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ch05 1

The document provides a comprehensive overview of power series, including their convergence, absolute convergence, and the ratio test for determining the radius of convergence. It discusses the Taylor series and analytic functions, emphasizing the properties and operations of power series. Several examples illustrate the application of these concepts in finding the radius of convergence and manipulating series terms.

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4 views14 pages

ch05 1

The document provides a comprehensive overview of power series, including their convergence, absolute convergence, and the ratio test for determining the radius of convergence. It discusses the Taylor series and analytic functions, emphasizing the properties and operations of power series. Several examples illustrate the application of these concepts in finding the radius of convergence and manipulating series terms.

Uploaded by

emirhan.cakan4865
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Ch 5.

1: Review of Power Series


• Finding the general solution of a linear differential
equation depends on determining a fundamental set of
solutions of the homogeneous equation.
• So far, we have a systematic procedure for constructing
fundamental solutions if equation has constant
coefficients.
• For a larger class of equations with variable coefficients,
we must search for solutions beyond the familiar
elementary functions of calculus.
• The principal tool we need is the representation of a
given function by a power series.
• Then, similar to the undetermined coefficients method,
we assume the solutions have power series
representations, and then determine the coefficients so
as to satisfy the equation.
Convergent Power Series
• A power series about the point x0 has the form

 an x  x0 
n 0
n

and is said to converge at a point x if


m
lim  an x  x0 
n
m 
n 0

exists for that x.


• Note that the series converges for x = x0. It may
converge for all x, or it may converge for some values
of x and not others.
Absolute Convergence
• A power series about the point x0

 an x  x0 
n 0
n

is said to converge absolutely at a point x if the series


 

 an x  x0   an x  x0
n n

n 0 n 0

converges.
• If a series converges absolutely, then the series also
converges. The converse, however, is not necessarily
true.
Ratio Test
• One of the most useful tests for the absolute
convergence of a power series

 an x  x0 
n 0
n

is the ratio test. If an  0, and if, for a fixed value of x,


an 1 ( x  x0 ) n 1 an 1
lim  x  x0 lim  x  x0 L,
n  a ( x  x ) n n  a
n 0 n

then the power series converges absolutely at that value


of x if |x - x0|L < 1 and diverges if |x - x0|L > 1. The test is
inconclusive if |x - x0|L = 1.
Radius of Convergence
• There is a nonnegative number , called the radius of
convergence, such that  an(x - x0)n converges absolutely
for all x satisfying |x - x0| <  and diverges for |x - x0| > .
• For a series that converges only at x0, we define  to be
zero.
• For a series that converges for all x, we say that  is infinite.
• If  > 0, then |x - x0| <  is called the interval of
convergence.
• The series may either converge or diverge when |x - x0|= .
Example 1
Find the radius of convergence for the power series below.

  x  1n

n 0
Using the ratio test, we obtain
( x  1) n 1
lim  lim x  1  x  1  1, for  2  x  0
n  ( x  1) n n 

At x = -2 and x = 0, the corresponding series are, respectively,


   

  2  1
n 0
n
   1 ,
n 0
n
 0  1
n 0
n
  1
n 0
n

Both series diverge, since the nth terms do not approach zero.
Therefore the interval of convergence is (-2, 0), and hence the
radius of convergence is  = 1.
Example 2
Find the radius of convergence for the power series below.

x  1n

n 1 n 3n
Using the ratio test, we obtain
n 3n ( x  1) n 1 x 1 n x 1
lim  lim   1, for - 2  x  4
n  n  1 3n 1 ( x  1) n 3 n   n 1 3
At x = -2 and x = 4, the corresponding series are, respectively,

 1n , 
1
n3

n 1n 1
n-1  n3n-1

These series are convergent alternating series and geometric


series, respectively. Therefore the interval of convergence is
(-2, 4), and hence the radius of convergence is  = 3.
Example 3
Find the radius of convergence for the power series below.

x  2n

n 1 n!
Using the ratio test, we obtain
n !( x  2) n 1 n!
lim  x  2 lim  0  1, for -   x  
n  n  1!( x  2) n n  n  1 n !

Thus the interval of convergence is (-, ), and hence the


radius of convergence is infinite.
Taylor Series
• Suppose that  an(x - x0)n converges to f (x) for |x - x0| <
.
• Then the value of an is given by
f ( n ) ( x0 )
an  ,
n!
and the series is called the Taylor series for f about x =
x0.
• Also, if (n)

f ( x0 )
f ( x)   x  x0 n ,
n 0 n!

then f is continuous and has derivatives of all orders on


the interval of convergence. Further, the derivatives of f
can be computed by differentiating the relevant series
term by term.
Analytic Functions
• A function f that has a Taylor series expansion about x =
x0

f ( n ) ( x0 )
f ( x)   x  x0 n ,
n 0 n!

with a radius of convergence  > 0, is said to be analytic


at x0.
• All of the familiar functions of calculus are analytic.
• For example, sin x and ex are analytic everywhere, while
1/x is analytic except at x = 0, and tan x is analytic except
at odd multiples of  /2.
• If f and g are analytic at x0, then so are f  g, fg, and f /g ;
see text for details on these arithmetic combinations of
series.
Series Equality
• If two power series are equal, that is,
 

 an x  x0    bn x  x0 
n 0
n

n 0
n

for each x in some open interval with center x0, then an =


bn for n = 0, 1, 2, 3,…
• In particular, if 

 na  x  x0 n
0
n 0

then an = 0 for n = 0, 1, 2, 3,…


Shifting Index of Summation
• The index of summation in an infinite series is a dummy
parameter just as the integration variable in a definite
integral is a dummy variable.
• Thus it is immaterial which letter is used for the index of
summation:
 

 an x  x0    ak x  x0 
n 0
n

k 0
k

• Just as we make changes in the variable of integration in


a definite integral, we find it convenient to make changes
of summation in calculating series solutions of differential
equations.
Example 4: Shifting Index of Summation
• We can verify the equation
 

 an ( x  1)
n 1
n 1
  an 1 ( x  1) n
n 0

by letting m = n -1 in the left series. Then n = 1


corresponds to m = 0, and hence
 

 an ( x  1)
n 1
n 1
  am 1 ( x  1) m
m 0

• Replacing the dummy index m with n, we obtain


 

 an ( x  1)
n 1
n 1
  an 1 ( x  1) n
n 0
as desired.
Example 5: Rewriting Generic Term
• We can write the series

 (n  1)a x
n 0
n
n 3

as a sum whose generic term involves xn by letting m =


n + 3.
Then n = 0 corresponds to m = 3, and n + 1 equals m –
2.
• It follows that  

 (
n 0
n  1) a n x n 3
  ( m
m 3
 2) a m 3 x m

• Replacing the dummy index m with n, we obtain


 (n  2)a
n 3
n 3 x n

as desired.

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