Power Series Centered at X Y: D R R y (X) X C (X X), C R

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Power series definition and examples

Definition
A power series centered at x0 is the function y : D ⊂ R → R

X
y (x) = cn (x − x0 )n , cn ∈ R.
n=0
Remarks:
I An equivalent expression for the power series is
y (x) = c0 + c1 (x − x0 ) + c2 (x − x0 )2 + c3 (x − x0 )3 + · · · .

X
I A power series centered at x0 = 0 is y (x) = cn x n , that is,
n=0
2 3
y (x) = c0 + c1 x + c2 x + c3 x + · · · .

I The domain D = {x ∈ R : y (x) converges.}


Power series definition and examples
Example
The simplest example is x0 = 0, cn = 1, that is

X
y (x) = xn = 1 + x + x2 + x3 + · · · .
n=0

For every x ∈ R this is a geometric series.


Geometric series converge iff |x| < 1. and in that case:
1
1 + x + x2 + x3 + · · · = , |x| < 1.
1−x

We conclude that for |x| < 1 holds



1 1 X
y (x) = = 1 + x + x2 + x3 · · · ⇒ = x n.
1−x 1−x C
n=0
Power series definition and examples
Remark: ∞
X
Another examples of power series y (x) = cn (x − x0 )n .
n=0

Example

1 X xn x2
I x0 = 0, cn = , that is, =1+x + + ···.
n! n! 2!
n=0

X (x − 1)n (x − 1)2
I x0 = 1, = 1 + (x − 1) + + ···.
n! 2!
n=0

(−1)n X (−1)n
I x = 0, cn = , that is, y (x) = x (2n+1) ,
(2n + 1)! (2n + 1)!
n=0

x3 x5 x7
y (x) = x − + − + ··· .
3! 5! 7!
Power series definition and examples

Remark: The power series of a function may not be defined on the


whole domain of the function.

Example
1
The function y (x) = is defined for x ∈ R − {1}.
1−x

y
The power series
y(x)= 1/(1−x) ∞
1 X
1 y (x) = = xn
( )
1−x
−1 1 x
n=0
converges only for |x| < 1.
C
The radius of convergence.
Definition ∞
X
The power series y (x) = an (x − x0 )n has radius of convergence
n=0
ρ > 0 iff the following conditions hold:
(a) The series converges absolutely for |x − x0 | < ρ;
(b) The series diverges for |x − x0 | > ρ.

The interval of convergence is the open interval (x0 − ρ, x0 + ρ)


together with the extreme points x0 − ρ and x0 + ρ where the
series converges.

diverges converges absolutely diverges


( )
x0 x

rho
The ratio test for power series
Example
Determine the radius of convergence and the interval of

X
convergence of the power series y (x) = x n.
n=0

Solution: The power series y (x) is a geometric series for x ∈ R.


Geometric series converge for |x| < 1, and diverge for |x| > 1.
Hence the radius of convergence is ρ = 1.
For the interval of convergence we need to study y (1) and y (−1).

y (1) = 1 + 1 + 1 + 1 + · · · , y (−1) = 1 − 1 + 1 − 1 + 1 − · · ·

Both series diverge, since their partial sums do not converge.


Then the interval of convergence is I = (−1, 1). C
The ratio test for power series

Example

X xn
Determine the radius of convergence of y (x) = .
n!
n=0

Solution: We fix x ∈ R and we use the ratio test on the infinite


∞ n xn
X x
series . Denoting a = , then

n
n! n!

n=0

an+1 x n+1 n! |x n | |x| n! |x|


= n = n
= →0
an (n + 1)! x |x | (n + 1)! (n + 1)

as n → ∞, for all x ∈ R. The radius of convergence ρ = ∞. C

Remark: The interval of convergence is I = R.


The ratio test for power series
Example

X xn
Determine the radius of convergence of y (x) = (−1)n .
n
n=1
∞ n
X x
Solution: Fix x ∈ R and use the ratio test on the series .
xn n
n=1
Denoting an = , then

n
an+1 x n+1 n |x n | |x| n n
= n = = |x| → |x|

an (n + 1) x n
|x | (n + 1) (n + 1)

as n → ∞, for all x ∈ R. The ratio test says that the series with
xn an+1
coefficients an = converges iff lim < 1.
n n→∞ an
an+1
This is a condition on x, since |x| = lim < 1. So ρ = 1. C
n→∞ an
The ratio test for power series
Example

X xn
Determine the interval of convergence of y (x) = (−1)n .
n
n=1
Solution: Recall: The radius of convergence is ρ = 1
This means that for x ∈ (−1, 1) the power series converges,
and for x ∈ (−∞, −1) ∪ (1, ∞) the series diverges.
We need to study the series for x = ±1.

X 1  1 1 
x = 1 ⇒ y (1) = (−1)n = − 1 − + − · · · , converges.
n 2 3
n=1

X (−1)n 1 1
x = −1 ⇒ y (−1) = (−1)n = 1 + + + · · · , diverges.
n 2 3
n=1

The interval of convergence is I = (−1, 1]. C


The ratio test for power series
Theorem (Ratio test for power series)

X
Given the power series y (x) = cn (x − x0 )n , introduce the
n=0
|cn+1 |
number L = lim . Then, the following statements hold:
n→∞ |cn |

(1) The power series converges in the domain |x − x0 |L < 1.

(2) The power series diverges in the domain |x − x0 |L > 1.

(3) The power series may or may not converge at |x − x0 |L = 1.


1
Therefore, if L 6= 0, then ρ = is the series radius of convergence;
L
if L = 0, then the radius of convergence is ρ = ∞.
c (x − x )n+1 |cn+1 |
Proof: n+1 0
= |x − x0 | → |x − x0 |L.

cn (x − x0 )n |cn |
The ratio test for power series
Example

X xn
Determine the radius of convergence of y (x) = .
8n
n=0

X xn
Solution: Use the ratio test on the series an with an = n .

8
n=0
an+1 x n+1 8n |x n | |x| 8n 1 |x|
= n+1 n = n n
= |x| → as n → ∞.
an 8 x |x | 8 8 8 8
xn
The ratio test says that the series with coefficients an =

n
an+1 an+1
converges if lim < 1, and diverges if lim > 1,
n→∞ an n→∞ an

|x| an+1
These are a conditions on x, since = lim .
8 n→∞ an
The series converges for |x| < 8 and diverges for |x| > 8.
The radius of convergence is ρ = 8. C
The ratio test for power series

Example

X xn
Determine the radius of convergence of y (x) = .
8n
n=0
Solution: Recall: The radius of convergence is ρ = 8
This means that for x ∈ (−8, 8) the power series converges,
and for x ∈ (−∞, −8) ∪ (8, ∞) the series diverges.
We need to study the series for x = ±8.
X∞
x = 8 ⇒ y (8) = 1 = 1 + 1 + 1 · · · , diverges.
n=1

X
x =8 ⇒ y (−8) = (−1)n = 1 − 1 + 1 − 1 + · · · , diverges.
n=1

The interval of convergence is I = (−8, 8). C


Term by term derivation and integration

Theorem ∞
X
If the power series y (x) = cn (x − x0 )n has radius of
n=0
convergence ρ > 0, then function y is both differentiable with
derivative

X
y 0 (x) = ncn (x − x0 )(n−1) ,
n=1

and function y is integrable with primitive



(x − x0 )(n+1)
Z X
y (x) dx = + c,
(n + 1)
n=0

where both expressions above converge on (x0 − ρ, x0 + ρ).


Functions define power series
Theorem
If an infinitely differentiable function f : D ⊂ R → R has a power
series representation at a ∈ D with convergence radius ρ > 0,
X∞
f (x) = cn (x − a)n ,
n=0
then the series coefficients are given by
f (n) (a)
cn = .
n!

Remark: If we only assume that f is infinitely differentiable, we


can always construct the series

X f (n) (a)
y (x) = (x − a)n .
n!
n=0
However, it is not clear whether this series converges at all, and if
it does, whether it satisfies that f (x) = y (x) for x 6= a.
Functions define power series

Remark: The proof is simple because the assumptions are big.


Proof: Since the function f has a power series representation,

f (x) = c0 + c1 (x − a) + c2 (x − a)2 + c3 (x − a)3 + · · ·

we can differentiate on both sides many times,

f 0 (x) = c1 + 2c2 (x − a) + 3c3 (x − a)2 + 4c4 (x − a)3 + · · ·


f 00 (x) = 2c2 + (3)(2)c3 (x − a) + (4)(3) (x − a)2 + · · ·

And evaluating the expressions above at x = a we have

f (a) = c0 , f 0 (a) = c1 , f 00 (a) = 2c2 , f (n) (a) = n! cn .

f (n) (a)
Therefore, cn = .
n!
Taylor series of a function
Remark: The Theorem above suggests the following definition.
Definition
The Taylor series centered at a ∈ D of an infinitely differentiable
function f : D ⊂ R → R is given by

X f (n) (a)
T (x) = (x − a)n .
n!
n=0

Remarks:
I Right now we have no idea whether the Taylor series of a
function has a positive radius of convergence.
I And even if the Taylor series has a positive radius of
convergence, we do not know if the series T converges to f .
I The particular case a = 0 is called the Maclaurin series.
Taylor series of a function
Example
1
Find the Taylor series of the function f (x) = centered at x = 3.
x
Solution: We need to compute the function derivatives,
1 2 (2)(3)
f 0 (x) = − , f 00 (x) = , f 000 (x) = − ,
x2 x3 x4
n!
therefore: f (n) (x) = (−1)n . Evaluating at x = 3,
x n+1
1 1 2 n!
f (3) = , f 0 (3) = − , f 00 (3) = , f (n) (3) = (−1)n ,
3 32 33 3n+1
f (n) (3) (−1)n 1 1 1
= n+1 , T (x) = − 2 (x − 3) + 3 (x − 3)2 − · · · .
n! 3 3 3 3
∞ n
X (−1)
We conclude: T (x) = (x − 3)n . C
3n+1
n=0
Taylor series of a function
Example
Find the radius of convergence ρ of the Taylor series T centered at
1
x = a of the function f (x) = .
x

X (−1)n
Solution: It is simple to see that T (x) = (x − a)n .
an+1
n=0
(−1)n
The ratio test on bn = n+1 (x − a)n says that,

a
bn+1 |x − a|n+1 an+1 |x − a| |x − a|
= n+2 n
= → .
bn a |x − a| a a

bn+1 |x − a|
The condition lim < 1 implies < 1,
n→∞ bn a
that is |x − a| < a. We conclude that ρ = a. C
Taylor polynomials of a function
Remark: A truncated Taylor series is called a Taylor polynomial.
Definition
The Taylor polynomial of order n centered at a ∈ D of an
n-differentiable function f : D ⊂ R → R is given by
n
X f (k) (a)
Tn (x) = (x − a)k .
k!
k=0

Remarks:
I T1 (x) = f (a) + f 0 (a) (x − a) is the linearization of f .
I The Taylor polynomial is called of order n instead of degree n,
because f (n) (a) may vanish.
I The Taylor polynomial of order n centered at a = 0 is called
the n + 1 Maclaurin polynomial.
Taylor polynomials of a function
Example
Find the first four Maclaurin polynomials of the function
f (x) = e 3x .

Solution: Since f (n) (x) = 3n e 3x , and the polynomials are centered


at a = 0, the first 4 Maclaurin polynomials are

T0 , T1 , T2 , T3 .

f 00 (0) 2 f 000 (0) 3


Since T3 (x) = f (0) + f 0 (0) x + x + x , then
2! 3!
32 2
T0 (x) = 1, T1 (x) = 1 + 3x, T2 (x) = 1 + 3x + x ,
2
32 2 33 3
T3 (x) = 1 + 3x + x + x . C
2 6
Taylor polynomials of a function
Example
Find the first seven Maclaurin polynomials of f (x) = cos(x).

Solution: f (x) = cos(x), f 0 (x) = − sin(x), f 00 (x) = − cos(x),


f 000 (x) = sin(x), f (4) (x) = cos(x), and then the derivatives repeat,

f (0) = 1, f 0 (0) = 0, f 00 (0) = −1, f 000 (0) = 0, f (4) (0) = 1.

f 00 (0) 2 f (n)(0) n
Since Tn (x) = f (0) + f 0 (0) x + x + ··· + x , then
2! n!
x2
T0 (x) = 1 = T1 (x), T2 (x) = 1 − = T3 (x),
2

x2 x4 x2 x4 x6
T4 (x) = 1 − + = T5 (x), T6 (x) = 1 − + − .
2 4! 2! 4! 6! C
Taylor polynomials of a function
Remark: The Taylor polynomial order n centered at any point
x = a of a polynomial degree n, say Pn , is the same polynomial.
That is, Tn (x) = Pn (x).
Example
Find the T2 centered at x = a of f (x) = x 2 + x + 1.

Solution: Since f 0 (x) = 2x + 1 and f 00 (x) = 2, then


f (a) = a2 + a + 1, f 0 (a) = 2a + 1, f 00 (a) = 2.
f 00 (a)
Since T2 (x) = f (a) + f 0 (a) (x − a) + (x − a)2 , then
2!
2
T2 (x) = (a2 + a + 1) + (2a + 1) (x − a) + (x − a)2
2
T2 (x) = (a2 + a + 1) + (2ax − 2a2 + x − a) + (x 2 − 2ax + a2 ).

Hence T2 (x) = 1 + x + x 2 . C
Review: Taylor series and polynomials
Definition
The Taylor series and Taylor polynomial order n centered at a ∈ D
of a differentiable function f : D ⊂ R → R are given by
∞ n
X f (k) (a) k
X f (k) (a)
T (x) = (x − a) , Tn (x) = (x − a)k .
k! k!
k=0 k=0

Remarks:
I The Taylor series may or may not converge.
I T1 (x) = f (a) + f 0 (a) (x − a) is the linearization of f .
I The Taylor polynomial is called of order n instead of degree n,
because f (n) (a) may vanish.
I The particular case a = 0 is called the Maclaurin series and
the n + 1 Maclaurin polynomial, respectively.
The Taylor Theorem
Remark: The Taylor Theorem is usually applied for a fixed point a,
while the point b = x is used as an independent variable:

f (n) (a)
f (x) = f (a) + f 0 (a) (x − a) + · · · + (x − a)n + Rn (x)
n!
where the remainder function Rn is given by

f (n+1) c(x)

Rn (x) = (x − a)n+1 , with c ∈ (a, x).
(n + 1)!

Remark: The point c ∈ (a, x) also depends on x.


Remark: We can use the Taylor polynomial to write that

f (x) = Tn (x) + Rn (x).


The Taylor Theorem
Corollary
Let f : D → R be infinitely differentiable with Taylor polynomials
Tn and remainders Rn , that is, for n > 1 holds

f (x) = Tn (x) + Rn (x).

If Rn (x) → 0 as n → ∞ for x ∈ D, then the Taylor series centered


at x = a converges on D to the function values f (x), that is,

X f (n) (a)
f (x) = (x − a)n .
n!
n=0

Remark: Without knowing c(x) it is often possible to estimate

f (n+1) c(x)

Rn (x) = (x − a)n+1 .
(n + 1)!
Using the Taylor series
Example
Show that the Taylor series of f (x) = e x centered at a = 0
converges on R.

Solution: Since f (n) (x) = e x and a = 0, then f (n) (0) = 1, and

x2 x3 xn
ex = 1 + x + + + ··· + + Rn (x),
2 3! n!
x n+1
where Rn (x) = e c(x) . Since f (x) is increasing,
(n + 1)!

|x|n+1 |x|n+1
|Rn (x)| = e c(x) 6 e |x| → 0, as n → ∞.
(n + 1)! (n + 1)!

x
X xn x2 x3
for every x ∈ R. Then e = =1+x + + + ···. C
n! 2 3!
n=0
Using the Taylor series
Example
2
Find the Taylor series of f (x) = e x centered at a = 0.

X yn
Solution: We use the Taylor series e y = for y = x 2 ,
n!
n=0

∞ ∞
2
X (x 2 )n X x 2n x4 x6
ex = = = 1 + x2 + + + ··· .
n! n! 2 3! C
n=0 n=0
Example
2
Find the Taylor series of f (x) = e −x centered at a = 0.

Solution: We substitute x 2 by −(x 2 ) in the example above,


∞ ∞
2
X (−x 2 )n X x 2n x4 x6
e −x = = (−1)n = 1 − x2 + − + ··· .
n! n! 2 3! C
n=0 n=0
Using the Taylor series
Example
3x 2
Find the Taylor series of f (x) = at a = 0 on (−1, 1).
(1 − x)3
Solution: The straightforward way is to compute the derivatives
f (n) (x). A simpler ways is to realize that
1 i0 3 h 1 i00
2 1 1
h i h
f (x) = 3x 2 = 3x = x2
(1 − x)3 2 (1 − x)2 2 (1 − x)

1 X
Recall that for |x| < 1 holds = x n . Hence,
1−x
n=0
∞ i00 ∞ ∞
3 2 hX 3 2 X 3 X
f (x) = x xn = x n(n − 1)x n−2 = n(n − 1)x n .
2 2 2
n=0 n=2 n=2
3 2
2x + (3)(2)x 3 + (4)(3)x 4 + · · · .

We conclude: f (x) = C
2
Using the Taylor series
Example

Find the Taylor series of f (x) = cos(2 x) at a = 0 on (−1, 1).

Solution: If y (x) = cos(x), y 0 (x) = − sin(x), y 00 (x) = − cos(x),


y 000 (x) = sin(x), y (4) (x) = cos(x), and then the derivatives repeat,

y (0) = 1, y 0 (0) = 0, y 00 (0) = −1, y 000 (0) = 0, y (4) (0) = 1.


x2 x4 x6 X x 2n
Then, cos(x) = 1 − + − + ··· = (−1)n .
2 4! 6! (2n)!
n=0
∞ √ 2n
√ √  X n (2 x)
Substitute x by 2 x above, cos 2 x = (−1) .
(2n)!
n=0

√  X (−4x)n 4x (4x)2 (4x)3
cos 2 x = =1− + − + ··· .
(2n)! 2! 4! 6! C
n=0
Taylor series table

Remark: Table of frequently used Taylor series.



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

1 X
= (−1)n x n = 1 − x + x 2 − x 3 + · · · , |x| < 1,
1+x
n=0

X xn x2 x3
ex = =1+x + + + ··· , |x| < ∞,
n! 2! 3!
n=0

X x 2n+1 x3 x5
sin(x) = (−1)n =x− + − · · · , |x| < ∞,
(2n + 1)! 3! 5!
n=0

X x 2n x2 x4
cos(x) = (−1)n =1− + − ··· , |x| < ∞.
(2n)! 2! 4!
n=0

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