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AE 5332 – Professor Dora E.

Musielak

Lecture 18
Infinite Series of Complex Functions
The Cauchy integral formulas we studied in the previous lecture open up the way for a
derivation of Taylor’s series for functions of a complex variable. In elementary calculus
we learned Taylor’s theorem (published by Taylor, but discovered first by Gregory).1 It
states that any function 𝑓(𝑥) satisfying certain conditions can be expressed as
a Taylor series.

A Taylor series is a series expansion of a function about a point. In calculus we learn


that a one-dimensional Taylor series is an expansion of a real function 𝑓(𝑥) about a
point 𝑥 = 𝑎 , given by

′ (𝑎)(𝑥
𝑓 ′′ (𝑎) 2
𝑓 (𝑛) (𝑎)
𝑓(𝑥) = 𝑓(𝑎) + 𝑓 − 𝑎) + (𝑥 − 𝑎) + ⋯ + (𝑥 − 𝑎)𝑛 + ⋯
2! 𝑛!

If 𝑎 = 0, the expansion is known as a Maclaurin series.

For example, given 𝑓(𝑥) = 𝑒 −𝑥

Does the Taylor series represent 𝒆−𝒙 at 𝒂 = −𝟐?

Does the Taylor series converge to 𝒆−𝒙 ?

To answer the questions, we expand 𝑒 −𝑥 about −2:

𝑒2 𝑒2 𝑒2
𝑒 −𝑥 = 𝑒 2 − (𝑥 − 2) + (𝑥 − 2)2 − ⋯ + (−1)𝑛 (𝑥 − 2)𝑛 +..
1! 2! 𝑛!

In general, we learned that for the Taylor series to converge to 𝑓(𝑥) in some x interval,
in which case we write

𝑓 (𝑛) (𝑎)
𝑓(𝑥) = ∑ (𝑥 − 𝑎)𝑛
𝑛!
𝑛=0

Three conditions must be met for this to be true:

(1) We need 𝑓(𝑥) to have a Taylor series about that point. In other words, the function
𝑓 (𝑛) (𝑎)
must be infinitely differentiable at 𝑥 = 𝑎 so that all of the coefficients exist.
𝑛!

1 Brook Taylor (1685-1731). English mathematician. James Gregory (1638-1675), Scottish scientist.
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(2) We need the resulting series to converge in some interval |𝑥 − 𝑎| < 𝑅, for 𝑅 > 0.

(3) We need the sum of the Taylor series to equal 𝑓(𝑥) in the interval, so that the
Taylor series represents the function over the interval. This is the main objective!



Infinite Series of Complex Functions


In the previous lecture, we determined that if a complex function 𝑓(𝑧) is analytic at
𝑧 = 𝑎, then it admits derivatives of all orders there. Cauchy’s integral formula for
derivatives, also known as the Generalized Cauchy Integral Formula (see Lecture 17).
We found that 𝑓(𝑎), 𝑓 ′ (𝑎), 𝑓 ′′ (𝑎), … all exist, and so we can write down the Taylor series
for a complex function 𝑓(𝑧) about the point 𝑎 as


𝑓 (𝑛) (𝑎)
∑ (𝑧 − 𝑎)𝑛 = 0 (A)
𝑛!
𝑛=0

In order to determine the usefulness of the Taylor series, we must answer the
following questions:

(i) Does the series converge? If so, in what domain?

(ii) If the series converge in some domain 𝐷, does it converge to 𝑓(𝑧) there? In other
words, does the series represent 𝑓(𝑧) in 𝐷?

(iii) If (A) represents 𝑓(𝑧) in 𝐷, is there another power series representation of 𝑓(𝑧)?

We need to know if there is more than one representation of the function of the form

𝑓(𝑧) = ∑ 𝑎𝑛 (𝑧 − 𝑎)𝑛
𝑛=0

where 𝑎𝑛 ≠ 𝑓 (𝑛) (𝑎)/𝑛!

To answer these questions, we invoke the following theorem:


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THEOREM - Taylor Series

Let 𝑓(𝑧) be analytic in a domain 𝐷. If 𝑎 lies within 𝐷 and |𝑧 − 𝑎| < 𝑅 is any disk
centered at 𝑎 and lying entirely within 𝐷, then 𝑓(𝑧) admits precisely one power
representation in the disk |𝑧 − 𝑎| < 𝑅, which is its Taylor series

𝑓 (𝑛) (𝑎) 𝑓 ′′ (𝑎)
𝑓(𝑧) = ∑ (𝑧 − 𝑎)𝑛 = 𝑓(𝑎) + 𝑓 ′ (𝑎)(𝑧 − 𝑎) + (𝑧 − 𝑎)2 + ⋯ (B)
𝑛! 2!
𝑛=0

For a function to be represented by the Taylor series, the function must be analytic
everywhere inside the circle 𝐶 with center at 𝑎 and radius 𝑅. Hence, at each point 𝑧
inside 𝐶, the power series converges to 𝑓(𝑧) when |𝑧 − 𝑎| < 𝑅.

Equation (B) is the expansion of 𝑓(𝑧) into a Taylor series about the point 𝑎.

Before we proceed to study the infinite series of complex functions, let’s us review the
basic notion of an infinite series and related concepts.

A series is an infinite ordered set of terms combined together by the addition operator
(+). An infinite series is a “sum” with infinitely many terms. The idea of an infinite
series should be familiar from decimal expansions. For example, the expansion of 𝜋

𝜋 = 3.14159265358979 …

can be written as

1 4 1 5 9
𝜋 = 3+ + 2+ 3+ 4+ 5+⋯
10 10 10 10 10

so 𝜋 is an infinite sum of fractions.

The Geometric Series - In a geometric progression, we multiply each term by some


fixed number to get the next. For example,

2, 4, 8, 16, 32, … (1)


2 4 8
1, , , , … (2)
3 9 27

𝑎, 𝑎𝑧, 𝑎𝑧 2 , 𝑎𝑧 3 , … (3)
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Consider the EDL2 of the Mars Exploration Rover. Suppose (2) represents the height
of the successive bounces (in km) of the rover springing on its airbags as it is deployed
on the surface of the Red Planet, assuming that it was originally dropped from a
height of 1 km. The height of bounces decreases with successive bounces of the rover,
and we wish to know the total distance that the rover travels until it stops bouncing.3

Let’s say the Mars rover falls a distance 1 km, raises a distance 2/3 km, and falls a
distance 2/3 km, and so on. Total distance the vehicle descended is
2 4 8
1+2 +2 +2 +⋯ (2a)
3 9 27

2 4 8
= 1 +2( + + +⋯) (4)
3 9 27

The term in the brackets is an infinite series.

How do we determine a sum? The sum of n terms of the geometric progression (4) is

𝑎(1 − 𝑧 𝑛 )
𝑆𝑛 = (5)
1−𝑧
We use (5) in (4) and determine
2 2 𝑛
[1 − ( 3) ]
𝑛
2 4 2 3
𝑆𝑛 = + + ⋯ + ( ) =
3 9 3 2
1−3

2 𝑛
𝑆𝑛 = 2 [1 − ( ) ] (6)
3
2 𝑛
As n increases, the term (3) decreases and approaches 0.

The sum of n terms approaches 2 as n increases. Hence, 𝑆𝑛 = 2.


The sum of an infinite series is the limit of the sum of n terms as 𝑛 → ∞.
From (2a), the total distance traveled by the rover is 𝐿 = 1 + 2(2) = 5 km.

Series such as (4) whose terms form a geometric progression are called geometric
series. The sum of the geometric series (if it has one) is by definition

2 Entry, descent, and landing (EDL) phase begins when spacecraft reaches Mars atmospheric entry interface point
(3522.2 km or ~ 2,113 miles from Mars center) and ends with lander on Martian surface in a safe state.
3 Entry, descent, and landing sequence: • An aeroshell and a parachute decelerate lander through Martian

atmosphere.• Prior to surface impact, retro-rockets are fired to slow lander´s speed of descent, and airbags are
inflated to cushion lander at surface impact.• After its initial impact, lander bounces along Martian surface until it
rolls to a stop.• Airbags are then deflated and retracted, and lander petals and rover egress aids are deployed.•
Once petals have opened, rover deploys its solar arrays, and places system in a safe state.
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𝑆 = lim 𝑆𝑛
𝑛→∞

where 𝑆𝑛 is the sum of n terms in the series.

The series converges if the limit of the sequence of partial sums, 𝑆𝑛 , exists as 𝑛 → ∞.
Formally, the series converges to 𝐿 if to each (real) number 𝜀 > 0, no matter how small,
there exists an integer 𝑁(𝜀) such that |𝑆𝑛 − 𝐿| < 𝜀 for all 𝑛 > 𝑁; otherwise, it diverges.

We can show that a geometric series has a sum if and only if |𝑧| < 1. The sum is
𝑎
𝑆=
1−𝑧
The series is then called convergent.

Let’s say we wish to write out several terms of the following series

(𝑛!)2

(2𝑛!)
𝑛=1

We evaluate the numerator and denominator for a few values:


𝑛 𝑛! (𝑛!)2 (2𝑛!)
1 1 1 (2 ∙ 1!) = 2! = 2
2 2 4 (2 ∙ 2!) = 4! = 4 ∙ 3 ∙ 2 = 24
3 3! = 6 36 (2 ∙ 3!) = 6! = 6 ∙ 5 ∙ 4 ∙ 3 ∙ 2 = 720

Then

(𝑛!)2 1 22 62 (4!)2 1 1 1 1
∑ = + + + +⋯= + + + +⋯
(2𝑛!) 2 24 720 8! 2 6 20 70
𝑛=1

Note that (2𝑛!) ≠ 2(𝑛!)

For example, for 𝑛 = 5, (2𝑛)! = 10! = 3 × 106 ; 2(𝑛!) = 2(5!) = 2(120) = 240.

Infinite Complex Series

Infinite series are sums consisting formally of an infinite number of terms to


represent functions, and in the next lectures, we shall study infinite complex series

𝑎1 + 𝑎2 + 𝑎3 + ⋯ + 𝑎𝑛−1 + ⋯ = ∑ 𝑎𝑛 (7)
𝑛=1
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where the 𝑎𝑛 are complex numbers or functions given by some formula or rule. For
example, the complex exponential function is written
𝑧2 𝑧3 𝑧𝑛
𝑒𝑧 = 1 + 𝑧 + + + ⋯ + + ⋯
2! 3! 𝑛!

Our goal will be to expand complex functions in a series, and determine if the series
converges to a given point.

CONVERGENCE

If we have an infinite sequence of terms 𝑎1 + 𝑎2 + 𝑎3 + ⋯, we define the 𝑖th partial


sum as
𝑖

𝑠𝑖 = ∑ 𝑎𝑛
𝑛=1

This is a finite summation and offers no difficulties.

If the partial sums 𝑠𝑖 converge to a finite limit as 𝑖 → ∞,

𝑆 = lim 𝑆𝑖
𝑖→∞

the infinite series


∑ 𝑎𝑛
𝑛=1

is said to be convergent and to have the value 𝑆.

We define the infinite series as equal to 𝑆 and that a necessary condition for
convergence to a limit is that

lim 𝑎𝑛 = 0
𝑛→∞

This condition, however, is not sufficient to guarantee convergence. Sometimes it is


convenient to apply the limit condition in a form called the Cauchy criterion, as we
shall see. This means that the partial sums must cluster together as we move far out
in the sequence.

Some series diverge, meaning that the sequence of partial sums approaches ±∞;
others may have partial sums that oscillate between two values, as for example,

∑ 𝑎𝑛 = 1 − 1 + 1 − 1 + 1 − ⋯ − (−1)𝑛 +
𝑛=1
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This series does not converge to a limit, and it can be said to be oscillatory.

It is important to be able to determine whether, or under what conditions, a series we


would like to use is convergent.

TESTING SERIES FOR CONVERGENCE

We wish to determine whether or not a given series converges, that is, whether or not
it has a real sum. For that we have a number of tests such as the comparison test
(compare a given series with one we know is convergent), the ratio test, and the limit
test. The most elementary test is as follows:

If the terms of an infinite series do not tend to zero, that is, if

lim 𝑎𝑛 ≠ 0
𝑛→∞

then the series diverges.

However, if

lim 𝑎𝑛 = 0
𝑛→∞

we must test further!

For example, the series of complex numbers


∑ 𝐶𝑛 = 𝐶1 + 𝐶2 + 𝐶3 + ⋯
𝑛=1

converges if the limit of the sequence of partial sums 𝑆𝑛 = 𝐶1 + 𝐶2 + 𝐶3 + ⋯ 𝐶𝑛 exists as


𝑛 → ∞.

A necessary and sufficient condition for convergence of any series (real or complex) is
given by the Cauchy convergence theorem:

THEOREM 24.2.1 - CAUCHY CONVERGENCE THEOREM

An infinite series is convergent if and only if its sequence of partial sums 𝑆𝑛 is a


Cauchy sequence — that is, if to each 𝜀 > 0 there corresponds an integer 𝑁(𝜀) such
that

|𝑆𝑚 − 𝑆𝑛 | < 𝜀

for all 𝑚 and 𝑛 > 𝑁.


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This theorem is difficult to apply. Therefore, we use a number of convergence tests,


some of which are rather easy.

THEOREM 24.2.2 - A Necessary Condition for Convergence

For the series ∑∞


𝑛=1 𝐶𝑛 to converge it is necessary, but not sufficient, that 𝐶𝑛 → 0 as
𝑛 → ∞.

THEOREM 24.2.3 - Comparison Test

If the series ∑∞
𝑛=1 𝑀𝑛 converges, where the 𝑀𝑛 are positive constants and |𝐶𝑛 | ≤ 𝑀𝑛 for
each 𝑛 > 𝑁, where 𝑁 is an integer, then the series ∑∞
𝑛=1 𝐶𝑛 converges too.

Proof: According to the Cauchy criterion, the assumed convergence of ∑∞


𝑛=1 𝑀𝑛 implies
that to each 𝜀 > 0 there corresponds an 𝑁0 such that

𝑀𝑝 + 𝑀𝑝+1 + 𝑀𝑃+2 + ⋯ + 𝑀𝑝+𝑞 < 𝜀

for all 𝑝 > 𝑁0 and all 𝑞 ≥ 0.

Then

|𝐶𝑝 + 𝐶𝑝+1 + 𝐶𝑃+2 + ⋯ + 𝐶𝑝+𝑞 | ≤ |𝐶𝑝 | + |𝐶𝑝+1 | + ⋯ + |𝐶𝑝+𝑞 |

≤ 𝑀𝑝 + 𝑀𝑝+1 + 𝑀𝑃+2 + ⋯ + 𝑀𝑝+𝑞 < 𝜀

for all 𝑝 > 𝑁0 and all 𝑞 ≥ 0. If 𝑁0 < 𝑁, then we use 𝑁. Therefore, ∑∞


𝑛=1 𝐶𝑛 converges
too.
Q.E.D.
The inequality in the proof above arises from the triangle inequality (chapter 21).

A good comparison series is the geometric series:


𝑘𝑞 + 𝑘𝑞 2 + 𝑘𝑞 3 + ⋯ = ∑ 𝑘𝑞 𝑛 (8)
𝑛=1

Another useful comparison is done with the convergent geometric series



1 𝑛
∑( ) (9)
2
𝑛=0
9

Example 1. Determine the convergence of the series



𝑖𝑛 𝑖2 𝑖3
∑ =1+𝑖+ + +⋯
𝑛! 2! 3!
𝑛=0

Solution: Here we have


∞ ∞
𝑖𝑛
∑ 𝐶𝑛 = ∑
𝑛!
𝑛=0 𝑛=0

and we need a convergent series ∑∞


𝑛=0 𝑀𝑛 to compare it with. We can use (9), which is
guaranteed a convergent series,
∞ ∞
1 𝑛
∑ ( ) = ∑ 𝐶𝑛
2
𝑛=0 𝑛=0

since comparing the absolute value of 𝐶𝑛 with 𝑀𝑛

|𝐶𝑛 | ≤ 𝑀𝑛

𝑖𝑛 1 1
| |= < 𝑛, for all 𝑛 ≥ 4
𝑛! 𝑛! 2

Since the geometric series ∑∞


𝑛=1 𝑀𝑛 = 1/2 converges, and |𝐶𝑛 | ≤ 𝑀𝑛 for each 𝑛 > 𝑁,
𝑛

𝑖𝑛
then the series ∑∞
𝑛=0 𝐶𝑛 = ∑𝑛=0 𝑛! converges too, by comparison, Theorem 24.2.3

Example 2: If ∑∞
𝑛=1|𝑉𝑛 | converges and |𝑈𝑛 | ≤ |𝑉𝑛 |, 𝑛 = 1, 2, …, prove that ∑𝑛=1|𝑈𝑛 | also

converges.

Solution: This exercise requires that we establish the comparison test for
convergence.

Let
𝑆𝑛 = |𝑈1 | + |𝑈2 | + ⋯ + |𝑈𝑛 |

𝑇𝑛 = |𝑉1 | + |𝑉2 | + ⋯ + |𝑉𝑛 |

Since ∑∞
𝑛=1|𝑉𝑛 | converges, then exists and equals T.

lim 𝑇𝑛 = 𝑇
𝑛→∞

Also, since |𝑉𝑛 | ≥ 0, 𝑇𝑛 ≤ 𝑇.


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Then,

𝑆𝑛 = |𝑈1 | + |𝑈2 | + ⋯ + |𝑈𝑛 | ≤ |𝑉1 | + |𝑉2 | + ⋯ + |𝑉𝑛 | ≤ 𝑇

that is,

0 ≤ 𝑆𝑛 ≤ 𝑇

Thus, 𝑆𝑛 is a bounded monotonic increasing sequence and must have a limit, i.e.,

∑|𝑈𝑛 | converges.
𝑛=1

THEOREM 24.2.4 - RATIO TEST

If
𝐶𝑛+1
lim | |=𝐿 (10)
𝑛→∞ 𝐶𝑛

then
∞ ∞

∑ 𝐶𝑛 converges if 𝐿 < 1; ∑ 𝐶𝑛 diverges if 𝐿 > 1 (11)


𝑛=0 𝑛=0

Proof: Suppose that 𝐿 < 1. Choose any number 𝑝 such that 𝐿 < 𝑝 < 1.

Then it must be true that

𝐶𝑛+1
| |<𝑝
𝐶𝑛

for all sufficiently large 𝑛, for example for 𝑛 ≥ 𝑁. Thus,

|𝐶𝑁+1 | < 𝑝 |𝐶𝑁 |

|𝐶𝑁+2 | < 𝑝 |𝐶𝑁+1 | < 𝑝2 |𝐶𝑁 |

|𝐶𝑁+3 | < 𝑝 |𝐶𝑁+2 | < 𝑝3 |𝐶𝑁 |

and so on.
According to the Comparison Test (Theorem 24.2.3), ∑∞ 𝑛=1 𝐶𝑛 converges by comparison
with the series ∑𝑛=1 𝑝 |𝐶𝑁 |, which is |𝐶𝑁 | times the convergent geometric series

𝑛=1 𝑝 , which is convergent because 𝑝 < 1.


∑∞ 𝑛

Q.E.D.
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What happens if 𝑳 = 𝟏, or the limit does not exist?

In that case, we must use another method of convergence test.

Example 3. Determine the convergence (or divergence) of the complex series


∑ 𝑛4 𝑒 −(5−𝑖)𝑛
𝑛=1

Solution: Here it is easier to use the Ratio Test (10) because, if

𝐶𝑛+1
lim | |=𝐿
𝑛→∞ 𝐶𝑛

finding 𝐿 will tell us the answer.

(𝑛 + 1)4 𝑒 −(5−𝑖)(𝑛+1) 𝑛 + 1 4 −5+𝑖


lim | 4 −(5−𝑖)𝑛
| = lim ( ) |𝑒 | = |𝑒 −5 𝑒 𝑖 |
𝑛→∞ 𝑛 𝑒 𝑛→∞ 𝑛

= 𝑒 −5 |𝑒 𝑖 | = 𝑒 −5 < 1

From (11)
𝐿<1 → this series is convergent

Example 4. Determine whether the complex series converges or diverges



1+𝑖 𝑛
∑ sin 𝑛 ( )
2−𝑖
𝑛=1

Solution: Here it is easier to use the Comparison Test because we can compare with
a convergent geometric series, as shown below:
𝑛
1+𝑖 𝑛 1+𝑖 𝑛 2
|𝐶𝑛 | = |sin 𝑛 ( ) | ≤ |( ) | = (√ )
2−𝑖 2−𝑖 5

and since the geometric series


𝑛
∞ ∞
2
∑ 𝑀𝑛 = ∑ (√ )
5
𝑛=1 𝑛=1

is a convergent, we conclude that ∑∞


𝑛=1 𝐶𝑛 , that is


1+𝑖 𝑛
∑ sin 𝑛 ( )
2−𝑖
𝑛=1
12

is also convergent by comparison.



Remember, the absolute value or modulus of a complex number 𝑧 = 𝑥 + 𝑖𝑦 is, by
definition, |𝑧| = |𝑥 + 𝑖𝑦| = √𝑥 2 + 𝑦 2 . So, in the example above.

|1 + 𝑖| = √12 + 12 = √2

|2 − 𝑖| = √22 + (−1)2 = √5

Power Series
We are particularly interested in series of functions in which the partial sums are
polynomials of increasing degree:

𝑆𝑛 (𝑧) = 𝑎0 + 𝑎1 (𝑧 − 𝑎) + 𝑎2 (𝑧 − 𝑎)2 + ⋯ + 𝑎𝑛 (𝑧 − 𝑎)𝑛

(We start with 𝑛 = 0 for esthetic reasons.) These are the so-called power series. Thus,
a power series is a series of functions of the form

∑ 𝑎𝑛 (𝑧 − 𝑎)𝑛 = 𝑎0 + 𝑎1 (𝑧 − 𝑎) + 𝑎2 (𝑧 − 𝑎)2 + ⋯ (12)


𝑛=0

where 𝑓𝑛 (𝑧) = 𝑎𝑛 (𝑧 − 𝑎)𝑛 is a complex function.

The power series (12) converges for 𝑧 = 𝑎. It can also converge for other points. In such
case, we can show that there exists a positive number 𝑅 such that the series
converges for |𝑧 − 𝑎| < 𝑅 and diverges for |𝑧 − 𝑎| > 𝑅, while for |𝑧 − 𝑎| = 𝑅, it may or
may not converge.

Geometrically, if 𝐶 is a circle of radius 𝑅 with center 𝑧 = 𝑎, then the power series


converges at all points inside 𝐶, and diverges at all points outside 𝐶, while it may or
may not converge on the circle 𝐶 itself.

Region of Convergence: Set of all points in the 𝑧-plane for which a complex series
converges.

Circle of Convergence: set of all points in a circle centered at the point 𝑎 of radius 𝑅
for which a complex power series converges. The radius 𝑅 is called “radius of
convergence.”
13

We define the circle of convergence of a complex power series as

|𝑧 − 𝑎| = 𝑅 (13)

Every power series has a circle of convergence centered at the point 𝑎 with a radius of
convergence 𝑅.

The power series (12) converges absolutely for all 𝑧 satisfying |𝑧 − 𝑎| < 𝑅 and diverges
for |𝑧 − 𝑎| > 𝑅.

If 𝑅 = 0, the series converges only at 𝑧 = 𝑎. If 𝑅 = ∞, the series converges for all 𝑧.

When we know that 𝑓(𝑧) is analytic at all points within a circle centered at 𝑎,
convergence of the Taylor series about 𝑎 to 𝑓(𝑧) for each point 𝑧 within that circle is
ensured → no test for the convergence of the series is required. In fact,
according to Taylor’s theorem, the series converges to 𝑓(𝑧) within the circle about 𝑎
whose radius is the distance from 𝑎 to the nearest point where the function fails to be
analytic. This is the largest circle centered at 𝑎 such that the series converges to 𝑓(𝑧)
for all points interior to it.

For example, the expansion for 𝑓(𝑧) = 𝑒 𝑧 about 𝑎 = 0. Here 𝑓 (𝑛) (𝑧) = 𝑒 𝑧 , and so
𝑓 (𝑛) (0) = 1. Since 𝑓(𝑧) = 𝑒 𝑧 is analytic for every value of 𝑧, it follows that its Taylor
expansion about 𝑎 = 0 is

𝑧
𝑧2 𝑧3 𝑧𝑛 𝑧𝑛
𝑒 = 1+𝑧 + + +⋯+ = 1+∑ |𝑧| < ∞
2! 3! 𝑛! 𝑛!
𝑛=1

where the radius of convergence is |𝑧| < ∞.


14

THEOREM 24.2.5 - POWER SERIES CONVERGENCE BY RATIO TEST

If
𝑎𝑛+1
lim | |=𝐿 (14)
𝑛→∞ 𝑎𝑛

1 1
then the power series (12) converges in the disk |𝑧 − 𝑎| < 𝐿 and diverges in |𝑧 − 𝑎| > 𝐿.
If 𝐿 = ∞ the series converges only at the point 𝑧 = 𝑎, and if 𝐿 = 0 converges for all 𝑧,
that is in |𝑧 − 𝑎| < ∞.

LEMMA 24.2.1 POWER SERIES CONVERGENCE

If the power series (12) converges at 𝑧0 , then it converges everywhere in the open disk
|𝑧 − 𝑎| < |𝑧0 − 𝑎| shown in the figure below.

THEOREM 24.2.6 POWER SERIES CONVERGENCE IN A DISK

For the power series (12) there exist three possibilities regarding its region of
convergence:

(i) the series converges only at the point 𝑎

(ii) the series converges in the whole plane

(iii) there exists a constant 𝑅 > 0, called the radius of convergence of (12), such
that (12) converges in |𝑧 − 𝑎| < 𝑅 and diverges in |𝑧 − 𝑎| > 𝑅.

The proof of this theorem is left as a reading exercise for the student.
15

Example 5. For the geometric series


∑ 𝑧𝑛 = 1 + 𝑧 + 𝑧2 + ⋯
𝑛=1

for each 𝑛 we have 𝑎𝑛 = 1. Hence, by (14) we have

𝑎𝑛+1 𝑧 𝑛+1
lim | |=𝐿 → lim | |=1
𝑛→∞ 𝑎𝑛 𝑛→∞ 𝑧𝑛

Thus, the geometric series converges in the disk |𝑧| < 1 and diverges in |𝑧| > 1.

Note that Theorem 24.2.5 does not help to determine convergence or divergence for
points on the circle itself, that is on |𝑧| = 1.

However, |𝑧 𝑛 | = |𝑧|𝑛 = 1𝑛 = 1 does not go to zero as 𝑛 → ∞. By theorem 24.2.2, the


series diverges on all points on the circle |𝑧| = 1.

The Taylor series enables us to find a convergent power series expansion of a function
𝑓(𝑧) around a point 𝑎 when 𝑓 is analytic in a whole disk around 𝑎.

However, the Taylor expansion does not apply to functions such as these

1 𝑒𝑧
𝑓(𝑧) = , 𝑓(𝑧) =
𝑧 𝑧2
around 𝑎 = 0 because they fail to be analytic at 0. For such functions there is another
expansion, called the Laurent expansion that uses inverse powers of 𝑧. This
expansion is particularly important in the study of singular points of functions. In the
next lecture, we show how to expand a function in a Laurent series at a singularity.
It will lead us to another fundamental result of complex analysis, the residue theorem,
which we will establish and use to complete our study of complex analysis.

In mathematics, an annulus (Latin word for “little ring”) is a ring-shaped object,


especially a region bounded by two concentric circles. In complex analysis an annulus
in the complex plane is an open region defined by:

𝑟 < |𝑧 − 𝑎| < 𝑅

If r is 0, the region is known as the punctured disk of radius R around the point a

0 < |𝑧 − 𝑎| < 𝑅

We shall return to this topic in Lecture 19.


16

Problem 6. Use any of the theorems in this Lecture to determine the convergence (or
divergence) of the following complex series.

𝑛

(2 + 𝑖)𝑛
𝑛=1

Solution: Find it in Teams.

Problem 7. Use any of the theorems in this Lecture to determine the convergence (or
divergence) of the following complex series.

∑ 𝑛4 𝑒 −(5−𝑖)𝑛
𝑛=1

Solution: Find it in Teams.

SPECIAL SERIES WITH THEIR REGIONS OF CONVERGENCE

𝑧2 𝑧3 𝑧𝑛
𝑒𝑧 = 1 + 𝑧 + + + ⋯+ + ⋯ |𝑧| < ∞
2! 3! 𝑛!

𝑧3 𝑧5 𝑛−1
𝑧 2𝑛−1
sin 𝑧 = 𝑧 − + − ⋯ + (−1) +⋯ |𝑧| < ∞
3! 5! (2𝑛 − 1)!

𝑧2 𝑧4 𝑧 2𝑛−2
cos 𝑧 = 1 − + − ⋯ + (−1)𝑛−1 +⋯ |𝑧| < ∞
2! 4! (2𝑛 − 2)!

𝑧2 𝑧3 𝑧𝑛
ln(1 + 𝑧) = 𝑧 − + − ⋯ + (−1) 𝑛−1
+⋯ |𝑧| < 1
2 3 𝑛

𝑧3 𝑧5 𝑧 2𝑛−1
tan −1
𝑧 = 𝑧 − + − ⋯ + (−1) 𝑛−1
+⋯ |𝑧| < 1
3 5 2𝑛 − 1

Binomial Formula or Binomial Theorem

𝑝(𝑝 − 1) 2 𝑝(𝑝 − 1) … (𝑝 − 𝑛 + 1) 𝑛
(1 + 𝑧)𝑝 = 1 + 𝑝𝑧 + 𝑧 + ⋯+ 𝑧
2! 𝑛!
17

A series expansion of cot 𝑧 can be obtained in increasing powers of z by dividing the


power series for cos z by that for sin z.

WHY DO WE NEED TO STUDY INFINITE SERIES?

Perhaps the most widely used technique in the engineer analyst’s toolbox is the use of
infinite series (i.e., sums consisting formally of an infinite number of terms) to
represent functions, to bring them to forms facilitating further analysis, or even as a
prelude to numerical evaluation.

The acquisition of analytical skill in creating and manipulating series expansions is


therefore an absolutely essential part of the training of one who seeks competence in
the mathematical methods of engineering, and it is therefore the topic of study in this
course. An important part of this analysis skill set is the ability to recognize the
functions represented by commonly encountered series expansions, and it is also of
importance to understand issues related to the convergence of infinite series.

In engineering, we use series to solve differential equations. We also use infinite series
to solve definite integrals for which we cannot find the indefinite integral in terms of
elementary functions.

Many problems in science and engineering are very challenging and cannot be solved
in terms of elementary functions (powers, roots, trigonometric, exponentials and
logarithms). Even if we can solve such problems, the result may be too complicated to
work it out easily or quickly. In such cases, we seek an answer in terms of an infinite
series, and then use as many terms as are necessary to obtain the required accuracy.



End of AE 5332 Lecture 18

Prof. Dr. Dora E. Musielak

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