Math 1310: Integral Calculus and Applications

Winter, 2018

Instructor: Shu Xiao Li

Aug. 7, 2018

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Power Series
Definition
A power series (around x = 0) is of the form
∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · ·
n=0

where (a0 , a1 , a2 , a3 , . . . ) is a sequence.

Example
∞
X
xn = 1 + x + x2 + x3 + · · ·
n=0
∞
X xn x2 x3
=1+x + + + ···
n! 2 6
n=0
∞
X xn x2 x3 x4
(−1)n+1 =x− + − + ···
n 2 3 4
n=1
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Power Series

Radius of convergence
∞
X
Let an x n be a power series. By ratio test, it converges if
n=0

 an+1 x n+1 
 
lim  <1
n→∞  an x n 
 
 an+1 
lim   |x| < 1
n→∞  an 
 
 an 
|x| < lim 
 =R
n→∞ an+1 

Therefore, the power series converges if |x| < R, and diverges if

|x| > R. R is called the radius of convergence.

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Power Series

Example
∞
X
Find the radius of convergence of the series x n.
n=0
 
1
R = lim   = 1
n→∞ 1

Example
∞
X xn
Find the radius of convergence of the series .
n!
n=0
 
 1/n! 
R = lim   = lim |n + 1| = ∞
n→∞ 1/(n + 1)!  n→∞

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Power Series

Operations on power series

∞ ∞ ∞
! !
X X X
an x n + bn x n = (an + bn )x n
n=0 n=0 n=0
 
∞ ∞ ∞
! !
X X X X
an x n · bn x n =  ai bj  x n
n=0 n=0 n=0 i+j=n
∞
!0 ∞
X X
an x n = nan x n−1
n=0 n=1
∞ ∞
Z ! !
X X an n+1
an x n dx = x +C
n+1
n=0 n=0

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Power Series

Taylor Expansion
Let f (x) be an function that is infinitely differentiable around
x = 0, and assume we can write f (x) as a power series
∞
X
f (x) = an x n .
n=0

Then
∞
X i!
f (n) (x) = ai x i−n
(i − n)!
i=n

Setting x = 0, we have f (n) (0) = n!an i.e.

f (n) (0)
an = .
n!

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Power Series

Taylor Expansion
Let f (x) be an function that is infinitely differentiable around
x = 0, then its Taylor expansion around x = 0 is
∞
X f (n) (0) f 00 (0) 2
fˆ(x) = x n = f (0) + f 0 (0)x + x + ···
n! 2
n=0

Moreover, f (x) = fˆ(x) when fˆ(x) converges.

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Power Series

Example
Let f (x) = e x , then f (n) (x) = e x and f (n) (0) = 1 for all n.
∞
X 1 n x2 x3
fˆ(x) = x =1+x + + + ···
n! 2 6
n=0

Since the radius of convergence of fˆ(x) is ∞, we can conclude that

∞
X 1 n
ex = x .
n!
n=0

In particular, when x = 1,
∞
X 1 1 1
e= = 1 + 1 + + + ···
n! 2 6
n=0

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Power Series

Example
∞
X 1 x3 x5 x7
sin x = (−1)n x 2n+1 = x − + − + ···
(2n + 1)! 3! 5! 7!
n=0
∞
X 1 2n x2 x4 x6
cos x = (−1)n x =1− + − + ···
(2n)! 2! 4! 6!
n=0
∞
1 X
= x n = 1 + x + x 2 + x 3 + · · · for |x| < 1
1−x
n=0
∞
X 1 x2 x3
ln(1 + x) = (−1)n+1 x n = x − + − · · · for |x| < 1
n 2 3
n=1

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Power Series

Example
∞
2x
X 1 4x 2 8x 3
e = (2x)n = 1 + 2x + + + ···
n! 2 6
n=0
∞
X 1 x4 x6
x sin x = x (−1)n x 2n+1 = x 2 − + − ···
(2n + 1)! 3! 5!
n=0
∞
X 1 x4 x6
ln(1 + x 2 ) = (−1)n+1 (x 2 )n = x 2 − + − ···
n 2 3
n=1

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