Calculus 081 POWER SERIES AND TAYLOR SERIES

Unit 6

This unit corresponds to Sections 11.9 and 11.10 of Stewarts textbook.

Copyright c 2002 by the Department of Mathematics, University of Western Ontario.

As we mentioned earlier, power series can be thought of as innite polynomials. They are easy to evaluate approximately by adding up any nite number of terms (although the accuracy of the approximation is a nontrivial issue that we do not consider in this course) and they can be manipulated just like ordinary polynomials within the open interval of convergence (although this must be done with care, based on the theory we are in the midst of presenting). Being able to express a function as the sum of a power series is therefore useful and desirable and most functions of interest can in fact be expanded into a power series on suitable intervals. x Example. Let us expand the function f (x) = into a power series. 1 + 2x2 1 , We start with a series we already know: the geometric series xn = 1x n=0 1 which converges i |x| < 1. Then = (2x2 )n = (2)n x2n , 1 + 2x2 n=0 n=0 x 2 which converges i | 2x | < 1, that is |x| < 2/2. Finally, = 1 + 2x2 x (2)n x2n = (2)n x2n+1 , and this still converges i |x| < 2/2. So we n=0 n=0 have obtained a power series expansion for f on the interval ( 2/2, 2/2). Although f (x) is dened for all real numbers x, this power series expansion is not valid on any larger interval: plugging the endpoints 2/2 into the series gives 2/2 (1)n , which diverges. The next result says that power series can be dierentiated and integrated termwise on the open interval of convergence, without aecting the radius of convergence.

Theorem. Suppose the power series

n=0

cn (xa)n has radius of convergence

R > 0. Then its sum f (x) is dierentiable (and therefore continuous) on (a R, a + R), and

f (x) =
n=1

ncn (x a)n1 1

for x (a R, a + R).

Also, the sum of the series (x a)n+1 cn n+1 n=0 is an antiderivative for f on (a R, a + R). Both of these series have radius of convergence R. 1 Examples. (1) Since = xn for |x| < 1, we have 1 x n=0 1 = 1 + x2

(x ) =
n=0 n=0

2 n

(1)n x2n

for | x2 | < 1, that is |x| < 1. Integrating termwise, we obtain the series x2n+1 (1)n . By the theorem, this series also converges on (1, 1) and 2n + 1 n=0 1 its sum is an antiderivative for . Hence, 1 + x2

(1)n
n=0

x2n+1 = tan1 x + C. 2n + 1

Plugging in x = 0, we get 0 = 0 + C, so C = 0, and tan1 x = x x3 x5 x7 + + ... 3 5 7 for x (1, 1).

We emphasize that although tan1 is dened on the whole real axis, this power series expansion is not valid on any larger open interval. (We wont go into the question of what happens at the endpoints 1.) xn (2) We know (by the Ratio Test) that f (x) = converges for all x. n=0 n! Hence, the series obtained by termwise dierentiation also converges for all x and its sum is f (x). This series is

n=1

nxn1 = n!

n=1

xn1 = (n 1)!

n=0

xn , n!

so f (x) = f (x). 2

What does this tell us about f ? Let us write y = f (x). Then dy/dx = y, so dy/y = dx. Integration gives ln |y| = dy/y = dx = x + C, so y = |y| = ex+C = (eC )ex , that is f (x) = cex for some constant c. (We have just solved the separable dierential equation dy/dx = y; we will study such equations in detail later.) By plugging 0 into the series for f , we get f (0) = 1, so c = 1 and f (x) = ex . This shows that ex = 1 + x + x2 x3 x4 + + + ... 2 3! 4! for all x R.
1/2 0

dx . It is 1 + x7 very hard to calculate an antiderivative for the integrand by hand, but by expanding the integrand into a power series we can quite easily approximate the integral as precisely as we wish. 1 = xn for |x| < 1, so Once again, we have 1 x n=0 (3) Suppose we want to calculate the denite integral 1 = 1 + x7

(x7 )n = 1 x7 + x14 x21 + . . .

n=0

for | x7 | < 1, that is |x| < 1. Hence, dx x8 x15 x22 =C +x + + ... 1 + x7 8 15 22 In particular,
1/2 0

on (1, 1).

dx 1 1 1 1 = + + = 0.4995137 . . . . 7 8 15 1+x 2 82 15 2 22 222

We only need to add the rst three terms to get the integral to seven decimals. Suppose that a function f can be represented by a power series

f (x) =
n=0

cn xn = c0 + c1 x + c2 x2 + c3 x3 + . . .

for |x| < R.

(For convenience we take the centre to be 0.) What are the coecients cn ? First, f (0) = c0 . Next, f (x) = c1 + 2c2 x + 3c3 x2 + . . . , 3 |x| < R,

so f (0) = c1 . Also, f (x) = 2c2 + 6c3 x + . . . , so f (0) = 2c2 , and f (x) = 6c3 + . . . , so f (0) = 6c3 . In general, f (n) (0) = n!cn and f (x) =
n=0

|x| < R,

|x| < R,

so

cn =

f (n) (0) , n!

f (n) (0) n x . n!

(Recall that f (n) stands for the n-th derivative of f ; also, f (0) = f and 0! = 1.) This series is called the Maclaurin series of f . If f is the sum of a power series centred at 0 on some interval (R, R), R > 0, then this is it. In other words, the Maclaurin series of f is the only possible power series expansion of f on any open interval centred at 0. More generally, the Taylor series of f at a is

n=0

f (n) (a) (x a)n . n!

The partial sums of the Taylor series are called Taylor polynomials. So the n-th Taylor polynomial of f at a is
n

Tn (x) =
i=0

f (i) (a) (x a)i . i!

This is a polynomial of degree smaller than or equal to n (its degree might be smaller than n because f (n) (a) might happen to be 0). When is f (x) actually the sum of its Taylor series at x? It is if and only if Tn (x) f (x) as n , or if and only if the remainder Rn (x) = f (x)Tn (x) goes to 0 as n . We will not go further into this, except to say that all commonly occurring functions are the sums of their Taylor series on the open interval where the series converges. 4

Example. Take f (x) = sin x. Then f (0) = 0, f (x) = cos x so f (0) = 1, f (x) = sin x so f (0) = 0, f (x) = cos x so f (0) = 1, and f (4) (x) = sin x so f (4) (0) = 0. Now the pattern repeats itself. We see that the Maclaurin series of sin is x3 x5 x7 x + + = 3! 5! 7!

(1)n
n=0

x2n+1 . (2n + 1)!

It is a fact, which we will not prove, that the sum of this series is sin x for all x. Hence, cos x = d x2 x4 x6 sin x = 1 + + = dx 2! 4! 6!

(1)n
n=0

x2n (2n)!

for all x. Let us continue this example to show how power series can be used to evaluate limits. We have 1 x2 x4 x6 1 cos x = lim 2 + ... x0 x0 x x2 2! 4! 6! 1 1 x2 x4 = lim + ... = x0 2 4! 6! 2 lim (because sums of power series are continuous functions). We nally remark that Maclaurin series can be multiplied like polynomials. We have x3 x5 sin x = x + ... for all x, 6 120 and 1 = 1 + x + x2 + . . . for |x| < 1, 1x so sin x = 1x x x3 x5 + ... 6 120 1 + x + x2 + . . . for |x| < 1.

Multiplying out and collecting terms, we get sin x 5 = x + x2 + 6 x3 + 5 x4 + 6 1x

101 5 x 120

+ ...

for |x| < 1.

It may be hard to nd an explicit formula for the coecients of the product series, but we can easily calculate as many of them as we wish. 5