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4
4.1
Motivation
Our aim is develop a method for approximating a (differentiable) function f (x) using polynomials.
We know from High School that we can draw a tangent line
to a curve at a point, and that near that point, the tangent line
is a good approximation to the function.
higher degree?
4.2
Taylor Polynomials
and ask that Pn(a) = f (a), Pn0 (a) = f 0(a), Pn00(a) = f 00(a), ... and
so on.
This gives,
Hence, we have
Definition
Suppose f is a function which can be differentiated n times at
the point x = a.
3
4.3
between a and x.
In essence this says that we can approximate a (smooth) function by its Taylor polynomial and with an error term, Rn+1(x)
7
f (n+1)(c)
(x a)n+1.
given by
(n + 1)!
There are other formulae for the remainder term. The one
quoted above is sometimes referred to as Lagranges form of the
remainder.
The number c may appear a bit mysterious. The proof of
this result uses the Mean Value Theorem (indeed this Theorem
can be seen as a generalisation of the MVT, as you can see by
putting n = 1.) In a given problem is it very hard to determine
exactly what the c is - we dont in general know exactly what
c is but we do know where it is, and this enables us to get an
idea of how big the error can be in a given approximation.
Example: Estimate the error of approximating f (x) = ex with
p2(x) = 1 + x + x2/2 over the interval x (0.5, 0.5).
8
4.4
At school you learnt the 2ndderivative test for classifying stationary points of functions. We now can prove a second 2nd
derivative test by employing Taylors theorem!
Theorem 4.2. Let f have continuous 1st and 2ndorder derivatives
on an interval I and suppose that f 0(a) = 0 for some a I.
(i) If f 00 0 on I then f has a local max at a.
(ii) If f 00 0 on I then f has a local min at a.
Proof. We prove this by approximating f by its third order polynomial with remainder term:
00(c)
f
f (x) = f (a) + f 0(a)(x a) +
(x a)2, for all x I;
2
with c between a and x. Now since f 0(a) = 0, we have
f 00(c)
f (x) = f (a) +
(x a)2
2
10
12
4.5
MAPLE.
To obtain the Taylor polynomial of ex of order 4 we use the
following command:
T1:=taylor(exp(x), x = 0, 5);
1 2 1 3 1 4
1 + x + x + x + x + O(x5)
2
6
24
We can remove the O(x5) and convert into a proper
polynomial by using:
convert(T1,polynom);
1 2 1 3 1 4
1+x+ x + x + x .
2
6
24
13
Sequences.
We have now seen that an nth order polynomial can approximate a (smooth) function and that the larger the value of n,
the better the approximation, provided we keep to the same x
value.
These ideas raise interesting and difficult questions when we
ask what happens as n becomes large. To deal with these, we
will step back a little and look firstly at sequences of real numbers and then infinite series of real numbers and finally return
to Taylor, Maclaurin and Power Series.
14
5.1
lim an exist?
n
though oscillating, have magnitude that becomes smaller and
smaller and so we say that this sequence converges to 0 also.
17
5.2
n
Example: Consider the sequence an =
n+1
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if and only if: Given some positive real number , we can find
an integer N , such that |an L| < , whenever n > N .
In words: Provided n is large enough, (i.e. n > N ), the terms
of the sequence are inside the epsilon band around L, i.e. |an
L| < .
Note that we are not necessarily looking for the smallest value
of N , and in practise this might be very hard to find, we only
want a value of N that works.
20
1
Ex. Prove formally that lim
=0
n n
(1)n
Ex.Prove formally that lim
=0
2
n (n + 1)
21
3n2 1
Ex. Prove formally that lim 2
=3
n n + 2
22
5.3
4n2 3n + 2
1. lim
n 2n2 + 6n + 1
1
2. lim sin( )
n
2 n
1
3. lim n sin =
n
n
The following limits are standard and will be used in later work.
25
ln n
4. lim = for > 0.
n n
5. lim
1
nn
6. lim
1
xn
7. lim xn =
n
for x > 0.
for |x| < 1.
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5.3.1
You have already seen the Pinching Theorem for functions. The
story is very similar for sequences.
Theorem 5.1. Suppose that {an}, {bn}, {cn} are sequences such that
for all sufficiently large n we have
an bn cn.
Then if, lim an = lim cn = L, we have lim bn exists and equals
n
n
n
L.
n!
Example: Discuss the limit an = n .
n
27
Infinite Series.
X
k=j
ak = lim
N
X
ak ,
k=j
provided this limit exists. If it exists, then we say that the series
X
ak converges. Otherwise, we say that the series diverges.
k=j
X
X
1
1
Example: Discuss the series
and
n
2
n
n=1
29
n=1
6.1
ak . If ak 6 0, as k
k=j
ak to converge is that
k=j
ak 0 as k .
Note also that the converse is NOT necessarily true. We saw
X
1
in the above example that
does NOT converge, despite
n
30
X
n=1
6.2
n
2n + 3
Geometric Series.
At this stage there is only one kind of infinite series you have
met and that is the infinite geometric series,
31
6.3
Telescoping Series
X
n=1
1
.
2
n +n
32
In general, series are very difficult to sum, and so it is not practical to try to find a formula for the partial sums in closed form.
X
1
2
For example, although it is true that
=
this is quite
2
6
n
n=1
difficult to show.
Instead, we are interested in the question, Does a given series converge?, and NOT What does it converge to? We will
develop some tests to examine the convergence of series.
I will use the notation
an for
n=j
6.4
Integral Test
X
an
f (x) dx
n=2
X
an
f (x) dx.
n=1
Z
if
an converges
Z
if
an diverges.
X
1
diverges and that
converges.
2
n
n
X
1
n=1
n=1
35
X
n=2
1
diverges.
n log n
36
6.5
pseries:
X
1
(p) =
.
p
n
n=1
Using the integral test we see that this series converges if p > 1
and diverges if p 1.
Proof:
37
6.6
Comparison Test:
bn converges, so does
an diverges, so does
38
an
bn .
6.7
This test was developed by DAlembert, a French Mathematician who lived during the seventeen hundreds.
Theorem 6.3. Suppose we have a sequence an of positive terms, and
39
suppose
an+1
L as n .
an
Then
X
large n, so we can show by induction that an Lna0 and
Ln
n
We generally use the ratio test when exponentials and factorials are involved.
Ex.
2
X
k
k=1
2k
X
1
Ex.
k!
k=0
41
Ex.
X
k!
k=1
6.8
2k
Alternating Series:
X
1
k=1
1 1
1 + + + ....
2 3
42
X
(1)k ak
is called an alternating series.
To examine the convergence of an alternating series, we begin
by considering the corresponding non-alternating series
X
ak
43
44
6.9
Leibniz Test:
The following test was developed by Leibniz, a German contemporary of Newton, who discovered the Calculus independently at about the same time.
Theorem 6.4. Suppose that an is a sequence of positive real numbers,
and
i) a1 > a2 > a3 > ...,
i.e. an > an+1 for all n, and
ii) lim an = 0
n
then the alternating series
Note that condition (i) says that the terms are monotonically
decreasing. Note also that this ONLY works for an alternating
45
series.
Ex.
X
(1)k
k=1
k2
X
(1)k
Ex.
k log k
k=2
46
6.10
We will now look at a remarkable difference between absolutely and conditionally convergent series.
Returning to our series:
47
below 10 and so on. It is a little harder to show that the partial sums do tend to 10 by this process, but nonetheless this can
be done in a very precise way and furthermore the idea can
can generalised to show that any conditionally convergent alternating series can be made to sum to anything.
49
6.11
MAPLE Notes:
The following commands are relevant to the material of
this section.
>sum(f,k=m..n);
is used to compute the sum of f (k) as k goes from m to
n.
> sum(k2,k=1..4);
30
> sum(k2,k=1..n);
1
1
1
1
3
2
(n + 1) (n + 1) + n +
3
2
6
6
> sum(1/k2, k=1..infinity);
2
6
50
Taylor Series.
51
f 00(0)
2
x2 + ... +
f (k)(0)
k!
xk + ... =
(k)
X
f (0)
k=0
k!
xk
ton.)
Example. Find the Maclaurin series for sin x.
53
Example. The function f (x) = log x does not have a Maclaurin series. Find its Taylor series about x = 1
x . This
(approximately) for a given number is
a2 + x a + 2a
is simply the Maclaurin series for f (x) = a2 + x.)
54
7.1
55
(k)
X
f (a)(x a)k
k!
k=0
56
7.2
57
58
7.3
Power Series
anxn
or
n=1
an(x a)n.
n=1
X
nxn
n=1
of convergence.
Notice that since the ratio test gives NO information when the
limit is 1, this method will ensure convergence on an open interval but give no information of what is happening at the endpoints. To deal with these, further analysis is required. This
60
X
(x 3)k
k=0
3k + 2
61
7.3.1
Radius of Convergence
X
k=0
a)k and
62
ak (x
g(x) =
k=0
k=0
kak (x a)k1;
k=0
63
X
ak
F (x) =
(x a)k+1.
k+1
k=0
Example: Show how to get the Maclaurin series for cos x from
that for sin x.
64
X
k=0
65
xk .
Example. Write down the first 4 terms of the power series for
ex and state where the series is valid.
1x
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Note that one can construct infinite series (NOT power series)
in which the above results are NOT true.
Example. Here is an example of a function defined in terms
of a series which is continuous everywhere but differentiable
X
1 n
nowhere. f (x) =
( ) sin(4nx).
2
n=1
67