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MATH201-2024-02-07

The document provides a review of power series and their convergence properties as part of a mathematics course at the University of Alberta. It discusses concepts such as absolute and conditional convergence, the radius of convergence, and the Ratio Test for determining convergence. Additionally, it covers operations on power series, differentiation, integration, and examples of analytic functions.

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5 views19 pages

MATH201-2024-02-07

The document provides a review of power series and their convergence properties as part of a mathematics course at the University of Alberta. It discusses concepts such as absolute and conditional convergence, the radius of convergence, and the Ratio Test for determining convergence. Additionally, it covers operations on power series, differentiation, integration, and examples of analytic functions.

Uploaded by

temptempfffd6
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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MATH 201 – February 7

University of Alberta

Winter 2024

Chapter 5. Series solutions of second order linear equations.


Section 5.1 Review of power series.

(University of Alberta) MATH 201 Winter 2024 1 / 19


Review of power series
A power series about x0 is given by
∞
X
an (x − x0 )n = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + · · ·
n=0

The power series converges at a point x if the limit


N
X
lim an (x − x0 )n
N→∞
n=0

exists (as a finite number).

If this limit does not exist, the power series diverges at x.

Clearly, any power series converges at x = x0 .


(University of Alberta) MATH 201 Winter 2024 2 / 19
∞
X
The power series converges absolutely at x if |an (x − x0 )n | converges.
n=0

Absolute convergence implies ordinary converges.

∞
X
The power series converges conditionally at x if an (x − x0 )n converges,
n=0
∞
X
n
but |an (x − x0 ) | diverges.
n=0

(University of Alberta) MATH 201 Winter 2024 3 / 19


Theorem
For each power series there is a number ρ (0 ≤ ρ ≤ ∞), called the radius
of convergence, such that the series converges absolutely for |x − x0 | < ρ
and diverges for |x − x0 | > ρ.

ρ = 0: the series converges only at x = x0 .


ρ = ∞: the series converges for all x.

The interval of convergence of the power series is the set of all values of x
where it converges.

∞
X
So an (x − x0 )n is a function of x whose domain is the interval of
n=0
convergence.

(University of Alberta) MATH 201 Winter 2024 4 / 19


Ratio Test
∞
X
The radius of convergence of an (x − x0 )n can be found using
n=0
the Ratio Test.

If
an+1 (x − x0 )n+1 an+1
lim n
= |x − x0 | lim <1
n→∞ an (x − x0 ) n→∞ an
then the series converges at x.

If
an+1 (x − x0 )n+1 an+1
lim n
= |x − x0 | lim >1
n→∞ an (x − x0 ) n→∞ an
then the series diverges at x.

(University of Alberta) MATH 201 Winter 2024 5 / 19


Setting
an
ρ = lim ,
n→∞ an+1
we see that that the series converges for |x − x0 | < ρ and diverges for
|x − x0 | > ρ.

Thus, the radius of convergence of the series is

an
ρ = lim ,
n→∞ an+1

if the limit exists or equals ∞.

(University of Alberta) MATH 201 Winter 2024 6 / 19


Example
Find the interval of convergence
∞
X (−1)n
(x − 2)n
5n (n + 1)
n=0

Solution

(University of Alberta) MATH 201 Winter 2024 7 / 19


(University of Alberta) MATH 201 Winter 2024 8 / 19
(University of Alberta) MATH 201 Winter 2024 9 / 19
Theorem
If
∞
X ∞
X
n
an (x − x0 ) = bn (x − x0 )n
n=0 n=0

for all x in some open interval around x0 , then an = bn for all


n = 0, 1, 2, 3, . . ..

In particular, if
∞
X
an (x − x0 )n = 0
n=0

for all x in some open interval around x0 , then an = 0 for all


n = 0, 1, 2, 3, . . ..

(University of Alberta) MATH 201 Winter 2024 10 / 19


Operations

∞
X ∞
X
n
Let f (x) = an (x − x0 ) and g (x) = bn (x − x0 )n both converge for
n=0 n=0
|x − x0 | < ρ, with ρ > 0.

Then
∞
X
f (x) ± g (x) = (an ± bn )(x − x0 )n .
n=0

The latter series converges at least for |x − x0 | < ρ.

(University of Alberta) MATH 201 Winter 2024 11 / 19


∞
X
cf (x) = can (x − x0 )n
n=0
∞
X n
X
n
f (x) · g (x) = cn (x − x0 ) , where cn = ak bn−k .
n=0 k=0
So,

f (x)·g (x) = a0 b0 +(a0 b1 +a1 b0 )(x−x0 )+(a0 b2 +a1 b1 +a2 b0 )(x−x0 )2 +· · ·


∞
f (x) X
= dn (x − x0 )n
g (x)
n=0
There is no explicit formula for dn , but these coefficients can be found
as follows:
∞
X Xn
n
f (x) = g (x) dn (x − x0 ) , and so an = bk dn−k .
n=0 k=0

(University of Alberta) MATH 201 Winter 2024 12 / 19


Theorem
∞
X
If f (x) = an (x − x0 )n has radius of convergence ρ > 0, then f (x) is
n=0
differentiable in the interval |x − x0 | < ρ and
∞
X
0
f (x) = an n(x − x0 )n−1 , for |x − x0 | < ρ.
n=1

Furthermore,
Z ∞
X an
f (x) dx = (x − x0 )n+1 + C , for |x − x0 | < ρ.
n+1
n=0

(University of Alberta) MATH 201 Winter 2024 13 / 19


Example
We know that
∞
1 X
= x n, for |x| < 1,
1−x
n=0

since this is a geometric series.


1
Find power series expansions for ln(1 + x) and .
(1 + x)2

Solution

(University of Alberta) MATH 201 Winter 2024 14 / 19


(University of Alberta) MATH 201 Winter 2024 15 / 19
(University of Alberta) MATH 201 Winter 2024 16 / 19
(University of Alberta) MATH 201 Winter 2024 17 / 19
Definition
A function f is analytic at x0 if, in an open interval about x0 , f can be
X∞
expressed as a power series an (x − x0 )n with a positive radius of
n=0
convergence.

∞
X
If f (x) = an (x − x0 )n , then
n=0

f (n) (x0 )
an = .
n!
∞
X
That is, the series an (x − x0 )n is the Taylor series of f at x0 .
n=0

(University of Alberta) MATH 201 Winter 2024 18 / 19


Examples of analytic functions
e x , sin x, cos x are analytic for all real x.
1
is analytic at any x0 6= 0.
x
More generally, rational functions are analytic at every number in
their domain.

(University of Alberta) MATH 201 Winter 2024 19 / 19

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