ).
(1)n+1 xn
x2 x3
=x
+
n
2
3
(1 < x 1).
n=0
ln(1 + x) =
n=1
X
1
=
xn = 1 + x + x2 + x3 +
1 x n=0
X
1
=
(1)n xn = 1 x + x2 x3 +
1 + x n=0
8. TAYLOR SERIES
arctan x =
X
n=0
(1)n
x3 x5
x2n+1
=x
+
2n + 1
3
5
93
(1 x 1)
X
a n
a
a 2
a 3
a
(1 + x) =
x =1+
x+
x +
x +
n
1
2
3
n=0
where
a
a (a 1) (a 2) (a k + 1)
=
k
k!
a
for any real number a and integers k 1, and
=1
0
Remark. From these power series, we can obtain Maclaurin series of various more
complicated functions by using operations such as substitution, addition, subtraction,
multiplication, division, integrals, derivatives and etc. For the Maclaurin series of
sin x2 can be obtained by replacing x by x2 in the Maclaurin series of sin x. By using
multiplication, we can obtain the Maclaurin series of ex sin x. By using long division,
sin x
we can obtain the Maclaurin series of tan x =
. By taking integral, we can obtain
cos x
Z x
the Maclaurin series of non-elementary functions, for instance f (x) =
sin t2 dt.
0
arcsin x =
dt =
1 + (t )
dt =
(t2 )k dt
2
k
1
t
0
0
0 k=0
=
Z
X
k=0
1 2k+1
1 2k+1
X
X
21
x
x
k 2k
k 2
k 2
(1) t dt =
(1)
=x+
(1)
k
k 2k + 1
k 2k + 1
k=0
k=1
1
1
1
3
2k 1
1 k + 1
2
2
2
2
2
=
k!
k!
Note that
12
k
=
= (1)k
1 3 (2k 1)
k! 2k
for k 1. Thus
(15)
X
X
1 3 (2k 1) 2k+1
k
k 1 3 (2k 1) 2k+1
arcsin x = x+ (1) (1)
x
= x+
x
k
2 k! (2k + 1)
2k k! (2k + 1)
k=1
k=1
for |x| < 1.
Step 2. Find a series expansion of
1
using = arcsin .
6
6
2
94
1 X 1 3 (2k 1)
= +
.
6
2 k=1 k! (2k + 1) 23k+1
(16)
X
X
1
1 3 (2k 1)
Rn = |S Sn | =
<
2k k! (2k + 1) 22k+1 k=n+1 (2k + 1)22k+1
k=n+1
1
1
<
=
2k+1
(2n + 3)2
(2n + 3)22n+3
k=n+1
1
(2n + 3)22n+3 1
For instance, let n = 10, we have
10
1
4
=
1
1
1 + + 2 +
4 4
1
3(2n + 3)22n+1
1 X (1 3 (2k 1)
+
2 k=1 k! (2k + 1) 23k+1
Remark. There are several other methods for computing . For instance, we can
also use
1 1 1
= arctan 1 = 1 + + ,
4
3 5 7
but one needs a huge number of terms to get enough accuracy. (So this method is
no good for computational purpose!) Another method is to use the formula of John
Machin (1680-1751):
1
1
4 arctan arctan
= ,
5
239
4
see our text book [1, Problem 7, p.813] for details. Machin used his method in 1706
to find correct to 100 decimal places. In 1995 Jonathan and Peter Borwein of Simon
Fraster University and Yasumasa Kanada of the University of Tokyo calculated the
value of to 4, 294, 967, 286 decimal places!
8. TAYLOR SERIES
95
Bibliography
[1] James Stewart, Calculus, 4th Edition, Brooks/Cole Publishing Company press, 1999. (Text
Book)
[2] Manfred Stoll, Introduction to Real Analysis, 2nd Edition, Addison Wesley Longman, Inc.
press, 2001. (Text Book)
[3] Watson Fulks, Advanced Calculus, 3rd Edition, John Wiley & Sons, Inc. press, 1961.
[4] Wilfred Kaplan, Advanced Calculus, 3rd Edition, Addison-Wesley Publishing Company
press, 1984.
[5] William R. Parzynski and Philip W. Zipse, Introduction to mathematical analysis, International Edition, McGraw-Hill Book Company press,1987.
[6] G. B. Thomas, Jr. and Ross L. Finney, Calculus and analytic geometry, 9th Edition,
International Student Edition, Addison-Wesley Longman Inc. press, 1996.
97