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∞
X
• for |x| > R, the power series an xn diverges;
n=0
• for |x| = R, the power series may converge or diverge. But we will mostly
ignore what happens at the end points of the interval of convergence.
Examples:
∞
X
2 3
• Geometric series: 1 + x + x + x + · · · = xn , radius of convergence is 1.
n=0
N
X
• Polynomials: a0 + a1 x + a2 x2 + · · · aN xN = an xn , radius of convergence
n=0
∞. In other words, the sum converges for all x.
1
Finding the radius of convergence
∞
X
Given a power series an xn , the ratio test implies that the power series converges
n=0
if
an+1 xn+1
an+1
lim = lim |x| < 1.
n→∞ an xn n→∞ an
There are 3 possibilities:
Example
∞ n
X
n n
2 1 1
Consider 2 x , then lim n+1 = =⇒ R= .
n→∞ 2 2 2
n=0
2
Root test for radius of convergence
∞
X
Given a power series an xn , the root test implies that the power series converges
n=0
if p p
n
lim |an xn | = lim n |an ||x| < 1.
n→∞ n→∞
Example
∞
X p
Consider 2n xn , then lim n
|2n xn | = 2|x| < 1 when |x| < 21 . This implies that
n→∞
n=0
the radius of convergence is R = 12 .
∞ ∞
d X X
• The derivative an x n = n an xn−1 also converges for |x| < A.
dx n=0 n=1
∞
! ∞
xn+1
Z X X
n
• The integral an x dx = c + an also converges for |x| < A.
n=0 n=0
n+1
Note that c is the constant of integration.
3
∞
X
Consider another power series bn xn , which converges for |x| < B.
n=0
∞
! ∞
! ∞
X X X
• If A 6= B, then an x n ± bn x n = (an ± bn )xn converges for
n=0 n=0 n=0
|x| < min(A, B).
∞
! ∞
! ∞
X X X
• If A = B , then an x n ± bn x n = (an ± bn )xn has a radius
n=0 n=0 n=0
of convergence which is at least A, but it could have a larger radius of
convergence.
Taylor’s formula
Recall that n! = n(n − 1)(n − 2) · · · (3)(2)(1) for all integers n ≥ 1 .
We define 0! = 1 . This is a very valuable convention that simplifies many
formulas.
Taylor’s formula says that
x2 x3
f (x) = f (0) + f 0 (0)x + f 00 (0)+ f 000 (0) + · · ·
2 6
0 00 000
f (0) 0 f (0) f (0) 2 f (0) 3
= x + x+ x + x + ···
0! 1! 2! 3!
∞
X f (n) (0) n
= x
n=0
n!
when |x| < R where R is the radius of convergence of the power series above.
The power series in Taylor’s formula is called the Taylor series of f (x) .
Important examples
∞
X xn x2 x3
• ex = = 1+x+ + + ···
n=0
n! 2! 3!
∞
X (−1)n x2n+1 x3 x 5
• sin x = = x− + + ···
n=0
(2n + 1)! 3! 5!
∞
X (−1)n x2n x2 x4
• cos x = = 1− + + ···
n=0
(2n)! 2! 4!
4
We will use Taylor’s formula to derive the series for sin(x) and cos(x) on the
next page.
Notice that the factorial appears in the denominator of all terms in all three
power series above.
Using the Taylor series of ex , we find a formula for the number e as the rapidly
converging series:
∞
X 1
e= .
n=0
n!
5
• The product of the two power series converges for |x| < min(A, B), but it
could have a larger radius of convergence.
where F (x), G(x), H(x) are all power series, then we can find F (x) by solving
the following equation of power series degree by degree:
F (x)H(x) = G(x).
The radius of convergence of F (x) is more difficult to track, since F (x) di-
verges whenever H(x) = 0 and G(x) 6= 0.
If the radius of convergence of the power series f (x) is R, then the power
series f (p(x)) converges whenever |p(x)| < R .
Error function
Recall the error function is defined by the following integral formula:
Z x
2 2
erf(x) = √ e−t dt,
π 0
and cannot be expressed in terms of functions that we already know with algebraic
operations such that addition and multiplication.
6
2
To obtain the Taylor series of the error function, we replace the integrand e−t
with its Taylor series:
Z x
2 2
erf(x) = √ e−t dt
π 0
∞
Z x X !
2 (−1)n t2n
=√ dt
π 0 n=0
n!
∞
!
2 X (−1)n x2n+1
=√ .
π n=0 (2n + 1)n!
Taylor polynomials
If the Taylor series of f (x) is
f (x) = a0 + a1 x + a2 x2 + a3 x3 + · · · (for |x| < R),
then the polynomial
Pn (x) = a0 + a1 x + a2 x2 + a3 x3 + · · · an xn
is called the Taylor polynomial of degree n of f (x). In other words, a Taylor
polynomial is the polynomial obtained by truncating the Taylor series to degree
n.
The degree n Taylor polynomial Pn (x) is the best fit degree n polynomial of
f (x) at x = 0, in the sense that
dk dk
P n (x) = f (x) for 0 < k ≤ n.
dxk dxk
x=0
Hence, the degree 1 and degree 2 Taylor polynomials for f (x), are the linear and
quadratic approximations of f (x) respectively.
7
Taylor remainder theorem
Suppose the Taylor series of f (x) is
f (x) = a0 + a1 x + a2 x2 + a3 x3 + · · · for |x| < R,
and let Pn (x) be the degree n Taylor polynomial of f (x):
Pn (x) = a0 + a1 x + a2 x2 + · · · + an xn .
Then, for any |x| < R,
• if f (x), is n + 1 times differentiable on the open interval (0, x), that is,
f (n+1) (x) and all lower derivatives f exist on (0, x), and
• if f (n) is continuous on the closed interval [0, x],
then there is a number c in (0, x) such that
f (n+1) (c) n+1
f (x) − Pn (x) = x .
(n + 1)!
This is the Taylor remainder theorem.
Note that the n = 0 case is the Mean Value Theorem (MVT). As in the MVT,
we do not know exactly where c is.
Nevertheless, we can use the Taylor remainder theorem to find upper bounds
on the error caused by approximating a function by a Taylor polynomial.
Then
∞
X g (n) (0)
f (t + a) = g(t) = tn (|t| < R)
n=0
n!
∞
X f (n) (a)
= tn (|t| < R).
n=0
n!
8
Now let x = t + a. In terms of x, the above formula becomes
∞
X f (n) (a)
f (x) = (x − a)n (|x − a| < R).
n=0
n!