Mathematics I. Topic 3 Exercises.

MATHEMATICS I (course 2024-25)

Topic 3 Exercises
Part II : Sequences, sums, series and McLaurin’s and Taylor’s polynomials

1 Sequences
Exercise 1. Calculate the limits of the following sequences:
5n2 n2 3n −3 n
√ 3n iv) lim (−1)2n+1


i) lim 2 +2 ii) lim iii) lim n v) lim 3 vi) lim
n→+∞ n n→+∞ n2 +2 n→+∞ e n→+∞ n→+∞ n n→+∞ 5

1

n
vii) lim 1+ n2
n→+∞

2 Sums
n
P n
P n
P n
P n
P
In exercises 2, 3 and 4 we must consider the properties: (ai + bi ) = ai + bi and cai = c ai
i=1 i=1 i=1 i=1 i=1

Exercise 2. Expand and evaluate the following sums:

4 9 5 5   5
1
(2j − 8)2 , k−1 1 1
(n − 1)2 (n + 2),
P P P P P
a) i(i+1) , b) c) k+1 , d) k − k+1 , e)
i=1 j=5 k=1 k=1 n=2

3 P
4 2 P
4  2 8 T T
P P rs P P 1 P
f) (i + 2j), g) r+s , h) (ak+1 − ak ), i) (xi − x) where x = T xi ,
i=1 j=1 s=0 r=2 k=1 i=1 i=1

n
P 1 1 1 1
j) (m−1)m where (m−1)m = m−1 − m.
m=2

Exercise 3. Express the following sums with the summation notation:

1 1 1 1 1 1 1 1
a) 4 · 6 + 5 · 7 + 6 · 8 + · · · + 38 · 40 b) 1 − 2 + 3 − 4 + ··· − 80 + 81 c) x + x2
+ ··· + xn
m m m
x2 x4 x6 x32
e) a3i bi+3 + a4i bi+4 + · · · + api bi+p
P P P
d) 1 + 3 + 5 + 7 + ··· + 33 f) ai1 + ai2 + · · · + ain
i=1 i=1 i=1

g) (x1j − µj )2 + · · · + (xNj · · · µj )2

Exercise 4. Find the value of x that best approximates the numbers (a1 , a2 , · · · , an ) in the sense of
n
(ai − x)2 .
P
minimizing the function f (x) =
i=1

3 Series
Exercise 5. Study the convergence of the following numerical series. Calculate the summation of those that
are geometric and convergent:
+∞ +∞ +∞ +∞ +∞ +∞
3n 2n+4 3n
1 1
(−1)n 1 √ n
P P P P P P
i) 2n 4n+2
ii) 3n iii) (−7)n
iv) √
5n v) √
5n vi) n2 +5
n=1 n=4 n=1 n=1 n=1 n=1

+∞
1 1 1 1 1
P

vii) 2n − 3n viii) 4 − 2 + 1 − 2 + ··· ix) 3 − 1 + 3 − 9 + ···
n=0
Mathematics I. Topic 3 Exercises. 2

Exercise 6. A stock of a company, which began trading on the Stock Exchange this year, offers an annual
future dividend of e0.5 throughout its life. If the annual interest rate is 2%, then the theoretical price of the
+∞
P 1 1
n
stock today is defined as the present value (PV) of the stream of future earnings, that is, PV = 2 1.02 .
n=1
Calculate the theoretical price of the stock today. If the stock is trading today on the stock market at e30,
then is the stock overvalued or undervalued? Reason the answer.
Note: A stock is overvalued (undervalued) when the quoted price, or market price, today is higher (lower) than the theoretical
price of the stock today.

Exercise 7. Consider the experiment of “tossing

n a balanced coin repeatedly”. The probability of getting the
first head on the nth toss is given by Pn = 21 where n ≥ 1.

i) Check that +∞
P
n=1 Pn = 1.

ii) Consider now the experiment of “tossing an unbalanced coin repeatedly (probability of coming up heads

n−1
is 1/3)”. The probability of getting the first head on the nth toss is given by Pn = 13 32 where
P+∞
n ≥ 1. Check that n=1 Pn = 1.

Exercise 8. The temporal evolution of a share’s dividend is the following sequence with general term:
 n
1 1
Dn = + ; n = 0, 1, 2, 3, · · ·
6 3
1 n
i) Find the present value (PV) of stock B: PVB = ∞
P

n=0 4 Dn .
n 1 n
ii) Find the PV of stock C: PVC = n=0 15 Dn + D5 ∞
P4
P

n=5 7 .

Exercise 9. The evolution of the price of a stock over time is defined by the following sequence of nth term:
pn = apn−1 + b where b > 0 and the initial condition is p0 > 0.
n
i) Consider the partial summation Sn ≡ nk=1 ak−1 = 1−a ̸ 1. Check that pn = an p0 + bSn .
P
1−a where |a| =

ii) Given the previous result, study the convergence of the sequence {pn } where p0 = 1, b = 6 and for
different values of a. In particular, for a = 0.9, −0.9, 1.01, −1.01. Find the limit of the sequence for
those cases where {pn } is convergent.

iii) Study the convergence for the cases a = 1 and a = −1 where p0 = 1, b = 6.

4 Taylor’s and McLaurin’s polynomials

In the following exercises, Taylor’s and McLaurin’s polynomials of order n will be used as approximations
of functions. The Taylor’s polynomial of order n of a function f (x) differentiable n times around the point
x = a is the following:
n
X f (k) (a) f (1) (a) f (2) (a) f (n) (a)
Pn (x) = (x − a)k = f (a) + (x − a) + (x − a)2 + · · · + (x − a)n
k! 1! 2! n!
k=0

where n! = n · (n − 1) · · · 3 · 2 · 1, 0! = 1 and f (n) (x) represents the nth derivative of f (x). The McLaurin’s
polynomial is the special case of the Taylor polynomial for a = 0, that is,
n
X f (k) (0) f (1) (0) f (2) (0) 2 f (n) (0) n
Pn (0) = xk = f (0) + x+ x + ··· + x
k! 1! 2! n!
k=0

Note: Remember that a linear (quadratic) approximation of a function is a Taylor/McLaurin polynomial of order 1 (order 2).
Mathematics I. Topic 3 Exercises. 3

Exercise 10. Find the McLaurin’s polynomial of order 3 for the following functions:
i) f (x) = e−x/2 ii) f (x) = xex iii) f (x) = (2 + x)−3

Exercise 11. Find the Taylor polynomial of order 3 around the point x = a in the following functions:
√
i) f (x) = x2 , a = 1 ii) f (x) = x, a = 4 iii) f (x) = ln (x + 1), a = 2
R1 2
Exercise 12. Use the McLaurin’s polynomial of order 4 to approximate 0 e−x dx .
2/3 1/3
Exercise 13. Consider the function h(x) = xx2/3 −x
+x1/3
where x > 0. Obtain the linear approximation of h(x)
using the Taylor’s polynomial of order 1 at x = 1.

Exercise 14. Find the linear approximation for y at the point (x, y) = (1, 0) when y is implicitly defined as
2
a function of x according to the equation 3xexy − 2y = 3x2 + y 2 .

Exercise 15. Find the quadratic approximation for y at the point (x, y) = (0, 1) when y is implicitly defined
as a function of x according to the equation xy 3 + 1 = y.

Solutions

E1: i) 5. ii) 3. iii) 0. iv) −1. v) +∞. vi) 0. vii) 1.

E2: a) 4/5. b) 220. c) 10/21. d) 5/6. e) 190. f) 84. g) 21113/3600. h) a9 − a1 . i) 0. j) (n − 1)/n.

x2n Pp
E3: a) 38
P P81 n+1 /n. c)
Pn −i
P16 n
Pn Pm
n=4 n(n+ 2). b) n=1 (−1) i=1 x . d) n=0 2n+1 . e) n=3 ai bi+n . f) j=1 i=1 aij .
g) N 2.
P
(x
i=1 ij − µ j )

E4: x = ( ni=1 ai )/n.

P

E5: i) Converges to 3/80. ii) Converges to 1/54. iii) Converges to −96/13. iv) Diverges to +∞. v)
Converges. vi) Diverges to +∞. vii) Converges to 1/2. viii) Converges to 8/3. ix) Converges to 9/4.

E6: It is overvalued because VA = 25.

P+∞ 1/2 P+∞ 1 1
E7: i) n=1 Pn = 1−1/2 . ii) n=1 Pn = 3 1−2/3 .

E8: i) 130/99. ii) 5599764917/4375822500 ≈ 1.28.

E9: ii) Converges to 60 for a = 0.9; Converges to 60/19 for a = −0.9; Diverges to +∞ for a = 1.01; It
diverges to ±∞ for a = −1.01. iii) Diverges to +∞ for a = 1; It ranges from 1 to 5 for a = −1.
x x2 x3 x3 1 3x 3x2 5x3
E10: i) P3 (f ) = 1 − 2 + 8 − 48 . ii) P3 (f ) = x + x2 + 2 . iii) P3 (f ) = 8 − 16 + 16 − 32 .
1
E:11 i) P3 (f, 1) = −2x3 + 8x2 − 12x + 8. ii) P3 (f, 4) = 512 (x
3 − 20x2 + 240x + 320).
1
iii) P3 (f, 2) = 162 (2x3 − 21x2 + 114x − 160) + ln 3.

x4
R1
E12: P4 (f ) = 1 − x2 + 2 ; 0 f (x)dx ≈ 23/30.

E13: P1 (h, 1) = (x − 1)/6.

E14: P1 (y, 1) = 3(1 − x)/2.

E15: P2 (y) = 1 + x + 3x2 .