Chapter 4: Power Series Solutions

4.1 Introduction
𝑑𝑦
+𝑦 =0
𝑑𝑥
∞

𝑦 𝑥 = ෍ 𝑎𝑛 𝑥 𝑛 = 𝑎0 + 𝑎1𝑥 + 𝑎2𝑥 2 + ⋯
0
𝑑𝑦 𝑑
= 𝑎0 + 𝑎1𝑥 + 𝑎2𝑥 2 + ⋯ = 𝑎1 + 2𝑎2𝑥 + 3𝑎3𝑥 2 + ⋯
𝑑𝑥 𝑑𝑥
𝑑𝑦
+ 𝑦 = 𝑎1 + 2𝑎2𝑥 + 3𝑎3𝑥 2 + ⋯ + 𝑎0 + 𝑎1𝑥 + 𝑎2𝑥 2 + ⋯ = 0
𝑑𝑥
𝑑𝑦
+ 𝑦 = 𝑎1 + 𝑎0 + 2𝑎2 + 𝑎1 𝑥 + 3𝑎3 + 𝑎2 𝑥 2 + ⋯ = 0
𝑑𝑥 2
𝑑𝑦
+ 𝑦 = 𝑎1 + 2𝑎2𝑥 + 3𝑎3𝑥 2 + ⋯ + 𝑎0 + 𝑎1𝑥 + 𝑎2𝑥 2 + ⋯ = 0
𝑑𝑥

𝑑𝑦
+ 𝑦 = 𝑎1 + 𝑎0 + 2𝑎2 + 𝑎1 𝑥 + 3𝑎3 + 𝑎2 𝑥 2 + ⋯ = 0
𝑑𝑥

𝑎1 = −𝑎0

𝑎2 = −𝑎1/2 = − (−𝑎0)/2 = 𝑎0/2

𝑎3 = −𝑎2/3 = −(𝑎0/2) /3 = − 𝑎0/6

1 2 1
y (x) = 𝑎0( 1− x + 𝑥 − 𝑥3 + ⋯ )
2 6 3
questions

𝑑 𝑑
෍ 𝑎𝑛 𝑥 = ෍ (𝑎𝑛 𝑥 𝑛 )
𝑛
𝑑𝑥 𝑑𝑥

෍ 𝐴𝑛 + ෍ 𝐵𝑛 = ෍(𝐴𝑛 + 𝐵𝑛 )

෍ 𝐴𝑛 𝑥 𝑛 = ෍ 𝐵𝑛 𝑥 𝑛

4
 4.2 Power Series Solutions
∞

෍ 𝑎𝑘 = 𝑎1 + 𝑎2 + ⋯ + 𝑎𝑁
𝑘=1
∞

෍ 𝑎𝑘 = 𝑎1 + 𝑎2 + 𝑎3 + ⋯
𝑘=1
∞

෍(−1)𝑘−1 = 1 − 1 + 1 − 1 + ⋯
1

෍(−1)𝑘−1 = 1 − 1 + 1 − 1 + ⋯ = 0 + 0 + ⋯ = 0?
1

෍(−1)𝑘−1 = 1 − 1 − 1 − 1 − 1 − ⋯ = 1 − 0 − 0 … = 1?
5
1
∞

෍ 𝑎𝑘 = 𝑎1 + 𝑎2 + 𝑎3 + ⋯
𝑘=1
𝑠1 = 𝑎1
𝑠2 = 𝑎1 + 𝑎2

𝑠3 = 𝑎1 + 𝑎2 + 𝑎3
𝑛

𝑠𝑛 = ෍ 𝑎𝑘
𝑘=1

∞ 𝑛

If ෍ 𝑎𝑘 ≡ lim ෍ 𝑎𝑘 = lim 𝑠𝑛 = 𝑠
𝑛→∞ 𝑛→∞ then, series is convergent and
𝑘=1 𝑘=1
converges to s; otherwise, it is
Ordinary convergence divergent 6
Theorem 4.2.1 Cauchy Convergence Theorem
An infinite series is convergent if and only if its sequence of partial sums 𝑠𝑛 is a
Cauchy sequence – that is, if to each 𝜀 > 0 (no matter how small) there
corresponds an integer N(𝜀) such that |𝑠𝑚 − 𝑠𝑛 | < ε for all m and n greater than
N.

A Cauchy Sequence of real numbers an: if ∀ϵ > 0 there exists an N ∈ N such

that if m, n ≥ N then ∣an−am∣ < ϵ
Every convergent sequence of real numbers is Cauchy, and every Cauchy
sequence of real numbers is bounded
Cauchy Convergence Criterion (Theorem): If an is a sequence of real
numbers, then an is convergent if and only if an is a Cauchy sequence
The Cauchy Convergence Criterion allows us to determine if a sequence of
real numbers is convergent regardless of knowing its limit
7
 𝑛

𝑦 𝑥 = ෍ 𝑎𝑛 (𝑥 − 𝑥0)𝑛 = 𝑎0 + 𝑎1 𝑥 − 𝑥0 + 𝑎2(𝑥 − 𝑥0)2 + ⋯ , (6)

0
Theorem 4.2.2 Interval of Convergence of Power Series
1) The power series (6) converges at 𝑥 = 𝑥0.
2) If it converges at other points, then those points necessarily comprise an
interval |𝑥 − 𝑥0| < 𝑅 centered at x0 and, possibly, one or both endpoints of that
interval (Fig. 1), where R can be determined (vide infra)

8
diverge converge diverge

𝑥0 − 𝑅 𝑥0 𝑥0 + 𝑅

R R

Figure 1. Interval of convergence of power series

9
 𝑛

𝑓 𝑥 = ෍ 𝑎𝑛 (𝑥 − 𝑥0)𝑛 = 𝑎0 + 𝑎1 𝑥 − 𝑥0 + 𝑎2(𝑥 − 𝑥0)2 + ⋯ , (6)

0

… R can be determined from either of these formulas:

𝟏 𝟏
𝑹= 𝒂𝒏+𝟏 or R= if the limits in the denominators
(7a,b) 𝒍𝒊𝒎 𝒍𝒊𝒎
𝒏
𝒂𝒏
𝒏→∞ 𝒂𝒏 𝒏→∞ exists and are not zero.
If those limits are zero, then (6) converges for all 𝒙, and R = ∞
If the limits are ∞, then R = 0 and (6) converges only at 𝒙𝒐
|x –xo| < R = interval of convergence
R = radius of convergence
If a PS converges to a function f on same
interval, the PS represents f on that interval
f = sum function 11
Example 1
∞

෍ 𝑛! 𝑥 𝑛
0

𝑎𝑛 = n!

𝑥0 = 0

𝑛+1 !
𝑅 = 1/ lim = 1/ lim 𝑛 + 1 = 1/∞ = 0
𝑛→∞ 𝑛! 𝑛→∞

converges only at 𝑥 = 𝑥0 = 0
If the limits are ∞, then R = 0 and (6) converges only 12at 𝒙𝒐
 Example 2
∞
𝑥−1 𝑛
෍ 𝑛
𝑛+1
1

𝑎𝑛 = (𝑛 + 1)−𝑛

𝑥0 = 1
𝑛 1
R = 1 / lim (𝑛 + 1)−𝑛 = 1/ lim = 1/0 = ∞
𝑛→∞ 𝑛→∞ 𝑛+1

the series converges for all 𝑥; that is, the interval of convergence is 𝑥 −1 <∞

If those limits are zero, then (6) converges for all 𝒙, and R = ∞
13
Check examples 3 & 4 in the book
Theorem 4.2.3 Manipulation of Power Series
a) Termwise differentiation or integration is permissible
b) Termwise addition, subtraction, or multiplication is permissible
c) If two power series are equal, then their corresponding coefficients must be equal
∞ ∞
𝑛 𝑛 (9)
෍ 𝑎 𝑛 𝑥 − 𝑥0 = ෍ 𝑏𝑛 𝑥 − 𝑥0
0 0

to hold in some common interval of convergence, it must be true that 𝑎𝑛 = 𝑏𝑛 for each n.
In particular, if
∞

෍ 𝑎𝑛 (𝑥 − 𝑥0 )𝑛 = 0 (10)
0

in some interval, then each an = 0 14

(a) Termwise differentiation or integration is permissible

∞
This means means that if 𝑓 𝑥 = ෍ 𝑎𝑛 (𝑥 − 𝑥0 )𝑛 within I, then
0 (11)

∞ ∞ ∞
𝑑 𝑑
𝑓′ 𝑥 = 𝑛
෍ 𝑎𝑛 (𝑥 − 𝑥0) = ෍ 𝑎𝑛 (𝑥 − 𝑥0)𝑛 = ෍ 𝑛𝑎𝑛 (𝑥 − 𝑥0)𝑛−1
𝑑𝑥 𝑑𝑥
0 0 1

𝑏 𝑏 ∞ ∞ 𝑏

න 𝑓 𝑥 𝑑𝑥 = න ෍ 𝑎𝑛 (𝑥 − 𝑥0)𝑛 𝑑𝑥 = ෍ 𝑎𝑛 න(𝑥 − 𝑥0)𝑛 𝑑𝑥

𝑎 𝑎 0 0 𝑎 (12)
∞
(𝑏 − 𝑥0)𝑛+1−(𝑎 − 𝑥0)𝑛+1 within I,
= ෍ 𝑎𝑛 a,b are any two
𝑛+1 points within I
0 15
 (b) Termwise addition, subtraction, or multiplication is permissible
∞ ∞

𝑓 𝑥 = ෍ 𝑎 𝑛 𝑥 − 𝑥0 𝑛 𝑛
Given and 𝑔 𝑥 = ෍ 𝑏𝑛 𝑥 − 𝑥0 on I,
0 0
∞

𝑓 𝑥 ± 𝑔 𝑥 = ෍ 𝑎𝑛 ± 𝑏𝑛 𝑥 − 𝑥0 𝑛 13
0
∞ ∞

𝑓 𝑥 𝑔 𝑥 = ෍ 𝑎𝑛 𝑧 𝑛 ෍ 𝑏𝑛 𝑧 𝑛 𝑧 = 𝑥 − 𝑥0
0 0

𝑓 𝑥 𝑔 𝑥 = (𝑎0 + 𝑎1𝑧 + ⋯ )(𝑏0 + 𝑏1𝑧 + ⋯ ) = 𝑎0 𝑏0 + (𝑎0𝑏1 + 𝑎1𝑏0 )𝑧 + ⋯

∞ within I
𝑓 𝑥 𝑔(𝑥) = ෍ ൫𝑎0𝑏𝑛 + 𝑎1 𝑏𝑛−1 + ⋯ + 𝑎𝑛 𝑏0 )𝑧 𝑛 Cauchy product
0
14
The convergent power series can be manipulated as if they were finite-degree polynomials
16