Mathematical analysis 2  Lecture notes

Franz Louis T. Cesista

with notes by Carina Rachel Cleto

October 20, 2019

Contents

1 Applications of Dierentiation 6
1.1 The Mean Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2 L'Hospital's Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2 Improper Integrals 11
2.1 Type I: Innite intervals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Type II: Discontinuous integrands . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.3 Why is xdx divergent? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
R∞
−∞

2.4 Comparison test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

2.5 Tip and Tricks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

3 Sequences 14
3.1 What is a Sequence? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.2 Monotonocity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.3 Boundedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
3.4 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.5 Combining Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

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 Mathematical Analysis II  Lecture Notes

3.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

4 Innite Series 19
4.1 What is a Series? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.2 More Convergence Criteria . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.2.1 Divergence Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
4.2.2 Integral Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.2.3 Comparison Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.2.4 Limit Comparison Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.2.5 Alternating Series Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4.2.6 Absolute Convergence Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.2.7 Ratio Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.2.8 Root Test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
4.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

5 Power Series 24
5.1 What is a Power Series? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
5.2 Techniques for Finding the Power Series of a Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
5.2.1 Modifying previously known power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
5.2.2 Dierentiating and Integrating . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
5.2.3 Using the Taylor Series Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
5.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

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 Mathematical Analysis II  Lecture Notes

Second Long Test: TBA

4 5
Chapter 1

Applications of Dierentiation
1.1 The Mean Value Theorem 2. f (x) is dierentiable on (a, b)

Theorem 1. (Rolle's Theorem) Then:

f (b) − f (a)
If f (x) satises the following conditions: ∃c ∈ (a, b) such that f 0 (c) =
b−a
1. f (x) is continuous on [a, b]
Proof. We can generalize Rolle's Theorem by using the following auxiliary func-
2. f (x) is dierentiable on (a, b) tion:
f (b) − f (a)
3. f (a) = f (b) F (x) = f (x) − (x − a)
b−a
Then:
∃c ∈ (a, b) such that f 0 (c) = 0 The intuition behind this auxiliary function is that we're basically just "drag-
ging" f (b) to the level of f (a). One such way of doing it is by subtracting a
Proof. Note that f (x) must be bounded. Suppose not, then limx→x0 f (x) = ∞ fraction of ∆y = f (b) − f (a) from f (x) depending on how far x is from a. Thus,
for some x0 . This implies that f (x) is discontinuous at x0 . This contradicts we have:
condition 1. Thus, there must be an M such that |f (x)| ≤ M ∀x ∈ [a, b]. F (x) = f (x) − ∆y ∗ δ(x)
Since f (x) is bounded, then it must have a maximum and a minimum. Let one For this proof to work, δ(x) must be linear, δ(a) = 0, and δ(b) = 1. One such
such extrema be at c. Note that f 0 (c) = 0. Otherwise, if f 0 (c) 6= 0, then for form is:
every open-interval I that contains c, there must be points c0 , c1 ∈ I such that
f (c0 ) < f (c) < f (c1 ). A contradiction. Thus, f 0 (c) = 0.
x−a
Theorem 2. (Mean Value Theorem) If f (x) satises the following conditions: δ(x) =
b−a

1. f (x) is continuous on [a, b] Thus, we have:

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 Mathematical Analysis II  Lecture Notes

Then:
x−a f 0 (c) f (b) − f (a)
F (x) = f (x) − [f (b) − f (a)] ∃c ∈ (a, b) such that =
b−a g 0 (c) g(b) − g(a)
f (b) − f (a)
= f (x) − (x − a)
b−a Proof. See Exercise 1

Since f (x) and f (b)−f (a)

(x − a) are both continuous and dierentiable, then
1.2 L'Hospital's Rule
b−a
F (x) must also be continuous and dierentiable.
Also note that:
F (a) = f (a) − [f (b) − f (a)]
a−a Theorem 4. (L'Hospital's Rule I) If limx→a fg(x)
(x)
satises the following condi-
b−a tions:
= f (a) − 0
= f (a) 1. f (a) = g(a) = 0
b−a 2. f 0 (x) and g 0 (x) are continuous at x = a
F (b) = f (b) − [f (b) − f (a)]
b−a
3. g 0 (x) 6= 0
= f (b) − [f (b) − f (a)]
= f (a) Then:
f (x) f 0 (x)
lim = lim 0
Thus, F (x) satises all the conditions for Rolle's Theorem. Thus, there must x→a g(x) x→a g (x)
exist c such that F 0 (c) = 0. Thus:
Proof.
0 f (x) f (x) − 0
F (c) = 0 lim = lim
x→a g(x) x→a g(x) − 0
f (b) − f (a)
f 0 (c) − =0 f (x) − f (a)
b−a = lim
x→a g(x) − g(a)
f (b) − f (a)
f 0 (c) = f (x)−f (a)
b−a x−a
= lim
x→a g(x)−g(a)
x−a
0
f (x)
Theorem 3. (Cauchy's Mean Value Theorem) If f (x) and g(x) satisfy the = lim
following conditions: x→a g 0 (x)

1. f (x) and g(x) are continuous on [a, b] Theorem 5. (L'Hospital's Rule II) If f (x) and g(x) satisfy the following con-
2. f (x) and g(x) are dierentiable on (a, b) ditions:

3. g(x) 6= 0 for all x ∈ (a, b) 1. Let I be an open interval containing a

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 Mathematical Analysis II  Lecture Notes

2. f (x) and g(x) are dierentiable on I (except possibly at a). 1.3 Exercises
3. f 0 (x) and g 0 (x) exist for all x ∈ I [f 0 (x) and g 0 (x) may not exist] Exercise 1. Prove Cauchy's Mean Value Theorem. (Hint: use the auxiliary
function F (x) = f (x) − fg(b)−g(a)
(b)−f (a)
(g(x) − g(a)))
4. g 0 (x) 6= 0 ∀x ∈ I (except possibly at a
Exercise 2. Prove Theorem 5 (L'Hospital's Rule II).
5. limx→a f (x) = 0 = limx→a g(x)
Hint: use the following auxiliary functions:
0
6. limx→a fg0 (x)
(x)
exists (important!) (
f (x) x 6= a
F (x) =
0 x=a
Then:
f (x) f 0 (x) (
lim = lim 0 g(x) x 6= a
x→a g(x) x→a g (x) G(x) =
0 x=a
Proof. See Exercise 2 Exercise 3. Prove Theorem 6 (L'Hospital's Rule III). (Hint: let u = 1/x.)
Theorem 6. (L'Hospital's Rule III) If f (x) and g(x) satisfy the following con-
ditions:

1. Let I be an open interval containing a

2. f (x) and g(x) are dierentiable on I (except possibly at a).

3. f 0 (x) and g 0 (x) exist for all x ∈ I [f 0 (x) and g 0 (x) may not exist]

4. g 0 (x) 6= 0 ∀x ∈ I (except possibly at a

5. limx→a f (x) = ±∞ = limx→a g(x)

0
6. limx→a fg0 (x)
(x)
exists (important!)

Then:
f (x) f 0 (x)
lim = lim 0
x→a g(x) x→a g (x)

Proof. See Exercise 3

9 10
Chapter 2

Improper Integrals
2.1 Type I: Innite intervals 2.2 Type II: Discontinuous integrands
Denition 1. If f (x)dx exists for every number t ≥ a, then
R

2.3 Why is divergent?

a→t R∞
−∞ xdx
Z ∞ Z t
f (x)dx = lim f (x)dx
a t→∞ a

provided this limit exists (as a nite number). It *looks* convergent and:
Example 1. Z ∞
1
dx
0 1 + x2
∞ n
Denition 2. If
Z Z
f (x)dx exists for every number t ≤ b, then
R
t→b xdx = lim xdx
−∞ n→∞ −n
Z b Z b  2 n
f (x)dx = lim f (x)dx x
t→−∞ = lim
−∞ t n→∞ 2 −n
provided this limit exists (as a nite number).
 2
(−n)2

n
= lim −
n→∞ 2 2
Denition 3. The improper integrals a∞ f (x)dx and −∞ b
f (x)dx are called
R R

convergent if the corresponding limit exists and divergent otherwise. =0

Denition 4. Leithold's Method If both a∞ f (x)dx and −∞ f (x)dx are con-

R Rb

vergent, then
∞ ∞ b
Thus, it must be convergent right? Well, okay, suppose it is. Then, since
Z Z Z
f (x)dx = f (x)dx + f (x)dx limn→∞ n = limn→∞ 2n = ∞:
−∞ a −∞

11
 Mathematical Analysis II  Lecture Notes

Tip 2: Tinker with the numerator and the denominator.

∞ n 2n
Tip 3: Note that and
Z Z Z
xdx = lim xdx = lim xdx −1 ≤ sin(x), cos(x) ≤ 1 0 ≤
−∞ n→∞ −n n→∞ −n sin2 (x), cos2 (x) ≤ 1.
2n
x2

= lim
n→∞ 2 −n
In general, be mindful of the boundaries of bounded functions. For example,
0 ≤ sec(x) ≤ 1.86 if 0 ≤ x ≤ 1.
(2n)2 (−n)2
 
= lim −
n→∞ 2 2
3n 2 Tip 4: Make sure that f (x) is ≤ or ≥ to g(x) from a to b and
= lim
n→∞ 2
split the integral accordingly.
=∞
For example, e−x < e−x for x ≥ 1 (see the graph below). Thus, we have to
2

split 0 e into
R ∞ −x2
Which is a contradiction. Z ∞
2
Z 1
2
Z ∞
2
e−x = e−x + e−x
0 0 1

2.4 Comparison test

Theorem 7. If f (x) ≥ g(x) ≥ 0 on the interval [a, ∞) then,

ˆ If f (x)dx converges then so does

R∞ R∞
a a
g(x)dx

ˆ If g(x)dx diverges then so does

R∞ R∞
a a
f (x)dx

2.5 Tip and Tricks Tip 5: Don't forget about the other integration techniques:
ˆ U-Substitution
Tip 1: Use the p-integral.
ˆ Integration by Parts
R∞ 1
Theorem 8. 1 xp
converges i p > 1 ˆ Trigonometric Substitution

R1 1 ˆ Integration by Partial Fractions

Theorem 9. 0 xp
converges i p ≤ 1

12 13
Chapter 3

Sequences
3.1 What is a Sequence? 3.3 Boundedness
Denition 5. A sequence {an } can be thought of as a list of numbers written Denition 12. {an } is bounded above if and only if
in a denite order: ∃M such that ∀n ∈ N, an ≤ M
{an } = {a1 , a2 , a3 , ..., an } Denition 13. {an } is bounded below if and only if
∃M such that ∀n ∈ N, an ≥ M
Denition 14. {an } is bounded if and only if it is both bounded above and
3.2 Monotonocity bounded below.
Denition 15. M is an upper bound of {an } if and only if M ≥ an , ∀n ∈ N.
Denition 6. {an } is constant if and only if an+1 = an ∀n ≥ 1
Denition 16. M is the least upper bound (also called the supremum ) of {an }
if and only if (a) M is an upper bound of {an } and (b) for any other upper
Denition 7. {an } is increasing if and only if an+1 > an ∀n ≥ 1 bound M 0 , M ≤ M 0 .
Denition 8. {an } is non-decreasing if and only if an+1 ≥ an ∀n ≥ 1
Denition 17. M is a lower bound of {an } if and only if M ≤ an , ∀n ∈ N.
Denition 18. M is the greatest lower bound (also called the inmum ) of {an }
Denition 9. {an } is decreasing if and only if an+1 < an ∀n ≥ 1 if and only if (a) M is a lower bound of {an } and (b) for any other lower bound
M 0, M ≥ M 0.
Denition 10. {an } is non-increasing if and only if an+1 ≤ an ∀n ≥ 1 Theorem 10. The supremum of {an }, if it exists, must be unique. The same
is true for the inmum of {an }.
Denition 11. {an } is monotonic if and only if it satises one of denitions 6
to 10. Proof. See Exercise 4.

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 Mathematical Analysis II  Lecture Notes

3.4 Convergence Theorem 15. Suppose that limn→∞ an = A and limn→∞ bn = B , then
limn→∞ (an + bn ) = A + B .
Denition 19. {an } converges to A if and only if

∀ > 0, ∃N ∈ Z such that ∀n > N, |an − A| <  Proof. Let  > 0 be arbitrary. Then ∃N1 ∈ N such that ∀n > N1 , |an − A| < /2
and ∃N2 ∈ N such that ∀n > N2 , |bn − B| < /2. Also, let N = max(N1 , N2 ).
. Otherwise, it diverges. Then, ∀n > N ,
Theorem 11. If {an } is monotonic and bounded, then it must converge.
Proof. Suppose that {an } is monotonic and bounded, but not convergent. |(an + bn ) − (A + B)| = |an − A + bn − B|
Case 1: {an } is non-decreasing or increasing. Since it is bounded, then it must = |an − A| + |bn − B| (by the triangle inequality)
have a least upper bound M . Notice that |an − M | decreases as n → ∞. Thus,  
∀ > 0, ∃N ∈ Z such that ∀n > N, |an − M | < . Thus, {an } converges to M . < +
2 2
Case 2: See Exercise 5 <
Theorem 12. If {an } converges, then it must converge to a unique real number. Hence, lim
n→∞ (an + bn ) = A + B

Proof. See Exercise 6.

Theorem 13. If {an } converges, then it must be bounded. Theorem 16. Suppose that limn→∞ an = A and limn→∞ bn = B , then
limn→∞ (an − bn ) = A − B .
Proof. See Exercise 7.
Proof. See Exercise 8.
3.5 Combining Sequences
Theorem 17. Suppose that limn→∞ an = A and limn→∞ bn = B , then
Theorem 14. Suppose that limn→∞ an = A, then limn→∞ can = cA ∀c ∈ R. limn→∞ (an bn ) = AB .

Proof. Let  > 0 be arbitrary. Then ∃N ∈ N such that ∀n > N ,

 Proof. Let  > 0 be arbitrary. From Theorem 13, {an } and {bn } must be
|an − A| <
|c| bounded since both of them converge. Thus, ∃M1 > 0 such that ∀n ∈ N, |an | ≤
M1 and ∃M2 > 0 such that ∀n ∈ N, |bn | ≤ M2 . Also note that A < M1 and
|c||an − A| <  that B < M2 .
|c(an − A)| < 
Let M = max{M1 , M2 }+1. For this M , ∃N1 ∈ N such that ∀n > N1 , |an −A| <
|can − cA)| <   
and ∃N2 ∈ N such that ∀n > N2 , |bn − B| < . Let N = max{N1 , N2 }.
2M 2M
Hence, limn→∞ can = cA ∀c ∈ R Then ∀n > N ,

15 16
 Mathematical Analysis II  Lecture Notes

1
Exercise 9. Prove that if limn→∞ an = A and that A 6= 0, then limn→∞ =
an
|an bn − AB| = |an bn − an B + an B − AB| (by "adding a zero") 1
.
A
≤ |an (bn − B)| + |B(an − A)| (by the triangle inequality)
≤ |an ||bn − B| + |B||an − A| Exercise 10. Prove Theorem 18. (hint: use the result of Exercise 9 and The-
  orem 17)
<M +M

2M

2M Exercise 11. Prove Theorem 19
< +
2 2 Exercise 12. Prove that limn→∞ |an | = 0 if and only if limn→∞ an = 0.
<
Exercise 13. Prove that if a sequence is bounded and monotonically increas-
Hence, limn→∞ an bn = AB ing/decreasing, then it converges.

Theorem 18. Suppose that limn→∞ an = A, limn→∞ bn = B , and that B 6= 0,

an A
then limn→∞ = .
bn B

Proof. See Exercise 10.

Theorem 19. (Squeeze Theorem for sequences) Suppose that

an ≤ bn ≤ cn
∀n > N for some N and that limn→∞ an = L and limn→∞ cn = L, then
limn→∞ bn = L.

Proof. See Exercise 11.

3.6 Exercises
Exercise 4. Prove Theorem 10.
Exercise 5. Complete the proof for Theorem 11 for the case when {an } is
non-increasing or decreasing.
Exercise 6. Prove Theorem 12.
Exercise 7. Prove Theorem 13.
Exercise 8. Prove Theorem 16. (hint: use Theorems 14 and 15)
17 18
Chapter 4

Innite Series
4.1 What is a Series? If |r| < 1, then
a(1 − rn )
Denition 20. Let {an } be a sequence. We dene Sn as the nth partial sum lim Sn = lim
of the sequence: n→∞ n→∞
a
a−r
=
S0 = a0 1−r
S1 = a0 + a1 Otherwise,
S2 = a0 + a1 + a2 lim Sn = ∞
n→∞
...
Thus, the geometric series arn−1 converges if |r| < 1.
n P∞
n=1
X
Sn = a0 + a1 + a2 + . . . + an = ak
k=0

We call {Sn } a series with ak sequence elements. We also dene the innite 4.2 More Convergence Criteria
series as: ∞ n

4.2.1 Divergence Test

X X
ak = lim ak = lim Sn
n→∞ n→∞
k=0 k=0

Example 2. An important example of an innite series is the geometric series Theorem 20. If {Sn } converges, then limn→∞ an = 0.
∞
Proof. Note that:
X
a + ar + ar2 + . . . = arn−1
n=1 an = Sn+1 − Sn
where Thus,
a(1 − rn )
Sn = lim an = lim (Sn+1 − Sn )
1−r n→∞ n→∞

19
 Mathematical Analysis II  Lecture Notes

Since {Sn } converges, then from Theorem 16 we have: 1. an converges if and only if f (x) converges
lim an = lim Sn+1 − lim Sn 2. an diverges if and only if f (x) diverges
n→∞ n→∞ n→∞

Notice that limn→∞ Sn+1 is just the same as limn→∞ Sn (n + 1 → ∞ just as Proof. TODO
n → ∞). Thus,
lim an = 0
n→∞
4.2.3 Comparison Test
Theorem 21. If limn→∞ an 6= 0, then {Sn } diverges. Theorem 23. Suppose that an and bn are series such that 0 ≤ an ≤ bn
P P
for all n. Then,
Proof. This is just the contrapositive of Theorem 20.
1. If bn is convergent, then an is also convergent.
P P

Note that limn→∞ an = 0 doesn't tell us anything. 2. If an is divergent, then bn is also divergent.
P P

Example 3. The following diverges:

∞
Proof. TODO
X 1
n
n=1
4.2.4 Limit Comparison Test
while the following converges:
∞
Theorem 24. Suppose that an and bn are series such that 0 ≤ an , bn for
P P
X 1
n2 all n. If
n=1 an
lim =c
even though limn→∞ n1 = 0 and limn→∞ n12 = 0. n→∞ bn

where c is a nite number and c > 0, then either both series converge or both
diverge.
4.2.2 Integral Test
Theorem 22. Let f (x) be a function where an = f (n). If f (x) satises the Proof. TODO
following conditions:

1. f (x) > 0 on [1, ∞)

4.2.5 Alternating Series Test
2. f (x) is continuous on [1, ∞) Theorem 25. Conditions:
3. f (x) is decreasing on [1, ∞) 1. an+1 ≤ an
Then: 2. limn→∞ an = 0

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 Mathematical Analysis II  Lecture Notes

Then:
 
 an+1 
∞ 1. If limn→∞ 
  = L < 1, then the series P∞ an is absolutely conver-
n=1
an 
(−1)n+1 an is convergent
X
gent.
n=1    
 an+1   an+1 
2. Else if limn→∞ 
 = L > 1 or limn→∞  an  = ∞, then the series
  
4.2.6 Absolute Convergence Theorem P∞ an
n=1 an is divergent.

Theorem 26. If |an | is convergent, then an is convergent. 3. Otherwise, the ratio test is inconclusive.
P P

Proof. Since an is bounded above by |an | and bounded below by −|an |, we have:
4.2.8 Root Test
−|an | ≤ an ≤ |an |
4.3 Exercises
0 ≤ an + |an | ≤ 2|an |
From the comparison test (and since |an | must be convergent),
P

(an + |an |) is convergent

X

Note that an = an + |an | − |an |. And since both |an | and (an + |an |) are
P P
convergent,
X X
an = (an + |an | − |an |)
X X
= (an + |an |) − |an |

Since it is the dierence of two convergent sequences, it must converge.

Denition 21.PA series an is called absolutely convergent if the series of
P
absolute values |an | is convergent. Note that from Theorem 26, all absolutely
convergent series are convergent.
Denition 22. A series an is called conditionally convergent if it is
P
convergent but not absolutely convergent.

4.2.7 Ratio Test

Theorem 27. .
22 23
Chapter 5

Power Series
5.1 What is a Power Series? More generally, if f (x) is of the form

Denition 23. A power series is of the form a

f (x) =
∞
X 1 − r(x)
an (x − c)n
n=0
where r(x) is a function of x, then
where {ab } is some sequence and c is its center.

Objective: Given a function f (x), nd a power series that is equal to f (x). Note ∞
a ∗ r(x)n for when r(x) ∈ (−1, 1)
X
that: f (x) =
n=0

1. We may not be able to nd a power series that is = f (x) for all x in the
domain of f .
2. Then, we also have to specify the interval of x for which the power series
= f (x) 5.2 Techniques for Finding the Power Series of a
Example 4. The simplest and perhaps the most ubiquitous example is the Function
geometric series:
∞
X 5.2.1 Modifying previously known power series
arn = a + ar + ar2 + . . .
n=0
a From our example earlier, we can easily nd the power series expansion of a
= i |r| < 1 function if we force it to be of the form
a
1−r
1−r

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 Mathematical Analysis II  Lecture Notes

Example 5. Example 7.
1 1
=
1+x 1 − (−x)
∞
X
= (−x)n
n=0 x 1
∞ =x∗
X 2x2 + 1 1 − (−2x2 )
= (−1)n xn ∞
X
n=0
=x (−2x2 )n
n=0
With the interval of convergence: X∞
=x (−1)n 2n x2n
|r| < 1 n=0
∞
| − x| < 1 X
= (−1)n 2n x2n+1
|x| < 1 n=0
x ∈ (−1, 1)

Example 6.
2 2 1
= ∗ With the interval of convergence:
3−x 3 1− x
3
∞
2 X x
= ( )n
3 n=0 3
∞
X 2
= n+1
n=0
3 |r| < 1
| − 2x2 | < 1
With the interval of convergence:
|2x2 | < 1
1
|r| < 1 |x2 | <
x 2
| |<1 1
3 |x| < √
|x| < 3 22
1 1
x ∈ (−3, 3) x ∈ (− √ , √ )
2 2

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 Mathematical Analysis II  Lecture Notes

Example 8. Example 9.
x+2 x+2
= f (x) = tan−1 x
2x2−x−1 (2x + 1)(x − 1)
1 1 a
= −
x − 1 2x + 1
Note that it's impossible to force f (x) to be of the form as required by
1−x
1 1 our method previously. Thus, we need to be a bit creative. We can, however,
=− − use the previous technique for its derivative:
1 − (−2x) 1 − x
X∞ ∞
X
=− (−2x)n − xn
n=0 n=0 1
∞ ∞ f 0 (x) =
=−
X
(−1)n 2n xn −
X
xn 1 + x2
1
n=0 n=0 =
∞
X 1 − (−x2 )
= [(−1)n+1 2n − 1]xn ∞
X
n=0 = (−x2 )n
With the interval of convergence: n=0
∞
X
|r1 | < 1 and |r2 | < 1 = (−1)n x2n
| − 2x| < 1 and |x| < 1
n=0

1
|x| < and |x| < 1 With the interval of convergence:
2
1 1
x ∈ (− , )
2 2 |r| < 1
| − x2 | = 1
5.2.2 Dierentiating and Integrating |x| = 1
Theorem 28. If the function f (x) = an (x − c) has a radius of conver- x ∈ (−1, 1)
P∞ n
n=0
gence of R > 0, then, on the interval (c − R, c + R), f is dierentiable (and
continuous). Moreover, the derivative and antiderivative of f are: Thus,
1. f (x) = n=0 nan (n − c)
0
P∞ n−1
∞
Z X
(x − c)n+1 f (x) = (−1)n x2n dx
2. f (x)dx = C + n=0 an
R P∞
n+1 n=0
∞
(−1)n x2n+1
The radius of convergence of f 0 (x) or f (x)dx is the same as f (x). The interval
R X
=C+
2n + 1
of convergence, however, may dier as a result of the behavior at the endpoints. n=0

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 Mathematical Analysis II  Lecture Notes
a
To solve for C , set x = 0: Again, this function is impossible to be forced into the form , but its
1−x
X∞
(−1)n (0)2n+1 derivative can be.
tan−1 (0) = C +
n=0
2n + 1
0=C +0 1
f 0 (x) =
∴C=0 x
1
=
From Theorem 28, the interval (−1, 1) must be the subset of the interval of 1 − (1 − x)
convergence of f (x). Now let's test for the boundaries. ∞
X
= (1 − x)n
For x = 1, the series becomes: n=0
∞
X (−1)n
f (1) = (1)2n+1
2n + 1 Thus,
n=0
∞
X (−1)n ∞
Z X
=
2n + 1 f (x) = (1 − x)n dx
n=0
n=0
which is convergent from the alternating series test. ∞
X (1 − x)n+1
=C+
For x = −1, the series becomes: n=0
n+1
∞
X (−1)n
f (−1) = (−1)2n+1 To solve for C , let x = 1
n=0
2n + 1
∞
X (−1)n ∞
(1 − x)n+1
= (−1)2n (−1) ln(1) = C +
X
n=0
2n + 1 n+1
n=0
∞
X (−1)n+1 0=C +0
=
n=0
2n + 1 C=0
which is also convergent from the alternating series test.
Thus, Thus,
∞ ∞
X (−1)n x2n+1 (1 − x)n+1
tan−1 (x) =
X
2n + 1 ln x =
n=0 n=0
n+1
when x ∈ [−1, 1]
Example 10. With the interval of convergence:
f (x) = ln x [Use the same process as the previous example; left as an exercise to the reader]

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 Mathematical Analysis II  Lecture Notes

5.2.3 Using the Taylor Series Expansion

[Under construction. Please read 'From Generating Functions to Euler's Iden-
tity' for now.]

5.3 Exercises

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