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BCLA Module 3 Study Material

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27 views10 pages

BCLA Module 3 Study Material

Uploaded by

padmajapaddu568
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Module 3: Part 1: Sequences and Series

1 Real Sequence
1. A real sequence is a function whose domain is the set N of all natural numbers and range a subset of the set R of real
numbers. Symbolically, f : N → R or (x : N → R or a : N → R) is a real sequence.
(a) Bounded above sequence: A sequence (an ) is said to be bounded above if there exists a real number K such that

an ≤ K ∀n ∈ N.

(b) Bounded below sequence: A sequence (an ) is said to be bounded below if there exists a real number k such that

k ≤ an ∀n ∈ N.
(c) Bounded sequence: A sequence (an ) is said to be bounded if it is bounded both above and below. Equivalently,
a sequence (an ) is bounded if there exist two real numbers k and K with k ≤ K such that

k ≤ an ≤ K ∀n ∈ N.

Example:  
1 1
(an ) = 1, , , . . .
2 3
Since 0 < an ≤ 1 for all n ∈ N, the sequence (an ) is bounded.
(d) Unbounded sequence: If there exists no real number M such that |an | ≤ M for all n ∈ N, then the sequence (an )
is said to be unbounded.
Example:
(an ) = {1, 2, 22 , 23 , . . .}
Although an ≥ 1 for all n ∈ N, there exists no real number K such that an ≤ K. Therefore, the sequence is
unbounded above.
2. Convergent and Divergent Sequences
(a) Convergent sequence: A sequence (an ) is said to be convergent if limn→∞ an is finite.
Example: Consider thesequence 21n . Here, an = 21n . Therefore, limn→∞ an = limn→∞ 1

2n = 0, which is finite.
Hence, the sequence 21n is convergent.
(b) Divergent sequence A sequence (an ) is said to be divergent if limn→∞ an is not finite, i.e., if

lim an = +∞ or − ∞.
n→∞

Examples:
ˆ Consider the sequence (an ) = (n2 ).
lim an = limn→∞ n2 = +∞. Hence, the sequence (n2 ) is divergent.
n→∞
ˆ Consider the sequence (an ) = (−2n ).
limn→∞ an = limn→∞ (−2n ) = −∞. Hence, the sequence (−2n ) is divergent.
(c) Oscillatory sequence:If a sequence (an ) neither converges to a finite number nor diverges to +∞ or −∞, it is
called an oscillatory sequence.
Examples:

1
ˆ Consider the sequence (an ) = {(−1)n }.
limn→∞ a2n = limn→∞ (−1)2n = 1
limn→∞ a2n+1 = limn→∞ (−1)2n+1 = −1 Therefore, the sequence {(−1)n } oscillates finitely.
ˆ Consider the sequence (an ) = {(−1)n n}. It is an unbounded sequence.
limn→∞ a2n = limn→∞ (−1)2n · 2n = limn→∞ 2n = +∞
limn→∞ a2n+1 = limn→∞ (−1)2n+1 · (2n + 1) = limn→∞ −(2n + 1) = −∞
Thus, the sequence does not diverge.
Hence, this sequence oscillates infinitely.

2 Infinite Series
1. If {un } is a sequence of real numbers, then the expression u1 + u2 + u3 + · · · + un + · · · is called an infinite series. The

X X
infinite series u1 + u2 + · · · + un + · · · is usually denoted by un or more briefly, by un .
n=1

2. Convergence, Divergence and Oscillation of an Infinite Series


X X
(a) The series un converges if the sequence {Sn } of its partial sums converges. Thus, un is convergent if limn→∞ Sn
is finite.
Example: Discuss the convergence or otherwise of the series
1 1 1 1
+ + + ··· + + · · · to ∞.
1·2 2·3 3·4 n(n + 1)

1 1 1
un = = − Putting n = 1, 2, 3, . . . , n
n(n + 1) n n+1
1 1
u1 = −
1 2
1 1
u2 = −
2 3
..
.
1 1
un = −
n n+1
1
P
Adding Sn = 1 − n+1 limn→∞ Sn = 1 − 0 = 1 ⇒ {Sn } converges to 1 ⇒ un converges to 1.
X X
(b) The series un diverges if the sequence {Sn } of its partial sums diverges. Thus, un is divergent if limn→∞ Sn =
+∞ or −∞.
Example 5. Show that the series 12 + 22 + 32 + · · · + n2 + · · · diverges to + ∞. Sol.

n(n + 1)(2n + 1)
Sn = 12 + 22 + 32 + · · · + n2 =
6
lim Sn = +∞
n→∞
⇒ {Sn } diverges to + ∞ ⇒ The given series diverges to + ∞.
X X X
(c) The series un oscillates finitely if the sequence un of its partial sums oscillates finitely. Thus, un oscillates
finitely if {Sn } is bounded and neither converges nor diverges.
X X
(d) The series un oscillates infinitely if the sequence {Sn } of its partial sums oscillates infinitely. Thus, un
oscillates infinitely if {Sn } is unbounded and neither converges nor diverges.

3. Convergence of a positive series:

2
X
(a) (Necessary condition) If a positive term series un is convergent, then lim un = 0
n→∞
X
lim un = 0 ⇒ un may or may not be convergent.
n→∞
X
lim un ̸= 0 ⇒ un is not convergent.
n→∞


X 1
Example: Test the convergence of the series cos
n=1
n
1 1
Solution: Here un = cos ⇒ lim un = lim cos = 1 ̸= 0
n n→∞ n→∞ n
Hence the given series is not convergent.
P
(b) Necessary and sufficient condition for the convergence of a positive term series un is that the sequence {Sn } of
its partial sums is bounded above.

3 Test for convergence of a series



X 1 1 1 1
1. p-series: An infinite series of the form p
= p + p + p + · · · is called p-series. It converges if p > 1 and diverges
n=1
n 1 2 3
if p ≤ 1.
Example:

X 1 1 1 1
ˆ 3
= 3 + 3 + 3 + · · · converges (As p = 3 > 1)
n=1
n 1 2 3

X 1 1 1 1
ˆ 5/2
= 5/2 + 5/2 + 5/2 + · · · converges (As p = 5
2 > 1)
n=1
n 1 2 3

X 1 1 1 1
ˆ 1/2
= 1/2 + 1/2 + 1/2 + · · · diverges (As p = 1
2 < 1)
n=1
n 1 2 3

X ∞
X
2. Comparison Test I: Let un and vn be two positive term series such that un ≤ kvn ∀n (where k is a positive
n=1 n=1
number). Then

X P∞
ˆ If vn converges then n=1 un also converges.
n=1

X P∞
ˆ If un diverges then n=1 vn also diverges.
n=1


X ∞
X
3. Comparison Test II: Let un and vn be two positive term series.
n=1 n=1

∞ ∞
un X X
(a) If lim = finite and non zero, then un and vn have same behavior.
n7→∞ vn
n=1 n=1
∞ ∞
un X X
(b) If lim = 0 and vn converges, then un also converges.
n7→∞ vn
n=1 n=1
∞ ∞
un X X
(c) If lim = ∞ and vn diverges, then un also diverges.
n7→∞ vn
n=1 n=1

3
X un+1
4. D’Alembert’s Ratio Test: If un is a positive term series, and lim = l, then
n→∞ un
X
(i) un is convergent if l < 1.
X
(ii) un is divergent if l > 1.
Note. If l = 1, the test fails, i.e., no conclusion can be drawn about the convergence or divergence of the series. The
series may converge, it may diverge.
Example: Discuss the convergence of the following series:
2p 3p 4p
(a) 1 + + + + · · · , (p > 0) convergent
2! 3! 4!
1 1 1 1
(b) + + + · · · + n−1 + ··· convergent
2 3 5 2 +1
12 · 22 22 · 32 32 · 42 42 · 52
(c) + + + + ··· convergent
1! 2! 3! 4!
X
5. Cauchy’s Root Test: If un is a positive term series and lim (un )1/n = l, then
n→∞
X
(a) un is convergent if l < 1
X
(b) un is divergent if l > 1

Note. If l = 1, the test fails, i.e., no conclusion can be drawn about the convergence or divergence of the series. The
series may converge, it may diverge.
Example: Test the convergence of the following series:
2
X  n n
(a) convergent
n+1
 −n2
X 1
(b) 1+ convergent
n

X 1
(c) convergent
n=2
(log n)n
X  n − log n n
(d)
2n n!

4 Practice Question
Test the convergence of the following series:
1 1 1 1
1. 3 + 2·32 + 3·33 + 4·34 + ··· convergent
12 22 22 32 32 42 42 52
2. 1 + 2! + 3! + 4! + ··· convergent
1 2 1·2 2 1·2·3 2 1·2·3·4 2
   
3. 3 + 3·5 + 3·5·7 + 3·5·7·9 + ··· convergent
1 2! 3! 4!
4. 7 + 72 + 73 + 74 + ···
x x3 x5 x7
5. √
5
+ √
7
+ √
9
+ √
11
+ ···

x x2 x3 x4
6. 1·3 + 2·4 + 3·5 + 4·6 + ··· (x > 0)
n3
P∞
7. n=1 1+2n convergent
P∞ (n+2)2
8. n=1 n!

4
1 1 1
9. Show, using the Ratio Test, that the series 1 + 1! + 2! + 3! + · · · converges.
P∞ xn
10. For what positive values of does the series n=1 n converge?
5n
P∞
11. Test for convergence the series n=1 (2n+1)! .

13 23 33 43
12. 4 + 42 + 43 + 44 + ···
2 3
2 2 2 24
13. 3+4 + 32 +4 + 33 +4 + 34 +4 + ···
3 1+22 1+23
14. 6 + 1+52 + 1+53 + ···
3 32 33
15. 1 + 1! + 2! + 3! + ···
2 2·4 2·4·6
16. 3 + 3·4 + 3·4·5 + ···
4 4·6 4·6·8
17. 3 + 3·5 + 3·5·7 + ···
2 2·5 2·5·8
18. 4 + 4·8 + 4·8·12 + ···
1 1·3 1·3·5
19. 1 + 3 + 3·6 + 3·6·9 + ···
P∞  2
3 −n
20. n=1 1+ n convergent
P∞  2
2 n
21. n=1 1− n convergent
P∞ 1
22. n=2 (log n)n convergent
∞ √
( n n + 4)n
P
23. divergent
n=1

P∞  2
n+1 n 3 n

24. n=1 n 4 divergent
P∞  3
1 −n
25. n=1 1+ n2 convergent

5
Module 3: Part 2: Taylor and Maclaurin’s Series

5 Taylor and Maclaurin’s Series with Remainder


ˆ Throughout this document, n ∈ N and I is an open interval containing the point a.

Taylor’s theorem (Taylor’s formula) is an important tool which provides an approximation of the functions by polynomials.
Theorem (Taylor’s theorem with remainder) Let f (x) be defined and have continuous derivatives up to (n + 1)th order
in an open interval I, containing a point a. Then, Taylor’s expansion of the function f (x) for all x ∈ I, about the point a is
given by
(x − a)2 ′′ (x − a)n (n)
f (x) = f (a) + (x − a)f ′ (a) + f (a) + · · · + f (a) + Rn (x) (1)
2! n!
where the remainder term Rn (x) is given by

(x − a)n+1 (n+1)
Rn (x) = f (c) (2)
(n + 1)!

for some c in between a and x.


ˆ The function Rn (x) is called the remainder of order n or the error term for the approximation of f (x) over I or the error
term of the expansion.

ˆ The error term can also be written as


(x − a)n+1 (n+1)
Rn (x) = f (a + θ(x − a)), 0<θ<1
(n + 1)!

which is called the Lagrange form of the remainder.


n-th Degree/Order Taylor’s Polynomial Approximation to f (x). If we neglect the error term, we obtain

(x − a)2 ′′ (x − a)n (n)


f (x) = Pn (x) = f (a) + (x − a)f ′ (a) + f (a) + · · · + f (a) (3)
2! n!
which is called the n-th degree Taylor’s polynomial approximation to f (x) about the point x = a.
Example. Find the 4th-order Taylor series of f (x) = ex centered at x = 1.
Solution. The n-th degree Taylor series for f (x) = ex centered at x = 1 is given by

f ′′ (1) f (3) (1) f (4) (1) (x − 1)n (n)


f (x) = f (1) + f ′ (1)(x − 1) + (x − 1)2 + (x − 1)3 + (x − 1)4 + · · · + f (1).
2! 3! 4! n!
Since f (x) = ex and its derivatives are all ex , we have:

f (1) = e, f ′ (1) = e, f ′′ (1) = e, f (3) (1) = e, f (4) (1) = e.

Thus, the 4th-order Taylor series is:


e e e
ex ≈ e + e(x − 1) + (x − 1)2 + (x − 1)3 + (x − 1)4 .
2 6 24
Example. Find the 6th-order Taylor series of f (x) = ln(x) centered at x = 2.
Solution. The 6-th order Taylor series for f (x) = ln(x) centered at x = 2 is given by

f ′′ (2) f (3) (2) f (6) (2)


f (x) = f (2) + f ′ (2)(x − 2) + (x − 2)2 + (x − 2)3 + · · · + (x − 2)6 .
2! 3! 6!
We know that:
1 1 2 6 24 120
f (x) = ln(x), f ′ (x) = , f ′′ (x) = − , f (3) (x) = , f (4) (x) = − , f (5) (x) = , f (6) (x) = − .
x x2 x3 x4 x5 x6

6
Evaluating at x = 2:
1 1 2 6 24 120
f (2) = ln(2), f ′ (2) = , f ′′ (2) = − , f (3) (2) = , f (4) (2) = − , f (5) (2) = , f (6) (2) = − .
2 4 8 16 32 64
Thus, the 6th-order Taylor series is:
1 1 1 1 3 5
ln(x) ≈ ln(2) + (x − 2) − (x − 2)2 + (x − 2)3 − (x − 2)4 + (x − 2)5 − (x − 2)6 .
2 8 12 16 64 128

Maclaurin’s Theorem with Remainder. If a = 0, we get

x2 ′′ xn (n)
f (x) = f (0) + xf ′ (a) + f (0) + · · · + f (0) + Rn (x)
2! n!
where the remainder term Rn (x) is given by
xn+1 (n+1)
Rn (x) = f (c) (4)
(n + 1)!
for some c ∈ (0, x). This is called Maclaurin’s theorem with remainder.
Example. Find the 2nd-order Maclaurin’s series of f (x) = cos(x) centered at x = 0.
Solution. The Maclaurin’s series for f (x) = cos(x) centered at x = 0 is given by

f ′′ (0) 2
f (x) = f (0) + f ′ (0)x + x + · · · + Rn (x).
2!
We know that:
f (x) = cos(x), f ′ (x) = − sin(x), f ′′ (x) = − cos(x).
Evaluating at x = 0:
f (0) = 1, f ′ (0) = 0, f ′′ (0) = −1.
Thus, the 2nd-order Maclaurine’s series is:
x2
cos(x) ≈ 1 − .
2!

Error Estimation. Let I be an open interval containing point a and |f (n+1) (c)| ≤ M for a < c < x for all x ∈ I. A bound
on the error can be obtained as
(x − a)n+1 (n+1) |(x − a)n+1 |
|Rn (x)| = f (c) ≤ M
(n + 1)! (n + 1)!
for all x ∈ I
2
Example. Estimate the error if P2 (x) = 1 − x2 is used to estimate the value of cos(x) at x = 0.6.
Solution. We are estimating f (x) = cos(x) with its 2nd degree Taylor polynomial (centered at zero), so we can bound the
′′′
error by using the error estimation theorem, with n = 2. So, f (x) = sin x

x3 ′′′ sin(c) 3 1 3
Error = |R2 (x)|x=0.6 = f (c) = x ≤ |x| = 0.036.
3! x=0.6 3! x=0.6 3! x=0.6
3
Example. For approximately what values of x can you replace sin(x) by x − x6 with an error of magnitude no greater than
4 × 10−3 ?
Solution. We wish to estimate f (x) = sin(x) with its 3rd degree Taylor polynomial (centered at zero), so first we bound the
error using the remainder estimation theorem:

x4 (4) sin(c) 4 1
Error = |R3 (x)| = f (c) = x ≤ x4 .
4! 4! 4!

We want the error to be less than or equal to 4 × 10−3 , so we solve the following inequality,
1 4 √
4
x ≤ 0.004 ⇒ |x| ≤ 4! · 0.004 ≈ 0.556.
4!

7
Thus the values of x in the interval [−0.556, 0.556] can be approximated to the desired accuracy.
Example. Use the remainder estimation theorem to estimate the maximum error when approximating f (x) = ex by P2 (x) =
2
1 + x + x2 on the interval − 56 , 65 .
 

Solution. We wish to estimate f (x) = ex with its 2nd degree Taylor polynomial (centered at zero), so first let’s bound the
error for a general x:
f (3) (c) 3 ec
Error = |R2 (x)| = x ≤ |x|3 ,
3! 3!
where c lies between a = 0 and x. Now, since we are looking at only the interval − 56 , 56 , we have that |c| < 56 for each x in
 

this interval. So, ec ≤ e5/6 , since ex is an increasing function. Thus, for |x| ≤ 65 , the error can be bounded by
 3  3
e5/6 5 3 5
Error ≤ < = 0.289.
3! 6 3! 6

Practice Problems
Estimate the maximum error when approximating the following functions with the indicated Taylor polynomial centered at a,
on the given interval.

1. f (x) = x, n = 2, a = 4, 4 ≤ x ≤ 4.2
2. f (x) = x−2 , n = 2, a = 1, 0.9 ≤ x ≤ 1.1

3. f (x) = x2/3 , n = 3, a = 1, 0.8 ≤ x ≤ 1.2


π π
4. f (x) = sin(x), n = 4, a= 6, 0≤x≤ 3

5. f (x) = sec(x), n = 2, a = 0, −0.2 ≤ x ≤ 0.2

6. f (x) = ln(1 + 2x), n = 2, a = 0, 0.5 ≤ x ≤ 1.5


2
7. f (x) = ex , n = 3, a = 0, 0 ≤ x ≤ 0.1
8. f (x) = x ln(x), n = 3, a = 1, 0.5 ≤ x ≤ 1.5
9. f (x) = x sin(x), n = 4, a = 0, −1 ≤ x ≤ 1

Answers to Practice Problems


1. 0.008512
2. 0.004059049

3. 56 × 0.0016/(1944 × (0.8)10/3 )
1 π 5

4. 120 6

5. ≈ 1.085
1
6. 64

7. e0.01×12.4816 /(24 × (0.1)4 )


1
8. 24
1
9. 24

8
6 Taylor and Maclaurin Series
Taylor Series. In the Taylor’s formula with remainder (1), if the reminder Rn (x) 7→ 0 as n 7→ ∞ for all x ∈ I. Then, we
obtain
(x − a)2 ′′ (x − a)n (n)
f (x) = f (a) + (x − a)f ′ (a) + f (a) + · · · + f (a) + · · ·
2! n!
which is called the Taylor series centered at x = a for all x ∈ I.

Maclaurin Series. When a = 0 we obtain the Maclaurin series


x2 ′′ xn (n)
f (x) = f (0) + xf ′ (0) + f (0) + · · · + f (0) + · · ·
2! n!
Example. Find the Taylor series of f (x) = ln(x) centered at x = 1.
Solution. The Taylor series for f (x) = ln(x) centered at x = 1 is given by

f ′′ (1) f (n) (1)


f (x) = f (1) + f ′ (1)(x − 1) + (x − 1)2 + · · · + (x − 1)n .
2! n!
We know that:
1 1 2
f (x) = ln(x), f ′ (x) = , f ′′ (x) = − , f (3) (x) = , and so on.
x x2 x3
Evaluating at x = 1:

f (1) = 0, f ′ (1) = 1, f ′′ (1) = −1, f (3) (1) = 2, f (4) (1) = −6, f (5) (1) = 24, f (6) (1) = −120.

Thus, the Taylor series for ln(x) centered at x = 1 is:

(x − 1)2 (x − 1)3 (x − 1)4


ln(x) = (x − 1) − + − + ··· .
2 3 4
Example. Find the Maclaurin series for f (x) = sin(x).
Solution. The Maclaurin series for f (x) = sin(x) is given by

f ′′ (0) 2 f (3) (0) 3 f (n) (0) n


f (x) = f (0) + f ′ (0)x + x + x + ··· + x .
2! 3! n!
We know that:
f (x) = sin(x), f ′ (x) = cos(x), f ′′ (x) = − sin(x), f (3) (x) = − cos(x), and so on.
Evaluating at x = 0:
f (0) = 0, f ′ (0) = 1, f ′′ (0) = 0, f (3) (0) = −1, f (4) (0) = 0.
Thus, the Maclaurin series for sin(x) is:
x3 x5 x7
sin(x) = x − + − + ··· .
3! 5! 7!

Practice Problem
1. Find the first 4 terms of the Taylor series for the following functions:

(a) ln(x) centered at a = 1,


1
(b) x centered at a = 1,
π
(c) sin(x) centered at a = 4.

2. Find the first 3 terms of the Taylor


 series for the function sin(πx) centered at a = 0.5. Use your answer to find an
pi
approximate value for sin π2 + 10 .
3. Find the Taylor series for the function f (x) = x4 + x2 centered at a = 1.

9
4. Find the first 4 terms in the Taylor series for (x − 1)ex near x = 1.
5. Find the first 3 terms in the Maclaurin series for:
(a) sin2 (x),
x
(b) 1−x2 ,
x
(c) xe ,
x
(d) 1+x2 .
 
1+x
6. Find the Maclaurin series for ln(1 + x) and hence that for ln 1−x .

7. Find the Maclaurin series for x sin(x).


sin2 (x)
8. Find the Maclaurin series for sin2 (x) using the series for cos(2x). Hence, find limx→0 x2 −x4 .

1−cos(sin(x))
9. Find the first 3 terms in the Maclaurin series for cos(sin(x)). Hence or otherwise find limx→0 x2 .
x−sin(sin(x))
10. Find the first 3 terms in the Maclaurin series for sin(sin(x)). Hence or otherwise find limx→0 x3 .
11. By using Maclaurin’s series, prove that
2x3 22 x4
(a) ex cos x = 1 + x − 3! − 4! ···
x4 x6
(b) ex sin x = 1 + x2 + 3 + 120 + ···
2 4 6
sin x
(c) log x = − x6 − x
180 − x
2835 − ···

10

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