Power series &

Exponential function
Math for Electronics 1
Andrew Thangaraj
Electrical Engineering, IIT Madras
Introduction
Example: Capacitor discharging

t=0
i(t)

+
vC (t) 1 mF 1 kΩ i(t) = vC (t) = −vC′ (t)
−

Is there a function f for which f ′ = ±f ?

Can a polynomial satisfy f ′ = f ?

f (x) = a0 + a1 x + a2 x2 + ⋯ + an−1 xn−1 + an xn

f ′ (x) = a1 + 2a2 x + 3a3 x2 + ⋯ + nan xn−1

a1 a0
a1 = a0 a2 = =
2 2!
To make f ′ close to f , we need
a2 a0 an−1 a0
a3 = = ⋯ an = =
3 3! n n!
Picking a0 = 1,
x2 x3 xn−1 xn Stopping at n results in a
f (x) = 1 + x + + +⋯+ +
2! 3! (n − 1)! n! mismatch in the n-th power
2 3 n−1
x x x
f ′ (x) = 1 + x + + +⋯+ What if n → ∞?
2! 3! (n − 1)!
Series
Sequence of real numbers {ak }: a0 , a1 , a2 , …

n
Consider sequence of partial sums {sn = ∑ ak }:
k=0
s0 = a0 , s1 = a0 + a1 , s2 = a0 + a1 + a2 , …

∞
Series: lim sn = ∑ ak = a0 + a1 + a2 + ⋯
n→∞ k=0

When does a series converge?

What is the connection to the underlying sequence?
Power series
Sequence of real numbers {ak }: a0 , a1 , a2 , …

For a fixed x ∈ R, consider the sequence {ak xk }: a0 , a1 x, a2 x2 , …

n
Consider sequence of partial sums {fn (x) = ∑ ak xk }: a0 , a0 + a1 x, a0 + a1 x + a2 x2 , …
k=0

∞
Power series: lim fn (x) = ∑ ak xk = a0 + a1 x + a2 x2 + ⋯
n→∞ k=0

For what x, does the

Example
power series converge?
? x2 x3 x4
f (x) = 1 + x + + + +⋯ What is the derivative of
2! 3! 4!
a power series w.r.t. x?
Geometric series
Geometric series
Sequence {an }: 1, r, r2 , …

Partial sums: sn = 1 + r + r2 + ⋯ + rn

rsn = r + r2 + ⋯ + rn + rn+1
sn − rsn = 1 − rn+1
rn+1 → 0 if ∣r∣ < 1
1 − rn+1
sn = rn+1 diverges if ∣r∣ > 1
1−r
1
sn → if ∣r∣ < 1 sn diverges if ∣r∣ = 1 sn diverges if ∣r∣ > 1
1−r
1
∑ an = 1 + r + r2 + ⋯ = if ∣r∣ < 1
1−r

∑ an = 1 + r + r2 + ⋯ diverges if ∣r∣ ≥ 1
Visualising geometric series

r = 0.5 r = 1.05
Examples
Find the limit of the following series, whenever they converge.
1 1 1
1) 1 + + + + ⋯
2 4 8

1 1
2) 4 + 4 ⋅ + 4 ⋅ 2 + ⋯
3 3

210 211 212

3) 10 + 11 + 12 + ⋯
3 3 3

4) 1 + 2 + 22 + ⋯

45 46 47
5) 5 + 6 + 7 + ⋯
3 3 3
Comparison test
Theorem
1. If ∣an ∣ ≤ cn for all n above some value, and if ∑ cn converges,
then ∑ an converges.
2. If an ≥ dn ≥ 0 for all n above some value, and if ∑ dn diverges,
then ∑ an diverges.

Example

1 1 1
1) + + +⋯
2⋅3 2⋅3⋅4 2⋅3⋅4⋅5

2) 1.1 + 1.01 + 1.001 + ⋯

 1
Series ∑ q
n
Harmonic series: ∑ 1/n
Theorem
1 1 1
The harmonic series ∑ = 1 + + + ⋯ diverges.
n 2 3

1 1 1 1 1 1 1 1 1 1 1
∑ an = 1+ + ( + ) + ( + + + ) + ( + ⋯ + ) + ⋯ + ( n + ⋯ + n+1 ) + ⋯
2 3 4 5 6 7 8 9 16 2 +1 2

1 1 1 1 1 1 1 1 1 1 1
∑ dn = 1+ + ( + ) + ( + + + ) + ( + ⋯ + ) + ⋯ + ( n+1 + ⋯ + n+1 ) + ⋯
2 4 4 8 8 8 8 16 16 2 2
1 1 1 1 1
= 1+ + + + +⋯+ + ⋯ diverges
2 2 2 2 2

an ≥ dn ≥ 0 and ∑ dn diverges. So, by comparison test, ∑ an diverges.

Series: ∑ 1/nq
Theorem
1 1 1
The series ∑ q = 1 + q + q + ⋯ diverges if q ≤ 1.
n 2 3

1 1 1 1 1 1 1
∑ an = 1+ q + ( q + q ) + ( q + ⋯ + q ) + ⋯ + ( n + ⋯ + n+1 q ) + ⋯
2 3 4 5 8 (2 + 1)q (2 )

1 1 1 1 1 1 1
∑ dn = 1+ q + ( q + q ) + ( q + ⋯ + q ) + ⋯ + ( n+1 q + ⋯ + n+1 q ) + ⋯
2 4 4 8 8 (2 ) (2 )
1 1 1 1
= 1+ q + 2 ⋅ 2q + 2
2 ⋅ 3q +⋯+ 2 ⋅ (n+1)q + ⋯
n
2 2 2 2
2 n
1 1 2 1 2
= 1+ q + ⋅ + 1
⋅ (
2
) +⋯+ ⋅ ( q) +⋯
2 2 2
q q
2q 2q 2 q 2

an ≥ dn ≥ 0 and ∑ dn diverges if q ≤ 1. By comparison test, ∑ an diverges if q ≤ 1.

Series: ∑ 1/nq
Theorem
1 1 1
The series ∑ q = 1 + q + q + ⋯ converges if q > 1.
n 2 3

1 1 1 1 1 1
∑ an = 1+ ( q + q ) + ( q + ⋯ + q ) + ⋯ + ( n q + ⋯ + n+1 )+⋯
2 3 4 7 (2 ) (2 − 1)q

1 1 1 1 1 1
∑ cn = 1+ ( q + q ) + ( q + ⋯ + q ) + ⋯ + ( n q + ⋯ + n q ) + ⋯
2 2 4 4 (2 ) (2 )
1 2 1 1
= 1+ 2 ⋅ q + 2 ⋅ 2q +⋯+ 2 ⋅ n q
n
+⋯
2 2 (2 )
2 n
2
( q)
2 2
= 1+ + ( q) +⋯+ +⋯
2q 2 2

∣an ∣ ≤ cn and ∑ cn converges if q > 1. By comparison test, ∑ an converges if q > 1.

Visualising series

1 1 (2) 1 1
Hn = 1 + 2 +⋯+ n Hn = 1 + 22
+⋯+ n2

Hn Hn(2)

n n
Sequence {an } and series ∑ an

Series converges implies sequence tends to 0

If ∑ an converges, then an → 0
Proof: an = sn − sn−1 . Take limit as n → ∞.

Equivalently, if lim an 
= 0, then ∑ an diverges
n→∞

Sequence tends to 0 does not imply series converges

If an → 0, then ∑ an may or may not converge
1/n → 0 and ∑ 1/n diverges
1/n2 → 0 and ∑ 1/n2 converges
Root and ratio tests
Root and ratio test
Theorem (root test)
For a sequence {an }, suppose L = lim ∣an ∣1/n exists. Then,
n→∞

1. if L < 1, ∑ an converges.
2. if L > 1, ∑ an diverges.
3. if L = 1, no conclusive result.

Theorem (ratio test)

an+1
For a series ∑ an , if lim ∣an ∣ and lim
1/n
exist, then
n→∞ n→∞ an
1/n an+1
lim ∣an ∣ = lim .
n→∞ n→∞ an
Examples
Determine if the following series converge or diverge.

1 2 3
1) + + + ⋯
2 3 4 no
an → 0? diverges
1 1 1
2) e = 1 + + + + ⋯ yes
1! 2! 3!
works converges/
1 1 1 1 1 1 Ratio test
3) + + + + + + ⋯ diverges
2 2 4 4 8 8 no limit
1 1 works converges/
4) 1 + + +⋯ Root test
2 3 diverges
1 1 1 inconclusive
5) + + +⋯
1⋅2 2⋅3 3⋅4 Comparison test
1 1
6) 1 + + + ⋯
3 5
Convergence of power series
Power series
Sequence of real numbers {ak }: a0 , a1 , a2 , …

For a fixed x ∈ R, consider the sequence {ak xk }: a0 , a1 x, a2 x2 , …

n
Consider sequence of partial sums {sn (x) = ∑ ak xk }: a0 , a0 + a1 x, a0 + a1 x + a2 x2 , …
k=0

∞
Power series: lim sn (x) = ∑ ak xk = a0 + a1 x + a2 x2 + ⋯
n→∞ k=0

For what x, does the

Example
power series converge?
? x2 x3 x4
f (x) = 1 + x + + + +⋯ What is the derivative of
2! 3! 4!
a power series w.r.t. x?
Visualising power series
x2 x3
Exp(x) : 1 + x + + +⋯
2! 3! sn (x)
x2 xn n
sn (x) = 1 + x + +⋯+
2! n!

Given x = x0 , we get a series

x20
1 + x0 + +⋯
2!
that converges by ratio test.
Let it converge to fx0 .

Plot fx0 for different x0 to get a

curve. This defines a function of x.
x0 x
Geometric series: Convergence and divergence
1 + x + x2 + x3 + ⋯

converges for ∣x∣ < 1 diverges for x ≥ 1

sn (x) sn (x)
n n

x
x
Another example
x2 x3
x+ + +⋯
2 3

converges for ∣x∣ < 1 diverges for x ≥ 1

sn (x) sn (x)
n n

x
x
Radius of convergence of a power series
Theorem Proof
Consider a power series ∑ an xn with α = lim ∣an ∣1/n .
n→∞ Root test.
1
Let R = . If α = 0, R = ∞. If α = ∞, R = 0.
α Can use ratio
Then, ∑ an xn converges if ∣x∣ < R and diverges if ∣x∣ > R. test to find α.

R: radius of convergence

Examples
xn xn
1) 1 + x + x + ⋯ 2
3) ∑ 5) ∑
n n!
∞ xn
2) ∑ nx n−1 4) ∑ 2 6) ∑ nn xn
n=1
n
Functions defined using
power series
Function as limit of power series

f (x) = a0 + a1 x + a2 x2 + ⋯ = ∑ an xn

∣x∣ < R (R: radius of convergence of ∑ an xn )

Compute
Partial sum: sk = a0 + a1 x + ⋯ + ak xk
For ∣x∣ < R, sk → f (x). For large k , sk ≈ f (x)

Plot and
Is f continuous on (−R, R)?
behaviour
Is f differentiable in (−R, R)? How to find f ′ , f ′′ and so on?

Invert
Given y0 = f (x0 ). How to find x0 ?
Examples
1 ∞ xn x2 x3
Geometric: 1 + x + x + ⋯ =
2
, ∣x∣ < 1 ∑ =x+ + + ⋯, ∣x∣ < 1
1−x n=1 n 2 3

Series is a rational function! Special function, Logarithmic.

Computing, Plotting & Compute by partial sums.
behaviour, Inverting are all easy Continuity? Derivatives?

∞ ∞ xn x2 x3
∑ nx n−1
= 1 + 2x + 3x + ⋯, ∣x∣ < 1
2
∑ =1+x+ + + ⋯, x ∈
n=1 n=0 n! 2! 3!
1 R
Series is a rational function! Special function, Exponential
(1 − x)2
(How?)
Compute by partial sums.
Compute, Plotting & behaviour,
Inverting are all easy Continuity? Derivatives?
Continuity and differentiability
Theorem
∞
Suppose f (x) = ∑ an xn converges for ∣x∣ < R. Then, f is continuous and
n=0
differentiable on (−R, R), and
∞
f ′ (x) = ∑ nan xn−1 (∣x∣ < R).
n=1

Differentiation of power series can be done term by term!

Proof Technical. Uses a notion called uniform convergence.

∞
Use theorem repeatedly. All higher order f (k)
(x) = ∑ n(n−1) ⋯ (n−k+1)an xn−k
derivatives exist. Differentiate term by term. n=k
Examples
∞ 1
1) f (x) = ∑ x = 1 + x + x + ⋯ =
n 2
, ∣x∣ < 1
n=0 1 − x
′
∞ 1 1
f ′ (x) = ∑ nxn−1 = 1 + 2x + 3x2 + ⋯ = ( ) = 2
, ∣x∣ < 1
n=1 1−x (1 − x)
′
∞ 1 2
f ′′ (x) = ∑ n(n − 1)xn−2 = (1 ⋅ 2) + (2 ⋅ 3)x + (3 ⋅ 4)x + ⋯ = (
2
2
) = 3
, ∣x∣ <
n=2 (1 − x) (1 − x)
1
∞xn x2 x3
2) exp(x) = ∑ =1+x+ + + ⋯, x ∈ R
n=0 n! 2! 3!
∞ nxn−1 ∞ xn−1 ∞ xn
exp′ (x) = ∑ = ∑ = ∑ = exp(x)
n=1 n! n=1 (n − 1)! n=0 n!

exp′′ (x) = exp(x), exp(k) (x) = exp(x)

Examples (continued)
∞ xn x2 x3
3) f (x) = ∑ =x+ + + ⋯, ∣x∣ < 1
n=1 n 2 3
∞ nxn−1
1
′
f (x) = ∑ 2
=1+x+x +⋯= , ∣x∣ < 1 (Geometric series!)
n=1 n 1−x

Special functions have several interesting and useful properties.

They have applications across all areas of science and engineering.
We will study exponential function and introduce logarithm.
Exponential function
Definition and properties
∞ xn x2 x3 exp(0) = 1,
exp(x) = ∑ =1+x+ + + ⋯, x ∈ R
n=0 n! 2! 3! e ≜ exp(1)

Property 1 exp(k) (x) = exp(x), x ∈ R (seen before)

(derivatives)

Property 2
(addition exp(x + y) = exp(x) exp(y)
formula)
Proof ∞ ∞ ∞ n
exp(x) exp(y) = (∑ ) (∑ ) = ∑ ∑
r s
x y (a) xk y n−k
r! s! k!(n − k)!
r=0 s=0 n=0 k=0
∞ n ∞
(a): rearrangement of terms 1 n!xk y n−k (b) (x + y)n
=∑ ∑ =∑ = exp(x + y)
n! k!(n − k)! n!
(b): binomial expansion n=0 k=0 n=0
More properties
∞ xn x2 x3 exp(0) = 1,
exp(x) = ∑ =1+x+ + + ⋯, x ∈ R
n=0 n! 2! 3! e ≜ exp(1)

Property 3 exp(x) > 0 for x > 0

(sign, order) exp(x) → ∞ as x → ∞
exp(x) < exp(y) for 0 < x < y

Property 4
exp(x) exp(−x) = 1 Proof: Put y = −x in addition formula
(inverse)
exp(−x) > 0 for x > 0
exp(−x) → 0 as x → ∞
exp(−y) < exp(−x) for −y < −x < 0
Plot of exp(x) versus x
exp(x)

Agrees with properties

Rises "exponentially"

All derivatives are positive

Monotonically increasing

e Invertible
1 Inverse is logarithm function
1 x
The number e and the
exponential function
The number e = exp(1)
∞ 1 1 1
e = exp(1) = ∑ =1+1+ + +⋯ 0! = 1
n=0 n! 2! 3!

Value: 2.718281828459045…
Called Euler's number or Euler's constant
e is irrational

2 is irrational, but algebraic - root of x2 − 2

e is not algebraic - there is no polynomial with

integer coefficients for which e is a root

 x2 x3 1 1
exp(x) and e exp(x) = 1 + x +
2!
+
3!
+⋯ e = 1 + 1 + + + ⋯ = 2.718 …
2! 3!

n: integer Proof:
exp(n) = en exp(x1 + x2 + ⋯ + xn ) = exp(x1 ) exp(x2 ) ⋯ exp(xn ).
Put x1 = x2 = ⋯ = xn = 1.

x0 = p/q : Proof: (for positive p, q )

rational exp(qx0 ) = exp(x0 + ⋯q + x0 ) = exp(x0 )q
exp(x0 ) = ex0 exp(x0 )q = exp(qx0 ) = eqx0 or exp(x0 ) = ex0
Negative x0 : follows using inverse property

x: real Proof: (technical)

exp(x) = ex Real number is the limit of a sequence of rationals.
Properties of ex
x
x2 x3 1 1
exp(x) = 1 + x + + + ⋯ = (1 + 1 + + + ⋯ ) = (2.718281828459045 …)x
2! 3! 2! 3!
x
1 x2 x3
e−x =( ) =1−x+ − +⋯
e−x ex e 2! 3!
a) ex : continuous and differentiable everywhere
b) (ex )′ = ex
c) ex > 0 and ex is increasing for all x
d) ex+y = ex ey
e) ex → ∞ as x → ∞, ex → 0 as x → −∞
f) lim xn e−x = 0 for every n
x→∞ Grows faster
x
Proof for (f): than any power
e >
x xn+1
or xn e−x <
(n+1)! of x for large x
(n+1)! x
ex versus xn

To compare ex and xn , we
actually compare ex/n and x.

Observe that ex/n overtakes x

eventually for all n.
Problems
1) Plot and describe behaviour of the following functions.
1 ex − e−x −x2
(a) −x
(b) x −x
(c) xe , x e for x > 0
−x 2 −x
(d) e
1+e e +e

2) Compute the following limits.

ex − 1 ex − 1 − x aex + be−x
(a) lim (b) lim (c) lim x (d) lim 2 + xn ex
x→0 x x→0 x2 x→∞ e + e−x x→−∞

3) Find the minima/maxima of the following functions.

x2 −3x+2 −x2
(a) x e
a −bx
for x > 0, a, b > 0 (b) e + e
x −x
(c) e (d) xe

23
4) (a) Show that ex ≥ 1 + x for all x. Use it to lower bound ∏ (1 + k/365).
k=1
23
(b) Show that e −x
≥ 1 − x for all 0 ≤ x ≤ 1. Use it to upper bound ∏ (1 − k/365).
k=1