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1. Sequences
1.1. Sequences. An infinite sequence of real numbers is an ordered
unending list of real numbers. E.g.:
1, 2, 3, 4, . . .
We represent a generic sequence as a1 , a2 , a3 , . . . , and its n-th as an .
In order to define a sequence we must give enough information to
find its n-th term. Two ways of doing this are:
1. With a formula. E.g.:
1
n
1
an = n
10
an = 3n 7
an =
E.g.:
1
= 0.
n n
lim
Date: 10/12/1999.
MIGUEL A. LERMA
diverges (to +)
(1)n = 1, 1, 1, 1,
diverges
lim (an bn ) = A B
lim (an bn ) = A B
(provided B 6= 0)
1 + n1
can be computed
So, a complicated limit such as L = lim
n 3 + 1n
10
by replacing smaller parts of it with their limits 1/n 0, 1/10n 0:
1
1+0
= .
L=
3+0
3
1.4. Squeeze Law. If an cn bn , and an and bn have the same
limit: an L, bn L, then cn has also the same limit: cn L. This
can be used to compute limits such as the following one:
sin n
.
n n
lim
.
n
n
n
sin n
Since 1/n 0 and 1/n 0 then
0 also.
n
1.5. Limits of Functions of Sequences. If an = f (n) for some function f and lim f (x) = L, then lim an = L. This basically allows us to
xn
n
replace limits of sequences with limits of functions. In particular this is
useful for using LHopitals rule in computing limits of sequences. E.g:
en
ex
ex
= lim
= (LHopitals rule) = lim
= .
n n
x x
x 1
lim
NOTES ON
a1 = 6 ,
an+1 = 6 + an
(n 1) .
It can be shown that an it is a bounded monotonic increasing sequence,1
hence it has some limit A:
lim an = A .
X
n=1
an = a1 + a2 + a3 + ,
6 and taking square roots we get 6 + an < 6 + an+1 < 3, i.e. an+1 < an+2 < 3
(induction step). From here we get that an < an+1 < 3 for every n 1, which
proves both, an is increasing and is bounded by 3.
2
C.H. Edwards, Jr. & David E. Penney: Calculus with Analytic Geometry, 5th
edition, Prentice Hall.
1
MIGUEL A. LERMA
N
X
an = a1 + a2 + a3 + + aN .
n=1
an
n=1
N
X
an
n=1
if it existsit this case we say that the series converges. For instance,
consider the following series:
X
1 1 1
1
= + + +
n
2
2 4 8
n=1
1
S = lim SN = lim 1 N = 1 ,
N
N
2
i.e.:
X
1
= 1.
2n
n=1
A series may or may not have a sum. For instance, in the following
series:
X
(1)n = 1 1 + 1 1 + 1 1 +
n=0
NOTES ON
2.3. Telescopic Series. Telescopic series are series for which all terms
of its partial sum can be canceled except the first and last ones. For
instance, consider the following series:
X
n=1
1 1
1
1
= + +
+
n (n + 1)
2 6 12
1
1
1
=
.
n (n + 1)
n n+1
SN =
n (n + 1) n=1 n n + 1
n=1
1
1
1 1
1 1
1
+
= 1
2
2 3
3 4
N
N +1
1
.
=1
N +1
Hence:
X
1
1
= 1.
= lim 1
n (n + 1) N
N +1
n=1
2.4. Geometric series. A geometric series
an is a series in which
n=0
a rn = a + a r + a r2 + a r3 + .
n=0
X
n=0
a rn =
a
.
1r
Note that a is the first term of the series. If a 6= 0 and |r| 1, the
series diverges.
Examples:
X 1
1
1 1 1
= 1+ + + + =
n
2
2 4 8
1
n=0
1
2
= 2.
MIGUEL A. LERMA
X (1)n
n=0
2n
=1
1
2
1 1 1
+ + =
.
1 =
2 4 8
3
1 ( 2 )
(1)n+1 /2n+1
(1)n /2n
= 1/2.
an = A
n=1
an = B then
n=1
(an bn ) =
n=1
an +
n=1
bn = A B
n=1
and
c an = c
n=1
an = c A ,
n=1
where c is a constant.
2.6. The nth Term Test for Divergence. If an does not converge
X
to 0, then
an does not convergeNote: the reciprocal is not true
n=1
X
For instance, the series
sin n does not converge because sin n does
not converge to 0.
n=1
X
1 1 1
1
= 1+ + + +
n
2 3 4
n=1
is called harmonic series.
The harmonic series diverges. This can be proven graphically, by
looking at the graph of the function f (x) = 1/x (fig. 1). The terms
of the harmonic series are the areas of the rectangles. Their sum is
greater than the area under the graph of f (x) = 1/x between 1 and
, which can be computed with the following improper integral:
Z
Z M
1
1
dx = lim
dx = lim [ln x]M
(ln M ln 1) = .
1 = Mlim
M
x
x
1
1
NOTES ON
1.4
1.2
y=1/x
0.8
0.6
0.4
0.2
1
0
1/2
2
1/3
1/4
4
X
1
= .
n
n=1
X
X
large enough, then the series
an and
bn either both converge or
n=1
n=1
X
an .
depends only on its tail
n=k
2.9. Homework. E & P, 11.3: 137, 49, 50, 64. Maple Worksheet:
WS1 (due 10/7/99).
3. Taylor Series and Taylor Polynomials
3.1. Linear Approximation of a Function. Assume that we want
to compute the value of a function such as sin 0.1 or ln 1.1. Evaluating
polynomials is easy, it can be accomplished by a sequence of computations involving only arithmetic operations (+, , ). For instance, if
f (x) = x2 + 7x + 2 then f (3) = 32 + 7 3 + 2 = 32. For other functions
in general we may not be able to evaluate them exactly, but we can
MIGUEL A. LERMA
0.5
P1(x) = c0 + c1 (x-a)
y=f(x)
(a,f(a))
0
0.6
0.8
1.2
1.4
1.6
1.8
2.2
2.4
0.5
NOTES ON
Hence
ln x x 1
for x close to 1. In particular ln 1.1 1.1 1 = 0.1. Compare to the
actual value ln 1.1 = 0.095310179 . . . .
3.2. Higher Degree Polynomial Approximations. The linear (first
degree) polynomial approximation might be enough for many practical
purposes, but sometimes we need a better approximation. This can be
accomplished by using higher degree polynomials.
The nth degree Taylor polynomial of a function f (x) at x = a is a
polynomial of the form:
Pn (x) = c0 + c1 (x a) + c2 (x a)2 + + cn (x a)n
n
X
=
ck (x a)k
k=0
whose value and derivatives up to the nth are equal to those of f (x)
at x = a, i.e.:
Pn (a) = f (a)
Pn0 (a) = f 0 (a)
Pn00 (a) = f 00 (a)
...
(n
Pn (a) = f (n (a)
Solving those equations we get that ck = f (k (a)/k!, hence the nthdegree Taylor polynomial of f (x) at x = a is
f 00 (a)
f (a) f 0 (a)
f (n (a)
+
(x a) +
(x a)2 + +
(x a)n
0!
1!
2!
n!
n
X
f (k (a)
(x a)k .
=
k!
k=0
Pn (x) =
1
(x 1)2 ,
2
10
MIGUEL A. LERMA
X
f (k (a)
k=0
k!
(x a)k .
X
f (k (a)
2. f (x) =
(x a)k ,
k!
k=0
X
x2 x3
xn
x
e = 1+x+
+
+ =
2!
3!
n!
n=0
X
x2 x3
xn
+
=
(|x| < 1)
(1)n+1
ln (1 + x) = x
2
3
n
n=1
2n+1
X
x3 x5
n x
sin x = x
+ =
(1)
3!
5!
(2n + 1)!
n=0
2
4
X
x
x
x2n
+
=
(1)n
cos x = 1
2!
4!
(2n)!
n=0
X
1
= 1 x + x2 x3 + =
(1)n xn
(|x| < 1)
1+x
n=0
X
n
2
3
x
(1 + x) =
+
x+
x +
x + =
n
0
1
2
3
n=0
(|x| < 1)
(n factors)
( 1) ( 2) . . . ( n + 1)
where
=
.
n
n!
As an example, the Taylor series for ex can be used for computing
the number e:
X
1
1
1
= 1 + 1 + + + = 2.718281828 . . .
e=e =
n!
2! 3!
n=0
1
NOTES ON
11
X
for every n = 1, 2, 3 . . . . Then the series
an and the improper
n=1
Z
integral
f (x) dx either both converge or both diverge.
1
So, in order to test the series for convergence it is enough to test the
corresponding integral for convergence, which in many cases is easier.
The next one is a typical example of application of the integral test.
4.2. p-Series. A p-series is a series of the form:
X
1
,
np
n=1
12
MIGUEL A. LERMA
X
1
.
3
n +1
n=1
X
1
.
3/2
n
n=1
This is a p-series with p = 3/2 > 1, hence it converges, and so does the
given series.
In some cases the ordinary comparison test is hard to apply, but the
following is easier to use:
P
P
5.2. Limit Comparison Test. Suppose
an and
bn are positiveterm series, and the limit
an
L = lim
n bn
exists and is not zero nor infinity: 0 < L < +. Then either both
series converge or both diverge.
For instance, look at the following series:
X
2 + 3n
.
n3 + n + 1
n=1
We can test its convergence by limit comparison with the harmonic
series:
X
1
.
n
n=1
In fact:
lim
(2 +
3n)/ n3 + n + 1
= 3,
1/n
which is not zero nor infinity. Since the harmonic series diverges, we
conclude that the given series also diverges.
5.3. Rearrangement and grouping. In a positive-term series rearranging and regrouping its terms does not alter its sum. Note that this
is not true in general for other series. For instance, the following series
is divergent:
11+11+11+ .
NOTES ON
13
However, if we regroup its terms in the following way, we get a convergent series with zero sum:
(1 1) + (1 1) + (1 1) + = 0 + 0 + 0 + = 0 .
A different regrouping still give us a different sum:
1 + (1 + 1) + (1 + 1) + (1 + 1) + = 1 + 0 + 0 + 0 + = 1 .
However, if the terms are all positive, then we can rearrange and
regroup them without any fear of changing the sum. So, for instance:
X 1
1 1 1
1
1/2
+ + +
+ =
= 1.
=
n
2 4 8 16
2
1 1/2
n=1
Now, if we regroup its terms in the following way, we get:
X 1
1
3
3
3/4
1 1
1
+
+
+
+ = +
+ =
= 1,
3 n =
2 4
8 16
4 16
4
1
1/4
n=1
so, we get the same sum.
5.4. Homework. E & P, 11.6: 136.
6. Alternating Series and Absolute Convergence
An alternating series is a series of the form
(1)n+1 an = a1 a2 + a3 a4 +
n=1
or
(1)n an = a1 + a2 a3 + a4
n=1
(1)n+1
n=1
1 1 1
1
= 1 + + ;
n
2 3 4
X
n=0
(1)n
1 1 1
1
= 1 + + .
n
2
2 4 8
14
MIGUEL A. LERMA
X
(1)n+1
n=1
X
(1)n+1
n=0
2n + 1
=1
1 1 1
+ + = ln 2
2 3 4
=1
1 1 1
+ + = .
3 5 7
4
X
S=
(1)n+1 an ,
n=0
N
X
(1)n+1 an .
n=0
X
(1)n+1
,
=4
2n
+
1
n=0
but how close do we get to by adding, say, one hundred terms of that
series? Answer: its sum is between
99
X
(1)n+1
4
= 3.131592904 . . .
2n + 1
n=0
and
4
100
X
(1)n+1
n=0
2n + 1
= 3.151493401 . . .
NOTES ON
15
= 1 + +
2
2 4 8
n=0
2. Convergent but not absolutely convergentin this case the series
is called conditionally convergent, e.g:
X
(1)n+1
n=1
=1
1 1 1
+ +
2 3 4
n = 1+2+3+4+
n=1
However, a series cannot be absolutely convergent and not convergent, because absolute convergence implies convergence:
absolute convergent = convergent
Example: Does the series
X
cos n
n=1
n2
X
| cos n|
n=1
n2
X
1
.
2
n
n=1
16
MIGUEL A. LERMA
As a rule of thumb, for geometric series = |r| (the ratio), and the
conclusion of the ratio test is analogous to the one for geometric series,
i.e., the series converges for |r| < 1 and diverges for |r| > 1.
X
n2
Example: For the series
we have
n
2
n=1
2
n+1
an+1
1
(n + 1)2
= lim (n + 1) /2
= lim
=
lim
= < 1,
2
n
2
n
n
n
an
n /2
2n
2
hence, it converges absolutely.3
6.5. Root Test. In some cases in which the ratio test is unable to provide an answer, the rootptest may help. It says the following: Suppose
that the limit = lim n |an | exists or is infinity. Then
n
P
1. If < 1 = P an converges absolutely.
2. If > 1 =
an diverges.
3. If = 1 = the root test is inconclusive.
X
1
Example: Consider the following series
. For this series
n+sin n
2
n=1
the ratio test cannot be used, because
1
1
an+1
= 21+sin nsin (n+1) = 212 sin 2 cos (n+ 2 )
an
which has no limit. However, the root tests shows that the series is
absolutely convergent:
r
1
1
1
n
lim
< 1.
=
lim
=
n
2n+sin n n 21+sin n/n
2
6.6. Homework. E & P, 11.7: 142.
7. Power Series
A power series is a sort of infinite polynomial of the form
an xn
n=0
X
x2 x3
xn
x
=1+x+
+
+
e =
n!
2!
3!
n=0
3
X
n2
= 6.
2n
n=1
NOTES ON
sin x =
(1)n
n=0
17
x3 x5
x2n+1
=x
+
(2n + 1)!
3!
5!
x2 x4
x2n
cos x =
=1
+
(1)
(2n)!
2!
4!
n=0
X
1
=
(1)n xn = 1 x + x2 x3 +
1 + x n=0
n
(|x| < 1)
an+1
1
.
= lim
R n an
[R, R) ,
(R, R] or [R, R]
X
n=1
(1)
n
n+1 x
18
MIGUEL A. LERMA
1
(1)n+1 ,
n
n=1
X
1
,
n
n=1
an (x c)n
n=0
an+1
1
.
= lim
R n an
=
=
=
...
(1 + x)
(1 + x)(1)
( 1) (1 + x)(2)
f (0)
f 0 (0)
f 00 (0)
= 1
=
= ( 1)
...
NOTES ON
f (n (x)
19
= ( 1) . . . ( n + 1) (1 + x)(2)
...
f (n (0)
= ( 1) . . . ( n)
...
Hence:
X
n
2
3
(1 + x) =
x
+
x+
x +
x + =
n
0
1
2
3
n=0
(|x| < 1)
(n factors)
( 1) ( 2) . . . ( n + 1)
where
=
.
n
n!
Note that if = m a positive integer, then m
= 0 for n > m, so
n
the series becomes a finite sum identical to the binomial expansion:
m
X
m n
m
(1 + x) =
x
n
n=0
Other examples:
X
1
1
= (1 + x) =
(1)n xn = 1 x + x2 x3 +
1+x
n=0
X
1
1
1 3
1/2 n
1/2
x +
x = 1 + x x2 +
1 + x = (1 + x) =
2
8
16
n
n=0
X
3
1
5 3
1/2 n
1
1/2
x +
x = 1 x + x2
= (1 + x)
=
2
8
16
n
1+x
n=0
7.4. Differentiation and Integration of Power Series. If a function f (x) can be represented as a power series:
f (x) =
an xn
n=0
n an xn1 .
n=1
X
an xn+1
.
f (t) dt =
n
+
1
0
n=0
20
MIGUEL A. LERMA
t
+
t
t
+
=
(1)n t2n .
1 + t2
n=0
X
x3 x5 x7
t2n+1
0
f (x) =
+
+ =
.
f (t) dt = x
(1)n
3
5
7
2n + 1
0
n=0
Hence:
1
tan
x=
X
n=0
(1)n
x3 x5 x7
t2n+1
=x
+
+ ... .
2n + 1
3
5
7
X
X
If f (x) =
an xn and g(x) =
bn xn then
n=0
n=0
f (x) + g(x) =
(an + bn ) xn
n=0
and
f (x) g(x) =
cn xn
n=0
where
cn = a0 bn + a1 bn1 + an b0 =
n
X
ak bnk
k=0
sin x
tan x
cos x
}|
{ z
}|
{ z
}|
{
2
4
x5
x
x
x
+
= a0 + a1 x + a2 x2 + a3 x3 +
+
x
1
3!
5!
2!
4!
a
a
0
1
= a0 + a1 x + + a2 x2 + + a3 x3 +
2
2
3
NOTES ON
21
a0
12 a0
a1
12 a1
+a2
+a3
=
0
=
1
=
0
= 16
...
X
f (x) =
an (x c)n = a0 + a1 x + a2 x2 +
tan x = x +
n=0
then
lim f (x) = f (c) = a0 + 0 + 0 + = a0 .
xc