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MATH 223: Calculus II

Dr. Joseph K. Ansong


Math 223 : Calculus II J.K.A

2 Dr. Ansong
Contents

9 Power Series 1
9.1 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
9.1.1 Radius and Interval of Convergence . . . . . . . . . . . 1
9.2 Representation of Functions as Power Series . . . . . . . . . . 3
9.3 Taylor Series and the Taylor Polynomial . . . . . . . . . . . . 6
9.4 nth-degree Taylor Polynomial of f at a . . . . . . . . . . . . . 7

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Math 223 : Calculus II J.K.A

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Chapter 9

Power Series

9.1 Power Series


Definition 1. A power series centered at a is a series of the form:

X
cn (x − a)n = co + c1 (x − a) + c2 (x − a)2 + . . . (9.1)
n=0

where the cn ’s are constants called the coefficients of the series.


Remark. If a = 0 and cn = 1 for all n, then we get the geometric series:

X 1
xn = 1 + x + x2 + . . . + xn + . . . = (9.2)
n=0
1−x

which converges for −1 < x < 1, diverges for |x| ≥ 1 and has the sum
1/(1 − x).

9.1.1 Radius and Interval of Convergence


P∞
Theorem 1. For a given power series n=0 cn (x − a)n there are only three
possibilities:
(i) The series converges only when x = a
(ii) The series converges for all x
(iii) There is a positive number R such that the series converges if |x−a| < R
and diverges if |x − a| > R.
R is called the radius of convergence and the interval of convergence
is the interval that consists of all values of x for which the series converges.

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Math 223 : Calculus II J.K.A

Remark. 1. In general, the Ratio Test (or the Root Test) should be used
to determine the radius of convergence R.

2. Remember to always test the end points of the interval of convergence


for convergence (using a different test other than the Ratio or Root
Tests).

3. For a given power series ∞ n


P
n=0 cn (x − a) , the radius of convergence is
given by
cn
R = lim or R = lim √1
n→∞ cn+1 n→∞ n cn

Alternatively, we have

1 or 1 = lim √
cn+1
= lim n
cn
R n→∞ cn R n→∞

A third method is to solve



an+1
L = lim .
n→∞ an

(i) If the series converges, then L < 1 and |x − a| < R, where R is


the radius of convergence.
(ii) If the series diverges, then L > 1.

Example 1. For what values of x is the series convergent?


∞ ∞ ∞
X (x − 3)n X xn X
(a) (b) √ (c) n!xn
n=1
n n=1
n n=0

(x − 3)n
Solution. Let an = . Then
n
an+1 (x − a)n+1

n
= ·
an n + 1 (x − 3)n

n n 1
= · (x − 3) = |(x − 3)| = |x − 3|
n+1 n+1 1 + n1

an+1
=⇒ lim = lim 1 |x − 3| = |x − 3|
n→∞ an n→∞ 1 + n1
The series is convergent for |x − 3| < 1, which may be written as 2 < x < 4.

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Math 223 : Calculus II J.K.A

Remark. The radius of convergence is 1, obtained from |x − 3| < 1 by using


1
the third method stated above. Using the first approach, with cn = , we
n
may also find the radius of convergence from

cn
R = lim = lim 1 · n + 1 = lim n + 1 = lim 1 + 1 = 1.
n→∞ cn+1 n→∞ n 1 n→∞ n n→∞ n
Example 2. Find the radius and interval of convergence of
(a) The Bessel function of order 0:

X (−1)n x2n
Jo (x) =
n=0
22n (n!)2

∞ ∞
X (−1)n−1 xn X (−1)n (x + 2)n
(b) (c)
n=1
n3 n=1
n.2n

(−1)n
Solution. (b) Let cn = . Then
n · 2n
n+1

= lim 1 · (n + 1) · 2
cn 1
R = lim
n
= 2 lim 1 + = 2
n→∞ cn+1 n→∞ n · 2 1 n→∞ n

9.2 Representation of Functions as Power Se-


ries
Our aim here is to learn how to represent functions as power series. This
helps in integrating functions that don’t have elementary antiderivatives, for
solving differential equations, and for approximating functions by polynomi-
als. The strategy is to manipulate geometric series or by differentiating or
integrating the given series. Consider

1 X
= 1 + x + x2 + x3 + . . . = xn , |x| < 1 (9.3)
1−x n=0

Equation (9.3) is a representation of the function f (x) = 1/(1 − x) as the


sum of a power series (in this case the geometric series).
Example 3. Find a power series representation for the function and deter-
mine the radius of convergence:

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Math 223 : Calculus II J.K.A

1 1 1
(a) f (x) = (b) f (x) = (c) f (x) =
1+x 1 − x3 x+2

1 X
Solution. (a) From the relation = xn , we replace x with −x to
1 − x n=0
get
∞ ∞
1 1 X X
= = (−x)n = (−1)n xn
1 − (−x) 1 + x n=0 n=0

1 X
∴ = (−1)n xn
1 + x n=0
It is easy to show that the radius of convergence is 1.
(c)
∞ ∞
1 X  x n X (−1)n n
 
1 1 1 1
= = = − = x
x+2 2(1 + x2 ) 2 1 − (− x2 ) 2 n=0 2 n=0
2n+1

It is straightforward to show that the radius of convergence is 1.

Differentiation and Integration of Power Series


Given the power series ∞ n
P
n=0 cn (x−a) , we can differentiate or integrate each
term of a power series. That is, if

X
f (x) = cn (x − a)n = co + c1 (x − a) + c2 (x − a)2 + . . . (9.4)
n=0

with radius of convergence R > 0 and interval of convergence (a − R, a + R),


then
"∞ # ∞
df d X n
X d
(i) = cn (x − a) = [cn (x − a)n ]
dx dx n=0 n=0
dx

X
= ncn (x − a)n−1 = c1 + 2c2 (x − a) + . . .
n=1
Z Z "X∞
# ∞ Z
X
n
(ii) f (x)dx = cn (x − a) = [cn (x − a)n ]
n=0 n=0
n+1
(x − a)
= cn + C = C + co (x − a) + . . .
n+1
NOTE:

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Math 223 : Calculus II J.K.A

(a) The radii of convergence of the power series in (i) and (ii) are both R.

(b) The interval of convergence in (i) and (ii) may be different.

Example 4. Express the function as a power series. What’s the radius of


convergence?
1
(a) f (x) = (differentiate equation (9.3))
(1 − x)2
(b) f (x) = ln(5 − x)
(c) f (x) = tan−1 x

Solution. (a) Differentiating



1 X
= 1 + x + x2 + x3 + . . . = xn
1−x n=0

we get
1 2
X
= 1 + 2x + 3x + · · · = nxn−1
(1 − x)2 n=1

This may also be written as (by replacing n by n + 1)


1 X
= (n + 1)xn
(1 − x)2 n=0

The radius of convergence is the same as that of the original series,


R=1
1
(b) Notice that the derivate of ln(5 − x) is − . This implies that
5−x
Z
1
ln(5 − x) = − dx
5−x
Now, in terms of power series, we have
∞ ∞
1 X xn X xn
 
1 1 1
= = =
5−x 5 1 − x5 5 n=0 5n n=0
5n+1

Thus,
∞ ∞ ∞
1 X xn+1 xn+1
Z X
1 n
X
ln(5−x) = − x dx = − n+1 +C = − +C
5n+1 n=0
5 n=0
n + 1 n=0
5n+1 (n + 1)

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Math 223 : Calculus II J.K.A

where C is a constant of integration. To find C, we put x = 0 in the


equation to get C = ln 5. Hence, we have
∞ ∞
X xn+1 X xn
ln(5 − x) = ln 5 − = ln 5 −
n=0
5n+1 (n + 1) n=1
n5n
x
The radius of convergence of the original series is, from < 1 =⇒

5
|x| < 5, R = 5. Thus, the radius of convergence of the given series is
also R = 5.

Example 5. Use a power series to approximate the definite integral to six


decimal places
Z 0.2
1
dx
0 1 + x5

9.3 Taylor Series and the Taylor Polynomial


The goal here is to determine which functions can be represented as power
series and how to get these representations. We start by making use of the
following theorem:

If f has a power series representation at a, that is, if


X∞
f (x) = cn (x − a)n |x − a| < R,
n=0
f n (a)
then its coefficients are given by cn =
n!
Thus, we get the Taylor series about a:
∞ ∞
X X f n (a)
f (x) = cn (x − a)n = (x − a)n
n=0 n=0
n!
f 0 (a) f 00 (a) f 000 (a)
⇒ f (x) = f (a) + (x − a) + (x − a)2 + (x − a)3 + . . .
1! 2! 3!
If a = 0, we get the Maclaurin series :
P∞ f n (0) n f 0 (0) f 00 (0) 2 f 000 (0) 3
f (x) = n=0 n!
x = f (0) + 1!
x + 2!
x + 3!
x + ...

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Math 223 : Calculus II J.K.A

Example 6. Find the Maclaurin series of the function f (x) = ex and its
radius of convergence.

Solution. If f (x) = ex , then the nth derivative of f is f (n) (x) = ex and

f (n) (0) = e0 = 1 for n = 0, 1, 2, . . .

Hence the Taylor series about x = 0 (i.e. the Maclaurin series) is given by
∞ ∞
x
X f (n) (0) n
X 1 n 1 1
e = x = x = 1 + x + x2 + · · · + xn + · · ·
n=0
n! n=0
n! 2! n!

9.4 nth-degree Taylor Polynomial of f at a


Question: Under what circumstances can we say that a function f (x) is
equal to the sum of its Taylor series? That is, when is it true that

X f (n) (a)
f (x) = (x − a)n (9.5)
n=0
n!

Let Tn be the partial sums of the Taylor series of f (called the nth-degree
Taylor polynomial of f ) and given by
n
X f (i) (a)
Tn (x) = (x − a)i
i=0
i!
f 0 (a) f 00 (a) f (n) (a)
= f (a) + (x − a) + (x − a)2 + . . . + (x − a)n
1! 2! n!
For instance, the first (n = 1), second (n = 2) and third (n = 3) degree
Taylor polynomials are given by:

f 0 (a)
T1 (x) = f (a) + (x − a)
1!
f 0 (a) f 00 (a)
T2 (x) = f (a) + (x − a) + (x − a)2
1! 2!
f 0 (a) f 00 (a) f 000 (a)
T3 (x) = f (a) + (x − a) + (x − a)2 + (x − a)3 .
1! 2! 3!
Now, equation (9.5) is true (f is the sum of its Taylor series) if

lim Tn (x) = f (x) (9.6)


n→∞

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Math 223 : Calculus II J.K.A

However, if Rn (x) is the remainder of the Taylor series then we know that
f (x) = Tn (x) + Rn (x)
⇒ lim f (x) = lim Tn (x) + lim Rn (x)
n→∞ n→∞ n→∞
⇒ f (x) = lim Tn (x) + lim Rn (x)
n→∞ n→∞

This means that equation (9.6) is true if


lim Rn (x) = 0 (9.7)
n→∞

The following theorem therefore holds from the above argument:

Theorem 2. (Taylor Theorem) If f (x) = Tn (x) + Rn (x) where Tn is the


nth degree Taylor polynomial of f at a and

lim Rn (x) = 0 (9.8)


n→∞

for |x − a| < R, then f is equal to the sum of its Taylor series on the
interval |x − a| < R.

Question: How can we prove or show equation (9.7) or (9.8) for a given
function? We employ the following two facts (or theorems):

Theorem 3. (Taylor Inequality) If |f (n+1) (x)| ≤ M for |x − a| ≤ d, then


the remainder Rn (x) of the Taylor series satisfies the inequality

M
|Rn (x)| ≤ |x − a|n+1 for |x − a| ≤ d
(n + 1)!

Theorem 4.
xn
lim =0
n→∞ n!

for every real number x.

Examples:

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Math 223 : Calculus II J.K.A

1. Show that the Maclaurin series for sin x is given by



X x2n+1
(−1)n for all x
n=0
(2n + 1)!
and prove that it represents sin x for all x.
2. Prove that ex is equal to the sum of its Maclaurin series.
2
3. Evaluate e−x dx as an infinite series
R

Solution. 1. Let
f (x) = sin x =⇒ f (0) = 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
We see that the derivatives repeat in a cycle of four, thus, we have

X f (n) (0) n f 00 (0) f 000 (0) 3
f (x) = x = f (0) + f 0 (0)x + + x + ···
n=0
n! 2! 3!
x3 x5 x7 x2n+1
=⇒ sin x = x − + − + · · · + (−1)n + ···
3! 5! 7! (2n + 1)!

X x2n+1
∴ sin x = (−1)n
n=0
(2n + 1)!
We now need to show that lim Rn (x) = 0 in order to prove that
n→∞
the series actually represents sin x. Since f (n+1) (x) is either ± sin x or
± cos x, we have |f (n+1) (x)| ≤ 1 for all x. So letting M = 1 in the
Taylor Inequality, we have
M |x|n+1
|Rn (x)| ≤ |xn+1 | = .
(n + 1)! (n + 1)!
|x|n+1
lim = 0 =⇒ |Rn (x)| ≤ 0
n→∞ (n + 1)!

Hence, by the squeeze theorem, we have


lim |Rn (x)| = 0 ∴ lim Rn (x) = 0.
n→∞ n→∞

Therefore sin x is equal to the sum of its Maclaurin series.

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Math 223 : Calculus II J.K.A

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