Lecture - Notes - DE&Series-Chapter 1

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DIFFERENTIAL EQUATIONS AND SERIES

(MI1046)
TUAN ANH DAO
SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS
HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Chapter 1: SERIES
1 INFINITE SERIES
2 SERIES OF NONNEGATIVE TERMS
3 SERIES OF SIGN-CHANGING TERMS
4 SERIES OF FUNCTIONS
5 POWER SERIES
6 FOURIER SERIES

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Chapter 1: SERIES
Lesson 1: INFINITE SERIES

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Lesson 1: Infinite series

I. Some definitions
Let {an }∞
n=1 be a given sequence. The formal sum
a1 + a2 + · · · + an + · · ·
∞
X
is called an infinite series, denoted by an . Then,
n=1

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I. Some definitions
Let {an }∞
a1 + a2 + · · · + an + · · ·
∞
X
n=1
• an : general term.

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I. Some definitions
Let {an }∞
a1 + a2 + · · · + an + · · ·
∞
X
n=1
• Sn = a1 + a2 + · · · + an : n-th partial sum.

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I. Some definitions
Let {an }∞
a1 + a2 + · · · + an + · · ·
∞
X
n=1
∞
X
• If there exists lim Sn = S < ∞, then we say that an is convergent
n→∞
n=1
∞
X ∞
X
and its sum equals to S, i.e. an = S. Otherwise, we say that an
n=1 n=1
∞
X
is divergent, i.e. an = ∞.
n=1

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I. Some definitions
Let {an }∞
a1 + a2 + · · · + an + · · ·
∞
X
n=1
∞
X
• If there exists lim Sn = S < ∞, then we say that an is convergent
n→∞
n=1
∞
X ∞
X
and its sum equals to S, i.e. an = S. Otherwise, we say that an
n=1 n=1
∞
X
is divergent, i.e. an = ∞.
n=1
• Rn = S − Sn : n-th remainder. If the series converges, then lim Rn = 0.
n→∞
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II. Examples
Check the convergence/divergence of the following series and calculate
their sum (If any):
X∞
1) a.q n−1 , với a 6= 0 (Geometric series).
n=1
Hints: Let’s divide our consideration into |q| < 1, |q| = 1, |q| > 1.
∞ ∞
X 1 X 1
2) 3) 2
.
n=1
n(n + 1) n=1
n
∞
X 1
4) (Harmonic series).
n=1
n
Hints: Let’s consider Sn với n > 2m+1 or S2n − Sn .

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III. Fundamental properties of infinite series
∞
X
• If an converges, then lim an = 0.
n→∞
n=1

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∞
X
n→∞
n=1
∞
X
• However, if lim an = 0, then an is either convergent and
n→∞
n=1
divergent.
∞
X 1 1
Examples: is convergent lim =0
n=1
n(n + 1) n→∞ n(n + 1)
∞
X 1 1
is divergent lim =0
n=1
n n→∞ n

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∞
X
n→∞
n=1
∞
X
n→∞
n=1
divergent.
∞
X 1 1
n=1
n(n + 1) n→∞ n(n + 1)
∞
X 1 1
is divergent lim =0
n=1
n n→∞ n
X∞
• If lim an 6= 0 or ∃ lim an , then an diverges.
n→∞ n→∞
n=1

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∞
X
n→∞
n=1
∞
X
n→∞
n=1
divergent.
∞
X 1 1
n=1
n(n + 1) n→∞ n(n + 1)
∞
X 1 1
is divergent lim =0
n=1
n n→∞ n
X∞
• If lim an 6= 0 or ∃ lim an , then an diverges.
n→∞ n→∞
n=1
∞ ∞
X 2n − 1 X
Examples: a) , b) (−1)n .
n=1
3n + 2 n=1
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• The convergent/divergent property of an infinite series does not change
if we remove the finite number of first terms. This means
∞
X ∞
X
an converges/diverges ⇔ an converges/diverges (M > 1).
n=1 n=M

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∞
X ∞
X
n=1 n=M
∞
X ∞
X
• If an = S1 and bn = S2 , then for all α, β ∈ R it holds
n=1 n=1
∞
X
(αan + βbn ) = αS1 + βS2 .
n=1

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∞
X ∞
X
n=1 n=M
∞
X ∞
X
• If an = S1 and bn = S2 , then for all α, β ∈ R it holds
n=1 n=1
∞
X
(αan + βbn ) = αS1 + βS2 .
n=1
Exercises: Let us determine convergence/divergence of the following

series: √
∞ ∞ ∞
X 2n + 1 X n + 2 n X n − 1 n
a) b) c) .
n=1
n2 (n + 1)2 n=1
n+1 n=1
n+3
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Chapter 1: SERIES
Lesson 2:
SERIES OF NONNEGATIVE TERMS

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Lesson 2: Series of nonnegative terms

∞
X
• Definition: an is called a nonnegative series if
n=1
an ≥ 0, ∀n ≥ 1.

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∞
X
n=1
an ≥ 0, ∀n ≥ 1.
∞
X
• Remark: A nonnegative series an is convergent ⇔ Sn is bounded.
n=1

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∞
X
n=1
an ≥ 0, ∀n ≥ 1.
∞
X
n=1
I. Comparison tests
∞
X ∞
X
1. First test: Let an and bn be two nonnegative series satisfying
n=1 n=1
an ≤ bn for any n ≥ n0 ∈ N.
∞
X ∞
X ∞
X ∞
X
Then, • bn con. ⇒ an con. • an div. ⇒ bn div.
n=1 n=1 n=1 n=1

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∞
X
n=1
an ≥ 0, ∀n ≥ 1.
∞
X
n=1
I. Comparison tests
∞
X ∞
X
1. First test: Let an and bn be two nonnegative series satisfying
n=1 n=1
an ≤ bn for any n ≥ n0 ∈ N.
∞
X ∞
X ∞
X ∞
X
Then, • bn con. ⇒ an con. • an div. ⇒ bn div.
n=1 n=1 n=1 n=1
∞ ∞
X 1 X 1
Examples: a) n
b) .
n=1
2 +1 n=1
1 + ln n
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∞
X
2. Second test: (Limit-Comparison/Quotient test) Let an and
n=1
∞
X an
bn be two nonnegative series fulfilling lim = k ∈ (0, ∞).
n→∞ bn
n=1
∞
X ∞
X
Then, an and bn are the same situation (con./div.).
n=1 n=1

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∞
X
n=1
∞
X an
n→∞ bn
n=1
∞
X ∞
X
n=1 n=1
∞ 2 ∞
X n −1 X 1 + 2n
Examples: a) √ b) .
n=1
n5 + n n=1
3n − 2n

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∞
X
n=1
∞
X an
n→∞ bn
n=1
∞
X ∞
X
n=1 n=1
∞ 2 ∞
X n −1 X 1 + 2n
n=1
n5 + n n=1
3n − 2n
Remarks:
• If k = 1, then we write an ∼ bn .
∞
X X∞ ∞
X ∞
X
• If k = 0, then bn con. ⇒ an con., an div. ⇒ bn div.
n=1 n=1 n=1 n=1
X∞ X∞ X∞ ∞
X
• If k = ∞, then an con. ⇒ bn con., bn div. ⇒ an
n=1 n=1 n=1 n=1
div.
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II. Some of other typical tests
∞
X
1. D’Alembert test, Cauchy test: Let an be a positive series
n=1
enjoying
an+1 √
lim = ` (D’Alembert) or lim n
an = ` (Cauchy).
n→∞ an n→∞
∞
X ∞
X
Then, •`<1⇒ an con. •`>1⇒ an div.
n=1 n=1

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∞
X
n=1
enjoying
an+1 √
an = ` (Cauchy).
n→∞ an n→∞
∞
X ∞
X
n=1 n=1
Examples:
∞ ∞ ∞ ∞
X 2n X 3n n! X 3n2 − 1 n X n + 2 n(n+4)
a) b) c) d) .
n=1
(n + 1)! n=1
nn n=1
2n2 − n + 1 n=1
n+3

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∞
X
n=1
enjoying
an+1 √
an = ` (Cauchy).
n→∞ an n→∞
∞
X ∞
X
n=1 n=1
Examples:
∞ ∞ ∞ ∞
X 2n X 3n n! X 3n2 − 1 n X n + 2 n(n+4)
a) b) c) d) .
n=1
(n + 1)! n=1
nn n=1
2n2 − n + 1 n=1
n+3
Pay attention: If ` = 1, then these tests fail.

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Question: Whether there exists a relation between

Z ∞ Z b ∞
X n
X
f (x)dx = lim f (x)dx and an = lim ak ?
1 b→∞ 1 n→∞
n=1 k=1

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Z ∞ Z b ∞
X n
X
1 b→∞ 1 n→∞
n=1 k=1
2. Integral test: If the function f (x) is continuous, positive, decreasing

on [1, ∞) such that f (n) = an , then
Z ∞ ∞
X
f (x)dx and an are either both con. or both div.
1 n=1

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Z ∞ Z b ∞
X n
X
1 b→∞ 1 n→∞
n=1 k=1
2. Integral test: If the function f (x) is continuous, positive, decreasing

on [1, ∞) such that f (n) = an , then
Z ∞ ∞
X
f (x)dx and an are either both con. or both div.
1 n=1
∞ ∞
X 1 X 1
Examples: a) √ b) s
với s ∈ R (Riemann series).
n=2
n ln n n=1
n

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Chapter 1: SERIES
Lesson 3:
SERIES OF SIGN-CHANGING TERMS

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Lesson 3: Series of sign-changing terms
I. Absolute convergence and Conditional convergence

∞
X
1. Definition: Let an be a series of sign-changing terms. Then,
n=1
∞
X ∞
X
• an is called to be absolutely convergent if |an | converges.
n=1 n=1

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∞
X
n=1
∞
X ∞
X
n=1 n=1
X∞ ∞
X
• an is called to be conditionally convergent if |an | diverges
n=1 n=1
∞
X
and an converges.
n=1

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∞
X
n=1
∞
X ∞
X
n=1 n=1
X∞ ∞
X
• an is called to be conditionally convergent if |an | diverges
n=1 n=1
∞
X
and an converges.
n=1
∞ ∞
X sin n X (−1)n
n=1
n3 + 1 n=1
n

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∞
X ∞
X
2. Theorem: If an is absolutely convergent, then an converges.
n=1 n=1

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∞
X ∞
X
n=1 n=1
3. Remarks:
∞
X ∞
X
• If |an | diverges, then an is either convergent or divergent.
n=1 n=1

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∞
X ∞
X
n=1 n=1
3. Remarks:
∞
X ∞
X
n=1 n=1
∞ ∞
X 1 X (−1)n
n=1
n+1 n=1
n

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∞
X ∞
X
n=1 n=1
3. Remarks:
∞
X ∞
X
n=1 n=1
∞ ∞
X 1 X (−1)n
n=1
n+1 n=1
n
∞
X ∞
X
• If |an | diverges by D’Alembert test or Cauchy test, then an
n=1 n=1
diverges.

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∞
X ∞
X
n=1 n=1
3. Remarks:
∞
X ∞
X
n=1 n=1
∞ ∞
X 1 X (−1)n
n=1
n+1 n=1
n
∞
X ∞
X
• If |an | diverges by D’Alembert test or Cauchy test, then an
n=1 n=1
diverges.
|an+1 | p
• D’Alembert/Cauchy test: lim = ` or lim n |an | = `, they hold
|an |
n→∞ n→∞
∞
X ∞
X X∞ ∞
X
i) ` < 1 ⇒ |an |, an con. ii) ` > 1 ⇒ |an |, an div.
n=1 n=1 n=1 n=1

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II. Alternating series
∞
X
1. Definition: An alternating series is (−1)n−1 an with an > 0, ∀n ≥ 1.
n=1

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∞
X
n=1
∞
X
• Remark: (−1)n an with an > 0, ∀n ≥ 1 is also an alternating
n=1
series.

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∞
X
n=1
∞
X
n=1
series.
2. Leibniz test: If {an }∞
n=1 is positive, decreasing and lim an = 0, then
n→∞
∞
X ∞
X
(−1)n−1 an converges and (−1)n−1 an ≤ a1 .
n=1 n=1

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∞
X
n=1
∞
X
n=1
series.
2. Leibniz test: If {an }∞
n=1 is positive, decreasing and lim an = 0, then
n→∞
∞
X ∞
X
(−1)n−1 an converges and (−1)n−1 an ≤ a1 .
n=1 n=1
Examples: Check the absolute/conditional convergence of the following

series:
∞ ∞
X 1 X 1
a) (−1)n−1 , b) (−1)n−1 tan √ .
n=1
n n=1
n n
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III. Properties of absolutely/conditionally convergent series
• If a given series is absolutely convergent with the sum S, the its

terms can be rearranged/grouped in any order without changing the
sum S.

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sum S.
• If a given series is conditionally convergent, then its terms can be
suitably rearranged/grouped to give a new series which may be
divergent or convergent to any desired sum.

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sum S.
X ∞ ∞
X
• Product of two series: Let an and bn be two give series.
n=1 n=1
∞
X ∞
X ∞
X n
X
Then, an bn = cn where cn = ak bn+1−k .
n=1 n=1 n=1 k=1

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sum S.
X ∞ ∞
X
• Product of two series: Let an and bn be two give series.
n=1 n=1
∞
X ∞
X ∞
X n
X
Then, an bn = cn where cn = ak bn+1−k .
n=1 n=1 n=1 k=1
∞
X ∞
X ∞
X
Property: If |an | = S1 and |bn | = S2 , then |cn | = S1 S2 .
n=1 n=1 n=1

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Chapter 1: SERIES
Lesson 4: SERIES OF FUNCTIONS

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Lesson 4: Series of functions

I. Basic concepts
1. Definition: Let {un (x)}∞

n=1 be a given sequence of functions defined
on a X . The infinite sum
u1 (x) + u2 (x) + · · · + un (x) + · · ·

∞
X
is called a series of functions, denoted by un (x).
n=1

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I. Basic concepts

u1 (x) + u2 (x) + · · · + un (x) + · · ·

∞
X
is called a series of functions, denoted by un (x). Then,
n=1
∞
X ∞
X
• un (x) converges at x0 ∈ X ⇔ un (x0 ) converges.
n=1 n=1
X∞ ∞
X
• un (x) diverges at x0 ∈ X ⇔ un (x0 ) diverges.
n=1 n=1

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I. Basic concepts

u1 (x) + u2 (x) + · · · + un (x) + · · ·

∞
X
is called a series of functions, denoted by un (x). Then,
n=1
∞
X ∞
X
• un (x) converges at x0 ∈ X ⇔ un (x0 ) converges.
n=1 n=1
X∞ ∞
X
• un (x) diverges at x0 ∈ X ⇔ un (x0 ) diverges.
n=1 n=1
∞
X
• The set of all x0 at which the series of functions un (x)
n=1
converges is called the domain of convergence.
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2. Examples: Determine the domain of convergence of the following
series of functions:
∞ ∞ ∞ ∞
X X 1 X xn X sin x + cos x
a) x n−1 b) c) d)
n=1 n=1
n x
n=1
n! n=1
n2 + x 2
∞ ∞ ∞
X (2n)!!x n X 22n+1 x n X n + sin x
e) f) g) sin
n=1
nn n=1
5n n=1
4n − 1

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∞ ∞ ∞ ∞
a) x n−1 b) c) d)
n=1 n=1
n x
n=1
n! n=1
n2 + x 2
∞ ∞ ∞
e) f) g) sin
n=1
nn n=1
5n n=1
4n − 1
3. Remarks:
∞
X
• The sum of un (x) is a function S(x), defined on its domain of
n=1
convergence.

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∞ ∞ ∞ ∞
a) x n−1 b) c) d)
n=1 n=1
n x
n=1
n! n=1
n2 + x 2
∞ ∞ ∞
e) f) g) sin
n=1
nn n=1
5n n=1
4n − 1
3. Remarks:
∞
X
• The sum of un (x) is a function S(x), defined on its domain of
n=1
convergence.
• For each x0 belonging to the domain of convergence, we call that
X∞
un (x) converges at the point x0 , this is, ∀ ε > 0 there exists
n=1
∃ n0 ∈ N such that
|Sn (x0 ) − S(x0 )| < ε ∀ n ≥ n0 .
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II. Uniform convergence
∞
X
1. Definition: The series of functions un (x) is called uniformly
n=1
convergent on a set D to the function S(x) if ∀ ε > 0 there exists
|Sn (x) − S(x)| < ε ∀ n ≥ n0 and ∀ x ∈ D.

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∞
X
n=1
|Sn (x) − S(x)| < ε ∀ n ≥ n0 and ∀ x ∈ D.
• Geometric meaning: For a sufficiently large n, Sn (x) belongs to
(S(x) − ε, S(x) + ε) ∀ x ∈ D.

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∞
X
n=1
|Sn (x) − S(x)| < ε ∀ n ≥ n0 and ∀ x ∈ D.
• Geometric meaning: For a sufficiently large n, Sn (x) belongs to
(S(x) − ε, S(x) + ε) ∀ x ∈ D.
2. Some tests for uniform convergence:
• Cauchy test:
X∞
un (x) is uniformly convergent on D ⇔ ∀ ε > 0 there exists
n=1
|Sp (x) − Sq (x)| < ε ∀ p ≥ q ≥ n0 and ∀ x ∈ D.
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• Weierstrass test: If the following assumptions are satisfied:

i) |un (x)| ≤ an ∀ n ≥ n0 and ∀ x ∈ D,
X∞
ii) an converges,
n=1
X∞
then un (x) is uniformly convergent on D.
n=1

,
• Weierstrass test: If the following assumptions are satisfied:

i) |un (x)| ≤ an ∀ n ≥ n0 and ∀ x ∈ D,
X∞
ii) an converges,
n=1
X∞
then un (x) is uniformly convergent on D.
n=1
Examples: Check the uniform convergence of the following series of
functions:
∞ ∞ ∞
X (−1)n−1 X cos nx X sin(cos nπx)
a) 2 + n2
b) n
c) √
n=1
x n=1
(n + 1)4 n=1
3
n4 + x 4
∞ ∞
X xn X 1 2x + 1 n
e) √ , x ∈ [−2, 2] f) , x ∈ [−1, 1]
n=1
n+1
2 n3n n=1
2n−1 x +2

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3. Properties of uniformly convergent series of functions:

• Continuity:
∞
X
If i) un (x) is uniformly convergent to S(x) on D,
n=1
ii) un (x) is continuous on D, ∀ n ≥ 1,
then S(x) is continuous D and
X∞ ∞
X
lim S(x) = lim un (x) = lim un (x), ∀ x0 ∈ D.
x→x0 x→x0 x→x0
n=1 n=1

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3. Properties of uniformly convergent series of functions:

• Continuity:
∞
X
If i) un (x) is uniformly convergent to S(x) on D,
n=1
ii) un (x) is continuous on D, ∀ n ≥ 1,
then S(x) is continuous D and
X∞ ∞
X
lim S(x) = lim un (x) = lim un (x), ∀ x0 ∈ D.
x→x0 x→x0 x→x0
n=1 n=1
∞
X1 x
Examples: a) Check the continuity of 2
arctan √ .
n=1
n n +2
b) Find the domain of convergence and calculate the sum of
∞ ∞
X X (−1)n−1
(2n + 1)x 2n and (x + 1)n .
n=1 n=1
n

,

• Integrability:
∞
X
If i) un (x) is uniformly convergent to S(x) on [a, b],
n=1
ii) un (x) is continuous on [a, b], ∀ n ≥ 1,
then S(x) is integrable on [a, b] and
Z b Z b X∞ ∞ Z
X b
S(x)dx = un (x) dx = un (x)dx.
a a n=1 n=1 a
• Differentiability:
∞
X
If i) un (x) is uniformly convergent to S(x) on (a, b),
n=1
ii) un (x) is continuously differentiable on (a, b), ∀ n ≥ 1,
∞
X
iii) un0 (x) converges uniformly on (a, b),
n=1
then S(x) is differentiable on (a, b) and

X∞ 0 X ∞
S 0 (x) = un (x) = un0 (x).
n=1 n=1
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Chapter 1: SERIES
Lesson 5: POWER SERIES

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Lesson 5: Power series

I. Power series and Radius of convergence
1. Definition: A power series is a series of functions in the form
X∞
an x n = a0 + a1 x + a2 x 2 + · · · + an x n + · · · ,
n=0
where an are constants and x is an unknown variable.

,

X∞
an x n = a0 + a1 x + a2 x 2 + · · · + an x n + · · · ,
n=0
X∞
• Examples: The power series xn = 1 + x + x2 + · · · + xn + · · ·
n=0
∞
X 1
converges if |x| < 1 and xn = , diverges if |x| ≥ 1.
n=0
1−x

,

X∞
an x n = a0 + a1 x + a2 x 2 + · · · + an x n + · · · ,
n=0
X∞
n=0
∞
X 1
n=0
1−x
∞
X
2. Abel’s theorem: If an x n converges at x0 6= 0, then it absolutely
n=0
converges at any x fulfilling |x| < |x0 |.

,

X∞
an x n = a0 + a1 x + a2 x 2 + · · · + an x n + · · · ,
n=0
X∞
n=0
∞
X 1
n=0
1−x
∞
X
2. Abel’s theorem: If an x n converges at x0 6= 0, then it absolutely
n=0
converges at any x fulfilling |x| < |x0 |.
X∞
• Remark: If an x n diverges at x0 , it also diverges at any x
n=0
satisfying |x| > |x0 |.
,

3. Radius of convergence:
• Definition: From Abel’s theorem, there exists a constant R
X∞
(0 ≤ R ≤ ∞) such that an x n converges absolutely on (−R, R)
n=0
and diverges on (−∞, −R) ∪ (R, ∞). Then, R is called the radius
of convergence and (−R, R) is called the interval of convergence of
the power series.

,

X∞
n=0
the power series.
|an+1 |
• How to compute: Assume that lim = ` or
n→∞ |an |
p
lim n |an | = `. Then,
n→∞
1



` if 0 < ` < +∞,
R= 0 if ` = +∞,


+∞ if ` = 0.


,

X∞
n=0
the power series.
|an+1 |
• How to compute: Assume that lim = ` or
n→∞ |an |
p
lim n |an | = `. Then,
n→∞
1



` if 0 < ` < +∞,
R= 0 if ` = +∞,


+∞ if ` = 0.

Examples:
∞ ∞ ∞
X n+2 n X (−1)n X n−1
a) x b) x 2n c) (x + 1)n .
Tuan Anh Dao, SAMI-HUST
n=1
3n n=1
(2n)! 4n
DIFFERENTIAL
n=1
EQUATIONS AND SERIES
,

II. Properties of power series
∞
X
Assume that R > 0 is the radius of convergence of an x n and denote
n=0
∞
X
S(x) = an x n với |x| < R.
n=0
Then,
X∞
• an x n is absolutely convergent on any [a, b] ⊂ (−R, R).
n=0

,

II. Properties of power series
∞
X
Assume that R > 0 is the radius of convergence of an x n and denote
n=0
∞
X
S(x) = an x n với |x| < R.
n=0
Then,
X∞
• an x n is absolutely convergent on any [a, b] ⊂ (−R, R).
n=0
• S(x) is continuous on (−R, R).
• S(x) is integrable on any [a, b] ⊂ (−R, R) and
Z b Z b X ∞ ∞ Z
X b
S(x)dx = an x n dx = an x n dx.
a a n=0 n=0 a
• S(x) is differentiable on (−R, R) and
X∞ 0 X∞
0
S 0 (x) = an x n = an x n .
n=0 n=1
,

Examples: Find the radius of convergence and calculate the sum of
∞ ∞
X 1 X
a) (x + 2)n b) (−1)n−1 (n + 1)(x − 1)n .
n=1
n n=1

,

∞ ∞
X 1 X
a) (x + 2)n b) (−1)n−1 (n + 1)(x − 1)n .
n=1
n n=1
III. Expansion of functions in power series

1. Definition: Let f (x) be a function defined on X . Then,
∞
X f (n) (x0 )
(x − x0 )n is called the Taylor series of f (x) at x0 ∈ X .
n=0
n!
∞
X f (n) (0) n
Moreover, if x0 = 0, then x is so-called the Maclaurin series
n=0
n!
of f (x).
2. Remarks:

,

∞ ∞
X 1 X
a) (x + 2)n b) (−1)n−1 (n + 1)(x − 1)n .
n=1
n n=1
III. Expansion of functions in power series

1. Definition: Let f (x) be a function defined on X . Then,
∞
X f (n) (x0 )
(x − x0 )n is called the Taylor series of f (x) at x0 ∈ X .
n=0
n!
∞
X f (n) (0) n
Moreover, if x0 = 0, then x is so-called the Maclaurin series
n=0
n!
of f (x).
2. Remarks:
∞
X f (n) (x0 )
• (x − x0 )n may converge or diverge. Even if it
n=0
n!
converges, its sum may not equal to f (x).
,
∞
X f (n) (x0 )
• If (x − x0 )n = f (x), then we say that the function f (x)
n=0
n!
is expandable as the Taylor series at x0 .
2. Conditions for a function to be expandable as the Taylor series:
Theorem: A function f (x) is expandable as the Taylor series at x0 if the

following conditions are satisfied:
• f (x) has derivatives of all orders on (x0 − R, x0 + R) for some
R > 0,
• There exists a constant M > 0 such that
(n)
f (x) ≤ M ∀ x ∈ (x0 − R, x0 + R).

,

Pay attention: The following Maclaurin series are very useful:
∞ ∞
1 X 1 X
• = xn and = (−1)n x n (R = 1).
1−x n=0
1 + x n=0
∞
X α(α − 1) · · · (α − n + 1)
• (1+x)α = 1+ x n, ∀ α ∈ R (R = 1).
n=1
n!
∞
X 1 n
• ex = x (R = +∞).
n=0
n!
∞ ∞
X (−1)n−1 2n−1 X (−1)n
• sin x = x ; cos x = 1 + x 2n (R = +∞).
n=1
(2n − 1)! n=1
(2n)!
∞ ∞
X (−1)n−1 X (−1)n−1
• ln(1+x) = x n; arctan x = x 2n−1 (R = 1).
n=1
n n=1
2n − 1

,

Pay attention: The following Maclaurin series are very useful:
∞ ∞
1 X 1 X
• = xn and = (−1)n x n (R = 1).
1−x n=0
1 + x n=0
∞
X α(α − 1) · · · (α − n + 1)
• (1+x)α = 1+ x n, ∀ α ∈ R (R = 1).
n=1
n!
∞
X 1 n
• ex = x (R = +∞).
n=0
n!
∞ ∞
X (−1)n−1 2n−1 X (−1)n
• sin x = x ; cos x = 1 + x 2n (R = +∞).
n=1
(2n − 1)! n=1
(2n)!
∞ ∞
X (−1)n−1 X (−1)n−1
• ln(1+x) = x n; arctan x = x 2n−1 (R = 1).
n=1
n n=1
2n − 1
Examples:
1−x
a) f (x) = b) f (x) = x cos2 x c) f (x) = ln(3 + x).
1+x
,
Chapter 1: SERIES
Lesson 6: FOURIER SERIES

,
Lesson 6: Fourier series

I. Trigonometric series and Fourier series
1. Trigonometric series
• Definition: A trigonometric series is a series of functions in the
form
∞
X
a0 + (an cos nx + bn sin nx) (1),
n=1
where a0 , an , bn with n ≥ 1 are constants and x is an unknown
variable.

,

form
∞
X
n=1
variable.
• Remarks:
X∞ ∞
X
i) Weierstrass test: If |an | and |bn | are convergent, then the
n=1 n=1
trigonometric series (1) absolutely, uniformly converges on R.

,

form
∞
X
n=1
variable.
• Remarks:
X∞ ∞
X
i) Weierstrass test: If |an | and |bn | are convergent, then the
n=1 n=1
trigonometric series (1) absolutely, uniformly converges on R.
ii) However, if the trigonometric series (1) converges, then we have
X∞ ∞
X
no conclusion of convergence/divergence of |an | and |bn |.
n=1 n=1

,

2. Fourier series
• Theorem: Let f (x) be a periodic function of period 2π. Assume
that f (x) is represented as a trigonometric series as follows:
∞
a0 X
f (x) = + (an cos nx + bn sin nx) ,
2 n=1
Z π
1
then a0 = f (x)dx,
π −π
1 π
Z
an = f (x) cos nx dx,
π −π
1 π
Z
bn = f (x) sin nx dx.
π −π

,

2. Fourier series
• Theorem: Let f (x) be a periodic function of period 2π. Assume
that f (x) is represented as a trigonometric series as follows:
∞
a0 X
f (x) = + (an cos nx + bn sin nx) ,
2 n=1
Z π
1
then a0 = f (x)dx,
π −π
1 π
Z
an = f (x) cos nx dx,
π −π
1 π
Z
bn = f (x) sin nx dx.
π −π
• Definition 1: The Fourier series (Fourier expansion) corresponding

∞
a0 X
to f (x) is given by + (an cos nx + bn sin nx) ,
2 n=1
where a0 , an , bn with n ≥ 1 are defined as these above.
,

• Remarks:
i) In general, the Fourier series of f (x) may converge or diverge.
ii) Even if it converges, the it may not converge to f (x).

,

• Remarks:
• Definition 2: If the Fourier series of f (x) converges to f (x), then
we say that f (x) is expandable as the Fourier series.

,

• Remarks:
• Definition 2: If the Fourier series of f (x) converges to f (x), then
we say that f (x) is expandable as the Fourier series.
3. Conditions for a function to be expandable as a Fourier series
• Dirichlet theorem: If the function f : R → R satisfies
i) f (x) is a 2π-periodic function,
ii) f (x) and f 0 (x) are piecewise continuous in [−π, π],
then the Fourier series corresponding to f (x) converges to

f (x) if x is a point of continuity of f (x),
f (x + 0) + f (x − 0)
 if x is a point of discontinuity of f (x),
2
where f (x + 0) = lim+ f (t) and f (x − 0) = lim− f (t).
t→x t→x
,
• Examples: Represent the following 2π-periodic functions as Fourier

series: (
−x if − π ≤ x < 0,
a) f (x) = x 2 , −π < x < π. b) f (x) =
1 if 0 ≤ x ≤ π.

,

series: (
−x if − π ≤ x < 0,
a) f (x) = x 2 , −π < x < π. b) f (x) =
1 if 0 ≤ x ≤ π.
II. Fourier expansion of several typical functions
1. Even/Odd, periodic functions with the period 2π
• Theorem:
2 π
Z
i) If f (x) is even, then an = f (x) cos nx dx, bn = 0.
π 0
2 π
Z
ii) If f (x) is odd, then an = 0, bn = f (x) sin nx dx.
π 0

,

series: (
−x if − π ≤ x < 0,
a) f (x) = x 2 , −π < x < π. b) f (x) =
1 if 0 ≤ x ≤ π.
II. Fourier expansion of several typical functions
1. Even/Odd, periodic functions with the period 2π
• Theorem:
2 π
Z
i) If f (x) is even, then an = f (x) cos nx dx, bn = 0.
π 0
2 π
Z
ii) If f (x) is odd, then an = 0, bn = f (x) sin nx dx.
π 0
• Example: Expand the following 2π-periodic functions as Fourier
series:
f (x) = |x|, −π ≤ x ≤ π.

,

2. Periodic funtions with the period 2T
• Theorem: If the function f : R → R satisfies
i) f (x) is a 2T -periodic function,
ii) f (x) and f 0 (x) are piecewise continuous in [−T , T ],
then the Fourier series of f (x) is given by
∞
a0 X nπx nπx
f (x) = + an cos + bn sin ,
2 n=1
T T
1 T
Z
where a0 = f (x)dx,
T −T
1 T 1 T
Z Z
nπx nπx
an = f (x) cos dx, bn = f (x) sin dx.
T −T T T −T T

,

2. Periodic funtions with the period 2T
• Theorem: If the function f : R → R satisfies
i) f (x) is a 2T -periodic function,
ii) f (x) and f 0 (x) are piecewise continuous in [−T , T ],
then the Fourier series of f (x) is given by
∞
a0 X nπx nπx
f (x) = + an cos + bn sin ,
2 n=1
T T
1 T
Z
where a0 = f (x)dx,
T −T
1 T 1 T
Z Z
nπx nπx
an = f (x) cos dx, bn = f (x) sin dx.
T −T T T −T T
• Examples: Expand the following periodic functions as Fourier
series:
a) f (x) = x 2 , −1 ≤ x ≤ 1, with the period 2.
b) f (x) = x, −2 ≤ x ≤ 2, with the period 4.

,

3. Arbitrary functions on [a, b]
Let f (x) be a function which is defined and piecewise continuous on
[a, b]. To expand f (x) as a Fourier series, we carry out the following
steps:
∗ Step 1: Construct a periodic function g (x) with the period
2T ≥ b − a such that
g (x) = f (x) for all [a, b],
∗ Step 2: Expand the function g (x) as a Fourier series.

,

steps:
Then, the Fourier series of g (x) is exactly the Fourier series of f (x) for
x ∈ [a, b].

,

steps:
x ∈ [a, b].
• Remarks: Since we have many ways to construct functions g (x) in
Step 1, there are many Fourier series to present the same function f (x)
in Step 2. If g (x) is even, then we call a Fourier cos series. If g (x) is
odd, then we call a Fourier sin series.

,

steps:
x ∈ [a, b].
• Remarks: Since we have many ways to construct functions g (x) in
Step 1, there are many Fourier series to present the same function f (x)
in Step 2. If g (x) is even, then we call a Fourier cos series. If g (x) is
odd, then we call a Fourier sin series.
• Examples: Expand the following functions as Fourier series:
x
a) f (x) = , 0 ≤ x ≤ 2. b) f (x) = 2x, 0 ≤ x ≤ 1.
2
,
The end
Thank you for your attention!

Lecture - Notes - DE&Series-Chapter 1

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DIFFERENTIAL EQUATIONS AND SERIES

TUAN ANH DAO

SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

2 SERIES OF NONNEGATIVE TERMS

3 SERIES OF SIGN-CHANGING TERMS

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: INFINITE SERIES

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 1: Infinite series

Exercises: Let us determine convergence/divergence of the following

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Lesson 2: Series of nonnegative terms

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Lesson 2: Series of nonnegative terms

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Pay attention: If ` = 1, then these tests fail.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Question: Whether there exists a relation between

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

Lesson 2: Series of nonnegative terms

Question: Whether there exists a relation between

2. Integral test: If the function f (x) is continuous, positive, decreasing

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES