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# Lecture Notes On Advance d

Calculus II
Jie WuDepart ment of

## Mathemati csNational University of Singapore

Contents
Chapter 1. Sequence s of Real Numbers 51 . S e q

u c 5 L o S n

e n e s 2 . i m i t s f e q u e c e s

## g Limits 9 5. The Least Upper Bounds and the Completeness Property of

R

126 . M o n o t o n e S e q u e n c e s 1 5 7 . S u b s e q u e

R

## 25C h a p t e r 2. Series of Real

Numbers 311 . S e r i e s 3 1 2 . T e s t s f o r P o s i t i v e

## vergence of series 50C h a p t e r 3. Sequences and Series of Functions

531 . P o i n t w i s e C o n v e r g e n c e 5 3 2 . U n i f o r m

C o n v e r g e n c e 5 7 3. Uniform Convergence of

{
F
n

}
a n d C o n t i n u i t y 6 3 4. Uniform Convergen ce and

## P o w e r S e r i e s 7 5 7. Dierent iation of Power

Series 838 . T a y l o r S e r i e s 8 7 B i b l i o

g h 9
3

r a y 7

CHAPTER 1

## Sequences of Real Numbers

1. Sequences A sequence

## 4 , 5 , 6The order of the sequence is important. For example,2

, 1 , 4 , 3 , 6

, 5is dierent from above sequence. An innite sequence is a list which does

/ 3 , 1 / 4 , 1

/ 5 ,

## We are going to study innite

sequences. We denote by

{
a
n

}
the sequence

a
1

,a
2

,a
3

,a
n

Example

1.1
.

13 ,

, 1 n,

(2).13 , 13
2

, 13
3

, 13
4

(3). 1 ,

2 , 3 ,

4 , 5 ,

## each of the above sequences? Answer: (1). a

n

=1

/n . (2). a
n

=1 / 3
n

. (3). (

1)
n 1

n .

2. Limits of Sequences
Definition

2.1
.

The limit of

{
a
n

}
is A

## , and is written aslim

n

a
n

= A, if for any

> 0, there is a natural number N such that for every n>N , we have

|
a
n

< . Remark. 1. Some sequences do not satisfy the above. We call such sequences divergent

.2. Sequences which satisfy the above denition, i.e. A exists and is nite, are called convergent

sequences.
Example

2.2
.

## Prove the following limits by using

N denition 1) lim
n

1 n

=0 .
5 6 1. SEQUENCES OF REAL NUMBERS

2) lim
n

n
2

n
2

+ 1= 1

. 3) lim
n

34

=0 .
Solution.

<

n>N

1 or

<

. Thus lim
n

n
2

n
2

+1

## < for n>N .Now

n
2

n
2

+1

<

n
2

+1

<

n
2

+1

n
2

+1

<

( n
2

+ 1)

n
2

+ 1( n +

n
2

+ 1)

<

n
2

+ 1( n +

n
2

+ 1)

<

n
2

+ 1( n +

n
2

+ 1) > 1

Observe that

n
2

+ 1( n +

n
2

+ 1) >n for n

1. Choose N to be the smallest integer such that N

n
2

+ 1( n +

n
2

+ 1) >

N
2

+ 1( N

N
2

+ 1) >N

1 or

n
2

n
2

+1

< . Thus N

such that

34

<

## for n>N .Observe that

34

<

ln

34

< ln( )

n> ln( )ln(3 / 4)(

ln(

ln( )ln(3 / 4)or

34

<

## . The proof is nished.

Theorem

2.3
.

If

a
n

}
has a limit, then the limit is unique.
2 . L I M I T S O F

S E Q U E N C E S 7 Proof.

## Let A and B be limits of

{
a
n

}
. Suppose that A

= B . Choose =

|
A

|
2. Then

> 0 because A = B

1

and N
2

suchthat

|
a
n

1

and

|
a
n

|
< for n>N

{
N
1

,N

}
, wehave

|
A

|
=

|
( A

a
n

)+( a
n

B )

||
A

a
n

|
+

|
a
n

|
< 2 =2

|
A

|
2=

|
A

|
,

Theorem

## 2.4 (Squeeze or Sandwich Theorem)

.

Given 3 sequences

{
a
n

}
,

b
n

}
,

{
c
n

}
such that (i) a
n

c
n

a
n

= A = lim
n

c
n

, then lim
n

b
n

= A .
Proof.

and N
2

such that

|
c
n

|
< for n>N

and

|
a
n

|
< for n>N
2

. Let N

= max

{
N
1

,N
2

## . For n>N , we have

<c
n

A< and

<a
n

A< A

<c
n

<A

+ and A

<a
n

<A + . Thus A

<a

b
n

c
n

<A + or

|
b
n

|
< . By denition, we have lim

b
n

n

b
n

c
n

is true

eventually .
Example

2.5
.

## Find limits 1) lim

n

1 + sin nn . 2)

3 n

14 n +1

.
Solution.

(1). Since0

1 + sin nn

2 n

and lim
n

2 n = lim
n

0 = 0, we havelim
n

1 + sin nn =0 .

(2). Since0

3 n

14 n +1

34

## 8 1. SEQUENCES OF REAL NUMBERS

and lim

34

= lim
n

0 = 0, we havelim
n

14 n +1

=0 .

Definition

3.1
.

a
n

}
tends to +

n

as n

orlim
n

a
n

=+

.
Example

3.2
.

1) a
n

ln

n .2) a
n

= (3 / 2)
n

.The sequences

ln n ,

n
2

.
Theorem

## 3.3 (Reciprocal Rule)

.

Consider a sequence

{
a
n

}
. (i) If a
n

>

## 0 for all n and lim

n

a
n

=0 , then lim
n

a
n

=+

. (ii) If lim
n

a
n

, then lim
n

1 a
n

=0 .
Proof.

We only prove (i). For each positive integer k , there exists N such that

a
n

<

n

a
n

n

>k

because a
n

## > 0. This nishes the proof.

Example

3.4

Since lim
n

= 0, we have lim
n

n =

. Similarly, sincelim
n

=+

, we have lim
n

n = 0.
4. TECHNIQUES FOR COMPUTING LIMITS 9

Theorem

4.1
.

Let f

n

f ( a
n

)= f ( lim
n

a
n

) .

Idea of Proof.

x
0

, f ( x )

f ( x
0

).Now lim
n

a
n

= A means that a
n

A when n

. Thus f (

a
n

f ( A

) when n

, that is,lim
n

f (

a
n

)= f ( A )= f

( lim
n

a
n

) .
Example

4.2
.

lim
n

sin

n 2 n +1

= lim
n

2+1 /n

= sin

=1 .
Theorem

## 4.3 (LHopitals Rule)

.

Suppose a
n

= f

( n ) , b
n

= g

( n ) . If lim
n

( n ) g ( n ) is of the form

or 00 , then lim
n

( n ) g ( n )= lim
n

f ( n ) g (

## n ) . History Remark. Although the theorem is named after

Marquis de lHospital (1661 -1704), it should be called Bernoullis rule. The story is that in 1691, lHopitalasked

Johann Bernoulli (1667-1748) to provide, for a fee, lectures on the new subject of calculus. LHopital

subsequently incorporated these lectures into the rstcalculus text, LAnalyse des inniment petis

(Analysis of innitely small quantities) ,published in 1696. The initial version of what is now known as lHopitals

Example

4.4
.

n

1+ xn

= e
x

Proof.

lim
n

ln

1+ xn

= lim
n

n ln

1+ xn

= lim
n

ln

1+
xn

1 /n = lim
n

11+
xn

xn
2

1 n
2

= lim
n

x 1+
xn

= x. Thus lim

1+ xn

= e
x

Theorem

4.5
.

If lim
n

and lim
n

b
n

( a
n

+ b
n

) = lim

a
n

+ lim
n

b
n

(2). lim
n

ka
n

= k lim
n

a
n

, (3). lim
n

a
n

b
n

= lim
n

a
n

lim
n

b
n

, (4). lim
n

a
n

=lim
n

a
n

lim
n

, provided b
n

= 0 and lim
n

b
n

=0 .
10 1. SEQUENCES

omitted.
Example

4.6
.

## Find the limit of

ln

n
2

+3 n

+ 22 + 4 n +2 n
2

+ cos

.
Solution.

lim
n

ln

n
2

+3 n + 22 + 4 n +2 n

+ cos

= lim
n

ln

( n
2

+3 n + 2) /n
2

(2 + 4 n +2 n
2

) /n
2

+ cos

= lim

ln

1+3 /n +2 /n
2

2 /n
2

+4 /n +2

+ cos

= ln

1 + 0 + 00 + 0 + 2

+ cos0 = ln

12

+1=1

ln2

.
Theorem

.

n

1 n
p

n

c
n

|
< 1 . 3. lim
n

c
1

n
n

n =1 . 5. lim

n
p

c
n

n

c
n

n

1+ xn

= e
x

x . 8. lim
n

(ln n )
p

n
k

Proof.

n

n
p

lim
n

1 n

=0

lim
n

c
n

= lim
n

ln c
n

= lim
n

n ln c =

. Thus, lim

c
n

## = 0.Case 3: When c< 0, we have

|
c

|
n

|
c

|
n

for all n

. By Case 2, we havelim
n

|
c

|
n

) = 0 = lim
n

|
c

|
n

n

c
n

= 0. 3. lim
n

c
1

= c
lim
n

= c
0

= 1.

4. ln

lim
n

= lim

ln
n

n = lim
n

4. TECHNIQUES

Thus, lim
n
n

= e
0

=1 . 5. Let k

k< 0. Thenlim

n
p

c
n

= lim
n

pn

p 1

c
n

ln c = lim p

( p

1) n
p 2

c
n

(ln c )
2

= lim
n

p ( p

1)

( p

k + 1)

n
p k

c
n

(ln c )

= lim
n

p ( p

1)

( p

+ 1) c
n

n
k p

(ln c

)
k

= c
n

n != c

cn ( n

1)

,0 <a
n

= c

cn ( n

1)

( M + 1) a
M

<cna
M

. Note that a
M

n

0 = 0 = lim
n

cna
M

## ,by the Squeeze theorem, lim

n

a
n

= 0. 8. Let

m = ln n . Then n = e
m

. By (5),lim
n

(ln n )
p

n
k

= lim
m

m
p

e
km

= lim
m

m
p

( e
k

)
m

=0 ,

where e
k

## > 1 because k> 0.

Strategy: One can nd the limits of many sequences from those of the standardsequenc es.

Example

4.8
.

## Find the limits 1) lim

n

8
n

+ (ln n )
10

+ n ! n

n ! . 2) lim
n

12 n

+1

3 n

.
Solution.

(1).lim
n

8
n

+ (ln n )
10

+ n ! n
6

!= lim
n

8
n

/n ! + (ln n )

10

/n !+1 n
6

/n !

1=0 + 0 + 10

1=

1 .

(2).lim
n

12 n +1

3 n

= lim
n

1+

12 n +1

2 n +1

n
2

n
+1

= lim
n

1+

12 n +1

2 n +1

32+1

/n

e
1

32

=1 e

e
12 1. SEQUENCES OF REAL NUMBERS

## 5. The Least Upper Bounds and the

Completeness Property of
R

N

{
1

, 2 , 3 ,

R

## Step 1. By adding 0 and negative numbers, we have integers

Z

{
0 ,

1 ,

2 ,

3 ,

}
. Step 2. Then we have rational numbers
Q

pq

p,q

,q =0

## numbers. Recall that a natural num-ber p> 1 is called prime if p

is NOT divisible by any natural numbers other than p and 1. For instance, 2, 3, 5, 7, 11,

are primes. Every natural number n> 1admits a unique (prime)

factorization n = p
1

p
2

p
k

, where each p
i

5 and 66 = 2

11.
Example

5.1
.

, then

2 ,

3 ,

5 ,

Proof.

Suppose that

## is a rational number. We can write

n as ab

, where a,b

and b

= 0. Then

n = ab

n = a
2

b
2

a
2

= b
2

n.

Any prime occurring in the (unique) factorization of a will occur an even number of

2

## ; similarly for b and b

. By a
2

= b
2

, any prime thatoccurs in the factorization of n must occur an even number of times, since all

2

## n are exactly those occurring

in the factorizationof a
2

n =( p
1

p
2

p
k

)
2

p
i

Definition

5.2
.

M x

Definition

5.3

## if there exists a nitereal number m such that m

x x

S.m is called a

lower bound of S .
5. THE LEAST UPPER BOUNDS AND THE COMPLETENESS PROPERTY OF

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<

}
. Then S is bounded above.
Theorem

5.6
.

## Every convergent sequence is bounded.

Proof.

Let

{
a
n

}
be a sequence convergent to A

|
a

|
< 1 or A

1 <a
n

## . Choose M and m to be thelargest and smallest number of the nite numbers

a
1

,a
2

,...,a
N

,A +1 ,A

1 , respectively. When n

N , we have m

a
n

M because M ( m

) is the largest(smallest ) number of the above nite set. When n>N , we have m

1 <a
n

<A

+1

## M. Thus, for all n , we have m

a
n

M and so

{
a
n

}
is bounded. The proof is nished.

Corollary

## 5.7 (Test for divergence)

.

If

{
a

}
is unbounded, then

{
a
n

}
diverges. Remark. 1. The converse may not be true, i.e., divergent sequence need

not be unbounded.2. The inverse may not be true, i.e., a bounded sequence may not be convergent.

## Example. The sequence

{
1 ,

1 , 1 ,

1 ,

}
is bounded but NOT convergent. 5.3. Inmum and Supremum.

Recall that any nite set of real numbers hasa greatest element (maximum) and a least element (minimum).
Example

5.8
.

{
2 . 5 ,

3 . 1 ,

4 .

4 , 4 . 5 , 5

}
However, this property does not necessarily hold for innite sets.
Example

5.9
.

{
1 , 2 ,

3 , 4 ,

}
.
Definition

5.10
.

A real number M (

## or supremum of a set E if (i) M is an upper bound of

E , i.e., x

M for every x

E , and( i i ) i f M <M , then

## M is not an upper bound of E (i.e., there is an x

E such that M <x ).We write

## M = sup E . Remark. (i) sup E

is unique whenever it exists.(ii) The main di erence between sup E and max E

## must be an element of E if it does exist).(iii) If E has a maximum, then sup

E = max E .
14 1. SEQUENCES OF REAL NUMBERS Example

5.11
.

1. Let E =

{
r

|
0

}
. Then sup E =

2 but max E does not exist because

## 2 is not a rational number, that is, sup E

.2. Let E =

{
1 / 2

, 2 / 3 , 3 / 4

, 4 / 5 , 5 / 6

}
. Then sup E = 1 and max E

## does not exist.3. Let E =

{
1 ,

1 / 2 , 1 / 3 ,

1 / 4 , 1 / 5 ,

}
. Then max E = 1 = sup E .
Definition

5.12
.

A real number m ( =

) is called the greatest lower bound or inmum of a set

x for every x

## if it does exist.(iii) If E has a minimum, then inf E = min E

.
Example

5.13
.

1. Let E =

1 , 1 / 2 , 1 /

3 , 1 / 4 ,

}
. Then inf E = 0 but min E

## does not exist.2. Let E =

{
r

|
0

}
. Then min E = inf

R

E =

{
r

|
r
2

< 2

}
. Then

## E is a bounded subset of rational numbers, but sup E =

2 is NOT a rationalnumber. For considering sup and inf of bounded subsets of

rational numbers, wemay obtain irrational numbers. For bounded subsets of real numbers,

sup and inf are still real numbers. This is called completeness property of

Theorem

)
.

## If E is bounded below, then inf E exists. Remark.

For assertion (i), it just means that if a subset of real numbers E isbounded above, then sup

## rational numbers E is bounded above, then sup E exists only as a real

number, but it need not be a rational number. Remark. Richard Dedekind (a German

R

from
Q

{
x

|
x

}
and L =

{
x

|
x<r

{
x

|
x>r

}
and

L =

{
x

|
x

}
.) The sets

## U and L have the property that(1). U and L

are subsets of
Q

;(2). U

L =

;(3). U =

;(4). L

;(5).

L =

; and

6 . M O N O T O N E S E Q U E N C E S 1 5

## (6). every element in U

is greater than every element in L .Such a paring ( U,L ) is called a Dedekind cut

## . Then we can use inf U (or sup L ) todene a new

number. This is Dedekinds idea to construct all real numbers by usingrational numbers. For instance, let U

{
x

x
2

> 2

}
and L

{
x

x
2

> 2

}
.Then inf U

= sup L =

## 2. Another way to construct real numbers using

rationalnumbers was introduced by Georg Cantor (18451917). We will explain Cantorsideas in the section of

Cauchy sequences.Recal l that a set E is bounded if and only if it is bounded above and

Corollary

5.15
.

If

## exist. 6. Monotone Sequences

Definition

6.1
.

{
a

}
is called monotone increasing (decreasing) if

a
n

) a

n +1

1

a
2

a
3

( a
1

a
3

).
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

{
a
n

}
be a monotone increasing

1

a
2

a
3

. Then a

{
a
n

Theorem

## 6.4 (Monotone Convergence Theorem)

.

Let

{
a
n

}
be a sequence. (i)

If

{
a
n

}
is monotone increasing and

{
a
n

## is convergent and lim

n

a
n

= sup
n

a
n

. (ii) If

{
a
n

}
is monotone decreasing and bounded below, then

a
n

}
is convergent and lim
n

a
n

= inf
n

a
n

.
Proof.

(i). Suppose

{
a
n

}
is monotone increasing and bounded above.

R
n

, sup a
n

n

a
n

< sup
n

a
n

n

## is not an upper bound of

a
n

}
. In otherwords, there exists an integer N

such that a
N

> sup
n

a
n

. Then for all n>N , wehavesup
n

a
n

<a
N

a
n

sup
n

a
n

< sup
n

a
n

+ (since n>N ) .

Equivalently,

sup
n

a
n

<

n

a
n

= sup
n

a
n

## (exists).The proof of (ii) is similar.

Example

6.5
.

Let a
n

= nn + 1, that is,

a
n

}
=

{
1 /

2 , 2 / 3 , 3 /

4 ,

}
. Then a
n

## ismonotone increasing and bounded above. Thussup

n

a
n

= lim
n

a
n

=1 .
Corollary

6.6
.

If

{
a
n

}
is monotone increasing

{
a
n

## is convergent or (ii) lim

n

a
n

=+

) .
Proof.

Suppose

a
n

}
is monotone increasing, then either

a
n

}
is bounded aboveor not bounded above. Case (a)

: If

{
a
n

}
is bounded above, then by

{
a
n

{
a
n

## is not bounded above, then

{
a
n

has no upper bounds. Thus forany given k> 0, k is not an upper bound of

{
a
n

}
. In other words, there exists

N such that a
N

> k. Since

a
n

}
is monotone increasing, it follows that for all

n>N , a
n

a
N

> k.

Therefore, lim
n

a
n

=+

{
a
n

7. Subsequences
Example

7.1
.

## The following are the subsequences of

{
a
n

{
1 ,

, 1 ,

1 , 1

1 ,

}
.

{
a
2 n 1

}
=

{
1 , 1 , 1 ,

}{
a
2 n

}
=

{
1 ,

1 ,

1 ,

}
.In general, subsequences

of

{
a
n

}
are of the form

{
a
n
k

}
, k

=1 , 2 , 3 ,..., with n

<n
2

<n
3

<

n
1

n
2

with n
2

>n
1

andthen a
n

with n
3

>n
2

n
1

is at least 1, n
2

isat least 2, n
3

is at least 3,

.
Theorem

7.2
.

Suppose lim
n

a
n

## = A . Then every subsequence of

a
n

}
also con-verges to A , that is,

lim
k

a
n
k

= A.
Proof.

n

a
n

= A

## , there exists N such that

|
a
n

|
< for all n > N. Then for all k>N

, we have n
k

k > N.
8. THE LIMIT SUPERIOR AND

INFERIOR OF A SEQUENCE 17

Hence

|
a
n
k

|
< for all k > N. Therefore, lim
k

a
n
k

= A .
Corollary

7.3

Suppose that

{
a
n

## has two subsequences that converge to dier-ent limits. Then

{
a

}
is divergent.
Example

7.4
.

The sequence

{
1 ,

1 ,

1 ,

1 ,

is divergent because

{
a
2 n 1

}
=

{
1 , 1

}
converges to 1 and

a
2 n

}
=

{
1

1 ,

}
converges to

1 . 8. The Limit Superior and Inferior of a Sequence

Given a sequence

{
a
n

{
b
n

given by b
n

= sup
k n

a
k

= sup

{
a
n

,a
n +1

,a

n +2

}
.
Example

8.1
.

Let

{
a
n

}
=

{
1 ,

1 ,

1 ,

1 ,

. Then b
n

= sup
k n

a
k

= sup

{
1 , 1

1 , 1

}
=1 .
Proposition

8.2
.

## For any sequence

{
a
n

}
, the associated sequence

{
b
n

}
=

sup
k n

a
k

Proof.

For each n , b

= sup

{
a
n

,a
n +1

,a
n +2

}
sup

a
n +1

,a
n +2

= b
n +1

.
Definition

8.3
.

## The limit superior of

{
a
n

, denoted by limsup a
n

or limsup
n

a
n

or lim
n

a
n

is dened to be lim
n

b
n

, i.e.lim
n

a
n

= lim
n

b
n

= lim
n

sup
k n

.
Example

8.4
.

1. Let

{
a

}
=

{
1 ,

1 , 1 ,

1 , 1 ,

1 ,

}
.lim
n

a
n

= lim
n

b
n

= lim
n

1=1 . 2. Let

{
a
n

}
=

1 , 2 , 3 ,

. Then b
n

= sup
k n

a
k

= sup

{
n,n +1 ,

=+

and so lim
n

a
n

= lim

b
n

=+

.3. Let

{
a
n

}
=

1 ,

2 ,

3 ,

}
. Then b
n

= sup
k

a
k

= sup

{
n,

1 ,

n and so lim
n

a
n

= lim
n

b
n

Theorem

8.5
.

## Given any sequence

{
a
n

}
, either (1). lim
n

a
n

exists (nite), or

## 18 1. SEQUENCES OF REAL NUMBERS

(2). lim
n

a
n

=+

, or (3). lim
n

a
n

.
Proof.

If

{
a
n

}
is not bounded above, then each b
n

is +

, and thuslim
n

a
n

= lim
n

b
n

=+

. If

a
n

}
is bounded above, then each b
n

is nite. Since

{
b
n

{
a
n

## converges (to a nite limit), or lim

n

b
n

. Similarly, given any sequence

a
n

}
, we can form another sequence

c
n

}
given by c
n

= inf
k

a
k

= inf

{
a
n

,a
n +1

,a
n +2

.
Definition

8.6
.

## The limit inferior of

a
n

}
, denoted by liminf a
n

or liminf

a
n

or lim
n

a
n

is dened to be lim
n

c
n

, i.e.lim
n

a
n

= lim
n

c
n

= lim
n

inf
k n

a
k

.
Example

8.7
.

1. Let

{
a
n

}
=

{
1 ,

1 ,

1 ,

1 , 1 ,

1 ,

}
.lim
n

a
n

= lim
n

c
n

= lim
n

(inf

{
1 , 1

1 , 1

) = lim
n

1=

1 . 2. Let

{
a
n

}
=

{
1 , 2

, 3 ,

}
. Then c
n

= inf
k n

a
k

= inf

n,n +1 ,

}
= n and so lim

a
n

= lim
n

c
n

=+

.3. Let

{
a
n

{
1 ,

3 ,

}
. Then

c
n

= inf
k n

a
k

= inf

{
n,

}
=

and so lim
n

a
n

= lim
n

c
n

.
Proposition

8.8
.

{
a
n

{
c
n

}
=

{
inf
k n

a
k

a
n

}
, lim
n

,or

n

a
n

lim
n

a
n

because c

b
n

.
Proposition

8.9
.

(i). If lim
n

a
n

= B with

B =

n

<B +

## for all n>N .(ii). lim

n

a
n

= C with C

=+

, then given > 0 , there exists N such that

a
n

>C

## for all n>N

.
8. THE LIMIT SUPERIOR AND INFERIOR OF A SEQUENCE 19 Proof.

(i). If B =+

, the assertion is obvious and so we assume that B

n

a
n

= B , given any

b
n

|
<

b
n

<B +

sup

{
a
n

,a
n

+1

}
<B + , i.e.

a
n

,a
n

+1 ,

<B

Warning!!

Given a sequence

{
a
n

}
, lim

a
n

n

1

= sup
n

= sup

{
a
1

,a
2

}
b
n

= sup

{
a
n

,a
n +1

,a
n +2

with b
1

b
2

b
3

and lim
n

a
n

= lim
n

b
n

n

a
n

sup
n

a
n

b
1

, but lim
n

a
n

## need not be equal to sup

n

a
n

in general. Similarly,lim
n

a
n

inf
n

a
n

c
1

## , but need not be equal to in general.The correct

understanding is that lim is the largest subsequential limit of convergent subsequences, including those

or

## . Similarly, lim is the smallest subsequential limit . This is described in

thefollowing theorem.
Theorem

8.10
.

Let

{
a

}
be any sequence. Let B = lim
n

a
n

## and let C = lim

n

a
n

. (i) Let

{
a
n
k

}
be any subsequence of

{
a
n

}
such that lim
k

a
n
k

exists, +

, or

. Then

C = lim
n

a
n

lim

a
n
k

lim
n

a
n

{
a
n
k

}
of

{
a
n

}
such that lim
k

a
n
k

{
a
m
k

}
of

{
a
n

}
such that lim
k

a
m
k

= C.
Proof.

Let b

= sup

{
a
n

,a
n +1

}
and let c
n

= inf

a
n

,a
n +1

}
.

(i). Since n
k

k , we have c
k

= inf

{
a
k

,a
k +1

}
a
n
k

b
k

= sup

{
a
k

,a
k +1

}
and so C = lim
k

c
k

lim
k

a
n
k

lim
k

b
k

= B.

## (ii). We consider three cases B =+

or nite. Case I. B =

.
20 1. SEQUENCES OF REAL NUMBERS

Since b
n

= sup

{
a
n

,a
n +1

,a
n +2

}
a
n

and lim
n

= B =

, we havelim
n

a
n

= B

{
a
n

## itself as a subsequence withthe desired property. Case II. B =+

. In this case we are going to construct a subsequence

a
n
k

}
of

{
a

}
such that lim
k

a
n
k

B =+

.Since b
1

b
2

b
n

= lim
n

b
n

=+

we have b
1

= b
2

=+

, that is b
n

=+

for all n . Since b
1

= sup

{
a
1

,a
2

=+

, there exists n
1

suchthat a
n

{
a
1

,a
2

}
. Since b
n
1

+1

= sup

{
a
n
1

+1

,a
n
1

+2

,a
n
1

+3

}
=+

, there exists a
n
2

such that n
2

>n

and a
n
2

## > 2 because 2 is NOT an upper boundof

{
a
n
1

+1

,a
n
1

+2

,a
n
1

+3

}
. Now, by induction, suppose that we

have constructed a
n
1

,a
n
2

,a
n
k

such that n
1

<n

<

<n
k

and a
n

>s for 1

. Since b
n
k

+1

= sup

{
a

n
k

+1

,a
n
k

+2

=+

, there exists a
n
k
+1

such that n
k +1

>n
k

and a
n
k

+1

## >k + 1because k + 1 is NOT an upper bound of

{
a

n
k

+1

,a
n
k

+2

,a
n
k

+3

}
. The induction isnished and so we obtain a subsequence

a
n
1

,a
n
2

n
k

k =+

, we havelim
k

a
n
k

=+

= B. Case III.

{
a

n
k

}
of

{
a
n

}
suchthat lim
k

a
n
k

B .Since b
1

= sup

{
a
1

,a
2

}
,b
1

## 1 is not an upper bound of

{
a
1

,a
2

}
and so there exists a
n
1

such that a

n
1

>b
1

1 . Since

b
n
1

+1

= sup

{
a
n
1

+1

,a
n
1

+2

}
,b
n

+1

{
a
n

+1

,a
n
1

+2

## and so there exists a

n
2

suchthat n
2

>n

and a
n
2

>b
n
1

+1

12 .
8. THE LIMIT SUPERIOR AND INFERIOR OF A SEQUENCE 21

n
1

,a

n
2

,a
n
k

such that n

<n
2

<

<n
k

and

a
n
s

>b
n
s

+1

1 s for 1

k . Since b
n
k

+1

= sup

a
n
k

+1

,a
n
k

+2

}
,b
n
k

+1

## k + 1is not an upper bound of

{
a
n
k

+1

,a
n
k

+2

}
and so there exists

a
n
k
+1

such that n
k +1

>n
k

and a
n
k
+1

>b
n
k

+1

## 1 k +1 . The induction is nished and so we obtain a subsequence

{
a
n
1

,a
n
2

}
with theproperty that a
n
k

>b
n
k

+1

1 k for any k

## . Consider the inequality b

n
k

+1

k< a
n
k

b
n
k

. Since

{
b
n

}
is convergent, we havelim
k

b
n
k

= lim
k

b
n
k

+1

= lim
n

b
n

= B andlim

( b
n
k

+1

1 k )= B

0= B.

## Thus, by the Squeeze theorem, we havelim

k

a
n
k

= B = lim
n

a
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 se-quences i)

2(

1)
n

n 3 n +2

, ii)

(1 + (

1)
n

)sin n 4

iii)

{
[1 . 5+(

1)
n

]
n

}
.
Solution.

a
2 k

=1

2 k 3

2 k + 2lim

a
2 k

= lim
k

1 /k

46 + 2 /k =

46=

23 a
2 k 1

=1 + 2

(2 k

1)3

(2 k

1) + 2lim
k

a
2

k 1

= lim
k

1 /k +2

(2

1 /k )3

(2

1 /k )+2

## /k =46=23Thus the subsequential limits are

23and solim
n

a
n

=23a n d l i m
n

a
n

23 .
22 1. SEQUENCES OF REAL NUMBERS

## (ii). The sequence

(1 + (

1)
n

)sin n 4

0 , 2sin2

4= 2 , 0 , 2sin4 4= 0

, 0 , 2sin6 4=

2 , 0 , 2sin8 4= 0 ,

0 , 2sin10 4= 2 ,

## . The subsequential limits are

2, 0 and 2. Thuslim
n

a
n

= 2 and lim

a
n

2 .

2 k

=2 . 5
2 k

lim
k

a
2 k

= lim
k

2 . 5
k

=+

2 k 1

=0 . 5
2 k

lim
k

a
2 k 1

= lim

12

(2

k 1) /k

= lim
k

12

2 1 /k

=0

. Thuslim
n

a
n

=+

and lim
n

a
n

=0 .

## modied slightly by Karl Weierstrass (1815-1897).

Corollary

8.12 (BolzanoWeierstrass)
.

## Every bounded sequence has a conver-gent subsequence.

Proof.

Let

a
n

}
be a bounded sequence. Since

{
a

}
is bounded,

< inf

a
1

,a
2

}
= c

lim
n

a
n

lim
n

a
n

b
1

= sup

{
a
1

,a
2

}
< +

. Thus lim
n

a
n

## is nite. By Part (ii) of Theorem 8.10, there exists a

convergent subse-quence

{
a
n
k

of

{
a
n

}
such thatlim
k

a
n
k

= lim
n

a
n

Theorem

8.13
.

lim
n

a
n

= lim
n

a
n

(nite, +

n

a
n

exists (nite), +

, or

.
Proof.

## Suppose that lim

n

a
n

= lim
n

a
n

= A . Let b
n

= sup

{
a
n

,a
n +1

}
and let c
n

= inf

{
a

,a
n +1

}
. Then c

= inf

{
a
n

,a
n +1

}
a
n

b
n

= sup

{
a
n

,a
n +1

}
. By the assumption, we havelim
n

= lim
n

a
n

= lim
n

= lim
n

b
n

.
8. THE LIMIT SUPERIOR AND

INFERIOR OF A SEQUENCE 23

{
a
n

}
converges andlim
n

a
n

= lim

a
n

= lim
n

a
n

## Conversely suppose that

{
a
n

converges, tends to +

, or tends to

. Let

A = lim
n

a
n

and let

a
n
k

}
be any subsequence of

a
n

}
. By Theorem 7.2, we havelim
k

n
k

## = A . Thus the only subsequential limit of

a
n

}
is A . By Theorem 8.10, wehavelim
n

a
n

= lim
n

a
n

A = lim
n

a
n

Remark.

n

a
n

= lim
n

a
n

, thenlim
n

a
n

= lim
n

a
n

= lim
n

a
n

2) If lim
n

a
n

exists, +

or

, thenlim
n

a
n

= lim
n

a
n

= lim
n

a
n

.
Example

8.14
.

Let

{
a
n

|
a
n

## =0 if and only if lim

n

|
a
n

|
=0 , if and only if lim
n

a
n

=0
Proof.

## Suppose that lim

|
a
n

|
= 0. From

|
a
n

0, we have0 = lim
n

0 = lim0

lim

|
a
n

|
lim

a
n

|
=0 . Thuslim

a
n

|
= lim

|
a
n

|
= 0and so lim
n

|
a
n

|
exists andlim
n

|
a
n

|
= lim

|
a
n

= lim

|
a
n

|
= 0Conversely suppose that lim

|
a
n

|
= 0. Thenlim

|
a
n

|
= lim

a
n

|
= lim
n

a
n

|
= 0because

{
a
n

}
is convergent. Hence lim

|
a
n

|
= 0 if and only if lim
n

|
a

|
= 0.Now suppose that lim
n

|
a
n

|
= 0. From

a
n

|
a
n

|
a

|
, we have lim
n

a
n

n

a
n

= 0. Thenlim
n

|
a
n

|
lim
n

a
n

|
=

|
0

## = 0because the function f ( x )=

|
is continuous. Hencelim
n

a
n

|
=0

lim
n

a
n

=0 .
24 1. SEQUENCES OF REAL NUMBERS

Example

8.15
.

Let a
n

n

a
n

lim a
n +1

a
n

Proof.

Let B = lim a
n +1

a
n

. If B =+

, clearly lim
n

a
n

B =+

. Since a

> 0, we have a
n +1

a
n

>

0 and so B

n +1

a
n

n +1

a
n

,a
n +2

a
n +1

,a
n

+3

a
n +2

<B +

## and so, for any k

1, we have0 <a
n +1

a
n

a
n +2

a
n +1

a
n +3

a
n +2

a
n + k

a
n + k 1

= a
n + k

a
n

( B + )
k

a
n + k

a
n

( B + )
k

a
1

n
+

n + k

a
1

n
+

B + )
kn
+

for any k

1 . Let k tends to

. We havelim
k

a
1

n
+

( B + )
kn
+

= lim
k

a
1

n
+

lim
k

( B + )
1

n/k
+1

= a
0 n

( B

+ )= B + . Thuslim
m

a
1

= lim
k

a
1

n
+

n + k

lim
k

a
1

n
+

( B +

)
kn
+

= lim
k

a
1

n
+

( B + )
kn

= B + . In other words,lim
n

a
n

n
n

a
n

= lim
0

lim
n
n

a
n

lim

( B + )=

B, that is,lim
n
n

a
n

lim
n

a
n +1

a
n

.
Exercise

8.1
.

Let a
n

>

n +1

a
n

lim
n

n +1

a
n

lim
n

lim
n

a
n

lim a
n +1

a
n

Exercise

8.2
.

Let a
n

n

a
n +1

a
n

exists or +

n

a
n

## exists and lim

n

a
n

= lim
n

a
n

+1

a
n

.
9. CAUCHY SEQUENCES AND THE COMPLETENESS OF
R

25

For instance,lim
n
n

n ! = lim
n

( n + 1)! n != lim
n

n + 1) = +

Completeness of
R

## 9.1. Cauchy Sequences.

Definition

9.1
.

{
a
n

}
is called a Cauchy sequence

if given any > 0, there existsa natural number N such that for all m ,

n>N , we have

|
a
n

|
< . Remark. Roughly speaking, a sequence is

0 as n

.
Proposition

9.2
.

## Every Cauchy sequence is bounded.

Proof.

Let

{
a
n

}
be a Cauchy sequence. Choose

|
a

a
m

|
< 1 for

|
a
n

N +1

|
< 1 or a
N +1

1 <a
n

<a
N +1

+ 1for

{
a
1

,a
2

,a
N

,a
N

+1

+1

}
m = min

{
a

,a
2

,a
N

,a

N +1

}
. For

N , we have m

a
n

a
N +1

<a
n

<a
N +1

+1

M.

## Thus, for all n , we have m

a
n

M and so

{
a
n

}
is bounded.

9.2. Completeness of
R

Theorem

.

Cauchy sequence.
Proof.

{
a
n

n

a
n

= A

a
n

|
<

## 2for all n > N. Now for any m,n > N ,

|
a

a
m

|
=

|
( a
n

A )

( a
m

A )

||
a
n

|
a
m

|
< 2+ 2= since both

## m,n > N . Therefore,

{
a
n

is a Cauchy sequence.

## =, i.e., every Cauchy sequence is

convergent.Give n that

{
a
n

{
a
n

## is bounded. By the BolzanoWeierstrass Theorem (Corollary 8.12), there exists a

convergent subsequence

{
a
n
k

of

{
a
n

}
. Let A

= lim
k

a
n
k

## . Given any > 0, since

{
a
n

}
is Cauchy, there exists N

such that

|
a
n

|
< 2for all n,m > N
1

## 26 1. SEQUENCES OF REAL NUMBERS

Since

{
a
n
k

}
converges to A , there exists K such that

|
a
n
k

|
< 2for all k > K. Let N = max

{
K,N
1

}
. Choose an n
k

k

to be n

N +1

## . When n>N , by triangular inequality,

|
a

|
=

( a
n

a
n
k

+(

a
n
k

A )

||

a
n

a
n
k

|
a
n
k

|
< 2+ 2= because

n>N

N
1

, n
k

k>N

N
1

and k>N

K . Therefore

{
a
n

}
convergesto A by the denition.

Remark.

R

converges

R

## is complete. Note that our proof of the Cauchy

Criterionused the BolzanoWeierstrass Theorem and the proof of that one used the complete-ness axiom of

(Theorem 5.14). We did not prove Theorem 5.14, namely we treatedTheorem 5.14 as an axiom.

(Dedekind and Cantor proved the completeness axiomin 1872 independently.) Conversely, we can treat the

Cauchy Criterion as an axiom,and prove Theorem 5.14. In this sense, both Theorem 5.14 and the Cauchy

R

## .Cantor constructed real numbers from rational

numbers by using Cauchy se-quences. His ideas are as follows. Consider all of the Cauchy sequences

{
a
n

}
with a
n

## . By the Cauchy criterion,

{
a
n

}
converges to a real number. Then he provedthat all real numbers can be obtained

## as the limits of all of the Cauchy sequences

{
a
n

}
with a
n

. One can think that, by using our standard base 10 number sys-tem, any real number admits a (decimal)

## expansion. For instance,

2=1 . 4142

,we can dene a sequence of rational numbers a
1

=1 ,a
2

=1 . 4 ,a
3

=1 . 41 ,a
4

=1 . 414

,a
5

=1 . 4142 ,

with lim
n

a
n

.
Example

9.4
.

Let s
n

= 1 +12
2

+13
2

+1 n
2

. Show that

{
s
n

}
is convergent.
Proof.

For each

1, we have

|
s
n +

s
n

|
=

1 +12
2

+1 n
2

+1( n + 1)
2

+1( n + k )
2

1 +12
2

+1 n
2

=1( n + 1)
2

+1(

n + 2)
2

+1( n

+ k )
2

1 n

+ 2)( n + 3)+

+1( n +

1)( n + k )=

1 n

n +1

1 n +1

1 n +2

1 n

+ k

n + k

=1

1 n + k< 1

1 N

|
s
m

s
n

|
< 1 n< 1 N<

## 9. CAUCHY SEQUENCES AND THE COMPLETENESS OF

R

27

Thus

s
n

}
is a Cauchy sequence and hence

s
n

}
converges by the Cauchy Criterion.

## 9.3. Contractive Sequences. In this subsection, we give an application of theCauchy

Criterion.A sequence

{
a
n

}
is called

a
n +1

a
n

|
a
n

a
n

|
for all n

2.

Theorem

.

## Every contractive sequence

converges. Furthermore, if

{
a
n

## is contractive and A = lim

n

a
n

, then

(a).

|
A

a
n

|
b
n 1

|
a
2

a
1

|
, and (b).

|
A

a
n

|
b 1

|
a
n

a
n 1

|
,where b is the constant in above denition.
Proof.

|
a
n +1

a
n

|
b

|
a
n

a
n 1

|
b
2

|
a
n 1

a
n

|
b
3

|
a
n

a
n 3

b
n 1

|
a
2

a
1

|
For each k

1, we have

|
a
n + k

a
n

|
=

|
( a
n +

a
n + k 1

)+(

a
n + k 1

a
n

+ k 2

)+

+( a
n

+1

a
n

||
a

n + k

a
n + k 1

|
+

|
a
n + k

a
n + k 2

|
+

|
a

n +1

a
n

|
b
n

+ k 1

|
a
2

a
1

|
+ b
n + k

|
a
2

a
1

|
+

+ b
n

|
a
2

a
1

|
=( b
n + k 1

b
n + k 2

b
n 1

|
a
2

a
1

|
= b
n

(1 + b + b
2

+ b
k

|
a

a
1

|
= b

n 1

(1

b
k

+1

)1

|
a
2

a
1

|
<b
n 1

|
a
2

a
1

|
. Since 0 <b<

1, we have lim
n

b
n 1

n

b
n 1

|
a
2

a
1

|
=0 .

n

|
a

a
1

|
< for

## n>N and so, for all n>N and k

1,

|
a
n + k

a
n

|
<b
n 1

|
a
2

a
1

|
< . It follows that

{
a
n

}
is Cauchy and so it is convergent.Let A = lim
n

a
n

|
a
n +

a
n

|
<b
n

|
a
2

a
1

|
, we have

|
A

a
n

lim
k

a
n + k

= lim
k

|
a
n + k

a
n

|
b
n 1

|
a
2

a
1

|
.
28 1. SEQUENCES

OF REAL NUMBERS

## This is Inequality (a).For each k

1, we have

|
a
n + k

a
n

|
=

|
( a
n +

a
n + k 1

)+(

a
n + k 1

a
n

+ k 2

)+

+( a
n

+1

a
n

||
a

n + k

a
n + k 1

|
+

|
a
n + k

a
n + k 2

|
+

|
a

n +1

a
n

|
=

|
a
n +1

a
n

|
+

|
a
n +2

a
n +1

|
+

|
a
n + k

a
n + k 1

|
a
n

a
n

|
+ b
2

a
n

a
n 1

+ b
k

|
a

a
n 1

|
=(

b + b
2

b
k

|
a
n

a
n 1

|
= b (1 +

b + b
2

b
k 1

|
a
n

a
n 1

|
=

(1

b
k

)1

|
a
n

a
n 1

|
<b 1

|
a
n

a
n 1

|
. Thus

|
A

a
n

lim
k

a
n + k

= lim
k

|
a
n + k

a
n

|
b 1

|
a
n

a
n 1

|
. This is Inequality (b).

Example

9.6
.

Let c
1

1 set c
n +1

=13( c
2 n

## + 1) . 1) Prove that the sequence

{
c

}
is contractive. 2) Show that if c = lim
n

c
n

2

3 x +1 . 3) Let

c
1

|
c

c
n

< 10
3

.
Proof.

n

< 1. Then0

<c
n +1

=13( c
2 n

+ 1) <

## < 1 for all n . Now from

|
c
n

+1

c
n

|
=

13(

c
2 n

+ 1)

13( c
2

n 1

+ 1)

=13

|
c
2 n

c
2 n

|
=13

|
c
n

c
n 1

||
c
n

+ c
n 1

|
13

|
c
n

c
n 1

|
(1 + 1) =23

|
c
n

c
n 1

|
, the sequence

{
c
n

}
is contractive with b

=
23

.(2). From c
n +1

=13( c
2

+ 1) ,c = lim
n

c
n +1

= lim
n

13( c
2 n

+ 1) =13

lim
n

c
2 n

+1

=13( c
2

+ 1)

. Thus c
2

3 c

2

2

=13( c
21

+ 1) =13

12

+1

=512 .b
n

|
c

c
1

|
=

23

23

512

12

<

10
3

R

29

= 3

23

n 1

112

< 110
3

23

n 1

< 410
3

( n

1)

ln

23

< ln4

3ln10=

1) > 3ln10

ln4ln3

## ln2= 13 . 62 . Thus when

n = 15, we have

|
c

c
15

|
<b
n 1

|
c
2

c
1

|
< 10
3

Note.

From x
2

3 x

+ 1 = 0, we have x =3

3
2

42=3

52 . Since 0

1, c =3

52. CHAPTER 2

## 1. Series The expression a

1

+ a
2

a
3

written alternatively as

k =1

a
k

is called an

innite series .
Example

1.1
.

(1). 1 + 2 + 3 + 4+

## .(2). 1 + 1 / 2+1 / 3+1 / 4+

(3). 1 + 1 / 2
2

+1 /

3
2

+1 / 4
2

.(4). 1 + 0 + 1 + 0+1+0+

.
Definition

1.2
.

Given a series

k =1

a
k

, its

n
th

partial sum S
n

is given by S
n

k =1

a
k

a
1

+ a
2

a
n

. The sequence

{
S
n

}
is called the sequence of partial sums of the series

k =1

a
k

.
Example

1.3
.

1+1

1+1

1+1

1+

. The S
2 n 1

= 1and S
2 n

= 0.
Definition

1.4
.

S
n

}
of the series

k =1

a
k

k =1

a
k

converges

to S and write

=1

a
k

= lim
n

S
n

S. If

{
S
n

k =1

a
n

diverges .
Example

.

Let

## a = 0. Consider the series

n =0

ar
n

a + ar + ar
2

+ ar

.
31 32 2. SERIES OF REAL NUMBERS

## Then the partial sum S

n

= a + ar

+ ar
2

+ ar
n

= a (1 + r +

+ r
n 1

)=

a 1

rr =1

a ( n + 1) r = 1When

1 <r< 1, S
n

r as n

.When r> 1, S
n

diverges because r

as n

.When r = 1, S
n

a ( n + 1) diverges.When r =

1, S
n

= a [1

1)
n

]2diverges.Whe n

r<

1, S
n

diverges because

r
n

n =0

ar
n

## converges if and only if

1 <r< 1 ,and,

n =0

ar
n

a 1

r for

1 <r< 1 .Remark. If

k =1

a
k

and

k =1

b
k

## converges, then one always has(i)

=1

( a
k

+ b
k

)=

k =1

a
k

k =1

b
k

.(ii)

k =1

ca
k

k =1

a
k

.
Example

1.6
.

=1

14

15

n =1

14

n =1

15

14+

14

15+

15

=14

1 +14+

14

+15

1 +15+

15

=1411

14+1511

15=14

34+15

45=13+14=712

.
Theorem

1.7
.

If

k =1

a
k

converges, then

lim
k

a
k

=0 .

1 . S E R I S 3 3 Proof.

k

a
1

+ a
2

a
k

. We have S
k

S
k

=( a
1

+ a
2

+ a
k 1

+ a

( a
1

+ a

+ a
k 1

)= a
k

k =1

a
k

{
S
k

}
converges. Let

S = lim
k

S
k

.Thenlim
k

a
k

= lim
k

( S
k

S
k 1

) = lim
k

lim
k

S
k 1

= S

S =0 .

Corollary

.

If lim
n

n =1

a
n

diverges.

Example

1.9
.

=1

1)
n

n -thterm (

1)
n

## does not exist.(2). The series

=1

n ! n
2

is divergent becauselim
n

n ! n
2

=1lim
n

n
2

n !=10= +

n =1

2 n + 13

n

2 n + 13

n + 2= lim
n

2+1 /n 3+2 /n

n

a
n

n =1

a
n

converges.
Theorem

.

The series

k =1

a
k

= n +1

a
k

Proof.

The series

k =1

## converges if and only if the sequence of its partial sums

{
S
n

}
converges, (by denition), if and only if

{
S
n

}
is Cauchy. The result follows from

|
S
m

S
n

|
=

( a
1

+ a
2

+ a
n

+ a
n +1

+ a
m

a
1

+ a
2

a
n

|
34 2. SERIES OF REAL NUMBERS

|
a
n

+ a
n +1

+ a
m

|
=

= n +1

a
k

.
Example

n =1

1 n diverges.
Proof.

Note that

|
S
2

S
n

|
=

1 +12+

+1 n

+1 n + 1+

+12 n

1 +12+

+1 n

=1 n + 1+1 n

+ 2+

+12 n

12

n +12 n +

+12 n

= n

12 n =12 .

## Suppose that the series

n =1

1 n converges. Then

{
S
n

is Cauchy. Given =
12

## . Thereexists N such that

|
S
m

S
n

|
< 12for all m>n>N . This contradicts to

## the abovefact that

|
S
2 n

S
n

|
12, where m is chosen to be 2

n .

=1

1 k

is NOT bounded.

Theorem

1.12
.

k

0 . Then

k =1

a
k

## converges if and only if

{
S
n

}
is bounded above.
Proof.

## We may assume that a

k

0 for all k . Since S
n +1

S
n

= a
n +1

0 , the sequence

{
S
n

}
is monotone increasing. Thus

k =1

a
k

{
S
n

{
S
n

eventually a
k

## 0. This theorem means that the following.1) If

{
S
n

}
is bounded above, then

k =1

a
k

converges.2) If

{
S
n

}
is NOT bounded above, then

k =1

a
k

diverges.

=1

a
k

## is called a ( eventually ) positive series if every term

a
k

is (even-tually) positive.
2. TESTS FOR POSITIVE SERIES 35

Theorem

.

k =1

a
k

and

k =1

b
k

a
k

b
k

. (i) If

k =1

b
k

converges, then

k =1

a
k

converges.

(ii) If

k =1

a
k

diverges, then

k =1

b
k

diverges.
Proof.

A
n

=
n

k =1

a
k

, and B
n

=
n

k =1

b
k

. Then

A
n

B
n

k =1

b
k

k =1

b
k

n

k =1

b
k

n

## is bounded above. By Theorem 1.12,

=1

a
k

is convergent.
Example

2.2
.

The series

k =1

2 k

13

k +2

converges because

2 k

13

k +2

23

k =1

23

a
n

b
n

and

n =1

b
n

b
n

and

n =1

a
n

## converges. Then NO conclusion can bedrawn.

Example

2.3
.

12

2
n

3
n

. The series

n =1

3
n

diverges. Now

n =1

12

converges and

n =1

diverges.
36 2. SERIES OF REAL NUMBERS Corollary

.

Suppose that

k =1

a
k

and

k =1

b
k

k

a
k

b
k

= L with 0 <L<

, then

k =1

a
k

k =1

b
k

converges. (So

k =1

a
k

k =1

b
k

k

b
k

=0 , (that is, a
k

<< b
k

), and

k =1

b
k

converges , then

k =1

a
k

k

a
k

b
k

=0 , (that is, a
k

<< b

), and

k =1

diverges , then

k =1

b
k

n

b
n

=+

, interchange a
n

and b
n

).
Proof.

k =1

a
k

and

k =1

b
k

k

a
k

b
k

= L (

=0 ,

) ,

b
k

M . Thus0

a
k

Mb

k

b
k

a
k

=1 L ( =0

, =

) ,

b
k

a
k

b
k

M a

## for all k .If

k =1

a
k

is convergent, then

k =1

M a
k

= M

k =1

a
k

k =1

b
k

## is also convergent because b

k

a
k

.If

k =1

b
k

is convergent, then

k =1

Mb
k

= M

k =1

b
k

k =1

a
k

k

Mb
k

. Hence

k =1

a
k

## is convergent if and only if

k =1

b
k

is convergent. Hence

k =1

a
k

k =1

b
k

is divergent.

k

a
k

b
k

## = 0 implies for every > 0, thereis an

N such that

b
k

<

k > N. We choose = 1. Then the above inequality is

a
k

<b
k

n =1

ar
n 1

converges if

|
r

|
< 1

, diverges if

|
r

|
1

n =1

1 n
p

Example

2.5
.

n =1

1 + cos nn
2

2)

n =1

ln n +

n
3

+8 n
4

2 n

+3
Solution.

1 + cos nn
2

2 n
2

and the

p -series

n =1

1 n
2

n

ln n + n
3

+8 n
4

2 n + 31

n = lim
n

n ln n +

n
4

+8 nn
4

2 n

+ 3= lim
n

ln nn
3

+ 1 +1 n
3

2 n
3

+3 n
4

=0 + 1 + 01

n =1

1 n diverges.

Example

2.6
.

## Determine convergence or divergence of

n =2

1(ln n )

, where k is a constant.
38 2. SERIES OF REAL NUMBERS Solution.

Let b
n

=1(ln n )
k

and let

a
n

=1 n . Thenlim
n

a
n

b
n

= lim
n

1 n 1(ln n

)
k

= lim
n

(ln n )
k

n =2

1 n

## is divergent, the series

n =2

1(ln n )
k

is divergent forany k .

## 2.2. Integral Test. Let f ( x

) be a realvalued function on [ a, +

) such that

ba

f ( x )

Theorem

2.7

## Let f ( x ) be a real-valued function on

[ a,b ] . (a). If f (

## ( x ) is Riemann integrable on [ a,b ]

. (b). If f ( x ) is monotone on

[ a,b ] , then f ( x )

f ( x ) dx = lim
b

ba

f ( x )

## dx = area under f ( x ) over [ a,

) . Here we say that

f ( x

b

ba

f ( x )

a,

## ) is nite. We also say that

f ( x ) dx diverges

b

ba

Theorem

## 2.8 (Integral Test)

Let f ( x ) be an ( eventually

## ) positive monotonedecrea sing function on [1 , +

) . Suppose we have a series

k =1

a
k

such that

a
k

k =1

a
k

f ( x

Proof.

## We may assume that f ( x ) is positive monotone decreasing on [1

, +

).Let a
n

f ( n ) for all n .
2. TESTS FOR

POSITIVE SERIES 39

## From the graph, we see thatarea of the rectangles

area under f

( x ) over [1 ,n ] , i.e.,
n

k =2

f ( k

n 1

f ( x ) dx

f ( x

) dx. Thus, if

f ( x ) dx <

, then

k =2

a
k

k =2

f (

k )

f ( x ) dx <

n

k =2

a
k

f ( x

k

=2

a
k

## converges, and thus

k =1

a
k

also converges.Next we consider the following graph:From the graph, it is easy to see thatarea

## under the rectangles

area under f ( x

) over [1 ,n ] , i.e.,
n 1

k =1

f ( k

n 1

f ( x ) dx. Thus, if

k =1

a
k

<

, then

>

k =1

a
k

n 1

k =1

=
n 1

=1

f ( k )

n 1

f ( x

) dx, i.e.,

n 1

k =1

a
k

<

. Letting n

f ( x

) dx

k =1

a
k

<

## 40 2. SERIES OF REAL NUMBERS

In conclusion, we have

k =1

a
k

k =1

a
k

## diverges if and only if

( x ) dx diverges.
Example

2.9

n =1

1 n
p

. 2) the series

=2

1 n (ln n )
k

0, then1 n
p

n =1

1 n
p

x
p

on [1 , +

). Then

f ( x

) dx =

x
p

dx =

p +1 x
p +1

= 1ln(+

ln1 p = 1Thus

f ( x ) dx

n =1

1 n
p

## converges if and onlyif p> 1.(2). Let

f ( x ) =1 x (ln x )

on [2 , +

). Then f

)=

x
1

(ln

x )
k

x
2

(ln x )

kx
1

(ln x

)
k 1

1 x =

x
2

(ln x )

k 1

(ln x + k ) ,

we have f ( x )

0 when ln x>

k . Thus f (

## and so f ( x ) is eventually monotone decreasing. Now

f ( x

) dx =

1 x (ln x )
k

dx = = = = = = = =

y = ln xdy =1 xdx

ln2

1 y
k

dy =

k +1 y
k

ln2

k = 1ln(+

ln(ln2) k = 1Thus

f ( x ) dx

n =2

1 n (ln

n )
k

.

## Consider the positive series

n =1

a
n

. Suppose ( 2 ) l i m
n

a
n

+1

a
n

= . (i) If 0

< 1 , then

n =1

a
n

converges.

(ii) If 1 <

, then

n =1

a
n

diverges.

## (iii) If =1 , then the test is inconclusive.

Proof.

We will prove (i) and (ii). Given any > 0, it follows from (1) that thereexists N

n +1

a
n

<

or

<a
n +1

a
n

N +1

)
m

<a
N +1+

<a
N +1

( +

)
m

+ < 1, then

m =1

a
N +1

+ )
m

|
r

|
=

=1

a
N +1+ m

n =1

a
n

## converges.(ii). If > 1, choose > 0 such that

> 1, then by the left-hand-side of (3), wehave, for all m>

0, a
N +1+ m

a
N +1

)
m

>a

N +1

n

a
n

n =1

a
n

diverges.

Example

2.11
.

n =1

n ! n

. 2)

n =1

( n !)
2

(2 n )! .

(1).lim
n

a
n +1

a
n

= lim
n

( n + 1)!( n

+ 1)
n +1

n ! n
n

= lim
n

( n + 1)! n !

( n + 1)
n

n
n

n + 1)= lim
n

1 +1 n

=1 e<

n

a
n

+1

a
n

= lim
n

[( n + 1)!]

(2 n + 2)!( n !)
2

(2

n )!= lim
n

( n + 1)
2

(2

n

( n

+ 1)
2

/n
2

(2 n + 2)(2 n

+ 1) /n
2

= lim
n

1+2 /n +1

/n
2

## (2 + 2 /n )(2 + 1 /n )=1 + 0 + 0(2 + 0)

(2 + 0)=14 < 1 . Thus the series converges.

Theorem

2.12
.

n =1

a
n

with each

a
n

= lim
n
n

a
n

(i) If 0

< 1 , then

n =1

a
n

converges.

(ii) If 1 <

, then

n =1

a
n

diverges.

## (iii) If =1 , then the test is inconclusive.

Proof.

We will prove (i) and (ii).(i) Suppose that < 1. Then for all given >

0, it follows from (4) and Proposi-tion 8.9 of chapter 1, that there exists an N such that

a
n

1. Then( )

5 0

a
n

<

( + )
n

Since

n =1

+ )
n

## common ratio satisfying

|
r

|
=

+ < 1), it follows from (5) and the comparison test that

n =1

a
n

converges.(ii). We are going to prove (ii) by contradiction. Given that > 1. Suppose that

n =1

a
n

## converges. Then by Theorem 1.7, we have lim

n

a
n

= 0. In particular, there
3. THE DIRICHLET TEST AND ALTERNATING SERIES 43

exists N

such that 0

a
n

. Hence
n

a
n

=1

a
n

diverges.
Corollary

.

n =1

a
n

with each a
n

0 . Suppose that

lim
n
n

a
n

. (i) If 0

<

1 , then

n =1

a
n

## converges. (ii) If 1 <

, then

n =1

a
n

diverges. (iii) If =1

Proof.

n
n

a
n

n
n

a
n

= lim
n

a
n

## . Then the Corollary follows

fromTheorem 2.12.
Example

2.14
.

Determine convergence or

n =1

2
n

1 n

n
2

lim
n
n

a
n

= lim
n

2
n

1 n

n
2

1 n = lim
n

1 n

=2 e< 1 .

## Thus the series converges.

Example

2.15
.

Determine convergence or

n =1

(3 + sin n )
n

2 n

n
2

. lim
n
n

a
n

= lim
n

(3 + sin n

)
n

2 n

n
2

1 n = lim
n

(3 + sin n )

2 n

lim
n

2 n

=4 e
2

<

## 1 . Thus the series converges. 3. The Dirichlet Test and Alternating

Series3.1. The Dirichlet Test. The following theorem is due to Neils Abel (1802-1829).
44 2. SERIES OF

## 3.1 (Abel Partial Summation Formula)

.

Let

{
a
k

}
and

b
k

}
be se-quences, and let

{
A

}
k 0

k

A
k 1

= a
k

for each k

1 . Then if 1

q ,
q

k = p

a
k

= A
q

b
q

p 1

b
p

+
q 1

k = p

A
k

b
k

b
k +1

) .

Proof.

Since a
k

= A
k

A
k 1

, a
p

b
p

+ a
p +1

b
p +1

+ a
q

b
q

=( A

A
p 1

) b
p

+( A
p +1

A
p

b
p +1

+( A
p +2

A
p +1

) b
p +2

+( A
q

A
q

) b
q

p 1

b
p

+ A
p

b
p

b
p +1

)+ A

p +1

( b
p +1

b
p

+2

)+

+ A
q 1

( b
q 1

b
q

)+ A
q

b
q

p 1

b
p

+ A
q

b
q

+
q 1

k =

A
k

( b
k

k +1

) .

{
A
n

}
(1). A
0

= 0, A
n

=
n

k =1

a
k

. Then A
n

A
n 1

= a
n

for all n

k =1

a
k

{
A
n

}
by letting A
n

=
n

k =1

a
k

k =1

a
k

k = n

+1

a
k

, n

1, A

=1

a
k

n

A
n 1

k = n

+1

a
k

k = n

a
k

= a
n

Theorem

## 3.2 (Dirichlet Test)

.

Suppose that

{
a
k

}
and

{
b
k

are sequences of real numbers satisfying the following: (i). the sequence of the partial sums A

=
n

k =1

is bounded, (ii). b
1

b
2

b
3

b
k

## =0 .Then the series

k =1

a
k

b
k

converges.
3. THE DIRICHLET TEST AND ALTERNATING SERIES 45 Proof.

Since

A
n

}
is bounded, there exists a positive number M>

0 such that

|
A
n

|
<M for all

n

b
n

= 0, given >

n

b
n

|
<

= n +1

a
k

b
k

A
m

b
m

A
n

b
n +1

+
m

k = n +1

( b
k

b
k +1

|
A
m

||
b
m

|
+

A
n

||
b
n +1

+
m 1

k =

n +1

|
A
k

||
b
k

b
k +1

|
M

b
m

+ M

n +1

+
m 1

k = n +1

( b
k

b
k +1

) (because b
k

b
k +1

0 ,

|
A
k

|
M )= M

[ b
m

+ b
n +1

+( b
n +1

b
n +2

)+( b
n +2

b
n +3

)+

+( b
m 2

b
m 1

)+( b
m

b
m

)]= 2 Mb
n +1

< 2 M

2 M

k =1

a
k

b
k

converges.

n =1

1)
n +1

a
n

= a
1

a
2

+ a
3

a
4

, or

n =1

1)
n

a
n

a
1

+ a
2

a
3

+ a

with each a
n

> 0.
Example

3.3
.

1+1

1+1

1+1

1+

12+13

14+

1+2

3+4

5+6

Theorem

## 3.4 (The Alternating Series test)

.

If

{
b
n

}
is a sequence satisfying (i) b
1

b
2

b
3

n

b
n

=0 ,then

n =1

1)
n +1

b
n

( and

n =1

1)
n

b
n

) converge .
Proof.

Let

a
k

=(

1)
k +1

and let

A
n

=
n

k =1

a
k

. Then

|
A
n

1+1

1+

+(

1)

+(

1)
n +1

## 0 when n even1 when n oddThus

|
A

|
1 for all n , and the Dirichlet test applies.

3.5
.

## divergence of the series

n =1

1)
n

1 n
p

convergence

p> 0 divergence p

0 .

Proof.

If p

1)
n

1 n
p

n

=1 n
p

. Then a
n

>

n

a
n

n =1

1)
n

1 n
p

## converges when p>

0 anddiverges when p

0.

Now we are going to give a theorem providing an estimate on the sum of (certain)series. For instance, let

S =

n =1

1)
n +1

1 n
2

## . By taking the partial sum, we have S

S
1

=1 ,S

S
2

=1

12
2

=0 . 75 ,S

S
3

=1

12
2

+13
2

0 . 861 ,.... By using computer

1000000

n

n

S
n

|
=

|
a
n +1

+ a
n +2

|
.
Theorem

## 3.6 (Alternating Series Estimation)

.

Let

{
b
n

}
be a sequence satisfying

(i) b
1

b
2

b
3

n

b
n

=0 .Let S
n

=
n

k =1

1)
k +1

b
k

and S =

k =1

1)
k +1

b
k

## Then the remainder R

n

|
S

S
n

|
b
n +1

for all n .
Proof.

R
n

1)
n +2

b
n +1

+(

1)
n +3

b
n +2

b
n +1

b
n +2

b
n +3

b
n +4

|
. Since b
n +1

b
n +2

+ b
n +3

b
n +4

= b
n

+1

( b
n +2

b
n +3

( b
n

+4

b
n +5

( b
n +6

b
n +7

b
n +1

and b
n

+1

b
n +2

+ b
n +3

b
n +4

=(

b
n +1

b
n +2

)+(

b
n +3

b
n +4

)+

0 , we have R
n

a
n +1

.
3. THE DIRICHLET TEST AND ALTERNATING SERIES 47

Example

3.7
.

Estimate

=1

1)
n +1

1 n

Solution.

From1(

n + 1)
4

10
3

, we have

n +1

6 or n

5. Thus

n =1

1)
n +1

1 n
4

12
4

+13
4

14
4

+15
4

001.

## 3.3. Trigonometric Series. Another application of Dirichlet test is

to conver-gence of trigonometric series. These series will be studied in much detail in the courseon Fourier series

with a lot of applications in physics and other sciences. (JosephFourier, 1768-1830.) We require the

Lemma

3.8
.

For t

=2 p , p

,
n

k =1

sin kt =cos12 t

cos

n +12

t 2sin12 t
n

k =1

cos kt =sin

n +12

sin12 t

2sin12 t
Proof.

## cos y =12(sin( x + y ) + sin( x

y )) , we obtainsin12 t
n

k =1

cos kt =

k =1

sin12 t

cos kt =12
n

=1

sin

t 2+ kt

+ sin

t 2

kt

=12
n

k =1

sin

k +12

sin

12

=12

sin

1 +12

sin

12

sin

2 +12

sin

12

sin

3 +12

sin

12

sin

n +12

sin

12

=12

sin

n +12

sin12 t

.
Theorem

## 3.9 (Trigonometric Series Test)

.

Let

{
b
n

}
be a sequence satisfying
48 2. SERIES OF REAL NUMBERS

(i)

b
1

b
2

n

k =1

b
k

sin

, and

k =1

b
k

## cos kt converges for all t

, except perhaps t =2 p ,

.
Proof.

(a). Let a
k

## = sin kt and let A

n

=
n

k =1

a
k

. If

t =2 p , then a
k

=sin2 kp

= 0 and so A
n

= 0 for t =2 p with

. If t

=2 p , then

|
A
n

=1

sin kt

cos12

cos

+12

t 2sin12 t

cos12

cos

n +12

sin12

1 + 12

sin12

=1

sin12 t

Thus

{|
A
n

|}
is bounded above, and the

k

=
n

k =1

|
A
n

|
=

=1

cos kt

sin

n +12

sin12 t

2sin12 t

sin

n +12

sin12

sin12 t

1 + 12

sin12

=1

sin12 t

Example

3.10
.

## Determine convergence or divergence of the series

k =1

cos ktk
q

, t

, q> 0

.
Solution.

When t =2 p with p

, the series

k =1

cos ktk
q

k =1

1 k
q

## and so it converges for q> 1 and diverges for q

1.
4. ABSOLUTE AND CONDITIONAL CONVERGENCE 49

When t

q

k

1 k
q

=1

cos ktk
q

is

convergent

q> 1 ,t

convergent 0 <q

1 ,t

,t

=2 p, for any p

divergent 0 <q

1 ,t =2

p for some p

## 4. Absolute and Conditional Convergence

Definition

4.1
.

A series

n =1

a
n

is called

absolutely convergent if

=1

|
a
n

|
converges.
Theorem

4.2
.

Proof.

Suppose that

n =1

a
n

## converges absolutely, that is,

=1

|
a
n

|
converges bythe denition. Let

T
n

=
n

k =1

|
a
k

|
, S
n

=
n

k =1

a
k

. Since

{
T
n

}
converges,

{
T
n

}
is Cauchy.Thus, for any

|
T
n

T
m

|
< 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 begreater than another). Then

|
S
n

S
m

|
=

S
n

( S
n

+ a

n +1

+ a
n +2

+ a
n + p

|
=

|
a
n +1

+ a
n +2

+ a
n + p

||
a
n +1

|
+

|
a
n +2

|
+

|
a
n + p

|
= T
m

T
n

|
T
n

T
m

|
< . Thus

{
S
n

}
is a Cauchy sequence and so it converges. Thus the series

n =1

a
n

## convergesand hence the result.

Example

4.3
.

Determine convergence or

n =2

2

.
Solution.

Since

sin

n +12 n (ln n )
2

|
sin n

|
+12 n

(ln n )
2

1 +12 n

(ln n )
2

and

n =2

1 +12 n

(ln n )
2

=32

n =2

1 n (ln

n )
2

n =2

sin

n +12 n (ln n )
2

n =2

2

converges.

## Remark. If you are testing for absolute convergence, all the

techniques for thepositive series are applicable.Q: Is the converse of the Corollary true? I.e., if a series is

Example

4.4

The series

n =1

1)
n

Definition

4.5

A series

n =1

## is said to be conditionally convergent if

n =1

a
n

converges but

n =1

|
a
n

|
diverges.
Example

4.6
.

The series

n =1

1)
n

n is conditionally convergent.
Remark

4.7
.

Example

4.8
.

The series

n =1

1)
n

1 n
p

1 divergence p

## for convergence/div ergence of series 1. n -th term test for divergence:

- a test for divergence ONLY, and it works for series with positive and negativeterms, e.g.

n =1

1)
n

## .2. Comparison test/Limit Comparison test:

- when applying these tests, one usually compares the given series with a geometricseries or a

p -series.generally works for series which look like the geometric series or the p

-series,
5. REMARKS ON THE VARIOUS TESTS FOR CONVERGENCE/DI VERGENCE OF SERIES 51

e.g.

n =1

2+(

1)
n

4
n

n =1

2
1

n =1

2+(

1)
n

3
n

## Comparison test.3. Integral test: e.g.

n =2

1 n (ln n )
2

.4.

Ratio test: - generally works for series which look like the geometric series, series with n

=1

n
2

3
n

n =1

(2 n )!4

n !,

n =1

a
n

, where

a
1

= 1, a
n

= (12+1 n )

a
n 1

, n =2 , 3

n

n -th power,e.g.

n =1

n 3
n

n =1

2
n

1 n

n
2

n =2

1)
n

ln nn . Remark.

=1

a
n

, where a
n

0.

CHAPTER 3

## Sequences and Series of Functions

1. Pointwise Convergence1.1.

R

, e.g. (

1 , 1) , [0 ,

N
n

, let F

: I

## be a function. Then we say

{
F
n

}
forms a se-quence of functions

on I .
Example

1.1
.

1. F
n

( x )= x
n

, 0 <x<

1. Then

{
F
n

}
forms a sequence of

functions on (0,1).2.

1+ xn

1

( x )=1+ xF

( x )=

1+

x 2

F
3

( x )=

1+

x 3

If we x the x

, and let n

,lim
n

F
n

( x ) = lim
n

1+ xn

= e

## . So for each x , we can dene F ( x

) = lim
n

F
n

( x ) .

Definition

1.2
.

A sequence

{
F
n

}
is said to converge pointwise to a function F on

I if lim
n

F
n

( x )=

F ( x ) for each x

I,

) such that

|
F
n

( x )

F ( x )

<

of

{
F
n

}
. Remark.

## The limiting function is necessarily unique.

Example

1.3
.

The sequence

{
x
n

}
converges pointwise on I

x
n

## = 0 exists for any 0 <x< 1.The sequence

{
x
n

}
does NOT converge on [

1 , 1] because the limit lim
n

1 , 1].

## 1.2. Series of Functions. A series of functions on a set I is of the form

n =1

f
n

x )= f
1

( x )+ f

( x )+

, where each

f
n

is a function on I .
53 54 3. SEQUENCES AND SERIES

OF FUNCTIONS Example

1.4
.

n =1

x
n 1

=1+ x + x
2

+ x
3

2.

k =1

## sin kxk + x =sin x

1+ x +sin2 x 2+ x +sin3 x

3+ x +

, 0

1 .

## As in chapter 2, we may form the partial sums S

n

( x

)=
n

k =1

f
k

( x )= f
1

( x )+

f
2

( x )+

f
n

( x ) . Then

{
S
n

}
forms a sequence of functions on

I .
Definition

1.5
.

The series

n =1

f
n

is said to

## converge pointwise (to a function S ) on I if

{
S
n

}
converges pointwise (to S

) on I , (i.e. lim
n

S
n

( x

)= S ( x ) for each x

I .)
Example

1.6
.

## What is the pointwise limit of

n =1

x
n 1

, where x

, 1) ? Does

=1

x
n 1

converge pointwise on [

1 , 1)
Solution.

S
n

( x )=
n

i =1

x
i 1

=1+ x +

+ x
n

=1

x
n

x for

1 <x< 1. Thus

n =1

x
n 1

= lim
n

S
n

( x ) = lim
n

x
n

x =11

x for x

1 ,

## 1).Since the series

n =1

x
n 1

diverges when x =

n =1

x
n 1

1 , 1).

{
F
n

=1

f
n

## S ( x ) on [ a,b ].Among the questions we want to consider

the following. Some of these questions wereincorrectly believed to be true by many mathematicians prior to

nineteenth century,includin g the famous Cauchy. Cauchy in his text Cours dAnalyse proved a theo-rem to the

eect that the limit of a convergent sequence of continuous functions wasagain continuous. As

## we will see, this result is false!

1. POINTWISE CONVERGE NCE 55

## Question (a). If each F

is continuous at p

[ a,b ], is

## if and only if lim

t p

F ( t )=

F ( p ) . Since F (

x ) = lim
n

F
n

( x ) for every

t p

lim
n

F
n

( t )

= lim
n

lim
t

F
n

( t )

## can ask similar question. If each f

n

( x )is continuous at

p , is S ( x )=

n =1

f
n

t

n =1

( t )=

n =1

lim
t p

f
n

( t

## )? Question (b). If each F

n

is dierentiable on [ a,b

lim
n

F
n

( x ) = lim
n

ddxF
n

## ( x )? Question (b). If each

f
n

is dierentiable on [ a,b ], is S (

x )=

n =1

f
n

n =1

f
n

( x )=

n =1

ddxf
n

## x )? Question (c). If each F

n

is Riemann integrable on [

ba

lim
n

F
n

( x ) dx = lim
n

ba

F
n

( x

n

n =1

f
n

ba

n =1

f
n

( x ) dx =

n =1

ba

f
n

( x

## questions is generally no . This additional hypothesis is so-called

uniform convergence , introduced byWeierstrass in 1850. For his many contributions to the subject

area, Weierstrassis often referred to as the father of modern analysis. The subsequent study on

thesubject together with questions from geometry and physics also lead to a new areacalled topology

in the end of 19th century. Poincare is often referred to as the fatherof topology. Topology together with

Riemann geometry provide the mathematicsfou ndation for Einsteins relativity theory. You

may learn some basic knowledge of topology and modern geometry in 4000 and 5000 modules.

## Below we only give counterexamples to Questions (a)

and (c). You may read thetext book [ 2 ] for more examples.
Example

.

n

( x )= x
n

,x

## [0 , 1] . For each xed x

[0 , 1), we havelim
n

F
n

( x

) = lim
n

x
n

= 0 (since

|
x

|
< 1) . At x = 1, we havelim

F
n

(1) = lim
n

1
n

=1

. Thus

{
F
n

## converges pointwise to the function F on the interval [0 , 1] given by

F ( x )=

, for x

[0 , 1)

, 1 ,x =1 . Each F
n

## 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 thatthe limit of continuous

functions is continuous, namely the limit of continuous func-tions need not be continuous.
Example

.

## Consider the functions F

n

( x )=

x, 0 <x<
1 n

, 2 n

n
2

x,
1 n

x<
2 n

, 0 ,
2 n

x< 1 . For each xed x

(0 , 1], one sees that F
n

x ) = 0 whenever n

2 x

, and hencelim
n

F
n

( x ) = lim
n

0=0

. Also, at x = 0, we havelim
n

F
n

(0) = lim

n
2

0=0 . Thus,

{
F
n

}
converges pointwise to the zero function

F ( x )

0 on the interval [0

, 1].For each n

1, we have

10

F
n

( x

) dx =

1 /n

n
2

xdx +

2 /n 1 /n

(2 n

n
2

x ) dx +

12

/n

0 dx = n
2

x
2

2 nx

n
2

x
2

n
1

+ 0=12+ (4

2)

(2

12) + 0 = 1 .

Thus we havelim
n

10

F
n

( x ) dx = lim
n

1=1 =0=

10

F ( x ) dx, i.e.
2. UNIFORM

CONVERGE NCE 57

lim
n

10

F
n

( x ) dx

10

lim
n

F
n

( x )

dx.

Reason: At dierent x , F
n

( x

## 2.1. Uniform Convergence of Sequences of Functions.

Definition

2.1
.

{
F
n

}
is said to converge uniformly

|
F

( x )

F (

x )

|
< for ALL x

I whenever n>N .
Remark

2.2

If

{
F
n

## converges uniformly to F on I , then

F
n

}
converges pointwise to F on

I . Conversely, if

{
F
n

## converges pointwise to F on I , then

F
n

}
need not converge uniformly to F

( x )

<F
n

I and n>N

F ( x )

and

y = F ( x )+

n

= F ( x )

and y = F ( x )+

.
Example

2.3
.

n

x
n

n

= x
n

and y =+

{
x
n

## does not converge uniformly on [0 , 1). 2.2. Two Criteria for

Uniform Convergence of

{
F
n

}
.

## functionsconver ges uniformly or not.

Theorem

2.4 ( T -test)
.

Suppose

{
F
n

}
is a sequence of functions

## converging point-wise to a function F on a set I , and let T

= sup
x I

|
F
n

x )

F ( x )

|
. Then

{
F
n

}
converges uniformly to F on I if and only if

lim
n 0

T
n

=0 .
Proof.

## First we prove the only if part. Suppose that

{
F
n

}
converges uniformlyto F on I

F
n

( x )

( x )

|
< 2for all n>N

and x

I T
n

= sup
x I

|
F
n

x )

F ( x )

|
2 < for all n>N

|
T
n

|
= T
n

n 0

n 0

|
T
n

= T
n

## < for all n>N

sup
x I

|
F
n

x )

F ( x )

|
< for all n>N

|
F

( x )

F (

x )

|
< for all n>N and

I. Hence

{
F
n

}
converges uniformly to F on I

Theorem

## 2.5 (Cauchys Criterion)

.

A sequence of functions

{
F
n

## , there exists a natural number N such that (6)

|
F

( x )

F
m

x )

|
< for all x

I and all m,n > N. Remark: Here N

Proof.

{
F
n

|
F
n

( x )

F ( x

|
< 2for all x

|
F
n

x )

F
m

( x

|
=

|
( F
n

( x )

F ( x

))

( F
m

( x

F ( x ))

||
F
n

( x )

F ( x )

|
+

|
F
m

( x )

F ( x )

|
< 2+

## 2= . This nishes the proof of the only if part.Next we

prove the if part. Suppose that equation 6 holds. Then for each xed point x

I ,

{
F
n

( x

}
is a Cauchy sequence of real numbers, and thus by Cauchyscriteri

## on for sequences, the sequence of real numbers

{
F
n

( x )

}
converges. For each x

I , we denote the limit by F ( x

) = lim
n

F
n

( x ). Then

{
F ( x )

}
x

## . Given any > 0, by equation 6, there exists N suchthat

F
n

( x )

F
m

( x )

|
< 2for all x

I and all m,n > N. Then for each xed x

I and n>N , we have

F
n

( x )

( x )

|
=

F
n

( x )

lim
m

F
m

( x )

|
= lim

|
F
n

( x )

F
m

( x )

lim
m

2= 2 <

Thus

{
F
n

}
converges uniformly to

## F , and this nishes the proof of the if part.

2. UNIFORM

CONVERGE NCE 59

2.3. Examples.
Example

2.6
.

Show that F
n

( x ) =sin
2

xn, x

, +

, converges uniformly.
Proof.

## The limiting function F ( x

) is F ( x ) = lim
n

sin
2

xn = 0for all x

, +

). Since T
n

= sup
x

( , + )

|
F
n

( x )

F ( x

|
= sup
x ( , +

sin
2

xn

1 n

0as n

, thus the sequence of functions

{
F
n

( x

}
converges uniformly on (

, +

).
Example

2.7
.

## indicated interval. (a) f

n

( x )=

n
2

ln xx
n

,x [1

, +

) ; (b) f

( x )= n
2

ln xx
n

,x [2 , +

) .
Solution.

Let f ( x ) = lim

f
n

( x ) = 0 for x

1.(a). T
n

= sup
x 1

|
f
n

( x )

|
= sup
x 1

n
2

ln xx
n

= sup
x 1

f
n

( x ). From f
n

( x

)= n
2

1 x

n
3

ln x

x
n 1

= n
2

n
3

ln xx
n +1

=0 , we have

n
2

n
3

ln x = 0 or

x = e
1

. Observe that f
n

e
1

## and monotone decreasing for x

e
1

. Thus T
n

= max
x 1

f
n

( x )= f
n

( e
1

)= n
2

1 n

e
1

= ne

0as n

and so

{
f
n

( x )

}
does NOT converge

uniformly.(b). Since e
1

2 for n

2, the function f
n

( x

## ) is monotone decreasing on[2 , +

) for n

2 and so T
n

= sup
x 2

|
f
n

( x )

f ( x )

|
= f

(2) = n
2

ln22
n

for n

2. Sincelim
n

T
n

= 0,

{
f
n

}
converges uniformly on [2 ,

).
Example

2.8
.

Show that

F
n

( x )= n
2

ln

x sin nxx
n

converges uniformly on [2 ,

) .
Solution.

F (

x ) = lim
n

F
n

( x ) = 0 for

2. Observe T
n

= sup
x

|
F
n

( x )

F ( x )

= sup
x 2

n
2

ln x

|
sin nx

|
x
n

n
2

ln22
n

for n

2. Since lim
n

T
n

= 0,

{
F
n

}
converges uniformly.

## 60 3. SEQUENCES AND SERIES OF FUNCTIONS

Remark. Let

F
n

}
be a sequence of functions on an interval I

. To see whether

{
F
n

}
is uniformly convergent, we

## may try to do by the following steps.(1). Determine the limiting function F (

x ) = lim
n

F
n

( x ).(2). Determine

T
n

= sup
x I

|
F
n

( x )

F ( x

|
.(3). Check whether lim
n

T
n

= 0.If T
n

## is dicult to be determined, then we may try to estimate an upper bound of

T
n

( a lower bound of T
n

## if we guess that the sequence of

functions might not beuniformly convergent). 2.4. Uniform Convergence of Series of Functions.
Definition

2.9
.

n =1

{
S
n

Theorem

2.10 (

.

Suppose

n =1

f
n

, and let T
n

= sup
x I

= n +1

f
k

( x )

. Then

n =1

f
n

n

T
n

=0 .
Proof.

Let S
n

( x )=
n

=1

f
k

( x ) and S (

x )=

k =1

f
k

( x ). Then

|
S
n

( x )

S ( x

|
=

= n +1

f
k

( x )

Theorem

## 2.11 (Cauchy Criterion)

.

A series of functions

n =1

f
n

= n +1

f
k

( x )

## < for all x

I and all m > n > N. Remark: Here N

Proof.

## Cauchy Criterion to the partial sums S

n

( x )=

k =1

f
k

x ).
2. UNIFORM CONVERGE NCE 61

## The following test is very

useful in verifying that certain series of functions converge uniformly to some functions on an interval.

Theorem

.

=1

f
k

f
k

( x )

|
M
k

for all x

I , k =1

, 2 ,

, and (ii)

k =1

M
k

converges.Then

k =1

f
k

## converges uniformly (to some function) on I . Remark. Weierstrass

M -test only states that if a series of functions satises conditions (i) and (ii),

it converges uniformly on I . If a series of functions does not satisfythese two conditions, the

test fails, namely, no conclusion that you can claim fromthis test.
Proof.

Since

k =1

M
k

converges (by (ii)), by the Cauchy Criterion, given any > 0, there exists N

such that
m

k = n +1

M
k

= n +1

M
k

M
k

, we have

= n +1

f
k

( x )

k = n +1

f
k

( x )

|
m

k = n +1

M
k

## < . Thus, by the Cauchy criterion,

k =1

f
k

converges uniformly on I .

2.5. Examples.
Example

2.13
.

Show that

n =1

cos
n

xn
2

+ x converges uniformly on (0 ,

) .
Proof.

Since

cos

xn
2

+ x

1 n
2

for all x

(0 ,

n =1

1 n
2

n =1

cos
n

xn
2

2.14
.

n =1

n
2

x
n

sin nx

12

Solution.

Note that

x
n

sin nx

n
2

2
n

for x

[0 ,
12

]. Sincelim
n

n + 1)
2

2
n +1

n
2

= lim
n

( n + 1)
2

n
2

n =1

n
2

2
n

=1

n
2

x
n

,
12

Example

2.15

n =1

1)
n +1

x
n

x [0 , 1]

1)
n +1

x
n

=1

n but

n =1

Proof.

Let a
n

( x )= x
n

n . Then, for 0

1, we have

a
1

( x )

a
2

( x )

0 and lim
n

## ( x )=0 . Thus the series

n =1

1)
n +1

x
n

n converges pointwise on [0 ,

## 1] by the Alternating SeriesTest. By the Alternating Series Estimation, T

n

= sup
0 x 1

= n +1

1)
k +1

sup
0 x

x
n +1

n + 1=1 n +1

. Since lim
n

1 n + 1= 0, the series (

1)
n +1

x
n

Example

2.16

n =1

x
n

## n does not converge uniformly on [0 ,

1) .
Proof.

Observe that T
n

= sup
0

x< 1

|
S
n

( x )

S ( x )

= sup
0 x< 1

= n +1

x
k

= sup
0 <x< 1

k = n +1

x
k

k.
3. UNIFORM CONVERGENCE OF {
F n

} AND CONTINUITY 63

= sup
0 <x< 1

x
n

+1

n + 1+ x
n +2

n + 2+

sup

0 <x< 1

x
n +1

n + 1+ x
n +2

n + 2+

+ x
2 n

2 n

=1 n + 1+1 n

+ 2+

+12 n because x
k

k monotone increasing on (0 , 1)

12

n +12 n +

+12 n

= n

12 n =12 .

{
T
n

k =1

x
k

## k doesNOT converge uniformly on [0 ,

1) by the T -test.

3. Uniform Convergence of

F
n

}
and Continuity In this section we will prove that the limit of

Theorem

3.1
.

Let

{
F
n

## be a sequence of continuous functions on an interval I .Suppose that

F
n

}
converges uniformly to a function F

on I . Then F is continuous on I .
Proof.

0

## I . We are going to show that

F is continuous at thepoint x
0

## . Given any > 0, since

{
F
n

}
converges uniformly to F

## on I , there exists N such that

|
F

( x )

F (

x )

|
< 3for all x

I and all n > N. Next we x an n>N (say,

n =[ N ] + 1). Since F
n

is continuous at x

0

x
0

|
< , we have

|
F
n

( x )

F
n

( x
0

|
<

## 3 . Then for all x satisfying

|
x

x
0

|
< , we have

|
F ( x )

F ( x
0

|
=

|
F ( x )

F
n

( x )+ F
n

x )

F
n

( x
0

)+ F
n

( x
0

F ( x
0

||
F

( x )

F
n

x )

|
+

|
F
n

( x )

F
n

x
0

|
+

|
F

( x
0

F (

x
0

|
< 3+

3+ 3= . Thus F is continuous at

x
0

. Since x
0

Example

3.2

n

x )= x
2 n

1+ x
2 n

,x [0 , 1] .

## Show using Theorem 3.1 that the convergence is not uniform.

Solution.

If 0

x< 1, we havelim
n

F
n

x ) = lim
n

x
2 n

1+ x

2 n

=01 + 0= 0 .
64 3. SEQUENCES AND SERIES OF FUNCTIONS

If

x = 1, then F
n

## (1) =12. Thus the limiting function F

( x ) is F ( x )=

00

x< 1
12

x = 1Because each

F
n

( x ) is continuous but F (

## x ) is not, the sequence of functions

{
F
n

( x )

}
does not converge uniformly on [0

## , 1] by Theorem 3.1. It is possible that each F

n

and F ( x ) = lim
n

F
n

## ( x ) are continuous, but

{
F
n

}
doesnot converge uniformly to F ( x

).
Example

3.3
.

Let F
n

( x

)= nxe
nx
2

## . Show that 1) Each F

( x ) is continuous on I = [0 ,

1] . 2)

{
F
n

x )

}
converges pointwise to a continuous function on

I . 3)

{
F
n

x )

}
does not converge uniformly on I

.
Proof.

Each F
n

( x

## ) is continuous because it is a well-dened elementary functionon [0 , 1]. Let F

( x ) = lim
n

F
n

( x

) on [0 , 1]. When x = 0, F
n

## n and F (0) = lim

n

0 = 0, when x

= 0 (xed), F ( x ) = lim
n

F
n

( x ) = lim
n

nxe

nx
2

= lim
n

nxe
nx
2

= lim
n

xe
nx
2

x
2

= lim
n

1 xe
nx
2

=0 . Thus F

## ( x ) = 0 is continuous on [0 , 1]. Now T

= sup
0 x 1

|
F

( x )

F (

x )

|
= sup
0 x 1

F
n

( x ).From F
n

x )= ne
nx
2

+ nxe
nx

2 nx )=

ne
nx
2

(1

2 nx
2

)=0 , we have x =

12 n . Since F
n

(0) = 0 and F
n

(1) = ne
n

,sup
0

x 1

F
n

( x ) = max
0

x 1

F
n

( x ) = max

0 ,ne
n

,n

2 n

e
n
12

n 2 e.

Thus T
n

2 e . Since lim
n

T
n

=+

, the sequence

{
F
n

1].
Corollary

3.4
.

Suppose that

k =1

f
k

f
k

I .
Proof.

## Consider the sequence of partial sums

S
n

}
on I , where we have S
n

=
n

k =1

f
k

. Then

{
S
n

}
converges uniformly to

S on I . If each f
k

is continuous on I

, theneach S
n

## is also continuous on I . Then by Theorem 3.1,

S is also continuous on I .
Example

3.5

Is

n =1

xn

e
nx

,x (0 ,

) , a continuous function?
4. UNIFORM CONVERGENC E AND

INTEGRATION 65 Solution.

Let f
n

( x )=

xn
2

e
nx

. We nd an upper bound of f
n

x ). Observe that f
n

( x )=

xn
2

e
nx

xe
nx

n
2

= e
nx

nxe
nx

n
2

= e

nx

1 n

n. We obtain that

f
n

( x ) > 0 for 0

<x<
1 n

and f
n

( x

## ) < 0 for x>

1 n

. It follows that f
n

( x ) is monotone increasing on (0 ,
1 n

1 n

, +

). Thussup

0 <x< +

f
n

( x ) = max
0

<x< +

f
n

( x )= f

1 n

=
1 n

n
2

e
n
1

=1 en
3

. Let

M
n

=1 en
3

. Then

|
f

( x )

|
M
n

for

(0 ,

). Since

n =1

M
n

converges bythe

n =1

xn
2

e
nx

M -test on (0 ,

## ). According to Corollary 3.4, the function

n =1

xn
2

nx

is continuous on(0 ,

).

n

and

n =1

f
n

n =1

f
n

Example

3.6
.

n =0

x
n

=1+ x + x
2

=11

x for

n

and

n =0

x
n

n =0

x
n

## does not converge uniformly by T -test. Since T

n

= sup

1 <x< 1

x
n

+1

+ x
n +2

sup
0 x<

x
n +1

x
n +2

= sup
0 x< 1

x
n +1

+ x

n +2

sup
0 x< 1

x
n +1

=1 , the sequence

{
T
n

=0

x
n

## does not convergeunifor mly on (

, 1) by the T -test.

## 4. Uniform Convergence and Integration

Before we go on, we rst recall some facts about Riemann integrals (Reference:Our Text Book [

## 2 , Chapter 6, pp. 208-216]).

66 3. SEQUENCES AND SERIES OF FUNCTIONS

{
x
0

,x
1

,x
n

}
suchthat a = x
0

<x
1

<x
2

<

<x
n

, 2 ,

n , we denote M

( f ) = sup
x [ x
i

,x

f ( x ) m
i

f ) = inf
x [ x
i

,x
i

P,f ) :=
n

i =1

M
i

( f ) x
i

Here x
i

= x
i

i 1

## . Similarly the lower (Riemann) sum of f with respect to

P is dened to be L ( P,f ) :=
n

i =1

m
i

f ) x
i

ba

f ( x ) ,dx and

ba

f ( x )

## ,dx ,respectively, are dened by

ba

( x ) dx = inf

{
U

( P,f )

|
P is a partition of[

a,b ]

}
,

ba

f ( x ) dx = sup

{
L ( P,f )

}
.

ba

f ( x ) dx

ba

f ( x )

ba

f ( x )

dx =

ba

f (

## of f over [ a,b ], and it is denotedby

ba

f ( x )

dx =

ba

f (

x ) dx =

ba

f ( x ) dx . Remark.

In the following, (1) and (2) are from [ 2 , Theorem 6.1.8].1) Any continuous

function on a nite interval [ a,b ] is Riemann integrable.2) Any monotone function on a nite interval [

## polynomials, rational functions, power functions( x

a

), exponential functions ( a
x

## ), logarithmic functions, trigonometric and

inversetrigonom etric functions, hyperbolic and inverse hyperbolic functions, and all func-tions that can be

obtained from these by ve operations of addition, subtraction,mul tiplication, division, and composition.

## 4.2. The Theorems.

Theorem

4.1
.

Let

{
F

}
be a sequence of Riemann integrable functions on a nite interval

## [ a,b ] . Suppose that

{
F
n

}
converges uniformly to a function F on [

] , and lim
n

ba

F
n

( x ) dx =

ba

F ( x )

dx i.e. lim
n

ba

F
n

( x ) dx =

ba

lim
n

F
n

( x )

dx.
Proof.

|
F
n

( x )

F ( x

|
< 2( b

a,b ]. Thus F
n

( x )

2( b

) <F ( x ) <F
n

x )+ 2( b

)for all x

## [ a,b ] and n>N

. It follows that(7)

ba

F
n

( x )

2( b

dx

ba

F ( x )

dx

ba

( x ) dx

ba

F
n

( x )+ 2( b

a )

dx

n

( x

ba

F
n

( x )

2( b

dx =

ba

F
n

( x )

2( b

a )

dx =

ba

F
n

( x

) dx

2( b

a )

( b

a )=

ba

F
n

( x ) dx

2 ,

ba

F
n

( x )+

2( b

a )

dx =

ba

F
n

( x )+ 2( b

a )

dx

ba

F
n

x ) dx + 2( b

a )

( b

a )=

ba

F
n

( x )+ 2 .

ba

( x ) dx

ba

( x ) dx

ba

F ( x )

dx

ba

( x ) dx + 2for

## n>N . It follows that0

ba

F ( x ) dx

ba

F ( x )

dx

.
68 3. SEQUENCES AND SERIES OF FUNCTIONS

Let

0, we have

ba

F ( x )

dx

ba

( x ) dx = 0and so F ( x

## ) is Riemann integrable. From Inequality (8), we have

ba

F
n

( x ) dx

ba

F ( x ) dx

ba

F
n

( x

) dx + 2 , that is,

ba

F
n

( x

) dx

ba

F ( x ) dx

2 < for n>N and hencelim

ba

F
n

x ) dx =

ba

F ( x ) dx.
Example

4.2

n

10

sin nxn + x

dx.
Solution.

Let F
n

( x ) =sin

nxn + x
2

( x ) = lim
n

F
n

( x

) = lim
n

sin nxn + x
2

1 n

sin nxn + x
2

1 n and lim
n

1 n =

lim
n

1 n = 0. Since T

= sup
0 x 1

|
F

( x )

F (

x )

|
= sup
0 x 1

sin

nxn + x
2

1 n, lim
n

T
n

## = 0 by the Squeeze Theorem and so the sequence of functions

{
F

}
convergesunifor mly to F ( x

). Thuslim
n

10

sin

nxn + x
2

dx =

10

lim
n

sin

nxn + x
2

dx =

10

0 dx =0 .

Corollary

4.3
.

Suppose that

k =1

f
k

k

## [ a,b ] . Then S is also Riemann integrable on [

a,b ] , and

ba

( x ) dx =

k =1

ba

f
k

( x ) dx, i.e.

ba

k =1

f
k

( x ) dx =

k =1

ba

f
k

( x

) dx.
4. UNIFORM CONVERGENC E AND INTEGRATION 69 Proof.

## Consider the sequence of partial sums

{
S
n

on [ a,b ], where S
n

=
n

k =1

f
k

.Then

{
S
n

}
converges uniformly to S

on [ a,b ]. If each f
k

], then each S
n

ba

S ( x )

dx = lim
n

ba

S
n

( x ) dx = lim
n

ban

=1

f
k

( x ) dx = lim
n

k =1

ba

f
k

( x

) dx =

=1

ba

f
k

amazing formula.
Example

4.4
.

n =1

1 n

2
n

=12+12

2
2

+13

2
3

Proof.

Since

x
n 1

12

n 1

for 0

n =0

12

n 1

n =1

x
n 1

## converges uniformly to11

x on [0 ,
12

] by the Weierstrass M

12

11

x =

12

n =1

x
n

dx =

n =1

12

x
n 1

dx =

n =1

x
n

1 /

20

n =1

2
n

. Since

12

11

ln(1

x )

12

ln

12

ln

12

n =1

1 n

2
n

=12+12

2
2

+13

2
3

Remark

4.5
.

## Example 4.4 gives a way to estimate the number ln2

because theremainder R
n

k = n +1

1 k

2
k

=1( n + 1)2
n +1

+1( n + 2)2
n +2

<

1( n + 1)2
n +1

+1( n + 1)2
n

+2

+1( n + 1)2
n +3

## 70 3. SEQUENCES AND SERIES OF FUNCTIONS

=1( n + 1)2
n +1

1 +12+12
2

=1( n + 1)2
n +1

11

12

=1( n + 1)2

. For instance,ln2

12+12

+13

2
3

+110

2
10

2
10

## we include the followingresult, which does not require uniform convergence

. The proof requires new theorycalled Lebesgue integration . There are applications in the area of

probability andstatistics.
Theorem

## 4.6 (Bounded Convergence Theorem)

.

Let

{
F
n

}
be a sequence of Rie-mann integrable

## [ a,b ] . Suppose that (i) F ( x

) is Riemann integrable, and (ii) there exists a positive constant M such that

|
F
n

( x )

M for all x

[ a,b ]

and n

.Then lim
n

ba

F
n

( x

) dx =

ba

( x ) dx =

ba

lim
n

F
n

## ( x ) dx 5. Uniform Convergence and Dierentiation

Theorem

5.1
.

Let

{
F
n

}
be a sequence of functions on [ a,b ] such that

(i) each F
n

## exists and is continuous on [

a,b ] , (ii)

{
F
n

}
converges pointwise to a function F on [

## a,b ] , and (iii)

{
F
n

}
converges uniformly on [ a,b ] .Then

[ a,b ] , F

( x ) = lim
n

F
n

x ) , i.e. ddx

lim
n

F
n

( x )

= lim
n

ddxF
n

( x

. Remark.

Proof.

## By (iii), there exists a function g such that

{
F

}
converges uniformlyto g on [ a,b

]. In particular, lim
n

F
n

( x

)= g ( x ) for all x

## [ a,b ]. By (i), since each F

n

is continuous on [ a,b ], F
n

## is also Riemann integrable on [ a,b ], and by the fundamentalthe orem of calculus,

xa

F
n

t ) dt = F
n

( x

F
n

( a ) for all

[ a,b ] . Letting

## , we have, for all x

[ a,b ],( 9 )
n

l i m

xa

F
n

( t ) dt = lim

F
n

x )

F
n

( a

= F (

x )

F ( a )

.
5. UNIFORM CONVERGENCE AND DIFFERENTIATI ON 71

## On the other hand, since

{
F
n

}
converges uniformly to

n

xa

F
n

t ) dt =

xa

lim
n

F
n

( t )

dt

xa

g ( t

F ( a )=

xa

g ( t )

dt for all x

[ a,b ]

xa

g ( t )

dt = g ( x ) .

## ], and for all x

[ a,b ], ddx

F ( x )

F ( a )

= ddx

xa

g ( t )

dt = g ( x ) , i.e.

F ( x )= g ( x

) , i.e. ddx

lim
n

F
n

( x )

= lim
n

ddxF
n

( x )

## . The proof is nished.

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

{
F
n

}
be a sequence of dierentiable functions on

## [ a,b ] such that (a)

{
F

( x
0

}
converges for some

x
0

[ a,b ] , and

(b)

{
F
n

}
converges

## uniformly on [ a,b ] .Then

F
n

}
converges uniformly to a function F

( x ) on [ a,b ] with,

F ( x ) = lim
n

( x ) , i.e. ddx

lim
n

F
n

( x )

= lim
n

ddxF
n

( x

Corollary

5.4

Let

k =1

(a)

k =1

f
k

( x
0

## ) converges for some x

0

[ a,b ] , and (b)

k =1

f
k

converges

uniformly on [ a,b ] .
72 3. SEQUENCES

Then

=1

f
k

[ a,b ] , S

( x )=

=1

f
k

( x ) , i.e.

ddx

k =1

f
k

x )

k =1

ddxf
k

x ) .
Proof.

## Consider the partial sums S

n

( x )=
n

=1

f
k

( x ) on [ a,b ]. By (a),

{
S
n

( x
0

}
converges, and, by (b),

{
S
n

( x )

}
converges uniformly on [ a,b

]. By Theorem 5.3,

{
S
n

( x

}
converges uniformly to a function S (

x ) on [ a,b ] and so

k =1

f
k

( x ) convergesunifor mly to

[ a,b ],

S ( x ) = lim
n

=1

f
k

( x )

= lim
n

=1

f
k

( x )

= lim
n n

k =1

f
k

x )=

k =1

ddxf
k

( x ) .

an

= a ( a

1)( a

2)

( a

12

=12 ,

12

=
12

12

2!=

18 ,

12

=
12

12

12

3!=
12

12

32

a 0

= 1 for any a .
Theorem

.

x )
a

=1+ ax + a (

1)2! x
2

=1+

n =1

an

x
n

n =0

an

x
n

for

|
x

|
<

1 .
Proof.

## ].Consider the series of functions1 +

=1

an

x
n

converges when x =0

, +

]. So it satises condition (a) of Corollary 5.4. Wecheck condition (b) of Corollary 5.4, namely, the

series of functions

n =1

an

nx
n 1

## 5. UNIFORM CONVERGENCE AND DIFFERENTIATI ON 73

converges uniformly on [

, + ]. Note that

an

nx
n 1

an

n
n 1

for

x [

, +

]. Let M
n

an

n
n 1

. Thenlim
n

M
n +1

M
n

= lim
n

an +1

n + 1)
n

an

n 1

= lim
n

|
a

||
a

||
a

|
( n + 1)!

( n + 1)

|
a

||
a

||
a

n +1

n !

= lim
n

|
a

||

||
a

|
n !

n + 1)

( n + 1)!

|
a

||
a

||
a

n +1

n = lim
n

|
a

|
n = lim
n

a/n

|
=

n =1

M
n

## converges and so the series of functions

n =1

an

nx
n 1

con-verges uniformly on [

, ], by the Weierstrass M

=1

an

x
n

f ( x )on [

, ] with

f ( x )=

n =1

an

nx
n 1

f ( x )= af ( x

x ) = (1+ x )
a

## , this equation is observed fromthat, if

y = (1 + x )
a

, then y

= a (1 + x )
a 1

and so (1 +

x ) y = (1 + x )
a

= y .)Now f ( x )=

n =1

an

nx
n 1

n =1

a ( a

1)

( a

n + 1)

nn ! x
n 1

n =1

a (

1)

( a

n + 1)( n

1)!

x
n 1

= a

n =1

1 n

x
n 1

and(1 +

x ) f ( x )= f

( x )+ xf ( x

)= a

n =1

1 n

x
n

+ a

=1

= a

n =0

1 n

x
n

+ a

n =1

1 n

x
n

= a

1+

n =1

1 n

= a

1+

n =1

an

x
n

= af ( x

) ,
74 3. SEQUENCES AND SERIES OF FUNCTIONS

where

1 n

1 n

=( a

1)(

2)

( a

n + 1) n

!+( a

1)( a

2)

( a

n + 2)( n

1)!=(

1)( a

2)

( a

n + 2) n !( a

n +1+ n )= a (

1)

( a

n + 1) n !=

an

. Let y = f ( x

## ). Then we obtain the dierential equation(1 + x ) dydx =

aydyy = adx 1+ x =

dyy =

adx 1+ x =

ln

|
y

|
=

a ln

|
1+ x

+ A = ln

|
1+ x

|
a

+ A = y

|
= e
ln | y |

e
A

|
1+ x

|
a

y = C

1+ x

|
a

, where C

e
A

is a constant. By putting x

= 0, C = (1 + 0)
a

= y (0) = 1 +

n =1

an

0
n

=1 .

Thus y =

|
1+ x

|
a

or(1 + x )
a

=1+

n =1

an

x
n

for

|
x

|
because 1+ x>

0 when

|
x

|
< 1. Since

=1+

n =1

an

x
n

1+

x = (1 + x )
12

k =0

12

x
k

= 1 +12

x +

12

12

2! x
2

x
3

= (1

x
3

)
12

k =0

12

=1

12 x
3

12

12

2! x
6

4 . 1=

4 +110

12

=2

1 +140

12

=2

k =0

12

140

.
Example

5.6
.

Evaluate

## . 1 with error less than 0 . 001 .

6 . P O W E R S E R I E S 7 5 Solution.

4 .

1=

4 +110

12

=2

1 +140

12

=2

k =0

12

140

. =2+2

k =1

12

140

. Now

12

=
12

12

12

k +1

k != (

1)

k +112

12

12

k !for

2. Let b
k

=
12

12

12

k !

140

. Then, for k

2, we have b
k

0, b
k +1

b
k

12

12

12

12

( k + 1)!

140

k +112

12

12

k !

140

= k

12

40( k + 1)

1 , that is, b
2

b
3

0, and lim
k

b
k

## = 0 by the Squeeze Theorem because0

b
k

12

( k

1) k

140

=12 k

40
k

for k

2 and lim
k

12 k

40
k

= 0. By the alternating

12

k +1

140

k +1

< 0 . 001

, we have k

1, because 2 b
2

. 1

2+2

12

140= 2 .

Definition

6.1
.

n =0

a
n

x
n

= a
0

+ a
1

x +

a
2

x
2

76 3. SEQUENCES

6.2
.

## Below are some examples1.

n =0

( n + 1)

x
n

=1+2 x +3 x
2

+4

x
3

+5 x
4

2.

n =0

x
n

!= 1 + x + x
2

2!+ x
3

3!+

Definition

6.3
.

A power series in

x
0

is of the form

n =0

a
n

x
0

)
n

= a

+ a
1

( x

)+ a
2

( x

)
2

Example

6.4
.

n =0

( x

1)
n

=1+( x

1) + ( x

1)
2

. 2.

n =1

n
2

( x + 2)
n

=(

x + 2) + 2
2

( x + 2)
2

+3
2

( x + 2)
3

n

( x

x
0

)
n

n =0

a
n

x
0

)
n

## because, when you rearrange

terms in an (innite) series, you may get dierent values.(For partial sums, you can expand out, if it is

necessary, because there are only nitelymany terms.) Question: Given a power series

n =0

a
n

x
0

)
n

n =0

a
n

x
0

)
n

Definition

6.5
.

n =0

a
n

( x

x
0

n
n

|
a

|
. If lim
n
n

|
a
n

|
=

, we take R =0

, and if lim
n
n

|
a
n

|
=0 , we set R

. If lim
n

a
n +1

||
a
n

## exists, R is also given by R =1lim

n

a
n +1

||
a
n

6 P S 7

. O W E R E R I E S 7

|
a

n +1

||
a
n

|
lim
n

|
a
n

|
lim
n

|
a
n

|
lim

a
n +1

||
a
n

. If lim
n

|
a
n +1

||
a
n

|
exists, thenlim

a
n +1

||
a
n

= lim

|
a
n +1

||
a

|
and so lim
n
n

|
a
n

|
exists andlim
n
n

|
a
n

|
= lim
n

|
a
n +1

||
a
n

|
.
Example

6.6
.

## convergence for the series 1+ x 3+ x

2

+ x
3

3
3

+ x
4

4
4

+ x
5

3
5

+ x

4
6

Solution.

Since a

14

2 k

n =2 k 13
2 k 1

n =2 k

1 , we have

|
a
n

|
=

14

n =2 k 13 n =2 k

1 . Thus lim
n
n

|
a
n

|
=13and so the radius of convergence R =1lim
n

|
a
n

|
=1
13

=3 .
Example

6.7

n =0

(4 x + 3)

n
3

Solution.

Observe that

n =1

(4 x + 3)
n

n
3

n =1

4
n

x +34

. Thus R =1lim

|
a
n +1

||
a

|
=1lim
n

4
n +1

n
3

( n + 1)
3

4
n

=1lim
n

1+
1 n

=14 .

6.8
.

k =0

a
k

x
0

)
k

R , 0

k =0

a
k

( x

x
0

)
k

(i)

|
x

x
0

|
<R , and (ii)

|
x

x
0

|
>R .
Proof.

|
a

|
1

## . Assertion (i)follows from the root test

because, fromlim

a
k

x
0

)
k

= lim

|
a

|
1

|
x

x
0

|
=

|
x

x
0

|
lim

a
k

|
1

|
x

x
0

|
1 R< R

1 R< 1 , the series

k =0

a
k

( x

x
0

k =0

a
k

( x

x
0

|
x

x
0

|
>R

k

a
k

( x

x
0

)
k

=0 . Let

|
a

( x

x
0

)
k

|
< 1 for all k>N

|
a
k

( x

)
k

|
1

|
a
k

|
1

< 1

|
x

x
0

sup
n k

|
a
k

|
1

|
x

x
0

|
for all n>N

lim

a
k

|
1

|
x

x
0

1 R

|
x

x
0

|
< 1 R,

k =0

a
k

( x

)
k

|
x

x
0

|
>R .

k =0

a
k

x
0

)
k

=0

a
k

( x

x
0

)
k

0

R,x
0

R ) , ( x
0

R,x
0

+ R ] , [ x

R,x
0

+ R ) or [ x

R,x
0

+ R ] .

Example

6.9
.

## Find the interval of convergence of the power series.(i)

n =1

( x

2)
n

n
2

(ii)

n =1

( x

2)
n

n (iii)

n =1

n ( x

2)
n

6 . P O W E R S E R I E S 7 9 Solution.

n

a
n +1

||
a
n

=1lim
n

n
2

( n + 1)
2

=1lim
n

1(1 +
1 n

)
2

=1

## . Next we check the endingpoints x

0

R =2

1=1 , 3. When x

= 1, the seriesis

n =1

1)
n

n
2

, which is convergent by

n =1

1 n
2

n

|
a
n +1

||
a
n

|
=1lim
n

n ( n + 1)=1lim

1(1 +
1 n

)= 1 .

0

n =1

1)
n

## n ,which is convergent by Example 3.5. When x

= 3, the series is

n =1

|
a
n +1

||
a

|
=1lim
n

n +1 n

=1lim
n

1 +1 n

=1 .

0

n =1

n (

1)
n

n =1

Theorem

.

Let

n =0

a
n

( x

x
0

)
n

0 . (1).

If

n =0

a
n

R
n

## converges, then the series of functions

n =0

a
n

x
0

)
n

converges uniformly on

[ x
0

,x
0

+ R ]

. (2). If

=0

a
n

R )
n

## converges, then the series of functions

=0

a
n

( x

x
0

)
n

con-verges uniformly on [ x
0

R,x
0

] .
Proof.

## assertion (2) is similar to.

80 3. SEQUENCES AND SERIES OF FUNCTIONS

R> 0. Let t = x

R . Then

n =0

a
n

( x

x
0

n =0

R
n

t
n

## . We are going to show that this series

converges uniformly on 0

1, that is,

x
0

x
0

+ R . Write a
n

for a
n

R
n

n =0

a
n

n =0

a
n

R
n

converges. Let A
n

=
n

k =0

a
k

k =0

a
k

k = n +1

. Then A
n

A
n 1

k = n +1

k = n

a
k

= a
n

n<m ,0

1,

= n +1

a
k

t
k

A
m

t
m

A
n

t
n +1

+
m

k = n +1

( t
k

t
k +1

|
A
m

|
t
m

|
A
n

|
t
n +1

+
m 1

k = n +1

A
k

|
t
k

(1

t ) . Since

n =0

a
n

k = n +1

A
n

n

A
n

|
A
n

|
< 2for

1,

= n +1

a
k

t
k

|
A
m

|
t
m

|
A
n

|
t
n +1

+
m 1

k = n +1

A
k

|
t
k

(1

t ) < 2 t
m

2 t
n +1

+
m 1

k = n +1

t
k

(1

t )= 2

t
m

+ t
n +1

+ (1

t )( t
n +1

+ t
n +2

+ t
m 1

= 2

t
m

+ t
n

+1

+( t
n +1

+ t
n +2

+ t
m 1

( t
n +2

+ t
n

+3

+ t
m

= 2

2 t
n +1

## By the Cauchy Criterion, the series of functions

n =0

a
n

t
n

n =0

a
n

x
0

)
n

convergesunifor mly on 0

1, or on x
0

x
0

+ R

.
Theorem

.

Let

n =0

a
n

x
0

)
n

## be the interval of convergence. Then

6 P S 8 . O W E R E R I E S 1

n =0

a
n

x
0

)
n

## converges uniformly on any closed interval [ c,d ]

I . Remark. (1). I =[

x
0

R,x
0

+ R ], [

x
0

R,x
0

+ R ), (

x
0

R,x
0

+ R ], or (

x
0

R,x
0

+ R ).If

I =[ x
0

R,x
0

## 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 sub-interval of

I . For instance, if x
0

= 0, R = 1, and

I =[

## 1 , 1), then the power

seriesconverges uniformly on [

1 , 0 .

## 9], [0 , 0 . 9] and etc, but it need not converge uniformlyon [

1 , 1) or [0 , 1).(2). In any of the four cases,

R,x
0

+ R ).
Proof.

## There are three cases: (i). c

x
0

d , (ii). x
0

<c

, or (iii). c

d<x
0

. Case (i).

x
0

d . Since

n =0

a
n

x
0

)
n

and

n =0

a
n

x
0

)
n

(because c,d

I ),where d

x
0

0 and c

x
0

0, the power series

n =0

a
n

( x

)
n

converges uniformlyon c

x
0

] and x
0

## d by the Abel theorem and so on the union [ c,d

] =[ c,x
0

[ x
0

,d ]. Case (ii). x
0

<c

d . Since

n =0

a
n

( d

x
0

## converges, the power series

n =0

a
n

( x

x
0

converges uniformly on [ x
0

## on the subinterval[ c,d ]

[ x

,d ]. Case (iii). c

d<x
0

. Since

n =0

a
n

( c

x
0

)
n

n =0

a
n

( x

x
0

## converges uniformly on [ c,x

0

] and so on [ c,d ]

[ c,x
0

].
Corollary

6.12

Let

n =0

( x

x
0

)
n

## be the interval of convergence. Suppose that [ c,d ] is a closed subinterval of

I . Then

dc

n =0

a
n

x
0

)
n

dx =

n =0

a
n

x
0

)
n +1

( c

x
0

n +1

n +1 .
Proof.

Since

n =0

a
n

x
0

)
n

converges uniformly on [

c,d ],

dc

n =0

a
n

x
0

)
n

dx =

n =0

dc

a
n

( x

x
0

)
n

dx =

n =0

a
n

x
0

)
n +1

( c

x
0

n +1

n +1 .
82 3. SEQUENCES AND SERIES

OF FUNCTIONS Corollary

6.13 (Abel)
.

Let

n =0

a
n

x
0

)
n

n =0

a
n

x ( x
0

+ R )

n =0

a
n

x
0

)
n

n =0

a
n

R
n

. (b). If

=0

a
n

R )
n

x ( x
0

R )
+

n =0

a
n

x
0

)
n

n =0

a
n

R )
n

.
Proof.

## (a). By the Abel theorem, the power series

=0

a
n

( x

x
0

)
n

convergesunifor mly on [ x
0

,x
0

n =0

a
n

x
0

)
n

continuous on[ x

,x
0

+ R ]. Hence

n =0

a
n

R
n

= f ( x
0

+ R ) = lim

x ( x
0

+ R )

f (

x ) = lim
x ( x
0

+ R )

n =0

a
n

x
0

)
n

Example

6.14
.

## From the geometric series

n =0

x
n

=11

x for

|
< 1, we have11 + t =

n =0

1)
n

t
n

by letting x =

t . For any x

1 , 1), we haveln(1 + x )=

x 0

11 + tdt =

n =0

1)
n

x 0

t
n

dt =

n =0

1)
n

x
n +1

+1 . Since

=0

1)
n

x
n +1

n =0

1)
n

1 n + 1= lim
x 1

n =0

1)
n

x
n +1

n + 1= lim
x 1

12+13

14+

.
7. DIFFERENTIA

6.15
.

## From the geometric series

n =0

x
n

=11

x for

|
x

< 1, we have11 + t
2

n =0

1)
n

t
2 n

by letting x =

t
2

. For any x

1 , 1), we havearctan x =

x 0

11 + t
2

dt =

n =0

1)
n

x 0

t
2 n

dt =

n =0

1)
n

x
2 n +1

2 n +1

. Since

n =0

1)
n

x
2 n +1

2 n + 1converges when x =

1, it converges uniformly on [

1 , 1] andsoarctan x

n =0

1)
n

x
2 n +1

n + 1for all

|
x

|
1

. In particular, 4= arctan1 =

n =0

1)
n

12 n

+ 1= 1

13+15

17+

.
Example

6.16
.

Fromarctan x =

n =0

1)
n

x
2 n +1

2 n + 1for all

|
x

|
1 , we havearctan

x
2

n =0

1)
n

x
2(2 n +1)

2 n + 1=

=0

1)
n

x
4 n +2

2 n + 1for

|
x

1 and so

10

arctan x
2

dx =

n =0

1)
n

10

x
4 n +2

2 n +1 dx

n =0

1)
n

1(2 n + 1)(4 n

## + 3) . 7. Dierentiation of Power Series

Lemma

7.1
.

Let

{
a
n

}
and

{
b
n

}
be sequences such that a

0 , lim
n

n

b
n

=0 . Then lim a
n

b
n

= lim

a
n

lim
n

b
n

.
Proof.

Let B = lim
n

b
n

|
b

|
< for

<b
n

<B

n

0, a
n

( B

) <a
n

b
n

<a
n

## B + ) for n>N and so( B

)lim a
n

= lim a
n

( B

lim a
n

b
n

lim a

( B + )=( B +

)lim a
n

.
84 3. SEQUENCES AND SERIES

OF FUNCTIONS

lim a
n

lim a

b
n

lim

a
n

. Thuslim a
n

b
n

lim a
n

= lim a
n

lim
n

b
n

Theorem

7.2
.

Suppose that

=0

a
n

( x

x
0

)
n

## has radius of convergence R> 0 ,and f

( x )=

=0

a
n

( x

x
0

)
n

|
x

|
< R. Then (a). The power series

n =1

na
n

x
0

)
n 1

x )=

n =1

na
n

( x

x
0

n 1

for

|
x

x
0

|
<R .
Proof.

|
na
n

|
1

= lim
n

|
a
n

|
1

n
1

= lim
n

a
n

|
1

lim
n

n lim
n

a
n

|
1

1 = lim
n

|
a
n

|
1

=1

=0

na
n

( x

x
0

)
n

n =1

na
n

( x

x
0

=( x

x
0

n =1

na

( x

x
0

)
n

n =1

na
n

x
0

)
n 1

## .(b). For any with 0 <<R , the series of functions

n =1

na
n

x
0

)
n 1

convergesunifor mly on

|
x

x
0

|
by the Uniform Convergence Theorem because the closedinterval [

x
0

,x
0

+ ]

( x
0

R,x
0

f ( x )=

n =1

na
n

x
0

)
n 1

0

n =0

a
n

x
0

)
n

is[ x

R,x
0

+ R ].
Example

7.3
.

n =0

1)
n

x
2 n +1

2 n + 1for all

|
x

|
1 .
7. DIFFERENTIA

But11 + x
2

= (arctan x )

n =0

1)
n

x
2 n

## only holds for

|
x

|
< 1 because when x

1, the right hand side diverges (and theleft hand side =12).

Corollary

7.4
.

Suppose that

=0

a
k

( x

x
0

)
k

## with pointwise limiting function f ( x ) on

|
x

x
0

<R (i.e. f ( x )=

k =0

a
k

x
0

)
k

on

|
x

x
0

|
x

x
0

## <R , and for each n , (10) f

( n )

( x )=

= n

k ( k

1)( k

2)

( k

n + 1) a
k

( x

x
0

)
k n

. In particular, (11)

a
k

= f
( k )

( x

( x )=

=0

f
( k )

( x
0

k !( x

x
0

)
k

.)
Proof.

## f,f ,f , and etc. Equation

follows by setting x = x
0

## in Equation 10, that is,

f
( n )

( x )= n !

a
n

+( n + 1) n

2 a
n +1

( x

)+( n + 2)( n + 1)

3 a
n +2

( x

)
2

.
Example

7.5
.

n =0

x
n

=1+ x + x
2

+ x
3

|
x

|
< 1

, we have1(1

x )
2

11

n =1

nx
n 1

=1+2 x +3 x
2

+4 x
3

for

|
x

< 1, and so x (1

x )

n =1

nx

= x +2 x
2

+3 x
3

+4 x
4

|
x

## < 1 . By letting x =12, we have

n =1

n 2
n

=
12

12

=2
86 3. SEQUENCES AND SERIES

OF FUNCTIONS Example

7.6
.

n =0

x
n

!= 1 + x + x
2

2!+ x
3

3!+

|
a
n +1

||
a

|
=1lim
n

n !( n

+ 1)!=1lim
n

1 n + 1=10=

## Thus for any x

( ,

), y =0+1+ x

+ x
2

2!+ x
3

3!+

= y =

dydx = y

dyy = dx =

dyy =

dx = ln

|
y

|
= x +

A = y

| |
=

e
x + A

= y =

Ce
x

,C =

e
A

constant

. Let x = 0. C = Ce
0

= y (0) = 1 + 0 + 0 +

=1 .

## Hence we obtain the formula e

x

n =0

x
n

!= 1 + x + x
2

2!+ x
3

3!+

.
Definition

7.7
.

A real-valued function

( n )

( x

) , n

( I

)=

n =0

a
n

( x

x
0

)
n

0

R,x
0

+ R ) if R> 0.
Corollary

Suppose that

n =0

( x

x
0

)
n

and

n =0

b
n

( x

x
0

)
n

|
x

x
0

|
<R with R> 0

. Then

n =0

a
n

( x

x
0

)
n

n =0

b
n

x
0

)
n

for

|
x

x
0

## <R if and only if a

k

= b
k

for all

k =0 , 1 , 2 , 3

Proof.

Suppose that a
k

= b

for all k =0 , 1 , 2

, 3

. Then

n =0

a
n

x
0

)
n

n =0

b
n

x
0

)
n

## .Conversely, suppose that

n =0

a
n

x
0

)
n

n =0

b
n

x
0

)
n

= f

( x ) for

|
x

x
0

|
<R .Then a
n

f
( n )

( x
0

) n

!and b
n

= f
( n )

x
0

) n !. Thus a
n

b
n

for all n =0 , 1 ,

2 , 3 ,

8 T S 8

. A Y L O R E R I E S 7

## 8. Taylor Series8.1. History Remarks.

The study of sequences and series of functions has itsorigins in the study of power series representation

of functions. The power seriesof ln(1 + x ) was known to Nicolaus Mercator (1620-1687) by

1668, and the powerseries of many other functions such as arctan x , arcsin x

, and etc, were discoveredarou nd 1670 by James Gregory (1625-1683). All these series were obtained withoutany

reference to calculus. The rst discoveries of Issac Newton (1642-1727), datingback to the early months of

1665, resulted from his ability to express functions interms of power series. His treatise on calculus,

published in 1737, was appropriatelyent itled A treatise of the methods of uxions and innite series

. Among his manyaccomplis hments, Newton derived the power series expansion of (1 +

x )
m/n

## usingalgebraic techniques. This series and the geometric series were

crucial in many of his computations. Newton also displayed the power of his calculus by deriving

## / (1 + x ). Colin Maclaurin (1698-1746) and Brooks Taylor (1685-

1731) were amongthe rst mathematicians to use Newtons calculus in determining the coecients inthe power

n =0

a
n

( x

x
0

## , then the coecients a

n

had to be given by f
(

n )

( x
0

) n !.

Definition

8.1
.

Let f

## ( x ) be a function dened on an open interval I , and let

x
0

I and n

1 . Suppose that f
( n )

( x )

## exists for all x

I . The polynomial T

( f,x
0

)( x )=
n

k =0

f
( k )

( x
0

) k !( x

x
0

)
k

0

( f,x
0

)( x )=

n =0

f
( n )

( x
0

) n !( x

x
0

)
n

f and x
0

0

( f,x

)( x )= f ( x
0

) ,T
1

( f,x
0

)( x

)= f ( x
0

)+ f

( x
0

)( x

x
0

) ,T
2

( f,x
0

)( x

)= f ( x
0

)+ f

( x
0

)( x

x
0

)+ f ( x
0

)2!( x

x
0

)
2

,T
3

f,x
0

)( x )= f ( x

)+ f ( x
0

)( x

x
0

)+ f ( x

)2!( x

x
0

)
2

+ f ( x
0

)3!( x

x
0

)
3

T
1

( f,x
0

of f at x
0

## , that is the tangent line

passing through ( x
0

,f ( x
0

)) with slope f ( x
0

).
88 3. SEQUENCES

n

of

## f is a polynomial of degree less than orequal to n that satises the conditions T

( k ) n

( f,x
0

)( x
0

)= f
( k )

( x
0

)for 0

n . Since f
(

n )

( x
0

) might be zero, T
n

Example

8.2

x

.
Solution.

Let

f ( x )= e
x

. Then f

( n )

( x )= e
x

. Thus

f
( n )

x

is1 + x + x
2

2!+

.
Example

8.3
.

## Find the Taylor series of f

( x ) = sin x at x
0

.
Solution.

f ( x ) = sin xf

( x ) = cos xf ( x

)=

sin xf ( x

)=

cos x

( )=0 f ( )=

1 f ( )=0

f ( )=1 ,

T
3

( f, )( x )=0

( x

) + 0 +13!(

)
3

.T (

f, )( x )=

( x

)+13!( x

)
3

15!( x

)
5

k =0

1)
k +1

1(2 k + 1)!( x

)
2 k +1

.
Example

8.4

at x
0

=3 .
Proof.

1 x

=13

(3

x )=13

11

3 x 3

=13

n =0

x 3

=13

n =0

1)
n

3
n

( x

3)

n =0

1)
n

3
n +1

( x

3)
n

## . Thus the Taylor series of 1 x

at x
0

= 3 is

n =0

1)
n

3
n +1

( x

3)
n

8 T S 8

. A Y L O R E R I E S 9

## ( x ), does the equality(12) f ( x )=

T ( f,x
0

)( x )=

k =0

f
( k )

( x
0

) k !( x

x
0

)
k

hold for

x
0

|
<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 afunction such that equation 12 does not hold.)However, as we have

seen, the above equality does hold for some elementaryfunct ions such as e
x

)
a

Example

x
2

x =0 , 0

0

= 0.

Proof.

=1 x
2

f (0) = lim
x 0

f ( x )

f (0)

0= lim
x 0

x
2

0 x = lim
x 0

1 xe
1

x
2

= lim
x 0

x
2

e
1

x
2

x = lim

ye
y

lim
x 0

x =0

For x

= 0, f (

x )= ddx

x
2

=2 x
3

x
2

. Thus, f (

x )=

x
3

x
2

=0 , 0 x =0 .

y =1 x
2

, f (0) = lim
x

f ( x )

f (0) x

0= lim
x

2 x
3

x
2

0 x = 2 lim
x 0

x
4

e
1

x
2

= 2 lim
y

y
2

e
y

## = 0 (by LHopitals rule).Again, for x

= 0, f ( x )= ddx

2 x
3

x
2

)=(

6 x
4

+4 x
6

) e

x
2

## . Similar calculations will lead to f (0) = f

(0) = f (0) = f
(3)

(0) = f
(4)

(0) =

=0 .
90 3. SEQUENCES AND SERIES

OF FUNCTIONS

Thus we have

k =0

f
( k )

(0) k ! x
k

k =0

k ! x
k

=0+0 x +0 x

=0 . Clearly, at any x

= 0, f ( x )= e

x
2

= 0. Therefore, f ( x

) =

k =0

f
( k )

(0) k !

x
k

## . The remainder or error function

between f ( x ) and T
n

f,x
0

) is dened by R
n

( f,x
0

)(

x )= f ( x )

T
n

( f,x
0

)( x )

. Clearly f ( x ) = lim
n

T
n

( f,x
0

)( x ) = lim
n

k =0

f
(

k )

( x
0

) k !( x

x
0

)
k

k =0

f
( k )

( x
0

) k !( x

x
0

)
k

n

R
n

( f,x
0

)( x )=0

Theorem

8.6
.

x
0

I . Then, for x

I , f ( x )=

n =0

f
( n )

( x
0

) n !( x

x
0

)
n

## if and only if lim

n

R
n

( f,x
0

)( x )=0

. The remainder R
n

( f,x
0

n

f,x
0

## ). We only provide one result called Lagrange Form of the Remainder

,attributed by Joseph Lagrange (1736-1813). But this result sometimes also referredto as

Taylors theorem.
Theorem

.

Let f

0

I and n

. If f

( n +1)

## ( t ) exists for every t

I , then for any x

0

## and x such that

(13) R
n

( f,x
0

)( x

)= f
( n +1)

( )( n

+ 1)!( x

x
0

)
n +1

. Thus f ( x )= f (

x
0

)+ f ( x
0

)(

x
0

)+ f (

x
0

)2!( x

x
0

+ f
( n )

( x
0

) n !( x

x
0

)
n

+ f
(

n +1)

( )( n + 1)!( x

x
0

)
n +1

, for some

between x and x
0

.
Proof.

Recall that R
n

( f,x
0

)= f

( x )

k =0

f
( k )

( x
0

) k !( x

x
0

)
k

.
8 . T A Y L O R

S E R I E S 9 1

Fixed x

I , let

M be dened by R
n

( f,x
0

)=

M ( x

x
0

)
n

+1

, that is, f ( x )=
n

k =0

f
( k )

( x
0

) k !( x

x
0

)
k

+ M (

x
0

)
n +1

= f
n +1

( )( n

0

and x

t )

k =0

f
( k )

( x
0

k !( t

x
0

)
k

M ( t

x
0

)
n +1

= f ( t )

f ( x

)+ f ( x
0

)( t

x
0

)+

+ f

( n )

( x
0

) n !(

x
0

)
n

M ( t

x
0

)
n +1

0

)=

g ( x
0

)= g (

x
0

)=

= g
( n

( x
0

)=0 . and(14) g
(

n +1)

( t )= f
( n +1)

( t )

( n + 1)!

## M. For convenience, lets assume x>x

0

. By the choice of

M , g ( x ) = 0. By applyingthe

## mean value theorem to g on the interval [ x

0

,x ], there exists

c
1

, x
0

<c
1

<x , suchthat0 =

g ( x )

g (

x
0

)= g ( c
1

)(

x
0

)= g

( c
1

)=0 . Since g

( x
0

)= g ( c
1

## ) = 0, by applying the mean value theorem to g on the interval[ x

,c
1

], there exists c
2

, x
0

<c
2

<c
1

, such that0 = g ( c

g ( x
0

)= g ( c
2

)( c
1

x
0

)= g

( c
2

c
1

,c
2

,c
n

, x
0

<c
n

<c
n 1

<

<c
2

<c
1

g ( c
1

) = 0, g (

c
2

) = 0, g ( c
3

) = 0,

, g
( n )

( c

## ) = 0. By applyingthe mean value theorem once more to g

( n

on [ x
0

,c
n

], there exists ,

x
0

< < c
n

,such that0 = g
( n )

( c
n

g
( n

( x
0

)= g
( n +1)

( )( c
n

x
0

)= g
( n +1)

## )=0 . From Equation (14),0 = g

( n +1)

)= f
( n +1)

( )

( n + 1)! M, that is, M

= f
( n +1)

( )( n

0

and x (because

x
0

<<c
n

<x ).
Example

8.8

## Show that sin x =

n =0

1)
n

x
2 n +1

(2 n + 1)!=

x
3

3!+ x
5

5!

x
7

7!+

|
x

|
<

.
92 3. SEQUENCES AND SERIES OF FUNCTIONS Proof.

## Maclaurin series of f ( x ) = sin x because

f ( x ) = sin xf ( x

) = cos xf ( x )=

sin xf ( x )=

cos x

f (0) = 0 f

1 ,

Next let a
n

1)
n

x
2 n +1

(2 n + 1)!

## . By the ratio testlim

n

a
n +1

a
n

= lim
n

1)
n +1

x
2 n +3

(2

n + 3)!

1)
n

x
2

n
+1

(2 n +1)!

= lim

x
2

(2 n + 3)(2 n + 2)= 0

## < 1for all x . Thus R =+

.In the last step we show that the remainder tends to 0. Since f ( x

( n +1)

x ) is either

sin x or

cos x . Thus

|
f
(

n +1)

( x )

|
1 for all x

|
R
n

( f, 0)( x )

|
=

( n +1)

( )( n + 1) x

n +1

|
x

|
n +1

( n

n

|
x

|
n +1

## ( n + 1)!= 0, we have lim

n

|
R
n

( f, 0)( x

|
= 0, by the Squeeze Theorem, orlim
n

x =

n =0

1)
n

x
2 n +1

(2 n + 1)!= x

x
3

3!+ x
5

5!

x
7

7!+

|
x

|
<

) .

## Below is a list of Maclaurin series of someelementary functions. e

x

n =0

x
n

!= 1 + x + x
2

2!+ x
3

3!+

|
x

<

)sin x =

n =0

1)
n

x
2 n +1

(2 n + 1)!=

x
3

3!+ x
5

5!

x
7

7!+

|
x

|
<

. cos x =

n =0

1)
n

x
2 n

(2 n )!= 1

x
2

2!+

x
4

4!

x
6

6!+

|
x

|
<

) . ln(1 + x )=

n =1

1)
n +1

x
n

n = x

x
2

2+ x
3

1 <x

1) . 11

x =

n =0

x
n

=1+

x + x
2

+ x
3

|
x

|
<

1) . 11 + x =

n =0

1)
n

x
n

=1

x +

x
2

x
3

|
x

|
< 1)

8 T S 9

. A Y L O R E R I E S 3

arctan x =

=0

1)
n

x
2 n +1

2 n + 1= x

x
3

3+ x
5

1)(1 + x

)
a

n =0

an

x
n

=1+

a 1

x +

a 2

x
2

a 3

x
3

|
x

|
< 1)

, where

ak

= a

1)

( a

2)

( a

1, and

a 0

## =1 Remark. From these power series,

we can obtain Maclaurin series of various morecomplicate d functions by using operations such as substitution,

addition, subtraction,mult iplication, division, integrals, derivatives and etc. For the

2

x
2

## obtain the Maclaurin series of e

x

sin

x . By using long division,we can obtain the Maclaurin series of tan x =sin

x 0

sin t
2

## Computation of Step 1. Find the Maclaurin series of arcsin x for

|
x

|
< 1 .

For

|
x

|
< 1,arcsin

x =

x 0

t
2

dt =

x 0

1+(

t
2

12

dt =

x 0

k =0

12

t
2

)
k

dt =

k =0

x 0

12

1)
k

t
2 k

dt =

k =0

1)
k

12

x
2 k +1

2 k + 1= x +

k =1

1)
k

12

x
2 k +1

2 k + 1Note that

12

12

12

12

k +1

k !=

12

32

2 k

12

k != (

1)
k

(2 k

1) k

2
k

for k

1. Thus(15)arcsin x = x +

k =1

1)
k

1)
k

(2 k

1)2
k

k !

(2

k + 1) x
2 k +1

= x +

k =1

(2 k

1)2
k

k !

(2 k

+ 1) x
2 k +1

for

|
x

|
< 1. Step 2. Find a series expansion of

6 using 6= arcsin12 .

k =1

(2 k

1)

k !

(2 k + 1)

2
3 k +1

n

|
S

S
n

k = n +1

(2 k

1)2
k

k !

(2 k + 1)

2
2

k +1

<

k =

n +1

1(2 k + 1)2
2 k +1

<

k = n +1

1(2 n

+ 3)2
2 k +1

=1(2 n + 3)2
2 n +3

1 +14+14
2

=1(2 n + 3)2
2 n

+3

14

=13(2 n + 3)2
2 n

+1

12+
10

k =1

(1

(2 k

1)

k !

(2 k + 1)

2
3 k +1

13

23

2
21

=123

2
20

12+
20

k =1

(2 k

1)!! k !

(2

k + 1)

2
3 k +1

13

43

2
41

=143

2
40

13

## 0280142215006 12608 < 10

26

. Remark.

There are several other methods for computing . For instance, we canalso use

4= arctan1 = 1

13+15

17+

, but one needs a huge number of terms to get enough accuracy. (So this method isno good for

## computational purpose!) Another method is to use the formula of JohnMachin (16801751):4arctan15

arctan1239= 4 , see our text book [

## 1 , Problem 7, p.813] for details. Machin used his method in 1706to nd

correct to 100 decimal places. In 1995 Jonathan and Peter Borwein of SimonFraster University and Yasumasa

8 . T A Y L O R

S E R I E S 9 5

## 3 . 1415927a remarkable result ( Note. He was a person lived 1500 years

ago!), on which it wouldbe nice to have more details but Tsu Chung Chis book, written with his son, is lost.(His

## method is to cut o the circle by equal pieces to get his approximation to

.)Tsus astronomical achievements include the making of a new calendar in 463 whichnever came into use.

## history/Mathema ticians/Tsu.html. ) Remark. Those, who are interested in more applications of

Taylor series, can try tonish the applied project, Radiation from the Stars , in our text book [

1 , pp.808-809].

Bibliography
 James Stewart,
Calculus

TextBook

## ) Manfred Stoll,

Introduction to Real Analysis

Text Book

## ) Watson Fulks,

Advanced Calculus

, 3rd Edition, John Wiley & Sons, Inc. press, 1961. Wilfred Kaplan,
Advanced Calculus

## Publishing Companypress, 1984. William R. Parzynski and Philip W. Zipse,

Introduction to mathematical analysis

## Hill Book Company press,1987. G. B. Thomas, Jr. and Ross L. Finney,

Calculus and analytic geometry

## Addison-Wesley Longman Inc. press, 1996.

97
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