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Mathematical Physics Notes

Kudzanayi Mapfumo

University of Zimbabwe

Today
Outline

▶ Number systems
▶ Complex numbers
▶ Sequences and Series
▶ Functions and their Limits
▶ Differentiation
▶ Integration
▶ Functions of several variables
▶ Vector Calculus
▶ Ordinary differential equations
Sequences

▶ A sequence is a list of numbers written in a specific order.


▶ The list may or may not have an infinite number of terms
▶ A general sequence terms is denoted as follows:
a1 , a2 , a3 ...an−1 , an , an+1 ... Where:

a1 =first term
a2 =second term
an =nth term
an+1 =(n + 1)th term
Notation

▶ A sequence can be represented in the following way:

{a1 , a2 , a3 , ...an , an+1 }


{an }and
{an }∞
n=1
Examples

Write down the first few terms of each of the following sequences
n o∞
n+1
a . n2 n=1
o∞
(−1)n+1
n
b . 2n n=0
The Concept of Limit of a sequence
▶ To understand the concept of the Limit of a sequence, we
begin by graphing the sequence {an } by plotting points (n, an )
as n ranges over all possible values on the graph.
n o∞
Example The first 5 points on the sequence n+1 n 2 are
n=1
     5  
(1, 2), 2, 43 , 3, 49 , 4, 6
, 5, 25 , ...
16
▶ The graph of the first 30 terns of the sequence, is then:

▶ Notice that as n increases the sequence terns in the sequence


get closer and closer to zero.
The Concept of Limit Cont’
▶ We then say that zero it the limit of the sequence {an } and
we write:
n+1
lim an = lim =0
n→∞ n→∞ n2
▶ Working Definition 1. We say that limn→∞ an = L if we can
make an as close to L as we want for all sufficiently large n,
i.e. the value of the an ’s approach L as n approaches infinity.
▶ W/Definition 2 We say that limn→∞ an = ∞ if we make an
as large as we want fo all sufficiently large n, i.e. the value of
an ’s get larger and larger without bound as n approaches
infinity.
▶ W/Definition 3 We say that limn→∞ an = −∞ if we can
make an as large and negative as we want for all sufficiently
large bn, i.e the value of the an ’s are negative and gets larger
and larger without bound as n approaches infinity.
Precise Definition of Limit

1. We say that limn→∞ an = L if for every ϵ > 0 there is an


integer N such that |an − L| < ϵ whenever n > N
2. We say that limn→∞ an = ∞ if for every M > 0 there is an
integer N such that an > M whenever n > N
3. We say that limn→∞ an = ∞ if for every M < 0 there is an
integer N such that an < M whenever n > N
▶ if limn→∞ an exists and is finite, we say that the sequence is
convergent or converges.

▶ if limn→∞ an does not exist or is infinite, we say that the
sequence is divergent or diverges
Properties of Limits of sequences
if {an } and {bn } are both convergent sequences then,
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 an )( lim bn )
n→∞ n→∞ n→∞ n→∞
4.
an limn→∞ an
lim = , provided lim bn ̸= 0
n→∞ bn limn→∞ bn n→∞

5.
h ip
lim anp = lim an , provided an ≥ 0
n→∞ n→∞
Techniques for evaluating limits

▶ There are basically two techniques for evaluating limits:


1. substitution Substitute the value where the limit tends and
obtain the limit. If not then:
2. Algebraic Method This method involves factoring from the
numerator and denominator the largest power of n, cancel and
take the limit.
3. The L’Hospital Rule which states that: suppose that we have
one of the following cases:

f (x ) 0 f (x ) ±∞
lim = or lim =
x →a g(x ) 0 x →a g(x ) ±∞

where a can be any real number, infinity or negative infinity,


then
f (x ) f ′ (x )
lim = lim ′
x →a g(x ) x →a g (x )
Techniques for evaluating limits

▶ Examples. Determine if the following sequences converge of


diverge. If the sequence converges determine its limit.
n 3n2 − 1 o∞ n e 2n o∞ n (−1)n
(a). (b) (c) }∞
n=1
10n + 5n2 n=2 n n=1 n
n o∞
(d) (−1)n
n=0

▶ for (b) we use the L’Hospital’s Rule which states that: if


Monotonic sequences
Given any sequence {an } then
1. We say that the sequence is increasing if an < an+1 for every
n
2. We say that the sequence is decreasing if an > an+1 for every
n
3. if {an } is an increasing sequence then it is said to be
monotonic increasing.
4. if {an } is a decreasing sequence then it is said to be
monotonic decreasing.
5. If there exist a number M such that M ≤ an for every n, we
say that the sequence is bounded below. The number M is
called a lower bound for the sequence.
6. If there exist a number M such that an ≤ M for every n, we
say that the sequence is bounded above. The number M is
called a upper bound for the sequence.
7. if a sequence is both bounded below and bounded above, we
say that it is bounded
Examples

Determine if the following sequences are monotonic and/or


bounded
n o∞ n on+1 n 2 o∞
(a). − n2 (b) (b) −1 (c)
n=0 n=1 n2 n=5

Solution
n o
(a) . − n2 . Since −n2 > −(n + 1)2 , the sequence is
monotonic decreasing for every n.
▶ The sequence terms are either zero or negative =⇒ the
sequence is bounded above.
▶ What is the lower bound here?
▶ Why is the sequence not bounded below?
Examples
Solution
n o∞
(b) (−1)n+1
n=1
1. The terms in this sequence alternate between 1 and -1 and so
the sequence is neither an increasing or a decreasing sequence.
Since the sequence is neither an increasing or decreasing
sequence, it is not a monotonic sequence.
2. Why is this sequence bounded?
3. The sequence is divergent.
2∞
n
4. c n2 n=5
}
5. This sequence is decreasing and hence monotonic since
2 2
n2
> (n+1)2

6. The terms of the sequence are all positive and so it is


bounded below by zero.
7. The sequence is decreasing and the first term is the largest.
Therefore it is bounded above by 52 . Therefore the sequence is
bounded.
Tutorial
1. List the first 5 terms of the following sequences
( )∞ ( )∞
4n (−1)n+1
(a) (b)
n2 − 7 2n + (−3)n
n=0 n=2

2. Determine if each of the given sequences converges or


diverges. If it converges what is the limit?
( ( )∞
n2 − 7n + 3 ∞ (−1)n−1 n2
(i) }n=3 (ii)
1 + 10 − 4n2 4 + n3
n=0

3. Determine if the following sequence is monotone


increasing/decreasing
( )∞ ( )∞ ( )∞
1 n+2 −n
(a) (b) n(−1) (c) 3
4n
n=1 n=0 n=0
Infinite Series
n o
▶ If an is an infinite sequence, then
P∞
n=1 an = a1 + a2 + a3 + ... is called an infinite series.
▶ The numbers a1 , a2 , a3 ... are called terms of the series.
▶ To find the sum of an infinite series, consider the following
sequence of partial sums

S1 =a1
S2 =a1 + a2
S3 =a1 + a2 + a3
..
.
Sn =a1 + a2 + a3 + ... + an

▶ If the sequence of partial sums converges, then the series is


said to converge and has a sum.
Convergent and Divergent Series
▶ For the infinite series an , the nth partial sum is given by:
P

Sn = a1 + a2 + a3 + ... + an . n o
▶ If the sequence of partial sums Sn converges to S, then the
P
series an converges. n o
▶ The limit S is called the sum of the series. If Sn diverges,
then the series diverges. For example, the series

X 1 1 1 1 1
= + + + + ...has the following partial sums:
n=1
2n 2 4 8 16
1
S1 =
2
1 1 3
S2 = + =
2 4 4
1 1 1 7
S3 = + + =
2 4 8 8
..
.
Convergent and Divergent Series Cont’

1 1 1 1 2n − 1
Sn = + + + ... + n =
2 4 8 2 2n
2n − 1
Since lim =1 it follows that the series converges and its
n→∞ 2n
sum is 1

Another example:
∞ 
X 1 1   1 1 1 1 1
− = 1− + − + − ) + ...
n=1
n n−1 2 2 3 3 4

1
is given by Sn = 1 − n+1 . Since the limit of Sn is 1. The series
converges and its sum is 1.
Example. The series ∞
P
n=1 1 = 1 + 1 + 1 + ... diverges since
Sn = n and the sequence of partial sums diverges.
Convergent/Divergent series

1. An infinite series is the limit of the partial sums i.e



X
ai = lim Sn
n→∞
i=1

2. If the sequence of partial sums is a convergent sequence, then


the series is also convergent and in this case

X
if lim Sn = s then, ai = s
n→∞
i=1

3. Similarly, if the sequence of partial sums is a divergent


sequence, then the series is also divergent (i.e its the limit
doesn’t exist or is plus or minus infinity)
Examples

1. Determine if the following series is convergent or divergent. If


it converges determine its value.
∞ ∞ ∞
X X 1 X
(a). n (b) 2−1
(c) (−1)n
n=1 n=1
n n=0

X 1
(d)
n=1
3n−1
Properties of infinite series

P P
if an and bn are both convergent then,
P
1. can , where c is a constant, 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
Index Shifting
Example. Perform the following index shifts.

X
(a). Write ar n−1 as a series that starts at n = 0.
n=1

X n2
(b). Write as a series that starts atn = 3.
n=1
1 − 3n+1
Solution
(a). In this case we need to decrease the initial value by 1 and
so the n’s in the term must increase by 1 as well.

X ∞
X ∞
X
ar n−1 = ar (n+1)−1 = ar n
n=1 n=0 n=0
(b)In this case we need to increase the initial value by 2
so the n’s in the series must decrease by 2
∞ ∞ ∞
X n2 X (n − 2)2 X (n − 2)2
= =
n=1
1 − 3n+1 n=3 1 − 3(n−2)+1 n=3 1 − 3n−1
Special Types of Series
Geometric Series
1. A geometric series is any series that can be written in the form

X
ar n−1
n=1
2. it can be shown that the partial sums are
a(1 − r n ) a ar n
Sn = = −
1−r 1−r 1−r
3. The series will converge provided the partial sums form a
convergent sequence, so lets take the limit of the partial sums.
!
a ar n
lim Sn = lim −
n→∞ n→∞ 1−r 1−r
a ar n
= lim − lim
n→∞ 1 − r n→∞ 1 − r
a a
= − lim r n
1−r 1 − r n→∞
a
4. But limn→∞ r n = 0 if −1 < r < 1 =⇒ limn→∞ Sn = 1−r
Telescoping series
Example. Determine if the following series converges or diverges. If
it converges find its value.

X 1
n 2 + 3n + 2
n=0
solution. We first need the partial sums for the series. Now
1 1 1 1
= = −
i 2 + 3i + 2 (i + 2)(i + 1) i +1 i +2

!
X 1 1
=⇒ Sn = −
i=0
i +1 i +2
! ! ! !
1 1 1 1 1 1 1 1
= − + − + ... + − + −
1 2 2 3 n n+1 n+1 n+2
1
=1−
n+1
NB. Every term except the first and last term cancelled out. This
is the reason why it is called a Telescoping series
Telescoping Series Cont’
Now
!
1
lim Sn = lim 1− =1
n→∞ n→∞ n+2

The sequence of partial sums is convergent and so the series is


convergent and has a value of

X 1
=1
n=0
n2 + 3n + 2

Practice. Determine if the following series converges or diverges. If


it converges find its value.

X 1
n=1
n2 + 4n + 3
Tutorial
1. Perform an index shift so that the following series starts at
n=3
∞ ∞
X 4−n X (−1)n−3 (n + 2)
(a). (b)
n=7
n2 + 1 n=2
51+2n
2. Given that
∞ ∞
X 1 X 1
3+1
= 1.6885 determine the value of 3+1
n=0
n n=2
n
3. Show that the following series is divergent
∞ ∞
X 3ne n X 6 + 8n + 9n2
(a). (b)
n=0
n2 + 1 n=5
3 + 2n + n2
4. Show that the following series is convergent
infty ∞ n+1 ∞ n+1
X 3 X 5 X 5
(a). (b) (c)
n=1
n2 + 7n + 12 n=1
7 n−2
n=1
7n−2

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