Lecture 14: Power Series, Taylor Series: n+1 n+1 N N

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Lecture 14 : Power Series, Taylor Series


Let a
n
R for n = 0, 1, 2, ... . The series

n=0
a
n
x
n
, x R, is called a power series. More
generally, if c R, then the series

n=0
a
n
(x c)
n
, x R, is called a power series around c. If we
take x

= xc then the power series around c reduces to the power series around 0. In this lecture
we discuss the convergence of power series.
Examples : 1. Consider the power series

n=0
1
n!
x
n
. Let us apply the ratio test and nd the set
of points in R on which the series converges. For any x R,
|a
n+1
x
n+1
|
|a
n
x
n
|
=
|x|
n+1
0 as n .
Therefore the series

n=0
1
n!
x
n
converges absolutely for all x R.
2. We know that the geometric series

n=0
x
n
converges only in (1, 1). Using the ratio test we
can show that the series

n=0
n!x
n
converges only at x = 0.
The following result gives an idea about the set on which a power series converges.
Theorem 1: Suppose

n=0
a
n
x
n
converges for some x
0
and diverges for some x
1
. Then
(i)

n=0
a
n
x
n
converges absolutely for all x such that | x | < | x
0
|,
(ii)

n=0
a
n
x
n
diverges for all x such that | x | > | x
1
|.
Proof (*): (i). Suppose x
0
= 0,

n=0
a
n
x
n
0
converges and | x | < | x
0
|. Since

n=0
a
n
x
n
0
converges, there exists M R such that | a
n
x
n
0
| M for all n N. Therefore,
| a
n
x
n
| = | a
n
x
n
0
||
x
x
0
|
n
M |
x
x
0
|
n
for all n N.
Since |
x
x
0
| < 1, by comparison test, the series

n=0
a
n
x
n
converges absolutely.
(ii) Let x R and | x | > | x
1
|. Suppose

n=0
a
n
x
n
converges. Then by (i), the series

n=0
a
n
x
n
1
converges absolutely which is a contradiction.
From the above theorem, we can conclude that a power series

n=0
a
n
x
n
is either converges
for all x R or only at 0 or there is a unique r, r > 0 such that the series is absolutely converges
for all x such that | x | < r and diverges for all x such that | x | > r. This r is called the radius
of convergence. In case the power series converges for all x R (resp., only at 0) then the radius
of convergence of the series is (resp., 0).
If we dene S = {x R :

n=0
a
n
x
n
is convergent}, then the possibilities for S are
{0}, R, (r, r), [r, r), (r, r] and [r, r] for some r > 0.
Examples : 1. We have already seen above that the power series

n=0
1
n!
x
n
converges for all
x R and hence the radius of convergence is . Similarly the radius of convergence of

n=0
n!x
n
(resp.,

n=0
x
n
) is 0 (resp., 1).
2. Consider the power series

n=0
x
n
n
. Let us apply the ratio test to nd the radius of convergence.
For x R we have
| a
n+1
x
n+1
|
| a
n
x
n
|
= |
x
n+1
n
(n + 1)x
n
| = |
n
n + 1
x | | x | as n .
It is clear that for | x | < 1 the series converges absolutely and diverges for | x | > 1. Therefore,
the radius of convergence is 1 and the set S = [1, 1) which follows from the Leibniz test.
2
To nd the radius of convergence of a power series or the set S, we use either the ratio test (as
we did above) or root test. To nd the sum of a convergent power series or for that matter sum
of any convergent series is not easy. We will see sum of some particular type of power series called
Taylor series.
Taylor Series : In one of the previous lectures we dened the nth degree Taylor polynomial P
n
(x)
(w. r. to f and c), where
P
n
(x) = f(c) + f

(c)(x c) +
f

(c)
2!
(x c)
2
+ ... +
f
(n)
(c)
n!
(x c)
n
.
The power series
f(c) + f

(c)(x c) +
f

(c)
2!
(x c)
2
+ ... +
f
(n)
(c)
n!
(x c)
n
+ ... (or write

n=0
f
(n)
(c)
n!
(x c)
n
)
is called the Taylor series of f around c. If c = 0, then the Taylor series of f around c is called
Macluarin series.
If f is innite times dierentiable at c then the corresponding Taylor series is dened. Moreover,
P
n
(x) is the nth partial sum of the Taylor series. We will see in the following examples that the
Taylor series may not converge for all x R and even if it converges for some x, it need not converge
to f(x).
Examples : 1. If we consider the function f : R\{1, 1} R given by f(x) = 1/(1 x), then the
Macluarin series is the geometric series

n=0
x
n
which converges on (1, 1).
2. Dene f(x) = e
1/x
2
for x = 0 and f(0) = 0. Using LHospital rule, we can show that f
(k)
(0) = 0
for all k = 1, 2, ... Therefore the Macluarin series of f (for any x R) is identically zero and it does
not converge to f(x) at any x = 0.
Taylors theorem helps in showing the convergence of a Taylor series of f to f(x) in the following
way. Taylors theorem says that there exists c
0
between x and c such that
E
n
(x) = f(x) P
n
(x) =
f
(n+1)
(c
0
)
(n + 1)!
(x c)
n+1
It is clear from the above expression that if E
n
(x) 0, then the Taylor series of f converges to
f(x) (as P
n
(x) is the nth partial sum of the Taylor series.)
Examples: Let f(x) = sinx, x R. Then | f
(n)
(x) | 1 for all n N and x R. In this case, the
Macluarin series of f converges to f(x) for all x R because E
n
(x) 0. (One can use the ratio
test for sequence to show that E
n
(x) 0). So, we can expand the sin function in the series form
on whole of R and we write sinx =

n=0
(1)
n
(2n+1)!
x
2n+1
, x R.
Similarly we can show that cos x =

n=0
(1)
n
(2n)!
x
2n
, x R.
Problem : Show that e
x
=

n=0
1
n!
x
n
, x > 0.
Solution : Let f(x) = e
x
. Fix x > 0. By Taylor,s Theorem there exists c
n
(0, x) such that
| E
n
(x) | = | f(x) (1+
x
1!
+
x
2
2!
+... +
x
n
n!
) | = |
f
n+1
(c
n
)
(n + 1)!
x
n+1
| =
e
c
n
(n + 1)!
x
n+1

e
x
(n + 1)!
x
n+1
.
Let a
n
=
e
x
(n+1)!
x
n+1
, then
a
n+1
a
n
=
x
n+1
0. This implies that a
n
0 and hence E
n
(x) 0.

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