Sequences and Series

2.1
2.1.1

Sequences
Definition of a sequence
1 1 1 1 , , ,........, ,...... 2 3 4 n

Examples: (1) (2) (3) (4) (5)

1,

1, -1, 1, -1, 3, 5, 7, 9, 11,

1, 1 1 1 1 , 2 , 3 ,......, n 1 ,... 2 2 2 2

0, 1, 0, 2, 0, 3, .

In each of the above we have an example of a sequence. In each of them we have an endless list of numbers and these numbers are listed in order. Let us call these numbers the terms of the sequence. In example (1): The first term is 1, the second term is
1 1 , the third term is and so on. 2 3 1 For any given positive integer n, the nth term is . This is called the n 1 general nth term and we denote the sequence by . n 1 By just putting the values 1, 2, 3 etc for n in , we get that the first term n 1 1 is 1, the second term is , the third term is etc. 2 3

In example (2): The first term is 1, the second term is -1, the third term is 1, the fourth term is -1 and so on. i.e., we know for any positive integer n what the nth term would be. If n is odd it will be 1 and if n is even it will be -1. We can express the nth term as (-1)n +1 since (-1)n +1 = 1 when n is odd and (-1)n +1 = -1 when n is even. So the sequence is ( 1) n +1 .

In example (3): The general nth term is 2n + 1. When n = 1, 2n + 1 = 3 and when n increases by 1, 2n + 1 increases by 2. So we get that, when n = 2, 2n + 1 = 5, when n = 3, 2n + 1 = 7 etc. So, the sequence is 2n + 1 . In example (4): The sequence is
1 2 n 1

In example (5): Although we have not given the general nth term, we know that given any value for n, we can get the value of the nth term. We proceed along 0, 1, 0, 2, 0, 3, and so on until we come to the nth term. Let us get the 16th term in this way: We have, 0, 1, 0, 2, 0, 3, 0, 4, 0, 5, 0, 6, 0, 7, 0, 8. The 16th term is 8. n We see that when n is even, then nth term is and when n is odd, the nth 2 term is 0.

When speaking about a sequence in general, we denote it by a n (or x n , bn etc.) and an denotes the general nth term. We can express the sequence in example 5 by a n where an = when n is odd.
1 . 1 + an n when n is even and an = 0 2

Example (6): For any positive integer n, a n +1 =

The above equation gives a sequence a n once the value of a1 is given. (i) Let us take it that a1 = 0. Then 1 1 1 1 1 a2 = = = 1, a3 = = , a4 = = 1 + a3 1 + a2 2 1 + a1 1 + 0

1 1+ 1 2

2 etc. 3

(ii)

Let us take it that a1 = 1. Then a 2 =

1 2 1 1 = , a3 = = etc. 1 + a2 3 1 + a1 2

(iii)

Let us take it that a1 = where = Now 1 + = 1 +

5 1 . 2

5 1 5 +1 = and 2 2 1 2 2( 5 1) 5 1 1 = = = . i.e., =. 1+ 5 1 2 1+ 5 +1 1 1 1 1 So, a 2 = = = , a3 = = = etc, 1 + a1 1 + 1 + a2 1 + That is, for any positive integer n, an = . We say here that a n is a constant sequence since all the terms take the

same value. Example (7): x n +1 = x n + x n 1 for all n 2 . The above equation gives a sequence x n once the values of x1 and x2 are given.

2.1.2

Convergent and Divergent Sequences

Examples: (1)
1 1 1 1 . i.e., 1, , , ,........ . We see that as n grows n 2 3 4 1 approaches the value 0. We say that the indefinitely large, the value of n 1 1 sequence converges to 0 as n tends to infinity and we write lim = 0 . n n n

Consider the sequence

(2)

Consider the sequence We see that, lim

n 1 2 3 4 5 . i.e., , , , , , ....... n +1 2 3 4 5 6

n = 1. n n + 1

In examples (1) and (2) we have what we call convergent sequences. (3) Consider the sequence (1) n . i.e., -1, 1, -1, 1, -1, 1, .

There is no number l such that (-1)n approaches the value l as n becomes indefinitely large. For this reason we say that (1) n is a divergent sequence. (4) Consider the sequence 3n 7 . i.e., -4, -1, 2, 5, 8, 11, 14, . The is no number l such that 3n 7 approaches the value l as n becomes indefinitely large. So, 3n 7 is a divergent sequence.

2.1.3. Limits of a sequence Definition 1: Suppose a n is a sequences and l is a real number. We say that, a n converges to l and write lim a n = l if given any real number such that
n

> 0, there is a positive integer n0 such that, whenever n > n0, an l < .
(Note: This is the technical way of saying that an approaches the value l as n becomes indefinitely large). In this case we also say that the sequence a n is convergent. When for a sequence a n there is no number l such that lim a n = l , i.e.,
n

when a n is not convergent, we say that it is divergent.

Let us apply the definition to the sequence Let > 0 and n N. n 1 1 = . 1 = n +1 n +1 n +1

1 < n +1

n . n +1

if n + 1 >

. i.e., if n >
1

- 1.

We can find no N such that no > So for all n,

- 1.

n n 1 < when n > no. Therefore, lim = 1. n n + 1 n +1

Definition 2: Suppose x n is a sequence.

(i)

We say that x n

diverges to infinity and write lim x n = , if given

n

any real number k, there is a positive integer no such that when n > no, xn > k. (Note: This is a technical way of saying that xn grows indefinitely large as n becomes indefinitely large.) (ii) We say that

x n diverges to minus infinity and write lim x n = , if

n

given any real number k, there is a positive integer no such that when n > no, xn < k. (Note: This is a technical way of saying that xn grows indefinitely 1 1 small as n becomes indefinitely large. (note: is smaller than , 2 3 -100 is smaller than -2, etc.))

Let us apply definition 2(i) to the sequence n 2 . Let k R and n N. n 2 n. Therefore, n2 > k when n > k. We can find no such that no > k. So, for all n, n2 > k when n > no. Therefore, lim n 2 = .
n

2.1.4. Elementary Properties of Limits Suppose a n , bn are sequences and c R . Then, ca n denotes the sequence whose nth term is can, a n + bn denotes the sequence whose nth term is an + bn etc. Like this, given two sequences, we can form other sequences by subtracting, multiplying, dividing. In this spirit, a n denotes the sequence whose nth term is an.

Theorem 1 (Algebra of Limits): Suppose x n , y n are convergent sequences and lim x n = l1 and lim y n = l 2 . Suppose
n n

k R and a n is the constant sequence where for all n N, an = k. Suppose c R. Then: (i) (i.e., lim k = k ) lim a n = k .
n n

(ii) (iii) (iv) (v) (vi)

lim (cx n ) = cl1 .

n

(i.e., lim (cx n ) = c lim x n )

n n n

lim ( x n + y n ) = l1 + l 2 .
n n

(i.e., lim ( x n + y n ) = lim x n + lim y n )

n n

lim ( x n y n ) = l1 l 2 . lim ( x n . y n ) = l1.l 2 .

n

(i.e., lim ( x n y n ) = lim x n lim y n )

n
n

(i.e., lim ( x n . y n ) = ( lim x n ) ( lim y n ) )

n n

lim
n

x n l1 = yn l2

(i.e., lim(
n

xn ) = n ), provided that l 2 0 and yn lim y n

n

lim x n

y n 0 for all n N. We also have (vii)

lim x n = l1 .
n

(i.e., lim x n = lim x n )

n n

Using definition 1, we can easily prove that lim

1 = 0. n n

Now, by applying the theorem we get 1 1 1 1 lim ( 2 ) = 0, lim ( 3 ) = 0, lim ( 2 3 ) = 0, etc. n n n n n n n Consider for example, lim a n where a n =
n

n 3 3n 2 + 1 . 4n 3 + 5

3 1 + n n 3 and we see that by repeatedly applying the theorem we get, Then, an = 5 4+ 3 n 1 1 = . lim a n = n 4 4 1
The limits in the theorem are finite limits. Definition 1 is about finite limits. definition 2 we have infinite limits. (i.e., lim a n = , lim bn = )
n n

In

What about the properties of infinite limits? For instance, we have that if lim x n = and lim y n = , then lim ( x n + y n ) = .
n n n

This can be coded as + = . We now give some properties of infinite limits in code. Theorem 2: 6

(1) (2) (3) (4) (5) (6) (7)

+ =

= ( ) = ( ) ( ) = 1 1 = 0 and =0

Suppose l R and l is a constant. Then,

+ l = . Suppose l R and l is a constant. Then: (i) If l > 0, l = and l ( ) = (ii) If l < 0, l = and l ( ) =

l = 0 and + l = and

Part of (6) (i.e.,

a l = 0) decoded is: If lim a n = l and lim bn = , then lim( n ) = 0 . n b n n n

Example: Consider lim(n 5 + n 3 ) .

n

n + n = n 3 (n 2 + 1) and lim n 3 = and lim(n 2 + 1) = .

5 3

Therefore lim(n + n ) = .
5 3 n

We can get this answer in the following way also: n 5 + n 3 = n 5 (

1 1) and n2

lim n 5 = and lim (

n
n

1 1) = 1 . Therefore, lim(n 5 + n 3 ) = . 2 n n

Theorem 3 (Squeeze Rule): Suppose a n , bn , c n are sequences and n0 N.

n n

Suppose for all n such that

n

n n0 , a n c n bn . Now if lim a n = lim bn = l for some l R , then lim c n = l . Example: 0 sin as 1).
lim 0 = lim
n

1 1 for all positive integers n (i.e., we can take the n0 in the theorem n n
1 1 = 0 . Therefore, lim (sin ) = 0 . n n n n

Theorem 4: Suppose a n is a sequence and no N and lim a n = l for some l R. Suppose k R.

n

Then: (i)

If a n k for all n such that n no, then, l k. 7

(ii)

If a n k for all n such that n no, then, l k.

1 1 1 Example: Consider the sequence a n where for all n, a n = 1 + ( + + .... + ) (i.e., 1! 2! n! 1 1 1 a1 = 1 + 1, a 2 = 1 + 1 + , a 3 = 1 + 1 + + etc.) 2 2 6 It is known that a n is convergent and lim a n = e .
n

Now for all n such that n 2, a n 1 + 1 + Therefore, e 2.5 Exercise: Show that e 2.65. We give here some standard limits: (1)

1 = 2.5. 2

Suppose r is a real number and r is a constant. (i) If r < 1 (i.e., -1 < r < 1), then lim r n = 0
n

(ii) (2) (3)

If r > 1, then lim r =

n n
1 n n

Suppose a is a real number and a > 0 and a is a constant. Then lim a = 1

lim n = 1
n

1 n

We end this section by giving a result that could be useful. Result: Suppose a n is a sequence. Then, lim a n = 0 if and only if lim a n = 0 .
n

Example: Let a n =

(1) n 1 for all n N. Then, a n = and hence lim a n = 0 . n n n n (1) Therefore, lim a n = 0 . i.e., lim = 0. n n n

2.1.5. Monotonic Sequences Consider the sequence a n which is 1, 1,

1 1 1 1 1 1 , , , , , , ....... 2 2 3 3 4 4

We see that a1 a 2 a 3 a 4 ...... i.e., for all n, a n a n +1 . The terms of this sequence are non-increasing.

Now consider the sequence bn which is 1,

1 1 1 , , , ....... 2 3 4

We see that b1 > b2 > b3 > i.e., for all n, bn > bn +1 . The terms of this sequence are decreasing. Definition 1: Suppose a n is a sequence. Then: (1) (a) If for all n, a n a n +1 ,(i.e., a1 a 2 a 3 a 4 ...... ) we say that a n is monotonic decreasing (m.d). (b) If for all n, an > an+1 (i.e., a1 > a2 > a3 > ), we say that a n is strictly monotonic decreasing. (2) (a) If for all n, a n +1 a n (i.e., a1 a 2 a 3 a 4 ...... ) we say that a n is monotonic increasing (m.i). (b) If for all n, an+1 > an (i.e., a1 < a2 < a3 < ), we say that a n is strictly monotonic increasing. Note: For real numbers x, y, x y means that x > y or x = y. So, we see that if a n is strictly m.i it is also m.i and if a n is strictly m.d it is also m.d. We say that a sequence

an

is monotonic if it is m.i or m.d (i.e.,

a1 a 2 a 3 a 4 ...... or a1 a 2 a 3 a 4 ...... )

Examples: (1) Consider the constant sequence is equal to

1 1 1 , , , ., i.e., the sequence a n where an 2 2 2

1 for all n. Then, a n is both m.i and m.d. 2

(2) Consider the sequence (1) n , i.e., -1, 1, -1, 1, This sequence is neither m.i. nor m.d. (3) Consider the sequence given recursively by a n +1 =

an for all n N. This 1 + an sequence is given, once the value of a1 is given. Then, by the recurrence equation, we get all the terms. Let a1 have a value such that a1 > 0. Then we see that for all

n, an > 0. Also, an an + 1 hence a n is m.d.

a a = a n n = n > 0 . So, an > an + 1 for all n and 1 + an 1 + an

Question: What happens when a1 = 0? Definition 2: Suppose a n is a sequence and n0 N and n0 is a constant. Then: (1) (a) If for all n such that n n0 , a n a n +1 (i.e., a n0 a n0 +1 a n0 + 2 .......) , we say that a n is eventually monotonic decreasing. (b) If for all n such that n n0 , a n > a n +1 (i.e., a n0 > a n0 +1 > a n0 + 2 > .......) we say that a n is eventually strictly monotonic decreasing. (2) (a) If for all n such that n n0 , a n a n +1 (i.e., a n0 a n0 +1 a n0 + 2 .......) , we say that a n is eventually monotonic increasing. (b) If for all n such that n n0 , a n < a n +1 (i.e., a n0 < a n0 +1 < a n0 + 2 < .......) we say that a n is eventually strictly monotonic increasing. Note: The note given in definition 1 applies here too. Example: Consider the sequence
1 1 1 1 , i.e., -1, 1, , , , ......... 2n 1 5 7 9

1 . We see that for all n such that n 2 (i.e., we can take n0 = 2 2n 1 1 here), a n > a n +1 . So, is eventually strictly monotonic decreasing. It 2n 1 is also, eventually monotonic decreasing.

Let a n =

2.1.6. Bounded Sequences Definition: Suppose a n is a sequence. Then: (1) (2) If for all n, an k where k is a real number constant, we say that a n bounded above. If for all n, an k where k is a real number constant, we say that a n bounded below. is is

10

(3)

If a n

is both bounded above and bounded below, we say that a n

is

bounded. We see that a n is bounded means for all n, k1 an k2 where k1, k2 are real number is bounded if and only if an k, where k is a real number

constants. We also have that, a n constant.

Examples: (1) Consider the sequence (1) n , i.e., -1, 1, -1, 1, . For all n, -1 (-1)n 1. Hence, (1) n is bounded. Also, for all n, (1) n 1. (2) Consider the sequence n , i.e., 1, 2, 3, 4, . For all n, n 0 (actually n 1) Therefore, n is bounded below. However, n is not bounded above. Hence n is not bounded. (3) Consider the sequence n , i.e., -1, -2, -3, For all n, -n 0. Hence, n is bounded above. However n is not bounded below and hence it is not bounded. (4) Let us reconsider example (3) of 2.1.5, i.e., the sequence a n recurrence equation a n +1 = given by the

an and the value of a1. Consider when a1 0. 1 + an an 0. Then, for all n, an 0 and 1 1 + an Let K = max {a1, 1} (i.e., K is the greatest value in the set {a1, 1}). Then 0 an K for all n. Therefore, a n is bounded.
2.1.7. Relationship between monotonicity and boundedness Theorem: Suppose a n is monotonic (or eventually monotonic). (1) If

a n is m.i (or eventually monotonic) and bounded above, then, a n convergent.

is

11

(2) If
n

an

is m.i (or eventually monotonic) and not bounded above, then, is m.d (or eventually monotonic) and bounded below, then, a n is

lim a n = .

(3) If a n

convergent. (4) If a n is m.d (or eventually monotonic) and not bounded below, then,
lim a n = .
n

Note: (i) (ii)

In (1), if for all n such that n no, an k where no N and k R, then lim a n k (see theorem (4) in 2.1.4.)
n

In (3), if for all n such that n no, an k where no N and k R, then lim a n k (see theorem (4) in 2.1.4.)
n

Examples: (1) Consider

an =

the

sequence

an

where

for

all

n,

an =

2 2( n + 1) 2 . = 2 n +1 n +1 2 As n increases, decreases and hence an increases. Therefore, a n n +1 2 Also, for all n, a n = 2 2 . Therefore, a n is bounded above. n +1 Therefore, a n is convergent.

2n . n +1

is m.i.

In fact from the algebra of limits we have, lim (2

n

1 ) = 20 = 2. n +1

(2) Consider the sequence a n

n

where for all n, an = n2. We have that, a n

n

is m.i

and not bounded above. lim a n = lim n 2 = . (3) Consider the sequence a n where for all n, an =
1 . n is m.d and bounded below (for all n, an 0 ).

an

Therefore a n is convergent. In fact, lim an = lim

n n

1 = 0. n

(4) Consider the sequence a n where for all n, an = -n. Then, a n is m.d but not bounded below.

12

lim an = lim( n) = .
n n

(5) Let us consider the sequence in example 3 of 2.1.5 and let us take a1 > 0. We saw that then, a n is m.d. In example 4 of 2.1.6, we saw that a n is bounded above. Therefore a n is convergent. So, lim an = l for some l R . Let us find the value of l.
n

an for all n. 1 + an As n , n + 1 and hence lim an +1 = l . an +1 =

n

a l Therefore, l = lim n = . n 1 + a 1+ l n i.e., l + l 2 = l. i.e., l 2 = 0. Therefore, l = 0.

*Note: For exercises/Further examples see Ref. 5: pages 387 to 393.

13

2.2
2.2.1

Infinite Series
Definition: Suppose a n is a sequence. We form the sequence Sn where for

n N , S n = a1 + a2 + .... + an = ai .
i =1

We say that Sn is the sequence of partial sums and Sn is the sum of the first n terms of the sequence a n . S1 = a1, S2 = a1 + a2, S3 = a1 + a2 + a3 etc. We call the sequence Sn a series and it is denoted by S1, S2, S3 etc are called the terms of the series. Example: Consider the sequence a n where an = Consider the series
1 . 2n 1

a
n =1

a
n =1

, i.e.,

2
n =1

1
n 1

This is a geometric series and we know that, 1 (1 n ) n 1 1 1 2 = 2 1 . S n = i 1 = 1 + + ... + n 1 = 1 2 2 2n 1 i =1 2 1 2

2.2.2

Definition: Consider a series S n = a1 + a2 + .... + an . If converges (or

a
n =1

, i.e., the series Sn where

Sn

is convergent we say that the series

a
n =1

a
n =1

is convergent).

In this case, lim S n = l , for some l R .

n

If

Sn

is divergent (i.e., it is not convergent), we say that the series

a
n =1

diverges. (or In the case

a
n =1

is divergent).

an is convergent and lim Sn = l , we write

n =1 n

a
n =1

= l.

Examples: 14

(1) Reconsider the geometric series We saw that, S n =

n

2
n =1

1
n 1

(see 2.2.1)

1 1 1 1 = 1 + + .... + n 1 = 2 n 1 . i 1 2 2 2 i =1 2 1 1 Now lim S n = 2 (since lim n 1 = lim( ) n 1 = 0 ). n 2 n 2 n 1 Therefore, n 1 is convergent and it converges to 2. n =1 2

(2) Consider the series

a
n =1

where for any n, an =

1 . n(n + 1)

n 1 1 1 1 for any n N . = . Let S n = n(n + 1) n n + 1 r =1 r ( r + 1) n n 1 1 1 n 1 Then, S n = ( ) = r +1 r =1 r r =1 r r =1 r + 1 1 1 1 1 1 1 = (1 + + + ... + ) ( + + .... + ) 2 3 2 3 n n +1 1 = 1 n +1 (Note: We can also get this result in the following way: n n 1 n 1 1 n +1 1 1 ) = = 1 r r =1 r + 1 r =1 r r =2 r n +1 r =1 1 Therefore, lim S n = 1 (since, lim =0) n n + 1 n 1 Therefore, is convergent and it converges to 1. n =1 n ( n + 1)

(3) Consider the series

(1) n+1 , i.e.,

n =1

a
n =1

where for any n, a n = (1) n +1 .

Let S n = a1 + a 2 + ..... + a n , for any n. Then, Sn = 1 1 + 1 - . , to n terms, So, Sn = 1 1 + 1 1 + . + 1 1 = 0 when n is even, and Sn = 1 1 + 1 1 + . + 1 1 + 1 = 1 when n is odd. Therefore, S n is divergent. Therefore,

an is divergent, i.e.,
n =1

(1)
n =1

n +1

is divergent.

(4) Consider the series

a
n =1

where for any n, an = n2.

15

The sequence of partial sums S n is given by S n = 12 + 2 2 + ... + n 2 . For any n, S n = 12 + 2 2 + ... + n 2 n 2 . i.e., for any n, Sn n 2 and lim n 2 = .
n

Therefore, lim S n = .
n

Therefore, S n is divergent. Therefore,

n
n =1

is divergent.

(5) Consider the series n 2 .

n =1

The sequence of partial sums S n is given by, Sn = - 12 - 22 - - n2. Therefore for any n, S n n 2 and lim n 2 = .
n

Therefore lim S n = .
n

Therefore S n is divergent. Therefore

n
n =1

is divergent.

Note: A series

a
n =1

could be divergent in any one of the following three ways:

Let S n be the sequence of partial sums. (i) lim S n =

n

(ii) lim S n =
n

(iii) Neither lim S n = nor lim S n = nor lim S n = l for some l R.

n n n

(In this case we say that the sequence S n is oscillatory) Possibility (i) is found in Example (4). Possibility (ii) is found in Example (5). Possibility (iii) is found in Example (3). 2.2.3 Fundamental Facts about Infinite Series

Theorem 1: Consider the series Suppose Then:

a
n =1

and

b
n =1

. Let c, 1 , 2 R be constants.

an and
n =1

b
n =1

are convergent.

16

(1)

ca n is convergent and
n =1

ca n = c an .
n =1
n =1

(Note: For n N , let Tn = ca r and S n = a r Then, for any n N , Tn = cSn and

r =1 r =1

if lim S n = l , then, lim Tn = cl ).

n
n

(2)

(a
n =1

+ bn ) is convergent and
n

(a
n =1

+ bn ) =
n

a +b
n =1 n

n =1

.
n

(Note: For n N , let S n = a r and Tn = br and U n = ( a r + br ) . Then, for

r =1 r =1 r =1

any n N , U n = S n + Tn , and if lim S n = l1 and lim Tn = l 2 , then, lim U n = l1 + l 2 ).

n n n

(3)

(1an + 2 bn ) is convergent and

n =1

(1a n + 2 bn ) = 1
n =1

a n + 2 bn
n =1 n =1

(Note: This follows from (1) and (2). Also, when 1 = 1 and 2 = 1 , we get,

(a n bn ) =
n =1

an n =1

b
n =1

).

Theorem 2: Suppose a n is a sequence of non-negative terms and S n is a sequence of partial sums. Then,

a
n =1

is convergent if and only if S n is bounded above (i.e., for all n, Sn k for

some constant k R). (Note: See the Theorem in 2.1.7) Examples: (1) Suppose t n is a sequence such that for all n, t n {0,1,2,3,4,...9} and a n

is the

sequence where for any n, a n = Now consider the series

tn . 10 n

a
n =1

(Note: This is actually the infinite decimal, 0.t1t 2 t 3 ..... ) Let S n be the sequence of partial sums. Then for any n, S n =
t t1 t 9 9 9 + 2 2 + ... + n n + 2 + ..... + n . 10 10 10 10 10 10

17

1 1 n 9 9 9 9 1 1 9 1 + 2 + ..... + n = (1 + + ...... + n1 ) = ( 10 ) = 1 n 1 . 10 10 10 10 10 10 10 1 1 10 10 Therefore, for all n, Sn 1; i.e., S n is bounded above. Also, a n is a sequence of non-negative terms and hence S n is m.i. Therefore,

a
n =1

is convergent, i.e.,

10
n =1

tn
n

is convergent.

(Note: The infinite decimal 0.t1t 2 t 3 ..... is actually

10
n =1

tn
n

(2) Consider the series terms. Let S n Let n N .

1 . Then a n n n =1 be the sequence of partial sums.

where a n =

is a sequence of non-negative

1 1 1 1 1 1 1 1 1 Then S 2 n +1 1 = 1 + ( + ) + ( + + + ) + .... + ( n + n + .... + n +1 ) 4 5 6 7 2 3 2 2 +1 2 1 1 1 1 1 + (2 ) + ( 4 ) + ..... + ( 2 n n +1 ) 8 4 2 1 1 1 = 1 + + + .... + 2 4 2 2 14 244 3

to n terms

=1+

n 2

n n and lim (1 + ) = n 2 2 Therefore, for any k R, S 2 n +1 1 k for some n.

Therefore, S 2 n +1 1 1 +

Therefore, S n is not bounded above. Also, S n is m.i. Therefore, S n is divergent. Therefore

n
n =1

is divergent.

Theorem 3 (Divergence Test): If, not lim a n = 0 , then

n

a
n =1

is divergent.

Note: (1) By logic, we have that this is the same as saying If

a
n =1

is convergent, then

18

lim a n = 0 . (However, we cannot say that, if lim a n = 0 then

n n

a
n =1

is

1 1 = 0 , but is divergent. n n n =1 n (2) Consider the situation when, not lim a n = 0 .

convergent. For instance, lim

This can be so in any one of the following four ways. (i) lim a n = l for some l such that l 0 .
n

(ii) lim a n =
n

(iii) lim a n =
n

(iv) Neither a n is convergent, nor lim a n = , nor lim a n = .

n n

Examples: (1) Consider the general geometric series

ar
n =1

n 1

(i.e., a + ar + ar 2 + .....)

When r > 1: lim r n 1 = (As n , n 1 and lim r n = (see 2.1.4), we have as

n n

n , r

n 1

)
n n 1

Therefore, when a > 0, lim ar n 1 = and when a < 0, lim ar

n n

= .

Therefore, not, lim ar n 1 = 0 . Therefore, when r > 1,

ar
n =1

n 1

is divergent.

When r = 1: ar n 1 = a 0 . Therefore, lim ar n 1 = a 0 .

n

Therefore, not, lim ar

n

n 1

=0.
n 1

Therefore, when r = 1, When r = -1:

ar
n =1

is divergent.

when n is odd a ar n 1 = a (1) n 1 = when n is even a Therefore, neither ar n -1 is convergent, nor lim ar n 1 = , nor lim ar n 1 = .
n

Therefore, not, lim ar

n

n 1

=0.

19

Therefore, when r = -1,

ar
n =1

n 1

is divergent.

When r < -1: n 1 ar n 1 = a r n 1 = a r a

n

(as r >1) and a > 0.

Therefore, not lim ar n 1 = 0 (see 2.1.4, Theorem 4) Therefore, not lim ar n 1 = 0 ( see the last result in 2.1.4).
n

Therefore, when r < -1,

ar
n =1

n 1

is divergent.

This brings us to the final possibility. When -1 < r < 1: lim r n = 0 (see 2.1.4)
n

Therefore, lim ar n 1 = 0 .
n

However, this does not ensure that

ar
n =1

n 1

is convergent.

Let S n be the sequence of partial sums. a (1 r n ) a a = rn 1 r 1 r 1 r a Therefore lim S n = . n 1 r Sn = Therefore, when-1< r < 1,
n =1

a 0 as n , since rn 0 as n . 1 r

ar n1 is convergent and

ar
n =1

n 1

a . 1 r

(2) Consider the series

n
n =1

where R and is a constant. We saw that when

1 1 is divergent. (i.e., is divergent). n n =1 n =1 n Let us consider the situation for the other values of .

=1,

When < 0: = -k where k = - > 0. 1 = n k an lim n k = . ( lim n k = when k > 0 is a standard limit). n n n 1 1 Therefore, lim = and hence by the theorem, is divergent. n n n =1 n

20

Therefore,

n
n =1

is divergent when < 0.

When = 0: 1 1 = 1 and hence lim = 1 . n n n 1 Therefore, not lim = 0 . n n 1 Therefore, is divergent when = 0. n =1 n When 0 < < 1: We will postpone the consideration of this case. We will consider it after the next theorem (i.e., Theorem 4). When > 1:
1 1 = 0 , this does not ensure that is convergent. However, it n n n =1 n is in fact convergent and we shall now show this: Let S n be the sequence of partial sums.

Although lim

Let n N .
1 1 1 1 1 1 1 1 1 + ) + ( + + + ) + .... + ( n + n + ... + n +1 ) (2 1) (2 ) ( 2 + 1) 4 5 6 7 2 3 1 1 1 1 + ( 2) + ( 4) + ..... + ( n 2 n ) 2 4 (2 ) 1 1 1 = 1 + 1 + 1 2 + .... + 1 n (2 ) 2 (2 ) 1 = 1 + r + r 2 + .... + r n where r = 1 and 0 < r < 1. (as 1 > 0) 2 1 r n +1 = 1 r 1 r n +1 1 = 1 r 1 r 1 r 1 1 Therefore, S 2 n +1 1 where r = 1 . 1 r 2 S 2 n +1 1 = 1 + (

Let m N . Then, there is n N such that 2 n +1 1 > m (since, lim(2n +1 1) = ). Since the terms of the series are non-negative and
n

2 n +1 1 > m , S m S 2 n +1 1

1 . 1 r

21

Therefore for any m N , S m Therefore, S n

1 . 1 r is m.i and bounded above.

Therefore, S n is convergent. Therefore,

n
n =1

is convergent when > 1.

In the next two theorems we will consider only series of positive terms (i.e., series

a
n =1

where for all n N , a n > 0 ).

Theorem 4 (Comparison Test): Let

an ,
n =1

b
n =1

be series of positive terms and let n0 N , be a constant for which,

an bn for all n such that n n0. Then: If

bn is convergent, then,
n =1

a
n =1

is also convergent.

(Note: By logic, this is the same as saying, If divergent) Example:

a
n =1

is divergent, then,

b
n =1

is

We said in Example 2 of Theorem 3 that we will be considering here the series when 0 < < 1. Let 0 < < 1.

n
n =1

1 1 (since, n n when 0 < < 1) n n 1 1 1 But is divergent. Therefore, is divergent; i.e., is divergent when n =1 n n =1 n n =1 n 0 < < 1. So, we have from this and what we had in Example 2 of Theorem 3, that,

Then for any n N ,

n
n =1

is convergent if and only if > 1

22

Theorem 5 (Limit Comparison Test):

an ) = l for some l R . n b n =1 n =1 n a (Note: By Theorem 4 of 2.1.4, we have that l 0 since for all n N , n > 0 ). bn Then:
Let

an ,

be series of positive terms and lim(

If l > 0,

an is convergent if and only if

n =1

bn is convergent, and if l = 0, when

n =1

b
n =1

is

convergent,

a
n =1

is also convergent.

*Remark: For any given series

x
n =1

if we change the values of a finite number of terms

n

(for example consider the series

a
n =1

where a n = and b100

where b1 = 0 and b5 = 0 and b12 = bn = an. Here of

1 212

1 . Now consider the series bn n n =1 1 = 100 and for the other values of n, 2

b
n =1 n =1

has been obtained by changing the values of a finite number of terms

a
n =1

, i.e.,

n ), then, the convergence or divergence of the new series is the same

be the

as that of the original series. Let S n be the sequence of partial sums of the original series and let Tn

sequence of partial sums of the new series. Then, Tn = S n + k for all n such that n n0, where k R and n0 N are constants. On the other hand, if we delete a finite number of terms (for example consider a series

a
n =1

and we form a series

b
n =1

by deleting a1, a2,

a3 and a14), with the notation used above we have, Tn = S n + n0 + k for all n such that n n1, where k R and n0 , n1 N are constants. If both these changes are made, we get Tn in the above form. In all these, the convergence or divergence of the new series is the same as that of the original series. * So, although we insisted in Theorems 4 and 5, that for all n, an > 0 and bn > 0, the conclusions of these two theorems still remains true if, for all n such that n n0, an > 0 and bn > 0 where n0 N is a constant. Do the exercises on Page 276 of Ref 1.

23

Alternating series: A series whose terms are alternately positive and negative is said to be an alternating series. An alternating series is of the form an > 0. Theorem 6 (Alternating Series Theorem): Let

(1)
n =1

n +1

a n where for all n,

(1)
n =1 n +1

n +1

a n be an alternating series and

an

be m.d and lim a n = 0 .

n

Then,

(1)
n =1

a n is convergent.

Example: Consider the series 1

1 . Then, n convergent. an = 1 1 1 1 + + ...., i.e., the alternating series 2 3 4 5

(1)
n =1 n =1

n +1

a n where
n +1

an

is m.d and lim a n = 0 .

n

Therefore the series

(1)

1 is n

Absolute Convergence: A series convergent. Theorem 7: Suppose

a
n =1

is said to be absolutely convergent if

a
n =1

is

an is absolutely convergent. Then,

n =1

a
n =1

is convergent.

Definition: A series is said to be conditionally convergent if it is convergent but it is not absolutely convergent. Examples:
1 1 1 1 . ( 1) n +1 = and so ( 1) n +1 n n n n n =1 n =1 1 1 is which is divergent. Therefore ( 1) n +1 is conditionally convergent. n n =1 n n =1 (See the above example) 1 (2) The series ( 1) n +1 2 is absolutely convergent. n n =1

(1) Consider the alternating serires

(1)

n +1

The Ratio Test and the Root Test:

24

Theorem 8 (Ratio Test): Consider a series

a
n =1

where for all n, a n 0 (or at least for

all n n0 , a n 0 where n0 N is a constant). Then: (1) If lim (2) If lim (3) If lim

a n +1 = l and l < 1, n a n a n +1 = l and l > 1, n a n

a
n =1

is absolutely convergent. is divergent.

a
n =1

a n +1 =, n a n

a
n =1

is divergent.

Theorem 9 (Root Test): Consider a series (1) If lim a n

n 1 n 1 n 1 n

a
n =1

= l and l < 1, = l and l > 1, = ,

a
n =1

is absolutely convergent. is divergent.

(2) If lim a n
n

a
n =1

(3) If lim a n
n

a
n =1

is divergent.

Examples: (1) Consider

a
n=0

where an =

1 . The convergence or divergence, as the case may n!

n

be, is the same as that of

a
n =1

and we will consider this series (see * remark

appearing just after Theorem 5). 1 a a 1 n! (n + 1)! Then, n +1 = = = 0 as n . (i.e., lim n +1 = 0) . Since n a 1 (n + 1)! n + 1 an n n! 1 1 0 < 1, by the Ratio Test, is convergent and hence, is convergent. n =1 n! n = 0 n! (Note: (i) It is absolutely convergent, but since the terms are positive, it is more sensible to say that it is convergent. 1 1 1 1 1 1 (ii) = 1 + 1 + + + .... , while = 1 + + + .... ) 2! 3! 2! 3! n = 0 n! n =1 n!

25

* Note:

n! is denoted by e and in logarithms, loge x is called the natural

n =0

logarithm of x and it is written as ln x. In this context, we also mention another standard limit (see 2.1.4), namely 1 lim (1 + ) n = e . n n We also considered this series in 2.1.4 as an example for Theorem 4 and we showed there that e 2.5. (2) Consider the series

a
n =1

n , where a n =

nn . n!

(n + 1) n +1 a (n + 1) n 1 (n + 1)! Then, n +1 = = = (1 + ) n . n n an n n n n! 1 Now, we know that, lim (1 + ) n = e 2.5 . n n a Therefore, lim n +1 = e > 1 . n a n

nn Therefore, is divergent. n =1 n! Note: This can be more easily proved using the Divergence Test (Theorem 3) as nn n 1 for all n. n = n 4 ..... n 1 2 ..... n = n ! for all n and hence n 244 14 3 n! n factors

(3) The sequence a n

is given by the recursion formula, a n +1 =

n N, and a1 = -1. Then, a n2 1 = lim n ( )= lim n +1 = lim n a n n + 1 n 1 n 1+ n Therefore,

n2 a n for any n +1

a
n =1

is divergent.
n 2 n , i.e., the series n =1

(4) Consider the series

a
n =1

where a n =

n . 2n

26

 n Then, a n = n 2 1 1 lim a n n = < 1. n 2 n Therefore, n n =1 2

1 n

n . Since, lim n n = 1 (see 2.1.4), = n 2

1 n

1 n

is convergent.

Exercise: Use the Ratio Test to show that this series is convergent. (5) Consider the series

nn +1 2n 1 . n =1

nn +1 nn +1 nn n = for all n N. = 2n 1 2n 1 2n 2
n n n n n +1 Therefore, n = as n . 2 2 2 1
n 1 n 1

nn +1 n Therefore, lim n =. n 2 1 Therefore,

nn +1 2 n 1 is divergent. n =1

Use some of the steps in the above proof and with the use of the Comparison Test (Theorem 4), get the above result by using the Ratio Test.

en en en (6) Consider the series . For all n N, (since n + 1 2n). 2n n + 1 n =1 n + 1

en 2n
1 n

e 2 n
1 n 1 n

1 n n

e as n (since lim 2 n = lim n n = 1 )

1 n

en Therefore, lim n 2n

= e > 1 (we know that e 2.5)

Therefore,

en 2n is divergent. n =1 en n + 1 is divergent. n =1

Therefore, by the Comparison Test,

27

In connection with determining whether a series is convergent or whether it is divergent, we may need a few more standard limits. We give these standard limits without going into much detail: (1) If lim x n = c and lim f ( x ) = l , then, lim f ( x n ) = l .
n x c n

sin x 1 For example, lim = 1 and lim = 0 . x0 n n x 1 sin n = 1. Therefore, lim n 1 n

(2)

Suppose lim x n = . Then:

n

(i) (ii)

If lim f ( x) = , then, lim f ( x n ) = .

x x n

If lim f ( x ) = , then, lim f ( x n ) = .

n

(3)

Suppose r , s R and r, s > 0 and r, s are constants. Then, lim n r (ln n) s = ((ln n)-s is defined for all n such that n 2) and,
n

lim n r (ln n) s = 0 .
n

Exercise: Show that

n for all n such that n 2 (see * (ln n) 5 n =1 remark, just after Theorem 5), is divergent.

where an =

*Exercise: Consider
an = 1 n
1 2

b
n =1

where bn =

1 for all n 2. Consider a n where ln n

. Show that lim

an = 0 and using Theorem 5 show that n b n

b
n =1

is

divergent. Deduce that

ln(n + 1)
n =1

is divergent (See * note)

*Note: We take this occasion to belatedly state a result on sequences. Result on Sequences: Suppose a n is a sequence and k is an integer constant. Suppose

l R . Then:
28

(i) lim a n = l if and only if lim a n + k = l

n n

(ii) lim a n = if and only if lim a n + k =

n n

(iii) lim a n = if and only if lim a n + k = .

n n

Note: When k > 0, a n + k is the sequence bn where for any n, bn = a n + k . (i.e., b1 = ak+1, b2 = ak+2 etc). For instance, when k = 5, b1 = a6, b2 = a7, b3 = a8 etc). When k < 0, a n + k is a sequence bn where bn = a n + k when n k + 1 (i.e., n + k 1), and when 1 n k , bn could take whatever value we give them. For example, a n5 is a sequence bn where for n 6, bn = a n 5 (i.e., b6 = a1 , b7 = a2, b8 = a3 etc) and b1, b2, b3, b4 and b5 could take whatever value we give them. 1 and Tn ln(n + 1) is the sequence of partial sums of the sequence (i.e., T 1 = c1, T2 = c1 + c2, T3 = c1 + c2 + c3 etc) and S n is the sequence of partial sums of the sequence So, in the previous exercise, if c n is the sequence where cn =

bn ,
then, we have: Tn = 1 1 1 1 1 1 and S n = b1 + + + .... + + + .... + ln 2 ln 3 ln(n + 1) ln 2 ln 3 ln n and for any n such that n 2, Tn = Sn+1 b1, i.e., Tn = Sn+1 + constant.

From this we get, Tn is convergent if and only if S n is convergent. Since we showed that S n is divergent, we get that Tn is divergent, i.e., divergent.

ln(n + 1)
n =1

is

29

2.3 Power Series

2.3.1 Fundamental facts about Power Series Definition: Consider a series

a
n =0

( x c) n

(i.e., a 0 + a1 ( x c) + a 2 ( x c) 2 + a 3 ( x c) 3 + .... ..)

where a n is a sequence with first term a0 and x, c R and c is a constant while x is a variable. We say that, this is a power series about c. An important special case is when c = 0 where we have the power series about 0 which is

a
n=0

xn .

From a given context it is understood the number c about which it is a power series and we refer to any one of these series as just a power series. Example: Consider the series 1 + x + x 2 + x 3 + .... . This is the power series

a
n=0

xn

where an = 1 for all n N {0} . It is also a geometric series and it is convergent only 1 when x < 1 and 1 + x + x 2 + x 3 + .... = when x < 1, i.e., -1 < x < 1. 1 x Theorem 1: Consider a power series following possibilities occur: (1) It converges for all values of x in R. (2) It converges only when x = c. (3) There is a real number R1 , such that the power series converges for all x R such that c R1 < x < c + R1 (i.e., x c < R1 ) and diverges when x > c + R1 and when

a
n =0

( x c) n . Then, one and only one of the

x < c R1 (i.e., when x c > R1 )

(Note: It may or may not converge when x = c + R1 . This is so also when x = c R1 .) The set of all values for which a power series converges is called its interval of convergence Also: We say that the radius of convergence of the power series is (i) in the case of (1). (ii) 0, in the case of (2). (iii) R1 in the case of (3).

30

Examples: (1) Consider the power series

xn n! . By application of the Ratio Test we get that the n =0 radius of convergence is (i.e., it converges for all x R )

(2) Consider the power series

(n + 1)
n=0

( x 1) n . By applying the Root Test, we get

that the radius of convergence is 0 and the series converges only when x = 1.

xn x x2 x3 (3) Consider the power series n (i.e., 1 + + + + ..... ). By the Ratio Test 2 4 8 n =0 2 we get that the radius of convergence is 2. It does not converge when x = 2 and when x = -2. Therefore, the interval of convergence is (-2, 2), i.e., the set of all x R such that -2 < x < 2.
(4) Consider the power series 1 + x + all n 1 and a0 = 1. x2 x3 + + ..... , i.e., 2 3

a
n=0

x n where a n =

1 for n

In order to find the radius of convergence and the interval of convergence, it is xn sufficient to consider the series . Then, by the Ratio Test we get that the n =1 n 1 radius of convergence is 1 and when x = 1 the series diverges (since is n =1 n divergent) and when x = -1 the series converges by the Alternating Series Theorem (Theorem 6). (Note: Although in an alternating series the first term is positive, here the first term is negative. But this does not matter since, if we have a series

(1) n a n with
n =1

(1)
n =1

n +1

a n being an alternating series, taking S n as

the sequence of partial sums of the series partial sums of the series diverge together. )

(1)
n =1

a n and Tn as the sequence of

(1)
n =1

n +1

a n , then, Tn = - Sn and so both converge or

Therefore, the interval of convergence is [-1, 1), i.e., the set of all x R such that 1 x < 1.

31

Theorem 2 (Differentiation of Power Series) Consider a power series

a
n =0

( x c) n (i.e, a 0 + a1 ( x c) + a 2 ( x c) 2 + .... ) and suppose

that the radius of convergence is R1 for some R1 such that R1 > 0. Let I denote the interval of convergence. Let f be the function given by, f (x) = Then, for any x R such that, c R1 < x < c + R1,
f ( x) = na n ( x c) n 1 = a1 + 2a 2 ( x c) + 3a3 ( x c) 2 + ....
n =1

a
n =0

( x c) n , x I.

f is differentiable at x when x c < R1 (i.e., c R1 < x < c + R1) and f (x ) is equal to the series

na n ( x c) n1 (or
n =1

(n + 1)a
n=0

n +1

( x c) n ) and this series also has radius of

convergence R1. If the radius of convergence of

a
n =0

( x c) n is , a similar result holds but in this case f

is differentiable at x for all x R, and the series also has as its radius of convergence.

na
n =1

( x c) n 1 which is equal to f (x )

*Note: (1) The differential coefficient of a 0 + a1 ( x c ) + a 2 ( x c ) 2 + a 3 ( x c ) 3 + .... is

a1 + 2a 2 ( x c ) + 3a 3 ( x c) 2 + .... which is the series got by differentiating the terms of the given series.

*(2) We can repeatedly apply this theorem to get: For any k N ,

f k ( x) = n(n 1)....( n k + 1)a n (x c) n k .
n=k

(i.e., f k ( x ) = k!a k + ( 2 3 ... ( k + 1)) a k +1 ( x c) + (3 4 ... ( k + 2)) a k + 2 ( x c ) 2 + .... , dk dk dk (a k ( x c) k ) + k (a k +1 ( x c) k +1 ) + k (a k + 2 ( x c) k + 2 ) + .... ) dx dx dx k where x takes the values as it was for f (x ) . i.e., f k ( x) = *(3) All this applies when the radius of convergence is and here x takes all values in R, for f (x ) and for f k (x) where k N and all the series mentioned have radius of convergence . f k (c ) . *Exercise/Result: Show that for any k N , a k = k!

32

Theorem 3: Let f (x) =

a
n =0

( x c) n , c R1 < x < c + R1 where R1 > 0 and R1 is the

radius of convergence of this power series. Then:

a n ( x c) n +1 + C where C is the integration constant and the radius of (a) n +1 n =0 convergence of this power series is also R1. f ( x)dx =

(i.e., ( a 0 + a1 ( x c ) + a 2 ( x c ) 2 + ....) dx = a 0 dx + a1 ( x c) dx + a 2 ( x c) 2 dx + .......

a1 a ( x c) 2 + 2 ( x c) 3 + ..... + C 2 3 n +1 a ( x c) +C) = n n +1 n =0
= a 0 ( x c) + (b) If I is the interval of convergence and a, b I and a < b and a, b are interior points of I, then,

a ( x c) n +1 a (b c) n +1 a n (a c) n +1 f ( x)dx = n = n n + 1 a n =0 n +1 n +1 n =0 a n (b c) n +1 a n (a c) n +1 = n +1 n +1 n =0 n =0

(Note:
b b b a n ( x c) n +1 = a n ( x c) n dx and hence, ( a n ( x c) n )dx = ( a n ( x c) n dx) ). a n +1 a a n =0 n =0 a b

*Note: When the radius of convergence is , f (x) = hold but in (a) the radius of convergence of

a
n =0

( x c) n , x R and (a), (b)

a n ( x c) n +1 n + 1 is and in (b), I = R n =0 and any a, b R are always interior points of R.

Examples: (1) f ( x) =

xn x x2 x3 = 1+ + + + ...., x R 1! 2! 3! n = 0 n! (Note: The radius of convergence of this power series is )

33

Let x R . f ( x) = 1 + 2 x 3x 2 4 x 3 + + + ...... 2! 3! 4! x x2 x3 + + ... =1 + + 1! 2! 3! = f (x)

* This function is called the exponential function and f (x) is denoted by exp(x). Also, it is denoted by ex.
d x e = e x for all x R dx

So we have

(2)

1 = (1) n x n = 1 x + x 2 x 3 + .... where 1 < x < 1 . 1 + x n=0

(The interval of convergence of that 1 < x < 1 ) Therefore,

(1)
n=0

x n is (-1, 1). i.e., the set of all x R such

1 x2 x3 x4 dx = x + + ...... + C where -1 < x < 1 1+ x 2 3 4 (Note: Actually this is true for 1 < x 1 ) n x + C , where C is the integration constant. = (1) n 1 n n =1

Therefore, ln(1 + x) = (1) n 1

n =1

xn + K for some constant K. n

(Since,

1 + x dx = ln(1 + x) + constant )
3

When x = 0, we get, ln 1 = K, i.e., K = 0. Therefore, ln(1 + x) = (1) n 1 xn x2 x = x + .... where -1 < x < 1 n 2 3 n =1 (Note: Actually this is true for 1 < x 1 )

Theorem 4: Let f (x) =

a
n =0

( x c) n , c R1 < x < c + R1 where R1 > 0 and is the

radius of convergence of this power series.

34

Suppose, (i.e.,

a
n =0 n

( x c) n is convergent when x = c + R1

a
n=0

R1n is convergent and c + R1 I where I is the interval of convergence and

c + R1 is the right end point of this interval).

Let b = c + R1 . Then, lim f ( x) = a n R1n
x b n =0

( lim f ( x ) means the limit of f(x) as x tends to b but x taking values such that x < b)
x b

*A similar result holds for lim+ f ( x ) where a = c R1 .

xa

Example: x2 x3 x4 We saw that, ln(1 + x) = x + + ... where -1 < x < 1. 2 3 4 By the theorem, 1 1 1 lim ln(1 + x) = 1 + + .... x 1 2 3 4 1 1 1 i.e., ln 2 = 1 + + .... . 2 3 4

2.3.2. Taylor and Maclaurin Series Consider a power series

a
n=0

( x c) n with radius of convergence R1 for some R1 > 0 (or

radius of convergence ). Then, we have a function f (x) = a n ( x c) n , c R1 < x < c + R1 (or x R ).

n=0

We showed that a n = i.e., f ( x) =

n =0

f (c ) for all n N . (See Ex/Result after Theorem 2, in 2.3.1) n!

f n (c ) ( x c) n , c R1 < x < c + R1 (or x R ). n!

Definition: Now, let us consider functions, not given in terms of power series (example f(x) = sin x, x R )

35

f n (c ) ( x c) n the Taylor Series for f about c and we call the Taylor n! n =0 Series for f about 0 the Maclaurin Series for f. (Note: We must have that f is infinitely differentiable at x = c)
We call the series

We give without much details (Note: These details are required in order to apply the theorem) the following theorem: Theorem: Suppose f is a function defined on an interval I (Note: I could be R) and c is an interior point of I. f n (c ) ( x c) n for all x such that c r1 < x < c + r1 for some r1 > 0 (or Then: f ( x) = n! n =0 for all x R ), i.e., f(x) is equal to its Taylor Series for all x such that c r1 < x < c + r1 for some r1 > 0 (or for all x R ). f n (c ) n x (i.e., f(x) is equal to its Maclaurin Series) for all x such When c = 0, f ( x) = n! n =0 that r1 < x < r1 for some r1 > 0 (or for all x R ). Note: Though we have not given the details regarding the function f that are necessary for the theorem, we give the following facts. (1) Obviously, f (x) can be differentiated infinitely at x = c (i.e., f n (c) exists for all n N) f n ( y) (2) For any x, y (c r1 , c + r1 ), lim ( x c) n = 0 (or for any x, y R, n n! f n ( y) lim ( x c) n = 0 ). n n! This is a sufficient but not necessary requirement. Examples: (1) f (x) = sin x, x R . Let x R . Then f ( x ) = cos x, f ( x) = sin x, f ( x ) = cos x , and f ( x) = sin x . Therefore for any n N, f 4 n 3 ( x) = cos x, f 4 n 2 ( x) = sin x, f
4 n 1

( x) = cos x and f
4n

4n

( x) = sin x , i.e., f

4 n 3

(0) = 1, f
n

4n2

(0) = 0, f

4 n 1

(0) = 1

and f hence, (Note:

(0) = 0 . Therefore, for any x, y R , lim

n
n

f ( y) n x = 0 (since f n ( y ) 1 and n!

x x f n ( y) x n and lim = 0 ). n n! n! n!

n =1

n!

is convergent and hence lim

n

n!

= 0 ).

36

(2) f ( x) = (1 + x) r where -1 < x < 1. Here, r R but r N and r 0. Let -1 < x < 1. Then, f ( x) = r (1 + x) r 1 , f ( x) = r (r 1)(1 + x) r 2 , etc., i.e., f n ( x) = r (r 1)......(r n + 1)(1 + x) r n . Then the Maclaurin Series

n =0

f n ( 0) n x is n!

r (r 1)....( r n + 1) n x . n! n=0

Therefore, the series converges when -1 < x < 1.

r ( r 1)...( r n + 1) n x , see Ref 5: page 34 if you know how n! n=0 to solve differential equations, otherwise ignore it.

For the proof of (1 + x) r =

This series is called a binomial series. For further examples/problems, see Ref 5, pages 433 - 439, examples 2, 3, 7 and 8 and problems 1 3 (for problem 3 see example 8 on page 423), 4, 5 and 9-17. To solve some of the problems we state a useful result. Result: Suppose is an interior point of the interval of convergence of is an interior point of the interval of convergence of
( a n n ) ( bn n ) is equal to the convergent series
n N {0},
n =0 n =0

a
n=0 n n

x n and

b x
n =0 n

Then,

c
n=0

where for any

c n = a 0 bn n + ( a1 ) (bn 1 n 1 ) + ( a 2 2 ) (bn 2 n 2 ) + ... + a n n b0

(i.e., ( a 0 + a1 + a 2 2 + a 3 3 + ...)(b0 + b1 + +b2 2 + b3 3 + ...) = a 0 b0 + (a 0 (b1 )) + ( a1 ) b0 ) + ( a 0 (b2 2 ) + ( a1 )(b1 ) + ( a 2 2 )b0 ) + ..... ) When = , we get, c n = n (a 0 bn + a1bn 1 + a 2 bn 2 + ... + a n b0 ) and
( a 0 + a1 + a 2 2 + a 3 3 + ...) (b0 + b1 + +b2 2 + b3 3 + ...)

= a 0 b0 + (a 0 b1 + a1b0 ) + 2 ( a 0 b2 + a1b1 + a 2 b0 ) + 3 ( a 0 b3 + a1b2 + a 2 b1 + a 3 b0 ) + *Note: This result could sometimes be used to justify that a function f is equal to its Maclaurin series (we need also the Ex/Result given just before Theorem 3) ------------------------------------------------- END ---------------------------------------------37