Section 1.4.

Power Series
De…nition. The function de…ned by
X
1
f (x) = cn (x a)n (1)
n=0

= c0 + c1 (x a) + c2 (x a)2 + c3 (x a)3 + :::

is called a power series centered at x = a with coe¢ cient sequence fcn g1

n=0 :The
domain of this function consists of all real numbers x such that the power
series is convergent, i.e.,
( )
X1
n
D (f ) = x : cn (x a) is convergent :
n=0

Example 4.1. Some examples of power series:

X
1
f (x) = (n!) xn = 1 + x + (2!) x2 + (3!) x3 + (4!) x4 + :::
n=0
cn = n!; a = 0
X1
(x 3)n (x 3) (x 3)2 (x 3)3
g (x) = = + + + :::
n=1
n 1 2 3
1
cn = ; a=3
n
X
1
(x + 1)n (x + 1)2 (x + 1)3
h (x) = = 1 + (x + 1) + + + :::
n=0
n! 2! 3!
1
cn = ; a= 1:
n!
Interval of Convergence

We now use Ratio Test to study domain of power series (1). To this end,
we write, using the standard series notation
X
1 X
1
an = cn (x a)n
n=0 n=0

1
with
an = cn (x a)n
and compute
an+1 = cn+1 (x a)n+1
and
an+1 cn+1 (x a)n+1 cn+1
= n = jx aj :
an cn (x a) cn
So
an+1 cn+1 cn+1
lim = lim jx aj = lim jx aj :
n!1 an n!1 cn n!1 cn
De…ne a number R by

1 cn
R= = lim : (2)
cn+1 n!1 cn+1
lim
n!1 cn

(so that
cn+1 1
lim = ):
n!1 cn R
We call R the Radius of Convergence for the power series. It follows that

an+1 cn+1 jx aj
lim = lim jx aj = :
n!1 an n!1 cn R

By the Ratio Test, the power series is absolutely convergent if

an+1 jx aj
lim = < 1 or jx aj < R;
n!1 an R

and it is divergent if

an+1 jx aj
lim = > 1 or jx aj > R:
n!1 an R

In other words, if we draw a circle centered at a with radius R;then the power
series is absolutely convergent inside interval (a R; a + R) and divergent
outside the interval.

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 absolutely convergent inside (a-R, a+R) divergent outside

a-R a a+R

uncertain at endpoints: at each endpoint a-R or a+R,

x=a-R and x=a+R it could be convergent or divergent

However, at this point we know nothing about what would happen at the
endpoints x = a R and x = a + R:
Example 4.2. Find radius of convergence for the series in Example
4.1:
X
1
(a) f (x) = (n!) xn ; cn = n!; a = 0
n=0
X
1
(x 3)n 1
(b) g (x) = ; cn = ; a=3
n=1
n n
X1
(x + 1)n 1
(c) h (x) = ; cn = ; a = 1:
n=0
n! n!

Solution: (a) cn = n!; cn+1 = (n + 1)!;so

cn n! 1
R = lim = lim = lim = 0:
n!1 cn+1 n!1 (n + 1)! n!1 n+1
1 1
(b) cn = ; cn+1 = ;
n n+1
cn (n + 1)
R = lim = lim = 1:
n!1 cn+1 n!1 n
1 1
(c) cn = ; cn+1 = ;
n! (n + 1)!
cn (n + 1)!
R = lim = lim = lim (n + 1) = 1:
n!1 cn+1 n!1 n! n!1

3
 We summarize the above analysis as follows.
Theorem. Consider the power series
X
1
f (x) = cn (x a)n
n=0

and its Radius of Convergence, if exists,

cn
R = lim :
n!1 cn+1

There are three possibilities:

(1) If R = 0; then the power series is convergent only at x = a;
(2) If R = 1; then the power series is absolutely convergent for all x;and
thus f (x) is de…ned everywhere;
(3) If 0 < R < 1; then the power series is absolutely convergent for
jx aj < R;i.e.,
a R < x < a + R;
and is divergent for jx aj > R: It is not clear what happen when jx aj = R
or x = a R:
In short, the domain of the power series (1) is an interval with endpoints
x = a R. This interval could be an open interval, a closed interval, or half
open half closed interval, and is called Interval of Convergence.
Finding Interval of Convergence:
Step #1: …nd the radius of convergence R; and then write down an
interval of the form fa R; a + Rg
Step #2: check convergence of the series f (a R) and f (a + R) at two
endpoints x = a R and x a + R
Example 4.3. Find interval of convergence for
P
1 3n xn
(a) f (x) = p ;
n=0 n+1
1 n (x + 2)n
P
(b) g (x) = :
n=0 5n
Solution: (a) We know that a = 0; and we …rst …nd its radius of conver-
gence. To do so, write down

3n 3(n+1)
cn = p ; cn+1 = p ;
n+1 (n + 1) + 1

4
and calculate
p p
cn 3n n+2 1 n+2 1
R = lim = lim p = lim p = :
n!1 cn+1 n!1 n+1 3(n+1) n!1 3 n+1 3
We then write down the interval of the form
1 1
fa R; a + Rg = ;
3 3
that only indicates the interval of convergence is an interval with endpoints
1 1
and : It could be of any type: open interval, or closed interval, or a half
3 3
open interval. Thus,
1 1
interval of convergence has the form ; ;
3 3
where the type of interval needs to be determined. Next, we check each
endpoints.
1
At the left endpoint x = ;
3
n n
n 1 n n 1
1 3
X X1 3 ( 1) X1
1 3 3 ( 1)n
f = p = p = p :
3 n=0
n+1 n=0
n+1 n=0
n + 1

By Alternating Series Test, we …nd it convergent (but not absolutely conver-

gent).
1
At the right endpoint x = ;
3
n
n1
X1 3 X1 X
1
1 3 1 1
f = p = p = p :
3 n=0
n+1 n=0
n + 1 n=1 n
This is a divergent p-series. We thus conclude that
1 1
interval of convergence = [ ; ):
3 3
(b) We follow the same process to study
X
1
n (x + 2)n
g (x) = :
n=0
5n

5
In this case, a = 2;
n n+1
cn = n
; cn+1 = n+1 ;
5 5
n+1
cn n 5 5n
R = lim = lim n = lim = 5:
n!1 cn+1 n!1 5 n + 1 n!1 n + 1
So the interval of convergence has the form

fa R; a + Rg = f 7; 3g :

We next check convergence at endpoints. At x = 7;

X1
n ( 7 + 2)n X n ( 5)n X n ( 1)n 5n X
1 1 1
g ( 7) = n
= n
= n
= ( 1)n n:
n=0
5 n=0
5 n=0
5 n=0

This series is divergent (by Divergence Test). At x = 3;

X
1
n (3 + 2)n X
1
n (5)n X
1
g (3) = = = n
n=0
5n n=0
5n n=0

is obviously divergent. We conclude that

interval of convergence = ( 7; 3):

Derivatives and Integrals

Suppose that a power series

X
1
f (x) = cn (x a)n
n=0

has the radius of convergence R: Then

Theorem. Inside the interval of convergence, i.e.,

jx aj < R

we have

df (x) X X d2 f (x) X
1 1 1
0
= (cn (x a)n ) = ncn (x a)n 1
; = n (n 1) cn (x a)n 2
; :::
dx n=0 n=1
dx2 n=2

6
and
Z X
1 Z X 1
n cn
f (x) dx = cn (x a) dx = C+ (x a)n+1 ; C is an arbitrary constant.
n=0 n=0
n + 1

If c and d are inside the interval of convergence, i.e., jc aj ; jd aj < R;

then Z d Z d
X1
f (x) dx = cn (x a)n dx:
c n=0 c

Example 4.4. For each series, …nd the integral of convergence and
derivative and anti-derivative. Find also an explicit formula.
X
1 X
1
n
(a) f (x) = x ; (b) g (x) = 5n+1 x3n
n=0 n=0

Solution: (a) Since cn = 1; the radius of convergence

cn
R = lim = 1:
cn+1

Within the interval of convergence, i.e., ( 1; 1) ; we have

X
1 X
1
0 n 0
f (x) = (x ) = nxn 1

n=0 n=1
Z X1 Z X1 X1
xn+1 xn
f (x) dx = xn dx = +C = + C:
n=0 n=0
n + 1 n=1
n

Recall the geometric series

X
1
1
rn = i¤ jrj < 1:
n=0
1 r

Therefore
X
1
1
f (x) = xn =
n=0
1 x
and
interval of convergence = ( 1; 1)

7
 (b) We …rst calculate, within the interval of convergence,
X
1
0
X
1
g 0 (x) = 5n+1 x3n = 3n5n+1 x3n 1

n=0 n=0
Z 1 Z
X X1
n+1 3n 5n+1 3n+1
g (x) dx = 5 x dx = x +C
n=0 n=0
3n + 1

We next rewrite the series as

X
1 X
1 X
1 X
1
n+1 3n n 3 n 3 n
g (x) = 5 x =5 (5) x =5 5x =5 yn
n=0 n=0 n=0 n=0

where
y = 5x3 :
Thus
X
1
5 5
g (x) = 5n+1 x3n = 5f (y) = = ;
n=0
1 y 1 5x3
p
it is convergent for jyj = j5x3 j < 1: So jxj < 1= 3 5 and
1 1
Interval of convergence = p
3
; p
3
:
5 5
Example 4.5. Study the power series
X
1
xn
f (x) = :
n=1
n

Solution: Recall from Example 4.4 (a)

Z X 1 X1 X1
n xn+1 xn
x dx = +C = +C
n=0 n=0
n+1 n=1
n

and
X
1
1
xn = :
n=0
1 x
Thus,
X
1 Z
xn 1
f (x) = = dx = ln j1 xj + C:
n=1
n 1 x

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Set x = 0; we …nd
X
1
0n
0= = ln j1 0j + C = C:
n=1
n

We conclude
X
1
xn
f (x) = = ln j1 xj = ln (1 x) for jxj < 1:
n=1
n

Homework:
P
1
1. Suppose that cn xn converges when x = 4 and diverges when x = 6:
n=0
What can you say about the convergence or divergence of the following
series?
P
1
(a) cn
n=0
P1
(b) cn 8n
n=0
P1
(c) cn ( 3)n
n=0
P1
(d) ( 1)n cn 9n
n=0

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

P
1 p
(a) nxn
n=0
P1 xn
(b) n
n=1 n3
P1 xn
(c) ( 1)n
n=1 4n ln n
P
1 x2n
(d) ( 1)n
n=0 (2n)!

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 P1 ( 2)n
(e) p (x + 3)n
n=0 n

3. Find derivatives and anti-derivative. Find also the explicit formula.

P
1
(a) f (x) = ( 1)n 2n xn
n=0
P1
(b) g (x) = 3n+1 x2n
n=0

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