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Mathematics – I

(MATH F111)
BITS Pilani Dr. Tarkeshwar Singh
Department of Mathematics
K K Birla Goa Campus

BITS Pilani, K K Birla Goa Campus


BITS Pilani
K K Birla Goa Campus

Section 10.1:

Sequences
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Text Book & Instructors
• Thomas’ Calculus
• By Maurice D. Weir, Joel Hass,
• Pearson Education 12th Edition, 2016.
• Amit Setia, Himadri Mukharjee, Pradeep
Boggarapu, Anushaya Mohapatra.
• Ashish Kr.Nandi, Ritu Dhankhar, Saroj
Kr.Panda, Arindam Das, Fathima Safikaa,
Jintendra Kr. Senaparti, Pabitra Kr. Pradhan

3
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Evaluation Schemes
Sl. No. Evaluation Components Duration Weightage Nature
(%)
1 Mid-term Test 1 hour 30 min 30 Closed Book
03/10/19, Thursday 11:00 AM - 12:30 PM
2 Comprehensive exam 3 hours 40 Closed Book
05/12/19 (FN) 09:00AM - 12:00Noon
Thursday

Announced Quiz-1
21/09/19, (Saturday) 2:00PM-3:00PM
1 hour 30
3 Announced Quiz-2 Open Book
16/11/19 (Saturday)

Surprise
Assignments/Quizzes Lecture Tutorial
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Sequences
• The term sequence is used to suggest a succession of
objects or events given in a specified order.

• A sequence is an ordered list of objects (or events).

• Like a set, it contains objects (also called elements or


terms) and the number of terms (possibly infinite) is
called the length of the sequence.

• Unlike a set, order matters and the same element can


appear multiple times at different positions.
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Sequences …

• Hence, a sequence may be denoted as a list of numbers


written in a definite order
a1, a2, ..., an, …
where the term a1 is called the first term, a2 is the
second term, and in general an is the nth term.

• We will deal exclusively with infinite sequence and so


each term an will have a successor an+1.

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Sequences …

• Definition:
A sequence or infinite sequence is a function whose
domain is the set of positive integers;


• {a }
n n 1 or < an > is an alternative notation for the
function
f(n) = an, n = 1, 2, 3, ….

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Graphs of sequences

• Because sequences are functions, we may think about the


graph of a sequence. For example, the graph of the sequence
1/ n is the graph of the equation y = 1/n, n =1, 2, …

n 1

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Limit of a Sequence
 
  1  n
  n 
1       
  2  n 1  n  1n1

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Limit of a Sequence ...

 n 1  n  1  
(1) 
n 
n 1


(  1)  
 n  n 1

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Limit of a Sequence …

• A sequence {an} converges to a limit L if for any


positive number , there is a point in the sequence after
that all terms lie between the line y = L+  and y = L- .

• That is, a sequence {an} converges to a limit L if the


terms in the sequence eventually become arbitrarily close
to L.

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Limit of a sequence … (Definition)

• A sequence {an} is said to converge to the limit L if given any  > 0,


there is a positive integer N such that for all n,

n  N  | an  L |   ,
and in this case we write lim an  L.
n 

• A sequence that does not converge to a finite limit is said to diverge.


or
• If there no such L exists, then we say that sequence {an} diverges.

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Limit of a sequence … (Definition)

• The sequence {an} idiverges to infinity if for


every number M there is an integer N such that
n > N, an > M.

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Subsequences

• If the terms of one sequence appear in another sequence in their


given order, we call the first sequence a subsequence of the
second.

Properties of subsequences:

• If a sequence {an} converges to L, then all of its subsequences


converge to L.
• If any subsequence of a sequence {an} diverges or if two
subsequences have different limits, then {an} diverges.

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Rules
• Let {an} and {bn} be two sequences of real numbers and let A and
B be real numbers. The following holds if
lim an  A and lim bn  B.
n  n 

Sum Rule lim(an  bn )  A  B


n 

Difference Rule lim(an  bn )  A  B


n 

Product Rule lim(an  bn )  A  B


n 

Constant Multiple Rule lim(k  bn )  k  B


n 

 an  A
Quotient Rule lim    if B  0.
n  b
 n B
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Rules…

• Remark: Every nonzero multiple of a divergent sequence {an}


diverges.

• The Sandwich Theorem for Sequences: Let {an}, {bn} and {cn}
be sequences of real numbers. If an ≤ bn ≤ cn holds for all n
beyond some index N and if
lim an  lim cn  L
n  n 

then lim bn  L also.


n 

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Rules…

• Let {an} be a sequence of real numbers. If an → L and


if f is a function that is continuous at L and defined at all
an, then f(an) → f(L).

 {21/n}

 {(n+1)/n}1/2

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Using L’Hopital’s Rule

• Suppose that f(x) is a function (real valued not necessarily


continuous) defined for all x ≥ n0, and that {an} is a sequence
of real numbers such that an = f(n), for all n ≥ n0. Then

lim f ( x)  L  lim an  L.
x  n 

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Some standard limits

lim nc  , (c any positive real number)


n 

lim nc  0, (c is any negative real number)


n 

lim a n  0, (a is any real number s.t. | a | 1)


n 

{an } does not converge if | a | 1


lim a1/ n  1, (a is any pogitive real number)
n 

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Some standard limits…

lim n1/ n  1
n 

ln n
lim 0
n  n
n
 c
lim  1    e c
(c is any real),
n   n
an
lim  0, (a is any real)
n  n !

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Sequences …

• A sequence {an} may be increasing/decreasing or strictly


increasing/strictly decreasing.

• A sequence that is either decreasing or increasing is called


monotone.

• A sequence that is either strictly decreasing or strictly increasing is


called strictly monotone.

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Bounded sequence

• A sequence {an} is bounded from above if there exists a


number M such that an ≤ M for all n.

• If M is an upper bound for {an} but no number less than


M is an upper bound for {an}, then M is the least upper
bound for {an}.

• Remark: A nondecreasing sequence that is bounded


from above always has a least upper bound.

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Convergence of Sequences …

Proposition:
If a sequence converges, it has both an upper bound and
a lower bound.
Remark: What about the converse??
i.e.,
Question: Is every bounded sequence convergent?

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Some Important Results….

• A non-decreasing sequence of real numbers converges


if and only if it is bounded from above.
Further, if a non-decreasing sequence converges, it
converges to its least upper bound.
The Monotonic Sequence Theorem:
If a sequence {an} is both bounded and monotonic,
then the sequence converges.

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Infinite series

• We want to discuss sums that contain infinitely many


terms.
• Most familiar of such occur in the decimal representation
of real numbers.
• Example: We write 1/3 in decimal form i.e.
1/3 = 0.33333333………
= 0.3 + 0.03 + 0.003 + 0.0003 + ……
which suggests that the decimal representation of 1/3 can
be as a sum of infinitely many terms.
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Infinite series …
• Definition: An infinite series is an expression that can
be written in the form

u
k 1
k  u1  u2  u3   uk 

the numbers u1, u2, u3,… are called the terms of the
series.
• It is physically impossible to add infinitely many terms
together.
• Therefore, sums of infinite series are defined and
computed by an indirect limiting process.
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Infinite series …
• Motivated by the example, we are now ready to define
the general concept of the sum of the infinite series.
• Let sn denote the sum of the first n terms of the series.
Thus, s u1 1

s2  u1  u2
s3  u1  u2  u3

n
sn  u1  u2   un   uk
k 1

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Infinite series … Partial sums

• The number sn is called the nth partial sum of the series


and the sequence {sn} is called the sequence of partial
sums.
• As n increases, the partial sum sn includes more and
more terms of the series.
• Thus, if sn tends towards a limit L as n → ∞, it is
reasonable to view of this limit as the sum of all the
terms in the series.
• Therefore, we have the following definition.
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Convergence of the infinite series

• Let {sn} be the sequence of partial sums of the series


u1 + u2 + u3+ ∙∙∙ + uk+ ∙∙∙. If the sequence {sn}
converges to a limit S, then the series is said to be
convergent and S is called the sum of the series. We
denote this by writing

S   uk
k 1

• If the sequence of partial sums diverges, then the series


is said to be divergent. A divergent series has no sum.

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Convergence of the infinite series

• Given a series, we would like to know whether it


converges or diverges.
• If it converges, we would like to know the sum.
• However, this is possible in very few cases like
geometric series and telescoping series.

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Geometric series

• A geometric series is one of the form



a  ar  ar  ar 
2 3
 ar k 1
   ar k 1

k 1

where a and r are fixed real numbers and a ≠ 0. r is


called the ratio of the series (r can be positive or
negative).

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Convergence of the geometric series

• A geometric series a  ar  ar 2  ar 3   ar k 1  (a  0)
converges if | r | < 1 and diverges if | r | ≥ 1.

• If the series converges, then the sum of the series is



a
 ar
k 1
k 1

1 r
, | r |  1.

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Telescoping series

• A series  ak is said to be telescoping if an= bn – bn+1 for
k 1
some sequence bn.
• If a series is as above, then the nth partial sum is
sn = a1 + a2 + a3 +……+ an
= (b1 – b2) + (b2 – b3) +……+(bn – bn+1)
= b1 – bn+1
• Thus the given series converges/diverges accordingly as
sn or bn converges/diverges.
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Divergent series

• Geometric series with |r| ≥ 1 are not only series to


diverge. For example:

k 2 Divergent as the partial sum grow beyond every


1. number L, After n=1, partial sum sn is greater
k 1 then n2.

k 1

2. 
Diverges as the partial sum eventually outgrow
every preassigned number. Each term is greater
k 1 k than 1, so the partial sum is grater than n.
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Infinite series

• Unfortunately, formula like the one for the sum of a


convergent geometric series and telescoping series are
rare.
• It is relatively rare that the nth partial sum of a series can
be written in closed form for most of the series.
• Therefore, we use convergence test to examine the
convergence or divergence of a series.

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The nth term test for divergence

• Theorem:

(a) If lim an  0, then the series
n 
a
n 1
n diverges.

(b) If lim an  0, then the series
n 
a
n 1
n may either
converge or diverge.

(Alternative form of (a): If the series Σ an converges,


then an → 0. )

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Algebraic properties of infinite series

If Σ an = A and Σ bn = B are convergent series, then

1.Sum rule :  ( a  b )  a   b  A  B
n n n n

2.Difference rule :  ( a  b )  a   b  A  B
n n n n

3.Constant multiple rule :  ka  k  a  kA (for any number k )


n n

Prove ??

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Adding or deleting terms

• The convergence is not affected when a finite number


of terms is deleted or added from the beginning of a
convergent series.

• In this case, the sum of a convergent series is changed


by the removal or addition of these terms.

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Re-indexing
• As long as we preserve the order of its terms, we can
reindex any series without altering its convergence.
• Example:
  
1 1 1

n 0 2
n
, 2
n4
n4
or even 2
n 4
n4
.

• The partial sums remain same no matter what indexing


we choose.

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Non-decreasing partial sums

• Recall the nondecreasing sequence theorem:


A nondecreasing sequence of real numbers {sn} i.e. s1 ≤
s2 ≤ … ≤ sn ≤ … converges if and only if it is bounded
from above.
• We can apply the above theorem where sn is the nth
partial sum of the series Σ an, an ≥ 0.
• If an ≥ 0, we have sn – sn-1 ≥ 0 for all n and hence the
sequence of partial sums is nondecreasing.
• Therefore, applying the above theorem, we have

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Nondecreasing partial sums…

• Corollary:
A series Σ an of nonnegative terms converges iff
its partial sums are bounded above.

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Integral Test
 
1 1
• The expressions 
n 1 n 2
and  x 2
dx
1

are related in that the integrand in the improper integral


results when
• The index n in the general form of the series is replaced
by x and
• The limits of summation in the series are replaced by the
corresponding limits of integration.

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Integral Test…
• Following theorem shows the relationship between the
convergence of the series and the integral.
• Theorem on Integral Test:
Let {an} be a sequence of positive terms. Suppose that
an = f(n), where f is a continuous, positive and
decreasing function of x for all x ≥ N (N is a positive
 
integer). Then the series
a
n N
n and theintegral  f ( x) dx
N
both converge or both diverge.
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Integral Test…

• Remark:
The series and integral need not have the same value in
the convergent case.

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Integral Test…

• Convergence of p-series:


1 1 1 1 1
The p-series 
n 1 n
p
 p p p
1 2 3
 p
n
(p is a real constant) converges if p > 1 and diverges if
0 < p ≤ 1.

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Direct Comparison Test
Let Σ an be series with no negative terms.
a) Σ an converges if there is a convergent series Σ cn with
an ≤ cn for all n > N, for some integer.
b) Σ an diverges if there is a divergent series of non-
negative terms Σ dn with an ≥ dn for all n > N for some
integer N.
Remark: to apply the test, we need to have on hand a list
of series whose convergence or divergence we know.
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Limit Comparison Test

Suppose that an > 0 and bn > 0 for all n ≥ N, (N an integer)


1. If lim an  c, c  0, then Σ an and Σ bn both converge of
n  bn
both diverge.
an
2. If lim
n 
 0, and Σ bn converges, then Σ an converges.
bn
a
3. If lim n  , and Σ bn diverges, then Σ an diverges.
n  b
n

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The Ratio Test
• Let Σ an be a series with positive terms, and suppose
that a
lim n 1

n  an
Then
a. the series converges if ρ < 1.
b. the series diverges if ρ >1 or ρ is infinite.
c. test fails if ρ = 1.

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The nth-Root Test

• Let Σ an be a series with positive terms and suppose


that 1
lim n an  lim(an ) n  
n  n 

Then
a. the series converges if ρ < 1.
b. the series diverges if ρ >1 or ρ is infinite.
c. test fails if ρ = 1.

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Alternating Series
• A series in which the terms are alternatively positive and
negative is an alternating series.
• For example: 1  1  1  1   (1) n 1 
1 1 1 n 1 1
1      (1) 
2 3 4 n
1 1 1 1 n 1 1
 2  3  4   (1) n

2 2 2 2 2

• In general,
 (
k 1
1) k 1
ak  a1  a2  a3  a4 

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Leibniz’s Theorem

The series  (
n 1
1) n 1
ak  a1  a2  a3  a4 

converges if all three of the following conditions are


satisfied:
1. The an’s are all positive (i.e. an ≥ 0 for all n).
2. an ≥an+1 for all n ≥ N, for some integer N.
3. an → 0.

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Absolute Convergence

• A series Σ an converges absolutely (or is said to


be absolutely convergent) if the corresponding
series of absolute values Σ |an| is convergent.

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Conditionally Convergent Series

• A series that converges but does not converges


absolutely is called conditionally convergent series.

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The Absolute Convergence Test

• If Σ |an| converges, then Σ an converges.

In other words, if a series converges absolutely, then it


converges.

Remark: If Σ|an| diverges, no conclusion can be drawn


about the convergence or divergence of Σ an.

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Power Series

• We often write a function as infinite polynomials such


as 1/1-x = 1 + x + x2 + … + xn + …
• As in case of infinite series for convergence or
divergence, we can study the infinite polynomials.
• Infinite polynomials are called as power series (here, x
is a variable).
• Like polynomials, power series can be added,
subtracted, multiplied, differentiated and integrated to
give new power series.
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Power Series and Convergence
• A power series about x = 0 is a series of the form

n
c x
n 0
n
 c0  c1 x  c2 x 2
  cn x n 

• A power series about x = a is a series of the form


n
c (
n 0
x  a ) n
 c0  c1 ( x  a )  c2 ( x  a ) 2
  cn ( x  a) n 

in which a is the center and c0, c1, … , cn, … are


constants

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Power Series
x
n 0
n
 1 x  x  x 
2 3
x  n

Remark: Here, think of the partial sums of the series on the right as polynomials
Pn(x) that approximate the function on the left.

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Convergence Test for Power Series
1. Use Ratio Test or n-th Root Test to find the interval
where the series converges absolutely. This is an open
interval |x – a| < R or a – R < x < a + R.
2. If the interval of absolute convergence is finite, test
for convergence or divergence at the end points.
(Remark: Ratio Test or n-th Root Test never be used
for convergence at the end points. Why ??)
3. If the interval of absolute convergence is |x – a| < R,
the series diverges for |x – a| > R.
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The radius of convergence

A power series Σ cn (x-a)n behaves in one of the following


three ways:
1. There is a positive number R s.t. the series diverges for
|x – a| > R but converges absolutely for |x – a| < R .
(The series may of may not converge at the end points)
2. The series converges absolutely for every x (R = ∞).
3. The series converges at x = a and diverges elsewhere
(R = 0).
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The radius of convergence…
• The set of points at which the series converges is a finite
interval, called the interval of convergence and the
convergence is absolute at every point in the interior of the
interval.
• R is called the radius of convergence of the series.
• a + R is the least upper bound of the set of points at which the
series converges.
• If a power series converges absolutely for all x, we say its
radius of convergence is infinite (i.e. R = ∞).
• If it converges only at x = a, the radius of convergence is zero
(i.e. R = 0).
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Term-by-Tern Differentiation of a
power series
• If Σ cn (x-a)n converges for a – R < x < a + R for some R > 0, it
defines a function f: f ( x)   c ( x  a)n ,
n n 0
a  R  x  a  R.

such a function f has a derivatives of all orders inside the interval of


convergence. We can obtain the derivatives
 by differentiating the
original series term by term: f ( x)  
n 1
ncn ( x  a )
n 1

f ( x)   n(n  1)cn ( x  a ) n  2
n2

and so on. Each of these derived series converges at every interior


point of the interval of convergence of the original series.

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Taylor and Maclaurin Series

• One of the early application of Calculus was the computation


of approximate numerical values for functions such as sin x,
ln x, ex etc.
• One common method for obtaining such values is to
approximate the function by a polynomial and use that
polynomial to compute the desired numerical values.
• Therefore the problem of primary interest is the following:
Problem: Given a function f and a point a on the x-axis, find
a polynomial of specified degree that best approximates the
function f in the neighborhood of the point a.

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Taylor and Maclaurin Series …

• Not specified any requirements on f such as continuity,


differentiability and also it is not evident what we mean
by the best approximation.
• We know that
– Within the interval of convergence, the sum of the
power series is a continuous function with derivatives
of all orders.
– Converse ?? i.e. if a function has derivative of all
orders on I, can it be expressed as a power series on I ?
If it is true then what will be its coefficients?
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Taylor and Maclaurin Series …

• Let f(x) be a sum of a power series


f(x) = Σ an(x-a)n = a0 + a1(x-a) +a2(x-a)2+…+an(x-a)n +…
with a positive radius of convergence. By repeated term
by term differentiation within interval of convergence I,
we get,
f (n)
( x)  n !an  a sum of terms with ( x - a ) as a factor.
f ( n ) (a)
Substitute x = a, we have an 
n!
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Taylor and Maclaurin Series …

Therefore, if f has a series representation, then the series


must be

f (a) f ( n ) (a)
f ( x)  f (a)  f (a)( x  a)  ( x  a) 2   ( x  a) n 
2! n!

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Taylor and Maclaurin Series …

• Let f be a function with derivatives of all orders throughout


some interval containing a as an interior point. Then the
Taylor series generated by f at x = a is

f ( k ) (a ) f (a) f ( n ) (a)

k 0 k!
( x  a)  f (a)  f (a)( x  a) 
k

2!
( x  a) 2  
n!
( x  a) n 

• The Maclaurin series generated by f is



f ( k ) (0) k f (0) 2 f ( n) (0) n

k 0 k!
x  f (0)  f (0) x 
2!
x  
n!
x 

the Taylor series generated by f at x = 0.

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Example 1: Find the Maclaurin series for sin x.

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Example 2: Find the Maclaurin series for cos x.

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Applications of Power series

• The Binomial series for Powers and Roots.


• Power series solutions of Differential Equations and
initial value problems.
• Evaluating the Nonelementary Integrals.
• Arctangents i.e. tan-1x
• Evaluating Indeterminate Forms.

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THE END

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