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Maths 5
Maths 5
Maths 5
CHAPTER 5
POWER SERIES
Introduction
In chapter 4 we were discussed about infinite series with constant terms. For the purpose of
major importance in applications we need to have series whose terms contain variables, usually
called power series. This chapter contains three sections. Power series and its basic properties of
convergence, Derivatives and Integration of power series, and Taylor series representation of
functions.
Introduction
In this section we are trying to define a power series and discussing about the
convergence and divergence of a power series, and also find the radius and interval of
convergence of the power series.
c n ( x a ) n c 0 c1 ( x a ) c 2 ( x a ) 2 c n ( x a ) n
n0
Note In the power series ( − )
n 0
c n x n c 0 c1 x c 2 x 2 c n x n
n0
Example 5.1.1 Find the center a and the coefficients c0 , c1 , c 2 and c3 of the following
power series.
xn
a. n0 n!
x 2 n 1
b. ( 1) n
n0 ( 2 n 1 )!
( x 5 ) 2 n 1
c. ( 1) n
n0 ( n 1) 5 n
n
x
( 2 n )!
2
d. n0
Solution
a. The center of the power series is a 0 and its first five coefficients of the terms are
1 1 1 1 1 1 1
c0 1 , c1 1 , c2 , c3 where cn
0! 1! 2! 2 3! 6 n!
b. The center of the power series is a 0 and its first five coefficients of the terms are
1 1 1 1 1 1 1 1
c0 1 , c1 , c2 , c3 where cn (1) n
1! 3! 6 5! 120 7! 5040 (2n 1) !
c. The center of the power series is a 5 and its first five coefficients of the terms are
1 1 1 1 1 1 1
c0 0
1 , c1 1
, c2 2
, c3 3
1 5 25 10 3 5 75 4 5 500
1
where c n (1) n
(n 1)5 n
d. The center of the power series is a 0 and its first five coefficients of the terms are
0! 2! 4! 6! ( 2n ) !
c0 1 , c1 1 1 , c2 2 6 , c3 3 90, where cn n
2 0
2 2 2 2
Example 5.1.2
Find value(s) of about which the following series are convergent
( x 3) n
a. n!xn b.
n0 n 1 n
Solution
n
a n 1 ( n 1) ! x n 1
a. Let a n n ! x . Then and
a n1 (n 1) ! x n 1
L lim lim lim (n 1) x x lim (n 1) , if x 0
n a
n
n n! x n n n
Therefore, by generalized ratio test the series diverges if L 1 , that is the series
n
diverges for all real number x except x 0 . Hence the power series n ! x
n0
converges only at x 0.
( x 3) n ( x 3) n1
b. Let a n , n 0 . Then a n 1 and
n n 1
a n1 ( x 3) n 1 n n
L lim lim n
lim ( x 3)
n a
n
n n 1 ( x 3) n n 1
n
x 3 lim x 3 , if x 3
n n 1
At this moment, the generalized ratio test gives no information about the convergence or
divergence of the power series at the boundary values x 2 and x 4 . So that, it is
necessary to check its convergence at x 2 and x 4 :
( 1) n
If x 2 , then the series n 1 n
is a convergent alternating series.
1
If x 4 , then the series n 1 n
is a divergent Harmonic series.
( x 3) n
Hence the power series converges for 2 x 4 .
n 1 n
Example 5.1.3
Find value(s) of about which the Bessel function J 0 ( x ) of order 0 is converges, where
x 2n
J 0 ( x) ( 1) n
2 2 n n! .
2
n 0
x 2n x 2 n 2
Let a n ( 1) n , n 0 . Then a n 1 ( 1) n 1 and
2 2 n n ! 2 2 n 2 ( n 1) !
2 2
2 2 n n !
2
a n 1 n 1 x 2 n 2 1
L lim lim (1) lim x2
n a
n
n 2 2n 2
(n 1) ! (1) x
2 n 2n n 4n 1
2
1
x 2 lim 2
0 , if x 0
n 4n 1
numbers.
Lemma 5.1.1
a. If c n s n converges, then c n x n converges absolutely for s x .
n0 n0
b. If c n s n diverges, then c n x n diverges for s x .
n0 n0
Theorem 5.1.1 Let c n x n be a power series. Then exactly one of the following
n0
conditions holds:
i. c n x n converges only for x 0
n0
ii. c n x n converges for all x
n0
iii. There is a number R 0 such that
cn x n
n0 converges only for x R
and
cn x n
n0 diverges only for x R
Remark
1. The number R in the above Theorem is called the radius of Convergence of the power
n
series c n x and
n0
i. R 0 if the series satisfy (i)
ii. R if the series satisfy (ii).
Thus, every power series have radius of convergence R , which is either non-negative number or
.
2. The collection of all values of x for which c n x n converges is called Interval of
n0
Convergence of the power series.
3. If R is the radius of convergence of the series c n x n , then the interval of convergence
n0
4. The most useful method of our disposal for determining the interval of convergence of the
power series is the Generalized Ratio Test.
Example 5.1.3 Determine the radius and interval of convergence for the following power series.
1 n. n ( x 3) n
( x 6) n
a.
n 0 4n
d. n n
n 1
2n
x 2n
b. ( 4 x 8) n e.
n 1 n n 1 ( 3)
n
n
xn
c. n !( 2 x 1) f.
n 0
n 0 n!
Solution
1 n. n ( x 3) n , let 1 n (n) ( x 3) n . Then 1 n 1(n 1) ( x 3) n1
a. From
n 0 4n
an
4n
an 1
4 n1
and
L lim
a n1
lim
1 n1(n 1) ( x 3) n1
4n
n a
n
n 4 n1 1 n (n) ( x 3) n
(n 1) ( x 3)
lim
n 4n
n 1 1
lim x3 x3
n 4n 4
1
x 3 1 x 3 4 7 x 1 (1)
4
1
x 3 1 x 3 4 7 x and x 1 ( 2)
4
Now the interval of convergence (if not all) by solving the inequality in (1) above is
7 x 1
And then it is necessary to determine whether the power series will converge or diverge at the
endpoints of this interval.
1 n. n ( 4) n
1 n . n ( 1) n (4) n
n 1 4n
n 1 4n
n
n 1
1 n . n ( 4) n
1 n. n ( 1) n ( 4) n
( 1) n . n
n 1 4n
n 1 4n n 1
This series is also divergent by the Divergence Test since lim( 1) n . n doesn’t exist.
n
7 x 1 7 , 1
2n
2n 2 n 1
b. By using the series n
( 4 x 8) , Let a n n
( 4 x 8) . Then an 1 ( 4 x 8) n 1
n 0 n n n 1
and
an 1 2 n 1 n 2n
L lim lim ( 4 x 8)n 1 n n
4 x 8 lim 2 4x 8
n a n n 1 2 ( 4 x 8) n n 1
n
1
Since 2 4 x 8 1 8 x 2 1 x 2 then the radius of convergence for this power
8,
1
series is R .
8
1
2 4x 8 1 8 x 2 1 x 2
8
1 1 15 17
x2 x
8 8 8 8
15
If x , then the series is given as
8
n n n
2 n 15
n
2 n 1
2 n 1
1
n 1 n
(
2
8)
n 1 n
2
n 1 n 2 n
n 1 n
17
If x , then the series is given as
8
n
2 n 17
n
2n 1
2n 1
1
n 1 n
( 8)
2 n 1 n 2 n 1 n 2
n
n 1 n
15 17 15 17
Thus the interval of convergence for this power series is given as x ,
8 8 8 8
c. By using the series n !( 2 x 1) n
, let a n n ! ( 2 x 1) n . Then a n 1 n 1!( 2 x 1) n 1 By
n 0
using generalized ratio test you have
(n 1)!( 2 x 1) n1
L lim lim (n 1) ( 2 x 1) 2 x 1 lim (n 1) 1
n n !( 2 x 1) n n n
1
At this point we need to be careful, provided x . So, this power series will only converge if
2
1
x . Thus
2
1 1 1
The interval of convergence is x ,
2 2 2
( x 6) n ( x 6) n
d. By using the series nn
n 1
, let a n
nn
. Then by using Generalized Root Test
( x 6) n x6
L lim n an lim n
n
lim 0
n n n n n
( x 6) n
Since L 0 1 , then the power series
n 1 n n
will converge for every x .
Thus,
x 2n x 2n
e. By using the series
n 1 ( 3)
n
, l et a n
(3) n .Then by using Generalized Root Test
x 2n x2 x2
lim n an lim n lim
n n (3) n n 3 3
x2
L 1 1 x 2 3 x 3 3 x 3
3
3 2n
3 n
1
n
n n
n 1 (3) n 1 (3) n 1
n
which is divergent because lim 1 doesn’t exist.
n
3 2n
3 n
1
n
and which is divergent.
n n
n 1 (3) n 1 (3) n 1
an 1 x n 1 n! x
lim lim n lim 0 .
n a n ( n 1)! x n n
n
xn
Thus by Generalized Ratio Test the series
n 0 n!
converges for all x.
Where
Exercise 5.1
1. Find the radius and interval of convergence of the power series given below:
1
n2 n
a. xn b. n x
n 0 n 4 n 0 2
1 n 1
c. (1) n 1
x g. n
x 2 n 1
n 1 n n 0 ( 4)
n
1
n 2
xn h. (1) n 1 n 3 x n
d. n 0 1 n 1 3 n
n
10 n
n 1 i. x
e. 10 n
( x 4) n n 0 n!
n 0
1
n! j. n ( x 5) n
f. 100 n
xn n 1 n 5
n 0
2. Find the radius of convergence of the following power series
1 3 5 (2n 1) n
nn n
a. ( 1)n x b. x
n 1 3 6 9 3n n 1 n !
a 1
3. If lim n 1 k , where k 0 , show that the radius of convergence of a n x n is .
n a k
n n 1
1
4. If lim n an k , where k 0 , prove that the radius of convergence of a n x n is .
n
n 1 k
5. If a n x n has radius of convergence R, prove that a n x 2 n has radius of convergence R .
n 1 n 1
Let c n xn be a power series with radius of convergence R 0 . Then
n 0
the power series nc n x n 1 has the same radius of convergence and
n 1
d n
d
n
c x c x n
n c n x n 1
dx n 0
n
n0 dx n 1
where x R .
d xn xn
Example 5.2.1 Show that
dx n 0 n ! n 0 n !
xn
Solution From Example 5.1.3 (f) the power series
n 0 n!
converges for all x .Thus by
d xn d xn
n x n 1 x n 1
xn
dx n 0 n ! n 0 dx n ! n 1 n ! n 1 ( n 1) ! n 0 n !
d xn xn
Thus
dx n 0 n ! n 0 n !
Remark
xn
1. Let f ( x) , for all x . Then f ( x ) f ( x) , for all x . Since the only function,
n0 n!
which is derivative of itself is e x and f (0) e 0 1 , then f ( x) e x , for all x and
xn
ex .
n0 n!
xn
For instance and x n 1 have radius of convergence R 1 but their interval of
n 1 n n 1
Theorem 5.2.2 Suppose a power series c n xn has radius of convergence R0 .
n 0
Let f ( x ) c n x n . T hen f has derivatives of all order on R , R and
n 0
f ( n ) ( 0) n ! cn , for all n 0.
Consequently,
(n)
f ( 0) n
f ( x) x , for R x R.
n 0 n!
Corollary 5.2.1 Let cn x n and
n 0
b
n 0
n x n be convergent power series for R x R . If
cn x n bn x n for R x R
n 0 n 0
x
c n n 1 x
0 c n t n dt t c n t n dt for all x R .
n 0 n 0 n 1 n 1 0
n
Recall A series of the form C. x
n m
, where C is a constant is called a Geometric Series.
n
A geometric series C. x
n m
for ≠ 0 converges if x 1 and diverges x 1 .
C xm
If the geometric series C. xn converges, then
n 0
C. x n
nm 1 x
, x 1
n 1
x
n 0
1 x
…. (1)
(1) n n 1 x2 x3 x4
Thus, ln(1 x ) x x
n 0 n 1 2 3 4
Note The power series expansion of ln(1 x) for x 1 is sometimes known as Mercater’s
Series after the Danish Mathematician Nicolas Mercator, about 1620 – 1687.
(1) n 2 n 1
Example 5.2.3 Show that arctan x x where x 1
n 0 2n 1
x x
1 n 2n
(1) n 2 n1
Since arctan x 2
dt ( 1) t dt
n 0 2n 1
x for x 1 , then
0 1 t n 0 0
(1) n 2 n1 x3 x5 x7
arctan x x x
n 0 2n 1 3 5 7
(1) n 2 n 1
Note The series arctan x x is called Gregory Series, after the
n 0 2n 1
Exercise 5.2 Determine power series representations for the following functions and its
interval of convergence:
1 x2 1
a. f ( x) 2
at c 0 e. f ( x ) at c 0
2 x x 1
b. f ( x) ln( 2 x ) at c 0 x
f. f ( x) at c 0
1 2 3x
c. f ( x ) 2 at c 2
x x
g. f ( x ) at c 0
1 1 x2
d. f ( x) at c 0
x 12
Definition5.3.1 Suppose that f has derivatives of all orders at 0 . Then the Taylor series
of f is the power series
(n)
f (0 ) n
f ( x) x .
n0 n!
Note 1. If we once find a power series representation of a function that power series must
be the Taylor Series for the function.
2. If f is a polynomial, say
f ( x ) c 0 c1 x c 2 x 2 c n x n ,
then f is a power series with c j 0 , for all j n , and f is its own Taylor
series.
Definition 5.3.2 For a function f that is not necessarily a polynomial, the n th order
Taylor Polynomial Pn and the n th order Taylor reminder rn of f are
defined by
f / ( 0) f // (0) 2 f ( n ) ( 0) n
Pn ( x) f (0) x x x
1! 2! n!
and rn f ( x ) Pn ( x)
The Taylor Polynomials of f are the partial sums of the Taylor series of f
where
(n)
f ( 0) n
f ( x) x iff lim rn 0
n 0 n! n
Remark If we need to show, for a given value of x the Taylor series of f converges to f (x ) ,
we need to show that
lim rn 0
n
To accomplish this we are usually use the Lagrange form of the remainder given in
Taylor Theorem below:
f ( n 1) (t x ) n1
and rn ( x ) x . .. (4)
(n 1) !
Note 1. From Taylor Theorem equation (3) is called Taylor formula and equation (4) is
called Lagrange Reminder formula.
f ( x ) f ( 0)
f ( x) f (0) x f / (t x ) x f / (t x ) f ( x) f ( 0) f / (t x )
x0
which is equivalent to the formula in the Mean Value Theorem for Derivatives.
x3 x5 x7
(1) n
sin x x x 2 n 1
3! 5 ! 7 ! n 0 ( 2 n 1) !
1
f ( x ) cos x f / (0) cos 0 1 f (5)
( x ) cos x f ( 5) ( x) 1
f 2 ( x ) sin x f // (0) 0 f (6 )
( x ) sin x f ( 6)
( x) 0
3
f ( x ) cos x f /// (0) 1 f (7 )
( x) cos x f ( 7)
( x) 1
( 4) ( 4) (8 ) ( 8)
f ( x ) sin x f ( x) 0 f ( x) sin x f ( x) 0
( 2 k 1)
f ( 2k )
( x) (1) k sin x and f ( x ) (1) k 1 cos x , for some k 1, 2, 3,
f ( n ) ( 0) n
Thus f ( x) x
n 0 n!
1 3 x5 x7
(1) n 2n 1
=0 x 0 x 0 0 x
3! 5! 7! n 0 ( 2 n 1) !
( n 1)
Since f (t x ) 1 for all n 1 and tx is strictly lying between 0 and x , then
( n 1) n 1
f
(t x ) n 1 x
0 rn ( x) x
(n 1) ! (n 1) !
n 1
f ( n 1) (t x ) n 1 x
0 lim rn ( x ) lim x lim 0
n n ( n 1) ! n ( n 1) !
(1) n
Hence, f ( x ) sin x x 2 n 1
n 0 ( 2 n 1) !
f ( n ) ( 0) n
Note The Taylor series f ( x) x is frequently called a Maclaurine series,
n 0 n!
after the Scottish mathematician Colin Maclaurine, about 1698 – 1746.
1.
x 2 n 1
sin x (1) n ( , )
n0 (2 n 1)!
2.
x 2n
cos x (1)n ( , )
n0 ( 2 n) !
3.
xn
ex ( , )
n 0 n!
4.
x n 1
ln(1 x) (1) n (1 , 1]
n0 n1
5. 1 x 2 n 1
n
tan x (1) [1 , 1]
n 0 2n 1
6.
x 2 n 1
sinh x ( , )
n 0 (2 n 1) !
7.
x2n
cosh x ( , )
n 0 ( 2 n) !
Table 5.1
( n)
f ( 0) n
f ( x) x (5) ,
n 0 n!
then f must have derivatives at 0 and then it must be defined on an interval containing 0 .
( 1) n
ln x ln 1 ( x 1) ( x 1) n 1 , for 0 x 2
n 1
which is a Taylor series in powers of ( x 1) rather than powers of x and its interval of
convergence is centered at 1 rather than 0 .
Let n be a non-negative integer f n1 ( x) exists for each n in an open interval I containing a . For
each x a in I, there is a number t x strictly between x and a such that
f // ( a ) f ( n) (a) f ( n ) (t x )
f ( x) f ( a ) f / (a )( x a ) ( x a) 2 ( x a) n ( x a ) n 1 (7)
2! n! (n 1)!
and
f ( n 1) (t x )
rn ( x ) ( x a) n1 (8)
(n 1)!
Note In the above Theorem, equation (7) is called Taylor formula and equation (8) is called
the Lagrange remainder formula.
f // ( x ) 12 x 18 f // (3) 18
( n) (n)
f ( x) 0 f (3) 0 , for all n 4
Therefore,
(n)
f (3)
f ( x) ( x 3) n
n 0 n!
18 12
5 11( x 3) ( x 3) 2 ( x 3) 3
2! 3!
5 11( x 3) 9( x 3) 2 2( x 3) 3
Example 5.3.3 Find the Taylor series of sin x about and show that it converges to
6
sin x, for all x .
1
Solution Let f ( x ) sin x . Then f sin
6 6 2
1 3
f ( x ) cos x f 1 cos
6 6 2
2 1
f ( x) sin x f 2 sin
6 6 2
3
f (3) ( x) cos x f (3) cos
6 6 2
1
f ( 4 ) ( x) sin x f ( x ) f ( 4 ) sin f
6 6 2 6
x
f t x ( n 1)
3
Since 0 rn ( x ) (x ) f ( n1) t x 1, for all and
(n 1)! 3 (n 1)!
x
3
lim 0 , then lim rn ( x ) 0
n ( n 1)! n
( 2n ) n 1
f ( x ) (1) n sin x f ( 2 n)
(1) , for all 0 and
6 2
( 2 n 1) ( 2 n 1) 3
f ( x) (1) n cos x f (1)
n
, for all 0
6 2
Hence,
2n
(x ) ( x ) 2 n 1 3
sin x (1) n 6 (1) n 6
n 0 2 ( 2 n ) ! n 0 2 (2n 1)!
1 1 3
(1) n ( x ) 2n ( x ) 2 n 1
2 n 0 (2n)! 6 (2n 1) ! 6
Example 5.3.4 Determine a Taylor Series about x 0 for the following integral.
sin x
x
dx
( 1) n x 2 n 1
Solution By using the Taylor Series sin x about x 0 ,
n 0 ( 2 n 1) !
Thus
sin x
(1) n x 2n
(1) n x 2 n
(1) n x 2 n1
x dx dx dx
n0 (2 n 1)! n0 (2 n 1)! n0 (2 n 1) (2 n 1)! C
sin x
(1) n x 2 n1
dx C
x n 0 ( 2 n 1) ( 2 n 1) !
Note
sin x
Obviously you can’t integrate by using the integration technique by
x
substitution and by parts. So it is advisable to come up with a series representation
for the integral.
This idea of deriving a series representation for a function instead of trying to find
the function itself is used quite often in several fields of study. In fact, there are
some engineering fields where this is one of the main ideas used and without this
idea it would be very difficult to accomplish anything in those fields.
Example 5.3.5 Find the first three non-zero terms in the Taylor Series for f ( x ) e x cos x
about x 0 .
xn x
( 1) n x 2 n
Solution By using the Taylor Series expansions of e and cos x ,
n 0 n ! n 0 ( 2 n )!
you will have
xn (1) n x 2n
e x cos x
n 0 n! n 0 ( 2 n) !
Now, write down the first few terms of each series and stop at the x 4 term in each.
x 2 x3 x 4 x2 x4 x6
e x cos x 1 x 1
2 6 24 2 4 24
2 4 3 5 4 6
x x x x x2 x x
1 x
2 4 2 4 2 4 48
Second ser . 1 Second ser . x x2
Second ser .
2
1 1 1 1 1 1 1
Therefore, e x cos x 1 x x 2 x 3 x 4
2 2 2 6 24 4 24
x3 x4
1 x
3 6
x3 x5 x7 x4 x 6 x8
612 144
24 48 576
x3 x4
Second ser . Second ser .
6 24
1
Example 5.3.6
Approximate sin x 2 dx to four decimal places.
0
x 2 n 1
n x3 x5
sin x (1) x
n 0 (2 n 1)! 3! 5!
2x6 x 10
2 x 14
sin x x ( 9)
3! 5! 7!
By applying term by term integration on the right side of the Taylor Series in equation (9), you
will get
1 1
x3 x7 x11 x15 1 1 1 1
2
0 sin x dx 3 3!7 5! 11 7! 15 3 42 1320 75600
x 0
x2
a. e dx as an infinite series.
1
x2
b. e
0
dx correct to within an error of 0.001.
Solution
xn
a. By using the Maclaurin series ex and substituting x 2 in place of x , the
n0 n!
2
Maclaurin series for e x is given as
2
x 2n
e x ( 1) n (10)
n0 n!
Now by applying term by term integration on equation (10), you will get
2n 2n
x2 n x
n x
( 1) n 2n1
e dx (1)
n!
dx (1)
n!
dx 2n 1 n ! x
n 0 n 0 n 0
Thus
2 n
x ( 1) 2 n 1
e dx 2 n1 n! x C
n 0
1 1
x2 x3 x5 x7 x9 1 1 1 1
e dx x 1
0 31 5 2 ! 7 3! 9 4! x0 3 10 42 216
1 1 1 1
1 0.7475
3 10 42 216
The Alternating Series Estimation Method shows that the error involved in this approximation is less
than
1 1
0.001
11 5! 1320
Exercise 5.3
1. Find Maclaurine series representations for the functions below and determine values of x on
which it converges.
a. f ( x) e3 x 1 d. f ( x) tan 1 (5 x 2 )
b. f ( x) cos(2 x ) e. f ( x) sinh x sin x
x
c. f ( x) cos 2 ( )
2
2. Find the Taylor series representations of the functions below about the given value of a .
a. f ( x ) e 2 x , a 1 1
e. f ( x) 2 , a 2
b. f ( x) cos x , a x
c. f ( x) ln( 2 x) , a 2 f. f ( x) x ln x , a 1
d. f ( x) sin x cos x , a
4
3. By using the Taylor series generated by e x , show that
( x a ) 2 ( x a) 3
e x e a 1 ( x a)
2! 3!
2
b. f ( x ) x 3 , a 1 and n 3
2
c. f ( x ) e x , a 0 and n 3
d. f ( x ) x sin x , a 0 and n 4
The value R in (2) is called the radius of convergence and any one of the following is called
interval of convergence for the power series ( − , + ), [ − , + ] , ( − , +
] or [ − , + ).
n
Suppose a power series c x
n0
n has a nonzero radius of convergence R and let the function
f be defined by
f ( x) cn x n c0 c1 x c2 x 2 c3 x 3
n 0
d
i. f ( x ) cn x n c1 2c2 x 3c3 x 2 n cn x n 1
dx n 0
x x
1 1 1 1
f (t ) dt c t n
n
c0 x c1 x 2 c 2 x 3 c 3 x 4 c n x n 1
0 n 0 0 2 3 4 n 1
The Taylor series representation a function f that has derivatives of all order at a point
a is given as
f n (a)
n! (x a)n
n0
( n 1 )
f ( a)
provided that rn ( x ) ( n 1) !
( x a) n 0 as n
The Maclaurine series representation a function that has derivatives of all order at a point
is given as
f n (0)
n! xn
n0
1. Find the radius and interval of convergence for the following power series
( x 4) n
xn
a. c. n
n 1 n 3n n 1 n
(1)n 1.(3 x 1) n
(n 1) x 2n 1
b.
n 1 n2
d.
n0 3n
b. x in powers of x 4 .
4. Using power series approximate values of the following problems in three decimal places.
1
a. 3
3e
1
sin x
b. f ( x) dx , where f ( x ) if x 0 and f (0) 0
0 x