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SERIES

I TEST FOR CONVERGENCE


I.i Convergence and Divergence
▪ An infinite series, with sum Sn of the first nth terms, converges if it approaches a certain
number, S, denoted as
lim S n=S (i.1)
n →∞
▪ The sum was from infinite terms thus shifting for a very small amount, lets say 1, would
not change the limit.
lim S n−1 =S (i.2)
n →∞
▪ Subtracting (i.2) from (i.1) depicts the single term, un, which is the last terms removed from
the equation.
lim S n−1 −lim Sn=u n
n →∞ n →∞
▪ Simplifying using (i.1) and (i.2),
lim S n−1 −lim Sn=S−S=0 or un=0
n →∞ n →∞
▪ Thus the very last term of a converging series always yield zero
lim u n=0
n →∞

▪ The conclusion above is not vice versa. A series with lim n →∞ u n=0 may or may not
converge.
▪ Example 1. If the last term approaches a small number such as 1, would it converge?
Prove mathematically.

I.ii Comparison Test


▪ Let
u1 +u2 +u3 +...+un +.. .
be a series of positive terms to be tested.
▪ (a) If a series
a1 +a 2+ a3 +...+ an +.. .
of positive terms, is known to be convergent, can be found such that every element of the
series
un≤an
then the series to be tested is convergent.
▪ (b) If a series
b1 +b 2+ b3 +...+bn +.. .
of positive terms, is known to be divergent, can be found such that every element of the
series
un≥bn
then the series to be tested is divergent.
▪ This can be verified by comparing the sum of the first n terms (ie. which increases since it
has positive terms) with the sum of the greater series denoted as
n n ∞
∑ (u1 +u2 +...)≤∑ (a 1+ a2 +...)< ∑ (a1 +a 2+...) .
0 0 0
This means that the terms of the series to be tested will never exceed the certain value
which is the sum if the known series.

I.iii Absolute Convergence


▪ Any series can be grouped in terms of its positive and negative terms

1
u1 +u2 +...−un −un+1−...=A k −Bm
if each terms is in absolute value,
|u1|+|u2|+...+|un|+|un+1|−...= A k + Bm
which can be seen
A k −Bm < A k +B m
thus the sum of the left of the inequality would also be less than the sum of the right of the
inequality
∞ ∞
▪ If the series ∑|un| converges, then ∑ un converges
n=1 n=1

sin 0.25 n π
▪ Example I.1. Test the series ∑ n
2
n=1

I.iv Ratio Test


▪ The series with infinite terms,
▪ u1 +u2 +u3 +...+un +un +1+ ... ,
▪ will be less than infinity if the terms does not increase.
▪ Diving each succeeding terms would define the ratio test stated as
u
| |
a . If lim n+1 <1 , the series converges; indeed, converges absolutely.
n →∞ un
u
| |
b . If lim n+1 increases without bound, the series diverges.
n →∞ un
u
| |
c . If lim n+1 approaches a certain limit, the test fails.
n →∞ un
u
| |
d . If lim n+1 =1 , the test fails.
n →∞ un

▪ Example 1. For the following series, test for convergence by the ratio test.
n n+1
1 2 3 (−1) n (−1) n
a . 1− + 2 − 3 +...+ n
+ n+1
+.. .
2 2 2 2 2
1 1 1 1 1
b . 1+1+ + + +...+ + +.. . (expand the factorial and cancel common terms)
2! 3! 4! n ! (n+1)!
∞ n+1
(−1) n
c. ∑
n=1 3n
25 35 4 5 n5
d. 2
+ 3
+ 4
+...+ n
+.. .
π π π π

II POWER SERIES
II.i Sequences and Series of Complex Numbers
▪ A complex series, denoted by summation of cn,

∑ c n =x 1 +iy1 + x 2 +iy2 + x 3+ iy3 +...+ x n+iy n
n=1
can be grouped with its real and imaginary parts as
∞ ∞ ∞
∑ c n =∑ x n+i ∑ y n .
n=1 n=1 n=1
▪ If the complex series, summation of cn, converges, the real series summation of xn
summation of yn would also converge. Any real test for convergence is then applicable to
the complex series.

2

▪ If series ∑ cn converges, it also converges absolutely as explained to the separation of
n=1
real parts above.
▪ Using comparison test, if the series summation of cn is convergent, then
|a n|≤|c n| and |b n|≤|c n|
which also implies an and bn using the absolute convergence.

▪ Conclusion: If the series ∑ cn converges, the real and imaginary parts also converges.
n=1

II.ii Power Series


▪ A power series is a series of the form

∑ cn (z−z 0 )n=c 0 +c 1 (z−z 0)+ c2 (z−z 0 )2+ ...+c r (z−zo )r +...


n=0
where the complex numbers cn are the coefficients of the power series, and z0 is its center.
▪ Using definition of convergence in topic I.1,
lim cn (z−z 0 )n=0
n →∞
and the absolute convergence,
n
lim |c n (z−z 0) |=0
n →∞
▪ The limit would only exist if z-z0 is less than one since infinitely raising a proper fraction
approaches zero or as stated in the limit of approaching zero (topic I.i).
|z−z 0|≤|1|
▪ Considering complex number with magnitude less than one,
|z−z 0|≤|z 1−z 0| (ROC formula)
which can also be proven in reverse order by comparison test.
▪ Taking the constant as R, the result |z−z 0|≤R is the range where the series converge.
The equation is called open disk of convergence and the R is called radius of
convergence
▪ The graphical representation is called region of convergence or ROC and can be shown
that the region is always the inside of the circle (ie. less than R) with the radius defined by
radius of convergence.

▪ Example ii.1. Determine the open disk of convergence and radius of convergence of
∞ n
n 2
∑ (−1) n+1 (z −1+ 2i)n
n=0
▪ Using the ratio test and absolute convergence,
(−1)n+1 (2n +1 /(n+1+1))(z−1+2 i)n +1 2(n+1)
| (−1)n (2n /(n+1))(z−1+2 i)n
= ||
n+2
(z −1+ 2i) |
Multiplying (1/nm)/(1/nm) to the whole equation where m is the highest degree of z to
u
evaluate lim n →∞ | u |
n+ 1

2|z−1+2i| as n→∞
By the ratio test, this real series converges if this limit is less than 1 (topic I.iv.a) and
diverges if this limit is greater than 1. Therefore, the power series converges if
1
|z−1+2 i|<
2
and diverges if |z −1+2i|> 1/ 2 . The radius of convergence is 1/ 2 , and the open disk
of convergence is the disk |z −1+2i|< 1/ 2 .

3
II.iii Binomial Series
▪ Binomial series is a kind of power series which is one of the first fundamental theorem
behind the first power series.
▪ In 1544, Michael Stifel introduced the “binomial coefficient”. 1665, Pascal published his
"Pascal's triangle". Late 17th century, Newton generalized the concept.
▪ It is from the Pascal’s triangle which forms the binomial theorem. The series is defined for
positive exponents as

▪ For negative exponents, n<0, the Maclaurin series can be used which has the same format
as the binomial expansion which is

▪ The left most term is 1 - z. If it is 1+z for real numbers, every odd terms would be negative.
If it is 1+z for complex numbers, the magnitude would accommodate the sign of the terms.
▪ The ROC of the negative binomial series is -|z|<1 such that it is zero when approaching the
infinite term.
▪ The factorial terms are canceled if n is one.

▪ Example iii.1. Find the power series representing the function 1/(z −3) in the following
three regions:
a. |z|<3
b. |z-2| < 1
c. |z| > 3
▪ Solution: The given is similar to negative exponent binomial series thus the formula can be
used with the corresponding given regions.
a. As discussed in ROC formula |z−z 0|≤|z 1−z 0| , the term with |z-zo| has less than R
convergence. The given is <3 or <R thus the form needed is the series with |z-zo|. The
binomial theorem generates this directly as seen in topic II.iii.
The negative exponent binomial theorem needs a term with value 1 and negative z thus
rewriting the given,
1 −1/3 −1/ 3 −1 1 −1 1 1 2 1 n
( )= =( ) = [1+ z+( z) +...+( z ) +...]
z−3 −1/3 1−z / 3 3 1−z / 3 3 3 3 3
Applying the negative binomial theorem,
1 −1 1 1 2
= − z− z −.. . (|z| < 3)
z−3 3 9 27
b. The given region in part b is still the same as part a where the z is now
|z|<2+1 → |z|−2<1 → |z−2|<1
Rewriting the given such that z=z-2,
1 −1
=
( z−2)−1 1−( z−2)
Applying the negative binomial theorem,

4
1
=−1−(z −2)−( z−2)2−... (|z-2| < 1)
z−3
c. The ROC formula |z−z 0|≤|z 1−z 0| can have reversed inequality by taking the
reciprocal of one of the terms. Making it negative would fail since they are absolute
values. Rewriting the given such that z appears reciprocal,
1 1/ z 1 1
= =( )
z−3 1−3 / z z 1−3/ z
Applying the negative binomial theorem,
1 1 3 9
= + 2 + 3 +.. . (|z| > 3)
z−3 z z z
▪ Example iii.2. Will the binomial expansion work for 1/(z2 −1)?
▪ Solution: see the equation definition of binomial expansion.

II.iv Taylor Series


▪ Differentiating the series, denoted by f(z), using power formula within the region of
convergence

n
f (z)=∑ c n(z −z0 )
n=0

▪ in the region of convergence has the coefficients cn to be


(n)
f ( zo )
c n=
n!
▪ In expanded form, it is
f ' ( z o) f ' ' ( z o) 2 f ' ' '( z o) 3
f ( z)=f ( z 0)+ ( z−z 0)+ (z−z 0) + ( z−z 0) +.. .
1! 2! 3!
▪ The power series f(z) is called Taylor series by Scottish Brook Taylor in 1715. If z0=0, it is
called Maclaurin series. Historically, Colin Maclaurin, a professor in Edinburgh, published
the special case of the Taylor result in the 18th century.
▪ Differentiating or integrating does not change the region of convergence. Practically, the
calculus operations was motivated by the converging regions. Mathematically, this can be
proven by using the Cauchy complex integral formula.
▪ f(n) (zo) is very complex to evaluate in complex variables which follows Cauchy-Riemann
equations thus must resolve by partial fraction, binomial expansion, known series or
negative binomial expansion.

▪ Example iv.1. Find the radius of convergence, by inspection, of


2i
about -3i
4+iz
Solution: The about -3i means this is the center of the ROC. Determining the value of z
which diverges would be dependent on the denominator being zero which is z=4i. The
distance from the center to the first point of divergence is 4i-(-3i)=7i thus 7 is the radius of
convergence.

▪ Example iv.2. Find the radius of convergence of


1
g(z)= about 3+i
sin ( z)
▪ Solution: The about 3+i means this is the center of the ROC. Determining the value of z
which diverges would be dependent ton the denominator being zero which is z=0+2πn or
multiples of its half-period π. The distance from the center to the first point of divergence is

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