Chapter 8 Pwer Series
Chapter 8 Pwer Series
∞
∑ cn x n = co + c1 x + c2 x 2 + c3 x 3 + L + cn x n + L
n =0
where x is variable and cn 's are constants called coefficients of the series. The power series is a
function of x , i.e.
∞
f ( x) = ∑ cn x n = co + c1 x + c2 x 2 + c3 x 3 + L + cn x n + L
n =0
∞
f ( x ) = ∑ cn ( x − a) n = co + c1 ( x − a) + c2 ( x − a) 2 + c3 ( x − a) 3 + L + cn ( x − a) n + L
n =0
is called a power series in ( x − a ) or a power series centered at a or a power series about a .
For fixed value of x , the power series is a series of constants, it may converge for some values of x ,
and may diverge for other values of x .
∞
Definition: Given a series ∑ an = a1 + a2 + a3 + a4 + L + an + L , let S n denote the n th
n =1
partial sum, i.e.
n
S n = ∑ ai = a1 + a 2 + a3 + a 4 + L + an (The sum of the first n terms)
i =1
∞
If lim S n exists and equal finite number S , then the series
n →∞
∑ an converges and its sum S ,
n =1
∞
i.e. ∑ an = lim S n = S
n →∞
n =1
Otherwise, the series diverges.
1
∞
The domain of the power series f ( x) = ∑ cn x n is the set of all x for which the series converges
n =0
(Interval of convergence or radius of convergence R ) (i.e. the interval where the power series has
sum S ).
∞
Notice that: The power series f ( x) = ∑ cn x n is similar to a polynomial except that it has infinitely
n =0
many terms.
Theorem:
∞
Given any power series ∑ cn ( x − a) n , there are exactly three possibilities:
n=0
(i) The series converges absolutely for all x (the radius of convergence R = ∞ )
(ii) The series converges only when x = a (the radius of convergence R = 0 )
(iii)The series converges absolutely in some finite open interval ( a − R ) < x < ( a + R ) and
diverges if x < ( a − R ) and x > ( a + R ) for some number 0 < R < ∞ .
converges? converges?
divergence? divergence?
Ratio Test:
∞
a n +1
Given ∑ an , with a n ≠ 0 for all n , suppose that lim
n→∞ a
=L
n =1 n
Then
(i) if L < 1 , the series converges absolutely (and therefore convergent).
(ii) if L > 1 (or L = ∞ ), the series diverges
(iii) if L = 1 , there is no conclusion.
2
∞
The Ratio test for the power series ∑ cn ( x − a) n is
n=0
cn+1 1 1
where lim = , and R is the radius of convergence. For convergence ( x − a ) < 1 , then
n→ ∞ c
n R R
1
If = 0 , then R = ∞ , and the series converges for all x .
R
1
If = ∞ , then R = 0 , and the series converges only for x = a .
R
1
If 0 < < ∞ , then 0 < R < ∞ , and the series converges for ( x − a ) < R .
R
At the end points, the test gives no conclusion and we use other tests.
∞
n
Example: Determine the radius of convergence for the power series ∑ 3n+1 xn .
n=0
Solution: Using the Ratio Test, we have
a n +1 (n + 1) x n+1 3 n +1 1 n +1 x
lim = lim n+2 n
= x lim =
n →∞ a
n
n →∞ 3 n x 3 n →∞ n 3
x
The series is convergent if < 1 , i.e. x < 3 , then − 3 < x < 3 .
3
i.e. the radius of convergence R = 3 .
x
The Ratio Test gives no conclusion at the end points ( = 1 ), i.e. at x = 3 and x = −3 (use other test)
3
∞ 1
Example: Determine the radius of convergence for the power series ∑ n
xn .
n =1 n 3
Solution: Using the Ratio Test, we have
an +1 x n +1 n 3n 1 n 1
lim = lim = x lim ( ) = x
n →∞ a n→∞ ( n + 1) 3n +1 x n 3 n→ ∞ n + 1 3
n
x
The series is convergent if < 1 , i.e. x < 3 , then − 3 < x < 3 .
3
i.e. the radius of convergence R = 3 .
3
x
The Ratio Test gives no conclusion at the end points( = 1 ), i.e. at x = 3 and x = −3 .(use other test)
3
10 n ∞
Example: Determine the radius of convergence for the power series ∑ ( x − 1) n
n =0 n!
Solution: Using the Ratio Test, we have
a n +1 10 n +1 ( x − 1) n+1 n! 10 n!
lim = lim = x − 1 lim
n→∞ a
n
n→∞ (n + 1)! 10 n ( x − 1) n 3 n →∞ ( n + 1)!
10 1
= x − 1 lim = 0 < 1 , for all x
3 n→∞ ( n + 1)
So, the power series converges for − ∞ < x < ∞ , and the radius of convergence R = ∞ .
∞
Example: Determine the interval and the radius of convergence for the power series ∑ n! ( x − 5) n .
n=0
Solution: Using the Ratio Test, we have
So, the power series converges for x = 5 , and the radius of convergence R = 0 .
d ∞ ∞
d
(i) f ′( x) = ∑
dx n =0
c n ( x − a ) n
= ∑ cn ( x − a) n
n = 0 dx
∞
2
= c1 + 2c 2 ( x − a ) + 3c3 ( x − a ) + L + ncn ( x − a ) n −1
+ L = ∑ ncn ( x − a ) n −1
n =0
Suppose that f (x) is any function infinitely differentiable at a . Assume that f (x) can be
represented by a power series with radius of convergence R and centered at a as:
∞
f ( x) = ∑ c n ( x − a ) n = c o + c1 ( x − a ) + c 2 ( x − a ) 2 + c3 ( x − a ) 3 + L + c n ( x − a ) n + L
n=0
What are the coefficients cn 's of the power series in terms of f and its derivatives?
Let x = a , we have f ( a ) = co
f ′′(a ) f ′′′( a) f ( n) ( a )
f ( x) = f (a ) + f ′( a )( x − a ) + ( x − a) 2 + ( x − a) 3 + L + ( x − a) n + L
2! 3! n!
∞
f ( n) ( a)
f ( x) = ∑ ( x − a) n , for (a − R < x < a + R )
n =0 n!
This series is called Taylor series expansion of the function f (x) at a , or centered at a or
about a .
If a = 0 the expansion of the function will be about the origin and the power series is called
Maclaurin series then
5
x
Example: Find the Taylor series for f ( x) = e about x = 0 (i.e. Maclarin series) and the radius of
convergence.
f ′′(0) 2 f ′′′(0) 3 f ( n ) (0) n
Solution: f ( x) = f (0) + f ′(0) x + x + x +L+ x +L
2! 3! n!
f ( x) = e x , f ′( x) = e x , f ′′( x) = e x , f ′′′( x) = e x ,
f (0) = e 0 = 1 , f ′(0) =1, f ′′(0) =1, f ′′′(0) = 1 , then
1 2 1 3 1 n ∞
xn
e = 1 + x + x + x + L + x + L = ∑ , for all x
x
2! 3! n! n =0 n!
From the ratio test
an+1 x n+1 n! 1
lim = lim n
= x lim = 0 < 1 , converges for all x ( R = ∞ )
n →∞ a n→∞ ( n + 1)! x n →∞ n + 1
n
x 2 x 4 x6 n x
2n ∞
n x
2n
cos x = 1 − + − + L + (−1) + L = ∑ (−1) , for − ∞ < x < ∞
2! 4! 6! 2n! n =0 2n!
x3 x 5 x 7 x 2 n+1 ∞
x 2 n+1
sin x = x − + − + L + (−1) n + L = ∑ ( −1) n , for − ∞ < x < ∞
3! 5! 7! ( 2n + 1)! n=0 ( 2 n + 1 )!
∞
1
= 1 + x + x 2 + x 3 + L x n + L == ∑ x n , for − 1 < x < 1
1− x n=0
−x −x2
1) Find the Maclarin series (Taylor series at x = 0 ) for e ,e
1 2 1 3 1 n ∞
xn
Since e = 1 + x + x + x + L + x + L = ∑
x
, for − ∞ < x < ∞ , then
2! 3! n! n =0 n!
1 1 1 ∞
( − x) n
e = 1 + ( − x ) + ( − x) + ( − x) + L + ( − x) + L = ∑
−x 2 3 n
2! 3! n! n =0 n!
∞ n
1 2 1 3 1 n x
= 1 − x + x − x + L + (−1) x L = ∑ (−1)
n n
, for − ∞ < x < ∞
2! 3! n! n =0 n!
2 1 1 1 ∞ (−1) n x 2 n
e − x = 1 + (− x 2 ) + ( − x 2 ) 2 + (− x 2 ) 3 + L + ( − x 2 ) n + L = ∑ ,− ∞ < x < ∞
2! 3! n! n =0 n!
6
2) Find the Maclarin series for sin 2 x
x3 x5 x 7 x 2 n+1 ∞
n x
2n
Since, sin x = x − + − + L + (−1) n
+ L = ∑ (−1) , then
3! 5! 7! (2n + 1)! n =0 2 n !
3 5 7 2 n +1 ∞ 2n
( 2 x) ( 2 x) ( 2 x) n (2 x ) n ( 2 x)
sin( 2 x) = (2 x) − + − + L + (−1) + L = ∑ (−1)
3! 5! 7! (2n + 1)! n =0 2n!
, −∞ < x < ∞
1
3) Find the Maclarin series for
1+ x
1 ∞
Since = 1 + x + x 2 + x 3 + L + x n + L == ∑ x n , − 1 < x < 1 then
1− x n =0
1 ∞
= 1 − x + x 2 − x 3 + L + (−1) n x n + L == ∑ ( −1) n x n , − 1 < x < 1 , − 1 < x < 1
1+ x n =0
1 ∞
4) 2
= 1 − x 2
+ x 4
− x 6
+ L + ( − 1) n 2n
x + L == ∑ ( −1) n x 2 n , − 1 < x < 1
1+ x n =0
1 d 1 d ∞ ∞
5) 2
=− ( ) = − ( ∑ ( −1) n x n ) = ∑ ( −1) n+1 n x n −1 , − 1 < x < 1
(1 + x ) dx 1 + x dx n =0 n =0
1 ∞
6) tan −1 x = ∫ 2
dx = ∫ [1 − x 2
+ x 4
− x 6
+ L + ( − 1) n 2n
x + L] dx == ∑ n 2n
∫ (−1) x
1+ x n =0
3 5 7 2 n +1 ∞ 2 n +1
x x x x x
tan −1 x = x − + − + L + ( −1) n + L == ∑ (−1) n , −1< x <1
3 5 7 2n + 1 n =0 2 n + 1
1 ∞
7) ln(1 + x ) = ∫ dx = ∫ [1 − x + x − x + L + x + L] dx == ∫ ∑ ( −1) n x n
2 3 n
1+ x n =0
x2 x3 x4 x n+1 ∞
n x
n +1
ln(1 + x ) = x − + − +L+ + L == ∑ ( −1) , −1< x <1
2 3 4 n +1 n =0 n +1
1
Example: Find the Taylor series for f ( x ) = about x = 0 (i.e. Maclarin series) and then find
1− x
−1
Taylor series for sin x about x = 0 .
Solution:
f ′′(0) 2 f ′′′(0) 3 f ( n ) (0) n
f ( x ) = f (0) + f ′(0) x + x + x +L+ x +L
2! 3! n!
f ( x) = (1 − x) −1/ 2 , f (0) = 1
1 1
f ′( x) = (1 − x) −3 / 2 , f ′(0) =
2 2
7
1 3 1 3
f ′′( x ) = ( ) ( )(1 − x ) −5 / 2 , f ′′(0) = ( ) ( )
2 2 2 2
1 3 5 1 3 5
f (3) ( x) = ( ) ( ) ( )(1 − x ) −7 / 2 , f (3) (0) = ( ) ( ) ( )
2 2 2 2 2 2
M
1 3 5 2n − 1
f ( n ) ( x ) = ( ) ( ) ( ) L( )(1 − x ) −( 2 n+1) / 2 ,
2 2 2 2
So, the series converges for x < 1 ( R = 1 ). The series diverges at the end points x = −1 , x = 1
using different test.
2
Replace x by x , we will have
1 1 1 3 x4 1 3 5 x6 ( 2n)! x 2 n ∞ ( 2n)! x 2 n
= 1 + ( ) x 2 + ( )( ) + ( )( )( ) + L + + L = ∑
1− x2 2 2 2 2! 2 2 2 3! n! 2 2n n! n =0 n! 2
2n
n!
1 1 1 3 x4 1 3 5 x6 (2n )! x 2n
sin −1 x = ∫ dx = ∫ [1 + ( ) x 2 + ( )( ) + ( )( )( ) + L + + L]dx
1− x2 2 2 2 2! 2 2 2 3! n! 2 2 n n!
∞ ( 2n)! x 2 n
=∫∑ 2n
dx, x <1
n = 0 n! 2 n!
−1 1 1 x3 1 3 1 x5 1 3 5 1 x7 ( 2n)! 1 x 2 n+1
sin x = x + ( ) + ( )( ) + ( )( )( ) +L+ +L
2 1! 3 2 2 2! 5 2 2 2 3! 7 n! 2 2 n n! ( 2n + 1)
∞ ( 2n)! 1 x 2n +1
=∑ 2n
, x <1
n = 0 n! 2 n! (2n + 1)
8
Example: Find Taylor series for the function f ( x ) = ln x about x = 1 and use it to find the Taylor
1 + x
series for f ( x ) = ln and then find ln 2 .
1 − x
Solution:
f ′′(a) 2 f ′′′( a) 3 f ( n) ( a)
f ( x) = f (a) + f ′( a)( x − a) + ( x − a) + ( x − a) + L + ( x − a) n + L
2! 3! n!
f ( x ) = ln x f (1) = ln 1 = 0
1
f ′( x) = f ′(1) = 1
x
1
f ′′( x ) = − f ′′(1) = (−1)1
x2
2
f (3) ( x) = (−1) 2 3
f (3) (1) = (−1) 2 (2) = (−1) 2 2!
x
(2)(3)
f ( 4) ( x) = (−1) 3 4 f ( 4) (1) = (−1) 3 (2)(3) = (−1) 3 3!
x
M
(2)(3)(4)L(n − 1) ( n )
f ( n ) ( x) = (−1) ( n−1) n
, f (1) = ( −1)
( n −1)
(n − 1)!, then
x
(−1)1 2 (−1) 2 2! 3 (−1) ( n−1) (n − 1)!
ln x = ( x − 1) + ( x − 1) + ( x − 1) + L + ( x − 1) n + L
2! 3! n!
( n −1)
1 1 (−1) ∞
(−1) n−1
2
ln x = ( x − 1) − ( x − 1) + ( x − 1) + L + 3
( x − 1) + L = ∑
n
( x − 1) n
2 3 n n =1 n
, 0< x≤2
Using the ratio test fro radius of convergence
an +1 (−1) n ( x − 1) n+1 n
lim = lim n −1 n
= x −1
n→∞ a
n
n→ ∞ ( n + 1) ( − 1) ( x − 1)
So, the series converges for x − 1 < 1 or 0 < x < 2 . At the end point x = 0 the series diverges, and at
the end point x = 2 the series converges using different tests.
The power series of ln(1 + x ) can be obtained by replacing x by (1 + x ) , so the new series will be
centered at x = 0 , and converges for − 1 < x ≤ 1 , then
1 2 1 3 (−1) ( n−1) n ∞
(−1) n −1 n
ln(1 + x) = x − x + x + L + x +L= ∑ x , −1< x ≤1
2 3 n n =1 n
9
Also the power series of ln(1 − x) can be obtained by replacing x by (1 − x) , so the new series will
be centered at x = 0 , and converges for − 1 ≤ x < 1 , then
∞
1 2 1 3 −1 n −1 n
ln(1 − x) = − x − x − x −L+ x +L= ∑ x , −1 ≤ x < 1
2 3 n n =1 n
Then
1 + x
ln = ln(1 + x ) − ln(1 − x)
1 − x
1 2 1 3 (−1) n−1 n 1 1 −1 n
= x − x + x − L + x + L − − x − x 2 − x 3 − L + x + L
2 3 n 2 3 n
1 1 1
= 2 x + x 3 + x 5 + x 7 L , x < 1 Which can be used for any positive number y .
3 5 7
1+ x 1
To find ln 2 , let = 2 , then x = , substitute in the series we have
1− x 3
1 1 1 3 1 1 5 1 1 7
ln 2 = 2 + + + + L ≈ 0.69314
3 3 3 5 3 7 3
f ′′(a) 2 f ′′′( a) 3 f ( n) ( a)
f ( x) = f (a) + f ′( a)( x − a) + ( x − a) + ( x − a) + L + ( x − a) n + L
2! 3! n!
∞
f ( n ) (a)
=∑ ( x − a) n , for a − R < x < a + R
n =0 n!
The n th-degree of Taylor Polynomial is the sum of the first n terms, i.e.
10
So the Taylor Series can be written in the form
f ( x) = Pn ( x ) + Rn ( x)
where Rn (x) (The error) is called the n th degree remainder term for f ( x) at the point x = a .
which is given by the Taylor Theorem as
f ( n+1) ( z )
Rn ( x ) = ( x − a) n+1 for z between x and a .
( n + 1)!
f ′( z )
f ( x) ≈ Po ( x) = f ( a ) , and Ro ( x ) = ( x − a)
1!
f ′′( z )
f ( x) ≈ P1 ( x ) = f ( a) + f ′( a )( x − a) , and R1 ( x ) = ( x − a) 2
2!
Second degree approximation ( n = 2 )
f ′′( x ) f ( 3) ( z )
f ( x) ≈ P2 ( x ) = f (a ) + f ′( a)( x − a ) + ( x − a ) 2 , and R2 ( x ) = ( x − a)3
2! 3!
( 4)
f ′′( x) f ′′′( x ) f ( z)
( x − a) 2 +
f ( x) ≈ P3 ( x) = f (a ) + f ′(a )( x − a ) + ( x − a) 3 , R3 ( x) = ( x − a) 4
2! 3! 4!
…………………………………………………………………………………………….
11
Note that:
The higher the degree and the closer to the base point x = a , the more accurate the approximation of
f ( x) to Taylor polynomial will be.
x
Example: For f ( x) = e , find the Taylor polynomial of degree n expanded about x = 0
( n = 0,1, 2, 3, 4 ).
x
Solution: We have seen that the Taylor series of f ( x) = e about x = 0 is given by
1 2 1 3 1 n ∞
xn
e = 1 + x + x + x + L + x + L = ∑ , for all x
x
2! 3! n! n =0 n!
12
Example: For f ( x ) = sin x , find the Taylor polynomial of degree n expanded about x = π / 2 , then
find zero, 2nd, 4th, 6th and 8th degree polynomial approximation (Taylor polynomial
approximation)
1 2 1 4 1 6 (−1) n
sin x = 1 − ( x − π / 2) + ( x − π / 2) − ( x − π / 2) + L ( x − π / 2) 2 n + R2 n ( x)
2! 4! 6! (2n)!
(−1) n cos z π
We can prove that lim R2 n ( x ) = lim ( x − π / 2) 2 n +1 = 0 , for z between x and.
n →∞ n →∞ ( 2n + 1)! 2
1 2 1 4 1 6 (−1) n
sin x = 1 − ( x − π / 2) + ( x − π / 2) − ( x − π / 2) + L ( x − π / 2) 2 n
2! 4! 6! (2n)!
sin x ≈ Po ( x) = 1
13
po ( x )
π /2
1 1 1
sin x ≈ P6 ( x ) = 1 − ( x − π / 2) 2 + ( x − π / 2) 4 − ( x − π / 2) 6
2! 4! 6!
1 1 1 1
sin x ≈ P8 ( x) = 1 − ( x − π / 2) 2 + ( x − π / 2) 4 − ( x − π / 2) 6 + ( x − π / 2) 8
2! 4! 6! 8!
………………………………………..
As the number of terms increases, the Taylor polynomial approaches the f ( x ) = sin x .
14
Example: Use Taylor series to approximate ln(1.1) to three decimal places
Solution: Since ln(1) is known exactly and 1 is close to 1.1, then we expand f ( x) = ln x in a
Taylor series about x = 1 which is given by
1 1 (−1) ( n−1) ∞
(−1) n −1
2 3
ln x = ( x − 1) − ( x − 1) + ( x − 1) + L + ( x − 1) + L = ∑
n
( x − 1) n
2 3 n n =1 n
, 0< x≤2
Then the nth degree Taylor polynomial is given by
1 2 1 3 ( −1) ( n−1)
ln x = Pn = ( x − 1) − ( x − 1) + ( x − 1) + L + ( x − 1) n
2 3 n
For n = 1
ln x ≈ P1 = ( x − 1) gives ln 1.1 ≈ P1 = (1.1 − 1) = 0.1
For n = 2
1
ln x ≈ P2 = ( x − 1) − ( x − 1) 2 gives
2
1
ln 1.1 ≈ P2 = (1.1 − 1) − (1.1 − 1) 2 = 0.1 − 0.005 = 0.095
2
For n = 3
1 1
ln x ≈ P3 = ( x − 1) − ( x − 1) 2 + ( x − 1) 3 gives
2 3
1 1
ln 1.1 ≈ P3 = (1.1 − 1) − (1.1 − 1) 2 + (1.1 − 1) 3 = 0.0953333 ( P3 for three decimal places )
2 3
For n = 4
1 1 1
ln 1.1 ≈ P4 ( x) = (1.1 − 1) − (1.1 − 1) 2 + (1.1 − 1) 3 − (1.1 − 1) 4 = 0.095308333
2 3 4
15
8-8 Applications of Taylor Series:
sin x 3 − x 3
Example: Evaluate lim using power series.
x →0 x9
∞
(−1) n 2 n+1 x3 x5 x7 x 2 n +1
Solution: Since sin x = ∑ x = x− + − + L + (−1) n + L, then
n =0 ( 2 n + 1)! 3! 5 ! 7 ! ( 2 n + 1 )!
∞
(−1) n 1 1
sin x 3 = ∑ ( x 3 ) 2 n +1 = x 3 − x 9 + x15 − L , then
n =0 ( 2n + 1)! 3! 5!
3 x 9 x15 3
x − + + L − x
sin x 3 − x 3 3 ! 5 ! 1 x6 1 1
lim = lim = lim − + + L = − =
x9 x9 x →0 3! 5! 3 ! 6
x →0 x →0
+1
∫
2
Example: Use Taylor Polynomial with n = 8 to approximate cos( x ) dx .
−1
2 4 6 ∞ 2n
2n
x x x n x n x
Solution: Since cos x = 1 − + − + L + (−1) + L = ∑ (−1)
2! 4! 6! 2n! n =0 2n!
x 4 x 8 x12 2 2n
n (x )
∞ 2 2n
n (x )
Then 2
cos x = 1 − + − + L + (−1) + L = ∑ (−1)
2! 4! 6! 2n! n =0 2n!
sin x − tan −1 x
Example: Evaluate lim using power series.
x →0 x 2 ln(1 + x )
Solution:
1 1 5 1 1 1 23 5
sin x − tan −1 x = x − x 3 + x − L − x − x 3 + x 5 − L = x 3 − x +
6 120 3 5 6 120
1 1 1 1
x 2 ln(1 + x ) = x 2 x − x 2 + x 3 − L = x 3 − x 4 + x 5 − L
2 3 2 3
16
1 3 23 5
−1 x − x +L
sin x − tan x 6 120 1
lim 2 = lim =
x →0 x ln(1 + x ) x →0 3 1 1 6
x − x4 + x5 −L
2 3
π
sin x
Example: Evaluate ∫ x dx using power series accurate to three decimal places
−π
Solution:
x3 x 5 x 7
π π [x − + − + L]
sin x 3! 5! 7!
∫ dx = ∫ dx
−π x −π x
π π
sin x x2 x4 x6
∫ x dx = 2 ∫ [1 −
3!
+
5!
−
7!
+ L] dx
−π 0
π
sin x x3 x 5 x 7
∫ x dx = 2 [ x − + − + L]π0
−π 3 3! 5 5! 7 7!
π
sin x π3 π5 π7
∫ dx = 2[π − + −
3 3! 5 5! 7 7!
+ L]
−π x
π
sin x
∫ dx = 61
.28319
444 −4 444+4
3.44514 1.4
02007
442 − 04
.17122
444 +4 444−4
0.01825 0.4 43 + 01
00134 .00007
42
4 43 L
−4
−π x error
π
sin x
∫ x dx ≈ 3.70381
−π
e x − e− x
Q. Evaluates lim using power series.
x →0 sin x
sin x
Q. Find power series expansion of tan x about x = 0 using the identity tan x =
cos x
17