Chapter 8. Infinite Series: Le Cong Nhan

Chapter 8.
Infinite Series
Le Cong Nhan
Faculty of Applied Sciences

HCMC University of Technology and Education
November 26, 2021
Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

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8. and Education)
Infinite Series November 26, 2021 1 / 71
Contents
1 Sequences and Their Limits
2 Introduction to Infinite Series; Geometric Series
3 The Integral Test; p-Series
4 Comparison Tests
5 The Ratio Test and The Root Test
6 Alternative Series; Absolute and Conditional Convergence
7 Power Series
8 Taylor and Maclaurin Series

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8.1 Sequences and Their Limits
Definition 1 (Sequence)
A sequence can be thought of as a list of numbers written in a definite order:
a1 , a2 , a3 , a4 , ..., an , ... (1)
The number a1 is called the first term, a2 is the second term, and in general an is
the nth term.
NOTATION. The sequence {a1 , a2 , ...} is also denoted by
∞
{an } or {an }n=1 . (2)

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Example 2
∞
n n 1 2 3 n
(a) an = , , , ..., , ...
n+1 n=1 n+1 2 3 4 n+1
n√ o∞ √ n √ √ o
(b) n−3 an = n − 3, n ≥ 3 0, 1, 2, ..., n − 3, ...
n=3
( √ )
n nπ o∞ nπ 3 1 nπ
(c) cos an = cos ,n≥0 1, , , ..., cos , ...
6 n=0 6 2 2 6

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Example 3
A drug is administered into the body. At the end of each hour, the amount of
drug present is half what it was at the end of the previous hour. What percent of
drug is present at the end of 4 hours? At the end of n hours?

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Definition 4 (Limit of a Sequence)
A sequence {an } has the limit L and we write
lim an = L or an → L as n → ∞, (3)
n→∞
if we can make the terms an as close to L as we like by taking n sufficiently large.

If lim an exists, we say the sequence converges (or is convergent). Otherwise,
n→∞
we say the sequence diverges (or is divergent).
Example 5
Evaluate the limits
1 1 n
a. lim b. lim , (r ∈ N) c. lim
n→∞ n n→∞ nr n→∞ n + 1

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Example 6
Evaluate
n
1 2n
a. lim b. lim q n , (0 < q < 1) c. lim
n→∞ 2 n→∞ n→∞ 3n +1

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Example 7
Determine the convergence or divergence of the sequences
n n5 + n3 + 2 p
a. lim (−1) b. lim c. lim n2 + 3n − n
n→∞ n→∞ 7n4 + n2 + 3 n→∞

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Theorem 8 (Limit of a sequence from the limit of a function)
If lim f (x) = L and f (n) = an when n is an integer, then
x→∞
lim an = L. (4)
n→∞
Example 9 (Using L’Hopital rule)

Calculate
ln n n2
a. lim b. lim
n→∞ n n→∞ 1 − e n

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The Limit Laws
If {an } and {bn } are convergent sequences and c is a constant, then

1 lim [an ± bn ] = lim an ± lim bn
n→∞ n→∞ n→∞
2 lim [can ] = c lim an

n→∞ n→∞
3 lim [an bn ] = lim an · lim bn

n→∞ n→∞ n→∞
an lim an
4 lim = n→∞ if lim bn 6= 0.
n→∞ bn lim bn n→∞
n→∞
h ip
p
5 lim [an ] = lim an if p > 0 and an > 0.
n→∞ n→∞

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Theorem 10 (The Squeeze Theorem)
If an ≤ bn ≤ cn for all n ≥ n0 and lim an = lim cn = L, then
n→∞ n→∞
lim bn = L.
n→∞
Theorem 11
If lim |an | = 0, then lim an = 0.
n→∞ n→∞

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Example 12
Find the limit, if it exists?
(−1)n n! 1
a. lim b. lim c. lim sin(n)
n→∞ n n→∞ nn n→∞ n

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Theorem 13
If lim an = a and the function f is continuous at a, then
n→∞
lim f (an ) = f (a). (5)

n→∞
Example 14
Evaluate lim sin (π/n).
n→∞

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Theorem 15 (Monotonic Sequence Theorem)
Every bounded, monotonic sequence is convergent.
Example 16
Show that the sequence {an } converges, where
1 · 3 · 5 · (2n − 1) ln n
a. an = b. an = √
2 · 4 · 6 · (2n) n

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8.2 Introduction to Infinite Series; Geometric Series
Let {an } be a sequence. Then the infinite sum

∞
X
a1 + a2 + a3 + · · · + an + · · · = ak (6)
k=1
is so-called an infinite series (or just a series).
Question
It would be impossible to find a finite sum for the series?
1 + 2 + 3 + 4 + ··· + n + ···
1 1 1 1
+ + + ··· + n + ···.
2 4 8 2

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Definition 17 (Series)
Given a series
∞
X
ak = a1 + a2 + · · · + an + · · ·
k=1
n
an = a1 + a2 + · · · + an denote its nth partial sum. If {sn }∞
P
and let sn = n=1 is
k=1
∞
P
convergent and lim sn = s, then the series ak is convergent and we write
n→∞ k=1
∞
X
ak = a1 + a2 + · · · + an + · · · = s. (7)
k=1
∞
If {sn }∞
P
n=1 does not converge, then the series ak diverges and has no sum.
k=1
Note: Notice that

∞
X n
X
ak = lim ak = lim sn . (8)
n→∞ n→∞
k=1 k=1

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Example 18
Find then sum of the series
∞ ∞
X 1 X 1
a. b.
2k k2 + k
k=1 k=1

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Example 19
∞
(−1)k diverges.
P
Show that the series
k=1

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Geometric series
Given a constant a 6= 0. Then the geometric series
 a
∞  if |r | < 1,
1−r
X 
k 2 n−1
ar =a + ar + ar + · · · + ar + ··· = (9)

k=0 
diverges if |r | ≥ 1.
1 If r = 1, then
sn = a + a + · · · + a = na → ±∞.
And therefore the series diverges.

2 If r 6= 1, then
sn = a + ar + ar 2 + · · · + ar n−1
rsn = ar + ar 2 + · · · + ar n−1 + ar n
It follows that
a(1 − r n )
sn = .
1−r
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Example 20
Determine whether each of the following geometric series converges or diverges. If
the series converges, find its sum.
∞ k ∞ k
X 1 3 X 1
a. b. 3 −
7 2 5
k=0 k=2

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Example 21 (Multiplier effect in economics)
Suppose that nationwide approximately 90% of all income is spent and 10% is
saved. How much total spending will be generated by a $40 billion tax rebate if
saving habits do not change?

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Example 22 (Accumulation of medication in a body)
A patient is given an injection of 10 units of a certain drug every 24 hours. The drug
is eliminated exponentially so that the proportion that remains in the patient’s body
after t days is f (t) = e −t/5 . If the treatment is continued indefinitely, approximately
how many units of drug will eventually be in the patient’s body just prior to an
injection?

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Example 23
A ball is droped from a height of 10 ft. Each time the ball bounces, it rises 0.6 the
distance it had previously fallen. What is the total distance traveled by the ball?

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8.3 The Integral Test; p-Series
Series of nonnegative numbers

∞
X
ak = a1 + a2 + a3 + · · · + ak + · · · , with ak ≥ 0. (10)
k=1
Some convergence criteria for nonnegative series:

1 The integral test
2 Comparison tests
Direct comparison test (using inequality)
Limit comparison test (using limit)
3 The ratio test
4 The root test

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The Divergence Test
Theorem 24 (The Divergence Test)

P∞
If lim ak does not exist or if lim ak 6= 0 then the series k=1 ak is divergent.
k→∞ k→∞
Example 25
∞
X k2
Show that the series diverges.
5k 2 + 4
k=1

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The Integral Test
Theorem 26 (The Integral Test)

Suppose f is a continuous, positive, decreasing function on [1, ∞) and let
X∞ Z ∞
ak = f (k). Then ak is convergent if and only if f (x)dx is convergent.
k=1 1
Example 27
Test the series for convergence or divergence
∞ ∞ ∞
X 1 X ln k X k
a. b. c.
(k + 2)2 k e k/5
k=1 k=1 k=1

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The p-Series
The p-series converges if p > 1 and diverges if p ≤ 1, i.e.,


X∞
1  converges if p > 1,
= (11)
kp
diverges if p ≤ 1.

k=1
Example 28
Test for convergence or divergence
∞ ∞ ∞
X 1 X 1 X 1 1
a. b. √ c. − √
k k3 ek k
k=1 k=1 k=1

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8.4 Comparison Tests
Direct Comparison Test
Theorem 29 (Direct comparison test)

P∞ P∞
Let k=1 ak and k=1 bk be two nonnegative series such that
0 ≤ ak ≤ bk , ∀k ≥ k0 . (12)
Then we have the following statements:

P∞ P∞
If k=1 bk converges, then k=1 ak also converges.
P∞ P∞
If k=1 ak diverges, then k=1 bk also diverges.

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8.4 Comparison Tests
Limit Comparison Test
Theorem 30 (Limit comparison test)

P∞ P∞
Suppose that k=1 ak and k=1 bk are positive series and
ak
lim = c. (13)
k→∞ bk
Then we possess the following statements:
P∞ P∞
(a) If 0 < c < ∞ then k=1 ak and k=1 bk either both converge or both
diverge.
P∞ P∞
(b) If c = 0 and k=1 bk converges, then k=1 ak converges.
P∞ P∞
(c) If c = ∞ and k=1 bk diverges, then k=1 ak diverges.

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Example 31
Test the following series for convergence
∞ ∞ ∞
X 5 X 1 X ln k
a. 2
b. k
c.
k + 4k + 3 3 +1 k
k=1 k=1 k=1

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Example 32
Test the series for convergence
∞ ∞
X 1 X 2k 2 + 3k
(a) k
(b) √
2 −1 5 + k5
k=1 k=1

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The q-log series
The q-log series converges if q > 1 and diverges if q ≤ 1, i.e.,

X∞
log k  converges if q > 1,
:= (14)
kq
diverges if q ≤ 1.

k=1

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8.5 The Ratio Test and The Root Test
The Ratio Test
Theorem 33 (The Ratio Test)

P∞
Given a series k=1 ak with ak > 0 and suppose that
ak+1
lim = L.
k→∞ ak
The the ratio test state the following:

P∞
If L < 1, then k=1 ak converges.
P∞
If L > 1, then k=1 ak diverges.
If L = 1, then the ratio test is inconclusive.

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8.5 The Ratio Test and The Root Test
The Root Test
Theorem 34 (The Root Test)

P∞
Given a series k=1 ak with ak > 0 and suppose that
√
lim k ak = L.
k→∞
The the root test state the following:

P∞
If L < 1, then k=1 ak converges.
P∞
If L = 1, then the root test is inconclusive.

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Example 35
∞ ∞ ∞
X 2k X kk X 1
a. b. c.
k! k! 2k − 3
k=1 k=1 k=2

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Example 36
∞ ∞ ∞
X 2k X (k!)2 X (k!)2
a. b. c.
k2 (2k)! kk
k=1 k=1 k=1

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Example 37 (Power series)
Find all numbers x > 0 for which the following series converges
∞
X
k 3 x k = x + 2 3 x 2 + 33 x 3 + · · ·
k=1

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Example 38
∞ k ∞ ∞ k 2
X 2k + 1 X 1 X 1
a. b. k
c. 1+
3k + 2 (ln k) k
k=2 k=2 k=1

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8.6 Alternative Series; Absolute and Conditional
Convergence
Alternative Series Test
Definition 39 (Alternative Series)

The series
∞
X
(−1)k ak = a0 − a1 + a2 − a3 + · · · + (−1)k ak + · · ·
k=0
with ak > 0 is called an alternative series.

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Theorem 40 (Alternative Series Test)
P∞
The alternative series k=0 (−1)k ak is convergent if it satisfies
ak+1 ≤ ak for all k ≥ k0 ;
lim ak = 0.
k→∞
Example 41
∞ ∞ ∞
X (−1)k X
k+1 ln k
X
a. b. (−1) c. (−1)k+1 e 1/k
k k
k=1 k=1 k=1

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Example 42 (Alternating p-series)
∞ ∞ ∞
X (−1)k X (−1)k−1 X (−1)k+1
a. b. c.
k k2 kp
k=1 k=1 k=1

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Theorem 43 (Error estimate for Alternating Series)
P∞
Suppose an alternative series k=1 (−1)k ak satisfies the conditions of the
alternative series test. If the series has sum S, then
|S − Sn | ≤ an+1 , (15)
where Sn is the nth partial sum.

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8.6 Alternative Series; Absolute and Conditional
Convergence
Absolute and Conditional Convergence
Definition 44
P∞
A series k=0 ak is so-called
∞
X
absolutely convergent if the series |ak | is convergent.
k=0
conditionally convergent if it is convergent but not absolutely convergent.
∞
X (−1)k−1
The series is absolutely convergent;
k2
k=1
∞
X (−1)k
The series is conditionally convergent.
k
k=1

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Theorem 45
∞
X
If the series ak is absolutely convergent, then it is convergent.
k=0
Example 46
∞
X cos k
Test the series for convergence .
k2
k=1

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Example 47
1 1 1 1 1 1 1 1 1
1+ + − − + + + − − + ···
4 9 16 25 36 49 64 81 100

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Theorem 48 (The General Ratio Test)
P∞
Given a series k=1 ak with ak 6= 0 and suppose that

ak+1
lim = L.
k→∞ ak
The the general ratio test state the following:

P∞
If L < 1, then k=1 ak converges absolutely.
P∞
If L = 1, then the ratio test is inconclusive.

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Example 49
∞ ∞
X k3 X kk
a. (−1)k b.
3k k!
k=1 k=1

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Theorem 50 (The General Root Test)
P∞
Given a series k=1 ak with ak 6= 0 and suppose that
p
lim k |ak | = L.
k→∞
The the general root test state the following:

P∞
If L < 1, then k=1 ak converges absolutely.
P∞
If L = 1, then the root test is inconclusive.

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8.7 Power Series
An infinite series of the form

∞
X
ck x k = c0 + c1 x + c2 x 2 + · · · + ck x k + · · · (16)
k=0
is called a power series in x, where x is a variable and ck , k = 0, 1, ... are the

coefficients of the power series.
In genneral, the power series in (x − a) is a series of the form

∞
X
ck (x − a)k = c0 + c1 (x − a) + c2 (x − a)2 + · · · + ck (x − a)k + · · · (17)
k=0

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Example 51
Find the values of x so that the each of following series converges
∞ ∞
X X (x − 3)k
a. kx k b.
k
k=0 k=1

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Example 52 (Bessel Function)
Find the domain of the Bessel function J0 (x) defined by
∞
X (−1)k x 2k
J0 (x) = .
22k (k!)2
k=0

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Theorem 53 (Convergence of a Power Series)
P∞ k
For a given power series k=1 ck (x − a) there are only three possibilities:
(a) The series converges only when x = a;
(b) The series converges for all x;
(c) There is a positive number R > 0 such that the series converges if |x − a| < R
and diverges if |x − a| > R.
1 The number R in case (c) is called the radius of convergence of the power
series.
2 The interval of convergence is the set
∞
( )
X k
x ∈R: ck (x − a) < ∞
k=1

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Example 54
Find the radius of convergence and interval of convergence of the series
∞ ∞ ∞
X xk X X xk
a. b. k!x k c. √
k! k
k=0 k=0 k=1

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Example 55
Find the convergence set for the power series
∞ ∞ ∞
X 2k x k X (x + 1)k X k(x + 2)k
a. b. c.
k 3k 3k+1
k=1 k=0 k=0

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Example 56
Find the radius of convergence of the power series
2
∞ k
X k +1
xk
k
k=1

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Term-by-term Differentiation and Integration of Power
Series
Theorem 57
P∞ k
Suppose a power series k=0 ck (x − a) with radius of convergence R > 0, then
the function
∞
X k 2
f (x) = ck (x − a) = c0 + c1 (x − a) + c2 (x − a) + · · ·
k=0
can be differentiated or integrated term by term on its interval of absolute

convergence (a − R, a + R). More precisely, for x ∈ (a − R, a + R) we have
∞
X k−1
f 0 (x) =c1 + 2c2 (x − a) + · · · = kck (x − a) (18)
k=1
∞ k+1
(x − a)2 X (x − a)
Z
f (x)dx =C + c0 (x − a) + c1 + ··· = C + ck (19)
2 k +1
k=0

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Example 58
Let f be a function defined by the power series
∞
X xk
f (x) = for all x.
k!
k=0
Show that f 0 (x) = f (x) for all x, and deduce that f (x) = e x .

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Example 59 (Second derivative of a power series)
Let f be a function defined by the power series
∞
X (−1)k x 2k
f (x) =
(2k)!
k=0
for all x. Show that f 00 (x) = f (x) for all x.

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Example 60
By integrating an appropriate geometric series term by term, show that
∞
X x k+1
= − ln (1 − x) for − 1 < x < 1.
k +1
k=0

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8.8 Taylor and Maclaurin Series
Suppose an infinitely differentiable function f can be represented by the power series
∞
X
2 3 k
f (x) = c0 + c1 (x − a) + c2 (x − a) + c3 (x − a) + · · · = ck (x − a) ,
k=0
for |x − a| < R. Then there is exactly one such representation and the coefficients
ck must satisfy
f (k) (a)
ck = , k = 0, 1, 2, ...
k!
The nth-degree Taylor polynomial of the function f at x = a is

n
X
2 n k
Tn (x) = c0 + c1 (x − a) + c2 (x − a) + · · · + cn (x − a) = ck (x − a) ,
k=0
Taylor remainder function
Rn (x) = f (x) − Tn (x).

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Taylor series of f at a
∞
X f (k) (a) k
f (x) = (x − a)
k!
k=0
f 0 (a) f 00 (a) 2 f (3) (a) 3
= f (a) + (x − a) + (x − a) + (x − a) + · · · (20)
1! 2! 3!
Maclaurin series of f
∞
X f (k) (0) f 0 (0) f 00 (0) 2 f (3) (0) 3
f (x) = x k = f (0) + x+ x + x + ··· (21)
k! 1! 2! 3!
k=0

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Example 61
Find the Maclaurin series and its radius of convergence for f (x) = e x .
The Maclaurin series

∞ ∞
X f (k) (0) X xk
ex = xk =
k! k!
k=0 k=0
The nth-degree Taylor polynomial

n
X xk xn
Tn (x) = = 1 + x + ··· +
k! n!
k=0

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Example 62
Find the Taylor series for f (x) = ln x at a = 1.
Hint: the kth derivative of f (x) = ln x

(−1)k+1 (k − 1)!
f (k) (x) =
xk

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Representations of Functions as Power Series
1
The function f (x) = 1−x can be expressed as a power series
∞
1 X
= 1 + x + x2 + · · · + xn + · · · = xk, |x| < 1. (22)
1−x
k=0
For −1 < x < 1 we can approximate

1
f (x) = ≈ sn (x)
1−x
where sn (x) = 1 + x + x 2 + · · · + x n−1 .
Figure: f (x) ≈ sn (x) for |x| < 1

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Relation between a function f and its Taylor series
1. The Taylor series of f may converge to f on the interval of absolute
convergence, a − R < x < a + R.
2. The Taylor series of f may converge only at x = a. In this case it certainly
does not represent f on any interval containing a.
3. The Taylor series of f may have a positive radius of converge (even R = ∞),
but it may converge to a function g that does not equal f on the interval
a − R < x < a + R.

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Operations with Taylor and Maclaurin Series
Taylor series of f at a
∞
X
2 3 k
f (x) = c0 + c1 (x − a) + c2 (x − a) + c3 (x − a) + · · · = ck (x − a) (23)
k=0
The coefficients ck can be found by

f (k) (a)
the formula ck =
k!
algebraic manipulation

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Important Maclaurin Series and Their Radii of Convergence

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Example 63
Find the Maclaurin series for
1
a. b. cos x 2 c. cos2 x
1 + x2

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Example 64
5 − 2x
Find the Maclaurin series for f (x) = and determine the interval of
3 + 2x
convergence of this series.

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Example 65
√
Determine the Mauclaurin series for f (x) = 9 + x and its interval of
convergence.

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Example 66

1+x
Find the Maclaurin series for f (x) = ln and use the series to compute
1−x
ln 2 correct to five decimal places.

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Chapter 8. Infinite Series: Le Cong Nhan

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Chapter 8.

Faculty of Applied Sciences

November 26, 2021

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

1 Sequences and Their Limits

2 Introduction to Infinite Series; Geometric Series

3 The Integral Test; p-Series

5 The Ratio Test and The Root Test

6 Alternative Series; Absolute and Conditional Convergence

8 Taylor and Maclaurin Series

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

a1 , a2 , a3 , a4 , ..., an , ... (1)

NOTATION. The sequence {a1 , a2 , ...} is also denoted by

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

if we can make the terms an as close to L as we like by taking n sufficiently large.

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Example 9 (Using L’Hopital rule)

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

If {an } and {bn } are convergent sequences and c is a constant, then

2 lim [can ] = c lim an

3 lim [an bn ] = lim an · lim bn

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Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

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lim f (an ) = f (a). (5)

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Let {an } be a sequence. Then the infinite sum

is so-called an infinite series (or just a series).

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Note: Notice that

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Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

And therefore the series diverges.

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Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

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Series of nonnegative numbers

Some convergence criteria for nonnegative series:

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Theorem 24 (The Divergence Test)

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Theorem 26 (The Integral Test)

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The p-series converges if p > 1 and diverges if p ≤ 1, i.e.,

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Theorem 29 (Direct comparison test)

Then we have the following statements:

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Theorem 30 (Limit comparison test)

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Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Le Cong Nhan (Faculty of Applied Sciences HCMC University ofChapter

Theorem 33 (The Ratio Test)

The the ratio test state the following: