Chapter 8.

Infinite Series

Le Cong Nhan

Faculty of Applied Sciences

HCMC University of Technology and Education

April 21, 2024

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 Contents

1 Sequences and Their Limits

2 Introduction to Infinite Series; Geometric Series

3 Positive series

4 Alternative Series

5 Series with arbitrary terms

6 Power Series

7 Taylor and Maclaurin Series

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 8.1 Sequences and Their Limits

Definition 1 (Sequence)
A sequence can be thought of as a list of numbers written in a definite order:

a1 , a2 , a3 , a4 , ..., an , ... (1)

The number a1 is called the first term, a2 is the second term, and in general an is
the nth term.

NOTATION. The sequence {a1 , a2 , ...} is also denoted by

∞
{an } or {an }n=1 . (2)

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 Example 2
 ∞  
n n 1 2 3 n
(a) an = , , , ..., , ...
n+1 n=1 n+1 2 3 4 n+1
n√ o∞ √ n √ √ o
(b) n−3 an = n − 3, n ≥ 3 0, 1, 2, ..., n − 3, ...
n=3
( √ )
n nπ o∞ nπ 3 1 nπ
(c) cos an = cos ,n≥0 1, , , ..., cos , ...
6 n=0 6 2 2 6

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 Example 3
A drug is administered into the body. At the end of each hour, the amount of
drug present is half what it was at the end of the previous hour. What percent of
drug is present at the end of 4 hours? At the end of n hours?

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 Definition 4 (Limit of a Sequence)
A sequence {an } has the limit L and we write

lim an = L or an → L as n → ∞, (3)
n→∞

if we can make the terms an as close to L as we like by taking n sufficiently large.

If lim an exists, we say the sequence converges (or is convergent). Otherwise,
n→∞
we say the sequence diverges (or is divergent).

Example 5
Evaluate the limits
1 1 n
a. lim b. lim , (r ∈ N) c. lim
n→∞ n n→∞ nr n→∞ n + 1

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 Example 6
Evaluate
 n
1 2n
a. lim b. lim q n , (0 < q < 1) c. lim
n→∞ 2 n→∞ n→∞ 3n +1

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 Example 7
Determine the convergence or divergence of the sequences

n n5 + n3 + 2 p 
a. lim (−1) b. lim c. lim n2 + 3n − n
n→∞ n→∞ 7n4 + n2 + 3 n→∞

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 Theorem 8 (Limit of a sequence from the limit of a function)
If lim f (x) = L and f (n) = an when n is an integer, then
x→∞

lim an = L. (4)
n→∞

Example 9 (Using L’Hopital rule)

Calculate
ln n n2
a. lim b. lim c. lim n1/n
n→∞ n n→∞ 1 − e n n→∞

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 The Limit Laws

If {an } and {bn } are convergent sequences and c is a constant, then

1 lim [an ± bn ] = lim an ± lim bn
n→∞ n→∞ n→∞

2 lim [can ] = c lim an

n→∞ n→∞

3 lim [an bn ] = lim an · lim bn

n→∞ n→∞ n→∞

an lim an
4 lim = n→∞ if lim bn ̸= 0.
n→∞ bn lim bn n→∞
n→∞
h ip
p
5 lim [an ] = lim an if p > 0 and an > 0.
n→∞ n→∞

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 Theorem 10 (The Squeeze Theorem)
If an ≤ bn ≤ cn for all n ≥ n0 and lim an = lim cn = L, then
n→∞ n→∞

lim bn = L.
n→∞

Theorem 11
If lim |an | = 0, then lim an = 0.
n→∞ n→∞

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 Example 12
Find the limit, if it exists?

(−1)n 1 n!
a. lim b. lim sin(n) c. lim
n→∞ n n→∞ n n→∞ nn

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 Theorem 13
If lim an = a and the function f is continuous at a, then
n→∞

lim f (an ) = f (a). (5)

n→∞

Example 14
Evaluate lim sin (π/n).
n→∞

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 Theorem 15 (Monotonic Sequence Theorem)
Every bounded, monotonic sequence is convergent.

Example 16
Show that the sequence {an } converges, where
1 · 3 · 5 · (2n − 1) ln n
a. an = b. an = √
2 · 4 · 6 · (2n) n

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 8.2 Introduction to Infinite Series; Geometric Series

Let {an } be a sequence. Then the infinite sum

∞
X
a1 + a2 + a3 + · · · + an + · · · = ak (6)
k=1

is so-called an infinite series (or just a series).

Question
It would be impossible to find a finite sum for the series?

⋄ 1 + 2 + 3 + 4 + ··· + n + ···
1 1 1 1
⋄ + + + ··· + n + ···.
2 4 8 2

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 Definition 17 (Series)
Given a series
∞
X
ak = a1 + a2 + · · · + an + · · ·
k=1
n
an = a1 + a2 + · · · + an denote its nth partial sum. If {sn }∞
P
and let sn = n=1 is
k=1
∞
P
convergent and lim sn = s, then the series ak is convergent and we write
n→∞ k=1

∞
X
ak = a1 + a2 + · · · + an + · · · = s. (7)
k=1

∞
If {sn }∞
P
n=1 does not converge, then the series ak diverges and has no sum.
k=1

Note: Notice that

∞
X n
X
ak = lim ak = lim sn . (8)
n→∞ n→∞
k=1 k=1

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 Example 18
Find then sum of the series
∞ ∞
X 1 X 1
a. k
b. 2
2 k +k
k=1 k=1

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 Example 19
∞
(−1)k diverges.
P
Show that the series
k=1

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 Geometric series
Given a constant a ̸= 0. Then the geometric series
 a
∞  if |r | < 1,
1−r
X 
k 2 n−1
ar =a + ar + ar + · · · + ar + ··· = (9)

k=0 
diverges if |r | ≥ 1.

1 If r = 1, then

sn = a + a + · · · + a = na → ±∞.

And therefore the series diverges.

2 If r ̸= 1, then

sn = a + ar + ar 2 + · · · + ar n−1
rsn = ar + ar 2 + · · · + ar n−1 + ar n

It follows that
a(1 − r n )
sn = .
1−r
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 Example 20
Determine whether each of the following geometric series converges or diverges. If
the series converges, find its sum.
∞  k ∞  k
X 1 3 X 1
a. b. 3 −
7 2 5
k=0 k=2

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 Example 21 (Multiplier effect in economics)
Suppose that nationwide approximately 90% of all income is spent and 10% is
saved. How much total spending will be generated by a $40 billion tax rebate if
saving habits do not change?

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 Example 22 (Accumulation of medication in a body)
A patient is given an injection of 10 units of a certain drug every 24 hours. The drug
is eliminated exponentially so that the proportion that remains in the patient’s body
after t days is f (t) = e −t/5 . If the treatment is continued indefinitely, approximately
how many units of drug will eventually be in the patient’s body just prior to an
injection?

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 Example 23
A ball is droped from a height of 10 ft. Each time the ball bounces, it rises 0.6 the
distance it had previously fallen. What is the total distance traveled by the ball?

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 8.3 Positive series

Series of positive numbers

∞
X
ak = a1 + a2 + a3 + · · · + ak + · · · , with ak > 0. (10)
k=1

Some convergence criteria for positive series:

1 The integral test
2 Comparison tests
Direct comparison test (using inequality)
Limit comparison test (using limit)
3 The ratio test
4 The root test

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 Theorem 24 (The Divergence Test)
Given a series with arbitrary term ak
∞
X
ak = a1 + a2 + · · · + an + · · ·
k=1
P∞
If lim ak does not exist or if lim ak ̸= 0 then the series k=1 ak is divergent.
k→∞ k→∞

Example 25
Show that the following series diverge.
∞ ∞
X k2 X
a. 2
b. (−1)k
5k + 4
k=1 k=1

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 Series with known convergence properties
1 Geometric series
 a
∞

1 − r
 if |r | < 1,
X
k
ar =

k=0 
diverges if |r | ≥ 1.

2 The p-series (using integral test)


X∞
1 converges
 if p > 1,
=
kp 
k=1 
diverges if p ≤ 1.

3 The q-log series (using comparison tests)


X∞
log k converges
 if q > 1,
:=
kq 
k=1 
diverges if q ≤ 1.

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 Example 26
Test for convergence or divergence
∞ ∞ ∞  
X 1 X 1 X 1 1
a. b. √ c. − √
k k3 ek k
k=1 k=1 k=1

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 P∞
Convergence Tests for Positive series k=0 ak with ak > 0
1 Integral test: If f is continuous, positive and decreasing on [0, ∞) and
f (k) = ak , then
∞
X Z ∞
ak ∼ f (x)dx
k=0 0

2 Comparison tests: ak involves P(k) or c k .

∞
X ∞
X
ak ∼ bk : geometric series or p-series.
k=0 k=0

3 Ratio test: ak involves k! or P(k)c k .

ak+1
lim = L.
k→∞ ak
4 Root test: ak involves (□)k .
√
lim k
ak = L.
k→∞

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 Theorem 27 (The Integral Test)
Suppose f is a continuous, positive, decreasing function on [1, ∞) and let
X∞ Z ∞
ak = f (k). Then ak is convergent if and only if f (x)dx is convergent.
k=1 1

The p-series (integral test)


∞
X 1 converges
 if p > 1,
= (11)
kp 
k=1 
diverges if p ≤ 1.

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 Theorem 28 (Direct comparison test)
P∞ P∞
Let k=1 ak and k=1 bk be two nonnegative series such that

0 ≤ ak ≤ bk , ∀k ≥ k0 . (12)

Then we have the following statements:

P∞ P∞
⋄ If k=1 bk converges, then k=1 ak also converges.
P∞ P∞
⋄ If k=1 ak diverges, then k=1 bk also diverges.

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 Theorem 29 (Limit comparison test)
P∞ P∞
Suppose that k=1 ak and k=1 bk are positive series and
ak
lim = c. (13)
k→∞ bk
Then we possess the following statements:
P∞ P∞
(a) If 0 < c < ∞ then k=1 ak and k=1 bk either both converge or both
diverge.
P∞ P∞
(b) If c = 0 and k=1 bk converges, then k=1 ak converges.
P∞ P∞
(c) If c = ∞ and k=1 bk diverges, then k=1 ak diverges.

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 Theorem 30 (The Ratio Test)
P∞
Given a series k=1 ak with ak > 0 and suppose that
ak+1
lim = L. (14)
k→∞ ak

The the ratio test state the following:

P∞
⋄ If L < 1, then k=1 ak converges.
P∞
⋄ If L > 1, then k=1 ak diverges.
⋄ If L = 1, then the ratio test is inconclusive.

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 Theorem 31 (The Root Test)
P∞
Given a series k=1 ak with ak > 0 and suppose that
√
lim k ak = L. (15)
k→∞

The the root test state the following:

P∞
⋄ If L < 1, then k=1 ak converges.
P∞
⋄ If L > 1, then k=1 ak diverges.
⋄ If L = 1, then the root test is inconclusive.

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 Example 32
Test the series for convergence or divergence
∞ ∞ ∞
X 1 X ln k X k
a. b. c.
(k + 2)2 k e k/5
k=1 k=1 k=1

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 Example 33
Test the following series for convergence
∞ ∞ ∞
X 5 X 1 X ln k
a. 2
b. k
c.
k + 4k + 3 3 +1 k
k=1 k=1 k=1

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 Example 34
Test the series for convergence
∞ ∞
X 1 X 2k 2 + 3k
(a) (b) √
2k − 1 5 + k5
k=1 k=1

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 Example 35
Test the series for convergence
∞ ∞ ∞
X 2k X kk X 1
a. b. c.
k! k! 2k − 3
k=1 k=1 k=2

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 Example 36
Test the series for convergence
∞ ∞ ∞
X 2k X (k!)2 X (k!)2
a. b. c.
k2 (2k)! kk
k=1 k=1 k=1

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 Example 37
Test the following series for convergence
∞  k ∞ ∞  k 2
X 2k + 1 X 1 X 1
a. b. k
c. 1+
3k + 2 (ln k) k
k=2 k=2 k=1

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 Example 38 (Power series)
Find all numbers x > 0 for which the following series converges
∞
X
k 3 x k = x + 2 3 x 2 + 33 x 3 + · · ·
k=1

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 8.4 Alternative Series

Definition 39 (Alternative Series)

The series
∞
X
(−1)k ak = a0 − a1 + a2 − a3 + · · · + (−1)k ak + · · ·
k=0

with ak > 0 is called an alternative series.

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 Theorem 40 (Alternative Series Test)
P∞ k
The alternative series k=0 (−1) ak is convergent if it satisfies
ak+1 ≤ ak for all k ≥ k0 ;
lim ak = 0.
k→∞

Example 41
Test the following series for convergence
∞ ∞ ∞
X (−1)k X
k+1 ln k
X
a. b. (−1) c. (−1)k+1 e 1/k
k k
k=1 k=1 k=1

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 Alternating p-series
The alternating p-series converges if p > 0 and diverges if p ≤ 0, i.e.,

∞
X (−1)k converges if p > 0,

= (16)
kp 
k=1 
diverges if p ≤ 0.

Example 42
Test the following series for convergence
∞ ∞ ∞
X (−1)k X (−1)k−1 X (−1)k+1
a. b. c.
k k2 kp
k=1 k=1 k=1

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 Theorem 43 (Error estimate for Alternating Series)
P∞
Suppose an alternative series k=1 (−1)k ak satisfies the conditions of the
alternative series test. If the series has sum S, then

|S − Sn | ≤ an+1 , (17)

where Sn is the nth partial sum.

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 8.5 Series with arbitrary terms
Absolute and Conditional Convergence

Definition 44 (Absolute and Conditional Convergence)

P∞
A series k=0 ak is so-called
∞
X
⋄ absolutely convergent if the series |ak | is convergent.
k=0
⋄ conditionally convergent if it is convergent but not absolutely convergent.
∞
X (−1)k−1
The series is absolutely convergent;
k2
k=1
∞
X (−1)k
The series is conditionally convergent.
k
k=1

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 Theorem 45
∞
X
If the series ak is absolutely convergent, then it is convergent.
k=0

Example 46
∞
X cos k
Test the series for convergence .
k2
k=1

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 Example 47
Test the series for convergence
1 1 1 1 1 1 1 1 1
1+ + − − + + + − − + ···
4 9 16 25 36 49 64 81 100

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 Convergence Tests for Series with Arbitrary Terms

Theorem 48 (The General Ratio Test)

P∞
Given a series k=1 ak with ak ̸= 0 and suppose that

ak+1
lim = L. (18)
k→∞ ak

The the general ratio test state the following:

P∞
⋄ If L < 1, then k=1 ak converges absolutely.
P∞
⋄ If L > 1, then k=1 ak diverges.
⋄ If L = 1, then the ratio test is inconclusive.

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 Theorem 49 (The General Root Test)
P∞
Given a series k=1 ak with ak ̸= 0 and suppose that
p
lim k |ak | = L. (19)
k→∞

The the general root test state the following:

P∞
⋄ If L < 1, then k=1 ak converges absolutely.
P∞
⋄ If L > 1, then k=1 ak diverges.
⋄ If L = 1, then the root test is inconclusive.

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 Example 50
Test the series for convergence
∞ ∞ ∞ k
k3 kk

X X X k
a. (−1)k b. c. (−1)k
3k k! k +1
k=1 k=1 k=1

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 8.6 Power Series

An infinite series of the form

∞
X
ck x k = c0 + c1 x + c2 x 2 + · · · + ck x k + · · · (20)
k=0

is called a power series in x, where x is a variable and ck , k = 0, 1, ... are the

coefficients of the power series.

In genneral, the power series in (x − a) is a series of the form

∞
X
ck (x − a)k = c0 + c1 (x − a) + c2 (x − a)2 + · · · + ck (x − a)k + · · · (21)
k=0

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 Example 51
Find the values of x so that the each of following series converges
∞ ∞
X X (x − 3)k
a. kx k b.
k
k=0 k=1

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 Example 52 (Bessel Function)
Find the domain of the Bessel function J0 (x) defined by
∞
X (−1)k x 2k
J0 (x) = .
22k (k!)2
k=0

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 Theorem 53 (Convergence of a Power Series)
P∞ k
For a given power series k=1 ck (x − a) there are only three possibilities:
(a) The series converges only when x = a;
(b) The series converges for all x;
(c) There is a positive number R > 0 such that the series converges if |x − a| < R
and diverges if |x − a| > R.

1 The number R in case (c) is called the radius of convergence of the power
series.
2 The interval of convergence is the set
∞
( )
X k
x ∈R: ck (x − a) < ∞
k=1

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 Example 54
Find the radius of convergence and interval of convergence of the series
∞ ∞ ∞
X xk X X xk
a. b. k!x k c. √
k! k
k=0 k=0 k=1

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 Example 55
Find the convergence set for the power series
∞ ∞ ∞
X 2k x k X (x + 1)k X k(x + 2)k
a. b. c.
k 3k 3k+1
k=1 k=0 k=0

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 Example 56
Find the radius of convergence of the power series
2
∞  k
X k +1
xk
k
k=1

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 Theorem 57 (Differentiation and Integration of Power Series)
P∞ k
Suppose a power series k=0 ck (x − a) with radius of convergence R > 0, then
the function
∞
X k 2
f (x) = ck (x − a) = c0 + c1 (x − a) + c2 (x − a) + · · ·
k=0

can be differentiated or integrated term by term on its interval of absolute

convergence (a − R, a + R). More precisely, for x ∈ (a − R, a + R) we have
∞
X k−1
f ′ (x) = c1 + 2c2 (x − a) + · · · = kck (x − a) (22)
k=1
∞ k+1
(x − a)2 X (x − a)
Z
f (x)dx = C + c0 (x − a) + c1 + ··· = C + ck (23)
2 k +1
k=0

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 Example 58
Let f be a function defined by the power series
∞
X xk
f (x) = for all x.
k!
k=0

Show that f ′ (x) = f (x) for all x, and deduce that f (x) = e x .

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 Example 59 (Second derivative of a power series)
Let f be a function defined by the power series
∞
X (−1)k x 2k
f (x) =
(2k)!
k=0

for all x. Show that f ′′ (x) = f (x) for all x.

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 Example 60
By integrating an appropriate geometric series term by term, show that
∞
X x k+1
= − ln (1 − x) for − 1 < x < 1.
k +1
k=0

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 8.7 Taylor and Maclaurin Series
Suppose an infinitely differentiable function f can be represented by the power series
∞
X
2 3 k
f (x) = c0 + c1 (x − a) + c2 (x − a) + c3 (x − a) + · · · = ck (x − a) ,
k=0

for |x − a| < R. Then there is exactly one such representation and the coefficients
ck must satisfy
f (k) (a)
ck = , k = 0, 1, 2, ...
k!

The nth-degree Taylor polynomial of the function f at x = a is

n
X
2 n k
Tn (x) = c0 + c1 (x − a) + c2 (x − a) + · · · + cn (x − a) = ck (x − a) ,
k=0

Taylor remainder function

Rn (x) = f (x) − Tn (x).

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 Taylor series of f at a
∞
X f (k) (a) k
f (x) = (x − a)
k!
k=0
f ′ (a) f ′′ (a) 2 f (3) (a) 3
= f (a) + (x − a) + (x − a) + (x − a) + · · · (24)
1! 2! 3!

Maclaurin series of f
∞
X f (k) (0) f ′ (0) f ′′ (0) 2 f (3) (0) 3
f (x) = x k = f (0) + x+ x + x + ··· (25)
k! 1! 2! 3!
k=0

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 Example 61
Find the Maclaurin series and its radius of convergence for f (x) = e x .

The Maclaurin series

∞ ∞
X f (k) (0) X xk
ex = xk =
k! k!
k=0 k=0

The nth-degree Taylor polynomial

n
X xk xn
Tn (x) = = 1 + x + ··· +
k! n!
k=0

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 Example 62
Find the Taylor series for f (x) = ln x at a = 1.

Hint: the kth derivative of f (x) = ln x

(−1)k+1 (k − 1)!
f (k) (x) =
xk

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 Representations of Functions as Power Series

1
The function f (x) = 1−x can be expressed as a power series
∞
1 X
= 1 + x + x2 + · · · + xn + · · · = xk, |x| < 1. (26)
1−x
k=0

For −1 < x < 1 we can approximate

1
f (x) = ≈ sn (x)
1−x

where sn (x) = 1 + x + x 2 + · · · + x n−1 .

Figure: f (x) ≈ sn (x) for |x| < 1

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 Relation between a function f and its Taylor series
1. The Taylor series of f may converge to f on the interval of absolute
convergence, a − R < x < a + R.
2. The Taylor series of f may converge only at x = a. In this case it certainly
does not represent f on any interval containing a.
3. The Taylor series of f may have a positive radius of converge (even R = ∞),
but it may converge to a function g that does not equal f on the interval
a − R < x < a + R.

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 Operations with Taylor and Maclaurin Series

Taylor series of f at a
∞
X
2 3 k
f (x) = c0 + c1 (x − a) + c2 (x − a) + c3 (x − a) + · · · = ck (x − a) (27)
k=0

The coefficients ck can be found by

f (k) (a)
the formula ck =
k!
algebraic manipulation

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 Important Maclaurin Series and Their Radii of Convergence

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 Example 63
Find the Maclaurin series for
1
a. b. cos x 2 c. cos2 x
1 + x2

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 Example 64
5 − 2x
Find the Maclaurin series for f (x) = and determine the interval of
3 + 2x
convergence of this series.

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 Example 65
√
Determine the Mauclaurin series for f (x) = 9 + x and its interval of
convergence.

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 Example 66
 
1+x
Find the Maclaurin series for f (x) = ln and use the series to compute
1−x
ln 2 correct to five decimal places.

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 Review on Infinite Series
Series with known convergence properties

1 Geometric series
 a
∞

1 − r
 if |r | < 1,
X
k
ar =

k=0 
diverges if |r | ≥ 1.

2 The p-series

X∞
1 converges
 if p > 1,
=
kp 
k=1 
diverges if p ≤ 1.

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 Review on Infinite Series
Series with known convergence properties

1 The q-log series


∞
X log k converges
 if q > 1,
=
kq 
k=1 
diverges if q ≤ 1.

2 The alternating p-series


∞
X (−1)k converges
 if p > 0,
=
kp 
k=1 
diverges if p ≤ 0.

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 P∞
Positive series k=0 ak with ak > 0
1 Integral test: If f is continuous, positive and decreasing on [0, ∞) and
f (k) = ak , then
∞
X Z ∞
ak ∼ f (x)dx
k=0 0

2 Comparison tests: ak involves P(k) or c k .

∞
X ∞
X
ak ∼ bk : geometric series or p-series.
k=0 k=0

3 Ratio test: ak involves k! or P(k)c k .

ak+1
lim = L.
k→∞ ak
4 Root test: ak involves (□)k .
√
lim k
ak = L.
k→∞

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 P∞ k
Alternative series k=0 (−1) ak with ak > 0

P∞ k
1 Alternative series test: The alternative series k=0 (−1) ak is convergent if it
satisfies
ak+1 ≤ ak for all k ≥ k0 ;
lim ak = 0.
k→∞
2 General ratio test: ak involves k! or P(k)c k .

ak+1
lim =L
k→∞ ak

3 General root test: ak involves (□)k .

p
k
lim |ak | = L
k→∞

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 P∞
Series with arbitrary terms k=0 ak
P∞
A series k=0 ak is so-called
∞
X
⋄ absolutely convergent if the series |ak | is convergent.
k=0
⋄ conditionally convergent if it is convergent but not absolutely convergent.

Absolute Convergence =⇒ Convergence

1 General ratio test: ak involves k! or P(k)c k .

ak+1
lim =L
k→∞ ak
2 General root test: ak involves (□)k .
p
k
lim |ak | = L
k→∞

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 P∞
Power series k=0 ck (x − a)k

Let ak = ck (x − a)k .
1 General ratio test: ck involves k! or P(k)c k .
 
ak+1 ck+1
lim = lim · |x − a| = L
k→∞ ak k→∞ ck

2 General root test: ck involves (□)k .

 
p p
lim k |ak | = lim k |ck | · |x − a| = L
k→∞ k→∞

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