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Sequence Series Convergence of series Power series

Calculus
Infinite sequences and series

Nguyen Van Hoi

University of Information Technology

July 25, 2022

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Sequence Series Convergence of series Power series

Overview
1 Sequence
Definition
Limit of sequences
Limit laws
Monotonic and bounded sequences
2 Series
Infinite series
Geometric series
Test for divergence
Properties of series
3 Convergence of series
Testing with integral
Comparison test
The Ratio test
4 Power series
Radius of convergence, interval of convergence
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Sequence Series Convergence of series Power series

Definition

A sequence can be thought of as a list of numbers written in a definite order:

a1 , a2 , a3 , ..., an , ...

a1 is called the first term; a2 is the second term; and in general, an is the nth term.
We will deal with infinite sequences and so each term an will have a successor an+1 .
Notation: The sequence {a1 , a2 , a3 , ...} is also denoted by

{an } or {a}∞
n=1 .

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Sequence Series Convergence of series Power series

Sequences can be defined by giving a formula or by writing out its terms:


n ∞ n 1 2 3 n
{ }n=1 , an = , { , , , ..., , ...}
n+1 1+n 2 3 4 n+1
(1a)
n
(−1) (n + 1) ∞ n
(−1) (n + 1) 3 4 n
(−1) (n + 1)
{ }n=2 , an = , n ≥ 2, { , − , ..., , ...}
3n 3n 3 27 3n
(1b)
nπ ∞ n 1 2 3 n
{cos }n=0 , an = , n ≥ 0, { , , , ..., , ...}
6 1+n 2 3 4 n+1
(1c)

Remark: Notice that n doesn’t have to start at 1.

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Sequence Series Convergence of series Power series

A sequence can be pictured either by plotting its terms on a number line or by plotting
its graph.

It seems from the graphs that an converges to 1 as n tends to infinity.

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Sequence Series Convergence of series Power series

Limit of sequences

Definition
We say that the limit of a sequence {an } is equal to L if we can take the values of an
as close to L as we like by taking n sufficiently large. We write

lim an = L or an → L as n → ∞.
n→∞

If the limit exists we say that the sequence is convergent, otherwise it is divergent
i.e.,
lim an = ∞
n→∞

if an becomes large as n becomes large. We say that {an } diverges to ∞.

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Sequence Series Convergence of series Power series

The figures below illustrate the graphs of sequences that converge to L

It looks like the points belong to the graph of a function f (x) that converges to L since
x tends to infinity.

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Sequence Series Convergence of series Power series

Theorem
If limx→∞ f (x) = L and f (n) = an , then limn→∞ an = L.

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Sequence Series Convergence of series Power series

Theorem
If limx→∞ f (x) = L and f (n) = an , then limn→∞ an = L.

1
As an example, let f (x) = xr with r > 0. Then,
1
lim =0 with r > 0.
n→∞ nr
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Sequence Series Convergence of series Power series

Limit laws

Let {an } and {bn } be two convergent sequences and α, β be two constants, one obtains
that

lim (αan + βbn ) =α lim an + β lim bn (2a)


n→∞ n→∞ n→∞
lim (an bn ) = lim an lim bn (2b)
n→∞ n→∞ n→∞
an limn→∞ an
lim = if lim bn ̸= 0 (2c)
n→∞ bn limn→∞ bn n→∞

lim anp =( lim an )p if an > 0 and p > 0 (2d)


n→∞ n→∞

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Sequence Series Convergence of series Power series

Theorem
If an ≤ bn ≤ cn , ∀n ≥ n0 and
limn→∞ an = limn→∞ cn = L, then

lim bn = L.
n→∞

Example: as −|an | ≤ an ≤ |an |,

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Sequence Series Convergence of series Power series

Theorem
If an ≤ bn ≤ cn , ∀n ≥ n0 and
limn→∞ an = limn→∞ cn = L, then

lim bn = L.
n→∞

Example: as −|an | ≤ an ≤ |an |,

if lim |an | = 0, then lim an = 0.


n→∞ n→∞

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Sequence Series Convergence of series Power series

an = r n is convergent if −1 < r ≤ 1 and otherwise it is divergent. Moreover,


(
0 if − 1 < r < 1
lim r n =
n→∞ 1 if r = 1

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Sequence Series Convergence of series Power series

Examples
n
Find limn→∞ .
n+1
Solution: use the same approaches as in
finding the limit of functions

n 1
lim = lim
n→∞ n + 1 n→∞ 1 + n1
limn→∞ 1
= 1
limn→∞ 1 + limn→∞ n
=1.

1
We used limn→∞ = 0 with r > 0.
nr

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Sequence Series Convergence of series Power series

Examples
n
Find limn→∞ .
n+1 n
Solution: use the same approaches as in Is the sequence an = √ con-
n + 10
finding the limit of functions vergent or divergent?
Solution:
n 1 n 1
lim = lim lim √ = lim q
n→∞ n + 1 n→∞ 1 + n1 n→∞ n + 10 n→∞ 1 10
n+ n2
limn→∞ 1
= 1 limn→∞ 1
limn→∞ 1 + limn→∞ n = q
=1. limn→∞ n1 + limn→∞ 10
n2

1 =∞.
We used limn→∞ = 0 with r > 0.
nr

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Sequence Series Convergence of series Power series

lnn
Evaluate limn→∞ .
n
Solution:
lnx
Let f (x) = and note that
x
lnx (lnx)′
lim = lim
x→∞ x x→∞ x ′
1
x
= lim = 0,
x→∞ 1
lnn
and f (n) = . Hence,
n
lnn
lim = 0.
n→∞ n

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Sequence Series Convergence of series Power series

lnn
Evaluate limn→∞ .
n
Solution:
lnx
Let f (x) = and note that
x
lnx (lnx)′
lim = lim
x→∞ x x→∞ x ′
1
x
= lim = 0,
x→∞ 1
Is the sequence an = (−1)n conver-
lnn
and f (n) = . Hence, gent or divergent?
n
Answer: The limit does not exist.
lnn Divergent.
lim = 0.
n→∞ n

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Sequence Series Convergence of series Power series

Exercises

Exercises 3-8 on page 724 Jame Stewart.


Exercises 23-36 on page 724 Jame Stewart.

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Sequence Series Convergence of series Power series

Monotonic and bounded sequences


Definition
A monotonic sequence {an } is a sequence that either is increasing if an < an+1 for
all n ≥ 1, or decreasing if an > an+1 for all n ≥ 1.
Note that an increasing sequence may be written as:

a1 < a2 < a3 < . . . < an < an+1 < ...

and a decreasing sequence may be written as:

a1 > a2 > a3 > . . . > an > an+1 > ...

1
Example: {n + 2} is creasing while is decreasing because
n
1 1
> .
n n+1
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Sequence Series Convergence of series Power series

Definition
A sequence is bounded above if there is a number M such that

an ≤ M, for all n ≥ 1.

It is bounded below if there is a number M such that

an ≥ M, for all n ≥ 1.

If it is bounded above and below, then is a bounded sequence.


Example: The sequence an = n is bounded below but not above.
n
The sequence an = is bounded because 0 ≤ an ≤ 1 for all n.
n+1

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Sequence Series Convergence of series Power series

Lemma
▶ If {an } is convergent, then it is bounded.
▶ If {an } is increasing sequence and bounded above, then it is convergent.
▶ Likewise, a decreasing sequence that is bounded below is convergent.

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Sequence Series Convergence of series Power series

Example

Investigate the sequence {an } defined by

1
a1 = 2, an+1 = (an + 6) ∀n ≥ 1.
2
Solution: We begin by computing the first several terms:
1 1
a1 = 2 a2 = (2 + 6) = 4 a3 = (4 + 6) = 5
2 2
a4 = 5.5 a5 = 5.75 a6 = 5.875

It seems that an converges to 6. Now, let’s confirm this conclusion.

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Sequence Series Convergence of series Power series

Example
Investigate the sequence {an } defined by

1
a1 = 2, an+1 = (an + 6) ∀n ≥ 1.
2
Let’s confirm this conclusion.
▶ Check an ≤ 6 for all n ≥ 1.
▶ Verify an is increasing and hence it has a limit, L.
▶ Show
1
lim an+1 = ( lim an + 6).
n→∞ 2 n→∞
Hence,
1
L = (L + 6).
2

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Sequence Series Convergence of series Power series

Exercises

Exercises: 72-78 and 79-82 on page 725 Jame Stewart.

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Sequence Series Convergence of series Power series

Overview

1 Sequence

2 Series
Infinite series
Geometric series
Test for divergence
Properties of series

3 Convergence of series

4 Power series

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Sequence Series Convergence of series Power series

Infinite series
Let sn denote the nth partial sum of a sequence an
n
X
sn = ai = a1 + a2 + ... + an .
1

This sequence may have its own limit, denoted, s (i.e., limn→∞ sn = s). We write

X
ai = a1 + a2 + a3 + ... + an + ... = s,
1
P
where the first expression is called a infinite series (or just a series) (shorten, ai ), and
s is called the sum of the series; say the series is convergent.
Otherwise, if sn has no limit, the series is divergent.

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Sequence Series Convergence of series Power series

Examples

P
Let an = n, evaluate an .
Solution:
The partial sum of the sequence sn is

n(n + 1)
sn = .
2
It becomes very large as n increases. There-
fore, sn does not have a limit and hence the
series is divergent.

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Sequence Series Convergence of series Power series

Examples
1
an = n is convergent or diver-
2
gent?
P
Let an = n, evaluate an .
Solution: Answer:
The partial sum of the sequence sn is n
X 1 1
n(n + 1) sn = n
= 1 − n.
sn = . 2 2
1
2
These partial sums become closer
It becomes very large as n increases. There- and closer to 1 as n becomes larger
fore, sn does not have a limit and hence the and larger. Then,
series is divergent.
X 1
= 1.
2n

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Sequence Series Convergence of series Power series

Note: a series does not change if we suppress a finite number of terms i.e.,

X ∞
X
ai = a1 + a2 + ... + an + ai .
1 n+1

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Sequence Series Convergence of series Power series

Geometric series

The geometric series



X
ar n−1 = a + ar + ar 2 + ar 3 + ..., a ̸= 0.
1

is convergent if |r | < 1. Furthermore,



X a
ar n−1 = .
1−r
1

If |r | ≥ 1, the geometric series is divergent.

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Sequence Series Convergence of series Power series

Examples

Example 1: Find the sum of the geometric series


10 20 40
5− + − + ...
3 9 27
Response We have a = 5, r = −2/3. Since |r | < 1, it follows from ?, the series is
convergent with the sum
10 20 40 5
5− + − + ... = = 3.
3 9 27 1 − (− 32 )

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Sequence Series Convergence of series Power series

P 2n 1−n
Example 2: Is the series 2 3 convergent?
Response: We rewrite that the nth term of the series in the form
4n  4 n−1
22n 31−n = = 4 .
3n−1 3
Therefore the series is a geometric series with a = 4 and r = 4/3 > 1 so it is divergent.
Exercises: 17-26 on page 735 Jame Stewart.

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Sequence Series Convergence of series Power series

Test for divergence

Theorem P
If the series an is convergent, then limn→∞ an = 0. Conversely, if limn→∞ an does
not exist or if limn→∞ an ̸= 0, then the series is divergent.

Proof.
Since sn = a1 + a2 + a3 + ... + an , then

an = sn − sn−1 .

Passing the limit


lim an = lim sn − lim sn−1 = 0.
n→∞ n→∞ n→∞

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Sequence Series Convergence of series Power series

P∞ n2
Example Show that the series i 5n2 +4
diverges?
Answer:

n2 1 1
lim an = lim 2
= lim 4
= ̸= 0.
n→∞ n→∞ 5n + 4 n→∞ 5 + 2 5
n
So the series is divergent.

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Sequence Series Convergence of series Power series

Properties of series
If ∞ ∞
P P
1 an and 1 bn are convergent series and α, β are constants, then the following
series are convergent and

X ∞
X ∞
X
(αan + βbn ) = α an + β bn .
1 1 1
P∞  3 1
Example: Find the sum of the series 1 + n .
n(n + 1) 2
P∞ 1
Solution. The series 1 is a geometric series with a = 1/2 and r = 1/2, so
2n
∞ 1
X 1 a 2
= = 1
= 1.
2n 1−r 1 − 2
1
∞  ∞ ∞
X 3 1 X 1 X 1
+ n =3 + = 3 ∗ 1 + 1 = 4.
n(n + 1) 2 n(n + 1) 2n
1 1 1

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Sequence Series Convergence of series Power series

Exercises

Exercises: 27-42 on page 735 Jame Stewart.

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Sequence Series Convergence of series Power series

Overview

1 Sequence

2 Series

3 Convergence of series
Testing with integral
Comparison test
The Ratio test

4 Power series

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Sequence Series Convergence of series Power series

Testing with integral

We start with the investigation of the series



X 1 1 1
= 1 + 2 + 2 + ...
i2 2 3
1

There’s no simple formula for the sum of the


first terms, sn .
However, the table of approximate values
suggests that sn tends to 1.64 as n → ∞.

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Sequence Series Convergence of series Power series

∞ Z ∞
X 1 1
2
= the sum of the areas of the rectangles ≤ 1 + dx = 1 + 1.
i 1 x2
1

Thus sn are bounded. Note sn are increasing (because all the terms are positive).
Therefore the partial sums converge and so the series is convergent with s < 2.

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Sequence Series Convergence of series Power series

The integral test

Suppose f is a continuous, positive, decreasing function on [1, +∞) and let an = f (n).
▶ If 1∞ f (x)dx is convergent, then so is ∞
R P
an .
R∞ P 1
▶ If 1 f (x)dx diverges, then so does ∞ 1 an .
Note:
▶ When applying the integral test, it is not necessary to start the series or the
integral at n = 1.
▶ The function f needs to be decreasing only for x larger than some number N.

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Sequence Series Convergence of series Power series

Examples


X Lnn
X 1 .
. n
n2 + 1 1
1
1 f (x) = lnx
x is positive and continu-
f (x) = is continuous, positive, and de-
x 2 +1 ous for x > 1; and
creasing on [1, +∞), and
x(1/x) − lnx 1 − lnx
f ′ (x) =
Z ∞ Z t
1 1 2
= .
dx = lim dx x x2
x 2+1 t→∞ x 2+1
1 1
So f is decreasing when x > e.
= lim tan−1 x |t1
t→∞ Z ∞ Z t
 π lnx lnx
= lim tan−1 t − dx = lim dx
t→∞ 4 1 x t→+∞ 1 x
π π π
= − = . ln2 x
2 4 4 = lim |t1
t→∞ 2

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Sequence Series Convergence of series Power series

The p−series

Using the integral test, we conclude that: ∞


P 1
1 np is convergent if p > 1 and is divergent
if p ≤ 1.
Applications
The series

X 1
n3
1

is convergent since p = 3 > 1. On the other hand, the series is divergent because p < 1

X 1
1/3
.
1
n

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Sequence Series Convergence of series Power series

Comparison test
P P
Suppose that an and bn are series with positive terms.
▶ If
P P
b is convergent and an ≤ bn , then a is also convergent.
P n P n
▶ If bn is divergent and an ≥ bn , then an is also divergent.
Note
▶ The second series is often chosen to be a p-series or a geometric series.
▶ We only need to compare the nth terms of the two series only for n ≥ N, where N
is some suitable integer.
Example 1:
5 5
2
≤ 2.
2n + 4n + 3 2n
P 5 P 5
As 2n 2 is convergent (thanks to the p-series), then 2n2 +4n+3
is convergent.
Example 2:
lnn 1
> n ≥ 3.
n n
P1 P lnn
Besides, n is divergent, so n is divergent.
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Sequence Series Convergence of series Power series

The limit comparison test

P P
Suppose that an and bn are series with positive terms. If
an
lim =c
n→∞ bn
where c is a finite number and c > 0, then either both series converge or both diverge.
P 1
Example: Test the series for convergence or divergence?
2n − 1
1 1
Choose an = n and bn = n .
2 −1 2

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Sequence Series Convergence of series Power series

The Ratio test

Theorem a
▶ If limn→∞ n+1 = L < 1, then the series ∞
P
1 an is absolutely convergent (i.e.,
P∞ an
1 |an | is convergent).
a a
▶ If limn→∞ n+1 = L > 1 or limn→∞ n+1 = ∞, then the series ∞
P
1 an is
an an
divergent.
a
▶ limn→∞ n+1 = 1, the Ratio Test is inconclusive; that is, no conclusion can be
an
drawn about the convergence or divergence of ∞
P
1 an .

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Sequence Series Convergence of series Power series

n3
(−1)n n for absolute convergence.
P
Test the series
3
n3
Solution We use the Ratio test with an = (−1)n n ,
3
a
n+1 (n + 1)3 3n (n + 1)3 3n
= (−1)n+1 n+1 ∗ (−1)n 3 = ∗ 3
an 3 n 3n+1 n

1 n+1 3 1 1 3 1
= ( ) = (1 + ) → < 1 as n → ∞.
3 n 3 n 3
Thus, the given series is absolutely convergent and therefore convergent.

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Sequence Series Convergence of series Power series

The root test

Theorem

▶ If limn→∞ n|an | = L < 1, the series
P
an is absolutely convergent.
√ √
▶ If limn→∞ n|an | = L > 1 or limn→∞ n|an | = ∞, the series
P
an is divergent.

▶ If limn→∞ n|an | = 1, the Root Test is inconclusive.

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Sequence Series Convergence of series Power series

Exercises

Exercises: 3-8 page 744 and 9-26 745 Jame Stewart.


Exercises: 3-33 page 750 Jame Stewart.

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Sequence Series Convergence of series Power series

Overview

1 Sequence

2 Series

3 Convergence of series

4 Power series
Radius of convergence, interval of convergence
Taylor series
Application: computing integrals of a non-elementary antiderivative

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Sequence Series Convergence of series Power series

Power series

A power series is a series of the form



X
cn x n = c0 + c1 x + c2 x 2 + c3 x 3 + ... (3)
1

where x is a variable and the cn ’s are constants called the coefficients of the series.
For each fixed x, the series is a series of constants that we can test for convergence or
divergence. The sum of the series is a function

f (x) = c0 + c1 x + c2 x 2 + c3 x 3 + ... (4)

whose domain is the set of all x for which the series converges.

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Sequence Series Convergence of series Power series

For instance, if we take cn = 1 for all n, the power series becomes the geometric series

X
x n = 1 + x + x 2 + ... + x n + ...
0

which converges when −1 < x < 1 and diverges when |x| > 1.
More generally a series of the form

X
cn (x − a)n = c0 + c1 (x − a) + c2 (x − a)2 + ...
0

is called a power series in x − a or a power series centered at a or a power series


about a.

Nguyen Van Hoi University of Information Technology 46 / 58


Sequence Series Convergence of series Power series

Overview

1 Sequence

2 Series

3 Convergence of series

4 Power series
Radius of convergence, interval of convergence
Taylor series
Application: computing integrals of a non-elementary antiderivative

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Sequence Series Convergence of series Power series

Radius of convergence, interval of convergence

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

Note: By convention, the radius of convergence is R = 0 in the case 1 and R = ∞ in


the case 2.

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Sequence Series Convergence of series Power series

Definition
The interval of convergence of a power series is the interval that consists of all values
of x for which the series converges.
▶ The inequality |x − a| < R can be rewritten as a − R < x < a + R. When x is an
endpoint of the interval, that is, x = a ± R, anything can happen: Thus in case
(iii) there are four possibilities for the interval of convergence:

(a − R, a + R), [a − R, a + R), (a − R, a + R], [a − R, a + R].

▶ In general, the Ratio Test (or sometimes the Root Test) should be used to
determine the radius of convergence. The Ratio and Root Tests always fail when
is an endpoint of the interval of convergence, so the endpoints must be checked
with some other test.

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Sequence Series Convergence of series Power series

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Sequence Series Convergence of series Power series

Find the radius of convergence and interval of convergence of the series



X (−3)n x n
√ .
0
n+1

(−3)n x n
Solution: Let an = √
n+1
, then one has
√ r
n+1 (−3)n+1 x n+1
a n + 1 n + 1
= √ ∗ = − 3x
an (−3)n x n n+2

n+2
s
1 + (1/n)
=3 |x| → 3|x| as n → ∞.
1 + (2/n)

Therefore, the series converges if 3|x| < 1 and diverges if 3|x| > 1. Thus it converges
if |x| < 31 and diverges if |x| > 31 . So the radius of convergence is R = 31 .

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Sequence Series Convergence of series Power series

Taylor series

We start by supposing that is any function f that can be represented by a power series

f (x) = c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + c4 (x − a)4 .... |x − a| < R.

One gets
▶ f (a) = c0 ,
▶ f ′ (x) = c1 + 2c2 (x − a) + 3c3 (x − a)2 + 4c4 (x − a)3 ..., then f ′ (a) = c1 .
▶ f ′′ (x) = 2c2 + 2.3c3 (x − a) + 3.4c4 (x − a)2 + ..., then f ′′ (a) = 2c2 .
▶ f ′′′ (x) = 2.3c3 + 2.3.4c4 (x − a) + ..., then f ′′′ (a) = 2.3c3 .
In general, one gets
f (n) = n!cn

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Sequence Series Convergence of series Power series

Theorem
If f has a power series representation (expansion) at a, that is, if

f (x) = c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + c4 (x − a)4 + .... |x − a| < R.

then its coefficients are given by the formula

f (n)
cn = .
n!
The series is called the Taylor series of the function f at a (or about a or centered
at a). If a = 0, it is given the special name Maclaurin series.

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Sequence Series Convergence of series Power series

Find the Maclaurin series of the function f (x) = e x and its radius of convergence.
Solution: Since f (n) (x) = e x , then f (n) (0) = 1 for all n ≥ 1. Therefore the Maclaurin
series for at 0 is

x
X xn x x2 x3
x = =1+ + + + ...
n! 1! 2! 3!
0
xn
To find the radius of convergence we let an = n! . Then

n+1 x n+1 |x|


a n!
= ∗ = →0<1
an (n + 1)! x n n+1

so, by the Ratio Test, the series converges for all x with R = ∞.

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Sequence Series Convergence of series Power series

Theorem
If f has derivatives of all orders, let’s define
n
X f (n)
Tn (x) = (x − a)n and Rn (x) = f (x) − Tn (x).
n!
0

If
lim Rn (x) = 0
n→∞

for |x − a| < R, then f is equal to the sum of its Taylor series on the interval
|x − a| < R.
Theorem
if |f (n+1) (x)| ≤ M for |x − a| ≤ d, then

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

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Sequence Series Convergence of series Power series

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Sequence Series Convergence of series Power series

Application: computing integrals of a non-elementary antiderivative


Taylor series enables us to integrate functions that we couldn’t previously handle.
Examples:
Z
2
e −x dx

Solution

2
X (−x 2 )n x2 x4 x6
e −x = =1− + − + ...
n! 1! 2! 3!
0

x2 x4 x6
Z Z  
2
e −x dx = −
+ − + ... dx
1! 2! 3!
x 3 x5 x7
=C + x − + − + ...
3 ∗ 1! 6! ∗ 2! 8 ∗ 3!
This series converges for all x because the original series converges for all x.
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Sequence Series Convergence of series Power series

R1 2
Exercise Find 0 e −x dx correct to within an error of 0.0001.

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