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CH 4 Series

a
n 1

lim sn
n

Sequences
A sequence of real numbers

Limits of Sequences

Here L is a real number

Convergent or divergent
The limit of
If

If

, if it exists, is unique.
, we say that
is convergent,
&
converges to L.
doesnt exist, we say that
is divergent.

Here L is a real number

Although

an

but is NOT a real number

(v)

an 0

an 0

an 1

{an } {1,0,1,0,1,...} D

The sequence
does not tend to
A FIXED VALUE

4.1 Infinite Series


4.1.1 Definition

Q 11+11+11+11+
Which of the following is true?
(i) (1 1) + (1 1) + (1 1) + (1 1) +
= 0 + 0 + 0 + 0 + = 0.
(ii) 1 + (-1 + 1) + (-1 + 1) + (-1 + 1) +
= 1 + 0 + 0 + 0 + = 1.
(iii) Because of (i) & (ii), the answer should
be .
[Grandi (1671-1742)]
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What does

mean?

If
we say that
(i) the series
is convergent &
(ii) its sum is L; & write

If

is divergent, we say that the series

is divergent.
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Answer to the Q
What is
1 1 + 1 1 + 1 1 + 1 1 + ?
The sequence of partial sums:
1, 0, 1, 0, 1, 0, 1, 0, ,
is divergent and so the series
11+11+11+11+
is divergent.
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4.1.2 Geometric Series


Geometric series:

a ( 0) the 1st term, r the common ratio.

What are the values of r for which the


series is convergent ?
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Formula of the nth partial sum

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Discussion (4 cases)
(i) r = 1
Then
= na (or )
i.e., the series is divergent.
(ii) r = 1
Then
is
a, 0, a, 0, ,
(aa+aa+)
& the series is divergent.
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Discussion
(iii)
Try r 2, r 3 consider seq r n
2n Divergent
{( 3) n } {( 1) n 3n } {3,9, 27,81,...}

(iv)

Divergent

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4.1.3 Convergence of geometric series

4.1.4 Example

1
1
(a , r )
9
3
1
(a 4, r )
2
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4.1.5 Rules on Series

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4.1.6 Ratio Test

Then

converges

if < 1

the series
diverges
No conclusion can be drawn

if > 1
if = 1
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4.1.7 Example

1 (1 1/ n)

2 (2 1/ n)

5
1 n
3 2
5
2 n
2
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=1

Divergent
Proof omitted
see next slide

Convergent
Proof omitted
see next slide

for the case

=1

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Another Important Series


p-series

1
n

diverges
converges

0p1
p>1

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4.2 Power Series


an

f n (x )

4.2.1
is of the form

A power series is regarded as a function


of x where it converges
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4.2.2 Example
Geometric Series
(a=1,r=x)

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4.2.3 Power series about x = a


is of the form

a is called the centre of the power series.


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4.2.4 Convergence of

c ( x a)

4.2.5 Radius of convergence (R)


(1) Converges only at a
a
R=0
(2) Converges in (a-h, a+h)
a
but diverges outside
R=h
[a-h, a+h] (the series may
converge at a-h or a+h)
(3) Converges at every x
R=

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4.2.6 Example

The series converges if |x| < 1; diverges if |x| > 1.


Thus, R = 1.
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for any x, the limit always 0, which is less than 1

Therefore, the series converges for any x.


Thus, R = .
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(unless x = 0)
The series diverges for any x except x = 0.
Thus, R =
0.

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4.2.7 Differentiation and Integration of Power Series

Let
where h is the radius of convergence.
Then for a h < x < a + h,

Examples , see Lecture Notes

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Integration of Power Series

f ( x) cn ( x a) n , a h x a h
n 0

For a h < x < a + h,

1
1 x x 2 x 3 ,
1 x

dx
1 x

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4.3 Taylor & Maclaurin Series


From previous slides

Can a function f be expressed as

If yes, what is the relation between f(x)


&
?
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4.3.1 Definition of Taylor Series


Let f be a function s.t. the derivatives of all
orders exist for all x in an open interval
containing a.

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4.3.2 Example

Let f(x) =
. Then f(x) = f"(x) = =
& f(0) = f(0) = f"(0) = = 1.
Thus, the Taylor series of
at x = 0 is

Note The Taylor series of f at 0 is called the


Maclaurin series of f .
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Taylor (1685 1731)

Maclaurin (1698 1746)

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4.3.3-4.3.6

Example

f(x) = sin x.

The Maclaurin series of sin x is

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Maclaurin series

1
1 x x 2 x 3 ,
1 x
1
1 x2

1 x 2 x 4 x6

x3 x5
x ...
3! 5!

x2 x4
1 ...
2! 4!

x
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An application
(This integral arises in the study of light diffraction.)

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Taylor series of

at x = 2

q
1 p ( x 2)

?
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Taylor series of

at x = 2

1
1

2 x 1 2( x 2) 3

q
1 p ( x 2)

1
1

3 1 2 ( x 2)
3

1 2

( x 2)
3 n 0 3

2n
n1 ( x 2) n
3
n 0

2
3
( x 2) 1 x 2
3
2

3
R
2

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4.3.7 Taylor Polynomials


The nth order Taylor polynomial of f at a:

n f ( k ) (a)
k
( x a)

k!
k 0

It gives a good polynomial approximation of


order n.
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4.3.8 Example
The Taylor polynomials of
1, 2 and 3 :

at x = 0 of order

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4.3.9 Application
You are at the top of a lighthouse, height H above
sea level. How far out to sea can you see ?
To find: R
R= radius of
the Earth

2 RH
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4.3.10 Taylors Theorem


Let Pn ( x) be the nth order Taylor poly of

f ( x) at x a
Then
where

f ( x) Pn ( x) Rn ( x)
( n 1)

f
(c )
Rn ( x)
( x a ) n 1
(n 1)!

for some c between a and x


Rn ( x ) called remainder of order n or error term
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4.3.11 Example
Let f ( x) e

Error term for the approximation of f(x)


by
at x=0 is
ec
Rn ( x)
x n 1
(n 1)!

(*)

for some c between 0 and x

We can use (*) to estimate the error


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2
3
4
5
x
x
x
x
e x 1 x R5 ( x)
2! 3! 4! 5!

1 1 1 1
e 1 1 R5 (1)
2! 3! 4! 5!
ec 6
R5 (1) (1) where 0 c 1
6!
ec 6 3
0 R5 (1) (1) < 4.166 10 3 0.005
6!
6!
1 1 1 1
If we use 1 to esimate e
2! 3! 4! 5!

then the error is less than 0.005


END

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Appendix
Another way

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The Maclaurin series of arc tan x


1
1 x2

1 x 2 x 4 x6

x
1
1
tan x
dt
2
0 1 t
0

(1) t
n 0

n 2n

dt

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Let

&

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Final Exam (08/09, Sem 1)

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More Examples

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Harmonic series
1
1 1
1 1 1 1
1 ( ) ( ) ( ) ...
2
3 4
5 6 7 8
1
1
1
1 ( ) ( ) ( ) ...
2
2
2

Divergent !
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