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Learning Materials for EE 223

(Engineering Mathematics for EE)

I. Learning Objectives

1. To investigate the general method of expanding a function in power series.


2. To apply functions of power series to complex electrical networks.

II. Topics
1. Taylor Series Expansion
2. Maclaurin Series Expansion
3. Application of the series in a power systems

III. Period

March 18 – 31, 2020

IV. Content

TAYLOR AND MACLAURIN SERIES

1. BASICS AND EXAMPLES


Consider a function f defined by a power series of the form

Σ
(1) f (x) = cn(x − a)n,
n=0

with radius of convergence R > 0. If we write out the expansion of f (x)


as
f (x) = c0 + c1(x − a) + c2(x − a)2 + c3(x − a)2 + c4(x − a)4 . . . ,
we observe that f (a) = c0. Moreover

f j (x) = c1 + 2c2 (x − a) + 3c3 (x − a)2 + 4c4 (x − a)3 + . . . , f


(2)
(x) = 2c2 + 2 · 3 · c3 (x − a) + 3 · 4 · c4 (x − a)2 + . . . f
(3) 2
(x) = 2 · 3 · c3 + 2 · 3 · 4 · c4 (x − a) + . . .

After computing the above derivatives we observe that


f (a) = c0,
f j (a) = c1 ,
(2)
f (2) f (a)
(a) = 2 =⇒ c2 =
,
(3)
2!
(3)
f (a)
f (a) = 2 · 3 · c3 =⇒ c3 = .
In general we 3!
have
(n)
f (a)
f (n) (a) = n!cn =⇒ cn =
,
n!
We have shown the following
Theorem 1 (Taylor-Maclaurin series). Suppose that f (x) has a power series expan-
sion at x = a with radius of convergence R > 0, then the series expansion of f (x)
takes the form
∞ (n)
(2)
Σf ( a) f ( a)
(2) f (x) = (x − a)n = f (a) + f j (a)(x − a) + (x − a)2 + . . . ,
n! 2!
n=0

1
TAYLOR AND MACLAURIN SERIES 2
that is, the coefficient cn in the expansion of f (x) centered at x = a is precisely
(n)
f (a)
cn = . The expansion (2) is called Taylor series. If a = 0, the expansion
n!
∞ (n) (2)
Σf (0) f (0)
f (x) = xn = f (0) + f j (0)x + x2 + . . . ,
n=
n 2
0 ! !
is called Maclaurin Series.
Let us now consider several classical Taylor series expansions. For
the following examples we will assume that all of the functions involved
can be expanded into power series.
Example 1. The function f (x) = ex satisfies f (n)(x) = ex for any integer n 1≥and in
particular f (n)(0) = 1 for all n and then the Maclaurin series of f (x) is
∞ n
Σx
f (x) = ,
n!
n=0

xn
observen that the radius of convergence of f (x) is computed by noting
that cnx =
n!
so that
lim . |
c xn+ = lim = 0,
.1n+1 x|
n→∞ . cn xn . n→∞ (n + 1)

and the radius of convergence is R = since the above computation


shows
series that the
= a weconverges absolutely for any x. Note that for any other center, say x
have f (n)(a) = ea, so that the Taylor
∞ expansion of f (x) is
Σ a n

e (x − a)
ex = .
n!
n=0

and this series also has radius of convergence R = ∞.


Example 2. Compute the Maclaurin series of the function f (x) = cos(x).
Note that
f (x) satisfies

 f j (x) = − sin(x)
 (2)
f (x) = cos(x)
− f (3)(x) = sin(x)


TAYLOR AND MACLAURIN SERIES 3
(4)
f (x) = cos(x)
and the above pattern is periodic, in fact, we will have
f (2n)(x) = (−1)n cos(x) =⇒ f (2n)(0) = (−1)n

f (2n+1)
(x) = (−1)n sin(x) =⇒ f (2n+1)
(0) = 0,

and therefore

Σ (−1) n
cos(x) = x2n.
(2n)!
n=0
Note that cos(x) is an even function in the sense −that cos( x) = cos(x)
and this is reflected in its power series expansion that involves only
even powers of x. The radius of convergence in this case is also R = ∞.
Example 3. Compute the Maclaurin series of f (x) = sin(x). For this
case we note that
f (2n)
(x) = (−1)n sin(x) =⇒ f (2n)
(0) = 0

f (2n+1)
(x) = (−1)n cos(x) =⇒ f (2n+1)
(0) = (−1)n,
and
therefore
∞ 2n+1
Σ x
f (x) = ( 1)n ,

(2n + 1)!
n=0

The radius of convergence is again R = ∞.


Example 4. Compute the Maclaurin series of the following
functions sin(x)
(1 x
)
(2 sin(x
2

) ∫ )
x2 ∞ n 2n+1
(3 x 2 Σ
sin(s )
)
ds
s2
0

For (1) we use the the expansion sin(x) = so that


(−1) x

(2n + 1)!
n=0
∞ n 2n

Σ (−1) x
x x) =
sin(
(2n + 1)! .
n=
0
For (2) we replace x by x2 and obtain for x > 0 the series
2 ∞ n 2 2n

Σ ((2n
−1)+ (1)!
x x)
sin(
2
x)
=
n=
0∞
n 4n

Σ (−1) (x)
= .
(2n + 1)!
n=0
Finally, for (3) we integrate
the Maclaurin series of
sin(x2) x2
∫ x x
sin(s2) ds = ∫ (s)4n
Σ (−1)n


0 s2 n= 0 (2n + 1)!
0 4n+1

Σ (x)
= (−1)n .
n=
(4n + 1) · (2n + 1)!
0
Remark: For a function that has an even sin(x)
√ , we can also
expansion
∫x like f (x) = expand f ( x
) as a power series. As an exercise, compute xthe Maclaurin
√s)expansion
sin(

of √ ds.
s
1.1. Taylor polynomials and Maclaurin polynomials. The partial sums of Tay- lor
(Maclaurin) series are called Taylor (Maclaurin) polynomials. More precisely, the
Taylor polynomial of degree k of f (x) at x = a is the polynomial
k (n)
Σ
f (a)
p (x) = (x a)n,
k
− n!
n=0

and the Maclaurin polynomial of degree k of f (x) (at x = 0) is the


polynomial
k (n)
Σf (0)
p (x) =
xn k n!
n=0

An important question about Taylor polynomials is how well they


approximate the functions that generate them. In fact we have the
following error estimate
Theorem 2. Consider the interval (x0, x1) with x0 < a < x1 and suppose that f (x)
is differentiable to any order on (x0, x1) and continuous on [x0, x1]. Fix k ≥ 1 and let
M > 0 be a constant such that max[x ,x ] |f (k+1)(x)| ≤ M. Then for any x in (x0, x1)
01
we have

M|x − a|k+1
|f .
≤ (x) − pk(x)|
(k + 1)!
On the other hand, when it comes to the practical computation of
Taylor or Maclau- rin polynomials it may not be necessary to compute
all of the derivatives of f (x).
Example 5. Compute the Maclaurin polynomial of degree 4 for the function f (x) =
cos(x) ln(1 − x) for −1 < x < 1.

Idea: In order to compute the Maclaurin polynomial of degree 4


of f (x) we will multiply out the series expansions of the functions
cos(x) and ln(1 x) thus obtaining a new power series,
− however we
will only keep those terms in the expansion of the new series that
have degree at most 4. In other words, if after multiplying the
power series expansions of cos(x) and ln(1 − x) we manage to
write out the power series expansion of cos(x) ln(1 − x) in the
form
f (x) = cos(x) ln(1 − x) = c0 + c1x + c2x2 + c3x3 + c4x4 +c5x5 + . . .

then the Maclaurin polynomial p4 osf degree 4 of˛f¸(x) is x


p4(x) = c0 + c1x + c2x2 + c3x3 + c4x4.
Note that for −1 < x < 1 we have
1 = 1 + x + x2 + x3 + x4 + . . .
1−x
∫ x =− ∞ ∫x
ds
ln(1 − x) = −
Σ snds

0 (1 − s) n=0 0
2 4
x x x
3
= −x − − − −...
3
2 4
on the other hand

x2 x4
(3) cos(x) = 1 − + −...,
2 4!
let us use (∗) to denote the expansion in (3), meaning that (∗) = 1 − x2
+ x4 − . . .,
2 4!
so that after multiplying both series
we have

x2 x4 x2 x3 x4
cos(x) ln(1 − x) = (1 − + − . . .)(−x − − − − . . .)
2 4! 2 3 4
s (˛∗¸) x

= −x(∗) − x3 x4
x2
(∗) − 3 (∗) − 4 (∗) − . . .
. 2
x3 Σ . 2 Σ
x5 x x4 x6

+ − + − +...
+.. 2 2 · 2! 2 · 4!
−x +
.
2 4!
x 2
− ˛ ¸(∗) x
s −˛x¸(∗) x
s 2
.
x53
x Σ . Σ
x4 x6
+ − + −... + − + −...
s
3 3 ·
x 5!
3
− ˛ ¸(∗) x s
4 4 ·
x 2!
4
− ˛ ¸(∗) x
3 4
. 3
Σ . 2 4
Σ . Σ . Σ
x x x x3 x4 − +
x2 x3 2 2 · 2!
+ − + − +...
3 4
= −x − + +...
2 6
s ˛¸ x
p4 ( x)

We have used the colorblueto highlight those terms of degree


at most 4 in the multiplication of the two series. It follows that the
Maclaurin polynomial of order 4 of f (x) = cos(x) ln(1 − x) is

x2
p4(x) = −x −1 3
2+6x

∞ 1− 1
Remark: Σ n+1
The radius of convergence of n=0 = Σ xn is R = 1 and
x
− −
this is also x
the case for ln(1 x) = , however the interval of convergence of this
last
n+1
n=0

series is [−1, 1) (closed on the left and open on the right) because for x =
−1 the ∞ ∞
Σ (−1)n Σ
series is which converges conditionally but for x = 1 the series is
n 1
.
n=1 n
n=1

ln(1 + x)
Exercise: Compute the first four terms in the power series .
expansion of f (x) = 1+x
Example 6. Compute the limit
cos(x4)− 1 + 1
x8
li 2
.
m x16
x→
0

Note that in this case using a L’Hospital rule is extremely tedious. An


alternative
approach is to expand cos(x4) 2− 1 + 1 x8 as a power series
Σ∞
x 8n 1 x 16
4
cos(x ) = (−1)n = 1 − x8 + −...,

so (2n)! 2 4!
that n=0

li . 4 1 8
1
m 2 = .
x→ x16 4!
0 Σ
cos(x ) − 1 + x
2. INTERvALS of CONVERGENCE
The radius of convergence of a power series determines where the
series is absolutely convergent but as we will see below there are
points where the series may only be con- Σ ∞

ditionally convergent. More precisely, if the radius of convergence of cn(x − x0)n


n=0

is R > 0 then the series converges absolutely


| − for x x0 < R and
diverges for x x0 > R but it could still happen| that the series
|converges
− | at the points x0 R or x0 + R (that is, at those points with x
− | −
x0 = R). Let us illustrate this with several examples
Example 7. The series
∫ x
ln(1 + x) = ds ( 1)nxn+1
− ,
Σ ∞
=
0 1+s n= n+1
0

has radius of convergence equal to 1 so that x converges absolutely


| for
x < 1. For |
x = 1 we obtain the series
∞ n
Σ
(−1)
,
n+1
n=0
which converges by the alternating series test. On the other hand,
− for
x= 1
we obtain
∞ n n ∞ 2n
Σ (−1) (−1) Σ
=
(−1) n + 1
n=0 n= n + 1
0

Σ
1
= n + 1,
n=0

which diverges. The interval of convergence is−then ( 1, 1] (closed on


the right and open on the left).
Example 8. The series
∫x
Σ

( 1)nx2n+4
2
s ln(1 + s ) = − ,
0
2(n + 1)(n + 2)
n=0

has radius of convergence R = 1, and at either x = 1 or x = −1 the series


equals
∞ n
Σ
(−1)
,
2(n + 1)(n + 2)
n=0

which converges by the alternating series test. In this case the interval
of convergence is the closed interval [−1, 1].
Example 9. The series

x
ln(1 − x) = ds n
x+1
= ,
0 1−s
n+
Σn=0 1

has radius of converges R = 1. At x = 1 we obtain


∞Σ 1
,
n+1
n=0

which diverges and at x = −1 we obtain



Σ n
(−1)
,
n+1
n=0

which converges by the alternating series test. In this case the interval
of convergence is the interval [−1, 1) (closed on the left and open on the
right).
Finally we have
Example 10. The series
Σ 1∞
= x n,
1+x
n=0

has radius of convergence R = 1 but diverges at both x = 1 and x =


−1. In this case the interval of convergence is only (−1, 1).

V. Exercise
For problems 1 and 2 solve using Taylor Series

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


2. f(x) = x6e2x3 about x = 0
For problems 1 and 2 solve using Taylor Series
3. f(x) = e -6x about x = -4
4. f(x) = ln (3 + 4x) about x = 0
5. f(x) = 7/x4 about x = -3

-END-

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