Lec 33: Series and Taylor polynomials

MATH 147 Section 2, Fall Term 2022

I Introduction to series
I Error in linear approximation
I Taylor polynomials

Key references: Text book section 5.1

Basic definitions for series

Definition 1
Given a sequence of real numbers {an }∞
n=1 , we define the series as the formal expression

a1 + a2 + a3 + ... + an + ...
∞
X
and denote this by an .
n=1

The nth term of the sequence, an , is also referred to as the nth term of the series.
The nth partial sum is Sn = a1 + a2 + ... + an and the sequence of partial sums is the sequence {Sn }∞
n=1 .

We say that the series converges if the sequence of partial sums converges and we say that the series diverges if
the sequence of partial sums diverges.
If the series converges, then we define its sum to be the limit of the sequence of partial sums and use the same
notation for the sum as for the series itself, i.e.,
∞
X
an = a1 + a2 + a3 + ...an + ... = lim Sn .
n→∞
n=1
Examples of divergent series
Consider the sequence {(−1)n }∞ n
n=1 . Does the series −1 + 1 − 1 + 1 − ... + (−1) + ... converge or
diverge?
If we write this as
(−1 + 1) + (−1 + 1) + (−1 + 1) + ...,
we would expect the sum to be 0 + 0 + 0 + ... = 0.
We could also write the series as

−1 + (1 − 1) + (1 − 1) + (1 − 1) + ...,

suggesting that the sum should be 1 + 0 + 0 + 0 + ... = 1.

This illustrates why we should be careful with series. We cannot apply the usual arithmetic rules when there are
infinitely many terms to add together.
In fact, this series diverges.
Another important example is the harmonic series
∞
X 1 1 1 1
= 1 + + + ... + + ...
n=1
n 2 3 n
Comments about starting indices and notation

The starting index of the sequence (and hence, the series) does not have to be 1. E.g., we can define
series
X∞ X∞
an = a0 + a1 + ... + an + ..., or an = a10 + a11 + ... + an + ...
n=0 n=10
∞
X
The nth partial sum of an is the sum of the first n terms, i.e., Sn = aN + aN+1 + ... + aN+n−1 for
n=N
n ≥ 1.

Proposition
Let N and M be any two integers such that an is defined for all integers n ≥ min{N, M}. Then, the series
X∞ ∞
X
an converges if and only if an converges.
n=N n=M

P
If it is clear from the context or not important to specify the starting index, we may use the notation an as
shorthand for the series.
∞
X ∞
X
Also, we can freely change the name of the index variable, e.g., an = ak .
n=1 k=1
Geometric series
Definition 2
The geometric series with common ratio r ∈ R is the series
∞
X
r n−1 = 1 + r + r 2 + ... + r n−1 + ....
n=1

Note: It is common to write geometric series starting from index 0, in which case the expression is
∞
X
r n.
n=0

Proposition 1
The geometric series converges if |r | < 1 and diverges if |r | ≥ 1.

∞
X 1
For |r | < 1, the sum is r n−1 = .
n=1
1−r

Proof: See Assignment 3.

Cauchy conditions

Theorem 2 (Cauchy condition for convergence of series)

∞
X m
X
The series an converges if and only if for any ε > 0, there exists N such that ak < ε for all m > n ≥ N.
n=1 k=n

This theorem essentially says that the sequence {Sn } converges if and only if it is Cauchy.
The alternating harmonic series - part 1

∞
X (−1)n+1
Claim: The alternating harmonic series converges.
n=1
n

Proof: We will show that the sequence of partial sums is Cauchy (the Cauchy condition).
Suppose m and n are integers with m > n ≥ 1. Then,
m
(−1)m+1 (−1)n+1
   
X 1 1 1 1 1 1
|Sm − Sn | = ak = 1− + − + ··· + − 1 − + − + ··· +
k=n
2 3 4 m 2 3 4 n
(−1)n+2 (−1)n+3 (−1)n+4 (−1)m (−1)m+1
= + + + ··· + +
n+1 n+2 n+3 m−1 m
(−1)m−n−2 (−1)m−n−1
 
n+2 1 1 1
= (−1) − + − ··· + +
n+1 n+2 n+3 m−1 m
1 1 1 (−1)m−n−2 (−1)m−n−1
= − + − ··· + + .
n+1 n+2 n+3 m−1 m
The alternating harmonic series - part 2

Consider the cases m − n even and odd separately. If m − n is even, then

m
X 1 1 1 1 1 1
ak = − + − +··· + − .
k=n
n+1 n+2 n+3 n+4 m−1 m
| {z } | {z } | {z }
>0 >0 >0

We can remove the absolute value sign on the right-hand side since it is a sum of positive terms (when grouped
as indicated above).
Grouping in a different way, we have
m    
X 1 1 1 1 1 1 1 1
ak = − − − ··· − − − < −
k=n
n+1 n+2 n+3 m−2 m−1 m n+1 m
 
1 1
since the neglected terms − n+2
− n+3
− . . . are all negative. Furthermore, we see that
Pm 1
k=n ak < n+1 .
Pm
Given any ε > 0, choose N > ε1 . Then if m > n ≥ N, and m − n is even, we have k=n ak < 1
n+1
< ε, as
required. It just remains to check the case m − n odd (exercise).
Error in linear approximation

Recall linear approximation: Lfa (x). We previously showed that the error approaches 0 “faster than linearly” as x
approaches a. Now, we can look for error bounds at specific points x 6= a.

Theorem (Error bounds for linear approximations)

M
Let I be an interval containing the point a. If |f 00 (x)| ≤ M for all x ∈ I , then |f (x) − Lfa (x)| ≤ 2
(x − a)2 for
all x ∈ I .

Start of proof:
For simplicity, suppose I = R. We must show that:
M
1. f (x) ≤ Lfa (x) + 2
(x − a)2 for all x ≥ a
M
2. f (x) ≥ Lfa (x) − 2
(x − a)2 for all x ≥ a
M
3. f (x) ≤ Lfa (x) + 2
(x − a)2 for all x < a
M
4. f (x) ≥ Lfa (x) + 2
(x − a)2 for all x < a
We prove Case 1 on the next slide. The others are essentially the same.
Proof
From the theorem on “comparison of functions by their derivatives” in Lecture 29, if there exists a function g
such that f (a) = g (a) and f 0 (x) ≤ g 0 (x) for all x > a, then

f (x) ≤ g (x) for all x ≥ a.

Applying the theorem to the derivatives, if f 0 (a) = g 0 (a) and f 00 (x) ≤ g 00 (x) for all x > a, then

f 0 (x) ≤ g 0 (x) for all x ≥ a.

By hypothesis, f 00 (x) ≤ M for all x > a. We seek a function g such that g 00 (x) = M.
Thus, g 0 is an antiderivative of the constant function M, so we have the form g 0 (x) = Mx + C .
Requiring g 0 (a) = f 0 (a) specifies the constant C = f 0 (a) − Ma so we have g 0 (x) = f 0 (a) + M(x − a).
The function g is an antiderivative of g 0 and we want g 0 (a) = f 0 (a) so we obtain

M
g (x) = f (a) + f 0 (a)(x − a) + (x − a)2 .
2
The comparison theorem gives

M
f (x) ≤ g (x) = Lfa (x) + (x − a)2 for all x ≥ a.
2
Better than linear approximations

What properties does Lfa have?

Can we make a better approximation using a quadratic function instead? Consider

Qaf (x) = c2 x 2 + c1 x + c0 .

How should we choose c1 , c2 , and c3 ? What properties should the quadratic approximation satisfy?

We should find that Qaf (x) = f (a) + f 0 (a)(x − a) + 21 f 00 (c)(x − a)2 has the properties:

Qaf (a) = f (a), (Qaf )0 (a) = f 0 (a), and (Qaf )00 (a) = f 00 (a).
Taylor polynomials
This idea can be extended to polynomials of higher degree. Such functions are called Taylor
polynomials.

Definition
If f is n-times differentiable at x = a, then the Taylor polynomial of degree (or order) n for f centered at a is
the polynomial
n
X f (k) (a)
Tn,a (x) = (x − a)k
k=0
k!
f 00 (a) f (n) (a)
= f (a) + f 0 (a)(x − a) + (x − a)2 + · · · + (x − a)n .
2 n!

The notation f (k) refers to the kth derivative of f for k ≥ 1 and f (0) = f .

Warning: Tn,a is not necessarily a polynomial of degree n.

The formula can be repeatedly differentiated by the Power Rule to verify that:
(k)
Tn,a (a) = f (k) (a) for all 0 ≤ k ≤ n
Exercise

Exercise
Find the Taylor polynomial T2,0 (x) for the function f (x) = 3x 3 − x + 5.
Taylor remainders and errors

Definition
If f is n-times differentiable at x = a and Tn,a is its Taylor polynomial of degree n for f centered at a, then the
Taylor remainder function of degree n for f centered at a is defined by

Rn,a (x) = f (x) − Tn,a (x).

The error in approximating f by Tn,a is the function defined by

En,a (x) = |Rn,a (x)|.

Remarks:
1. The error depends on x. It is possible to have 0 error at some points and large errors at other points.
2. En,a (a) = 0 by construction.
3. Having a small error at one point x 6= a does not guarantee a good approximation everywhere between a
and x.
4. How the error depends on x and n determines how good the approximation is.