Chapter 7.

Sequences and Series of Functions

Pointwise Convergence
7.1 Definition: Let A ⊆ R, let f : A → R, and for each integer n ≥ p let fn : A → R.
We say that the sequence of functions (fn )n≥p converges pointwise to f on A, and we
write fn → f pointwise on A, when lim fn (x) = f (x) for all x ∈ A, that is when for all
n→∞
x ∈ A and for all  > 0 there exists m ≥ p such that for all integers n we have
n ≥ m =⇒ |fn (x) − f (x)| <  .
7.2 Note: By the Cauchy Criterion for convergence, the sequence (fn )n≥p converges
pointwise to some function f (x) on A if and only if for all x ∈ A and for all  > 0 there
exists m ≥ p such that for all integers k, ` we have
 
k, ` ≥ m =⇒ fk (x) − f` (x) <  .
7.3 Example: Find an example of a sequence of functions (fn )n≥1 and a function f with
fn → f pointwise on [0, 1] such that each fn is continuous but f is not.
(
0 if x 6= 1
Solution: Let fn (x) = xn . Then lim fn (x) =
n→∞ 1 if x = 1 .
7.4 Example: Find an example of a sequence of functions (fn )n≥1 and a function f with
fn → f pointwise on [0, 1] such that each fn is differentiable and f is differentiable, but
lim fn 0 6= f 0 .
n→∞
1
Solution: Let fn (x) = n1 tan−1 (nx). Then lim fn (x) = 0, and fn 0 (x) = so
( n→∞ 1 + (nx)2
0 if x 6= 0
lim fn 0 (x) =
n→∞ 1 if x = 0 .
7.5 Example: Find an example of a sequence of functions (fn )n≥1 and a function f with
fn → f pointwise on [0, 1] such that each fn is integrable but f is not.
Solution: We have Q ∩ [0, 1] = {a1 , a2 , a3 , · · ·} where
0 1 0 1 2 0 1 2 3 0 4


(an )n≥1 = 1, 1, 2, 2, 2, 3, 3, 3, 3, 4, · · · , 4, · · · .
√
`2 +`
that an = k` where ` = −3+ 29−8n
 

as an exercise, you can check
( and k
( = n − 2 .
0 if x ∈
/ {a1 , a2 , · · · , an } 0 if x ∈
/Q
For x ∈ [0, 1], let fn (x) = Then lim fn (x) =
1 if x ∈ {a1 , a2 , · · · , an } . n→∞ 1 if x ∈ Q .
7.6 Example: Find an example of a sequence of functions (fn )n≥1 and a function f with
fn → f pointwise on [0, 1] such that each fn is integrable and f is integrable but
Z 1 Z 1
lim fn (x) dx 6= f (x) dx .
n→∞ 0 0
(
48 x − 21 1 − x if 21 ≤ x ≤ 1,



Solution: Let f1 (x) = For n ≥ 1 let fn (x) = nf1 (nx).
0 otherwise .
Z 1
Then each fn is continuous with fn (x) dx = 1, and lim fn (x) = 0 for all x.
0 n→∞

1
Uniform Convergence
7.7 Definition: Let A ⊆ R, let f : A → R, and for each integer n ≥ p let fn : A → R.
We say that the sequence of functions (fn )n≥p converges uniformly to f on A, and we
write fn → f uniformly on A, when for all  > 0 there exists m ∈ Z≥p such that for all
x ∈ A and for all integers n ∈ Z≥p we have
 
n ≥ m =⇒ fn (x) − f (x) <  .
7.8 Theorem: (Cauchy Criterion for Uniform Convergence of Sequences of Functions)
Let (fn )n≥p be a sequence of functions on A ⊆ R. Then (fn ) converges uniformly (to some
function f ) on A if and only if for all  > 0 there exists m ∈ Z≥p such that for all x ∈ A
and for all integers k, ` ∈ Z≥p we have
 
k, ` ≥ m =⇒ fk (x) − f` (x) <  .
Proof: Suppose that (fn ) converges uniformly
 to f  on A. Let  > 0. Choose m so that
for all x ∈ A we have n ≥ m =⇒ fn (x) − f (x) <  . Then for k, ` ≥ m we have
    2
fk (x) − f (x) <  and f` (x) − f (x) <  and so
2 2
     
fk (x) − f` (x) ≤ fk (x) − f (x) + f` (x) − f (x) <  +  =  .
2 2
Conversely, suppose that (fn ) satisfies the Cauchy Criterion for uniform convergence, that
is for all  > 0 there exists m such that for all x ∈ A and all integers n, ` we have
 
n, ` ≥ m =⇒ fn (x) − f` (x) <  .
For each fixed x ∈ A, (fn (x)) is a Cauchy sequence, so (fn (x)) converges, and we can
define f (x) by
f (x) = lim fn (x) .
n→∞

We know that fn → f pointwise on A, but we must show that fn → f uniformly on A.

Let  > 0. Choose m so that for all x ∈ A and for all integers n, ` we have
 
n, ` ≥ m =⇒ fn (x) − f` (x) < 2 .
 
Let x ∈ A. Since lim f` (x) = f (x), we can choose ` ≥ m so that f` (x) − f (x) < 2 . Then
`→∞
for n ≥ m we have
       
fn (x) − f (x) ≤ fn (x) − f` (x) + f` (x) − f (x) < + = .
2 2

7.9 Theorem: (Uniform Convergence, Limits and Continuity) Suppose that fn → f

uniformly on A. Let x be a limit point of A. If lim fn (y) exists for each n, then
y→x

lim lim fn (y) = lim lim fn (y) .

y→x n→∞ n→∞ y→x

In particular, if each fn is continuous in A, then so is f .

Proof: Suppose that lim fn (y) exists for all n. Let bn = lim fn (y). We must show that
y→x y→x
lim f (y) = lim bn . We claim first that (bn ) converges. Let  > 0. Choose m so that
y→x n→∞
 
k, ` ≥ m =⇒ fk (y) − f` (y) <  for all y ∈ A. Let k, ` ≥ m. Choose y ∈ A so that
   3
fk (y) − bk  <  and f` (y) − b`  <  . Then we have
3 3
     
bk − b` | ≤ |bk − fk (y) + fk (y) − f` (y) + f` (y) − b`  <  +  +  =  .
3 3 3
By the Cauchy Criterion for sequences, (bn ) converges, as claimed.

2
 Now, let b = lim bn . We must show that lim f (x) = b. Let  > 0. Choose m so that
n→∞   y→x
when n ≥ m we have fn (y) − f (y) < 3 for all y ∈ A and we have |bn − b| < 3 . Let n ≥ m.
 
Since lim fn (y) = bn we can choose δ > 0 so that 0 < |y − x| < δ =⇒ fn (y) − bn  < 3 .
y→x
Then when 0 < |y − x| < δ we have
          
f (y) − b ≤ f (y) − fn (y) + fn (y) − bn  + bn − b < + + = .
3 3 3
Thus lim f (x) = b, as required.
y→x
In particular, if x ∈ A and each fn is continuous at x then we have
lim f (y) = lim lim fn (y) = lim lim fn (y) = lim fn (x) = f (x)
y→x y→x n→∞ n→∞ y→x n→∞

so f is continuous at x.
7.10 Theorem: (Uniform Convergence and Integration) Suppose that fn → fZ uniformly
x
on [a, b]. If each fn is integrable on [a, b] then so is f . In this case, if gn (x) = fn (t) dt
Z x a

and g(x) = f (t) dt, then gn → g uniformly on [a, b]. In particular, we have
a
Z b Z b
lim fn (x) dx = lim fn (x) dx .
n→∞ a a n→∞

Proof: Suppose that each fn is integrable on  [a, b]. We claim

 that f is integrable on [a, b].

Let  > 0. Choose N so that n ≥ N =⇒ fn (x) − f (x) < 4(b−a) for all x ∈ [a, b]. Fix
 ≥ N . Choose
n  a partition X of [a, b] so that U (fn , X) − L(fn , X) < 2 . Note that since
fn (x) − f (x) <   
4(b−a) we have Mi (f ) < Mi (fn ) + 4(b−a) and mi (f ) > mi (fn ) − 4(b−a) ,
and so
Xn n 
X 



U (f, X) − L(f, X) = Mi (f ) − mi (f ) ∆i x < Mi (fn ) − mi (fn ) + 2(b−a) ∆i x
i=1 i=1
  
= U (fn , X) − L(fn , X) + 2 < 2 + 2 = .
Thus f is integrable on [a, Zb].
x Z x
Now define gn (x) = fn (t) dt and g(x) = f (t) dt. We claim that gn → g
a  a  
uniformly on [a, b]. Let  > 0. Choose N so that n ≥ N =⇒ fn (t) − f (t) < 2(b−a) for all
t ∈ I. Let n ≥ N . Let x ∈ [a, b]. Then we have
  x
Z Z x  Z x 
   
gn (x) − g(x) =  fn (t) dt − f (t) dt =  f n (t) − f (t) dt
   
Z ax a
Z x a
    
≤ fn (t) − f (t) dt ≤
2(b−a) dt = 2(b−a) (x − a) ≤ 2 <  .
a a
Thus gn → g uniformly on [a, b], as required.
In particular, we have lim gn (b) = g(b), that is
n→∞
Z b Z b
lim fn (x) dx = lim fn (x) dx .
n→∞ a a n→∞

3
7.11 Theorem: (Uniform Convergence and Differentiation) Let (f
n ) be a sequence of
0
functions on [a, b]. Suppose

that each fn is differentiable on [a, b], f n converges uniformly
on [a, b], and fn (c) converges for some c ∈ [a, b]. Then (fn ) converges uniformly on [a, b],
lim fn (x) is differentiable, and
n→∞
d d
lim fn (x) = lim fn (x) .
dx n→∞ n→∞ dx
Proof: We claim that 0(fn ) converges
 uniformly on [a, b]. Let  > 0. Choose
 N so thatwhen
0
n, m ≥ N we have fn (t)−fm (t) < 2(b−a) for all t ∈ [a, b] and we have fn (c)−fm (c) < 2 .
  

Let n, m ≥ N . Let x ∈ [a, b]. By the Mean Value Theorem applied to the function
fn (x) − fm (x), we can choose t between c and x so that
fn (x) − fm (x) − fn (c) + fm (c) = fn 0 (t) − fm 0 (t) (x − c) .

Then we have
     
fn (x) − fm (x) ≤ fn (x) − fm (x) − fn (c) + fm (c) + fn (c) − fm (c)
= fn 0 (t) − fm 0 (t)|x − c| + fn (c) − fm (c)
   

 
< 2(b−a) (b − a) + 2 = .
Thus (fn ) converges uniformly on [a, b].
Let f (x) = lim fn (x). We claim that f is differentiable with f 0 (x) = lim fn 0 (x) for
n→∞ n→∞
all x ∈ [a, b]. Fix x ∈ [a, b]. Note that
f (y) − f (x) fn (y) − fn (x)
f 0 (x) = lim fn 0 (x) ⇐⇒ lim = lim lim
n→∞ y→x y−x n→∞ y→x y−x
fn (y) − fn (x) fn (y) − fn (x)
⇐⇒ lim lim = lim lim
y→x n→∞ y−x n→∞ y→x y−x


so it suffices to show that gn converges uniformly on [a, b] \ {x}, where
fn (y) − fn (x)
gn (y) = .
y−x
Let  > 0. Choose N so that n, m ≥ N =⇒ fn 0 (t) − fm 0 (t) <  for all t ∈ [a, b]. Let
 

n, m ≥ N . Let y ∈ [a, b] \ {x}. By the Mean Value Theorem, we can choose t between x
and y so that
fn (y) − fm (y) − fn (x) + fm (x) = fn 0 (t) − fm 0 (t) (y − x) .

Then
 
  fn (y) − fm (y) − fn (x) + fm (x)   0
 = fn (t) − fm 0 (t) <  .
 
gn (y) − gm (y) = 
 y−x 


Thus gn converges uniformly on [a, b] \ {x}, as required.

4
Series of Functions
7.12 Definition: Let (fn )n≥p be a sequence of functions on A ⊆ R. The series of
X l
X


functions fn (x) is defined to be the sequence Sl (x) where Sl (x) = fn (x). The
n≥p n=p
X
th
function Sl (x) is called the l partial sum of the series. We say the series fn (x)
n≥p
converges pointwise (or uniformly) on A when the sequence {Sl } converges, pointwise (or
uniformly) on A. In this case, the sum of the series of functions is defined to be the
function
∞
X
f (x) = fn (x) = lim Sl (x) .
l→∞
n=p

7.13 Theorem:
X (Cauchy Criterion for the Uniform Convergence of a Series of Functions)
The series fn (x) converges uniformly (to some function f ) on A if and only if for every
n≥p
 > 0 there exists N ≥ p such that for all x ∈ A and for all k, ` ≥ p we have
 ` 
 X 
` > k ≥ N =⇒  fn (x) <  .
 
 
n=k+1

Proof: This follows immediately from the analogous theorem for sequences of functions.
X
7.14 Theorem: (Uniform Convergence, Limits and Continuity) Suppose that fn (x)
n≥p
converges uniformly on A. Let x be a limit point of A. If lim fn (y) exists for all n ≥ p,
y→x
then
∞
X ∞
X
lim fn (y) = lim fn (y) .
y→x y→x
n=p n=p

∞
X
In particular, if each fn (x) is continuous on A then so is fn (x).
n=p

Proof: This follows immediately from the analogous theorem for sequences of functions.
X
7.15 Theorem: (Uniform Convergence and Integration) Suppose that fn (x) converges
n≥p
∞
X
uniformly on [a, b]. If each fn (x) is integrable on [a, b], then so is fn (x). In this case,
n=p
Z x Z ∞
xX X
if we define gn (x) = fn (t) dt and g(x) = fn (t) dt, then gn (x) converges
a a n=p n≥p
uniformly to g(x) on A. In particular, we have
Z bX∞ ∞ Z
X b
fn (x) dx = fn (x) dx .
a n=p n=p a

Proof: This follows immediately from the analogous theorem for sequences of functions.

5
7.16 Theorem: (Uniform X Convergence and Differentiation) Suppose X that each fn (x) is
0
differentiable on [a, b], fn (x) converges uniformly on [a, b], and fn (c) converges for
n≥p n≥p
X
some c ∈ [a, b]. Then fn (x) converges uniformly on [a, b] and
n≥p
∞ ∞
d X X d
fn (x) = fn (x) .
dx n=p n=p
dx

Proof: This follows immediately from the analogous theorem for sequences of functions.
7.17 Theorem: (The Weierstrass X fn is bounded with |fn (x)| ≤ Mn
X M -Test) Suppose that
for all n ≥ p and x ∈ A, and Mn converges. Then fn (x) converges uniformly on A.
n≥p n≥p

P̀
Proof: Let  > 0. Choose N so that ` > k ≥ N =⇒ Mn < . Let ` > k ≥ N . Let
n=k+1
x ∈ A. Then  ` 
 X  `
X `
X
 
fn (x) ≤ fn (x) ≤ Mn <  .
   

 
n=k+1 n=k+1 n=k+1


7.18 Example: Find a sequence of functions fn (x) n≥0 , each of which is differentiable
X X∞
on R, such that fn (x) converges uniformly on R, but the sum f (x) = fn (x) is
n≥0 n=0
nowhere differentiable.
X
1
sin2 (8n x). Since |fn (x)| ≤ 1 1
P
Solution: Let fn (x) = 2n 2n and 2n converges, fn (x)
n≥0
∞
X
converges uniformly on R. Let f (x) = fn (x). We claim that f (x) is nowhere differen-
n=0
mπ (m+1)π
tiable. Let x ∈ R. For each n, let m, an and bn be such that an = 2·8 n , bn = 2·8n and
1
x ∈ [an , bn ). Note that one of
 fn (an ) and fn (bn ) is equal to 2n and the other is equal to 0
so we have fn (bn ) − fn (an ) = 21n . Note also that for k > n we have fk (an ) = fk(bn ) = 0.
Also, for all k we have fk (x) = 21k sin2 (8k x), fk 0 (x) = 4k sin(2 · 8k x), and fk 0 (x) ≤ 4k , so
by the Mean Value Theorem,
fk (bn ) − fk (an ) ≤ 4k |bn − an | .
 

f (bn ) − f (an )
Finally, note that if f 0 (x) did exist, then we would have f 0 (x) = lim , but
n→∞ bn − an
   ∞  
n

 f (bn ) − f (an )  X fk (bn ) − fk (an )  X fk (bn ) − fk (an ) 
 = =
 bn − a n   bn − an   bn − an


k=0 k=0

 fn (bn ) − fn (an )  n−1

   
X  fk (bn ) − fk (an ) 
≥
−
  
bn − an  bn − an 
k=0
1 n−1
2·4n 4n −1
X
2n
4k = 2 1 1


≥ π − π − 3 = π − 3 4n + 3 → ∞ as n → ∞
2·8n k=0

6
Power Series
X
7.19 Definition: A power series centred at a is a series of the form an (x − a)n
n≥0
for some real numbers an , where we use the convention that (x − a)0 = 1.
X
7.20 Example: The geometric series xn is a power series centred at 0. It converges
n≥0
when |x| < 1 and for all such x the sum of the series is
∞
X 1
xn = .
n=0
1−x
7.21 Lemma: (Abel’s Formula) Let {an } and {bn } be sequences. Then we have
p
l l−1
! l
!
X X X X
an bn + an (bp+1 − bp ) = an bl .
n=m p=m n=m n=m

Proof: We have
p
l−1
!
X X
an (bp+1 − bp ) = am (bm+1 − bm ) + (am + am+1 )(bm+2 − bm+1 )
p=m n=m
+ (am + am+1 + am+2 )(bm+3 − bm+2 )
+ · · · + (am + am+1 + am+2 + · · · + al−1 )(bl − bl−1 )
= −am bm − am+1 bm+1 − · · · − al−1 bl−1
+ (am + am+1 + · · · al−1 )bl − al bl + al bl
l
! l
X X
= an bl − an bn .
n=m n=m

7.22 Definition: Let (an ) be a sequence in R. We define lim sup an = lim sn where
n→∞ n→∞
sn = sup{ak | k ≥ n} (with lim sup an = ∞ when (an ) is not bounded above).
n→∞
X
7.23 Theorem: (The Interval and Radius of Convergence) Let an (x − a)n be a power
n≥0
1
series and let R = p
n
∈ [0, ∞]. Then the set of x ∈ R for which the power
lim sup |an |
n→∞
series converges is an interval I centred at a ofXradius R. Indeed
(1) if |x − a| > R then lim an (x − a) 6= 0 so nn (x − a)n diverges,
n→∞
n≥0
X
n
(2) if |x − a| < R then an (x − a) converges absolutely,
n≥0
X
(3) if 0 < r < R then an (x − a)n converges uniformly in [a − r, a + r], and
n≥0
X
(4) (Abel’s Theorem) if an (x − a)n converges when x = a + R then the convergence is
n≥0
X
uniform on [a, a + R], and similarly if an (x − a)n converges when x = a − R then the
n≥0
convergence is uniform on [a − R, a].

7
Proof: To prove part (1), suppose that |x − a| > R. Then
p p
lim sup n |an (x − a)n | = |x − a| lim sup n |an | > R · R1 = 1 ,
n→∞ n→∞
n
an (x − a)n diverges, by the Root Test.
P
and so lim an (x − a) 6= 0 and
n→∞
To prove part (2), suppose that |x − a| < R. Then
p p
lim sup n |an (x − a)n | = |x − a| lim sup n |an | < R · R1 = 1 ,
n→∞ n→∞
P 
and so an (x − a)n  converges, by the Root Test.
P 
ToPprove part (3), fix 0 < r < R. By part (2), an (x−a)n  converges when xP= a+r,
that is |an rn | converges. Let x ∈ [a − r, a + r]. Then |an (x − a)n | ≤ |an rn | and |an rn |
|an (x − a)n | converges uniformly
P
converges, and so by the Weierstrass M -Test.
an (x − a)n converges when
P
Now let us prove part (4). Suppose that  x = a+ R,
Xl 
an Rn converges. Let  > 0. Choose N so that l > m > N =⇒  an Rn  < .
P
that is
 
n=m 
Then by Abel’s Formula and using telescoping we have
 l   l 
X  X 
n
an (x − a)n  =  an Rn x−a
  


   R 

n=m n=m
 l
! l−1 p
! 
 X  
x−a l x−a p+1 p 
X X
an Rn an Rn − x−a




= −

 R R R 

n=m p=m n=m
 l   p
l−1  X

X  

l X
x−a p x−a p+1
an Rn  x−a n



≤ + a R −
  
n
 R R R
 
  
n=m p=m n=m

l 

x−a m x−a l

m
<  x−a =  x−a


R +  R − R R < .

7.24 Definition: The number R in the above theorem is called the radius of conver-
gence of the power series, and the interval I is called the interval of convergence of
the power series.
X (3 − 2x)n
7.25 Example: Find the interval of convergence of the power series √ .
n
n≥1

(3 − 2x)n (−2)n 3 n


Solution: First note that this is in fact a power series, since √ = √
n
x− 2 ,
n
X (3 − 2x)n X n
and so √ = cn (x − a)n , where c0 = 0, cn = (−2)
√
n
for n ≥ 1 and a = 32 .
n
n≥1 n≥0
√
(3 − 2x)n  an+1   (3 − 2x)n+1
   
n  q n
Now, let an = √ . Then    =  √ = n+1 |3 − 2x|,
  n an   n + 1 (3 − 2x)n 
 an+1 
so lim   = |3 − 2x| . By the Ratio Test, P an converges when |3 − 2x| < 1 and
n→∞ an 
diverges when |3 − 2x| > 1. Equivalently, it converges P when P x ∈ (1, 2) and diverges when
x ∈/ [1, 2]. When x = 1 so (3 − 2x) = 1, we have an = √1 , which diverges (its a
n
P P (−1)n
p-series), and when x = 2 so (3 − 2x) = −1, we have an = √
n
which converges by
the Alternating Series Test. Thus the interval of convergence is I = (1, 2 ].

8
Operations on Power Series
an (x − a)n
P
7.26 Theorem: (Continuity of Power Series) Suppose that the power series
∞
X
converges in an interval I. Then the sum f (x) = an (x − a)n is continuous in I.
n=0

an (x − a)n in closed subintervals of I.

P
Proof: This follows from uniform convergence of

7.27
P Theorem: (Addition and Subtraction of Power Series) Suppose that
P the power series
(x − a)n and bn (x − a)n both converge in the interval I. Then (an + bn )(x − a)n
P
anP
and (an − bn )(x − a)n both converge in I, and for all x ∈ I we have
∞ ∞ ∞
! !
X X X
an (x − a)n ± bn (x − a)n = (an ± bn )(x − a)n .
n=0 n=0 n=0

Proof: This follows from Linearity.

an (x − a)n
P
7.28 Theorem: (Multiplication of Power Series) Suppose the power series
n
bn (x − a)n both converge in an open interval I with a ∈ I. Let cn =
P P
and ak bn−k .
k=0
cn (x − a)n converges in I and for all x ∈ I we have
P
Then
∞ ∞
! ∞ !
X X X
cn (x − a)n = an (x − a)n bn (x − a)n .
n=0 n=0 n=0

Proof: This follows from the Multiplication of Series Theorem, since the power series
converge absolutely in I.

an (x − a)n and bn (x − a)n

P P
7.29 Theorem: (Division of Power Series) Suppose that
both converge in an open interval I with a ∈ I, and that b0 6= 0. Define cn by
a0 an bn c0 bn−1 c1 b1 cn−1
c0 = b0 , and for n > 0, cn = b0 − b0 − b0 − ··· − b0 .
cn (x − a)n converges in J and
P
Then there is an open interval J with a ∈ J such that
for all x ∈ J,
X∞

∞
an (x − a)n
X
cn (x − a)n = n=0
∞ .
X
n=0
bn (x − a)n
n=0

|an rn | and
|bn rn | both converges.
P P
Proof: Choose r > 0 so that a + r ∈ I. Note that 
 n
Since |an rn | → 0 and |bn rn | → 0 and b0 6= 0, we can choose M so that M ≥  anb0r  and
 n  
M ≥  b0  for all n. Note that |c0 | =  ab00  ≤ M and since c1 = ab01 + b1b0c0 we have
 bn r   

   
|c1 r| ≤  ab10r  +  bb10r  |c0 | ≤ M + M 2 = M (1 + M ) .
   

Suppose, inductively, that |ck rk | ≤ M (1 + M )k for all k < n. Then since

an = bn c0 + bn−1 c1 + · · · + b1 cn−1 + b0 cn ,

9
we have
 n  n    
n  an r   bn r   bn−1 rn−1 
|cn r | ≤  b0  +  b0  |c0 | +  b0  |c1 r| + · · · +  bb10r  |cn−1 rn−1 |
 

≤ M + M 2 + M 2 (1 + M ) + M 2 (1 + M )2 + M 2 (1 + M )3 + · · · + M 2 (1 + M )n−1
(1 + M )n − 1
 
2
=M +M = M (1 + M )n .
M
 
r r
Bu induction, we have |cn rn | ≤ M (1 + M )n for all n ≥ 0. Let J1 = a − 1+M , a + 1+M .
r
Let x ∈ J1 so |x − a| < 1+M .Then for all n we have
 x − a n  x − a n
   
n n 1
|cn (x − a) | = |cn r | · ·   ≤M
 
(1 + M )n  r/(1 + M )  r/(1 + M ) 
|cn (x − a)n | converges by the Comparison Test.
P
and so
n
P
Note that from the definition of cn we have an = ck bn−k , and so by multiplying
k=0
power series, we have
∞ ∞ ∞
! !
X X X
n n
cn (x − a) bn (x − a) = an (x − a)n
n=0 n=0 n=0
∞
X
for all x ∈ I ∩ J1 . Finally note that f (x) = bn (x − a)n is continuous in I and we have
n=0
f (0) = b0 6= 0, and so there is an interval J ⊂ I ∩ J1 with a ∈ J such that f (x) 6= 0 in J.
∞
X
7.30 Theorem: (Composition of Power Series) Let f (x) = an (x − a)n in an open
n=0
∞
X
interval I with a ∈ I, and let g(y) = bm (y − b)m in an open interval J with b ∈ J
m=0
and with a0 ∈ J. Let K be an open interval with a ∈ K such that f (K) ⊂ J. For
each m ≥ 0, let cn,m be the coefficients, found by multiplying power series, such that
X∞ ∞
X m
n n P
cn,m (x − a) = bn an (x − a) − b . Then cn,m converges for all m ≥ 0, and
n=0 n=0 m≥0
∞
X P 
for all x ∈ K, cn,m (x − a)n converges and
n≥0 m=0

∞  ∞
X 

cn,m (x − a)n = g f (x) .
P
n=0 m=0

Proof: This follows from Fubini’s Theorem for Series since

∞ ∞ X∞ ∞ X
 X ∞ 

X
m X
n n
g f (x) = bm f (x) − b = bm an (x − a) − b = cn,m (x − a) .
m=0 m=0 n=0 m=0 n=0

10
 an (x − a)n converges in
P
7.31 Theorem: (Integration of Power Series) Suppose that
∞
X
the interval I. Then for all x ∈ I, the sum f (x) = an (x − a)n is integrable on [a, x] (or
n=0
[x, a]) and
Z ∞
xX ∞ Z x ∞
n
X
n
X an
an (t − a) dt = an (t − a) dt = (x − a)n+1 .
a n=0 n=0 a n=0
n + 1
Proof: This follows from uniform convergence.
an (x − a)n converges
P
7.32 Theorem: (Differentiation of Power Series) Suppose that
∞
X
in the open interval I. Then the sum f (x) = an (x − a)n is differentiable in I and
n=0
∞
X
f 0 (x) = n an (x − a)n−1 .
n=1

an (x − a)n is equal P
P
Proof: We claim that the radius of convergence of to the radius
n−1
an (x − a)n
P
of convergence of nan (x − a) . Let R P be the radius of convergence of
and let S be the P radius
 of convergence
 of nan (x − a)n−1 . Fix x ∈ (a − R, a + R) so
n
|x − a| < R and  an (x − a) converges. Choose r, s with |x − a| < r < s < R. Since
n
(r/s)
n
lim = 0, we can choose N so that n ≥ N =⇒ rs < n1 . Then for n ≥ N we
n→∞ (1/n)
have
nan (x − a)n  = n r n x−a n an sn  ≤ 1 · 1 · |an sn | .
  


s r
P n
P  n

Since |an s | converges, nan (x − a) converges by the Comparison Test, and so
P 
nan (x − a)n−1  converges by Linearity. Thus R ≤ S.
P  
n−1 
Now fix x ∈ (a − S, a + s) so that |x − a| < S and na n (x − a)  converges. Then
P  
n
  
n n
P 
nan (x−a) converges by Linearity, and an (x−a) ≤ nan (x−a) so
  an (x−a)n 
converges by Comparison. Thus S ≤ R and so R = S as claimed.
nan (x − a)n−1 .
P
The theorem now follows from the uniform convergence of
∞
1
(−1)n xn for |x| < 1. By Integration of Power Series,
P
7.33 Example: We have 1+x =
n=0
∞ ∞
P (−1)n n+1 P (−1)n n 1
ln x = n+1 x = n x for |x| < 1. In particular, we can take x = 2 to get
n=0 n=1
∞ ∞ ∞
(−1)n −1
ln 32 = and we can take x = − 12 to get ln 12 = 1
P P P
n·2n n·2n , that is ln 2 = n·2n .
n=1 n=1 n=1
∞
P (−1)n+1 n
Let us also argue that we can also take x = 1. Note that the series n x
n=1
diverges when x = −1 (by the Integral Test) and converges when x = 1 (by the Alternating
∞
P (−1)n+1 n
Series Test), so the interval of convergence is (−1, 1]. Thus the sum f (x) = n x
n=1
is defined for −1 < x ≤ 1. We know already that f (x) = ln(1 + x) for −1 < x < 1. By
Abel’s Theorem, the series converges uniformly on [0, 1], so by the Continuity of Power
∞
P (−1)n+1 n
Series Theorem, the sum f (x) = n x is continuous on [0, 1] and in particular
n=0
f (x) is continuous at x = 1. Since f (x) = ln(1 + x) for |x| < 1 and and since both f (x) and
∞
P (−1)n+1
ln(1 + x) are continuous at 1 it follows that f (1) = ln 2. Thus we have ln 2 = n .
n=1

11
 1
7.34 Example: Find a power series centered at 0 whose sum is f (x) = , and
x2 + 3x + 2
find its interval of convergence.
Solution: We have
1
1 1 1 1
f (x) = = − = − 2 x
(x + 1)(x + 2) x+1 x+2 1+x 1+ 2
∞ ∞ ∞ ∞
x n (−1)n n
X X X X
(−x)n − 1 n n


= 2 − 2 = (−1) x − 2n+1 x
n=0 n=0 n=0 n=0
X∞
1


= (−1)n 1 − 2n+1 xn .
n=0
∞ ∞
X
n
X
1

n
Since (−x) converges if and only if |x| < 1 and 2 − x2 converges when |x| < 2,
n=0 n=0
it follows from Linearity the the sum of these two series converges if and only if |x| < 1.
1
7.35 Example: Find a power series centered at −4 whose sum is f (x) = ,
x2 + 3x + 2
and find its interval of convergence.
Solution: We have
1 1 1 1 1
f (x) = = − = −
(x + 1)(x + 2) x+1 x+2 (x + 4) − 3 (x + 4) − 2
1 1 ∞ ∞
−3 2
X
1 x+4 n

X
1 x+4 n


= + = − +
1 − x+4
3 1 − x+4
2 n=0
3 3
n=0
2 2

∞
X
1 1


= 2n+1 − 3n+1 (x + 4)n .
n=0
∞ ∞
x+4 n x+4 n
X X
− 31 1



Since 3 converges when |x + 4| < 3 and 2 2 converges if and only if
n=0 n=0
|x + 4| < 2, it follows that their sum converges if and only if |x + 4| < 2.
7.36 Example: Find a power series centered at 0 whose sum is ln(1 + x).
Solution: For |x| < 1 we have
1
= 1 − x + x2 − x3 + · · ·
1+x Z
ln(1 + x) = 1 − x + x2 − x3 + + · · · dx

= c + x − 12 x2 + 13 x3 − 14 x4 + · · ·
Put in x = 0 to get 0 = c, and so
∞
(−1)n+1 n
X
ln(1 + x) = n x = x − 21 x2 + 13 x3 − 14 x4 + · · · .
n=1

12
 1
7.37 Example: Find a power series centered at 0 whose sum is f (x) = .
(1 − x)2
Solution: We provide three solutions. For the first solution, we multiply two power series.
For |x| < 1 we have
1 1
f (x) = ·
1−x 1−x
= 1 + x + x2 + x3 + · · · 1 + x + x2 + x3 + · · ·

= 1 + (1 + 1)x + (1 + 1 + 1)x2 + (1 + 1 + 1 + 1)x3 + · · ·

= 1 + 2x + 3x2 + 4x3 + · · ·
X∞
= (n + 1)xn .
n=0
1
For the second solution, we note that f (x) = and we use long division.
1 − 2x + x2
2 3 4
 1 + 2x + 3x + 4x + 5x + · · ·
1 − 2x + x2 1 + 0x + 0x2 + 0x3 + 0x4 − · · ·
1 − 2x + x2
2x − x2
2x − 4x2 + 2x3
3x2 − 2x3
3x2 − 6x3 + 3x4
4x3 − 8x4 + · · ·
4x3 − 8x4 + · · ·
5x4 + · · ·
Z
1 1
For the third solution, we note that 2
= and we use differentiation.
(1 − x) 1−x
1
= 1 + x2 + x3 + x4 + x5 + · · ·
1−x
 
d 1 d
1 + x + x2 + x3 + x4 + x5 + · · ·


=
dx 1 − x dx
1
= 1 + 2x + 3x2 + 4x3 + 5x4 + · · · .
(1 − x)2

13
Taylor Series
∞
X
7.38 Theorem: Suppose that f (x) = an (x − a)n in an open interval I centred at a.
n=0
Then f is infinitely differentiable at a and for all n ≥ 0 we have
f (n) (a)
an = ,
n!
where f (n) (a) denotes the nth derivative of f at a.
Proof: By repeated application
P∞ of the Differentiation ofPPower Series Theorem, for all
∞
x ∈ I, wePhave f 0 (x) = n=1 nan (x − a)n−1 , f 00 (x) = n=2 n(n − 1)an (x − a)n−2 and
∞
f 000 (x) = n=3 n(n − 1)(n − 2)an (x − a)n−3 , and in general
∞
X
f (k) (x) = n(n − 1) · · · (n − k + 1)an (x − a)n−k
n=k

and so f (a) = a0 , f (a) = a1 , f 00 (a) = 2 · 1 a2 and f 000 (a) = 3 · 2 · 1 a3 , and in general

0

f (n) (a) = n! an
7.39 Definition: Given a function f (x) which is infinitely differentiable at x = a, we
define the Taylor series of f (x) centred at a to be the power series
X
n f (n) (a)
T (x) = an (x − a) where an =
n!
n≥0

and we define the lth Taylor Polynomial of f (x) centred at a to be the lth partial sum
l
X f (n) (a)
Tl (x) = an (x − a)n where an =
n=0
n!

7.40 Example: Find the Taylor series centred at 0 for f (x) = ex .

1
Solution: We have f (n) (x) = ex for all n, so f (n) (0) = 1 and an = n! for all n ≥ 0. Thus
the Taylor series is
∞
X
1 n 1 2 1 3 1 4
T (x) = n! x = 1 + x + 2! x = 3! x + 4! x + · · · .
n=0

7.41 Example: Find the Taylor series centred at 0 for f (x) = sin x.
Solution: We have f 0 (x) = cos x, f 00 (x) = − sin x, f 000 (x) = − cos x, f 0000 (x) = sin x and so
on, so that in general f (2n) (x) = (−1)n sin x and f (2n+1) (x) = (−1)n cos x. It follows that
(−1)n
f (2n) (0) = 0 and f (2n+1) (0) = (−1)n , so we have a2n = 0 and a2n+1 = (2n+1)! . Thus
∞
(−1)n
X
2n+1 1 3 1 5 1 7
T (x) = (2n+1)! x =x− 3! x + 5! x − 7! x + ···.
n=0

14
7.42 Example: Find the Taylor series centred at 0 for f (x) = (1 + x)p where p ∈ R. This
series is called the binomial series
Solution: f 0 (x) = p(1+x)p−1 , f 00 (x) = p(p−1)(1+x)p−2 , f 000 (x) = p(p−1)(p−2)(1+x)p−3 ,
and in general
f (n) (x) = p(p − 1)(p − 2) · · · (p − n + 1)(1 + x)p−n ,
so f (0) = 1, f 0 (0) = p, f 00 (0) = p(p−1), and in general f (n) (0) = p(p−1)(p−2) · · · (p−n+1),
and so we have an = p(p−1)(p−2)···(p−n+1)
n! . Thus the Taylor series is
∞
X
p

p(p−1) 2 p(p−1)(p−2) 3 p(p−1)(p−2)(p−3) 4
T (x) = n xn = 1 + px + 2! x + 3! x + 4! x + ···
n=0
where we use the notation
p

p

p(p−1)(p−2)···(p−n+1)
0 = 1 , and for n ≥ 1, n = n!

7.43 Theorem: (Taylor) Let f (x) be infinitely differentiable in an open interval I with
a ∈ I. Let Tl (x) be the lth Taylor polynomial for f (x) centered at a. Then for all x ∈ I
there exists a number c between a and x such that
f (l+1) (c)
f (x) − Tl (x) = (x − a)l+1 .
(l + 1)!
Proof: When x = a both sides of the above equation are 0. Suppose that x > a (the
case that x < a is similar). Since f (l+1) is differentiable and hence continuous, by the
Extreme Value Theorem it attains its maximum and minimum values, say M and m.
Since m ≤ f (l+1) (t) ≤ M for all t ∈ I, we have
Z t1 Z t1 Z t1
(l+1)
m dt ≤ f (t) dt ≤ M dt
a a a
that is
m(t1 − a) ≤ f (l) (t1 ) − f (l) (a) ≤ M (t1 − a)
for all t1 > a in I. Integrating each term with respect to t1 from a to t2 , we get
1
2 m(t2 − a)2 ≤ f (l−1) (t2 ) − f (l) (a)(t2 − a) ≤ 12 M (tt − a)2
for all t2 > a in I. Integrating with respect to t2 from a to t3 gives
1
3! m(t3 − a)3 ≤ f (l−2) (t3 ) − f (l−2 )(a) − 12 f (l) (a)(t3 − a)3 ≤ 1
3! M (t3 − a)3
for all t3 > a in I. Repeating this procedure eventually gives
1 1
(l+1)! m(tl+1 − a)l+1 ≤ f (tl+1 ) − Tl (tl+1 ) ≤ (l+1)! M (tl+1 − a)l+1
1 1
for all tl+1 > a in I. In particular (l+1)! m(x − a)l+1 ≤ f (x) − Tl (x) ≤ (l+1)! M (x − a)l+1 ,
so
(l+1)!
m ≤ f (x) − Tl (x) (x−a) l+1 ≤ M .

By the Intermediate Value Theorem, there is a number c ∈ [a, x] such that

(l + 1)!
f (l+1) (c) = f (x) − Tl (x)
(x − a)l+1
.

15
7.44 Theorem: The functions ex and sin x are equal to the sum of their Taylor series
centred at 0 for all x ∈ R. For p ∈ R, the function (1 + x)p is equal to the sum of its Taylor
series, centred at 0, for all |x| < 1
ec xl+1
Proof: First let f (x) = ex and let x ∈ R. By Taylor’s Theorem, f (x) − Tl (x) =
(l + 1)!
for some c between 0 and x, and so
|x| l+1
f (x) − Tl (x) ≤ e |x|
 
.
(l + 1)!
X e|x| |x|l+1 e|x| |x|l+1
Since converges by the Ratio Test, we have lim = 0 by the Diver-
(l + 1)!
l→∞ (l + 1)!
gence Test, so lim f (x) − Tl (x) = 0, and so f (x) = lim Tl (x) = T (x).
l→∞ l→∞
f (l+1) (c) xl+1
Now let f (x) = sin x and let x ∈ R. By Taylor’s Theorem, f (x)−T (x) =
(l + 1)!
(l+1)
for some c between
 (l+1)  0 and x. Since f (x) is one of the functions ± sin x or ± cos x, we
have f (c) ≤ 1 for all c and so

l+1
f (x) − T (x) ≤ |x|
 
.
(l + 1)!
X |x|l+1 |x|l+1
Since converges by the Ratio Test, lim = 0 by the Divergence Test,
(l + 1)! l→∞ (l + 1)!
and so we have and f (x) = T (x) as above.
Finally, let f (x) = (1 + x)p . The Taylor series centred at 0 is
p(p−1) 2 p(p−1)(p−2) 3 p(p−1)(p−2)(p−3) 4
T (x) = 1 + px + 2! x + 3! x + 4! x + ···
and it converges for |x| < 1. Differentiating the power series gives
p(p−1) p(p−1)(p−2) 2 p(p−1)(p−2)(p−3) 3
T 0 (x) = p + 1! x + 2! x + 3! x + ···
and so    
0 p(p−1) p(p−1) p(p−1)(p−2)
(1 + x)T (x) = p + p + x+ 1! + 1! x2 2!
 
+ p(p−1)(p−2)
2! − p(p−1)(p−2)(p−3)
3! x3 + · · ·
p·p p·p(p−1) 2 p·p(p−1)(p−2) 3
=p+ 1! x + 2! x + 3! x + ···
= p T (x) .
Thus we have (1 + x)T 0 (x) = pT (x) with T (0) = 1. This R DEp is linear since we can write it
p
as T 0 (x) − 1+x T (x) = 0. An integrating factor is λ = e − 1+x dx = e−p ln(1+x) = (1 + x)−p
Z
and the solution is T (x) = (1+x) −p
0 dx = b(1+x)p for some constant b. Since T (0) = 1
we have b = 1 and so T (x) = (1 + x)p = f (x).
7.45 Note: It is not the case that every infinitely differentiable function is equal to the
sum of its Taylor series in the open interval of convergence. For example, for the function
2
given by f (x) = e−1/x when x 6= 0 with f (0) = 0, you can verify, as an exercise, that
f (n) (0) = 0 for all 0 ≤ n ∈ Z, so the Taylor series of f , centred at 0, is the zero function
T (x) = 0 for all x. A function which is equal to the sum of its Taylor series in the open
interval of convergence, centred at every point a in its domain, is called analytic.

16
Applications
1 2


7.46 Example: Let f (x) = sin 2x . Find the 10th derivative f (10) (0).
∞
1 2


cn xn . For all x ∈ R we have
P
Solution: Say f (x) = sin 2x =
n=0
1 3 1 5
sin x = x − 3! x + 5! x − ···
sin 21 x2 = 12 x2 − 231·3! x6 + 251·5! x10 − · · ·

and so f (10) (0) = 10! c10 = 10! 2515! = 10·9·8·7·6

25 = 5 · 9 · 7 · 3 = 945.
2
e−2x − cos 2x
7.47 Example: Find lim
2
x→0 tan−1 x − ln(1 + x)
Solution: For all x in an open neighbourhood of 0, and for some a, b, c, d ∈ R we have
2
1 − 2x2 + 12 (2x2 )2 − · · · − 1 − 12 (2x)2 + 24 1



e−2x − cos 2x (2x)4 − · · ·

2 =

2
tan−1 x − ln(1 + x) x − 13 x3 + 15 x5 − · · · − x − 12 x2 + 31 x3 − · · ·

4 4 6 4 4
3 x + ax + · · · 3x + ax6 + · · · 16
= = = + dx2 + · · ·
4 + ··· 2 1 4
+ cx6 + · · · 3
4x
1 2


2 x + bx
−→ 16
3 as x → 0.
7.48 Remark: The next few examples illustrate how one could design some of the buttons
on a calculator. In particular, they show how one make an algorithm to calculate ex , ln x,
x2/3 (or x1/n ) and π (assuming one has an algorithm to calculate addition, subtraction,
multiplication and division).
7.49 Example: Approximate the value of √1 so the error is at most 1
e 100 .

Solution: We have
√1
e
= e−1/2 = 1 − 1
2 + 1
22 ·2! − 1
23 ·3! + 1
24 ·4! − ···
∼
=1− 1
+ 1
− 1
=1− 1
+ 1
− 1
= 29
2 22 ·2! 23 ·3! 2 8 48 48
1 1
with error E ≤ by the AST (since the sequence 2n1·n! decreases with limit zero).
24 ·4! = 384
√ 1
7.50 Example: Approximate the value of e so the error is at most 100 .
Solution: We have
√
e = e1/2 = 1 + 12 + 221·2! + 231·3! + 241·4! + · · ·
∼
= 1 + 12 + 221·2! + 231·3! = 1 + 12 + 18 + 24
1
= 79
48
with error
1 1 1 1
E= 24 ·4! 25 ·5! + 26 ·6! + 27 ·7! + · · ·
+
1 1 1 1


= 24 ·4! 1 + 2·5 + 22 ·5·6 + 23 ·5·6·7 + ···
1 1 1 2 1 3




< 4
2 ·4! 1 + 10 + 10 + 10 + · · ·
1 1 1 5 5
= ·
24 ·4! 1− 15 = ·
24 ·4! 4 = 1536 .

17
 1
7.51 Example: Approximate the value of ln 2 so the error is at most 50
1
= 1+x+x2 +· · · so that − ln 1− 12 = x+ 12 x2 + 13 x3 +· · ·,


Solution: For |x| < 1 we have 1−x
so
ln 2 = − ln 12 = − ln 1 − 12 = 12 + 2·2
1 1 1 1


2 + 3·23 + 4·24 + 5·25 + · · ·

∼
= 1 + 1 2 + 1 3 + 1 4 = 1 + 1 + 1 + 1 = 131
2 2·2 3·2 4·2 2 8 24 64 192

with error
1 1 1 1 1 1 1 1 1


E= 5·25 + 6·26 + 7·27 + ··· < 5·25 1+ 2 + 22 + 23 + ··· = 5·25 ·2= 80 .
1
7.52 Example: Approximate the value of 102/3 so the error is at most 100 .

Solution: Using the binomial series, we have

2/3
102/3 = (8 + 2)2/3 = 4 1 + 14




( 2 )(− 1 ) ( 32 − 13 − 34
 
= 4 1 + 23 · 14 + 3 2! 3 · 412 + 3! · 1
43 + ···
2 2·1 2·1·4 n+1 2·1·4·7···(3n−5)
=4+ 3 − 32 ·2!·4 + 33 ·3!·42 − · · · + (−1) 3n ·n!·4n−1 + ···
∼
=4+ 2
− 2·1
= 2 1
4 + 3 − 36 = 36 167
3 32 ·2!·4

with error E ≤ 332·1·4 1 1

·3!·42 = 33 ·3!·2 = 324 by the AST, which we can apply because because for
an = 2·1·4·7···(3n−5)
3n ·n!·4n−1 we have aan+1n
3n−2
= 3(n+1)·4 < 41 so that the sequence (an ) is decreasing,
2·1·4·7···(3n−5) 3·6·9···(3n) 1
and we have an = 3n ·n!·4n−1 < 3n ·n!·4n−1 = 4n−1 −→ 0 as n → ∞.
1
7.53 Example: Approximate the value of π so the error is at most 50 .

Solution: For |x| < 1 we have 1

1+x2 = 1 − x2 + x4 − · · · so tan−1 x = x − 13 x3 + 15 x5 − · · ·.
Put in x = √13 to get
π √1 1√ 1√ 1√
6 = 3
− 3·3 3
+ 5·32 3
− 7·33 3
+ ···
√ 1 1 1

∞ √
2 3
(−1)n (2n+1)·3
P
π =2 3 1− 3·3 + 5·32 − 7·33 + ··· = n
n=0
√ √
∼ 1 1 82 3


=2 3 1− 3·3 + 5·32 = 45
√ √
2 3 2 3
with error E ≤ 7·33 = 189 by the AST.
Z 1
2
7.54 Example: Approximate the value of e−x dx so the error is at most 1
100 .
0
Solution: We have
Z 1 Z 1
−x2 1 4 1 6 1 8
e dx = 1 − x2 + 2! x − 3! x + 4! x − · · · dx
0 0
h i1
1 3 1 5 1 7 1 9
= x− 3x + 5·2! x − 7·3! x + 9·4! x − ···
0
∞
1 1 1 1 1
(−1)n (2n+1)
P
=1− 3 + 5·2! − 7·3! + 9·4! − ··· = n!
n=0
∼
=1− 1 1
− 1
=1− 1 1 1 26
3 + 5·2! 7·3! 3 + 10 − 42 = 35
1 1
with error E ≤ 9·4! = 216 by the AST.

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 ∞
X (−2)n
7.55 Example: Find the exact value of the sum .
n=0
(2n)!
∞
P (−1)n 2n
∞
P (−2)n √
Solution: Since cos x = (2n)! x for all x, we have (2n)! = cos( 2).
n=0 n=0
∞
X n−2
7.56 Example: Find the exact value of the sum n
.
n=1
(−3)
1 1
Solution: For |x| < 1 we have 1+x = 1−x+x2 −x3 +· · · and (1+x) 2 3
2 = 1−2x+3x −4x −· · ·.

Put in x = 31 to get 16
9
= 1 − 23 + 333 − 343 + 354 − · · · so that
∞
n−2 1 0 1 2 3 1 1 2 3 4
P
1 1 9 5
(−3)n = 3 + 32 − 33 + 34 − 35 + · · · = 3 − 33 1 − 3 + 32 − 33 + · · · = 3 − 27 · 16 = 16 .
n=1
∞
X 2 · 5 · 8 · · · · · (3n + 2)
7.57 Example: Find the exact value of the sum .
n=0
5n n!

Solution: For |x| < 1 we have

5 8 5
− 83 11






 − − − − 
2(1 − x)−5/3 = 2 1 + − 53 (−x) + 3 3 2 3 3
x3 + · · ·


x +
2! 3!
2·5 2·5·8 2·5·8·11
=2+ 3·1! x+ 32 ·2! + 33 ·3! + ···.
3
Put in x = 5 to get
∞
2·5·8·····(3n+2) 2·5 2·5·8 2·5·8·11 2 −5/3 5 5/3
P


5n n! =2+ 5·1! + 52 ·2! + 53 ·3! + ··· = 2 5 =2 2 .
n=0

7.58 Example: Find the solution of the IVP y 00 − 2x y 0 − 2y = 0 with y(0) = 1, y 0 (0) = 0.
First find a power series solution, then convert the power series to closed form.
∞ ∞ ∞
an xn so y 0 = nan xn−1 and y 00 = n(n − 1)an xn−2 . Put these
P P P
Solution: Let y =
n=0 n=1 n=2
in the DE to get
∞ ∞ P∞
0 = y 00 − 2xy 0 − 2y = n(n − 1)an xn−2 − 2nan xn − 2an xn
P P
n=0
n=2 n=1
∞ ∞ P∞
(m + 2)(m + 1)am+2 xm − 2mam xm − 2am xm
P P
= m=0
m=0 m=1

∞

(m + 2)(m + 1)am+2 − 2(m + 1)am xm .
P
= 2a2 − 2a0 +
m=1
2(m+1)am 2am
The coefficients all vanish, so a2 = a0 and for m ≥ 1, am+2 = (m+2)(m+1) = m+2 . To get
0
y(0) = 1 and y (0) = 0, we need a0 = 1 and a1 = 0, and then the recurrence formula gives
22 2n
ak = 0 for k odd and a2 = 1, a4 = 42 , a6 = 2·6 , and in general a2n = 2·4·6···(2n) 1
= n! . Thus
∞ 2n
x x2
P
the solution is y = n! = e .
n=1

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