MATH 1024 – Honors Calculus II

Homework #09 Section 4.4

Due date: May 7, 2023

Graded Problems:
1. (30 points) In the following, show that the series converges for |x| < 1, and
find the function it converges to.
(a)
∞  
X 1 1 1
S(x) = 1 + + + ··· + xn .
n=0
1! 2! n!

(Hint: Cauchy product.)

(b)
∞
X ((n − 1)!)2
S(x) = (2x)2n .
n=1
(2n)!
√
(Hint: Differentiating twice, and consider 1 − x2 S ′ (x).)
(c)
∞
1 X (2n − 3)!!
S(x) = 1 − (1 − x2 ) − (1 − x2 )n .
2 n=2
(2n)!!
√
(Hint: Consider the Taylor series of 1 − x.)
∞
X
2. (30 points) Let f (x) = an xn be a power series that converges for |x| < 1
n=0
and x = 1. Prove Abel’s Limit Theorem as follows.
PN
(a) Let sN = n=0 an . Show that
N
X N
X −1
an xn = (1 − x) sn xn + sN xN .
n=0 n=0

Conclude that
∞
X
f (x) = (1 − x) sn xn , |x| < 1.
n=0

(b) Hence prove rigorously that

lim f (x) = f (1).

x→1−
 ∞
X
(c) (i) Finally show that if f (x) = an xn converges for |x| < R and x = R,
n=0
then
lim f (x) = f (R).
x→R−

Similarly if f (x) converges for |x| < R and x = −R, then

lim f (x) = f (−R).

x→−R+

(ii) Apply this to show that

∞
√ 3 X (2n − 3)!!
2= − (−1)n .
2 n=2 (2n)!!

3. (30 points) Let f (x) ∈ C ∞ ([0, r]) with f (k) (x) ≥ 0 for all k. Let
n
X f (k) (0)
Rn (x) = f (x) − xk
k!
k=0

be the remainder.
(a) Using the integral form of the remainder, show that

xn+1 1 n (n+1)
Z
Rn (x) = u f (x − xu)du.
n! 0

(b) Hence show that

 x n+1
0 ≤ Rn (x) ≤ f (r)
r
∞
X f (k) (0)
and conclude that f (x) = xk for all 0 ≤ x < r.
k!
k=0

(Hint: Note that by assumption Rn (r) ≤ f (r).)

(c) Using (b), prove that
 a ∞   n
2 X a+n−1 1−x
=1+ , −1 < x ≤ 1
1+x n 2
n=1

where a > 0.
4. (30 points) Infinite series can be used to study infinite products.
Yn Y∞
Let pn = an . We say that an converges if lim pn = L exists and L ̸= 0.
n→∞
k=1 k=1
∞
X
If each an > 0, then it is equivalent to saying log an converges.
n=1

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 (a) Show that
∞
Y (3n)2
n=1
(3n − 1)(3n + 1)
converges, and compute the value using Stirling’s formula.
(b) (i) Using
ai > 0 =⇒ a1 + · · · + an < (1 + a1 ) · · · (1 + an )
show that for an > 0,
∞
Y ∞
X
(1 + an ) converges ⇐⇒ an converges.
n=1 n=1

(ii) Using the fact (easy by induction) that

0 < ai < 1 =⇒ (1 − a1 ) · · · (1 − an ) ≥ 1 − (a1 + · · · + an )

show that for an > 0 and an ̸= 1,

∞
Y ∞
X
(1 − an ) converges ⇐⇒ an converges.
n=1 n=1

(Hint: Observe that for n large enough, 0 < an < 1. Use this to study
the partial product and the convergence.)
π
(c) Using (b) and limit comparison test, show that for an ∈ (0, ),
2
∞ ∞ ∞
Y Y sin an X
cos an and converge ⇐⇒ a2n converges.
n=1 n=1
an n=1

Optional Problem.
We introduce Gauss’s hypergeometric functions, a class of very important
special functions that show up as solutions of many important ordinary differential
equations.
Note. The following definitions and results work in the complex setting for a, b, c ∈
C and x = z ∈ C, and some conditions on the parameters can be removed by analytic
continuation. However, we will just focus on the real case.
Assume again we can do integration and differentiation term-by-term in general.
(We have shown this in the case of power series in Worksheet #11.)
Denote the shifted factorials or Pochhammer symbol by

(a)0 := 1
(a)n := a(a + 1)(a + 2) · · · (a + n − 1), a ∈ R, n ∈ N

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The Gauss’s hypergeometric function is defined for c ∈
/ Z≤0 by
∞
(a)n (b)n xn
 
a, b X
2 F1 ;x := .
c (c)n n!
n=0
 
a, b
(a) Show that 2 F1 ;x
c
(i) Converges absolutely for |x| < 1.
(ii) Converges absolutely for |x| = 1 and c > a + b.
(iii) Converges conditionally for x = −1 (i.e. diverges for x = 1), and
a+b−1<c≤a+b
(iv) Diverges for |x| = 1 and c ≤ a + b − 1.
(b) Hypergeometric function includes a lot of classical functions as a special cases
(restricted to the appropriate domain of convergence.)
Show that
 
1 a, b
(i) = F
2 1 ; x for any b ∈
/ Z≤0 .
(1 − x)a b
 
1, 1
(ii) log(1 + x) = x · 2 F1 ; −x
2
1 
−1 ,1 2
(iii) tan x = x · 2 F1 2
3 ; −x
2
1 1

(iv) sin−1 x = x · 2 F1 2 , 2 ; x2
3
2
1 1

π π 2 , 2 ; k2
(v) F ( , k) = 2 F1 where
2 2 1
Z ϕ
dθ
F (ϕ, k) = p
0 1 − k 2 sin2 θ

is the elliptic integral of the first kind (see HW#7 Optional.)

(Find the Taylor series of F ( π2 , k) assuming we can integrate term-by-term
in θ.)
For simplicity, let us now assume a, b > 0 and c > a + b so that all the
series converge absolutely for |x| ≤ 1.
(c) The hypergeometric function is closely related to the Gamma functions, since
they are defined using factorials afterall.
(i) Euler’s integral representation. Show that
  Z 1
a, b Γ(c)
2 F1 ;x = tb−1 (1 − t)c−b−1 (1 − xt)−a dt
c Γ(b)Γ(c − b) 0

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 (Integrate the expansion in (b)(i) and write the expression in terms of the
Beta function.)
(ii) Gauss’s summation formula. Show that
 
a, b Γ(c)Γ(c − a − b)
F
2 1 ; 1 = .
c Γ(c − a)Γ(c − b)

(d) The hypergeometric function provides solution to a large class of second order
ODE.
   
a, b 1 + a − c, 1 + b − c
(i) Show that y = 2 F1 ; x and y = x1−c · 2 F1 ;x
c 2−c
satisfies
d2 y   dy
x(1 − x) 2 + c − (a + b + 1)x − aby = 0.
dx dx
They constitute the basis of this second order differential equation.
(ii) Recall the shifted Legendre’s polynomial Pn (x) from HW#5 Q1.
Using HW#5 Q1(a), express Pn (x) in terms of hypergeometric functions,
and hence show that it satisfies

x(1 − x)Pn′′ (x) − (2x − 1)Pn′ (x) + n(n + 1)Pn (x) = 0.

(e) Finally there are various symmetry of the hypergeometric functions encoded
in terms of various transformations. We explore the most fundamental ones.
(i) Using Euler’s representation, show the Pfaff ’s transformation formula
for |x| < 21
   
a, b −a a, c − b x
2 F1 ; x = (1 − x) 2 F1 ; .
c c x−1
   
a, b −b c − a, b x
2 F1 ; x = (1 − x) 2 F1 ; .
c c x−1

By analytic continuation this allows us to extend the definition of 2 F1 to

arbitrary negative values of x.
(ii) Using (i), show the Euler’s transformation formula for |x| < 1
   
a, b c−a−b c − a, c − b
F
2 1 ; x = (1 − x) F
2 1 ; x
c c

assuming now that the Pfaff’s transformation holds for all x ∈ (−∞, 1).
Note. The transformation of the parameters

(a, b, c) 7→ (a, c − b, c), (c − a, b, c), (c − a, c − b, c)

generates the Dihedral group of order 8.

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