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CHAPTER 1: SEQUENCES AND

SERIES

Lecturer: Nguyen Minh Quan, PhD


quannm@hcmiu.edu.vn

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 1 / 78
CONTENTS
1 Sequences
2 Series
3 Series of nonnegative terms
Integral Tests. p-series
Comparison tests
4 Alternating series. Absolute convergence
5 Ratio and Root Tests
6 Power series
7 Taylor series, Maclaurin Series, and applications

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 2 / 78
Introduction

Why do we need to study sequences and series?

Series are used in signal processing applications. Many functions


are defined as sums of series. The theory of infinite series is a
third branch of calculus, in addition to differential and integral
calculus.

Main textbook: J. Stewart, Calculus, 8th Edition, Cengage


Learning, 2016. (Chapters: 11-16)

Reference for this Chapter: Chapter 11 of the textbook by J.


Stewart, 8th Edition (2016).

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 3 / 78
Sequences. Definition

Definition
A sequence can be thought of as a list of numbers written in a
definite order:
a1 , a2 , a3 , a4 , . . . , an , . . .
The sequence a1 , a2 , a3 , . . . is also denoted by {an } or {an }∞
n=1 .

The number a1 is called the first term, a2 is the second term, and
in general an is the nth term. The integer n is called the index of an
and indicates where an occurs in the list.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 4 / 78
Sequences. Descriptions

Common methods for descriptions of the sequence


There are three common descriptions: using the preceding notation,
using the defining formula, and writing out the terms of the sequence.

Note A sequence may begin with n = 0 or with some other integer


values of n.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 5 / 78
Sequences. Figure
A sequence can be pictured either by: Plotting its terms on a number
line (upper figure) or plotting its (lower figure). For example, for the
n
sequence { n+1 }∞n=1 :

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 6 / 78
Sequences. Examples
Example
Find a formula for the general term an of the sequence
3 4 5 6 7
{ ,− , ,− , ,...}
5 25 125 625 3125
n+2
Answer: an = (−1)(n+1)
5n

Example (The Fibonacci sequence)


The Fibonacci sequence does not have a simple definition. It is
defined recursively by the conditions

f1 = 1, f2 = 1, fn = fn−1 + fn−2

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 7 / 78
Sequences. Limit
Definition
A sequence {an } has the limit L, and we write

lim an = L or an → L as n → ∞
n→∞

if for every ϵ > 0 there exists an integer N such that if n > N then
|an − L| < ϵ.

If limn→∞ an exists, the sequence converges (or is convergent).


Otherwise, it diverges (or is divergent).
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 8 / 78
Sequences. Convergence
Theorem
If limx→∞ f (x) = L and define an = f (n) when n is an integer, then
limn→∞ an = L.

Example
x n
1. We have limx→∞ = 1. Therefore, limn→∞ = 1.
x +1 n+1
ln x ln n
2. By L’Hopital’s rule, limx→∞ = 0. Therefore, limn→∞ = 0.
x n
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 9 / 78
Sequences. Divergence

Example
Show that the sequence an = (−1)n is divergent.

Solution Write out the terms of the sequence:

{−1, 1, −1, 1, −1, 1, −1, . . . }

The terms oscillate between 1 and −1 infinitely often. Thus, an does


not approach any number and limn→∞ (−1)n does not exist. That is,
the sequence {(−1)n } is divergent.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 10 / 78
Sequences. Properties
Definition
The sequence {an } diverges to infinity if for every positive number
M there is an integer N such that for all n larger than N, an > M. If
this condition holds we write

lim an = ∞ or an → ∞.
n→∞

Theorem
If limn→∞ an = L and the function f is continuous at L, then

lim f (an ) = f (L).


n→∞

In particular, if an → L then |an | → |L|.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 11 / 78
Sequences. Properties
Properties
Suppose {an } and {bn } are convergent sequences and c is a
constant. Then,

lim (an ± bn ) = lim an ± lim bn


n→∞ n→∞ n→∞
lim (can ) = c lim an
n→∞ n→∞
lim (an · bn ) = lim an × lim bn
n→∞ n→∞ n→∞
an limn→∞ an
lim = if lim bn ̸= 0
n→∞ bn lim b n→∞
α
 n→∞ nα
lim an = lim an if α > 0 and an > 0.
n→∞ n→∞

Example
2n2 −16n+5
Find limn→∞ 4n2 +3n−1
. (Answer: 1/2)
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 12 / 78
Sequences. Squeeze theorem
Theorem
If
an ≤ bn ≤ cn for n ≥ N
and
lim an = lim cn = L,
n→∞ n→∞

then
lim bn = L.
n→∞

Corollary
(a) If |an | ≤ bn and bn → 0, then an → 0.
(b) an → 0 if and only if |an | → 0.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 13 / 78
Sequences. Squeeze theorem
Example
For what values of r is the sequence {r n } convergent?

Hint: •r = 1: Convergent (obviously); •0 < r < 1: Convergent


(obviously); • − 1 < r < 0: Convergent by the Corollary of the
Squeeze Theorem; •r ≤ −1: Divergent (see slide #10 for a similar
solution); •r > 1: Divergent.
Answer: −1 < r ≤ 1.
Example
Discuss the convergence of the sequence
n!
an = , where n! = 1 · 2 · 3 · · · n.
nn
1
Hint: 0 < an ≤ .
n
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 14 / 78
Sequences. Bounded sequences
Definition
A sequence {an } is called:
• increasing, if an < an+1 for all n, that is, a1 < a2 < a3 < · · · ;
• decreasing, if an > an+1 for all n, that is, a1 > a2 > a3 > · · · ;
• monotonic, if it is either increasing or decreasing.

Definition
• A sequence {an } is bounded above if there is a number M such
that an ≤ M, for all n. (M is an upper bound.)
• {an } is bounded below if there is a number m such that
an ≥ m for all n. (m is a lower bound.)
• If it is bounded above and below, then {an } is bounded.

Remark {an } is bounded if and only if there is a constant K such


that |an | ≤ K for every n.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 15 / 78
Sequences. Bounded and monotonic → Conv.
Theorem
• If {an } is increasing and an ≤ M for all n, then {an } converges
and limn→∞ an ≤ M.
• If {an } is decreasing and an ≥ m for all n, then {an } converges
and limn→∞ an ≥ m.
Thus, every bounded and monotonic sequence is convergent.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 16 / 78
Series. Definition
Definition
Given a sequence of numbers {an }, an expression of the form

a1 + a2 + a3 + · · · + an + · · ·

is called an infinite series (or just a series) and the numbers


a1 , a2 , ... are called the terms of the series. The number an is the
nth term or the general term of the series.

For the series ∞ i=1 ai is called the n th


P Pn
n=1 an above, the sum sn =
partial sum of the series. These partial sums form a new sequence
{sn }.

Q: Limit of {sn }?

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 17 / 78
Series. Convergence/Divergence
Definition
If the sequence {sn } is convergent
P∞ and limn→∞ sn = s exists as a real
number, then the series n=1 an is called convergent and we write:

X
a1 + a2 + a3 + · · · + an + · · · = s or an = s.
n=1

The number s is called the sum of the series. If the sequence of


partial sums of the series does not converge, we say that the series
diverges.

Thus, the sum of a series is the limit of the sequence of partial sums:
X∞ Xn
an = lim ai .
n→∞
n=1 i=1
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 18 / 78
Series. Convergence/Divergence
Example
Show that the series ∞
X 1
n=1
n(n + 1)
is convergent, and find its sum.
1
Hint: sn = 1 − . Its sum is S = 1.
n+1
Example
Show
P∞ that the harmonic series
1 1 1 1 1
n=1 n = 1 + 2 + 3 + 4 + · · · + n
+ · · · is divergent.
n
Hint: By induction, show that s2n ≥ 1 + .
2
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 19 / 78
Series. Note for the beginning index

Note
Infinite series may begin with any index. For example,
∞ ∞
X 1 X 1
, .
n=2
n ln n n=9
(n − 8)2

When it does not necessary to specify the starting point, we


write simply X
an .
Any letter i, j, k, p, m, n, · · · can be used for the index. Thus we
may write ai , aj , ak , ap , am , an , · · ·

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 20 / 78
Series. Consequence for an
Theorem
P∞
If the series n=1 an is convergent, then an → 0.

P If limn→∞ an does not exist or if limn→∞ an ̸= 0, then


It follows that
the series an diverges.

Example
Determine whether the series
∞ ∞
X 2n − 1 X n2 + 1
and ln( )
n=1
3n + 1 n=0
2n2 + 1

are convergent or divergent.

Answer: Divergent.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 21 / 78
Series. Geometric series
Example
Geometric series are series of the form

X
a + ar + ar 2 + ar 3 + · · · + ar n + · · · = ar n , a ̸= 0,
n=0

in which a and r are fixed numbers. The constant r is called the


common ratio r .

(a) If |r | < 1, then ∞ n a


P
n=0 ar is convergent, with sum 1−r
.
(b) If |r | ≥ 1, and a ̸= 0, then ∞ n
P
n=0 ar is divergent.

In other words, the sum of a convergent geometric series is


first term
1 − common ratio
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 22 / 78
Series. Geometric series
Example
You drop a ball from H meters above a flat surface. Each time the
ball hits the surface after falling a distance h, it rebounds a distance
rh, where r is positive but less than 1. Find the total distance the
ball travels up and down.

H rH 1+r
Answer: + =H .
1−r 1−r 1−r
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 23 / 78
Series. The role of the tail

Remark We can add a finite number of terms to a series or delete


a finite number of terms without altering the series’ convergence or
divergence, although in the case of convergence this will usually
change the sum.

That is, a finite number of terms doesn’t affect the convergence or


divergence of a series.
The convergence of a series depends only on the tail of the series.

In other words,
P∞ P∞
n=1 an converges if and only if n=k an converges for any
k > 1.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 24 / 78
Series. Properties
Theorem
P P P
If an and bn are convergent
P series, then
P so are the series can
(where c is a constant), (an + bn ), and (an − bn ), and
P P
(i) can = c an ;
P P P
(ii) (an + bn ) = an + bn ;
P P P
(iii) (an − bn ) = an − bn .

Example
Find ∞
X 1 1
( n+ )
n=1
2 n(n + 1)

Answer: 2
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 25 / 78
Series. Remainder
Let us consider a convergent series

s = a1 + a2 + · · · + an + · · ·

The difference between the sum of the series and its nth partial
sum is called the remainder after n terms or the nth
remainder and is denoted by Rn :

Rn = s − sn = an+1 + an+2 + · · ·

Since sn → s, |rn | = |s − sn | → 0 as n → ∞. Thus it is always


to possible to compute an approximation to the sum of a
convergent series by taking a sufficiently large number of its first
terms.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 26 / 78
Series of Nonnegative terms
1. Does the series converge? What is its sum?
2. How to control the errors involved in using the partial sums to
approximate the sum of the series?
Next, we study nonnegative series, whose all terms are nonnegative.

Theorem
A series of nonnegative terms converges if and only if its partial sums
Sn are bounded from above.

Example
P∞ 1
Test the series n=1 √ n for convergence or divergence.
n2
1 1
Hint: √ n
≤ n . Convergent.
n2 2
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 27 / 78
Series of Nonnegative terms. Integral test.

Theorem (the Integral test)


Let {an } be a sequence of positive terms. Suppose that an = f (n),
where f is a continuous, positive, nonincreasingPfunction of x for all

x ≥ N (N a positive
R ∞integer). Then the series n=N an and the
improper integral N f (x)dx both converge or both diverge.

In other words,
R∞
(i) If N f (x)dx is convergent, then ∞
P
n=N an is convergent;
R∞
(ii) If N f (x)dx is divergent, then ∞
P
n=N an is divergent.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 28 / 78
Series of Nonnegative terms. Integral test.
Example
Test the series ∞
X 1
n=2
n ln n
for convergence
R∞ or divergence.
Hint: 2 x ln1 x dx is divergent.

Example
Test the series ∞
X 1
n=1
n2 +1
for convergence
R∞ or divergence.
Hint: 1 x 2dx+1 = π4 is convergent.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 29 / 78
Series of Nonnegative terms

p -Series and Harmonic Series

A series of the form



X 1 1 1 1
p
= p + p + p + ···
n=1
n 1 2 3

is a p -series, where p is a positive constant. For p = 1, the series



X 1 1 1 1
= + + + ···
n=1
n 1 2 3

is the harmonic series.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 30 / 78
Series of Nonnegative terms

Theorem (p -series)
P∞ 1
The series n=1 np converges if p > 1 and diverges if p ≤ 1.


X 1
p
< ∞ ⇐⇒ p > 1.
n=1
n

P1
Remark The harmonic series n
(the case p = 1 of the p-series)
is on the borderline between convergence and divergence, although it
diverges.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 31 / 78
Series of Nonnegative terms. Comparison test
We consider some comparison tests. Their idea is to compare a given
series with one that is known to be convergent or divergent.

Theorem (The Comparison Test)


P P
Let an and bn be series with nonnegative terms such that
an ≤ bn for all n ≥ N.
P P
(a) If bn is convergent, then an is also convergent.
P P
(b) If an is divergent, then bn is also divergent.

The Comparison Test states that for series with nonnegative terms,
(i) Convergence of larger series forces convergence of smaller series;
(ii) Divergence of smaller series forces divergence of larger series.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 32 / 78
Series of Nonnegative terms. Comparison test

Example
Test the given series for convergence or divergence:

X ln n
.
n=1
n

ln n
Hint: Compare with the p − series for p = 1 by using n
≥ n1 .
Divergent.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 33 / 78
Series of Nonnegative terms. Comparison test

Theorem (The Limit Comparison Test)


P P
Suppose that an and bn are series with nonnegative terms.
If
an
=K lim
n→∞ bn

where K is a finite number and K > 0, then either both series


converge or both diverge.

In words,
if the limit
P of theP ratio of an to bn exists and is positive, then the
series an and bn are simultaneously convergent or
divergent.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 34 / 78
Series of Nonnegative terms. Comparison test
Example
Test the given series for convergence or divergence
∞ √
X 2n2 − 5 n + 1
.
n=1
7n4 − 3n3 + 9n − 1

2
Hint: One can use the Limit Comparison Test with bn = .
7n2

Example
P∞ 1 + sin n
Test the series n=1 for convergence or divergence.
n2
1 + sin n 2
Hint: 2
≤ 2.
n n
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 35 / 78
Alternating series

Definition
An alternating series is a series whose terms are alternately positive
and negative.

Two examples for alternating series:



1 1 1 (−1)n X (−1)n
1 − + − + ··· + + ··· =
2 3 4 n n=1
n

1 1 (−1)n+1 X (−1)n+1
−1 + − 2 + · · · + + · · · =
2 2 2n n=0
2n

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 36 / 78
Alternating Series Test
Form for alternating series: an = (−1)n+1 bn or an = (−1)n bn ,
where bn is a positive number. In fact, bn = |an |.

Theorem (Alternating Series Test)


If the alternating series

X
(−1)n+1 cn = c1 − c2 + c3 − c4 + · · · + (−1)n+1 cn + · · ·
n=1

satisfies
(i) 0 < cn+1 ≤ cn for all n and
(ii) limn→∞ cn = 0,
then the series is convergent. Furthermore, the sum S of the series
satisfies 0 < S < c1 .

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 37 / 78
Alternating Series Test
Example
Show that the alternating harmonic series

1 1 1 (−1)n+1 X (−1)n+1
1 − + − + ··· + + ··· =
2 3 4 n n=1
n

is convergent.
Solution: The alternating series

1 1 1 (−1)n+1 X (−1)n+1
1 − + − + ··· + + ··· =
2 3 4 n n=1
n
satisfies
1
i) 0 < cn+1 < cn because n+1 < n1 ;
ii) cn = n1 → 0.
Thus, it is convergent by the Alternating Series Test.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 38 / 78
Absolute convergence
Definition
P P
an is absolutely convergent if |an | is convergent.
P P
an is conditionally convergent if it is convergent but |an |
is divergent.

Theorem
If a series is absolutely convergent, then it is convergent.

Example Determine whether the series


∞ √ √ √ √
X sin nπ3 3 3 3 3
2
= + 2
+ 0 − 2
− 2
+ 0 + ···
n=1
n 2 2 · 2 2 · 4 2 · 5

is convergent or divergent.
Answer: Convergent.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 39 / 78
Absolute convergence. Examples

Example When p > 0, the sequence n1p is a decreasing sequence




with limit zero. Therefore the alternating p -series



X (−1)n+1 1 1 1
=1− + − + ··· , p>0
n=1
np 2p 3p 4p

converges.
• For p > 1, the series converges absolutely.
• For 0 < p ≤ 1, the series converges but not absolutely
(conditionally convergent).

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 40 / 78
The Ratio Test

Theorem (The Ratio Test)


P
Let an be a series and suppose that

an+1
lim = ρ.
n→∞ an
Then
(a) the series absolutely converges if ρ < 1,
(b) the series diverges if ρ > 1,
(c) the series may converge or it may diverge if ρ = 1.

In case (c) the test provides no information.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 41 / 78
The Ratio Test. Examples
Example
Prove that the following series is convergent:

X 1
.
n=0
n!

Solution We compute the limit ρ. Let an = 1/n!. Then

an+1 1/(n + 1)! 1


= =
an 1/n! n+1
an+1 1
ρ = lim = lim = 0 < 1.
n→∞ an n→∞ n + 1

Thus the series us convergent by the Ratio Test.


Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 42 / 78
The Root Test
Theorem (The Root Test)
P
Let an be a series and suppose that
p
lim n |an | = ρ.
n→∞

Then
(i) the series absolutely converges if ρ < 1,
(ii) the series diverges if ρ > 1,
(iii) the test is not conclusive if ρ = 1.

2n+3 n
P∞ 
Example Determine whether n=1 3n+2
converges.
Note If ρ = 1 in the Ratio Test, don’t try the Root Test because ρ
will again be 1.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 43 / 78
Conclusion remarks: Guidelines for Testing a Series
for Convergence or Divergence

1. Does the nth term approaches 0? If not, the series diverges.

2. Is the series one of the special types- geometric, p-series,


telescoping, or alternating?

3. Can the series be compare to one of the special types?

4. Can the Integral Test, the Ratio Test, or the Root Test be
applied?
In some instances, more than one test is applicable.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 44 / 78
Power series. Definition
Definition
A power series about x = 0 is a series of the form

X
cn x n = c0 + c1 x + c2 x 2 + c3 x 3 + · · · + cn x n + · · ·
n=0

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


coefficients of the series.

More generally, a series of the form



X
cn (x − a)n = c0 + c1 (x − a) + · · · + cn (x − a)n + · · ·
n=0

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


a or a power series about a.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 45 / 78
Power series. Domain

For each fixed x, a power series becomes a series of constants


that we can test for convergence or divergence.

A power series may converge for some values of x and diverge


for other values of x. The sum of the series is a function

f (x) = c0 + c1 (x − a) + c2 (x − a)2 + · · · + cn (x − a)n + · · ·

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

The domain contains a since the power series converges for


x = a.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 46 / 78
Power series. Examples

Example The power series



X
xn = 1 + x + x2 + x3 + · · · + xn + · · ·
n=0

converges when −1 < x < 1 and diverges when |x| ≥ 1.

Thus,

X 1
xn = 1 + x + x2 + x3 + · · · + xn + · · · = , −1 < x < 1.
n=0
1−x

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 47 / 78
Power series. Examples

Example
For what values of x do the following power series converge?
P∞ n−1 x n 2 3
(a) n=1 (−1) n
= x − x2 + x3 − · · · ;
P∞ n+1 x 2n−1 x3 x5
(b) n=1 (−1) 2n−1
=x− 3
+ 5
− ···;
P∞ xn x2 x3
(c) n=0 n! =1+x + 2!
+ 3!
+ ···;
P∞
(d) n=0 n!x n = 1 + x + 2!x 2 + 3!x 3 + · · · .

Answer: (a) −1 < x ≤ 1 (b) −1 ≤ x ≤ 1


(c) −∞ < x < ∞ (d) {0}

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 48 / 78
Power series. Possibilities of Convergence
Theorem
For a given power series P

n=0 cn (x − a)n
there are only three possibilities:
(i) The series converges only when x = a.
(ii) The series converges for all x.
(iii) There is a positive number R such that the series absolutely
converges if |x − a| < R and diverges if |x − a| > R.
In Case (i), set R = 0, and in Case (ii), set R = ∞. We call R the
radius of convergence of the power series.

The set of values x for which the power series ∞ n


P
n=0 cn (x − a)
converges is an interval centered at x = a. We call this interval the
interval of convergence of the power series.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 49 / 78
Power series. Examples
Example
Determine the center, radius, and interval of convergence of

X (2x + 5)n
2 + 1)3n
.
n=0
(n

Answer. a = −5/2, R = 3/2. The interval of convergence is


−4 ≤ x ≤ −1.

Important remark: If limn→∞ cn+1


p
cn
= ρ (or, limn→∞ n |cn | = ρ),
where 0 < ρ < 1, then the radius of convergence is R = 1/ρ.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 50 / 78
Power series. Examples

How to Test a Power Series for Convergence?

1. If the interval of convergence is finite, test for convergence or


divergence at each of the two endpoints. Neither the Ratio Test
nor the Root Test helps at these points. Use a Comparison Test,
the Integral Test, or the alternating Series Test.

2. If the radius of convergence is R, the series diverges for


|x − a| > R.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 51 / 78

R
Power series for f (x) and f (x)dx
cn (x − a)n has radius of
P
Theorem. If the power series
convergence R > 0, then the function f defined by

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

is differentiable on the interval (a − R, a + R) and


X
′ 2
f (x) = c1 + 2c2 (x − a) + 3c3 (x − a) + · · · = ncn (x − a)n−1 ,
n=1
Z
c1
f (x)dx = C + c0 (x − a) + (x − a)2 + · · ·
2

These series have the same radius of convergence R.


Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 52 / 78

R
Power series for f (x) and f (x)dx

Note for the theorem in slide #52


1. It follows from the first part of the previous Theorem in slide
#52 that

Every power series is infinitely termwise differentiable


inside its interval of convergence.

2. Although this Theorem says that the radius of convergence


remains the same when a power series is differentiated or
integrated, this does not mean that the interval of convergence
remains the same.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 53 / 78

R
Power series for f (x) and f (x)dx
Example Find a power series representation for ln(1 − x) and its
radius of convergence.
Solution Since f (x) = f ′ (x)dx and dx
d 1
R
ln(1 − x) = − 1−x , we
have
Z Z
1
1 + x + x 2 + · · · dx

− ln(1 − x) = dx =
1−x

x2 x3 X xn
=C +x + + + ··· = C + . |x| < 1
2 3 n=1
n

Setting x = 0 gives C = 0 and hence,



x2 x3 X xn
ln(1 − x) = −x − − − ··· = − , |x| < 1.
2 3 n=1
n

The radius of convergence is the same as for the original series:


R = 1.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 54 / 78

R
Power series for f (x) and f (x)dx
Example
1
Find a power series representation for (1−x)2
and its radius of
convergence.
Solution Differentiating each side of the equation term by term

1 2 3 n
X
= 1 + x + x + x + ··· + x + ··· = xn
1−x n=0
1
we get the power series for :
(1 − x)2
1
2
= 1 + 2x + 3x 2 + 4x 3 + · · · + (n + 1)x n + · · ·
(1 − x)
X∞ X∞
n−1
= nx = (n + 1)x n , −1 < x < 1.
n=1 n=0
The radius of convergenceChapter
Nguyen Minh Quan (IU-VNU.HCM)
is R1: = 1.
Sequences and series HCMC, 2023 55 / 78

R
Power series for f (x) and f (x)dx
Example Identify the function

X x 2n+1 x3 x5
f (x) = (−1)n =x− + − · · · , −1 ≤ x ≤ 1.
n=0
2n + 1 3 5

Solution We differentiate the original series term by term and get


∞ ∞
X (2n + 1)x 2n X
f ′ (x) = (−1)n = (−1)n x 2n ,
n=0
2n + 1 n=0
1 1
= 2
= , −1 < x < 1,
1 − (−x ) 1 + x2
Z Z
′ 1
f (x) = f (x)dx = dx = tan−1 x + C .
1 + x2
The series for f is zero when x = 0, so C = 0. Hence
3 5
f (x) = x − x3 + x5 − · · · = tan−1 x, −1 ≤ x ≤ 1.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 56 / 78
Taylor and Maclaurin Series

If f (x) = ∞ n
P
n=0 cn (x − a) for all x in the interval (a − R, a + R), we
say that the power series is a representation of f (x) on that interval
and f is expanded into the power series.

In this section we investigate general problems:


1. Which functions have power series representations?
2. How can we find such representations?
Moreover, we will show how to control the errors involved in using
the partial sums of the series to approximate the functions the series
represent.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 57 / 78
Taylor Series and Maclaurin Series
Suppose that f is any function that can be represented by a power
series
f (x) = c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + · · · ,
|x − a| < R.
Question: Can we determine cn via f (x)?
Theorem
If f has a power series representation at a, that is, if

X
f (x) = cn (x − a)n
n=0

then its coefficients are given by the formula

f (n) (a)
cn = .
n!
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 58 / 78
Taylor Series and Maclaurin Series
Thus, if f has a power series expansion at a, then it must be of the
form.

f ′ (a) f ′′ (a)
f (x) = f (a) + (x − a) + (x − a)2 + · · ·
1! 2!

X f (n) (a)
= (x − a)n
n=0
n!

This series is called the Taylor series of the function f at a (or


about a or centered at a).
For a = 0 the Taylor series is called the Maclaurin series:

X f (n) (0) f ′ (0) f ′′ (0) 2
f (x) = x n = f (0) + x+ x + ···
n=0
n! 1! 2!

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 59 / 78
Taylor Series and Maclaurin Series
Thus, we have established the following result:
If a function f (x) can be expanded in to a series in power of
x − a, this series is uniquely determined and necessary coincides
with the Taylor series of this function at a.

Example Find the Maclaurin series of the function f (x) = e x and


its radius of convergence.
Answer:

x
X f (n) (0) 1 1 1
e = xn = 1 + x + x2 + x3 · · · ; −∞<x <∞
n=0
n! 1! 2! 3!

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 60 / 78
Taylor Series and Maclaurin Series
P∞ f (n) (a)
Question: When is f (x) = n=0 n!
(x − a)n ?

Definition
Let f be a function with derivatives of order k for
k = 1, 2, . . . , N in some interval containing a as an interior
point. Then for any integer n from 0 through N, the Taylor
polynomial of order n generated by f at a is the polynomial

f ′′ (a)
Tn (x) = f (a) + f ′ (a)(x − a) + (x − a)2 +
2!
f (n) (a)
+ ··· + (x − a)n .
n!

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 61 / 78
Taylor Series and Maclaurin Series

f (x) = e x and its Taylor polynomials T1 (x), T2 (x), and T3 (x).

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 62 / 78
Taylor Series and Maclaurin Series
Example
Find the Taylor polynomials generated by f (x) = cos x at x = 0.

Solution The cosine and its derivatives are


f (x) = cos x, f ′ (x) = − sin x
f ′′ (x) = − cos x, f ′′ (x) = sin x
.. ..
. .
f (2n) (x) = (−1)n cos x, f (2n+1) (x) = (−1)n+1 sin x.

Therefore, f (2n) (0) = (−1)n , f (2n+1) (0) = 0.


Hence the Taylor polynomials of orders 2n and 2n + 1 are identical:
x2 x4 x6 x 2n
T2n (x) = T2n+1 (x) = 1 − + − + · · · + (−1)n .
2! 4! 6! (2n)!
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 63 / 78
Taylor Series and Maclaurin Series

Tn or Pn approaches f (x) as n is increasing

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 64 / 78
Taylor Series and Maclaurin Series

Clearly, f is the sum of its Taylor series at a if

f (x) = lim Tn (x), |x − a| < R.


n→∞

If we let
Rn (x) = f (x) − Tn (x)
then Rn (x) is called the remainder of the Taylor series and we
have
f (x) = Tn (x) + Rn (x).

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 65 / 78
Taylor Series and Maclaurin Series

Theorem
If f (x) = Tn (x) + Rn (x), where Tn (x) is the Taylor polynomial
of order n of f at a and

lim Rn (x) = 0 for |x − a| < R,


n→∞

then f is equal to the sum of its Taylor series on the interval


|x − a| < R.

Note that the value of Rn (x) is exactly equal to the error appearing
when the function f (x) is replaced by Taylor’s polynomial Tn (x).

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 66 / 78
Taylor Series and Maclaurin Series

Theorem
Let f (x) be an infinitely differentiable function on the open
interval I = (a − α, a + α) with α > 0. Assume there exists a
constant K ≥ 0 such that for all n,

f (n) (x) ≤ K for all x ∈ I .

Then f (x) is represented by its Taylor series in I :



X f (n) (a)
f (x) = (x − a)n for all x ∈ I .
k=0
n!

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 67 / 78
Taylor Series and Maclaurin Series
Example Show that the following Maclaurin expressions are valid for
all x:

X x 2n+1 x3 x5 x7
sin x = (−1)n =x− + − + ···
k=0
(2n + 1)! 3! 5! 7!

X x 2n x2 x4 x6
cos x = (−1)n =1− + − + ···
k=0
(2n)! 2! 4! 6!

Solution For f (x) = sin x, we have


f (2n) (x) = (−1)n sin x, f (2n+1) (x) = (−1)n cos x.
Therefore, f (2n) (0) = 0 and f (2n+1) (0) = (−1)n . The nonzero Taylor
(−1)n
coefficients for sin x are c2n+1 = (2n+1)! .
Similarly, for f (x) = cos x,
f (2n) (x) = (−1)n cos x, f (2n+1) (x) = (−1)n+1 sin x.
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 68 / 78
Taylor Series and Maclaurin Series

Therefore, f (2n) (0) = (−1)n and f (2n+1) (0) = 0. The nonzero Taylor
(−1)n
coefficients for cos x are c2n = .
(2n)!

In both cases, |f (n) (x)| ≤ 1 for all x and n. Thus one can apply the
theorem in slide #67 with K = 1 and any α to conclude that the
Maclaurin series converges to f (x) for |x| < α.

Since α is arbitrary, the Maclaurin expansions hold for all x.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 69 / 78
Taylor Series and Maclaurin Series
Example
Find the Taylor series of e x at x = a.
P∞ ea
Answer: k=0 n! (x − a)n , −∞ < x < ∞.

In particular, we have arrived at series for e x :

x x2 x3 xn
ex = 1 + + + + ··· + + · · · , −∞ < x < ∞,
1! 2! 3! n!

and for e,
1 1 1 1
e =1+ + + + ··· + + ··· , −∞ < x < ∞.
1! 2! 3! n!

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 70 / 78
Taylor Series and Maclaurin Series

Example
Find the Taylor series for ln x in powers of x = 2. Where does the
series converge to ln x?

Answer:

X (−1)n−1
ln x = ln 2 + (x − 2)n , 0 < x ≤ 4.
n=1
n× 2n

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 71 / 78
Taylor Series and Maclaurin Series

Binomial Series

For any number α (integer or not) and nonnegative integer n, we


define the binomial coefficient
   
k k(k − 1)(k − 2) · · · (k − n + 1) k
= , = 1.
n n! 0

For example,
4
· 13 · (− 32 )
   
6 6·5·4 4/3 3 4
= = 20, = =− .
3 1·2·3 3 1·2·3 81

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 72 / 78
Taylor Series and Maclaurin Series
The traditional Binomial Theorem states that for any integer
number k > 0,
   
k k k k−1 k
(a + b) = a + a b+ ak−2 b 2 + · · ·
1 2
 
k
+ ab k−1 + b k .
k −1

Setting a = 1 and b = x, we obtain an expansion of f (x) = (1 + x)k :


   
k k k
(1 + x) = 1 + x+ x2 + · · ·
1 2
 
k
+ x k−1 + x k .
k −1

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 73 / 78
Taylor Series and Maclaurin Series
Now, for any real number k, consider the function f (x) = (1 + x)k
without assuming that k is a whole number. We have

f (n) (x) = k(k − 1) · · · (k − n + 1)(1 + x)k−n


f (n) (0) = k(k − 1) · · · (k − n + 1).

• If k is a nonnegative integer, then the series stops after k + 1


terms because the coefficients from n = k + 1 on are zero.

• If k is not a nonnegative integer, then the series is infinite and


f (n) (0)
 
k(k − 1)(k − 2) · · · (k − n + 1) k
= = .
n! n! n

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 74 / 78
Taylor Series and Maclaurin Series

Hence, the Maclaurin series of f (x) = (1 + x)k is

∞  
X k k(k − 1) 2 k(k − 1)(k − 2) 3
x n = 1 + kx + x + x +
n 2! 3!
n=0
k(k − 1)(k − 2) · · · (k − n + 1) n
+ ··· + x + ···
n!

This series is called the binomial series.

The Ratio Test shows that this series has radius of convergence
R = 1. Furthermore, the binomial series converges to (1 + x)k for
|x| < 1.

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 75 / 78
Taylor Series and Maclaurin Series

Theorem (The Binomial Series)


If k is any real number and |x| < 1, then

∞  
X
k k
(1 + x) = xn
n
n=0

X k(k − 1) · · · (k − n + 1) n
= x
n=0
n!

Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 76 / 78
Taylor Series and Maclaurin Series
Example
Find the Maclaurin series for
1
√ .
1+x

Answer: For −1 < x ≤ 1,



1 X 1 × 3 × 5 × · · · × (2n − 1) n
√ =1+ (−1)n x .
1+x n=1
2n (n!)

Example
Find the Maclaurin series for sin−1 x.
x3
Answer: sin−1 x = x + 6
+ 3 5
40
x + ··· (−1 < x < 1).
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 77 / 78
Important Maclaurin Series

–END OF CHAPTER 1–
Nguyen Minh Quan (IU-VNU.HCM) Chapter 1: Sequences and series HCMC, 2023 78 / 78

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