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STAT.

UBRAIt

INTRODUCTION
TO

INFINITE SERIES
BY

WILLIAM

F.

OSGOOD,

Pir.D.

ASSISTANT PROFESSOR OF MATHEMATICS IN HARVARD UNIVERSITY

CAMBRIDGE
b$ Ibarparfc

1897

"Ulniversitp

Copyright, 1897, by

HARVARD UNIVERSITY.

fft
fl/ffti

PKEPACE.
TN an introductory course on the

Differential

and Integral Calculus

the subject of Infinite Series forms an important topic.

presentation of this subject should have in view

first to

make

The
the

beginner acquainted with the nature and use of infinite series and
secondly to introduce him to the theory of these series in such a
that he sees at each step precisely

what the question

never enters on the proof of a theorem


actually requires proof.

till

at issue is

way
and

he feels that the theorem

Aids to the attainment of these ends are

(a) a variety of illustrations,

taken from the cases that actually arise

in practice, of the application of series to computation both in pure

and applied mathematics (b) a


meaning and scope of the more
;

full

diagrams and graphical illustrations

The pamphlet

that follows

the kind here indicated.

The

is

and careful exposition of the

difficult

theorems

(c)

the use of

in the proofs.

designed to give a presentation of

references are to Byerly s Differential

Calculus, Integral Calculus, and Problems in Differential Calculus ,

and to B. O. Peirce

Ginn

&

Short Table of Integrals;

all

published by

Co., Boston.

WM.
CAMBRIDGE, April 1897.

F.

OSGOOD.

LNTKODUCTIOISr.

1.

Consider the successive values of the variable

Example.

sn

for

1 -f-

r2

-f-

-f~

rn

~1

Then

Let r have the value J.

1, 2, 3,

s2
*3

If the values

-|-

=
=

+J
- +4+i
1

be represented by points on a
S,

line, it is

Sa

FIG.

1J
if

easy to see the

S,

S4

2.

1.

law by which any s n can be obtained from its predecessor,


lies half way between * H _ 1 and 2.
namely
Hence it appears that when n increases without limit,
:

The same

result could

formula for the sum

-f-

s n of

ar

1, r

tl

=.

2.

have been obtained arithmetically from the


the first n terms of the geometric series

-\-

ar 2

-\-

a (I
-

When

/t

Lim

Here a

sn _

.s

-\-

ar n-1

r)

J,

w increases without

and hence as before Lim

SH

limit,

=. 2.

^ approaches

as

its

limit,

INTRODUCTION.

2.

any

an

Definition of

2.

Let M O w 1? w 2

Infinite Series.

Denote the sum of the

Allow n

.....

+M +
2

n terms by

first

sn

be

series

(1)

Then

to increase without limit.

.....
,

and form the

set of values, positive or negative or both,

either a) sn will

approach

U:

a limit

Lim
n
or b) s n approaches no limit.
Infinite Series, because n

is

SH

U;

co

In either case we speak of (1) as an


allowed to increase without limit. In

case a) the infinite series is said to be convergent and to have the


In case b) the infinite
or converge towards the value U.

value*

series is said to

be divergent.
series above considered

The geometric
vergent

is

an example of a con

series.
1
1

.....
.....

+ 2 + 3+
+ 1-1

are examples of divergent series.

Only convergent

series are of use

in practice.

The notation
uo
is

+u +

.....

often used for the limit

U
*

C7,

inf. (or to infinity)

or simply

+u +

.....

often called the sum of the series.


But the student must not forget
not a sum, but is the limit of a sum. Similarly the expression "the sum
of an infinite number of terms" means the limit of the sum of n of these terms,

that

as

is

7 is

n increases without

limit.

I.

a)

3.

ALL OF WHOSE TERMS ARE POSITIVE.

SERIES,

Let

Example.

CONVERGENCE.

it

be required to test the convergence of the

series

where n\ means 1-2 3

....... n

moment

Discarding for the

the

first

and

read

is

factorial

term, compare the

sum

n".

of the

next n terms

19ft
IZIZO

1.9

9
l^O

with the corresponding

ft

sum

n
^L<2

(Cf.

Each term

of

term in

and hence the sum

S.n ,

a- n

or, inserting the

after the first

factors

1).

two

is

less

than the corresponding

discarded term and denoting the

terms of the given series by

sum

of the

first

SM ,

no matter how large ?i be taken. That is to say, s n is a variable


that always increases as n increases, but that never attains so large
a value as 3.
To make these relations clear to the eye, plot the
successive values of s n as points on a line.

CONVERGENCE.

3, 4.

= +
= + + 1-

s2

*3

=2.

=2.5

l-fl

$4

*5=l

+ jL + JL

+ +
l

*6

+ f7

111

^j-

j _i_

]_

_i

s,

2.667

2.708

-9717

718

When

~4T ~5l

~2~!~^3~!

n increases by 1, the point representing s H + 1 always moves


but never advances so far as the point 3.
Hence there

to the right,

must be some point


(i.e. e

<C

3),

which

e,

sn

3 or

either coinciding with

approaches as

its

lying to the

left

of 3

limit, but never reaches.

To

the value of e to
8
judge from the values computed for s 1? s 2
three places of decimals is 2.718, a fact that will be established
<s

later.

4.

The reasoning by which we have


e, although we do not as yet

FUNDAMENTAL PRINCIPLE.

here inferred the existence of a limit

know how to compute the numerical value of that limit, is of prime


importance for the work that follows. Let us state it clearly in
general form.
If s n

is

a variable that

1)

always increases wlien n increases:

but that 2) always remains less than some definite fixed number,
s tt

for

all

values of n, then

sn

<

approaches a

Lim

fs
lt

limit,

U.

U:

A:

CONVERGENCE.

4, 5.

This limit, U,

is

not greater than

U<A.

s3 s 4 U
H+H

sa

s,
1

The value

A may be

A
h

the limit itself or any value greater than the

limit.

Exercise.
creasing, but

State the Principle for a variable that is always de


is always greater than a certain fixed quantity, and

draw the corresponding

figure.

Direct Comparison.
On the prin
based the following test for the

First Test for Convergence.


of
the preceding paragraph
ciple
convergence of an infinite series.
5.

series

test.

If a

less

in the series to-be tested (a), then (a) is


does not exceed that of the series ((3).

to

than the corresponding terms

a convergent

and

series,

its

value

.....

<V-i,

Lira
n

it

a)

let

Then

of positive terms, the convergence of which it is desired


series of positive terms already known to be convergent

can be found whose terms are never

For

.....

+u +u +

Let
be

is

Sn

since

follows that

and hence by

<^

sn

A.

QO

and
sn

Sn

<^

sn

<C

Sn

approaches a limit and this limit

is

not greater

than A.

Remark. It is frequently convenient in studying the convergence


of a series to discard a few terms at the beginning (m, say, when
is & fixed number) and to consider the new series thus arising.
That

the convergence of this series is necessary and sufficient for the


convergence of the original series is evident, since

CONVERGENCE.

5, 6.

u is constant and hence s n will converge toward a limit


and conversely.
Examples. Prove the following series convergent.

.....

+ +r + +
++-^
^
^
5
3
r

Write

<

does,

1
<

3-4

2-3

1-2
Solution.

r 16

if s n _ m

in the fo-in

+!
then

Lim

4.
1^

T^

22

A New

6.

g2

Test-Series.

^2

.....

+ +

l+

o-6

8 4

sn

>

has just been seen that the series

It

converges when the constant quantity


also converges whenever
inequalities is at once evident

that

it

>

>

We

2.

The

will

I+1
2?

III

4;

I_~ I-~
P
P

T~

5p

~r

QP

"^

3*

2
~
^ _ = J_
2
<-

2*

!<-!^^ 4/
7
,

;>

now prove

truth of the following

i<r^P

/)

JL

^-i
"-

(5,

CONVERGENCE.

7.

Hence, adding

of these inequalities together,

I+QP +

+ /O
-.

OP

rt

1
1

<
^-*-

\/>

"

1
-I
}V)

by

O^J

1
^>

converges toward the limit

many terms

Ap

Qp

L- 41

1- H
J

then, since

get

^ -f -JL +

+)p

_i_

Denote 1/2

we

0, r

r -f r 2
I

and the

series

<^

r 3 4-

-4I

Consequently ho matter how

of the series

2~P

+ 3; + 47 +

be taken, their sum will always be less than

and

this series is

4.
therefore convergent, by the principle of
Series (3) is useful as a test-series, for many series that could not

be shown to be convergent by the aid of the geometric


For example,
be so shown by reference to it.
1

7.

f)

Divergent Series.

The series (3) has been proved convergent


Thus the series

^>

2^2

a convergent series, for

7
p

r
4

1.01.

Now

consider what the nu

merical values of these roots in the denominators are

In fact

^ 2 = 1.007, ^ 3 = 1.011, ^ 4
^ 100 = 1.047 and ^ 1000 = 1.071;

thousand terms of the


last

term

is

can

+_l_
+ ^_+
+ _J_
9
OA/O
4:y4:
zyz

for every value of

is

series,

1.014.
that

is,

when a

have been taken, the denominator of the


a
number
so slightly different from 1 that
multiplied by
series

significant figure of the decimal part appears only in the


second place. And when one considers that these same relations will
be still more strongly marked when p is set equal to 1.001 or 1.0001,
one may well ask whether the series obtained by putting p
1,

the

first

1.

is

not also convergent.

CONVERGENCE.

This

is

11
I

n+l

since each of the

we can

For

however not the case.

?i

n terms, save the

last, is

111
^V.

+2n

7, 8.

+ n^

f^\

2n~~2

greater than 1/2 n. Hence


add a definite number of

strike in in the series anywhere,

terms together and thus get a sum greater than


this as often as

we

and we can do

For example,

please.

i+\>\

j+i+t+t>j
"=

Hence the sum

++

the

of

first

+>

n terms increases without

limit as

increases without limit,

Lim

or

The

series (4) is called the

How

sn

oo

oo

harmonic

series.

the apparently sudden change from convergence for p


1 to be accounted for?
in series (3) to divergence when p
is

^>

The

When p is only slightly greater than 1,


explanation is simple.
series (3) indeed converges still, but it converges towards a large
value, and this value, which

is

of course a function of p, increases

without limit when p, decreasing, approaches


limit exists,

8.

and the

Test for Divergence.

Exercise.

namely

When p

5 for convergence,

Let
o

+w +

of positive terms that is to be tested for divergence.


series of positive terms already known to be divergent
be

no

1,

Establish the test for diver

gence of a series corresponding to the test of


:

1.

series is divergent.

series

a)

If a

(ft)

can be found whose terms are never greater than the corresponding
terms in the series to be tested (a), then (a) is a divergent series.

Examples.
,

J_4.

j_

+
^

CONVERGENCE.

8, 9.

4_ i

_i_

i _L I

JL

_L_

This last series can be proved divergent by reference to the series

Let

""

""

"""

111
+ + +
246

sn

+ v~
2n

series in parenthesis is the harmonic series, and its sum in


hence S H increases without limit
creases without limit as n increases

The

and the

series is divergent.

The

Second Test for Convergence.

9.

Test- Ratio.

Let the series

to be tested be

+ Ul +

U
and form the

When n
definite

Then

test-ratio

increases without limit, this ratio will in general approach a


fixed limit (or increase without limit).
Call the limit r.

if r

the series is convergent,

1
<^

\ there is

+ Un+

no

test

"

+1

un

*>

<^

"

^>

"

First, let r

1.
<^

to the values of

ifr^>

1,

it

is

divergent, if

Then

as

1,

Convergent ;
Divergent;

No

Test.

n increases, the points corresponding


about the point r, and hence if

u, + 1 /u n will cluster
l

FIG.

y
4

4.

a fixed point y be chosen at pleasure between T and 1, the points


u n + l /u n will, for sufficiently large values of n, i.e. for all values of n
equal to or greater than a certain fixed number m,
of y,

and we

shall have

lie

to the left

CONVERGENCE.

10

n =-

Adding p

<"

The sum

"H+3

"

>

-j- z,

<\

we

of these inequalities,

2
2
y 4- y 4- y

^w + 3

^ u
m + iy

um y

O
i

get

4- y p )

-I-

<^

w
1

beginning with w w + i never, therefore,


V rises as high as the value u m Hence the ^-series converges.

The case
and may be
If r

the terms w,

of

that T
^>

1 (

or T

treated in a similar manner,

oo ) is

an exercise for the student.


there is no test.
For consider series

left as

(3).

The

test-

ratio is
-

UH

and hence T

1,

(n-f- 1)

may have. But when p

no matter what value p

^>

1,

Thus it appears
1, (3) diverges.
converges; and when p
that T can equal 1 both for convergent and for divergent series.
Remark. The student will observe that the theorem does not say
(3)

<^

that the series will converge

than

when n

u u + i/ u n snall b e
series this ratio

if

u + l /u
lt

increases, but that


I

Thus

GSS than 1.

n/(n

-f- 1) is

less

lt

it

becomes and remains less


demands that the limit of

in the case of the

than

But the limit is not less than 1.


Are the following series convergent or divergent?

the series diverges.

Examples.

harmonic

for all values of w, and yet

i.?.

+ 5^3
+
3^3
i.

11
100

3
7

28

2-2

A + Jl +
2ioo

3100

2*

2S

4.
i

4100

+ J*!
+ j*L +
100 n 100
2

.....

CONVERGENCE.

10, 11.

10.

Further Test-Ratio Test.

gence and divergence


If
omitted

is

11

The following

sometimes useful

test for

conver

the proof of the rule is

approaches a

converges, if

limit, let this limit

be denoted by

a-.

Then

the series

CONVERGENCE.

12

The following

series

11

serve as an example.

may

+ ~ +
Let

Proof.

and plot the points


points s l5 s 3

s5 ,

st , s2 ,

s3 ,

.....

*2/

..... Then we shall show that the


..... always move to the left,
+u

i-

FIG.

but never advance so far to the

5.

left as s 2 , for

4 they approach a limit,

the principle of

Lira s 2m +

m = QO

t/i

Hence by

example.

t/i.

.....

.....

s 2/)i ,
Similarly, the points s 2 , s 4 , ,s 6
always move
to the right, but never advance so far to the right as s 1? for example
,

hence by the same principle they also approach a

Lim

.j

m.:

oo

Finally, since
2w

lim
WI

but lim

1(2,,,

=n

,s

2ra

+1

"T~

s 2m

m
a

*II

2ra

+ lim
m

?6 2m

<x>

here the third hypothesis of the theorem comes

hence

__
-

Ul

Thus

m=oo

QO

TT

over

=:

+ 1 z= lim

into play for the first time

or simply U.

2//t

limit,

U2

approaches a

- --

s rt

its limit.

TT

limit,

llll
FIG.

C7,

continually springing

vHi^
1

<

6.

It remains to supply the


the reasoning of the proof.
this reasoning depends.
on
which
establishment
of
the
facts
analytical

Such

is

-2

2m _

and the parentheses are

all

2w

_l

positive (or null)

Next

s zm

The proof

13

CONVERGENCE.

11, 12.

is

now

+l

>

and

s2

s 2w

sx .

<

complete.

Examples.

log 3

log 2

Iog4

12. The Limit of Error in the Alternating Series.


Suppose it be
required to find the value of series (5) correct to &, say, to 3 places
of decimals.

For

this

purpose

it

is

not enough to

know merely

that the series

converges, and hence that enough terms can be taken so that their
sum s n will differ from the limit
by less than .001, for n might be

so great, say greater than 10,000, that it would be out of the question
to compute s n
And in any case one must know when it is safe to
.

stop adding terms.


The rule here is extremely simple. The sum of the first n terms
of series (5), sn differs from the value of the series, U, by less than
,

the numerical value of the (n -\- l)st term.


stop adding terms as soon as we come to a

In other words, we may


term which is numerically

smaller than the proposed limit of error.


The transition from
For, consider Fig. (6).

s n to s n + 1 consists in
the addition to sn of a quantity numerically greater than the distance
from s n to U. This quantity is precisely the (n -{- l)st term of the

series.

Hence the

For example,

rule.

let it

be required to compute the value of the series

I-I.I+ .I- 4 .1+


1

32

(7 )

34

33

correct to three places of decimals.

=
=
=
=
(i)*
()

(W

.3333

i (|) 3
5
I (^)

.0123

.0000

\
4
\ (i)
6
| (|)

.0008

0556

.0031

.0002

.3464
.3464
or, to 3 places, the value of series (7)
*

The 4th place is retained throughout the


place in the final result.

is

.0589

.2875

.288.*

work

to insure

accuracy in the third

14

CONVERGENCE.

Show

1.

Examples.

12, 13.

that the value of the series


_
~"~

4 2*

to three places of decimals is .405.


2. How many terms of the series

-4+i-J
would have

to be taken that the

sum might represent

the series correct to 3 places of decimals

13.

any

convergent series

General Theorem.

the value of

Let
.

be

of positive,

and negative

Lim w n

More

oo

generally,

Lim [X
71

where

Then

terms.

is

any

The proof

+!

.....

+ W-i] =

CO

integer, either constant or varying ivith n.

of this theorem flows directly out of the conception of a

Let

limit.

and plot the points

we say

"s

which the

.....

s 1? s 2 , $,,

approaches a limit

U"

is

Then what we mean when

that there

is

a point I/ about

as n increases.

This does not necessarily re


quire that (as in the series hitherto considered) s n should always come
s n s cluster,

Thus s 3 may lie further away


steadily nearer to U, as n increases.
than s 2 does. But it does mean that ultimately the s s will

from

-- U -a

s4

U-(?
1

sa U+rf

Mill

cease to deviate from

/t

s,

U by more

than any arbitrarily assigned quan


In
other
words, let 8 be taken at pleasure
tity, 8,
an interval extending to a dis
and
off
(= 1/1,000,000, say)
lay
then for the
tance 8 from U in each direction, (U
8, U -f- 8);
n
all
of
values
of
more
values
for
n,
larger
greater than
precisely,

however small.

a certain fixed

number m,

s n will

lie

within this interval.

can be stated algebraically in the following form

8
<

sn

<

(7+8,

when n

>

m.

This

CONVERGENCE.

13, 14.

Having thus stated what

we now

If

n
^>

The

is

meant by

turn to the proof of the theorem.

m, both

sn

and s n+p

15

sn s

approaching a limit U,

The sum

wi\l lie in the interval

distance between these points

is

(U

8,

therefore less than 2

U-{-

8).

Hence

8.

-28
no matter what value p may have. But if a quantity depends on n
and can be made to remain numerically as small as is desired by
Thus
as its limit, when n
increasing ?i, then it approaches

the proposition is established.


It is to be noticed that while the condition
if

the series

to converge,

is

is

it

in

no wise

Lim u n

==.

is

<x>

necessary,

sufficient for the conver

series (4) the general term approaches


The harmonic series
the series diverges.
however does not satisfy the more general condition of the theorem

gence.

Thus

harmonic

in the

as its limit, but

still

for if

we put p

n,

and does not converge toward

new proof
It

may

as its limit.

This fact affords a

of the divergence of the harmonic series.


be remarked that the more general condition

Lim [u n
where

p may

vary with n in any

ivise

u e choose,

dition for the convergence of the series.

14.

Convergence.

The General Case.


^o

be any series and

+u +

is

a sufficient con

See Appendix.

Let

.....

( a)

let

%+

.....
*>!+

denote the series of positive terms,

the series of negative terms, taken respectively in the order in which


For example, if the it-series is
they occur in (a).

CONVERGENCE.

16
then the v-series

is
i

and the

14.

w-series

+p+p+

is

~_

03

T5

Let

Then, whatever value n may have,


Sn

Here

etc.

When n

limit,

sn

can be written in the form

Vm

TP

denotes the number of positive terms in S B


m their sum,
increases without limit, both
increase
without
andp
<r

and two cases can arise.


I.
Both m and rp approach

Case

<r

Lim
tn

a-

limits

Lim

T7
",

QO

rp

TF;

cc

so that both the ^-series and the ^y-series are convergent.

Hence

the ^-series will also converge,

Lim
n

and

U,

oo

U=

W.

The above example comes under

this case.

Case

I will

be of

principal interest to us.

Case

II.

At

least

one of the variables

For example, suppose the


3,
1

As
it

-r

w-series

_.
3

<r

m , TP

approaches no

limit.

were

_.
-5
1

these examples show, the u- series

33

T^

may

7
I

then be convergent and

may be

divergent.
Exercise.
Show that

if

the w-series converges and one of the

w-series diverges, the other must also diverge.


Let us now form the series of absolute values* of the terms of the

v-,

*
By the absolute value of a real number is meant the numerical value of that
3 is 3; of 2^ is 2.
number. Thus the absolute value of
Graphically it
means the distance of the point representing that number from the point 0.

CONVERGENCE.

14, 15.

and write

^-series

uH
If

will

we

it is

this series as

be a certain

un

v, if

is

positive

a certain w,

if

un

is

negative.

set

clear that

= *. +

<

From
is

17

this relation

a convergent

we deduce

at

*,-

once that in Case I the w -series

series.

Conversely, if the u -series converges, then both the v-series and

and ice have Case I.


For both the v-series and the w-series are series of positive terms,
and no matter how many terms be added in either series, the sum
Hence by
cannot exceed the limit U toward which s n converges.

the w-series converge,

4 each of these series converges.


whose absolute value series

the principle of

are convergent
said
to
be
u
are
-series converge)
whose
absolutely or
are
series
said to be
other convergent
unconditionally convergent
Definition.
(i.e. w-series

Series

The reason
not absolutely convergent or conditionally convergent.
and
for the terminology unconditionally
conditionally convergent will
appear in

Since the it-series surely converges


and
then absolutely convergent

Test for Convergence.

15.
if

34.

the

tt

-series

is

it

converges

is a series made up exclusively of positive terms,


the tests for convergence obtained in I. a) can be applied to the
tt -series and from its
convergence the convergence of the it-series can

since the ^ -series

The series that occur most frequently in elementary


analysis either come under this head and can be proved convergent
in the manner just indicated, or they belong to the class of alternat

thus be inferred.

ing series considered in

The

test of

9 can

11.

be thrown into simpler form whenever the

test-

the rule being that when t is


approaches a limit,
numerically less than 1, the series converges absolutely; when t is
numerically greater than 1, the series diverges ; when t is numerically
ratio u n + \/u n

equal

to 1, there is

no

test

(
*

t
<^

or

<^

<^

^>

Convergence;

or

Divergence

No

Test.

CONVERGENCE.

18

15, 16.

For, the test-ratio u n + l /u n is numerically equal to the test-ratio of


the series of absolute values, u n + i/u n
Now if a variable f(n)
a
n
when
its
numerical
oo,
limit, H,
approaches
value, being the
.

distance of the point representing /(n) from the point 0, approaches


a limit too, namely the numerical value of
from 0)
(distance of

Hence
lim

*>

u n+1
un

where T equals the numerical value of t. If then


follows that r
1 and the u -series converges.
<^

t
<^

The

<^

1, it

^-series is

then absolutely convergent.


The second part of the rule will be proven in the next paragraph.
Example. Consider the series
~

Xs

X2
2"""

X*

~~

""

"3

n
n

Hence the
e. when

JU

oo

converge when x

series will

__
_
--

Lim
n

xn

is

numerically less than

i.

-iO<i.

When

x =.

or

this test fails to give

any information concern

ing the convergence of the series. But it is then seen directly that in
the first case the series is convergent, in the second case, divergent.
16.

To

Divergence.

establish the divergence of a series

^o

with positive and negative terms,

divergence of the

-series, as the

shows.

It will

however

.....

+%+
1

it

is

not enough to establish the

example of the

series

+ 3 ~~ 4

suffice to

show that the terms do not approach

as their limit, and this can frequently be done most conveniently


by showing that the terms of the ^ -series do not approach 0.

Thus
and

if

or

>1

uw+1
.

>

1,

*<--!,

when

then

1
>

>

m.

1(5,

CONVERGENCE.

17.

Hence

"

that

the

is, all

quantity p
limit,

if

<

>

uu

or

^w

>

>

u n and u n cannot approach

as their

oo.

In the series of

Example.

= m on are greater than a certain positive

from

u m and hence

when n

19

15,

a;;

hence

verges for all values of x numerically greater than


may be represented graphically as follows

this series di

These results

Divergent

Divergent

Convergent

For what values of x are the following series conver


what values divergent? Indicate these values by a diagram

Exercise.

gent, for
similar to the one above.

x*

"

.
|

V~2

V3

Ans.
a;

<C

10 x

17.

-\-

x5

X*

10 2 a 2

+ +
x

THEOREM.

1
<^

>.2

-fa;

Conv.

^>

1,

1,

<^

Div.

1
,

10 3 x 3

-|-

a;

Ze^

absolutely convergent series; p

pt

.....
,

/o 2

Then

quantities not increasing numerically indefinitely.

a ^2/

se ^

the series

converges absolutely.

For,

let

an p
,

be the absolute values of a


>t

/a rt

respectively, // a
and form the
M,

positive quantity greater than any of the quantities p


series

20

CONVERGENCE.

The terms

17, 18.

of this series are less respectively than the terms of the

convergent series

Ha
and each

.....

+ Ha\ + //a +
2

made up exclusively of positive terms.


converges and the series

Hence

series is

first series

the

converges absolutely.

Examples.

The

series

since

sin 3

~~^~

converges absolutely for

all

32

converges absolutely and sin


If

-f-

-f- a-!

and

cos x

6 X sin

nx

never exceeds unity numerically.


an( l

^1

^2

.....

are

series, the series

+a

-f- 6 2

a?

series

.....

+ I-T
5

any two absolutely convergent


a

For the

x.

.....

tf

~~5*~

values of

I. -1

2.

sin5#

a;

"

cos 2 x

SU1 2a; -f-

.....
.....

-f-

converge absolutely.
3.

Show

that the series


e"*

cos x

-f-

e~ 2;r cos 2x

.....

-\-

converges absolutely for all positive values of x.


4. What can you say about the convergence of the series
1

+r

cos

cos 2

.....

-f

18. Convergence and Divergence of Power Series.


ascending integral powers of a;,

where the
called a
aj,

but

others.

coefficients

power

it

series.

will in general

In the

a l5 a 2

Such a

series

series of

may converge

for

all

of #,

is

values of

converge for some values and diverge for

latter case the interval

distances in each direction


Divergent

.....
..... are independent

a o 4~ a i x H~ a x2
<2

from

of convergence extends equal


x =. 0, and the series con-

the point

Direr gent

Convergent

verges absolutely for every point x lying within this interval, but not
necessarily for the extremities of the interval.

CONVERGENCE.

18.

21

Let x be any value of x for which the


a
terms of the power series n x^ do not increase without limit a n a?
Then a n aj is less than
the absolute values respectively of a M x

The proof

as follows.

is

"

some fixed positive quantity (7, independent of n,


a,
the power series may converge and
For #

all

it

may

Let h be any value of x numerically less than x


value.

Then

where r

7i

the power

/a;

values of n.

for

diverge.

its

numerical

h.

For

Hence the terms of the absolute value

series

series converges absolutely for x

<C

+ a\h + a

.....

are less respectively than the terms of the convergent geometric series

C + Or
and the

.....

Or 2

series

-\-

a2 h 2

converges absolutely.
From this theorem it follows that

.....
-\-

if

the power series converges for

converges absolutely for all values of x within an interval


from
to x and reaching out to the same distance on the
stretching
and if diverges for x
other side of the point x
x^ it diverges

x =.

a*

it

x lt If
for all values of x lying outside of the interval from x t to
now the series ever diverges, consider the positive values of x for

which it diverges. They


x
r, where r in general

a region extending down to a point


and such that the series
greater than

fill

is

converges absolutely for all values of x numerically less than r


this is what was to be proved.

and

simpler proof of this theorem can be given for the special case
For then
oo
that a n + 1 /a n approaches a limit, L, when n

Lim
n
or

=. Lx.

lutely for

all

absolutely
is

GO

u ni __
a

Hence when
values of x

when x

is

lim
n

L=

a
a xn

co

0, the

while

power
if

L ~\-

series

converges abso

0, the series

converges
15)
(
numerically less than 1/Z/, and diverges when x
;

numerically greater than 1/L.

This proves the proposition.

II.

SERIES AS

a)

19.

One

A MEANS OF COMPUTATION.

THE LOGARITHMIC SERIES.

most important applications of

of the

infinite

series in

analysis, and the one that chiefly concerns us in this course, is that
of computing the numerical value of a complicated analytic expres
sion, for

example, of a definite integral

like

when

the indefinite integral cannot be found.


In fact, the values of
the elementary transcendental functions, the logarithm, sine, cosine,
Let us see how a table
etc., are computed most simply in this way.

of logarithms can be computed from an infinite series.


series for the function log e (1 -f- li) can be obtained as follows.

Begin with the formula

The function

(1 -|-

can be represented by the geometric series

a?)"

Integrate each side of this equation between the limits


fly.

/h

_
1

a-

f*h

/Vt
/

clx

f*h

xdx

Jo

Jo

+ Jo

x*dx

and h

log

(l+/

7i

In deducing the above formula

h
+
it

-=---

.....

Evaluating these integrals we are led to the desired formula


2

.....

(8)

has been assumed that the theo

integral of a sum of terms is equal to the sum of the


Now
integrals of the terms can be extended to an infinite series.
an infinite series is not a sum, but the limit of a sum, and hence the

rem that the

extension of this theorem requires justification,

v.

39, 40.

SERIES AS A MEANS OF COMPUTATION.

19, 20.

23

Obtain the formula

Exercise.

1
tan"

Hence evaluate

.....

+ ---

the series

-J+4- .....
12 the value of series (8) was computed
J and h
J and it thus appears

20. In the examples of

to three places of decimals for h

that

log 1J

To

find looO 2

.287 (5),

we could

log 2

But

U=

log

.405 (5).

the value h
substitute in (8)
\ /

this series is not well

+k

.....

adapted to numerical computation.*

In

fact to get the value of log 2 correct to the third place of decimals, it
would be necessary to take 1000 terms.
simple device however

Write

makes the computation easy.


2

= 14

and then take the logarithm of each side

= log | + log
= .287 (5) + .405
Hence, to three places, log 2 = .693.
log 2

Next, to find log


different

way, for

5.

.693 (0).

series must be applied in still a


h be set equal to 5, h =. 4, and the series
therefore set

Here the

if 1 -f-

We

does not converge.

(5)

= 4 + l=4(l.+ J),
log 5 = 2 log 2 + log 1J
= 1.386 (0) + .223 (2) =
5

where log 1J

From

is

computed

directly

from formula

1.609 (2),
(8).

the values of log 2 and log 5, log 10 can at once be found.

log 10

log 2

+ log 5 =

.693 (0)

1.609 (2)

2.302 (2)

or to 3 places,
log 10

of great importance, for its value must be


compute the denary logarithm from the natural

This latter logarithm

known
*

in order to

The formula

We

is

2.302.

is

nevertheless useful as showing the value of a familiar

could not find by direct computation the value of this series


say, seven places, because the work would be too long.
series, (6).

to,

SERIES AS A MEANS OF COMPUTATION.

24

20, 21.

logarithm.
By the formula for the transformation of logarithms
from the base c to the base 6,
"

Iog c 6

we have
Hence

logio^

for

log,

log, 10

example

Compute

Examples.

log 20,

Iog 10 20,

log 9,

Iog 10 9,

log 13,

Iog 10 13.

pu pose well when only a


Suppose however we wished to
know log 2 correct to 7 places of decimals. Series (8) would then
In fact, it would require 16 terms of
give less satisfactory results.
Series (8) is thus seen to serve its

21.

few places of decimals are needed.

the series to yield log 1 J to 7 places.


From (8) a new series can be deduced as follows.

Then

(8)

Let h

x.

becomes
log (1

Next replace h

x)

in (8)

log(l

by x

+*)=:

x-1

xs

+ *_| +| -

Subtracting the former of these series from the latter and combining
the logarithms we get the desired formula
:

We have subtracted on the


We have not we have limits
;

in

right hand side as if we had sums.


of sums.
This step will be justified

35.

We

now apply series (9) to the determination of log 2 to seven


x must be so chosen that

will

places,

zn 2,

i.e.

11_

=$

lill
_ + __ +

and

SERIES AS A MEANS OF COMPUTATION.

21.

25

The advantage of this series over (8) is twofold first, it suffices to


J, and
compute the value of the series for one value of &, x
second, the series converges more rapidly than (8) for a given
value of JB, since only the odd powers of x enter.
:

(-i)

Q)

3
5

(I)

=
=
=

(|)
9

(|)
11

(I)
13

(|)
15

(|)

=
=
=

.333

333

33

.037

037

04

.004

115

23

.000

457

25

.000

050
005

81

000
000

63

.000
.000

.000

The term TV

(|)
8

(|)
(i)
7

823

05
32

.000

065

.000

005

65

11

.000

000

51

.000

000

05

.000

000

00

.346

573

59

(i)
-

(i-)

=
=

13

TV
T^

07

68

.000

33

(i)

|
TV

65

333

345

=
=

|
i

.333

:= .012

(|)
15

(i)

16

has no effect on the eighth decimal place.


But
not enough to justify us in stopping here.
must show
that the remainder of the series from this point on cannot influence
(-J)

We

this is

Now

this place either.

the remainder

A ~ JL

J_

15 3 15

The value
nor

is

_!_

-1

19

3 19

--

3 15

15

_! ~

17 3 17

is

17 3 2

19

the series

~
34

of the series in brackets cannot be readily determined


it is obviously less than the value of the
;

that necessary, for

from it by discarding the coefficients if, ^|,


than the geometric series

series obtained
i.

e.

1,1,
+
3*

32

and hence the remainder

1
=

~*

in question is less

r^^i

~~
s

than

119
15

3"

and so does not

We

affect the eighth place.


obtain then finally for log 2 the value

.346

573

or to seven places
log 2

5(9)

.693

.693

147

147

2.

1(8)

etc.,

SERIES AS A MEANS OF COMPUTATION.

26

Show

Examples.

that

=
=

log 1J
log 5

Compute

log 2

by

log 2

.223

143

(4)

1.609

437

(8).

aid of the formula

log 2

Knowing

21, 22.

log

= -- log |

and log 5 we can


log 10

log J.

find log 10

2.302

585.

Compute

Example.

log

Iog 10 9

to six places.

Series (9) is thus seen to be well adapted to the computation of


If y denote any positive number and x be so deter
logarithms.

mined that

1+3 =
r-

"

*=FFT

1 and -\- I and series (9) converges


then x always lies between
towards the value log y. For values of y numerically large the
convergence will be less rapid and devices similar to those above

explained must be used to get the required result.


In the actual computation of a table, not all the values tabulated

few values are computed


are computed directly from the series.
in this way and the others are found by ingenious devices.
b)

THE BINOMIAL SERIES.

(a

22. In elementary algebra the Binomial Theorem


exponent
l
m(
m
l a m-* b *
am
ma m -^b

is

established.

integral

+ b)

for a positive

_|_

(to

-\- 1

terms)

Consider the series

If

/A

is

a positive integer, this series breaks off with ^


this point on, each numerator contains

then, from

Thus

if /A

1 -\-

2,

-^-

terms, for

as a factor.

we have

-"2x

-\- 1

1*2

x2

-)

x8
1

-\- etc.

(subsequent terms

all

0),

SERIES AS A MEAXS OF COMPUTATION.

22.
or simply

2x

-J-

-f-

x2

In this case the series

son with the binomial formula (a


value (1
a;)**:

is

x,

27

seen by compari
=.

to

/A)

have the

any number not a positive integer (negative num


never breaks off, i.e. it becomes an
infinite series.
Let us see for what values of x it converges, for
The general term of
only for such values will it have a meaning.
however

If

/x

is

ber, fraction, etc.) the series

the series

is

?T~

~.

Hence
/ji

UH + I

1)

(/A

(/A

(n -\- 1
Ti-l-1)L

(M

1)_

/u,

1)

-j-

n
i**(i*<
1

(/x,

x*

fji/n

and

Lim
71

00

all values of x numerically less


For
x
the
values
1 special investiga
1,
15.)
(
which
we
will
not
into
here.
necessary,
go

Consequently the series converges for


than unity.
tion

is

We may

Divergent

__

Convergent

note in passing that when


series, a fact that

_ _
Dirergenl

<^

becomes an alternating
is

is

<^

the series finally


when the series

useful

used for computation.

Toward what value does the series converge when x lies between
1 and
1 ?
The answer to this question is as follows For all

values of x for ivhich


(1

the

binomial series converges,

its

value

is

*)":

(1

The proof
III).

Let us

a.-)"

==

+ M* +

^- +
**

(10)

of this theorem will not be considered here


(v. Chap.
first see whether the series is of
any value for the pur

poses of computation.
Example I. Let it be required to compute
places.

.....

^J

35 correct to

five

SERIES AS A MEANS OF COMPUTATION.

28

We
by the

must throw the radicand into a form adapted to computation


series.
We do this as follows. Since 2 5 32 we write

^
The second

(i

22.

35

factor can be

off,

series.

+ f^^ (A) +
703 + .000 040
.000

(A)

.000

003

1.018 08(4)

breaking

+ ^)s.

(1

.018 750

and

Show
we

Exercise.

computed by aid of the

+ *)* == + i A +
1

35

2.036 17.

that in the above computation


did, with the fifth term.

as

we

are justified in

ffi

would be com

Example II. Find -\J 15 to five places.


Here we have a choice between the expressions
15

and

15

In the

first

case (1

8+ 7=2
= 27 12 = 3

(1+S)

zz

in the

-(- J)fc,

(1

second

-*)

(1

puted by aid of the series. In practice however there is no question


as to which expression to use, for the second series converges more
rapidly than the first.
1.

Examples.
2.

Show

that

Complete the computation of ^ 15.


2.080 09
and
$9
^/ 2000

3.

Compute
then by writing

first

by

->/

letting

^ =.

4.

Find

5.

Obtain from (10) the following formulas

i,

by any method.

2 to five places

l+x
1

2x
1

X2

3.T

,
"

2^1
2-4

~l~

1-3-5
2-4-6

2-4-6

zz=

2.961 94.

i
;

SERIES AS A MEANS OF COMPUTATION.

23, 24.

29

The Computation of
23. Series for sin~ l li and tan~ l h.
The method set forth in 19 is applicable to the representation
1
1
^ (v. Exercise,
and
19) by series.
sin"

dx

T^
.tan- 1

/*

This

these series the value of


set

1,

we

is

h*

TT

If in series

not well adapted to computation.

obtained by putting h

(12)

can be computed.

i in

series (11)

-4

~~
6

.....

4
o

get the equation

series, like series (6), is

better series

h8

+ 23+^4

=/i

From
we

of

tan"

/*-

(12)

TT.

This series yields readily three or four places of decimals

but

if

more elaborate methods are necessary.


262
(v. Jordan, Cours d Analyse, Vol. I,
1893).
Exercise.
If the radius of the Earth were exactly 4000 miles, to
how many places of decimals would you need to know ir in order to
is

greater accuracy

desired,

compute the circumference correct to one inch?


number of places by Jordan s method.

24.

The Length of

Arc of an

the

the ellipse be given in the form

Then
will

sin

Determine

TT

to this

Let the equation of

Ellipse.

<

6 cos

<

the length of the arc, measured from the end of the minor axis,

be

/*
a

Jo
where (a 2

b 2)/a 2

& si

The integral that here presents itself


1.
as an Elliptic Integral and its value cannot be found in the
usual way, since the indefinite integral cannot be expressed in terms

is

<

known

of the elementary functions.


last

sin 2

can however be obtained by


for x in the

substitution of

esin<

22 gives the formula

example of
1

Its value

The

the aid of infinite series.

<

sin 2

<

-i-

sin 4

<

SERIES AS A MEANS OF COMPUTATION.

30
Hence

40)

(v.

24, 25.

<

/"0

sin 2

e
<<i4>

/*0
I

Jo

"i

sin 4

d>(7<f>

These integrals can be evaluated by the aid of the formulas of IV of


Short Table of Integrals.
In particular, the length of a
will
S
be
found
quadrant
by putting
^ TT and using the formula
240
of
the
(No.
Tables)

Peirce

<

sm"<ad>

1-3-5
2-4-6

Jf
The

elliptic integral

1)

(?i

z= -

_
n

TT

97,

an even integer,

then becomes the integral known as the Complete


Second Kind it is denoted by

Elliptic Integral of the

ft

Jo

(No. 248 of the Tables).

sm 2

<

d<f>

Hence

a#.

the ellipse reduces to a circle and S


^-n-a.
Examples. 1. Compute the perimeter of an ellipse whose major
axis is twice as long as the minor axis, correct to one tenth of
If e :=

one percent.
2. A tomato can from which the top and bottom have been removed
is bent into the shape of an elliptic cylinder, one axis of which is

Find what size to make the new top and


twice as long as the other.
If the original can held a quart, how much will the new
bottom.
can hold ?

25. The Period of Oscillation of a Pendulum. It is shown in


Mechanics (v. Byerly s Int. Cal., Chap. XVI) that the time of a
complete oscillation of a pendulum of length

=4*

is

given by the formula

where a denotes the

initial inclination of the

pendulum

to the vertical.

known

as the Complete Elliptic Integral of the First Kind and


The substitution of fcsin< force
its value is computed as follows.
is

in the series for (1

2
o?

)~5 gives the formula (v. Exs.,

22).

31

SERIES AS A MEANS OF COMPUTATION.

25, 26.

Integrating and reducing as in

we

24,

obtain the formula

If the angle through which the pendulum oscillates is small, an


sufficiently accurate for most purposes will be
approximation for

obtained by putting k

the usual

Then

0.

K z=

ITT

and

pendulum formula.

Exercise.
less

Show

that

if

a
<

5,

this

approximation

is

correct to

than one tenth of one percent.

APPROXIMATE FORMULAS IN APPLIED MATHEMATICS.

c)

26.

It is often possible to replace a complicated

mathematics by a simpler one which

is

still

formula in applied

correct within the limits

of error of the observations.*

The

of Expansion.

Coefficient

sion of a solid

is

meant the

By

the coefficient of linear

expan

ratio

V
I is the
length of a piece of the substance at temperature
The coefficient of cubical expansion
the length at temperature t
is defined similarly as

where

n__V
~

P
where F,

V stand for the volumes

-V
-

at temperature

respectively.

Then

as

is

we

at once clear if

of an edge being
is as follows.

at t.

13

consider a cube of the substance, the length


The accurate expression for a in terms of ft

^/

(3

/3

P+

See Kohlrausch, Physical Measurements,

1-6.

SERIES AS A MEANS OF COMPUTATION.

32

26, 27.

the error made by


Since (3 is small,
usually less than .0001,
neglecting all terms of the series subsequent to the first is less than
the errors of observation and hence we may assume without any loss

of accuracy that
a =:

j^ /:?

/?

:= 3 a

Double Weighing.
Show that if the apparent weight of a body
in one scale pan is p lt when placed in the other scale

when placed

pan, p 2 (the difference being due to a slight inequality in the lengths


of the arms of the balance) the true weight p is given with sufficient
accuracy by the formula
,

iCPi +P*)In an experimental determination of

27. Errors of Observation.

a physical magnitude it is important to know what effect an error in


an observed value will have on the final result. For example, let it

be required to determine the radius of a capillary tube by measuring


the length of a column of mercury contained in the tube, and weigh
From the formula
ing the mercury.

W
where

of the

column

TTl^lp

denotes the weight of the mercury in grammes,


in centimetres, p the density of the

the length

mercury (== 13.6),

and r the radius of the tube, we get


I

Jw
TT

pi

to
I

Now

the principal error in determining r arises from the error in


I
Let I be the true value, I
observing /.
-f- e the observed value

of the length of the column


puted value of the radius.

from the error of observation

assumed

negligible.

e,

the error in observing

Since

is

first

small

term

iv

being

Hence
x

only the

r -\r the true value, r


the com
is the error in the result arising
Then

we

get a result sufficiently accurate

and hence, approximately,

by taking

SERIES AS A MEANS OF COMPUTATION.

27, 28.

33

Thus

for a given error in observing Z, the error in the computed value


inversely proportional to the length of the column of mercury
a result not a priori obvious, for r itself is inversely propor
used,

of r

is

tioned only to
An
Exercise.

1"

surveys a

engineer

field,

using a chain that

is

of one percent of its length.


Show that the
error thus arising in the determination of the area of the field will be
two tenths of one percent of the area.

by one tenth

incorrect

clock regulated by a pendulum is


28. Pendulum Problems.
If it is carried to a
located at a point (A) on the earth s surface.
h
feet
above
the
level
of
point
neighboring
(-B),
(A), show that it
will lose

^T

seconds a day,

li

i.

e.

one second for every 244 feet of

elevation.

The number

of seconds

N that

the clock registers in 24 hours is


T of the oscillation of the pen

inversely proportional to the period

dulum.

Hence

25)

(cf.

N
where the unprimed
to (B).

letters refer to the location (-4), the

If the clock

was keeping

where

(+

117.)

If h does not

letters

86,400.

/t
)a>

(Cf Byerly s
.

Hence
Z

first

N=

denotes the length of the radius of the earth.

Diff. Cal.,

the

primed

true time at (A), then

exceed 5 miles, li/E

<

NR

.001. h 2 /fi 2

+h

<

.000 001, and

N correct to seconds
term of the series gives N
N N = th h

Examples.
the sea level.

1.

The summit

How many

of Mt.

Washington

is

6226 feet above

seconds a day will a clock lose that keeps

accurate time in Boston Harbor,

if

carried to the

summit of the

Mountain ?
2.

pendulum that beats seconds on the surface of the earth

is

observed to gain one second an hour when carried to the bottom of a


How deep is the mine?
mine.

SERIES AS A MEANS OF COMPUTATION.

34
29.

Exercises.

1.

Show

29.

that the correction for expansion and


is given by the formula

contraction due to heat and cold

where a denotes the

43, 200 a

coefficient of

t,

linear expansion,

the rise in

temperature, and n the number of seconds lost in a day.


For brass, a
.000 019, t being measured in degrees centigrade.
Thus for a brass pendulum n
.82
and a rise in temperature of

causes the clock to lose a

over 4 seconds a day.


man is standing on the deck of a ship and his eyes are h ft.
2.
above the sea level. If
denotes the shortest distance of a ship

little

away whose masts and rigging he can


measured

to him, 7^ the height,

the water,

show

If h

1.23

(V

whose

hull is invisible

which the hull

rises out of

can be neglected,

that, if refraction

see, but

in feet, to

miles

>i)

16 ft,,
10 miles (nearly).
that an arc of a great circle of the earth, 2J miles long,
recedes 1 foot from its chord.
h,

3.

Show

4.

Assuming that

the sun s parallax

tance of the sun from the earth


5.

earth
6.

Show
is

is
76, prove that the dis
about 94 million miles.

is

8".

that in levelling the correction for the curvature of the


How much is it for two miles ?

8 in. for one mile.

The weights

of an astronomical clock exert, through faulty


when the clock

construction of the clock, a greater propelling force

has just been wound up than


increase the amplitude of the

when

it

has nearly run down, and thus


2 to 2 4 on each side

pendulum from

Show that if the clock keeps correct time when it


has nearly run down, it will lose at the rate of about .4 of a second
a day when it has just been wound up.

of the vertical.

7. Two nearly equal, but unknown resistances, A and jB, form


two arms of a Wheatstone s Bridge. A standard box of coils and
a resistance x to be measured form the other two arms.
A balance
is obtained when the standard rheostat has a resistance of r ohms.
When however A and B are interchanged, a balance is obtained

when

the resistance of the rheostat

proximately,

x
8.

The

focal length

/of

b(r

a lens

is

is

+r

).

PI

ohms.

Show

given by the formula

--- + /

P.

that,

ap

SERIES AS A MEANS OF COMPUTATION.

29.

p and p 2

where

35

denote two conjugate focal distances.

simpler approximate formula for

that will answer

Obtain a

when p and p z

are nearly equal.

ranchman 6 feet 7 inches tall, standing on a level plain,


How much must
agrees to buy at $7 an acre all the land in sight.
he pay? Given 640 acres make a square mile." Admission Exam,
"

9.

in Sol.

Geom., June, 1895.

Show

assumed the altitude of the zone


ranchman s eyes above the
ground and had made no other error in his solution, his answer would
have been 4 cents too small.
that

the candidate had

if

in sight to be equal to the height of the

Show

10.

that for small values of

approximately correct (h

li the
following equations are
be either positive or negative)

may

+ h) m =
= + 2h
(1

Hence

(1

+ h)
+

(1

7i,

&,

+ 70

Z,

p,

(1

.....

fc)

(1

are

all

mh
1

+h= +

l>

+h
numerically small, then, approximately,

.....

= +H+ + +
i

= +h+k
1

(1+p)

V
(i

V
If

1 -f-

lc

.....
,

TAYLOR S THEOREM.

III.

30.

It is not the object of this chapter to

prove Taylor s Theorem,


done satisfactorily in any good treatise on the Differ
ential Calculus
but to indicate its bearing on the subject under con
sideration and to point out a few of its most important applications.
It is remarkable that this fundamental theorem in infinite series
since this is

admits a simple and rigorous proof of an entirely elementary nature.


Rolle

Theorem, on which Taylor

of the

Mean

From

Rolle

lie

Theorem follows

Theorem depends, and

the

Law

at the very foundation of the differential calculus.

at once the theorem contained in the

equation
J

(13)

This latter theorem


with the

is

frequently referred to as Taylor

R =/

Remainder

lt

(x

Theorem

It includes the

-\-OJi)

Law

Mean

of the

/(a-o

+ h)

/(.TO)

hf

(x

Oh}

(14)

as a special case and thus affords a proof of that Law.


If in (13),
when n increases indefinitely, n converges towards
as its limit,

the series on the right hand side of (13) becomes an infinite power
series, representing the function f(x -\- Ji) throughout a certain

region about the point XQ

f(x

+ h) =

This formula

is

/(**>)

known

+ f (x )h

as Taylor s

h2
+f"(x )

Theorem and

.....

(15)

the series as Taylor s

Series.

The value X Q is an arbitrary value of x which, once chosen,


The variable x is then written as x -\- h. The object
fast.
is

as follows.

is

held

of this

It is desired to obtain a simple representation of the

terms of known elements, for the purpose of com


One of
of
value
the function or studying its properties.
the
puting
with
known
series
coefficients.
is
a
forms
such
of
the simplest
power
function f(x)

in

TAYLOR

30, 31.

Now

it is

by one and the same


and even when this is possible, the

a:,

converge rapidly enough for large values of the argu


Consequently we confine our

series will not

ment

37

usually impossible to represent f(x)

series for all values of

power

THEOREM.

to be of use in computation.

attention to a limited

domain of values, choose an x

in the midst of

domain, and replace the independent variable x by

this

The values

XQ ~\-

of x for the

values of h will be, h

chosen that /(o),/

(o?

ll

7i,

XQ.

in question may not be small, but the


XQ
If x is so
corresponding to x
ad inf. are all finite, then
),/"(ie )

i.

e.

for values of h

numerically small, will usually* be given by Taylor

example

will aid in

making

Let
f(x)

Then it is at once
Theorem for x

Theorem.

above general statements.

clear the

log x.

clear that f(x) cannot be developed by Taylor s


oo
It is just at this
log
for/(0)

0,

we have

point that the freedom that


good stead; for if we take x
will all

/"(XQ),

where

domain

the value of f(x) for values of x near to x0l

An

7i,

be

in the choice of

greater than

finite

and/(a;

-f-

x stands us

in

x
0, then f(x ),
( o),
can
be
developed by
h)

Theorem, the series converging for all values of h lying


Taylor
x
The proof is given for x
between x and
1 in the Diff.
s

Thus we have a second proof

130.

CaL,
log (1

31.

7i),

Two

(formula (8) of

(13).

Any

series.

19).

Applications of Taylor

This theorem,

it

will

of the development of

Theorem with

be observed,

is

the

Remainder,

not a theorem in infinite

function whose

expressed in the

first n derivatives are continuous can be


form (13), while the expression in the form (15)

requires the proof of the possibility of passing to the limit

qo

when

Thus

(13) is a more general theorem than (15) and it avoids the


It is because of the applica
necessity of a proof of convergence.!
tions that (13) and (15) have in common, that it seemed desirable to
treat
*

some applications of (13)

Exceptions to

this

rule,

here.

though possible, are extremely rare in ordinary

practice.
f It is desirable that (13) should be applied much more freely th;m has
hitherto been the custom in works on the Infinitesimal Calculus, both because

affords a simple means of proof in a vast variety of cases and because many
proofs usually given by the aid of (15) can be simplified or rendered rigorous
by the aid of (13). The applications given in this section are cases in point.
it

TAYLOR

38

THEOREM.

31.

First Application: Maxima, Minima and Points of Inflection;


Curvature.
Let it be required to study the function f(x) in the

=X
+/

neighborhood of the point x

+ h) = f(x

f(x

Plot the function as a curve

Q.

(*o)

J/"(a>

Oh)

li\

*
:

and plot the curve

The

latter

curve

nates, y l and

?/ 2

is

Consider the difference of the ordi-

a right line.

y*

i/"(a

0ft)

ft

Hence it appears that ?/!


?/ 2 is an infinitesimal of the second order.
This property characterizes the line in question as the tangent to the
curve in the point oj and thus we get a new proof that the equation
,

of the tangent

is

)+f (x )(x

y=f(x

).

Next, suppose

Then

f(x

The equation

(2

it

"

== f(x

of the tangent

will in general

(cc)

is

+ h)

positive

at

this

is

+ f^

(x,

+ Oh) -^-^

now

# and
be continuous near the point #
it will therefore be positive in the

point

neighborhood of this point and hence


ya

Ik

>

both for positive and for negative values of 7i, i. e. the curve lies
x
above its tangent and has therefore a minimum at the point x

it

can be shown that

Similarly
vatives vanishing, f(x) has a

Lastly,

(xo)
*

if

(2

"

(a; )

maximum

<

0, all

in the point

let

=0,
The student should

/ (2
illustrate

(^o)

0,

each case in

/(
this

the earlier deri

+ 1)

(*o) =j= 0.

by a figure.

TAYLOR

31.

Then

{2

y,

+ 1)

"

will

(aj)

- =
y,

THEOREM.

+
(.*

/<*

39
fc2n+l

ft)

(2n+1)

be continuous near a?
x and it will
same sign for small values of 7i, positive or
changes sign with h. Hence the curve lies on
tangent on opposite sides of the point x and

in general

therefore preserve the


+1
but

negative;
opposite sides of its
this is then a point of inflection.
7r"

Exercises.

1.

Show

that the condition for a point of inflection not

parallel to the o;-axis is


/"(%)=0,

"

+ 1)

)=b

/->(aR D

being continuous near

(#)

35

a?

a
1

"

/<

+1
>(o

b )=|=

0,

Show

that a perpendicular drawn to the tangent from a point


is an infinitesimal of
infinitely near to a point of inflection

2.

.....

higher order than the second.


The osculating circle was defined (Diff. Col. 90) as
Curvature.
a circle tangent to the given curve at
and having its centre on the

We

inner normal at a distance p (the radius of curvature) from P.


and a
be taken infinitely near to
will now show that if a point

perpendicular

FM be dropped from P
P

the osculating circle at P", then


of the third order referred to the arc

Let

on the tangent at P, cutting


in general an infinitesimal

is

P"

PF

as principal infinitesimal.

be taken as the origin of coordinates, the tangent at


being
and let the ordinate
the axis of x and the inner normal the axis of y
Here
y be represented by the aid of (13).
;

0,

x=h,
y =

and

The radius

/(0)

$f"(0)x*

of curvature at

P is

and the equation of the osculating


*

Hence the

circle is
2

(y

p)

P-

lesser ordinate y of this circle is given

y r= p

*?

P (1

*
by the formula
:

Instead of the infinite series, formula (13) might have been used here, with
But we happen to know in this case that the function can be developed

4.

by Taylor

Theorem

(15).

TAYLOR

40

and

THEOREM.

31, 32.

=
)

K*^*>:-*?From

this

result

follows

that

y )/x approaches in general


a finite limit different from 0, and hence that ?/
y is an infini
tesimal of the third order, referred to
x as principal infini

tesimal.

PM

But

proposition.
Exercise.

Show

(y

PM

and

PP

are of

the

same

order.

that for any other tangent circle y

Hence the
y

is

an

infinitesimal of the second order.

Second Application : Error of Observation


Let x denote the magni
tude to be observed, y
the
f (x)
magnitude to be computed from
the observation.
Then if .r be the true value of the observed magni
.

tude, x =. x -\- h the value determined by the observation, h will be


the error in the observation, and the error // caused thereby in the
result will be (cf. (14))

H = f(x + h)

f(x

= f (x

+0h)h.

In general / (#), will be a continuous function of x and thus the


value of f(x
Oh is
Oh) will be but slightly changed if a?

replaced by x.

Hence, approximately,

H = f (x)h
and

this is the

formula that gives the error in the result due to the

error in the observation.

The Principal Applications of Taylor s Theorem without the


Remainder, i. e. Taylor s Series (15) consist in showing that the
1
fundamental elementary functions e x sin a, cos a-, logo;, o^,
SB,
32.

sin"

1
tan"

a;

can be represented by a Taylor

explicitly the coefficients in these series.

Series,
It is

and

in

determining
shown in Ch. IX of

the Diff. Cal. that these developments are as follows.*

2!

xs

z5

5!

3!
COS

99=1

These developments hold for


*

The developments

x4

x*

all

values of x.

for sin" a; and tank s are to be sure obtained by in


tegration; but the student will have no difficulty in obtaining them directly

from Taylor

Theorem.

TAYLOR

32, 33.

log*

-i

l
tan~"

a?

log(l

* 4.

"

+ h) =

XS

2^4

THEOREM.

1-

-J-

These developments hold for all values of 7i


last two formulas, of a?) numerically less than
Exercise.

Taylor

-4-

-I-

2 3

41

Show

(or, in the

case of the

1.

that sin a; can be developed about any point X Q by


that the series will converge for all values of h.

Theorem and

Hence compute

sin 46

correct to seconds.

33. As soon however as we pass beyond the simple functions and


Theorem, we encounter a difficulty that is
In order namely to show that f(x) can be
usually insurmountable.
expanded by Taylor s Theorem it is necessary to investigate the
general expression for the n-ih derivative, and this expression is
try to apply Taylor s

To avoid this difficulty recourse


usually extremely complicated.
methods
of obtaining the expansion.
more
or
less
indirect
is had to
For example,

let it

be required to evaluate

ra

/
The

indefinite integral

do;.

cannot be obtained and thus we are driven to

develop the integrand into a series and integrate term by term. Now
x
e~ r )/x^
if we try to apply Taylor s Theorem to the function (e
the successive derivatives soon

ever proceed as follows

become complicated.

We

= -x+

X1

and hence, dividing through by

.T,

X
- 3T
+
s

we have

3l

5l^

.....

can how

TAYLOR

42

dx=2

Examples.

Do

(l

THEOREM.

+ 3 37+5^7+

33.

made up

functions, into a

502-

the examples on p. 50 of the Problems.

General Method for the Expansion of a Function.


function /(a?),

= *.H4

power

To

develop a

manner out of the elementary


the general method is the following.

in a simple
series,

The fundamental elementary functions having been developed by


32, we proceed to study some of the simplest
Taylor s Theorem,
operations that can be performed on series and thus, starting with
the developments already obtained, pass to the developments de
sired.

ALGEBRAIC TRANSFORMATIONS

IV.

OF SERIES.
has been pointed out repeatedly (
19, 21, 24) that since
not a sum, but a limit of a sum, processes appli
if applicable, this
cable to a sum need not be applicable to a series

34.

an

It

infinite series is

fact requires proof.


For example, the value of a

which the terms are added.


terms be extended to series?

value

Its

less

is

terms as follows
i

The

than

-)-

(12)

+ * - i + i + i- * -M + A -J +

general formula for three successive terms

if

the result
it is

is

its

Rearrange

4 A;

.....

(i

2k

+ I) - i + (i + A)

an alternating

(-8)

is

each pair of positive terms be enclosed in parentheses

+ i) - i +

(i

For

4k
and

sum is independent of the order in


Can this interchange in the order of the
Let us see. Take the series

(y)

series of the kind considered in

11).

easy to verify the inequalities

Hence the

converges toward a value greater than (1 -)- ^)


of the first n terms of (/?) differs from a properly
chosen sum of terms of (y) at most by the first term of a parenthesis,
series (y)

The sum

J z= J.

a quantity that approaches


as its limit when n =.
Hence
the series (/?) and (y) have the same value and the rearrangement of
<x>

terms in

from

(a)

has thus led to a series

(/?)

having a different value

(a).

In fact

it is

possible to rearrange the terms in (a) so that the

have an arbitrarily preassigned value, C. For, if


positive, say 10 000, begin by adding from the positive terms
series will

new

is

ALGEBRAIC TRANSFORMATIONS OF SERIES.

44

enough have been taken so that

till

their

sum

34, 35.

will just

exceed C.

This will always be possible, since this series of positive terms


Then begin with the negative terms
diverges.

and add just enough

to reduce the

sum below

As

C.

soon as this

has been done, begin again with the positive terms and add just
enough to bring the sum above (7; and so on. The series thus
obtained
value

is

is

the result of a rearrangement of the terms of (a) and its

C.

In the same

way

it

can be shown generally that

"o

"i

+w +
2

if

.....

any convergent series that is not absolutely convergent, its terms


can be so rearranged that the new series will converge toward the pre-

is

Because of

assigned value C.

such series are often called

this fact

35 justifying the denoting


conditionally convergent, Theorem 1 of
of absolutely convergent series as unconditionally convergent.
There is nothing paradoxical in this fact, if a correct view of the

For a rearrangement of
nature of an infinite series is entertained.
terms means a replacement of the original variable s n by a new vari
able s n in general unequal to S H and there is no a priori reason why
,

these two variables should approach the same limit.


The above example illustrates the impossibility of extending a
Most of such
priori to infinite series processes applicable to sums.

processes are however capable of such extension under proper restric


and it is the object of this chapter to study such extension for
some of the most fundamental processes.

tions,

35. THEOREM

In an absolutely convergent series the terms can

1.

be rearranged at pleasure without altering the value of the series.

suppose

First,
sn

all

the terms to be positive and let

=u + u +

.....

_!

After the rearrangement

U.

lim s n

co

let

For s n always in
approaches the limit U when n
creases as n increases but no matter how large n be taken (and then
held fast), n can (subsequently) be taken so large that s n will include

Then

sn

all

the terms of

>

and more too

therefore

<x>

ALGEBRAIC TRANSFORMATIONS OF SERIES.

35.

45

no matter how large n be taken,

or,

U.

,
<

Hence

We
ated

n,

approaches a limit

may now

U.

turn things about and regard the i/-series as gener


of the u -series, and the above

by a rearrangement of the terms

reasoning shows that

<^

U =

hence

U.

q. e. d.

The second step in the above proof was abbreviated


Exercise.
by an ingenious device. Replace this device by a direct line of
reasoning.

Secondly,

let

the series

.....

+U +U +
2

be any absolutely convergent series and

Let

let

.==.*-*
u v w.
+ u\ + u .....

S n

V and

1
25

22

28

THEOREM

W;

hence

+ 12

let

U.

series

TX

Find the value of the

III
21

"

M/

u
Exercise.

14)

be the series after the rearrangement and

But

(Cf.

I+
29

2*

J_

2 11

2^

2.

F=

V,

.....

are any two convergent series, they can be added term by term, or

If they are absolutely convergent, the third series will also be abso
lutely convergent and hence its terms can be rearranged at pleasure.

Let

Then
S

n+

U
<

ALGEBRAIC TRANSFORMATIONS OF SERIES.

46

When

n =.

oo

hand side converges toward

the left

U+ V = (u +
It

Ul

+ vJ +

V\ hence

.....

may be

remains to sliow that the parentheses

U -\-

35.

dropped.

shown in the same way as in the case which arose in 34.


The proof of the second part of the theorem presents no
and may be left to the student.
Exercise.

Show

that

U
is

any convergent

THEOREM

3.

This

is

difficulty

if

series, c

?*!

.....

+u +
z

any number,

If

U=
V=

u
v

+n +
+v +
l

?<

.....
.....

r 2 -f

are any two absolutely convergent series, they can be multiplied together
like sums; i.e. if each term in the first series be multiplied into each

term in the second and the series of these products formed, this series
toward the limit UV. For example

will converge absolutely

U Vl

"M^o

+U

VZ

%!?!

+U

VQ

.....

This theorem does not hold for series that are not absolutely con
vergent.

Let

.....

then

lim

t
it

n_

UV.

oo

The terms

of the product s n t n are advantageously displayed in the


scheme.
following
They are those terms contained in a square n
terms on a side, cut out of the upper left hand corner of the scheme.

+.*&
I

The theorem asserts that if any series be formed by adding the


terms of this scheme, each term appearing in this series once and

ALGEBRAIC TRANSFORMATIONS OF SERIES.

35.

47

for example, the terms that lie on the oblique lines, the
only once,
successive lines being followed from top to bottom
:

Vo + Vi +

+V +

MI^O

.....

(a)

converge absolutely toward the limit UV.


show that one series formed in the prescribed way
from the terms of the scheme, for example the series formed by fol
lowing the successive boundaries of the squares from top to bottom
this series will

It is sufficient to

and then from right to

namely the

left,

series

converges absolutely toward the limit UV. For any other series
can then be generated by a rearrangement of the terms of this series.

Let

Sy denote

First suppose

the

Then,

positive.*

sum

of the first

N terms in

(/?).

the terms of the w-series and the v-series to be

all

if

n2

Hence

<

lim

N=

(n

JV<

I)

UV.

oo

the ^-series and the v-series are any absolutely con


vergent series, form the series of absolute values

Secondly,

if

The product

But

of these series

is

the convergent series

this series is precisely the series of absolute values of (a),

therefore (a) converges

value toward which

it

UV.

is

converges

and

remains to show that the

It

absolutely.

Since

$v

approaches a

increasing, passes through all integral values, Sx will


continue to approach a limit, and this will be the same limit, if

limit

when N,

2
passes only through the values n

lim

7V=
But

tlt

Sy

=
n

co

lim

and

s n tn

tl2

oo

lim
n

/S, l2

UV.

oo

This proves the theorem.


*

The

case that

the double sign

some of the terms

in

are

must not however be excluded

the inequality below:

S.y

fC s n +

it, l

+ i.

hence

ALGEBRAIC TRANSFORMATIONS OF SERIES.

48

For example,

35, 36.

let

+ a^x +

f(x)

be two convergent power

a.2

x2

.....

-\-

x any point lying at once within the

series,

Then

region of convergence of both series.


series is given by the formula

the product of these

This formula can be used to give the square, or by repeated appli


cation,

any power of a power

Thus

series.

it

gives as the square of

the geometric series

+ x + x* +
+ 2x + 3x* +
l

the series
l

.....
.,

a result agreeing with the binomial expansion of (1 -}- #)~ 2


Exercise.
Find the first four terms in the expansion of

e~ x s\ux COBX

V
Square the
expansion of

x
series for e

los (I

and
2

and show that the

x)

-\-

+v

result agrees with the

*.

36. One more theorem is extremely useful in practice.


would carry us beyond the bounds of this chapter.

Its proof

Let

be any polynomial in y and


series in x
:

Then

the powers of y

+ c^x + a
2

y be given by the convergent power

let

?/

x2

.....

8
,

.....

n
y can be obtained at once as

x by repeated multiplications of the ^-series by itself,


power
then formed by multiplying these
the terms of the polynomial
(?/)
the
cofficients 6, and the polynomial
series
power
respectively by
series in

<

/;

<f>

n (//)

thus represented as a power series in x by the addition of these

terms.

Suppose however that instead of the polynomial


infinite series

Under what
<(//)

power

as a

we had an
</>(?/)

restrictions
series in

power
x?

series in

can

the

above process of representing

x be extended to representing

as a
<f>(y)

ALGEBRAIC TRANSFORMATIONS OF SERIES.

06.

One

restriction

immediately obvious.

is

49

Since a power series

represents a continuous function (v.


38) the values of y corre
small
values
x
will
to
of
lie
near
to
and thus the point a
sponding
must surely lie within the interval of convergence (
r
y
r) of

Suppose a
now our theorem

the series
<f>(y).

And

satisfied.

condition

is

<^

<^

is

then this condition

is

always

precisely this, that no further

necessary.

THEOREM

If a

4.

the above process

0,

no further restriction is necessary; i.e.


(y) as a power series in x is always

of representing

<f>

applicable.*

Remark. The point of the theorem just quoted is this. We know


from 35 that each term in the y series can be expressed as a power
series in x
bn y

=f (x) = a w + Oi

and hence that

<

(?/)

#(30

+ ajt* +

.....

can be expressed in the form

=/o (*).+/i ()+/(*)+ .....

remains to prove (and it is precisely this fact that the theorem as


a fact not true in general of a convergent series of the form
serts,
It

+ /i(a)-h/t(*) +

/o(*)

where

fn (x)

series all the

denotes a power series) that if we collect from these


terms of common degree in x and then rearrange them

form of a single power

in the

and secondly,
Examples.

its

series, first, this series will converge,

value will be
<j>(y).

1.

Let

Let y

powers of x.f

*(y)

.....

e>

it

be required to develop e* sinx according to


x sin.r. Then

=l+y + \tf + ^

But the theorem


is the one that usually arises in practice.
The case
an
r
holds provided only that
r, the only difference being that the
Cf.
coefficients in the final series will then be infinite series instead of sums.

still

<^

<^

25.
Stolz, Allgemeine Arithmetik, Vol. I, Ch. X,
f Even when it is known that a function can

be developed by Taylor s
Ch. Ill; Diff. Cal., Ch. IX; Int. CaL, Ch. XVII) it is usually
simpler to determine the coefficients in the series by the method here set forth
than by performing the successive differentiations requisite in the application of

Theorem

Taylor

(v.

formula.

The example

in

hand

illustrates the truth of this statement.

ALGEBRAIC TRANSFORMATIONS OF SERIES.

50

36.

Find the first 4 terms in the expansion of sin


Obtain a few terms in the development of each of the following
functions according to powers of x.
2.

3.

log cos ft.

Let cos x

Suggestion.

and

log cos x

2x

1 -|-

x2

cos

(9

-^ x

-f

a;

then

iV ^

^/ i

A:

sin 2 ft

Theorem 4

gives no exact information concerning the extent of


the region of convergence of the final series. It merely asserts that
This deficiency is supplied by an elementary
there is such a region.

theorem in the Theory of Functions.*

But for many applications it is not necessary to know the exact


For example, let it be required to determine
region of convergence.
the following limit.
log cos a? 4-

== *

Mm

+^

Both numerator and denominator can be developed according


powers of x. The fraction then takes on the form

to

s
J x -\- higher powers of x
x 8 -j- higher powers of x
.1.

Cancel x s from numerator and denominator and then


as its limit.

The

limit of the fraction is then seen to

let

x approach

be

3.

The

usual method for dealing with the limit 0/0 is applicable here, but
the method of series gives a briefer solution, as the student can
readily verify.

Example.

Determine the

Va

lim
x

limit

--ft 2
l

An

Va*

ft

is

to the proof of the

cos x

important application of Theorem 4


following theorem.

* Cf. Int.
Cal.,
220; Higher Mathematics, Ch.VI, Functions of a
Variable, by Thos. S. Fiske John Wiley & Sons.
;

Complex

ALGEBRAIC TRANSFORMATIONS OF SERIES.

36.

51

THEOREM. The quotient of two power series can be represented


as a power series, provided the constant term in the denominator series
is

not

CQ

+az +

a^

Cj

C% X

if

show

It is sufficient to

0.

_|z

that
1

a{ x

>

2 .t

can be so represented, for then the power


can be multiplied into the numerator series

Let

1
o

_ 1

+y

al x

a2 x2

~~

+4

-\-

series that represents it

-\-

<V

provided y/a is numerically less than unity, i. e. y numerically less


Thus the conditions of Theorem 4 are fulfilled and the func
than a
.

4~ y) can be expressed as a power series in x by develop


n
n
ing each term (
l) y /a n + l into such a series and collecting from
these series the terms of like degree in x.

tion l/(a

COROLLARY.
denominator
7i

OQ-\-

/y

j
(>

If the

of the first m powers of x in the


can be expressed in the form

coefficients

series vanish, the quotient

jt

n
0_

/y.2

U.2

X-\-

-f-

I*n

nj

co

r ^
^
^1

r Xo
^2

t-

"T~

-\1

i
l

Ml

ri

+ l_l

-z=r ~r

-f-

-^-1

-r

T"

For
-|- 6 t
/7
Cv

I
"

/>.

a?

x2

-|- bz

/7
^
m

/vim
-4-

b l -|- 5j

-\-

+1

/yiW

r,

~Tn (C

JU

and

it

only remains to set

Show

Examples.

tana;

tt

-m

,,

C1

0,

+C

an(^ divide

=x+1

.^

a*
1

-a;

xs

X2
1 "

a?

into each term.

be given in

37.

-4-

and develop sec x and esc x to three terms.


A more convenient mode of determining the
expansions

("

that

ctna^ :=

will

-4-1

coefficients in these

CONTINUITY, INTEGRATION AND


DIFFERENTIATION OF SERIES.

V.

AVe have had numerous examples in the fore


Continuity.
Is the
functions
of
continuous
represented by power series.
going
converse true, namely, that every power series represents, within its

37.

That this question


interval of convergence, a continuous function?
is by no means trivial is shown by the fact that while the continuous
functions of ordinary analysis can be represented (within certain
limits) by trigonometric series, i. e. by series of the form

a trigonometric series does not necessarily, conversely, represent a


continuous function throughout its interval of convergence.

Let us

first

function.

<

put into precise form what is meant by a continuous


be continuous at the point x if

(x) is said to

lim
X
i.

e. if,

and y

a belt being

<f>

e,

(#<,)

<

=X

marked
where

off

e is

(a?)

<t>

(>

e
bounded by the lines y
) ~h
an arbitrarily small positive quantity,
<(#

FIG.

an interval

8,

(.*

when x

.T

O -(-

8), 8

^>

0,

can then always be found such

within this interval,


will lie within this belt.
These conditions can be expressed in the following form
that,

lies

<f>(x)

*(*o)

<

<t>

(x)

<

4>Oo)

e,

<

*
<

+ 8;

CONTINUITY, INTEGRATION, DIFFERENTIATION.

37.

53

or

A simple sufficient condition that

+ U, O) +

U (X)

represent a continuous function

THEOREM

1.

V (x)

is

series

the series of continuous functions

.....

given by the following theorem.

is

If

+u

.....

(x)

<

<

ft

of continuous functions convergent throughout the interval

f (x) represented by this series will be con


(a, /3),
tinuous throughout this interval, if a set of positive numbers,
Q
2
independent of x, can be found such that
then the function

.....

M^

1)

u n (x)

=0,1, i, .....

.....

+ M, + M, +

3/

2)

it

a<x<p,

\<Mn

a convergent series.
We have to show that, x being any point of the interval, if a posi
tive quantity e be chosen at pleasure, then a second positive quantity
8 can be so determined that
is

()

/)

\f(x)
Let
s n (x)

u (x)

f(x)

s
\

if

+ U! (x)

will

n( x)

/(ar

(x)

\x

<r

+;+

/()=:.(*).+

Then

We

e
<

(x

|<8.

_!

(aj),

*.(*)
}

rn (x ).

rn (x)

show that the absolute value of each of the


sn (x
o)\,

chosen and

x
|

M (

:tl

XQ

)j

r n ( xo) is

less

From

8.
\

<^

tlian

this

if

quantities

is

F
properly
follows that the absolute
*,

value of f(x)
f(%o) is less than e; hence the proposition.
Let the remainder in the Jtf-series be denoted by n

and

let

n be so chosen that

<^

^e,

and then held

fast.

Then,

since

UW
it

^n,

follows that
I

<
I

The

(*)

absolute value of a quantity

<

shall

R.

from now on be denoted by

.
\

54
for

CONTINUITY, INTEGRATION, DIFFERENTIATION.


all

37,38.

values of x at once,* or
I

rn (x)

Kit-,

a<x<p.

sn
(x) is the sum of a fixed number of continuous functions,
a continuous function and hence 8 can be so chosen that

Since
it is

*()

Kit,

*(so)

a>-3

|<s.

Hence

and the theorem

is

proved.

Show

Exercise.

that the series

since

sin3#

"I*"

~~32

sin5cc
I

52

converges and represents a continuous function.

38. The general test for continuity


power series

just obtained

can be applied

at once to

THEOREM

2.
power series represents a continuous function
interval of convergence.
The function may however be
discontinuous on the boundary of the interval.

within

come

its

Let the

series

be

convergent when

+a

f(x)

<^

<^

a 2 x2

-\-

and

.....
,

let (a, /?)

be any interval con

tained in the interval of convergence, neither extremity coinciding


with an extremity of that interval.
Let
be chosen greater than
either of the quantities
a
less
but
than r. Then
(3

and the

<*

|<

X-,

a<x<(3;

series

a
|

converges.

Hence

if

a,

we

X+

Theorem

1 will

continuous throughout the interval

By

a2

X + .....
2

set

J.=
the conditions of

.!*,
be satisfied and therefore f(x)

is

(a, /?).

the aid of this theorem the following theorem can be readily

proved.
* It is
just at this point that the restriction on a convergent series of con
tinuous functions, which the theorem imposes, comes into play. Without this
restriction this proof would be impossible and in fact, as has already been

pointed out, the theorem

is

not always true.

55

CONTINUITY, INTEGRATION, DIFFERENTIATION.

38.

THEOREM. If a power series vanishes for


a certain interval about the point x

+ a^x + a

a2

values of x lying in

all

.....

I
<

<

then each coefficient vanishes:

First put x

0,

0,

then a

.....

and the above equation can be

written in the form

=
From

this equation

x (a l

satisfied

=j=

a2 x

al

-{-

.....

.....

but it does not follow that this last equation is


=. 0, and therefore a l cannot be shown to vanish by
here as in the previous case.
Theorem 2 furnishes a
;

when x

/!()
since /j (x)

is

=a +a
1

lim /! (x)

But

lim
x

/i

Let

difficulty.
2

.....
a;+

by that theorem a continuous function of x


x

By

az x

putting x
convenient means of meeting this

Then

-j-

follows that

it

=
provided x

-\-

(x)

=Q

./I

(0)

a,

a x =:

.-.

repeating this reasoning each of the subsequent coefficients can


0, and thus the theorem is established.

be shown to be

If two power series have the same value for

COROLLARY.

values of x in an interval about the point x


are respectively equal:

=&

&i,

all

0, their coefficients

etc.

Transpose one sei-ies to the other side of the equation and the
proof is at once obvious.

The Determination of the Coefficients c. It was shown in


quotient of two power series can be represented

that the

power

By

36
as a

series.

the aid of the theorems of this paragraph a more convenient


of determining the coefficients c can be established.

mode

each side of the equation by the denominator series

Multiply

56

CONTINUITY, INTEGRATION, DIFFERENTIATION.

=. a

c -f- (^i c -f-

Hence

Ci)

ac

x -\- (a 2 c

-)-

%c

-|-

38

c<

c2

simple mode of solving these equations for the successive c s is


furnished by the rule of elementary algebra for dividing one poly
nomial by another.
Quotient:

a 3 ^8

fl

(&o-

a2 c

(& 2

ajCi

c2

)a?

+(6

a3

a2 cl

c-

a^)x^-\-

etc.

The equations determining


the

first

the c s are precisely the condition that

term in the remainder shall vanish each time.

For example,

to develop tan

aj,

divide the series for sin x

by the

series for cos x.


Quotient:

/y

_i_ 1 /^3 _j_ J2_


1
3
I

15

I
I

*
X

T5^

etc.

Hence
tan x

This method
lary,

is

-\-

s
$x

-\-

5
2
T ^- x

-\-

applicable even to the case treated in the corol

36.

Exercise.

Develop

+x+x

csc

aj

CONTINUITY, INTEGRATION, DIFFERENTIATION.

39.

57

39. The Integration of Series Term by Term. Let the continuous


function f(x) be represented by an infinite series of continuous func
tions convergent throughout the interval (a, ft)
:

u 9 (x)

The problem

is this

f(x)

given by

+ Ul

(x)

i.

e. to

<

<

(3.

(A)

when

the integral of f(x) will be


of
the terms on the right of
integrals

to determine

the series of the

equation (A)

.....

determine when
f

C *u

(x )dx

(B)

i) a

The right hand


a true equation.
the term by term integral of the ?<-series.

will be

member

of (J5)

is

called

Let

Then

r&

r&

(*B
I

f(x)dx=

sn

(x)dx-\-

tja

tJ a.

f(x)dx= Pu,(x)dx+ Pu,(x)dx+


e/a

rn

(x)dx

tJ a.

.....

t/a

+e/aPu

_ l (x)dx

(*B

+t/a
Hence
isthat

the necessary

and

r (x)dx.
lt

sufficient condition that

^^^ Jaf

is

a true equation

r.OOdtes-O.

To

obtain a test for determining


plot the curve

rn

FIG.

The

(B)

lim

when

this condition is satisfied,

9.

area under this curve will represent


geometrically
r n (x)dx.

58

CONTINUITY, INTEGRATION, DIFFERENTIATION.

Draw lines

through the highest and lowest points of the curve parallel


The distance p n of the more remote of these lines

to the ie-axis.

from the

maximum

aj-axis is the

value that

r n (x)

attains in the

a belt bounded by the lines y


p a and y
p
the curve lies wholly within this belt and the absolute value of

interval.-

Then

Lay

off

tl

the area under the curve cannot exceed the area of the rectangle
bounded by the line y
This area will converge
p n or (ft
a) p n
as its limit if *
toward

lim

and thus we
if

(B)

we

have a

shall

tl

0,

QO

sufficient condition for the truth of

establish a sufficient condition that the

maximum

equation
value p n

in the interval (a, ft) approaches


rn (x)
when n
Now
GO
in the proof of Theorem 1 that if the series (A) satisfies the
conditions of that theorem,

of

we saw

r n (x)

<
|

HJ

<

<

Hence any such

Let the

arise in ordinary practice.

f(x)dx

c$P
/

ya

t/a

test be

most of the cases that

formulated as follows.

>

Ul

(x)dx+

t/a

a true equation, if a set ofpositive numbers


independent of x, can be found such that
|

u n (x)

<
|

3/

2)
is

i. e.

CP

(x)dx+

will be

1)

0.

oo

Series (A) can always be integrated term by term,

3.

r$P
I

can be integrated term by term and we have

series

in this result a test sufficiently general for

THEOREM

R =

lim

ft,

<

<

ft,

M\,

0, 1, 2,

.,

+ M + Mt+

a convergent

series.

The form

which the

been deduced is restricted to real


But the theorem itself is equally appli
complex variables and functions. It is desirable therefore
in

test has

functions of a real variable.


cable to

to give a proof that applies at once to both cases.


*

This condition

restrictions

is

not satisfied by

hitherto imposed on (A).

all

series that are subject

Not every

series

merely

to the

of this sort can be

See an article by the author A Geometrical Method


Treatment of Uniform Convergence and Certain Double Limits, Bul
letin of the Amer. Math. Soc., 2d ser., vol. iii, Nov. 1896, where examples of
series that cannot be integrated term by term are given and the nature of such
series is discussed by the aid of graphical methods.
integrated term by term.

for

the

Keeping the notation used above, the

CP

CP
I

Ja

59

CONTINUITY, INTEGRATION, DIFFERENTIATION.

39, 40.

f(x)dx

CP

(x)dx+

relation

+JaCP u _

u l (x)dx-\-

Jo.

Jo.

+ JCP r
I

(x)dx

(x)dx

holds and the proof of the theorem turns on showing that the
hypotheses are sufficient to enable us to infer that

still

Then

it

Rn

37 by

Let the remainder of the Jf-series be denoted as in

follows, as in that paragraph, that

r n (x)

<
\

Now
/fl

/fl

rn

Ja

(x)dx

<

Ja

dx

rn (x)

<

n l

the second integral being extended along the same path as the first,
and I denoting the length of the path. But lim (R n l)
hence

when n

(x)dx converges toward

rn

oo

and the proof

is

i/a

complete.

of

40. We proceed now to apply the above


some of the more common forms of series.

test to the integration

A power series

First Application: Power Series.


term by term throughout any interval

of convergence and not reaching out

Let the

series

let

a
|

|/8
I

and

if

a^x

X be chosen greater than


,

we

can be integrated

contained in the interval

to the extremities

of this interval:

be written in the form

f(x)

and

(a, /3)

but less than

<

\a n

set
|

+a

^2

the greater of the two quantities

Then

r.

X",

a<x</3,

an

X =M
1

the conditions of the test will be satisfied.

CONTINUITY, INTEGRATION, DIFFERENTIATION.

60
Ill

particular

C* h

+a

a h

Joo
when x

If

40.

then h

r or

may be

h2

+a

h3

.....

li
|

<

the series for f(x) converges absolutely,


r.
If however the series for

?*,

taken equal to r or

r or
r, it
f(x) does not converge absolutely or diverges when x
may nevertheless happen that the integral series converges when
r or
r.
In this case the value of the integral series will still
h

Thus

be the integral of f(x).

+ x~
diverges when x =

the series

holds

still

when h

The proof

but the equation

of this theorem will be omitted.

Let
be
Second Application : Series of Poicers of a Function.
a continuous function of x and let its maximum and minimum values
<(#)

between

lie

converge when

and

r
<^

\x\

when a

Then

r.

the series

<^

can be integrated term by term from a

Let the power series

ft.

to ft

ft

t/a

f(x)-d=a9 f^dx+ai
e/a
t/a

For

P<t>(x)dx

if

value of

Y be so taken that

greater than the numerically greatest


<

tw
+ |i ^+

i)

2)

converges

it is

(x) in the interval a

<

and

if

we

<C

but less than

)8,

r-,

<

|"

set

an

Y
|

the conditions of the test will be satisfied.


Thus the integrations of
24, 25 are justified.

r,

then

CONTINUITY, INTEGRATION, DIFFERENTIATION.

40, 41.

Third Application.

If the function

+
satisfy the

!?/

same conditions as

2?/

+ a^(x)

a ^(x)

the series

<f>(x)

.....

in the preceding theorem

any continuous function of x, then


f(x)

and

<fr(x)

61

and

if

\ff(x)

is

the series

+ a^(x)

O(V>P

.....

can be integrated term by term.


The method of proof has been so fully illustrated in the two pre
ceding applications that the detailed construction of the proof
be left as an exercise to the student.

This theorem

Cauchy

needed in the deduction of Taylor

is

may

Theorem from

s Integral.
I.

Examples.

Compute
/

x*e~ x dx,

2.

Show

-v/

sin a? da?.

t/O

J"!

that

X5
.

Hitherto the limits of integration have always been the limits of


the interval considered, a and j3.
It becomes evident on a little
reflection that if

the interval

(a, (3)

For,

all

any other

<

limits of integration,

are taken,

<

Theorem

still

ft,

<

aj

a;,

hold

<

lying within

ft.

the conditions of the test will hold for the interval

they hold for the interval

throughout the interval

any point of

(a?

x)

(a, ft).

Then

Term

by Term.

the derivative

the interval by the series

Let the function

f (x)

ivill

of the derivatives

be given

provided the series of the derivatives

u
satisfies the conditions

(x)

if

(a, ft).

41. The Differentiation of Series


f(x) be represented by the series :

at

3 will

+u

(x)+

.....

of Theorem 1 throughout the interval

(a, ft)

CONTINUITY, INTEGRATION, DIFFERENTIATION.

62
Let the

We

be denoted by

latter series

<

41.

(a;)

wish to prove that

^(x)=f
By Theorem

the function

Theorem

<j>(x)dx

2 the series

+ Jo.

u (x)dx

ul(

t/a

.....

+
W +
= /(*)-/().

MO()}

{<>(*)

r*x

f*x

f*x
\

Jo.

represented by the ^i -series is con


can be integrated term by term

(x)

<f>

tinuous and by

(x).

<X)

Hence, differentiating,

Show

Exercise.

q. e. d.

(x),

4>(x)=f

that the series

cos a?

cos 3

cos 5 a;

a;

~^

~1~

can be differentiated term by term.


By the aid of this general theorem we can

at once

prove the follow

ing theorem.

THEOREM. A power series can be


any point within (but not necessarily
its

term by term at

a point on the boundary of)

interval of convergence.
Let the power series be

+ax+

f(x)

x
|

al

Then we want

-\-

x
|

<^

to prove that

(x

?*,

<^

a,

r
<^

<^

out the interval

r,

3 a 3 x2

-\-

a:

3a 8 a;

converges.

series of the derivatives


if

con

be so chosen that

the conditions of the test will be fulfilled through


can prove this as follows. Let x
X, X).

We

<

r,

(
<

X"
\

a, 1

+2

a,

as-

+8

<^

<^

?%

series

.....

+
a.

r)

The

r.

It will serve as a test-series for the


I

.....

for in that case,

X
+| % \X +\a

series of the derivatives

?*,

<^

2tt g

.....

-\-

if

.....

^3

and form the

be any value of x within the interval


x
be so chosen that
let

show that the

It will be sufficient to

verges when

2^

convergent when

differentiated,

at

convergence of
2

I
|

and

41.
if it

CONTINUITY, INTEGRATION, DIFFERENTIATION.

63

can be shown that

n
from some

an

"~
I

a;

definite point,

J
<

This

m, on.
x
<

\a n

will

tn

be the case

n
>

if

But the expression on the left approaches


when n
oo
for
x
n
is
of
and
less
than
1
the
limit
can
independent
/
therefore be obtained by the usual method for evaluating the limit
Hence the condition that the former series may serve as
oo
0.
test- series is fulfilled and the proof is complete.

From

Exercise.

the formula

obtain by differentiation the developments for


1

1
2

(1

a)

(1

z)

(1

z)

and show that they agree with the corresponding developments given
by the binomial theorem.

APPENDIX.
A FUNDAMENTAL THEOREM REGARDING THE EXISTENCE
OF A LIMIT.
It was shown
when n increases

13 that

in

when p

approaches the limit

And

stated that

is

was
when n

will

approach a

limit.

n.

it

the variable s n approaches a limit

if

indefinitely, then

oo

constant or varies in any wise with

is

conversely, the limit of this expression


no matter how we allow p to vary with n, then sn

if,

This latter theorem

is

important in the theory

however only a special case of a theorem


regarding the existence of a limit, which is of fundamental impor
of infinite series.

It

is

tance in higher analysis.

THEOREM.

Let f(x) be any function of x such that


Urn [/(

)/(")]

when x and
regarded as independent variables,
Then f(x) approaches a limit when x
GO
nite.
05",

We will begin
f(x )

/(#")

by

stating precisely
approaches the limit

both become infi

what we mean by saying that


when x and
regarded as
a?",

is
independent variables, both become infinite. We mean that if
taken as an independent variable that is allowed to increase without

limit

and then, corresponding to any given value of X, the pair of

values (V,
both x and

chosen arbitrarily subject only to the condition that

is
aj")

x"

are greater than

X (or at least as great),

the quantity
In other

as its limit.
then converge towards
/(# )
/(#")
an
small
let
e
denote
words,
positive quantity.
arbitrarily
can be so chosen that *
will

/(a;

We

/(")

proceed

values that

now

<

on any

creasing and approaching the


1, J,

X by Xu X X
2,

e,.

l/i.

set

limit

and

x"

>

X.

e 1? e 2 , e 3 ,

for

steadily de
the values

example
Denote the corresponding values of

Then

>

Let us choose for the successive

to the proof.

to take

is

if

Then

For the notation cf

in general these latter values will


.

foot-note, p. 53.

APPENDIX.
steadily increase, and
do always increase.

we can

Begin by putting e
/f(^
Jf(i\
(x )
(X

Assign to x the value

any case choose them so that they

in

a/
/>

ei

<^

/(XO

e.

^>

^_ ^\i

v"

^>

7?

^Y!.

Then

le

/(XO-/W
i.

65

Cl

<f(x)

for all values of x greater than

|<e l5

</(XO

Cl

The meaning

tion can be illustrated graphically as follows.

of this last rela

Plot the point /(Xj)

Then
on a line and mark the points /(Xj)
^ and f(Xt ) -f- t
the inequalities assert that the point which represents f(x) always
lies within this interval, whose length is 2e^ provided x
lt
.

^>

/j )-i

/PL

/CEjH-4*

/<?*>+*

in

FIG.

10.

e
of this interval by a 1?
Denote the left hand boundary f(X\)
the right hand boundary /(Xj) -|- ^ by ^^
Then, to restate con

cisely the foregoing results,


i

Now

</()

<

/(X

(a)

/(X )

e2

both of these points

in this case, let a 2

other point

/(X )
2

denoted by fa
(c)

val

the value

e2

ai

/(X

2)

/(X )
2

+
lie

/3 2

04

e2

Then

Plot

Mark

three cases can arise

in the interval (a x , fa)

let

the

them be

that/(X2 )

e2

falls outside the inter

be taken coincident with

04

will lie in the interval (a 1? yS^

so near to

lies

denoted by a 2

a2

and

ttl

shall

the

be

in this case, let

other point

e2

Cl

</(x

and /(X2 )
,

ft

denoted respectively by a 2
near to
(6) /(X2 ) lies so
val

Xi

denotes any value of the variable x greater than


/(X2 ) this point lies in the interval (a l5 /5J.

the point

points

>

e2

2)

a;

a?

repeat this step, choosing for

i.e.

where

if

/? 2
e2

/? t

that/(X2 )

e2

falls outside the inter

be taken coincident with


will lie in

the interval (a,, fa)

fa

and

fa

the

shall be

APPENDIX.

66

In each one of these three cases


a2

</(OJ)

<

if

ft

>

a2

ft

2e 2

<

The remainder of the proof is extremely simple. The step just


described at length can be repeated again and again, and we shall
have as the result in the general case the following

*^

if

Now

a.<2e.

consider the set of points that represent a 1? a 2


a,,
in general toward the right as i increases,
.

They advance

never recede toward the

they
but no one of them ever advances

left,

so far to the right as ft.


Hence, by the principle* of
4, they
opproach a limit A. Similar reasoning shows that the points repre
And since
senting ft, ft, ... ft, ... approach a limit B.
<

ft

a,

<

e,

A=

B.
these limits must be equal
From this it follows that f(x) converges toward the
:

same

limit.

For
ft,

,</()<

and

if

when x

nitely at the

*>*;;

increases indefinitely,

we

allow

same time, but not so rapidly as

to increase indefi

to invalidate these in

we see that/(#) is shut in between two variables, a and ft,


each of which approaches the same limit. Hence /(a;) approaches
that limit also, and the theorem is proved.
equalities,

In the theorem

above quoted n

in infinite series

is

the independent

the expression s n+p


variable x, S H the function /(V)
^corre
l thus that theorem is seen to be a
x
an(
to
sponds
f(
/(# )
;

")

The domain of values for


special case of the theorem just proved.
the variable x is in this case the positive integers, 1, 2, 3,
Another application of the present theorem is to the convergence

.....

of a definite integral

when

the upper limit becomes infinite.

f(x)=
Then

/(x )

/(")

= f%
Ja

(a?)

Let

P<l>(x)dx.

dx

C*

Ja

V (x) dx

$ (x) dx.

Jxii

Xx $ (x)dx =
/

This principle was stated, to be sure, in the form S,,t


but it obviously continues to hold if we assume merely that
*

^>

n.

S
,/

if
>

n
5,,

1
^>

n;

when

67

APPENDIX.
as independent variables, both

when x and x \ regarded


finite, the integral

become

in

/oo
<f>(x)dx

s.
The domain of values for the variable x is in this
is convergent.
case all the real quantities greater than a.
In the foregoing theorem it has been assumed that the independent

The theorem can however be

variable x increases without limit.

indefi
readily extended to the case that x decreases algebraically
sides.
nitely or approaches a limit a from either side or from both

In the

case, let

first

y;

in the second, let

a H-y

if

is

always greater than

its limit

let

= a -1

y
if

is

than a.

less

always

Then
f(x)

if

we
<

set

(;y)

theorem when
will
a
and
limit.
hence
approach
Finally, if x
(y)
f(x)
in approaching a assumes values sometimes greater than a and some
times less, we may restrict x first to approaching a from above,

and the function


y

-|- oo

<

(y) satisfies the conditions of the

<f>

secondly from below.

In each of these cases

that f(x) approaches a limit,

it

has just been seen

and since

lim

may now be taken the one above, the other below a,


these two limits must be equal.
are thus led to the following
more general form of statement of the theorem.
where x and

x"

We

THEOREM.

Let f(x) be such a function of x

that,

when x and
regarded as independent variables, approach the limit
a from above or from below or from both sides, or become positively or
Then f(x) approaches a limit when x approaches
negatively infinite.
1

x",

the limit

a from above or from


or negatively infinite.

belotv or

from

both sides, or becomes

68

APPENDIX.

A TABLE OF THE MORE IMPORTANT FORMULAS.


The heavy

line indicates the region of convergence.

- = +x+ + +
1

JL>

1,5^x H

101

bx

-\

x*

x*

a2

b*
=

a3

xz

+a
.

.....

X B,
r

101

1-2

(1+x)

_ 2x + 3x

1-2-3

= a numerically.
.

,,

APPENDIX.

Vi

11-31T +

= +oX +
1

tf

69

X*

/v.2
~
*

X4

2^4

2-4-6

=
o

sin

a?

=x

a;

3
,

x*

-j-

2!

-3

/y.4

"

e*

3- 5

101
o

4!
o

6!

rt6
*

APPENDIX.

70

sec x

= +

J X*

101
xs

2 3

ic

+ ^a

3 x5

^ 2^~4

2-4-6 7

101
x5

a^

________f_

(a;

r-V

Jo

5 x1

""

5~

APPENDIX.

71

For small values of x the following equations are approximately


correct.

/(a

)==./(>

+ / (a)

=
Vi +
If

a;,

y, 2, 10,

+ x)
(1 + x)

(1

are

all

= +x+y+z+

+ y) (1 + z)
(1 + y)
_
x

A a;

numerically small, then, approximately,


1

(1

sin

2*

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