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Maths Basics

Val Anthony Balagon


February 2019

Abstract
This document is a review of basic mathematics such as trigonometry, complex
numbers, infinite series, partial differentiation, Fourier series, and etc.

1 Trigonometry
1.1 Basics
The range of the Cosine is
−1 ≤ cos(x) ≤ 1.
The range of the Sine is
−1 ≤ sin(x) ≤ 1.
The range of the tangent function is all real numbers.

1.2 Even or Odd Functions


Cosine is an even function
cos(−θ) = cos θ.
Sine is an odd function
sin(−θ) = − sin θ.
Tangent is an odd function
tan(−θ) = − tan θ.

1.3 sec x, csc x, and cot x


Secant is the inverse of the Cosine
1
sec(x) = .
cos(x)

Cosecant is the inverse of Sine


1
csc(x) = .
sin(x)

1
Cotangent is the inverse of the Tangent
1
cot x = .
tan(x)

1.4 The Trigonometric Functions are Periodic Functions


The Sine and Cosecant are periodic functions with a period of 2π.

sin(x) = sin(x + 2πn)


csc(x) = csc(x + 2πn) where n = 0, ±1, ±2

The Cosine and Secant are periodic functions with a period of 2π.

cos(x) = cos(x + 2πn)


sec(x) = csc(x + 2πn) where n = 0, ±1, ±2

The Tangent and Cotangent are periodic functions with a period of π.

tan(x) = tan(x + πn)


cot(x) = cot(x + πn) where n = 0, ±1, ±2

1.5 Solving Trigonometric Equations



Problem 1. Solve 2 cos(t) = 3.

3
cos(t) =
2
We need to find t’s that solves the equation above. There are two initial solutions.
π
t=
6
π 11π
t = 2π − =
6 6
The general solution will then be:
π
t= + 2πn, n = 0, ±1, ±2, . . .
6
11π
t= + 2πn, n = 0, ±1, ±2, . . .
6

2

Problem 2. Solve 2 cos(t) = 3 on [−2π, 2π].

This Problem is the same as problem 1. We just need to find the right n’s that satisfy our
domain. We immediately see that adding an additional 2n will make us out of bounds to
the domain. Notice that we have solutions when n = −1. Hence the only solutions will be:
π 11π π 11π
t= , ,− ,−
6 6 6 6

Problem 3. Solve 2 sin(5x) = − 3.

3
sin(5x) = −
2
Looking at the unit circle, we get two solutions:

5x = + 2πn
3

5x = + 2πn
3
Simplifying:
4π 2π
x= + n, n = 0, ±1, ±2, . . .
15 5
π 2π
x= + n, n = 0, ±1, ±2, . . .
3 5
Problem 4. cos3 (x) = cos(x)
cos3 (x) − cos(x) = 0
cos(x)(cos2 (x) − 1) = 0
cos(x) = 0 and sin2 (θ) = 0
The solutions for cos(x) = 0 are:
π
x= + 2πn
2

x= + 2πn
2
Simplifying sin2 (θ) = 0:
sin(θ) = 0
The solutions for sin(θ) = 0 are:

x = 2πn, n = 0, ±1, ±2, . . .


x = π + 2πn, n = 0, ±1, ±2, . . .

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Problem 5. Solve csc2 (x) − csc(x) − 2 = 0.
1 1
2 − −2=0
sin (x) sin(x)
1 − sin(x)
=2
sin2 (x)
1 − sin(x) = 2 sin2 (x)
sin(x)(2 sin(x) + 1) = −1
sin(x) = −1

x= + 2πn, n = 0, ±1, ±2, . . .
2

4
2 Complex Numbers

Figure 1: The Standard Form.

Imaginary numbers arise very frequently in mathematics and physics. Its conventional
representation is z.
z = x + iy (1)

Where i is −1, x is called the “real” part, and y is called the “imaginary” part and is
denoted by Re(z) and Im(z), respectively. For compactness, a complex number is usually
written as
z = (x, y) (2)
and the components of z are plotted in an “Argand diagram” as seen in Figure 1 which is
somewhat like an xy-plot.

Example 1. Solve for z in z 2 − 4z + 5 = 0.

Using the quadratic formula:


p
−(−4) ± (−4)2 − 4(1)(5)
z=
2√
−4
z =2±
2
z =2±i

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2.1 Addition of Complex Numbers
The real components and the imaginary components are added separately. Subtraction is
treated as addition of negative numbers. Addition in complex numbers is commutative and
associative.

Example 2.

z1 + z2 = (x1 + iy1 ) + (x2 + iy2 ) = (x1 + x2 ) + i(y1 + y2 )

In component notation:

z1 + z2 = (x1 , y1 ) + (x2 , y2 ) = (x1 + x2 , y1 + y2 )

2.2 Multiplication
Multiplication in complex numbers work the same way as multiplication in real numbers.
Multiplication in complex numbers is commutative and associative.

Example 3.

z1 z2 = (x1 + iy1 )(x2 + iy2 ) = (x1 x2 − y1 y2 ) + i(x1 y2 + y1 x2 )

2.3 Division
The difficult part of dividing complex numbers is that the real and imaginary parts might
not be separable.

Example 4.
z1 x1 + iy1
=
z2 x2 + iy2
x1 + iy1 x2 − iy2
= ·
x2 + iy2 x2 − iy2
x1 x2 − ix1 y2 + ix2 y1 − i2 y1 y2
=
x22 − i2 y2
x1 x2 + y1 y2 − i(x1 y2 + x2 y1 )
=
x22 + y22
x1 x2 + y1 y2 (x1 y2 + x2 y1 )
= 2 2
−i
x2 + y 2 x22 + y22

2.4 Modulus
The modulus is the distance of the point in the Argand diagram to the origin. It is usually
called the absolute value. p
|z| = x2 + y 2 (3)

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2.5 Argument
The argument is the angle that the line joining the origin to z on the Argand diagram makes
with the positive x-axis. y
arg(z) = arctan (4)
x
Example 5. Find the modulus and argument of z = 2 − 3i.
p √
|z| = 22 + (−3)2 = 13
 
−3
arg(z) = arctan ≈ −0.98279.
2

2.6 Complex Conjugate


To get the complex conjugate of z, we simply negate the imaginary part of z. The complex
conjugate is denoted as z ∗ . The complex conjugate corresponds to a reflection z in the real
axis of the Argand diagram.

Example 6.

zz ∗ = (x + iy)(x − iy) = x2 − ixy + ixy − i2 y 2 = x2 + y 2 = |z|2 .

Here are other important properties of complex numbers.

1. (z1 ± z2 )∗ = z1∗ ± z2∗

2. (z1 z2 )∗ = z1∗ z2∗


 ∗
z∗
3. zz21 = z1∗
2

4. (z ∗ )∗ = z

5. z + z ∗ = 2Re(z) = 2x

6. z − z ∗ = 2iIm(z) = 2iy
 2 2  
7. zz∗ = xx2 −y
+y 2 + i 2xy
2
x +y 2


|z1 |
8. zz12 =

|z2 |
 
z1
9. arg z2
= arg(z1 ) − arg(z2 )

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Figure 2: The Polar Representation.

2.7 Polar Representation of Complex Numbers


Sometimes the polar representation is easier to manipulate. It uses the complex exponential
function: ∞
z
X zn z2 z3
e = =1+z+ + + ... (5)
n=0
n! 2! 3!

The polar representation is the following:

z = reiθ (6)
p y
 iθ
Where r = x2 + y 2 and θ = arctan x
. e is the Euler formula which has the power
series:


X (iθ)n θ2 θ3
e = = 1 + iθ + i2 + i3 + . . .
n=0
n! 2! 3!

Separating the real and imaginary terms:

θ2 θ4 θ3 θ5
   
= 1− + + ... + i θ − +
2! 4! 3! 5!

We have:

eiθ = cos θ + i sin θ (7)

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For negative powers we have:

e−iθ = cos θ − i sin θ (8)

Euler’s formula also follows the form:

einθ = cos nθ + i sin nθ (9)

To convert from polar form to standard form:

z = reiθ = r(cos θ + i sin θ)


= r cos θ + ir sin θ
z = x + iy

Conventionally, θ lies in the range −π ≤ θ ≤ π, but the rotation by θ is the same as rotation
by 2πn + θ, where n is any integer.

reiθ ≡ rei(θ+2πn)

2.8 Multiplication and Division in Polar Form


The product of z1 and z2 is given by

z1 z2 = (r1 eiθ1 )(r2 eiθ2 ) = r1 r2 ei(θ1 +θ2 ) .

Division is given by
z1 r1 eiθ1 r1
= iθ
= ei(θ1 −θ2 ) .
z2 r2 e 2 r2

2.9 de Moivre’s Theorem

Since (eiθ )n = einθ , then

(cos θ + i sin θ)n = cos nθ + i sin nθ (10)

This result is de Moivre’s theorem and is used in manipulation of complex numbers. The
theorem is valid for all n whether real, imaginary, or complex.

2.10 Trigonometric Identities


Given that z = eiθ , cos and sin can be expressed with the following:
1
2 cos nθ = z n + (11)
zn
1
2i sin nθ = z n − n (12)
z

9
We can use the same equations to express cos and sin in terms of exponentials. For cos nθ,
1 1
2 cos nθ = z n + n
= (eiθ )n + iθ n = einθ + e−inθ
z (e )
einθ + e−inθ
cos nθ = (13)
2

For sin nθ,


1 1
2i sin nθ = z n − = (eiθ n
) − = einθ − e−inθ
zn (eiθ )n
einθ − e−inθ
sin nθ = (14)
2i

To prove Equations 11 and 12,


Proof.
1
zn + = (cos θ + i sin θ)n + (cos θ + i sin θ)−n
zn
= cos(nθ) + i sin(nθ) + cos(−nθ) + i sin(−nθ)
= cos(nθ) + i sin(nθ) + cos(nθ) − i sin(nθ)
1
zn + = 2 cos nθ
zn

1
zn − = (cos θ + i sin θ)n − (cos θ + i sin θ)−n
zn
= cos(nθ) + i sin(nθ) − cos(−nθ) − i sin(−nθ)
= cos(nθ) + i sin(nθ) − cos(nθ) + i sin(nθ)
1
zn − = 2i sin nθ
zn

Example 7. Express sin(3θ) and cos(3θ) in terms of powers of cos(θ) and sin(θ).

cos 3θ + i sin 3θ = (cos 3θ + i sin 3θ)3


= (cos3 θ − 3 cos θ sin2 θ) + i(3 sin θ cos2 θ − sin3 θ) (15)

Comparing coefficients,

cos 3θ = cos3 θ − 3 cos θ sin2 θ = 4 cos3 θ − 3 cos θ (16)


sin 3θ = 3 sin θ cos2 θ − sin2 θ = 3 sin θ − 4 sin3 θ (17)

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Example 8. Express cos3 θ in terms of cos 3θ and cos θ.
1 1
cos3 θ = 3
(z + )3
2 z
1 3 1 1 1
= (z + 3z 2 + 3z 2 + 3 )
8 z z z
1 3 3 1
= (z + 3z + + 3 )
8 z z
1 3 1 3 1
= (z + 3 ) + (z + )
8 z 8 z
1 3
cos3 θ = cos3 θ + cos θ
8 8

This example shows the power of de Moivre’s theorem when integrating trigonometric func-
tions of powers of n by decomposing the function into functions of degree one.

2.11 Finding the nth Roots of Unity


We know that the solution of z 2 is ±1. When z n = 1, there are n roots according to the
Fundamental theorem of Algebra.

From Euler’s formula, we let θ = 2π

e2πi = cos(2π) + i sin(2π) = 1

Raising to the power of k, where k is any integer:

(e2πi )k = 1k
z n = e2πik = 1

Taking the nth root,



n

n
z n = e2πik
z = e2πik/n

The solutions would then be:

z1,2,3,...,n = 1, e2πi/n , e4πi/n , e6πi/n , . . . , e2πi(n−1)/n ,

Corresponding to the values 0, 1, 2, 3, . . . , n − 1 for k. Larger value of k do not give new


solutions, since the roots already listed are simply cyclically repeated for k = n, n + 1, n + 2,
etc.

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Figure 3: Roots of z 3 = 1.

Example 9. Find the solutions to the equation z 3 = 1.


z3 = 1

3
√3
z 3 = e2πik
z = e2πik/3
z1,2,3 = 1, e2πi/3 , e4πi/3

All of the roots of unity have unit modulus which means that they lie on a circle in the
Argand diagram of unit radius. The three roots are shown in Figure 3.

2.12 Solving Polynomial Equations


A third application of de Moivre’s theorem is to the solution of polynomial equations. Com-
plex equations in the form of a polynomial relationship must first be solved for z in a similar
fashion to the method for finding the roots of real polynomial equations. Then the complex
roots of z may be found.
Example 10. Find the solutions for z 6 − z 5 + 4z 4 − 6z 3 + 2z 2 − 8z + 8 = 0. Restrict
−π < arg z < π.

Factorizing gives,
(z 3 − 2)(z 2 + 4)(z − 1) = 0

12
We have z 3 = 2, z 2 = −4, z = 1. We can directly find the roots of z 2 = −4 via the quadratic
formula and we then get z = ±2i. Solving the roots of z 3 = 2.

z 3 = 2 = 2e2πik
√3
√3
z 3 = 2e2πik

z = 2e2πik/3
3

√ √ √
z1,2,3 = 2e−2πi/3 , 2, 2e2πi/3
3 3 3

k = −1, 0, 1 satisfies our restriction. Converting z1,2,3 to standard form:


√ √
z1 = 2e−2πi/3 = 2(cos(−2π/3) + i sin(−2π/3))
3 3



3 1 3
z1 = 2(− − i )
2 2

√ √
2e2πi/3 =
3 3
z3 = 2(cos(2π/3) + i sin(2π/3)
√ !

3 1 3
z3 = 2 − + i
2 2

As expected from the fundamental theorem of algebra, we find that the total number of
complex roots (six, in this case) is equal to the largest power of z in the polynomial.

Theorem 1. The roots of a polynomial with real coefficients occur in conjugate pairs.

Proof.

an z n + an−1 z n−1 + . . . + a1 z + a0 = 0

Taking the complex conjugate:

a∗n (z n )∗ + a∗n−1 (z ∗ )n−1 + . . . + a∗1 z ∗ + a∗0 = 0

Since a is real, then

an (z n )∗ + an−1 (z ∗ )n−1 + . . . + a1 z ∗ + a0 = 0

z ∗ is also a root for the equation

13
3 Hyperbolic Functions

14
4 Series and Sequences
4.1 Sequences
A sequence is a list of numbers in a given order. A sequence may or may not have an infinite
number of terms. There are three common ways in denoting sequences.
{a1 , a2 , . . . , an , an+1 , . . .}, {an }, {an }∞
n=1 .

an is usually given by a formula.


Example 11. Write down the first few terms of each of the following sequences.

1. n+1

n2 n=1
n n+1
o∞
2. (−1)2n
n=0

3. {bn }∞
n=1 , where bn = nth digit of π

 ∞  
n+1 3 4 5 6
= 2, , , , , . . .
n2 n=1 4 9 16 25

∞
(−1)n+1
  
1 1 1
= −1, , − , , . . .
2n n=0 2 4 8

{bn }∞
n=1 = {3, 1, 4, 5, 9, 2, 6, . . .}

For the first two examples, we see that we are treating sequences as functions that can
only have integers plugged into them. Here are other sequences:

√ √ √ √ √
an = n {an } = 1, 2, 3, . . . , n, . . .

bn = (−1)n+1 n1 {bn } = 1, − 12 , 13 , − 14 , . . . , (−1)n+1 n1 , . . .




n−1
{cn } = 0, 21 , 23 , − 43 , . . . n−1

cn = n n
, . . .

dn = (−1)n+1 {dn } = {1, −1, 1, −1, . . . (−1)n+1 , . . .}


 n+1 ∞
For the first example, we see that the sequence n2 n=1
approaches the limit or the lim-
iting value zero. We write it as
n+1 1 1
lim an = lim 2
= lim + lim 2 = 0 + 0 = 0
n→∞ n→∞ n n→∞ n n→∞ n

15
If lim an exists, then we say that the sequence is convergent. If lim an does not exists
n→∞ n→∞
or approaches ±∞, then we say that the sequence is divergent. The following are definitions
of the limit.

1. We say that
lim an = L (18)
n→∞

if the value of the an ’s approach L as n approaches infinity.

2. We say that
lim an = ∞ (19)
n→∞

if the value of the an ’s get larger and larger without bound as n approaches infinity.

3. We say that
lim an = −∞ (20)
n→∞

if the value of the an ’s are negative and get smaller and smaller without bound as n
approaches infinity.

Here are important properties if an and bn are both convergent sequences.

1. lim (an ± bn ) = lim an ± lim bn


n→∞ n→∞ n→∞

2. lim can = c lim an


n→∞ n→∞
  
3. lim (an bn ) = lim an lim bn
n→∞ n→∞ n→∞

lim an
an
4. lim = n→∞
, provided that lim bn 6= 0
n→∞ bn lim bn
n→∞ n→∞

5. lim apn = [ lim an ]p , provided an ≥ 0


n→∞ n→∞

Theorem 2 (Squeeze Theorem for Sequences). If an ≤ cn ≤ bn for all n > N for some N
and lim an = lim bn = L then lim cn = L.
n→∞ n→∞ n→∞

Theorem 3. If lim |an | = 0, then lim an = 0.


n→∞ n→∞

Theorem 4. The sequence {rn }∞n=0 converges if −1 < r ≤ 1 and diverges for all other values
of r. Also, (
0 if − 1 < r < 1
lim rn =
n→∞ 1 0if r = 1

16
Example 12. Determine if the following sequences converge or diverge. If the sequence
converges determine its limit.
n 2 o∞
3n −1
1. 10n+5n 2
n=2
n 2n
o∞
e
2. n
n=1
n o∞
(−1)n
3. n
n=1

4. {(−1)n }∞
n=0

For number 1,
3n2 − 1 3n2 1
lim 2
= lim 2
− lim
n→∞ 10n + 5n n→∞ 10n + 5n n→∞ 10n + 5n2

3n 1:0

= lim − lim 
10n + 5n2
n→∞ 10 + 5n n→∞


Converting to indeterminate form,


1
n n
= 3 lim · 1
n→∞ 10 + 5n
n
lim 1
n→∞
=3
lim ( 10 + 5)
n→∞ n

3n2 − 1 3
lim =
n→∞ 10n + 5n2 5
The sequence is convergent.

For number 2, we apply L’Hospital’s Rule


e2n 2e2n
lim = lim = 2 lim e2n = ∞
n→∞ n n→∞ 1 n→∞

The sequence is divergent

Applying theorem 3,
(−1)n n

lim = lim (1) = lim 1 = 0
n→∞ n n→∞ n n→∞ n

17
Since the absolute value of an is convergent to zero, then

(−1)n
lim =0
n→∞ n
The sequence is convergent.

Since r = −1, the sequence is divergent because the limit does not exist.

Theorem 5. For the sequence {an } if both lim a2n = L and lim a2n+1 = L then an is
n→∞ n→∞
convergent and lim an = L.
n→∞

Here are important terminologies and definitions involving sequences given a sequence {an }.

1. We call the sequence increasing if an < an+1 for every n.

2. We call the sequence decreasing if an > an+1 for every n.

3. If the sequence an is increasing/decreasing we call it monotonic.

4. If there exists a number m such that m ≤ an for every n we say the sequence is
bounded below. The number m is sometimes called a lower bound for the sequence.

5. If there exists a number M such that an ≤ M for every n we say the sequence is
bounded above. The number M is sometimes called an upper bound for the
sequence.

6. If the sequence is both bounded below and bounded above we call the sequence
bounded.

4.2 Infinite Series


A series may have either infinite or finite number of terms. In either case, the sum of the
first N terms of a series is called a “partial sum.” It is written as

SN = u1 + u2 + u3 + . . . + uN

where the terms of the series uN , n = 1, 2, 3, . . . , N are numbers that may be complex. If
the terms are indeed complex, then SN will in general be complex also, and we can write

SN = XN + iYN

18
where XN and YN are the partial sums of the real and imaginary parts of each term separately
and are therefore real. If a series has only N terms, then the partial sum SN is the sum of
the series. We may encounter a series where each term depends on a variable, x, say. In
this case, the partial sum of the series will depend on the value assumed by x. Consider the
following infinite series:
x2 x3
S(x) = 1 + x + + + ...
2! 3!
This is called a power series. In fact, this is the series expansion of S(x) = ex which varies
according the value of x.
A general, random sequence of numbers can be described as a series and a sum of the
terms found. However, for cases of practical interest, there will usually be some sort of
relationship between the successive terms. For example if the nth term of a series is given
by
1
un = n .
2
For n = 1, 2, 3, . . . , N then the sum of the first N terms will be
N
X 1 1 1 1
SN = un = + + + ... + N (21)
n=1
2 4 8 2

It is evident that the sum of a finite number of terms is always finite, provided that each term
is itself finite. The sum of an infinite number of terms is best defined by first considering
the partial sum of the first N terms, SN . If the value of the partial sum SN tends to a
finite limit, S, as N tends to infinity, then the series is said to converge and its
sum is given by the limit S. In other words, the sum of an infinite series is given by

S = lim SN , (22)
N →∞

provided the limit exists. For complex infinite series, if SN approaches a limit S = X + iY
as n → ∞, this means that XN → X and YN → Y separately (the real and imaginary parts
of the series are convergent series with sums X and Y respectively).
Not all series are convergent. Some may approach +∞ or −∞ or oscillate finitely or
infinitely. This type of series is called a divergent
P series. P
Here are some properties on convergent series if an and bn are both convergent series,
P
1. can where c is any number, is also convergent and
X X
can = c an

P∞ P∞
2. n=k an ± n=k bn is also convergent and

X ∞
X ∞
X
an ± bn = (an ± bn )
n=k n=k n=k

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4.3 Index Shift
Index shift changes the starting point of the series to a different value. Consider the series,

X n+5
n=2
2n

We want the series to start at 0, to perform an index shift we let i = n − 2. Then, n = i + 2


and when n = 2, i = 0.
∞ ∞ ∞
X n+5 X (i + 2) + 5 X i+7
= =
n=2
2n i=0
2i+2 i=0
2i+2

We can change back the symbol for the index (it doesn’t really matter) because they’re the
same series.

X n+7
n=0
2n+2

Example 13. Perform the following index shifts.


P∞ n−1
1. n=1 ar as a series that starts at n = 0.
P∞ n2
2. n=1 1−3n+1 as a series that starts at n = 3.

For 1),

X ∞
X ∞
X
n−1 (n+1)−1
ar = ar = arn
n=1 (n+1)=1 n=0

For 2),
∞ ∞ ∞
X n2 X (n − 2)2 X (n − 2)2
= =
n=1
1 − 3n+1 1 − 3(n−2)+1 n=0
1 − 3n−1
(n−2)=1

4.4 Stripping Terms from a Series


We might be required to write a series in a different way when a situation calls for it. Say
we are given the following series

X
an = a1 + a2 + a3 + a4 . . .
n=1

We can ignore the first term using the following,



X ∞
X
an = a1 + an
n=1 n=2

20
The same can be done with higher terms of n. The following is also true

X ∞
X 4
X ∞
X
an = a1 + a2 + a3 + a4 + an = an + an
n=1 n=5 n=1 n=5

In general, we can write a series as follows,



X N
X ∞
X
an = an + an .
n=1 n=1 n=N

4.5 Convergence and Divergence of a Series


Say we have a series
n
X
s n = a1 + a2 + a3 + . . . + an = ai .
i=1

An infinite series is the limit of the partial sums.



X
ai = lim sn (23)
n→∞
i=1
P∞
It is important to note that i=1 ai is nothing more than a convenient notation for lim ni=1 ai .
P
n→∞
If the sequence of partial sums is a convergent sequence, its limit exists and is finite, then
the series is convergent and in this case

lim sn = s,
n→∞

then n
X
ai = s.
i=1

If the sequence of partial sums is a divergent sequence, its limit does not exists and is either
positive infinity or negative infinity, then the series is divergent.

Example 14. Determine if the following converges or diverges.



X
n
i=1

This equation has a general formula:


n
X
sn = i
i=1

21
The equivalence of the following series is the following. Let S be the series
S = 1 + 2 + . . . + (n − 1) + n
Rewriting in reverse,
S = n + (n − 1) + . . . + 2 + 1
Adding the last two equations,
S + S = 2S = (1 + 2 + . . . + (n − 1) + n) + (n + (n − 1) + . . . + 2 + 1)
2S = (n + 1) + (2 + n − 1) + . . . + (n − 1 + 2) + (n + 1)
Hence,
n(n + 1)
S=
2
We now have an equivalent equation
n
X n(n + 1)
sn = i=
i=1
2

We use S and take the limit as n approaches infinity.


n(n + 1)
lim =∞
n→∞ 2
Hence the series diverges.

Example 15. Determine if the following series converges or diverges. If it converges deter-
mine its sum. ∞
X 1
n=2
n2 − 1

The general formula of the partial sums is:


n
X 1 3 1 1
sn = = + −
i=2
i2 −1 4 2n 2(n + 1)

Taking the linit


 
3 1 1 3
lim sn = lim + − = +0+0
n→∞ n→∞ 4 2n 2(n + 1) 4

X 1 3
=
n=2
n2 −1 4

22
The series converges. Another way of solving is by the following.
∞ ∞  
X 1 1X 1 1
2−1
= −
n 2 n − 1 n+1
 n=2 n=2

1 1 1 1 1 1 1 1 1 1
= 1 − + − + − + − + − + ...
2 3 2 4 3 5 4 6 7 5

The terms with denominators greater than 2 cancel out


∞  
X 1 1 1 3
2
= 1+ =
n=2
n −1 2 2 4

Example 16. Determine if the following series converges or diverges. If it converges deter-
mine its sum. ∞
X
(−1)n
i=0

This series diverges because it’s sequence alternates with 0 and 1.

Example 17. Determine if the following series converges or diverges. If it converges deter-
mine its sum. ∞
X 1
3n−1
n=1


X 1 1 1 1
n−1
=1+ + + + ...
n=1
3 3 9 81

X 1
=1+ n−1
n=2
3

X 1
=1+ n+1
n=0
3

The second term is a geometric series and has converges to 12 . Hence,



X 1 1 3
n−1
=1+ =
n=1
3 2 2

Another way of solving this is by using the general formula,


n
X 1 3 1
sn = i−1
= (1 − n )
i=1
3 2 3

23
Taking the limit,
3 1 3
lim sn = lim (1 − n ) = (1 − 0)
n→∞ n→∞ 2 3 2
Converges to

X 1 3
=
n=1
3n−1 2

Notice that for the two series that converged the series term itself was zero in the limit.
This will always be true for convergent series and leads to the following theorem.
P
Theorem 6 (Convergence test.). If an converges then lim an = 0.
n→∞

Be careful in using this theorem. Some series like the harmonic series have limits that
equal zero yet they are in fact divergent!

P
Theorem 7 (Divergence test). If lim an 6= 0, then an diverges.
n→∞

Example 18. Determine if the following series is convergent or divergent.



X 4n2 − n3
n=0
10 + 2n3

Algebraic manipulation
1 4
4n2 − n3 n3 n2
−1
· 1 = 10
10 + 2n3 n3 n3
+2

Taking the limit


4 1 1
lim − =0−
n→∞ n2 ( 103 + 2) +2 10
2
n n3
 2
4n − n3

1
lim 3
=−
n→∞ 10 + 2n 2

Its limit does not equal zero, hence it is divergent.

24
4.5.1 Absolute and Conditional Convergence
P P
A series an is said to converge absolutely if |an | also converges. Absolute convergence
is stronger than convergence in the sense that a series that is absolutely convergent will
also be convergent, but a series that is convergent may or may not be absolutely
convergent.P P
A series an that is convergent but |an | diverges, then the series is conditionally
convergent.

4.6 Rearrangement
Given a series ∞
X
an = a1 + a2 + a3 + a4 + a5 . . .
n=1
We can rearrange this arbitrarily as

X
an = a3 + a7 + a2 + a14 . . .
n=1

The issue here is that for some series each of these arrangements of terms can have
different values despite the fact that they are using exactly the same terms. Here
are some facts regarding rearrangement.
P P
1. If an is absolutely convergent and its value is s then any rearrangement of an will
also have a value of s.
P
2. If an is
Pconditionally convergent and r is any real number then there is a rearrange-
ment of an whose value will be r.

4.7 Operations with Series


Simple operations with series are intuitive.
P P
1. If an = S, then kan = kS where k is any constant.
P P P
2. If an = S and bn = T , then (an + bn ) = S + T .
P P
3. If an = S, then a + an = a + S
P P P
4. If the infinite series un and vn are absolutely convergent then the series wn ,
where
wn = u1 vn + u2 vn−1 + . . . + un v1
is absolutely convergent.
P This series is called the Cauchy P
product of the two original
series. Furthermore,
P if u n converges to the sum S and vn converges to the sum
T , then n converges to the sum ST .
5. It is not true in general that term-by-term differentiation or integration of a series will
result in a new series with the same convergence properties.

25
4.8 Arithmetic, Geometric, and Harmonic Series
4.8.1 Arithmetic Series
An arithmetic series has the characteristic that the difference between successive terms is
constant. The sum of a general arithmetic series is written as
N
X −1
SN = (a + nd) = a + (a + d) + (a + 2d) + . . . + [a + (N − 1)d] (24)
n=0

Rewriting this expression in the opposite order and adding this term by term to the original
expression for SN , we find
N N
SN = [a + a + (N − 1)d] = (first term + last term). (25)
2 2
If an infinite number of such terms are added the series will increase or decrease indefinitely
(it diverges).
Example 19. Sum the integers between 1 and 100 inclusive.
1000
SN = (1 + 1000) = 500500
2

4.8.2 Geometric Series


A geometric series has the characteristic that the ratio of successive terms is a constant. The
sum of a geometric series is in general written
N
X −1
SN = arn = a + ar + ar2 + . . . + arN −1 . (26)
n=0

where a is a constant and r is the ratio of successive terms, the “common ratio”. The sum
may be evaluated by considering SN and rSN :
SN = a + ar + ar2 + ar3 + . . . + arN −1
rSN = ar + ar2 + ar3 + ar4 + . . . + arN .
Subtracting the second equation from the first we obtain:
SN − rSN = (1 − r)SN = a − arN
Hence,
a(1 − rN )
SN =
1−r
For a series with an infinite number of terms and |r| < 1, we have lim rN = 0, and the sum
N →∞
tends to the limit
1
S= (27)
1−r

X a
arn = (28)
n=0
1−r

26
Example 20. Determine the values of the following series.
P∞ −n+2 n+1
1. n=1 9 4
P∞ (−4)3n
2. n=0 5n−1

For number 1) we do an index shift and doing algebraic manipulation.


∞ ∞ ∞ ∞
X
−(n+1)+2 (n+1)+1
X
−n+1 n+2
X 4n 42 X 4n
9 4 = 9 4 = = (144) n
n=0 n=0
9n 9−1 n=0
9
(n+1)=1

Evaluating the infinite sum,



X 4n 144 1296
(144) n
= 4 =
n=0
9 1− 9 5

For number 2)
∞ ∞
X (−4)3n X (−64)n
= (5)
n=0
5n−1 n=0
5n

This series diverges because |r| > 1.

4.9 Harmonic Series



X 1
(29)
n=0
n
This type of series is known to be divergent.

4.10 Difference Method


The difference method can be used in evaluating many different series. Given the following
series
XN
an = a1 + a2 + a3 + . . . + aN
n=1

In terms of the series, an , can be expressed in the form

an = f (n) − f (n − 1)

27
for some function f (n) then its partial sum is given by
N
X
SN = an = f (N ) − f (0)
n=1

This can be shown using


N
X
SN = an
n=1
= [(f (1) − f (0)) + (f (2) − f (1)) + (f (3) − f (2)) + . . . + (f (N − 1) − f (N − 2))(f (N ) − f (N − 1))]

Most of the terms cancel out except for f (0) and f (N ), hence
N
X
an = f (N ) − f (0). (30)
n=1

Example 21. Evaluate the sum.


N
X 1
SN =
n=1
n(n + 1)

Doing partial fraction decomposition


1 A B
= +
n(n + 1) n n+1
   
1 A B
n(n + 1) = + n(n + 1)
n(n + 1) n n+1
1 = A(n + 1) + Bn
1 = (A + B)n + A

Comparing coefficients, we get

A = 1, B = −1

Difference method
N  
X 1 1
SN = − −
n=1
n+1 n
1
We will let f (n) = − n+1 , then
1 1
SN = f (N ) − f (0) = − +
N +1 1
N
SN =
N +1

28
The difference method can be extended to evaluate sums in which each term can be
expressed in the form
an = f (n) − f (n − m),
where m is an integer. The infinite sum then becomes
m
X m
X
SN = f (N − k + 1) − f (1 − k). (31)
k=1 k=1

Example 22. Evaluate the sum.


N
X 1
SN =
n=1
n(n + 2)

Doing partial fraction decomposition


 
1 1 1 1
= −
n(n + 2) 2 n n+2
Difference method,
N  
X 1 1 1 1
SN = = −
n=1
n(n + 2) 2 n n+2
−1
Hence an = f (n) − f (n − 2) and f (n) = 2(n+2)
 
3 1 1 1
SN = f (N ) − f (N − 1) − f (0) − f (−1) = − +
4 2 N +2 N +1

4.10.1 Application to Natural Numbers


Example 23. Evaluate
N
X
n2
n=1

Let an = n2 , we want it to be of the form f (n) − f (n − 1), we let f (n) = n(n + 1)(2n + 1),
then f (n − 1) = (n − 1)n(2n − 1). Subtracting,
f (n) − f (n − 1) = n(n + 1)(2n + 1) − (n − 1)n(2n − 1) = 6n2
Then,
f (n) − f (n − 1)
an = n 2 =
6
Difference method,
N
X f (N ) − f (0) N (N + 1)(2N + 1)
n2 = =
n=1
6 6

29
Example 24. Evaluate
N
X
SN = n3
n=1

Let an = n3 , we want it to be of the form f (n) − f (n − 1), we let f (n) = [n(n + 1)]2 , then
f (n − 1) = [(n − 1)n]2 . Subtracting,

f (n) − f (n − 1) = [n(n + 1)]2 − [(n − 1)n]2 = 4n3

Hence,

f (n) − f (n − 1)
an = n3 =
4
Difference method,
N
X 1 1
SN = n3 = (f (N ) − f (0)) = N 2 (N + 1)2
n=1
4 4

Note that this result is simply equivalent to the square of the arithmetic series that starts
at 1.
N ∞
!2
X X
n3 = n
n=1 n=1

Example 25. Evaluate


N
X
SN = (n + 1)(n + 1)
n=1

Simplifying an

(n + 1)(n + 3) = n2 + 4n + 3

Substituting,
N
X N
X N
X N
X
2
(n + 1)(n + 1) = n + 4n + 3
n=1 n=1 n=1 n=1
N (N + 1)(2N + 1) 1
= + 4( N (N + 1)) + 3N
6 2
1 5 31
SN == N 3 + N 2 + N
3 2 6

30
4.11 Transformation of Series
A complicated series may sometimes be summed by transforming it into a familiar series for
which we already know the sum, perhaps a geometric series or the Maclaurin expansion of a
simple function. The differentiation or integration of a series is often useful in transforming
an apparently intractable series into a more familiar one.
Example 26. Sum the series
x4 x5 x6
S(x) = + + + ...
3(0!) 4(1!) 5(2!)

Dividing by x
S(x) x3 x4 x5
= + + + ...
x 3(0!) 4(1!) 5(2!)
Taking the derivative with respect to x,
d S(x) x2 x 3 x4
= + + + ...
dx x 0! 1! 2!
Factoring out x2
x2
 
d S(x) 2 1 x
=x + + + ...
dx x 0! 1! 2
We know that the term enclosed in square brackets is the Maclaurin expansion of ex .
d S(x)
= x2 ex
dx x
Integrating to get S(x)
Z   Z
d S(x)
dx = x2 ex dx
dx x
Applying integration by parts to the RHS,
S(x)
= ex (x2 − 2x + 2) + C
x
Restricting S(x)/x = 0, when x = 0,

0 = 1(0 − 0 + 2) + C
C = −2

Hence,

S(x) = ex (x3 − 2x2 + 2x) − 2x

31
Example 27. Sum the series.
2 3 4
S =1+ + 2 + 3 + ...
2 2 2

Defining f (x) = 1 + 2x + 3x2 + 4x4 + . . .. S is equivalent to f (1/2). Integrating


Z
f (x)dx = x + x2 + x3 + . . .

The RHS is a geometric series with a = x and r = x


Z ∞
2 3
X x
f (x)dx = x(1 + x + x + x + . . .) = xxn =
n=0
1−x

Taking the derivative,


Z Z
d ∂ 1
f (x)dx = f (x)dx = f (x) =
dx ∂x (1 − x)2

At x = 1/2, the sum equals

S = f (1/2) = 4

4.12 Convergence Tests


4.12.1 Preliminary Test
This was already
P discussed in theorem 6. A necessary but not sufficient condition for a real
positive terms an to be convergent is that the term an tends to zero as n tends to ∞. We
require
lim an = 0 (32)
n→∞

If this condition is not satisfied, then the series must diverge. Further testing is required
because a series could be divergent even though the preliminary test is satisfied.

4.12.2 Comparison Test


P P
Consider two series an and bn and suppose we know that the latter series is convergent.
Then, if each term an in the first series is less than or equal to the corresponding term bn in
the second series, for all n greater
P than some fixed number N that will vary P from series to
series, then the original series an is also convergent. In other words, of bn is convergent
and
an ≤ bn , for n > N
P P
then an converges.
P However, if bn converges and an ≥ bn for all n greater than some
fixed number then an diverges.

32
4.12.3 D’Alembert’s ratio test
P
Suppose we have a series an . Define

an+1
L = lim (33)
n→∞ an

Then,

1. If L < 1 the series is absolutely convergent.

2. If L > 1 the series is divergent.

3. If L = 1 the series may be divergent, conditionally convergent or absolutely convergent

Example 28. Determine if the series converges.



X 1 1 1 1 1 1
= + + + + + ...
n=0
n! 0! 1! 2! 3! 4!

Notice that this is simply the Maclaurin expansion of the exponential at x = 1, so we already
know that this series converges. Taking the limit
1

(n+1)!
L = lim 1
n→∞
n!

n!
= lim
n→∞ (n + 1)!
(
((((
−(1)(n
n(n ( ((− 2)(n
(( (
− 3) . . .
= lim (( ( (
n→∞ ((((
(n + 1)(n)(n −( ( − 2)(n − 3) . . .
1)(n
( ( (
((((
1
= lim
n→∞ n + 1

L=0

The series converges.

Example 29. Determine if the series converges.



X (−10)n
n=1
42n+1 (n + 1)

33

(−10)n+1
42(n+1)+1 ((n+1)+1)
L = lim (−10)n

n→∞
42n+1 ((n+1))
5n+1
= lim
n→∞ 8 n + 2

5 1 + n1
= lim
8 n→∞ 1 + n2
5
L=
8
The series converges

Example 30. Determine if the series converges.



X n!
n=0
5n


(n+1)!
5n+1
L = lim n!
n→∞
5n

n+1
= lim
n→∞ 5
1
= lim (n + 1)
5 n→∞
L=∞

The series diverges.

Example 31. Determine if the series converges.



X n2
n=2
(2n − 1)!

34

(n+1)2
(2(n+1)−1)!
L = lim n2

n→∞
(2n−1)!
(n + 1)2 (2n − 1)(2n − 2)(2n − 3)!
= lim 2
n→∞ n (2n + 1)(2n)(2n − 1)(2n − 2)(2n − 3)!
2
(n + 1)
= lim
n→∞ 4n4 + 2n3
n2 + 2n + 1
= lim
n→∞ 4n4 + 2n3
1 2 1
2 + n3 + n4
= lim n
n→∞ 4 + n2
0
L= =0
4
The series converges.

Example 32. Determine if the series converges.



X 9n
n=1
(−2)n+1 n

9n+1

n+2

(−2) (n+1)
L = lim 9n
n→∞
(−2)n+1 n


9 n
= lim −
n→∞ 2 n + 1
9 1
= lim
2 n→∞ 1 + n1
9
L=
2
The series is divergent.

Example 33. Determine if the series converges.



X (−1)n
n=0
n2 + 1

35
(−1)n (−1) n2 + 1

L = lim

n→∞ (n + 1)2 + 1 (−1)n

n2 + 1


= lim − 2

n→∞ n + 2n + 2
n2 + 1 1 + n12
= lim 2 = lim
n→∞ n + 2n + 2 n→∞ 1 + 2 + 22
n n
L=1

Result of the ratio test is inconclusive.

Example 34. Determine if the series converges.



X n+2
n=0
2n + 7


(n + 1) + 2 2n + 7
L = lim
n→∞ 2(n + 1) + 7 n + 2

2n2 + 13n + 21
= lim
n→∞ 2n2 + 13n + 18
2 + 13
n
+ n212
= lim
n→∞ 2 + 13 + 182
n n
L=1

Result of the ratio test is inconclusive.

4.12.4 Integral test


The integral test is one of the most powerful tests of convergence of a series.
Rt
1. If lim k f (x) dx is convergent, so is ∞
P
t→∞ n=k an .

Rt P∞
2. If lim f (x) dx is divergent, so is n=k an .
t→∞ k

Example 35. Determine if the series converges.



X 1
n=2
n ln x

36
1
f (x) =
Z ∞ Zx ln x

1
f (x) dx = dx
2 2 x ln x
t

= lim ln(ln(x))
t→∞
2
= lim [ln(ln(t)) − ln(ln(2))]
t→∞
= ∞, The series diverges.

Example 36. Determine if the series converges.



2
X
ne−n
n=0

2
f (x) = xe−x
Z ∞ Z ∞
2
f (x) dx = xe−x dx
0 0
t
1 −x2

= − lim e
2 t→∞ 0
1 2
= lim (−e−t + 1)
2 t→∞
1
= , The series converges.
2

Fact 1. If k > 0 then ∞


X 1
ζ(p) = (34)
n=k
np
converges if p > 1 and diverges if p ≤ 1. This is known as the Reimann Zeta function.

Example 37. Determine if the series converges.



X 1
n=4
n7
This series converges because p = 7 > 1.

Example 38. Determine if the series converges.



X 1

n=1
n
This series diverges because p = 1/2 ≤ 1.

37
4.12.5 Cauchy’s Root test
Cauchy’s root test may be useful in testing for convergence, especially if the nth terms of
the series contains an nth power.
ρ = lim |an |1/n (35)
n→∞

1. If ρ < 1, the series converges.


2. If ρ > 1, the series diverges.
3. If ρ = 1, convergence is undetermined.

Example 39. Determine if the series converges.


∞  n
X 1
n=1
n

 n 1/n
1
ρ = lim = lim 1 = 0
n→∞ n n→∞ n

The series converges.

Example 40. Determine if the series converges.



X nn
n=1
31+2n

n 1/n
n n ∞
ρ = lim 1+2n = lim 1 +2 = 2 = ∞
n→∞ 3 n→∞ 3 n 3

Example 41. Determine if the series converges.


∞  n
X 5n − 3n3
n=0
7n3 + 2

5n − 3n3 n 1/n
5
5n − 3n3
 
n2 − 3 −3 3
ρ = lim = lim = lim = =
n→∞ 7n3 + 2 n→∞ 7n3 + 2 n→∞ 7 + 23 7 7
n

The series is convergent.

38
Example 42. Determine if the series converges.

X (−12)n
n=3
n

(−12)n 1/n

ρ = lim = lim 12 = 12
=
12
1 =
12
= 12
1/n 1/n )
n→∞ n n→∞ n lim e ln(n
lim e n
ln(n) 1
n→∞ n→∞

The series is divergent.

4.12.6 Alternating Series Test


Suppose that we have a series an and either an = (−1)n bn or an = (−1)n+1 bn where bn ≥ 0
P
for all n. Then if,
1. lim bn = 0 and,
n→∞

2. {bn } is a decreasing sequence


P
the series an is convergent.

Example 43. Determine if the series converges.



X (−1)n+1
n=1
n

The alternator is (−1)n+1 and bn = n1 . Taking the limit of bn ,

1
lim =0
n→∞ n

Determining if bn is a decreasing sequence,


1 1
bn = > = bn+1
n n+1
The series is convergent.

39
Example 44. Determine if the series converges.

X (−1)n n2
n=1
n2 + 5

n2
The alternator is (−1)n and bn = n2 +5
. Taking the limit of bn ,

n2 1
lim = lim =1
2
n→∞ n + 5 n→∞ 1 + 52
n

Since, the first condition is not met, we do not proceed with the test. Hence the test is
inconclusive and we must use another test.

Example 45. Determine if the series converges.



X cos nπ

n=2
n

Our alternator is cos nπ because its value oscillates between 1 and -1. This is equivalent to
(−1)n . Rewriting the original expression.
∞ ∞
X cos nπ X (−1)n
√ = √
n=2
n n=2
n

Calculating the limit of bn ,


1
lim √ = 0
n→∞ n

The first condition is satisfied. We move to the second condition.


1 1
bn = √ > √ = bn+1
n n+1
bn is a decreasing sequence. Hence this series is convergent.

40
4.13 Power Series
A Power Series about a is any series that can be written in the form,

X
cn (x − a)n .
n=0

The cn ’s are the coefficients of the series. This power series is a function of x. Say we have
a Power series,
P (x) = a0 + a1 x + a2 x2 + a3 x3 + . . .
where a1 , a2 , a3 are constants. This series occurs usually in physics and engineering because
for |x| < 1, the later terms may become very small and can be discarded.

P (x) = 1 + x + x2 + O(x3 ) ≈ 1 + x + x2

It may seem imprecise at first but is perfectly acceptable insofar as it matches the experi-
mental accuracy that can be achieved. Recall the geometric series,

X a
arn = , provided |r| < 1
n=0
1−r

Now if we take a = 1, r = x this becomes



X 1
xn = , provided |x| < 1.
n=0
1−x

We can represent this into a function


1
f (x) =
1−x
with its power series representation

X
xn , provided |r| < 1
n=0

We can plug any other number for x except for 1 into the function but for |x| < 1 we get
a convergent series. This means that the equality holds if |x| < 1, for other values of x the
equality will not hold. Note that the radius of convergence of this power series is R = 1 and
the interval of convergence is |x| < 1.
Convergence is important here because we will be representing many functions as power
series and it will be important to recognize that the representations will often
only be valid for a range of x’s and that there may be values of x that we can plug into
the function that we can’t plug into the power series representation.

41
4.13.1 Interval and Radius of Convergence
A power series converges when
|x − a| < R
and will diverge when
|x − a| > R
Take note that the series may or may not converge when |x − a| = R. A convergence test
will be needed to determine the convergence or divergence of the end points.Given a power
series,

X
2 3
P (x) = a0 + a1 x + a2 x + a3 x + . . . = an x n ,
n=0
an interval of convergence is a range of values of x for which P (x) converges. The
convergence of the series at the end points must be determined by substituting the value of
x and determining its convergence. To get the radius of convergence from the interval of
convergence, we have the following formula,

end point 1 − end point 2
R = (36)
2

Example 46. Determine the interval and radius of convergence of the following series.

X 6
(4x − 1)n−1
n=1
n

We use the d’Alembert ratio test


n+1
6 n n
L = lim (4x − 1) · n n−1

n→∞ n + 1 6 (4x − 1)

6n
= lim (4x − 1)
n→∞ n + 1
6n
=|4x − 1| lim
n→∞ n + 1
1
=6|4x − 1| lim
n→∞ 1 + 1
n
L =6|4x − 1|
For the ratio test to be divergent, L < 1
6|4x − 1| < 1
1
24|x − | < 1
4
1 1
|x − | <
4 24
5 7
<x<
24 24

42
5
We determine if the end points are convergent. Start with x = 24
∞  n−1 X ∞
X 6 1 6 1
− = (−1)n−1 n−1
n=1
n 6 n=1
n 6

X 1
=6 (−1)n−1
n=1
n
Using the alternating series test,
1 5
lim = 0, the series is convergent at x =
n→∞ n 24
7
For x = 24 ,
∞  n−1 ∞
X 6 1 X 1 7
=6 , the series is divergent at x =
n=1
n 6 n=1
n 24
Hence, the interval and radius of convergence is,
5 7 1
≤x< , R=
24 24 24

Example 47. Determine the interval and radius of convergence of the following series.

X 1
n+2 2 + 1)
(4x − 12)n
n=0
(−3) (n

We apply the d’Alembert ratio test,


n+2 2

1 n+1 (−3) (n + 1)
L = lim (4x − 12) ·
n→∞ (−3)n+3 [(n + 1)2 + 1] (4x − 12)n
2

4x − 12 n + 1
= lim · 2
n→∞ −3 n + 2n + 2
|4x − 12| 1 + n12
= lim
3 n→∞ 1 + 2 + 22
n n
|4x − 12|
L=
3
For the series to be convergent, L < 1
|4x − 12|
<1
3
4|x − 3| < 3
3
|x − 3| <
4
3 3
− <x−3<
4 4
9 15
<x<
4 4

43
9
Determining the convergence of the end points. For x = 4
∞ ∞
X 1 n
X 1
(−3) =
n=0
(−3)n+2 (n2 + 1) n=0
(−3)2 (n2 + 1)

1X 1
=
9 n=0 n2 + 1
Using the divergence test,
1 9
lim = 0, the series is convergent at x =
n→∞ n2 +1 4
15
For x = 4
,
∞ ∞
X 1 n
X (3)n
(3) =
n=0
(−3)n+2 (n2 + 1) n=0
(−1)n+2 (3)n+2 (n2 + 1)

1 X (−1)n+2
=
9 n=0 n2 + 1
Using the Alternating series test,
1 15
lim = 0, the series is convergent at x =
n→∞ n2 + 1 4
Hence, the interval and radius of convergence is,
9 15 3
≤x≤ , R=
4 4 4

Example 48. Determine the interval and radius of convergence of the following series.

X (x − 6)n
n=1
nn

Testing convergence using the Cauchy root test,


(x − 6)n 1/n

ρ = lim
n→∞ nn

x − 6
= lim
n→∞ n
1
= |x − 6| lim
n→∞ n
ρ=0
Since ρ = 0, the series is convergent for all x. Hence, the interval and radius of convergence
is,
−∞ < x < ∞, R=∞

44
Example 49. Determine the interval and radius of convergence of the following series.

X
n!(2x + 1)n
n=0

Testing convergence using the d’Alembert ratio test,


(n + 1)!(2x + 1)n+1

L = lim
n→∞ n!(2x + 1)n
(n + 1)(n)(n − 1)(n − 2)!(2x + 1)n+1

= lim
n→∞ n(n − 1)(n − 2)!(2x + 1)n
:∞
L = |2x + 1| lim (n+1)


 n→∞


In the last expression, we know that the series is convergent when x = − 21 , since L = 0. The
interval and radius of convergence is,

1
x=− , R=0
2

Example 50. Find a power series representation of the following function and determine
its interval of convergence.
1
f (x) =
1 + x3

1 1
f (x) = 3
=
1+x 1 − (−x3 )

Converting to power series,



X
f (x) = (−x3 )n , provided | − x3 | < 1 ⇒ |x| < 1
n=0

X
f (x) = (−1)n x3n , −1 < x < 1
n=0

Example 51. Find a power series representation of the following function and determine
its interval of convergence.
2x2
f (x) =
1 + x3

45
2x2
f (x) =
1 + x3
1
= 2x2
1 − (−x3 )

Representing into power series



X
2
f (x) = 2x (−x3 )n , provided | − x3 | < 1 ⇒ |x| < 1
n=0

X
f (x) = 2(−1)n x3n+2 , −1 < x < 1
n=0

Example 52. Find a power series representation of the following function and determine
its interval of convergence.
x
f (x) =
5−x

x 1 1
f (x) = = x x
5−x 5 1− 5

Power series representation



1 X  x n x
f (x) = x , provided | | < 1 ⇒ |x| < 5
5 n=0 5 5
∞  
X x n+1
f (x) = , −5 < x < 5
n=0
5

4.13.2 Differentiation and Integration of Power Series Formulas


Say we are given a power series

X
f (x) = cn (x − a)n = c0 + c1 x + c2 x2 + c3 x3 + . . .
n=0

We can perform differentiation and integration to the power series as long as we


stay within the radius of convergence. If the power series representation of f (x) has
a radius of convergence of R > 0 then the term by term differentiation of the power series
also has a radius of convergence of R and will be the power series representation of f 0 (x).
To differentiate we have

X
0 2
f (x) = c1 + 2c2 x + 3c3 x + . . . = cn n(x − a)n−1
n=1

46
Note that we start the series at n = 1 because the first term of f (x) disappears when
differentiated. We can do differentiation of higher powers with f (x). With integration, we
have,
∞ ∞ ∞
(x − a)n+1
Z Z X X Z X
n
f (x) dx = cn (x − a) dx = cn (x − a)n dx = cn +C (37)
n=0 n=0 n=0
n+1

P∞
Fact 2. If f (x) = n=0 cn (x − a)n has radius of convergence of R > 0 then,
∞ ∞
(x − a)n+1
X Z X
0 n−1
f (x) = cn n(x − a) and f (x) dx = cn + C.
n=1 n=0
n+1

Both of these also have a radius of convergence of R.

Example 53. Find a power series representation for the following function and determine
its interval of convergence.
1
g(x) =
(1 − x)2

1
g(x) =
(1 − x)2
 
d 1
=
dx 1 − x

!
d X
= xn , provided |x| < 1
dx n=0

X
g(x) = nxn−1 , provided |x| < 1
n=1

Finding the interval of convergence,

−1 < x < 1

For x = −1

X
g(−1) = n(−1)n−1
n=1

We will use the alternating series test,

lim n = ∞, diverges
n→∞

47
For x = 1,

X ∞
X
n−1
g(1) = n(1) = n
n=1 n=1

Using the divergence test,

lim n = ∞, diverges
n→∞

Hence, the interval of convergence is

−1 < x < 1

Example 54. Find a power series representation for the following function and determine
its interval of convergence.
h(x) = ln(5 − x)

g(x) = ln(5 − x)
Z
1
=− dx
5−x
Z
1 dx
=−
5 1 − x5
Z ∞
1 X  x n x
=− dx, provided < 1 ⇒ |x| < 5

5 n=0 5 5

xn
X Z
=− n+1
dx, provided |x| < 5
n=0
5

X xn+1
g(x) = C −
n=0
(n + 1)5n+1

To find C, set x = 0,
g(0) = ln(5) = C − 0
C = ln(5)
Hence, the power series representation of the original series is,

X xn+1
g(x) = ln(5) −
n=0
(n + 1)5n+1

Determining the interval of convergence,

|x| < 5
−5 < x < 5

48
Determining the convergence of the endpoints. For x = −5
∞ ∞
X (−5)n+1 X 1
n+1
= (−1)n+1
n=0
(n + 1)5 n=0
n+1

Alternating series test,


1
lim = 0, converges
n→∞ n + 1

For x = 5,
∞ ∞
X (5)n+1 X 1
=
n=0
(n + 1)5n+1 n=0
n+1

Divergence test
1
lim = 0, converges
n→∞ n + 1

Hence, the interval of convergence is

−5 ≤ x ≤ 5

4.14 Taylor and Maclaurin Series


Taylor’s theorem provides a way of expressing a function as a power series in x, known as a
Taylor series, but it can be applied only to functions that are continuous and differen-
tiable within the x-range of interest. Say we have a power series about x = a,

X
f (x) = cn (x − a)n = c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + . . . (38)
n=0

Evaluating the function to x = a,

f (a) = c0

This isn’t a meaningful equation because we can’t plug in any other values of x so that we
can calculate the other coefficients. To get the higher coefficients, we can take derivatives
and plug x = a and we get,

f 0 (x) = c1 + 2c2 (x − a) + 3c3 (x − a)2 + . . .


f 0 (a) = c1

Continuing to the second derivative

f 00 (x) = 2c2 + (3 · 2)c3 (x − a) + . . .


f 00 (a) = 2c2

49
Third derivative,
f 000 (x) = (3 · 2)c3 + (4 · 3 · 2)c4 (x − a) + (5 · 4 · 3 · 2)c5 (x − a)2 + . . .
f 000 (a) = (3 · 2)c3
Fourth derivative,
f (4) (x) = (4 · 3 · 2)c4 + (5 · 4 · 3 · 2)c5 (x − a) + . . .
f (4) (a) = (4 · 3 · 2)c4
We can continue this to higher derivatives but we can already compute the coefficients with
the relationships we computed,
f 00 (a) f 000 (a) f (4) (a)
c1 = f 0 (a), c2 = , c3 = , c4 = ,...
2 3·2 4·3·2
We see that the general formula for the coefficients is,
f (n) (a)
cn =
n!
Substituting to the power series equation, we get the formula for the Taylor series
f 00 (a) f 000 (a)
f (x) = f (a) + f 0 (a)(x − a) + (x − a)2 + (x − a)3 + . . .
2! 3!

X f (n) (a)
f (x) = (x − a)n (39)
n=0
n!

The Maclaurin series is just a Taylor series at a = 0.


f 00 (0) 2 f 000 (0) 3
f (x) = f (0) + f 0 (0)x + x + x + ...
2! 3!

X f (n) (0) n
f (x) = x (40)
n=0
n!

A partial sum of the Taylor series gives us the nth degree of the Taylor polynomial,
n
X f (i) (a)
Tn (x) = (x − a)i (41)
i=0
i!

Example 55. Find the Taylor series for f (x) = ex about x = 0.

f 0 (x) = ex f 0 (0) = 1

f 00 (x) = ex f 00 (0) = 1
.. ..
. .

f (n) (x) = ex f (n) (0) = 1

50
Figure 4: The higher the degree of the Taylor polynomial, the better the Taylor polynomial
approximates to the original function.

Getting the Maclaurin series,


1 1 1 1
f (x) = + x + x2 + x3 + . . .
0! 1! 2! 3

X xn
f (x) =
n=0
n!

Example 56. Find the Taylor series for f (x) = e−x about x = 0.

f (x) = e−x f (0) = 1

f 0 (x) = −e−x f 0 (0) = −1

f 00 (x) = e−x f 00 (0) = 1


.. ..
. .

f (n) (x) = (−1)n e−x f (n) (0) = 1

51
Getting the Maclaurin series,
1 1 1 1
f (x) = − x + x2 − x3 + . . .
0! 1! 2! 3
∞ n
X x
f (x) = (−1)n
n=0
n!

2
Example 57. Find the Taylor series for f (x) = x4 e−3x about x = 0.

Getting the Maclaurin series,



4
X (−3x2 )n
f (x) = x
n=0
n!

X 3n x2n
= x4 (−1)n
n=0
n!

X 3n x2n+4
f (x) = (−1)n
n=0
n!

Example 58. Find the Taylor series for f (x) = e−x about x = −4.

f (x) = e−x f (−4) = e4

f 0 (x) = −e−x f 0 (−4) = −e4

f 00 (x) = e−x f 00 (−4) = e4


.. ..
. .

f (n) (x) = (−1)n e−x f (n) (−4) = (−1)n e4

Getting the Maclaurin series,


e4 e4 e4 e4
f (x) = − (x + 4) + (x + 4)2 − (x + 4)3 + . . .
0! 1! 2! 3

X (−1)n e4
f (x) = (x + 4)n
n=0
n!

52
Example 59. Find the Taylor series for f (x) = cos x about x = 0.

f 0 (x) = − sin x f 0 (0) = 0

f 00 (x) = − cos x f 00 (0) = −1

f 000 (x) = sin x f 000 (0) = 0

f (4) (x) = cos x f (4) (0) = 1

f (5) (x) = − sin x f (5) (0) = 0

Getting the Maclaurin series,


1 0 1 0
f (x) = + x − x2 + x3 + . . .
0! 1! 2! 3!

X (−1)n
f (x) = x2n
n=0
(2n)!

Example 60. Find the Taylor series for f (x) = sin x about x = 0.

f 0 (x) = cos x f 0 (0) = 1

f 00 (x) = − sin x f 00 (0) = 0

f 000 (x) = − cos x f 000 (0) = −1

f (4) (x) = sin x f (4) (0) = 0

f (5) (x) = cos x f (5) (0) = 1

Getting the Maclaurin series,


0 1 0 1
f (x) = + x + x2 − x3 + . . .
0! 1! 2! 3!

X (−1)n
f (x) = x2n+1
n=0
(2n + 1)!

53
Example 61. Find the Taylor series for f (x) = ln x about x = 2.

f 0 (x) = 1
x
f 0 (2) = 1
2

f 00 (x) = − x12 f 00 (2) = − 14

f 000 (x) = 2
x3
f 000 (2) = 2
23

f (4) (x) = − x64 f (4) (2) = 2·3


24

f (5) (x) = − x12 f (5) (2) = − 2·3·4


25

The general formula will be,


(−1)n+1 (n − 1)!
f (n) (2) =
2n
Getting the Taylor series

X (−1)n+1 (n − 1)!
f (x) = f (2) + (x − 2)n
n=1
2n n!

X (−1)n+1
(n−1)!

= ln 2 + (x − 2)n
n=1
2n (n)
(n−1)!



X (−1)n+1
f (x) = ln 2 + (x − 2)n
n=1
2n (n)

1
Example 62. Find the Taylor series for f (x) = x2
about x = −1.

n = 1 f 0 (x) = − x23

n = 2 f 00 (x) = 2·3
x3

n = 3 f 000 (x) = − 2·3·4


x3

n = 4 f (4) (x) = − 2·3·4·5


x3

The general formula will be,


(−1)n
f (n) (x) = n+2
(n + 1)!f (n) (−1) = (n + 1)!
x

54
Getting the Taylor series

X (n + 1)!
f (x) = (x + 1)n
n=0
n!

X
f (x) = (n + 1)(x + 1)n
n=0

55
5 Partial Differentiation
Z

f (x, y) dy = f (x, y) + C(y) (42)
∂x

56
6 Differential Equations

57
7 Basic Partial Differential Equations

58
8 Tensors

59
9 Vector Analysis

60
10 Fourier Series

61
11 Complex Analysis

62

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