Chapter-5: Lecture-19

Prof. J.K. Sahoo

Department of Mathematics
BITS Pilani K K Birla Goa Campus, Goa

September 20, 2024

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 1 / 15
Power series
Definition:
An infinite series of the form
∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · ·
n=0

where a0 , a1 , a2 , . . . , an , . . . are real constants, is called a power series

in x (or power series about the point “0”).

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 2 / 15
Power series
Definition:
An infinite series of the form
∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · ·
n=0

where a0 , a1 , a2 , . . . , an , . . . are real constants, is called a power series

in x (or power series about the point “0”).
In general, the series
∞
X
an (x − x0 )n = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + a3 (x − x0 )3 + · · ·
n=0

is called a power series in x − x0 (or about the point “x0 ”).

Note: The second series can be reduced to the first.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 2 / 15
Power Series

Examples:
∞
X xn x x2 x3
=1+ + + + ···
n! 1! 2! 3!
n=0
∞
X x 2n+1 x3 x5
(−1)n =x− + − ···
(2n + 1)! 3! 5!
n=0
∞
X x 2n x2 x4
(−1)2n =1− + − ···
(2n)! 2! 4!
n=0
∞
X xn x2 x3
=x+ + + ···
n 2 3
n=1
X∞
(x − 1)n = 1 + (x − 1) + (x − 1)2 + (x − 1)3 + · · ·
n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 3 / 15
Convergence of power series
We shall confine our discussion to power series of the form
∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · ·
n=0
∞
X
Definition: The power series an x n is said to converge at a point x, if
n=0
the limit
n
X
L = lim ak x k exists.
n→∞
k=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 4 / 15
Convergence of power series
We shall confine our discussion to power series of the form
∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · ·
n=0
∞
X
Definition: The power series an x n is said to converge at a point x, if
n=0
the limit
n
X
L = lim ak x k exists.
n→∞
k=0

In this case the sum of the series is the limit L, that is,
X∞
L= an x n
n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 4 / 15
Convergence of power series
We shall confine our discussion to power series of the form
∞
X
an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · ·
n=0
∞
X
Definition: The power series an x n is said to converge at a point x, if
n=0
the limit
n
X
L = lim ak x k exists.
n→∞
k=0

In this case the sum of the series is the limit L, that is,
X∞
L= an x n
n=0
∞
X
Note: Note: The series an x n always converges at x = 0.
n=0
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 4 / 15
Convergence of power series

Note: All power series in x fall into one or another of the following major
categories

Convergent for all x

Convergent for |x| < R

Divergent for |x| > R

Divergent for all x except 0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 5 / 15
Radius of Convergence
Definition:
∞
X
The radius of convergence of the power series an x n is denoted by R
n=0
and defined as
an 1
R = lim or R = lim p
n→∞ an+1 n→∞ n |a |
n

whenever the limits exist.

Examples:
∞
X xn x x2 x3
=1+ + + + ···
n! 1! 2! 3!
n=0
∞
X
xn = 1 + x + x2 + x3 + · · ·
n=0
∞
X
n!x n = 1 + x + 2!x 2 + 3!x 3 + · · ·
n=0
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 6 / 15
Differentiation of power series
∞
X
Suppose that the power series an x n converges for |x| < R with R > 0
n=0
and denote its sum by f (x):
∞
X
f (x) = an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · · .
n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 7 / 15
Differentiation of power series
∞
X
Suppose that the power series an x n converges for |x| < R with R > 0
n=0
and denote its sum by f (x):
∞
X
f (x) = an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · · .
n=0

Then by Abel’s theorem, the derivatives of f (x) are

∞
X ∞
X
′ n−1 2
f (x) = nan x = a1 + 2a2 x + 3a3 x + · · · = (n + 1)an+1 x n
n=1 n=0

∞
X ∞
X
f ′′ (x) = n(n − 1)an x n−2 = 2a2 + 3 · 2a3 x + · · · = (n + 2)(n + 1)an+2 x n
n=2 n=0

and so on, and each of the resulting series converges for |x| < R.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 7 / 15
Algebra of power series

Let f (x) = ∞
P n
P∞ n
n=0 an x and g (x) = n=0 bn x be two power series
with radius of convergence at least R > 0, then these power series
can be added or subtracted term-wise:
X ∞
f (x) ± g (x) = (an ± bn )x n = (a0 ± b0 ) + (a1 ± b1 )x + · · · .
n=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 8 / 15
Algebra of power series

Let f (x) = ∞
P n
P∞ n
n=0 an x and g (x) = n=0 bn x be two power series
with radius of convergence at least R > 0, then these power series
can be added or subtracted term-wise:
X ∞
f (x) ± g (x) = (an ± bn )x n = (a0 ± b0 ) + (a1 ± b1 )x + · · · .
n=0
∞
X
f (x)g (x) = cn x n , where cn = a0 bn + a1 bn−1 + · · · + an b0 .
n=0

If f (x) = g (x) for |x| < R if and only if an = bn

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 8 / 15
Power series representation of some useful
functions
∞
X xn x x2 x3
ex = =1+ + + + ···
n! 1! 2! 3!
n=0
∞
X x 2n+1 x3 x5
sin x = (−1)n =x− + − ···
(2n + 1)! 3! 5!
n=0
∞
X x 2n x2 x4
cos x = (−1)n =1− + − ···
(2n)! 2! 4!
n=0
∞
1 X
= (±1)n x n = 1 ± x + x 2 ± x 3 + · · ·
1±x
n=0
∞
X xn x2 x3 x4
log (1 + x) = (−1)n−1 =x− + − + ···
n 2 3 4
n=1

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 9 / 15
Series Solution of First Order Equations
Example: Consider the following differential equation
dy
= 2y
dx

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 10 / 15
Series Solution of First Order Equations
Example: Consider the following differential equation
dy
= 2y (1)
dx
Solution: Let us assume that this equation has a power series solution of
the form
X∞
y= an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · ·
n=0

that converges for |x| < R with R > 0.

Note: Solve like method of undermined coefficients (?)
∞
X
Putting y and y ′ = nan x n−1 in the equation (1), we obtain
n=1
a1 = 2a0 , 2a2 = 2a1 , 3a3 = 2a2 , · · · and so on

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 10 / 15
Series Solution of First Order Equations

Solution (continues..)

In general, we get the following recursive formula

(n + 1)an+1 = 2an , n = 0, 1, 2, . . .

Hence we have the solution

2x (2x)2 (2x)3 (2x)n

 
y = a0 1+ + + + ··· + + ···
1! 2! 3! n!
where a0 is an arbitrary real constant.

Remark:: We need to show that the obtained solution is convergent. Of

course by ratio test it converges for all x.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 11 / 15
Series Solution of First Order Equations
Example: Find the power series expansion of y = (1 + x)p about the origin
(where p is a constant). Use the result to show
√ 1 1 1·3 1 1·3·5 1
2=1+ · + · 2+ · + ··· .
2 2 2·4 2 2 · 4 · 6 23

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 12 / 15
Series Solution of First Order Equations
Example: Find the power series expansion of y = (1 + x)p about the origin
(where p is a constant). Use the result to show
√ 1 1 1·3 1 1·3·5 1
2=1+ · + · 2+ · + ··· .
2 2 2·4 2 2 · 4 · 6 23
Solution:
Step-1:: First identify the differential equation that satisfied by y .
That is
(1 + x)y ′ = py , y (0) = 1

∞
X P∞
Substitute y = an x n and y ′ = n=1 an nx
n−1 to the equation.
n=0
Equating both sides coefficients, we obtain
a1 = pa0 , 2a2 = (p − 1)a1 , 3a3 = (p − 2)a2 , and so on
In general, we have the recursive relation
(n + 1)an+1 = (p − n)an , n = 0, 1, 2, . . .
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 12 / 15
Series Solution of First Order Equations
Applying the initial condition y (0) = 1, we get a0 = 1. Then the
remaining coefficients are obtained as follows:

a1 (p − 1) p(p − 1)
a1 = p, a2 = = ,
2 2
a2 (p − 2) p(p − 1)(p − 2)
a3 = = ,...,
3 2·3
p(p − 1)(p − 2) · · · (p − n + 1)
an = ,....
n!
Hence the solution becomes
p(p − 1) 2 p(p − 1)(p − 2) 3
y = (1 + x)p =1 + px + x + x + ···
2! 3!
p(p − 1)(p − 2) · · · (p − n + 1) n
+ x + ···. (2)
n!
Note: We can verify that the series is convergent for |x| < 1
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 13 / 15
Series Solution of First Order Equations
Example: Express sin−1 x in the form of a power series. Use this result to
obtain the formula
π 1 1 1 1·3 1 1·3·5 1
= + · 3
+ · 5
+ · + ··· .
6 2 2 3·2 2·4 5·2 2 · 4 · 6 7 · 27

Solution: (Hint)
Step-1: We first identify the differential equation that satisfied by
y = sin−1 x:
y ′ = (1 − x 2 )−1/2 , y (0) = 0
Step-2: From the previous example by replacing p by −1/2 and x by
−x 2 , obtain

−1/2 1 2 1·3 4 1·3·5 6
1 − x2 =1+ x + ·x + · x + ···
2 2·4 2·4·6
Step-3: By equating coeeficients, obtain the series for sin−1 x.
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 14 / 15
Series Solution of First Order Equations

Exercise: Find the power series solution of the following

problems
(1 + x)y ′ = 1; y (0) = 0
y′ − y = 0
2
y ′ = ex y
y ′ − xy = 0
(1 − x)y ′ = y
y′ − y = x2
y ′ + xy = 1 + x
(1 + x 2 )y ′ = 0.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-2) September 20, 2024 15 / 15