Applied Math. II For Eng
Applied Math. II For Eng
Brhane Aregawi
April 4, 2019
Contents
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1.1 Sequences
1.1.1 Definition of Sequences
A sequence is a list of numbers written in a specific order. A Sequence is a set can be defined as a
function whose domain is the set of positive integers. A sequence can be written in a definite order:
a1 , a2 , a3 , · · · , an , · · ·
Each ai are called the terms of the sequence. The numbers
a1 is the first term
a2 is the second term
..
.
1. the terms are in order (with Sets the order does not matter)
2. the same value can appear many times (only once in Sets)
2. the sequence {3, 5, 7, 9...} starts at 3 and jumps 2 every time; then find
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c){a, b, c, d, e} d){f, r, e, d}
Examples of infinite sequences:
a) {0, 1, 0, 1, 0, 1 ...} is the sequence of alternating 0s and 1s (yes they are in order, it is an
alternating order in this case).
b) {1, 2, 3, 4...}.
c) {20, 25, 30, 35 ...}.
d) {1, 2, 4, 8, 16, 32 ...}.
E) Arithmetic Sequence: with common difference between one term and the next.
Example 1.1.2. Consider the sequence 1, 4, 7, 10, 13, 16, 19, 22, 25, · · · :common difference, d=3 and
then its nth term is An = 3n − 2.
where; a is the first term, and d is the difference between the terms (Usually called the ”common
difference”) so that its nth term is
An = A1 + (n − 1)d
.
F) Geometric Sequence: In a geometric sequence each term is found by multiplying the previous
term by a constant.
Example: Consider the sequence 2, 4, 8, 16, 32, 64, 128, 256, · · · . This sequence has a factor of 2
between each number. Then its Rule is
an = 2 n
. ⇒ In General you could write an geometric sequence {Gn } as:
{G1 , G1 r, G1 r 2 , G1 r 3 , ...}
Where: G1 is the first term, and r is the factor between the terms (called the ”common ratio”).
Note that:
i. r , 0.
ii. The nth term is Gn = G1 r n−1 .
Example 1.2.1. Using limit evaluetion determine the convergence or divergence of the following sequences.
1
1. an = n
2. {(1 + )n }∞
n+1 n n=1
3. {(−4)2n } 4. {( 13 )n }
2
5. { 6n4n+1
2 } 6. {1, 2, 3, 12 , 14 , 16 , · · · , 2n
1
,···}
7. Show that {r n } is converges only for −1 < r < 1.
(
n n 1, if niseven;
8 {(−1) } : limn→∞ (−1) =
−1, if nisodd.
Rules of Convergence sequences: Let {an }∞ ∞
n=m and {bn }n=m be converge to L and K respectively.
Then, for any constant c:
an L
a4. { ban } is converges and lim = .
n n→∞ bn K
p p
a5. {an } is converges and lim an = Lp .
n→∞
Theorem 1.2.1. Given the sequence {an } if we have a function f (x) such that f (x) = an and lim f (x) = L
x→∞
then lim an = L.
n→∞
Theorem 1.2.2. If lim |an | = 0 then lim an = 0. But the converse is not true.
n→∞ n→∞
* Direct substitution
* Composition substitution
* L’hopitals rule
Definition 1.2.2. Given any sequence {an }. Then {an } is;
4. bounded below if there exists a number m such that m ≤ an for every n. The number m is sometimes
called a lower bound for the sequence.
5. bounded above if there exists a number M such that M ≥ an for every n. The number M is sometimes
called a upper bound for the sequence.
6. If the sequence is both bounded below and bounded above we call the sequence is bounded.
i. {(−n2 )}∞
n=0 ii. {(−1)n+1 }∞
n=1 iii. { n12 }∞
n=5
3
n ∞ n ∞ n
iv. { n+2 }n=0 v. { n+1 }n=1 vi. { n4 +10000 }∞
n=0
Note: Application of derivative any function f(x) is increasing if f 0 (x) ≥ 0 ∀x and decreasing if
f 0 (x) ≤ 0 ∀x in its domain.
n(n+1)
ii. 1 + 2 + 3 + 4 + + · · · + n = 2 .
∞
X 1 1 1 1 1 1
iii. n
= + + + + · · · + n + · · · = 1.
2 2 4 8 16 2
n=1
..
.
n
X
Sn = a1 + a2 + a3 + a4 + a5 + · · · + an = ai
i=1
These are called partial sums. Notice that the partial sums will form an infinite sequence, {sn }∞ n=1 .
Definition: The sequence an is convergent if its partial sums sequence {sn }∞
P
n=1 is convergent, that
X∞
P
is if lim sn = s exists (as a finite number), we call the sum of the infinite series an and an = s,
n→∞
P n=1
otherwise an is a divergent series.
Example 1.3.2. Determine if the following series is convergent or divergent. If it converges determine its
sum.
∞ ∞
X X 1 3 1 1
a. n b. : sn = 4 − 2n − 2(n+1)
n2 − 1
n=1 n=2
∞ ∞
X
n
X 1
c. (−1) d. is a divergent series
n
n=0 n=1
P
Theorem 1.3.1. If an converges then lim an = 0. But the converse is not true.
n→∞
∞ ∞
1 1 X 1 X 1
Example 1.3.3. lim = 0 and lim 2 = 0, but is divergent and is convergent [we see
n→∞ n n→∞ n n n2
n=1 n=1
later].
F Geometric Series
∞
X
Theorem 1.4.2. The Geometric series ar n−1 = a + ar + ar 2 + ar 3 + · · · + ar n−1 + · · · is convergent if |r| < 1
n=0
∞
X a
and its sum is ar n−1 = , if, |r| > 1 the geometric series is divergent. Here r is called the common
1−r
n=0
ratio.
∞
X
Example 1.4.2. Is the series 22n 31−n convergent or divergent?
n=1
F Telescoping Series
This name comes from what happens with the partial sums of the sequence such that we must get
terms to cancel.
∞
X 1
Example 1.4.3. Show that the series is convergent, and find its sum.
n(n + 1)
n=1
Exercise 1.4.1. Determine if the following series converges or diverges. If it converges find its value.
∞
X 1
i.
n2 + 3n + 2
n=0
∞
X 1
ii.
n2 + 4n + 3
n=1
∞ ∞
X 3 + 2n X 1 1
iii. 2
= ( + ) is not a telescoping series.
n + 3n + 2 n + 1 n + 2
n=1 n=1
∞
X 1
F Harmonic Series The Harmonic Series is which is divergent.
n
n=1
∞
X 1
Example 1.4.4. i. Show that the series 5 is divergent.
n
n=1
∞
X 1
ii. Show that the series is divergent
n
n=4
The convergence of the series is not change when:
F Combination of Series
∞
X ∞
X ∞
X ∞
X
Let an and bn be two give series. Then the two new series, (an + bn ) and can whose
n=1 n=1 n=1 n=1
convergence is generated by the convergence of original series.
∞
X ∞
X ∞
X ∞
X
Theorem 1.4.3. 1. If an and bn be converge, then (an + bn ) converges and (an + bn ) =
n=1 n=1 n=1 n=1
∞
X ∞
X
an + bn .
n=1 n=1
∞
X ∞
X ∞
X ∞
X
2. an is converges, then can also converges and can = c an
n=1 n=1 n=1 n=1
∞
X 4 2
Example 1.4.5. Show that the series ( n− ) converges, and find its sum.
2 n(n + 1)
n=1
A. Integral Test
This method also enable us to find good estimates of the sum.
∞
X 1 1
♠ Show that the harmonic series is divergent series. Let f (x) = x on the interval [1, ∞),
n
n=1
the improper integral Z∞
1
1 x
is called integral divergent. Also to prove that the harmonic series diverges using estimate the
area by breaking up the interval into segments and then sketching in rectangles and using the
sum of the area all of the rectangles as an estimate of the actual area. Break up the interval into
sub-intervals of width 1 and we will take the function value at the left endpoint as the height
of the rectangle.
converges. Similarly to the above process to prove this: let f (x) = x12 is on the interval [1, ∞).
Z∞
1
Then the Improper Integral dx = 1 and so this integral converges.
1 x
Again try to estimate the area under this curve using the right end points for the height of our
rectangles. Here is a sketch of this case,
∞
X 1
Put this in together, we get; <2
n2
n=1
Integral Test: Suppose that f (x) is a positive, decreasing function on the interval [k, ∞) and that
an = f (n) then,
Z∞ X∞
i. If f (x) is convergent so is an .
n=k n=k
Z ∞ ∞
X
ii. f (x) is divergent so is an .
n=k n=k
This test does not give the value of a series. It will only give the convergence/divergence
of the series.
Example 1.4.6. Using integral test determine if the following series is convergent or divergent.
∞ ∞ ∞
X 1 X 1 X 2
a. b. c. ne−n
n n ln(n) n=o
1 n=2
∞ ∞
X 1 X 1
d. e.
n2 + 1 n2
1 1
B. P-Series Test
∞
X 1
If k > 0 then converges if p¿1 and diverges if p ≤ 1. This series in this fact are called
np
n=k
p-series and so this fact is called the p-series test.
Example 1.4.7. Determine if the following series is convergent or divergent.
∞ ∞ ∞
X 1 X 1 X 1
a. b. √ c.
n7 n n3
1
1 n=2 1
The Integral Test applicable if the series terms MUST be positive. If they are negative then the
test does n Äôt work.
’
C. The comparison test X X
Suppose that we have two series an and bn with, an , bn for all n and an ≤ bn for all n.
Then,
X X
1. If bn is convergent so is an .
X X
2. If an is divergent so is bn .
X X
3. bn is divergent, then we haven’t conclusion about the convergence of an .
In other words, we have two series of positive terms and the terms of one of the series is always
larger than the terms of the other series. Then if the larger series is convergent the smaller
series must also be convergent. Likewise, if the smaller series is divergent then the larger series
must also be divergent.
In the comparison tests the idea is to compare a given series with a series that is known to be
convergent or divergent.
Example 1.4.8. Determine if the series is convergent or divergent.
∞ ∞ ∞
X 1 X n X n2 + 1
a. b. c.
2n + 1 n − cos2 n
2 n4 + 5
n=1 n=1 n=1
∞ ∞
X 5 X 1
d. e. (?)
2
2n + 4n + 3 3n − n
n=1 n=0
c = lima
n→∞ bnn
If c is positive (i.e. c > 0 ) and is finite (i.e. c < ∞ ) then either both series converge or both series
diverge.
Example 1.4.9. Determine if the series is convergent or divergent.
∞ ∞ ∞
X 1 X 4n2 + n X 4n − 3
a. b. √3 c. .
3n − n 7 3 n3 − 5n − 7
n=0 n=2 n + n n=1
an = (−1)n−1 bn or an = (−1)n bn
∞ ∞
X (−1)n+1 X (−1)n n2
a. b.
n n2 + 5
n=1 n=1
∞ √ ∞
X (−1)n−3 n X (cosnπ
c. d. √ .
n+4 n
n=0 n=1
Example 1.5.2. a. Show that that alternating harmonic series is conditionaly convergent.
∞
X 1
b. Show that that is absolutely convergent.
n2
n=1
3. If r =1 the series may be divergent, convergent, or absolutely convergent i. e we cannot draw any
conclusion about the convergence.
Notice that; if r = 1 the ratio test is pretty much worthless and we would need to resort to a different
test to determine the convergence of the series.
This test will be particularly useful for series that contain factorials.
3. If r =1 the series may be divergent, convergent, or absolutely convergent i. e we cannot draw any
conclusion about the convergence.
Notice that; if r = 1 the ratio test is pretty much worthless and we would need to resort to a different
test to determine the convergence of the series.
1
As an exercise for the reader please show that lim n n = 1.
n→∞
∞
X ∞
X
a. Generalized comparison test: If |an | ≤ |bn | for n ≥ 1, and if |bn | converges then an converges
n=1 n=1
(absolutely).
∞
an X
b. Generalized Limit comparison test: If lim , where L is a positive number, and if |bn | converges
n→∞ bn
n=1
∞
X
then an converges (absolutely).
n=1
an+1
c. Generalized ratio test: Suppose that an , 0 and that lim = r(possibly ∞).
an n→∞
∞
X X∞
If r < 1 then, an converges (absolutely). If r > 1 then an diverges. If r = 1, then from this test
n=1 n=1
alone we cannot draw any conclusion about the convergence of the series.
p ∞
X
n
d. Generalized root test: Suppose that lim |an | = r(possibly ∞). If r < 1 then, an converges (abso-
n→∞
n=1
∞
X
lutely). If r > 1 then an diverges. If r = 1, then from this test alone we cannot draw any conclusion
n=1
about the convergence of the series.
∞ n
X x
Exercise 1.6.1. a. Show that converges absolutely for |x| < 1, converges conditionally for x = −1,
n
n=1
and diverges for |x| > 1 and for x = 1.
∞
X n!
b. Determine weather the series (−1)n+1 converges or diverges.
10n
n=1
where x is a variable and the cn0 s are constants called the coefficients of the series.
For each fixed x, 1.1 the series is a series of constants that we can test for convergence or divergence.
A power series may converge for some values of x and diverge for other values of x. The sum of the
series is a function
f (x) = c0 + c1 x + c2 x2 + c3 x3 + · · ·
whose domain is the set of all for which the series converges. Notice that f resembles a polynomial.
The only difference is that has infinitely many terms.
For instance, if we take cn = 1 for all n, the power series becomes the geometric series
∞
X
xn = 1 + x + x2 + x3 + · · ·
n=0
is called a power series in (x − a) or a power series centered at a or a power series abouta. Notice
that in writing out the term corresponding to n = 0 in 1.1 and 1.2 we have adopted the convention
that (x − a)0 = 1 even when x = a. Notice also that when x = a all of the terms are 0 for n ≥ 1 and so
the power series 1.2 always converges when x = a.
∞
X
Example 1.7.1. For what values of x is the series n!xn convergent?
n=0
(iii) There is a positive number R such that the series converges if |x − a| < R and diverges if |x − a| > R.
The number R in three cases above is called the radius of convergence of the power series. The
interval of convergence of a power series is the interval that consists of all values of x for which the
series converges.
Series Radius of convergence Interval of convergence
X∞
xn R=1 (−1, 1)
n=0
∞
X
n!xn R=0 {0}
n=0
∞
X (x − 3)n
R=1 [2, 4)
n
n=1
∞
X (−1)n x2n
R=∞ (∞, ∞)
22n (n!)2
n=0
In general, the Ratio Test (or sometimes the Root Test) should be used to determine the radius of
convergence . The Ratio and Root Tests always fail when is an endpoint of the interval of
convergence, so the endpoints must be checked with some other test.
Example 1.7.2. Find the radius of convergence and interval of convergence of the series
∞
X (−3)n xn
√
n=0 n+1
1
The power series representation of f (x) = 1−x is given as
∞
1 X
= 1 + x + x2 + x3 + · · · = xn , |x| < 1
1−x
n=0
R 0.5
1 −7 .
(b) Use part (a) to approximate 0 1+x 7 dx correct to within 10
This series is called the Taylor series of the function f at a(or about a or centered at a). For the
special case a = 0 the Taylor series becomes
Example 1.7.10. Find the Maclaurin series of the function f (x) = ex and its radius of convergence.
As with any convergent series, this means that f (x) is the limit of the sequence of partial sums. The
partial sums of the Taylor series are:
n
X f i (a)(x − a)i
Tn (x) =
i!
i=0
f 0 (a)(x − a) f 00 (a)(x − a)2 f 000 (a)(x − a)3 f (n) (a)(x − a)n
= f (a) + + + + ··· +
1! 2! 3! n!
Notice that Tn is a polynomial of degree n called the nth-degree Taylor polynomial of f at a.
Example 1.7.11. Find the Taylor polynomials at 0 (or Maclaurin polynomials) with n = 1, 2, and 3 of
f (x) = ex .
Theorem 1.7.4. If f (x) = Tn (x) + Rn (x), where Rn (x) is called the remainder of the Taylor series of f at a
and
lim Rn (x) = 0
n→∞
for kx − ak < R, then f is equal to the sum of its Taylor series on the interval kx − ak < R.
, then the remainder Rn (x) of the Taylor series satisfies the inequality
M
kRn (x)k ≤ (x − a)n+1 forkx − ak ≤ d
(n + 1)!
Example 1.7.12. Prove that ex is equal to the sum of its Maclaurin series.
Example 1.7.14. Find the Maclaurin series for sinx and prove that it represents sinx for all x.
Exercise 1.7.1. Find the Maclaurin series for each of the ff function:
(i) f (x) = cosx (ii) f (x) = xcosx (iii) f (x) = sinxata = π/3
∞
X
The Muclarine series of f (x) = (1 + x)k is , where k is any real number.
n=0
This series is called the binomial series for |x| < 1.
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vector from the origin to the point (x, y). We refer to z as the point or the vector z.
Remark. Addition of complex numbers corresponds to addition of vectors. But the product of
complex numbers does not.
Definition 2.1.2. The modulus or absolute value of a complex number z = x + iy, is the real number
q
|z| = x2 + y 2 .
Note: The number z which is the reflection in the real axis of the point representing z.
Properties of Complex Conjugate:
z+z
1. z=z 4. z1 − z2 = z1 − z2 7. Rez =
2
z−z
2. |z| = |z| 5. z1 z2 = z1 z2 8. Imz =
2i
!
z1 z
3. z1 + z2 = z1 + z2 6. = 1 9. zz = |z|2 = x2 + y 2
z2 z2
−1+3i
Example 2.1.3. a) Express 2−i in the form a + ib.
Triangle Inequality
|z1 + z2 | ≤ |z1 | + |z2 |.
This says the length of one side of a triangle is less than or equal to the sum of the lengths of the
other two sides.
We also have: |z1 +2 | ≥ ||z1 | − |z2 ||.
Note also: |z1 − z2 | ≤ |z1 | + |z2 | and |z1 − z2 | ≥ ||z1 | − |z2 ||.
Generally: |z1 + z2 + · · · + zn | ≤ |z1 | + |z2 | + · · · + |zn |
1 1
≤
P (z) |an |Rn
z = r(cosθ + isinθ).
Using the Euler formula: cosθ + isinθ = eiθ ,
we can write z = reiθ .
This is called the exponential form of z.
In the representation z = reiθ , θis not unique.
Each value of θ is called an argument of z and is denoted by arg z.
The unique argument θ between −π < θ ≤ π is called the principal argument and is denoted by
Arg z. y
Note that argz = Arg(z) + 2nπ, and Arg(z) = tan−1 x for any n = 0, ±1, ±2, ±3, · · · .
Remarks: z = Reiθ , (0 ≤ θ ≤ 2π) is a parametric representation of the circle |z| = R, centered at the
origin with radius R.
On the other hand, the circle |z − z0 | = R, whose center is z0 and whose radius is R, has the
parametric representation z = z0 + Reiθ , (0 ≤ θ ≤ 2π).
. The circle |z| = 1 is the boundary of |z| < 1. |z| = 1 is also the boundary of |z| > 1.
. Note: A set is open if and only if each of its points is an interior point.
. The closure of a set S is the closed set consisting of all points in S together with the boundary
of S.
. An open set S is connected if each pair of points z1 and z2 in it can be joined by a polygonal
line.
This means there is a finite number of line segments, joined end to end, that lies entirely in S.
. A domain together with some,none,or all of its boundary points is usually referred to as a
region.
Which of the above sets are bounded? Closed? Open? Also find their boundaries.
P (z) = a0 + a1 z + a2 z2 + · · · + an zn
is a polynomial of degree n.
P (z)
Quotients Q(z)
of polynomials are called rational functions. If the polar coordinates r and θ are
used instead of x and y, then
NB: You will have learn the limit, continuity, derivative and integration of complex functions in the
course Applied mathematics III next year.
The modulus, argument, and conjugate of the exponential function are easily determined. If we
express the complex number w + ez in polar form:
then we see that r = ex and θ = y + 2nπ, for n = 0, ±1, ±2, · · · Because r is the modulus and θ is an
argument of w, we have:
|ez | = ex and arg(ez ) = y + 2nπ, n = 0, ±1, ±2, · · ·
Note that
a. ez = ρeβφ iff ρ = ex φ = y. Thus |ez | = ex and arg(ez ) = y + 2nπ, n = 0, ±1, ±2, · · · .
b. ez , 0 for all z.
Basic Properties of ez
Example 2.3.1.
√
a. Solve ez = 1 + 3i. b. If ez is real, then show that Im(z) = nπ. c. P rove that (ez )n = enz ∀n ∈ Z.
Note then that elogz = z while log(ez ) = z + 2nπi n ∈ Z. The principal value or principal branch of
logz is denoted by Log(z) and is defined by
Log(z) = lnr + iθ
Branches of Logarithms
Let z = reiπ , 0 and let Θ be the Arg (z).
Then
is a multiple-valued function.
We can write it as:
we get
log(i 2 ) = log(−1) = ln1 + iπ = πi.
Also
π
2logi = 2 lan1 + i = πi.
2
Hence
log(i 2 ) = 2log(i)
Example 2.3.5. If we use the branch cut
3π 11π
logz = lnr + iθ where r > 0, 4 <θ< 4
we get
log(i 2 ) = log(−1) = ln1 + iπ = πi.
Also
5π
2logi = 2 lan1 + i = 5πi.
2
Hence
log(i 2 ) , 2log(i)
b. cos2 z + sin2 z = 1, sin(z + 2π) = sinz, cos(z + 2π) = cosz, sin(z + π) = −sinz, cos(z + π) = −cosz.
Theorem 2.3.1. sinhz = 0 iff z = nπi n ∈ Z and cosh = z = 0 iff z = n + 21 πi n∈Z
The other hyperbolic functions are defined as
sinhz 1
tanhz = secnhz =
coshz coshz
1 coshz
cschz = cothz =
sinhz sinhz
These functions are analytic in their domain of definition and we have
d d
(tanhz) = sech2 z (cothz) = −csch2 z (2.1)
dz dz
d d
(sechz) = sechztanhz (cschz) = −cschzcothz. (2.2)
dz dz