|
Series are a natural continuation of our study of functions. In the previous chapter we found how 9 P' |) k& Y4 N
to approximate our elementary functions by polynomials, with a certain error term. Conversely, one can define arbitrary functions by giving a series for them. We shall see how in the sections below.
/ e: D! X% w- ], ]! z- d, w! R5 |3 A* h In practice, very few tests are used to determine convergence of series. Essentially, the comparision test is the most frequent. Furthermore, the most important series are those which converge absolutely. Thus we shall put greater emphasis on these. ; [ a+ h$ s) U
" M; F9 h2 [& d8 R* X5 J" y1 V5 d: l2 ^% k. _5 f9 ^( w
" W' ?1 A9 _7 ?) _0 n! [0 n5 {
8 E7 L8 n0 ]2 _+ h& F" h+ \ Convergent Series
/ _2 s% W# q& p: }9 D, q
( V- T7 v. R, g" } y
+ z7 x: L; ^9 W$ X* L: ` 5 r; @; i* S, X! A _/ y, M4 q: R s
Suppose that we are given a sequcnce of numbers
' k/ J( L3 P; ^; j& Ua1,a2,a3… 2 m( K1 U7 }; K' L' b' r
i.e. we are given a number an, for each integer n>1.We form the sums 7 S/ E0 e2 h) A- r
Sn=a1+a2+…+an 8 `6 _7 t, A( [) u3 o( z
* ?) _- c$ H4 ]; t' B4 p) D 2 s0 U& w( r2 L1 D
It would be meaningless to form an infinite sum 9 z4 o- s; A: u' e' D
a1+a2+a3+…
2 S* s- Y; ?+ I, G9 Z+ obecause we do not know how to add infinitely many numbers. However, if our sums Sn approach a limit as n becomes large, then we say that the sum of our sequence converges, and we now define its sum to be that limit.
$ S1 T: ]2 G: |& G- i, m The symbols
/ T6 D+ ?1 b8 m9 m∑a=1 ∞ an
" z% p, H) p* g2 z- |) D, f" s
! z" A. T) a! Q' `
* P3 S2 R5 j; d) H- m will be called a series. We shall say that the series converges if the sums approach a limit as n becomes large. Otherwise, we say that it does not converge, or diverges. If the seriers converges, we say that the value of the series is 7 I; c+ M! K% B* m8 ]$ ~' R* B
∑a=1∞=lima→∞Sn=lima→∞(a1+a2+…+an)
! \# f7 J% o1 y# ]2 N% ` vIn view of the fact that the limit of a sum is the sum of the limits, and other standard properties of limits, we get:
8 i5 ^# W' z) [! o yTHEOREM 1. Let{ an }and { bn }(n=1,2,…)
4 F$ l5 T7 m8 x# kbe two sequences and assume that the series 5 D% v( i" ]8 T; A% A
∑a=1 ∞ an∑a=1∞ bn # b0 W9 |1 H, E' X
6 T) n( X! p2 E) |' Y7 J6 D' \
/ \1 r: s! N7 f2 g1 H" ~- G
converge. Then ∑a=1∞(an + bn ) also converges, and is equal to the sum of the two series. If c is a number, then
+ \' Z3 J; \4 @: `* I8 `6 @- E∑ a=1∞c an =c∑a=1 ∞an 2 l4 V. @( j- W1 G E
& d0 [& ]% q& W! Z 3 Z) ^3 P$ O, t% j5 ]+ {
Finally, if sn=a1+a2+…+an and tn=b1+b2+…+bn then
5 i+ V# B) q9 \ ∑a=1∞an ∑ a=1∞bn=lima→∞ sn tn ! X! I7 e C+ ?' k5 B8 ^# `- ~6 V
In particular, series can be added term by term. Of course , they cannot be multiplied term by term. " M6 U6 h# G y4 E
We also observe that a similar theorem holds for the difference of two series. " v/ A! _# Q( s0 O. Y
If a series ∑an converges, then the numbers an must approach 0 as n becomes large. However, there are examples of sequences {an} for which the series does not converge, and yet lima→∞an=0
6 \% |; J. I0 C4 \$ X* a+ q( h+ K; @4 E; u, i K6 |! a
7 L/ V2 V/ l6 t/ r" M
( c3 E+ G& F. u! O. L9 P B Series with Positive Terms
; |4 g3 I! z% m2 b+ H) r/ p0 R; z' T0 B5 F* N# l6 g
" W1 o, u" i- U% Z$ O" E 1 w( ]& T- }0 ?, D
Throughout this section, we shall assume that our numbers an are > 0. Then the partial sums 9 h3 @: _' E) I& o }
Sn=a1+a2+…+an 8 `& Q8 Y& v6 s e+ T
are increasing, i.e.
+ d0 l: w# ^5 g; e7 I% Gs1<s2 <s3<…<sn<sn+1<…
6 V) [8 e4 N) H( b9 EIf they are approach a limit at all, they cannot become arbitrarily large. Thus in that case there is a number B such that
( P' [( H: i7 c& v- W Sn< B
( v; _9 z7 S K+ {) \2 E ~, Ofor all n. The collection of numbers {sn} has therefore a least upper bound ,i.e. there is a smallest number S such that " i) V" v6 g7 V3 A# R) p
sn<S
Q. o1 {% u) \" U, m3 Mfor all n. In that case , the partial sums sn approach S as a limit. In other words, given any positive number ε>0, we have
( `1 W7 L6 W1 q) |& HS –ε< sn < S
: x9 w( ^3 B( h7 Y9 Y0 Zfor all n .sufficiently large. This simply expresses the fact that S is the least of all upper bounds for our collection of numbers sn. We express this as a theorem.
' D3 r; h. N2 N, y5 B/ g4 S% B/ oTHEOREM 2. Let{an}(n=1,2,…)be a sequence of numbers>0 and let ) W+ \; Z. A4 v$ G" v ^" Q7 X
Sn=a1+a2+…+an
% B U3 J9 y8 ]& `" u3 X ?3 nIf the sequence of numbers {sn} is bounded, then it approaches a limit S , which is its least upper bound. " b! C$ Q. `, Y. }
Theorem 3 gives us a very useful criterion to determine when a series with positive terms converges:
) _% ]- D' C$ S% g( F$ ~: ATHEOREM 3. Let∑a=1∞an and∑a=1∞ bn be two series , with an>0 for all n and bn>0 for all n. Assume that there is a number c such that
# J+ b' o! d% A$ k" ?; b8 n" B$ O( x/ c an< c bn
0 i7 I2 S, z; c2 S% b* K5 Bfor all n, and that∑a=1∞bn converges. Then ∑a=1∞ an converges, and
& p4 j+ Y! W, Z/ F∑a=1∞an ≤ c∑a=1∞bn % k! H% |. q4 `
PROOF. We have 4 o1 l- |7 ~: G. D1 `' ]* M
a1+…+an≤cb1+…+cbn " |8 G& ?- W/ ^) y& o8 D Q
=c(b1+…+bn)≤ c∑a=1∞bn
' E' }% _. A" |3 x8 O+ dThis means that c∑a=1∞bn is a bound for the partial sums a1+…+an.The least upper bound of these sums is therefore ≤ c∑a=1∞bn, thereby proving our theorem.
7 B" e1 n# M* RDifferentiation and Intergration of Power Series. 8 i0 s, W, \9 e8 I' I! V/ l% @) Q
If we have a polynomial - V/ ~# ^. V; }+ R8 @6 _+ G
a0+a1x+…+anxn
# L' I. h2 @2 w0 H7 H8 }with numbers a0,a1,…,an as coefficients, then we know how to find its derivative. It is a1+2a2x+…+nanxn–1. We would like to say that the derivative of a series can be taken in the same way, and that the derivative converges whenever the series does. % q) j4 G0 @6 a" t6 {9 l
THEOREM 4. Let r be a number >0 and let ∑anxn be a series which converges absolutely for ∣x∣<r. Then the series ∑nanxn-1 also converges absolutely for∣x∣<r. / F/ f( J( e: g' }, K Q' u. y4 w
A similar result holds for integration, but trivially. Indeed, if we have a series ∑a=1∞anxn which converges absolutely for ∣x∣<r, then the series . l% ~2 s4 w, h0 W4 g# G; U
∑a=1∞an/n+1 xn+1=x∑a=1∞anxn ∕n+1
* J+ N1 r. J7 I% L8 `; T+ ?5 Dhas terms whose absolute value is smaller than in the original series.
1 ^7 q) `) h. z4 E" z; i' U The preceding result can be expressed by saying that an absolutely convergent series can be integrated and differentiated term by term and and still yields an absolutely convergent power series.
5 q* y9 `8 p5 T- X9 H" QIt is natural to expect that if
! Z# J9 E" d4 h/ ? f (x)=∑a=1∞anxn,
- z# N% q3 u' R! X7 wthen f is differentiable and its derivative is given by differentiating the series term by term. The next theorem proves this. & F6 O' T5 M: E# `
THEOREM 5. Let % b5 @3 F3 P1 V' f/ q
f (x)=∑a=1∞ anxn
: T4 S( D- l% A3 j2 A6 G. \be a power series, which converges absolutely for∣x∣<r. Then f is differentiable for ∣x∣<r, and & a" T6 W6 j2 s$ p- C/ i1 o
f′(x)=∑a=1∞nanxn-1.
9 z+ { T, q# A9 L7 N' r6 E1 A THEOREM 6. Let f (x)=∑a=1∞anxn be a power series, which converges absolutely for ∣x∣<r. Then the relation : W) ^6 w' j# Z3 w! Q$ E
∫f (x)d x=∑a=1∞anxn+1∕n+1
4 Z9 Z4 t1 Q& z8 Z/ ?4 Z+ O. Bis valid in the interval ∣x∣<r. 5 _3 w# \% i" W: n- x
We omit the proofs of theorems 4,5 and 6.
7 w4 S- F2 v; I8 ]) l2 a/ n. o7 `$ T5 O
. S) X7 S/ F g& F& T7 w
|