You are on page 1of 7

IMA-301: Advanced Engineering Mathematics

Spring Semester 2015-2016
Topic: Sequence and Series

1

Notes-02

Sequences and Series

Definition 1.1. A complex sequence (or simply a sequence) is a function whose domain is
the positive integers and the range is a subset of complex numbers and denoted by {zn }∞
n=1 .
Examples. The following are some examples.   

∞ 

1
1
+i 3−
(i)
2+
n
n
n=1 
n ∞ 

3
2
+i
(ii)
3
4
n=1 
2πin/3 ∞
(iii)
e
.
n=1
A sequence {zn }∞
n=1 converges to a complex value ζ if lim zn = ζ. We give the formal
n→∞
definition.
Definition 1.2. A sequence {zn }∞
n=1 converges to ζ if for any real number  > 0 there
exists a positive integer N such that |zn − ζ| <  whenever n > N .
Theorem 1.1. Let zn = xn + iyn and ζ = u + iv. lim zn = ζ if and only if lim xn = u
n→∞
n→∞
and lim yn = v.
n→∞

Example. √

n + i(n + 1)
Let zn =
. Then zn = xn + iyn implies xn = 1/ n and yn = (n + 1)/n.
n
Clearly lim xn = 0 and lim yn = 1. Hence lim zn = i.
n→∞

n→∞

n→∞

For further study, we simply term the sequence {zn }∞
n=1 as {zn }.
Definition 1.3. A complex sequence {zn } is bounded if there exist a positive real number
R and an integer N ∈ N such that |zn | < R for all n > N .
This definition geometrically means that for n > N , the sequence {zn } is contained in
the disc D := {z : |z| < R}.
Note 1. If {zn } is a convergent sequence then {zn } is bounded.
Definition 1.4. The sequence {zn } is a Cauchy sequence, if for every  > 0, there is a
positive integer n ∈ N such that |zn − zm | <  whenever n, m > N .

n=1 is called the infinite series. then limn→∞ zn = 0. Then zn = n=1 n=1 yn . the sequence {zn } contains the real sequences {xn } and {yn }. we get n X zk = k=0 1 z n+1 − . n=1 Example. then the infinite seriesP ∞ n=1 zn converges to S. it is called a divergent series. Rearranging this. then {zn } is convergent. then the corresponding expression given by ∞ X zn = z1 + z2 + · · · + ∞. If the infinite series ∞ n=1 zn converges. we have Theorem 1. where Sn = z1 + z2 + · · · + zn = n X zk . Let S = U + iV = U= ∞ X n=1 xn and V = ∞ X ∞ X ∞ X (xn + iyn ). Let {zn } be a complex sequence. If the series does not converge. Theorem 1.3. If Definition 1. n > N . P Note 2. if we take |z| < 1. then for the limiting case n → ∞. 1−z 2 z n+1 → 0. Let zn = xn + iyn . The converse is also true.2. Now the partial sum gives (1 − z)(1 + z + z 2 + · · · + z n−1 + z n ) = 1 − z n+1 . the sequence {zn } is a Cauchy sequence means that for m. ∞ ∞ Further the infinite series n=1 zn is absolutely convergent if n=1 |zn | is convergent. If {zn } is a Cauchy sequence. P∞ its n-th partial sum. Since Cauchy sequences of real numbers are always convergent. k=1 This sequence is called the sequence of partial sum of {zn }. Consider the series P∞ n=0 z n .Geometrically speaking.5. n X k=0 zk = 1 . Since zn = xn + iyn . Hence 1−z if |z| < 1. 1−z 1−z Now. Define the new sequence {Sn }. zn − zm is in the disc D := {z : |z| < }. Let n=1 zn be an infinite series and Sn be P limn→∞ Sn exist and equalP to S (say). . If the partial sum is extended to infinite number of terms.

Let z0 6= 0. Example. if limn→∞ fn (z) = f (z) on D. we have . The sequence of functions {fn } is said to converge point wise to f on a domain D. Then n ∞  X z0 z = . The sequence of functions { 1 } converges point wise to the zero function z−n on C\N. Definition 2.This example can be modified as follows. The notation {fn } is used for the infinite sequence.1. Uniform convergence Let f be a finite sum of function fn . Explanation: For any  > 0. say A. An infinite sequence of complex functions is a function from the natural numbers to the set of all complex functions defined on a set. If each of these fn are analytic then f is also analytic. What about the infinite sum. z z − z 0 0 n=0 2 if |z| < z0 . Example.

.

.

1 .

1 .

.

.

z − n .

then { } converges to zero function uniformly in z−n |z| < 1 as in this domain N depends on  and not on z. for every  > 0. < n − |z| . 3 . there is some N (independent of z) such that. whenever n > N.2. but not uniformly. . We say the {fn } converges uniformly to f on D. Then f is called uniform limit of {fn } on D if. n→∞ z − n if z ∈ C\N. and let f be a function which is also defined on D. 1 if n > |z| + .  Thus it follows that 1 = 0. Let {fn } be a sequence of functions defined on a domain D. if n > |z|. In the previous example 1 { } converges to zero function pointwise in C\N. |fn (z) − f (z)| < . But if we have z−n 1 the domain of definiton as |z| < 1. for all z ∈ D. Note that uniform convergence implies pointwise convergence. lim Definition 2.

2.1. Theorem 2. so that . If {fn } converges uniformly to f on every closed disc that is contained in D. Recall that 1 + z + z2 + · · · + zn = 1 − z n+1 .2. Then f is also continuous on D. Suppose that {fn } is a sequence of functions which are continuous on a domain D and that {fn } converges uniformly to f on D. for each r < 1 (that means uniformly convergent on every compact subset of the disc |z| < 1). But it is uniformly convergent on every disc |z| ≤ r.Theorem 2. {fn0 } converges uniformly to f 0 on every closed disc in D. Example. f is analytic on D. The series ∞ X z n is not uniformly convergent in |z| < 1 (even though it is pointwise n=0 convergent). Explanation: Consider |z| ≤ r < 1. 1−z z 6= 1. Let D be a domain and let {fn } be a sequence of functions each analytic on D. then 1.

.

n+1 .

.

1 2 n .

(1 + z + z + · · · + z ) − .

. = |z| .

1 − z .

|1 − z| This means. . for |z| ≤ r < 1.

.

.

(1 + z + z 2 + · · · + z n ) − .

for any arbitrary number  > 0. Now. .

.

.

(1 + z + z 2 + · · · + z n ) − .

.

1 .

.

1 − z . |z|n+1 rn+1 = ≤ .

|1 − z| 1−r .

rn+1 1 .

.

≤ < . 1 − z.

Now for |z| < 1. such that . Since N is independent of log r z. log((1 − r)) . if we assume that the series is uniformly convergent. this convergence is uniform. there is a number N . 1 − r if n > N. independent of z. then we have that for any  > 0.

.

.

.

.

(1 + z + z 2 + · · · + z N ) − 1 .

<  .

1 − z.

But . where N is any natural number such that N > for all z in the disc |z| < 1.

.

.

(1 + z + z 2 + · · · + z N ) − .

4 .

1 .

.

|z|N +1 = . 1 − z .

|1 − z| .

4. 1−r |z|N +1 is as large as we please. and |1 − z| certainly not less than . we have the following theorem. so that there are points in the disc |z| < 1. the series in D. The sequence of functions {fn }.3. As an application. Theorem 2. 5 an z n .and lim− r→1 rN +1 = ∞. then . then for each z in D. if n=1 n=1 uniformly. Further. and suppose that {Mn } be a sequence of real numbers such that |fn (z)| ≤ Mn for all z ∞ ∞ X X fn (z) converges Mn converges.3. which leads to a contradiction. each defined on D. if the sequence of partial sum given by {f1 + f2 + · · · + fn } converges uniformly to f on D. the series converges uniformly to f on the disc |z| ≤ r. Theorem 2. for which Definition 2. (Weierstrass M-test) Let {fn } be a sequence of functions defined a set D. If f is a function analytic on the disc |z| < ρ and f (z) = ∞ X n=0 for each r < ρ. is said to be uniformly summable to f on D.

2. The circle |z| = R which includes in its interior |z| < R all the values of z for which the power series Σan z n converges. the series converges uniformly for |z| ≤ ρ.1. 0 ≤ R < ∞. which depends only on the coefficients aj . is called the circle of convergence of the series. (ii) the series converges uniformly in any closed subdisk |z − z0 | ≤ R0 < R. Examples. Definition 3. n Theorem 3. (Cauchy-Hadamard Theorem). The radius R of this circle is called the radius of convergence of the series. This is known as Hadamard’s formula for the radius is given by R of convergence. called the radius of convergence with the following properties: (i) The series converges absolutely for every |z| < R. 2 +1 1 1 Answer. For any power series ∞ j=0 aj (z − z0 ) there ia a real number R between either 0 and ∞. (ii) If 0 ≤ ρ < R. zn (i) Find the radii of convergence of the power series: Σ n . (iii) the series diverges for |z − z0 > R. we see that the radius of convergence R of a power series 1 1 = lim sup |an | n . Here an = n and an+1 = n+1 2 +1 2 +1 1 2+ n an 2n+1 + 1 2 ∴ R = lim = lim n = lim 1 n→∞ an+1 n→∞ 2 + 1 n→∞ 1+ n 2 2+0 R= = 2.1. inclusive . For every power series Σ∞ n=0 an z there exists a number R. (iii) If |z| > R. The number R is called the radius of convergence of the series. By the above theorem. P j Theorem 3. A series of the form j=0 aj (z − z0 ) is called a power series. the terms of the series are unbounded and series is consequently divergent.2. The constants aj are the coefficients of the power series. 1+0 6 . such that (i) the series converges for |z − z0 | < R.3 Power Series P∞ j Definition 3. Note 3.

(1 + i)n n2 (n + 1)2 Now an = and a = . Answer. n+1 (1 +.(ii) Find the domain of convergence of the series: Σn 2  z2 + 1 1+i n . Put z 2 = ζ. (ζ + 1)n .

i)n .

(1 + i)n+1 √ .

an .

n2 .

.

= lim |(1 + i)| = |1 + i| = 2. Hence R = lim .

an+1 .

7 . Then the series in ζ is Σn2 . so that the domain of convergence is√given by |ζ + 1| < 2 or |z 2 + 1| < 2. (n + 1)2 √ Thus the radius of the circle of convergence for ζ is 2 and center is -1.