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Lecture 12: Power Series

Lecture 12: Power Series

Math 1AA3/1ZB3
Lecture 12: Power Series

Contents

1 What is a Power Series?

2 Radius of Convergence

3 Interval of Convergence
Lecture 12: Power Series
What is a Power Series?

Definition: A power series is a series of the form



X
cn x n = c0 + c1 x + c2 x 2 + · · ·
n=0

where x is a real variable and the cn ’s are constants called the


coefficients of the power series.
Remark: We use the convention: x 0 = 1 for any x.
How do we understand a power series?
For each fixed x, the above power series is a series of
constants that we can test for convergence or divergence.
The sum of the power series is a function

X
f (x) = cn x n = c0 + c1 x + c2 x 2 + · · ·
n=0

whose domain is the set of all x for which the series converges.
Lecture 12: Power Series
What is a Power Series?

Example 1: If we take cn = 1 for all n, the power series becomes



X
xn = 1 + x + x2 + · · ·
n=0

Note that this is same as the geometric series



X
x n−1 = 1 + x + x 2 + · · ·
n=1

1
which converges to 1−x if |x| < 1 and diverges if |x| ≥ 1.
P∞ n
The power series n=0 x is a function defined on (−1, 1), which
1
is equal to 1−x on (−1, 1).
This example shows that a power series may converge for some
values of x and diverge for other values of x.
Lecture 12: Power Series
What is a Power Series?

Example 2: Assume cn = 0 for all n > N, where N is positive


integer N. Then

X N
X
cn x n = cn x n = c0 + c1 x + · · · + cN x N
n=0 n=0

which is a polynomial of degree N.

Polynomials (as special series of finitely many terms) are defined


for all x.

One is tempted to think of a power series as a “polynomial of


infinite degree” but there are convergence issues.
Lecture 12: Power Series
What is a Power Series?

More generally, a series of the form



X
cn (x − c)n = c0 + c1 (x − c) + c2 (x − c)2 + · · ·
n=0

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


c or a power series about c.

Note that when x = c, the above series always converges to c0 .

In this lecture, we are mostly interested in the domain of the power


series function, i.e., the set of all x for which the series is
convergent.
Lecture 12: Power Series
What is a Power Series?

Question: For what values of x is the power series ∞ n


P
n=0 n!x
convergent?

Solution: The series is the same as ∞ n


P
n=0 an with an = n!x . We
use the Ratio Test. If x 6= 0, then using (n + 1)! = n!(n + 1), we
obtain
an+1 (n + 1)!x n+1
lim = lim = lim (n + 1)|x| = ∞.
n→∞ an n→∞ n!x n n→∞

By the Ratio Test, the series diverges if x 6= 0. Thus the given


series converges only when x = 0.

We have seen three types of behavior for the convergence of a


power series: the geometric series in Example 1 converges when
|x| < 1, polynomials converges for all x, and the above series
converges only when x = 0.
Lecture 12: Power Series
Radius of Convergence

Convergence Behavior of Power Series

Theorem A
For a given power series ∞ n
P
n=0 cn (x − c) , there are only three
mutually exclusive possibilities:
(i) The series converges only for x = c (useless case!).
(ii) The series converges for all x.
(iii) There exists a positive number R such that the series
converges (absolutely) if |x − c| < R and diverges if
|x − c| > R.

The number R in case (iii) is called the radius of convergence of


the power series. By convention, the radius of convergence is
R = 0 in case (i) and R = ∞ in case (ii).
Lecture 12: Power Series
Radius of Convergence

How to Calculate R
The power series ∞ n
P
n=0 cn (x − c) is a series with general term is
n
an = cn (x − c) . We get, by applying the Ratio Test, that
If x 6= c, then

cn+1 (x − c)n+1
 
an+1 cn+1
lim = lim = lim |x − c| .
n→∞ an n→∞ cn (x − c)n n→∞ cn

cn+1
If limn→∞ cn = L exists as a finite number, or is ∞, then

an+1
lim = L|x − c|.
n→∞ an

By the Ratio Test, the power series converges (absolutely) if


|x − c| < 1/L and diverges if |x − c| > 1/L.
Therefore, its radius of convergence of is equal to 1/L.
Lecture 12: Power Series
Radius of Convergence

cn+1
If limn→∞ = L exists as a finite number, or is ∞, then the
cn
radius of convergence of ∞ n
P
n=0 cn (x − c) is given by

1/L
 if 0 < L < ∞,
R = 0, if L = ∞, (ROC)

∞ if L = 0.

If limn→∞ cn+1
cn does not exist, some other method must be used
to calculate R.

Similarly, applying the Root Test gives:


If limn→∞ |cn |1/n = L exists as a finite number or is ∞, then the
radius of convergence is given by (ROC).
Lecture 12: Power Series
Radius of Convergence

Question: What is the radius of convergence of the power series



X xn
n!
n=0
.
Lecture 12: Power Series
Radius of Convergence

Question: What is the radius of convergence of the power series



X xn
.
n!
n=0

1
Solution: We have cn = n! .

cn+1 1/(n + 1)! n! 1


= = = →0
cn 1/n! (n + 1)! n+1

as n → ∞. So L = limn→∞ cn+1 cn = 0, and R = ∞ by (ROC). In


other words, the series converges for all x.

P∞ xn
Remark: We will see later that e x = n=0 n! for all x.
Lecture 12: Power Series
Interval of Convergence

Interval of Convergence

Definition: The interval of convergence of a power series is the


interval that consists of all values of x for which the series
converges.

Theorem A implies that the interval of convergence in each case is


given by
In case (i) the interval consists of just a single point {c}.
In case (ii) the interval is (−∞, ∞).
In case (iii), the interval is (c − R, c + R) and possibly the
endpoints.
Lecture 12: Power Series
Interval of Convergence

Interval of Convergence

In case (iii), at the endpoints x = c ± R, anything can


happen—the series might converge at one or both endpoints or it
might diverge at both endpoints. A special argument is needed on
a case by case basis.

Warning: When testing the endpoints, DO NOT use the Ratio or


Root Test, they will not work in this situation.

Thus in case (iii) there are four possibilities for the interval of
convergence: (c − R, c + R) or [c − R, c + R) or (c − R, c + R] or
[c − R, c + R].
Lecture 12: Power Series
Interval of Convergence

Question: What is the interval of convergence of the following


series?

X (x − 1)n
n2n
n=1
Lecture 12: Power Series
Interval of Convergence

P∞ (x−1)n
Question: Find the interval of convergence for n=1 n2n .
1
Solution: We have cn = n2n .

1
n2n
 
cn+1 (n+1)2n+1 1 1 1
= 1
= = →
cn n2n
(n + 1)2n+1 1 + 1/n 2 2

as n → ∞. So we have L = 1/2 and R = 1/L = 2 by (ROC). The


series converges if |x − 1| < 2, and diverges if |x − 1| > 2.

|x − 1| < 2 ⇐⇒ −2 < x − 1 < 2 ⇐⇒ −1 < x < 3.

At the endpoint x = 3, the series is the harmonic series ∞ 1


P
n=1 n ,
which
P∞ is divergent. At the endpoint x = −1, the series is
(−1)n
n=1 n which is convergent by the Alternating Series Test.
Hence, the interval of convergence is [−1, 3).
Lecture 12: Power Series
Interval of Convergence

Summary
In this lecture, we learned
Power series ∞ n
P
n=0 cn (x − c) and its convergence behavior
(see Theorem A).
Radius of convergence: If limn→∞ cn+1cn = L exists as a finite
number,
P∞ or is ∞, then the radius of convergence of
c
n=0 n (x − c)n is given by

1/L
 if 0 < L < ∞,
R = 0, if L = ∞, (ROC)

∞ if L = 0.

Interval of convergence: {c}, or (−∞, ∞), or (c − R, c + R)


and possibly its endpoints.
Lecture 12: Power Series
Interval of Convergence

Discussion Questions
P∞ n
Question 1: Assume the series n=0 cn x converges at x = 5.
(a) Does the series converge at x = 2?
(b) Does the series converge at x = 10?
(c) Does the series converge at x = −5?
Answer “yes” or “no” or “cannot determine without additional
information”.

Question 2: Find the radius of convergence and interval of


convergence of the power series

X (−3)n x n

n=0
n+1

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